Strategy Tester Report
ダウ理論転換初動 P14 DTS-V19.0 70470
| 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; setsumei5="---------------------------"; StopLoss=0; TakeProfit=0; Slippage=1; M1profit_followingPips=1; isConsecutiveEntryLimit=false; setsumei16="---------------------------"; Magic1=5601; Magic2=5602; Magic3=5603; Magic4=5604; Magic5=5605; Magic6=5606; Magic7=5607; Magic8=5608; Magic9=5609; Magic10=5610; Magic11=5611; Magic12=5612; Magic25=5625; Magic26=5626; 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 | 3381728.40 | 総利益 | 6876754.40 | 総損失 | -3495026.00 |
| プロフィットファクタ | 1.97 | 期待利得 | 9689.77 | ||
| 絶対ドローダウン | 85671.34 | 最大ドローダウン | 612548.45 (37.40%) | 相対ドローダウン | 37.40% (612548.45) |
| 総取引数 | 349 | 売りポジション(勝率%） | 133 (34.59%) | 買いポジション(勝率%） | 216 (46.30%) |
| 勝率(%) | 146 (41.83%) | 負率 (%) | 203 (58.17%) | ||
| 最大 | 勝トレード | 131651.06 | 敗トレード | -90364.81 | |
| 平均 | 勝トレード | 47101.06 | 敗トレード | -17216.88 | |
| 最大 | 連勝(金額) | 11 (539761.83) | 連敗(金額) | 34 (-476055.02) | |
| 最大 | 連勝(トレード数) | 584994.15 (9) | 連敗(トレード数) | -476055.02 (34) | |
| 平均 | 連勝 | 4 | 連敗 | 5 | |
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 | 2012.03.24 02:00 | buy | 1 | 0.30 | 1.58738 | 0.00000 | 0.00000 | ||
| 2 | 2012.03.24 03:48 | buy | 2 | 0.30 | 1.58675 | 0.00000 | 0.00000 | ||
| 3 | 2012.03.24 05:00 | buy | 3 | 0.30 | 1.58715 | 0.00000 | 0.00000 | ||
| 4 | 2012.03.28 00:00 | close | 3 | 0.30 | 1.59681 | 0.00000 | 0.00000 | 38616.16 | 1038616.16 |
| 5 | 2012.03.28 00:00 | close | 2 | 0.30 | 1.59681 | 0.00000 | 0.00000 | 40229.23 | 1078845.38 |
| 6 | 2012.03.28 02:02 | close | 1 | 0.30 | 1.59659 | 0.00000 | 0.00000 | 36801.45 | 1115646.83 |
| 7 | 2012.04.10 23:02 | sell | 4 | 0.30 | 1.58448 | 0.00000 | 0.00000 | ||
| 8 | 2012.04.11 08:02 | sell | 5 | 0.30 | 1.58581 | 0.00000 | 0.00000 | ||
| 9 | 2012.04.12 02:00 | close | 4 | 0.30 | 1.59107 | 0.00000 | 0.00000 | -26168.46 | 1089478.37 |
| 10 | 2012.04.12 09:06 | close | 5 | 0.30 | 1.59222 | 0.00000 | 0.00000 | -25544.37 | 1063934.01 |
| 11 | 2012.04.18 03:03 | buy | 6 | 0.30 | 1.59393 | 0.00000 | 0.00000 | ||
| 12 | 2012.04.18 08:21 | buy | 7 | 0.30 | 1.59351 | 0.00000 | 0.00000 | ||
| 13 | 2012.04.18 09:05 | buy | 8 | 0.30 | 1.59364 | 0.00000 | 0.00000 | ||
| 14 | 2012.04.18 13:12 | buy | 9 | 0.30 | 1.59301 | 0.00000 | 0.00000 | ||
| 15 | 2012.04.18 15:02 | buy | 10 | 0.30 | 1.59329 | 0.00000 | 0.00000 | ||
