Strategy Tester Report
bol_angle_Debug
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 - 2013.10.04 23:55 (2013.01.01 - 2013.10.05)
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56464モデルティック数16538982モデリング品質n/a
不整合チャートエラー101
初期証拠金10000.00
総損益252.79総利益414.23総損失-161.44
プロフィットファクター2.57期待利得2.61
絶対ドローダウン20.63最大ドローダウン57.00 (0.57%)相対ドローダウン0.57% (57.00)
総取引数97ショートポジション(勝率%)36 (69.44%)ロングポジション(勝率%)61 (73.77%)
勝率(%)70 (72.16%)負率 (%)27 (27.84%)
最大勝トレード15.82負トレード-20.63
平均勝トレード5.92負トレード-5.98
最大連勝(金額)8 (61.33)連敗(金額)2 (-17.33)
最大化連勝(トレード数)61.33 (8)連敗(トレード数)-20.63 (1)
平均連勝4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
432013.02.25 14:40sell221.0093.8220.0000.000
442013.02.25 16:56close221.0094.0160.0000.000-20.6310050.22
332013.02.08 21:55buy171.0092.7730.0000.000
342013.02.11 01:00close171.0092.6130.0000.000-17.2810041.85
552013.03.12 06:55buy281.0096.5660.0000.000
562013.03.12 10:01close281.0096.4050.0000.000-16.7010063.44
1092013.06.04 07:45sell551.0099.5390.0000.000
1102013.06.04 09:15close551.0099.6780.0000.000-13.9410150.76
1592013.08.16 23:10sell801.0097.4440.0000.000
1602013.08.17 00:39close801.0097.5730.0000.000-13.2210210.54
1272013.07.03 09:20buy641.00100.6810.0000.000
1282013.07.03 11:40close641.00100.5510.0000.000-12.9310199.16
632013.03.21 02:50buy321.0096.0110.0000.000
642013.03.21 04:19close321.0095.9270.0000.000-8.7610069.45
1512013.07.29 10:35buy761.0097.9010.0000.000
1522013.07.29 11:45close761.0097.8160.0000.000-8.6910219.46
772013.04.17 13:45sell391.0098.2280.0000.000
782013.04.17 14:50close391.0098.3030.0000.000-7.6310086.50
1292013.07.03 12:05sell651.00100.6290.0000.000
1302013.07.03 13:43close651.00100.7020.0000.000-7.2510191.91
1712013.08.29 23:40sell861.0098.3680.0000.000
1722013.08.30 01:01close861.0098.4310.0000.000-6.4010214.42
1572013.08.14 16:10buy791.0098.2790.0000.000
1582013.08.14 17:02close791.0098.2390.0000.000-4.0710223.76
1772013.09.09 12:40sell891.0099.6520.0000.000
1782013.09.09 14:03close891.0099.6830.0000.000-3.1110221.87
132013.01.11 03:25buy71.0088.9600.0000.000
142013.01.11 04:36close71.0088.9340.0000.000-2.9210013.73
752013.04.16 23:10buy381.0097.9310.0000.000
762013.04.17 00:19close381.0097.9040.0000.000-2.7610094.13
1692013.08.28 07:15sell851.0097.0660.0000.000
1702013.08.28 07:58close851.0097.0900.0000.000-2.4710220.82
1792013.09.09 22:55sell901.0099.5020.0000.000
1802013.09.10 00:12close901.0099.5260.0000.000-2.4110219.46
252013.02.04 12:45buy131.0092.9370.0000.000
262013.02.04 13:51close131.0092.9210.0000.000-1.7210040.00
52013.01.08 06:05buy31.0087.5300.0000.000
62013.01.08 07:18close31.0087.5150.0000.000-1.7110007.19
952013.05.17 02:05buy481.00102.0910.0000.000
962013.05.17 03:29close481.00102.0780.0000.000-1.2710128.38
1632013.08.22 23:10sell821.0098.6000.0000.000
1642013.08.22 23:59close821.0098.6120.0000.000-1.2210215.98
972013.05.22 06:00sell491.00102.4710.0000.000
982013.05.22 06:00close491.00102.4820.0000.000-1.0710127.31
1412013.07.22 18:35buy711.0099.9730.0000.000
1422013.07.22 19:38close711.0099.9630.0000.000-1.0010213.42
1492013.07.26 19:15buy751.0098.5870.0000.000
1502013.07.26 20:23close751.0098.5780.0000.000-0.9110228.15
672013.03.30 04:35buy341.0094.1930.0000.000
682013.03.30 05:33close341.0094.1870.0000.000-0.6410075.46
572013.03.13 10:10buy291.0095.6360.0000.000
582013.03.13 11:25close291.0095.6300.0000.000-0.6310062.81
812013.04.19 21:30buy411.0099.1820.0000.000
822013.04.19 22:38close411.0099.1810.0000.000-0.1010102.22
1472013.07.25 03:25buy741.00100.2230.0000.000
1482013.07.25 04:35close741.00100.2300.0000.0000.7010229.06
