Strategy Tester Report
timeout_martin
XMTrading-Demo 5 (Build 1380)

通貨ペアEURUSD (Euro vs US Dollar)
期間15分足(M15) 2021.01.04 00:00 - 2023.01.30 23:45 (2021.01.01 - 2023.01.31)
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)
テストバー数52035モデルティック数56356046モデリング品質99.90%
不整合チャートエラー0
初期証拠金500000.00スプレッド変動
純益348255.60総利益918500.31総損失-570244.72
プロフィットファクタ1.61期待利得47.66
絶対ドローダウン26162.66最大ドローダウン158505.56 (20.83%)相対ドローダウン20.83% (158505.56)
総取引数7307売りポジション(勝率%)4516 (77.39%)買いポジション(勝率%)2791 (73.84%)
勝率(%)5556 (76.04%)負率 (%)1751 (23.96%)
最大勝トレード21882.08敗トレード-9892.11
平均勝トレード165.32敗トレード-325.67
最大連勝(金額)29 (1194.28)連敗(金額)14 (-75319.44)
最大連勝(トレード数)34706.93 (8)連敗(トレード数)-75319.44 (14)
平均連勝6連敗2
Graph
#時間取引種別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
12021.01.04 00:45sell10.011.223400.000000.00000
22021.01.04 00:45modify10.011.223400.000001.22315
32021.01.04 01:05t/p10.011.223150.000001.2231536.76500036.76
42021.01.04 02:15sell20.011.224540.000000.00000
52021.01.04 02:15modify20.011.224540.000001.22429
62021.01.04 02:17t/p20.011.224280.000001.2242938.23500074.99
72021.01.04 03:30sell30.011.224460.000000.00000
82021.01.04 03:30modify30.011.224460.000001.22421
92021.01.04 03:33t/p30.011.224210.000001.2242136.77500111.76
102021.01.04 04:30sell40.011.225480.000000.00000
112021.01.04 04:30modify40.011.225480.000001.22523
122021.01.04 04:36t/p40.011.225220.000001.2252338.24500150.00
132021.01.04 04:45sell50.011.225190.000000.00000
142021.01.04 04:45modify50.011.225190.000001.22494
152021.01.04 05:30sell60.011.225730.000000.00000
162021.01.04 05:30modify60.011.225730.000001.22521
172021.01.04 05:30modify50.011.225190.000001.22521
182021.01.04 05:34t/p50.011.225210.000001.22521-2.94500147.06
192021.01.04 05:34t/p60.011.225210.000001.2252176.47500223.53
202021.01.04 10:00sell70.011.226370.000000.00000
212021.01.04 10:00modify70.011.226370.000001.22612
222021.01.04 10:15sell80.011.226870.000000.00000
232021.01.04 10:15modify80.011.226870.000001.22637
242021.01.04 10:15modify70.011.226370.000001.22637
252021.01.04 10:45sell90.011.228500.000000.00000
262021.01.04 10:45modify90.011.228500.000001.22700
272021.01.04 10:45modify80.011.226870.000001.22700
282021.01.04 10:45modify70.011.226370.000001.22700
292021.01.04 11:30sell100.021.229400.000000.00000
302021.01.04 11:30modify100.021.229400.000001.22786
312021.01.04 11:30modify90.011.228500.000001.22786
322021.01.04 11:30modify80.011.226870.000001.22786
332021.01.04 11:30modify70.011.226370.000001.22786
342021.01.04 12:15sell110.031.229920.000000.00000
352021.01.04 12:15modify110.031.229920.000001.22854
362021.01.04 12:15modify100.021.229400.000001.22854
372021.01.04 12:15modify90.011.228500.000001.22854
382021.01.04 12:15modify80.011.226870.000001.22854
392021.01.04 12:15modify70.011.226370.000001.22854
402021.01.04 15:00sell120.051.230320.000000.00000
412021.01.04 15:00modify120.051.230320.000001.22913
422021.01.04 15:00modify110.031.229920.000001.22913
432021.01.04 15:00modify100.021.229400.000001.22913
442021.01.04 15:00modify90.011.228500.000001.22913
452021.01.04 15:00modify80.011.226870.000001.22913
462021.01.04 15:00modify70.011.226370.000001.22913
472021.01.04 15:24t/p70.011.229130.000001.22913-405.87499817.66
