Strategy Tester Report
tensoko_ea
OANDA-Japan Practice (Build 1090)
| 通貨ペア | USDJPY (USD/JPY) | ||||
| 期間 | 1時間足(H1) 2017.01.02 02:00 - 2017.10.13 13:00 (2017.01.01 - 2017.10.14) | ||||
| 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=300; BuyOrder_Stop_0=-100; SellOrder_Limit_0=300; SellOrder_Stop_0=-100; Num=20; | ||||
| テストバー数 | 5875 | モデルティック数 | 122089 | モデリング品質 | n/a |
| 不整合チャートエラー | 389 | ||||
| 初期証拠金 | 10000.00 | スプレッド | 現在値 (4) | ||
| 純益 | 10925.00 | 総利益 | 23484.03 | 総損失 | -12559.03 |
| プロフィットファクタ | 1.87 | 期待利得 | 364.17 | ||
| 絶対ドローダウン | 1629.37 | 最大ドローダウン | 3616.16 (20.88%) | 相対ドローダウン | 24.38% (2698.79) |
| 総取引数 | 30 | 売りポジション(勝率%） | 14 (57.14%) | 買いポジション(勝率%） | 16 (50.00%) |
| 勝率(%) | 16 (53.33%) | 負率 (%) | 14 (46.67%) | ||
| 最大 | 勝トレード | 2460.97 | 敗トレード | -927.70 | |
| 平均 | 勝トレード | 1467.75 | 敗トレード | -897.07 | |
| 最大 | 連勝(金額) | 4 (3944.02) | 連敗(金額) | 3 (-2755.69) | |
| 最大 | 連勝(トレード数) | 5276.80 (3) | 連敗(トレード数) | -2755.69 (3) | |
| 平均 | 連勝 | 2 | 連敗 | 2 | |
| # | 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 |
| 1 | 2017.01.13 18:00 | buy | 1 | 1.00 | 114.807 | 113.807 | 117.807 | ||
| 2 | 2017.01.16 10:40 | s/l | 1 | 1.00 | 113.807 | 113.807 | 117.807 | -879.27 | 9120.73 |
| 3 | 2017.01.18 16:00 | buy | 2 | 1.00 | 113.363 | 112.363 | 116.363 | ||
| 4 | 2017.01.27 18:00 | close | 2 | 1.00 | 115.174 | 112.363 | 116.363 | 1572.40 | 10693.13 |
| 5 | 2017.01.30 15:00 | sell | 3 | 1.00 | 114.583 | 115.583 | 111.583 | ||
| 6 | 2017.02.07 09:00 | close | 3 | 1.00 | 111.949 | 115.583 | 111.583 | 2352.86 | 13045.99 |
| 7 | 2017.02.07 12:00 | buy | 4 | 1.00 | 112.112 | 111.112 | 115.112 | ||
| 8 | 2017.02.10 14:00 | close | 4 | 1.00 | 113.648 | 111.112 | 115.112 | 1351.54 | 14397.53 |
| 9 | 2017.02.10 19:00 | sell | 5 | 1.00 | 113.515 | 114.515 | 110.515 | ||
| 10 | 2017.02.15 11:20 | s/l | 5 | 1.00 | 114.515 | 114.515 | 110.515 | -872.71 | 13524.82 |
| 11 | 2017.02.16 05:00 | sell | 6 | 1.00 | 113.969 | 114.969 | 110.969 | ||
| 12 | 2017.02.20 03:00 | close | 6 | 1.00 | 112.939 | 114.969 | 110.969 | 912.00 | 14436.82 |
| 13 | 2017.02.20 11:00 | buy | 7 | 1.00 | 113.152 | 112.152 | 116.152 | ||
| 14 | 2017.02.24 17:20 | s/l | 7 | 1.00 | 112.152 | 112.152 | 116.152 | -892.08 | 13544.74 |
| 15 | 2017.03.03 18:00 | sell | 8 | 1.00 | 114.319 | 115.319 | 111.319 | ||
| 16 | 2017.03.10 08:50 | s/l | 8 | 1.00 | 115.319 | 115.319 | 111.319 | -866.91 | 12677.83 |
| 17 | 2017.03.13 09:00 | sell | 9 | 1.00 | 114.694 | 115.694 | 111.694 | ||
| 18 | 2017.03.20 11:00 | close | 9 | 1.00 | 112.659 | 115.694 | 111.694 | 1806.34 | 14484.17 |
| 19 | 2017.03.28 12:00 | buy | 10 | 1.00 | 110.731 | 109.731 | 113.731 | ||
| 20 | 2017.03.31 11:00 | close | 10 | 1.00 | 111.837 | 109.731 | 113.731 | 988.94 | 15473.11 |
| 21 | 2017.03.31 15:00 | sell | 11 | 1.00 | 111.804 | 112.804 | 108.804 | ||
| 22 | 2017.04.04 17:00 | close | 11 | 1.00 | 110.509 | 112.804 | 108.804 | 1171.85 | 16644.96 |
| 23 | 2017.04.05 03:00 | buy | 12 | 1.00 | 110.824 | 109.824 | 113.824 | ||
| 24 | 2017.04.11 18:50 | s/l | 12 | 1.00 | 109.824 | 109.824 | 113.824 | -912.17 | 15732.79 |
