Strategy Tester Report
Nakane3
XMTrading-Real 7 (Build 1260)

通貨ペアUSDJPY (US Dollar vs Japanise Yen)
期間1時間足(H1) 2018.01.02 09:00 - 2020.05.14 23:00 (2018.01.01 - 2020.05.15)
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=1200; StopLoss=1200; Slippage=10; Spreads=100; TradeType=0; ServerTime=false; OpenHour=18; OpenMinute=15; ExceptDays=""; TimeUnit=0; TrailPoint=0; GoBack=true; TrailTime=1; CutTime=12; CutPoint=20; FinalTime=0; TrendFollow=true; Terms=10; RangePoint=100; HighLowRatio=0.8; MagicNumber=100003;
テストバー数15673モデルティック数44301651モデリング品質n/a
不整合チャートエラー175
初期証拠金10000.00スプレッド2
純益12002.94総利益31213.13総損失-19210.19
プロフィットファクタ1.62期待利得45.29
絶対ドローダウン1559.43最大ドローダウン3639.53 (19.18%)相対ドローダウン19.18% (3639.53)
総取引数265売りポジション(勝率%)123 (91.06%)買いポジション(勝率%)142 (91.55%)
勝率(%)242 (91.32%)負率 (%)23 (8.68%)
最大勝トレード1155.73敗トレード-1141.78
平均勝トレード128.98敗トレード-835.23
最大連勝(金額)68 (5812.99)連敗(金額)2 (-2182.32)
最大連勝(トレード数)6212.46 (9)連敗(トレード数)-2182.32 (2)
平均連勝13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
12018.01.02 18:15sell11.00112.114113.314110.914
22018.01.08 09:49s/l11.00113.314113.314110.914-1079.618920.39
32018.01.09 18:15sell21.00112.478113.678111.278
42018.01.10 06:15close21.00112.309113.678111.278147.049067.43
52018.01.10 18:15sell31.00111.433112.633110.233
62018.01.11 15:33close31.00111.413112.633110.2337.649075.08
72018.01.11 18:15sell41.00111.388112.588110.188
82018.01.12 06:15close41.00111.280112.588110.18893.619168.69
92018.01.15 18:15sell51.00110.526111.726109.326
102018.01.16 21:02close51.00110.505111.726109.32615.569184.26
112018.01.23 18:15sell61.00110.377111.577109.177
122018.01.24 06:15close61.00109.834111.577109.177490.949675.20
132018.01.24 18:15sell71.00109.148110.348107.948
142018.01.25 06:15close71.00109.014110.348107.948112.619787.81
152018.01.25 18:15sell81.00108.674109.874107.474
162018.01.26 17:00close81.00108.654109.874107.47414.979802.79
172018.01.26 18:15sell91.00108.603109.803107.403
182018.01.29 02:01close91.00108.582109.803107.40315.909818.69
192018.01.29 18:15buy101.00109.092107.892110.292
202018.01.31 17:57close101.00109.113107.892110.29215.699834.38
212018.01.31 18:15buy111.00109.213108.013110.413
222018.02.01 06:15close111.00109.234108.013110.41313.889848.26
232018.02.02 18:15buy121.00110.378109.178111.578
242018.02.05 22:10s/l121.00109.178109.178111.578-1100.908747.36
252018.02.07 18:15buy131.00109.372108.172110.572
262018.02.08 06:25close131.00109.393108.172110.57213.868761.22
272018.02.08 18:15sell141.00109.080110.280107.880
282018.02.09 06:15close141.00109.011110.280107.88059.868821.09
292018.02.09 18:15sell151.00108.704109.904107.504
302018.02.12 02:17close151.00108.682109.904107.50416.808837.89
312018.02.13 18:15sell161.00107.472108.672106.272
322018.02.14 06:15close161.00106.862108.672106.272567.399405.29
332018.02.14 18:15sell171.00106.877108.077105.677
342018.02.15 06:15close171.00106.481108.077105.677361.599766.88
352018.02.27 18:15buy181.00107.562106.362108.762
362018.03.01 21:27s/l181.00106.362106.362108.762-1135.348631.54
372018.03.05 18:15buy191.00105.802104.602107.002
382018.03.06 06:15close191.00106.365104.602107.002527.539159.07
392018.03.06 18:15sell201.00105.898107.098104.698
402018.03.07 06:15close201.00105.702107.098104.698181.999341.07
412018.03.07 18:15buy211.00106.216105.016107.416
422018.03.08 16:38close211.00106.236105.016107.41613.499354.56
432018.03.09 18:15buy221.00106.986105.786108.186
442018.03.13 10:04close221.00107.006105.786108.18615.139369.68
