Strategy Tester Report
Ichimoku TT EURUSD
XMTrading-Demo 5 (Build 1420)

通貨ペアEURUSD (Euro vs US Dollar)
期間5分足(M5) 2023.01.02 00:00 - 2023.12.15 23:55 (2023.01.01 - 2024.04.01)
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)
パラメーターLots=0.01; MaximumLossPercent=0;
テストバー数72021モデルティック数26542799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100000.00スプレッド変動
純益112595.63総利益382053.35総損失-269457.72
プロフィットファクタ1.42期待利得10.54
絶対ドローダウン5000.07最大ドローダウン32664.31 (20.21%)相対ドローダウン21.58% (31631.65)
総取引数10686売りポジション(勝率%)5358 (69.63%)買いポジション(勝率%)5328 (68.92%)
勝率(%)7403 (69.28%)負率 (%)3283 (30.72%)
最大勝トレード3859.43敗トレード-2142.38
平均勝トレード51.61敗トレード-82.08
最大連勝(金額)21 (281.95)連敗(金額)12 (-8832.69)
最大連勝(トレード数)8741.23 (4)連敗(トレード数)-8832.69 (12)
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
12023.01.02 01:25sell10.011.069500.000000.00000
22023.01.02 01:30close10.011.069430.000000.0000011.03100011.03
32023.01.02 02:00sell20.011.070070.000000.00000
42023.01.02 02:17close20.011.069740.000000.0000051.98100063.01
52023.01.02 03:30buy30.011.070490.000000.00000
62023.01.02 03:45buy40.021.070320.000000.00000
72023.01.02 03:55buy50.031.069910.000000.00000
82023.01.02 04:00buy60.041.069640.000000.00000
92023.01.02 04:05buy70.051.069540.000000.00000
102023.01.02 04:05buy80.061.069430.000000.00000
112023.01.02 04:10buy90.071.069160.000000.00000
122023.01.02 04:10buy100.081.069050.000000.00000
132023.01.02 04:10buy110.091.068870.000000.00000
142023.01.02 04:55sell120.011.069050.000000.00000
152023.01.02 05:42close120.011.070350.000000.00000-204.7699858.25
162023.01.02 05:42close110.091.070160.000000.000001828.36101686.61
172023.01.02 05:42close100.081.070160.000000.000001398.44103085.05
182023.01.02 05:42close90.071.070160.000000.000001102.37104187.42
192023.01.02 05:42close80.061.070160.000000.00000689.77104877.19
202023.01.02 05:42close70.051.070160.000000.00000488.20105365.39
212023.01.02 05:42close60.041.070160.000000.00000327.56105692.95
222023.01.02 05:42close50.031.070160.000000.00000118.11105811.06
232023.01.02 05:42close40.021.070160.000000.00000-50.40105760.66
242023.01.02 05:42close30.011.070160.000000.00000-51.97105708.69
252023.01.02 05:45sell130.011.069020.000000.00000
262023.01.02 06:05sell140.021.069790.000000.00000
272023.01.02 06:10sell150.031.069930.000000.00000
282023.01.02 06:15sell160.041.070050.000000.00000
292023.01.02 06:45buy170.011.070110.000000.00000
302023.01.02 07:08close170.011.069690.000000.00000-66.14105642.55
312023.01.02 07:08close160.041.069810.000000.00000151.20105793.75
322023.01.02 07:08close150.031.069810.000000.0000056.70105850.45
332023.01.02 07:08close140.021.069810.000000.00000-6.30105844.15
342023.01.02 07:08close130.011.069810.000000.00000-124.42105719.73
352023.01.02 08:45sell180.011.069390.000000.00000
362023.01.02 08:55close180.011.069310.000000.0000012.60105732.33
372023.01.02 10:35sell190.011.068450.000000.00000
382023.01.02 10:36close190.011.068350.000000.0000015.75105748.08
392023.01.02 10:40sell200.011.068700.000000.00000
402023.01.02 10:43close200.011.068570.000000.0000020.47105768.55
412023.01.02 10:50sell210.011.068820.000000.00000
422023.01.02 10:53close210.011.068750.000000.0000011.02105779.57
432023.01.02 11:05sell220.011.069070.000000.00000
442023.01.02 11:06close220.011.069000.000000.0000011.02105790.59
452023.01.02 14:00buy230.011.068530.000000.00000
