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 |
| 4651 | 2018.10.01 23:42 | modify | 343 | 1.00 | 113.640 | 122.163 | 113.689 | ||
| 4652 | 2018.10.02 00:42 | modify | 343 | 1.00 | 113.640 | 122.163 | 113.690 | ||
| 4653 | 2018.10.02 01:42 | modify | 343 | 1.00 | 113.640 | 122.163 | 113.691 | ||
| 4654 | 2018.10.02 02:42 | modify | 343 | 1.00 | 113.640 | 122.163 | 113.692 | ||
| 4655 | 2018.10.02 03:42 | modify | 343 | 1.00 | 113.640 | 122.163 | 113.693 | ||
| 4656 | 2018.10.02 04:42 | modify | 343 | 1.00 | 113.640 | 122.163 | 113.694 | ||
| 4657 | 2018.10.02 05:42 | modify | 343 | 1.00 | 113.640 | 122.163 | 113.695 | ||
| 4658 | 2018.10.02 06:42 | modify | 343 | 1.00 | 113.640 | 122.163 | 113.696 | ||
| 4659 | 2018.10.02 07:42 | modify | 343 | 1.00 | 113.640 | 122.163 | 113.697 | ||
| 4660 | 2018.10.02 08:42 | modify | 343 | 1.00 | 113.640 | 122.163 | 113.698 | ||
| 4661 | 2018.10.02 09:42 | modify | 343 | 1.00 | 113.640 | 122.163 | 113.699 | ||
| 4662 | 2018.10.02 10:13 | t/p | 343 | 1.00 | 113.699 | 122.163 | 113.699 | -6160.00 | 2495290.00 |
| 4663 | 2018.10.09 21:06 | sell | 344 | 1.00 | 113.041 | 121.519 | 112.928 | ||
| 4664 | 2018.10.09 22:06 | modify | 344 | 1.00 | 113.041 | 121.519 | 112.933 | ||
| 4665 | 2018.10.09 22:16 | modify | 344 | 1.00 | 113.041 | 121.519 | 112.934 | ||
| 4666 | 2018.10.09 22:29 | modify | 344 | 1.00 | 113.041 | 121.519 | 112.935 | ||
| 4667 | 2018.10.09 22:42 | modify | 344 | 1.00 | 113.041 | 121.519 | 112.936 | ||
| 4668 | 2018.10.09 22:54 | t/p | 344 | 1.00 | 112.936 | 121.519 | 112.936 | 10500.00 | 2505790.00 |
| 4669 | 2018.10.11 18:49 | sell | 345 | 1.00 | 112.242 | 120.660 | 112.130 | ||
| 4670 | 2018.10.11 20:03 | modify | 345 | 1.00 | 112.242 | 120.660 | 112.136 | ||
| 4671 | 2018.10.11 20:34 | modify | 345 | 1.00 | 112.242 | 120.660 | 112.138 | ||
| 4672 | 2018.10.11 20:41 | modify | 345 | 1.00 | 112.242 | 120.660 | 112.139 | ||
| 4673 | 2018.10.11 20:52 | t/p | 345 | 1.00 | 112.139 | 120.660 | 112.139 | 10300.00 | 2516090.00 |
| 4674 | 2018.10.12 17:52 | sell | 346 | 1.00 | 112.159 | 120.571 | 112.047 | ||
| 4675 | 2018.10.12 18:42 | t/p | 346 | 1.00 | 112.047 | 120.571 | 112.047 | 11200.00 | 2527290.00 |
| 4676 | 2018.10.17 21:38 | buy | 347 | 1.00 | 112.403 | 103.973 | 112.515 | ||
| 4677 | 2018.10.17 22:08 | t/p | 347 | 1.00 | 112.515 | 103.973 | 112.515 | 11200.00 | 2538490.00 |
| 4678 | 2018.10.26 01:43 | sell | 348 | 1.00 | 112.379 | 120.807 | 112.267 | ||
| 4679 | 2018.10.26 02:43 | modify | 348 | 1.00 | 112.379 | 120.807 | 112.271 | ||
