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 |
| 6301 | 2020.05.14 12:43 | modify | 428 | 1.00 | 107.741 | 99.660 | 107.702 | ||
| 6302 | 2020.05.14 13:43 | modify | 428 | 1.00 | 107.741 | 99.660 | 107.701 | ||
| 6303 | 2020.05.14 14:43 | modify | 428 | 1.00 | 107.741 | 99.660 | 107.700 | ||
| 6304 | 2020.05.14 15:43 | modify | 428 | 1.00 | 107.741 | 99.660 | 107.699 | ||
| 6305 | 2020.05.14 16:43 | modify | 428 | 1.00 | 107.741 | 99.660 | 107.698 | ||
| 6306 | 2020.05.14 17:43 | modify | 428 | 1.00 | 107.741 | 99.660 | 107.697 | ||
| 6307 | 2020.05.14 18:43 | modify | 428 | 1.00 | 107.741 | 99.660 | 107.696 | ||
| 6308 | 2020.05.14 19:43 | modify | 428 | 1.00 | 107.741 | 99.660 | 107.695 | ||
| 6309 | 2020.05.14 20:43 | modify | 428 | 1.00 | 107.741 | 99.660 | 107.694 | ||
| 6310 | 2020.05.14 21:43 | modify | 428 | 1.00 | 107.741 | 99.660 | 107.693 | ||
| 6311 | 2020.05.14 22:43 | modify | 428 | 1.00 | 107.741 | 99.660 | 107.692 | ||
| 6312 | 2020.05.14 23:43 | modify | 428 | 1.00 | 107.741 | 99.660 | 107.691 | ||
| 6313 | 2020.05.15 00:43 | modify | 428 | 1.00 | 107.741 | 99.660 | 107.690 | ||
| 6314 | 2020.05.15 01:43 | modify | 428 | 1.00 | 107.741 | 99.660 | 107.689 | ||
| 6315 | 2020.05.15 02:43 | modify | 428 | 1.00 | 107.741 | 99.660 | 107.688 | ||
| 6316 | 2020.05.15 03:43 | modify | 428 | 1.00 | 107.741 | 99.660 | 107.687 | ||
| 6317 | 2020.05.15 04:43 | modify | 428 | 1.00 | 107.741 | 99.660 | 107.686 | ||
| 6318 | 2020.05.15 05:43 | modify | 428 | 1.00 | 107.741 | 99.660 | 107.685 | ||
| 6319 | 2020.05.15 06:43 | modify | 428 | 1.00 | 107.741 | 99.660 | 107.684 | ||
| 6320 | 2020.05.15 07:43 | modify | 428 | 1.00 | 107.741 | 99.660 | 107.683 | ||
| 6321 | 2020.05.15 08:43 | modify | 428 | 1.00 | 107.741 | 99.660 | 107.682 | ||
| 6322 | 2020.05.15 09:43 | modify | 428 | 1.00 | 107.741 | 99.660 | 107.681 | ||
| 6323 | 2020.05.15 10:43 | modify | 428 | 1.00 | 107.741 | 99.660 | 107.680 | ||
| 6324 | 2020.05.15 11:43 | modify | 428 | 1.00 | 107.741 | 99.660 | 107.679 | ||
| 6325 | 2020.05.15 12:43 | modify | 428 | 1.00 | 107.741 | 99.660 | 107.678 | ||
| 6326 | 2020.05.15 13:43 | modify | 428 | 1.00 | 107.741 | 99.660 | 107.677 | ||
| 6327 | 2020.05.15 14:43 | modify | 428 | 1.00 | 107.741 | 99.660 | 107.676 | ||
| 6328 | 2020.05.15 15:43 | modify | 428 | 1.00 | 107.741 | 99.660 | 107.675 | ||
| 6329 | 2020.05.15 16:43 | modify | 428 | 1.00 | 107.741 | 99.660 | 107.674 | ||
| 6330 | 2020.05.15 17:43 | modify | 428 | 1.00 | 107.741 | 99.660 | 107.673 | ||
