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 |
| 301 | 2011.08.11 13:15 | sell | 37 | 1.00 | 76.619 | 82.365 | 76.542 | ||
| 302 | 2011.08.11 14:15 | modify | 37 | 1.00 | 76.619 | 82.365 | 76.546 | ||
| 303 | 2011.08.11 14:32 | modify | 37 | 1.00 | 76.619 | 82.365 | 76.547 | ||
| 304 | 2011.08.11 14:45 | t/p | 37 | 1.00 | 76.547 | 82.365 | 76.547 | 7200.00 | 1157710.00 |
| 305 | 2011.08.30 15:07 | buy | 38 | 1.00 | 76.809 | 71.048 | 76.886 | ||
| 306 | 2011.08.31 15:07 | modify | 38 | 1.00 | 76.809 | 71.048 | 76.809 | ||
| 307 | 2011.08.31 15:40 | modify | 38 | 1.00 | 76.809 | 71.048 | 76.808 | ||
| 308 | 2011.08.31 16:40 | modify | 38 | 1.00 | 76.809 | 71.048 | 76.807 | ||
| 309 | 2011.08.31 17:14 | t/p | 38 | 1.00 | 76.807 | 71.048 | 76.807 | -140.00 | 1157570.00 |
| 310 | 2011.09.22 04:54 | buy | 39 | 1.00 | 76.761 | 71.004 | 76.838 | ||
| 311 | 2011.09.22 05:50 | t/p | 39 | 1.00 | 76.838 | 71.004 | 76.838 | 7700.00 | 1165270.00 |
| 312 | 2011.09.22 20:19 | buy | 40 | 1.00 | 76.387 | 70.658 | 76.463 | ||
| 313 | 2011.09.22 21:40 | modify | 40 | 1.00 | 76.387 | 70.658 | 76.459 | ||
| 314 | 2011.09.22 21:51 | modify | 40 | 1.00 | 76.387 | 70.658 | 76.458 | ||
| 315 | 2011.09.23 17:19 | sell | 41 | 1.00 | 76.216 | 81.932 | 76.140 | ||
| 316 | 2011.09.23 19:36 | modify | 40 | 1.00 | 76.387 | 76.388 | 76.458 | ||
| 317 | 2011.09.23 19:36 | s/l | 40 | 1.00 | 76.388 | 76.388 | 76.458 | 120.00 | 1165390.00 |
| 318 | 2011.09.26 00:00 | modify | 41 | 1.00 | 76.216 | 81.932 | 76.247 | ||
| 319 | 2011.09.26 00:46 | modify | 41 | 1.00 | 76.216 | 81.932 | 76.248 | ||
| 320 | 2011.09.26 01:46 | modify | 41 | 1.00 | 76.216 | 81.932 | 76.249 | ||
| 321 | 2011.09.26 02:46 | modify | 41 | 1.00 | 76.216 | 81.932 | 76.250 | ||
| 322 | 2011.09.26 03:46 | modify | 41 | 1.00 | 76.216 | 81.932 | 76.251 | ||
| 323 | 2011.09.26 04:46 | modify | 41 | 1.00 | 76.216 | 81.932 | 76.252 | ||
| 324 | 2011.09.26 05:46 | modify | 41 | 1.00 | 76.216 | 81.932 | 76.253 | ||
| 325 | 2011.09.26 06:46 | modify | 41 | 1.00 | 76.216 | 81.932 | 76.254 | ||
| 326 | 2011.09.26 07:46 | modify | 41 | 1.00 | 76.216 | 81.932 | 76.255 | ||
| 327 | 2011.09.26 08:46 | modify | 41 | 1.00 | 76.216 | 81.932 | 76.256 | ||
| 328 | 2011.09.26 08:48 | t/p | 41 | 1.00 | 76.256 | 81.932 | 76.256 | -4130.00 | 1161260.00 |
| 329 | 2011.09.30 16:20 | buy | 42 | 1.00 | 76.767 | 71.009 | 76.844 | ||