| 25 | 2017.04.12 22:00 | buy | 13 | 1.00 | 109.828 | 108.828 | 112.828 | ||
| 26 | 2017.04.13 04:02 | s/l | 13 | 1.00 | 108.828 | 108.828 | 112.828 | -918.96 | 14813.83 |
| 27 | 2017.04.13 16:00 | buy | 14 | 1.00 | 109.167 | 108.167 | 112.167 | ||
| 28 | 2017.04.17 05:50 | s/l | 14 | 1.00 | 108.167 | 108.167 | 112.167 | -924.56 | 13889.27 |
| 29 | 2017.04.17 21:00 | buy | 15 | 1.00 | 108.519 | 107.519 | 111.519 | ||
| 30 | 2017.04.26 06:00 | close | 15 | 1.00 | 111.257 | 107.519 | 111.519 | 2460.97 | 16350.24 |
| 31 | 2017.04.27 15:00 | sell | 16 | 1.00 | 111.332 | 112.332 | 108.332 | ||
| 32 | 2017.05.03 16:50 | s/l | 16 | 1.00 | 112.332 | 112.332 | 108.332 | -889.90 | 15460.34 |
| 33 | 2017.05.10 13:00 | sell | 17 | 1.00 | 113.841 | 114.841 | 110.841 | ||
| 34 | 2017.05.17 23:00 | close | 17 | 1.00 | 111.123 | 114.841 | 110.841 | 2445.94 | 17906.28 |
| 35 | 2017.05.18 17:00 | buy | 18 | 1.00 | 110.761 | 109.761 | 113.761 | ||
| 36 | 2017.06.02 14:00 | close | 18 | 1.00 | 111.464 | 109.761 | 113.761 | 630.70 | 18536.98 |
| 37 | 2017.06.19 07:00 | sell | 19 | 1.00 | 110.985 | 111.985 | 107.985 | ||
| 38 | 2017.06.27 04:50 | s/l | 19 | 1.00 | 111.985 | 111.985 | 107.985 | -892.90 | 17644.08 |
| 39 | 2017.06.28 03:00 | sell | 20 | 1.00 | 112.237 | 113.237 | 109.237 | ||
| 40 | 2017.07.03 18:16 | s/l | 20 | 1.00 | 113.237 | 113.237 | 109.237 | -882.79 | 16761.29 |
| 41 | 2017.07.04 19:00 | sell | 21 | 1.00 | 113.124 | 114.124 | 110.124 | ||
| 42 | 2017.07.07 19:20 | s/l | 21 | 1.00 | 114.124 | 114.124 | 110.124 | -876.19 | 15885.10 |
| 43 | 2017.07.12 04:00 | sell | 22 | 1.00 | 113.742 | 114.742 | 110.742 | ||
| 44 | 2017.07.24 07:00 | close | 22 | 1.00 | 111.020 | 114.742 | 110.742 | 2451.81 | 18336.91 |
| 45 | 2017.07.25 03:00 | buy | 23 | 1.00 | 111.197 | 110.197 | 114.197 | ||
| 46 | 2017.08.01 06:10 | s/l | 23 | 1.00 | 110.197 | 110.197 | 114.197 | -907.56 | 17429.35 |
| 47 | 2017.08.01 21:00 | buy | 24 | 1.00 | 110.282 | 109.282 | 113.282 | ||
| 48 | 2017.08.10 19:20 | s/l | 24 | 1.00 | 109.282 | 109.282 | 113.282 | -915.33 | 16514.02 |
| 49 | 2017.08.11 19:00 | buy | 25 | 1.00 | 109.148 | 108.148 | 112.148 | ||
| 50 | 2017.08.15 20:00 | close | 25 | 1.00 | 110.427 | 108.148 | 112.148 | 1158.23 | 17672.25 |
| 51 | 2017.08.17 18:00 | sell | 26 | 1.00 | 109.937 | 110.937 | 106.937 | ||
| 52 | 2017.08.18 20:00 | close | 26 | 1.00 | 109.317 | 110.937 | 106.937 | 567.16 | 18239.41 |
| 53 | 2017.08.21 02:00 | buy | 27 | 1.00 | 109.263 | 108.263 | 112.263 | ||
| 54 | 2017.08.31 05:00 | close | 27 | 1.00 | 110.393 | 108.263 | 112.263 | 1023.62 | 19263.03 |
| 55 | 2017.09.01 08:00 | sell | 28 | 1.00 | 110.001 | 111.001 | 107.001 | ||
| 56 | 2017.09.06 07:00 | close | 28 | 1.00 | 108.702 | 111.001 | 107.001 | 1195.01 | 20458.04 |
| 57 | 2017.09.06 15:00 | buy | 29 | 1.00 | 108.851 | 107.851 | 111.851 | ||
| 58 | 2017.09.08 09:15 | s/l | 29 | 1.00 | 107.851 | 107.851 | 111.851 | -927.70 | 19530.34 |
| 59 | 2017.09.11 14:00 | buy | 30 | 1.00 | 108.528 | 107.528 | 111.528 | ||
| 60 | 2017.09.13 05:30 | close | 30 | 1.00 | 110.063 | 107.528 | 111.528 | 1394.66 | 20925.00 |