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

通貨ペアUSDJPY (US Dollar 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1348458モデルティック数35180932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4573.83総利益5202.29総損失-628.46
プロフィットファクター8.28期待利得29.89
絶対ドローダウン1.09最大ドローダウン129.50 (0.97%)相対ドローダウン0.97% (129.50)
総取引数153ショートポジション(勝率%)0 (0.00%)ロングポジション(勝率%)153 (81.70%)
勝率(%)125 (81.70%)負率 (%)28 (18.30%)
最大勝トレード177.71負トレード-78.01
平均勝トレード41.62負トレード-22.44
最大連勝(金額)14 (813.08)連敗(金額)2 (-91.31)
最大化連勝(トレード数)813.08 (14)連敗(トレード数)-91.31 (2)
平均連勝6連敗1
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
12010.02.22 00:01buy10.1091.620.000.00
22010.02.22 12:00close10.1091.800.000.0019.6110019.61
32010.03.22 00:03buy20.1090.520.000.00
42010.03.22 12:00close20.1090.780.000.0028.6410048.25
52010.03.29 00:01buy30.1092.460.000.00
62010.03.29 09:31close30.1093.070.000.0065.5410113.79
72010.04.12 00:17buy40.1093.170.000.00
82010.04.12 08:52close40.1093.780.000.0065.0510178.84
92010.04.19 00:01buy50.1092.080.000.00
102010.04.19 12:00close50.1092.310.000.0024.9210203.76
112010.04.26 00:01buy60.1094.130.000.00
122010.04.26 12:00close60.1094.400.000.0028.6010232.36
132010.05.03 00:01buy70.1093.940.000.00
142010.05.03 12:00close70.1094.500.000.0059.2610291.62
152010.05.31 00:01buy80.1090.990.000.00
162010.05.31 04:22close80.1091.600.000.0066.5910358.21
172010.05.31 16:59buy90.1091.160.000.00
182010.05.31 17:00close90.1091.020.000.00-15.3810342.83
192010.06.21 00:01buy100.1090.500.000.00
202010.06.21 10:21close100.1091.100.000.0065.8610408.69
212010.06.28 00:01buy110.1089.320.000.00
222010.06.28 12:00close110.1089.810.000.0054.5610463.25
232010.07.12 00:01buy120.1088.630.000.00
242010.07.12 03:27close120.1089.230.000.0067.2410530.49
252010.07.12 08:40buy130.1088.930.000.00
262010.07.12 12:00close130.1088.940.000.001.1210531.61
272010.07.26 00:01buy140.1087.450.000.00
282010.07.26 12:00close140.1087.510.000.006.8610538.47
292010.08.16 01:48buy150.1085.980.000.00
302010.08.16 12:00close150.1086.010.000.003.4910541.96
312010.08.23 00:01buy160.1085.610.000.00
322010.08.23 12:00close160.1085.760.000.0017.4910559.45
332010.08.30 08:06buy170.1085.240.000.00
342010.08.30 12:00close170.1084.910.000.00-38.8610520.59
352010.08.30 12:10buy180.1084.790.000.00
362010.08.30 12:11close180.1084.780.000.00-1.1810519.41
372010.09.13 00:01buy190.1084.210.000.00
382010.09.13 12:00close190.1084.420.000.0024.8810544.29
392010.09.20 00:07buy200.1085.730.000.00
402010.09.20 12:00close200.1085.710.000.00-2.3310541.96
412010.10.04 00:01buy210.1083.300.000.00
422010.10.04 03:47close210.1083.920.000.0073.8810615.84
432010.10.11 00:01buy220.1081.670.000.00
442010.10.11 12:00close220.1082.020.000.0042.6710658.51
452010.10.18 00:01buy230.1081.450.000.00
462010.10.18 12:00close230.1081.600.000.0018.3810676.89
472010.10.25 00:01buy240.1081.340.000.00
482010.10.25 12:00close240.1081.070.000.00-33.3010643.59
492010.11.01 00:01buy250.1080.390.000.00
502010.11.01 01:01close250.1080.990.000.0074.0810717.67
512010.11.01 06:30buy260.1080.570.000.00
522010.11.01 12:00close260.1080.730.000.0019.8210737.49
532010.11.08 00:01buy270.1081.270.000.00
