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 |
| 1051 | 2014.10.20 16:01 | modify | 157 | 1.00 | 106.661 | 114.661 | 106.705 | ||
| 1052 | 2014.10.20 17:01 | modify | 157 | 1.00 | 106.661 | 114.661 | 106.706 | ||
| 1053 | 2014.10.20 18:01 | modify | 157 | 1.00 | 106.661 | 114.661 | 106.707 | ||
| 1054 | 2014.10.20 19:01 | modify | 157 | 1.00 | 106.661 | 114.661 | 106.708 | ||
| 1055 | 2014.10.20 20:01 | modify | 157 | 1.00 | 106.661 | 114.661 | 106.709 | ||
| 1056 | 2014.10.20 21:01 | modify | 157 | 1.00 | 106.661 | 114.661 | 106.710 | ||
| 1057 | 2014.10.20 22:01 | modify | 157 | 1.00 | 106.661 | 114.661 | 106.711 | ||
| 1058 | 2014.10.20 23:01 | modify | 157 | 1.00 | 106.661 | 114.661 | 106.712 | ||
| 1059 | 2014.10.21 00:01 | modify | 157 | 1.00 | 106.661 | 114.661 | 106.713 | ||
| 1060 | 2014.10.21 01:01 | modify | 157 | 1.00 | 106.661 | 114.661 | 106.714 | ||
| 1061 | 2014.10.21 02:01 | modify | 157 | 1.00 | 106.661 | 114.661 | 106.715 | ||
| 1062 | 2014.10.21 03:01 | modify | 157 | 1.00 | 106.661 | 114.661 | 106.716 | ||
| 1063 | 2014.10.21 03:25 | t/p | 157 | 1.00 | 106.716 | 114.661 | 106.716 | -5760.00 | 1693480.00 |
| 1064 | 2014.10.22 21:29 | sell | 158 | 1.00 | 107.187 | 115.226 | 107.080 | ||
| 1065 | 2014.10.22 22:29 | modify | 158 | 1.00 | 107.187 | 115.226 | 107.084 | ||
| 1066 | 2014.10.22 22:32 | modify | 158 | 1.00 | 107.187 | 115.226 | 107.085 | ||
| 1067 | 2014.10.22 22:45 | modify | 158 | 1.00 | 107.187 | 115.226 | 107.086 | ||
| 1068 | 2014.10.22 22:59 | modify | 158 | 1.00 | 107.187 | 115.226 | 107.087 | ||
| 1069 | 2014.10.22 23:12 | modify | 158 | 1.00 | 107.187 | 115.226 | 107.088 | ||
| 1070 | 2014.10.22 23:25 | modify | 158 | 1.00 | 107.187 | 115.226 | 107.089 | ||
| 1071 | 2014.10.22 23:39 | modify | 158 | 1.00 | 107.187 | 115.226 | 107.090 | ||
| 1072 | 2014.10.22 23:52 | modify | 158 | 1.00 | 107.187 | 115.226 | 107.091 | ||
| 1073 | 2014.10.23 00:06 | modify | 158 | 1.00 | 107.187 | 115.226 | 107.092 | ||
| 1074 | 2014.10.23 00:19 | modify | 158 | 1.00 | 107.187 | 115.226 | 107.093 | ||
| 1075 | 2014.10.23 00:29 | modify | 158 | 1.00 | 107.187 | 107.154 | 107.093 | ||
| 1076 | 2014.10.23 00:29 | s/l | 158 | 1.00 | 107.154 | 107.154 | 107.093 | 3170.00 | 1696650.00 |
| 1077 | 2014.10.27 22:21 | sell | 159 | 1.00 | 107.723 | 115.802 | 107.615 | ||
| 1078 | 2014.10.28 15:36 | modify | 159 | 1.00 | 107.723 | 107.721 | 107.615 | ||
| 1079 | 2014.10.28 15:36 | modify | 159 | 1.00 | 107.723 | 107.718 | 107.615 | ||
