Strategy Tester Report
Sma_Ret_EA
OANDA-Japan Practice (Build 1090)
| 通貨ペア | USDJPY (USD/JPY) | ||||
| 期間 | 15分足(M15) 2018.06.01 00:00 - 2018.09.06 09:00 (2018.06.01 - 2018.09.07) | ||||
| 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 | MaxBuyPosition=1; MaxSellPosition=1; Lots=1; Slippage=4; Starttime=23; SummerTime=true; Magic=59872465; | ||||
| テストバー数 | 7413 | モデルティック数 | 162454 | モデリング品質 | n/a |
| 不整合チャートエラー | 3308 | ||||
| 初期証拠金 | 1000000.00 | スプレッド | 現在値 (4) | ||
| 純益 | 341200.00 | 総利益 | 965700.00 | 総損失 | -624500.00 |
| プロフィットファクタ | 1.55 | 期待利得 | 4431.17 | ||
| 絶対ドローダウン | 137700.00 | 最大ドローダウン | 148800.00 (14.72%) | 相対ドローダウン | 14.72% (148800.00) |
| 総取引数 | 77 | 売りポジション(勝率%） | 31 (35.48%) | 買いポジション(勝率%） | 46 (56.52%) |
| 勝率(%) | 37 (48.05%) | 負率 (%) | 40 (51.95%) | ||
| 最大 | 勝トレード | 63700.00 | 敗トレード | -44100.00 | |
| 平均 | 勝トレード | 26100.00 | 敗トレード | -15612.50 | |
| 最大 | 連勝(金額) | 5 (118700.00) | 連敗(金額) | 4 (-92400.00) | |
| 最大 | 連勝(トレード数) | 121600.00 (3) | 連敗(トレード数) | -92400.00 (4) | |
| 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 | 2018.06.01 00:05 | sell | 1 | 1.00 | 108.792 | 108.882 | 0.000 | ||
| 2 | 2018.06.01 04:40 | s/l | 1 | 1.00 | 108.882 | 108.882 | 0.000 | -9000.00 | 991000.00 |
| 3 | 2018.06.01 04:48 | sell | 2 | 1.00 | 108.935 | 109.132 | 0.000 | ||
| 4 | 2018.06.01 05:25 | s/l | 2 | 1.00 | 109.132 | 109.132 | 0.000 | -19700.00 | 971300.00 |
| 5 | 2018.06.01 10:05 | sell | 3 | 1.00 | 109.155 | 109.582 | 0.000 | ||
| 6 | 2018.06.01 16:37 | s/l | 3 | 1.00 | 109.582 | 109.582 | 0.000 | -42700.00 | 928600.00 |
| 7 | 2018.06.07 07:01 | buy | 4 | 1.00 | 109.876 | 109.686 | 0.000 | ||
| 8 | 2018.06.07 21:10 | s/l | 4 | 1.00 | 109.686 | 109.686 | 0.000 | -19000.00 | 909600.00 |
| 9 | 2018.06.07 21:10 | buy | 5 | 1.00 | 109.671 | 109.236 | 0.000 | ||
| 10 | 2018.06.07 23:15 | close | 5 | 1.00 | 109.744 | 109.236 | 0.000 | 7300.00 | 916900.00 |
| 11 | 2018.06.08 15:10 | buy | 6 | 1.00 | 109.201 | 108.771 | 0.000 | ||
| 12 | 2018.06.08 23:18 | close | 6 | 1.00 | 109.472 | 108.771 | 0.000 | 27100.00 | 944000.00 |
| 13 | 2018.06.11 01:52 | buy | 7 | 1.00 | 109.323 | 109.220 | 0.000 | ||
| 14 | 2018.06.11 02:23 | close | 7 | 1.00 | 109.479 | 109.220 | 0.000 | 15600.00 | 959600.00 |
| 15 | 2018.06.11 08:25 | sell | 8 | 1.00 | 109.772 | 109.970 | 0.000 | ||
| 16 | 2018.06.11 10:10 | s/l | 8 | 1.00 | 109.970 | 109.970 | 0.000 | -19800.00 | 939800.00 |
