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 |
| 301 | 2018.03.12 10:09 | buy | 153 | 0.30 | 1.38578 | 0.00000 | 0.00000 | ||
| 302 | 2018.03.14 12:01 | close | 151 | 0.30 | 1.39538 | 0.00000 | 0.00000 | 37761.52 | 3350055.12 |
| 303 | 2018.03.14 13:00 | close | 149 | 0.30 | 1.39479 | 0.00000 | 0.00000 | 36269.43 | 3386324.55 |
| 304 | 2018.03.14 13:00 | close | 153 | 0.30 | 1.39479 | 0.00000 | 0.00000 | 36108.12 | 3422432.67 |
| 305 | 2018.03.14 17:00 | close | 150 | 0.30 | 1.39645 | 0.00000 | 0.00000 | 40665.06 | 3463097.73 |
| 306 | 2018.03.14 17:00 | close | 152 | 0.30 | 1.39645 | 0.00000 | 0.00000 | 42479.77 | 3505577.49 |
| 307 | 2018.04.03 17:00 | sell | 154 | 0.30 | 1.40359 | 0.00000 | 0.00000 | ||
| 308 | 2018.04.03 18:01 | sell | 155 | 0.30 | 1.40431 | 0.00000 | 0.00000 | ||
| 309 | 2018.04.04 18:02 | close | 154 | 0.30 | 1.40812 | 0.00000 | 0.00000 | -18166.44 | 3487411.05 |
| 310 | 2018.04.04 19:02 | close | 155 | 0.30 | 1.40743 | 0.00000 | 0.00000 | -12480.30 | 3474930.75 |
| 311 | 2018.04.05 12:02 | sell | 156 | 0.30 | 1.40443 | 0.00000 | 0.00000 | ||
| 312 | 2018.04.06 17:00 | close | 156 | 0.30 | 1.40748 | 0.00000 | 0.00000 | -12198.01 | 3462732.75 |
| 313 | 2018.04.26 18:00 | sell | 157 | 0.30 | 1.39332 | 0.00000 | 0.00000 | ||
| 314 | 2018.04.26 19:00 | sell | 158 | 0.30 | 1.39245 | 0.00000 | 0.00000 | ||
| 315 | 2018.04.30 18:00 | close | 157 | 0.30 | 1.37763 | 0.00000 | 0.00000 | 63476.96 | 3526209.71 |
| 316 | 2018.04.30 18:00 | close | 158 | 0.30 | 1.37763 | 0.00000 | 0.00000 | 59968.49 | 3586178.20 |
| 317 | 2018.06.15 17:04 | sell | 159 | 0.30 | 1.32670 | 0.00000 | 0.00000 | ||
| 318 | 2018.06.19 04:01 | close | 159 | 0.30 | 1.32645 | 0.00000 | 0.00000 | 1211.76 | 3587389.96 |
| 319 | 2018.07.17 22:00 | sell | 160 | 0.30 | 1.31210 | 0.00000 | 0.00000 | ||
| 320 | 2018.07.20 21:02 | close | 160 | 0.30 | 1.31286 | 0.00000 | 0.00000 | -2555.92 | 3584834.04 |
| 321 | 2018.07.31 02:17 | buy | 161 | 0.30 | 1.31328 | 0.00000 | 0.00000 | ||
| 322 | 2018.07.31 03:02 | buy | 162 | 0.30 | 1.31369 | 0.00000 | 0.00000 | ||
| 323 | 2018.07.31 08:00 | buy | 163 | 0.30 | 1.31326 | 0.00000 | 0.00000 | ||
| 324 | 2018.07.31 12:16 | buy | 164 | 0.30 | 1.31556 | 0.00000 | 0.00000 | ||
| 325 | 2018.08.01 05:03 | close | 161 | 0.30 | 1.31168 | 0.00000 | 0.00000 | -6565.51 | 3578268.53 |
| 326 | 2018.08.01 05:03 | close | 162 | 0.30 | 1.31168 | 0.00000 | 0.00000 | -8218.92 | 3570049.61 |
| 327 | 2018.08.01 09:01 | close | 163 | 0.30 | 1.30990 | 0.00000 | 0.00000 | -13663.05 | 3556386.56 |
| 328 | 2018.08.01 17:01 | close | 164 | 0.30 | 1.31180 | 0.00000 | 0.00000 | -15276.13 | 3541110.43 |
| 329 | 2018.10.03 04:03 | sell | 165 | 0.30 | 1.29773 | 0.00000 | 0.00000 | ||