| 6331 | 2020.05.15 18:43 | modify | 428 | 1.00 | 107.741 | 99.660 | 107.672 | ||
| 6332 | 2020.05.15 19:43 | modify | 428 | 1.00 | 107.741 | 99.660 | 107.671 | ||
| 6333 | 2020.05.15 20:43 | modify | 428 | 1.00 | 107.741 | 99.660 | 107.670 | ||
| 6334 | 2020.05.15 21:43 | modify | 428 | 1.00 | 107.741 | 99.660 | 107.669 | ||
| 6335 | 2020.05.15 22:43 | modify | 428 | 1.00 | 107.741 | 99.660 | 107.668 | ||
| 6336 | 2020.05.15 23:43 | modify | 428 | 1.00 | 107.741 | 99.660 | 107.667 | ||
| 6337 | 2020.05.18 00:00 | modify | 428 | 1.00 | 107.741 | 99.660 | 107.619 | ||
| 6338 | 2020.05.18 00:43 | modify | 428 | 1.00 | 107.741 | 99.660 | 107.618 | ||
| 6339 | 2020.05.18 01:43 | modify | 428 | 1.00 | 107.741 | 99.660 | 107.617 | ||
| 6340 | 2020.05.18 02:43 | modify | 428 | 1.00 | 107.741 | 99.660 | 107.616 | ||
| 6341 | 2020.05.18 03:43 | modify | 428 | 1.00 | 107.741 | 99.660 | 107.615 | ||
| 6342 | 2020.05.18 04:43 | modify | 428 | 1.00 | 107.741 | 99.660 | 107.614 | ||
| 6343 | 2020.05.18 05:43 | modify | 428 | 1.00 | 107.741 | 99.660 | 107.613 | ||
| 6344 | 2020.05.18 06:43 | modify | 428 | 1.00 | 107.741 | 99.660 | 107.612 | ||
| 6345 | 2020.05.18 07:43 | modify | 428 | 1.00 | 107.741 | 99.660 | 107.611 | ||
| 6346 | 2020.05.18 08:43 | modify | 428 | 1.00 | 107.741 | 99.660 | 107.610 | ||
| 6347 | 2020.05.18 09:43 | modify | 428 | 1.00 | 107.741 | 99.660 | 107.609 | ||
| 6348 | 2020.05.18 10:43 | modify | 428 | 1.00 | 107.741 | 99.660 | 107.608 | ||
| 6349 | 2020.05.18 11:43 | modify | 428 | 1.00 | 107.741 | 99.660 | 107.607 | ||
| 6350 | 2020.05.18 12:43 | modify | 428 | 1.00 | 107.741 | 99.660 | 107.606 | ||
| 6351 | 2020.05.18 13:43 | modify | 428 | 1.00 | 107.741 | 99.660 | 107.605 | ||
| 6352 | 2020.05.18 14:43 | modify | 428 | 1.00 | 107.741 | 99.660 | 107.604 | ||
| 6353 | 2020.05.18 15:43 | modify | 428 | 1.00 | 107.741 | 99.660 | 107.603 | ||
| 6354 | 2020.05.18 16:43 | modify | 428 | 1.00 | 107.741 | 99.660 | 107.602 | ||
| 6355 | 2020.05.18 17:43 | modify | 428 | 1.00 | 107.741 | 99.660 | 107.601 | ||
| 6356 | 2020.05.18 18:43 | modify | 428 | 1.00 | 107.741 | 99.660 | 107.600 | ||
| 6357 | 2020.05.18 19:43 | modify | 428 | 1.00 | 107.741 | 99.660 | 107.599 | ||
| 6358 | 2020.05.18 20:43 | modify | 428 | 1.00 | 107.741 | 99.660 | 107.598 | ||
| 6359 | 2020.05.18 21:43 | modify | 428 | 1.00 | 107.741 | 99.660 | 107.597 | ||
| 6360 | 2020.05.18 22:43 | modify | 428 | 1.00 | 107.741 | 99.660 | 107.596 | ||
