Strategy Tester Report
R改-UJ曜日指定
Tusar-Demo (Build 509)
| 通貨ペア | EURJPY (Euro vs Japanese Yen) | ||||
| 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 | 827978 | モデルティック数 | 35510968 | 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 | 679.95 | 総利益 | 1305.97 | 総損失 | -626.02 |
| プロフィットファクター | 2.09 | 期待利得 | 13.60 | ||
| 絶対ドローダウン | 25.46 | 最大ドローダウン | 245.30 (2.32%) | 相対ドローダウン | 2.32% (245.30) |
| 総取引数 | 50 | ショートポジション(勝率%） | 0 (0.00%) | ロングポジション(勝率%） | 50 (54.00%) |
| 勝率(%) | 27 (54.00%) | 負率 (%) | 23 (46.00%) | ||
| 最大 | 勝トレード | 182.21 | 負トレード | -69.22 | |
| 平均 | 勝トレード | 48.37 | 負トレード | -27.22 | |
| 最大 | 連勝(金額) | 5 (207.65) | 連敗(金額) | 4 (-95.68) | |
| 最大化 | 連勝(トレード数) | 207.65 (5) | 連敗(トレード数) | -95.68 (4) | |
| 平均 | 連勝 | 2 | 連敗 | 2 | |
| # | 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 | 2010.01.25 16:06 | buy | 1 | 0.10 | 127.35 | 0.00 | 0.00 | ||
| 2 | 2010.01.25 16:07 | close | 1 | 0.10 | 127.19 | 0.00 | 0.00 | -16.29 | 9983.71 |
| 3 | 2010.02.22 00:01 | buy | 2 | 0.10 | 124.79 | 0.00 | 0.00 | ||
| 4 | 2010.02.22 05:00 | close | 2 | 0.10 | 125.39 | 0.00 | 0.00 | 61.07 | 10044.78 |
| 5 | 2010.03.01 12:38 | buy | 3 | 0.10 | 121.18 | 0.00 | 0.00 | ||
| 6 | 2010.03.01 12:39 | close | 3 | 0.10 | 121.02 | 0.00 | 0.00 | -16.29 | 10028.49 |
| 7 | 2010.03.08 16:32 | buy | 4 | 0.10 | 123.40 | 0.00 | 0.00 | ||
| 8 | 2010.03.08 16:33 | close | 4 | 0.10 | 123.31 | 0.00 | 0.00 | -9.16 | 10019.33 |
| 9 | 2010.03.22 00:01 | buy | 5 | 0.10 | 122.38 | 0.00 | 0.00 | ||
| 10 | 2010.03.22 10:01 | close | 5 | 0.10 | 122.98 | 0.00 | 0.00 | 61.07 | 10080.40 |
| 11 | 2010.04.05 18:13 | buy | 6 | 0.10 | 127.04 | 0.00 | 0.00 | ||
| 12 | 2010.04.05 18:14 | close | 6 | 0.10 | 127.01 | 0.00 | 0.00 | -3.06 | 10077.34 |
| 13 | 2010.04.19 00:01 | buy | 7 | 0.10 | 124.11 | 0.00 | 0.00 | ||
| 14 | 2010.04.19 08:42 | close | 7 | 0.10 | 123.49 | 0.00 | 0.00 | -63.11 | 10014.23 |
| 15 | 2010.04.19 08:42 | buy | 8 | 0.10 | 123.53 | 0.00 | 0.00 | ||
| 16 | 2010.04.19 12:00 | close | 8 | 0.10 | 123.62 | 0.00 | 0.00 | 9.16 | 10023.39 |
| 17 | 2010.06.21 00:01 | buy | 9 | 0.10 | 112.48 | 0.00 | 0.00 | ||
| 18 | 2010.06.21 06:54 | close | 9 | 0.10 | 113.08 | 0.00 | 0.00 | 61.08 | 10084.47 |