| 16 | 2012.04.19 20:00 | close | 7 | 0.30 | 1.60287 | 0.00000 | 0.00000 | 37406.35 | 1101340.35 |
| 17 | 2012.04.19 20:00 | close | 8 | 0.30 | 1.60287 | 0.00000 | 0.00000 | 36882.10 | 1138222.45 |
| 18 | 2012.04.19 20:00 | close | 10 | 0.30 | 1.60287 | 0.00000 | 0.00000 | 38293.54 | 1176515.99 |
| 19 | 2012.04.19 20:06 | close | 6 | 0.30 | 1.60287 | 0.00000 | 0.00000 | 35712.62 | 1212228.60 |
| 20 | 2012.04.19 20:06 | close | 9 | 0.30 | 1.60287 | 0.00000 | 0.00000 | 39422.69 | 1251651.29 |
| 21 | 2012.05.09 09:04 | sell | 11 | 0.30 | 1.61465 | 0.00000 | 0.00000 | ||
| 22 | 2012.05.09 10:46 | sell | 12 | 0.30 | 1.61351 | 0.00000 | 0.00000 | ||
| 23 | 2012.05.10 21:01 | close | 11 | 0.30 | 1.61656 | 0.00000 | 0.00000 | -7397.12 | 1244254.17 |
| 24 | 2012.05.10 21:01 | close | 12 | 0.30 | 1.61656 | 0.00000 | 0.00000 | -11994.42 | 1232259.76 |
| 25 | 2012.08.10 21:00 | sell | 13 | 0.30 | 1.55974 | 0.00000 | 0.00000 | ||
| 26 | 2012.08.10 23:30 | close | 13 | 0.30 | 1.56695 | 0.00000 | 0.00000 | -29075.91 | 1203183.85 |
| 27 | 2012.10.30 05:07 | sell | 14 | 0.30 | 1.60304 | 0.00000 | 0.00000 | ||
| 28 | 2012.10.30 09:01 | sell | 15 | 0.30 | 1.60276 | 0.00000 | 0.00000 | ||
| 29 | 2012.10.30 15:01 | sell | 16 | 0.30 | 1.60272 | 0.00000 | 0.00000 | ||
| 30 | 2012.10.31 07:05 | close | 14 | 0.30 | 1.60804 | 0.00000 | 0.00000 | -20061.81 | 1183122.04 |
| 31 | 2012.10.31 11:01 | close | 15 | 0.30 | 1.60801 | 0.00000 | 0.00000 | -21069.99 | 1162052.05 |
| 32 | 2012.10.31 16:00 | close | 16 | 0.30 | 1.60869 | 0.00000 | 0.00000 | -23973.55 | 1138078.50 |
| 33 | 2012.11.01 01:05 | buy | 17 | 0.30 | 1.61194 | 0.00000 | 0.00000 | ||
| 34 | 2012.11.02 15:00 | close | 17 | 0.30 | 1.60907 | 0.00000 | 0.00000 | -11687.03 | 1126391.47 |
| 35 | 2012.11.08 18:04 | sell | 18 | 0.30 | 1.59781 | 0.00000 | 0.00000 | ||
| 36 | 2012.11.13 19:01 | close | 18 | 0.30 | 1.58902 | 0.00000 | 0.00000 | 35752.98 | 1162144.45 |
| 37 | 2013.04.18 17:01 | sell | 19 | 0.30 | 1.52537 | 0.00000 | 0.00000 | ||
| 38 | 2013.04.19 18:01 | close | 19 | 0.30 | 1.53642 | 0.00000 | 0.00000 | -44459.76 | 1117684.69 |
| 39 | 2013.05.30 22:02 | buy | 20 | 0.30 | 1.51530 | 0.00000 | 0.00000 | ||
| 40 | 2013.05.30 23:00 | buy | 21 | 0.30 | 1.51641 | 0.00000 | 0.00000 | ||
| 41 | 2013.06.01 00:00 | close | 21 | 0.30 | 1.51593 | 0.00000 | 0.00000 | -2048.90 | 1115635.79 |
| 42 | 2013.06.04 17:01 | close | 20 | 0.30 | 1.52954 | 0.00000 | 0.00000 | 57085.87 | 1172721.65 |
