バックテスト
勝率
バックテスト期間 | バックテスト期間 (2010年01月04日~2023年01月27日) |
通貨ペア | GBPUSD、XAUUSD、GOLD、USDJPY、GBPCAD |
取引タイプ | M15 |
最大DD | 21.33% |
最大ポジション数 | 5ポジション |
PF | 1.85 |
マーチンゲール | なし |
マジックナンバー | 978758 |
フォワードテスト
総損益
-2770
-2770
総取引数
120
120
勝率
70.83% (85/120)
プロフィットファクター
0.89
0.89
平均保有時間
200.35 分
200.35 分
最大保有時間
3024 分
3024 分
期待値
-23
-23
月間平均取引回数
30
30
決済時間 | 取引タイプ | 始値 | 終値 | シンボル | 保有時間 | ロットサイズ | 損益 |
---|---|---|---|---|---|---|---|
2024-05-16 16:48:00 | ↘ Sell | 154.558 | 155.51 | USDJPY | 332 | 0.01 | -952 |
2024-05-16 15:37:00 | ↘ Sell | 154.708 | 155.156 | USDJPY | 217 | 0.01 | -448 |
2024-05-16 10:30:00 | ↗ Buy | 1.2678 | 1.26838 | GBPUSD | 75 | 0.01 | 89 |
2024-05-08 20:01:00 | ↘ Sell | 2320.64 | 2317.53 | GOLD | 51 | 0.01 | 484 |
2024-05-08 10:00:00 | ↘ Sell | 2319.16 | 2314.41 | GOLD | 119 | 0.01 | 737 |
2024-05-03 23:30:00 | ↘ Sell | 1.25528 | 1.25493 | GBPUSD | 60 | 0.01 | 53 |
2024-05-03 01:31:00 | ↘ Sell | 153.671 | 153.475 | USDJPY | 120 | 0.01 | 196 |
2024-05-02 08:31:00 | ↘ Sell | 156.035 | 155.726 | USDJPY | 106 | 0.01 | 309 |
2024-05-02 08:31:00 | ↘ Sell | 155.989 | 155.721 | USDJPY | 271 | 0.01 | 268 |
2024-05-02 08:31:00 | ↘ Sell | 155.586 | 155.721 | USDJPY | 346 | 0.01 | -135 |
2024-05-02 08:31:00 | ↘ Sell | 155.403 | 155.721 | USDJPY | 389 | 0.01 | -318 |
2024-04-30 01:16:00 | ↘ Sell | 156.269 | 156.149 | USDJPY | 31 | 0.01 | 120 |
2024-04-30 01:16:00 | ↘ Sell | 156.152 | 156.149 | USDJPY | 105 | 0.01 | 3 |
2024-04-29 20:00:00 | ↗ Buy | 155.378 | 155.797 | USDJPY | 14 | 0.01 | 419 |
2024-04-29 11:16:00 | ↗ Buy | 1.2526 | 1.25345 | GBPUSD | 90 | 0.01 | 133 |
2024-04-19 20:46:00 | ↘ Sell | 2399.73 | 2396.16 | GOLD | 46 | 0.01 | 552 |
2024-04-19 02:16:00 | ↗ Buy | 2377.76 | 2379.86 | GOLD | 151 | 0.01 | 325 |
2024-04-10 09:45:00 | ↘ Sell | 2358.28 | 2355.33 | GOLD | 90 | 0.01 | 448 |
2024-04-09 10:14:00 | ↘ Sell | 2332.58 | 2353.9 | GOLD | 824 | 0.01 | -3239 |
2024-04-09 10:13:00 | ↘ Sell | 2338.16 | 2350.05 | GOLD | 643 | 0.01 | -1806 |
2024-04-04 18:15:00 | ↘ Sell | 2297.82 | 2293.33 | GOLD | 45 | 0.01 | 681 |
2024-04-02 16:01:00 | ↘ Sell | 1.25659 | 1.25564 | GBPUSD | 46 | 0.01 | 144 |
2024-04-02 16:01:00 | ↘ Sell | 1.25511 | 1.25564 | GBPUSD | 360 | 0.01 | -80 |
2024-04-02 12:31:00 | ↘ Sell | 2244.55 | 2265.6 | GOLD | 810 | 0.01 | -3192 |
2024-04-01 16:46:00 | ↘ Sell | 2253.59 | 2247.59 | GOLD | 46 | 0.01 | 909 |
2024-03-27 02:31:00 | ↘ Sell | 2178.37 | 2177.82 | GOLD | 146 | 0.01 | 83 |
