Strategy Tester Report
devtra_ea_usdjpy_142
BIGBOSS-DEMO (Build 920)

通貨ペアUSDJPY.sq (US Dollar vs Japanese Yen)
期間5分足(M5) 2015.12.01 00:00 - 2015.12.28 00:00 (2015.12.01 - 2015.12.28)
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=0.1; Slippage=4; NYDowSymbol="WS30.sq"; EMAPeriod=20; Magic=1000;
テストバー数6167モデルティック数263731モデリング品質n/a
不整合チャートエラー5
初期証拠金10000.00スプレッド2
純益138.73総利益402.01総損失-263.28
プロフィットファクタ1.53期待利得4.48
絶対ドローダウン37.85最大ドローダウン115.02 (1.14%)相対ドローダウン1.14% (115.02)
総取引数31売りポジション(勝率%)13 (46.15%)買いポジション(勝率%)18 (50.00%)
勝率(%)15 (48.39%)負率 (%)16 (51.61%)
最大勝トレード33.11敗トレード-16.97
平均勝トレード26.80敗トレード-16.45
最大連勝(金額)3 (82.23)連敗(金額)6 (-98.40)
最大連勝(トレード数)82.23 (3)連敗(トレード数)-98.40 (6)
平均連勝2連敗2
Graph
#時間取引種別注文番号数量価格決済逆指値(S/L)決済指値(T/P)損益残高
12015.12.01 02:38buy10.10122.7120.0000.000
22015.12.01 02:38modify10.10122.712122.512123.112
32015.12.01 09:43t/p10.10123.112122.512123.11232.4910032.49
42015.12.02 15:36sell20.10123.4170.0000.000
52015.12.02 15:36modify20.10123.417123.617123.117
62015.12.02 17:25s/l20.10123.617123.617123.117-16.1810016.31
72015.12.02 17:43sell30.10123.5520.0000.000
82015.12.02 17:43modify30.10123.552123.752123.252
92015.12.02 19:25t/p30.10123.252123.752123.25224.3410040.65
102015.12.03 13:44buy40.10122.9970.0000.000
112015.12.03 13:44modify40.10122.997122.797123.297
122015.12.03 14:31t/p40.10123.297122.797123.29724.3310064.98
132015.12.03 16:38buy50.10122.9270.0000.000
142015.12.03 16:38modify50.10122.927122.727123.227
152015.12.03 17:17s/l50.10122.727122.727123.227-16.3010048.68
162015.12.03 17:43buy60.10122.8010.0000.000
172015.12.03 17:43modify60.10122.801122.601123.101
182015.12.03 18:32s/l60.10122.601122.601123.101-16.3210032.36
192015.12.04 13:30sell70.10123.1640.0000.000
202015.12.04 13:30modify70.10123.164123.364122.864
212015.12.04 13:34s/l70.10123.364123.364122.864-16.2210016.14
222015.12.04 16:25sell80.10123.2160.0000.000
232015.12.04 16:25modify80.10123.216123.416122.816
242015.12.07 08:40s/l80.10123.416123.416122.816-16.569999.58
252015.12.08 13:56buy90.10122.8150.0000.000
262015.12.08 13:56modify90.10122.815122.615123.115
272015.12.09 10:14s/l90.10122.615122.615123.115-16.649982.94
282015.12.09 12:51buy100.10122.4510.0000.000
292015.12.09 12:51modify100.10122.451122.251122.751
302015.12.09 13:46s/l100.10122.251122.251122.751-16.369966.58
312015.12.10 07:24sell110.10121.8070.0000.000
322015.12.10 07:24modify110.10121.807122.007121.507
332015.12.10 11:18t/p110.10121.507122.007121.50724.699991.27
342015.12.10 12:15buy120.10121.2700.0000.000
352015.12.10 12:15modify120.10121.270121.070121.570
362015.12.10 15:51t/p120.10121.570121.070121.57024.6810015.95
372015.12.11 01:38sell130.10122.1220.0000.000
382015.12.11 01:38modify130.10122.122122.322121.722
392015.12.11 10:23t/p130.10121.722122.322121.72232.8610048.81
402015.12.11 10:55buy140.10121.5820.0000.000
