Strategy Tester Report
ダウ理論転換初動 P24 VER30 70470
| 通貨ペア | GBPJPY-cd (Great Britain Pound vs Japanese Yen) | ||||
| 期間 | 1時間足(H1) 2012.01.09 11:00 - 2025.01.30 23:00 (2012.01.03 - 2025.01.31) | ||||
| 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 | Lots=0.2; isSpreadFilter=true;SpreadFilterValue=3; isPositionFilter=false; MaxPositionValue=24; Enable_EMA20=true; Enable_DowSTD=true; Enable_parabolic=true; Enable_MACD=true; isConsecutiveEntryLimit=false; EntryLimitBars=2; M1profit_followingPips=1; Magic1=5601; Magic2=5602; Magic3=5603; Magic4=5604; Magic5=5605; Magic6=5606; Magic7=5607; Magic8=5608; Magic9=5609; Magic10=5610; Magic11=5611; Magic12=5612; Magic13=5613; Magic14=5614; Magic15=5615; Magic16=5616; Magic17=5617; Magic18=5618; Magic19=5619; Magic20=5620; Magic21=5621; Magic22=5622; Magic23=5623; Magic24=5624; | ||||
| テストバー数 | 81253 | モデルティック数 | 349107103 | モデリング品質 | 89.89% |
| 不整合チャートエラー | 0 | ||||
| 初期証拠金 | 1000000.00 | スプレッド | 8 | ||
| 純益 | 3403846.02 | 総利益 | 5964606.54 | 総損失 | -2560760.52 |
| プロフィットファクタ | 2.33 | 期待利得 | 5110.88 | ||
| 絶対ドローダウン | 109731.63 | 最大ドローダウン | 486550.77 (10.05%) | 相対ドローダウン | 22.00% (251093.30) |
| 総取引数 | 666 | 売りポジション(勝率%） | 363 (67.22%) | 買いポジション(勝率%） | 303 (65.35%) |
| 勝率(%) | 442 (66.37%) | 負率 (%) | 224 (33.63%) | ||
| 最大 | 勝トレード | 71484.60 | 敗トレード | -47740.00 | |
| 平均 | 勝トレード | 13494.58 | 敗トレード | -11431.97 | |
| 最大 | 連勝(金額) | 42 (837482.00) | 連敗(金額) | 22 (-455581.91) | |
| 最大 | 連勝(トレード数) | 837482.00 (42) | 連敗(トレード数) | -455581.91 (22) | |
| 平均 | 連勝 | 12 | 連敗 | 6 | |
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 |
| 1 | 2012.04.03 19:00 | sell | 1 | 0.20 | 131.328 | 0.000 | 0.000 | ||
| 2 | 2012.04.03 19:00 | sell | 2 | 0.20 | 131.328 | 0.000 | 0.000 | ||
| 3 | 2012.04.03 20:00 | sell | 3 | 0.20 | 131.331 | 0.000 | 0.000 | ||
| 4 | 2012.04.03 20:00 | sell | 4 | 0.20 | 131.331 | 0.000 | 0.000 | ||
| 5 | 2012.04.04 01:05 | sell | 5 | 0.20 | 131.124 | 0.000 | 0.000 | ||
| 6 | 2012.04.04 01:05 | sell | 6 | 0.20 | 131.124 | 0.000 | 0.000 | ||
| 7 | 2012.04.04 20:00 | close | 5 | 0.20 | 130.557 | 0.000 | 0.000 | 11340.00 | 1011340.00 |
| 8 | 2012.04.04 20:00 | close | 6 | 0.20 | 130.557 | 0.000 | 0.000 | 11340.00 | 1022680.00 |
| 9 | 2012.04.04 20:00 | close | 2 | 0.20 | 130.557 | 0.000 | 0.000 | 15403.16 | 1038083.16 |
| 10 | 2012.04.04 20:00 | close | 4 | 0.20 | 130.557 | 0.000 | 0.000 | 15463.16 | 1053546.32 |
