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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=0.1; Risk=200; 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18
純益837.67総利益917.97総損失-80.30
プロフィットファクタ11.43期待利得8.38
絶対ドローダウン10.40最大ドローダウン35.20 (0.35%)相対ドローダウン0.35% (35.20)
総取引数100売りポジション(勝率%)82 (79.27%)買いポジション(勝率%)18 (88.89%)
勝率(%)81 (81.00%)負率 (%)19 (19.00%)
最大勝トレード34.00敗トレード-12.38
平均勝トレード11.33敗トレード-4.23
最大連勝(金額)17 (191.54)連敗(金額)3 (-7.50)
最大連勝(トレード数)191.54 (17)連敗(トレード数)-12.38 (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 11:05sell10.101.090141.094641.08884
22016.01.11 13:14t/p10.101.088841.094641.0888413.0010013.00
32016.01.12 00:15sell20.101.086371.090871.08507
42016.01.12 01:04t/p20.101.085071.090871.0850713.0010026.00
52016.01.13 03:00sell30.101.082911.087411.08161
62016.01.13 07:00close30.101.083471.087411.08161-5.6010020.40
72016.01.14 12:35buy40.101.090611.086111.09161
82016.01.14 14:59t/p40.101.091611.086111.0916110.0010030.40
92016.01.18 06:15sell50.101.090141.094641.08884
102016.01.18 07:00t/p50.101.088841.094641.0888413.0010043.40
112016.02.09 18:35buy60.101.129981.125981.13118
122016.02.09 19:35close60.101.130041.125981.131180.6010044.00
132016.02.10 12:40sell70.101.126851.131351.12555
142016.02.10 13:17t/p70.101.125551.131351.1255513.0010057.00
152016.02.15 04:55sell80.101.122291.126791.12099
162016.02.15 07:08t/p80.101.120991.126791.1209913.0010070.00
172016.02.15 14:10sell90.101.119071.123571.11777
182016.02.15 14:18t/p90.101.117771.123571.1177713.0010083.00
192016.02.18 14:50sell100.101.110151.114951.10755
202016.02.18 15:32t/p100.101.107551.114951.1075526.0010109.00
212016.02.24 13:05sell110.101.098471.102671.09587
222016.02.24 14:05close110.101.098791.102671.09587-3.2010105.80
232016.02.29 14:55sell120.101.089441.093941.08814
242016.02.29 15:12t/p120.101.088141.093941.0881413.0010118.80
252016.03.07 12:25sell130.101.097241.101241.09384
262016.03.07 14:25close130.101.095151.101241.0938420.9010139.70
272016.03.09 06:25sell140.101.097851.102351.09655
282016.03.09 08:14t/p140.101.096551.102351.0965513.0010152.70
292016.03.10 05:50sell150.101.097921.102421.09662
302016.03.10 07:29t/p150.101.096621.102421.0966213.0010165.70
312016.03.14 12:35sell160.101.111871.116371.11057
322016.03.14 13:41t/p160.101.110571.116371.1105713.0010178.70
332016.03.14 22:20sell170.101.110781.114781.10738
342016.03.15 00:20close170.101.110001.114781.107388.2410186.94
352016.03.17 11:35buy180.101.130791.126291.13179
362016.03.17 11:44t/p180.101.131791.126291.1317910.0010196.94
372016.03.17 12:25buy190.101.129651.125151.13065
382016.03.17 13:02t/p190.101.130651.125151.1306510.0010206.94
392016.04.06 18:10buy200.101.139481.135481.14068
402016.04.06 18:17t/p200.101.140681.135481.1406812.0010218.94
412016.04.14 02:55sell210.101.126761.131261.12546
422016.04.14 06:32t/p210.101.125461.131261.1254613.0010231.94
432016.05.03 10:50buy220.101.158191.154191.15939
442016.05.03 11:50close220.101.157461.154191.15939-7.3010224.64
452016.05.04 00:25sell230.101.150431.155431.14783
462016.05.04 01:25close230.101.150401.155431.147830.3010224.94
472016.05.05 12:05sell240.101.143961.148461.14266
482016.05.05 12:46t/p240.101.142661.148461.1426613.0010237.94
492016.05.18 09:30sell250.101.127561.132061.12626
502016.05.18 13:30close250.101.127421.132061.126261.4010239.34
512016.05.18 22:15sell260.101.122161.126661.12086
522016.05.19 02:15close260.101.122801.126661.12086-5.0810234.26
532016.06.09 12:25sell270.101.135091.139591.13379
542016.06.09 12:41t/p270.101.133791.139591.1337913.0010247.26
552016.06.14 12:50sell280.101.123631.128131.12233
562016.06.14 13:30t/p280.101.122331.128131.1223313.0010260.26
572016.06.14 23:20sell290.101.121371.125371.11797
582016.06.15 01:20close290.101.120031.125371.1179713.8410274.10
592016.08.04 00:05sell300.101.115211.120711.11381
602016.08.04 01:03t/p300.101.113811.120711.1138114.0010288.10
612016.10.11 22:55sell310.101.106261.110261.10286
