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 |
| 4351 | 2017.12.07 10:29 | modify | 301 | 1.00 | 114.016 | 105.465 | 113.362 | ||
| 4352 | 2017.12.07 11:29 | modify | 301 | 1.00 | 114.016 | 105.465 | 113.361 | ||
| 4353 | 2017.12.07 12:29 | modify | 301 | 1.00 | 114.016 | 105.465 | 113.360 | ||
| 4354 | 2017.12.07 13:29 | modify | 301 | 1.00 | 114.016 | 105.465 | 113.359 | ||
| 4355 | 2017.12.07 14:29 | modify | 301 | 1.00 | 114.016 | 105.465 | 113.358 | ||
| 4356 | 2017.12.07 15:29 | modify | 301 | 1.00 | 114.016 | 105.465 | 113.357 | ||
| 4357 | 2017.12.07 16:29 | modify | 301 | 1.00 | 114.016 | 105.465 | 113.356 | ||
| 4358 | 2017.12.07 17:29 | modify | 301 | 1.00 | 114.016 | 105.465 | 113.355 | ||
| 4359 | 2017.12.07 18:29 | modify | 301 | 1.00 | 114.016 | 105.465 | 113.354 | ||
| 4360 | 2017.12.07 19:29 | modify | 301 | 1.00 | 114.016 | 105.465 | 113.353 | ||
| 4361 | 2017.12.07 20:29 | modify | 301 | 1.00 | 114.016 | 105.465 | 113.352 | ||
| 4362 | 2017.12.07 21:29 | modify | 301 | 1.00 | 114.016 | 105.465 | 113.351 | ||
| 4363 | 2017.12.07 22:29 | modify | 301 | 1.00 | 114.016 | 105.465 | 113.350 | ||
| 4364 | 2017.12.07 23:29 | modify | 301 | 1.00 | 114.016 | 105.465 | 113.349 | ||
| 4365 | 2017.12.08 00:29 | modify | 301 | 1.00 | 114.016 | 105.465 | 113.348 | ||
| 4366 | 2017.12.08 01:29 | modify | 301 | 1.00 | 114.016 | 105.465 | 113.347 | ||
| 4367 | 2017.12.08 02:29 | modify | 301 | 1.00 | 114.016 | 105.465 | 113.346 | ||
| 4368 | 2017.12.08 03:29 | modify | 301 | 1.00 | 114.016 | 105.465 | 113.345 | ||
| 4369 | 2017.12.08 03:50 | t/p | 301 | 1.00 | 113.345 | 105.465 | 113.345 | -66520.00 | 2293620.00 |
| 4370 | 2017.12.11 19:21 | sell | 302 | 1.00 | 113.374 | 121.877 | 113.261 | ||
| 4371 | 2017.12.12 09:09 | modify | 302 | 1.00 | 113.374 | 113.373 | 113.261 | ||
| 4372 | 2017.12.12 09:09 | s/l | 302 | 1.00 | 113.373 | 113.373 | 113.261 | -30.00 | 2293590.00 |
| 4373 | 2017.12.14 01:31 | sell | 303 | 1.00 | 112.727 | 121.182 | 112.614 | ||
| 4374 | 2017.12.14 02:32 | modify | 303 | 1.00 | 112.727 | 121.182 | 112.619 | ||
| 4375 | 2017.12.14 02:46 | modify | 303 | 1.00 | 112.727 | 121.182 | 112.620 | ||
| 4376 | 2017.12.14 02:51 | modify | 303 | 1.00 | 112.727 | 121.182 | 112.621 | ||
| 4377 | 2017.12.14 03:04 | modify | 303 | 1.00 | 112.727 | 121.182 | 112.622 | ||
| 4378 | 2017.12.14 03:17 | modify | 303 | 1.00 | 112.727 | 121.182 | 112.623 | ||
| 4379 | 2017.12.14 03:29 | modify | 303 | 1.00 | 112.727 | 121.182 | 112.624 | ||
| 4380 | 2017.12.14 03:42 | modify | 303 | 1.00 | 112.727 | 121.182 | 112.625 | ||
