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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5
純益2186.33総利益2327.05総損失-140.72
プロフィットファクタ16.54期待利得21.86
絶対ドローダウン20.02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 (81.71%)買いポジション(勝率%)18 (94.44%)
勝率(%)84 (84.00%)負率 (%)16 (16.00%)
最大勝トレード91.80敗トレード-29.92
平均勝トレード27.70敗トレード-8.79
最大連勝(金額)18 (497.50)連敗(金額)2 (-9.67)
最大連勝(トレード数)497.50 (18)連敗(トレード数)-29.92 (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 00:57t/p20.221.085071.090871.0850728.6010057.20
52016.01.13 03:00sell30.221.082911.087411.08161
62016.01.13 07:00close30.221.083341.087411.08161-9.4610047.74
72016.01.14 12:35buy40.221.090481.085981.09148
82016.01.14 14:40t/p40.221.091481.085981.0914822.0010069.74
92016.01.18 06:15sell50.221.090141.094641.08884
102016.01.18 06:48t/p50.221.088841.094641.0888428.6010098.34
112016.02.09 18:35buy60.251.129851.125851.13105
122016.02.09 19:35close60.251.130041.125851.131054.7510103.09
132016.02.10 12:40sell70.221.126851.131351.12555
142016.02.10 13:17t/p70.221.125551.131351.1255528.6010131.69
152016.02.15 04:55sell80.221.122291.126791.12099
162016.02.15 07:08t/p80.221.120991.126791.1209928.6010160.29
172016.02.15 14:10sell90.221.119071.123571.11777
182016.02.15 14:16t/p90.221.117771.123571.1177728.6010188.89
192016.02.18 14:50sell100.211.110151.114951.10755
202016.02.18 15:31t/p100.211.107551.114951.1075554.6010243.49
212016.02.24 13:05sell110.241.098471.102671.09587
222016.02.24 14:05close110.241.098661.102671.09587-4.5610238.93
232016.02.29 14:55sell120.221.089441.093941.08814
242016.02.29 15:06t/p120.221.088141.093941.0881428.6010267.53
252016.03.07 12:25sell130.251.097241.101241.09384
262016.03.07 14:25close130.251.095021.101241.0938455.5010323.03
272016.03.09 06:25sell140.221.097851.102351.09655
282016.03.09 08:14t/p140.221.096551.102351.0965528.6010351.63
292016.03.10 05:50sell150.231.097921.102421.09662
302016.03.10 07:20t/p150.231.096621.102421.0966229.9010381.53
312016.03.14 12:35sell160.231.111871.116371.11057
322016.03.14 13:32t/p160.231.110571.116371.1105729.9010411.43
332016.03.14 22:20sell170.261.110781.114781.10738
342016.03.15 00:20close170.261.109871.114781.1073824.8010436.23
352016.03.17 11:35buy180.231.130661.126161.13166
362016.03.17 11:44t/p180.231.131661.126161.1316623.0010459.23
372016.03.17 12:25buy190.231.129521.125021.13052
382016.03.17 13:01t/p190.231.130521.125021.1305223.0010482.23
392016.04.06 18:10buy200.261.139351.135351.14055
402016.04.06 18:17t/p200.261.140551.135351.1405531.2010513.43
412016.04.14 02:55sell210.231.126761.131261.12546
422016.04.14 06:32t/p210.231.125461.131261.1254629.9010543.33
432016.05.03 10:50buy220.261.158061.154061.15926
442016.05.03 11:50close220.261.157461.154061.15926-15.6010527.73
452016.05.04 00:25sell230.211.150431.155431.14783
462016.05.04 01:25close230.211.150271.155431.147833.3610531.09
472016.05.05 12:05sell240.231.143961.148461.14266
482016.05.05 12:36t/p240.231.142661.148461.1426629.9010560.99
492016.05.18 09:30sell250.231.127561.132061.12626
502016.05.18 13:30close250.231.127291.132061.126266.2110567.20
512016.05.18 22:15sell260.231.122161.126661.12086
522016.05.19 02:15close260.231.122671.126661.12086-8.6910558.51
532016.06.09 12:25sell270.231.135091.139591.13379
542016.06.09 12:40t/p270.231.133791.139591.1337929.9010588.41
552016.06.14 12:50sell280.231.123631.128131.12233
562016.06.14 13:28t/p280.231.122331.128131.1223329.9010618.31
572016.06.14 23:20sell290.261.121371.125371.11797
582016.06.15 01:20close290.261.119901.125371.1179739.3610657.67
592016.08.04 00:05sell300.191.115211.120711.11381
602016.08.04 01:03t/p300.191.113811.120711.1138126.6010684.27
612016.10.11 22:55sell310.261.106261.110261.10286
622016.10.12 00:55close310.261.104201.110261.1028654.7010738.98
632016.11.07 04:40sell320.231.108461.112961.10716
642016.11.07 05:23t/p320.231.107161.112961.1071629.9010768.88
