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 |
| 1951 | 2015.10.02 07:02 | modify | 199 | 1.00 | 119.996 | 110.996 | 120.110 | ||
| 1952 | 2015.10.02 07:16 | modify | 199 | 1.00 | 119.996 | 110.996 | 120.109 | ||
| 1953 | 2015.10.02 08:25 | modify | 199 | 1.00 | 119.996 | 110.996 | 120.104 | ||
| 1954 | 2015.10.02 08:42 | modify | 199 | 1.00 | 119.996 | 110.996 | 120.102 | ||
| 1955 | 2015.10.02 08:50 | modify | 199 | 1.00 | 119.996 | 110.996 | 120.101 | ||
| 1956 | 2015.10.02 08:57 | modify | 199 | 1.00 | 119.996 | 119.997 | 120.101 | ||
| 1957 | 2015.10.02 08:57 | modify | 199 | 1.00 | 119.996 | 119.998 | 120.101 | ||
| 1958 | 2015.10.02 08:57 | s/l | 199 | 1.00 | 119.998 | 119.998 | 120.101 | 200.00 | 1833420.00 |
| 1959 | 2015.10.12 22:54 | sell | 200 | 1.00 | 119.999 | 128.999 | 119.879 | ||
| 1960 | 2015.10.13 03:04 | modify | 200 | 1.00 | 119.999 | 119.997 | 119.879 | ||
| 1961 | 2015.10.13 03:04 | s/l | 200 | 1.00 | 119.997 | 119.997 | 119.879 | 70.00 | 1833490.00 |
| 1962 | 2015.10.20 00:03 | buy | 201 | 1.00 | 119.498 | 110.536 | 119.617 | ||
| 1963 | 2015.10.20 01:35 | modify | 201 | 1.00 | 119.498 | 110.536 | 119.610 | ||
| 1964 | 2015.10.20 01:40 | modify | 201 | 1.00 | 119.498 | 110.536 | 119.609 | ||
| 1965 | 2015.10.20 01:55 | modify | 201 | 1.00 | 119.498 | 110.536 | 119.608 | ||
| 1966 | 2015.10.20 02:04 | modify | 201 | 1.00 | 119.498 | 110.536 | 119.607 | ||
| 1967 | 2015.10.20 02:16 | modify | 201 | 1.00 | 119.498 | 110.536 | 119.606 | ||
| 1968 | 2015.10.20 02:28 | modify | 201 | 1.00 | 119.498 | 110.536 | 119.605 | ||
| 1969 | 2015.10.20 02:40 | modify | 201 | 1.00 | 119.498 | 110.536 | 119.604 | ||
| 1970 | 2015.10.20 02:52 | modify | 201 | 1.00 | 119.498 | 110.536 | 119.603 | ||
| 1971 | 2015.10.20 03:07 | modify | 201 | 1.00 | 119.498 | 119.499 | 119.603 | ||
| 1972 | 2015.10.20 03:07 | modify | 201 | 1.00 | 119.498 | 119.500 | 119.603 | ||
| 1973 | 2015.10.20 03:07 | s/l | 201 | 1.00 | 119.500 | 119.500 | 119.603 | 200.00 | 1833690.00 |
| 1974 | 2015.10.30 07:06 | sell | 202 | 1.00 | 120.822 | 129.884 | 120.701 | ||
| 1975 | 2015.10.30 09:40 | modify | 202 | 1.00 | 120.822 | 129.884 | 120.714 | ||
| 1976 | 2015.10.30 09:43 | t/p | 202 | 1.00 | 120.714 | 129.884 | 120.714 | 10800.00 | 1844490.00 |
| 1977 | 2015.10.30 12:00 | buy | 203 | 1.00 | 120.686 | 111.635 | 120.807 | ||
| 1978 | 2015.10.30 15:45 | modify | 203 | 1.00 | 120.686 | 120.688 | 120.807 | ||
| 1979 | 2015.10.30 15:45 | s/l | 203 | 1.00 | 120.688 | 120.688 | 120.807 | 200.00 | 1844690.00 |
