Strategy Tester Report
konnnanodoudesuka
OANDA-Japan Live (Build 1170)
通貨ペア | EURUSD (EUR/USD) |
期間 | 1時間足(H1) 2016.01.04 00:00 - 2018.10.19 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 | 18449 | モデルティック数 | 65958365 | モデリング品質 | 90.00% |
不整合チャートエラー | 0 | | | | |
|
初期証拠金 | 10000.00 | | | スプレッド | 現在値 (8) |
純益 | 157.30 | 総利益 | 411.60 | 総損失 | -254.30 |
プロフィットファクタ | 1.62 | 期待利得 | 1.97 | | |
絶対ドローダウン | 1.40 | 最大ドローダウン | 88.40 (0.87%) | 相対ドローダウン | 0.87% (88.40) |
|
総取引数 | 80 | 売りポジション(勝率%) | 37 (51.35%) | 買いポジション(勝率%) | 43 (65.12%) |
| 勝率(%) | 47 (58.75%) | 負率 (%) | 33 (41.25%) |
最大 | 勝トレード | 34.10 | 敗トレード | -28.40 |
平均 | 勝トレード | 8.76 | 敗トレード | -7.71 |
最大 | 連勝(金額) | 8 (87.00) | 連敗(金額) | 6 (-80.70) |
最大 | 連勝(トレード数) | 87.00 (8) | 連敗(トレード数) | -80.70 (6) |
平均 | 連勝 | 2 | 連敗 | 2 |
# | 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 | 2016.01.15 02:00 | buy | 1 | 0.10 | 1.08575 | 0.00000 | 0.00000 | |
2 | 2016.01.15 04:00 | close | 1 | 0.10 | 1.08723 | 0.00000 | 0.00000 | 14.80 | 10014.80 |
3 | 2016.02.02 02:00 | sell | 2 | 0.10 | 1.08955 | 0.00000 | 0.00000 | |
4 | 2016.02.02 04:00 | close | 2 | 0.10 | 1.08988 | 0.00000 | 0.00000 | -3.30 | 10011.50 |
5 | 2016.02.04 01:00 | buy | 3 | 0.10 | 1.10835 | 0.00000 | 0.00000 | |
6 | 2016.02.04 02:00 | close | 3 | 0.10 | 1.10926 | 0.00000 | 0.00000 | 9.10 | 10020.60 |
7 | 2016.02.08 00:00 | sell | 4 | 0.10 | 1.11415 | 0.00000 | 0.00000 | |
8 | 2016.02.08 04:00 | close | 4 | 0.10 | 1.11449 | 0.00000 | 0.00000 | -3.40 | 10017.20 |
9 | 2016.02.11 01:00 | buy | 5 | 0.10 | 1.12793 | 0.00000 | 0.00000 | |
10 | 2016.02.11 03:00 | close | 5 | 0.10 | 1.13025 | 0.00000 | 0.00000 | 23.20 | 10040.40 |
11 | 2016.02.15 00:00 | buy | 6 | 0.10 | 1.12344 | 0.00000 | 0.00000 | |
12 | 2016.02.15 04:00 | close | 6 | 0.10 | 1.12224 | 0.00000 | 0.00000 | -12.00 | 10028.40 |
13 | 2016.02.16 02:00 | sell | 7 | 0.10 | 1.11755 | 0.00000 | 0.00000 | |
14 | 2016.02.16 04:00 | close | 7 | 0.10 | 1.11764 | 0.00000 | 0.00000 | -0.90 | 10027.50 |
15 | 2016.02.24 02:00 | sell | 8 | 0.10 | 1.10231 | 0.00000 | 0.00000 | |
16 | 2016.02.24 03:00 | close | 8 | 0.10 | 1.10143 | 0.00000 | 0.00000 | 8.80 | 10036.30 |
17 | 2016.03.03 01:00 | sell | 9 | 0.10 | 1.08692 | 0.00000 | 0.00000 | |
18 | 2016.03.03 04:00 | close | 9 | 0.10 | 1.08728 | 0.00000 | 0.00000 | -3.60 | 10032.70 |
19 | 2016.03.07 00:00 | sell | 10 | 0.10 | 1.09879 | 0.00000 | 0.00000 | |