| 330 | 2011.09.30 16:36 | t/p | 42 | 1.00 | 76.844 | 71.009 | 76.844 | 7700.00 | 1168960.00 |
| 331 | 2011.10.14 06:48 | sell | 43 | 1.00 | 76.920 | 82.689 | 76.843 | ||
| 332 | 2011.10.14 07:48 | modify | 43 | 1.00 | 76.920 | 82.689 | 76.846 | ||
| 333 | 2011.10.14 07:53 | modify | 43 | 1.00 | 76.920 | 82.689 | 76.847 | ||
| 334 | 2011.10.14 08:12 | modify | 43 | 1.00 | 76.920 | 82.689 | 76.848 | ||
| 335 | 2011.10.14 08:31 | modify | 43 | 1.00 | 76.920 | 82.689 | 76.849 | ||
| 336 | 2011.10.14 08:49 | modify | 43 | 1.00 | 76.920 | 82.689 | 76.850 | ||
| 337 | 2011.10.14 09:08 | modify | 43 | 1.00 | 76.920 | 82.689 | 76.851 | ||
| 338 | 2011.10.14 09:27 | modify | 43 | 1.00 | 76.920 | 82.689 | 76.852 | ||
| 339 | 2011.10.14 10:26 | modify | 43 | 1.00 | 76.920 | 76.919 | 76.852 | ||
| 340 | 2011.10.14 10:26 | s/l | 43 | 1.00 | 76.919 | 76.919 | 76.852 | 100.00 | 1169060.00 |
| 341 | 2011.10.19 04:05 | buy | 44 | 1.00 | 76.675 | 70.924 | 76.752 | ||
| 342 | 2011.10.19 05:06 | modify | 44 | 1.00 | 76.675 | 70.924 | 76.748 | ||
| 343 | 2011.10.19 05:24 | modify | 44 | 1.00 | 76.675 | 70.924 | 76.747 | ||
| 344 | 2011.10.19 05:43 | modify | 44 | 1.00 | 76.675 | 70.924 | 76.746 | ||
| 345 | 2011.10.19 06:02 | modify | 44 | 1.00 | 76.675 | 70.924 | 76.745 | ||
| 346 | 2011.10.19 06:20 | modify | 44 | 1.00 | 76.675 | 70.924 | 76.744 | ||
| 347 | 2011.10.19 06:39 | modify | 44 | 1.00 | 76.675 | 70.924 | 76.743 | ||
| 348 | 2011.10.19 06:58 | modify | 44 | 1.00 | 76.675 | 70.924 | 76.742 | ||
| 349 | 2011.10.19 07:06 | modify | 44 | 1.00 | 76.675 | 76.695 | 76.742 | ||
| 350 | 2011.10.19 07:06 | s/l | 44 | 1.00 | 76.695 | 76.695 | 76.742 | 2000.00 | 1171060.00 |
| 351 | 2011.10.21 20:14 | sell | 45 | 1.00 | 76.239 | 81.957 | 76.163 | ||
| 352 | 2011.10.21 21:03 | t/p | 45 | 1.00 | 76.163 | 81.957 | 76.163 | 7600.00 | 1178660.00 |
| 353 | 2011.11.04 05:17 | buy | 46 | 1.00 | 78.026 | 72.174 | 78.104 | ||
| 354 | 2011.11.04 08:22 | modify | 46 | 1.00 | 78.026 | 78.027 | 78.104 | ||
| 355 | 2011.11.04 08:22 | s/l | 46 | 1.00 | 78.027 | 78.027 | 78.104 | 100.00 | 1178760.00 |
| 356 | 2011.11.07 20:30 | buy | 47 | 1.00 | 78.052 | 72.198 | 78.130 | ||
| 357 | 2011.11.07 21:30 | modify | 47 | 1.00 | 78.052 | 72.198 | 78.127 | ||
| 358 | 2011.11.07 21:36 | modify | 47 | 1.00 | 78.052 | 72.198 | 78.126 | ||
| 359 | 2011.11.07 21:54 | modify | 47 | 1.00 | 78.052 | 72.198 | 78.125 | ||
| 360 | 2011.11.07 22:13 | modify | 47 | 1.00 | 78.052 | 72.198 | 78.124 | ||
