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 | |
| # | 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 | 2013.06.27 21:00 | close | 75 | 0.20 | 150.063 | 0.000 | 0.000 | -16466.55 | 1318660.87 |
| 152 | 2013.06.27 21:00 | close | 76 | 0.20 | 150.063 | 0.000 | 0.000 | -16466.55 | 1302194.32 |
| 153 | 2013.07.24 13:02 | buy | 77 | 0.20 | 153.218 | 0.000 | 0.000 | ||
| 154 | 2013.07.24 13:02 | buy | 78 | 0.20 | 153.218 | 0.000 | 0.000 | ||
| 155 | 2013.07.24 13:02 | buy | 79 | 0.20 | 153.218 | 0.000 | 0.000 | ||
| 156 | 2013.07.24 13:02 | buy | 80 | 0.20 | 153.218 | 0.000 | 0.000 | ||
| 157 | 2013.07.24 13:02 | buy | 81 | 0.20 | 153.218 | 0.000 | 0.000 | ||
| 158 | 2013.07.24 13:02 | buy | 82 | 0.20 | 153.218 | 0.000 | 0.000 | ||
| 159 | 2013.07.24 15:03 | buy | 83 | 0.20 | 153.248 | 0.000 | 0.000 | ||
| 160 | 2013.07.24 15:03 | buy | 84 | 0.20 | 153.248 | 0.000 | 0.000 | ||
| 161 | 2013.07.24 19:01 | close | 78 | 0.20 | 153.569 | 0.000 | 0.000 | 7020.00 | 1309214.32 |
| 162 | 2013.07.24 19:01 | close | 83 | 0.20 | 153.569 | 0.000 | 0.000 | 6420.00 | 1315634.32 |
| 163 | 2013.07.24 19:01 | close | 80 | 0.20 | 153.569 | 0.000 | 0.000 | 7020.00 | 1322654.32 |
| 164 | 2013.07.24 19:01 | close | 81 | 0.20 | 153.569 | 0.000 | 0.000 | 7020.00 | 1329674.32 |
| 165 | 2013.07.24 19:01 | close | 84 | 0.20 | 153.569 | 0.000 | 0.000 | 6420.00 | 1336094.32 |
| 166 | 2013.07.24 19:01 | close | 82 | 0.20 | 153.569 | 0.000 | 0.000 | 7020.00 | 1343114.32 |
| 167 | 2013.07.25 04:01 | close | 77 | 0.20 | 153.410 | 0.000 | 0.000 | 3873.45 | 1346987.76 |
| 168 | 2013.07.25 04:01 | close | 79 | 0.20 | 153.410 | 0.000 | 0.000 | 3873.45 | 1350861.21 |
| 169 | 2013.08.09 15:01 | buy | 85 | 0.20 | 150.197 | 0.000 | 0.000 | ||
| 170 | 2013.08.09 15:01 | buy | 86 | 0.20 | 150.197 | 0.000 | 0.000 | ||
| 171 | 2013.08.09 15:01 | buy | 87 | 0.20 | 150.197 | 0.000 | 0.000 | ||
| 172 | 2013.08.09 15:01 | buy | 88 | 0.20 | 150.197 | 0.000 | 0.000 | ||
| 173 | 2013.08.09 15:01 | buy | 89 | 0.20 | 150.197 | 0.000 | 0.000 | ||
| 174 | 2013.08.09 15:01 | buy | 90 | 0.20 | 150.197 | 0.000 | 0.000 | ||
| 175 | 2013.08.12 23:00 | close | 85 | 0.20 | 149.511 | 0.000 | 0.000 | -13708.85 | 1337152.36 |
| 176 | 2013.08.12 23:00 | close | 88 | 0.20 | 149.511 | 0.000 | 0.000 | -13708.85 | 1323443.51 |
| 177 | 2013.08.13 04:00 | close | 86 | 0.20 | 149.566 | 0.000 | 0.000 | -12597.70 | 1310845.81 |
| 178 | 2013.08.13 04:00 | close | 89 | 0.20 | 149.566 | 0.000 | 0.000 | -12597.70 | 1298248.10 |
| 179 | 2013.08.13 19:01 | close | 90 | 0.20 | 151.414 | 0.000 | 0.000 | 24362.30 | 1322610.40 |