452018.03.13 18:15sell231.00106.660107.860105.460
462018.03.14 06:15close231.00106.407107.860105.460234.339604.02
472018.03.14 18:15sell241.00106.058107.258104.858
482018.03.15 06:15close241.00106.031107.258104.85815.159619.17
492018.03.19 18:15sell251.00105.776106.976104.576
502018.03.22 02:28close251.00105.755106.976104.5762.689621.86
512018.03.22 18:15sell261.00105.296106.496104.096
522018.03.23 06:15close261.00104.734106.496104.096533.1610155.02
532018.03.28 18:15buy271.00106.160104.960107.360
542018.03.29 06:15close271.00106.651104.960107.360455.0410610.06
552018.03.30 18:15sell281.00106.155107.355104.955
562018.04.02 18:19close281.00106.135107.355104.95515.4010625.47
572018.04.03 18:15buy291.00106.554105.354107.754
582018.04.04 08:04close291.00106.575105.354107.75417.9210643.39
592018.04.05 18:15buy301.00107.388106.188108.588
602018.04.06 07:38close301.00107.408106.188108.58816.8410660.23
612018.04.10 18:15buy311.00107.139105.939108.339
622018.04.12 13:32close311.00107.159105.939108.33911.5410671.77
632018.04.13 18:15sell321.00107.432108.632106.232
642018.04.16 00:38close321.00107.412108.632106.23215.1810686.95
652018.04.17 18:15buy331.00107.142105.942108.342
662018.04.18 06:15close331.00107.237105.942108.34286.8110773.76
672018.04.23 18:15buy341.00108.420107.220109.620
682018.04.24 06:15close341.00108.736107.220109.620288.8311062.59
692018.04.24 18:15buy351.00109.172107.972110.372
702018.04.25 10:26close351.00109.193107.972110.37217.4511080.04
712018.04.26 18:15buy361.00109.392108.192110.592
722018.04.27 10:28close361.00109.412108.192110.59216.5011096.54
732018.04.27 18:15sell371.00108.999110.199107.799
742018.05.03 18:36close371.00108.978110.199107.799-1.3411095.20
752018.05.04 18:15buy381.00109.107107.907110.307
762018.05.07 02:26close381.00109.128107.907110.30717.4611112.66
772018.05.08 18:15buy391.00109.345108.145110.545
782018.05.09 06:15close391.00109.446108.145110.54590.5011203.16
792018.05.09 18:15buy401.00109.751108.551110.951
802018.05.10 08:28close401.00109.771108.551110.95112.8811216.04
812018.05.14 18:15buy411.00109.633108.433110.833
822018.05.15 06:15close411.00109.688108.433110.83348.3611264.40
832018.05.15 18:15buy421.00110.353109.153111.553
842018.05.16 23:36close421.00110.373109.153111.55316.3411280.74
852018.05.17 18:15buy431.00110.838109.638112.038
862018.05.18 06:15close431.00110.996109.638112.038140.5711421.31
872018.05.18 18:15sell441.00110.658111.858109.458
882018.05.23 04:17close441.00110.638111.858109.4587.7711429.08
892018.05.24 18:15sell451.00108.945110.145107.745
902018.05.29 04:39close451.00108.924110.145107.7458.9711438.06
912018.05.30 18:15buy461.00108.869107.669110.069
922018.05.31 11:50close461.00108.890107.669110.06913.9511452.01
932018.06.01 18:15buy471.00109.590108.390110.790
942018.06.04 02:40close471.00109.610108.390110.79016.4711468.48
952018.06.07 18:15buy481.00110.039108.839111.239
962018.06.11 10:14close481.00110.060108.839111.23915.5211484.00
972018.06.13 18:15sell491.00110.419111.619109.219
982018.06.14 06:15close491.00110.173111.619109.219212.9811696.98
992018.06.14 18:15buy501.00110.342109.142111.542
1002018.06.15 06:15close501.00110.643109.142111.542270.2711967.25
1012018.06.15 18:15sell511.00110.456111.656109.256
1022018.06.18 04:16close511.00110.436111.656109.25614.6711981.92
1032018.06.21 18:15sell521.00109.956111.156108.756
1042018.06.22 06:39close521.00109.936111.156108.75614.7511996.68
1052018.06.25 18:15buy531.00109.689108.489110.889
1062018.06.26 09:39close531.00109.709108.489110.88916.4512013.13
