Strategy Tester Report
konnnanodoudesuka
OANDA-Japan Live (Build 1170)
通貨ペア | EURGBP (EUR/GBP) |
期間 | 1時間足(H1) 2017.04.14 13:00 - 2019.01.08 23:00 (2016.01.01 - 2019.01.09) |
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 | MAGIC=1123; MAGIC2=1124; MAGIC3=1125; Lots=0.1; Lots2=0.1; Lots3=0.1; Slip=10; TP=7; LC=300; TP2=5; LC2=300; TP3=5; LC3=300; Comments1=""; Comments2=""; Comments3=""; napi1=10; napi2=10; zentyou=0.01; zentyou2=0.01; zentyou3=0.01; EntryTime1=0; ExitTime=4; |
|
テストバー数 | 10327 | モデルティック数 | 6701003 | モデリング品質 | n/a |
不整合チャートエラー | 10092 | | | | |
|
初期証拠金 | 10000.00 | | | スプレッド | 現在値 (17) |
純益 | 75.39 | 総利益 | 236.30 | 総損失 | -160.91 |
プロフィットファクタ | 1.47 | 期待利得 | 1.18 | | |
絶対ドローダウン | 8.21 | 最大ドローダウン | 50.29 (0.50%) | 相対ドローダウン | 0.50% (50.29) |
|
総取引数 | 64 | 売りポジション(勝率%) | 17 (41.18%) | 買いポジション(勝率%) | 47 (61.70%) |
| 勝率(%) | 36 (56.25%) | 負率 (%) | 28 (43.75%) |
最大 | 勝トレード | 16.29 | 敗トレード | -19.94 |
平均 | 勝トレード | 6.56 | 敗トレード | -5.75 |
最大 | 連勝(金額) | 5 (32.31) | 連敗(金額) | 4 (-19.15) |
最大 | 連勝(トレード数) | 32.31 (5) | 連敗(トレード数) | -25.28 (2) |
平均 | 連勝 | 2 | 連敗 | 1 |
# | 時間 | 取引種別 | 注文番号 | 数量 | 価格 | 決済逆指値(S/L) | 決済指値(T/P) | 損益 | 残高 |
1 | 2017.04.24 01:00 | sell | 1 | 0.10 | 0.84915 | 0.00000 | 0.00000 | |
2 | 2017.04.24 03:00 | close | 1 | 0.10 | 0.84799 | 0.00000 | 0.00000 | 15.11 | 10015.11 |
3 | 2017.05.01 00:00 | buy | 2 | 0.10 | 0.84319 | 0.00000 | 0.00000 | |
4 | 2017.05.01 04:00 | close | 2 | 0.10 | 0.84305 | 0.00000 | 0.00000 | -1.83 | 10013.28 |
5 | 2017.05.23 01:00 | buy | 3 | 0.10 | 0.86447 | 0.00000 | 0.00000 | |
6 | 2017.05.23 04:00 | close | 3 | 0.10 | 0.86571 | 0.00000 | 0.00000 | 16.15 | 10029.43 |
7 | 2017.06.06 01:00 | sell | 4 | 0.10 | 0.87222 | 0.00000 | 0.00000 | |
8 | 2017.06.06 04:00 | close | 4 | 0.10 | 0.87212 | 0.00000 | 0.00000 | 1.30 | 10030.73 |
9 | 2017.06.22 01:00 | buy | 5 | 0.10 | 0.88114 | 0.00000 | 0.00000 | |
10 | 2017.06.22 04:00 | close | 5 | 0.10 | 0.88073 | 0.00000 | 0.00000 | -5.34 | 10025.39 |
11 | 2017.06.29 02:00 | buy | 6 | 0.10 | 0.87969 | 0.00000 | 0.00000 | |
12 | 2017.06.29 04:00 | close | 6 | 0.10 | 0.87958 | 0.00000 | 0.00000 | -1.43 | 10023.96 |
13 | 2017.07.04 01:00 | sell | 7 | 0.10 | 0.87808 | 0.00000 | 0.00000 | |
14 | 2017.07.04 04:00 | close | 7 | 0.10 | 0.87825 | 0.00000 | 0.00000 | -2.21 | 10021.75 |
15 | 2017.08.09 01:00 | buy | 8 | 0.10 | 0.90438 | 0.00000 | 0.00000 | |
