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Strategy Tester Report
OANDA8150EA0819Ver104
BIGBOSS-DEMO (Build 840)

通貨ペアUSDJPY.sq (US Dollar vs Japanese Yen)
期間5分足(M5) 2015.05.07 19:30 - 2015.08.14 20:55 (2015.05.03 - 2015.08.16)
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MAGIC=8150; mm=false; MaxSpread=2; Lots=0.1; WinterGMTOffset=0; SummerGMTOffset=0; Slippage=0;
テストバー数20474モデルティック数6365661モデリング品質77.87%
不整合チャートエラー3
初期証拠金10000.00スプレッド現在値 (17)
総損益152.50総利益308.94総損失-156.44
プロフィットファクター1.97期待利得2.35
絶対ドローダウン23.17最大ドローダウン88.76 (0.88%)相対ドローダウン0.88% (88.76)
総取引数65ショートポジション(勝率%)0 (0.00%)ロングポジション(勝率%)65 (61.54%)
勝率(%)40 (61.54%)負率 (%)25 (38.46%)
最大勝トレード29.25負トレード-16.35
平均勝トレード7.72負トレード-6.26
最大連勝(金額)10 (81.99)連敗(金額)5 (-68.64)
最大化連勝(トレード数)95.72 (7)連敗(トレード数)-68.64 (5)
平均連勝3連敗2
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
12015.05.07 21:15buy10.10119.695119.495120.295
22015.05.07 21:25buy20.10119.692119.492120.292
32015.05.07 23:35close10.10119.750119.495120.2954.5910004.59
42015.05.07 23:35close20.10119.749119.492120.2924.7610009.35
52015.05.10 21:05buy30.10119.673119.473120.273
62015.05.10 21:20buy40.10119.702119.502120.302
72015.05.10 22:55close30.10119.793119.473120.27310.0210019.37
82015.05.10 22:55close40.10119.793119.502120.3027.6010026.97
92015.05.12 19:35buy50.10119.827119.627120.427
102015.05.12 19:45buy60.10119.840119.640120.440
112015.05.12 20:55close50.10119.864119.627120.4273.0910030.06
122015.05.12 20:55close60.10119.863119.640120.4401.9210031.98
132015.05.13 19:00buy70.10119.103118.903119.703
142015.05.13 20:35close70.10119.165118.903119.7035.2010037.18
152015.05.14 20:15buy80.10119.194118.994119.794
162015.05.14 23:35close80.10119.191118.994119.794-0.2510036.93
172015.05.21 19:40buy90.10120.987120.787121.587
182015.05.21 21:10close90.10121.022120.787121.5872.8910039.82
192015.05.27 19:45buy100.10123.780123.580124.380
202015.05.27 20:15buy110.10123.726123.526124.326
212015.05.27 22:45close110.10123.697123.526124.326-2.3410037.48
222015.05.27 22:45close100.10123.697123.580124.380-6.7110030.77
232015.05.28 21:10buy120.10123.869123.669124.469
242015.05.28 21:40buy130.10123.879123.679124.479
252015.05.28 23:35close120.10123.722123.669124.469-11.8810018.89
262015.05.28 23:35close130.10123.723123.679124.479-12.6110006.28
272015.05.31 21:40buy140.10124.085123.885124.685
282015.05.31 22:45close140.10124.165123.885124.6856.4410012.72
292015.06.02 18:50buy150.10123.954123.754124.554
302015.06.02 23:00close150.10124.051123.754124.5547.8210020.54
312015.06.03 19:15buy160.10124.358124.158124.958
322015.06.03 19:40buy170.10124.295124.095124.895
332015.06.03 23:30close160.10124.353124.158124.958-0.4010020.14
342015.06.03 23:35close170.10124.334124.095124.8953.1410023.28
352015.06.04 18:50buy180.10124.293124.093124.893
362015.06.04 21:25close180.10124.354124.093124.8934.9110028.19
372015.06.08 18:50buy190.10124.644124.444125.244
382015.06.08 18:50buy200.10124.644124.444125.244
392015.06.08 19:29s/l190.10124.444124.444125.244-16.0710012.12
402015.06.08 19:29s/l200.10124.444124.444125.244-16.079996.05
412015.06.08 19:35buy210.10124.463124.263125.063
422015.06.08 19:40buy220.10124.460124.260125.060
432015.06.08 23:35close210.10124.602124.263125.06311.1610007.21
442015.06.08 23:35close220.10124.602124.260125.06011.4010018.61
452015.06.11 19:00buy230.10123.419123.219124.019
462015.06.11 19:15buy240.10123.433123.233124.033
472015.06.11 23:35close230.10123.546123.219124.01910.2810028.89
482015.06.11 23:35close240.10123.545123.233124.0339.0710037.96
492015.06.14 21:05buy250.10123.155122.955123.755
502015.06.14 22:10close250.10123.323122.955123.75513.6210051.58
512015.06.16 21:21buy260.10123.356123.156123.956
522015.06.16 21:25buy270.10123.360123.160123.960
532015.06.16 23:35close260.10123.408123.156123.9564.2110055.79
542015.06.16 23:35close270.10123.409123.160123.9603.9710059.76
552015.06.17 19:05buy280.10123.369123.169123.969
562015.06.17 19:15buy290.10123.341123.141123.941
572015.06.17 21:05close280.10123.377123.169123.9690.6510060.41
582015.06.17 21:08close290.10123.378123.141123.9413.0010063.41
