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 |
| 301 | 2014.12.15 16:02 | sell | 153 | 0.20 | 186.242 | 0.000 | 0.000 | ||
| 302 | 2014.12.15 16:02 | sell | 154 | 0.20 | 186.242 | 0.000 | 0.000 | ||
| 303 | 2014.12.15 20:00 | sell | 155 | 0.20 | 185.808 | 0.000 | 0.000 | ||
| 304 | 2014.12.15 20:00 | sell | 156 | 0.20 | 185.808 | 0.000 | 0.000 | ||
| 305 | 2014.12.15 23:00 | sell | 157 | 0.20 | 185.828 | 0.000 | 0.000 | ||
| 306 | 2014.12.15 23:00 | sell | 158 | 0.20 | 185.828 | 0.000 | 0.000 | ||
| 307 | 2014.12.16 03:00 | close | 157 | 0.20 | 184.766 | 0.000 | 0.000 | 21223.16 | 2003399.03 |
| 308 | 2014.12.16 03:00 | close | 152 | 0.20 | 184.766 | 0.000 | 0.000 | 29503.16 | 2032902.19 |
| 309 | 2014.12.16 03:00 | close | 153 | 0.20 | 184.766 | 0.000 | 0.000 | 29503.16 | 2062405.35 |
| 310 | 2014.12.16 03:00 | close | 158 | 0.20 | 184.766 | 0.000 | 0.000 | 21223.16 | 2083628.50 |
| 311 | 2014.12.16 03:00 | close | 156 | 0.20 | 184.766 | 0.000 | 0.000 | 20823.16 | 2104451.66 |
| 312 | 2014.12.16 03:00 | close | 154 | 0.20 | 184.766 | 0.000 | 0.000 | 29503.16 | 2133954.82 |
| 313 | 2014.12.16 04:09 | close | 149 | 0.20 | 184.079 | 0.000 | 0.000 | 43243.16 | 2177197.98 |
| 314 | 2014.12.16 04:09 | close | 150 | 0.20 | 184.079 | 0.000 | 0.000 | 43243.16 | 2220441.14 |
| 315 | 2014.12.16 04:09 | close | 155 | 0.20 | 184.079 | 0.000 | 0.000 | 34563.16 | 2255004.29 |
| 316 | 2014.12.16 04:09 | close | 151 | 0.20 | 184.079 | 0.000 | 0.000 | 43243.16 | 2298247.45 |
| 317 | 2014.12.26 17:00 | buy | 159 | 0.20 | 187.202 | 0.000 | 0.000 | ||
| 318 | 2014.12.26 17:00 | buy | 160 | 0.20 | 187.202 | 0.000 | 0.000 | ||
| 319 | 2014.12.26 17:00 | buy | 161 | 0.20 | 187.202 | 0.000 | 0.000 | ||
| 320 | 2014.12.26 17:00 | buy | 162 | 0.20 | 187.202 | 0.000 | 0.000 | ||
| 321 | 2014.12.26 17:00 | buy | 163 | 0.20 | 187.202 | 0.000 | 0.000 | ||
| 322 | 2014.12.26 17:00 | buy | 164 | 0.20 | 187.202 | 0.000 | 0.000 | ||
| 323 | 2014.12.26 23:00 | buy | 165 | 0.20 | 187.319 | 0.000 | 0.000 | ||
| 324 | 2014.12.26 23:00 | buy | 166 | 0.20 | 187.319 | 0.000 | 0.000 | ||
| 325 | 2014.12.26 23:00 | buy | 167 | 0.20 | 187.319 | 0.000 | 0.000 | ||
| 326 | 2014.12.26 23:00 | buy | 168 | 0.20 | 187.319 | 0.000 | 0.000 | ||
| 327 | 2014.12.29 12:00 | close | 160 | 0.20 | 187.439 | 0.000 | 0.000 | 4751.15 | 2302998.60 |
| 328 | 2014.12.29 12:00 | close | 165 | 0.20 | 187.439 | 0.000 | 0.000 | 2411.15 | 2305409.75 |
| 329 | 2014.12.29 12:00 | close | 162 | 0.20 | 187.439 | 0.000 | 0.000 | 4751.15 | 2310160.90 |
| 330 | 2014.12.29 12:00 | close | 163 | 0.20 | 187.439 | 0.000 | 0.000 | 4751.15 | 2314912.05 |