2024-03-27 00:16:00 | ↗ Buy | 2176.28 | 2178.16 | GOLD | 105 | 0.01 | 285 |
2024-03-25 15:36:00 | ↘ Sell | 2171.65 | 2178.23 | GOLD | 141 | 0.01 | -995 |
2024-03-25 02:31:00 | ↘ Sell | 2167.38 | 2165.83 | GOLD | 135 | 0.01 | 235 |
2024-03-22 03:45:00 | ↘ Sell | 1.26713 | 1.26621 | GBPUSD | 60 | 0.01 | 139 |
2024-03-22 03:45:00 | ↘ Sell | 1.26608 | 1.26621 | GBPUSD | 119 | 0.01 | -20 |
2024-03-22 01:16:00 | ↗ Buy | 151.642 | 151.658 | USDJPY | 181 | 0.01 | 16 |
2024-03-21 16:25:00 | ↗ Buy | 2189.82 | 2180.46 | GOLD | 24 | 0.01 | -1418 |
2024-03-21 13:31:00 | ↗ Buy | 150.93 | 151.133 | USDJPY | 75 | 0.01 | 203 |
2024-03-21 12:16:00 | ↘ Sell | 150.991 | 150.93 | USDJPY | 196 | 0.01 | 61 |
2024-03-21 12:16:00 | ↘ Sell | 150.859 | 150.93 | USDJPY | 271 | 0.01 | -71 |
2024-03-21 12:16:00 | ↘ Sell | 150.631 | 150.932 | USDJPY | 346 | 0.01 | -301 |
2024-03-21 12:16:00 | ↘ Sell | 150.541 | 150.932 | USDJPY | 361 | 0.01 | -391 |
2024-03-20 03:15:00 | ↗ Buy | 2156.45 | 2158.31 | GOLD | 60 | 0.01 | 281 |
2024-03-05 22:01:00 | ↘ Sell | 2133.79 | 2130.7 | GOLD | 31 | 0.01 | 463 |
2024-03-05 22:01:00 | ↘ Sell | 2131.91 | 2130.72 | GOLD | 106 | 0.01 | 178 |
2024-03-05 10:16:00 | ↗ Buy | 2114.63 | 2119.15 | GOLD | 61 | 0.01 | 680 |
2024-03-01 08:15:00 | ↗ Buy | 2044.45 | 2046.46 | GOLD | 59 | 0.01 | 302 |
2024-02-28 02:00:00 | ↘ Sell | 2030.53 | 2030.21 | GOLD | 29 | 0.01 | 48 |
2024-02-26 08:15:00 | ↘ Sell | 2032.67 | 2032.46 | GOLD | 90 | 0.01 | 32 |
2024-02-23 05:01:00 | ↘ Sell | 2026.81 | 2024.81 | GOLD | 75 | 0.01 | 301 |
2024-02-15 08:15:00 | ↗ Buy | 1992.4 | 1992.56 | GOLD | 165 | 0.01 | 24 |
2024-02-09 12:31:00 | ↗ Buy | 2030.93 | 2032.11 | GOLD | 136 | 0.01 | 176 |
2024-02-05 14:46:00 | ↘ Sell | 2027.53 | 2023.88 | GOLD | 60 | 0.01 | 542 |
2024-02-02 23:45:00 | ↗ Buy | 2036.52 | 2037.94 | GOLD | 45 | 0.01 | 211 |
2024-02-02 22:45:00 | ↘ Sell | 2038.34 | 2037.07 | GOLD | 115 | 0.01 | 188 |
2024-02-01 13:09:00 | ↗ Buy | 2038.03 | 2030.77 | GOLD | 36 | 0.01 | -1066 |
2024-01-29 01:09:00 | ↘ Sell | 2018.96 | 2026.65 | GOLD | 3024 | 0.01 | -1139 |
2024-01-24 01:31:00 | ↘ Sell | 2027.14 | 2027.86 | GOLD | 255 | 0.01 | -107 |
2024-01-15 12:30:00 | ↘ Sell | 2053.73 | 2052.83 | GOLD | 360 | 0.01 | 131 |
2024-01-15 12:30:00 | ↘ Sell | 2051.18 | 2052.77 | GOLD | 510 | 0.01 | -232 |
2024-01-15 12:30:00 | ↘ Sell | 2050.81 | 2052.82 | GOLD | 525 | 0.01 | -293 |
2024-01-12 21:15:00 | ↗ Buy | 2045.16 | 2048.63 | GOLD | 120 | 0.01 | 502 |
