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 |
| 2251 | 2016.08.22 02:31 | modify | 231 | 1.00 | 101.398 | 93.793 | 101.256 | ||
| 2252 | 2016.08.22 03:31 | modify | 231 | 1.00 | 101.398 | 93.793 | 101.255 | ||
| 2253 | 2016.08.22 04:31 | modify | 231 | 1.00 | 101.398 | 93.793 | 101.254 | ||
| 2254 | 2016.08.22 05:31 | modify | 231 | 1.00 | 101.398 | 93.793 | 101.253 | ||
| 2255 | 2016.08.22 06:31 | modify | 231 | 1.00 | 101.398 | 93.793 | 101.252 | ||
| 2256 | 2016.08.22 07:31 | modify | 231 | 1.00 | 101.398 | 93.793 | 101.251 | ||
| 2257 | 2016.08.22 08:31 | modify | 231 | 1.00 | 101.398 | 93.793 | 101.250 | ||
| 2258 | 2016.08.22 09:31 | modify | 231 | 1.00 | 101.398 | 93.793 | 101.249 | ||
| 2259 | 2016.08.22 10:31 | modify | 231 | 1.00 | 101.398 | 93.793 | 101.248 | ||
| 2260 | 2016.08.22 11:31 | modify | 231 | 1.00 | 101.398 | 93.793 | 101.247 | ||
| 2261 | 2016.08.22 12:31 | modify | 231 | 1.00 | 101.398 | 93.793 | 101.246 | ||
| 2262 | 2016.08.22 13:31 | modify | 231 | 1.00 | 101.398 | 93.793 | 101.245 | ||
| 2263 | 2016.08.22 14:31 | modify | 231 | 1.00 | 101.398 | 93.793 | 101.244 | ||
| 2264 | 2016.08.22 15:31 | modify | 231 | 1.00 | 101.398 | 93.793 | 101.243 | ||
| 2265 | 2016.08.22 16:31 | modify | 231 | 1.00 | 101.398 | 93.793 | 101.242 | ||
| 2266 | 2016.08.22 17:31 | modify | 231 | 1.00 | 101.398 | 93.793 | 101.241 | ||
| 2267 | 2016.08.22 18:31 | modify | 231 | 1.00 | 101.398 | 93.793 | 101.240 | ||
| 2268 | 2016.08.22 19:31 | modify | 231 | 1.00 | 101.398 | 93.793 | 101.239 | ||
| 2269 | 2016.08.22 20:31 | modify | 231 | 1.00 | 101.398 | 93.793 | 101.238 | ||
| 2270 | 2016.08.22 21:31 | modify | 231 | 1.00 | 101.398 | 93.793 | 101.237 | ||
| 2271 | 2016.08.22 22:31 | modify | 231 | 1.00 | 101.398 | 93.793 | 101.236 | ||
| 2272 | 2016.08.22 23:31 | modify | 231 | 1.00 | 101.398 | 93.793 | 101.235 | ||
| 2273 | 2016.08.23 00:31 | modify | 231 | 1.00 | 101.398 | 93.793 | 101.234 | ||
| 2274 | 2016.08.23 01:31 | modify | 231 | 1.00 | 101.398 | 93.793 | 101.233 | ||
| 2275 | 2016.08.23 02:31 | modify | 231 | 1.00 | 101.398 | 93.793 | 101.232 | ||
| 2276 | 2016.08.23 03:31 | modify | 231 | 1.00 | 101.398 | 93.793 | 101.231 | ||
| 2277 | 2016.08.23 04:31 | modify | 231 | 1.00 | 101.398 | 93.793 | 101.230 | ||
| 2278 | 2016.08.23 05:31 | modify | 231 | 1.00 | 101.398 | 93.793 | 101.229 | ||
| 2279 | 2016.08.23 06:31 | modify | 231 | 1.00 | 101.398 | 93.793 | 101.228 | ||
| 2280 | 2016.08.23 07:31 | modify | 231 | 1.00 | 101.398 | 93.793 | 101.227 | ||
