Strategy Tester Report
magicbox_ea_1
FXTrade-Demo (Build 765)
| 通貨ペア | EURJPY (Euro vs Japanese Yen) | ||||
| 期間 | 1分足(M1) 2015.01.01 00:00 - 2015.03.20 15:59 (2015.01.01 - 2015.03.21) | ||||
| 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; SLPIPS=10; TARGET=5; Magic=20000; | ||||
| テストバー数 | 79477 | モデルティック数 | 889404 | 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 | スプレッド | 現在値 (14) | ||
| 総損益 | 633.67 | 総利益 | 1301.53 | 総損失 | -667.86 |
| プロフィットファクター | 1.95 | 期待利得 | 8.92 | ||
| 絶対ドローダウン | 36.15 | 最大ドローダウン | 154.89 (1.49%) | 相対ドローダウン | 1.49% (154.89) |
| 総取引数 | 71 | ショートポジション(勝率%） | 44 (54.55%) | ロングポジション(勝率%） | 27 (55.56%) |
| 勝率(%) | 39 (54.93%) | 負率 (%) | 32 (45.07%) | ||
| 最大 | 勝トレード | 126.70 | 負トレード | -71.53 | |
| 平均 | 勝トレード | 33.37 | 負トレード | -20.87 | |
| 最大 | 連勝(金額) | 5 (254.96) | 連敗(金額) | 5 (-78.55) | |
| 最大化 | 連勝(トレード数) | 254.96 (5) | 連敗(トレード数) | -83.76 (3) | |
| 平均 | 連勝 | 2 | 連敗 | 2 | |
| # | 時間 | 取引種別 | 注文番号 | 数量 | 価格 | S / L | T/P:決済指値 | 損益 | 残高 |
| 1 | 2015.01.05 13:07 | buy | 1 | 1.00 | 143.896 | 0.000 | 0.000 | ||
| 2 | 2015.01.05 14:08 | close | 1 | 1.00 | 143.970 | 0.000 | 0.000 | 6.13 | 10006.13 |
| 3 | 2015.01.05 17:09 | buy | 2 | 1.00 | 143.896 | 0.000 | 0.000 | ||
| 4 | 2015.01.05 17:09 | modify | 2 | 1.00 | 143.896 | 143.504 | 145.439 | ||
| 5 | 2015.01.05 20:46 | s/l | 2 | 1.00 | 143.504 | 143.504 | 145.439 | -32.44 | 9973.69 |
| 6 | 2015.01.05 21:19 | sell | 3 | 1.00 | 143.430 | 0.000 | 0.000 | ||
| 7 | 2015.01.05 22:48 | close | 3 | 1.00 | 143.016 | 0.000 | 0.000 | 34.27 | 10007.96 |
| 8 | 2015.01.06 19:32 | sell | 4 | 1.00 | 141.812 | 0.000 | 0.000 | ||
| 9 | 2015.01.06 19:32 | modify | 4 | 1.00 | 141.812 | 142.141 | 140.331 | ||
| 10 | 2015.01.06 21:37 | close | 4 | 1.00 | 141.612 | 142.141 | 140.331 | 16.55 | 10024.51 |
| 11 | 2015.01.07 12:21 | buy | 5 | 1.00 | 141.480 | 0.000 | 0.000 | ||
| 12 | 2015.01.07 12:48 | close | 5 | 1.00 | 141.389 | 0.000 | 0.000 | -7.53 | 10016.98 |
| 13 | 2015.01.08 20:40 | buy | 6 | 1.00 | 141.072 | 0.000 | 0.000 | ||
| 14 | 2015.01.09 10:17 | close | 6 | 1.00 | 141.251 | 0.000 | 0.000 | 14.70 | 10031.68 |
| 15 | 2015.01.09 20:49 | sell | 7 | 1.00 | 140.811 | 0.000 | 0.000 | ||
| 16 | 2015.01.10 01:10 | close | 7 | 1.00 | 140.496 | 0.000 | 0.000 | 26.07 | 10057.75 |
| 17 | 2015.01.12 11:06 | sell | 8 | 1.00 | 140.347 | 0.000 | 0.000 | ||
