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Strategy Tester Report
OANDA8150EA0819Ver104
MYFXMarkets-US03-Demo (Build 840)

通貨ペアUSDJPY (US Dollar vs Japanese Yen)
期間5分足(M5) 2014.12.29 00:00 - 2015.08.14 23:55 (2014.12.28 - 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=2; SummerGMTOffset=3; Slippage=0;
テストバー数48195モデルティック数17848947モデリング品質73.11%
不整合チャートエラー2
初期証拠金10000.00スプレッド20
総損益468.29総利益859.61総損失-391.33
プロフィットファクター2.20期待利得3.06
絶対ドローダウン43.52最大ドローダウン91.26 (0.90%)相対ドローダウン0.90% (91.26)
総取引数153ショートポジション(勝率%)0 (0.00%)ロングポジション(勝率%)153 (67.97%)
勝率(%)104 (67.97%)負率 (%)49 (32.03%)
最大勝トレード50.03負トレード-17.21
平均勝トレード8.27負トレード-7.99
最大連勝(金額)13 (160.71)連敗(金額)4 (-50.43)
最大化連勝(トレード数)160.71 (13)連敗(トレード数)-50.43 (4)
平均連勝4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
12014.12.30 23:50buy10.10119.445119.245120.045
22014.12.31 01:35close10.10119.420119.245120.045-2.049997.96
32015.01.06 23:55buy20.10118.432118.232119.032
42015.01.07 01:20close20.10118.545118.232119.0329.5810007.53
52015.01.07 21:00buy30.10119.257119.057119.857
62015.01.07 21:15buy40.10119.256119.056119.856
72015.01.07 21:43s/l30.10119.057119.057119.857-16.809990.73
82015.01.07 21:43s/l40.10119.056119.056119.856-16.809973.93
92015.01.08 23:10buy50.10119.659119.459120.259
102015.01.09 01:35close50.10119.822119.459120.25913.659987.58
112015.01.12 00:00buy60.10118.332118.132118.932
122015.01.12 01:35close60.10118.179118.132118.932-12.959974.63
132015.01.12 20:50buy70.10118.298118.098118.898
142015.01.13 01:35close70.10118.453118.098118.89813.149987.76
152015.01.13 20:50buy80.10117.858117.658118.458
162015.01.13 20:52s/l80.10117.658117.658118.458-17.009970.76
172015.01.13 21:20buy90.10117.660117.460118.260
182015.01.13 21:20buy100.10117.660117.460118.260
192015.01.14 01:00close90.10117.889117.460118.26019.489990.24
202015.01.14 01:00close100.10117.889117.460118.26019.4810009.71
212015.01.15 20:50buy110.10116.434116.234117.034
222015.01.15 22:30close110.10116.390116.234117.034-3.7810005.93
232015.01.15 22:50buy120.10116.404116.204117.004
242015.01.15 23:28s/l120.10116.204116.204117.004-17.219988.72
252015.01.15 23:45buy130.10116.209116.009116.809
262015.01.16 00:11s/l130.10116.009116.009116.809-17.199971.53
272015.01.19 23:05buy140.10117.560117.360118.160
282015.01.20 01:35close140.10117.777117.360118.16018.479990.00
292015.01.20 23:05buy150.10118.695118.495119.295
302015.01.21 01:00close150.10118.669118.495119.295-2.149987.85
312015.01.21 23:35buy160.10117.858117.658118.458
322015.01.22 00:15close160.10117.878117.658118.4581.849989.69
332015.01.26 00:00buy170.10117.516117.316118.116
342015.01.26 01:17close170.10117.520117.316118.1160.349990.03
352015.01.28 23:00buy180.10117.475117.275118.075
362015.01.29 01:00close180.10117.483117.275118.0750.829990.84
372015.02.02 00:00buy190.10116.927116.727117.527
382015.02.02 00:00buy200.10116.927116.727117.527
392015.02.02 01:35close190.10117.178116.727117.52721.4210012.26
402015.02.02 01:35close200.10117.177116.727117.52721.3410033.60
412015.02.02 20:50buy210.10117.146116.946117.746
