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 |
| 451 | 2016.06.08 22:00 | close | 226 | 0.20 | 155.115 | 0.000 | 0.000 | 8860.00 | 2936902.81 |
| 452 | 2016.06.08 22:00 | close | 227 | 0.20 | 155.115 | 0.000 | 0.000 | 8860.00 | 2945762.81 |
| 453 | 2016.06.08 22:00 | close | 228 | 0.20 | 155.115 | 0.000 | 0.000 | 8860.00 | 2954622.81 |
| 454 | 2016.06.08 23:00 | close | 224 | 0.20 | 155.239 | 0.000 | 0.000 | 6380.00 | 2961002.81 |
| 455 | 2016.06.09 10:29 | close | 223 | 0.20 | 154.115 | 0.000 | 0.000 | 28809.47 | 2989812.29 |
| 456 | 2016.06.09 10:29 | close | 225 | 0.20 | 154.115 | 0.000 | 0.000 | 28809.47 | 3018621.76 |
| 457 | 2016.07.01 07:00 | sell | 229 | 0.20 | 137.082 | 0.000 | 0.000 | ||
| 458 | 2016.07.01 07:00 | sell | 230 | 0.20 | 137.082 | 0.000 | 0.000 | ||
| 459 | 2016.07.01 07:00 | sell | 231 | 0.20 | 137.082 | 0.000 | 0.000 | ||
| 460 | 2016.07.01 07:00 | sell | 232 | 0.20 | 137.082 | 0.000 | 0.000 | ||
| 461 | 2016.07.01 09:00 | sell | 233 | 0.20 | 136.748 | 0.000 | 0.000 | ||
| 462 | 2016.07.01 09:00 | sell | 234 | 0.20 | 136.748 | 0.000 | 0.000 | ||
| 463 | 2016.07.01 22:00 | close | 234 | 0.20 | 136.016 | 0.000 | 0.000 | 14640.00 | 3033261.76 |
| 464 | 2016.07.01 22:00 | close | 231 | 0.20 | 136.016 | 0.000 | 0.000 | 21320.00 | 3054581.76 |
| 465 | 2016.07.01 22:00 | close | 232 | 0.20 | 136.016 | 0.000 | 0.000 | 21320.00 | 3075901.76 |
| 466 | 2016.07.01 23:04 | close | 233 | 0.20 | 136.153 | 0.000 | 0.000 | 11900.00 | 3087801.76 |
| 467 | 2016.07.05 10:10 | close | 229 | 0.20 | 134.048 | 0.000 | 0.000 | 60646.32 | 3148448.08 |
| 468 | 2016.07.05 10:10 | close | 230 | 0.20 | 134.048 | 0.000 | 0.000 | 60646.32 | 3209094.39 |
| 469 | 2016.07.29 07:01 | sell | 235 | 0.20 | 136.867 | 0.000 | 0.000 | ||
| 470 | 2016.07.29 07:01 | sell | 236 | 0.20 | 136.867 | 0.000 | 0.000 | ||
| 471 | 2016.07.29 07:01 | sell | 237 | 0.20 | 136.867 | 0.000 | 0.000 | ||
| 472 | 2016.07.29 07:01 | sell | 238 | 0.20 | 136.867 | 0.000 | 0.000 | ||
| 473 | 2016.07.29 07:01 | sell | 239 | 0.20 | 136.867 | 0.000 | 0.000 | ||
| 474 | 2016.07.29 07:01 | sell | 240 | 0.20 | 136.867 | 0.000 | 0.000 | ||
| 475 | 2016.07.29 18:00 | close | 236 | 0.20 | 136.010 | 0.000 | 0.000 | 17140.00 | 3226234.39 |
| 476 | 2016.07.29 18:00 | close | 238 | 0.20 | 136.010 | 0.000 | 0.000 | 17140.00 | 3243374.39 |
| 477 | 2016.07.29 18:00 | close | 239 | 0.20 | 136.010 | 0.000 | 0.000 | 17140.00 | 3260514.39 |
| 478 | 2016.07.29 18:00 | close | 240 | 0.20 | 136.010 | 0.000 | 0.000 | 17140.00 | 3277654.39 |
| 479 | 2016.08.01 06:00 | close | 235 | 0.20 | 136.008 | 0.000 | 0.000 | 17163.16 | 3294817.55 |
