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 |
| 5851 | 2019.10.03 02:57 | modify | 394 | 1.00 | 107.180 | 115.219 | 107.086 | ||
| 5852 | 2019.10.03 03:07 | modify | 394 | 1.00 | 107.180 | 107.127 | 107.086 | ||
| 5853 | 2019.10.03 03:07 | s/l | 394 | 1.00 | 107.127 | 107.127 | 107.086 | 5300.00 | 2600140.00 |
| 5854 | 2019.10.04 17:44 | buy | 395 | 1.00 | 106.908 | 98.890 | 107.015 | ||
| 5855 | 2019.10.04 18:46 | modify | 395 | 1.00 | 106.908 | 98.890 | 107.010 | ||
| 5856 | 2019.10.04 18:57 | modify | 395 | 1.00 | 106.908 | 98.890 | 107.009 | ||
| 5857 | 2019.10.04 19:10 | modify | 395 | 1.00 | 106.908 | 98.890 | 107.008 | ||
| 5858 | 2019.10.04 21:00 | modify | 395 | 1.00 | 106.908 | 106.910 | 107.008 | ||
| 5859 | 2019.10.04 21:00 | modify | 395 | 1.00 | 106.908 | 106.911 | 107.008 | ||
| 5860 | 2019.10.04 21:00 | s/l | 395 | 1.00 | 106.911 | 106.911 | 107.008 | 300.00 | 2600440.00 |
| 5861 | 2019.10.07 04:50 | sell | 396 | 1.00 | 106.789 | 114.798 | 106.682 | ||
| 5862 | 2019.10.07 12:57 | modify | 396 | 1.00 | 106.789 | 106.787 | 106.682 | ||
| 5863 | 2019.10.07 12:57 | modify | 396 | 1.00 | 106.789 | 106.786 | 106.682 | ||
| 5864 | 2019.10.07 12:57 | modify | 396 | 1.00 | 106.789 | 106.784 | 106.682 | ||
| 5865 | 2019.10.07 12:57 | s/l | 396 | 1.00 | 106.784 | 106.784 | 106.682 | 500.00 | 2600940.00 |
| 5866 | 2019.10.08 03:22 | sell | 397 | 1.00 | 107.328 | 115.378 | 107.221 | ||
| 5867 | 2019.10.08 04:22 | modify | 397 | 1.00 | 107.328 | 115.378 | 107.225 | ||
| 5868 | 2019.10.08 04:27 | modify | 397 | 1.00 | 107.328 | 115.378 | 107.226 | ||
| 5869 | 2019.10.08 04:40 | modify | 397 | 1.00 | 107.328 | 115.378 | 107.227 | ||
| 5870 | 2019.10.08 04:54 | modify | 397 | 1.00 | 107.328 | 115.378 | 107.228 | ||
| 5871 | 2019.10.08 05:24 | modify | 397 | 1.00 | 107.328 | 115.378 | 107.230 | ||
| 5872 | 2019.10.08 10:07 | modify | 397 | 1.00 | 107.328 | 107.327 | 107.230 | ||
| 5873 | 2019.10.08 10:07 | s/l | 397 | 1.00 | 107.327 | 107.327 | 107.230 | 100.00 | 2601040.00 |
| 5874 | 2019.10.09 08:56 | sell | 398 | 1.00 | 107.172 | 115.210 | 107.065 | ||
| 5875 | 2019.10.09 09:56 | modify | 398 | 1.00 | 107.172 | 115.210 | 107.069 | ||
| 5876 | 2019.10.09 09:58 | modify | 398 | 1.00 | 107.172 | 115.210 | 107.070 | ||
| 5877 | 2019.10.09 10:12 | modify | 398 | 1.00 | 107.172 | 115.210 | 107.071 | ||
| 5878 | 2019.10.09 10:25 | modify | 398 | 1.00 | 107.172 | 115.210 | 107.072 | ||
| 5879 | 2019.10.10 01:25 | modify | 398 | 1.00 | 107.172 | 107.171 | 107.072 | ||
