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 | |
| # | 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 |
| 151 | 2015.11.19 22:29 | close | 74 | 0.30 | 1.52831 | 0.00000 | 0.00000 | 30026.52 | 1134697.23 |
| 152 | 2015.11.19 22:29 | close | 76 | 0.30 | 1.52831 | 0.00000 | 0.00000 | 25348.60 | 1160045.82 |
| 153 | 2015.11.19 22:29 | close | 75 | 0.30 | 1.52831 | 0.00000 | 0.00000 | 21557.87 | 1181603.69 |
| 154 | 2015.11.19 23:07 | close | 77 | 0.30 | 1.52847 | 0.00000 | 0.00000 | 26760.04 | 1208363.73 |
| 155 | 2016.02.02 13:03 | buy | 78 | 0.30 | 1.43794 | 0.00000 | 0.00000 | ||
| 156 | 2016.02.02 19:01 | buy | 79 | 0.30 | 1.43940 | 0.00000 | 0.00000 | ||
| 157 | 2016.02.04 17:00 | close | 79 | 0.30 | 1.46037 | 0.00000 | 0.00000 | 84112.67 | 1292476.39 |
| 158 | 2016.02.04 18:00 | close | 78 | 0.30 | 1.45756 | 0.00000 | 0.00000 | 78668.54 | 1371144.93 |
| 159 | 2016.02.12 07:03 | sell | 80 | 0.30 | 1.44627 | 0.00000 | 0.00000 | ||
| 160 | 2016.02.12 08:07 | sell | 81 | 0.30 | 1.44656 | 0.00000 | 0.00000 | ||
| 161 | 2016.02.15 08:05 | close | 80 | 0.30 | 1.45297 | 0.00000 | 0.00000 | -26917.44 | 1344227.49 |
| 162 | 2016.02.15 09:00 | close | 81 | 0.30 | 1.45311 | 0.00000 | 0.00000 | -26312.53 | 1317914.96 |
| 163 | 2016.02.15 18:00 | sell | 82 | 0.30 | 1.44522 | 0.00000 | 0.00000 | ||
| 164 | 2016.02.17 18:00 | close | 82 | 0.30 | 1.43154 | 0.00000 | 0.00000 | 55371.19 | 1373286.15 |
| 165 | 2016.02.22 01:05 | sell | 83 | 0.30 | 1.42927 | 0.00000 | 0.00000 | ||
| 166 | 2016.02.22 03:18 | sell | 84 | 0.30 | 1.42875 | 0.00000 | 0.00000 | ||
| 167 | 2016.02.22 20:01 | close | 83 | 0.30 | 1.41639 | 0.00000 | 0.00000 | 51941.43 | 1425227.58 |
| 168 | 2016.02.23 11:00 | close | 84 | 0.30 | 1.41226 | 0.00000 | 0.00000 | 66601.34 | 1491828.92 |
| 169 | 2016.04.18 11:00 | buy | 85 | 0.30 | 1.41817 | 0.00000 | 0.00000 | ||
| 170 | 2016.04.18 12:00 | buy | 86 | 0.30 | 1.41870 | 0.00000 | 0.00000 | ||
| 171 | 2016.04.18 13:00 | buy | 87 | 0.30 | 1.41916 | 0.00000 | 0.00000 | ||
| 172 | 2016.04.18 14:00 | buy | 88 | 0.30 | 1.41956 | 0.00000 | 0.00000 | ||
| 173 | 2016.04.18 16:01 | buy | 89 | 0.30 | 1.41910 | 0.00000 | 0.00000 | ||
| 174 | 2016.04.20 07:03 | close | 85 | 0.30 | 1.43721 | 0.00000 | 0.00000 | 76555.99 | 1568384.91 |
| 175 | 2016.04.20 07:03 | close | 86 | 0.30 | 1.43721 | 0.00000 | 0.00000 | 74418.67 | 1642803.58 |
| 176 | 2016.04.20 07:03 | close | 87 | 0.30 | 1.43721 | 0.00000 | 0.00000 | 72563.63 | 1715367.21 |
| 177 | 2016.04.20 09:00 | close | 88 | 0.30 | 1.43557 | 0.00000 | 0.00000 | 64336.94 | 1779704.15 |
| 178 | 2016.04.20 14:00 | close | 89 | 0.30 | 1.43749 | 0.00000 | 0.00000 | 73934.75 | 1853638.89 |
| 179 | 2016.05.17 19:05 | buy | 90 | 0.30 | 1.44814 | 0.00000 | 0.00000 | ||
