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

通貨ペアGBPUSD (Great Britain Pound 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1351498モデルティック数48571301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2054.00総利益2672.00総損失-618.00
プロフィットファクター4.32期待利得21.18
絶対ドローダウン11.00最大ドローダウン141.00 (1.32%)相対ドローダウン1.32% (141.00)
総取引数97ショートポジション(勝率%)0 (0.00%)ロングポジション(勝率%)97 (71.13%)
勝率(%)69 (71.13%)負率 (%)28 (28.87%)
最大勝トレード65.00負トレード-64.00
平均勝トレード38.72負トレード-22.07
最大連勝(金額)10 (379.00)連敗(金額)4 (-119.00)
最大化連勝(トレード数)379.00 (10)連敗(トレード数)-119.00 (4)
平均連勝4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
12010.02.01 00:01buy10.101.59470.00000.0000
22010.02.01 08:12close10.101.60070.00000.000060.0010060.00
32010.03.01 00:01buy20.101.51550.00000.0000
42010.03.01 11:22close20.101.50950.00000.0000-60.0010000.00
52010.03.08 07:44buy30.101.51400.00000.0000
62010.03.08 09:51close30.101.52000.00000.000060.0010060.00
72010.03.22 00:01buy40.101.49930.00000.0000
82010.03.22 12:00close40.101.50070.00000.000014.0010074.00
92010.04.19 00:01buy50.101.52940.00000.0000
102010.04.19 08:44close50.101.52300.00000.0000-64.0010010.00
112010.06.21 19:46buy60.101.47640.00000.0000
122010.06.21 19:47close60.101.47610.00000.0000-3.0010007.00
132010.07.12 10:31buy70.101.49600.00000.0000
142010.07.12 12:00close70.101.49970.00000.000037.0010044.00
152010.08.09 09:03buy80.101.59490.00000.0000
162010.08.09 12:00close80.101.59810.00000.000032.0010076.00
172010.08.16 02:19buy90.101.55630.00000.0000
182010.08.16 06:34close90.101.56230.00000.000060.0010136.00
192010.09.06 00:01buy100.101.54470.00000.0000
202010.09.06 07:57close100.101.55070.00000.000060.0010196.00
212010.09.06 12:17buy110.101.53800.00000.0000
222010.09.06 12:18close110.101.53760.00000.0000-4.0010192.00
232010.09.06 12:31buy120.101.53670.00000.0000
242010.09.06 12:32close120.101.53680.00000.00001.0010193.00
252010.09.06 12:52buy130.101.53620.00000.0000
262010.09.06 12:53close130.101.53640.00000.00002.0010195.00
272010.09.13 00:01buy140.101.53570.00000.0000
282010.09.13 02:20close140.101.54190.00000.000062.0010257.00
292010.10.04 00:01buy150.101.58070.00000.0000
302010.10.04 12:00close150.101.58050.00000.0000-2.0010255.00
312010.10.18 04:17buy160.101.59440.00000.0000
322010.10.18 09:07close160.101.58840.00000.0000-60.0010195.00
332010.10.18 10:04buy170.101.58540.00000.0000
342010.10.18 12:00close170.101.59040.00000.000050.0010245.00
352010.11.08 02:48buy180.101.61490.00000.0000
362010.11.08 12:00close180.101.61470.00000.0000-2.0010243.00
372010.12.13 00:01buy190.101.57990.00000.0000
382010.12.13 12:00close190.101.57720.00000.0000-27.0010216.00
392010.12.20 00:01buy200.101.55140.00000.0000
402010.12.20 09:13close200.101.55780.00000.000064.0010280.00
412010.12.27 00:01buy210.101.54400.00000.0000
422010.12.27 12:00close210.101.54890.00000.000049.0010329.00
432011.01.03 08:37buy220.101.55220.00000.0000
442011.01.03 12:00close220.101.54780.00000.0000-44.0010285.00
452011.01.31 00:01buy230.101.58340.00000.0000
462011.01.31 05:52close230.101.58940.00000.000060.0010345.00
472011.02.14 00:01buy240.101.60080.00000.0000
482011.02.14 02:41close240.101.60680.00000.000060.0010405.00
492011.02.28 09:00buy250.101.60920.00000.0000
502011.02.28 10:08close250.101.61530.00000.000061.0010466.00
512011.03.07 01:02buy260.101.62570.00000.0000
522011.03.07 09:31close260.101.63180.00000.000061.0010527.00
532011.03.07 14:31buy270.101.62720.00000.0000
542011.03.07 14:32close270.101.62720.00000.00000.0010527.00
552011.03.28 10:54buy280.101.59500.00000.0000
562011.03.28 12:00close280.101.59530.00000.00003.0010530.00
572011.04.25 00:01buy290.101.65210.00000.0000
582011.04.25 10:37close290.101.65810.00000.000060.0010590.00