| 1980 | 2015.11.10 22:30 | buy | 204 | 1.00 | 123.216 | 113.975 | 123.339 | ||
| 1981 | 2015.11.11 01:00 | modify | 204 | 1.00 | 123.216 | 113.975 | 123.326 | ||
| 1982 | 2015.11.11 22:30 | modify | 204 | 1.00 | 123.216 | 113.975 | 123.216 | ||
| 1983 | 2015.11.11 23:03 | modify | 204 | 1.00 | 123.216 | 113.975 | 123.215 | ||
| 1984 | 2015.11.12 00:04 | modify | 204 | 1.00 | 123.216 | 113.975 | 123.214 | ||
| 1985 | 2015.11.12 01:03 | modify | 204 | 1.00 | 123.216 | 113.975 | 123.213 | ||
| 1986 | 2015.11.12 02:03 | modify | 204 | 1.00 | 123.216 | 113.975 | 123.212 | ||
| 1987 | 2015.11.12 03:03 | modify | 204 | 1.00 | 123.216 | 113.975 | 123.211 | ||
| 1988 | 2015.11.12 04:03 | modify | 204 | 1.00 | 123.216 | 113.975 | 123.210 | ||
| 1989 | 2015.11.12 05:03 | modify | 204 | 1.00 | 123.216 | 113.975 | 123.209 | ||
| 1990 | 2015.11.12 06:04 | modify | 204 | 1.00 | 123.216 | 113.975 | 123.208 | ||
| 1991 | 2015.11.12 07:03 | modify | 204 | 1.00 | 123.216 | 113.975 | 123.207 | ||
| 1992 | 2015.11.12 08:03 | modify | 204 | 1.00 | 123.216 | 113.975 | 123.206 | ||
| 1993 | 2015.11.12 09:03 | modify | 204 | 1.00 | 123.216 | 113.975 | 123.205 | ||
| 1994 | 2015.11.12 10:03 | modify | 204 | 1.00 | 123.216 | 113.975 | 123.204 | ||
| 1995 | 2015.11.12 11:03 | modify | 204 | 1.00 | 123.216 | 113.975 | 123.203 | ||
| 1996 | 2015.11.12 12:03 | modify | 204 | 1.00 | 123.216 | 113.975 | 123.202 | ||
| 1997 | 2015.11.12 13:03 | modify | 204 | 1.00 | 123.216 | 113.975 | 123.201 | ||
| 1998 | 2015.11.12 14:03 | modify | 204 | 1.00 | 123.216 | 113.975 | 123.200 | ||
| 1999 | 2015.11.12 15:03 | modify | 204 | 1.00 | 123.216 | 113.975 | 123.199 | ||
| 2000 | 2015.11.12 16:03 | modify | 204 | 1.00 | 123.216 | 113.975 | 123.198 | ||
| 2001 | 2015.11.12 17:03 | modify | 204 | 1.00 | 123.216 | 113.975 | 123.197 | ||
| 2002 | 2015.11.12 18:03 | modify | 204 | 1.00 | 123.216 | 113.975 | 123.196 | ||
| 2003 | 2015.11.12 19:03 | modify | 204 | 1.00 | 123.216 | 113.975 | 123.195 | ||
| 2004 | 2015.11.12 20:03 | modify | 204 | 1.00 | 123.216 | 113.975 | 123.194 | ||
| 2005 | 2015.11.12 21:04 | modify | 204 | 1.00 | 123.216 | 113.975 | 123.193 | ||
| 2006 | 2015.11.12 22:03 | modify | 204 | 1.00 | 123.216 | 113.975 | 123.192 | ||
| 2007 | 2015.11.12 23:03 | modify | 204 | 1.00 | 123.216 | 113.975 | 123.191 | ||
| 2008 | 2015.11.13 00:04 | modify | 204 | 1.00 | 123.216 | 113.975 | 123.190 | ||
| 2009 | 2015.11.13 01:03 | modify | 204 | 1.00 | 123.216 | 113.975 | 123.189 | ||
| 2010 | 2015.11.13 02:03 | modify | 204 | 1.00 | 123.216 | 113.975 | 123.188 | ||
