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 |
| 6001 | 2019.12.27 11:35 | s/l | 411 | 1.00 | 109.472 | 109.472 | 109.405 | 2900.00 | 2639170.00 |
| 6002 | 2020.01.09 21:58 | sell | 412 | 1.00 | 109.487 | 117.699 | 109.378 | ||
| 6003 | 2020.01.10 00:10 | modify | 412 | 1.00 | 109.487 | 117.699 | 109.388 | ||
| 6004 | 2020.01.10 00:50 | modify | 412 | 1.00 | 109.487 | 117.699 | 109.391 | ||
| 6005 | 2020.01.10 00:58 | modify | 412 | 1.00 | 109.487 | 109.467 | 109.391 | ||
| 6006 | 2020.01.10 00:58 | s/l | 412 | 1.00 | 109.467 | 109.467 | 109.391 | 1870.00 | 2641040.00 |
| 6007 | 2020.01.15 16:04 | buy | 413 | 1.00 | 109.823 | 101.586 | 109.933 | ||
| 6008 | 2020.01.15 16:51 | t/p | 413 | 1.00 | 109.933 | 101.586 | 109.933 | 11000.00 | 2652040.00 |
| 6009 | 2020.01.27 05:50 | sell | 414 | 1.00 | 109.040 | 117.218 | 108.931 | ||
| 6010 | 2020.01.27 07:17 | modify | 414 | 1.00 | 109.040 | 117.218 | 108.938 | ||
| 6011 | 2020.01.27 08:02 | modify | 414 | 1.00 | 109.040 | 117.218 | 108.941 | ||
| 6012 | 2020.01.27 08:09 | modify | 414 | 1.00 | 109.040 | 117.218 | 108.942 | ||
| 6013 | 2020.01.27 09:20 | modify | 414 | 1.00 | 109.040 | 109.039 | 108.942 | ||
| 6014 | 2020.01.27 09:20 | modify | 414 | 1.00 | 109.040 | 109.037 | 108.942 | ||
| 6015 | 2020.01.27 09:20 | s/l | 414 | 1.00 | 109.037 | 109.037 | 108.942 | 300.00 | 2652340.00 |
| 6016 | 2020.02.06 17:15 | sell | 415 | 1.00 | 109.928 | 118.173 | 109.818 | ||
| 6017 | 2020.02.06 18:32 | modify | 415 | 1.00 | 109.928 | 118.173 | 109.824 | ||
| 6018 | 2020.02.06 18:47 | modify | 415 | 1.00 | 109.928 | 118.173 | 109.825 | ||
| 6019 | 2020.02.06 18:52 | modify | 415 | 1.00 | 109.928 | 118.173 | 109.826 | ||
| 6020 | 2020.02.06 19:05 | modify | 415 | 1.00 | 109.928 | 118.173 | 109.827 | ||
| 6021 | 2020.02.07 02:34 | modify | 415 | 1.00 | 109.928 | 109.927 | 109.827 | ||
| 6022 | 2020.02.07 02:34 | modify | 415 | 1.00 | 109.928 | 109.926 | 109.827 | ||
| 6023 | 2020.02.07 02:34 | s/l | 415 | 1.00 | 109.926 | 109.926 | 109.827 | 70.00 | 2652410.00 |
| 6024 | 2020.02.14 16:21 | sell | 416 | 1.00 | 109.797 | 118.032 | 109.687 | ||
| 6025 | 2020.02.14 17:21 | modify | 416 | 1.00 | 109.797 | 118.032 | 109.692 | ||
| 6026 | 2020.02.14 17:30 | modify | 416 | 1.00 | 109.797 | 118.032 | 109.693 | ||
| 6027 | 2020.02.14 17:43 | modify | 416 | 1.00 | 109.797 | 118.032 | 109.694 | ||
| 6028 | 2020.02.14 17:56 | modify | 416 | 1.00 | 109.797 | 118.032 | 109.695 | ||
| 6029 | 2020.02.14 18:09 | modify | 416 | 1.00 | 109.797 | 118.032 | 109.696 | ||