482021.01.04 15:24t/p80.011.229130.000001.22913-332.34499485.32
492021.01.04 15:24t/p90.011.229130.000001.22913-92.64499392.68
502021.01.04 15:24t/p100.021.229130.000001.2291379.41499472.09
512021.01.04 15:24t/p110.031.229130.000001.22913348.52499820.61
522021.01.04 15:24t/p120.051.229130.000001.22913874.98500695.59
532021.01.04 18:00buy130.011.227180.000000.00000
542021.01.04 18:00modify130.011.227180.000001.22743
552021.01.04 18:03t/p130.011.227440.000001.2274338.23500733.82
562021.01.04 18:15buy140.011.227570.000000.00000
572021.01.04 18:15modify140.011.227570.000001.22782
582021.01.04 18:30buy150.011.226750.000000.00000
592021.01.04 18:30modify150.011.226750.000001.22741
602021.01.04 18:30modify140.011.227570.000001.22741
612021.01.04 18:45buy160.011.226270.000000.00000
622021.01.04 18:45modify160.011.226270.000001.22711
632021.01.04 18:45modify150.011.226750.000001.22711
642021.01.04 18:45modify140.011.227570.000001.22711
652021.01.04 19:00buy170.021.225380.000000.00000
662021.01.04 19:00modify170.021.225380.000001.22652
672021.01.04 19:00modify160.011.226270.000001.22652
682021.01.04 19:00modify150.011.226750.000001.22652
692021.01.04 19:00modify140.011.227570.000001.22652
702021.01.04 20:15buy180.031.224950.000000.00000
712021.01.04 20:15modify180.031.224950.000001.22603
722021.01.04 20:15modify170.021.225380.000001.22603
732021.01.04 20:15modify160.011.226270.000001.22603
742021.01.04 20:15modify150.011.226750.000001.22603
752021.01.04 20:15modify140.011.227570.000001.22603
762021.01.04 20:45buy190.051.224570.000000.00000
772021.01.04 20:45modify190.051.224570.000001.22556
782021.01.04 20:45modify180.031.224950.000001.22556
792021.01.04 20:45modify170.021.225380.000001.22556
802021.01.04 20:45modify160.011.226270.000001.22556
812021.01.04 20:45modify150.011.226750.000001.22556
822021.01.04 20:45modify140.011.227570.000001.22556
832021.01.05 02:49t/p140.011.225560.000001.22556-306.42500427.40
842021.01.05 02:49t/p150.011.225560.000001.22556-185.85500241.55
852021.01.05 02:49t/p160.011.225560.000001.22556-115.27500126.28
862021.01.05 02:49t/p170.021.225560.000001.2255631.17500157.45
872021.01.05 02:49t/p180.031.225560.000001.22556236.44500393.89
882021.01.05 02:49t/p190.051.225560.000001.22556673.42501067.31
892021.01.05 03:45sell200.011.225960.000000.00000
902021.01.05 03:45modify200.011.225960.000001.22571
912021.01.05 03:59t/p200.011.225710.000001.2257136.76501104.07
922021.01.05 05:45sell210.011.227230.000000.00000
932021.01.05 05:45modify210.011.227230.000001.22698
942021.01.05 05:48t/p210.011.226980.000001.2269836.77501140.84
952021.01.05 11:45sell220.011.227820.000000.00000
962021.01.05 11:45modify220.011.227820.000001.22757
972021.01.05 11:53t/p220.011.227560.000001.2275738.23501179.07
982021.01.05 14:00sell230.011.228280.000000.00000
992021.01.05 14:00modify230.011.228280.000001.22803
1002021.01.05 14:09t/p230.011.228030.000001.2280336.77501215.84
1012021.01.05 15:00buy240.011.227240.000000.00000
1022021.01.05 15:00modify240.011.227240.000001.22749
1032021.01.05 15:02t/p240.011.227490.000001.2274936.75501252.59
1042021.01.05 20:45sell250.011.229770.000000.00000
1052021.01.05 20:45modify250.011.229770.000001.22952
1062021.01.05 20:52t/p250.011.229520.000001.2295236.77501289.36
