Strategy Tester Report
Ambush_Indian_EA_baibai_GBPUSD_v2
FXTrade-Demo (Build 840)
| 通貨ペア | GBPUSD (Great Britain Pound vs US Dollar) | ||||
| 期間 | 1時間足(H1) 2015.01.01 00:00 - 2015.07.21 23:59 (2015.01.01 - 2015.07.22) | ||||
| モデル | 始値のみ (バーの始めにしか動かないEA向け) | ||||
| パラメーター | Lots=1; Slippage=4; Magic=1; Tokyo_Start="09:00"; Tokyo_End="17:00"; London_Start="17:00"; London_End="22:00"; Volatility=100; | ||||
| テストバー数 | 4043 | モデルティック数 | 7459 | 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 | スプレッド | 現在値 (20) | ||
| 総損益 | 328.76 | 総利益 | 643.96 | 総損失 | -315.20 |
| プロフィットファクター | 2.04 | 期待利得 | 8.22 | ||
| 絶対ドローダウン | 21.10 | 最大ドローダウン | 82.20 (0.80%) | 相対ドローダウン | 0.80% (82.20) |
| 総取引数 | 40 | ショートポジション(勝率%） | 25 (48.00%) | ロングポジション(勝率%） | 15 (73.33%) |
| 勝率(%) | 23 (57.50%) | 負率 (%) | 17 (42.50%) | ||
| 最大 | 勝トレード | 66.00 | 負トレード | -58.10 | |
| 平均 | 勝トレード | 28.00 | 負トレード | -18.54 | |
| 最大 | 連勝(金額) | 5 (119.89) | 連敗(金額) | 2 (-13.70) | |
| 最大化 | 連勝(トレード数) | 122.30 (3) | 連敗(トレード数) | -58.10 (1) | |
| 平均 | 連勝 | 2 | 連敗 | 1 | |
| # | 時間 | 取引種別 | 注文番号 | 数量 | 価格 | S / L | T/P:決済指値 | 損益 | 残高 |
| 1 | 2015.01.07 19:00 | sell | 1 | 1.00 | 1.51184 | 0.00000 | 0.00000 | ||
| 2 | 2015.01.07 19:00 | modify | 1 | 1.00 | 1.51184 | 1.51544 | 1.50594 | ||
| 3 | 2015.01.07 22:00 | close | 1 | 1.00 | 1.51286 | 1.51544 | 1.50594 | -10.20 | 9989.80 |
| 4 | 2015.01.09 18:00 | buy | 2 | 1.00 | 1.51173 | 0.00000 | 0.00000 | ||
| 5 | 2015.01.09 18:00 | modify | 2 | 1.00 | 1.51173 | 1.50780 | 1.51730 | ||
| 6 | 2015.01.09 22:00 | close | 2 | 1.00 | 1.51325 | 1.50780 | 1.51730 | 15.20 | 10005.00 |
| 7 | 2015.01.19 18:00 | buy | 3 | 1.00 | 1.51551 | 0.00000 | 0.00000 | ||
| 8 | 2015.01.19 18:00 | modify | 3 | 1.00 | 1.51551 | 1.51127 | 1.52077 | ||
| 9 | 2015.01.19 22:00 | close | 3 | 1.00 | 1.51426 | 1.51127 | 1.52077 | -12.50 | 9992.50 |
| 10 | 2015.01.22 19:00 | buy | 4 | 1.00 | 1.51599 | 0.00000 | 0.00000 | ||
| 11 | 2015.01.22 19:00 | modify | 4 | 1.00 | 1.51599 | 1.51170 | 1.52120 | ||
| 12 | 2015.01.22 22:00 | close | 4 | 1.00 | 1.51929 | 1.51170 | 1.52120 | 33.00 | 10025.50 |
| 13 | 2015.01.28 19:00 | buy | 5 | 1.00 | 1.51936 | 0.00000 | 0.00000 | ||
| 14 | 2015.01.28 19:00 | modify | 5 | 1.00 | 1.51936 | 1.51487 | 1.52437 | ||
| 15 | 2015.01.28 22:00 | close | 5 | 1.00 | 1.51967 | 1.51487 | 1.52437 | 3.10 | 10028.60 |
| 16 | 2015.01.29 18:00 | sell | 6 | 1.00 | 1.51220 | 0.00000 | 0.00000 | ||
| 17 | 2015.01.29 18:00 | modify | 6 | 1.00 | 1.51220 | 1.51667 | 1.50717 | ||
| 18 | 2015.01.29 22:00 | close | 6 | 1.00 | 1.51276 | 1.51667 | 1.50717 | -5.60 | 10023.00 |
| 19 | 2015.01.30 22:00 | sell | 7 | 1.00 | 1.50476 | 0.00000 | 0.00000 | ||
| 20 | 2015.01.30 22:00 | modify | 7 | 1.00 | 1.50476 | 1.50927 | 1.49977 | ||
