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 |
| 2401 | 2016.10.31 22:57 | modify | 241 | 1.00 | 104.853 | 96.989 | 104.951 | ||
| 2402 | 2016.10.31 23:09 | modify | 241 | 1.00 | 104.853 | 96.989 | 104.950 | ||
| 2403 | 2016.11.01 02:17 | modify | 241 | 1.00 | 104.853 | 104.855 | 104.950 | ||
| 2404 | 2016.11.01 02:17 | s/l | 241 | 1.00 | 104.855 | 104.855 | 104.950 | 220.00 | 2089540.00 |
| 2405 | 2016.11.01 05:00 | sell | 242 | 1.00 | 104.829 | 112.691 | 104.724 | ||
| 2406 | 2016.11.01 05:50 | t/p | 242 | 1.00 | 104.724 | 112.691 | 104.724 | 10500.00 | 2100040.00 |
| 2407 | 2016.11.04 17:35 | sell | 243 | 1.00 | 103.058 | 110.787 | 102.955 | ||
| 2408 | 2016.11.04 18:57 | modify | 243 | 1.00 | 103.058 | 110.787 | 102.961 | ||
| 2409 | 2016.11.04 19:06 | modify | 243 | 1.00 | 103.058 | 110.787 | 102.962 | ||
| 2410 | 2016.11.04 19:29 | modify | 243 | 1.00 | 103.058 | 110.787 | 102.963 | ||
| 2411 | 2016.11.04 19:37 | modify | 243 | 1.00 | 103.058 | 110.787 | 102.964 | ||
| 2412 | 2016.11.04 19:51 | modify | 243 | 1.00 | 103.058 | 110.787 | 102.965 | ||
| 2413 | 2016.11.04 20:11 | modify | 243 | 1.00 | 103.058 | 110.787 | 102.966 | ||
| 2414 | 2016.11.04 20:16 | modify | 243 | 1.00 | 103.058 | 110.787 | 102.967 | ||
| 2415 | 2016.11.04 22:10 | modify | 243 | 1.00 | 103.058 | 103.046 | 102.967 | ||
| 2416 | 2016.11.04 22:10 | modify | 243 | 1.00 | 103.058 | 103.043 | 102.967 | ||
| 2417 | 2016.11.04 22:10 | s/l | 243 | 1.00 | 103.043 | 103.043 | 102.967 | 1500.00 | 2101540.00 |
| 2418 | 2016.11.15 13:11 | sell | 244 | 1.00 | 108.287 | 116.409 | 108.179 | ||
| 2419 | 2016.11.15 14:22 | modify | 244 | 1.00 | 108.287 | 116.409 | 108.184 | ||
| 2420 | 2016.11.15 14:28 | modify | 244 | 1.00 | 108.287 | 116.409 | 108.185 | ||
| 2421 | 2016.11.15 14:41 | modify | 244 | 1.00 | 108.287 | 116.409 | 108.186 | ||
| 2422 | 2016.11.15 14:47 | t/p | 244 | 1.00 | 108.186 | 116.409 | 108.186 | 10100.00 | 2111640.00 |
| 2423 | 2016.11.16 02:59 | sell | 245 | 1.00 | 109.018 | 117.194 | 108.909 | ||
| 2424 | 2016.11.16 03:16 | t/p | 245 | 1.00 | 108.909 | 117.194 | 108.909 | 10900.00 | 2122540.00 |
| 2425 | 2016.12.12 16:14 | sell | 246 | 1.00 | 115.533 | 124.198 | 115.417 | ||
| 2426 | 2016.12.12 16:17 | t/p | 246 | 1.00 | 115.417 | 124.198 | 115.417 | 11600.00 | 2134140.00 |
| 2427 | 2016.12.21 12:56 | buy | 247 | 1.00 | 117.462 | 108.652 | 117.579 | ||
| 2428 | 2016.12.21 13:57 | modify | 247 | 1.00 | 117.462 | 108.652 | 117.574 | ||
| 2429 | 2016.12.21 17:06 | modify | 247 | 1.00 | 117.462 | 117.463 | 117.574 | ||
| 2430 | 2016.12.21 17:06 | modify | 247 | 1.00 | 117.462 | 117.464 | 117.574 | ||
