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 - 2014.04.11 23:00 (2013.01.01 - 2014.04.12) | ||||
| 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 | 8849 | モデルティック数 | 18621307 | モデリング品質 | 90.00% |
| 不整合チャートエラー | 1 | ||||
| 初期証拠金 | 5000.00 | スプレッド | 30 | ||
| 総損益 | 52449.78 | 総利益 | 72188.76 | 総損失 | -19738.98 |
| プロフィットファクター | 3.66 | 期待利得 | 1542.64 | ||
| 絶対ドローダウン | 1541.06 | 最大ドローダウン | 20834.07 (40.14%) | 相対ドローダウン | 58.66% (8711.85) |
| 総取引数 | 34 | ショートポジション(勝率%） | 10 (40.00%) | ロングポジション(勝率%） | 24 (91.67%) |
| 勝率(%) | 26 (76.47%) | 負率 (%) | 8 (23.53%) | ||
| 最大 | 勝トレード | 7183.51 | 負トレード | -6242.31 | |
| 平均 | 勝トレード | 2776.49 | 負トレード | -2467.37 | |
| 最大 | 連勝(金額) | 14 (41534.30) | 連敗(金額) | 4 (-6148.41) | |
| 最大化 | 連勝(トレード数) | 41534.30 (14) | 連敗(トレード数) | -12336.70 (2) | |
| 平均 | 連勝 | 9 | 連敗 | 3 | |
| # | 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 |
| 1 | 2013.01.11 16:02 | sell | 1 | 0.63 | 119.125 | 0.000 | 0.000 | ||
| 2 | 2013.01.11 16:02 | modify | 1 | 0.63 | 119.125 | 120.125 | 0.000 | ||
| 3 | 2013.01.11 17:00 | sell | 2 | 0.64 | 118.850 | 0.000 | 0.000 | ||
| 4 | 2013.01.11 17:00 | modify | 2 | 0.64 | 118.850 | 119.850 | 0.000 | ||
| 5 | 2013.01.14 03:15 | s/l | 2 | 0.64 | 119.850 | 119.850 | 0.000 | -631.87 | 4368.13 |
| 6 | 2013.01.14 04:52 | s/l | 1 | 0.63 | 120.125 | 120.125 | 0.000 | -622.00 | 3746.13 |
| 7 | 2013.01.14 08:02 | sell | 3 | 0.47 | 119.819 | 0.000 | 0.000 | ||
| 8 | 2013.01.14 08:02 | modify | 3 | 0.47 | 119.819 | 120.819 | 0.000 | ||
| 9 | 2013.01.14 09:00 | sell | 4 | 0.48 | 119.580 | 0.000 | 0.000 | ||
| 10 | 2013.01.14 09:00 | modify | 4 | 0.48 | 119.580 | 120.580 | 0.000 | ||
| 11 | 2013.01.15 13:13 | close | 4 | 0.48 | 117.757 | 120.580 | 0.000 | 859.24 | 4605.37 |
| 12 | 2013.01.15 13:13 | close | 3 | 0.47 | 117.757 | 120.819 | 0.000 | 951.84 | 5557.21 |
| 13 | 2013.02.21 12:03 | buy | 5 | 0.71 | 122.798 | 0.000 | 0.000 | ||
| 14 | 2013.02.21 12:03 | modify | 5 | 0.71 | 122.798 | 121.798 | 0.000 | ||
| 15 | 2013.02.21 13:49 | buy | 6 | 0.69 | 122.800 | 0.000 | 0.000 | ||
| 16 | 2013.02.21 13:49 | modify | 6 | 0.69 | 122.800 | 121.800 | 0.000 | ||
| 17 | 2013.02.25 00:27 | close | 6 | 0.69 | 124.414 | 121.800 | 0.000 | 1093.05 | 6650.26 |
| 18 | 2013.02.25 00:27 | close | 5 | 0.71 | 124.414 | 121.798 | 0.000 | 1126.13 | 7776.39 |
