通貨ペア | USDJPY.sq (US Dollar vs Japanese Yen) | ||||
期間 | 5分足(M5) 2015.12.01 00:00 - 2015.12.28 00:00 (2015.12.01 - 2015.12.28) | ||||
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; NYDowSymbol="WS30.sq"; EMAPeriod=20; Magic=1000; | ||||
テストバー数 | 6167 | モデルティック数 | 263731 | モデリング品質 | n/a |
不整合チャートエラー | 5 | ||||
初期証拠金 | 10000.00 | スプレッド | 2 | ||
純益 | 138.73 | 総利益 | 402.01 | 総損失 | -263.28 |
プロフィットファクタ | 1.53 | 期待利得 | 4.48 | ||
絶対ドローダウン | 37.85 | 最大ドローダウン | 115.02 (1.14%) | 相対ドローダウン | 1.14% (115.02) |
総取引数 | 31 | 売りポジション(勝率%) | 13 (46.15%) | 買いポジション(勝率%) | 18 (50.00%) |
勝率(%) | 15 (48.39%) | 負率 (%) | 16 (51.61%) | ||
最大 | 勝トレード | 33.11 | 敗トレード | -16.97 | |
平均 | 勝トレード | 26.80 | 敗トレード | -16.45 | |
最大 | 連勝(金額) | 3 (82.23) | 連敗(金額) | 6 (-98.40) | |
最大 | 連勝(トレード数) | 82.23 (3) | 連敗(トレード数) | -98.40 (6) | |
平均 | 連勝 | 2 | 連敗 | 2 |
# | 時間 | 取引種別 | 注文番号 | 数量 | 価格 | 決済逆指値(S/L) | 決済指値(T/P) | 損益 | 残高 |
1 | 2015.12.01 02:38 | buy | 1 | 0.10 | 122.712 | 0.000 | 0.000 | ||
2 | 2015.12.01 02:38 | modify | 1 | 0.10 | 122.712 | 122.512 | 123.112 | ||
3 | 2015.12.01 09:43 | t/p | 1 | 0.10 | 123.112 | 122.512 | 123.112 | 32.49 | 10032.49 |
4 | 2015.12.02 15:36 | sell | 2 | 0.10 | 123.417 | 0.000 | 0.000 | ||
5 | 2015.12.02 15:36 | modify | 2 | 0.10 | 123.417 | 123.617 | 123.117 | ||
6 | 2015.12.02 17:25 | s/l | 2 | 0.10 | 123.617 | 123.617 | 123.117 | -16.18 | 10016.31 |
7 | 2015.12.02 17:43 | sell | 3 | 0.10 | 123.552 | 0.000 | 0.000 | ||
8 | 2015.12.02 17:43 | modify | 3 | 0.10 | 123.552 | 123.752 | 123.252 | ||
9 | 2015.12.02 19:25 | t/p | 3 | 0.10 | 123.252 | 123.752 | 123.252 | 24.34 | 10040.65 |
10 | 2015.12.03 13:44 | buy | 4 | 0.10 | 122.997 | 0.000 | 0.000 | ||
11 | 2015.12.03 13:44 | modify | 4 | 0.10 | 122.997 | 122.797 | 123.297 | ||
12 | 2015.12.03 14:31 | t/p | 4 | 0.10 | 123.297 | 122.797 | 123.297 | 24.33 | 10064.98 |
13 | 2015.12.03 16:38 | buy | 5 | 0.10 | 122.927 | 0.000 | 0.000 | ||
14 | 2015.12.03 16:38 | modify | 5 | 0.10 | 122.927 | 122.727 | 123.227 | ||
15 | 2015.12.03 17:17 | s/l | 5 | 0.10 | 122.727 | 122.727 | 123.227 | -16.30 | 10048.68 |
16 | 2015.12.03 17:43 | buy | 6 | 0.10 | 122.801 | 0.000 | 0.000 | ||
17 | 2015.12.03 17:43 | modify | 6 | 0.10 | 122.801 | 122.601 | 123.101 | ||
18 | 2015.12.03 18:32 | s/l | 6 | 0.10 | 122.601 | 122.601 | 123.101 | -16.32 | 10032.36 |
19 | 2015.12.04 13:30 | sell | 7 | 0.10 | 123.164 | 0.000 | 0.000 | ||
20 | 2015.12.04 13:30 | modify | 7 | 0.10 | 123.164 | 123.364 | 122.864 | ||
21 | 2015.12.04 13:34 | s/l | 7 | 0.10 | 123.364 | 123.364 | 122.864 | -16.22 | 10016.14 |
22 | 2015.12.04 16:25 | sell | 8 | 0.10 | 123.216 | 0.000 | 0.000 | ||
23 | 2015.12.04 16:25 | modify | 8 | 0.10 | 123.216 | 123.416 | 122.816 | ||
24 | 2015.12.07 08:40 | s/l | 8 | 0.10 | 123.416 | 123.416 | 122.816 | -16.56 | 9999.58 |