422015.02.02 21:15buy220.10117.206117.006117.806
432015.02.02 23:15close210.10117.474116.946117.74627.9210061.52
442015.02.02 23:15close220.10117.473117.006117.80622.7310084.25
452015.02.03 20:50buy230.10117.381117.181117.981
462015.02.04 01:10close230.10117.541117.181117.98113.6610097.91
472015.02.04 20:50buy240.10117.418117.218118.018
482015.02.04 21:25buy250.10117.331117.131117.931
492015.02.04 23:04s/l240.10117.218117.218118.018-17.0610080.85
502015.02.04 23:20s/l250.10117.131117.131117.931-17.0710063.78
512015.02.05 23:25buy260.10117.522117.322118.122
522015.02.06 01:35close260.10117.480117.322118.122-3.5310060.25
532015.02.09 00:00buy270.10119.022118.822119.622
542015.02.09 00:00close270.10119.026118.822119.6220.3410060.59
552015.02.09 21:05buy280.10118.565118.365119.165
562015.02.09 21:15buy290.10118.532118.332119.132
572015.02.09 21:48s/l280.10118.365118.365119.165-16.9010043.69
582015.02.09 21:48s/l290.10118.332118.332119.132-16.9110026.78
592015.02.10 21:20buy300.10119.265119.065119.865
602015.02.11 01:00close300.10119.426119.065119.86513.5310040.30
612015.02.11 20:50buy310.10120.173119.973120.773
622015.02.12 01:00close310.10120.295119.973120.77310.2810050.58
632015.02.12 22:30buy320.10118.915118.715119.515
642015.02.13 01:20close320.10118.978118.715119.5155.3510055.92
652015.02.16 00:00buy330.10118.441118.241119.041
662015.02.16 00:02close330.10118.586118.241119.04112.2310068.15
672015.02.17 23:05buy340.10119.279119.079119.879
682015.02.18 01:35close340.10119.206119.079119.879-6.0710062.08
692015.02.18 21:35buy350.10118.630118.430119.230
702015.02.18 21:45buy360.10118.698118.498119.298
712015.02.19 01:00close350.10118.713118.430119.2307.1310069.21
722015.02.19 01:00close360.10118.712118.498119.2981.3210070.52
732015.02.19 23:25buy370.10118.984118.784119.584
742015.02.20 01:35close370.10119.060118.784119.5846.4310076.95
752015.02.23 22:35buy380.10118.862118.662119.462
762015.02.23 22:45buy390.10118.868118.668119.468
772015.02.24 00:55close380.10118.828118.662119.462-2.8110074.14
782015.02.24 00:55close390.10118.829118.668119.468-3.2310070.90
792015.02.24 20:50buy400.10118.840118.640119.440
802015.02.24 20:50buy410.10118.840118.640119.440
812015.02.25 01:20close400.10118.953118.640119.4409.5510080.45
822015.02.25 01:20close410.10118.952118.640119.4409.4710089.91
832015.02.25 22:10buy420.10118.834118.634119.434
842015.02.25 22:25buy430.10118.848118.648119.448
852015.02.26 01:35close420.10118.835118.634119.4340.2210090.13
862015.02.26 01:35close430.10118.834118.648119.448-1.0410089.09
872015.03.05 21:55buy440.10120.120119.920120.720
882015.03.06 01:35close440.10120.128119.920120.7200.7210089.80
892015.03.09 22:10buy450.10121.234121.034121.834
902015.03.10 02:35close450.10121.579121.034121.83428.4310118.23
912015.03.11 22:55buy460.10121.445121.245122.045
922015.03.12 00:50close460.10121.493121.245122.0454.0910122.31
932015.03.12 23:55buy470.10121.267121.067121.867
942015.03.13 00:10buy480.10121.293121.093121.893
952015.03.13 02:15close480.10121.328121.093121.8932.8810125.19