1332013.07.16 00:15sell671.0099.9600.0000.000
1342013.07.16 01:04close671.0099.9520.0000.0000.8010200.10
92013.01.10 16:15buy51.0088.1750.0000.000
102013.01.10 17:07close51.0088.1830.0000.0000.9110013.25
532013.03.12 00:35sell271.0096.2980.0000.000
542013.03.12 01:00close271.0096.2870.0000.0001.1410080.14
1652013.08.26 20:55buy831.0098.6090.0000.000
1662013.08.26 21:00close831.0098.6210.0000.0001.2210217.20
852013.04.25 02:55buy431.0099.4030.0000.000
862013.04.25 02:55close431.0099.4170.0000.0001.4110109.87
212013.01.24 20:15buy111.0089.9350.0000.000
222013.01.24 21:07close111.0089.9500.0000.0001.6710035.24
1232013.06.25 19:20sell621.0097.3860.0000.000
1242013.06.25 20:31close621.0097.3690.0000.0001.7510206.26
1852013.09.18 21:45buy931.0098.9670.0000.000
1862013.09.18 22:07close931.0098.9860.0000.0001.9210231.25
492013.03.04 21:15buy251.0093.3200.0000.000
502013.03.04 21:28close251.0093.3390.0000.0002.0410069.12
1532013.07.30 07:20buy771.0097.8890.0000.000
1542013.07.30 07:45close771.0097.9120.0000.0002.3510221.81
1872013.09.27 01:05sell941.0099.0410.0000.000
1882013.09.27 02:15close941.0099.0160.0000.0002.5210233.77
412013.02.22 08:45sell211.0093.3150.0000.000
422013.02.22 09:02close211.0093.2910.0000.0002.5710070.85
1072013.06.04 06:30buy541.0099.4590.0000.000
1082013.06.04 07:02close541.0099.4850.0000.0002.6110164.70
1372013.07.17 18:05buy691.0099.6060.0000.000
1382013.07.17 18:59close691.0099.6330.0000.0002.7110207.14
1732013.09.02 13:55buy871.0098.5880.0000.000
1742013.09.02 14:05close871.0098.6170.0000.0002.9410217.36
892013.05.06 08:40buy451.0099.1150.0000.000
902013.05.06 09:00close451.0099.1460.0000.0003.1310120.58
912013.05.07 03:45buy461.0099.3700.0000.000
922013.05.07 04:00close461.0099.4030.0000.0003.3210123.90
112013.01.10 19:25sell61.0088.2030.0000.000
122013.01.10 19:39close61.0088.1730.0000.0003.4010016.65
612013.03.18 22:20buy311.0095.3040.0000.000
622013.03.18 23:00close311.0095.3370.0000.0003.4610078.21
12013.01.03 01:30buy11.0087.2730.0000.000
22013.01.03 01:32close11.0087.3070.0000.0003.8910003.89
1812013.09.13 19:15buy911.0099.6260.0000.000
1822013.09.13 19:19close911.0099.6650.0000.0003.9110223.37
392013.02.18 01:40buy201.0093.7390.0000.000
402013.02.18 02:33close201.0093.7770.0000.0004.0510068.28
1352013.07.17 03:15sell681.0099.2370.0000.000
1362013.07.17 03:24close681.0099.1940.0000.0004.3310204.43
1932013.10.02 19:40buy971.0097.4090.0000.000
1942013.10.02 20:17close971.0097.4560.0000.0004.8210252.79
992013.05.23 02:35buy501.00103.4750.0000.000
1002013.05.23 03:00close501.00103.5250.0000.0004.8310132.14
32013.01.07 23:05buy21.0087.7420.0000.000
42013.01.07 23:40close21.0087.7860.0000.0005.0110008.90
1052013.06.03 12:35buy531.00100.5800.0000.000
1062013.06.03 12:54close531.00100.6310.0000.0005.0710162.09
1152013.06.12 12:20buy581.0096.4590.0000.000
1162013.06.12 12:25close581.0096.5080.0000.0005.0810170.85
192013.01.22 05:40sell101.0089.6370.0000.000
202013.01.22 06:15close101.0089.5910.0000.0005.1310033.57
312013.02.07 05:45buy161.0093.3700.0000.000
322013.02.07 06:11close161.0093.4180.0000.0005.1410059.13
72013.01.09 05:35buy41.0087.3760.0000.000
82013.01.09 05:52close41.0087.4210.0000.0005.1510012.34
1452013.07.24 19:15buy731.0099.9870.0000.000
1462013.07.24 19:59close731.00100.0390.0000.0005.2010228.36
692013.04.04 01:20sell351.0092.9930.0000.000
702013.04.04 01:44close351.0092.9420.0000.0005.4910080.95
1892013.09.28 04:00sell951.0098.2840.0000.000
1902013.09.28 05:02close951.0098.2280.0000.0005.7010239.47
932013.05.07 20:40buy471.0099.1500.0000.000
