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 |
| 4501 | 2018.05.28 23:14 | modify | 323 | 1.00 | 109.377 | 101.174 | 109.474 | ||
| 4502 | 2018.05.28 23:28 | modify | 323 | 1.00 | 109.377 | 101.174 | 109.473 | ||
| 4503 | 2018.05.28 23:38 | modify | 323 | 1.00 | 109.377 | 109.402 | 109.473 | ||
| 4504 | 2018.05.28 23:38 | s/l | 323 | 1.00 | 109.402 | 109.402 | 109.473 | 2500.00 | 2425770.00 |
| 4505 | 2018.06.05 23:58 | sell | 324 | 1.00 | 109.799 | 118.034 | 109.689 | ||
| 4506 | 2018.06.06 03:56 | modify | 324 | 1.00 | 109.799 | 109.798 | 109.689 | ||
| 4507 | 2018.06.06 03:56 | s/l | 324 | 1.00 | 109.798 | 109.798 | 109.689 | -290.00 | 2425480.00 |
| 4508 | 2018.06.13 00:11 | buy | 325 | 1.00 | 110.366 | 102.089 | 110.476 | ||
| 4509 | 2018.06.13 01:11 | modify | 325 | 1.00 | 110.366 | 102.089 | 110.472 | ||
| 4510 | 2018.06.13 01:14 | modify | 325 | 1.00 | 110.366 | 102.089 | 110.471 | ||
| 4511 | 2018.06.13 01:27 | modify | 325 | 1.00 | 110.366 | 102.089 | 110.470 | ||
| 4512 | 2018.06.13 01:28 | t/p | 325 | 1.00 | 110.470 | 102.089 | 110.470 | 10400.00 | 2435880.00 |
| 4513 | 2018.06.18 09:59 | sell | 326 | 1.00 | 110.566 | 118.858 | 110.455 | ||
| 4514 | 2018.06.18 10:59 | modify | 326 | 1.00 | 110.566 | 118.858 | 110.460 | ||
| 4515 | 2018.06.18 11:05 | modify | 326 | 1.00 | 110.566 | 118.858 | 110.461 | ||
| 4516 | 2018.06.18 11:18 | modify | 326 | 1.00 | 110.566 | 118.858 | 110.462 | ||
| 4517 | 2018.06.18 11:31 | modify | 326 | 1.00 | 110.566 | 118.858 | 110.463 | ||
| 4518 | 2018.06.18 11:44 | modify | 326 | 1.00 | 110.566 | 118.858 | 110.464 | ||
| 4519 | 2018.06.18 11:57 | modify | 326 | 1.00 | 110.566 | 118.858 | 110.465 | ||
| 4520 | 2018.06.18 12:10 | modify | 326 | 1.00 | 110.566 | 118.858 | 110.466 | ||
| 4521 | 2018.06.18 12:23 | modify | 326 | 1.00 | 110.566 | 118.858 | 110.467 | ||
| 4522 | 2018.06.18 12:37 | modify | 326 | 1.00 | 110.566 | 118.858 | 110.468 | ||
| 4523 | 2018.06.18 12:49 | modify | 326 | 1.00 | 110.566 | 118.858 | 110.469 | ||
| 4524 | 2018.06.18 12:59 | modify | 326 | 1.00 | 110.566 | 110.553 | 110.469 | ||
| 4525 | 2018.06.18 12:59 | s/l | 326 | 1.00 | 110.553 | 110.553 | 110.469 | 1300.00 | 2437180.00 |
| 4526 | 2018.06.26 16:30 | sell | 327 | 1.00 | 109.755 | 117.987 | 109.645 | ||
| 4527 | 2018.06.27 10:10 | modify | 327 | 1.00 | 109.755 | 109.753 | 109.645 | ||
| 4528 | 2018.06.27 10:10 | s/l | 327 | 1.00 | 109.753 | 109.753 | 109.645 | -190.00 | 2436990.00 |
| 4529 | 2018.06.27 21:32 | buy | 328 | 1.00 | 110.186 | 101.922 | 110.296 | ||
