Strategy Tester Report
devtra_ea_usdjpy_144
BIGBOSS-DEMO (Build 920)

通貨ペアUSDJPY.sq (US Dollar vs Japanese Yen)
期間5分足(M5) 2015.12.01 00:00 - 2015.12.31 00:00 (2015.12.01 - 2015.12.31)
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=0.4; Slippage=4; NYDowSymbol="WS30.sq"; EMAPeriod=20; MaxPosition=3; Start_End=true; StartTime=0; EndTime=9; Magic=1000;
テストバー数7028モデルティック数301901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50000.00スプレッド現在値 (19)
純益722.32総利益987.28総損失-264.96
プロフィットファクタ3.73期待利得55.56
絶対ドローダウン30.33最大ドローダウン365.17 (0.71%)相対ドローダウン0.71% (365.17)
総取引数13売りポジション(勝率%)8 (87.50%)買いポジション(勝率%)5 (40.00%)
勝率(%)9 (69.23%)負率 (%)4 (30.77%)
最大勝トレード132.15敗トレード-67.39
平均勝トレード109.70敗トレード-66.24
最大連勝(金額)9 (987.28)連敗(金額)4 (-264.96)
最大連勝(トレード数)987.28 (9)連敗(トレード数)-264.96 (4)
平均連勝9連敗4
Graph
#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
12015.12.01 02:38buy10.40122.7290.0000.000
22015.12.01 02:38modify10.40122.729122.529123.129
32015.12.01 09:43t/p10.40123.129122.529123.129129.9550129.95
42015.12.10 07:24sell20.40121.8070.0000.000
52015.12.10 07:24modify20.40121.807122.007121.407
62015.12.10 08:24sell30.40121.8410.0000.000
72015.12.10 08:24modify30.40121.841122.041121.541
82015.12.10 11:17t/p30.40121.541122.041121.54198.7350228.68
92015.12.10 11:30t/p20.40121.407122.007121.407131.7950360.47
102015.12.11 01:38sell40.40122.1220.0000.000
112015.12.11 01:38modify40.40122.122122.322121.822
122015.12.11 03:37sell50.40122.1420.0000.000
132015.12.11 03:37modify50.40122.142122.342121.842
142015.12.11 10:07t/p50.40121.842122.342121.84298.4950458.96
152015.12.11 10:07t/p40.40121.822122.322121.82298.5050557.46
162015.12.14 06:03sell60.40121.2130.0000.000
172015.12.14 06:03modify60.40121.213121.413120.913
182015.12.14 07:03sell70.40121.2540.0000.000
192015.12.14 07:03modify70.40121.254121.454120.954
202015.12.14 08:05sell80.40121.2690.0000.000
212015.12.14 08:05modify80.40121.269121.469120.969
222015.12.14 11:27t/p80.40120.969121.469120.96999.2050656.66
232015.12.14 11:27t/p70.40120.954121.454120.95499.2250755.88
242015.12.14 11:28t/p60.40120.913121.413120.91399.2550855.13
252015.12.15 07:34buy90.40120.6730.0000.000
262015.12.15 07:34modify90.40120.673120.473121.073
272015.12.15 11:04t/p90.40121.073120.473121.073132.1550987.28
282015.12.18 03:50sell100.40123.2470.0000.000
292015.12.18 03:50modify100.40123.247123.447122.847
302015.12.18 03:52s/l100.40123.447123.447122.847-64.7650922.52
312015.12.18 04:05buy110.40122.5510.0000.000
322015.12.18 04:05modify110.40122.551122.351122.851
332015.12.18 04:06s/l110.40122.351122.351122.851-65.4350857.09
342015.12.24 08:46buy120.40120.3980.0000.000
352015.12.24 08:46modify120.40120.398120.198120.698
362015.12.24 09:56buy130.40120.3510.0000.000
372015.12.24 09:56modify130.40120.351120.151120.651
382015.12.27 22:05s/l120.40120.198120.198120.698-67.3850789.71
392015.12.27 22:08s/l130.40120.151120.151120.651-67.3950722.32