Strategy Tester Report
I_love_Stoch_1
OANDA-v20 Practice-3 (Build 1260)
通貨ペア | USDJPY-a (USD/JPY) |
期間 | 15分足(M15) 2020.01.02 00:00 - 2020.01.31 00:00 (2020.01.01 - 2020.01.31) |
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; H_0=true;
H_1=true;
H_2=true;
H_3=true;
H_4=true;
H_5=true;
H_6=true;
H_7=true;
H_8=true;
H_9=true;
H_10=true;
H_11=true;
H_12=false;
H_13=false;
H_14=false;
H_15=false;
H_16=false;
H_17=false;
H_18=false;
H_19=false;
H_20=false;
H_21=false;
H_22=false;
H_23=true;
Magic=59872465; |
|
テストバー数 | 3016 | モデルティック数 | 67849 | モデリング品質 | n/a |
不整合チャートエラー | 1550 | | | | |
|
初期証拠金 | 1000000.00 | | | スプレッド | 5 |
純益 | 8510.00 | 総利益 | 25240.00 | 総損失 | -16730.00 |
プロフィットファクタ | 1.51 | 期待利得 | 166.86 | | |
絶対ドローダウン | 880.00 | 最大ドローダウン | 12830.00 (1.26%) | 相対ドローダウン | 1.26% (12830.00) |
|
総取引数 | 51 | 売りポジション(勝率%) | 27 (51.85%) | 買いポジション(勝率%) | 24 (62.50%) |
| 勝率(%) | 29 (56.86%) | 負率 (%) | 22 (43.14%) |
最大 | 勝トレード | 6290.00 | 敗トレード | -4630.00 |
平均 | 勝トレード | 870.34 | 敗トレード | -760.45 |
最大 | 連勝(金額) | 6 (7220.00) | 連敗(金額) | 3 (-740.00) |
最大 | 連勝(トレード数) | 7340.00 (3) | 連敗(トレード数) | -8860.00 (2) |
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 | 2020.01.02 00:30 | buy | 1 | 0.10 | 108.693 | 105.693 | 0.000 | |
2 | 2020.01.02 02:30 | close | 1 | 0.10 | 108.688 | 105.693 | 0.000 | -50.00 | 999950.00 |
3 | 2020.01.02 05:15 | buy | 2 | 0.10 | 108.686 | 105.686 | 0.000 | |
4 | 2020.01.02 07:45 | close | 2 | 0.10 | 108.757 | 105.686 | 0.000 | 710.00 | 1000660.00 |
5 | 2020.01.02 09:45 | buy | 3 | 0.10 | 108.796 | 105.796 | 0.000 | |
6 | 2020.01.02 11:00 | close | 3 | 0.10 | 108.785 | 105.796 | 0.000 | -110.00 | 1000550.00 |
7 | 2020.01.02 11:30 | buy | 4 | 0.10 | 108.819 | 105.819 | 0.000 | |
8 | 2020.01.02 12:15 | close | 4 | 0.10 | 108.834 | 105.819 | 0.000 | 150.00 | 1000700.00 |
9 | 2020.01.03 00:45 | sell | 5 | 0.10 | 108.548 | 111.548 | 0.000 | |
10 | 2020.01.03 05:45 | close | 5 | 0.10 | 108.080 | 111.548 | 0.000 | 4680.00 | 1005380.00 |
11 | 2020.01.03 07:30 | sell | 6 | 0.10 | 108.113 | 111.113 | 0.000 | |
12 | 2020.01.03 10:15 | close | 6 | 0.10 | 108.014 | 111.113 | 0.000 | 990.00 | 1006370.00 |
13 | 2020.01.06 00:15 | sell | 7 | 0.10 | 107.907 | 110.907 | 0.000 | |
14 | 2020.01.06 01:45 | close | 7 | 0.10 | 107.897 | 110.907 | 0.000 | 100.00 | 1006470.00 |
15 | 2020.01.06 02:00 | buy | 8 | 0.10 | 107.975 | 104.975 | 0.000 | |
