Strategy Tester Report
NanpinK
Dukascopy-live-1 (Build 1353)

通貨ペアUSDJPY (US Dollar vs Japanese Yen)
期間1時間足(H1) 2021.01.04 00:00 - 2022.03.21 23:00 (2021.01.01 - 2022.03.22)
モデル全ティック (利用可能な最小時間枠による最も正確な方法)
パラメーターLots=0.01; EntryStep=100; StopLoss=0; Slippage=10; Spreads=20; AutoEntry=2; Depth=10; TrendFollow=true; Dual=true; Terms=6; HighLowRatio=1; BuyLimit=0; SellLimit=0; ServerTime=false; OpeningTime=9; ClosingTime=24; Interval=120; TrailPoint=100; TrailStart=0; CutTime=6; CutPoint=-2000; Profit=0; Notify=0; DisplayButton=true; MagicNumber=710001;
テストバー数8705モデルティック数23036173モデリング品質89.95%
不整合チャートエラー1
初期証拠金200000.00スプレッド10
純益57654.25総利益77586.39総損失-19932.14
プロフィットファクタ3.89期待利得85.67
絶対ドローダウン7402.56最大ドローダウン19266.92 (8.60%)相対ドローダウン8.67% (18292.71)
総取引数673売りポジション(勝率%)0 (0.00%)買いポジション(勝率%)673 (75.48%)
勝率(%)508 (75.48%)負率 (%)165 (24.52%)
最大勝トレード698.23敗トレード-914.84
平均勝トレード152.73敗トレード-120.80
最大連勝(金額)43 (7843.16)連敗(金額)5 (-2219.85)
最大連勝(トレード数)8587.64 (34)連敗(トレード数)-2219.85 (5)
平均連勝4連敗1
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
12021.01.04 15:55buy10.01103.0040.0000.000
22021.01.04 17:07buy20.01103.1050.0000.000
32021.01.04 17:45buy30.01103.2080.0000.000
42021.01.04 17:45modify10.01103.004103.1040.000
52021.01.04 17:57s/l10.01103.104103.1040.000100.00200100.00
62021.01.04 23:40close30.01103.1560.0000.000-52.00200048.00
72021.01.04 23:40close20.01103.1560.0000.00051.00200099.00
82021.01.05 17:01buy40.01102.9310.0000.000
92021.01.06 09:57buy50.01102.7590.0000.000
102021.01.06 11:42close50.01102.8470.0000.00088.00200187.00
112021.01.06 11:42close40.01102.8470.0000.000-85.77200101.23
122021.01.06 11:42buy60.01102.8560.0000.000
132021.01.06 14:48buy70.01102.9570.0000.000
142021.01.06 15:46buy80.01103.0600.0000.000
152021.01.06 15:46modify60.01102.856102.9560.000
162021.01.06 15:53buy90.01103.1600.0000.000
172021.01.06 15:53modify60.01102.856103.0560.000
182021.01.06 15:53modify70.01102.957103.0570.000
192021.01.06 17:14buy100.01103.2620.0000.000
202021.01.06 17:14modify60.01102.856103.1560.000
212021.01.06 17:14modify70.01102.957103.1570.000
222021.01.06 17:14modify80.01103.060103.1600.000
232021.01.06 17:41buy110.01103.3620.0000.000
242021.01.06 17:41modify70.01102.957103.2570.000
252021.01.06 17:41modify60.01102.856103.2560.000
262021.01.06 17:41modify90.01103.160103.2600.000
272021.01.06 17:41modify80.01103.060103.2600.000
282021.01.06 17:42close110.01103.3580.0000.000-4.00200097.23
292021.01.06 17:42close100.01103.3580.0000.00096.00200193.23
302021.01.06 17:42close90.01103.358103.2600.000198.00200391.23
312021.01.06 17:42close80.01103.358103.2600.000298.00200689.23
322021.01.06 17:42close70.01103.358103.2570.000401.00201090.23
332021.01.06 17:42close60.01103.358103.2560.000502.00201592.23
342021.01.06 17:42buy120.01103.3690.0000.000
352021.01.06 19:42buy130.01103.2530.0000.000
362021.01.07 09:30close130.01103.3130.0000.00054.69201646.92
372021.01.07 09:30close120.01103.3130.0000.000-61.31201585.61
382021.01.07 09:30buy140.01103.3240.0000.000
392021.01.07 10:19buy150.01103.4250.0000.000
402021.01.07 11:50buy160.01103.5260.0000.000
