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Strategy Tester Report
TPMIX-v5.00-EURUSD-myfx
MYFXMarkets-US03-Demo (Build 1090)

通貨ペアEURUSD (Euro vs US Dollar)
期間5分足(M5) 2016.01.10 22:00 - 2018.01.12 21:55 (2016.01.10 - 2018.01.14)
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=1.8; KairiPips=2; Slippage=2; LimitLots=10; Risk=1; InfoColor=0; EAComment="TPMIX"; ■ナンピンモード(最大ポジ1→2)=""; Nanpin=false; ■マジックナンバー管理=""; TP60=""; Magic1=1012017; Magic2=1022017; Magic3=1032017; TP120=""; Magic4=2012017; Magic5=2022017; Magic6=2032017; TP180=""; Magic7=3012017; Magic8=3022017; Magic9=3032017; TP240=""; Magic10=4012017; Magic11=4022017; Magic12=4032017;
テストバー数151703モデルティック数144447801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10000.00スプレッド12
純益2092.42総利益2260.08総損失-167.66
プロフィットファクタ13.48期待利得20.92
絶対ドローダウン21.56最大ドローダウン89.32 (0.78%)相対ドローダウン0.78% (89.32)
総取引数100売りポジション(勝率%)82 (80.49%)買いポジション(勝率%)18 (94.44%)
勝率(%)83 (83.00%)負率 (%)17 (17.00%)
最大勝トレード91.80敗トレード-30.63
平均勝トレード27.23敗トレード-9.86
最大連勝(金額)18 (484.11)連敗(金額)2 (-13.31)
最大連勝(トレード数)484.11 (18)連敗(トレード数)-30.63 (1)
平均連勝5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
12016.01.11 11:05sell10.221.090141.094641.08884
22016.01.11 13:12t/p10.221.088841.094641.0888428.6010028.60
32016.01.12 00:15sell20.221.086371.090871.08507
42016.01.12 01:02t/p20.221.085071.090871.0850728.6010057.20
52016.01.13 03:00sell30.221.082911.087411.08161
62016.01.13 07:00close30.221.083411.087411.08161-11.0010046.20
72016.01.14 12:35buy40.221.090551.086051.09155
82016.01.14 14:59t/p40.221.091551.086051.0915522.0010068.20
92016.01.18 06:15sell50.221.090141.094641.08884
102016.01.18 06:55t/p50.221.088841.094641.0888428.6010096.80
112016.02.09 18:35buy60.251.129921.125921.13112
122016.02.09 19:35close60.251.130041.125921.131123.0010099.80
132016.02.10 12:40sell70.221.126851.131351.12555
142016.02.10 13:17t/p70.221.125551.131351.1255528.6010128.40
152016.02.15 04:55sell80.221.122291.126791.12099
162016.02.15 07:08t/p80.221.120991.126791.1209928.6010157.00
172016.02.15 14:10sell90.221.119071.123571.11777
182016.02.15 14:17t/p90.221.117771.123571.1177728.6010185.60
192016.02.18 14:50sell100.211.110151.114951.10755
202016.02.18 15:32t/p100.211.107551.114951.1075554.6010240.20
212016.02.24 13:05sell110.241.098471.102671.09587
222016.02.24 14:05close110.241.098731.102671.09587-6.2410233.96
232016.02.29 14:55sell120.221.089441.093941.08814
242016.02.29 15:06t/p120.221.088141.093941.0881428.6010262.56
252016.03.07 12:25sell130.251.097241.101241.09384
262016.03.07 14:25close130.251.095091.101241.0938453.7510316.31
272016.03.09 06:25sell140.221.097851.102351.09655
282016.03.09 08:14t/p140.221.096551.102351.0965528.6010344.91
292016.03.10 05:50sell150.221.097921.102421.09662
302016.03.10 07:22t/p150.221.096621.102421.0966228.6010373.51
312016.03.14 12:35sell160.231.111871.116371.11057
322016.03.14 13:41t/p160.231.110571.116371.1105729.9010403.41
332016.03.14 22:20sell170.261.110781.114781.10738
342016.03.15 00:20close170.261.109941.114781.1073822.9810426.39
352016.03.17 11:35buy180.231.130731.126231.13173
362016.03.17 11:44t/p180.231.131731.126231.1317323.0010449.39