25 | 2015.12.08 13:56 | buy | 9 | 0.10 | 122.815 | 0.000 | 0.000 | ||
26 | 2015.12.08 13:56 | modify | 9 | 0.10 | 122.815 | 122.615 | 123.115 | ||
27 | 2015.12.09 10:14 | s/l | 9 | 0.10 | 122.615 | 122.615 | 123.115 | -16.64 | 9982.94 |
28 | 2015.12.09 12:51 | buy | 10 | 0.10 | 122.451 | 0.000 | 0.000 | ||
29 | 2015.12.09 12:51 | modify | 10 | 0.10 | 122.451 | 122.251 | 122.751 | ||
30 | 2015.12.09 13:46 | s/l | 10 | 0.10 | 122.251 | 122.251 | 122.751 | -16.36 | 9966.58 |
31 | 2015.12.10 07:24 | sell | 11 | 0.10 | 121.807 | 0.000 | 0.000 | ||
32 | 2015.12.10 07:24 | modify | 11 | 0.10 | 121.807 | 122.007 | 121.507 | ||
33 | 2015.12.10 11:18 | t/p | 11 | 0.10 | 121.507 | 122.007 | 121.507 | 24.69 | 9991.27 |
34 | 2015.12.10 12:15 | buy | 12 | 0.10 | 121.270 | 0.000 | 0.000 | ||
35 | 2015.12.10 12:15 | modify | 12 | 0.10 | 121.270 | 121.070 | 121.570 | ||
36 | 2015.12.10 15:51 | t/p | 12 | 0.10 | 121.570 | 121.070 | 121.570 | 24.68 | 10015.95 |
37 | 2015.12.11 01:38 | sell | 13 | 0.10 | 122.122 | 0.000 | 0.000 | ||
38 | 2015.12.11 01:38 | modify | 13 | 0.10 | 122.122 | 122.322 | 121.722 | ||
39 | 2015.12.11 10:23 | t/p | 13 | 0.10 | 121.722 | 122.322 | 121.722 | 32.86 | 10048.81 |
40 | 2015.12.11 10:55 | buy | 14 | 0.10 | 121.582 | 0.000 | 0.000 | ||
41 | 2015.12.11 10:55 | modify | 14 | 0.10 | 121.582 | 121.382 | 121.882 | ||
42 | 2015.12.11 11:47 | s/l | 14 | 0.10 | 121.382 | 121.382 | 121.882 | -16.49 | 10032.32 |
43 | 2015.12.11 12:12 | buy | 15 | 0.10 | 121.455 | 0.000 | 0.000 | ||
44 | 2015.12.11 12:12 | modify | 15 | 0.10 | 121.455 | 121.255 | 121.755 | ||
45 | 2015.12.11 14:12 | s/l | 15 | 0.10 | 121.255 | 121.255 | 121.755 | -16.50 | 10015.82 |
46 | 2015.12.13 23:36 | buy | 16 | 0.10 | 120.647 | 0.000 | 0.000 | ||
47 | 2015.12.13 23:36 | modify | 16 | 0.10 | 120.647 | 120.447 | 120.947 | ||
48 | 2015.12.14 01:25 | t/p | 16 | 0.10 | 120.947 | 120.447 | 120.947 | 24.47 | 10040.29 |
49 | 2015.12.14 06:03 | sell | 17 | 0.10 | 121.213 | 0.000 | 0.000 | ||
50 | 2015.12.14 06:03 | modify | 17 | 0.10 | 121.213 | 121.413 | 120.813 | ||
51 | 2015.12.14 11:39 | t/p | 17 | 0.10 | 120.813 | 121.413 | 120.813 | 33.11 | 10073.40 |
52 | 2015.12.14 13:19 | buy | 18 | 0.10 | 120.641 | 0.000 | 0.000 | ||
53 | 2015.12.14 13:19 | modify | 18 | 0.10 | 120.641 | 120.441 | 120.941 | ||
54 | 2015.12.14 16:13 | s/l | 18 | 0.10 | 120.441 | 120.441 | 120.941 | -16.61 | 10056.79 |
55 | 2015.12.14 17:01 | buy | 19 | 0.10 | 120.519 | 0.000 | 0.000 | ||
56 | 2015.12.14 17:01 | modify | 19 | 0.10 | 120.519 | 120.319 | 120.819 | ||
57 | 2015.12.14 19:47 | t/p | 19 | 0.10 | 120.819 | 120.319 | 120.819 | 24.83 | 10081.62 |
58 | 2015.12.15 07:34 | buy | 20 | 0.10 | 120.656 | 0.000 | 0.000 | ||
59 | 2015.12.15 07:34 | modify | 20 | 0.10 | 120.656 | 120.456 | 121.056 | ||
