Strategy Tester Report
SPS_EA_v2.5
OANDA-Japan Practice (Build 840)
| 通貨ペア | USDJPY (USD/JPY) | ||||
| 期間 | 5分足(M5) 2015.07.01 00:00 - 2015.07.28 00:00 (2015.07.01 - 2015.07.28) | ||||
| 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; Trailpips=12; Slpips=2; MACkArrow=true; BTClose=true; Magic=59872465; | ||||
| テストバー数 | 5662 | モデルティック数 | 116394 | モデリング品質 | n/a |
| 不整合チャートエラー | 509 | ||||
| 初期証拠金 | 10000.00 | スプレッド | 2 | ||
| 総損益 | 111.17 | 総利益 | 216.54 | 総損失 | -105.37 |
| プロフィットファクター | 2.06 | 期待利得 | 2.53 | ||
| 絶対ドローダウン | 1.06 | 最大ドローダウン | 52.14 (0.51%) | 相対ドローダウン | 0.51% (52.14) |
| 総取引数 | 44 | ショートポジション(勝率%） | 18 (50.00%) | ロングポジション(勝率%） | 26 (53.85%) |
| 勝率(%) | 23 (52.27%) | 負率 (%) | 21 (47.73%) | ||
| 最大 | 勝トレード | 27.26 | 負トレード | -13.16 | |
| 平均 | 勝トレード | 9.41 | 負トレード | -5.02 | |
| 最大 | 連勝(金額) | 6 (55.73) | 連敗(金額) | 5 (-34.99) | |
| 最大化 | 連勝(トレード数) | 69.36 (5) | 連敗(トレード数) | -34.99 (5) | |
| 平均 | 連勝 | 2 | 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 11:59 | close | 1 | 0.10 | 122.818 | 122.534 | 0.000 | 8.22 | 10008.22 |
| 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 16:32 | modify | 2 | 0.10 | 122.937 | 122.962 | 0.000 | ||
| 7 | 2015.07.01 17:31 | s/l | 2 | 0.10 | 122.962 | 122.962 | 0.000 | 2.03 | 10010.25 |
| 8 | 2015.07.02 01:00 | buy | 3 | 0.10 | 123.173 | 0.000 | 0.000 | ||
| 9 | 2015.07.02 01:00 | modify | 3 | 0.10 | 123.173 | 123.109 | 0.000 | ||
| 10 | 2015.07.02 02:47 | modify | 3 | 0.10 | 123.173 | 123.188 | 0.000 | ||
| 11 | 2015.07.02 04:52 | modify | 3 | 0.10 | 123.173 | 123.332 | 0.000 | ||
| 12 | 2015.07.02 06:07 | s/l | 3 | 0.10 | 123.332 | 123.332 | 0.000 | 12.89 | 10023.14 |
| 13 | 2015.07.02 08:05 | buy | 4 | 0.10 | 123.382 | 0.000 | 0.000 | ||
| 14 | 2015.07.02 08:05 | modify | 4 | 0.10 | 123.382 | 123.293 | 0.000 | ||
| 15 | 2015.07.02 10:21 | modify | 4 | 0.10 | 123.382 | 123.329 | 0.000 | ||
| 16 | 2015.07.02 11:13 | modify | 4 | 0.10 | 123.382 | 123.442 | 0.000 | ||
| 17 | 2015.07.02 12:42 | s/l | 4 | 0.10 | 123.442 | 123.442 | 0.000 | 4.86 | 10028.00 |
| 18 | 2015.07.02 14:10 | buy | 5 | 0.10 | 123.498 | 0.000 | 0.000 | ||
| 19 | 2015.07.02 14:10 | modify | 5 | 0.10 | 123.498 | 123.396 | 0.000 | ||
| 20 | 2015.07.02 15:03 | close | 5 | 0.10 | 123.600 | 123.396 | 0.000 | 8.25 | 10036.25 |
| 21 | 2015.07.03 15:00 | sell | 6 | 0.10 | 122.911 | 0.000 | 0.000 | ||
