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 |
| 3751 | 2017.09.18 01:50 | modify | 280 | 1.00 | 113.942 | 105.396 | 112.333 | ||
| 3752 | 2017.09.18 02:50 | modify | 280 | 1.00 | 113.942 | 105.396 | 112.332 | ||
| 3753 | 2017.09.18 03:50 | modify | 280 | 1.00 | 113.942 | 105.396 | 112.331 | ||
| 3754 | 2017.09.18 04:50 | modify | 280 | 1.00 | 113.942 | 105.396 | 112.330 | ||
| 3755 | 2017.09.18 05:50 | modify | 280 | 1.00 | 113.942 | 105.396 | 112.329 | ||
| 3756 | 2017.09.18 06:50 | modify | 280 | 1.00 | 113.942 | 105.396 | 112.328 | ||
| 3757 | 2017.09.18 07:50 | modify | 280 | 1.00 | 113.942 | 105.396 | 112.327 | ||
| 3758 | 2017.09.18 08:50 | modify | 280 | 1.00 | 113.942 | 105.396 | 112.326 | ||
| 3759 | 2017.09.18 09:50 | modify | 280 | 1.00 | 113.942 | 105.396 | 112.325 | ||
| 3760 | 2017.09.18 10:50 | modify | 280 | 1.00 | 113.942 | 105.396 | 112.324 | ||
| 3761 | 2017.09.18 11:50 | modify | 280 | 1.00 | 113.942 | 105.396 | 112.323 | ||
| 3762 | 2017.09.18 12:50 | modify | 280 | 1.00 | 113.942 | 105.396 | 112.322 | ||
| 3763 | 2017.09.18 13:50 | modify | 280 | 1.00 | 113.942 | 105.396 | 112.321 | ||
| 3764 | 2017.09.18 14:50 | modify | 280 | 1.00 | 113.942 | 105.396 | 112.320 | ||
| 3765 | 2017.09.18 15:50 | modify | 280 | 1.00 | 113.942 | 105.396 | 112.319 | ||
| 3766 | 2017.09.18 16:50 | modify | 280 | 1.00 | 113.942 | 105.396 | 112.318 | ||
| 3767 | 2017.09.18 17:50 | modify | 280 | 1.00 | 113.942 | 105.396 | 112.317 | ||
| 3768 | 2017.09.18 18:50 | modify | 280 | 1.00 | 113.942 | 105.396 | 112.316 | ||
| 3769 | 2017.09.18 19:50 | modify | 280 | 1.00 | 113.942 | 105.396 | 112.315 | ||
| 3770 | 2017.09.18 20:50 | modify | 280 | 1.00 | 113.942 | 105.396 | 112.314 | ||
| 3771 | 2017.09.18 21:50 | modify | 280 | 1.00 | 113.942 | 105.396 | 112.313 | ||
| 3772 | 2017.09.18 22:50 | modify | 280 | 1.00 | 113.942 | 105.396 | 112.312 | ||
| 3773 | 2017.09.18 23:50 | modify | 280 | 1.00 | 113.942 | 105.396 | 112.311 | ||
| 3774 | 2017.09.19 00:50 | modify | 280 | 1.00 | 113.942 | 105.396 | 112.310 | ||
| 3775 | 2017.09.19 01:50 | modify | 280 | 1.00 | 113.942 | 105.396 | 112.309 | ||
| 3776 | 2017.09.19 02:50 | modify | 280 | 1.00 | 113.942 | 105.396 | 112.308 | ||
| 3777 | 2017.09.19 03:50 | modify | 280 | 1.00 | 113.942 | 105.396 | 112.307 | ||
| 3778 | 2017.09.19 04:50 | modify | 280 | 1.00 | 113.942 | 105.396 | 112.306 | ||
| 3779 | 2017.09.19 05:50 | modify | 280 | 1.00 | 113.942 | 105.396 | 112.305 | ||
| 3780 | 2017.09.19 06:50 | modify | 280 | 1.00 | 113.942 | 105.396 | 112.304 | ||
