Strategy Tester Report
TurtleEA_1
OANDA-Japan Practice (Build 1090)

通貨ペアUSDJPY (USD/JPY)
期間5分足(M5) 2018.01.02 00:00 - 2018.01.12 12:05 (2018.01.01 - 2018.01.13)
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MagicNumber=1234; Setting1="===== Entry Setting ====="; P_EntryPips=1; CancelStopBars=5; TrailPips=1; LimitGapPips=20; PositionSetNum=1; FirstStopLossPips=30; Lots=0.03; UseLotsManagement=false; Loss=2; Max_lot=0; Setting3="===== Exit Setting ====="; TakeProfit=15; TakeProfit_BBandsPeriod=300; TakeProfit_BBandsDeviation=3.5; UseATRTrail=true; ATRPeriod=3; ATRMult=2.5; ZigZag_Depth=5; ZigZag_Deviation=5; ZigZag_BackStep=3; Slippage=3; Setting6="===== Signal Setting ====="; EntryTime=0; ExitTime=24;
テストバー数3448モデルティック数79204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1000000.00スプレッド現在値 (4)
純益2768.00総利益5332.00総損失-2564.00
プロフィットファクタ2.08期待利得40.12
絶対ドローダウン270.00最大ドローダウン1294.00 (0.13%)相対ドローダウン0.13% (1294.00)
総取引数69売りポジション(勝率%)39 (38.46%)買いポジション(勝率%)30 (50.00%)
勝率(%)30 (43.48%)負率 (%)39 (56.52%)
最大勝トレード505.00敗トレード-128.00
平均勝トレード177.73敗トレード-65.74
最大連勝(金額)6 (1360.00)連敗(金額)9 (-539.00)
最大連勝(トレード数)1360.00 (6)連敗(トレード数)-639.00 (6)
平均連勝4連敗6
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
12018.01.02 00:35sell stop10.01112.584112.7030.000
22018.01.02 00:35sell stop20.01112.584112.7030.000
32018.01.02 00:35sell stop30.01112.584112.7030.000
42018.01.02 00:36sell10.01112.584112.7030.000
52018.01.02 00:36sell20.01112.584112.7030.000
62018.01.02 00:36sell30.01112.584112.7030.000
72018.01.02 01:05close30.01112.674112.7030.000-90.00999910.00
82018.01.02 01:05close20.01112.668112.7030.000-84.00999826.00
92018.01.02 01:05close10.01112.668112.7030.000-84.00999742.00
102018.01.02 01:25buy stop40.01112.714112.6160.000
112018.01.02 01:25buy stop50.01112.714112.6160.000
122018.01.02 01:25buy stop60.01112.714112.6160.000
132018.01.02 01:27buy40.01112.714112.6160.000
142018.01.02 01:27buy50.01112.714112.6160.000
152018.01.02 01:27buy60.01112.714112.6160.000
162018.01.02 02:35close60.01112.734112.6160.00020.00999762.00
172018.01.02 02:35close50.01112.738112.6160.00024.00999786.00
182018.01.02 02:35close40.01112.738112.6160.00024.00999810.00
192018.01.02 08:00sell stop70.01112.682112.7400.000
202018.01.02 08:00sell stop80.01112.682112.7400.000
212018.01.02 08:00sell stop90.01112.682112.7400.000
222018.01.02 08:03sell70.01112.682112.7400.000
232018.01.02 08:03sell80.01112.682112.7400.000
242018.01.02 08:03sell90.01112.682112.7400.000
252018.01.02 10:27close70.01112.529112.7400.000153.00999963.00
262018.01.02 10:27modify90.01112.682112.6820.000
272018.01.02 10:27modify80.01112.682112.6820.000
282018.01.02 11:47close80.01112.293112.6820.000389.001000352.00
292018.01.02 13:25close90.01112.177112.6820.000505.001000857.00
302018.01.03 01:25sell stop100.01112.202112.2660.000
312018.01.03 01:25sell stop110.01112.202112.2660.000
322018.01.03 01:25sell stop120.01112.202112.2660.000
332018.01.03 01:28modify120.01112.212112.2760.000
342018.01.03 01:28modify110.01112.212112.2760.000
352018.01.03 01:28modify100.01112.212112.2760.000
362018.01.03 01:29sell100.01112.212112.2760.000
372018.01.03 01:29sell110.01112.212112.2760.000
382018.01.03 01:29sell120.01112.212112.2760.000
392018.01.03 01:53s/l100.01112.276112.2760.000-64.001000793.00
402018.01.03 01:53s/l110.01112.276112.2760.000-64.001000729.00
412018.01.03 01:53s/l120.01112.276112.2760.000-64.001000665.00
422018.01.03 02:35buy stop130.01112.359112.2310.000
