Strategy Tester Report
White Bear v1.21 Alpari J Rev1
AlpariJapan-Demo-1 (Build 509)

通貨ペアEURUSD (Euro vs US Dollar)
期間5分足(M5) 2013.04.01 00:00 - 2013.08.19 23:55 (2013.04.01 - 2013.08.20)
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LoginMailAddress=""; LoginPassword=""; comment="White Bear v1.21 Alpari J"; MAGIC=8610186; CountDownMode=false; slippage=3; News="--- News Filter ---"; use_NewsFilter=false; Day_Of_The_Week="Mon=1, Tue=2, Wed=3, Thu=4, Fri=5"; DayOfTheWeek=2; NewsTime="GMT = (+9 in Japan)"; Hour_of_News=12; PreHour_of_News=2; PostHour_of_News=3; Entry_Setting=" ---- Entry Setting ----"; maxspread=3; lots=0.1; takeprofit=6; stoploss=40; maxtrades=5; mm=true; risk=1; ML=" ---- ATR Modify Lot ----"; use_ModifyLots=false; md_multiplier=0.5; md=0.0003; atrperiod=27; exit_filter="---- Exit Filter ----"; use_MA_Close=true; time_out="---- Time Out ----"; timeout_function=true; timeout=90; time_filter="---- Time Filter ----"; AO_time=true; Friday_filter="---- Friday Filter ----"; FridayEnd=true; FridayEndHour=10; FridayEndMinute=0; FridayClose=true; FridayCloseHour=20; FridayCloseMinute=0; Monday_filter="---- Monday Filter ----"; MondayStart=true; MondayStartHour=13; MondayStartMinute=0;
テストバー数29999モデルティック数6283680モデリング品質90.00%
不整合チャートエラー0
初期証拠金10000.00
総損益919.87総利益1297.32総損失-377.45
プロフィットファクター3.44期待利得6.81
絶対ドローダウン21.30最大ドローダウン459.00 (4.21%)相対ドローダウン4.21% (459.00)
総取引数135ショートポジション(勝率%)59 (89.83%)ロングポジション(勝率%)76 (93.42%)
勝率(%)124 (91.85%)負率 (%)11 (8.15%)
最大勝トレード16.20負トレード-61.10
平均勝トレード10.46負トレード-34.31
最大連勝(金額)39 (443.16)連敗(金額)3 (-124.54)
最大化連勝(トレード数)443.16 (39)連敗(トレード数)-124.54 (3)
平均連勝21連敗2
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
12013.04.01 21:45buy10.251.284981.280981.28558
22013.04.01 22:00buy20.251.284841.280841.28544
32013.04.01 22:01t/p20.251.285441.280841.2854415.0010015.00
42013.04.01 22:20buy30.251.284691.280691.28529
52013.04.01 22:25buy40.251.284581.280581.28518
62013.04.01 23:10t/p40.251.285181.280581.2851815.0010030.00
72013.04.01 23:20close10.251.284981.280981.285580.0010030.00
82013.04.01 23:50close30.251.284861.280691.285294.2510034.25
92013.04.02 00:05buy50.251.284251.280251.28485
102013.04.02 00:10buy60.251.284221.280221.28482
112013.04.02 01:35close50.251.284551.280251.284857.5010041.75
122013.04.02 01:40close60.251.284551.280221.284828.2510050.00
132013.04.04 22:35buy70.251.293231.289231.29383
142013.04.04 22:45buy80.251.293071.289071.29367
152013.04.04 22:57t/p80.251.293671.289071.2936715.0010065.00
162013.04.05 00:05close70.251.293441.289231.293835.0310070.03
172013.04.05 00:30buy90.251.293011.289011.29361
182013.04.05 01:50buy100.251.292831.288831.29343
192013.04.05 02:00buy110.251.292731.288731.29333
202013.04.05 02:06close90.251.293011.289011.293610.0010070.03
212013.04.05 02:30buy120.251.292721.288721.29332
222013.04.05 02:35buy130.251.292671.288671.29327
232013.04.05 02:40buy140.251.292561.288561.29316
242013.04.05 03:17t/p140.251.293161.288561.2931615.0010085.03
252013.04.05 03:20close100.251.292981.288831.293433.7510088.78
262013.04.05 03:21t/p130.251.293271.288671.2932715.0010103.78
272013.04.05 03:21t/p110.251.293331.288731.2933315.0010118.78
282013.04.05 03:21t/p120.251.293321.288721.2933215.0010133.78
292013.04.09 22:30buy150.251.308761.304761.30936
302013.04.09 22:35buy160.251.308521.304521.30912
312013.04.10 02:28close160.251.308521.304521.30912-0.2210133.55