412015.12.11 10:55modify140.10121.582121.382121.882
422015.12.11 11:47s/l140.10121.382121.382121.882-16.4910032.32
432015.12.11 12:12buy150.10121.4550.0000.000
442015.12.11 12:12modify150.10121.455121.255121.755
452015.12.11 14:12s/l150.10121.255121.255121.755-16.5010015.82
462015.12.13 23:36buy160.10120.6470.0000.000
472015.12.13 23:36modify160.10120.647120.447120.947
482015.12.14 01:25t/p160.10120.947120.447120.94724.4710040.29
492015.12.14 06:03sell170.10121.2130.0000.000
502015.12.14 06:03modify170.10121.213121.413120.813
512015.12.14 11:39t/p170.10120.813121.413120.81333.1110073.40
522015.12.14 13:19buy180.10120.6410.0000.000
532015.12.14 13:19modify180.10120.641120.441120.941
542015.12.14 16:13s/l180.10120.441120.441120.941-16.6110056.79
552015.12.14 17:01buy190.10120.5190.0000.000
562015.12.14 17:01modify190.10120.519120.319120.819
572015.12.14 19:47t/p190.10120.819120.319120.81924.8310081.62
582015.12.15 07:34buy200.10120.6560.0000.000
592015.12.15 07:34modify200.10120.656120.456121.056
602015.12.15 11:02t/p200.10121.056120.456121.05633.0410114.66
612015.12.15 11:49sell210.10121.1700.0000.000
622015.12.15 11:49modify210.10121.170121.370120.770
632015.12.15 14:32s/l210.10121.370121.370120.770-16.4810098.18
642015.12.16 19:03sell220.10122.1210.0000.000
652015.12.16 19:03modify220.10122.121122.321121.821
662015.12.16 19:13t/p220.10121.821122.321121.82124.6310122.81
672015.12.16 19:32buy230.10121.5440.0000.000
682015.12.16 19:32modify230.10121.544121.344121.844
692015.12.16 20:00t/p230.10121.844121.344121.84424.6110147.42
702015.12.16 20:26sell240.10122.1990.0000.000
712015.12.16 20:26modify240.10122.199122.399121.799
722015.12.16 20:39s/l240.10122.399122.399121.799-16.3410131.08
732015.12.16 21:29sell250.10122.2110.0000.000
742015.12.16 21:29modify250.10122.211122.411121.811
752015.12.16 23:11s/l250.10122.411122.411121.811-16.3410114.74
762015.12.17 14:28sell260.10122.7290.0000.000
772015.12.17 14:28modify260.10122.729122.929122.329
782015.12.18 03:50s/l260.10122.929122.929122.329-16.6110098.13
792015.12.18 03:50sell270.10123.2470.0000.000
802015.12.18 03:50modify270.10123.247123.447122.947
812015.12.18 03:50t/p270.10122.947123.447122.94724.4110122.54
822015.12.18 04:05buy280.10122.5340.0000.000
832015.12.18 04:05modify280.10122.534122.334122.834
842015.12.18 04:06s/l280.10122.334122.334122.834-16.3610106.18
852015.12.21 16:34buy290.10120.9500.0000.000
862015.12.21 16:34modify290.10120.950120.750121.250
872015.12.21 22:35t/p290.10121.250120.750121.25024.7410130.92
882015.12.22 15:14buy300.10120.7560.0000.000
892015.12.22 15:14modify300.10120.756120.556121.056
902015.12.22 19:00t/p300.10121.056120.556121.05624.7810155.70
912015.12.24 08:46buy310.10120.3810.0000.000
922015.12.24 08:46modify310.10120.381120.181120.681
932015.12.27 22:07s/l310.10120.181120.181120.681-16.9710138.73