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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18
純益2014.43総利益2207.71総損失-193.28
プロフィットファクタ11.42期待利得20.14
絶対ドローダウン22.88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 (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91.80敗トレード-32.19
平均勝トレード27.26敗トレード-10.17
最大連勝(金額)17 (475.43)連敗(金額)3 (-18.06)
最大連勝(トレード数)475.43 (17)連敗(トレード数)-32.19 (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 13:14t/p10.221.088841.094641.0888428.6010028.60
32016.01.12 00:15sell20.221.086371.090871.08507
42016.01.12 01:04t/p20.221.085071.090871.0850728.6010057.20
52016.01.13 03:00sell30.221.082911.087411.08161
62016.01.13 07:00close30.221.083471.087411.08161-12.3210044.88
72016.01.14 12:35buy40.221.090611.086111.09161
82016.01.14 14:59t/p40.221.091611.086111.0916122.0010066.88
92016.01.18 06:15sell50.221.090141.094641.08884
102016.01.18 07:00t/p50.221.088841.094641.0888428.6010095.48
112016.02.09 18:35buy60.251.129981.125981.13118
122016.02.09 19:35close60.251.130041.125981.131181.5010096.98
132016.02.10 12:40sell70.221.126851.131351.12555
142016.02.10 13:17t/p70.221.125551.131351.1255528.6010125.58
152016.02.15 04:55sell80.221.122291.126791.12099
162016.02.15 07:08t/p80.221.120991.126791.1209928.6010154.18
172016.02.15 14:10sell90.221.119071.123571.11777
182016.02.15 14:18t/p90.221.117771.123571.1177728.6010182.78
192016.02.18 14:50sell100.211.110151.114951.10755
202016.02.18 15:32t/p100.211.107551.114951.1075554.6010237.38
212016.02.24 13:05sell110.241.098471.102671.09587
222016.02.24 14:05close110.241.098791.102671.09587-7.6810229.70
232016.02.29 14:55sell120.221.089441.093941.08814
242016.02.29 15:12t/p120.221.088141.093941.0881428.6010258.30
252016.03.07 12:25sell130.251.097241.101241.09384
262016.03.07 14:25close130.251.095151.101241.0938452.2510310.55
272016.03.09 06:25sell140.221.097851.102351.09655
282016.03.09 08:14t/p140.221.096551.102351.0965528.6010339.15
292016.03.10 05:50sell150.221.097921.102421.09662
302016.03.10 07:29t/p150.221.096621.102421.0966228.6010367.75
312016.03.14 12:35sell160.231.111871.116371.11057
322016.03.14 13:41t/p160.231.110571.116371.1105729.9010397.65
332016.03.14 22:20sell170.251.110781.114781.10738
342016.03.15 00:20close170.251.110001.114781.1073820.6010418.25
352016.03.17 11:35buy180.231.130791.126291.13179
362016.03.17 11:44t/p180.231.131791.126291.1317923.0010441.25
372016.03.17 12:25buy190.231.129651.125151.13065
382016.03.17 13:02t/p190.231.130651.125151.1306523.0010464.25
392016.04.06 18:10buy200.261.139481.135481.14068
402016.04.06 18:17t/p200.261.140681.135481.1406831.2010495.45
412016.04.14 02:55sell210.231.126761.131261.12546
422016.04.14 06:32t/p210.231.125461.131261.1254629.9010525.35
432016.05.03 10:50buy220.261.158191.154191.15939
442016.05.03 11:50close220.261.157461.154191.15939-18.9810506.37
452016.05.04 00:25sell230.211.150431.155431.14783
462016.05.04 01:25close230.211.150401.155431.147830.6310507.00
472016.05.05 12:05sell240.231.143961.148461.14266
482016.05.05 12:46t/p240.231.142661.148461.1426629.9010536.90
492016.05.18 09:30sell250.231.127561.132061.12626
502016.05.18 13:30close250.231.127421.132061.126263.2210540.12
512016.05.18 22:15sell260.231.122161.126661.12086
522016.05.19 02:15close260.231.122801.126661.12086-11.6810528.44
532016.06.09 12:25sell270.231.135091.139591.13379
542016.06.09 12:41t/p270.231.133791.139591.1337929.9010558.34
552016.06.14 12:50sell280.231.123631.128131.12233
562016.06.14 13:30t/p280.231.122331.128131.1223329.9010588.24
572016.06.14 23:20sell290.261.121371.125371.11797
582016.06.15 01:20close290.261.120031.125371.1179735.9810624.22
592016.08.04 00:05sell300.191.115211.120711.11381
602016.08.04 01:03t/p300.191.113811.120711.1138126.6010650.82
612016.10.11 22:55sell310.261.106261.110261.10286
622016.10.12 00:55close310.261.104331.110261.1028651.3210702.14
632016.11.07 04:40sell320.231.108461.112961.10716
