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 |
| 4951 | 2019.03.19 11:30 | modify | 369 | 1.00 | 111.298 | 119.645 | 111.193 | ||
| 4952 | 2019.03.19 11:43 | modify | 369 | 1.00 | 111.298 | 119.645 | 111.194 | ||
| 4953 | 2019.03.19 11:56 | modify | 369 | 1.00 | 111.298 | 119.645 | 111.195 | ||
| 4954 | 2019.03.19 12:09 | modify | 369 | 1.00 | 111.298 | 119.645 | 111.196 | ||
| 4955 | 2019.03.19 12:22 | modify | 369 | 1.00 | 111.298 | 119.645 | 111.197 | ||
| 4956 | 2019.03.19 12:39 | modify | 369 | 1.00 | 111.298 | 119.645 | 111.198 | ||
| 4957 | 2019.03.19 12:48 | modify | 369 | 1.00 | 111.298 | 119.645 | 111.199 | ||
| 4958 | 2019.03.19 13:01 | modify | 369 | 1.00 | 111.298 | 119.645 | 111.200 | ||
| 4959 | 2019.03.19 13:14 | modify | 369 | 1.00 | 111.298 | 119.645 | 111.201 | ||
| 4960 | 2019.03.19 13:15 | modify | 369 | 1.00 | 111.298 | 111.266 | 111.201 | ||
| 4961 | 2019.03.19 13:15 | modify | 369 | 1.00 | 111.298 | 111.263 | 111.201 | ||
| 4962 | 2019.03.19 13:15 | modify | 369 | 1.00 | 111.298 | 111.261 | 111.201 | ||
| 4963 | 2019.03.19 13:15 | s/l | 369 | 1.00 | 111.261 | 111.261 | 111.201 | 3700.00 | 2606970.00 |
| 4964 | 2019.04.05 00:55 | buy | 370 | 1.00 | 111.624 | 103.252 | 111.736 | ||
| 4965 | 2019.04.05 01:55 | modify | 370 | 1.00 | 111.624 | 103.252 | 111.731 | ||
| 4966 | 2019.04.05 02:01 | modify | 370 | 1.00 | 111.624 | 103.252 | 111.730 | ||
| 4967 | 2019.04.05 02:14 | modify | 370 | 1.00 | 111.624 | 103.252 | 111.729 | ||
| 4968 | 2019.04.05 02:28 | modify | 370 | 1.00 | 111.624 | 103.252 | 111.728 | ||
| 4969 | 2019.04.05 02:40 | modify | 370 | 1.00 | 111.624 | 103.252 | 111.727 | ||
| 4970 | 2019.04.05 02:53 | modify | 370 | 1.00 | 111.624 | 103.252 | 111.726 | ||
| 4971 | 2019.04.05 03:03 | t/p | 370 | 1.00 | 111.726 | 103.252 | 111.726 | 10200.00 | 2617170.00 |
| 4972 | 2019.04.09 21:47 | sell | 371 | 1.00 | 111.112 | 119.445 | 111.001 | ||
| 4973 | 2019.04.10 02:40 | modify | 371 | 1.00 | 111.112 | 111.111 | 111.001 | ||
| 4974 | 2019.04.10 02:40 | modify | 371 | 1.00 | 111.112 | 111.110 | 111.001 | ||
| 4975 | 2019.04.10 02:40 | modify | 371 | 1.00 | 111.112 | 111.109 | 111.001 | ||
| 4976 | 2019.04.10 02:40 | s/l | 371 | 1.00 | 111.109 | 111.109 | 111.001 | -90.00 | 2617080.00 |
| 4977 | 2019.04.12 18:52 | sell | 372 | 1.00 | 111.997 | 120.397 | 111.885 | ||
| 4978 | 2019.04.12 23:24 | modify | 372 | 1.00 | 111.997 | 111.996 | 111.885 | ||
| 4979 | 2019.04.12 23:25 | s/l | 372 | 1.00 | 111.996 | 111.996 | 111.885 | 100.00 | 2617180.00 |