| 361 | 2011.11.07 22:30 | modify | 47 | 1.00 | 78.052 | 72.198 | 78.123 | ||
| 362 | 2011.11.07 22:56 | modify | 47 | 1.00 | 78.052 | 72.198 | 78.122 | ||
| 363 | 2011.11.07 23:08 | modify | 47 | 1.00 | 78.052 | 72.198 | 78.121 | ||
| 364 | 2011.11.07 23:31 | modify | 47 | 1.00 | 78.052 | 78.053 | 78.121 | ||
| 365 | 2011.11.07 23:31 | modify | 47 | 1.00 | 78.052 | 78.054 | 78.121 | ||
| 366 | 2011.11.07 23:31 | s/l | 47 | 1.00 | 78.054 | 78.054 | 78.121 | 200.00 | 1178960.00 |
| 367 | 2011.11.11 08:33 | sell | 48 | 1.00 | 77.540 | 83.356 | 77.462 | ||
| 368 | 2011.11.11 08:50 | t/p | 48 | 1.00 | 77.462 | 83.356 | 77.462 | 7800.00 | 1186760.00 |
| 369 | 2011.11.11 18:47 | buy | 49 | 1.00 | 77.104 | 71.321 | 77.181 | ||
| 370 | 2011.11.11 19:22 | t/p | 49 | 1.00 | 77.181 | 71.321 | 77.181 | 7700.00 | 1194460.00 |
| 371 | 2011.11.24 04:38 | buy | 50 | 1.00 | 77.029 | 71.252 | 77.106 | ||
| 372 | 2011.11.24 05:38 | modify | 50 | 1.00 | 77.029 | 71.252 | 77.103 | ||
| 373 | 2011.11.24 05:44 | modify | 50 | 1.00 | 77.029 | 71.252 | 77.102 | ||
| 374 | 2011.11.24 06:02 | modify | 50 | 1.00 | 77.029 | 71.252 | 77.101 | ||
| 375 | 2011.11.24 06:21 | modify | 50 | 1.00 | 77.029 | 71.252 | 77.100 | ||
| 376 | 2011.11.24 06:40 | modify | 50 | 1.00 | 77.029 | 71.252 | 77.099 | ||
| 377 | 2011.11.24 06:58 | modify | 50 | 1.00 | 77.029 | 71.252 | 77.098 | ||
| 378 | 2011.11.24 07:17 | modify | 50 | 1.00 | 77.029 | 71.252 | 77.097 | ||
| 379 | 2011.11.24 07:25 | t/p | 50 | 1.00 | 77.097 | 71.252 | 77.097 | 6800.00 | 1201260.00 |
| 380 | 2011.11.29 06:55 | sell | 51 | 1.00 | 78.079 | 83.935 | 78.001 | ||
| 381 | 2011.11.29 07:55 | modify | 51 | 1.00 | 78.079 | 83.935 | 78.004 | ||
| 382 | 2011.11.29 08:01 | modify | 51 | 1.00 | 78.079 | 83.935 | 78.005 | ||
| 383 | 2011.11.29 08:19 | modify | 51 | 1.00 | 78.079 | 83.935 | 78.006 | ||
| 384 | 2011.11.29 08:27 | t/p | 51 | 1.00 | 78.006 | 83.935 | 78.006 | 7300.00 | 1208560.00 |
| 385 | 2011.12.07 12:29 | buy | 52 | 1.00 | 77.679 | 71.853 | 77.757 | ||
| 386 | 2011.12.07 13:29 | modify | 52 | 1.00 | 77.679 | 71.853 | 77.753 | ||
| 387 | 2011.12.07 13:47 | modify | 52 | 1.00 | 77.679 | 71.853 | 77.752 | ||
| 388 | 2011.12.07 13:58 | t/p | 52 | 1.00 | 77.752 | 71.853 | 77.752 | 7300.00 | 1215860.00 |
| 389 | 2011.12.13 08:32 | sell | 53 | 1.00 | 77.879 | 83.720 | 77.801 | ||
| 390 | 2011.12.13 09:35 | modify | 53 | 1.00 | 77.879 | 83.720 | 77.805 | ||
