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 |
| 451 | 2012.04.11 01:39 | buy | 65 | 1.00 | 80.692 | 74.640 | 80.773 | ||
| 452 | 2012.04.11 02:20 | t/p | 65 | 1.00 | 80.773 | 74.640 | 80.773 | 8100.00 | 1264960.00 |
| 453 | 2012.04.12 10:44 | buy | 66 | 1.00 | 81.043 | 74.965 | 81.124 | ||
| 454 | 2012.04.12 11:44 | modify | 66 | 1.00 | 81.043 | 74.965 | 81.121 | ||
| 455 | 2012.04.12 11:47 | modify | 66 | 1.00 | 81.043 | 74.965 | 81.120 | ||
| 456 | 2012.04.12 12:04 | modify | 66 | 1.00 | 81.043 | 74.965 | 81.119 | ||
| 457 | 2012.04.12 12:22 | modify | 66 | 1.00 | 81.043 | 74.965 | 81.118 | ||
| 458 | 2012.04.12 12:41 | modify | 66 | 1.00 | 81.043 | 74.965 | 81.117 | ||
| 459 | 2012.04.12 12:58 | modify | 66 | 1.00 | 81.043 | 74.965 | 81.116 | ||
| 460 | 2012.04.12 13:20 | modify | 66 | 1.00 | 81.043 | 74.965 | 81.115 | ||
| 461 | 2012.04.12 15:20 | modify | 66 | 1.00 | 81.043 | 81.045 | 81.115 | ||
| 462 | 2012.04.12 15:20 | s/l | 66 | 1.00 | 81.045 | 81.045 | 81.115 | 200.00 | 1265160.00 |
| 463 | 2012.04.16 07:13 | buy | 67 | 1.00 | 80.864 | 74.799 | 80.945 | ||
| 464 | 2012.04.16 15:50 | sell | 68 | 1.00 | 80.784 | 86.843 | 80.703 | ||
| 465 | 2012.04.16 16:29 | t/p | 68 | 1.00 | 80.703 | 86.843 | 80.703 | 8100.00 | 1273260.00 |
| 466 | 2012.04.17 07:13 | modify | 67 | 1.00 | 80.864 | 74.799 | 80.864 | ||
| 467 | 2012.04.17 07:46 | modify | 67 | 1.00 | 80.864 | 74.799 | 80.863 | ||
| 468 | 2012.04.17 08:46 | modify | 67 | 1.00 | 80.864 | 74.799 | 80.862 | ||
| 469 | 2012.04.17 09:46 | modify | 67 | 1.00 | 80.864 | 74.799 | 80.861 | ||
| 470 | 2012.04.17 10:46 | modify | 67 | 1.00 | 80.864 | 74.799 | 80.860 | ||
| 471 | 2012.04.17 11:46 | modify | 67 | 1.00 | 80.864 | 74.799 | 80.859 | ||
| 472 | 2012.04.17 12:46 | modify | 67 | 1.00 | 80.864 | 74.799 | 80.858 | ||
| 473 | 2012.04.17 13:46 | modify | 67 | 1.00 | 80.864 | 74.799 | 80.857 | ||
| 474 | 2012.04.17 14:46 | modify | 67 | 1.00 | 80.864 | 74.799 | 80.856 | ||
| 475 | 2012.04.17 15:46 | modify | 67 | 1.00 | 80.864 | 74.799 | 80.855 | ||
| 476 | 2012.04.17 16:46 | modify | 67 | 1.00 | 80.864 | 74.799 | 80.854 | ||
| 477 | 2012.04.17 17:46 | modify | 67 | 1.00 | 80.864 | 74.799 | 80.853 | ||
| 478 | 2012.04.17 18:46 | modify | 67 | 1.00 | 80.864 | 74.799 | 80.852 | ||
| 479 | 2012.04.17 19:46 | modify | 67 | 1.00 | 80.864 | 74.799 | 80.851 | ||