16 | 2020.01.06 03:15 | close | 8 | 0.10 | 108.036 | 104.975 | 0.000 | 610.00 | 1007080.00 |
17 | 2020.01.06 05:00 | buy | 9 | 0.10 | 108.033 | 105.033 | 0.000 | |
18 | 2020.01.06 10:00 | close | 9 | 0.10 | 108.102 | 105.033 | 0.000 | 690.00 | 1007770.00 |
19 | 2020.01.06 10:42 | sell | 10 | 0.10 | 107.955 | 110.955 | 0.000 | |
20 | 2020.01.06 12:00 | close | 10 | 0.10 | 107.991 | 110.955 | 0.000 | -360.00 | 1007410.00 |
21 | 2020.01.07 01:15 | buy | 11 | 0.10 | 108.416 | 105.416 | 0.000 | |
22 | 2020.01.07 02:00 | close | 11 | 0.10 | 108.407 | 105.416 | 0.000 | -90.00 | 1007320.00 |
23 | 2020.01.07 04:00 | buy | 12 | 0.10 | 108.434 | 105.434 | 0.000 | |
24 | 2020.01.07 05:00 | close | 12 | 0.10 | 108.476 | 105.434 | 0.000 | 420.00 | 1007740.00 |
25 | 2020.01.07 07:45 | sell | 13 | 0.10 | 108.480 | 111.480 | 0.000 | |
26 | 2020.01.07 08:15 | close | 13 | 0.10 | 108.417 | 111.480 | 0.000 | 630.00 | 1008370.00 |
27 | 2020.01.07 23:30 | sell | 14 | 0.10 | 108.496 | 111.496 | 0.000 | |
28 | 2020.01.08 03:00 | close | 14 | 0.10 | 107.867 | 111.496 | 0.000 | 6290.00 | 1014660.00 |
29 | 2020.01.08 07:00 | sell | 15 | 0.10 | 108.314 | 111.314 | 0.000 | |
30 | 2020.01.08 16:45 | close | 15 | 0.10 | 108.737 | 111.314 | 0.000 | -4230.00 | 1010430.00 |
31 | 2020.01.09 01:48 | sell | 16 | 0.10 | 109.053 | 112.053 | 0.000 | |
32 | 2020.01.09 20:00 | close | 16 | 0.10 | 109.516 | 112.053 | 0.000 | -4630.00 | 1005800.00 |
33 | 2020.01.09 23:30 | sell | 17 | 0.10 | 109.510 | 112.510 | 0.000 | |
34 | 2020.01.10 19:15 | close | 17 | 0.10 | 109.491 | 112.510 | 0.000 | 190.00 | 1005990.00 |
35 | 2020.01.13 06:30 | buy | 18 | 0.10 | 109.632 | 106.632 | 0.000 | |
36 | 2020.01.13 07:45 | close | 18 | 0.10 | 109.636 | 106.632 | 0.000 | 40.00 | 1006030.00 |
37 | 2020.01.13 10:30 | buy | 19 | 0.10 | 109.655 | 106.655 | 0.000 | |
38 | 2020.01.13 12:00 | close | 19 | 0.10 | 109.848 | 106.655 | 0.000 | 1930.00 | 1007960.00 |
39 | 2020.01.13 23:15 | buy | 20 | 0.10 | 109.933 | 106.933 | 0.000 | |
40 | 2020.01.14 00:15 | close | 20 | 0.10 | 109.923 | 106.933 | 0.000 | -100.00 | 1007860.00 |
41 | 2020.01.14 00:45 | sell | 21 | 0.10 | 109.930 | 112.930 | 0.000 | |
42 | 2020.01.14 11:00 | close | 21 | 0.10 | 109.983 | 112.930 | 0.000 | -530.00 | 1007330.00 |
43 | 2020.01.15 01:30 | sell | 22 | 0.10 | 109.915 | 112.915 | 0.000 | |
44 | 2020.01.15 02:15 | close | 22 | 0.10 | 109.926 | 112.915 | 0.000 | -110.00 | 1007220.00 |