| 17 | 2018.06.11 10:10 | sell | 9 | 1.00 | 109.979 | 110.420 | 0.000 | ||
| 18 | 2018.06.12 03:25 | s/l | 9 | 1.00 | 110.420 | 110.420 | 0.000 | -44100.00 | 895700.00 |
| 19 | 2018.06.13 02:23 | sell | 10 | 1.00 | 110.496 | 110.585 | 0.000 | ||
| 20 | 2018.06.13 05:16 | s/l | 10 | 1.00 | 110.585 | 110.585 | 0.000 | -8900.00 | 886800.00 |
| 21 | 2018.06.13 07:07 | sell | 11 | 1.00 | 110.639 | 110.835 | 0.000 | ||
| 22 | 2018.06.13 22:33 | s/l | 11 | 1.00 | 110.835 | 110.835 | 0.000 | -19600.00 | 867200.00 |
| 23 | 2018.06.13 22:33 | sell | 12 | 1.00 | 110.845 | 111.285 | 0.000 | ||
| 24 | 2018.06.13 23:25 | close | 12 | 1.00 | 110.522 | 111.285 | 0.000 | 32300.00 | 899500.00 |
| 25 | 2018.06.13 23:40 | buy | 13 | 1.00 | 110.357 | 110.290 | 0.000 | ||
| 26 | 2018.06.13 23:55 | s/l | 13 | 1.00 | 110.290 | 110.290 | 0.000 | -6700.00 | 892800.00 |
| 27 | 2018.06.14 03:16 | buy | 14 | 1.00 | 110.234 | 110.040 | 0.000 | ||
| 28 | 2018.06.14 09:55 | s/l | 14 | 1.00 | 110.040 | 110.040 | 0.000 | -19400.00 | 873400.00 |
| 29 | 2018.06.14 11:01 | buy | 15 | 1.00 | 110.028 | 109.590 | 0.000 | ||
| 30 | 2018.06.14 21:35 | close | 15 | 1.00 | 110.545 | 109.590 | 0.000 | 51700.00 | 925100.00 |
| 31 | 2018.06.15 09:40 | sell | 16 | 1.00 | 110.892 | 111.072 | 0.000 | ||
| 32 | 2018.06.15 11:40 | close | 16 | 1.00 | 110.506 | 111.072 | 0.000 | 38600.00 | 963700.00 |
| 33 | 2018.06.18 05:55 | buy | 17 | 1.00 | 110.302 | 110.107 | 0.000 | ||
| 34 | 2018.06.18 11:10 | close | 17 | 1.00 | 110.615 | 110.107 | 0.000 | 31300.00 | 995000.00 |
| 35 | 2018.06.19 03:40 | buy | 18 | 1.00 | 110.221 | 110.107 | 0.000 | ||
| 36 | 2018.06.19 03:55 | s/l | 18 | 1.00 | 110.107 | 110.107 | 0.000 | -11400.00 | 983600.00 |
| 37 | 2018.06.21 09:07 | sell | 19 | 1.00 | 110.710 | 110.896 | 0.000 | ||
| 38 | 2018.06.21 12:46 | close | 19 | 1.00 | 110.379 | 110.896 | 0.000 | 33100.00 | 1016700.00 |
| 39 | 2018.06.21 18:46 | buy | 20 | 1.00 | 109.869 | 109.446 | 0.000 | ||
| 40 | 2018.06.21 23:15 | close | 20 | 1.00 | 109.906 | 109.446 | 0.000 | 3700.00 | 1020400.00 |
| 41 | 2018.06.21 23:25 | sell | 21 | 1.00 | 110.034 | 110.111 | 0.000 | ||
| 42 | 2018.06.22 01:31 | close | 21 | 1.00 | 109.859 | 110.111 | 0.000 | 17500.00 | 1037900.00 |
| 43 | 2018.06.25 04:55 | buy | 22 | 1.00 | 109.583 | 109.409 | 0.000 | ||
| 44 | 2018.06.25 09:10 | s/l | 22 | 1.00 | 109.409 | 109.409 | 0.000 | -17400.00 | 1020500.00 |