| 22 | 2015.07.03 15:00 | modify | 6 | 0.10 | 122.911 | 123.020 | 0.000 | ||
| 23 | 2015.07.03 16:26 | modify | 6 | 0.10 | 122.911 | 122.913 | 0.000 | ||
| 24 | 2015.07.03 16:42 | close | 6 | 0.10 | 122.672 | 122.913 | 0.000 | 19.48 | 10055.73 |
| 25 | 2015.07.03 18:50 | sell | 7 | 0.10 | 122.640 | 0.000 | 0.000 | ||
| 26 | 2015.07.03 18:50 | modify | 7 | 0.10 | 122.640 | 122.742 | 0.000 | ||
| 27 | 2015.07.03 19:23 | s/l | 7 | 0.10 | 122.742 | 122.742 | 0.000 | -8.31 | 10047.42 |
| 28 | 2015.07.06 06:20 | sell | 8 | 0.10 | 122.529 | 0.000 | 0.000 | ||
| 29 | 2015.07.06 06:20 | modify | 8 | 0.10 | 122.529 | 122.616 | 0.000 | ||
| 30 | 2015.07.06 06:47 | modify | 8 | 0.10 | 122.529 | 122.627 | 0.000 | ||
| 31 | 2015.07.06 08:12 | modify | 8 | 0.10 | 122.529 | 122.369 | 0.000 | ||
| 32 | 2015.07.06 08:41 | s/l | 8 | 0.10 | 122.369 | 122.369 | 0.000 | 13.08 | 10060.50 |
| 33 | 2015.07.07 18:05 | sell | 9 | 0.10 | 122.133 | 0.000 | 0.000 | ||
| 34 | 2015.07.07 18:05 | modify | 9 | 0.10 | 122.133 | 122.275 | 0.000 | ||
| 35 | 2015.07.07 18:53 | modify | 9 | 0.10 | 122.133 | 122.171 | 0.000 | ||
| 36 | 2015.07.07 19:02 | s/l | 9 | 0.10 | 122.171 | 122.171 | 0.000 | -3.11 | 10057.39 |
| 37 | 2015.07.08 08:45 | sell | 10 | 0.10 | 121.937 | 0.000 | 0.000 | ||
| 38 | 2015.07.08 08:45 | modify | 10 | 0.10 | 121.937 | 122.189 | 0.000 | ||
| 39 | 2015.07.08 10:27 | modify | 10 | 0.10 | 121.937 | 121.773 | 0.000 | ||
| 40 | 2015.07.08 11:02 | s/l | 10 | 0.10 | 121.773 | 121.773 | 0.000 | 13.47 | 10070.86 |
| 41 | 2015.07.08 12:45 | sell | 11 | 0.10 | 121.539 | 0.000 | 0.000 | ||
| 42 | 2015.07.08 12:45 | modify | 11 | 0.10 | 121.539 | 121.681 | 0.000 | ||
| 43 | 2015.07.08 13:03 | close | 11 | 0.10 | 121.419 | 121.681 | 0.000 | 9.88 | 10080.74 |
| 44 | 2015.07.08 15:00 | sell | 12 | 0.10 | 121.405 | 0.000 | 0.000 | ||
| 45 | 2015.07.08 15:00 | modify | 12 | 0.10 | 121.405 | 121.708 | 0.000 | ||
| 46 | 2015.07.08 15:57 | modify | 12 | 0.10 | 121.405 | 121.544 | 0.000 | ||
| 47 | 2015.07.08 16:23 | close | 12 | 0.10 | 121.075 | 121.544 | 0.000 | 27.26 | 10108.00 |
| 48 | 2015.07.10 04:05 | buy | 13 | 0.10 | 121.722 | 0.000 | 0.000 | ||
| 49 | 2015.07.10 04:05 | modify | 13 | 0.10 | 121.722 | 121.560 | 0.000 | ||
| 50 | 2015.07.10 04:33 | modify | 13 | 0.10 | 121.722 | 121.657 | 0.000 | ||
| 51 | 2015.07.10 04:34 | modify | 13 | 0.10 | 121.722 | 121.560 | 0.000 | ||