942013.05.07 21:20close471.0099.2070.0000.0005.7510129.65
1252013.06.27 12:00buy631.0097.7090.0000.000
1262013.06.27 12:08close631.0097.7660.0000.0005.8310212.09
152013.01.16 00:30sell81.0088.8420.0000.000
162013.01.16 00:38close81.0088.7900.0000.0005.8610019.59
1832013.09.16 08:40sell921.0099.0510.0000.000
1842013.09.16 09:23close921.0098.9920.0000.0005.9610229.33
1552013.07.31 02:30buy781.0098.0050.0000.000
1562013.07.31 03:13close781.0098.0640.0000.0006.0210227.83
1672013.08.27 06:00sell841.0098.5100.0000.000
1682013.08.27 06:26close841.0098.4500.0000.0006.0910223.29
832013.04.24 05:25buy421.0099.3740.0000.000
842013.04.24 05:42close421.0099.4360.0000.0006.2410108.46
1112013.06.07 09:25sell561.0097.3900.0000.000
1122013.06.07 09:46close561.0097.3280.0000.0006.3710157.13
292013.02.06 19:10sell151.0093.6230.0000.000
302013.02.06 19:25close151.0093.5630.0000.0006.4110053.99
232013.01.31 03:45buy121.0090.9950.0000.000
242013.01.31 03:53close121.0091.0540.0000.0006.4810041.72
652013.03.22 10:05sell331.0094.7520.0000.000
662013.03.22 10:12close331.0094.6890.0000.0006.6510076.10
1612013.08.21 16:00buy811.0097.4870.0000.000
1622013.08.21 16:11close811.0097.5520.0000.0006.6610217.20
1392013.07.18 17:15buy701.00100.1790.0000.000
1402013.07.18 17:35close701.00100.2520.0000.0007.2810214.42
732013.04.12 00:55buy371.0099.4490.0000.000
742013.04.12 01:14close371.0099.5220.0000.0007.3410096.89
1312013.07.11 01:35sell661.00100.2580.0000.000
1322013.07.11 02:04close661.00100.1840.0000.0007.3910199.30
272013.02.04 22:15sell141.0092.4310.0000.000
282013.02.04 22:30close141.0092.3610.0000.0007.5810047.58
872013.04.26 12:45sell441.0099.0830.0000.000
882013.04.26 13:35close441.0099.0080.0000.0007.5810117.45
1752013.09.06 20:25buy881.0099.6360.0000.000
1762013.09.06 20:55close881.0099.7120.0000.0007.6210224.98
452013.02.28 17:15buy231.0092.2240.0000.000
462013.02.28 17:36close231.0092.2960.0000.0007.8010058.02
1912013.09.30 22:05sell961.0097.7130.0000.000
1922013.09.30 22:30close961.0097.6300.0000.0008.5010247.97
712013.04.04 11:40buy361.0092.9160.0000.000
722013.04.04 11:51close361.0092.9960.0000.0008.6010089.55
1132013.06.10 16:05buy571.0098.2650.0000.000
1142013.06.10 16:15close571.0098.3500.0000.0008.6410165.77
172013.01.16 07:50buy91.0088.0210.0000.000
182013.01.16 07:55close91.0088.0990.0000.0008.8510028.44
472013.03.01 16:30sell241.0092.8410.0000.000
482013.03.01 16:33close241.0092.7570.0000.0009.0610067.08
372013.02.13 16:20sell191.0093.5850.0000.000
382013.02.13 16:31close191.0093.4960.0000.0009.5210064.23
1032013.05.30 16:55sell521.00100.7940.0000.000
1042013.05.30 17:18close521.00100.6980.0000.0009.5310157.02
1432013.07.23 06:00sell721.0099.6620.0000.000
1442013.07.23 06:19close721.0099.5650.0000.0009.7410223.16
512013.03.08 17:10buy261.0096.0360.0000.000
522013.03.08 17:38close261.0096.1310.0000.0009.8810079.00
1192013.06.17 23:15sell601.0094.9300.0000.000
1202013.06.17 23:31close601.0094.8350.0000.00010.0210193.72
1212013.06.21 06:05buy611.0097.2330.0000.000
1222013.06.21 06:52close611.0097.3380.0000.00010.7910204.51
592013.03.15 21:40buy301.0095.3580.0000.000
602013.03.15 22:00close301.0095.4720.0000.00011.9410074.75
1172013.06.14 12:35buy591.0094.8000.0000.000
1182013.06.14 12:48close591.0094.9220.0000.00012.8510183.70
352013.02.12 10:25buy181.0093.9870.0000.000
362013.02.12 10:48close181.0094.1080.0000.00012.8610054.71
1012013.05.23 21:25buy511.00101.4960.0000.000
1022013.05.23 21:30close511.00101.6520.0000.00015.3510147.49
792013.04.17 22:40buy401.0097.8430.0000.000
802013.04.17 22:50close401.0097.9980.0000.00015.8210102.32