322013.04.10 05:37close150.251.308761.304761.30936-0.2210133.32
332013.04.16 22:05buy170.251.318491.314491.31909
342013.04.16 22:15buy180.251.318231.314231.31883
352013.04.16 22:25buy190.251.318281.314281.31888
362013.04.16 23:00buy200.251.318121.314121.31872
372013.04.16 23:05buy210.251.317971.313971.31857
382013.04.17 01:13t/p210.251.318571.313971.3185714.7810148.10
392013.04.17 01:13close200.251.318571.314121.3187211.0310159.12
402013.04.17 01:13close190.251.318571.314281.318887.0310166.15
412013.04.17 01:13close180.251.318571.314231.318838.2810174.42
422013.04.17 01:13close170.251.318571.314491.319091.7710176.20
432013.04.17 22:25sell220.251.303381.307381.30278
442013.04.17 22:38t/p220.251.302781.307381.3027815.0010191.20
452013.04.18 02:05sell230.251.303741.307741.30314
462013.04.18 02:33t/p230.251.303141.307741.3031415.0010206.20
472013.04.30 19:20buy240.251.316131.312131.31673
482013.04.30 19:25buy250.251.315651.311651.31625
492013.04.30 19:35buy260.251.315181.311181.31578
502013.04.30 19:40buy270.251.315091.311091.31569
512013.04.30 19:45buy280.251.314931.310931.31553
522013.04.30 19:58t/p280.251.315531.310931.3155315.0010221.20
532013.04.30 19:59t/p270.251.315691.311091.3156915.0010236.20
542013.04.30 20:00t/p260.251.315781.311181.3157815.0010251.20
552013.04.30 20:50buy290.251.314711.310711.31531
562013.04.30 20:58t/p290.251.315311.310711.3153115.0010266.20
572013.04.30 20:59close250.251.315661.311651.316250.2510266.45
582013.04.30 21:50buy300.251.314931.310931.31553
592013.04.30 21:59t/p300.251.315531.310931.3155315.0010281.45
602013.04.30 21:59close240.251.316131.312131.316730.0010281.45
612013.05.01 00:45buy310.251.316381.312381.31698
622013.05.01 02:00t/p310.251.316981.312381.3169815.0010296.45
632013.05.02 20:00sell320.251.306841.310841.30624
642013.05.02 20:20sell330.251.307241.311241.30664
652013.05.02 20:28t/p330.251.306641.311241.3066415.0010311.45
662013.05.02 21:28t/p320.251.306241.310841.3062415.0010326.45
672013.05.02 22:40sell340.251.306471.310471.30587
682013.05.02 23:03t/p340.251.305871.310471.3058715.0010341.45
692013.05.03 01:30sell350.251.306611.310611.30601
702013.05.03 02:10sell360.251.306591.310591.30599
712013.05.03 03:00close350.251.306611.310611.306010.0010341.45
722013.05.03 09:05close360.251.306591.310591.305990.0010341.45
732013.05.07 02:05sell370.251.307451.311451.30685
742013.05.07 02:20sell380.251.307471.311471.30687
752013.05.07 02:25sell390.251.307471.311471.30687
762013.05.07 02:30sell400.251.307561.311561.30696
772013.05.07 02:55t/p400.251.306961.311561.3069615.0010356.45
782013.05.07 02:56t/p380.251.306871.311471.3068715.0010371.45
792013.05.07 02:56t/p390.251.306871.311471.3068715.0010386.45
802013.05.07 03:07t/p370.251.306851.311451.3068515.0010401.45
812013.05.08 17:20buy410.251.316021.312021.31662
822013.05.08 17:26t/p410.251.316621.312021.3166215.0010416.45
832013.05.08 19:50buy420.261.316871.312871.31747
842013.05.08 20:40buy430.261.316711.312711.31731
852013.05.08 20:45buy440.261.316401.312401.31700
862013.05.08 21:00buy450.261.316381.312381.31698
872013.05.08 21:05buy460.261.316301.312301.31690
882013.05.09 10:51t/p460.261.316901.312301.3169014.9010431.35
892013.05.09 10:51close450.261.316901.312381.3169812.8210444.17
902013.05.09 10:51close440.261.316901.312401.3170012.3010456.46
912013.05.09 10:51close430.261.316901.312711.317314.2410460.70
922013.05.09 10:51close420.261.316901.312871.317470.0810460.78