| 4680 | 2018.10.26 02:48 | modify | 348 | 1.00 | 112.379 | 120.807 | 112.272 | ||
| 4681 | 2018.10.26 02:59 | modify | 348 | 1.00 | 112.379 | 120.807 | 112.273 | ||
| 4682 | 2018.10.26 03:11 | modify | 348 | 1.00 | 112.379 | 120.807 | 112.274 | ||
| 4683 | 2018.10.26 03:13 | t/p | 348 | 1.00 | 112.274 | 120.807 | 112.274 | 10500.00 | 2548990.00 |
| 4684 | 2018.11.05 14:16 | buy | 349 | 1.00 | 113.269 | 104.774 | 113.382 | ||
| 4685 | 2018.11.05 15:16 | modify | 349 | 1.00 | 113.269 | 104.774 | 113.378 | ||
| 4686 | 2018.11.05 15:17 | modify | 349 | 1.00 | 113.269 | 104.774 | 113.377 | ||
| 4687 | 2018.11.05 15:29 | modify | 349 | 1.00 | 113.269 | 104.774 | 113.376 | ||
| 4688 | 2018.11.05 15:42 | modify | 349 | 1.00 | 113.269 | 104.774 | 113.375 | ||
| 4689 | 2018.11.06 02:00 | modify | 349 | 1.00 | 113.269 | 113.271 | 113.375 | ||
| 4690 | 2018.11.06 02:00 | modify | 349 | 1.00 | 113.269 | 113.273 | 113.375 | ||
| 4691 | 2018.11.06 02:00 | modify | 349 | 1.00 | 113.269 | 113.275 | 113.375 | ||
| 4692 | 2018.11.06 02:00 | modify | 349 | 1.00 | 113.269 | 113.276 | 113.375 | ||
| 4693 | 2018.11.06 02:00 | s/l | 349 | 1.00 | 113.276 | 113.276 | 113.375 | 720.00 | 2549710.00 |
| 4694 | 2018.11.09 14:17 | sell | 350 | 1.00 | 113.861 | 122.401 | 113.747 | ||
| 4695 | 2018.11.09 16:40 | modify | 350 | 1.00 | 113.861 | 122.401 | 113.758 | ||
| 4696 | 2018.11.09 16:41 | modify | 350 | 1.00 | 113.861 | 122.401 | 113.759 | ||
| 4697 | 2018.11.09 16:53 | modify | 350 | 1.00 | 113.861 | 122.401 | 113.760 | ||
| 4698 | 2018.11.09 17:06 | modify | 350 | 1.00 | 113.861 | 122.401 | 113.761 | ||
| 4699 | 2018.11.09 17:13 | t/p | 350 | 1.00 | 113.761 | 122.401 | 113.761 | 10000.00 | 2559710.00 |
| 4700 | 2018.11.21 16:01 | buy | 351 | 1.00 | 112.903 | 104.435 | 113.016 | ||
| 4701 | 2018.11.21 16:57 | t/p | 351 | 1.00 | 113.016 | 104.435 | 113.016 | 11300.00 | 2571010.00 |
| 4702 | 2018.11.22 12:19 | sell | 352 | 1.00 | 112.937 | 121.407 | 112.824 | ||
| 4703 | 2018.11.22 13:44 | modify | 352 | 1.00 | 112.937 | 121.407 | 112.831 | ||
| 4704 | 2018.11.22 13:54 | modify | 352 | 1.00 | 112.937 | 121.407 | 112.832 | ||
| 4705 | 2018.11.22 16:40 | modify | 352 | 1.00 | 112.937 | 112.935 | 112.832 | ||
| 4706 | 2018.11.22 16:40 | s/l | 352 | 1.00 | 112.935 | 112.935 | 112.832 | 200.00 | 2571210.00 |
| 4707 | 2018.11.23 11:40 | buy | 353 | 1.00 | 112.821 | 104.359 | 112.934 | ||
| 4708 | 2018.11.23 12:39 | sell | 354 | 1.00 | 112.844 | 121.307 | 112.731 | ||
| 4709 | 2018.11.23 12:41 | modify | 353 | 1.00 | 112.821 | 104.359 | 112.929 | ||