| 331 | 2014.12.29 12:00 | close | 167 | 0.20 | 187.439 | 0.000 | 0.000 | 2411.15 | 2317323.20 |
| 332 | 2014.12.29 12:00 | close | 168 | 0.20 | 187.439 | 0.000 | 0.000 | 2411.15 | 2319734.35 |
| 333 | 2014.12.29 12:00 | close | 164 | 0.20 | 187.439 | 0.000 | 0.000 | 4751.15 | 2324485.49 |
| 334 | 2014.12.29 14:00 | close | 159 | 0.20 | 187.346 | 0.000 | 0.000 | 2891.15 | 2327376.64 |
| 335 | 2014.12.29 14:00 | close | 166 | 0.20 | 187.346 | 0.000 | 0.000 | 551.15 | 2327927.79 |
| 336 | 2014.12.29 14:00 | close | 161 | 0.20 | 187.346 | 0.000 | 0.000 | 2891.15 | 2330818.94 |
| 337 | 2015.01.28 01:05 | buy | 169 | 0.20 | 178.652 | 0.000 | 0.000 | ||
| 338 | 2015.01.28 01:05 | buy | 170 | 0.20 | 178.652 | 0.000 | 0.000 | ||
| 339 | 2015.01.28 01:05 | buy | 171 | 0.20 | 178.652 | 0.000 | 0.000 | ||
| 340 | 2015.01.28 01:05 | buy | 172 | 0.20 | 178.652 | 0.000 | 0.000 | ||
| 341 | 2015.01.28 01:05 | buy | 173 | 0.20 | 178.652 | 0.000 | 0.000 | ||
| 342 | 2015.01.28 01:05 | buy | 174 | 0.20 | 178.652 | 0.000 | 0.000 | ||
| 343 | 2015.01.28 04:00 | close | 172 | 0.20 | 179.125 | 0.000 | 0.000 | 9460.00 | 2340278.94 |
| 344 | 2015.01.28 04:00 | close | 173 | 0.20 | 179.125 | 0.000 | 0.000 | 9460.00 | 2349738.94 |
| 345 | 2015.01.28 04:00 | close | 174 | 0.20 | 179.125 | 0.000 | 0.000 | 9460.00 | 2359198.94 |
| 346 | 2015.01.28 05:01 | close | 170 | 0.20 | 179.039 | 0.000 | 0.000 | 7740.00 | 2366938.94 |
| 347 | 2015.01.28 23:00 | close | 169 | 0.20 | 178.951 | 0.000 | 0.000 | 5980.00 | 2372918.94 |
| 348 | 2015.01.29 01:00 | close | 171 | 0.20 | 178.679 | 0.000 | 0.000 | 573.45 | 2373492.39 |
| 349 | 2015.05.07 10:01 | sell | 175 | 0.20 | 181.910 | 0.000 | 0.000 | ||
| 350 | 2015.05.07 10:01 | sell | 176 | 0.20 | 181.910 | 0.000 | 0.000 | ||
| 351 | 2015.05.07 10:01 | sell | 177 | 0.20 | 181.910 | 0.000 | 0.000 | ||
| 352 | 2015.05.07 10:01 | sell | 178 | 0.20 | 181.910 | 0.000 | 0.000 | ||
| 353 | 2015.05.07 19:00 | close | 176 | 0.20 | 181.651 | 0.000 | 0.000 | 5180.00 | 2378672.39 |
| 354 | 2015.05.07 19:00 | close | 177 | 0.20 | 181.651 | 0.000 | 0.000 | 5180.00 | 2383852.39 |
| 355 | 2015.05.07 19:00 | close | 178 | 0.20 | 181.651 | 0.000 | 0.000 | 5180.00 | 2389032.39 |
| 356 | 2015.05.07 22:00 | close | 175 | 0.20 | 181.692 | 0.000 | 0.000 | 4360.00 | 2393392.39 |
| 357 | 2015.07.03 15:00 | sell | 179 | 0.20 | 192.068 | 0.000 | 0.000 | ||
| 358 | 2015.07.03 15:00 | sell | 180 | 0.20 | 192.068 | 0.000 | 0.000 | ||
| 359 | 2015.07.03 15:00 | sell | 181 | 0.20 | 192.068 | 0.000 | 0.000 | ||
| 360 | 2015.07.03 15:00 | sell | 182 | 0.20 | 192.068 | 0.000 | 0.000 | ||