| 2281 | 2016.08.23 08:31 | modify | 231 | 1.00 | 101.398 | 93.793 | 101.226 | ||
| 2282 | 2016.08.23 09:31 | modify | 231 | 1.00 | 101.398 | 93.793 | 101.225 | ||
| 2283 | 2016.08.23 10:31 | modify | 231 | 1.00 | 101.398 | 93.793 | 101.224 | ||
| 2284 | 2016.08.23 11:31 | modify | 231 | 1.00 | 101.398 | 93.793 | 101.223 | ||
| 2285 | 2016.08.23 12:31 | modify | 231 | 1.00 | 101.398 | 93.793 | 101.222 | ||
| 2286 | 2016.08.23 13:31 | modify | 231 | 1.00 | 101.398 | 93.793 | 101.221 | ||
| 2287 | 2016.08.23 14:31 | modify | 231 | 1.00 | 101.398 | 93.793 | 101.220 | ||
| 2288 | 2016.08.23 15:31 | modify | 231 | 1.00 | 101.398 | 93.793 | 101.219 | ||
| 2289 | 2016.08.23 16:31 | modify | 231 | 1.00 | 101.398 | 93.793 | 101.218 | ||
| 2290 | 2016.08.23 17:31 | modify | 231 | 1.00 | 101.398 | 93.793 | 101.217 | ||
| 2291 | 2016.08.23 18:31 | modify | 231 | 1.00 | 101.398 | 93.793 | 101.216 | ||
| 2292 | 2016.08.23 19:31 | modify | 231 | 1.00 | 101.398 | 93.793 | 101.215 | ||
| 2293 | 2016.08.23 20:31 | modify | 231 | 1.00 | 101.398 | 93.793 | 101.214 | ||
| 2294 | 2016.08.23 21:31 | modify | 231 | 1.00 | 101.398 | 93.793 | 101.213 | ||
| 2295 | 2016.08.23 22:31 | modify | 231 | 1.00 | 101.398 | 93.793 | 101.212 | ||
| 2296 | 2016.08.23 23:31 | modify | 231 | 1.00 | 101.398 | 93.793 | 101.211 | ||
| 2297 | 2016.08.24 00:31 | modify | 231 | 1.00 | 101.398 | 93.793 | 101.210 | ||
| 2298 | 2016.08.24 01:31 | modify | 231 | 1.00 | 101.398 | 93.793 | 101.209 | ||
| 2299 | 2016.08.24 02:31 | modify | 231 | 1.00 | 101.398 | 93.793 | 101.208 | ||
| 2300 | 2016.08.24 03:31 | modify | 231 | 1.00 | 101.398 | 93.793 | 101.207 | ||
| 2301 | 2016.08.24 04:31 | modify | 231 | 1.00 | 101.398 | 93.793 | 101.206 | ||
| 2302 | 2016.08.24 05:31 | modify | 231 | 1.00 | 101.398 | 93.793 | 101.205 | ||
| 2303 | 2016.08.24 06:31 | modify | 231 | 1.00 | 101.398 | 93.793 | 101.204 | ||
| 2304 | 2016.08.24 07:31 | modify | 231 | 1.00 | 101.398 | 93.793 | 101.203 | ||
| 2305 | 2016.08.24 08:31 | modify | 231 | 1.00 | 101.398 | 93.793 | 101.202 | ||
| 2306 | 2016.08.24 09:31 | modify | 231 | 1.00 | 101.398 | 93.793 | 101.201 | ||
| 2307 | 2016.08.24 10:31 | modify | 231 | 1.00 | 101.398 | 93.793 | 101.200 | ||
| 2308 | 2016.08.24 11:31 | modify | 231 | 1.00 | 101.398 | 93.793 | 101.199 | ||
| 2309 | 2016.08.24 12:31 | modify | 231 | 1.00 | 101.398 | 93.793 | 101.198 | ||
| 2310 | 2016.08.24 13:31 | modify | 231 | 1.00 | 101.398 | 93.793 | 101.197 | ||