| 19 | 2013.03.18 04:16 | buy | 7 | 0.99 | 122.243 | 0.000 | 0.000 | ||
| 20 | 2013.03.18 04:16 | modify | 7 | 0.99 | 122.243 | 121.243 | 0.000 | ||
| 21 | 2013.03.18 05:00 | buy | 8 | 0.97 | 122.286 | 0.000 | 0.000 | ||
| 22 | 2013.03.18 05:00 | modify | 8 | 0.97 | 122.286 | 121.286 | 0.000 | ||
| 23 | 2013.03.20 19:06 | close | 8 | 0.97 | 124.046 | 121.286 | 0.000 | 1675.97 | 9452.35 |
| 24 | 2013.03.20 19:06 | close | 7 | 0.99 | 124.046 | 121.243 | 0.000 | 1752.41 | 11204.77 |
| 25 | 2013.04.02 08:00 | buy | 9 | 1.43 | 119.286 | 0.000 | 0.000 | ||
| 26 | 2013.04.02 08:00 | modify | 9 | 1.43 | 119.286 | 118.286 | 0.000 | ||
| 27 | 2013.04.02 09:00 | buy | 10 | 1.42 | 119.448 | 0.000 | 0.000 | ||
| 28 | 2013.04.02 09:00 | modify | 10 | 1.42 | 119.448 | 118.448 | 0.000 | ||
| 29 | 2013.04.04 06:47 | close | 10 | 1.42 | 120.425 | 118.448 | 0.000 | 1353.42 | 12558.19 |
| 30 | 2013.04.04 06:47 | close | 9 | 1.43 | 120.425 | 118.286 | 0.000 | 1590.93 | 14149.12 |
| 31 | 2013.04.08 12:23 | sell | 11 | 1.80 | 128.268 | 0.000 | 0.000 | ||
| 32 | 2013.04.08 12:23 | modify | 11 | 1.80 | 128.268 | 129.268 | 0.000 | ||
| 33 | 2013.04.08 15:26 | sell | 12 | 1.76 | 128.269 | 0.000 | 0.000 | ||
| 34 | 2013.04.08 15:26 | modify | 12 | 1.76 | 128.269 | 129.269 | 0.000 | ||
| 35 | 2013.04.08 22:47 | s/l | 11 | 1.80 | 129.268 | 129.268 | 0.000 | -1770.90 | 12378.22 |
| 36 | 2013.04.08 22:47 | s/l | 12 | 1.76 | 129.269 | 129.269 | 0.000 | -1731.55 | 10646.67 |
| 37 | 2013.04.09 05:55 | sell | 13 | 1.36 | 129.482 | 0.000 | 0.000 | ||
| 38 | 2013.04.09 05:55 | modify | 13 | 1.36 | 129.482 | 130.482 | 0.000 | ||
| 39 | 2013.04.09 06:06 | sell | 14 | 1.32 | 129.482 | 0.000 | 0.000 | ||
| 40 | 2013.04.09 06:06 | modify | 14 | 1.32 | 129.482 | 130.482 | 0.000 | ||
| 41 | 2013.04.10 10:11 | s/l | 13 | 1.36 | 130.482 | 130.482 | 0.000 | -1342.72 | 9303.94 |
| 42 | 2013.04.10 10:11 | s/l | 14 | 1.32 | 130.482 | 130.482 | 0.000 | -1303.23 | 8000.71 |
| 43 | 2013.06.07 12:00 | buy | 15 | 1.02 | 127.106 | 0.000 | 0.000 | ||
| 44 | 2013.06.07 12:00 | modify | 15 | 1.02 | 127.106 | 126.106 | 0.000 | ||
| 45 | 2013.06.07 14:30 | buy | 16 | 0.99 | 127.110 | 0.000 | 0.000 | ||
| 46 | 2013.06.07 14:30 | modify | 16 | 0.99 | 127.110 | 126.110 | 0.000 | ||