372016.03.17 12:25buy190.231.129591.125091.13059
382016.03.17 13:02t/p190.231.130591.125091.1305923.0010472.39
392016.04.06 18:10buy200.261.139421.135421.14062
402016.04.06 18:17t/p200.261.140621.135421.1406231.2010503.59
412016.04.14 02:55sell210.231.126761.131261.12546
422016.04.14 06:32t/p210.231.125461.131261.1254629.9010533.49
432016.05.03 10:50buy220.261.158131.154131.15933
442016.05.03 11:50close220.261.157461.154131.15933-17.4210516.07
452016.05.04 00:25sell230.211.150431.155431.14783
462016.05.04 01:25close230.211.150341.155431.147831.8910517.96
472016.05.05 12:05sell240.231.143961.148461.14266
482016.05.05 12:38t/p240.231.142661.148461.1426629.9010547.86
492016.05.18 09:30sell250.231.127561.132061.12626
502016.05.18 13:30close250.231.127361.132061.126264.6010552.46
512016.05.18 22:15sell260.231.122161.126661.12086
522016.05.19 02:15close260.231.122741.126661.12086-10.3010542.16
532016.06.09 12:25sell270.231.135091.139591.13379
542016.06.09 12:41t/p270.231.133791.139591.1337929.9010572.06
552016.06.14 12:50sell280.231.123631.128131.12233
562016.06.14 13:28t/p280.231.122331.128131.1223329.9010601.96
572016.06.14 23:20sell290.261.121371.125371.11797
582016.06.15 01:20close290.261.119971.125371.1179737.5410639.50
592016.08.04 00:05sell300.191.115211.120711.11381
602016.08.04 01:03t/p300.191.113811.120711.1138126.6010666.10
612016.10.11 22:55sell310.261.106261.110261.10286
622016.10.12 00:55close310.261.104271.110261.1028652.8810718.99
632016.11.07 04:40sell320.231.108461.112961.10716
642016.11.07 05:27t/p320.231.107161.112961.1071629.9010748.89
652016.11.07 09:55sell330.231.106071.110571.10477
662016.11.07 13:55close330.231.105751.110571.104777.3610756.25
672016.11.14 17:35sell340.191.074671.080171.07327
682016.11.14 19:26t/p340.191.073271.080171.0732726.6010782.85
692016.11.16 17:00sell350.231.069891.074391.06859
702016.11.16 18:21t/p350.231.068591.074391.0685929.9010812.75
712016.12.19 14:50sell360.271.043841.047841.04124
722016.12.19 15:50close360.271.043481.047841.041249.7210822.47
732016.12.20 00:35sell370.241.040651.045151.03935
742016.12.20 04:35close370.241.040351.045151.039357.2010829.67
752017.01.11 16:45sell380.271.052731.056731.04933
762017.01.11 17:00t/p380.271.049331.056731.0493391.8010921.47
772017.01.19 02:25sell390.241.063681.068181.06238
782017.01.19 06:25close390.241.063751.068181.06238-1.6810919.79
792017.01.19 16:40sell400.261.063611.067711.06101
802017.01.19 17:40close400.261.061671.067711.0610150.4410970.23
812017.01.26 18:05sell410.181.069281.075281.06788
822017.01.26 20:58t/p410.181.067881.075281.0678825.2010995.43
832017.01.30 15:45sell420.191.068451.073951.06705
842017.01.30 18:45close420.191.068721.073951.06705-5.1310990.30
852017.02.03 00:05sell430.241.076491.080991.07519
862017.02.03 03:32t/p430.241.075191.080991.0751931.2011021.50
872017.02.07 10:55sell440.241.067091.071591.06579
882017.02.07 14:55close440.241.067491.071591.06579-9.6011011.90
892017.02.27 01:20sell450.201.057311.062811.05591
902017.02.27 04:20close450.201.056791.062811.0559110.4011022.30
912017.03.01 06:20sell460.241.055871.060371.05327
