バックテスト
勝率
バックテスト期間 | 2010年01月04日~2022年09月01日 |
通貨ペア | USDJPY |
取引タイプ | H1 |
最大DD | 30.32% |
最大ポジション数 | 1ポジション |
PF | 1.13 |
マーチンゲール | なし |
マジックナンバー | 645753 |
フォワードテスト
総損益
-593
-593
総取引数
97
97
勝率
65.98% (64/97)
プロフィットファクター
0.94
0.94
平均保有時間
232.52 分
232.52 分
最大保有時間
3120 分
3120 分
期待値
-6
-6
月間平均取引回数
24.25
24.25
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 |
---|---|---|---|---|---|---|---|
2024-05-03 15:24:00 | ↘ Sell | 153.28 | 153.171 | USDJPY | 9 | 0.01 | 109 |
2024-05-03 01:05:00 | ↘ Sell | 153.681 | 153.461 | USDJPY | 80 | 0.01 | 220 |
2024-05-02 06:00:00 | ↘ Sell | 155.703 | 155.833 | USDJPY | 180 | 0.01 | -130 |
2024-04-30 01:12:00 | ↘ Sell | 156.242 | 156.112 | USDJPY | 87 | 0.01 | 130 |
2024-04-29 19:43:00 | ↘ Sell | 156.259 | 155.618 | USDJPY | 298 | 0.01 | 641 |
2024-04-29 08:01:00 | ↗ Buy | 155.932 | 156.207 | USDJPY | 19 | 0.01 | 275 |
2024-04-29 07:42:00 | ↗ Buy | 157.144 | 155.899 | USDJPY | 12 | 0.01 | -1245 |
2024-04-16 17:00:00 | ↗ Buy | 154.435 | 154.56 | USDJPY | 15 | 0.01 | 125 |
2024-04-11 16:35:00 | ↗ Buy | 152.845 | 152.961 | USDJPY | 35 | 0.01 | 116 |
2024-04-05 14:00:00 | ↘ Sell | 151.288 | 151.346 | USDJPY | 210 | 0.01 | -58 |
2024-04-05 08:30:00 | ↘ Sell | 151.261 | 151.16 | USDJPY | 90 | 0.01 | 101 |
2024-03-27 17:15:00 | ↘ Sell | 151.293 | 151.202 | USDJPY | 120 | 0.01 | 91 |
2024-03-01 09:00:00 | ↘ Sell | 149.898 | 150.36 | USDJPY | 840 | 0.01 | -462 |
2024-02-29 15:32:00 | ↘ Sell | 149.948 | 149.818 | USDJPY | 182 | 0.01 | 130 |
2024-02-29 11:59:00 | ↘ Sell | 149.84 | 149.737 | USDJPY | 29 | 0.01 | 103 |
2024-02-29 08:30:00 | ↘ Sell | 149.872 | 149.799 | USDJPY | 45 | 0.01 | 73 |
2024-02-21 01:00:00 | ↘ Sell | 149.954 | 149.978 | USDJPY | 330 | 0.01 | -24 |
2024-02-14 08:30:00 | ↗ Buy | 150.661 | 150.52 | USDJPY | 450 | 0.01 | -141 |
2024-02-09 16:27:00 | ↗ Buy | 149.284 | 149.415 | USDJPY | 39 | 0.01 | 131 |
2024-02-05 21:50:00 | ↗ Buy | 148.552 | 148.671 | USDJPY | 95 | 0.01 | 119 |
2024-02-05 14:11:00 | ↗ Buy | 148.355 | 148.464 | USDJPY | 41 | 0.01 | 109 |
2024-02-05 04:52:00 | ↗ Buy | 148.386 | 148.499 | USDJPY | 52 | 0.01 | 113 |
2024-02-01 10:00:00 | ↘ Sell | 146.852 | 146.817 | USDJPY | 165 | 0.01 | 35 |
2024-02-01 02:39:00 | ↘ Sell | 147.023 | 146.735 | USDJPY | 24 | 0.01 | 288 |
2024-02-01 01:03:00 | ↘ Sell | 146.946 | 146.834 | USDJPY | 168 | 0.01 | 112 |
2024-01-31 21:41:00 | ↘ Sell | 146.647 | 146.368 | USDJPY | 11 | 0.01 | 279 |
2024-01-30 16:30:00 | ↘ Sell | 147.439 | 147.237 | USDJPY | 105 | 0.01 | 202 |
2024-01-30 11:11:00 | ↘ Sell | 147.515 | 147.407 | USDJPY | 41 | 0.01 | 108 |
2024-01-25 00:00:00 | ↘ Sell | 147.446 | 147.595 | USDJPY | 195 | 0.01 | -149 |
2024-01-24 19:38:00 | ↘ Sell | 147.289 | 147.166 | USDJPY | 68 | 0.01 | 123 |
