Strategy Tester Report
Turtle_V1.01
FXTrade-Demo (Build 509)
| 通貨ペア | USDJPY (US Dollar vs Japanese Yen) | ||||
| 期間 | 4時間足(H4) 2013.07.01 07:00 - 2013.09.19 22:00 (2013.07.01 - 2013.09.20) | ||||
| 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 | Lots=1; Slippage=4; TP=25; SL=30; | ||||
| テストバー数 | 1366 | モデルティック数 | 4403884 | モデリング品質 | 90.00% |
| 不整合チャートエラー | 48 | ||||
| 初期証拠金 | 10000.00 | ||||
| 総損益 | 243.52 | 総利益 | 580.32 | 総損失 | -336.80 |
| プロフィットファクター | 1.72 | 期待利得 | 6.76 | ||
| 絶対ドローダウン | 44.60 | 最大ドローダウン | 124.34 (1.21%) | 相対ドローダウン | 1.21% (124.34) |
| 総取引数 | 36 | ショートポジション(勝率%） | 16 (81.25%) | ロングポジション(勝率%） | 20 (50.00%) |
| 勝率(%) | 23 (63.89%) | 負率 (%) | 13 (36.11%) | ||
| 最大 | 勝トレード | 25.77 | 負トレード | -31.10 | |
| 平均 | 勝トレード | 25.23 | 負トレード | -25.91 | |
| 最大 | 連勝(金額) | 5 (127.58) | 連敗(金額) | 3 (-81.79) | |
| 最大化 | 連勝(トレード数) | 127.58 (5) | 連敗(トレード数) | -81.79 (3) | |
| 平均 | 連勝 | 2 | 連敗 | 1 | |
| # | 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 | 2013.07.02 22:00 | buy | 1 | 1.00 | 100.270 | 0.000 | 0.000 | ||
| 2 | 2013.07.02 22:00 | modify | 1 | 1.00 | 100.270 | 99.970 | 100.520 | ||
| 3 | 2013.07.03 01:12 | t/p | 1 | 1.00 | 100.520 | 99.970 | 100.520 | 24.87 | 10024.87 |
| 4 | 2013.07.03 22:00 | sell | 2 | 1.00 | 99.636 | 0.000 | 0.000 | ||
| 5 | 2013.07.03 22:00 | modify | 2 | 1.00 | 99.636 | 99.936 | 99.386 | ||
| 6 | 2013.07.04 01:12 | s/l | 2 | 1.00 | 99.936 | 99.936 | 99.386 | -30.02 | 9994.85 |
| 7 | 2013.07.04 14:00 | sell | 3 | 1.00 | 99.877 | 0.000 | 0.000 | ||
| 8 | 2013.07.04 14:00 | modify | 3 | 1.00 | 99.877 | 100.177 | 99.627 | ||
| 9 | 2013.07.04 15:34 | t/p | 3 | 1.00 | 99.627 | 100.177 | 99.627 | 25.09 | 10019.94 |
| 10 | 2013.07.05 10:00 | buy | 4 | 1.00 | 100.314 | 0.000 | 0.000 | ||
| 11 | 2013.07.05 10:00 | modify | 4 | 1.00 | 100.314 | 100.014 | 100.564 | ||
| 12 | 2013.07.05 17:31 | s/l | 4 | 1.00 | 100.014 | 100.014 | 100.564 | -30.00 | 9989.94 |
| 13 | 2013.07.05 22:00 | buy | 5 | 1.00 | 101.072 | 0.000 | 0.000 | ||
| 14 | 2013.07.05 22:00 | modify | 5 | 1.00 | 101.072 | 100.772 | 101.322 | ||
| 15 | 2013.07.05 22:34 | s/l | 5 | 1.00 | 100.772 | 100.772 | 101.322 | -29.77 | 9960.17 |
| 16 | 2013.07.10 14:00 | sell | 6 | 1.00 | 100.625 | 0.000 | 0.000 | ||
| 17 | 2013.07.10 14:00 | modify | 6 | 1.00 | 100.625 | 100.925 | 100.375 | ||
| 18 | 2013.07.10 14:14 | t/p | 6 | 1.00 | 100.375 | 100.925 | 100.375 | 24.91 | 9985.08 |