| 4980 | 2019.04.25 11:30 | sell | 373 | 1.00 | 111.863 | 120.253 | 111.751 | ||
| 4981 | 2019.04.25 12:34 | modify | 373 | 1.00 | 111.863 | 120.253 | 111.756 | ||
| 4982 | 2019.04.25 13:17 | modify | 373 | 1.00 | 111.863 | 120.253 | 111.759 | ||
| 4983 | 2019.04.25 13:18 | modify | 373 | 1.00 | 111.863 | 120.253 | 111.760 | ||
| 4984 | 2019.04.25 13:31 | modify | 373 | 1.00 | 111.863 | 120.253 | 111.761 | ||
| 4985 | 2019.04.25 13:44 | modify | 373 | 1.00 | 111.863 | 120.253 | 111.762 | ||
| 4986 | 2019.04.25 13:57 | modify | 373 | 1.00 | 111.863 | 120.253 | 111.763 | ||
| 4987 | 2019.04.25 14:10 | modify | 373 | 1.00 | 111.863 | 120.253 | 111.764 | ||
| 4988 | 2019.04.25 14:23 | modify | 373 | 1.00 | 111.863 | 120.253 | 111.765 | ||
| 4989 | 2019.04.25 14:30 | modify | 373 | 1.00 | 111.863 | 111.862 | 111.765 | ||
| 4990 | 2019.04.25 14:30 | s/l | 373 | 1.00 | 111.862 | 111.862 | 111.765 | 100.00 | 2617280.00 |
| 4991 | 2019.04.30 11:13 | sell | 374 | 1.00 | 111.339 | 119.689 | 111.228 | ||
| 4992 | 2019.04.30 12:34 | modify | 374 | 1.00 | 111.339 | 119.689 | 111.234 | ||
| 4993 | 2019.04.30 12:41 | modify | 374 | 1.00 | 111.339 | 119.689 | 111.235 | ||
| 4994 | 2019.04.30 12:54 | modify | 374 | 1.00 | 111.339 | 119.689 | 111.236 | ||
| 4995 | 2019.04.30 13:07 | modify | 374 | 1.00 | 111.339 | 119.689 | 111.237 | ||
| 4996 | 2019.04.30 13:20 | modify | 374 | 1.00 | 111.339 | 119.689 | 111.238 | ||
| 4997 | 2019.04.30 13:33 | modify | 374 | 1.00 | 111.339 | 119.689 | 111.239 | ||
| 4998 | 2019.04.30 13:46 | modify | 374 | 1.00 | 111.339 | 119.689 | 111.240 | ||
| 4999 | 2019.04.30 13:59 | modify | 374 | 1.00 | 111.339 | 119.689 | 111.241 | ||
| 5000 | 2019.04.30 14:12 | modify | 374 | 1.00 | 111.339 | 119.689 | 111.242 | ||
| 5001 | 2019.04.30 14:13 | modify | 374 | 1.00 | 111.339 | 111.278 | 111.242 | ||
| 5002 | 2019.04.30 14:13 | modify | 374 | 1.00 | 111.339 | 111.276 | 111.242 | ||
| 5003 | 2019.04.30 14:13 | modify | 374 | 1.00 | 111.339 | 111.274 | 111.242 | ||
| 5004 | 2019.04.30 14:13 | s/l | 374 | 1.00 | 111.274 | 111.274 | 111.242 | 6500.00 | 2623780.00 |
| 5005 | 2019.05.17 00:38 | sell | 375 | 1.00 | 109.848 | 118.087 | 109.738 | ||
| 5006 | 2019.05.17 02:19 | modify | 375 | 1.00 | 109.848 | 118.087 | 109.746 | ||
| 5007 | 2019.05.17 02:28 | modify | 375 | 1.00 | 109.848 | 118.087 | 109.747 | ||
| 5008 | 2019.05.17 03:02 | modify | 375 | 1.00 | 109.848 | 118.087 | 109.749 | ||
| 5009 | 2019.05.17 03:07 | modify | 375 | 1.00 | 109.848 | 118.087 | 109.750 | ||
