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 | |
前へ9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 |
| 1201 | 2023.05.24 11:00 | close | 599 | 0.20 | 172.052 | 0.000 | 0.000 | 911.15 | 4600761.01 |
| 1202 | 2023.05.24 11:00 | close | 600 | 0.20 | 172.052 | 0.000 | 0.000 | 911.15 | 4601672.16 |
| 1203 | 2023.05.24 11:00 | close | 601 | 0.20 | 172.052 | 0.000 | 0.000 | 911.15 | 4602583.31 |
| 1204 | 2023.05.24 11:00 | close | 602 | 0.20 | 172.052 | 0.000 | 0.000 | 911.15 | 4603494.46 |
| 1205 | 2023.07.26 19:01 | buy | 603 | 0.20 | 181.556 | 0.000 | 0.000 | ||
| 1206 | 2023.07.26 19:01 | buy | 604 | 0.20 | 181.556 | 0.000 | 0.000 | ||
| 1207 | 2023.07.26 23:00 | buy | 605 | 0.20 | 181.552 | 0.000 | 0.000 | ||
| 1208 | 2023.07.26 23:00 | buy | 606 | 0.20 | 181.552 | 0.000 | 0.000 | ||
| 1209 | 2023.07.27 20:04 | close | 603 | 0.20 | 180.484 | 0.000 | 0.000 | -21406.55 | 4582087.90 |
| 1210 | 2023.07.27 20:04 | close | 605 | 0.20 | 180.484 | 0.000 | 0.000 | -21326.55 | 4560761.35 |
| 1211 | 2023.07.27 20:04 | close | 604 | 0.20 | 180.484 | 0.000 | 0.000 | -21406.55 | 4539354.80 |
| 1212 | 2023.07.27 20:04 | close | 606 | 0.20 | 180.484 | 0.000 | 0.000 | -21326.55 | 4518028.25 |
| 1213 | 2023.09.05 15:00 | buy | 607 | 0.20 | 184.928 | 0.000 | 0.000 | ||
| 1214 | 2023.09.05 15:00 | buy | 608 | 0.20 | 184.928 | 0.000 | 0.000 | ||
| 1215 | 2023.09.05 15:00 | buy | 609 | 0.20 | 184.928 | 0.000 | 0.000 | ||
| 1216 | 2023.09.05 15:00 | buy | 610 | 0.20 | 184.928 | 0.000 | 0.000 | ||
| 1217 | 2023.09.05 22:01 | close | 609 | 0.20 | 185.650 | 0.000 | 0.000 | 14440.00 | 4532468.25 |
| 1218 | 2023.09.05 22:01 | close | 610 | 0.20 | 185.650 | 0.000 | 0.000 | 14440.00 | 4546908.25 |
| 1219 | 2023.09.06 10:00 | close | 607 | 0.20 | 185.107 | 0.000 | 0.000 | 3591.15 | 4550499.39 |
| 1220 | 2023.09.07 07:02 | close | 608 | 0.20 | 184.541 | 0.000 | 0.000 | -7695.40 | 4542803.99 |
| 1221 | 2023.10.20 03:00 | sell | 611 | 0.20 | 181.784 | 0.000 | 0.000 | ||
| 1222 | 2023.10.20 03:00 | sell | 612 | 0.20 | 181.784 | 0.000 | 0.000 | ||
| 1223 | 2023.10.20 03:00 | sell | 613 | 0.20 | 181.784 | 0.000 | 0.000 | ||
| 1224 | 2023.10.20 03:00 | sell | 614 | 0.20 | 181.784 | 0.000 | 0.000 | ||
| 1225 | 2023.10.20 09:00 | sell | 615 | 0.20 | 181.716 | 0.000 | 0.000 | ||
| 1226 | 2023.10.20 09:00 | sell | 616 | 0.20 | 181.716 | 0.000 | 0.000 | ||