542010.11.08 12:00close270.1081.440.000.0020.8710758.36
552010.11.15 00:01buy280.1082.500.000.00
562010.11.15 07:22close280.1083.140.000.0076.9810835.34
572010.11.22 00:01buy290.1083.450.000.00
582010.11.22 12:00close290.1083.860.000.0048.8910884.23
592010.11.29 00:01buy300.1084.060.000.00
602010.11.29 12:00close300.1084.500.000.0052.0710936.30
612010.12.13 00:01buy310.1083.990.000.00
622010.12.13 09:24close310.1084.600.000.0072.1011008.40
632010.12.20 00:01buy320.1084.010.000.00
642010.12.20 12:00close320.1084.200.000.0022.5711030.97
652010.12.27 00:01buy330.1082.910.000.00
662010.12.27 12:00close330.1083.170.000.0031.2611062.23
672011.01.03 00:01buy340.1081.120.000.00
682011.01.03 10:49close340.1081.720.000.0073.4211135.65
692011.01.17 00:01buy350.1082.890.000.00
702011.01.17 12:00close350.1082.810.000.00-9.6611125.99
712011.01.17 12:53buy360.1082.690.000.00
722011.01.17 12:56close360.1082.590.000.00-12.1111113.88
732011.01.24 00:01buy370.1082.650.000.00
742011.01.24 12:00close370.1083.130.000.0057.7411171.62
752011.01.24 16:47buy380.1082.910.000.00
762011.01.24 16:48close380.1082.910.000.000.0011171.62
772011.01.31 00:01buy390.1082.140.000.00
782011.01.31 12:00close390.1082.540.000.0048.4611220.08
792011.02.07 00:01buy400.1082.260.000.00
802011.02.07 12:00close400.1082.520.000.0031.5111251.59
812011.02.14 00:01buy410.1083.470.000.00
822011.02.14 12:00close410.1083.610.000.0016.7411268.33
832011.02.21 00:01buy420.1083.120.000.00
842011.02.21 12:00close420.1083.490.000.0044.3211312.65
852011.02.21 23:09buy430.1083.450.000.00
862011.02.21 23:10close430.1083.450.000.000.0011312.65
872011.02.28 00:01buy440.1081.660.000.00
882011.02.28 12:00close440.1081.900.000.0029.3011341.95
892011.03.07 00:01buy450.1082.220.000.00
902011.03.07 12:00close450.1082.340.000.0014.5711356.52
912011.03.14 00:01buy460.1081.400.000.00
922011.03.14 01:52close460.1082.070.000.0081.6411438.16
932011.03.28 00:01buy470.1081.400.000.00
942011.03.28 11:38close470.1082.000.000.0073.1711511.33
952011.04.11 00:01buy480.1084.910.000.00
962011.04.11 12:00close480.1085.060.000.0017.6311528.96
972011.04.18 00:01buy490.1083.170.000.00
982011.04.18 12:00close490.1083.160.000.00-1.2011527.76
992011.04.25 00:01buy500.1081.850.000.00
1002011.04.25 04:14close500.1082.450.000.0072.7711600.53
1012011.05.02 00:01buy510.1081.130.000.00
1022011.05.02 04:52close510.1081.740.000.0074.6311675.16
1032011.05.16 00:01buy520.1080.880.000.00
1042011.05.16 12:00close520.1081.250.000.0045.5411720.70
1052011.05.23 00:01buy530.1081.730.000.00
1062011.05.23 05:44close530.1082.360.000.0076.4911797.19
1072011.06.06 00:01buy540.1080.270.000.00
1082011.06.06 12:00close540.1080.600.000.0040.9411838.13
1092011.06.13 00:01buy550.1080.260.000.00
1102011.06.13 03:26close550.1080.860.000.0074.2011912.33
1112011.06.20 00:01buy560.1080.140.000.00
1122011.06.20 10:54close560.1080.740.000.0074.3111986.64
1132011.06.27 00:01buy570.1080.440.000.00
1142011.06.27 06:51close570.1081.040.000.0074.0412060.68
1152011.07.04 00:01buy580.1080.810.000.00
1162011.07.04 12:00close580.1081.110.000.0036.9912097.67
1172011.07.11 00:01buy590.1080.550.000.00
1182011.07.11 08:42close590.1081.150.000.0073.9412171.61