642016.11.07 05:28t/p320.231.107161.112961.1071629.9010732.04
652016.11.07 09:55sell330.231.106071.110571.10477
662016.11.07 13:55close330.231.105811.110571.104775.9810738.02
672016.11.14 17:35sell340.191.074671.080171.07327
682016.11.14 19:26t/p340.191.073271.080171.0732726.6010764.62
692016.11.16 17:00sell350.231.069891.074391.06859
702016.11.16 18:21t/p350.231.068591.074391.0685929.9010794.52
712016.12.19 14:50sell360.261.043841.047841.04124
722016.12.19 15:50close360.261.043541.047841.041247.8010802.32
732016.12.20 00:35sell370.241.040651.045151.03935
742016.12.20 04:35close370.241.040411.045151.039355.7610808.08
752017.01.11 16:45sell380.271.052731.056731.04933
762017.01.11 17:00t/p380.271.049331.056731.0493391.8010899.88
772017.01.19 02:25sell390.241.063681.068181.06238
782017.01.19 06:25close390.241.063811.068181.06238-3.1210896.76
792017.01.19 16:40sell400.261.063611.067711.06101
802017.01.19 17:40close400.261.061731.067711.0610148.8810945.64
812017.01.26 18:05sell410.181.069281.075281.06788
822017.01.26 20:58t/p410.181.067881.075281.0678825.2010970.84
832017.01.30 15:45sell420.191.068451.073951.06705
842017.01.30 18:45close420.191.068781.073951.06705-6.2710964.57
852017.02.03 00:05sell430.241.076491.080991.07519
862017.02.03 03:33t/p430.241.075191.080991.0751931.2010995.77
872017.02.07 10:55sell440.241.067091.071591.06579
882017.02.07 14:55close440.241.067551.071591.06579-11.0410984.73
892017.02.27 01:20sell450.191.057311.062811.05591
902017.02.27 04:20close450.191.056851.062811.055918.7410993.47
912017.03.01 06:20sell460.241.055871.060371.05327
922017.03.01 07:20close460.241.054161.060371.0532741.0411034.51
932017.03.14 00:15sell470.241.065421.069921.06412
942017.03.14 04:15close470.241.065391.069921.064120.7211035.23
952017.03.28 22:25sell480.241.081571.086071.08027
962017.03.29 02:25close480.241.082401.086071.08027-18.8611016.37
972017.03.29 10:25sell490.241.079371.083871.07807
982017.03.29 11:50t/p490.241.078071.083871.0780731.2011047.57
992017.03.30 22:55sell500.241.068501.073001.06720
1002017.03.31 02:55close500.241.068131.073001.067209.9411057.51
1012017.04.10 03:40sell510.241.058031.062531.05673
1022017.04.10 07:40close510.241.058541.062531.05673-12.2411045.27
1032017.04.13 00:40buy520.271.066341.062341.06754
1042017.04.13 01:40close520.271.066321.062341.06754-0.5411044.73
1052017.04.21 00:15sell530.241.071721.076221.07042
1062017.04.21 04:15close530.241.071941.076221.07042-5.2811039.45
1072017.04.24 01:35buy540.241.084111.079611.08511
1082017.04.24 03:27t/p540.241.085111.079611.0851124.0011063.45
1092017.04.25 17:50buy550.271.093741.089741.09494
1102017.04.25 18:50close550.271.093801.089741.094941.6211065.07
1112017.05.08 10:50sell560.241.095521.100021.09422
1122017.05.08 11:57t/p560.241.094221.100021.0942231.2011096.27
1132017.05.08 17:05sell570.221.093671.098671.09107
1142017.05.08 18:05close570.221.092821.098671.0910718.7011114.97
1152017.05.22 15:15buy580.271.123591.119591.12469
1162017.05.22 18:15close580.271.124001.119591.1246911.0711126.04
1172017.05.23 22:05sell590.241.118681.123181.11738
1182017.05.24 02:05close590.241.119051.123181.11738-7.8211118.21
1192017.05.30 03:50sell600.241.113031.117531.11173
1202017.05.30 05:59t/p600.241.111731.117531.1117331.2011149.41
1212017.06.07 13:55sell610.271.125631.129631.12223
1222017.06.07 15:55close610.271.123791.129631.1222349.6811199.09
1232017.06.14 16:55buy620.271.126891.122891.12799
1242017.06.14 18:00t/p620.271.127991.122891.1279929.7011228.79
1252017.06.15 15:15sell630.241.115631.120131.11433
1262017.06.15 16:09t/p630.241.114331.120131.1143331.2011259.99
1272017.07.13 12:05sell640.271.141461.145561.13886
1282017.07.13 13:05close640.271.141741.145561.13886-7.5611252.43
1292017.07.19 06:20sell650.281.154451.158451.15105
1302017.07.19 08:20close650.281.151981.158451.1510569.1611321.59
1312017.07.26 22:50buy660.251.173541.169041.17454
1322017.07.27 02:46t/p660.251.174541.169041.1745418.0711339.66
