Strategy Tester Report
genesis_Debug
FXTrade-Demo (Build 509)
| 通貨ペア | USDJPY (US Dollar vs Japanese Yen) | ||||
| 期間 | 4時間足(H4) 2013.03.01 00:00 - 2013.09.12 22:00 (2013.03.01 - 2013.09.13) | ||||
| 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=1; Slippage=4; | ||||
| テストバー数 | 1849 | モデルティック数 | 11942002 | モデリング品質 | 90.00% |
| 不整合チャートエラー | 96 | ||||
| 初期証拠金 | 10000.00 | ||||
| 総損益 | 2167.24 | 総利益 | 3514.03 | 総損失 | -1346.79 |
| プロフィットファクター | 2.61 | 期待利得 | 30.52 | ||
| 絶対ドローダウン | 12.98 | 最大ドローダウン | 348.28 (3.05%) | 相対ドローダウン | 3.05% (348.28) |
| 総取引数 | 71 | ショートポジション(勝率%） | 34 (41.18%) | ロングポジション(勝率%） | 37 (35.14%) |
| 勝率(%) | 27 (38.03%) | 負率 (%) | 44 (61.97%) | ||
| 最大 | 勝トレード | 455.51 | 負トレード | -136.39 | |
| 平均 | 勝トレード | 130.15 | 負トレード | -30.61 | |
| 最大 | 連勝(金額) | 3 (386.32) | 連敗(金額) | 5 (-143.65) | |
| 最大化 | 連勝(トレード数) | 602.00 (2) | 連敗(トレード数) | -143.65 (5) | |
| 平均 | 連勝 | 1 | 連敗 | 2 | |
| # | 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 |
| 1 | 2013.03.01 00:00 | buy | 1 | 1.00 | 92.551 | 0.000 | 0.000 | ||
| 2 | 2013.03.05 00:00 | close | 1 | 1.00 | 93.474 | 0.000 | 0.000 | 98.74 | 10098.74 |
| 3 | 2013.03.06 04:00 | sell | 2 | 1.00 | 93.076 | 0.000 | 0.000 | ||
| 4 | 2013.03.06 12:00 | close | 2 | 1.00 | 93.432 | 0.000 | 0.000 | -38.10 | 10060.64 |
| 5 | 2013.03.06 16:00 | buy | 3 | 1.00 | 93.493 | 0.000 | 0.000 | ||
| 6 | 2013.03.11 12:00 | close | 3 | 1.00 | 96.078 | 0.000 | 0.000 | 269.05 | 10329.69 |
| 7 | 2013.03.13 08:00 | sell | 4 | 1.00 | 95.728 | 0.000 | 0.000 | ||
| 8 | 2013.03.14 00:00 | close | 4 | 1.00 | 96.117 | 0.000 | 0.000 | -40.47 | 10289.22 |
| 9 | 2013.03.14 12:00 | buy | 5 | 1.00 | 96.419 | 0.000 | 0.000 | ||
| 10 | 2013.03.14 20:00 | close | 5 | 1.00 | 95.824 | 0.000 | 0.000 | -62.09 | 10227.13 |
| 11 | 2013.03.15 20:00 | sell | 6 | 1.00 | 95.314 | 0.000 | 0.000 | ||
| 12 | 2013.03.19 00:00 | close | 6 | 1.00 | 95.203 | 0.000 | 0.000 | 11.66 | 10238.79 |
| 13 | 2013.03.20 04:00 | sell | 7 | 1.00 | 94.907 | 0.000 | 0.000 | ||
| 14 | 2013.03.20 12:00 | close | 7 | 1.00 | 95.365 | 0.000 | 0.000 | -48.03 | 10190.76 |
| 15 | 2013.03.20 16:00 | buy | 8 | 1.00 | 95.537 | 0.000 | 0.000 | ||
| 16 | 2013.03.21 16:00 | close | 8 | 1.00 | 95.224 | 0.000 | 0.000 | -32.87 | 10157.89 |
| 17 | 2013.03.21 20:00 | sell | 9 | 1.00 | 95.098 | 0.000 | 0.000 | ||
| 18 | 2013.03.28 22:00 | close | 9 | 1.00 | 94.287 | 0.000 | 0.000 | 86.01 | 10243.90 |
| 19 | 2013.04.01 15:00 | sell | 10 | 1.00 | 93.869 | 0.000 | 0.000 | ||