592015.06.18 19:50buy300.10122.859122.659123.459
602015.06.18 23:35close300.10123.039122.659123.45914.6310078.04
612015.06.23 20:25buy310.10123.913123.713124.513
622015.06.23 20:50buy320.10123.890123.690124.490
632015.06.23 23:35close310.10123.871123.713124.513-3.3910074.65
642015.06.23 23:35close320.10123.870123.690124.490-1.6110073.04
652015.06.24 18:50buy330.10123.817123.617124.417
662015.06.24 19:40buy340.10123.876123.676124.476
672015.06.24 23:35close330.10123.836123.617124.4171.5310074.57
682015.06.24 23:35close340.10123.835123.676124.476-3.3110071.26
692015.06.28 21:05buy350.10122.761122.561123.361
702015.06.28 21:05buy360.10122.761122.561123.361
712015.06.28 21:14s/l350.10122.561122.561123.361-16.3210054.94
722015.06.28 21:14s/l360.10122.561122.561123.361-16.3210038.62
732015.06.28 21:30buy370.10122.538122.338123.138
742015.06.28 21:35buy380.10122.513122.313123.113
752015.06.28 22:01s/l370.10122.338122.338123.138-16.3410022.28
762015.06.28 22:02s/l380.10122.313122.313123.113-16.3510005.93
772015.06.29 18:50buy390.10122.526122.326123.126
782015.06.29 23:35close390.10122.624122.326123.1267.9910013.92
792015.07.02 20:30buy400.10123.086122.886123.686
802015.07.02 21:05buy410.10123.085122.885123.685
812015.07.02 23:35close400.10123.081122.886123.686-0.4110013.51
822015.07.02 23:35close410.10123.082122.885123.685-0.2410013.27
832015.07.05 21:05buy420.10121.984121.784122.584
842015.07.05 21:05buy430.10121.984121.784122.584
852015.07.05 21:50close420.10121.984121.784122.5840.0010013.27
862015.07.05 21:51close430.10121.988121.784122.5840.3310013.60
872015.07.06 18:50buy440.10122.430122.230123.030
882015.07.06 18:50buy450.10122.430122.230123.030
892015.07.06 20:45close440.10122.524122.230123.0307.6710021.27
902015.07.06 20:45close450.10122.523122.230123.0307.5910028.86
912015.07.09 19:15buy460.10121.339121.139121.939
922015.07.09 23:25close460.10121.695121.139121.93929.2510058.11
932015.07.12 21:05buy470.10122.329122.129122.929
942015.07.12 21:05buy480.10122.329122.129122.929
952015.07.12 22:00close470.10122.640122.129122.92925.3610083.47
962015.07.12 22:00close480.10122.642122.129122.92925.5210108.99
972015.07.13 19:50buy490.10123.411123.211124.011
982015.07.13 20:20close490.10123.399123.211124.011-0.9710108.02
992015.07.15 18:50buy500.10123.680123.480124.280
1002015.07.15 21:35buy510.10123.754123.554124.354
1012015.07.15 23:35close500.10123.901123.480124.28017.8410125.86
1022015.07.15 23:35close510.10123.902123.554124.35411.9410137.80
1032015.07.21 21:40buy520.10123.865123.665124.465
1042015.07.21 23:35close520.10123.845123.665124.465-1.6110136.19
1052015.07.22 19:30buy530.10124.039123.839124.639
1062015.07.22 20:00buy540.10124.024123.824124.624
1072015.07.22 23:35close530.10124.036123.839124.639-0.2410135.95
1082015.07.22 23:35close540.10124.035123.824124.6240.8910136.84
1092015.07.23 19:25buy550.10123.814123.614124.414
1102015.07.23 23:20close550.10123.865123.614124.4144.1210140.96
1112015.07.28 20:05buy560.10123.567123.367124.167
1122015.07.28 20:25buy570.10123.575123.375124.175
1132015.07.28 23:35close560.10123.566123.367124.167-0.0810140.88
1142015.07.28 23:35close570.10123.567123.375124.175-0.6510140.23
1152015.07.30 19:15buy580.10124.124123.924124.724
1162015.07.30 19:15buy590.10124.124123.924124.724
1172015.07.30 23:00close580.10124.179123.924124.7244.4310144.66
1182015.07.30 23:00close590.10124.178123.924124.7244.3510149.01
1192015.08.05 21:25buy600.10124.839124.639125.439
1202015.08.05 23:35close600.10124.753124.639125.439-6.8910142.12
1212015.08.06 19:25buy610.10124.685124.485125.285
1222015.08.06 19:45buy620.10124.707124.507125.307
1232015.08.06 20:55close610.10124.721124.485125.2852.8910145.01
1242015.08.06 20:55close620.10124.720124.507125.3071.0410146.05
1252015.08.09 21:05buy630.10124.147123.947124.747
1262015.08.09 23:35close630.10124.294123.947124.74711.8310157.88
1272015.08.10 20:20buy640.10124.583124.383125.183
1282015.08.10 23:35close640.10124.535124.383125.183-3.8510154.03
1292015.08.13 20:10buy650.10124.404124.204125.004
1302015.08.13 23:35close650.10124.385124.204125.004-1.5310152.50