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

通貨ペアGBPJPY (Great Britan Pound vs Japanise Yen)
期間5分足(M5) 2015.10.15 08:35 - 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=1.5; ■その他設定=""; InfoColor=0; EAComment="ESCADA";
テストバー数54815モデルティック数109530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30
純益9570.12総利益26761.25総損失-17191.13
プロフィットファクタ1.56期待利得111.28
絶対ドローダウン1445.00最大ドローダウン5440.44 (0.54%)相対ドローダウン0.54% (5440.44)
総取引数86売りポジション(勝率%)46 (71.74%)買いポジション(勝率%)40 (77.50%)
勝率(%)64 (74.42%)負率 (%)22 (25.58%)
最大勝トレード810.95敗トレード-1719.42
平均勝トレード418.14敗トレード-781.41
最大連勝(金額)10 (4313.87)連敗(金額)2 (-3008.84)
最大連勝(トレード数)4313.87 (10)連敗(トレード数)-3008.84 (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
12015.10.16 00:40buy10.03183.871181.841183.991
22015.10.16 01:40t/p10.03183.991181.841183.991341.401000341.40
32015.10.19 00:50buy20.03184.275182.335184.395
42015.10.19 05:00close20.03183.958182.335184.395-969.60999371.80
52015.10.20 00:35buy30.03184.762182.762184.882
62015.10.20 02:55t/p30.03184.882182.762184.882341.40999713.20
72015.10.23 00:45buy40.06185.651184.491185.771
82015.10.23 01:15t/p40.06185.771184.491185.771682.801000396.00
92015.10.26 01:05buy50.05185.857184.487185.977
102015.10.26 05:00close50.05185.635184.487185.977-1141.00999255.00
112015.10.26 22:15buy60.05185.739184.489185.859
122015.10.26 23:55t/p60.05185.859184.489185.859569.00999824.00
132015.10.27 00:50buy70.05185.796184.486185.916
142015.10.27 01:10buy80.06185.718184.488185.838
152015.10.27 02:10t/p80.06185.838184.488185.838682.801000506.80
162015.10.27 02:20close70.05185.860184.486185.916289.001000795.80
172015.10.28 01:55sell90.04184.431186.301184.311
182015.10.28 03:55t/p90.04184.311186.301184.311455.201001251.00
192015.10.30 01:30buy100.05185.308183.988185.428
202015.10.30 02:45t/p100.05185.428183.988185.428569.001001820.00
212015.11.03 22:30buy110.03186.638184.708186.758
222015.11.04 00:25t/p110.03186.758184.708186.758347.551002167.55
232015.11.11 23:05buy120.04186.885185.215187.005
242015.11.12 02:35t/p120.04187.005185.215187.005479.801002647.35
252015.11.19 23:45sell130.08187.901188.801187.781
262015.11.20 00:00modify130.08187.9010.0000.000
272015.11.20 00:10modify130.08187.901188.801187.781
282015.11.20 02:30close130.08187.813188.801187.781626.321003273.67
292015.11.23 01:25sell140.03186.690188.810186.570
302015.11.23 04:00close140.03186.768188.810186.570-252.601003021.07
312015.11.24 22:40sell150.02184.814187.984184.694
322015.11.24 23:25t/p150.02184.694187.984184.694227.601003248.67
332015.11.24 23:55sell160.02184.820187.980184.700
342015.11.25 00:00modify160.02184.8200.0000.000
352015.11.25 00:10modify160.02184.820187.980184.700
362015.11.25 02:50t/p160.02184.700187.980184.700220.581003469.25
372015.11.26 23:25sell170.09185.145185.965185.025
382015.11.27 00:00modify170.09185.1450.0000.000
392015.11.27 00:10modify170.09185.145185.965185.025
402015.11.27 03:35close170.09185.115185.965185.025182.611003651.86
412015.11.30 22:40buy180.07185.323184.293185.443
422015.12.01 00:50t/p180.07185.443184.293185.443810.951004462.81
432015.12.09 22:55sell190.03184.288186.278184.168
442015.12.10 00:00modify190.03184.2880.0000.000
452015.12.10 00:10modify190.03184.288186.278184.168