1332017.08.10 10:55sell670.281.172321.176321.16972
1342017.08.10 11:55close670.281.171981.176321.169729.5211349.18
1352017.08.15 15:45sell680.221.173041.178041.17044
1362017.08.15 16:45close680.221.173831.178041.17044-17.3811331.80
1372017.08.17 14:05sell690.281.173401.177401.17000
1382017.08.17 16:05close690.281.173431.177401.17000-0.8411330.96
1392017.08.22 11:55sell700.251.176711.181211.17541
1402017.08.22 13:59t/p700.251.175411.181211.1754132.5011363.46
1412017.08.29 09:50buy710.251.204561.200061.20556
1422017.08.29 12:23t/p710.251.205561.200061.2055625.0011388.46
1432017.08.30 03:45sell720.201.198221.203721.19682
1442017.08.30 05:53t/p720.201.196821.203721.1968228.0011416.46
1452017.08.30 13:40sell730.251.193411.197911.19211
1462017.08.30 13:48t/p730.251.192111.197911.1921132.5011448.96
1472017.08.30 15:55sell740.251.192351.196851.19105
1482017.08.30 16:47t/p740.251.191051.196851.1910532.5011481.46
1492017.09.07 12:20buy750.281.196711.192711.19791
1502017.09.07 12:31t/p750.281.197911.192711.1979133.6011515.06
1512017.09.11 02:55sell760.251.201671.206171.20037
1522017.09.11 06:43t/p760.251.200371.206171.2003732.5011547.56
1532017.09.11 22:05sell770.251.195861.200361.19456
1542017.09.12 02:05close770.251.195851.200361.194561.3511548.91
1552017.09.25 13:50sell780.251.188671.193171.18737
1562017.09.25 14:49t/p780.251.187371.193171.1873732.5011581.41
1572017.09.26 13:20sell790.251.179671.184171.17837
1582017.09.26 13:59t/p790.251.178371.184171.1783732.5011613.91
1592017.09.26 16:35sell800.191.179361.185361.17796
1602017.09.26 16:35t/p800.191.177961.185361.1779626.6011640.51
1612017.09.27 10:05sell810.251.175281.179781.17398
1622017.09.27 11:09t/p810.251.173981.179781.1739832.5011673.01
1632017.09.27 14:15sell820.251.173811.178311.17251
1642017.09.27 14:33t/p820.251.172511.178311.1725132.5011705.51
1652017.10.02 11:00sell830.261.174531.179031.17323
1662017.10.02 15:00close830.261.173691.179031.1732321.8411727.35
1672017.10.16 04:05sell840.261.180861.185361.17956
1682017.10.16 06:00t/p840.261.179561.185361.1795633.8011761.15
1692017.11.07 14:30sell850.291.157751.161751.15435
1702017.11.07 16:30close850.291.156691.161751.1543530.7411791.89
1712017.11.16 01:30sell860.291.178641.182641.17604
1722017.11.16 02:30close860.291.178141.182641.1760414.5011806.39
1732017.11.27 23:10sell870.261.190131.194631.18883
1742017.11.28 03:10close870.261.190391.194631.18883-5.6211800.78
1752017.11.28 23:20sell880.261.184901.189401.18360
1762017.11.29 03:20close880.261.185361.189401.18360-10.8211789.96
1772017.11.30 17:10buy890.261.189501.185001.19050
1782017.11.30 18:21t/p890.261.190501.185001.1905026.0011815.96
1792017.12.04 03:05sell900.261.187511.192011.18621
1802017.12.04 07:05close900.261.186541.192011.1862125.2211841.18
1812017.12.04 11:30sell910.261.185741.190241.18444
1822017.12.04 14:01t/p910.261.184441.190241.1844433.8011874.98
1832017.12.14 18:15sell920.191.179561.185561.17816
1842017.12.14 21:15close920.191.178441.185561.1781621.2811896.26
1852017.12.15 00:40sell930.191.178291.184291.17689
1862017.12.15 03:40close930.191.178451.184291.17689-3.0411893.22
1872017.12.18 23:25sell940.251.178451.183151.17585
1882017.12.19 00:25close940.251.178311.183151.175854.6011897.82
1892018.01.08 10:45sell950.251.200341.204941.19774
1902018.01.08 11:45close950.251.198861.204941.1977437.0011934.82
1912018.01.08 16:25sell960.261.197731.202231.19643
1922018.01.08 18:35t/p960.261.196431.202231.1964333.8011968.62
1932018.01.10 13:05buy970.261.199311.194811.20031
1942018.01.10 14:14t/p970.261.200311.194811.2003126.0011994.62
1952018.01.10 14:40buy980.261.198181.193681.19918
1962018.01.10 15:09t/p980.261.199181.193681.1991826.0012020.62
1972018.01.10 23:20sell990.261.195401.199901.19410
1982018.01.11 03:20close990.261.196771.199901.19410-32.1911988.43
1992018.01.11 17:00buy1000.261.203621.199121.20462
2002018.01.11 18:01t/p1000.261.204621.199121.2046226.0012014.43