| 480 | 2012.04.17 20:47 | modify | 67 | 1.00 | 80.864 | 74.799 | 80.850 | ||
| 481 | 2012.04.17 21:46 | modify | 67 | 1.00 | 80.864 | 74.799 | 80.849 | ||
| 482 | 2012.04.17 22:23 | t/p | 67 | 1.00 | 80.849 | 74.799 | 80.849 | -1480.00 | 1271780.00 |
| 483 | 2012.04.30 05:25 | buy | 69 | 1.00 | 80.145 | 74.134 | 80.225 | ||
| 484 | 2012.04.30 06:32 | modify | 69 | 1.00 | 80.145 | 74.134 | 80.221 | ||
| 485 | 2012.04.30 06:50 | modify | 69 | 1.00 | 80.145 | 74.134 | 80.220 | ||
| 486 | 2012.04.30 07:06 | modify | 69 | 1.00 | 80.145 | 74.134 | 80.219 | ||
| 487 | 2012.04.30 07:24 | modify | 69 | 1.00 | 80.145 | 74.134 | 80.218 | ||
| 488 | 2012.04.30 07:42 | modify | 69 | 1.00 | 80.145 | 74.134 | 80.217 | ||
| 489 | 2012.04.30 08:00 | modify | 69 | 1.00 | 80.145 | 74.134 | 80.216 | ||
| 490 | 2012.04.30 08:18 | modify | 69 | 1.00 | 80.145 | 74.134 | 80.215 | ||
| 491 | 2012.04.30 09:00 | modify | 69 | 1.00 | 80.145 | 80.147 | 80.215 | ||
| 492 | 2012.04.30 09:00 | s/l | 69 | 1.00 | 80.147 | 80.147 | 80.215 | 200.00 | 1271980.00 |
| 493 | 2012.05.22 23:46 | sell | 70 | 1.00 | 80.002 | 86.002 | 79.922 | ||
| 494 | 2012.05.23 00:46 | modify | 70 | 1.00 | 80.002 | 86.002 | 79.925 | ||
| 495 | 2012.05.23 00:49 | modify | 70 | 1.00 | 80.002 | 86.002 | 79.926 | ||
| 496 | 2012.05.23 01:07 | modify | 70 | 1.00 | 80.002 | 86.002 | 79.927 | ||
| 497 | 2012.05.23 01:25 | modify | 70 | 1.00 | 80.002 | 86.002 | 79.928 | ||
| 498 | 2012.05.23 01:43 | modify | 70 | 1.00 | 80.002 | 86.002 | 79.929 | ||
| 499 | 2012.05.23 02:01 | modify | 70 | 1.00 | 80.002 | 86.002 | 79.930 | ||
| 500 | 2012.05.23 02:19 | modify | 70 | 1.00 | 80.002 | 86.002 | 79.931 | ||
| 501 | 2012.05.23 02:40 | modify | 70 | 1.00 | 80.002 | 86.002 | 79.932 | ||
| 502 | 2012.05.23 03:00 | modify | 70 | 1.00 | 80.002 | 80.000 | 79.932 | ||
| 503 | 2012.05.23 03:00 | modify | 70 | 1.00 | 80.002 | 79.998 | 79.932 | ||
| 504 | 2012.05.23 03:00 | s/l | 70 | 1.00 | 79.998 | 79.998 | 79.932 | 10.00 | 1271990.00 |
| 505 | 2012.05.24 06:22 | buy | 71 | 1.00 | 79.505 | 73.542 | 79.585 | ||
| 506 | 2012.05.24 07:30 | modify | 71 | 1.00 | 79.505 | 73.542 | 79.581 | ||
| 507 | 2012.05.24 07:34 | modify | 71 | 1.00 | 79.505 | 73.542 | 79.580 | ||
| 508 | 2012.05.24 08:06 | modify | 71 | 1.00 | 79.505 | 73.542 | 79.579 | ||
| 509 | 2012.05.24 08:11 | modify | 71 | 1.00 | 79.505 | 73.542 | 79.578 | ||
