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 |
| 2551 | 2017.04.13 14:26 | modify | 274 | 1.00 | 109.091 | 109.093 | 109.200 | ||
| 2552 | 2017.04.13 14:26 | modify | 274 | 1.00 | 109.091 | 109.094 | 109.200 | ||
| 2553 | 2017.04.13 14:26 | s/l | 274 | 1.00 | 109.094 | 109.094 | 109.200 | 300.00 | 2325700.00 |
| 2554 | 2017.05.05 21:01 | buy | 275 | 1.00 | 112.644 | 104.196 | 112.757 | ||
| 2555 | 2017.05.05 23:40 | modify | 275 | 1.00 | 112.644 | 104.196 | 112.744 | ||
| 2556 | 2017.05.05 23:48 | t/p | 275 | 1.00 | 112.744 | 104.196 | 112.744 | 10000.00 | 2335700.00 |
| 2557 | 2017.05.08 21:23 | buy | 276 | 1.00 | 113.057 | 104.578 | 113.170 | ||
| 2558 | 2017.05.08 22:23 | modify | 276 | 1.00 | 113.057 | 104.578 | 113.165 | ||
| 2559 | 2017.05.08 22:34 | modify | 276 | 1.00 | 113.057 | 104.578 | 113.164 | ||
| 2560 | 2017.05.08 22:46 | modify | 276 | 1.00 | 113.057 | 104.578 | 113.163 | ||
| 2561 | 2017.05.08 22:57 | t/p | 276 | 1.00 | 113.163 | 104.578 | 113.163 | 10600.00 | 2346300.00 |
| 2562 | 2017.06.15 03:41 | sell | 277 | 1.00 | 109.711 | 117.939 | 109.601 | ||
| 2563 | 2017.06.15 04:11 | t/p | 277 | 1.00 | 109.601 | 117.939 | 109.601 | 11000.00 | 2357300.00 |
| 2564 | 2017.06.23 13:13 | buy | 278 | 1.00 | 111.195 | 102.855 | 111.306 | ||
| 2565 | 2017.06.23 14:13 | modify | 278 | 1.00 | 111.195 | 102.855 | 111.302 | ||
| 2566 | 2017.06.23 14:14 | modify | 278 | 1.00 | 111.195 | 102.855 | 111.301 | ||
| 2567 | 2017.06.23 14:27 | modify | 278 | 1.00 | 111.195 | 102.855 | 111.300 | ||
| 2568 | 2017.06.23 14:40 | modify | 278 | 1.00 | 111.195 | 102.855 | 111.299 | ||
| 2569 | 2017.06.23 14:53 | modify | 278 | 1.00 | 111.195 | 102.855 | 111.298 | ||
| 2570 | 2017.06.23 15:06 | modify | 278 | 1.00 | 111.195 | 102.855 | 111.297 | ||
| 2571 | 2017.06.23 15:14 | t/p | 278 | 1.00 | 111.297 | 102.855 | 111.297 | 10200.00 | 2367500.00 |
| 2572 | 2017.06.30 22:01 | sell | 279 | 1.00 | 112.544 | 120.985 | 112.431 | ||
| 2573 | 2017.06.30 23:01 | modify | 279 | 1.00 | 112.544 | 120.985 | 112.436 | ||
| 2574 | 2017.06.30 23:05 | modify | 279 | 1.00 | 112.544 | 120.985 | 112.437 | ||
| 2575 | 2017.06.30 23:18 | modify | 279 | 1.00 | 112.544 | 120.985 | 112.438 | ||
| 2576 | 2017.06.30 23:31 | modify | 279 | 1.00 | 112.544 | 120.985 | 112.439 | ||
| 2577 | 2017.06.30 23:43 | modify | 279 | 1.00 | 112.544 | 120.985 | 112.440 | ||
| 2578 | 2017.06.30 23:45 | t/p | 279 | 1.00 | 112.440 | 120.985 | 112.440 | 10400.00 | 2377900.00 |
| 2579 | 2017.07.12 01:17 | buy | 280 | 1.00 | 113.942 | 105.396 | 114.056 | ||
