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Strategy Tester Report
Color Your Life V1 Ver2_1
Ava-Real 3 (Build 840)

通貨ペアUSDJPY (US Dollar vs Japanese Yen)
期間15分足(M15) 2014.11.02 22:01 - 2015.03.06 21:45 (2014.11.02 - 2015.03.08)
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LoginMailAddress=""; LoginPassword=""; CYL_OpenDay=0; CYL_OpenHour=0; CYL_Use_WeekClose_Function=true; CYL_ExitDay=5; CYL_ExitHour=12; CYL_ExitMinute=1; CYL_Use_MM_Function=false; CYL_AllowRisk=100; CYL_SLippage=3; CYL_MaxSpread=3; CYL_Lots=0.1; CYL_MagicNumber=1; CYL_TP=100; CYL_SL=90; CYL_Want_Imformation=false; CYL_Use_Improvement=true;
テストバー数9424モデルティック数4513961モデリング品質75.34%
不整合チャートエラー17
初期証拠金10000.00スプレッド25
総損益33.29総利益796.16総損失-762.86
プロフィットファクター1.04期待利得0.24
絶対ドローダウン90.32最大ドローダウン174.98 (1.74%)相対ドローダウン1.74% (174.98)
総取引数137ショートポジション(勝率%)76 (85.53%)ロングポジション(勝率%)61 (88.52%)
勝率(%)119 (86.86%)負率 (%)18 (13.14%)
最大勝トレード28.71負トレード-77.34
平均勝トレード6.69負トレード-42.38
最大連勝(金額)24 (161.37)連敗(金額)3 (-117.52)
最大化連勝(トレード数)161.37 (24)連敗(トレード数)-117.52 (3)
平均連勝7連敗1
Graph
#時間取引種別注文番号数量価格S / LT/P:決済指値損益残高
12014.11.04 00:03buy10.10113.5540.0000.000
22014.11.04 00:38close10.10113.7070.0000.00013.4610013.46
32014.11.04 07:20sell20.10113.6400.0000.000
42014.11.04 07:58close20.10113.5690.0000.0006.2510019.71
52014.11.05 01:02buy30.10113.5560.0000.000
62014.11.05 02:00close30.10113.5950.0000.0003.4310023.14
72014.11.06 04:11buy40.10114.6690.0000.000
82014.11.06 13:37close40.10114.9120.0000.00021.1510044.29
92014.11.06 13:38sell50.10114.9890.0000.000
102014.11.06 13:39close50.10114.9040.0000.0007.4010051.69
112014.11.06 15:49sell60.10114.6510.0000.000
122014.11.06 20:31close60.10115.0590.0000.000-35.4610016.23
132014.11.10 07:03sell70.10114.2210.0000.000
142014.11.10 07:17close70.10114.1770.0000.0003.8510020.08
152014.11.11 17:17sell80.10115.7000.0000.000
162014.11.11 18:13close80.10115.6590.0000.0003.5410023.62
172014.11.11 19:02buy90.10115.1940.0000.000
182014.11.11 20:49close90.10115.4180.0000.00019.4110043.03
192014.11.11 20:51sell100.10115.4330.0000.000
202014.11.11 21:53close100.10115.8550.0000.000-36.4210006.61
212014.11.12 03:18sell110.10115.5410.0000.000
222014.11.12 05:32close110.10115.4870.0000.0004.6810011.29
232014.11.12 06:35sell120.10115.3230.0000.000
242014.11.12 07:13close120.10115.2850.0000.0003.3010014.59
252014.11.13 09:02buy130.10115.4940.0000.000
262014.11.13 09:35close130.10115.5700.0000.0006.5810021.17
272014.11.14 01:37buy140.10115.8540.0000.000
282014.11.14 02:17close140.10115.9200.0000.0005.6910026.86
292014.11.17 08:10sell150.10116.0820.0000.000
302014.11.17 09:28close150.10115.9450.0000.00011.8210038.68
312014.11.17 09:37buy160.10115.8500.0000.000
322014.11.17 09:42close160.10115.8900.0000.0003.4510042.13
332014.11.18 02:16buy170.10116.4350.0000.000
342014.11.18 02:22close170.10116.5000.0000.0005.5810047.71
352014.11.18 10:11buy180.10116.8160.0000.000
362014.11.18 10:13close180.10116.4270.0000.000-33.4110014.30
372014.11.18 10:14sell190.10116.7830.0000.000
382014.11.18 10:27close190.10116.6130.0000.00014.5810028.88
392014.11.18 10:45sell200.10116.6400.0000.000
402014.11.18 13:07close200.10116.5980.0000.0003.6010032.48
