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 |
| 601 | 2017.12.12 19:00 | sell | 305 | 0.20 | 151.347 | 0.000 | 0.000 | ||
| 602 | 2017.12.12 19:00 | sell | 306 | 0.20 | 151.347 | 0.000 | 0.000 | ||
| 603 | 2017.12.13 07:00 | close | 297 | 0.20 | 151.010 | 0.000 | 0.000 | 6063.16 | 3351253.78 |
| 604 | 2017.12.13 07:00 | close | 304 | 0.20 | 151.010 | 0.000 | 0.000 | 6723.16 | 3357976.94 |
| 605 | 2017.12.13 07:00 | close | 305 | 0.20 | 151.010 | 0.000 | 0.000 | 6723.16 | 3364700.10 |
| 606 | 2017.12.13 07:00 | close | 299 | 0.20 | 151.010 | 0.000 | 0.000 | 6063.16 | 3370763.26 |
| 607 | 2017.12.13 07:00 | close | 300 | 0.20 | 151.010 | 0.000 | 0.000 | 6063.16 | 3376826.41 |
| 608 | 2017.12.13 07:00 | close | 306 | 0.20 | 151.010 | 0.000 | 0.000 | 6723.16 | 3383549.57 |
| 609 | 2017.12.13 08:00 | close | 302 | 0.20 | 151.068 | 0.000 | 0.000 | 5563.16 | 3389112.73 |
| 610 | 2017.12.13 12:01 | close | 301 | 0.20 | 151.350 | 0.000 | 0.000 | -76.84 | 3389035.89 |
| 611 | 2017.12.13 12:01 | close | 298 | 0.20 | 151.350 | 0.000 | 0.000 | -736.84 | 3388299.05 |
| 612 | 2017.12.13 12:01 | close | 303 | 0.20 | 151.350 | 0.000 | 0.000 | -76.84 | 3388222.20 |
| 613 | 2018.02.27 02:00 | buy | 307 | 0.20 | 149.524 | 0.000 | 0.000 | ||
| 614 | 2018.02.27 02:00 | buy | 308 | 0.20 | 149.524 | 0.000 | 0.000 | ||
| 615 | 2018.02.27 02:00 | buy | 309 | 0.20 | 149.524 | 0.000 | 0.000 | ||
| 616 | 2018.02.27 02:00 | buy | 310 | 0.20 | 149.524 | 0.000 | 0.000 | ||
| 617 | 2018.02.27 02:00 | buy | 311 | 0.20 | 149.524 | 0.000 | 0.000 | ||
| 618 | 2018.02.27 02:00 | buy | 312 | 0.20 | 149.524 | 0.000 | 0.000 | ||
| 619 | 2018.02.27 17:00 | close | 308 | 0.20 | 148.948 | 0.000 | 0.000 | -11520.00 | 3376702.20 |
| 620 | 2018.02.27 17:00 | close | 311 | 0.20 | 148.948 | 0.000 | 0.000 | -11520.00 | 3365182.20 |
| 621 | 2018.02.28 09:00 | close | 307 | 0.20 | 148.862 | 0.000 | 0.000 | -13228.85 | 3351953.35 |
| 622 | 2018.02.28 09:00 | close | 310 | 0.20 | 148.862 | 0.000 | 0.000 | -13228.85 | 3338724.50 |
| 623 | 2018.02.28 12:00 | close | 309 | 0.20 | 148.727 | 0.000 | 0.000 | -15928.85 | 3322795.65 |
| 624 | 2018.02.28 12:00 | close | 312 | 0.20 | 148.727 | 0.000 | 0.000 | -15928.85 | 3306866.80 |
| 625 | 2018.03.30 18:01 | sell | 313 | 0.20 | 149.027 | 0.000 | 0.000 | ||
| 626 | 2018.03.30 18:01 | sell | 314 | 0.20 | 149.027 | 0.000 | 0.000 | ||
| 627 | 2018.03.30 18:01 | sell | 315 | 0.20 | 149.027 | 0.000 | 0.000 | ||
| 628 | 2018.03.30 18:01 | sell | 316 | 0.20 | 149.027 | 0.000 | 0.000 | ||
| 629 | 2018.04.02 22:00 | close | 315 | 0.20 | 148.644 | 0.000 | 0.000 | 7643.16 | 3314509.96 |
