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

通貨ペアUSDJPY (US Dollar 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=6; ■その他設定=""; InfoColor=0; EAComment="ESCADA";
テストバー数54816モデルティック数109532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10
純益166831.20総利益221094.50総損失-54263.30
プロフィットファクタ4.07期待利得1450.71
絶対ドローダウン20675.60最大ドローダウン36103.00 (3.56%)相対ドローダウン3.56% (36103.00)
総取引数115売りポジション(勝率%)64 (89.06%)買いポジション(勝率%)51 (74.51%)
勝率(%)95 (82.61%)負率 (%)20 (17.39%)
最大勝トレード9633.60敗トレード-8254.40
平均勝トレード2327.31敗トレード-2713.16
最大連勝(金額)14 (39728.20)連敗(金額)2 (-14016.40)
最大連勝(トレード数)39728.20 (14)連敗(トレード数)-14016.40 (2)
平均連勝6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
12015.10.19 00:50buy10.22119.375118.065119.435
22015.10.19 00:55buy20.23119.345118.065119.485
32015.10.19 01:15t/p10.22119.435118.065119.4351183.601001183.60
42015.10.19 05:05t/p20.23119.485118.065119.4853077.401004261.00
52015.10.20 00:55buy30.21119.466118.066119.606
62015.10.20 09:00close30.21119.446118.066119.606-550.201003710.80
72015.10.21 01:45buy40.30119.818118.828119.958
82015.10.21 03:45close40.30119.943118.828119.9583564.001007274.80
92015.10.26 23:55sell50.68121.066121.506121.006
102015.10.27 00:00modify50.68121.0660.0000.000
112015.10.27 00:10modify50.68121.066121.506121.006
122015.10.27 00:55t/p50.68121.006121.506121.0063468.001010742.80
132015.10.27 23:15sell60.28120.448121.508120.308
142015.10.28 00:00modify60.28120.4480.0000.000
152015.10.28 00:10modify60.28120.448121.508120.308
162015.10.28 02:00sell70.28120.438121.508120.378
172015.10.28 04:00t/p70.28120.378121.508120.3781506.401012249.20
182015.10.28 04:00close60.28120.348121.508120.3082548.001014797.20
192015.10.30 01:10buy80.39121.040120.270121.100
202015.10.30 01:25buy90.40121.012120.272121.152
212015.10.30 07:35t/p80.39121.100120.270121.1002098.201016895.40
222015.10.30 07:35t/p90.40121.152120.272121.1525352.001022247.40
232015.11.03 22:25buy100.40121.008120.258121.148
242015.11.03 23:10buy110.40120.991120.251121.051
252015.11.03 23:55t/p110.40121.051120.251121.0512152.001024399.40
262015.11.04 00:20close100.40121.115120.258121.1484108.001028507.40
272015.11.05 00:25buy120.25121.482120.252121.542
282015.11.05 00:50t/p120.25121.542120.252121.5421345.001029852.40
292015.11.09 22:35sell130.67123.142123.602123.082
302015.11.10 00:00modify130.67123.1420.0000.000
312015.11.10 00:10modify130.67123.142123.602123.082
322015.11.10 00:45close130.67123.118123.602123.0821005.001030857.40
332015.11.19 23:35sell140.40122.887123.647122.827
342015.11.20 00:00modify140.40122.8870.0000.000
352015.11.20 00:10modify140.40122.887123.647122.827
362015.11.20 00:40sell150.42122.936123.646122.796
372015.11.20 04:30close140.40122.909123.647122.827-1240.001029617.40
382015.11.20 04:45close150.42122.896123.646122.7961419.601031037.00
392015.11.23 22:30sell160.42122.909123.639122.849
402015.11.23 23:30t/p160.42122.849123.639122.8492259.601033296.60
412015.11.24 01:10sell170.45122.906123.586122.766
422015.11.24 03:25close170.45122.808123.586122.7664131.001037427.60
432015.11.24 22:30sell180.40122.500123.260122.440
442015.11.24 22:40sell190.40122.510123.260122.370
452015.11.25 00:00modify180.40122.5000.0000.000
462015.11.25 00:00modify190.40122.5100.0000.000
472015.11.25 00:10modify180.40122.500123.260122.440
482015.11.25 00:10modify190.40122.510123.260122.370