| 391 | 2011.12.13 09:54 | modify | 53 | 1.00 | 77.879 | 83.720 | 77.806 | ||
| 392 | 2011.12.13 09:55 | t/p | 53 | 1.00 | 77.806 | 83.720 | 77.806 | 7300.00 | 1223160.00 |
| 393 | 2011.12.21 14:29 | buy | 54 | 1.00 | 77.819 | 71.983 | 77.897 | ||
| 394 | 2011.12.21 15:29 | modify | 54 | 1.00 | 77.819 | 71.983 | 77.894 | ||
| 395 | 2011.12.21 15:30 | modify | 54 | 1.00 | 77.819 | 71.983 | 77.893 | ||
| 396 | 2011.12.21 15:49 | modify | 54 | 1.00 | 77.819 | 71.983 | 77.892 | ||
| 397 | 2011.12.21 16:07 | modify | 54 | 1.00 | 77.819 | 71.983 | 77.891 | ||
| 398 | 2011.12.21 16:10 | t/p | 54 | 1.00 | 77.891 | 71.983 | 77.891 | 7200.00 | 1230360.00 |
| 399 | 2012.01.18 12:15 | sell | 55 | 1.00 | 76.762 | 82.519 | 76.685 | ||
| 400 | 2012.01.18 13:15 | modify | 55 | 1.00 | 76.762 | 82.519 | 76.688 | ||
| 401 | 2012.01.18 15:20 | modify | 55 | 1.00 | 76.762 | 76.760 | 76.688 | ||
| 402 | 2012.01.18 15:20 | modify | 55 | 1.00 | 76.762 | 76.758 | 76.688 | ||
| 403 | 2012.01.18 15:20 | s/l | 55 | 1.00 | 76.758 | 76.758 | 76.688 | 400.00 | 1230760.00 |
| 404 | 2012.01.19 18:07 | sell | 56 | 1.00 | 77.098 | 82.880 | 77.021 | ||
| 405 | 2012.01.19 23:55 | modify | 56 | 1.00 | 77.098 | 77.093 | 77.021 | ||
| 406 | 2012.01.19 23:55 | s/l | 56 | 1.00 | 77.093 | 77.093 | 77.021 | 500.00 | 1231260.00 |
| 407 | 2012.02.01 02:18 | buy | 57 | 1.00 | 76.258 | 70.539 | 76.334 | ||
| 408 | 2012.02.01 08:58 | modify | 57 | 1.00 | 76.258 | 76.260 | 76.334 | ||
| 409 | 2012.02.01 08:58 | s/l | 57 | 1.00 | 76.260 | 76.260 | 76.334 | 200.00 | 1231460.00 |
| 410 | 2012.02.06 13:08 | sell | 58 | 1.00 | 76.618 | 82.364 | 76.541 | ||
| 411 | 2012.02.06 14:08 | modify | 58 | 1.00 | 76.618 | 82.364 | 76.545 | ||
| 412 | 2012.02.06 14:26 | modify | 58 | 1.00 | 76.618 | 82.364 | 76.546 | ||
| 413 | 2012.02.06 14:44 | modify | 58 | 1.00 | 76.618 | 82.364 | 76.547 | ||
| 414 | 2012.02.06 15:49 | modify | 58 | 1.00 | 76.618 | 82.364 | 76.550 | ||
| 415 | 2012.02.06 16:18 | modify | 58 | 1.00 | 76.618 | 76.614 | 76.550 | ||
| 416 | 2012.02.06 16:18 | s/l | 58 | 1.00 | 76.614 | 76.614 | 76.550 | 400.00 | 1231860.00 |
| 417 | 2012.02.08 09:36 | sell | 59 | 1.00 | 77.100 | 82.883 | 77.023 | ||
| 418 | 2012.02.08 10:36 | modify | 59 | 1.00 | 77.100 | 82.883 | 77.026 | ||
| 419 | 2012.02.08 10:44 | modify | 59 | 1.00 | 77.100 | 82.883 | 77.027 | ||
| 420 | 2012.02.08 11:02 | modify | 59 | 1.00 | 77.100 | 82.883 | 77.028 | ||