| 45 | 2018.06.25 22:40 | buy | 23 | 1.00 | 109.401 | 108.959 | 0.000 | ||
| 46 | 2018.06.25 23:40 | close | 23 | 1.00 | 110.038 | 108.959 | 0.000 | 63700.00 | 1084200.00 |
| 47 | 2018.06.26 00:10 | buy | 24 | 1.00 | 109.754 | 109.659 | 0.000 | ||
| 48 | 2018.06.26 02:38 | s/l | 24 | 1.00 | 109.659 | 109.659 | 0.000 | -9500.00 | 1074700.00 |
| 49 | 2018.06.26 04:05 | buy | 25 | 1.00 | 109.608 | 109.409 | 0.000 | ||
| 50 | 2018.06.26 06:07 | s/l | 25 | 1.00 | 109.409 | 109.409 | 0.000 | -19900.00 | 1054800.00 |
| 51 | 2018.06.27 05:50 | buy | 26 | 1.00 | 109.809 | 109.619 | 0.000 | ||
| 52 | 2018.06.27 15:50 | close | 26 | 1.00 | 110.141 | 109.619 | 0.000 | 33200.00 | 1088000.00 |
| 53 | 2018.06.29 01:01 | buy | 27 | 1.00 | 110.476 | 110.376 | 0.000 | ||
| 54 | 2018.06.29 04:48 | s/l | 27 | 1.00 | 110.376 | 110.376 | 0.000 | -10000.00 | 1078000.00 |
| 55 | 2018.06.29 23:55 | buy | 28 | 1.00 | 110.710 | 110.618 | 0.000 | ||
| 56 | 2018.06.30 00:25 | s/l | 28 | 1.00 | 110.618 | 110.618 | 0.000 | -9200.00 | 1068800.00 |
| 57 | 2018.07.02 01:35 | buy | 29 | 1.00 | 110.706 | 110.618 | 0.000 | ||
| 58 | 2018.07.02 01:55 | s/l | 29 | 1.00 | 110.618 | 110.618 | 0.000 | -8800.00 | 1060000.00 |
| 59 | 2018.07.04 04:55 | buy | 30 | 1.00 | 110.279 | 110.103 | 0.000 | ||
| 60 | 2018.07.04 23:20 | close | 30 | 1.00 | 110.473 | 110.103 | 0.000 | 19400.00 | 1079400.00 |
| 61 | 2018.07.06 01:01 | buy | 31 | 1.00 | 110.493 | 110.422 | 0.000 | ||
| 62 | 2018.07.06 01:20 | close | 31 | 1.00 | 110.674 | 110.422 | 0.000 | 18100.00 | 1097500.00 |
| 63 | 2018.07.10 08:25 | sell | 32 | 1.00 | 111.127 | 111.316 | 0.000 | ||
| 64 | 2018.07.10 14:55 | s/l | 32 | 1.00 | 111.316 | 111.316 | 0.000 | -18900.00 | 1078600.00 |
| 65 | 2018.07.10 14:55 | sell | 33 | 1.00 | 111.317 | 111.766 | 0.000 | ||
| 66 | 2018.07.10 23:15 | close | 33 | 1.00 | 111.261 | 111.766 | 0.000 | 5600.00 | 1084200.00 |
| 67 | 2018.07.11 00:52 | buy | 34 | 1.00 | 111.070 | 111.042 | 0.000 | ||
| 68 | 2018.07.11 00:55 | s/l | 34 | 1.00 | 111.042 | 111.042 | 0.000 | -2800.00 | 1081400.00 |
| 69 | 2018.07.11 20:40 | sell | 35 | 1.00 | 111.818 | 112.242 | 0.000 | ||
| 70 | 2018.07.11 23:15 | close | 35 | 1.00 | 112.011 | 112.242 | 0.000 | -19300.00 | 1062100.00 |
| 71 | 2018.07.12 05:40 | sell | 36 | 1.00 | 112.344 | 112.541 | 0.000 | ||
| 72 | 2018.07.12 14:37 | s/l | 36 | 1.00 | 112.541 | 112.541 | 0.000 | -19700.00 | 1042400.00 |
