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 |
| 901 | 2014.06.11 00:47 | sell | 142 | 1.00 | 102.352 | 110.028 | 102.250 | ||
| 902 | 2014.06.11 01:47 | modify | 142 | 1.00 | 102.352 | 110.028 | 102.254 | ||
| 903 | 2014.06.11 01:56 | modify | 142 | 1.00 | 102.352 | 110.028 | 102.255 | ||
| 904 | 2014.06.11 02:10 | modify | 142 | 1.00 | 102.352 | 110.028 | 102.256 | ||
| 905 | 2014.06.11 02:24 | modify | 142 | 1.00 | 102.352 | 110.028 | 102.257 | ||
| 906 | 2014.06.11 02:38 | modify | 142 | 1.00 | 102.352 | 110.028 | 102.258 | ||
| 907 | 2014.06.11 02:52 | modify | 142 | 1.00 | 102.352 | 110.028 | 102.259 | ||
| 908 | 2014.06.11 03:06 | modify | 142 | 1.00 | 102.352 | 110.028 | 102.260 | ||
| 909 | 2014.06.11 03:55 | modify | 142 | 1.00 | 102.352 | 102.350 | 102.260 | ||
| 910 | 2014.06.11 03:55 | s/l | 142 | 1.00 | 102.350 | 102.350 | 102.260 | 200.00 | 1644400.00 |
| 911 | 2014.06.17 11:34 | sell | 143 | 1.00 | 102.029 | 109.681 | 101.927 | ||
| 912 | 2014.06.17 12:34 | modify | 143 | 1.00 | 102.029 | 109.681 | 101.931 | ||
| 913 | 2014.06.17 12:38 | modify | 143 | 1.00 | 102.029 | 109.681 | 101.932 | ||
| 914 | 2014.06.17 12:52 | modify | 143 | 1.00 | 102.029 | 109.681 | 101.933 | ||
| 915 | 2014.06.17 13:06 | modify | 143 | 1.00 | 102.029 | 109.681 | 101.934 | ||
| 916 | 2014.06.17 13:20 | modify | 143 | 1.00 | 102.029 | 109.681 | 101.935 | ||
| 917 | 2014.06.17 13:35 | modify | 143 | 1.00 | 102.029 | 109.681 | 101.936 | ||
| 918 | 2014.06.17 13:49 | modify | 143 | 1.00 | 102.029 | 109.681 | 101.937 | ||
| 919 | 2014.06.17 14:03 | modify | 143 | 1.00 | 102.029 | 109.681 | 101.938 | ||
| 920 | 2014.06.17 14:17 | modify | 143 | 1.00 | 102.029 | 109.681 | 101.939 | ||
| 921 | 2014.06.17 14:31 | modify | 143 | 1.00 | 102.029 | 109.681 | 101.940 | ||
| 922 | 2014.06.17 14:34 | modify | 143 | 1.00 | 102.029 | 102.003 | 101.940 | ||
| 923 | 2014.06.17 14:34 | modify | 143 | 1.00 | 102.029 | 102.000 | 101.940 | ||
| 924 | 2014.06.17 14:34 | s/l | 143 | 1.00 | 102.000 | 102.000 | 101.940 | 2900.00 | 1647300.00 |
| 925 | 2014.06.24 00:14 | buy | 144 | 1.00 | 101.929 | 94.284 | 102.031 | ||
| 926 | 2014.06.24 07:37 | modify | 144 | 1.00 | 101.929 | 101.931 | 102.031 | ||
| 927 | 2014.06.24 07:37 | modify | 144 | 1.00 | 101.929 | 101.933 | 102.031 | ||
| 928 | 2014.06.24 07:37 | s/l | 144 | 1.00 | 101.933 | 101.933 | 102.031 | 400.00 | 1647700.00 |
| 929 | 2014.06.25 03:30 | sell | 145 | 1.00 | 101.940 | 109.586 | 101.838 | ||
| 930 | 2014.06.25 04:30 | modify | 145 | 1.00 | 101.940 | 109.586 | 101.842 | ||
