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 |
| 1051 | 2022.05.03 17:00 | sell | 526 | 0.20 | 162.821 | 0.000 | 0.000 | ||
| 1052 | 2022.05.03 17:00 | sell | 527 | 0.20 | 162.821 | 0.000 | 0.000 | ||
| 1053 | 2022.05.03 17:00 | sell | 528 | 0.20 | 162.821 | 0.000 | 0.000 | ||
| 1054 | 2022.05.03 17:00 | sell | 529 | 0.20 | 162.821 | 0.000 | 0.000 | ||
| 1055 | 2022.05.03 18:00 | sell | 530 | 0.20 | 162.552 | 0.000 | 0.000 | ||
| 1056 | 2022.05.03 18:00 | sell | 531 | 0.20 | 162.552 | 0.000 | 0.000 | ||
| 1057 | 2022.05.04 09:01 | close | 530 | 0.20 | 162.343 | 0.000 | 0.000 | 4163.16 | 4204158.53 |
| 1058 | 2022.05.04 09:01 | close | 528 | 0.20 | 162.343 | 0.000 | 0.000 | 9543.16 | 4213701.69 |
| 1059 | 2022.05.04 09:01 | close | 529 | 0.20 | 162.343 | 0.000 | 0.000 | 9543.16 | 4223244.85 |
| 1060 | 2022.05.04 09:01 | close | 531 | 0.20 | 162.343 | 0.000 | 0.000 | 4163.16 | 4227408.01 |
| 1061 | 2022.05.04 10:00 | close | 527 | 0.20 | 162.537 | 0.000 | 0.000 | 5663.16 | 4233071.16 |
| 1062 | 2022.05.04 11:02 | close | 526 | 0.20 | 162.744 | 0.000 | 0.000 | 1523.16 | 4234594.32 |
| 1063 | 2022.05.20 19:00 | buy | 532 | 0.20 | 159.734 | 0.000 | 0.000 | ||
| 1064 | 2022.05.20 19:00 | buy | 533 | 0.20 | 159.734 | 0.000 | 0.000 | ||
| 1065 | 2022.05.20 23:00 | buy | 534 | 0.20 | 159.701 | 0.000 | 0.000 | ||
| 1066 | 2022.05.20 23:00 | buy | 535 | 0.20 | 159.701 | 0.000 | 0.000 | ||
| 1067 | 2022.05.20 23:00 | buy | 536 | 0.20 | 159.701 | 0.000 | 0.000 | ||
| 1068 | 2022.05.20 23:00 | buy | 537 | 0.20 | 159.701 | 0.000 | 0.000 | ||
| 1069 | 2022.05.20 23:00 | buy | 538 | 0.20 | 159.701 | 0.000 | 0.000 | ||
| 1070 | 2022.05.20 23:00 | buy | 539 | 0.20 | 159.701 | 0.000 | 0.000 | ||
| 1071 | 2022.05.23 05:00 | close | 532 | 0.20 | 159.636 | 0.000 | 0.000 | -1948.85 | 4232645.47 |
| 1072 | 2022.05.23 05:00 | close | 534 | 0.20 | 159.636 | 0.000 | 0.000 | -1288.85 | 4231356.62 |
| 1073 | 2022.05.23 08:00 | buy | 540 | 0.20 | 159.891 | 0.000 | 0.000 | ||
| 1074 | 2022.05.23 11:01 | close | 533 | 0.20 | 160.281 | 0.000 | 0.000 | 10951.15 | 4242307.77 |
| 1075 | 2022.05.23 11:01 | close | 537 | 0.20 | 160.281 | 0.000 | 0.000 | 11611.15 | 4253918.92 |
| 1076 | 2022.05.23 11:01 | close | 538 | 0.20 | 160.281 | 0.000 | 0.000 | 11611.15 | 4265530.07 |
| 1077 | 2022.05.23 11:01 | close | 539 | 0.20 | 160.281 | 0.000 | 0.000 | 11611.15 | 4277141.22 |
| 1078 | 2022.05.24 06:01 | close | 540 | 0.20 | 160.512 | 0.000 | 0.000 | 12431.15 | 4289572.37 |
| 1079 | 2022.05.24 08:01 | close | 535 | 0.20 | 160.354 | 0.000 | 0.000 | 13082.30 | 4302654.66 |