| 4381 | 2017.12.14 03:52 | t/p | 303 | 1.00 | 112.625 | 121.182 | 112.625 | 10200.00 | 2303790.00 |
| 4382 | 2018.01.25 12:07 | buy | 304 | 1.00 | 109.042 | 100.864 | 109.151 | ||
| 4383 | 2018.01.25 16:21 | modify | 304 | 1.00 | 109.042 | 109.043 | 109.151 | ||
| 4384 | 2018.01.25 16:21 | s/l | 304 | 1.00 | 109.043 | 109.043 | 109.151 | 100.00 | 2303890.00 |
| 4385 | 2018.01.29 16:18 | buy | 305 | 1.00 | 108.733 | 100.578 | 108.842 | ||
| 4386 | 2018.01.29 16:46 | t/p | 305 | 1.00 | 108.842 | 100.578 | 108.842 | 10900.00 | 2314790.00 |
| 4387 | 2018.01.29 21:42 | buy | 306 | 1.00 | 108.940 | 100.770 | 109.049 | ||
| 4388 | 2018.01.29 22:49 | modify | 306 | 1.00 | 108.940 | 100.770 | 109.044 | ||
| 4389 | 2018.01.29 22:53 | modify | 306 | 1.00 | 108.940 | 100.770 | 109.043 | ||
| 4390 | 2018.01.29 23:07 | modify | 306 | 1.00 | 108.940 | 100.770 | 109.042 | ||
| 4391 | 2018.01.29 23:20 | modify | 306 | 1.00 | 108.940 | 100.770 | 109.041 | ||
| 4392 | 2018.01.29 23:33 | modify | 306 | 1.00 | 108.940 | 100.770 | 109.040 | ||
| 4393 | 2018.01.29 23:46 | modify | 306 | 1.00 | 108.940 | 100.770 | 109.039 | ||
| 4394 | 2018.01.30 00:00 | modify | 306 | 1.00 | 108.940 | 100.770 | 109.038 | ||
| 4395 | 2018.01.30 00:13 | modify | 306 | 1.00 | 108.940 | 100.770 | 109.037 | ||
| 4396 | 2018.01.30 00:26 | modify | 306 | 1.00 | 108.940 | 100.770 | 109.036 | ||
| 4397 | 2018.01.30 00:39 | modify | 306 | 1.00 | 108.940 | 100.770 | 109.035 | ||
| 4398 | 2018.01.30 00:42 | modify | 306 | 1.00 | 108.940 | 108.972 | 109.035 | ||
| 4399 | 2018.01.30 00:42 | s/l | 306 | 1.00 | 108.972 | 108.972 | 109.035 | 3220.00 | 2318010.00 |
| 4400 | 2018.02.01 12:28 | sell | 307 | 1.00 | 109.657 | 117.881 | 109.547 | ||
| 4401 | 2018.02.01 14:02 | modify | 307 | 1.00 | 109.657 | 117.881 | 109.555 | ||
| 4402 | 2018.02.01 14:15 | modify | 307 | 1.00 | 109.657 | 117.881 | 109.556 | ||
| 4403 | 2018.02.01 14:42 | modify | 307 | 1.00 | 109.657 | 117.881 | 109.558 | ||
| 4404 | 2018.02.01 14:54 | modify | 307 | 1.00 | 109.657 | 117.881 | 109.559 | ||
| 4405 | 2018.02.01 15:11 | modify | 307 | 1.00 | 109.657 | 117.881 | 109.560 | ||
| 4406 | 2018.02.01 15:19 | t/p | 307 | 1.00 | 109.560 | 117.881 | 109.560 | 9700.00 | 2327710.00 |
| 4407 | 2018.02.14 05:33 | buy | 308 | 1.00 | 107.079 | 99.048 | 107.186 | ||
| 4408 | 2018.02.14 06:51 | modify | 308 | 1.00 | 107.079 | 99.048 | 107.180 | ||
| 4409 | 2018.02.14 07:01 | modify | 308 | 1.00 | 107.079 | 99.048 | 107.179 | ||
| 4410 | 2018.02.14 07:04 | t/p | 308 | 1.00 | 107.179 | 99.048 | 107.179 | 10000.00 | 2337710.00 |
