通貨ペア | EURCHF (Euro vs Swiss Franc) | ||||
期間 | 1分足(M1) 2010.01.13 00:00 - 2013.09.13 22:59 (2010.01.13 - 2013.09.14) | ||||
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; Slip=10; Comments="R改 "; Long_Point=-0.2; Short_Point=0.2; TP=60; LC=60; ExitDay=1; ExitTime=12; ENTDay=6; ENTTime=3; RSI_LPoint=38; RSI_SPoint=62; | ||||
テストバー数 | 818715 | モデルティック数 | 26430224 | モデリング品質 | 25.00% |
不整合チャートエラー | 0 | ||||
初期証拠金 | 10000.00 | ||||
総損益 | 1125.22 | 総利益 | 1614.39 | 総損失 | -489.17 |
プロフィットファクター | 3.30 | 期待利得 | 17.86 | ||
絶対ドローダウン | 3.32 | 最大ドローダウン | 177.79 (1.61%) | 相対ドローダウン | 1.61% (177.79) |
総取引数 | 63 | ショートポジション(勝率%) | 0 (0.00%) | ロングポジション(勝率%) | 63 (66.67%) |
勝率(%) | 42 (66.67%) | 負率 (%) | 21 (33.33%) | ||
最大 | 勝トレード | 75.09 | 負トレード | -79.50 | |
平均 | 勝トレード | 38.44 | 負トレード | -23.29 | |
最大 | 連勝(金額) | 7 (164.52) | 連敗(金額) | 3 (-13.24) | |
最大化 | 連勝(トレード数) | 259.51 (6) | 連敗(トレード数) | -94.96 (2) | |
平均 | 連勝 | 3 | 連敗 | 1 |
# | 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 | 2010.01.18 00:01 | buy | 1 | 0.10 | 1.4755 | 0.0000 | 0.0000 | ||
2 | 2010.01.18 12:00 | close | 1 | 0.10 | 1.4782 | 0.0000 | 0.0000 | 29.81 | 10029.81 |
3 | 2010.01.25 00:01 | buy | 2 | 0.10 | 1.4729 | 0.0000 | 0.0000 | ||
4 | 2010.01.25 12:00 | close | 2 | 0.10 | 1.4757 | 0.0000 | 0.0000 | 30.91 | 10060.72 |
5 | 2010.02.22 00:01 | buy | 3 | 0.10 | 1.4662 | 0.0000 | 0.0000 | ||
6 | 2010.02.22 12:00 | close | 3 | 0.10 | 1.4699 | 0.0000 | 0.0000 | 40.86 | 10101.58 |
7 | 2010.03.01 00:01 | buy | 4 | 0.10 | 1.4635 | 0.0000 | 0.0000 | ||
8 | 2010.03.01 12:00 | close | 4 | 0.10 | 1.4676 | 0.0000 | 0.0000 | 45.27 | 10146.85 |
9 | 2010.03.08 00:53 | buy | 5 | 0.10 | 1.4635 | 0.0000 | 0.0000 | ||
10 | 2010.03.08 12:00 | close | 5 | 0.10 | 1.4664 | 0.0000 | 0.0000 | 32.02 | 10178.87 |
11 | 2010.03.15 00:01 | buy | 6 | 0.10 | 1.4575 | 0.0000 | 0.0000 | ||
12 | 2010.03.15 12:00 | close | 6 | 0.10 | 1.4570 | 0.0000 | 0.0000 | -5.52 | 10173.35 |
13 | 2010.03.29 00:01 | buy | 7 | 0.10 | 1.4290 | 0.0000 | 0.0000 | ||
14 | 2010.03.29 04:28 | close | 7 | 0.10 | 1.4350 | 0.0000 | 0.0000 | 66.26 | 10239.61 |
15 | 2010.04.12 00:17 | buy | 8 | 0.10 | 1.4412 | 0.0000 | 0.0000 | ||
16 | 2010.04.12 06:57 | close | 8 | 0.10 | 1.4473 | 0.0000 | 0.0000 | 67.36 | 10306.97 |
