Strategy Tester Report
VQbreak_Debug
FXTrade-Demo (Build 509)

通貨ペアUSDJPY (US Dollar vs Japanese Yen)
期間30分足(M30) 2013.01.02 08:00 - 2013.12.07 00:00 (2013.01.01 - 2013.12.07)
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; BuyOrder_Limit_0=0; BuyOrder_Stop_0=15;
テストバー数11371モデルティック数255670モデリング品質n/a
不整合チャートエラー12
初期証拠金10000.00
総損益486.43総利益1372.87総損失-886.44
プロフィットファクター1.55期待利得6.01
絶対ドローダウン45.28最大ドローダウン311.10 (2.89%)相対ドローダウン2.89% (311.10)
総取引数81ショートポジション(勝率%)0 (0.00%)ロングポジション(勝率%)81 (27.16%)
勝率(%)22 (27.16%)負率 (%)59 (72.84%)
最大勝トレード235.85負トレード-17.03
平均勝トレード62.40負トレード-15.02
最大連勝(金額)3 (328.81)連敗(金額)9 (-136.82)
最大化連勝(トレード数)328.81 (3)連敗(トレード数)-136.82 (9)
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
12013.01.09 04:00buy11.0087.4270.0000.000
22013.01.09 04:00modify11.0087.42787.2770.000
32013.01.09 23:30close11.0087.73687.2770.00035.2210035.22
42013.01.10 01:00buy21.0088.0360.0000.000
52013.01.10 01:00modify21.0088.03687.8860.000
62013.01.10 13:30close21.0088.10987.8860.0008.2910043.51
72013.01.10 15:30buy31.0088.2850.0000.000
82013.01.10 15:30modify31.0088.28588.1350.000
92013.01.10 16:37s/l31.0088.13588.1350.000-17.0310026.48
102013.01.11 16:30buy41.0089.1960.0000.000
112013.01.11 16:30modify41.0089.19689.0460.000
122013.01.11 17:20s/l41.0089.04689.0460.000-16.8510009.63
132013.01.17 02:00buy51.0088.6800.0000.000
142013.01.17 02:00modify51.0088.68088.5300.000
152013.01.17 02:40s/l51.0088.53088.5300.000-16.949992.69
162013.01.18 06:30buy61.0090.1600.0000.000
172013.01.18 06:30modify61.0090.16090.0100.000
182013.01.18 06:40s/l61.0090.01090.0100.000-16.679976.02
192013.01.21 16:30buy71.0089.6780.0000.000
202013.01.21 16:30modify71.0089.67889.5280.000
212013.01.22 00:00close71.0089.58289.5280.000-10.729965.30
222013.01.24 05:00buy81.0088.9140.0000.000
232013.01.24 05:00modify81.0088.91488.7640.000
242013.01.28 08:00close81.0090.90388.7640.000218.8010184.10
252013.01.31 12:30buy91.0091.0270.0000.000
262013.01.31 12:30modify91.0091.02790.8770.000
272013.02.01 16:30close91.0091.87790.8770.00092.5110276.61
282013.02.01 17:30buy101.0092.4340.0000.000
292013.02.01 17:30modify101.0092.43492.2840.000
302013.02.04 04:00close101.0092.59692.2840.00017.5010294.11
312013.02.04 11:00buy111.0092.9200.0000.000
322013.02.04 11:00modify111.0092.92092.7700.000
332013.02.04 14:55s/l111.0092.77092.7700.000-16.1810277.93
342013.02.05 11:00buy121.0092.6070.0000.000
352013.02.05 11:00modify121.0092.60792.4570.000
362013.02.06 13:00close121.0093.66792.4570.000113.1710391.10
372013.02.07 08:30buy131.0093.6610.0000.000
382013.02.07 08:30modify131.0093.66193.5110.000
392013.02.07 09:52s/l131.0093.51193.5110.000-16.0410375.06
402013.02.21 03:00buy141.0093.8340.0000.000
412013.02.21 03:00modify141.0093.83493.6840.000
422013.02.21 03:22s/l141.0093.68493.6840.000-16.0210359.04
432013.02.27 19:00buy151.0091.8980.0000.000
442013.02.27 19:00modify151.0091.89891.7480.000
452013.02.28 11:30close151.0092.15391.7480.00027.6710386.71
462013.03.01 12:00buy161.0092.7460.0000.000
472013.03.01 12:00modify161.0092.74692.5960.000
482013.03.04 05:00close161.0093.32992.5960.00062.4710449.18
492013.03.11 17:00buy171.0096.1920.0000.000
502013.03.11 17:00modify171.0096.19296.0420.000
512013.03.11 18:22s/l171.0096.04296.0420.000-15.6210433.56
522013.03.13 16:30buy181.0096.1720.0000.000
