Strategy Tester Report
【無料版】【出品用_シストレ】極2(初代)(USDCHF)_free
XMTrading-Demo 3 (Build 1420)

通貨ペアUSDCHF (US Dollar vs Swiss Franc)
期間5分足(M5) 2008.01.02 02:00 - 2023.12.29 23:55 (2008.01.02 - 2023.12.31)
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)
パラメーターLots=0.01;
テストバー数1197453モデルティック数209055262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40
純益23133.85総利益39935.48総損失-16801.63
プロフィットファクタ2.38期待利得78.15
絶対ドローダウン2450.47最大ドローダウン2473.31 (2.47%)相対ドローダウン2.47% (2473.31)
総取引数296売りポジション(勝率%)64 (40.62%)買いポジション(勝率%)232 (68.53%)
勝率(%)185 (62.50%)負率 (%)111 (37.50%)
最大勝トレード990.73敗トレード-606.04
平均勝トレード215.87敗トレード-151.37
最大連勝(金額)8 (1254.35)連敗(金額)5 (-502.42)
最大連勝(トレード数)2341.55 (6)連敗(トレード数)-1222.61 (3)
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
12008.03.10 00:00buy10.011.023370.000000.00000
22008.03.10 00:00modify10.011.023371.020371.03037
32008.03.10 01:35modify10.011.023371.020371.02437
42008.03.10 01:38s/l10.011.020301.020371.02437-539.2999460.71
52008.03.31 00:00buy20.010.993940.000000.00000
62008.03.31 00:00modify20.010.993940.990941.00094
72008.03.31 00:15modify20.010.993940.990940.99494
82008.03.31 00:20close20.010.992220.990940.99494-302.1499158.57
92008.04.14 00:00sell30.011.005500.000000.00000
102008.04.14 00:00modify30.011.005501.008500.99850
112008.04.14 00:20close30.011.005701.008500.99850-35.1499123.43
122008.06.02 00:00buy40.011.041400.000000.00000
132008.06.02 00:00modify40.011.041401.038401.04840
142008.06.02 04:35modify40.011.041401.042501.04840
152008.06.02 04:40modify40.011.041401.042601.04840
162008.06.02 05:12s/l40.011.042581.042601.04840207.2999330.72
172008.06.30 01:50buy50.011.018200.000000.00000
182008.06.30 01:50modify50.011.018201.015201.02520
192008.06.30 08:05close50.011.017001.015201.02520-210.7999119.93
202008.08.11 00:00sell60.011.084970.000000.00000
212008.08.11 00:00modify60.011.084971.087971.07797
222008.08.11 00:45close60.011.084601.087971.0779765.0199184.94
232008.09.01 00:00buy70.011.098800.000000.00000
242008.09.01 00:00modify70.011.098801.095801.10580
252008.09.01 01:30modify70.011.098801.095801.09980
262008.09.01 02:08t/p70.011.099801.095801.09980175.6799360.61
272008.11.10 00:00buy80.011.173060.000000.00000
282008.11.10 00:00modify80.011.173061.170061.18006
292008.11.10 00:10close80.011.172951.170061.18006-19.3299341.29
302009.02.16 00:00sell90.011.164610.000000.00000
312009.02.16 00:00modify90.011.164611.167611.15761
322009.02.16 01:40close90.011.163851.167611.15761133.5499474.83
332009.03.23 00:00buy100.011.125100.000000.00000
342009.03.23 00:00modify100.011.125101.122101.13210
352009.03.23 01:27s/l100.011.121651.122101.13210-606.0498868.79
362009.09.14 00:00buy110.011.036220.000000.00000
372009.09.14 00:00modify110.011.036221.033221.04322
382009.09.14 00:20close110.011.035751.033221.04322-82.5698786.23
392009.10.05 00:00buy120.011.034290.000000.00000
402009.10.05 00:00modify120.011.034291.031291.04129
412009.10.05 04:10modify120.011.034291.031291.03529
422009.10.05 05:23s/l120.011.031251.031291.03529-534.0198252.22
432009.11.09 00:00buy130.011.015000.000000.00000
442009.11.09 00:00modify130.011.015001.012001.02200
452009.11.09 01:10close130.011.015251.012001.0220043.9198296.13
