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Strategy Tester Report
ESCADA-v2.1-myfx
MYFXMarkets-US03-Demo (Build 950)

通貨ペアGBPJPY (Great Britain Pound vs Japanese Yen)
期間5分足(M5) 2015.01.01 22:00 - 2016.03.11 21:55 (2015.01.01 - 2016.03.13)
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Magic1=83886110; Magic2=83886111; MaxSpread=5; Slippage=2; GMTOffset=0; SummerGMTOffset=0; ■資金管理設定=""; LimitLots=10; SecurityLevel=0; Risk=2.5; ■その他設定=""; InfoColor=0; EAComment="ESCADA";
テストバー数90100モデルティック数48441700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100000.00スプレッド25
純益5691.00総利益12163.00総損失-6472.00
プロフィットファクタ1.88期待利得51.27
絶対ドローダウン1264.00最大ドローダウン2747.00 (2.57%)相対ドローダウン2.57% (2747.00)
総取引数111売りポジション(勝率%)61 (77.05%)買いポジション(勝率%)50 (88.00%)
勝率(%)91 (81.98%)負率 (%)20 (18.02%)
最大勝トレード140.00敗トレード-1134.00
平均勝トレード133.66敗トレード-323.60
最大連勝(金額)14 (1960.00)連敗(金額)3 (-176.00)
最大連勝(トレード数)1960.00 (14)連敗(トレード数)-2018.00 (2)
平均連勝7連敗2
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
12015.01.18 22:50buy10.01177.636175.876177.776
22015.01.18 23:04t/p10.01177.776175.876177.776140.00100140.00
32015.01.20 23:05buy20.01179.743175.883179.883
42015.01.21 06:00close20.01178.727175.883179.883-1016.0099124.00
52015.01.22 20:30sell30.01177.868180.178177.728
62015.01.22 20:50sell40.01177.975180.175177.835
72015.01.22 21:05t/p40.01177.835180.175177.835140.0099264.00
82015.01.22 21:12t/p30.01177.728180.178177.728140.0099404.00
92015.01.27 20:30buy50.01178.962175.752179.102
102015.01.27 20:37t/p50.01179.102175.752179.102140.0099544.00
112015.01.27 23:00buy60.01178.839175.749178.979
122015.01.28 00:04t/p60.01178.979175.749178.979140.0099684.00
132015.02.02 20:40sell70.01176.519178.909176.379
142015.02.02 20:40sell80.01176.519178.909176.379
152015.02.03 00:10close70.01176.553178.909176.379-34.0099650.00
162015.02.03 00:45close80.01176.409178.909176.379110.0099760.00
172015.02.03 23:00buy90.01178.032175.552178.172
182015.02.03 23:00t/p90.01178.172175.552178.172140.0099900.00
192015.02.09 23:20sell100.01180.544181.764180.404
202015.02.10 00:50modify100.01180.544180.461180.404
212015.02.10 00:51s/l100.01180.461180.461180.40483.0099983.00
222015.02.11 23:20buy110.01183.185180.255183.325
232015.02.12 03:15close110.01183.073180.255183.325-112.0099871.00
242015.02.16 20:40sell120.01181.963184.173181.823
252015.02.17 00:15t/p120.01181.823184.173181.823140.00100011.00
262015.02.17 22:35buy130.01182.990181.520183.130
272015.02.17 22:50buy140.01182.944181.514183.084
282015.02.18 00:20t/p140.01183.084181.514183.084140.00100151.00
292015.02.18 00:39t/p130.01183.130181.520183.130140.00100291.00
302015.02.23 21:05buy150.01183.642181.672183.782
312015.02.23 21:05buy160.01183.642181.672183.782
322015.02.23 23:23t/p150.01183.782181.672183.782140.00100431.00
332015.02.23 23:23t/p160.01183.782181.672183.782140.00100571.00
342015.02.24 21:55sell170.01183.898184.678183.758
352015.02.24 22:03t/p170.01183.758184.678183.758140.00100711.00
362015.03.08 23:15sell180.01181.873183.943181.733
372015.03.09 00:04t/p180.01181.733183.943181.733140.00100851.00
382015.03.12 20:00sell190.01180.596183.806180.456
392015.03.12 21:05t/p190.01180.456183.806180.456140.00100991.00
402015.03.12 22:15sell200.01180.587183.807180.447
412015.03.12 22:25sell210.01180.644183.804180.504
422015.03.13 05:25close200.01180.680183.807180.447-93.00100898.00
432015.03.13 05:25close210.01180.680183.804180.504-36.00100862.00
442015.03.19 21:50sell220.01178.205180.105178.065
452015.03.20 04:25close220.01178.252180.105178.065-47.00100815.00
462015.03.23 20:50buy230.01178.966177.966179.106
