Strategy Tester Report
peko33_2_Debug
FXTrade-Demo (Build 509)
| 通貨ペア | USDJPY (US Dollar vs Japanese Yen) | ||||
| 期間 | 1時間足(H1) 2010.01.01 00:00 - 2013.11.07 00:00 (2010.01.01 - 2013.11.07) | ||||
| モデル | コントロールポイント(おおまかな方法。結果はあまり信頼性はない) | ||||
| パラメーター | Lots=1; Slippage=4; | ||||
| テストバー数 | 24892 | モデルティック数 | 597099 | モデリング品質 | n/a |
| 不整合チャートエラー | 0 | ||||
| 初期証拠金 | 10000.00 | ||||
| 総損益 | -104.52 | 総利益 | 180.72 | 総損失 | -285.24 |
| プロフィットファクター | 0.63 | 期待利得 | -3.37 | ||
| 絶対ドローダウン | 129.38 | 最大ドローダウン | 204.87 (2.03%) | 相対ドローダウン | 2.03% (204.87) |
| 総取引数 | 31 | ショートポジション(勝率%） | 0 (0.00%) | ロングポジション(勝率%） | 31 (32.26%) |
| 勝率(%) | 10 (32.26%) | 負率 (%) | 21 (67.74%) | ||
| 最大 | 勝トレード | 59.37 | 負トレード | -122.97 | |
| 平均 | 勝トレード | 18.07 | 負トレード | -13.58 | |
| 最大 | 連勝(金額) | 2 (16.55) | 連敗(金額) | 4 (-145.07) | |
| 最大化 | 連勝(トレード数) | 59.37 (1) | 連敗(トレード数) | -145.07 (4) | |
| 平均 | 連勝 | 1 | 連敗 | 3 | |
| # | 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 | 2010.02.03 21:00 | buy | 1 | 1.00 | 90.576 | 0.000 | 0.000 | ||
| 2 | 2010.02.03 21:00 | modify | 1 | 1.00 | 90.576 | 89.576 | 91.576 | ||
| 3 | 2010.02.04 03:00 | close | 1 | 1.00 | 91.117 | 89.576 | 91.576 | 59.37 | 10059.37 |
| 34 | 2011.04.01 05:00 | buy | 12 | 1.00 | 83.081 | 0.000 | 0.000 | ||
| 35 | 2011.04.01 05:00 | modify | 12 | 1.00 | 83.081 | 82.081 | 84.081 | ||
| 36 | 2011.04.01 16:00 | close | 12 | 1.00 | 83.546 | 82.081 | 84.081 | 55.66 | 10045.61 |
| 73 | 2012.09.14 18:00 | buy | 25 | 1.00 | 77.759 | 0.000 | 0.000 | ||
| 74 | 2012.09.14 18:00 | modify | 25 | 1.00 | 77.759 | 76.759 | 78.759 | ||
| 75 | 2012.09.14 20:00 | close | 25 | 1.00 | 77.970 | 76.759 | 78.759 | 27.06 | 9911.54 |
| 64 | 2012.08.07 22:00 | buy | 22 | 1.00 | 78.546 | 0.000 | 0.000 | ||
| 65 | 2012.08.07 22:00 | modify | 22 | 1.00 | 78.546 | 77.546 | 79.546 | ||
| 66 | 2012.08.08 04:00 | close | 22 | 1.00 | 78.626 | 77.546 | 79.546 | 10.17 | 9888.56 |
| 76 | 2012.10.31 18:00 | buy | 26 | 1.00 | 79.805 | 0.000 | 0.000 | ||
| 77 | 2012.10.31 18:00 | modify | 26 | 1.00 | 79.805 | 78.805 | 80.805 | ||
| 78 | 2012.10.31 23:00 | close | 26 | 1.00 | 79.876 | 78.805 | 80.805 | 8.89 | 9920.43 |
| 46 | 2011.11.01 22:00 | buy | 16 | 1.00 | 78.193 | 0.000 | 0.000 | ||
| 47 | 2011.11.01 22:00 | modify | 16 | 1.00 | 78.193 | 77.193 | 79.193 | ||
| 48 | 2011.11.02 00:00 | close | 16 | 1.00 | 78.246 | 77.193 | 79.193 | 6.77 | 10017.08 |
| 61 | 2012.05.10 22:00 | buy | 21 | 1.00 | 79.836 | 0.000 | 0.000 | ||
| 62 | 2012.05.10 22:00 | modify | 21 | 1.00 | 79.836 | 78.836 | 80.836 | ||
| 63 | 2012.05.11 03:00 | close | 21 | 1.00 | 79.887 | 78.836 | 80.836 | 6.38 | 9878.39 |
| 19 | 2010.10.19 12:00 | buy | 7 | 1.00 | 81.343 | 0.000 | 0.000 | ||
| 20 | 2010.10.19 12:00 | modify | 7 | 1.00 | 81.343 | 80.343 | 82.343 | ||