| 1080 | 2014.10.28 15:36 | s/l | 159 | 1.00 | 107.718 | 107.718 | 107.615 | 370.00 | 1697020.00 |
| 1081 | 2014.11.05 00:39 | buy | 160 | 1.00 | 113.529 | 105.014 | 113.643 | ||
| 1082 | 2014.11.05 02:01 | modify | 160 | 1.00 | 113.529 | 105.014 | 113.636 | ||
| 1083 | 2014.11.05 02:08 | modify | 160 | 1.00 | 113.529 | 105.014 | 113.635 | ||
| 1084 | 2014.11.05 02:17 | t/p | 160 | 1.00 | 113.635 | 105.014 | 113.635 | 10600.00 | 1707620.00 |
| 1085 | 2014.11.13 02:51 | sell | 161 | 1.00 | 115.540 | 124.206 | 115.424 | ||
| 1086 | 2014.11.13 04:05 | modify | 161 | 1.00 | 115.540 | 124.206 | 115.430 | ||
| 1087 | 2014.11.13 04:06 | modify | 161 | 1.00 | 115.540 | 124.206 | 115.431 | ||
| 1088 | 2014.11.13 04:23 | modify | 161 | 1.00 | 115.540 | 124.206 | 115.432 | ||
| 1089 | 2014.11.13 10:46 | modify | 161 | 1.00 | 115.540 | 115.537 | 115.432 | ||
| 1090 | 2014.11.13 10:46 | s/l | 161 | 1.00 | 115.537 | 115.537 | 115.432 | 300.00 | 1707920.00 |
| 1091 | 2014.12.01 03:19 | sell | 162 | 1.00 | 118.973 | 127.896 | 118.854 | ||
| 1092 | 2014.12.01 03:49 | t/p | 162 | 1.00 | 118.854 | 127.896 | 118.854 | 11900.00 | 1719820.00 |
| 1093 | 2014.12.11 22:33 | sell | 163 | 1.00 | 119.290 | 128.237 | 119.171 | ||
| 1094 | 2014.12.11 22:47 | t/p | 163 | 1.00 | 119.171 | 128.237 | 119.171 | 11900.00 | 1731720.00 |
| 1095 | 2014.12.19 15:03 | buy | 164 | 1.00 | 119.280 | 110.334 | 119.399 | ||
| 1096 | 2014.12.19 16:59 | modify | 164 | 1.00 | 119.280 | 110.334 | 119.390 | ||
| 1097 | 2014.12.19 17:01 | modify | 164 | 1.00 | 119.280 | 110.334 | 119.389 | ||
| 1098 | 2014.12.19 17:09 | t/p | 164 | 1.00 | 119.389 | 110.334 | 119.389 | 10900.00 | 1742620.00 |
| 1099 | 2014.12.30 06:04 | buy | 165 | 1.00 | 120.471 | 111.436 | 120.591 | ||
| 1100 | 2014.12.30 07:11 | modify | 165 | 1.00 | 120.471 | 111.436 | 120.586 | ||
| 1101 | 2014.12.30 07:16 | modify | 165 | 1.00 | 120.471 | 111.436 | 120.585 | ||
| 1102 | 2014.12.31 06:04 | modify | 165 | 1.00 | 120.471 | 111.436 | 120.471 | ||
| 1103 | 2014.12.31 06:37 | modify | 165 | 1.00 | 120.471 | 111.436 | 120.470 | ||
| 1104 | 2014.12.31 07:37 | modify | 165 | 1.00 | 120.471 | 111.436 | 120.469 | ||
| 1105 | 2014.12.31 08:37 | modify | 165 | 1.00 | 120.471 | 111.436 | 120.468 | ||
| 1106 | 2014.12.31 09:37 | modify | 165 | 1.00 | 120.471 | 111.436 | 120.467 | ||
| 1107 | 2014.12.31 10:37 | modify | 165 | 1.00 | 120.471 | 111.436 | 120.466 | ||
| 1108 | 2014.12.31 11:37 | modify | 165 | 1.00 | 120.471 | 111.436 | 120.465 | ||
| 1109 | 2014.12.31 12:37 | modify | 165 | 1.00 | 120.471 | 111.436 | 120.464 | ||