| 6030 | 2020.02.14 18:23 | modify | 416 | 1.00 | 109.797 | 118.032 | 109.697 | ||
| 6031 | 2020.02.14 18:36 | modify | 416 | 1.00 | 109.797 | 118.032 | 109.698 | ||
| 6032 | 2020.02.14 18:49 | modify | 416 | 1.00 | 109.797 | 118.032 | 109.699 | ||
| 6033 | 2020.02.14 19:02 | modify | 416 | 1.00 | 109.797 | 118.032 | 109.700 | ||
| 6034 | 2020.02.14 19:15 | modify | 416 | 1.00 | 109.797 | 118.032 | 109.701 | ||
| 6035 | 2020.02.14 19:21 | modify | 416 | 1.00 | 109.797 | 109.750 | 109.701 | ||
| 6036 | 2020.02.14 19:21 | s/l | 416 | 1.00 | 109.750 | 109.750 | 109.701 | 4700.00 | 2657110.00 |
| 6037 | 2020.02.19 11:50 | buy | 417 | 1.00 | 110.213 | 101.947 | 110.323 | ||
| 6038 | 2020.02.19 12:29 | t/p | 417 | 1.00 | 110.323 | 101.947 | 110.323 | 11000.00 | 2668110.00 |
| 6039 | 2020.02.20 11:59 | sell | 418 | 1.00 | 111.971 | 120.369 | 111.859 | ||
| 6040 | 2020.02.20 13:54 | modify | 418 | 1.00 | 111.971 | 120.369 | 111.868 | ||
| 6041 | 2020.02.20 13:59 | t/p | 418 | 1.00 | 111.868 | 120.369 | 111.868 | 10300.00 | 2678410.00 |
| 6042 | 2020.03.03 07:09 | sell | 419 | 1.00 | 107.824 | 115.911 | 107.716 | ||
| 6043 | 2020.03.03 08:02 | t/p | 419 | 1.00 | 107.716 | 115.911 | 107.716 | 10800.00 | 2689210.00 |
| 6044 | 2020.03.09 14:18 | buy | 420 | 1.00 | 102.286 | 94.615 | 102.388 | ||
| 6045 | 2020.03.09 14:19 | t/p | 420 | 1.00 | 102.388 | 94.615 | 102.388 | 10200.00 | 2699410.00 |
| 6046 | 2020.03.18 09:51 | sell | 421 | 1.00 | 107.003 | 115.028 | 106.896 | ||
| 6047 | 2020.03.19 09:51 | modify | 421 | 1.00 | 107.003 | 115.028 | 107.003 | ||
| 6048 | 2020.03.19 10:18 | modify | 421 | 1.00 | 107.003 | 115.028 | 107.004 | ||
| 6049 | 2020.03.19 11:18 | modify | 421 | 1.00 | 107.003 | 115.028 | 107.005 | ||
| 6050 | 2020.03.19 12:18 | modify | 421 | 1.00 | 107.003 | 115.028 | 107.006 | ||
| 6051 | 2020.03.19 13:18 | modify | 421 | 1.00 | 107.003 | 115.028 | 107.007 | ||
| 6052 | 2020.03.19 14:18 | modify | 421 | 1.00 | 107.003 | 115.028 | 107.008 | ||
| 6053 | 2020.03.19 15:18 | modify | 421 | 1.00 | 107.003 | 115.028 | 107.009 | ||
| 6054 | 2020.03.19 16:18 | modify | 421 | 1.00 | 107.003 | 115.028 | 107.010 | ||
| 6055 | 2020.03.19 17:18 | modify | 421 | 1.00 | 107.003 | 115.028 | 107.011 | ||
| 6056 | 2020.03.19 18:18 | modify | 421 | 1.00 | 107.003 | 115.028 | 107.012 | ||
| 6057 | 2020.03.19 19:18 | modify | 421 | 1.00 | 107.003 | 115.028 | 107.013 | ||
| 6058 | 2020.03.19 20:18 | modify | 421 | 1.00 | 107.003 | 115.028 | 107.014 | ||
| 6059 | 2020.03.19 21:18 | modify | 421 | 1.00 | 107.003 | 115.028 | 107.015 | ||