932013.05.09 19:00sell470.261.310381.314381.30978
942013.05.09 19:05sell480.261.310921.314921.31032
952013.05.09 19:36t/p480.261.310321.314921.3103215.6010476.38
962013.05.09 20:00sell490.261.311071.315071.31047
972013.05.09 20:06t/p490.261.310471.315071.3104715.6010491.98
982013.05.09 20:24t/p470.261.309781.314381.3097815.6010507.58
992013.05.15 01:05sell500.261.293401.297401.29280
1002013.05.15 01:15sell510.261.293411.297411.29281
1012013.05.15 01:20sell520.261.293481.297481.29288
1022013.05.15 01:40sell530.261.293741.297741.29314
1032013.05.15 02:21t/p530.261.293141.297741.2931415.6010523.18
1042013.05.15 02:35sell540.261.293641.297641.29304
1052013.05.15 02:40sell550.261.293721.297721.29312
1062013.05.15 04:36t/p550.261.293121.297721.2931215.6010538.78
1072013.05.15 04:36close540.261.293121.297641.2930413.5210552.30
1082013.05.15 04:36close520.261.293121.297481.292889.3610561.66
1092013.05.15 04:36close510.261.293121.297411.292817.5410569.20
1102013.05.15 04:36close500.261.293121.297401.292807.2810576.48
1112013.05.15 20:00sell560.261.286001.290001.28540
1122013.05.15 20:20sell570.261.286181.290181.28558
1132013.05.15 23:25close570.261.288351.290181.28558-56.4210520.06
1142013.05.15 23:25close560.261.288351.290001.28540-61.1010458.96
1152013.05.23 22:05buy580.261.292991.288991.29359
1162013.05.23 22:46t/p580.261.293591.288991.2935915.6010474.56
1172013.05.23 23:25buy590.261.293121.289121.29372
1182013.05.24 00:55close590.261.293151.289121.293720.5510475.11
1192013.05.24 02:10buy600.261.292841.288841.29344
1202013.05.24 02:35buy610.261.292691.288691.29329
1212013.05.24 02:40buy620.261.292651.288651.29325
1222013.05.24 03:20close620.261.291131.288651.29325-39.5210435.59
1232013.05.24 03:20close610.261.291131.288691.29329-40.5610395.03
1242013.05.24 03:20close600.261.291131.288841.29344-44.4610350.57
1252013.05.28 21:10sell630.251.286731.290731.28613
1262013.05.28 21:40sell640.251.287291.291291.28669
1272013.05.28 21:51t/p640.251.286691.291291.2866915.0010365.57
1282013.05.28 22:55close630.251.286731.290731.286130.0010365.57
1292013.05.29 19:15buy650.251.293741.289741.29434
1302013.05.29 19:26t/p650.251.294341.289741.2943415.0010380.57
1312013.05.30 21:45buy660.251.304431.300431.30503
1322013.05.30 22:05buy670.251.304001.300001.30460
1332013.05.30 22:15buy680.251.304101.300101.30470
1342013.05.30 22:30t/p670.251.304601.300001.3046015.0010395.57
1352013.05.30 22:44t/p680.251.304701.300101.3047015.0010410.57
1362013.05.30 23:25close660.251.304431.300431.305030.0010410.57
1372013.05.31 02:10buy690.261.304101.300101.30470
1382013.05.31 03:26t/p690.261.304701.300101.3047015.6010426.17
1392013.06.03 22:00buy700.261.307491.303491.30809
1402013.06.03 22:10buy710.261.307441.303441.30804
1412013.06.03 22:15buy720.261.307431.303431.30803
1422013.06.03 22:20buy730.261.307371.303371.30797
1432013.06.03 22:25buy740.261.307061.303061.30766
1442013.06.03 23:55t/p740.261.307661.303061.3076615.6010441.77
1452013.06.03 23:55close730.261.307671.303371.307977.8010449.57
1462013.06.03 23:55close720.261.307671.303431.308036.2410455.81
1472013.06.03 23:55close710.261.307671.303441.308045.9810461.79
1482013.06.03 23:55close700.261.307671.303491.308094.6810466.47
1492013.06.04 00:50buy750.261.307221.303221.30782
1502013.06.04 00:55buy760.261.307181.303181.30778
1512013.06.04 01:00buy770.261.307021.303021.30762
1522013.06.04 01:05buy780.261.306901.302901.30750
1532013.06.04 01:35buy790.261.306731.302731.30733