| 52 | 2015.07.10 04:35 | modify | 13 | 0.10 | 121.722 | 121.657 | 0.000 | ||
| 53 | 2015.07.10 05:21 | modify | 13 | 0.10 | 121.722 | 121.831 | 0.000 | ||
| 54 | 2015.07.10 07:17 | s/l | 13 | 0.10 | 121.831 | 121.831 | 0.000 | 8.94 | 10116.94 |
| 55 | 2015.07.10 12:15 | buy | 14 | 0.10 | 122.180 | 0.000 | 0.000 | ||
| 56 | 2015.07.10 12:15 | modify | 14 | 0.10 | 122.180 | 122.053 | 0.000 | ||
| 57 | 2015.07.10 12:16 | close | 14 | 0.10 | 122.300 | 122.053 | 0.000 | 9.81 | 10126.75 |
| 58 | 2015.07.10 13:15 | buy | 15 | 0.10 | 122.334 | 0.000 | 0.000 | ||
| 59 | 2015.07.10 13:15 | modify | 15 | 0.10 | 122.334 | 122.260 | 0.000 | ||
| 60 | 2015.07.10 14:01 | modify | 15 | 0.10 | 122.334 | 122.273 | 0.000 | ||
| 61 | 2015.07.10 14:41 | s/l | 15 | 0.10 | 122.273 | 122.273 | 0.000 | -4.99 | 10121.76 |
| 62 | 2015.07.10 16:20 | buy | 16 | 0.10 | 122.494 | 0.000 | 0.000 | ||
| 63 | 2015.07.10 16:20 | modify | 16 | 0.10 | 122.494 | 122.414 | 0.000 | ||
| 64 | 2015.07.10 17:19 | modify | 16 | 0.10 | 122.494 | 122.522 | 0.000 | ||
| 65 | 2015.07.10 17:55 | modify | 16 | 0.10 | 122.494 | 122.572 | 0.000 | ||
| 66 | 2015.07.10 19:32 | modify | 16 | 0.10 | 122.494 | 122.662 | 0.000 | ||
| 67 | 2015.07.10 19:33 | close | 16 | 0.10 | 122.818 | 122.662 | 0.000 | 26.38 | 10148.14 |
| 68 | 2015.07.10 20:10 | buy | 17 | 0.10 | 122.841 | 0.000 | 0.000 | ||
| 69 | 2015.07.10 20:10 | modify | 17 | 0.10 | 122.841 | 122.662 | 0.000 | ||
| 70 | 2015.07.10 21:04 | modify | 17 | 0.10 | 122.841 | 122.721 | 0.000 | ||
| 71 | 2015.07.10 23:22 | s/l | 17 | 0.10 | 122.721 | 122.721 | 0.000 | -9.78 | 10138.36 |
| 72 | 2015.07.13 09:05 | buy | 18 | 0.10 | 122.665 | 0.000 | 0.000 | ||
| 73 | 2015.07.13 09:05 | modify | 18 | 0.10 | 122.665 | 122.556 | 0.000 | ||
| 74 | 2015.07.13 09:22 | s/l | 18 | 0.10 | 122.556 | 122.556 | 0.000 | -8.90 | 10129.46 |
| 75 | 2015.07.13 15:00 | buy | 19 | 0.10 | 123.388 | 0.000 | 0.000 | ||
| 76 | 2015.07.13 15:00 | modify | 19 | 0.10 | 123.388 | 123.284 | 0.000 | ||
| 77 | 2015.07.13 15:47 | modify | 19 | 0.10 | 123.388 | 123.292 | 0.000 | ||
| 78 | 2015.07.13 17:14 | modify | 19 | 0.10 | 123.388 | 123.360 | 0.000 | ||
| 79 | 2015.07.13 17:48 | modify | 19 | 0.10 | 123.388 | 123.357 | 0.000 | ||
| 80 | 2015.07.13 18:23 | s/l | 19 | 0.10 | 123.357 | 123.357 | 0.000 | -2.51 | 10126.95 |
| 81 | 2015.07.13 20:20 | buy | 20 | 0.10 | 123.412 | 0.000 | 0.000 | ||