592011.05.02 00:01buy300.101.67080.00000.0000
602011.05.02 12:00close300.101.67170.00000.00009.0010599.00
612011.05.23 11:00buy310.101.61460.00000.0000
622011.05.23 12:00close310.101.61340.00000.0000-12.0010587.00
632011.05.23 17:16buy320.101.60950.00000.0000
642011.05.23 17:17close320.101.60940.00000.0000-1.0010586.00
652011.05.23 23:03buy330.101.61210.00000.0000
662011.05.23 23:04close330.101.61130.00000.0000-8.0010578.00
672011.06.27 00:01buy340.101.59630.00000.0000
682011.06.27 12:00close340.101.60110.00000.000048.0010626.00
692011.07.11 08:37buy350.101.59680.00000.0000
702011.07.11 12:00close350.101.59860.00000.000018.0010644.00
712011.07.18 00:01buy360.101.61290.00000.0000
722011.07.18 12:00close360.101.60800.00000.0000-49.0010595.00
732011.07.25 00:01buy370.101.63260.00000.0000
742011.07.25 12:00close370.101.63230.00000.0000-3.0010592.00
752011.08.01 15:26buy380.101.63410.00000.0000
762011.08.01 15:27close380.101.63370.00000.0000-4.0010588.00
772011.09.05 00:01buy390.101.61730.00000.0000
782011.09.05 09:29close390.101.61100.00000.0000-63.0010525.00
792011.09.05 09:29buy400.101.61120.00000.0000
802011.09.05 12:00close400.101.61330.00000.000021.0010546.00
812011.09.05 14:43buy410.101.60880.00000.0000
822011.09.05 14:44close410.101.60870.00000.0000-1.0010545.00
832011.09.19 00:01buy420.101.57200.00000.0000
842011.09.19 12:00close420.101.57390.00000.000019.0010564.00
852011.10.03 06:21buy430.101.54990.00000.0000
862011.10.03 09:51close430.101.55590.00000.000060.0010624.00
872011.10.24 00:01buy440.101.59450.00000.0000
882011.10.24 08:01close440.101.60050.00000.000060.0010684.00
892011.10.31 00:01buy450.101.61310.00000.0000
902011.10.31 04:21close450.101.60690.00000.0000-62.0010622.00
912011.10.31 06:00buy460.101.59730.00000.0000
922011.10.31 09:50close460.101.60350.00000.000062.0010684.00
932011.11.21 14:10buy470.101.56430.00000.0000
942011.11.21 14:11close470.101.56410.00000.0000-2.0010682.00
952011.11.28 00:01buy480.101.54880.00000.0000
962011.11.28 09:57close480.101.55480.00000.000060.0010742.00
972011.12.12 08:38buy490.101.56050.00000.0000
982011.12.12 12:00close490.101.56120.00000.00007.0010749.00
992012.01.09 00:01buy500.101.54150.00000.0000
1002012.01.09 09:46close500.101.54770.00000.000062.0010811.00
1012012.02.06 10:26buy510.101.57370.00000.0000
1022012.02.06 12:00close510.101.57390.00000.00002.0010813.00
1032012.04.09 00:57buy520.101.58650.00000.0000
1042012.04.09 12:00close520.101.59200.00000.000055.0010868.00
1052012.04.30 00:01buy530.101.62760.00000.0000
1062012.04.30 10:14close530.101.63360.00000.000060.0010928.00
1072012.05.07 00:01buy540.101.61500.00000.0000
1082012.05.07 12:00close540.101.61910.00000.000041.0010969.00
1092012.05.14 00:01buy550.101.60690.00000.0000
1102012.05.14 12:00close550.101.60950.00000.000026.0010995.00
1112012.05.28 00:01buy560.101.56810.00000.0000
1122012.05.28 07:37close560.101.57410.00000.000060.0011055.00
1132012.06.25 00:03buy570.101.55860.00000.0000
1142012.06.25 12:00close570.101.55920.00000.00006.0011061.00
1152012.07.23 00:01buy580.101.56060.00000.0000
1162012.07.23 12:00close580.101.55690.00000.0000-37.0011024.00
1172012.07.23 14:43buy590.101.54990.00000.0000
1182012.07.23 14:44close590.101.54990.00000.00000.0011024.00
1192012.08.20 00:01buy600.101.57000.00000.0000
1202012.08.20 12:00close600.101.57380.00000.000038.0011062.00
1212012.09.17 00:01buy610.101.62300.00000.0000
1222012.09.17 12:00close610.101.62650.00000.000035.0011097.00
1232012.09.24 00:01buy620.101.62480.00000.0000
1242012.09.24 12:00close620.101.62480.00000.00000.0011097.00
1252012.10.01 16:01buy630.101.61550.00000.0000
1262012.10.01 16:02close630.101.61590.00000.00004.0011101.00
1272012.10.08 00:01buy640.101.61370.00000.0000
