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 |
# | 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 |
1 | 2013.08.01 00:28 | buy | 1 | 1.00 | 98.302 | 0.000 | 0.000 | ||
2 | 2013.08.01 00:28 | modify | 1 | 1.00 | 98.302 | 98.172 | 0.000 | ||
3 | 2013.08.01 02:59 | s/l | 1 | 1.00 | 98.172 | 98.172 | 0.000 | -13.24 | 9986.76 |
4 | 2013.08.01 04:17 | sell | 2 | 1.00 | 97.834 | 0.000 | 0.000 | ||
5 | 2013.08.01 04:17 | modify | 2 | 1.00 | 97.834 | 97.964 | 0.000 | ||
6 | 2013.08.01 04:48 | s/l | 2 | 1.00 | 97.964 | 97.964 | 0.000 | -13.27 | 9973.49 |
7 | 2013.08.01 04:51 | sell | 3 | 1.00 | 97.928 | 0.000 | 0.000 | ||
8 | 2013.08.01 04:51 | modify | 3 | 1.00 | 97.928 | 98.058 | 0.000 | ||
9 | 2013.08.01 06:24 | close | 3 | 1.00 | 97.796 | 98.058 | 0.000 | 13.50 | 9986.99 |
10 | 2013.08.01 06:51 | sell | 4 | 1.00 | 97.791 | 0.000 | 0.000 | ||
11 | 2013.08.01 06:51 | modify | 4 | 1.00 | 97.791 | 97.921 | 0.000 | ||
12 | 2013.08.01 10:02 | s/l | 4 | 1.00 | 97.921 | 97.921 | 0.000 | -13.28 | 9973.71 |
13 | 2013.08.01 11:38 | buy | 5 | 1.00 | 98.235 | 0.000 | 0.000 | ||
14 | 2013.08.01 11:38 | modify | 5 | 1.00 | 98.235 | 98.105 | 0.000 | ||
15 | 2013.08.01 14:54 | close | 5 | 1.00 | 98.375 | 98.105 | 0.000 | 14.23 | 9987.94 |
16 | 2013.08.01 15:25 | buy | 6 | 1.00 | 98.469 | 0.000 | 0.000 | ||
17 | 2013.08.01 15:25 | modify | 6 | 1.00 | 98.469 | 98.339 | 0.000 | ||
18 | 2013.08.01 15:46 | close | 6 | 1.00 | 98.611 | 98.339 | 0.000 | 14.40 | 10002.34 |
19 | 2013.08.01 16:14 | buy | 7 | 1.00 | 98.697 | 0.000 | 0.000 | ||
20 | 2013.08.01 16:14 | modify | 7 | 1.00 | 98.697 | 98.567 | 0.000 | ||
21 | 2013.08.01 17:29 | s/l | 7 | 1.00 | 98.567 | 98.567 | 0.000 | -13.19 | 9989.15 |
22 | 2013.08.01 17:30 | buy | 8 | 1.00 | 98.593 | 0.000 | 0.000 | ||
23 | 2013.08.01 17:30 | modify | 8 | 1.00 | 98.593 | 98.463 | 0.000 | ||
24 | 2013.08.01 19:03 | close | 8 | 1.00 | 98.734 | 98.463 | 0.000 | 14.28 | 10003.43 |
25 | 2013.08.01 19:33 | buy | 9 | 1.00 | 98.806 | 0.000 | 0.000 | ||
26 | 2013.08.01 19:33 | modify | 9 | 1.00 | 98.806 | 98.676 | 0.000 | ||
27 | 2013.08.01 20:26 | s/l | 9 | 1.00 | 98.676 | 98.676 | 0.000 | -13.17 | 9990.26 |
28 | 2013.08.01 20:33 | buy | 10 | 1.00 | 98.705 | 0.000 | 0.000 | ||