| 21 | 2015.01.31 01:00 | t/p | 7 | 1.00 | 1.49977 | 1.50927 | 1.49977 | 49.90 | 10072.90 |
| 22 | 2015.02.04 19:00 | buy | 8 | 1.00 | 1.51834 | 0.00000 | 0.00000 | ||
| 23 | 2015.02.04 19:00 | modify | 8 | 1.00 | 1.51834 | 1.51351 | 1.52301 | ||
| 24 | 2015.02.04 22:00 | t/p | 8 | 1.00 | 1.52301 | 1.51351 | 1.52301 | 46.70 | 10119.60 |
| 25 | 2015.02.09 19:00 | sell | 9 | 1.00 | 1.52330 | 0.00000 | 0.00000 | ||
| 26 | 2015.02.09 19:00 | modify | 9 | 1.00 | 1.52330 | 1.52712 | 1.51762 | ||
| 27 | 2015.02.09 22:00 | close | 9 | 1.00 | 1.52073 | 1.52712 | 1.51762 | 25.70 | 10145.30 |
| 28 | 2015.02.10 19:00 | sell | 10 | 1.00 | 1.52020 | 0.00000 | 0.00000 | ||
| 29 | 2015.02.10 19:00 | modify | 10 | 1.00 | 1.52020 | 1.52544 | 1.51594 | ||
| 30 | 2015.02.10 22:00 | close | 10 | 1.00 | 1.52258 | 1.52544 | 1.51594 | -23.80 | 10121.50 |
| 31 | 2015.02.11 19:00 | buy | 11 | 1.00 | 1.52934 | 0.00000 | 0.00000 | ||
| 32 | 2015.02.11 19:00 | modify | 11 | 1.00 | 1.52934 | 1.52271 | 1.53221 | ||
| 33 | 2015.02.11 22:00 | close | 11 | 1.00 | 1.52958 | 1.52271 | 1.53221 | 2.40 | 10123.90 |
| 34 | 2015.02.12 20:00 | buy | 12 | 1.00 | 1.53230 | 0.00000 | 0.00000 | ||
| 35 | 2015.02.12 22:00 | close | 12 | 1.00 | 1.53683 | 0.00000 | 0.00000 | 45.30 | 10169.20 |
| 36 | 2015.02.13 22:00 | sell | 13 | 1.00 | 1.53806 | 0.00000 | 0.00000 | ||
| 37 | 2015.02.13 22:00 | modify | 13 | 1.00 | 1.53806 | 1.54232 | 1.53282 | ||
| 38 | 2015.02.14 01:00 | s/l | 13 | 1.00 | 1.54232 | 1.54232 | 1.53282 | -42.60 | 10126.60 |
| 39 | 2015.02.16 19:00 | sell | 14 | 1.00 | 1.53939 | 0.00000 | 0.00000 | ||
| 40 | 2015.02.16 19:00 | modify | 14 | 1.00 | 1.53939 | 1.54446 | 1.53496 | ||
| 41 | 2015.02.16 22:00 | close | 14 | 1.00 | 1.53753 | 1.54446 | 1.53496 | 18.60 | 10145.20 |
| 42 | 2015.02.17 18:00 | sell | 15 | 1.00 | 1.53457 | 0.00000 | 0.00000 | ||
| 43 | 2015.02.17 18:00 | modify | 15 | 1.00 | 1.53457 | 1.53858 | 1.52908 | ||
| 44 | 2015.02.17 20:00 | s/l | 15 | 1.00 | 1.53858 | 1.53858 | 1.52908 | -40.10 | 10105.10 |
| 45 | 2015.02.18 18:00 | buy | 16 | 1.00 | 1.53648 | 0.00000 | 0.00000 | ||
| 46 | 2015.02.18 18:00 | modify | 16 | 1.00 | 1.53648 | 1.53358 | 1.54308 | ||
| 47 | 2015.02.18 19:00 | t/p | 16 | 1.00 | 1.54308 | 1.53358 | 1.54308 | 66.00 | 10171.10 |
| 48 | 2015.02.19 22:00 | sell | 17 | 1.00 | 1.54244 | 0.00000 | 0.00000 | ||
| 49 | 2015.02.19 22:00 | modify | 17 | 1.00 | 1.54244 | 1.54693 | 1.53743 | ||
| 50 | 2015.02.20 19:00 | t/p | 17 | 1.00 | 1.53743 | 1.54693 | 1.53743 | 49.99 | 10221.09 |
| 51 | 2015.02.20 19:00 | sell | 18 | 1.00 | 1.53645 | 0.00000 | 0.00000 | ||
| 52 | 2015.02.20 19:00 | modify | 18 | 1.00 | 1.53645 | 1.54379 | 1.53429 | ||