| 2580 | 2017.07.12 13:13 | sell | 281 | 1.00 | 113.442 | 121.950 | 113.329 | ||
| 2581 | 2017.07.12 15:30 | modify | 281 | 1.00 | 113.442 | 121.950 | 113.339 | ||
| 2582 | 2017.07.12 15:31 | t/p | 281 | 1.00 | 113.339 | 121.950 | 113.339 | 10300.00 | 2388200.00 |
| 2583 | 2017.07.13 01:17 | modify | 280 | 1.00 | 113.942 | 105.396 | 113.942 | ||
| 2584 | 2017.07.13 01:50 | modify | 280 | 1.00 | 113.942 | 105.396 | 113.941 | ||
| 2585 | 2017.07.13 02:50 | modify | 280 | 1.00 | 113.942 | 105.396 | 113.940 | ||
| 2586 | 2017.07.13 03:50 | modify | 280 | 1.00 | 113.942 | 105.396 | 113.939 | ||
| 2587 | 2017.07.13 04:50 | modify | 280 | 1.00 | 113.942 | 105.396 | 113.938 | ||
| 2588 | 2017.07.13 05:50 | modify | 280 | 1.00 | 113.942 | 105.396 | 113.937 | ||
| 2589 | 2017.07.13 06:50 | modify | 280 | 1.00 | 113.942 | 105.396 | 113.936 | ||
| 2590 | 2017.07.13 07:50 | modify | 280 | 1.00 | 113.942 | 105.396 | 113.935 | ||
| 2591 | 2017.07.13 08:50 | modify | 280 | 1.00 | 113.942 | 105.396 | 113.934 | ||
| 2592 | 2017.07.13 09:50 | modify | 280 | 1.00 | 113.942 | 105.396 | 113.933 | ||
| 2593 | 2017.07.13 10:50 | modify | 280 | 1.00 | 113.942 | 105.396 | 113.932 | ||
| 2594 | 2017.07.13 11:50 | modify | 280 | 1.00 | 113.942 | 105.396 | 113.931 | ||
| 2595 | 2017.07.13 12:50 | modify | 280 | 1.00 | 113.942 | 105.396 | 113.930 | ||
| 2596 | 2017.07.13 13:50 | modify | 280 | 1.00 | 113.942 | 105.396 | 113.929 | ||
| 2597 | 2017.07.13 14:50 | modify | 280 | 1.00 | 113.942 | 105.396 | 113.928 | ||
| 2598 | 2017.07.13 15:50 | modify | 280 | 1.00 | 113.942 | 105.396 | 113.927 | ||
| 2599 | 2017.07.13 16:50 | modify | 280 | 1.00 | 113.942 | 105.396 | 113.926 | ||
| 2600 | 2017.07.13 17:50 | modify | 280 | 1.00 | 113.942 | 105.396 | 113.925 | ||
| 2601 | 2017.07.13 18:50 | modify | 280 | 1.00 | 113.942 | 105.396 | 113.924 | ||
| 2602 | 2017.07.13 19:50 | modify | 280 | 1.00 | 113.942 | 105.396 | 113.923 | ||
| 2603 | 2017.07.13 20:50 | modify | 280 | 1.00 | 113.942 | 105.396 | 113.922 | ||
| 2604 | 2017.07.13 21:50 | modify | 280 | 1.00 | 113.942 | 105.396 | 113.921 | ||
| 2605 | 2017.07.13 22:50 | modify | 280 | 1.00 | 113.942 | 105.396 | 113.920 | ||
| 2606 | 2017.07.13 23:50 | modify | 280 | 1.00 | 113.942 | 105.396 | 113.919 | ||
| 2607 | 2017.07.14 00:50 | modify | 280 | 1.00 | 113.942 | 105.396 | 113.918 | ||
| 2608 | 2017.07.14 01:50 | modify | 280 | 1.00 | 113.942 | 105.396 | 113.917 | ||
| 2609 | 2017.07.14 02:50 | modify | 280 | 1.00 | 113.942 | 105.396 | 113.916 | ||
