Strategy Tester Report
chamaeleon_02
FXTrade-Demo (Build 509)

通貨ペアUSDJPY (US Dollar vs Japanese Yen)
期間5分足(M5) 2013.01.02 08:00 - 2013.09.06 23:55 (2013.01.01 - 2013.09.07)
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=5; Slippage=4; I02_MA_Period=70; I05_Slowing=3;
テストバー数50776モデルティック数14836513モデリング品質n/a
不整合チャートエラー100
初期証拠金10000.00
総損益1260.71総利益1431.80総損失-171.09
プロフィットファクター8.37期待利得16.16
絶対ドローダウン8.57最大ドローダウン197.92 (1.90%)相対ドローダウン1.90% (197.92)
総取引数78ショートポジション(勝率%)37 (89.19%)ロングポジション(勝率%)41 (75.61%)
勝率(%)64 (82.05%)負率 (%)14 (17.95%)
最大勝トレード32.57負トレード-33.69
平均勝トレード22.37負トレード-12.22
最大連勝(金額)14 (313.31)連敗(金額)3 (-66.69)
最大化連勝(トレード数)313.31 (14)連敗(トレード数)-66.69 (3)
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
12013.01.07 11:45sell15.0087.8280.0000.000
22013.01.07 11:45modify15.0087.82888.25887.768
32013.01.07 11:57close15.0087.78788.25887.76823.3510023.35
42013.01.09 21:15buy25.0087.7760.0000.000
52013.01.09 21:15modify25.0087.77687.34687.836
62013.01.09 22:00close25.0087.75087.34687.836-14.8110008.54
72013.01.11 08:40buy35.0088.8900.0000.000
82013.01.11 08:40modify35.0088.89088.46088.950
92013.01.11 08:42close35.0088.94188.46088.95028.6710037.21
102013.01.16 09:20sell45.0088.2720.0000.000
112013.01.16 09:20modify45.0088.27288.70288.212
122013.01.16 09:26close45.0088.23288.70288.21222.6710059.88
132013.01.22 15:30sell55.0088.8150.0000.000
142013.01.22 15:30modify55.0088.81589.24588.755
152013.01.22 15:33close55.0088.77389.24588.75523.6610083.54
162013.01.22 16:05sell65.0088.8740.0000.000
172013.01.22 16:05modify65.0088.87489.30488.814
182013.01.22 16:30close65.0088.85389.30488.81411.8210095.36
192013.01.23 23:45buy75.0088.6170.0000.000
202013.01.23 23:45modify75.0088.61788.18788.677
212013.01.24 00:13close75.0088.66888.18788.67728.7610124.12
222013.01.24 20:15buy85.0089.9350.0000.000
232013.01.24 20:15modify85.0089.93589.50589.995
242013.01.24 20:20buy95.0089.9340.0000.000
252013.01.24 20:20modify95.0089.93489.50489.994
262013.01.24 21:05close95.0089.90489.50489.994-16.6810107.44
272013.01.24 21:05close85.0089.90489.50589.995-17.2410090.20
282013.01.25 17:15buy105.0090.8690.0000.000
292013.01.25 17:15modify105.0090.86990.43990.929
302013.01.25 17:45close105.0090.88090.43990.9296.0510096.25
312013.02.01 10:10buy115.0092.0710.0000.000
322013.02.01 10:10modify115.0092.07191.64192.131
332013.02.01 10:25buy125.0092.0430.0000.000
342013.02.01 10:25modify125.0092.04391.61392.103
352013.02.01 10:39t/p125.0092.10391.61392.10332.5710128.82
362013.02.01 10:40close115.0092.12291.64192.13127.6810156.50
372013.02.04 12:50buy135.0092.8930.0000.000
382013.02.04 12:50modify135.0092.89392.46392.953
392013.02.04 13:00buy145.0092.8710.0000.000
402013.02.04 13:00modify145.0092.87192.44192.931
412013.02.04 13:15t/p145.0092.93192.44192.93132.2810188.78
422013.02.04 13:15close135.0092.94492.46392.95327.4410216.22
432013.02.12 20:05sell155.0093.5160.0000.000
442013.02.12 20:05modify155.0093.51693.94693.456
452013.02.12 20:05close155.0093.52893.94693.456-6.4210209.80
462013.02.12 20:10sell165.0093.4830.0000.000
472013.02.12 20:10modify165.0093.48393.91393.423
482013.02.12 20:15sell175.0093.5360.0000.000
492013.02.12 20:15modify175.0093.53693.96693.476
502013.02.12 20:20sell185.0093.5060.0000.000