412021.01.07 11:50modify140.01103.324103.4240.000
422021.01.07 12:30buy170.01103.6270.0000.000
432021.01.07 12:34modify140.01103.324103.5240.000
442021.01.07 12:35modify150.01103.425103.5250.000
452021.01.07 14:00buy180.01103.7290.0000.000
462021.01.07 14:00modify140.01103.324103.6240.000
472021.01.07 14:00modify160.01103.526103.6260.000
482021.01.07 14:00modify150.01103.425103.6250.000
492021.01.07 14:36s/l160.01103.626103.6260.000100.00201685.61
502021.01.07 14:37s/l150.01103.625103.6250.000200.00201885.61
512021.01.07 14:37s/l140.01103.624103.6240.000300.00202185.61
522021.01.07 17:00buy190.01103.8300.0000.000
532021.01.07 17:09modify170.01103.627103.7270.000
542021.01.07 17:19buy200.01103.9300.0000.000
552021.01.07 17:19modify170.01103.627103.8270.000
562021.01.07 17:19modify180.01103.729103.8290.000
572021.01.07 17:42s/l180.01103.829103.8290.000100.00202285.61
582021.01.07 18:06s/l170.01103.827103.8270.000200.00202485.61
592021.01.08 03:12close200.01103.8800.0000.000-51.77202433.84
602021.01.08 03:12close190.01103.8800.0000.00048.23202482.07
612021.01.08 10:00buy210.01103.9710.0000.000
622021.01.08 10:09buy220.01104.0710.0000.000
632021.01.08 16:43buy230.01103.8470.0000.000
642021.01.08 17:16close230.01103.9650.0000.000118.00202600.07
652021.01.08 17:16close220.01103.9650.0000.000-106.00202494.07
662021.01.08 17:16close210.01103.9650.0000.000-6.00202488.07
672021.01.08 17:18buy240.01103.9950.0000.000
682021.01.11 01:11close240.01103.9970.0000.0000.23202488.29
692021.01.11 14:11buy250.01104.1870.0000.000
702021.01.11 15:30buy260.01104.2880.0000.000
712021.01.11 16:55buy270.01104.3890.0000.000
722021.01.12 03:30close270.01104.2900.0000.000-100.77202387.52
732021.01.12 03:30close260.01104.2900.0000.0000.23202387.75
742021.01.12 03:30close250.01104.2900.0000.000101.23202488.98
752021.01.12 14:16buy280.01104.2510.0000.000
762021.01.13 09:00buy290.01103.6810.0000.000
772021.01.13 12:17modify290.01103.681103.7810.000
782021.01.13 13:21close290.01103.966103.7810.000285.00202773.98
792021.01.13 13:21close280.01103.9660.0000.000-286.77202487.21
802021.01.13 13:21buy300.01103.9770.0000.000
812021.01.13 15:31buy310.01103.8760.0000.000
822021.01.13 19:21close310.01103.9310.0000.00055.00202542.21
832021.01.13 19:21close300.01103.9310.0000.000-46.00202496.21
842021.01.14 14:59buy320.01104.0850.0000.000
852021.01.15 09:00buy330.01103.7720.0000.000
862021.01.19 04:32close330.01103.9300.0000.000154.46202650.67
872021.01.19 04:32close320.01103.9300.0000.000-160.31202490.36
882021.01.19 09:01buy340.01104.0710.0000.000
892021.01.19 16:38buy350.01103.9600.0000.000
902021.01.19 17:01close350.01104.0170.0000.00057.00202547.36
912021.01.19 17:01close340.01104.0170.0000.000-54.00202493.36
922021.01.19 17:15buy360.01104.0470.0000.000
932021.01.20 09:06buy370.01103.8020.0000.000
942021.01.21 09:38buy380.01103.4700.0000.000
952021.01.22 09:09modify380.01103.470103.5700.000
962021.01.22 15:10modify380.01103.470103.6700.000
972021.01.22 15:10close380.01103.775103.6700.000303.23202796.59
982021.01.22 15:10close370.01103.7750.0000.000-34.08202762.51