| 18 | 2015.01.12 14:50 | close | 8 | 1.00 | 140.247 | 0.000 | 0.000 | 8.28 | 10066.03 |
| 19 | 2015.01.13 21:33 | sell | 9 | 1.00 | 139.763 | 0.000 | 0.000 | ||
| 20 | 2015.01.13 21:33 | modify | 9 | 1.00 | 139.763 | 140.033 | 139.058 | ||
| 21 | 2015.01.14 01:27 | close | 9 | 1.00 | 139.495 | 140.033 | 139.058 | 22.20 | 10088.22 |
| 22 | 2015.01.14 22:31 | sell | 10 | 1.00 | 137.438 | 0.000 | 0.000 | ||
| 23 | 2015.01.14 23:53 | close | 10 | 1.00 | 137.572 | 0.000 | 0.000 | -11.09 | 10077.13 |
| 24 | 2015.01.15 13:59 | buy | 11 | 1.00 | 138.696 | 0.000 | 0.000 | ||
| 25 | 2015.01.15 16:30 | close | 11 | 1.00 | 138.620 | 0.000 | 0.000 | -6.29 | 10070.84 |
| 26 | 2015.01.16 08:46 | buy | 12 | 1.00 | 135.088 | 0.000 | 0.000 | ||
| 27 | 2015.01.16 08:46 | modify | 12 | 1.00 | 135.088 | 134.819 | 135.689 | ||
| 28 | 2015.01.16 09:33 | close | 12 | 1.00 | 135.216 | 134.819 | 135.689 | 10.59 | 10081.43 |
| 29 | 2015.01.16 17:35 | buy | 13 | 1.00 | 135.701 | 0.000 | 0.000 | ||
| 30 | 2015.01.16 17:35 | modify | 13 | 1.00 | 135.701 | 135.409 | 136.434 | ||
| 31 | 2015.01.16 18:54 | s/l | 13 | 1.00 | 135.409 | 135.409 | 136.434 | -24.17 | 10057.26 |
| 32 | 2015.01.20 10:12 | sell | 14 | 1.00 | 136.522 | 0.000 | 0.000 | ||
| 33 | 2015.01.20 14:58 | close | 14 | 1.00 | 136.930 | 0.000 | 0.000 | -33.77 | 10023.49 |
| 34 | 2015.01.22 21:31 | sell | 15 | 1.00 | 136.744 | 0.000 | 0.000 | ||
| 35 | 2015.01.22 21:31 | modify | 15 | 1.00 | 136.744 | 137.010 | 135.815 | ||
| 36 | 2015.01.23 00:03 | t/p | 15 | 1.00 | 135.815 | 137.010 | 135.815 | 76.95 | 10100.44 |
| 37 | 2015.01.23 03:59 | sell | 16 | 1.00 | 134.503 | 0.000 | 0.000 | ||
| 38 | 2015.01.23 04:17 | close | 16 | 1.00 | 134.427 | 0.000 | 0.000 | 6.29 | 10106.73 |
| 39 | 2015.01.23 21:03 | buy | 17 | 1.00 | 132.900 | 0.000 | 0.000 | ||
| 40 | 2015.01.23 21:03 | modify | 17 | 1.00 | 132.900 | 132.623 | 133.678 | ||
| 41 | 2015.01.23 21:41 | s/l | 17 | 1.00 | 132.623 | 132.623 | 133.678 | -22.93 | 10083.80 |
| 42 | 2015.01.24 03:51 | sell | 18 | 1.00 | 132.644 | 0.000 | 0.000 | ||
| 43 | 2015.01.24 06:21 | close | 18 | 1.00 | 132.369 | 0.000 | 0.000 | 22.76 | 10106.56 |
| 44 | 2015.01.24 07:19 | sell | 19 | 1.00 | 132.073 | 0.000 | 0.000 | ||
| 45 | 2015.01.24 07:19 | modify | 19 | 1.00 | 132.073 | 132.432 | 130.782 | ||
| 46 | 2015.01.26 09:24 | t/p | 19 | 1.00 | 130.782 | 132.432 | 130.782 | 106.88 | 10213.44 |
