Strategy Tester Report
coala-system
通貨ペアAUDCAD (AUSTRALIAN DOLLAR VS CANADIAN DOLLAR)
期間15分足(M15) 2010.01.01 02:00 - 2023.12.29 23:45 (2010.01.01 - 2024.01.01)
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)
パラメーターCloseBySignal=true; OpenBUY=true; OpenSELL=true; I_Period=25; I_Deviation=0.35; LotSize=0.01; StopLoss=0; TakeProfit=0; TrailingStop=0; MagicNumber=12235491; Slippage=10;
テストバー数349099モデルティック数308602563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10000.00スプレッド変動
純益117773.98総利益410652.02総損失-292878.04
プロフィットファクタ1.40期待利得117.89
絶対ドローダウン2126.24最大ドローダウン19484.17 (63.89%)相対ドローダウン63.89% (19484.17)
総取引数999売りポジション(勝率%)499 (63.13%)買いポジション(勝率%)500 (66.40%)
勝率(%)647 (64.76%)負率 (%)352 (35.24%)
最大勝トレード2782.27敗トレード-4145.93
平均勝トレード634.70敗トレード-832.04
最大連勝(金額)11 (5063.34)連敗(金額)6 (-7410.46)
最大連勝(トレード数)9939.66 (9)連敗(トレード数)-7410.46 (6)
平均連勝3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
12010.01.04 02:00buy10.010.939320.000000.00000
22010.01.04 10:00sell20.010.942260.000000.00000
32010.01.04 10:00close10.010.942260.000000.00000323.1410323.14
42010.01.07 10:15buy30.010.948640.000000.00000
52010.01.07 10:15close20.010.948640.000000.00000-730.009593.14
62010.01.07 17:45sell40.010.951420.000000.00000
72010.01.07 17:45close30.010.951420.000000.00000305.569898.70
82010.01.12 13:30buy50.010.954140.000000.00000
92010.01.12 13:30close40.010.954140.000000.00000-316.179582.53
102010.01.14 02:45sell60.010.956820.000000.00000
112010.01.14 02:45close50.010.956820.000000.00000284.499867.02
122010.01.21 18:00buy70.010.949000.000000.00000
132010.01.21 18:00close60.010.949000.000000.00000819.8810686.90
142010.01.22 10:00sell80.010.951620.000000.00000
152010.01.22 10:00close70.010.951620.000000.00000285.4510972.35
162010.01.26 07:00buy90.010.951750.000000.00000
172010.01.26 07:00close80.010.951750.000000.00000-25.7010946.65
182010.01.27 02:45sell100.010.958910.000000.00000
192010.01.27 02:45close90.010.958910.000000.00000784.4511731.10
202010.01.27 09:30buy110.010.955290.000000.00000
212010.01.27 09:30close100.010.955290.000000.00000398.0112129.11
222010.02.02 15:45sell120.010.935800.000000.00000
232010.02.02 15:45close110.010.935800.000000.00000-2157.289971.83
242010.02.03 19:00buy130.010.935120.000000.00000
252010.02.03 19:00close120.010.935120.000000.0000069.0710040.90
262010.02.05 23:45sell140.010.928580.000000.00000
272010.02.05 23:45close130.010.928580.000000.00000-728.909312.00
282010.02.11 19:15buy150.010.933820.000000.00000
292010.02.11 19:15close140.010.933820.000000.00000-610.358701.66
302010.02.16 19:30sell160.010.940450.000000.00000
312010.02.16 19:30close150.010.940450.000000.00000721.159422.80
322010.02.19 02:00buy170.010.933700.000000.00000
332010.02.19 02:00close160.010.933700.000000.00000713.6310136.43
342010.02.19 14:15sell180.010.939000.000000.00000
352010.02.19 14:15close170.010.939000.000000.00000582.5210718.95
362010.02.19 19:00buy190.010.932750.000000.00000
372010.02.19 19:00close180.010.932750.000000.00000687.1711406.12
382010.02.26 17:45sell200.010.945400.000000.00000
392010.02.26 17:45close190.010.945400.000000.000001372.7112778.83
402010.03.01 15:45buy210.010.939250.000000.00000
412010.03.01 15:45close200.010.939250.000000.00000670.4613449.29
422010.03.22 16:30sell220.010.931300.000000.00000
432010.03.22 16:30close210.010.931300.000000.00000-926.6012522.69
442010.03.31 04:00buy230.010.932700.000000.00000
452010.03.31 04:00close220.010.932700.000000.00000-205.2612317.44
462010.04.06 21:30sell240.010.928000.000000.00000
