Strategy Tester Report
BBFEA_Debug
FXTrade-Demo (Build 509)
| 通貨ペア | USDJPY (US Dollar vs Japanese Yen) | ||||
| 期間 | 30分足(M30) 2013.07.01 07:00 - 2013.08.29 00:00 (2013.07.01 - 2013.08.29) | ||||
| モデル | コントロールポイント(おおまかな方法。結果はあまり信頼性はない) | ||||
| パラメーター | Lots=1; Slippage=4; | ||||
| テストバー数 | 3036 | モデルティック数 | 52252 | モデリング品質 | n/a |
| 不整合チャートエラー | 0 | ||||
| 初期証拠金 | 10000.00 | ||||
| 総損益 | 1336.01 | 総利益 | 1585.95 | 総損失 | -249.95 |
| プロフィットファクター | 6.35 | 期待利得 | 43.10 | ||
| 絶対ドローダウン | 850.00 | 最大ドローダウン | 1985.06 (17.83%) | 相対ドローダウン | 17.83% (1985.06) |
| 総取引数 | 31 | ショートポジション(勝率%） | 0 (0.00%) | ロングポジション(勝率%） | 31 (83.87%) |
| 勝率(%) | 26 (83.87%) | 負率 (%) | 5 (16.13%) | ||
| 最大 | 勝トレード | 196.26 | 負トレード | -61.90 | |
| 平均 | 勝トレード | 61.00 | 負トレード | -49.99 | |
| 最大 | 連勝(金額) | 22 (1175.16) | 連敗(金額) | 3 (-183.65) | |
| 最大化 | 連勝(トレード数) | 1175.16 (22) | 連敗(トレード数) | -183.65 (3) | |
| 平均 | 連勝 | 9 | 連敗 | 2 | |
| # | 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 | 2013.07.03 16:40 | buy | 1 | 1.00 | 100.252 | 0.000 | 0.000 | ||
| 2 | 2013.07.03 16:40 | modify | 1 | 1.00 | 100.252 | 99.652 | 0.000 | ||
| 3 | 2013.07.03 16:53 | buy | 2 | 2.00 | 100.083 | 0.000 | 0.000 | ||
| 4 | 2013.07.03 16:55 | buy | 3 | 4.00 | 100.137 | 0.000 | 0.000 | ||
| 5 | 2013.07.03 17:55 | s/l | 1 | 1.00 | 99.652 | 99.652 | 0.000 | -60.25 | 9939.75 |
| 6 | 2013.07.05 10:35 | close | 3 | 4.00 | 100.424 | 0.000 | 0.000 | 114.32 | 10054.07 |
| 7 | 2013.07.05 10:35 | close | 2 | 2.00 | 100.424 | 0.000 | 0.000 | 67.91 | 10121.99 |
| 8 | 2013.07.05 17:37 | buy | 4 | 1.00 | 99.981 | 0.000 | 0.000 | ||
| 9 | 2013.07.05 17:37 | modify | 4 | 1.00 | 99.981 | 99.381 | 0.000 | ||
| 10 | 2013.07.05 18:07 | buy | 5 | 1.00 | 100.019 | 0.000 | 0.000 | ||
| 11 | 2013.07.05 18:07 | modify | 5 | 1.00 | 100.019 | 99.419 | 0.000 | ||
| 12 | 2013.07.05 18:37 | buy | 6 | 1.00 | 100.012 | 0.000 | 0.000 | ||
| 13 | 2013.07.05 18:37 | modify | 6 | 1.00 | 100.012 | 99.412 | 0.000 | ||
| 14 | 2013.07.05 21:32 | close | 6 | 1.00 | 100.331 | 99.412 | 0.000 | 31.79 | 10153.78 |
| 15 | 2013.07.05 21:32 | close | 5 | 1.00 | 100.331 | 99.419 | 0.000 | 31.10 | 10184.88 |
| 16 | 2013.07.05 21:32 | close | 4 | 1.00 | 100.331 | 99.381 | 0.000 | 34.88 | 10219.76 |
| 17 | 2013.07.10 02:40 | buy | 7 | 1.00 | 100.835 | 0.000 | 0.000 | ||
| 18 | 2013.07.10 02:40 | modify | 7 | 1.00 | 100.835 | 100.235 | 0.000 | ||
| 19 | 2013.07.10 05:50 | close | 7 | 1.00 | 101.138 | 100.235 | 0.000 | 29.96 | 10249.72 |