| 6361 | 2020.05.18 23:43 | modify | 428 | 1.00 | 107.741 | 99.660 | 107.595 | ||
| 6362 | 2020.05.19 00:43 | modify | 428 | 1.00 | 107.741 | 99.660 | 107.594 | ||
| 6363 | 2020.05.19 01:43 | modify | 428 | 1.00 | 107.741 | 99.660 | 107.593 | ||
| 6364 | 2020.05.19 02:43 | modify | 428 | 1.00 | 107.741 | 99.660 | 107.592 | ||
| 6365 | 2020.05.19 03:43 | modify | 428 | 1.00 | 107.741 | 99.660 | 107.591 | ||
| 6366 | 2020.05.19 04:43 | modify | 428 | 1.00 | 107.741 | 99.660 | 107.590 | ||
| 6367 | 2020.05.19 05:43 | modify | 428 | 1.00 | 107.741 | 99.660 | 107.589 | ||
| 6368 | 2020.05.19 06:43 | modify | 428 | 1.00 | 107.741 | 99.660 | 107.588 | ||
| 6369 | 2020.05.19 07:43 | modify | 428 | 1.00 | 107.741 | 99.660 | 107.587 | ||
| 6370 | 2020.05.19 08:43 | modify | 428 | 1.00 | 107.741 | 99.660 | 107.586 | ||
| 6371 | 2020.05.19 09:43 | modify | 428 | 1.00 | 107.741 | 99.660 | 107.585 | ||
| 6372 | 2020.05.19 10:43 | modify | 428 | 1.00 | 107.741 | 99.660 | 107.584 | ||
| 6373 | 2020.05.19 11:36 | t/p | 428 | 1.00 | 107.584 | 99.660 | 107.584 | -15540.00 | 2687110.00 |
| 6374 | 2020.05.20 00:43 | sell | 429 | 1.00 | 107.701 | 115.779 | 107.593 | ||
| 6375 | 2020.05.20 10:14 | modify | 429 | 1.00 | 107.701 | 107.699 | 107.593 | ||
| 6376 | 2020.05.20 10:14 | modify | 429 | 1.00 | 107.701 | 107.698 | 107.593 | ||
| 6377 | 2020.05.20 10:14 | s/l | 429 | 1.00 | 107.698 | 107.698 | 107.593 | 300.00 | 2687410.00 |
| 6378 | 2020.05.26 22:03 | buy | 430 | 1.00 | 107.535 | 99.470 | 107.643 | ||
| 6379 | 2020.05.26 23:40 | modify | 430 | 1.00 | 107.535 | 99.470 | 107.635 | ||
| 6380 | 2020.05.26 23:50 | modify | 430 | 1.00 | 107.535 | 99.470 | 107.634 | ||
| 6381 | 2020.05.27 00:04 | modify | 430 | 1.00 | 107.535 | 99.470 | 107.633 | ||
| 6382 | 2020.05.27 00:17 | modify | 430 | 1.00 | 107.535 | 99.470 | 107.632 | ||
| 6383 | 2020.05.27 00:31 | modify | 430 | 1.00 | 107.535 | 99.470 | 107.631 | ||
| 6384 | 2020.05.27 00:44 | modify | 430 | 1.00 | 107.535 | 99.470 | 107.630 | ||
| 6385 | 2020.05.27 00:59 | modify | 430 | 1.00 | 107.535 | 99.470 | 107.629 | ||
| 6386 | 2020.05.27 03:57 | modify | 430 | 1.00 | 107.535 | 107.536 | 107.629 | ||
| 6387 | 2020.05.27 03:57 | modify | 430 | 1.00 | 107.535 | 107.538 | 107.629 | ||
| 6388 | 2020.05.27 03:57 | s/l | 430 | 1.00 | 107.538 | 107.538 | 107.629 | 360.00 | 2687770.00 |
| 6389 | 2020.06.08 03:51 | buy | 431 | 1.00 | 109.447 | 101.238 | 109.556 | ||
| 6390 | 2020.06.08 04:51 | modify | 431 | 1.00 | 109.447 | 101.238 | 109.552 | ||