| 931 | 2014.06.25 04:33 | modify | 145 | 1.00 | 101.940 | 109.586 | 101.843 | ||
| 932 | 2014.06.25 04:47 | modify | 145 | 1.00 | 101.940 | 109.586 | 101.844 | ||
| 933 | 2014.06.25 05:01 | modify | 145 | 1.00 | 101.940 | 109.586 | 101.845 | ||
| 934 | 2014.06.25 05:16 | modify | 145 | 1.00 | 101.940 | 109.586 | 101.846 | ||
| 935 | 2014.06.25 05:30 | modify | 145 | 1.00 | 101.940 | 109.586 | 101.847 | ||
| 936 | 2014.06.25 05:44 | modify | 145 | 1.00 | 101.940 | 109.586 | 101.848 | ||
| 937 | 2014.06.25 05:58 | modify | 145 | 1.00 | 101.940 | 109.586 | 101.849 | ||
| 938 | 2014.06.25 06:12 | modify | 145 | 1.00 | 101.940 | 109.586 | 101.850 | ||
| 939 | 2014.06.25 06:26 | modify | 145 | 1.00 | 101.940 | 109.586 | 101.851 | ||
| 940 | 2014.06.25 06:31 | modify | 145 | 1.00 | 101.940 | 101.907 | 101.851 | ||
| 941 | 2014.06.25 06:31 | modify | 145 | 1.00 | 101.940 | 101.906 | 101.851 | ||
| 942 | 2014.06.25 06:31 | modify | 145 | 1.00 | 101.940 | 101.905 | 101.851 | ||
| 943 | 2014.06.25 06:31 | modify | 145 | 1.00 | 101.940 | 101.902 | 101.851 | ||
| 944 | 2014.06.25 06:31 | s/l | 145 | 1.00 | 101.902 | 101.902 | 101.851 | 3800.00 | 1651500.00 |
| 945 | 2014.07.18 17:37 | buy | 146 | 1.00 | 101.344 | 93.743 | 101.445 | ||
| 946 | 2014.07.18 18:38 | modify | 146 | 1.00 | 101.344 | 93.743 | 101.441 | ||
| 947 | 2014.07.18 18:46 | modify | 146 | 1.00 | 101.344 | 93.743 | 101.440 | ||
| 948 | 2014.07.18 19:00 | modify | 146 | 1.00 | 101.344 | 93.743 | 101.439 | ||
| 949 | 2014.07.18 19:15 | modify | 146 | 1.00 | 101.344 | 93.743 | 101.438 | ||
| 950 | 2014.07.18 19:29 | modify | 146 | 1.00 | 101.344 | 93.743 | 101.437 | ||
| 951 | 2014.07.18 19:43 | modify | 146 | 1.00 | 101.344 | 93.743 | 101.436 | ||
| 952 | 2014.07.18 19:57 | modify | 146 | 1.00 | 101.344 | 93.743 | 101.435 | ||
| 953 | 2014.07.18 20:11 | modify | 146 | 1.00 | 101.344 | 93.743 | 101.434 | ||
| 954 | 2014.07.18 20:25 | modify | 146 | 1.00 | 101.344 | 93.743 | 101.433 | ||
| 955 | 2014.07.18 20:37 | modify | 146 | 1.00 | 101.344 | 101.361 | 101.433 | ||
| 956 | 2014.07.18 20:37 | modify | 146 | 1.00 | 101.344 | 101.362 | 101.433 | ||
| 957 | 2014.07.18 20:37 | s/l | 146 | 1.00 | 101.362 | 101.362 | 101.433 | 1800.00 | 1653300.00 |
| 958 | 2014.07.28 21:34 | buy | 147 | 1.00 | 101.849 | 94.210 | 101.951 | ||
| 959 | 2014.07.28 22:34 | modify | 147 | 1.00 | 101.849 | 94.210 | 101.947 | ||
| 960 | 2014.07.28 22:35 | modify | 147 | 1.00 | 101.849 | 94.210 | 101.946 | ||
