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
前へ2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
1512014.12.15 09:45buy760.301.572750.000000.00000
1522014.12.15 19:30close760.301.567370.000000.00000-21695.871558839.06
1532014.12.22 22:00sell770.301.562040.000000.00000
1542014.12.22 23:01sell780.301.561800.000000.00000
1552014.12.24 17:00close780.301.554280.000000.0000030529.641589368.70
1562014.12.24 18:00close770.301.554990.000000.0000028634.261618002.97
1572015.01.01 01:06buy790.301.558580.000000.00000
1582015.01.02 17:33close790.301.552110.000000.00000-26204.711591798.26
1592015.03.19 09:01buy800.301.495930.000000.00000
1602015.03.20 14:06close800.301.476010.000000.00000-80444.391511353.86
1612015.03.23 20:00buy810.301.491510.000000.00000
1622015.03.23 21:01buy820.301.490610.000000.00000
1632015.03.23 23:00buy830.301.492170.000000.00000
1642015.03.24 01:05buy840.301.493210.000000.00000
1652015.03.24 21:01close810.301.491350.000000.00000-758.441510595.42
1662015.03.24 23:00close820.301.488670.000000.00000-7936.631502658.79
1672015.03.25 00:00close830.301.487640.000000.00000-18494.511484164.28
1682015.03.25 02:01close840.301.487330.000000.00000-23825.421460338.86
1692015.03.26 21:01buy850.301.492930.000000.00000
1702015.03.26 23:06close850.301.480820.000000.00000-48835.871411502.99
1712015.04.22 12:00buy860.301.493310.000000.00000
1722015.04.22 13:01buy870.301.493210.000000.00000
1732015.04.22 14:02buy880.301.494110.000000.00000
1742015.04.22 15:00buy890.301.494150.000000.00000
1752015.04.22 18:21close870.301.502910.000000.0000039117.101450620.09
1762015.04.24 12:03close860.301.503310.000000.0000039874.061490494.15
1772015.04.24 12:03close890.301.503310.000000.0000036486.601526980.74
1782015.04.27 16:26close880.301.517410.000000.0000093395.621620376.36
1792015.07.01 01:19sell900.301.570770.000000.00000
1802015.07.01 13:02close900.301.565550.000000.0000021050.791641427.15
1812015.07.17 19:00buy910.301.562440.000000.00000
1822015.07.17 20:00buy920.301.562770.000000.00000
1832015.07.20 10:00buy930.301.561690.000000.00000
1842015.07.20 13:00close930.301.555420.000000.00000-25284.971616142.18
1852015.07.20 21:05close910.301.557140.000000.00000-21486.461594655.72
1862015.07.20 21:05close920.301.557140.000000.00000-22817.251571838.47
1872015.07.23 01:25buy940.301.561430.000000.00000
1882015.07.23 04:11buy950.301.561220.000000.00000
1892015.07.23 05:02buy960.301.561560.000000.00000
1902015.07.23 06:01buy970.301.561950.000000.00000
1912015.07.23 07:02buy980.301.562050.000000.00000
1922015.07.23 14:00close940.301.559160.000000.00000-9154.211562684.26
1932015.07.23 15:51close970.301.555470.000000.00000-26131.841536552.42
1942015.07.23 15:51close980.301.555470.000000.00000-26535.101510017.32
1952015.07.23 15:51close960.301.555470.000000.00000-24559.091485458.23
1962015.07.23 15:51close950.301.555410.000000.00000-23429.931462028.30
1972015.08.05 21:00buy990.301.561260.000000.00000
1982015.08.06 04:04buy1000.301.561690.000000.00000
1992015.08.06 06:00buy1010.301.561760.000000.00000
2002015.08.06 07:32buy1020.301.562000.000000.00000
2012015.08.06 08:00buy1030.301.562130.000000.00000
2022015.08.06 14:00close1030.301.556490.000000.00000-22744.371439283.93
2032015.08.06 14:10close1020.301.549030.000000.00000-52303.991386979.94
2042015.08.06 14:47close990.301.547790.000000.00000-54659.961332319.97
2052015.08.06 14:47close1000.301.547790.000000.00000-56054.391276265.58
2062015.08.06 14:47close1010.301.547790.000000.00000-56336.671219928.91
2072015.09.11 16:00buy1040.301.543190.000000.00000
2082015.09.14 17:00close1040.301.539270.000000.00000-15921.351204007.56
2092015.11.18 08:05buy1050.301.520740.000000.00000
2102015.11.18 10:01buy1060.301.520780.000000.00000
2112015.11.18 12:00buy1070.301.523090.000000.00000
2122015.11.18 13:01buy1080.301.522880.000000.00000
2132015.11.18 21:01buy1090.301.521750.000000.00000
2142015.11.18 22:59close1070.301.523050.000000.00000-161.311203846.25
2152015.11.19 21:00close1060.301.529220.000000.0000033696.271237542.52
2162015.11.19 22:29close1090.301.528310.000000.0000026114.811263657.33
2172015.11.19 23:07close1080.301.528470.000000.0000022203.101285860.42
2182015.11.20 01:03close1050.301.528460.000000.0000030679.531316539.95
2192015.12.04 12:00buy1100.301.512510.000000.00000
2202015.12.04 22:59close1100.301.510520.000000.00000-8025.051308514.90
2212016.02.02 13:03buy1110.301.437940.000000.00000
2222016.02.02 19:01buy1120.301.439400.000000.00000
2232016.02.04 14:00close1110.301.458910.000000.0000084112.671392627.57
2242016.02.04 17:00close1120.301.460370.000000.0000084112.671476740.23
2252016.02.12 07:03sell1130.301.446270.000000.00000