| 5880 | 2019.10.10 01:25 | modify | 398 | 1.00 | 107.172 | 107.169 | 107.072 | ||
| 5881 | 2019.10.10 01:25 | modify | 398 | 1.00 | 107.172 | 107.166 | 107.072 | ||
| 5882 | 2019.10.10 01:25 | s/l | 398 | 1.00 | 107.166 | 107.166 | 107.072 | 470.00 | 2601510.00 |
| 5883 | 2019.10.24 00:55 | sell | 399 | 1.00 | 108.671 | 116.821 | 108.562 | ||
| 5884 | 2019.10.24 01:55 | modify | 399 | 1.00 | 108.671 | 116.821 | 108.567 | ||
| 5885 | 2019.10.24 02:03 | modify | 399 | 1.00 | 108.671 | 116.821 | 108.568 | ||
| 5886 | 2019.10.24 02:16 | modify | 399 | 1.00 | 108.671 | 116.821 | 108.569 | ||
| 5887 | 2019.10.24 02:30 | modify | 399 | 1.00 | 108.671 | 116.821 | 108.570 | ||
| 5888 | 2019.10.24 02:43 | modify | 399 | 1.00 | 108.671 | 116.821 | 108.571 | ||
| 5889 | 2019.10.24 02:56 | modify | 399 | 1.00 | 108.671 | 116.821 | 108.572 | ||
| 5890 | 2019.10.24 03:09 | modify | 399 | 1.00 | 108.671 | 116.821 | 108.573 | ||
| 5891 | 2019.10.24 03:23 | modify | 399 | 1.00 | 108.671 | 116.821 | 108.574 | ||
| 5892 | 2019.10.24 03:36 | modify | 399 | 1.00 | 108.671 | 116.821 | 108.575 | ||
| 5893 | 2019.10.24 03:49 | modify | 399 | 1.00 | 108.671 | 116.821 | 108.576 | ||
| 5894 | 2019.10.24 03:55 | modify | 399 | 1.00 | 108.671 | 108.650 | 108.576 | ||
| 5895 | 2019.10.24 03:55 | modify | 399 | 1.00 | 108.671 | 108.648 | 108.576 | ||
| 5896 | 2019.10.24 03:55 | modify | 399 | 1.00 | 108.671 | 108.647 | 108.576 | ||
| 5897 | 2019.10.24 03:55 | s/l | 399 | 1.00 | 108.647 | 108.647 | 108.576 | 2400.00 | 2603910.00 |
| 5898 | 2019.10.28 12:53 | sell | 400 | 1.00 | 108.692 | 116.844 | 108.583 | ||
| 5899 | 2019.10.29 12:53 | modify | 400 | 1.00 | 108.692 | 116.844 | 108.692 | ||
| 5900 | 2019.10.29 13:20 | modify | 400 | 1.00 | 108.692 | 116.844 | 108.693 | ||
| 5901 | 2019.10.29 14:20 | modify | 400 | 1.00 | 108.692 | 116.844 | 108.694 | ||
| 5902 | 2019.10.29 15:20 | modify | 400 | 1.00 | 108.692 | 116.844 | 108.695 | ||
| 5903 | 2019.10.29 16:20 | modify | 400 | 1.00 | 108.692 | 116.844 | 108.696 | ||
| 5904 | 2019.10.29 17:20 | modify | 400 | 1.00 | 108.692 | 116.844 | 108.697 | ||
| 5905 | 2019.10.29 18:20 | modify | 400 | 1.00 | 108.692 | 116.844 | 108.698 | ||
| 5906 | 2019.10.29 19:20 | modify | 400 | 1.00 | 108.692 | 116.844 | 108.699 | ||
| 5907 | 2019.10.29 20:20 | modify | 400 | 1.00 | 108.692 | 116.844 | 108.700 | ||
| 5908 | 2019.10.29 21:20 | modify | 400 | 1.00 | 108.692 | 116.844 | 108.701 | ||
| 5909 | 2019.10.29 22:20 | modify | 400 | 1.00 | 108.692 | 116.844 | 108.702 | ||
| 5910 | 2019.10.29 23:20 | modify | 400 | 1.00 | 108.692 | 116.844 | 108.703 | ||