492015.11.25 02:15close180.40122.446123.260122.4401800.001039227.60
502015.11.25 02:25close190.40122.411123.260122.3703600.001042827.60
512015.12.02 00:55sell200.82122.902123.282122.842
522015.12.02 02:45t/p200.82122.842123.282122.8424411.601047239.20
532015.12.03 23:55sell210.33122.588123.528122.528
542015.12.04 00:00modify210.33122.5880.0000.000
552015.12.04 00:10modify210.33122.588123.528122.528
562015.12.04 00:35sell220.36122.673123.523122.533
572015.12.04 02:10t/p210.33122.528123.528122.5281683.001048922.20
582015.12.04 02:10t/p220.36122.533123.523122.5334816.801053739.00
592015.12.10 00:10sell230.16121.483123.453121.423
602015.12.10 03:10t/p230.16121.423123.453121.423860.801054599.80
612015.12.14 00:25sell240.16121.069122.999120.929
622015.12.14 01:35t/p240.16120.929122.999120.9292140.801056740.60
632015.12.16 00:45buy250.24121.630120.340121.690
642015.12.16 01:45t/p250.24121.690120.340121.6901291.201058031.80
652015.12.17 23:45buy260.15122.649120.569122.789
662015.12.18 05:40close260.15122.587120.569122.789-994.501057037.30
672015.12.21 22:50sell270.12121.101123.551121.041
682015.12.22 00:00modify270.12121.1010.0000.000
692015.12.22 00:10modify270.12121.101123.551121.041
702015.12.22 02:20close270.12121.164123.551121.041-864.001056173.30
712015.12.24 01:20sell280.59120.940121.470120.880
722015.12.24 02:40t/p280.59120.880121.470120.8803174.201059347.50
732016.01.04 01:15sell291.02120.343120.653120.283
742016.01.04 01:45t/p291.02120.283120.653120.2835487.601064835.10
752016.01.04 22:45sell300.25119.403120.653119.343
762016.01.05 00:00modify300.25119.4030.0000.000
772016.01.05 00:10modify300.25119.403120.653119.343
782016.01.05 00:40t/p300.25119.343120.653119.3431275.001066110.10
792016.01.06 00:45sell310.22119.084120.534119.024
802016.01.06 01:00sell320.21119.119120.579118.979
812016.01.06 02:55t/p310.22119.024120.534119.0241183.601067293.70
822016.01.06 03:20t/p320.21118.979120.579118.9792809.801070103.50
832016.01.07 01:20sell330.17118.512120.392118.452
842016.01.07 01:25sell340.17118.526120.386118.386
852016.01.07 03:20t/p330.17118.452120.392118.452914.601071018.10
862016.01.07 03:20t/p340.17118.386120.386118.3862274.601073292.70
872016.01.14 22:35buy350.36118.103117.223118.163
882016.01.14 22:50buy360.37118.062117.222118.202
892016.01.15 00:35close350.36118.142117.223118.1631249.201074541.90
902016.01.15 01:20close360.37118.178117.222118.2024132.901078674.80
912016.01.18 22:20buy370.46117.315116.625117.455
922016.01.19 00:50close370.46117.391116.625117.4553298.201081973.00
932016.01.19 22:30sell380.47117.581118.271117.521
942016.01.20 00:00modify380.47117.5810.0000.000
952016.01.20 00:10modify380.47117.581118.271117.521
962016.01.20 01:55close380.47117.596118.271117.521-1128.001080845.00
972016.01.25 00:15buy390.11118.727116.017118.787
982016.01.25 02:00close390.11118.555116.017118.787-1960.201078884.80
992016.01.26 22:10buy400.32118.402117.402118.542
1002016.01.26 22:30buy410.31118.420117.410118.480
1012016.01.26 23:40t/p410.31118.480117.410118.4801667.801080552.60
1022016.01.27 01:10buy420.38118.371117.531118.431
1032016.01.27 02:10t/p420.38118.431117.531118.4312044.401082597.00
1042016.01.27 06:40close400.32118.281117.402118.542-4009.601078587.40
1052016.01.28 00:55buy430.34118.590117.650118.650
1062016.01.28 03:15t/p430.34118.650117.650118.6501829.201080416.60
