Strategy Tester Report
R改-UJ曜日指定
Tusar-Demo (Build 509)

通貨ペアEURUSD (Euro vs US Dollar)
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830707モデルティック数28434058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852.00総利益1330.00総損失-478.00
プロフィットファクター2.78期待利得16.38
絶対ドローダウン6.00最大ドローダウン268.00 (2.45%)相対ドローダウン2.45% (268.00)
総取引数52ショートポジション(勝率%)0 (0.00%)ロングポジション(勝率%)52 (67.31%)
勝率(%)35 (67.31%)負率 (%)17 (32.69%)
最大勝トレード67.00負トレード-71.00
平均勝トレード38.00負トレード-28.12
最大連勝(金額)7 (315.00)連敗(金額)3 (-69.00)
最大化連勝(トレード数)315.00 (7)連敗(トレード数)-120.00 (2)
平均連勝3連敗2
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
12010.01.18 00:01buy10.101.43490.00000.0000
22010.01.18 07:46close10.101.44090.00000.000060.0010060.00
32010.02.01 00:01buy20.101.38640.00000.0000
42010.02.01 07:40close20.101.39250.00000.000061.0010121.00
52010.02.22 13:30buy30.101.35880.00000.0000
62010.02.22 13:31close30.101.35930.00000.00005.0010126.00
72010.03.01 12:38buy40.101.35610.00000.0000
82010.03.01 12:39close40.101.35500.00000.0000-11.0010115.00
92010.03.08 16:32buy50.101.36510.00000.0000
102010.03.08 16:33close50.101.36410.00000.0000-10.0010105.00
112010.03.15 00:01buy60.101.37630.00000.0000
122010.03.15 12:00close60.101.37340.00000.0000-29.0010076.00
132010.03.22 00:01buy70.101.35180.00000.0000
142010.03.22 09:46close70.101.35800.00000.000062.0010138.00
152010.04.05 00:01buy80.101.34930.00000.0000
162010.04.05 03:41close80.101.35530.00000.000060.0010198.00
172010.04.05 08:35buy90.101.34990.00000.0000
182010.04.05 12:00close90.101.35220.00000.000023.0010221.00
192010.04.19 00:01buy100.101.34800.00000.0000
202010.04.19 12:00close100.101.34780.00000.0000-2.0010219.00
212010.04.26 00:01buy110.101.33480.00000.0000
222010.04.26 02:48close110.101.34080.00000.000060.0010279.00
232010.04.26 12:11buy120.101.33150.00000.0000
242010.04.26 12:12close120.101.33170.00000.00002.0010281.00
252010.04.26 13:07buy130.101.33130.00000.0000
262010.04.26 13:08close130.101.33120.00000.0000-1.0010280.00
272010.05.03 02:17buy140.101.32890.00000.0000
282010.05.03 03:46close140.101.32240.00000.0000-65.0010215.00
292010.05.31 17:00buy150.101.22720.00000.0000
302010.05.31 17:01close150.101.22690.00000.0000-3.0010212.00
312010.06.14 00:01buy160.101.21180.00000.0000
322010.06.14 01:04close160.101.21850.00000.000067.0010279.00
332010.06.21 00:01buy170.101.24270.00000.0000
342010.06.21 12:00close170.101.24320.00000.00005.0010284.00
352010.06.28 18:16buy180.101.22900.00000.0000
362010.06.28 18:17close180.101.22910.00000.00001.0010285.00
372010.07.12 00:01buy190.101.26430.00000.0000
382010.07.12 12:00close190.101.26250.00000.0000-18.0010267.00
392010.07.19 00:01buy200.101.29080.00000.0000
402010.07.19 09:49close200.101.29750.00000.000067.0010334.00
412010.08.16 02:26buy210.101.27410.00000.0000
422010.08.16 05:23close210.101.28020.00000.000061.0010395.00
432010.08.23 00:01buy220.101.27060.00000.0000
442010.08.23 12:00close220.101.27340.00000.000028.0010423.00
452010.08.30 16:16buy230.101.26740.00000.0000
462010.08.30 16:17close230.101.26770.00000.00003.0010426.00
472010.09.06 00:01buy240.101.28940.00000.0000
