Strategy Tester Report
RangeOrder

通貨ペア USDJPY (USD/JPY)
期間 5分足(M5) 2012.12.03 00:00 - 2014.12.01 00:00 (2012.12.01 - 2014.12.01)
モデル コントロールポイント(おおまかな方法。結果はあまり信頼性はない)
パラメーター Leverage=2; Max_Leverage=2; LotWeightMax=1.1; Stoploss=0; PriceInterval(取引レンジ)="............................................................................................................."; HighPrice=115; LowPrice=85; PriceMargin(値幅間隔Pips指定)="............................................................................................................."; TopPriceMargin=100; BottomPriceMargin=50; ProfitPrice(利益確定幅Pips指定)="............................................................................................................."; TopPriceGains=200; BottomPriceGains=350; SafetyNet(安全策)="............................................................................................................."; Manual_spread=1.5; Magnification=3; Options(オプション)="............................................................................................................."; MagicNumber=1929839280; OrderColor=RoyalBlue; LineColor=DeepPink; Notification(通知)=".............................................................................................................";
テストバー数 147325 モデルティック数 6744515 モデリング品質 n/a
不整合チャートエラー 0
初期証拠金 25000.00 スプレッド 現在値 (4)
純益 2117.12 総利益 2117.12 総損失 -0.00
プロフィットファクタ 期待利得 31.13
絶対ドローダウン 25.93 最大ドローダウン 603.66 (2.31%) 相対ドローダウン 2.31% (603.66)
総取引数 68 売りポジション(勝率%) 0 (0.00%) 買いポジション(勝率%) 68 (100.00%)
勝率(%) 68 (100.00%) 負率 (%) 0 (0.00%)
最大 勝トレード 78.64 敗トレード -0.00
平均 勝トレード 31.13 敗トレード -0.00
最大 連勝(金額) 68 (2117.12) 連敗(金額) 0 (-0.00)
最大 連勝(トレード数) 2117.12 (68) 連敗(トレード数) -0.00 (0)
平均 連勝 68 連敗 0
Graph
# 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
1 2012.12.26 08:00 buy limit 1 0.02 85.000 0.000 88.500
2 2012.12.26 17:47 buy limit 2 0.02 85.500 0.000 89.000
3 2012.12.27 00:41 buy 2 0.02 85.500 0.000 89.000
4 2012.12.27 16:39 buy limit 3 0.02 86.013 0.000 89.475
5 2012.12.27 17:00 buy 3 0.02 86.013 0.000 89.475
6 2012.12.28 01:31 buy limit 4 0.02 86.538 0.000 89.963
7 2012.12.28 01:33 buy 4 0.02 86.538 0.000 89.963
8 2013.01.02 08:01 buy limit 5 0.02 87.075 0.000 90.463
9 2013.01.02 11:27 buy 5 0.02 87.075 0.000 90.463
10 2013.01.04 01:40 buy limit 6 0.02 87.625 0.000 90.975
11 2013.01.04 01:40 buy 6 0.02 87.625 0.000 90.975
12 2013.01.04 10:14 buy limit 7 0.02 88.188 0.000 91.501
13 2013.01.04 10:14 buy 7 0.02 88.188 0.000 91.501
14 2013.01.10 23:41 buy limit 8 0.01 88.763 0.000 92.038
15 2013.01.10 23:41 buy 8 0.01 88.763 0.000 92.038
16 2013.01.11 00:39 t/p 2 0.02 89.000 0.000 89.000 78.64 25078.64
17 2013.01.11 16:46 buy limit 9 0.01 89.350 0.000 92.587
18 2013.01.11 16:47 buy 9 0.01 89.350 0.000 92.587
19 2013.01.14 00:22 t/p 3 0.02 89.475 0.000 89.475 77.35 25155.99
20 2013.01.17 21:55 buy limit 10 0.01 89.950 0.000 93.150
21 2013.01.17 21:55 buy 10 0.01 89.950 0.000 93.150