| 11 | 2012.04.05 01:00 | close | 1 | 0.20 | 131.206 | 0.000 | 0.000 | 2372.63 | 1055918.95 |
| 12 | 2012.04.05 01:00 | close | 3 | 0.20 | 131.206 | 0.000 | 0.000 | 2432.63 | 1058351.58 |
| 13 | 2012.04.26 01:06 | buy | 7 | 0.20 | 131.205 | 0.000 | 0.000 | ||
| 14 | 2012.04.26 01:06 | buy | 8 | 0.20 | 131.205 | 0.000 | 0.000 | ||
| 15 | 2012.04.26 04:00 | close | 8 | 0.20 | 131.534 | 0.000 | 0.000 | 6580.00 | 1064931.58 |
| 16 | 2012.04.27 13:01 | close | 7 | 0.20 | 131.655 | 0.000 | 0.000 | 9011.15 | 1073942.73 |
| 17 | 2012.05.03 16:02 | sell | 9 | 0.20 | 129.847 | 0.000 | 0.000 | ||
| 18 | 2012.05.03 16:02 | sell | 10 | 0.20 | 129.847 | 0.000 | 0.000 | ||
| 19 | 2012.05.03 16:02 | sell | 11 | 0.20 | 129.847 | 0.000 | 0.000 | ||
| 20 | 2012.05.03 16:02 | sell | 12 | 0.20 | 129.847 | 0.000 | 0.000 | ||
| 21 | 2012.05.04 22:00 | close | 11 | 0.20 | 129.562 | 0.000 | 0.000 | 5683.16 | 1079625.88 |
| 22 | 2012.05.04 22:00 | close | 12 | 0.20 | 129.562 | 0.000 | 0.000 | 5683.16 | 1085309.04 |
| 23 | 2012.05.07 07:01 | close | 10 | 0.20 | 128.777 | 0.000 | 0.000 | 21366.32 | 1106675.36 |
| 24 | 2012.05.07 07:12 | close | 9 | 0.20 | 128.591 | 0.000 | 0.000 | 25086.32 | 1131761.67 |
| 25 | 2012.09.13 01:11 | buy | 13 | 0.20 | 125.418 | 0.000 | 0.000 | ||
| 26 | 2012.09.13 01:11 | buy | 14 | 0.20 | 125.418 | 0.000 | 0.000 | ||
| 27 | 2012.09.13 01:11 | buy | 15 | 0.20 | 125.418 | 0.000 | 0.000 | ||
| 28 | 2012.09.13 01:11 | buy | 16 | 0.20 | 125.418 | 0.000 | 0.000 | ||
| 29 | 2012.09.14 01:29 | close | 13 | 0.20 | 124.554 | 0.000 | 0.000 | -17268.85 | 1114492.82 |
| 30 | 2012.09.14 01:29 | close | 14 | 0.20 | 124.554 | 0.000 | 0.000 | -17268.85 | 1097223.97 |
| 31 | 2012.09.14 01:29 | close | 15 | 0.20 | 124.554 | 0.000 | 0.000 | -17268.85 | 1079955.12 |
| 32 | 2012.09.14 01:29 | close | 16 | 0.20 | 124.554 | 0.000 | 0.000 | -17268.85 | 1062686.27 |
| 33 | 2012.10.01 23:02 | sell | 17 | 0.20 | 126.161 | 0.000 | 0.000 | ||
| 34 | 2012.10.01 23:02 | sell | 18 | 0.20 | 126.161 | 0.000 | 0.000 | ||
| 35 | 2012.10.01 23:02 | sell | 19 | 0.20 | 126.161 | 0.000 | 0.000 | ||
| 36 | 2012.10.01 23:02 | sell | 20 | 0.20 | 126.161 | 0.000 | 0.000 | ||
| 37 | 2012.10.01 23:02 | sell | 21 | 0.20 | 126.161 | 0.000 | 0.000 | ||
| 38 | 2012.10.01 23:02 | sell | 22 | 0.20 | 126.161 | 0.000 | 0.000 | ||
| 39 | 2012.10.01 23:02 | sell | 23 | 0.20 | 126.161 | 0.000 | 0.000 | ||