17 | 2010.04.19 00:01 | buy | 9 | 0.10 | 1.4328 | 0.0000 | 0.0000 | ||
18 | 2010.04.19 11:08 | close | 9 | 0.10 | 1.4395 | 0.0000 | 0.0000 | 73.99 | 10380.96 |
19 | 2010.04.26 00:01 | buy | 10 | 0.10 | 1.4344 | 0.0000 | 0.0000 | ||
20 | 2010.04.26 12:00 | close | 10 | 0.10 | 1.4364 | 0.0000 | 0.0000 | 22.09 | 10403.05 |
21 | 2010.05.03 00:01 | buy | 11 | 0.10 | 1.4341 | 0.0000 | 0.0000 | ||
22 | 2010.05.03 12:00 | close | 11 | 0.10 | 1.4342 | 0.0000 | 0.0000 | 1.10 | 10404.15 |
23 | 2010.05.17 00:01 | buy | 12 | 0.10 | 1.4009 | 0.0000 | 0.0000 | ||
24 | 2010.05.17 14:39 | close | 12 | 0.10 | 1.4035 | 0.0000 | 0.0000 | 28.71 | 10432.86 |
25 | 2010.05.31 17:00 | buy | 13 | 0.10 | 1.4178 | 0.0000 | 0.0000 | ||
26 | 2010.05.31 17:01 | close | 13 | 0.10 | 1.4173 | 0.0000 | 0.0000 | -5.52 | 10427.34 |
27 | 2010.05.31 17:22 | buy | 14 | 0.10 | 1.4193 | 0.0000 | 0.0000 | ||
28 | 2010.05.31 17:23 | close | 14 | 0.10 | 1.4189 | 0.0000 | 0.0000 | -4.41 | 10422.93 |
29 | 2010.05.31 17:46 | buy | 15 | 0.10 | 1.4183 | 0.0000 | 0.0000 | ||
30 | 2010.05.31 17:47 | close | 15 | 0.10 | 1.4180 | 0.0000 | 0.0000 | -3.31 | 10419.62 |
31 | 2010.06.21 00:01 | buy | 16 | 0.10 | 1.3711 | 0.0000 | 0.0000 | ||
32 | 2010.06.21 08:11 | close | 16 | 0.10 | 1.3774 | 0.0000 | 0.0000 | 69.57 | 10489.19 |
33 | 2010.06.28 09:16 | buy | 17 | 0.10 | 1.3483 | 0.0000 | 0.0000 | ||
34 | 2010.06.28 12:00 | close | 17 | 0.10 | 1.3438 | 0.0000 | 0.0000 | -49.69 | 10439.50 |
35 | 2010.06.28 13:58 | buy | 18 | 0.10 | 1.3391 | 0.0000 | 0.0000 | ||
36 | 2010.06.28 13:59 | close | 18 | 0.10 | 1.3389 | 0.0000 | 0.0000 | -2.21 | 10437.29 |
37 | 2010.07.19 00:01 | buy | 19 | 0.10 | 1.3526 | 0.0000 | 0.0000 | ||
38 | 2010.07.19 09:10 | close | 19 | 0.10 | 1.3588 | 0.0000 | 0.0000 | 68.47 | 10505.76 |
39 | 2010.08.16 00:01 | buy | 20 | 0.10 | 1.3382 | 0.0000 | 0.0000 | ||
40 | 2010.08.16 04:18 | close | 20 | 0.10 | 1.3442 | 0.0000 | 0.0000 | 66.26 | 10572.02 |
41 | 2010.08.23 00:01 | buy | 21 | 0.10 | 1.3150 | 0.0000 | 0.0000 | ||
42 | 2010.08.23 12:00 | close | 21 | 0.10 | 1.3144 | 0.0000 | 0.0000 | -6.63 | 10565.39 |
43 | 2010.09.13 00:01 | buy | 22 | 0.10 | 1.2953 | 0.0000 | 0.0000 | ||