622016.10.12 00:55close310.101.104331.110261.1028619.7410307.84
632016.11.07 04:40sell320.101.108461.112961.10716
642016.11.07 05:28t/p320.101.107161.112961.1071613.0010320.84
652016.11.07 09:55sell330.101.106071.110571.10477
662016.11.07 13:55close330.101.105811.110571.104772.6010323.44
672016.11.14 17:35sell340.101.074671.080171.07327
682016.11.14 19:26t/p340.101.073271.080171.0732714.0010337.44
692016.11.16 17:00sell350.101.069891.074391.06859
702016.11.16 18:21t/p350.101.068591.074391.0685913.0010350.44
712016.12.19 14:50sell360.101.043841.047841.04124
722016.12.19 15:50close360.101.043541.047841.041243.0010353.44
732016.12.20 00:35sell370.101.040651.045151.03935
742016.12.20 04:35close370.101.040411.045151.039352.4010355.84
752017.01.11 16:45sell380.101.052731.056731.04933
762017.01.11 17:00t/p380.101.049331.056731.0493334.0010389.84
772017.01.19 02:25sell390.101.063681.068181.06238
782017.01.19 06:25close390.101.063811.068181.06238-1.3010388.54
792017.01.19 16:40sell400.101.063611.067711.06101
802017.01.19 17:40close400.101.061731.067711.0610118.8010407.34
812017.01.26 18:05sell410.101.069281.075281.06788
822017.01.26 20:58t/p410.101.067881.075281.0678814.0010421.34
832017.01.30 15:45sell420.101.068451.073951.06705
842017.01.30 18:45close420.101.068781.073951.06705-3.3010418.04
852017.02.03 00:05sell430.101.076491.080991.07519
862017.02.03 03:33t/p430.101.075191.080991.0751913.0010431.04
872017.02.07 10:55sell440.101.067091.071591.06579
882017.02.07 14:55close440.101.067551.071591.06579-4.6010426.44
892017.02.27 01:20sell450.101.057311.062811.05591
902017.02.27 04:20close450.101.056851.062811.055914.6010431.04
912017.03.01 06:20sell460.101.055871.060371.05327
922017.03.01 07:20close460.101.054161.060371.0532717.1010448.14
932017.03.14 00:15sell470.101.065421.069921.06412
942017.03.14 04:15close470.101.065391.069921.064120.3010448.44
952017.03.28 22:25sell480.101.081571.086071.08027
962017.03.29 02:25close480.101.082401.086071.08027-7.8610440.58
972017.03.29 10:25sell490.101.079371.083871.07807
982017.03.29 11:50t/p490.101.078071.083871.0780713.0010453.58
992017.03.30 22:55sell500.101.068501.073001.06720
1002017.03.31 02:55close500.101.068131.073001.067204.1410457.72
1012017.04.10 03:40sell510.101.058031.062531.05673
1022017.04.10 07:40close510.101.058541.062531.05673-5.1010452.62
1032017.04.13 00:40buy520.101.066341.062341.06754
1042017.04.13 01:40close520.101.066321.062341.06754-0.2010452.42
1052017.04.21 00:15sell530.101.071721.076221.07042
1062017.04.21 04:15close530.101.071941.076221.07042-2.2010450.22
1072017.04.24 01:35buy540.101.084111.079611.08511
1082017.04.24 03:27t/p540.101.085111.079611.0851110.0010460.22
1092017.04.25 17:50buy550.101.093741.089741.09494
1102017.04.25 18:50close550.101.093801.089741.094940.6010460.82
1112017.05.08 10:50sell560.101.095521.100021.09422
1122017.05.08 11:57t/p560.101.094221.100021.0942213.0010473.82
1132017.05.08 17:05sell570.101.093671.098671.09107
1142017.05.08 18:05close570.101.092821.098671.091078.5010482.32
1152017.05.22 15:15buy580.101.123591.119591.12469
1162017.05.22 18:15close580.101.124001.119591.124694.1010486.42
1172017.05.23 22:05sell590.101.118681.123181.11738
1182017.05.24 02:05close590.101.119051.123181.11738-3.2610483.16
1192017.05.30 03:50sell600.101.113031.117531.11173
1202017.05.30 05:59t/p600.101.111731.117531.1117313.0010496.16
1212017.06.07 13:55sell610.101.125631.129631.12223
1222017.06.07 15:55close610.101.123791.129631.1222318.4010514.56
1232017.06.14 16:55buy620.101.126891.122891.12799
1242017.06.14 18:00t/p620.101.127991.122891.1279911.0010525.56
1252017.06.15 15:15sell630.101.115631.120131.11433
1262017.06.15 16:09t/p630.101.114331.120131.1143313.0010538.56
1272017.07.13 12:05sell640.101.141461.145561.13886
1282017.07.13 13:05close640.101.141741.145561.13886-2.8010535.76
1292017.07.19 06:20sell650.101.154451.158451.15105
1302017.07.19 08:20close650.101.151981.158451.1510524.7010560.46
1312017.07.26 22:50buy660.101.173541.169041.17454
