Strategy Tester Report
ikeike
XMTrading-Real 7 (Build 1090)

通貨ペアUSDJPY (US Dollar vs Japanise Yen)
期間1時間足(H1) 2018.04.02 00:00 - 2018.11.16 23:00 (2018.04.01 - 2018.11.17)
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=1; TakeProfit=600; StopLoss=900; CutTime=12; CutPoint=0; UpDownRatio=0.75; Transfer=1;
テストバー数4961モデルティック数10654892モデリング品質52.01%
不整合チャートエラー21
初期証拠金10000.00スプレッド現在値 (17)
純益1348.97総利益16061.30総損失-14712.33
プロフィットファクタ1.09期待利得9.92
絶対ドローダウン1550.98最大ドローダウン3847.79 (26.08%)相対ドローダウン26.08% (3847.79)
総取引数136売りポジション(勝率%)66 (59.09%)買いポジション(勝率%)70 (87.14%)
勝率(%)100 (73.53%)負率 (%)36 (26.47%)
最大勝トレード545.15敗トレード-861.16
平均勝トレード160.61敗トレード-408.68
最大連勝(金額)13 (2307.13)連敗(金額)3 (-1599.54)
最大連勝(トレード数)2307.13 (13)連敗(トレード数)-1662.37 (2)
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
12018.04.04 02:38sell11.00106.438107.338105.838
22018.04.04 14:38close11.00106.241107.338105.838185.4310185.43
32018.04.06 01:16sell21.00107.392108.292106.792
42018.04.06 13:16close21.00107.346108.292106.79242.8510228.28
52018.04.06 23:17buy31.00106.890105.990107.490
62018.04.09 00:00close31.00106.927105.990107.49039.2210267.50
72018.04.09 00:37sell41.00106.899107.799106.299
82018.04.09 21:09close41.00106.898107.799106.2990.9410268.44
92018.04.09 23:17buy51.00106.691105.791107.291
102018.04.10 11:17close51.00106.885105.791107.291186.1210454.57
112018.04.16 00:02buy61.00107.533106.633108.133
122018.04.20 03:38close61.00107.534106.633108.13328.6810483.25
132018.04.20 04:16buy71.00107.458106.558108.058
142018.04.20 16:16close71.00107.671106.558108.058197.8210681.07
152018.04.23 00:39sell81.00107.734108.634107.134
162018.04.23 18:39s/l81.00108.634108.634107.134-828.479852.60
172018.04.27 23:02buy91.00109.099108.199109.699
182018.04.30 01:18close91.00109.099108.199109.6994.629857.22
192018.04.30 02:52sell101.00109.092109.992108.492
202018.05.02 17:38s/l101.00109.992109.992108.492-839.079018.15
212018.05.04 02:39sell111.00109.090109.990108.490
222018.05.04 14:39close111.00108.885109.990108.490188.279206.42
232018.05.07 02:18buy121.00109.123108.223109.723
242018.05.07 14:18close121.00109.294108.223109.723156.469362.88
252018.05.08 02:02sell131.00109.097109.997108.497
262018.05.08 14:02close131.00108.962109.997108.497123.909486.78
272018.05.09 02:19sell141.00109.065109.965108.465
282018.05.10 10:27s/l141.00109.965109.965108.465-849.698637.10
292018.05.11 03:35sell151.00109.324110.224108.724
302018.05.11 15:35close151.00109.266110.224108.72453.088690.18
312018.05.11 23:19buy161.00109.341108.441109.941
322018.05.14 00:02close161.00109.342108.441109.9415.538695.71
332018.05.14 00:04buy171.00109.373108.473109.973
342018.05.14 12:04close171.00109.525108.473109.973138.788834.49
352018.05.16 02:01sell181.00110.250111.150109.650
362018.05.16 14:01close181.00110.126111.150109.650112.608947.09
372018.05.21 23:02sell191.00110.991111.891110.391
382018.05.22 11:29close191.00110.990111.891110.391-9.528937.58
392018.05.23 01:37sell201.00110.796111.696110.196
402018.05.23 10:26t/p201.00110.196111.696110.196544.489482.06
412018.05.24 02:37sell211.00109.896110.796109.296
422018.05.24 14:37close211.00109.646110.796109.296228.019710.07
432018.05.25 02:18buy221.00109.287108.387109.887
442018.05.25 14:18close221.00109.449108.387109.887148.019858.08
452018.05.25 23:01buy231.00109.498108.598110.098