| 6060 | 2020.03.19 22:18 | modify | 421 | 1.00 | 107.003 | 115.028 | 107.016 | ||
| 6061 | 2020.03.19 23:18 | modify | 421 | 1.00 | 107.003 | 115.028 | 107.017 | ||
| 6062 | 2020.03.20 00:18 | modify | 421 | 1.00 | 107.003 | 115.028 | 107.018 | ||
| 6063 | 2020.03.20 01:18 | modify | 421 | 1.00 | 107.003 | 115.028 | 107.019 | ||
| 6064 | 2020.03.20 02:18 | modify | 421 | 1.00 | 107.003 | 115.028 | 107.020 | ||
| 6065 | 2020.03.20 03:18 | modify | 421 | 1.00 | 107.003 | 115.028 | 107.021 | ||
| 6066 | 2020.03.20 04:18 | modify | 421 | 1.00 | 107.003 | 115.028 | 107.022 | ||
| 6067 | 2020.03.20 05:18 | modify | 421 | 1.00 | 107.003 | 115.028 | 107.023 | ||
| 6068 | 2020.03.20 06:18 | modify | 421 | 1.00 | 107.003 | 115.028 | 107.024 | ||
| 6069 | 2020.03.20 07:18 | modify | 421 | 1.00 | 107.003 | 115.028 | 107.025 | ||
| 6070 | 2020.03.20 08:18 | modify | 421 | 1.00 | 107.003 | 115.028 | 107.026 | ||
| 6071 | 2020.03.20 09:18 | modify | 421 | 1.00 | 107.003 | 115.028 | 107.027 | ||
| 6072 | 2020.03.20 10:18 | modify | 421 | 1.00 | 107.003 | 115.028 | 107.028 | ||
| 6073 | 2020.03.20 11:18 | modify | 421 | 1.00 | 107.003 | 115.028 | 107.029 | ||
| 6074 | 2020.03.20 12:18 | modify | 421 | 1.00 | 107.003 | 115.028 | 107.030 | ||
| 6075 | 2020.03.20 13:18 | modify | 421 | 1.00 | 107.003 | 115.028 | 107.031 | ||
| 6076 | 2020.03.20 14:18 | modify | 421 | 1.00 | 107.003 | 115.028 | 107.032 | ||
| 6077 | 2020.03.20 15:18 | modify | 421 | 1.00 | 107.003 | 115.028 | 107.033 | ||
| 6078 | 2020.03.20 16:18 | modify | 421 | 1.00 | 107.003 | 115.028 | 107.034 | ||
| 6079 | 2020.03.20 17:18 | modify | 421 | 1.00 | 107.003 | 115.028 | 107.035 | ||
| 6080 | 2020.03.20 18:18 | modify | 421 | 1.00 | 107.003 | 115.028 | 107.036 | ||
| 6081 | 2020.03.20 19:18 | modify | 421 | 1.00 | 107.003 | 115.028 | 107.037 | ||
| 6082 | 2020.03.20 20:18 | modify | 421 | 1.00 | 107.003 | 115.028 | 107.038 | ||
| 6083 | 2020.03.20 21:18 | modify | 421 | 1.00 | 107.003 | 115.028 | 107.039 | ||
| 6084 | 2020.03.20 22:18 | modify | 421 | 1.00 | 107.003 | 115.028 | 107.040 | ||
| 6085 | 2020.03.20 23:18 | modify | 421 | 1.00 | 107.003 | 115.028 | 107.041 | ||
| 6086 | 2020.03.23 00:03 | modify | 421 | 1.00 | 107.003 | 115.028 | 107.089 | ||
| 6087 | 2020.03.23 00:18 | modify | 421 | 1.00 | 107.003 | 115.028 | 107.090 | ||
| 6088 | 2020.03.23 01:18 | modify | 421 | 1.00 | 107.003 | 115.028 | 107.091 | ||
| 6089 | 2020.03.23 02:18 | modify | 421 | 1.00 | 107.003 | 115.028 | 107.092 | ||
