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Strategy Tester Report
ESCADA-v2.7-myfx
MYFX-US01-Live (Build 988)

通貨ペアEURJPY (Euro vs Japanise Yen)
期間5分足(M5) 2015.10.12 06:30 - 2016.07.08 23:59 (2015.10.01 - 2016.07.10)
モデル始値のみ (バーの始めにしか動かないEA向け)
パラメーターMagic1=83886110; Magic2=83886111; MaxSpread=5; Slippage=2; GMTOffset=2; SummerGMTOffset=3; ■資金管理設定=""; LimitLots=10; SecurityLevel=0; Risk=3; ■その他設定=""; InfoColor=0; EAComment="ESCADA";
テストバー数55705モデルティック数111310モデリング品質n/a
不整合チャートエラー0
初期証拠金1000000.00スプレッド20
純益-11970.99総利益71394.69総損失-83365.68
プロフィットファクタ0.86期待利得-112.93
絶対ドローダウン16041.12最大ドローダウン38732.88 (3.79%)相対ドローダウン3.79% (38732.88)
総取引数106売りポジション(勝率%)58 (77.59%)買いポジション(勝率%)48 (66.67%)
勝率(%)77 (72.64%)負率 (%)29 (27.36%)
最大勝トレード2345.00敗トレード-15040.20
平均勝トレード927.20敗トレード-2874.68
最大連勝(金額)10 (8264.12)連敗(金額)3 (-2635.16)
最大連勝(トレード数)11916.79 (9)連敗(トレード数)-18854.40 (2)
平均連勝4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
12015.10.14 02:00sell10.25136.353136.953136.253
22015.10.14 03:45t/p10.25136.253136.953136.2532345.001002345.00
32015.10.19 23:00sell20.11135.403136.723135.303
42015.10.19 23:50t/p20.11135.303136.723135.3031031.801003376.80
52015.10.20 01:25sell30.11135.384136.724135.284
62015.10.20 07:15close30.11135.442136.724135.284-706.201002670.60
72015.10.27 00:50buy40.23133.773133.143133.873
82015.10.27 07:05close40.23133.471133.143133.873-7088.60995582.00
92015.10.29 01:55sell50.01132.363133.913132.263
102015.10.29 02:20t/p50.01132.263133.913132.26393.80995675.80
112015.11.04 23:10sell60.12132.050133.210131.950
122015.11.05 00:00modify60.12132.0500.0000.000
132015.11.05 00:10modify60.12132.050133.210131.950
142015.11.05 01:45close60.12132.000133.210131.950546.84996222.64
152015.11.10 22:20sell70.13132.003133.143131.903
162015.11.10 23:00sell80.13132.030133.140131.930
172015.11.11 00:00modify80.13132.0300.0000.000
182015.11.11 00:00modify70.13132.0030.0000.000
192015.11.11 00:10modify80.13132.030133.140131.930
202015.11.11 00:10modify70.13132.003133.143131.903
212015.11.11 03:10t/p70.13131.903133.143131.9031227.07997449.71
222015.11.11 03:10t/p80.13131.930133.140131.9301227.07998676.78
232015.11.13 01:15buy90.17132.508131.658132.608
242015.11.13 08:00close90.17132.293131.658132.608-3760.40994916.38
252015.11.17 00:50sell100.15131.677132.667131.577
262015.11.17 03:10t/p100.15131.577132.667131.5771407.00996323.38
272015.11.23 22:10sell110.08130.581132.281130.481
282015.11.23 23:10sell120.09130.636132.276130.536
292015.11.24 00:00modify120.09130.6360.0000.000
302015.11.24 00:00modify110.08130.5810.0000.000
312015.11.24 00:10modify120.09130.636132.276130.536
322015.11.24 00:10modify110.08130.581132.281130.481
332015.11.24 03:40close120.09130.584132.276130.536417.51996740.89
342015.11.24 03:40close110.08130.584132.281130.481-68.88996672.01
352015.12.01 23:25buy130.16130.596129.706130.696
362015.12.02 04:45close130.16130.653129.706130.696781.76997453.77
372015.12.09 00:25buy140.24133.918133.298134.018
382015.12.09 02:45close140.24133.894133.298134.018-724.80996728.97
392015.12.10 22:35sell150.13133.067134.217132.967
402015.12.11 00:00modify150.13133.0670.0000.000
412015.12.11 00:10modify150.13133.067134.217132.967
422015.12.11 06:55close150.13133.468134.217132.967-5285.93991443.04
432015.12.15 23:05sell160.17132.948133.788132.848
