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 |
| 2101 | 2016.04.06 02:38 | t/p | 216 | 1.00 | 110.250 | 118.637 | 110.250 | 11000.00 | 1913320.00 |
| 2102 | 2016.04.15 02:21 | sell | 217 | 1.00 | 109.367 | 117.570 | 109.258 | ||
| 2103 | 2016.04.15 09:59 | modify | 217 | 1.00 | 109.367 | 109.365 | 109.258 | ||
| 2104 | 2016.04.15 09:59 | modify | 217 | 1.00 | 109.367 | 109.364 | 109.258 | ||
| 2105 | 2016.04.15 09:59 | modify | 217 | 1.00 | 109.367 | 109.363 | 109.258 | ||
| 2106 | 2016.04.15 09:59 | modify | 217 | 1.00 | 109.367 | 109.361 | 109.258 | ||
| 2107 | 2016.04.15 09:59 | modify | 217 | 1.00 | 109.367 | 109.360 | 109.258 | ||
| 2108 | 2016.04.15 09:59 | modify | 217 | 1.00 | 109.367 | 109.359 | 109.258 | ||
| 2109 | 2016.04.15 09:59 | modify | 217 | 1.00 | 109.367 | 109.358 | 109.258 | ||
| 2110 | 2016.04.15 09:59 | modify | 217 | 1.00 | 109.367 | 109.357 | 109.258 | ||
| 2111 | 2016.04.15 10:00 | s/l | 217 | 1.00 | 109.357 | 109.357 | 109.258 | 1000.00 | 1914320.00 |
| 2112 | 2016.04.21 04:38 | buy | 218 | 1.00 | 109.607 | 101.386 | 109.717 | ||
| 2113 | 2016.04.21 04:47 | t/p | 218 | 1.00 | 109.717 | 101.386 | 109.717 | 11000.00 | 1925320.00 |
| 2114 | 2016.05.13 03:54 | buy | 219 | 1.00 | 108.862 | 100.697 | 108.971 | ||
| 2115 | 2016.05.13 04:54 | modify | 219 | 1.00 | 108.862 | 100.697 | 108.966 | ||
| 2116 | 2016.05.13 05:11 | modify | 219 | 1.00 | 108.862 | 100.697 | 108.965 | ||
| 2117 | 2016.05.13 05:20 | modify | 219 | 1.00 | 108.862 | 100.697 | 108.964 | ||
| 2118 | 2016.05.13 05:37 | modify | 219 | 1.00 | 108.862 | 100.697 | 108.963 | ||
| 2119 | 2016.05.13 06:46 | modify | 219 | 1.00 | 108.862 | 100.697 | 108.958 | ||
| 2120 | 2016.05.13 13:13 | modify | 219 | 1.00 | 108.862 | 108.872 | 108.958 | ||
| 2121 | 2016.05.13 13:13 | modify | 219 | 1.00 | 108.862 | 108.873 | 108.958 | ||
| 2122 | 2016.05.13 13:13 | s/l | 219 | 1.00 | 108.873 | 108.873 | 108.958 | 1100.00 | 1926420.00 |
| 2123 | 2016.06.24 04:45 | sell | 220 | 1.00 | 104.888 | 112.755 | 104.783 | ||
| 2124 | 2016.06.24 04:46 | t/p | 220 | 1.00 | 104.783 | 112.755 | 104.783 | 10500.00 | 1936920.00 |
| 2125 | 2016.07.01 04:44 | sell | 221 | 1.00 | 102.961 | 110.683 | 102.858 | ||
| 2126 | 2016.07.01 04:58 | t/p | 221 | 1.00 | 102.858 | 110.683 | 102.858 | 10300.00 | 1947220.00 |
| 2127 | 2016.07.06 17:43 | buy | 222 | 1.00 | 100.934 | 93.364 | 101.035 | ||
| 2128 | 2016.07.06 18:18 | t/p | 222 | 1.00 | 101.035 | 93.364 | 101.035 | 10100.00 | 1957320.00 |