1542013.06.04 02:49t/p790.261.307331.302731.3073315.6010482.07
1552013.06.04 02:49close780.261.307331.302901.3075011.1810493.25
1562013.06.04 02:49close770.261.307331.303021.307628.0610501.31
1572013.06.04 02:49close760.261.307331.303181.307783.9010505.21
1582013.06.04 02:49close750.261.307331.303221.307822.8610508.07
1592013.06.07 00:45buy800.261.324111.320111.32471
1602013.06.07 00:55buy810.261.323931.319931.32453
1612013.06.07 01:05buy820.261.323891.319891.32449
1622013.06.07 01:47t/p820.261.324491.319891.3244915.6010523.67
1632013.06.07 02:03t/p810.261.324531.319931.3245315.6010539.27
1642013.06.07 02:15close800.261.324421.320111.324718.0610547.33
1652013.06.11 00:45buy830.261.325401.321401.32600
1662013.06.11 02:10buy840.261.325401.321401.32600
1672013.06.11 02:15close830.261.325441.321401.326001.0410548.37
1682013.06.11 03:17t/p840.261.326001.321401.3260015.6010563.97
1692013.06.19 23:30sell850.261.329571.333571.32897
1702013.06.19 23:33t/p850.261.328971.333571.3289715.6010579.57
1712013.06.20 01:05sell860.261.329671.333671.32907
1722013.06.20 01:10sell870.261.330081.334081.32948
1732013.06.20 01:19t/p870.261.329481.334081.3294815.6010595.17
1742013.06.20 01:23t/p860.261.329071.333671.3290715.6010610.77
1752013.06.26 20:45sell880.261.300801.304801.30020
1762013.06.26 21:07t/p880.261.300201.304801.3002015.6010626.37
1772013.06.26 22:05sell890.261.301131.305131.30053
1782013.06.26 22:15sell900.261.301171.305171.30057
1792013.06.26 23:07t/p900.261.300571.305171.3005715.6010641.97
1802013.06.26 23:08t/p890.261.300531.305131.3005315.6010657.57
1812013.06.26 23:40sell910.261.301231.305231.30063
1822013.06.27 00:05sell920.261.301281.305281.30068
1832013.06.27 00:10sell930.261.301441.305441.30084
1842013.06.27 00:27t/p930.261.300841.305441.3008415.6010673.17
1852013.06.27 00:53t/p920.261.300681.305281.3006815.6010688.77
1862013.06.27 00:53t/p910.261.300631.305231.3006315.6010704.37
1872013.06.27 01:50sell940.261.301031.305031.30043
1882013.06.27 03:55close940.261.302171.305031.30043-29.6410674.73
1892013.07.02 23:50sell950.261.297751.301751.29715
1902013.07.03 00:00sell960.261.297791.301791.29719
1912013.07.03 00:05sell970.261.297981.301981.29738
1922013.07.03 00:35sell980.261.297991.301991.29739
1932013.07.03 01:00sell990.261.298111.302111.29751
1942013.07.03 02:10t/p990.261.297511.302111.2975115.6010690.33
1952013.07.03 02:10close980.261.297501.301991.2973912.7410703.07
1962013.07.03 02:10close970.261.297501.301981.2973812.4810715.55
1972013.07.03 02:10close960.261.297501.301791.297197.5410723.09
1982013.07.03 02:10close950.261.297501.301751.297156.5010729.59
1992013.07.04 18:10sell1000.261.292311.296311.29171
2002013.07.04 18:20sell1010.261.292131.296131.29153
2012013.07.04 18:22t/p1000.261.291711.296311.2917115.6010745.19
2022013.07.04 18:24t/p1010.261.291531.296131.2915315.6010760.79
2032013.07.04 19:30sell1020.261.292911.296911.29231
2042013.07.04 19:50sell1030.261.292981.296981.29238
2052013.07.04 19:55t/p1030.261.292381.296981.2923815.6010776.39
2062013.07.04 19:55t/p1020.261.292311.296911.2923115.6010791.99
2072013.07.04 22:20sell1040.261.291951.295951.29135
2082013.07.04 22:26t/p1040.261.291351.295951.2913515.6010807.59
2092013.07.04 23:40sell1050.261.291551.295551.29095
2102013.07.05 01:10close1050.261.291551.295551.290950.0010807.59
2112013.07.09 19:20sell1060.261.278941.282941.27834