| 2311 | 2016.08.24 14:31 | modify | 231 | 1.00 | 101.398 | 93.793 | 101.196 | ||
| 2312 | 2016.08.24 15:31 | modify | 231 | 1.00 | 101.398 | 93.793 | 101.195 | ||
| 2313 | 2016.08.24 16:31 | modify | 231 | 1.00 | 101.398 | 93.793 | 101.194 | ||
| 2314 | 2016.08.24 17:31 | modify | 231 | 1.00 | 101.398 | 93.793 | 101.193 | ||
| 2315 | 2016.08.24 18:31 | modify | 231 | 1.00 | 101.398 | 93.793 | 101.192 | ||
| 2316 | 2016.08.24 19:31 | modify | 231 | 1.00 | 101.398 | 93.793 | 101.191 | ||
| 2317 | 2016.08.24 20:31 | modify | 231 | 1.00 | 101.398 | 93.793 | 101.190 | ||
| 2318 | 2016.08.24 21:31 | modify | 231 | 1.00 | 101.398 | 93.793 | 101.189 | ||
| 2319 | 2016.08.24 22:31 | modify | 231 | 1.00 | 101.398 | 93.793 | 101.188 | ||
| 2320 | 2016.08.24 23:31 | modify | 231 | 1.00 | 101.398 | 93.793 | 101.187 | ||
| 2321 | 2016.08.25 00:31 | modify | 231 | 1.00 | 101.398 | 93.793 | 101.186 | ||
| 2322 | 2016.08.25 01:31 | modify | 231 | 1.00 | 101.398 | 93.793 | 101.185 | ||
| 2323 | 2016.08.25 02:31 | modify | 231 | 1.00 | 101.398 | 93.793 | 101.184 | ||
| 2324 | 2016.08.25 03:31 | modify | 231 | 1.00 | 101.398 | 93.793 | 101.183 | ||
| 2325 | 2016.08.25 04:31 | modify | 231 | 1.00 | 101.398 | 93.793 | 101.182 | ||
| 2326 | 2016.08.25 05:31 | modify | 231 | 1.00 | 101.398 | 93.793 | 101.181 | ||
| 2327 | 2016.08.25 06:31 | modify | 231 | 1.00 | 101.398 | 93.793 | 101.180 | ||
| 2328 | 2016.08.25 07:31 | modify | 231 | 1.00 | 101.398 | 93.793 | 101.179 | ||
| 2329 | 2016.08.25 08:31 | modify | 231 | 1.00 | 101.398 | 93.793 | 101.178 | ||
| 2330 | 2016.08.25 09:31 | modify | 231 | 1.00 | 101.398 | 93.793 | 101.177 | ||
| 2331 | 2016.08.25 10:31 | modify | 231 | 1.00 | 101.398 | 93.793 | 101.176 | ||
| 2332 | 2016.08.25 11:31 | modify | 231 | 1.00 | 101.398 | 93.793 | 101.175 | ||
| 2333 | 2016.08.25 12:31 | modify | 231 | 1.00 | 101.398 | 93.793 | 101.174 | ||
| 2334 | 2016.08.25 13:31 | modify | 231 | 1.00 | 101.398 | 93.793 | 101.173 | ||
| 2335 | 2016.08.25 14:31 | modify | 231 | 1.00 | 101.398 | 93.793 | 101.172 | ||
| 2336 | 2016.08.25 15:31 | modify | 231 | 1.00 | 101.398 | 93.793 | 101.171 | ||
| 2337 | 2016.08.25 16:31 | modify | 231 | 1.00 | 101.398 | 93.793 | 101.170 | ||
| 2338 | 2016.08.25 17:31 | modify | 231 | 1.00 | 101.398 | 93.793 | 101.169 | ||
| 2339 | 2016.08.25 18:31 | modify | 231 | 1.00 | 101.398 | 93.793 | 101.168 | ||
| 2340 | 2016.08.25 19:31 | modify | 231 | 1.00 | 101.398 | 93.793 | 101.167 | ||
| 2341 | 2016.08.25 20:31 | modify | 231 | 1.00 | 101.398 | 93.793 | 101.166 | ||
