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 |
| 451 | 2020.10.16 14:00 | sell | 226 | 0.30 | 1.28913 | 0.00000 | 0.00000 | ||
| 452 | 2020.10.16 16:00 | sell | 227 | 0.30 | 1.29071 | 0.00000 | 0.00000 | ||
| 453 | 2020.10.16 17:00 | sell | 228 | 0.30 | 1.29037 | 0.00000 | 0.00000 | ||
| 454 | 2020.10.16 21:00 | sell | 229 | 0.30 | 1.29069 | 0.00000 | 0.00000 | ||
| 455 | 2020.10.19 11:45 | close | 227 | 0.30 | 1.30021 | 0.00000 | 0.00000 | -38209.05 | 3678511.27 |
| 456 | 2020.10.19 11:45 | close | 228 | 0.30 | 1.30021 | 0.00000 | 0.00000 | -39580.17 | 3638931.10 |
| 457 | 2020.10.19 11:45 | close | 229 | 0.30 | 1.30021 | 0.00000 | 0.00000 | -38289.70 | 3600641.40 |
| 458 | 2020.10.19 14:41 | close | 226 | 0.30 | 1.30167 | 0.00000 | 0.00000 | -50468.52 | 3550172.88 |
| 459 | 2020.10.20 21:03 | sell | 230 | 0.30 | 1.29387 | 0.00000 | 0.00000 | ||
| 460 | 2020.10.20 23:00 | sell | 231 | 0.30 | 1.29389 | 0.00000 | 0.00000 | ||
| 461 | 2020.10.21 10:00 | close | 231 | 0.30 | 1.29906 | 0.00000 | 0.00000 | -20747.37 | 3529425.51 |
| 462 | 2020.10.21 10:00 | close | 230 | 0.30 | 1.29906 | 0.00000 | 0.00000 | -20828.02 | 3508597.49 |
| 463 | 2020.10.28 09:02 | buy | 232 | 0.30 | 1.30430 | 0.00000 | 0.00000 | ||
| 464 | 2020.10.28 10:00 | buy | 233 | 0.30 | 1.30535 | 0.00000 | 0.00000 | ||
| 465 | 2020.10.28 12:00 | close | 232 | 0.30 | 1.29994 | 0.00000 | 0.00000 | -17582.53 | 3491014.96 |
| 466 | 2020.10.28 12:00 | close | 233 | 0.30 | 1.29994 | 0.00000 | 0.00000 | -21816.85 | 3469198.11 |
| 467 | 2020.12.10 04:00 | sell | 234 | 0.30 | 1.33669 | 0.00000 | 0.00000 | ||
| 468 | 2020.12.10 05:01 | sell | 235 | 0.30 | 1.33666 | 0.00000 | 0.00000 | ||
| 469 | 2020.12.10 08:00 | sell | 236 | 0.30 | 1.33611 | 0.00000 | 0.00000 | ||
| 470 | 2020.12.11 17:00 | close | 235 | 0.30 | 1.32081 | 0.00000 | 0.00000 | 64020.41 | 3533218.52 |
| 471 | 2020.12.11 17:25 | close | 234 | 0.30 | 1.32192 | 0.00000 | 0.00000 | 59665.07 | 3592883.59 |
| 472 | 2020.12.14 00:00 | close | 236 | 0.30 | 1.33591 | 0.00000 | 0.00000 | 1010.12 | 3593893.71 |
| 473 | 2021.03.17 16:01 | buy | 237 | 0.30 | 1.39087 | 0.00000 | 0.00000 | ||
| 474 | 2021.03.18 17:00 | close | 237 | 0.30 | 1.39007 | 0.00000 | 0.00000 | -3565.78 | 3590327.93 |
| 475 | 2021.04.01 11:00 | buy | 238 | 0.30 | 1.37876 | 0.00000 | 0.00000 | ||
| 476 | 2021.04.01 15:02 | buy | 239 | 0.30 | 1.37859 | 0.00000 | 0.00000 | ||
| 477 | 2021.04.01 16:00 | buy | 240 | 0.30 | 1.37930 | 0.00000 | 0.00000 | ||
| 478 | 2021.04.06 12:00 | close | 238 | 0.30 | 1.38525 | 0.00000 | 0.00000 | 25832.53 | 3616160.46 |
| 479 | 2021.04.06 12:00 | close | 239 | 0.30 | 1.38525 | 0.00000 | 0.00000 | 26518.08 | 3642678.54 |
