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 |
| 901 | 2021.04.16 01:00 | close | 446 | 0.20 | 149.922 | 0.000 | 0.000 | -1127.37 | 3933514.19 |
| 902 | 2021.04.16 01:00 | close | 450 | 0.20 | 149.922 | 0.000 | 0.000 | -1127.37 | 3932386.82 |
| 903 | 2021.04.16 11:00 | close | 447 | 0.20 | 149.799 | 0.000 | 0.000 | 1332.63 | 3933719.45 |
| 904 | 2021.04.16 11:00 | close | 448 | 0.20 | 149.799 | 0.000 | 0.000 | 1332.63 | 3935052.09 |
| 905 | 2021.04.16 11:00 | close | 451 | 0.20 | 149.799 | 0.000 | 0.000 | 1332.63 | 3936384.72 |
| 906 | 2021.04.16 11:00 | close | 452 | 0.20 | 149.799 | 0.000 | 0.000 | 1332.63 | 3937717.35 |
| 907 | 2021.04.16 11:00 | close | 455 | 0.20 | 149.799 | 0.000 | 0.000 | 852.63 | 3938569.98 |
| 908 | 2021.04.16 11:00 | close | 453 | 0.20 | 149.799 | 0.000 | 0.000 | 1332.63 | 3939902.61 |
| 909 | 2021.04.16 13:00 | close | 454 | 0.20 | 149.959 | 0.000 | 0.000 | -2347.37 | 3937555.24 |
| 910 | 2021.04.16 13:00 | close | 449 | 0.20 | 149.959 | 0.000 | 0.000 | -1867.37 | 3935687.87 |
| 911 | 2021.05.04 09:00 | buy | 456 | 0.20 | 151.723 | 0.000 | 0.000 | ||
| 912 | 2021.05.04 09:00 | buy | 457 | 0.20 | 151.723 | 0.000 | 0.000 | ||
| 913 | 2021.05.04 09:00 | buy | 458 | 0.20 | 151.723 | 0.000 | 0.000 | ||
| 914 | 2021.05.04 09:00 | buy | 459 | 0.20 | 151.723 | 0.000 | 0.000 | ||
| 915 | 2021.05.04 09:00 | buy | 460 | 0.20 | 151.723 | 0.000 | 0.000 | ||
| 916 | 2021.05.04 09:00 | buy | 461 | 0.20 | 151.723 | 0.000 | 0.000 | ||
| 917 | 2021.05.04 09:00 | buy | 462 | 0.20 | 151.723 | 0.000 | 0.000 | ||
| 918 | 2021.05.04 09:00 | buy | 463 | 0.20 | 151.723 | 0.000 | 0.000 | ||
| 919 | 2021.05.04 09:00 | buy | 464 | 0.20 | 151.723 | 0.000 | 0.000 | ||
| 920 | 2021.05.04 09:00 | buy | 465 | 0.20 | 151.723 | 0.000 | 0.000 | ||
| 921 | 2021.05.04 11:00 | close | 456 | 0.20 | 151.703 | 0.000 | 0.000 | -400.00 | 3935287.87 |
| 922 | 2021.05.04 11:00 | close | 457 | 0.20 | 151.703 | 0.000 | 0.000 | -400.00 | 3934887.87 |
| 923 | 2021.05.04 11:00 | close | 461 | 0.20 | 151.703 | 0.000 | 0.000 | -400.00 | 3934487.87 |
| 924 | 2021.05.04 11:00 | close | 462 | 0.20 | 151.703 | 0.000 | 0.000 | -400.00 | 3934087.87 |
| 925 | 2021.05.04 11:00 | close | 463 | 0.20 | 151.703 | 0.000 | 0.000 | -400.00 | 3933687.87 |
| 926 | 2021.05.04 11:00 | close | 464 | 0.20 | 151.703 | 0.000 | 0.000 | -400.00 | 3933287.87 |
| 927 | 2021.05.04 11:00 | close | 465 | 0.20 | 151.703 | 0.000 | 0.000 | -400.00 | 3932887.87 |
| 928 | 2021.05.04 12:00 | close | 458 | 0.20 | 151.747 | 0.000 | 0.000 | 480.00 | 3933367.87 |
| 929 | 2021.05.04 12:00 | close | 459 | 0.20 | 151.747 | 0.000 | 0.000 | 480.00 | 3933847.87 |