1192011.07.18 00:01buy600.1079.090.000.00
1202011.07.18 12:00close600.1079.530.000.0055.3312226.94
1212011.07.25 00:01buy610.1078.230.000.00
1222011.07.25 12:00close610.1078.520.000.0036.9312263.87
1232011.08.01 00:01buy620.1077.350.000.00
1242011.08.01 02:56close620.1077.950.000.0076.9712340.84
1252011.08.01 13:11buy630.1077.360.000.00
1262011.08.01 13:12close630.1077.360.000.000.0012340.84
1272011.08.01 13:30buy640.1077.310.000.00
1282011.08.01 13:31close640.1077.240.000.00-9.0612331.78
1292011.08.01 16:01buy650.1076.510.000.00
1302011.08.01 16:02close650.1076.600.000.0011.7512343.53
1312011.08.08 00:01buy660.1077.950.000.00
1322011.08.08 12:00close660.1078.100.000.0019.2112362.74
1332011.08.15 00:01buy670.1076.920.000.00
1342011.08.15 12:00close670.1077.090.000.0022.0512384.79
1352011.08.29 00:01buy680.1076.700.000.00
1362011.08.29 12:00close680.1076.900.000.0026.0112410.80
1372011.09.05 00:01buy690.1076.900.000.00
1382011.09.05 12:00close690.1077.110.000.0027.2312438.03
1392011.09.12 00:01buy700.1077.510.000.00
1402011.09.12 10:07close700.1076.910.000.00-78.0112360.02
1412011.09.19 00:01buy710.1076.950.000.00
1422011.09.19 12:00close710.1077.210.000.0033.6712393.69
1432011.09.26 00:01buy720.1076.550.000.00
1442011.09.26 12:00close720.1076.920.000.0048.1012441.79
1452011.10.03 00:01buy730.1077.110.000.00
1462011.10.03 12:00close730.1077.220.000.0014.2512456.04
1472011.10.10 00:01buy740.1076.810.000.00
1482011.10.10 12:00close740.1076.850.000.005.2012461.24
1492011.10.17 00:01buy750.1077.180.000.00
1502011.10.17 09:55close750.1077.800.000.0079.6912540.93
1512011.10.31 00:01buy760.1075.720.000.00
1522011.10.31 03:26close760.1077.090.000.00177.7112718.64
1532011.11.07 00:01buy770.1078.140.000.00
1542011.11.07 12:00close770.1078.280.000.0017.8812736.52
1552011.11.14 00:01buy780.1077.150.000.00
1562011.11.14 12:00close780.1077.420.000.0034.8712771.39
1572011.11.21 00:01buy790.1076.910.000.00
1582011.11.21 12:00close790.1077.230.000.0041.4312812.82
1592011.11.28 00:01buy800.1077.480.000.00
1602011.11.28 09:59close800.1078.100.000.0079.3912892.21
1612011.12.05 00:01buy810.1078.080.000.00
1622011.12.05 12:00close810.1078.200.000.0015.3512907.56
1632011.12.12 00:01buy820.1077.630.000.00
1642011.12.12 12:00close820.1077.880.000.0032.1012939.66
1652011.12.19 00:01buy830.1077.780.000.00
1662011.12.19 12:00close830.1078.170.000.0049.8912989.55
1672011.12.26 08:01buy840.1077.980.000.00
1682011.12.26 12:00close840.1077.960.000.00-2.5712986.98
1692012.01.02 00:01buy850.1077.110.000.00
1702012.01.02 12:00close850.1077.170.000.007.7812994.76
1712012.01.09 00:01buy860.1076.820.000.00
1722012.01.09 12:00close860.1077.180.000.0046.6413041.40
1732012.01.16 00:01buy870.1076.910.000.00
1742012.01.16 12:00close870.1077.220.000.0040.1513081.55
1752012.01.23 00:01buy880.1076.970.000.00
1762012.01.23 12:00close880.1077.080.000.0014.2713095.82
1772012.01.30 00:01buy890.1076.750.000.00
1782012.01.30 12:00close890.1077.140.000.0050.5613146.38
1792012.02.06 00:01buy900.1076.550.000.00
1802012.02.06 12:00close900.1076.900.000.0045.5113191.89
1812012.02.13 00:01buy910.1077.670.000.00