| 6391 | 2020.06.08 04:56 | modify | 431 | 1.00 | 109.447 | 101.238 | 109.551 | ||
| 6392 | 2020.06.08 05:09 | modify | 431 | 1.00 | 109.447 | 101.238 | 109.550 | ||
| 6393 | 2020.06.08 05:22 | modify | 431 | 1.00 | 109.447 | 101.238 | 109.549 | ||
| 6394 | 2020.06.08 05:35 | modify | 431 | 1.00 | 109.447 | 101.238 | 109.548 | ||
| 6395 | 2020.06.08 05:48 | modify | 431 | 1.00 | 109.447 | 101.238 | 109.547 | ||
| 6396 | 2020.06.08 05:59 | t/p | 431 | 1.00 | 109.547 | 101.238 | 109.547 | 10000.00 | 2697770.00 |
| 6397 | 2020.06.08 06:36 | buy | 432 | 1.00 | 109.481 | 101.270 | 109.590 | ||
| 6398 | 2020.06.08 08:50 | modify | 432 | 1.00 | 109.481 | 101.270 | 109.580 | ||
| 6399 | 2020.06.08 09:00 | modify | 432 | 1.00 | 109.481 | 101.270 | 109.579 | ||
| 6400 | 2020.06.08 09:14 | modify | 432 | 1.00 | 109.481 | 101.270 | 109.578 | ||
| 6401 | 2020.06.08 09:27 | modify | 432 | 1.00 | 109.481 | 101.270 | 109.577 | ||
| 6402 | 2020.06.08 09:36 | modify | 432 | 1.00 | 109.481 | 109.494 | 109.577 | ||
| 6403 | 2020.06.08 09:36 | s/l | 432 | 1.00 | 109.494 | 109.494 | 109.577 | 1300.00 | 2699070.00 |
| 6404 | 2020.06.08 19:26 | buy | 433 | 1.00 | 108.402 | 100.272 | 108.510 | ||
| 6405 | 2020.06.08 20:41 | modify | 433 | 1.00 | 108.402 | 100.272 | 108.505 | ||
| 6406 | 2020.06.08 23:20 | modify | 433 | 1.00 | 108.402 | 108.403 | 108.505 | ||
| 6407 | 2020.06.08 23:20 | modify | 433 | 1.00 | 108.402 | 108.404 | 108.505 | ||
| 6408 | 2020.06.08 23:20 | s/l | 433 | 1.00 | 108.404 | 108.404 | 108.505 | 200.00 | 2699270.00 |
| 6409 | 2020.07.21 12:09 | sell | 434 | 1.00 | 107.293 | 115.340 | 107.186 | ||
| 6410 | 2020.07.21 13:09 | modify | 434 | 1.00 | 107.293 | 115.340 | 107.190 | ||
| 6411 | 2020.07.21 13:13 | modify | 434 | 1.00 | 107.293 | 115.340 | 107.191 | ||
| 6412 | 2020.07.21 13:26 | modify | 434 | 1.00 | 107.293 | 115.340 | 107.192 | ||
| 6413 | 2020.07.21 13:40 | modify | 434 | 1.00 | 107.293 | 115.340 | 107.193 | ||
| 6414 | 2020.07.21 13:53 | modify | 434 | 1.00 | 107.293 | 115.340 | 107.194 | ||
| 6415 | 2020.07.21 14:07 | modify | 434 | 1.00 | 107.293 | 115.340 | 107.195 | ||
| 6416 | 2020.07.21 14:20 | modify | 434 | 1.00 | 107.293 | 115.340 | 107.196 | ||
| 6417 | 2020.07.21 14:36 | modify | 434 | 1.00 | 107.293 | 115.340 | 107.197 | ||
| 6418 | 2020.07.21 14:47 | modify | 434 | 1.00 | 107.293 | 115.340 | 107.198 | ||
| 6419 | 2020.07.21 15:00 | modify | 434 | 1.00 | 107.293 | 115.340 | 107.199 | ||
| 6420 | 2020.07.21 15:09 | modify | 434 | 1.00 | 107.293 | 107.223 | 107.199 | ||
