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 |
| 751 | 2013.06.17 01:09 | t/p | 115 | 1.00 | 94.358 | 87.305 | 94.358 | -2580.00 | 1505530.00 |
| 752 | 2013.06.19 14:49 | buy | 116 | 1.00 | 95.035 | 87.907 | 95.130 | ||
| 753 | 2013.06.19 15:04 | t/p | 116 | 1.00 | 95.130 | 87.907 | 95.130 | 9500.00 | 1515030.00 |
| 754 | 2013.06.24 17:39 | sell | 117 | 1.00 | 97.486 | 104.797 | 97.389 | ||
| 755 | 2013.06.25 02:02 | modify | 117 | 1.00 | 97.486 | 97.481 | 97.389 | ||
| 756 | 2013.06.25 02:02 | s/l | 117 | 1.00 | 97.481 | 97.481 | 97.389 | 370.00 | 1515400.00 |
| 757 | 2013.07.04 03:41 | sell | 118 | 1.00 | 99.891 | 107.383 | 99.791 | ||
| 758 | 2013.07.04 04:43 | modify | 118 | 1.00 | 99.891 | 107.383 | 99.795 | ||
| 759 | 2013.07.04 04:46 | modify | 118 | 1.00 | 99.891 | 107.383 | 99.796 | ||
| 760 | 2013.07.04 04:58 | modify | 118 | 1.00 | 99.891 | 107.383 | 99.797 | ||
| 761 | 2013.07.04 05:13 | modify | 118 | 1.00 | 99.891 | 107.383 | 99.798 | ||
| 762 | 2013.07.04 05:16 | t/p | 118 | 1.00 | 99.798 | 107.383 | 99.798 | 9300.00 | 1524700.00 |
| 763 | 2013.07.19 09:06 | sell | 119 | 1.00 | 100.070 | 107.575 | 99.970 | ||
| 764 | 2013.07.19 09:46 | t/p | 119 | 1.00 | 99.970 | 107.575 | 99.970 | 10000.00 | 1534700.00 |
| 765 | 2013.08.26 12:08 | buy | 120 | 1.00 | 98.498 | 91.111 | 98.596 | ||
| 766 | 2013.08.26 13:08 | modify | 120 | 1.00 | 98.498 | 91.111 | 98.592 | ||
| 767 | 2013.08.26 13:18 | t/p | 120 | 1.00 | 98.592 | 91.111 | 98.592 | 9400.00 | 1544100.00 |
| 768 | 2013.08.29 22:24 | buy | 121 | 1.00 | 98.229 | 90.862 | 98.327 | ||
| 769 | 2013.08.29 23:24 | modify | 121 | 1.00 | 98.229 | 90.862 | 98.323 | ||
| 770 | 2013.08.29 23:34 | modify | 121 | 1.00 | 98.229 | 90.862 | 98.322 | ||
| 771 | 2013.08.29 23:40 | t/p | 121 | 1.00 | 98.322 | 90.862 | 98.322 | 9300.00 | 1553400.00 |
| 772 | 2013.09.18 05:16 | buy | 122 | 1.00 | 99.267 | 91.822 | 99.366 | ||
| 773 | 2013.09.19 05:16 | modify | 122 | 1.00 | 99.267 | 91.822 | 99.267 | ||
| 774 | 2013.09.19 05:49 | modify | 122 | 1.00 | 99.267 | 91.822 | 99.266 | ||
| 775 | 2013.09.19 06:49 | modify | 122 | 1.00 | 99.267 | 91.822 | 99.265 | ||
| 776 | 2013.09.19 07:49 | modify | 122 | 1.00 | 99.267 | 91.822 | 99.264 | ||
| 777 | 2013.09.19 08:49 | modify | 122 | 1.00 | 99.267 | 91.822 | 99.263 | ||
| 778 | 2013.09.19 09:49 | modify | 122 | 1.00 | 99.267 | 91.822 | 99.262 | ||
| 779 | 2013.09.19 10:49 | modify | 122 | 1.00 | 99.267 | 91.822 | 99.261 | ||
| 780 | 2013.09.19 11:49 | modify | 122 | 1.00 | 99.267 | 91.822 | 99.260 | ||