462023.01.02 14:02close230.011.068630.000000.0000015.75105806.34
472023.01.02 14:10buy240.011.068590.000000.00000
482023.01.02 14:20buy250.021.068480.000000.00000
492023.01.02 14:25buy260.031.068380.000000.00000
502023.01.02 14:30close260.031.068490.000000.0000051.97105858.31
512023.01.02 14:30close250.021.068490.000000.000003.15105861.46
522023.01.02 14:30close240.011.068490.000000.00000-15.75105845.71
532023.01.02 16:30sell270.011.068160.000000.00000
542023.01.02 16:30close270.011.068090.000000.0000011.02105856.73
552023.01.02 18:15sell280.011.066870.000000.00000
562023.01.02 18:15close280.011.066780.000000.0000014.18105870.91
572023.01.02 18:15sell290.011.066720.000000.00000
582023.01.02 18:15close290.011.066650.000000.0000011.02105881.93
592023.01.02 19:00sell300.011.065450.000000.00000
602023.01.02 19:05sell310.021.066080.000000.00000
612023.01.02 20:08close310.021.065800.000000.0000088.20105970.13
622023.01.02 20:08close300.011.065800.000000.00000-55.13105915.00
632023.01.02 21:50sell320.011.065360.000000.00000
642023.01.02 22:00sell330.021.065600.000000.00000
652023.01.02 22:10sell340.031.065700.000000.00000
662023.01.02 22:10sell350.041.066000.000000.00000
672023.01.02 22:35sell360.051.066220.000000.00000
682023.01.02 22:35sell370.061.066320.000000.00000
692023.01.02 22:40sell380.071.066830.000000.00000
702023.01.02 22:40sell390.081.066930.000000.00000
712023.01.02 22:45close390.081.066310.000000.00000781.23106696.23
722023.01.02 22:45close380.071.066310.000000.00000573.31107269.54
732023.01.02 22:45close370.061.066310.000000.000009.45107278.99
742023.01.02 22:45close360.051.066310.000000.00000-70.87107208.12
752023.01.02 22:45close350.041.066310.000000.00000-195.31107012.81
762023.01.02 22:45close340.031.066310.000000.00000-288.23106724.58
772023.01.02 22:45close330.021.066310.000000.00000-223.65106500.93
782023.01.02 22:45close320.011.066310.000000.00000-149.63106351.30
792023.01.03 00:45buy400.011.066560.000000.00000
802023.01.03 01:00close400.011.066650.000000.0000014.17106365.47
812023.01.03 01:00buy410.011.067050.000000.00000
822023.01.03 01:00buy420.021.066950.000000.00000
832023.01.03 01:00close420.021.067010.000000.0000018.89106384.36
842023.01.03 01:00close410.011.067010.000000.00000-6.30106378.06
852023.01.03 01:00buy430.011.067110.000000.00000
862023.01.03 01:00close430.011.067240.000000.0000020.47106398.53
872023.01.03 02:25buy440.011.067010.000000.00000
882023.01.03 02:30buy450.021.066890.000000.00000
892023.01.03 02:30close450.021.066970.000000.0000025.20106423.73
902023.01.03 02:30close440.011.066970.000000.00000-6.30106417.43
912023.01.03 03:05buy460.011.066550.000000.00000
922023.01.03 03:05buy470.021.066450.000000.00000
932023.01.03 03:08close470.021.066520.000000.0000022.05106439.48
942023.01.03 03:08close460.011.066520.000000.00000-4.73106434.75
952023.01.03 03:10buy480.011.066720.000000.00000
962023.01.03 03:11close480.011.066790.000000.0000011.02106445.77
972023.01.03 04:00sell490.011.065970.000000.00000
982023.01.03 04:00close490.011.065900.000000.0000011.02106456.79
992023.01.03 04:05sell500.011.066240.000000.00000
1002023.01.03 04:06close500.011.066170.000000.0000011.02106467.81
1012023.01.03 04:10sell510.011.065950.000000.00000
1022023.01.03 04:15sell520.021.066110.000000.00000
1032023.01.03 04:15close520.021.066030.000000.0000025.20106493.01
