Strategy Tester Report
Ashika V1.01 Limmited GKFX
GKFX-FX-CFD Live (Build 509)

通貨ペアUSDJPY (US Dollar vs Japanese Yen)
期間5分足(M5) 2013.01.01 23:00 - 2013.08.19 23:55 (2013.01.01 - 2013.08.20)
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LoginMailAddress=""; LoginPassword=""; comment="Ashika V1.01 Limitted GKFX"; Currency1="--- EURUSD ---"; MAGIC1=11111; Currency2="--- USDJPY ---"; MAGIC2=22222; slippage=3; News="--- News Filter ---"; use_NewsFilter=false; Day_Of_The_Week="Mon=1, Tue=2, Wed=3, Thu=4, Fri=5"; DayOfTheWeek=5; NewsTime="GMT = (+9 in Japan)"; Hour_of_News=12; PreHour_of_News=2; PostHour_of_News=3; ML=" ---- RSI Modify Lot ----"; use_RSI_modifyLots=true; rsi_multiplier=1.2; Entry_Setting="--- Entry Setting ---"; maxspread=3; mm=true; lots=0.1; risk=1; Friday_filter="---- Friday Filter ----"; FridayEnd=true; FridayEndHour=10; FridayEndMinute=0; FridayClose=true; FridayCloseHour=20; FridayCloseMinute=0; Monday_filter="---- Monday Filter ----"; MondayStart=true; MondayStartHour=3; MondayStartMinute=0;
テストバー数47838モデルティック数8918874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
総損益657.79総利益924.60総損失-266.81
プロフィットファクター3.47期待利得6.92
絶対ドローダウン121.28最大ドローダウン254.00 (2.51%)相対ドローダウン2.51% (254.00)
総取引数95ショートポジション(勝率%)52 (84.62%)ロングポジション(勝率%)43 (83.72%)
勝率(%)80 (84.21%)負率 (%)15 (15.79%)
最大勝トレード21.18負トレード-42.78
平均勝トレード11.56負トレード-17.79
最大連勝(金額)16 (162.94)連敗(金額)4 (-87.85)
最大化連勝(トレード数)162.94 (16)連敗(トレード数)-87.85 (4)
平均連勝7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
12013.01.03 14:25sell10.2687.0730.0000.000
22013.01.03 14:25modify10.2687.07387.50387.013
32013.01.03 14:30t/p10.2687.01387.50387.01317.9310017.93
42013.01.07 11:55sell20.2287.8820.0000.000
52013.01.07 11:55modify20.2287.88288.31287.822
62013.01.07 12:05sell30.2287.8970.0000.000
72013.01.07 12:05modify30.2287.89788.32787.837
82013.01.07 12:25close20.2287.87588.31287.8221.7510019.68
92013.01.07 12:42close30.2287.89288.32787.8371.2510020.93
102013.01.09 11:50buy40.2687.4520.0000.000
112013.01.09 11:50modify40.2687.45287.02287.512
122013.01.09 12:03t/p40.2687.51287.02287.51217.8310038.76
132013.01.09 19:55buy50.2287.8510.0000.000
142013.01.09 19:55modify50.2287.85187.42187.911
152013.01.09 20:00buy60.2687.8240.0000.000
162013.01.09 20:00modify60.2687.82487.39487.884
172013.01.09 20:10buy70.3187.7720.0000.000
182013.01.09 20:10modify70.3187.77287.34287.832
192013.01.09 21:18t/p70.3187.83287.34287.83221.1810059.94
202013.01.09 21:18close60.2687.83387.39487.8842.6610062.60
212013.01.09 21:18close50.2287.83387.42187.911-4.5110058.09
222013.01.15 15:45sell80.2288.8080.0000.000
232013.01.15 15:45modify80.2288.80889.23888.748
242013.01.15 16:49close80.2288.80389.23888.7481.2410059.33
252013.01.21 14:05sell90.3189.5590.0000.000
262013.01.21 14:05modify90.3189.55989.98989.499
272013.01.21 14:20sell100.3189.5830.0000.000
282013.01.21 14:20modify100.3189.58390.01389.523
292013.01.21 14:53close100.3189.57790.01389.5232.0810061.41
302013.01.21 14:55close90.3189.58189.98989.499-7.6110053.80
312013.01.22 14:30sell110.2288.8280.0000.000
322013.01.22 14:30modify110.2288.82889.25888.768
332013.01.22 14:33t/p110.2288.76889.25888.76814.8710068.67
342013.01.22 14:50sell120.2288.8540.0000.000
352013.01.22 14:50modify120.2288.85489.28488.794