| 43 | 2013.07.11 20:00 | buy | 22 | 0.30 | 1.51141 | 0.00000 | 0.00000 | ||
| 44 | 2013.07.12 21:01 | close | 22 | 0.30 | 1.50912 | 0.00000 | 0.00000 | -9348.07 | 1163373.58 |
| 45 | 2013.07.16 23:00 | buy | 23 | 0.30 | 1.50996 | 0.00000 | 0.00000 | ||
| 46 | 2013.07.17 02:30 | buy | 24 | 0.30 | 1.51174 | 0.00000 | 0.00000 | ||
| 47 | 2013.07.18 04:04 | close | 23 | 0.30 | 1.52107 | 0.00000 | 0.00000 | 44350.35 | 1207723.93 |
| 48 | 2013.07.18 10:37 | close | 24 | 0.30 | 1.52017 | 0.00000 | 0.00000 | 33655.95 | 1241379.88 |
| 49 | 2013.09.09 12:10 | buy | 25 | 0.30 | 1.56442 | 0.00000 | 0.00000 | ||
| 50 | 2013.09.09 13:13 | buy | 26 | 0.30 | 1.56427 | 0.00000 | 0.00000 | ||
| 51 | 2013.09.09 15:01 | buy | 27 | 0.30 | 1.56453 | 0.00000 | 0.00000 | ||
| 52 | 2013.09.09 16:01 | buy | 28 | 0.30 | 1.56472 | 0.00000 | 0.00000 | ||
| 53 | 2013.09.11 19:05 | close | 25 | 0.30 | 1.57624 | 0.00000 | 0.00000 | 47439.98 | 1288819.86 |
| 54 | 2013.09.11 19:05 | close | 26 | 0.30 | 1.57624 | 0.00000 | 0.00000 | 48044.88 | 1336864.73 |
| 55 | 2013.09.11 19:05 | close | 27 | 0.30 | 1.57624 | 0.00000 | 0.00000 | 46996.38 | 1383861.11 |
| 56 | 2013.09.11 19:05 | close | 28 | 0.30 | 1.57624 | 0.00000 | 0.00000 | 46230.17 | 1430091.28 |
| 57 | 2013.11.14 21:01 | buy | 29 | 0.30 | 1.60212 | 0.00000 | 0.00000 | ||
| 58 | 2013.11.21 22:00 | close | 29 | 0.30 | 1.61364 | 0.00000 | 0.00000 | 45664.11 | 1475755.39 |
| 59 | 2013.12.18 06:19 | sell | 30 | 0.30 | 1.62636 | 0.00000 | 0.00000 | ||
| 60 | 2013.12.18 23:00 | close | 30 | 0.30 | 1.63769 | 0.00000 | 0.00000 | -45690.72 | 1430064.67 |
| 61 | 2013.12.20 19:00 | sell | 31 | 0.30 | 1.63424 | 0.00000 | 0.00000 | ||
| 62 | 2013.12.20 20:06 | sell | 32 | 0.30 | 1.63487 | 0.00000 | 0.00000 | ||
| 63 | 2013.12.20 21:01 | sell | 33 | 0.30 | 1.63354 | 0.00000 | 0.00000 | ||
| 64 | 2013.12.20 23:04 | sell | 34 | 0.30 | 1.63422 | 0.00000 | 0.00000 | ||
| 65 | 2013.12.23 21:01 | close | 32 | 0.30 | 1.63549 | 0.00000 | 0.00000 | -2398.49 | 1427666.18 |
| 66 | 2013.12.23 21:01 | close | 31 | 0.30 | 1.63549 | 0.00000 | 0.00000 | -4939.11 | 1422727.07 |
| 67 | 2013.12.23 22:08 | close | 33 | 0.30 | 1.63551 | 0.00000 | 0.00000 | -7842.67 | 1414884.41 |
| 68 | 2013.12.24 01:00 | close | 34 | 0.30 | 1.63574 | 0.00000 | 0.00000 | -5926.15 | 1408958.26 |
| 69 | 2013.12.26 16:02 | buy | 35 | 0.30 | 1.63829 | 0.00000 | 0.00000 | ||