| 2610 | 2017.07.14 03:50 | modify | 280 | 1.00 | 113.942 | 105.396 | 113.915 | ||
| 2611 | 2017.07.14 04:50 | modify | 280 | 1.00 | 113.942 | 105.396 | 113.914 | ||
| 2612 | 2017.07.14 05:50 | modify | 280 | 1.00 | 113.942 | 105.396 | 113.913 | ||
| 2613 | 2017.07.14 06:50 | modify | 280 | 1.00 | 113.942 | 105.396 | 113.912 | ||
| 2614 | 2017.07.14 07:50 | modify | 280 | 1.00 | 113.942 | 105.396 | 113.911 | ||
| 2615 | 2017.07.14 08:50 | modify | 280 | 1.00 | 113.942 | 105.396 | 113.910 | ||
| 2616 | 2017.07.14 09:50 | modify | 280 | 1.00 | 113.942 | 105.396 | 113.909 | ||
| 2617 | 2017.07.14 10:50 | modify | 280 | 1.00 | 113.942 | 105.396 | 113.908 | ||
| 2618 | 2017.07.14 11:50 | modify | 280 | 1.00 | 113.942 | 105.396 | 113.907 | ||
| 2619 | 2017.07.14 12:50 | modify | 280 | 1.00 | 113.942 | 105.396 | 113.906 | ||
| 2620 | 2017.07.14 13:50 | modify | 280 | 1.00 | 113.942 | 105.396 | 113.905 | ||
| 2621 | 2017.07.14 14:50 | modify | 280 | 1.00 | 113.942 | 105.396 | 113.904 | ||
| 2622 | 2017.07.14 15:50 | modify | 280 | 1.00 | 113.942 | 105.396 | 113.903 | ||
| 2623 | 2017.07.14 16:50 | modify | 280 | 1.00 | 113.942 | 105.396 | 113.902 | ||
| 2624 | 2017.07.14 17:50 | modify | 280 | 1.00 | 113.942 | 105.396 | 113.901 | ||
| 2625 | 2017.07.14 18:50 | modify | 280 | 1.00 | 113.942 | 105.396 | 113.900 | ||
| 2626 | 2017.07.14 19:50 | modify | 280 | 1.00 | 113.942 | 105.396 | 113.899 | ||
| 2627 | 2017.07.14 20:50 | modify | 280 | 1.00 | 113.942 | 105.396 | 113.898 | ||
| 2628 | 2017.07.14 21:50 | modify | 280 | 1.00 | 113.942 | 105.396 | 113.897 | ||
| 2629 | 2017.07.14 22:50 | modify | 280 | 1.00 | 113.942 | 105.396 | 113.896 | ||
| 2630 | 2017.07.14 23:50 | modify | 280 | 1.00 | 113.942 | 105.396 | 113.895 | ||
| 2631 | 2017.07.17 00:00 | modify | 280 | 1.00 | 113.942 | 105.396 | 113.847 | ||
| 2632 | 2017.07.17 00:50 | modify | 280 | 1.00 | 113.942 | 105.396 | 113.846 | ||
| 2633 | 2017.07.17 01:50 | modify | 280 | 1.00 | 113.942 | 105.396 | 113.845 | ||
| 2634 | 2017.07.17 02:50 | modify | 280 | 1.00 | 113.942 | 105.396 | 113.844 | ||
| 2635 | 2017.07.17 03:50 | modify | 280 | 1.00 | 113.942 | 105.396 | 113.843 | ||
| 2636 | 2017.07.17 04:50 | modify | 280 | 1.00 | 113.942 | 105.396 | 113.842 | ||
| 2637 | 2017.07.17 05:50 | modify | 280 | 1.00 | 113.942 | 105.396 | 113.841 | ||
| 2638 | 2017.07.17 06:50 | modify | 280 | 1.00 | 113.942 | 105.396 | 113.840 | ||
| 2639 | 2017.07.17 07:50 | modify | 280 | 1.00 | 113.942 | 105.396 | 113.839 | ||