| 53 | 2015.02.20 22:00 | close | 18 | 1.00 | 1.53726 | 1.54379 | 1.53429 | -8.10 | 10212.99 |
| 54 | 2015.02.23 19:00 | sell | 19 | 1.00 | 1.53676 | 0.00000 | 0.00000 | ||
| 55 | 2015.02.23 19:00 | modify | 19 | 1.00 | 1.53676 | 1.53994 | 1.53044 | ||
| 56 | 2015.02.23 22:00 | close | 19 | 1.00 | 1.53732 | 1.53994 | 1.53044 | -5.60 | 10207.39 |
| 57 | 2015.02.26 21:00 | sell | 20 | 1.00 | 1.55132 | 0.00000 | 0.00000 | ||
| 58 | 2015.02.26 21:00 | modify | 20 | 1.00 | 1.55132 | 1.55563 | 1.54613 | ||
| 59 | 2015.02.26 22:00 | close | 20 | 1.00 | 1.54955 | 1.55563 | 1.54613 | 17.70 | 10225.09 |
| 60 | 2015.02.27 18:00 | sell | 21 | 1.00 | 1.53879 | 0.00000 | 0.00000 | ||
| 61 | 2015.02.27 18:00 | modify | 21 | 1.00 | 1.53879 | 1.54526 | 1.53576 | ||
| 62 | 2015.02.27 22:00 | close | 21 | 1.00 | 1.54460 | 1.54526 | 1.53576 | -58.10 | 10166.99 |
| 63 | 2015.03.02 22:00 | sell | 22 | 1.00 | 1.53825 | 0.00000 | 0.00000 | ||
| 64 | 2015.03.02 22:00 | modify | 22 | 1.00 | 1.53825 | 1.54213 | 1.53263 | ||
| 65 | 2015.03.03 22:00 | close | 22 | 1.00 | 1.53515 | 1.54213 | 1.53263 | 30.89 | 10197.88 |
| 66 | 2015.03.04 19:00 | sell | 23 | 1.00 | 1.53335 | 0.00000 | 0.00000 | ||
| 67 | 2015.03.04 19:00 | modify | 23 | 1.00 | 1.53335 | 1.53760 | 1.52810 | ||
| 68 | 2015.03.04 22:00 | close | 23 | 1.00 | 1.53366 | 1.53760 | 1.52810 | -3.10 | 10194.78 |
| 69 | 2015.03.06 18:00 | sell | 24 | 1.00 | 1.52127 | 0.00000 | 0.00000 | ||
| 70 | 2015.03.06 18:00 | modify | 24 | 1.00 | 1.52127 | 1.52562 | 1.51612 | ||
| 71 | 2015.03.06 22:00 | close | 24 | 1.00 | 1.51875 | 1.52562 | 1.51612 | 25.20 | 10219.98 |
| 72 | 2015.03.09 18:00 | buy | 25 | 1.00 | 1.51045 | 0.00000 | 0.00000 | ||
| 73 | 2015.03.09 18:00 | modify | 25 | 1.00 | 1.51045 | 1.50452 | 1.51402 | ||
| 74 | 2015.03.09 22:00 | close | 25 | 1.00 | 1.51040 | 1.50452 | 1.51402 | -0.50 | 10219.48 |
| 75 | 2015.03.10 18:00 | sell | 26 | 1.00 | 1.50427 | 0.00000 | 0.00000 | ||
| 76 | 2015.03.10 18:00 | modify | 26 | 1.00 | 1.50427 | 1.51140 | 1.50190 | ||
| 77 | 2015.03.10 22:00 | close | 26 | 1.00 | 1.50620 | 1.51140 | 1.50190 | -19.30 | 10200.18 |
| 78 | 2015.03.11 19:00 | sell | 27 | 1.00 | 1.50598 | 0.00000 | 0.00000 | ||
| 79 | 2015.03.11 19:00 | modify | 27 | 1.00 | 1.50598 | 1.51005 | 1.50055 | ||
| 80 | 2015.03.11 22:00 | close | 27 | 1.00 | 1.50478 | 1.51005 | 1.50055 | 12.00 | 10212.18 |
| 81 | 2015.03.16 18:00 | buy | 28 | 1.00 | 1.47953 | 0.00000 | 0.00000 | ||
| 82 | 2015.03.16 18:00 | modify | 28 | 1.00 | 1.47953 | 1.47419 | 1.48369 | ||
| 83 | 2015.03.16 22:00 | close | 28 | 1.00 | 1.47950 | 1.47419 | 1.48369 | -0.30 | 10211.88 |
| 84 | 2015.03.17 18:00 | sell | 29 | 1.00 | 1.47865 | 0.00000 | 0.00000 | ||
