Strategy Tester Report
SPS_EA_v3
OANDA-Japan Practice (Build 840)
| 通貨ペア | USDJPY (USD/JPY) | ||||
| 期間 | 5分足(M5) 2015.07.01 00:00 - 2015.07.24 23:55 (2015.07.01 - 2015.07.26) | ||||
| 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=0.1; Slippage=4; Trailpips=10; Slpips=2; MACkArrow=true; BTClose=false; BBclose=3.2; Magic=59872465; | ||||
| テストバー数 | 6182 | モデルティック数 | 144097 | モデリング品質 | n/a |
| 不整合チャートエラー | 3241 | ||||
| 初期証拠金 | 10000.00 | スプレッド | 2 | ||
| 総損益 | 59.17 | 総利益 | 173.23 | 総損失 | -114.06 |
| プロフィットファクター | 1.52 | 期待利得 | 1.38 | ||
| 絶対ドローダウン | 1.06 | 最大ドローダウン | 58.20 (0.58%) | 相対ドローダウン | 0.58% (58.20) |
| 総取引数 | 43 | ショートポジション(勝率%） | 14 (50.00%) | ロングポジション(勝率%） | 29 (62.07%) |
| 勝率(%) | 25 (58.14%) | 負率 (%) | 18 (41.86%) | ||
| 最大 | 勝トレード | 29.45 | 負トレード | -16.38 | |
| 平均 | 勝トレード | 6.93 | 負トレード | -6.34 | |
| 最大 | 連勝(金額) | 7 (35.26) | 連敗(金額) | 4 (-28.68) | |
| 最大化 | 連勝(トレード数) | 71.71 (5) | 連敗(トレード数) | -28.68 (4) | |
| 平均 | 連勝 | 3 | 連敗 | 2 | |
| # | 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 | 2015.07.01 11:50 | buy | 1 | 0.10 | 122.717 | 0.000 | 0.000 | ||
| 2 | 2015.07.01 11:50 | modify | 1 | 0.10 | 122.717 | 122.534 | 0.000 | ||
| 3 | 2015.07.01 12:00 | close | 1 | 0.10 | 122.821 | 122.534 | 0.000 | 8.47 | 10008.47 |
| 4 | 2015.07.01 14:30 | buy | 2 | 0.10 | 122.937 | 0.000 | 0.000 | ||
| 5 | 2015.07.01 14:30 | modify | 2 | 0.10 | 122.937 | 122.820 | 0.000 | ||
| 6 | 2015.07.01 14:40 | close | 2 | 0.10 | 122.942 | 122.820 | 0.000 | 0.41 | 10008.88 |
| 7 | 2015.07.02 01:00 | buy | 3 | 0.10 | 123.173 | 0.000 | 0.000 | ||
| 8 | 2015.07.02 01:00 | modify | 3 | 0.10 | 123.173 | 123.109 | 0.000 | ||
| 9 | 2015.07.02 01:30 | close | 3 | 0.10 | 123.197 | 123.109 | 0.000 | 1.95 | 10010.83 |
| 10 | 2015.07.02 02:40 | buy | 4 | 0.10 | 123.273 | 0.000 | 0.000 | ||
| 11 | 2015.07.02 02:40 | modify | 4 | 0.10 | 123.273 | 123.188 | 0.000 | ||
| 12 | 2015.07.02 04:51 | modify | 4 | 0.10 | 123.273 | 123.332 | 0.000 | ||
| 13 | 2015.07.02 06:07 | s/l | 4 | 0.10 | 123.332 | 123.332 | 0.000 | 4.78 | 10015.61 |
| 14 | 2015.07.02 08:05 | buy | 5 | 0.10 | 123.382 | 0.000 | 0.000 | ||
| 15 | 2015.07.02 08:05 | modify | 5 | 0.10 | 123.382 | 123.293 | 0.000 | ||
| 16 | 2015.07.02 10:10 | modify | 5 | 0.10 | 123.382 | 123.329 | 0.000 | ||
