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 |
| 5701 | 2019.07.09 00:33 | modify | 378 | 1.00 | 109.842 | 101.604 | 108.923 | ||
| 5702 | 2019.07.09 01:33 | modify | 378 | 1.00 | 109.842 | 101.604 | 108.922 | ||
| 5703 | 2019.07.09 02:33 | modify | 378 | 1.00 | 109.842 | 101.604 | 108.921 | ||
| 5704 | 2019.07.09 03:33 | modify | 378 | 1.00 | 109.842 | 101.604 | 108.920 | ||
| 5705 | 2019.07.09 04:33 | modify | 378 | 1.00 | 109.842 | 101.604 | 108.919 | ||
| 5706 | 2019.07.09 05:33 | modify | 378 | 1.00 | 109.842 | 101.604 | 108.918 | ||
| 5707 | 2019.07.09 06:33 | modify | 378 | 1.00 | 109.842 | 101.604 | 108.917 | ||
| 5708 | 2019.07.09 07:33 | modify | 378 | 1.00 | 109.842 | 101.604 | 108.916 | ||
| 5709 | 2019.07.09 08:33 | modify | 378 | 1.00 | 109.842 | 101.604 | 108.915 | ||
| 5710 | 2019.07.09 09:33 | modify | 378 | 1.00 | 109.842 | 101.604 | 108.914 | ||
| 5711 | 2019.07.09 10:33 | modify | 378 | 1.00 | 109.842 | 101.604 | 108.913 | ||
| 5712 | 2019.07.09 11:33 | modify | 378 | 1.00 | 109.842 | 101.604 | 108.912 | ||
| 5713 | 2019.07.09 11:57 | t/p | 378 | 1.00 | 108.912 | 101.604 | 108.912 | -92240.00 | 2544160.00 |
| 5714 | 2019.07.10 02:15 | sell | 382 | 1.00 | 108.893 | 117.060 | 108.784 | ||
| 5715 | 2019.07.10 04:38 | modify | 382 | 1.00 | 108.893 | 117.060 | 108.795 | ||
| 5716 | 2019.07.10 05:01 | modify | 382 | 1.00 | 108.893 | 117.060 | 108.797 | ||
| 5717 | 2019.07.10 05:15 | modify | 382 | 1.00 | 108.893 | 117.060 | 108.798 | ||
| 5718 | 2019.07.10 05:15 | modify | 382 | 1.00 | 108.893 | 108.892 | 108.798 | ||
| 5719 | 2019.07.10 05:15 | modify | 382 | 1.00 | 108.893 | 108.891 | 108.798 | ||
| 5720 | 2019.07.10 05:15 | s/l | 382 | 1.00 | 108.891 | 108.891 | 108.798 | 200.00 | 2544360.00 |
| 5721 | 2019.07.22 06:59 | buy | 383 | 1.00 | 107.932 | 99.837 | 108.040 | ||
| 5722 | 2019.07.22 07:59 | modify | 383 | 1.00 | 107.932 | 99.837 | 108.035 | ||
| 5723 | 2019.07.22 08:12 | modify | 383 | 1.00 | 107.932 | 99.837 | 108.034 | ||
| 5724 | 2019.07.22 08:25 | modify | 383 | 1.00 | 107.932 | 99.837 | 108.033 | ||
| 5725 | 2019.07.22 08:38 | modify | 383 | 1.00 | 107.932 | 99.837 | 108.032 | ||
| 5726 | 2019.07.22 08:52 | modify | 383 | 1.00 | 107.932 | 99.837 | 108.031 | ||
| 5727 | 2019.07.22 09:05 | modify | 383 | 1.00 | 107.932 | 99.837 | 108.030 | ||
| 5728 | 2019.07.22 09:18 | modify | 383 | 1.00 | 107.932 | 99.837 | 108.029 | ||
| 5729 | 2019.07.22 09:19 | t/p | 383 | 1.00 | 108.029 | 99.837 | 108.029 | 9700.00 | 2554060.00 |