| 19 | 2010.06.28 00:01 | buy | 10 | 0.10 | 110.60 | 0.00 | 0.00 | ||
| 20 | 2010.06.28 12:00 | close | 10 | 0.10 | 111.03 | 0.00 | 0.00 | 43.77 | 10128.24 |
| 21 | 2010.06.28 18:16 | buy | 11 | 0.10 | 109.74 | 0.00 | 0.00 | ||
| 22 | 2010.06.28 18:17 | close | 11 | 0.10 | 109.71 | 0.00 | 0.00 | -3.05 | 10125.19 |
| 23 | 2010.07.12 00:01 | buy | 12 | 0.10 | 112.08 | 0.00 | 0.00 | ||
| 24 | 2010.07.12 12:00 | close | 12 | 0.10 | 111.85 | 0.00 | 0.00 | -23.41 | 10101.78 |
| 25 | 2010.08.16 01:51 | buy | 13 | 0.10 | 109.74 | 0.00 | 0.00 | ||
| 26 | 2010.08.16 09:14 | close | 13 | 0.10 | 110.34 | 0.00 | 0.00 | 61.08 | 10162.86 |
| 27 | 2010.08.23 00:01 | buy | 14 | 0.10 | 108.80 | 0.00 | 0.00 | ||
| 28 | 2010.08.23 12:00 | close | 14 | 0.10 | 108.85 | 0.00 | 0.00 | 5.09 | 10167.95 |
| 29 | 2010.09.06 00:01 | buy | 15 | 0.10 | 108.76 | 0.00 | 0.00 | ||
| 30 | 2010.09.06 12:00 | close | 15 | 0.10 | 109.19 | 0.00 | 0.00 | 43.77 | 10211.72 |
| 31 | 2010.09.13 00:01 | buy | 16 | 0.10 | 107.04 | 0.00 | 0.00 | ||
| 32 | 2010.09.13 02:06 | close | 16 | 0.10 | 107.64 | 0.00 | 0.00 | 61.07 | 10272.79 |
| 33 | 2010.09.20 00:01 | buy | 17 | 0.10 | 111.92 | 0.00 | 0.00 | ||
| 34 | 2010.09.20 12:00 | close | 17 | 0.10 | 112.28 | 0.00 | 0.00 | 36.64 | 10309.43 |
| 35 | 2010.10.04 07:39 | buy | 18 | 0.10 | 114.88 | 0.00 | 0.00 | ||
| 36 | 2010.10.04 09:43 | close | 18 | 0.10 | 114.28 | 0.00 | 0.00 | -61.07 | 10248.36 |
| 37 | 2010.10.25 16:03 | buy | 19 | 0.10 | 112.79 | 0.00 | 0.00 | ||
| 38 | 2010.10.25 16:04 | close | 19 | 0.10 | 112.73 | 0.00 | 0.00 | -6.11 | 10242.25 |
| 39 | 2010.11.22 00:01 | buy | 20 | 0.10 | 114.64 | 0.00 | 0.00 | ||
| 40 | 2010.11.22 12:00 | close | 20 | 0.10 | 115.02 | 0.00 | 0.00 | 38.68 | 10280.93 |
| 41 | 2010.11.29 00:01 | buy | 21 | 0.10 | 111.65 | 0.00 | 0.00 | ||
| 42 | 2010.11.29 02:22 | close | 21 | 0.10 | 111.05 | 0.00 | 0.00 | -61.07 | 10219.86 |
| 43 | 2010.11.29 02:31 | buy | 22 | 0.10 | 111.07 | 0.00 | 0.00 | ||
| 44 | 2010.11.29 07:12 | close | 22 | 0.10 | 111.68 | 0.00 | 0.00 | 62.09 | 10281.95 |
| 45 | 2010.11.29 14:59 | buy | 23 | 0.10 | 110.56 | 0.00 | 0.00 | ||