462018.05.28 00:00close231.00109.717108.598110.098204.2210062.30
472018.05.28 00:01sell241.00109.682110.582109.082
482018.05.28 12:01close241.00109.396110.582109.082261.4410323.74
492018.05.29 01:19buy251.00109.412108.512110.012
502018.05.29 11:37s/l251.00108.512108.512110.012-829.409494.34
512018.05.30 08:00sell261.00108.604109.504108.004
522018.05.31 03:36close261.00108.603109.504108.004-30.339464.02
532018.06.01 23:37sell271.00109.473110.373108.873
542018.06.04 00:00close271.00109.446110.373108.87314.259478.27
552018.06.04 00:38buy281.00109.478108.578110.078
562018.06.04 12:38close281.00109.617108.578110.078126.819605.08
572018.06.04 22:18buy291.00109.758108.858110.358
582018.06.05 10:18close291.00109.768108.858110.35813.739618.82
592018.06.05 21:17buy301.00109.647108.747110.247
602018.06.06 09:17close301.00109.900108.747110.247234.839853.65
612018.06.06 21:02sell311.00110.137111.037109.537
622018.06.07 09:02close311.00109.949111.037109.537139.749993.39
632018.06.08 02:02sell321.00109.650110.550109.050
642018.06.08 14:02close321.00109.249110.550109.050367.0510360.44
652018.06.08 23:18buy331.00109.472108.572110.072
662018.06.11 01:33close331.00109.473108.572110.0725.5310365.98
672018.06.11 05:16buy341.00109.461108.561110.061
682018.06.11 10:14t/p341.00110.061108.561110.061545.1510911.13
692018.06.11 19:18buy351.00109.978109.078110.578
702018.06.12 07:18close351.00110.312109.078110.578307.4011218.53
712018.06.13 01:17buy361.00110.408109.508111.008
722018.06.13 13:17close361.00110.571109.508111.008147.4211365.95
732018.06.14 03:01sell371.00110.200111.100109.600
742018.06.14 15:01close371.00110.112111.100109.60079.9211445.87
752018.06.14 20:16buy381.00110.457109.557111.057
762018.06.15 08:16close381.00110.763109.557111.057280.8911726.77
772018.06.15 23:19buy391.00110.641109.741111.241
782018.06.18 00:00close391.00110.685109.741111.24144.3711771.14
792018.06.18 00:05buy401.00110.738109.838111.338
802018.06.19 05:02s/l401.00109.838109.838111.338-814.7710956.38
812018.06.19 20:02sell411.00109.910110.810109.310
822018.06.21 17:38close411.00109.909110.810109.310-40.7510915.63
832018.06.25 02:01sell421.00109.884110.784109.284
842018.06.25 14:01close421.00109.554110.784109.284301.2211216.85
852018.06.25 22:15buy431.00109.473108.573110.073
862018.06.26 10:15close431.00109.707108.573110.073217.9211434.77
872018.06.26 23:38sell441.00110.014110.914109.414
882018.06.27 11:38close441.00109.841110.914109.414147.0811581.86
892018.06.27 14:15buy451.00109.895108.995110.495
902018.06.28 02:15close451.00110.275108.995110.495358.4611940.32
912018.07.04 01:19sell461.00110.545111.445109.945
922018.07.04 13:19close461.00110.493111.445109.94547.0611987.38
932018.07.06 01:02sell471.00110.617111.517110.017
942018.07.06 14:38close471.00110.617111.517110.0170.0011987.38
952018.07.06 21:40sell481.00110.436111.336109.836
962018.07.09 00:00close481.00110.384111.336109.83636.6912024.08
972018.07.09 00:18buy491.00110.400109.500111.000
982018.07.09 12:18close491.00110.492109.500111.00083.2612107.34
992018.07.10 23:16sell501.00111.239112.139110.639
1002018.07.11 11:16close501.00111.019112.139110.639187.7412295.08
1012018.07.11 19:15buy511.00111.551110.651112.151
1022018.07.11 21:39t/p511.00112.151110.651112.151534.9912830.07
1032018.07.12 06:01buy521.00112.299111.399112.899