652016.11.07 09:55sell330.231.106071.110571.10477
662016.11.07 13:55close330.231.105681.110571.104778.9710777.85
672016.11.14 17:35sell340.191.074671.080171.07327
682016.11.14 19:26t/p340.191.073271.080171.0732726.6010804.45
692016.11.16 17:00sell350.241.069891.074391.06859
702016.11.16 18:20t/p350.241.068591.074391.0685931.2010835.65
712016.12.19 14:50sell360.271.043841.047841.04124
722016.12.19 15:50close360.271.043411.047841.0412411.6110847.26
732016.12.20 00:35sell370.241.040651.045151.03935
742016.12.20 04:35close370.241.040281.045151.039358.8810856.14
752017.01.11 16:45sell380.271.052731.056731.04933
762017.01.11 17:00t/p380.271.049331.056731.0493391.8010947.94
772017.01.19 02:25sell390.241.063681.068181.06238
782017.01.19 06:25close390.241.063681.068181.062380.0010947.94
792017.01.19 16:40sell400.261.063611.067711.06101
802017.01.19 17:40close400.261.061601.067711.0610152.2611000.20
812017.01.26 18:05sell410.181.069281.075281.06788
822017.01.26 20:05t/p410.181.067881.075281.0678825.2011025.40
832017.01.30 15:45sell420.201.068451.073951.06705
842017.01.30 18:45close420.201.068651.073951.06705-4.0011021.40
852017.02.03 00:05sell430.241.076491.080991.07519
862017.02.03 03:31t/p430.241.075191.080991.0751931.2011052.60
872017.02.07 10:55sell440.241.067091.071591.06579
882017.02.07 14:55close440.241.067421.071591.06579-7.9211044.68
892017.02.27 01:20sell450.201.057311.062811.05591
902017.02.27 04:20close450.201.056721.062811.0559111.8011056.48
912017.03.01 06:20sell460.241.055871.060371.05327
922017.03.01 07:20close460.241.054031.060371.0532744.1611100.64
932017.03.14 00:15sell470.241.065421.069921.06412
942017.03.14 04:15close470.241.065261.069921.064123.8411104.48
952017.03.28 22:25sell480.241.081571.086071.08027
962017.03.29 02:25close480.241.082271.086071.08027-15.7411088.73
972017.03.29 10:25sell490.241.079371.083871.07807
982017.03.29 11:39t/p490.241.078071.083871.0780731.2011119.93
992017.03.30 22:55sell500.241.068501.073001.06720
1002017.03.31 02:55close500.241.068001.073001.0672013.0611132.99
1012017.04.10 03:40sell510.241.058031.062531.05673
1022017.04.10 07:40close510.241.058411.062531.05673-9.1211123.87
1032017.04.13 00:40buy520.271.066211.062211.06741
1042017.04.13 01:40close520.271.066321.062211.067412.9711126.84
1052017.04.21 00:15sell530.241.071721.076221.07042
1062017.04.21 04:15close530.241.071811.076221.07042-2.1611124.68
1072017.04.24 01:35buy540.241.083981.079481.08498
1082017.04.24 03:26t/p540.241.084981.079481.0849824.0011148.68
1092017.04.25 17:50buy550.271.093611.089611.09481
1102017.04.25 18:50close550.271.093801.089611.094815.1311153.81
1112017.05.08 10:50sell560.241.095521.100021.09422
1122017.05.08 11:56t/p560.241.094221.100021.0942231.2011185.01
1132017.05.08 17:05sell570.221.093671.098671.09107
1142017.05.08 18:05close570.221.092691.098671.0910721.5611206.57
1152017.05.22 15:15buy580.281.123461.119461.12456
1162017.05.22 18:15close580.281.124001.119461.1245615.1211221.69
1172017.05.23 22:05sell590.241.118681.123181.11738
1182017.05.24 02:05close590.241.118921.123181.11738-4.7011216.99
1192017.05.30 03:50sell600.241.113031.117531.11173
1202017.05.30 05:58t/p600.241.111731.117531.1117331.2011248.19
1212017.06.07 13:55sell610.281.125631.129631.12223
1222017.06.07 15:55close610.281.123661.129631.1222355.1611303.35
1232017.06.14 16:55buy620.281.126761.122761.12786
1242017.06.14 18:00t/p620.281.127861.122761.1278630.8011334.15
1252017.06.15 15:15sell630.251.115631.120131.11433
1262017.06.15 16:07t/p630.251.114331.120131.1143332.5011366.65
1272017.07.13 12:05sell640.271.141461.145561.13886
1282017.07.13 13:05close640.271.141611.145561.13886-4.0511362.60
1292017.07.19 06:20sell650.281.154451.158451.15105
1302017.07.19 08:20close650.281.151851.158451.1510572.8011435.40
1312017.07.26 22:50buy660.251.173411.168911.17441
1322017.07.27 02:44t/p660.251.174411.168911.1744118.0711453.47
