Strategy Tester Report
Neo_gen_sin_EA
OANDA-v20 Practice-3 (Build 1220)
| 通貨ペア | EURJPY-a (EUR/JPY) | ||||
| 期間 | 日足(D1) 2015.05.07 00:00 - 2019.10.04 00:00 (2015.01.01 - 2019.10.05) | ||||
| 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 | Lots=1; Slippage=4; BarRange=10; TP=300; SL=300; Magic=88872465; | ||||
| テストバー数 | 1248 | モデルティック数 | 40017 | モデリング品質 | n/a |
| 不整合チャートエラー | 50 | ||||
| 初期証拠金 | 10000000.00 | スプレッド | 現在値 (7) | ||
| 純益 | 722200.00 | 総利益 | 939600.00 | 総損失 | -217400.00 |
| プロフィットファクタ | 4.32 | 期待利得 | 32827.27 | ||
| 絶対ドローダウン | 42100.00 | 最大ドローダウン | 269600.00 (2.52%) | 相対ドローダウン | 2.52% (269600.00) |
| 総取引数 | 22 | 売りポジション(勝率%） | 8 (75.00%) | 買いポジション(勝率%） | 14 (57.14%) |
| 勝率(%) | 14 (63.64%) | 負率 (%) | 8 (36.36%) | ||
| 最大 | 勝トレード | 300000.00 | 敗トレード | -70100.00 | |
| 平均 | 勝トレード | 67114.29 | 敗トレード | -27175.00 | |
| 最大 | 連勝(金額) | 3 (252500.00) | 連敗(金額) | 3 (-104800.00) | |
| 最大 | 連勝(トレード数) | 314600.00 (2) | 連敗(トレード数) | -104800.00 (3) | |
| 平均 | 連勝 | 2 | 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 | 2015.10.28 16:00 | buy | 1 | 1.00 | 131.983 | 128.983 | 134.983 | ||
| 2 | 2015.10.29 00:00 | close | 1 | 1.00 | 132.240 | 128.983 | 134.983 | 25700.00 | 10025700.00 |
| 3 | 2016.01.14 06:00 | buy | 2 | 1.00 | 127.759 | 124.759 | 130.759 | ||
| 4 | 2016.01.18 00:00 | close | 2 | 1.00 | 127.673 | 124.759 | 130.759 | -8600.00 | 10017100.00 |
| 5 | 2016.01.18 02:00 | buy | 3 | 1.00 | 127.422 | 124.422 | 130.422 | ||
| 6 | 2016.01.18 04:00 | close | 3 | 1.00 | 127.469 | 124.422 | 130.422 | 4700.00 | 10021800.00 |
| 7 | 2016.01.20 12:00 | buy | 4 | 1.00 | 127.274 | 124.274 | 130.274 | ||
| 8 | 2016.01.21 00:00 | close | 4 | 1.00 | 127.303 | 124.274 | 130.274 | 2900.00 | 10024700.00 |
| 9 | 2016.01.22 06:00 | buy | 5 | 1.00 | 127.430 | 124.430 | 130.430 | ||
| 10 | 2016.01.28 12:00 | close | 5 | 1.00 | 129.879 | 124.430 | 130.430 | 244900.00 | 10269600.00 |
| 11 | 2016.03.04 02:00 | buy | 6 | 1.00 | 124.087 | 121.087 | 127.087 | ||
| 12 | 2016.03.09 00:00 | close | 6 | 1.00 | 124.023 | 121.087 | 127.087 | -6400.00 | 10263200.00 |
| 13 | 2016.03.10 02:00 | buy | 7 | 1.00 | 123.947 | 120.947 | 126.947 | ||
| 14 | 2016.03.11 12:00 | t/p | 7 | 1.00 | 126.947 | 120.947 | 126.947 | 300000.00 | 10563200.00 |
| 15 | 2016.11.15 16:00 | sell | 8 | 1.00 | 117.226 | 120.226 | 114.226 | ||
| 16 | 2016.11.16 00:00 | close | 8 | 1.00 | 117.080 | 120.226 | 114.226 | 14600.00 | 10577800.00 |
