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 |
| 751 | 2019.07.11 06:10 | close | 374 | 0.20 | 135.129 | 0.000 | 0.000 | 9389.47 | 3730485.95 |
| 752 | 2019.07.11 06:10 | close | 379 | 0.20 | 135.129 | 0.000 | 0.000 | 8789.47 | 3739275.43 |
| 753 | 2019.07.11 06:10 | close | 375 | 0.20 | 135.129 | 0.000 | 0.000 | 9389.47 | 3748664.90 |
| 754 | 2019.07.11 06:10 | close | 377 | 0.20 | 135.129 | 0.000 | 0.000 | 9429.47 | 3758094.37 |
| 755 | 2019.07.11 07:07 | close | 378 | 0.20 | 135.270 | 0.000 | 0.000 | 5969.47 | 3764063.85 |
| 756 | 2019.07.11 13:00 | close | 372 | 0.20 | 135.623 | 0.000 | 0.000 | -490.53 | 3763573.32 |
| 757 | 2019.07.11 13:00 | close | 373 | 0.20 | 135.623 | 0.000 | 0.000 | -490.53 | 3763082.79 |
| 758 | 2019.07.11 13:00 | close | 376 | 0.20 | 135.623 | 0.000 | 0.000 | -450.53 | 3762632.27 |
| 759 | 2019.07.25 15:00 | buy | 380 | 0.20 | 135.016 | 0.000 | 0.000 | ||
| 760 | 2019.07.25 15:00 | buy | 381 | 0.20 | 135.016 | 0.000 | 0.000 | ||
| 761 | 2019.07.25 15:00 | buy | 382 | 0.20 | 135.016 | 0.000 | 0.000 | ||
| 762 | 2019.07.25 15:00 | buy | 383 | 0.20 | 135.016 | 0.000 | 0.000 | ||
| 763 | 2019.07.25 16:57 | close | 380 | 0.20 | 135.629 | 0.000 | 0.000 | 12260.00 | 3774892.27 |
| 764 | 2019.07.25 16:57 | close | 381 | 0.20 | 135.629 | 0.000 | 0.000 | 12260.00 | 3787152.27 |
| 765 | 2019.07.25 16:57 | close | 382 | 0.20 | 135.629 | 0.000 | 0.000 | 12260.00 | 3799412.27 |
| 766 | 2019.07.25 16:57 | close | 383 | 0.20 | 135.629 | 0.000 | 0.000 | 12260.00 | 3811672.27 |
| 767 | 2019.08.16 07:00 | buy | 384 | 0.20 | 128.398 | 0.000 | 0.000 | ||
| 768 | 2019.08.16 07:00 | buy | 385 | 0.20 | 128.398 | 0.000 | 0.000 | ||
| 769 | 2019.08.16 07:00 | buy | 386 | 0.20 | 128.398 | 0.000 | 0.000 | ||
| 770 | 2019.08.16 07:00 | buy | 387 | 0.20 | 128.398 | 0.000 | 0.000 | ||
| 771 | 2019.08.16 09:01 | buy | 388 | 0.20 | 128.565 | 0.000 | 0.000 | ||
| 772 | 2019.08.16 09:01 | buy | 389 | 0.20 | 128.565 | 0.000 | 0.000 | ||
| 773 | 2019.08.16 15:00 | close | 386 | 0.20 | 129.298 | 0.000 | 0.000 | 18000.00 | 3829672.27 |
| 774 | 2019.08.16 15:00 | close | 389 | 0.20 | 129.298 | 0.000 | 0.000 | 14660.00 | 3844332.27 |
| 775 | 2019.08.16 15:00 | close | 387 | 0.20 | 129.298 | 0.000 | 0.000 | 18000.00 | 3862332.27 |
| 776 | 2019.08.16 17:00 | close | 388 | 0.20 | 129.163 | 0.000 | 0.000 | 11960.00 | 3874292.27 |
| 777 | 2019.08.19 11:01 | close | 384 | 0.20 | 129.105 | 0.000 | 0.000 | 14151.15 | 3888443.42 |
| 778 | 2019.08.19 13:04 | close | 385 | 0.20 | 129.112 | 0.000 | 0.000 | 14291.15 | 3902734.56 |
| 779 | 2019.08.27 13:00 | buy | 390 | 0.20 | 129.738 | 0.000 | 0.000 | ||