| 2431 | 2016.12.21 17:06 | s/l | 247 | 1.00 | 117.464 | 117.464 | 117.574 | 200.00 | 2134340.00 |
| 2432 | 2016.12.26 20:14 | sell | 248 | 1.00 | 117.118 | 125.902 | 117.001 | ||
| 2433 | 2016.12.26 21:14 | modify | 248 | 1.00 | 117.118 | 125.902 | 117.006 | ||
| 2434 | 2016.12.26 21:23 | modify | 248 | 1.00 | 117.118 | 125.902 | 117.007 | ||
| 2435 | 2016.12.26 21:24 | t/p | 248 | 1.00 | 117.007 | 125.902 | 117.007 | 11100.00 | 2145440.00 |
| 2436 | 2017.01.02 12:26 | sell | 249 | 1.00 | 117.421 | 126.228 | 117.304 | ||
| 2437 | 2017.01.02 13:30 | modify | 249 | 1.00 | 117.421 | 126.228 | 117.309 | ||
| 2438 | 2017.01.02 13:39 | modify | 249 | 1.00 | 117.421 | 126.228 | 117.310 | ||
| 2439 | 2017.01.02 13:52 | modify | 249 | 1.00 | 117.421 | 126.228 | 117.311 | ||
| 2440 | 2017.01.02 14:03 | modify | 249 | 1.00 | 117.421 | 126.228 | 117.312 | ||
| 2441 | 2017.01.02 14:15 | modify | 249 | 1.00 | 117.421 | 126.228 | 117.313 | ||
| 2442 | 2017.01.02 14:27 | modify | 249 | 1.00 | 117.421 | 126.228 | 117.314 | ||
| 2443 | 2017.01.02 14:40 | modify | 249 | 1.00 | 117.421 | 126.228 | 117.315 | ||
| 2444 | 2017.01.02 15:22 | modify | 249 | 1.00 | 117.421 | 126.228 | 117.318 | ||
| 2445 | 2017.01.02 15:26 | modify | 249 | 1.00 | 117.421 | 117.343 | 117.318 | ||
| 2446 | 2017.01.02 15:26 | s/l | 249 | 1.00 | 117.343 | 117.343 | 117.318 | 7800.00 | 2153240.00 |
| 2447 | 2017.01.06 20:41 | sell | 250 | 1.00 | 116.966 | 125.738 | 116.849 | ||
| 2448 | 2017.01.06 22:29 | modify | 250 | 1.00 | 116.966 | 125.738 | 116.858 | ||
| 2449 | 2017.01.06 22:51 | modify | 250 | 1.00 | 116.966 | 125.738 | 116.860 | ||
| 2450 | 2017.01.06 23:50 | modify | 250 | 1.00 | 116.966 | 116.952 | 116.860 | ||
| 2451 | 2017.01.06 23:50 | s/l | 250 | 1.00 | 116.952 | 116.952 | 116.860 | 1400.00 | 2154640.00 |
| 2452 | 2017.01.10 18:42 | sell | 251 | 1.00 | 115.519 | 124.183 | 115.403 | ||
| 2453 | 2017.01.11 18:42 | modify | 251 | 1.00 | 115.519 | 124.183 | 115.519 | ||
| 2454 | 2017.01.11 19:09 | modify | 251 | 1.00 | 115.519 | 124.183 | 115.520 | ||
| 2455 | 2017.01.11 19:43 | t/p | 251 | 1.00 | 115.520 | 124.183 | 115.520 | -490.00 | 2154150.00 |
| 2456 | 2017.01.12 01:52 | buy | 252 | 1.00 | 115.082 | 106.451 | 115.197 | ||
| 2457 | 2017.01.12 02:02 | t/p | 252 | 1.00 | 115.197 | 106.451 | 115.197 | 11500.00 | 2165650.00 |
| 2458 | 2017.01.13 17:44 | buy | 253 | 1.00 | 115.029 | 106.402 | 115.144 | ||
| 2459 | 2017.01.13 18:23 | t/p | 253 | 1.00 | 115.144 | 106.402 | 115.144 | 11500.00 | 2177150.00 |
| 2460 | 2017.01.16 12:06 | buy | 254 | 1.00 | 114.280 | 105.709 | 114.394 | ||
