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 |
| # | 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 | 2024.03.15 18:00 | sell | 451 | 0.30 | 1.27415 | 0.00000 | 0.00000 | |
| 902 | 2024.03.15 19:00 | sell | 452 | 0.30 | 1.27376 | 0.00000 | 0.00000 | |
| 903 | 2024.03.19 15:02 | close | 451 | 0.30 | 1.26946 | 0.00000 | 0.00000 | 19117.04 | 4013137.26 |
| 904 | 2024.03.19 17:02 | close | 452 | 0.30 | 1.27014 | 0.00000 | 0.00000 | 14802.03 | 4027939.29 |
| 905 | 2024.03.27 12:00 | sell | 453 | 0.30 | 1.26205 | 0.00000 | 0.00000 | |
| 906 | 2024.03.27 22:59 | close | 453 | 0.30 | 1.26375 | 0.00000 | 0.00000 | -6855.62 | 4021083.67 |
| 907 | 2024.03.28 02:02 | sell | 454 | 0.30 | 1.26164 | 0.00000 | 0.00000 | |
| 908 | 2024.03.28 03:01 | sell | 455 | 0.30 | 1.26162 | 0.00000 | 0.00000 | |
| 909 | 2024.03.28 12:20 | close | 454 | 0.30 | 1.25886 | 0.00000 | 0.00000 | 11210.96 | 4032294.63 |
| 910 | 2024.03.28 12:20 | close | 455 | 0.30 | 1.25886 | 0.00000 | 0.00000 | 11130.31 | 4043424.94 |
| 911 | 2024.04.19 09:00 | sell | 456 | 0.30 | 1.24103 | 0.00000 | 0.00000 | |
| 912 | 2024.04.19 22:59 | close | 456 | 0.30 | 1.23730 | 0.00000 | 0.00000 | 15042.04 | 4058466.98 |
| 913 | 2024.05.02 05:00 | buy | 457 | 0.30 | 1.25332 | 0.00000 | 0.00000 | |
| 914 | 2024.05.02 18:00 | close | 457 | 0.30 | 1.24831 | 0.00000 | 0.00000 | -20203.78 | 4038263.20 |
| 915 | 2024.09.12 15:03 | sell | 458 | 0.30 | 1.30404 | 0.00000 | 0.00000 | |
| 916 | 2024.09.12 23:03 | close | 458 | 0.30 | 1.31126 | 0.00000 | 0.00000 | -29116.24 | 4009146.96 |
| 917 | 2024.09.19 10:01 | buy | 459 | 0.30 | 1.32558 | 0.00000 | 0.00000 | |
| 918 | 2024.09.19 11:15 | buy | 460 | 0.30 | 1.32564 | 0.00000 | 0.00000 | |
| 919 | 2024.09.24 19:01 | close | 460 | 0.30 | 1.33772 | 0.00000 | 0.00000 | 48375.27 | 4057522.23 |
| 920 | 2024.09.25 12:00 | close | 459 | 0.30 | 1.33778 | 0.00000 | 0.00000 | 48745.98 | 4106268.20 |
| 921 | 2024.10.30 11:00 | buy | 461 | 0.30 | 1.30105 | 0.00000 | 0.00000 | |
| 922 | 2024.10.30 14:50 | close | 461 | 0.30 | 1.29632 | 0.00000 | 0.00000 | -19074.62 | 4087193.58 |
| 923 | 2024.11.04 17:00 | buy | 462 | 0.30 | 1.29779 | 0.00000 | 0.00000 | |
| 924 | 2024.11.06 03:00 | close | 462 | 0.30 | 1.29581 | 0.00000 | 0.00000 | -8211.15 | 4078982.43 |
| 925 | 2024.11.08 08:00 | buy | 463 | 0.30 | 1.29720 | 0.00000 | 0.00000 | |
| 926 | 2024.11.08 14:01 | buy | 464 | 0.30 | 1.29662 | 0.00000 | 0.00000 | |
| 927 | 2024.11.11 06:02 | sell | 465 | 0.30 | 1.29115 | 0.00000 | 0.00000 | |
| 928 | 2024.11.11 10:01 | close | 463 | 0.30 | 1.28936 | 0.00000 | 0.00000 | -31729.50 | 4047252.93 |