| 421 | 2012.02.08 11:21 | modify | 59 | 1.00 | 77.100 | 82.883 | 77.029 | ||
| 422 | 2012.02.08 11:40 | modify | 59 | 1.00 | 77.100 | 82.883 | 77.030 | ||
| 423 | 2012.02.08 11:59 | modify | 59 | 1.00 | 77.100 | 82.883 | 77.031 | ||
| 424 | 2012.02.08 12:17 | modify | 59 | 1.00 | 77.100 | 82.883 | 77.032 | ||
| 425 | 2012.02.08 12:23 | t/p | 59 | 1.00 | 77.032 | 82.883 | 77.032 | 6800.00 | 1238660.00 |
| 426 | 2012.02.20 13:36 | buy | 60 | 1.00 | 79.557 | 73.590 | 79.637 | ||
| 427 | 2012.02.20 19:04 | modify | 60 | 1.00 | 79.557 | 79.560 | 79.637 | ||
| 428 | 2012.02.20 19:04 | modify | 60 | 1.00 | 79.557 | 79.563 | 79.637 | ||
| 429 | 2012.02.20 19:04 | modify | 60 | 1.00 | 79.557 | 79.564 | 79.637 | ||
| 430 | 2012.02.20 19:04 | s/l | 60 | 1.00 | 79.564 | 79.564 | 79.637 | 700.00 | 1239360.00 |
| 431 | 2012.03.13 20:59 | buy | 61 | 1.00 | 82.692 | 76.490 | 82.775 | ||
| 432 | 2012.03.13 21:15 | t/p | 61 | 1.00 | 82.775 | 76.490 | 82.775 | 8300.00 | 1247660.00 |
| 433 | 2012.03.19 03:04 | buy | 62 | 1.00 | 83.438 | 77.180 | 83.521 | ||
| 434 | 2012.03.19 03:31 | t/p | 62 | 1.00 | 83.521 | 77.180 | 83.521 | 8300.00 | 1255960.00 |
| 435 | 2012.03.27 17:58 | buy | 63 | 1.00 | 83.166 | 76.929 | 83.249 | ||
| 436 | 2012.03.27 19:03 | modify | 63 | 1.00 | 83.166 | 76.929 | 83.245 | ||
| 437 | 2012.03.27 20:02 | modify | 63 | 1.00 | 83.166 | 76.929 | 83.242 | ||
| 438 | 2012.03.27 22:58 | modify | 63 | 1.00 | 83.166 | 83.168 | 83.242 | ||
| 439 | 2012.03.27 22:58 | modify | 63 | 1.00 | 83.166 | 83.171 | 83.242 | ||
| 440 | 2012.03.27 22:58 | modify | 63 | 1.00 | 83.166 | 83.174 | 83.242 | ||
| 441 | 2012.03.27 22:58 | s/l | 63 | 1.00 | 83.174 | 83.174 | 83.242 | 800.00 | 1256760.00 |
| 442 | 2012.03.28 19:30 | sell | 64 | 1.00 | 82.756 | 88.963 | 82.673 | ||
| 443 | 2012.03.28 20:33 | modify | 64 | 1.00 | 82.756 | 88.963 | 82.677 | ||
| 444 | 2012.03.28 21:10 | modify | 64 | 1.00 | 82.756 | 88.963 | 82.679 | ||
| 445 | 2012.03.28 21:19 | modify | 64 | 1.00 | 82.756 | 88.963 | 82.680 | ||
| 446 | 2012.03.28 21:37 | modify | 64 | 1.00 | 82.756 | 88.963 | 82.681 | ||
| 447 | 2012.03.28 22:07 | modify | 64 | 1.00 | 82.756 | 88.963 | 82.682 | ||
| 448 | 2012.03.28 22:12 | modify | 64 | 1.00 | 82.756 | 88.963 | 82.683 | ||
| 449 | 2012.03.28 23:24 | modify | 64 | 1.00 | 82.756 | 82.755 | 82.683 | ||
| 450 | 2012.03.28 23:24 | s/l | 64 | 1.00 | 82.755 | 82.755 | 82.683 | 100.00 | 1256860.00 |