| 2342 | 2016.08.25 21:31 | modify | 231 | 1.00 | 101.398 | 93.793 | 101.165 | ||
| 2343 | 2016.08.25 22:31 | modify | 231 | 1.00 | 101.398 | 93.793 | 101.164 | ||
| 2344 | 2016.08.25 23:31 | modify | 231 | 1.00 | 101.398 | 93.793 | 101.163 | ||
| 2345 | 2016.08.26 00:31 | modify | 231 | 1.00 | 101.398 | 93.793 | 101.162 | ||
| 2346 | 2016.08.26 01:31 | modify | 231 | 1.00 | 101.398 | 93.793 | 101.161 | ||
| 2347 | 2016.08.26 02:31 | modify | 231 | 1.00 | 101.398 | 93.793 | 101.160 | ||
| 2348 | 2016.08.26 03:31 | modify | 231 | 1.00 | 101.398 | 93.793 | 101.159 | ||
| 2349 | 2016.08.26 04:31 | modify | 231 | 1.00 | 101.398 | 93.793 | 101.158 | ||
| 2350 | 2016.08.26 05:31 | modify | 231 | 1.00 | 101.398 | 93.793 | 101.157 | ||
| 2351 | 2016.08.26 06:31 | modify | 231 | 1.00 | 101.398 | 93.793 | 101.156 | ||
| 2352 | 2016.08.26 07:31 | modify | 231 | 1.00 | 101.398 | 93.793 | 101.155 | ||
| 2353 | 2016.08.26 08:31 | modify | 231 | 1.00 | 101.398 | 93.793 | 101.154 | ||
| 2354 | 2016.08.26 09:31 | modify | 231 | 1.00 | 101.398 | 93.793 | 101.153 | ||
| 2355 | 2016.08.26 10:31 | modify | 231 | 1.00 | 101.398 | 93.793 | 101.152 | ||
| 2356 | 2016.08.26 11:31 | modify | 231 | 1.00 | 101.398 | 93.793 | 101.151 | ||
| 2357 | 2016.08.26 12:31 | modify | 231 | 1.00 | 101.398 | 93.793 | 101.150 | ||
| 2358 | 2016.08.26 13:31 | modify | 231 | 1.00 | 101.398 | 93.793 | 101.149 | ||
| 2359 | 2016.08.26 14:31 | modify | 231 | 1.00 | 101.398 | 93.793 | 101.148 | ||
| 2360 | 2016.08.26 15:31 | modify | 231 | 1.00 | 101.398 | 93.793 | 101.147 | ||
| 2361 | 2016.08.26 16:31 | modify | 231 | 1.00 | 101.398 | 93.793 | 101.146 | ||
| 2362 | 2016.08.26 17:31 | modify | 231 | 1.00 | 101.398 | 93.793 | 101.145 | ||
| 2363 | 2016.08.26 18:31 | modify | 231 | 1.00 | 101.398 | 93.793 | 101.144 | ||
| 2364 | 2016.08.26 18:43 | t/p | 231 | 1.00 | 101.144 | 93.793 | 101.144 | -25140.00 | 2009200.00 |
| 2365 | 2016.09.01 15:41 | sell | 232 | 1.00 | 103.861 | 111.651 | 103.757 | ||
| 2366 | 2016.09.01 17:00 | modify | 232 | 1.00 | 103.861 | 111.651 | 103.763 | ||
| 2367 | 2016.09.01 17:00 | t/p | 232 | 1.00 | 103.763 | 111.651 | 103.763 | 9800.00 | 2019000.00 |
| 2368 | 2016.09.07 21:11 | buy | 233 | 1.00 | 101.766 | 94.134 | 101.868 | ||
| 2369 | 2016.09.07 22:13 | modify | 233 | 1.00 | 101.766 | 94.134 | 101.863 | ||
| 2370 | 2016.09.07 23:00 | modify | 233 | 1.00 | 101.766 | 94.134 | 101.860 | ||
| 2371 | 2016.09.07 23:19 | modify | 233 | 1.00 | 101.766 | 94.134 | 101.859 | ||