| 480 | 2021.04.06 12:00 | close | 240 | 0.30 | 1.38525 | 0.00000 | 0.00000 | 23654.87 | 3666333.40 |
| 481 | 2021.04.26 18:00 | buy | 241 | 0.30 | 1.38940 | 0.00000 | 0.00000 | ||
| 482 | 2021.04.26 21:00 | buy | 242 | 0.30 | 1.38954 | 0.00000 | 0.00000 | ||
| 483 | 2021.04.26 22:02 | buy | 243 | 0.30 | 1.39051 | 0.00000 | 0.00000 | ||
| 484 | 2021.04.26 23:05 | buy | 244 | 0.30 | 1.39055 | 0.00000 | 0.00000 | ||
| 485 | 2021.04.27 09:00 | buy | 245 | 0.30 | 1.38956 | 0.00000 | 0.00000 | ||
| 486 | 2021.04.27 23:12 | close | 243 | 0.30 | 1.39042 | 0.00000 | 0.00000 | -476.15 | 3665857.25 |
| 487 | 2021.04.28 00:01 | close | 244 | 0.30 | 1.39092 | 0.00000 | 0.00000 | 1265.67 | 3667122.92 |
| 488 | 2021.04.28 04:04 | close | 241 | 0.30 | 1.38902 | 0.00000 | 0.00000 | -1758.85 | 3665364.07 |
| 489 | 2021.04.28 04:04 | close | 242 | 0.30 | 1.38902 | 0.00000 | 0.00000 | -2323.42 | 3663040.65 |
| 490 | 2021.04.28 10:01 | close | 245 | 0.30 | 1.38693 | 0.00000 | 0.00000 | -10719.19 | 3652321.46 |
| 491 | 2021.05.06 19:00 | sell | 246 | 0.30 | 1.38781 | 0.00000 | 0.00000 | ||
| 492 | 2021.05.07 17:35 | close | 246 | 0.30 | 1.39736 | 0.00000 | 0.00000 | -38410.69 | 3613910.77 |
| 493 | 2021.07.09 19:00 | buy | 247 | 0.30 | 1.38423 | 0.00000 | 0.00000 | ||
| 494 | 2021.07.12 17:02 | buy | 248 | 0.30 | 1.38780 | 0.00000 | 0.00000 | ||
| 495 | 2021.07.13 16:04 | close | 247 | 0.30 | 1.38140 | 0.00000 | 0.00000 | -11638.93 | 3602271.84 |
| 496 | 2021.07.13 20:01 | close | 248 | 0.30 | 1.38394 | 0.00000 | 0.00000 | -15679.39 | 3586592.44 |
| 497 | 2021.07.15 14:00 | buy | 249 | 0.30 | 1.38729 | 0.00000 | 0.00000 | ||
| 498 | 2021.07.15 15:00 | buy | 250 | 0.30 | 1.38734 | 0.00000 | 0.00000 | ||
| 499 | 2021.07.15 18:00 | buy | 251 | 0.30 | 1.38646 | 0.00000 | 0.00000 | ||
| 500 | 2021.07.16 12:01 | buy | 252 | 0.30 | 1.38556 | 0.00000 | 0.00000 | ||
| 501 | 2021.07.16 15:01 | close | 249 | 0.30 | 1.38137 | 0.00000 | 0.00000 | -23986.73 | 3562605.71 |
| 502 | 2021.07.16 16:00 | close | 250 | 0.30 | 1.38069 | 0.00000 | 0.00000 | -26930.59 | 3535675.12 |
| 503 | 2021.07.16 17:15 | close | 251 | 0.30 | 1.37803 | 0.00000 | 0.00000 | -34108.79 | 3501566.33 |
| 504 | 2021.07.16 22:05 | close | 252 | 0.30 | 1.37654 | 0.00000 | 0.00000 | -36374.87 | 3465191.46 |
| 505 | 2021.08.09 15:03 | sell | 253 | 0.30 | 1.38781 | 0.00000 | 0.00000 | ||
| 506 | 2021.08.09 17:01 | sell | 254 | 0.30 | 1.38663 | 0.00000 | 0.00000 | ||
| 507 | 2021.08.11 20:00 | close | 253 | 0.30 | 1.38809 | 0.00000 | 0.00000 | -925.58 | 3464265.88 |
| 508 | 2021.08.11 20:00 | close | 254 | 0.30 | 1.38809 | 0.00000 | 0.00000 | -5684.19 | 3458581.69 |
| 509 | 2021.08.30 15:01 | buy | 255 | 0.30 | 1.37600 | 0.00000 | 0.00000 | ||
| 510 | 2021.08.30 18:03 | buy | 256 | 0.30 | 1.37585 | 0.00000 | 0.00000 | ||