| 6090 | 2020.03.23 03:18 | modify | 421 | 1.00 | 107.003 | 115.028 | 107.093 | ||
| 6091 | 2020.03.23 04:18 | modify | 421 | 1.00 | 107.003 | 115.028 | 107.094 | ||
| 6092 | 2020.03.23 05:18 | modify | 421 | 1.00 | 107.003 | 115.028 | 107.095 | ||
| 6093 | 2020.03.23 06:18 | modify | 421 | 1.00 | 107.003 | 115.028 | 107.096 | ||
| 6094 | 2020.03.23 07:18 | modify | 421 | 1.00 | 107.003 | 115.028 | 107.097 | ||
| 6095 | 2020.03.23 08:18 | modify | 421 | 1.00 | 107.003 | 115.028 | 107.098 | ||
| 6096 | 2020.03.23 09:18 | modify | 421 | 1.00 | 107.003 | 115.028 | 107.099 | ||
| 6097 | 2020.03.23 10:18 | modify | 421 | 1.00 | 107.003 | 115.028 | 107.100 | ||
| 6098 | 2020.03.23 11:18 | modify | 421 | 1.00 | 107.003 | 115.028 | 107.101 | ||
| 6099 | 2020.03.23 12:18 | modify | 421 | 1.00 | 107.003 | 115.028 | 107.102 | ||
| 6100 | 2020.03.23 13:18 | modify | 421 | 1.00 | 107.003 | 115.028 | 107.103 | ||
| 6101 | 2020.03.23 14:18 | modify | 421 | 1.00 | 107.003 | 115.028 | 107.104 | ||
| 6102 | 2020.03.23 15:18 | modify | 421 | 1.00 | 107.003 | 115.028 | 107.105 | ||
| 6103 | 2020.03.23 16:18 | modify | 421 | 1.00 | 107.003 | 115.028 | 107.106 | ||
| 6104 | 2020.03.23 17:18 | modify | 421 | 1.00 | 107.003 | 115.028 | 107.107 | ||
| 6105 | 2020.03.23 18:18 | modify | 421 | 1.00 | 107.003 | 115.028 | 107.108 | ||
| 6106 | 2020.03.23 19:18 | modify | 421 | 1.00 | 107.003 | 115.028 | 107.109 | ||
| 6107 | 2020.03.23 20:18 | modify | 421 | 1.00 | 107.003 | 115.028 | 107.110 | ||
| 6108 | 2020.03.23 21:18 | modify | 421 | 1.00 | 107.003 | 115.028 | 107.111 | ||
| 6109 | 2020.03.23 22:18 | modify | 421 | 1.00 | 107.003 | 115.028 | 107.112 | ||
| 6110 | 2020.03.23 23:18 | modify | 421 | 1.00 | 107.003 | 115.028 | 107.113 | ||
| 6111 | 2020.03.24 00:18 | modify | 421 | 1.00 | 107.003 | 115.028 | 107.114 | ||
| 6112 | 2020.03.24 01:18 | modify | 421 | 1.00 | 107.003 | 115.028 | 107.115 | ||
| 6113 | 2020.03.24 02:18 | modify | 421 | 1.00 | 107.003 | 115.028 | 107.116 | ||
| 6114 | 2020.03.24 03:18 | modify | 421 | 1.00 | 107.003 | 115.028 | 107.117 | ||
| 6115 | 2020.03.24 04:18 | modify | 421 | 1.00 | 107.003 | 115.028 | 107.118 | ||
| 6116 | 2020.03.24 05:18 | modify | 421 | 1.00 | 107.003 | 115.028 | 107.119 | ||
| 6117 | 2020.03.24 06:18 | modify | 421 | 1.00 | 107.003 | 115.028 | 107.120 | ||
| 6118 | 2020.03.24 07:18 | modify | 421 | 1.00 | 107.003 | 115.028 | 107.121 | ||
| 6119 | 2020.03.24 08:18 | modify | 421 | 1.00 | 107.003 | 115.028 | 107.122 | ||
| 6120 | 2020.03.24 09:18 | modify | 421 | 1.00 | 107.003 | 115.028 | 107.123 | ||