| 2372 | 2016.09.07 23:22 | modify | 233 | 1.00 | 101.766 | 94.134 | 101.858 | ||
| 2373 | 2016.09.08 02:55 | modify | 233 | 1.00 | 101.766 | 101.767 | 101.858 | ||
| 2374 | 2016.09.08 02:55 | s/l | 233 | 1.00 | 101.767 | 101.767 | 101.858 | 120.00 | 2019120.00 |
| 2375 | 2016.09.13 01:06 | sell | 234 | 1.00 | 101.936 | 109.581 | 101.834 | ||
| 2376 | 2016.09.13 01:41 | t/p | 234 | 1.00 | 101.834 | 109.581 | 101.834 | 10200.00 | 2029320.00 |
| 2377 | 2016.09.26 16:54 | buy | 235 | 1.00 | 100.379 | 92.851 | 100.479 | ||
| 2378 | 2016.09.26 17:13 | t/p | 235 | 1.00 | 100.479 | 92.851 | 100.479 | 10000.00 | 2039320.00 |
| 2379 | 2016.09.26 21:55 | sell | 236 | 1.00 | 100.374 | 107.902 | 100.274 | ||
| 2380 | 2016.09.26 22:29 | t/p | 236 | 1.00 | 100.274 | 107.902 | 100.274 | 10000.00 | 2049320.00 |
| 2381 | 2016.10.07 06:44 | buy | 237 | 1.00 | 103.779 | 95.996 | 103.883 | ||
| 2382 | 2016.10.07 07:44 | modify | 237 | 1.00 | 103.779 | 95.996 | 103.878 | ||
| 2383 | 2016.10.07 07:57 | modify | 237 | 1.00 | 103.779 | 95.996 | 103.877 | ||
| 2384 | 2016.10.07 08:11 | modify | 237 | 1.00 | 103.779 | 95.996 | 103.876 | ||
| 2385 | 2016.10.07 08:25 | modify | 237 | 1.00 | 103.779 | 95.996 | 103.875 | ||
| 2386 | 2016.10.07 08:38 | modify | 237 | 1.00 | 103.779 | 95.996 | 103.874 | ||
| 2387 | 2016.10.07 08:52 | modify | 237 | 1.00 | 103.779 | 95.996 | 103.873 | ||
| 2388 | 2016.10.07 08:54 | t/p | 237 | 1.00 | 103.873 | 95.996 | 103.873 | 9400.00 | 2058720.00 |
| 2389 | 2016.10.19 07:30 | sell | 238 | 1.00 | 103.825 | 111.612 | 103.721 | ||
| 2390 | 2016.10.19 08:30 | modify | 238 | 1.00 | 103.825 | 111.612 | 103.726 | ||
| 2391 | 2016.10.19 08:43 | modify | 238 | 1.00 | 103.825 | 111.612 | 103.727 | ||
| 2392 | 2016.10.19 08:57 | modify | 238 | 1.00 | 103.825 | 111.612 | 103.728 | ||
| 2393 | 2016.10.19 09:00 | t/p | 238 | 1.00 | 103.728 | 111.612 | 103.728 | 9700.00 | 2068420.00 |
| 2394 | 2016.10.25 12:20 | buy | 239 | 1.00 | 104.434 | 96.601 | 104.538 | ||
| 2395 | 2016.10.25 13:11 | t/p | 239 | 1.00 | 104.538 | 96.601 | 104.538 | 10400.00 | 2078820.00 |
| 2396 | 2016.10.31 19:46 | sell | 240 | 1.00 | 105.126 | 113.010 | 105.021 | ||
| 2397 | 2016.10.31 20:05 | t/p | 240 | 1.00 | 105.021 | 113.010 | 105.021 | 10500.00 | 2089320.00 |
| 2398 | 2016.10.31 21:28 | buy | 241 | 1.00 | 104.853 | 96.989 | 104.958 | ||
| 2399 | 2016.10.31 22:28 | modify | 241 | 1.00 | 104.853 | 96.989 | 104.953 | ||
| 2400 | 2016.10.31 22:42 | modify | 241 | 1.00 | 104.853 | 96.989 | 104.952 | ||