FXシステムトレードブログ.comトップページへ戻る
Strategy Tester Report
BakuSinka-v4.09-fxon_A68248E
MYFXMarkets-US03-Demo (Build 1090)

通貨ペアEURJPY (Euro vs Japanese Yen)
期間5分足(M5) 2015.11.15 22:00 - 2017.11.17 21:55 (2015.11.15 - 2017.11.19)
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■基本設定=""; GMTOffset=0; SummerGMTOffset=0; MaxSpread=2; KairiPips=2; Slippage=2; LimitLots=0.1; Risk=200; InfoColor=0; EAComment="BakuSinka"; ■ナンピンモード(最大ポジ1→2)=""; Nanpin=true; ■資金管理設定=""; Security=false; SecurityLevel=0; ■マジックナンバー管理=""; ■TP120Minutes=""; Magic1=1042017; Magic2=2042017; Magic3=3042017;
テストバー数151711モデルティック数112522200モデリング品質90.00%
不整合チャートエラー0
初期証拠金1000000.00スプレッド12
純益66538.20総利益86168.20総損失-19630.00
プロフィットファクタ4.39期待利得610.44
絶対ドローダウン660.00最大ドローダウン7530.00 (0.73%)相対ドローダウン0.73% (7530.00)
総取引数109売りポジション(勝率%)50 (96.00%)買いポジション(勝率%)59 (77.97%)
勝率(%)94 (86.24%)負率 (%)15 (13.76%)
最大勝トレード1400.00敗トレード-3120.00
平均勝トレード916.68敗トレード-1308.67
最大連勝(金額)23 (20590.00)連敗(金額)2 (-5010.00)
最大連勝(トレード数)20590.00 (23)連敗(トレード数)-5010.00 (2)
平均連勝9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
12015.11.16 01:10sell10.10131.423132.023131.353
22015.11.16 01:35t/p10.10131.353132.023131.353700.001000700.00
32015.11.16 14:55buy20.10131.752131.152131.872
42015.11.16 15:43t/p20.10131.872131.152131.8721200.001001900.00
52015.12.01 15:45buy30.10130.516129.916130.636
62015.12.01 16:00buy40.10130.347129.867130.467
72015.12.01 16:31t/p40.10130.467129.867130.4671200.001003100.00
82015.12.01 17:45close30.10130.481129.916130.636-350.001002750.00
92015.12.02 13:05sell50.10130.531131.081130.461
102015.12.02 13:15sell60.10130.660131.270130.520
112015.12.02 13:15t/p60.10130.520131.270130.5201400.001004150.00
122015.12.02 13:30t/p50.10130.461131.081130.461700.001004850.00
132015.12.04 00:00buy70.10133.913133.313134.033
142015.12.04 00:05t/p70.10134.033133.313134.0331200.001006050.00
152015.12.17 19:25sell80.10132.793133.343132.723
162015.12.17 19:39t/p80.10132.723133.343132.723700.001006750.00
172016.01.07 23:05buy90.10128.436127.836128.556
182016.01.08 00:32t/p90.10128.556127.836128.5561165.601007915.60
192016.01.14 12:40buy100.10128.358127.758128.478
202016.01.14 13:20buy110.10128.217127.737128.337
212016.01.14 13:37t/p110.10128.337127.737128.3371200.001009115.60
222016.01.14 14:05buy120.10128.193127.713128.313
232016.01.14 14:15t/p120.10128.313127.713128.3131200.001010315.60
242016.01.14 14:40close100.10128.260127.758128.478-980.001009335.60
252016.01.20 17:40sell130.10127.181127.731127.111
262016.01.20 18:25t/p130.10127.111127.731127.111700.001010035.60
272016.01.21 04:05buy140.10127.478126.878127.598
282016.01.21 04:29t/p140.10127.598126.878127.5981200.001011235.60
292016.01.21 15:50sell150.10127.089127.639127.019
302016.01.21 15:52t/p150.10127.019127.639127.019700.001011935.60
312016.01.22 01:05buy160.10127.668127.068127.788
322016.01.22 02:54t/p160.10127.788127.068127.7881200.001013135.60
332016.02.03 18:25sell170.10130.474131.024130.404
342016.02.03 18:30t/p170.10130.404131.024130.404700.001013835.60
352016.02.04 13:55buy180.10131.172130.572131.292
362016.02.04 14:10buy190.10131.049130.569131.169
372016.02.04 15:55close180.10130.860130.572131.292-3120.001010715.60
382016.02.04 15:55close190.10130.860130.569131.169-1890.001008825.60
392016.02.09 05:50sell200.10128.660129.210128.590
402016.02.09 06:05t/p200.10128.590129.210128.590700.001009525.60
412016.02.10 18:45sell210.10128.328128.928128.258
422016.02.10 19:20sell220.10128.479129.139128.339
