ストラテジーテスターレポート
ZERO_Ver1.01
IronFXBM-Demo1 (ビルド 1380)

通貨ペアEURUSD (ユーロ vs 米ドル)
期間5分足(M5) 2015.01.02 09:00 - 2023.03.31 23:50 (2015.01.01 - 2023.04.01)
モデル全ティック (利用可能な最小時間枠による最も正確な方法)
問題AuthSetting="------------------------------------------------"; pr_authCode="1380BE326"; 設定ベース ================================; SwActiveMode=1; IptTF_RSI_M5=15; IptFLot=0.05; リミットピップス = 0; ストップピップス = 0; tストップオーダー=10; NanpinSetting="------------------------------------------------"; IptMagni=1.3; InptMaxPosi=10; TrailSetting="-------------------------------------------------"; IptStepTLSartPipsB=7.5; IptStepTLSartPipsS=7.5; IptStepTLwideB=2.5; IptStepTLwideS=2.5; OtherSetting="-------------------------------------------------"; MagicNumberB=888011; MagicNumberS=888033; ComtSW=true;
テストバー数615550モデルティック数154501638モデリング品質90.00%
不整合チャートエラー0
初期証拠金10000.00スプレッド現在値 (10)
純益3893.79総利益8039.14総損失-4145.36
プロフィットファクタ1.94期待利得6.97
絶対ドローダウン7200.78最大ドローダウン9644.09 (77.50%)相対ドローダウン77.50% (9644.09)
総取引数559売りポジション(勝率%)258 (75.58%)買いポジション(勝率%)301 (66.11%)
勝率(%)394 (70.48%)負率(%)165 (29.52%)
最大勝トレード536.59敗北トレード-118.66
平均勝トレード20.40敗北トレード-25.12
最大連勝(金額)17 (118.44)連敗(金額)8 (-746.85)
最大連勝(トレード数)1049.60 (7)連敗(トレード数)-746.85 (8)
平均連勝5連敗2
グラフ
#時間取引種類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
12015.01.12 10:45買う10.051.182050.000000.00000
22015.01.12 10:47買う20.071.181040.000000.00000
32015.01.12 11:31変更20.071.181041.181960.00000
42015.01.12 11:36s/l20.071.181961.181960.000006.4410006.44
52015.01.12 11:36近い10.051.181960.000000.00000-0.4510005.99
62015.01.12 12:15買う30.051.180660.000000.00000
72015.01.12 12:29買う40.071.179660.000000.00000
82015.01.12 15:15変更40.071.179661.180580.00000
92015.01.12 15:16変更40.071.179661.180830.00000
102015.01.12 15:16変更30.051.180661.180830.00000
112015.01.12 15:16変更40.071.179661.181080.00000
122015.01.12 15:16変更30.051.180661.181080.00000
132015.01.12 15:17変更40.071.179661.181330.00000
142015.01.12 15:17変更30.051.180661.181330.00000
152015.01.12 15:17s/l30.051.181331.181330.000003.3510009.34
162015.01.12 15:17s/l40.071.181331.181330.0000011.6910021.03
172015.01.14 11:45買う50.051.173750.000000.00000
182015.01.14 11:56変更50.051.173751.174250.00000
192015.01.14 11:58s/l50.051.174251.174250.000002.5010023.53
202015.01.19 11:45売る60.051.162250.000000.00000
212015.01.19 11:53変更60.051.162251.161750.00000
222015.01.19 11:56s/l60.051.161751.161750.000002.5010026.03
232015.01.20 03:15買う70.051.157980.000000.00000
242015.01.20 03:50変更70.051.157981.158480.00000
252015.01.20 03:51s/l70.051.158481.158480.000002.5010028.53
262015.02.10 11:45買う80.051.129510.000000.00000
272015.02.10 12:00買う90.071.128510.000000.00000
282015.02.10 14:08変更90.071.128511.129430.00000
292015.02.10 14:08変更90.071.128511.129680.00000
302015.02.10 14:08変更80.051.129511.129680.00000
312015.02.10 14:09変更90.071.128511.129930.00000
322015.02.10 14:09変更80.051.129511.129930.00000
332015.02.10 14:09変更90.071.128511.130180.00000
342015.02.10 14:09変更80.051.129511.130180.00000
352015.02.10 14:09変更90.071.128511.130430.00000
362015.02.10 14:09変更80.051.129511.130430.00000
372015.02.10 14:09変更90.071.128511.130680.00000