| 510 | 2012.05.24 08:31 | modify | 71 | 1.00 | 79.505 | 73.542 | 79.577 | ||
| 511 | 2012.05.24 08:53 | modify | 71 | 1.00 | 79.505 | 73.542 | 79.576 | ||
| 512 | 2012.05.24 09:25 | modify | 71 | 1.00 | 79.505 | 79.509 | 79.576 | ||
| 513 | 2012.05.24 09:25 | modify | 71 | 1.00 | 79.505 | 79.511 | 79.576 | ||
| 514 | 2012.05.24 09:25 | s/l | 71 | 1.00 | 79.511 | 79.511 | 79.576 | 600.00 | 1272590.00 |
| 515 | 2012.06.14 02:27 | buy | 72 | 1.00 | 79.430 | 73.473 | 79.509 | ||
| 516 | 2012.06.14 04:03 | modify | 72 | 1.00 | 79.430 | 73.473 | 79.504 | ||
| 517 | 2012.06.14 05:01 | modify | 72 | 1.00 | 79.430 | 73.473 | 79.501 | ||
| 518 | 2012.06.14 05:09 | modify | 72 | 1.00 | 79.430 | 73.473 | 79.500 | ||
| 519 | 2012.06.14 05:33 | modify | 72 | 1.00 | 79.430 | 79.431 | 79.500 | ||
| 520 | 2012.06.14 05:33 | s/l | 72 | 1.00 | 79.431 | 79.431 | 79.500 | 100.00 | 1272690.00 |
| 521 | 2012.07.19 16:19 | sell | 73 | 1.00 | 78.593 | 84.487 | 78.514 | ||
| 522 | 2012.07.19 17:19 | modify | 73 | 1.00 | 78.593 | 84.487 | 78.518 | ||
| 523 | 2012.07.19 17:34 | modify | 73 | 1.00 | 78.593 | 84.487 | 78.519 | ||
| 524 | 2012.07.19 17:56 | modify | 73 | 1.00 | 78.593 | 84.487 | 78.520 | ||
| 525 | 2012.07.19 18:24 | modify | 73 | 1.00 | 78.593 | 84.487 | 78.521 | ||
| 526 | 2012.07.19 18:42 | modify | 73 | 1.00 | 78.593 | 84.487 | 78.522 | ||
| 527 | 2012.07.19 18:48 | modify | 73 | 1.00 | 78.593 | 84.487 | 78.523 | ||
| 528 | 2012.07.19 19:08 | modify | 73 | 1.00 | 78.593 | 84.487 | 78.524 | ||
| 529 | 2012.07.19 19:31 | modify | 73 | 1.00 | 78.593 | 78.589 | 78.524 | ||
| 530 | 2012.07.19 19:31 | modify | 73 | 1.00 | 78.593 | 78.587 | 78.524 | ||
| 531 | 2012.07.19 19:31 | s/l | 73 | 1.00 | 78.587 | 78.587 | 78.524 | 600.00 | 1273290.00 |
| 532 | 2012.08.10 06:12 | sell | 74 | 1.00 | 78.593 | 84.487 | 78.514 | ||
| 533 | 2012.08.10 07:12 | modify | 74 | 1.00 | 78.593 | 84.487 | 78.518 | ||
| 534 | 2012.08.10 07:27 | modify | 74 | 1.00 | 78.593 | 84.487 | 78.519 | ||
| 535 | 2012.08.10 08:13 | modify | 74 | 1.00 | 78.593 | 84.487 | 78.521 | ||
| 536 | 2012.08.10 08:22 | modify | 74 | 1.00 | 78.593 | 84.487 | 78.522 | ||
| 537 | 2012.08.10 08:41 | modify | 74 | 1.00 | 78.593 | 84.487 | 78.523 | ||
| 538 | 2012.08.10 08:59 | modify | 74 | 1.00 | 78.593 | 84.487 | 78.524 | ||
| 539 | 2012.08.10 09:12 | modify | 74 | 1.00 | 78.593 | 78.544 | 78.524 | ||