532013.03.13 16:30modify181.0096.17296.0220.000
542013.03.13 17:10s/l181.0096.02296.0220.000-15.6210417.94
552013.03.15 07:30buy191.0096.1750.0000.000
562013.03.15 07:30modify191.0096.17596.0250.000
572013.03.15 10:08s/l191.0096.02596.0250.000-15.6310402.31
582013.03.18 12:00buy201.0095.0410.0000.000
592013.03.18 12:00modify201.0095.04194.8910.000
602013.03.18 12:25s/l201.0094.89194.8910.000-15.8110386.50
612013.03.26 14:30buy211.0094.4280.0000.000
622013.03.26 14:30modify211.0094.42894.2780.000
632013.03.26 14:40s/l211.0094.27894.2780.000-15.9110370.59
642013.03.28 15:30buy221.0094.2890.0000.000
652013.03.28 15:30modify221.0094.28994.1390.000
662013.03.28 17:20s/l221.0094.13994.1390.000-15.9410354.65
672013.03.29 16:30buy231.0094.1340.0000.000
682013.03.29 16:30modify231.0094.13493.9840.000
692013.04.01 04:52s/l231.0093.98493.9840.000-15.9610338.69
702013.04.04 08:00buy241.0094.1000.0000.000
712013.04.04 08:00modify241.0094.10093.9500.000
722013.04.05 08:30close241.0096.37393.9500.000235.8510574.55
732013.04.05 16:30buy251.0096.6080.0000.000
742013.04.05 16:30modify251.0096.60896.4580.000
752013.04.05 16:33s/l251.0096.45896.4580.000-15.5510559.00
762013.04.08 18:00buy261.0098.8980.0000.000
772013.04.08 18:00modify261.0098.89898.7480.000
782013.04.08 18:01s/l261.0098.74898.7480.000-15.1910543.81
792013.04.09 19:30buy271.0099.1010.0000.000
802013.04.09 19:30modify271.0099.10198.9510.000
812013.04.09 22:40s/l271.0098.95198.9510.000-15.1610528.65
822013.05.20 00:30buy281.00102.7590.0000.000
832013.05.20 00:30modify281.00102.759102.6090.000
842013.05.20 00:32s/l281.00102.609102.6090.000-14.6210514.03
852013.05.29 00:00buy291.00102.3740.0000.000
862013.05.29 00:00modify291.00102.374102.2240.000
872013.05.29 00:25s/l291.00102.224102.2240.000-14.6810499.35
882013.05.31 03:00buy301.00101.1210.0000.000
892013.05.31 03:00modify301.00101.121100.9710.000
902013.05.31 03:10s/l301.00100.971100.9710.000-14.8610484.49
912013.06.06 04:30buy311.0099.3390.0000.000
922013.06.06 04:30modify311.0099.33999.1890.000
932013.06.06 04:40s/l311.0099.18999.1890.000-15.1210469.37
942013.06.13 20:30buy321.0094.8650.0000.000
952013.06.13 20:30modify321.0094.86594.7150.000
962013.06.13 20:40s/l321.0094.71594.7150.000-15.8510453.52
972013.06.14 16:30buy331.0095.2340.0000.000
982013.06.14 16:30modify331.0095.23495.0840.000
992013.06.14 16:52s/l331.0095.08495.0840.000-15.7910437.73
1002013.06.19 19:00buy341.0095.2390.0000.000
1012013.06.19 19:00modify341.0095.23995.0890.000
1022013.06.20 22:00close341.0097.23095.0890.000204.7710642.50
1032013.06.21 08:00buy351.0097.6470.0000.000
1042013.06.21 08:00modify351.0097.64797.4970.000
1052013.06.21 12:37s/l351.0097.49797.4970.000-15.3910627.11
1062013.06.25 04:30buy361.0097.9220.0000.000
1072013.06.25 04:30modify361.0097.92297.7720.000
1082013.06.25 05:22s/l361.0097.77297.7720.000-15.3410611.77
1092013.06.25 16:00buy371.0097.6960.0000.000
1102013.06.25 16:00modify371.0097.69697.5460.000
1112013.06.25 16:10s/l371.0097.54697.5460.000-15.3810596.39
1122013.07.02 08:30buy381.0099.7240.0000.000
1132013.07.02 08:30modify381.0099.72499.5740.000
1142013.07.03 05:30close381.00100.52299.5740.00079.3910675.78
1152013.07.04 16:00buy391.00100.1250.0000.000
1162013.07.04 16:00modify391.00100.12599.9750.000