1072021.01.05 22:15sell260.011.230090.000000.00000
1082021.01.05 22:15modify260.011.230090.000001.22984
1092021.01.05 22:23t/p260.011.229840.000001.2298436.77501326.13
1102021.01.06 03:15sell270.011.230180.000000.00000
1112021.01.06 03:15modify270.011.230180.000001.22993
1122021.01.06 03:16t/p270.011.229910.000001.2299339.71501365.84
1132021.01.06 04:00buy280.011.228940.000000.00000
1142021.01.06 04:00modify280.011.228940.000001.22919
1152021.01.06 04:02t/p280.011.229190.000001.2291936.76501402.60
1162021.01.06 04:45buy290.011.228810.000000.00000
1172021.01.06 04:45modify290.011.228810.000001.22906
1182021.01.06 05:00buy300.011.227890.000000.00000
1192021.01.06 05:00modify300.011.227890.000001.22860
1202021.01.06 05:00modify290.011.228810.000001.22860
1212021.01.06 05:05t/p290.011.228600.000001.22860-30.88501371.72
1222021.01.06 05:05t/p300.011.228600.000001.22860104.39501476.11
1232021.01.06 06:45sell310.011.229540.000000.00000
1242021.01.06 06:45modify310.011.229540.000001.22929
1252021.01.06 06:46t/p310.011.229280.000001.2292938.23501514.34
1262021.01.06 07:45sell320.011.229970.000000.00000
1272021.01.06 07:45modify320.011.229970.000001.22972
1282021.01.06 07:53t/p320.011.229720.000001.2297236.77501551.11
1292021.01.06 08:30sell330.011.230250.000000.00000
1302021.01.06 08:30modify330.011.230250.000001.23000
1312021.01.06 08:45sell340.011.231030.000000.00000
1322021.01.06 08:45modify340.011.231030.000001.23039
1332021.01.06 08:45modify330.011.230250.000001.23039
1342021.01.06 09:00sell350.011.231630.000000.00000
1352021.01.06 09:00modify350.011.231630.000001.23072
1362021.01.06 09:00modify340.011.231030.000001.23072
1372021.01.06 09:00modify330.011.230250.000001.23072
1382021.01.06 09:15sell360.021.233080.000000.00000
1392021.01.06 09:15modify360.021.233080.000001.23156
1402021.01.06 09:15modify350.011.231630.000001.23156
1412021.01.06 09:15modify340.011.231030.000001.23156
1422021.01.06 09:15modify330.011.230250.000001.23156
1432021.01.06 09:45sell370.031.233770.000000.00000
1442021.01.06 09:45modify370.031.233770.000001.23230
1452021.01.06 09:45modify360.021.233080.000001.23230
1462021.01.06 09:45modify350.011.231630.000001.23230
1472021.01.06 09:45modify340.011.231030.000001.23230
1482021.01.06 09:45modify330.011.230250.000001.23230
1492021.01.06 10:24t/p330.011.232290.000001.23230-300.01501251.10
1502021.01.06 10:24t/p340.011.232290.000001.23230-185.30501065.80
1512021.01.06 10:24t/p350.011.232290.000001.23230-97.06500968.74
1522021.01.06 10:24t/p360.021.232290.000001.23230232.35501201.09
1532021.01.06 10:24t/p370.031.232290.000001.23230652.94501854.03
1542021.01.06 11:30sell380.011.233440.000000.00000
1552021.01.06 11:30modify380.011.233440.000001.23319
1562021.01.06 11:30t/p380.011.233190.000001.2331936.76501890.79
1572021.01.06 12:15sell390.011.233590.000000.00000
1582021.01.06 12:15modify390.011.233590.000001.23334
1592021.01.06 12:45sell400.011.234070.000000.00000
1602021.01.06 12:45modify400.011.234070.000001.23358
1612021.01.06 12:45modify390.011.233590.000001.23358
1622021.01.06 12:56t/p390.011.233580.000001.233581.47501892.26
1632021.01.06 12:56t/p400.011.233580.000001.2335872.06501964.32
1642021.01.06 13:00sell410.011.233810.000000.00000