512013.02.12 20:20modify185.0093.50693.93693.446
522013.02.12 20:34t/p175.0093.47693.96693.47632.1010241.90
532013.02.12 20:45close185.0093.48193.93693.44613.3710255.27
542013.02.12 20:45close165.0093.48193.91393.4231.0710256.34
552013.02.13 08:05sell195.0093.0690.0000.000
562013.02.13 08:05modify195.0093.06993.49993.009
572013.02.13 08:10sell205.0093.1390.0000.000
582013.02.13 08:10modify205.0093.13993.56993.079
592013.02.13 08:30t/p205.0093.07993.56993.07932.2310288.57
602013.02.13 08:35close195.0093.07293.49993.009-1.6110286.96
612013.02.15 08:00sell215.0092.5740.0000.000
622013.02.15 08:00modify215.0092.57493.00492.514
632013.02.15 08:02close215.0092.53393.00492.51422.1510309.11
642013.02.15 19:40buy225.0093.5040.0000.000
652013.02.15 19:40modify225.0093.50493.07493.564
662013.02.15 19:45buy235.0093.4930.0000.000
672013.02.15 19:45modify235.0093.49393.06393.553
682013.02.15 19:55buy245.0093.4720.0000.000
692013.02.15 19:55modify245.0093.47293.04293.532
702013.02.15 20:02t/p245.0093.53293.04293.53232.0710341.18
712013.02.15 20:03close235.0093.54993.06393.55329.9310371.11
722013.02.15 20:03close225.0093.54993.07493.56424.0510395.16
732013.02.18 07:05buy255.0093.9820.0000.000
742013.02.18 07:05modify255.0093.98293.55294.042
752013.02.18 07:10buy265.0093.9620.0000.000
762013.02.18 07:10modify265.0093.96293.53294.022
772013.02.18 08:10close265.0093.94193.53294.022-11.1810383.98
782013.02.18 08:10close255.0093.94193.55294.042-21.8210362.16
792013.02.26 10:20sell275.0091.9490.0000.000
802013.02.26 10:20modify275.0091.94992.37991.889
812013.02.26 11:00close275.0092.01192.37991.889-33.6910328.47
822013.03.05 09:20sell285.0093.1350.0000.000
832013.03.05 09:20modify285.0093.13593.56593.075
842013.03.05 09:28close285.0093.09593.56593.07521.4810349.95
852013.03.08 19:15buy295.0095.9030.0000.000
862013.03.08 19:15modify295.0095.90395.47395.963
872013.03.08 19:16close295.0095.95495.47395.96326.5810376.53
882013.03.18 22:40buy305.0095.1600.0000.000
892013.03.18 22:40modify305.0095.16094.73095.220
902013.03.18 22:42close305.0095.21194.73095.22026.7810403.31
912013.03.18 22:45buy315.0095.1790.0000.000
922013.03.18 22:45modify315.0095.17994.74995.239
932013.03.18 22:47close315.0095.23394.74995.23928.3510431.66
942013.03.19 07:05buy325.0095.5620.0000.000
952013.03.19 07:05modify325.0095.56295.13295.622
962013.03.19 07:36close325.0095.61395.13295.62226.6710458.33
972013.04.05 12:45buy335.0096.8500.0000.000
982013.04.05 12:45modify335.0096.85096.42096.910
992013.04.05 12:48close335.0096.90196.42096.91026.3210484.65
1002013.04.08 14:40buy345.0098.4620.0000.000
1012013.04.08 14:40modify345.0098.46298.03298.522
1022013.04.08 14:44close345.0098.51398.03298.52225.8810510.53
1032013.04.15 09:30sell355.0098.6330.0000.000
1042013.04.15 09:30modify355.0098.63399.06398.573
1052013.04.15 09:35sell365.0098.6870.0000.000
1062013.04.15 09:35modify365.0098.68799.11798.627
1072013.04.15 09:40t/p365.0098.62799.11798.62730.4110540.94
1082013.04.15 09:55close355.0098.59199.06398.57321.3010562.24
1092013.04.16 08:10sell375.0097.0860.0000.000
1102013.04.16 08:10modify375.0097.08697.51697.026
1112013.04.16 08:11close375.0097.04597.51697.02621.1210583.36
1122013.04.19 21:40buy385.0099.1030.0000.000
