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

通貨ペアUSDJPY (US Dollar vs Japanese Yen)
期間1時間足(H1) 2019.01.02 08:00 - 2022.03.10 23:00 (2019.01.01 - 2022.03.11)
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; EntryPoint=100; EntryType=1; Addition=2; StopLoss=0; Slippage=10; Spreads=30; RangePeriod=24; RangeRatio=0.2; Interval=120; Pending=false; EntryOffset=100; TrendFollow=false; CorePrice=0; Terms=24; HighLowRatio=1; Margin=0; RangePoint=0; BuyLimit=0; SellLimit=0; Depth=6; ServerTime=false; OpeningTime=9; ClosingTime=24; ExpirationDate=1970.01.01 00:00; TrailPoint=100; TrailStart=0; CutTime=8; CutPoint=-10000; Profit=0; Cooperation=false; AllPosition=false; TargetNumber=0; Notify=0; MagicNumber=300001;
テストバー数21192モデルティック数74264756モデリング品質89.99%
不整合チャートエラー0
初期証拠金200000.00スプレッド10
純益111079.67総利益206939.35総損失-95859.68
プロフィットファクタ2.16期待利得130.99
絶対ドローダウン18267.68最大ドローダウン30490.36 (14.37%)相対ドローダウン14.37% (30490.36)
総取引数848売りポジション(勝率%)461 (66.38%)買いポジション(勝率%)387 (66.15%)
勝率(%)562 (66.27%)負率 (%)286 (33.73%)
最大勝トレード6400.00敗トレード-2582.28
平均勝トレード368.22敗トレード-335.17
最大連勝(金額)15 (11700.96)連敗(金額)4 (-6122.81)
最大連勝(トレード数)19849.77 (8)連敗(トレード数)-6122.81 (4)
平均連勝3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
12019.01.02 10:22buy10.01109.1150.0000.000
22019.01.02 16:47modify10.01109.115109.2150.000
32019.01.02 18:22close10.01109.275109.2150.000160.00200160.00
42019.01.04 15:30sell20.01108.4370.0000.000
52019.01.04 15:31modify20.01108.437108.3370.000
62019.01.04 15:43s/l20.01108.337108.3370.000100.00200260.00
72019.01.04 15:46sell30.01108.4360.0000.000
82019.01.04 17:15modify30.01108.436108.3360.000
92019.01.04 17:22s/l30.01108.336108.3360.000100.00200360.00
102019.01.07 18:57sell40.01108.6110.0000.000
112019.01.08 03:13close40.01108.6090.0000.000-1.21200358.79
122019.01.08 09:17sell50.01108.9880.0000.000
132019.01.08 12:26modify50.01108.988108.8880.000
142019.01.08 12:52modify50.01108.988108.7880.000
152019.01.08 13:42s/l50.01108.788108.7880.000200.00200558.79
162019.01.09 16:46buy60.01108.4310.0000.000
172019.01.10 17:22buy70.02108.1430.0000.000
182019.01.10 18:05close70.02108.2400.0000.000194.00200752.79
192019.01.10 18:05close60.01108.2400.0000.000-196.28200556.51
202019.01.10 19:49sell80.01108.3920.0000.000
212019.01.11 03:49close80.01108.3390.0000.00049.79200606.30
222019.01.11 16:23sell90.01108.5100.0000.000
232019.01.11 18:33modify90.01108.510108.4100.000
242019.01.11 19:36s/l90.01108.410108.4100.000100.00200706.30
252019.01.14 13:20buy100.01108.0320.0000.000
262019.01.14 17:13modify100.01108.032108.1320.000
272019.01.14 17:33modify100.01108.032108.2320.000
282019.01.14 18:13s/l100.01108.232108.2320.000200.00200906.30
292019.01.15 19:02sell110.01108.7440.0000.000
302019.01.15 21:04modify110.01108.744108.6440.000
312019.01.15 21:29modify110.01108.744108.5440.000
322019.01.15 21:50s/l110.01108.544108.5440.000200.00201106.30
332019.01.16 12:44sell120.01108.7560.0000.000
342019.01.17 09:45close120.01108.7550.0000.000-8.63201097.67
352019.01.17 21:44sell130.01109.1870.0000.000
362019.01.21 09:00sell140.02109.5470.0000.000
372019.01.22 05:43close140.02109.4260.0000.000235.58201333.25
382019.01.22 05:43close130.01109.4260.0000.000-248.63201084.62
392019.01.22 09:20buy150.01109.3730.0000.000