962015.03.13 02:25close470.10121.287121.067121.8671.7010126.89
972015.03.16 00:55buy490.10121.392121.192121.992
982015.03.16 01:25close490.10121.387121.192121.992-0.4110126.48
992015.03.18 22:45buy500.10120.229120.029120.829
1002015.03.18 22:46buy510.10120.193119.993120.793
1012015.03.18 23:00s/l500.10120.029120.029120.829-16.6610109.82
1022015.03.18 23:01buy520.10120.057119.857120.657
1032015.03.18 23:01s/l510.10119.993119.993120.793-16.6710093.15
1042015.03.18 23:02s/l520.10119.857119.857120.657-16.6910076.46
1052015.03.18 23:05buy530.10119.318119.118119.918
1062015.03.18 23:15t/p530.10119.918119.118119.91850.0310126.49
1072015.03.19 23:35buy540.10120.733120.533121.333
1082015.03.20 02:35close540.10120.734120.533121.3330.1310126.62
1092015.03.23 00:00buy550.10119.876119.676120.476
1102015.03.23 00:35buy560.10119.837119.637120.437
1112015.03.23 01:41close550.10120.022119.676120.47612.1610138.78
1122015.03.23 02:35close560.10120.088119.637120.43720.9010159.68
1132015.03.23 23:20buy570.10119.768119.568120.368
1142015.03.23 23:35buy580.10119.717119.517120.317
1152015.03.24 01:50close570.10119.644119.568120.368-10.3110149.36
1162015.03.24 01:50close580.10119.643119.517120.317-6.1410143.22
1172015.03.24 21:50buy590.10119.632119.432120.232
1182015.03.24 23:55close590.10119.714119.432120.2326.8510150.07
1192015.03.25 23:10buy600.10119.423119.223120.023
1202015.03.25 23:20buy610.10119.432119.232120.032
1212015.03.26 01:55close600.10119.466119.223120.0233.7410153.80
1222015.03.26 01:55close610.10119.465119.232120.0322.9010156.70
1232015.03.26 23:10buy620.10119.221119.021119.821
1242015.03.27 01:35close620.10119.236119.021119.8211.3110158.01
1252015.04.02 23:00buy630.10119.757119.557120.357
1262015.04.03 02:35close630.10119.729119.557120.357-2.2910155.71
1272015.04.06 00:20buy640.10118.871118.671119.471
1282015.04.06 00:30buy650.10118.873118.673119.473
1292015.04.06 01:45close640.10118.891118.671119.4711.6810157.39
1302015.04.06 01:45close650.10118.893118.673119.4731.6810159.07
1312015.04.07 22:30buy660.10120.359120.159120.959
1322015.04.08 02:35close660.10120.307120.159120.959-4.2710154.80
1332015.04.08 22:40buy670.10120.105119.905120.705
1342015.04.09 02:35close670.10120.131119.905120.7052.3010157.09
1352015.04.09 23:45buy680.10120.606120.406121.206
1362015.04.09 23:45close680.10120.586120.406121.206-1.6610155.43
1372015.04.10 00:50buy690.10120.575120.375121.175
1382015.04.10 02:35close690.10120.574120.375121.175-0.0810155.35
1392015.04.13 21:50buy700.10120.069119.869120.669
1402015.04.14 02:35close700.10120.087119.869120.6691.5510156.90
1412015.04.15 00:35buy710.10119.389119.189119.989
1422015.04.15 00:55buy720.10119.379119.179119.979
1432015.04.15 02:35close710.10119.429119.189119.9893.3510160.25
1442015.04.15 02:35close720.10119.432119.179119.9794.4410164.69
1452015.04.15 21:50buy730.10118.967118.767119.567
1462015.04.16 00:45buy740.10119.068118.868119.668
1472015.04.16 02:35close730.10119.148118.767119.56715.3310180.02
1482015.04.16 02:35close740.10119.147118.868119.6686.6310186.65