1132013.04.19 21:40modify385.0099.10398.67399.163
1142013.04.19 21:41close385.0099.15498.67399.16325.7210609.08
1152013.04.22 14:10buy395.0099.7250.0000.000
1162013.04.22 14:10modify395.0099.72599.29599.785
1172013.04.22 14:55close395.0099.71099.29599.785-7.5210601.56
1182013.04.26 12:45sell405.0099.0830.0000.000
1192013.04.26 12:45modify405.0099.08399.51399.023
1202013.04.26 13:02close405.0099.04299.51399.02320.7010622.26
1212013.05.03 04:05buy415.0097.9620.0000.000
1222013.05.03 04:05modify415.0097.96297.53298.022
1232013.05.03 04:10buy425.0097.9000.0000.000
1242013.05.03 04:10modify425.0097.90097.47097.960
1252013.05.03 04:24t/p425.0097.96097.47097.96030.6210652.88
1262013.05.03 04:30close415.0097.95297.53298.022-5.1010647.78
1272013.05.10 08:20buy435.00100.5740.0000.000
1282013.05.10 08:20modify435.00100.574100.144100.634
1292013.05.10 08:25buy445.00100.5590.0000.000
1302013.05.10 08:25modify445.00100.559100.129100.619
1312013.05.10 08:29close445.00100.617100.129100.61928.8210676.60
1322013.05.10 08:29close435.00100.617100.144100.63421.3710697.97
1332013.05.23 20:15sell455.00101.7850.0000.000
1342013.05.23 20:15modify455.00101.785102.215101.725
1352013.05.23 20:15close455.00101.743102.215101.72520.6410718.61
1362013.05.28 18:30buy465.00102.0200.0000.000
1372013.05.28 18:30modify465.00102.020101.590102.080
1382013.05.28 18:50close465.00102.055101.590102.08017.1510735.76
1392013.06.04 04:10sell475.0099.4250.0000.000
1402013.06.04 04:10modify475.0099.42599.85599.365
1412013.06.04 04:15sell485.0099.4400.0000.000
1422013.06.04 04:15modify485.0099.44099.87099.380
1432013.06.04 04:18close485.0099.39199.87099.38024.6510760.41
1442013.06.04 04:18close475.0099.39199.85599.36517.1010777.51
1452013.06.07 06:55sell495.0097.3900.0000.000
1462013.06.07 06:55modify495.0097.39097.82097.330
1472013.06.07 07:00sell505.0097.4320.0000.000
1482013.06.07 07:00modify505.0097.43297.86297.372
1492013.06.07 07:01t/p505.0097.37297.86297.37230.8110808.32
1502013.06.07 07:02close495.0097.34997.82097.33021.0610829.38
1512013.06.10 10:10buy515.0097.7820.0000.000
1522013.06.10 10:10modify515.0097.78297.35297.842
1532013.06.10 10:16close515.0097.83397.35297.84226.0610855.44
1542013.06.10 21:45buy525.0098.5430.0000.000
1552013.06.10 21:45modify525.0098.54398.11398.603
1562013.06.10 21:47close525.0098.59498.11398.60325.8610881.30
1572013.06.13 18:00sell535.0094.3590.0000.000
1582013.06.13 18:00modify535.0094.35994.78994.299
1592013.06.13 18:05sell545.0094.3810.0000.000
1602013.06.13 18:05modify545.0094.38194.81194.321
1612013.06.13 18:07close545.0094.32994.81194.32127.5610908.86
1622013.06.13 18:07close535.0094.32994.78994.29915.9010924.76
1632013.06.28 15:10buy555.0098.7520.0000.000
1642013.06.28 15:10modify555.0098.75298.32298.812
1652013.06.28 15:45close555.0098.77398.32298.81210.6310935.39
1662013.06.29 04:00buy565.0099.1770.0000.000
1672013.06.29 04:00modify565.0099.17798.74799.237
1682013.06.29 04:07close565.0099.22898.74799.23725.7010961.09
1692013.07.05 12:20buy575.00100.2360.0000.000
1702013.07.05 12:20modify575.00100.23699.806100.296
1712013.07.05 12:25buy585.00100.2390.0000.000
1722013.07.05 12:25modify585.00100.23999.809100.299
1732013.07.05 12:50close585.00100.23399.809100.299-2.9910958.10
