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 |
| 151 | 2010.11.22 22:21 | modify | 12 | 1.00 | 82.802 | 89.012 | 82.948 | ||
| 152 | 2010.11.22 23:21 | modify | 12 | 1.00 | 82.802 | 89.012 | 82.949 | ||
| 153 | 2010.11.23 00:21 | modify | 12 | 1.00 | 82.802 | 89.012 | 82.950 | ||
| 154 | 2010.11.23 01:21 | modify | 12 | 1.00 | 82.802 | 89.012 | 82.951 | ||
| 155 | 2010.11.23 02:21 | modify | 12 | 1.00 | 82.802 | 89.012 | 82.952 | ||
| 156 | 2010.11.23 03:21 | modify | 12 | 1.00 | 82.802 | 89.012 | 82.953 | ||
| 157 | 2010.11.23 04:21 | modify | 12 | 1.00 | 82.802 | 89.012 | 82.954 | ||
| 158 | 2010.11.23 05:21 | modify | 12 | 1.00 | 82.802 | 89.012 | 82.955 | ||
| 159 | 2010.11.23 06:21 | modify | 12 | 1.00 | 82.802 | 89.012 | 82.956 | ||
| 160 | 2010.11.23 07:23 | modify | 12 | 1.00 | 82.802 | 89.012 | 82.957 | ||
| 161 | 2010.11.23 08:21 | modify | 12 | 1.00 | 82.802 | 89.012 | 82.958 | ||
| 162 | 2010.11.23 09:21 | modify | 12 | 1.00 | 82.802 | 89.012 | 82.959 | ||
| 163 | 2010.11.23 10:21 | modify | 12 | 1.00 | 82.802 | 89.012 | 82.960 | ||
| 164 | 2010.11.23 11:21 | modify | 12 | 1.00 | 82.802 | 89.012 | 82.961 | ||
| 165 | 2010.11.23 12:21 | modify | 12 | 1.00 | 82.802 | 89.012 | 82.962 | ||
| 166 | 2010.11.23 13:21 | modify | 12 | 1.00 | 82.802 | 89.012 | 82.963 | ||
| 167 | 2010.11.23 14:21 | modify | 12 | 1.00 | 82.802 | 89.012 | 82.964 | ||
| 168 | 2010.11.23 15:21 | modify | 12 | 1.00 | 82.802 | 89.012 | 82.965 | ||
| 169 | 2010.11.23 16:21 | modify | 12 | 1.00 | 82.802 | 89.012 | 82.966 | ||
| 170 | 2010.11.23 16:40 | t/p | 12 | 1.00 | 82.966 | 89.012 | 82.966 | -17440.00 | 1059080.00 |
| 171 | 2010.12.02 23:00 | sell | 14 | 1.00 | 83.879 | 90.170 | 83.795 | ||
| 172 | 2010.12.03 00:00 | modify | 14 | 1.00 | 83.879 | 90.170 | 83.799 | ||
| 173 | 2010.12.03 00:00 | t/p | 14 | 1.00 | 83.799 | 90.170 | 83.799 | 7870.00 | 1066950.00 |
| 174 | 2010.12.08 18:23 | buy | 15 | 1.00 | 84.141 | 77.830 | 84.225 | ||
| 175 | 2010.12.08 18:36 | t/p | 15 | 1.00 | 84.225 | 77.830 | 84.225 | 8400.00 | 1075350.00 |
| 176 | 2010.12.30 07:07 | buy | 16 | 1.00 | 81.436 | 75.328 | 81.517 | ||
| 177 | 2010.12.30 08:07 | modify | 16 | 1.00 | 81.436 | 75.328 | 81.514 | ||
| 178 | 2010.12.30 08:49 | modify | 16 | 1.00 | 81.436 | 75.328 | 81.512 | ||
| 179 | 2010.12.30 08:52 | modify | 16 | 1.00 | 81.436 | 75.328 | 81.511 | ||
| 180 | 2010.12.30 09:10 | modify | 16 | 1.00 | 81.436 | 75.328 | 81.510 | ||