| 330 | 2018.10.04 13:01 | close | 165 | 0.30 | 1.29800 | 0.00000 | 0.00000 | -783.46 | 3540326.97 |
| 331 | 2018.11.21 16:00 | sell | 166 | 0.30 | 1.27911 | 0.00000 | 0.00000 | ||
| 332 | 2018.11.22 12:20 | close | 166 | 0.30 | 1.28768 | 0.00000 | 0.00000 | -34255.04 | 3506071.93 |
| 333 | 2018.12.20 20:01 | buy | 167 | 0.30 | 1.26756 | 0.00000 | 0.00000 | ||
| 334 | 2018.12.20 21:01 | buy | 168 | 0.30 | 1.26781 | 0.00000 | 0.00000 | ||
| 335 | 2018.12.21 02:00 | buy | 169 | 0.30 | 1.26699 | 0.00000 | 0.00000 | ||
| 336 | 2018.12.21 03:51 | buy | 170 | 0.30 | 1.26661 | 0.00000 | 0.00000 | ||
| 337 | 2018.12.21 04:04 | buy | 171 | 0.30 | 1.26647 | 0.00000 | 0.00000 | ||
| 338 | 2018.12.21 21:00 | close | 167 | 0.30 | 1.26298 | 0.00000 | 0.00000 | -18582.93 | 3487489.00 |
| 339 | 2018.12.21 22:01 | close | 168 | 0.30 | 1.26308 | 0.00000 | 0.00000 | -19187.83 | 3468301.17 |
| 340 | 2018.12.24 09:01 | close | 169 | 0.30 | 1.26643 | 0.00000 | 0.00000 | -2371.51 | 3465929.66 |
| 341 | 2018.12.24 09:01 | close | 171 | 0.30 | 1.26643 | 0.00000 | 0.00000 | -274.51 | 3465655.15 |
| 342 | 2018.12.24 09:01 | close | 170 | 0.30 | 1.26643 | 0.00000 | 0.00000 | -839.09 | 3464816.06 |
| 343 | 2018.12.26 05:13 | buy | 172 | 0.30 | 1.27083 | 0.00000 | 0.00000 | ||
| 344 | 2018.12.26 06:03 | buy | 173 | 0.30 | 1.27075 | 0.00000 | 0.00000 | ||
| 345 | 2018.12.26 09:03 | buy | 174 | 0.30 | 1.27069 | 0.00000 | 0.00000 | ||
| 346 | 2018.12.26 10:06 | buy | 175 | 0.30 | 1.27044 | 0.00000 | 0.00000 | ||
| 347 | 2018.12.27 08:00 | close | 172 | 0.30 | 1.26523 | 0.00000 | 0.00000 | -22922.69 | 3441893.36 |
| 348 | 2018.12.27 08:00 | close | 173 | 0.30 | 1.26523 | 0.00000 | 0.00000 | -22600.08 | 3419293.28 |
| 349 | 2018.12.27 10:02 | close | 174 | 0.30 | 1.26555 | 0.00000 | 0.00000 | -21067.66 | 3398225.62 |
| 350 | 2018.12.27 12:07 | close | 175 | 0.30 | 1.26354 | 0.00000 | 0.00000 | -28165.19 | 3370060.43 |
| 351 | 2019.01.03 08:06 | sell | 176 | 0.30 | 1.25443 | 0.00000 | 0.00000 | ||
| 352 | 2019.01.03 15:15 | sell | 177 | 0.30 | 1.25565 | 0.00000 | 0.00000 | ||
| 353 | 2019.01.04 10:00 | close | 176 | 0.30 | 1.26516 | 0.00000 | 0.00000 | -43169.30 | 3326891.13 |
| 354 | 2019.01.04 18:01 | close | 177 | 0.30 | 1.27201 | 0.00000 | 0.00000 | -65873.51 | 3261017.62 |
| 355 | 2019.03.19 03:00 | buy | 178 | 0.30 | 1.32617 | 0.00000 | 0.00000 | ||
| 356 | 2019.03.19 04:19 | buy | 179 | 0.30 | 1.32618 | 0.00000 | 0.00000 | ||
| 357 | 2019.03.19 05:14 | buy | 180 | 0.30 | 1.32670 | 0.00000 | 0.00000 | ||
| 358 | 2019.03.20 04:01 | close | 178 | 0.30 | 1.32535 | 0.00000 | 0.00000 | -3420.02 | 3257597.60 |
| 359 | 2019.03.20 05:24 | close | 179 | 0.30 | 1.32573 | 0.00000 | 0.00000 | -1927.92 | 3255669.67 |