| 961 | 2014.07.28 22:49 | modify | 147 | 1.00 | 101.849 | 94.210 | 101.945 | ||
| 962 | 2014.07.28 23:04 | modify | 147 | 1.00 | 101.849 | 94.210 | 101.944 | ||
| 963 | 2014.07.28 23:18 | modify | 147 | 1.00 | 101.849 | 94.210 | 101.943 | ||
| 964 | 2014.07.28 23:32 | modify | 147 | 1.00 | 101.849 | 94.210 | 101.942 | ||
| 965 | 2014.07.28 23:46 | modify | 147 | 1.00 | 101.849 | 94.210 | 101.941 | ||
| 966 | 2014.07.29 00:00 | modify | 147 | 1.00 | 101.849 | 94.210 | 101.940 | ||
| 967 | 2014.07.29 00:14 | modify | 147 | 1.00 | 101.849 | 94.210 | 101.939 | ||
| 968 | 2014.07.29 00:28 | modify | 147 | 1.00 | 101.849 | 94.210 | 101.938 | ||
| 969 | 2014.07.29 00:34 | modify | 147 | 1.00 | 101.849 | 101.853 | 101.938 | ||
| 970 | 2014.07.29 00:34 | s/l | 147 | 1.00 | 101.853 | 101.853 | 101.938 | 420.00 | 1653720.00 |
| 971 | 2014.08.06 12:09 | buy | 148 | 1.00 | 102.426 | 94.744 | 102.528 | ||
| 972 | 2014.08.06 14:44 | modify | 148 | 1.00 | 102.426 | 94.744 | 102.517 | ||
| 973 | 2014.08.06 16:49 | modify | 148 | 1.00 | 102.426 | 102.427 | 102.517 | ||
| 974 | 2014.08.06 16:49 | s/l | 148 | 1.00 | 102.427 | 102.427 | 102.517 | 100.00 | 1653820.00 |
| 975 | 2014.08.28 22:03 | buy | 149 | 1.00 | 103.692 | 95.915 | 103.796 | ||
| 976 | 2014.08.28 23:08 | modify | 149 | 1.00 | 103.692 | 95.915 | 103.791 | ||
| 977 | 2014.08.28 23:17 | modify | 149 | 1.00 | 103.692 | 95.915 | 103.790 | ||
| 978 | 2014.08.28 23:29 | modify | 149 | 1.00 | 103.692 | 95.915 | 103.789 | ||
| 979 | 2014.08.28 23:45 | modify | 149 | 1.00 | 103.692 | 95.915 | 103.788 | ||
| 980 | 2014.08.28 23:56 | modify | 149 | 1.00 | 103.692 | 95.915 | 103.787 | ||
| 981 | 2014.08.29 00:10 | modify | 149 | 1.00 | 103.692 | 95.915 | 103.786 | ||
| 982 | 2014.08.29 00:24 | modify | 149 | 1.00 | 103.692 | 95.915 | 103.785 | ||
| 983 | 2014.08.29 00:39 | modify | 149 | 1.00 | 103.692 | 95.915 | 103.784 | ||
| 984 | 2014.08.29 00:52 | modify | 149 | 1.00 | 103.692 | 95.915 | 103.783 | ||
| 985 | 2014.08.29 01:03 | modify | 149 | 1.00 | 103.692 | 103.721 | 103.783 | ||
| 986 | 2014.08.29 01:03 | s/l | 149 | 1.00 | 103.721 | 103.721 | 103.783 | 2920.00 | 1656740.00 |
| 987 | 2014.08.29 20:54 | buy | 150 | 1.00 | 104.051 | 96.247 | 104.155 | ||
| 988 | 2014.08.29 21:54 | modify | 150 | 1.00 | 104.051 | 96.247 | 104.151 | ||
| 989 | 2014.08.29 21:57 | modify | 150 | 1.00 | 104.051 | 96.247 | 104.150 | ||
| 990 | 2014.08.29 22:11 | modify | 150 | 1.00 | 104.051 | 96.247 | 104.149 | ||