| 4530 | 2018.06.27 22:16 | t/p | 328 | 1.00 | 110.296 | 101.922 | 110.296 | 11000.00 | 2447990.00 |
| 4531 | 2018.07.02 10:40 | sell | 329 | 1.00 | 110.669 | 118.969 | 110.558 | ||
| 4532 | 2018.07.03 10:40 | modify | 329 | 1.00 | 110.669 | 118.969 | 110.669 | ||
| 4533 | 2018.07.03 11:07 | modify | 329 | 1.00 | 110.669 | 118.969 | 110.670 | ||
| 4534 | 2018.07.03 12:07 | modify | 329 | 1.00 | 110.669 | 118.969 | 110.671 | ||
| 4535 | 2018.07.03 13:07 | modify | 329 | 1.00 | 110.669 | 118.969 | 110.672 | ||
| 4536 | 2018.07.03 14:07 | modify | 329 | 1.00 | 110.669 | 118.969 | 110.673 | ||
| 4537 | 2018.07.03 15:07 | modify | 329 | 1.00 | 110.669 | 118.969 | 110.674 | ||
| 4538 | 2018.07.03 15:09 | t/p | 329 | 1.00 | 110.674 | 118.969 | 110.674 | -630.00 | 2447360.00 |
| 4539 | 2018.07.04 11:14 | sell | 330 | 1.00 | 110.496 | 118.783 | 110.386 | ||
| 4540 | 2018.07.04 12:35 | modify | 330 | 1.00 | 110.496 | 118.783 | 110.392 | ||
| 4541 | 2018.07.04 12:45 | modify | 330 | 1.00 | 110.496 | 118.783 | 110.393 | ||
| 4542 | 2018.07.04 12:58 | modify | 330 | 1.00 | 110.496 | 118.783 | 110.394 | ||
| 4543 | 2018.07.04 13:11 | modify | 330 | 1.00 | 110.496 | 118.783 | 110.395 | ||
| 4544 | 2018.07.04 13:24 | modify | 330 | 1.00 | 110.496 | 118.783 | 110.396 | ||
| 4545 | 2018.07.04 13:37 | modify | 330 | 1.00 | 110.496 | 118.783 | 110.397 | ||
| 4546 | 2018.07.04 14:23 | modify | 330 | 1.00 | 110.496 | 110.495 | 110.397 | ||
| 4547 | 2018.07.04 14:23 | s/l | 330 | 1.00 | 110.495 | 110.495 | 110.397 | 100.00 | 2447460.00 |
| 4548 | 2018.07.04 17:44 | sell | 331 | 1.00 | 110.509 | 118.797 | 110.398 | ||
| 4549 | 2018.07.04 19:19 | modify | 331 | 1.00 | 110.509 | 118.797 | 110.406 | ||
| 4550 | 2018.07.04 19:29 | modify | 331 | 1.00 | 110.509 | 118.797 | 110.407 | ||
| 4551 | 2018.07.04 19:42 | modify | 331 | 1.00 | 110.509 | 118.797 | 110.408 | ||
| 4552 | 2018.07.04 19:55 | modify | 331 | 1.00 | 110.509 | 118.797 | 110.409 | ||
| 4553 | 2018.07.04 20:08 | modify | 331 | 1.00 | 110.509 | 118.797 | 110.410 | ||
| 4554 | 2018.07.04 20:21 | modify | 331 | 1.00 | 110.509 | 118.797 | 110.411 | ||
| 4555 | 2018.07.04 20:34 | modify | 331 | 1.00 | 110.509 | 118.797 | 110.412 | ||
| 4556 | 2018.07.04 20:45 | modify | 331 | 1.00 | 110.509 | 110.450 | 110.412 | ||
| 4557 | 2018.07.04 20:45 | s/l | 331 | 1.00 | 110.450 | 110.450 | 110.412 | 5900.00 | 2453360.00 |
| 4558 | 2018.07.05 11:10 | buy | 332 | 1.00 | 110.653 | 102.354 | 110.764 | ||
| 4559 | 2018.07.05 12:32 | modify | 332 | 1.00 | 110.653 | 102.354 | 110.757 | ||