| 480 | 2016.08.03 00:01 | close | 237 | 0.20 | 134.712 | 0.000 | 0.000 | 43049.47 | 3337867.02 |
| 481 | 2016.09.13 11:00 | sell | 241 | 0.20 | 135.529 | 0.000 | 0.000 | ||
| 482 | 2016.09.13 11:00 | sell | 242 | 0.20 | 135.529 | 0.000 | 0.000 | ||
| 483 | 2016.09.13 11:00 | sell | 243 | 0.20 | 135.529 | 0.000 | 0.000 | ||
| 484 | 2016.09.13 11:00 | sell | 244 | 0.20 | 135.529 | 0.000 | 0.000 | ||
| 485 | 2016.09.13 11:00 | sell | 245 | 0.20 | 135.529 | 0.000 | 0.000 | ||
| 486 | 2016.09.13 11:00 | sell | 246 | 0.20 | 135.529 | 0.000 | 0.000 | ||
| 487 | 2016.09.13 11:00 | sell | 247 | 0.20 | 135.529 | 0.000 | 0.000 | ||
| 488 | 2016.09.13 11:00 | sell | 248 | 0.20 | 135.529 | 0.000 | 0.000 | ||
| 489 | 2016.09.13 14:00 | close | 241 | 0.20 | 135.623 | 0.000 | 0.000 | -1880.00 | 3335987.02 |
| 490 | 2016.09.13 14:00 | close | 242 | 0.20 | 135.623 | 0.000 | 0.000 | -1880.00 | 3334107.02 |
| 491 | 2016.09.13 14:00 | close | 243 | 0.20 | 135.623 | 0.000 | 0.000 | -1880.00 | 3332227.02 |
| 492 | 2016.09.13 14:00 | close | 244 | 0.20 | 135.623 | 0.000 | 0.000 | -1880.00 | 3330347.02 |
| 493 | 2016.09.13 14:00 | close | 245 | 0.20 | 135.623 | 0.000 | 0.000 | -1880.00 | 3328467.02 |
| 494 | 2016.09.13 14:00 | close | 246 | 0.20 | 135.623 | 0.000 | 0.000 | -1880.00 | 3326587.02 |
| 495 | 2016.09.13 14:00 | close | 247 | 0.20 | 135.623 | 0.000 | 0.000 | -1880.00 | 3324707.02 |
| 496 | 2016.09.13 14:00 | close | 248 | 0.20 | 135.623 | 0.000 | 0.000 | -1880.00 | 3322827.02 |
| 497 | 2016.09.15 09:01 | sell | 249 | 0.20 | 135.536 | 0.000 | 0.000 | ||
| 498 | 2016.09.15 09:01 | sell | 250 | 0.20 | 135.536 | 0.000 | 0.000 | ||
| 499 | 2016.09.15 09:01 | sell | 251 | 0.20 | 135.536 | 0.000 | 0.000 | ||
| 500 | 2016.09.15 09:01 | sell | 252 | 0.20 | 135.536 | 0.000 | 0.000 | ||
| 501 | 2016.09.15 09:01 | sell | 253 | 0.20 | 135.536 | 0.000 | 0.000 | ||
| 502 | 2016.09.15 09:01 | sell | 254 | 0.20 | 135.536 | 0.000 | 0.000 | ||
| 503 | 2016.09.15 09:01 | sell | 255 | 0.20 | 135.536 | 0.000 | 0.000 | ||
| 504 | 2016.09.15 09:01 | sell | 256 | 0.20 | 135.536 | 0.000 | 0.000 | ||
| 505 | 2016.09.15 16:00 | close | 250 | 0.20 | 135.284 | 0.000 | 0.000 | 5040.00 | 3327867.02 |
| 506 | 2016.09.15 16:00 | close | 253 | 0.20 | 135.284 | 0.000 | 0.000 | 5040.00 | 3332907.02 |
| 507 | 2016.09.15 16:00 | close | 254 | 0.20 | 135.284 | 0.000 | 0.000 | 5040.00 | 3337947.02 |
| 508 | 2016.09.15 16:00 | close | 255 | 0.20 | 135.284 | 0.000 | 0.000 | 5040.00 | 3342987.02 |
| 509 | 2016.09.15 16:00 | close | 256 | 0.20 | 135.284 | 0.000 | 0.000 | 5040.00 | 3348027.02 |
