Strategy Tester Report
FXSogeki
| 通貨ペア | USDJPY.oj5k (USD/JPY) | ||||
| 期間 | 1分足(M1) 2010.07.01 03:00 - 2021.07.07 02:59 (2010.07.01 - 2021.07.08) | ||||
| モデル | 全ティック (利用可能な最小時間枠による最も正確な方法) | ||||
| パラメーター | Lot=1; Magic=20170904; | ||||
| テストバー数 | 4105234 | モデルティック数 | 171933566 | モデリング品質 | 99.90% |
| 不整合チャートエラー | 0 | ||||
| 初期証拠金 | 1000000.00 | スプレッド | 現在値 (3) | ||
| 純益 | 1764730.00 | 総利益 | 2425880.00 | 総損失 | -661150.00 |
| プロフィットファクタ | 3.67 | 期待利得 | 3811.51 | ||
| 絶対ドローダウン | 28820.00 | 最大ドローダウン | 598240.00 (25.16%) | 相対ドローダウン | 25.16% (598240.00) |
| 総取引数 | 463 | 売りポジション(勝率%） | 241 (87.55%) | 買いポジション(勝率%） | 222 (92.34%) |
| 勝率(%) | 416 (89.85%) | 負率 (%) | 47 (10.15%) | ||
| 最大 | 勝トレード | 12500.00 | 敗トレード | -166200.00 | |
| 平均 | 勝トレード | 5831.44 | 敗トレード | -14067.02 | |
| 最大 | 連勝(金額) | 30 (191850.00) | 連敗(金額) | 2 (-66550.00) | |
| 最大 | 連勝(トレード数) | 191850.00 (30) | 連敗(トレード数) | -166200.00 (1) | |
| 平均 | 連勝 | 9 | 連敗 | 1 | |
| # | 時間 | 取引種別 | 注文番号 | 数量 | 価格 | 決済逆指値(S/L) | 決済指値(T/P) | 損益 | 残高 |
| 1651 | 2015.03.18 03:00 | buy | 174 | 1.00 | 121.308 | 112.210 | 121.429 | ||
| 1652 | 2015.03.18 04:00 | modify | 174 | 1.00 | 121.308 | 112.210 | 121.424 | ||
| 1653 | 2015.03.18 04:10 | modify | 174 | 1.00 | 121.308 | 112.210 | 121.423 | ||
| 1654 | 2015.03.18 04:21 | modify | 174 | 1.00 | 121.308 | 112.210 | 121.422 | ||
| 1655 | 2015.03.18 04:32 | modify | 174 | 1.00 | 121.308 | 112.210 | 121.421 | ||
| 1656 | 2015.03.18 04:44 | modify | 174 | 1.00 | 121.308 | 112.210 | 121.420 | ||
| 1657 | 2015.03.18 04:56 | modify | 174 | 1.00 | 121.308 | 112.210 | 121.419 | ||
| 1658 | 2015.03.18 05:08 | modify | 174 | 1.00 | 121.308 | 112.210 | 121.418 | ||
| 1659 | 2015.03.18 05:20 | modify | 174 | 1.00 | 121.308 | 112.210 | 121.417 | ||
| 1660 | 2015.03.18 05:32 | modify | 174 | 1.00 | 121.308 | 112.210 | 121.416 | ||
| 1661 | 2015.03.18 05:44 | modify | 174 | 1.00 | 121.308 | 112.210 | 121.415 | ||
| 1662 | 2015.03.18 05:55 | modify | 174 | 1.00 | 121.308 | 112.210 | 121.414 | ||
| 1663 | 2015.03.18 06:00 | modify | 174 | 1.00 | 121.308 | 121.339 | 121.414 | ||
| 1664 | 2015.03.18 06:00 | modify | 174 | 1.00 | 121.308 | 121.340 | 121.414 | ||
| 1665 | 2015.03.18 06:00 | modify | 174 | 1.00 | 121.308 | 121.342 | 121.414 | ||
| 1666 | 2015.03.18 06:00 | modify | 174 | 1.00 | 121.308 | 121.343 | 121.414 | ||
| 1667 | 2015.03.18 06:01 | modify | 174 | 1.00 | 121.308 | 121.344 | 121.414 | ||
| 1668 | 2015.03.18 06:01 | s/l | 174 | 1.00 | 121.344 | 121.344 | 121.414 | 3600.00 | 1724770.00 |
| 1669 | 2015.03.30 02:17 | buy | 175 | 1.00 | 119.226 | 110.284 | 119.345 | ||
| 1670 | 2015.03.30 03:17 | modify | 175 | 1.00 | 119.226 | 110.284 | 119.340 | ||