1652021.01.06 13:00modify410.011.233810.000001.23356
1662021.01.06 13:30sell420.011.234670.000000.00000
1672021.01.06 13:30modify420.011.234670.000001.23399
1682021.01.06 13:30modify410.011.233810.000001.23399
1692021.01.06 13:49t/p410.011.233990.000001.23399-26.48501937.84
1702021.01.06 13:49t/p420.011.233990.000001.23399100.00502037.84
1712021.01.06 14:30sell430.011.234470.000000.00000
1722021.01.06 14:30modify430.011.234470.000001.23422
1732021.01.06 14:34t/p430.011.234220.000001.2342236.76502074.60
1742021.01.06 16:45buy440.011.230450.000000.00000
1752021.01.06 16:45modify440.011.230450.000001.23070
1762021.01.06 16:48t/p440.011.230710.000001.2307038.22502112.82
1772021.01.06 18:30buy450.011.227920.000000.00000
1782021.01.06 18:30modify450.011.227920.000001.22817
1792021.01.06 18:31t/p450.011.228170.000001.2281736.76502149.58
1802021.01.06 18:45buy460.011.228110.000000.00000
1812021.01.06 18:45modify460.011.228110.000001.22836
1822021.01.06 18:48t/p460.011.228360.000001.2283636.75502186.33
1832021.01.06 22:45sell470.011.232780.000000.00000
1842021.01.06 22:45modify470.011.232780.000001.23253
1852021.01.06 22:47t/p470.011.232520.000001.2325338.24502224.57
1862021.01.06 23:00sell480.011.232380.000000.00000
1872021.01.06 23:00modify480.011.232380.000001.23213
1882021.01.07 00:15sell490.011.232770.000000.00000
1892021.01.07 00:15modify490.011.232770.000001.23233
1902021.01.07 00:15modify480.011.232380.000001.23233
1912021.01.07 01:30sell500.011.233930.000000.00000
1922021.01.07 01:30modify500.011.233930.000001.23278
1932021.01.07 01:30modify490.011.232770.000001.23278
1942021.01.07 01:30modify480.011.232380.000001.23278
1952021.01.07 04:10t/p480.011.232770.000001.23278-52.50502172.07
1962021.01.07 04:10t/p490.011.232770.000001.232780.00502172.07
1972021.01.07 04:10t/p500.011.232770.000001.23278170.59502342.66
1982021.01.07 08:15buy510.011.231310.000000.00000
1992021.01.07 08:15modify510.011.231310.000001.23156
2002021.01.07 08:16t/p510.011.231560.000001.2315636.76502379.42
2012021.01.07 10:00buy520.011.231120.000000.00000
2022021.01.07 10:00modify520.011.231120.000001.23137
2032021.01.07 10:01t/p520.011.231370.000001.2313736.76502416.18
2042021.01.07 12:45buy530.011.225520.000000.00000
2052021.01.07 12:45modify530.011.225520.000001.22577
2062021.01.07 13:00buy540.011.224970.000000.00000
2072021.01.07 13:00modify540.011.224970.000001.22550
2082021.01.07 13:00modify530.011.225520.000001.22550
2092021.01.07 13:02t/p530.011.225500.000001.22550-2.94502413.24
2102021.01.07 13:02t/p540.011.225500.000001.2255077.93502491.17
2112021.01.07 13:15buy550.011.225640.000000.00000
2122021.01.07 13:15modify550.011.225640.000001.22589
2132021.01.07 13:28t/p550.011.225900.000001.2258938.23502529.40
2142021.01.07 13:30buy560.011.225870.000000.00000
2152021.01.07 13:30modify560.011.225870.000001.22612
2162021.01.07 13:33t/p560.011.226130.000001.2261238.23502567.63
2172021.01.07 15:30sell570.011.227320.000000.00000
2182021.01.07 15:30modify570.011.227320.000001.22707
2192021.01.07 15:30t/p570.011.227070.000001.2270736.76502604.39
2202021.01.07 18:30sell580.011.227190.000000.00000
2212021.01.07 18:30modify580.011.227190.000001.22694
2222021.01.07 18:48t/p580.011.226940.000001.2269436.76502641.15