| 929 | 2024.11.11 15:02 | close | 464 | 0.30 | 1.28799 | 0.00000 | 0.00000 | -34915.33 | 4012337.60 |
| 930 | 2024.11.13 18:00 | close | 465 | 0.30 | 1.27259 | 0.00000 | 0.00000 | 75050.87 | 4087388.47 |
| 931 | 2024.11.21 08:16 | sell | 466 | 0.30 | 1.26557 | 0.00000 | 0.00000 | |
| 932 | 2024.11.21 11:45 | sell | 467 | 0.30 | 1.26287 | 0.00000 | 0.00000 | |
| 933 | 2024.11.21 18:08 | close | 467 | 0.30 | 1.26131 | 0.00000 | 0.00000 | 6291.05 | 4093679.52 |
| 934 | 2024.11.21 18:12 | close | 466 | 0.30 | 1.26081 | 0.00000 | 0.00000 | 19195.75 | 4112875.27 |
| 935 | 2024.12.04 07:03 | buy | 468 | 0.30 | 1.26810 | 0.00000 | 0.00000 | |
| 936 | 2024.12.04 22:59 | close | 468 | 0.30 | 1.26985 | 0.00000 | 0.00000 | 7057.21 | 4119932.48 |
| 937 | 2024.12.05 05:01 | buy | 469 | 0.30 | 1.27073 | 0.00000 | 0.00000 | |
| 938 | 2024.12.05 16:01 | close | 469 | 0.30 | 1.27537 | 0.00000 | 0.00000 | 18711.69 | 4138644.17 |
| 939 | 2024.12.19 15:00 | sell | 470 | 0.30 | 1.26122 | 0.00000 | 0.00000 | |
| 940 | 2024.12.24 17:00 | close | 470 | 0.30 | 1.25650 | 0.00000 | 0.00000 | 19339.81 | 4157983.98 |
| 941 | 2025.01.21 07:00 | buy | 471 | 0.30 | 1.23002 | 0.00000 | 0.00000 | |
| 942 | 2025.01.23 11:02 | close | 471 | 0.30 | 1.22971 | 0.00000 | 0.00000 | -1702.97 | 4156281.01 |
| 943 | 2025.02.12 18:01 | buy | 472 | 0.30 | 1.24347 | 0.00000 | 0.00000 | |
| 944 | 2025.02.12 22:01 | buy | 473 | 0.30 | 1.24424 | 0.00000 | 0.00000 | |
| 945 | 2025.02.14 23:00 | close | 472 | 0.30 | 1.25804 | 0.00000 | 0.00000 | 58303.46 | 4214584.47 |
| 946 | 2025.02.14 23:00 | close | 473 | 0.30 | 1.25804 | 0.00000 | 0.00000 | 55198.28 | 4269782.74 |
| 947 | 2025.04.01 01:11 | sell | 474 | 0.30 | 1.29143 | 0.00000 | 0.00000 | |
| 948 | 2025.04.01 09:00 | sell | 475 | 0.30 | 1.29180 | 0.00000 | 0.00000 | |
| 949 | 2025.04.01 10:00 | sell | 476 | 0.30 | 1.29201 | 0.00000 | 0.00000 | |
| 950 | 2025.04.01 18:00 | close | 474 | 0.30 | 1.29236 | 0.00000 | 0.00000 | -3750.43 | 4266032.31 |
| 951 | 2025.04.01 22:59 | close | 475 | 0.30 | 1.29195 | 0.00000 | 0.00000 | -604.90 | 4265427.41 |
| 952 | 2025.04.01 22:59 | close | 476 | 0.30 | 1.29195 | 0.00000 | 0.00000 | 241.97 | 4265669.38 |
| 953 | 2025.04.18 12:02 | buy | 477 | 0.30 | 1.32746 | 0.00000 | 0.00000 | |
| 954 | 2025.04.18 13:02 | buy | 478 | 0.30 | 1.32706 | 0.00000 | 0.00000 | |
| 955 | 2025.04.18 22:59 | close | 477 | 0.30 | 1.32890 | 0.00000 | 0.00000 | 5807.07 | 4271476.45 |
| 956 | 2025.04.18 22:59 | close | 478 | 0.30 | 1.32890 | 0.00000 | 0.00000 | 7420.15 | 4278896.60 |
| 957 | 2025.05.19 02:05 | buy | 479 | 0.30 | 1.33004 | 0.00000 | 0.00000 | |
| 958 | 2025.05.19 08:00 | buy | 480 | 0.30 | 1.33007 | 0.00000 | 0.00000 | |