| 19 | 2013.07.15 19:00 | buy | 7 | 1.00 | 99.783 | 0.000 | 0.000 | ||
| 20 | 2013.07.15 19:00 | modify | 7 | 1.00 | 99.783 | 99.483 | 100.033 | ||
| 21 | 2013.07.15 19:52 | t/p | 7 | 1.00 | 100.033 | 99.483 | 100.033 | 24.99 | 10010.07 |
| 22 | 2013.07.17 00:00 | sell | 8 | 1.00 | 99.285 | 0.000 | 0.000 | ||
| 23 | 2013.07.17 00:00 | modify | 8 | 1.00 | 99.285 | 99.585 | 99.035 | ||
| 24 | 2013.07.17 04:43 | t/p | 8 | 1.00 | 99.035 | 99.585 | 99.035 | 25.24 | 10035.31 |
| 25 | 2013.07.18 14:00 | buy | 9 | 1.00 | 100.114 | 0.000 | 0.000 | ||
| 26 | 2013.07.18 14:00 | modify | 9 | 1.00 | 100.114 | 99.814 | 100.364 | ||
| 27 | 2013.07.18 21:30 | t/p | 9 | 1.00 | 100.364 | 99.814 | 100.364 | 24.91 | 10060.22 |
| 28 | 2013.07.22 15:00 | sell | 10 | 1.00 | 99.970 | 0.000 | 0.000 | ||
| 29 | 2013.07.22 15:00 | modify | 10 | 1.00 | 99.970 | 100.270 | 99.720 | ||
| 30 | 2013.07.22 22:45 | t/p | 10 | 1.00 | 99.720 | 100.270 | 99.720 | 25.07 | 10085.29 |
| 31 | 2013.07.24 10:00 | sell | 11 | 1.00 | 99.533 | 0.000 | 0.000 | ||
| 32 | 2013.07.24 10:00 | modify | 11 | 1.00 | 99.533 | 99.833 | 99.283 | ||
| 33 | 2013.07.24 14:00 | close | 11 | 1.00 | 99.681 | 99.833 | 99.283 | -14.85 | 10070.44 |
| 34 | 2013.07.24 18:00 | buy | 12 | 1.00 | 100.140 | 0.000 | 0.000 | ||
| 35 | 2013.07.24 18:00 | modify | 12 | 1.00 | 100.140 | 99.840 | 100.390 | ||
| 36 | 2013.07.24 23:01 | t/p | 12 | 1.00 | 100.390 | 99.840 | 100.390 | 24.90 | 10095.34 |
| 37 | 2013.07.25 22:00 | sell | 13 | 1.00 | 99.677 | 0.000 | 0.000 | ||
| 38 | 2013.07.25 22:00 | modify | 13 | 1.00 | 99.677 | 99.977 | 99.427 | ||
| 39 | 2013.07.26 04:09 | t/p | 13 | 1.00 | 99.427 | 99.977 | 99.427 | 25.14 | 10120.48 |
| 40 | 2013.07.31 22:00 | buy | 14 | 1.00 | 98.247 | 0.000 | 0.000 | ||
| 41 | 2013.07.31 22:00 | modify | 14 | 1.00 | 98.247 | 97.947 | 98.497 | ||
| 42 | 2013.08.01 03:00 | s/l | 14 | 1.00 | 97.947 | 97.947 | 98.497 | -30.63 | 10089.85 |
| 43 | 2013.08.01 14:00 | buy | 15 | 1.00 | 98.332 | 0.000 | 0.000 | ||
| 44 | 2013.08.01 14:00 | modify | 15 | 1.00 | 98.332 | 98.032 | 98.582 | ||
| 45 | 2013.08.01 15:46 | t/p | 15 | 1.00 | 98.582 | 98.032 | 98.582 | 25.36 | 10115.21 |
| 46 | 2013.08.05 15:00 | sell | 16 | 1.00 | 98.576 | 0.000 | 0.000 | ||
| 47 | 2013.08.05 15:00 | modify | 16 | 1.00 | 98.576 | 98.876 | 98.326 | ||
| 48 | 2013.08.05 16:12 | t/p | 16 | 1.00 | 98.326 | 98.876 | 98.326 | 25.43 | 10140.64 |
