Strategy Tester Report
ダウ理論 -収益重視型- P28 DTS-V19.0 68393

通貨ペアGBPUSD-cd (Great Britain Pound vs US Dollar)
期間1時間足(H1) 2012.01.09 11:00 - 2025.12.30 23:00 (2012.01.03 - 2025.12.31)
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setsumei1="---------------------------"; Lots=0.3; SpreadFilterValue=3; MaxPositionValue=5; setsumei2="---------------------------"; Buy_DayClose=true; Sell_DayClose=true; setsumei3="---------------------------"; Enable_EMA20=true; Enable_DowSTD=true; Enable_15M=true; Enable_Parabolic=true; Enable_MACD_SIGNAL_Cross=true; Enable_MACD_0LINE_Cross=true; Enable_MACD_SIGNAL_Direction=true; setsumei5="---------------------------"; StopLoss=0; TakeProfit=0; Slippage=1; M1profit_followingPips=1; isConsecutiveEntryLimit=false; setsumei16="---------------------------"; Magic1=601; Magic2=602; Magic3=603; Magic4=604; Magic5=605; Magic6=606; Magic7=607; Magic8=608; Magic9=609; Magic10=6010; Magic11=6011; Magic12=6012; Magic13=6013; Magic14=6014; Magic15=6015; Magic16=6016; Magic17=6017; Magic18=6018; Magic19=6019; Magic20=6020; Magic21=6021; Magic22=6022; Magic23=6023; Magic24=6024; Magic25=6025; Magic26=6026; Magic27=6027; Magic28=6028; surveillance_time=43200;
テストバー数86941モデルティック数260543237モデリング品質89.90%
不整合チャートエラー0
初期証拠金1000000.00スプレッド10
純益3404236.86総利益7749862.98総損失-4345626.12
プロフィットファクタ1.78期待利得6701.25
絶対ドローダウン147726.68最大ドローダウン570489.14 (17.56%)相対ドローダウン31.32% (525993.02)
総取引数508売りポジション(勝率%)219 (41.55%)買いポジション(勝率%)289 (46.37%)
勝率(%)225 (44.29%)負率 (%)283 (55.71%)
最大勝トレード136409.67敗トレード-80444.39
平均勝トレード34443.84敗トレード-15355.57
最大連勝(金額)11 (474414.42)連敗(金額)15 (-437580.90)
最大連勝(トレード数)529681.17 (9)連敗(トレード数)-437580.90 (15)
平均連勝3連敗4
Graph
1ページ目次へ
#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
12012.03.15 05:23sell10.301.566970.000000.00000
22012.03.15 06:03sell20.301.567190.000000.00000
32012.03.15 21:04close20.301.567630.000000.00000-1774.39998225.61
42012.03.15 21:04close10.301.567630.000000.00000-2661.59995564.02
52012.03.24 02:00buy30.301.587380.000000.00000
62012.03.24 03:48buy40.301.586750.000000.00000
72012.03.24 04:03buy50.301.587050.000000.00000
82012.03.24 05:00buy60.301.587150.000000.00000
92012.03.26 07:23buy70.301.587290.000000.00000
102012.03.26 19:00close60.301.582280.000000.00000-19752.41975811.61
112012.03.26 22:59close70.301.593480.000000.0000024962.351000773.96
122012.03.28 00:00close30.301.596810.000000.0000037688.641038462.60
132012.03.28 00:00close50.301.596810.000000.0000039019.431077482.02
142012.03.28 02:02close40.301.596590.000000.0000039342.041116824.06
152012.04.10 23:02sell80.301.584480.000000.00000
162012.04.11 08:02sell90.301.585810.000000.00000
172012.04.12 02:00close80.301.591070.000000.00000-26168.461090655.60
182012.04.12 09:06close90.301.592220.000000.00000-25544.371065111.23
192012.04.18 02:00buy100.301.593340.000000.00000
202012.04.18 03:03buy110.301.593930.000000.00000
212012.04.18 13:12buy120.301.593010.000000.00000
222012.04.18 15:02buy130.301.593290.000000.00000
232012.04.18 16:00close100.301.591630.000000.00000-6895.901058215.33
242012.04.19 20:00close120.301.602870.000000.0000039422.691097638.02
252012.04.19 20:00close110.301.602870.000000.0000035712.621133350.64
262012.04.19 20:00close130.301.602870.000000.0000038293.541171644.18
272012.05.09 07:21sell140.301.615510.000000.00000
282012.05.09 08:02sell150.301.615190.000000.00000
292012.05.09 09:04sell160.301.614650.000000.00000
302012.05.09 10:01sell170.301.614800.000000.00000
312012.05.09 21:11close140.301.608810.000000.0000027019.231198663.41
322012.05.09 21:11close150.301.608810.000000.0000025728.761224392.17