| 3781 | 2017.09.19 07:50 | modify | 280 | 1.00 | 113.942 | 105.396 | 112.303 | ||
| 3782 | 2017.09.19 08:50 | modify | 280 | 1.00 | 113.942 | 105.396 | 112.302 | ||
| 3783 | 2017.09.19 09:50 | modify | 280 | 1.00 | 113.942 | 105.396 | 112.301 | ||
| 3784 | 2017.09.19 10:50 | modify | 280 | 1.00 | 113.942 | 105.396 | 112.300 | ||
| 3785 | 2017.09.19 11:50 | modify | 280 | 1.00 | 113.942 | 105.396 | 112.299 | ||
| 3786 | 2017.09.19 12:50 | modify | 280 | 1.00 | 113.942 | 105.396 | 112.298 | ||
| 3787 | 2017.09.19 13:50 | modify | 280 | 1.00 | 113.942 | 105.396 | 112.297 | ||
| 3788 | 2017.09.19 14:50 | modify | 280 | 1.00 | 113.942 | 105.396 | 112.296 | ||
| 3789 | 2017.09.19 15:50 | modify | 280 | 1.00 | 113.942 | 105.396 | 112.295 | ||
| 3790 | 2017.09.19 16:50 | modify | 280 | 1.00 | 113.942 | 105.396 | 112.294 | ||
| 3791 | 2017.09.19 17:50 | modify | 280 | 1.00 | 113.942 | 105.396 | 112.293 | ||
| 3792 | 2017.09.19 18:50 | modify | 280 | 1.00 | 113.942 | 105.396 | 112.292 | ||
| 3793 | 2017.09.19 19:50 | modify | 280 | 1.00 | 113.942 | 105.396 | 112.291 | ||
| 3794 | 2017.09.19 20:50 | modify | 280 | 1.00 | 113.942 | 105.396 | 112.290 | ||
| 3795 | 2017.09.19 21:50 | modify | 280 | 1.00 | 113.942 | 105.396 | 112.289 | ||
| 3796 | 2017.09.19 22:50 | modify | 280 | 1.00 | 113.942 | 105.396 | 112.288 | ||
| 3797 | 2017.09.19 23:50 | modify | 280 | 1.00 | 113.942 | 105.396 | 112.287 | ||
| 3798 | 2017.09.20 00:50 | modify | 280 | 1.00 | 113.942 | 105.396 | 112.286 | ||
| 3799 | 2017.09.20 01:50 | modify | 280 | 1.00 | 113.942 | 105.396 | 112.285 | ||
| 3800 | 2017.09.20 02:50 | modify | 280 | 1.00 | 113.942 | 105.396 | 112.284 | ||
| 3801 | 2017.09.20 03:50 | modify | 280 | 1.00 | 113.942 | 105.396 | 112.283 | ||
| 3802 | 2017.09.20 04:50 | modify | 280 | 1.00 | 113.942 | 105.396 | 112.282 | ||
| 3803 | 2017.09.20 05:50 | modify | 280 | 1.00 | 113.942 | 105.396 | 112.281 | ||
| 3804 | 2017.09.20 06:50 | modify | 280 | 1.00 | 113.942 | 105.396 | 112.280 | ||
| 3805 | 2017.09.20 07:50 | modify | 280 | 1.00 | 113.942 | 105.396 | 112.279 | ||
| 3806 | 2017.09.20 08:50 | modify | 280 | 1.00 | 113.942 | 105.396 | 112.278 | ||
| 3807 | 2017.09.20 09:50 | modify | 280 | 1.00 | 113.942 | 105.396 | 112.277 | ||
| 3808 | 2017.09.20 10:50 | modify | 280 | 1.00 | 113.942 | 105.396 | 112.276 | ||
| 3809 | 2017.09.20 11:50 | modify | 280 | 1.00 | 113.942 | 105.396 | 112.275 | ||
| 3810 | 2017.09.20 12:50 | modify | 280 | 1.00 | 113.942 | 105.396 | 112.274 | ||
| 3811 | 2017.09.20 13:50 | modify | 280 | 1.00 | 113.942 | 105.396 | 112.273 | ||