382015.02.10 14:09変更80.051.129511.130680.00000
392015.02.10 14:09変更90.071.128511.130930.00000
402015.02.10 14:09変更80.051.129511.130930.00000
412015.02.10 14:09変更90.071.128511.131180.00000
422015.02.10 14:09変更80.051.129511.131180.00000
432015.02.10 14:09変更90.071.128511.131430.00000
442015.02.10 14:09変更80.051.129511.131430.00000
452015.02.10 14:09変更90.071.128511.131680.00000
462015.02.10 14:09変更80.051.129511.131680.00000
472015.02.10 14:09s/l80.051.131681.131680.0000010.8510039.38
482015.02.10 14:09s/l90.071.131681.131680.0000022.1910061.57
492015.02.23 09:45買う100.051.135420.000000.00000
502015.02.23 10:09変更100.051.135421.135920.00000
512015.02.23 10:12s/l100.051.135921.135920.000002.5010064.07
522015.02.23 10:30買う110.051.134210.000000.00000
532015.02.23 10:51買う120.071.133190.000000.00000
542015.02.23 12:18買う130.081.130170.000000.00000
552015.02.23 17:00変更130.081.130171.132740.00000
562015.02.23 17:00変更120.071.133191.132740.00000
572015.02.23 17:00変更110.051.134211.132740.00000
582015.02.23 17:00変更130.081.130171.132990.00000
592015.02.23 17:00変更120.071.133191.132990.00000
602015.02.23 17:00変更110.051.134211.132990.00000
612015.02.23 17:00変更130.081.130171.133240.00000
622015.02.23 17:00変更120.071.133190.000000.00000
632015.02.23 17:00変更110.051.134211.133240.00000
642015.02.23 17:00s/l110.051.133241.133240.00000-4.8510059.22
652015.02.23 17:00s/l130.081.133241.133240.0000024.5610083.78
662015.02.23 17:00近い120.071.133230.000000.000000.2810084.06
672015.03.02 11:45売る140.051.120880.000000.00000
682015.03.02 13:01売る150.071.121890.000000.00000
692015.03.02 17:11変更150.071.121891.120970.00000
702015.03.02 17:11変更150.071.121891.120720.00000
712015.03.02 17:11変更140.051.120881.120720.00000
722015.03.02 17:12変更150.071.121891.120470.00000
732015.03.02 17:12変更140.051.120881.120470.00000
742015.03.02 17:13s/l140.051.120471.120470.000002.0510086.11
752015.03.02 17:13s/l150.071.120471.120470.000009.9410096.05
762015.03.04 10:45買う160.051.113140.000000.00000
772015.03.04 11:11買う170.071.112120.000000.00000
782015.03.04 11:41変更170.071.112121.113050.00000
792015.03.04 11:42s/l170.071.113051.113050.000006.5110102.56
802015.03.04 11:42近い160.051.113040.000000.00000-0.5010102.06
812015.03.06 11:15買う180.051.098240.000000.00000
822015.03.06 11:17買う190.071.097230.000000.00000
832015.03.06 11:24変更190.071.097231.098150.00000
842015.03.06 11:25s/l190.071.098151.098150.000006.4410108.50
852015.03.06 11:25近い180.051.098140.000000.00000-0.5010108.00
862015.03.06 11:30買う200.051.097890.000000.00000
872015.03.06 11:39買う210.071.096890.000000.00000
882015.03.06 13:54買う220.081.093870.000000.00000
892015.03.06 14:54変更220.081.093871.096430.00000
902015.03.06 14:54変更210.071.096891.096430.00000
912015.03.06 14:54変更200.051.097891.096430.00000
922015.03.06 14:58変更220.081.093871.096680.00000
932015.03.06 14:58変更210.071.096891.096680.00000
942015.03.06 14:58変更200.051.097891.096680.00000
952015.03.06 15:01変更220.081.093871.096930.00000
962015.03.06 15:01変更210.071.096890.000000.00000
972015.03.06 15:01変更200.051.097891.096930.00000
982015.03.06 15:01変更220.081.093871.097180.00000