| 5010 | 2019.05.17 06:12 | modify | 375 | 1.00 | 109.848 | 109.846 | 109.750 | ||
| 5011 | 2019.05.17 06:12 | modify | 375 | 1.00 | 109.848 | 109.845 | 109.750 | ||
| 5012 | 2019.05.17 06:12 | modify | 375 | 1.00 | 109.848 | 109.844 | 109.750 | ||
| 5013 | 2019.05.17 06:12 | s/l | 375 | 1.00 | 109.844 | 109.844 | 109.750 | 400.00 | 2624180.00 |
| 5014 | 2019.05.20 09:04 | buy | 376 | 1.00 | 110.148 | 101.887 | 110.258 | ||
| 5015 | 2019.05.20 10:04 | modify | 376 | 1.00 | 110.148 | 101.887 | 110.254 | ||
| 5016 | 2019.05.20 10:04 | modify | 376 | 1.00 | 110.148 | 101.887 | 110.253 | ||
| 5017 | 2019.05.20 10:18 | modify | 376 | 1.00 | 110.148 | 101.887 | 110.252 | ||
| 5018 | 2019.05.20 11:09 | modify | 376 | 1.00 | 110.148 | 101.887 | 110.249 | ||
| 5019 | 2019.05.20 11:10 | modify | 376 | 1.00 | 110.148 | 101.887 | 110.248 | ||
| 5020 | 2019.05.21 03:36 | modify | 376 | 1.00 | 110.148 | 110.149 | 110.248 | ||
| 5021 | 2019.05.21 03:36 | modify | 376 | 1.00 | 110.148 | 110.150 | 110.248 | ||
| 5022 | 2019.05.21 03:36 | modify | 376 | 1.00 | 110.148 | 110.151 | 110.248 | ||
| 5023 | 2019.05.21 03:36 | s/l | 376 | 1.00 | 110.151 | 110.151 | 110.248 | 320.00 | 2624500.00 |
| 5024 | 2019.05.21 15:30 | sell | 377 | 1.00 | 110.465 | 118.750 | 110.355 | ||
| 5025 | 2019.05.21 23:43 | modify | 377 | 1.00 | 110.465 | 110.461 | 110.355 | ||
| 5026 | 2019.05.21 23:43 | s/l | 377 | 1.00 | 110.461 | 110.461 | 110.355 | 400.00 | 2624900.00 |
| 5027 | 2019.05.30 18:00 | buy | 378 | 1.00 | 109.842 | 101.604 | 109.952 | ||
| 5028 | 2019.05.31 18:00 | modify | 378 | 1.00 | 109.842 | 101.604 | 109.842 | ||
| 5029 | 2019.05.31 18:33 | modify | 378 | 1.00 | 109.842 | 101.604 | 109.841 | ||
| 5030 | 2019.05.31 19:33 | modify | 378 | 1.00 | 109.842 | 101.604 | 109.840 | ||
| 5031 | 2019.05.31 20:33 | modify | 378 | 1.00 | 109.842 | 101.604 | 109.839 | ||
| 5032 | 2019.05.31 21:33 | modify | 378 | 1.00 | 109.842 | 101.604 | 109.838 | ||
| 5033 | 2019.05.31 22:33 | modify | 378 | 1.00 | 109.842 | 101.604 | 109.837 | ||
| 5034 | 2019.05.31 23:33 | modify | 378 | 1.00 | 109.842 | 101.604 | 109.836 | ||
| 5035 | 2019.06.03 00:00 | modify | 378 | 1.00 | 109.842 | 101.604 | 109.788 | ||
| 5036 | 2019.06.03 00:33 | modify | 378 | 1.00 | 109.842 | 101.604 | 109.787 | ||
| 5037 | 2019.06.03 01:33 | modify | 378 | 1.00 | 109.842 | 101.604 | 109.786 | ||
| 5038 | 2019.06.03 02:33 | modify | 378 | 1.00 | 109.842 | 101.604 | 109.785 | ||
| 5039 | 2019.06.03 03:33 | modify | 378 | 1.00 | 109.842 | 101.604 | 109.784 | ||