| 1671 | 2015.03.30 03:27 | modify | 175 | 1.00 | 119.226 | 110.284 | 119.339 | ||
| 1672 | 2015.03.30 03:39 | modify | 175 | 1.00 | 119.226 | 110.284 | 119.338 | ||
| 1673 | 2015.03.30 03:51 | modify | 175 | 1.00 | 119.226 | 110.284 | 119.337 | ||
| 1674 | 2015.03.30 04:11 | modify | 175 | 1.00 | 119.226 | 110.284 | 119.336 | ||
| 1675 | 2015.03.30 04:16 | modify | 175 | 1.00 | 119.226 | 110.284 | 119.335 | ||
| 1676 | 2015.03.30 04:27 | modify | 175 | 1.00 | 119.226 | 110.284 | 119.334 | ||
| 1677 | 2015.03.30 04:46 | modify | 175 | 1.00 | 119.226 | 110.284 | 119.333 | ||
| 1678 | 2015.03.30 04:51 | modify | 175 | 1.00 | 119.226 | 110.284 | 119.332 | ||
| 1679 | 2015.03.30 05:04 | modify | 175 | 1.00 | 119.226 | 110.284 | 119.331 | ||
| 1680 | 2015.03.30 05:15 | modify | 175 | 1.00 | 119.226 | 110.284 | 119.330 | ||
| 1681 | 2015.03.30 05:18 | modify | 175 | 1.00 | 119.226 | 119.246 | 119.330 | ||
| 1682 | 2015.03.30 05:18 | modify | 175 | 1.00 | 119.226 | 119.247 | 119.330 | ||
| 1683 | 2015.03.30 05:18 | s/l | 175 | 1.00 | 119.247 | 119.247 | 119.330 | 2100.00 | 1726870.00 |
| 1684 | 2015.04.09 17:35 | sell | 176 | 1.00 | 120.271 | 129.291 | 120.151 | ||
| 1685 | 2015.04.09 18:35 | modify | 176 | 1.00 | 120.271 | 129.291 | 120.156 | ||
| 1686 | 2015.04.10 11:35 | modify | 176 | 1.00 | 120.271 | 120.269 | 120.156 | ||
| 1687 | 2015.04.10 11:35 | modify | 176 | 1.00 | 120.271 | 120.268 | 120.156 | ||
| 1688 | 2015.04.10 11:35 | modify | 176 | 1.00 | 120.271 | 120.267 | 120.156 | ||
| 1689 | 2015.04.10 11:35 | modify | 176 | 1.00 | 120.271 | 120.264 | 120.156 | ||
| 1690 | 2015.04.10 11:35 | s/l | 176 | 1.00 | 120.264 | 120.264 | 120.156 | 570.00 | 1727440.00 |
| 1691 | 2015.04.16 11:03 | buy | 177 | 1.00 | 119.299 | 110.352 | 119.418 | ||
| 1692 | 2015.04.16 17:16 | modify | 177 | 1.00 | 119.299 | 119.301 | 119.418 | ||
| 1693 | 2015.04.16 17:16 | modify | 177 | 1.00 | 119.299 | 119.302 | 119.418 | ||
| 1694 | 2015.04.16 17:16 | modify | 177 | 1.00 | 119.299 | 119.303 | 119.418 | ||
| 1695 | 2015.04.16 17:16 | s/l | 177 | 1.00 | 119.303 | 119.303 | 119.418 | 400.00 | 1727840.00 |
| 1696 | 2015.04.20 12:32 | sell | 178 | 1.00 | 118.881 | 127.797 | 118.762 | ||
| 1697 | 2015.04.21 12:32 | modify | 178 | 1.00 | 118.881 | 127.797 | 118.881 | ||
| 1698 | 2015.04.21 12:59 | modify | 178 | 1.00 | 118.881 | 127.797 | 118.882 | ||
| 1699 | 2015.04.21 13:59 | modify | 178 | 1.00 | 118.881 | 127.797 | 118.883 | ||
| 1700 | 2015.04.21 14:59 | modify | 178 | 1.00 | 118.881 | 127.797 | 118.884 | ||
| 1701 | 2015.04.21 15:59 | modify | 178 | 1.00 | 118.881 | 127.797 | 118.885 | ||
| 1702 | 2015.04.21 16:59 | modify | 178 | 1.00 | 118.881 | 127.797 | 118.886 | ||
| 1703 | 2015.04.21 17:59 | modify | 178 | 1.00 | 118.881 | 127.797 | 118.887 | ||