992015.03.06 15:01変更210.071.096891.097180.00000
1002015.03.06 15:01変更200.051.097891.097180.00000
1012015.03.06 15:01変更220.081.093871.097430.00000
1022015.03.06 15:01変更210.071.096891.097430.00000
1032015.03.06 15:01変更200.051.097891.097430.00000
1042015.03.06 15:02s/l200.051.097431.097430.00000-2.3010105.70
1052015.03.06 15:02s/l210.071.097431.097430.000003.7810109.48
1062015.03.06 15:02s/l220.081.097431.097430.0000028.4810137.96
1072015.03.09 10:15売る230.051.088380.000000.00000
1082015.03.09 11:00売る240.071.089380.000000.00000
1092015.03.09 11:18変更240.071.089381.088460.00000
1102015.03.09 11:19変更240.071.089381.088210.00000
1112015.03.09 11:19変更230.051.088381.088210.00000
1122015.03.09 11:20変更240.071.089381.087960.00000
1132015.03.09 11:20変更230.051.088381.087960.00000
1142015.03.09 11:20s/l230.051.087961.087960.000002.1010140.06
1152015.03.09 11:20s/l240.071.087961.087960.000009.9410150.00
1162015.03.10 05:15買う250.051.080320.000000.00000
1172015.03.10 05:28買う260.071.079300.000000.00000
1182015.03.10 09:22変更260.071.079301.080230.00000
1192015.03.10 09:24変更260.071.079301.080480.00000
1202015.03.10 09:24変更250.051.080321.080480.00000
1212015.03.10 09:27変更260.071.079301.080730.00000
1222015.03.10 09:27変更250.051.080321.080730.00000
1232015.03.10 09:27変更260.071.079301.080980.00000
1242015.03.10 09:27変更250.051.080321.080980.00000
1252015.03.10 09:32変更260.071.079301.081230.00000
1262015.03.10 09:32変更250.051.080321.081230.00000
1272015.03.10 09:34変更260.071.079301.081480.00000
1282015.03.10 09:34変更250.051.080321.081480.00000
1292015.03.10 09:35変更260.071.079301.081730.00000
1302015.03.10 09:35変更250.051.080321.081730.00000
1312015.03.10 09:35変更260.071.079301.081980.00000
1322015.03.10 09:35変更250.051.080321.081980.00000
1332015.03.10 09:36s/l250.051.081981.081980.000008.3010158.30
1342015.03.10 09:36s/l260.071.081981.081980.0000018.7610177.06
1352015.03.12 09:15売る270.051.059080.000000.00000
1362015.03.12 09:22売る280.071.060100.000000.00000
1372015.03.12 09:31変更280.071.060101.059180.00000
1382015.03.12 09:32s/l280.071.059181.059180.000006.4410183.50
1392015.03.12 09:32近い270.051.059180.000000.00000-0.5010183.00
1402015.03.12 09:45売る290.051.060500.000000.00000
1412015.03.12 09:45売る300.071.061520.000000.00000
1422015.03.12 10:37変更300.071.061521.060600.00000
1432015.03.12 10:37変更300.071.061521.060350.00000
1442015.03.12 10:37変更290.051.060501.060350.00000
1452015.03.12 10:37変更300.071.061521.060100.00000
1462015.03.12 10:37変更290.051.060501.060100.00000
1472015.03.12 10:38変更300.071.061521.059850.00000
1482015.03.12 10:38変更290.051.060501.059850.00000
1492015.03.12 10:38変更300.071.061521.059600.00000
1502015.03.12 10:38変更290.051.060501.059600.00000
1512015.03.12 10:39変更300.071.061521.059350.00000
1522015.03.12 10:39変更290.051.060501.059350.00000
1532015.03.12 10:40変更300.071.061521.059100.00000
1542015.03.12 10:40変更290.051.060501.059100.00000
1552015.03.12 10:41s/l290.051.059101.059100.000007.0010190.00
1562015.03.12 10:41s/l300.071.059101.059100.0000016.9410206.94
1572015.03.13 08:30買う310.051.057550.000000.00000
1582015.03.13 08:35買う320.071.056540.000000.00000
1592015.03.13 08:45変更320.071.056541.057460.00000
