Strategy Tester Report
Zenith Scalper EURUSD
XMTrading-Demo 5 (Build 1420)

通貨ペアEURUSD (Euro vs US Dollar)
期間15分足(M15) 2016.01.04 00:00 - 2023.12.29 23:45 (2016.01.01 - 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Magic=223234345; Lots=0.01;
テストバー数199548モデルティック数206285788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300000.00スプレッド変動
純益5399.32総利益39789.55総損失-34390.23
プロフィットファクタ1.16期待利得13.81
絶対ドローダウン1346.49最大ドローダウン4450.77 (1.47%)相対ドローダウン1.47% (4450.77)
総取引数391売りポジション(勝率%)176 (72.73%)買いポジション(勝率%)215 (72.09%)
勝率(%)283 (72.38%)負率 (%)108 (27.62%)
最大勝トレード396.30敗トレード-1810.28
平均勝トレード140.60敗トレード-318.43
最大連勝(金額)19 (2533.84)連敗(金額)4 (-2512.25)
最大連勝(トレード数)2533.84 (19)連敗(トレード数)-2512.25 (4)
平均連勝4連敗1
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
12016.01.04 20:45sell10.011.082270.000000.00000
22016.01.04 20:45modify10.011.082271.094261.07966
32016.01.05 01:15close10.011.082771.094261.07966-71.81299928.19
42016.01.05 19:45sell20.011.074430.000000.00000
52016.01.05 19:45modify20.011.074431.086441.07184
62016.01.05 20:57modify20.011.074431.074331.07184
72016.01.05 21:16s/l20.011.074341.074331.0718413.41299941.60
82016.01.05 22:45sell30.011.075020.000000.00000
92016.01.05 22:45modify30.011.075021.087021.07242
102016.01.06 02:30close30.011.074481.087021.0724283.17300024.76
112016.01.07 16:45buy40.011.084300.000000.00000
122016.01.07 16:45modify40.011.084301.072291.08689
132016.01.07 17:02modify40.011.084301.084401.08689
142016.01.07 17:06t/p40.011.086891.084401.08689385.89300410.65
152016.01.07 18:00buy50.011.082670.000000.00000
162016.01.07 18:00modify50.011.082671.070671.08527
172016.01.07 18:02modify50.011.082671.082771.08527
182016.01.07 18:10close50.011.084701.082771.08527302.46300713.11
192016.01.08 00:45buy60.011.092250.000000.00000
202016.01.08 00:45modify60.011.092251.080251.09485
212016.01.08 10:00close60.011.088631.080251.09485-539.35300173.76
222016.01.28 23:30buy70.011.093800.000000.00000
232016.01.28 23:30modify70.011.093801.081811.09641
242016.01.29 06:00close70.011.093151.081811.09641-108.89300064.87
252016.02.05 05:00buy80.011.119250.000000.00000
262016.02.05 05:00modify80.011.119251.107261.12186
272016.02.05 08:45close80.011.120101.107261.12186126.64300191.51
282016.02.09 09:00buy90.011.119500.000000.00000
292016.02.09 09:00modify90.011.119501.107521.12212
302016.02.09 09:06modify90.011.119501.119601.12212
312016.02.09 09:19s/l90.011.119601.119601.1221214.90300206.41
322016.02.09 20:45buy100.011.129220.000000.00000
332016.02.09 20:45modify100.011.129221.117201.13180
342016.02.10 02:45close100.011.129611.117201.1318046.06300252.47
352016.02.15 20:00sell110.011.115610.000000.00000
362016.02.15 20:00modify110.011.115611.127631.11303
372016.02.15 22:01modify110.011.115611.115511.11303
382016.02.15 23:01s/l110.011.115541.115511.1130310.43300262.90
392016.02.29 21:45sell120.011.088350.000000.00000
402016.02.29 21:45modify120.011.088351.100341.08574
412016.02.29 23:27modify120.011.088351.088251.08574
422016.03.01 00:00close120.011.087291.088251.08574160.66300423.55
432016.03.01 15:00sell130.011.087860.000000.00000
442016.03.01 15:00modify130.011.087861.099861.08526
452016.03.01 16:24modify130.011.087861.087761.08526
462016.03.01 16:30close130.011.086321.087761.08526229.49300653.04