| 17 | 2015.07.02 11:12 | modify | 5 | 0.10 | 123.382 | 123.442 | 0.000 | ||
| 18 | 2015.07.02 12:42 | s/l | 5 | 0.10 | 123.442 | 123.442 | 0.000 | 4.86 | 10020.47 |
| 19 | 2015.07.02 14:10 | buy | 6 | 0.10 | 123.498 | 0.000 | 0.000 | ||
| 20 | 2015.07.02 14:10 | modify | 6 | 0.10 | 123.498 | 123.396 | 0.000 | ||
| 21 | 2015.07.02 15:02 | modify | 6 | 0.10 | 123.498 | 123.469 | 0.000 | ||
| 22 | 2015.07.02 15:07 | close | 6 | 0.10 | 123.570 | 123.469 | 0.000 | 5.83 | 10026.30 |
| 23 | 2015.07.03 15:00 | sell | 7 | 0.10 | 122.911 | 0.000 | 0.000 | ||
| 24 | 2015.07.03 15:00 | modify | 7 | 0.10 | 122.911 | 123.020 | 0.000 | ||
| 25 | 2015.07.03 15:50 | close | 7 | 0.10 | 122.801 | 123.020 | 0.000 | 8.96 | 10035.26 |
| 26 | 2015.07.03 18:50 | sell | 8 | 0.10 | 122.640 | 0.000 | 0.000 | ||
| 27 | 2015.07.03 18:50 | modify | 8 | 0.10 | 122.640 | 122.742 | 0.000 | ||
| 28 | 2015.07.03 19:23 | s/l | 8 | 0.10 | 122.742 | 122.742 | 0.000 | -8.31 | 10026.95 |
| 29 | 2015.07.06 06:20 | sell | 9 | 0.10 | 122.529 | 0.000 | 0.000 | ||
| 30 | 2015.07.06 06:20 | modify | 9 | 0.10 | 122.529 | 122.616 | 0.000 | ||
| 31 | 2015.07.06 06:46 | modify | 9 | 0.10 | 122.529 | 122.627 | 0.000 | ||
| 32 | 2015.07.06 08:03 | modify | 9 | 0.10 | 122.529 | 122.369 | 0.000 | ||
| 33 | 2015.07.06 08:41 | s/l | 9 | 0.10 | 122.369 | 122.369 | 0.000 | 13.08 | 10040.03 |
| 34 | 2015.07.07 18:05 | sell | 10 | 0.10 | 122.133 | 0.000 | 0.000 | ||
| 35 | 2015.07.07 18:05 | modify | 10 | 0.10 | 122.133 | 122.275 | 0.000 | ||
| 36 | 2015.07.07 18:53 | modify | 10 | 0.10 | 122.133 | 122.171 | 0.000 | ||
| 37 | 2015.07.07 19:02 | s/l | 10 | 0.10 | 122.171 | 122.171 | 0.000 | -3.11 | 10036.92 |
| 38 | 2015.07.08 08:45 | sell | 11 | 0.10 | 121.937 | 0.000 | 0.000 | ||
| 39 | 2015.07.08 08:45 | modify | 11 | 0.10 | 121.937 | 122.189 | 0.000 | ||
| 40 | 2015.07.08 09:56 | modify | 11 | 0.10 | 121.937 | 121.886 | 0.000 | ||
| 41 | 2015.07.08 09:57 | modify | 11 | 0.10 | 121.937 | 122.189 | 0.000 | ||
| 42 | 2015.07.08 10:05 | close | 11 | 0.10 | 121.579 | 122.189 | 0.000 | 29.45 | 10066.37 |
| 43 | 2015.07.08 12:45 | sell | 12 | 0.10 | 121.539 | 0.000 | 0.000 | ||
| 44 | 2015.07.08 12:45 | modify | 12 | 0.10 | 121.539 | 121.681 | 0.000 | ||
| 45 | 2015.07.08 13:05 | close | 12 | 0.10 | 121.453 | 121.681 | 0.000 | 7.08 | 10073.45 |