| 1227 | 2023.10.20 09:00 | sell | 617 | 0.20 | 181.716 | 0.000 | 0.000 | ||
| 1228 | 2023.10.20 09:00 | sell | 618 | 0.20 | 181.716 | 0.000 | 0.000 | ||
| 1229 | 2023.10.20 09:00 | sell | 619 | 0.20 | 181.716 | 0.000 | 0.000 | ||
| 1230 | 2023.10.20 09:00 | sell | 620 | 0.20 | 181.716 | 0.000 | 0.000 | ||
| 1231 | 2023.10.20 21:00 | close | 616 | 0.20 | 182.242 | 0.000 | 0.000 | -10520.00 | 4532283.99 |
| 1232 | 2023.10.20 21:00 | close | 612 | 0.20 | 182.242 | 0.000 | 0.000 | -9160.00 | 4523123.99 |
| 1233 | 2023.10.20 21:00 | close | 617 | 0.20 | 182.242 | 0.000 | 0.000 | -10520.00 | 4512603.99 |
| 1234 | 2023.10.20 21:00 | close | 619 | 0.20 | 182.242 | 0.000 | 0.000 | -10520.00 | 4502083.99 |
| 1235 | 2023.10.20 21:00 | close | 614 | 0.20 | 182.242 | 0.000 | 0.000 | -9160.00 | 4492923.99 |
| 1236 | 2023.10.20 21:00 | close | 620 | 0.20 | 182.242 | 0.000 | 0.000 | -10520.00 | 4482403.99 |
| 1237 | 2023.10.23 16:00 | close | 615 | 0.20 | 182.414 | 0.000 | 0.000 | -13976.84 | 4468427.15 |
| 1238 | 2023.10.23 16:00 | close | 618 | 0.20 | 182.414 | 0.000 | 0.000 | -13976.84 | 4454450.31 |
| 1239 | 2023.10.23 17:24 | close | 611 | 0.20 | 183.042 | 0.000 | 0.000 | -25176.84 | 4429273.46 |
| 1240 | 2023.10.23 17:24 | close | 613 | 0.20 | 183.042 | 0.000 | 0.000 | -25176.84 | 4404096.62 |
| 1241 | 2024.01.09 23:04 | buy | 621 | 0.20 | 183.557 | 0.000 | 0.000 | ||
| 1242 | 2024.01.09 23:04 | buy | 622 | 0.20 | 183.557 | 0.000 | 0.000 | ||
| 1243 | 2024.01.10 05:00 | close | 622 | 0.20 | 183.993 | 0.000 | 0.000 | 8731.15 | 4412827.77 |
| 1244 | 2024.01.10 14:46 | close | 621 | 0.20 | 184.844 | 0.000 | 0.000 | 25751.15 | 4438578.92 |
| 1245 | 2024.02.19 02:01 | buy | 623 | 0.20 | 189.366 | 0.000 | 0.000 | ||
| 1246 | 2024.02.19 02:01 | buy | 624 | 0.20 | 189.366 | 0.000 | 0.000 | ||
| 1247 | 2024.02.19 09:00 | buy | 625 | 0.20 | 189.355 | 0.000 | 0.000 | ||
| 1248 | 2024.02.19 09:00 | buy | 626 | 0.20 | 189.355 | 0.000 | 0.000 | ||
| 1249 | 2024.02.20 09:01 | close | 623 | 0.20 | 189.347 | 0.000 | 0.000 | -368.85 | 4438210.07 |
| 1250 | 2024.02.20 09:01 | close | 624 | 0.20 | 189.347 | 0.000 | 0.000 | -368.85 | 4437841.22 |
| 1251 | 2024.02.20 17:00 | close | 626 | 0.20 | 189.506 | 0.000 | 0.000 | 3031.15 | 4440872.37 |
| 1252 | 2024.02.20 19:00 | close | 625 | 0.20 | 189.458 | 0.000 | 0.000 | 2071.15 | 4442943.52 |