432018.01.03 02:35buy stop140.01112.359112.2310.000
442018.01.03 02:35buy stop150.01112.359112.2310.000
452018.01.03 02:36buy130.01112.359112.2310.000
462018.01.03 02:36buy140.01112.359112.2310.000
472018.01.03 02:36buy150.01112.359112.2310.000
482018.01.03 05:50close150.01112.329112.2310.000-30.001000635.00
492018.01.03 05:50close140.01112.327112.2310.000-32.001000603.00
502018.01.03 05:50close130.01112.327112.2310.000-32.001000571.00
512018.01.03 12:10sell stop160.01112.261112.3260.000
522018.01.03 12:10sell stop170.01112.261112.3260.000
532018.01.03 12:10sell stop180.01112.261112.3260.000
542018.01.03 12:19sell160.01112.261112.3260.000
552018.01.03 12:19sell170.01112.261112.3260.000
562018.01.03 12:19sell180.01112.261112.3260.000
572018.01.03 12:33s/l160.01112.326112.3260.000-65.001000506.00
582018.01.03 12:33s/l170.01112.326112.3260.000-65.001000441.00
592018.01.03 12:33s/l180.01112.326112.3260.000-65.001000376.00
602018.01.03 12:50sell stop190.01112.267112.5670.000
612018.01.03 12:50sell stop200.01112.267112.5670.000
622018.01.03 12:50sell stop210.01112.267112.5670.000
632018.01.03 12:53sell190.01112.267112.5670.000
642018.01.03 12:53sell200.01112.267112.5670.000
652018.01.03 12:53sell210.01112.267112.5670.000
662018.01.03 15:00close210.01112.263112.5670.0004.001000380.00
672018.01.03 15:01close200.01112.257112.5670.00010.001000390.00
682018.01.03 15:01close190.01112.257112.5670.00010.001000400.00
692018.01.03 17:05buy stop220.01112.365112.2120.000
702018.01.03 17:05buy stop230.01112.365112.2120.000
712018.01.03 17:05buy stop240.01112.365112.2120.000
722018.01.03 17:06modify240.01112.355112.2020.000
732018.01.03 17:06modify230.01112.355112.2020.000
742018.01.03 17:06modify220.01112.355112.2020.000
752018.01.03 17:09modify240.01112.345112.1920.000
762018.01.03 17:09modify230.01112.345112.1920.000
772018.01.03 17:09modify220.01112.345112.1920.000
782018.01.03 17:10buy220.01112.345112.1920.000
792018.01.03 17:10buy230.01112.345112.1920.000
802018.01.03 17:10buy240.01112.345112.1920.000
812018.01.03 17:28close230.01112.486112.1920.000141.001000541.00
822018.01.03 17:28modify240.01112.345112.3450.000
832018.01.03 17:28modify220.01112.345112.3450.000
842018.01.03 17:30close220.01112.497112.3450.000152.001000693.00
852018.01.03 18:05close240.01112.369112.3450.00024.001000717.00
862018.01.04 10:05buy stop250.01112.629112.5320.000
872018.01.04 10:05buy stop260.01112.629112.5320.000
882018.01.04 10:05buy stop270.01112.629112.5320.000
892018.01.04 10:06buy250.01112.629112.5320.000
902018.01.04 10:06buy260.01112.629112.5320.000
912018.01.04 10:06buy270.01112.629112.5320.000
922018.01.04 11:50close270.01112.558112.5320.000-71.001000646.00
932018.01.04 11:50close260.01112.556112.5320.000-73.001000573.00
942018.01.04 11:50close250.01112.556112.5320.000-73.001000500.00
952018.01.04 11:50sell stop280.01112.546112.6540.000
962018.01.04 11:50sell stop290.01112.546112.6540.000
972018.01.04 11:50sell stop300.01112.546112.6540.000
982018.01.04 11:50modify300.01112.556112.6640.000
992018.01.04 11:50modify290.01112.556112.6640.000
1002018.01.04 11:50modify280.01112.556112.6640.000
1012018.01.04 11:52sell280.01112.556112.6640.000
1022018.01.04 11:52sell290.01112.556112.6640.000
1032018.01.04 11:52sell300.01112.556112.6640.000
1042018.01.04 13:20close300.01112.598112.6640.000-42.001000458.00
1052018.01.04 13:20close290.01112.600112.6640.000-44.001000414.00
1062018.01.04 13:20close280.01112.600112.6640.000-44.001000370.00