| 6421 | 2020.07.21 15:09 | s/l | 434 | 1.00 | 107.223 | 107.223 | 107.199 | 7000.00 | 2706270.00 |
| 6422 | 2020.07.31 20:34 | buy | 435 | 1.00 | 105.811 | 97.875 | 105.917 | ||
| 6423 | 2020.07.31 21:34 | modify | 435 | 1.00 | 105.811 | 97.875 | 105.912 | ||
| 6424 | 2020.07.31 21:55 | modify | 435 | 1.00 | 105.811 | 97.875 | 105.911 | ||
| 6425 | 2020.07.31 22:35 | modify | 435 | 1.00 | 105.811 | 97.875 | 105.908 | ||
| 6426 | 2020.07.31 22:40 | modify | 435 | 1.00 | 105.811 | 97.875 | 105.907 | ||
| 6427 | 2020.07.31 22:54 | modify | 435 | 1.00 | 105.811 | 97.875 | 105.906 | ||
| 6428 | 2020.07.31 23:07 | modify | 435 | 1.00 | 105.811 | 97.875 | 105.905 | ||
| 6429 | 2020.07.31 23:21 | modify | 435 | 1.00 | 105.811 | 97.875 | 105.904 | ||
| 6430 | 2020.07.31 23:34 | modify | 435 | 1.00 | 105.811 | 105.869 | 105.904 | ||
| 6431 | 2020.07.31 23:34 | modify | 435 | 1.00 | 105.811 | 105.871 | 105.904 | ||
| 6432 | 2020.07.31 23:34 | s/l | 435 | 1.00 | 105.871 | 105.871 | 105.904 | 6000.00 | 2712270.00 |
| 6433 | 2020.08.19 02:07 | buy | 436 | 1.00 | 105.363 | 97.461 | 105.468 | ||
| 6434 | 2020.08.19 04:38 | modify | 436 | 1.00 | 105.363 | 97.461 | 105.457 | ||
| 6435 | 2020.08.19 04:50 | modify | 436 | 1.00 | 105.363 | 97.461 | 105.456 | ||
| 6436 | 2020.08.19 05:03 | modify | 436 | 1.00 | 105.363 | 97.461 | 105.455 | ||
| 6437 | 2020.08.19 05:08 | modify | 436 | 1.00 | 105.363 | 105.408 | 105.455 | ||
| 6438 | 2020.08.19 05:08 | s/l | 436 | 1.00 | 105.408 | 105.408 | 105.455 | 4500.00 | 2716770.00 |
| 6439 | 2020.09.14 07:34 | buy | 437 | 1.00 | 106.051 | 98.097 | 106.157 | ||
| 6440 | 2020.09.14 08:52 | modify | 437 | 1.00 | 106.051 | 98.097 | 106.151 | ||
| 6441 | 2020.09.14 09:03 | modify | 437 | 1.00 | 106.051 | 98.097 | 106.150 | ||
| 6442 | 2020.09.14 09:18 | modify | 437 | 1.00 | 106.051 | 98.097 | 106.149 | ||
| 6443 | 2020.09.14 09:31 | modify | 437 | 1.00 | 106.051 | 98.097 | 106.148 | ||
| 6444 | 2020.09.14 09:52 | modify | 437 | 1.00 | 106.051 | 98.097 | 106.147 | ||
| 6445 | 2020.09.15 07:34 | modify | 437 | 1.00 | 106.051 | 98.097 | 106.051 | ||
| 6446 | 2020.09.15 07:51 | sell | 438 | 1.00 | 105.673 | 113.598 | 105.567 | ||
| 6447 | 2020.09.15 08:08 | modify | 437 | 1.00 | 106.051 | 98.097 | 106.050 | ||
| 6448 | 2020.09.15 08:51 | modify | 438 | 1.00 | 105.673 | 113.598 | 105.572 | ||
| 6449 | 2020.09.15 09:01 | modify | 438 | 1.00 | 105.673 | 113.598 | 105.573 | ||
| 6450 | 2020.09.15 09:08 | modify | 437 | 1.00 | 106.051 | 98.097 | 106.049 | ||