| 20 | 2013.04.02 22:00 | close | 10 | 1.00 | 93.213 | 0.000 | 0.000 | 70.38 | 10314.28 |
| 21 | 2013.04.04 04:00 | sell | 11 | 1.00 | 92.859 | 0.000 | 0.000 | ||
| 22 | 2013.04.04 14:00 | buy | 12 | 1.00 | 94.143 | 0.000 | 0.000 | ||
| 23 | 2013.04.04 14:00 | close | 11 | 1.00 | 94.143 | 0.000 | 0.000 | -136.39 | 10177.89 |
| 24 | 2013.04.08 19:00 | close | 12 | 1.00 | 98.636 | 0.000 | 0.000 | 455.51 | 10633.40 |
| 25 | 2013.04.12 18:00 | sell | 13 | 1.00 | 99.115 | 0.000 | 0.000 | ||
| 26 | 2013.04.16 18:00 | close | 13 | 1.00 | 97.684 | 0.000 | 0.000 | 146.49 | 10779.89 |
| 27 | 2013.04.17 14:00 | buy | 14 | 1.00 | 98.378 | 0.000 | 0.000 | ||
| 28 | 2013.04.17 22:00 | close | 14 | 1.00 | 98.034 | 0.000 | 0.000 | -35.09 | 10744.80 |
| 29 | 2013.04.18 14:00 | buy | 15 | 1.00 | 98.149 | 0.000 | 0.000 | ||
| 30 | 2013.04.23 00:00 | close | 15 | 1.00 | 99.283 | 0.000 | 0.000 | 114.22 | 10859.02 |
| 31 | 2013.04.23 14:00 | sell | 16 | 1.00 | 98.786 | 0.000 | 0.000 | ||
| 32 | 2013.04.24 00:00 | close | 16 | 1.00 | 99.361 | 0.000 | 0.000 | -57.87 | 10801.15 |
| 33 | 2013.04.24 10:00 | buy | 17 | 1.00 | 99.583 | 0.000 | 0.000 | ||
| 34 | 2013.04.25 00:00 | close | 17 | 1.00 | 99.377 | 0.000 | 0.000 | -20.73 | 10780.42 |
| 35 | 2013.04.25 04:00 | buy | 18 | 1.00 | 99.510 | 0.000 | 0.000 | ||
| 36 | 2013.04.25 14:00 | close | 18 | 1.00 | 99.276 | 0.000 | 0.000 | -23.57 | 10756.85 |
| 37 | 2013.04.25 22:00 | sell | 19 | 1.00 | 99.155 | 0.000 | 0.000 | ||
| 38 | 2013.04.26 00:00 | close | 19 | 1.00 | 99.491 | 0.000 | 0.000 | -33.77 | 10723.07 |
| 39 | 2013.04.26 10:00 | sell | 20 | 1.00 | 99.181 | 0.000 | 0.000 | ||
| 40 | 2013.04.30 00:00 | close | 20 | 1.00 | 98.159 | 0.000 | 0.000 | 104.12 | 10827.19 |
| 41 | 2013.05.01 00:00 | sell | 21 | 1.00 | 97.399 | 0.000 | 0.000 | ||
| 42 | 2013.05.01 18:00 | close | 21 | 1.00 | 97.609 | 0.000 | 0.000 | -21.51 | 10805.68 |
| 43 | 2013.05.02 22:00 | buy | 22 | 1.00 | 98.070 | 0.000 | 0.000 | ||
| 44 | 2013.05.07 10:00 | close | 22 | 1.00 | 99.195 | 0.000 | 0.000 | 113.41 | 10919.10 |
| 45 | 2013.05.08 10:00 | sell | 23 | 1.00 | 98.880 | 0.000 | 0.000 | ||
| 46 | 2013.05.08 14:00 | close | 23 | 1.00 | 98.981 | 0.000 | 0.000 | -10.20 | 10908.90 |
| 47 | 2013.05.08 18:00 | sell | 24 | 1.00 | 98.839 | 0.000 | 0.000 | ||
| 48 | 2013.05.10 00:00 | buy | 25 | 1.00 | 99.308 | 0.000 | 0.000 | ||
| 49 | 2013.05.10 00:00 | close | 24 | 1.00 | 99.308 | 0.000 | 0.000 | -47.23 | 10861.66 |
| 50 | 2013.05.13 15:00 | close | 25 | 1.00 | 101.603 | 0.000 | 0.000 | 225.88 | 11087.54 |