| 47 | 2015.01.26 13:58 | buy | 20 | 1.00 | 131.432 | 0.000 | 0.000 | ||
| 48 | 2015.01.26 19:52 | close | 20 | 1.00 | 132.865 | 0.000 | 0.000 | 118.62 | 10332.06 |
| 49 | 2015.01.26 20:31 | sell | 21 | 1.00 | 132.831 | 0.000 | 0.000 | ||
| 50 | 2015.01.26 20:31 | modify | 21 | 1.00 | 132.831 | 133.138 | 131.808 | ||
| 51 | 2015.01.26 21:42 | close | 21 | 1.00 | 132.816 | 133.138 | 131.808 | 1.24 | 10333.30 |
| 52 | 2015.01.27 08:29 | buy | 22 | 1.00 | 133.207 | 0.000 | 0.000 | ||
| 53 | 2015.01.27 10:24 | close | 22 | 1.00 | 133.273 | 0.000 | 0.000 | 5.46 | 10338.76 |
| 54 | 2015.01.28 02:10 | buy | 23 | 1.00 | 134.021 | 0.000 | 0.000 | ||
| 55 | 2015.01.28 02:10 | modify | 23 | 1.00 | 134.021 | 133.724 | 134.994 | ||
| 56 | 2015.01.28 02:18 | close | 23 | 1.00 | 133.852 | 133.724 | 134.994 | -13.99 | 10324.77 |
| 57 | 2015.01.28 05:59 | sell | 24 | 1.00 | 133.951 | 0.000 | 0.000 | ||
| 58 | 2015.01.28 07:25 | close | 24 | 1.00 | 134.133 | 0.000 | 0.000 | -15.06 | 10309.71 |
| 59 | 2015.01.29 11:13 | sell | 25 | 1.00 | 132.878 | 0.000 | 0.000 | ||
| 60 | 2015.01.29 14:07 | close | 25 | 1.00 | 132.962 | 0.000 | 0.000 | -6.95 | 10302.76 |
| 61 | 2015.01.29 20:02 | sell | 26 | 1.00 | 133.208 | 0.000 | 0.000 | ||
| 62 | 2015.01.29 20:02 | modify | 26 | 1.00 | 133.208 | 133.501 | 132.341 | ||
| 63 | 2015.01.29 21:21 | close | 26 | 1.00 | 133.302 | 133.501 | 132.341 | -7.78 | 10294.98 |
| 64 | 2015.01.30 02:09 | sell | 27 | 1.00 | 133.736 | 0.000 | 0.000 | ||
| 65 | 2015.01.30 02:09 | modify | 27 | 1.00 | 133.736 | 134.156 | 132.226 | ||
| 66 | 2015.01.30 09:28 | s/l | 27 | 1.00 | 134.156 | 134.156 | 132.226 | -34.77 | 10260.21 |
| 67 | 2015.01.30 11:25 | sell | 28 | 1.00 | 133.846 | 0.000 | 0.000 | ||
| 68 | 2015.01.30 14:56 | close | 28 | 1.00 | 133.651 | 0.000 | 0.000 | 16.14 | 10276.35 |
| 69 | 2015.02.03 08:01 | sell | 29 | 1.00 | 133.286 | 0.000 | 0.000 | ||
| 70 | 2015.02.03 08:01 | modify | 29 | 1.00 | 133.286 | 133.558 | 132.393 | ||
| 71 | 2015.02.03 12:52 | close | 29 | 1.00 | 133.034 | 133.558 | 132.393 | 20.86 | 10297.21 |
| 72 | 2015.02.03 18:35 | buy | 30 | 1.00 | 132.904 | 0.000 | 0.000 | ||
| 73 | 2015.02.03 18:35 | modify | 30 | 1.00 | 132.904 | 132.604 | 134.209 | ||
| 74 | 2015.02.03 19:35 | close | 30 | 1.00 | 133.008 | 132.604 | 134.209 | 8.61 | 10305.82 |