1172013.07.04 16:10s/l391.0099.97599.9750.000-15.0010660.78
1182013.07.05 16:00buy401.00101.0760.0000.000
1192013.07.05 16:00modify401.00101.076100.9260.000
1202013.07.05 16:07s/l401.00100.926100.9260.000-14.8710645.91
1212013.07.09 05:00buy411.00101.2320.0000.000
1222013.07.09 05:00modify411.00101.232101.0820.000
1232013.07.09 05:25s/l411.00101.082101.0820.000-14.8510631.06
1242013.07.15 10:00buy421.0099.3710.0000.000
1252013.07.15 10:00modify421.0099.37199.2210.000
1262013.07.15 19:30close421.0099.88499.2210.00051.3610682.42
1272013.07.16 02:30buy431.00100.0700.0000.000
1282013.07.16 02:30modify431.00100.07099.9200.000
1292013.07.16 03:05s/l431.0099.92099.9200.000-15.0110667.41
1302013.07.22 01:30buy441.00100.5340.0000.000
1312013.07.22 01:30modify441.00100.534100.3840.000
1322013.07.22 01:40s/l441.00100.384100.3840.000-14.9510652.46
1332013.07.24 05:00buy451.0099.7180.0000.000
1342013.07.24 05:00modify451.0099.71899.5680.000
1352013.07.25 05:00close451.00100.05399.5680.00033.4810685.94
1362013.07.30 03:00buy461.0098.0560.0000.000
1372013.07.30 03:00modify461.0098.05697.9060.000
1382013.07.30 12:00close461.0098.00297.9060.000-5.5110680.43
1392013.07.31 06:30buy471.0098.1450.0000.000
1402013.07.31 06:30modify471.0098.14597.9950.000
1412013.07.31 07:10s/l471.0097.99597.9950.000-15.3110665.12
1422013.07.31 15:30buy481.0098.1430.0000.000
1432013.07.31 15:30modify481.0098.14397.9930.000
1442013.07.31 21:01s/l481.0097.99397.9930.000-15.3310649.79
1452013.08.05 04:00buy491.0099.1020.0000.000
1462013.08.05 04:00modify491.0099.10298.9520.000
1472013.08.05 04:40s/l491.0098.95298.9520.000-15.1710634.62
1482013.08.12 06:00buy501.0096.5660.0000.000
1492013.08.12 06:00modify501.0096.56696.4160.000
1502013.08.12 06:40s/l501.0096.41696.4160.000-15.5610619.06
1512013.08.21 08:30buy511.0097.6290.0000.000
1522013.08.21 08:30modify511.0097.62997.4790.000
1532013.08.21 09:55s/l511.0097.47997.4790.000-15.4010603.66
1542013.09.04 08:00buy521.0099.7080.0000.000
1552013.09.04 08:00modify521.0099.70899.5580.000
1562013.09.04 10:10s/l521.0099.55899.5580.000-15.0610588.60
1572013.09.10 09:30buy531.0099.8740.0000.000
1582013.09.10 09:30modify531.0099.87499.7240.000
1592013.09.11 04:00close531.00100.22199.7240.00034.6210623.22
1602013.09.11 07:00buy541.00100.5710.0000.000
1612013.09.11 07:00modify541.00100.571100.4210.000
1622013.09.11 08:38s/l541.00100.421100.4210.000-14.9410608.28
1632013.09.16 19:00buy551.0099.0000.0000.000
1642013.09.16 19:00modify551.0099.00098.8500.000
1652013.09.17 10:00close551.0099.07798.8500.0007.7710616.05
1662013.09.17 17:30buy561.0099.3490.0000.000
1672013.09.17 17:30modify561.0099.34999.1990.000
1682013.09.17 18:37s/l561.0099.19999.1990.000-15.1210600.93
1692013.09.18 04:30buy571.0099.2670.0000.000
1702013.09.18 04:30modify571.0099.26799.1170.000
1712013.09.18 10:25s/l571.0099.11799.1170.000-15.1310585.80
1722013.09.24 09:00buy581.0098.9730.0000.000
1732013.09.24 09:00modify581.0098.97398.8230.000
1742013.09.24 12:52s/l581.0098.82398.8230.000-15.1810570.62
1752013.09.26 05:30buy591.0098.9430.0000.000
1762013.09.26 05:30modify591.0098.94398.7930.000
1772013.09.26 07:22s/l591.0098.79398.7930.000-15.1810555.44
1782013.09.30 18:00buy601.0098.1250.0000.000
1792013.09.30 18:00modify601.0098.12597.9750.000
1802013.10.01 08:00close601.0098.17697.9750.0005.1910560.63
