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 |
| 601 | 2012.09.05 01:39 | modify | 76 | 1.00 | 78.576 | 72.683 | 78.492 | ||
| 602 | 2012.09.05 02:39 | modify | 76 | 1.00 | 78.576 | 72.683 | 78.491 | ||
| 603 | 2012.09.05 03:39 | modify | 76 | 1.00 | 78.576 | 72.683 | 78.490 | ||
| 604 | 2012.09.05 03:48 | t/p | 76 | 1.00 | 78.490 | 72.683 | 78.490 | -8500.00 | 1269790.00 |
| 605 | 2012.09.12 23:30 | sell | 77 | 1.00 | 77.862 | 83.702 | 77.784 | ||
| 606 | 2012.09.13 00:30 | modify | 77 | 1.00 | 77.862 | 83.702 | 77.787 | ||
| 607 | 2012.09.13 00:32 | modify | 77 | 1.00 | 77.862 | 83.702 | 77.788 | ||
| 608 | 2012.09.13 00:50 | modify | 77 | 1.00 | 77.862 | 83.702 | 77.789 | ||
| 609 | 2012.09.13 01:09 | modify | 77 | 1.00 | 77.862 | 83.702 | 77.790 | ||
| 610 | 2012.09.13 01:28 | modify | 77 | 1.00 | 77.862 | 83.702 | 77.791 | ||
| 611 | 2012.09.13 01:46 | modify | 77 | 1.00 | 77.862 | 83.702 | 77.792 | ||
| 612 | 2012.09.13 02:09 | modify | 77 | 1.00 | 77.862 | 83.702 | 77.793 | ||
| 613 | 2012.09.13 02:23 | modify | 77 | 1.00 | 77.862 | 83.702 | 77.794 | ||
| 614 | 2012.09.13 02:30 | modify | 77 | 1.00 | 77.862 | 77.861 | 77.794 | ||
| 615 | 2012.09.13 02:30 | modify | 77 | 1.00 | 77.862 | 77.859 | 77.794 | ||
| 616 | 2012.09.13 02:30 | modify | 77 | 1.00 | 77.862 | 77.855 | 77.794 | ||
| 617 | 2012.09.13 02:30 | s/l | 77 | 1.00 | 77.855 | 77.855 | 77.794 | 570.00 | 1270360.00 |
| 618 | 2012.09.18 09:13 | buy | 78 | 1.00 | 78.648 | 72.749 | 78.727 | ||
| 619 | 2012.09.18 10:13 | modify | 78 | 1.00 | 78.648 | 72.749 | 78.723 | ||
| 620 | 2012.09.18 10:17 | t/p | 78 | 1.00 | 78.723 | 72.749 | 78.723 | 7500.00 | 1277860.00 |
| 621 | 2012.09.21 02:48 | buy | 79 | 1.00 | 78.216 | 72.350 | 78.294 | ||
| 622 | 2012.09.21 03:32 | t/p | 79 | 1.00 | 78.294 | 72.350 | 78.294 | 7800.00 | 1285660.00 |
| 623 | 2012.09.25 21:35 | buy | 80 | 1.00 | 77.829 | 71.992 | 77.907 | ||
| 624 | 2012.09.26 15:26 | modify | 80 | 1.00 | 77.829 | 77.839 | 77.907 | ||
| 625 | 2012.09.26 15:26 | modify | 80 | 1.00 | 77.829 | 77.844 | 77.907 | ||
| 626 | 2012.09.26 15:26 | s/l | 80 | 1.00 | 77.844 | 77.844 | 77.907 | 1560.00 | 1287220.00 |
| 627 | 2012.09.28 18:44 | sell | 81 | 1.00 | 77.906 | 83.749 | 77.828 | ||
| 628 | 2012.09.28 19:44 | modify | 81 | 1.00 | 77.906 | 83.749 | 77.831 | ||
| 629 | 2012.09.28 19:47 | modify | 81 | 1.00 | 77.906 | 83.749 | 77.832 | ||
| 630 | 2012.09.28 19:47 | buy | 82 | 1.00 | 77.903 | 72.060 | 77.981 | ||
