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penguin無双

カテゴリー
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penguin無双

カテゴリー

トレンドフォロー型のロジックを組み込んだ損小利大のEAです。
勝率は約22%と高くはありませんが、複数のフィルターでトレンド相場を確実にとらえて、ストキャスにて逆張りエントリしていきます。

バックテスト

勝率
バックテスト期間 (2010年01月04日~2022年08月31日)
通貨ペア EURJPY
取引タイプ M30
最大DD 27.07%
最大ポジション数 1ポジション
PF 1.10
マーチンゲール なし

バックテスト
詳細

フォワードテスト

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
2023-12-01 10:33:00↗ Buy161.552161.252EURJPY1830.01-300
2023-11-28 14:33:00↗ Buy162.843162.543EURJPY630.01-300
2023-11-27 05:17:00↗ Buy163.357163.057EURJPY36470.01-300
2023-11-27 02:54:00↗ Buy163.659163.359EURJPY32640.01-300
2023-11-27 01:12:00↗ Buy163.256163.656EURJPY35520.01400
2023-11-24 16:35:00↗ Buy162.997163.397EURJPY15050.01400
2023-11-24 07:12:00↗ Buy163.023162.723EURJPY11520.01-300
2023-11-24 04:56:00↗ Buy163.197162.897EURJPY6860.01-300
2023-11-23 17:05:00↗ Buy162.669163.069EURJPY13850.01400
2023-11-23 02:15:00↗ Buy162.91162.61EURJPY2850.01-300
2023-11-23 02:06:00↗ Buy162.95162.65EURJPY1560.01-300
2023-11-22 13:04:00↗ Buy162.505162.205EURJPY2140.01-300
2023-11-22 08:12:00↗ Buy161.975162.375EURJPY720.01400
2023-11-20 03:16:00↗ Buy163.456163.156EURJPY1060.01-300
2023-11-20 00:15:00↗ Buy163.3163EURJPY29550.01-300
2023-11-16 17:42:00↗ Buy163.973163.673EURJPY14220.01-300
2023-11-16 16:52:00↗ Buy164.076163.776EURJPY12520.01-300
2023-11-16 05:54:00↗ Buy164.142163.842EURJPY2340.01-300
2023-11-15 11:24:00↗ Buy163.574163.274EURJPY7140.01-300
2023-11-15 10:53:00↗ Buy163.909163.609EURJPY3530.01-300
2023-11-14 15:30:00↗ Buy162.569162.969EURJPY2100.01400
2023-11-14 12:13:00↗ Buy162.287162.687EURJPY7630.01400
2023-11-14 12:13:00↗ Buy162.284162.684EURJPY6130.01400
2023-11-13 17:03:00↗ Buy162.054161.754EURJPY7230.01-300
2023-11-13 15:36:00↗ Buy162.196161.896EURJPY4860.01-300
2023-11-13 14:04:00↗ Buy162.364162.064EURJPY2140.01-300
2023-11-13 08:19:00↗ Buy161.8162.2EURJPY38590.01400
2023-11-13 03:04:00↗ Buy161.603162.003EURJPY61840.01400
2023-11-09 21:43:00↗ Buy161.671161.371EURJPY14830.01-300
2023-11-09 20:04:00↗ Buy161.728161.428EURJPY12640.01-300
2023-11-08 20:48:00↗ Buy161.271161.671EURJPY2280.01400
2023-11-07 13:00:00↗ Buy160.873160.573EURJPY15000.01-300
2023-11-07 12:45:00↗ Buy160.923160.623EURJPY13050.01-300
2023-11-07 08:41:00↗ Buy160.583160.983EURJPY14210.01400
2023-11-06 12:07:00↗ Buy160.519160.919EURJPY4570.01400
2023-10-27 09:05:00↗ Buy158.857158.557EURJPY4550.01-300
2023-10-24 10:30:00↗ Buy159.76159.46EURJPY6300.01-300
2023-10-24 10:30:00↗ Buy159.794159.494EURJPY2700.01-300
2023-10-24 10:16:00↗ Buy159.894159.594EURJPY460.01-300
2023-10-23 20:15:00↗ Buy159.271159.671EURJPY1650.01400