| 360 | 2019.03.20 06:09 | close | 180 | 0.30 | 1.32561 | 0.00000 | 0.00000 | -4508.84 | 3251160.83 |
| 361 | 2019.04.11 03:03 | buy | 181 | 0.30 | 1.30978 | 0.00000 | 0.00000 | ||
| 362 | 2019.04.11 06:08 | buy | 182 | 0.30 | 1.30979 | 0.00000 | 0.00000 | ||
| 363 | 2019.04.11 07:13 | buy | 183 | 0.30 | 1.30986 | 0.00000 | 0.00000 | ||
| 364 | 2019.04.11 11:00 | buy | 184 | 0.30 | 1.30998 | 0.00000 | 0.00000 | ||
| 365 | 2019.04.11 14:00 | buy | 185 | 0.30 | 1.30980 | 0.00000 | 0.00000 | ||
| 366 | 2019.04.12 09:00 | close | 181 | 0.30 | 1.30589 | 0.00000 | 0.00000 | -15800.38 | 3235360.45 |
| 367 | 2019.04.12 09:00 | close | 182 | 0.30 | 1.30589 | 0.00000 | 0.00000 | -15840.71 | 3219519.74 |
| 368 | 2019.04.12 09:00 | close | 183 | 0.30 | 1.30589 | 0.00000 | 0.00000 | -16122.99 | 3203396.75 |
| 369 | 2019.04.12 19:00 | close | 184 | 0.30 | 1.30830 | 0.00000 | 0.00000 | -6888.13 | 3196508.62 |
| 370 | 2019.04.12 19:00 | close | 185 | 0.30 | 1.30830 | 0.00000 | 0.00000 | -6162.24 | 3190346.38 |
| 371 | 2019.04.15 06:03 | buy | 186 | 0.30 | 1.31000 | 0.00000 | 0.00000 | ||
| 372 | 2019.04.15 11:00 | buy | 187 | 0.30 | 1.31008 | 0.00000 | 0.00000 | ||
| 373 | 2019.04.15 13:00 | buy | 188 | 0.30 | 1.31019 | 0.00000 | 0.00000 | ||
| 374 | 2019.04.15 14:00 | buy | 189 | 0.30 | 1.31120 | 0.00000 | 0.00000 | ||
| 375 | 2019.04.15 16:04 | buy | 190 | 0.30 | 1.31120 | 0.00000 | 0.00000 | ||
| 376 | 2019.04.16 07:10 | close | 186 | 0.30 | 1.30885 | 0.00000 | 0.00000 | -4750.80 | 3185595.58 |
| 377 | 2019.04.16 12:00 | close | 187 | 0.30 | 1.30822 | 0.00000 | 0.00000 | -7614.02 | 3177981.56 |
| 378 | 2019.04.16 16:02 | close | 189 | 0.30 | 1.30622 | 0.00000 | 0.00000 | -20196.01 | 3157785.55 |
| 379 | 2019.04.16 16:02 | close | 188 | 0.30 | 1.30622 | 0.00000 | 0.00000 | -16122.99 | 3141662.56 |
| 380 | 2019.04.16 17:00 | close | 190 | 0.30 | 1.30671 | 0.00000 | 0.00000 | -18219.99 | 3123442.56 |
| 381 | 2019.07.08 06:37 | sell | 191 | 0.30 | 1.25216 | 0.00000 | 0.00000 | ||
| 382 | 2019.07.08 07:00 | sell | 192 | 0.30 | 1.25198 | 0.00000 | 0.00000 | ||
| 383 | 2019.07.11 06:03 | close | 191 | 0.30 | 1.25237 | 0.00000 | 0.00000 | -337.92 | 3123104.65 |
| 384 | 2019.07.11 06:03 | close | 192 | 0.30 | 1.25237 | 0.00000 | 0.00000 | -1063.81 | 3122040.84 |
| 385 | 2020.01.14 02:29 | sell | 193 | 0.30 | 1.29940 | 0.00000 | 0.00000 | ||
| 386 | 2020.01.15 04:38 | close | 193 | 0.30 | 1.30208 | 0.00000 | 0.00000 | -10705.90 | 3111334.94 |
| 387 | 2020.01.21 21:04 | buy | 194 | 0.30 | 1.30545 | 0.00000 | 0.00000 | ||
| 388 | 2020.01.22 03:03 | buy | 195 | 0.30 | 1.30521 | 0.00000 | 0.00000 | ||
| 389 | 2020.01.22 07:00 | buy | 196 | 0.30 | 1.30452 | 0.00000 | 0.00000 | ||
| 390 | 2020.01.22 08:04 | buy | 197 | 0.30 | 1.30580 | 0.00000 | 0.00000 | ||