1332017.08.10 10:55sell670.281.172321.176321.16972
1342017.08.10 11:55close670.281.171851.176321.1697213.1611466.63
1352017.08.15 15:45sell680.221.173041.178041.17044
1362017.08.15 16:45close680.221.173701.178041.17044-14.5211452.11
1372017.08.17 14:05sell690.281.173401.177401.17000
1382017.08.17 16:05close690.281.173301.177401.170002.8011454.91
1392017.08.22 11:55sell700.251.176711.181211.17541
1402017.08.22 12:39t/p700.251.175411.181211.1754132.5011487.41
1412017.08.29 09:50buy710.251.204431.199931.20543
1422017.08.29 12:23t/p710.251.205431.199931.2054325.0011512.41
1432017.08.30 03:45sell720.201.198221.203721.19682
1442017.08.30 05:06t/p720.201.196821.203721.1968228.0011540.41
1452017.08.30 13:40sell730.251.193411.197911.19211
1462017.08.30 13:48t/p730.251.192111.197911.1921132.5011572.91
1472017.08.30 15:55sell740.251.192351.196851.19105
1482017.08.30 16:46t/p740.251.191051.196851.1910532.5011605.41
1492017.09.07 12:20buy750.291.196581.192581.19778
1502017.09.07 12:31t/p750.291.197781.192581.1977834.8011640.21
1512017.09.11 02:55sell760.251.201671.206171.20037
1522017.09.11 06:37t/p760.251.200371.206171.2003732.5011672.71
1532017.09.11 22:05sell770.251.195861.200361.19456
1542017.09.12 02:05close770.251.195721.200361.194564.6011677.31
1552017.09.25 13:50sell780.251.188671.193171.18737
1562017.09.25 14:45t/p780.251.187371.193171.1873732.5011709.81
1572017.09.26 13:20sell790.261.179671.184171.17837
1582017.09.26 13:59t/p790.261.178371.184171.1783733.8011743.61
1592017.09.26 16:35sell800.191.179361.185361.17796
1602017.09.26 16:35t/p800.191.177961.185361.1779626.6011770.21
1612017.09.27 10:05sell810.261.175281.179781.17398
1622017.09.27 11:08t/p810.261.173981.179781.1739833.8011804.01
1632017.09.27 14:15sell820.261.173811.178311.17251
1642017.09.27 14:33t/p820.261.172511.178311.1725133.8011837.81
1652017.10.02 11:00sell830.261.174531.179031.17323
1662017.10.02 15:00close830.261.173561.179031.1732325.2211863.03
1672017.10.16 04:05sell840.261.180861.185361.17956
1682017.10.16 05:54t/p840.261.179561.185361.1795633.8011896.83
1692017.11.07 14:30sell850.291.157751.161751.15435
1702017.11.07 16:30close850.291.156561.161751.1543534.5111931.34
1712017.11.16 01:30sell860.291.178641.182641.17604
1722017.11.16 02:30close860.291.178011.182641.1760418.2711949.61
1732017.11.27 23:10sell870.261.190131.194631.18883
1742017.11.28 03:10close870.261.190261.194631.18883-2.2411947.37
1752017.11.28 23:20sell880.261.184901.189401.18360
1762017.11.29 03:20close880.261.185231.189401.18360-7.4411939.93
1772017.11.30 17:10buy890.261.189371.184871.19037
1782017.11.30 18:20t/p890.261.190371.184871.1903726.0011965.93
1792017.12.04 03:05sell900.261.187511.192011.18621
1802017.12.04 07:05close900.261.186411.192011.1862128.6011994.53
1812017.12.04 11:30sell910.261.185741.190241.18444
1822017.12.04 13:57t/p910.261.184441.190241.1844433.8012028.33
1832017.12.14 18:15sell920.201.179561.185561.17816
1842017.12.14 21:15close920.201.178311.185561.1781625.0012053.33
1852017.12.15 00:40sell930.201.178291.184291.17689
1862017.12.15 03:40close930.201.178321.184291.17689-0.6012052.73
1872017.12.18 23:25sell940.251.178451.183151.17585
1882017.12.19 00:25close940.251.178181.183151.175857.8512060.58
1892018.01.08 10:45sell950.261.200341.204941.19774
1902018.01.08 11:45close950.261.198731.204941.1977441.8612102.44
1912018.01.08 16:25sell960.261.197731.202231.19643
1922018.01.08 18:32t/p960.261.196431.202231.1964333.8012136.24
1932018.01.10 13:05buy970.261.199181.194681.20018
1942018.01.10 13:31t/p970.261.200181.194681.2001826.0012162.24
1952018.01.10 14:40buy980.271.198051.193551.19905
1962018.01.10 15:04t/p980.271.199051.193551.1990527.0012189.24
1972018.01.10 23:20sell990.271.195401.199901.19410
1982018.01.11 03:20close990.271.196641.199901.19410-29.9212159.33
1992018.01.11 17:00buy1000.271.203491.198991.20449
2002018.01.11 18:01t/p1000.271.204491.198991.2044927.0012186.33