1322017.07.27 02:46t/p660.101.174541.169041.174547.2310567.69
1332017.08.10 10:55sell670.101.172321.176321.16972
1342017.08.10 11:55close670.101.171981.176321.169723.4010571.09
1352017.08.15 15:45sell680.101.173041.178041.17044
1362017.08.15 16:45close680.101.173831.178041.17044-7.9010563.19
1372017.08.17 14:05sell690.101.173401.177401.17000
1382017.08.17 16:05close690.101.173431.177401.17000-0.3010562.89
1392017.08.22 11:55sell700.101.176711.181211.17541
1402017.08.22 13:59t/p700.101.175411.181211.1754113.0010575.89
1412017.08.29 09:50buy710.101.204561.200061.20556
1422017.08.29 12:23t/p710.101.205561.200061.2055610.0010585.89
1432017.08.30 03:45sell720.101.198221.203721.19682
1442017.08.30 05:53t/p720.101.196821.203721.1968214.0010599.89
1452017.08.30 13:40sell730.101.193411.197911.19211
1462017.08.30 13:48t/p730.101.192111.197911.1921113.0010612.89
1472017.08.30 15:55sell740.101.192351.196851.19105
1482017.08.30 16:47t/p740.101.191051.196851.1910513.0010625.89
1492017.09.07 12:20buy750.101.196711.192711.19791
1502017.09.07 12:31t/p750.101.197911.192711.1979112.0010637.89
1512017.09.11 02:55sell760.101.201671.206171.20037
1522017.09.11 06:43t/p760.101.200371.206171.2003713.0010650.89
1532017.09.11 22:05sell770.101.195861.200361.19456
1542017.09.12 02:05close770.101.195851.200361.194560.5410651.43
1552017.09.25 13:50sell780.101.188671.193171.18737
1562017.09.25 14:49t/p780.101.187371.193171.1873713.0010664.43
1572017.09.26 13:20sell790.101.179671.184171.17837
1582017.09.26 13:59t/p790.101.178371.184171.1783713.0010677.43
1592017.09.26 16:35sell800.101.179361.185361.17796
1602017.09.26 16:35t/p800.101.177961.185361.1779614.0010691.43
1612017.09.27 10:05sell810.101.175281.179781.17398
1622017.09.27 11:09t/p810.101.173981.179781.1739813.0010704.43
1632017.09.27 14:15sell820.101.173811.178311.17251
1642017.09.27 14:33t/p820.101.172511.178311.1725113.0010717.43
1652017.10.02 11:00sell830.101.174531.179031.17323
1662017.10.02 15:00close830.101.173691.179031.173238.4010725.83
1672017.10.16 04:05sell840.101.180861.185361.17956
1682017.10.16 06:00t/p840.101.179561.185361.1795613.0010738.83
1692017.11.07 14:30sell850.101.157751.161751.15435
1702017.11.07 16:30close850.101.156691.161751.1543510.6010749.43
1712017.11.16 01:30sell860.101.178641.182641.17604
1722017.11.16 02:30close860.101.178141.182641.176045.0010754.43
1732017.11.27 23:10sell870.101.190131.194631.18883
1742017.11.28 03:10close870.101.190391.194631.18883-2.1610752.27
1752017.11.28 23:20sell880.101.184901.189401.18360
1762017.11.29 03:20close880.101.185361.189401.18360-4.1610748.11
1772017.11.30 17:10buy890.101.189501.185001.19050
1782017.11.30 18:21t/p890.101.190501.185001.1905010.0010758.11
1792017.12.04 03:05sell900.101.187511.192011.18621
1802017.12.04 07:05close900.101.186541.192011.186219.7010767.81
1812017.12.04 11:30sell910.101.185741.190241.18444
1822017.12.04 14:01t/p910.101.184441.190241.1844413.0010780.81
1832017.12.14 18:15sell920.101.179561.185561.17816
1842017.12.14 21:15close920.101.178441.185561.1781611.2010792.01
1852017.12.15 00:40sell930.101.178291.184291.17689
1862017.12.15 03:40close930.101.178451.184291.17689-1.6010790.41
1872017.12.18 23:25sell940.101.178451.183151.17585
1882017.12.19 00:25close940.101.178311.183151.175851.8410792.25
1892018.01.08 10:45sell950.101.200341.204941.19774
1902018.01.08 11:45close950.101.198861.204941.1977414.8010807.05
1912018.01.08 16:25sell960.101.197731.202231.19643
1922018.01.08 18:35t/p960.101.196431.202231.1964313.0010820.05
1932018.01.10 13:05buy970.101.199311.194811.20031
1942018.01.10 14:14t/p970.101.200311.194811.2003110.0010830.05
1952018.01.10 14:40buy980.101.198181.193681.19918
1962018.01.10 15:09t/p980.101.199181.193681.1991810.0010840.05
1972018.01.10 23:20sell990.101.195401.199901.19410
1982018.01.11 03:20close990.101.196771.199901.19410-12.3810827.67
1992018.01.11 17:00buy1000.101.203621.199121.20462
2002018.01.11 18:01t/p1000.101.204621.199121.2046210.0010837.67