| 510 | 2016.09.15 17:00 | close | 249 | 0.20 | 135.411 | 0.000 | 0.000 | 2500.00 | 3350527.02 |
| 511 | 2016.09.15 17:00 | close | 251 | 0.20 | 135.411 | 0.000 | 0.000 | 2500.00 | 3353027.02 |
| 512 | 2016.09.15 17:00 | close | 252 | 0.20 | 135.411 | 0.000 | 0.000 | 2500.00 | 3355527.02 |
| 513 | 2016.09.15 18:01 | sell | 257 | 0.20 | 135.138 | 0.000 | 0.000 | ||
| 514 | 2016.09.15 18:01 | sell | 258 | 0.20 | 135.138 | 0.000 | 0.000 | ||
| 515 | 2016.09.15 18:01 | sell | 259 | 0.20 | 135.138 | 0.000 | 0.000 | ||
| 516 | 2016.09.15 18:01 | sell | 260 | 0.20 | 135.138 | 0.000 | 0.000 | ||
| 517 | 2016.09.15 18:01 | sell | 261 | 0.20 | 135.138 | 0.000 | 0.000 | ||
| 518 | 2016.09.15 18:01 | sell | 262 | 0.20 | 135.138 | 0.000 | 0.000 | ||
| 519 | 2016.09.15 19:00 | sell | 263 | 0.20 | 135.106 | 0.000 | 0.000 | ||
| 520 | 2016.09.15 19:00 | sell | 264 | 0.20 | 135.106 | 0.000 | 0.000 | ||
| 521 | 2016.09.16 12:00 | close | 260 | 0.20 | 134.728 | 0.000 | 0.000 | 8183.16 | 3363710.18 |
| 522 | 2016.09.16 12:00 | close | 261 | 0.20 | 134.728 | 0.000 | 0.000 | 8183.16 | 3371893.34 |
| 523 | 2016.09.16 12:00 | close | 262 | 0.20 | 134.728 | 0.000 | 0.000 | 8183.16 | 3380076.50 |
| 524 | 2016.09.16 12:00 | close | 264 | 0.20 | 134.728 | 0.000 | 0.000 | 7543.16 | 3387619.66 |
| 525 | 2016.09.16 19:00 | close | 258 | 0.20 | 134.002 | 0.000 | 0.000 | 22703.16 | 3410322.81 |
| 526 | 2016.09.16 20:06 | close | 257 | 0.20 | 133.573 | 0.000 | 0.000 | 31283.16 | 3441605.97 |
| 527 | 2016.09.16 20:06 | close | 259 | 0.20 | 133.573 | 0.000 | 0.000 | 31283.16 | 3472889.13 |
| 528 | 2016.09.16 20:06 | close | 263 | 0.20 | 133.573 | 0.000 | 0.000 | 30643.16 | 3503532.29 |
| 529 | 2017.02.03 14:01 | sell | 265 | 0.20 | 141.269 | 0.000 | 0.000 | ||
| 530 | 2017.02.03 14:01 | sell | 266 | 0.20 | 141.269 | 0.000 | 0.000 | ||
| 531 | 2017.02.03 18:00 | close | 265 | 0.20 | 140.557 | 0.000 | 0.000 | 14240.00 | 3517772.29 |
| 532 | 2017.02.03 18:00 | close | 266 | 0.20 | 140.557 | 0.000 | 0.000 | 14240.00 | 3532012.29 |
| 533 | 2017.02.23 15:02 | sell | 267 | 0.20 | 140.939 | 0.000 | 0.000 | ||
| 534 | 2017.02.23 15:02 | sell | 268 | 0.20 | 140.939 | 0.000 | 0.000 | ||
| 535 | 2017.02.23 15:02 | sell | 269 | 0.20 | 140.939 | 0.000 | 0.000 | ||
| 536 | 2017.02.23 15:02 | sell | 270 | 0.20 | 140.939 | 0.000 | 0.000 | ||
| 537 | 2017.02.23 15:02 | sell | 271 | 0.20 | 140.939 | 0.000 | 0.000 | ||
| 538 | 2017.02.23 15:02 | sell | 272 | 0.20 | 140.939 | 0.000 | 0.000 | ||
| 539 | 2017.02.23 15:02 | sell | 273 | 0.20 | 140.939 | 0.000 | 0.000 | ||
| 540 | 2017.02.23 15:02 | sell | 274 | 0.20 | 140.939 | 0.000 | 0.000 | ||