| 5040 | 2019.06.03 04:33 | modify | 378 | 1.00 | 109.842 | 101.604 | 109.783 | ||
| 5041 | 2019.06.03 05:33 | modify | 378 | 1.00 | 109.842 | 101.604 | 109.782 | ||
| 5042 | 2019.06.03 06:33 | modify | 378 | 1.00 | 109.842 | 101.604 | 109.781 | ||
| 5043 | 2019.06.03 07:33 | modify | 378 | 1.00 | 109.842 | 101.604 | 109.780 | ||
| 5044 | 2019.06.03 08:33 | modify | 378 | 1.00 | 109.842 | 101.604 | 109.779 | ||
| 5045 | 2019.06.03 09:33 | modify | 378 | 1.00 | 109.842 | 101.604 | 109.778 | ||
| 5046 | 2019.06.03 10:33 | modify | 378 | 1.00 | 109.842 | 101.604 | 109.777 | ||
| 5047 | 2019.06.03 11:33 | modify | 378 | 1.00 | 109.842 | 101.604 | 109.776 | ||
| 5048 | 2019.06.03 12:33 | modify | 378 | 1.00 | 109.842 | 101.604 | 109.775 | ||
| 5049 | 2019.06.03 13:33 | modify | 378 | 1.00 | 109.842 | 101.604 | 109.774 | ||
| 5050 | 2019.06.03 14:33 | modify | 378 | 1.00 | 109.842 | 101.604 | 109.773 | ||
| 5051 | 2019.06.03 15:33 | modify | 378 | 1.00 | 109.842 | 101.604 | 109.772 | ||
| 5052 | 2019.06.03 16:33 | modify | 378 | 1.00 | 109.842 | 101.604 | 109.771 | ||
| 5053 | 2019.06.03 17:33 | modify | 378 | 1.00 | 109.842 | 101.604 | 109.770 | ||
| 5054 | 2019.06.03 18:33 | modify | 378 | 1.00 | 109.842 | 101.604 | 109.769 | ||
| 5055 | 2019.06.03 19:33 | modify | 378 | 1.00 | 109.842 | 101.604 | 109.768 | ||
| 5056 | 2019.06.03 20:33 | modify | 378 | 1.00 | 109.842 | 101.604 | 109.767 | ||
| 5057 | 2019.06.03 21:33 | modify | 378 | 1.00 | 109.842 | 101.604 | 109.766 | ||
| 5058 | 2019.06.03 22:33 | modify | 378 | 1.00 | 109.842 | 101.604 | 109.765 | ||
| 5059 | 2019.06.03 23:33 | modify | 378 | 1.00 | 109.842 | 101.604 | 109.764 | ||
| 5060 | 2019.06.04 00:33 | modify | 378 | 1.00 | 109.842 | 101.604 | 109.763 | ||
| 5061 | 2019.06.04 01:33 | modify | 378 | 1.00 | 109.842 | 101.604 | 109.762 | ||
| 5062 | 2019.06.04 02:33 | modify | 378 | 1.00 | 109.842 | 101.604 | 109.761 | ||
| 5063 | 2019.06.04 03:33 | modify | 378 | 1.00 | 109.842 | 101.604 | 109.760 | ||
| 5064 | 2019.06.04 04:33 | modify | 378 | 1.00 | 109.842 | 101.604 | 109.759 | ||
| 5065 | 2019.06.04 05:33 | modify | 378 | 1.00 | 109.842 | 101.604 | 109.758 | ||
| 5066 | 2019.06.04 06:33 | modify | 378 | 1.00 | 109.842 | 101.604 | 109.757 | ||
| 5067 | 2019.06.04 07:33 | modify | 378 | 1.00 | 109.842 | 101.604 | 109.756 | ||
| 5068 | 2019.06.04 08:33 | modify | 378 | 1.00 | 109.842 | 101.604 | 109.755 | ||
| 5069 | 2019.06.04 09:33 | modify | 378 | 1.00 | 109.842 | 101.604 | 109.754 | ||
| 5070 | 2019.06.04 10:33 | modify | 378 | 1.00 | 109.842 | 101.604 | 109.753 | ||