| 2640 | 2017.07.17 08:50 | modify | 280 | 1.00 | 113.942 | 105.396 | 113.838 | ||
| 2641 | 2017.07.17 09:50 | modify | 280 | 1.00 | 113.942 | 105.396 | 113.837 | ||
| 2642 | 2017.07.17 10:50 | modify | 280 | 1.00 | 113.942 | 105.396 | 113.836 | ||
| 2643 | 2017.07.17 11:50 | modify | 280 | 1.00 | 113.942 | 105.396 | 113.835 | ||
| 2644 | 2017.07.17 12:50 | modify | 280 | 1.00 | 113.942 | 105.396 | 113.834 | ||
| 2645 | 2017.07.17 13:50 | modify | 280 | 1.00 | 113.942 | 105.396 | 113.833 | ||
| 2646 | 2017.07.17 14:50 | modify | 280 | 1.00 | 113.942 | 105.396 | 113.832 | ||
| 2647 | 2017.07.17 15:50 | modify | 280 | 1.00 | 113.942 | 105.396 | 113.831 | ||
| 2648 | 2017.07.17 16:50 | modify | 280 | 1.00 | 113.942 | 105.396 | 113.830 | ||
| 2649 | 2017.07.17 17:50 | modify | 280 | 1.00 | 113.942 | 105.396 | 113.829 | ||
| 2650 | 2017.07.17 18:50 | modify | 280 | 1.00 | 113.942 | 105.396 | 113.828 | ||
| 2651 | 2017.07.17 19:50 | modify | 280 | 1.00 | 113.942 | 105.396 | 113.827 | ||
| 2652 | 2017.07.17 20:50 | modify | 280 | 1.00 | 113.942 | 105.396 | 113.826 | ||
| 2653 | 2017.07.17 21:50 | modify | 280 | 1.00 | 113.942 | 105.396 | 113.825 | ||
| 2654 | 2017.07.17 22:50 | modify | 280 | 1.00 | 113.942 | 105.396 | 113.824 | ||
| 2655 | 2017.07.17 23:50 | modify | 280 | 1.00 | 113.942 | 105.396 | 113.823 | ||
| 2656 | 2017.07.18 00:50 | modify | 280 | 1.00 | 113.942 | 105.396 | 113.822 | ||
| 2657 | 2017.07.18 01:50 | modify | 280 | 1.00 | 113.942 | 105.396 | 113.821 | ||
| 2658 | 2017.07.18 02:50 | modify | 280 | 1.00 | 113.942 | 105.396 | 113.820 | ||
| 2659 | 2017.07.18 03:50 | modify | 280 | 1.00 | 113.942 | 105.396 | 113.819 | ||
| 2660 | 2017.07.18 04:50 | modify | 280 | 1.00 | 113.942 | 105.396 | 113.818 | ||
| 2661 | 2017.07.18 05:11 | sell | 282 | 1.00 | 112.245 | 120.663 | 112.133 | ||
| 2662 | 2017.07.18 05:43 | t/p | 282 | 1.00 | 112.133 | 120.663 | 112.133 | 11200.00 | 2399400.00 |
| 2663 | 2017.07.18 05:50 | modify | 280 | 1.00 | 113.942 | 105.396 | 113.817 | ||
| 2664 | 2017.07.18 06:50 | modify | 280 | 1.00 | 113.942 | 105.396 | 113.816 | ||
| 2665 | 2017.07.18 07:50 | modify | 280 | 1.00 | 113.942 | 105.396 | 113.815 | ||
| 2666 | 2017.07.18 08:50 | modify | 280 | 1.00 | 113.942 | 105.396 | 113.814 | ||
| 2667 | 2017.07.18 09:50 | modify | 280 | 1.00 | 113.942 | 105.396 | 113.813 | ||
| 2668 | 2017.07.18 10:50 | modify | 280 | 1.00 | 113.942 | 105.396 | 113.812 | ||
| 2669 | 2017.07.18 11:50 | modify | 280 | 1.00 | 113.942 | 105.396 | 113.811 | ||
| 2670 | 2017.07.18 12:50 | modify | 280 | 1.00 | 113.942 | 105.396 | 113.810 | ||