| 361 | 2015.07.03 15:00 | sell | 183 | 0.20 | 192.068 | 0.000 | 0.000 | ||
| 362 | 2015.07.03 15:00 | sell | 184 | 0.20 | 192.068 | 0.000 | 0.000 | ||
| 363 | 2015.07.03 15:00 | sell | 185 | 0.20 | 192.068 | 0.000 | 0.000 | ||
| 364 | 2015.07.03 15:00 | sell | 186 | 0.20 | 192.068 | 0.000 | 0.000 | ||
| 365 | 2015.07.03 15:00 | sell | 187 | 0.20 | 192.068 | 0.000 | 0.000 | ||
| 366 | 2015.07.03 15:00 | sell | 188 | 0.20 | 192.068 | 0.000 | 0.000 | ||
| 367 | 2015.07.03 18:29 | close | 179 | 0.20 | 191.129 | 0.000 | 0.000 | 18780.00 | 2412172.39 |
| 368 | 2015.07.03 18:29 | close | 180 | 0.20 | 191.129 | 0.000 | 0.000 | 18780.00 | 2430952.39 |
| 369 | 2015.07.03 18:29 | close | 181 | 0.20 | 191.129 | 0.000 | 0.000 | 18780.00 | 2449732.39 |
| 370 | 2015.07.03 18:29 | close | 182 | 0.20 | 191.129 | 0.000 | 0.000 | 18780.00 | 2468512.39 |
| 371 | 2015.07.03 18:29 | close | 183 | 0.20 | 191.129 | 0.000 | 0.000 | 18780.00 | 2487292.39 |
| 372 | 2015.07.03 18:29 | close | 184 | 0.20 | 191.129 | 0.000 | 0.000 | 18780.00 | 2506072.39 |
| 373 | 2015.07.03 18:29 | close | 185 | 0.20 | 191.129 | 0.000 | 0.000 | 18780.00 | 2524852.39 |
| 374 | 2015.07.03 18:29 | close | 186 | 0.20 | 191.129 | 0.000 | 0.000 | 18780.00 | 2543632.39 |
| 375 | 2015.07.03 18:29 | close | 187 | 0.20 | 191.129 | 0.000 | 0.000 | 18780.00 | 2562412.39 |
| 376 | 2015.07.03 18:29 | close | 188 | 0.20 | 191.129 | 0.000 | 0.000 | 18780.00 | 2581192.39 |
| 377 | 2015.08.27 08:01 | sell | 189 | 0.20 | 185.869 | 0.000 | 0.000 | ||
| 378 | 2015.08.27 08:01 | sell | 190 | 0.20 | 185.869 | 0.000 | 0.000 | ||
| 379 | 2015.08.27 08:01 | sell | 191 | 0.20 | 185.869 | 0.000 | 0.000 | ||
| 380 | 2015.08.27 08:01 | sell | 192 | 0.20 | 185.869 | 0.000 | 0.000 | ||
| 381 | 2015.08.27 08:01 | sell | 193 | 0.20 | 185.869 | 0.000 | 0.000 | ||
| 382 | 2015.08.27 08:01 | sell | 194 | 0.20 | 185.869 | 0.000 | 0.000 | ||
| 383 | 2015.08.27 09:00 | sell | 195 | 0.20 | 185.834 | 0.000 | 0.000 | ||
| 384 | 2015.08.27 09:00 | sell | 196 | 0.20 | 185.834 | 0.000 | 0.000 | ||
| 385 | 2015.08.27 11:00 | close | 190 | 0.20 | 186.462 | 0.000 | 0.000 | -11860.00 | 2569332.39 |
| 386 | 2015.08.27 11:00 | close | 191 | 0.20 | 186.462 | 0.000 | 0.000 | -11860.00 | 2557472.39 |
| 387 | 2015.08.27 11:00 | close | 195 | 0.20 | 186.462 | 0.000 | 0.000 | -12560.00 | 2544912.39 |
| 388 | 2015.08.27 11:00 | close | 193 | 0.20 | 186.462 | 0.000 | 0.000 | -11860.00 | 2533052.39 |
| 389 | 2015.08.27 11:00 | close | 194 | 0.20 | 186.462 | 0.000 | 0.000 | -11860.00 | 2521192.39 |