| 40 | 2012.10.01 23:02 | sell | 24 | 0.20 | 126.161 | 0.000 | 0.000 | ||
| 41 | 2012.10.03 06:04 | close | 17 | 0.20 | 126.087 | 0.000 | 0.000 | 1446.32 | 1064132.59 |
| 42 | 2012.10.03 06:04 | close | 21 | 0.20 | 126.087 | 0.000 | 0.000 | 1446.32 | 1065578.90 |
| 43 | 2012.10.03 11:14 | close | 18 | 0.20 | 126.131 | 0.000 | 0.000 | 566.32 | 1066145.22 |
| 44 | 2012.10.03 11:14 | close | 22 | 0.20 | 126.131 | 0.000 | 0.000 | 566.32 | 1066711.53 |
| 45 | 2012.10.03 15:03 | close | 19 | 0.20 | 126.123 | 0.000 | 0.000 | 726.32 | 1067437.85 |
| 46 | 2012.10.03 15:03 | close | 20 | 0.20 | 126.123 | 0.000 | 0.000 | 726.32 | 1068164.16 |
| 47 | 2012.10.03 15:03 | close | 23 | 0.20 | 126.123 | 0.000 | 0.000 | 726.32 | 1068890.48 |
| 48 | 2012.10.03 15:03 | close | 24 | 0.20 | 126.123 | 0.000 | 0.000 | 726.32 | 1069616.80 |
| 49 | 2012.10.23 19:00 | buy | 25 | 0.20 | 127.916 | 0.000 | 0.000 | ||
| 50 | 2012.10.23 19:00 | buy | 26 | 0.20 | 127.916 | 0.000 | 0.000 | ||
| 51 | 2012.10.23 19:00 | buy | 27 | 0.20 | 127.916 | 0.000 | 0.000 | ||
| 52 | 2012.10.23 19:00 | buy | 28 | 0.20 | 127.916 | 0.000 | 0.000 | ||
| 53 | 2012.10.23 19:00 | buy | 29 | 0.20 | 127.916 | 0.000 | 0.000 | ||
| 54 | 2012.10.23 19:00 | buy | 30 | 0.20 | 127.916 | 0.000 | 0.000 | ||
| 55 | 2012.10.23 21:41 | close | 25 | 0.20 | 127.283 | 0.000 | 0.000 | -12660.00 | 1056956.80 |
| 56 | 2012.10.23 21:41 | close | 26 | 0.20 | 127.283 | 0.000 | 0.000 | -12660.00 | 1044296.80 |
| 57 | 2012.10.23 21:41 | close | 27 | 0.20 | 127.283 | 0.000 | 0.000 | -12660.00 | 1031636.80 |
| 58 | 2012.10.23 21:41 | close | 28 | 0.20 | 127.283 | 0.000 | 0.000 | -12660.00 | 1018976.80 |
| 59 | 2012.10.23 21:41 | close | 29 | 0.20 | 127.283 | 0.000 | 0.000 | -12660.00 | 1006316.80 |
| 60 | 2012.10.23 21:41 | close | 30 | 0.20 | 127.283 | 0.000 | 0.000 | -12660.00 | 993656.80 |
| 61 | 2013.02.20 14:00 | sell | 31 | 0.20 | 144.304 | 0.000 | 0.000 | ||
| 62 | 2013.02.20 14:00 | sell | 32 | 0.20 | 144.304 | 0.000 | 0.000 | ||
| 63 | 2013.02.20 16:00 | close | 32 | 0.20 | 144.088 | 0.000 | 0.000 | 4320.00 | 997976.80 |
| 64 | 2013.02.20 18:47 | close | 31 | 0.20 | 143.091 | 0.000 | 0.000 | 24260.00 | 1022236.80 |
| 65 | 2013.03.14 02:00 | buy | 33 | 0.20 | 143.415 | 0.000 | 0.000 | ||
| 66 | 2013.03.14 02:00 | buy | 34 | 0.20 | 143.415 | 0.000 | 0.000 | ||