| 541 | 2017.02.23 15:02 | sell | 275 | 0.20 | 140.939 | 0.000 | 0.000 | ||
| 542 | 2017.02.23 15:02 | sell | 276 | 0.20 | 140.939 | 0.000 | 0.000 | ||
| 543 | 2017.02.24 17:01 | close | 272 | 0.20 | 140.635 | 0.000 | 0.000 | 6063.16 | 3538075.44 |
| 544 | 2017.02.24 17:01 | close | 273 | 0.20 | 140.635 | 0.000 | 0.000 | 6063.16 | 3544138.60 |
| 545 | 2017.02.24 17:01 | close | 274 | 0.20 | 140.635 | 0.000 | 0.000 | 6063.16 | 3550201.76 |
| 546 | 2017.02.24 17:01 | close | 275 | 0.20 | 140.635 | 0.000 | 0.000 | 6063.16 | 3556264.92 |
| 547 | 2017.02.24 17:01 | close | 276 | 0.20 | 140.635 | 0.000 | 0.000 | 6063.16 | 3562328.08 |
| 548 | 2017.02.24 19:23 | close | 267 | 0.20 | 139.874 | 0.000 | 0.000 | 21283.16 | 3583611.23 |
| 549 | 2017.02.24 19:23 | close | 268 | 0.20 | 139.874 | 0.000 | 0.000 | 21283.16 | 3604894.39 |
| 550 | 2017.02.24 19:23 | close | 269 | 0.20 | 139.874 | 0.000 | 0.000 | 21283.16 | 3626177.55 |
| 551 | 2017.02.24 19:23 | close | 270 | 0.20 | 139.874 | 0.000 | 0.000 | 21283.16 | 3647460.71 |
| 552 | 2017.02.24 19:23 | close | 271 | 0.20 | 139.874 | 0.000 | 0.000 | 21283.16 | 3668743.86 |
| 553 | 2017.03.15 19:00 | buy | 277 | 0.20 | 140.130 | 0.000 | 0.000 | ||
| 554 | 2017.03.15 19:00 | buy | 278 | 0.20 | 140.130 | 0.000 | 0.000 | ||
| 555 | 2017.03.16 06:01 | close | 277 | 0.20 | 139.053 | 0.000 | 0.000 | -21506.55 | 3647237.31 |
| 556 | 2017.03.16 06:01 | close | 278 | 0.20 | 139.053 | 0.000 | 0.000 | -21506.55 | 3625730.76 |
| 557 | 2017.06.08 17:00 | buy | 279 | 0.20 | 142.405 | 0.000 | 0.000 | ||
| 558 | 2017.06.08 17:00 | buy | 280 | 0.20 | 142.405 | 0.000 | 0.000 | ||
| 559 | 2017.06.08 17:00 | buy | 281 | 0.20 | 142.405 | 0.000 | 0.000 | ||
| 560 | 2017.06.08 17:00 | buy | 282 | 0.20 | 142.405 | 0.000 | 0.000 | ||
| 561 | 2017.06.09 00:00 | close | 279 | 0.20 | 140.725 | 0.000 | 0.000 | -33588.85 | 3592141.91 |
| 562 | 2017.06.09 00:00 | close | 280 | 0.20 | 140.725 | 0.000 | 0.000 | -33588.85 | 3558553.06 |
| 563 | 2017.06.09 00:00 | close | 281 | 0.20 | 140.725 | 0.000 | 0.000 | -33588.85 | 3524964.21 |
| 564 | 2017.06.09 00:00 | close | 282 | 0.20 | 140.725 | 0.000 | 0.000 | -33588.85 | 3491375.35 |
| 565 | 2017.10.27 19:00 | sell | 283 | 0.20 | 149.201 | 0.000 | 0.000 | ||
| 566 | 2017.10.27 19:00 | sell | 284 | 0.20 | 149.201 | 0.000 | 0.000 | ||
| 567 | 2017.10.31 11:02 | close | 283 | 0.20 | 149.420 | 0.000 | 0.000 | -4413.68 | 3486961.67 |
| 568 | 2017.10.31 11:02 | close | 284 | 0.20 | 149.420 | 0.000 | 0.000 | -4413.68 | 3482547.99 |
| 569 | 2017.11.21 15:00 | buy | 285 | 0.20 | 149.077 | 0.000 | 0.000 | ||