| 2011 | 2015.11.13 03:03 | modify | 204 | 1.00 | 123.216 | 113.975 | 123.187 | ||
| 2012 | 2015.11.13 04:04 | modify | 204 | 1.00 | 123.216 | 113.975 | 123.186 | ||
| 2013 | 2015.11.13 05:03 | modify | 204 | 1.00 | 123.216 | 113.975 | 123.185 | ||
| 2014 | 2015.11.13 06:04 | modify | 204 | 1.00 | 123.216 | 113.975 | 123.184 | ||
| 2015 | 2015.11.13 07:03 | modify | 204 | 1.00 | 123.216 | 113.975 | 123.183 | ||
| 2016 | 2015.11.13 08:03 | modify | 204 | 1.00 | 123.216 | 113.975 | 123.182 | ||
| 2017 | 2015.11.13 09:03 | modify | 204 | 1.00 | 123.216 | 113.975 | 123.181 | ||
| 2018 | 2015.11.13 10:03 | modify | 204 | 1.00 | 123.216 | 113.975 | 123.180 | ||
| 2019 | 2015.11.13 11:03 | modify | 204 | 1.00 | 123.216 | 113.975 | 123.179 | ||
| 2020 | 2015.11.13 12:04 | modify | 204 | 1.00 | 123.216 | 113.975 | 123.178 | ||
| 2021 | 2015.11.13 13:04 | modify | 204 | 1.00 | 123.216 | 113.975 | 123.177 | ||
| 2022 | 2015.11.13 14:04 | modify | 204 | 1.00 | 123.216 | 113.975 | 123.176 | ||
| 2023 | 2015.11.13 15:02 | sell | 205 | 1.00 | 122.665 | 131.865 | 122.542 | ||
| 2024 | 2015.11.13 15:03 | modify | 204 | 1.00 | 123.216 | 113.975 | 123.175 | ||
| 2025 | 2015.11.13 15:30 | t/p | 205 | 1.00 | 122.542 | 131.865 | 122.542 | 12300.00 | 1856990.00 |
| 2026 | 2015.11.13 16:03 | modify | 204 | 1.00 | 123.216 | 113.975 | 123.174 | ||
| 2027 | 2015.11.13 17:03 | modify | 204 | 1.00 | 123.216 | 113.975 | 123.173 | ||
| 2028 | 2015.11.13 18:03 | modify | 204 | 1.00 | 123.216 | 113.975 | 123.172 | ||
| 2029 | 2015.11.13 19:03 | modify | 204 | 1.00 | 123.216 | 113.975 | 123.171 | ||
| 2030 | 2015.11.13 20:03 | modify | 204 | 1.00 | 123.216 | 113.975 | 123.170 | ||
| 2031 | 2015.11.13 21:03 | modify | 204 | 1.00 | 123.216 | 113.975 | 123.169 | ||
| 2032 | 2015.11.13 22:03 | modify | 204 | 1.00 | 123.216 | 113.975 | 123.168 | ||
| 2033 | 2015.11.13 23:03 | modify | 204 | 1.00 | 123.216 | 113.975 | 123.167 | ||
| 2034 | 2015.11.16 00:00 | modify | 204 | 1.00 | 123.216 | 113.975 | 123.119 | ||
| 2035 | 2015.11.16 00:03 | modify | 204 | 1.00 | 123.216 | 113.975 | 123.118 | ||
| 2036 | 2015.11.16 01:03 | modify | 204 | 1.00 | 123.216 | 113.975 | 123.117 | ||
| 2037 | 2015.11.16 02:03 | modify | 204 | 1.00 | 123.216 | 113.975 | 123.116 | ||
| 2038 | 2015.11.16 03:03 | modify | 204 | 1.00 | 123.216 | 113.975 | 123.115 | ||
| 2039 | 2015.11.16 04:04 | modify | 204 | 1.00 | 123.216 | 113.975 | 123.114 | ||
| 2040 | 2015.11.16 05:03 | modify | 204 | 1.00 | 123.216 | 113.975 | 123.113 | ||
| 2041 | 2015.11.16 06:04 | modify | 204 | 1.00 | 123.216 | 113.975 | 123.112 | ||