| 20 | 2013.07.17 22:25 | buy | 8 | 1.00 | 99.147 | 0.000 | 0.000 | ||
| 21 | 2013.07.17 22:25 | modify | 8 | 1.00 | 99.147 | 98.547 | 0.000 | ||
| 22 | 2013.07.17 22:31 | buy | 9 | 1.00 | 99.202 | 0.000 | 0.000 | ||
| 23 | 2013.07.17 22:31 | modify | 9 | 1.00 | 99.202 | 98.602 | 0.000 | ||
| 24 | 2013.07.17 22:40 | buy | 10 | 2.00 | 99.050 | 0.000 | 0.000 | ||
| 25 | 2013.07.17 23:20 | close | 10 | 2.00 | 99.413 | 0.000 | 0.000 | 73.03 | 10322.75 |
| 26 | 2013.07.17 23:20 | close | 9 | 1.00 | 99.413 | 98.602 | 0.000 | 21.22 | 10343.97 |
| 27 | 2013.07.17 23:20 | close | 8 | 1.00 | 99.413 | 98.547 | 0.000 | 26.76 | 10370.73 |
| 28 | 2013.07.19 11:53 | buy | 11 | 1.00 | 100.004 | 0.000 | 0.000 | ||
| 29 | 2013.07.19 11:53 | modify | 11 | 1.00 | 100.004 | 99.404 | 0.000 | ||
| 30 | 2013.07.19 12:01 | buy | 12 | 1.00 | 99.978 | 0.000 | 0.000 | ||
| 31 | 2013.07.19 12:01 | modify | 12 | 1.00 | 99.978 | 99.378 | 0.000 | ||
| 32 | 2013.07.19 12:37 | buy | 13 | 2.00 | 99.893 | 0.000 | 0.000 | ||
| 33 | 2013.07.19 16:37 | close | 13 | 2.00 | 100.278 | 0.000 | 0.000 | 76.79 | 10447.52 |
| 34 | 2013.07.19 16:37 | close | 12 | 1.00 | 100.278 | 99.378 | 0.000 | 29.92 | 10477.44 |
| 35 | 2013.07.19 16:37 | close | 11 | 1.00 | 100.278 | 99.404 | 0.000 | 27.32 | 10504.76 |
| 36 | 2013.07.22 09:07 | buy | 14 | 1.00 | 99.897 | 0.000 | 0.000 | ||
| 37 | 2013.07.22 09:07 | modify | 14 | 1.00 | 99.897 | 99.297 | 0.000 | ||
| 38 | 2013.07.22 09:10 | buy | 15 | 2.00 | 99.618 | 0.000 | 0.000 | ||
| 39 | 2013.07.22 09:11 | buy | 16 | 4.00 | 99.757 | 0.000 | 0.000 | ||
| 40 | 2013.07.22 09:55 | close | 16 | 4.00 | 100.044 | 0.000 | 0.000 | 114.75 | 10619.51 |
| 41 | 2013.07.22 09:55 | close | 15 | 2.00 | 100.044 | 0.000 | 0.000 | 85.16 | 10704.67 |
| 42 | 2013.07.22 09:55 | close | 14 | 1.00 | 100.044 | 99.297 | 0.000 | 14.69 | 10719.36 |
| 43 | 2013.07.24 03:55 | buy | 17 | 1.00 | 99.421 | 0.000 | 0.000 | ||
| 44 | 2013.07.24 03:55 | modify | 17 | 1.00 | 99.421 | 98.821 | 0.000 | ||
| 45 | 2013.07.24 10:55 | close | 17 | 1.00 | 99.733 | 98.821 | 0.000 | 31.28 | 10750.64 |
| 46 | 2013.07.30 20:35 | buy | 18 | 1.00 | 97.857 | 0.000 | 0.000 | ||
| 47 | 2013.07.30 20:35 | modify | 18 | 1.00 | 97.857 | 97.257 | 0.000 | ||
| 48 | 2013.07.30 20:48 | buy | 19 | 2.00 | 97.766 | 0.000 | 0.000 | ||
| 49 | 2013.07.30 21:05 | buy | 20 | 1.00 | 97.844 | 0.000 | 0.000 | ||
| 50 | 2013.07.30 21:05 | modify | 20 | 1.00 | 97.844 | 97.244 | 0.000 | ||