| 46 | 2010.11.29 15:00 | close | 23 | 0.10 | 110.54 | 0.00 | 0.00 | -2.03 | 10279.92 |
| 47 | 2010.12.13 00:01 | buy | 24 | 0.10 | 110.93 | 0.00 | 0.00 | ||
| 48 | 2010.12.13 09:24 | close | 24 | 0.10 | 111.54 | 0.00 | 0.00 | 62.10 | 10342.02 |
| 49 | 2010.12.20 00:01 | buy | 25 | 0.10 | 110.62 | 0.00 | 0.00 | ||
| 50 | 2010.12.20 12:00 | close | 25 | 0.10 | 110.55 | 0.00 | 0.00 | -7.13 | 10334.89 |
| 51 | 2010.12.27 00:01 | buy | 26 | 0.10 | 108.73 | 0.00 | 0.00 | ||
| 52 | 2010.12.27 10:43 | close | 26 | 0.10 | 109.33 | 0.00 | 0.00 | 61.08 | 10395.97 |
| 53 | 2011.01.17 00:01 | buy | 27 | 0.10 | 110.86 | 0.00 | 0.00 | ||
| 54 | 2011.01.17 10:26 | close | 27 | 0.10 | 110.26 | 0.00 | 0.00 | -61.08 | 10334.89 |
| 55 | 2011.01.24 00:01 | buy | 28 | 0.10 | 112.51 | 0.00 | 0.00 | ||
| 56 | 2011.01.24 12:00 | close | 28 | 0.10 | 112.77 | 0.00 | 0.00 | 26.46 | 10361.35 |
| 57 | 2011.02.14 00:01 | buy | 29 | 0.10 | 112.92 | 0.00 | 0.00 | ||
| 58 | 2011.02.14 12:00 | close | 29 | 0.10 | 112.74 | 0.00 | 0.00 | -18.32 | 10343.03 |
| 59 | 2011.02.21 00:01 | buy | 30 | 0.10 | 113.80 | 0.00 | 0.00 | ||
| 60 | 2011.02.21 12:00 | close | 30 | 0.10 | 114.19 | 0.00 | 0.00 | 39.69 | 10382.72 |
| 61 | 2011.02.21 23:09 | buy | 31 | 0.10 | 114.00 | 0.00 | 0.00 | ||
| 62 | 2011.02.21 23:10 | close | 31 | 0.10 | 114.09 | 0.00 | 0.00 | 9.17 | 10391.89 |
| 63 | 2011.02.28 00:01 | buy | 32 | 0.10 | 112.30 | 0.00 | 0.00 | ||
| 64 | 2011.02.28 09:09 | close | 32 | 0.10 | 112.91 | 0.00 | 0.00 | 62.09 | 10453.98 |
| 65 | 2011.03.28 00:01 | buy | 33 | 0.10 | 114.38 | 0.00 | 0.00 | ||
| 66 | 2011.03.28 04:39 | close | 33 | 0.10 | 115.00 | 0.00 | 0.00 | 63.11 | 10517.09 |
| 67 | 2011.04.11 00:01 | buy | 34 | 0.10 | 122.77 | 0.00 | 0.00 | ||
| 68 | 2011.04.11 12:00 | close | 34 | 0.10 | 122.46 | 0.00 | 0.00 | -31.56 | 10485.53 |
| 69 | 2011.04.25 00:01 | buy | 35 | 0.10 | 119.25 | 0.00 | 0.00 | ||
| 70 | 2011.04.25 02:01 | close | 35 | 0.10 | 119.87 | 0.00 | 0.00 | 63.11 | 10548.64 |
| 71 | 2011.05.23 08:52 | buy | 36 | 0.10 | 114.80 | 0.00 | 0.00 | ||
| 72 | 2011.05.23 09:34 | close | 36 | 0.10 | 114.12 | 0.00 | 0.00 | -69.22 | 10479.42 |
| 73 | 2011.06.06 12:04 | buy | 37 | 0.10 | 116.90 | 0.00 | 0.00 | ||