| 1110 | 2014.12.31 13:37 | modify | 165 | 1.00 | 120.471 | 111.436 | 120.463 | ||
| 1111 | 2014.12.31 14:37 | modify | 165 | 1.00 | 120.471 | 111.436 | 120.462 | ||
| 1112 | 2014.12.31 15:37 | modify | 165 | 1.00 | 120.471 | 111.436 | 120.461 | ||
| 1113 | 2014.12.31 16:37 | modify | 165 | 1.00 | 120.471 | 111.436 | 120.460 | ||
| 1114 | 2014.12.31 17:37 | modify | 165 | 1.00 | 120.471 | 111.436 | 120.459 | ||
| 1115 | 2014.12.31 18:37 | modify | 165 | 1.00 | 120.471 | 111.436 | 120.458 | ||
| 1116 | 2014.12.31 19:37 | modify | 165 | 1.00 | 120.471 | 111.436 | 120.457 | ||
| 1117 | 2014.12.31 20:37 | modify | 165 | 1.00 | 120.471 | 111.436 | 120.456 | ||
| 1118 | 2014.12.31 21:37 | modify | 165 | 1.00 | 120.471 | 111.436 | 120.455 | ||
| 1119 | 2014.12.31 22:37 | modify | 165 | 1.00 | 120.471 | 111.436 | 120.454 | ||
| 1120 | 2014.12.31 23:37 | modify | 165 | 1.00 | 120.471 | 111.436 | 120.453 | ||
| 1121 | 2015.01.02 00:00 | modify | 165 | 1.00 | 120.471 | 111.436 | 120.429 | ||
| 1122 | 2015.01.02 00:37 | modify | 165 | 1.00 | 120.471 | 111.436 | 120.428 | ||
| 1123 | 2015.01.02 01:37 | modify | 165 | 1.00 | 120.471 | 111.436 | 120.427 | ||
| 1124 | 2015.01.02 02:37 | modify | 165 | 1.00 | 120.471 | 111.436 | 120.426 | ||
| 1125 | 2015.01.02 03:37 | modify | 165 | 1.00 | 120.471 | 111.436 | 120.425 | ||
| 1126 | 2015.01.02 03:37 | t/p | 165 | 1.00 | 120.425 | 111.436 | 120.425 | -4500.00 | 1738120.00 |
| 1127 | 2015.01.02 22:19 | buy | 166 | 1.00 | 120.355 | 111.328 | 120.475 | ||
| 1128 | 2015.01.02 22:51 | t/p | 166 | 1.00 | 120.475 | 111.328 | 120.475 | 12000.00 | 1750120.00 |
| 1129 | 2015.01.09 02:12 | buy | 167 | 1.00 | 119.773 | 110.790 | 119.893 | ||
| 1130 | 2015.01.12 00:00 | modify | 167 | 1.00 | 119.773 | 110.790 | 119.727 | ||
| 1131 | 2015.01.12 00:45 | modify | 167 | 1.00 | 119.773 | 110.790 | 119.726 | ||
| 1132 | 2015.01.12 01:45 | modify | 167 | 1.00 | 119.773 | 110.790 | 119.725 | ||
| 1133 | 2015.01.12 02:45 | modify | 167 | 1.00 | 119.773 | 110.790 | 119.724 | ||
| 1134 | 2015.01.12 03:45 | modify | 167 | 1.00 | 119.773 | 110.790 | 119.723 | ||
| 1135 | 2015.01.12 04:45 | modify | 167 | 1.00 | 119.773 | 110.790 | 119.722 | ||
| 1136 | 2015.01.12 05:45 | modify | 167 | 1.00 | 119.773 | 110.790 | 119.721 | ||
| 1137 | 2015.01.12 06:45 | modify | 167 | 1.00 | 119.773 | 110.790 | 119.720 | ||
| 1138 | 2015.01.12 07:45 | modify | 167 | 1.00 | 119.773 | 110.790 | 119.719 | ||
| 1139 | 2015.01.12 08:45 | modify | 167 | 1.00 | 119.773 | 110.790 | 119.718 | ||