| 2129 | 2016.07.08 08:42 | buy | 223 | 1.00 | 100.381 | 92.852 | 100.481 | ||
| 2130 | 2016.07.08 09:02 | t/p | 223 | 1.00 | 100.481 | 92.852 | 100.481 | 10000.00 | 1967320.00 |
| 2131 | 2016.07.14 10:00 | buy | 224 | 1.00 | 105.510 | 97.597 | 105.616 | ||
| 2132 | 2016.07.14 10:01 | t/p | 224 | 1.00 | 105.616 | 97.597 | 105.616 | 10600.00 | 1977920.00 |
| 2133 | 2016.07.18 14:18 | buy | 225 | 1.00 | 105.629 | 97.707 | 105.735 | ||
| 2134 | 2016.07.18 14:56 | t/p | 225 | 1.00 | 105.735 | 97.707 | 105.735 | 10600.00 | 1988520.00 |
| 2135 | 2016.07.19 20:08 | sell | 226 | 1.00 | 106.086 | 114.042 | 105.980 | ||
| 2136 | 2016.07.19 20:59 | t/p | 226 | 1.00 | 105.980 | 114.042 | 105.980 | 10600.00 | 1999120.00 |
| 2137 | 2016.07.28 22:27 | buy | 227 | 1.00 | 105.417 | 97.511 | 105.522 | ||
| 2138 | 2016.07.29 06:44 | modify | 227 | 1.00 | 105.417 | 105.419 | 105.522 | ||
| 2139 | 2016.07.29 06:44 | modify | 227 | 1.00 | 105.417 | 105.476 | 105.522 | ||
| 2140 | 2016.07.29 06:44 | modify | 227 | 1.00 | 105.417 | 105.487 | 105.522 | ||
| 2141 | 2016.07.29 06:44 | s/l | 227 | 1.00 | 105.487 | 105.487 | 105.522 | 7020.00 | 2006140.00 |
| 2142 | 2016.08.02 02:00 | buy | 228 | 1.00 | 102.403 | 94.723 | 102.505 | ||
| 2143 | 2016.08.02 04:12 | modify | 228 | 1.00 | 102.403 | 94.723 | 102.496 | ||
| 2144 | 2016.08.02 04:20 | modify | 228 | 1.00 | 102.403 | 94.723 | 102.495 | ||
| 2145 | 2016.08.02 04:33 | modify | 228 | 1.00 | 102.403 | 94.723 | 102.494 | ||
| 2146 | 2016.08.02 04:48 | modify | 228 | 1.00 | 102.403 | 94.723 | 102.493 | ||
| 2147 | 2016.08.02 04:51 | t/p | 228 | 1.00 | 102.493 | 94.723 | 102.493 | 9000.00 | 2015140.00 |
| 2148 | 2016.08.10 02:06 | sell | 229 | 1.00 | 101.901 | 109.544 | 101.799 | ||
| 2149 | 2016.08.10 03:06 | modify | 229 | 1.00 | 101.901 | 109.544 | 101.803 | ||
| 2150 | 2016.08.10 03:06 | t/p | 229 | 1.00 | 101.803 | 109.544 | 101.803 | 9800.00 | 2024940.00 |
| 2151 | 2016.08.12 17:37 | buy | 230 | 1.00 | 101.048 | 93.469 | 101.149 | ||
| 2152 | 2016.08.12 19:02 | modify | 230 | 1.00 | 101.048 | 93.469 | 101.143 | ||
| 2153 | 2016.08.12 19:10 | modify | 230 | 1.00 | 101.048 | 93.469 | 101.142 | ||
| 2154 | 2016.08.12 19:12 | t/p | 230 | 1.00 | 101.142 | 93.469 | 101.142 | 9400.00 | 2034340.00 |
| 2155 | 2016.08.15 04:58 | buy | 231 | 1.00 | 101.398 | 93.793 | 101.499 | ||
| 2156 | 2016.08.16 04:58 | modify | 231 | 1.00 | 101.398 | 93.793 | 101.398 | ||
| 2157 | 2016.08.16 05:31 | modify | 231 | 1.00 | 101.398 | 93.793 | 101.397 | ||
| 2158 | 2016.08.16 06:31 | modify | 231 | 1.00 | 101.398 | 93.793 | 101.396 | ||