1072016.02.04 00:10sell440.09117.953121.393117.893
1082016.02.04 02:35t/p440.09117.893121.393117.893484.201080900.80
1092016.02.08 00:25sell450.10116.981119.971116.921
1102016.02.08 00:50t/p450.10116.921119.971116.921538.001081438.80
1112016.02.08 23:05sell460.13115.767118.237115.707
1122016.02.08 23:20t/p460.13115.707118.237115.707699.401082138.20
1132016.02.08 23:20sell470.13115.750118.240115.690
1142016.02.09 00:00modify470.13115.7500.0000.000
1152016.02.09 00:10modify470.13115.750118.240115.690
1162016.02.09 00:30t/p470.13115.690118.240115.690663.001082801.20
1172016.02.11 21:55sell480.09112.482115.852112.342
1182016.02.11 22:05t/p480.09112.342115.852112.3421204.201084005.40
1192016.02.11 22:40sell490.09112.418115.848112.358
1202016.02.11 23:00t/p490.09112.358115.848112.358484.201084489.60
1212016.02.16 00:50buy500.10114.488111.298114.548
1222016.02.16 02:35t/p500.10114.548111.298114.548538.001085027.60
1232016.02.16 23:00sell510.35113.960114.870113.900
1242016.02.16 23:25sell520.36113.985114.865113.845
1252016.02.17 00:00modify510.35113.9600.0000.000
1262016.02.17 00:00modify520.36113.9850.0000.000
1272016.02.17 00:10modify510.35113.960114.870113.900
1282016.02.17 00:10modify520.36113.985114.865113.845
1292016.02.17 03:25close510.35113.961114.870113.900-350.001084677.60
1302016.02.17 03:25close520.36113.961114.865113.845540.001085217.60
1312016.02.19 01:25sell530.21113.372114.872113.312
1322016.02.19 01:40t/p530.21113.312114.872113.3121129.801086347.40
1332016.02.25 01:05buy540.35111.961111.041112.021
1342016.02.25 01:55t/p540.35112.021111.041112.0211883.001088230.40
1352016.02.29 00:35buy550.11113.872111.042113.932
1362016.02.29 01:00buy560.12113.693111.043113.833
1372016.02.29 02:00close550.11113.722111.042113.932-1718.201086512.20
1382016.02.29 02:25t/p560.12113.833111.043113.8331605.601088117.80
1392016.03.03 00:10sell570.34113.486114.446113.426
1402016.03.03 00:45sell580.36113.563114.443113.423
1412016.03.03 02:05t/p570.34113.426114.446113.4261829.201089947.00
1422016.03.03 02:05t/p580.36113.423114.443113.4234816.801094763.80
1432016.03.03 22:45sell590.40113.630114.450113.570
1442016.03.03 23:55sell600.42113.681114.451113.541
1452016.03.04 00:00modify590.40113.6300.0000.000
1462016.03.04 00:00modify600.42113.6810.0000.000
1472016.03.04 00:10modify590.40113.630114.450113.570
1482016.03.04 00:10modify600.42113.681114.451113.541
1492016.03.04 02:10t/p590.40113.570114.450113.5702040.001096803.80
1502016.03.04 03:05t/p600.42113.541114.451113.5415502.001102305.80
1512016.03.07 00:30buy610.62113.767113.237113.827
1522016.03.07 00:35t/p610.62113.827113.237113.8273335.601105641.40
1532016.03.10 00:40buy620.30113.289112.219113.349
1542016.03.10 03:00t/p620.30113.349112.219113.3491614.001107255.40
1552016.03.10 22:15sell630.32113.157114.177113.017
1562016.03.10 22:50sell640.34113.225114.175113.165
1572016.03.10 23:00t/p640.34113.165114.175113.1651829.201109084.60
1582016.03.11 00:00modify630.32113.1570.0000.000
1592016.03.11 00:10modify630.32113.157114.177113.017
1602016.03.11 01:30close630.32113.033114.177113.0173680.001112764.60
1612016.03.14 01:30buy650.21113.799112.219113.859
1622016.03.14 01:35buy660.21113.735112.225113.875
1632016.03.14 03:00close650.21113.774112.219113.859-655.201112109.40
1642016.03.14 04:00t/p660.21113.875112.225113.8752809.801114919.20