362013.01.22 15:10sell130.2688.9180.0000.000
372013.01.22 15:10modify130.2688.91889.34888.858
382013.01.22 15:15sell140.3188.9720.0000.000
392013.01.22 15:15modify140.3188.97289.40288.912
402013.01.22 15:21t/p140.3188.91289.40288.91220.9210089.59
412013.01.22 15:28t/p130.2688.85889.34888.85817.5610107.15
422013.01.22 15:30close120.2288.85989.28488.794-1.2410105.91
432013.01.23 22:40buy150.2688.6280.0000.000
442013.01.23 22:40modify150.2688.62888.19888.688
452013.01.23 22:45buy160.2688.6270.0000.000
462013.01.23 22:45modify160.2688.62788.19788.687
472013.01.23 23:12close150.2688.63788.19888.6882.6410108.55
482013.01.23 23:15close160.2688.65088.19788.6876.7510115.30
492013.01.24 13:10buy170.2689.4820.0000.000
502013.01.24 13:10modify170.2689.48289.05289.542
512013.01.24 13:12t/p170.2689.54289.05289.54217.4210132.72
522013.01.28 13:15sell180.2290.8140.0000.000
532013.01.28 13:15modify180.2290.81491.24490.754
542013.01.28 14:30close180.2290.88591.24490.754-17.1910115.53
552013.02.06 21:45sell190.2293.5120.0000.000
562013.02.06 21:45modify190.2293.51293.94293.452
572013.02.06 23:50close190.2293.58393.94293.452-16.6910098.84
582013.02.07 13:35buy200.3193.7130.0000.000
592013.02.07 13:35modify200.3193.71393.28393.773
602013.02.07 13:40buy210.3193.6960.0000.000
612013.02.07 13:40modify210.3193.69693.26693.756
622013.02.07 15:15close210.3193.62393.26693.756-24.1710074.67
632013.02.07 15:15close200.3193.62393.28393.773-29.8010044.87
642013.02.11 14:45buy220.2693.2760.0000.000
652013.02.11 14:45modify220.2693.27692.84693.336
662013.02.11 15:11t/p220.2693.33692.84693.33616.7110061.58
672013.02.12 19:05sell230.3193.5160.0000.000
682013.02.12 19:05modify230.3193.51693.94693.456
692013.02.12 19:15sell240.3193.5430.0000.000
702013.02.12 19:15modify240.3193.54393.97393.483
712013.02.12 19:20sell250.2693.5140.0000.000
722013.02.12 19:20modify250.2693.51493.94493.454
732013.02.12 19:34t/p240.3193.48393.97393.48319.9010081.48
742013.02.12 19:35close230.3193.47893.94693.45612.6010094.08
752013.02.12 19:50close250.2693.46393.94493.45414.1910108.27
762013.02.13 13:50buy260.2293.4670.0000.000
772013.02.13 13:50modify260.2293.46793.03793.527
782013.02.13 14:15buy270.2293.4470.0000.000
792013.02.13 14:15modify270.2293.44793.01793.507
802013.02.13 14:20buy280.2293.4300.0000.000
812013.02.13 14:20modify280.2293.43093.00093.490
822013.02.13 14:28t/p280.2293.49093.00093.49014.1210122.39
832013.02.13 14:28close260.2293.49093.03793.5275.4110127.80
842013.02.13 14:28t/p270.2293.50793.01793.50714.1110141.91
852013.02.19 15:35sell290.2293.5510.0000.000
862013.02.19 15:35modify290.2293.55193.98193.491
872013.02.19 15:45sell300.2293.5770.0000.000
882013.02.19 15:45modify300.2293.57794.00793.517
892013.02.19 16:15close300.2293.56294.00793.5173.5310145.44
902013.02.19 16:15close290.2293.56293.98193.491-2.5910142.85
912013.02.21 14:10sell310.2293.1830.0000.000
922013.02.21 14:10modify310.2293.18393.61393.123
932013.02.21 14:32t/p310.2293.12393.61393.12314.1710157.02
942013.02.28 10:15buy320.2292.3160.0000.000
952013.02.28 10:15modify320.2292.31691.88692.376
962013.02.28 11:20close320.2292.18591.88692.376-31.2610125.76
972013.03.12 13:15sell330.2696.0770.0000.000
982013.03.12 13:15modify330.2696.07796.50796.017
992013.03.12 13:50sell340.2296.0830.0000.000