1042018.07.12 18:01close521.00112.398111.399112.89988.0812918.15
1052018.07.16 00:17buy531.00112.233111.333112.833
1062018.07.16 12:17close531.00112.453111.333112.833195.6413113.79
1072018.07.18 20:04sell541.00112.762113.662112.162
1082018.07.19 08:04close541.00112.749113.662112.162-19.7213094.08
1092018.07.19 19:36sell551.00112.837113.737112.237
1102018.07.19 20:30t/p551.00112.237113.737112.237534.5813628.66
1112018.07.20 20:37sell561.00111.573112.473110.973
1122018.07.23 00:00close561.00111.384112.473110.973159.2613787.92
1132018.07.23 00:18buy571.00111.393110.493111.993
1142018.07.23 17:38close571.00111.394110.493111.9930.9013788.82
1152018.07.23 22:37sell581.00111.407112.307110.807
1162018.07.24 10:37close581.00111.192112.307110.807182.9413971.77
1172018.07.26 07:04sell591.00110.755111.655110.155
1182018.07.31 07:14close591.00110.754111.655110.155-30.3513941.42
1192018.07.31 23:02buy601.00111.849110.949112.449
1202018.08.01 11:02close601.00112.094110.949112.449223.1914164.61
1212018.08.01 23:02sell611.00111.592112.492110.992
1222018.08.02 11:36close611.00111.591112.492110.992-30.3514134.27
1232018.08.06 00:23sell621.00111.218112.118110.618
1242018.08.07 12:36close621.00111.218112.118110.618-10.4214123.85
1252018.08.09 07:16buy631.00110.791109.891111.391
1262018.08.09 19:17close631.00110.910109.891111.391107.2914231.14
1272018.08.13 14:15buy641.00110.352109.452110.952
1282018.08.14 02:15close641.00110.709109.452110.952327.0914558.24
1292018.08.14 10:58buy651.00111.129110.229111.729
1302018.08.14 22:58close651.00111.210110.229111.72972.8414631.08
1312018.08.15 03:41buy661.00111.371110.471111.971
1322018.08.15 17:55s/l661.00110.471110.471111.971-814.7013816.38
1332018.08.15 17:56buy671.00110.511109.611111.111
1342018.08.16 05:56close671.00110.815109.611111.111288.2014104.58
1352018.08.16 06:49buy681.00110.902110.002111.502
1362018.08.16 19:04close681.00110.904110.002111.5021.8014106.38
1372018.08.16 19:05buy691.00110.996110.096111.596
1382018.08.20 23:19s/l691.00110.096110.096111.596-808.2213298.16
1392018.08.21 03:13sell701.00109.871110.771109.271
1402018.08.23 03:19s/l701.00110.771110.771109.271-854.1512444.01
1412018.08.23 03:38buy711.00110.739109.839111.339
1422018.08.23 15:38close711.00110.802109.839111.33956.8612500.87
1432018.08.23 16:03buy721.00110.951110.051111.551
1442018.08.24 04:03close721.00111.442110.051111.551445.2112946.09
1452018.08.24 06:07buy731.00111.434110.534112.034
1462018.08.29 16:59close731.00111.435110.534112.03414.7712960.86
1472018.08.29 17:01sell741.00111.496112.396110.896
1482018.08.30 14:20close741.00111.495112.396110.896-30.3512930.52
1492018.08.30 15:45sell751.00111.388112.288110.788
1502018.08.31 03:45close751.00110.966112.288110.788369.8813300.40
1512018.08.31 03:50buy761.00110.969110.069111.569
1522018.08.31 18:55close761.00110.970110.069111.5690.9013301.30
1532018.08.31 19:05sell771.00110.955111.855110.355
1542018.09.03 04:15close771.00110.954111.855110.355-9.5213291.79
1552018.09.03 04:15sell781.00110.924111.824110.324
1562018.09.04 03:15close781.00110.924111.824110.324-10.4213281.37
1572018.09.04 04:11buy791.00111.135110.235111.735
1582018.09.04 16:11close791.00111.374110.235111.735214.5913495.96
1592018.09.04 16:37buy801.00111.352110.452111.952