| 75 | 2015.02.04 03:25 | buy | 31 | 1.00 | 134.705 | 0.000 | 0.000 | ||
| 76 | 2015.02.04 12:29 | close | 31 | 1.00 | 135.043 | 0.000 | 0.000 | 27.98 | 10333.80 |
| 77 | 2015.02.05 06:04 | buy | 32 | 1.00 | 134.034 | 0.000 | 0.000 | ||
| 78 | 2015.02.05 14:40 | close | 32 | 1.00 | 133.170 | 0.000 | 0.000 | -71.53 | 10262.27 |
| 79 | 2015.02.05 16:13 | buy | 33 | 1.00 | 132.951 | 0.000 | 0.000 | ||
| 80 | 2015.02.05 21:21 | close | 33 | 1.00 | 134.159 | 0.000 | 0.000 | 100.00 | 10362.27 |
| 81 | 2015.02.06 14:12 | sell | 34 | 1.00 | 134.495 | 0.000 | 0.000 | ||
| 82 | 2015.02.06 17:49 | close | 34 | 1.00 | 134.416 | 0.000 | 0.000 | 6.54 | 10368.81 |
| 83 | 2015.02.06 18:48 | buy | 35 | 1.00 | 134.387 | 0.000 | 0.000 | ||
| 84 | 2015.02.07 01:19 | close | 35 | 1.00 | 134.853 | 0.000 | 0.000 | 38.58 | 10407.39 |
| 85 | 2015.02.10 14:55 | buy | 36 | 1.00 | 134.310 | 0.000 | 0.000 | ||
| 86 | 2015.02.11 03:37 | close | 36 | 1.00 | 135.083 | 0.000 | 0.000 | 63.96 | 10471.35 |
| 87 | 2015.02.11 19:17 | sell | 37 | 1.00 | 135.383 | 0.000 | 0.000 | ||
| 88 | 2015.02.11 20:25 | close | 37 | 1.00 | 135.515 | 0.000 | 0.000 | -10.93 | 10460.42 |
| 89 | 2015.02.11 21:16 | buy | 38 | 1.00 | 135.577 | 0.000 | 0.000 | ||
| 90 | 2015.02.12 03:28 | close | 38 | 1.00 | 135.814 | 0.000 | 0.000 | 19.58 | 10480.00 |
| 91 | 2015.02.12 07:14 | sell | 39 | 1.00 | 135.764 | 0.000 | 0.000 | ||
| 92 | 2015.02.12 07:14 | modify | 39 | 1.00 | 135.764 | 136.030 | 134.960 | ||
| 93 | 2015.02.12 07:38 | s/l | 39 | 1.00 | 136.030 | 136.030 | 134.960 | -22.02 | 10457.98 |
| 94 | 2015.02.12 13:59 | sell | 40 | 1.00 | 136.028 | 0.000 | 0.000 | ||
| 95 | 2015.02.12 15:35 | close | 40 | 1.00 | 136.071 | 0.000 | 0.000 | -3.56 | 10454.42 |
| 96 | 2015.02.12 16:03 | sell | 41 | 1.00 | 136.057 | 0.000 | 0.000 | ||
| 97 | 2015.02.12 17:44 | close | 41 | 1.00 | 136.292 | 0.000 | 0.000 | -19.45 | 10434.97 |
| 98 | 2015.02.13 04:40 | buy | 42 | 1.00 | 135.433 | 0.000 | 0.000 | ||
| 99 | 2015.02.13 11:15 | close | 42 | 1.00 | 135.591 | 0.000 | 0.000 | 13.08 | 10448.05 |
| 100 | 2015.02.16 10:04 | buy | 43 | 1.00 | 135.310 | 0.000 | 0.000 | ||
| 101 | 2015.02.16 10:04 | modify | 43 | 1.00 | 135.310 | 135.015 | 136.300 | ||
| 102 | 2015.02.16 11:47 | close | 43 | 1.00 | 135.234 | 135.015 | 136.300 | -6.29 | 10441.76 |
| 103 | 2015.02.16 17:52 | sell | 44 | 1.00 | 135.364 | 0.000 | 0.000 | ||