472015.03.23 22:06t/p230.01179.106177.966179.106140.00100955.00
482015.03.25 22:00sell240.01177.861179.681177.721
492015.03.26 00:18t/p240.01177.721179.681177.721140.00101095.00
502015.03.30 19:20buy250.01177.793176.493177.933
512015.03.30 23:25buy260.01177.764176.494177.904
522015.03.31 00:54t/p260.01177.904176.494177.904140.00101235.00
532015.03.31 00:55modify250.01177.793177.909177.933
542015.03.31 00:55t/p250.01177.933177.909177.933140.00101375.00
552015.04.06 19:10buy270.01177.879176.769178.019
562015.04.06 19:17t/p270.01178.019176.769178.019140.00101515.00
572015.04.08 19:00buy280.01178.543177.173178.683
582015.04.08 21:45modify280.01178.543178.667178.683
592015.04.08 21:48t/p280.01178.683178.667178.683140.00101655.00
602015.04.14 21:50buy290.01176.418174.878176.558
612015.04.15 00:07t/p290.01176.558174.878176.558140.00101795.00
622015.04.15 21:45buy300.01176.596174.876176.736
632015.04.16 00:12t/p300.01176.736174.876176.736140.00101935.00
642015.04.16 20:55buy310.01177.633174.873177.773
652015.04.16 21:06t/p310.01177.773174.873177.773140.00102075.00
662015.04.20 20:30buy320.01177.684176.624177.824
672015.04.21 00:16t/p320.01177.824176.624177.824140.00102215.00
682015.04.26 22:55buy330.01180.404178.544180.544
692015.04.27 00:54t/p330.01180.544178.544180.544140.00102355.00
702015.05.03 22:35sell340.01182.269184.469182.129
712015.05.03 23:18t/p340.01182.129184.469182.129140.00102495.00
722015.05.12 21:15buy350.01187.694184.094187.834
732015.05.12 21:15buy360.01187.694184.094187.834
742015.05.12 21:24t/p350.01187.834184.094187.834140.00102635.00
752015.05.12 21:24t/p360.01187.834184.094187.834140.00102775.00
762015.05.21 19:00buy370.01189.587185.977189.727
772015.05.22 06:00close370.01189.365185.977189.727-222.00102553.00
782015.05.28 19:10sell380.01189.870190.680189.730
792015.05.28 21:05t/p380.01189.730190.680189.730140.00102693.00
802015.06.04 21:20buy390.01191.016189.136191.156
812015.06.04 23:29t/p390.01191.156189.136191.156140.00102833.00
822015.06.10 23:05buy400.01190.372189.192190.512
832015.06.11 00:00t/p400.01190.512189.192190.512140.00102973.00
842015.06.24 20:55sell410.01194.593195.793194.453
852015.06.24 22:05sell420.01194.610195.790194.470
862015.06.25 00:40modify420.01194.610194.516194.470
872015.06.25 00:40t/p420.01194.470194.516194.470140.00103113.00
882015.06.25 00:42t/p410.01194.453195.793194.453140.00103253.00
892015.07.01 20:00sell430.01192.355195.075192.215
902015.07.01 22:05sell440.01192.350193.530192.210
912015.07.02 03:55close430.01192.535195.075192.215-180.00103073.00
922015.07.02 06:00close440.01192.655193.530192.210-305.00102768.00
932015.07.06 18:45buy450.01190.993189.513191.133
942015.07.06 19:28t/p450.01191.133189.513191.133140.00102908.00
952015.07.07 18:45sell460.01189.121192.501188.981
962015.07.07 23:05sell470.01189.415192.495189.275
972015.07.08 00:18t/p470.01189.275192.495189.275140.00103048.00
982015.07.08 00:25close460.01189.162192.501188.981-41.00103007.00
992015.07.09 21:55sell480.01186.711191.551186.571
1002015.07.10 00:05close480.01186.804191.551186.571-93.00102914.00
1012015.07.12 23:00buy490.01189.881184.991190.021
1022015.07.12 23:08t/p490.01190.021184.991190.021140.00103054.00
1032015.08.20 19:30sell500.01193.791195.271193.651
1042015.08.20 20:04t/p500.01193.651195.271193.651140.00103194.00
1052015.08.26 20:55sell510.01185.551191.851185.411
1062015.08.26 20:59t/p510.01185.411191.851185.411140.00103334.00
1072015.08.26 21:30sell520.01185.625191.385185.485
1082015.08.26 21:35sell530.01185.767191.387185.627
1092015.08.27 00:23t/p530.01185.627191.387185.627140.00103474.00
1102015.08.27 04:45close520.01185.991191.385185.485-366.00103108.00