| 180 | 2016.05.19 19:00 | close | 90 | 0.30 | 1.46047 | 0.00000 | 0.00000 | 49270.22 | 1902909.11 |
| 181 | 2016.07.01 01:05 | sell | 91 | 0.30 | 1.32900 | 0.00000 | 0.00000 | ||
| 182 | 2016.07.01 09:00 | sell | 92 | 0.30 | 1.32973 | 0.00000 | 0.00000 | ||
| 183 | 2016.07.01 10:00 | sell | 93 | 0.30 | 1.32927 | 0.00000 | 0.00000 | ||
| 184 | 2016.07.01 11:02 | sell | 94 | 0.30 | 1.33062 | 0.00000 | 0.00000 | ||
| 185 | 2016.07.01 12:30 | sell | 95 | 0.30 | 1.33026 | 0.00000 | 0.00000 | ||
| 186 | 2016.07.04 06:20 | close | 91 | 0.30 | 1.32985 | 0.00000 | 0.00000 | -3326.02 | 1899583.09 |
| 187 | 2016.07.04 19:03 | close | 93 | 0.30 | 1.32979 | 0.00000 | 0.00000 | -1995.23 | 1897587.86 |
| 188 | 2016.07.04 19:03 | close | 94 | 0.30 | 1.32979 | 0.00000 | 0.00000 | 3448.95 | 1901036.81 |
| 189 | 2016.07.06 14:01 | close | 92 | 0.30 | 1.29769 | 0.00000 | 0.00000 | 129513.72 | 2030550.53 |
| 190 | 2016.07.06 14:01 | close | 95 | 0.30 | 1.29769 | 0.00000 | 0.00000 | 131651.06 | 2162201.60 |
| 191 | 2016.08.11 18:00 | sell | 96 | 0.30 | 1.29632 | 0.00000 | 0.00000 | ||
| 192 | 2016.08.11 19:00 | sell | 97 | 0.30 | 1.29575 | 0.00000 | 0.00000 | ||
| 193 | 2016.08.16 12:00 | close | 97 | 0.30 | 1.29621 | 0.00000 | 0.00000 | -1549.68 | 2160651.92 |
| 194 | 2016.08.16 13:01 | close | 96 | 0.30 | 1.29855 | 0.00000 | 0.00000 | -8687.60 | 2151964.32 |
| 195 | 2016.09.14 14:00 | sell | 98 | 0.30 | 1.31958 | 0.00000 | 0.00000 | ||
| 196 | 2016.09.15 19:01 | close | 98 | 0.30 | 1.32113 | 0.00000 | 0.00000 | -5945.34 | 2146018.98 |
| 197 | 2016.11.25 09:02 | buy | 99 | 0.30 | 1.24572 | 0.00000 | 0.00000 | ||
| 198 | 2016.11.25 12:01 | buy | 100 | 0.30 | 1.24654 | 0.00000 | 0.00000 | ||
| 199 | 2016.11.25 13:15 | buy | 101 | 0.30 | 1.24590 | 0.00000 | 0.00000 | ||
| 200 | 2016.11.28 12:00 | close | 99 | 0.30 | 1.24383 | 0.00000 | 0.00000 | -7735.00 | 2138283.98 |
| 201 | 2016.11.28 13:00 | close | 100 | 0.30 | 1.24341 | 0.00000 | 0.00000 | -12735.53 | 2125548.45 |
| 202 | 2016.11.28 14:00 | close | 101 | 0.30 | 1.24003 | 0.00000 | 0.00000 | -23785.10 | 2101763.35 |
| 203 | 2016.11.30 02:03 | buy | 102 | 0.30 | 1.24909 | 0.00000 | 0.00000 | ||
| 204 | 2016.11.30 07:04 | buy | 103 | 0.30 | 1.24850 | 0.00000 | 0.00000 | ||
| 205 | 2016.11.30 15:01 | buy | 104 | 0.30 | 1.24754 | 0.00000 | 0.00000 | ||
| 206 | 2016.11.30 16:00 | buy | 105 | 0.30 | 1.24820 | 0.00000 | 0.00000 | ||
| 207 | 2016.11.30 18:00 | buy | 106 | 0.30 | 1.24993 | 0.00000 | 0.00000 | ||
| 208 | 2016.12.01 17:00 | close | 102 | 0.30 | 1.26111 | 0.00000 | 0.00000 | 48133.31 | 2149896.65 |
| 209 | 2016.12.01 19:00 | close | 103 | 0.30 | 1.25931 | 0.00000 | 0.00000 | 43253.74 | 2193150.39 |