| 540 | 2012.08.10 09:12 | s/l | 74 | 1.00 | 78.544 | 78.544 | 78.524 | 4900.00 | 1278190.00 |
| 541 | 2012.08.22 07:02 | sell | 75 | 1.00 | 79.279 | 85.225 | 79.200 | ||
| 542 | 2012.08.22 08:02 | modify | 75 | 1.00 | 79.279 | 85.225 | 79.203 | ||
| 543 | 2012.08.22 08:10 | modify | 75 | 1.00 | 79.279 | 85.225 | 79.204 | ||
| 544 | 2012.08.22 08:29 | modify | 75 | 1.00 | 79.279 | 85.225 | 79.205 | ||
| 545 | 2012.08.22 08:47 | modify | 75 | 1.00 | 79.279 | 85.225 | 79.206 | ||
| 546 | 2012.08.22 09:05 | modify | 75 | 1.00 | 79.279 | 85.225 | 79.207 | ||
| 547 | 2012.08.22 09:23 | modify | 75 | 1.00 | 79.279 | 85.225 | 79.208 | ||
| 548 | 2012.08.22 10:10 | modify | 75 | 1.00 | 79.279 | 79.278 | 79.208 | ||
| 549 | 2012.08.22 10:10 | s/l | 75 | 1.00 | 79.278 | 79.278 | 79.208 | 100.00 | 1278290.00 |
| 550 | 2012.08.31 14:06 | buy | 76 | 1.00 | 78.576 | 72.683 | 78.655 | ||
| 551 | 2012.09.03 00:00 | modify | 76 | 1.00 | 78.576 | 72.683 | 78.542 | ||
| 552 | 2012.09.03 00:39 | modify | 76 | 1.00 | 78.576 | 72.683 | 78.541 | ||
| 553 | 2012.09.03 01:39 | modify | 76 | 1.00 | 78.576 | 72.683 | 78.540 | ||
| 554 | 2012.09.03 02:39 | modify | 76 | 1.00 | 78.576 | 72.683 | 78.539 | ||
| 555 | 2012.09.03 03:39 | modify | 76 | 1.00 | 78.576 | 72.683 | 78.538 | ||
| 556 | 2012.09.03 04:39 | modify | 76 | 1.00 | 78.576 | 72.683 | 78.537 | ||
| 557 | 2012.09.03 05:39 | modify | 76 | 1.00 | 78.576 | 72.683 | 78.536 | ||
| 558 | 2012.09.03 06:39 | modify | 76 | 1.00 | 78.576 | 72.683 | 78.535 | ||
| 559 | 2012.09.03 07:40 | modify | 76 | 1.00 | 78.576 | 72.683 | 78.534 | ||
| 560 | 2012.09.03 08:39 | modify | 76 | 1.00 | 78.576 | 72.683 | 78.533 | ||
| 561 | 2012.09.03 09:39 | modify | 76 | 1.00 | 78.576 | 72.683 | 78.532 | ||
| 562 | 2012.09.03 10:39 | modify | 76 | 1.00 | 78.576 | 72.683 | 78.531 | ||
| 563 | 2012.09.03 11:39 | modify | 76 | 1.00 | 78.576 | 72.683 | 78.530 | ||
| 564 | 2012.09.03 12:39 | modify | 76 | 1.00 | 78.576 | 72.683 | 78.529 | ||
| 565 | 2012.09.03 13:39 | modify | 76 | 1.00 | 78.576 | 72.683 | 78.528 | ||
| 566 | 2012.09.03 14:39 | modify | 76 | 1.00 | 78.576 | 72.683 | 78.527 | ||
| 567 | 2012.09.03 15:39 | modify | 76 | 1.00 | 78.576 | 72.683 | 78.526 | ||
| 568 | 2012.09.03 16:39 | modify | 76 | 1.00 | 78.576 | 72.683 | 78.525 | ||
| 569 | 2012.09.03 17:39 | modify | 76 | 1.00 | 78.576 | 72.683 | 78.524 | ||