1492015.04.16 21:50buy750.10118.870118.670119.470
1502015.04.16 22:15buy760.10118.904118.704119.504
1512015.04.17 02:10close750.10119.002118.670119.47011.1410197.78
1522015.04.17 02:10close760.10118.998118.704119.5047.9510205.73
1532015.04.20 22:15buy770.10119.306119.106119.906
1542015.04.20 22:15close770.10119.286119.106119.906-1.6810204.05
1552015.04.20 22:55buy780.10119.236119.036119.836
1562015.04.20 23:59buy790.10119.197118.997119.797
1572015.04.21 01:15close790.10119.242118.997119.7973.8210207.86
1582015.04.21 01:20close780.10119.238119.036119.8360.2210208.08
1592015.04.23 21:50buy800.10119.486119.286120.086
1602015.04.23 21:50buy810.10119.486119.286120.086
1612015.04.24 02:20close800.10119.598119.286120.0869.4110217.49
1622015.04.24 02:20close810.10119.599119.286120.0869.5010226.98
1632015.04.27 00:55buy820.10118.899118.699119.499
1642015.04.27 02:35close820.10118.911118.699119.4991.0110227.99
1652015.04.28 00:15buy830.10119.043118.843119.643
1662015.04.28 01:40close830.10119.120118.843119.6436.4610234.45
1672015.04.30 22:10buy840.10119.358119.158119.958
1682015.04.30 22:15buy850.10119.373119.173119.973
1692015.05.01 02:10close840.10119.401119.158119.9583.6510238.10
1702015.05.01 02:10close850.10119.402119.173119.9732.4810240.57
1712015.05.04 00:00buy860.10120.232120.032120.832
1722015.05.04 02:35close860.10120.187120.032120.832-3.7410236.83
1732015.05.05 22:00buy870.10119.860119.660120.460
1742015.05.05 22:40buy880.10119.840119.640120.440
1752015.05.06 02:35close870.10119.919119.660120.4604.9710241.80
1762015.05.06 02:35close880.10119.917119.640120.4406.4710248.26
1772015.05.06 21:50buy890.10119.273119.073119.873
1782015.05.06 21:50buy900.10119.273119.073119.873
1792015.05.07 02:00close890.10119.425119.073119.87312.8710261.13
1802015.05.07 02:00close900.10119.426119.073119.87312.9510274.08
1812015.05.08 00:10buy910.10119.699119.499120.299
1822015.05.08 00:15buy920.10119.704119.504120.304
1832015.05.08 01:40close910.10119.725119.499120.2992.1710276.25
1842015.05.08 01:40close920.10119.722119.504120.3041.5010277.75
1852015.05.11 00:00buy930.10119.670119.470120.270
1862015.05.11 02:25close930.10119.820119.470120.27012.5210290.27
1872015.05.12 22:35buy940.10119.835119.635120.435
1882015.05.12 22:45buy950.10119.845119.645120.445
1892015.05.12 23:55close940.10119.868119.635120.4352.7510293.02
1902015.05.12 23:55close950.10119.867119.645120.4451.8410294.86
1912015.05.13 22:00buy960.10119.109118.909119.709
1922015.05.13 23:35close960.10119.167118.909119.7094.8710299.73
1932015.05.14 23:15buy970.10119.196118.996119.796
1942015.05.15 02:35close970.10119.193118.996119.796-0.2010299.52
1952015.05.21 22:40buy980.10120.991120.791121.591
1962015.05.22 00:05close980.10121.009120.791121.5911.5410301.06
1972015.05.27 22:50buy990.10123.769123.569124.369
1982015.05.27 23:15buy1000.10123.733123.533124.333
1992015.05.28 01:40close1000.10123.706123.533124.333-2.0410299.02
2002015.05.28 01:40close990.10123.707123.569124.369-4.8710294.14
2012015.05.29 00:00buy1010.10123.946123.746124.546
2022015.05.29 00:30buy1020.10123.870123.670124.470