| 391 | 2020.01.22 12:00 | buy | 198 | 0.30 | 1.30630 | 0.00000 | 0.00000 | ||
| 392 | 2020.01.23 15:00 | close | 198 | 0.30 | 1.31217 | 0.00000 | 0.00000 | 23332.26 | 3134667.20 |
| 393 | 2020.01.23 16:03 | close | 194 | 0.30 | 1.31316 | 0.00000 | 0.00000 | 30639.20 | 3165306.39 |
| 394 | 2020.01.23 16:03 | close | 195 | 0.30 | 1.31316 | 0.00000 | 0.00000 | 31720.26 | 3197026.65 |
| 395 | 2020.01.23 16:03 | close | 196 | 0.30 | 1.31316 | 0.00000 | 0.00000 | 34502.81 | 3231529.46 |
| 396 | 2020.01.23 16:03 | close | 197 | 0.30 | 1.31316 | 0.00000 | 0.00000 | 29340.97 | 3260870.43 |
| 397 | 2020.02.27 10:00 | sell | 199 | 0.30 | 1.29203 | 0.00000 | 0.00000 | ||
| 398 | 2020.02.28 22:00 | close | 199 | 0.30 | 1.27941 | 0.00000 | 0.00000 | 50994.71 | 3311865.14 |
| 399 | 2020.04.24 17:00 | sell | 200 | 0.30 | 1.23295 | 0.00000 | 0.00000 | ||
| 400 | 2020.04.24 19:02 | sell | 201 | 0.30 | 1.23334 | 0.00000 | 0.00000 | ||
| 401 | 2020.04.27 08:00 | close | 200 | 0.30 | 1.24319 | 0.00000 | 0.00000 | -41193.27 | 3270671.87 |
| 402 | 2020.04.27 08:00 | close | 201 | 0.30 | 1.24319 | 0.00000 | 0.00000 | -39620.51 | 3231051.36 |
| 403 | 2020.04.30 21:02 | buy | 202 | 0.30 | 1.25850 | 0.00000 | 0.00000 | ||
| 404 | 2020.05.01 08:01 | buy | 203 | 0.30 | 1.25665 | 0.00000 | 0.00000 | ||
| 405 | 2020.05.01 22:00 | close | 202 | 0.30 | 1.24835 | 0.00000 | 0.00000 | -41045.02 | 3190006.34 |
| 406 | 2020.05.04 09:00 | close | 203 | 0.30 | 1.24341 | 0.00000 | 0.00000 | -53506.03 | 3136500.31 |
| 407 | 2020.05.29 14:01 | buy | 204 | 0.30 | 1.23232 | 0.00000 | 0.00000 | ||
| 408 | 2020.06.03 14:01 | close | 204 | 0.30 | 1.25875 | 0.00000 | 0.00000 | 106244.37 | 3242744.67 |
| 409 | 2020.06.17 22:00 | sell | 205 | 0.30 | 1.25376 | 0.00000 | 0.00000 | ||
| 410 | 2020.06.18 03:00 | sell | 206 | 0.30 | 1.25486 | 0.00000 | 0.00000 | ||
| 411 | 2020.06.18 04:03 | sell | 207 | 0.30 | 1.25511 | 0.00000 | 0.00000 | ||
| 412 | 2020.06.18 05:00 | sell | 208 | 0.30 | 1.25313 | 0.00000 | 0.00000 | ||
| 413 | 2020.06.18 06:01 | sell | 209 | 0.30 | 1.25319 | 0.00000 | 0.00000 | ||
| 414 | 2020.06.19 16:01 | close | 206 | 0.30 | 1.24024 | 0.00000 | 0.00000 | 59060.16 | 3301804.83 |
| 415 | 2020.06.19 16:01 | close | 207 | 0.30 | 1.24024 | 0.00000 | 0.00000 | 60068.34 | 3361873.17 |
| 416 | 2020.06.19 16:01 | close | 208 | 0.30 | 1.24024 | 0.00000 | 0.00000 | 52083.55 | 3413956.72 |
| 417 | 2020.06.19 16:01 | close | 209 | 0.30 | 1.24024 | 0.00000 | 0.00000 | 52325.52 | 3466282.24 |
| 418 | 2020.06.22 08:01 | close | 205 | 0.30 | 1.23910 | 0.00000 | 0.00000 | 59628.63 | 3525910.88 |
| 419 | 2020.07.06 22:01 | buy | 210 | 0.30 | 1.24978 | 0.00000 | 0.00000 | ||
| 420 | 2020.07.07 03:01 | buy | 211 | 0.30 | 1.24955 | 0.00000 | 0.00000 | ||