| 2461 | 2017.01.16 13:10 | modify | 254 | 1.00 | 114.280 | 105.709 | 114.389 | ||
| 2462 | 2017.01.17 03:39 | modify | 254 | 1.00 | 114.280 | 114.282 | 114.389 | ||
| 2463 | 2017.01.17 03:39 | s/l | 254 | 1.00 | 114.282 | 114.282 | 114.389 | 220.00 | 2177370.00 |
| 2464 | 2017.01.17 11:40 | buy | 255 | 1.00 | 113.063 | 104.583 | 113.176 | ||
| 2465 | 2017.01.17 12:04 | t/p | 255 | 1.00 | 113.176 | 104.583 | 113.176 | 11300.00 | 2188670.00 |
| 2466 | 2017.01.17 22:04 | buy | 256 | 1.00 | 112.657 | 104.208 | 112.770 | ||
| 2467 | 2017.01.17 22:41 | t/p | 256 | 1.00 | 112.770 | 104.208 | 112.770 | 11300.00 | 2199970.00 |
| 2468 | 2017.01.26 11:10 | buy | 257 | 1.00 | 113.674 | 105.148 | 113.788 | ||
| 2469 | 2017.01.26 11:32 | t/p | 257 | 1.00 | 113.788 | 105.148 | 113.788 | 11400.00 | 2211370.00 |
| 2470 | 2017.01.31 12:38 | buy | 258 | 1.00 | 113.776 | 105.243 | 113.890 | ||
| 2471 | 2017.01.31 13:16 | t/p | 258 | 1.00 | 113.890 | 105.243 | 113.890 | 11400.00 | 2222770.00 |
| 2472 | 2017.02.01 12:46 | buy | 259 | 1.00 | 113.371 | 104.868 | 113.484 | ||
| 2473 | 2017.02.01 15:15 | t/p | 259 | 1.00 | 113.484 | 104.868 | 113.484 | 11300.00 | 2234070.00 |
| 2474 | 2017.02.22 18:25 | buy | 260 | 1.00 | 113.276 | 104.780 | 113.389 | ||
| 2475 | 2017.02.22 18:44 | t/p | 260 | 1.00 | 113.389 | 104.780 | 113.389 | 11300.00 | 2245370.00 |
| 2476 | 2017.02.23 23:26 | buy | 261 | 1.00 | 112.694 | 104.242 | 112.807 | ||
| 2477 | 2017.02.24 00:32 | modify | 261 | 1.00 | 112.694 | 104.242 | 112.802 | ||
| 2478 | 2017.02.24 00:34 | modify | 261 | 1.00 | 112.694 | 104.242 | 112.801 | ||
| 2479 | 2017.02.24 00:46 | modify | 261 | 1.00 | 112.694 | 104.242 | 112.800 | ||
| 2480 | 2017.02.24 00:58 | modify | 261 | 1.00 | 112.694 | 104.242 | 112.799 | ||
| 2481 | 2017.02.24 01:11 | modify | 261 | 1.00 | 112.694 | 104.242 | 112.798 | ||
| 2482 | 2017.02.24 01:25 | modify | 261 | 1.00 | 112.694 | 104.242 | 112.797 | ||
| 2483 | 2017.02.24 01:37 | modify | 261 | 1.00 | 112.694 | 104.242 | 112.796 | ||
| 2484 | 2017.02.24 01:49 | modify | 261 | 1.00 | 112.694 | 104.242 | 112.795 | ||
| 2485 | 2017.02.24 02:02 | modify | 261 | 1.00 | 112.694 | 104.242 | 112.794 | ||
| 2486 | 2017.02.24 02:15 | modify | 261 | 1.00 | 112.694 | 104.242 | 112.793 | ||
| 2487 | 2017.02.24 02:27 | modify | 261 | 1.00 | 112.694 | 112.705 | 112.793 | ||
| 2488 | 2017.02.24 02:27 | s/l | 261 | 1.00 | 112.705 | 112.705 | 112.793 | 1120.00 | 2246490.00 |
| 2489 | 2017.03.01 00:34 | sell | 262 | 1.00 | 112.837 | 121.300 | 112.724 | ||
| 2490 | 2017.03.01 04:24 | modify | 262 | 1.00 | 112.837 | 112.834 | 112.724 | ||