| 511 | 2021.08.30 19:06 | buy | 257 | 0.30 | 1.37570 | 0.00000 | 0.00000 | ||
| 512 | 2021.08.31 19:00 | close | 255 | 0.30 | 1.37463 | 0.00000 | 0.00000 | -5638.00 | 3452943.69 |
| 513 | 2021.08.31 19:00 | close | 256 | 0.30 | 1.37463 | 0.00000 | 0.00000 | -5033.10 | 3447910.59 |
| 514 | 2021.08.31 20:10 | close | 257 | 0.30 | 1.37529 | 0.00000 | 0.00000 | -1766.61 | 3446143.98 |
| 515 | 2021.09.02 09:02 | buy | 258 | 0.30 | 1.37811 | 0.00000 | 0.00000 | ||
| 516 | 2021.09.02 10:01 | buy | 259 | 0.30 | 1.37788 | 0.00000 | 0.00000 | ||
| 517 | 2021.09.03 23:00 | close | 259 | 0.30 | 1.38615 | 0.00000 | 0.00000 | 33237.13 | 3479381.11 |
| 518 | 2021.09.06 00:05 | close | 258 | 0.30 | 1.38585 | 0.00000 | 0.00000 | 30986.60 | 3510367.71 |
| 519 | 2021.10.08 02:33 | buy | 260 | 0.30 | 1.36144 | 0.00000 | 0.00000 | ||
| 520 | 2021.10.08 03:01 | buy | 261 | 0.30 | 1.36209 | 0.00000 | 0.00000 | ||
| 521 | 2021.10.08 15:16 | buy | 262 | 0.30 | 1.36262 | 0.00000 | 0.00000 | ||
| 522 | 2021.10.08 18:00 | buy | 263 | 0.30 | 1.36391 | 0.00000 | 0.00000 | ||
| 523 | 2021.10.11 03:32 | close | 260 | 0.30 | 1.36361 | 0.00000 | 0.00000 | 8637.73 | 3519005.44 |
| 524 | 2021.10.11 13:00 | close | 261 | 0.30 | 1.36165 | 0.00000 | 0.00000 | -1887.59 | 3517117.85 |
| 525 | 2021.10.11 16:00 | close | 262 | 0.30 | 1.36194 | 0.00000 | 0.00000 | -2855.44 | 3514262.41 |
| 526 | 2021.10.11 19:00 | close | 263 | 0.30 | 1.36231 | 0.00000 | 0.00000 | -6565.52 | 3507696.88 |
| 527 | 2021.10.27 23:04 | sell | 264 | 0.30 | 1.37364 | 0.00000 | 0.00000 | ||
| 528 | 2021.10.28 02:02 | sell | 265 | 0.30 | 1.37366 | 0.00000 | 0.00000 | ||
| 529 | 2021.10.28 03:07 | sell | 266 | 0.30 | 1.37342 | 0.00000 | 0.00000 | ||
| 530 | 2021.10.28 04:02 | sell | 267 | 0.30 | 1.37266 | 0.00000 | 0.00000 | ||
| 531 | 2021.10.28 18:03 | close | 265 | 0.30 | 1.37994 | 0.00000 | 0.00000 | -25325.48 | 3482371.40 |
| 532 | 2021.10.28 18:03 | close | 267 | 0.30 | 1.37994 | 0.00000 | 0.00000 | -29358.20 | 3453013.20 |
| 533 | 2021.10.28 18:20 | close | 264 | 0.30 | 1.38092 | 0.00000 | 0.00000 | -29052.83 | 3423960.38 |
| 534 | 2021.10.28 18:20 | close | 266 | 0.30 | 1.38092 | 0.00000 | 0.00000 | -30245.40 | 3393714.98 |
| 535 | 2022.03.02 18:01 | sell | 268 | 0.30 | 1.33134 | 0.00000 | 0.00000 | ||
| 536 | 2022.03.03 21:02 | close | 268 | 0.30 | 1.33524 | 0.00000 | 0.00000 | -15422.24 | 3378292.74 |
| 537 | 2022.04.01 06:02 | sell | 269 | 0.30 | 1.31245 | 0.00000 | 0.00000 | ||
| 538 | 2022.04.01 10:00 | sell | 270 | 0.30 | 1.31220 | 0.00000 | 0.00000 | ||
| 539 | 2022.04.01 13:05 | sell | 271 | 0.30 | 1.31307 | 0.00000 | 0.00000 | ||
| 540 | 2022.04.01 15:02 | sell | 272 | 0.30 | 1.31291 | 0.00000 | 0.00000 | ||