2024-01-24 15:15:00 | ↗ Buy | 148.242 | 147.041 | USDJPY | 825 | 0.01 | -1201 |
2024-01-19 03:29:00 | ↗ Buy | 148.099 | 148.295 | USDJPY | 224 | 0.01 | 196 |
2024-01-18 02:45:00 | ↗ Buy | 148.103 | 148.226 | USDJPY | 150 | 0.01 | 123 |
2024-01-17 01:45:00 | ↗ Buy | 147.197 | 147.231 | USDJPY | 120 | 0.01 | 34 |
2024-01-16 15:48:00 | ↗ Buy | 146.343 | 146.473 | USDJPY | 3 | 0.01 | 130 |
2024-01-15 04:15:00 | ↘ Sell | 144.993 | 145.032 | USDJPY | 180 | 0.01 | -39 |
2024-01-12 21:16:00 | ↘ Sell | 144.941 | 144.828 | USDJPY | 121 | 0.01 | 113 |
2024-01-12 02:30:00 | ↗ Buy | 145.644 | 145.26 | USDJPY | 315 | 0.01 | -384 |
2024-01-11 08:00:00 | ↗ Buy | 145.49 | 145.485 | USDJPY | 300 | 0.01 | -5 |
2024-01-10 08:15:00 | ↗ Buy | 144.715 | 144.864 | USDJPY | 30 | 0.01 | 149 |
2024-01-10 02:04:00 | ↗ Buy | 144.344 | 144.458 | USDJPY | 49 | 0.01 | 114 |
2024-01-09 11:15:00 | ↘ Sell | 143.819 | 143.978 | USDJPY | 210 | 0.01 | -159 |
2024-01-09 02:15:00 | ↘ Sell | 144.101 | 144.006 | USDJPY | 345 | 0.01 | 95 |
2024-01-04 23:23:00 | ↗ Buy | 144.535 | 144.639 | USDJPY | 68 | 0.01 | 104 |
2024-01-02 23:00:00 | ↗ Buy | 141.837 | 141.961 | USDJPY | 15 | 0.01 | 124 |
2024-01-02 07:30:00 | ↘ Sell | 141.165 | 141.465 | USDJPY | 315 | 0.01 | -300 |
2023-12-22 21:45:00 | ↘ Sell | 142.338 | 142.515 | USDJPY | 240 | 0.01 | -177 |
2023-12-21 11:30:00 | ↘ Sell | 143.094 | 143.146 | USDJPY | 180 | 0.01 | -52 |
2023-12-21 07:45:00 | ↗ Buy | 143.733 | 143.004 | USDJPY | 570 | 0.01 | -729 |
2023-12-20 08:45:00 | ↗ Buy | 143.699 | 143.694 | USDJPY | 180 | 0.01 | -5 |
2023-12-20 01:30:00 | ↗ Buy | 143.835 | 143.927 | USDJPY | 75 | 0.01 | 92 |
2023-12-19 20:15:00 | ↗ Buy | 143.904 | 143.819 | USDJPY | 180 | 0.01 | -85 |
2023-12-19 08:58:00 | ↗ Buy | 143.523 | 143.556 | USDJPY | 4 | 0.01 | 33 |
2023-12-19 08:54:00 | ↗ Buy | 143.433 | 143.518 | USDJPY | 8 | 0.01 | 85 |
2023-12-19 04:15:00 | ↗ Buy | 142.849 | 142.654 | USDJPY | 270 | 0.01 | -195 |
2023-12-18 00:15:00 | ↘ Sell | 142.102 | 142.159 | USDJPY | 3120 | 0.01 | -57 |
2023-12-15 16:45:00 | ↘ Sell | 141.56 | 141.711 | USDJPY | 75 | 0.01 | -151 |
2023-12-15 09:15:00 | ↘ Sell | 142.067 | 141.922 | USDJPY | 30 | 0.01 | 145 |
2023-12-15 04:30:00 | ↘ Sell | 141.848 | 142.032 | USDJPY | 450 | 0.01 | -184 |
2023-12-14 16:07:00 | ↘ Sell | 141.825 | 141.692 | USDJPY | 52 | 0.01 | 133 |
2023-12-13 12:20:00 | ↗ Buy | 145.732 | 145.853 | USDJPY | 35 | 0.01 | 121 |
2023-12-12 10:15:00 | ↗ Buy | 146.311 | 145.531 | USDJPY | 825 | 0.01 | -780 |
2023-12-11 16:53:00 | ↗ Buy | 146.068 | 146.174 | USDJPY | 8 | 0.01 | 106 |
2023-12-11 09:43:00 | ↗ Buy | 145.382 | 146.031 | USDJPY | 28 | 0.01 | 649 |
2023-12-08 13:55:00 | ↘ Sell | 144.59 | 144.48 | USDJPY | 40 | 0.01 | 110 |