| 1704 | 2015.04.21 18:59 | modify | 178 | 1.00 | 118.881 | 127.797 | 118.888 | ||
| 1705 | 2015.04.21 19:59 | modify | 178 | 1.00 | 118.881 | 127.797 | 118.889 | ||
| 1706 | 2015.04.21 20:59 | modify | 178 | 1.00 | 118.881 | 127.797 | 118.890 | ||
| 1707 | 2015.04.21 21:59 | modify | 178 | 1.00 | 118.881 | 127.797 | 118.891 | ||
| 1708 | 2015.04.21 22:59 | modify | 178 | 1.00 | 118.881 | 127.797 | 118.892 | ||
| 1709 | 2015.04.21 23:59 | modify | 178 | 1.00 | 118.881 | 127.797 | 118.893 | ||
| 1710 | 2015.04.22 00:59 | modify | 178 | 1.00 | 118.881 | 127.797 | 118.894 | ||
| 1711 | 2015.04.22 01:59 | modify | 178 | 1.00 | 118.881 | 127.797 | 118.895 | ||
| 1712 | 2015.04.22 02:59 | modify | 178 | 1.00 | 118.881 | 127.797 | 118.896 | ||
| 1713 | 2015.04.22 03:59 | modify | 178 | 1.00 | 118.881 | 127.797 | 118.897 | ||
| 1714 | 2015.04.22 04:59 | modify | 178 | 1.00 | 118.881 | 127.797 | 118.898 | ||
| 1715 | 2015.04.22 05:59 | modify | 178 | 1.00 | 118.881 | 127.797 | 118.899 | ||
| 1716 | 2015.04.22 06:59 | modify | 178 | 1.00 | 118.881 | 127.797 | 118.900 | ||
| 1717 | 2015.04.22 07:59 | modify | 178 | 1.00 | 118.881 | 127.797 | 118.901 | ||
| 1718 | 2015.04.22 08:59 | modify | 178 | 1.00 | 118.881 | 127.797 | 118.902 | ||
| 1719 | 2015.04.22 09:59 | modify | 178 | 1.00 | 118.881 | 127.797 | 118.903 | ||
| 1720 | 2015.04.22 10:59 | modify | 178 | 1.00 | 118.881 | 127.797 | 118.904 | ||
| 1721 | 2015.04.22 11:59 | modify | 178 | 1.00 | 118.881 | 127.797 | 118.905 | ||
| 1722 | 2015.04.22 12:59 | modify | 178 | 1.00 | 118.881 | 127.797 | 118.906 | ||
| 1723 | 2015.04.22 13:59 | modify | 178 | 1.00 | 118.881 | 127.797 | 118.907 | ||
| 1724 | 2015.04.22 14:59 | modify | 178 | 1.00 | 118.881 | 127.797 | 118.908 | ||
| 1725 | 2015.04.22 15:59 | modify | 178 | 1.00 | 118.881 | 127.797 | 118.909 | ||
| 1726 | 2015.04.22 16:59 | modify | 178 | 1.00 | 118.881 | 127.797 | 118.910 | ||
| 1727 | 2015.04.22 17:59 | modify | 178 | 1.00 | 118.881 | 127.797 | 118.911 | ||
| 1728 | 2015.04.22 18:59 | modify | 178 | 1.00 | 118.881 | 127.797 | 118.912 | ||
| 1729 | 2015.04.22 19:59 | modify | 178 | 1.00 | 118.881 | 127.797 | 118.913 | ||
| 1730 | 2015.04.22 20:59 | modify | 178 | 1.00 | 118.881 | 127.797 | 118.914 | ||
| 1731 | 2015.04.22 21:59 | modify | 178 | 1.00 | 118.881 | 127.797 | 118.915 | ||
| 1732 | 2015.04.22 22:59 | modify | 178 | 1.00 | 118.881 | 127.797 | 118.916 | ||
| 1733 | 2015.04.22 23:59 | modify | 178 | 1.00 | 118.881 | 127.797 | 118.917 | ||
| 1734 | 2015.04.23 00:59 | modify | 178 | 1.00 | 118.881 | 127.797 | 118.918 | ||
| 1735 | 2015.04.23 01:59 | modify | 178 | 1.00 | 118.881 | 127.797 | 118.919 | ||