| 630 | 2018.04.02 22:00 | close | 316 | 0.20 | 148.644 | 0.000 | 0.000 | 7643.16 | 3322153.12 |
| 631 | 2018.04.02 23:00 | close | 313 | 0.20 | 148.775 | 0.000 | 0.000 | 5023.16 | 3327176.27 |
| 632 | 2018.04.03 11:00 | close | 314 | 0.20 | 149.341 | 0.000 | 0.000 | -6313.68 | 3320862.59 |
| 633 | 2018.06.12 01:05 | buy | 317 | 0.20 | 147.236 | 0.000 | 0.000 | ||
| 634 | 2018.06.12 01:05 | buy | 318 | 0.20 | 147.236 | 0.000 | 0.000 | ||
| 635 | 2018.06.12 01:05 | buy | 319 | 0.20 | 147.236 | 0.000 | 0.000 | ||
| 636 | 2018.06.12 01:05 | buy | 320 | 0.20 | 147.236 | 0.000 | 0.000 | ||
| 637 | 2018.06.12 12:00 | close | 319 | 0.20 | 147.686 | 0.000 | 0.000 | 9000.00 | 3329862.59 |
| 638 | 2018.06.12 12:00 | close | 320 | 0.20 | 147.686 | 0.000 | 0.000 | 9000.00 | 3338862.59 |
| 639 | 2018.06.12 13:01 | close | 318 | 0.20 | 147.521 | 0.000 | 0.000 | 5700.00 | 3344562.59 |
| 640 | 2018.06.14 16:00 | close | 317 | 0.20 | 146.875 | 0.000 | 0.000 | -7175.40 | 3337387.19 |
| 641 | 2018.06.26 05:00 | sell | 321 | 0.20 | 145.333 | 0.000 | 0.000 | ||
| 642 | 2018.06.26 05:00 | sell | 322 | 0.20 | 145.333 | 0.000 | 0.000 | ||
| 643 | 2018.06.26 05:00 | sell | 323 | 0.20 | 145.333 | 0.000 | 0.000 | ||
| 644 | 2018.06.26 05:00 | sell | 324 | 0.20 | 145.333 | 0.000 | 0.000 | ||
| 645 | 2018.06.26 06:00 | sell | 325 | 0.20 | 145.381 | 0.000 | 0.000 | ||
| 646 | 2018.06.26 06:00 | sell | 326 | 0.20 | 145.381 | 0.000 | 0.000 | ||
| 647 | 2018.06.28 00:01 | close | 322 | 0.20 | 144.559 | 0.000 | 0.000 | 15412.63 | 3352799.82 |
| 648 | 2018.06.28 00:01 | close | 323 | 0.20 | 144.559 | 0.000 | 0.000 | 15412.63 | 3368212.45 |
| 649 | 2018.06.28 00:01 | close | 324 | 0.20 | 144.559 | 0.000 | 0.000 | 15412.63 | 3383625.08 |
| 650 | 2018.06.28 00:01 | close | 326 | 0.20 | 144.559 | 0.000 | 0.000 | 16372.63 | 3399997.71 |
| 651 | 2018.06.28 18:01 | close | 321 | 0.20 | 144.509 | 0.000 | 0.000 | 16412.63 | 3416410.34 |
| 652 | 2018.06.28 19:00 | close | 325 | 0.20 | 144.542 | 0.000 | 0.000 | 16712.63 | 3433122.97 |
| 653 | 2018.07.11 07:00 | buy | 327 | 0.20 | 147.331 | 0.000 | 0.000 | ||
| 654 | 2018.07.11 07:00 | buy | 328 | 0.20 | 147.331 | 0.000 | 0.000 | ||
| 655 | 2018.07.11 07:00 | buy | 329 | 0.20 | 147.331 | 0.000 | 0.000 | ||
| 656 | 2018.07.11 07:00 | buy | 330 | 0.20 | 147.331 | 0.000 | 0.000 | ||
| 657 | 2018.07.11 23:01 | close | 328 | 0.20 | 147.894 | 0.000 | 0.000 | 11260.00 | 3444382.97 |
| 658 | 2018.07.11 23:01 | close | 329 | 0.20 | 147.894 | 0.000 | 0.000 | 11260.00 | 3455642.97 |
| 659 | 2018.07.11 23:01 | close | 330 | 0.20 | 147.894 | 0.000 | 0.000 | 11260.00 | 3466902.97 |