| 631 | 2012.09.28 20:17 | t/p | 82 | 1.00 | 77.981 | 72.060 | 77.981 | 7800.00 | 1295020.00 |
| 632 | 2012.09.28 23:51 | modify | 81 | 1.00 | 77.906 | 77.904 | 77.832 | ||
| 633 | 2012.09.28 23:51 | s/l | 81 | 1.00 | 77.904 | 77.904 | 77.832 | 200.00 | 1295220.00 |
| 634 | 2012.10.01 11:55 | sell | 83 | 1.00 | 78.001 | 83.851 | 77.923 | ||
| 635 | 2012.10.01 12:55 | modify | 83 | 1.00 | 78.001 | 83.851 | 77.926 | ||
| 636 | 2012.10.01 12:59 | modify | 83 | 1.00 | 78.001 | 83.851 | 77.927 | ||
| 637 | 2012.10.01 13:18 | modify | 83 | 1.00 | 78.001 | 83.851 | 77.928 | ||
| 638 | 2012.10.01 13:36 | modify | 83 | 1.00 | 78.001 | 83.851 | 77.929 | ||
| 639 | 2012.10.01 13:55 | modify | 83 | 1.00 | 78.001 | 83.851 | 77.930 | ||
| 640 | 2012.10.01 14:13 | modify | 83 | 1.00 | 78.001 | 83.851 | 77.931 | ||
| 641 | 2012.10.01 14:31 | modify | 83 | 1.00 | 78.001 | 83.851 | 77.932 | ||
| 642 | 2012.10.01 14:50 | modify | 83 | 1.00 | 78.001 | 83.851 | 77.933 | ||
| 643 | 2012.10.01 14:55 | modify | 83 | 1.00 | 78.001 | 77.979 | 77.933 | ||
| 644 | 2012.10.01 14:55 | modify | 83 | 1.00 | 78.001 | 77.978 | 77.933 | ||
| 645 | 2012.10.01 14:55 | modify | 83 | 1.00 | 78.001 | 77.977 | 77.933 | ||
| 646 | 2012.10.01 14:55 | modify | 83 | 1.00 | 78.001 | 77.974 | 77.933 | ||
| 647 | 2012.10.01 14:55 | s/l | 83 | 1.00 | 77.974 | 77.974 | 77.933 | 2700.00 | 1297920.00 |
| 648 | 2012.10.03 22:26 | buy | 84 | 1.00 | 78.515 | 72.626 | 78.594 | ||
| 649 | 2012.10.03 23:47 | modify | 84 | 1.00 | 78.515 | 72.626 | 78.589 | ||
| 650 | 2012.10.04 00:16 | modify | 84 | 1.00 | 78.515 | 72.626 | 78.588 | ||
| 651 | 2012.10.04 00:17 | modify | 84 | 1.00 | 78.515 | 72.626 | 78.587 | ||
| 652 | 2012.10.04 05:23 | modify | 84 | 1.00 | 78.515 | 78.517 | 78.587 | ||
| 653 | 2012.10.04 05:23 | modify | 84 | 1.00 | 78.515 | 78.518 | 78.587 | ||
| 654 | 2012.10.04 05:23 | s/l | 84 | 1.00 | 78.518 | 78.518 | 78.587 | 320.00 | 1298240.00 |
| 655 | 2012.10.04 08:05 | buy | 85 | 1.00 | 78.584 | 72.690 | 78.663 | ||
| 656 | 2012.10.04 09:05 | modify | 85 | 1.00 | 78.584 | 72.690 | 78.659 | ||
| 657 | 2012.10.04 09:21 | modify | 85 | 1.00 | 78.584 | 72.690 | 78.658 | ||
| 658 | 2012.10.04 09:38 | modify | 85 | 1.00 | 78.584 | 72.690 | 78.657 | ||
| 659 | 2012.10.04 10:06 | modify | 85 | 1.00 | 78.584 | 72.690 | 78.656 | ||
| 660 | 2012.10.04 10:15 | modify | 85 | 1.00 | 78.584 | 72.690 | 78.655 | ||
| 661 | 2012.10.04 10:34 | modify | 85 | 1.00 | 78.584 | 72.690 | 78.654 | ||