| 5071 | 2019.06.04 11:33 | modify | 378 | 1.00 | 109.842 | 101.604 | 109.752 | ||
| 5072 | 2019.06.04 12:33 | modify | 378 | 1.00 | 109.842 | 101.604 | 109.751 | ||
| 5073 | 2019.06.04 13:33 | modify | 378 | 1.00 | 109.842 | 101.604 | 109.750 | ||
| 5074 | 2019.06.04 14:33 | modify | 378 | 1.00 | 109.842 | 101.604 | 109.749 | ||
| 5075 | 2019.06.04 15:33 | modify | 378 | 1.00 | 109.842 | 101.604 | 109.748 | ||
| 5076 | 2019.06.04 16:33 | modify | 378 | 1.00 | 109.842 | 101.604 | 109.747 | ||
| 5077 | 2019.06.04 17:33 | modify | 378 | 1.00 | 109.842 | 101.604 | 109.746 | ||
| 5078 | 2019.06.04 18:33 | modify | 378 | 1.00 | 109.842 | 101.604 | 109.745 | ||
| 5079 | 2019.06.04 19:33 | modify | 378 | 1.00 | 109.842 | 101.604 | 109.744 | ||
| 5080 | 2019.06.04 20:33 | modify | 378 | 1.00 | 109.842 | 101.604 | 109.743 | ||
| 5081 | 2019.06.04 21:33 | modify | 378 | 1.00 | 109.842 | 101.604 | 109.742 | ||
| 5082 | 2019.06.04 22:33 | modify | 378 | 1.00 | 109.842 | 101.604 | 109.741 | ||
| 5083 | 2019.06.04 23:33 | modify | 378 | 1.00 | 109.842 | 101.604 | 109.740 | ||
| 5084 | 2019.06.05 00:33 | modify | 378 | 1.00 | 109.842 | 101.604 | 109.739 | ||
| 5085 | 2019.06.05 01:33 | modify | 378 | 1.00 | 109.842 | 101.604 | 109.738 | ||
| 5086 | 2019.06.05 02:33 | modify | 378 | 1.00 | 109.842 | 101.604 | 109.737 | ||
| 5087 | 2019.06.05 03:33 | modify | 378 | 1.00 | 109.842 | 101.604 | 109.736 | ||
| 5088 | 2019.06.05 04:33 | modify | 378 | 1.00 | 109.842 | 101.604 | 109.735 | ||
| 5089 | 2019.06.05 05:33 | modify | 378 | 1.00 | 109.842 | 101.604 | 109.734 | ||
| 5090 | 2019.06.05 06:33 | modify | 378 | 1.00 | 109.842 | 101.604 | 109.733 | ||
| 5091 | 2019.06.05 07:34 | modify | 378 | 1.00 | 109.842 | 101.604 | 109.732 | ||
| 5092 | 2019.06.05 08:33 | modify | 378 | 1.00 | 109.842 | 101.604 | 109.731 | ||
| 5093 | 2019.06.05 09:33 | modify | 378 | 1.00 | 109.842 | 101.604 | 109.730 | ||
| 5094 | 2019.06.05 10:33 | modify | 378 | 1.00 | 109.842 | 101.604 | 109.729 | ||
| 5095 | 2019.06.05 11:33 | modify | 378 | 1.00 | 109.842 | 101.604 | 109.728 | ||
| 5096 | 2019.06.05 12:33 | modify | 378 | 1.00 | 109.842 | 101.604 | 109.727 | ||
| 5097 | 2019.06.05 13:33 | modify | 378 | 1.00 | 109.842 | 101.604 | 109.726 | ||
| 5098 | 2019.06.05 14:33 | modify | 378 | 1.00 | 109.842 | 101.604 | 109.725 | ||
| 5099 | 2019.06.05 15:33 | modify | 378 | 1.00 | 109.842 | 101.604 | 109.724 | ||
| 5100 | 2019.06.05 16:33 | modify | 378 | 1.00 | 109.842 | 101.604 | 109.723 | ||