992021.01.22 15:10close360.01103.7750.0000.000-280.85202481.66
1002021.01.22 15:10buy390.01103.7860.0000.000
1012021.01.22 16:07buy400.01103.8860.0000.000
1022021.01.25 03:23close400.01103.8380.0000.000-49.77202431.88
1032021.01.25 03:23close390.01103.8380.0000.00050.23202482.11
1042021.01.25 11:02buy410.01103.7670.0000.000
1052021.01.25 16:47buy420.01103.8680.0000.000
1062021.01.25 17:02close420.01103.8740.0000.0006.00202488.11
1072021.01.25 17:02close410.01103.8740.0000.000107.00202595.11
1082021.01.25 17:10buy430.01103.9220.0000.000
1092021.01.26 09:00buy440.01103.7210.0000.000
1102021.01.27 13:42close440.01103.8230.0000.000100.23202695.34
1112021.01.27 13:42close430.01103.8230.0000.000-102.54202592.80
1122021.01.27 13:42buy450.01103.8340.0000.000
1132021.01.27 15:19buy460.01103.9340.0000.000
1142021.01.27 16:32buy470.01104.0350.0000.000
1152021.01.27 16:33modify450.01103.834103.9340.000
1162021.01.27 16:41buy480.01104.1360.0000.000
1172021.01.27 16:43modify460.01103.934104.0340.000
1182021.01.27 16:43modify450.01103.834104.0340.000
1192021.01.27 17:07s/l450.01104.034104.0340.000200.00202792.80
1202021.01.27 17:07s/l460.01104.034104.0340.000100.00202892.80
1212021.01.27 22:33close480.01104.1790.0000.00043.00202935.80
1222021.01.27 22:33close470.01104.1790.0000.000144.00203079.80
1232021.01.27 22:33buy490.01104.1880.0000.000
1242021.01.28 04:33close490.01104.2930.0000.00099.69203179.49
1252021.01.28 09:27buy500.01104.3590.0000.000
1262021.01.28 15:27close500.01104.3680.0000.0009.00203188.49
1272021.01.28 15:27buy510.01104.3790.0000.000
1282021.01.28 23:42buy520.01104.2670.0000.000
1292021.01.29 02:07close520.01104.3230.0000.00054.23203242.72
1302021.01.29 02:07close510.01104.3230.0000.000-57.77203184.95
1312021.01.29 09:45buy530.01104.5610.0000.000
1322021.01.29 10:32buy540.01104.6620.0000.000
1332021.01.29 11:27buy550.01104.7630.0000.000
1342021.01.29 11:30modify530.01104.561104.6610.000
1352021.01.29 11:38buy560.01104.8650.0000.000
1362021.01.29 11:40modify540.01104.662104.7620.000
1372021.01.29 11:40modify530.01104.561104.7610.000
1382021.01.29 12:37s/l540.01104.762104.7620.000100.00203284.95
1392021.01.29 12:37s/l530.01104.761104.7610.000200.00203484.95
1402021.01.29 17:45close560.01104.8160.0000.000-49.00203435.95
1412021.01.29 17:45close550.01104.8160.0000.00053.00203488.95
1422021.02.01 09:25buy570.01104.7170.0000.000
1432021.02.01 10:50buy580.01104.8170.0000.000
1442021.02.01 12:30buy590.01104.9180.0000.000
1452021.02.01 12:31modify570.01104.717104.8170.000
1462021.02.01 15:25close590.01104.9510.0000.00033.00203521.95
1472021.02.01 15:25close580.01104.9510.0000.000134.00203655.95
1482021.02.01 15:25close570.01104.951104.8170.000234.00203889.95
1492021.02.01 15:25buy600.01104.9600.0000.000
1502021.02.02 06:56close600.01104.9600.0000.000-1.77203888.18
1512021.02.02 09:24buy610.01105.0170.0000.000
1522021.02.02 15:25close610.01105.0190.0000.0002.00203890.18
1532021.02.02 16:34buy620.01105.0550.0000.000
1542021.02.02 16:52buy630.01105.1560.0000.000
1552021.02.04 05:54close630.01105.1070.0000.000-56.08203834.10