20 | 2016.03.07 04:00 | close | 10 | 0.10 | 1.09871 | 0.00000 | 0.00000 | 0.80 | 10033.50 |
21 | 2016.04.14 00:00 | buy | 11 | 0.10 | 1.12736 | 0.00000 | 0.00000 | |
22 | 2016.04.14 02:00 | close | 11 | 0.10 | 1.12827 | 0.00000 | 0.00000 | 9.10 | 10042.60 |
23 | 2016.04.25 00:00 | buy | 12 | 0.10 | 1.12175 | 0.00000 | 0.00000 | |
24 | 2016.04.25 02:00 | close | 12 | 0.10 | 1.12304 | 0.00000 | 0.00000 | 12.90 | 10055.50 |
25 | 2016.06.06 00:00 | sell | 13 | 0.10 | 1.13542 | 0.00000 | 0.00000 | |
26 | 2016.06.06 04:00 | close | 13 | 0.10 | 1.13464 | 0.00000 | 0.00000 | 7.80 | 10063.30 |
27 | 2016.06.28 02:00 | buy | 14 | 0.10 | 1.10107 | 0.00000 | 0.00000 | |
28 | 2016.06.28 04:00 | close | 14 | 0.10 | 1.10196 | 0.00000 | 0.00000 | 8.90 | 10072.20 |
29 | 2016.07.04 00:02 | sell | 15 | 0.10 | 1.11245 | 0.00000 | 0.00000 | |
30 | 2016.07.04 04:00 | close | 15 | 0.10 | 1.11298 | 0.00000 | 0.00000 | -5.30 | 10066.90 |
31 | 2016.08.17 01:00 | buy | 16 | 0.10 | 1.12749 | 0.00000 | 0.00000 | |
32 | 2016.08.17 04:00 | close | 16 | 0.10 | 1.12795 | 0.00000 | 0.00000 | 4.60 | 10071.50 |
33 | 2016.08.26 00:00 | sell | 17 | 0.10 | 1.12783 | 0.00000 | 0.00000 | |
34 | 2016.08.26 04:00 | close | 17 | 0.10 | 1.12927 | 0.00000 | 0.00000 | -14.40 | 10057.10 |
35 | 2016.08.31 02:00 | sell | 18 | 0.10 | 1.11478 | 0.00000 | 0.00000 | |
36 | 2016.08.31 04:00 | close | 18 | 0.10 | 1.11412 | 0.00000 | 0.00000 | 6.60 | 10063.70 |
37 | 2016.09.05 00:00 | buy | 19 | 0.10 | 1.11572 | 0.00000 | 0.00000 | |
38 | 2016.09.05 04:00 | close | 19 | 0.10 | 1.11573 | 0.00000 | 0.00000 | 0.10 | 10063.80 |
39 | 2016.09.06 00:00 | buy | 20 | 0.10 | 1.11464 | 0.00000 | 0.00000 | |
40 | 2016.09.06 04:00 | close | 20 | 0.10 | 1.11440 | 0.00000 | 0.00000 | -2.40 | 10061.40 |
41 | 2016.09.08 00:00 | buy | 21 | 0.10 | 1.12392 | 0.00000 | 0.00000 | |
42 | 2016.09.08 04:00 | close | 21 | 0.10 | 1.12478 | 0.00000 | 0.00000 | 8.60 | 10070.00 |
43 | 2016.10.03 01:00 | sell | 22 | 0.10 | 1.12398 | 0.00000 | 0.00000 | |
44 | 2016.10.03 04:00 | close | 22 | 0.10 | 1.12310 | 0.00000 | 0.00000 | 8.80 | 10078.80 |
45 | 2016.10.10 01:00 | buy | 23 | 0.10 | 1.11871 | 0.00000 | 0.00000 | |
46 | 2016.10.10 03:00 | close | 23 | 0.10 | 1.11941 | 0.00000 | 0.00000 | 7.00 | 10085.80 |
47 | 2016.11.23 02:00 | sell | 24 | 0.10 | 1.06328 | 0.00000 | 0.00000 | |