482010.09.06 12:00close240.101.29320.00000.000038.0010464.00
492010.09.13 00:01buy250.101.27080.00000.0000
502010.09.13 02:00close250.101.27690.00000.000061.0010525.00
512010.10.11 16:49buy260.101.39010.00000.0000
522010.10.11 16:50close260.101.39040.00000.00003.0010528.00
532010.11.29 14:59buy270.101.31170.00000.0000
542010.11.29 15:00close270.101.31160.00000.0000-1.0010527.00
552010.12.13 00:01buy280.101.32050.00000.0000
562010.12.13 10:38close280.101.32660.00000.000061.0010588.00
572010.12.27 00:01buy290.101.31120.00000.0000
582010.12.27 07:48close290.101.31720.00000.000060.0010648.00
592011.01.03 08:37buy300.101.32720.00000.0000
602011.01.03 11:33close300.101.33320.00000.000060.0010708.00
612011.01.10 00:01buy310.101.28970.00000.0000
622011.01.10 09:15close310.101.29580.00000.000061.0010769.00
632011.01.17 08:00buy320.101.33270.00000.0000
642011.01.17 12:00close320.101.33370.00000.000010.0010779.00
652011.01.24 00:01buy330.101.36080.00000.0000
662011.01.24 12:00close330.101.36100.00000.00002.0010781.00
672011.01.31 00:01buy340.101.35810.00000.0000
682011.01.31 08:33close340.101.36420.00000.000061.0010842.00
692011.02.14 00:01buy350.101.35250.00000.0000
702011.02.14 09:55close350.101.34640.00000.0000-61.0010781.00
712011.02.28 00:01buy360.101.37500.00000.0000
722011.02.28 08:15close360.101.38100.00000.000060.0010841.00
732011.03.28 00:01buy370.101.40490.00000.0000
742011.03.28 10:07close370.101.41110.00000.000062.0010903.00
752011.04.18 00:01buy380.101.44170.00000.0000
762011.04.18 03:11close380.101.43570.00000.0000-60.0010843.00
772011.04.25 00:01buy390.101.45620.00000.0000
782011.04.25 10:13close390.101.46220.00000.000060.0010903.00
792011.05.02 00:01buy400.101.48260.00000.0000
802011.05.02 04:58close400.101.47660.00000.0000-60.0010843.00
812011.05.23 01:15buy410.101.41080.00000.0000
822011.05.23 10:51close410.101.40480.00000.0000-60.0010783.00
832011.09.05 00:01buy420.101.41580.00000.0000
842011.09.05 12:00close420.101.41750.00000.000017.0010800.00
852011.09.05 14:52buy430.101.40740.00000.0000
862011.09.05 14:53close430.101.40680.00000.0000-6.0010794.00
872011.09.12 00:01buy440.101.35770.00000.0000
882011.09.12 06:55close440.101.35060.00000.0000-71.0010723.00
892011.09.19 00:01buy450.101.36880.00000.0000
902011.09.19 12:00close450.101.36740.00000.0000-14.0010709.00
912011.10.03 00:01buy460.101.33510.00000.0000
922011.10.03 12:00close460.101.33510.00000.00000.0010709.00
932011.10.17 05:25buy470.101.38330.00000.0000
942011.10.17 09:30close470.101.38950.00000.000062.0010771.00
952011.11.21 09:01buy480.101.34740.00000.0000
962011.11.21 12:00close480.101.34680.00000.0000-6.0010765.00
972011.12.26 08:01buy490.101.30570.00000.0000
982011.12.26 12:00close490.101.30810.00000.000024.0010789.00
992012.01.09 00:01buy500.101.26930.00000.0000
1002012.01.09 08:32close500.101.27530.00000.000060.0010849.00
1012013.08.12 15:25buy510.101.32790.00000.0000
1022013.08.12 15:26close510.101.32810.00000.00002.0010851.00
1032013.08.12 16:21buy520.101.32880.00000.0000
1042013.08.12 16:22close520.101.32890.00000.00001.0010852.00