| 1253 | 2024.03.06 15:08 | sell | 627 | 0.20 | 190.262 | 0.000 | 0.000 | ||
| 1254 | 2024.03.06 15:08 | sell | 628 | 0.20 | 190.262 | 0.000 | 0.000 | ||
| 1255 | 2024.03.06 15:08 | sell | 629 | 0.20 | 190.262 | 0.000 | 0.000 | ||
| 1256 | 2024.03.06 15:08 | sell | 630 | 0.20 | 190.262 | 0.000 | 0.000 | ||
| 1257 | 2024.03.06 15:08 | sell | 631 | 0.20 | 190.262 | 0.000 | 0.000 | ||
| 1258 | 2024.03.06 15:08 | sell | 632 | 0.20 | 190.262 | 0.000 | 0.000 | ||
| 1259 | 2024.03.06 15:08 | sell | 633 | 0.20 | 190.262 | 0.000 | 0.000 | ||
| 1260 | 2024.03.06 15:08 | sell | 634 | 0.20 | 190.262 | 0.000 | 0.000 | ||
| 1261 | 2024.03.07 01:10 | sell | 635 | 0.20 | 190.102 | 0.000 | 0.000 | ||
| 1262 | 2024.03.07 01:10 | sell | 636 | 0.20 | 190.102 | 0.000 | 0.000 | ||
| 1263 | 2024.03.07 03:36 | close | 635 | 0.20 | 189.337 | 0.000 | 0.000 | 15300.00 | 4458243.52 |
| 1264 | 2024.03.07 03:36 | close | 636 | 0.20 | 189.337 | 0.000 | 0.000 | 15300.00 | 4473543.52 |
| 1265 | 2024.03.07 05:00 | close | 631 | 0.20 | 189.384 | 0.000 | 0.000 | 17509.47 | 4491052.99 |
| 1266 | 2024.03.07 05:00 | close | 632 | 0.20 | 189.384 | 0.000 | 0.000 | 17509.47 | 4508562.46 |
| 1267 | 2024.03.07 05:00 | close | 633 | 0.20 | 189.384 | 0.000 | 0.000 | 17509.47 | 4526071.94 |
| 1268 | 2024.03.07 05:00 | close | 634 | 0.20 | 189.384 | 0.000 | 0.000 | 17509.47 | 4543581.41 |
| 1269 | 2024.03.07 06:21 | close | 627 | 0.20 | 189.135 | 0.000 | 0.000 | 22489.47 | 4566070.88 |
| 1270 | 2024.03.07 06:21 | close | 628 | 0.20 | 189.135 | 0.000 | 0.000 | 22489.47 | 4588560.36 |
| 1271 | 2024.03.07 06:21 | close | 629 | 0.20 | 189.135 | 0.000 | 0.000 | 22489.47 | 4611049.83 |
| 1272 | 2024.03.07 06:21 | close | 630 | 0.20 | 189.135 | 0.000 | 0.000 | 22489.47 | 4633539.30 |
| 1273 | 2024.03.27 06:02 | buy | 637 | 0.20 | 191.413 | 0.000 | 0.000 | ||
| 1274 | 2024.03.27 06:02 | buy | 638 | 0.20 | 191.413 | 0.000 | 0.000 | ||
| 1275 | 2024.03.27 12:25 | close | 637 | 0.20 | 190.814 | 0.000 | 0.000 | -11980.00 | 4621559.30 |
| 1276 | 2024.03.27 12:25 | close | 638 | 0.20 | 190.814 | 0.000 | 0.000 | -11980.00 | 4609579.30 |
| 1277 | 2024.03.28 11:00 | sell | 639 | 0.20 | 190.986 | 0.000 | 0.000 | ||
| 1278 | 2024.03.28 11:00 | sell | 640 | 0.20 | 190.986 | 0.000 | 0.000 | ||
| 1279 | 2024.03.28 11:00 | sell | 641 | 0.20 | 190.986 | 0.000 | 0.000 | ||