| 541 | 2022.04.01 20:00 | sell | 273 | 0.30 | 1.31029 | 0.00000 | 0.00000 | ||
| 542 | 2022.04.04 09:00 | close | 269 | 0.30 | 1.31295 | 0.00000 | 0.00000 | -1914.57 | 3376378.17 |
| 543 | 2022.04.04 11:02 | close | 270 | 0.30 | 1.31238 | 0.00000 | 0.00000 | -624.10 | 3375754.07 |
| 544 | 2022.04.04 22:06 | close | 273 | 0.30 | 1.31171 | 0.00000 | 0.00000 | -5624.67 | 3370129.40 |
| 545 | 2022.04.05 09:00 | close | 271 | 0.30 | 1.31303 | 0.00000 | 0.00000 | 364.89 | 3370494.29 |
| 546 | 2022.04.05 10:00 | close | 272 | 0.30 | 1.31369 | 0.00000 | 0.00000 | -2941.94 | 3367552.35 |
| 547 | 2022.05.20 09:00 | buy | 274 | 0.30 | 1.24782 | 0.00000 | 0.00000 | ||
| 548 | 2022.05.20 10:00 | buy | 275 | 0.30 | 1.24782 | 0.00000 | 0.00000 | ||
| 549 | 2022.05.20 11:45 | buy | 276 | 0.30 | 1.24822 | 0.00000 | 0.00000 | ||
| 550 | 2022.05.20 16:01 | buy | 277 | 0.30 | 1.24781 | 0.00000 | 0.00000 | ||
| 551 | 2022.05.20 17:00 | buy | 278 | 0.30 | 1.24908 | 0.00000 | 0.00000 | ||
| 552 | 2022.05.24 09:01 | close | 278 | 0.30 | 1.25765 | 0.00000 | 0.00000 | 34333.73 | 3401886.08 |
| 553 | 2022.05.26 22:36 | close | 277 | 0.30 | 1.25939 | 0.00000 | 0.00000 | 46019.28 | 3447905.36 |
| 554 | 2022.05.27 16:00 | close | 276 | 0.30 | 1.26238 | 0.00000 | 0.00000 | 56310.41 | 3504215.78 |
| 555 | 2022.05.27 22:00 | close | 274 | 0.30 | 1.26247 | 0.00000 | 0.00000 | 58286.42 | 3562502.20 |
| 556 | 2022.05.27 22:00 | close | 275 | 0.30 | 1.26247 | 0.00000 | 0.00000 | 58286.42 | 3620788.63 |
| 557 | 2022.06.07 03:00 | sell | 279 | 0.30 | 1.25221 | 0.00000 | 0.00000 | ||
| 558 | 2022.06.07 04:01 | sell | 280 | 0.30 | 1.25149 | 0.00000 | 0.00000 | ||
| 559 | 2022.06.07 19:01 | close | 279 | 0.30 | 1.25951 | 0.00000 | 0.00000 | -29438.86 | 3591349.77 |
| 560 | 2022.06.07 19:01 | close | 280 | 0.30 | 1.25951 | 0.00000 | 0.00000 | -32342.42 | 3559007.35 |
| 561 | 2022.06.09 19:00 | sell | 281 | 0.30 | 1.25112 | 0.00000 | 0.00000 | ||
| 562 | 2022.06.09 20:30 | sell | 282 | 0.30 | 1.25093 | 0.00000 | 0.00000 | ||
| 563 | 2022.06.13 12:56 | close | 281 | 0.30 | 1.22029 | 0.00000 | 0.00000 | 124532.34 | 3683539.69 |
| 564 | 2022.06.13 12:56 | close | 282 | 0.30 | 1.22029 | 0.00000 | 0.00000 | 123766.12 | 3807305.81 |
| 565 | 2022.06.22 01:09 | buy | 283 | 0.30 | 1.22773 | 0.00000 | 0.00000 | ||
| 566 | 2022.06.22 02:07 | buy | 284 | 0.30 | 1.22762 | 0.00000 | 0.00000 | ||
| 567 | 2022.06.22 10:02 | close | 284 | 0.30 | 1.22097 | 0.00000 | 0.00000 | -26817.39 | 3780488.42 |
| 568 | 2022.06.22 10:03 | close | 283 | 0.30 | 1.22073 | 0.00000 | 0.00000 | -28228.83 | 3752259.59 |
| 569 | 2022.06.23 18:01 | buy | 285 | 0.30 | 1.22744 | 0.00000 | 0.00000 | ||
| 570 | 2022.06.24 16:00 | buy | 286 | 0.30 | 1.22854 | 0.00000 | 0.00000 | ||