| 780 | 2019.08.27 13:00 | buy | 391 | 0.20 | 129.738 | 0.000 | 0.000 | ||
| 781 | 2019.08.27 18:01 | close | 390 | 0.20 | 130.007 | 0.000 | 0.000 | 5380.00 | 3908114.56 |
| 782 | 2019.08.27 18:01 | close | 391 | 0.20 | 130.007 | 0.000 | 0.000 | 5380.00 | 3913494.56 |
| 783 | 2019.10.01 02:04 | sell | 392 | 0.20 | 132.789 | 0.000 | 0.000 | ||
| 784 | 2019.10.01 02:04 | sell | 393 | 0.20 | 132.789 | 0.000 | 0.000 | ||
| 785 | 2019.10.01 02:04 | sell | 394 | 0.20 | 132.789 | 0.000 | 0.000 | ||
| 786 | 2019.10.01 02:04 | sell | 395 | 0.20 | 132.789 | 0.000 | 0.000 | ||
| 787 | 2019.10.01 12:00 | close | 393 | 0.20 | 133.178 | 0.000 | 0.000 | -7780.00 | 3905714.56 |
| 788 | 2019.10.01 12:00 | close | 395 | 0.20 | 133.178 | 0.000 | 0.000 | -7780.00 | 3897934.56 |
| 789 | 2019.10.01 17:58 | close | 392 | 0.20 | 131.912 | 0.000 | 0.000 | 17540.00 | 3915474.56 |
| 790 | 2019.10.01 17:58 | close | 394 | 0.20 | 131.912 | 0.000 | 0.000 | 17540.00 | 3933014.56 |
| 791 | 2019.10.22 04:03 | buy | 396 | 0.20 | 140.972 | 0.000 | 0.000 | ||
| 792 | 2019.10.22 04:03 | buy | 397 | 0.20 | 140.972 | 0.000 | 0.000 | ||
| 793 | 2019.10.23 04:53 | close | 396 | 0.20 | 139.187 | 0.000 | 0.000 | -35688.85 | 3897325.71 |
| 794 | 2019.10.23 04:53 | close | 397 | 0.20 | 139.187 | 0.000 | 0.000 | -35688.85 | 3861636.86 |
| 795 | 2019.11.08 11:00 | buy | 398 | 0.20 | 140.146 | 0.000 | 0.000 | ||
| 796 | 2019.11.08 11:00 | buy | 399 | 0.20 | 140.146 | 0.000 | 0.000 | ||
| 797 | 2019.11.08 20:00 | close | 398 | 0.20 | 139.434 | 0.000 | 0.000 | -14240.00 | 3847396.86 |
| 798 | 2019.11.08 20:00 | close | 399 | 0.20 | 139.434 | 0.000 | 0.000 | -14240.00 | 3833156.86 |
| 799 | 2019.11.13 12:00 | sell | 400 | 0.20 | 139.960 | 0.000 | 0.000 | ||
| 800 | 2019.11.13 12:00 | sell | 401 | 0.20 | 139.960 | 0.000 | 0.000 | ||
| 801 | 2019.11.13 12:00 | sell | 402 | 0.20 | 139.960 | 0.000 | 0.000 | ||
| 802 | 2019.11.13 12:00 | sell | 403 | 0.20 | 139.960 | 0.000 | 0.000 | ||
| 803 | 2019.11.13 12:00 | sell | 404 | 0.20 | 139.960 | 0.000 | 0.000 | ||
| 804 | 2019.11.13 12:00 | sell | 405 | 0.20 | 139.960 | 0.000 | 0.000 | ||
| 805 | 2019.11.13 17:01 | close | 400 | 0.20 | 139.479 | 0.000 | 0.000 | 9620.00 | 3842776.86 |
| 806 | 2019.11.13 17:01 | close | 401 | 0.20 | 139.479 | 0.000 | 0.000 | 9620.00 | 3852396.86 |
| 807 | 2019.11.13 17:01 | close | 402 | 0.20 | 139.479 | 0.000 | 0.000 | 9620.00 | 3862016.86 |
| 808 | 2019.11.13 17:01 | close | 403 | 0.20 | 139.479 | 0.000 | 0.000 | 9620.00 | 3871636.86 |
| 809 | 2019.11.13 17:01 | close | 404 | 0.20 | 139.479 | 0.000 | 0.000 | 9620.00 | 3881256.86 |