| 5911 | 2019.10.30 00:20 | modify | 400 | 1.00 | 108.692 | 116.844 | 108.704 | ||
| 5912 | 2019.10.30 01:20 | modify | 400 | 1.00 | 108.692 | 116.844 | 108.705 | ||
| 5913 | 2019.10.30 02:20 | modify | 400 | 1.00 | 108.692 | 116.844 | 108.706 | ||
| 5914 | 2019.10.30 03:20 | modify | 400 | 1.00 | 108.692 | 116.844 | 108.707 | ||
| 5915 | 2019.10.30 04:20 | modify | 400 | 1.00 | 108.692 | 116.844 | 108.708 | ||
| 5916 | 2019.10.30 05:20 | modify | 400 | 1.00 | 108.692 | 116.844 | 108.709 | ||
| 5917 | 2019.10.30 06:20 | modify | 400 | 1.00 | 108.692 | 116.844 | 108.710 | ||
| 5918 | 2019.10.30 07:20 | modify | 400 | 1.00 | 108.692 | 116.844 | 108.711 | ||
| 5919 | 2019.10.30 08:20 | modify | 400 | 1.00 | 108.692 | 116.844 | 108.712 | ||
| 5920 | 2019.10.30 09:20 | modify | 400 | 1.00 | 108.692 | 116.844 | 108.713 | ||
| 5921 | 2019.10.30 10:20 | modify | 400 | 1.00 | 108.692 | 116.844 | 108.714 | ||
| 5922 | 2019.10.30 11:20 | modify | 400 | 1.00 | 108.692 | 116.844 | 108.715 | ||
| 5923 | 2019.10.30 12:20 | modify | 400 | 1.00 | 108.692 | 116.844 | 108.716 | ||
| 5924 | 2019.10.30 13:20 | modify | 400 | 1.00 | 108.692 | 116.844 | 108.717 | ||
| 5925 | 2019.10.30 14:20 | modify | 400 | 1.00 | 108.692 | 116.844 | 108.718 | ||
| 5926 | 2019.10.30 15:20 | modify | 400 | 1.00 | 108.692 | 116.844 | 108.719 | ||
| 5927 | 2019.10.30 16:20 | modify | 400 | 1.00 | 108.692 | 116.844 | 108.720 | ||
| 5928 | 2019.10.30 17:20 | modify | 400 | 1.00 | 108.692 | 116.844 | 108.721 | ||
| 5929 | 2019.10.30 18:20 | modify | 400 | 1.00 | 108.692 | 116.844 | 108.722 | ||
| 5930 | 2019.10.30 19:20 | modify | 400 | 1.00 | 108.692 | 116.844 | 108.723 | ||
| 5931 | 2019.10.30 20:20 | modify | 400 | 1.00 | 108.692 | 116.844 | 108.724 | ||
| 5932 | 2019.10.30 21:20 | modify | 400 | 1.00 | 108.692 | 116.844 | 108.725 | ||
| 5933 | 2019.10.30 22:20 | modify | 400 | 1.00 | 108.692 | 116.844 | 108.726 | ||
| 5934 | 2019.10.30 22:25 | t/p | 400 | 1.00 | 108.726 | 116.844 | 108.726 | -3920.00 | 2599990.00 |
| 5935 | 2019.10.31 11:36 | sell | 401 | 1.00 | 108.611 | 116.757 | 108.502 | ||
| 5936 | 2019.10.31 12:05 | t/p | 401 | 1.00 | 108.502 | 116.757 | 108.502 | 10900.00 | 2610890.00 |
| 5937 | 2019.11.06 10:34 | sell | 402 | 1.00 | 109.048 | 117.227 | 108.939 | ||
| 5938 | 2019.11.06 11:34 | modify | 402 | 1.00 | 109.048 | 117.227 | 108.943 | ||
| 5939 | 2019.11.06 11:34 | modify | 402 | 1.00 | 109.048 | 117.227 | 108.944 | ||
| 5940 | 2019.11.06 11:47 | modify | 402 | 1.00 | 109.048 | 117.227 | 108.945 | ||
