Strategy Tester Report
FXSogeki
| 通貨ペア | USDJPY.oj5k (USD/JPY) | ||||
| 期間 | 1分足(M1) 2010.07.01 03:00 - 2021.07.07 02:59 (2010.07.01 - 2021.07.08) | ||||
| 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 | Lot=1; Magic=20170904; | ||||
| テストバー数 | 4105234 | モデルティック数 | 171933566 | モデリング品質 | 99.90% |
| 不整合チャートエラー | 0 | ||||
| 初期証拠金 | 1000000.00 | スプレッド | 現在値 (3) | ||
| 純益 | 1764730.00 | 総利益 | 2425880.00 | 総損失 | -661150.00 |
| プロフィットファクタ | 3.67 | 期待利得 | 3811.51 | ||
| 絶対ドローダウン | 28820.00 | 最大ドローダウン | 598240.00 (25.16%) | 相対ドローダウン | 25.16% (598240.00) |
| 総取引数 | 463 | 売りポジション(勝率%） | 241 (87.55%) | 買いポジション(勝率%） | 222 (92.34%) |
| 勝率(%) | 416 (89.85%) | 負率 (%) | 47 (10.15%) | ||
| 最大 | 勝トレード | 12500.00 | 敗トレード | -166200.00 | |
| 平均 | 勝トレード | 5831.44 | 敗トレード | -14067.02 | |
| 最大 | 連勝(金額) | 30 (191850.00) | 連敗(金額) | 2 (-66550.00) | |
| 最大 | 連勝(トレード数) | 191850.00 (30) | 連敗(トレード数) | -166200.00 (1) | |
| 平均 | 連勝 | 9 | 連敗 | 1 | |
| # | 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 |
| 1801 | 2015.05.28 08:32 | modify | 181 | 1.00 | 123.719 | 123.676 | 123.595 | ||
| 1802 | 2015.05.28 08:32 | s/l | 181 | 1.00 | 123.676 | 123.676 | 123.595 | 4300.00 | 1734360.00 |
| 1803 | 2015.06.02 15:49 | sell | 182 | 1.00 | 124.700 | 134.053 | 124.575 | ||
| 1804 | 2015.06.02 16:06 | t/p | 182 | 1.00 | 124.575 | 134.053 | 124.575 | 12500.00 | 1746860.00 |
| 1805 | 2015.06.03 01:21 | sell | 183 | 1.00 | 124.122 | 133.431 | 123.998 | ||
| 1806 | 2015.06.03 02:21 | modify | 183 | 1.00 | 124.122 | 133.431 | 124.003 | ||
| 1807 | 2015.06.03 02:26 | modify | 183 | 1.00 | 124.122 | 133.431 | 124.004 | ||
| 1808 | 2015.06.03 02:36 | t/p | 183 | 1.00 | 124.004 | 133.431 | 124.004 | 11800.00 | 1758660.00 |
| 1809 | 2015.06.12 22:12 | buy | 184 | 1.00 | 123.440 | 114.182 | 123.563 | ||
| 1810 | 2015.06.15 00:00 | modify | 184 | 1.00 | 123.440 | 114.182 | 123.414 | ||
| 1811 | 2015.06.15 00:45 | modify | 184 | 1.00 | 123.440 | 114.182 | 123.413 | ||
| 1812 | 2015.06.15 01:45 | modify | 184 | 1.00 | 123.440 | 114.182 | 123.412 | ||
| 1813 | 2015.06.15 02:45 | modify | 184 | 1.00 | 123.440 | 114.182 | 123.411 | ||
| 1814 | 2015.06.15 03:06 | t/p | 184 | 1.00 | 123.411 | 114.182 | 123.411 | -2880.00 | 1755780.00 |
| 1815 | 2015.06.22 20:43 | sell | 185 | 1.00 | 123.366 | 132.618 | 123.243 | ||
| 1816 | 2015.06.22 22:46 | modify | 185 | 1.00 | 123.366 | 132.618 | 123.253 | ||
| 1817 | 2015.06.22 22:55 | modify | 185 | 1.00 | 123.366 | 132.618 | 123.254 | ||
| 1818 | 2015.06.22 23:12 | modify | 185 | 1.00 | 123.366 | 132.618 | 123.255 | ||
| 1819 | 2015.06.22 23:13 | modify | 185 | 1.00 | 123.366 | 132.618 | 123.256 | ||
| 1820 | 2015.06.22 23:25 | modify | 185 | 1.00 | 123.366 | 132.618 | 123.257 | ||