| 17 | 2016.11.17 16:00 | sell | 9 | 1.00 | 117.229 | 120.229 | 114.229 | ||
| 18 | 2016.11.21 00:00 | close | 9 | 1.00 | 117.483 | 120.229 | 114.229 | -25400.00 | 10552400.00 |
| 19 | 2017.01.11 18:00 | buy | 10 | 1.00 | 121.504 | 118.504 | 124.504 | ||
| 20 | 2017.01.11 20:00 | close | 10 | 1.00 | 121.371 | 118.504 | 124.504 | -13300.00 | 10539100.00 |
| 21 | 2017.01.12 16:00 | buy | 11 | 1.00 | 121.209 | 118.209 | 124.209 | ||
| 22 | 2017.01.17 16:00 | close | 11 | 1.00 | 120.548 | 118.209 | 124.209 | -66100.00 | 10473000.00 |
| 23 | 2017.01.23 13:20 | buy | 12 | 1.00 | 121.151 | 118.151 | 124.151 | ||
| 24 | 2017.01.25 06:00 | close | 12 | 1.00 | 122.276 | 118.151 | 124.151 | 112500.00 | 10585500.00 |
| 25 | 2017.02.06 16:00 | buy | 13 | 1.00 | 119.971 | 116.971 | 122.971 | ||
| 26 | 2017.02.07 00:00 | close | 13 | 1.00 | 120.111 | 116.971 | 122.971 | 14000.00 | 10599500.00 |
| 27 | 2017.02.17 16:00 | buy | 14 | 1.00 | 119.709 | 116.709 | 122.709 | ||
| 28 | 2017.02.20 00:00 | close | 14 | 1.00 | 119.723 | 116.709 | 122.709 | 1400.00 | 10600900.00 |
| 29 | 2017.02.21 12:00 | buy | 15 | 1.00 | 119.854 | 116.854 | 122.854 | ||
| 30 | 2017.02.22 00:00 | close | 15 | 1.00 | 119.787 | 116.854 | 122.854 | -6700.00 | 10594200.00 |
| 31 | 2017.04.04 12:00 | buy | 16 | 1.00 | 117.787 | 114.787 | 120.787 | ||
| 32 | 2017.04.10 00:00 | close | 16 | 1.00 | 117.579 | 114.787 | 120.787 | -20800.00 | 10573400.00 |
| 33 | 2017.12.29 16:00 | sell | 17 | 1.00 | 135.521 | 138.521 | 132.521 | ||
| 34 | 2018.01.03 00:00 | close | 17 | 1.00 | 135.372 | 138.521 | 132.521 | 14900.00 | 10588300.00 |
| 35 | 2018.01.03 02:00 | sell | 18 | 1.00 | 135.450 | 138.450 | 132.450 | ||
| 36 | 2018.01.03 04:00 | close | 18 | 1.00 | 135.393 | 138.450 | 132.450 | 5700.00 | 10594000.00 |
| 37 | 2018.01.04 08:00 | sell | 19 | 1.00 | 135.679 | 138.679 | 132.679 | ||
| 38 | 2018.01.04 16:00 | close | 19 | 1.00 | 136.380 | 138.679 | 132.679 | -70100.00 | 10523900.00 |
| 39 | 2018.01.15 16:00 | sell | 20 | 1.00 | 135.998 | 138.998 | 132.998 | ||
| 40 | 2018.01.19 00:00 | close | 20 | 1.00 | 135.870 | 138.998 | 132.998 | 12800.00 | 10536700.00 |
| 41 | 2018.02.01 14:00 | sell | 21 | 1.00 | 136.414 | 139.414 | 133.414 | ||
| 42 | 2018.02.05 16:00 | close | 21 | 1.00 | 135.746 | 139.414 | 133.414 | 66800.00 | 10603500.00 |
| 43 | 2019.07.01 02:40 | sell | 22 | 1.00 | 123.364 | 126.364 | 120.364 | ||
| 44 | 2019.07.02 02:40 | close | 22 | 1.00 | 122.177 | 126.364 | 120.364 | 118700.00 | 10722200.00 |