| 5941 | 2019.11.06 11:53 | t/p | 402 | 1.00 | 108.945 | 117.227 | 108.945 | 10300.00 | 2621190.00 |
| 5942 | 2019.11.15 21:05 | sell | 403 | 1.00 | 108.799 | 116.959 | 108.690 | ||
| 5943 | 2019.11.15 22:21 | modify | 403 | 1.00 | 108.799 | 116.959 | 108.696 | ||
| 5944 | 2019.11.15 22:30 | modify | 403 | 1.00 | 108.799 | 116.959 | 108.697 | ||
| 5945 | 2019.11.15 23:04 | modify | 403 | 1.00 | 108.799 | 116.959 | 108.699 | ||
| 5946 | 2019.11.15 23:08 | modify | 403 | 1.00 | 108.799 | 116.959 | 108.700 | ||
| 5947 | 2019.11.15 23:22 | modify | 403 | 1.00 | 108.799 | 116.959 | 108.701 | ||
| 5948 | 2019.11.15 23:35 | modify | 403 | 1.00 | 108.799 | 116.959 | 108.702 | ||
| 5949 | 2019.11.15 23:48 | modify | 403 | 1.00 | 108.799 | 116.959 | 108.703 | ||
| 5950 | 2019.11.18 00:00 | modify | 403 | 1.00 | 108.799 | 108.785 | 108.703 | ||
| 5951 | 2019.11.18 00:00 | s/l | 403 | 1.00 | 108.785 | 108.785 | 108.703 | 1270.00 | 2622460.00 |
| 5952 | 2019.11.18 12:01 | sell | 404 | 1.00 | 109.003 | 117.178 | 108.894 | ||
| 5953 | 2019.11.18 15:09 | modify | 404 | 1.00 | 109.003 | 109.001 | 108.894 | ||
| 5954 | 2019.11.18 15:09 | s/l | 404 | 1.00 | 109.001 | 109.001 | 108.894 | 200.00 | 2622660.00 |
| 5955 | 2019.11.21 20:19 | sell | 405 | 1.00 | 108.633 | 116.780 | 108.524 | ||
| 5956 | 2019.11.21 21:19 | modify | 405 | 1.00 | 108.633 | 116.780 | 108.529 | ||
| 5957 | 2019.11.21 22:46 | modify | 405 | 1.00 | 108.633 | 116.780 | 108.535 | ||
| 5958 | 2019.11.21 22:50 | modify | 405 | 1.00 | 108.633 | 116.780 | 108.536 | ||
| 5959 | 2019.11.21 23:00 | modify | 405 | 1.00 | 108.633 | 116.780 | 108.537 | ||
| 5960 | 2019.11.21 23:13 | modify | 405 | 1.00 | 108.633 | 116.780 | 108.538 | ||
| 5961 | 2019.11.21 23:19 | modify | 405 | 1.00 | 108.633 | 108.613 | 108.538 | ||
| 5962 | 2019.11.21 23:19 | s/l | 405 | 1.00 | 108.613 | 108.613 | 108.538 | 2000.00 | 2624660.00 |
| 5963 | 2019.11.27 02:05 | sell | 406 | 1.00 | 109.098 | 117.280 | 108.989 | ||
| 5964 | 2019.11.27 05:18 | modify | 406 | 1.00 | 109.098 | 109.097 | 108.989 | ||
| 5965 | 2019.11.27 05:18 | s/l | 406 | 1.00 | 109.097 | 109.097 | 108.989 | 100.00 | 2624760.00 |
| 5966 | 2019.11.29 20:34 | sell | 407 | 1.00 | 109.431 | 117.638 | 109.322 | ||
| 5967 | 2019.11.29 23:50 | modify | 407 | 1.00 | 109.431 | 109.427 | 109.322 | ||
| 5968 | 2019.11.29 23:50 | s/l | 407 | 1.00 | 109.427 | 109.427 | 109.322 | 400.00 | 2625160.00 |
| 5969 | 2019.12.03 19:30 | sell | 408 | 1.00 | 108.541 | 116.682 | 108.432 | ||
| 5970 | 2019.12.03 20:31 | modify | 408 | 1.00 | 108.541 | 116.682 | 108.437 | ||