472010.04.06 21:30close230.010.928000.000000.00000-531.6511785.78
482010.04.12 18:00buy250.010.930450.000000.00000
492010.04.12 18:00close240.010.930450.000000.00000-303.5911482.20
502010.04.16 17:30sell260.010.937300.000000.00000
512010.04.16 17:30close250.010.937300.000000.00000737.7412219.94
522010.04.19 00:03buy270.010.933550.000000.00000
532010.04.19 00:03close260.010.933550.000000.00000406.5812626.51
542010.04.20 15:15sell280.010.944450.000000.00000
552010.04.20 15:15close270.010.944450.000000.000001195.4313821.94
562010.04.20 16:15buy290.010.933050.000000.00000
572010.04.20 16:15close280.010.933050.000000.000001253.3515075.29
582010.04.23 19:15sell300.010.927000.000000.00000
592010.04.23 19:15close290.010.927000.000000.00000-677.5014397.79
602010.05.03 00:15buy310.010.937600.000000.00000
612010.05.03 00:15close300.010.937600.000000.00000-1211.0313186.76
622010.05.06 10:45sell320.010.937600.000000.00000
632010.05.06 10:45close310.010.937600.000000.00000-12.5813174.17
642010.05.06 16:15buy330.010.931950.000000.00000
652010.05.06 16:15close320.010.931950.000000.00000621.1813795.35
662010.05.06 21:45sell340.010.940500.000000.00000
672010.05.06 21:45close330.010.940500.000000.00000939.6914735.04
682010.05.07 00:15buy350.010.929500.000000.00000
692010.05.07 00:15close340.010.929500.000000.000001203.6715938.71
702010.05.10 00:01sell360.010.931700.000000.00000
712010.05.10 00:01close350.010.931700.000000.00000239.2716177.98
722010.05.10 13:45buy370.010.924000.000000.00000
732010.05.10 13:45close360.010.924000.000000.00000846.5617024.54
742010.05.13 17:45sell380.010.915500.000000.00000
752010.05.13 17:45close370.010.915500.000000.00000-946.7716077.76
762010.05.14 22:00buy390.010.913550.000000.00000
772010.05.14 22:00close380.010.913550.000000.00000208.6916286.45
782010.05.20 15:15sell400.010.879050.000000.00000
792010.05.20 15:15close390.010.879050.000000.00000-3806.8212479.63
802010.05.20 20:00buy410.010.873750.000000.00000
812010.05.20 20:00close400.010.873750.000000.00000582.7013062.33
822010.05.20 20:45sell420.010.882100.000000.00000
832010.05.20 20:45close410.010.882100.000000.00000917.7113980.04
842010.05.20 23:15buy430.010.873900.000000.00000
852010.05.20 23:15close420.010.873900.000000.00000901.5414881.58
862010.05.21 05:15sell440.010.877050.000000.00000
872010.05.21 05:15close430.010.877050.000000.00000343.6815225.26
882010.05.21 11:30buy450.010.877650.000000.00000
892010.05.21 11:30close440.010.877650.000000.00000-65.9615159.30
902010.05.21 13:30sell460.010.885450.000000.00000
912010.05.21 13:30close450.010.885450.000000.00000857.2616016.56
922010.05.21 16:15buy470.010.878050.000000.00000
932010.05.21 16:15close460.010.878050.000000.00000813.5816830.14
942010.05.21 23:30sell480.010.882700.000000.00000
952010.05.21 23:30close470.010.882700.000000.00000511.0517341.19
962010.05.24 03:30buy490.010.876450.000000.00000
972010.05.24 03:30close480.010.876450.000000.00000681.4518022.64
982010.05.25 17:00sell500.010.879100.000000.00000
992010.05.25 17:00close490.010.879100.000000.00000288.7318311.37
1002010.05.26 19:45buy510.010.880700.000000.00000
1012010.05.26 19:45close500.010.880700.000000.00000-181.6118129.76
1022010.05.27 17:15sell520.010.888800.000000.00000
1032010.05.27 17:15close510.010.888800.000000.00000882.6819012.44
1042010.05.28 15:30buy530.010.889500.000000.00000
1052010.05.28 15:30close520.010.889500.000000.00000-82.6618929.77
1062010.06.01 16:15sell540.010.878600.000000.00000
1072010.06.01 16:15close530.010.878600.000000.00000-1203.0017726.77