1562021.02.04 05:54close620.01105.1070.0000.00044.92203879.02
1572021.02.04 09:00buy640.01105.1960.0000.000
1582021.02.04 13:42buy650.01105.2970.0000.000
1592021.02.04 15:20close650.01105.2480.0000.000-49.00203830.02
1602021.02.04 15:20close640.01105.2480.0000.00052.00203882.02
1612021.02.04 16:04buy660.01105.3290.0000.000
1622021.02.04 17:15buy670.01105.4300.0000.000
1632021.02.04 22:04close670.01105.5100.0000.00080.00203962.02
1642021.02.04 22:04close660.01105.5100.0000.000181.00204143.02
1652021.02.04 22:04buy680.01105.5210.0000.000
1662021.02.05 04:10close680.01105.5230.0000.0000.23204143.25
1672021.02.05 12:38buy690.01105.5710.0000.000
1682021.02.05 14:14buy700.01105.6720.0000.000
1692021.02.08 10:45close700.01105.6240.0000.000-49.77204093.47
1702021.02.08 10:45close690.01105.6240.0000.00051.23204144.70
1712021.02.08 10:45buy710.01105.6350.0000.000
1722021.02.09 18:03buy720.01104.6100.0000.000
1732021.02.10 11:57modify720.01104.610104.7100.000
1742021.02.10 12:02s/l720.01104.710104.7100.00098.23204242.93
1752021.02.10 12:02buy730.01104.7200.0000.000
1762021.02.11 09:13buy740.01104.5890.0000.000
1772021.02.11 19:18modify740.01104.589104.6890.000
1782021.02.12 09:49modify740.01104.589104.7890.000
1792021.02.12 09:53modify730.01104.720104.8200.000
1802021.02.12 10:42close740.01104.981104.7890.000390.23204633.16
1812021.02.12 10:42close730.01104.981104.8200.000253.92204887.08
1822021.02.12 10:42close710.01104.9810.0000.000-664.62204222.46
1832021.02.12 10:42buy750.01104.9920.0000.000
1842021.02.12 11:11buy760.01105.0930.0000.000
1852021.02.12 16:42close760.01105.0760.0000.000-17.00204205.46
1862021.02.12 16:42close750.01105.0760.0000.00084.00204289.46
1872021.02.15 09:30buy770.01105.1290.0000.000
1882021.02.15 10:31buy780.01105.2300.0000.000
1892021.02.15 11:41buy790.01105.3310.0000.000
1902021.02.15 11:44modify770.01105.129105.2290.000
1912021.02.15 15:30close790.01105.3350.0000.0004.00204293.46
1922021.02.15 15:30close780.01105.3350.0000.000105.00204398.46
1932021.02.15 15:30close770.01105.335105.2290.000206.00204604.46
1942021.02.15 23:51buy800.01105.3710.0000.000
1952021.02.16 04:45modify800.01105.371105.4710.000
1962021.02.16 05:51close800.01105.574105.4710.000201.23204805.69
1972021.02.16 15:00buy810.01105.5550.0000.000
1982021.02.16 15:33buy820.01105.6560.0000.000
1992021.02.16 16:28buy830.01105.7570.0000.000
2002021.02.16 16:29modify810.01105.555105.6550.000
2012021.02.16 17:13s/l810.01105.655105.6550.000100.00204905.69
2022021.02.16 18:51buy840.01105.8580.0000.000
2032021.02.16 18:59modify820.01105.656105.7560.000
2042021.02.16 19:37buy850.01105.9590.0000.000
2052021.02.16 21:33close850.01105.8740.0000.000-85.00204820.69
2062021.02.16 21:33close840.01105.8740.0000.00016.00204836.69
2072021.02.16 21:33close830.01105.8740.0000.000117.00204953.69
2082021.02.16 21:33close820.01105.874105.7560.000218.00205171.69
2092021.02.16 23:20buy860.01105.9570.0000.000
2102021.02.16 23:58buy870.01106.0580.0000.000
2112021.02.17 01:06modify860.01105.957106.0570.000
2122021.02.17 01:47s/l860.01106.057106.0570.00098.23205269.92
2132021.02.17 09:30close870.01106.0580.0000.000-1.77205268.15