412014.11.20 08:40sell210.10118.5510.0000.000
422014.11.20 09:40close210.10118.5060.0000.0003.8010036.28
432014.11.20 13:48buy220.10117.9300.0000.000
442014.11.20 15:03close220.10118.1720.0000.00020.4810056.76
452014.11.20 15:38sell230.10118.1290.0000.000
462014.11.20 15:47close230.10118.0930.0000.0003.0510059.81
472014.11.21 03:03sell240.10117.7500.0000.000
482014.11.21 03:55close240.10117.6720.0000.0006.6310066.44
492014.11.21 06:37buy250.10117.7570.0000.000
502014.11.21 06:52close250.10117.7980.0000.0003.4810069.92
512014.11.21 09:12buy260.10117.8870.0000.000
522014.11.21 10:57close260.10117.9250.0000.0003.2210073.14
532014.11.25 00:47buy270.10118.1880.0000.000
542014.11.25 13:32close270.10118.2650.0000.0006.5110079.65
552014.11.27 15:23sell280.10117.7590.0000.000
562014.11.28 12:00close280.10118.2480.0000.000-41.6410038.01
572014.12.01 11:00sell290.10118.4880.0000.000
582014.12.01 12:52close290.10118.4060.0000.0006.9310044.94
592014.12.04 17:08sell300.10119.6900.0000.000
602014.12.05 08:15close300.10120.2630.0000.000-47.949997.00
612014.12.08 22:47buy310.10120.5760.0000.000
622014.12.08 23:31close310.10120.6130.0000.0003.0710000.07
632014.12.09 00:30sell320.10120.8470.0000.000
642014.12.09 02:28close320.10120.7060.0000.00011.6810011.75
652014.12.09 10:07sell330.10120.0730.0000.000
662014.12.09 10:33close330.10119.9600.0000.0009.4210021.17
672014.12.09 15:52sell340.10118.8040.0000.000
682014.12.09 20:13close340.10119.7300.0000.000-77.349943.83
692014.12.10 00:02sell350.10119.4120.0000.000
702014.12.10 00:27close350.10119.3740.0000.0003.189947.01
712014.12.10 04:22buy360.10119.1150.0000.000
722014.12.10 08:27close360.10119.3130.0000.00016.609963.61
732014.12.10 08:30sell370.10119.4140.0000.000
742014.12.10 08:33close370.10119.3570.0000.0004.789968.39
752014.12.10 13:38sell380.10119.0390.0000.000
762014.12.10 13:47close380.10119.0020.0000.0003.119971.50
772014.12.10 15:47sell390.10118.6080.0000.000
782014.12.10 16:15close390.10118.5480.0000.0005.069976.56
792014.12.10 20:07sell400.10118.1010.0000.000
802014.12.10 20:37close400.10118.0330.0000.0005.769982.32
812014.12.10 20:57sell410.10117.9870.0000.000
822014.12.10 21:31close410.10117.9370.0000.0004.249986.56
832014.12.11 02:18buy420.10117.9870.0000.000
842014.12.11 02:22close420.10118.0540.0000.0005.689992.24
852014.12.11 10:43buy430.10118.4830.0000.000
862014.12.11 10:46close430.10118.5620.0000.0006.669998.90
872014.12.11 12:51sell440.10118.4950.0000.000
882014.12.11 13:08close440.10118.4550.0000.0003.3810002.28
892014.12.11 21:01buy450.10119.0470.0000.000
902014.12.12 01:38close450.10119.1560.0000.0008.8810011.16
912014.12.12 06:03sell460.10118.9130.0000.000
922014.12.12 06:27close460.10118.8300.0000.0006.9810018.14
932014.12.12 09:35sell470.10118.4210.0000.000
942014.12.12 09:57close470.10118.3500.0000.0006.0010024.14
952014.12.14 22:59sell480.10118.4250.0000.000
962014.12.14 23:00close480.10118.3810.0000.0003.7210027.86
972014.12.14 23:52sell490.10118.0470.0000.000
982014.12.15 00:13close490.10118.0000.0000.0003.6910031.55
992014.12.15 02:28buy500.10118.5570.0000.000