| 51 | 2013.05.15 18:00 | buy | 26 | 1.00 | 102.448 | 0.000 | 0.000 | ||
| 52 | 2013.05.16 00:00 | close | 26 | 1.00 | 102.431 | 0.000 | 0.000 | -1.66 | 11085.88 |
| 53 | 2013.05.18 00:00 | buy | 27 | 1.00 | 102.983 | 0.000 | 0.000 | ||
| 54 | 2013.05.20 19:00 | close | 27 | 1.00 | 102.621 | 0.000 | 0.000 | -35.28 | 11050.60 |
| 55 | 2013.05.21 04:00 | sell | 28 | 1.00 | 102.268 | 0.000 | 0.000 | ||
| 56 | 2013.05.21 14:00 | close | 28 | 1.00 | 102.493 | 0.000 | 0.000 | -21.95 | 11028.65 |
| 57 | 2013.05.22 22:00 | buy | 29 | 1.00 | 102.971 | 0.000 | 0.000 | ||
| 58 | 2013.05.23 14:00 | close | 29 | 1.00 | 102.707 | 0.000 | 0.000 | -25.70 | 11002.95 |
| 59 | 2013.05.23 18:00 | sell | 30 | 1.00 | 101.128 | 0.000 | 0.000 | ||
| 60 | 2013.05.28 04:00 | close | 30 | 1.00 | 101.087 | 0.000 | 0.000 | 4.06 | 11007.01 |
| 61 | 2013.05.28 14:00 | buy | 31 | 1.00 | 101.962 | 0.000 | 0.000 | ||
| 62 | 2013.05.29 18:00 | close | 31 | 1.00 | 101.591 | 0.000 | 0.000 | -36.52 | 10970.49 |
| 63 | 2013.05.29 22:00 | sell | 32 | 1.00 | 101.246 | 0.000 | 0.000 | ||
| 64 | 2013.05.31 10:00 | close | 32 | 1.00 | 101.257 | 0.000 | 0.000 | -1.09 | 10969.40 |
| 65 | 2013.05.31 18:00 | sell | 33 | 1.00 | 100.431 | 0.000 | 0.000 | ||
| 66 | 2013.06.04 18:00 | close | 33 | 1.00 | 100.307 | 0.000 | 0.000 | 12.36 | 10981.76 |
| 67 | 2013.06.06 00:00 | sell | 34 | 1.00 | 99.250 | 0.000 | 0.000 | ||
| 68 | 2013.06.08 00:00 | close | 34 | 1.00 | 97.373 | 0.000 | 0.000 | 192.76 | 11174.52 |
| 69 | 2013.06.10 19:00 | buy | 35 | 1.00 | 98.706 | 0.000 | 0.000 | ||
| 70 | 2013.06.11 14:00 | close | 35 | 1.00 | 98.204 | 0.000 | 0.000 | -51.12 | 11123.40 |
| 71 | 2013.06.11 18:00 | sell | 36 | 1.00 | 97.618 | 0.000 | 0.000 | ||
| 72 | 2013.06.14 04:00 | close | 36 | 1.00 | 94.867 | 0.000 | 0.000 | 289.98 | 11413.37 |
| 73 | 2013.06.18 18:00 | buy | 37 | 1.00 | 95.167 | 0.000 | 0.000 | ||
| 74 | 2013.06.19 18:00 | close | 37 | 1.00 | 94.972 | 0.000 | 0.000 | -20.53 | 11392.84 |
| 75 | 2013.06.20 04:00 | buy | 38 | 1.00 | 96.437 | 0.000 | 0.000 | ||
| 76 | 2013.06.21 14:00 | close | 38 | 1.00 | 97.635 | 0.000 | 0.000 | 122.70 | 11515.54 |
| 77 | 2013.06.25 14:00 | sell | 39 | 1.00 | 97.559 | 0.000 | 0.000 | ||
| 78 | 2013.06.26 00:00 | close | 39 | 1.00 | 97.750 | 0.000 | 0.000 | -19.54 | 11496.00 |
| 79 | 2013.06.26 10:00 | buy | 40 | 1.00 | 98.079 | 0.000 | 0.000 | ||
| 80 | 2013.06.26 14:00 | close | 40 | 1.00 | 97.723 | 0.000 | 0.000 | -36.43 | 11459.57 |
| 81 | 2013.06.27 18:00 | buy | 41 | 1.00 | 98.147 | 0.000 | 0.000 | ||