332012.05.10 21:01close160.301.616560.000000.00000-7397.121216995.05
342012.05.10 21:01close170.301.616560.000000.00000-6792.211210202.84
352012.08.10 21:00sell180.301.559740.000000.00000
362012.08.10 23:30close180.301.566950.000000.00000-29075.911181126.93
372012.10.30 05:07sell190.301.603040.000000.00000
382012.10.30 06:34sell200.301.603170.000000.00000
392012.10.30 15:01sell210.301.602720.000000.00000
402012.10.30 19:00close200.301.605370.000000.00000-8871.991172254.94
412012.10.31 07:05close190.301.608040.000000.00000-20061.811152193.13
422012.10.31 16:00close210.301.608690.000000.00000-23973.551128219.58
432012.11.01 01:05buy220.301.611940.000000.00000
442012.11.02 15:00close220.301.609070.000000.00000-11687.031116532.55
452012.11.08 18:04sell230.301.597810.000000.00000
462012.11.13 19:01close230.301.589020.000000.0000035752.981152285.53
472013.01.15 07:01sell240.301.607380.000000.00000
482013.01.15 22:59close240.301.605470.000000.000007702.491159988.02
492013.04.18 17:01sell250.301.525370.000000.00000
502013.04.19 18:01close250.301.536420.000000.00000-44459.761115528.26
512013.05.08 12:00sell260.301.547740.000000.00000
522013.05.08 22:59close260.301.553370.000000.00000-22704.221092824.04
532013.05.30 22:02buy270.301.515300.000000.00000
542013.05.30 23:00buy280.301.516410.000000.00000
552013.06.01 00:00close280.301.515930.000000.00000-2048.901090775.14
562013.06.04 17:01close270.301.529540.000000.0000057085.871147861.01
572013.07.11 20:00buy290.301.511410.000000.00000
582013.07.12 01:06buy300.301.511600.000000.00000
592013.07.12 03:00buy310.301.513220.000000.00000
602013.07.12 17:00close310.301.512780.000000.00000-1774.381146086.63
612013.07.12 19:01close300.301.512250.000000.000002621.251148707.88
622013.07.12 21:01close290.301.509120.000000.00000-9348.071139359.81
632013.07.16 23:00buy320.301.509960.000000.00000
642013.07.17 02:30buy330.301.511740.000000.00000
652013.07.18 04:04close330.301.521070.000000.0000037285.371176645.17
662013.07.18 11:03close320.301.519770.000000.0000039107.851215753.02
672013.08.15 09:05buy340.301.551570.000000.00000
682013.08.15 12:04buy350.301.552270.000000.00000
692013.08.15 19:00close350.301.558950.000000.0000026938.371242691.39
702013.08.15 22:59close340.301.554250.000000.0000010807.611253499.00
712013.09.09 12:10buy360.301.564420.000000.00000
722013.09.09 13:13buy370.301.564270.000000.00000
732013.09.09 15:01buy380.301.564530.000000.00000
742013.09.09 16:01buy390.301.564720.000000.00000
752013.09.11 19:05close360.301.576240.000000.0000047439.981300938.98
762013.09.11 19:05close390.301.576240.000000.0000046230.171347169.15
772013.09.11 19:05close370.301.576240.000000.0000048044.881395214.03
782013.09.11 19:05close380.301.576240.000000.0000046996.381442210.40
792013.10.25 02:04buy400.301.619410.000000.00000
802013.10.25 07:07buy410.301.619780.000000.00000
812013.10.25 20:03close410.301.619590.000000.00000-766.211441444.19
822013.10.25 21:00close400.301.617390.000000.00000-8146.031433298.16
832013.11.14 21:01buy420.301.602120.000000.00000
842013.11.21 03:00close420.301.612890.000000.0000042639.591475937.76
852013.12.18 06:19sell430.301.626360.000000.00000
862013.12.18 23:00close430.301.637690.000000.00000-45690.721430247.04
872013.12.20 19:00sell440.301.634240.000000.00000
882013.12.20 20:06sell450.301.634870.000000.00000
892013.12.23 21:01close440.301.635490.000000.00000-4939.111425307.93
902013.12.23 21:01close450.301.635490.000000.00000-2398.491422909.44
912013.12.26 16:02buy460.301.638290.000000.00000