1002014.12.15 02:36close500.10118.6630.0000.0008.9310040.48
1012014.12.15 08:56sell510.10118.4940.0000.000
1022014.12.15 15:22close510.10118.4250.0000.0005.8310046.31
1032014.12.15 17:38sell520.10118.0230.0000.000
1042014.12.15 18:16close520.10117.9410.0000.0006.9510053.26
1052014.12.16 11:02buy530.10116.6030.0000.000
1062014.12.16 11:33close530.10116.2140.0000.000-33.4710019.79
1072014.12.16 12:53buy540.10116.0250.0000.000
1082014.12.16 13:02close540.10116.0760.0000.0004.3910024.18
1092014.12.16 13:25sell550.10116.5320.0000.000
1102014.12.16 13:33close550.10116.3090.0000.00019.1710043.35
1112014.12.16 15:13buy560.10116.4200.0000.000
1122014.12.16 15:16close560.10116.4640.0000.0003.7810047.13
1132014.12.16 18:53sell570.10117.3090.0000.000
1142014.12.16 19:02close570.10117.2590.0000.0004.2610051.39
1152014.12.16 23:22sell580.10116.6820.0000.000
1162014.12.16 23:33close580.10116.5950.0000.0007.4610058.85
1172014.12.17 01:07buy590.10116.7650.0000.000
1182014.12.17 01:16close590.10116.8230.0000.0004.9610063.81
1192014.12.17 02:43sell600.10116.6860.0000.000
1202014.12.17 04:15close600.10117.0990.0000.000-35.2710028.54
1212014.12.17 05:25buy610.10116.8590.0000.000
1222014.12.17 05:35close610.10116.9040.0000.0003.8510032.39
1232014.12.17 08:26buy620.10117.2440.0000.000
1242014.12.17 08:30close620.10117.2900.0000.0003.9210036.31
1252014.12.17 14:32sell630.10117.0830.0000.000
1262014.12.17 14:34close630.10117.0350.0000.0004.1010040.41
1272014.12.17 18:56buy640.10117.4330.0000.000
1282014.12.17 18:58close640.10117.5160.0000.0007.0610047.47
1292014.12.17 19:00sell650.10117.3450.0000.000
1302014.12.17 19:01close650.10117.2680.0000.0006.5710054.04
1312014.12.17 19:03sell660.10117.3020.0000.000
1322014.12.17 19:05close660.10117.7250.0000.000-35.9310018.11
1332014.12.17 19:24sell670.10117.4700.0000.000
1342014.12.17 19:25close670.10117.4150.0000.0004.6810022.79
1352014.12.17 19:32sell680.10117.5310.0000.000
1362014.12.17 19:40close680.10117.9420.0000.000-34.859987.94
1372014.12.18 06:09sell690.10118.5990.0000.000
1382014.12.18 06:39close690.10118.5550.0000.0003.719991.65
1392014.12.18 09:10sell700.10118.5320.0000.000
1402014.12.18 09:14close700.10118.4850.0000.0003.979995.62
1412014.12.18 17:05sell710.10118.8590.0000.000
1422014.12.18 19:01close710.10118.8090.0000.0004.219999.83
1432014.12.26 01:04buy720.10120.2300.0000.000
1442014.12.26 08:13close720.10120.3590.0000.00010.7210010.55
1452014.12.30 10:18sell730.10119.7930.0000.000
1462014.12.30 11:19close730.10119.6600.0000.00011.1110021.66
1472014.12.30 11:50buy740.10119.5680.0000.000
1482014.12.30 13:17close740.10119.6060.0000.0003.1810024.84
1492014.12.30 14:40sell750.10119.2430.0000.000
1502014.12.30 14:45close750.10119.2030.0000.0003.3610028.20
1512014.12.30 17:11buy760.10119.2520.0000.000
1522014.12.30 17:15close760.10119.2930.0000.0003.4410031.64
1532014.12.31 21:54buy770.10119.6610.0000.000
1542015.01.01 23:00close770.10119.8160.0000.00012.1410043.79
1552015.01.05 00:54sell780.10120.2220.0000.000
1562015.01.05 01:22close780.10120.1780.0000.0003.6610047.45
1572015.01.05 05:53buy790.10120.3910.0000.000
1582015.01.05 06:21close790.10120.4350.0000.0003.6510051.10