2023-10-23 18:40:00↗ Buy159.06159.46EURJPY2500.01400
2023-10-23 17:17:00↗ Buy158.774159.174EURJPY40970.01400
2023-10-12 15:35:00↗ Buy158.338158.038EURJPY7550.01-300
2023-10-12 15:31:00↗ Buy158.476158.176EURJPY6010.01-300
2023-10-12 15:31:00↗ Buy158.497158.197EURJPY3010.01-300
2023-10-10 03:25:00↘ Sell156.782157.082EURJPY5950.01-300
2023-10-09 17:51:00↘ Sell156.939156.539EURJPY2610.01400
2023-10-09 17:40:00↘ Sell157.019156.619EURJPY1000.01400
2023-10-03 17:12:00↘ Sell157.139156.739EURJPY11520.01400
2023-10-03 17:12:00↘ Sell156.967156.567EURJPY10320.01400
2023-10-03 03:09:00↘ Sell157.273156.873EURJPY4890.01400
2023-10-02 22:25:00↘ Sell157.459157.059EURJPY3250.01400
2023-09-26 17:41:00↗ Buy157.857157.557EURJPY1310.01-300
2023-09-25 16:36:00↗ Buy158.024157.724EURJPY41460.01-300
2023-09-25 16:36:00↗ Buy158.026157.726EURJPY39660.01-300
2023-09-22 13:43:00↗ Buy157.891157.591EURJPY1030.01-300
2023-09-22 10:15:00↗ Buy158.137157.837EURJPY150.01-300
2023-09-20 22:33:00↗ Buy158.264157.964EURJPY4230.01-300
2023-09-20 21:04:00↗ Buy158.372158.072EURJPY6040.01-300
2023-09-20 21:00:00↗ Buy158.436158.136EURJPY900.01-300
2023-09-20 10:46:00↗ Buy157.957158.357EURJPY3160.01400
2023-09-20 10:40:00↗ Buy157.884158.284EURJPY19300.01400
2023-09-20 10:40:00↗ Buy157.877158.277EURJPY15100.01400
2023-09-19 15:20:00↗ Buy157.865158.265EURJPY5600.01400
2023-09-14 15:15:00↗ Buy158.171157.871EURJPY750.01-300
2023-09-13 10:02:00↗ Buy158.349158.049EURJPY3920.01-300
2023-09-13 09:02:00↗ Buy158.499158.199EURJPY620.01-300
2023-09-13 04:21:00↗ Buy158.229158.629EURJPY2610.01400
2023-09-13 03:08:00↗ Buy157.978158.378EURJPY3980.01400
2023-09-12 23:49:00↗ Buy157.81158.21EURJPY2890.01400
2023-09-12 23:37:00↗ Buy157.61158.01EURJPY4270.01400
2023-09-12 11:09:00↗ Buy157.479157.179EURJPY9390.01-300
2023-09-12 11:08:00↗ Buy157.505157.205EURJPY7580.01-300
2023-09-12 11:03:00↗ Buy157.55157.25EURJPY5130.01-300
2023-09-11 00:05:00↗ Buy158.175157.875EURJPY30650.01-300
2023-09-11 00:05:00↗ Buy158.187157.887EURJPY29750.01-300
2023-09-08 16:49:00↗ Buy157.816158.216EURJPY4690.01400
2023-09-08 12:16:00↗ Buy157.949157.649EURJPY460.01-300
2023-09-07 07:48:00↗ Buy158.422158.122EURJPY6180.01-300
2023-09-06 16:01:00↗ Buy158.389158.089EURJPY910.01-300
2023-09-06 08:39:00↗ Buy158.364158.064EURJPY7890.01-300
2023-09-05 11:18:00↗ Buy158.13157.83EURJPY14880.01-300
2023-09-05 11:18:00↗ Buy158.116157.816EURJPY13680.01-300
2023-09-05 11:18:00↗ Buy158.147157.847EURJPY12480.01-300
2023-08-31 05:37:00↗ Buy159.597159.297EURJPY6070.01-300
2023-08-31 05:31:00↗ Buy159.644159.344EURJPY1210.01-300
2023-08-31 04:43:00↗ Buy159.766159.466EURJPY3430.01-300