462015.12.10 03:00close190.03184.492186.278184.168-662.191003800.62
472015.12.14 21:40sell200.03183.018185.058182.898
482015.12.14 22:05t/p200.03182.898185.058182.898341.401004142.02
492015.12.14 22:45sell210.03183.031185.051182.911
502015.12.14 22:55sell220.03183.104185.054182.984
512015.12.15 00:00modify210.03183.0310.0000.000
522015.12.15 00:00modify220.03183.1040.0000.000
532015.12.15 00:10modify210.03183.031185.051182.911
542015.12.15 00:10modify220.03183.104185.054182.984
552015.12.15 03:55close210.03183.418185.051182.911-1190.131002951.89
562015.12.15 03:55close220.03183.418185.054182.984-971.131001980.76
572015.12.17 22:35sell230.07182.910183.890182.790
582015.12.17 23:05t/p230.07182.790183.890182.790796.601002777.36
592015.12.21 22:55sell240.02180.264183.544180.144
602015.12.21 23:25sell250.02180.370183.550180.250
612015.12.22 00:00modify240.02180.2640.0000.000
622015.12.22 00:00modify250.02180.3700.0000.000
632015.12.22 00:10modify240.02180.264183.544180.144
642015.12.22 00:10modify250.02180.370183.550180.250
652015.12.22 02:35close240.02180.339183.544180.144-169.421002607.94
662015.12.22 05:00close250.02180.505183.550180.250-289.421002318.52
672016.01.04 22:45sell260.02175.716179.016175.596
682016.01.04 22:50sell270.02175.789179.009175.669
692016.01.05 00:00modify260.02175.7160.0000.000
702016.01.05 00:00modify270.02175.7890.0000.000
712016.01.05 00:10modify260.02175.716179.016175.596
722016.01.05 00:10modify270.02175.789179.009175.669
732016.01.05 00:20t/p270.02175.669179.009175.669220.581002539.10
742016.01.05 00:30t/p260.02175.596179.016175.596220.581002759.68
752016.01.05 23:05sell280.01174.626178.606174.506
762016.01.06 00:00modify280.01174.6260.0000.000
772016.01.06 00:10modify280.01174.626178.606174.506
782016.01.06 01:05sell290.01174.845178.605174.725
792016.01.06 02:45t/p290.01174.725178.605174.725113.801002873.48
802016.01.06 02:45close280.01174.698178.606174.506-81.711002791.77
812016.01.12 22:45sell300.02170.011173.201169.891
822016.01.13 00:00t/p300.02169.891173.201169.891220.581003012.35
832016.01.13 01:25sell310.02170.069173.199169.949
842016.01.13 05:35close310.02170.807173.199169.949-1488.401001523.95
852016.01.14 22:35buy320.05170.187168.907170.307
862016.01.14 23:15buy330.06170.100168.900170.220
872016.01.15 00:10t/p330.06170.220168.900170.220695.101002219.05
882016.01.15 00:45t/p320.05170.307168.907170.307579.251002798.30
892016.01.18 22:00buy340.09167.188166.418167.308
902016.01.19 00:30close340.09167.151166.418167.308-370.351002427.95
912016.01.19 00:30sell350.02167.151170.561167.031
922016.01.19 04:20close350.02167.308170.561167.031-326.401002101.55
932016.01.20 01:25sell360.01166.796170.566166.676
942016.01.20 02:05t/p360.01166.676170.566166.676113.801002215.35
952016.01.26 01:10sell370.05168.638169.958168.518
962016.01.26 01:50t/p370.05168.518169.958168.518569.001002784.35
972016.01.28 23:35buy380.02170.494167.254170.614
982016.01.29 00:00t/p380.02170.614167.254170.614231.701003016.05
992016.02.04 00:25sell390.02172.267175.017172.147
1002016.02.04 01:05t/p390.02172.147175.017172.147227.601003243.65
1012016.02.05 00:30sell400.01170.456174.656170.336