48 | 2016.11.23 03:00 | close | 24 | 0.10 | 1.06249 | 0.00000 | 0.00000 | 7.90 | 10093.70 |
49 | 2016.12.01 00:00 | buy | 25 | 0.10 | 1.05899 | 0.00000 | 0.00000 | |
50 | 2016.12.01 04:00 | close | 25 | 0.10 | 1.05953 | 0.00000 | 0.00000 | 5.40 | 10099.10 |
51 | 2016.12.05 01:00 | buy | 26 | 0.10 | 1.05328 | 0.00000 | 0.00000 | |
52 | 2016.12.05 02:00 | close | 26 | 0.10 | 1.05669 | 0.00000 | 0.00000 | 34.10 | 10133.20 |
53 | 2016.12.12 01:00 | buy | 27 | 0.10 | 1.05461 | 0.00000 | 0.00000 | |
54 | 2016.12.12 04:00 | close | 27 | 0.10 | 1.05539 | 0.00000 | 0.00000 | 7.80 | 10141.00 |
55 | 2016.12.13 02:00 | sell | 28 | 0.10 | 1.06413 | 0.00000 | 0.00000 | |
56 | 2016.12.13 04:00 | close | 28 | 0.10 | 1.06339 | 0.00000 | 0.00000 | 7.40 | 10148.40 |
57 | 2016.12.21 02:00 | sell | 29 | 0.10 | 1.03904 | 0.00000 | 0.00000 | |
58 | 2016.12.21 04:00 | close | 29 | 0.10 | 1.03966 | 0.00000 | 0.00000 | -6.20 | 10142.20 |
59 | 2017.01.04 02:00 | sell | 30 | 0.10 | 1.04171 | 0.00000 | 0.00000 | |
60 | 2017.01.04 03:00 | close | 30 | 0.10 | 1.03950 | 0.00000 | 0.00000 | 22.10 | 10164.30 |
61 | 2017.01.18 02:00 | buy | 31 | 0.10 | 1.06969 | 0.00000 | 0.00000 | |
62 | 2017.01.18 03:00 | close | 31 | 0.10 | 1.07090 | 0.00000 | 0.00000 | 12.10 | 10176.40 |
63 | 2017.01.25 01:00 | buy | 32 | 0.10 | 1.07316 | 0.00000 | 0.00000 | |
64 | 2017.01.25 04:00 | close | 32 | 0.10 | 1.07291 | 0.00000 | 0.00000 | -2.50 | 10173.90 |
65 | 2017.02.08 00:00 | buy | 33 | 0.10 | 1.06803 | 0.00000 | 0.00000 | |
66 | 2017.02.08 04:00 | close | 33 | 0.10 | 1.06847 | 0.00000 | 0.00000 | 4.40 | 10178.30 |
67 | 2017.02.16 01:00 | buy | 34 | 0.10 | 1.05928 | 0.00000 | 0.00000 | |
68 | 2017.02.16 02:00 | close | 34 | 0.10 | 1.06028 | 0.00000 | 0.00000 | 10.00 | 10188.30 |
69 | 2017.02.23 00:00 | buy | 35 | 0.10 | 1.05534 | 0.00000 | 0.00000 | |
70 | 2017.02.23 04:00 | close | 35 | 0.10 | 1.05522 | 0.00000 | 0.00000 | -1.20 | 10187.10 |
71 | 2017.03.13 00:05 | buy | 36 | 0.10 | 1.06840 | 0.00000 | 0.00000 | |
72 | 2017.03.13 04:00 | close | 36 | 0.10 | 1.06847 | 0.00000 | 0.00000 | 0.70 | 10187.80 |
73 | 2017.03.14 02:00 | buy | 37 | 0.10 | 1.06513 | 0.00000 | 0.00000 | |
74 | 2017.03.14 04:00 | close | 37 | 0.10 | 1.06561 | 0.00000 | 0.00000 | 4.80 | 10192.60 |
75 | 2017.03.22 00:00 | buy | 38 | 0.10 | 1.08069 | 0.00000 | 0.00000 | |
76 | 2017.03.22 04:00 | close | 38 | 0.10 | 1.07970 | 0.00000 | 0.00000 | -9.90 | 10182.70 |
