Strategy Tester Report
FX-Dojo
XMTrading-Real 45 (Build 1420)

通貨ペアUSDJPY (US Dollar vs Japanese Yen)
期間1時間足(H1) 2014.01.02 09:00 - 2023.12.31 23:00 (2014.01.01 - 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Magic1=8191601; Lots=0.1; StopLoss=70; TakeProfit=70; Slippage=10; comment=""; isMoneyManagement=true; MoneyManagementRisk=0.1; isMartingale=true; MartingaleCustom=0; MartingaleMult=4.5; MartingaleAdd=0; MartingaleLots=""; MartingaleMax=10;
テストバー数62910モデルティック数222555752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100000.00スプレッド25
純益7824196.73総利益12358954.49総損失-4534757.76
プロフィットファクタ2.73期待利得16266.52
絶対ドローダウン45429.11最大ドローダウン1062152.00 (18.26%)相対ドローダウン64.44% (336949.42)
総取引数481売りポジション(勝率%)228 (46.93%)買いポジション(勝率%)253 (52.57%)
勝率(%)240 (49.90%)負率 (%)241 (50.10%)
最大勝トレード709770.00敗トレード-494900.00
平均勝トレード51495.64敗トレード-18816.42
最大連勝(金額)9 (7078.16)連敗(金額)5 (-241087.46)
最大連勝(トレード数)715448.16 (2)連敗(トレード数)-637700.00 (4)
平均連勝2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
12014.01.06 13:00sell10.01104.547105.247103.847
22014.01.10 16:29s/l10.01105.247105.247103.847-906.5899093.42
32014.01.31 15:00sell20.01102.208102.908101.508
42014.02.03 18:01t/p20.01101.508102.908101.508665.5799758.99
52014.02.05 13:00sell30.01101.163101.863100.463
62014.02.06 18:03s/l30.01101.863101.863100.463-803.2998955.70
72014.02.11 09:00buy40.01102.373101.673103.073
82014.02.14 06:42s/l40.01101.673101.673103.073-651.1598304.55
92014.02.20 08:00sell50.03101.939102.639101.239
102014.02.21 17:03s/l50.03102.639102.639101.239-2203.2996101.26
112014.02.28 18:00buy60.13102.223101.523102.923
122014.03.03 01:00s/l60.13101.523101.523102.923-8972.9987128.27
132014.03.21 01:00buy70.51102.415101.715103.115
142014.03.31 11:48t/p70.51103.115101.715103.11539686.16126814.43
152014.04.01 04:00buy80.01103.236102.536103.936
162014.04.03 04:27t/p80.01103.936102.536103.936739.08127553.51
172014.04.10 01:00sell90.01101.981102.681101.281
182014.04.21 04:09s/l90.01102.681102.681101.281-1009.87126543.64
192014.04.23 01:00buy100.01102.609101.909103.309
202014.05.05 04:50s/l100.01101.909101.909103.309-582.76125960.88
212014.05.06 13:00sell110.04101.915102.615101.215
222014.05.19 12:37t/p110.04101.215102.615101.2151009.64126970.52
232014.05.20 19:00sell120.01101.256101.956100.556
242014.05.23 13:01s/l120.01101.956101.956100.556-872.15126098.37
252014.05.27 06:00buy130.01101.975101.275102.675
262014.06.04 06:08t/p130.01102.675101.275102.675778.16126876.53
272014.06.05 01:00buy140.01102.743102.043103.443
282014.06.11 12:19s/l140.01102.043102.043103.443-660.92126215.61
292014.06.16 07:00sell150.01101.755102.455101.055
302014.07.30 15:30s/l150.01102.455102.455101.055-2214.92124000.69
312014.08.01 00:00buy160.04102.802102.102103.502
322014.08.06 19:16s/l160.04102.102102.102103.502-2682.76121317.93
332014.08.07 22:00sell170.16102.036102.736101.336
342014.08.19 15:30s/l170.16102.736102.736101.336-16708.80104609.13
352014.08.22 03:00buy180.61103.867103.167104.567
362014.09.02 04:22t/p180.61104.567103.167104.56748063.73152672.86
372014.09.05 16:00sell190.01104.902105.602104.202
