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 | |
前へ5ページ目
| # | 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 | 2023.08.16 10:00 | buy | 301 | 0.30 | 1.27289 | 0.00000 | 0.00000 | ||
| 602 | 2023.08.17 12:00 | close | 301 | 0.30 | 1.27113 | 0.00000 | 0.00000 | -7437.16 | 3805890.28 |
| 603 | 2023.10.18 17:00 | sell | 302 | 0.30 | 1.21654 | 0.00000 | 0.00000 | ||
| 604 | 2023.10.19 20:00 | close | 302 | 0.30 | 1.21759 | 0.00000 | 0.00000 | -3928.98 | 3801961.30 |
| 605 | 2023.11.03 06:21 | buy | 303 | 0.30 | 1.22044 | 0.00000 | 0.00000 | ||
| 606 | 2023.11.03 08:02 | buy | 304 | 0.30 | 1.22022 | 0.00000 | 0.00000 | ||
| 607 | 2023.11.06 19:02 | close | 303 | 0.30 | 1.23871 | 0.00000 | 0.00000 | 73564.04 | 3875525.34 |
| 608 | 2023.11.06 19:02 | close | 304 | 0.30 | 1.23871 | 0.00000 | 0.00000 | 74451.23 | 3949976.57 |
| 609 | 2023.11.09 17:00 | buy | 305 | 0.30 | 1.22912 | 0.00000 | 0.00000 | ||
| 610 | 2023.11.09 21:12 | close | 305 | 0.30 | 1.22298 | 0.00000 | 0.00000 | -24760.71 | 3925215.86 |
| 611 | 2023.12.11 05:03 | sell | 306 | 0.30 | 1.25424 | 0.00000 | 0.00000 | ||
| 612 | 2023.12.11 06:30 | sell | 307 | 0.30 | 1.25355 | 0.00000 | 0.00000 | ||
| 613 | 2023.12.11 07:17 | sell | 308 | 0.30 | 1.25359 | 0.00000 | 0.00000 | ||
| 614 | 2023.12.11 09:51 | sell | 309 | 0.30 | 1.25444 | 0.00000 | 0.00000 | ||
| 615 | 2023.12.12 06:01 | close | 306 | 0.30 | 1.25751 | 0.00000 | 0.00000 | -13085.21 | 3912130.65 |
| 616 | 2023.12.12 07:11 | close | 307 | 0.30 | 1.25798 | 0.00000 | 0.00000 | -17763.16 | 3894367.49 |
| 617 | 2023.12.12 08:07 | close | 308 | 0.30 | 1.25764 | 0.00000 | 0.00000 | -16230.73 | 3878136.76 |
| 618 | 2023.12.12 12:01 | close | 309 | 0.30 | 1.25659 | 0.00000 | 0.00000 | -8568.55 | 3869568.21 |
| 619 | 2023.12.20 01:09 | buy | 310 | 0.30 | 1.27280 | 0.00000 | 0.00000 | ||
| 620 | 2023.12.20 07:16 | buy | 311 | 0.30 | 1.27250 | 0.00000 | 0.00000 | ||
| 621 | 2023.12.20 15:00 | close | 310 | 0.30 | 1.26367 | 0.00000 | 0.00000 | -36818.46 | 3832749.75 |
| 622 | 2023.12.20 15:00 | close | 311 | 0.30 | 1.26367 | 0.00000 | 0.00000 | -35608.66 | 3797141.09 |
| 623 | 2023.12.26 06:24 | buy | 312 | 0.30 | 1.27093 | 0.00000 | 0.00000 | ||
| 624 | 2023.12.27 11:01 | close | 312 | 0.30 | 1.27039 | 0.00000 | 0.00000 | -2290.86 | 3794850.23 |
| 625 | 2024.02.22 14:00 | buy | 313 | 0.30 | 1.26821 | 0.00000 | 0.00000 | ||
| 626 | 2024.02.23 18:01 | close | 313 | 0.30 | 1.26757 | 0.00000 | 0.00000 | -2694.13 | 3792156.10 |
| 627 | 2024.02.26 01:06 | buy | 314 | 0.30 | 1.26740 | 0.00000 | 0.00000 | ||
| 628 | 2024.02.27 17:03 | close | 314 | 0.30 | 1.26743 | 0.00000 | 0.00000 | 7.77 | 3792163.87 |
| 629 | 2024.03.15 19:33 | sell | 315 | 0.30 | 1.27363 | 0.00000 | 0.00000 | ||
| 630 | 2024.03.19 18:17 | close | 315 | 0.30 | 1.27079 | 0.00000 | 0.00000 | 11656.50 | 3803820.37 |
| 631 | 2024.09.12 15:03 | sell | 316 | 0.30 | 1.30404 | 0.00000 | 0.00000 | ||
| 632 | 2024.09.13 00:15 | close | 316 | 0.30 | 1.31200 | 0.00000 | 0.00000 | -31998.66 | 3771821.71 |