| 662 | 2012.10.04 10:52 | modify | 85 | 1.00 | 78.584 | 72.690 | 78.653 | ||
| 663 | 2012.10.04 11:05 | modify | 85 | 1.00 | 78.584 | 78.590 | 78.653 | ||
| 664 | 2012.10.04 11:05 | s/l | 85 | 1.00 | 78.590 | 78.590 | 78.653 | 600.00 | 1298840.00 |
| 665 | 2012.10.12 08:56 | sell | 86 | 1.00 | 78.352 | 84.228 | 78.274 | ||
| 666 | 2012.10.12 15:37 | modify | 86 | 1.00 | 78.352 | 78.347 | 78.274 | ||
| 667 | 2012.10.12 15:37 | modify | 86 | 1.00 | 78.352 | 78.345 | 78.274 | ||
| 668 | 2012.10.12 15:37 | s/l | 86 | 1.00 | 78.345 | 78.345 | 78.274 | 700.00 | 1299540.00 |
| 669 | 2012.10.26 10:47 | sell | 87 | 1.00 | 79.926 | 85.920 | 79.846 | ||
| 670 | 2012.10.26 12:52 | modify | 87 | 1.00 | 79.926 | 85.920 | 79.853 | ||
| 671 | 2012.10.26 13:00 | modify | 87 | 1.00 | 79.926 | 85.920 | 79.854 | ||
| 672 | 2012.10.26 13:08 | t/p | 87 | 1.00 | 79.854 | 85.920 | 79.854 | 7200.00 | 1306740.00 |
| 673 | 2012.11.15 01:51 | sell | 88 | 1.00 | 80.216 | 86.232 | 80.136 | ||
| 674 | 2012.11.15 03:05 | modify | 88 | 1.00 | 80.216 | 86.232 | 80.140 | ||
| 675 | 2012.11.15 03:16 | modify | 88 | 1.00 | 80.216 | 86.232 | 80.141 | ||
| 676 | 2012.11.15 03:37 | modify | 88 | 1.00 | 80.216 | 86.232 | 80.142 | ||
| 677 | 2012.11.15 03:46 | t/p | 88 | 1.00 | 80.142 | 86.232 | 80.142 | 7400.00 | 1314140.00 |
| 678 | 2012.11.22 22:56 | buy | 89 | 1.00 | 82.422 | 76.240 | 82.504 | ||
| 679 | 2012.11.22 23:56 | modify | 89 | 1.00 | 82.422 | 76.240 | 82.501 | ||
| 680 | 2012.11.22 23:56 | t/p | 89 | 1.00 | 82.501 | 76.240 | 82.501 | 7900.00 | 1322040.00 |
| 681 | 2012.11.23 13:13 | buy | 90 | 1.00 | 82.217 | 76.051 | 82.299 | ||
| 682 | 2012.11.23 14:01 | t/p | 90 | 1.00 | 82.299 | 76.051 | 82.299 | 8200.00 | 1330240.00 |
| 683 | 2012.12.03 16:33 | sell | 91 | 1.00 | 82.342 | 88.518 | 82.260 | ||
| 684 | 2012.12.03 17:00 | t/p | 91 | 1.00 | 82.260 | 88.518 | 82.260 | 8200.00 | 1338440.00 |
| 685 | 2012.12.27 21:42 | buy | 92 | 1.00 | 85.952 | 79.506 | 86.038 | ||
| 686 | 2012.12.27 21:45 | t/p | 92 | 1.00 | 86.038 | 79.506 | 86.038 | 8600.00 | 1347040.00 |
| 687 | 2013.01.03 14:20 | buy | 93 | 1.00 | 86.890 | 80.373 | 86.977 | ||
| 688 | 2013.01.03 15:15 | t/p | 93 | 1.00 | 86.977 | 80.373 | 86.977 | 8700.00 | 1355740.00 |
| 689 | 2013.01.31 19:20 | buy | 94 | 1.00 | 91.247 | 84.403 | 91.338 | ||
| 690 | 2013.01.31 19:34 | t/p | 94 | 1.00 | 91.338 | 84.403 | 91.338 | 9100.00 | 1364840.00 |
| 691 | 2013.02.13 13:51 | buy | 95 | 1.00 | 93.603 | 86.583 | 93.697 | ||