| 959 | 2025.05.20 07:00 | buy | 481 | 0.30 | 1.33689 | 0.00000 | 0.00000 | |
| 960 | 2025.05.20 12:00 | close | 479 | 0.30 | 1.33724 | 0.00000 | 0.00000 | 28922.16 | 4307818.76 |
| 961 | 2025.05.21 11:01 | close | 480 | 0.30 | 1.34133 | 0.00000 | 0.00000 | 45181.67 | 4353000.43 |
| 962 | 2025.05.23 17:00 | close | 481 | 0.30 | 1.34808 | 0.00000 | 0.00000 | 44559.76 | 4397560.19 |
| 963 | 2025.06.11 01:29 | sell | 482 | 0.30 | 1.35005 | 0.00000 | 0.00000 | |
| 964 | 2025.06.11 04:01 | sell | 483 | 0.30 | 1.34913 | 0.00000 | 0.00000 | |
| 965 | 2025.06.11 14:01 | close | 482 | 0.30 | 1.34974 | 0.00000 | 0.00000 | 1250.15 | 4398810.34 |
| 966 | 2025.06.11 17:00 | close | 483 | 0.30 | 1.35200 | 0.00000 | 0.00000 | -11573.91 | 4387236.43 |
| 967 | 2025.07.02 01:07 | buy | 484 | 0.30 | 1.37446 | 0.00000 | 0.00000 | |
| 968 | 2025.07.02 02:47 | buy | 485 | 0.30 | 1.37471 | 0.00000 | 0.00000 | |
| 969 | 2025.07.02 03:02 | buy | 486 | 0.30 | 1.37466 | 0.00000 | 0.00000 | |
| 970 | 2025.07.02 14:00 | close | 484 | 0.30 | 1.37020 | 0.00000 | 0.00000 | -17179.26 | 4370057.17 |
| 971 | 2025.07.02 14:56 | close | 486 | 0.30 | 1.36707 | 0.00000 | 0.00000 | -30608.12 | 4339449.05 |
| 972 | 2025.07.02 14:56 | close | 485 | 0.30 | 1.36707 | 0.00000 | 0.00000 | -30809.75 | 4308639.30 |
| 973 | 2025.07.07 21:00 | sell | 487 | 0.30 | 1.36034 | 0.00000 | 0.00000 | |
| 974 | 2025.07.07 23:00 | sell | 488 | 0.30 | 1.36083 | 0.00000 | 0.00000 | |
| 975 | 2025.07.08 12:00 | sell | 489 | 0.30 | 1.36108 | 0.00000 | 0.00000 | |
| 976 | 2025.07.08 13:00 | sell | 490 | 0.30 | 1.35936 | 0.00000 | 0.00000 | |
| 977 | 2025.07.09 16:00 | close | 487 | 0.30 | 1.36100 | 0.00000 | 0.00000 | -2458.02 | 4306181.28 |
| 978 | 2025.07.09 16:00 | close | 490 | 0.30 | 1.36100 | 0.00000 | 0.00000 | -6511.87 | 4299669.41 |
| 979 | 2025.07.10 10:00 | close | 488 | 0.30 | 1.36129 | 0.00000 | 0.00000 | -1346.10 | 4298323.31 |
| 980 | 2025.07.10 11:00 | close | 489 | 0.30 | 1.36149 | 0.00000 | 0.00000 | -1246.25 | 4297077.06 |
| 981 | 2025.07.11 04:00 | sell | 491 | 0.30 | 1.35537 | 0.00000 | 0.00000 | |
| 982 | 2025.07.11 08:03 | sell | 492 | 0.30 | 1.35559 | 0.00000 | 0.00000 | |
| 983 | 2025.07.11 09:17 | sell | 493 | 0.30 | 1.35455 | 0.00000 | 0.00000 | |
| 984 | 2025.07.14 15:00 | close | 492 | 0.30 | 1.34842 | 0.00000 | 0.00000 | 29016.39 | 4326093.45 |
| 985 | 2025.07.14 15:00 | close | 493 | 0.30 | 1.34842 | 0.00000 | 0.00000 | 24822.37 | 4350915.82 |
| 986 | 2025.07.14 16:01 | close | 491 | 0.30 | 1.34787 | 0.00000 | 0.00000 | 30347.19 | 4381263.01 |
| 987 | 2025.08.26 06:00 | sell | 494 | 0.30 | 1.34631 | 0.00000 | 0.00000 | |
