Strategy Tester Report
ストキャス売買_Debug
FXTrade-Demo (Build 509)

通貨ペアUSDJPY (US Dollar vs Japanese Yen)
期間1分足(M1) 2013.08.01 00:00 - 2013.08.06 23:59 (2013.08.01 - 2013.08.07)
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=1; Slippage=2; SL=13; TP=14;
テストバー数6675モデルティック数345537モデリング品質25.00%
不整合チャートエラー0
初期証拠金10000.00
総損益92.15総利益368.37総損失-276.22
プロフィットファクター1.33期待利得1.92
絶対ドローダウン32.71最大ドローダウン77.36 (0.77%)相対ドローダウン0.77% (77.36)
総取引数48ショートポジション(勝率%)28 (57.14%)ロングポジション(勝率%)20 (55.00%)
勝率(%)27 (56.25%)負率 (%)21 (43.75%)
最大勝トレード14.44負トレード-13.28
平均勝トレード13.64負トレード-13.15
最大連勝(金額)4 (56.55)連敗(金額)3 (-39.19)
最大化連勝(トレード数)56.55 (4)連敗(トレード数)-39.19 (3)
平均連勝2連敗1
Graph
#時間取引種別注文番号数量価格S/L:決済逆指値T/P:決済指値損益残高
12013.08.01 00:28buy11.0098.3020.0000.000
22013.08.01 00:28modify11.0098.30298.1720.000
32013.08.01 02:59s/l11.0098.17298.1720.000-13.249986.76
42013.08.01 04:17sell21.0097.8340.0000.000
52013.08.01 04:17modify21.0097.83497.9640.000
62013.08.01 04:48s/l21.0097.96497.9640.000-13.279973.49
72013.08.01 04:51sell31.0097.9280.0000.000
82013.08.01 04:51modify31.0097.92898.0580.000
92013.08.01 06:24close31.0097.79698.0580.00013.509986.99
102013.08.01 06:51sell41.0097.7910.0000.000
112013.08.01 06:51modify41.0097.79197.9210.000
122013.08.01 10:02s/l41.0097.92197.9210.000-13.289973.71
132013.08.01 11:38buy51.0098.2350.0000.000
142013.08.01 11:38modify51.0098.23598.1050.000
152013.08.01 14:54close51.0098.37598.1050.00014.239987.94
162013.08.01 15:25buy61.0098.4690.0000.000
172013.08.01 15:25modify61.0098.46998.3390.000
182013.08.01 15:46close61.0098.61198.3390.00014.4010002.34
192013.08.01 16:14buy71.0098.6970.0000.000
202013.08.01 16:14modify71.0098.69798.5670.000
212013.08.01 17:29s/l71.0098.56798.5670.000-13.199989.15
222013.08.01 17:30buy81.0098.5930.0000.000
232013.08.01 17:30modify81.0098.59398.4630.000
242013.08.01 19:03close81.0098.73498.4630.00014.2810003.43
252013.08.01 19:33buy91.0098.8060.0000.000
262013.08.01 19:33modify91.0098.80698.6760.000
272013.08.01 20:26s/l91.0098.67698.6760.000-13.179990.26
282013.08.01 20:33buy101.0098.7050.0000.000
292013.08.01 20:33modify101.0098.70598.5750.000
302013.08.01 21:31close101.0098.84598.5750.00014.1610004.42
312013.08.01 22:26buy111.0098.8680.0000.000
322013.08.01 22:26modify111.0098.86898.7380.000
332013.08.01 22:50close111.0099.00998.7380.00014.2410018.66
342013.08.01 23:45buy121.0099.2810.0000.000
352013.08.01 23:45modify121.0099.28199.1510.000
362013.08.02 02:06close121.0099.42199.1510.00014.0810032.74
372013.08.02 02:29buy131.0099.3960.0000.000
382013.08.02 02:29modify131.0099.39699.2660.000
392013.08.02 04:26close131.0099.53699.2660.00014.0710046.81
402013.08.02 04:45buy141.0099.5340.0000.000
412013.08.02 04:45modify141.0099.53499.4040.000
422013.08.02 08:55s/l141.0099.40499.4040.000-13.0810033.73
432013.08.02 09:25sell151.0099.4190.0000.000
442013.08.02 09:25modify151.0099.41999.5490.000
452013.08.02 09:47s/l151.0099.54999.5490.000-13.0610020.67
462013.08.02 09:51sell161.0099.4970.0000.000
472013.08.02 09:51modify161.0099.49799.6270.000
482013.08.02 10:02s/l161.0099.62799.6270.000-13.0510007.62
492013.08.02 11:36sell171.0099.4270.0000.000
502013.08.02 11:36modify171.0099.42799.5570.000
512013.08.02 12:54close171.0099.29799.5570.00013.0910020.71
522013.08.02 13:19sell181.0099.3540.0000.000
532013.08.02 13:19modify181.0099.35499.4840.000
542013.08.02 13:47s/l181.0099.48499.4840.000-13.0710007.64
552013.08.02 13:51sell191.0099.5120.0000.000
562013.08.02 13:51modify191.0099.51299.6420.000
572013.08.02 14:59s/l191.0099.64299.6420.000-13.059994.59
582013.08.02 15:15buy201.0099.6140.0000.000
592013.08.02 15:15modify201.0099.61499.4840.000
602013.08.02 18:54close201.0099.75499.4840.00014.0310008.62
612013.08.02 19:50buy211.0099.8280.0000.000
622013.08.02 19:50modify211.0099.82899.6980.000
632013.08.02 21:30s/l211.0099.69899.6980.000-13.049995.58
642013.08.02 21:30sell221.0099.5050.0000.000
652013.08.02 21:30modify221.0099.50599.6350.000
662013.08.02 21:30close221.0099.37599.6350.00013.0810008.66
