Strategy Tester Report
fudo_ea
OANDA-Japan Practice (Build 1170)
通貨ペア | EURJPY (EUR/JPY) |
期間 | 5分足(M5) 2019.03.01 00:00 - 2019.06.28 23:55 (2019.03.01 - 2019.06.30) |
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 | MaxBuyPosition=100; MaxSellPosition=100; Lots=0.1; Slippage=4; Magic=59872465; effective_date=120; TP=20; SL=20; |
|
テストバー数 | 10823 | モデルティック数 | 250803 | モデリング品質 | n/a |
不整合チャートエラー | 706 | | | | |
|
初期証拠金 | 1000000.00 | | | スプレッド | 5 |
純益 | 19710.00 | 総利益 | 42000.00 | 総損失 | -22290.00 |
プロフィットファクタ | 1.88 | 期待利得 | 597.27 | | |
絶対ドローダウン | 130.00 | 最大ドローダウン | 9470.00 (0.93%) | 相対ドローダウン | 0.93% (9470.00) |
|
総取引数 | 33 | 売りポジション(勝率%) | 33 (63.64%) | 買いポジション(勝率%) | 0 (0.00%) |
| 勝率(%) | 21 (63.64%) | 負率 (%) | 12 (36.36%) |
最大 | 勝トレード | 2000.00 | 敗トレード | -2000.00 |
平均 | 勝トレード | 2000.00 | 敗トレード | -1857.50 |
最大 | 連勝(金額) | 7 (14000.00) | 連敗(金額) | 2 (-4000.00) |
最大 | 連勝(トレード数) | 14000.00 (7) | 連敗(トレード数) | -4000.00 (2) |
平均 | 連勝 | 3 | 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 | 2019.03.04 16:15 | sell | 1 | 0.10 | 126.911 | 127.111 | 126.711 | |
2 | 2019.03.04 17:11 | t/p | 1 | 0.10 | 126.711 | 127.111 | 126.711 | 2000.00 | 1002000.00 |
3 | 2019.03.05 12:00 | sell | 2 | 0.10 | 126.819 | 127.019 | 126.619 | |
4 | 2019.03.05 17:00 | t/p | 2 | 0.10 | 126.619 | 127.019 | 126.619 | 2000.00 | 1004000.00 |
5 | 2019.03.05 22:35 | sell | 3 | 0.10 | 126.463 | 126.663 | 126.263 | |
6 | 2019.03.06 03:07 | t/p | 3 | 0.10 | 126.263 | 126.663 | 126.263 | 2000.00 | 1006000.00 |
7 | 2019.03.06 08:20 | sell | 4 | 0.10 | 126.287 | 126.487 | 126.087 | |
8 | 2019.03.06 11:21 | s/l | 4 | 0.10 | 126.487 | 126.487 | 126.087 | -2000.00 | 1004000.00 |
9 | 2019.03.06 18:40 | sell | 5 | 0.10 | 126.355 | 126.555 | 126.155 | |
10 | 2019.03.06 22:30 | sell | 6 | 0.10 | 126.404 | 126.604 | 126.204 | |
11 | 2019.03.07 02:30 | t/p | 6 | 0.10 | 126.204 | 126.604 | 126.204 | 2000.00 | 1006000.00 |
12 | 2019.03.07 06:20 | sell | 7 | 0.10 | 126.260 | 126.460 | 126.060 | |
13 | 2019.03.07 14:45 | t/p | 5 | 0.10 | 126.155 | 126.555 | 126.155 | 2000.00 | 1008000.00 |
14 | 2019.03.07 14:46 | t/p | 7 | 0.10 | 126.060 | 126.460 | 126.060 | 2000.00 | 1010000.00 |
15 | 2019.03.08 02:10 | sell | 8 | 0.10 | 124.861 | 125.061 | 124.661 | |
16 | 2019.03.08 05:18 | t/p | 8 | 0.10 | 124.661 | 125.061 | 124.661 | 2000.00 | 1012000.00 |
17 | 2019.03.11 02:50 | sell | 9 | 0.10 | 124.781 | 124.981 | 124.581 | |
18 | 2019.03.11 03:38 | t/p | 9 | 0.10 | 124.581 | 124.981 | 124.581 | 2000.00 | 1014000.00 |
19 | 2019.03.11 06:50 | sell | 10 | 0.10 | 124.797 | 124.997 | 124.597 | |
20 | 2019.03.11 10:12 | s/l | 10 | 0.10 | 124.997 | 124.997 | 124.597 | -2000.00 | 1012000.00 |
21 | 2019.03.13 23:25 | sell | 11 | 0.10 | 125.924 | 126.124 | 125.724 | |
22 | 2019.03.14 01:12 | s/l | 11 | 0.10 | 126.124 | 126.124 | 125.724 | -2000.00 | 1010000.00 |
23 | 2019.05.29 03:15 | sell | 12 | 0.10 | 122.025 | 122.225 | 121.825 | |
24 | 2019.05.29 09:58 | t/p | 12 | 0.10 | 121.825 | 122.225 | 121.825 | 2000.00 | 1012000.00 |
25 | 2019.05.29 14:20 | sell | 13 | 0.10 | 121.959 | 122.159 | 121.759 | |
26 | 2019.05.29 17:02 | t/p | 13 | 0.10 | 121.759 | 122.159 | 121.759 | 2000.00 | 1014000.00 |
27 | 2019.05.29 21:20 | sell | 14 | 0.10 | 121.928 | 122.128 | 121.728 | |