22 2013.01.17 21:58 t/p 4 0.02 89.963 0.000 89.963 76.14 25232.13
23 2013.01.24 23:06 t/p 5 0.02 90.463 0.000 90.463 74.84 25306.97
24 2013.01.25 01:36 buy limit 11 0.01 90.563 0.000 93.726
25 2013.01.25 01:36 buy 11 0.01 90.563 0.000 93.726
26 2013.01.25 13:22 t/p 6 0.02 90.975 0.000 90.975 73.64 25380.61
27 2013.01.25 15:22 buy limit 12 0.01 91.188 0.000 94.313
28 2013.01.25 15:22 buy 12 0.01 91.188 0.000 94.313
29 2013.01.31 22:36 t/p 7 0.02 91.501 0.000 91.501 72.41 25453.02
30 2013.02.01 01:12 buy limit 13 0.01 91.825 0.000 94.912
31 2013.02.01 01:12 buy 13 0.01 91.825 0.000 94.912
32 2013.02.01 06:19 t/p 8 0.01 92.038 0.000 92.038 35.58 25488.60
33 2013.02.01 17:51 buy limit 14 0.01 92.475 0.000 95.525
34 2013.02.01 17:51 buy 14 0.01 92.475 0.000 95.525
35 2013.02.01 17:59 t/p 9 0.01 92.587 0.000 92.587 34.96 25523.56
36 2013.02.04 11:52 buy limit 15 0.01 93.138 0.000 96.151
37 2013.02.04 11:52 t/p 10 0.01 93.150 0.000 93.150 34.36 25557.92
38 2013.02.04 11:56 buy 15 0.01 93.138 0.000 96.151
39 2013.02.06 00:19 t/p 11 0.01 93.726 0.000 93.726 33.75 25591.67
40 2013.02.06 03:21 buy limit 16 0.01 93.813 0.000 96.788
41 2013.02.06 03:21 buy 16 0.01 93.813 0.000 96.788
42 2013.02.11 23:30 t/p 12 0.01 94.313 0.000 94.313 33.14 25624.81
43 2013.02.25 00:00 buy limit 17 0.01 94.500 0.000 97.438
44 2013.02.25 00:00 buy 17 0.01 94.500 0.000 97.438
45 2013.02.25 22:29 buy limit 18 0.01 91.188 0.000 94.313
46 2013.02.25 22:30 buy 18 0.01 91.188 0.000 94.313
47 2013.02.25 22:30 buy limit 19 0.01 90.563 0.000 93.726
48 2013.03.07 14:48 t/p 18 0.01 94.313 0.000 94.313 33.14 25657.95
49 2013.03.07 18:38 t/p 13 0.01 94.912 0.000 94.912 32.53 25690.48
50 2013.03.08 04:30 buy limit 20 0.01 95.200 0.000 98.100
51 2013.03.08 04:30 buy 20 0.01 95.200 0.000 98.100
52 2013.03.08 10:47 t/p 14 0.01 95.525 0.000 95.525 31.93 25722.41
53 2013.03.08 15:04 buy limit 21 0.01 95.913 0.000 98.775
54 2013.03.08 15:04 buy 21 0.01 95.913 0.000 98.775
55 2013.03.08 15:30 t/p 15 0.01 96.151 0.000 96.151 31.30 25753.71
56 2013.03.12 01:44 buy limit 22 0.01 96.638 0.000 99.463
57 2013.03.12 01:44 buy 22 0.01 96.638 0.000 99.463
58 2013.03.25 20:06 buy limit 23 0.01 93.138 0.000 96.151
59 2013.04.02 00:49 buy 23 0.01 93.138 0.000 96.151
60 2013.04.02 00:49 buy limit 24 0.01 92.475 0.000 95.525
61 2013.04.04 17:44 t/p 23 0.01 96.151 0.000 96.151 31.34 25785.05
62 2013.04.05 03:21 t/p 16 0.01 96.788 0.000 96.788 30.74 25815.79
63 2013.04.05 21:06 buy limit 25 0.01 97.375 0.000 100.163
64 2013.04.05 21:10 t/p 17 0.01 97.438 0.000 97.438 30.15 25845.94
65 2013.04.05 21:20 buy 25 0.01 97.375 0.000 100.163
66 2013.04.07 23:59 t/p 20 0.01 98.100 0.000 98.100 29.53 25875.47
67 2013.04.07 23:59 buy limit 26 0.01 98.125 0.000 100.875
68 2013.04.08 01:01 buy 26 0.01 98.125 0.000 100.875
69 2013.04.08 01:05 t/p 21 0.01 98.775 0.000 98.775 28.97 25904.44
70 2013.04.08 10:34 buy limit 27 0.01 98.888 0.000 101.600