| 180 | 2013.08.13 23:41 | close | 87 | 0.20 | 151.745 | 0.000 | 0.000 | 30982.30 | 1353592.70 |
| 181 | 2013.08.22 17:00 | buy | 91 | 0.20 | 153.240 | 0.000 | 0.000 | ||
| 182 | 2013.08.22 17:00 | buy | 92 | 0.20 | 153.240 | 0.000 | 0.000 | ||
| 183 | 2013.08.22 20:02 | close | 92 | 0.20 | 153.685 | 0.000 | 0.000 | 8900.00 | 1362492.70 |
| 184 | 2013.08.23 10:39 | close | 91 | 0.20 | 154.415 | 0.000 | 0.000 | 23511.15 | 1386003.85 |
| 185 | 2013.09.30 08:00 | sell | 93 | 0.20 | 158.174 | 0.000 | 0.000 | ||
| 186 | 2013.09.30 08:00 | sell | 94 | 0.20 | 158.174 | 0.000 | 0.000 | ||
| 187 | 2013.09.30 15:00 | sell | 95 | 0.20 | 158.166 | 0.000 | 0.000 | ||
| 188 | 2013.09.30 15:00 | sell | 96 | 0.20 | 158.166 | 0.000 | 0.000 | ||
| 189 | 2013.09.30 15:00 | sell | 97 | 0.20 | 158.166 | 0.000 | 0.000 | ||
| 190 | 2013.09.30 15:00 | sell | 98 | 0.20 | 158.166 | 0.000 | 0.000 | ||
| 191 | 2013.09.30 17:02 | close | 97 | 0.20 | 157.952 | 0.000 | 0.000 | 4280.00 | 1390283.85 |
| 192 | 2013.09.30 17:02 | close | 98 | 0.20 | 157.952 | 0.000 | 0.000 | 4280.00 | 1394563.85 |
| 193 | 2013.09.30 17:02 | close | 94 | 0.20 | 157.952 | 0.000 | 0.000 | 4440.00 | 1399003.85 |
| 194 | 2013.09.30 18:00 | close | 96 | 0.20 | 158.152 | 0.000 | 0.000 | 280.00 | 1399283.85 |
| 195 | 2013.10.01 00:00 | close | 95 | 0.20 | 158.889 | 0.000 | 0.000 | -14476.84 | 1384807.01 |
| 196 | 2013.10.01 00:00 | close | 93 | 0.20 | 158.889 | 0.000 | 0.000 | -14316.84 | 1370490.16 |
| 197 | 2013.10.03 10:01 | sell | 99 | 0.20 | 157.933 | 0.000 | 0.000 | ||
| 198 | 2013.10.03 10:01 | sell | 100 | 0.20 | 157.933 | 0.000 | 0.000 | ||
| 199 | 2013.10.03 10:01 | sell | 101 | 0.20 | 157.933 | 0.000 | 0.000 | ||
| 200 | 2013.10.03 10:01 | sell | 102 | 0.20 | 157.933 | 0.000 | 0.000 | ||
| 201 | 2013.10.04 01:08 | close | 99 | 0.20 | 156.739 | 0.000 | 0.000 | 23863.16 | 1394353.32 |
| 202 | 2013.10.04 01:08 | close | 100 | 0.20 | 156.739 | 0.000 | 0.000 | 23863.16 | 1418216.48 |
| 203 | 2013.10.04 01:08 | close | 101 | 0.20 | 156.739 | 0.000 | 0.000 | 23863.16 | 1442079.64 |
| 204 | 2013.10.04 01:08 | close | 102 | 0.20 | 156.739 | 0.000 | 0.000 | 23863.16 | 1465942.80 |
| 205 | 2014.01.16 03:00 | buy | 103 | 0.20 | 171.099 | 0.000 | 0.000 | ||
| 206 | 2014.01.16 03:00 | buy | 104 | 0.20 | 171.099 | 0.000 | 0.000 | ||
| 207 | 2014.01.16 03:00 | buy | 105 | 0.20 | 171.099 | 0.000 | 0.000 | ||
| 208 | 2014.01.16 03:00 | buy | 106 | 0.20 | 171.099 | 0.000 | 0.000 | ||
| 209 | 2014.01.16 03:00 | buy | 107 | 0.20 | 171.099 | 0.000 | 0.000 | ||
| 210 | 2014.01.16 03:00 | buy | 108 | 0.20 | 171.099 | 0.000 | 0.000 | ||