| 49 | 2013.08.12 19:00 | buy | 17 | 1.00 | 96.764 | 0.000 | 0.000 | ||
| 50 | 2013.08.12 19:00 | modify | 17 | 1.00 | 96.764 | 96.464 | 97.014 | ||
| 51 | 2013.08.13 00:40 | s/l | 17 | 1.00 | 96.464 | 96.464 | 97.014 | -31.10 | 10109.54 |
| 52 | 2013.08.16 04:00 | sell | 18 | 1.00 | 97.385 | 0.000 | 0.000 | ||
| 53 | 2013.08.16 04:00 | modify | 18 | 1.00 | 97.385 | 97.685 | 97.135 | ||
| 54 | 2013.08.16 05:03 | t/p | 18 | 1.00 | 97.135 | 97.685 | 97.135 | 25.74 | 10135.28 |
| 55 | 2013.08.19 23:00 | buy | 19 | 1.00 | 98.080 | 0.000 | 0.000 | ||
| 56 | 2013.08.19 23:00 | modify | 19 | 1.00 | 98.080 | 97.780 | 98.330 | ||
| 57 | 2013.08.20 02:34 | s/l | 19 | 1.00 | 97.780 | 97.780 | 98.330 | -30.68 | 10104.60 |
| 58 | 2013.08.20 18:00 | sell | 20 | 1.00 | 97.253 | 0.000 | 0.000 | ||
| 59 | 2013.08.20 18:00 | modify | 20 | 1.00 | 97.253 | 97.553 | 97.003 | ||
| 60 | 2013.08.20 23:01 | t/p | 20 | 1.00 | 97.003 | 97.553 | 97.003 | 25.77 | 10130.37 |
| 61 | 2013.08.22 00:00 | buy | 21 | 1.00 | 97.677 | 0.000 | 0.000 | ||
| 62 | 2013.08.22 00:00 | modify | 21 | 1.00 | 97.677 | 97.377 | 97.927 | ||
| 63 | 2013.08.22 03:05 | t/p | 21 | 1.00 | 97.927 | 97.377 | 97.927 | 25.53 | 10155.90 |
| 64 | 2013.08.27 10:00 | sell | 22 | 1.00 | 98.114 | 0.000 | 0.000 | ||
| 65 | 2013.08.27 10:00 | modify | 22 | 1.00 | 98.114 | 98.414 | 97.864 | ||
| 66 | 2013.08.27 16:49 | t/p | 22 | 1.00 | 97.864 | 98.414 | 97.864 | 25.55 | 10181.45 |
| 67 | 2013.08.29 18:00 | buy | 23 | 1.00 | 98.110 | 0.000 | 0.000 | ||
| 68 | 2013.08.29 18:00 | modify | 23 | 1.00 | 98.110 | 97.810 | 98.360 | ||
| 69 | 2013.08.29 21:30 | t/p | 23 | 1.00 | 98.360 | 97.810 | 98.360 | 25.42 | 10206.87 |
| 70 | 2013.09.02 11:00 | buy | 24 | 1.00 | 98.518 | 0.000 | 0.000 | ||
| 71 | 2013.09.02 11:00 | modify | 24 | 1.00 | 98.518 | 98.218 | 98.768 | ||
| 72 | 2013.09.02 15:42 | t/p | 24 | 1.00 | 98.768 | 98.218 | 98.768 | 25.31 | 10232.18 |
| 73 | 2013.09.05 14:00 | buy | 25 | 1.00 | 99.889 | 0.000 | 0.000 | ||
| 74 | 2013.09.05 14:00 | modify | 25 | 1.00 | 99.889 | 99.589 | 100.139 | ||
| 75 | 2013.09.05 15:46 | s/l | 25 | 1.00 | 99.589 | 99.589 | 100.139 | -30.12 | 10202.06 |
| 76 | 2013.09.06 04:00 | buy | 26 | 1.00 | 100.136 | 0.000 | 0.000 | ||
| 77 | 2013.09.06 04:00 | modify | 26 | 1.00 | 100.136 | 99.836 | 100.386 | ||
| 78 | 2013.09.06 10:00 | close | 26 | 1.00 | 99.888 | 99.836 | 100.386 | -24.83 | 10177.23 |