| 3812 | 2017.09.20 14:50 | modify | 280 | 1.00 | 113.942 | 105.396 | 112.272 | ||
| 3813 | 2017.09.20 15:50 | modify | 280 | 1.00 | 113.942 | 105.396 | 112.271 | ||
| 3814 | 2017.09.20 16:50 | modify | 280 | 1.00 | 113.942 | 105.396 | 112.270 | ||
| 3815 | 2017.09.20 17:50 | modify | 280 | 1.00 | 113.942 | 105.396 | 112.269 | ||
| 3816 | 2017.09.20 18:50 | modify | 280 | 1.00 | 113.942 | 105.396 | 112.268 | ||
| 3817 | 2017.09.20 19:50 | modify | 280 | 1.00 | 113.942 | 105.396 | 112.267 | ||
| 3818 | 2017.09.20 20:50 | modify | 280 | 1.00 | 113.942 | 105.396 | 112.266 | ||
| 3819 | 2017.09.20 21:34 | t/p | 280 | 1.00 | 112.266 | 105.396 | 112.266 | -166200.00 | 2274900.00 |
| 3820 | 2017.09.22 19:28 | sell | 288 | 1.00 | 112.118 | 120.527 | 112.006 | ||
| 3821 | 2017.09.22 20:28 | modify | 288 | 1.00 | 112.118 | 120.527 | 112.011 | ||
| 3822 | 2017.09.22 20:40 | modify | 288 | 1.00 | 112.118 | 120.527 | 112.012 | ||
| 3823 | 2017.09.22 20:53 | modify | 288 | 1.00 | 112.118 | 120.527 | 112.013 | ||
| 3824 | 2017.09.22 21:02 | t/p | 288 | 1.00 | 112.013 | 120.527 | 112.013 | 10500.00 | 2285400.00 |
| 3825 | 2017.09.26 03:55 | buy | 289 | 1.00 | 111.600 | 103.230 | 111.712 | ||
| 3826 | 2017.09.26 04:55 | modify | 289 | 1.00 | 111.600 | 103.230 | 111.707 | ||
| 3827 | 2017.09.26 05:00 | modify | 289 | 1.00 | 111.600 | 103.230 | 111.706 | ||
| 3828 | 2017.09.26 05:13 | modify | 289 | 1.00 | 111.600 | 103.230 | 111.705 | ||
| 3829 | 2017.09.26 05:16 | t/p | 289 | 1.00 | 111.705 | 103.230 | 111.705 | 10500.00 | 2295900.00 |
| 3830 | 2017.09.27 10:00 | sell | 290 | 1.00 | 112.643 | 121.091 | 112.530 | ||
| 3831 | 2017.09.27 17:53 | modify | 290 | 1.00 | 112.643 | 112.638 | 112.530 | ||
| 3832 | 2017.09.27 17:53 | s/l | 290 | 1.00 | 112.638 | 112.638 | 112.530 | 500.00 | 2296400.00 |
| 3833 | 2017.09.27 21:43 | buy | 291 | 1.00 | 112.735 | 104.280 | 112.848 | ||
| 3834 | 2017.09.27 22:33 | t/p | 291 | 1.00 | 112.848 | 104.280 | 112.848 | 11300.00 | 2307700.00 |
| 3835 | 2017.09.28 06:00 | sell | 292 | 1.00 | 112.856 | 121.320 | 112.743 | ||
| 3836 | 2017.09.28 10:26 | modify | 292 | 1.00 | 112.856 | 112.855 | 112.743 | ||
| 3837 | 2017.09.28 10:26 | s/l | 292 | 1.00 | 112.855 | 112.855 | 112.743 | 100.00 | 2307800.00 |
| 3838 | 2017.10.11 18:02 | sell | 293 | 1.00 | 112.265 | 120.685 | 112.153 | ||
| 3839 | 2017.10.12 08:54 | modify | 293 | 1.00 | 112.265 | 112.264 | 112.153 | ||
| 3840 | 2017.10.12 08:54 | s/l | 293 | 1.00 | 112.264 | 112.264 | 112.153 | -30.00 | 2307770.00 |