| 210 | 2016.12.01 19:00 | close | 104 | 0.30 | 1.25931 | 0.00000 | 0.00000 | 47125.13 | 2240275.52 |
| 211 | 2016.12.01 19:00 | close | 106 | 0.30 | 1.25931 | 0.00000 | 0.00000 | 37487.00 | 2277762.52 |
| 212 | 2016.12.01 20:02 | close | 105 | 0.30 | 1.25826 | 0.00000 | 0.00000 | 40229.23 | 2317991.74 |
| 213 | 2017.01.05 16:00 | buy | 107 | 0.30 | 1.23283 | 0.00000 | 0.00000 | ||
| 214 | 2017.01.05 17:30 | buy | 108 | 0.30 | 1.23600 | 0.00000 | 0.00000 | ||
| 215 | 2017.01.06 17:00 | close | 107 | 0.30 | 1.23216 | 0.00000 | 0.00000 | -2815.11 | 2315176.63 |
| 216 | 2017.01.06 19:02 | close | 108 | 0.30 | 1.23131 | 0.00000 | 0.00000 | -19026.53 | 2296150.10 |
| 217 | 2017.01.20 20:00 | buy | 109 | 0.30 | 1.23377 | 0.00000 | 0.00000 | ||
| 218 | 2017.01.24 09:00 | close | 109 | 0.30 | 1.24831 | 0.00000 | 0.00000 | 58408.89 | 2354558.99 |
| 219 | 2017.02.03 21:00 | sell | 110 | 0.30 | 1.24882 | 0.00000 | 0.00000 | ||
| 220 | 2017.02.03 22:00 | sell | 111 | 0.30 | 1.24763 | 0.00000 | 0.00000 | ||
| 221 | 2017.02.07 04:00 | close | 111 | 0.30 | 1.24805 | 0.00000 | 0.00000 | -1490.17 | 2353068.82 |
| 222 | 2017.02.07 20:00 | close | 110 | 0.30 | 1.24979 | 0.00000 | 0.00000 | -3708.16 | 2349360.66 |
| 223 | 2017.02.10 21:00 | sell | 112 | 0.30 | 1.24751 | 0.00000 | 0.00000 | ||
| 224 | 2017.02.13 02:00 | sell | 113 | 0.30 | 1.24799 | 0.00000 | 0.00000 | ||
| 225 | 2017.02.13 22:00 | close | 112 | 0.30 | 1.25269 | 0.00000 | 0.00000 | -20787.70 | 2328572.96 |
| 226 | 2017.02.14 03:02 | close | 113 | 0.30 | 1.25231 | 0.00000 | 0.00000 | -17319.56 | 2311253.40 |
| 227 | 2017.02.16 22:00 | buy | 114 | 0.30 | 1.24954 | 0.00000 | 0.00000 | ||
| 228 | 2017.02.17 03:01 | buy | 115 | 0.30 | 1.25005 | 0.00000 | 0.00000 | ||
| 229 | 2017.02.17 04:03 | buy | 116 | 0.30 | 1.25040 | 0.00000 | 0.00000 | ||
| 230 | 2017.02.17 05:19 | buy | 117 | 0.30 | 1.25040 | 0.00000 | 0.00000 | ||
| 231 | 2017.02.17 07:00 | buy | 118 | 0.30 | 1.25065 | 0.00000 | 0.00000 | ||
| 232 | 2017.02.17 11:30 | close | 118 | 0.30 | 1.24329 | 0.00000 | 0.00000 | -29680.60 | 2281572.80 |
| 233 | 2017.02.17 11:30 | close | 115 | 0.30 | 1.24269 | 0.00000 | 0.00000 | -29680.59 | 2251892.21 |
| 234 | 2017.02.17 11:30 | close | 116 | 0.30 | 1.24269 | 0.00000 | 0.00000 | -31092.04 | 2220800.17 |
| 235 | 2017.02.17 11:30 | close | 117 | 0.30 | 1.24269 | 0.00000 | 0.00000 | -31092.04 | 2189708.13 |
| 236 | 2017.02.17 11:39 | close | 114 | 0.30 | 1.24038 | 0.00000 | 0.00000 | -37052.65 | 2152655.48 |
| 237 | 2017.03.15 19:01 | buy | 119 | 0.30 | 1.22222 | 0.00000 | 0.00000 | ||
| 238 | 2017.03.15 20:02 | buy | 120 | 0.30 | 1.22217 | 0.00000 | 0.00000 | ||
| 239 | 2017.03.17 17:00 | close | 119 | 0.30 | 1.23632 | 0.00000 | 0.00000 | 56408.09 | 2209063.57 |