382014.09.08 18:35s/l190.01105.602105.602104.202-734.43151938.43
392014.09.16 19:00sell200.01106.933107.633106.233
402014.09.17 18:28s/l200.01107.633107.633106.233-734.43151204.00
412014.09.24 19:00buy210.04108.932108.232109.632
422014.09.29 08:06t/p210.04109.632108.232109.6322995.40154199.40
432014.09.30 13:00buy220.01109.671108.971110.371
442014.10.01 23:02s/l220.01108.971108.971110.371-690.23153509.17
452014.10.09 07:00sell230.01107.919108.619107.219
462014.10.13 03:25t/p230.01107.219108.619107.219631.14154140.31
472014.10.16 19:00sell240.01105.973106.673105.273
482014.10.17 16:55s/l240.01106.673106.673105.273-734.43153405.88
492014.10.29 21:00buy250.01108.120107.420108.820
502014.10.29 21:15t/p250.01108.820107.420108.820700.00154105.88
512014.10.29 21:15buy260.01108.845108.145109.545
522014.10.31 07:44t/p260.01109.545108.145109.545739.08154844.96
532014.11.06 23:00buy270.01115.181114.481115.881
542014.11.07 17:01s/l270.01114.481114.481115.881-690.23154154.73
552014.11.13 03:00buy280.01115.557114.857116.257
562014.11.14 07:45t/p280.01116.257114.857116.257709.77154864.50
572014.11.17 21:00buy290.01116.483115.783117.183
582014.11.19 02:11t/p290.01117.183115.783117.183719.54155584.04
592014.12.02 10:00buy300.01118.833118.133119.533
602014.12.03 16:29t/p300.01119.533118.133119.533709.77156293.81
612014.12.05 05:00buy310.01119.894119.194120.594
622014.12.05 13:39t/p310.01120.594119.194120.594700.00156993.81
632014.12.10 07:00sell320.01118.849119.549118.149
642014.12.10 20:59t/p320.01118.149119.549118.149700.00157693.81
652014.12.15 19:00sell330.01117.743118.443117.043
662014.12.16 10:28t/p330.01117.043118.443117.043665.57158359.38
672014.12.29 17:00buy340.01120.668119.968121.368
682014.12.30 09:42s/l340.01119.968119.968121.368-690.23157669.15
692014.12.30 10:00sell350.01119.782120.482119.082
702014.12.30 16:24t/p350.01119.082120.482119.082700.00158369.15
712015.01.05 08:00buy360.01120.420119.720121.120
722015.01.05 16:05s/l360.01119.720119.720121.120-700.00157669.15
732015.01.12 22:00sell370.01118.325119.025117.625
742015.01.13 20:53t/p370.01117.625119.025117.625665.57158334.72
752015.01.13 21:00sell380.01117.687118.387116.987
762015.01.14 08:16t/p380.01116.987118.387116.987665.57159000.29
772015.01.15 18:00sell390.01116.855117.555116.155
782015.01.16 00:00t/p390.01116.155117.555116.155665.57159665.86
792015.01.28 20:00sell400.01117.785118.485117.085
802015.01.29 19:21s/l400.01118.485118.485117.085-803.29158862.57
812015.01.30 11:00sell410.01117.677118.377116.977
822015.02.02 00:00t/p410.01116.977118.377116.977665.57159528.14
832015.02.03 03:00sell420.01117.224117.924116.524
842015.02.04 03:17s/l420.01117.924117.924116.524-734.43158793.71
852015.02.06 12:00sell430.01117.264117.964116.564
862015.02.06 15:32s/l430.01117.964117.964116.564-700.00158093.71
872015.02.10 13:00buy440.05118.979118.279119.679
882015.02.11 09:24t/p440.05119.679118.279119.6793548.85161642.56
892015.02.16 04:00sell450.01118.589119.289117.889
902015.02.17 20:13s/l450.01119.289119.289117.889-734.43160908.13
912015.02.18 22:00sell460.01118.745119.445118.045