2024-01-12 21:15:00 | ↗ Buy | 2048.72 | 2048.64 | GOLD | 135 | 0.01 | -12 |
2024-01-03 09:15:00 | ↘ Sell | 2064.59 | 2062.13 | GOLD | 45 | 0.01 | 350 |
2024-01-03 09:15:00 | ↘ Sell | 2061.26 | 2062.06 | GOLD | 330 | 0.01 | -114 |
2024-01-03 09:15:00 | ↘ Sell | 2060.64 | 2062.09 | GOLD | 419 | 0.01 | -206 |
2023-12-27 23:01:00 | ↗ Buy | 2076.98 | 2078.01 | GOLD | 136 | 0.01 | 146 |
2023-12-26 19:01:00 | ↗ Buy | 2058.08 | 2059.51 | GOLD | 91 | 0.01 | 204 |
2023-12-26 19:01:00 | ↗ Buy | 2058.82 | 2059.51 | GOLD | 181 | 0.01 | 98 |
2023-12-22 09:31:00 | ↗ Buy | 2047.71 | 2049.67 | GOLD | 46 | 0.01 | 279 |
2023-12-21 08:15:00 | ↘ Sell | 2036.27 | 2035.49 | GOLD | 75 | 0.01 | 112 |
2023-12-21 08:15:00 | ↘ Sell | 2035.02 | 2035.49 | GOLD | 269 | 0.01 | -67 |
2023-12-19 09:30:00 | ↗ Buy | 2024.43 | 2025.21 | GOLD | 150 | 0.01 | 112 |
2023-12-19 09:30:00 | ↗ Buy | 2025.07 | 2025.15 | GOLD | 315 | 0.01 | 12 |
2023-12-18 04:01:00 | ↘ Sell | 2023.1 | 2019.93 | GOLD | 46 | 0.01 | 451 |
2023-12-13 17:15:00 | ↘ Sell | 1980.09 | 1979.49 | GOLD | 450 | 0.01 | 87 |
2023-12-13 15:30:00 | ↘ Sell | 1980.74 | 1984.77 | GOLD | 255 | 0.01 | -586 |
2023-12-13 03:30:00 | ↘ Sell | 1980.96 | 1980.89 | GOLD | 120 | 0.01 | 10 |
2023-12-12 12:31:00 | ↗ Buy | 1984.35 | 1986.83 | GOLD | 90 | 0.01 | 360 |
2023-12-12 10:15:00 | ↘ Sell | 1987.55 | 1986.12 | GOLD | 105 | 0.01 | 208 |
2023-12-12 10:15:00 | ↘ Sell | 1986.19 | 1986.12 | GOLD | 178 | 0.01 | 10 |
2023-12-08 02:46:00 | ↗ Buy | 2027.65 | 2030.11 | GOLD | 75 | 0.01 | 353 |
2023-12-07 04:01:00 | ↘ Sell | 2028.77 | 2027.21 | GOLD | 75 | 0.01 | 229 |
2023-12-01 17:21:00 | ↘ Sell | 2040.55 | 2049.8 | GOLD | 36 | 0.01 | -1363 |
2023-11-30 16:00:00 | ↘ Sell | 2040.36 | 2034.77 | GOLD | 44 | 0.01 | 828 |
2023-11-28 11:00:00 | ↗ Buy | 2013.38 | 2015.51 | GOLD | 74 | 0.01 | 317 |
2023-11-21 13:01:00 | ↗ Buy | 1986.34 | 1988.03 | GOLD | 96 | 0.01 | 249 |
2023-11-21 09:30:00 | ↗ Buy | 1990.2 | 1992.52 | GOLD | 75 | 0.01 | 342 |
2023-11-17 09:46:00 | ↗ Buy | 1983.03 | 1985.92 | GOLD | 60 | 0.01 | 435 |
2023-11-16 14:16:00 | ↘ Sell | 1962.39 | 1963.26 | GOLD | 436 | 0.01 | -132 |
2023-11-16 14:16:00 | ↘ Sell | 1962.82 | 1963.26 | GOLD | 376 | 0.01 | -67 |
2023-11-09 10:15:00 | ↘ Sell | 1949.94 | 1946.7 | GOLD | 135 | 0.01 | 489 |
2023-11-09 04:45:00 | ↘ Sell | 1952.18 | 1951.32 | GOLD | 105 | 0.01 | 130 |
2023-11-08 08:30:00 | ↗ Buy | 1967.11 | 1968.33 | GOLD | 74 | 0.01 | 184 |