| 47 | 2013.06.10 10:33 | close | 16 | 0.99 | 130.231 | 126.110 | 0.000 | 3038.50 | 11039.21 |
| 48 | 2013.06.10 10:33 | close | 15 | 1.02 | 130.231 | 126.106 | 0.000 | 3134.59 | 14173.80 |
| 49 | 2013.07.29 20:03 | buy | 17 | 1.81 | 129.701 | 0.000 | 0.000 | ||
| 50 | 2013.07.29 20:03 | modify | 17 | 1.81 | 129.701 | 128.701 | 0.000 | ||
| 51 | 2013.07.29 21:00 | buy | 18 | 1.80 | 129.865 | 0.000 | 0.000 | ||
| 52 | 2013.07.29 21:00 | modify | 18 | 1.80 | 129.865 | 128.865 | 0.000 | ||
| 53 | 2013.07.31 18:02 | close | 18 | 1.80 | 130.745 | 128.865 | 0.000 | 1551.28 | 15725.08 |
| 54 | 2013.07.31 18:02 | close | 17 | 1.81 | 130.745 | 128.701 | 0.000 | 1852.00 | 17577.08 |
| 55 | 2013.11.01 04:16 | buy | 19 | 2.24 | 133.160 | 0.000 | 0.000 | ||
| 56 | 2013.11.01 04:16 | modify | 19 | 2.24 | 133.160 | 132.160 | 0.000 | ||
| 57 | 2013.11.01 08:24 | buy | 20 | 2.14 | 132.996 | 0.000 | 0.000 | ||
| 58 | 2013.11.01 08:24 | modify | 20 | 2.14 | 132.996 | 131.996 | 0.000 | ||
| 59 | 2013.11.06 15:54 | close | 20 | 2.14 | 133.594 | 131.996 | 0.000 | 1245.98 | 18823.06 |
| 60 | 2013.11.06 15:54 | close | 19 | 2.24 | 133.594 | 132.160 | 0.000 | 942.70 | 19765.76 |
| 61 | 2013.11.07 20:39 | buy | 21 | 2.52 | 131.498 | 0.000 | 0.000 | ||
| 62 | 2013.11.07 20:39 | modify | 21 | 2.52 | 131.498 | 130.498 | 0.000 | ||
| 63 | 2013.11.07 21:06 | buy | 22 | 2.46 | 131.499 | 0.000 | 0.000 | ||
| 64 | 2013.11.07 21:06 | modify | 22 | 2.46 | 131.499 | 130.499 | 0.000 | ||
| 65 | 2013.11.11 14:37 | close | 22 | 2.46 | 132.952 | 130.499 | 0.000 | 3507.20 | 23272.96 |
| 66 | 2013.11.11 14:37 | close | 21 | 2.52 | 132.952 | 130.498 | 0.000 | 3595.23 | 26868.20 |
| 67 | 2013.12.27 16:00 | sell | 23 | 3.43 | 144.806 | 0.000 | 0.000 | ||
| 68 | 2013.12.27 16:00 | modify | 23 | 3.43 | 144.806 | 145.806 | 0.000 | ||
| 69 | 2013.12.27 17:00 | sell | 24 | 3.45 | 144.580 | 0.000 | 0.000 | ||
| 70 | 2013.12.27 17:00 | modify | 24 | 3.45 | 144.580 | 145.580 | 0.000 | ||
| 71 | 2014.01.02 12:20 | close | 24 | 3.45 | 144.324 | 145.580 | 0.000 | 797.19 | 27665.39 |
| 72 | 2014.01.02 12:20 | close | 23 | 3.43 | 144.324 | 145.806 | 0.000 | 1555.22 | 29220.61 |
| 73 | 2014.01.03 20:00 | buy | 25 | 3.73 | 142.141 | 0.000 | 0.000 | ||
| 74 | 2014.01.03 20:00 | modify | 25 | 3.73 | 142.141 | 141.141 | 0.000 | ||