71 2013.04.08 10:34 buy 27 0.01 98.888 0.000 101.600
72 2013.04.09 00:40 t/p 22 0.01 99.463 0.000 99.463 28.40 25932.84
73 2013.04.10 16:11 buy limit 28 0.01 99.663 0.000 102.338
74 2013.04.10 16:11 buy 28 0.01 99.663 0.000 102.338
75 2013.04.15 21:05 buy limit 29 0.01 96.638 0.000 99.463
76 2013.04.15 23:23 buy 29 0.01 96.638 0.000 99.463
77 2013.04.15 23:23 buy limit 30 0.01 95.913 0.000 98.775
78 2013.04.16 00:18 buy 30 0.01 95.913 0.000 98.775
79 2013.04.16 00:18 buy limit 31 0.01 95.200 0.000 98.100
80 2013.04.19 09:20 t/p 30 0.01 98.775 0.000 98.775 28.97 25961.81
81 2013.04.19 21:11 t/p 29 0.01 99.463 0.000 99.463 28.39 25990.20
82 2013.04.29 05:20 buy limit 32 0.01 96.638 0.000 99.463
83 2013.05.09 20:56 t/p 25 0.01 100.163 0.000 100.163 27.80 26018.00
84 2013.05.09 20:58 buy limit 33 0.01 100.451 0.000 103.089
85 2013.05.09 20:58 buy 33 0.01 100.451 0.000 103.089
86 2013.05.10 03:06 t/p 26 0.01 100.875 0.000 100.875 27.26 26045.26
87 2013.05.10 10:19 buy limit 34 0.01 101.251 0.000 103.851
88 2013.05.10 10:19 buy 34 0.01 101.251 0.000 103.851
89 2013.05.10 13:57 t/p 27 0.01 101.600 0.000 101.600 26.69 26071.95
90 2013.05.13 02:15 buy limit 35 0.01 102.063 0.000 104.626
91 2013.05.13 02:19 buy 35 0.01 102.063 0.000 104.626
92 2013.05.14 20:33 t/p 28 0.01 102.338 0.000 102.338 26.14 26098.09
93 2013.05.17 16:56 buy limit 36 0.01 102.888 0.000 105.413
94 2013.05.17 16:56 buy 36 0.01 102.888 0.000 105.413
95 2013.05.17 17:06 t/p 33 0.01 103.089 0.000 103.089 25.59 26123.68
96 2013.05.23 11:26 buy limit 37 0.01 100.451 0.000 103.089
97 2013.05.31 11:24 buy 37 0.01 100.451 0.000 103.089
98 2013.05.31 11:24 buy limit 38 0.01 99.663 0.000 102.338
99 2013.06.03 17:02 buy 38 0.01 99.663 0.000 102.338
100 2013.06.03 17:02 buy limit 39 0.01 98.888 0.000 101.600
101 2013.06.03 18:19 buy 39 0.01 98.888 0.000 101.600
102 2013.06.03 18:19 buy limit 40 0.01 98.125 0.000 100.875
103 2013.06.06 18:51 buy 40 0.01 98.125 0.000 100.875
104 2013.06.06 18:51 buy limit 41 0.01 97.375 0.000 100.163
105 2013.06.06 18:57 buy 41 0.01 97.375 0.000 100.163
106 2013.06.06 19:24 buy 32 0.01 96.638 0.000 99.463
107 2013.06.06 19:24 buy limit 42 0.01 95.913 0.000 98.775
108 2013.06.06 19:26 buy 42 0.01 95.913 0.000 98.775
109 2013.06.07 15:34 buy 31 0.01 95.200 0.000 98.100
110 2013.06.07 15:34 buy limit 43 0.01 94.500 0.000 97.438
111 2013.06.10 01:27 t/p 31 0.01 98.100 0.000 98.100 29.56 26153.24
112 2013.06.10 14:00 t/p 42 0.01 98.775 0.000 98.775 28.97 26182.21
113 2013.06.11 12:43 buy limit 44 0.01 95.913 0.000 98.775
114 2013.06.11 20:57 buy 44 0.01 95.913 0.000 98.775
115 2013.06.11 20:57 buy limit 45 0.01 95.200 0.000 98.100
116 2013.06.12 18:57 buy 45 0.01 95.200 0.000 98.100
117 2013.06.13 04:47 buy 43 0.01 94.500 0.000 97.438
118 2013.06.13 04:47 buy limit 46 0.01 93.813 0.000 96.788
119 2013.06.13 09:26 buy 46 0.01 93.813 0.000 96.788