| 5730 | 2019.08.08 07:16 | buy | 384 | 1.00 | 106.219 | 98.253 | 106.325 | ||
| 5731 | 2019.08.08 17:43 | modify | 384 | 1.00 | 106.219 | 106.220 | 106.325 | ||
| 5732 | 2019.08.08 17:43 | modify | 384 | 1.00 | 106.219 | 106.221 | 106.325 | ||
| 5733 | 2019.08.08 17:43 | modify | 384 | 1.00 | 106.219 | 106.224 | 106.325 | ||
| 5734 | 2019.08.08 17:43 | s/l | 384 | 1.00 | 106.224 | 106.224 | 106.325 | 500.00 | 2554560.00 |
| 5735 | 2019.08.13 17:32 | sell | 385 | 1.00 | 106.898 | 114.915 | 106.791 | ||
| 5736 | 2019.08.13 17:37 | t/p | 385 | 1.00 | 106.791 | 114.915 | 106.791 | 10700.00 | 2565260.00 |
| 5737 | 2019.08.19 15:58 | sell | 386 | 1.00 | 106.620 | 114.617 | 106.513 | ||
| 5738 | 2019.08.19 16:58 | modify | 386 | 1.00 | 106.620 | 114.617 | 106.518 | ||
| 5739 | 2019.08.19 17:06 | t/p | 386 | 1.00 | 106.518 | 114.617 | 106.518 | 10200.00 | 2575460.00 |
| 5740 | 2019.08.19 22:26 | sell | 387 | 1.00 | 106.628 | 114.625 | 106.521 | ||
| 5741 | 2019.08.19 23:26 | modify | 387 | 1.00 | 106.628 | 114.625 | 106.526 | ||
| 5742 | 2019.08.19 23:48 | modify | 387 | 1.00 | 106.628 | 114.625 | 106.528 | ||
| 5743 | 2019.08.20 00:02 | modify | 387 | 1.00 | 106.628 | 114.625 | 106.529 | ||
| 5744 | 2019.08.20 00:15 | modify | 387 | 1.00 | 106.628 | 114.625 | 106.530 | ||
| 5745 | 2019.08.20 00:29 | modify | 387 | 1.00 | 106.628 | 114.625 | 106.531 | ||
| 5746 | 2019.08.20 00:43 | modify | 387 | 1.00 | 106.628 | 114.625 | 106.532 | ||
| 5747 | 2019.08.20 00:56 | modify | 387 | 1.00 | 106.628 | 114.625 | 106.533 | ||
| 5748 | 2019.08.20 01:09 | modify | 387 | 1.00 | 106.628 | 114.625 | 106.534 | ||
| 5749 | 2019.08.20 01:23 | modify | 387 | 1.00 | 106.628 | 114.625 | 106.535 | ||
| 5750 | 2019.08.20 01:26 | modify | 387 | 1.00 | 106.628 | 106.576 | 106.535 | ||
| 5751 | 2019.08.20 01:26 | s/l | 387 | 1.00 | 106.576 | 106.576 | 106.535 | 5070.00 | 2580530.00 |
| 5752 | 2019.08.20 23:07 | buy | 388 | 1.00 | 106.217 | 98.251 | 106.323 | ||
| 5753 | 2019.08.21 00:07 | modify | 388 | 1.00 | 106.217 | 98.251 | 106.319 | ||
| 5754 | 2019.08.21 00:11 | modify | 388 | 1.00 | 106.217 | 98.251 | 106.318 | ||
| 5755 | 2019.08.21 00:25 | modify | 388 | 1.00 | 106.217 | 98.251 | 106.317 | ||
| 5756 | 2019.08.21 00:38 | modify | 388 | 1.00 | 106.217 | 98.251 | 106.316 | ||
| 5757 | 2019.08.21 00:52 | modify | 388 | 1.00 | 106.217 | 98.251 | 106.315 | ||
| 5758 | 2019.08.21 01:05 | modify | 388 | 1.00 | 106.217 | 98.251 | 106.314 | ||
| 5759 | 2019.08.21 01:19 | modify | 388 | 1.00 | 106.217 | 98.251 | 106.313 | ||