77 | 2017.04.05 01:00 | sell | 39 | 0.10 | 1.06788 | 0.00000 | 0.00000 | |
78 | 2017.04.05 04:00 | close | 39 | 0.10 | 1.06801 | 0.00000 | 0.00000 | -1.30 | 10181.40 |
79 | 2017.04.24 00:02 | sell | 40 | 0.10 | 1.09047 | 0.00000 | 0.00000 | |
80 | 2017.04.24 01:00 | close | 40 | 0.10 | 1.08977 | 0.00000 | 0.00000 | 7.00 | 10188.40 |
81 | 2017.05.05 01:00 | buy | 41 | 0.10 | 1.09807 | 0.00000 | 0.00000 | |
82 | 2017.05.05 04:00 | close | 41 | 0.10 | 1.09791 | 0.00000 | 0.00000 | -1.60 | 10186.80 |
83 | 2017.05.10 02:00 | sell | 42 | 0.10 | 1.08817 | 0.00000 | 0.00000 | |
84 | 2017.05.10 04:00 | close | 42 | 0.10 | 1.08951 | 0.00000 | 0.00000 | -13.40 | 10173.40 |
85 | 2017.05.16 02:00 | sell | 43 | 0.10 | 1.09805 | 0.00000 | 0.00000 | |
86 | 2017.05.16 04:00 | close | 43 | 0.10 | 1.09838 | 0.00000 | 0.00000 | -3.30 | 10170.10 |
87 | 2017.05.22 00:02 | buy | 44 | 0.10 | 1.11992 | 0.00000 | 0.00000 | |
88 | 2017.05.22 04:00 | close | 44 | 0.10 | 1.11861 | 0.00000 | 0.00000 | -13.10 | 10157.00 |
89 | 2017.06.06 00:13 | buy | 45 | 0.10 | 1.12554 | 0.00000 | 0.00000 | |
90 | 2017.06.06 04:00 | close | 45 | 0.10 | 1.12622 | 0.00000 | 0.00000 | 6.80 | 10163.80 |
91 | 2017.06.20 02:00 | sell | 46 | 0.10 | 1.11513 | 0.00000 | 0.00000 | |
92 | 2017.06.20 04:00 | close | 46 | 0.10 | 1.11453 | 0.00000 | 0.00000 | 6.00 | 10169.80 |
93 | 2017.07.20 02:00 | sell | 47 | 0.10 | 1.15270 | 0.00000 | 0.00000 | |
94 | 2017.07.20 04:00 | close | 47 | 0.10 | 1.15235 | 0.00000 | 0.00000 | 3.50 | 10173.30 |
95 | 2017.08.03 02:00 | buy | 48 | 0.10 | 1.18518 | 0.00000 | 0.00000 | |
96 | 2017.08.03 04:00 | close | 48 | 0.10 | 1.18355 | 0.00000 | 0.00000 | -16.30 | 10157.00 |
97 | 2017.08.22 02:00 | buy | 49 | 0.10 | 1.18093 | 0.00000 | 0.00000 | |
98 | 2017.08.22 04:00 | close | 49 | 0.10 | 1.18138 | 0.00000 | 0.00000 | 4.50 | 10161.50 |
99 | 2017.08.29 02:00 | buy | 50 | 0.10 | 1.19685 | 0.00000 | 0.00000 | |
100 | 2017.08.29 04:00 | close | 50 | 0.10 | 1.19645 | 0.00000 | 0.00000 | -4.00 | 10157.50 |
101 | 2017.09.12 02:00 | sell | 51 | 0.10 | 1.19621 | 0.00000 | 0.00000 | |
102 | 2017.09.12 04:00 | close | 51 | 0.10 | 1.19476 | 0.00000 | 0.00000 | 14.50 | 10172.00 |
103 | 2017.09.22 00:00 | sell | 52 | 0.10 | 1.19399 | 0.00000 | 0.00000 | |
104 | 2017.09.22 04:00 | close | 52 | 0.10 | 1.19423 | 0.00000 | 0.00000 | -2.40 | 10169.60 |