| 1080 | 2022.05.24 08:01 | close | 536 | 0.20 | 160.354 | 0.000 | 0.000 | 13082.30 | 4315736.96 |
| 1081 | 2022.05.26 14:01 | buy | 541 | 0.20 | 159.916 | 0.000 | 0.000 | ||
| 1082 | 2022.05.26 14:01 | buy | 542 | 0.20 | 159.916 | 0.000 | 0.000 | ||
| 1083 | 2022.05.26 14:01 | buy | 543 | 0.20 | 159.916 | 0.000 | 0.000 | ||
| 1084 | 2022.05.26 14:01 | buy | 544 | 0.20 | 159.916 | 0.000 | 0.000 | ||
| 1085 | 2022.05.26 14:01 | buy | 545 | 0.20 | 159.916 | 0.000 | 0.000 | ||
| 1086 | 2022.05.26 14:01 | buy | 546 | 0.20 | 159.916 | 0.000 | 0.000 | ||
| 1087 | 2022.05.26 15:00 | buy | 547 | 0.20 | 160.021 | 0.000 | 0.000 | ||
| 1088 | 2022.05.26 15:00 | buy | 548 | 0.20 | 160.021 | 0.000 | 0.000 | ||
| 1089 | 2022.05.26 15:00 | buy | 549 | 0.20 | 160.021 | 0.000 | 0.000 | ||
| 1090 | 2022.05.26 15:00 | buy | 550 | 0.20 | 160.021 | 0.000 | 0.000 | ||
| 1091 | 2022.05.26 18:00 | buy | 551 | 0.20 | 160.103 | 0.000 | 0.000 | ||
| 1092 | 2022.05.26 18:00 | buy | 552 | 0.20 | 160.103 | 0.000 | 0.000 | ||
| 1093 | 2022.05.30 10:01 | close | 542 | 0.20 | 160.738 | 0.000 | 0.000 | 16462.30 | 4332199.26 |
| 1094 | 2022.05.30 10:01 | close | 547 | 0.20 | 160.738 | 0.000 | 0.000 | 14362.30 | 4346561.56 |
| 1095 | 2022.05.30 10:01 | close | 544 | 0.20 | 160.738 | 0.000 | 0.000 | 16462.30 | 4363023.86 |
| 1096 | 2022.05.30 10:01 | close | 545 | 0.20 | 160.738 | 0.000 | 0.000 | 16462.30 | 4379486.15 |
| 1097 | 2022.05.30 10:01 | close | 549 | 0.20 | 160.738 | 0.000 | 0.000 | 14362.30 | 4393848.45 |
| 1098 | 2022.05.30 10:01 | close | 552 | 0.20 | 160.738 | 0.000 | 0.000 | 12722.30 | 4406570.75 |
| 1099 | 2022.05.30 10:01 | close | 550 | 0.20 | 160.738 | 0.000 | 0.000 | 14362.30 | 4420933.05 |
| 1100 | 2022.05.30 10:01 | close | 546 | 0.20 | 160.738 | 0.000 | 0.000 | 16462.30 | 4437395.35 |
| 1101 | 2022.05.31 09:00 | close | 541 | 0.20 | 161.260 | 0.000 | 0.000 | 26913.45 | 4464308.79 |
| 1102 | 2022.05.31 11:00 | close | 551 | 0.20 | 161.021 | 0.000 | 0.000 | 18393.45 | 4482702.24 |
| 1103 | 2022.05.31 11:00 | close | 548 | 0.20 | 161.021 | 0.000 | 0.000 | 20033.45 | 4502735.69 |
| 1104 | 2022.05.31 11:00 | close | 543 | 0.20 | 161.021 | 0.000 | 0.000 | 22133.45 | 4524869.14 |
| 1105 | 2022.06.28 07:00 | buy | 553 | 0.20 | 166.110 | 0.000 | 0.000 | ||
| 1106 | 2022.06.28 07:00 | buy | 554 | 0.20 | 166.110 | 0.000 | 0.000 | ||
| 1107 | 2022.06.28 14:00 | close | 554 | 0.20 | 166.654 | 0.000 | 0.000 | 10880.00 | 4535749.14 |
| 1108 | 2022.06.28 18:00 | close | 553 | 0.20 | 166.228 | 0.000 | 0.000 | 2360.00 | 4538109.14 |
| 1109 | 2022.07.14 04:00 | buy | 555 | 0.20 | 163.564 | 0.000 | 0.000 | ||
| 1110 | 2022.07.14 04:00 | buy | 556 | 0.20 | 163.564 | 0.000 | 0.000 | ||