45 | 2020.01.15 04:45 | sell | 23 | 0.10 | 109.916 | 112.916 | 0.000 | |
46 | 2020.01.15 07:00 | close | 23 | 0.10 | 109.893 | 112.916 | 0.000 | 230.00 | 1007450.00 |
47 | 2020.01.15 09:30 | sell | 24 | 0.10 | 109.926 | 112.926 | 0.000 | |
48 | 2020.01.15 12:15 | close | 24 | 0.10 | 109.875 | 112.926 | 0.000 | 510.00 | 1007960.00 |
49 | 2020.01.15 23:30 | buy | 25 | 0.10 | 109.901 | 106.901 | 0.000 | |
50 | 2020.01.16 08:15 | close | 25 | 0.10 | 109.943 | 106.901 | 0.000 | 420.00 | 1008380.00 |
51 | 2020.01.17 02:15 | sell | 26 | 0.10 | 110.179 | 113.179 | 0.000 | |
52 | 2020.01.17 12:00 | close | 26 | 0.10 | 110.186 | 113.179 | 0.000 | -70.00 | 1008310.00 |
53 | 2020.01.20 00:15 | sell | 27 | 0.10 | 110.125 | 113.125 | 0.000 | |
54 | 2020.01.20 08:45 | close | 27 | 0.10 | 110.185 | 113.125 | 0.000 | -600.00 | 1007710.00 |
55 | 2020.01.20 11:00 | buy | 28 | 0.10 | 110.158 | 107.158 | 0.000 | |
56 | 2020.01.20 12:00 | close | 28 | 0.10 | 110.164 | 107.158 | 0.000 | 60.00 | 1007770.00 |
57 | 2020.01.21 00:45 | sell | 29 | 0.10 | 110.166 | 113.166 | 0.000 | |
58 | 2020.01.21 04:30 | close | 29 | 0.10 | 109.989 | 113.166 | 0.000 | 1770.00 | 1009540.00 |
59 | 2020.01.21 06:30 | sell | 30 | 0.10 | 109.934 | 112.934 | 0.000 | |
60 | 2020.01.21 09:15 | close | 30 | 0.10 | 109.945 | 112.934 | 0.000 | -110.00 | 1009430.00 |
61 | 2020.01.21 11:00 | sell | 31 | 0.10 | 109.963 | 112.963 | 0.000 | |
62 | 2020.01.21 18:30 | close | 31 | 0.10 | 109.978 | 112.963 | 0.000 | -150.00 | 1009280.00 |
63 | 2020.01.22 04:00 | sell | 32 | 0.10 | 109.900 | 112.900 | 0.000 | |
64 | 2020.01.22 07:15 | close | 32 | 0.10 | 110.030 | 112.900 | 0.000 | -1300.00 | 1007980.00 |
65 | 2020.01.22 07:45 | buy | 33 | 0.10 | 110.029 | 107.029 | 0.000 | |
66 | 2020.01.22 08:30 | close | 33 | 0.10 | 110.037 | 107.029 | 0.000 | 80.00 | 1008060.00 |
67 | 2020.01.22 23:45 | sell | 34 | 0.10 | 109.857 | 112.857 | 0.000 | |
68 | 2020.01.23 00:30 | close | 34 | 0.10 | 109.843 | 112.857 | 0.000 | 140.00 | 1008200.00 |
69 | 2020.01.23 05:45 | sell | 35 | 0.10 | 109.614 | 112.614 | 0.000 | |
70 | 2020.01.23 06:30 | close | 35 | 0.10 | 109.619 | 112.614 | 0.000 | -50.00 | 1008150.00 |
71 | 2020.01.23 07:30 | sell | 36 | 0.10 | 109.580 | 112.580 | 0.000 | |
72 | 2020.01.23 09:00 | close | 36 | 0.10 | 109.553 | 112.580 | 0.000 | 270.00 | 1008420.00 |
73 | 2020.01.23 09:31 | buy | 37 | 0.10 | 109.592 | 106.592 | 0.000 | |