| 4411 | 2018.02.15 09:44 | buy | 309 | 1.00 | 106.225 | 98.258 | 106.331 | ||
| 4412 | 2018.02.15 09:59 | t/p | 309 | 1.00 | 106.331 | 98.258 | 106.331 | 10600.00 | 2348310.00 |
| 4413 | 2018.02.21 00:24 | buy | 310 | 1.00 | 107.292 | 99.245 | 107.399 | ||
| 4414 | 2018.02.21 01:24 | modify | 310 | 1.00 | 107.292 | 99.245 | 107.395 | ||
| 4415 | 2018.02.21 01:28 | modify | 310 | 1.00 | 107.292 | 99.245 | 107.394 | ||
| 4416 | 2018.02.21 01:42 | modify | 310 | 1.00 | 107.292 | 99.245 | 107.393 | ||
| 4417 | 2018.02.21 01:55 | modify | 310 | 1.00 | 107.292 | 99.245 | 107.392 | ||
| 4418 | 2018.02.21 01:58 | t/p | 310 | 1.00 | 107.392 | 99.245 | 107.392 | 10000.00 | 2358310.00 |
| 4419 | 2018.03.08 23:17 | sell | 311 | 1.00 | 106.283 | 114.254 | 106.177 | ||
| 4420 | 2018.03.08 23:49 | t/p | 311 | 1.00 | 106.177 | 114.254 | 106.177 | 10600.00 | 2368910.00 |
| 4421 | 2018.03.22 04:00 | buy | 312 | 1.00 | 105.619 | 97.698 | 105.725 | ||
| 4422 | 2018.03.22 04:27 | t/p | 312 | 1.00 | 105.725 | 97.698 | 105.725 | 10600.00 | 2379510.00 |
| 4423 | 2018.04.06 10:00 | sell | 313 | 1.00 | 107.404 | 115.459 | 107.297 | ||
| 4424 | 2018.04.06 11:06 | modify | 313 | 1.00 | 107.404 | 115.459 | 107.301 | ||
| 4425 | 2018.04.06 11:06 | modify | 313 | 1.00 | 107.404 | 115.459 | 107.302 | ||
| 4426 | 2018.04.06 11:19 | modify | 313 | 1.00 | 107.404 | 115.459 | 107.303 | ||
| 4427 | 2018.04.06 11:33 | modify | 313 | 1.00 | 107.404 | 115.459 | 107.304 | ||
| 4428 | 2018.04.06 11:46 | modify | 313 | 1.00 | 107.404 | 115.459 | 107.305 | ||
| 4429 | 2018.04.06 12:00 | modify | 313 | 1.00 | 107.404 | 115.459 | 107.306 | ||
| 4430 | 2018.04.06 12:13 | modify | 313 | 1.00 | 107.404 | 115.459 | 107.307 | ||
| 4431 | 2018.04.06 12:26 | modify | 313 | 1.00 | 107.404 | 115.459 | 107.308 | ||
| 4432 | 2018.04.06 12:40 | modify | 313 | 1.00 | 107.404 | 115.459 | 107.309 | ||
| 4433 | 2018.04.06 12:53 | modify | 313 | 1.00 | 107.404 | 115.459 | 107.310 | ||
| 4434 | 2018.04.06 13:00 | modify | 313 | 1.00 | 107.404 | 107.342 | 107.310 | ||
| 4435 | 2018.04.06 13:00 | s/l | 313 | 1.00 | 107.342 | 107.342 | 107.310 | 6200.00 | 2385710.00 |
| 4436 | 2018.04.09 01:53 | buy | 314 | 1.00 | 106.970 | 98.947 | 107.077 | ||
| 4437 | 2018.04.09 02:54 | modify | 314 | 1.00 | 106.970 | 98.947 | 107.072 | ||
| 4438 | 2018.04.09 03:06 | modify | 314 | 1.00 | 106.970 | 98.947 | 107.071 | ||
| 4439 | 2018.04.09 03:20 | modify | 314 | 1.00 | 106.970 | 98.947 | 107.070 | ||
| 4440 | 2018.04.09 03:53 | modify | 314 | 1.00 | 106.970 | 98.947 | 107.068 | ||