432016.02.10 19:40t/p220.10128.339129.139128.3391400.001010925.60
442016.02.10 19:55t/p210.10128.258128.928128.258700.001011625.60
452016.02.23 04:10sell230.10124.063124.613123.993
462016.02.23 04:11t/p230.10123.993124.613123.993700.001012325.60
472016.02.24 13:00sell240.10122.827123.377122.757
482016.02.24 13:20t/p240.10122.757123.377122.757700.001013025.60
492016.02.25 06:40buy250.10123.795123.195123.915
502016.02.25 07:10buy260.10123.667123.187123.787
512016.02.25 08:40close250.10123.568123.195123.915-2270.001010755.60
522016.02.25 08:40close260.10123.568123.187123.787-990.001009765.60
532016.02.29 12:30sell270.10123.155123.705123.085
542016.02.29 13:23t/p270.10123.085123.705123.085700.001010465.60
552016.03.02 00:20buy280.01123.731123.131123.851
562016.03.02 00:33t/p280.01123.851123.131123.851120.001010585.60
572016.03.07 19:05buy290.01124.854124.254124.974
582016.03.07 21:05close290.01124.891124.254124.97437.001010622.60
592016.03.08 03:40sell300.10124.582125.132124.512
602016.03.08 03:50t/p300.10124.512125.132124.512700.001011322.60
612016.03.10 00:15buy310.10124.409123.809124.529
622016.03.10 01:14t/p310.10124.529123.809124.5291200.001012522.60
632016.03.22 11:45sell320.10125.372125.922125.302
642016.03.22 11:52t/p320.10125.302125.922125.302700.001013222.60
652016.03.23 00:45buy330.10125.813125.213125.933
662016.03.23 01:20t/p330.10125.933125.213125.9331200.001014422.60
672016.03.24 23:50buy340.10125.998125.398126.118
682016.03.25 00:35t/p340.10126.118125.398126.1181165.601015588.20
692016.03.28 04:40buy350.10126.655126.055126.775
702016.03.28 05:27t/p350.10126.775126.055126.7751200.001016788.20
712016.04.18 12:10buy360.10122.248121.648122.368
722016.04.18 12:18t/p360.10122.368121.648122.3681200.001017988.20
732016.04.19 16:25buy370.10124.002123.402124.122
742016.04.19 16:58t/p370.10124.122123.402124.1221200.001019188.20
752016.04.20 13:50buy380.10123.981123.381124.101
762016.04.20 14:30buy390.10123.739123.259123.859
772016.04.20 14:56t/p390.10123.859123.259123.8591200.001020388.20
782016.04.20 15:00buy400.10123.790123.310123.910
792016.04.20 15:07t/p400.10123.910123.310123.9101200.001021588.20
802016.04.20 15:50close380.10124.016123.381124.101350.001021938.20
812016.05.05 13:45sell410.10122.471123.021122.401
822016.05.05 13:55t/p410.10122.401123.021122.401700.001022638.20
832016.05.10 11:05buy420.10123.983123.383124.103
842016.05.10 11:37t/p420.10124.103123.383124.1031200.001023838.20
852016.05.12 07:15buy430.10124.155123.555124.275
862016.05.12 07:49t/p430.10124.275123.555124.2751200.001025038.20
872016.05.12 17:00sell440.10124.051124.601123.981
882016.05.12 17:24t/p440.10123.981124.601123.981700.001025738.20
892016.05.17 12:40buy450.10123.774123.174123.894
902016.05.17 12:55buy460.10123.547123.067123.667
912016.05.17 13:14t/p460.10123.667123.067123.6671200.001026938.20
922016.05.17 13:15buy470.10123.652123.172123.772
932016.05.17 14:40close450.10123.543123.174123.894-2310.001024628.20
942016.05.17 14:40close470.10123.543123.172123.772-1090.001023538.20
952016.06.01 07:45sell480.10122.631123.181122.561
962016.06.01 07:50sell490.10122.805123.415122.665
972016.06.01 08:24t/p490.10122.665123.415122.6651400.001024938.20
982016.06.01 08:50t/p480.10122.561123.181122.561700.001025638.20
992016.06.08 03:15sell500.10121.622122.172121.552
1002016.06.08 03:40sell510.10121.814122.424121.674
1012016.06.08 04:45t/p510.10121.674122.424121.6741400.001027038.20