1002013.03.12 13:50modify340.2296.08396.51396.023
1012013.03.12 13:51close330.2696.06996.50796.0172.1710127.93
1022013.03.12 13:59t/p340.2296.02396.51396.02313.7510141.68
1032013.03.18 20:30buy350.2295.2280.0000.000
1042013.03.18 20:30modify350.2295.22894.79895.288
1052013.03.18 20:40buy360.2695.1720.0000.000
1062013.03.18 20:40modify360.2695.17294.74295.232
1072013.03.18 20:42t/p360.2695.23294.74295.23216.3810158.06
1082013.03.18 21:00close350.2295.23494.79895.2881.3910159.45
1092013.03.18 22:15buy370.2695.1650.0000.000
1102013.03.18 22:15modify370.2695.16594.73595.225
1112013.03.18 22:39t/p370.2695.22594.73595.22516.3910175.84
1122013.03.21 16:45sell380.2295.3710.0000.000
1132013.03.21 16:45modify380.2295.37195.80195.311
1142013.03.21 16:49t/p380.2295.31195.80195.31113.8510189.69
1152013.03.21 22:50sell390.3195.0470.0000.000
1162013.03.21 22:50modify390.3195.04795.47794.987
1172013.03.21 23:20close390.3195.04195.47794.9871.9610191.65
1182013.03.25 22:45sell400.2294.2190.0000.000
1192013.03.25 22:45modify400.2294.21994.64994.159
1202013.03.25 23:09t/p400.2294.15994.64994.15914.0210205.67
1212013.04.01 12:20sell410.2293.6680.0000.000
1222013.04.01 12:20modify410.2293.66894.09893.608
1232013.04.01 12:25sell420.2693.7160.0000.000
1242013.04.01 12:25modify420.2693.71694.14693.656
1252013.04.01 12:35sell430.2293.7360.0000.000
1262013.04.01 12:35modify430.2293.73694.16693.676
1272013.04.01 14:43t/p430.2293.67694.16693.67614.0910219.76
1282013.04.01 14:43close420.2693.67494.14693.65611.6610231.42
1292013.04.01 14:43close410.2293.67494.09893.608-1.4110230.01
1302013.04.02 19:30buy440.2693.3770.0000.000
1312013.04.02 19:30modify440.2693.37792.94793.437
1322013.04.02 20:00close440.2693.39292.94793.4374.1810234.19
1332013.04.02 20:35buy450.2693.3420.0000.000
1342013.04.02 20:35modify450.2693.34292.91293.402
1352013.04.02 21:00close450.2693.36292.91293.4025.5710239.76
1362013.04.03 22:25sell460.2392.9840.0000.000
1372013.04.03 22:25modify460.2392.98493.41492.924
1382013.04.03 22:30sell470.2392.9920.0000.000
1392013.04.03 22:30modify470.2392.99293.42292.932
1402013.04.03 22:35sell480.2392.9930.0000.000
1412013.04.03 22:35modify480.2392.99393.42392.933
1422013.04.04 01:13t/p470.2392.93293.42292.93214.1610253.92
1432013.04.04 01:13t/p480.2392.93393.42392.93314.1610268.08
1442013.04.04 01:13close460.2392.93293.41492.92412.1810280.26
1452013.04.16 16:10buy490.2397.9330.0000.000
1462013.04.16 16:10modify490.2397.93397.50397.993
1472013.04.16 16:15buy500.2797.8490.0000.000
1482013.04.16 16:15modify500.2797.84997.41997.909
1492013.04.16 16:20buy510.3397.7920.0000.000
1502013.04.16 16:20modify510.3397.79297.36297.852
1512013.04.16 16:21t/p510.3397.85297.36297.85220.2410300.50
1522013.04.16 16:28t/p500.2797.90997.41997.90916.5410317.04
1532013.04.16 17:00buy520.2397.7500.0000.000
1542013.04.16 17:00modify520.2397.75097.32097.810
1552013.04.16 17:02t/p520.2397.81097.32097.81014.1110331.15
1562013.04.16 17:15close490.2397.86297.50397.993-16.6910314.46
1572013.04.22 20:35sell530.2399.4460.0000.000
1582013.04.22 20:35modify530.2399.44699.87699.386
1592013.04.22 21:05close530.2399.43899.87699.3861.8510316.31
1602013.04.22 23:40sell540.2799.3310.0000.000
1612013.04.22 23:40modify540.2799.33199.76199.271
1622013.04.22 23:45sell550.3399.3540.0000.000