| 211 | 2014.01.16 03:00 | buy | 109 | 0.20 | 171.099 | 0.000 | 0.000 | ||
| 212 | 2014.01.16 03:00 | buy | 110 | 0.20 | 171.099 | 0.000 | 0.000 | ||
| 213 | 2014.01.16 04:00 | buy | 111 | 0.20 | 171.245 | 0.000 | 0.000 | ||
| 214 | 2014.01.16 04:00 | buy | 112 | 0.20 | 171.245 | 0.000 | 0.000 | ||
| 215 | 2014.01.16 11:00 | close | 105 | 0.20 | 171.427 | 0.000 | 0.000 | 6560.00 | 1472502.80 |
| 216 | 2014.01.16 11:00 | close | 107 | 0.20 | 171.427 | 0.000 | 0.000 | 6560.00 | 1479062.80 |
| 217 | 2014.01.16 11:00 | close | 108 | 0.20 | 171.427 | 0.000 | 0.000 | 6560.00 | 1485622.80 |
| 218 | 2014.01.16 11:00 | close | 109 | 0.20 | 171.427 | 0.000 | 0.000 | 6560.00 | 1492182.80 |
| 219 | 2014.01.16 11:00 | close | 112 | 0.20 | 171.427 | 0.000 | 0.000 | 3640.00 | 1495822.80 |
| 220 | 2014.01.16 11:00 | close | 110 | 0.20 | 171.427 | 0.000 | 0.000 | 6560.00 | 1502382.80 |
| 221 | 2014.01.16 14:00 | close | 104 | 0.20 | 171.421 | 0.000 | 0.000 | 6440.00 | 1508822.80 |
| 222 | 2014.01.17 10:03 | close | 103 | 0.20 | 170.632 | 0.000 | 0.000 | -9328.85 | 1499493.95 |
| 223 | 2014.01.18 03:00 | close | 111 | 0.20 | 171.162 | 0.000 | 0.000 | -1648.85 | 1497845.09 |
| 224 | 2014.01.20 10:03 | close | 106 | 0.20 | 170.567 | 0.000 | 0.000 | -10617.70 | 1487227.39 |
| 225 | 2014.01.20 16:00 | buy | 113 | 0.20 | 171.045 | 0.000 | 0.000 | ||
| 226 | 2014.01.20 16:00 | buy | 114 | 0.20 | 171.045 | 0.000 | 0.000 | ||
| 227 | 2014.01.20 16:00 | buy | 115 | 0.20 | 171.045 | 0.000 | 0.000 | ||
| 228 | 2014.01.20 16:00 | buy | 116 | 0.20 | 171.045 | 0.000 | 0.000 | ||
| 229 | 2014.01.20 18:00 | buy | 117 | 0.20 | 171.257 | 0.000 | 0.000 | ||
| 230 | 2014.01.20 18:00 | buy | 118 | 0.20 | 171.257 | 0.000 | 0.000 | ||
| 231 | 2014.01.20 19:02 | buy | 119 | 0.20 | 171.412 | 0.000 | 0.000 | ||
| 232 | 2014.01.20 19:02 | buy | 120 | 0.20 | 171.412 | 0.000 | 0.000 | ||
| 233 | 2014.01.21 13:07 | close | 119 | 0.20 | 171.873 | 0.000 | 0.000 | 9231.15 | 1496458.54 |
| 234 | 2014.01.21 13:07 | close | 115 | 0.20 | 171.873 | 0.000 | 0.000 | 16571.15 | 1513029.69 |
| 235 | 2014.01.21 13:07 | close | 116 | 0.20 | 171.873 | 0.000 | 0.000 | 16571.15 | 1529600.84 |
| 236 | 2014.01.21 13:07 | close | 120 | 0.20 | 171.873 | 0.000 | 0.000 | 9231.15 | 1538831.99 |
| 237 | 2014.01.21 13:07 | close | 118 | 0.20 | 171.873 | 0.000 | 0.000 | 12331.15 | 1551163.14 |
| 238 | 2014.01.21 15:01 | close | 114 | 0.20 | 171.815 | 0.000 | 0.000 | 15411.15 | 1566574.29 |
| 239 | 2014.01.22 01:00 | close | 113 | 0.20 | 171.679 | 0.000 | 0.000 | 12702.30 | 1579276.58 |