| 781 | 2013.09.19 12:49 | modify | 122 | 1.00 | 99.267 | 91.822 | 99.259 | ||
| 782 | 2013.09.19 13:49 | modify | 122 | 1.00 | 99.267 | 91.822 | 99.258 | ||
| 783 | 2013.09.19 14:49 | modify | 122 | 1.00 | 99.267 | 91.822 | 99.257 | ||
| 784 | 2013.09.19 15:40 | t/p | 122 | 1.00 | 99.257 | 91.822 | 99.257 | -980.00 | 1552420.00 |
| 785 | 2013.10.07 02:54 | sell | 123 | 1.00 | 97.300 | 104.598 | 97.203 | ||
| 786 | 2013.10.07 03:13 | t/p | 123 | 1.00 | 97.203 | 104.598 | 97.203 | 9700.00 | 1562120.00 |
| 787 | 2013.10.08 16:35 | buy | 124 | 1.00 | 97.120 | 89.836 | 97.217 | ||
| 788 | 2013.10.09 03:30 | modify | 124 | 1.00 | 97.120 | 97.122 | 97.217 | ||
| 789 | 2013.10.09 03:30 | s/l | 124 | 1.00 | 97.122 | 97.122 | 97.217 | 260.00 | 1562380.00 |
| 790 | 2013.10.25 04:19 | sell | 125 | 1.00 | 97.310 | 104.608 | 97.213 | ||
| 791 | 2013.10.25 05:22 | modify | 125 | 1.00 | 97.310 | 104.608 | 97.217 | ||
| 792 | 2013.10.25 05:30 | modify | 125 | 1.00 | 97.310 | 104.608 | 97.218 | ||
| 793 | 2013.10.25 05:45 | modify | 125 | 1.00 | 97.310 | 104.608 | 97.219 | ||
| 794 | 2013.10.25 06:00 | modify | 125 | 1.00 | 97.310 | 104.608 | 97.220 | ||
| 795 | 2013.10.25 06:15 | modify | 125 | 1.00 | 97.310 | 104.608 | 97.221 | ||
| 796 | 2013.10.25 06:30 | modify | 125 | 1.00 | 97.310 | 104.608 | 97.222 | ||
| 797 | 2013.10.25 06:32 | t/p | 125 | 1.00 | 97.222 | 104.608 | 97.222 | 8800.00 | 1571180.00 |
| 798 | 2013.10.30 06:23 | buy | 126 | 1.00 | 98.173 | 90.810 | 98.271 | ||
| 799 | 2013.10.30 08:29 | modify | 126 | 1.00 | 98.173 | 90.810 | 98.263 | ||
| 800 | 2013.10.30 08:32 | modify | 126 | 1.00 | 98.173 | 90.810 | 98.262 | ||
| 801 | 2013.10.30 08:45 | modify | 126 | 1.00 | 98.173 | 90.810 | 98.261 | ||
| 802 | 2013.10.30 09:00 | modify | 126 | 1.00 | 98.173 | 90.810 | 98.260 | ||
| 803 | 2013.10.30 09:15 | modify | 126 | 1.00 | 98.173 | 90.810 | 98.259 | ||
| 804 | 2013.10.30 09:23 | modify | 126 | 1.00 | 98.173 | 98.204 | 98.259 | ||
| 805 | 2013.10.30 09:24 | modify | 126 | 1.00 | 98.173 | 98.205 | 98.259 | ||
| 806 | 2013.10.30 09:24 | s/l | 126 | 1.00 | 98.205 | 98.205 | 98.259 | 3200.00 | 1574380.00 |
| 807 | 2013.11.28 09:02 | sell | 127 | 1.00 | 102.196 | 109.861 | 102.094 | ||
| 808 | 2013.11.28 10:18 | modify | 127 | 1.00 | 102.196 | 109.861 | 102.099 | ||
| 809 | 2013.11.28 10:25 | modify | 127 | 1.00 | 102.196 | 109.861 | 102.100 | ||
| 810 | 2013.11.28 10:36 | modify | 127 | 1.00 | 102.196 | 109.861 | 102.101 | ||