922015.02.24 11:20s/l460.01119.445119.445118.045-906.58160001.55
932015.02.26 13:00sell470.05118.723119.423118.023
942015.02.26 19:14s/l470.05119.423119.423118.023-3500.00156501.55
952015.03.04 22:00sell480.20119.717120.417119.017
962015.03.05 15:17s/l480.20120.417120.417119.017-16065.80140435.75
972015.03.09 19:00buy490.82121.189120.489121.889
982015.03.10 06:28t/p490.82121.889120.489121.88958201.14198636.89
992015.03.25 16:00sell500.01119.272119.972118.572
1002015.03.26 10:01t/p500.01118.572119.972118.572596.71199233.60
1012015.03.30 09:00buy510.01119.191118.491119.891
1022015.03.30 14:44t/p510.01119.891118.491119.891700.00199933.60
1032015.04.01 21:00sell520.01119.631120.331118.931
1042015.04.03 15:31t/p520.01118.931120.331118.931562.28200495.88
1052015.04.09 02:00buy530.01120.174119.474120.874
1062015.04.14 15:33s/l530.01119.474119.474120.874-670.69199825.19
1072015.04.15 13:00sell540.01119.388120.088118.688
1082015.04.17 12:56t/p540.01118.688120.088118.688562.28200387.47
1092015.04.20 08:00sell550.01118.792119.492118.092
1102015.04.21 04:32s/l550.01119.492119.492118.092-734.43199653.04
1112015.04.28 03:00sell560.01119.124119.824118.424
1122015.04.30 18:31s/l560.01119.824119.824118.424-837.72198815.32
1132015.05.11 14:00buy570.06119.884119.184120.584
1142015.05.13 17:11s/l570.06119.184119.184120.584-4082.76194732.56
1152015.05.18 13:00buy580.25119.689118.989120.389
1162015.05.19 15:34t/p580.25120.389118.989120.38917744.25212476.81
1172015.05.26 04:00buy590.01121.726121.026122.426
1182015.05.26 09:31t/p590.01122.426121.026122.426700.00213176.81
1192015.06.01 01:00buy600.01124.147123.447124.847
1202015.06.01 19:40t/p600.01124.847123.447124.847700.00213876.81
1212015.06.04 02:00sell610.01124.285124.985123.585
1222015.06.05 15:30s/l610.01124.985124.985123.585-734.43213142.38
1232015.06.08 21:00sell620.01124.736125.436124.036
1242015.06.09 13:14t/p620.01124.036125.436124.036665.57213807.95
1252015.06.10 08:00sell630.01122.986123.686122.286
1262015.06.11 12:02s/l630.01123.686123.686122.286-803.29213004.66
1272015.06.16 05:00buy640.01123.557122.857124.257
1282015.06.17 17:44t/p640.01124.257122.857124.257709.77213714.43
1292015.06.19 18:00sell650.01122.742123.442122.042
1302015.06.23 03:56s/l650.01123.442123.442122.042-768.86212945.57
1312015.06.24 17:00buy660.01124.119123.419124.819
1322015.06.25 12:38s/l660.01123.419123.419124.819-670.69212274.88
1332015.06.30 03:00sell670.06122.656123.356121.956
1342015.07.02 03:04s/l670.06123.356123.356121.956-5026.32207248.56
1352015.07.07 15:00sell680.27122.415123.115121.715
1362015.07.08 10:01t/p680.27121.715123.115121.71517970.39225218.95
1372015.07.15 02:00buy690.01123.355122.655124.055
1382015.07.16 15:02t/p690.01124.055122.655124.055729.31225948.26
1392015.07.20 06:00buy700.01124.194123.494124.894
1402015.07.27 05:21s/l700.01123.494123.494124.894-631.61225316.65
1412015.07.29 16:00buy710.01123.667122.967124.367
1422015.07.30 14:28t/p710.01124.367122.967124.367729.31226045.96
1432015.08.07 08:00buy720.01124.807124.107125.507
1442015.08.07 18:47s/l720.01124.107124.107125.507-700.00225345.96
1452015.08.14 10:00sell730.01124.300125.000123.600