1652016.03.15 21:30sell670.36113.091114.001112.951
1662016.03.16 00:00modify670.36113.0910.0000.000
1672016.03.16 00:10modify670.36113.091114.001112.951
1682016.03.16 01:10sell680.41113.202114.002113.142
1692016.03.16 01:35t/p680.41113.142114.002113.1422205.801117125.00
1702016.03.16 03:05close670.36113.075114.001112.951252.001117377.00
1712016.03.17 01:35sell690.27112.807114.007112.747
1722016.03.17 02:05t/p690.27112.747114.007112.7471452.601118829.60
1732016.03.17 21:45sell700.13111.498113.938111.358
1742016.03.18 00:00modify700.13111.4980.0000.000
1752016.03.18 00:10modify700.13111.498113.938111.358
1762016.03.18 02:25t/p700.13111.358113.938111.3581703.001120532.60
1772016.03.21 01:05buy710.49111.436110.756111.496
1782016.03.21 01:05buy720.48111.436110.756111.576
1792016.03.21 01:55t/p710.49111.496110.756111.4962636.201123168.80
1802016.03.21 07:00close720.48111.370110.756111.576-3465.601119703.20
1812016.03.23 02:05buy730.24112.294110.944112.354
1822016.03.23 03:05t/p730.24112.354110.944112.3541291.201120994.40
1832016.03.23 21:40buy740.28112.435111.255112.575
1842016.03.24 02:05close740.28112.421111.255112.575-406.001120588.40
1852016.03.25 01:55buy750.24112.761111.381112.901
1862016.03.25 03:15t/p750.24112.901111.381112.9013211.201123799.60
1872016.03.30 02:00sell760.35112.789113.729112.729
1882016.03.30 02:20t/p760.35112.729113.729112.7291883.001125682.60
1892016.04.04 01:45sell770.32111.768112.808111.708
1902016.04.04 02:05t/p770.32111.708112.808111.7081721.601127404.20
1912016.04.04 22:10sell780.25111.335112.665111.195
1922016.04.05 00:00modify780.25111.3350.0000.000
1932016.04.05 00:10modify780.25111.335112.665111.195
1942016.04.05 02:40t/p780.25111.195112.665111.1953275.001130679.20
1952016.04.06 01:40sell790.15110.360112.550110.300
1962016.04.06 02:00t/p790.15110.300112.550110.300807.001131486.20
1972016.04.08 01:15sell800.11108.328111.328108.268
1982016.04.08 01:40t/p800.11108.268111.328108.268591.801132078.00
1992016.04.11 01:30sell810.14108.144110.504108.084
2002016.04.11 01:45sell820.14108.217110.507108.077
2012016.04.11 03:00close810.14108.298110.504108.084-2242.801129835.20
2022016.04.11 03:20t/p820.14108.077110.507108.0771873.201131708.40
2032016.04.12 22:10buy830.38108.516107.626108.656
2042016.04.13 02:40t/p830.38108.656107.626108.6565156.601136865.00
2052016.04.18 22:30buy840.42108.754107.944108.894
2062016.04.19 01:20t/p840.42108.894107.944108.8945699.401142564.40
2072016.04.26 23:55buy850.16111.312109.272111.372
2082016.04.27 05:00close850.16111.237109.272111.372-1268.801141295.60
2092016.04.28 00:15buy860.50111.404110.724111.464
2102016.04.28 00:30t/p860.50111.464110.724111.4642690.001143985.60
2112016.04.29 01:35sell870.09108.164111.884108.104
2122016.04.29 02:05t/p870.09108.104111.884108.104484.201144469.80
2132016.05.05 01:50buy880.24106.951105.551107.011
2142016.05.05 03:15t/p880.24107.011105.551107.0111291.201145761.00
2152016.05.12 23:50buy890.48109.022108.312109.082
2162016.05.13 00:20t/p890.48109.082108.312109.0822673.601148434.60
2172016.05.13 01:50buy900.49108.968108.268109.028
2182016.05.13 01:50buy910.48108.968108.268109.108
2192016.05.13 02:45t/p900.49109.028108.268109.0282636.201151070.80
2202016.05.13 02:55t/p910.48109.108108.268109.1086422.401157493.20
2212016.05.17 23:45sell920.66109.130109.650109.070