| 51 | 2013.07.30 22:46 | close | 20 | 1.00 | 98.139 | 97.244 | 0.000 | 30.06 | 10780.70 |
| 52 | 2013.07.30 22:46 | close | 19 | 2.00 | 98.139 | 0.000 | 0.000 | 76.01 | 10856.71 |
| 53 | 2013.07.30 22:46 | close | 18 | 1.00 | 98.139 | 97.257 | 0.000 | 28.73 | 10885.44 |
| 54 | 2013.08.02 21:40 | buy | 21 | 1.00 | 99.102 | 0.000 | 0.000 | ||
| 55 | 2013.08.02 21:40 | modify | 21 | 1.00 | 99.102 | 98.502 | 0.000 | ||
| 56 | 2013.08.02 21:41 | buy | 22 | 2.00 | 99.008 | 0.000 | 0.000 | ||
| 57 | 2013.08.02 21:46 | buy | 23 | 4.00 | 98.959 | 0.000 | 0.000 | ||
| 58 | 2013.08.02 22:07 | close | 23 | 4.00 | 99.319 | 0.000 | 0.000 | 144.99 | 11030.43 |
| 59 | 2013.08.02 22:07 | close | 22 | 2.00 | 99.319 | 0.000 | 0.000 | 62.63 | 11093.06 |
| 60 | 2013.08.02 22:07 | close | 21 | 1.00 | 99.319 | 98.502 | 0.000 | 21.85 | 11114.91 |
| 61 | 2013.08.02 22:40 | buy | 24 | 1.00 | 99.198 | 0.000 | 0.000 | ||
| 62 | 2013.08.02 22:40 | modify | 24 | 1.00 | 99.198 | 98.598 | 0.000 | ||
| 63 | 2013.08.02 23:02 | buy | 25 | 1.00 | 99.206 | 0.000 | 0.000 | ||
| 64 | 2013.08.02 23:02 | modify | 25 | 1.00 | 99.206 | 98.606 | 0.000 | ||
| 65 | 2013.08.02 23:10 | buy | 26 | 2.00 | 99.090 | 0.000 | 0.000 | ||
| 66 | 2013.08.05 14:55 | s/l | 24 | 1.00 | 98.598 | 98.598 | 0.000 | -60.87 | 11054.04 |
| 67 | 2013.08.05 14:55 | s/l | 25 | 1.00 | 98.606 | 98.606 | 0.000 | -60.88 | 10993.16 |
| 68 | 2013.08.05 14:55 | buy | 27 | 4.00 | 98.574 | 0.000 | 0.000 | ||
| 69 | 2013.08.20 03:55 | buy | 28 | 1.00 | 97.546 | 0.000 | 0.000 | ||
| 70 | 2013.08.20 03:55 | modify | 28 | 1.00 | 97.546 | 96.946 | 0.000 | ||
| 71 | 2013.08.20 23:10 | s/l | 28 | 1.00 | 96.946 | 96.946 | 0.000 | -61.90 | 10931.26 |
| 72 | 2013.08.23 10:37 | close | 27 | 4.00 | 99.060 | 0.000 | 0.000 | 196.26 | 11127.52 |
| 73 | 2013.08.23 10:37 | close | 26 | 2.00 | 99.060 | 0.000 | 0.000 | -6.05 | 11121.47 |
| 74 | 2013.08.23 23:22 | buy | 29 | 1.00 | 98.621 | 0.000 | 0.000 | ||
| 75 | 2013.08.23 23:22 | modify | 29 | 1.00 | 98.621 | 98.021 | 0.000 | ||
| 76 | 2013.08.23 23:25 | buy | 30 | 2.00 | 98.474 | 0.000 | 0.000 | ||
| 77 | 2013.08.23 23:27 | buy | 31 | 4.00 | 98.511 | 0.000 | 0.000 | ||
| 78 | 2013.08.26 07:55 | close | 31 | 4.00 | 98.819 | 0.000 | 0.000 | 124.67 | 11246.15 |
| 79 | 2013.08.26 07:55 | close | 30 | 2.00 | 98.819 | 0.000 | 0.000 | 69.82 | 11315.97 |
| 80 | 2013.08.26 07:55 | close | 29 | 1.00 | 98.819 | 98.021 | 0.000 | 20.04 | 11336.01 |