| 390 | 2015.08.27 11:00 | close | 196 | 0.20 | 186.462 | 0.000 | 0.000 | -12560.00 | 2508632.39 |
| 391 | 2015.08.28 15:00 | close | 189 | 0.20 | 185.887 | 0.000 | 0.000 | -376.84 | 2508255.55 |
| 392 | 2015.08.28 15:00 | close | 192 | 0.20 | 185.887 | 0.000 | 0.000 | -376.84 | 2507878.70 |
| 393 | 2015.10.01 18:00 | sell | 197 | 0.20 | 181.278 | 0.000 | 0.000 | ||
| 394 | 2015.10.01 18:00 | sell | 198 | 0.20 | 181.278 | 0.000 | 0.000 | ||
| 395 | 2015.10.02 18:00 | close | 198 | 0.20 | 181.238 | 0.000 | 0.000 | 783.16 | 2508661.86 |
| 396 | 2015.10.02 19:00 | close | 197 | 0.20 | 181.691 | 0.000 | 0.000 | -8276.84 | 2500385.02 |
| 397 | 2015.11.10 03:00 | buy | 199 | 0.20 | 186.223 | 0.000 | 0.000 | ||
| 398 | 2015.11.10 03:00 | buy | 200 | 0.20 | 186.223 | 0.000 | 0.000 | ||
| 399 | 2015.11.10 03:00 | buy | 201 | 0.20 | 186.223 | 0.000 | 0.000 | ||
| 400 | 2015.11.10 03:00 | buy | 202 | 0.20 | 186.223 | 0.000 | 0.000 | ||
| 401 | 2015.11.10 04:00 | buy | 203 | 0.20 | 186.307 | 0.000 | 0.000 | ||
| 402 | 2015.11.10 04:00 | buy | 204 | 0.20 | 186.307 | 0.000 | 0.000 | ||
| 403 | 2015.11.10 04:00 | buy | 205 | 0.20 | 186.307 | 0.000 | 0.000 | ||
| 404 | 2015.11.10 04:00 | buy | 206 | 0.20 | 186.307 | 0.000 | 0.000 | ||
| 405 | 2015.11.10 09:00 | buy | 207 | 0.20 | 186.353 | 0.000 | 0.000 | ||
| 406 | 2015.11.10 09:00 | buy | 208 | 0.20 | 186.353 | 0.000 | 0.000 | ||
| 407 | 2015.11.11 10:00 | close | 207 | 0.20 | 186.452 | 0.000 | 0.000 | 1991.15 | 2502376.17 |
| 408 | 2015.11.11 10:00 | close | 201 | 0.20 | 186.452 | 0.000 | 0.000 | 4591.15 | 2506967.32 |
| 409 | 2015.11.11 10:00 | close | 205 | 0.20 | 186.452 | 0.000 | 0.000 | 2911.15 | 2509878.47 |
| 410 | 2015.11.11 10:00 | close | 208 | 0.20 | 186.452 | 0.000 | 0.000 | 1991.15 | 2511869.62 |
| 411 | 2015.11.11 10:00 | close | 202 | 0.20 | 186.452 | 0.000 | 0.000 | 4591.15 | 2516460.77 |
| 412 | 2015.11.11 10:00 | close | 206 | 0.20 | 186.452 | 0.000 | 0.000 | 2911.15 | 2519371.91 |
| 413 | 2015.11.11 12:02 | close | 203 | 0.20 | 186.397 | 0.000 | 0.000 | 1811.15 | 2521183.06 |
| 414 | 2015.11.12 03:39 | close | 204 | 0.20 | 187.253 | 0.000 | 0.000 | 18964.60 | 2540147.66 |
| 415 | 2015.11.12 03:49 | close | 199 | 0.20 | 187.373 | 0.000 | 0.000 | 23044.60 | 2563192.26 |
| 416 | 2015.11.12 03:49 | close | 200 | 0.20 | 187.373 | 0.000 | 0.000 | 23044.60 | 2586236.85 |
| 417 | 2015.11.27 06:01 | sell | 209 | 0.20 | 185.056 | 0.000 | 0.000 | ||
| 418 | 2015.11.27 06:01 | sell | 210 | 0.20 | 185.056 | 0.000 | 0.000 | ||
| 419 | 2015.11.27 10:00 | close | 209 | 0.20 | 184.733 | 0.000 | 0.000 | 6460.00 | 2592696.85 |