| 3841 | 2017.10.12 23:23 | sell | 294 | 1.00 | 112.281 | 120.702 | 112.169 | ||
| 3842 | 2017.10.13 00:23 | modify | 294 | 1.00 | 112.281 | 120.702 | 112.173 | ||
| 3843 | 2017.10.13 00:25 | modify | 294 | 1.00 | 112.281 | 120.702 | 112.174 | ||
| 3844 | 2017.10.13 00:37 | modify | 294 | 1.00 | 112.281 | 120.702 | 112.175 | ||
| 3845 | 2017.10.13 00:50 | modify | 294 | 1.00 | 112.281 | 120.702 | 112.176 | ||
| 3846 | 2017.10.13 01:03 | modify | 294 | 1.00 | 112.281 | 120.702 | 112.177 | ||
| 3847 | 2017.10.13 01:16 | modify | 294 | 1.00 | 112.281 | 120.702 | 112.178 | ||
| 3848 | 2017.10.13 01:33 | modify | 294 | 1.00 | 112.281 | 120.702 | 112.179 | ||
| 3849 | 2017.10.13 01:42 | modify | 294 | 1.00 | 112.281 | 120.702 | 112.180 | ||
| 3850 | 2017.10.13 01:55 | modify | 294 | 1.00 | 112.281 | 120.702 | 112.181 | ||
| 3851 | 2017.10.13 02:07 | modify | 294 | 1.00 | 112.281 | 120.702 | 112.182 | ||
| 3852 | 2017.10.13 02:20 | modify | 294 | 1.00 | 112.281 | 120.702 | 112.183 | ||
| 3853 | 2017.10.13 02:23 | modify | 294 | 1.00 | 112.281 | 112.263 | 112.183 | ||
| 3854 | 2017.10.13 02:23 | modify | 294 | 1.00 | 112.281 | 112.262 | 112.183 | ||
| 3855 | 2017.10.13 02:23 | modify | 294 | 1.00 | 112.281 | 112.261 | 112.183 | ||
| 3856 | 2017.10.13 02:23 | s/l | 294 | 1.00 | 112.261 | 112.261 | 112.183 | 1870.00 | 2309640.00 |
| 3857 | 2017.10.19 14:37 | sell | 295 | 1.00 | 112.527 | 120.967 | 112.414 | ||
| 3858 | 2017.10.19 15:23 | t/p | 295 | 1.00 | 112.414 | 120.967 | 112.414 | 11300.00 | 2320940.00 |
| 3859 | 2017.10.20 05:09 | sell | 296 | 1.00 | 113.246 | 121.739 | 113.133 | ||
| 3860 | 2017.10.20 06:09 | modify | 296 | 1.00 | 113.246 | 121.739 | 113.137 | ||
| 3861 | 2017.10.20 06:09 | modify | 296 | 1.00 | 113.246 | 121.739 | 113.138 | ||
| 3862 | 2017.10.20 06:22 | modify | 296 | 1.00 | 113.246 | 121.739 | 113.139 | ||
| 3863 | 2017.10.20 06:26 | t/p | 296 | 1.00 | 113.139 | 121.739 | 113.139 | 10700.00 | 2331640.00 |
| 3864 | 2017.11.01 12:03 | sell | 297 | 1.00 | 113.973 | 122.521 | 113.859 | ||
| 3865 | 2017.11.01 17:16 | modify | 297 | 1.00 | 113.973 | 113.970 | 113.859 | ||
| 3866 | 2017.11.01 17:16 | s/l | 297 | 1.00 | 113.970 | 113.970 | 113.859 | 300.00 | 2331940.00 |
| 3867 | 2017.11.03 04:19 | buy | 298 | 1.00 | 113.929 | 105.384 | 114.043 | ||
| 3868 | 2017.11.03 05:19 | modify | 298 | 1.00 | 113.929 | 105.384 | 114.038 | ||
| 3869 | 2017.11.03 05:27 | modify | 298 | 1.00 | 113.929 | 105.384 | 114.037 | ||
| 3870 | 2017.11.03 05:40 | modify | 298 | 1.00 | 113.929 | 105.384 | 114.036 | ||