| 181 | 2010.12.30 09:27 | modify | 16 | 1.00 | 81.436 | 75.328 | 81.509 | ||
| 182 | 2010.12.30 09:28 | t/p | 16 | 1.00 | 81.509 | 75.328 | 81.509 | 7300.00 | 1082650.00 |
| 183 | 2011.01.07 07:53 | buy | 17 | 1.00 | 83.452 | 77.193 | 83.535 | ||
| 184 | 2011.01.07 08:01 | t/p | 17 | 1.00 | 83.535 | 77.193 | 83.535 | 8300.00 | 1090950.00 |
| 185 | 2011.02.01 11:08 | buy | 18 | 1.00 | 81.820 | 75.684 | 81.902 | ||
| 186 | 2011.02.01 17:01 | modify | 18 | 1.00 | 81.820 | 81.821 | 81.902 | ||
| 187 | 2011.02.01 17:01 | s/l | 18 | 1.00 | 81.821 | 81.821 | 81.902 | 100.00 | 1091050.00 |
| 188 | 2011.02.07 06:04 | sell | 19 | 1.00 | 82.225 | 88.392 | 82.143 | ||
| 189 | 2011.02.07 07:05 | modify | 19 | 1.00 | 82.225 | 88.392 | 82.146 | ||
| 190 | 2011.02.07 07:10 | modify | 19 | 1.00 | 82.225 | 88.392 | 82.147 | ||
| 191 | 2011.02.07 07:27 | modify | 19 | 1.00 | 82.225 | 88.392 | 82.148 | ||
| 192 | 2011.02.07 07:45 | modify | 19 | 1.00 | 82.225 | 88.392 | 82.149 | ||
| 193 | 2011.02.07 08:02 | modify | 19 | 1.00 | 82.225 | 88.392 | 82.150 | ||
| 194 | 2011.02.07 08:28 | modify | 19 | 1.00 | 82.225 | 88.392 | 82.151 | ||
| 195 | 2011.02.07 08:50 | modify | 19 | 1.00 | 82.225 | 88.392 | 82.152 | ||
| 196 | 2011.02.07 15:21 | modify | 19 | 1.00 | 82.225 | 82.222 | 82.152 | ||
| 197 | 2011.02.07 15:21 | modify | 19 | 1.00 | 82.225 | 82.221 | 82.152 | ||
| 198 | 2011.02.07 15:21 | modify | 19 | 1.00 | 82.225 | 82.219 | 82.152 | ||
| 199 | 2011.02.07 15:21 | s/l | 19 | 1.00 | 82.219 | 82.219 | 82.152 | 600.00 | 1091650.00 |
| 200 | 2011.02.11 16:27 | sell | 20 | 1.00 | 83.490 | 89.752 | 83.407 | ||
| 201 | 2011.02.11 16:56 | t/p | 20 | 1.00 | 83.407 | 89.752 | 83.407 | 8300.00 | 1099950.00 |
| 202 | 2011.02.24 10:22 | sell | 21 | 1.00 | 81.960 | 88.107 | 81.878 | ||
| 203 | 2011.02.24 10:43 | t/p | 21 | 1.00 | 81.878 | 88.107 | 81.878 | 8200.00 | 1108150.00 |
| 204 | 2011.02.28 11:14 | buy | 22 | 1.00 | 81.733 | 75.603 | 81.815 | ||
| 205 | 2011.02.28 12:14 | modify | 22 | 1.00 | 81.733 | 75.603 | 81.811 | ||
| 206 | 2011.02.28 12:29 | modify | 22 | 1.00 | 81.733 | 75.603 | 81.810 | ||
| 207 | 2011.02.28 12:46 | t/p | 22 | 1.00 | 81.810 | 75.603 | 81.810 | 7700.00 | 1115850.00 |
| 208 | 2011.03.02 05:23 | sell | 23 | 1.00 | 81.880 | 88.021 | 81.798 | ||
| 209 | 2011.03.02 15:42 | modify | 23 | 1.00 | 81.880 | 81.877 | 81.798 | ||