1462015.08.20 17:32t/p730.01123.600125.000123.600493.42225839.38
1472015.08.31 17:00buy740.01121.144120.444121.844
1482015.09.01 09:02s/l740.01120.444120.444121.844-690.23225149.15
1492015.09.03 17:00sell750.01119.870120.570119.170
1502015.09.04 07:18t/p750.01119.170120.570119.170665.57225814.72
1512015.09.11 04:00buy760.01120.802120.102121.502
1522015.09.14 11:40s/l760.01120.102120.102121.502-690.23225124.49
1532015.09.23 18:00buy770.01120.523119.823121.223
1542015.09.24 13:28s/l770.01119.823119.823121.223-670.69224453.80
1552015.09.25 04:00buy780.06120.332119.632121.032
1562015.09.25 11:54t/p780.06121.032119.632121.0324200.00228653.80
1572015.10.01 06:00buy790.01120.203119.503120.903
1582015.10.01 17:01s/l790.01119.503119.503120.903-700.00227953.80
1592015.10.01 18:00sell800.01119.615120.315118.915
1602015.10.02 15:05s/l800.01120.315120.315118.915-734.43227219.37
1612015.10.05 04:00buy810.07120.023119.323120.723
1622015.10.14 15:36s/l810.07119.323119.323120.723-4284.49222934.88
1632015.11.06 04:00buy820.29121.687120.987122.387
1642015.11.06 15:30t/p820.29122.387120.987122.38720300.00243234.88
1652015.11.10 19:00buy830.01123.238122.538123.938
1662015.11.13 02:23s/l830.01122.538122.538123.938-651.15242583.73
1672015.11.16 12:00buy840.02122.946122.246123.646
1682015.11.18 21:00t/p840.02123.646122.246123.6461439.08244022.81
1692015.11.20 20:00sell850.01122.798123.498122.098
1702015.12.02 18:00s/l850.01123.498123.498122.098-1044.30242978.51
1712015.12.03 09:00buy860.02123.467122.767124.167
1722015.12.03 19:15s/l860.02122.767122.767124.167-1400.00241578.51
1732015.12.10 22:00sell870.07121.612122.312120.912
1742015.12.11 16:52t/p870.07120.912122.312120.9124658.99246237.50
1752015.12.22 11:00sell880.01120.978121.678120.278
1762015.12.24 12:53t/p880.01120.278121.678120.278562.28246799.78
1772015.12.28 23:00sell890.01120.342121.042119.642
1782016.01.04 06:16t/p890.01119.642121.042119.642458.99247258.77
1792016.01.05 15:00sell900.01118.911119.611118.211
1802016.01.07 03:27t/p900.01118.211119.611118.211562.28247821.05
1812016.01.11 00:00sell910.01117.149117.849116.449
1822016.01.11 10:50s/l910.01117.849117.849116.449-700.00247121.05
1832016.01.12 18:00buy920.02117.970117.270118.670
1842016.01.15 11:00s/l920.02117.270117.270118.670-1302.30245818.75
1852016.01.15 11:00sell930.07117.268117.968116.568
1862016.01.15 19:25t/p930.07116.568117.968116.5684900.00250718.75
1872016.01.26 19:00buy940.01118.513117.813119.213
1882016.01.29 05:24t/p940.01119.213117.813119.213748.85251467.60
1892016.02.10 18:00sell950.01114.411115.111113.711
1902016.02.10 21:57t/p950.01113.711115.111113.711700.00252167.60
1912016.02.18 12:00sell960.01113.803114.503113.103
1922016.02.19 02:21t/p960.01113.103114.503113.103665.57252833.17
1932016.02.23 04:00sell970.01112.103112.803111.403
1942016.02.24 16:49t/p970.01111.403112.803111.403665.57253498.74
1952016.03.03 12:00buy980.01113.969113.269114.669
1962016.03.04 03:50s/l980.01113.269113.269114.669-690.23252808.51
1972016.03.11 15:00buy990.02113.837113.137114.537
1982016.03.15 10:23s/l990.02113.137113.137114.537-1360.92251447.59