| 660 | 2018.07.12 10:08 | close | 327 | 0.20 | 148.447 | 0.000 | 0.000 | 22353.45 | 3489256.42 |
| 661 | 2018.07.26 16:00 | sell | 331 | 0.20 | 146.025 | 0.000 | 0.000 | ||
| 662 | 2018.07.26 16:00 | sell | 332 | 0.20 | 146.025 | 0.000 | 0.000 | ||
| 663 | 2018.07.26 23:00 | close | 332 | 0.20 | 145.796 | 0.000 | 0.000 | 4580.00 | 3493836.42 |
| 664 | 2018.07.27 18:01 | close | 331 | 0.20 | 145.669 | 0.000 | 0.000 | 7103.16 | 3500939.58 |
| 665 | 2018.09.07 21:01 | sell | 333 | 0.20 | 143.427 | 0.000 | 0.000 | ||
| 666 | 2018.09.07 21:01 | sell | 334 | 0.20 | 143.427 | 0.000 | 0.000 | ||
| 667 | 2018.09.10 16:00 | close | 333 | 0.20 | 144.884 | 0.000 | 0.000 | -29156.84 | 3471782.74 |
| 668 | 2018.09.10 16:00 | close | 334 | 0.20 | 144.884 | 0.000 | 0.000 | -29156.84 | 3442625.89 |
| 669 | 2018.10.11 18:00 | sell | 335 | 0.20 | 148.307 | 0.000 | 0.000 | ||
| 670 | 2018.10.11 18:00 | sell | 336 | 0.20 | 148.307 | 0.000 | 0.000 | ||
| 671 | 2018.10.11 18:00 | sell | 337 | 0.20 | 148.307 | 0.000 | 0.000 | ||
| 672 | 2018.10.11 18:00 | sell | 338 | 0.20 | 148.307 | 0.000 | 0.000 | ||
| 673 | 2018.10.11 18:00 | sell | 339 | 0.20 | 148.307 | 0.000 | 0.000 | ||
| 674 | 2018.10.11 18:00 | sell | 340 | 0.20 | 148.307 | 0.000 | 0.000 | ||
| 675 | 2018.10.11 19:00 | sell | 341 | 0.20 | 148.082 | 0.000 | 0.000 | ||
| 676 | 2018.10.11 19:00 | sell | 342 | 0.20 | 148.082 | 0.000 | 0.000 | ||
| 677 | 2018.10.11 19:00 | sell | 343 | 0.20 | 148.082 | 0.000 | 0.000 | ||
| 678 | 2018.10.11 19:00 | sell | 344 | 0.20 | 148.082 | 0.000 | 0.000 | ||
| 679 | 2018.10.11 19:00 | sell | 345 | 0.20 | 148.082 | 0.000 | 0.000 | ||
| 680 | 2018.10.11 19:00 | sell | 346 | 0.20 | 148.082 | 0.000 | 0.000 | ||
| 681 | 2018.10.11 19:00 | close | 338 | 0.20 | 148.111 | 0.000 | 0.000 | 3920.00 | 3446545.89 |
| 682 | 2018.10.11 19:00 | close | 339 | 0.20 | 148.111 | 0.000 | 0.000 | 3920.00 | 3450465.89 |
| 683 | 2018.10.11 19:00 | close | 340 | 0.20 | 148.111 | 0.000 | 0.000 | 3920.00 | 3454385.89 |
| 684 | 2018.10.11 19:01 | sell | 347 | 0.20 | 148.090 | 0.000 | 0.000 | ||
| 685 | 2018.10.11 21:00 | close | 336 | 0.20 | 148.201 | 0.000 | 0.000 | 2120.00 | 3456505.89 |
| 686 | 2018.10.12 19:52 | close | 335 | 0.20 | 147.197 | 0.000 | 0.000 | 22183.16 | 3478689.05 |
| 687 | 2018.10.12 19:52 | close | 337 | 0.20 | 147.197 | 0.000 | 0.000 | 22183.16 | 3500872.21 |
| 688 | 2018.10.12 20:01 | close | 341 | 0.20 | 147.325 | 0.000 | 0.000 | 15123.16 | 3515995.37 |
| 689 | 2018.10.12 20:01 | close | 347 | 0.20 | 147.325 | 0.000 | 0.000 | 15283.16 | 3531278.52 |