| 4560 | 2018.07.05 12:43 | modify | 332 | 1.00 | 110.653 | 102.354 | 110.756 | ||
| 4561 | 2018.07.05 12:56 | modify | 332 | 1.00 | 110.653 | 102.354 | 110.755 | ||
| 4562 | 2018.07.05 13:09 | modify | 332 | 1.00 | 110.653 | 102.354 | 110.754 | ||
| 4563 | 2018.07.05 13:54 | modify | 332 | 1.00 | 110.653 | 102.354 | 110.751 | ||
| 4564 | 2018.07.05 14:04 | modify | 332 | 1.00 | 110.653 | 102.354 | 110.750 | ||
| 4565 | 2018.07.05 14:13 | modify | 332 | 1.00 | 110.653 | 110.654 | 110.750 | ||
| 4566 | 2018.07.05 14:13 | s/l | 332 | 1.00 | 110.654 | 110.654 | 110.750 | 100.00 | 2453460.00 |
| 4567 | 2018.07.10 02:43 | sell | 333 | 1.00 | 110.941 | 119.262 | 110.830 | ||
| 4568 | 2018.07.11 00:01 | modify | 333 | 1.00 | 110.941 | 110.939 | 110.830 | ||
| 4569 | 2018.07.11 00:01 | s/l | 333 | 1.00 | 110.939 | 110.939 | 110.830 | -190.00 | 2453270.00 |
| 4570 | 2018.07.24 09:30 | sell | 334 | 1.00 | 111.385 | 119.739 | 111.274 | ||
| 4571 | 2018.07.24 10:03 | t/p | 334 | 1.00 | 111.274 | 119.739 | 111.274 | 11100.00 | 2464370.00 |
| 4572 | 2018.07.24 18:48 | sell | 335 | 1.00 | 111.225 | 119.567 | 111.114 | ||
| 4573 | 2018.07.24 20:22 | modify | 335 | 1.00 | 111.225 | 119.567 | 111.121 | ||
| 4574 | 2018.07.24 20:31 | modify | 335 | 1.00 | 111.225 | 119.567 | 111.122 | ||
| 4575 | 2018.07.24 20:41 | modify | 335 | 1.00 | 111.225 | 119.567 | 111.123 | ||
| 4576 | 2018.07.24 20:54 | modify | 335 | 1.00 | 111.225 | 119.567 | 111.124 | ||
| 4577 | 2018.07.24 21:07 | modify | 335 | 1.00 | 111.225 | 119.567 | 111.125 | ||
| 4578 | 2018.07.24 21:20 | modify | 335 | 1.00 | 111.225 | 119.567 | 111.126 | ||
| 4579 | 2018.07.24 21:33 | modify | 335 | 1.00 | 111.225 | 119.567 | 111.127 | ||
| 4580 | 2018.07.24 21:46 | modify | 335 | 1.00 | 111.225 | 119.567 | 111.128 | ||
| 4581 | 2018.07.24 21:48 | modify | 335 | 1.00 | 111.225 | 111.196 | 111.128 | ||
| 4582 | 2018.07.24 21:48 | modify | 335 | 1.00 | 111.225 | 111.195 | 111.128 | ||
| 4583 | 2018.07.24 21:48 | modify | 335 | 1.00 | 111.225 | 111.194 | 111.128 | ||
| 4584 | 2018.07.24 21:48 | s/l | 335 | 1.00 | 111.194 | 111.194 | 111.128 | 3100.00 | 2467470.00 |
| 4585 | 2018.07.31 03:38 | buy | 336 | 1.00 | 110.941 | 102.620 | 111.052 | ||
| 4586 | 2018.07.31 04:19 | t/p | 336 | 1.00 | 111.052 | 102.620 | 111.052 | 11100.00 | 2478570.00 |
| 4587 | 2018.08.07 22:06 | buy | 337 | 1.00 | 111.421 | 103.064 | 111.532 | ||
| 4588 | 2018.08.08 03:56 | modify | 337 | 1.00 | 111.421 | 111.422 | 111.532 | ||
| 4589 | 2018.08.08 03:56 | s/l | 337 | 1.00 | 111.422 | 111.422 | 111.532 | 160.00 | 2478730.00 |