| 2159 | 2016.08.16 07:31 | modify | 231 | 1.00 | 101.398 | 93.793 | 101.395 | ||
| 2160 | 2016.08.16 08:31 | modify | 231 | 1.00 | 101.398 | 93.793 | 101.394 | ||
| 2161 | 2016.08.16 09:31 | modify | 231 | 1.00 | 101.398 | 93.793 | 101.393 | ||
| 2162 | 2016.08.16 10:31 | modify | 231 | 1.00 | 101.398 | 93.793 | 101.392 | ||
| 2163 | 2016.08.16 11:31 | modify | 231 | 1.00 | 101.398 | 93.793 | 101.391 | ||
| 2164 | 2016.08.16 12:31 | modify | 231 | 1.00 | 101.398 | 93.793 | 101.390 | ||
| 2165 | 2016.08.16 13:31 | modify | 231 | 1.00 | 101.398 | 93.793 | 101.389 | ||
| 2166 | 2016.08.16 14:31 | modify | 231 | 1.00 | 101.398 | 93.793 | 101.388 | ||
| 2167 | 2016.08.16 15:31 | modify | 231 | 1.00 | 101.398 | 93.793 | 101.387 | ||
| 2168 | 2016.08.16 16:31 | modify | 231 | 1.00 | 101.398 | 93.793 | 101.386 | ||
| 2169 | 2016.08.16 17:31 | modify | 231 | 1.00 | 101.398 | 93.793 | 101.385 | ||
| 2170 | 2016.08.16 18:31 | modify | 231 | 1.00 | 101.398 | 93.793 | 101.384 | ||
| 2171 | 2016.08.16 19:31 | modify | 231 | 1.00 | 101.398 | 93.793 | 101.383 | ||
| 2172 | 2016.08.16 20:31 | modify | 231 | 1.00 | 101.398 | 93.793 | 101.382 | ||
| 2173 | 2016.08.16 21:31 | modify | 231 | 1.00 | 101.398 | 93.793 | 101.381 | ||
| 2174 | 2016.08.16 22:31 | modify | 231 | 1.00 | 101.398 | 93.793 | 101.380 | ||
| 2175 | 2016.08.16 23:32 | modify | 231 | 1.00 | 101.398 | 93.793 | 101.379 | ||
| 2176 | 2016.08.17 00:31 | modify | 231 | 1.00 | 101.398 | 93.793 | 101.378 | ||
| 2177 | 2016.08.17 01:31 | modify | 231 | 1.00 | 101.398 | 93.793 | 101.377 | ||
| 2178 | 2016.08.17 02:31 | modify | 231 | 1.00 | 101.398 | 93.793 | 101.376 | ||
| 2179 | 2016.08.17 03:31 | modify | 231 | 1.00 | 101.398 | 93.793 | 101.375 | ||
| 2180 | 2016.08.17 04:31 | modify | 231 | 1.00 | 101.398 | 93.793 | 101.374 | ||
| 2181 | 2016.08.17 05:31 | modify | 231 | 1.00 | 101.398 | 93.793 | 101.373 | ||
| 2182 | 2016.08.17 06:31 | modify | 231 | 1.00 | 101.398 | 93.793 | 101.372 | ||
| 2183 | 2016.08.17 07:31 | modify | 231 | 1.00 | 101.398 | 93.793 | 101.371 | ||
| 2184 | 2016.08.17 08:31 | modify | 231 | 1.00 | 101.398 | 93.793 | 101.370 | ||
| 2185 | 2016.08.17 09:31 | modify | 231 | 1.00 | 101.398 | 93.793 | 101.369 | ||
| 2186 | 2016.08.17 10:31 | modify | 231 | 1.00 | 101.398 | 93.793 | 101.368 | ||
| 2187 | 2016.08.17 11:31 | modify | 231 | 1.00 | 101.398 | 93.793 | 101.367 | ||
| 2188 | 2016.08.17 12:31 | modify | 231 | 1.00 | 101.398 | 93.793 | 101.366 | ||