44 | 2010.09.13 02:01 | close | 22 | 0.10 | 1.3014 | 0.0000 | 0.0000 | 67.36 | 10632.75 |
45 | 2010.09.13 16:17 | buy | 23 | 0.10 | 1.2972 | 0.0000 | 0.0000 | ||
46 | 2010.09.13 16:18 | close | 23 | 0.10 | 1.2973 | 0.0000 | 0.0000 | 1.11 | 10633.86 |
47 | 2010.10.04 09:36 | buy | 24 | 0.10 | 1.3401 | 0.0000 | 0.0000 | ||
48 | 2010.10.04 11:28 | close | 24 | 0.10 | 1.3329 | 0.0000 | 0.0000 | -79.50 | 10554.36 |
49 | 2010.10.04 11:28 | buy | 25 | 0.10 | 1.3332 | 0.0000 | 0.0000 | ||
50 | 2010.10.04 12:00 | close | 25 | 0.10 | 1.3318 | 0.0000 | 0.0000 | -15.46 | 10538.90 |
51 | 2010.10.18 04:18 | buy | 26 | 0.10 | 1.3336 | 0.0000 | 0.0000 | ||
52 | 2010.10.18 12:00 | close | 26 | 0.10 | 1.3369 | 0.0000 | 0.0000 | 36.44 | 10575.34 |
53 | 2010.10.25 08:39 | buy | 27 | 0.10 | 1.3619 | 0.0000 | 0.0000 | ||
54 | 2010.10.25 12:00 | close | 27 | 0.10 | 1.3613 | 0.0000 | 0.0000 | -6.63 | 10568.71 |
55 | 2010.11.01 13:38 | buy | 28 | 0.10 | 1.3747 | 0.0000 | 0.0000 | ||
56 | 2010.11.01 13:39 | close | 28 | 0.10 | 1.3746 | 0.0000 | 0.0000 | -1.10 | 10567.61 |
57 | 2010.11.15 18:18 | buy | 29 | 0.10 | 1.3377 | 0.0000 | 0.0000 | ||
58 | 2010.11.15 18:19 | close | 29 | 0.10 | 1.3380 | 0.0000 | 0.0000 | 3.31 | 10570.92 |
59 | 2010.11.22 18:34 | buy | 30 | 0.10 | 1.3468 | 0.0000 | 0.0000 | ||
60 | 2010.11.22 18:35 | close | 30 | 0.10 | 1.3469 | 0.0000 | 0.0000 | 1.10 | 10572.02 |
61 | 2010.11.29 15:17 | buy | 31 | 0.10 | 1.3204 | 0.0000 | 0.0000 | ||
62 | 2010.11.29 15:18 | close | 31 | 0.10 | 1.3199 | 0.0000 | 0.0000 | -5.52 | 10566.50 |
63 | 2010.12.13 00:01 | buy | 32 | 0.10 | 1.2963 | 0.0000 | 0.0000 | ||
64 | 2010.12.13 08:11 | close | 32 | 0.10 | 1.3026 | 0.0000 | 0.0000 | 69.56 | 10636.06 |
65 | 2010.12.13 16:02 | buy | 33 | 0.10 | 1.2942 | 0.0000 | 0.0000 | ||
66 | 2010.12.13 16:03 | close | 33 | 0.10 | 1.2943 | 0.0000 | 0.0000 | 1.10 | 10637.16 |
67 | 2010.12.27 00:01 | buy | 34 | 0.10 | 1.2604 | 0.0000 | 0.0000 | ||
68 | 2010.12.27 10:01 | close | 34 | 0.10 | 1.2672 | 0.0000 | 0.0000 | 75.09 | 10712.25 |
69 | 2011.01.03 16:15 | buy | 35 | 0.10 | 1.2452 | 0.0000 | 0.0000 | ||
70 | 2011.01.03 16:16 | close | 35 | 0.10 | 1.2448 | 0.0000 | 0.0000 | -4.42 | 10707.83 |
71 | 2011.01.17 16:57 | buy | 36 | 0.10 | 1.2810 | 0.0000 | 0.0000 | ||