| 240 | 2017.03.17 17:00 | close | 120 | 0.30 | 1.23632 | 0.00000 | 0.00000 | 56609.72 | 2265673.29 |
| 241 | 2017.04.03 18:00 | sell | 121 | 0.30 | 1.24797 | 0.00000 | 0.00000 | ||
| 242 | 2017.04.05 15:02 | close | 121 | 0.30 | 1.24874 | 0.00000 | 0.00000 | -2901.61 | 2262771.68 |
| 243 | 2017.04.18 04:00 | buy | 122 | 0.30 | 1.25647 | 0.00000 | 0.00000 | ||
| 244 | 2017.04.18 05:01 | buy | 123 | 0.30 | 1.25674 | 0.00000 | 0.00000 | ||
| 245 | 2017.04.18 09:00 | buy | 124 | 0.30 | 1.25707 | 0.00000 | 0.00000 | ||
| 246 | 2017.04.19 17:00 | close | 124 | 0.30 | 1.28182 | 0.00000 | 0.00000 | 99695.87 | 2362467.55 |
| 247 | 2017.04.19 18:01 | close | 122 | 0.30 | 1.28091 | 0.00000 | 0.00000 | 98445.74 | 2460913.28 |
| 248 | 2017.04.19 18:01 | close | 123 | 0.30 | 1.28091 | 0.00000 | 0.00000 | 97356.91 | 2558270.19 |
| 249 | 2017.06.08 18:00 | buy | 125 | 0.30 | 1.29474 | 0.00000 | 0.00000 | ||
| 250 | 2017.06.09 00:00 | close | 125 | 0.30 | 1.28789 | 0.00000 | 0.00000 | -27737.14 | 2530533.05 |
| 251 | 2017.07.10 10:04 | sell | 126 | 0.30 | 1.28937 | 0.00000 | 0.00000 | ||
| 252 | 2017.07.10 11:02 | sell | 127 | 0.30 | 1.28914 | 0.00000 | 0.00000 | ||
| 253 | 2017.07.11 11:01 | close | 126 | 0.30 | 1.28967 | 0.00000 | 0.00000 | -1108.02 | 2529425.03 |
| 254 | 2017.07.11 12:01 | close | 127 | 0.30 | 1.29126 | 0.00000 | 0.00000 | -8447.58 | 2520977.45 |
| 255 | 2017.08.31 21:00 | buy | 128 | 0.30 | 1.29132 | 0.00000 | 0.00000 | ||
| 256 | 2017.09.01 17:46 | buy | 129 | 0.30 | 1.29584 | 0.00000 | 0.00000 | ||
| 257 | 2017.09.04 01:05 | buy | 130 | 0.30 | 1.29538 | 0.00000 | 0.00000 | ||
| 258 | 2017.09.04 19:01 | close | 129 | 0.30 | 1.29401 | 0.00000 | 0.00000 | -7493.03 | 2513484.42 |
| 259 | 2017.09.05 02:00 | close | 130 | 0.30 | 1.29240 | 0.00000 | 0.00000 | -12130.62 | 2501353.80 |
| 260 | 2017.09.06 20:01 | close | 128 | 0.30 | 1.30470 | 0.00000 | 0.00000 | 53504.55 | 2554858.35 |
| 261 | 2017.10.02 01:09 | sell | 131 | 0.30 | 1.33807 | 0.00000 | 0.00000 | ||
| 262 | 2017.10.02 04:00 | sell | 132 | 0.30 | 1.33734 | 0.00000 | 0.00000 | ||
| 263 | 2017.10.02 07:46 | sell | 133 | 0.30 | 1.33674 | 0.00000 | 0.00000 | ||
| 264 | 2017.10.02 08:04 | sell | 134 | 0.30 | 1.33687 | 0.00000 | 0.00000 | ||
| 265 | 2017.10.03 11:00 | close | 131 | 0.30 | 1.32778 | 0.00000 | 0.00000 | 41598.48 | 2596456.83 |
| 266 | 2017.10.03 17:02 | close | 134 | 0.30 | 1.32537 | 0.00000 | 0.00000 | 46478.07 | 2642934.90 |
| 267 | 2017.10.04 04:08 | close | 132 | 0.30 | 1.32593 | 0.00000 | 0.00000 | 46216.91 | 2689151.81 |
| 268 | 2017.10.04 04:08 | close | 133 | 0.30 | 1.32593 | 0.00000 | 0.00000 | 43797.28 | 2732949.09 |
| 269 | 2017.11.15 09:01 | buy | 135 | 0.30 | 1.31570 | 0.00000 | 0.00000 | ||