1632013.04.22 23:45modify550.3399.35499.78499.294
1642013.04.22 23:50sell560.2799.3520.0000.000
1652013.04.22 23:50modify560.2799.35299.78299.292
1662013.04.22 23:58t/p550.3399.29499.78499.29419.9410336.25
1672013.04.22 23:58t/p560.2799.29299.78299.29216.3110352.56
1682013.04.22 23:58t/p540.2799.27199.76199.27116.3210368.88
1692013.04.30 14:50sell570.3397.6670.0000.000
1702013.04.30 14:50modify570.3397.66798.09797.607
1712013.04.30 14:55sell580.3397.6810.0000.000
1722013.04.30 14:55modify580.3397.68198.11197.621
1732013.04.30 15:39close580.3397.67398.11197.6212.7010371.58
1742013.04.30 15:39close570.3397.66198.09797.6072.0310373.61
1752013.05.02 21:00buy590.2397.9730.0000.000
1762013.05.02 21:00modify590.2397.97397.54398.033
1772013.05.02 21:05buy600.2797.9670.0000.000
1782013.05.02 21:05modify600.2797.96797.53798.027
1792013.05.02 21:10buy610.3397.9030.0000.000
1802013.05.02 21:10modify610.3397.90397.47397.963
1812013.05.02 21:24t/p610.3397.96397.47397.96320.2210393.83
1822013.05.02 21:50close600.2797.97397.53798.0271.6510395.48
1832013.05.02 21:50close590.2397.97997.54398.0331.4110396.89
1842013.05.20 11:55sell620.23102.6520.0000.000
1852013.05.20 11:55modify620.23102.652103.082102.592
1862013.05.20 12:50close620.23102.645103.082102.5921.5710398.46
1872013.05.22 19:50buy630.27103.3400.0000.000
1882013.05.22 19:50modify630.27103.340102.910103.400
1892013.05.22 19:55buy640.27103.3440.0000.000
1902013.05.22 19:55modify640.27103.344102.914103.404
1912013.05.22 19:59t/p630.27103.400102.910103.40015.6710414.13
1922013.05.22 19:59t/p640.27103.404102.914103.40415.6710429.80
1932013.05.22 20:15buy650.27103.1700.0000.000
1942013.05.22 20:15modify650.27103.170102.740103.230
1952013.05.22 20:18t/p650.27103.230102.740103.23015.6910445.49
1962013.05.23 13:00sell660.23101.6900.0000.000
1972013.05.23 13:00modify660.23101.690102.120101.630
1982013.05.23 13:04t/p660.23101.630102.120101.63013.5810459.07
1992013.05.23 13:15sell670.23101.7880.0000.000
2002013.05.23 13:15modify670.23101.788102.218101.728
2012013.05.23 13:15t/p670.23101.728102.218101.72813.5710472.64
2022013.05.28 11:15buy680.27102.0320.0000.000
2032013.05.28 11:15modify680.27102.032101.602102.092
2042013.05.28 11:45close680.27102.050101.602102.0924.7610477.40
2052013.06.03 20:55sell690.2399.3500.0000.000
2062013.06.03 20:55modify690.2399.35099.78099.290
2072013.06.03 23:15close690.2399.48899.78099.290-31.9010445.50
2082013.06.04 12:50buy700.23100.0280.0000.000
2092013.06.04 12:50modify700.23100.02899.598100.088
2102013.06.04 13:22close700.23100.03499.598100.0881.3810446.88
2112013.06.11 15:00sell710.2397.1840.0000.000
2122013.06.11 15:00modify710.2397.18497.61497.124
2132013.06.11 15:05sell720.2397.2010.0000.000
2142013.06.11 15:05modify720.2397.20197.63197.141
2152013.06.11 15:07t/p720.2397.14197.63197.14114.2110461.09
2162013.06.11 15:08t/p710.2397.12497.61497.12414.2110475.30
2172013.06.11 17:35sell730.2397.0690.0000.000
2182013.06.11 17:35modify730.2397.06997.49997.009
2192013.06.11 17:36t/p730.2397.00997.49997.00914.2310489.53
2202013.06.11 23:45sell740.2396.1480.0000.000
2212013.06.11 23:45modify740.2396.14896.57896.088
2222013.06.11 23:50sell750.2396.1520.0000.000
2232013.06.11 23:50modify750.2396.15296.58296.092