| 930 | 2021.05.04 12:00 | close | 460 | 0.20 | 151.747 | 0.000 | 0.000 | 480.00 | 3934327.87 |
| 931 | 2021.05.04 18:01 | buy | 466 | 0.20 | 151.604 | 0.000 | 0.000 | ||
| 932 | 2021.05.04 18:01 | buy | 467 | 0.20 | 151.604 | 0.000 | 0.000 | ||
| 933 | 2021.05.04 18:01 | buy | 468 | 0.20 | 151.604 | 0.000 | 0.000 | ||
| 934 | 2021.05.04 18:01 | buy | 469 | 0.20 | 151.604 | 0.000 | 0.000 | ||
| 935 | 2021.05.04 18:01 | buy | 470 | 0.20 | 151.604 | 0.000 | 0.000 | ||
| 936 | 2021.05.04 18:01 | buy | 471 | 0.20 | 151.604 | 0.000 | 0.000 | ||
| 937 | 2021.05.04 19:00 | buy | 472 | 0.20 | 151.704 | 0.000 | 0.000 | ||
| 938 | 2021.05.04 19:00 | buy | 473 | 0.20 | 151.704 | 0.000 | 0.000 | ||
| 939 | 2021.05.05 06:04 | close | 467 | 0.20 | 151.936 | 0.000 | 0.000 | 6651.15 | 3940979.02 |
| 940 | 2021.05.05 06:04 | close | 469 | 0.20 | 151.936 | 0.000 | 0.000 | 6651.15 | 3947630.17 |
| 941 | 2021.05.05 06:04 | close | 470 | 0.20 | 151.936 | 0.000 | 0.000 | 6651.15 | 3954281.32 |
| 942 | 2021.05.05 06:04 | close | 471 | 0.20 | 151.936 | 0.000 | 0.000 | 6651.15 | 3960932.47 |
| 943 | 2021.05.05 06:04 | close | 473 | 0.20 | 151.936 | 0.000 | 0.000 | 4651.15 | 3965583.62 |
| 944 | 2021.05.05 17:00 | close | 466 | 0.20 | 151.856 | 0.000 | 0.000 | 5051.15 | 3970634.77 |
| 945 | 2021.05.06 06:00 | close | 468 | 0.20 | 151.920 | 0.000 | 0.000 | 6364.60 | 3976999.36 |
| 946 | 2021.05.06 06:00 | close | 472 | 0.20 | 151.920 | 0.000 | 0.000 | 4364.60 | 3981363.96 |
| 947 | 2021.05.24 18:01 | sell | 474 | 0.20 | 153.968 | 0.000 | 0.000 | ||
| 948 | 2021.05.24 18:01 | sell | 475 | 0.20 | 153.968 | 0.000 | 0.000 | ||
| 949 | 2021.05.24 18:01 | sell | 476 | 0.20 | 153.968 | 0.000 | 0.000 | ||
| 950 | 2021.05.24 18:01 | sell | 477 | 0.20 | 153.968 | 0.000 | 0.000 | ||
| 951 | 2021.05.24 19:06 | sell | 478 | 0.20 | 153.958 | 0.000 | 0.000 | ||
| 952 | 2021.05.24 19:06 | sell | 479 | 0.20 | 153.958 | 0.000 | 0.000 | ||
| 953 | 2021.05.26 06:00 | close | 474 | 0.20 | 153.992 | 0.000 | 0.000 | -513.68 | 3980850.28 |
| 954 | 2021.05.26 06:00 | close | 475 | 0.20 | 153.992 | 0.000 | 0.000 | -513.68 | 3980336.59 |
| 955 | 2021.05.26 06:00 | close | 476 | 0.20 | 153.992 | 0.000 | 0.000 | -513.68 | 3979822.91 |
| 956 | 2021.05.26 06:00 | close | 477 | 0.20 | 153.992 | 0.000 | 0.000 | -513.68 | 3979309.22 |
| 957 | 2021.05.26 12:02 | close | 478 | 0.20 | 154.120 | 0.000 | 0.000 | -3273.68 | 3976035.54 |
| 958 | 2021.05.26 12:02 | close | 479 | 0.20 | 154.120 | 0.000 | 0.000 | -3273.68 | 3972761.85 |
| 959 | 2021.06.04 12:00 | buy | 480 | 0.20 | 155.623 | 0.000 | 0.000 | ||