| 991 | 2014.08.29 22:25 | modify | 150 | 1.00 | 104.051 | 96.247 | 104.148 | ||
| 992 | 2014.08.29 22:38 | modify | 150 | 1.00 | 104.051 | 96.247 | 104.147 | ||
| 993 | 2014.08.29 23:09 | modify | 150 | 1.00 | 104.051 | 96.247 | 104.145 | ||
| 994 | 2014.08.29 23:20 | modify | 150 | 1.00 | 104.051 | 96.247 | 104.144 | ||
| 995 | 2014.08.29 23:34 | modify | 150 | 1.00 | 104.051 | 96.247 | 104.143 | ||
| 996 | 2014.08.29 23:47 | modify | 150 | 1.00 | 104.051 | 96.247 | 104.142 | ||
| 997 | 2014.08.29 23:54 | modify | 150 | 1.00 | 104.051 | 104.052 | 104.142 | ||
| 998 | 2014.08.29 23:54 | s/l | 150 | 1.00 | 104.052 | 104.052 | 104.142 | 100.00 | 1656840.00 |
| 999 | 2014.09.04 21:40 | sell | 151 | 1.00 | 105.242 | 113.135 | 105.137 | ||
| 1000 | 2014.09.04 22:17 | t/p | 151 | 1.00 | 105.137 | 113.135 | 105.137 | 10500.00 | 1667340.00 |
| 1001 | 2014.09.15 17:29 | sell | 152 | 1.00 | 107.126 | 115.160 | 107.019 | ||
| 1002 | 2014.09.15 20:28 | modify | 152 | 1.00 | 107.126 | 115.160 | 107.032 | ||
| 1003 | 2014.09.15 20:29 | modify | 152 | 1.00 | 107.126 | 107.125 | 107.032 | ||
| 1004 | 2014.09.15 20:29 | modify | 152 | 1.00 | 107.126 | 107.124 | 107.032 | ||
| 1005 | 2014.09.15 20:29 | s/l | 152 | 1.00 | 107.124 | 107.124 | 107.032 | 200.00 | 1667540.00 |
| 1006 | 2014.09.19 06:45 | sell | 153 | 1.00 | 109.274 | 117.470 | 109.165 | ||
| 1007 | 2014.09.19 07:09 | t/p | 153 | 1.00 | 109.165 | 117.470 | 109.165 | 10900.00 | 1678440.00 |
| 1008 | 2014.10.03 13:50 | buy | 154 | 1.00 | 108.945 | 100.774 | 109.054 | ||
| 1009 | 2014.10.03 14:50 | modify | 154 | 1.00 | 108.945 | 100.774 | 109.049 | ||
| 1010 | 2014.10.03 15:02 | modify | 154 | 1.00 | 108.945 | 100.774 | 109.048 | ||
| 1011 | 2014.10.03 15:15 | modify | 154 | 1.00 | 108.945 | 100.774 | 109.047 | ||
| 1012 | 2014.10.03 15:29 | modify | 154 | 1.00 | 108.945 | 100.774 | 109.046 | ||
| 1013 | 2014.10.03 15:30 | t/p | 154 | 1.00 | 109.046 | 100.774 | 109.046 | 10100.00 | 1688540.00 |
| 1014 | 2014.10.03 20:18 | buy | 155 | 1.00 | 109.773 | 101.540 | 109.883 | ||
| 1015 | 2014.10.03 21:36 | modify | 155 | 1.00 | 109.773 | 101.540 | 109.877 | ||
| 1016 | 2014.10.03 21:40 | modify | 155 | 1.00 | 109.773 | 101.540 | 109.876 | ||
| 1017 | 2014.10.03 21:53 | modify | 155 | 1.00 | 109.773 | 101.540 | 109.875 | ||
| 1018 | 2014.10.03 22:06 | modify | 155 | 1.00 | 109.773 | 101.540 | 109.874 | ||
| 1019 | 2014.10.03 22:19 | modify | 155 | 1.00 | 109.773 | 101.540 | 109.873 | ||
| 1020 | 2014.10.03 22:32 | modify | 155 | 1.00 | 109.773 | 101.540 | 109.872 | ||