| 633 | 2024.09.19 10:01 | buy | 317 | 0.30 | 1.32558 | 0.00000 | 0.00000 | ||
| 634 | 2024.09.19 11:15 | buy | 318 | 0.30 | 1.32564 | 0.00000 | 0.00000 | ||
| 635 | 2024.09.24 19:01 | close | 318 | 0.30 | 1.33772 | 0.00000 | 0.00000 | 48375.27 | 3820196.98 |
| 636 | 2024.09.25 12:00 | close | 317 | 0.30 | 1.33778 | 0.00000 | 0.00000 | 48745.98 | 3868942.95 |
| 637 | 2024.11.04 17:00 | buy | 319 | 0.30 | 1.29779 | 0.00000 | 0.00000 | ||
| 638 | 2024.11.06 03:00 | close | 319 | 0.30 | 1.29581 | 0.00000 | 0.00000 | -8211.15 | 3860731.80 |
| 639 | 2024.11.08 08:00 | buy | 320 | 0.30 | 1.29720 | 0.00000 | 0.00000 | ||
| 640 | 2024.11.08 14:01 | buy | 321 | 0.30 | 1.29662 | 0.00000 | 0.00000 | ||
| 641 | 2024.11.11 06:02 | sell | 322 | 0.30 | 1.29115 | 0.00000 | 0.00000 | ||
| 642 | 2024.11.11 07:05 | sell | 323 | 0.30 | 1.29139 | 0.00000 | 0.00000 | ||
| 643 | 2024.11.11 10:01 | close | 320 | 0.30 | 1.28936 | 0.00000 | 0.00000 | -31729.50 | 3829002.30 |
| 644 | 2024.11.11 15:02 | close | 321 | 0.30 | 1.28799 | 0.00000 | 0.00000 | -34915.33 | 3794086.97 |
| 645 | 2024.11.13 18:08 | close | 323 | 0.30 | 1.27177 | 0.00000 | 0.00000 | 79325.55 | 3873412.52 |
| 646 | 2024.11.14 17:00 | close | 322 | 0.30 | 1.26925 | 0.00000 | 0.00000 | 88825.52 | 3962238.04 |
| 647 | 2024.12.19 15:00 | sell | 324 | 0.30 | 1.26122 | 0.00000 | 0.00000 | ||
| 648 | 2024.12.24 17:00 | close | 324 | 0.30 | 1.25650 | 0.00000 | 0.00000 | 19339.81 | 3981577.85 |
| 649 | 2025.01.21 07:00 | buy | 325 | 0.30 | 1.23002 | 0.00000 | 0.00000 | ||
| 650 | 2025.01.23 11:02 | close | 325 | 0.30 | 1.22971 | 0.00000 | 0.00000 | -1702.97 | 3979874.88 |
| 651 | 2025.02.12 18:01 | buy | 326 | 0.30 | 1.24347 | 0.00000 | 0.00000 | ||
| 652 | 2025.02.12 22:01 | buy | 327 | 0.30 | 1.24424 | 0.00000 | 0.00000 | ||
| 653 | 2025.02.14 23:00 | close | 326 | 0.30 | 1.25804 | 0.00000 | 0.00000 | 58303.46 | 4038178.34 |
| 654 | 2025.02.17 02:05 | close | 327 | 0.30 | 1.25849 | 0.00000 | 0.00000 | 56899.78 | 4095078.11 |
| 655 | 2025.05.19 02:05 | buy | 328 | 0.30 | 1.33004 | 0.00000 | 0.00000 | ||
| 656 | 2025.05.19 08:00 | buy | 329 | 0.30 | 1.33007 | 0.00000 | 0.00000 | ||
| 657 | 2025.05.19 09:01 | buy | 330 | 0.30 | 1.32982 | 0.00000 | 0.00000 | ||
| 658 | 2025.05.19 23:01 | buy | 331 | 0.30 | 1.33611 | 0.00000 | 0.00000 | ||
| 659 | 2025.05.20 07:00 | buy | 332 | 0.30 | 1.33689 | 0.00000 | 0.00000 | ||
| 660 | 2025.05.20 12:00 | close | 330 | 0.30 | 1.33724 | 0.00000 | 0.00000 | 29809.35 | 4124887.46 |
| 661 | 2025.05.20 13:52 | close | 329 | 0.30 | 1.33596 | 0.00000 | 0.00000 | 23639.33 | 4148526.79 |
| 662 | 2025.05.21 12:00 | close | 328 | 0.30 | 1.33974 | 0.00000 | 0.00000 | 38890.67 | 4187417.46 |
| 663 | 2025.05.23 17:25 | close | 332 | 0.30 | 1.34980 | 0.00000 | 0.00000 | 51495.98 | 4238913.43 |
| 664 | 2025.05.26 21:07 | close | 331 | 0.30 | 1.35609 | 0.00000 | 0.00000 | 79780.66 | 4318694.10 |
| 665 | 2025.07.07 23:00 | sell | 333 | 0.30 | 1.36083 | 0.00000 | 0.00000 | ||