| 4710 | 2018.11.23 12:48 | modify | 353 | 1.00 | 112.821 | 104.359 | 112.928 | ||
| 4711 | 2018.11.23 13:01 | modify | 353 | 1.00 | 112.821 | 104.359 | 112.927 | ||
| 4712 | 2018.11.23 13:14 | modify | 353 | 1.00 | 112.821 | 104.359 | 112.926 | ||
| 4713 | 2018.11.23 13:27 | modify | 353 | 1.00 | 112.821 | 104.359 | 112.925 | ||
| 4714 | 2018.11.23 13:39 | modify | 354 | 1.00 | 112.844 | 121.307 | 112.736 | ||
| 4715 | 2018.11.23 13:41 | modify | 353 | 1.00 | 112.821 | 104.359 | 112.924 | ||
| 4716 | 2018.11.23 13:47 | modify | 354 | 1.00 | 112.844 | 121.307 | 112.737 | ||
| 4717 | 2018.11.23 13:52 | modify | 353 | 1.00 | 112.821 | 104.359 | 112.923 | ||
| 4718 | 2018.11.23 14:00 | modify | 354 | 1.00 | 112.844 | 121.307 | 112.738 | ||
| 4719 | 2018.11.23 14:13 | modify | 354 | 1.00 | 112.844 | 121.307 | 112.739 | ||
| 4720 | 2018.11.23 14:26 | modify | 354 | 1.00 | 112.844 | 121.307 | 112.740 | ||
| 4721 | 2018.11.23 14:29 | modify | 353 | 1.00 | 112.821 | 104.359 | 112.921 | ||
| 4722 | 2018.11.23 14:34 | modify | 353 | 1.00 | 112.821 | 104.359 | 112.920 | ||
| 4723 | 2018.11.23 14:38 | modify | 354 | 1.00 | 112.844 | 121.307 | 112.741 | ||
| 4724 | 2018.11.23 14:41 | modify | 353 | 1.00 | 112.821 | 112.823 | 112.920 | ||
| 4725 | 2018.11.23 14:41 | modify | 353 | 1.00 | 112.821 | 112.825 | 112.920 | ||
| 4726 | 2018.11.23 14:41 | s/l | 353 | 1.00 | 112.825 | 112.825 | 112.920 | 400.00 | 2571610.00 |
| 4727 | 2018.11.23 14:51 | modify | 354 | 1.00 | 112.844 | 121.307 | 112.742 | ||
| 4728 | 2018.11.23 15:04 | modify | 354 | 1.00 | 112.844 | 121.307 | 112.743 | ||
| 4729 | 2018.11.23 15:17 | modify | 354 | 1.00 | 112.844 | 121.307 | 112.744 | ||
| 4730 | 2018.11.23 15:30 | modify | 354 | 1.00 | 112.844 | 121.307 | 112.745 | ||
| 4731 | 2018.11.23 15:39 | modify | 354 | 1.00 | 112.844 | 112.830 | 112.745 | ||
| 4732 | 2018.11.23 15:39 | s/l | 354 | 1.00 | 112.830 | 112.830 | 112.745 | 1400.00 | 2573010.00 |
| 4733 | 2018.11.23 21:34 | sell | 355 | 1.00 | 112.861 | 121.326 | 112.748 | ||
| 4734 | 2018.11.26 00:00 | modify | 355 | 1.00 | 112.861 | 121.326 | 112.887 | ||
| 4735 | 2018.11.26 00:01 | modify | 355 | 1.00 | 112.861 | 121.326 | 112.888 | ||
| 4736 | 2018.11.26 01:01 | modify | 355 | 1.00 | 112.861 | 121.326 | 112.889 | ||
| 4737 | 2018.11.26 01:37 | t/p | 355 | 1.00 | 112.889 | 121.326 | 112.889 | -2930.00 | 2570080.00 |
| 4738 | 2018.11.26 19:40 | buy | 356 | 1.00 | 113.507 | 104.994 | 113.621 | ||
| 4739 | 2018.11.26 20:40 | modify | 356 | 1.00 | 113.507 | 104.994 | 113.616 | ||
| 4740 | 2018.11.26 20:43 | modify | 356 | 1.00 | 113.507 | 104.994 | 113.615 | ||