| 810 | 2019.11.13 17:01 | close | 405 | 0.20 | 139.479 | 0.000 | 0.000 | 9620.00 | 3890876.86 |
| 811 | 2020.01.15 18:00 | buy | 406 | 0.20 | 143.243 | 0.000 | 0.000 | ||
| 812 | 2020.01.15 18:00 | buy | 407 | 0.20 | 143.243 | 0.000 | 0.000 | ||
| 813 | 2020.01.15 18:00 | buy | 408 | 0.20 | 143.243 | 0.000 | 0.000 | ||
| 814 | 2020.01.15 18:00 | buy | 409 | 0.20 | 143.243 | 0.000 | 0.000 | ||
| 815 | 2020.01.16 02:00 | close | 408 | 0.20 | 143.278 | 0.000 | 0.000 | 733.45 | 3891610.31 |
| 816 | 2020.01.16 02:00 | close | 409 | 0.20 | 143.278 | 0.000 | 0.000 | 733.45 | 3892343.76 |
| 817 | 2020.01.16 18:08 | close | 406 | 0.20 | 143.927 | 0.000 | 0.000 | 13713.45 | 3906057.20 |
| 818 | 2020.01.16 18:08 | close | 407 | 0.20 | 143.927 | 0.000 | 0.000 | 13713.45 | 3919770.65 |
| 819 | 2020.01.24 13:00 | sell | 410 | 0.20 | 143.514 | 0.000 | 0.000 | ||
| 820 | 2020.01.24 13:00 | sell | 411 | 0.20 | 143.514 | 0.000 | 0.000 | ||
| 821 | 2020.01.24 20:01 | close | 411 | 0.20 | 142.984 | 0.000 | 0.000 | 10600.00 | 3930370.65 |
| 822 | 2020.01.27 00:01 | close | 410 | 0.20 | 142.451 | 0.000 | 0.000 | 21243.16 | 3951613.81 |
| 823 | 2020.04.20 11:00 | sell | 412 | 0.20 | 134.232 | 0.000 | 0.000 | ||
| 824 | 2020.04.20 11:00 | sell | 413 | 0.20 | 134.232 | 0.000 | 0.000 | ||
| 825 | 2020.04.20 11:00 | sell | 414 | 0.20 | 134.232 | 0.000 | 0.000 | ||
| 826 | 2020.04.20 11:00 | sell | 415 | 0.20 | 134.232 | 0.000 | 0.000 | ||
| 827 | 2020.04.20 12:01 | sell | 416 | 0.20 | 134.308 | 0.000 | 0.000 | ||
| 828 | 2020.04.20 12:01 | sell | 417 | 0.20 | 134.308 | 0.000 | 0.000 | ||
| 829 | 2020.04.21 01:01 | close | 416 | 0.20 | 133.863 | 0.000 | 0.000 | 8883.16 | 3960496.97 |
| 830 | 2020.04.21 01:01 | close | 414 | 0.20 | 133.863 | 0.000 | 0.000 | 7363.16 | 3967860.12 |
| 831 | 2020.04.21 01:01 | close | 417 | 0.20 | 133.863 | 0.000 | 0.000 | 8883.16 | 3976743.28 |
| 832 | 2020.04.21 01:01 | close | 415 | 0.20 | 133.863 | 0.000 | 0.000 | 7363.16 | 3984106.44 |
| 833 | 2020.04.21 05:43 | close | 412 | 0.20 | 133.281 | 0.000 | 0.000 | 19003.16 | 4003109.60 |
| 834 | 2020.04.21 05:43 | close | 413 | 0.20 | 133.281 | 0.000 | 0.000 | 19003.16 | 4022112.76 |
| 835 | 2020.05.29 16:00 | buy | 418 | 0.20 | 132.412 | 0.000 | 0.000 | ||
| 836 | 2020.05.29 16:00 | buy | 419 | 0.20 | 132.412 | 0.000 | 0.000 | ||
| 837 | 2020.05.29 19:01 | close | 419 | 0.20 | 132.755 | 0.000 | 0.000 | 6860.00 | 4028972.76 |
| 838 | 2020.06.01 03:26 | close | 418 | 0.20 | 133.585 | 0.000 | 0.000 | 23471.15 | 4052443.90 |
| 839 | 2020.07.17 09:00 | sell | 420 | 0.20 | 134.586 | 0.000 | 0.000 | ||
