Strategy Tester Report
4時間
XM.COM-Real 7 (Build 625)

通貨ペアEURJPY (Euro vs Japanise Yen)
期間1時間足(H1) 2013.01.01 23:00 - 2013.12.27 22:00 (2013.01.01 - 2013.12.30)
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Lots=0.1; Slippage=4; MM=true; Risk=2; Magic=59872465;
テストバー数7116モデルティック数14470280モデリング品質90.00%
不整合チャートエラー0
初期証拠金500.00スプレッド30
総損益2016.43総利益2686.67総損失-670.25
プロフィットファクター4.01期待利得84.02
絶対ドローダウン142.56最大ドローダウン781.57 (57.02%)相対ドローダウン57.02% (781.57)
総取引数24ショートポジション(勝率%)10 (40.00%)ロングポジション(勝率%)14 (100.00%)
勝率(%)18 (75.00%)負率 (%)6 (25.00%)
最大勝トレード328.13負トレード-157.41
平均勝トレード149.26負トレード-111.71
最大連勝(金額)10 (1760.50)連敗(金額)4 (-551.77)
最大化連勝(トレード数)1760.50 (10)連敗(トレード数)-551.77 (4)
平均連勝9連敗3
Graph
#時間取引種別注文番号数量価格S/L:決済逆指値T/P:決済指値損益残高
12013.01.11 16:02sell10.06119.1250.0000.000
22013.01.11 16:02modify10.06119.125120.1250.000
32013.01.11 17:00sell20.06118.8500.0000.000
42013.01.11 17:00modify20.06118.850119.8500.000
52013.01.14 03:15s/l20.06119.850119.8500.000-59.24440.76
62013.01.14 04:52s/l10.06120.125120.1250.000-59.24381.52
72013.01.14 08:02sell30.04119.8190.0000.000
82013.01.14 08:02modify30.04119.819120.8190.000
92013.01.14 09:00sell40.04119.5800.0000.000
102013.01.14 09:00modify40.04119.580120.5800.000
112013.01.15 13:13close40.04117.757120.5800.00071.60453.13
122013.01.15 13:13close30.04117.757120.8190.00081.01534.14
132013.02.21 12:03buy50.06122.7980.0000.000
142013.02.21 12:03modify50.06122.798121.7980.000
152013.02.21 13:49buy60.06122.8000.0000.000
162013.02.21 13:49modify60.06122.800121.8000.000
172013.02.25 00:27close60.06124.414121.8000.00095.05629.19
182013.02.25 00:27close50.06124.414121.7980.00095.17724.36
192013.03.18 04:16buy70.09122.2430.0000.000
202013.03.18 04:16modify70.09122.243121.2430.000
212013.03.18 05:00buy80.09122.2860.0000.000
222013.03.18 05:00modify80.09122.286121.2860.000
232013.03.20 19:06close80.09124.046121.2860.000155.50879.85
242013.03.20 19:06close70.09124.046121.2430.000159.311039.16
252013.04.02 08:00buy90.13119.2860.0000.000
262013.04.02 08:00modify90.13119.286118.2860.000
272013.04.02 09:00buy100.13119.4480.0000.000
282013.04.02 09:00modify100.13119.448118.4480.000
292013.04.04 06:47close100.13120.425118.4480.000123.911163.07
302013.04.04 06:47close90.13120.425118.2860.000144.631307.70
312013.04.08 12:23sell110.16128.2680.0000.000
322013.04.08 12:23modify110.16128.268129.2680.000
332013.04.08 15:26sell120.16128.2690.0000.000
342013.04.08 15:26modify120.16128.269129.2690.000
352013.04.08 22:47s/l110.16129.268129.2680.000-157.411150.29
362013.04.08 22:47s/l120.16129.269129.2690.000-157.41992.88
372013.04.09 05:55sell130.12129.4820.0000.000
382013.04.09 05:55modify130.12129.482130.4820.000
392013.04.09 06:06sell140.12129.4820.0000.000
402013.04.09 06:06modify140.12129.482130.4820.000
412013.04.10 10:11s/l130.12130.482130.4820.000-118.48874.40
422013.04.10 10:11s/l140.12130.482130.4820.000-118.48755.93
432013.06.07 12:00buy150.09127.1060.0000.000
442013.06.07 12:00modify150.09127.106126.1060.000
452013.06.07 14:30buy160.09127.1100.0000.000
462013.06.07 14:30modify160.09127.110126.1100.000
472013.06.10 10:33close160.09130.231126.1100.000276.221032.15
482013.06.10 10:33close150.09130.231126.1060.000276.581308.73
492013.07.29 20:03buy170.16129.7010.0000.000
502013.07.29 20:03modify170.16129.701128.7010.000
512013.07.29 21:00buy180.16129.8650.0000.000
522013.07.29 21:00modify180.16129.865128.8650.000
532013.07.31 18:02close180.16130.745128.8650.000137.881446.62
542013.07.31 18:02close170.16130.745128.7010.000163.701610.32
552013.11.01 04:16buy190.20133.1600.0000.000
562013.11.01 04:16modify190.20133.160132.1600.000
572013.11.01 08:24buy200.19132.9960.0000.000
582013.11.01 08:24modify200.19132.996131.9960.000
592013.11.06 15:54close200.19133.594131.9960.000110.621720.95
602013.11.06 15:54close190.20133.594132.1600.00084.161805.11
612013.11.07 20:39buy210.23131.4980.0000.000
622013.11.07 20:39modify210.23131.498130.4980.000
632013.11.07 21:06buy220.22131.4990.0000.000
642013.11.07 21:06modify220.22131.499130.4990.000
652013.11.11 14:37close220.22132.952130.4990.000313.662118.76
662013.11.11 14:37close210.23132.952130.4980.000328.132446.90
672013.12.27 16:00sell230.31144.8060.0000.000
682013.12.27 16:00modify230.31144.806145.8060.000
692013.12.27 17:00sell240.31144.5800.0000.000
702013.12.27 17:00modify240.31144.580145.5800.000
712013.12.27 22:59close at stop240.31144.579145.5800.0000.302447.20
722013.12.27 22:59close at stop230.31144.579145.8060.00069.232516.43