| 2491 | 2017.03.01 04:24 | s/l | 262 | 1.00 | 112.834 | 112.834 | 112.724 | 300.00 | 2246790.00 |
| 2492 | 2017.03.03 07:21 | sell | 263 | 1.00 | 114.143 | 122.704 | 114.029 | ||
| 2493 | 2017.03.03 08:30 | modify | 263 | 1.00 | 114.143 | 122.704 | 114.034 | ||
| 2494 | 2017.03.03 08:32 | modify | 263 | 1.00 | 114.143 | 122.704 | 114.035 | ||
| 2495 | 2017.03.03 08:55 | modify | 263 | 1.00 | 114.143 | 122.704 | 114.036 | ||
| 2496 | 2017.03.03 08:57 | modify | 263 | 1.00 | 114.143 | 122.704 | 114.037 | ||
| 2497 | 2017.03.03 09:25 | modify | 263 | 1.00 | 114.143 | 122.704 | 114.039 | ||
| 2498 | 2017.03.03 09:35 | modify | 263 | 1.00 | 114.143 | 122.704 | 114.040 | ||
| 2499 | 2017.03.03 21:09 | modify | 263 | 1.00 | 114.143 | 114.141 | 114.040 | ||
| 2500 | 2017.03.03 21:09 | modify | 263 | 1.00 | 114.143 | 114.137 | 114.040 | ||
| 2501 | 2017.03.03 21:09 | s/l | 263 | 1.00 | 114.137 | 114.137 | 114.040 | 600.00 | 2247390.00 |
| 2502 | 2017.03.07 02:47 | sell | 264 | 1.00 | 113.989 | 122.538 | 113.875 | ||
| 2503 | 2017.03.07 03:48 | modify | 264 | 1.00 | 113.989 | 122.538 | 113.880 | ||
| 2504 | 2017.03.07 03:56 | modify | 264 | 1.00 | 113.989 | 122.538 | 113.881 | ||
| 2505 | 2017.03.07 04:09 | modify | 264 | 1.00 | 113.989 | 122.538 | 113.882 | ||
| 2506 | 2017.03.07 04:22 | modify | 264 | 1.00 | 113.989 | 122.538 | 113.883 | ||
| 2507 | 2017.03.07 04:34 | modify | 264 | 1.00 | 113.989 | 122.538 | 113.884 | ||
| 2508 | 2017.03.07 04:47 | modify | 264 | 1.00 | 113.989 | 122.538 | 113.885 | ||
| 2509 | 2017.03.07 04:59 | modify | 264 | 1.00 | 113.989 | 122.538 | 113.886 | ||
| 2510 | 2017.03.07 05:12 | modify | 264 | 1.00 | 113.989 | 122.538 | 113.887 | ||
| 2511 | 2017.03.07 05:25 | modify | 264 | 1.00 | 113.989 | 122.538 | 113.888 | ||
| 2512 | 2017.03.07 05:29 | t/p | 264 | 1.00 | 113.888 | 122.538 | 113.888 | 10100.00 | 2257490.00 |
| 2513 | 2017.03.09 15:12 | buy | 265 | 1.00 | 114.586 | 105.992 | 114.701 | ||
| 2514 | 2017.03.09 15:43 | t/p | 265 | 1.00 | 114.701 | 105.992 | 114.701 | 11500.00 | 2268990.00 |
| 2515 | 2017.03.14 21:30 | sell | 266 | 1.00 | 114.660 | 123.260 | 114.545 | ||
| 2516 | 2017.03.15 02:25 | modify | 266 | 1.00 | 114.660 | 114.659 | 114.545 | ||
| 2517 | 2017.03.15 02:25 | modify | 266 | 1.00 | 114.660 | 114.657 | 114.545 | ||
| 2518 | 2017.03.15 02:25 | s/l | 266 | 1.00 | 114.657 | 114.657 | 114.545 | -90.00 | 2268900.00 |
| 2519 | 2017.03.16 08:28 | buy | 267 | 1.00 | 113.329 | 104.829 | 113.442 | ||
| 2520 | 2017.03.16 10:14 | modify | 267 | 1.00 | 113.329 | 104.829 | 113.434 | ||