| 82 | 2013.07.02 10:00 | close | 41 | 1.00 | 99.575 | 0.000 | 0.000 | 143.41 | 11602.98 |
| 83 | 2013.07.02 22:00 | buy | 42 | 1.00 | 100.270 | 0.000 | 0.000 | ||
| 84 | 2013.07.03 18:00 | close | 42 | 1.00 | 99.674 | 0.000 | 0.000 | -59.79 | 11543.19 |
| 85 | 2013.07.03 22:00 | sell | 43 | 1.00 | 99.636 | 0.000 | 0.000 | ||
| 86 | 2013.07.04 04:00 | close | 43 | 1.00 | 99.908 | 0.000 | 0.000 | -27.23 | 11515.96 |
| 87 | 2013.07.04 14:00 | sell | 44 | 1.00 | 99.877 | 0.000 | 0.000 | ||
| 88 | 2013.07.04 22:00 | close | 44 | 1.00 | 100.122 | 0.000 | 0.000 | -24.47 | 11491.49 |
| 89 | 2013.07.05 10:00 | buy | 45 | 1.00 | 100.314 | 0.000 | 0.000 | ||
| 90 | 2013.07.05 18:00 | close | 45 | 1.00 | 100.019 | 0.000 | 0.000 | -29.49 | 11462.00 |
| 91 | 2013.07.05 22:00 | buy | 46 | 1.00 | 101.072 | 0.000 | 0.000 | ||
| 92 | 2013.07.08 23:00 | close | 46 | 1.00 | 101.045 | 0.000 | 0.000 | -2.67 | 11459.33 |
| 93 | 2013.07.10 14:00 | sell | 47 | 1.00 | 100.625 | 0.000 | 0.000 | ||
| 94 | 2013.07.12 14:00 | close | 47 | 1.00 | 99.030 | 0.000 | 0.000 | 161.06 | 11620.39 |
| 95 | 2013.07.15 19:00 | buy | 48 | 1.00 | 99.783 | 0.000 | 0.000 | ||
| 96 | 2013.07.16 18:00 | close | 48 | 1.00 | 99.621 | 0.000 | 0.000 | -16.26 | 11604.13 |
| 97 | 2013.07.17 00:00 | sell | 49 | 1.00 | 99.285 | 0.000 | 0.000 | ||
| 98 | 2013.07.17 18:00 | close | 49 | 1.00 | 99.655 | 0.000 | 0.000 | -37.13 | 11567.00 |
| 99 | 2013.07.18 14:00 | buy | 50 | 1.00 | 100.114 | 0.000 | 0.000 | ||
| 100 | 2013.07.19 18:00 | close | 50 | 1.00 | 100.248 | 0.000 | 0.000 | 13.37 | 11580.37 |
| 101 | 2013.07.22 15:00 | sell | 51 | 1.00 | 99.970 | 0.000 | 0.000 | ||
| 102 | 2013.07.23 22:00 | close | 51 | 1.00 | 100.053 | 0.000 | 0.000 | -8.30 | 11572.07 |
| 103 | 2013.07.24 10:00 | sell | 52 | 1.00 | 99.533 | 0.000 | 0.000 | ||
| 104 | 2013.07.24 14:00 | close | 52 | 1.00 | 99.681 | 0.000 | 0.000 | -14.85 | 11557.22 |
| 105 | 2013.07.24 18:00 | buy | 53 | 1.00 | 100.140 | 0.000 | 0.000 | ||
| 106 | 2013.07.25 18:00 | close | 53 | 1.00 | 100.011 | 0.000 | 0.000 | -12.90 | 11544.32 |
| 107 | 2013.07.25 22:00 | sell | 54 | 1.00 | 99.677 | 0.000 | 0.000 | ||
| 108 | 2013.07.30 04:00 | close | 54 | 1.00 | 97.884 | 0.000 | 0.000 | 183.18 | 11727.50 |
| 109 | 2013.07.31 22:00 | buy | 55 | 1.00 | 98.247 | 0.000 | 0.000 | ||
| 110 | 2013.08.01 04:00 | close | 55 | 1.00 | 97.731 | 0.000 | 0.000 | -52.80 | 11674.70 |
| 111 | 2013.08.01 14:00 | buy | 56 | 1.00 | 98.332 | 0.000 | 0.000 | ||
| 112 | 2013.08.03 00:00 | close | 56 | 1.00 | 98.758 | 0.000 | 0.000 | 43.14 | 11717.84 |