| 2671 | 2017.07.18 13:50 | modify | 280 | 1.00 | 113.942 | 105.396 | 113.809 | ||
| 2672 | 2017.07.18 14:50 | modify | 280 | 1.00 | 113.942 | 105.396 | 113.808 | ||
| 2673 | 2017.07.18 15:50 | modify | 280 | 1.00 | 113.942 | 105.396 | 113.807 | ||
| 2674 | 2017.07.18 16:50 | modify | 280 | 1.00 | 113.942 | 105.396 | 113.806 | ||
| 2675 | 2017.07.18 17:50 | modify | 280 | 1.00 | 113.942 | 105.396 | 113.805 | ||
| 2676 | 2017.07.18 18:50 | modify | 280 | 1.00 | 113.942 | 105.396 | 113.804 | ||
| 2677 | 2017.07.18 19:50 | modify | 280 | 1.00 | 113.942 | 105.396 | 113.803 | ||
| 2678 | 2017.07.18 20:50 | modify | 280 | 1.00 | 113.942 | 105.396 | 113.802 | ||
| 2679 | 2017.07.18 21:50 | modify | 280 | 1.00 | 113.942 | 105.396 | 113.801 | ||
| 2680 | 2017.07.18 22:50 | modify | 280 | 1.00 | 113.942 | 105.396 | 113.800 | ||
| 2681 | 2017.07.18 23:50 | modify | 280 | 1.00 | 113.942 | 105.396 | 113.799 | ||
| 2682 | 2017.07.19 00:50 | modify | 280 | 1.00 | 113.942 | 105.396 | 113.798 | ||
| 2683 | 2017.07.19 01:50 | modify | 280 | 1.00 | 113.942 | 105.396 | 113.797 | ||
| 2684 | 2017.07.19 02:50 | modify | 280 | 1.00 | 113.942 | 105.396 | 113.796 | ||
| 2685 | 2017.07.19 03:50 | modify | 280 | 1.00 | 113.942 | 105.396 | 113.795 | ||
| 2686 | 2017.07.19 04:50 | modify | 280 | 1.00 | 113.942 | 105.396 | 113.794 | ||
| 2687 | 2017.07.19 05:50 | modify | 280 | 1.00 | 113.942 | 105.396 | 113.793 | ||
| 2688 | 2017.07.19 06:50 | modify | 280 | 1.00 | 113.942 | 105.396 | 113.792 | ||
| 2689 | 2017.07.19 07:50 | modify | 280 | 1.00 | 113.942 | 105.396 | 113.791 | ||
| 2690 | 2017.07.19 08:50 | modify | 280 | 1.00 | 113.942 | 105.396 | 113.790 | ||
| 2691 | 2017.07.19 09:50 | modify | 280 | 1.00 | 113.942 | 105.396 | 113.789 | ||
| 2692 | 2017.07.19 10:50 | modify | 280 | 1.00 | 113.942 | 105.396 | 113.788 | ||
| 2693 | 2017.07.19 11:50 | modify | 280 | 1.00 | 113.942 | 105.396 | 113.787 | ||
| 2694 | 2017.07.19 12:50 | modify | 280 | 1.00 | 113.942 | 105.396 | 113.786 | ||
| 2695 | 2017.07.19 13:50 | modify | 280 | 1.00 | 113.942 | 105.396 | 113.785 | ||
| 2696 | 2017.07.19 14:50 | modify | 280 | 1.00 | 113.942 | 105.396 | 113.784 | ||
| 2697 | 2017.07.19 15:50 | modify | 280 | 1.00 | 113.942 | 105.396 | 113.783 | ||
| 2698 | 2017.07.19 16:50 | modify | 280 | 1.00 | 113.942 | 105.396 | 113.782 | ||
| 2699 | 2017.07.19 17:50 | modify | 280 | 1.00 | 113.942 | 105.396 | 113.781 | ||
| 2700 | 2017.07.19 18:50 | modify | 280 | 1.00 | 113.942 | 105.396 | 113.780 | ||