通貨ペア | USDJPY (US Dollar vs Japanese Yen) | ||||
期間 | 30分足(M30) 2012.10.01 00:00 - 2013.10.11 00:00 (2012.10.01 - 2013.10.11) | ||||
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 | kairi=50; Slippage=5; SL=170; | ||||
テストバー数 | 13531 | モデルティック数 | 311421 | モデリング品質 | n/a |
不整合チャートエラー | 2 | ||||
初期証拠金 | 10000.00 | ||||
総損益 | 484.33 | 総利益 | 654.16 | 総損失 | -169.83 |
プロフィットファクター | 3.85 | 期待利得 | 16.70 | ||
絶対ドローダウン | 12.78 | 最大ドローダウン | 258.14 (2.46%) | 相対ドローダウン | 2.46% (258.14) |
総取引数 | 29 | ショートポジション(勝率%) | 20 (95.00%) | ロングポジション(勝率%) | 9 (100.00%) |
勝率(%) | 28 (96.55%) | 負率 (%) | 1 (3.45%) | ||
最大 | 勝トレード | 115.22 | 負トレード | -169.83 | |
平均 | 勝トレード | 23.36 | 負トレード | -169.83 | |
最大 | 連勝(金額) | 23 (477.68) | 連敗(金額) | 1 (-169.83) | |
最大化 | 連勝(トレード数) | 477.68 (23) | 連敗(トレード数) | -169.83 (1) | |
平均 | 連勝 | 14 | 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 | 2012.10.01 00:00 | buy | 1 | 1.00 | 77.962 | 76.262 | 78.018 | ||
2 | 2012.10.01 03:10 | t/p | 1 | 1.00 | 78.018 | 76.262 | 78.018 | 7.18 | 10007.18 |
3 | 2012.10.15 00:00 | sell | 2 | 1.00 | 78.429 | 80.129 | 78.376 | ||
4 | 2012.10.15 03:52 | t/p | 2 | 1.00 | 78.376 | 80.129 | 78.376 | 6.76 | 10013.94 |
5 | 2012.11.19 00:00 | sell | 3 | 1.00 | 81.367 | 83.067 | 81.237 | ||
6 | 2012.11.19 03:40 | t/p | 3 | 1.00 | 81.237 | 83.067 | 81.237 | 16.01 | 10029.95 |
7 | 2012.11.26 00:00 | buy | 4 | 1.00 | 82.340 | 80.640 | 82.402 | ||
8 | 2012.11.26 00:25 | t/p | 4 | 1.00 | 82.402 | 80.640 | 82.402 | 7.53 | 10037.48 |
9 | 2012.12.10 00:00 | sell | 5 | 1.00 | 82.508 | 84.208 | 82.424 | ||
10 | 2012.12.10 06:55 | t/p | 5 | 1.00 | 82.424 | 84.208 | 82.424 | 10.19 | 10047.67 |
11 | 2013.02.25 00:00 | sell | 6 | 1.00 | 94.507 | 96.207 | 93.431 | ||
12 | 2013.02.25 18:46 | t/p | 6 | 1.00 | 93.431 | 96.207 | 93.431 | 115.22 | 10162.89 |
13 | 2013.03.04 00:00 | sell | 7 | 1.00 | 93.614 | 95.314 | 93.564 | ||
14 | 2013.03.04 00:05 | t/p | 7 | 1.00 | 93.564 | 95.314 | 93.564 | 5.34 | 10168.23 |
15 | 2013.03.18 00:00 | sell | 8 | 1.00 | 95.348 | 97.048 | 95.251 | ||
16 | 2013.03.18 00:01 | t/p | 8 | 1.00 | 95.251 | 97.048 | 95.251 | 10.22 | 10178.45 |
17 | 2013.04.08 07:00 | sell | 9 | 1.00 | 98.310 | 100.010 | 97.604 | ||
18 | 2013.04.15 12:55 | t/p | 9 | 1.00 | 97.604 | 100.010 | 97.604 | 72.36 | 10250.81 |
19 | 2013.04.22 07:00 | sell | 10 | 1.00 | 99.779 | 101.479 | 99.576 | ||
20 | 2013.04.22 21:55 | t/p | 10 | 1.00 | 99.576 | 101.479 | 99.576 | 20.39 | 10271.20 |
21 | 2013.05.06 07:00 | sell | 11 | 1.00 | 99.144 | 100.844 | 99.005 | ||
22 | 2013.05.07 10:20 | t/p | 11 | 1.00 | 99.005 | 100.844 | 99.005 | 14.04 | 10285.24 |
23 | 2013.05.13 07:00 | sell | 12 | 1.00 | 101.777 | 103.477 | 101.626 | ||
24 | 2013.05.13 14:25 | t/p | 12 | 1.00 | 101.626 | 103.477 | 101.626 | 14.86 | 10300.10 |