| 70 | 2013.12.28 01:01 | close | 35 | 0.30 | 1.64967 | 0.00000 | 0.00000 | 45778.80 | 1454737.06 |
| 71 | 2014.01.13 18:00 | sell | 36 | 0.30 | 1.64343 | 0.00000 | 0.00000 | ||
| 72 | 2014.01.13 19:00 | sell | 37 | 0.30 | 1.64325 | 0.00000 | 0.00000 | ||
| 73 | 2014.01.14 22:00 | close | 37 | 0.30 | 1.64373 | 0.00000 | 0.00000 | -1833.92 | 1452903.14 |
| 74 | 2014.01.15 01:02 | close | 36 | 0.30 | 1.64569 | 0.00000 | 0.00000 | -8910.37 | 1443992.77 |
| 75 | 2014.01.29 06:02 | buy | 38 | 0.30 | 1.65837 | 0.00000 | 0.00000 | ||
| 76 | 2014.01.30 07:03 | close | 38 | 0.30 | 1.65631 | 0.00000 | 0.00000 | -8646.98 | 1435345.78 |
| 77 | 2014.02.27 15:03 | sell | 39 | 0.30 | 1.66632 | 0.00000 | 0.00000 | ||
| 78 | 2014.02.27 17:00 | sell | 40 | 0.30 | 1.66447 | 0.00000 | 0.00000 | ||
| 79 | 2014.02.27 18:00 | sell | 41 | 0.30 | 1.66419 | 0.00000 | 0.00000 | ||
| 80 | 2014.02.28 16:00 | close | 39 | 0.30 | 1.66883 | 0.00000 | 0.00000 | -10020.34 | 1425325.44 |
| 81 | 2014.02.28 16:40 | close | 40 | 0.30 | 1.67335 | 0.00000 | 0.00000 | -35708.76 | 1389616.68 |
| 82 | 2014.02.28 16:40 | close | 41 | 0.30 | 1.67335 | 0.00000 | 0.00000 | -36837.92 | 1352778.77 |
| 83 | 2014.03.19 12:16 | sell | 42 | 0.30 | 1.65914 | 0.00000 | 0.00000 | ||
| 84 | 2014.03.19 13:09 | sell | 43 | 0.30 | 1.65929 | 0.00000 | 0.00000 | ||
| 85 | 2014.03.19 14:07 | sell | 44 | 0.30 | 1.65897 | 0.00000 | 0.00000 | ||
| 86 | 2014.03.22 01:01 | close | 43 | 0.30 | 1.64943 | 0.00000 | 0.00000 | 40169.78 | 1392948.55 |
| 87 | 2014.03.24 19:00 | close | 44 | 0.30 | 1.64873 | 0.00000 | 0.00000 | 41804.00 | 1434752.55 |
| 88 | 2014.03.24 21:05 | close | 42 | 0.30 | 1.64895 | 0.00000 | 0.00000 | 41602.37 | 1476354.92 |
| 89 | 2014.05.27 15:00 | buy | 45 | 0.30 | 1.68599 | 0.00000 | 0.00000 | ||
| 90 | 2014.05.27 16:01 | buy | 46 | 0.30 | 1.68682 | 0.00000 | 0.00000 | ||
| 91 | 2014.05.27 18:32 | close | 45 | 0.30 | 1.68204 | 0.00000 | 0.00000 | -15929.12 | 1460425.80 |
| 92 | 2014.05.27 18:32 | close | 46 | 0.30 | 1.68159 | 0.00000 | 0.00000 | -21090.97 | 1439334.83 |
| 93 | 2014.06.03 15:08 | sell | 47 | 0.30 | 1.67470 | 0.00000 | 0.00000 | ||
| 94 | 2014.06.03 17:17 | close | 47 | 0.30 | 1.67754 | 0.00000 | 0.00000 | -11452.93 | 1427881.90 |
| 95 | 2014.06.03 20:01 | sell | 48 | 0.30 | 1.67436 | 0.00000 | 0.00000 | ||
| 96 | 2014.06.04 21:00 | close | 48 | 0.30 | 1.67604 | 0.00000 | 0.00000 | -6673.18 | 1421208.72 |