1022016.06.08 05:15close500.10121.741122.172121.552-1190.001025848.20
1032016.06.14 10:25sell520.10118.918119.468118.848
1042016.06.14 10:38t/p520.10118.848119.468118.848700.001026548.20
1052016.06.14 11:25sell530.10118.986119.536118.916
1062016.06.14 11:33t/p530.10118.916119.536118.916700.001027248.20
1072016.06.20 06:55buy540.10118.678118.078118.798
1082016.06.20 07:13t/p540.10118.798118.078118.7981200.001028448.20
1092016.06.23 23:10buy550.10120.262119.662120.382
1102016.06.23 23:11t/p550.10120.382119.662120.3821200.001029648.20
1112016.06.27 13:15sell560.10111.995112.595111.925
1122016.06.27 13:19t/p560.10111.925112.595111.925700.001030348.20
1132016.07.06 03:40sell570.10111.569112.119111.499
1142016.07.06 03:42t/p570.10111.499112.119111.499700.001031048.20
1152016.07.06 23:30buy580.10112.024111.424112.144
1162016.07.06 23:39t/p580.10112.144111.424112.1441200.001032248.20
1172016.07.21 11:05sell590.10117.131117.731117.061
1182016.07.21 11:21t/p590.10117.061117.731117.061700.001032948.20
1192016.07.29 02:45sell600.10115.830116.380115.760
1202016.07.29 03:00sell610.10115.995116.605115.855
1212016.07.29 03:16t/p610.10115.855116.605115.8551400.001034348.20
1222016.07.29 03:16t/p600.10115.760116.380115.760700.001035048.20
1232016.08.29 07:30buy620.10114.438113.838114.558
1242016.08.29 08:05buy630.10114.296113.816114.416
1252016.08.29 09:30close620.10114.335113.838114.558-1030.001034018.20
1262016.08.29 09:30close630.10114.335113.816114.416390.001034408.20
1272016.09.01 14:30buy640.10115.512114.912115.632
1282016.09.01 16:15t/p640.10115.632114.912115.6321200.001035608.20
1292016.09.14 08:50buy650.10115.422114.822115.542
1302016.09.14 09:10buy660.10115.268114.788115.388
1312016.09.14 09:14t/p660.10115.388114.788115.3881200.001036808.20
1322016.09.14 09:20buy670.10115.220114.740115.340
1332016.09.14 09:30t/p670.10115.340114.740115.3401200.001038008.20
1342016.09.14 10:05buy680.10115.232114.752115.352
1352016.09.14 10:50close650.10115.265114.822115.542-1570.001036438.20
1362016.09.14 10:50close680.10115.265114.752115.352330.001036768.20
1372016.09.14 12:20sell690.10115.384115.934115.314
1382016.09.14 13:25sell700.10115.516116.126115.376
1392016.09.14 13:51t/p700.10115.376116.126115.3761400.001038168.20
1402016.09.14 13:52t/p690.10115.314115.934115.314700.001038868.20
1412016.09.15 04:05sell710.10115.051115.601114.981
1422016.09.15 04:09t/p710.10114.981115.601114.981700.001039568.20
1432016.09.27 13:50sell720.10112.631113.181112.561
1442016.09.27 14:08t/p720.10112.561113.181112.561700.001040268.20
1452016.10.04 05:35buy730.10114.294113.694114.414
1462016.10.04 05:56t/p730.10114.414113.694114.4141200.001041468.20
1472016.11.09 05:55sell740.10114.739115.289114.669
1482016.11.09 06:01t/p740.10114.669115.289114.669700.001042168.20
1492016.12.12 14:25buy750.10122.423121.823122.543
1502016.12.12 14:30t/p750.10122.543121.823122.5431200.001043368.20
1512016.12.15 14:35sell760.10123.318123.918123.248
1522016.12.15 15:21t/p760.10123.248123.918123.248700.001044068.20
1532016.12.20 11:15buy770.10122.392121.792122.512
1542016.12.20 13:15close770.10122.425121.792122.512330.001044398.20
1552017.01.10 17:25sell780.10122.452123.002122.382
1562017.01.10 17:41t/p780.10122.382123.002122.382700.001045098.20
1572017.01.23 18:35sell790.10121.466122.066121.396
1582017.01.23 19:23t/p790.10121.396122.066121.396700.001045798.20
1592017.01.26 13:25buy800.10122.320121.720122.440
1602017.01.26 13:50buy810.10122.161121.681122.281
