Strategy Tester Report
夜のトレンド_Debug
FXTrade-Demo (Build 509)

通貨ペアEURUSD (Euro vs US Dollar)
期間5分足(M5) 2013.08.01 00:00 - 2013.09.20 23:55 (2013.08.01 - 2013.09.21)
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=15;
テストバー数11528モデルティック数2708808モデリング品質65.09%
不整合チャートエラー1
初期証拠金10000.00
総損益185.60総利益406.20総損失-220.60
プロフィットファクター1.84期待利得5.02
絶対ドローダウン13.40最大ドローダウン64.40 (0.63%)相対ドローダウン0.63% (64.40)
総取引数37ショートポジション(勝率%)20 (45.00%)ロングポジション(勝率%)17 (52.94%)
勝率(%)18 (48.65%)負率 (%)19 (51.35%)
最大勝トレード25.00負トレード-15.00
平均勝トレード22.57負トレード-11.61
最大連勝(金額)3 (48.00)連敗(金額)5 (-60.50)
最大化連勝(トレード数)50.00 (2)連敗(トレード数)-60.50 (5)
平均連勝2連敗2
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
12013.08.01 20:05buy stop11.001.327601.326101.33010
22013.08.01 20:05sell stop21.001.322681.324181.32018
32013.08.01 21:03sell21.001.322681.324181.32018
42013.08.01 21:33t/p21.001.320181.324181.3201825.0010025.00
52013.08.01 23:55delete11.001.327601.326101.33010
62013.08.02 20:05buy stop31.001.322641.321141.32514
72013.08.02 20:05sell stop41.001.319931.321431.31743
82013.08.02 20:08sell41.001.319931.321431.31743
92013.08.02 21:01s/l41.001.321431.321431.31743-15.0010010.00
102013.08.02 21:31buy31.001.322641.321141.32514
112013.08.02 21:32t/p31.001.325141.321141.3251425.0010035.00
122013.08.05 20:05buy stop51.001.330001.328501.33250
132013.08.05 23:55delete51.001.330001.328501.33250
142013.08.06 20:05buy stop61.001.329471.327971.33197
152013.08.06 20:05sell stop71.001.324571.326071.32207
162013.08.06 21:38buy61.001.329471.327971.33197
172013.08.06 23:43t/p61.001.331971.327971.3319725.0010060.00
182013.08.06 23:55delete71.001.324571.326071.32207
192013.08.07 20:05buy stop81.001.332461.330961.33496
202013.08.07 20:05sell stop91.001.326541.328041.32404
212013.08.07 23:13buy81.001.332461.330961.33496
222013.08.07 23:55close81.001.331571.330961.33496-8.9010051.10
232013.08.07 23:55delete91.001.326541.328041.32404
242013.08.08 20:05buy stop101.001.336881.335381.33938
252013.08.08 20:05sell stop111.001.333451.334951.33095
262013.08.08 22:46buy101.001.336881.335381.33938
272013.08.08 23:16t/p101.001.339381.335381.3393825.0010076.10
282013.08.08 23:55delete111.001.333451.334951.33095
292013.08.09 20:05buy stop121.001.339001.337501.34150
302013.08.09 20:05sell stop131.001.336771.338271.33427
312013.08.09 21:02sell131.001.336771.338271.33427
322013.08.09 23:55delete121.001.339001.337501.34150
332013.08.09 23:55close131.001.335241.338271.3342715.3010091.40
342013.08.12 20:05buy stop141.001.333281.331781.33578
352013.08.12 20:05sell stop151.001.328681.330181.32618
362013.08.12 21:01sell151.001.328681.330181.32618
372013.08.12 23:55delete141.001.333281.331781.33578
382013.08.12 23:55close151.001.329271.330181.32618-5.9010085.50
392013.08.13 20:05buy stop161.001.331661.330161.33416
402013.08.13 20:05sell stop171.001.328091.329591.32559
412013.08.13 21:32sell171.001.328091.329591.32559
422013.08.13 21:47t/p171.001.325591.329591.3255925.0010110.50
432013.08.13 23:55delete161.001.331661.330161.33416
442013.08.14 20:05buy stop181.001.327981.326481.33048
452013.08.14 20:05sell stop191.001.323841.325341.32134
462013.08.14 23:55delete181.001.327981.326481.33048
472013.08.14 23:55delete191.001.323841.325341.32134
482013.08.15 20:05buy stop201.001.329761.328261.33226
492013.08.15 20:05sell stop211.001.327801.329301.32530
502013.08.15 20:52buy201.001.329761.328261.33226
512013.08.15 21:31s/l201.001.328261.328261.33226-15.0010095.50