| 21 | 2010.10.19 17:00 | close | 7 | 1.00 | 81.380 | 80.343 | 82.343 | 4.55 | 10016.78 |
| 88 | 2013.09.10 01:00 | buy | 30 | 1.00 | 99.560 | 0.000 | 0.000 | ||
| 89 | 2013.09.10 01:00 | modify | 30 | 1.00 | 99.560 | 98.560 | 100.560 | ||
| 90 | 2013.09.10 05:00 | close | 30 | 1.00 | 99.572 | 98.560 | 100.560 | 1.21 | 9908.15 |
| 13 | 2010.06.21 18:00 | buy | 5 | 1.00 | 91.215 | 0.000 | 0.000 | ||
| 14 | 2010.06.21 18:00 | modify | 5 | 1.00 | 91.215 | 90.215 | 92.215 | ||
| 15 | 2010.06.21 22:00 | close | 5 | 1.00 | 91.221 | 90.215 | 92.215 | 0.66 | 10025.77 |
| 85 | 2012.12.12 04:00 | buy | 29 | 1.00 | 82.515 | 0.000 | 0.000 | ||
| 86 | 2012.12.12 04:00 | modify | 29 | 1.00 | 82.515 | 81.515 | 83.515 | ||
| 87 | 2012.12.12 07:00 | close | 29 | 1.00 | 82.509 | 81.515 | 83.515 | -0.73 | 9906.94 |
| 22 | 2010.11.19 23:00 | buy | 8 | 1.00 | 83.495 | 0.000 | 0.000 | ||
| 23 | 2010.11.19 23:00 | modify | 8 | 1.00 | 83.495 | 82.495 | 84.495 | ||
| 24 | 2010.11.20 05:00 | close | 8 | 1.00 | 83.484 | 82.495 | 84.495 | -1.32 | 10015.46 |
| 67 | 2012.08.25 01:00 | buy | 23 | 1.00 | 78.649 | 0.000 | 0.000 | ||
| 68 | 2012.08.25 01:00 | modify | 23 | 1.00 | 78.649 | 77.649 | 79.649 | ||
| 69 | 2012.08.25 06:00 | close | 23 | 1.00 | 78.635 | 77.649 | 79.649 | -1.78 | 9886.78 |
| 52 | 2012.01.17 21:00 | buy | 18 | 1.00 | 76.800 | 0.000 | 0.000 | ||
| 53 | 2012.01.17 21:00 | modify | 18 | 1.00 | 76.800 | 75.800 | 77.800 | ||
| 54 | 2012.01.18 02:00 | close | 18 | 1.00 | 76.784 | 75.800 | 77.800 | -2.08 | 10007.17 |
| 70 | 2012.09.05 04:00 | buy | 24 | 1.00 | 78.446 | 0.000 | 0.000 | ||
| 71 | 2012.09.05 04:00 | modify | 24 | 1.00 | 78.446 | 77.446 | 79.446 | ||
| 72 | 2012.09.05 07:00 | close | 24 | 1.00 | 78.428 | 77.446 | 79.446 | -2.30 | 9884.48 |
| 82 | 2012.11.20 06:00 | buy | 28 | 1.00 | 81.383 | 0.000 | 0.000 | ||
| 83 | 2012.11.20 06:00 | modify | 28 | 1.00 | 81.383 | 80.383 | 82.383 | ||
| 84 | 2012.11.20 09:00 | close | 28 | 1.00 | 81.358 | 80.383 | 82.383 | -3.07 | 9907.67 |
| 37 | 2011.09.13 03:00 | buy | 13 | 1.00 | 77.255 | 0.000 | 0.000 | ||
| 38 | 2011.09.13 03:00 | modify | 13 | 1.00 | 77.255 | 76.255 | 78.255 | ||
| 39 | 2011.09.13 06:00 | close | 13 | 1.00 | 77.214 | 76.255 | 78.255 | -5.31 | 10040.30 |
| 25 | 2010.12.11 00:00 | buy | 9 | 1.00 | 83.963 | 0.000 | 0.000 | ||
| 26 | 2010.12.11 00:00 | modify | 9 | 1.00 | 83.963 | 82.963 | 84.963 | ||
| 27 | 2010.12.11 04:00 | close | 9 | 1.00 | 83.907 | 82.963 | 84.963 | -6.67 | 10008.79 |
| 31 | 2011.03.24 12:00 | buy | 11 | 1.00 | 81.036 | 0.000 | 0.000 | ||
| 32 | 2011.03.24 12:00 | modify | 11 | 1.00 | 81.036 | 80.036 | 82.036 | ||
| 33 | 2011.03.24 13:00 | close | 11 | 1.00 | 80.977 | 80.036 | 82.036 | -7.29 | 9989.95 |
| 49 | 2011.12.14 03:00 | buy | 17 | 1.00 | 77.927 | 0.000 | 0.000 | ||