| 571 | 2022.06.24 18:00 | buy | 287 | 0.30 | 1.22902 | 0.00000 | 0.00000 | ||
| 572 | 2022.06.24 19:03 | close | 285 | 0.30 | 1.22746 | 0.00000 | 0.00000 | -32.55 | 3752227.04 |
| 573 | 2022.06.27 21:02 | close | 286 | 0.30 | 1.22768 | 0.00000 | 0.00000 | -3581.32 | 3748645.72 |
| 574 | 2022.06.27 21:02 | close | 287 | 0.30 | 1.22768 | 0.00000 | 0.00000 | -5517.01 | 3743128.70 |
| 575 | 2022.07.22 20:02 | buy | 288 | 0.30 | 1.20202 | 0.00000 | 0.00000 | ||
| 576 | 2022.07.25 01:11 | buy | 289 | 0.30 | 1.20030 | 0.00000 | 0.00000 | ||
| 577 | 2022.07.25 11:01 | buy | 290 | 0.30 | 1.19913 | 0.00000 | 0.00000 | ||
| 578 | 2022.07.25 12:01 | buy | 291 | 0.30 | 1.20254 | 0.00000 | 0.00000 | ||
| 579 | 2022.07.26 13:00 | close | 288 | 0.30 | 1.20112 | 0.00000 | 0.00000 | -3855.84 | 3739272.86 |
| 580 | 2022.07.26 13:00 | close | 291 | 0.30 | 1.20112 | 0.00000 | 0.00000 | -5839.63 | 3733433.23 |
| 581 | 2022.07.26 14:00 | close | 289 | 0.30 | 1.19984 | 0.00000 | 0.00000 | -1968.25 | 3731464.98 |
| 582 | 2022.07.26 15:02 | close | 290 | 0.30 | 1.19806 | 0.00000 | 0.00000 | -4428.19 | 3727036.79 |
| 583 | 2022.08.15 05:00 | sell | 292 | 0.30 | 1.21273 | 0.00000 | 0.00000 | ||
| 584 | 2022.08.15 15:00 | sell | 293 | 0.30 | 1.20822 | 0.00000 | 0.00000 | ||
| 585 | 2022.08.16 17:00 | close | 293 | 0.30 | 1.20941 | 0.00000 | 0.00000 | -4697.15 | 3722339.64 |
| 586 | 2022.08.22 16:00 | close | 292 | 0.30 | 1.18204 | 0.00000 | 0.00000 | 124476.71 | 3846816.35 |
| 587 | 2022.09.09 19:06 | buy | 294 | 0.30 | 1.15912 | 0.00000 | 0.00000 | ||
| 588 | 2022.09.13 16:00 | close | 294 | 0.30 | 1.15535 | 0.00000 | 0.00000 | -15429.66 | 3831386.69 |
| 589 | 2023.04.27 15:00 | buy | 295 | 0.30 | 1.24795 | 0.00000 | 0.00000 | ||
| 590 | 2023.04.27 18:01 | buy | 296 | 0.30 | 1.24692 | 0.00000 | 0.00000 | ||
| 591 | 2023.05.02 12:02 | close | 295 | 0.30 | 1.24706 | 0.00000 | 0.00000 | -3928.73 | 3827457.96 |
| 592 | 2023.05.02 13:00 | close | 296 | 0.30 | 1.24605 | 0.00000 | 0.00000 | -3848.07 | 3823609.89 |
| 593 | 2023.05.17 17:01 | sell | 297 | 0.30 | 1.24534 | 0.00000 | 0.00000 | ||
| 594 | 2023.05.19 19:00 | close | 297 | 0.30 | 1.24635 | 0.00000 | 0.00000 | -3665.89 | 3819944.00 |
| 595 | 2023.05.30 23:02 | buy | 298 | 0.30 | 1.24075 | 0.00000 | 0.00000 | ||
| 596 | 2023.05.31 01:30 | buy | 299 | 0.30 | 1.24097 | 0.00000 | 0.00000 | ||
| 597 | 2023.05.31 03:00 | buy | 300 | 0.30 | 1.24141 | 0.00000 | 0.00000 | ||
| 598 | 2023.06.01 11:00 | close | 298 | 0.30 | 1.24059 | 0.00000 | 0.00000 | -1098.07 | 3818845.93 |
| 599 | 2023.06.01 11:00 | close | 299 | 0.30 | 1.24059 | 0.00000 | 0.00000 | -1872.05 | 3816973.87 |
| 600 | 2023.06.01 11:00 | close | 300 | 0.30 | 1.24059 | 0.00000 | 0.00000 | -3646.43 | 3813327.44 |