1072018.01.04 14:20buy stop310.01112.648112.3480.000
1082018.01.04 14:20buy stop320.01112.648112.3480.000
1092018.01.04 14:20buy stop330.01112.648112.3480.000
1102018.01.04 14:20buy310.01112.648112.3480.000
1112018.01.04 14:20buy320.01112.648112.3480.000
1122018.01.04 14:20buy330.01112.648112.3480.000
1132018.01.04 15:34close310.01112.801112.3480.000153.001000523.00
1142018.01.04 15:35modify330.01112.648112.6480.000
1152018.01.04 15:35modify320.01112.648112.6480.000
1162018.01.04 18:40close330.01112.771112.6480.000123.001000646.00
1172018.01.04 18:40close320.01112.770112.6480.000122.001000768.00
1182018.01.05 00:56buy stop340.01112.795112.7380.000
1192018.01.05 00:56buy stop350.01112.795112.7380.000
1202018.01.05 00:56buy stop360.01112.795112.7380.000
1212018.01.05 00:58modify360.01112.785112.7280.000
1222018.01.05 00:58modify350.01112.785112.7280.000
1232018.01.05 00:58modify340.01112.785112.7280.000
1242018.01.05 01:00buy340.01112.785112.7280.000
1252018.01.05 01:00buy350.01112.785112.7280.000
1262018.01.05 01:00buy360.01112.785112.7280.000
1272018.01.05 02:25close360.01112.750112.7280.000-35.001000733.00
1282018.01.05 02:25close350.01112.750112.7280.000-35.001000698.00
1292018.01.05 02:25close340.01112.750112.7280.000-35.001000663.00
1302018.01.05 04:15buy stop370.01112.834112.6870.000
1312018.01.05 04:15buy stop380.01112.834112.6870.000
1322018.01.05 04:15buy stop390.01112.834112.6870.000
1332018.01.05 04:15modify390.01112.824112.6770.000
1342018.01.05 04:15modify380.01112.824112.6770.000
1352018.01.05 04:15modify370.01112.824112.6770.000
1362018.01.05 04:20delete390.01112.824112.6770.000
1372018.01.05 04:20delete380.01112.824112.6770.000
1382018.01.05 04:20delete370.01112.824112.6770.000
1392018.01.05 04:45buy stop400.01112.856112.7920.000
1402018.01.05 04:45buy stop410.01112.856112.7920.000
1412018.01.05 04:45buy stop420.01112.856112.7920.000
1422018.01.05 04:50delete420.01112.856112.7920.000
1432018.01.05 04:50delete410.01112.856112.7920.000
1442018.01.05 04:50delete400.01112.856112.7920.000
1452018.01.05 05:00buy stop430.01112.864112.8100.000
1462018.01.05 05:00buy stop440.01112.864112.8100.000
1472018.01.05 05:00buy stop450.01112.864112.8100.000
1482018.01.05 05:01modify450.01112.854112.8000.000
1492018.01.05 05:01modify440.01112.854112.8000.000
1502018.01.05 05:01modify430.01112.854112.8000.000
1512018.01.05 05:05delete450.01112.854112.8000.000
1522018.01.05 05:05delete440.01112.854112.8000.000
1532018.01.05 05:05delete430.01112.854112.8000.000
1542018.01.05 06:35buy stop460.01112.883112.8260.000
1552018.01.05 06:35buy stop470.01112.883112.8260.000
1562018.01.05 06:35buy stop480.01112.883112.8260.000
1572018.01.05 06:39buy460.01112.883112.8260.000
1582018.01.05 06:39buy470.01112.883112.8260.000
1592018.01.05 06:39buy480.01112.883112.8260.000
1602018.01.05 08:24close460.01113.034112.8260.000151.001000814.00
1612018.01.05 08:24modify480.01112.883112.8830.000
1622018.01.05 08:24modify470.01112.883112.8830.000
1632018.01.05 09:05close480.01113.059112.8830.000176.001000990.00
1642018.01.05 09:05close470.01113.056112.8830.000173.001001163.00
1652018.01.05 13:25buy stop490.01113.274113.2170.000
1662018.01.05 13:25buy stop500.01113.274113.2170.000
1672018.01.05 13:25buy stop510.01113.274113.2170.000
1682018.01.05 13:30delete510.01113.274113.2170.000
1692018.01.05 13:30delete500.01113.274113.2170.000
1702018.01.05 13:30delete490.01113.274113.2170.000
1712018.01.05 13:40buy stop520.01113.285113.2230.000
