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Strategy Tester Report
Nekoboo_core2_103_258C11C8
LandFX-Live (Build 890)

通貨ペアUSDJPY (US Dollar vs Japanese Yen)
期間5分足(M5) 2015.04.19 17:05 - 2015.09.25 16:55 (2015.04.19 - 2015.09.27)
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=11111; COMMENT=""; Max_Spread=2; Lots=0.1; Slippage=3; SLpips=90; TPpips=0; SummerTime_Partition=""; autoGMT=false; GMTOFF=-4; WGMTOFF=-5; SummerTimeType=2; DayTrade_Partition=""; Ver1_StartTime="2:00"; Ver1_EndTime="8:30"; Ver1_StartTimeW="2:00"; Ver1_EndTimeW="8:30"; F_Stop_Partition=""; Ver2_StartTime="3:00"; Ver2_EndTime="3:20"; Ver3_StartTime="4:00"; Ver3_EndTime="4:20"; Weekend_Stop_Partition=""; Weekend_Stop=true; Stop_Day_Of_Week=6; Stop_Hours=2; _Partition="----"; TrailingStop=true; TSPoint=9; logic2_Partition=""; MAGIC2=22222; COMMENT2="morning"; Lots2=0.1; SLpips2=50; TPpips2=10; Ver_StartTime="06:00"; Ver_EndTime="10:00";
テストバー数33095モデルティック数11615448モデリング品質n/a
不整合チャートエラー142
初期証拠金10000.00スプレッド20
総損益-83.92総利益421.18総損失-505.10
プロフィットファクター0.83期待利得-0.88
絶対ドローダウン97.23最大ドローダウン205.63 (2.03%)相対ドローダウン2.03% (205.63)
総取引数95ショートポジション(勝率%)47 (61.70%)ロングポジション(勝率%)48 (62.50%)
勝率(%)59 (62.11%)負率 (%)36 (37.89%)
最大勝トレード26.65負トレード-75.70
平均勝トレード7.14負トレード-14.03
最大連勝(金額)8 (50.79)連敗(金額)4 (-41.48)
最大化連勝(トレード数)61.10 (4)連敗(トレード数)-97.68 (2)
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
12015.04.19 17:10sell10.10118.954119.454118.854
22015.04.19 18:08t/p10.10118.854119.454118.8548.4110008.41
32015.04.23 17:30sell20.10119.578120.078119.478
42015.04.23 20:25close20.10119.555120.078119.4781.9210010.33
52015.04.26 18:25sell30.10118.947119.447118.847
62015.04.26 20:07t/p30.10118.847119.447118.8478.4110018.74
72015.04.30 17:05buy40.10119.394118.894119.494
82015.04.30 18:15close40.10119.483118.894119.4947.4510026.19
92015.05.05 18:15sell50.10119.888120.388119.788
102015.05.05 21:00close50.10119.980120.388119.788-7.6710018.52
112015.05.07 17:05buy60.10119.689119.189119.789
122015.05.07 20:30close60.10119.770119.189119.7896.7610025.28
132015.05.10 18:05sell70.10119.764120.264119.664
142015.05.10 20:05close70.10119.745120.264119.6641.5910026.87
152015.05.11 17:05buy80.10120.095119.595120.195
162015.05.11 19:30close80.10120.157119.595120.1955.1610032.03
172015.05.17 18:25sell90.10119.403119.903119.303
182015.05.17 19:55close90.10119.347119.903119.3034.6910036.72
192015.05.21 16:55sell100.10121.072121.9720.000
202015.05.21 17:50sell110.10121.064121.564120.964
212015.05.21 20:45close110.10121.010121.564120.9644.4610041.18
222015.05.21 20:50close100.10121.003121.9720.0005.7010046.88
232015.05.25 17:10buy120.10121.500121.000121.600
242015.05.25 18:05close120.10121.594121.000121.6007.7310054.61
252015.05.25 18:05sell130.10121.594122.094121.494
262015.05.25 21:00close130.10121.727122.094121.494-10.9310043.68
272015.05.26 13:10buy140.10122.888121.9880.000
282015.05.26 14:20modify140.10122.888122.9320.000