402019.01.22 17:21close150.01109.3740.0000.0001.00201085.62
412019.01.22 20:02buy160.01109.2700.0000.000
422019.01.23 03:05modify160.01109.270109.3700.000
432019.01.23 03:15modify160.01109.270109.4700.000
442019.01.23 03:53modify160.01109.270109.5700.000
452019.01.23 04:02close160.01109.640109.5700.000368.24201453.87
462019.01.23 15:49sell170.01109.7870.0000.000
472019.01.23 18:09modify170.01109.787109.6870.000
482019.01.23 18:43modify170.01109.787109.5870.000
492019.01.23 20:36s/l170.01109.587109.5870.000200.00201653.87
502019.01.25 10:44sell180.01109.8610.0000.000
512019.01.25 16:43modify180.01109.861109.7610.000
522019.01.25 16:57modify180.01109.861109.6610.000
532019.01.25 17:05s/l180.01109.661109.6610.000200.00201853.87
542019.01.25 22:53buy190.01109.5050.0000.000
552019.01.27 23:00close190.01109.5400.0000.00035.00201888.87
562019.01.28 16:39buy200.01109.2540.0000.000
572019.01.29 00:39close200.01109.2820.0000.00026.24201915.11
582019.01.29 15:20sell210.01109.4800.0000.000
592019.01.29 18:31modify210.01109.480109.3800.000
602019.01.29 19:13s/l210.01109.380109.3800.000100.00202015.11
612019.01.30 15:25sell220.01109.5320.0000.000
622019.01.30 21:00modify220.01109.532109.4320.000
632019.01.30 21:11modify220.01109.532109.3320.000
642019.01.30 21:16modify220.01109.532109.2320.000
652019.01.30 21:17s/l220.01109.232109.2320.000300.00202315.11
662019.01.30 21:18buy230.01109.1890.0000.000
672019.01.31 22:00buy240.02108.8760.0000.000
682019.02.01 15:30close240.02108.9810.0000.000206.48202521.59
692019.02.01 15:30close230.01108.9810.0000.000-215.04202306.55
702019.02.01 15:30sell250.01108.9840.0000.000
712019.02.05 09:00sell260.02109.8960.0000.000
722019.02.06 04:28modify260.02109.896109.7960.000
732019.02.06 04:36s/l260.02109.796109.7960.000193.58202500.13
742019.02.06 09:00sell270.02109.7950.0000.000
752019.02.06 10:45modify270.02109.795109.6950.000
762019.02.06 13:01s/l270.02109.695109.6950.000200.00202700.13
772019.02.06 13:01sell280.02109.6850.0000.000
782019.02.12 15:00sell290.04110.3950.0000.000
792019.02.14 15:30sell300.08110.8900.0000.000
802019.02.14 15:44modify300.08110.890110.7900.000
812019.02.14 15:59modify300.08110.890110.6900.000
822019.02.14 17:05s/l300.08110.690110.6900.0001600.00204300.13
832019.02.14 17:07sell310.08110.6960.0000.000
842019.02.14 21:57modify310.08110.696110.5960.000
852019.02.15 02:52modify310.08110.696110.4960.000
862019.02.15 02:57close310.08110.366110.4960.0002614.32206914.45
872019.02.15 02:57close290.04110.3660.0000.00051.81206966.26
882019.02.15 02:57close280.02110.3660.0000.000-1432.61205533.65
892019.02.15 02:57close250.01110.3660.0000.000-1426.93204106.71
902019.02.18 23:42sell320.01110.6030.0000.000
912019.02.19 07:42close320.01110.6020.0000.000-2.21204104.50
922019.02.19 10:20sell330.01110.7020.0000.000
932019.02.19 18:20close330.01110.6180.0000.00084.00204188.50
942019.02.20 09:18sell340.01110.9210.0000.000
952019.02.20 17:18close340.01110.8390.0000.00082.00204270.50
962019.02.21 15:30buy350.01110.5770.0000.000
972019.02.21 19:15modify350.01110.577110.6770.000
982019.02.21 21:51s/l350.01110.677110.6770.000100.00204370.50
992019.02.22 11:18sell360.01110.8260.0000.000
1002019.02.22 19:01modify360.01110.826110.7260.000