1022016.02.05 00:35t/p400.01170.336174.656170.336113.801003357.45
1032016.02.16 23:55sell410.02163.099166.079162.979
1042016.02.17 00:00modify410.02163.0990.0000.000
1052016.02.17 00:10modify410.02163.099166.079162.979
1062016.02.17 01:25sell420.02163.319166.079163.199
1072016.02.17 01:45t/p420.02163.199166.079163.199227.601003585.05
1082016.02.17 03:25t/p410.02162.979166.079162.979220.581003805.63
1092016.02.19 01:20sell430.02162.444166.084162.324
1102016.02.19 01:55t/p430.02162.324166.084162.324227.601004033.23
1112016.02.26 01:00buy440.02157.590154.710157.710
1122016.02.26 01:40t/p440.02157.710154.710157.710227.601004260.83
1132016.02.29 00:20buy450.02157.935154.715158.055
1142016.02.29 04:00close450.02157.103154.715158.055-1676.401002584.43
1152016.03.07 22:00buy460.03161.557159.477161.677
1162016.03.07 22:20t/p460.03161.677159.477161.677341.401002925.83
1172016.03.08 00:40buy470.03161.678159.728161.798
1182016.03.08 02:00t/p470.03161.798159.728161.798341.401003267.23
1192016.03.10 00:40buy480.05161.008159.618161.128
1202016.03.10 03:20t/p480.05161.128159.618161.128569.001003836.23
1212016.03.10 22:30sell490.06161.761162.881161.641
1222016.03.10 22:30sell500.06161.761162.881161.641
1232016.03.10 22:40t/p490.06161.641162.881161.641682.801004519.03
1242016.03.10 22:40t/p500.06161.641162.881161.641682.801005201.83
1252016.03.11 00:20sell510.06161.742162.882161.622
1262016.03.11 00:35t/p510.06161.622162.882161.622682.801005884.63
1272016.03.14 01:45buy520.01163.475159.625163.595
1282016.03.14 03:00t/p520.01163.595159.625163.595113.801005998.43
1292016.03.18 01:30buy530.03161.250159.000161.370
1302016.03.18 08:00close530.03161.058159.000161.370-594.601005403.83
1312016.03.21 00:35buy540.03161.263159.003161.383
1322016.03.21 01:10buy550.03161.132159.002161.252
1332016.03.21 01:55t/p550.03161.252159.002161.252341.401005745.23
1342016.03.21 05:00close540.03160.860159.003161.383-1227.601004517.63
1352016.03.21 23:00buy560.04160.799158.999160.919
1362016.03.21 23:20t/p560.04160.919158.999160.919455.201004972.83
1372016.03.22 23:45sell570.03159.705161.695159.585
1382016.03.23 00:00modify570.03159.7050.0000.000
1392016.03.23 00:10modify570.03159.705161.695159.585
1402016.03.23 00:25t/p570.03159.585161.695159.585330.871005303.70
1412016.03.23 00:55sell580.03159.736161.696159.616
1422016.03.23 02:10t/p580.03159.616161.696159.616341.401005645.10
1432016.03.25 00:50buy590.06159.653158.463159.773
1442016.03.25 01:50buy600.06159.562158.462159.682
1452016.03.25 03:40t/p600.06159.682158.462159.682682.801006327.90
1462016.03.25 03:45t/p590.06159.773158.463159.773682.801007010.70
1472016.04.11 01:25sell610.01152.729156.659152.609
1482016.04.11 01:45sell620.01152.878156.658152.758
1492016.04.11 03:15t/p620.01152.758156.658152.758113.801007124.50
1502016.04.11 03:25t/p610.01152.609156.659152.609113.801007238.30
1512016.04.12 01:35buy630.04153.608151.998153.728
1522016.04.12 01:40buy640.04153.544151.994153.664
1532016.04.12 02:50t/p640.04153.664151.994153.664455.201007693.50
1542016.04.12 03:05t/p630.04153.728151.998153.728455.201008148.70
1552016.04.15 01:40buy650.06154.739153.509154.859
1562016.04.15 03:20t/p650.06154.859153.509154.859682.801008831.50