| 840 | 2020.07.17 09:00 | sell | 421 | 0.20 | 134.586 | 0.000 | 0.000 | ||
| 841 | 2020.07.17 10:00 | sell | 422 | 0.20 | 134.520 | 0.000 | 0.000 | ||
| 842 | 2020.07.17 10:00 | sell | 423 | 0.20 | 134.520 | 0.000 | 0.000 | ||
| 843 | 2020.07.20 08:00 | sell | 424 | 0.20 | 134.386 | 0.000 | 0.000 | ||
| 844 | 2020.07.20 08:00 | sell | 425 | 0.20 | 134.386 | 0.000 | 0.000 | ||
| 845 | 2020.07.20 13:31 | close | 424 | 0.20 | 135.172 | 0.000 | 0.000 | -15720.00 | 4036723.90 |
| 846 | 2020.07.20 13:31 | close | 425 | 0.20 | 135.172 | 0.000 | 0.000 | -15720.00 | 4021003.90 |
| 847 | 2020.07.20 16:00 | close | 420 | 0.20 | 135.322 | 0.000 | 0.000 | -14736.84 | 4006267.06 |
| 848 | 2020.07.20 16:00 | close | 421 | 0.20 | 135.322 | 0.000 | 0.000 | -14736.84 | 3991530.22 |
| 849 | 2020.07.20 18:00 | close | 422 | 0.20 | 135.561 | 0.000 | 0.000 | -20836.84 | 3970693.38 |
| 850 | 2020.07.20 18:00 | close | 423 | 0.20 | 135.561 | 0.000 | 0.000 | -20836.84 | 3949856.54 |
| 851 | 2020.07.28 17:01 | buy | 426 | 0.20 | 135.743 | 0.000 | 0.000 | ||
| 852 | 2020.07.28 17:01 | buy | 427 | 0.20 | 135.743 | 0.000 | 0.000 | ||
| 853 | 2020.07.28 17:01 | buy | 428 | 0.20 | 135.743 | 0.000 | 0.000 | ||
| 854 | 2020.07.28 17:01 | buy | 429 | 0.20 | 135.743 | 0.000 | 0.000 | ||
| 855 | 2020.07.28 17:01 | buy | 430 | 0.20 | 135.743 | 0.000 | 0.000 | ||
| 856 | 2020.07.28 17:01 | buy | 431 | 0.20 | 135.743 | 0.000 | 0.000 | ||
| 857 | 2020.07.28 17:01 | buy | 432 | 0.20 | 135.743 | 0.000 | 0.000 | ||
| 858 | 2020.07.28 17:01 | buy | 433 | 0.20 | 135.743 | 0.000 | 0.000 | ||
| 859 | 2020.07.28 22:01 | close | 430 | 0.20 | 136.058 | 0.000 | 0.000 | 6300.00 | 3956156.54 |
| 860 | 2020.07.28 22:01 | close | 431 | 0.20 | 136.058 | 0.000 | 0.000 | 6300.00 | 3962456.54 |
| 861 | 2020.07.28 22:01 | close | 432 | 0.20 | 136.058 | 0.000 | 0.000 | 6300.00 | 3968756.54 |
| 862 | 2020.07.28 22:01 | close | 433 | 0.20 | 136.058 | 0.000 | 0.000 | 6300.00 | 3975056.54 |
| 863 | 2020.07.28 23:00 | close | 427 | 0.20 | 135.909 | 0.000 | 0.000 | 3320.00 | 3978376.54 |
| 864 | 2020.07.29 15:16 | close | 426 | 0.20 | 136.415 | 0.000 | 0.000 | 13451.15 | 3991827.69 |
| 865 | 2020.07.29 15:16 | close | 428 | 0.20 | 136.415 | 0.000 | 0.000 | 13451.15 | 4005278.83 |
| 866 | 2020.07.29 15:16 | close | 429 | 0.20 | 136.415 | 0.000 | 0.000 | 13451.15 | 4018729.98 |
| 867 | 2020.08.20 17:00 | sell | 434 | 0.20 | 138.818 | 0.000 | 0.000 | ||
| 868 | 2020.08.20 17:00 | sell | 435 | 0.20 | 138.818 | 0.000 | 0.000 | ||
| 869 | 2020.08.20 17:00 | sell | 436 | 0.20 | 138.818 | 0.000 | 0.000 | ||