| 74 | 2011.06.06 12:05 | close | 37 | 0.10 | 116.87 | 0.00 | 0.00 | -3.05 | 10476.37 |
| 75 | 2011.06.20 00:01 | buy | 38 | 0.10 | 114.45 | 0.00 | 0.00 | ||
| 76 | 2011.06.20 12:00 | close | 38 | 0.10 | 114.29 | 0.00 | 0.00 | -16.29 | 10460.08 |
| 77 | 2011.07.11 00:01 | buy | 39 | 0.10 | 114.59 | 0.00 | 0.00 | ||
| 78 | 2011.07.11 12:00 | close | 39 | 0.10 | 114.52 | 0.00 | 0.00 | -7.12 | 10452.96 |
| 79 | 2011.07.25 00:01 | buy | 40 | 0.10 | 112.63 | 0.00 | 0.00 | ||
| 80 | 2011.07.25 12:00 | close | 40 | 0.10 | 112.82 | 0.00 | 0.00 | 19.34 | 10472.30 |
| 81 | 2011.09.12 00:01 | buy | 41 | 0.10 | 105.26 | 0.00 | 0.00 | ||
| 82 | 2011.09.12 06:54 | close | 41 | 0.10 | 104.62 | 0.00 | 0.00 | -65.15 | 10407.15 |
| 83 | 2011.09.19 00:01 | buy | 42 | 0.10 | 105.33 | 0.00 | 0.00 | ||
| 84 | 2011.09.19 12:00 | close | 42 | 0.10 | 105.35 | 0.00 | 0.00 | 2.04 | 10409.19 |
| 85 | 2011.10.03 00:01 | buy | 43 | 0.10 | 102.97 | 0.00 | 0.00 | ||
| 86 | 2011.10.03 09:29 | close | 43 | 0.10 | 102.37 | 0.00 | 0.00 | -61.07 | 10348.12 |
| 87 | 2011.10.24 12:46 | buy | 44 | 0.10 | 105.32 | 0.00 | 0.00 | ||
| 88 | 2011.10.24 12:47 | close | 44 | 0.10 | 105.29 | 0.00 | 0.00 | -3.05 | 10345.07 |
| 89 | 2011.10.31 00:01 | buy | 45 | 0.10 | 107.21 | 0.00 | 0.00 | ||
| 90 | 2011.10.31 03:26 | close | 45 | 0.10 | 109.00 | 0.00 | 0.00 | 182.21 | 10527.28 |
| 91 | 2011.11.21 00:01 | buy | 46 | 0.10 | 104.01 | 0.00 | 0.00 | ||
| 92 | 2011.11.21 12:00 | close | 46 | 0.10 | 103.83 | 0.00 | 0.00 | -18.33 | 10508.95 |
| 93 | 2011.11.28 00:01 | buy | 47 | 0.10 | 103.15 | 0.00 | 0.00 | ||
| 94 | 2011.11.28 09:57 | close | 47 | 0.10 | 103.79 | 0.00 | 0.00 | 65.14 | 10574.09 |
| 95 | 2011.12.19 00:01 | buy | 48 | 0.10 | 101.41 | 0.00 | 0.00 | ||
| 96 | 2011.12.19 12:00 | close | 48 | 0.10 | 101.69 | 0.00 | 0.00 | 28.50 | 10602.59 |
| 97 | 2011.12.26 08:01 | buy | 49 | 0.10 | 101.85 | 0.00 | 0.00 | ||
| 98 | 2011.12.26 12:00 | close | 49 | 0.10 | 101.94 | 0.00 | 0.00 | 9.16 | 10611.75 |
| 99 | 2012.01.09 00:01 | buy | 50 | 0.10 | 97.52 | 0.00 | 0.00 | ||
| 100 | 2012.01.09 08:33 | close | 50 | 0.10 | 98.19 | 0.00 | 0.00 | 68.20 | 10679.95 |