Strategy Tester Report
NihaChi
通貨ペアGBPUSD (Great Britain Pound vs US Dollar)
期間5分足(M5) 2023.01.02 01:00 - 2023.12.29 23:55 (2023.01.01 - 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MaxSingleDirectionPosition=10; lots=0.01; Lots_exp=1; AveragingIntervalPoints=75; IntervalMultiplier=1; FirstTakeProfitPoints=40; TotalProfitPoints=5; LastPositionStopLossPoints=0; TotalLossCloseAmount=0; TotalProfitCloseAmount=0; Slippage=3; Magic=280380189; EaComment="28"; BollingerBandPeriod=20; BollingerBandDeviation=2; BollingerBandShift=0; BollingerBandAppliedPrice=0; EnableMADirectionControl=false; MAperiod=100; MAShift=0; MAMethod=0; MAprice=0; TimeFilter=false; StartHour=18; StartMinutes=0; EndHour=7; EndMinutes=0; AllowHedging=true; GBPUSD=2; EURUSD=2; USDJPY=2; USDCAD=2; AUDUSD=2; EURGBP=2; EURCHF=2; EURJPY=2; CADJPY=2; AUDNZD=2; AUDCAD=2; AUDCHF=2; AUDJPY=2; CHFJPY=2; CADCHF=2; NZDJPY=2; NZDUSD=2; GBPNZD=2; NZDCAD=2; NZDCHF=2; GBPCAD=2; USDCHF=2; EURCAD=2; EURAUD=2; GBPCHF=2; EURNZD=2; GBPAUD=2; GBPJPY=2;
テストバー数74716モデルティック数28875372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500000.00スプレッド変動
純益17044.06総利益143588.68総損失-126544.62
プロフィットファクタ1.13期待利得63.36
絶対ドローダウン107308.64最大ドローダウン127726.81 (24.54%)相対ドローダウン24.54% (127726.81)
総取引数269売りポジション(勝率%)104 (63.46%)買いポジション(勝率%)165 (69.09%)
勝率(%)180 (66.91%)負率 (%)89 (33.09%)
最大勝トレード4839.26敗トレード-8008.54
平均勝トレード797.71敗トレード-1421.85
最大連勝(金額)7 (13719.17)連敗(金額)7 (-31854.29)
最大連勝(トレード数)13719.17 (7)連敗(トレード数)-31854.29 (7)
平均連勝3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
12023.01.02 01:05buy10.011.205440.000000.00000
22023.01.02 01:05modify10.011.205440.000001.20944
32023.01.02 01:57t/p10.011.209560.000001.20944618.95500618.95
42023.01.02 04:25buy20.011.207740.000000.00000
52023.01.02 04:25modify20.011.207740.000001.21174
62023.01.02 22:20sell30.011.204500.000000.00000
72023.01.02 22:20modify30.011.204500.000001.20050
82023.01.03 10:04t/p30.011.200490.000001.20050597.03501215.98
92023.01.03 10:04buy40.011.200200.000000.00000
102023.01.03 10:04modify40.011.200200.000001.20447
112023.01.03 10:04modify20.011.207740.000001.20447
122023.01.03 10:54buy50.011.192690.000000.00000
132023.01.03 10:54modify50.011.192690.000001.20071
142023.01.03 10:54modify40.011.200200.000001.20071
152023.01.03 10:54modify20.011.207740.000001.20071
162023.01.03 13:40sell60.011.194280.000000.00000
172023.01.03 13:40modify60.011.194280.000001.19028
182023.01.03 15:45t/p20.011.200720.000001.20071-1059.67500156.31
192023.01.03 15:45t/p40.011.200720.000001.2007178.12500234.43
202023.01.03 15:45t/p50.011.200720.000001.200711206.36501440.79
212023.01.03 16:32sell70.011.201780.000000.00000
222023.01.03 16:32modify70.011.201780.000001.19753
232023.01.03 16:32modify60.011.194280.000001.19753
242023.01.03 18:15buy80.011.199170.000000.00000
252023.01.03 18:15modify80.011.199170.000001.20317
262023.01.03 18:31t/p60.011.197470.000001.19753-479.33500961.46
272023.01.03 18:31t/p70.011.197470.000001.19753647.61501609.07
282023.01.03 20:30sell90.011.198670.000000.00000
292023.01.03 20:30modify90.011.198670.000001.19467
302023.01.04 09:43t/p80.011.203180.000001.20317597.37502206.45
312023.01.04 10:13sell100.011.206170.000000.00000
322023.01.04 10:13modify100.011.206170.000001.20192