| 1736 | 2015.04.23 02:59 | modify | 178 | 1.00 | 118.881 | 127.797 | 118.920 | ||
| 1737 | 2015.04.23 03:59 | modify | 178 | 1.00 | 118.881 | 127.797 | 118.921 | ||
| 1738 | 2015.04.23 04:59 | modify | 178 | 1.00 | 118.881 | 127.797 | 118.922 | ||
| 1739 | 2015.04.23 05:59 | modify | 178 | 1.00 | 118.881 | 127.797 | 118.923 | ||
| 1740 | 2015.04.23 06:59 | modify | 178 | 1.00 | 118.881 | 127.797 | 118.924 | ||
| 1741 | 2015.04.23 07:59 | modify | 178 | 1.00 | 118.881 | 127.797 | 118.925 | ||
| 1742 | 2015.04.23 08:59 | modify | 178 | 1.00 | 118.881 | 127.797 | 118.926 | ||
| 1743 | 2015.04.23 09:59 | modify | 178 | 1.00 | 118.881 | 127.797 | 118.927 | ||
| 1744 | 2015.04.23 10:59 | modify | 178 | 1.00 | 118.881 | 127.797 | 118.928 | ||
| 1745 | 2015.04.23 11:59 | modify | 178 | 1.00 | 118.881 | 127.797 | 118.929 | ||
| 1746 | 2015.04.23 12:59 | modify | 178 | 1.00 | 118.881 | 127.797 | 118.930 | ||
| 1747 | 2015.04.23 13:59 | modify | 178 | 1.00 | 118.881 | 127.797 | 118.931 | ||
| 1748 | 2015.04.23 14:59 | modify | 178 | 1.00 | 118.881 | 127.797 | 118.932 | ||
| 1749 | 2015.04.23 15:59 | modify | 178 | 1.00 | 118.881 | 127.797 | 118.933 | ||
| 1750 | 2015.04.23 16:59 | modify | 178 | 1.00 | 118.881 | 127.797 | 118.934 | ||
| 1751 | 2015.04.23 17:59 | modify | 178 | 1.00 | 118.881 | 127.797 | 118.935 | ||
| 1752 | 2015.04.23 18:59 | modify | 178 | 1.00 | 118.881 | 127.797 | 118.936 | ||
| 1753 | 2015.04.23 19:59 | modify | 178 | 1.00 | 118.881 | 127.797 | 118.937 | ||
| 1754 | 2015.04.23 20:59 | modify | 178 | 1.00 | 118.881 | 127.797 | 118.938 | ||
| 1755 | 2015.04.23 21:59 | modify | 178 | 1.00 | 118.881 | 127.797 | 118.939 | ||
| 1756 | 2015.04.23 22:59 | modify | 178 | 1.00 | 118.881 | 127.797 | 118.940 | ||
| 1757 | 2015.04.23 23:59 | modify | 178 | 1.00 | 118.881 | 127.797 | 118.941 | ||
| 1758 | 2015.04.24 00:59 | modify | 178 | 1.00 | 118.881 | 127.797 | 118.942 | ||
| 1759 | 2015.04.24 01:59 | modify | 178 | 1.00 | 118.881 | 127.797 | 118.943 | ||
| 1760 | 2015.04.24 02:59 | modify | 178 | 1.00 | 118.881 | 127.797 | 118.944 | ||
| 1761 | 2015.04.24 03:59 | modify | 178 | 1.00 | 118.881 | 127.797 | 118.945 | ||
| 1762 | 2015.04.24 04:59 | modify | 178 | 1.00 | 118.881 | 127.797 | 118.946 | ||
| 1763 | 2015.04.24 05:59 | modify | 178 | 1.00 | 118.881 | 127.797 | 118.947 | ||
| 1764 | 2015.04.24 06:59 | modify | 178 | 1.00 | 118.881 | 127.797 | 118.948 | ||
| 1765 | 2015.04.24 07:59 | modify | 178 | 1.00 | 118.881 | 127.797 | 118.949 | ||
| 1766 | 2015.04.24 08:59 | modify | 178 | 1.00 | 118.881 | 127.797 | 118.950 | ||
| 1767 | 2015.04.24 09:59 | modify | 178 | 1.00 | 118.881 | 127.797 | 118.951 | ||
| 1768 | 2015.04.24 10:59 | modify | 178 | 1.00 | 118.881 | 127.797 | 118.952 | ||