442015.12.15 23:15sell170.19133.028133.788132.928
452015.12.16 00:00modify160.17132.9480.0000.000
462015.12.16 00:00modify170.19133.0280.0000.000
472015.12.16 00:10modify160.17132.948133.788132.848
482015.12.16 00:10modify170.19133.028133.788132.928
492015.12.16 00:25t/p170.19132.928133.788132.9281793.41993236.45
502015.12.16 08:00close160.17133.352133.788132.848-6963.37986273.08
512015.12.18 01:05sell180.14132.777133.787132.677
522015.12.18 04:45t/p180.14132.677133.787132.6771313.20987586.28
532015.12.21 01:25sell190.07131.899133.789131.799
542015.12.21 01:35t/p190.07131.799133.789131.799656.60988242.88
552015.12.22 22:45buy200.10132.602131.242132.702
562015.12.22 23:00buy210.11132.556131.246132.656
572015.12.22 23:50t/p210.11132.656131.246132.6561031.80989274.68
582015.12.23 05:50close200.10132.444131.242132.702-1661.40987613.28
592015.12.23 22:40sell220.16131.907132.797131.807
602015.12.23 22:45sell230.16131.925132.795131.825
612015.12.24 00:00modify220.16131.9070.0000.000
622015.12.24 00:00modify230.16131.9250.0000.000
632015.12.24 00:10modify220.16131.907132.797131.807
642015.12.24 00:10modify230.16131.925132.795131.825
652015.12.24 04:55close220.16131.933132.797131.807-486.88987126.40
662015.12.24 05:00close230.16131.951132.795131.825-486.88986639.52
672016.01.04 22:35sell240.05129.269131.849129.169
682016.01.04 22:45sell250.05129.325131.845129.225
692016.01.05 00:00modify240.05129.2690.0000.000
702016.01.05 00:00modify250.05129.3250.0000.000
712016.01.05 00:10modify240.05129.269131.849129.169
722016.01.05 00:10modify250.05129.325131.845129.225
732016.01.05 00:40t/p250.05129.225131.845129.225471.95987111.47
742016.01.05 00:40close240.05129.231131.849129.169161.95987273.42
752016.01.05 23:25sell260.03127.955131.765127.855
762016.01.06 00:00modify260.03127.9550.0000.000
772016.01.06 00:10modify260.03127.955131.765127.855
782016.01.06 01:15sell270.04128.163131.763128.063
792016.01.06 01:55t/p270.04128.063131.763128.063375.20987648.62
802016.01.06 02:40close260.03127.942131.765127.85522.17987670.79
812016.01.07 00:50buy280.21127.698127.018127.798
822016.01.07 01:30t/p280.21127.798127.018127.7981969.80989640.59
832016.01.19 21:50buy290.16128.253127.353128.353
842016.01.20 00:55t/p290.16128.353127.353128.3531469.76991110.35
852016.01.20 22:40sell300.12127.335128.555127.235
862016.01.21 00:00modify300.12127.3350.0000.000
872016.01.21 00:10modify300.12127.335128.555127.235
882016.01.21 06:00close300.12127.548128.555127.235-2609.16988501.19
892016.01.25 00:30buy310.07128.143126.213128.243
902016.01.25 03:35close310.07128.163126.213128.24396.60988597.79
912016.01.25 23:20buy320.06128.359126.209128.459
922016.01.26 04:45close320.06128.269126.209128.459-588.84988008.95
932016.01.27 23:05buy330.11129.124127.814129.224
942016.01.27 23:10t/p330.11129.224127.814129.2241031.80989040.75
952016.01.28 23:10buy340.06130.014127.814130.114
962016.01.29 01:20close340.06129.986127.814130.114-216.84988823.91
972016.02.01 00:45sell350.18131.432132.232131.332
982016.02.01 01:20t/p350.18131.332132.232131.3321688.40990512.31
992016.02.01 23:50buy360.05131.769128.939131.869
1002016.02.01 23:55buy370.05131.759128.939131.859
1012016.02.02 02:35close360.05131.834128.939131.869284.30990796.61