1042023.01.03 04:15close510.011.066030.000000.00000-12.61106480.40
1052023.01.03 04:25sell530.011.066300.000000.00000
1062023.01.03 04:30sell540.021.066610.000000.00000
1072023.01.03 04:35sell550.031.066820.000000.00000
1082023.01.03 04:40sell560.041.066970.000000.00000
1092023.01.03 04:45sell570.051.067340.000000.00000
1102023.01.03 04:50sell580.061.067460.000000.00000
1112023.01.03 05:00sell590.071.067630.000000.00000
1122023.01.03 05:15close590.071.067220.000000.00000452.04106932.44
1132023.01.03 05:15close580.061.067220.000000.00000226.80107159.24
1142023.01.03 05:15close570.051.067220.000000.0000094.50107253.74
1152023.01.03 05:15close560.041.067220.000000.00000-157.50107096.24
1162023.01.03 05:15close550.031.067220.000000.00000-189.01106907.23
1172023.01.03 05:15close540.021.067220.000000.00000-192.15106715.08
1182023.01.03 05:15close530.011.067220.000000.00000-144.91106570.17
1192023.01.03 05:20buy600.011.067180.000000.00000
1202023.01.03 05:22close600.011.067260.000000.0000012.60106582.77
1212023.01.03 06:00buy610.011.067280.000000.00000
1222023.01.03 06:05close610.011.067350.000000.0000011.02106593.79
1232023.01.03 06:50buy620.011.067580.000000.00000
1242023.01.03 06:55buy630.021.067250.000000.00000
1252023.01.03 06:55buy640.031.067150.000000.00000
1262023.01.03 07:00buy650.041.066740.000000.00000
1272023.01.03 07:07close650.041.067060.000000.00000201.58106795.37
1282023.01.03 07:07close640.031.067060.000000.00000-42.52106752.85
1292023.01.03 07:07close630.021.067060.000000.00000-59.84106693.01
1302023.01.03 07:07close620.011.067060.000000.00000-81.89106611.12
1312023.01.03 08:00sell660.011.066330.000000.00000
1322023.01.03 08:05sell670.021.066490.000000.00000
1332023.01.03 08:05close670.021.066410.000000.0000025.20106636.32
1342023.01.03 08:05close660.011.066410.000000.00000-12.60106623.72
1352023.01.03 09:35sell680.011.065610.000000.00000
1362023.01.03 09:38close680.011.065530.000000.0000012.60106636.32
1372023.01.03 11:35sell690.011.055060.000000.00000
1382023.01.03 11:36close690.011.054990.000000.0000011.03106647.35
1392023.01.03 11:40sell700.011.055570.000000.00000
1402023.01.03 11:40close700.011.055500.000000.0000011.02106658.37
1412023.01.03 11:45sell710.011.055400.000000.00000
1422023.01.03 11:45close710.011.055330.000000.0000011.03106669.40
1432023.01.03 13:40sell720.011.053380.000000.00000
1442023.01.03 13:43close720.011.053300.000000.0000012.60106682.00
1452023.01.03 13:45sell730.011.053170.000000.00000
1462023.01.03 13:50sell740.021.053300.000000.00000
1472023.01.03 13:50close740.021.053230.000000.0000022.05106704.05
1482023.01.03 13:50close730.011.053230.000000.00000-9.45106694.60
1492023.01.03 14:20sell750.011.053320.000000.00000
1502023.01.03 14:30sell760.021.053980.000000.00000
1512023.01.03 14:40sell770.031.054230.000000.00000
1522023.01.03 14:45sell780.041.054650.000000.00000
1532023.01.03 14:46close780.041.054250.000000.00000252.00106946.60
1542023.01.03 14:46close770.031.054250.000000.00000-9.45106937.15
1552023.01.03 14:46close760.021.054250.000000.00000-85.05106852.10
1562023.01.03 14:46close750.011.054250.000000.00000-146.48106705.62
1572023.01.03 17:05buy790.011.057280.000000.00000
1582023.01.03 17:05close790.011.057380.000000.0000015.75106721.37
1592023.01.03 17:15buy800.011.057050.000000.00000
1602023.01.03 17:15close800.011.057130.000000.0000012.60106733.97