| 570 | 2017.11.21 15:00 | buy | 286 | 0.20 | 149.077 | 0.000 | 0.000 | ||
| 571 | 2017.11.21 15:00 | buy | 287 | 0.20 | 149.077 | 0.000 | 0.000 | ||
| 572 | 2017.11.21 15:00 | buy | 288 | 0.20 | 149.077 | 0.000 | 0.000 | ||
| 573 | 2017.11.21 15:00 | buy | 289 | 0.20 | 149.077 | 0.000 | 0.000 | ||
| 574 | 2017.11.21 15:00 | buy | 290 | 0.20 | 149.077 | 0.000 | 0.000 | ||
| 575 | 2017.11.21 15:00 | buy | 291 | 0.20 | 149.077 | 0.000 | 0.000 | ||
| 576 | 2017.11.21 15:00 | buy | 292 | 0.20 | 149.077 | 0.000 | 0.000 | ||
| 577 | 2017.11.21 16:03 | buy | 293 | 0.20 | 148.989 | 0.000 | 0.000 | ||
| 578 | 2017.11.21 16:03 | buy | 294 | 0.20 | 148.989 | 0.000 | 0.000 | ||
| 579 | 2017.11.22 14:55 | close | 293 | 0.20 | 148.110 | 0.000 | 0.000 | -17568.85 | 3464979.14 |
| 580 | 2017.11.22 14:55 | close | 294 | 0.20 | 148.110 | 0.000 | 0.000 | -17568.85 | 3447410.28 |
| 581 | 2017.11.22 15:00 | close | 285 | 0.20 | 148.165 | 0.000 | 0.000 | -18228.85 | 3429181.43 |
| 582 | 2017.11.22 15:00 | close | 286 | 0.20 | 148.165 | 0.000 | 0.000 | -18228.85 | 3410952.58 |
| 583 | 2017.11.22 15:00 | close | 287 | 0.20 | 148.165 | 0.000 | 0.000 | -18228.85 | 3392723.73 |
| 584 | 2017.11.22 15:00 | close | 288 | 0.20 | 148.165 | 0.000 | 0.000 | -18228.85 | 3374494.88 |
| 585 | 2017.11.22 15:00 | close | 289 | 0.20 | 148.165 | 0.000 | 0.000 | -18228.85 | 3356266.03 |
| 586 | 2017.11.22 15:00 | close | 290 | 0.20 | 148.165 | 0.000 | 0.000 | -18228.85 | 3338037.18 |
| 587 | 2017.11.22 15:00 | close | 291 | 0.20 | 148.165 | 0.000 | 0.000 | -18228.85 | 3319808.33 |
| 588 | 2017.11.22 15:00 | close | 292 | 0.20 | 148.165 | 0.000 | 0.000 | -18228.85 | 3301579.48 |
| 589 | 2017.11.28 21:00 | buy | 295 | 0.20 | 148.432 | 0.000 | 0.000 | ||
| 590 | 2017.11.28 21:00 | buy | 296 | 0.20 | 148.432 | 0.000 | 0.000 | ||
| 591 | 2017.11.28 23:01 | close | 296 | 0.20 | 148.798 | 0.000 | 0.000 | 7320.00 | 3308899.48 |
| 592 | 2017.11.29 16:59 | close | 295 | 0.20 | 150.246 | 0.000 | 0.000 | 36291.15 | 3345190.63 |
| 593 | 2017.12.12 13:00 | sell | 297 | 0.20 | 151.314 | 0.000 | 0.000 | ||
| 594 | 2017.12.12 13:00 | sell | 298 | 0.20 | 151.314 | 0.000 | 0.000 | ||
| 595 | 2017.12.12 13:00 | sell | 299 | 0.20 | 151.314 | 0.000 | 0.000 | ||
| 596 | 2017.12.12 13:00 | sell | 300 | 0.20 | 151.314 | 0.000 | 0.000 | ||
| 597 | 2017.12.12 19:00 | sell | 301 | 0.20 | 151.347 | 0.000 | 0.000 | ||
| 598 | 2017.12.12 19:00 | sell | 302 | 0.20 | 151.347 | 0.000 | 0.000 | ||
| 599 | 2017.12.12 19:00 | sell | 303 | 0.20 | 151.347 | 0.000 | 0.000 | ||
| 600 | 2017.12.12 19:00 | sell | 304 | 0.20 | 151.347 | 0.000 | 0.000 | ||