1822012.02.13 10:08close910.1078.270.000.0076.6613268.55
1832012.02.20 00:01buy920.1079.740.000.00
1842012.02.20 12:00close920.1079.950.000.0026.2713294.82
1852012.02.27 00:01buy930.1081.550.000.00
1862012.02.27 10:35close930.1080.920.000.00-77.8513216.97
1872012.03.05 00:01buy940.1081.860.000.00
1882012.03.05 12:00close940.1081.750.000.00-13.4613203.51
1892012.03.19 00:01buy950.1083.510.000.00
1902012.03.19 12:00close950.1083.550.000.004.7913208.30
1912012.03.26 00:01buy960.1082.440.000.00
1922012.03.26 10:04close960.1083.040.000.0072.2513280.55
1932012.04.02 00:01buy970.1082.930.000.00
1942012.04.02 12:00close970.1083.100.000.0020.4613301.01
1952012.04.09 01:56buy980.1081.200.000.00
1962012.04.09 12:00close980.1081.670.000.0057.5513358.56
1972012.04.16 00:01buy990.1080.940.000.00
1982012.04.16 12:00close990.1081.030.000.0011.1113369.67
1992012.04.23 00:01buy1000.1081.600.000.00
2002012.04.23 12:00close1000.1081.390.000.00-25.8013343.87
2012012.04.30 00:01buy1010.1080.350.000.00
2022012.04.30 12:00close1010.1080.560.000.0026.0713369.94
2032012.05.07 00:01buy1020.1079.760.000.00
2042012.05.07 12:00close1020.1080.220.000.0057.3413427.28
2052012.05.14 00:01buy1030.1079.930.000.00
2062012.05.14 09:53close1030.1080.530.000.0074.5113501.79
2072012.05.21 00:01buy1040.1079.180.000.00
2082012.05.21 10:18close1040.1079.780.000.0075.2113577.00
2092012.05.28 00:01buy1050.1079.660.000.00
2102012.05.28 12:00close1050.1079.670.000.001.2613578.26
2112012.06.11 00:01buy1060.1079.510.000.00
2122012.06.11 12:00close1060.1079.810.000.0037.5913615.85
2132012.06.18 00:01buy1070.1078.980.000.00
2142012.06.18 09:09close1070.1079.580.000.0075.4013691.25
2152012.06.25 00:03buy1080.1080.470.000.00
2162012.06.25 12:00close1080.1080.050.000.00-52.4713638.78
2172012.06.25 14:42buy1090.1079.840.000.00
2182012.06.25 14:43close1090.1079.850.000.001.2513640.03
2192012.07.02 00:01buy1100.1079.920.000.00
2202012.07.02 12:00close1100.1079.810.000.00-13.7813626.25
2212012.07.02 16:01buy1110.1079.570.000.00
2222012.07.02 16:02close1110.1079.550.000.00-2.5113623.74
2232012.07.09 01:39buy1120.1079.560.000.00
2242012.07.09 12:00close1120.1080.050.000.0061.2113684.95
2252012.07.16 00:01buy1130.1079.220.000.00
2262012.07.16 12:00close1130.1079.310.000.0011.3513696.30
2272012.07.23 00:01buy1140.1078.460.000.00
2282012.07.23 12:00close1140.1078.330.000.00-16.6013679.70
2292012.07.30 00:01buy1150.1078.510.000.00
2302012.07.30 12:00close1150.1078.460.000.00-6.3713673.33
2312012.08.06 00:01buy1160.1078.600.000.00
2322012.08.06 12:00close1160.1078.820.000.0027.9113701.24
2332012.08.13 00:01buy1170.1078.300.000.00
2342012.08.13 12:00close1170.1078.470.000.0021.6613722.90
2352012.08.20 00:01buy1180.1079.560.000.00
2362012.08.20 12:00close1180.1079.770.000.0026.3313749.23
2372012.08.27 00:01buy1190.1078.660.000.00
2382012.08.27 12:00close1190.1079.010.000.0044.3013793.53
2392012.09.03 00:01buy1200.1078.340.000.00
2402012.09.03 12:00close1200.1078.600.000.0033.0813826.61
2412012.09.10 00:01buy1210.1078.250.000.00
2422012.09.10 12:00close1210.1078.720.000.0059.7113886.32
2432012.09.17 00:01buy1220.1078.370.000.00
2442012.09.17 12:00close1220.1078.790.000.0053.3113939.63