| 1280 | 2024.03.28 11:00 | sell | 642 | 0.20 | 190.986 | 0.000 | 0.000 | ||
| 1281 | 2024.03.28 11:00 | sell | 643 | 0.20 | 190.986 | 0.000 | 0.000 | ||
| 1282 | 2024.03.28 11:00 | sell | 644 | 0.20 | 190.986 | 0.000 | 0.000 | ||
| 1283 | 2024.03.28 11:00 | sell | 645 | 0.20 | 190.986 | 0.000 | 0.000 | ||
| 1284 | 2024.03.28 11:00 | sell | 646 | 0.20 | 190.986 | 0.000 | 0.000 | ||
| 1285 | 2024.03.28 11:00 | sell | 647 | 0.20 | 190.986 | 0.000 | 0.000 | ||
| 1286 | 2024.03.28 11:00 | sell | 648 | 0.20 | 190.986 | 0.000 | 0.000 | ||
| 1287 | 2024.03.29 18:24 | close | 639 | 0.20 | 191.102 | 0.000 | 0.000 | -2336.84 | 4607242.46 |
| 1288 | 2024.03.29 18:24 | close | 644 | 0.20 | 191.102 | 0.000 | 0.000 | -2336.84 | 4604905.62 |
| 1289 | 2024.04.01 00:00 | close | 640 | 0.20 | 191.214 | 0.000 | 0.000 | -4593.68 | 4600311.93 |
| 1290 | 2024.04.01 00:00 | close | 645 | 0.20 | 191.214 | 0.000 | 0.000 | -4593.68 | 4595718.25 |
| 1291 | 2024.04.01 01:00 | close | 642 | 0.20 | 191.091 | 0.000 | 0.000 | -2133.68 | 4593584.57 |
| 1292 | 2024.04.01 01:00 | close | 643 | 0.20 | 191.091 | 0.000 | 0.000 | -2133.68 | 4591450.88 |
| 1293 | 2024.04.01 01:00 | close | 647 | 0.20 | 191.091 | 0.000 | 0.000 | -2133.68 | 4589317.20 |
| 1294 | 2024.04.01 01:00 | close | 648 | 0.20 | 191.091 | 0.000 | 0.000 | -2133.68 | 4587183.51 |
| 1295 | 2024.04.01 09:00 | close | 641 | 0.20 | 191.171 | 0.000 | 0.000 | -3733.68 | 4583449.83 |
| 1296 | 2024.04.01 09:00 | close | 646 | 0.20 | 191.171 | 0.000 | 0.000 | -3733.68 | 4579716.14 |
| 1297 | 2024.04.12 05:02 | buy | 649 | 0.20 | 192.227 | 0.000 | 0.000 | ||
| 1298 | 2024.04.12 05:02 | buy | 650 | 0.20 | 192.227 | 0.000 | 0.000 | ||
| 1299 | 2024.04.12 05:02 | buy | 651 | 0.20 | 192.227 | 0.000 | 0.000 | ||
| 1300 | 2024.04.12 05:02 | buy | 652 | 0.20 | 192.227 | 0.000 | 0.000 | ||
| 1301 | 2024.04.12 06:05 | buy | 653 | 0.20 | 192.334 | 0.000 | 0.000 | ||
| 1302 | 2024.04.12 06:05 | buy | 654 | 0.20 | 192.334 | 0.000 | 0.000 | ||
| 1303 | 2024.04.12 11:01 | close | 653 | 0.20 | 191.854 | 0.000 | 0.000 | -9600.00 | 4570116.14 |
| 1304 | 2024.04.12 11:01 | close | 654 | 0.20 | 191.854 | 0.000 | 0.000 | -9600.00 | 4560516.14 |
| 1305 | 2024.04.12 13:00 | close | 650 | 0.20 | 191.583 | 0.000 | 0.000 | -12880.00 | 4547636.14 |
| 1306 | 2024.04.12 13:00 | close | 652 | 0.20 | 191.583 | 0.000 | 0.000 | -12880.00 | 4534756.14 |