472016.03.02 19:15sell140.011.084740.000000.00000
482016.03.02 19:15modify140.011.084741.096731.08213
492016.03.02 23:45close140.011.086451.096731.08213-254.82300398.22
502016.03.04 10:30buy150.011.093580.000000.00000
512016.03.04 10:30modify150.011.093581.081591.09619
522016.03.04 11:21modify150.011.093581.093681.09619
532016.03.04 11:23t/p150.011.096191.093681.09619388.87300787.09
542016.03.10 22:30buy160.011.117760.000000.00000
552016.03.10 22:30modify160.011.117761.105771.12037
562016.03.11 02:55modify160.011.117761.117861.12037
572016.03.11 03:13close160.011.119951.117861.12037314.25301101.34
582016.03.11 06:00buy170.011.116710.000000.00000
592016.03.11 06:00modify170.011.116711.104701.11930
602016.03.11 08:00close170.011.117621.104701.11930135.58301236.92
612016.03.11 09:30buy180.011.115480.000000.00000
622016.03.11 09:30modify180.011.115481.103491.11809
632016.03.11 09:32modify180.011.115481.115581.11809
642016.03.11 09:34s/l180.011.115551.115581.1180910.43301247.35
652016.03.11 09:37buy190.011.115160.000000.00000
662016.03.11 09:37modify190.011.115161.103181.11778
672016.03.11 15:45close190.011.111911.103181.11778-484.23300763.12
682016.03.14 23:15sell200.011.109980.000000.00000
692016.03.14 23:15modify200.011.109981.121971.10737
702016.03.15 02:15close200.011.110071.121971.10737-10.71300752.41
712016.03.18 07:30buy210.011.131200.000000.00000
722016.03.18 07:30modify210.011.131201.119201.13380
732016.03.18 15:15close210.011.128601.119201.13380-387.38300365.03
742016.04.29 11:00buy220.011.137890.000000.00000
752016.04.29 11:00modify220.011.137891.125901.14050
762016.04.29 13:07modify220.011.137891.137991.14050
772016.04.29 13:12close220.011.139381.137991.14050221.99300587.02
782016.05.03 13:30buy230.011.158420.000000.00000
792016.05.03 13:30modify230.011.158421.146431.16103
802016.05.03 20:15close230.011.153491.146431.16103-734.53299852.49
812016.06.07 14:15buy240.011.135680.000000.00000
822016.06.07 14:15modify240.011.135681.123701.13830
832016.06.07 16:30close240.011.136671.123701.13830147.51300000.00
842016.06.08 22:45buy250.011.139270.000000.00000
852016.06.08 22:45modify250.011.139271.127271.14187
862016.06.09 01:15close250.011.140381.127271.14187129.22300129.21
872016.06.09 21:45sell260.011.133150.000000.00000
882016.06.09 21:45modify260.011.133151.145151.13055
892016.06.09 23:00modify260.011.133151.133051.13055
902016.06.09 23:15close260.011.131541.133051.13055239.92300369.13
912016.06.14 20:15sell270.011.121800.000000.00000
922016.06.14 20:15modify270.011.121801.133781.11918
932016.06.14 20:50modify270.011.121801.121701.11918
942016.06.14 21:45close270.011.120471.121701.11918198.19300567.32
952016.06.20 09:00buy280.011.135100.000000.00000
962016.06.20 09:00modify280.011.135101.123131.13773
972016.06.20 15:30close280.011.134621.123131.13773-71.52300495.80
982016.06.23 17:00buy290.011.138030.000000.00000
992016.06.23 17:00modify290.011.138031.126071.14067
1002016.06.23 23:25modify290.011.138031.138131.14067
1012016.06.23 23:27close290.011.139501.138131.14067219.01300714.81
1022016.06.24 10:45sell300.011.114910.000000.00000
1032016.06.24 10:45modify300.011.114911.126931.11233
1042016.06.24 10:46modify300.011.114911.114811.11233
1052016.06.24 10:47s/l300.011.114811.114811.1123314.90300729.71