332023.01.04 10:13modify90.011.198670.000001.20192
342023.01.04 13:50buy110.011.204400.000000.00000
352023.01.04 13:50modify110.011.204400.000001.20840
362023.01.04 17:10t/p90.011.201920.000001.20192-493.83501712.62
372023.01.04 17:10t/p100.011.201920.000001.20192638.60502351.22
382023.01.04 19:10sell120.011.206860.000000.00000
392023.01.04 19:10modify120.011.206860.000001.20286
402023.01.05 08:51t/p120.011.202860.000001.20286584.53502935.75
412023.01.05 11:40sell130.011.203230.000000.00000
422023.01.05 11:40modify130.011.203230.000001.19923
432023.01.05 15:15t/p130.011.199180.000001.19923608.55503544.30
442023.01.05 15:22buy140.011.196880.000000.00000
452023.01.05 15:22modify140.011.196880.000001.20114
462023.01.05 15:22modify110.011.204400.000001.20114
472023.01.05 17:04buy150.011.189360.000000.00000
482023.01.05 17:04modify150.011.189360.000001.19738
492023.01.05 17:04modify140.011.196880.000001.19738
502023.01.05 17:04modify110.011.204400.000001.19738
512023.01.05 20:25sell160.011.191900.000000.00000
522023.01.05 20:25modify160.011.191900.000001.18790
532023.01.06 10:33t/p160.011.187880.000001.18790598.54504142.84
542023.01.06 15:15sell170.011.186730.000000.00000
552023.01.06 15:15modify170.011.186730.000001.18273
562023.01.06 17:02sell180.011.194250.000000.00000
572023.01.06 17:02modify180.011.194250.000001.18999
582023.01.06 17:02modify170.011.186730.000001.18999
592023.01.06 17:08t/p110.011.197380.000001.19738-1074.82503068.02
602023.01.06 17:08t/p140.011.197380.000001.1973870.06503138.09
612023.01.06 17:08t/p150.011.197380.000001.197381199.80504337.89
622023.01.06 17:39sell190.011.201820.000000.00000
632023.01.06 17:39modify190.011.201820.000001.19377
642023.01.06 17:39modify180.011.194250.000001.19377
652023.01.06 17:39modify170.011.186730.000001.19377
662023.01.06 21:12sell200.011.209340.000000.00000
672023.01.06 21:12modify200.011.209340.000001.19754
682023.01.06 21:12modify190.011.201820.000001.19754
692023.01.06 21:12modify180.011.194250.000001.19754
702023.01.06 21:12modify170.011.186730.000001.19754
712023.01.09 00:03buy210.011.208430.000000.00000
722023.01.09 00:03modify210.011.208430.000001.21243
732023.01.09 02:02t/p210.011.212430.000001.21243600.92504938.81
742023.01.09 09:35buy220.011.213470.000000.00000
752023.01.09 09:35modify220.011.213470.000001.21747
762023.01.09 10:49sell230.011.216860.000000.00000
772023.01.09 10:49modify230.011.216860.000001.20130
782023.01.09 10:49modify200.011.209340.000001.20130
792023.01.09 10:49modify190.011.201820.000001.20130
802023.01.09 10:49modify180.011.194250.000001.20130
812023.01.09 10:49modify170.011.186730.000001.20130
822023.01.09 15:26t/p220.011.217490.000001.21747603.93505542.74
832023.01.09 19:20buy240.011.218750.000000.00000
842023.01.09 19:20modify240.011.218750.000001.22275
852023.01.10 15:41buy250.011.211200.000000.00000
862023.01.10 15:41modify250.011.211200.000001.21548
872023.01.10 15:41modify240.011.218750.000001.21548
882023.01.10 16:04t/p240.011.215540.000001.21548-487.29505055.45
892023.01.10 16:04t/p250.011.215540.000001.21548651.99505707.44
902023.01.10 20:20buy260.011.214470.000000.00000
912023.01.10 20:20modify260.011.214470.000001.21847
922023.01.12 12:50t/p260.011.218500.000001.21847585.23506292.67