29 | 2013.08.01 20:33 | modify | 10 | 1.00 | 98.705 | 98.575 | 0.000 | ||
30 | 2013.08.01 21:31 | close | 10 | 1.00 | 98.845 | 98.575 | 0.000 | 14.16 | 10004.42 |
31 | 2013.08.01 22:26 | buy | 11 | 1.00 | 98.868 | 0.000 | 0.000 | ||
32 | 2013.08.01 22:26 | modify | 11 | 1.00 | 98.868 | 98.738 | 0.000 | ||
33 | 2013.08.01 22:50 | close | 11 | 1.00 | 99.009 | 98.738 | 0.000 | 14.24 | 10018.66 |
34 | 2013.08.01 23:45 | buy | 12 | 1.00 | 99.281 | 0.000 | 0.000 | ||
35 | 2013.08.01 23:45 | modify | 12 | 1.00 | 99.281 | 99.151 | 0.000 | ||
36 | 2013.08.02 02:06 | close | 12 | 1.00 | 99.421 | 99.151 | 0.000 | 14.08 | 10032.74 |
37 | 2013.08.02 02:29 | buy | 13 | 1.00 | 99.396 | 0.000 | 0.000 | ||
38 | 2013.08.02 02:29 | modify | 13 | 1.00 | 99.396 | 99.266 | 0.000 | ||
39 | 2013.08.02 04:26 | close | 13 | 1.00 | 99.536 | 99.266 | 0.000 | 14.07 | 10046.81 |
40 | 2013.08.02 04:45 | buy | 14 | 1.00 | 99.534 | 0.000 | 0.000 | ||
41 | 2013.08.02 04:45 | modify | 14 | 1.00 | 99.534 | 99.404 | 0.000 | ||
42 | 2013.08.02 08:55 | s/l | 14 | 1.00 | 99.404 | 99.404 | 0.000 | -13.08 | 10033.73 |
43 | 2013.08.02 09:25 | sell | 15 | 1.00 | 99.419 | 0.000 | 0.000 | ||
44 | 2013.08.02 09:25 | modify | 15 | 1.00 | 99.419 | 99.549 | 0.000 | ||
45 | 2013.08.02 09:47 | s/l | 15 | 1.00 | 99.549 | 99.549 | 0.000 | -13.06 | 10020.67 |
46 | 2013.08.02 09:51 | sell | 16 | 1.00 | 99.497 | 0.000 | 0.000 | ||
47 | 2013.08.02 09:51 | modify | 16 | 1.00 | 99.497 | 99.627 | 0.000 | ||
48 | 2013.08.02 10:02 | s/l | 16 | 1.00 | 99.627 | 99.627 | 0.000 | -13.05 | 10007.62 |
49 | 2013.08.02 11:36 | sell | 17 | 1.00 | 99.427 | 0.000 | 0.000 | ||
50 | 2013.08.02 11:36 | modify | 17 | 1.00 | 99.427 | 99.557 | 0.000 | ||
51 | 2013.08.02 12:54 | close | 17 | 1.00 | 99.297 | 99.557 | 0.000 | 13.09 | 10020.71 |
52 | 2013.08.02 13:19 | sell | 18 | 1.00 | 99.354 | 0.000 | 0.000 | ||
53 | 2013.08.02 13:19 | modify | 18 | 1.00 | 99.354 | 99.484 | 0.000 | ||
54 | 2013.08.02 13:47 | s/l | 18 | 1.00 | 99.484 | 99.484 | 0.000 | -13.07 | 10007.64 |
55 | 2013.08.02 13:51 | sell | 19 | 1.00 | 99.512 | 0.000 | 0.000 | ||
56 | 2013.08.02 13:51 | modify | 19 | 1.00 | 99.512 | 99.642 | 0.000 | ||
57 | 2013.08.02 14:59 | s/l | 19 | 1.00 | 99.642 | 99.642 | 0.000 | -13.05 | 9994.59 |