| 4741 | 2018.11.26 20:56 | modify | 356 | 1.00 | 113.507 | 104.994 | 113.614 | ||
| 4742 | 2018.11.26 21:09 | modify | 356 | 1.00 | 113.507 | 104.994 | 113.613 | ||
| 4743 | 2018.11.26 21:21 | modify | 356 | 1.00 | 113.507 | 104.994 | 113.612 | ||
| 4744 | 2018.11.26 21:34 | modify | 356 | 1.00 | 113.507 | 104.994 | 113.611 | ||
| 4745 | 2018.11.26 21:36 | t/p | 356 | 1.00 | 113.611 | 104.994 | 113.611 | 10400.00 | 2580480.00 |
| 4746 | 2018.11.27 07:20 | sell | 357 | 1.00 | 113.500 | 122.013 | 113.387 | ||
| 4747 | 2018.11.27 08:21 | modify | 357 | 1.00 | 113.500 | 122.013 | 113.391 | ||
| 4748 | 2018.11.27 08:24 | modify | 357 | 1.00 | 113.500 | 122.013 | 113.392 | ||
| 4749 | 2018.11.27 08:37 | modify | 357 | 1.00 | 113.500 | 122.013 | 113.393 | ||
| 4750 | 2018.11.27 09:07 | modify | 357 | 1.00 | 113.500 | 122.013 | 113.395 | ||
| 4751 | 2018.11.27 09:15 | modify | 357 | 1.00 | 113.500 | 122.013 | 113.396 | ||
| 4752 | 2018.11.27 09:27 | modify | 357 | 1.00 | 113.500 | 122.013 | 113.397 | ||
| 4753 | 2018.11.27 09:41 | modify | 357 | 1.00 | 113.500 | 122.013 | 113.398 | ||
| 4754 | 2018.11.27 16:41 | modify | 357 | 1.00 | 113.500 | 113.493 | 113.398 | ||
| 4755 | 2018.11.27 16:41 | s/l | 357 | 1.00 | 113.493 | 113.493 | 113.398 | 700.00 | 2581180.00 |
| 4756 | 2018.12.27 09:38 | buy | 358 | 1.00 | 110.991 | 102.667 | 111.102 | ||
| 4757 | 2018.12.27 22:37 | modify | 358 | 1.00 | 110.991 | 111.009 | 111.102 | ||
| 4758 | 2018.12.27 22:37 | modify | 358 | 1.00 | 110.991 | 111.011 | 111.102 | ||
| 4759 | 2018.12.27 22:37 | s/l | 358 | 1.00 | 111.011 | 111.011 | 111.102 | 2000.00 | 2583180.00 |
| 4760 | 2019.01.16 03:23 | buy | 359 | 1.00 | 108.441 | 100.308 | 108.549 | ||
| 4761 | 2019.01.16 04:23 | modify | 359 | 1.00 | 108.441 | 100.308 | 108.545 | ||
| 4762 | 2019.01.16 04:28 | modify | 359 | 1.00 | 108.441 | 100.308 | 108.544 | ||
| 4763 | 2019.01.16 04:41 | modify | 359 | 1.00 | 108.441 | 100.308 | 108.543 | ||
| 4764 | 2019.01.16 04:55 | modify | 359 | 1.00 | 108.441 | 100.308 | 108.542 | ||
| 4765 | 2019.01.16 05:08 | modify | 359 | 1.00 | 108.441 | 100.308 | 108.541 | ||
| 4766 | 2019.01.16 05:17 | t/p | 359 | 1.00 | 108.541 | 100.308 | 108.541 | 10000.00 | 2593180.00 |
| 4767 | 2019.01.23 01:08 | buy | 360 | 1.00 | 109.334 | 101.134 | 109.443 | ||
| 4768 | 2019.01.23 02:08 | modify | 360 | 1.00 | 109.334 | 101.134 | 109.439 | ||
| 4769 | 2019.01.23 02:11 | modify | 360 | 1.00 | 109.334 | 101.134 | 109.438 | ||
| 4770 | 2019.01.23 02:25 | modify | 360 | 1.00 | 109.334 | 101.134 | 109.437 | ||