| 2042 | 2015.11.16 07:04 | modify | 204 | 1.00 | 123.216 | 113.975 | 123.111 | ||
| 2043 | 2015.11.16 08:04 | modify | 204 | 1.00 | 123.216 | 113.975 | 123.110 | ||
| 2044 | 2015.11.16 09:03 | modify | 204 | 1.00 | 123.216 | 113.975 | 123.109 | ||
| 2045 | 2015.11.16 10:03 | modify | 204 | 1.00 | 123.216 | 113.975 | 123.108 | ||
| 2046 | 2015.11.16 11:03 | modify | 204 | 1.00 | 123.216 | 113.975 | 123.107 | ||
| 2047 | 2015.11.16 12:03 | modify | 204 | 1.00 | 123.216 | 113.975 | 123.106 | ||
| 2048 | 2015.11.16 13:04 | modify | 204 | 1.00 | 123.216 | 113.975 | 123.105 | ||
| 2049 | 2015.11.16 13:35 | t/p | 204 | 1.00 | 123.105 | 113.975 | 123.105 | -10980.00 | 1846010.00 |
| 2050 | 2015.11.26 17:17 | sell | 206 | 1.00 | 122.543 | 131.734 | 122.420 | ||
| 2051 | 2015.11.27 07:32 | modify | 206 | 1.00 | 122.543 | 122.541 | 122.420 | ||
| 2052 | 2015.11.27 07:32 | modify | 206 | 1.00 | 122.543 | 122.540 | 122.420 | ||
| 2053 | 2015.11.27 07:32 | modify | 206 | 1.00 | 122.543 | 122.539 | 122.420 | ||
| 2054 | 2015.11.27 07:32 | s/l | 206 | 1.00 | 122.539 | 122.539 | 122.420 | 270.00 | 1846280.00 |
| 2055 | 2016.01.07 10:57 | buy | 207 | 1.00 | 117.621 | 108.799 | 117.739 | ||
| 2056 | 2016.01.07 12:04 | modify | 207 | 1.00 | 117.621 | 108.799 | 117.733 | ||
| 2057 | 2016.01.07 12:17 | modify | 207 | 1.00 | 117.621 | 108.799 | 117.732 | ||
| 2058 | 2016.01.07 12:36 | modify | 207 | 1.00 | 117.621 | 108.799 | 117.730 | ||
| 2059 | 2016.01.07 12:48 | modify | 207 | 1.00 | 117.621 | 108.799 | 117.729 | ||
| 2060 | 2016.01.07 13:04 | modify | 207 | 1.00 | 117.621 | 108.799 | 117.728 | ||
| 2061 | 2016.01.07 13:13 | modify | 207 | 1.00 | 117.621 | 108.799 | 117.727 | ||
| 2062 | 2016.01.07 14:33 | modify | 207 | 1.00 | 117.621 | 117.626 | 117.727 | ||
| 2063 | 2016.01.07 14:33 | s/l | 207 | 1.00 | 117.626 | 117.626 | 117.727 | 500.00 | 1846780.00 |
| 2064 | 2016.01.08 16:48 | sell | 208 | 1.00 | 118.141 | 127.002 | 118.023 | ||
| 2065 | 2016.01.08 17:04 | t/p | 208 | 1.00 | 118.023 | 127.002 | 118.023 | 11800.00 | 1858580.00 |
| 2066 | 2016.01.22 22:57 | sell | 209 | 1.00 | 118.832 | 127.744 | 118.713 | ||
| 2067 | 2016.01.22 23:57 | modify | 209 | 1.00 | 118.832 | 127.744 | 118.718 | ||
| 2068 | 2016.01.25 00:00 | t/p | 209 | 1.00 | 118.718 | 127.744 | 118.718 | 11270.00 | 1869850.00 |
| 2069 | 2016.01.29 13:44 | sell | 210 | 1.00 | 120.952 | 130.023 | 120.831 | ||
| 2070 | 2016.01.29 18:00 | modify | 210 | 1.00 | 120.952 | 120.951 | 120.831 | ||