| 692 | 2013.02.13 14:00 | t/p | 95 | 1.00 | 93.697 | 86.583 | 93.697 | 9400.00 | 1374240.00 |
| 693 | 2013.02.26 06:13 | buy | 96 | 1.00 | 92.063 | 85.158 | 92.155 | ||
| 694 | 2013.02.26 07:13 | modify | 96 | 1.00 | 92.063 | 85.158 | 92.151 | ||
| 695 | 2013.02.26 07:54 | modify | 96 | 1.00 | 92.063 | 85.158 | 92.149 | ||
| 696 | 2013.02.26 07:56 | modify | 96 | 1.00 | 92.063 | 85.158 | 92.148 | ||
| 697 | 2013.02.26 10:24 | modify | 96 | 1.00 | 92.063 | 92.064 | 92.148 | ||
| 698 | 2013.02.26 10:24 | modify | 96 | 1.00 | 92.063 | 92.068 | 92.148 | ||
| 699 | 2013.02.26 10:24 | modify | 96 | 1.00 | 92.063 | 92.070 | 92.148 | ||
| 700 | 2013.02.26 10:24 | s/l | 96 | 1.00 | 92.070 | 92.070 | 92.148 | 700.00 | 1374940.00 |
| 701 | 2013.02.28 03:42 | buy | 97 | 1.00 | 92.449 | 85.515 | 92.541 | ||
| 702 | 2013.02.28 04:04 | t/p | 97 | 1.00 | 92.541 | 85.515 | 92.541 | 9200.00 | 1384140.00 |
| 703 | 2013.03.08 05:20 | sell | 98 | 1.00 | 95.400 | 102.555 | 95.305 | ||
| 704 | 2013.03.08 05:37 | t/p | 98 | 1.00 | 95.305 | 102.555 | 95.305 | 9500.00 | 1393640.00 |
| 705 | 2013.03.25 20:22 | buy | 99 | 1.00 | 93.686 | 86.660 | 93.780 | ||
| 706 | 2013.03.25 20:27 | t/p | 99 | 1.00 | 93.780 | 86.660 | 93.780 | 9400.00 | 1403040.00 |
| 707 | 2013.03.27 14:25 | buy | 100 | 1.00 | 94.253 | 87.184 | 94.347 | ||
| 708 | 2013.03.27 15:36 | modify | 100 | 1.00 | 94.253 | 87.184 | 94.343 | ||
| 709 | 2013.03.27 15:37 | t/p | 100 | 1.00 | 94.343 | 87.184 | 94.343 | 9000.00 | 1412040.00 |
| 710 | 2013.03.28 04:52 | buy | 101 | 1.00 | 94.149 | 87.088 | 94.243 | ||
| 711 | 2013.03.28 06:45 | modify | 101 | 1.00 | 94.149 | 87.088 | 94.236 | ||
| 712 | 2013.03.28 06:49 | modify | 101 | 1.00 | 94.149 | 87.088 | 94.235 | ||
| 713 | 2013.03.28 07:04 | modify | 101 | 1.00 | 94.149 | 87.088 | 94.234 | ||
| 714 | 2013.03.28 08:42 | modify | 101 | 1.00 | 94.149 | 94.151 | 94.234 | ||
| 715 | 2013.03.28 08:42 | modify | 101 | 1.00 | 94.149 | 94.153 | 94.234 | ||
| 716 | 2013.03.28 08:42 | s/l | 101 | 1.00 | 94.153 | 94.153 | 94.234 | 400.00 | 1412440.00 |
| 717 | 2013.04.05 13:46 | buy | 102 | 1.00 | 96.032 | 88.830 | 96.128 | ||
| 718 | 2013.04.05 13:50 | t/p | 102 | 1.00 | 96.128 | 88.830 | 96.128 | 9600.00 | 1422040.00 |
| 719 | 2013.04.10 03:00 | buy | 103 | 1.00 | 99.008 | 91.582 | 99.107 | ||
| 720 | 2013.04.10 03:06 | t/p | 103 | 1.00 | 99.107 | 91.582 | 99.107 | 9900.00 | 1431940.00 |
| 721 | 2013.04.10 20:04 | sell | 104 | 1.00 | 99.748 | 107.229 | 99.648 | ||