462009.11.30 00:00buy140.011.004350.000000.00000
472009.11.30 00:00modify140.011.004351.001351.01135
482009.11.30 01:25close140.011.007001.001351.01135465.5198761.64
492009.12.21 00:00buy150.011.039950.000000.00000
502009.12.21 00:00modify150.011.039951.036951.04695
512009.12.21 00:15close150.011.038221.036951.04695-303.9098457.74
522009.12.28 00:00buy160.011.034600.000000.00000
532009.12.28 00:00modify160.011.034601.031601.04160
542009.12.28 00:05close160.011.033701.031601.04160-158.1098299.64
552010.01.04 00:00sell170.011.036440.000000.00000
562010.01.04 00:00modify170.011.036441.039441.02944
572010.01.04 00:05close170.011.037251.039441.02944-142.3298157.32
582010.01.11 00:00buy180.011.022650.000000.00000
592010.01.11 00:00modify180.011.022651.019651.02965
602010.01.11 01:39s/l180.011.019651.019651.02965-526.9997630.33
612010.01.25 00:00buy190.011.040200.000000.00000
622010.01.25 00:00modify190.011.040201.037201.04720
632010.01.25 02:00close190.011.041351.037201.04720202.0297832.35
642010.03.29 00:00buy200.011.059050.000000.00000
652010.03.29 00:00modify200.011.059051.056051.06605
662010.03.29 00:05close200.011.059351.056051.0660552.7097885.05
672010.04.12 00:00buy210.011.053100.000000.00000
682010.04.12 00:00modify210.011.053101.050101.06010
692010.04.12 00:05close210.011.053401.050101.0601052.6997937.74
702010.04.26 00:00sell220.011.074780.000000.00000
712010.04.26 00:00modify220.011.074781.077781.06778
722010.04.26 02:15modify220.011.074781.073701.06778
732010.04.26 02:57s/l220.011.073701.073701.06778189.7698127.50
742010.05.03 00:00buy230.011.073150.000000.00000
752010.05.03 00:00modify230.011.073151.070151.08015
762010.05.03 00:15close230.011.074951.070151.08015316.1998443.69
772010.06.21 00:00buy240.011.104000.000000.00000
782010.06.21 00:00modify240.011.104001.101001.11100
792010.06.21 00:05close240.011.102851.101001.11100-202.0198241.68
802010.10.25 00:00buy250.010.973820.000000.00000
812010.10.25 00:00modify250.010.973820.970820.98082
822010.10.25 00:35modify250.010.973820.975300.98082
832010.10.25 00:40modify250.010.973820.975390.98082
842010.10.25 00:45modify250.010.973820.975560.98082
852010.10.25 00:50modify250.010.973820.975760.98082
862010.10.25 00:55modify250.010.973820.975880.98082
872010.10.25 01:05modify250.010.973820.976010.98082
882010.10.25 01:35modify250.010.973820.976030.98082
892010.10.25 01:40modify250.010.973820.976140.98082
902010.10.25 01:45modify250.010.973820.976270.98082
912010.10.25 01:50modify250.010.973820.976420.98082
922010.10.25 01:55modify250.010.973820.976430.98082
932010.10.25 02:00modify250.010.973820.976500.98082
942010.10.25 02:10modify250.010.973820.976590.98082
952010.10.25 02:15modify250.010.973820.976730.98082
962010.10.25 02:20modify250.010.973820.976820.98082
972010.10.25 02:30modify250.010.973820.976970.98082
982010.10.25 02:55modify250.010.973820.977080.98082
992010.10.25 03:26s/l250.010.977080.977080.98082572.6698814.34
1002010.11.25 00:00buy260.010.995910.000000.00000
1012010.11.25 00:00modify260.010.995910.992911.00291
1022010.11.25 07:00close260.010.997180.992911.00291223.0999037.43
1032010.12.13 00:00sell270.010.983290.000000.00000
1042010.12.13 00:00modify270.010.983290.986290.97629