1062016.06.24 10:48sell310.011.115920.000000.00000
1072016.06.24 10:48modify310.011.115921.127911.11331
1082016.06.24 10:53modify310.011.115921.115821.11331
1092016.06.24 10:54close310.011.114381.115821.11331229.48300959.19
1102016.06.24 10:56sell320.011.116100.000000.00000
1112016.06.24 10:56modify320.011.116101.128101.11350
1122016.06.24 11:01modify320.011.116101.116001.11350
1132016.06.24 11:05s/l320.011.116041.116001.113508.94300968.13
1142016.06.24 11:06sell330.011.116300.000000.00000
1152016.06.24 11:06modify330.011.116301.128291.11369
1162016.06.24 11:08modify330.011.116301.116201.11369
1172016.06.24 11:10close330.011.114521.116201.11369265.25301233.38
1182016.06.24 11:15sell340.011.113550.000000.00000
1192016.06.24 11:15modify340.011.113551.125551.11095
1202016.06.24 11:21modify340.011.113551.113451.11095
1212016.06.24 11:24s/l340.011.113451.113451.1109514.90301248.28
1222016.06.24 11:28sell350.011.113940.000000.00000
1232016.06.24 11:28modify350.011.113941.125961.11136
1242016.06.24 12:00modify350.011.113941.113841.11136
1252016.06.24 12:01t/p350.011.111351.113841.11136385.95301634.23
1262016.06.24 17:45sell360.011.111390.000000.00000
1272016.06.24 17:45modify360.011.111391.123391.10879
1282016.06.24 18:18modify360.011.111391.111291.10879
1292016.06.24 18:21close360.011.109951.111291.10879214.58301848.81
1302016.06.27 07:00sell370.011.102860.000000.00000
1312016.06.27 07:00modify370.011.102861.114861.10026
1322016.06.27 07:30modify370.011.102861.102761.10026
1332016.06.27 07:36t/p370.011.100241.102761.10026390.43302239.24
1342016.06.27 09:00sell380.011.103920.000000.00000
1352016.06.27 09:00modify380.011.103921.115901.10130
1362016.06.27 09:02modify380.011.103921.103821.10130
1372016.06.27 09:19s/l380.011.103821.103821.1013014.90302254.14
1382016.06.27 09:45sell390.011.104840.000000.00000
1392016.06.27 09:45modify390.011.104841.116871.10227
1402016.06.27 09:54modify390.011.104841.104741.10227
1412016.06.27 09:56s/l390.011.104741.104741.1022714.90302269.04
1422016.06.27 10:15sell400.011.104760.000000.00000
1432016.06.27 10:15modify400.011.104761.116721.10212
1442016.06.27 11:41modify400.011.104761.104661.10212
1452016.06.27 11:51s/l400.011.104661.104661.1021214.91302283.95
1462016.07.12 13:45buy410.011.110140.000000.00000
1472016.07.12 13:45modify410.011.110141.098151.11275
1482016.07.12 20:00close410.011.109131.098151.11275-150.48302133.47
1492016.07.28 13:45buy420.011.108620.000000.00000
1502016.07.28 13:45modify420.011.108621.096611.11121
1512016.07.28 15:30close420.011.109351.096611.11121108.77302242.24
1522016.07.29 19:45buy430.011.115830.000000.00000
1532016.07.29 19:45modify430.011.115831.103841.11844
1542016.07.29 20:00close430.011.115691.103841.11844-20.86302221.38
1552016.08.16 16:30buy440.011.125240.000000.00000
1562016.08.16 16:30modify440.011.125241.113211.12781
1572016.08.16 16:45modify440.011.125241.125341.12781
1582016.08.16 17:01close440.011.127011.125341.12781263.70302485.08
1592016.09.22 19:30buy450.011.122360.000000.00000
1602016.09.22 19:30modify450.011.122361.110381.12498
1612016.09.23 00:15close450.011.120711.110381.12498-257.88302227.20
1622016.11.01 22:45buy460.011.105210.000000.00000
1632016.11.01 22:45modify460.011.105211.093221.10782