1722018.01.05 13:40buy stop530.01113.285113.2230.000
1732018.01.05 13:40buy stop540.01113.285113.2230.000
1742018.01.05 13:42buy520.01113.285113.2230.000
1752018.01.05 13:42buy530.01113.285113.2230.000
1762018.01.05 13:42buy540.01113.285113.2230.000
1772018.01.05 14:10close540.01113.232113.2230.000-53.001001110.00
1782018.01.05 14:10close530.01113.228113.2230.000-57.001001053.00
1792018.01.05 14:10close520.01113.228113.2230.000-57.001000996.00
1802018.01.05 23:00sell stop550.01113.100113.1390.000
1812018.01.05 23:00sell stop560.01113.100113.1390.000
1822018.01.05 23:00sell stop570.01113.100113.1390.000
1832018.01.05 23:01modify570.01113.110113.1490.000
1842018.01.05 23:01modify560.01113.110113.1490.000
1852018.01.05 23:01modify550.01113.110113.1490.000
1862018.01.05 23:02modify570.01113.120113.1590.000
1872018.01.05 23:02modify560.01113.120113.1590.000
1882018.01.05 23:02modify550.01113.120113.1590.000
1892018.01.05 23:02sell550.01113.120113.1590.000
1902018.01.05 23:02sell560.01113.120113.1590.000
1912018.01.05 23:02sell570.01113.120113.1590.000
1922018.01.08 00:05close570.01113.123113.1590.000-3.001000993.00
1932018.01.08 00:05close560.01113.126113.1590.000-6.001000987.00
1942018.01.08 00:05close550.01113.126113.1590.000-6.001000981.00
1952018.01.08 00:10sell stop580.01113.021113.3210.000
1962018.01.08 00:10sell stop590.01113.021113.3210.000
1972018.01.08 00:10sell stop600.01113.021113.3210.000
1982018.01.08 00:10modify600.01113.031113.3310.000
1992018.01.08 00:10modify590.01113.031113.3310.000
2002018.01.08 00:10modify580.01113.031113.3310.000
2012018.01.08 00:11sell580.01113.031113.3310.000
2022018.01.08 00:11sell590.01113.031113.3310.000
2032018.01.08 00:11sell600.01113.031113.3310.000
2042018.01.08 03:40close600.01113.154113.3310.000-123.001000858.00
2052018.01.08 03:40close590.01113.148113.3310.000-117.001000741.00
2062018.01.08 03:40close580.01113.148113.3310.000-117.001000624.00
2072018.01.08 04:35buy stop610.01113.183113.1060.000
2082018.01.08 04:35buy stop620.01113.183113.1060.000
2092018.01.08 04:35buy stop630.01113.183113.1060.000
2102018.01.08 04:35buy610.01113.183113.1060.000
2112018.01.08 04:35buy620.01113.183113.1060.000
2122018.01.08 04:35buy630.01113.183113.1060.000
2132018.01.08 09:49close610.01113.335113.1060.000152.001000776.00
2142018.01.08 09:50modify630.01113.183113.1830.000
2152018.01.08 09:50modify620.01113.183113.1830.000
2162018.01.08 09:58close620.01113.385113.1830.000202.001000978.00
2172018.01.08 10:35close630.01113.281113.1830.00098.001001076.00
2182018.01.09 03:20sell stop640.01113.084113.1660.000
2192018.01.09 03:20sell stop650.01113.084113.1660.000
2202018.01.09 03:20sell stop660.01113.084113.1660.000
2212018.01.09 03:22modify660.01113.094113.1760.000
2222018.01.09 03:22modify650.01113.094113.1760.000
2232018.01.09 03:22modify640.01113.094113.1760.000
2242018.01.09 03:24sell640.01113.094113.1760.000
2252018.01.09 03:24sell650.01113.094113.1760.000
2262018.01.09 03:24sell660.01113.094113.1760.000
2272018.01.09 03:37close640.01112.942113.1760.000152.001001228.00
2282018.01.09 03:37modify660.01113.094113.0940.000
2292018.01.09 03:37modify650.01113.094113.0940.000
2302018.01.09 03:38close650.01112.784113.0940.000310.001001538.00
2312018.01.09 05:20close660.01112.648113.0940.000446.001001984.00
2322018.01.09 21:20sell stop670.01112.533112.5980.000
2332018.01.09 21:20sell stop680.01112.533112.5980.000
2342018.01.09 21:20sell stop690.01112.533112.5980.000