1052010.12.13 00:05close270.010.984040.986290.97629-131.7898905.65
1062010.12.24 00:00buy280.010.958440.000000.00000
1072010.12.24 00:00modify280.010.958440.955440.96544
1082010.12.24 00:50close280.010.958810.955440.9654464.9998970.64
1092010.12.27 00:00buy290.010.961160.000000.00000
1102010.12.27 00:00modify290.010.961160.958160.96816
1112010.12.27 00:45close290.010.960790.958160.96816-65.0098905.64
1122011.01.17 00:00buy300.010.962140.000000.00000
1132011.01.17 00:00modify300.010.962140.959140.96914
1142011.01.17 02:50modify300.010.962140.963290.96914
1152011.01.17 02:55modify300.010.962140.963320.96914
1162011.01.17 03:10modify300.010.962140.963410.96914
1172011.01.17 03:20modify300.010.962140.963870.96914
1182011.01.17 03:30close300.010.964520.963870.96914418.0899323.72
1192011.01.31 00:00buy310.010.941230.000000.00000
1202011.01.31 00:00modify310.010.941230.938230.94823
1212011.01.31 07:45close310.010.941070.938230.94823-28.1199295.61
1222011.02.07 00:00sell320.010.957410.000000.00000
1232011.02.07 00:00modify320.010.957410.960410.95041
1242011.02.07 01:30close320.010.955830.960410.95041277.6199573.22
1252011.02.14 00:00sell330.010.974250.000000.00000
1262011.02.14 00:00modify330.010.974250.977250.96725
1272011.02.14 04:30modify330.010.974250.973240.96725
1282011.02.14 04:35modify330.010.974250.973230.96725
1292011.02.14 04:50modify330.010.974250.973110.96725
1302011.02.14 04:55modify330.010.974250.973050.96725
1312011.02.14 05:05modify330.010.974250.972590.96725
1322011.02.14 05:15modify330.010.974250.972390.96725
1332011.02.14 05:53s/l330.010.972390.972390.96725326.8099900.02
1342011.07.11 00:00sell340.010.838230.000000.00000
1352011.07.11 00:00modify340.010.838230.841230.83123
1362011.07.11 06:50close340.010.838450.841230.83123-38.6699861.36
1372011.07.18 00:00buy350.010.809270.000000.00000
1382011.07.18 00:00modify350.010.809270.806270.81627
1392011.07.18 00:05close350.010.808760.806270.81627-89.5999771.77
1402011.07.25 00:00buy360.010.811370.000000.00000
1412011.07.25 00:00modify360.010.811370.808370.81837
1422011.07.25 00:10modify360.010.811370.812740.81837
1432011.07.25 00:13s/l360.010.812670.812740.81837228.37100000.14
1442011.08.01 00:00sell370.010.791810.000000.00000
1452011.08.01 00:00modify370.010.791810.794810.78481
1462011.08.01 01:00modify370.010.791810.794810.79081
1472011.08.01 01:18s/l370.010.794890.794810.79081-541.1799458.97
1482011.08.08 00:00buy380.010.759260.000000.00000
1492011.08.08 00:00modify380.010.759260.756260.76626
1502011.08.08 00:10close380.010.756740.756260.76626-442.6899016.29
1512011.08.15 00:00sell390.010.782700.000000.00000
1522011.08.15 00:00modify390.010.782700.785700.77570
1532011.08.15 00:05close390.010.783530.785700.77570-145.8498870.45
1542011.08.22 00:00sell400.010.790210.000000.00000
1552011.08.22 00:00modify400.010.790210.793210.78321
1562011.08.22 00:50close400.010.790090.793210.7832121.0998891.54
1572011.09.05 00:00buy410.010.787240.000000.00000
1582011.09.05 00:00modify410.010.787240.784240.79424
1592011.09.05 01:35close410.010.789840.784240.79424456.7399348.27
1602011.09.12 00:00sell420.010.887400.000000.00000
1612011.09.12 00:00modify420.010.887400.890400.88040