| 210 | 2011.03.02 15:42 | modify | 23 | 1.00 | 81.880 | 81.869 | 81.798 | ||
| 211 | 2011.03.02 15:42 | s/l | 23 | 1.00 | 81.869 | 81.869 | 81.798 | 1100.00 | 1116950.00 |
| 212 | 2011.03.31 13:51 | buy | 24 | 1.00 | 82.870 | 76.655 | 82.953 | ||
| 213 | 2011.03.31 15:23 | modify | 24 | 1.00 | 82.870 | 76.655 | 82.948 | ||
| 214 | 2011.03.31 15:24 | modify | 24 | 1.00 | 82.870 | 76.655 | 82.947 | ||
| 215 | 2011.03.31 16:38 | modify | 24 | 1.00 | 82.870 | 76.655 | 82.943 | ||
| 216 | 2011.03.31 17:36 | modify | 24 | 1.00 | 82.870 | 82.871 | 82.943 | ||
| 217 | 2011.03.31 17:36 | s/l | 24 | 1.00 | 82.871 | 82.871 | 82.943 | 100.00 | 1117050.00 |
| 218 | 2011.04.01 15:29 | sell | 25 | 1.00 | 83.845 | 90.133 | 83.761 | ||
| 219 | 2011.04.04 00:00 | modify | 25 | 1.00 | 83.845 | 90.133 | 83.878 | ||
| 220 | 2011.04.04 00:56 | modify | 25 | 1.00 | 83.845 | 90.133 | 83.879 | ||
| 221 | 2011.04.04 01:56 | modify | 25 | 1.00 | 83.845 | 90.133 | 83.880 | ||
| 222 | 2011.04.04 02:56 | modify | 25 | 1.00 | 83.845 | 90.133 | 83.881 | ||
| 223 | 2011.04.04 03:56 | modify | 25 | 1.00 | 83.845 | 90.133 | 83.882 | ||
| 224 | 2011.04.04 04:56 | modify | 25 | 1.00 | 83.845 | 90.133 | 83.883 | ||
| 225 | 2011.04.04 05:57 | modify | 25 | 1.00 | 83.845 | 90.133 | 83.884 | ||
| 226 | 2011.04.04 06:57 | modify | 25 | 1.00 | 83.845 | 90.133 | 83.885 | ||
| 227 | 2011.04.04 07:57 | modify | 25 | 1.00 | 83.845 | 90.133 | 83.886 | ||
| 228 | 2011.04.04 08:56 | modify | 25 | 1.00 | 83.845 | 90.133 | 83.887 | ||
| 229 | 2011.04.04 09:56 | modify | 25 | 1.00 | 83.845 | 90.133 | 83.888 | ||
| 230 | 2011.04.04 10:56 | modify | 25 | 1.00 | 83.845 | 90.133 | 83.889 | ||
| 231 | 2011.04.04 11:56 | modify | 25 | 1.00 | 83.845 | 90.133 | 83.890 | ||
| 232 | 2011.04.04 12:56 | modify | 25 | 1.00 | 83.845 | 90.133 | 83.891 | ||
| 233 | 2011.04.04 13:56 | modify | 25 | 1.00 | 83.845 | 90.133 | 83.892 | ||
| 234 | 2011.04.04 14:56 | modify | 25 | 1.00 | 83.845 | 90.133 | 83.893 | ||
| 235 | 2011.04.04 15:39 | t/p | 25 | 1.00 | 83.893 | 90.133 | 83.893 | -4930.00 | 1112120.00 |
| 236 | 2011.05.04 03:04 | buy | 26 | 1.00 | 81.037 | 74.959 | 81.118 | ||
| 237 | 2011.05.04 09:55 | modify | 26 | 1.00 | 81.037 | 81.040 | 81.118 | ||
| 238 | 2011.05.04 09:55 | s/l | 26 | 1.00 | 81.040 | 81.040 | 81.118 | 300.00 | 1112420.00 |
| 239 | 2011.05.19 08:02 | buy | 27 | 1.00 | 81.544 | 75.428 | 81.626 | ||
| 240 | 2011.05.19 08:22 | t/p | 27 | 1.00 | 81.626 | 75.428 | 81.626 | 8200.00 | 1120620.00 |