| 811 | 2013.11.28 10:50 | modify | 127 | 1.00 | 102.196 | 109.861 | 102.102 | ||
| 812 | 2013.11.28 11:04 | modify | 127 | 1.00 | 102.196 | 109.861 | 102.103 | ||
| 813 | 2013.11.28 11:18 | modify | 127 | 1.00 | 102.196 | 109.861 | 102.104 | ||
| 814 | 2013.11.28 11:32 | modify | 127 | 1.00 | 102.196 | 109.861 | 102.105 | ||
| 815 | 2013.11.28 11:47 | modify | 127 | 1.00 | 102.196 | 109.861 | 102.106 | ||
| 816 | 2013.11.28 12:03 | modify | 127 | 1.00 | 102.196 | 102.193 | 102.106 | ||
| 817 | 2013.11.28 12:03 | modify | 127 | 1.00 | 102.196 | 102.192 | 102.106 | ||
| 818 | 2013.11.28 12:03 | modify | 127 | 1.00 | 102.196 | 102.191 | 102.106 | ||
| 819 | 2013.11.28 12:03 | modify | 127 | 1.00 | 102.196 | 102.189 | 102.106 | ||
| 820 | 2013.11.28 12:03 | s/l | 127 | 1.00 | 102.189 | 102.189 | 102.106 | 700.00 | 1575080.00 |
| 821 | 2013.12.13 20:49 | sell | 128 | 1.00 | 103.256 | 111.000 | 103.153 | ||
| 822 | 2013.12.13 21:12 | t/p | 128 | 1.00 | 103.153 | 111.000 | 103.153 | 10300.00 | 1585380.00 |
| 823 | 2013.12.18 01:01 | buy | 129 | 1.00 | 102.600 | 94.905 | 102.703 | ||
| 824 | 2013.12.18 02:01 | modify | 129 | 1.00 | 102.600 | 94.905 | 102.698 | ||
| 825 | 2013.12.18 02:10 | t/p | 129 | 1.00 | 102.698 | 94.905 | 102.698 | 9800.00 | 1595180.00 |
| 826 | 2014.01.29 05:15 | sell | 130 | 1.00 | 103.170 | 110.908 | 103.067 | ||
| 827 | 2014.01.29 09:46 | modify | 130 | 1.00 | 103.170 | 103.166 | 103.067 | ||
| 828 | 2014.01.29 09:46 | s/l | 130 | 1.00 | 103.166 | 103.166 | 103.067 | 400.00 | 1595580.00 |
| 829 | 2014.02.04 20:27 | buy | 131 | 1.00 | 101.582 | 93.963 | 101.684 | ||
| 830 | 2014.02.04 21:40 | modify | 131 | 1.00 | 101.582 | 93.963 | 101.678 | ||
| 831 | 2014.02.04 21:54 | modify | 131 | 1.00 | 101.582 | 93.963 | 101.677 | ||
| 832 | 2014.02.04 22:08 | modify | 131 | 1.00 | 101.582 | 93.963 | 101.676 | ||
| 833 | 2014.02.04 22:22 | modify | 131 | 1.00 | 101.582 | 93.963 | 101.675 | ||
| 834 | 2014.02.04 22:36 | modify | 131 | 1.00 | 101.582 | 93.963 | 101.674 | ||
| 835 | 2014.02.04 22:45 | t/p | 131 | 1.00 | 101.674 | 93.963 | 101.674 | 9200.00 | 1604780.00 |
| 836 | 2014.02.21 21:55 | buy | 132 | 1.00 | 102.557 | 94.865 | 102.660 | ||
| 837 | 2014.02.21 22:55 | modify | 132 | 1.00 | 102.557 | 94.865 | 102.655 | ||
| 838 | 2014.02.21 23:19 | modify | 132 | 1.00 | 102.557 | 94.865 | 102.654 | ||
| 839 | 2014.02.21 23:20 | modify | 132 | 1.00 | 102.557 | 94.865 | 102.653 | ||
| 840 | 2014.02.24 00:00 | modify | 132 | 1.00 | 102.557 | 94.865 | 102.531 | ||