1622011.09.12 00:20close420.010.888380.890400.88040-172.1999176.08
1632011.09.19 00:00sell430.010.880520.000000.00000
1642011.09.19 00:00modify430.010.880520.883520.87352
1652011.09.19 00:05close430.010.880340.883520.8735231.6399207.71
1662011.10.03 00:00sell440.010.909810.000000.00000
1672011.10.03 00:00modify440.010.909810.912810.90281
1682011.10.03 00:10close440.010.910360.912810.90281-96.6399111.08
1692011.11.14 00:00buy450.010.898500.000000.00000
1702011.11.14 00:00modify450.010.898500.895500.90550
1712011.11.14 01:35modify450.010.898500.899810.90550
1722011.11.14 01:40modify450.010.898500.899840.90550
1732011.11.14 01:43s/l450.010.899840.899840.90550235.3999346.47
1742011.11.28 00:00buy460.010.927980.000000.00000
1752011.11.28 00:00modify460.010.927980.924980.93498
1762011.11.28 03:45close460.010.926750.924980.93498-216.0699130.41
1772011.12.26 19:25buy470.010.934510.000000.00000
1782011.12.26 19:25modify470.010.934510.931510.94151
1792011.12.26 22:40close470.010.936190.931510.94151295.1299425.53
1802012.01.09 00:00sell480.010.957320.000000.00000
1812012.01.09 00:00modify480.010.957320.960320.95032
1822012.01.09 01:25modify480.010.957320.960320.95632
1832012.01.09 02:05close480.010.958200.960320.95632-154.6399270.90
1842012.01.16 00:00sell490.010.954900.000000.00000
1852012.01.16 00:00modify490.010.954900.957900.94790
1862012.01.16 01:35close490.010.954410.957900.9479086.0999356.99
1872012.01.23 00:00sell500.010.937430.000000.00000
1882012.01.23 00:00modify500.010.937430.940430.93043
1892012.01.23 00:05close500.010.937370.940430.9304310.5499367.53
1902012.02.06 00:00sell510.010.920110.000000.00000
1912012.02.06 00:00modify510.010.920110.923110.91311
1922012.02.06 01:40close510.010.920330.923110.91311-38.6599328.88
1932012.02.13 00:00buy520.010.915170.000000.00000
1942012.02.13 00:00modify520.010.915170.912170.92217
1952012.02.13 00:35modify520.010.915170.912170.91617
1962012.02.13 00:55close520.010.913510.912170.91617-291.6199037.27
1972012.04.02 00:00buy530.010.901240.000000.00000
1982012.04.02 00:00modify530.010.901240.898240.90824
1992012.04.02 00:10close530.010.900790.898240.90824-79.0598958.22
2002012.04.06 06:55buy540.010.919540.000000.00000
2012012.04.06 06:55modify540.010.919540.916540.92654
2022012.04.06 07:20close540.010.919370.916540.92654-29.8698928.36
2032012.04.23 00:00sell550.010.911120.000000.00000
2042012.04.23 00:00modify550.010.911120.914120.90412
2052012.04.23 01:40close550.010.910710.914120.9041272.0499000.40
2062012.05.07 00:00sell560.010.922700.000000.00000
2072012.05.07 00:00modify560.010.922700.925700.91570
2082012.05.07 00:10close560.010.922520.925700.9157031.6399032.03
2092012.05.14 00:00sell570.010.930620.000000.00000
2102012.05.14 00:00modify570.010.930620.933620.92362
2112012.05.14 00:15close570.010.931530.933620.92362-159.9098872.13
2122012.06.11 00:00buy580.010.950490.000000.00000
2132012.06.11 00:00modify580.010.950490.947490.95749
2142012.06.11 00:05close580.010.950560.947490.9574912.3098884.43
2152012.06.18 00:00buy590.010.945930.000000.00000
2162012.06.18 00:00modify590.010.945930.942930.95293
2172012.06.18 00:05close590.010.945560.942930.95293-65.0098819.43