1572016.05.03 23:50sell660.02154.938158.058154.818
1582016.05.03 23:50sell670.02154.938158.058154.818
1592016.05.04 00:00modify660.02154.9380.0000.000
1602016.05.04 00:00modify670.02154.9380.0000.000
1612016.05.04 00:10modify660.02154.938158.058154.818
1622016.05.04 00:10modify670.02154.938158.058154.818
1632016.05.04 06:00close670.02155.573158.058154.818-1289.421007542.08
1642016.05.04 08:55close660.02155.788158.058154.818-1719.421005822.66
1652016.05.09 23:50buy680.03156.074153.864156.194
1662016.05.10 00:35t/p680.03156.194153.864156.194347.551006170.21
1672016.05.13 01:00buy690.05157.487156.057157.607
1682016.05.13 01:55buy700.05157.365156.065157.485
1692016.05.13 02:10t/p700.05157.485156.065157.485569.001006739.21
1702016.05.13 02:55t/p690.05157.607156.057157.607569.001007308.21
1712016.05.16 21:50buy710.06156.861155.691156.981
1722016.05.16 23:45t/p710.06156.981155.691156.981682.801007991.01
1732016.05.17 23:45sell720.06157.837158.977157.717
1742016.05.18 00:00modify720.06157.8370.0000.000
1752016.05.18 00:10modify720.06157.837158.977157.717
1762016.05.18 01:30t/p720.06157.717158.977157.717661.741008652.75
1772016.05.23 01:55sell730.04159.793161.633159.673
1782016.05.23 02:35t/p730.04159.673161.633159.673455.201009107.95
1792016.05.24 01:45sell740.02158.290161.630158.170
1802016.05.24 07:10close740.02158.446161.630158.170-324.401008783.55
1812016.05.26 23:25sell750.05161.031162.521160.911
1822016.05.26 23:50sell760.05161.045162.525160.925
1832016.05.27 00:00modify760.05161.0450.0000.000
1842016.05.27 00:00modify750.05161.0310.0000.000
1852016.05.27 00:10modify760.05161.045162.525160.925
1862016.05.27 00:10modify750.05161.031162.521160.911
1872016.05.27 01:15t/p760.05160.925162.525160.925551.451009335.00
1882016.05.27 01:35t/p750.05160.911162.521160.911551.451009886.45
1892016.05.31 01:30buy770.03162.523160.153162.643
1902016.05.31 03:55t/p770.03162.643160.153162.643341.401010227.85
1912016.06.08 02:10sell780.06156.116157.286155.996
1922016.06.08 02:35t/p780.06155.996157.286155.996682.801010910.65
1932016.06.08 22:35sell790.03155.287157.287155.167
1942016.06.09 00:00modify790.03155.2870.0000.000
1952016.06.09 00:10modify790.03155.287157.287155.167
1962016.06.09 00:30t/p790.03155.167157.287155.167309.811011220.46
1972016.06.09 02:20sell800.03155.233157.283155.113
1982016.06.09 02:55t/p800.03155.113157.283155.113341.401011561.86
1992016.06.09 23:55buy810.06154.837153.647154.957
2002016.06.10 02:30close810.06154.819153.647154.957-132.901011428.96
2012016.06.29 00:45buy820.02136.892133.352137.012
2022016.06.29 00:55t/p820.02137.012133.352137.012227.601011656.56
2032016.06.30 22:05sell830.04136.995138.855136.875
2042016.07.01 00:00modify830.04136.9950.0000.000
2052016.07.01 00:10modify830.04136.995138.855136.875
2062016.07.01 04:00close830.04137.259138.855136.875-1094.841010561.72
2072016.07.04 01:00sell840.02136.286138.856136.166
2082016.07.04 03:00t/p840.02136.166138.856136.166227.601010789.32
2092016.07.07 01:20buy850.03130.937128.777131.057
2102016.07.07 01:25buy860.03130.827128.777130.947
2112016.07.07 06:00close860.03130.604128.777130.947-687.601010101.72
2122016.07.07 06:50close850.03130.766128.777131.057-531.601009570.12