| 241 | 2011.05.24 01:57 | buy | 28 | 1.00 | 81.971 | 75.823 | 82.053 | ||
| 242 | 2011.05.24 02:57 | modify | 28 | 1.00 | 81.971 | 75.823 | 82.050 | ||
| 243 | 2011.05.24 02:58 | modify | 28 | 1.00 | 81.971 | 75.823 | 82.049 | ||
| 244 | 2011.05.24 15:26 | modify | 28 | 1.00 | 81.971 | 81.973 | 82.049 | ||
| 245 | 2011.05.24 15:26 | s/l | 28 | 1.00 | 81.973 | 81.973 | 82.049 | 200.00 | 1120820.00 |
| 246 | 2011.05.30 06:20 | buy | 29 | 1.00 | 80.797 | 74.737 | 80.878 | ||
| 247 | 2011.05.30 07:21 | modify | 29 | 1.00 | 80.797 | 74.737 | 80.874 | ||
| 248 | 2011.05.30 07:37 | modify | 29 | 1.00 | 80.797 | 74.737 | 80.873 | ||
| 249 | 2011.05.30 07:55 | modify | 29 | 1.00 | 80.797 | 74.737 | 80.872 | ||
| 250 | 2011.05.30 08:18 | modify | 29 | 1.00 | 80.797 | 74.737 | 80.871 | ||
| 251 | 2011.05.30 08:48 | modify | 29 | 1.00 | 80.797 | 74.737 | 80.869 | ||
| 252 | 2011.05.30 09:05 | modify | 29 | 1.00 | 80.797 | 74.737 | 80.868 | ||
| 253 | 2011.05.30 09:20 | modify | 29 | 1.00 | 80.797 | 80.829 | 80.868 | ||
| 254 | 2011.05.30 09:20 | modify | 29 | 1.00 | 80.797 | 80.838 | 80.868 | ||
| 255 | 2011.05.30 09:20 | modify | 29 | 1.00 | 80.797 | 80.839 | 80.868 | ||
| 256 | 2011.05.30 09:20 | s/l | 29 | 1.00 | 80.839 | 80.839 | 80.868 | 4200.00 | 1125020.00 |
| 257 | 2011.06.02 19:25 | buy | 30 | 1.00 | 80.928 | 74.858 | 81.009 | ||
| 258 | 2011.06.02 20:28 | modify | 30 | 1.00 | 80.928 | 74.858 | 81.005 | ||
| 259 | 2011.06.02 23:07 | modify | 30 | 1.00 | 80.928 | 80.931 | 81.005 | ||
| 260 | 2011.06.02 23:07 | modify | 30 | 1.00 | 80.928 | 80.934 | 81.005 | ||
| 261 | 2011.06.02 23:07 | s/l | 30 | 1.00 | 80.934 | 80.934 | 81.005 | 600.00 | 1125620.00 |
| 262 | 2011.06.03 05:14 | sell | 31 | 1.00 | 80.753 | 86.809 | 80.672 | ||
| 263 | 2011.06.03 06:14 | modify | 31 | 1.00 | 80.753 | 86.809 | 80.676 | ||
| 264 | 2011.06.03 06:29 | modify | 31 | 1.00 | 80.753 | 86.809 | 80.677 | ||
| 265 | 2011.06.03 06:47 | modify | 31 | 1.00 | 80.753 | 86.809 | 80.678 | ||
| 266 | 2011.06.03 07:05 | modify | 31 | 1.00 | 80.753 | 86.809 | 80.679 | ||
| 267 | 2011.06.03 07:23 | modify | 31 | 1.00 | 80.753 | 86.809 | 80.680 | ||
| 268 | 2011.06.03 07:41 | modify | 31 | 1.00 | 80.753 | 86.809 | 80.681 | ||
| 269 | 2011.06.03 08:00 | modify | 31 | 1.00 | 80.753 | 86.809 | 80.682 | ||
| 270 | 2011.06.03 08:14 | modify | 31 | 1.00 | 80.753 | 80.742 | 80.682 | ||