105 | 2017.10.03 02:00 | sell | 53 | 0.10 | 1.17386 | 0.00000 | 0.00000 | |
106 | 2017.10.03 04:00 | close | 53 | 0.10 | 1.17206 | 0.00000 | 0.00000 | 18.00 | 10187.60 |
107 | 2017.10.05 00:00 | buy | 54 | 0.10 | 1.17597 | 0.00000 | 0.00000 | |
108 | 2017.10.05 04:00 | close | 54 | 0.10 | 1.17545 | 0.00000 | 0.00000 | -5.20 | 10182.40 |
109 | 2017.10.09 00:02 | buy | 55 | 0.10 | 1.17313 | 0.00000 | 0.00000 | |
110 | 2017.10.09 02:00 | close | 55 | 0.10 | 1.17390 | 0.00000 | 0.00000 | 7.70 | 10190.10 |
111 | 2017.11.08 02:00 | sell | 56 | 0.10 | 1.16008 | 0.00000 | 0.00000 | |
112 | 2017.11.08 04:00 | close | 56 | 0.10 | 1.15969 | 0.00000 | 0.00000 | 3.90 | 10194.00 |
113 | 2017.11.09 01:00 | buy | 57 | 0.10 | 1.15939 | 0.00000 | 0.00000 | |
114 | 2017.11.09 04:00 | close | 57 | 0.10 | 1.15939 | 0.00000 | 0.00000 | 0.00 | 10194.00 |
115 | 2017.11.13 00:01 | buy | 58 | 0.10 | 1.16582 | 0.00000 | 0.00000 | |
116 | 2017.11.13 04:00 | close | 58 | 0.10 | 1.16500 | 0.00000 | 0.00000 | -8.20 | 10185.80 |
117 | 2017.11.15 01:00 | sell | 59 | 0.10 | 1.17977 | 0.00000 | 0.00000 | |
118 | 2017.11.15 04:00 | close | 59 | 0.10 | 1.17904 | 0.00000 | 0.00000 | 7.30 | 10193.10 |
119 | 2017.11.20 02:00 | buy | 60 | 0.10 | 1.17351 | 0.00000 | 0.00000 | |
120 | 2017.11.20 03:00 | close | 60 | 0.10 | 1.17438 | 0.00000 | 0.00000 | 8.70 | 10201.80 |
121 | 2017.11.24 00:00 | buy | 61 | 0.10 | 1.18494 | 0.00000 | 0.00000 | |
122 | 2017.11.24 04:00 | close | 61 | 0.10 | 1.18483 | 0.00000 | 0.00000 | -1.10 | 10200.70 |
123 | 2018.01.11 00:00 | buy | 62 | 0.10 | 1.19482 | 0.00000 | 0.00000 | |
124 | 2018.01.11 02:00 | close | 62 | 0.10 | 1.19557 | 0.00000 | 0.00000 | 7.50 | 10208.20 |
125 | 2018.01.12 02:00 | sell | 63 | 0.10 | 1.20431 | 0.00000 | 0.00000 | |
126 | 2018.01.12 04:00 | close | 63 | 0.10 | 1.20460 | 0.00000 | 0.00000 | -2.90 | 10205.30 |
127 | 2018.02.12 00:01 | sell | 64 | 0.10 | 1.22442 | 0.00000 | 0.00000 | |
128 | 2018.02.12 04:00 | close | 64 | 0.10 | 1.22726 | 0.00000 | 0.00000 | -28.40 | 10176.90 |
129 | 2018.02.20 02:00 | buy | 65 | 0.10 | 1.24010 | 0.00000 | 0.00000 | |
130 | 2018.02.20 04:00 | close | 65 | 0.10 | 1.23944 | 0.00000 | 0.00000 | -6.60 | 10170.30 |
131 | 2018.02.27 00:00 | sell | 66 | 0.10 | 1.23167 | 0.00000 | 0.00000 | |
132 | 2018.02.27 04:00 | close | 66 | 0.10 | 1.23367 | 0.00000 | 0.00000 | -20.00 | 10150.30 |