| 570 | 2012.09.03 18:39 | modify | 76 | 1.00 | 78.576 | 72.683 | 78.523 | ||
| 571 | 2012.09.03 19:39 | modify | 76 | 1.00 | 78.576 | 72.683 | 78.522 | ||
| 572 | 2012.09.03 20:39 | modify | 76 | 1.00 | 78.576 | 72.683 | 78.521 | ||
| 573 | 2012.09.03 21:39 | modify | 76 | 1.00 | 78.576 | 72.683 | 78.520 | ||
| 574 | 2012.09.03 22:39 | modify | 76 | 1.00 | 78.576 | 72.683 | 78.519 | ||
| 575 | 2012.09.03 23:39 | modify | 76 | 1.00 | 78.576 | 72.683 | 78.518 | ||
| 576 | 2012.09.04 00:39 | modify | 76 | 1.00 | 78.576 | 72.683 | 78.517 | ||
| 577 | 2012.09.04 01:39 | modify | 76 | 1.00 | 78.576 | 72.683 | 78.516 | ||
| 578 | 2012.09.04 02:39 | modify | 76 | 1.00 | 78.576 | 72.683 | 78.515 | ||
| 579 | 2012.09.04 03:39 | modify | 76 | 1.00 | 78.576 | 72.683 | 78.514 | ||
| 580 | 2012.09.04 04:39 | modify | 76 | 1.00 | 78.576 | 72.683 | 78.513 | ||
| 581 | 2012.09.04 05:39 | modify | 76 | 1.00 | 78.576 | 72.683 | 78.512 | ||
| 582 | 2012.09.04 06:39 | modify | 76 | 1.00 | 78.576 | 72.683 | 78.511 | ||
| 583 | 2012.09.04 07:39 | modify | 76 | 1.00 | 78.576 | 72.683 | 78.510 | ||
| 584 | 2012.09.04 08:39 | modify | 76 | 1.00 | 78.576 | 72.683 | 78.509 | ||
| 585 | 2012.09.04 09:39 | modify | 76 | 1.00 | 78.576 | 72.683 | 78.508 | ||
| 586 | 2012.09.04 10:39 | modify | 76 | 1.00 | 78.576 | 72.683 | 78.507 | ||
| 587 | 2012.09.04 11:39 | modify | 76 | 1.00 | 78.576 | 72.683 | 78.506 | ||
| 588 | 2012.09.04 12:39 | modify | 76 | 1.00 | 78.576 | 72.683 | 78.505 | ||
| 589 | 2012.09.04 13:39 | modify | 76 | 1.00 | 78.576 | 72.683 | 78.504 | ||
| 590 | 2012.09.04 14:39 | modify | 76 | 1.00 | 78.576 | 72.683 | 78.503 | ||
| 591 | 2012.09.04 15:39 | modify | 76 | 1.00 | 78.576 | 72.683 | 78.502 | ||
| 592 | 2012.09.04 16:39 | modify | 76 | 1.00 | 78.576 | 72.683 | 78.501 | ||
| 593 | 2012.09.04 17:39 | modify | 76 | 1.00 | 78.576 | 72.683 | 78.500 | ||
| 594 | 2012.09.04 18:39 | modify | 76 | 1.00 | 78.576 | 72.683 | 78.499 | ||
| 595 | 2012.09.04 19:39 | modify | 76 | 1.00 | 78.576 | 72.683 | 78.498 | ||
| 596 | 2012.09.04 20:39 | modify | 76 | 1.00 | 78.576 | 72.683 | 78.497 | ||
| 597 | 2012.09.04 21:39 | modify | 76 | 1.00 | 78.576 | 72.683 | 78.496 | ||
| 598 | 2012.09.04 22:39 | modify | 76 | 1.00 | 78.576 | 72.683 | 78.495 | ||
| 599 | 2012.09.04 23:39 | modify | 76 | 1.00 | 78.576 | 72.683 | 78.494 | ||
| 600 | 2012.09.05 00:39 | modify | 76 | 1.00 | 78.576 | 72.683 | 78.493 | ||