| 1821 | 2015.06.22 23:43 | modify | 185 | 1.00 | 123.366 | 123.362 | 123.257 | ||
| 1822 | 2015.06.22 23:43 | modify | 185 | 1.00 | 123.366 | 123.361 | 123.257 | ||
| 1823 | 2015.06.22 23:43 | s/l | 185 | 1.00 | 123.361 | 123.361 | 123.257 | 500.00 | 1756280.00 |
| 1824 | 2015.06.26 20:07 | buy | 186 | 1.00 | 123.854 | 114.565 | 123.978 | ||
| 1825 | 2015.06.26 21:07 | modify | 186 | 1.00 | 123.854 | 114.565 | 123.973 | ||
| 1826 | 2015.06.26 21:09 | modify | 186 | 1.00 | 123.854 | 114.565 | 123.972 | ||
| 1827 | 2015.06.26 21:21 | modify | 186 | 1.00 | 123.854 | 114.565 | 123.971 | ||
| 1828 | 2015.06.26 21:58 | modify | 186 | 1.00 | 123.854 | 114.565 | 123.968 | ||
| 1829 | 2015.06.26 22:07 | modify | 186 | 1.00 | 123.854 | 114.565 | 123.967 | ||
| 1830 | 2015.06.26 23:37 | modify | 186 | 1.00 | 123.854 | 123.858 | 123.967 | ||
| 1831 | 2015.06.26 23:37 | modify | 186 | 1.00 | 123.854 | 123.859 | 123.967 | ||
| 1832 | 2015.06.26 23:37 | modify | 186 | 1.00 | 123.854 | 123.860 | 123.967 | ||
| 1833 | 2015.06.26 23:37 | modify | 186 | 1.00 | 123.854 | 123.862 | 123.967 | ||
| 1834 | 2015.06.26 23:37 | s/l | 186 | 1.00 | 123.862 | 123.862 | 123.967 | 800.00 | 1757080.00 |
| 1835 | 2015.07.01 05:17 | buy | 187 | 1.00 | 122.506 | 113.318 | 122.629 | ||
| 1836 | 2015.07.01 06:45 | modify | 187 | 1.00 | 122.506 | 113.318 | 122.621 | ||
| 1837 | 2015.07.01 06:57 | modify | 187 | 1.00 | 122.506 | 113.318 | 122.620 | ||
| 1838 | 2015.07.01 07:10 | modify | 187 | 1.00 | 122.506 | 113.318 | 122.619 | ||
| 1839 | 2015.07.01 07:14 | modify | 187 | 1.00 | 122.506 | 113.318 | 122.618 | ||
| 1840 | 2015.07.01 07:26 | modify | 187 | 1.00 | 122.506 | 113.318 | 122.617 | ||
| 1841 | 2015.07.01 07:42 | modify | 187 | 1.00 | 122.506 | 113.318 | 122.616 | ||
| 1842 | 2015.07.01 07:49 | modify | 187 | 1.00 | 122.506 | 113.318 | 122.615 | ||
| 1843 | 2015.07.01 08:02 | modify | 187 | 1.00 | 122.506 | 113.318 | 122.614 | ||
| 1844 | 2015.07.01 08:14 | modify | 187 | 1.00 | 122.506 | 113.318 | 122.613 | ||
| 1845 | 2015.07.01 08:17 | modify | 187 | 1.00 | 122.506 | 122.529 | 122.613 | ||
| 1846 | 2015.07.01 08:17 | s/l | 187 | 1.00 | 122.529 | 122.529 | 122.613 | 2300.00 | 1759380.00 |
| 1847 | 2015.07.16 09:20 | buy | 188 | 1.00 | 123.872 | 114.582 | 123.996 | ||
| 1848 | 2015.07.16 10:20 | modify | 188 | 1.00 | 123.872 | 114.582 | 123.991 | ||
| 1849 | 2015.07.16 10:31 | modify | 188 | 1.00 | 123.872 | 114.582 | 123.990 | ||
| 1850 | 2015.07.16 10:34 | modify | 188 | 1.00 | 123.872 | 114.582 | 123.989 | ||
| 1851 | 2015.07.16 10:45 | modify | 188 | 1.00 | 123.872 | 114.582 | 123.988 | ||
| 1852 | 2015.07.16 10:57 | modify | 188 | 1.00 | 123.872 | 114.582 | 123.987 | ||
| 1853 | 2015.07.16 11:08 | modify | 188 | 1.00 | 123.872 | 114.582 | 123.986 | ||