133 | 2018.03.19 02:00 | buy | 67 | 0.10 | 1.22816 | 0.00000 | 0.00000 | |
134 | 2018.03.19 04:00 | close | 67 | 0.10 | 1.22691 | 0.00000 | 0.00000 | -12.50 | 10137.80 |
135 | 2018.03.20 02:00 | sell | 68 | 0.10 | 1.23367 | 0.00000 | 0.00000 | |
136 | 2018.03.20 04:00 | close | 68 | 0.10 | 1.23470 | 0.00000 | 0.00000 | -10.30 | 10127.50 |
137 | 2018.05.11 00:00 | buy | 69 | 0.10 | 1.19153 | 0.00000 | 0.00000 | |
138 | 2018.05.11 04:00 | close | 69 | 0.10 | 1.19232 | 0.00000 | 0.00000 | 7.90 | 10135.40 |
139 | 2018.05.17 01:00 | sell | 70 | 0.10 | 1.18112 | 0.00000 | 0.00000 | |
140 | 2018.05.17 04:00 | close | 70 | 0.10 | 1.18123 | 0.00000 | 0.00000 | -1.10 | 10134.30 |
141 | 2018.05.28 00:01 | buy | 71 | 0.10 | 1.16831 | 0.00000 | 0.00000 | |
142 | 2018.05.28 04:00 | close | 71 | 0.10 | 1.16976 | 0.00000 | 0.00000 | 14.50 | 10148.80 |
143 | 2018.05.29 00:00 | buy | 72 | 0.10 | 1.16238 | 0.00000 | 0.00000 | |
144 | 2018.05.29 04:00 | close | 72 | 0.10 | 1.16270 | 0.00000 | 0.00000 | 3.20 | 10152.00 |
145 | 2018.06.01 02:00 | sell | 73 | 0.10 | 1.17050 | 0.00000 | 0.00000 | |
146 | 2018.06.01 03:00 | close | 73 | 0.10 | 1.16931 | 0.00000 | 0.00000 | 11.90 | 10163.90 |
147 | 2018.06.04 01:00 | sell | 74 | 0.10 | 1.16620 | 0.00000 | 0.00000 | |
148 | 2018.06.04 04:00 | close | 74 | 0.10 | 1.16764 | 0.00000 | 0.00000 | -14.40 | 10149.50 |
149 | 2018.07.03 00:00 | sell | 75 | 0.10 | 1.16386 | 0.00000 | 0.00000 | |
150 | 2018.07.03 04:00 | close | 75 | 0.10 | 1.16353 | 0.00000 | 0.00000 | 3.30 | 10152.80 |
151 | 2018.07.09 01:00 | sell | 76 | 0.10 | 1.17468 | 0.00000 | 0.00000 | |
152 | 2018.07.09 04:00 | close | 76 | 0.10 | 1.17566 | 0.00000 | 0.00000 | -9.80 | 10143.00 |
153 | 2018.07.11 01:00 | buy | 77 | 0.10 | 1.17398 | 0.00000 | 0.00000 | |
154 | 2018.07.11 04:00 | close | 77 | 0.10 | 1.17265 | 0.00000 | 0.00000 | -13.30 | 10129.70 |
155 | 2018.08.14 00:00 | sell | 78 | 0.10 | 1.14095 | 0.00000 | 0.00000 | |
156 | 2018.08.14 03:00 | close | 78 | 0.10 | 1.14009 | 0.00000 | 0.00000 | 8.60 | 10138.30 |
157 | 2018.09.19 02:00 | sell | 79 | 0.10 | 1.16787 | 0.00000 | 0.00000 | |
158 | 2018.09.19 04:00 | close | 79 | 0.10 | 1.16677 | 0.00000 | 0.00000 | 11.00 | 10149.30 |
159 | 2018.09.20 01:00 | buy | 80 | 0.10 | 1.16723 | 0.00000 | 0.00000 | |
160 | 2018.09.20 04:00 | close | 80 | 0.10 | 1.16803 | 0.00000 | 0.00000 | 8.00 | 10157.30 |