2352018.01.09 21:21sell670.01112.533112.5980.000
2362018.01.09 21:21sell680.01112.533112.5980.000
2372018.01.09 21:21sell690.01112.533112.5980.000
2382018.01.09 21:42s/l670.01112.598112.5980.000-65.001001919.00
2392018.01.09 21:42s/l680.01112.598112.5980.000-65.001001854.00
2402018.01.09 21:42s/l690.01112.598112.5980.000-65.001001789.00
2412018.01.10 11:05sell stop700.01111.760111.9080.000
2422018.01.10 11:05sell stop710.01111.760111.9080.000
2432018.01.10 11:05sell stop720.01111.760111.9080.000
2442018.01.10 11:05sell700.01111.760111.9080.000
2452018.01.10 11:05sell710.01111.760111.9080.000
2462018.01.10 11:05sell720.01111.760111.9080.000
2472018.01.10 12:34close700.01111.609111.9080.000151.001001940.00
2482018.01.10 12:34modify720.01111.760111.7600.000
2492018.01.10 12:34modify710.01111.760111.7600.000
2502018.01.10 12:47close710.01111.318111.7600.000442.001002382.00
2512018.01.10 15:40close720.01111.484111.7600.000276.001002658.00
2522018.01.10 20:25sell stop730.01111.382111.4820.000
2532018.01.10 20:25sell stop740.01111.382111.4820.000
2542018.01.10 20:25sell stop750.01111.382111.4820.000
2552018.01.10 20:25modify750.01111.392111.4920.000
2562018.01.10 20:25modify740.01111.392111.4920.000
2572018.01.10 20:25modify730.01111.392111.4920.000
2582018.01.10 20:26modify750.01111.402111.5020.000
2592018.01.10 20:26modify740.01111.402111.5020.000
2602018.01.10 20:26modify730.01111.402111.5020.000
2612018.01.10 20:29modify750.01111.412111.5120.000
2622018.01.10 20:29modify740.01111.412111.5120.000
2632018.01.10 20:29modify730.01111.412111.5120.000
2642018.01.10 20:30delete750.01111.412111.5120.000
2652018.01.10 20:30delete740.01111.412111.5120.000
2662018.01.10 20:30delete730.01111.412111.5120.000
2672018.01.11 01:30sell stop760.01111.320111.4050.000
2682018.01.11 01:30sell stop770.01111.320111.4050.000
2692018.01.11 01:30sell stop780.01111.320111.4050.000
2702018.01.11 01:30sell760.01111.320111.4050.000
2712018.01.11 01:30sell770.01111.320111.4050.000
2722018.01.11 01:30sell780.01111.320111.4050.000
2732018.01.11 01:47s/l760.01111.405111.4050.000-85.001002573.00
2742018.01.11 01:47s/l770.01111.405111.4050.000-85.001002488.00
2752018.01.11 01:47s/l780.01111.405111.4050.000-85.001002403.00
2762018.01.11 15:05buy stop790.01111.741111.6130.000
2772018.01.11 15:05buy stop800.01111.741111.6130.000
2782018.01.11 15:05buy stop810.01111.741111.6130.000
2792018.01.11 15:05modify810.01111.731111.6030.000
2802018.01.11 15:05modify800.01111.731111.6030.000
2812018.01.11 15:05modify790.01111.731111.6030.000
2822018.01.11 15:06buy790.01111.731111.6030.000
2832018.01.11 15:06buy800.01111.731111.6030.000
2842018.01.11 15:06buy810.01111.731111.6030.000
2852018.01.11 15:30s/l790.01111.603111.6030.000-128.001002275.00
2862018.01.11 15:30s/l800.01111.603111.6030.000-128.001002147.00
2872018.01.11 15:30s/l810.01111.603111.6030.000-128.001002019.00
2882018.01.11 15:35sell stop820.01111.423111.6580.000
2892018.01.11 15:35sell stop830.01111.423111.6580.000
2902018.01.11 15:35sell stop840.01111.423111.6580.000
2912018.01.11 15:35sell820.01111.423111.6580.000
2922018.01.11 15:35sell830.01111.423111.6580.000
2932018.01.11 15:35sell840.01111.423111.6580.000
2942018.01.11 20:01close820.01111.271111.6580.000152.001002171.00
2952018.01.11 20:01modify840.01111.423111.4230.000
2962018.01.11 20:01modify830.01111.423111.4230.000
2972018.01.11 21:55close840.01111.127111.4230.000296.001002467.00
2982018.01.11 21:56close830.01111.122111.4230.000301.001002768.00