| 870 | 2020.08.20 17:00 | sell | 437 | 0.20 | 138.818 | 0.000 | 0.000 | ||
| 871 | 2020.08.20 21:00 | close | 435 | 0.20 | 139.725 | 0.000 | 0.000 | -18140.00 | 4000589.98 |
| 872 | 2020.08.20 21:00 | close | 437 | 0.20 | 139.725 | 0.000 | 0.000 | -18140.00 | 3982449.98 |
| 873 | 2020.08.20 23:01 | close | 434 | 0.20 | 139.820 | 0.000 | 0.000 | -20040.00 | 3962409.98 |
| 874 | 2020.08.20 23:01 | close | 436 | 0.20 | 139.820 | 0.000 | 0.000 | -20040.00 | 3942369.98 |
| 875 | 2020.11.05 16:02 | sell | 438 | 0.20 | 135.767 | 0.000 | 0.000 | ||
| 876 | 2020.11.05 16:02 | sell | 439 | 0.20 | 135.767 | 0.000 | 0.000 | ||
| 877 | 2020.11.05 16:02 | sell | 440 | 0.20 | 135.767 | 0.000 | 0.000 | ||
| 878 | 2020.11.05 16:02 | sell | 441 | 0.20 | 135.767 | 0.000 | 0.000 | ||
| 879 | 2020.11.05 16:02 | sell | 442 | 0.20 | 135.767 | 0.000 | 0.000 | ||
| 880 | 2020.11.05 16:02 | sell | 443 | 0.20 | 135.767 | 0.000 | 0.000 | ||
| 881 | 2020.11.06 23:01 | close | 438 | 0.20 | 135.856 | 0.000 | 0.000 | -1796.84 | 3940573.14 |
| 882 | 2020.11.06 23:01 | close | 441 | 0.20 | 135.856 | 0.000 | 0.000 | -1796.84 | 3938776.30 |
| 883 | 2020.11.09 04:01 | close | 439 | 0.20 | 136.224 | 0.000 | 0.000 | -9173.68 | 3929602.61 |
| 884 | 2020.11.09 04:01 | close | 442 | 0.20 | 136.224 | 0.000 | 0.000 | -9173.68 | 3920428.93 |
| 885 | 2020.11.09 08:04 | close | 440 | 0.20 | 136.447 | 0.000 | 0.000 | -13633.68 | 3906795.25 |
| 886 | 2020.11.09 08:04 | close | 443 | 0.20 | 136.447 | 0.000 | 0.000 | -13633.68 | 3893161.56 |
| 887 | 2020.12.23 09:00 | buy | 444 | 0.20 | 138.821 | 0.000 | 0.000 | ||
| 888 | 2020.12.23 09:00 | buy | 445 | 0.20 | 138.821 | 0.000 | 0.000 | ||
| 889 | 2020.12.23 16:26 | close | 444 | 0.20 | 139.858 | 0.000 | 0.000 | 20740.00 | 3913901.56 |
| 890 | 2020.12.23 16:26 | close | 445 | 0.20 | 139.858 | 0.000 | 0.000 | 20740.00 | 3934641.56 |
| 891 | 2021.04.14 14:02 | sell | 446 | 0.20 | 149.869 | 0.000 | 0.000 | ||
| 892 | 2021.04.14 14:02 | sell | 447 | 0.20 | 149.869 | 0.000 | 0.000 | ||
| 893 | 2021.04.14 14:02 | sell | 448 | 0.20 | 149.869 | 0.000 | 0.000 | ||
| 894 | 2021.04.14 14:02 | sell | 449 | 0.20 | 149.869 | 0.000 | 0.000 | ||
| 895 | 2021.04.14 14:02 | sell | 450 | 0.20 | 149.869 | 0.000 | 0.000 | ||
| 896 | 2021.04.14 14:02 | sell | 451 | 0.20 | 149.869 | 0.000 | 0.000 | ||
| 897 | 2021.04.14 14:02 | sell | 452 | 0.20 | 149.869 | 0.000 | 0.000 | ||
| 898 | 2021.04.14 14:02 | sell | 453 | 0.20 | 149.869 | 0.000 | 0.000 | ||
| 899 | 2021.04.14 15:00 | sell | 454 | 0.20 | 149.845 | 0.000 | 0.000 | ||
| 900 | 2021.04.14 15:00 | sell | 455 | 0.20 | 149.845 | 0.000 | 0.000 | ||