| 2071 | 2016.01.29 18:00 | modify | 210 | 1.00 | 120.952 | 120.950 | 120.831 | ||
| 2072 | 2016.01.29 18:00 | s/l | 210 | 1.00 | 120.950 | 120.950 | 120.831 | 200.00 | 1870050.00 |
| 2073 | 2016.02.11 22:24 | buy | 211 | 1.00 | 112.221 | 103.804 | 112.333 | ||
| 2074 | 2016.02.11 22:34 | t/p | 211 | 1.00 | 112.333 | 103.804 | 112.333 | 11200.00 | 1881250.00 |
| 2075 | 2016.03.02 23:36 | sell | 212 | 1.00 | 113.381 | 121.885 | 113.268 | ||
| 2076 | 2016.03.03 18:25 | modify | 212 | 1.00 | 113.381 | 113.379 | 113.268 | ||
| 2077 | 2016.03.03 18:25 | modify | 212 | 1.00 | 113.381 | 113.377 | 113.268 | ||
| 2078 | 2016.03.03 18:25 | modify | 212 | 1.00 | 113.381 | 113.376 | 113.268 | ||
| 2079 | 2016.03.03 18:25 | s/l | 212 | 1.00 | 113.376 | 113.376 | 113.268 | 370.00 | 1881620.00 |
| 2080 | 2016.03.24 10:55 | buy | 213 | 1.00 | 112.854 | 104.390 | 112.967 | ||
| 2081 | 2016.03.24 11:55 | modify | 213 | 1.00 | 112.854 | 104.390 | 112.962 | ||
| 2082 | 2016.03.24 12:04 | modify | 213 | 1.00 | 112.854 | 104.390 | 112.961 | ||
| 2083 | 2016.03.24 12:17 | modify | 213 | 1.00 | 112.854 | 104.390 | 112.960 | ||
| 2084 | 2016.03.24 12:29 | modify | 213 | 1.00 | 112.854 | 104.390 | 112.959 | ||
| 2085 | 2016.03.24 23:24 | modify | 213 | 1.00 | 112.854 | 112.855 | 112.959 | ||
| 2086 | 2016.03.24 23:24 | s/l | 213 | 1.00 | 112.855 | 112.855 | 112.959 | 100.00 | 1881720.00 |
| 2087 | 2016.03.25 08:13 | sell | 214 | 1.00 | 113.144 | 121.630 | 113.031 | ||
| 2088 | 2016.03.25 09:13 | modify | 214 | 1.00 | 113.144 | 121.630 | 113.036 | ||
| 2089 | 2016.03.25 09:25 | modify | 214 | 1.00 | 113.144 | 121.630 | 113.037 | ||
| 2090 | 2016.03.25 09:37 | modify | 214 | 1.00 | 113.144 | 121.630 | 113.038 | ||
| 2091 | 2016.03.25 09:38 | t/p | 214 | 1.00 | 113.038 | 121.630 | 113.038 | 10600.00 | 1892320.00 |
| 2092 | 2016.03.28 08:18 | sell | 215 | 1.00 | 113.536 | 122.051 | 113.422 | ||
| 2093 | 2016.03.28 09:21 | modify | 215 | 1.00 | 113.536 | 122.051 | 113.427 | ||
| 2094 | 2016.03.28 09:22 | modify | 215 | 1.00 | 113.536 | 122.051 | 113.428 | ||
| 2095 | 2016.03.28 10:30 | modify | 215 | 1.00 | 113.536 | 122.051 | 113.433 | ||
| 2096 | 2016.03.28 10:41 | modify | 215 | 1.00 | 113.536 | 122.051 | 113.434 | ||
| 2097 | 2016.03.28 10:50 | modify | 215 | 1.00 | 113.536 | 122.051 | 113.435 | ||
| 2098 | 2016.03.28 11:03 | modify | 215 | 1.00 | 113.536 | 122.051 | 113.436 | ||
| 2099 | 2016.03.28 11:11 | t/p | 215 | 1.00 | 113.436 | 122.051 | 113.436 | 10000.00 | 1902320.00 |
| 2100 | 2016.04.06 01:45 | sell | 216 | 1.00 | 110.360 | 118.637 | 110.250 | ||