1612023.01.03 17:35buy810.011.056530.000000.00000
1622023.01.03 17:35close810.011.056610.000000.0000012.60106746.57
1632023.01.03 17:55buy820.011.056180.000000.00000
1642023.01.03 17:55close820.011.056250.000000.0000011.02106757.59
1652023.01.03 18:00buy830.011.055580.000000.00000
1662023.01.03 18:00close830.011.055650.000000.0000011.02106768.61
1672023.01.03 18:05buy840.011.055280.000000.00000
1682023.01.03 18:10buy850.021.054570.000000.00000
1692023.01.03 18:10buy860.031.054460.000000.00000
1702023.01.03 18:12close860.031.054660.000000.0000094.49106863.10
1712023.01.03 18:12close850.021.054660.000000.0000028.34106891.44
1722023.01.03 18:12close840.011.054660.000000.00000-97.63106793.81
1732023.01.03 19:00sell870.011.055790.000000.00000
1742023.01.03 19:00close870.011.055710.000000.0000012.60106806.41
1752023.01.03 19:05sell880.011.055820.000000.00000
1762023.01.03 19:07close880.011.055720.000000.0000015.75106822.16
1772023.01.03 19:10sell890.011.055420.000000.00000
1782023.01.03 19:15sell900.021.055610.000000.00000
1792023.01.03 19:22close900.021.055520.000000.0000028.35106850.51
1802023.01.03 19:22close890.011.055520.000000.00000-15.75106834.76
1812023.01.03 20:15sell910.011.054720.000000.00000
1822023.01.03 20:18close910.011.054650.000000.0000011.02106845.78
1832023.01.03 20:30sell920.011.055620.000000.00000
1842023.01.03 20:30close920.011.055550.000000.0000011.03106856.81
1852023.01.03 20:40sell930.011.055410.000000.00000
1862023.01.03 20:45sell940.021.055990.000000.00000
1872023.01.03 20:46close940.021.055760.000000.0000072.45106929.26
1882023.01.03 20:46close930.011.055760.000000.00000-55.13106874.13
1892023.01.04 00:30sell950.011.054690.000000.00000
1902023.01.04 01:05sell960.021.055180.000000.00000
1912023.01.04 01:10sell970.031.055320.000000.00000
1922023.01.04 01:13close970.031.055150.000000.0000080.33106954.46
1932023.01.04 01:13close960.021.055150.000000.000009.45106963.91
1942023.01.04 01:13close950.011.055150.000000.00000-72.45106891.46
1952023.01.04 01:55sell980.011.054680.000000.00000
1962023.01.04 01:57close980.011.054610.000000.0000011.02106902.48
1972023.01.04 02:05sell990.011.055180.000000.00000
1982023.01.04 02:10sell1000.021.055510.000000.00000
1992023.01.04 02:20sell1010.031.055610.000000.00000
2002023.01.04 02:35sell1020.041.055740.000000.00000
2012023.01.04 02:45sell1030.051.055840.000000.00000
2022023.01.04 02:50sell1040.061.056010.000000.00000
2032023.01.04 03:00close1040.061.055770.000000.00000226.81107129.29
2042023.01.04 03:00close1030.051.055770.000000.0000055.13107184.42
2052023.01.04 03:00close1020.041.055770.000000.00000-18.91107165.51
2062023.01.04 03:00close1010.031.055770.000000.00000-75.60107089.91
2072023.01.04 03:00close1000.021.055770.000000.00000-81.90107008.01
2082023.01.04 03:00close990.011.055770.000000.00000-92.92106915.09
2092023.01.04 04:25buy1050.011.056620.000000.00000
2102023.01.04 04:28close1050.011.056690.000000.0000011.02106926.11
2112023.01.04 04:45buy1060.011.056510.000000.00000
2122023.01.04 04:48close1060.011.056590.000000.0000012.60106938.71
2132023.01.04 04:55buy1070.011.056380.000000.00000
2142023.01.04 04:59close1070.011.056450.000000.0000011.03106949.74
2152023.01.04 06:00buy1080.011.056920.000000.00000
2162023.01.04 06:05buy1090.021.056820.000000.00000
2172023.01.04 06:07close1090.021.056880.000000.0000018.89106968.63