| 113 | 2013.08.05 15:00 | sell | 57 | 1.00 | 98.576 | 0.000 | 0.000 | ||
| 114 | 2013.08.09 04:00 | close | 57 | 1.00 | 96.536 | 0.000 | 0.000 | 211.32 | 11929.16 |
| 115 | 2013.08.12 19:00 | buy | 58 | 1.00 | 96.764 | 0.000 | 0.000 | ||
| 116 | 2013.08.15 00:00 | close | 58 | 1.00 | 98.057 | 0.000 | 0.000 | 131.86 | 12061.02 |
| 117 | 2013.08.16 04:00 | sell | 59 | 1.00 | 97.385 | 0.000 | 0.000 | ||
| 118 | 2013.08.19 07:00 | close | 59 | 1.00 | 97.638 | 0.000 | 0.000 | -25.91 | 12035.11 |
| 119 | 2013.08.19 23:00 | buy | 60 | 1.00 | 98.080 | 0.000 | 0.000 | ||
| 120 | 2013.08.20 04:00 | close | 60 | 1.00 | 97.581 | 0.000 | 0.000 | -51.14 | 11983.97 |
| 121 | 2013.08.20 18:00 | sell | 61 | 1.00 | 97.253 | 0.000 | 0.000 | ||
| 122 | 2013.08.21 14:00 | close | 61 | 1.00 | 97.499 | 0.000 | 0.000 | -25.23 | 11958.74 |
| 123 | 2013.08.22 00:00 | buy | 62 | 1.00 | 97.677 | 0.000 | 0.000 | ||
| 124 | 2013.08.24 00:00 | close | 62 | 1.00 | 98.481 | 0.000 | 0.000 | 81.64 | 12040.38 |
| 125 | 2013.08.27 10:00 | sell | 63 | 1.00 | 98.114 | 0.000 | 0.000 | ||
| 126 | 2013.08.28 22:00 | close | 63 | 1.00 | 97.503 | 0.000 | 0.000 | 62.66 | 12103.04 |
| 127 | 2013.08.29 18:00 | buy | 64 | 1.00 | 98.110 | 0.000 | 0.000 | ||
| 128 | 2013.08.30 18:00 | close | 64 | 1.00 | 98.080 | 0.000 | 0.000 | -3.06 | 12099.98 |
| 129 | 2013.09.02 11:00 | buy | 65 | 1.00 | 98.518 | 0.000 | 0.000 | ||
| 130 | 2013.09.04 18:00 | close | 65 | 1.00 | 99.579 | 0.000 | 0.000 | 106.55 | 12206.53 |
| 131 | 2013.09.05 14:00 | buy | 66 | 1.00 | 99.889 | 0.000 | 0.000 | ||
| 132 | 2013.09.05 22:00 | close | 66 | 1.00 | 99.799 | 0.000 | 0.000 | -9.02 | 12197.51 |
| 133 | 2013.09.06 04:00 | buy | 67 | 1.00 | 100.136 | 0.000 | 0.000 | ||
| 134 | 2013.09.06 10:00 | close | 67 | 1.00 | 99.888 | 0.000 | 0.000 | -24.83 | 12172.68 |
| 135 | 2013.09.06 22:00 | sell | 68 | 1.00 | 99.203 | 0.000 | 0.000 | ||
| 136 | 2013.09.09 11:00 | close | 68 | 1.00 | 99.707 | 0.000 | 0.000 | -50.55 | 12122.13 |
| 137 | 2013.09.10 10:00 | buy | 69 | 1.00 | 99.655 | 0.000 | 0.000 | ||
| 138 | 2013.09.10 14:00 | close | 69 | 1.00 | 99.625 | 0.000 | 0.000 | -3.01 | 12119.12 |
| 139 | 2013.09.10 18:00 | buy | 70 | 1.00 | 100.080 | 0.000 | 0.000 | ||
| 140 | 2013.09.12 00:00 | close | 70 | 1.00 | 99.976 | 0.000 | 0.000 | -10.40 | 12108.72 |
| 141 | 2013.09.12 10:00 | sell | 71 | 1.00 | 99.695 | 0.000 | 0.000 | ||
| 142 | 2013.09.12 23:59 | close at stop | 71 | 1.00 | 99.115 | 0.000 | 0.000 | 58.52 | 12167.24 |