| 1111 | 2022.07.14 04:00 | buy | 557 | 0.20 | 163.564 | 0.000 | 0.000 | ||
| 1112 | 2022.07.14 04:00 | buy | 558 | 0.20 | 163.564 | 0.000 | 0.000 | ||
| 1113 | 2022.07.14 04:00 | buy | 559 | 0.20 | 163.564 | 0.000 | 0.000 | ||
| 1114 | 2022.07.14 04:00 | buy | 560 | 0.20 | 163.564 | 0.000 | 0.000 | ||
| 1115 | 2022.07.14 05:00 | buy | 561 | 0.20 | 163.536 | 0.000 | 0.000 | ||
| 1116 | 2022.07.14 05:00 | buy | 562 | 0.20 | 163.536 | 0.000 | 0.000 | ||
| 1117 | 2022.07.14 10:57 | close | 561 | 0.20 | 165.124 | 0.000 | 0.000 | 31760.00 | 4569869.14 |
| 1118 | 2022.07.14 10:57 | close | 562 | 0.20 | 165.124 | 0.000 | 0.000 | 31760.00 | 4601629.14 |
| 1119 | 2022.07.14 12:00 | close | 558 | 0.20 | 164.676 | 0.000 | 0.000 | 22240.00 | 4623869.14 |
| 1120 | 2022.07.14 12:00 | close | 559 | 0.20 | 164.676 | 0.000 | 0.000 | 22240.00 | 4646109.14 |
| 1121 | 2022.07.14 12:00 | close | 560 | 0.20 | 164.676 | 0.000 | 0.000 | 22240.00 | 4668349.14 |
| 1122 | 2022.07.14 14:00 | close | 556 | 0.20 | 164.481 | 0.000 | 0.000 | 18340.00 | 4686689.14 |
| 1123 | 2022.07.14 18:00 | close | 555 | 0.20 | 164.099 | 0.000 | 0.000 | 10700.00 | 4697389.14 |
| 1124 | 2022.07.14 18:00 | close | 557 | 0.20 | 164.099 | 0.000 | 0.000 | 10700.00 | 4708089.14 |
| 1125 | 2022.10.25 02:02 | buy | 563 | 0.20 | 168.357 | 0.000 | 0.000 | ||
| 1126 | 2022.10.25 02:02 | buy | 564 | 0.20 | 168.357 | 0.000 | 0.000 | ||
| 1127 | 2022.10.25 03:01 | buy | 565 | 0.20 | 168.251 | 0.000 | 0.000 | ||
| 1128 | 2022.10.25 03:01 | buy | 566 | 0.20 | 168.251 | 0.000 | 0.000 | ||
| 1129 | 2022.10.25 18:00 | close | 564 | 0.20 | 169.373 | 0.000 | 0.000 | 20320.00 | 4728409.14 |
| 1130 | 2022.10.25 18:00 | close | 566 | 0.20 | 169.373 | 0.000 | 0.000 | 22440.00 | 4750849.14 |
| 1131 | 2022.10.25 23:01 | close | 565 | 0.20 | 169.683 | 0.000 | 0.000 | 28640.00 | 4779489.14 |
| 1132 | 2022.10.26 17:00 | close | 563 | 0.20 | 169.860 | 0.000 | 0.000 | 30071.15 | 4809560.28 |
| 1133 | 2022.11.25 18:00 | buy | 567 | 0.20 | 168.413 | 0.000 | 0.000 | ||
| 1134 | 2022.11.25 18:00 | buy | 568 | 0.20 | 168.413 | 0.000 | 0.000 | ||
| 1135 | 2022.11.28 03:35 | close | 567 | 0.20 | 167.105 | 0.000 | 0.000 | -26148.85 | 4783411.43 |
| 1136 | 2022.11.28 03:35 | close | 568 | 0.20 | 167.105 | 0.000 | 0.000 | -26148.85 | 4757262.58 |
| 1137 | 2023.02.10 12:00 | sell | 569 | 0.20 | 158.419 | 0.000 | 0.000 | ||
| 1138 | 2023.02.10 12:00 | sell | 570 | 0.20 | 158.419 | 0.000 | 0.000 | ||
| 1139 | 2023.02.10 15:00 | sell | 571 | 0.20 | 158.307 | 0.000 | 0.000 | ||
| 1140 | 2023.02.10 15:00 | sell | 572 | 0.20 | 158.307 | 0.000 | 0.000 | ||