120 2013.06.13 09:26 buy limit 47 0.01 93.138 0.000 96.151
121 2013.06.19 21:44 t/p 46 0.01 96.788 0.000 96.788 30.73 26212.94
122 2013.06.20 09:47 t/p 43 0.01 97.438 0.000 97.438 30.15 26243.09
123 2013.06.20 10:54 t/p 45 0.01 98.100 0.000 98.100 29.56 26272.65
124 2013.06.28 05:17 t/p 44 0.01 98.775 0.000 98.775 28.97 26301.62
125 2013.07.01 02:50 t/p 32 0.01 99.463 0.000 99.463 28.40 26330.02
126 2013.07.02 15:29 t/p 41 0.01 100.163 0.000 100.163 27.83 26357.85
127 2013.07.05 15:31 t/p 40 0.01 100.875 0.000 100.875 27.25 26385.10
128 2013.07.11 01:46 buy limit 48 0.01 98.125 0.000 100.875
129 2013.07.26 16:59 buy 48 0.01 98.125 0.000 100.875
130 2013.07.26 16:59 buy limit 49 0.01 97.375 0.000 100.163
131 2013.08.07 02:10 buy 49 0.01 97.375 0.000 100.163
132 2013.08.07 02:10 buy limit 50 0.01 96.638 0.000 99.463
133 2013.08.07 17:02 buy 50 0.01 96.638 0.000 99.463
134 2013.08.07 17:02 buy limit 51 0.01 95.913 0.000 98.775
135 2013.08.08 17:34 buy 51 0.01 95.913 0.000 98.775
136 2013.08.08 17:34 buy limit 52 0.01 95.200 0.000 98.100
137 2013.08.22 13:24 t/p 51 0.01 98.775 0.000 98.775 28.97 26414.07
138 2013.09.03 01:39 t/p 50 0.01 99.463 0.000 99.463 28.40 26442.47
139 2013.09.05 17:33 t/p 49 0.01 100.163 0.000 100.163 27.83 26470.30
140 2013.09.18 21:08 buy limit 53 0.01 97.375 0.000 100.163
141 2013.10.02 10:04 buy 53 0.01 97.375 0.000 100.163
142 2013.10.02 10:04 buy limit 54 0.01 96.638 0.000 99.463
143 2013.10.08 00:40 buy 54 0.01 96.638 0.000 99.463
144 2013.10.08 00:40 buy limit 55 0.01 95.913 0.000 98.775
145 2013.11.12 04:13 t/p 54 0.01 99.463 0.000 99.463 28.40 26498.70
146 2013.11.15 02:37 t/p 53 0.01 100.163 0.000 100.163 27.83 26526.53
147 2013.11.21 12:46 t/p 48 0.01 100.875 0.000 100.875 27.26 26553.79
148 2013.11.25 04:30 t/p 39 0.01 101.600 0.000 101.600 26.69 26580.48
149 2013.11.28 15:30 t/p 38 0.01 102.338 0.000 102.338 26.14 26606.62
150 2013.12.02 20:21 t/p 37 0.01 103.089 0.000 103.089 25.59 26632.21
151 2013.12.13 06:53 buy limit 56 0.01 103.726 0.000 106.213
152 2013.12.13 06:59 buy 56 0.01 103.726 0.000 106.213
153 2013.12.13 07:29 t/p 34 0.01 103.851 0.000 103.851 25.03 26657.24
154 2013.12.20 09:01 buy limit 57 0.01 104.576 0.000 107.026
155 2013.12.20 09:01 buy 57 0.01 104.576 0.000 107.026
156 2013.12.20 16:33 t/p 35 0.01 104.626 0.000 104.626 24.50 26681.74
157 2014.01.02 14:08 t/p 36 0.01 105.413 0.000 105.413 23.95 26705.69
158 2014.01.02 14:08 buy limit 58 0.01 105.439 0.000 107.852
159 2014.01.02 14:08 buy 58 0.01 105.439 0.000 107.852
160 2014.01.13 04:34 buy limit 59 0.01 102.888 0.000 105.413
161 2014.01.13 21:49 buy 59 0.01 102.888 0.000 105.413
162 2014.01.13 21:49 buy limit 60 0.01 102.063 0.000 104.626
163 2014.01.24 14:31 buy 60 0.01 102.063 0.000 104.626
164 2014.01.24 14:31 buy limit 61 0.01 101.251 0.000 103.851
165 2014.02.03 18:23 buy 61 0.01 101.251 0.000 103.851
166 2014.02.03 18:23 buy limit 62 0.01 100.451 0.000 103.089