932023.01.12 14:45buy270.011.214530.000000.00000
942023.01.12 14:45modify270.011.214530.000001.21853
952023.01.12 15:34t/p270.011.218530.000001.21853600.91506893.58
962023.01.12 16:55buy280.011.209970.000000.00000
972023.01.12 16:55modify280.011.209970.000001.21397
982023.01.12 17:11t/p280.011.214050.000001.21397612.93507506.51
992023.01.12 20:14sell290.011.224390.000000.00000
1002023.01.12 20:14modify290.011.224390.000001.20507
1012023.01.12 20:14modify230.011.216860.000001.20507
1022023.01.12 20:14modify200.011.209340.000001.20507
1032023.01.12 20:14modify190.011.201820.000001.20507
1042023.01.12 20:14modify180.011.194250.000001.20507
1052023.01.12 20:14modify170.011.186730.000001.20507
1062023.01.13 00:00buy300.011.221220.000000.00000
1072023.01.13 00:00modify300.011.221220.000001.22522
1082023.01.16 03:09t/p300.011.225220.000001.22522595.85508102.36
1092023.01.16 06:40buy310.011.226530.000000.00000
1102023.01.16 06:40modify310.011.226530.000001.23053
1112023.01.16 10:25buy320.011.219020.000000.00000
1122023.01.16 10:25modify320.011.219020.000001.22328
1132023.01.16 10:25modify310.011.226530.000001.22328
1142023.01.17 13:43t/p310.011.223290.000001.22328-491.78507610.58
1152023.01.17 13:43t/p320.011.223290.000001.22328636.41508247.00
1162023.01.17 18:45buy330.011.226030.000000.00000
1172023.01.17 18:45modify330.011.226030.000001.23003
1182023.01.18 09:00t/p330.011.230320.000001.23003639.42508886.42
1192023.01.18 09:00sell340.011.231920.000000.00000
1202023.01.18 09:00modify340.011.231920.000001.20883
1212023.01.18 09:00modify290.011.224390.000001.20883
1222023.01.18 09:00modify230.011.216860.000001.20883
1232023.01.18 09:00modify200.011.209340.000001.20883
1242023.01.18 09:00modify190.011.201820.000001.20883
1252023.01.18 09:00modify180.011.194250.000001.20883
1262023.01.18 09:00modify170.011.186730.000001.20883
1272023.01.18 15:30sell350.011.239500.000000.00000
1282023.01.18 15:30modify350.011.239500.000001.21260
1292023.01.18 15:30modify340.011.231920.000001.21260
1302023.01.18 15:30modify290.011.224390.000001.21260
1312023.01.18 15:30modify230.011.216860.000001.21260
1322023.01.18 15:30modify200.011.209340.000001.21260
1332023.01.18 15:30modify190.011.201820.000001.21260
1342023.01.18 15:30modify180.011.194250.000001.21260
1352023.01.18 15:30modify170.011.186730.000001.21260
1362023.01.18 18:20buy360.011.237530.000000.00000
1372023.01.18 18:20modify360.011.237530.000001.24153
1382023.01.23 02:50t/p360.011.241530.000001.24153575.65509462.07
1392023.01.23 04:55buy370.011.242470.000000.00000
1402023.01.23 04:55modify370.011.242470.000001.24647
1412023.01.23 15:38buy380.011.234870.000000.00000
1422023.01.23 15:38modify380.011.234870.000001.23917
1432023.01.23 15:38modify370.011.242470.000001.23917
1442023.01.24 07:43t/p370.011.239210.000001.23917-494.78508967.29
1452023.01.24 07:43t/p380.011.239210.000001.23917646.91509614.20
1462023.01.24 11:25buy390.011.238290.000000.00000
1472023.01.24 11:25modify390.011.238290.000001.24229
1482023.01.24 12:12buy400.011.230760.000000.00000
1492023.01.24 12:12modify400.011.230760.000001.23503
1502023.01.24 12:12modify390.011.238290.000001.23503
1512023.01.25 16:47t/p390.011.235080.000001.23503-487.26509126.95
1522023.01.25 16:47t/p400.011.235080.000001.23503643.91509770.86