| 960 | 2021.06.04 12:00 | buy | 481 | 0.20 | 155.623 | 0.000 | 0.000 | ||
| 961 | 2021.06.04 18:27 | close | 480 | 0.20 | 155.069 | 0.000 | 0.000 | -11080.00 | 3961681.85 |
| 962 | 2021.06.04 18:27 | close | 481 | 0.20 | 155.069 | 0.000 | 0.000 | -11080.00 | 3950601.85 |
| 963 | 2021.07.01 14:00 | buy | 482 | 0.20 | 153.726 | 0.000 | 0.000 | ||
| 964 | 2021.07.01 14:00 | buy | 483 | 0.20 | 153.726 | 0.000 | 0.000 | ||
| 965 | 2021.07.01 14:00 | buy | 484 | 0.20 | 153.726 | 0.000 | 0.000 | ||
| 966 | 2021.07.01 14:00 | buy | 485 | 0.20 | 153.726 | 0.000 | 0.000 | ||
| 967 | 2021.07.05 04:02 | close | 482 | 0.20 | 153.644 | 0.000 | 0.000 | -1617.70 | 3948984.15 |
| 968 | 2021.07.05 04:02 | close | 484 | 0.20 | 153.644 | 0.000 | 0.000 | -1617.70 | 3947366.45 |
| 969 | 2021.07.05 06:10 | close | 483 | 0.20 | 153.574 | 0.000 | 0.000 | -3017.70 | 3944348.75 |
| 970 | 2021.07.05 06:10 | close | 485 | 0.20 | 153.574 | 0.000 | 0.000 | -3017.70 | 3941331.05 |
| 971 | 2021.08.30 06:01 | buy | 486 | 0.20 | 151.169 | 0.000 | 0.000 | ||
| 972 | 2021.08.30 06:01 | buy | 487 | 0.20 | 151.169 | 0.000 | 0.000 | ||
| 973 | 2021.08.30 06:01 | buy | 488 | 0.20 | 151.169 | 0.000 | 0.000 | ||
| 974 | 2021.08.30 06:01 | buy | 489 | 0.20 | 151.169 | 0.000 | 0.000 | ||
| 975 | 2021.08.30 07:01 | buy | 490 | 0.20 | 151.157 | 0.000 | 0.000 | ||
| 976 | 2021.08.30 07:01 | buy | 491 | 0.20 | 151.157 | 0.000 | 0.000 | ||
| 977 | 2021.08.30 07:01 | buy | 492 | 0.20 | 151.157 | 0.000 | 0.000 | ||
| 978 | 2021.08.30 07:01 | buy | 493 | 0.20 | 151.157 | 0.000 | 0.000 | ||
| 979 | 2021.08.30 12:06 | buy | 494 | 0.20 | 151.129 | 0.000 | 0.000 | ||
| 980 | 2021.08.30 12:06 | buy | 495 | 0.20 | 151.129 | 0.000 | 0.000 | ||
| 981 | 2021.08.31 10:00 | close | 494 | 0.20 | 151.489 | 0.000 | 0.000 | 7211.15 | 3948542.20 |
| 982 | 2021.08.31 10:00 | close | 488 | 0.20 | 151.489 | 0.000 | 0.000 | 6411.15 | 3954953.34 |
| 983 | 2021.08.31 10:00 | close | 492 | 0.20 | 151.489 | 0.000 | 0.000 | 6651.15 | 3961604.49 |
| 984 | 2021.08.31 10:00 | close | 495 | 0.20 | 151.489 | 0.000 | 0.000 | 7211.15 | 3968815.64 |
| 985 | 2021.08.31 10:00 | close | 489 | 0.20 | 151.489 | 0.000 | 0.000 | 6411.15 | 3975226.79 |
| 986 | 2021.08.31 10:00 | close | 493 | 0.20 | 151.489 | 0.000 | 0.000 | 6651.15 | 3981877.94 |
| 987 | 2021.08.31 11:00 | close | 490 | 0.20 | 151.360 | 0.000 | 0.000 | 4071.15 | 3985949.09 |
| 988 | 2021.08.31 16:00 | close | 486 | 0.20 | 151.218 | 0.000 | 0.000 | 991.15 | 3986940.24 |
| 989 | 2021.08.31 16:00 | close | 487 | 0.20 | 151.218 | 0.000 | 0.000 | 991.15 | 3987931.39 |
| 990 | 2021.08.31 16:00 | close | 491 | 0.20 | 151.218 | 0.000 | 0.000 | 1231.15 | 3989162.54 |