| 73 | 2018.07.12 14:37 | sell | 37 | 1.00 | 112.556 | 112.991 | 0.000 | ||
| 74 | 2018.07.12 23:25 | close | 37 | 1.00 | 112.461 | 112.991 | 0.000 | 9500.00 | 1051900.00 |
| 75 | 2018.07.13 02:50 | sell | 38 | 1.00 | 112.615 | 112.711 | 0.000 | ||
| 76 | 2018.07.13 04:22 | s/l | 38 | 1.00 | 112.711 | 112.711 | 0.000 | -9600.00 | 1042300.00 |
| 77 | 2018.07.13 04:40 | sell | 39 | 1.00 | 112.767 | 112.961 | 0.000 | ||
| 78 | 2018.07.13 13:52 | close | 39 | 1.00 | 112.463 | 112.961 | 0.000 | 30400.00 | 1072700.00 |
| 79 | 2018.07.17 17:30 | sell | 40 | 1.00 | 112.830 | 113.240 | 0.000 | ||
| 80 | 2018.07.17 23:24 | close | 40 | 1.00 | 112.852 | 113.240 | 0.000 | -2200.00 | 1070500.00 |
| 81 | 2018.07.18 02:11 | sell | 41 | 1.00 | 113.016 | 113.099 | 0.000 | ||
| 82 | 2018.07.18 09:32 | s/l | 41 | 1.00 | 113.099 | 113.099 | 0.000 | -8300.00 | 1062200.00 |
| 83 | 2018.07.19 20:08 | buy | 42 | 1.00 | 112.353 | 111.931 | 0.000 | ||
| 84 | 2018.07.20 03:13 | close | 42 | 1.00 | 112.502 | 111.931 | 0.000 | 14900.00 | 1077100.00 |
| 85 | 2018.07.20 15:43 | buy | 43 | 1.00 | 111.952 | 111.550 | 0.000 | ||
| 86 | 2018.07.20 20:28 | s/l | 43 | 1.00 | 111.550 | 111.550 | 0.000 | -40200.00 | 1036900.00 |
| 87 | 2018.07.23 00:47 | buy | 44 | 1.00 | 111.352 | 111.261 | 0.000 | ||
| 88 | 2018.07.23 02:07 | s/l | 44 | 1.00 | 111.261 | 111.261 | 0.000 | -9100.00 | 1027800.00 |
| 89 | 2018.07.23 10:16 | buy | 45 | 1.00 | 111.004 | 110.561 | 0.000 | ||
| 90 | 2018.07.23 20:52 | close | 45 | 1.00 | 111.524 | 110.561 | 0.000 | 52000.00 | 1079800.00 |
| 91 | 2018.07.24 04:16 | buy | 46 | 1.00 | 111.121 | 110.917 | 0.000 | ||
| 92 | 2018.07.24 09:36 | close | 46 | 1.00 | 111.418 | 110.917 | 0.000 | 29700.00 | 1109500.00 |
| 93 | 2018.07.25 20:43 | buy | 47 | 1.00 | 110.663 | 110.241 | 0.000 | ||
| 94 | 2018.07.25 23:15 | close | 47 | 1.00 | 110.975 | 110.241 | 0.000 | 31200.00 | 1140700.00 |
| 95 | 2018.07.26 00:58 | buy | 48 | 1.00 | 110.822 | 110.719 | 0.000 | ||
| 96 | 2018.07.26 03:54 | s/l | 48 | 1.00 | 110.719 | 110.719 | 0.000 | -10300.00 | 1130400.00 |
| 97 | 2018.07.26 08:58 | buy | 49 | 1.00 | 110.653 | 110.469 | 0.000 | ||
| 98 | 2018.07.26 15:59 | close | 49 | 1.00 | 110.978 | 110.469 | 0.000 | 32500.00 | 1162900.00 |
| 99 | 2018.07.27 06:32 | buy | 50 | 1.00 | 110.946 | 110.746 | 0.000 | ||