| 67 | 2013.03.14 13:02 | buy | 35 | 0.20 | 143.277 | 0.000 | 0.000 | ||
| 68 | 2013.03.14 13:02 | buy | 36 | 0.20 | 143.277 | 0.000 | 0.000 | ||
| 69 | 2013.03.14 20:00 | close | 35 | 0.20 | 143.945 | 0.000 | 0.000 | 13360.00 | 1035596.80 |
| 70 | 2013.03.14 22:00 | close | 34 | 0.20 | 144.022 | 0.000 | 0.000 | 12140.00 | 1047736.80 |
| 71 | 2013.03.14 22:00 | close | 36 | 0.20 | 144.022 | 0.000 | 0.000 | 14900.00 | 1062636.80 |
| 72 | 2013.03.14 23:08 | close | 33 | 0.20 | 144.565 | 0.000 | 0.000 | 23000.00 | 1085636.80 |
| 73 | 2013.03.23 03:02 | sell | 37 | 0.20 | 143.801 | 0.000 | 0.000 | ||
| 74 | 2013.03.23 03:02 | sell | 38 | 0.20 | 143.801 | 0.000 | 0.000 | ||
| 75 | 2013.03.23 03:02 | sell | 39 | 0.20 | 143.801 | 0.000 | 0.000 | ||
| 76 | 2013.03.23 03:02 | sell | 40 | 0.20 | 143.801 | 0.000 | 0.000 | ||
| 77 | 2013.03.23 03:02 | sell | 41 | 0.20 | 143.801 | 0.000 | 0.000 | ||
| 78 | 2013.03.23 03:02 | sell | 42 | 0.20 | 143.801 | 0.000 | 0.000 | ||
| 79 | 2013.03.23 03:02 | sell | 43 | 0.20 | 143.801 | 0.000 | 0.000 | ||
| 80 | 2013.03.23 03:02 | sell | 44 | 0.20 | 143.801 | 0.000 | 0.000 | ||
| 81 | 2013.03.23 03:02 | sell | 45 | 0.20 | 143.801 | 0.000 | 0.000 | ||
| 82 | 2013.03.23 03:02 | sell | 46 | 0.20 | 143.801 | 0.000 | 0.000 | ||
| 83 | 2013.03.26 02:20 | close | 37 | 0.20 | 142.031 | 0.000 | 0.000 | 35366.32 | 1121003.11 |
| 84 | 2013.03.26 02:20 | close | 38 | 0.20 | 142.031 | 0.000 | 0.000 | 35366.32 | 1156369.43 |
| 85 | 2013.03.26 02:20 | close | 39 | 0.20 | 142.031 | 0.000 | 0.000 | 35366.32 | 1191735.74 |
| 86 | 2013.03.26 02:20 | close | 40 | 0.20 | 142.031 | 0.000 | 0.000 | 35366.32 | 1227102.06 |
| 87 | 2013.03.26 02:20 | close | 41 | 0.20 | 142.031 | 0.000 | 0.000 | 35366.32 | 1262468.37 |
| 88 | 2013.03.26 02:20 | close | 42 | 0.20 | 142.031 | 0.000 | 0.000 | 35366.32 | 1297834.69 |
| 89 | 2013.03.26 02:20 | close | 43 | 0.20 | 142.031 | 0.000 | 0.000 | 35366.32 | 1333201.00 |
| 90 | 2013.03.26 02:20 | close | 44 | 0.20 | 142.031 | 0.000 | 0.000 | 35366.32 | 1368567.32 |
| 91 | 2013.03.26 02:20 | close | 45 | 0.20 | 142.031 | 0.000 | 0.000 | 35366.32 | 1403933.64 |
| 92 | 2013.03.26 02:20 | close | 46 | 0.20 | 142.031 | 0.000 | 0.000 | 35366.32 | 1439299.95 |
| 93 | 2013.03.28 18:00 | sell | 47 | 0.20 | 142.469 | 0.000 | 0.000 | ||
| 94 | 2013.03.28 18:00 | sell | 48 | 0.20 | 142.469 | 0.000 | 0.000 | ||
| 95 | 2013.03.28 18:00 | sell | 49 | 0.20 | 142.469 | 0.000 | 0.000 | ||
