Strategy Tester Report
boribori_Debug
FXTrade-Demo (Build 509)

通貨ペアUSDJPY (US Dollar vs Japanese Yen)
期間1時間足(H1) 2013.01.01 00:00 - 2013.11.13 00:00 (2013.01.01 - 2013.11.13)
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6337モデルティック数134659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1230.29総利益2717.36総損失-1487.07
プロフィットファクター1.83期待利得16.63
絶対ドローダウン65.56最大ドローダウン365.40 (3.27%)相対ドローダウン3.32% (344.92)
総取引数74ショートポジション(勝率%)40 (27.50%)ロングポジション(勝率%)34 (29.41%)
勝率(%)21 (28.38%)負率 (%)53 (71.62%)
最大勝トレード505.77負トレード-34.26
平均勝トレード129.40負トレード-28.06
最大連勝(金額)3 (344.11)連敗(金額)8 (-245.69)
最大化連勝(トレード数)547.89 (2)連敗(トレード数)-245.69 (8)
平均連勝1連敗3
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
12013.01.08 09:00sell11.0087.2590.0000.000
22013.01.08 09:00modify11.0087.25987.5590.000
32013.01.08 11:10s/l11.0087.55987.5590.000-34.269965.74
422013.02.28 09:00buy151.0092.3270.0000.000
432013.02.28 09:00modify151.0092.32792.0270.000
452013.02.28 18:50s/l151.0092.02792.0270.000-32.6010042.44
192013.02.12 02:00buy71.0093.4500.0000.000
202013.02.12 02:00modify71.0093.45093.1500.000
212013.02.13 00:20s/l71.0093.15093.1500.000-32.2110223.68
222013.02.13 14:00sell81.0092.8950.0000.000
232013.02.13 14:00modify81.0092.89593.1950.000
242013.02.13 15:20s/l81.0093.19593.1950.000-32.1910191.49
312013.02.21 05:00buy111.0093.8260.0000.000
322013.02.21 05:00modify111.0093.82693.5260.000
332013.02.21 07:02s/l111.0093.52693.5260.000-32.0910107.88
162013.02.08 01:00sell61.0093.2000.0000.000
172013.02.08 01:00modify61.0093.20093.5000.000
182013.02.08 02:20s/l61.0093.50093.5000.000-32.0810255.89
272013.02.20 04:00sell101.0093.3440.0000.000
282013.02.20 04:00modify101.0093.34493.6440.000
302013.02.20 08:10s/l101.0093.64493.6440.000-32.0310139.97
372013.02.25 09:00buy131.0094.2380.0000.000
382013.02.25 09:00modify131.0094.23893.9380.000
392013.02.25 17:50s/l131.0093.93893.9380.000-31.9710044.06
722013.04.01 10:00buy251.0094.2790.0000.000
732013.04.01 10:00modify251.0094.27993.9790.000
752013.04.01 11:45s/l251.0093.97993.9790.000-31.9310210.76
662013.03.27 05:00buy231.0094.5300.0000.000
672013.03.27 05:00modify231.0094.53094.2300.000
692013.03.27 20:20s/l231.0094.23094.2300.000-31.8510259.66
342013.02.21 18:00sell121.0093.3480.0000.000
352013.02.21 18:00modify121.0093.34893.6480.000
362013.02.25 08:00s/l121.0093.64893.6480.000-31.8410076.03
612013.03.20 22:00buy211.0095.5460.0000.000
622013.03.20 22:00modify211.0095.54695.2460.000
632013.03.21 18:20s/l211.0095.24695.2460.000-31.5110249.20
522013.03.14 18:00buy181.0096.4230.0000.000
532013.03.14 18:00modify181.0096.42396.1230.000
542013.03.14 23:37s/l181.0096.12396.1230.000-31.2110236.31
482013.03.13 02:00sell171.0095.9180.0000.000
492013.03.13 02:00modify171.0095.91896.2180.000
512013.03.13 22:45s/l171.0096.21896.2180.000-31.1810267.52
1542013.08.12 09:00sell521.0096.0550.0000.000
1552013.08.12 09:00modify521.0096.05596.3550.000
1562013.08.12 11:05s/l521.0096.35596.3550.000-31.1411197.34
1572013.08.12 17:00buy531.0096.7660.0000.000
1582013.08.12 17:00modify531.0096.76696.4660.000