922017.03.01 07:20close460.241.054101.060371.0532742.4811064.78
932017.03.14 00:15sell470.241.065421.069921.06412
942017.03.14 04:15close470.241.065331.069921.064122.1611066.94
952017.03.28 22:25sell480.241.081571.086071.08027
962017.03.29 02:25close480.241.082341.086071.08027-17.4211049.51
972017.03.29 10:25sell490.241.079371.083871.07807
982017.03.29 11:40t/p490.241.078071.083871.0780731.2011080.71
992017.03.30 22:55sell500.241.068501.073001.06720
1002017.03.31 02:55close500.241.068071.073001.0672011.3811092.09
1012017.04.10 03:40sell510.241.058031.062531.05673
1022017.04.10 07:40close510.241.058481.062531.05673-10.8011081.29
1032017.04.13 00:40buy520.271.066281.062281.06748
1042017.04.13 01:40close520.271.066321.062281.067481.0811082.37
1052017.04.21 00:15sell530.241.071721.076221.07042
1062017.04.21 04:15close530.241.071881.076221.07042-3.8411078.53
1072017.04.24 01:35buy540.241.084051.079551.08505
1082017.04.24 03:26t/p540.241.085051.079551.0850524.0011102.53
1092017.04.25 17:50buy550.271.093681.089681.09488
1102017.04.25 18:50close550.271.093801.089681.094883.2411105.77
1112017.05.08 10:50sell560.241.095521.100021.09422
1122017.05.08 11:57t/p560.241.094221.100021.0942231.2011136.97
1132017.05.08 17:05sell570.221.093671.098671.09107
1142017.05.08 18:05close570.221.092761.098671.0910720.0211156.99
1152017.05.22 15:15buy580.271.123531.119531.12463
1162017.05.22 18:15close580.271.124001.119531.1246312.6911169.68
1172017.05.23 22:05sell590.241.118681.123181.11738
1182017.05.24 02:05close590.241.118991.123181.11738-6.3811163.30
1192017.05.30 03:50sell600.241.113031.117531.11173
1202017.05.30 05:58t/p600.241.111731.117531.1117331.2011194.50
1212017.06.07 13:55sell610.271.125631.129631.12223
1222017.06.07 15:55close610.271.123731.129631.1222351.3011245.80
1232017.06.14 16:55buy620.281.126831.122831.12793
1242017.06.14 18:00t/p620.281.127931.122831.1279330.8011276.60
1252017.06.15 15:15sell630.251.115631.120131.11433
1262017.06.15 16:08t/p630.251.114331.120131.1143332.5011309.10
1272017.07.13 12:05sell640.271.141461.145561.13886
1282017.07.13 13:05close640.271.141681.145561.13886-5.9411303.16
1292017.07.19 06:20sell650.281.154451.158451.15105
1302017.07.19 08:20close650.281.151921.158451.1510570.8411374.00
1312017.07.26 22:50buy660.251.173481.168981.17448
1322017.07.27 02:46t/p660.251.174481.168981.1744818.0711392.07
1332017.08.10 10:55sell670.281.172321.176321.16972
1342017.08.10 11:55close670.281.171921.176321.1697211.2011403.27
1352017.08.15 15:45sell680.221.173041.178041.17044
1362017.08.15 16:45close680.221.173771.178041.17044-16.0611387.21
1372017.08.17 14:05sell690.281.173401.177401.17000
1382017.08.17 16:05close690.281.173371.177401.170000.8411388.05
1392017.08.22 11:55sell700.251.176711.181211.17541
1402017.08.22 13:59t/p700.251.175411.181211.1754132.5011420.55
1412017.08.29 09:50buy710.251.204501.200001.20550
1422017.08.29 12:23t/p710.251.205501.200001.2055025.0011445.55
1432017.08.30 03:45sell720.201.198221.203721.19682
1442017.08.30 05:06t/p720.201.196821.203721.1968228.0011473.55
1452017.08.30 13:40sell730.251.193411.197911.19211
1462017.08.30 13:48t/p730.251.192111.197911.1921132.5011506.05