| 97 | 2014.06.12 09:00 | buy | 49 | 0.30 | 1.67913 | 0.00000 | 0.00000 | ||
| 98 | 2014.06.13 04:12 | buy | 50 | 0.30 | 1.68346 | 0.00000 | 0.00000 | ||
| 99 | 2014.06.16 17:04 | close | 49 | 0.30 | 1.69755 | 0.00000 | 0.00000 | 74055.73 | 1495264.45 |
| 100 | 2014.06.16 17:04 | close | 50 | 0.30 | 1.69755 | 0.00000 | 0.00000 | 56707.39 | 1551971.84 |
| 101 | 2014.12.15 09:45 | buy | 51 | 0.30 | 1.57275 | 0.00000 | 0.00000 | ||
| 102 | 2014.12.15 19:30 | close | 51 | 0.30 | 1.56737 | 0.00000 | 0.00000 | -21695.87 | 1530275.97 |
| 103 | 2014.12.22 22:00 | sell | 52 | 0.30 | 1.56204 | 0.00000 | 0.00000 | ||
| 104 | 2014.12.22 23:01 | sell | 53 | 0.30 | 1.56180 | 0.00000 | 0.00000 | ||
| 105 | 2014.12.24 10:35 | close | 53 | 0.30 | 1.55209 | 0.00000 | 0.00000 | 39361.30 | 1569637.27 |
| 106 | 2014.12.24 18:00 | close | 52 | 0.30 | 1.55499 | 0.00000 | 0.00000 | 28634.26 | 1598271.53 |
| 107 | 2015.03.19 09:01 | buy | 54 | 0.30 | 1.49593 | 0.00000 | 0.00000 | ||
| 108 | 2015.03.19 10:00 | buy | 55 | 0.30 | 1.49839 | 0.00000 | 0.00000 | ||
| 109 | 2015.03.20 14:06 | close | 54 | 0.30 | 1.47601 | 0.00000 | 0.00000 | -80444.39 | 1517827.14 |
| 110 | 2015.03.20 14:06 | close | 55 | 0.30 | 1.47601 | 0.00000 | 0.00000 | -90364.81 | 1427462.33 |
| 111 | 2015.03.23 20:00 | buy | 56 | 0.30 | 1.49151 | 0.00000 | 0.00000 | ||
| 112 | 2015.03.23 23:00 | buy | 57 | 0.30 | 1.49217 | 0.00000 | 0.00000 | ||
| 113 | 2015.03.24 01:05 | buy | 58 | 0.30 | 1.49321 | 0.00000 | 0.00000 | ||
| 114 | 2015.03.24 03:00 | buy | 59 | 0.30 | 1.49419 | 0.00000 | 0.00000 | ||
| 115 | 2015.03.24 04:03 | buy | 60 | 0.30 | 1.49428 | 0.00000 | 0.00000 | ||
| 116 | 2015.03.24 21:01 | close | 56 | 0.30 | 1.49135 | 0.00000 | 0.00000 | -758.44 | 1426703.89 |
| 117 | 2015.03.25 00:00 | close | 57 | 0.30 | 1.48764 | 0.00000 | 0.00000 | -18494.51 | 1408209.38 |
| 118 | 2015.03.25 02:01 | close | 58 | 0.30 | 1.48733 | 0.00000 | 0.00000 | -23825.42 | 1384383.96 |
| 119 | 2015.03.25 04:05 | close | 59 | 0.30 | 1.48478 | 0.00000 | 0.00000 | -38060.82 | 1346323.14 |
| 120 | 2015.03.25 05:02 | close | 60 | 0.30 | 1.48497 | 0.00000 | 0.00000 | -37657.55 | 1308665.58 |
| 121 | 2015.03.26 21:01 | buy | 61 | 0.30 | 1.49293 | 0.00000 | 0.00000 | ||
| 122 | 2015.03.26 23:06 | close | 61 | 0.30 | 1.48082 | 0.00000 | 0.00000 | -48835.87 | 1259829.71 |
| 123 | 2015.04.22 12:00 | buy | 62 | 0.30 | 1.49331 | 0.00000 | 0.00000 | ||