| 1854 | 2015.07.16 11:20 | modify | 188 | 1.00 | 123.872 | 114.582 | 123.985 | ||
| 1855 | 2015.07.16 11:32 | modify | 188 | 1.00 | 123.872 | 114.582 | 123.984 | ||
| 1856 | 2015.07.16 11:43 | modify | 188 | 1.00 | 123.872 | 114.582 | 123.983 | ||
| 1857 | 2015.07.16 11:55 | modify | 188 | 1.00 | 123.872 | 114.582 | 123.982 | ||
| 1858 | 2015.07.16 12:07 | modify | 188 | 1.00 | 123.872 | 114.582 | 123.981 | ||
| 1859 | 2015.07.16 12:18 | modify | 188 | 1.00 | 123.872 | 114.582 | 123.980 | ||
| 1860 | 2015.07.16 12:20 | modify | 188 | 1.00 | 123.872 | 123.934 | 123.980 | ||
| 1861 | 2015.07.16 12:20 | s/l | 188 | 1.00 | 123.934 | 123.934 | 123.980 | 6200.00 | 1765580.00 |
| 1862 | 2015.07.28 17:58 | sell | 189 | 1.00 | 123.642 | 132.915 | 123.518 | ||
| 1863 | 2015.07.28 18:25 | t/p | 189 | 1.00 | 123.518 | 132.915 | 123.518 | 12400.00 | 1777980.00 |
| 1864 | 2015.08.04 14:10 | buy | 190 | 1.00 | 123.933 | 114.638 | 124.057 | ||
| 1865 | 2015.08.04 15:10 | modify | 190 | 1.00 | 123.933 | 114.638 | 124.052 | ||
| 1866 | 2015.08.04 15:13 | modify | 190 | 1.00 | 123.933 | 114.638 | 124.051 | ||
| 1867 | 2015.08.04 15:24 | modify | 190 | 1.00 | 123.933 | 114.638 | 124.050 | ||
| 1868 | 2015.08.04 15:36 | modify | 190 | 1.00 | 123.933 | 114.638 | 124.049 | ||
| 1869 | 2015.08.04 15:48 | modify | 190 | 1.00 | 123.933 | 114.638 | 124.048 | ||
| 1870 | 2015.08.04 15:59 | modify | 190 | 1.00 | 123.933 | 114.638 | 124.047 | ||
| 1871 | 2015.08.04 16:11 | modify | 190 | 1.00 | 123.933 | 114.638 | 124.046 | ||
| 1872 | 2015.08.04 16:22 | modify | 190 | 1.00 | 123.933 | 114.638 | 124.045 | ||
| 1873 | 2015.08.04 16:34 | modify | 190 | 1.00 | 123.933 | 114.638 | 124.044 | ||
| 1874 | 2015.08.04 16:46 | modify | 190 | 1.00 | 123.933 | 114.638 | 124.043 | ||
| 1875 | 2015.08.04 16:46 | t/p | 190 | 1.00 | 124.043 | 114.638 | 124.043 | 11000.00 | 1788980.00 |
| 1876 | 2015.08.21 01:29 | sell | 191 | 1.00 | 123.418 | 132.674 | 123.295 | ||
| 1877 | 2015.08.21 02:38 | modify | 191 | 1.00 | 123.418 | 132.674 | 123.301 | ||
| 1878 | 2015.08.21 03:07 | modify | 191 | 1.00 | 123.418 | 132.674 | 123.303 | ||
| 1879 | 2015.08.21 03:13 | modify | 191 | 1.00 | 123.418 | 132.674 | 123.304 | ||
| 1880 | 2015.08.21 03:27 | modify | 191 | 1.00 | 123.418 | 132.674 | 123.305 | ||
| 1881 | 2015.08.21 03:50 | modify | 191 | 1.00 | 123.418 | 132.674 | 123.307 | ||
| 1882 | 2015.08.21 04:04 | modify | 191 | 1.00 | 123.418 | 132.674 | 123.308 | ||
| 1883 | 2015.08.21 04:11 | modify | 191 | 1.00 | 123.418 | 132.674 | 123.309 | ||
| 1884 | 2015.08.21 04:23 | modify | 191 | 1.00 | 123.418 | 132.674 | 123.310 | ||
| 1885 | 2015.08.21 04:29 | modify | 191 | 1.00 | 123.418 | 123.387 | 123.310 | ||