| 46 | 2015.07.08 15:00 | sell | 13 | 0.10 | 121.405 | 0.000 | 0.000 | ||
| 47 | 2015.07.08 15:00 | modify | 13 | 0.10 | 121.405 | 121.708 | 0.000 | ||
| 48 | 2015.07.08 15:56 | modify | 13 | 0.10 | 121.405 | 121.544 | 0.000 | ||
| 49 | 2015.07.08 16:20 | close | 13 | 0.10 | 121.201 | 121.544 | 0.000 | 16.83 | 10090.28 |
| 50 | 2015.07.10 04:05 | buy | 14 | 0.10 | 121.722 | 0.000 | 0.000 | ||
| 51 | 2015.07.10 04:05 | modify | 14 | 0.10 | 121.722 | 121.560 | 0.000 | ||
| 52 | 2015.07.10 04:33 | modify | 14 | 0.10 | 121.722 | 121.657 | 0.000 | ||
| 53 | 2015.07.10 05:20 | modify | 14 | 0.10 | 121.722 | 121.831 | 0.000 | ||
| 54 | 2015.07.10 07:16 | s/l | 14 | 0.10 | 121.831 | 121.831 | 0.000 | 8.95 | 10099.23 |
| 55 | 2015.07.10 12:15 | buy | 15 | 0.10 | 122.180 | 0.000 | 0.000 | ||
| 56 | 2015.07.10 12:15 | modify | 15 | 0.10 | 122.180 | 122.053 | 0.000 | ||
| 57 | 2015.07.10 12:17 | close | 15 | 0.10 | 122.295 | 122.053 | 0.000 | 9.40 | 10108.63 |
| 58 | 2015.07.10 13:15 | buy | 16 | 0.10 | 122.334 | 0.000 | 0.000 | ||
| 59 | 2015.07.10 13:15 | modify | 16 | 0.10 | 122.334 | 122.260 | 0.000 | ||
| 60 | 2015.07.10 13:48 | modify | 16 | 0.10 | 122.334 | 122.273 | 0.000 | ||
| 61 | 2015.07.10 14:40 | s/l | 16 | 0.10 | 122.273 | 122.273 | 0.000 | -4.99 | 10103.64 |
| 62 | 2015.07.10 16:20 | buy | 17 | 0.10 | 122.494 | 0.000 | 0.000 | ||
| 63 | 2015.07.10 16:20 | modify | 17 | 0.10 | 122.494 | 122.414 | 0.000 | ||
| 64 | 2015.07.10 16:25 | close | 17 | 0.10 | 122.559 | 122.414 | 0.000 | 5.30 | 10108.94 |
| 65 | 2015.07.10 18:45 | buy | 18 | 0.10 | 122.744 | 0.000 | 0.000 | ||
| 66 | 2015.07.10 18:45 | modify | 18 | 0.10 | 122.744 | 122.655 | 0.000 | ||
| 67 | 2015.07.10 19:30 | modify | 18 | 0.10 | 122.744 | 122.662 | 0.000 | ||
| 68 | 2015.07.10 19:35 | close | 18 | 0.10 | 122.779 | 122.662 | 0.000 | 2.85 | 10111.79 |
| 69 | 2015.07.10 20:10 | buy | 19 | 0.10 | 122.841 | 0.000 | 0.000 | ||
| 70 | 2015.07.10 20:10 | modify | 19 | 0.10 | 122.841 | 122.662 | 0.000 | ||
| 71 | 2015.07.10 21:03 | modify | 19 | 0.10 | 122.841 | 122.721 | 0.000 | ||
| 72 | 2015.07.10 23:24 | s/l | 19 | 0.10 | 122.721 | 122.721 | 0.000 | -9.78 | 10102.01 |
| 73 | 2015.07.13 09:05 | buy | 20 | 0.10 | 122.665 | 0.000 | 0.000 | ||