| 104 | 2015.02.16 22:46 | close | 44 | 1.00 | 135.316 | 0.000 | 0.000 | 3.97 | 10445.73 |
| 105 | 2015.02.17 07:12 | buy | 45 | 1.00 | 134.439 | 0.000 | 0.000 | ||
| 106 | 2015.02.18 11:07 | close | 45 | 1.00 | 135.970 | 0.000 | 0.000 | 126.70 | 10572.43 |
| 107 | 2015.02.18 13:48 | buy | 46 | 1.00 | 135.895 | 0.000 | 0.000 | ||
| 108 | 2015.02.19 03:37 | close | 46 | 1.00 | 135.179 | 0.000 | 0.000 | -59.31 | 10513.11 |
| 109 | 2015.02.19 12:48 | sell | 47 | 1.00 | 135.372 | 0.000 | 0.000 | ||
| 110 | 2015.02.19 16:44 | close | 47 | 1.00 | 135.492 | 0.000 | 0.000 | -9.94 | 10503.17 |
| 111 | 2015.02.19 18:57 | sell | 48 | 1.00 | 135.666 | 0.000 | 0.000 | ||
| 112 | 2015.02.19 19:34 | close | 48 | 1.00 | 135.801 | 0.000 | 0.000 | -11.17 | 10492.00 |
| 113 | 2015.02.20 13:41 | sell | 49 | 1.00 | 135.148 | 0.000 | 0.000 | ||
| 114 | 2015.02.20 19:32 | close | 49 | 1.00 | 134.281 | 0.000 | 0.000 | 71.77 | 10563.77 |
| 115 | 2015.02.21 03:07 | sell | 50 | 1.00 | 134.848 | 0.000 | 0.000 | ||
| 116 | 2015.02.23 13:18 | close | 50 | 1.00 | 135.567 | 0.000 | 0.000 | -59.50 | 10504.27 |
| 117 | 2015.02.23 13:59 | sell | 51 | 1.00 | 135.456 | 0.000 | 0.000 | ||
| 118 | 2015.02.23 15:41 | close | 51 | 1.00 | 135.323 | 0.000 | 0.000 | 11.01 | 10515.28 |
| 119 | 2015.02.24 18:57 | sell | 52 | 1.00 | 135.065 | 0.000 | 0.000 | ||
| 120 | 2015.02.24 23:54 | close | 52 | 1.00 | 135.415 | 0.000 | 0.000 | -28.97 | 10486.31 |
| 121 | 2015.02.25 05:56 | buy | 53 | 1.00 | 134.796 | 0.000 | 0.000 | ||
| 122 | 2015.02.25 10:17 | close | 53 | 1.00 | 134.758 | 0.000 | 0.000 | -3.15 | 10483.16 |
| 123 | 2015.02.26 23:19 | sell | 54 | 1.00 | 134.524 | 0.000 | 0.000 | ||
| 124 | 2015.02.27 02:20 | close | 54 | 1.00 | 133.881 | 0.000 | 0.000 | 53.27 | 10536.43 |
| 125 | 2015.02.27 21:27 | sell | 55 | 1.00 | 134.096 | 0.000 | 0.000 | ||
| 126 | 2015.02.27 22:06 | close | 55 | 1.00 | 133.992 | 0.000 | 0.000 | 8.61 | 10545.04 |
| 127 | 2015.02.28 03:39 | sell | 56 | 1.00 | 134.034 | 0.000 | 0.000 | ||
| 128 | 2015.02.28 07:10 | close | 56 | 1.00 | 133.902 | 0.000 | 0.000 | 10.93 | 10555.97 |
| 129 | 2015.03.02 12:38 | sell | 57 | 1.00 | 133.918 | 0.000 | 0.000 | ||
| 130 | 2015.03.03 03:45 | close | 57 | 1.00 | 134.307 | 0.000 | 0.000 | -32.19 | 10523.78 |
| 131 | 2015.03.05 07:30 | sell | 58 | 1.00 | 132.589 | 0.000 | 0.000 | ||