| 85 | 2015.03.17 18:00 | modify | 29 | 1.00 | 1.47865 | 1.48496 | 1.47546 | ||
| 86 | 2015.03.17 21:00 | t/p | 29 | 1.00 | 1.47546 | 1.48496 | 1.47546 | 31.90 | 10243.78 |
| 87 | 2015.03.18 19:00 | sell | 30 | 1.00 | 1.46722 | 0.00000 | 0.00000 | ||
| 88 | 2015.03.18 22:00 | close | 30 | 1.00 | 1.46398 | 0.00000 | 0.00000 | 32.40 | 10276.18 |
| 89 | 2015.04.03 18:00 | sell | 31 | 1.00 | 1.48186 | 0.00000 | 0.00000 | ||
| 90 | 2015.04.03 18:00 | modify | 31 | 1.00 | 1.48186 | 1.48450 | 1.47500 | ||
| 91 | 2015.04.03 21:00 | s/l | 31 | 1.00 | 1.48450 | 1.48450 | 1.47500 | -26.40 | 10249.78 |
| 92 | 2015.04.06 18:00 | buy | 32 | 1.00 | 1.49381 | 0.00000 | 0.00000 | ||
| 93 | 2015.04.06 18:00 | modify | 32 | 1.00 | 1.49381 | 1.48929 | 1.49879 | ||
| 94 | 2015.04.06 22:00 | close | 32 | 1.00 | 1.49480 | 1.48929 | 1.49879 | 9.90 | 10259.68 |
| 95 | 2015.05.05 22:00 | buy | 33 | 1.00 | 1.51588 | 0.00000 | 0.00000 | ||
| 96 | 2015.05.05 22:00 | modify | 33 | 1.00 | 1.51588 | 1.50960 | 1.51910 | ||
| 97 | 2015.05.06 00:00 | t/p | 33 | 1.00 | 1.51910 | 1.50960 | 1.51910 | 32.29 | 10291.96 |
| 98 | 2015.05.12 18:00 | buy | 34 | 1.00 | 1.56354 | 0.00000 | 0.00000 | ||
| 99 | 2015.05.12 18:00 | modify | 34 | 1.00 | 1.56354 | 1.55519 | 1.56469 | ||
| 100 | 2015.05.12 19:00 | t/p | 34 | 1.00 | 1.56469 | 1.55519 | 1.56469 | 11.50 | 10303.46 |
| 101 | 2015.05.15 18:00 | sell | 35 | 1.00 | 1.57471 | 0.00000 | 0.00000 | ||
| 102 | 2015.05.15 18:00 | modify | 35 | 1.00 | 1.57471 | 1.57882 | 1.56932 | ||
| 103 | 2015.05.15 22:00 | close | 35 | 1.00 | 1.57242 | 1.57882 | 1.56932 | 22.90 | 10326.36 |
| 104 | 2015.05.22 20:00 | sell | 36 | 1.00 | 1.56424 | 0.00000 | 0.00000 | ||
| 105 | 2015.05.22 20:00 | modify | 36 | 1.00 | 1.56424 | 1.56941 | 1.55991 | ||
| 106 | 2015.05.22 22:00 | t/p | 36 | 1.00 | 1.55991 | 1.56941 | 1.55991 | 43.30 | 10369.66 |
| 107 | 2015.06.04 18:00 | buy | 37 | 1.00 | 1.53978 | 0.00000 | 0.00000 | ||
| 108 | 2015.06.04 22:00 | close | 37 | 1.00 | 1.53912 | 0.00000 | 0.00000 | -6.60 | 10363.06 |
| 109 | 2015.06.12 18:00 | sell | 38 | 1.00 | 1.54806 | 0.00000 | 0.00000 | ||
| 110 | 2015.06.12 18:00 | modify | 38 | 1.00 | 1.54806 | 1.55311 | 1.54361 | ||
| 111 | 2015.06.12 22:00 | close | 38 | 1.00 | 1.54931 | 1.55311 | 1.54361 | -12.50 | 10350.56 |
| 112 | 2015.06.17 18:00 | buy | 39 | 1.00 | 1.57242 | 0.00000 | 0.00000 | ||
| 113 | 2015.06.17 22:00 | close | 39 | 1.00 | 1.57423 | 0.00000 | 0.00000 | 18.10 | 10368.66 |
| 114 | 2015.06.26 22:00 | sell | 40 | 1.00 | 1.57184 | 0.00000 | 0.00000 | ||
| 115 | 2015.06.26 22:00 | modify | 40 | 1.00 | 1.57184 | 1.57583 | 1.56633 | ||
| 116 | 2015.06.27 00:00 | s/l | 40 | 1.00 | 1.57583 | 1.57583 | 1.56633 | -39.90 | 10328.76 |