2023-08-30 22:06:00↗ Buy159.298159.698EURJPY5760.01400
2023-08-30 20:35:00↗ Buy159.239159.639EURJPY2450.01400
2023-08-29 09:50:00↗ Buy158.565158.265EURJPY4400.01-300
2023-08-29 00:50:00↗ Buy158.16158.56EURJPY44900.01400
2023-08-28 18:53:00↗ Buy158.483158.183EURJPY3230.01-300
2023-08-28 13:39:00↗ Buy158.14158.54EURJPY7290.01400
2023-08-28 10:08:00↗ Buy157.969158.369EURJPY37580.01400
2023-08-25 22:20:00↗ Buy157.82158.22EURJPY3800.01400
2023-08-25 10:41:00↗ Buy157.654157.354EURJPY16910.01-300
2023-08-24 21:20:00↗ Buy157.975157.675EURJPY4100.01-300
2023-08-24 17:46:00↗ Buy158.013157.713EURJPY460.01-300
2023-08-24 09:39:00↗ Buy157.867157.567EURJPY690.01-300
2023-08-22 11:38:00↗ Buy159.269158.969EURJPY10580.01-300
2023-08-22 11:16:00↗ Buy159.329159.029EURJPY7360.01-300
2023-08-22 11:13:00↗ Buy159.377159.077EURJPY9130.01-300
2023-08-17 15:19:00↗ Buy159.095158.795EURJPY14590.01-300
2023-08-17 15:19:00↗ Buy159.084158.784EURJPY13390.01-300
2023-08-17 12:27:00↗ Buy159.171158.871EURJPY6570.01-300
2023-08-15 15:31:00↗ Buy159.162158.862EURJPY910.01-300
2023-08-11 12:46:00↗ Buy159.066158.766EURJPY8860.01-300
2023-08-10 15:30:00↗ Buy158.561158.261EURJPY2400.01-300
2023-08-10 07:07:00↗ Buy157.77158.17EURJPY3670.01400
2023-08-10 07:04:00↗ Buy157.702158.102EURJPY6340.01400
2023-08-10 06:15:00↗ Buy157.599157.999EURJPY7650.01400
2023-08-09 17:50:00↗ Buy157.387157.787EURJPY1700.01400
2023-08-08 09:54:00↗ Buy157.508157.208EURJPY2340.01-300
2023-08-08 04:07:00↗ Buy156.85157.25EURJPY670.01400
2023-08-08 04:03:00↗ Buy156.812157.212EURJPY1830.01400
2023-08-08 03:56:00↗ Buy156.792157.192EURJPY4760.01400
2023-08-04 21:25:00↗ Buy156.551156.251EURJPY1750.01-300
2023-08-04 17:00:00↗ Buy156.343156.043EURJPY300.01-300
2023-08-02 08:03:00↗ Buy157.194156.894EURJPY9030.01-300
2023-08-02 07:52:00↗ Buy157.343157.043EURJPY7120.01-300
2023-08-02 07:51:00↗ Buy157.372157.072EURJPY1410.01-300
2023-08-02 00:15:00↗ Buy157.437157.137EURJPY1050.01-300
2023-08-01 12:41:00↗ Buy156.783156.483EURJPY3110.01-300
2023-07-31 17:35:00↗ Buy157.143156.843EURJPY650.01-300
2023-07-31 11:30:00↗ Buy156.456156.856EURJPY900.01400
2023-07-25 10:40:00↗ Buy156.78156.48EURJPY700.01-300
2023-07-24 10:16:00↗ Buy157.449157.149EURJPY39160.01-300
2023-07-24 04:09:00↗ Buy157.807157.507EURJPY1890.01-300
2023-07-19 12:14:00↗ Buy156.62157.02EURJPY740.01400
2023-07-19 11:27:00↗ Buy156.258156.658EURJPY3570.01400
2023-07-19 07:16:00↗ Buy156.039156.439EURJPY5260.01400
2023-07-18 00:04:00↗ Buy156.07155.77EURJPY1840.01-300
2023-07-17 03:24:00↗ Buy155.815155.515EURJPY33540.01-300
2023-07-14 17:43:00↗ Buy155.841155.541EURJPY1030.01-300