2242013.06.11 23:57t/p750.2396.09296.58296.09214.3610503.89
2252013.06.11 23:57t/p740.2396.08896.57896.08814.3610518.25
2262013.06.24 22:55sell760.2397.7290.0000.000
2272013.06.24 22:55modify760.2397.72998.15997.669
2282013.06.24 23:25sell770.2397.7700.0000.000
2292013.06.24 23:25modify770.2397.77098.20097.710
2302013.06.24 23:25close760.2397.72298.15997.6691.6510519.90
2312013.06.24 23:45close770.2397.73898.20097.7107.5310527.43
2322013.07.02 20:15buy780.23100.5800.0000.000
2332013.07.02 20:15modify780.23100.580100.150100.640
2342013.07.02 20:20buy790.27100.5340.0000.000
2352013.07.02 20:20modify790.27100.534100.104100.594
2362013.07.02 20:25buy800.33100.5290.0000.000
2372013.07.02 20:25modify800.33100.529100.099100.589
2382013.07.02 20:54t/p800.33100.589100.099100.58919.6810547.11
2392013.07.02 20:54close790.27100.589100.104100.59414.7610561.87
2402013.07.02 20:54close780.23100.589100.150100.6402.0610563.93
2412013.07.03 17:45sell810.2399.8240.0000.000
2422013.07.03 17:45modify810.2399.824100.25499.764
2432013.07.03 19:25close810.23100.010100.25499.764-42.7810521.15
2442013.07.10 14:55sell820.23100.3400.0000.000
2452013.07.10 14:55modify820.23100.340100.770100.280
2462013.07.10 15:00sell830.23100.3390.0000.000
2472013.07.10 15:00modify830.23100.339100.769100.279
2482013.07.10 15:00t/p820.23100.280100.770100.28013.7610534.91
2492013.07.10 15:00t/p830.23100.279100.769100.27913.7610548.67
2502013.07.18 12:30buy840.23100.0230.0000.000
2512013.07.18 12:30modify840.23100.02399.593100.083
2522013.07.18 12:59t/p840.23100.08399.593100.08313.7910562.46
2532013.07.22 21:00sell850.2399.5780.0000.000
2542013.07.22 21:00modify850.2399.578100.00899.518
2552013.07.22 21:05sell860.3399.6120.0000.000
2562013.07.22 21:05modify860.3399.612100.04299.552
2572013.07.22 21:10sell870.3399.6130.0000.000
2582013.07.22 21:10modify870.3399.613100.04399.553
2592013.07.22 21:25t/p860.3399.552100.04299.55219.8910582.35
2602013.07.22 21:25t/p870.3399.553100.04399.55319.8910602.24
2612013.07.22 21:25close850.2399.550100.00899.5186.4710608.71
2622013.07.23 16:40buy880.2399.8360.0000.000
2632013.07.23 16:40modify880.2399.83699.40699.896
2642013.07.23 16:45buy890.2399.8230.0000.000
2652013.07.23 16:45modify890.2399.82399.39399.883
2662013.07.23 18:50close890.2399.74599.39399.883-17.9910590.72
2672013.07.23 18:50close880.2399.74599.40699.896-20.9810569.74
2682013.08.12 15:25buy900.2396.6710.0000.000
2692013.08.12 15:25modify900.2396.67196.24196.731
2702013.08.12 15:30buy910.2396.6590.0000.000
2712013.08.12 15:30modify910.2396.65996.22996.719
2722013.08.12 15:35buy920.2396.6580.0000.000
2732013.08.12 15:35modify920.2396.65896.22896.718
2742013.08.12 21:14t/p920.2396.71896.22896.71814.2710584.01
2752013.08.12 21:14close900.2396.71896.24196.73111.1810595.19
2762013.08.12 21:14t/p910.2396.71996.22996.71914.2710609.46
2772013.08.13 16:15buy930.2398.0260.0000.000
2782013.08.13 16:15modify930.2398.02697.59698.086
2792013.08.13 16:20buy940.3397.9720.0000.000
2802013.08.13 16:20modify940.3397.97297.54298.032
2812013.08.13 16:25buy950.2397.9970.0000.000
2822013.08.13 16:25modify950.2397.99797.56798.057
2832013.08.13 16:33t/p940.3398.03297.54298.03220.1910629.65
2842013.08.13 16:33t/p950.2398.05797.56798.05714.0710643.72
2852013.08.13 16:35t/p930.2398.08697.59698.08614.0710657.79