| 5760 | 2019.08.21 01:32 | modify | 388 | 1.00 | 106.217 | 98.251 | 106.312 | ||
| 5761 | 2019.08.21 01:46 | modify | 388 | 1.00 | 106.217 | 98.251 | 106.311 | ||
| 5762 | 2019.08.21 02:00 | modify | 388 | 1.00 | 106.217 | 98.251 | 106.310 | ||
| 5763 | 2019.08.21 02:07 | modify | 388 | 1.00 | 106.217 | 106.254 | 106.310 | ||
| 5764 | 2019.08.21 02:07 | modify | 388 | 1.00 | 106.217 | 106.255 | 106.310 | ||
| 5765 | 2019.08.21 02:07 | modify | 388 | 1.00 | 106.217 | 106.256 | 106.310 | ||
| 5766 | 2019.08.21 02:07 | modify | 388 | 1.00 | 106.217 | 106.258 | 106.310 | ||
| 5767 | 2019.08.21 02:07 | s/l | 388 | 1.00 | 106.258 | 106.258 | 106.310 | 4160.00 | 2584690.00 |
| 5768 | 2019.08.29 04:53 | buy | 389 | 1.00 | 105.887 | 97.945 | 105.993 | ||
| 5769 | 2019.08.29 05:56 | modify | 389 | 1.00 | 105.887 | 97.945 | 105.988 | ||
| 5770 | 2019.08.29 06:06 | modify | 389 | 1.00 | 105.887 | 97.945 | 105.987 | ||
| 5771 | 2019.08.29 06:27 | modify | 389 | 1.00 | 105.887 | 97.945 | 105.986 | ||
| 5772 | 2019.08.29 06:33 | modify | 389 | 1.00 | 105.887 | 97.945 | 105.985 | ||
| 5773 | 2019.08.29 06:47 | modify | 389 | 1.00 | 105.887 | 97.945 | 105.984 | ||
| 5774 | 2019.08.29 07:01 | modify | 389 | 1.00 | 105.887 | 97.945 | 105.983 | ||
| 5775 | 2019.08.29 07:14 | modify | 389 | 1.00 | 105.887 | 97.945 | 105.982 | ||
| 5776 | 2019.08.29 07:28 | modify | 389 | 1.00 | 105.887 | 97.945 | 105.981 | ||
| 5777 | 2019.08.29 07:41 | modify | 389 | 1.00 | 105.887 | 97.945 | 105.980 | ||
| 5778 | 2019.08.29 07:53 | modify | 389 | 1.00 | 105.887 | 105.914 | 105.980 | ||
| 5779 | 2019.08.29 07:53 | s/l | 389 | 1.00 | 105.914 | 105.914 | 105.980 | 2700.00 | 2587390.00 |
| 5780 | 2019.09.03 11:24 | sell | 390 | 1.00 | 106.060 | 114.015 | 105.954 | ||
| 5781 | 2019.09.03 12:26 | modify | 390 | 1.00 | 106.060 | 114.015 | 105.958 | ||
| 5782 | 2019.09.03 12:26 | modify | 390 | 1.00 | 106.060 | 114.015 | 105.959 | ||
| 5783 | 2019.09.03 12:42 | modify | 390 | 1.00 | 106.060 | 114.015 | 105.960 | ||
| 5784 | 2019.09.03 12:53 | modify | 390 | 1.00 | 106.060 | 114.015 | 105.961 | ||
| 5785 | 2019.09.03 13:10 | modify | 390 | 1.00 | 106.060 | 114.015 | 105.962 | ||
| 5786 | 2019.09.03 13:20 | modify | 390 | 1.00 | 106.060 | 114.015 | 105.963 | ||
| 5787 | 2019.09.03 17:00 | modify | 390 | 1.00 | 106.060 | 106.050 | 105.963 | ||
| 5788 | 2019.09.03 17:00 | s/l | 390 | 1.00 | 106.050 | 106.050 | 105.963 | 1000.00 | 2588390.00 |
| 5789 | 2019.09.16 16:11 | sell | 391 | 1.00 | 107.871 | 115.961 | 107.763 | ||