1602015.03.13 08:47変更320.071.056541.057710.00000
1612015.03.13 08:47変更310.051.057551.057710.00000
1622015.03.13 08:47変更320.071.056541.057960.00000
1632015.03.13 08:47変更310.051.057551.057960.00000
1642015.03.13 08:48s/l310.051.057961.057960.000002.0510208.99
1652015.03.13 08:48s/l320.071.057961.057960.000009.9410218.93
1662015.03.18 08:00買う330.051.058070.000000.00000
1672015.03.18 08:43変更330.051.058071.058570.00000
1682015.03.18 08:43変更330.051.058071.058820.00000
1692015.03.18 08:43変更330.051.058071.059070.00000
1702015.03.18 08:46変更330.051.058071.059320.00000
1712015.03.18 08:50s/l330.051.059321.059320.000006.2510225.18
1722015.04.01 07:15売る340.051.078990.000000.00000
1732015.04.01 08:24変更340.051.078991.078490.00000
1742015.04.01 08:27変更340.051.078991.078240.00000
1752015.04.01 08:28変更340.051.078991.077990.00000
1762015.04.01 08:34s/l340.051.077991.077990.000005.0010230.18
1772015.04.01 11:45買う350.051.072750.000000.00000
1782015.04.01 11:56変更350.051.072751.073250.00000
1792015.04.01 11:57s/l350.051.073251.073250.000002.5010232.68
1802015.05.06 06:30売る360.051.123030.000000.00000
1812015.05.06 07:31変更360.051.123031.122530.00000
1822015.05.06 07:34s/l360.051.122531.122530.000002.5010235.18
1832015.05.15 09:30買う370.051.137590.000000.00000
1842015.05.15 09:37変更370.051.137591.138090.00000
1852015.05.15 09:37変更370.051.137591.138340.00000
1862015.05.15 09:37s/l370.051.138341.138340.000003.7510238.93
1872015.06.05 11:00売る380.051.127410.000000.00000
1882015.06.05 11:05変更380.051.127411.126910.00000
1892015.06.05 11:06s/l380.051.126911.126910.000002.5010241.43
1902015.06.12 18:15売る390.051.128470.000000.00000
1912015.06.12 18:17変更390.051.128471.127970.00000
1922015.06.12 18:18変更390.051.128471.127720.00000
1932015.06.12 18:20変更390.051.128471.127470.00000
1942015.06.12 18:21変更390.051.128471.127220.00000
1952015.06.12 18:21変更390.051.128471.126970.00000
1962015.06.12 18:22s/l390.051.126971.126970.000007.5010248.93
1972015.06.22 11:00買う400.051.132260.000000.00000
1982015.06.22 11:06変更400.051.132261.132760.00000
1992015.06.22 11:07変更400.051.132261.133010.00000
2002015.06.22 11:07変更400.051.132261.133260.00000
2012015.06.22 11:07s/l400.051.133261.133260.000005.0010253.93
2022015.06.22 11:30買う410.051.132280.000000.00000
2032015.06.22 11:30買う420.071.131270.000000.00000
2042015.06.22 11:35変更420.071.131271.132190.00000
2052015.06.22 11:35変更420.071.131271.132440.00000
2062015.06.22 11:35変更410.051.132281.132440.00000
2072015.06.22 11:37変更420.071.131271.132690.00000
2082015.06.22 11:37変更410.051.132281.132690.00000
2092015.06.22 11:37変更420.071.131271.132940.00000
2102015.06.22 11:37変更410.051.132281.132940.00000
2112015.06.22 11:41s/l410.051.132941.132940.000003.3010257.23
2122015.06.22 11:41s/l420.071.132941.132940.0000011.6910268.92
2132015.07.15 15:45買う430.051.097610.000000.00000
2142015.07.15 16:01買う440.071.096600.000000.00000
2152015.07.15 17:23買う450.081.093600.000000.00000
2162015.07.15 17:35変更450.081.093601.096150.00000
2172015.07.15 17:35変更440.071.096601.096150.00000
2182015.07.15 17:35変更430.051.097611.096150.00000