1592015.01.06 12:49buy800.10119.1060.0000.000
1602015.01.06 14:09close800.10119.1600.0000.0004.5310055.63
1612015.01.06 20:56buy810.10118.5200.0000.000
1622015.01.06 21:13close810.10118.5730.0000.0004.4710060.10
1632015.01.07 02:02sell820.10119.0780.0000.000
1642015.01.07 05:52close820.10118.8400.0000.00020.0310080.13
1652015.01.07 06:00buy830.10118.8100.0000.000
1662015.01.07 06:05close830.10118.8610.0000.0004.2910084.42
1672015.01.07 18:45buy840.10119.2780.0000.000
1682015.01.07 19:00close840.10119.3550.0000.0006.4510090.87
1692015.01.07 20:29sell850.10119.1560.0000.000
1702015.01.07 21:06close850.10119.0990.0000.0004.7910095.66
1712015.01.08 13:43buy860.10119.5270.0000.000
1722015.01.08 14:33close860.10119.6140.0000.0007.2710102.93
1732015.01.09 07:42sell870.10119.4730.0000.000
1742015.01.09 08:00close870.10119.4160.0000.0004.7710107.70
1752015.01.12 13:37buy880.10118.8410.0000.000
1762015.01.13 00:48close880.10118.0840.0000.000-64.3810043.32
1772015.01.13 04:55sell890.10118.3600.0000.000
1782015.01.13 16:20close890.10118.2230.0000.00011.5910054.91
1792015.01.13 17:11buy900.10118.1280.0000.000
1802015.01.13 18:40close900.10117.7270.0000.000-34.0610020.85
1812015.01.14 01:23sell910.10117.7260.0000.000
1822015.01.14 01:35close910.10117.6870.0000.0003.3110024.16
1832015.01.14 07:22sell920.10117.1650.0000.000
1842015.01.14 07:33close920.10117.0780.0000.0007.4310031.59
1852015.01.14 09:22sell930.10116.8110.0000.000
1862015.01.14 09:32close930.10116.7640.0000.0004.0310035.62
1872015.01.14 10:30buy940.10116.9300.0000.000
1882015.01.14 10:33close940.10116.9680.0000.0003.2510038.87
1892015.01.14 14:21sell950.10116.4980.0000.000
1902015.01.14 19:14close950.10117.1790.0000.000-58.129980.75
1912015.01.15 09:34buy960.10117.2000.0000.000
1922015.01.15 09:36close960.10117.3690.0000.00014.409995.15
1932015.01.15 09:37sell970.10117.4790.0000.000
1942015.01.15 09:38close970.10117.4240.0000.0004.689999.83
1952015.01.15 09:58buy980.10116.9900.0000.000
1962015.01.15 09:58close980.10117.0280.0000.0003.2510003.08
1972015.01.15 13:08sell990.10116.4840.0000.000
1982015.01.15 13:35close990.10116.8870.0000.000-34.489968.60
1992015.01.15 14:38buy1000.10116.8570.0000.000
2002015.01.15 15:17close1000.10116.9320.0000.0006.419975.01
2012015.01.15 17:42sell1010.10116.7770.0000.000
2022015.01.15 17:42close1010.10116.7030.0000.0006.349981.35
2032015.01.15 22:28sell1020.10116.1810.0000.000
2042015.01.15 22:34close1020.10116.1230.0000.0004.999986.34
2052015.01.16 01:30buy1030.10116.3160.0000.000
2062015.01.16 01:43close1030.10116.3600.0000.0003.789990.12
2072015.01.16 03:04sell1040.10116.1330.0000.000
2082015.01.16 03:13close1040.10116.0770.0000.0004.829994.94
2092015.01.16 07:30buy1050.10116.4550.0000.000
2102015.01.16 07:34close1050.10116.5310.0000.0006.5210001.46
2112015.01.19 02:14sell1060.10117.2320.0000.000
2122015.01.19 02:41close1060.10117.1790.0000.0004.5210005.98
2132015.01.21 03:29buy1070.10117.9230.0000.000
2142015.01.22 03:02close1070.10118.2720.0000.00028.7110034.70
2152015.01.22 03:04sell1080.10118.2770.0000.000
2162015.01.22 04:04close1080.10118.2040.0000.0006.1810040.88