| 4441 | 2018.04.09 06:03 | modify | 314 | 1.00 | 106.970 | 106.972 | 107.068 | ||
| 4442 | 2018.04.09 06:03 | s/l | 314 | 1.00 | 106.972 | 106.972 | 107.068 | 200.00 | 2385910.00 |
| 4443 | 2018.04.11 15:05 | sell | 315 | 1.00 | 106.820 | 114.832 | 106.713 | ||
| 4444 | 2018.04.11 15:30 | t/p | 315 | 1.00 | 106.713 | 114.832 | 106.713 | 10700.00 | 2396610.00 |
| 4445 | 2018.04.13 02:56 | sell | 316 | 1.00 | 107.236 | 115.279 | 107.129 | ||
| 4446 | 2018.04.16 00:00 | modify | 316 | 1.00 | 107.236 | 115.279 | 107.281 | ||
| 4447 | 2018.04.16 00:23 | modify | 316 | 1.00 | 107.236 | 115.279 | 107.282 | ||
| 4448 | 2018.04.16 01:23 | modify | 316 | 1.00 | 107.236 | 115.279 | 107.283 | ||
| 4449 | 2018.04.16 02:23 | modify | 316 | 1.00 | 107.236 | 115.279 | 107.284 | ||
| 4450 | 2018.04.16 03:23 | modify | 316 | 1.00 | 107.236 | 115.279 | 107.285 | ||
| 4451 | 2018.04.16 04:23 | modify | 316 | 1.00 | 107.236 | 115.279 | 107.286 | ||
| 4452 | 2018.04.16 05:23 | modify | 316 | 1.00 | 107.236 | 115.279 | 107.287 | ||
| 4453 | 2018.04.16 05:39 | t/p | 316 | 1.00 | 107.287 | 115.279 | 107.287 | -5230.00 | 2391380.00 |
| 4454 | 2018.04.16 22:46 | sell | 317 | 1.00 | 107.126 | 115.160 | 107.019 | ||
| 4455 | 2018.04.16 23:46 | modify | 317 | 1.00 | 107.126 | 115.160 | 107.023 | ||
| 4456 | 2018.04.16 23:48 | modify | 317 | 1.00 | 107.126 | 115.160 | 107.024 | ||
| 4457 | 2018.04.17 00:01 | modify | 317 | 1.00 | 107.126 | 115.160 | 107.025 | ||
| 4458 | 2018.04.17 00:15 | modify | 317 | 1.00 | 107.126 | 115.160 | 107.026 | ||
| 4459 | 2018.04.17 00:28 | modify | 317 | 1.00 | 107.126 | 115.160 | 107.027 | ||
| 4460 | 2018.04.17 00:55 | modify | 317 | 1.00 | 107.126 | 115.160 | 107.029 | ||
| 4461 | 2018.04.17 01:13 | modify | 317 | 1.00 | 107.126 | 115.160 | 107.030 | ||
| 4462 | 2018.04.17 01:22 | modify | 317 | 1.00 | 107.126 | 115.160 | 107.031 | ||
| 4463 | 2018.04.17 01:35 | modify | 317 | 1.00 | 107.126 | 115.160 | 107.032 | ||
| 4464 | 2018.04.17 01:46 | modify | 317 | 1.00 | 107.126 | 107.117 | 107.032 | ||
| 4465 | 2018.04.17 01:46 | s/l | 317 | 1.00 | 107.117 | 107.117 | 107.032 | 770.00 | 2392150.00 |
| 4466 | 2018.04.18 21:22 | buy | 318 | 1.00 | 107.198 | 99.158 | 107.305 | ||
| 4467 | 2018.04.18 22:05 | t/p | 318 | 1.00 | 107.305 | 99.158 | 107.305 | 10700.00 | 2402850.00 |
| 4468 | 2018.04.27 14:55 | buy | 319 | 1.00 | 109.312 | 101.114 | 109.421 | ||
| 4469 | 2018.04.27 15:30 | t/p | 319 | 1.00 | 109.421 | 101.114 | 109.421 | 10900.00 | 2413750.00 |
| 4470 | 2018.05.07 19:14 | buy | 320 | 1.00 | 109.134 | 100.949 | 109.243 | ||