1612017.01.26 15:17t/p810.10122.281121.681122.2811200.001046998.20
1622017.01.26 15:25close800.10122.212121.720122.440-1080.001045918.20
1632017.02.06 14:40sell820.10120.558121.108120.488
1642017.02.06 16:05sell830.10120.674121.284120.534
1652017.02.06 16:40close820.10120.615121.108120.488-570.001045348.20
1662017.02.06 16:40close830.10120.615121.284120.534590.001045938.20
1672017.02.13 06:45buy840.10120.805120.205120.925
1682017.02.13 07:20t/p840.10120.925120.205120.9251200.001047138.20
1692017.03.08 17:15buy850.10120.791120.191120.911
1702017.03.08 18:25buy860.10120.670120.190120.790
1712017.03.08 19:15close850.10120.717120.191120.911-740.001046398.20
1722017.03.08 19:15close860.10120.717120.190120.790470.001046868.20
1732017.03.22 11:05sell870.10120.195120.745120.125
1742017.03.22 11:15t/p870.10120.125120.745120.125700.001047568.20
1752017.03.29 14:50sell880.10119.480120.030119.410
1762017.03.29 14:55t/p880.10119.410120.030119.410700.001048268.20
1772017.04.03 17:25sell890.10118.463119.013118.393
1782017.04.03 17:38t/p890.10118.393119.013118.393700.001048968.20
1792017.05.08 10:50sell900.10123.324123.874123.254
1802017.05.08 11:03t/p900.10123.254123.874123.254700.001049668.20
1812017.05.11 15:15sell910.10123.698124.248123.628
1822017.05.11 15:23t/p910.10123.628124.248123.628700.001050368.20
1832017.05.16 15:20buy920.10125.188124.588125.308
1842017.05.16 15:49t/p920.10125.308124.588125.3081200.001051568.20
1852017.05.18 11:20sell930.10123.164123.764123.094
1862017.05.18 11:42t/p930.10123.094123.764123.094700.001052268.20
1872017.05.30 03:50sell940.10123.489124.039123.419
1882017.05.30 04:00t/p940.10123.419124.039123.419700.001052968.20
1892017.05.30 16:00buy950.10123.783123.183123.903
1902017.05.30 17:46t/p950.10123.903123.183123.9031200.001054168.20
1912017.08.01 16:15sell960.10130.241130.791130.171
1922017.08.01 16:25t/p960.10130.171130.791130.171700.001054868.20
1932017.08.15 06:50buy970.10129.524128.924129.644
1942017.08.15 07:33t/p970.10129.644128.924129.6441200.001056068.20
1952017.08.22 11:15sell980.10128.595129.145128.525
1962017.08.22 11:35sell990.10128.710129.320128.570
1972017.08.22 12:56t/p990.10128.570129.320128.5701400.001057468.20
1982017.08.22 13:04t/p980.10128.525129.145128.525700.001058168.20
1992017.08.28 01:10buy1000.10130.128129.528130.248
2002017.08.28 03:10close1000.10130.165129.528130.248370.001058538.20
2012017.09.11 04:50buy1010.10130.155129.555130.275
2022017.09.11 06:18t/p1010.10130.275129.555130.2751200.001059738.20
2032017.09.11 22:10buy1020.10130.701130.101130.821
2042017.09.11 23:50t/p1020.10130.821130.101130.8211200.001060938.20
2052017.09.18 15:55buy1030.10133.122132.522133.242
2062017.09.18 16:20buy1040.10132.991132.511133.111
2072017.09.18 16:58t/p1040.10133.111132.511133.1111200.001062138.20
2082017.09.18 17:55close1030.10133.227132.522133.2421050.001063188.20
2092017.09.19 08:45buy1050.10133.671133.071133.791
2102017.09.19 09:07t/p1050.10133.791133.071133.7911200.001064388.20
2112017.09.21 22:05buy1060.10134.224133.624134.344
2122017.09.21 23:32t/p1060.10134.344133.624134.3441200.001065588.20
2132017.09.25 12:25sell1070.10133.276133.826133.206
2142017.09.25 12:34t/p1070.10133.206133.826133.206700.001066288.20
2152017.10.16 08:50sell1080.10131.889132.439131.819
2162017.10.16 09:06t/p1080.10131.819132.439131.819700.001066988.20
2172017.11.06 04:15buy1090.10132.770132.170132.890
2182017.11.06 06:15close1090.10132.725132.170132.890-450.001066538.20