2122013.07.09 19:24t/p1060.261.278341.282941.2783415.6010823.19
2132013.07.09 21:20sell1070.271.278581.282581.27798
2142013.07.09 21:25sell1080.271.278701.282701.27810
2152013.07.09 21:30sell1090.271.278791.282791.27819
2162013.07.09 21:42t/p1090.271.278191.282791.2781916.2010839.39
2172013.07.09 22:10sell1100.271.279011.283011.27841
2182013.07.09 22:46t/p1100.271.278411.283011.2784116.2010855.59
2192013.07.09 22:50close1070.271.278461.282581.277983.2410858.83
2202013.07.09 22:55close1080.271.278541.282701.278104.3210863.15
2212013.07.17 00:15buy1110.271.315701.311701.31630
2222013.07.17 00:20buy1120.271.315581.311581.31618
2232013.07.17 00:35buy1130.271.315521.311521.31612
2242013.07.17 00:40buy1140.271.315331.311331.31593
2252013.07.17 00:55buy1150.271.314991.310991.31559
2262013.07.17 00:57t/p1150.271.315591.310991.3155916.2010879.35
2272013.07.17 02:05buy1160.271.314871.310871.31547
2282013.07.17 11:07t/p1160.271.315471.310871.3154716.2010895.55
2292013.07.17 11:07close1140.271.315481.311331.315934.0510899.60
2302013.07.17 11:07close1130.271.315531.311521.316120.2710899.87
2312013.07.17 11:07close1120.271.315591.311581.316180.2710900.14
2322013.07.17 11:22close1110.271.315711.311701.316300.2710900.41
2332013.07.26 00:40buy1170.271.327371.323371.32797
2342013.07.26 01:45t/p1170.271.327971.323371.3279716.2010916.61
2352013.07.26 02:15buy1180.271.327581.323581.32818
2362013.07.26 04:55close1180.271.327581.323581.328180.0010916.61
2372013.08.08 20:45buy1190.271.338671.334671.33927
2382013.08.08 20:55buy1200.271.338551.334551.33915
2392013.08.08 21:05buy1210.271.338571.334571.33917
2402013.08.08 21:10buy1220.271.338481.334481.33908
2412013.08.08 21:15buy1230.271.338341.334341.33894
2422013.08.08 21:50t/p1230.271.338941.334341.3389416.2010932.81
2432013.08.08 22:35buy1240.271.338191.334191.33879
2442013.08.08 23:01t/p1240.271.338791.334191.3387916.2010949.01
2452013.08.08 23:01close1220.271.338821.334481.339089.1810958.19
2462013.08.08 23:01close1210.271.338821.334571.339176.7510964.94
2472013.08.08 23:01close1200.271.338821.334551.339157.2910972.23
2482013.08.08 23:01close1190.271.338821.334671.339274.0510976.28
2492013.08.08 23:30buy1250.271.338081.334081.33868
2502013.08.09 01:00close1250.271.338091.334081.338680.0310976.30
2512013.08.12 17:45sell1260.271.329441.333441.32884
2522013.08.12 18:05sell1270.271.329591.333591.32899
2532013.08.12 18:10sell1280.271.329741.333741.32914
2542013.08.12 18:30close1280.271.330891.333741.32914-31.0510945.25
2552013.08.12 18:30close1270.271.330891.333591.32899-35.1010910.15
2562013.08.12 18:30close1260.271.330891.333441.32884-39.1510871.00
2572013.08.13 19:10sell1290.271.325121.329121.32452
2582013.08.13 19:40sell1300.271.325601.329601.32500
2592013.08.13 20:10sell1310.271.325681.329681.32508
2602013.08.13 20:20sell1320.271.325701.329701.32510
2612013.08.13 20:40close1290.271.325121.329121.324520.0010871.00
2622013.08.13 20:41t/p1320.271.325101.329701.3251016.2010887.20
2632013.08.13 20:41t/p1310.271.325081.329681.3250816.2010903.40
2642013.08.13 21:18close1300.271.325591.329601.325000.2710903.67
2652013.08.13 21:45sell1330.271.326001.330001.32540
2662013.08.13 21:55sell1340.271.326301.330301.32570
2672013.08.13 23:42close1340.271.326301.330301.325700.0010903.67
2682013.08.14 00:21close1330.271.326001.330001.325400.0010903.67
2692013.08.16 02:00buy1350.271.334541.330541.33514
2702013.08.16 02:57t/p1350.271.335141.330541.3351416.2010919.87