| 4471 | 2018.05.08 01:59 | modify | 320 | 1.00 | 109.134 | 109.136 | 109.243 | ||
| 4472 | 2018.05.08 01:59 | s/l | 320 | 1.00 | 109.136 | 109.136 | 109.243 | 220.00 | 2413970.00 |
| 4473 | 2018.05.11 13:54 | buy | 321 | 1.00 | 109.284 | 101.088 | 109.393 | ||
| 4474 | 2018.05.11 14:54 | modify | 321 | 1.00 | 109.284 | 101.088 | 109.389 | ||
| 4475 | 2018.05.11 14:57 | modify | 321 | 1.00 | 109.284 | 101.088 | 109.388 | ||
| 4476 | 2018.05.11 15:10 | modify | 321 | 1.00 | 109.284 | 101.088 | 109.387 | ||
| 4477 | 2018.05.11 15:23 | modify | 321 | 1.00 | 109.284 | 101.088 | 109.386 | ||
| 4478 | 2018.05.11 15:36 | modify | 321 | 1.00 | 109.284 | 101.088 | 109.385 | ||
| 4479 | 2018.05.11 17:17 | modify | 321 | 1.00 | 109.284 | 109.286 | 109.385 | ||
| 4480 | 2018.05.11 17:17 | s/l | 321 | 1.00 | 109.286 | 109.286 | 109.385 | 200.00 | 2414170.00 |
| 4481 | 2018.05.15 17:21 | buy | 322 | 1.00 | 110.278 | 102.007 | 110.388 | ||
| 4482 | 2018.05.15 18:21 | modify | 322 | 1.00 | 110.278 | 102.007 | 110.384 | ||
| 4483 | 2018.05.15 18:24 | modify | 322 | 1.00 | 110.278 | 102.007 | 110.383 | ||
| 4484 | 2018.05.15 19:06 | modify | 322 | 1.00 | 110.278 | 102.007 | 110.380 | ||
| 4485 | 2018.05.15 19:35 | modify | 322 | 1.00 | 110.278 | 102.007 | 110.378 | ||
| 4486 | 2018.05.15 19:42 | modify | 322 | 1.00 | 110.278 | 102.007 | 110.377 | ||
| 4487 | 2018.05.15 19:55 | modify | 322 | 1.00 | 110.278 | 102.007 | 110.376 | ||
| 4488 | 2018.05.15 20:08 | modify | 322 | 1.00 | 110.278 | 102.007 | 110.375 | ||
| 4489 | 2018.05.15 20:21 | modify | 322 | 1.00 | 110.278 | 102.007 | 110.374 | ||
| 4490 | 2018.05.15 20:21 | modify | 322 | 1.00 | 110.278 | 110.369 | 110.374 | ||
| 4491 | 2018.05.15 20:21 | s/l | 322 | 1.00 | 110.369 | 110.369 | 110.374 | 9100.00 | 2423270.00 |
| 4492 | 2018.05.28 20:38 | buy | 323 | 1.00 | 109.377 | 101.174 | 109.486 | ||
| 4493 | 2018.05.28 21:38 | modify | 323 | 1.00 | 109.377 | 101.174 | 109.482 | ||
| 4494 | 2018.05.28 21:42 | modify | 323 | 1.00 | 109.377 | 101.174 | 109.481 | ||
| 4495 | 2018.05.28 21:59 | modify | 323 | 1.00 | 109.377 | 101.174 | 109.480 | ||
| 4496 | 2018.05.28 22:08 | modify | 323 | 1.00 | 109.377 | 101.174 | 109.479 | ||
| 4497 | 2018.05.28 22:22 | modify | 323 | 1.00 | 109.377 | 101.174 | 109.478 | ||
| 4498 | 2018.05.28 22:34 | modify | 323 | 1.00 | 109.377 | 101.174 | 109.477 | ||
| 4499 | 2018.05.28 22:48 | modify | 323 | 1.00 | 109.377 | 101.174 | 109.476 | ||
| 4500 | 2018.05.28 23:01 | modify | 323 | 1.00 | 109.377 | 101.174 | 109.475 | ||