| 2189 | 2016.08.17 13:31 | modify | 231 | 1.00 | 101.398 | 93.793 | 101.365 | ||
| 2190 | 2016.08.17 14:31 | modify | 231 | 1.00 | 101.398 | 93.793 | 101.364 | ||
| 2191 | 2016.08.17 15:31 | modify | 231 | 1.00 | 101.398 | 93.793 | 101.363 | ||
| 2192 | 2016.08.17 16:31 | modify | 231 | 1.00 | 101.398 | 93.793 | 101.362 | ||
| 2193 | 2016.08.17 17:31 | modify | 231 | 1.00 | 101.398 | 93.793 | 101.361 | ||
| 2194 | 2016.08.17 18:31 | modify | 231 | 1.00 | 101.398 | 93.793 | 101.360 | ||
| 2195 | 2016.08.17 19:31 | modify | 231 | 1.00 | 101.398 | 93.793 | 101.359 | ||
| 2196 | 2016.08.17 20:31 | modify | 231 | 1.00 | 101.398 | 93.793 | 101.358 | ||
| 2197 | 2016.08.17 21:31 | modify | 231 | 1.00 | 101.398 | 93.793 | 101.357 | ||
| 2198 | 2016.08.17 22:31 | modify | 231 | 1.00 | 101.398 | 93.793 | 101.356 | ||
| 2199 | 2016.08.17 23:31 | modify | 231 | 1.00 | 101.398 | 93.793 | 101.355 | ||
| 2200 | 2016.08.18 00:31 | modify | 231 | 1.00 | 101.398 | 93.793 | 101.354 | ||
| 2201 | 2016.08.18 01:31 | modify | 231 | 1.00 | 101.398 | 93.793 | 101.353 | ||
| 2202 | 2016.08.18 02:31 | modify | 231 | 1.00 | 101.398 | 93.793 | 101.352 | ||
| 2203 | 2016.08.18 03:31 | modify | 231 | 1.00 | 101.398 | 93.793 | 101.351 | ||
| 2204 | 2016.08.18 04:31 | modify | 231 | 1.00 | 101.398 | 93.793 | 101.350 | ||
| 2205 | 2016.08.18 05:31 | modify | 231 | 1.00 | 101.398 | 93.793 | 101.349 | ||
| 2206 | 2016.08.18 06:31 | modify | 231 | 1.00 | 101.398 | 93.793 | 101.348 | ||
| 2207 | 2016.08.18 07:31 | modify | 231 | 1.00 | 101.398 | 93.793 | 101.347 | ||
| 2208 | 2016.08.18 08:31 | modify | 231 | 1.00 | 101.398 | 93.793 | 101.346 | ||
| 2209 | 2016.08.18 09:31 | modify | 231 | 1.00 | 101.398 | 93.793 | 101.345 | ||
| 2210 | 2016.08.18 10:31 | modify | 231 | 1.00 | 101.398 | 93.793 | 101.344 | ||
| 2211 | 2016.08.18 11:31 | modify | 231 | 1.00 | 101.398 | 93.793 | 101.343 | ||
| 2212 | 2016.08.18 12:31 | modify | 231 | 1.00 | 101.398 | 93.793 | 101.342 | ||
| 2213 | 2016.08.18 13:31 | modify | 231 | 1.00 | 101.398 | 93.793 | 101.341 | ||
| 2214 | 2016.08.18 14:31 | modify | 231 | 1.00 | 101.398 | 93.793 | 101.340 | ||
| 2215 | 2016.08.18 15:31 | modify | 231 | 1.00 | 101.398 | 93.793 | 101.339 | ||
| 2216 | 2016.08.18 16:31 | modify | 231 | 1.00 | 101.398 | 93.793 | 101.338 | ||
| 2217 | 2016.08.18 17:31 | modify | 231 | 1.00 | 101.398 | 93.793 | 101.337 | ||
| 2218 | 2016.08.18 18:31 | modify | 231 | 1.00 | 101.398 | 93.793 | 101.336 | ||
| 2219 | 2016.08.18 19:31 | modify | 231 | 1.00 | 101.398 | 93.793 | 101.335 | ||