74 | 2020.01.23 10:15 | close | 37 | 0.10 | 109.584 | 106.592 | 0.000 | -80.00 | 1008340.00 |
75 | 2020.01.23 10:45 | sell | 38 | 0.10 | 109.514 | 112.514 | 0.000 | |
76 | 2020.01.23 11:15 | close | 38 | 0.10 | 109.535 | 112.514 | 0.000 | -210.00 | 1008130.00 |
77 | 2020.01.24 00:45 | buy | 39 | 0.10 | 109.514 | 106.514 | 0.000 | |
78 | 2020.01.24 01:15 | close | 39 | 0.10 | 109.521 | 106.514 | 0.000 | 70.00 | 1008200.00 |
79 | 2020.01.24 06:00 | buy | 40 | 0.10 | 109.481 | 106.481 | 0.000 | |
80 | 2020.01.24 07:45 | close | 40 | 0.10 | 109.525 | 106.481 | 0.000 | 440.00 | 1008640.00 |
81 | 2020.01.24 10:00 | buy | 41 | 0.10 | 109.547 | 106.547 | 0.000 | |
82 | 2020.01.24 11:30 | close | 41 | 0.10 | 109.610 | 106.547 | 0.000 | 630.00 | 1009270.00 |
83 | 2020.01.27 00:15 | sell | 42 | 0.10 | 108.996 | 111.996 | 0.000 | |
84 | 2020.01.27 02:00 | close | 42 | 0.10 | 108.803 | 111.996 | 0.000 | 1930.00 | 1011200.00 |
85 | 2020.01.27 04:30 | sell | 43 | 0.10 | 108.932 | 111.932 | 0.000 | |
86 | 2020.01.27 04:30 | close | 43 | 0.10 | 108.936 | 111.932 | 0.000 | -40.00 | 1011160.00 |
87 | 2020.01.27 10:45 | buy | 44 | 0.10 | 109.077 | 106.077 | 0.000 | |
88 | 2020.01.27 15:00 | close | 44 | 0.10 | 108.954 | 106.077 | 0.000 | -1230.00 | 1009930.00 |
89 | 2020.01.28 01:00 | buy | 45 | 0.10 | 108.919 | 105.919 | 0.000 | |
90 | 2020.01.28 02:00 | close | 45 | 0.10 | 108.931 | 105.919 | 0.000 | 120.00 | 1010050.00 |
91 | 2020.01.28 03:45 | buy | 46 | 0.10 | 109.006 | 106.006 | 0.000 | |
92 | 2020.01.28 04:30 | close | 46 | 0.10 | 108.956 | 106.006 | 0.000 | -500.00 | 1009550.00 |
93 | 2020.01.28 05:00 | buy | 47 | 0.10 | 109.006 | 106.006 | 0.000 | |
94 | 2020.01.28 10:15 | close | 47 | 0.10 | 109.026 | 106.006 | 0.000 | 200.00 | 1009750.00 |
95 | 2020.01.28 23:30 | buy | 48 | 0.10 | 109.142 | 106.142 | 0.000 | |
96 | 2020.01.29 01:15 | close | 48 | 0.10 | 109.080 | 106.142 | 0.000 | -620.00 | 1009130.00 |
97 | 2020.01.29 03:45 | buy | 49 | 0.10 | 109.218 | 106.218 | 0.000 | |
98 | 2020.01.29 13:30 | close | 49 | 0.10 | 109.062 | 106.218 | 0.000 | -1560.00 | 1007570.00 |
99 | 2020.01.30 02:45 | sell | 50 | 0.10 | 108.990 | 111.990 | 0.000 | |
100 | 2020.01.30 05:15 | close | 50 | 0.10 | 108.939 | 111.990 | 0.000 | 510.00 | 1008080.00 |
101 | 2020.01.30 06:15 | sell | 51 | 0.10 | 108.880 | 111.880 | 0.000 | |
102 | 2020.01.30 15:15 | close | 51 | 0.10 | 108.837 | 111.880 | 0.000 | 430.00 | 1008510.00 |