522013.08.15 21:31sell211.001.327801.329301.32530
532013.08.15 21:36t/p211.001.325301.329301.3253025.0010120.50
542013.08.16 20:05buy stop221.001.335151.333651.33765
552013.08.16 20:05sell stop231.001.332511.334011.33001
562013.08.16 21:33buy221.001.335151.333651.33765
572013.08.16 22:25t/p221.001.337651.333651.3376525.0010145.50
582013.08.16 23:47sell231.001.332511.334011.33001
592013.08.16 23:55close231.001.333361.334011.33001-8.5010137.00
602013.08.19 20:05buy stop241.001.337431.335931.33993
612013.08.19 20:05sell stop251.001.331491.332991.32899
622013.08.19 23:55delete241.001.337431.335931.33993
632013.08.19 23:55delete251.001.331491.332991.32899
642013.08.20 20:05buy stop261.001.340621.339121.34312
652013.08.20 20:05sell stop271.001.332291.333791.32979
662013.08.20 21:18buy261.001.340621.339121.34312
672013.08.20 21:33t/p261.001.343121.339121.3431225.0010162.00
682013.08.20 23:55delete271.001.332291.333791.32979
692013.08.21 20:05buy stop281.001.342121.340621.34462
702013.08.21 20:05sell stop291.001.338061.339561.33556
712013.08.21 22:02sell291.001.338061.339561.33556
722013.08.21 23:55delete281.001.342121.340621.34462
732013.08.21 23:55close291.001.338111.339561.33556-0.5010161.50
742013.08.22 20:05buy stop301.001.336391.334891.33889
752013.08.22 20:05sell stop311.001.329791.331291.32729
762013.08.22 23:55delete301.001.336391.334891.33889
772013.08.22 23:55delete311.001.329791.331291.32729
782013.08.23 20:05buy stop321.001.337011.335511.33951
792013.08.23 20:05sell stop331.001.333481.334981.33098
802013.08.23 22:14sell331.001.333481.334981.33098
812013.08.23 22:31s/l331.001.334981.334981.33098-15.0010146.50
822013.08.23 23:00buy321.001.337011.335511.33951
832013.08.23 23:31t/p321.001.339511.335511.3395125.0010171.50
842013.08.26 20:05buy stop341.001.338401.336901.34090
852013.08.26 20:05sell stop351.001.336421.337921.33392
862013.08.26 21:02sell351.001.336421.337921.33392
872013.08.26 21:30s/l351.001.337921.337921.33392-15.0010156.50
882013.08.26 21:30buy341.001.338401.336901.34090
892013.08.26 23:46s/l341.001.336901.336901.34090-15.0010141.50
902013.08.27 20:05buy stop361.001.338631.337131.34113
912013.08.27 20:05sell stop371.001.332261.333761.32976
922013.08.27 22:40buy361.001.338631.337131.34113
932013.08.27 23:08s/l361.001.337131.337131.34113-15.0010126.50
942013.08.27 23:55delete371.001.332261.333761.32976
952013.08.28 20:05buy stop381.001.338631.337131.34113
962013.08.28 23:55delete381.001.338631.337131.34113
972013.08.29 20:05buy stop391.001.332621.331121.33512
982013.08.29 20:05sell stop401.001.324231.325731.32173
992013.08.29 21:31sell401.001.324231.325731.32173
1002013.08.29 23:55delete391.001.332621.331121.33512
1012013.08.29 23:55close401.001.322881.325731.3217313.5010140.00
1022013.08.30 20:05buy stop411.001.325261.323761.32776
1032013.08.30 20:05sell stop421.001.322191.323691.31969
1042013.08.30 21:43sell421.001.322191.323691.31969
1052013.08.30 23:44t/p421.001.319691.323691.3196925.0010165.00
1062013.08.30 23:55delete411.001.325261.323761.32776
1072013.09.02 20:05buy stop431.001.322671.321171.32517
1082013.09.02 20:05sell stop441.001.320071.321571.31757
1092013.09.02 23:09sell441.001.320071.321571.31757
1102013.09.02 23:55delete431.001.322671.321171.32517
1112013.09.02 23:55close441.001.319121.321571.317579.5010174.50
1122013.09.03 20:05buy stop451.001.318951.317451.32145
1132013.09.03 20:05sell stop461.001.316041.317541.31354
1142013.09.03 20:21sell461.001.316041.317541.31354