2023-07-14 13:33:00↗ Buy155.355155.755EURJPY930.01400
2023-07-14 12:43:00↗ Buy155.121155.521EURJPY1630.01400
2023-07-14 03:11:00↗ Buy154.948154.648EURJPY2510.01-300
2023-07-14 03:11:00↗ Buy154.953154.653EURJPY710.01-300
2023-07-13 09:54:00↗ Buy154.45154.15EURJPY840.01-300
2023-07-10 08:57:00↗ Buy156.543156.243EURJPY1770.01-300
2023-07-10 08:55:00↗ Buy156.623156.323EURJPY550.01-300
2023-07-07 03:21:00↗ Buy156.893156.593EURJPY1110.01-300
2023-07-07 03:15:00↗ Buy156.933156.633EURJPY2250.01-300
2023-07-06 17:08:00↗ Buy156.908156.608EURJPY380.01-300
2023-07-04 03:45:00↗ Buy157.924157.624EURJPY3150.01-300
2023-06-28 17:47:00↗ Buy157.85157.55EURJPY2270.01-300
2023-06-28 02:42:00↗ Buy157.858157.558EURJPY3120.01-300
2023-06-27 18:08:00↗ Buy157.407157.807EURJPY1280.01400
2023-06-27 12:40:00↗ Buy156.997157.397EURJPY1000.01400
2023-06-27 12:34:00↗ Buy156.877157.277EURJPY1840.01400
2023-06-27 11:01:00↗ Buy156.681157.081EURJPY8710.01400
2023-06-27 10:04:00↗ Buy156.554156.954EURJPY10240.01400
2023-06-26 03:06:00↗ Buy156.618156.318EURJPY33060.01-300
2023-06-26 03:06:00↗ Buy156.61156.31EURJPY31260.01-300
2023-06-23 04:46:00↗ Buy156.646156.346EURJPY5260.01-300
2023-06-23 04:31:00↗ Buy156.804156.504EURJPY3610.01-300
2023-06-23 04:31:00↗ Buy156.796156.496EURJPY1210.01-300
2023-06-22 13:21:00↗ Buy155.84156.24EURJPY5910.01400
2023-06-22 13:03:00↗ Buy155.781156.181EURJPY6330.01400
2023-06-22 12:39:00↗ Buy155.722156.122EURJPY9990.01400
2023-06-21 16:54:00↗ Buy155.011155.411EURJPY3840.01400
2023-06-21 09:30:00↗ Buy154.608155.008EURJPY1500.01400
2023-06-20 05:23:00↗ Buy154.94154.64EURJPY49430.01-300
2023-06-20 05:22:00↗ Buy155.039154.739EURJPY2020.01-300
2023-06-19 06:40:00↗ Buy155.188154.888EURJPY34000.01-300
2023-06-19 06:40:00↗ Buy155.233154.933EURJPY3100.01-300
2023-06-16 15:16:00↗ Buy154.375154.775EURJPY460.01400
2023-06-16 04:39:00↗ Buy153.49153.19EURJPY1890.01-300
2023-06-15 18:13:00↗ Buy153.142153.542EURJPY430.01400
2023-06-15 15:38:00↗ Buy152.964153.364EURJPY2480.01400
2023-06-15 15:16:00↗ Buy152.748153.148EURJPY4360.01400
2023-06-15 15:01:00↗ Buy153.064152.764EURJPY610.01-300
2023-06-15 10:27:00↗ Buy152.556152.956EURJPY2070.01400
2023-06-15 10:25:00↗ Buy152.529152.929EURJPY2650.01400
2023-06-15 03:59:00↗ Buy151.74152.14EURJPY890.01400
2023-06-14 23:35:00↗ Buy151.363151.763EURJPY2450.01400
2023-06-14 11:08:00↗ Buy151.242150.942EURJPY8480.01-300
2023-06-13 15:29:00↗ Buy150.696150.396EURJPY3290.01-300
2023-06-13 15:22:00↗ Buy150.8150.5EURJPY2020.01-300
2023-06-13 08:22:00↗ Buy150.181150.581EURJPY7420.01400
2023-06-13 08:06:00↗ Buy150.161150.561EURJPY6060.01400
2023-06-13 08:05:00↗ Buy150.149150.549EURJPY3950.01400