| 5971 | 2019.12.04 02:13 | modify | 408 | 1.00 | 108.541 | 108.538 | 108.437 | ||
| 5972 | 2019.12.04 02:13 | modify | 408 | 1.00 | 108.541 | 108.536 | 108.437 | ||
| 5973 | 2019.12.04 02:13 | s/l | 408 | 1.00 | 108.536 | 108.536 | 108.437 | 110.00 | 2625270.00 |
| 5974 | 2019.12.04 03:39 | sell | 409 | 1.00 | 108.559 | 116.701 | 108.450 | ||
| 5975 | 2019.12.04 04:39 | modify | 409 | 1.00 | 108.559 | 116.701 | 108.455 | ||
| 5976 | 2019.12.04 04:46 | modify | 409 | 1.00 | 108.559 | 116.701 | 108.456 | ||
| 5977 | 2019.12.04 04:59 | modify | 409 | 1.00 | 108.559 | 116.701 | 108.457 | ||
| 5978 | 2019.12.04 05:13 | modify | 409 | 1.00 | 108.559 | 116.701 | 108.458 | ||
| 5979 | 2019.12.04 05:26 | modify | 409 | 1.00 | 108.559 | 116.701 | 108.459 | ||
| 5980 | 2019.12.04 05:39 | modify | 409 | 1.00 | 108.559 | 116.701 | 108.460 | ||
| 5981 | 2019.12.04 06:07 | modify | 409 | 1.00 | 108.559 | 116.701 | 108.462 | ||
| 5982 | 2019.12.04 06:29 | modify | 409 | 1.00 | 108.559 | 116.701 | 108.463 | ||
| 5983 | 2019.12.04 06:32 | modify | 409 | 1.00 | 108.559 | 116.701 | 108.464 | ||
| 5984 | 2019.12.04 06:39 | modify | 409 | 1.00 | 108.559 | 108.558 | 108.464 | ||
| 5985 | 2019.12.04 06:39 | s/l | 409 | 1.00 | 108.558 | 108.558 | 108.464 | 100.00 | 2625370.00 |
| 5986 | 2019.12.05 16:31 | sell | 410 | 1.00 | 108.893 | 117.060 | 108.784 | ||
| 5987 | 2019.12.05 17:11 | t/p | 410 | 1.00 | 108.784 | 117.060 | 108.784 | 10900.00 | 2636270.00 |
| 5988 | 2019.12.27 08:35 | sell | 411 | 1.00 | 109.501 | 117.714 | 109.391 | ||
| 5989 | 2019.12.27 09:53 | modify | 411 | 1.00 | 109.501 | 117.714 | 109.397 | ||
| 5990 | 2019.12.27 09:55 | modify | 411 | 1.00 | 109.501 | 117.714 | 109.398 | ||
| 5991 | 2019.12.27 10:07 | modify | 411 | 1.00 | 109.501 | 117.714 | 109.399 | ||
| 5992 | 2019.12.27 10:20 | modify | 411 | 1.00 | 109.501 | 117.714 | 109.400 | ||
| 5993 | 2019.12.27 10:33 | modify | 411 | 1.00 | 109.501 | 117.714 | 109.401 | ||
| 5994 | 2019.12.27 10:46 | modify | 411 | 1.00 | 109.501 | 117.714 | 109.402 | ||
| 5995 | 2019.12.27 11:00 | modify | 411 | 1.00 | 109.501 | 117.714 | 109.403 | ||
| 5996 | 2019.12.27 11:13 | modify | 411 | 1.00 | 109.501 | 117.714 | 109.404 | ||
| 5997 | 2019.12.27 11:26 | modify | 411 | 1.00 | 109.501 | 117.714 | 109.405 | ||
| 5998 | 2019.12.27 11:35 | modify | 411 | 1.00 | 109.501 | 109.474 | 109.405 | ||
| 5999 | 2019.12.27 11:35 | modify | 411 | 1.00 | 109.501 | 109.473 | 109.405 | ||
| 6000 | 2019.12.27 11:35 | modify | 411 | 1.00 | 109.501 | 109.472 | 109.405 | ||