| 240 | 2014.01.22 02:00 | close | 117 | 0.20 | 171.500 | 0.000 | 0.000 | 4882.30 | 1584158.88 |
| 241 | 2014.02.27 17:00 | sell | 121 | 0.20 | 170.373 | 0.000 | 0.000 | ||
| 242 | 2014.02.27 17:00 | sell | 122 | 0.20 | 170.373 | 0.000 | 0.000 | ||
| 243 | 2014.02.27 17:00 | sell | 123 | 0.20 | 170.373 | 0.000 | 0.000 | ||
| 244 | 2014.02.27 17:00 | sell | 124 | 0.20 | 170.373 | 0.000 | 0.000 | ||
| 245 | 2014.02.27 17:00 | sell | 125 | 0.20 | 170.373 | 0.000 | 0.000 | ||
| 246 | 2014.02.27 17:00 | sell | 126 | 0.20 | 170.373 | 0.000 | 0.000 | ||
| 247 | 2014.02.27 17:00 | sell | 127 | 0.20 | 170.373 | 0.000 | 0.000 | ||
| 248 | 2014.02.27 17:00 | sell | 128 | 0.20 | 170.373 | 0.000 | 0.000 | ||
| 249 | 2014.02.27 18:00 | sell | 129 | 0.20 | 170.211 | 0.000 | 0.000 | ||
| 250 | 2014.02.27 18:00 | sell | 130 | 0.20 | 170.211 | 0.000 | 0.000 | ||
| 251 | 2014.02.27 19:50 | close | 121 | 0.20 | 169.123 | 0.000 | 0.000 | 25000.00 | 1609158.88 |
| 252 | 2014.02.27 19:50 | close | 122 | 0.20 | 169.123 | 0.000 | 0.000 | 25000.00 | 1634158.88 |
| 253 | 2014.02.27 19:50 | close | 129 | 0.20 | 169.123 | 0.000 | 0.000 | 21760.00 | 1655918.88 |
| 254 | 2014.02.27 19:50 | close | 123 | 0.20 | 169.123 | 0.000 | 0.000 | 25000.00 | 1680918.88 |
| 255 | 2014.02.27 19:50 | close | 124 | 0.20 | 169.123 | 0.000 | 0.000 | 25000.00 | 1705918.88 |
| 256 | 2014.02.27 19:50 | close | 125 | 0.20 | 169.123 | 0.000 | 0.000 | 25000.00 | 1730918.88 |
| 257 | 2014.02.27 19:50 | close | 126 | 0.20 | 169.123 | 0.000 | 0.000 | 25000.00 | 1755918.88 |
| 258 | 2014.02.27 19:50 | close | 130 | 0.20 | 169.123 | 0.000 | 0.000 | 21760.00 | 1777678.88 |
| 259 | 2014.02.27 19:50 | close | 127 | 0.20 | 169.123 | 0.000 | 0.000 | 25000.00 | 1802678.88 |
| 260 | 2014.02.27 19:50 | close | 128 | 0.20 | 169.123 | 0.000 | 0.000 | 25000.00 | 1827678.88 |
| 261 | 2014.03.22 05:01 | sell | 131 | 0.20 | 168.443 | 0.000 | 0.000 | ||
| 262 | 2014.03.22 05:01 | sell | 132 | 0.20 | 168.443 | 0.000 | 0.000 | ||
| 263 | 2014.03.25 18:00 | close | 131 | 0.20 | 168.508 | 0.000 | 0.000 | -1333.68 | 1826345.20 |
| 264 | 2014.03.25 18:00 | close | 132 | 0.20 | 168.508 | 0.000 | 0.000 | -1333.68 | 1825011.51 |
| 265 | 2014.04.11 19:00 | sell | 133 | 0.20 | 170.308 | 0.000 | 0.000 | ||
| 266 | 2014.04.11 19:00 | sell | 134 | 0.20 | 170.308 | 0.000 | 0.000 | ||
| 267 | 2014.04.11 19:00 | sell | 135 | 0.20 | 170.308 | 0.000 | 0.000 | ||
| 268 | 2014.04.11 19:00 | sell | 136 | 0.20 | 170.308 | 0.000 | 0.000 | ||
| 269 | 2014.04.11 19:00 | sell | 137 | 0.20 | 170.308 | 0.000 | 0.000 | ||
| 270 | 2014.04.11 19:00 | sell | 138 | 0.20 | 170.308 | 0.000 | 0.000 | ||