1592013.08.13 00:45s/l531.0096.46696.4660.000-31.1011166.24
1172013.06.10 10:00buy401.0097.8520.0000.000
1182013.06.10 10:00modify401.0097.85297.5520.000
1202013.06.11 18:03s/l401.0097.55297.5520.000-30.7910831.92
1662013.08.20 15:00sell561.0097.2520.0000.000
1672013.08.20 15:00modify561.0097.25297.5520.000
1682013.08.21 09:20s/l561.0097.55297.5520.000-30.7511074.19
1632013.08.16 07:00sell551.0097.2630.0000.000
1642013.08.16 07:00modify551.0097.26397.5630.000
1652013.08.16 12:20s/l551.0097.56397.5630.000-30.7411104.94
882013.05.02 22:00buy301.0098.0690.0000.000
892013.05.02 22:00modify301.0098.06997.7690.000
902013.05.02 22:20s/l301.0097.76997.7690.000-30.7010667.46
2042013.10.21 22:00buy691.0098.2110.0000.000
2052013.10.21 22:00modify691.0098.21197.9110.000
2072013.10.22 21:50s/l691.0097.91197.9110.000-30.6611194.70
1962013.10.01 21:00sell661.0097.8280.0000.000
1972013.10.01 21:00modify661.0097.82898.1280.000
1982013.10.01 22:50s/l661.0098.12898.1280.000-30.5711103.52
1602013.08.15 22:00buy541.0098.5320.0000.000
1612013.08.15 22:00modify541.0098.53298.2320.000
1622013.08.15 23:03s/l541.0098.23298.2320.000-30.5611135.68
1922013.10.01 12:00buy651.0098.4960.0000.000
1932013.10.01 12:00modify651.0098.49698.1960.000
1952013.10.01 12:16s/l651.0098.19698.1960.000-30.5611134.09
1452013.07.31 16:00sell491.0097.9250.0000.000
1462013.07.31 16:00modify491.0097.92598.2250.000
1472013.07.31 21:20s/l491.0098.22598.2250.000-30.5411289.34
2142013.11.06 13:00buy721.0098.7070.0000.000
2152013.11.06 13:00modify721.0098.70798.4070.000
2162013.11.08 01:20s/l721.0098.40798.4070.000-30.5011199.44
1482013.08.01 16:00buy501.0098.7480.0000.000
1492013.08.01 16:00modify501.0098.74898.4480.000
1502013.08.05 15:20s/l501.0098.44898.4480.000-30.4911258.85
2112013.11.02 00:00buy711.0098.7670.0000.000
2122013.11.02 00:00modify711.0098.76798.4670.000
2132013.11.05 10:15s/l711.0098.46798.4670.000-30.4711229.94
1712013.08.26 22:00sell581.0098.3850.0000.000
1722013.08.26 22:00modify581.0098.38598.6850.000
1742013.08.27 00:46s/l581.0098.68598.6850.000-30.3911108.55
1512013.08.05 16:00sell511.0098.4590.0000.000
1522013.08.05 16:00modify511.0098.45998.7590.000
1532013.08.05 23:16s/l511.0098.75998.7590.000-30.3711228.48
852013.04.23 17:00sell291.0098.6380.0000.000
862013.04.23 17:00modify291.0098.63898.9380.000
872013.04.23 21:15s/l291.0098.93898.9380.000-30.3210698.16
1842013.09.19 22:00buy621.0099.2840.0000.000
1852013.09.19 22:00modify621.0099.28498.9840.000
1862013.09.23 15:15s/l621.0098.98498.9840.000-30.3111198.68
1872013.09.23 22:00sell631.0098.7950.0000.000
1882013.09.23 22:00modify631.0098.79599.0950.000
1892013.09.24 16:10s/l631.0099.09599.0950.000-30.2711168.41
812013.04.12 18:00sell281.0099.1170.0000.000
822013.04.12 18:00modify281.0099.11799.4170.000
842013.04.12 21:20s/l281.0099.41799.4170.000-30.1710728.48
1362013.07.17 00:00sell461.0099.2770.0000.000
1372013.07.17 00:00modify461.0099.27799.5770.000
1382013.07.17 16:10s/l461.0099.57799.5770.000-30.1311130.14