2023-11-08 02:46:00 | ↘ Sell | 1969.01 | 1968.94 | GOLD | 361 | 0.01 | 11 |
2023-11-03 21:46:00 | ↘ Sell | 1994.26 | 1992.25 | GOLD | 75 | 0.01 | 300 |
2023-10-27 05:15:00 | ↗ Buy | 1983.45 | 1987.91 | GOLD | 113 | 0.01 | 670 |
2023-10-26 22:31:00 | ↘ Sell | 1983.04 | 1983.01 | GOLD | 196 | 0.01 | 5 |
2023-10-26 01:16:00 | ↗ Buy | 1979.33 | 1981.6 | GOLD | 105 | 0.01 | 341 |
2023-10-26 01:16:00 | ↗ Buy | 1978.83 | 1981.6 | GOLD | 91 | 0.01 | 416 |
2023-10-24 21:45:00 | ↘ Sell | 1973.75 | 1972.48 | GOLD | 134 | 0.01 | 190 |
2023-10-20 02:16:00 | ↗ Buy | 1973.09 | 1976.3 | GOLD | 13 | 0.01 | 481 |
2023-10-19 08:30:00 | ↗ Buy | 1945.83 | 1948.73 | GOLD | 104 | 0.01 | 434 |
2023-10-17 08:00:00 | ↘ Sell | 1916.84 | 1914.55 | GOLD | 60 | 0.01 | 342 |
2023-10-13 11:23:00 | ↘ Sell | 1871 | 1884.93 | GOLD | 578 | 0.01 | -2085 |
2023-10-11 09:16:00 | ↗ Buy | 1859.62 | 1860.16 | GOLD | 106 | 0.01 | 80 |
2023-10-05 15:38:00 | ↗ Buy | 1826.38 | 1816.54 | GOLD | 397 | 0.01 | -1467 |
2023-10-05 15:38:00 | ↗ Buy | 1821.73 | 1816.54 | GOLD | 338 | 0.01 | -774 |
2023-10-05 09:01:00 | ↘ Sell | 1823.77 | 1826.32 | GOLD | 390 | 0.01 | -379 |
2023-10-05 09:01:00 | ↘ Sell | 1825.66 | 1826.32 | GOLD | 301 | 0.01 | -98 |
2023-10-05 09:01:00 | ↘ Sell | 1826.73 | 1826.33 | GOLD | 16 | 0.01 | 59 |
2023-10-03 16:30:00 | ↘ Sell | 1823.09 | 1824.22 | GOLD | 434 | 0.01 | -169 |
2023-09-29 02:46:00 | ↗ Buy | 1864.44 | 1865.74 | GOLD | 61 | 0.01 | 194 |
2023-09-28 23:46:00 | ↘ Sell | 1866.56 | 1865.05 | GOLD | 75 | 0.01 | 225 |
2023-09-26 13:00:00 | ↘ Sell | 1915.27 | 1913.05 | GOLD | 90 | 0.01 | 330 |
2023-09-26 09:00:00 | ↘ Sell | 1914.58 | 1913.41 | GOLD | 60 | 0.01 | 174 |
2023-09-21 03:25:00 | ↗ Buy | 1935.58 | 1927.89 | GOLD | 280 | 0.01 | -1141 |
2023-09-19 10:15:00 | ↗ Buy | 1931.42 | 1932.22 | GOLD | 135 | 0.01 | 118 |
2023-09-19 10:15:00 | ↗ Buy | 1930.83 | 1932.22 | GOLD | 45 | 0.01 | 205 |
2023-09-04 10:31:00 | ↘ Sell | 1942.58 | 1943.51 | GOLD | 346 | 0.01 | -136 |
2023-09-04 10:31:00 | ↘ Sell | 1944.1 | 1943.51 | GOLD | 316 | 0.01 | 86 |
2023-09-04 10:31:00 | ↘ Sell | 1944.61 | 1943.51 | GOLD | 166 | 0.01 | 161 |
2023-09-04 10:31:00 | ↘ Sell | 1945.05 | 1943.51 | GOLD | 106 | 0.01 | 225 |
2023-09-01 09:30:00 | ↘ Sell | 1940.52 | 1938.9 | GOLD | 44 | 0.01 | 236 |
BuyとSellの取引比率
BuyとSellの損益
Buy合計損益
3798 Buy(ロング): 35% (勝率85.71%)
3798 Buy(ロング): 35% (勝率85.71%)
Sell合計損益
-6568 Sell(ショート): 65% (勝率: 62.82%)
-6568 Sell(ショート): 65% (勝率: 62.82%)