1082010.06.02 00:30buy550.010.874700.000000.00000
1092010.06.02 00:30close540.010.874700.000000.00000423.0818149.84
1102010.06.02 22:45sell560.010.873250.000000.00000
1112010.06.02 22:45close550.010.873250.000000.00000-159.3617990.48
1122010.06.03 19:30buy570.010.875500.000000.00000
1132010.06.03 19:30close560.010.875500.000000.00000-264.4917725.99
1142010.06.04 23:15sell580.010.874150.000000.00000
1152010.06.04 23:15close570.010.874150.000000.00000-150.8917575.10
1162010.06.07 03:15buy590.010.868100.000000.00000
1172010.06.07 03:15close580.010.868100.000000.00000659.4518234.55
1182010.06.08 04:45sell600.010.864600.000000.00000
1192010.06.08 04:45close590.010.864600.000000.00000-387.1917847.36
1202010.06.15 10:00buy610.010.880400.000000.00000
1212010.06.15 10:00close600.010.880400.000000.00000-1777.0316070.33
1222010.06.15 18:15sell620.010.885850.000000.00000
1232010.06.15 18:15close610.010.885850.000000.00000598.9816669.31
1242010.06.22 14:00buy630.010.894300.000000.00000
1252010.06.22 14:00close620.010.894300.000000.00000-968.9415700.37
1262010.06.23 13:00sell640.010.900750.000000.00000
1272010.06.23 13:00close630.010.900750.000000.00000706.3616406.73
1282010.06.24 11:15buy650.010.903850.000000.00000
1292010.06.24 11:15close640.010.903850.000000.00000-357.9316048.80
1302010.06.25 20:45sell660.010.905250.000000.00000
1312010.06.25 20:45close650.010.905250.000000.00000151.3516200.15
1322010.06.30 00:15buy670.010.893250.000000.00000
1332010.06.30 00:15close660.010.893250.000000.000001302.2317502.38
1342010.06.30 18:15sell680.010.899500.000000.00000
1352010.06.30 18:15close670.010.899500.000000.00000686.9018189.28
1362010.06.30 23:45buy690.010.894500.000000.00000
1372010.06.30 23:45close680.010.894500.000000.00000549.7318739.01
1382010.07.01 11:45sell700.010.893450.000000.00000
1392010.07.01 11:45close690.010.893450.000000.00000-122.9518616.06
1402010.07.01 15:45buy710.010.888400.000000.00000
1412010.07.01 15:45close700.010.888400.000000.00000555.2219171.28
1422010.07.02 01:00sell720.010.896850.000000.00000
1432010.07.02 01:00close710.010.896850.000000.00000926.1720097.45
1442010.07.05 00:02buy730.010.892950.000000.00000
1452010.07.05 00:02close720.010.892950.000000.00000423.0820520.53
1462010.07.06 08:00sell740.010.893650.000000.00000
1472010.07.06 08:00close730.010.893650.000000.0000074.4120594.94
1482010.07.06 17:00buy750.010.895700.000000.00000
1492010.07.06 17:00close740.010.895700.000000.00000-225.3820369.56
1502010.07.07 18:00sell760.010.902600.000000.00000
1512010.07.07 18:00close750.010.902600.000000.00000755.8221125.39
1522010.07.08 18:15buy770.010.909000.000000.00000
1532010.07.08 18:15close760.010.909000.000000.00000-720.7620404.62
1542010.07.08 22:45sell780.010.914600.000000.00000
1552010.07.08 22:45close770.010.914600.000000.00000615.4621020.08
1562010.07.09 14:15buy790.010.907650.000000.00000
1572010.07.09 14:15close780.010.907650.000000.00000758.4121778.49
1582010.07.09 23:15sell800.010.907500.000000.00000
1592010.07.09 23:15close790.010.907500.000000.00000-16.4921762.00
1602010.07.13 09:30buy810.010.901600.000000.00000
1612010.07.13 09:30close800.010.901600.000000.00000637.2722399.27
1622010.07.13 18:30sell820.010.908250.000000.00000
1632010.07.13 18:30close810.010.908250.000000.00000730.8623130.13
1642010.07.15 10:30buy830.010.907400.000000.00000
1652010.07.15 10:30close820.010.907400.000000.0000070.6423200.77
1662010.07.15 17:45sell840.010.913350.000000.00000
1672010.07.15 17:45close830.010.913350.000000.00000653.9323854.70