| 1769 | 2015.04.24 11:59 | modify | 178 | 1.00 | 118.881 | 127.797 | 118.953 | ||
| 1770 | 2015.04.24 12:59 | modify | 178 | 1.00 | 118.881 | 127.797 | 118.954 | ||
| 1771 | 2015.04.24 13:59 | modify | 178 | 1.00 | 118.881 | 127.797 | 118.955 | ||
| 1772 | 2015.04.24 14:59 | modify | 178 | 1.00 | 118.881 | 127.797 | 118.956 | ||
| 1773 | 2015.04.24 15:59 | modify | 178 | 1.00 | 118.881 | 127.797 | 118.957 | ||
| 1774 | 2015.04.24 16:59 | modify | 178 | 1.00 | 118.881 | 127.797 | 118.958 | ||
| 1775 | 2015.04.24 17:59 | modify | 178 | 1.00 | 118.881 | 127.797 | 118.959 | ||
| 1776 | 2015.04.24 18:02 | t/p | 178 | 1.00 | 118.959 | 127.797 | 118.959 | -8580.00 | 1719260.00 |
| 1777 | 2015.05.14 15:37 | buy | 179 | 1.00 | 119.158 | 110.221 | 119.277 | ||
| 1778 | 2015.05.14 17:15 | modify | 179 | 1.00 | 119.158 | 110.221 | 119.269 | ||
| 1779 | 2015.05.14 17:21 | modify | 179 | 1.00 | 119.158 | 110.221 | 119.268 | ||
| 1780 | 2015.05.14 17:33 | modify | 179 | 1.00 | 119.158 | 110.221 | 119.267 | ||
| 1781 | 2015.05.14 17:52 | modify | 179 | 1.00 | 119.158 | 110.221 | 119.266 | ||
| 1782 | 2015.05.14 17:58 | modify | 179 | 1.00 | 119.158 | 110.221 | 119.265 | ||
| 1783 | 2015.05.14 18:03 | t/p | 179 | 1.00 | 119.265 | 110.221 | 119.265 | 10700.00 | 1729960.00 |
| 1784 | 2015.05.18 09:17 | buy | 180 | 1.00 | 119.685 | 110.709 | 119.805 | ||
| 1785 | 2015.05.18 10:23 | modify | 180 | 1.00 | 119.685 | 110.709 | 119.799 | ||
| 1786 | 2015.05.18 10:32 | modify | 180 | 1.00 | 119.685 | 110.709 | 119.798 | ||
| 1787 | 2015.05.18 10:44 | modify | 180 | 1.00 | 119.685 | 110.709 | 119.797 | ||
| 1788 | 2015.05.18 10:56 | modify | 180 | 1.00 | 119.685 | 110.709 | 119.796 | ||
| 1789 | 2015.05.18 11:08 | modify | 180 | 1.00 | 119.685 | 110.709 | 119.795 | ||
| 1790 | 2015.05.18 11:21 | modify | 180 | 1.00 | 119.685 | 110.709 | 119.794 | ||
| 1791 | 2015.05.18 11:59 | modify | 180 | 1.00 | 119.685 | 110.709 | 119.791 | ||
| 1792 | 2015.05.18 12:13 | modify | 180 | 1.00 | 119.685 | 110.709 | 119.790 | ||
| 1793 | 2015.05.18 12:17 | modify | 180 | 1.00 | 119.685 | 119.686 | 119.790 | ||
| 1794 | 2015.05.18 12:17 | s/l | 180 | 1.00 | 119.686 | 119.686 | 119.790 | 100.00 | 1730060.00 |
| 1795 | 2015.05.28 05:02 | sell | 181 | 1.00 | 123.719 | 132.998 | 123.595 | ||
| 1796 | 2015.05.28 08:32 | modify | 181 | 1.00 | 123.719 | 123.711 | 123.595 | ||
| 1797 | 2015.05.28 08:32 | modify | 181 | 1.00 | 123.719 | 123.695 | 123.595 | ||
| 1798 | 2015.05.28 08:32 | modify | 181 | 1.00 | 123.719 | 123.691 | 123.595 | ||
| 1799 | 2015.05.28 08:32 | modify | 181 | 1.00 | 123.719 | 123.680 | 123.595 | ||
| 1800 | 2015.05.28 08:32 | modify | 181 | 1.00 | 123.719 | 123.679 | 123.595 | ||