| 271 | 2011.06.03 08:14 | s/l | 31 | 1.00 | 80.742 | 80.742 | 80.682 | 1100.00 | 1126720.00 |
| 272 | 2011.06.09 21:28 | buy | 32 | 1.00 | 80.358 | 74.331 | 80.438 | ||
| 273 | 2011.06.09 23:54 | modify | 32 | 1.00 | 80.358 | 74.331 | 80.430 | ||
| 274 | 2011.06.10 00:10 | modify | 32 | 1.00 | 80.358 | 74.331 | 80.429 | ||
| 275 | 2011.06.10 00:45 | modify | 32 | 1.00 | 80.358 | 80.361 | 80.429 | ||
| 276 | 2011.06.10 00:45 | s/l | 32 | 1.00 | 80.361 | 80.361 | 80.429 | 320.00 | 1127040.00 |
| 277 | 2011.06.15 11:43 | sell | 33 | 1.00 | 80.678 | 86.729 | 80.597 | ||
| 278 | 2011.06.15 12:44 | modify | 33 | 1.00 | 80.678 | 86.729 | 80.601 | ||
| 279 | 2011.06.15 12:57 | modify | 33 | 1.00 | 80.678 | 86.729 | 80.602 | ||
| 280 | 2011.06.15 13:15 | modify | 33 | 1.00 | 80.678 | 86.729 | 80.603 | ||
| 281 | 2011.06.15 13:35 | modify | 33 | 1.00 | 80.678 | 86.729 | 80.604 | ||
| 282 | 2011.06.15 13:51 | modify | 33 | 1.00 | 80.678 | 86.729 | 80.605 | ||
| 283 | 2011.06.15 14:12 | modify | 33 | 1.00 | 80.678 | 86.729 | 80.606 | ||
| 284 | 2011.06.15 14:29 | modify | 33 | 1.00 | 80.678 | 86.729 | 80.607 | ||
| 285 | 2011.06.15 16:36 | modify | 33 | 1.00 | 80.678 | 80.677 | 80.607 | ||
| 286 | 2011.06.15 16:36 | modify | 33 | 1.00 | 80.678 | 80.674 | 80.607 | ||
| 287 | 2011.06.15 16:36 | modify | 33 | 1.00 | 80.678 | 80.673 | 80.607 | ||
| 288 | 2011.06.15 16:36 | s/l | 33 | 1.00 | 80.673 | 80.673 | 80.607 | 500.00 | 1127540.00 |
| 289 | 2011.06.16 01:57 | buy | 34 | 1.00 | 80.885 | 74.819 | 80.966 | ||
| 290 | 2011.06.16 03:02 | modify | 34 | 1.00 | 80.885 | 74.819 | 80.962 | ||
| 291 | 2011.06.16 03:15 | modify | 34 | 1.00 | 80.885 | 74.819 | 80.961 | ||
| 292 | 2011.06.16 03:37 | modify | 34 | 1.00 | 80.885 | 74.819 | 80.960 | ||
| 293 | 2011.06.16 03:52 | modify | 34 | 1.00 | 80.885 | 74.819 | 80.959 | ||
| 294 | 2011.06.16 04:07 | t/p | 34 | 1.00 | 80.959 | 74.819 | 80.959 | 7400.00 | 1134940.00 |
| 295 | 2011.06.24 01:25 | buy | 35 | 1.00 | 80.425 | 74.393 | 80.505 | ||
| 296 | 2011.06.24 02:25 | modify | 35 | 1.00 | 80.425 | 74.393 | 80.502 | ||
| 297 | 2011.06.24 02:35 | modify | 35 | 1.00 | 80.425 | 74.393 | 80.501 | ||
| 298 | 2011.06.24 02:51 | t/p | 35 | 1.00 | 80.501 | 74.393 | 80.501 | 7600.00 | 1142540.00 |
| 299 | 2011.06.29 23:49 | sell | 36 | 1.00 | 80.815 | 86.876 | 80.734 | ||
| 300 | 2011.06.30 00:00 | t/p | 36 | 1.00 | 80.734 | 86.876 | 80.734 | 7970.00 | 1150510.00 |