| 1886 | 2015.08.21 04:29 | modify | 191 | 1.00 | 123.418 | 123.384 | 123.310 | ||
| 1887 | 2015.08.21 04:29 | s/l | 191 | 1.00 | 123.384 | 123.384 | 123.310 | 3400.00 | 1792380.00 |
| 1888 | 2015.08.24 10:29 | sell | 192 | 1.00 | 121.129 | 130.214 | 121.008 | ||
| 1889 | 2015.08.24 10:31 | t/p | 192 | 1.00 | 121.008 | 130.214 | 121.008 | 12100.00 | 1804480.00 |
| 1890 | 2015.08.28 10:08 | buy | 193 | 1.00 | 121.038 | 111.960 | 121.159 | ||
| 1891 | 2015.08.28 17:27 | modify | 193 | 1.00 | 121.038 | 121.041 | 121.159 | ||
| 1892 | 2015.08.28 17:27 | modify | 193 | 1.00 | 121.038 | 121.046 | 121.159 | ||
| 1893 | 2015.08.28 17:27 | modify | 193 | 1.00 | 121.038 | 121.049 | 121.159 | ||
| 1894 | 2015.08.28 17:27 | modify | 193 | 1.00 | 121.038 | 121.053 | 121.159 | ||
| 1895 | 2015.08.28 17:27 | modify | 193 | 1.00 | 121.038 | 121.055 | 121.159 | ||
| 1896 | 2015.08.28 17:27 | s/l | 193 | 1.00 | 121.055 | 121.055 | 121.159 | 1700.00 | 1806180.00 |
| 1897 | 2015.09.03 05:18 | sell | 194 | 1.00 | 120.500 | 129.538 | 120.380 | ||
| 1898 | 2015.09.03 06:59 | modify | 194 | 1.00 | 120.500 | 129.538 | 120.388 | ||
| 1899 | 2015.09.03 07:33 | modify | 194 | 1.00 | 120.500 | 129.538 | 120.391 | ||
| 1900 | 2015.09.03 08:10 | modify | 194 | 1.00 | 120.500 | 129.538 | 120.394 | ||
| 1901 | 2015.09.03 08:15 | t/p | 194 | 1.00 | 120.394 | 129.538 | 120.394 | 10600.00 | 1816780.00 |
| 1902 | 2015.09.04 20:32 | buy | 195 | 1.00 | 118.838 | 109.925 | 118.957 | ||
| 1903 | 2015.09.04 21:32 | modify | 195 | 1.00 | 118.838 | 109.925 | 118.952 | ||
| 1904 | 2015.09.04 21:37 | modify | 195 | 1.00 | 118.838 | 109.925 | 118.951 | ||
| 1905 | 2015.09.04 21:48 | t/p | 195 | 1.00 | 118.951 | 109.925 | 118.951 | 11300.00 | 1828080.00 |
| 1906 | 2015.09.16 09:38 | sell | 196 | 1.00 | 120.341 | 129.367 | 120.221 | ||
| 1907 | 2015.09.16 10:39 | modify | 196 | 1.00 | 120.341 | 129.367 | 120.226 | ||
| 1908 | 2015.09.16 10:48 | modify | 196 | 1.00 | 120.341 | 129.367 | 120.227 | ||
| 1909 | 2015.09.16 11:00 | modify | 196 | 1.00 | 120.341 | 129.367 | 120.228 | ||
| 1910 | 2015.09.16 11:12 | modify | 196 | 1.00 | 120.341 | 129.367 | 120.229 | ||
| 1911 | 2015.09.16 11:24 | modify | 196 | 1.00 | 120.341 | 129.367 | 120.230 | ||
| 1912 | 2015.09.16 11:35 | modify | 196 | 1.00 | 120.341 | 129.367 | 120.231 | ||
| 1913 | 2015.09.16 11:47 | modify | 196 | 1.00 | 120.341 | 129.367 | 120.232 | ||
| 1914 | 2015.09.16 11:59 | modify | 196 | 1.00 | 120.341 | 129.367 | 120.233 | ||
| 1915 | 2015.09.17 09:38 | modify | 196 | 1.00 | 120.341 | 129.367 | 120.341 | ||
| 1916 | 2015.09.17 10:05 | modify | 196 | 1.00 | 120.341 | 129.367 | 120.342 | ||
| 1917 | 2015.09.17 11:05 | modify | 196 | 1.00 | 120.341 | 129.367 | 120.343 | ||