2032015.05.29 01:43s/l1010.10123.746123.746124.546-16.1610277.98
2042015.05.29 02:35close1020.10123.728123.670124.470-11.4810266.50
2052015.06.01 00:40buy1030.10124.093123.893124.693
2062015.06.01 01:45close1030.10124.170123.893124.6936.2010272.70
2072015.06.02 21:50buy1040.10123.962123.762124.562
2082015.06.03 02:00close1040.10124.063123.762124.5628.1910280.89
2092015.06.03 22:15buy1050.10124.363124.163124.963
2102015.06.03 22:40buy1060.10124.297124.097124.897
2112015.06.04 02:35close1050.10124.337124.163124.963-1.9510278.94
2122015.06.04 02:35close1060.10124.338124.097124.8973.4410282.37
2132015.06.04 21:50buy1070.10124.303124.103124.903
2142015.06.05 02:15close1070.10124.415124.103124.9039.0510291.42
2152015.06.08 21:50buy1080.10124.665124.465125.265
2162015.06.08 21:50buy1090.10124.665124.465125.265
2172015.06.08 22:28s/l1080.10124.465124.465125.265-16.0710275.35
2182015.06.08 22:28s/l1090.10124.465124.465125.265-16.0710259.28
2192015.06.08 22:35buy1100.10124.464124.264125.064
2202015.06.08 22:40buy1110.10124.455124.255125.055
2212015.06.09 00:30close1100.10124.511124.264125.0643.8210263.09
2222015.06.09 02:35close1110.10124.606124.255125.05512.1710275.26
2232015.06.10 23:45buy1120.10122.648122.448123.248
2242015.06.11 01:25close1120.10122.746122.448123.2488.1210283.38
2252015.06.11 22:00buy1130.10123.423123.223124.023
2262015.06.11 22:15buy1140.10123.440123.240124.040
2272015.06.12 02:35close1130.10123.551123.223124.02310.4110293.78
2282015.06.12 02:35close1140.10123.550123.240124.0408.9510302.73
2292015.06.15 00:00buy1150.10123.201123.001123.801
2302015.06.15 01:10close1150.10123.332123.001123.80110.6210313.35
2312015.06.17 22:10buy1160.10123.375123.175123.975
2322015.06.17 22:15buy1170.10123.340123.140123.940
2332015.06.18 00:00close1160.10123.396123.175123.9751.8410315.18
2342015.06.18 00:00close1170.10123.388123.140123.9404.0310319.21
2352015.06.18 22:50buy1180.10122.864122.664123.464
2362015.06.19 00:30close1180.10122.929122.664123.4645.3410324.55
2372015.06.23 23:25buy1190.10123.920123.720124.520
2382015.06.23 23:50buy1200.10123.896123.696124.496
2392015.06.24 02:35close1190.10123.874123.720124.520-3.6610320.88
2402015.06.24 02:35close1200.10123.873123.696124.496-1.8110319.07
2412015.06.24 21:50buy1210.10123.821123.621124.421
2422015.06.24 22:40buy1220.10123.882123.682124.482
2432015.06.25 02:00close1210.10123.856123.621124.4212.9710322.04
2442015.06.25 02:00close1220.10123.857123.682124.482-1.8810320.15
2452015.06.29 00:00buy1230.10122.644122.444123.244
2462015.06.29 00:00buy1240.10122.644122.444123.244
2472015.06.29 01:01s/l1230.10122.444122.444123.244-16.3310303.82
2482015.06.29 01:01s/l1240.10122.444122.444123.244-16.3310287.49
2492015.06.29 21:50buy1250.10122.530122.330123.130
2502015.06.30 02:00close1250.10122.543122.330123.1301.1110288.60
2512015.07.03 00:00buy1260.10123.048122.848123.648
2522015.07.03 02:35close1260.10123.081122.848123.6482.6810291.28
2532015.07.06 00:00buy1270.10121.886121.686122.486
2542015.07.06 00:00buy1280.10121.886121.686122.486