| 1140 | 2015.01.12 09:45 | modify | 167 | 1.00 | 119.773 | 110.790 | 119.717 | ||
| 1141 | 2015.01.12 10:45 | modify | 167 | 1.00 | 119.773 | 110.790 | 119.716 | ||
| 1142 | 2015.01.12 11:45 | modify | 167 | 1.00 | 119.773 | 110.790 | 119.715 | ||
| 1143 | 2015.01.12 12:45 | modify | 167 | 1.00 | 119.773 | 110.790 | 119.714 | ||
| 1144 | 2015.01.12 13:45 | modify | 167 | 1.00 | 119.773 | 110.790 | 119.713 | ||
| 1145 | 2015.01.12 14:45 | modify | 167 | 1.00 | 119.773 | 110.790 | 119.712 | ||
| 1146 | 2015.01.12 15:45 | modify | 167 | 1.00 | 119.773 | 110.790 | 119.711 | ||
| 1147 | 2015.01.12 16:45 | modify | 167 | 1.00 | 119.773 | 110.790 | 119.710 | ||
| 1148 | 2015.01.12 17:45 | modify | 167 | 1.00 | 119.773 | 110.790 | 119.709 | ||
| 1149 | 2015.01.12 18:45 | modify | 167 | 1.00 | 119.773 | 110.790 | 119.708 | ||
| 1150 | 2015.01.12 19:45 | modify | 167 | 1.00 | 119.773 | 110.790 | 119.707 | ||
| 1151 | 2015.01.12 20:45 | modify | 167 | 1.00 | 119.773 | 110.790 | 119.706 | ||
| 1152 | 2015.01.12 21:45 | modify | 167 | 1.00 | 119.773 | 110.790 | 119.705 | ||
| 1153 | 2015.01.12 22:45 | modify | 167 | 1.00 | 119.773 | 110.790 | 119.704 | ||
| 1154 | 2015.01.12 23:45 | modify | 167 | 1.00 | 119.773 | 110.790 | 119.703 | ||
| 1155 | 2015.01.13 00:45 | modify | 167 | 1.00 | 119.773 | 110.790 | 119.702 | ||
| 1156 | 2015.01.13 01:45 | modify | 167 | 1.00 | 119.773 | 110.790 | 119.701 | ||
| 1157 | 2015.01.13 02:45 | modify | 167 | 1.00 | 119.773 | 110.790 | 119.700 | ||
| 1158 | 2015.01.13 03:45 | modify | 167 | 1.00 | 119.773 | 110.790 | 119.699 | ||
| 1159 | 2015.01.13 04:45 | modify | 167 | 1.00 | 119.773 | 110.790 | 119.698 | ||
| 1160 | 2015.01.13 05:45 | modify | 167 | 1.00 | 119.773 | 110.790 | 119.697 | ||
| 1161 | 2015.01.13 06:45 | modify | 167 | 1.00 | 119.773 | 110.790 | 119.696 | ||
| 1162 | 2015.01.13 07:45 | modify | 167 | 1.00 | 119.773 | 110.790 | 119.695 | ||
| 1163 | 2015.01.13 08:45 | modify | 167 | 1.00 | 119.773 | 110.790 | 119.694 | ||
| 1164 | 2015.01.13 09:45 | modify | 167 | 1.00 | 119.773 | 110.790 | 119.693 | ||
| 1165 | 2015.01.13 10:45 | modify | 167 | 1.00 | 119.773 | 110.790 | 119.692 | ||
| 1166 | 2015.01.13 11:45 | modify | 167 | 1.00 | 119.773 | 110.790 | 119.691 | ||
| 1167 | 2015.01.13 12:45 | modify | 167 | 1.00 | 119.773 | 110.790 | 119.690 | ||
| 1168 | 2015.01.13 13:45 | modify | 167 | 1.00 | 119.773 | 110.790 | 119.689 | ||
| 1169 | 2015.01.13 14:45 | modify | 167 | 1.00 | 119.773 | 110.790 | 119.688 | ||