| 82 | 2015.07.13 20:20 | modify | 20 | 0.10 | 123.412 | 123.299 | 0.000 | ||
| 83 | 2015.07.13 20:22 | close | 20 | 0.10 | 123.431 | 123.299 | 0.000 | 1.54 | 10128.49 |
| 84 | 2015.07.13 21:00 | buy | 21 | 0.10 | 123.404 | 0.000 | 0.000 | ||
| 85 | 2015.07.13 21:00 | modify | 21 | 0.10 | 123.404 | 123.325 | 0.000 | ||
| 86 | 2015.07.14 01:42 | close | 21 | 0.10 | 123.491 | 123.325 | 0.000 | 7.05 | 10135.54 |
| 87 | 2015.07.14 02:45 | buy | 22 | 0.10 | 123.589 | 0.000 | 0.000 | ||
| 88 | 2015.07.14 02:45 | modify | 22 | 0.10 | 123.589 | 123.499 | 0.000 | ||
| 89 | 2015.07.14 03:34 | modify | 22 | 0.10 | 123.589 | 123.552 | 0.000 | ||
| 90 | 2015.07.14 04:34 | s/l | 22 | 0.10 | 123.552 | 123.552 | 0.000 | -3.00 | 10132.54 |
| 91 | 2015.07.15 03:07 | sell | 23 | 0.10 | 123.279 | 0.000 | 0.000 | ||
| 92 | 2015.07.15 03:07 | modify | 23 | 0.10 | 123.279 | 123.380 | 0.000 | ||
| 93 | 2015.07.15 03:07 | close | 23 | 0.10 | 123.287 | 123.380 | 0.000 | -0.65 | 10131.89 |
| 94 | 2015.07.15 16:40 | buy | 24 | 0.10 | 123.861 | 0.000 | 0.000 | ||
| 95 | 2015.07.15 16:40 | modify | 24 | 0.10 | 123.861 | 123.319 | 0.000 | ||
| 96 | 2015.07.15 17:52 | modify | 24 | 0.10 | 123.861 | 123.774 | 0.000 | ||
| 97 | 2015.07.15 18:46 | modify | 24 | 0.10 | 123.861 | 123.813 | 0.000 | ||
| 98 | 2015.07.15 19:19 | s/l | 24 | 0.10 | 123.813 | 123.813 | 0.000 | -3.88 | 10128.01 |
| 99 | 2015.07.16 01:45 | buy | 25 | 0.10 | 123.856 | 0.000 | 0.000 | ||
| 100 | 2015.07.16 01:45 | modify | 25 | 0.10 | 123.856 | 123.701 | 0.000 | ||
| 101 | 2015.07.16 06:32 | modify | 25 | 0.10 | 123.856 | 123.718 | 0.000 | ||
| 102 | 2015.07.16 08:24 | modify | 25 | 0.10 | 123.856 | 123.729 | 0.000 | ||
| 103 | 2015.07.16 08:34 | close | 25 | 0.10 | 123.907 | 123.729 | 0.000 | 4.12 | 10132.13 |
| 104 | 2015.07.16 12:55 | buy | 26 | 0.10 | 123.956 | 0.000 | 0.000 | ||
| 105 | 2015.07.16 12:55 | modify | 26 | 0.10 | 123.956 | 123.832 | 0.000 | ||
| 106 | 2015.07.16 15:03 | modify | 26 | 0.10 | 123.956 | 123.955 | 0.000 | ||
| 107 | 2015.07.16 17:00 | s/l | 26 | 0.10 | 123.955 | 123.955 | 0.000 | -0.08 | 10132.05 |
| 108 | 2015.07.16 20:45 | buy | 27 | 0.10 | 124.073 | 0.000 | 0.000 | ||
| 109 | 2015.07.16 20:45 | modify | 27 | 0.10 | 124.073 | 123.989 | 0.000 | ||
| 110 | 2015.07.17 02:39 | modify | 27 | 0.10 | 124.073 | 124.070 | 0.000 | ||
| 111 | 2015.07.17 05:59 | s/l | 27 | 0.10 | 124.070 | 124.070 | 0.000 | -0.24 | 10131.81 |