| 991 | 2021.11.01 17:00 | sell | 496 | 0.20 | 156.120 | 0.000 | 0.000 | ||
| 992 | 2021.11.01 17:00 | sell | 497 | 0.20 | 156.120 | 0.000 | 0.000 | ||
| 993 | 2021.11.01 20:01 | sell | 498 | 0.20 | 155.957 | 0.000 | 0.000 | ||
| 994 | 2021.11.01 20:01 | sell | 499 | 0.20 | 155.957 | 0.000 | 0.000 | ||
| 995 | 2021.11.01 20:01 | sell | 500 | 0.20 | 155.957 | 0.000 | 0.000 | ||
| 996 | 2021.11.01 20:01 | sell | 501 | 0.20 | 155.957 | 0.000 | 0.000 | ||
| 997 | 2021.11.01 20:01 | sell | 502 | 0.20 | 155.957 | 0.000 | 0.000 | ||
| 998 | 2021.11.01 20:01 | sell | 503 | 0.20 | 155.957 | 0.000 | 0.000 | ||
| 999 | 2021.11.01 23:00 | close | 497 | 0.20 | 155.800 | 0.000 | 0.000 | 6400.00 | 3995562.54 |
| 1000 | 2021.11.01 23:00 | close | 501 | 0.20 | 155.800 | 0.000 | 0.000 | 3140.00 | 3998702.54 |
| 1001 | 2021.11.01 23:00 | close | 502 | 0.20 | 155.800 | 0.000 | 0.000 | 3140.00 | 4001842.54 |
| 1002 | 2021.11.01 23:00 | close | 503 | 0.20 | 155.800 | 0.000 | 0.000 | 3140.00 | 4004982.54 |
| 1003 | 2021.11.02 00:05 | close | 498 | 0.20 | 155.755 | 0.000 | 0.000 | 4023.16 | 4009005.69 |
| 1004 | 2021.11.02 07:39 | close | 499 | 0.20 | 155.188 | 0.000 | 0.000 | 15363.16 | 4024368.85 |
| 1005 | 2021.11.02 07:39 | close | 500 | 0.20 | 155.188 | 0.000 | 0.000 | 15363.16 | 4039732.01 |
| 1006 | 2021.11.02 10:05 | close | 496 | 0.20 | 155.046 | 0.000 | 0.000 | 21463.16 | 4061195.17 |
| 1007 | 2021.11.23 17:00 | buy | 504 | 0.20 | 153.873 | 0.000 | 0.000 | ||
| 1008 | 2021.11.23 17:00 | buy | 505 | 0.20 | 153.873 | 0.000 | 0.000 | ||
| 1009 | 2021.11.23 17:00 | buy | 506 | 0.20 | 153.873 | 0.000 | 0.000 | ||
| 1010 | 2021.11.23 17:00 | buy | 507 | 0.20 | 153.873 | 0.000 | 0.000 | ||
| 1011 | 2021.11.23 19:00 | buy | 508 | 0.20 | 153.944 | 0.000 | 0.000 | ||
| 1012 | 2021.11.23 19:00 | buy | 509 | 0.20 | 153.944 | 0.000 | 0.000 | ||
| 1013 | 2021.11.25 00:05 | close | 504 | 0.20 | 153.828 | 0.000 | 0.000 | -855.40 | 4060339.76 |
| 1014 | 2021.11.25 00:05 | close | 506 | 0.20 | 153.828 | 0.000 | 0.000 | -855.40 | 4059484.36 |
| 1015 | 2021.11.25 11:00 | close | 505 | 0.20 | 153.842 | 0.000 | 0.000 | -575.40 | 4058908.96 |
| 1016 | 2021.11.25 11:00 | close | 508 | 0.20 | 153.842 | 0.000 | 0.000 | -1995.40 | 4056913.55 |
| 1017 | 2021.11.25 11:00 | close | 507 | 0.20 | 153.842 | 0.000 | 0.000 | -575.40 | 4056338.15 |
| 1018 | 2021.11.25 11:00 | close | 509 | 0.20 | 153.842 | 0.000 | 0.000 | -1995.40 | 4054342.75 |
| 1019 | 2021.12.02 16:00 | sell | 510 | 0.20 | 150.206 | 0.000 | 0.000 | ||
| 1020 | 2021.12.02 16:00 | sell | 511 | 0.20 | 150.206 | 0.000 | 0.000 | ||