| 841 | 2014.02.24 00:07 | t/p | 132 | 1.00 | 102.531 | 94.865 | 102.531 | -2580.00 | 1602200.00 |
| 842 | 2014.03.12 16:17 | sell | 133 | 1.00 | 102.726 | 110.430 | 102.623 | ||
| 843 | 2014.03.12 16:46 | t/p | 133 | 1.00 | 102.623 | 110.430 | 102.623 | 10300.00 | 1612500.00 |
| 844 | 2014.03.13 03:09 | sell | 134 | 1.00 | 102.836 | 110.549 | 102.733 | ||
| 845 | 2014.03.13 04:09 | modify | 134 | 1.00 | 102.836 | 110.549 | 102.737 | ||
| 846 | 2014.03.13 04:10 | modify | 134 | 1.00 | 102.836 | 110.549 | 102.738 | ||
| 847 | 2014.03.13 04:13 | t/p | 134 | 1.00 | 102.738 | 110.549 | 102.738 | 9800.00 | 1622300.00 |
| 848 | 2014.04.01 06:29 | buy | 135 | 1.00 | 103.262 | 95.517 | 103.365 | ||
| 849 | 2014.04.01 07:29 | modify | 135 | 1.00 | 103.262 | 95.517 | 103.361 | ||
| 850 | 2014.04.01 07:35 | modify | 135 | 1.00 | 103.262 | 95.517 | 103.360 | ||
| 851 | 2014.04.01 07:49 | modify | 135 | 1.00 | 103.262 | 95.517 | 103.359 | ||
| 852 | 2014.04.01 08:03 | modify | 135 | 1.00 | 103.262 | 95.517 | 103.358 | ||
| 853 | 2014.04.01 08:17 | modify | 135 | 1.00 | 103.262 | 95.517 | 103.357 | ||
| 854 | 2014.04.01 08:31 | modify | 135 | 1.00 | 103.262 | 95.517 | 103.356 | ||
| 855 | 2014.04.01 08:45 | modify | 135 | 1.00 | 103.262 | 95.517 | 103.355 | ||
| 856 | 2014.04.01 09:14 | modify | 135 | 1.00 | 103.262 | 95.517 | 103.353 | ||
| 857 | 2014.04.01 09:32 | modify | 135 | 1.00 | 103.262 | 103.263 | 103.353 | ||
| 858 | 2014.04.01 09:32 | s/l | 135 | 1.00 | 103.263 | 103.263 | 103.353 | 100.00 | 1622400.00 |
| 859 | 2014.04.02 12:40 | sell | 136 | 1.00 | 103.804 | 111.589 | 103.700 | ||
| 860 | 2014.04.02 13:18 | t/p | 136 | 1.00 | 103.700 | 111.589 | 103.700 | 10400.00 | 1632800.00 |
| 861 | 2014.04.09 14:15 | buy | 137 | 1.00 | 102.028 | 94.376 | 102.130 | ||
| 862 | 2014.04.09 15:31 | modify | 137 | 1.00 | 102.028 | 94.376 | 102.125 | ||
| 863 | 2014.04.09 15:33 | modify | 137 | 1.00 | 102.028 | 94.376 | 102.124 | ||
| 864 | 2014.04.09 15:47 | modify | 137 | 1.00 | 102.028 | 94.376 | 102.123 | ||
| 865 | 2014.04.09 16:01 | modify | 137 | 1.00 | 102.028 | 94.376 | 102.122 | ||
| 866 | 2014.04.09 16:16 | modify | 137 | 1.00 | 102.028 | 94.376 | 102.121 | ||
| 867 | 2014.04.09 16:31 | modify | 137 | 1.00 | 102.028 | 94.376 | 102.120 | ||
| 868 | 2014.04.09 20:34 | modify | 137 | 1.00 | 102.028 | 102.031 | 102.120 | ||
| 869 | 2014.04.09 20:34 | modify | 137 | 1.00 | 102.028 | 102.034 | 102.120 | ||
| 870 | 2014.04.09 20:34 | modify | 137 | 1.00 | 102.028 | 102.035 | 102.120 | ||