| 132 | 2015.03.05 11:22 | close | 58 | 1.00 | 132.685 | 0.000 | 0.000 | -7.95 | 10515.83 |
| 133 | 2015.03.06 08:29 | sell | 59 | 1.00 | 132.507 | 0.000 | 0.000 | ||
| 134 | 2015.03.06 09:23 | close | 59 | 1.00 | 132.436 | 0.000 | 0.000 | 5.88 | 10521.71 |
| 135 | 2015.03.06 17:32 | sell | 60 | 1.00 | 132.300 | 0.000 | 0.000 | ||
| 136 | 2015.03.06 20:13 | close | 60 | 1.00 | 131.681 | 0.000 | 0.000 | 51.24 | 10572.95 |
| 137 | 2015.03.07 02:26 | sell | 61 | 1.00 | 131.441 | 0.000 | 0.000 | ||
| 138 | 2015.03.07 07:25 | close | 61 | 1.00 | 130.946 | 0.000 | 0.000 | 40.98 | 10613.93 |
| 139 | 2015.03.10 01:00 | sell | 62 | 1.00 | 131.330 | 0.000 | 0.000 | ||
| 140 | 2015.03.10 02:44 | close | 62 | 1.00 | 131.566 | 0.000 | 0.000 | -19.54 | 10594.39 |
| 141 | 2015.03.11 08:38 | sell | 63 | 1.00 | 129.464 | 0.000 | 0.000 | ||
| 142 | 2015.03.11 09:07 | close | 63 | 1.00 | 129.481 | 0.000 | 0.000 | -1.41 | 10592.98 |
| 143 | 2015.03.11 18:01 | sell | 64 | 1.00 | 129.522 | 0.000 | 0.000 | ||
| 144 | 2015.03.12 01:52 | close | 64 | 1.00 | 128.573 | 0.000 | 0.000 | 78.58 | 10671.56 |
| 145 | 2015.03.13 00:50 | buy | 65 | 1.00 | 128.697 | 0.000 | 0.000 | ||
| 146 | 2015.03.13 03:20 | close | 65 | 1.00 | 128.673 | 0.000 | 0.000 | -1.99 | 10669.57 |
| 147 | 2015.03.16 11:02 | sell | 66 | 1.00 | 127.640 | 0.000 | 0.000 | ||
| 148 | 2015.03.17 05:32 | close | 66 | 1.00 | 128.312 | 0.000 | 0.000 | -55.61 | 10613.95 |
| 149 | 2015.03.17 09:01 | sell | 67 | 1.00 | 128.300 | 0.000 | 0.000 | ||
| 150 | 2015.03.17 16:40 | close | 67 | 1.00 | 128.616 | 0.000 | 0.000 | -26.16 | 10587.79 |
| 151 | 2015.03.17 22:28 | sell | 68 | 1.00 | 128.824 | 0.000 | 0.000 | ||
| 152 | 2015.03.18 01:32 | close | 68 | 1.00 | 128.528 | 0.000 | 0.000 | 24.52 | 10612.31 |
| 153 | 2015.03.18 11:57 | buy | 69 | 1.00 | 128.727 | 0.000 | 0.000 | ||
| 154 | 2015.03.18 12:34 | close | 69 | 1.00 | 128.722 | 0.000 | 0.000 | -0.41 | 10611.90 |
| 155 | 2015.03.19 17:45 | buy | 70 | 1.00 | 128.810 | 0.000 | 0.000 | ||
| 156 | 2015.03.19 17:45 | modify | 70 | 1.00 | 128.810 | 128.306 | 131.966 | ||
| 157 | 2015.03.19 22:24 | close | 70 | 1.00 | 129.063 | 128.306 | 131.966 | 20.94 | 10632.84 |
| 158 | 2015.03.20 03:51 | buy | 71 | 1.00 | 128.577 | 0.000 | 0.000 | ||
| 159 | 2015.03.20 04:30 | close | 71 | 1.00 | 128.587 | 0.000 | 0.000 | 0.83 | 10633.67 |