| 50 | 2011.12.14 03:00 | modify | 17 | 1.00 | 77.927 | 76.927 | 78.927 | ||
| 51 | 2011.12.14 04:00 | close | 17 | 1.00 | 77.866 | 76.927 | 78.927 | -7.83 | 10009.25 |
| 10 | 2010.06.12 01:00 | buy | 4 | 1.00 | 91.725 | 0.000 | 0.000 | ||
| 11 | 2010.06.12 01:00 | modify | 4 | 1.00 | 91.725 | 90.725 | 92.725 | ||
| 12 | 2010.06.12 03:00 | close | 4 | 1.00 | 91.639 | 90.725 | 92.725 | -9.38 | 10025.11 |
| 40 | 2011.09.29 06:00 | buy | 14 | 1.00 | 76.608 | 0.000 | 0.000 | ||
| 41 | 2011.09.29 06:00 | modify | 14 | 1.00 | 76.608 | 75.608 | 77.608 | ||
| 42 | 2011.09.29 07:00 | close | 14 | 1.00 | 76.536 | 75.608 | 77.608 | -9.41 | 10030.89 |
| 79 | 2012.11.13 21:00 | buy | 27 | 1.00 | 79.535 | 0.000 | 0.000 | ||
| 80 | 2012.11.13 21:00 | modify | 27 | 1.00 | 79.535 | 78.535 | 80.535 | ||
| 81 | 2012.11.13 23:00 | close | 27 | 1.00 | 79.458 | 78.535 | 80.535 | -9.69 | 9910.74 |
| 28 | 2011.03.07 11:00 | buy | 10 | 1.00 | 82.342 | 0.000 | 0.000 | ||
| 29 | 2011.03.07 11:00 | modify | 10 | 1.00 | 82.342 | 81.342 | 83.342 | ||
| 30 | 2011.03.07 12:00 | close | 10 | 1.00 | 82.247 | 81.342 | 83.342 | -11.55 | 9997.24 |
| 55 | 2012.03.08 10:00 | buy | 19 | 1.00 | 81.282 | 0.000 | 0.000 | ||
| 56 | 2012.03.08 10:00 | modify | 19 | 1.00 | 81.282 | 80.282 | 82.282 | ||
| 57 | 2012.03.08 11:00 | close | 19 | 1.00 | 81.183 | 80.282 | 82.282 | -12.19 | 9994.98 |
| 4 | 2010.04.07 12:00 | buy | 2 | 1.00 | 94.191 | 0.000 | 0.000 | ||
| 5 | 2010.04.07 12:00 | modify | 2 | 1.00 | 94.191 | 93.191 | 95.191 | ||
| 6 | 2010.04.07 15:00 | close | 2 | 1.00 | 94.076 | 93.191 | 95.191 | -12.22 | 10047.15 |
| 7 | 2010.04.30 12:00 | buy | 3 | 1.00 | 94.086 | 0.000 | 0.000 | ||
| 8 | 2010.04.30 12:00 | modify | 3 | 1.00 | 94.086 | 93.086 | 95.086 | ||
| 9 | 2010.04.30 13:00 | close | 3 | 1.00 | 93.967 | 93.086 | 95.086 | -12.66 | 10034.49 |
| 91 | 2013.09.25 23:00 | buy | 31 | 1.00 | 98.755 | 0.000 | 0.000 | ||
| 92 | 2013.09.25 23:00 | modify | 31 | 1.00 | 98.755 | 97.755 | 99.755 | ||
| 93 | 2013.09.26 01:00 | close | 31 | 1.00 | 98.630 | 97.755 | 99.755 | -12.67 | 9895.48 |
| 16 | 2010.10.05 09:00 | buy | 6 | 1.00 | 83.583 | 0.000 | 0.000 | ||
| 17 | 2010.10.05 09:00 | modify | 6 | 1.00 | 83.583 | 82.583 | 84.583 | ||
| 18 | 2010.10.05 12:00 | close | 6 | 1.00 | 83.470 | 82.583 | 84.583 | -13.54 | 10012.23 |
| 43 | 2011.10.17 18:00 | buy | 15 | 1.00 | 77.406 | 0.000 | 0.000 | ||
| 44 | 2011.10.17 18:00 | modify | 15 | 1.00 | 77.406 | 76.406 | 78.406 | ||
| 45 | 2011.10.17 20:00 | close | 15 | 1.00 | 77.247 | 76.406 | 78.406 | -20.58 | 10010.31 |
| 58 | 2012.04.06 17:00 | buy | 20 | 1.00 | 82.406 | 0.000 | 0.000 | ||
| 59 | 2012.04.06 17:00 | modify | 20 | 1.00 | 82.406 | 81.406 | 83.406 | ||
| 60 | 2012.04.06 21:46 | s/l | 20 | 1.00 | 81.406 | 81.406 | 83.406 | -122.97 | 9872.01 |