1012019.02.22 19:18close360.01110.680110.7260.000146.00204516.50
1022019.02.22 19:38buy370.01110.6110.0000.000
1032019.02.24 23:00close370.01110.6510.0000.00040.00204556.50
1042019.02.25 17:53sell380.01110.8510.0000.000
1052019.02.26 04:02close380.01110.8500.0000.000-2.21204554.30
1062019.02.26 15:45buy390.01110.7150.0000.000
1072019.02.27 15:53close390.01110.7160.0000.000-0.76204553.54
1082019.02.27 17:02sell400.01110.8590.0000.000
1092019.02.28 01:48close400.01110.8580.0000.000-8.63204544.91
1102019.02.28 15:43sell410.01111.0630.0000.000
1112019.03.04 11:06sell420.02111.8390.0000.000
1122019.03.06 18:52modify420.02111.839111.7390.000
1132019.03.06 19:35s/l420.02111.739111.7390.000187.16204732.07
1142019.03.06 19:35sell430.02111.7290.0000.000
1152019.03.07 17:20modify430.02111.729111.6290.000
1162019.03.07 18:04close430.02111.506111.6290.000426.74205158.81
1172019.03.07 18:04close410.01111.5060.0000.000-465.47204693.34
1182019.03.07 18:04buy440.01111.5050.0000.000
1192019.03.08 02:04close440.01111.5980.0000.00091.24204784.58
1202019.03.08 15:30buy450.01110.9400.0000.000
1212019.03.08 17:46modify450.01110.940111.0400.000
1222019.03.08 19:56s/l450.01111.040111.0400.000100.00204884.58
1232019.03.11 10:12sell460.01111.2020.0000.000
1242019.03.11 18:17close460.01111.2010.0000.0001.00204885.58
1252019.03.12 12:05sell470.01111.4450.0000.000
1262019.03.12 14:20modify470.01111.445111.3450.000
1272019.03.12 14:23modify470.01111.445111.2450.000
1282019.03.12 14:36s/l470.01111.245111.2450.000200.00205085.58
1292019.03.13 14:57sell480.01111.3930.0000.000
1302019.03.13 19:40modify480.01111.393111.2930.000
1312019.03.13 21:48modify480.01111.393111.1930.000
1322019.03.13 22:57close480.01111.117111.1930.000276.00205361.58
1332019.03.14 09:04sell490.01111.6190.0000.000
1342019.03.14 17:04close490.01111.5380.0000.00081.00205442.58
1352019.03.14 19:01sell500.01111.7220.0000.000
1362019.03.15 05:39close500.01111.7210.0000.000-2.21205440.37
1372019.03.15 16:38buy510.01111.4730.0000.000
1382019.03.17 23:00close510.01111.4900.0000.00017.00205457.37
1392019.03.18 18:58buy520.01111.4270.0000.000
1402019.03.19 16:02close520.01111.4280.0000.000-0.76205456.61
1412019.03.20 21:00buy530.01111.2700.0000.000
1422019.03.21 18:04buy540.02110.9100.0000.000
1432019.03.22 11:32buy550.04110.7090.0000.000
1442019.03.25 11:36buy560.08110.1160.0000.000
1452019.03.26 12:29modify560.08110.116110.2160.000
1462019.03.26 14:48modify560.08110.116110.3160.000
1472019.03.26 15:14close560.08110.457110.3160.0002713.92208170.54
1482019.03.26 15:14close550.04110.4570.0000.000-1022.08207148.46
1492019.03.26 15:14close540.02110.4570.0000.000-916.56206231.90
1502019.03.26 15:14close530.01110.4570.0000.000-823.56205408.34
1512019.03.26 15:14sell570.01110.4580.0000.000
1522019.03.27 01:20close570.01110.4570.0000.000-2.21205406.13
1532019.03.27 10:57sell580.01110.6800.0000.000
1542019.03.27 12:47modify580.01110.680110.5800.000
1552019.03.27 13:02modify580.01110.680110.4800.000
1562019.03.27 14:07modify580.01110.680110.3800.000
1572019.03.27 14:53s/l580.01110.380110.3800.000300.00205706.13
1582019.03.28 09:12buy590.01110.0470.0000.000
1592019.03.28 11:46modify590.01110.047110.1470.000
1602019.03.28 12:18modify590.01110.047110.2470.000