28 | 2019.05.30 03:12 | s/l | 14 | 0.10 | 122.128 | 122.128 | 121.728 | -2000.00 | 1012000.00 |
29 | 2019.05.30 08:20 | sell | 15 | 0.10 | 122.122 | 122.322 | 121.922 | |
30 | 2019.05.30 22:05 | t/p | 15 | 0.10 | 121.922 | 122.322 | 121.922 | 2000.00 | 1014000.00 |
31 | 2019.05.31 11:55 | sell | 16 | 0.10 | 121.305 | 121.505 | 121.105 | |
32 | 2019.05.31 17:57 | t/p | 16 | 0.10 | 121.105 | 121.505 | 121.105 | 2000.00 | 1016000.00 |
33 | 2019.06.03 04:10 | sell | 17 | 0.10 | 120.983 | 121.183 | 120.783 | |
34 | 2019.06.03 12:40 | sell | 18 | 0.10 | 120.990 | 121.190 | 120.790 | |
35 | 2019.06.03 14:21 | s/l | 17 | 0.10 | 121.183 | 121.183 | 120.783 | -2000.00 | 1014000.00 |
36 | 2019.06.03 14:21 | s/l | 18 | 0.10 | 121.190 | 121.190 | 120.790 | -2000.00 | 1012000.00 |
37 | 2019.06.05 22:05 | sell | 19 | 0.10 | 121.716 | 121.916 | 121.516 | |
38 | 2019.06.06 00:57 | t/p | 19 | 0.10 | 121.516 | 121.916 | 121.516 | 2000.00 | 1014000.00 |
39 | 2019.06.07 03:10 | sell | 20 | 0.10 | 122.278 | 122.478 | 122.078 | |
40 | 2019.06.07 17:33 | s/l | 20 | 0.10 | 122.478 | 122.478 | 122.078 | -2000.00 | 1012000.00 |
41 | 2019.06.10 14:35 | sell | 21 | 0.10 | 122.796 | 122.996 | 122.596 | |
42 | 2019.06.11 10:22 | s/l | 21 | 0.10 | 122.996 | 122.996 | 122.596 | -2000.00 | 1010000.00 |
43 | 2019.06.11 21:25 | sell | 22 | 0.10 | 122.929 | 123.129 | 122.729 | |
44 | 2019.06.12 02:40 | sell | 23 | 0.10 | 122.933 | 123.133 | 122.733 | |
45 | 2019.06.12 08:20 | sell | 24 | 0.10 | 122.902 | 123.102 | 122.702 | |
46 | 2019.06.12 11:25 | t/p | 22 | 0.10 | 122.729 | 123.129 | 122.729 | 2000.00 | 1012000.00 |
47 | 2019.06.12 11:25 | t/p | 23 | 0.10 | 122.733 | 123.133 | 122.733 | 2000.00 | 1014000.00 |
48 | 2019.06.12 11:57 | t/p | 24 | 0.10 | 122.702 | 123.102 | 122.702 | 2000.00 | 1016000.00 |
49 | 2019.06.12 15:55 | sell | 25 | 0.10 | 122.659 | 122.859 | 122.459 | |
50 | 2019.06.12 21:41 | t/p | 25 | 0.10 | 122.459 | 122.859 | 122.459 | 2000.00 | 1018000.00 |
51 | 2019.06.13 02:45 | sell | 26 | 0.10 | 122.509 | 122.709 | 122.309 | |
52 | 2019.06.13 05:05 | t/p | 26 | 0.10 | 122.309 | 122.709 | 122.309 | 2000.00 | 1020000.00 |
53 | 2019.06.18 10:50 | sell | 27 | 0.10 | 121.638 | 121.838 | 121.438 | |
54 | 2019.06.18 11:01 | t/p | 27 | 0.10 | 121.438 | 121.838 | 121.438 | 2000.00 | 1022000.00 |
55 | 2019.06.18 17:30 | sell | 28 | 0.10 | 121.525 | 121.725 | 121.325 | |
56 | 2019.06.18 18:12 | t/p | 28 | 0.10 | 121.325 | 121.725 | 121.325 | 2000.00 | 1024000.00 |
57 | 2019.06.19 11:55 | sell | 29 | 0.10 | 121.412 | 121.612 | 121.212 | |
58 | 2019.06.19 21:01 | s/l | 29 | 0.10 | 121.612 | 121.612 | 121.212 | -2000.00 | 1022000.00 |
59 | 2019.06.20 07:10 | sell | 30 | 0.10 | 121.279 | 121.479 | 121.079 | |
60 | 2019.06.20 10:13 | s/l | 30 | 0.10 | 121.479 | 121.479 | 121.079 | -2000.00 | 1020000.00 |
61 | 2019.06.24 18:00 | sell | 31 | 0.10 | 122.301 | 122.501 | 122.101 | |
62 | 2019.06.25 05:53 | t/p | 31 | 0.10 | 122.101 | 122.501 | 122.101 | 2000.00 | 1022000.00 |
63 | 2019.06.25 21:00 | sell | 32 | 0.10 | 121.862 | 122.062 | 121.662 | |
64 | 2019.06.26 05:19 | s/l | 32 | 0.10 | 122.062 | 122.062 | 121.662 | -2000.00 | 1020000.00 |
65 | 2019.06.28 16:25 | sell | 33 | 0.10 | 122.622 | 122.822 | 122.422 | |
66 | 2019.06.28 23:58 | close at stop | 33 | 0.10 | 122.651 | 122.822 | 122.422 | -290.00 | 1019710.00 |