1532023.01.25 22:25buy410.011.239110.000000.00000
1542023.01.25 22:25modify410.011.239110.000001.24311
1552023.01.31 10:22buy420.011.231600.000000.00000
1562023.01.31 10:22modify420.011.231600.000001.23586
1572023.01.31 10:22modify410.011.239110.000001.23586
1582023.02.01 21:43t/p410.011.235900.000001.23586-517.54509253.31
1592023.02.01 21:43t/p420.011.235900.000001.23586640.90509894.22
1602023.02.02 03:25buy430.011.238160.000000.00000
1612023.02.02 03:25modify430.011.238160.000001.24216
1622023.02.02 14:10buy440.011.230600.000000.00000
1632023.02.02 14:10modify440.011.230600.000001.23488
1642023.02.02 14:10modify430.011.238160.000001.23488
1652023.02.02 21:55buy450.011.223090.000000.00000
1662023.02.02 21:55modify450.011.223090.000001.23112
1672023.02.02 21:55modify440.011.230600.000001.23112
1682023.02.02 21:55modify430.011.238160.000001.23112
1692023.02.03 15:31buy460.011.215510.000000.00000
1702023.02.03 15:31modify460.011.215510.000001.22734
1712023.02.03 15:31modify450.011.223090.000001.22734
1722023.02.03 15:31modify440.011.230600.000001.22734
1732023.02.03 15:31modify430.011.238160.000001.22734
1742023.02.03 15:43t/p170.011.212580.000001.21260-4037.89505856.33
1752023.02.03 15:43t/p180.011.212580.000001.21260-2908.02502948.32
1762023.02.03 15:43t/p190.011.212580.000001.21260-1770.64501177.68
1772023.02.03 15:43t/p200.011.212580.000001.21260-640.76500536.92
1782023.02.03 15:43t/p230.011.212580.000001.21260494.61501031.54
1792023.02.03 15:43t/p290.011.212580.000001.212601653.47502685.01
1802023.02.03 15:43t/p340.011.212580.000001.212602806.85505491.86
1812023.02.03 15:43t/p350.011.212580.000001.212603945.74509437.60
1822023.02.03 17:04buy470.011.208010.000000.00000
1832023.02.03 17:04modify470.011.208010.000001.22357
1842023.02.03 17:04modify460.011.215510.000001.22357
1852023.02.03 17:04modify450.011.223090.000001.22357
1862023.02.03 17:04modify440.011.230600.000001.22357
1872023.02.03 17:04modify430.011.238160.000001.22357
1882023.02.06 04:40sell480.011.205210.000000.00000
1892023.02.06 04:40modify480.011.205210.000001.20121
1902023.02.06 17:48t/p480.011.201210.000001.20121601.02510038.62
1912023.02.06 20:35sell490.011.202000.000000.00000
1922023.02.06 20:35modify490.011.202000.000001.19800
1932023.02.07 10:05buy500.011.200500.000000.00000
1942023.02.07 10:05modify500.011.200500.000001.21981
1952023.02.07 10:05modify470.011.208010.000001.21981
1962023.02.07 10:05modify460.011.215510.000001.21981
1972023.02.07 10:05modify450.011.223090.000001.21981
1982023.02.07 10:05modify440.011.230600.000001.21981
1992023.02.07 10:05modify430.011.238160.000001.21981
2002023.02.07 13:18t/p490.011.197970.000001.19800600.02510638.64
2012023.02.07 17:35sell510.011.198950.000000.00000
2022023.02.07 17:35modify510.011.198950.000001.19495
2032023.02.07 19:47sell520.011.206450.000000.00000
2042023.02.07 19:47modify520.011.206450.000001.20220
2052023.02.07 19:47modify510.011.198950.000001.20220
2062023.02.07 20:27t/p510.011.202200.000001.20220-488.33510150.31
2072023.02.07 20:27t/p520.011.202200.000001.20220638.59510788.90
2082023.02.08 02:05sell530.011.205840.000000.00000
2092023.02.08 02:05modify530.011.205840.000001.20184
2102023.02.09 10:38sell540.011.213340.000000.00000