| 100 | 2018.07.27 23:28 | close | 50 | 1.00 | 111.005 | 110.746 | 0.000 | 5900.00 | 1168800.00 |
| 101 | 2018.07.31 07:01 | buy | 51 | 1.00 | 110.745 | 110.560 | 0.000 | ||
| 102 | 2018.07.31 07:02 | close | 51 | 1.00 | 111.140 | 110.560 | 0.000 | 39500.00 | 1208300.00 |
| 103 | 2018.07.31 07:08 | sell | 52 | 1.00 | 111.425 | 111.560 | 0.000 | ||
| 104 | 2018.07.31 07:48 | close | 52 | 1.00 | 111.052 | 111.560 | 0.000 | 37300.00 | 1245600.00 |
| 105 | 2018.07.31 09:28 | sell | 53 | 1.00 | 111.362 | 111.560 | 0.000 | ||
| 106 | 2018.07.31 11:58 | s/l | 53 | 1.00 | 111.560 | 111.560 | 0.000 | -19800.00 | 1225800.00 |
| 107 | 2018.07.31 11:59 | sell | 54 | 1.00 | 111.543 | 112.010 | 0.000 | ||
| 108 | 2018.07.31 23:15 | close | 54 | 1.00 | 111.813 | 112.010 | 0.000 | -27000.00 | 1198800.00 |
| 109 | 2018.08.01 09:58 | sell | 55 | 1.00 | 112.115 | 112.313 | 0.000 | ||
| 110 | 2018.08.01 14:38 | close | 55 | 1.00 | 111.810 | 112.313 | 0.000 | 30500.00 | 1229300.00 |
| 111 | 2018.08.03 17:48 | buy | 56 | 1.00 | 111.128 | 110.684 | 0.000 | ||
| 112 | 2018.08.03 23:15 | close | 56 | 1.00 | 111.245 | 110.684 | 0.000 | 11700.00 | 1241000.00 |
| 113 | 2018.08.08 10:21 | buy | 57 | 1.00 | 110.910 | 110.457 | 0.000 | ||
| 114 | 2018.08.09 08:02 | close | 57 | 1.00 | 111.011 | 110.457 | 0.000 | 10100.00 | 1251100.00 |
| 115 | 2018.08.10 07:21 | buy | 58 | 1.00 | 110.748 | 110.575 | 0.000 | ||
| 116 | 2018.08.10 09:08 | close | 58 | 1.00 | 111.083 | 110.575 | 0.000 | 33500.00 | 1284600.00 |
| 117 | 2018.08.10 18:17 | buy | 59 | 1.00 | 110.576 | 110.125 | 0.000 | ||
| 118 | 2018.08.10 23:15 | close | 59 | 1.00 | 110.905 | 110.125 | 0.000 | 32900.00 | 1317500.00 |
| 119 | 2018.08.13 02:46 | buy | 60 | 1.00 | 110.667 | 110.565 | 0.000 | ||
| 120 | 2018.08.13 03:43 | s/l | 60 | 1.00 | 110.565 | 110.565 | 0.000 | -10200.00 | 1307300.00 |
| 121 | 2018.08.13 03:48 | buy | 61 | 1.00 | 110.498 | 110.315 | 0.000 | ||
| 122 | 2018.08.13 04:33 | s/l | 61 | 1.00 | 110.315 | 110.315 | 0.000 | -18300.00 | 1289000.00 |
| 123 | 2018.08.13 14:42 | buy | 62 | 1.00 | 110.313 | 109.865 | 0.000 | ||
| 124 | 2018.08.13 16:12 | close | 62 | 1.00 | 110.834 | 109.865 | 0.000 | 52100.00 | 1341100.00 |
| 125 | 2018.08.14 09:11 | sell | 63 | 1.00 | 110.946 | 111.129 | 0.000 | ||
| 126 | 2018.08.14 10:06 | s/l | 63 | 1.00 | 111.129 | 111.129 | 0.000 | -18300.00 | 1322800.00 |
| 127 | 2018.08.14 10:06 | sell | 64 | 1.00 | 111.137 | 111.579 | 0.000 | ||