| 3871 | 2017.11.03 05:46 | t/p | 298 | 1.00 | 114.036 | 105.384 | 114.036 | 10700.00 | 2342640.00 |
| 3872 | 2017.11.03 07:21 | buy | 299 | 1.00 | 114.010 | 105.459 | 114.124 | ||
| 3873 | 2017.11.03 09:35 | modify | 299 | 1.00 | 114.010 | 105.459 | 114.113 | ||
| 3874 | 2017.11.03 09:46 | modify | 299 | 1.00 | 114.010 | 105.459 | 114.112 | ||
| 3875 | 2017.11.03 09:59 | modify | 299 | 1.00 | 114.010 | 105.459 | 114.111 | ||
| 3876 | 2017.11.03 10:11 | modify | 299 | 1.00 | 114.010 | 105.459 | 114.110 | ||
| 3877 | 2017.11.03 10:21 | modify | 299 | 1.00 | 114.010 | 114.079 | 114.110 | ||
| 3878 | 2017.11.03 10:21 | s/l | 299 | 1.00 | 114.079 | 114.079 | 114.110 | 6900.00 | 2349540.00 |
| 3879 | 2017.11.07 01:52 | buy | 300 | 1.00 | 113.782 | 105.248 | 113.896 | ||
| 3880 | 2017.11.07 02:52 | modify | 300 | 1.00 | 113.782 | 105.248 | 113.891 | ||
| 3881 | 2017.11.07 03:20 | modify | 300 | 1.00 | 113.782 | 105.248 | 113.889 | ||
| 3882 | 2017.11.07 03:24 | modify | 300 | 1.00 | 113.782 | 105.248 | 113.888 | ||
| 3883 | 2017.11.07 03:31 | t/p | 300 | 1.00 | 113.888 | 105.248 | 113.888 | 10600.00 | 2360140.00 |
| 3884 | 2017.11.09 04:56 | buy | 301 | 1.00 | 114.016 | 105.465 | 114.130 | ||
| 3885 | 2017.11.10 04:56 | modify | 301 | 1.00 | 114.016 | 105.465 | 114.016 | ||
| 3886 | 2017.11.10 05:29 | modify | 301 | 1.00 | 114.016 | 105.465 | 114.015 | ||
| 3887 | 2017.11.10 06:29 | modify | 301 | 1.00 | 114.016 | 105.465 | 114.014 | ||
| 3888 | 2017.11.10 07:29 | modify | 301 | 1.00 | 114.016 | 105.465 | 114.013 | ||
| 3889 | 2017.11.10 08:29 | modify | 301 | 1.00 | 114.016 | 105.465 | 114.012 | ||
| 3890 | 2017.11.10 09:29 | modify | 301 | 1.00 | 114.016 | 105.465 | 114.011 | ||
| 3891 | 2017.11.10 10:29 | modify | 301 | 1.00 | 114.016 | 105.465 | 114.010 | ||
| 3892 | 2017.11.10 11:29 | modify | 301 | 1.00 | 114.016 | 105.465 | 114.009 | ||
| 3893 | 2017.11.10 12:29 | modify | 301 | 1.00 | 114.016 | 105.465 | 114.008 | ||
| 3894 | 2017.11.10 13:29 | modify | 301 | 1.00 | 114.016 | 105.465 | 114.007 | ||
| 3895 | 2017.11.10 14:29 | modify | 301 | 1.00 | 114.016 | 105.465 | 114.006 | ||
| 3896 | 2017.11.10 15:29 | modify | 301 | 1.00 | 114.016 | 105.465 | 114.005 | ||
| 3897 | 2017.11.10 16:29 | modify | 301 | 1.00 | 114.016 | 105.465 | 114.004 | ||
| 3898 | 2017.11.10 17:29 | modify | 301 | 1.00 | 114.016 | 105.465 | 114.003 | ||
| 3899 | 2017.11.10 18:29 | modify | 301 | 1.00 | 114.016 | 105.465 | 114.002 | ||
| 3900 | 2017.11.10 19:29 | modify | 301 | 1.00 | 114.016 | 105.465 | 114.001 | ||