| 2220 | 2016.08.18 20:31 | modify | 231 | 1.00 | 101.398 | 93.793 | 101.334 | ||
| 2221 | 2016.08.18 21:31 | modify | 231 | 1.00 | 101.398 | 93.793 | 101.333 | ||
| 2222 | 2016.08.18 22:31 | modify | 231 | 1.00 | 101.398 | 93.793 | 101.332 | ||
| 2223 | 2016.08.18 23:31 | modify | 231 | 1.00 | 101.398 | 93.793 | 101.331 | ||
| 2224 | 2016.08.19 00:31 | modify | 231 | 1.00 | 101.398 | 93.793 | 101.330 | ||
| 2225 | 2016.08.19 01:31 | modify | 231 | 1.00 | 101.398 | 93.793 | 101.329 | ||
| 2226 | 2016.08.19 02:31 | modify | 231 | 1.00 | 101.398 | 93.793 | 101.328 | ||
| 2227 | 2016.08.19 03:31 | modify | 231 | 1.00 | 101.398 | 93.793 | 101.327 | ||
| 2228 | 2016.08.19 04:31 | modify | 231 | 1.00 | 101.398 | 93.793 | 101.326 | ||
| 2229 | 2016.08.19 05:31 | modify | 231 | 1.00 | 101.398 | 93.793 | 101.325 | ||
| 2230 | 2016.08.19 06:31 | modify | 231 | 1.00 | 101.398 | 93.793 | 101.324 | ||
| 2231 | 2016.08.19 07:31 | modify | 231 | 1.00 | 101.398 | 93.793 | 101.323 | ||
| 2232 | 2016.08.19 08:31 | modify | 231 | 1.00 | 101.398 | 93.793 | 101.322 | ||
| 2233 | 2016.08.19 09:31 | modify | 231 | 1.00 | 101.398 | 93.793 | 101.321 | ||
| 2234 | 2016.08.19 10:31 | modify | 231 | 1.00 | 101.398 | 93.793 | 101.320 | ||
| 2235 | 2016.08.19 11:31 | modify | 231 | 1.00 | 101.398 | 93.793 | 101.319 | ||
| 2236 | 2016.08.19 12:31 | modify | 231 | 1.00 | 101.398 | 93.793 | 101.318 | ||
| 2237 | 2016.08.19 13:31 | modify | 231 | 1.00 | 101.398 | 93.793 | 101.317 | ||
| 2238 | 2016.08.19 14:31 | modify | 231 | 1.00 | 101.398 | 93.793 | 101.316 | ||
| 2239 | 2016.08.19 15:31 | modify | 231 | 1.00 | 101.398 | 93.793 | 101.315 | ||
| 2240 | 2016.08.19 16:31 | modify | 231 | 1.00 | 101.398 | 93.793 | 101.314 | ||
| 2241 | 2016.08.19 17:31 | modify | 231 | 1.00 | 101.398 | 93.793 | 101.313 | ||
| 2242 | 2016.08.19 18:31 | modify | 231 | 1.00 | 101.398 | 93.793 | 101.312 | ||
| 2243 | 2016.08.19 19:31 | modify | 231 | 1.00 | 101.398 | 93.793 | 101.311 | ||
| 2244 | 2016.08.19 20:31 | modify | 231 | 1.00 | 101.398 | 93.793 | 101.310 | ||
| 2245 | 2016.08.19 21:31 | modify | 231 | 1.00 | 101.398 | 93.793 | 101.309 | ||
| 2246 | 2016.08.19 22:31 | modify | 231 | 1.00 | 101.398 | 93.793 | 101.308 | ||
| 2247 | 2016.08.19 23:31 | modify | 231 | 1.00 | 101.398 | 93.793 | 101.307 | ||
| 2248 | 2016.08.22 00:00 | modify | 231 | 1.00 | 101.398 | 93.793 | 101.259 | ||
| 2249 | 2016.08.22 00:31 | modify | 231 | 1.00 | 101.398 | 93.793 | 101.258 | ||
| 2250 | 2016.08.22 01:31 | modify | 231 | 1.00 | 101.398 | 93.793 | 101.257 | ||