| 5790 | 2019.09.17 16:11 | modify | 391 | 1.00 | 107.871 | 115.961 | 107.871 | ||
| 5791 | 2019.09.17 16:38 | modify | 391 | 1.00 | 107.871 | 115.961 | 107.872 | ||
| 5792 | 2019.09.17 17:38 | modify | 391 | 1.00 | 107.871 | 115.961 | 107.873 | ||
| 5793 | 2019.09.17 18:38 | modify | 391 | 1.00 | 107.871 | 115.961 | 107.874 | ||
| 5794 | 2019.09.17 19:38 | modify | 391 | 1.00 | 107.871 | 115.961 | 107.875 | ||
| 5795 | 2019.09.17 20:38 | modify | 391 | 1.00 | 107.871 | 115.961 | 107.876 | ||
| 5796 | 2019.09.17 21:38 | modify | 391 | 1.00 | 107.871 | 115.961 | 107.877 | ||
| 5797 | 2019.09.17 22:38 | modify | 391 | 1.00 | 107.871 | 115.961 | 107.878 | ||
| 5798 | 2019.09.17 23:38 | modify | 391 | 1.00 | 107.871 | 115.961 | 107.879 | ||
| 5799 | 2019.09.18 00:38 | modify | 391 | 1.00 | 107.871 | 115.961 | 107.880 | ||
| 5800 | 2019.09.18 01:38 | modify | 391 | 1.00 | 107.871 | 115.961 | 107.881 | ||
| 5801 | 2019.09.18 02:38 | modify | 391 | 1.00 | 107.871 | 115.961 | 107.882 | ||
| 5802 | 2019.09.18 03:38 | modify | 391 | 1.00 | 107.871 | 115.961 | 107.883 | ||
| 5803 | 2019.09.18 04:38 | modify | 391 | 1.00 | 107.871 | 115.961 | 107.884 | ||
| 5804 | 2019.09.18 05:38 | modify | 391 | 1.00 | 107.871 | 115.961 | 107.885 | ||
| 5805 | 2019.09.18 06:38 | modify | 391 | 1.00 | 107.871 | 115.961 | 107.886 | ||
| 5806 | 2019.09.18 07:38 | modify | 391 | 1.00 | 107.871 | 115.961 | 107.887 | ||
| 5807 | 2019.09.18 08:38 | modify | 391 | 1.00 | 107.871 | 115.961 | 107.888 | ||
| 5808 | 2019.09.18 09:38 | modify | 391 | 1.00 | 107.871 | 115.961 | 107.889 | ||
| 5809 | 2019.09.18 10:38 | modify | 391 | 1.00 | 107.871 | 115.961 | 107.890 | ||
| 5810 | 2019.09.18 11:38 | modify | 391 | 1.00 | 107.871 | 115.961 | 107.891 | ||
| 5811 | 2019.09.18 12:38 | modify | 391 | 1.00 | 107.871 | 115.961 | 107.892 | ||
| 5812 | 2019.09.18 13:38 | modify | 391 | 1.00 | 107.871 | 115.961 | 107.893 | ||
| 5813 | 2019.09.18 14:38 | modify | 391 | 1.00 | 107.871 | 115.961 | 107.894 | ||
| 5814 | 2019.09.18 15:38 | modify | 391 | 1.00 | 107.871 | 115.961 | 107.895 | ||
| 5815 | 2019.09.18 16:38 | modify | 391 | 1.00 | 107.871 | 115.961 | 107.896 | ||
| 5816 | 2019.09.18 17:38 | modify | 391 | 1.00 | 107.871 | 115.961 | 107.897 | ||
| 5817 | 2019.09.18 18:38 | modify | 391 | 1.00 | 107.871 | 115.961 | 107.898 | ||
| 5818 | 2019.09.18 19:38 | modify | 391 | 1.00 | 107.871 | 115.961 | 107.899 | ||
| 5819 | 2019.09.18 20:38 | modify | 391 | 1.00 | 107.871 | 115.961 | 107.900 | ||
| 5820 | 2019.09.18 21:38 | modify | 391 | 1.00 | 107.871 | 115.961 | 107.901 | ||