1112015.08.30 23:05buy540.01186.893184.153187.033
1122015.08.30 23:35modify540.01186.893186.997187.033
1132015.08.30 23:35t/p540.01187.033186.997187.033140.00103248.00
1142015.08.31 23:20sell550.01186.139187.369185.999
1152015.09.01 00:03t/p550.01185.999187.369185.999140.00103388.00
1162015.09.03 22:15sell560.01183.233186.063183.093
1172015.09.04 00:05t/p560.01183.093186.063183.093140.00103528.00
1182015.09.06 22:25sell570.01180.845184.715180.705
1192015.09.06 23:15sell580.01181.064184.714180.924
1202015.09.07 00:18t/p580.01180.924184.714180.924140.00103668.00
1212015.09.07 00:28t/p570.01180.705184.715180.705140.00103808.00
1222015.09.07 19:25buy590.01182.310180.460182.450
1232015.09.07 22:05buy600.01182.168180.458182.308
1242015.09.07 23:20close590.01182.242180.460182.450-68.00103740.00
1252015.09.07 23:30modify600.01182.168182.287182.308
1262015.09.07 23:30close600.01182.299182.287182.308131.00103871.00
1272015.09.10 21:20buy610.01186.283181.813186.423
1282015.09.10 22:05modify610.01186.283186.382186.423
1292015.09.10 22:05t/p610.01186.423186.382186.423140.00104011.00
1302015.09.14 19:30sell620.01185.359186.789185.219
1312015.09.15 03:26t/p620.01185.219186.789185.219140.00104151.00
1322015.09.24 21:40buy630.01182.794181.634182.934
1332015.09.24 21:49t/p630.01182.934181.634182.934140.00104291.00
1342015.09.27 22:00sell640.01183.238184.658183.098
1352015.09.27 23:00t/p640.01183.098184.658183.098140.00104431.00
1362015.09.29 23:05sell650.01181.585184.425181.445
1372015.09.30 02:10close650.01181.563184.425181.44522.00104453.00
1382015.10.04 22:10buy660.01181.952180.812182.092
1392015.10.04 22:34t/p660.01182.092180.812182.092140.00104593.00
1402015.10.14 21:25buy670.01183.811181.831183.951
1412015.10.14 22:21t/p670.01183.951181.831183.951140.00104733.00
1422015.10.18 21:45buy680.01184.293182.333184.433
1432015.10.18 21:45buy690.01184.293182.333184.433
1442015.10.19 02:00t/p680.01184.433182.333184.433140.00104873.00
1452015.10.19 02:00t/p690.01184.433182.333184.433140.00105013.00
1462015.10.25 22:05buy700.01185.852184.492185.992
1472015.10.26 03:20close700.01185.800184.492185.992-52.00104961.00
1482015.10.26 19:15buy710.01185.734184.494185.874
1492015.10.26 20:52t/p710.01185.874184.494185.874140.00105101.00
1502015.10.26 22:10buy720.01185.706184.496185.846
1512015.10.26 23:14t/p720.01185.846184.496185.846140.00105241.00
1522015.10.27 22:55sell730.01184.443186.273184.303
1532015.10.27 23:10modify730.01184.443184.356184.303
1542015.10.27 23:13s/l730.01184.356184.356184.30387.00105328.00
1552015.11.24 20:40sell740.01184.810188.000184.670
1562015.11.25 00:53t/p740.01184.670188.000184.670140.00105468.00
1572015.11.26 21:50sell750.01185.192185.962185.052
1582015.11.27 03:00modify750.01185.192185.102185.052
1592015.11.27 03:05s/l750.01185.102185.102185.05290.00105558.00
1602015.12.09 21:30sell760.01184.361186.281184.221
1612015.12.10 01:07t/p760.01184.221186.281184.221140.00105698.00
1622015.12.14 19:35sell770.01182.988185.058182.848
1632015.12.14 20:06t/p770.01182.848185.058182.848140.00105838.00
1642015.12.14 20:45sell780.01183.033185.053182.893
1652015.12.14 20:55sell790.01183.106185.056182.966
1662015.12.15 01:55close780.01183.410185.053182.893-377.00105461.00
1672015.12.15 01:55close790.01183.410185.056182.966-304.00105157.00
1682015.12.21 22:30sell800.01180.445183.545180.305
1692015.12.22 05:40close800.01180.457183.545180.305-12.00105145.00
1702016.01.04 20:45sell810.01175.712179.012175.572
1712016.01.04 20:50sell820.01175.793179.013175.653
1722016.01.04 22:18t/p820.01175.653179.013175.653140.00105285.00