2182023.01.04 06:07close1080.011.056880.000000.00000-6.30106962.33
2192023.01.04 06:25buy1100.011.056740.000000.00000
2202023.01.04 06:44close1100.011.056810.000000.0000011.02106973.35
2212023.01.04 07:30buy1110.011.056890.000000.00000
2222023.01.04 07:35buy1120.021.056750.000000.00000
2232023.01.04 07:38close1120.021.056830.000000.0000025.20106998.55
2242023.01.04 07:38close1110.011.056830.000000.00000-9.45106989.10
2252023.01.04 07:45buy1130.011.056880.000000.00000
2262023.01.04 07:49close1130.011.056950.000000.0000011.03107000.13
2272023.01.04 10:50buy1140.011.061180.000000.00000
2282023.01.04 10:50close1140.011.061250.000000.0000011.02107011.15
2292023.01.04 10:50buy1150.011.061310.000000.00000
2302023.01.04 10:50close1150.011.061450.000000.0000022.05107033.20
2312023.01.04 10:50buy1160.011.061510.000000.00000
2322023.01.04 10:50close1160.011.061600.000000.0000014.17107047.37
2332023.01.04 11:05buy1170.011.061370.000000.00000
2342023.01.04 11:05close1170.011.061480.000000.0000017.32107064.69
2352023.01.04 11:10buy1180.011.060720.000000.00000
2362023.01.04 11:10close1180.011.060790.000000.0000011.02107075.71
2372023.01.04 11:15buy1190.011.061040.000000.00000
2382023.01.04 11:15close1190.011.061160.000000.0000018.90107094.61
2392023.01.04 11:50buy1200.011.061910.000000.00000
2402023.01.04 11:50close1200.011.062000.000000.0000014.17107108.78
2412023.01.04 12:05buy1210.011.061200.000000.00000
2422023.01.04 12:10close1210.011.061270.000000.0000011.02107119.80
2432023.01.04 13:25buy1220.011.061790.000000.00000
2442023.01.04 13:30buy1230.021.061150.000000.00000
2452023.01.04 13:35buy1240.031.060870.000000.00000
2462023.01.04 13:36close1240.031.061130.000000.00000122.83107242.63
2472023.01.04 13:36close1230.021.061130.000000.00000-6.30107236.33
2482023.01.04 13:36close1220.011.061130.000000.00000-103.94107132.39
2492023.01.04 17:50sell1250.011.059950.000000.00000
2502023.01.04 17:50close1250.011.059870.000000.0000012.60107144.99
2512023.01.04 18:25sell1260.011.060540.000000.00000
2522023.01.04 18:25close1260.011.060470.000000.0000011.02107156.01
2532023.01.04 19:20buy1270.011.061140.000000.00000
2542023.01.04 19:20close1270.011.061210.000000.0000011.02107167.03
2552023.01.04 19:25buy1280.011.060960.000000.00000
2562023.01.04 19:25buy1290.021.060860.000000.00000
2572023.01.04 19:25close1290.021.060920.000000.0000018.89107185.92
2582023.01.04 19:25close1280.011.060920.000000.00000-6.30107179.62
2592023.01.04 19:30buy1300.011.060980.000000.00000
2602023.01.04 19:32close1300.011.061050.000000.0000011.02107190.64
2612023.01.04 20:00buy1310.011.060740.000000.00000
2622023.01.04 20:00close1310.011.060810.000000.0000011.02107201.66
2632023.01.04 21:20sell1320.011.060460.000000.00000
2642023.01.04 21:20close1320.011.060390.000000.0000011.02107212.68
2652023.01.04 23:00sell1330.011.060350.000000.00000
2662023.01.04 23:00close1330.011.060270.000000.0000012.60107225.28
2672023.01.05 01:15buy1340.011.060560.000000.00000
2682023.01.05 01:27close1340.011.060650.000000.0000014.17107239.45
2692023.01.05 02:05buy1350.011.061000.000000.00000
2702023.01.05 02:13close1350.011.061100.000000.0000015.75107255.20
2712023.01.05 03:25buy1360.011.062480.000000.00000
2722023.01.05 03:27close1360.011.062550.000000.0000011.02107266.22
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