1682010.07.19 00:02buy850.010.913450.000000.00000
1692010.07.19 00:02close840.010.913450.000000.00000-22.4023832.30
1702010.07.19 19:45sell860.010.918450.000000.00000
1712010.07.19 19:45close850.010.918450.000000.00000549.5224381.82
1722010.07.20 16:00buy870.010.918850.000000.00000
1732010.07.20 16:00close860.010.918850.000000.00000-49.6724332.15
1742010.07.22 13:45sell880.010.924050.000000.00000
1752010.07.22 13:45close870.010.924050.000000.00000561.4324893.58
1762010.07.28 04:45buy890.010.928350.000000.00000
1772010.07.28 04:45close880.010.928350.000000.00000-495.5824398.00
1782010.07.29 10:15sell900.010.930850.000000.00000
1792010.07.29 10:15close890.010.930850.000000.00000267.2124665.21
1802010.08.09 18:00buy910.010.940000.000000.00000
1812010.08.09 18:00close900.010.940000.000000.00000-1057.3323607.88
1822010.08.11 15:45sell920.010.941300.000000.00000
1832010.08.11 15:45close910.010.941300.000000.00000137.8523745.73
1842010.08.12 00:30buy930.010.936400.000000.00000
1852010.08.12 00:30close920.010.936400.000000.00000521.6224267.35
1862010.08.12 10:30sell940.010.940850.000000.00000
1872010.08.12 10:30close930.010.940850.000000.00000489.0724756.42
1882010.08.16 03:30buy950.010.926300.000000.00000
1892010.08.16 03:30close940.010.926300.000000.000001588.2326344.65
1902010.08.16 15:45sell960.010.931650.000000.00000
1912010.08.16 15:45close950.010.931650.000000.00000587.9826932.63
1922010.08.17 16:30buy970.010.933200.000000.00000
1932010.08.17 16:30close960.010.933200.000000.00000-176.1126756.51
1942010.08.19 16:00sell980.010.928650.000000.00000
1952010.08.19 16:00close970.010.928650.000000.00000-510.1326246.39
1962010.08.23 00:01buy990.010.929500.000000.00000
1972010.08.23 00:01close980.010.929500.000000.00000-104.8626141.53
1982010.08.23 17:15sell1000.010.940400.000000.00000
1992010.08.23 17:15close990.010.940400.000000.000001197.9427339.47
2002010.08.25 17:00buy1010.010.934400.000000.00000
2012010.08.25 17:00close1000.010.934400.000000.00000648.2527987.72
2022010.08.27 17:00sell1020.010.944350.000000.00000
2032010.08.27 17:00close1010.010.944350.000000.000001083.4729071.19
2042010.08.30 07:00buy1030.010.942100.000000.00000
2052010.08.30 07:00close1020.010.942100.000000.00000241.6729312.86
2062010.08.31 17:30sell1040.010.947250.000000.00000
2072010.08.31 17:30close1030.010.947250.000000.00000563.4829876.34
2082010.09.01 17:45buy1050.010.954500.000000.00000
2092010.09.01 17:45close1040.010.954500.000000.00000-802.7829073.56
2102010.09.02 17:30sell1060.010.958400.000000.00000
2112010.09.02 17:30close1050.010.958400.000000.00000421.0829494.63
2122010.09.03 16:00buy1070.010.954800.000000.00000
2132010.09.03 16:00close1060.010.954800.000000.00000390.0929884.72
2142010.09.07 16:45sell1080.010.952950.000000.00000
2152010.09.07 16:45close1070.010.952950.000000.00000-208.3529676.37
2162010.09.08 16:15buy1090.010.954250.000000.00000
2172010.09.08 16:15close1080.010.954250.000000.00000-148.6229527.74
2182010.09.09 05:00sell1100.010.955700.000000.00000
2192010.09.09 05:00close1090.010.955700.000000.00000151.8129679.55
2202010.09.15 13:30buy1110.010.961850.000000.00000
2212010.09.15 13:30close1100.010.961850.000000.00000-698.9628980.59
2222010.09.17 07:30sell1120.010.966200.000000.00000
2232010.09.17 07:30close1110.010.966200.000000.00000468.0129448.61
2242010.09.30 16:00buy1130.010.995450.000000.00000
2252010.09.30 16:00close1120.010.995450.000000.00000-3289.9626158.65
2262010.10.05 18:30sell1140.010.985700.000000.00000