| 4771 | 2019.01.23 02:30 | t/p | 360 | 1.00 | 109.437 | 101.134 | 109.437 | 10300.00 | 2603480.00 |
| 4772 | 2019.01.28 05:06 | buy | 361 | 1.00 | 109.323 | 101.124 | 109.432 | ||
| 4773 | 2019.01.28 06:06 | modify | 361 | 1.00 | 109.323 | 101.124 | 109.428 | ||
| 4774 | 2019.01.28 06:10 | modify | 361 | 1.00 | 109.323 | 101.124 | 109.427 | ||
| 4775 | 2019.01.28 06:23 | modify | 361 | 1.00 | 109.323 | 101.124 | 109.426 | ||
| 4776 | 2019.01.28 06:36 | modify | 361 | 1.00 | 109.323 | 101.124 | 109.425 | ||
| 4777 | 2019.01.28 06:49 | modify | 361 | 1.00 | 109.323 | 101.124 | 109.424 | ||
| 4778 | 2019.01.28 07:02 | modify | 361 | 1.00 | 109.323 | 101.124 | 109.423 | ||
| 4779 | 2019.01.28 07:15 | modify | 361 | 1.00 | 109.323 | 101.124 | 109.422 | ||
| 4780 | 2019.01.28 07:28 | modify | 361 | 1.00 | 109.323 | 101.124 | 109.421 | ||
| 4781 | 2019.01.28 07:42 | modify | 361 | 1.00 | 109.323 | 101.124 | 109.420 | ||
| 4782 | 2019.01.28 08:06 | modify | 361 | 1.00 | 109.323 | 109.324 | 109.420 | ||
| 4783 | 2019.01.28 08:06 | s/l | 361 | 1.00 | 109.324 | 109.324 | 109.420 | 100.00 | 2603580.00 |
| 4784 | 2019.01.30 15:18 | sell | 362 | 1.00 | 109.460 | 117.670 | 109.351 | ||
| 4785 | 2019.01.30 21:00 | modify | 362 | 1.00 | 109.460 | 109.449 | 109.351 | ||
| 4786 | 2019.01.30 21:00 | modify | 362 | 1.00 | 109.460 | 109.430 | 109.351 | ||
| 4787 | 2019.01.30 21:00 | modify | 362 | 1.00 | 109.460 | 109.427 | 109.351 | ||
| 4788 | 2019.01.30 21:00 | s/l | 362 | 1.00 | 109.427 | 109.427 | 109.351 | 3300.00 | 2606880.00 |
| 4789 | 2019.02.06 17:46 | sell | 363 | 1.00 | 109.734 | 117.964 | 109.624 | ||
| 4790 | 2019.02.06 19:07 | modify | 363 | 1.00 | 109.734 | 117.964 | 109.631 | ||
| 4791 | 2019.02.07 03:12 | modify | 363 | 1.00 | 109.734 | 109.733 | 109.631 | ||
| 4792 | 2019.02.07 03:12 | s/l | 363 | 1.00 | 109.733 | 109.733 | 109.631 | -30.00 | 2606850.00 |
| 4793 | 2019.02.07 06:29 | sell | 364 | 1.00 | 109.959 | 118.206 | 109.849 | ||
| 4794 | 2019.02.07 07:29 | modify | 364 | 1.00 | 109.959 | 118.206 | 109.854 | ||
| 4795 | 2019.02.07 07:41 | modify | 364 | 1.00 | 109.959 | 118.206 | 109.855 | ||
| 4796 | 2019.02.07 07:54 | modify | 364 | 1.00 | 109.959 | 118.206 | 109.856 | ||
| 4797 | 2019.02.07 08:07 | modify | 364 | 1.00 | 109.959 | 118.206 | 109.857 | ||
| 4798 | 2019.02.07 08:20 | modify | 364 | 1.00 | 109.959 | 118.206 | 109.858 | ||
| 4799 | 2019.02.07 08:33 | modify | 364 | 1.00 | 109.959 | 118.206 | 109.859 | ||
| 4800 | 2019.02.07 08:46 | modify | 364 | 1.00 | 109.959 | 118.206 | 109.860 | ||