1602018.09.05 04:37close801.00111.627110.452111.952250.9813746.94
1612018.09.05 05:03sell811.00111.502112.402110.902
1622018.09.05 18:37close811.00111.501112.402110.9020.9013747.84
1632018.09.05 22:45sell821.00111.469112.369110.869
1642018.09.06 10:45close821.00111.371112.369110.86956.7413804.59
1652018.09.06 15:15sell831.00111.287112.187110.687
1662018.09.06 23:04t/p831.00110.687112.187110.687542.0714346.66
1672018.09.06 23:05sell841.00110.622111.522110.022
1682018.09.11 10:26s/l841.00111.522111.522110.022-838.2713508.39
1692018.09.11 11:47sell851.00111.418112.318110.818
1702018.09.12 15:30close851.00111.418112.318110.818-10.4213497.98
1712018.09.12 15:31buy861.00111.430110.530112.030
1722018.09.13 04:28close861.00111.431110.530112.03014.7713512.75
1732018.09.13 04:28buy871.00111.449110.549112.049
1742018.09.13 16:30close871.00111.450110.549112.0490.9013513.65
1752018.09.13 16:46buy881.00111.615110.715112.215
1762018.09.14 04:46close881.00111.962110.715112.215314.5513828.21
1772018.09.14 05:26sell891.00111.858112.758111.258
1782018.09.17 22:07close891.00111.858112.758111.258-10.4213817.79
1792018.09.17 22:12sell901.00111.787112.687111.187
1802018.09.21 05:53s/l901.00112.687112.687111.187-861.1612956.63
1812018.09.21 09:10buy911.00112.794111.894113.394
1822018.09.24 23:28close911.00112.795111.894113.3945.5112962.15
1832018.09.28 08:14sell921.00113.577114.477112.977
1842018.09.28 20:14close921.00113.557114.477112.97717.6112979.76
1852018.10.01 03:55sell931.00113.841114.741113.241
1862018.10.02 04:17close931.00113.840114.741113.241-9.5412970.22
1872018.10.02 04:19sell941.00113.828114.728113.228
1882018.10.02 16:21close941.00113.827114.728113.2280.8812971.10
1892018.10.02 16:54sell951.00113.702114.602113.102
1902018.10.03 04:54close951.00113.617114.602113.10264.3913035.50
1912018.10.03 04:57buy961.00113.671112.771114.271
1922018.10.03 16:57close961.00113.880112.771114.271183.5313219.03
1932018.10.03 17:00buy971.00113.928113.028114.528
1942018.10.03 23:50t/p971.00114.528113.028114.528523.8913742.92
1952018.10.04 00:12buy981.00114.471113.571115.071
1962018.10.05 18:53s/l981.00113.571113.571115.071-787.8412955.08
1972018.10.05 19:03buy991.00113.649112.749114.249
1982018.10.08 00:00close991.00113.781112.749114.249120.6313075.72
1992018.10.08 11:28buy1001.00113.640112.740114.240
2002018.10.10 17:41s/l1001.00112.740112.740114.240-789.0512286.66
2012018.10.10 17:41buy1011.00112.782111.882113.382
2022018.10.11 21:44s/l1011.00111.882111.882113.382-790.5511496.12
2032018.10.11 21:45sell1021.00111.853112.753111.253
2042018.10.15 09:14close1021.00111.852112.753111.253-19.9411476.18
2052018.10.15 09:14sell1031.00111.836112.736111.236
2062018.10.15 21:14close1031.00111.799112.736111.23633.1011509.28
2072018.10.15 21:55buy1041.00111.881110.981112.481
2082018.10.16 09:55close1041.00112.030110.981112.481137.6211646.90
2092018.10.16 09:59buy1051.00112.105111.205112.705
2102018.10.16 21:59close1051.00112.173111.205112.70560.6211707.52
2112018.10.17 03:05buy1061.00112.382111.482112.982
2122018.10.17 21:00close1061.00112.382111.482112.9820.0011707.52
2132018.10.17 21:00buy1071.00112.400111.500113.000
2142018.10.18 09:00close1071.00112.474111.500113.00079.6611787.19
2152018.10.18 10:01buy1081.00112.524111.624113.124
2162018.10.19 10:12close1081.00112.525111.624113.1245.5111792.70