| 1141 | 2023.02.10 16:01 | sell | 573 | 0.20 | 158.333 | 0.000 | 0.000 | ||
| 1142 | 2023.02.10 16:01 | sell | 574 | 0.20 | 158.333 | 0.000 | 0.000 | ||
| 1143 | 2023.02.10 20:03 | sell | 575 | 0.20 | 158.452 | 0.000 | 0.000 | ||
| 1144 | 2023.02.10 20:03 | sell | 576 | 0.20 | 158.452 | 0.000 | 0.000 | ||
| 1145 | 2023.02.13 14:00 | close | 571 | 0.20 | 160.010 | 0.000 | 0.000 | -34076.84 | 4723185.74 |
| 1146 | 2023.02.13 14:00 | close | 573 | 0.20 | 160.010 | 0.000 | 0.000 | -33556.84 | 4689628.90 |
| 1147 | 2023.02.13 14:00 | close | 572 | 0.20 | 160.010 | 0.000 | 0.000 | -34076.84 | 4655552.06 |
| 1148 | 2023.02.13 14:00 | close | 574 | 0.20 | 160.010 | 0.000 | 0.000 | -33556.84 | 4621995.21 |
| 1149 | 2023.02.13 14:40 | close | 569 | 0.20 | 160.440 | 0.000 | 0.000 | -40436.84 | 4581558.37 |
| 1150 | 2023.02.13 14:40 | close | 575 | 0.20 | 160.440 | 0.000 | 0.000 | -39776.84 | 4541781.53 |
| 1151 | 2023.02.13 14:40 | close | 570 | 0.20 | 160.440 | 0.000 | 0.000 | -40436.84 | 4501344.69 |
| 1152 | 2023.02.13 14:40 | close | 576 | 0.20 | 160.440 | 0.000 | 0.000 | -39776.84 | 4461567.84 |
| 1153 | 2023.03.02 11:00 | sell | 577 | 0.20 | 163.403 | 0.000 | 0.000 | ||
| 1154 | 2023.03.02 11:00 | sell | 578 | 0.20 | 163.403 | 0.000 | 0.000 | ||
| 1155 | 2023.03.02 11:00 | sell | 579 | 0.20 | 163.403 | 0.000 | 0.000 | ||
| 1156 | 2023.03.02 11:00 | sell | 580 | 0.20 | 163.403 | 0.000 | 0.000 | ||
| 1157 | 2023.03.02 11:00 | sell | 581 | 0.20 | 163.403 | 0.000 | 0.000 | ||
| 1158 | 2023.03.02 11:00 | sell | 582 | 0.20 | 163.403 | 0.000 | 0.000 | ||
| 1159 | 2023.03.02 11:00 | sell | 583 | 0.20 | 163.403 | 0.000 | 0.000 | ||
| 1160 | 2023.03.02 11:00 | sell | 584 | 0.20 | 163.403 | 0.000 | 0.000 | ||
| 1161 | 2023.03.02 11:00 | sell | 585 | 0.20 | 163.403 | 0.000 | 0.000 | ||
| 1162 | 2023.03.02 11:00 | sell | 586 | 0.20 | 163.403 | 0.000 | 0.000 | ||
| 1163 | 2023.03.03 20:00 | close | 577 | 0.20 | 163.486 | 0.000 | 0.000 | -1676.84 | 4459891.00 |
| 1164 | 2023.03.03 20:00 | close | 582 | 0.20 | 163.486 | 0.000 | 0.000 | -1676.84 | 4458214.16 |
| 1165 | 2023.03.03 23:04 | close | 578 | 0.20 | 163.592 | 0.000 | 0.000 | -3796.84 | 4454417.32 |
| 1166 | 2023.03.03 23:04 | close | 583 | 0.20 | 163.592 | 0.000 | 0.000 | -3796.84 | 4450620.48 |
| 1167 | 2023.03.06 05:07 | close | 579 | 0.20 | 163.411 | 0.000 | 0.000 | -193.68 | 4450426.79 |
| 1168 | 2023.03.06 05:07 | close | 580 | 0.20 | 163.411 | 0.000 | 0.000 | -193.68 | 4450233.11 |
| 1169 | 2023.03.06 05:07 | close | 581 | 0.20 | 163.411 | 0.000 | 0.000 | -193.68 | 4450039.42 |
| 1170 | 2023.03.06 05:07 | close | 584 | 0.20 | 163.411 | 0.000 | 0.000 | -193.68 | 4449845.74 |