1642016.11.02 05:00close460.011.105951.093221.1078298.20302325.39
1652016.11.02 20:45buy470.011.110190.000000.00000
1662016.11.02 20:45modify470.011.110191.098171.11277
1672016.11.02 21:08modify470.011.110191.110291.11277
1682016.11.02 21:11s/l470.011.110281.110291.1127713.41302338.80
1692016.11.02 21:30buy480.011.109940.000000.00000
1702016.11.02 21:30modify480.011.109941.097961.11256
1712016.11.03 00:30close480.011.109671.097961.11256-76.39302262.41
1722016.11.03 08:15buy490.011.111190.000000.00000
1732016.11.03 08:15modify490.011.111191.099181.11378
1742016.11.03 10:05modify490.011.111191.111291.11378
1752016.11.03 10:45close490.011.112321.111291.11378168.36302430.77
1762016.11.10 02:30sell500.011.093190.000000.00000
1772016.11.10 02:30modify500.011.093191.105201.09060
1782016.11.10 03:02modify500.011.093191.093091.09060
1792016.11.10 03:15close500.011.091691.093091.09060223.51302654.28
1802016.11.10 04:00sell510.011.093450.000000.00000
1812016.11.10 04:00modify510.011.093451.105431.09083
1822016.11.10 06:15close510.011.092601.105431.09083126.65302780.93
1832016.11.14 20:30sell520.011.075820.000000.00000
1842016.11.14 20:30modify520.011.075821.087841.07324
1852016.11.14 20:39modify520.011.075821.075721.07324
1862016.11.14 20:54close520.011.073981.075721.07324274.17303055.10
1872016.11.15 01:00sell530.011.074420.000000.00000
1882016.11.15 01:00modify530.011.074421.086401.07180
1892016.11.15 05:00close530.011.074941.086401.07180-77.48302977.62
1902016.11.28 13:00buy540.011.063210.000000.00000
1912016.11.28 13:00modify540.011.063211.051181.06578
1922016.11.28 17:15close540.011.059051.051181.06578-619.76302357.86
1932016.12.05 07:45sell550.011.056640.000000.00000
1942016.12.05 07:45modify550.011.056641.068611.05401
1952016.12.05 13:17s/l550.011.068731.068611.05401-1801.47300556.39
1962016.12.05 23:30buy560.011.076140.000000.00000
1972016.12.05 23:30modify560.011.076141.064141.07874
1982016.12.06 03:45close560.011.076131.064141.07874-13.54300542.85
1992016.12.06 13:45buy570.011.074350.000000.00000
2002016.12.06 13:45modify570.011.074351.062371.07697
2012016.12.06 17:30close570.011.074711.062371.0769753.63300596.48
2022016.12.08 08:15buy580.011.076760.000000.00000
2032016.12.08 08:15modify580.011.076761.064771.07937
2042016.12.08 10:30close580.011.077571.064771.07937120.68300717.16
2052016.12.09 01:15sell590.011.061740.000000.00000
2062016.12.09 01:15modify590.011.061741.073741.05914
2072016.12.09 03:45close590.011.061141.073741.0591489.40300806.56
2082016.12.15 21:00sell600.011.042170.000000.00000
2092016.12.15 21:00modify600.011.042171.054161.03956
2102016.12.15 22:12modify600.011.042171.042071.03956
2112016.12.15 22:37s/l600.011.042071.042071.0395614.90300821.46
2122016.12.16 03:00sell610.011.042360.000000.00000
2132016.12.16 03:00modify610.011.042361.054361.03976
2142016.12.16 07:30close610.011.042581.054361.03976-32.78300788.68
2152016.12.28 21:15sell620.011.040130.000000.00000
2162016.12.28 21:15modify620.011.040131.052121.03752
2172016.12.29 10:00close620.011.045181.052121.03752-744.38300044.30
2182016.12.30 04:30buy630.011.053860.000000.00000
2192016.12.30 04:30modify630.011.053861.041831.05643
2202016.12.30 08:00close630.011.053651.041831.05643-31.29300013.01
2212016.12.30 19:30buy640.011.053840.000000.00000