1022016.02.02 02:40t/p370.05131.859128.939131.859459.30991255.91
1032016.02.04 23:45sell380.14130.910131.930130.810
1042016.02.05 00:00modify380.14130.9100.0000.000
1052016.02.05 00:10modify380.14130.910131.930130.810
1062016.02.05 02:05t/p380.14130.810131.930130.8101321.46992577.37
1072016.02.08 23:10sell390.07129.527131.627129.427
1082016.02.08 23:20sell400.07129.576131.626129.476
1092016.02.09 00:00modify390.07129.5270.0000.000
1102016.02.09 00:00modify400.07129.5760.0000.000
1112016.02.09 00:10modify390.07129.527131.627129.427
1122016.02.09 00:10modify400.07129.576131.626129.476
1132016.02.09 00:50t/p400.07129.476131.626129.476660.73993238.10
1142016.02.09 00:55t/p390.07129.427131.627129.427660.73993898.83
1152016.02.11 00:40sell410.05128.094130.904127.994
1162016.02.11 01:05t/p410.05127.994130.904127.994469.00994367.83
1172016.02.16 00:55buy420.07127.777125.777127.877
1182016.02.16 01:10buy430.07127.775125.775127.875
1192016.02.16 02:05t/p420.07127.877125.777127.877656.60995024.43
1202016.02.16 02:05t/p430.07127.875125.775127.875656.60995681.03
1212016.02.16 22:55sell440.12126.945128.155126.845
1222016.02.17 00:00modify440.12126.9450.0000.000
1232016.02.17 00:10modify440.12126.945128.155126.845
1242016.02.17 00:40sell450.15127.200128.160127.100
1252016.02.17 02:35t/p450.15127.100128.160127.1001407.00997088.03
1262016.02.17 03:25close440.12126.959128.155126.845-235.32996852.71
1272016.02.19 01:00sell460.06125.887128.157125.787
1282016.02.19 02:05t/p460.06125.787128.157125.787562.80997415.51
1292016.02.23 00:30sell470.05124.572127.162124.472
1302016.02.23 02:05t/p470.05124.472127.162124.472469.00997884.51
1312016.02.23 22:40sell480.06123.506125.906123.406
1322016.02.24 00:00modify480.06123.5060.0000.000
1332016.02.24 00:10modify480.06123.506125.906123.406
1342016.02.24 01:00t/p480.06123.406125.906123.406566.34998450.85
1352016.02.25 01:05buy490.16123.373122.453123.473
1362016.02.25 02:05t/p490.16123.473122.453123.4731500.80999951.65
1372016.02.26 01:00buy500.07124.419122.449124.519
1382016.02.26 01:40t/p500.07124.519122.449124.519656.601000608.25
1392016.03.02 23:55sell510.10123.305124.685123.205
1402016.03.03 00:00modify510.10123.3050.0000.000
1412016.03.03 00:10modify510.10123.305124.685123.205
1422016.03.03 01:00sell520.16123.471124.361123.371
1432016.03.03 01:55t/p520.16123.371124.361123.3711500.801002109.05
1442016.03.03 08:00close510.10123.937124.685123.205-6364.30995744.75
1452016.03.07 00:15buy530.07125.145123.145125.245
1462016.03.07 00:30buy540.07125.077123.147125.177
1472016.03.07 00:50t/p540.07125.177123.147125.177656.60996401.35
1482016.03.07 06:30close530.07124.991123.145125.245-1121.40995279.95
1492016.03.07 21:55buy550.09124.780123.150124.880
1502016.03.07 22:40t/p550.09124.880123.150124.880844.20996124.15
1512016.03.08 01:05buy560.09124.833123.313124.933
1522016.03.08 01:10buy570.09124.808123.318124.908
1532016.03.08 01:55t/p570.09124.908123.318124.908844.20996968.35
1542016.03.08 02:00t/p560.09124.933123.313124.933844.20997812.55
1552016.03.08 23:25sell580.09123.990125.590123.890
1562016.03.09 00:00modify580.09123.9900.0000.000
1572016.03.09 00:10modify580.09123.990125.590123.890
1582016.03.09 02:05close580.09123.909125.590123.890678.51998491.06
1592016.03.10 00:35buy590.09124.656123.056124.756