| 420 | 2015.11.27 10:00 | close | 210 | 0.20 | 184.733 | 0.000 | 0.000 | 6460.00 | 2599156.85 |
| 421 | 2016.01.27 15:02 | buy | 211 | 0.20 | 169.674 | 0.000 | 0.000 | ||
| 422 | 2016.01.27 15:02 | buy | 212 | 0.20 | 169.674 | 0.000 | 0.000 | ||
| 423 | 2016.01.27 15:02 | buy | 213 | 0.20 | 169.674 | 0.000 | 0.000 | ||
| 424 | 2016.01.27 15:02 | buy | 214 | 0.20 | 169.674 | 0.000 | 0.000 | ||
| 425 | 2016.01.27 15:02 | buy | 215 | 0.20 | 169.674 | 0.000 | 0.000 | ||
| 426 | 2016.01.27 15:02 | buy | 216 | 0.20 | 169.674 | 0.000 | 0.000 | ||
| 427 | 2016.01.27 15:02 | buy | 217 | 0.20 | 169.674 | 0.000 | 0.000 | ||
| 428 | 2016.01.27 15:02 | buy | 218 | 0.20 | 169.674 | 0.000 | 0.000 | ||
| 429 | 2016.01.27 15:02 | buy | 219 | 0.20 | 169.674 | 0.000 | 0.000 | ||
| 430 | 2016.01.27 15:02 | buy | 220 | 0.20 | 169.674 | 0.000 | 0.000 | ||
| 431 | 2016.01.27 15:02 | buy | 221 | 0.20 | 169.674 | 0.000 | 0.000 | ||
| 432 | 2016.01.27 15:02 | buy | 222 | 0.20 | 169.674 | 0.000 | 0.000 | ||
| 433 | 2016.01.28 14:00 | close | 213 | 0.20 | 169.946 | 0.000 | 0.000 | 5473.45 | 2604630.30 |
| 434 | 2016.01.28 14:00 | close | 217 | 0.20 | 169.946 | 0.000 | 0.000 | 5473.45 | 2610103.75 |
| 435 | 2016.01.28 14:00 | close | 218 | 0.20 | 169.946 | 0.000 | 0.000 | 5473.45 | 2615577.19 |
| 436 | 2016.01.28 14:00 | close | 219 | 0.20 | 169.946 | 0.000 | 0.000 | 5473.45 | 2621050.64 |
| 437 | 2016.01.28 14:00 | close | 220 | 0.20 | 169.946 | 0.000 | 0.000 | 5473.45 | 2626524.09 |
| 438 | 2016.01.28 14:00 | close | 221 | 0.20 | 169.946 | 0.000 | 0.000 | 5473.45 | 2631997.54 |
| 439 | 2016.01.28 14:00 | close | 222 | 0.20 | 169.946 | 0.000 | 0.000 | 5473.45 | 2637470.98 |
| 440 | 2016.01.28 15:00 | close | 212 | 0.20 | 169.904 | 0.000 | 0.000 | 4633.45 | 2642104.43 |
| 441 | 2016.01.29 05:39 | close | 211 | 0.20 | 173.246 | 0.000 | 0.000 | 71484.60 | 2713589.03 |
| 442 | 2016.01.29 05:39 | close | 214 | 0.20 | 173.246 | 0.000 | 0.000 | 71484.60 | 2785073.62 |
| 443 | 2016.01.29 05:39 | close | 215 | 0.20 | 173.246 | 0.000 | 0.000 | 71484.60 | 2856558.22 |
| 444 | 2016.01.29 05:39 | close | 216 | 0.20 | 173.246 | 0.000 | 0.000 | 71484.60 | 2928042.81 |
| 445 | 2016.06.08 17:00 | sell | 223 | 0.20 | 155.558 | 0.000 | 0.000 | ||
| 446 | 2016.06.08 17:00 | sell | 224 | 0.20 | 155.558 | 0.000 | 0.000 | ||
| 447 | 2016.06.08 17:00 | sell | 225 | 0.20 | 155.558 | 0.000 | 0.000 | ||
| 448 | 2016.06.08 17:00 | sell | 226 | 0.20 | 155.558 | 0.000 | 0.000 | ||
| 449 | 2016.06.08 17:00 | sell | 227 | 0.20 | 155.558 | 0.000 | 0.000 | ||
| 450 | 2016.06.08 17:00 | sell | 228 | 0.20 | 155.558 | 0.000 | 0.000 | ||