1472017.08.30 15:55sell740.251.192351.196851.19105
1482017.08.30 16:46t/p740.251.191051.196851.1910532.5011538.55
1492017.09.07 12:20buy750.281.196651.192651.19785
1502017.09.07 12:31t/p750.281.197851.192651.1978533.6011572.15
1512017.09.11 02:55sell760.251.201671.206171.20037
1522017.09.11 06:38t/p760.251.200371.206171.2003732.5011604.65
1532017.09.11 22:05sell770.251.195861.200361.19456
1542017.09.12 02:05close770.251.195791.200361.194562.8511607.50
1552017.09.25 13:50sell780.251.188671.193171.18737
1562017.09.25 14:45t/p780.251.187371.193171.1873732.5011640.00
1572017.09.26 13:20sell790.251.179671.184171.17837
1582017.09.26 13:59t/p790.251.178371.184171.1783732.5011672.50
1592017.09.26 16:35sell800.191.179361.185361.17796
1602017.09.26 16:35t/p800.191.177961.185361.1779626.6011699.10
1612017.09.27 10:05sell810.251.175281.179781.17398
1622017.09.27 11:08t/p810.251.173981.179781.1739832.5011731.60
1632017.09.27 14:15sell820.261.173811.178311.17251
1642017.09.27 14:33t/p820.261.172511.178311.1725133.8011765.40
1652017.10.02 11:00sell830.261.174531.179031.17323
1662017.10.02 15:00close830.261.173631.179031.1732323.4011788.80
1672017.10.16 04:05sell840.261.180861.185361.17956
1682017.10.16 05:54t/p840.261.179561.185361.1795633.8011822.60
1692017.11.07 14:30sell850.291.157751.161751.15435
1702017.11.07 16:30close850.291.156631.161751.1543532.4811855.08
1712017.11.16 01:30sell860.291.178641.182641.17604
1722017.11.16 02:30close860.291.178081.182641.1760416.2411871.32
1732017.11.27 23:10sell870.261.190131.194631.18883
1742017.11.28 03:10close870.261.190331.194631.18883-4.0611867.26
1752017.11.28 23:20sell880.261.184901.189401.18360
1762017.11.29 03:20close880.261.185301.189401.18360-9.2611858.00
1772017.11.30 17:10buy890.261.189441.184941.19044
1782017.11.30 18:21t/p890.261.190441.184941.1904426.0011884.00
1792017.12.04 03:05sell900.261.187511.192011.18621
1802017.12.04 07:05close900.261.186481.192011.1862126.7811910.78
1812017.12.04 11:30sell910.261.185741.190241.18444
1822017.12.04 13:57t/p910.261.184441.190241.1844433.8011944.58
1832017.12.14 18:15sell920.191.179561.185561.17816
1842017.12.14 21:15close920.191.178381.185561.1781622.4211967.00
1852017.12.15 00:40sell930.191.178291.184291.17689
1862017.12.15 03:40close930.191.178391.184291.17689-1.9011965.10
1872017.12.18 23:25sell940.251.178451.183151.17585
1882017.12.19 00:25close940.251.178251.183151.175856.1011971.20
1892018.01.08 10:45sell950.261.200341.204941.19774
1902018.01.08 11:45close950.261.198801.204941.1977440.0412011.24
1912018.01.08 16:25sell960.261.197731.202231.19643
1922018.01.08 18:32t/p960.261.196431.202231.1964333.8012045.04
1932018.01.10 13:05buy970.261.199251.194751.20025
1942018.01.10 13:41t/p970.261.200251.194751.2002526.0012071.04
1952018.01.10 14:40buy980.261.198121.193621.19912
1962018.01.10 15:09t/p980.261.199121.193621.1991226.0012097.04
1972018.01.10 23:20sell990.261.195401.199901.19410
1982018.01.11 03:20close990.261.196711.199901.19410-30.6312066.42
1992018.01.11 17:00buy1000.261.203561.199061.20456
2002018.01.11 18:01t/p1000.261.204561.199061.2045626.0012092.42