1072018.06.27 18:15buy541.00110.485109.285111.685
1082018.06.28 21:26close541.00110.506109.285111.68513.6612026.79
1092018.06.29 18:15buy551.00110.875109.675112.075
1102018.07.02 04:18close551.00110.896109.675112.07517.1612043.95
1112018.07.03 18:15sell561.00110.638111.838109.438
1122018.07.04 06:15close561.00110.377111.838109.438233.0212276.97
1132018.07.04 18:15buy571.00110.545109.345111.745
1142018.07.05 08:28close571.00110.566109.345111.74513.6512290.62
1152018.07.06 18:15sell581.00110.405111.605109.205
1162018.07.09 00:00close581.00110.369111.605109.20529.1812319.81
1172018.07.09 18:15buy591.00110.701109.501111.901
1182018.07.10 06:15close591.00111.007109.501111.901273.8812593.69
1192018.07.11 18:15buy601.00111.257110.057112.457
1202018.07.12 06:15close601.00112.375110.057112.457989.5413583.23
1212018.07.17 18:15buy611.00112.832111.632114.032
1222018.07.18 06:15close611.00112.912111.632114.03269.0713652.30
1232018.07.18 18:15sell621.00112.710113.910111.510
1242018.07.19 06:39close621.00112.689113.910111.5108.3313660.63
1252018.07.23 18:15buy631.00111.419110.219112.619
1262018.07.24 09:32close631.00111.440110.219112.61917.0613677.69
1272018.07.25 18:15sell641.00110.880112.080109.680
1282018.07.26 06:15close641.00110.739112.080109.680117.0213794.72
1292018.07.30 18:15sell651.00110.943112.143109.743
1302018.07.31 06:36close651.00110.922112.143109.74315.4913810.21
1312018.07.31 18:15buy661.00111.954110.754113.154
1322018.08.01 07:39close661.00111.974110.754113.15416.0813826.29
1332018.08.03 18:15sell671.00111.198112.398109.998
1342018.08.06 00:36close671.00111.177112.398109.99815.4513841.74
1352018.08.13 18:15buy681.00110.784109.584111.984
1362018.08.14 06:19close681.00110.804109.584111.98416.2713858.01
1372018.08.14 18:15sell691.00110.826112.026109.626
1382018.08.15 16:47close691.00110.805112.026109.62615.5113873.53
1392018.08.15 18:15sell701.00110.598111.798109.398
1402018.08.16 16:36close701.00110.578111.798109.3987.7813881.31
1412018.08.21 18:15buy711.00110.481109.281111.681
1422018.08.22 18:05close711.00110.502109.281111.68117.2213898.53
1432018.08.22 18:15buy721.00110.495109.295111.695
1442018.08.23 06:15close721.00110.829109.295111.695296.0314194.56
1452018.08.23 18:15buy731.00111.201110.001112.401
1462018.08.24 06:15close731.00111.401110.001112.401177.7514372.31
1472018.08.24 18:15sell741.00111.187112.387109.987
1482018.08.27 05:19close741.00111.166112.387109.98715.4514387.77
1492018.08.29 18:15buy751.00111.703110.503112.903
1502018.09.05 16:49close751.00111.723110.503112.9035.4414393.21
1512018.09.06 18:15sell761.00110.882112.082109.682
1522018.09.07 06:15close761.00110.546112.082109.682300.5114693.72
1532018.09.07 18:15buy771.00111.151109.951112.351
1542018.09.10 16:50close771.00111.171109.951112.35116.2114709.93
1552018.09.10 18:15buy781.00111.133109.933112.333
1562018.09.11 06:15close781.00111.385109.933112.333224.4614934.39
1572018.09.11 18:15buy791.00111.547110.347112.747
1582018.09.12 09:20close791.00111.568110.347112.74717.0414951.43
1592018.09.13 18:15buy801.00111.894110.694113.094
1602018.09.14 09:22close801.00111.914110.694113.09416.0914967.52
1612018.09.14 18:15buy811.00112.093110.893113.293
1622018.09.17 04:02close811.00112.113110.893113.29316.0614983.58
1632018.09.18 18:15buy821.00112.343111.143113.543
1642018.09.19 06:19close821.00112.363111.143113.54316.0214999.60
1652018.09.20 18:15buy831.00112.493111.293113.693
1662018.09.21 06:15close831.00112.670111.293113.693155.3215154.92