2192015.07.15 17:35変更450.081.093601.096400.00000
2202015.07.15 17:35変更440.071.096601.096400.00000
2212015.07.15 17:35変更430.051.097611.096400.00000
2222015.07.15 17:35変更450.081.093601.096650.00000
2232015.07.15 17:35変更440.071.096600.000000.00000
2242015.07.15 17:35変更430.051.097611.096650.00000
2252015.07.15 17:35s/l430.051.096651.096650.00000-4.8010264.12
2262015.07.15 17:35s/l450.081.096651.096650.0000024.4010288.52
2272015.07.15 17:35近い440.071.096650.000000.000000.3510288.87
2282015.07.20 10:15売る460.051.085130.000000.00000
2292015.07.20 10:44売る470.071.086140.000000.00000
2302015.07.20 11:44変更470.071.086141.085220.00000
2312015.07.20 11:44s/l470.071.085221.085220.000006.4410295.31
2322015.07.20 11:44近い460.051.085220.000000.00000-0.4510294.86
2332015.07.31 15:45売る480.051.106580.000000.00000
2342015.07.31 15:47変更480.051.106581.106080.00000
2352015.07.31 15:48s/l480.051.106081.106080.000002.5010297.36
2362015.08.04 21:15買う490.051.090660.000000.00000
2372015.08.04 21:18買う500.071.089640.000000.00000
2382015.08.05 04:20買う510.081.086630.000000.00000
2392015.08.05 05:12買う520.111.085620.000000.00000
2402015.08.05 14:58変更520.111.085621.088100.00000
2412015.08.05 14:58変更510.081.086631.088100.00000
2422015.08.05 14:58変更500.071.089641.088100.00000
2432015.08.05 14:58変更490.051.090661.088100.00000
2442015.08.05 14:59s/l490.051.088101.088100.00000-13.3910283.97
2452015.08.05 14:59s/l500.071.088101.088100.00000-11.6010272.37
2462015.08.05 14:59s/l510.081.088101.088100.0000011.7610284.13
2472015.08.05 14:59s/l520.111.088101.088100.0000027.2810311.41
2482015.08.05 15:30売る530.051.090510.000000.00000
2492015.08.05 15:30変更530.051.090511.090010.00000
2502015.08.05 15:31変更530.051.090511.089760.00000
2512015.08.05 15:31変更530.051.090511.089510.00000
2522015.08.05 15:32変更530.051.090511.089260.00000
2532015.08.05 15:32変更530.051.090511.089010.00000
2542015.08.05 15:32s/l530.051.089011.089010.000007.5010318.91
2552015.08.25 23:30売る540.051.152220.000000.00000
2562015.08.25 23:30売る550.071.153250.000000.00000
2572015.08.25 23:32変更550.071.153251.152320.00000
2582015.08.25 23:33s/l550.071.152321.152320.000006.5110325.42
2592015.08.25 23:33近い540.051.152330.000000.00000-0.5510324.87
2602015.08.25 23:45売る560.051.152260.000000.00000
2612015.08.25 23:58変更560.051.152261.151760.00000
2622015.08.26 00:00s/l560.051.151761.151760.000002.6010327.47
2632015.09.16 17:30売る570.051.130450.000000.00000
2642015.09.16 17:59変更570.051.130451.129950.00000
2652015.09.16 17:59変更570.051.130451.129700.00000
2662015.09.16 18:02変更570.051.130451.129450.00000
2672015.09.16 18:02s/l570.051.129451.129450.000005.0010332.47
2682015.09.16 19:45売る580.051.131370.000000.00000
2692015.09.16 20:16変更580.051.131371.130870.00000
2702015.09.16 20:26変更580.051.131371.130620.00000
2712015.09.16 20:57変更580.051.131371.130370.00000
2722015.09.16 21:04変更580.051.131371.130120.00000
2732015.09.16 21:07変更580.051.131371.129870.00000
2742015.09.16 21:22s/l580.051.129871.129870.000007.5010339.97
2752015.09.17 05:15売る590.051.131630.000000.00000
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原文
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