1812013.10.02 20:30buy611.0097.5360.0000.000
1822013.10.02 20:30modify611.0097.53697.3860.000
1832013.10.02 21:40s/l611.0097.38697.3860.000-15.4110545.22
1842013.10.03 05:00buy621.0097.5630.0000.000
1852013.10.03 05:00modify621.0097.56397.4130.000
1862013.10.03 15:30close621.0097.65197.4130.0009.0110554.23
1872013.10.09 03:30buy631.0097.1060.0000.000
1882013.10.09 03:30modify631.0097.10696.9560.000
1892013.10.09 18:00close631.0097.18496.9560.0008.0310562.26
1902013.10.09 21:30buy641.0097.4250.0000.000
1912013.10.09 21:30modify641.0097.42597.2750.000
1922013.10.09 22:48s/l641.0097.27597.2750.000-15.4210546.84
1932013.10.11 19:30buy651.0098.5310.0000.000
1942013.10.11 19:30modify651.0098.53198.3810.000
1952013.10.14 00:00s/l651.0098.38198.3810.000-15.2710531.57
1962013.10.15 12:30buy661.0098.7010.0000.000
1972013.10.15 12:30modify661.0098.70198.5510.000
1982013.10.15 14:20s/l661.0098.55198.5510.000-15.2210516.35
1992013.10.18 01:30buy671.0097.9840.0000.000
2002013.10.18 01:30modify671.0097.98497.8340.000
2012013.10.18 10:00close671.0097.91897.8340.000-6.7410509.61
2022013.10.24 09:00buy681.0097.5560.0000.000
2032013.10.24 09:00modify681.0097.55697.4060.000
2042013.10.24 09:55s/l681.0097.40697.4060.000-15.4010494.21
2052013.10.25 02:30buy691.0097.4230.0000.000
2062013.10.25 02:30modify691.0097.42397.2730.000
2072013.10.25 03:35s/l691.0097.27397.2730.000-15.4310478.78
2082013.10.29 13:30buy701.0097.6550.0000.000
2092013.10.29 13:30modify701.0097.65597.5050.000
2102013.10.30 21:00close701.0098.09697.5050.00044.9610523.74
2112013.10.30 21:30buy711.0098.5840.0000.000
2122013.10.30 21:30modify711.0098.58498.4340.000
2132013.10.31 00:55s/l711.0098.43498.4340.000-15.2410508.50
2142013.11.06 06:00buy721.0098.7100.0000.000
2152013.11.06 06:00modify721.0098.71098.5600.000
2162013.11.06 10:05s/l721.0098.56098.5600.000-15.2210493.28
2172013.11.07 10:30buy731.0098.7350.0000.000
2182013.11.07 10:30modify731.0098.73598.5850.000
2192013.11.07 18:22s/l731.0098.58598.5850.000-15.2310478.05
2202013.11.12 03:30buy741.0099.5000.0000.000
2212013.11.12 03:30modify741.0099.50099.3500.000
2222013.11.12 18:00close741.0099.54099.3500.0004.0210482.07
2232013.11.18 01:30buy751.00100.3740.0000.000
2242013.11.18 01:30modify751.00100.374100.2240.000
2252013.11.18 02:22s/l751.00100.224100.2240.000-14.9710467.10
2262013.11.18 19:30buy761.00100.1820.0000.000
2272013.11.18 19:30modify761.00100.182100.0320.000
2282013.11.18 22:02s/l761.00100.032100.0320.000-15.0010452.10
2292013.11.20 20:00buy771.00100.1290.0000.000
2302013.11.20 20:00modify771.00100.12999.9790.000
2312013.11.20 22:07s/l771.0099.97999.9790.000-15.0110437.09
2322013.11.25 10:30buy781.00101.4950.0000.000
2332013.11.25 10:30modify781.00101.495101.3450.000
2342013.11.25 19:30close781.00101.701101.3450.00020.2610457.35
2352013.11.26 23:30buy791.00101.6210.0000.000
2362013.11.26 23:30modify791.00101.621101.4710.000
2372013.11.27 00:05s/l791.00101.471101.4710.000-14.7810442.57
2382013.11.27 10:30buy801.00101.4180.0000.000
2392013.11.27 10:30modify801.00101.418101.2680.000
2402013.11.28 10:30close801.00102.015101.2680.00058.5210501.09
2412013.11.30 01:30buy811.00102.4620.0000.000
2422013.11.30 01:30modify811.00102.462102.3120.000
2432013.12.02 10:25s/l811.00102.312102.3120.000-14.6610486.43