| 5821 | 2019.09.18 22:38 | modify | 391 | 1.00 | 107.871 | 115.961 | 107.902 | ||
| 5822 | 2019.09.18 23:38 | modify | 391 | 1.00 | 107.871 | 115.961 | 107.903 | ||
| 5823 | 2019.09.19 00:38 | modify | 391 | 1.00 | 107.871 | 115.961 | 107.904 | ||
| 5824 | 2019.09.19 01:38 | modify | 391 | 1.00 | 107.871 | 115.961 | 107.905 | ||
| 5825 | 2019.09.19 02:38 | modify | 391 | 1.00 | 107.871 | 115.961 | 107.906 | ||
| 5826 | 2019.09.19 03:38 | modify | 391 | 1.00 | 107.871 | 115.961 | 107.907 | ||
| 5827 | 2019.09.19 04:38 | modify | 391 | 1.00 | 107.871 | 115.961 | 107.908 | ||
| 5828 | 2019.09.19 05:38 | modify | 391 | 1.00 | 107.871 | 115.961 | 107.909 | ||
| 5829 | 2019.09.19 06:13 | t/p | 391 | 1.00 | 107.909 | 115.961 | 107.909 | -4450.00 | 2583940.00 |
| 5830 | 2019.09.26 02:35 | buy | 392 | 1.00 | 107.695 | 99.618 | 107.803 | ||
| 5831 | 2019.09.26 03:50 | modify | 392 | 1.00 | 107.695 | 99.618 | 107.797 | ||
| 5832 | 2019.09.26 03:58 | modify | 392 | 1.00 | 107.695 | 99.618 | 107.796 | ||
| 5833 | 2019.09.26 04:12 | modify | 392 | 1.00 | 107.695 | 99.618 | 107.795 | ||
| 5834 | 2019.09.26 04:25 | modify | 392 | 1.00 | 107.695 | 99.618 | 107.794 | ||
| 5835 | 2019.09.26 04:42 | modify | 392 | 1.00 | 107.695 | 99.618 | 107.793 | ||
| 5836 | 2019.09.26 04:55 | modify | 392 | 1.00 | 107.695 | 99.618 | 107.792 | ||
| 5837 | 2019.09.26 05:05 | modify | 392 | 1.00 | 107.695 | 99.618 | 107.791 | ||
| 5838 | 2019.09.26 10:18 | modify | 392 | 1.00 | 107.695 | 107.696 | 107.791 | ||
| 5839 | 2019.09.26 10:18 | s/l | 392 | 1.00 | 107.696 | 107.696 | 107.791 | 100.00 | 2584040.00 |
| 5840 | 2019.09.27 03:42 | buy | 393 | 1.00 | 107.695 | 99.618 | 107.803 | ||
| 5841 | 2019.09.27 04:14 | t/p | 393 | 1.00 | 107.803 | 99.618 | 107.803 | 10800.00 | 2594840.00 |
| 5842 | 2019.10.03 00:07 | sell | 394 | 1.00 | 107.180 | 115.219 | 107.073 | ||
| 5843 | 2019.10.03 01:07 | modify | 394 | 1.00 | 107.180 | 115.219 | 107.077 | ||
| 5844 | 2019.10.03 01:10 | modify | 394 | 1.00 | 107.180 | 115.219 | 107.078 | ||
| 5845 | 2019.10.03 01:23 | modify | 394 | 1.00 | 107.180 | 115.219 | 107.079 | ||
| 5846 | 2019.10.03 01:37 | modify | 394 | 1.00 | 107.180 | 115.219 | 107.080 | ||
| 5847 | 2019.10.03 01:50 | modify | 394 | 1.00 | 107.180 | 115.219 | 107.081 | ||
| 5848 | 2019.10.03 02:16 | modify | 394 | 1.00 | 107.180 | 115.219 | 107.082 | ||
| 5849 | 2019.10.03 02:31 | modify | 394 | 1.00 | 107.180 | 115.219 | 107.084 | ||
| 5850 | 2019.10.03 02:47 | modify | 394 | 1.00 | 107.180 | 115.219 | 107.085 | ||