| 690 | 2018.10.12 20:01 | close | 344 | 0.20 | 147.325 | 0.000 | 0.000 | 15123.16 | 3546401.68 |
| 691 | 2018.10.12 20:01 | close | 345 | 0.20 | 147.325 | 0.000 | 0.000 | 15123.16 | 3561524.84 |
| 692 | 2018.10.12 20:01 | close | 346 | 0.20 | 147.325 | 0.000 | 0.000 | 15123.16 | 3576648.00 |
| 693 | 2018.10.15 00:01 | close | 342 | 0.20 | 146.760 | 0.000 | 0.000 | 26406.32 | 3603054.31 |
| 694 | 2018.10.15 00:01 | close | 343 | 0.20 | 146.760 | 0.000 | 0.000 | 26406.32 | 3629460.63 |
| 695 | 2018.10.18 05:00 | sell | 348 | 0.20 | 147.365 | 0.000 | 0.000 | ||
| 696 | 2018.10.18 05:00 | sell | 349 | 0.20 | 147.365 | 0.000 | 0.000 | ||
| 697 | 2018.10.18 05:00 | sell | 350 | 0.20 | 147.365 | 0.000 | 0.000 | ||
| 698 | 2018.10.18 05:00 | sell | 351 | 0.20 | 147.365 | 0.000 | 0.000 | ||
| 699 | 2018.10.18 06:00 | sell | 352 | 0.20 | 147.359 | 0.000 | 0.000 | ||
| 700 | 2018.10.18 06:00 | sell | 353 | 0.20 | 147.359 | 0.000 | 0.000 | ||
| 701 | 2018.10.18 19:19 | close | 352 | 0.20 | 146.367 | 0.000 | 0.000 | 19840.00 | 3649300.63 |
| 702 | 2018.10.18 19:19 | close | 353 | 0.20 | 146.367 | 0.000 | 0.000 | 19840.00 | 3669140.63 |
| 703 | 2018.10.18 19:55 | close | 348 | 0.20 | 146.258 | 0.000 | 0.000 | 22140.00 | 3691280.63 |
| 704 | 2018.10.18 19:55 | close | 349 | 0.20 | 146.258 | 0.000 | 0.000 | 22140.00 | 3713420.63 |
| 705 | 2018.10.18 19:55 | close | 350 | 0.20 | 146.258 | 0.000 | 0.000 | 22140.00 | 3735560.63 |
| 706 | 2018.10.18 19:55 | close | 351 | 0.20 | 146.258 | 0.000 | 0.000 | 22140.00 | 3757700.63 |
| 707 | 2019.03.19 20:00 | buy | 354 | 0.20 | 147.856 | 0.000 | 0.000 | ||
| 708 | 2019.03.19 20:00 | buy | 355 | 0.20 | 147.856 | 0.000 | 0.000 | ||
| 709 | 2019.03.19 20:00 | buy | 356 | 0.20 | 147.856 | 0.000 | 0.000 | ||
| 710 | 2019.03.19 20:00 | buy | 357 | 0.20 | 147.856 | 0.000 | 0.000 | ||
| 711 | 2019.03.19 20:00 | buy | 358 | 0.20 | 147.856 | 0.000 | 0.000 | ||
| 712 | 2019.03.19 20:00 | buy | 359 | 0.20 | 147.856 | 0.000 | 0.000 | ||
| 713 | 2019.03.19 20:00 | buy | 360 | 0.20 | 147.856 | 0.000 | 0.000 | ||
| 714 | 2019.03.19 20:00 | buy | 361 | 0.20 | 147.856 | 0.000 | 0.000 | ||
| 715 | 2019.03.20 05:03 | close | 358 | 0.20 | 147.987 | 0.000 | 0.000 | 2631.15 | 3760331.78 |
| 716 | 2019.03.20 05:03 | close | 359 | 0.20 | 147.987 | 0.000 | 0.000 | 2631.15 | 3762962.93 |
| 717 | 2019.03.20 05:03 | close | 360 | 0.20 | 147.987 | 0.000 | 0.000 | 2631.15 | 3765594.08 |
| 718 | 2019.03.20 05:03 | close | 361 | 0.20 | 147.987 | 0.000 | 0.000 | 2631.15 | 3768225.23 |
| 719 | 2019.03.20 07:09 | close | 355 | 0.20 | 147.981 | 0.000 | 0.000 | 2511.15 | 3770736.37 |