72 | 2011.01.17 16:58 | close | 36 | 0.10 | 1.2810 | 0.0000 | 0.0000 | 0.00 | 10707.83 |
73 | 2011.01.31 00:01 | buy | 37 | 0.10 | 1.2795 | 0.0000 | 0.0000 | ||
74 | 2011.01.31 09:32 | close | 37 | 0.10 | 1.2856 | 0.0000 | 0.0000 | 67.36 | 10775.19 |
75 | 2011.02.14 00:01 | buy | 38 | 0.10 | 1.3163 | 0.0000 | 0.0000 | ||
76 | 2011.02.14 08:16 | close | 38 | 0.10 | 1.3223 | 0.0000 | 0.0000 | 66.26 | 10841.45 |
77 | 2011.02.28 00:01 | buy | 39 | 0.10 | 1.2763 | 0.0000 | 0.0000 | ||
78 | 2011.02.28 09:46 | close | 39 | 0.10 | 1.2824 | 0.0000 | 0.0000 | 67.36 | 10908.81 |
79 | 2011.04.18 00:01 | buy | 40 | 0.10 | 1.2872 | 0.0000 | 0.0000 | ||
80 | 2011.04.18 12:00 | close | 40 | 0.10 | 1.2837 | 0.0000 | 0.0000 | -38.65 | 10870.16 |
81 | 2011.04.25 00:01 | buy | 41 | 0.10 | 1.2891 | 0.0000 | 0.0000 | ||
82 | 2011.04.25 12:00 | close | 41 | 0.10 | 1.2924 | 0.0000 | 0.0000 | 36.44 | 10906.60 |
83 | 2011.04.25 13:13 | buy | 42 | 0.10 | 1.2838 | 0.0000 | 0.0000 | ||
84 | 2011.04.25 13:14 | close | 42 | 0.10 | 1.2826 | 0.0000 | 0.0000 | -13.25 | 10893.35 |
85 | 2011.05.02 00:01 | buy | 43 | 0.10 | 1.2816 | 0.0000 | 0.0000 | ||
86 | 2011.05.02 07:15 | close | 43 | 0.10 | 1.2877 | 0.0000 | 0.0000 | 67.36 | 10960.71 |
87 | 2011.05.16 00:01 | buy | 44 | 0.10 | 1.2576 | 0.0000 | 0.0000 | ||
88 | 2011.05.16 12:00 | close | 44 | 0.10 | 1.2582 | 0.0000 | 0.0000 | 6.62 | 10967.33 |
89 | 2011.05.23 00:01 | buy | 45 | 0.10 | 1.2425 | 0.0000 | 0.0000 | ||
90 | 2011.05.23 03:08 | close | 45 | 0.10 | 1.2357 | 0.0000 | 0.0000 | -75.09 | 10892.24 |
91 | 2011.05.23 23:03 | buy | 46 | 0.10 | 1.2414 | 0.0000 | 0.0000 | ||
92 | 2011.05.23 23:04 | close | 46 | 0.10 | 1.2411 | 0.0000 | 0.0000 | -3.31 | 10888.93 |
93 | 2011.06.13 00:01 | buy | 47 | 0.10 | 1.2079 | 0.0000 | 0.0000 | ||
94 | 2011.06.13 05:16 | close | 47 | 0.10 | 1.2139 | 0.0000 | 0.0000 | 66.25 | 10955.18 |
95 | 2011.06.13 09:05 | buy | 48 | 0.10 | 1.2096 | 0.0000 | 0.0000 | ||
96 | 2011.06.13 11:26 | close | 48 | 0.10 | 1.2025 | 0.0000 | 0.0000 | -78.40 | 10876.78 |
97 | 2011.06.20 09:32 | buy | 49 | 0.10 | 1.2032 | 0.0000 | 0.0000 | ||
98 | 2011.06.20 12:00 | close | 49 | 0.10 | 1.2056 | 0.0000 | 0.0000 | 26.50 | 10903.28 |
99 | 2011.07.11 00:01 | buy | 50 | 0.10 | 1.1893 | 0.0000 | 0.0000 | ||