1602016.03.10 03:20close590.09124.622123.056124.756-361.80998129.26
1612016.03.14 23:45sell600.19126.362127.112126.262
1622016.03.15 00:00modify600.19126.3620.0000.000
1632016.03.15 00:10modify600.19126.362127.112126.262
1642016.03.15 05:35t/p600.19126.262127.112126.2621793.41999922.67
1652016.03.15 23:25sell610.10125.708127.108125.608
1662016.03.15 23:55sell620.10125.712127.112125.612
1672016.03.16 00:00modify620.10125.7120.0000.000
1682016.03.16 00:00modify610.10125.7080.0000.000
1692016.03.16 00:10modify620.10125.712127.112125.612
1702016.03.16 00:10modify610.10125.708127.108125.608
1712016.03.16 02:55close620.10125.627127.112125.612793.901000716.57
1722016.03.16 03:05t/p610.10125.608127.108125.608943.901001660.47
1732016.03.18 02:25buy630.17126.015125.145126.115
1742016.03.18 02:25buy640.17126.015125.145126.115
1752016.03.18 03:05t/p630.17126.115125.145126.1151594.601003255.07
1762016.03.18 03:05t/p640.17126.115125.145126.1151594.601004849.67
1772016.03.23 00:25buy650.11125.971124.671126.071
1782016.03.23 01:05t/p650.11126.071124.671126.0711031.801005881.47
1792016.03.23 02:00buy660.11126.004124.674126.104
1802016.03.23 04:35close660.11125.984124.674126.104-288.201005593.27
1812016.03.25 01:30buy670.10126.105124.675126.205
1822016.03.25 03:40close670.10126.143124.675126.205318.001005911.27
1832016.03.31 02:20buy680.15127.415126.445127.515
1842016.03.31 03:55t/p680.15127.515126.445127.5151407.001007318.27
1852016.04.05 21:35sell690.06125.755128.145125.655
1862016.04.05 22:35t/p690.06125.655128.145125.655562.801007881.07
1872016.04.08 01:15sell700.04123.162126.812123.062
1882016.04.08 09:00close700.04123.609126.812123.062-1812.801006068.27
1892016.04.11 01:35sell710.06123.383125.783123.283
1902016.04.11 01:45sell720.06123.445125.785123.345
1912016.04.11 03:10t/p720.06123.345125.785123.345562.801006631.07
1922016.04.11 03:15t/p710.06123.283125.783123.283562.801007193.87
1932016.04.22 02:20sell730.11123.604124.954123.504
1942016.04.22 03:05t/p730.11123.504124.954123.5041031.801008225.67
1952016.04.28 00:15buy740.10126.157124.697126.257
1962016.04.28 00:40t/p740.10126.257124.697126.257938.001009163.67
1972016.05.02 01:05sell750.03122.135126.465122.035
1982016.05.02 01:05sell760.03122.135126.465122.035
1992016.05.02 02:20t/p750.03122.035126.465122.035281.401009445.07
2002016.05.02 02:20t/p760.03122.035126.465122.035281.401009726.47
2012016.05.04 23:00buy770.12122.866121.656122.966
2022016.05.04 23:20t/p770.12122.966121.656122.9661125.601010852.07
2032016.05.05 01:35buy780.15122.880121.890122.980
2042016.05.05 03:15t/p780.15122.980121.890122.9801407.001012259.07
2052016.05.05 23:35sell790.16122.329123.249122.229
2062016.05.06 00:00modify790.16122.3290.0000.000
2072016.05.06 00:10modify790.16122.329123.249122.229
2082016.05.06 02:50close790.16122.276123.249122.229758.241013017.31
2092016.05.10 01:25buy800.07123.378121.478123.478
2102016.05.10 03:35t/p800.07123.478121.478123.478656.601013673.91
2112016.05.16 02:25sell810.08122.919124.649122.819
2122016.05.16 07:45close810.08123.097124.649122.819-1473.601012200.31
2132016.05.17 01:15buy820.22123.379122.689123.479
2142016.05.17 07:35close820.22123.328122.689123.479-1258.401010941.91
2152016.05.18 00:10sell830.22123.511124.171123.411
2162016.05.18 01:10t/p830.22123.411124.171123.4112063.601013005.51