16 | 2017.08.09 04:00 | close | 8 | 0.10 | 0.90461 | 0.00000 | 0.00000 | 3.00 | 10024.75 |
17 | 2017.09.01 01:00 | sell | 9 | 0.10 | 0.92186 | 0.00000 | 0.00000 | |
18 | 2017.09.01 02:00 | close | 9 | 0.10 | 0.92061 | 0.00000 | 0.00000 | 16.29 | 10041.04 |
19 | 2017.09.13 01:00 | buy | 10 | 0.10 | 0.90036 | 0.00000 | 0.00000 | |
20 | 2017.09.13 04:00 | close | 10 | 0.10 | 0.90090 | 0.00000 | 0.00000 | 7.03 | 10048.07 |
21 | 2017.09.20 01:00 | sell | 11 | 0.10 | 0.88777 | 0.00000 | 0.00000 | |
22 | 2017.09.20 04:00 | close | 11 | 0.10 | 0.88761 | 0.00000 | 0.00000 | 2.08 | 10050.15 |
23 | 2017.09.22 01:00 | sell | 12 | 0.10 | 0.87903 | 0.00000 | 0.00000 | |
24 | 2017.09.22 04:00 | close | 12 | 0.10 | 0.87987 | 0.00000 | 0.00000 | -10.94 | 10039.21 |
25 | 2017.09.25 00:00 | sell | 13 | 0.10 | 0.88178 | 0.00000 | 0.00000 | |
26 | 2017.09.25 04:00 | close | 13 | 0.10 | 0.88173 | 0.00000 | 0.00000 | 0.65 | 10039.86 |
27 | 2017.09.29 02:00 | sell | 14 | 0.10 | 0.87679 | 0.00000 | 0.00000 | |
28 | 2017.09.29 04:00 | close | 14 | 0.10 | 0.87795 | 0.00000 | 0.00000 | -15.11 | 10024.75 |
29 | 2017.10.09 01:00 | buy | 15 | 0.10 | 0.89702 | 0.00000 | 0.00000 | |
30 | 2017.10.09 04:00 | close | 15 | 0.10 | 0.89730 | 0.00000 | 0.00000 | 3.65 | 10028.40 |
31 | 2017.10.11 01:00 | buy | 16 | 0.10 | 0.89437 | 0.00000 | 0.00000 | |
32 | 2017.10.11 04:00 | close | 16 | 0.10 | 0.89432 | 0.00000 | 0.00000 | -0.66 | 10027.74 |
33 | 2017.10.16 01:00 | buy | 17 | 0.10 | 0.88813 | 0.00000 | 0.00000 | |
34 | 2017.10.16 02:00 | close | 17 | 0.10 | 0.88892 | 0.00000 | 0.00000 | 10.29 | 10038.03 |
35 | 2017.10.19 00:00 | buy | 18 | 0.10 | 0.89257 | 0.00000 | 0.00000 | |
36 | 2017.10.19 04:00 | close | 18 | 0.10 | 0.89373 | 0.00000 | 0.00000 | 15.11 | 10053.14 |
37 | 2017.10.20 00:00 | sell | 19 | 0.10 | 0.90028 | 0.00000 | 0.00000 | |
38 | 2017.10.20 04:00 | close | 19 | 0.10 | 0.90089 | 0.00000 | 0.00000 | -7.94 | 10045.20 |
39 | 2017.11.08 02:00 | sell | 20 | 0.10 | 0.88067 | 0.00000 | 0.00000 | |
40 | 2017.11.08 04:00 | close | 20 | 0.10 | 0.88041 | 0.00000 | 0.00000 | 3.39 | 10048.59 |
41 | 2017.11.22 00:00 | buy | 21 | 0.10 | 0.88617 | 0.00000 | 0.00000 | |
42 | 2017.11.22 04:00 | close | 21 | 0.10 | 0.88604 | 0.00000 | 0.00000 | -1.70 | 10046.89 |
43 | 2017.12.04 01:00 | buy | 22 | 0.10 | 0.88067 | 0.00000 | 0.00000 | |