| 1170 | 2015.01.13 15:45 | modify | 167 | 1.00 | 119.773 | 110.790 | 119.687 | ||
| 1171 | 2015.01.13 16:45 | modify | 167 | 1.00 | 119.773 | 110.790 | 119.686 | ||
| 1172 | 2015.01.13 17:45 | modify | 167 | 1.00 | 119.773 | 110.790 | 119.685 | ||
| 1173 | 2015.01.13 18:45 | modify | 167 | 1.00 | 119.773 | 110.790 | 119.684 | ||
| 1174 | 2015.01.13 19:45 | modify | 167 | 1.00 | 119.773 | 110.790 | 119.683 | ||
| 1175 | 2015.01.13 20:45 | modify | 167 | 1.00 | 119.773 | 110.790 | 119.682 | ||
| 1176 | 2015.01.13 21:45 | modify | 167 | 1.00 | 119.773 | 110.790 | 119.681 | ||
| 1177 | 2015.01.13 22:45 | modify | 167 | 1.00 | 119.773 | 110.790 | 119.680 | ||
| 1178 | 2015.01.13 23:45 | modify | 167 | 1.00 | 119.773 | 110.790 | 119.679 | ||
| 1179 | 2015.01.14 00:45 | modify | 167 | 1.00 | 119.773 | 110.790 | 119.678 | ||
| 1180 | 2015.01.14 01:45 | modify | 167 | 1.00 | 119.773 | 110.790 | 119.677 | ||
| 1181 | 2015.01.14 02:45 | modify | 167 | 1.00 | 119.773 | 110.790 | 119.676 | ||
| 1182 | 2015.01.14 03:45 | modify | 167 | 1.00 | 119.773 | 110.790 | 119.675 | ||
| 1183 | 2015.01.14 04:45 | modify | 167 | 1.00 | 119.773 | 110.790 | 119.674 | ||
| 1184 | 2015.01.14 05:45 | modify | 167 | 1.00 | 119.773 | 110.790 | 119.673 | ||
| 1185 | 2015.01.14 06:45 | modify | 167 | 1.00 | 119.773 | 110.790 | 119.672 | ||
| 1186 | 2015.01.14 07:45 | modify | 167 | 1.00 | 119.773 | 110.790 | 119.671 | ||
| 1187 | 2015.01.14 08:45 | modify | 167 | 1.00 | 119.773 | 110.790 | 119.670 | ||
| 1188 | 2015.01.14 09:45 | modify | 167 | 1.00 | 119.773 | 110.790 | 119.669 | ||
| 1189 | 2015.01.14 10:45 | modify | 167 | 1.00 | 119.773 | 110.790 | 119.668 | ||
| 1190 | 2015.01.14 11:45 | modify | 167 | 1.00 | 119.773 | 110.790 | 119.667 | ||
| 1191 | 2015.01.14 12:45 | modify | 167 | 1.00 | 119.773 | 110.790 | 119.666 | ||
| 1192 | 2015.01.14 13:45 | modify | 167 | 1.00 | 119.773 | 110.790 | 119.665 | ||
| 1193 | 2015.01.14 14:45 | modify | 167 | 1.00 | 119.773 | 110.790 | 119.664 | ||
| 1194 | 2015.01.14 15:45 | modify | 167 | 1.00 | 119.773 | 110.790 | 119.663 | ||
| 1195 | 2015.01.14 16:45 | modify | 167 | 1.00 | 119.773 | 110.790 | 119.662 | ||
| 1196 | 2015.01.14 17:45 | modify | 167 | 1.00 | 119.773 | 110.790 | 119.661 | ||
| 1197 | 2015.01.14 18:45 | modify | 167 | 1.00 | 119.773 | 110.790 | 119.660 | ||
| 1198 | 2015.01.14 19:45 | modify | 167 | 1.00 | 119.773 | 110.790 | 119.659 | ||
| 1199 | 2015.01.14 20:45 | modify | 167 | 1.00 | 119.773 | 110.790 | 119.658 | ||
| 1200 | 2015.01.14 21:45 | modify | 167 | 1.00 | 119.773 | 110.790 | 119.657 | ||