292015.05.26 14:25modify140.10122.888122.9370.000
302015.05.26 14:30modify140.10122.888122.9440.000
312015.05.26 14:45modify140.10122.888122.9650.000
322015.05.26 15:05modify140.10122.888122.9710.000
332015.05.26 15:10modify140.10122.888122.9740.000
342015.05.26 15:15modify140.10122.888122.9750.000
352015.05.26 15:55modify140.10122.888122.9900.000
362015.05.26 16:00modify140.10122.888123.0000.000
372015.05.26 16:05close140.10123.121123.0000.00018.9210062.60
382015.05.26 18:05buy150.10123.046122.546123.146
392015.05.26 19:05buy160.10123.018122.1180.000
402015.05.26 21:00close150.10123.017122.546123.146-2.3610060.24
412015.05.26 21:05modify160.10123.018123.0240.000
422015.05.26 21:10close160.10123.195123.0240.00014.3710074.61
432015.05.27 16:05buy170.10123.768122.8680.000
442015.05.27 19:35close170.10123.760122.8680.000-0.6510073.96
452015.06.01 18:00buy180.10124.768124.268124.868
462015.06.01 19:05close180.10124.823124.268124.8684.4110078.37
472015.06.02 15:10sell190.10124.061124.9610.000
482015.06.02 18:20sell200.10124.120124.620124.020
492015.06.02 19:05close200.10124.052124.620124.0205.4810083.85
502015.06.02 19:40close190.10123.999124.9610.0005.0010088.85
512015.06.03 15:35buy210.10124.300123.4000.000
522015.06.03 18:20buy220.10124.245123.745124.345
532015.06.03 18:40close220.10124.314123.745124.3455.5510094.40
542015.06.03 19:20close210.10124.338123.4000.0003.0610097.46
552015.06.04 13:25buy230.10124.445123.5450.000
562015.06.04 17:45close230.10124.429123.5450.000-1.2910096.17
572015.06.08 18:50sell240.10124.586125.086124.486
582015.06.08 21:00close240.10124.624125.086124.486-3.0510093.12
592015.06.09 13:50sell250.10124.411125.3110.000
602015.06.09 16:40modify250.10124.411124.4030.000
612015.06.09 17:10modify250.10124.411124.3860.000
622015.06.09 18:19s/l250.10124.386124.3860.0002.0110095.13
632015.06.10 18:00sell260.10122.734123.234122.634
642015.06.10 18:15sell270.10122.776123.6760.000
652015.06.10 21:00close260.10123.039123.234122.634-24.7910070.34
662015.06.11 05:02s/l270.10123.676123.6760.000-72.899997.45
672015.06.11 14:45buy280.10123.480122.5800.000
682015.06.11 18:45close280.10123.557122.5800.0006.2310003.68
692015.06.16 17:40sell290.10123.382123.882123.282
702015.06.16 21:00close290.10123.438123.882123.282-4.549999.14
712015.06.17 18:50sell300.10123.512124.4120.000
722015.06.17 18:50sell310.10123.512124.012123.412
732015.06.17 20:45close310.10123.426124.012123.4126.9710006.11
742015.06.17 20:50close300.10123.391124.4120.0009.8110015.92
752015.06.18 19:25sell320.10123.018123.9180.000
762015.06.18 21:00close320.10122.894123.9180.00010.0910026.01
772015.06.21 17:10sell330.10122.890123.7900.000
782015.06.21 17:10sell340.10122.890123.390122.790
792015.06.21 18:36t/p340.10122.790123.390122.7908.1410034.15
802015.06.21 19:10close330.10122.735123.7900.00012.6310046.78
812015.06.24 18:05sell350.10123.926124.426123.826
822015.06.24 21:00close350.10123.877124.426123.8263.9610050.74