| 74 | 2015.07.13 09:05 | modify | 20 | 0.10 | 122.665 | 122.556 | 0.000 | ||
| 75 | 2015.07.13 09:21 | s/l | 20 | 0.10 | 122.556 | 122.556 | 0.000 | -8.90 | 10093.11 |
| 76 | 2015.07.13 15:00 | buy | 21 | 0.10 | 123.388 | 0.000 | 0.000 | ||
| 77 | 2015.07.13 15:00 | modify | 21 | 0.10 | 123.388 | 123.284 | 0.000 | ||
| 78 | 2015.07.13 15:12 | modify | 21 | 0.10 | 123.388 | 123.292 | 0.000 | ||
| 79 | 2015.07.13 17:12 | modify | 21 | 0.10 | 123.388 | 123.360 | 0.000 | ||
| 80 | 2015.07.13 17:30 | modify | 21 | 0.10 | 123.388 | 123.357 | 0.000 | ||
| 81 | 2015.07.13 18:24 | s/l | 21 | 0.10 | 123.357 | 123.357 | 0.000 | -2.51 | 10090.60 |
| 82 | 2015.07.13 20:21 | buy | 22 | 0.10 | 123.410 | 0.000 | 0.000 | ||
| 83 | 2015.07.13 20:21 | modify | 22 | 0.10 | 123.410 | 123.299 | 0.000 | ||
| 84 | 2015.07.13 20:25 | close | 22 | 0.10 | 123.411 | 123.299 | 0.000 | 0.08 | 10090.68 |
| 85 | 2015.07.13 21:00 | buy | 23 | 0.10 | 123.404 | 0.000 | 0.000 | ||
| 86 | 2015.07.13 21:00 | modify | 23 | 0.10 | 123.404 | 123.325 | 0.000 | ||
| 87 | 2015.07.13 22:57 | modify | 23 | 0.10 | 123.404 | 123.328 | 0.000 | ||
| 88 | 2015.07.14 01:44 | close | 23 | 0.10 | 123.498 | 123.328 | 0.000 | 7.61 | 10098.29 |
| 89 | 2015.07.14 02:45 | buy | 24 | 0.10 | 123.589 | 0.000 | 0.000 | ||
| 90 | 2015.07.14 02:45 | modify | 24 | 0.10 | 123.589 | 123.499 | 0.000 | ||
| 91 | 2015.07.14 03:31 | modify | 24 | 0.10 | 123.589 | 123.552 | 0.000 | ||
| 92 | 2015.07.14 04:32 | s/l | 24 | 0.10 | 123.552 | 123.552 | 0.000 | -3.00 | 10095.29 |
| 93 | 2015.07.15 03:07 | sell | 25 | 0.10 | 123.279 | 0.000 | 0.000 | ||
| 94 | 2015.07.15 03:07 | modify | 25 | 0.10 | 123.279 | 123.380 | 0.000 | ||
| 95 | 2015.07.15 03:07 | close | 25 | 0.10 | 123.287 | 123.380 | 0.000 | -0.65 | 10094.64 |
| 96 | 2015.07.15 16:40 | buy | 26 | 0.10 | 123.861 | 0.000 | 0.000 | ||
| 97 | 2015.07.15 16:40 | modify | 26 | 0.10 | 123.861 | 123.319 | 0.000 | ||
| 98 | 2015.07.15 17:30 | modify | 26 | 0.10 | 123.861 | 123.819 | 0.000 | ||
| 99 | 2015.07.15 17:38 | s/l | 26 | 0.10 | 123.819 | 123.819 | 0.000 | -3.39 | 10091.25 |
| 100 | 2015.07.15 18:05 | buy | 27 | 0.10 | 123.949 | 0.000 | 0.000 | ||
| 101 | 2015.07.15 18:05 | modify | 27 | 0.10 | 123.949 | 123.774 | 0.000 | ||