| 1021 | 2014.10.03 22:45 | modify | 155 | 1.00 | 109.773 | 101.540 | 109.871 | ||
| 1022 | 2014.10.03 22:59 | modify | 155 | 1.00 | 109.773 | 101.540 | 109.870 | ||
| 1023 | 2014.10.03 23:26 | modify | 155 | 1.00 | 109.773 | 109.776 | 109.870 | ||
| 1024 | 2014.10.03 23:26 | modify | 155 | 1.00 | 109.773 | 109.777 | 109.870 | ||
| 1025 | 2014.10.03 23:26 | modify | 155 | 1.00 | 109.773 | 109.778 | 109.870 | ||
| 1026 | 2014.10.03 23:26 | s/l | 155 | 1.00 | 109.778 | 109.778 | 109.870 | 500.00 | 1689040.00 |
| 1027 | 2014.10.08 15:54 | buy | 156 | 1.00 | 108.140 | 100.030 | 108.248 | ||
| 1028 | 2014.10.08 17:00 | modify | 156 | 1.00 | 108.140 | 100.030 | 108.243 | ||
| 1029 | 2014.10.08 17:09 | modify | 156 | 1.00 | 108.140 | 100.030 | 108.242 | ||
| 1030 | 2014.10.08 17:11 | t/p | 156 | 1.00 | 108.242 | 100.030 | 108.242 | 10200.00 | 1699240.00 |
| 1031 | 2014.10.17 20:34 | sell | 157 | 1.00 | 106.661 | 114.661 | 106.554 | ||
| 1032 | 2014.10.17 21:34 | modify | 157 | 1.00 | 106.661 | 114.661 | 106.559 | ||
| 1033 | 2014.10.17 22:01 | modify | 157 | 1.00 | 106.661 | 114.661 | 106.561 | ||
| 1034 | 2014.10.20 00:00 | modify | 157 | 1.00 | 106.661 | 114.661 | 106.688 | ||
| 1035 | 2014.10.20 00:01 | modify | 157 | 1.00 | 106.661 | 114.661 | 106.689 | ||
| 1036 | 2014.10.20 01:01 | modify | 157 | 1.00 | 106.661 | 114.661 | 106.690 | ||
| 1037 | 2014.10.20 02:01 | modify | 157 | 1.00 | 106.661 | 114.661 | 106.691 | ||
| 1038 | 2014.10.20 03:01 | modify | 157 | 1.00 | 106.661 | 114.661 | 106.692 | ||
| 1039 | 2014.10.20 04:01 | modify | 157 | 1.00 | 106.661 | 114.661 | 106.693 | ||
| 1040 | 2014.10.20 05:01 | modify | 157 | 1.00 | 106.661 | 114.661 | 106.694 | ||
| 1041 | 2014.10.20 06:01 | modify | 157 | 1.00 | 106.661 | 114.661 | 106.695 | ||
| 1042 | 2014.10.20 07:01 | modify | 157 | 1.00 | 106.661 | 114.661 | 106.696 | ||
| 1043 | 2014.10.20 08:01 | modify | 157 | 1.00 | 106.661 | 114.661 | 106.697 | ||
| 1044 | 2014.10.20 09:01 | modify | 157 | 1.00 | 106.661 | 114.661 | 106.698 | ||
| 1045 | 2014.10.20 10:01 | modify | 157 | 1.00 | 106.661 | 114.661 | 106.699 | ||
| 1046 | 2014.10.20 11:01 | modify | 157 | 1.00 | 106.661 | 114.661 | 106.700 | ||
| 1047 | 2014.10.20 12:01 | modify | 157 | 1.00 | 106.661 | 114.661 | 106.701 | ||
| 1048 | 2014.10.20 13:01 | modify | 157 | 1.00 | 106.661 | 114.661 | 106.702 | ||
| 1049 | 2014.10.20 14:01 | modify | 157 | 1.00 | 106.661 | 114.661 | 106.703 | ||
| 1050 | 2014.10.20 15:01 | modify | 157 | 1.00 | 106.661 | 114.661 | 106.704 | ||