| 75 | 2014.01.03 21:00 | buy | 26 | 3.74 | 142.348 | 0.000 | 0.000 | ||
| 76 | 2014.01.03 21:00 | modify | 26 | 3.74 | 142.348 | 141.348 | 0.000 | ||
| 77 | 2014.01.08 06:01 | close | 26 | 3.74 | 143.114 | 141.348 | 0.000 | 2795.86 | 32016.47 |
| 78 | 2014.01.08 06:01 | close | 25 | 3.73 | 143.114 | 141.141 | 0.000 | 3548.20 | 35564.67 |
| 79 | 2014.01.13 20:02 | buy | 27 | 4.54 | 140.678 | 0.000 | 0.000 | ||
| 80 | 2014.01.13 20:02 | modify | 27 | 4.54 | 140.678 | 139.678 | 0.000 | ||
| 81 | 2014.01.13 21:00 | buy | 28 | 4.47 | 140.743 | 0.000 | 0.000 | ||
| 82 | 2014.01.13 21:00 | modify | 28 | 4.47 | 140.743 | 139.743 | 0.000 | ||
| 83 | 2014.01.14 18:44 | close | 28 | 4.47 | 142.288 | 139.743 | 0.000 | 6786.83 | 42351.50 |
| 84 | 2014.01.14 18:44 | close | 27 | 4.54 | 142.288 | 139.678 | 0.000 | 7183.51 | 49535.01 |
| 85 | 2014.01.31 16:02 | buy | 29 | 6.33 | 138.061 | 0.000 | 0.000 | ||
| 86 | 2014.01.31 16:02 | modify | 29 | 6.33 | 138.061 | 137.061 | 0.000 | ||
| 87 | 2014.01.31 17:30 | buy | 30 | 6.18 | 138.060 | 0.000 | 0.000 | ||
| 88 | 2014.01.31 17:30 | modify | 30 | 6.18 | 138.060 | 137.060 | 0.000 | ||
| 89 | 2014.02.03 16:01 | s/l | 29 | 6.33 | 137.061 | 137.061 | 0.000 | -6242.31 | 43292.70 |
| 90 | 2014.02.03 16:01 | s/l | 30 | 6.18 | 137.060 | 137.060 | 0.000 | -6094.39 | 37198.31 |
| 91 | 2014.02.04 01:14 | buy | 31 | 4.75 | 136.881 | 0.000 | 0.000 | ||
| 92 | 2014.02.04 01:14 | modify | 31 | 4.75 | 136.881 | 135.881 | 0.000 | ||
| 93 | 2014.02.04 02:00 | buy | 32 | 4.65 | 136.894 | 0.000 | 0.000 | ||
| 94 | 2014.02.04 02:00 | modify | 32 | 4.65 | 136.894 | 135.894 | 0.000 | ||
| 95 | 2014.02.06 15:15 | close | 32 | 4.65 | 137.969 | 135.894 | 0.000 | 4880.44 | 42078.75 |
| 96 | 2014.02.06 15:15 | close | 31 | 4.75 | 137.969 | 135.881 | 0.000 | 5046.16 | 47124.91 |
| 97 | 2014.04.08 20:01 | buy | 33 | 6.02 | 140.676 | 0.000 | 0.000 | ||
| 98 | 2014.04.08 20:01 | modify | 33 | 6.02 | 140.676 | 139.676 | 0.000 | ||
| 99 | 2014.04.09 01:54 | buy | 34 | 5.79 | 140.566 | 0.000 | 0.000 | ||
| 100 | 2014.04.09 01:54 | modify | 34 | 5.79 | 140.566 | 139.566 | 0.000 | ||
| 101 | 2014.04.11 09:12 | close | 34 | 5.79 | 141.520 | 139.566 | 0.000 | 5387.51 | 52512.42 |
| 102 | 2014.04.11 09:12 | close | 33 | 6.02 | 141.520 | 139.676 | 0.000 | 4937.36 | 57449.78 |