60 | 2015.12.15 11:02 | t/p | 20 | 0.10 | 121.056 | 120.456 | 121.056 | 33.04 | 10114.66 |
61 | 2015.12.15 11:49 | sell | 21 | 0.10 | 121.170 | 0.000 | 0.000 | ||
62 | 2015.12.15 11:49 | modify | 21 | 0.10 | 121.170 | 121.370 | 120.770 | ||
63 | 2015.12.15 14:32 | s/l | 21 | 0.10 | 121.370 | 121.370 | 120.770 | -16.48 | 10098.18 |
64 | 2015.12.16 19:03 | sell | 22 | 0.10 | 122.121 | 0.000 | 0.000 | ||
65 | 2015.12.16 19:03 | modify | 22 | 0.10 | 122.121 | 122.321 | 121.821 | ||
66 | 2015.12.16 19:13 | t/p | 22 | 0.10 | 121.821 | 122.321 | 121.821 | 24.63 | 10122.81 |
67 | 2015.12.16 19:32 | buy | 23 | 0.10 | 121.544 | 0.000 | 0.000 | ||
68 | 2015.12.16 19:32 | modify | 23 | 0.10 | 121.544 | 121.344 | 121.844 | ||
69 | 2015.12.16 20:00 | t/p | 23 | 0.10 | 121.844 | 121.344 | 121.844 | 24.61 | 10147.42 |
70 | 2015.12.16 20:26 | sell | 24 | 0.10 | 122.199 | 0.000 | 0.000 | ||
71 | 2015.12.16 20:26 | modify | 24 | 0.10 | 122.199 | 122.399 | 121.799 | ||
72 | 2015.12.16 20:39 | s/l | 24 | 0.10 | 122.399 | 122.399 | 121.799 | -16.34 | 10131.08 |
73 | 2015.12.16 21:29 | sell | 25 | 0.10 | 122.211 | 0.000 | 0.000 | ||
74 | 2015.12.16 21:29 | modify | 25 | 0.10 | 122.211 | 122.411 | 121.811 | ||
75 | 2015.12.16 23:11 | s/l | 25 | 0.10 | 122.411 | 122.411 | 121.811 | -16.34 | 10114.74 |
76 | 2015.12.17 14:28 | sell | 26 | 0.10 | 122.729 | 0.000 | 0.000 | ||
77 | 2015.12.17 14:28 | modify | 26 | 0.10 | 122.729 | 122.929 | 122.329 | ||
78 | 2015.12.18 03:50 | s/l | 26 | 0.10 | 122.929 | 122.929 | 122.329 | -16.61 | 10098.13 |
79 | 2015.12.18 03:50 | sell | 27 | 0.10 | 123.247 | 0.000 | 0.000 | ||
80 | 2015.12.18 03:50 | modify | 27 | 0.10 | 123.247 | 123.447 | 122.947 | ||
81 | 2015.12.18 03:50 | t/p | 27 | 0.10 | 122.947 | 123.447 | 122.947 | 24.41 | 10122.54 |
82 | 2015.12.18 04:05 | buy | 28 | 0.10 | 122.534 | 0.000 | 0.000 | ||
83 | 2015.12.18 04:05 | modify | 28 | 0.10 | 122.534 | 122.334 | 122.834 | ||
84 | 2015.12.18 04:06 | s/l | 28 | 0.10 | 122.334 | 122.334 | 122.834 | -16.36 | 10106.18 |
85 | 2015.12.21 16:34 | buy | 29 | 0.10 | 120.950 | 0.000 | 0.000 | ||
86 | 2015.12.21 16:34 | modify | 29 | 0.10 | 120.950 | 120.750 | 121.250 | ||
87 | 2015.12.21 22:35 | t/p | 29 | 0.10 | 121.250 | 120.750 | 121.250 | 24.74 | 10130.92 |
88 | 2015.12.22 15:14 | buy | 30 | 0.10 | 120.756 | 0.000 | 0.000 | ||
89 | 2015.12.22 15:14 | modify | 30 | 0.10 | 120.756 | 120.556 | 121.056 | ||
90 | 2015.12.22 19:00 | t/p | 30 | 0.10 | 121.056 | 120.556 | 121.056 | 24.78 | 10155.70 |
91 | 2015.12.24 08:46 | buy | 31 | 0.10 | 120.381 | 0.000 | 0.000 | ||
92 | 2015.12.24 08:46 | modify | 31 | 0.10 | 120.381 | 120.181 | 120.681 | ||
93 | 2015.12.27 22:07 | s/l | 31 | 0.10 | 120.181 | 120.181 | 120.681 | -16.97 | 10138.73 |