1612019.03.28 14:26s/l590.01110.247110.2470.000200.00205906.13
1622019.03.28 16:02sell600.01110.5710.0000.000
1632019.03.29 03:11close600.01110.5670.0000.0000.79205906.92
1642019.03.29 18:03sell610.01110.9220.0000.000
1652019.03.29 18:54modify610.01110.922110.8220.000
1662019.03.29 19:58s/l610.01110.822110.8220.000100.00206006.92
1672019.04.01 17:20sell620.01111.1750.0000.000
1682019.04.02 18:00sell630.02111.2920.0000.000
1692019.04.02 18:04close630.02111.2520.0000.00080.00206086.92
1702019.04.02 18:04close620.01111.2520.0000.000-80.21206006.71
1712019.04.03 09:33sell640.01111.5200.0000.000
1722019.04.03 17:33close640.01111.4610.0000.00059.00206065.71
1732019.04.04 16:09sell650.01111.5120.0000.000
1742019.04.05 16:00sell660.02111.6250.0000.000
1752019.04.08 03:47close660.02111.5870.0000.00069.58206135.29
1762019.04.08 03:47close650.01111.5870.0000.000-81.42206053.87
1772019.04.08 16:22buy670.01111.3330.0000.000
1782019.04.09 00:22close670.01111.4600.0000.000125.24206179.12
1792019.04.09 10:51buy680.01111.2680.0000.000
1802019.04.10 15:35close680.01111.2690.0000.000-0.76206178.36
1812019.04.10 17:07buy690.01111.0310.0000.000
1822019.04.11 03:10close690.01111.0320.0000.000-4.28206174.08
1832019.04.11 15:30sell700.01111.2700.0000.000
1842019.04.15 09:00sell710.02111.9040.0000.000
1852019.04.23 03:59modify710.02111.904111.8040.000
1862019.04.23 04:10close710.02111.692111.8040.000372.65206546.72
1872019.04.23 04:10close700.01111.6920.0000.000-454.10206092.63
1882019.04.23 15:59sell720.01111.9660.0000.000
1892019.04.23 19:49modify720.01111.966111.8660.000
1902019.04.23 23:23s/l720.01111.866111.8660.000100.00206192.63
1912019.04.24 09:27buy730.01111.7510.0000.000
1922019.04.24 17:38close730.01111.7520.0000.0001.00206193.63
1932019.04.24 17:42buy740.01111.7370.0000.000
1942019.04.24 20:36modify740.01111.737111.8370.000
1952019.04.24 21:18modify740.01111.737111.9370.000
1962019.04.24 21:27modify740.01111.737112.0370.000
1972019.04.24 21:41modify740.01111.737112.1370.000
1982019.04.24 21:42modify740.01111.737112.2370.000
1992019.04.24 22:40s/l740.01112.237112.2370.000500.00206693.63
2002019.04.25 16:37buy750.01111.6700.0000.000
2012019.04.26 03:53close750.01111.6710.0000.000-0.76206692.87
2022019.04.26 15:30sell760.01111.8930.0000.000
2032019.04.26 15:37modify760.01111.893111.7930.000
2042019.04.26 16:39modify760.01111.893111.6930.000
2052019.04.26 17:14modify760.01111.893111.5930.000
2062019.04.26 18:14s/l760.01111.593111.5930.000300.00206992.87
2072019.04.29 15:35sell770.01111.7680.0000.000
2082019.04.29 23:35close770.01111.6500.0000.000118.00207110.87
2092019.04.30 09:09buy780.01111.4700.0000.000
2102019.05.01 06:07close780.01111.4710.0000.000-0.76207110.11
2112019.05.01 09:22sell790.01111.5180.0000.000
2122019.05.01 12:47modify790.01111.518111.4180.000
2132019.05.01 15:55s/l790.01111.418111.4180.000100.00207210.11
2142019.05.01 17:00buy800.01111.2420.0000.000
2152019.05.01 21:36modify800.01111.242111.3420.000
2162019.05.01 21:40modify800.01111.242111.4420.000
2172019.05.01 22:31s/l800.01111.442111.4420.000200.00207410.11
2182019.05.03 15:30sell810.01111.5640.0000.000
2192019.05.03 16:18modify810.01111.564111.4640.000
2202019.05.03 17:00modify810.01111.564111.3640.000