2552015.07.06 01:00close1270.10121.890121.686122.4860.3310291.61
2562015.07.06 01:00close1280.10121.888121.686122.4860.1610291.77
2572015.07.06 21:50buy1290.10122.434122.234123.034
2582015.07.06 21:50buy1300.10122.434122.234123.034
2592015.07.06 23:40close1290.10122.527122.234123.0347.5910299.36
2602015.07.06 23:40close1300.10122.528122.234123.0347.6710307.03
2612015.07.09 22:15buy1310.10121.340121.140121.940
2622015.07.10 02:25close1310.10121.696121.140121.94029.3010336.32
2632015.07.13 00:00buy1320.10122.181121.981122.781
2642015.07.13 00:00buy1330.10122.181121.981122.781
2652015.07.13 01:00close1320.10122.678121.981122.78140.5110376.83
2662015.07.13 01:00close1330.10122.677121.981122.78140.4310417.26
2672015.07.13 22:50buy1340.10123.415123.215124.015
2682015.07.14 01:05close1340.10123.441123.215124.0152.1610419.42
2692015.07.15 21:50buy1350.10123.689123.489124.289
2702015.07.16 00:45buy1360.10123.783123.583124.383
2712015.07.16 02:35close1350.10123.903123.489124.28917.4110436.83
2722015.07.16 02:35close1360.10123.905123.583124.3839.8510446.68
2732015.07.20 00:25buy1370.10124.059123.859124.659
2742015.07.20 01:10close1370.10124.078123.859124.6591.5310448.21
2752015.07.21 23:45buy1380.10123.872123.672124.472
2762015.07.22 00:05buy1390.10123.871123.671124.471
2772015.07.22 02:35close1380.10123.843123.672124.472-2.2910445.91
2782015.07.22 02:35close1390.10123.842123.671124.471-2.3410443.57
2792015.07.22 22:30buy1400.10124.043123.843124.643
2802015.07.22 23:00buy1410.10124.026123.826124.626
2812015.07.23 02:35close1400.10124.035123.843124.643-0.5010443.07
2822015.07.23 02:35close1410.10124.034123.826124.6260.7810443.85
2832015.07.23 22:20buy1420.10123.778123.578124.378
2842015.07.24 02:15close1420.10123.870123.578124.3787.4810451.32
2852015.07.27 00:36buy1430.10123.748123.548124.348
2862015.07.27 00:45buy1440.10123.743123.543124.343
2872015.07.27 02:10close1440.10123.791123.543124.3433.8810455.20
2882015.07.27 02:20close1430.10123.781123.548124.3482.6710457.87
2892015.07.28 23:10buy1450.10123.563123.363124.163
2902015.07.28 23:30buy1460.10123.563123.363124.163
2912015.07.29 02:35close1450.10123.565123.363124.1630.2110458.08
2922015.07.29 02:35close1460.10123.564123.363124.1630.1310458.20
2932015.07.30 22:10buy1470.10124.166123.966124.766
2942015.07.30 22:15buy1480.10124.127123.927124.727
2952015.07.31 01:15close1470.10124.174123.966124.7660.6910458.89
2962015.07.31 01:15close1480.10124.173123.927124.7273.7510462.63
2972015.08.06 22:25buy1490.10124.691124.491125.291
2982015.08.06 22:45buy1500.10124.711124.511125.311
2992015.08.07 00:05close1490.10124.705124.491125.2911.1710463.80
3002015.08.07 00:05close1500.10124.708124.511125.311-0.1910463.61
3012015.08.10 00:00buy1510.10124.163123.963124.763
3022015.08.10 02:35close1510.10124.295123.963124.76310.6210474.23
3032015.08.10 23:20buy1520.10124.590124.390125.190
3042015.08.11 02:35close1520.10124.538124.390125.190-4.1310470.09
3052015.08.13 23:10buy1530.10124.411124.211125.011
3062015.08.14 02:35close1530.10124.388124.211125.011-1.8010468.29