1772013.09.06 22:00sell601.0099.1880.0000.000
1782013.09.06 22:00modify601.0099.18899.4880.000
1802013.09.09 07:00s/l601.0099.48899.4880.000-30.0711181.63
1272013.07.03 21:00sell431.0099.4790.0000.000
1282013.07.03 21:00modify431.0099.47999.7790.000
1292013.07.04 00:20s/l431.0099.77999.7790.000-30.0511016.32
1302013.07.05 11:00buy441.00100.4010.0000.000
1312013.07.05 11:00modify441.00100.401100.1010.000
1322013.07.05 17:20s/l441.00100.101100.1010.000-29.9710986.35
1122013.05.30 00:00sell381.00100.9060.0000.000
1132013.05.30 00:00modify381.00100.906101.2060.000
1142013.05.30 03:50s/l381.00101.206101.2060.000-29.6410684.99
942013.05.15 02:00buy321.00102.2510.0000.000
952013.05.15 02:00modify321.00102.251101.9510.000
962013.05.15 22:50s/l321.00101.951101.9510.000-29.4510861.21
1092013.05.28 17:00buy371.00102.2480.0000.000
1102013.05.28 17:00modify371.00102.248101.9480.000
1112013.05.29 03:15s/l371.00101.948101.9480.000-29.4310714.63
972013.05.17 04:00sell331.00102.0500.0000.000
982013.05.17 04:00modify331.00102.050102.3500.000
992013.05.17 04:20s/l331.00102.350102.3500.000-29.3110831.90
1002013.05.17 18:00buy341.00102.6360.0000.000
1012013.05.17 18:00modify341.00102.636102.3360.000
1022013.05.17 19:15s/l341.00102.336102.3360.000-29.3110802.59
1062013.05.23 15:00sell361.00102.1230.0000.000
1072013.05.23 15:00modify361.00102.123102.4230.000
1082013.05.24 08:50s/l361.00102.423102.4230.000-29.2810744.06
1032013.05.21 05:00sell351.00102.2490.0000.000
1042013.05.21 05:00modify351.00102.249102.5490.000
1052013.05.21 09:50s/l351.00102.549102.5490.000-29.2510773.34
42013.01.15 13:00sell21.0088.9620.0000.000
52013.01.15 13:00modify21.0088.96289.2620.000
82013.01.17 19:00close21.0089.15789.2620.000-21.879943.87
252013.02.16 04:00buy91.0093.5260.0000.000
262013.02.16 04:00modify91.0093.52693.2260.000
292013.02.20 04:00close91.0093.34493.2260.000-19.5010172.00
702013.03.28 11:00sell241.0094.1190.0000.000
712013.03.28 11:00modify241.0094.11994.4190.000
742013.04.01 10:00close241.0094.27994.4190.000-16.9710242.69
2022013.10.17 19:00sell681.0098.0560.0000.000
2032013.10.17 19:00modify681.0098.05698.3560.000
2062013.10.21 22:00close681.0098.21198.3560.000-15.7811225.36
2172013.11.09 01:00buy731.0099.0820.0000.000
2182013.11.09 01:00modify731.0099.08298.7820.000
2192013.11.09 03:00close731.0098.96298.7820.000-12.1311187.31
582013.03.20 01:00sell201.0094.8470.0000.000
592013.03.20 01:00modify201.0094.84795.1470.000
602013.03.20 03:00close201.0094.93595.1470.000-9.2710280.71
1902013.09.27 21:00sell641.0098.4590.0000.000
1912013.09.27 21:00modify641.0098.45998.7590.000
1942013.10.01 12:00close641.0098.49698.7590.000-3.7611164.65
1242013.06.27 00:00sell421.0097.4240.0000.000
1252013.06.27 00:00modify421.0097.42497.7240.000
1262013.06.27 01:00close421.0097.43997.7240.000-1.5411046.37
1392013.07.22 13:00sell471.0099.9780.0000.000
1402013.07.22 13:00modify471.0099.978100.2780.000
1412013.07.24 15:00close471.0099.849100.2780.00012.9211143.06
402013.02.26 05:00sell141.0092.6130.0000.000