2212019.05.03 18:07modify810.01111.564111.2640.000
2222019.05.03 18:30s/l810.01111.264111.2640.000300.00207710.11
2232019.05.03 21:11buy820.01111.1420.0000.000
2242019.05.06 15:00buy830.02110.8390.0000.000
2252019.05.06 18:16close830.02110.9410.0000.000204.00207914.11
2262019.05.06 18:16close820.01110.9410.0000.000-202.76207711.35
2272019.05.07 11:51buy840.01110.5760.0000.000
2282019.05.08 17:59buy850.02110.2000.0000.000
2292019.05.09 19:39buy860.04109.8500.0000.000
2302019.05.14 09:30buy870.08109.5490.0000.000
2312019.05.14 10:22modify870.08109.549109.6490.000
2322019.05.14 11:02s/l870.08109.649109.6490.000800.00208511.35
2332019.05.14 15:19buy880.08109.5490.0000.000
2342019.05.16 15:32modify880.08109.549109.6490.000
2352019.05.16 15:33close880.08109.785109.6490.0001831.69210343.04
2362019.05.16 15:33close860.04109.7850.0000.000-309.27210033.76
2372019.05.16 15:33close850.02109.7850.0000.000-865.19209168.57
2382019.05.16 15:33close840.01109.7850.0000.000-810.36208358.21
2392019.05.16 15:33sell890.01109.7860.0000.000
2402019.05.17 06:23close890.01109.7850.0000.000-2.21208356.00
2412019.05.17 15:01buy900.01109.5380.0000.000
2422019.05.17 16:58modify900.01109.538109.6380.000
2432019.05.17 17:27modify900.01109.538109.7380.000
2442019.05.17 17:54modify900.01109.538109.8380.000
2452019.05.17 19:05s/l900.01109.838109.8380.000300.00208656.00
2462019.05.17 20:16sell910.01110.0220.0000.000
2472019.05.20 01:12close910.01110.0200.0000.000-1.21208654.79
2482019.05.21 13:47sell920.01110.2540.0000.000
2492019.05.22 14:00sell930.02110.4440.0000.000
2502019.05.22 14:47close930.02110.3800.0000.000128.00208782.79
2512019.05.22 14:47close920.01110.3800.0000.000-129.21208653.58
2522019.05.22 15:07buy940.01110.3500.0000.000
2532019.05.23 06:52close940.01110.3510.0000.000-4.28208649.30
2542019.05.23 11:40buy950.01110.1160.0000.000
2552019.05.27 09:04buy960.02109.5000.0000.000
2562019.05.30 07:54modify960.02109.500109.6000.000
2572019.05.30 08:42close960.02109.706109.6000.000394.40209043.70
2582019.05.30 08:42close950.01109.7060.0000.000-422.32208621.39
2592019.05.30 09:06sell970.01109.7170.0000.000
2602019.05.30 18:30close970.01109.7160.0000.0001.00208622.39
2612019.05.31 09:15buy980.01108.8790.0000.000
2622019.06.03 17:44buy990.02108.3900.0000.000
2632019.06.04 11:42buy1000.04108.1450.0000.000
2642019.06.04 17:56close1000.04108.3200.0000.000700.00209322.39
2652019.06.04 17:56close990.02108.3200.0000.000-143.52209178.87
2662019.06.04 17:56close980.01108.3200.0000.000-562.52208616.35
2672019.06.05 14:32sell1010.01108.3490.0000.000
2682019.06.05 15:16modify1010.01108.349108.2490.000
2692019.06.05 15:20modify1010.01108.349108.1490.000
2702019.06.05 15:24modify1010.01108.349108.0490.000
2712019.06.05 15:25modify1010.01108.349107.9490.000
2722019.06.05 15:44s/l1010.01107.949107.9490.000400.00209016.35
2732019.06.05 15:44buy1020.01107.9490.0000.000
2742019.06.05 17:00modify1020.01107.949108.0490.000
2752019.06.05 17:04s/l1020.01108.049108.0490.000100.00209116.35
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8632020.03.20 10:58sell3240.02109.4590.0000.000
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22502022.03.09 16:13close8470.01115.6110.0000.000-87.21311079.67