1672018.09.21 18:15sell841.00112.537113.737111.337
1682018.09.24 00:00close841.00112.429113.737111.33792.6215247.55
1692018.09.26 18:15buy851.00113.052111.852114.252
1702018.09.27 17:17close851.00113.072111.852114.25212.3515259.90
1712018.09.27 18:15buy861.00113.220112.020114.420
1722018.09.28 06:15close861.00113.569112.020114.420305.5215565.42
1732018.10.02 18:15sell871.00113.641114.841112.441
1742018.10.05 18:34close871.00113.621114.841112.4410.4215565.84
1752018.10.08 18:15sell881.00113.132114.332111.932
1762018.10.09 06:40close881.00113.112114.332111.93214.2415580.08
1772018.10.09 18:15sell891.00113.037114.237111.837
1782018.10.10 06:15close891.00112.993114.237111.83735.5015615.59
1792018.10.10 18:15sell901.00112.642113.842111.442
1802018.10.11 06:15close901.00112.102113.842111.442471.3916086.98
1812018.10.11 18:15sell911.00112.148113.348110.948
1822018.10.12 17:16close911.00112.127113.348110.94815.2916102.28
1832018.10.12 18:15sell921.00112.140113.340110.940
1842018.10.15 01:15close921.00112.120113.340110.94014.4016116.68
1852018.10.18 18:15sell931.00112.250113.450111.050
1862018.10.23 11:48close931.00112.230113.450111.0507.5116124.20
1872018.10.24 18:15sell941.00112.424113.624111.224
1882018.10.25 06:15close941.00112.084113.624111.224293.0316417.23
1892018.10.25 18:15buy951.00112.506111.306113.706
1902018.10.29 15:58close951.00112.527111.306113.70615.1016432.33
1912018.10.31 18:15sell961.00112.900114.100111.700
1922018.11.01 06:15close961.00112.863114.100111.70022.4716454.80
1932018.11.02 18:15buy971.00113.213112.013114.413
1942018.11.05 02:39close971.00113.233112.013114.41315.8816470.68
1952018.11.06 18:15buy981.00113.385112.185114.585
1962018.11.07 20:07close981.00113.405112.185114.58515.8616486.54
1972018.11.08 18:15buy991.00113.833112.633115.033
1982018.11.09 06:15close991.00113.900112.633115.03357.0416543.58
1992018.11.09 18:15sell1001.00113.730114.930112.530
2002018.11.12 18:02close1001.00113.710114.930112.53014.1516557.74
2012018.11.12 18:15sell1011.00113.730114.930112.530
2022018.11.14 18:24close1011.00113.709114.930112.53011.6016569.34
2032018.11.19 18:15sell1021.00112.512113.712111.312
2042018.11.20 06:46close1021.00112.490113.712111.31216.1216585.46
2052018.11.20 18:15buy1031.00112.599111.399113.799
2062018.11.21 06:15close1031.00112.886111.399113.799252.4616837.92
2072018.11.26 18:15buy1041.00113.590112.390114.790
2082018.11.27 09:33close1041.00113.610112.390114.79015.8216853.74
2092018.11.27 18:15buy1051.00113.759112.559114.959
2102018.11.28 06:15close1051.00113.823112.559114.95954.4516908.19
2112018.11.28 18:15buy1061.00114.014112.814115.214
2122018.12.04 11:29s/l1061.00112.814112.814115.214-1074.3815833.81
2132018.12.06 18:15sell1071.00112.292113.492111.092
2142018.12.10 04:09close1071.00112.272113.492111.09210.9415844.75
2152018.12.10 18:15buy1081.00112.920111.720114.120
2162018.12.11 06:15close1081.00113.071111.720114.120131.7615976.51
2172018.12.11 18:15buy1091.00113.351112.151114.551
2182018.12.12 06:15close1091.00113.462112.151114.55196.0516072.56
2192018.12.12 18:15sell1101.00113.214114.414112.014
2202018.12.17 15:30close1101.00113.194114.414112.0140.4916073.05
2212018.12.17 18:15sell1111.00112.986114.186111.786
2222018.12.18 06:15close1111.00112.503114.186111.786425.8816498.94
2232018.12.18 18:15buy1121.00112.581111.381113.781
2242018.12.19 21:33close1121.00112.601111.381113.78115.9816514.92
2252018.12.20 18:15sell1131.00111.588112.788110.388