2112023.02.09 10:38modify540.011.213340.000001.20909
2122023.02.09 10:38modify530.011.205840.000001.20909
2132023.02.10 05:56t/p530.011.209090.000001.20909-510.32510278.58
2142023.02.10 05:56t/p540.011.209090.000001.20909633.09510911.67
2152023.02.10 07:05sell550.011.209650.000000.00000
2162023.02.10 07:05modify550.011.209650.000001.20565
2172023.02.10 19:13t/p550.011.205630.000001.20565604.03511515.70
2182023.02.10 22:40sell560.011.205640.000000.00000
2192023.02.10 22:40modify560.011.205640.000001.20164
2202023.02.13 17:11sell570.011.213140.000000.00000
2212023.02.13 17:11modify570.011.213140.000001.20889
2222023.02.13 17:11modify560.011.205640.000001.20889
2232023.02.14 12:12t/p430.011.219810.000001.21981-2807.20508708.50
2242023.02.14 12:12t/p440.011.219810.000001.21981-1671.46507037.04
2252023.02.14 12:12t/p450.011.219810.000001.21981-543.23506493.82
2262023.02.14 12:12t/p460.011.219810.000001.21981600.56507094.38
2272023.02.14 12:12t/p470.011.219810.000001.219811727.29508821.67
2282023.02.14 12:12t/p500.011.219810.000001.219812865.61511687.27
2292023.02.14 13:25sell580.011.220700.000000.00000
2302023.02.14 13:25modify580.011.220700.000001.21266
2312023.02.14 13:25modify570.011.213140.000001.21266
2322023.02.14 13:25modify560.011.205640.000001.21266
2332023.02.14 16:10buy590.011.218690.000000.00000
2342023.02.14 16:10modify590.011.218690.000001.22269
2352023.02.14 16:31t/p560.011.212650.000001.21266-1064.30510622.98
2362023.02.14 16:31t/p570.011.212650.000001.2126668.12510691.10
2372023.02.14 16:31t/p580.011.212650.000001.212661209.56511900.66
2382023.02.14 20:05sell600.011.218720.000000.00000
2392023.02.14 20:05modify600.011.218720.000001.21472
2402023.02.15 05:44t/p600.011.214710.000001.21472597.02512497.68
2412023.02.15 09:00buy610.011.211140.000000.00000
2422023.02.15 09:00modify610.011.211140.000001.21542
2432023.02.15 09:00modify590.011.218690.000001.21542
2442023.02.15 15:30buy620.011.203480.000000.00000
2452023.02.15 15:30modify620.011.203480.000001.21160
2462023.02.15 15:30modify610.011.211140.000001.21160
2472023.02.15 15:30modify590.011.218690.000001.21160
2482023.02.15 18:10sell630.011.202050.000000.00000
2492023.02.15 18:10modify630.011.202050.000001.19805
2502023.02.16 15:53t/p630.011.198050.000001.19805584.52513082.20
2512023.02.16 17:40sell640.011.201560.000000.00000
2522023.02.16 17:40modify640.011.201560.000001.19756
2532023.02.17 01:07t/p640.011.197500.000001.19756604.54513686.75
2542023.02.17 02:35buy650.011.195960.000000.00000
2552023.02.17 02:35modify650.011.195960.000001.20782
2562023.02.17 02:35modify620.011.203480.000001.20782
2572023.02.17 02:35modify610.011.211140.000001.20782
2582023.02.17 02:35modify590.011.218690.000001.20782
2592023.02.17 05:35sell660.011.195560.000000.00000
2602023.02.17 05:35modify660.011.195560.000001.19156
2612023.02.17 10:23t/p660.011.191550.000001.19156602.52514289.27
2622023.02.17 11:35sell670.011.194620.000000.00000
2632023.02.17 11:35modify670.011.194620.000001.19062
2642023.02.17 17:19sell680.011.202120.000000.00000
2652023.02.17 17:19modify680.011.202120.000001.19787
2662023.02.17 17:19modify670.011.194620.000001.19787
2672023.02.21 11:37t/p590.011.207840.000001.20782-1665.24512624.02
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