2452012.09.24 00:01buy1230.1078.120.000.00
2462012.09.24 12:00close1230.1078.080.000.00-5.1213934.51
2472012.10.01 00:01buy1240.1077.970.000.00
2482012.10.01 12:00close1240.1078.340.000.0047.2313981.74
2492012.10.01 16:01buy1250.1078.090.000.00
2502012.10.01 16:02close1250.1078.080.000.00-1.2813980.46
2512012.10.08 00:01buy1260.1078.670.000.00
2522012.10.08 12:00close1260.1078.450.000.00-28.0413952.42
2532012.10.15 00:01buy1270.1078.440.000.00
2542012.10.15 11:18close1270.1079.050.000.0077.1714029.59
2552012.10.22 00:01buy1280.1079.280.000.00
2562012.10.22 09:57close1280.1079.880.000.0075.1114104.70
2572012.10.29 00:01buy1290.1079.690.000.00
2582012.10.29 12:00close1290.1079.950.000.0032.5214137.22
2592012.11.12 00:01buy1300.1079.440.000.00
2602012.11.12 12:00close1300.1079.790.000.0043.8714181.09
2612012.11.19 00:01buy1310.1081.410.000.00
2622012.11.19 12:00close1310.1081.830.000.0051.3314232.42
2632012.11.26 00:01buy1320.1082.390.000.00
2642012.11.26 12:00close1320.1082.380.000.00-1.2114231.21
2652012.12.03 00:01buy1330.1082.390.000.00
2662012.12.03 12:00close1330.1082.580.000.0023.0114254.22
2672012.12.17 00:01buy1340.1084.120.000.00
2682012.12.17 12:00close1340.1084.280.000.0018.9814273.20
2692012.12.24 00:01buy1350.1084.390.000.00
2702012.12.24 12:00close1350.1084.900.000.0060.0714333.27
2712012.12.31 00:01buy1360.1085.840.000.00
2722012.12.31 09:33close1360.1086.440.000.0069.4114402.68
2732013.01.14 00:01buy1370.1089.480.000.00
2742013.01.14 12:00close1370.1089.740.000.0028.9714431.65
2752013.01.21 00:01buy1380.1090.140.000.00
2762013.01.21 02:15close1380.1089.500.000.00-71.5114360.14
2772013.01.28 00:01buy1390.1091.070.000.00
2782013.01.28 12:00close1390.1091.240.000.0018.6314378.77
2792013.02.11 00:01buy1400.1092.630.000.00
2802013.02.11 09:41close1400.1093.230.000.0064.3614443.13
2812013.02.25 00:01buy1410.1094.230.000.00
2822013.02.25 12:00close1410.1094.390.000.0016.9514460.08
2832013.03.18 00:01buy1420.1094.930.000.00
2842013.03.18 12:00close1420.1095.220.000.0030.4614490.54
2852013.04.01 00:01buy1430.1094.270.000.00
2862013.04.01 09:23close1430.1093.560.000.00-75.8914414.65
2872013.04.01 16:01buy1440.1093.450.000.00
2882013.04.01 16:02close1440.1093.450.000.000.0014414.65
2892013.04.01 23:50buy1450.1093.080.000.00
2902013.04.01 23:51close1450.1093.170.000.009.6614424.31
2912013.04.22 00:01buy1460.1099.810.000.00
2922013.04.22 12:00close1460.10100.120.000.0030.9614455.27
2932013.05.20 00:01buy1470.10102.750.000.00
2942013.05.20 12:00close1470.10102.950.000.0019.4314474.70
2952013.06.03 16:01buy1480.1099.870.000.00
2962013.06.03 16:02close1480.1099.730.000.00-14.0414460.66
2972013.06.17 21:23buy1490.1094.610.000.00
2982013.06.17 21:24close1490.1094.470.000.00-14.8214445.84
2992013.07.22 02:01buy1500.10100.150.000.00
3002013.07.22 12:00close1500.10100.230.000.007.9814453.82
3012013.08.05 16:01buy1510.1098.740.000.00
3022013.08.05 16:02close1510.1098.700.000.00-4.0514449.77
3032013.08.12 00:01buy1520.1096.300.000.00
3042013.08.12 09:05close1520.1096.910.000.0062.9514512.72
3052013.08.19 00:01buy1530.1097.590.000.00
3062013.08.19 11:46close1530.1098.190.000.0061.1114573.83