2262018.12.21 06:15close1131.00111.374112.788110.388188.7116703.63
2272018.12.26 18:15sell1141.00110.272111.472109.072
2282018.12.28 12:38close1141.00110.252111.472109.0724.4016708.03
2292018.12.31 18:15sell1151.00109.814111.014108.614
2302019.01.02 09:00close1151.00109.267111.014108.614493.7417201.77
2312019.01.08 18:15sell1161.00108.663109.863107.463
2322019.01.09 16:04close1161.00108.641109.863107.46316.8117218.59
2332019.01.09 18:15sell1171.00108.230109.430107.030
2342019.01.10 06:15close1171.00107.845109.430107.030346.6817565.27
2352019.01.10 18:15buy1181.00108.257107.057109.457
2362019.01.11 06:15close1181.00108.278107.057109.45717.6117582.88
2372019.01.14 18:15buy1191.00108.276107.076109.476
2382019.01.15 06:15close1191.00108.542107.076109.476243.2917826.17
2392019.01.17 18:15buy1201.00109.032107.832110.232
2402019.01.18 06:15close1201.00109.340107.832110.232279.9118106.08
2412019.01.18 18:15buy1211.00109.676108.476110.876
2422019.01.21 00:00close1211.00109.704108.476110.87623.7418129.82
2432019.01.23 18:15sell1221.00109.615110.815108.415
2442019.01.24 06:15close1221.00109.517110.815108.41579.1718208.99
2452019.01.31 18:15buy1231.00108.827107.627110.027
2462019.02.01 06:15close1231.00108.881107.627110.02747.8218256.81
2472019.02.01 18:15buy1241.00109.426108.226110.626
2482019.02.04 00:00close1241.00109.508108.226110.62673.1018329.91
2492019.02.06 18:15buy1251.00109.797108.597110.997
2502019.02.07 06:15close1251.00109.951108.597110.997134.7218464.63
2512019.02.08 18:15sell1261.00109.687110.887108.487
2522019.02.13 19:22s/l1261.00110.887110.887108.487-1092.4817372.16
2532019.02.20 18:15sell1271.00110.732111.932109.532
2542019.02.21 07:28close1271.00110.712111.932109.5327.7517379.91
2552019.02.25 18:15buy1281.00110.888109.688112.088
2562019.02.27 18:00close1281.00110.908109.688112.08814.4717394.38
2572019.02.27 18:15buy1291.00110.923109.723112.123
2582019.02.28 15:30close1291.00110.945109.723112.12314.4917408.87
2592019.02.28 18:15buy1301.00111.338110.138112.538
2602019.03.01 06:15close1301.00111.664110.138112.538290.1717699.04
2612019.03.04 18:15sell1311.00111.777112.977110.577
2622019.03.06 02:54close1311.00111.754112.977110.57713.7117712.75
2632019.03.06 18:15sell1321.00111.705112.905110.505
2642019.03.07 06:15close1321.00111.682112.905110.50510.2817723.03
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2672019.03.08 18:15buy1341.00111.134109.934112.334
2682019.03.11 08:27close1341.00111.155109.934112.33417.1117879.46
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2702019.03.19 04:28close1351.00111.194112.415110.015-1.7217877.74
2712019.03.20 18:15sell1361.00111.408112.608110.208
2722019.03.21 06:15close1361.00110.410112.608110.208893.5918771.33
2732019.03.21 18:15buy1371.00110.878109.678112.078
2742019.03.29 02:52close1371.00110.905109.678112.07810.1118781.44
2752019.04.01 18:15buy1381.00111.232110.032112.432
2762019.04.02 06:15close1381.00111.352110.032112.432105.9918887.43
2772019.04.02 18:15sell1391.00111.292112.492110.092
2782019.04.09 10:51close1391.00111.271112.492110.092-5.1818882.25
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2812019.04.25 18:15sell1411.00111.456112.656110.256
2822019.04.26 17:38close1411.00111.436112.656110.25614.5117802.18
2832019.05.01 18:15sell1421.00111.150112.350109.950
2842019.05.03 21:24close1421.00111.130112.350109.9504.2617806.44
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2872019.05.09 18:15sell1441.00109.585110.785108.385
2882019.05.10 17:35close1441.00109.564110.785108.38515.7316719.49
