Strategy Tester Report
madoume
FXTrade-Demo (Build 509)

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
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
12012.10.01 00:00buy11.0077.96276.26278.018
22012.10.01 03:10t/p11.0078.01876.26278.0187.1810007.18
32012.10.15 00:00sell21.0078.42980.12978.376
42012.10.15 03:52t/p21.0078.37680.12978.3766.7610013.94
52012.11.19 00:00sell31.0081.36783.06781.237
62012.11.19 03:40t/p31.0081.23783.06781.23716.0110029.95
72012.11.26 00:00buy41.0082.34080.64082.402
82012.11.26 00:25t/p41.0082.40280.64082.4027.5310037.48
92012.12.10 00:00sell51.0082.50884.20882.424
102012.12.10 06:55t/p51.0082.42484.20882.42410.1910047.67
112013.02.25 00:00sell61.0094.50796.20793.431
122013.02.25 18:46t/p61.0093.43196.20793.431115.2210162.89
132013.03.04 00:00sell71.0093.61495.31493.564
142013.03.04 00:05t/p71.0093.56495.31493.5645.3410168.23
152013.03.18 00:00sell81.0095.34897.04895.251
162013.03.18 00:01t/p81.0095.25197.04895.25110.2210178.45
172013.04.08 07:00sell91.0098.310100.01097.604
182013.04.15 12:55t/p91.0097.604100.01097.60472.3610250.81
192013.04.22 07:00sell101.0099.779101.47999.576
202013.04.22 21:55t/p101.0099.576101.47999.57620.3910271.20
212013.05.06 07:00sell111.0099.144100.84499.005
222013.05.07 10:20t/p111.0099.005100.84499.00514.0410285.24
232013.05.13 07:00sell121.00101.777103.477101.626
242013.05.13 14:25t/p121.00101.626103.477101.62614.8610300.10
252013.05.20 07:00buy131.00102.610100.910103.207
262013.05.22 23:25t/p131.00103.207100.910103.20757.8310357.93
272013.05.27 07:00sell141.00101.247102.947101.154
282013.05.27 07:08t/p141.00101.154102.947101.1549.1910367.12
292013.06.03 07:00sell151.00100.557102.257100.396
302013.06.03 08:48t/p151.00100.396102.257100.39616.0410383.16
312013.06.10 07:01sell161.0097.81699.51697.560
322013.06.11 18:01t/p161.0097.56099.51697.56026.2410409.40
332013.06.24 07:00sell171.0097.96899.66897.812
342013.06.24 18:10t/p171.0097.81299.66897.81215.9610425.36
352013.07.08 07:00sell181.00101.272102.972101.190
362013.07.08 10:50t/p181.00101.190102.972101.1908.1110433.47
372013.07.22 07:00buy191.00100.38198.681100.456
382013.07.22 07:01t/p191.00100.45698.681100.4567.4610440.93
392013.07.29 07:00sell201.0098.338100.03898.213
402013.07.29 07:05t/p201.0098.213100.03898.21312.7310453.66
412013.08.05 07:00sell211.0098.990100.69098.917
422013.08.05 07:10t/p211.0098.917100.69098.9177.3810461.04
432013.08.12 07:00sell221.0096.32698.02696.240
442013.08.12 08:50t/p221.0096.24098.02696.2408.9410469.98
452013.08.26 07:00buy231.0098.62796.92798.703
462013.08.26 07:25t/p231.0098.70396.92798.7037.7010477.68
472013.09.02 07:00sell241.0098.349100.04998.185
482013.09.05 16:40s/l241.00100.049100.04998.185-169.8310307.85
492013.09.09 07:00sell251.0099.792101.49299.106
502013.09.12 23:53t/p251.0099.106101.49299.10669.2410377.09
512013.09.16 07:00buy261.0098.84397.14399.309
522013.09.17 11:40t/p261.0099.30997.14399.30946.9210424.01
532013.09.23 07:00buy271.0099.28097.58099.345
542013.09.23 07:25t/p271.0099.34597.58099.3456.5410430.55
552013.09.30 07:00buy281.0097.78996.08998.177
562013.10.01 00:07t/p281.0098.17796.08998.17739.5110470.06
572013.10.07 07:00buy291.0097.29095.59097.429
582013.10.09 13:10t/p291.0097.42995.59097.42914.2710484.33