922013.12.28 01:01close460.301.649670.000000.0000045778.801468688.24
932014.01.13 18:00sell470.301.643430.000000.00000
942014.01.13 19:00sell480.301.643250.000000.00000
952014.01.14 22:00close480.301.643730.000000.00000-1833.921466854.32
962014.01.15 01:02close470.301.645690.000000.00000-8910.371457943.95
972014.01.29 06:02buy490.301.658370.000000.00000
982014.01.29 11:12buy500.301.657610.000000.00000
992014.01.29 22:00close500.301.655540.000000.00000-8347.671449596.28
1002014.01.30 07:03close490.301.656310.000000.00000-8646.981440949.30
1012014.02.27 02:33sell510.301.663970.000000.00000
1022014.02.27 15:03sell520.301.666320.000000.00000
1032014.02.27 16:01close510.301.667350.000000.00000-13630.591427318.71
1042014.02.27 17:00sell530.301.664470.000000.00000
1052014.02.27 18:00sell540.301.664190.000000.00000
1062014.02.28 16:00close520.301.668830.000000.00000-10020.341417298.37
1072014.02.28 16:40close530.301.673350.000000.00000-35708.761381589.61
1082014.02.28 16:40close540.301.673350.000000.00000-36837.921344751.69
1092014.03.05 02:00sell550.301.666140.000000.00000
1102014.03.05 16:04close550.301.666710.000000.00000-2298.651342453.04
1112014.03.19 12:16sell560.301.659140.000000.00000
1122014.03.19 13:09sell570.301.659290.000000.00000
1132014.03.19 15:00sell580.301.658850.000000.00000
1142014.03.24 13:02close570.301.648850.000000.0000042610.551385063.59
1152014.03.24 19:00close560.301.648730.000000.0000042489.561427553.15
1162014.03.24 19:00close580.301.648730.000000.0000041320.071468873.23
1172014.04.03 11:01buy590.301.664970.000000.00000
1182014.04.03 17:33close590.301.660440.000000.00000-18268.091450605.14
1192014.05.27 15:00buy600.301.685990.000000.00000
1202014.05.27 18:32close600.301.682040.000000.00000-15929.121434676.02
1212014.06.03 09:05sell610.301.674140.000000.00000
1222014.06.03 15:08sell620.301.674700.000000.00000
1232014.06.03 17:17close620.301.677540.000000.00000-11452.931423223.09
1242014.06.03 17:17close610.301.677540.000000.00000-13711.251409511.84
1252014.06.03 20:01sell630.301.674360.000000.00000
1262014.06.04 04:03sell640.301.674380.000000.00000
1272014.06.04 05:23sell650.301.674940.000000.00000
1282014.06.04 08:05sell660.301.674250.000000.00000
1292014.06.04 17:17close640.301.670390.000000.0000016090.551425602.39
1302014.06.04 17:17close660.301.670390.000000.0000015566.301441168.69
1312014.06.04 17:17close650.301.670390.000000.0000018348.881459517.57
1322014.06.04 21:00close630.301.676040.000000.00000-6673.181452844.39
1332014.06.05 03:06sell670.301.674060.000000.00000
1342014.06.05 05:00sell680.301.673750.000000.00000
1352014.06.05 16:01close670.301.674870.000000.00000-3266.511449577.88
1362014.06.05 18:01close680.301.675990.000000.00000-9033.291440544.59
1372014.06.12 09:00buy690.301.679130.000000.00000
1382014.06.12 10:10buy700.301.679360.000000.00000
1392014.06.12 11:13buy710.301.679460.000000.00000
1402014.06.12 16:13close710.301.683110.000000.0000014719.321455263.91
1412014.06.12 22:59close700.301.682670.000000.0000013348.201468612.11
1422014.06.16 16:28close690.301.697720.000000.0000074741.291543353.39
1432014.07.14 10:01sell720.301.711820.000000.00000
1442014.07.14 22:02close720.301.707290.000000.0000018268.221561621.61
1452014.09.17 13:00buy730.301.627710.000000.00000
1462014.09.17 22:59close730.301.633750.000000.0000024357.451585979.06
1472014.11.26 02:49buy740.301.571360.000000.00000
1482014.11.26 06:06buy750.301.570570.000000.00000
1492014.11.26 19:01close750.301.570290.000000.00000-1129.151584849.91
1502014.11.26 19:01close740.301.570290.000000.00000-4314.981580534.93
1ページ目次へ