| 871 | 2014.04.09 20:34 | s/l | 137 | 1.00 | 102.035 | 102.035 | 102.120 | 700.00 | 1633500.00 |
| 872 | 2014.04.21 06:29 | buy | 138 | 1.00 | 102.607 | 94.911 | 102.710 | ||
| 873 | 2014.04.21 14:00 | modify | 138 | 1.00 | 102.607 | 102.608 | 102.710 | ||
| 874 | 2014.04.21 14:00 | s/l | 138 | 1.00 | 102.608 | 102.608 | 102.710 | 100.00 | 1633600.00 |
| 875 | 2014.04.21 14:16 | sell | 139 | 1.00 | 102.607 | 110.303 | 102.504 | ||
| 876 | 2014.04.21 15:25 | modify | 139 | 1.00 | 102.607 | 110.303 | 102.509 | ||
| 877 | 2014.04.21 15:27 | modify | 139 | 1.00 | 102.607 | 110.303 | 102.510 | ||
| 878 | 2014.04.21 15:41 | modify | 139 | 1.00 | 102.607 | 110.303 | 102.511 | ||
| 879 | 2014.04.21 15:55 | modify | 139 | 1.00 | 102.607 | 110.303 | 102.512 | ||
| 880 | 2014.04.21 16:09 | modify | 139 | 1.00 | 102.607 | 110.303 | 102.513 | ||
| 881 | 2014.04.21 17:07 | modify | 139 | 1.00 | 102.607 | 110.303 | 102.517 | ||
| 882 | 2014.04.21 17:16 | modify | 139 | 1.00 | 102.607 | 102.598 | 102.517 | ||
| 883 | 2014.04.21 17:16 | s/l | 139 | 1.00 | 102.598 | 102.598 | 102.517 | 900.00 | 1634500.00 |
| 884 | 2014.05.23 16:42 | sell | 140 | 1.00 | 101.881 | 109.522 | 101.779 | ||
| 885 | 2014.05.23 17:42 | modify | 140 | 1.00 | 101.881 | 109.522 | 101.783 | ||
| 886 | 2014.05.23 17:43 | modify | 140 | 1.00 | 101.881 | 109.522 | 101.784 | ||
| 887 | 2014.05.23 17:58 | modify | 140 | 1.00 | 101.881 | 109.522 | 101.785 | ||
| 888 | 2014.05.23 18:03 | t/p | 140 | 1.00 | 101.785 | 109.522 | 101.785 | 9600.00 | 1644100.00 |
| 889 | 2014.05.30 17:31 | buy | 141 | 1.00 | 101.772 | 94.139 | 101.874 | ||
| 890 | 2014.05.30 18:31 | modify | 141 | 1.00 | 101.772 | 94.139 | 101.870 | ||
| 891 | 2014.05.30 18:31 | modify | 141 | 1.00 | 101.772 | 94.139 | 101.869 | ||
| 892 | 2014.05.30 18:45 | modify | 141 | 1.00 | 101.772 | 94.139 | 101.868 | ||
| 893 | 2014.05.30 18:59 | modify | 141 | 1.00 | 101.772 | 94.139 | 101.867 | ||
| 894 | 2014.05.30 19:13 | modify | 141 | 1.00 | 101.772 | 94.139 | 101.866 | ||
| 895 | 2014.05.30 19:28 | modify | 141 | 1.00 | 101.772 | 94.139 | 101.865 | ||
| 896 | 2014.05.30 19:59 | modify | 141 | 1.00 | 101.772 | 94.139 | 101.863 | ||
| 897 | 2014.05.30 20:10 | modify | 141 | 1.00 | 101.772 | 94.139 | 101.862 | ||
| 898 | 2014.05.30 20:27 | modify | 141 | 1.00 | 101.772 | 94.139 | 101.861 | ||
| 899 | 2014.05.30 22:17 | modify | 141 | 1.00 | 101.772 | 101.773 | 101.861 | ||
| 900 | 2014.05.30 22:17 | s/l | 141 | 1.00 | 101.773 | 101.773 | 101.861 | 100.00 | 1644200.00 |