1152013.09.03 21:52s/l461.001.317541.317541.31354-15.0010159.50
1162013.09.03 23:55delete451.001.318951.317451.32145
1172013.09.04 20:05sell stop471.001.315641.317141.31314
1182013.09.04 23:55delete471.001.315641.317141.31314
1192013.09.05 20:05buy stop481.001.321771.320271.32427
1202013.09.05 20:05sell stop491.001.316291.317791.31379
1212013.09.05 21:16buy481.001.321771.320271.32427
1222013.09.05 21:30s/l481.001.320271.320271.32427-15.0010144.50
1232013.09.05 21:50sell491.001.316291.317791.31379
1242013.09.05 21:55t/p491.001.313791.317791.3137925.0010169.50
1252013.09.06 20:05buy stop501.001.313421.311921.31592
1262013.09.06 21:30buy501.001.313421.311921.31592
1272013.09.06 21:30t/p501.001.315921.311921.3159225.0010194.50
1282013.09.09 20:05sell stop511.001.316651.318151.31415
1292013.09.09 23:55delete511.001.316651.318151.31415
1302013.09.10 20:05buy stop521.001.327541.326041.33004
1312013.09.10 20:05sell stop531.001.323471.324971.32097
1322013.09.10 20:49sell531.001.323471.324971.32097
1332013.09.10 21:44s/l531.001.324971.324971.32097-15.0010179.50
1342013.09.10 23:55delete521.001.327541.326041.33004
1352013.09.11 20:05buy stop541.001.327641.326141.33014
1362013.09.11 20:05sell stop551.001.324351.325851.32185
1372013.09.11 22:52buy541.001.327641.326141.33014
1382013.09.11 23:55close541.001.329431.326141.3301417.9010197.40
1392013.09.11 23:55delete551.001.324351.325851.32185
1402013.09.12 20:05buy stop561.001.331491.329991.33399
1412013.09.12 20:05sell stop571.001.328291.329791.32579
1422013.09.12 21:17sell571.001.328291.329791.32579
1432013.09.12 21:30t/p571.001.325791.329791.3257925.0010222.40
1442013.09.12 23:24buy561.001.331491.329991.33399
1452013.09.12 23:55close561.001.331361.329991.33399-1.3010221.10
1462013.09.13 20:05buy stop581.001.329581.328081.33208
1472013.09.13 20:05sell stop591.001.326401.327901.32390
1482013.09.13 21:09buy581.001.329581.328081.33208
1492013.09.13 21:40t/p581.001.332081.328081.3320825.0010246.10
1502013.09.13 22:40sell591.001.326401.327901.32390
1512013.09.13 22:55s/l591.001.327901.327901.32390-15.0010231.10
1522013.09.16 20:05buy stop601.001.337381.335881.33988
1532013.09.16 20:05sell stop611.001.334001.335501.33150
1542013.09.16 21:34buy601.001.337381.335881.33988
1552013.09.16 23:20s/l601.001.335881.335881.33988-15.0010216.10
1562013.09.16 23:55delete611.001.334001.335501.33150
1572013.09.17 20:05buy stop621.001.336801.335301.33930
1582013.09.17 20:05sell stop631.001.333301.334801.33080
1592013.09.17 21:31buy621.001.336801.335301.33930
1602013.09.17 22:03s/l621.001.335301.335301.33930-15.0010201.10
1612013.09.17 23:55delete631.001.333301.334801.33080
1622013.09.18 20:05buy stop641.001.336361.334861.33886
1632013.09.18 20:05sell stop651.001.334421.335921.33192
1642013.09.18 21:49sell651.001.334421.335921.33192
1652013.09.18 23:55delete641.001.336361.334861.33886
1662013.09.18 23:55close651.001.334471.335921.33192-0.5010200.60
1672013.09.19 20:05buy stop661.001.356811.355311.35931
1682013.09.19 20:05sell stop671.001.352321.353821.34982
1692013.09.19 23:55delete661.001.356811.355311.35931
1702013.09.19 23:55delete671.001.352321.353821.34982
1712013.09.20 20:05buy stop681.001.354831.353331.35733
1722013.09.20 20:05sell stop691.001.351541.353041.34904
1732013.09.20 20:58sell691.001.351541.353041.34904
1742013.09.20 21:42s/l691.001.353041.353041.34904-15.0010185.60
1752013.09.20 23:55delete681.001.354831.353331.35733