44 | 2017.12.04 04:00 | close | 22 | 0.10 | 0.88092 | 0.00000 | 0.00000 | 3.25 | 10050.14 |
45 | 2017.12.13 01:00 | buy | 23 | 0.10 | 0.88144 | 0.00000 | 0.00000 | |
46 | 2017.12.13 04:00 | close | 23 | 0.10 | 0.88195 | 0.00000 | 0.00000 | 6.65 | 10056.79 |
47 | 2017.12.21 02:00 | sell | 24 | 0.10 | 0.88826 | 0.00000 | 0.00000 | |
48 | 2017.12.21 04:00 | close | 24 | 0.10 | 0.88835 | 0.00000 | 0.00000 | -1.18 | 10055.61 |
49 | 2017.12.22 01:00 | buy | 25 | 0.10 | 0.88650 | 0.00000 | 0.00000 | |
50 | 2017.12.22 04:00 | close | 25 | 0.10 | 0.88543 | 0.00000 | 0.00000 | -13.93 | 10041.68 |
51 | 2017.12.27 00:00 | buy | 26 | 0.10 | 0.88649 | 0.00000 | 0.00000 | |
52 | 2017.12.27 04:00 | close | 26 | 0.10 | 0.88673 | 0.00000 | 0.00000 | 3.13 | 10044.81 |
53 | 2018.02.05 02:00 | sell | 27 | 0.10 | 0.88189 | 0.00000 | 0.00000 | |
54 | 2018.02.05 04:00 | close | 27 | 0.10 | 0.88254 | 0.00000 | 0.00000 | -8.47 | 10036.34 |
55 | 2018.03.07 00:00 | buy | 28 | 0.10 | 0.89305 | 0.00000 | 0.00000 | |
56 | 2018.03.07 04:00 | close | 28 | 0.10 | 0.89340 | 0.00000 | 0.00000 | 4.56 | 10040.90 |
57 | 2018.03.13 01:00 | buy | 29 | 0.10 | 0.88708 | 0.00000 | 0.00000 | |
58 | 2018.03.13 04:00 | close | 29 | 0.10 | 0.88726 | 0.00000 | 0.00000 | 2.34 | 10043.24 |
59 | 2018.04.04 01:00 | buy | 30 | 0.10 | 0.87269 | 0.00000 | 0.00000 | |
60 | 2018.04.04 04:00 | close | 30 | 0.10 | 0.87186 | 0.00000 | 0.00000 | -10.81 | 10032.43 |
61 | 2018.04.16 00:00 | buy | 31 | 0.10 | 0.86553 | 0.00000 | 0.00000 | |
62 | 2018.04.16 04:00 | close | 31 | 0.10 | 0.86511 | 0.00000 | 0.00000 | -5.47 | 10026.96 |
63 | 2018.05.08 01:00 | buy | 32 | 0.10 | 0.87926 | 0.00000 | 0.00000 | |
64 | 2018.05.08 04:00 | close | 32 | 0.10 | 0.87907 | 0.00000 | 0.00000 | -2.48 | 10024.48 |
65 | 2018.05.11 00:00 | buy | 33 | 0.10 | 0.88104 | 0.00000 | 0.00000 | |
66 | 2018.05.11 04:00 | close | 33 | 0.10 | 0.88101 | 0.00000 | 0.00000 | -0.39 | 10024.09 |
67 | 2018.05.29 00:00 | buy | 34 | 0.10 | 0.87310 | 0.00000 | 0.00000 | |
68 | 2018.05.29 04:00 | close | 34 | 0.10 | 0.87338 | 0.00000 | 0.00000 | 3.65 | 10027.74 |
69 | 2018.06.22 00:00 | buy | 35 | 0.10 | 0.87581 | 0.00000 | 0.00000 | |
70 | 2018.06.22 04:00 | close | 35 | 0.10 | 0.87571 | 0.00000 | 0.00000 | -1.30 | 10026.44 |
71 | 2018.06.27 01:00 | buy | 36 | 0.10 | 0.88069 | 0.00000 | 0.00000 | |
72 | 2018.06.27 04:00 | close | 36 | 0.10 | 0.88098 | 0.00000 | 0.00000 | 3.77 | 10030.21 |