1742013.07.05 12:50close575.00100.23399.806100.296-1.5010956.60
1752013.07.08 10:45buy595.00101.2090.0000.000
1762013.07.08 10:45modify595.00101.209100.779101.269
1772013.07.08 11:21close595.00101.260100.779101.26925.1810981.78
1782013.07.18 18:40buy605.00100.0710.0000.000
1792013.07.18 18:40modify605.00100.07199.641100.131
1802013.07.18 18:45buy615.00100.0620.0000.000
1812013.07.18 18:45modify615.00100.06299.632100.122
1822013.07.18 19:02close615.00100.11999.632100.12228.4711010.25
1832013.07.18 19:02close605.00100.11999.641100.13123.9711034.22
1842013.07.23 04:00sell625.0099.5790.0000.000
1852013.07.23 04:00modify625.0099.579100.00999.519
1862013.07.23 04:05sell635.0099.6120.0000.000
1872013.07.23 04:05modify635.0099.612100.04299.552
1882013.07.23 04:10sell645.0099.6120.0000.000
1892013.07.23 04:10modify645.0099.612100.04299.552
1902013.07.23 04:24close645.0099.560100.04299.55226.1111060.33
1912013.07.23 04:24close635.0099.560100.04299.55226.1111086.44
1922013.07.23 04:24close625.0099.560100.00999.5199.5411095.98
1932013.07.27 04:00sell655.0098.1840.0000.000
1942013.07.27 04:00modify655.0098.18498.61498.124
1952013.07.27 04:05sell665.0098.2260.0000.000
1962013.07.27 04:05modify665.0098.22698.65698.166
1972013.07.27 04:45close665.0098.22098.65698.1663.0511099.03
1982013.07.27 04:45close655.0098.22098.61498.124-18.3311080.70
1992013.08.02 09:10buy675.0099.3850.0000.000
2002013.08.02 09:10modify675.0099.38598.95599.445
2012013.08.02 09:21close675.0099.43798.95599.44526.1511106.85
2022013.08.06 16:55buy685.0098.3990.0000.000
2032013.08.06 16:55modify685.0098.39997.96998.459
2042013.08.06 17:25close685.0098.37597.96998.459-12.2011094.65
2052013.08.07 12:20sell695.0097.4460.0000.000
2062013.08.07 12:20modify695.0097.44697.87697.386
2072013.08.07 12:33close695.0097.40597.87697.38621.0511115.70
2082013.08.09 10:15buy705.0096.6220.0000.000
2092013.08.09 10:15modify705.0096.62296.19296.682
2102013.08.09 10:26close705.0096.67396.19296.68226.3811142.08
2112013.08.20 17:50sell715.0097.2730.0000.000
2122013.08.20 17:50modify715.0097.27397.70397.213
2132013.08.20 17:52close715.0097.23297.70397.21321.0811163.16
2142013.08.20 18:10sell725.0097.3280.0000.000
2152013.08.20 18:10modify725.0097.32897.75897.268
2162013.08.20 18:13close725.0097.28797.75897.26821.0711184.23
2172013.08.27 11:25sell735.0098.3180.0000.000
2182013.08.27 11:25modify735.0098.31898.74898.258
2192013.08.27 11:30sell745.0098.3170.0000.000
2202013.08.27 11:30modify745.0098.31798.74798.257
2212013.08.27 12:10close745.0098.30998.74798.2574.0711188.30
2222013.08.27 12:10close735.0098.30998.74898.2584.5811192.88
2232013.08.28 07:35sell755.0097.1450.0000.000
2242013.08.28 07:35modify755.0097.14597.57597.085
2252013.08.28 07:40sell765.0097.1680.0000.000
2262013.08.28 07:40modify765.0097.16897.59897.108
2272013.08.28 07:45sell775.0097.1670.0000.000
2282013.08.28 07:45modify775.0097.16797.59797.107
2292013.08.28 07:57close775.0097.12097.59797.10724.2011217.08
2302013.08.28 07:57close765.0097.12097.59897.10824.7111241.79
2312013.08.28 07:57close755.0097.12097.57597.08512.8711254.66
2322013.09.02 22:55buy785.0099.1770.0000.000
2332013.09.02 22:55modify785.0099.17798.74799.237
2342013.09.02 23:20close785.0099.18998.74799.2376.0511260.71