58 | 2013.08.02 15:15 | buy | 20 | 1.00 | 99.614 | 0.000 | 0.000 | ||
59 | 2013.08.02 15:15 | modify | 20 | 1.00 | 99.614 | 99.484 | 0.000 | ||
60 | 2013.08.02 18:54 | close | 20 | 1.00 | 99.754 | 99.484 | 0.000 | 14.03 | 10008.62 |
61 | 2013.08.02 19:50 | buy | 21 | 1.00 | 99.828 | 0.000 | 0.000 | ||
62 | 2013.08.02 19:50 | modify | 21 | 1.00 | 99.828 | 99.698 | 0.000 | ||
63 | 2013.08.02 21:30 | s/l | 21 | 1.00 | 99.698 | 99.698 | 0.000 | -13.04 | 9995.58 |
64 | 2013.08.02 21:30 | sell | 22 | 1.00 | 99.505 | 0.000 | 0.000 | ||
65 | 2013.08.02 21:30 | modify | 22 | 1.00 | 99.505 | 99.635 | 0.000 | ||
66 | 2013.08.02 21:30 | close | 22 | 1.00 | 99.375 | 99.635 | 0.000 | 13.08 | 10008.66 |
67 | 2013.08.02 22:02 | sell | 23 | 1.00 | 99.157 | 0.000 | 0.000 | ||
68 | 2013.08.02 22:02 | modify | 23 | 1.00 | 99.157 | 99.287 | 0.000 | ||
69 | 2013.08.02 22:04 | s/l | 23 | 1.00 | 99.287 | 99.287 | 0.000 | -13.09 | 9995.57 |
70 | 2013.08.02 22:06 | sell | 24 | 1.00 | 99.250 | 0.000 | 0.000 | ||
71 | 2013.08.02 22:06 | modify | 24 | 1.00 | 99.250 | 99.380 | 0.000 | ||
72 | 2013.08.02 22:13 | s/l | 24 | 1.00 | 99.380 | 99.380 | 0.000 | -13.08 | 9982.49 |
73 | 2013.08.02 22:18 | sell | 25 | 1.00 | 99.330 | 0.000 | 0.000 | ||
74 | 2013.08.02 22:18 | modify | 25 | 1.00 | 99.330 | 99.460 | 0.000 | ||
75 | 2013.08.02 22:43 | close | 25 | 1.00 | 99.200 | 99.460 | 0.000 | 13.10 | 9995.59 |
76 | 2013.08.03 00:17 | sell | 26 | 1.00 | 98.819 | 0.000 | 0.000 | ||
77 | 2013.08.03 00:17 | modify | 26 | 1.00 | 98.819 | 98.949 | 0.000 | ||
78 | 2013.08.03 00:55 | s/l | 26 | 1.00 | 98.949 | 98.949 | 0.000 | -13.14 | 9982.45 |
79 | 2013.08.03 01:01 | sell | 27 | 1.00 | 99.013 | 0.000 | 0.000 | ||
80 | 2013.08.03 01:01 | modify | 27 | 1.00 | 99.013 | 99.143 | 0.000 | ||
81 | 2013.08.03 03:59 | close | 27 | 1.00 | 98.883 | 99.143 | 0.000 | 13.15 | 9995.60 |
82 | 2013.08.03 04:13 | sell | 28 | 1.00 | 98.941 | 0.000 | 0.000 | ||
83 | 2013.08.03 04:13 | modify | 28 | 1.00 | 98.941 | 99.071 | 0.000 | ||
84 | 2013.08.05 09:06 | close | 28 | 1.00 | 98.811 | 99.071 | 0.000 | 13.16 | 10008.76 |
85 | 2013.08.05 09:07 | buy | 29 | 1.00 | 98.862 | 0.000 | 0.000 | ||
86 | 2013.08.05 09:07 | modify | 29 | 1.00 | 98.862 | 98.732 | 0.000 | ||
87 | 2013.08.05 09:23 | close | 29 | 1.00 | 99.005 | 98.732 | 0.000 | 14.44 | 10023.20 |