2172015.01.22 13:28sell1090.10117.7840.0000.000
2182015.01.22 13:30close1090.10117.7210.0000.0005.3510046.23
2192015.01.22 13:41buy1100.10117.8540.0000.000
2202015.01.22 13:42close1100.10117.8980.0000.0003.7310049.96
2212015.01.22 15:16sell1110.10117.5810.0000.000
2222015.01.22 15:30close1110.10117.5190.0000.0005.2810055.24
2232015.01.23 07:54buy1120.10118.1780.0000.000
2242015.01.23 08:54close1120.10118.3350.0000.00013.2710068.51
2252015.01.23 09:48sell1130.10118.4120.0000.000
2262015.01.23 10:31close1130.10118.3690.0000.0003.6310072.14
2272015.01.27 06:47buy1140.10118.1090.0000.000
2282015.01.27 09:47close1140.10118.2290.0000.00010.1510082.29
2292015.01.27 17:57sell1150.10117.8560.0000.000
2302015.01.27 19:59close1150.10117.7460.0000.0009.3410091.63
2312015.01.28 00:30buy1160.10117.7870.0000.000
2322015.01.28 00:42close1160.10117.8360.0000.0004.1610095.79
2332015.01.28 11:53sell1170.10117.8270.0000.000
2342015.01.28 12:07close1170.10117.7780.0000.0004.1610099.95
2352015.01.28 21:22sell1180.10117.5320.0000.000
2362015.01.28 22:21close1180.10117.4800.0000.0004.4310104.38
2372015.01.29 05:21buy1190.10117.7690.0000.000
2382015.01.29 08:08close1190.10117.8280.0000.0005.0110109.39
2392015.01.30 00:21buy1200.10118.1820.0000.000
2402015.01.30 00:40close1200.10118.2400.0000.0004.9110114.30
2412015.02.02 14:50buy1210.10117.5370.0000.000
2422015.02.02 21:44close1210.10117.6020.0000.0005.5310119.83
2432015.02.03 07:12sell1220.10117.2650.0000.000
2442015.02.03 07:30close1220.10117.1890.0000.0006.4910126.32
2452015.02.03 13:10buy1230.10117.2870.0000.000
2462015.02.03 13:14close1230.10117.3300.0000.0003.6610129.98
2472015.02.04 05:12buy1240.10117.6940.0000.000
2482015.02.04 21:04close1240.10117.1950.0000.000-42.5810087.40
2492015.02.05 03:48sell1250.10117.4010.0000.000
2502015.02.05 04:01close1250.10117.3250.0000.0006.4810093.88
2512015.02.09 14:31sell1260.10118.7230.0000.000
2522015.02.09 15:05close1260.10118.6730.0000.0004.2110098.09
2532015.02.12 08:26buy1270.10119.6200.0000.000
2542015.02.12 11:01close1270.10119.8210.0000.00016.7810114.87
2552015.02.12 23:49buy1280.10118.9140.0000.000
2562015.02.13 00:20close1280.10118.9560.0000.0003.2610118.13
2572015.02.18 02:49buy1290.10118.9460.0000.000
2582015.02.18 02:50close1290.10119.0490.0000.0008.6510126.78
2592015.02.18 19:03sell1300.10118.9760.0000.000
2602015.02.18 19:03close1300.10118.9260.0000.0004.2010130.98
2612015.02.19 12:30buy1310.10118.8420.0000.000
2622015.02.19 12:33close1310.10118.8870.0000.0003.7910134.77
2632015.02.24 01:17sell1320.10118.9720.0000.000
2642015.02.24 01:41close1320.10118.9270.0000.0003.7810138.55
2652015.02.24 15:15buy1330.10119.4080.0000.000
2662015.02.25 00:08close1330.10118.7260.0000.000-57.7110080.84
2672015.02.26 13:42sell1340.10119.0980.0000.000
2682015.02.27 12:00close1340.10119.3440.0000.000-20.9010059.94
2692015.03.03 01:52buy1350.10119.9830.0000.000
2702015.03.03 14:49close1350.10119.5180.0000.000-38.9110021.03
2712015.03.03 20:07sell1360.10119.7230.0000.000
2722015.03.03 23:24close1360.10119.6580.0000.0005.4310026.46
2732015.03.05 14:18buy1370.10120.0320.0000.000
2742015.03.05 15:06close1370.10120.1140.0000.0006.8310033.29