| 102 | 2015.07.15 18:43 | modify | 27 | 0.10 | 123.949 | 123.813 | 0.000 | ||
| 103 | 2015.07.15 19:19 | s/l | 27 | 0.10 | 123.813 | 123.813 | 0.000 | -10.99 | 10080.26 |
| 104 | 2015.07.16 01:45 | buy | 28 | 0.10 | 123.856 | 0.000 | 0.000 | ||
| 105 | 2015.07.16 01:45 | modify | 28 | 0.10 | 123.856 | 123.701 | 0.000 | ||
| 106 | 2015.07.16 01:55 | close | 28 | 0.10 | 123.951 | 123.701 | 0.000 | 7.66 | 10087.92 |
| 107 | 2015.07.16 12:55 | buy | 29 | 0.10 | 123.956 | 0.000 | 0.000 | ||
| 108 | 2015.07.16 12:55 | modify | 29 | 0.10 | 123.956 | 123.832 | 0.000 | ||
| 109 | 2015.07.16 15:00 | modify | 29 | 0.10 | 123.956 | 123.955 | 0.000 | ||
| 110 | 2015.07.16 15:05 | close | 29 | 0.10 | 124.096 | 123.955 | 0.000 | 11.28 | 10099.20 |
| 111 | 2015.07.16 15:50 | buy | 30 | 0.10 | 124.158 | 0.000 | 0.000 | ||
| 112 | 2015.07.16 15:50 | modify | 30 | 0.10 | 124.158 | 123.955 | 0.000 | ||
| 113 | 2015.07.16 17:00 | s/l | 30 | 0.10 | 123.955 | 123.955 | 0.000 | -16.38 | 10082.82 |
| 114 | 2015.07.16 20:45 | buy | 31 | 0.10 | 124.073 | 0.000 | 0.000 | ||
| 115 | 2015.07.16 20:45 | modify | 31 | 0.10 | 124.073 | 123.989 | 0.000 | ||
| 116 | 2015.07.16 21:37 | modify | 31 | 0.10 | 124.073 | 124.034 | 0.000 | ||
| 117 | 2015.07.17 02:17 | modify | 31 | 0.10 | 124.073 | 124.070 | 0.000 | ||
| 118 | 2015.07.17 03:46 | modify | 31 | 0.10 | 124.073 | 124.112 | 0.000 | ||
| 119 | 2015.07.17 05:03 | s/l | 31 | 0.10 | 124.112 | 124.112 | 0.000 | 3.14 | 10085.96 |
| 120 | 2015.07.20 11:02 | buy | 32 | 0.10 | 124.194 | 0.000 | 0.000 | ||
| 121 | 2015.07.20 11:02 | modify | 32 | 0.10 | 124.194 | 124.060 | 0.000 | ||
| 122 | 2015.07.20 11:05 | close | 32 | 0.10 | 124.195 | 124.060 | 0.000 | 0.08 | 10086.04 |
| 123 | 2015.07.20 16:10 | buy | 33 | 0.10 | 124.306 | 0.000 | 0.000 | ||
| 124 | 2015.07.20 16:10 | modify | 33 | 0.10 | 124.306 | 124.249 | 0.000 | ||
| 125 | 2015.07.20 17:20 | s/l | 33 | 0.10 | 124.249 | 124.249 | 0.000 | -4.59 | 10081.45 |
| 126 | 2015.07.20 20:36 | buy | 34 | 0.10 | 124.289 | 0.000 | 0.000 | ||
| 127 | 2015.07.20 20:36 | modify | 34 | 0.10 | 124.289 | 124.227 | 0.000 | ||
| 128 | 2015.07.20 22:12 | modify | 34 | 0.10 | 124.289 | 124.219 | 0.000 | ||
| 129 | 2015.07.20 22:15 | close | 34 | 0.10 | 124.308 | 124.219 | 0.000 | 1.53 | 10082.98 |