| 112 | 2015.07.17 12:30 | buy | 28 | 0.10 | 124.127 | 0.000 | 0.000 | ||
| 113 | 2015.07.17 12:30 | modify | 28 | 0.10 | 124.127 | 123.896 | 0.000 | ||
| 114 | 2015.07.17 15:30 | modify | 28 | 0.10 | 124.127 | 123.901 | 0.000 | ||
| 115 | 2015.07.17 15:34 | close | 28 | 0.10 | 124.154 | 123.901 | 0.000 | 2.17 | 10133.98 |
| 116 | 2015.07.20 11:04 | buy | 29 | 0.10 | 124.194 | 0.000 | 0.000 | ||
| 117 | 2015.07.20 11:04 | modify | 29 | 0.10 | 124.194 | 124.060 | 0.000 | ||
| 118 | 2015.07.20 11:21 | close | 29 | 0.10 | 124.293 | 124.060 | 0.000 | 7.97 | 10141.95 |
| 119 | 2015.07.20 16:10 | buy | 30 | 0.10 | 124.306 | 0.000 | 0.000 | ||
| 120 | 2015.07.20 16:10 | modify | 30 | 0.10 | 124.306 | 124.249 | 0.000 | ||
| 121 | 2015.07.20 17:20 | s/l | 30 | 0.10 | 124.249 | 124.249 | 0.000 | -4.59 | 10137.36 |
| 122 | 2015.07.20 20:36 | buy | 31 | 0.10 | 124.289 | 0.000 | 0.000 | ||
| 123 | 2015.07.20 20:36 | modify | 31 | 0.10 | 124.289 | 124.227 | 0.000 | ||
| 124 | 2015.07.20 23:37 | close | 31 | 0.10 | 124.325 | 124.227 | 0.000 | 2.90 | 10140.26 |
| 125 | 2015.07.20 23:50 | buy | 32 | 0.10 | 124.302 | 0.000 | 0.000 | ||
| 126 | 2015.07.20 23:50 | modify | 32 | 0.10 | 124.302 | 124.253 | 0.000 | ||
| 127 | 2015.07.20 23:59 | s/l | 32 | 0.10 | 124.253 | 124.253 | 0.000 | -3.94 | 10136.32 |
| 128 | 2015.07.21 15:15 | buy | 33 | 0.10 | 124.372 | 0.000 | 0.000 | ||
| 129 | 2015.07.21 15:15 | modify | 33 | 0.10 | 124.372 | 124.307 | 0.000 | ||
| 130 | 2015.07.21 16:13 | s/l | 33 | 0.10 | 124.307 | 124.307 | 0.000 | -5.23 | 10131.09 |
| 131 | 2015.07.21 19:40 | sell | 34 | 0.10 | 123.818 | 0.000 | 0.000 | ||
| 132 | 2015.07.21 19:40 | modify | 34 | 0.10 | 123.818 | 123.998 | 0.000 | ||
| 133 | 2015.07.21 23:31 | close | 34 | 0.10 | 123.875 | 123.998 | 0.000 | -4.60 | 10126.49 |
| 134 | 2015.07.22 02:00 | sell | 35 | 0.10 | 123.861 | 0.000 | 0.000 | ||
| 135 | 2015.07.22 02:00 | modify | 35 | 0.10 | 123.861 | 123.905 | 0.000 | ||
| 136 | 2015.07.22 02:14 | close | 35 | 0.10 | 123.825 | 123.905 | 0.000 | 2.91 | 10129.40 |
| 137 | 2015.07.22 04:30 | sell | 36 | 0.10 | 123.782 | 0.000 | 0.000 | ||
| 138 | 2015.07.22 04:30 | modify | 36 | 0.10 | 123.782 | 123.872 | 0.000 | ||
| 139 | 2015.07.22 04:32 | close | 36 | 0.10 | 123.677 | 123.872 | 0.000 | 8.49 | 10137.89 |
| 140 | 2015.07.22 05:20 | sell | 37 | 0.10 | 123.644 | 0.000 | 0.000 | ||