88 | 2013.08.05 10:22 | buy | 30 | 1.00 | 99.072 | 0.000 | 0.000 | ||
89 | 2013.08.05 10:22 | modify | 30 | 1.00 | 99.072 | 98.942 | 0.000 | ||
90 | 2013.08.05 10:43 | s/l | 30 | 1.00 | 98.942 | 98.942 | 0.000 | -13.14 | 10010.06 |
91 | 2013.08.05 11:09 | sell | 31 | 1.00 | 98.904 | 0.000 | 0.000 | ||
92 | 2013.08.05 11:09 | modify | 31 | 1.00 | 98.904 | 99.034 | 0.000 | ||
93 | 2013.08.05 12:07 | close | 31 | 1.00 | 98.772 | 99.034 | 0.000 | 13.36 | 10023.42 |
94 | 2013.08.05 12:27 | sell | 32 | 1.00 | 98.753 | 0.000 | 0.000 | ||
95 | 2013.08.05 12:27 | modify | 32 | 1.00 | 98.753 | 98.883 | 0.000 | ||
96 | 2013.08.05 14:52 | close | 32 | 1.00 | 98.623 | 98.883 | 0.000 | 13.18 | 10036.60 |
97 | 2013.08.05 15:11 | sell | 33 | 1.00 | 98.617 | 0.000 | 0.000 | ||
98 | 2013.08.05 15:11 | modify | 33 | 1.00 | 98.617 | 98.747 | 0.000 | ||
99 | 2013.08.05 15:16 | close | 33 | 1.00 | 98.487 | 98.747 | 0.000 | 13.20 | 10049.80 |
100 | 2013.08.05 15:44 | sell | 34 | 1.00 | 98.442 | 0.000 | 0.000 | ||
101 | 2013.08.05 15:44 | modify | 34 | 1.00 | 98.442 | 98.572 | 0.000 | ||
102 | 2013.08.05 16:23 | close | 34 | 1.00 | 98.310 | 98.572 | 0.000 | 13.43 | 10063.23 |
103 | 2013.08.05 16:28 | sell | 35 | 1.00 | 98.364 | 0.000 | 0.000 | ||
104 | 2013.08.05 16:28 | modify | 35 | 1.00 | 98.364 | 98.494 | 0.000 | ||
105 | 2013.08.05 17:33 | s/l | 35 | 1.00 | 98.494 | 98.494 | 0.000 | -13.20 | 10050.03 |
106 | 2013.08.05 17:40 | sell | 36 | 1.00 | 98.469 | 0.000 | 0.000 | ||
107 | 2013.08.05 17:40 | modify | 36 | 1.00 | 98.469 | 98.599 | 0.000 | ||
108 | 2013.08.05 18:19 | close | 36 | 1.00 | 98.339 | 98.599 | 0.000 | 13.22 | 10063.25 |
109 | 2013.08.05 18:35 | sell | 37 | 1.00 | 98.378 | 0.000 | 0.000 | ||
110 | 2013.08.05 18:35 | modify | 37 | 1.00 | 98.378 | 98.508 | 0.000 | ||
111 | 2013.08.05 19:55 | s/l | 37 | 1.00 | 98.508 | 98.508 | 0.000 | -13.20 | 10050.05 |
112 | 2013.08.05 21:46 | buy | 38 | 1.00 | 98.576 | 0.000 | 0.000 | ||
113 | 2013.08.05 21:46 | modify | 38 | 1.00 | 98.576 | 98.446 | 0.000 | ||
114 | 2013.08.05 23:00 | close | 38 | 1.00 | 98.717 | 98.446 | 0.000 | 14.28 | 10064.33 |
115 | 2013.08.05 23:19 | buy | 39 | 1.00 | 98.709 | 0.000 | 0.000 | ||