2262016.02.12 08:07sell1140.301.446560.000000.00000
2272016.02.15 08:05close1130.301.452970.000000.00000-26917.441449822.79
2282016.02.15 09:00close1140.301.453110.000000.00000-26312.531423510.27
2292016.02.15 18:00sell1150.301.445220.000000.00000
2302016.02.16 05:02sell1160.301.443260.000000.00000
2312016.02.16 07:02sell1170.301.442960.000000.00000
2322016.02.16 10:42close1170.301.451280.000000.00000-33552.231389958.04
2332016.02.16 15:23close1160.301.436130.000000.0000028753.301418711.34
2342016.02.17 18:00close1150.301.431540.000000.0000055371.191474082.53
2352016.02.22 01:05sell1180.301.429270.000000.00000
2362016.02.22 03:00sell1190.301.429380.000000.00000
2372016.02.22 06:51sell1200.301.427790.000000.00000
2382016.02.22 20:01close1200.301.416390.000000.0000045973.011520055.54
2392016.02.23 04:32close1180.301.413260.000000.0000064665.631584721.17
2402016.02.23 12:01close1190.301.412240.000000.0000069222.611653943.78
2412016.04.18 11:00buy1210.301.418170.000000.00000
2422016.04.18 12:00buy1220.301.418700.000000.00000
2432016.04.18 13:00buy1230.301.419160.000000.00000
2442016.04.18 14:00buy1240.301.419560.000000.00000
2452016.04.20 08:42close1210.301.435280.000000.0000068772.901722716.68
2462016.04.20 08:42close1240.301.435280.000000.0000063167.461785884.13
2472016.04.20 09:00close1220.301.435570.000000.0000067805.061853689.19
2482016.04.20 09:00close1230.301.435570.000000.0000065950.021919639.21
2492016.05.12 02:01sell1250.301.443280.000000.00000
2502016.05.12 03:05sell1260.301.443550.000000.00000
2512016.05.12 15:02close1250.301.443830.000000.00000-2218.001917421.21
2522016.05.12 16:01close1260.301.447770.000000.00000-17018.071900403.14
2532016.05.13 01:25sell1270.301.444030.000000.00000
2542016.05.13 02:45sell1280.301.444240.000000.00000
2552016.05.13 03:17sell1290.301.444460.000000.00000
2562016.05.13 18:00close1290.301.434970.000000.0000038270.511938673.65
2572016.05.13 18:00close1280.301.434970.000000.0000037383.311976056.96
2582016.05.13 22:59close1270.301.436730.000000.0000029438.852005495.81
2592016.05.17 19:05buy1300.301.448140.000000.00000
2602016.05.19 17:01close1300.301.459410.000000.0000044995.572050491.38
2612016.07.01 01:05sell1310.301.329000.000000.00000
2622016.07.01 09:00sell1320.301.329730.000000.00000
2632016.07.01 10:00sell1330.301.329270.000000.00000
2642016.07.01 12:00sell1340.301.330160.000000.00000
2652016.07.01 22:59close1320.301.328080.000000.000006653.992057145.37
2662016.07.04 06:20close1310.301.329850.000000.00000-3326.022053819.35
2672016.07.04 19:03close1330.301.329790.000000.00000-1995.232051824.12
2682016.07.06 11:00close1340.301.296410.000000.00000136409.672188233.79
2692016.07.21 08:05buy1350.301.323590.000000.00000
2702016.07.21 21:00close1350.301.320290.000000.00000-13307.882174925.91
2712016.08.11 18:00sell1360.301.296320.000000.00000
2722016.08.12 08:58sell1370.301.297490.000000.00000
2732016.08.12 12:45sell1380.301.294920.000000.00000
2742016.08.12 15:30close1380.301.299190.000000.00000-17219.722157706.19
2752016.08.12 15:30close1370.301.299990.000000.00000-10081.802147624.39
2762016.08.16 13:01close1360.301.298550.000000.00000-8687.602138936.79
2772016.09.14 14:00sell1390.301.319580.000000.00000
2782016.09.15 19:01close1390.301.321130.000000.00000-5945.342132991.45
2792016.11.23 03:00sell1400.301.240940.000000.00000
2802016.11.23 08:00sell1410.301.240530.000000.00000
2812016.11.23 19:01close1400.301.244800.000000.00000-15566.302117425.15
2822016.11.23 19:01close1410.301.244800.000000.00000-17219.722100205.43
2832016.11.24 01:05sell1420.301.242160.000000.00000
2842016.11.24 14:02close1420.301.245270.000000.00000-12541.752087663.68
2852016.11.25 09:02buy1430.301.245720.000000.00000
2862016.11.25 12:01buy1440.301.246540.000000.00000
2872016.11.25 13:15buy1450.301.245900.000000.00000
2882016.11.28 12:00close1430.301.243830.000000.00000-7735.002079928.68
2892016.11.28 13:00close1440.301.243410.000000.00000-12735.532067193.15
2902016.11.28 14:00close1450.301.240030.000000.00000-23785.102043408.05
2912016.11.30 02:03buy1460.301.249090.000000.00000
2922016.11.30 07:04buy1470.301.248500.000000.00000
2932016.11.30 12:33close1470.301.242950.000000.00000-22381.432021026.62
2942016.11.30 15:01buy1480.301.247540.000000.00000
2952016.11.30 16:00buy1490.301.248200.000000.00000
2962016.11.30 18:00buy1500.301.249930.000000.00000
2972016.12.01 19:00close1490.301.259310.000000.0000044463.552065490.17
2982016.12.01 20:02close1480.301.258260.000000.0000042890.812108380.97
2992016.12.01 23:00close1500.301.258680.000000.0000034946.412143327.38
3002016.12.02 05:00close1460.301.259790.000000.0000042696.952186024.33
前へ2ページ目次へ