| 722 | 2013.04.10 20:11 | t/p | 104 | 1.00 | 99.648 | 107.229 | 99.648 | 10000.00 | 1441940.00 |
| 723 | 2013.04.12 22:58 | buy | 105 | 1.00 | 98.607 | 91.211 | 98.706 | ||
| 724 | 2013.04.12 23:07 | t/p | 105 | 1.00 | 98.706 | 91.211 | 98.706 | 9900.00 | 1451840.00 |
| 725 | 2013.04.16 19:11 | sell | 106 | 1.00 | 97.840 | 105.178 | 97.742 | ||
| 726 | 2013.04.16 19:15 | t/p | 106 | 1.00 | 97.742 | 105.178 | 97.742 | 9800.00 | 1461640.00 |
| 727 | 2013.05.17 16:33 | sell | 107 | 1.00 | 102.649 | 110.348 | 102.546 | ||
| 728 | 2013.05.20 00:00 | modify | 107 | 1.00 | 102.649 | 110.348 | 102.680 | ||
| 729 | 2013.05.20 00:00 | modify | 107 | 1.00 | 102.649 | 110.348 | 102.681 | ||
| 730 | 2013.05.20 00:30 | t/p | 107 | 1.00 | 102.681 | 110.348 | 102.681 | -3330.00 | 1458310.00 |
| 731 | 2013.05.21 00:53 | sell | 108 | 1.00 | 102.262 | 109.932 | 102.160 | ||
| 732 | 2013.05.21 01:33 | t/p | 108 | 1.00 | 102.160 | 109.932 | 102.160 | 10200.00 | 1468510.00 |
| 733 | 2013.05.21 04:50 | buy | 109 | 1.00 | 102.628 | 94.931 | 102.731 | ||
| 734 | 2013.05.21 09:29 | modify | 109 | 1.00 | 102.628 | 102.629 | 102.731 | ||
| 735 | 2013.05.21 09:29 | s/l | 109 | 1.00 | 102.629 | 102.629 | 102.731 | 100.00 | 1468610.00 |
| 736 | 2013.05.24 04:24 | sell | 110 | 1.00 | 102.443 | 110.126 | 102.341 | ||
| 737 | 2013.05.24 04:40 | t/p | 110 | 1.00 | 102.341 | 110.126 | 102.341 | 10200.00 | 1478810.00 |
| 738 | 2013.05.30 03:37 | sell | 111 | 1.00 | 100.876 | 108.442 | 100.775 | ||
| 739 | 2013.05.30 04:47 | buy | 112 | 1.00 | 101.211 | 93.620 | 101.312 | ||
| 740 | 2013.05.30 05:00 | t/p | 112 | 1.00 | 101.312 | 93.620 | 101.312 | 10100.00 | 1488910.00 |
| 741 | 2013.05.30 08:11 | modify | 111 | 1.00 | 100.876 | 100.874 | 100.775 | ||
| 742 | 2013.05.30 08:11 | s/l | 111 | 1.00 | 100.874 | 100.874 | 100.775 | 200.00 | 1489110.00 |
| 743 | 2013.06.05 04:16 | buy | 113 | 1.00 | 100.171 | 92.658 | 100.271 | ||
| 744 | 2013.06.05 06:26 | modify | 113 | 1.00 | 100.171 | 92.658 | 100.262 | ||
| 745 | 2013.06.05 06:32 | t/p | 113 | 1.00 | 100.262 | 92.658 | 100.262 | 9100.00 | 1498210.00 |
| 746 | 2013.06.05 22:51 | sell | 114 | 1.00 | 99.216 | 106.657 | 99.117 | ||
| 747 | 2013.06.05 23:29 | t/p | 114 | 1.00 | 99.117 | 106.657 | 99.117 | 9900.00 | 1508110.00 |
| 748 | 2013.06.14 22:51 | buy | 115 | 1.00 | 94.384 | 87.305 | 94.478 | ||
| 749 | 2013.06.17 00:00 | modify | 115 | 1.00 | 94.384 | 87.305 | 94.359 | ||
| 750 | 2013.06.17 00:24 | modify | 115 | 1.00 | 94.384 | 87.305 | 94.358 | ||