2232021.01.07 21:00sell590.011.227420.000000.00000
2242021.01.07 21:00modify590.011.227420.000001.22717
2252021.01.07 21:17t/p590.011.227160.000001.2271738.24502679.39
2262021.01.07 23:45sell600.011.227250.000000.00000
2272021.01.07 23:45modify600.011.227250.000001.22700
2282021.01.07 23:54t/p600.011.227000.000001.2270036.77502716.16
2292021.01.08 06:00sell610.011.226180.000000.00000
2302021.01.08 06:00modify610.011.226180.000001.22593
2312021.01.08 06:04t/p610.011.225930.000001.2259336.76502752.92
2322021.01.08 07:15sell620.011.226260.000000.00000
2332021.01.08 07:15modify620.011.226260.000001.22601
2342021.01.08 07:53t/p620.011.226000.000001.2260138.24502791.16
2352021.01.08 09:00sell630.011.226330.000000.00000
2362021.01.08 09:00modify630.011.226330.000001.22608
2372021.01.08 09:09t/p630.011.226070.000001.2260838.24502829.40
2382021.01.08 10:30buy640.011.222950.000000.00000
2392021.01.08 10:30modify640.011.222950.000001.22320
2402021.01.08 10:54t/p640.011.223210.000001.2232038.23502867.63
2412021.01.08 12:30sell650.011.223950.000000.00000
2422021.01.08 12:30modify650.011.223950.000001.22370
2432021.01.08 13:00t/p650.011.223690.000001.2237038.23502905.86
2442021.01.08 13:45sell660.011.224690.000000.00000
2452021.01.08 13:45modify660.011.224690.000001.22444
2462021.01.08 14:00sell670.011.225050.000000.00000
2472021.01.08 14:00modify670.011.225050.000001.22462
2482021.01.08 14:00modify660.011.224690.000001.22462
2492021.01.08 14:01t/p660.011.224580.000001.2246216.17502922.03
2502021.01.08 14:01t/p670.011.224580.000001.2246269.11502991.14
2512021.01.08 14:15sell680.011.224830.000000.00000
2522021.01.08 14:15modify680.011.224830.000001.22458
2532021.01.08 14:46t/p680.011.224580.000001.2245836.76503027.90
2542021.01.08 16:15sell690.011.226570.000000.00000
2552021.01.08 16:15modify690.011.226570.000001.22632
2562021.01.08 16:16t/p690.011.226320.000001.2263236.77503064.67
2572021.01.08 17:45buy700.011.223320.000000.00000
2582021.01.08 17:45modify700.011.223320.000001.22357
2592021.01.08 17:51t/p700.011.223570.000001.2235736.76503101.43
2602021.01.08 23:15sell710.011.222260.000000.00000
2612021.01.08 23:15modify710.011.222260.000001.22201
2622021.01.08 23:33t/p710.011.222010.000001.2220136.77503138.20
2632021.01.11 02:45buy720.011.218700.000000.00000
2642021.01.11 02:45modify720.011.218700.000001.21895
2652021.01.11 02:55t/p720.011.218960.000001.2189538.23503176.43
2662021.01.11 03:00buy730.011.218890.000000.00000
2672021.01.11 03:00modify730.011.218890.000001.21914
2682021.01.11 03:15buy740.011.218220.000000.00000
2692021.01.11 03:15modify740.011.218220.000001.21881
2702021.01.11 03:15modify730.011.218890.000001.21881
2712021.01.11 03:30buy750.011.217670.000000.00000
2722021.01.11 03:30modify750.011.217670.000001.21851
2732021.01.11 03:30modify740.011.218220.000001.21851
2742021.01.11 03:30modify730.011.218890.000001.21851
2752021.01.11 04:15buy760.021.216940.000000.00000
2762021.01.11 04:15modify760.021.216940.000001.21798
2772021.01.11 04:15modify750.011.217670.000001.21798
2782021.01.11 04:15modify740.011.218220.000001.21798
2792021.01.11 04:15modify730.011.218890.000001.21798
2802021.01.11 04:58t/p730.011.217980.000001.21798-133.80503042.63
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