| 4590 | 2018.08.27 22:03 | buy | 338 | 1.00 | 111.103 | 102.770 | 111.214 | ||
| 4591 | 2018.08.28 02:02 | modify | 338 | 1.00 | 111.103 | 111.104 | 111.214 | ||
| 4592 | 2018.08.28 02:02 | s/l | 338 | 1.00 | 111.104 | 111.104 | 111.214 | 120.00 | 2478850.00 |
| 4593 | 2018.08.28 19:04 | buy | 339 | 1.00 | 111.051 | 102.722 | 111.162 | ||
| 4594 | 2018.08.28 20:04 | modify | 339 | 1.00 | 111.051 | 102.722 | 111.157 | ||
| 4595 | 2018.08.28 20:16 | modify | 339 | 1.00 | 111.051 | 102.722 | 111.156 | ||
| 4596 | 2018.08.28 20:29 | modify | 339 | 1.00 | 111.051 | 102.722 | 111.155 | ||
| 4597 | 2018.08.28 20:42 | modify | 339 | 1.00 | 111.051 | 102.722 | 111.154 | ||
| 4598 | 2018.08.28 20:54 | modify | 339 | 1.00 | 111.051 | 102.722 | 111.153 | ||
| 4599 | 2018.08.28 21:06 | t/p | 339 | 1.00 | 111.153 | 102.722 | 111.153 | 10200.00 | 2489050.00 |
| 4600 | 2018.09.17 05:11 | buy | 340 | 1.00 | 111.982 | 103.583 | 112.094 | ||
| 4601 | 2018.09.17 06:11 | modify | 340 | 1.00 | 111.982 | 103.583 | 112.089 | ||
| 4602 | 2018.09.17 06:55 | modify | 340 | 1.00 | 111.982 | 103.583 | 112.086 | ||
| 4603 | 2018.09.17 07:06 | modify | 340 | 1.00 | 111.982 | 103.583 | 112.085 | ||
| 4604 | 2018.09.17 07:19 | modify | 340 | 1.00 | 111.982 | 103.583 | 112.084 | ||
| 4605 | 2018.09.17 07:38 | modify | 340 | 1.00 | 111.982 | 103.583 | 112.083 | ||
| 4606 | 2018.09.17 07:38 | modify | 340 | 1.00 | 111.982 | 103.583 | 112.082 | ||
| 4607 | 2018.09.17 07:52 | modify | 340 | 1.00 | 111.982 | 103.583 | 112.081 | ||
| 4608 | 2018.09.17 08:04 | modify | 340 | 1.00 | 111.982 | 103.583 | 112.080 | ||
| 4609 | 2018.09.17 08:12 | modify | 340 | 1.00 | 111.982 | 111.987 | 112.080 | ||
| 4610 | 2018.09.17 08:12 | s/l | 340 | 1.00 | 111.987 | 111.987 | 112.080 | 500.00 | 2489550.00 |
| 4611 | 2018.09.21 05:00 | buy | 341 | 1.00 | 112.512 | 104.074 | 112.625 | ||
| 4612 | 2018.09.21 05:35 | t/p | 341 | 1.00 | 112.625 | 104.074 | 112.625 | 11300.00 | 2500850.00 |
| 4613 | 2018.09.24 04:05 | sell | 342 | 1.00 | 112.606 | 121.051 | 112.493 | ||
| 4614 | 2018.09.24 05:05 | modify | 342 | 1.00 | 112.606 | 121.051 | 112.498 | ||
| 4615 | 2018.09.24 05:11 | modify | 342 | 1.00 | 112.606 | 121.051 | 112.499 | ||
| 4616 | 2018.09.24 05:23 | modify | 342 | 1.00 | 112.606 | 121.051 | 112.500 | ||
| 4617 | 2018.09.24 05:36 | modify | 342 | 1.00 | 112.606 | 121.051 | 112.501 | ||
| 4618 | 2018.09.24 05:49 | modify | 342 | 1.00 | 112.606 | 121.051 | 112.502 | ||
| 4619 | 2018.09.24 06:01 | modify | 342 | 1.00 | 112.606 | 121.051 | 112.503 | ||