2023-12-08 02:15:00 | ↘ Sell | 143.717 | 143.933 | USDJPY | 195 | 0.01 | -216 |
2023-12-04 17:01:00 | ↘ Sell | 146.856 | 146.726 | USDJPY | 46 | 0.01 | 130 |
2023-12-04 10:27:00 | ↘ Sell | 147.028 | 146.927 | USDJPY | 12 | 0.01 | 101 |
2023-12-04 08:30:00 | ↘ Sell | 146.785 | 146.654 | USDJPY | 135 | 0.01 | 131 |
2023-11-30 09:54:00 | ↘ Sell | 147.237 | 147.13 | USDJPY | 9 | 0.01 | 107 |
2023-11-29 15:15:00 | ↘ Sell | 147.459 | 147.53 | USDJPY | 225 | 0.01 | -71 |
2023-11-29 06:53:00 | ↘ Sell | 147.256 | 147.111 | USDJPY | 68 | 0.01 | 145 |
2023-11-28 13:45:00 | ↘ Sell | 148.445 | 148.52 | USDJPY | 270 | 0.01 | -75 |
2023-11-23 09:45:00 | ↗ Buy | 149.602 | 149.173 | USDJPY | 600 | 0.01 | -429 |
2023-11-22 00:30:00 | ↘ Sell | 147.89 | 148.343 | USDJPY | 375 | 0.01 | -453 |
2023-11-21 12:30:00 | ↘ Sell | 147.77 | 147.662 | USDJPY | 30 | 0.01 | 108 |
2023-11-21 08:39:00 | ↘ Sell | 147.824 | 147.694 | USDJPY | 24 | 0.01 | 130 |
2023-11-21 00:30:00 | ↘ Sell | 148.378 | 148.356 | USDJPY | 60 | 0.01 | 22 |
2023-11-20 16:47:00 | ↘ Sell | 148.581 | 148.423 | USDJPY | 32 | 0.01 | 158 |
2023-11-20 03:09:00 | ↘ Sell | 149.835 | 149.642 | USDJPY | 99 | 0.01 | 193 |
2023-11-17 20:20:00 | ↘ Sell | 149.822 | 149.695 | USDJPY | 95 | 0.01 | 127 |
2023-11-17 03:00:00 | ↘ Sell | 150.622 | 150.573 | USDJPY | 285 | 0.01 | 49 |
2023-11-16 04:30:00 | ↗ Buy | 151.34 | 151.241 | USDJPY | 260 | 0.01 | -99 |
2023-11-16 00:00:00 | ↘ Sell | 150.773 | 151.404 | USDJPY | 480 | 0.01 | -631 |
2023-11-06 06:15:00 | ↘ Sell | 149.578 | 149.536 | USDJPY | 240 | 0.01 | 42 |
2023-11-06 00:05:00 | ↘ Sell | 149.413 | 149.386 | USDJPY | 3020 | 0.01 | 27 |
2023-11-02 20:15:00 | ↘ Sell | 150.482 | 150.406 | USDJPY | 164 | 0.01 | 76 |
2023-10-09 03:15:00 | ↗ Buy | 149.113 | 149.169 | USDJPY | 189 | 0.01 | 56 |
2023-10-06 11:45:00 | ↘ Sell | 148.445 | 148.872 | USDJPY | 795 | 0.01 | -427 |
2023-10-05 13:30:00 | ↘ Sell | 148.694 | 148.816 | USDJPY | 255 | 0.01 | -122 |
2023-10-05 01:30:00 | ↘ Sell | 149.064 | 148.955 | USDJPY | 270 | 0.01 | 109 |
2023-10-04 08:00:00 | ↘ Sell | 149.109 | 149.173 | USDJPY | 360 | 0.01 | -64 |
2023-09-26 16:40:00 | ↗ Buy | 148.811 | 148.95 | USDJPY | 40 | 0.01 | 139 |
2023-09-22 19:15:00 | ↗ Buy | 148.196 | 148.259 | USDJPY | 120 | 0.01 | 63 |
2023-09-15 18:00:00 | ↗ Buy | 147.748 | 147.86 | USDJPY | 45 | 0.01 | 112 |
2023-09-06 21:15:00 | ↗ Buy | 147.519 | 147.652 | USDJPY | 45 | 0.01 | 133 |
2023-09-01 10:06:00 | ↘ Sell | 145.612 | 145.453 | USDJPY | 36 | 0.01 | 159 |
BuyとSellの取引比率
BuyとSellの損益
Buy合計損益
-1747 Buy(ロング): 39.18% (勝率68.42%)
-1747 Buy(ロング): 39.18% (勝率68.42%)
Sell合計損益
1154 Sell(ショート): 60.82% (勝率: 64.41%)
1154 Sell(ショート): 60.82% (勝率: 64.41%)