| 1021 | 2021.12.02 16:00 | sell | 512 | 0.20 | 150.206 | 0.000 | 0.000 | ||
| 1022 | 2021.12.02 16:00 | sell | 513 | 0.20 | 150.206 | 0.000 | 0.000 | ||
| 1023 | 2021.12.03 23:00 | close | 511 | 0.20 | 149.312 | 0.000 | 0.000 | 17863.16 | 4072205.90 |
| 1024 | 2021.12.03 23:00 | close | 512 | 0.20 | 149.312 | 0.000 | 0.000 | 17863.16 | 4090069.06 |
| 1025 | 2021.12.03 23:00 | close | 513 | 0.20 | 149.312 | 0.000 | 0.000 | 17863.16 | 4107932.22 |
| 1026 | 2021.12.06 11:00 | close | 510 | 0.20 | 150.004 | 0.000 | 0.000 | 4006.32 | 4111938.53 |
| 1027 | 2022.02.17 22:03 | sell | 514 | 0.20 | 156.552 | 0.000 | 0.000 | ||
| 1028 | 2022.02.17 22:03 | sell | 515 | 0.20 | 156.552 | 0.000 | 0.000 | ||
| 1029 | 2022.02.17 22:03 | sell | 516 | 0.20 | 156.552 | 0.000 | 0.000 | ||
| 1030 | 2022.02.17 22:03 | sell | 517 | 0.20 | 156.552 | 0.000 | 0.000 | ||
| 1031 | 2022.02.17 22:03 | sell | 518 | 0.20 | 156.552 | 0.000 | 0.000 | ||
| 1032 | 2022.02.17 22:03 | sell | 519 | 0.20 | 156.552 | 0.000 | 0.000 | ||
| 1033 | 2022.02.18 03:03 | sell | 520 | 0.20 | 156.429 | 0.000 | 0.000 | ||
| 1034 | 2022.02.18 03:03 | sell | 521 | 0.20 | 156.429 | 0.000 | 0.000 | ||
| 1035 | 2022.02.21 05:02 | close | 514 | 0.20 | 156.583 | 0.000 | 0.000 | -653.68 | 4111284.85 |
| 1036 | 2022.02.21 05:02 | close | 517 | 0.20 | 156.583 | 0.000 | 0.000 | -653.68 | 4110631.17 |
| 1037 | 2022.02.21 14:00 | sell | 522 | 0.20 | 156.429 | 0.000 | 0.000 | ||
| 1038 | 2022.02.21 14:00 | sell | 523 | 0.20 | 156.429 | 0.000 | 0.000 | ||
| 1039 | 2022.02.21 15:00 | sell | 524 | 0.20 | 156.379 | 0.000 | 0.000 | ||
| 1040 | 2022.02.21 15:00 | sell | 525 | 0.20 | 156.379 | 0.000 | 0.000 | ||
| 1041 | 2022.02.21 23:00 | close | 520 | 0.20 | 156.176 | 0.000 | 0.000 | 5043.16 | 4115674.32 |
| 1042 | 2022.02.21 23:00 | close | 523 | 0.20 | 156.176 | 0.000 | 0.000 | 5060.00 | 4120734.32 |
| 1043 | 2022.02.21 23:00 | close | 525 | 0.20 | 156.176 | 0.000 | 0.000 | 4060.00 | 4124794.32 |
| 1044 | 2022.02.21 23:00 | close | 521 | 0.20 | 156.176 | 0.000 | 0.000 | 5043.16 | 4129837.48 |
| 1045 | 2022.02.21 23:00 | close | 518 | 0.20 | 156.176 | 0.000 | 0.000 | 7486.32 | 4137323.80 |
| 1046 | 2022.02.21 23:00 | close | 519 | 0.20 | 156.176 | 0.000 | 0.000 | 7486.32 | 4144810.11 |
| 1047 | 2022.02.22 01:24 | close | 522 | 0.20 | 155.553 | 0.000 | 0.000 | 17503.16 | 4162313.27 |
| 1048 | 2022.02.22 01:24 | close | 524 | 0.20 | 155.553 | 0.000 | 0.000 | 16503.16 | 4178816.43 |
| 1049 | 2022.02.22 16:00 | close | 515 | 0.20 | 156.020 | 0.000 | 0.000 | 10589.47 | 4189405.90 |
| 1050 | 2022.02.22 16:00 | close | 516 | 0.20 | 156.020 | 0.000 | 0.000 | 10589.47 | 4199995.38 |