2182012.06.25 00:00sell600.010.956770.000000.00000
2192012.06.25 00:00modify600.010.956770.959770.94977
2202012.06.25 02:45close600.010.958190.959770.94977-249.5198569.92
2212012.08.06 00:00buy610.010.969070.000000.00000
2222012.08.06 00:00modify610.010.969070.966070.97607
2232012.08.06 02:42s/l610.010.966070.966070.97607-527.0298042.90
2242012.08.20 00:00buy620.010.972760.000000.00000
2252012.08.20 00:00modify620.010.972760.969760.97976
2262012.08.20 02:35close620.010.974180.969760.97976249.4598292.35
2272012.09.17 00:00buy630.010.926550.000000.00000
2282012.09.17 00:00modify630.010.926550.923550.93355
2292012.09.17 09:15close630.010.926060.923550.93355-86.0898206.27
2302012.12.07 07:40buy640.010.931990.000000.00000
2312012.12.07 07:40modify640.010.931990.928990.93899
2322012.12.07 07:50close640.010.932210.928990.9389938.6498244.91
2332012.12.10 00:00sell650.010.936880.000000.00000
2342012.12.10 00:00modify650.010.936880.939880.92988
2352012.12.10 00:35close650.010.936980.939880.92988-17.5798227.34
2362012.12.17 00:00buy660.010.916860.000000.00000
2372012.12.17 00:00modify660.010.916860.913860.92386
2382012.12.17 03:20modify660.010.916860.918000.92386
2392012.12.17 03:25modify660.010.916860.918030.92386
2402012.12.17 03:35modify660.010.916860.918040.92386
2412012.12.17 03:40modify660.010.916860.918080.92386
2422012.12.17 04:15modify660.010.916860.918120.92386
2432012.12.17 04:20modify660.010.916860.918260.92386
2442012.12.17 04:25modify660.010.916860.918290.92386
2452012.12.17 04:55modify660.010.916860.918320.92386
2462012.12.17 06:46s/l660.010.918320.918320.92386256.4898483.82
2472012.12.25 18:34sell670.010.915550.000000.00000
2482012.12.25 18:34modify670.010.915550.918550.90855
2492012.12.25 19:46close670.010.916180.918550.90855-110.6998373.13
2502013.01.14 00:00buy680.010.912640.000000.00000
2512013.01.14 00:00modify680.010.912640.909640.91964
2522013.01.14 09:35close680.010.913870.909640.91964216.0898589.21
2532013.02.18 00:02sell690.010.922610.000000.00000
2542013.02.18 00:02modify690.010.922610.925610.91561
2552013.02.18 00:30close690.010.922880.925610.91561-47.4498541.77
2562013.03.18 00:00sell700.010.944260.000000.00000
2572013.03.18 00:00modify700.010.944260.947260.93726
2582013.03.18 00:05close700.010.944940.947260.93726-119.4998422.28
2592013.03.25 00:01sell710.010.942940.000000.00000
2602013.03.25 00:01modify710.010.942940.945940.93594
2612013.03.25 02:25modify710.010.942940.941940.93594
2622013.03.25 02:40close710.010.938930.941940.93594704.6399126.91
2632013.04.22 00:00buy720.010.932030.000000.00000
2642013.04.22 00:00modify720.010.932030.929030.93903
2652013.04.22 03:00close720.010.933360.929030.93903233.6599360.56
2662013.04.29 00:00buy730.010.941110.000000.00000
2672013.04.29 00:00modify730.010.941110.938110.94811
2682013.04.29 00:35close730.010.939970.938110.94811-200.2799160.29
2692013.05.20 00:00buy740.010.970430.000000.00000
2702013.05.20 00:00modify740.010.970430.967430.97743
2712013.05.20 07:05close740.010.968230.967430.97743-386.4998773.80
2722013.06.24 00:00sell750.010.936100.000000.00000
2732013.06.24 00:00modify750.010.936100.939100.92910
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