| 421 | 2020.07.07 07:15 | buy | 212 | 0.30 | 1.25000 | 0.00000 | 0.00000 | ||
| 422 | 2020.07.07 08:02 | buy | 213 | 0.30 | 1.25069 | 0.00000 | 0.00000 | ||
| 423 | 2020.07.07 14:02 | buy | 214 | 0.30 | 1.24969 | 0.00000 | 0.00000 | ||
| 424 | 2020.07.08 10:00 | close | 211 | 0.30 | 1.25472 | 0.00000 | 0.00000 | 20735.80 | 3546646.68 |
| 425 | 2020.07.08 10:00 | close | 213 | 0.30 | 1.25472 | 0.00000 | 0.00000 | 16138.53 | 3562785.21 |
| 426 | 2020.07.08 16:02 | close | 212 | 0.30 | 1.25467 | 0.00000 | 0.00000 | 18719.45 | 3581504.65 |
| 427 | 2020.07.09 18:00 | close | 210 | 0.30 | 1.26161 | 0.00000 | 0.00000 | 47140.67 | 3628645.32 |
| 428 | 2020.07.09 18:00 | close | 214 | 0.30 | 1.26161 | 0.00000 | 0.00000 | 47616.82 | 3676262.14 |
| 429 | 2020.07.16 21:00 | sell | 215 | 0.30 | 1.25550 | 0.00000 | 0.00000 | ||
| 430 | 2020.07.16 23:25 | sell | 216 | 0.30 | 1.25499 | 0.00000 | 0.00000 | ||
| 431 | 2020.07.17 09:00 | sell | 217 | 0.30 | 1.25520 | 0.00000 | 0.00000 | ||
| 432 | 2020.07.17 10:00 | sell | 218 | 0.30 | 1.25478 | 0.00000 | 0.00000 | ||
| 433 | 2020.07.17 11:01 | sell | 219 | 0.30 | 1.25473 | 0.00000 | 0.00000 | ||
| 434 | 2020.07.17 22:00 | close | 215 | 0.30 | 1.25676 | 0.00000 | 0.00000 | -4979.44 | 3671282.70 |
| 435 | 2020.07.20 00:05 | close | 216 | 0.30 | 1.25566 | 0.00000 | 0.00000 | -2498.35 | 3668784.35 |
| 436 | 2020.07.20 11:00 | close | 217 | 0.30 | 1.25761 | 0.00000 | 0.00000 | -9617.07 | 3659167.28 |
| 437 | 2020.07.20 11:00 | close | 218 | 0.30 | 1.25761 | 0.00000 | 0.00000 | -11310.81 | 3647856.47 |
| 438 | 2020.07.20 12:00 | close | 219 | 0.30 | 1.25899 | 0.00000 | 0.00000 | -17077.59 | 3630778.88 |
| 439 | 2020.09.29 03:02 | buy | 220 | 0.30 | 1.28705 | 0.00000 | 0.00000 | ||
| 440 | 2020.09.29 07:02 | buy | 221 | 0.30 | 1.28600 | 0.00000 | 0.00000 | ||
| 441 | 2020.09.29 08:00 | buy | 222 | 0.30 | 1.28610 | 0.00000 | 0.00000 | ||
| 442 | 2020.09.30 04:00 | close | 220 | 0.30 | 1.28493 | 0.00000 | 0.00000 | -8662.51 | 3622116.37 |
| 443 | 2020.09.30 08:00 | close | 221 | 0.30 | 1.28390 | 0.00000 | 0.00000 | -8581.86 | 3613534.51 |
| 444 | 2020.09.30 09:00 | close | 222 | 0.30 | 1.28339 | 0.00000 | 0.00000 | -11041.80 | 3602492.71 |
| 445 | 2020.10.08 17:00 | buy | 223 | 0.30 | 1.29329 | 0.00000 | 0.00000 | ||
| 446 | 2020.10.08 19:01 | buy | 224 | 0.30 | 1.29434 | 0.00000 | 0.00000 | ||
| 447 | 2020.10.08 20:45 | buy | 225 | 0.30 | 1.29424 | 0.00000 | 0.00000 | ||
| 448 | 2020.10.12 12:00 | close | 224 | 0.30 | 1.30118 | 0.00000 | 0.00000 | 27357.18 | 3629849.88 |
| 449 | 2020.10.13 04:00 | close | 223 | 0.30 | 1.30462 | 0.00000 | 0.00000 | 45350.75 | 3675200.63 |
| 450 | 2020.10.13 04:00 | close | 225 | 0.30 | 1.30462 | 0.00000 | 0.00000 | 41519.69 | 3716720.32 |