25 | 2013.05.20 07:00 | buy | 13 | 1.00 | 102.610 | 100.910 | 103.207 | ||
26 | 2013.05.22 23:25 | t/p | 13 | 1.00 | 103.207 | 100.910 | 103.207 | 57.83 | 10357.93 |
27 | 2013.05.27 07:00 | sell | 14 | 1.00 | 101.247 | 102.947 | 101.154 | ||
28 | 2013.05.27 07:08 | t/p | 14 | 1.00 | 101.154 | 102.947 | 101.154 | 9.19 | 10367.12 |
29 | 2013.06.03 07:00 | sell | 15 | 1.00 | 100.557 | 102.257 | 100.396 | ||
30 | 2013.06.03 08:48 | t/p | 15 | 1.00 | 100.396 | 102.257 | 100.396 | 16.04 | 10383.16 |
31 | 2013.06.10 07:01 | sell | 16 | 1.00 | 97.816 | 99.516 | 97.560 | ||
32 | 2013.06.11 18:01 | t/p | 16 | 1.00 | 97.560 | 99.516 | 97.560 | 26.24 | 10409.40 |
33 | 2013.06.24 07:00 | sell | 17 | 1.00 | 97.968 | 99.668 | 97.812 | ||
34 | 2013.06.24 18:10 | t/p | 17 | 1.00 | 97.812 | 99.668 | 97.812 | 15.96 | 10425.36 |
35 | 2013.07.08 07:00 | sell | 18 | 1.00 | 101.272 | 102.972 | 101.190 | ||
36 | 2013.07.08 10:50 | t/p | 18 | 1.00 | 101.190 | 102.972 | 101.190 | 8.11 | 10433.47 |
37 | 2013.07.22 07:00 | buy | 19 | 1.00 | 100.381 | 98.681 | 100.456 | ||
38 | 2013.07.22 07:01 | t/p | 19 | 1.00 | 100.456 | 98.681 | 100.456 | 7.46 | 10440.93 |
39 | 2013.07.29 07:00 | sell | 20 | 1.00 | 98.338 | 100.038 | 98.213 | ||
40 | 2013.07.29 07:05 | t/p | 20 | 1.00 | 98.213 | 100.038 | 98.213 | 12.73 | 10453.66 |
41 | 2013.08.05 07:00 | sell | 21 | 1.00 | 98.990 | 100.690 | 98.917 | ||
42 | 2013.08.05 07:10 | t/p | 21 | 1.00 | 98.917 | 100.690 | 98.917 | 7.38 | 10461.04 |
43 | 2013.08.12 07:00 | sell | 22 | 1.00 | 96.326 | 98.026 | 96.240 | ||
44 | 2013.08.12 08:50 | t/p | 22 | 1.00 | 96.240 | 98.026 | 96.240 | 8.94 | 10469.98 |
45 | 2013.08.26 07:00 | buy | 23 | 1.00 | 98.627 | 96.927 | 98.703 | ||
46 | 2013.08.26 07:25 | t/p | 23 | 1.00 | 98.703 | 96.927 | 98.703 | 7.70 | 10477.68 |
47 | 2013.09.02 07:00 | sell | 24 | 1.00 | 98.349 | 100.049 | 98.185 | ||
48 | 2013.09.05 16:40 | s/l | 24 | 1.00 | 100.049 | 100.049 | 98.185 | -169.83 | 10307.85 |
49 | 2013.09.09 07:00 | sell | 25 | 1.00 | 99.792 | 101.492 | 99.106 | ||
50 | 2013.09.12 23:53 | t/p | 25 | 1.00 | 99.106 | 101.492 | 99.106 | 69.24 | 10377.09 |
51 | 2013.09.16 07:00 | buy | 26 | 1.00 | 98.843 | 97.143 | 99.309 | ||
52 | 2013.09.17 11:40 | t/p | 26 | 1.00 | 99.309 | 97.143 | 99.309 | 46.92 | 10424.01 |
53 | 2013.09.23 07:00 | buy | 27 | 1.00 | 99.280 | 97.580 | 99.345 | ||
54 | 2013.09.23 07:25 | t/p | 27 | 1.00 | 99.345 | 97.580 | 99.345 | 6.54 | 10430.55 |
55 | 2013.09.30 07:00 | buy | 28 | 1.00 | 97.789 | 96.089 | 98.177 | ||
56 | 2013.10.01 00:07 | t/p | 28 | 1.00 | 98.177 | 96.089 | 98.177 | 39.51 | 10470.06 |
57 | 2013.10.07 07:00 | buy | 29 | 1.00 | 97.290 | 95.590 | 97.429 | ||
58 | 2013.10.09 13:10 | t/p | 29 | 1.00 | 97.429 | 95.590 | 97.429 | 14.27 | 10484.33 |