2222016.12.30 19:30modify640.011.053841.041841.05644
2232016.12.30 20:00close640.011.054671.041841.05644123.65300136.66
2242017.01.03 16:30sell650.011.039520.000000.00000
2252017.01.03 16:30modify650.011.039521.051511.03691
2262017.01.03 17:01modify650.011.039521.039421.03691
2272017.01.03 17:03close650.011.037441.039421.03691309.93300446.59
2282017.01.05 21:15buy660.011.058800.000000.00000
2292017.01.05 21:15modify660.011.058801.046811.06141
2302017.01.05 21:30modify660.011.058801.058901.06141
2312017.01.05 22:22s/l660.011.058901.058901.0614114.90300461.49
2322017.01.06 03:00buy670.011.059060.000000.00000
2332017.01.06 03:00modify670.011.059061.047051.06165
2342017.01.06 09:30close670.011.058681.047051.06165-56.61300404.88
2352017.01.12 12:15buy680.011.062770.000000.00000
2362017.01.12 12:15modify680.011.062771.050741.06534
2372017.01.12 13:00modify680.011.062771.062871.06534
2382017.01.12 13:08close680.011.064261.062871.06534221.98300626.86
2392017.01.12 16:15buy690.011.064120.000000.00000
2402017.01.12 16:15modify690.011.064121.052131.06673
2412017.01.12 16:51modify690.011.064121.064221.06673
2422017.01.12 17:01t/p690.011.066741.064221.06673390.33301017.19
2432017.01.18 04:30buy700.011.068870.000000.00000
2442017.01.18 04:30modify700.011.068871.056881.07148
2452017.01.18 05:42modify700.011.068871.068971.07148
2462017.01.18 07:18s/l700.011.068971.068971.0714814.90301032.09
2472017.01.23 10:30buy710.011.073500.000000.00000
2482017.01.23 10:30modify710.011.073501.061491.07609
2492017.01.23 14:45close710.011.074231.061491.07609108.76301140.85
2502017.01.30 17:00sell720.011.065920.000000.00000
2512017.01.30 17:00modify720.011.065921.077931.06333
2522017.01.31 03:15close720.011.069731.077931.06333-565.00300575.85
2532017.02.07 14:30sell730.011.067870.000000.00000
2542017.02.07 14:30modify730.011.067871.079881.06528
2552017.02.07 15:26modify730.011.067871.067771.06528
2562017.02.07 15:30close730.011.066661.067771.06528180.29300756.14
2572017.02.07 19:15sell740.011.069560.000000.00000
2582017.02.07 19:15modify740.011.069561.081511.06691
2592017.02.07 22:45close740.011.068851.081511.06691105.79300861.93
2602017.02.22 15:00sell750.011.051390.000000.00000
2612017.02.22 15:00modify750.011.051391.063381.04878
2622017.02.22 17:28modify750.011.051391.051291.04878
2632017.02.22 17:30close750.011.050241.051291.04878171.35301033.28
2642017.03.01 17:15sell760.011.054490.000000.00000
2652017.03.01 17:15modify760.011.054491.066521.05192
2662017.03.01 21:15close760.011.055791.066521.05192-193.71300839.57
2672017.03.09 23:00buy770.011.058240.000000.00000
2682017.03.09 23:00modify770.011.058241.046261.06086
2692017.03.10 02:15close770.011.058691.046261.0608654.99300894.55
2702017.03.29 20:30sell780.011.076310.000000.00000
2712017.03.29 20:30modify780.011.076311.088291.07369
2722017.03.29 21:24modify780.011.076311.076211.07369
2732017.03.29 22:03s/l780.011.076211.076211.0736914.90300909.45
2742017.04.20 14:30buy790.011.074240.000000.00000
2752017.04.20 14:30modify790.011.074241.062261.07686
2762017.04.20 16:11modify790.011.074241.074341.07686
2772017.04.20 16:15close790.011.075601.074341.07686202.61301112.06
2782017.04.24 09:45buy800.011.083420.000000.00000
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