| 124 | 2015.04.22 14:02 | buy | 63 | 0.30 | 1.49411 | 0.00000 | 0.00000 | ||
| 125 | 2015.04.23 03:00 | buy | 64 | 0.30 | 1.50361 | 0.00000 | 0.00000 | ||
| 126 | 2015.04.23 09:01 | buy | 65 | 0.30 | 1.50336 | 0.00000 | 0.00000 | ||
| 127 | 2015.04.23 13:08 | close | 63 | 0.30 | 1.50302 | 0.00000 | 0.00000 | 35591.63 | 1295421.34 |
| 128 | 2015.04.24 11:06 | close | 65 | 0.30 | 1.50418 | 0.00000 | 0.00000 | 3193.59 | 1298614.93 |
| 129 | 2015.04.24 12:03 | close | 64 | 0.30 | 1.50331 | 0.00000 | 0.00000 | -1323.02 | 1297291.91 |
| 130 | 2015.04.27 18:01 | close | 62 | 0.30 | 1.51437 | 0.00000 | 0.00000 | 84362.41 | 1381654.32 |
| 131 | 2015.07.17 20:00 | buy | 66 | 0.30 | 1.56277 | 0.00000 | 0.00000 | ||
| 132 | 2015.07.20 21:05 | close | 66 | 0.30 | 1.55714 | 0.00000 | 0.00000 | -22817.25 | 1358837.07 |
| 133 | 2015.08.05 21:00 | buy | 67 | 0.30 | 1.56126 | 0.00000 | 0.00000 | ||
| 134 | 2015.08.06 03:01 | buy | 68 | 0.30 | 1.56019 | 0.00000 | 0.00000 | ||
| 135 | 2015.08.06 04:04 | buy | 69 | 0.30 | 1.56169 | 0.00000 | 0.00000 | ||
| 136 | 2015.08.06 05:11 | buy | 70 | 0.30 | 1.56132 | 0.00000 | 0.00000 | ||
| 137 | 2015.08.06 06:00 | buy | 71 | 0.30 | 1.56176 | 0.00000 | 0.00000 | ||
| 138 | 2015.08.06 14:47 | close | 67 | 0.30 | 1.54779 | 0.00000 | 0.00000 | -54659.96 | 1304177.10 |
| 139 | 2015.08.06 14:47 | close | 68 | 0.30 | 1.54779 | 0.00000 | 0.00000 | -50005.35 | 1254171.75 |
| 140 | 2015.08.06 14:47 | close | 69 | 0.30 | 1.54779 | 0.00000 | 0.00000 | -56054.39 | 1198117.36 |
| 141 | 2015.08.06 14:47 | close | 70 | 0.30 | 1.54779 | 0.00000 | 0.00000 | -54562.29 | 1143555.07 |
| 142 | 2015.08.06 14:47 | close | 71 | 0.30 | 1.54779 | 0.00000 | 0.00000 | -56336.67 | 1087218.40 |
| 143 | 2015.09.11 16:00 | buy | 72 | 0.30 | 1.54319 | 0.00000 | 0.00000 | ||
| 144 | 2015.09.14 17:00 | close | 72 | 0.30 | 1.53927 | 0.00000 | 0.00000 | -15921.35 | 1071297.05 |
| 145 | 2015.11.18 08:05 | buy | 73 | 0.30 | 1.52074 | 0.00000 | 0.00000 | ||
| 146 | 2015.11.18 10:01 | buy | 74 | 0.30 | 1.52078 | 0.00000 | 0.00000 | ||
| 147 | 2015.11.18 13:01 | buy | 75 | 0.30 | 1.52288 | 0.00000 | 0.00000 | ||
| 148 | 2015.11.18 17:00 | buy | 76 | 0.30 | 1.52194 | 0.00000 | 0.00000 | ||
| 149 | 2015.11.18 21:01 | buy | 77 | 0.30 | 1.52175 | 0.00000 | 0.00000 | ||
| 150 | 2015.11.19 22:11 | close | 73 | 0.30 | 1.52910 | 0.00000 | 0.00000 | 33373.66 | 1104670.71 |
1ページ目次へ