412013.02.26 05:00modify141.0092.61392.9130.000
442013.02.28 09:00close141.0092.32792.9130.00030.9810075.04
762013.04.01 12:00sell261.0093.9350.0000.000
772013.04.01 12:00modify261.0093.93594.2350.000
782013.04.03 16:00close261.0093.54194.2350.00042.1210252.88
642013.03.22 03:00sell221.0094.9300.0000.000
652013.03.22 03:00modify221.0094.93095.2300.000
682013.03.27 05:00close221.0094.53095.2300.00042.3110291.51
2202013.11.09 06:00buy741.0099.1640.0000.000
2212013.11.09 06:00modify741.0099.16498.8640.000
2222013.11.12 23:59close at stop741.0099.59298.8640.00042.9811230.29
62013.01.17 19:00buy31.0089.1570.0000.000
72013.01.17 19:00modify31.0089.15788.8570.000
92013.01.21 23:00close31.0089.56288.8570.00045.229989.09
1812013.09.12 10:00sell611.0099.6950.0000.000
1822013.09.12 10:00modify611.0099.69599.9950.000
1832013.09.18 02:00close611.0099.22599.9950.00047.3711228.99
552013.03.15 22:00sell191.0095.9170.0000.000
562013.03.15 22:00modify191.0095.91796.2170.000
572013.03.19 18:00close191.0095.40596.2170.00053.6710289.98
1692013.08.22 04:00buy571.0097.7480.0000.000
1702013.08.22 04:00modify571.0097.74897.4480.000
1732013.08.26 22:00close571.0098.38597.4480.00064.7511138.95
2082013.10.23 11:00sell701.0098.0330.0000.000
2092013.10.23 11:00modify701.0098.03398.3330.000
2102013.10.26 05:00close701.0097.39398.3330.00065.7111260.41
1752013.08.29 16:00buy591.0098.1650.0000.000
1762013.08.29 16:00modify591.0098.16597.8650.000
1792013.09.06 22:00close591.0099.18897.8650.000103.1411211.70
1992013.10.09 11:00buy671.0097.1740.0000.000
2002013.10.09 11:00modify671.0097.17496.8740.000
2012013.10.16 10:00close671.0098.53096.8740.000137.6211241.14
102013.01.24 18:00buy41.0089.3580.0000.000
112013.01.24 18:00modify41.0089.35889.0580.000
122013.01.29 11:00close41.0090.68189.0580.000145.9010134.99
132013.01.30 14:00buy51.0090.9500.0000.000
142013.01.30 14:00modify51.0090.95090.6500.000
152013.02.05 14:00close51.0092.36390.6500.000152.9810287.97
1332013.07.10 03:00sell451.00100.9680.0000.000
1342013.07.10 03:00modify451.00100.968101.2680.000
1352013.07.15 11:00close451.0099.242101.2680.000173.9211160.27
1422013.07.25 23:00sell481.0099.7960.0000.000
1432013.07.25 23:00modify481.0099.796100.0960.000
1442013.07.31 03:00close481.0098.062100.0960.000176.8311319.88
1152013.06.05 23:00sell391.0099.5910.0000.000
1162013.06.05 23:00modify391.0099.59199.8910.000
1192013.06.10 10:00close391.0097.85299.8910.000177.7210862.71
1212013.06.12 02:00sell411.0096.9120.0000.000
1222013.06.12 02:00modify411.0096.91297.2120.000
1232013.06.18 15:00close411.0094.86397.2120.000216.0011047.91
912013.05.09 23:00buy311.0099.3470.0000.000
922013.05.09 23:00modify311.0099.34799.0470.000
932013.05.14 21:00close311.00101.61599.0470.000223.2010890.66
462013.03.06 22:00buy161.0093.4600.0000.000
472013.03.06 22:00modify161.0093.46093.1600.000
502013.03.13 02:00close161.0095.91893.1600.000256.2610298.70
792013.04.04 15:00buy271.0094.1040.0000.000
802013.04.04 15:00modify271.0094.10493.8040.000
832013.04.12 18:00close271.0099.11793.8040.000505.7710758.65