| 1171 | 2023.03.06 05:07 | close | 585 | 0.20 | 163.411 | 0.000 | 0.000 | -193.68 | 4449652.05 |
| 1172 | 2023.03.06 05:07 | close | 586 | 0.20 | 163.411 | 0.000 | 0.000 | -193.68 | 4449458.37 |
| 1173 | 2023.03.20 04:00 | buy | 587 | 0.20 | 161.712 | 0.000 | 0.000 | ||
| 1174 | 2023.03.20 04:00 | buy | 588 | 0.20 | 161.712 | 0.000 | 0.000 | ||
| 1175 | 2023.03.20 11:13 | close | 587 | 0.20 | 159.325 | 0.000 | 0.000 | -47740.00 | 4401718.37 |
| 1176 | 2023.03.20 11:13 | close | 588 | 0.20 | 159.325 | 0.000 | 0.000 | -47740.00 | 4353978.37 |
| 1177 | 2023.03.21 21:01 | buy | 589 | 0.20 | 161.598 | 0.000 | 0.000 | ||
| 1178 | 2023.03.21 21:01 | buy | 590 | 0.20 | 161.598 | 0.000 | 0.000 | ||
| 1179 | 2023.03.21 21:01 | buy | 591 | 0.20 | 161.598 | 0.000 | 0.000 | ||
| 1180 | 2023.03.21 21:01 | buy | 592 | 0.20 | 161.598 | 0.000 | 0.000 | ||
| 1181 | 2023.03.21 21:01 | buy | 593 | 0.20 | 161.598 | 0.000 | 0.000 | ||
| 1182 | 2023.03.21 21:01 | buy | 594 | 0.20 | 161.598 | 0.000 | 0.000 | ||
| 1183 | 2023.03.22 12:00 | close | 592 | 0.20 | 162.627 | 0.000 | 0.000 | 20591.15 | 4374569.52 |
| 1184 | 2023.03.22 12:00 | close | 593 | 0.20 | 162.627 | 0.000 | 0.000 | 20591.15 | 4395160.67 |
| 1185 | 2023.03.22 12:00 | close | 594 | 0.20 | 162.627 | 0.000 | 0.000 | 20591.15 | 4415751.82 |
| 1186 | 2023.03.22 13:27 | close | 589 | 0.20 | 163.278 | 0.000 | 0.000 | 33611.15 | 4449362.97 |
| 1187 | 2023.03.22 13:27 | close | 590 | 0.20 | 163.278 | 0.000 | 0.000 | 33611.15 | 4482974.12 |
| 1188 | 2023.03.22 13:27 | close | 591 | 0.20 | 163.278 | 0.000 | 0.000 | 33611.15 | 4516585.26 |
| 1189 | 2023.03.28 10:00 | buy | 595 | 0.20 | 161.307 | 0.000 | 0.000 | ||
| 1190 | 2023.03.28 10:00 | buy | 596 | 0.20 | 161.307 | 0.000 | 0.000 | ||
| 1191 | 2023.03.28 10:00 | buy | 597 | 0.20 | 161.307 | 0.000 | 0.000 | ||
| 1192 | 2023.03.28 10:00 | buy | 598 | 0.20 | 161.307 | 0.000 | 0.000 | ||
| 1193 | 2023.03.29 05:01 | close | 596 | 0.20 | 162.138 | 0.000 | 0.000 | 16631.15 | 4533216.41 |
| 1194 | 2023.03.29 05:01 | close | 597 | 0.20 | 162.138 | 0.000 | 0.000 | 16631.15 | 4549847.56 |
| 1195 | 2023.03.29 05:01 | close | 598 | 0.20 | 162.138 | 0.000 | 0.000 | 16631.15 | 4566478.71 |
| 1196 | 2023.03.29 14:25 | close | 595 | 0.20 | 162.975 | 0.000 | 0.000 | 33371.15 | 4599849.86 |
| 1197 | 2023.05.23 17:00 | buy | 599 | 0.20 | 172.007 | 0.000 | 0.000 | ||
| 1198 | 2023.05.23 17:00 | buy | 600 | 0.20 | 172.007 | 0.000 | 0.000 | ||
| 1199 | 2023.05.23 17:00 | buy | 601 | 0.20 | 172.007 | 0.000 | 0.000 | ||
| 1200 | 2023.05.23 17:00 | buy | 602 | 0.20 | 172.007 | 0.000 | 0.000 | ||