| 96 | 2013.03.28 18:00 | sell | 50 | 0.20 | 142.469 | 0.000 | 0.000 | ||
| 97 | 2013.03.28 19:03 | sell | 51 | 0.20 | 142.618 | 0.000 | 0.000 | ||
| 98 | 2013.03.28 19:03 | sell | 52 | 0.20 | 142.618 | 0.000 | 0.000 | ||
| 99 | 2013.03.28 19:03 | sell | 53 | 0.20 | 142.618 | 0.000 | 0.000 | ||
| 100 | 2013.03.28 19:03 | sell | 54 | 0.20 | 142.618 | 0.000 | 0.000 | ||
| 101 | 2013.03.28 20:03 | sell | 55 | 0.20 | 142.527 | 0.000 | 0.000 | ||
| 102 | 2013.03.28 20:03 | sell | 56 | 0.20 | 142.527 | 0.000 | 0.000 | ||
| 103 | 2013.03.30 01:01 | close | 47 | 0.20 | 143.040 | 0.000 | 0.000 | -11436.84 | 1427863.11 |
| 104 | 2013.03.30 01:01 | close | 49 | 0.20 | 143.040 | 0.000 | 0.000 | -11436.84 | 1416426.27 |
| 105 | 2013.04.01 07:00 | close | 48 | 0.20 | 143.293 | 0.000 | 0.000 | -16513.68 | 1399912.58 |
| 106 | 2013.04.01 07:00 | close | 50 | 0.20 | 143.293 | 0.000 | 0.000 | -16513.68 | 1383398.90 |
| 107 | 2013.04.01 12:02 | close | 52 | 0.20 | 142.634 | 0.000 | 0.000 | -353.68 | 1383045.21 |
| 108 | 2013.04.01 12:02 | close | 54 | 0.20 | 142.634 | 0.000 | 0.000 | -353.68 | 1382691.53 |
| 109 | 2013.04.01 13:00 | close | 55 | 0.20 | 142.766 | 0.000 | 0.000 | -4813.68 | 1377877.84 |
| 110 | 2013.04.01 13:00 | close | 56 | 0.20 | 142.766 | 0.000 | 0.000 | -4813.68 | 1373064.16 |
| 111 | 2013.04.01 18:02 | close | 51 | 0.20 | 142.254 | 0.000 | 0.000 | 7246.32 | 1380310.48 |
| 112 | 2013.04.01 18:02 | close | 53 | 0.20 | 142.254 | 0.000 | 0.000 | 7246.32 | 1387556.79 |
| 113 | 2013.05.30 13:01 | sell | 57 | 0.20 | 152.813 | 0.000 | 0.000 | ||
| 114 | 2013.05.30 13:01 | sell | 58 | 0.20 | 152.813 | 0.000 | 0.000 | ||
| 115 | 2013.05.30 13:01 | sell | 59 | 0.20 | 152.813 | 0.000 | 0.000 | ||
| 116 | 2013.05.30 13:01 | sell | 60 | 0.20 | 152.813 | 0.000 | 0.000 | ||
| 117 | 2013.05.30 13:01 | sell | 61 | 0.20 | 152.813 | 0.000 | 0.000 | ||
| 118 | 2013.05.30 13:01 | sell | 62 | 0.20 | 152.813 | 0.000 | 0.000 | ||
| 119 | 2013.05.30 13:01 | sell | 63 | 0.20 | 152.813 | 0.000 | 0.000 | ||
| 120 | 2013.05.30 13:01 | sell | 64 | 0.20 | 152.813 | 0.000 | 0.000 | ||
| 121 | 2013.05.31 20:01 | close | 57 | 0.20 | 152.860 | 0.000 | 0.000 | -956.84 | 1386599.95 |
| 122 | 2013.05.31 20:01 | close | 61 | 0.20 | 152.860 | 0.000 | 0.000 | -956.84 | 1385643.11 |
| 123 | 2013.06.01 01:05 | close | 58 | 0.20 | 153.026 | 0.000 | 0.000 | -4276.84 | 1381366.27 |