73 | 2018.06.29 01:00 | buy | 37 | 0.10 | 0.88399 | 0.00000 | 0.00000 | |
74 | 2018.06.29 04:00 | close | 37 | 0.10 | 0.88478 | 0.00000 | 0.00000 | 10.29 | 10040.50 |
75 | 2018.07.06 01:00 | buy | 38 | 0.10 | 0.88416 | 0.00000 | 0.00000 | |
76 | 2018.07.06 04:00 | close | 38 | 0.10 | 0.88461 | 0.00000 | 0.00000 | 5.87 | 10046.37 |
77 | 2018.07.24 01:00 | buy | 39 | 0.10 | 0.89224 | 0.00000 | 0.00000 | |
78 | 2018.07.24 04:00 | close | 39 | 0.10 | 0.89247 | 0.00000 | 0.00000 | 3.00 | 10049.37 |
79 | 2018.08.07 00:00 | buy | 40 | 0.10 | 0.89223 | 0.00000 | 0.00000 | |
80 | 2018.08.07 04:00 | close | 40 | 0.10 | 0.89295 | 0.00000 | 0.00000 | 9.38 | 10058.75 |
81 | 2018.08.10 01:00 | buy | 41 | 0.10 | 0.89867 | 0.00000 | 0.00000 | |
82 | 2018.08.10 04:00 | close | 41 | 0.10 | 0.89857 | 0.00000 | 0.00000 | -1.31 | 10057.44 |
83 | 2018.08.13 00:00 | buy | 42 | 0.10 | 0.89221 | 0.00000 | 0.00000 | |
84 | 2018.08.13 03:00 | close | 42 | 0.10 | 0.89297 | 0.00000 | 0.00000 | 9.90 | 10067.34 |
85 | 2018.09.05 01:00 | buy | 43 | 0.10 | 0.90093 | 0.00000 | 0.00000 | |
86 | 2018.09.05 04:00 | close | 43 | 0.10 | 0.90122 | 0.00000 | 0.00000 | 3.78 | 10071.12 |
87 | 2018.09.11 00:00 | buy | 44 | 0.10 | 0.88999 | 0.00000 | 0.00000 | |
88 | 2018.09.11 04:00 | close | 44 | 0.10 | 0.88921 | 0.00000 | 0.00000 | -10.16 | 10060.96 |
89 | 2018.09.17 00:00 | buy | 45 | 0.10 | 0.88912 | 0.00000 | 0.00000 | |
90 | 2018.09.17 04:00 | close | 45 | 0.10 | 0.88922 | 0.00000 | 0.00000 | 1.31 | 10062.27 |
91 | 2018.09.24 01:00 | buy | 46 | 0.10 | 0.89786 | 0.00000 | 0.00000 | |
92 | 2018.09.24 04:00 | close | 46 | 0.10 | 0.89755 | 0.00000 | 0.00000 | -4.04 | 10058.23 |
93 | 2018.09.25 00:00 | buy | 47 | 0.10 | 0.89525 | 0.00000 | 0.00000 | |
94 | 2018.09.25 04:00 | close | 47 | 0.10 | 0.89603 | 0.00000 | 0.00000 | 10.16 | 10068.39 |
95 | 2018.10.04 00:00 | buy | 48 | 0.10 | 0.88653 | 0.00000 | 0.00000 | |
96 | 2018.10.04 04:00 | close | 48 | 0.10 | 0.88714 | 0.00000 | 0.00000 | 7.94 | 10076.33 |
97 | 2018.10.16 00:00 | buy | 49 | 0.10 | 0.88030 | 0.00000 | 0.00000 | |
98 | 2018.10.16 04:00 | close | 49 | 0.10 | 0.88069 | 0.00000 | 0.00000 | 5.08 | 10081.41 |
99 | 2018.10.18 01:00 | sell | 50 | 0.10 | 0.87722 | 0.00000 | 0.00000 | |
100 | 2018.10.18 04:00 | close | 50 | 0.10 | 0.87819 | 0.00000 | 0.00000 | -12.64 | 10068.77 |