167 2014.04.02 04:08 t/p 61 0.01 103.851 0.000 103.851 25.03 26730.72
168 2014.04.08 17:29 buy limit 63 0.01 101.251 0.000 103.851
169 2014.05.19 09:19 buy 63 0.01 101.251 0.000 103.851
170 2014.08.21 04:16 t/p 63 0.01 103.851 0.000 103.851 25.04 26755.76
171 2014.09.02 04:23 t/p 60 0.01 104.626 0.000 104.626 24.49 26780.25
172 2014.09.05 02:00 t/p 59 0.01 105.413 0.000 105.413 23.95 26804.20
173 2014.09.09 05:33 t/p 56 0.01 106.213 0.000 106.213 23.41 26827.61
174 2014.09.09 06:20 buy limit 64 0.01 106.314 0.000 108.689
175 2014.09.09 06:20 buy 64 0.01 106.314 0.000 108.689
176 2014.09.11 08:59 t/p 57 0.01 107.026 0.000 107.026 22.89 26850.50
177 2014.09.12 03:51 buy limit 65 0.01 107.201 0.000 109.539
178 2014.09.12 03:51 buy 65 0.01 107.201 0.000 109.539
179 2014.09.17 21:00 t/p 58 0.01 107.852 0.000 107.852 22.37 26872.87
180 2014.09.17 21:02 buy limit 66 0.01 108.101 0.000 110.401
181 2014.09.17 21:02 buy 66 0.01 108.101 0.000 110.401
182 2014.09.18 07:03 t/p 64 0.01 108.689 0.000 108.689 21.85 26894.72
183 2014.09.19 04:10 buy limit 67 0.01 109.014 0.000 111.277
184 2014.09.19 04:10 buy 67 0.01 109.014 0.000 111.277
185 2014.09.29 08:04 t/p 65 0.01 109.539 0.000 109.539 21.34 26916.06
186 2014.10.01 05:14 buy limit 68 0.01 109.939 0.000 112.164
187 2014.10.01 05:28 buy 68 0.01 109.939 0.000 112.164
188 2014.10.02 18:58 buy limit 69 0.01 107.201 0.000 109.539
189 2014.10.13 03:25 buy 69 0.01 107.201 0.000 109.539
190 2014.10.13 03:25 buy limit 70 0.01 106.314 0.000 108.689
191 2014.10.15 15:50 buy 70 0.01 106.314 0.000 108.689
192 2014.10.15 15:50 buy limit 71 0.01 105.439 0.000 107.852
193 2014.10.15 16:40 buy 71 0.01 105.439 0.000 107.852
194 2014.10.15 16:40 buy limit 72 0.01 104.576 0.000 107.026
195 2014.10.23 15:58 t/p 71 0.01 107.852 0.000 107.852 22.37 26938.43
196 2014.10.29 21:09 t/p 70 0.01 108.689 0.000 108.689 21.85 26960.28
197 2014.10.31 07:44 t/p 69 0.01 109.539 0.000 109.539 21.34 26981.62
198 2014.10.31 08:02 t/p 66 0.01 110.401 0.000 110.401 20.83 27002.45
199 2014.10.31 08:46 buy limit 73 0.01 110.876 0.000 113.064
200 2014.10.31 08:46 buy 73 0.01 110.876 0.000 113.064
201 2014.10.31 10:05 t/p 67 0.01 111.277 0.000 111.277 20.33 27022.78
202 2014.10.31 13:40 buy limit 74 0.01 111.827 0.000 113.977
203 2014.10.31 13:40 buy 74 0.01 111.827 0.000 113.977
204 2014.10.31 17:22 t/p 68 0.01 112.164 0.000 112.164 19.84 27042.62
205 2014.11.03 00:01 buy limit 75 0.01 112.789 0.000 114.901
206 2014.11.03 00:01 buy 75 0.01 112.789 0.000 114.901
207 2014.11.03 12:17 t/p 73 0.01 113.064 0.000 113.064 19.35 27061.97
208 2014.11.03 15:07 buy limit 76 0.01 113.764 0.000 115.839
209 2014.11.03 15:07 buy 76 0.01 113.764 0.000 115.839
210 2014.11.03 17:11 t/p 74 0.01 113.977 0.000 113.977 18.86 27080.83
211 2014.11.06 03:37 t/p 75 0.01 114.901 0.000 114.901 18.38 27099.21
212 2014.11.11 09:59 t/p 76 0.01 115.839 0.000 115.839 17.91 27117.12