2272010.10.05 18:30close1130.010.985700.000000.00000-1079.1025079.55
2282010.10.06 18:30buy1150.010.984100.000000.00000
2292010.10.06 18:30close1140.010.984100.000000.00000170.2125249.76
2302010.10.07 03:45sell1160.010.994650.000000.00000
2312010.10.07 03:45close1150.010.994650.000000.000001151.9326401.68
2322010.10.08 10:30buy1170.010.994950.000000.00000
2332010.10.08 10:30close1160.010.994950.000000.00000-38.6826363.00
2342010.10.08 16:15sell1180.010.997300.000000.00000
2352010.10.08 16:15close1170.010.997300.000000.00000258.2726621.27
2362010.10.13 15:15buy1190.010.990600.000000.00000
2372010.10.13 15:15close1180.010.990600.000000.00000719.5027340.77
2382010.10.14 03:15sell1200.010.998550.000000.00000
2392010.10.14 03:15close1190.010.998550.000000.00000866.1828206.95
2402010.10.19 15:00buy1210.011.003000.000000.00000
2412010.10.19 15:00close1200.011.003000.000000.00000-506.3627700.58
2422010.10.20 17:45sell1220.011.011050.000000.00000
2432010.10.20 17:45close1210.011.011050.000000.00000882.2128582.80
2442010.10.27 03:45buy1230.011.002250.000000.00000
2452010.10.27 03:45close1220.011.002250.000000.00000927.5629510.36
2462010.10.29 18:15sell1240.010.999220.000000.00000
2472010.10.29 18:15close1230.010.999220.000000.00000-343.0829167.28
2482010.11.01 17:15buy1250.011.002590.000000.00000
2492010.11.01 17:15close1240.011.002590.000000.00000-376.2028791.07
2502010.11.02 06:45sell1260.011.010570.000000.00000
2512010.11.02 06:45close1250.011.010570.000000.00000874.5029665.58
2522010.11.05 14:00buy1270.011.013620.000000.00000
2532010.11.05 14:00close1260.011.013620.000000.00000-363.8429301.74
2542010.11.16 15:45sell1280.010.996910.000000.00000
2552010.11.16 15:45close1270.010.996910.000000.00000-1859.1427442.59
2562010.11.23 08:30buy1290.011.000050.000000.00000
2572010.11.23 08:30close1280.011.000050.000000.00000-385.1527057.44
2582010.11.25 10:15sell1300.010.991950.000000.00000
2592010.11.25 10:15close1290.010.991950.000000.00000-900.2826157.16
2602010.11.26 02:00buy1310.010.985490.000000.00000
2612010.11.26 02:00close1300.010.985490.000000.00000704.5326861.69
2622010.11.30 16:00sell1320.010.984080.000000.00000
2632010.11.30 16:00close1310.010.984080.000000.00000-159.9926701.70
2642010.12.02 14:45buy1330.010.976950.000000.00000
2652010.12.02 14:45close1320.010.976950.000000.00000761.0827462.78
2662010.12.02 19:00sell1340.010.981570.000000.00000
2672010.12.02 19:00close1330.010.981570.000000.00000507.7627970.54
2682010.12.15 19:30buy1350.010.993670.000000.00000
2692010.12.15 19:30close1340.010.993670.000000.00000-1393.1526577.39
2702010.12.17 23:15sell1360.011.001830.000000.00000
2712010.12.17 23:15close1350.011.001830.000000.00000886.7827464.17
2722011.01.03 00:00buy1370.011.013700.000000.00000
2732011.01.03 00:00close1360.011.013700.000000.00000-1390.7126073.46
2742011.01.12 11:00sell1380.010.978590.000000.00000
2752011.01.12 11:00close1370.010.978590.000000.00000-3881.7022191.76
2762011.01.14 15:00buy1390.010.982910.000000.00000
2772011.01.14 15:00close1380.010.982910.000000.00000-497.8421693.92
2782011.01.17 12:15sell1400.010.980970.000000.00000
2792011.01.17 12:15close1390.010.980970.000000.00000-215.7521478.17
2802011.01.20 00:45buy1410.010.992570.000000.00000
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19952023.12.21 15:45close9970.010.904670.000000.00000779.38126649.24
19962023.12.25 03:23buy9990.010.898220.000000.00000
19972023.12.25 03:23close9980.010.898220.000000.00000697.91127347.15
19982023.12.29 23:59close at stop9990.010.902240.000000.00000426.83127773.98