| 2521 | 2017.03.16 10:20 | modify | 267 | 1.00 | 113.329 | 104.829 | 113.433 | ||
| 2522 | 2017.03.16 11:13 | modify | 267 | 1.00 | 113.329 | 104.829 | 113.429 | ||
| 2523 | 2017.03.16 11:24 | modify | 267 | 1.00 | 113.329 | 104.829 | 113.428 | ||
| 2524 | 2017.03.16 11:28 | modify | 267 | 1.00 | 113.329 | 113.361 | 113.428 | ||
| 2525 | 2017.03.16 11:28 | s/l | 267 | 1.00 | 113.361 | 113.361 | 113.428 | 3200.00 | 2272100.00 |
| 2526 | 2017.03.22 06:33 | sell | 268 | 1.00 | 111.691 | 120.068 | 111.579 | ||
| 2527 | 2017.03.22 07:38 | modify | 268 | 1.00 | 111.691 | 120.068 | 111.584 | ||
| 2528 | 2017.03.22 07:40 | modify | 268 | 1.00 | 111.691 | 120.068 | 111.585 | ||
| 2529 | 2017.03.22 07:55 | modify | 268 | 1.00 | 111.691 | 120.068 | 111.586 | ||
| 2530 | 2017.03.22 08:06 | modify | 268 | 1.00 | 111.691 | 120.068 | 111.587 | ||
| 2531 | 2017.03.22 08:19 | modify | 268 | 1.00 | 111.691 | 120.068 | 111.588 | ||
| 2532 | 2017.03.22 08:32 | modify | 268 | 1.00 | 111.691 | 120.068 | 111.589 | ||
| 2533 | 2017.03.22 08:45 | modify | 268 | 1.00 | 111.691 | 120.068 | 111.590 | ||
| 2534 | 2017.03.22 08:50 | t/p | 268 | 1.00 | 111.590 | 120.068 | 111.590 | 10100.00 | 2282200.00 |
| 2535 | 2017.03.24 14:23 | sell | 269 | 1.00 | 111.096 | 119.428 | 110.985 | ||
| 2536 | 2017.03.24 14:46 | t/p | 269 | 1.00 | 110.985 | 119.428 | 110.985 | 11100.00 | 2293300.00 |
| 2537 | 2017.04.03 16:40 | sell | 270 | 1.00 | 111.399 | 119.754 | 111.288 | ||
| 2538 | 2017.04.03 17:06 | t/p | 270 | 1.00 | 111.288 | 119.754 | 111.288 | 11100.00 | 2304400.00 |
| 2539 | 2017.04.04 08:14 | sell | 271 | 1.00 | 110.464 | 118.749 | 110.354 | ||
| 2540 | 2017.04.04 09:31 | modify | 271 | 1.00 | 110.464 | 118.749 | 110.359 | ||
| 2541 | 2017.04.04 09:31 | modify | 271 | 1.00 | 110.464 | 118.749 | 110.360 | ||
| 2542 | 2017.04.04 09:44 | modify | 271 | 1.00 | 110.464 | 118.749 | 110.361 | ||
| 2543 | 2017.04.04 09:46 | t/p | 271 | 1.00 | 110.361 | 118.749 | 110.361 | 10300.00 | 2314700.00 |
| 2544 | 2017.04.05 00:36 | buy | 272 | 1.00 | 110.694 | 102.392 | 110.805 | ||
| 2545 | 2017.04.05 01:36 | modify | 272 | 1.00 | 110.694 | 102.392 | 110.800 | ||
| 2546 | 2017.04.05 01:41 | t/p | 272 | 1.00 | 110.800 | 102.392 | 110.800 | 10600.00 | 2325300.00 |
| 2547 | 2017.04.10 00:53 | sell | 273 | 1.00 | 111.068 | 119.398 | 110.957 | ||
| 2548 | 2017.04.10 18:32 | modify | 273 | 1.00 | 111.068 | 111.067 | 110.957 | ||
| 2549 | 2017.04.10 18:32 | s/l | 273 | 1.00 | 111.067 | 111.067 | 110.957 | 100.00 | 2325400.00 |
| 2550 | 2017.04.13 10:23 | buy | 274 | 1.00 | 109.091 | 100.909 | 109.200 | ||