2172018.10.19 10:41sell1091.00112.446113.346111.846
2182018.10.22 02:36close1091.00112.445113.346111.846-9.5311783.18
2192018.10.22 02:46buy1101.00112.481111.581113.081
2202018.10.22 14:46close1101.00112.831111.581113.081310.2012093.38
2212018.10.22 15:20sell1111.00112.763113.663112.163
2222018.10.23 03:20close1111.00112.697113.663112.16348.1412141.52
2232018.10.23 04:27sell1121.00112.724113.624112.124
2242018.10.23 16:04t/p1121.00112.124113.624112.124535.1212676.64
2252018.10.23 16:11buy1131.00112.097111.197112.697
2262018.10.24 04:11close1131.00112.390111.197112.697265.3212941.97
2272018.10.24 04:34buy1141.00112.446111.546113.046
2282018.10.24 16:34close1141.00112.587111.546113.046125.2413067.21
2292018.10.24 16:45buy1151.00112.637111.737113.237
2302018.10.25 20:38close1151.00112.638111.737113.23714.7613081.97
2312018.10.25 22:44sell1161.00112.519113.419111.919
2322018.10.26 10:44close1161.00112.039113.419111.919418.0013499.98
2332018.10.26 10:48sell1171.00112.048112.948111.448
2342018.10.26 17:57t/p1171.00111.448112.948111.448538.3714038.35
2352018.10.26 17:59sell1181.00111.387112.287110.787
2362018.10.29 13:25s/l1181.00112.287112.287110.787-811.9413226.41
2372018.10.29 13:26buy1191.00112.330111.430112.930
2382018.10.30 01:26close1191.00112.348111.430112.93020.6413247.06
2392018.10.30 02:06sell1201.00112.326113.226111.726
2402018.10.31 02:51s/l1201.00113.226113.226111.726-805.2912441.77
2412018.10.31 03:30sell1211.00113.217114.117112.617
2422018.10.31 16:48close1211.00113.216114.117112.6170.8812442.65
2432018.10.31 16:51sell1221.00113.167114.067112.567
2442018.11.01 04:51close1221.00112.866114.067112.567235.4412678.10
2452018.11.01 15:41sell1231.00112.786113.686112.186
2462018.11.02 03:41close1231.00112.777113.686112.186-2.4412675.66
2472018.11.02 06:45buy1241.00112.791111.891113.391
2482018.11.02 18:45close1241.00113.153111.891113.391319.9212995.58
2492018.11.02 18:49sell1251.00113.128114.028112.528
2502018.11.05 02:00close1251.00113.127114.028112.528-9.5412986.04
2512018.11.05 02:06buy1261.00113.167112.267113.767
2522018.11.05 14:06close1261.00113.265112.267113.76786.5213072.56
2532018.11.05 15:01buy1271.00113.348112.448113.948
2542018.11.06 06:43close1271.00113.349112.448113.9485.5013078.07
2552018.11.06 10:16buy1281.00113.284112.384113.884
2562018.11.06 22:16close1281.00113.431112.384113.884129.5913207.66
2572018.11.07 02:01sell1291.00113.295114.195112.695
2582018.11.07 14:01close1291.00113.142114.195112.695135.2313342.89
2592018.11.07 14:51sell1301.00113.153114.053112.553
2602018.11.08 23:12s/l1301.00114.053114.053112.553-820.3612522.53
2612018.11.09 01:45sell1311.00113.930114.830113.330
2622018.11.09 13:45close1311.00113.825114.830113.33092.2512614.78
2632018.11.09 15:12buy1321.00113.941113.041114.541
2642018.11.12 03:07close1321.00113.942113.041114.5415.5012620.29
2652018.11.12 08:40buy1331.00114.129113.229114.729
2662018.11.13 10:38close1331.00114.129113.229114.7294.6212624.91
2672018.11.13 10:38buy1341.00114.147113.247114.747
2682018.11.15 15:53s/l1341.00113.247113.247114.747-776.2211848.69
2692018.11.15 16:01sell1351.00113.244114.144112.644
2702018.11.16 08:47close1351.00113.241114.144112.644-7.7711840.93
2712018.11.16 14:00buy1361.00113.370112.470113.970
2722018.11.16 23:57close at stop1361.00112.815112.470113.970-491.9611348.97