| 124 | 2013.06.01 01:05 | close | 62 | 0.20 | 153.026 | 0.000 | 0.000 | -4276.84 | 1377089.42 |
| 125 | 2013.06.03 08:00 | close | 59 | 0.20 | 152.819 | 0.000 | 0.000 | -153.68 | 1376935.74 |
| 126 | 2013.06.03 08:00 | close | 60 | 0.20 | 152.819 | 0.000 | 0.000 | -153.68 | 1376782.05 |
| 127 | 2013.06.03 08:00 | close | 63 | 0.20 | 152.819 | 0.000 | 0.000 | -153.68 | 1376628.37 |
| 128 | 2013.06.03 08:00 | close | 64 | 0.20 | 152.819 | 0.000 | 0.000 | -153.68 | 1376474.69 |
| 129 | 2013.06.03 15:00 | sell | 65 | 0.20 | 152.713 | 0.000 | 0.000 | ||
| 130 | 2013.06.03 15:00 | sell | 66 | 0.20 | 152.713 | 0.000 | 0.000 | ||
| 131 | 2013.06.03 15:00 | sell | 67 | 0.20 | 152.713 | 0.000 | 0.000 | ||
| 132 | 2013.06.03 15:00 | sell | 68 | 0.20 | 152.713 | 0.000 | 0.000 | ||
| 133 | 2013.06.03 15:00 | sell | 69 | 0.20 | 152.713 | 0.000 | 0.000 | ||
| 134 | 2013.06.03 15:00 | sell | 70 | 0.20 | 152.713 | 0.000 | 0.000 | ||
| 135 | 2013.06.04 02:00 | close | 68 | 0.20 | 152.197 | 0.000 | 0.000 | 10303.16 | 1386777.84 |
| 136 | 2013.06.04 02:00 | close | 69 | 0.20 | 152.197 | 0.000 | 0.000 | 10303.16 | 1397081.00 |
| 137 | 2013.06.04 02:00 | close | 70 | 0.20 | 152.197 | 0.000 | 0.000 | 10303.16 | 1407384.16 |
| 138 | 2013.06.04 04:00 | close | 65 | 0.20 | 152.384 | 0.000 | 0.000 | 6563.16 | 1413947.32 |
| 139 | 2013.06.04 09:00 | close | 66 | 0.20 | 152.818 | 0.000 | 0.000 | -2116.84 | 1411830.47 |
| 140 | 2013.06.04 09:00 | close | 67 | 0.20 | 152.818 | 0.000 | 0.000 | -2116.84 | 1409713.63 |
| 141 | 2013.06.26 01:05 | buy | 71 | 0.20 | 150.887 | 0.000 | 0.000 | ||
| 142 | 2013.06.26 01:05 | buy | 72 | 0.20 | 150.887 | 0.000 | 0.000 | ||
| 143 | 2013.06.26 04:00 | buy | 73 | 0.20 | 150.799 | 0.000 | 0.000 | ||
| 144 | 2013.06.26 04:00 | buy | 74 | 0.20 | 150.799 | 0.000 | 0.000 | ||
| 145 | 2013.06.26 05:01 | buy | 75 | 0.20 | 150.888 | 0.000 | 0.000 | ||
| 146 | 2013.06.26 05:01 | buy | 76 | 0.20 | 150.888 | 0.000 | 0.000 | ||
| 147 | 2013.06.27 08:02 | close | 71 | 0.20 | 149.832 | 0.000 | 0.000 | -21066.55 | 1388647.08 |
| 148 | 2013.06.27 08:02 | close | 72 | 0.20 | 149.832 | 0.000 | 0.000 | -21066.55 | 1367580.53 |
| 149 | 2013.06.27 20:00 | close | 73 | 0.20 | 149.986 | 0.000 | 0.000 | -16226.55 | 1351353.97 |
| 150 | 2013.06.27 20:00 | close | 74 | 0.20 | 149.986 | 0.000 | 0.000 | -16226.55 | 1335127.42 |
1ページ目次へ