1732016.01.04 22:40modify810.01175.712175.628175.572
1742016.01.04 22:44s/l810.01175.628175.628175.57284.00105369.00
1752016.01.05 21:25sell830.01174.672178.602174.532
1762016.01.05 23:05sell840.01174.844178.604174.704
1772016.01.06 00:40t/p840.01174.704178.604174.704140.00105509.00
1782016.01.06 00:55close830.01174.601178.602174.53271.00105580.00
1792016.01.12 20:45sell850.01170.007173.207169.867
1802016.01.12 22:40t/p850.01169.867173.207169.867140.00105720.00
1812016.01.14 20:40buy860.01170.157168.907170.297
1822016.01.14 22:30modify860.01170.157170.273170.297
1832016.01.14 22:33s/l860.01170.273170.273170.297116.00105836.00
1842016.01.18 19:55buy870.01167.215166.425167.355
1852016.01.18 22:50close870.01167.281166.425167.35566.00105902.00
1862016.01.18 23:25sell880.01167.328170.568167.188
1872016.01.19 02:22t/p880.01167.188170.568167.188140.00106042.00
1882016.01.19 23:15sell890.01166.732170.562166.592
1892016.01.19 23:25sell900.01166.792170.562166.652
1902016.01.20 00:01t/p900.01166.652170.562166.652140.00106182.00
1912016.01.20 00:03t/p890.01166.592170.562166.592140.00106322.00
1922016.01.24 22:15buy910.01169.390163.990169.530
1932016.01.24 23:25buy920.01169.278163.988169.418
1942016.01.25 01:52t/p920.01169.418163.988169.418140.00106462.00
1952016.01.25 01:54t/p910.01169.530163.990169.530140.00106602.00
1962016.01.28 21:35buy930.01170.486167.256170.626
1972016.01.28 21:59t/p930.01170.626167.256170.626140.00106742.00
1982016.01.31 22:35sell940.01172.715174.175172.575
1992016.02.01 00:54t/p940.01172.575174.175172.575140.00106882.00
2002016.02.01 23:10buy950.01174.477168.747174.617
2012016.02.02 06:00close950.01173.381168.747174.617-1096.00105786.00
2022016.02.03 22:25sell960.01172.264175.014172.124
2032016.02.03 23:07t/p960.01172.124175.014172.124140.00105926.00
2042016.02.08 20:35sell970.01166.946172.456166.806
2052016.02.08 21:05sell980.01166.965172.455166.825
2062016.02.08 22:47t/p980.01166.825172.455166.825140.00106066.00
2072016.02.08 22:47t/p970.01166.806172.456166.806140.00106206.00
2082016.02.11 19:55sell990.01162.742167.642162.602
2092016.02.11 19:58t/p990.01162.602167.642162.602140.00106346.00
2102016.02.15 21:00buy1000.01165.392160.292165.532
2112016.02.16 00:33t/p1000.01165.532160.292165.532140.00106486.00
2122016.02.16 22:40sell1010.01163.222166.082163.082
2132016.02.17 01:15t/p1010.01163.082166.082163.082140.00106626.00
2142016.02.18 23:25sell1020.01162.475166.085162.335
2152016.02.18 23:54t/p1020.01162.335166.085162.335140.00106766.00
2162016.02.22 22:35sell1030.01159.847163.767159.707
2172016.02.23 00:02t/p1030.01159.707163.767159.707140.00106906.00
2182016.02.24 20:10sell1040.01155.675162.165155.535
2192016.02.24 20:55sell1050.01155.925162.165155.785
2202016.02.25 06:00close1050.01156.809162.165155.785-884.00106022.00
2212016.02.25 06:00close1040.01156.809162.165155.535-1134.00104888.00
2222016.03.01 20:20buy1060.01158.957156.217159.097
2232016.03.01 22:03t/p1060.01159.097156.217159.097140.00105028.00
2242016.03.06 22:30buy1070.01161.822158.792161.962
2252016.03.06 23:03t/p1070.01161.962158.792161.962140.00105168.00
2262016.03.07 19:30buy1080.01161.611159.481161.751
2272016.03.07 20:40modify1080.01161.611161.714161.751
2282016.03.07 20:40s/l1080.01161.714161.714161.751103.00105271.00
2292016.03.07 22:40buy1090.01161.667159.737161.807
2302016.03.07 23:58t/p1090.01161.807159.737161.807140.00105411.00
2312016.03.10 20:30sell1100.01161.766162.876161.626
2322016.03.10 20:39t/p1100.01161.626162.876161.626140.00105551.00
2332016.03.10 22:20sell1110.01161.735162.875161.595
2342016.03.10 22:32t/p1110.01161.595162.875161.595140.00105691.00