| 988 | 2025.08.26 11:01 | sell | 495 | 0.30 | 1.34574 | 0.00000 | 0.00000 | |
| 989 | 2025.08.26 19:00 | close | 494 | 0.30 | 1.34833 | 0.00000 | 0.00000 | -8146.10 | 4373116.91 |
| 990 | 2025.08.26 22:59 | close | 495 | 0.30 | 1.34795 | 0.00000 | 0.00000 | -8912.31 | 4364204.60 |
| 991 | 2025.08.27 04:04 | sell | 496 | 0.30 | 1.34700 | 0.00000 | 0.00000 | |
| 992 | 2025.08.27 05:02 | sell | 497 | 0.30 | 1.34682 | 0.00000 | 0.00000 | |
| 993 | 2025.08.27 06:14 | sell | 498 | 0.30 | 1.34644 | 0.00000 | 0.00000 | |
| 994 | 2025.08.27 07:01 | sell | 499 | 0.30 | 1.34557 | 0.00000 | 0.00000 | |
| 995 | 2025.08.27 10:38 | close | 497 | 0.30 | 1.34447 | 0.00000 | 0.00000 | 9476.89 | 4373681.49 |
| 996 | 2025.08.27 11:17 | close | 496 | 0.30 | 1.34356 | 0.00000 | 0.00000 | 13872.56 | 4387554.05 |
| 997 | 2025.08.28 05:52 | close | 498 | 0.30 | 1.35159 | 0.00000 | 0.00000 | -20463.13 | 4367090.92 |
| 998 | 2025.08.28 05:52 | close | 499 | 0.30 | 1.35159 | 0.00000 | 0.00000 | -23971.60 | 4343119.33 |
| 999 | 2025.09.25 09:00 | sell | 500 | 0.30 | 1.34532 | 0.00000 | 0.00000 | |
| 1000 | 2025.09.25 13:00 | sell | 501 | 0.30 | 1.34482 | 0.00000 | 0.00000 | |
| 1001 | 2025.09.25 14:00 | sell | 502 | 0.30 | 1.34447 | 0.00000 | 0.00000 | |
| 1002 | 2025.09.26 12:00 | close | 501 | 0.30 | 1.33667 | 0.00000 | 0.00000 | 32968.46 | 4376087.79 |
| 1003 | 2025.09.26 16:00 | close | 500 | 0.30 | 1.33785 | 0.00000 | 0.00000 | 30226.21 | 4406314.00 |
| 1004 | 2025.09.26 16:00 | close | 502 | 0.30 | 1.33785 | 0.00000 | 0.00000 | 26798.40 | 4433112.40 |
| 1005 | 2025.10.06 17:01 | buy | 503 | 0.30 | 1.34613 | 0.00000 | 0.00000 | |
| 1006 | 2025.10.07 22:02 | close | 503 | 0.30 | 1.34288 | 0.00000 | 0.00000 | -13219.45 | 4419892.95 |
| 1007 | 2025.11.14 11:00 | buy | 504 | 0.30 | 1.31677 | 0.00000 | 0.00000 | |
| 1008 | 2025.11.14 15:06 | buy | 505 | 0.30 | 1.31672 | 0.00000 | 0.00000 | |
| 1009 | 2025.11.14 16:03 | buy | 506 | 0.30 | 1.31620 | 0.00000 | 0.00000 | |
| 1010 | 2025.11.17 13:00 | close | 504 | 0.30 | 1.31527 | 0.00000 | 0.00000 | -6162.24 | 4413730.71 |
| 1011 | 2025.11.17 17:04 | close | 505 | 0.30 | 1.31681 | 0.00000 | 0.00000 | 249.73 | 4413980.43 |
| 1012 | 2025.11.17 17:04 | close | 506 | 0.30 | 1.31681 | 0.00000 | 0.00000 | 2346.73 | 4416327.16 |
| 1013 | 2025.11.18 07:16 | buy | 507 | 0.30 | 1.31627 | 0.00000 | 0.00000 | |
| 1014 | 2025.11.18 08:06 | buy | 508 | 0.30 | 1.31562 | 0.00000 | 0.00000 | |
| 1015 | 2025.11.18 22:59 | close | 508 | 0.30 | 1.31436 | 0.00000 | 0.00000 | -5081.19 | 4411245.97 |
| 1016 | 2025.11.19 10:01 | close | 507 | 0.30 | 1.31456 | 0.00000 | 0.00000 | -7009.11 | 4404236.86 |