| 271 | 2014.04.11 22:00 | close | 134 | 0.20 | 169.980 | 0.000 | 0.000 | 6560.00 | 1831571.51 |
| 272 | 2014.04.11 22:00 | close | 136 | 0.20 | 169.980 | 0.000 | 0.000 | 6560.00 | 1838131.51 |
| 273 | 2014.04.11 22:00 | close | 137 | 0.20 | 169.980 | 0.000 | 0.000 | 6560.00 | 1844691.51 |
| 274 | 2014.04.11 22:00 | close | 138 | 0.20 | 169.980 | 0.000 | 0.000 | 6560.00 | 1851251.51 |
| 275 | 2014.04.14 17:02 | close | 133 | 0.20 | 169.947 | 0.000 | 0.000 | 7203.16 | 1858454.67 |
| 276 | 2014.04.14 20:00 | close | 135 | 0.20 | 170.093 | 0.000 | 0.000 | 4283.16 | 1862737.83 |
| 277 | 2014.10.23 19:00 | buy | 139 | 0.20 | 172.223 | 0.000 | 0.000 | ||
| 278 | 2014.10.23 19:00 | buy | 140 | 0.20 | 172.223 | 0.000 | 0.000 | ||
| 279 | 2014.10.23 19:00 | buy | 141 | 0.20 | 172.223 | 0.000 | 0.000 | ||
| 280 | 2014.10.23 19:00 | buy | 142 | 0.20 | 172.223 | 0.000 | 0.000 | ||
| 281 | 2014.10.23 19:00 | buy | 143 | 0.20 | 172.223 | 0.000 | 0.000 | ||
| 282 | 2014.10.23 19:00 | buy | 144 | 0.20 | 172.223 | 0.000 | 0.000 | ||
| 283 | 2014.10.23 23:01 | close | 142 | 0.20 | 172.938 | 0.000 | 0.000 | 14300.00 | 1877037.83 |
| 284 | 2014.10.23 23:01 | close | 143 | 0.20 | 172.938 | 0.000 | 0.000 | 14300.00 | 1891337.83 |
| 285 | 2014.10.23 23:01 | close | 144 | 0.20 | 172.938 | 0.000 | 0.000 | 14300.00 | 1905637.83 |
| 286 | 2014.10.24 01:00 | close | 139 | 0.20 | 173.428 | 0.000 | 0.000 | 24111.15 | 1929748.98 |
| 287 | 2014.10.24 01:00 | close | 140 | 0.20 | 173.428 | 0.000 | 0.000 | 24111.15 | 1953860.13 |
| 288 | 2014.10.24 01:00 | close | 141 | 0.20 | 173.428 | 0.000 | 0.000 | 24111.15 | 1977971.28 |
| 289 | 2014.11.29 05:00 | buy | 145 | 0.20 | 185.610 | 0.000 | 0.000 | ||
| 290 | 2014.11.29 05:00 | buy | 146 | 0.20 | 185.610 | 0.000 | 0.000 | ||
| 291 | 2014.11.29 05:00 | buy | 147 | 0.20 | 185.610 | 0.000 | 0.000 | ||
| 292 | 2014.11.29 05:00 | buy | 148 | 0.20 | 185.610 | 0.000 | 0.000 | ||
| 293 | 2014.12.01 08:00 | close | 147 | 0.20 | 185.783 | 0.000 | 0.000 | 3471.15 | 1981442.43 |
| 294 | 2014.12.01 08:00 | close | 148 | 0.20 | 185.783 | 0.000 | 0.000 | 3471.15 | 1984913.58 |
| 295 | 2014.12.01 09:00 | close | 145 | 0.20 | 185.541 | 0.000 | 0.000 | -1368.85 | 1983544.72 |
| 296 | 2014.12.01 09:00 | close | 146 | 0.20 | 185.541 | 0.000 | 0.000 | -1368.85 | 1982175.87 |
| 297 | 2014.12.15 16:02 | sell | 149 | 0.20 | 186.242 | 0.000 | 0.000 | ||
| 298 | 2014.12.15 16:02 | sell | 150 | 0.20 | 186.242 | 0.000 | 0.000 | ||
| 299 | 2014.12.15 16:02 | sell | 151 | 0.20 | 186.242 | 0.000 | 0.000 | ||
| 300 | 2014.12.15 16:02 | sell | 152 | 0.20 | 186.242 | 0.000 | 0.000 | ||