| 4620 | 2018.09.24 06:14 | modify | 342 | 1.00 | 112.606 | 121.051 | 112.504 | ||
| 4621 | 2018.09.24 06:27 | modify | 342 | 1.00 | 112.606 | 121.051 | 112.505 | ||
| 4622 | 2018.09.24 06:40 | modify | 342 | 1.00 | 112.606 | 121.051 | 112.506 | ||
| 4623 | 2018.09.24 06:53 | modify | 342 | 1.00 | 112.606 | 121.051 | 112.507 | ||
| 4624 | 2018.09.24 07:05 | modify | 342 | 1.00 | 112.606 | 112.600 | 112.507 | ||
| 4625 | 2018.09.24 07:05 | s/l | 342 | 1.00 | 112.600 | 112.600 | 112.507 | 600.00 | 2501450.00 |
| 4626 | 2018.09.28 23:15 | sell | 343 | 1.00 | 113.640 | 122.163 | 113.526 | ||
| 4627 | 2018.10.01 00:00 | modify | 343 | 1.00 | 113.640 | 122.163 | 113.665 | ||
| 4628 | 2018.10.01 00:44 | modify | 343 | 1.00 | 113.640 | 122.163 | 113.666 | ||
| 4629 | 2018.10.01 01:42 | modify | 343 | 1.00 | 113.640 | 122.163 | 113.667 | ||
| 4630 | 2018.10.01 02:42 | modify | 343 | 1.00 | 113.640 | 122.163 | 113.668 | ||
| 4631 | 2018.10.01 03:42 | modify | 343 | 1.00 | 113.640 | 122.163 | 113.669 | ||
| 4632 | 2018.10.01 04:42 | modify | 343 | 1.00 | 113.640 | 122.163 | 113.670 | ||
| 4633 | 2018.10.01 05:42 | modify | 343 | 1.00 | 113.640 | 122.163 | 113.671 | ||
| 4634 | 2018.10.01 06:42 | modify | 343 | 1.00 | 113.640 | 122.163 | 113.672 | ||
| 4635 | 2018.10.01 07:42 | modify | 343 | 1.00 | 113.640 | 122.163 | 113.673 | ||
| 4636 | 2018.10.01 08:42 | modify | 343 | 1.00 | 113.640 | 122.163 | 113.674 | ||
| 4637 | 2018.10.01 09:42 | modify | 343 | 1.00 | 113.640 | 122.163 | 113.675 | ||
| 4638 | 2018.10.01 10:42 | modify | 343 | 1.00 | 113.640 | 122.163 | 113.676 | ||
| 4639 | 2018.10.01 11:42 | modify | 343 | 1.00 | 113.640 | 122.163 | 113.677 | ||
| 4640 | 2018.10.01 12:42 | modify | 343 | 1.00 | 113.640 | 122.163 | 113.678 | ||
| 4641 | 2018.10.01 13:42 | modify | 343 | 1.00 | 113.640 | 122.163 | 113.679 | ||
| 4642 | 2018.10.01 14:42 | modify | 343 | 1.00 | 113.640 | 122.163 | 113.680 | ||
| 4643 | 2018.10.01 15:42 | modify | 343 | 1.00 | 113.640 | 122.163 | 113.681 | ||
| 4644 | 2018.10.01 16:42 | modify | 343 | 1.00 | 113.640 | 122.163 | 113.682 | ||
| 4645 | 2018.10.01 17:42 | modify | 343 | 1.00 | 113.640 | 122.163 | 113.683 | ||
| 4646 | 2018.10.01 18:42 | modify | 343 | 1.00 | 113.640 | 122.163 | 113.684 | ||
| 4647 | 2018.10.01 19:42 | modify | 343 | 1.00 | 113.640 | 122.163 | 113.685 | ||
| 4648 | 2018.10.01 20:42 | modify | 343 | 1.00 | 113.640 | 122.163 | 113.686 | ||
| 4649 | 2018.10.01 21:42 | modify | 343 | 1.00 | 113.640 | 122.163 | 113.687 | ||
| 4650 | 2018.10.01 22:42 | modify | 343 | 1.00 | 113.640 | 122.163 | 113.688 | ||