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2912019.05.17 18:15buy1461.00109.961108.761111.161
2922019.05.20 00:00close1461.00110.095108.761111.161119.9316855.84
2932019.05.21 18:15buy1471.00110.581109.381111.781
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2982019.05.29 22:29close1491.00109.551108.331110.73116.4815817.82
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3042019.06.19 21:37close1521.00107.987109.207106.807-15.8316157.95
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3112019.07.02 18:15sell1561.00108.072109.272106.872
3122019.07.03 06:15close1561.00107.593109.272106.872441.7617089.17
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3152019.07.05 18:15buy1581.00108.526107.326109.726
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3312019.07.22 18:15sell1661.00107.834109.034106.634
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3332019.08.01 18:15sell1671.00108.250109.450107.050
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3412019.08.13 18:15buy1711.00106.586105.386107.786
3422019.08.14 07:49close1711.00106.607105.386107.78617.9218643.50
3432019.08.14 18:15sell1721.00105.700106.900104.500
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3512019.09.03 18:15sell1761.00105.788106.988104.588
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3532019.09.09 18:15buy1771.00107.114105.914108.314
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3612019.09.25 18:15buy1811.00107.714106.514108.914
3622019.09.26 19:18close1811.00107.735106.514108.91414.1518484.51
3632019.09.27 18:15buy1821.00108.174106.974109.374
3642019.10.01 04:36close1821.00108.194106.974109.37414.9318499.44
3652019.10.01 18:15sell1831.00107.854109.054106.654
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3712019.10.10 18:15buy1861.00107.958106.758109.158
3722019.10.11 06:27close1861.00107.980106.758109.15818.5918873.40
3732019.10.11 18:15buy1871.00108.463107.263109.663
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3812019.10.24 18:15sell1911.00108.538109.738107.338
3822019.10.25 15:31close1911.00108.517109.738107.33815.9118947.87
3832019.10.28 18:15buy1921.00108.989107.789110.189
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3852019.10.31 18:15sell1931.00108.099109.299106.899
3862019.11.01 06:15close1931.00108.022109.299106.89967.8419030.51
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3912019.11.07 18:15buy1961.00109.272108.072110.472
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3932019.11.08 18:15sell1971.00109.145110.345107.945
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4032019.11.19 18:15sell2021.00108.482109.682107.282
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4112019.11.27 18:15buy2061.00109.362108.162110.562
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4212019.12.05 18:15sell2111.00108.731109.931107.531
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4422020.01.03 06:15close2211.00108.152109.534107.134164.8419214.94
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4522020.01.10 07:29close2261.00109.555108.331110.73120.1319922.46
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5112020.03.26 18:15sell2561.00109.592110.792108.392
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5212020.04.14 18:15sell2611.00107.194108.394105.994
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5292020.05.11 18:15buy2651.00107.619106.419108.819
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