101 | 2018.10.22 01:00 | buy | 51 | 0.10 | 0.88066 | 0.00000 | 0.00000 | |
102 | 2018.10.22 04:00 | close | 51 | 0.10 | 0.88096 | 0.00000 | 0.00000 | 3.91 | 10072.68 |
103 | 2018.10.23 01:00 | buy | 52 | 0.10 | 0.88409 | 0.00000 | 0.00000 | |
104 | 2018.10.23 04:00 | close | 52 | 0.10 | 0.88388 | 0.00000 | 0.00000 | -2.74 | 10069.94 |
105 | 2018.10.29 00:00 | buy | 53 | 0.10 | 0.88811 | 0.00000 | 0.00000 | |
106 | 2018.10.29 04:00 | close | 53 | 0.10 | 0.88784 | 0.00000 | 0.00000 | -3.52 | 10066.42 |
107 | 2018.10.30 00:00 | buy | 54 | 0.10 | 0.88843 | 0.00000 | 0.00000 | |
108 | 2018.10.30 04:00 | close | 54 | 0.10 | 0.88841 | 0.00000 | 0.00000 | -0.26 | 10066.16 |
109 | 2018.11.01 01:00 | buy | 55 | 0.10 | 0.88536 | 0.00000 | 0.00000 | |
110 | 2018.11.01 03:00 | close | 55 | 0.10 | 0.88616 | 0.00000 | 0.00000 | 10.42 | 10076.58 |
111 | 2018.11.02 01:00 | sell | 56 | 0.10 | 0.87716 | 0.00000 | 0.00000 | |
112 | 2018.11.02 04:00 | close | 56 | 0.10 | 0.87747 | 0.00000 | 0.00000 | -4.04 | 10072.54 |
113 | 2018.11.07 02:00 | sell | 57 | 0.10 | 0.87237 | 0.00000 | 0.00000 | |
114 | 2018.11.07 04:00 | close | 57 | 0.10 | 0.87210 | 0.00000 | 0.00000 | 3.51 | 10076.05 |
115 | 2018.11.19 01:00 | buy | 58 | 0.10 | 0.88933 | 0.00000 | 0.00000 | |
116 | 2018.11.19 04:00 | close | 58 | 0.10 | 0.88889 | 0.00000 | 0.00000 | -5.73 | 10070.32 |
117 | 2018.11.20 01:00 | buy | 59 | 0.10 | 0.89019 | 0.00000 | 0.00000 | |
118 | 2018.11.20 04:00 | close | 59 | 0.10 | 0.89058 | 0.00000 | 0.00000 | 5.08 | 10075.40 |
119 | 2018.11.21 01:00 | buy | 60 | 0.10 | 0.88887 | 0.00000 | 0.00000 | |
120 | 2018.11.21 04:00 | close | 60 | 0.10 | 0.88922 | 0.00000 | 0.00000 | 4.56 | 10079.96 |
121 | 2018.11.23 00:00 | buy | 61 | 0.10 | 0.88499 | 0.00000 | 0.00000 | |
122 | 2018.11.23 04:00 | close | 61 | 0.10 | 0.88573 | 0.00000 | 0.00000 | 9.64 | 10089.60 |
123 | 2018.11.30 02:00 | sell | 62 | 0.10 | 0.89100 | 0.00000 | 0.00000 | |
124 | 2018.11.30 04:00 | close | 62 | 0.10 | 0.89141 | 0.00000 | 0.00000 | -5.34 | 10084.26 |
125 | 2018.12.14 02:00 | sell | 63 | 0.10 | 0.89792 | 0.00000 | 0.00000 | |
126 | 2018.12.14 04:00 | close | 63 | 0.10 | 0.89945 | 0.00000 | 0.00000 | -19.94 | 10064.32 |
127 | 2018.12.31 00:00 | buy | 64 | 0.10 | 0.90049 | 0.00000 | 0.00000 | |
128 | 2018.12.31 02:00 | close | 64 | 0.10 | 0.90134 | 0.00000 | 0.00000 | 11.07 | 10075.39 |