| 130 | 2015.07.20 23:50 | buy | 35 | 0.10 | 124.302 | 0.000 | 0.000 | ||
| 131 | 2015.07.20 23:50 | modify | 35 | 0.10 | 124.302 | 124.253 | 0.000 | ||
| 132 | 2015.07.21 03:03 | close | 35 | 0.10 | 124.345 | 124.253 | 0.000 | 3.46 | 10086.44 |
| 133 | 2015.07.21 15:15 | buy | 36 | 0.10 | 124.372 | 0.000 | 0.000 | ||
| 134 | 2015.07.21 15:15 | modify | 36 | 0.10 | 124.372 | 124.307 | 0.000 | ||
| 135 | 2015.07.21 16:13 | s/l | 36 | 0.10 | 124.307 | 124.307 | 0.000 | -5.23 | 10081.21 |
| 136 | 2015.07.21 19:40 | sell | 37 | 0.10 | 123.818 | 0.000 | 0.000 | ||
| 137 | 2015.07.21 19:40 | modify | 37 | 0.10 | 123.818 | 123.998 | 0.000 | ||
| 138 | 2015.07.21 23:31 | close | 37 | 0.10 | 123.862 | 123.998 | 0.000 | -3.55 | 10077.66 |
| 139 | 2015.07.22 02:00 | sell | 38 | 0.10 | 123.861 | 0.000 | 0.000 | ||
| 140 | 2015.07.22 02:00 | modify | 38 | 0.10 | 123.861 | 123.905 | 0.000 | ||
| 141 | 2015.07.22 02:10 | close | 38 | 0.10 | 123.854 | 123.905 | 0.000 | 0.57 | 10078.23 |
| 142 | 2015.07.22 04:30 | sell | 39 | 0.10 | 123.782 | 0.000 | 0.000 | ||
| 143 | 2015.07.22 04:30 | modify | 39 | 0.10 | 123.782 | 123.872 | 0.000 | ||
| 144 | 2015.07.22 04:34 | close | 39 | 0.10 | 123.663 | 123.872 | 0.000 | 9.62 | 10087.85 |
| 145 | 2015.07.22 05:20 | sell | 40 | 0.10 | 123.644 | 0.000 | 0.000 | ||
| 146 | 2015.07.22 05:20 | modify | 40 | 0.10 | 123.644 | 123.735 | 0.000 | ||
| 147 | 2015.07.22 06:08 | s/l | 40 | 0.10 | 123.735 | 123.735 | 0.000 | -7.36 | 10080.49 |
| 148 | 2015.07.22 07:55 | sell | 41 | 0.10 | 123.685 | 0.000 | 0.000 | ||
| 149 | 2015.07.22 07:55 | modify | 41 | 0.10 | 123.685 | 123.799 | 0.000 | ||
| 150 | 2015.07.22 09:08 | modify | 41 | 0.10 | 123.685 | 123.714 | 0.000 | ||
| 151 | 2015.07.22 09:48 | s/l | 41 | 0.10 | 123.714 | 123.714 | 0.000 | -2.35 | 10078.14 |
| 152 | 2015.07.22 12:20 | sell | 42 | 0.10 | 123.682 | 0.000 | 0.000 | ||
| 153 | 2015.07.22 12:20 | modify | 42 | 0.10 | 123.682 | 123.845 | 0.000 | ||
| 154 | 2015.07.22 13:28 | s/l | 42 | 0.10 | 123.845 | 123.845 | 0.000 | -13.16 | 10064.98 |
| 155 | 2015.07.23 09:10 | buy | 43 | 0.10 | 124.096 | 0.000 | 0.000 | ||
| 156 | 2015.07.23 09:10 | modify | 43 | 0.10 | 124.096 | 124.024 | 0.000 | ||
| 157 | 2015.07.23 09:28 | s/l | 43 | 0.10 | 124.024 | 124.024 | 0.000 | -5.81 | 10059.17 |