1282012.10.08 12:00close640.101.61010.00000.0000-36.0011065.00
1292012.10.15 00:01buy650.101.60790.00000.0000
1302012.10.15 12:00close650.101.61050.00000.000026.0011091.00
1312012.10.29 00:01buy660.101.60860.00000.0000
1322012.10.29 12:00close660.101.61180.00000.000032.0011123.00
1332012.11.05 00:01buy670.101.60210.00000.0000
1342012.11.05 12:00close670.101.60340.00000.000013.0011136.00
1352012.11.12 00:01buy680.101.59050.00000.0000
1362012.11.12 12:00close680.101.59220.00000.000017.0011153.00
1372012.11.19 00:01buy690.101.58920.00000.0000
1382012.11.19 08:09close690.101.59520.00000.000060.0011213.00
1392012.11.26 00:01buy700.101.60300.00000.0000
1402012.11.26 12:00close700.101.60600.00000.000030.0011243.00
1412012.12.10 00:01buy710.101.60370.00000.0000
1422012.12.10 12:00close710.101.60860.00000.000049.0011292.00
1432012.12.17 00:01buy720.101.61810.00000.0000
1442012.12.17 11:40close720.101.62410.00000.000060.0011352.00
1452012.12.24 00:01buy730.101.61600.00000.0000
1462012.12.24 08:44close730.101.62200.00000.000060.0011412.00
1472012.12.24 16:36buy740.101.61970.00000.0000
1482012.12.24 16:37close740.101.61950.00000.0000-2.0011410.00
1492012.12.24 19:00buy750.101.61330.00000.0000
1502012.12.26 15:53close750.101.61930.00000.000060.0011470.00
1512012.12.31 00:51buy760.101.61700.00000.0000
1522012.12.31 12:00close760.101.62140.00000.000044.0011514.00
1532013.01.14 00:01buy770.101.61230.00000.0000
1542013.01.14 11:03close770.101.61840.00000.000061.0011575.00
1552013.01.21 00:01buy780.101.58540.00000.0000
1562013.01.21 09:00close780.101.59140.00000.000060.0011635.00
1572013.01.28 00:01buy790.101.57790.00000.0000
1582013.01.28 12:00close790.101.57660.00000.0000-13.0011622.00
1592013.02.11 00:01buy800.101.57890.00000.0000
1602013.02.11 12:00close800.101.57480.00000.0000-41.0011581.00
1612013.02.18 00:01buy810.101.54970.00000.0000
1622013.02.18 12:00close810.101.55030.00000.00006.0011587.00
1632013.03.04 10:31buy820.101.50210.00000.0000
1642013.03.04 12:00close820.101.50440.00000.000023.0011610.00
1652013.03.11 12:01buy830.101.49280.00000.0000
1662013.03.11 12:02close830.101.49230.00000.0000-5.0011605.00
1672013.03.11 12:04buy840.101.49240.00000.0000
1682013.03.11 12:05close840.101.49220.00000.0000-2.0011603.00
1692013.03.11 17:00buy850.101.48990.00000.0000
1702013.03.11 17:01close850.101.49000.00000.00001.0011604.00
1712013.04.01 00:01buy860.101.52000.00000.0000
1722013.04.01 10:38close860.101.52610.00000.000061.0011665.00
1732013.04.22 00:01buy870.101.52320.00000.0000
1742013.04.22 11:00close870.101.52920.00000.000060.0011725.00
1752013.05.13 00:01buy880.101.53570.00000.0000
1762013.05.13 12:00close880.101.54050.00000.000048.0011773.00
1772013.05.13 14:31buy890.101.53570.00000.0000
1782013.05.13 14:32close890.101.53470.00000.0000-10.0011763.00
1792013.05.27 00:01buy900.101.51320.00000.0000
1802013.05.27 10:17close900.101.51950.00000.000063.0011826.00
1812013.06.24 00:01buy910.101.53960.00000.0000
1822013.06.24 12:00close910.101.54090.00000.000013.0011839.00
1832013.07.08 00:01buy920.101.48780.00000.0000
1842013.07.08 11:16close920.101.49380.00000.000060.0011899.00
1852013.07.15 10:38buy930.101.50520.00000.0000
1862013.07.15 12:00close930.101.50680.00000.000016.0011915.00
1872013.07.22 00:01buy940.101.52640.00000.0000
1882013.07.22 07:37close940.101.53240.00000.000060.0011975.00
1892013.07.29 00:01buy950.101.53880.00000.0000
1902013.07.29 12:00close950.101.54030.00000.000015.0011990.00
1912013.07.29 14:29buy960.101.53550.00000.0000
1922013.07.29 14:30close960.101.53540.00000.0000-1.0011989.00
1932013.08.05 00:01buy970.101.52850.00000.0000
1942013.08.05 09:25close970.101.53500.00000.000065.0012054.00