| 128 | 2018.08.14 23:15 | close | 64 | 1.00 | 111.213 | 111.579 | 0.000 | -7600.00 | 1315200.00 |
| 129 | 2018.08.15 17:01 | buy | 65 | 1.00 | 110.709 | 110.270 | 0.000 | ||
| 130 | 2018.08.15 23:15 | close | 65 | 1.00 | 110.689 | 110.270 | 0.000 | -2000.00 | 1313200.00 |
| 131 | 2018.08.17 14:18 | buy | 66 | 1.00 | 110.426 | 109.976 | 0.000 | ||
| 132 | 2018.08.20 07:56 | close | 66 | 1.00 | 110.633 | 109.976 | 0.000 | 20700.00 | 1333900.00 |
| 133 | 2018.08.21 01:45 | buy | 67 | 1.00 | 109.973 | 109.874 | 0.000 | ||
| 134 | 2018.08.21 03:13 | s/l | 67 | 1.00 | 109.874 | 109.874 | 0.000 | -9900.00 | 1324000.00 |
| 135 | 2018.08.21 03:33 | buy | 68 | 1.00 | 109.811 | 109.624 | 0.000 | ||
| 136 | 2018.08.21 06:52 | close | 68 | 1.00 | 110.128 | 109.624 | 0.000 | 31700.00 | 1355700.00 |
| 137 | 2018.08.21 23:47 | buy | 69 | 1.00 | 110.246 | 110.156 | 0.000 | ||
| 138 | 2018.08.22 00:38 | s/l | 69 | 1.00 | 110.156 | 110.156 | 0.000 | -9000.00 | 1346700.00 |
| 139 | 2018.08.22 03:00 | buy | 70 | 1.00 | 110.107 | 109.906 | 0.000 | ||
| 140 | 2018.08.22 06:02 | close | 70 | 1.00 | 110.407 | 109.906 | 0.000 | 30000.00 | 1376700.00 |
| 141 | 2018.08.23 02:37 | sell | 71 | 1.00 | 110.658 | 110.753 | 0.000 | ||
| 142 | 2018.08.23 03:18 | s/l | 71 | 1.00 | 110.753 | 110.753 | 0.000 | -9500.00 | 1367200.00 |
| 143 | 2018.08.23 04:26 | sell | 72 | 1.00 | 110.810 | 111.003 | 0.000 | ||
| 144 | 2018.08.23 16:37 | s/l | 72 | 1.00 | 111.003 | 111.003 | 0.000 | -19300.00 | 1347900.00 |
| 145 | 2018.08.23 16:37 | sell | 73 | 1.00 | 111.005 | 111.453 | 0.000 | ||
| 146 | 2018.08.23 23:15 | close | 73 | 1.00 | 111.257 | 111.453 | 0.000 | -25200.00 | 1322700.00 |
| 147 | 2018.08.27 02:43 | sell | 74 | 1.00 | 111.335 | 111.430 | 0.000 | ||
| 148 | 2018.08.27 05:16 | close | 74 | 1.00 | 111.183 | 111.430 | 0.000 | 15200.00 | 1337900.00 |
| 149 | 2018.08.29 17:58 | sell | 75 | 1.00 | 111.714 | 112.150 | 0.000 | ||
| 150 | 2018.08.29 23:15 | close | 75 | 1.00 | 111.698 | 112.150 | 0.000 | 1600.00 | 1339500.00 |
| 151 | 2018.08.30 18:37 | buy | 76 | 1.00 | 111.192 | 110.751 | 0.000 | ||
| 152 | 2018.08.30 23:15 | close | 76 | 1.00 | 111.063 | 110.751 | 0.000 | -12900.00 | 1326600.00 |
| 153 | 2018.09.06 04:08 | buy | 77 | 1.00 | 111.201 | 111.010 | 0.000 | ||
| 154 | 2018.09.06 09:10 | close at stop | 77 | 1.00 | 111.347 | 111.010 | 0.000 | 14600.00 | 1341200.00 |