2222016.05.18 00:00modify920.66109.1300.0000.000
2232016.05.18 00:10modify920.66109.130109.650109.070
2242016.05.18 00:10sell930.72109.175109.645109.035
2252016.05.18 01:35t/p920.66109.070109.650109.0703366.001160859.20
2262016.05.18 02:55t/p930.72109.035109.645109.0359633.601170492.80
2272016.05.19 01:55buy940.21110.113108.463110.173
2282016.05.19 02:50t/p940.21110.173108.463110.1731129.801171622.60
2292016.05.24 01:45sell950.27109.300110.560109.240
2302016.05.24 03:30t/p950.27109.240110.560109.2401452.601173075.20
2312016.06.07 23:45sell960.21107.384109.054107.324
2322016.06.08 00:00modify960.21107.3840.0000.000
2332016.06.08 00:10modify960.21107.384109.054107.324
2342016.06.08 01:05t/p960.21107.324109.054107.3241071.001174146.20
2352016.06.08 02:10sell970.20107.363109.053107.223
2362016.06.08 03:05t/p970.20107.223109.053107.2232676.001176822.20
2372016.06.08 21:55sell980.37106.943107.883106.803
2382016.06.09 00:00modify980.37106.9430.0000.000
2392016.06.09 00:10modify980.37106.943107.883106.803
2402016.06.09 00:45close980.37106.889107.883106.8031457.801178280.00
2412016.06.10 00:50buy990.51106.978106.298107.038
2422016.06.10 01:55t/p990.51107.038106.298107.0382743.801181023.80
2432016.06.17 01:15sell1000.17104.368106.388104.308
2442016.06.17 01:25sell1010.17104.416106.396104.276
2452016.06.17 06:40close1000.17104.422106.388104.308-1023.401180000.40
2462016.06.17 06:45close1010.17104.394106.396104.276268.601180269.00
2472016.06.20 02:25buy1020.36104.521103.541104.581
2482016.06.20 02:40t/p1020.36104.581103.541104.5811936.801182205.80
2492016.06.22 01:10buy1030.37104.731103.781104.791
2502016.06.22 02:15t/p1030.37104.791103.781104.7911990.601184196.40
2512016.06.23 00:10sell1040.72104.565105.055104.425
2522016.06.23 03:05close1040.72104.620105.055104.425-4406.401179790.00
2532016.06.24 02:05buy1050.16105.895103.775106.035
2542016.06.24 02:10t/p1050.16106.035103.775106.0352140.801181930.80
2552016.06.28 00:20buy1060.17101.92399.913101.983
2562016.06.28 01:35t/p1060.17101.98399.913101.983914.601182845.40
2572016.06.29 01:30buy1070.13102.61999.919102.759
2582016.06.29 09:00close1070.13102.18699.919102.759-5709.601177135.80
2592016.06.30 01:30buy1080.26102.812101.502102.872
2602016.06.30 02:00t/p1080.26102.872101.502102.8721398.801178534.60
2612016.07.01 01:25buy1090.22103.207101.617103.267
2622016.07.01 09:00close1090.22102.838101.617103.267-8254.401170280.20
2632016.07.04 01:00sell1100.47102.649103.389102.589
2642016.07.04 01:05t/p1100.47102.589103.389102.5892528.601172808.80
2652016.07.04 22:05sell1110.42102.559103.389102.419
2662016.07.05 00:00modify1110.42102.5590.0000.000
2672016.07.05 00:10modify1110.42102.559103.389102.419
2682016.07.05 03:05close1110.42102.451103.389102.4194158.001176966.80
2692016.07.05 23:05sell1120.21101.714103.384101.574
2702016.07.06 00:00modify1120.21101.7140.0000.000
2712016.07.06 00:10modify1120.21101.714103.384101.574
2722016.07.06 00:15sell1130.21101.743103.393101.683
2732016.07.06 00:55t/p1130.21101.683103.393101.6831129.801178096.60
2742016.07.06 02:05t/p1120.21101.574103.384101.5742751.001180847.60
2752016.07.07 01:25buy1140.34101.237100.197101.297
2762016.07.07 01:25buy1150.33101.237100.197101.377
2772016.07.07 07:15close1140.34101.034100.197101.297-7112.801173734.80
2782016.07.07 07:15close1150.33101.034100.197101.377-6903.601166831.20