| 666 | 2025.07.08 12:00 | sell | 334 | 0.30 | 1.36108 | 0.00000 | 0.00000 | ||
| 667 | 2025.07.08 13:00 | sell | 335 | 0.30 | 1.35936 | 0.00000 | 0.00000 | ||
| 668 | 2025.07.09 16:00 | close | 335 | 0.30 | 1.36100 | 0.00000 | 0.00000 | -6511.87 | 4312182.23 |
| 669 | 2025.07.10 10:00 | close | 333 | 0.30 | 1.36129 | 0.00000 | 0.00000 | -1346.10 | 4310836.13 |
| 670 | 2025.07.10 11:00 | close | 334 | 0.30 | 1.36149 | 0.00000 | 0.00000 | -1246.25 | 4309589.88 |
| 671 | 2025.07.11 04:00 | sell | 336 | 0.30 | 1.35537 | 0.00000 | 0.00000 | ||
| 672 | 2025.07.11 08:03 | sell | 337 | 0.30 | 1.35559 | 0.00000 | 0.00000 | ||
| 673 | 2025.07.11 09:17 | sell | 338 | 0.30 | 1.35455 | 0.00000 | 0.00000 | ||
| 674 | 2025.07.14 14:02 | close | 338 | 0.30 | 1.34880 | 0.00000 | 0.00000 | 23289.93 | 4332879.81 |
| 675 | 2025.07.14 17:00 | close | 336 | 0.30 | 1.34839 | 0.00000 | 0.00000 | 28250.18 | 4361129.99 |
| 676 | 2025.07.14 17:00 | close | 337 | 0.30 | 1.34839 | 0.00000 | 0.00000 | 29137.37 | 4390267.36 |
| 677 | 2025.08.27 06:14 | sell | 339 | 0.30 | 1.34644 | 0.00000 | 0.00000 | ||
| 678 | 2025.08.27 07:01 | sell | 340 | 0.30 | 1.34557 | 0.00000 | 0.00000 | ||
| 679 | 2025.08.27 11:00 | sell | 341 | 0.30 | 1.34518 | 0.00000 | 0.00000 | ||
| 680 | 2025.08.28 05:52 | close | 339 | 0.30 | 1.35159 | 0.00000 | 0.00000 | -20463.13 | 4369804.24 |
| 681 | 2025.08.28 05:52 | close | 340 | 0.30 | 1.35159 | 0.00000 | 0.00000 | -23971.60 | 4345832.64 |
| 682 | 2025.08.28 05:52 | close | 341 | 0.30 | 1.35159 | 0.00000 | 0.00000 | -25544.36 | 4320288.28 |
| 683 | 2025.09.25 09:00 | sell | 342 | 0.30 | 1.34532 | 0.00000 | 0.00000 | ||
| 684 | 2025.09.25 13:00 | sell | 343 | 0.30 | 1.34482 | 0.00000 | 0.00000 | ||
| 685 | 2025.09.25 14:00 | sell | 344 | 0.30 | 1.34447 | 0.00000 | 0.00000 | ||
| 686 | 2025.09.26 16:00 | close | 342 | 0.30 | 1.33785 | 0.00000 | 0.00000 | 30226.21 | 4350514.49 |
| 687 | 2025.09.26 16:00 | close | 343 | 0.30 | 1.33785 | 0.00000 | 0.00000 | 28209.85 | 4378724.34 |
| 688 | 2025.09.26 16:00 | close | 344 | 0.30 | 1.33785 | 0.00000 | 0.00000 | 26798.40 | 4405522.74 |
| 689 | 2025.10.06 17:01 | buy | 345 | 0.30 | 1.34613 | 0.00000 | 0.00000 | ||
| 690 | 2025.10.07 22:02 | close | 345 | 0.30 | 1.34288 | 0.00000 | 0.00000 | -13219.45 | 4392303.29 |
| 691 | 2025.11.14 11:00 | buy | 346 | 0.30 | 1.31677 | 0.00000 | 0.00000 | ||
| 692 | 2025.11.14 15:06 | buy | 347 | 0.30 | 1.31672 | 0.00000 | 0.00000 | ||
| 693 | 2025.11.14 16:03 | buy | 348 | 0.30 | 1.31620 | 0.00000 | 0.00000 | ||
| 694 | 2025.11.17 13:00 | close | 346 | 0.30 | 1.31527 | 0.00000 | 0.00000 | -6162.24 | 4386141.05 |
| 695 | 2025.11.17 17:04 | close | 347 | 0.30 | 1.31681 | 0.00000 | 0.00000 | 249.73 | 4386390.78 |
| 696 | 2025.11.17 17:04 | close | 348 | 0.30 | 1.31681 | 0.00000 | 0.00000 | 2346.73 | 4388737.51 |
| 697 | 2025.11.18 07:16 | buy | 349 | 0.30 | 1.31627 | 0.00000 | 0.00000 | ||
| 698 | 2025.11.19 10:01 | close | 349 | 0.30 | 1.31456 | 0.00000 | 0.00000 | -7009.11 | 4381728.40 |
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