| 720 | 2019.03.20 15:46 | close | 354 | 0.20 | 146.898 | 0.000 | 0.000 | -19148.85 | 3751587.52 |
| 721 | 2019.03.20 15:46 | close | 356 | 0.20 | 146.898 | 0.000 | 0.000 | -19148.85 | 3732438.67 |
| 722 | 2019.03.20 15:46 | close | 357 | 0.20 | 146.898 | 0.000 | 0.000 | -19148.85 | 3713289.82 |
| 723 | 2019.06.12 01:15 | buy | 362 | 0.20 | 138.026 | 0.000 | 0.000 | ||
| 724 | 2019.06.12 01:15 | buy | 363 | 0.20 | 138.026 | 0.000 | 0.000 | ||
| 725 | 2019.06.13 08:00 | close | 362 | 0.20 | 137.518 | 0.000 | 0.000 | -10126.55 | 3703163.27 |
| 726 | 2019.06.13 08:00 | close | 363 | 0.20 | 137.518 | 0.000 | 0.000 | -10126.55 | 3693036.72 |
| 727 | 2019.06.25 14:00 | sell | 364 | 0.20 | 136.421 | 0.000 | 0.000 | ||
| 728 | 2019.06.25 14:00 | sell | 365 | 0.20 | 136.421 | 0.000 | 0.000 | ||
| 729 | 2019.06.25 14:00 | sell | 366 | 0.20 | 136.421 | 0.000 | 0.000 | ||
| 730 | 2019.06.25 14:00 | sell | 367 | 0.20 | 136.421 | 0.000 | 0.000 | ||
| 731 | 2019.06.25 14:00 | sell | 368 | 0.20 | 136.421 | 0.000 | 0.000 | ||
| 732 | 2019.06.25 14:00 | sell | 369 | 0.20 | 136.421 | 0.000 | 0.000 | ||
| 733 | 2019.06.25 17:01 | close | 367 | 0.20 | 136.229 | 0.000 | 0.000 | 3840.00 | 3696876.72 |
| 734 | 2019.06.25 17:01 | close | 368 | 0.20 | 136.229 | 0.000 | 0.000 | 3840.00 | 3700716.72 |
| 735 | 2019.06.25 17:01 | close | 369 | 0.20 | 136.229 | 0.000 | 0.000 | 3840.00 | 3704556.72 |
| 736 | 2019.06.25 20:00 | close | 365 | 0.20 | 136.124 | 0.000 | 0.000 | 5940.00 | 3710496.72 |
| 737 | 2019.06.26 11:01 | close | 364 | 0.20 | 136.140 | 0.000 | 0.000 | 5603.16 | 3716099.87 |
| 738 | 2019.06.26 13:00 | close | 366 | 0.20 | 136.596 | 0.000 | 0.000 | -3516.84 | 3712583.03 |
| 739 | 2019.06.26 17:00 | buy | 370 | 0.20 | 136.549 | 0.000 | 0.000 | ||
| 740 | 2019.06.26 17:00 | buy | 371 | 0.20 | 136.549 | 0.000 | 0.000 | ||
| 741 | 2019.06.26 22:00 | close | 371 | 0.20 | 136.793 | 0.000 | 0.000 | 4880.00 | 3717463.03 |
| 742 | 2019.06.27 00:02 | close | 370 | 0.20 | 136.729 | 0.000 | 0.000 | 3633.45 | 3721096.48 |
| 743 | 2019.07.10 05:01 | sell | 372 | 0.20 | 135.601 | 0.000 | 0.000 | ||
| 744 | 2019.07.10 05:01 | sell | 373 | 0.20 | 135.601 | 0.000 | 0.000 | ||
| 745 | 2019.07.10 05:01 | sell | 374 | 0.20 | 135.601 | 0.000 | 0.000 | ||
| 746 | 2019.07.10 05:01 | sell | 375 | 0.20 | 135.601 | 0.000 | 0.000 | ||
| 747 | 2019.07.10 06:00 | sell | 376 | 0.20 | 135.603 | 0.000 | 0.000 | ||
| 748 | 2019.07.10 06:00 | sell | 377 | 0.20 | 135.603 | 0.000 | 0.000 | ||
| 749 | 2019.07.10 07:27 | sell | 378 | 0.20 | 135.571 | 0.000 | 0.000 | ||
| 750 | 2019.07.10 07:27 | sell | 379 | 0.20 | 135.571 | 0.000 | 0.000 | ||