672013.08.02 22:02sell231.0099.1570.0000.000
682013.08.02 22:02modify231.0099.15799.2870.000
692013.08.02 22:04s/l231.0099.28799.2870.000-13.099995.57
702013.08.02 22:06sell241.0099.2500.0000.000
712013.08.02 22:06modify241.0099.25099.3800.000
722013.08.02 22:13s/l241.0099.38099.3800.000-13.089982.49
732013.08.02 22:18sell251.0099.3300.0000.000
742013.08.02 22:18modify251.0099.33099.4600.000
752013.08.02 22:43close251.0099.20099.4600.00013.109995.59
762013.08.03 00:17sell261.0098.8190.0000.000
772013.08.03 00:17modify261.0098.81998.9490.000
782013.08.03 00:55s/l261.0098.94998.9490.000-13.149982.45
792013.08.03 01:01sell271.0099.0130.0000.000
802013.08.03 01:01modify271.0099.01399.1430.000
812013.08.03 03:59close271.0098.88399.1430.00013.159995.60
822013.08.03 04:13sell281.0098.9410.0000.000
832013.08.03 04:13modify281.0098.94199.0710.000
842013.08.05 09:06close281.0098.81199.0710.00013.1610008.76
852013.08.05 09:07buy291.0098.8620.0000.000
862013.08.05 09:07modify291.0098.86298.7320.000
872013.08.05 09:23close291.0099.00598.7320.00014.4410023.20
882013.08.05 10:22buy301.0099.0720.0000.000
892013.08.05 10:22modify301.0099.07298.9420.000
902013.08.05 10:43s/l301.0098.94298.9420.000-13.1410010.06
912013.08.05 11:09sell311.0098.9040.0000.000
922013.08.05 11:09modify311.0098.90499.0340.000
932013.08.05 12:07close311.0098.77299.0340.00013.3610023.42
942013.08.05 12:27sell321.0098.7530.0000.000
952013.08.05 12:27modify321.0098.75398.8830.000
962013.08.05 14:52close321.0098.62398.8830.00013.1810036.60
972013.08.05 15:11sell331.0098.6170.0000.000
982013.08.05 15:11modify331.0098.61798.7470.000
992013.08.05 15:16close331.0098.48798.7470.00013.2010049.80
1002013.08.05 15:44sell341.0098.4420.0000.000
1012013.08.05 15:44modify341.0098.44298.5720.000
1022013.08.05 16:23close341.0098.31098.5720.00013.4310063.23
1032013.08.05 16:28sell351.0098.3640.0000.000
1042013.08.05 16:28modify351.0098.36498.4940.000
1052013.08.05 17:33s/l351.0098.49498.4940.000-13.2010050.03
1062013.08.05 17:40sell361.0098.4690.0000.000
1072013.08.05 17:40modify361.0098.46998.5990.000
1082013.08.05 18:19close361.0098.33998.5990.00013.2210063.25
1092013.08.05 18:35sell371.0098.3780.0000.000
1102013.08.05 18:35modify371.0098.37898.5080.000
1112013.08.05 19:55s/l371.0098.50898.5080.000-13.2010050.05
1122013.08.05 21:46buy381.0098.5760.0000.000
1132013.08.05 21:46modify381.0098.57698.4460.000
1142013.08.05 23:00close381.0098.71798.4460.00014.2810064.33
1152013.08.05 23:19buy391.0098.7090.0000.000
1162013.08.05 23:19modify391.0098.70998.5790.000
1172013.08.05 23:59s/l391.0098.57998.5790.000-13.1910051.14
1182013.08.06 00:03buy401.0098.5910.0000.000
1192013.08.06 00:03modify401.0098.59198.4610.000
1202013.08.06 01:30s/l401.0098.46198.4610.000-13.2010037.94
1212013.08.06 02:24sell411.0098.6160.0000.000
1222013.08.06 02:24modify411.0098.61698.7460.000
1232013.08.06 03:09close411.0098.48598.7460.00013.3010051.24
1242013.08.06 03:59sell421.0098.3070.0000.000
1252013.08.06 03:59modify421.0098.30798.4370.000
1262013.08.06 09:10close421.0098.17798.4370.00013.2410064.48
1272013.08.06 09:33sell431.0098.0830.0000.000
1282013.08.06 09:33modify431.0098.08398.2130.000
1292013.08.06 09:40close431.0097.95398.2130.00013.2710077.75
1302013.08.06 10:00sell441.0098.0120.0000.000
1312013.08.06 10:00modify441.0098.01298.1420.000
1322013.08.06 11:24close441.0097.88298.1420.00013.2810091.03
1332013.08.06 11:36sell451.0097.9540.0000.000
1342013.08.06 11:36modify451.0097.95498.0840.000
1352013.08.06 12:54s/l451.0098.08498.0840.000-13.2610077.77
1362013.08.06 13:48buy461.0098.2280.0000.000
1372013.08.06 13:48modify461.0098.22898.0980.000
1382013.08.06 14:42close461.0098.36998.0980.00014.3310092.10
1392013.08.06 15:25buy471.0098.4590.0000.000
1402013.08.06 15:25modify471.0098.45998.3290.000
1412013.08.06 18:06s/l471.0098.32998.3290.000-13.2210078.88
1422013.08.06 19:13sell481.0098.1120.0000.000
1432013.08.06 19:13modify481.0098.11298.2420.000
1442013.08.06 23:10close481.0097.98298.2420.00013.2710092.15