2142021.02.17 10:03buy880.01106.0650.0000.000
2152021.02.17 12:03buy890.01105.9620.0000.000
2162021.02.17 15:30buy900.01106.1670.0000.000
2172021.02.17 15:30modify890.01105.962106.0620.000
2182021.02.17 15:34s/l890.01106.062106.0620.000100.00205368.15
2192021.02.17 16:03close900.01106.1220.0000.000-45.00205323.15
2202021.02.17 16:03close880.01106.1220.0000.00057.00205380.15
2212021.02.18 09:10buy910.01105.9140.0000.000
2222021.02.18 16:11buy920.01105.7340.0000.000
2232021.02.18 16:51close920.01105.8260.0000.00092.00205472.15
2242021.02.18 16:51close910.01105.8260.0000.000-88.00205384.15
2252021.02.18 17:02buy930.01105.8430.0000.000
2262021.02.19 09:00buy940.01105.6610.0000.000
2272021.02.19 15:49buy950.01105.4690.0000.000
2282021.02.19 17:39close950.01105.6590.0000.000190.00205574.15
2292021.02.19 17:39close940.01105.6590.0000.000-2.00205572.15
2302021.02.19 17:39close930.01105.6590.0000.000-185.77205386.38
2312021.02.19 17:39buy960.01105.6700.0000.000
2322021.02.19 19:55buy970.01105.5680.0000.000
2332021.02.22 04:06close970.01105.6210.0000.00051.23205437.61
2342021.02.22 04:06close960.01105.6210.0000.000-50.77205386.84
2352021.02.22 09:18buy980.01105.7270.0000.000
2362021.02.22 10:41buy990.01105.8280.0000.000
2372021.02.22 23:00buy1000.01105.0790.0000.000
2382021.02.23 11:21modify1000.01105.079105.1790.000
2392021.02.23 14:13s/l1000.01105.179105.1790.00098.23205485.06
2402021.02.23 14:13buy1010.01105.1890.0000.000
2412021.02.23 15:33modify1010.01105.189105.2890.000
2422021.02.23 16:47s/l1010.01105.289105.2890.000100.00205585.06
2432021.02.23 16:47buy1020.01105.2980.0000.000
2442021.02.24 05:49modify1020.01105.298105.3980.000
2452021.02.24 10:31modify1020.01105.298105.4980.000
2462021.02.24 10:43close1020.01105.617105.4980.000317.23205902.29
2472021.02.24 10:43close990.01105.6170.0000.000-214.54205687.75
2482021.02.24 10:43close980.01105.6170.0000.000-113.54205574.21
2492021.02.24 10:43buy1030.01105.6280.0000.000
2502021.02.24 11:18buy1040.01105.7280.0000.000
2512021.02.24 13:04buy1050.01105.8290.0000.000
2522021.02.24 13:05modify1030.01105.628105.7280.000
2532021.02.24 15:08buy1060.01105.9300.0000.000
2542021.02.24 15:10modify1040.01105.728105.8280.000
2552021.02.24 15:10modify1030.01105.628105.8280.000
2562021.02.24 15:44buy1070.01106.0320.0000.000
2572021.02.24 15:44modify1030.01105.628105.9280.000
2582021.02.24 15:44modify1050.01105.829105.9290.000
2592021.02.24 15:44modify1040.01105.728105.9280.000
2602021.02.24 16:03s/l1030.01105.928105.9280.000300.00205874.21
2612021.02.24 16:03s/l1040.01105.928105.9280.000200.00206074.21
2622021.02.24 16:03s/l1050.01105.929105.9290.000100.00206174.21
2632021.02.25 02:10close1070.01105.9840.0000.000-53.31206120.90
2642021.02.25 02:10close1060.01105.9840.0000.00048.69206169.59
2652021.02.25 10:41buy1080.01106.1150.0000.000
2662021.02.25 17:00close1080.01106.1180.0000.0003.00206172.59
2672021.02.25 17:33buy1090.01106.1860.0000.000
2682021.02.25 18:01buy1100.01106.2870.0000.000
2692021.02.25 20:02buy1110.01106.3890.0000.000
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