100 | 2011.07.11 12:00 | close | 50 | 0.10 | 1.1874 | 0.0000 | 0.0000 | -20.98 | 10882.30 |
101 | 2011.07.18 00:01 | buy | 51 | 0.10 | 1.1447 | 0.0000 | 0.0000 | ||
102 | 2011.07.18 12:00 | close | 51 | 0.10 | 1.1485 | 0.0000 | 0.0000 | 41.96 | 10924.26 |
103 | 2011.07.25 07:02 | buy | 52 | 0.10 | 1.1676 | 0.0000 | 0.0000 | ||
104 | 2011.07.25 09:07 | close | 52 | 0.10 | 1.1615 | 0.0000 | 0.0000 | -67.36 | 10856.90 |
105 | 2011.09.19 00:01 | buy | 53 | 0.10 | 1.2068 | 0.0000 | 0.0000 | ||
106 | 2011.09.19 12:00 | close | 53 | 0.10 | 1.2106 | 0.0000 | 0.0000 | 41.96 | 10898.86 |
107 | 2011.09.26 09:04 | buy | 54 | 0.10 | 1.2191 | 0.0000 | 0.0000 | ||
108 | 2011.09.26 12:00 | close | 54 | 0.10 | 1.2241 | 0.0000 | 0.0000 | 55.22 | 10954.08 |
109 | 2011.10.10 09:33 | buy | 55 | 0.10 | 1.2383 | 0.0000 | 0.0000 | ||
110 | 2011.10.10 12:00 | close | 55 | 0.10 | 1.2391 | 0.0000 | 0.0000 | 8.83 | 10962.91 |
111 | 2011.10.17 10:00 | buy | 56 | 0.10 | 1.2374 | 0.0000 | 0.0000 | ||
112 | 2011.10.17 12:00 | close | 56 | 0.10 | 1.2372 | 0.0000 | 0.0000 | -2.21 | 10960.70 |
113 | 2011.10.31 00:01 | buy | 57 | 0.10 | 1.2202 | 0.0000 | 0.0000 | ||
114 | 2011.10.31 12:00 | close | 57 | 0.10 | 1.2222 | 0.0000 | 0.0000 | 22.08 | 10982.78 |
115 | 2011.11.14 06:41 | buy | 58 | 0.10 | 1.2366 | 0.0000 | 0.0000 | ||
116 | 2011.11.14 12:00 | close | 58 | 0.10 | 1.2367 | 0.0000 | 0.0000 | 1.10 | 10983.88 |
117 | 2011.12.05 00:01 | buy | 59 | 0.10 | 1.2353 | 0.0000 | 0.0000 | ||
118 | 2011.12.05 10:05 | close | 59 | 0.10 | 1.2414 | 0.0000 | 0.0000 | 67.36 | 11051.24 |
119 | 2011.12.19 00:01 | buy | 60 | 0.10 | 1.2209 | 0.0000 | 0.0000 | ||
120 | 2011.12.19 12:00 | close | 60 | 0.10 | 1.2230 | 0.0000 | 0.0000 | 23.19 | 11074.43 |
121 | 2011.12.26 08:01 | buy | 61 | 0.10 | 1.2230 | 0.0000 | 0.0000 | ||
122 | 2011.12.26 12:00 | close | 61 | 0.10 | 1.2237 | 0.0000 | 0.0000 | 7.73 | 11082.16 |
123 | 2012.01.09 00:01 | buy | 62 | 0.10 | 1.2153 | 0.0000 | 0.0000 | ||
124 | 2012.01.09 12:00 | close | 62 | 0.10 | 1.2190 | 0.0000 | 0.0000 | 40.86 | 11123.02 |
125 | 2012.01.09 14:30 | buy | 63 | 0.10 | 1.2116 | 0.0000 | 0.0000 | ||
126 | 2012.01.09 14:31 | close | 63 | 0.10 | 1.2118 | 0.0000 | 0.0000 | 2.20 | 11125.22 |