| 6121 | 2020.03.24 10:18 | modify | 421 | 1.00 | 107.003 | 115.028 | 107.124 | ||
| 6122 | 2020.03.24 11:18 | modify | 421 | 1.00 | 107.003 | 115.028 | 107.125 | ||
| 6123 | 2020.03.24 12:18 | modify | 421 | 1.00 | 107.003 | 115.028 | 107.126 | ||
| 6124 | 2020.03.24 13:18 | modify | 421 | 1.00 | 107.003 | 115.028 | 107.127 | ||
| 6125 | 2020.03.24 14:18 | modify | 421 | 1.00 | 107.003 | 115.028 | 107.128 | ||
| 6126 | 2020.03.24 15:18 | modify | 421 | 1.00 | 107.003 | 115.028 | 107.129 | ||
| 6127 | 2020.03.24 16:18 | modify | 421 | 1.00 | 107.003 | 115.028 | 107.130 | ||
| 6128 | 2020.03.24 17:18 | modify | 421 | 1.00 | 107.003 | 115.028 | 107.131 | ||
| 6129 | 2020.03.24 18:18 | modify | 421 | 1.00 | 107.003 | 115.028 | 107.132 | ||
| 6130 | 2020.03.24 19:18 | modify | 421 | 1.00 | 107.003 | 115.028 | 107.133 | ||
| 6131 | 2020.03.24 20:18 | modify | 421 | 1.00 | 107.003 | 115.028 | 107.134 | ||
| 6132 | 2020.03.24 21:18 | modify | 421 | 1.00 | 107.003 | 115.028 | 107.135 | ||
| 6133 | 2020.03.24 22:18 | modify | 421 | 1.00 | 107.003 | 115.028 | 107.136 | ||
| 6134 | 2020.03.24 23:18 | modify | 421 | 1.00 | 107.003 | 115.028 | 107.137 | ||
| 6135 | 2020.03.25 00:18 | modify | 421 | 1.00 | 107.003 | 115.028 | 107.138 | ||
| 6136 | 2020.03.25 01:18 | modify | 421 | 1.00 | 107.003 | 115.028 | 107.139 | ||
| 6137 | 2020.03.25 02:18 | modify | 421 | 1.00 | 107.003 | 115.028 | 107.140 | ||
| 6138 | 2020.03.25 03:18 | modify | 421 | 1.00 | 107.003 | 115.028 | 107.141 | ||
| 6139 | 2020.03.25 04:18 | modify | 421 | 1.00 | 107.003 | 115.028 | 107.142 | ||
| 6140 | 2020.03.25 05:18 | modify | 421 | 1.00 | 107.003 | 115.028 | 107.143 | ||
| 6141 | 2020.03.25 06:18 | modify | 421 | 1.00 | 107.003 | 115.028 | 107.144 | ||
| 6142 | 2020.03.25 07:18 | modify | 421 | 1.00 | 107.003 | 115.028 | 107.145 | ||
| 6143 | 2020.03.25 08:18 | modify | 421 | 1.00 | 107.003 | 115.028 | 107.146 | ||
| 6144 | 2020.03.25 09:18 | modify | 421 | 1.00 | 107.003 | 115.028 | 107.147 | ||
| 6145 | 2020.03.25 10:18 | modify | 421 | 1.00 | 107.003 | 115.028 | 107.148 | ||
| 6146 | 2020.03.25 11:18 | modify | 421 | 1.00 | 107.003 | 115.028 | 107.149 | ||
| 6147 | 2020.03.25 12:18 | modify | 421 | 1.00 | 107.003 | 115.028 | 107.150 | ||
| 6148 | 2020.03.25 13:18 | modify | 421 | 1.00 | 107.003 | 115.028 | 107.151 | ||
| 6149 | 2020.03.25 14:18 | modify | 421 | 1.00 | 107.003 | 115.028 | 107.152 | ||
| 6150 | 2020.03.25 15:18 | modify | 421 | 1.00 | 107.003 | 115.028 | 107.153 | ||