| 79 | 2013.09.06 22:00 | sell | 27 | 1.00 | 99.203 | 0.000 | 0.000 | ||
| 80 | 2013.09.06 22:00 | modify | 27 | 1.00 | 99.203 | 99.503 | 98.953 | ||
| 81 | 2013.09.06 22:42 | t/p | 27 | 1.00 | 98.953 | 99.503 | 98.953 | 25.26 | 10202.49 |
| 82 | 2013.09.10 10:00 | buy | 28 | 1.00 | 99.655 | 0.000 | 0.000 | ||
| 83 | 2013.09.10 10:00 | modify | 28 | 1.00 | 99.655 | 99.355 | 99.905 | ||
| 84 | 2013.09.10 14:00 | close | 28 | 1.00 | 99.625 | 99.355 | 99.905 | -3.01 | 10199.48 |
| 85 | 2013.09.10 18:00 | buy | 29 | 1.00 | 100.080 | 0.000 | 0.000 | ||
| 86 | 2013.09.10 18:00 | modify | 29 | 1.00 | 100.080 | 99.780 | 100.330 | ||
| 87 | 2013.09.10 20:28 | t/p | 29 | 1.00 | 100.330 | 99.780 | 100.330 | 24.92 | 10224.40 |
| 88 | 2013.09.12 10:00 | sell | 30 | 1.00 | 99.695 | 0.000 | 0.000 | ||
| 89 | 2013.09.12 10:00 | modify | 30 | 1.00 | 99.695 | 99.995 | 99.445 | ||
| 90 | 2013.09.12 10:45 | t/p | 30 | 1.00 | 99.445 | 99.995 | 99.445 | 25.14 | 10249.54 |
| 91 | 2013.09.14 00:00 | sell | 31 | 1.00 | 99.332 | 0.000 | 0.000 | ||
| 92 | 2013.09.14 00:00 | modify | 31 | 1.00 | 99.332 | 99.632 | 99.082 | ||
| 93 | 2013.09.16 07:00 | t/p | 31 | 1.00 | 99.082 | 99.632 | 99.082 | 25.29 | 10274.83 |
| 94 | 2013.09.16 19:00 | sell | 32 | 1.00 | 98.806 | 0.000 | 0.000 | ||
| 95 | 2013.09.16 19:00 | modify | 32 | 1.00 | 98.806 | 99.106 | 98.556 | ||
| 96 | 2013.09.17 03:26 | s/l | 32 | 1.00 | 99.106 | 99.106 | 98.556 | -30.27 | 10244.56 |
| 97 | 2013.09.18 00:00 | buy | 33 | 1.00 | 99.337 | 0.000 | 0.000 | ||
| 98 | 2013.09.18 00:00 | modify | 33 | 1.00 | 99.337 | 99.037 | 99.587 | ||
| 99 | 2013.09.18 04:00 | close | 33 | 1.00 | 99.127 | 99.037 | 99.587 | -21.18 | 10223.38 |
| 100 | 2013.09.18 14:00 | buy | 34 | 1.00 | 99.194 | 0.000 | 0.000 | ||
| 101 | 2013.09.18 14:00 | modify | 34 | 1.00 | 99.194 | 98.894 | 99.444 | ||
| 102 | 2013.09.18 17:20 | s/l | 34 | 1.00 | 98.894 | 98.894 | 99.444 | -30.34 | 10193.04 |
| 103 | 2013.09.18 18:00 | sell | 35 | 1.00 | 98.843 | 0.000 | 0.000 | ||
| 104 | 2013.09.18 18:00 | modify | 35 | 1.00 | 98.843 | 99.143 | 98.593 | ||
| 105 | 2013.09.19 03:00 | t/p | 35 | 1.00 | 98.593 | 99.143 | 98.593 | 25.36 | 10218.40 |
| 106 | 2013.09.19 22:00 | buy | 36 | 1.00 | 99.284 | 0.000 | 0.000 | ||
| 107 | 2013.09.19 22:00 | modify | 36 | 1.00 | 99.284 | 98.984 | 99.534 | ||
| 108 | 2013.09.19 23:00 | t/p | 36 | 1.00 | 99.534 | 98.984 | 99.534 | 25.12 | 10243.52 |