116 | 2013.08.05 23:19 | modify | 39 | 1.00 | 98.709 | 98.579 | 0.000 | ||
117 | 2013.08.05 23:59 | s/l | 39 | 1.00 | 98.579 | 98.579 | 0.000 | -13.19 | 10051.14 |
118 | 2013.08.06 00:03 | buy | 40 | 1.00 | 98.591 | 0.000 | 0.000 | ||
119 | 2013.08.06 00:03 | modify | 40 | 1.00 | 98.591 | 98.461 | 0.000 | ||
120 | 2013.08.06 01:30 | s/l | 40 | 1.00 | 98.461 | 98.461 | 0.000 | -13.20 | 10037.94 |
121 | 2013.08.06 02:24 | sell | 41 | 1.00 | 98.616 | 0.000 | 0.000 | ||
122 | 2013.08.06 02:24 | modify | 41 | 1.00 | 98.616 | 98.746 | 0.000 | ||
123 | 2013.08.06 03:09 | close | 41 | 1.00 | 98.485 | 98.746 | 0.000 | 13.30 | 10051.24 |
124 | 2013.08.06 03:59 | sell | 42 | 1.00 | 98.307 | 0.000 | 0.000 | ||
125 | 2013.08.06 03:59 | modify | 42 | 1.00 | 98.307 | 98.437 | 0.000 | ||
126 | 2013.08.06 09:10 | close | 42 | 1.00 | 98.177 | 98.437 | 0.000 | 13.24 | 10064.48 |
127 | 2013.08.06 09:33 | sell | 43 | 1.00 | 98.083 | 0.000 | 0.000 | ||
128 | 2013.08.06 09:33 | modify | 43 | 1.00 | 98.083 | 98.213 | 0.000 | ||
129 | 2013.08.06 09:40 | close | 43 | 1.00 | 97.953 | 98.213 | 0.000 | 13.27 | 10077.75 |
130 | 2013.08.06 10:00 | sell | 44 | 1.00 | 98.012 | 0.000 | 0.000 | ||
131 | 2013.08.06 10:00 | modify | 44 | 1.00 | 98.012 | 98.142 | 0.000 | ||
132 | 2013.08.06 11:24 | close | 44 | 1.00 | 97.882 | 98.142 | 0.000 | 13.28 | 10091.03 |
133 | 2013.08.06 11:36 | sell | 45 | 1.00 | 97.954 | 0.000 | 0.000 | ||
134 | 2013.08.06 11:36 | modify | 45 | 1.00 | 97.954 | 98.084 | 0.000 | ||
135 | 2013.08.06 12:54 | s/l | 45 | 1.00 | 98.084 | 98.084 | 0.000 | -13.26 | 10077.77 |
136 | 2013.08.06 13:48 | buy | 46 | 1.00 | 98.228 | 0.000 | 0.000 | ||
137 | 2013.08.06 13:48 | modify | 46 | 1.00 | 98.228 | 98.098 | 0.000 | ||
138 | 2013.08.06 14:42 | close | 46 | 1.00 | 98.369 | 98.098 | 0.000 | 14.33 | 10092.10 |
139 | 2013.08.06 15:25 | buy | 47 | 1.00 | 98.459 | 0.000 | 0.000 | ||
140 | 2013.08.06 15:25 | modify | 47 | 1.00 | 98.459 | 98.329 | 0.000 | ||
141 | 2013.08.06 18:06 | s/l | 47 | 1.00 | 98.329 | 98.329 | 0.000 | -13.22 | 10078.88 |
142 | 2013.08.06 19:13 | sell | 48 | 1.00 | 98.112 | 0.000 | 0.000 | ||
143 | 2013.08.06 19:13 | modify | 48 | 1.00 | 98.112 | 98.242 | 0.000 | ||
144 | 2013.08.06 23:10 | close | 48 | 1.00 | 97.982 | 98.242 | 0.000 | 13.27 | 10092.15 |