| 1307 | 2024.04.12 13:54 | close | 649 | 0.20 | 191.180 | 0.000 | 0.000 | -20940.00 | 4513816.14 |
| 1308 | 2024.04.12 13:54 | close | 651 | 0.20 | 191.180 | 0.000 | 0.000 | -20940.00 | 4492876.14 |
| 1309 | 2024.06.04 10:00 | sell | 655 | 0.20 | 199.594 | 0.000 | 0.000 | ||
| 1310 | 2024.06.04 10:00 | sell | 656 | 0.20 | 199.594 | 0.000 | 0.000 | ||
| 1311 | 2024.06.04 10:00 | sell | 657 | 0.20 | 199.594 | 0.000 | 0.000 | ||
| 1312 | 2024.06.04 10:00 | sell | 658 | 0.20 | 199.594 | 0.000 | 0.000 | ||
| 1313 | 2024.06.04 11:38 | close | 655 | 0.20 | 198.399 | 0.000 | 0.000 | 23900.00 | 4516776.14 |
| 1314 | 2024.06.04 11:38 | close | 656 | 0.20 | 198.399 | 0.000 | 0.000 | 23900.00 | 4540676.14 |
| 1315 | 2024.06.04 11:38 | close | 657 | 0.20 | 198.399 | 0.000 | 0.000 | 23900.00 | 4564576.14 |
| 1316 | 2024.06.04 11:38 | close | 658 | 0.20 | 198.399 | 0.000 | 0.000 | 23900.00 | 4588476.14 |
| 1317 | 2025.01.28 22:02 | buy | 659 | 0.20 | 193.484 | 0.000 | 0.000 | ||
| 1318 | 2025.01.28 22:02 | buy | 660 | 0.20 | 193.484 | 0.000 | 0.000 | ||
| 1319 | 2025.01.29 02:00 | buy | 661 | 0.20 | 193.551 | 0.000 | 0.000 | ||
| 1320 | 2025.01.29 02:00 | buy | 662 | 0.20 | 193.551 | 0.000 | 0.000 | ||
| 1321 | 2025.01.29 22:01 | buy | 663 | 0.20 | 193.165 | 0.000 | 0.000 | ||
| 1322 | 2025.01.29 22:01 | buy | 664 | 0.20 | 193.165 | 0.000 | 0.000 | ||
| 1323 | 2025.01.29 22:01 | buy | 665 | 0.20 | 193.165 | 0.000 | 0.000 | ||
| 1324 | 2025.01.29 22:01 | buy | 666 | 0.20 | 193.165 | 0.000 | 0.000 | ||
| 1325 | 2025.01.30 04:22 | close | 661 | 0.20 | 192.214 | 0.000 | 0.000 | -26706.55 | 4561769.59 |
| 1326 | 2025.01.30 04:22 | close | 662 | 0.20 | 192.214 | 0.000 | 0.000 | -26706.55 | 4535063.04 |
| 1327 | 2025.01.30 04:28 | close | 659 | 0.20 | 192.186 | 0.000 | 0.000 | -25915.40 | 4509147.63 |
| 1328 | 2025.01.30 04:28 | close | 660 | 0.20 | 192.186 | 0.000 | 0.000 | -25915.40 | 4483232.23 |
| 1329 | 2025.01.30 05:00 | close | 663 | 0.20 | 192.171 | 0.000 | 0.000 | -19846.55 | 4463385.68 |
| 1330 | 2025.01.30 05:00 | close | 664 | 0.20 | 192.171 | 0.000 | 0.000 | -19846.55 | 4443539.13 |
| 1331 | 2025.01.30 05:00 | close | 665 | 0.20 | 192.171 | 0.000 | 0.000 | -19846.55 | 4423692.57 |
| 1332 | 2025.01.30 05:00 | close | 666 | 0.20 | 192.171 | 0.000 | 0.000 | -19846.55 | 4403846.02 |
前へ9ページ目