| 270 | 2017.11.15 13:00 | buy | 136 | 0.30 | 1.31667 | 0.00000 | 0.00000 | ||
| 271 | 2017.11.15 14:02 | buy | 137 | 0.30 | 1.31639 | 0.00000 | 0.00000 | ||
| 272 | 2017.11.15 15:49 | buy | 138 | 0.30 | 1.31701 | 0.00000 | 0.00000 | ||
| 273 | 2017.11.15 16:00 | buy | 139 | 0.30 | 1.31684 | 0.00000 | 0.00000 | ||
| 274 | 2017.11.16 10:00 | close | 135 | 0.30 | 1.31433 | 0.00000 | 0.00000 | -5864.41 | 2727084.68 |
| 275 | 2017.11.23 17:00 | close | 136 | 0.30 | 1.33033 | 0.00000 | 0.00000 | 53954.44 | 2781039.12 |
| 276 | 2017.11.23 17:00 | close | 137 | 0.30 | 1.33033 | 0.00000 | 0.00000 | 55083.59 | 2836122.71 |
| 277 | 2017.11.23 17:00 | close | 139 | 0.30 | 1.33033 | 0.00000 | 0.00000 | 53268.88 | 2889391.59 |
| 278 | 2017.11.23 18:00 | close | 138 | 0.30 | 1.32947 | 0.00000 | 0.00000 | 49115.20 | 2938506.79 |
| 279 | 2017.12.27 23:02 | buy | 140 | 0.30 | 1.33990 | 0.00000 | 0.00000 | ||
| 280 | 2017.12.28 01:05 | buy | 141 | 0.30 | 1.34034 | 0.00000 | 0.00000 | ||
| 281 | 2017.12.28 02:00 | buy | 142 | 0.30 | 1.34002 | 0.00000 | 0.00000 | ||
| 282 | 2017.12.28 03:00 | buy | 143 | 0.30 | 1.34087 | 0.00000 | 0.00000 | ||
| 283 | 2017.12.29 23:13 | close | 140 | 0.30 | 1.34986 | 0.00000 | 0.00000 | 39712.75 | 2978219.54 |
| 284 | 2017.12.29 23:13 | close | 141 | 0.30 | 1.34986 | 0.00000 | 0.00000 | 38278.00 | 3016497.54 |
| 285 | 2017.12.29 23:13 | close | 142 | 0.30 | 1.34986 | 0.00000 | 0.00000 | 39568.46 | 3056066.00 |
| 286 | 2017.12.29 23:13 | close | 143 | 0.30 | 1.34986 | 0.00000 | 0.00000 | 36140.67 | 3092206.67 |
| 287 | 2018.01.08 01:12 | buy | 144 | 0.30 | 1.35698 | 0.00000 | 0.00000 | ||
| 288 | 2018.01.09 09:02 | close | 144 | 0.30 | 1.35646 | 0.00000 | 0.00000 | -2210.21 | 3089996.46 |
| 289 | 2018.02.27 22:05 | sell | 145 | 0.30 | 1.39174 | 0.00000 | 0.00000 | ||
| 290 | 2018.02.27 23:00 | sell | 146 | 0.30 | 1.39001 | 0.00000 | 0.00000 | ||
| 291 | 2018.02.28 01:16 | sell | 147 | 0.30 | 1.39029 | 0.00000 | 0.00000 | ||
| 292 | 2018.02.28 02:00 | sell | 148 | 0.30 | 1.39023 | 0.00000 | 0.00000 | ||
| 293 | 2018.03.01 16:00 | close | 146 | 0.30 | 1.37737 | 0.00000 | 0.00000 | 51380.74 | 3141377.20 |
| 294 | 2018.03.01 22:00 | close | 145 | 0.30 | 1.37671 | 0.00000 | 0.00000 | 61018.94 | 3202396.14 |
| 295 | 2018.03.01 22:00 | close | 147 | 0.30 | 1.37671 | 0.00000 | 0.00000 | 55069.71 | 3257465.85 |
| 296 | 2018.03.01 22:00 | close | 148 | 0.30 | 1.37671 | 0.00000 | 0.00000 | 54827.75 | 3312293.60 |
| 297 | 2018.03.12 04:01 | buy | 149 | 0.30 | 1.38574 | 0.00000 | 0.00000 | ||
| 298 | 2018.03.12 05:00 | buy | 150 | 0.30 | 1.38631 | 0.00000 | 0.00000 | ||
| 299 | 2018.03.12 07:17 | buy | 151 | 0.30 | 1.38596 | 0.00000 | 0.00000 | ||
| 300 | 2018.03.12 08:09 | buy | 152 | 0.30 | 1.38586 | 0.00000 | 0.00000 | ||