| 1918 | 2015.09.17 12:05 | modify | 196 | 1.00 | 120.341 | 129.367 | 120.344 | ||
| 1919 | 2015.09.17 13:05 | modify | 196 | 1.00 | 120.341 | 129.367 | 120.345 | ||
| 1920 | 2015.09.17 14:05 | modify | 196 | 1.00 | 120.341 | 129.367 | 120.346 | ||
| 1921 | 2015.09.17 15:05 | modify | 196 | 1.00 | 120.341 | 129.367 | 120.347 | ||
| 1922 | 2015.09.17 16:05 | modify | 196 | 1.00 | 120.341 | 129.367 | 120.348 | ||
| 1923 | 2015.09.17 17:05 | modify | 196 | 1.00 | 120.341 | 129.367 | 120.349 | ||
| 1924 | 2015.09.17 18:05 | modify | 196 | 1.00 | 120.341 | 129.367 | 120.350 | ||
| 1925 | 2015.09.17 19:05 | modify | 196 | 1.00 | 120.341 | 129.367 | 120.351 | ||
| 1926 | 2015.09.17 20:05 | modify | 196 | 1.00 | 120.341 | 129.367 | 120.352 | ||
| 1927 | 2015.09.17 21:04 | t/p | 196 | 1.00 | 120.352 | 129.367 | 120.352 | -1230.00 | 1826850.00 |
| 1928 | 2015.09.22 15:43 | buy | 197 | 1.00 | 119.815 | 110.829 | 119.935 | ||
| 1929 | 2015.09.22 16:33 | t/p | 197 | 1.00 | 119.935 | 110.829 | 119.935 | 12000.00 | 1838850.00 |
| 1930 | 2015.09.25 05:41 | sell | 198 | 1.00 | 120.117 | 129.126 | 119.997 | ||
| 1931 | 2015.09.25 06:54 | modify | 198 | 1.00 | 120.117 | 129.126 | 120.003 | ||
| 1932 | 2015.09.25 07:22 | modify | 198 | 1.00 | 120.117 | 129.126 | 120.005 | ||
| 1933 | 2015.09.25 07:24 | modify | 198 | 1.00 | 120.117 | 129.126 | 120.006 | ||
| 1934 | 2015.09.28 00:00 | modify | 198 | 1.00 | 120.117 | 129.126 | 120.159 | ||
| 1935 | 2015.09.28 00:08 | modify | 198 | 1.00 | 120.117 | 129.126 | 120.160 | ||
| 1936 | 2015.09.28 01:08 | modify | 198 | 1.00 | 120.117 | 129.126 | 120.161 | ||
| 1937 | 2015.09.28 02:08 | modify | 198 | 1.00 | 120.117 | 129.126 | 120.162 | ||
| 1938 | 2015.09.28 03:08 | modify | 198 | 1.00 | 120.117 | 129.126 | 120.163 | ||
| 1939 | 2015.09.28 04:08 | modify | 198 | 1.00 | 120.117 | 129.126 | 120.164 | ||
| 1940 | 2015.09.28 05:08 | modify | 198 | 1.00 | 120.117 | 129.126 | 120.165 | ||
| 1941 | 2015.09.28 06:08 | modify | 198 | 1.00 | 120.117 | 129.126 | 120.166 | ||
| 1942 | 2015.09.28 07:08 | modify | 198 | 1.00 | 120.117 | 129.126 | 120.167 | ||
| 1943 | 2015.09.28 08:08 | modify | 198 | 1.00 | 120.117 | 129.126 | 120.168 | ||
| 1944 | 2015.09.28 09:08 | modify | 198 | 1.00 | 120.117 | 129.126 | 120.169 | ||
| 1945 | 2015.09.28 10:08 | modify | 198 | 1.00 | 120.117 | 129.126 | 120.170 | ||
| 1946 | 2015.09.28 11:08 | modify | 198 | 1.00 | 120.117 | 129.126 | 120.171 | ||
| 1947 | 2015.09.28 12:08 | modify | 198 | 1.00 | 120.117 | 129.126 | 120.172 | ||
| 1948 | 2015.09.28 12:16 | t/p | 198 | 1.00 | 120.172 | 129.126 | 120.172 | -5630.00 | 1833220.00 |
| 1949 | 2015.10.02 05:56 | buy | 199 | 1.00 | 119.996 | 110.996 | 120.116 | ||
| 1950 | 2015.10.02 06:57 | modify | 199 | 1.00 | 119.996 | 110.996 | 120.111 | ||