2023-06-12 11:51:00↗ Buy150.25149.95EURJPY510.01-300
2023-06-09 15:32:00↗ Buy150.194149.894EURJPY4220.01-300
2023-06-09 15:31:00↗ Buy150.285149.985EURJPY3310.01-300
2023-06-09 08:45:00↗ Buy149.863150.263EURJPY18750.01400
2023-06-08 13:07:00↗ Buy149.622150.022EURJPY11470.01400
2023-06-08 07:00:00↗ Buy149.996149.696EURJPY5100.01-300
2023-06-07 20:09:00↗ Buy149.541149.941EURJPY2490.01400
2023-06-07 18:20:00↗ Buy149.35149.75EURJPY2600.01400
2023-06-05 15:41:00↗ Buy149.889149.589EURJPY41510.01-300
2023-06-05 15:39:00↗ Buy149.939149.639EURJPY39990.01-300
2023-06-02 21:03:00↗ Buy149.545149.945EURJPY10230.01400
2023-06-02 16:41:00↗ Buy149.432149.832EURJPY11510.01400
2023-06-01 14:57:00↗ Buy149.527149.227EURJPY1470.01-300
2023-05-30 09:33:00↗ Buy150.597150.297EURJPY30.01-300
2023-05-29 01:01:00↗ Buy150.553150.953EURJPY32410.01400
2023-05-26 10:43:00↗ Buy150.109149.809EURJPY7930.01-300
2023-05-26 03:54:00↗ Buy150.231149.931EURJPY3240.01-300
2023-05-25 01:37:00↗ Buy149.714149.414EURJPY3970.01-300
2023-05-25 01:37:00↗ Buy149.78149.48EURJPY1570.01-300
2023-05-23 10:15:00↗ Buy149.827149.527EURJPY9150.01-300
2023-05-23 10:15:00↗ Buy149.821149.521EURJPY7650.01-300
2023-05-23 07:52:00↗ Buy149.866149.566EURJPY3820.01-300
2023-05-19 08:34:00↗ Buy149.262148.962EURJPY6640.01-300
2023-05-19 03:12:00↗ Buy149.406149.106EURJPY1020.01-300
2023-05-18 09:12:00↗ Buy149.124148.824EURJPY4320.01-300
2023-05-18 09:11:00↗ Buy149.151148.851EURJPY7610.01-300
2023-05-18 04:09:00↗ Buy149.185148.885EURJPY390.01-300
2023-05-17 18:32:00↗ Buy148.494148.894EURJPY1220.01400
2023-05-17 18:17:00↗ Buy148.399148.799EURJPY6170.01400
2023-05-16 15:30:00↗ Buy148.035147.735EURJPY600.01-300
2023-05-10 11:04:00↗ Buy148.355148.055EURJPY3040.01-300
2023-05-10 10:59:00↗ Buy148.555148.255EURJPY890.01-300
2023-05-08 16:55:00↗ Buy149.186148.886EURJPY1750.01-300
2023-05-08 10:35:00↗ Buy148.74149.05EURJPY5450.01310
2023-05-08 02:51:00↗ Buy148.636149.036EURJPY31710.01400
2023-04-26 19:01:00↗ Buy147.786147.775EURJPY10.01-11

BuyとSellの取引比率

BuyとSellの損益

時間帯別エントリー

損益カレンダー

EA概要

EAの特徴

エントリーロジックとして、移動遅行線より下でローソク足が形成された場合は売りサイン、移動平均線より上でローソク足が形成された場合は買いサインとしてトレードを行います。ここで移動遅行線とは、一定期間前の価格をプロットした線で、相場の反転ポイントを表します。

また、トレンドフォロー型のロジックとして、日足のRSIを使用して、相場のトレンドを確認します。RSIとは、相場の過熱度を表す指標で、一定期間の価格変動の大きさを基に計算されます。トレンド相場の場合、RSIの値は高めになります。

勝率は約22%と高くはありませんが、複数のフィルターを使用してトレンド相場を確実にとらえ、ストキャスティクスというテクニカル指標を使用して逆張りエントリを行います。ストキャスティクスとは、相場が買われすぎているか売られすぎているかを表す指標で、相場の反転ポイントを把握するために使用されます。

このEAは、損小利大のトレードを目指しています。つまり、損失を最小限に抑え、利益を最大化することを目指しています。ただし、過去のトレード結果から将来の結果を予測することはできないため、過度の期待は避ける必要があります。

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