1992016.03.22 21:00buy1000.07112.396111.696113.096
2002016.03.25 03:44t/p1000.07113.096111.696113.0965241.95256689.54
2012016.03.25 03:44buy1010.01113.121112.421113.821
2022016.03.30 03:23s/l1010.01112.421112.421113.821-670.69256018.85
2032016.03.31 14:00sell1020.02112.335113.035111.635
2042016.04.01 22:41t/p1020.02111.635113.035111.6351331.14257349.99
2052016.04.06 17:00sell1030.01110.077110.777109.377
2062016.04.06 21:02t/p1030.01109.377110.777109.377700.00258049.99
2072016.04.08 22:00sell1040.01108.329109.029107.629
2082016.05.22 23:37s/l1040.01109.029109.029107.629-2146.06255903.93
2092016.05.23 00:00buy1050.02110.155109.455110.855
2102016.05.23 10:17s/l1050.02109.455109.455110.855-1400.00254503.93
2112016.05.24 12:00buy1060.07109.562108.862110.262
2122016.05.25 11:34t/p1060.07110.262108.862110.2624968.39259472.32
2132016.05.26 04:00sell1070.01109.549110.249108.849
2142016.05.27 21:01s/l1070.01110.249110.249108.849-734.43258737.89
2152016.05.31 13:00buy1080.02111.092110.392111.792
2162016.06.01 08:02s/l1080.02110.392110.392111.792-1380.46257357.43
2172016.06.03 08:00sell1090.07108.600109.300107.900
2182016.06.03 15:34t/p1090.07107.900109.300107.9004900.00262257.43
2192016.06.14 09:00sell1100.01105.926106.626105.226
2202016.06.16 05:34t/p1100.01105.226106.626105.226562.28262819.71
2212016.06.17 16:00sell1110.01104.315105.015103.615
2222016.06.21 03:09t/p1110.01103.615105.015103.615631.14263450.85
2232016.06.23 01:00buy1120.01104.824104.124105.524
2242016.06.23 09:10s/l1120.01104.124104.124105.524-700.00262750.85
2252016.06.27 10:00sell1130.02101.966102.666101.266
2262016.06.28 17:22s/l1130.02102.666102.666101.266-1468.86261281.99
2272016.06.29 20:00buy1140.08102.732102.032103.432
2282016.07.05 04:29s/l1140.08102.032102.032103.432-5131.04256150.95
2292016.07.11 03:00sell1150.33100.688101.38899.988
2302016.07.11 08:06s/l1150.33101.388101.38899.988-23100.00233050.95
2312016.07.14 09:00buy1161.37105.326104.626106.026
2322016.07.15 05:08t/p1161.37106.026104.626106.02697238.49330289.44
2332016.07.22 15:00sell1170.01106.052106.752105.352
2342016.07.26 03:13t/p1170.01105.352106.752105.352631.14330920.58
2352016.08.01 20:00sell1180.01102.227102.927101.527
2362016.08.02 11:20t/p1180.01101.527102.927101.527665.57331586.15
2372016.08.04 05:00sell1190.01100.944101.644100.244
2382016.08.04 09:00s/l1190.01101.644101.644100.244-700.00330886.15
2392016.08.19 03:00sell1200.02100.126100.82699.426
2402016.08.22 06:32s/l1200.02100.826100.82699.426-1468.86329417.29
2412016.08.25 21:00buy1210.10100.54599.845101.245
2422016.08.26 18:50t/p1210.10101.24599.845101.2457097.70336514.99
2432016.09.05 15:00sell1220.01103.191103.891102.491
2442016.09.06 17:07t/p1220.01102.491103.891102.491665.57337180.56
2452016.09.08 13:00sell1230.01101.590102.290100.890
2462016.09.08 18:49s/l1230.01102.290102.290100.890-700.00336480.56
2472016.09.19 12:00sell1240.02101.825102.525101.125
2482016.09.21 07:18t/p1240.02101.125102.525101.1251262.28337742.84
2492016.09.26 04:00sell1250.01100.776101.476100.076
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