2172016.05.19 02:25buy840.19123.576122.796123.676
2182016.05.19 03:05t/p840.19123.676122.796123.6761782.201014787.71
2192016.05.31 23:40sell850.16123.274124.194123.174
2202016.06.01 00:00modify850.16123.2740.0000.000
2212016.06.01 00:10modify850.16123.274124.194123.174
2222016.06.01 02:55t/p850.16123.174124.194123.1741510.241016297.95
2232016.06.02 23:35sell860.05121.419124.189121.319
2242016.06.03 00:00modify860.05121.4190.0000.000
2252016.06.03 00:10modify860.05121.419124.189121.319
2262016.06.03 01:05close860.05121.323124.189121.319451.951016749.90
2272016.06.06 01:10sell870.07121.173123.273121.073
2282016.06.06 01:10sell880.07121.173123.273121.073
2292016.06.06 02:25t/p870.07121.073123.273121.073656.601017406.50
2302016.06.06 02:25t/p880.07121.073123.273121.073656.601018063.10
2312016.06.07 01:25buy890.11122.141120.841122.241
2322016.06.07 05:25t/p890.11122.241120.841122.2411031.801019094.90
2332016.06.07 23:55sell900.20121.960122.700121.860
2342016.06.08 00:00modify900.20121.9600.0000.000
2352016.06.08 00:10modify900.20121.960122.700121.860
2362016.06.08 01:10t/p900.20121.860122.700121.8601887.801020982.70
2372016.06.08 02:10sell910.20121.935122.695121.835
2382016.06.08 02:55t/p910.20121.835122.695121.8351876.001022858.70
2392016.06.09 00:35buy920.15121.897120.877121.997
2402016.06.09 08:25close920.15121.718120.877121.997-2778.001020080.70
2412016.06.09 21:40sell930.08120.976122.696120.876
2422016.06.10 00:00modify930.08120.9760.0000.000
2432016.06.10 00:10modify930.08120.976122.696120.876
2442016.06.10 00:40buy940.19121.100120.320121.200
2452016.06.10 00:55close930.08121.042122.696120.876-572.881019507.82
2462016.06.10 08:55close940.19121.008120.320121.200-1865.801017642.02
2472016.06.14 00:25buy950.18119.873119.033119.973
2482016.06.14 00:45buy960.19119.826119.036119.926
2492016.06.14 03:00t/p960.19119.926119.036119.9261782.201019424.22
2502016.06.14 03:10t/p950.18119.973119.033119.9731688.401021112.62
2512016.06.16 02:10buy970.21119.227118.517119.327
2522016.06.16 05:50s/l970.21118.517118.517119.327-15040.201006072.42
2532016.06.17 01:05sell980.01117.178119.968117.078
2542016.06.17 06:45close980.01117.575119.968117.078-403.201005669.22
2552016.06.22 02:15sell990.01117.934119.144117.834
2562016.06.22 03:00t/p990.01117.834119.144117.83493.801005763.02
2572016.06.24 01:50buy1000.04120.902117.482121.002
2582016.06.24 01:55t/p1000.04121.002117.482121.002375.201006138.22
2592016.06.30 01:25buy1010.05114.396111.526114.496
2602016.06.30 02:30t/p1010.05114.496111.526114.496469.001006607.22
2612016.07.01 01:40buy1020.05114.528111.988114.628
2622016.07.01 01:45t/p1020.05114.628111.988114.628469.001007076.22
2632016.07.05 00:30buy1030.16114.318113.398114.418
2642016.07.05 00:30buy1040.16114.318113.398114.418
2652016.07.05 06:40close1030.16113.735113.398114.418-9427.20997649.02
2662016.07.05 06:40close1040.16113.735113.398114.418-9427.20988221.82
2672016.07.05 23:40sell1050.01112.642114.752112.542
2682016.07.06 00:00modify1050.01112.6420.0000.000
2692016.07.06 00:10modify1050.01112.642114.752112.542
2702016.07.06 00:50t/p1050.01112.542114.752112.54294.39988316.21
2712016.07.07 01:25buy1060.01112.357110.827112.457
2722016.07.07 07:10close1060.01112.076110.827112.457-287.20988029.01