| 141 | 2015.07.22 05:20 | modify | 37 | 0.10 | 123.644 | 123.735 | 0.000 | ||
| 142 | 2015.07.22 06:08 | s/l | 37 | 0.10 | 123.735 | 123.735 | 0.000 | -7.35 | 10130.54 |
| 143 | 2015.07.22 07:55 | sell | 38 | 0.10 | 123.685 | 0.000 | 0.000 | ||
| 144 | 2015.07.22 07:55 | modify | 38 | 0.10 | 123.685 | 123.799 | 0.000 | ||
| 145 | 2015.07.22 09:09 | modify | 38 | 0.10 | 123.685 | 123.714 | 0.000 | ||
| 146 | 2015.07.22 09:48 | s/l | 38 | 0.10 | 123.714 | 123.714 | 0.000 | -2.35 | 10128.19 |
| 147 | 2015.07.22 12:20 | sell | 39 | 0.10 | 123.682 | 0.000 | 0.000 | ||
| 148 | 2015.07.22 12:20 | modify | 39 | 0.10 | 123.682 | 123.845 | 0.000 | ||
| 149 | 2015.07.22 13:28 | s/l | 39 | 0.10 | 123.845 | 123.845 | 0.000 | -13.16 | 10115.03 |
| 150 | 2015.07.23 09:10 | buy | 40 | 0.10 | 124.096 | 0.000 | 0.000 | ||
| 151 | 2015.07.23 09:10 | modify | 40 | 0.10 | 124.096 | 124.024 | 0.000 | ||
| 152 | 2015.07.23 09:28 | s/l | 40 | 0.10 | 124.024 | 124.024 | 0.000 | -5.81 | 10109.22 |
| 153 | 2015.07.27 08:20 | sell | 41 | 0.10 | 123.467 | 0.000 | 0.000 | ||
| 154 | 2015.07.27 08:20 | modify | 41 | 0.10 | 123.467 | 123.545 | 0.000 | ||
| 155 | 2015.07.27 09:01 | s/l | 41 | 0.10 | 123.545 | 123.545 | 0.000 | -6.32 | 10102.90 |
| 156 | 2015.07.27 09:25 | sell | 42 | 0.10 | 123.455 | 0.000 | 0.000 | ||
| 157 | 2015.07.27 09:25 | modify | 42 | 0.10 | 123.455 | 123.570 | 0.000 | ||
| 158 | 2015.07.27 10:45 | modify | 42 | 0.10 | 123.455 | 123.433 | 0.000 | ||
| 159 | 2015.07.27 11:32 | s/l | 42 | 0.10 | 123.433 | 123.433 | 0.000 | 1.78 | 10104.68 |
| 160 | 2015.07.27 12:55 | sell | 43 | 0.10 | 123.352 | 0.000 | 0.000 | ||
| 161 | 2015.07.27 12:55 | modify | 43 | 0.10 | 123.352 | 123.584 | 0.000 | ||
| 162 | 2015.07.27 14:59 | modify | 43 | 0.10 | 123.352 | 123.316 | 0.000 | ||
| 163 | 2015.07.27 15:43 | modify | 43 | 0.10 | 123.352 | 123.268 | 0.000 | ||
| 164 | 2015.07.27 17:01 | modify | 43 | 0.10 | 123.352 | 123.191 | 0.000 | ||
| 165 | 2015.07.27 17:39 | s/l | 43 | 0.10 | 123.191 | 123.191 | 0.000 | 13.06 | 10117.74 |
| 166 | 2015.07.27 20:05 | sell | 44 | 0.10 | 123.166 | 0.000 | 0.000 | ||
| 167 | 2015.07.27 20:05 | modify | 44 | 0.10 | 123.166 | 123.308 | 0.000 | ||
| 168 | 2015.07.27 22:36 | modify | 44 | 0.10 | 123.166 | 123.323 | 0.000 | ||
| 169 | 2015.07.27 23:59 | close at stop | 44 | 0.10 | 123.247 | 123.323 | 0.000 | -6.57 | 10111.17 |