832015.06.28 17:10buy360.10122.681122.181122.781
842015.06.28 18:02s/l360.10122.181122.181122.781-40.9210009.82
852015.07.06 13:20buy370.10122.471121.5710.000
862015.07.06 16:15close370.10122.521121.5710.0004.0810013.90
872015.07.07 13:30sell380.10122.416123.3160.000
882015.07.07 17:25close380.10122.434123.3160.000-1.4710012.43
892015.07.07 17:25buy390.10122.434121.934122.534
902015.07.07 19:10close390.10122.525121.934122.5347.4310019.86
912015.07.09 16:40buy400.10121.236120.3360.000
922015.07.09 17:55modify400.10121.236121.3060.000
932015.07.09 18:00close400.10121.465121.3060.00018.8510038.71
942015.07.12 17:05buy410.10122.262121.762122.362
952015.07.12 17:07t/p410.10122.362121.762122.3628.1710046.88
962015.07.12 17:10buy420.10122.392121.4920.000
972015.07.12 18:10modify420.10122.392122.5650.000
982015.07.12 18:15modify420.10122.392122.5960.000
992015.07.12 18:20close420.10122.719122.5960.00026.6510073.53
1002015.07.12 18:55buy430.10122.530122.030122.630
1012015.07.12 19:05buy440.10122.452121.5520.000
1022015.07.12 21:00close430.10122.506122.030122.630-1.9610071.57
1032015.07.12 23:00close440.10122.610121.5520.00012.8910084.46
1042015.07.15 14:45buy450.10123.717122.8170.000
1052015.07.15 18:10modify450.10123.717123.7170.000
1062015.07.15 18:15close450.10123.811123.7170.0007.5910092.05
1072015.07.19 17:50sell460.10124.107125.0070.000
1082015.07.19 17:50sell470.10124.107124.607124.007
1092015.07.19 21:00close470.10124.118124.607124.007-0.8910091.16
1102015.07.20 02:15close460.10124.137125.0070.000-2.4610088.70
1112015.07.21 15:15sell480.10123.944124.8440.000
1122015.07.21 16:35close480.10123.863124.8440.0006.5410095.24
1132015.07.22 15:25buy490.10124.032123.1320.000
1142015.07.22 17:35buy500.10123.955123.455124.055
1152015.07.22 19:05close500.10123.977123.455124.0551.7710097.01
1162015.07.22 19:30close490.10124.020123.1320.000-0.9710096.04
1172015.07.23 16:25sell510.10123.847124.7470.000
1182015.07.23 17:30sell520.10123.872124.372123.772
1192015.07.23 21:00close520.10123.991124.372123.772-9.6010086.44
1202015.07.23 23:35close510.10123.877124.7470.000-2.4210084.02
1212015.07.26 18:20sell530.10123.807124.307123.707
1222015.07.26 20:05close530.10123.754124.307123.7074.2810088.30
1232015.07.27 15:25sell540.10123.271124.1710.000
1242015.07.27 18:55sell550.10123.257123.757123.157
1252015.07.27 20:25close550.10123.252123.757123.1570.4110088.71
1262015.07.27 20:30close540.10123.191124.1710.0006.4910095.20
1272015.07.30 15:00buy560.10124.252123.3520.000
1282015.07.30 17:55close560.10124.199123.3520.000-4.2710090.93
1292015.08.02 18:15sell570.10123.980124.8800.000
1302015.08.02 18:15sell580.10123.980124.480123.880
1312015.08.02 21:00close580.10124.037124.480123.880-4.6010086.33
1322015.08.02 21:10close570.10123.957124.8800.0001.8610088.19
1332015.08.03 15:30sell590.10123.977124.8770.000
1342015.08.03 18:30close590.10123.979124.8770.000-0.1610088.03
1352015.08.04 19:15buy600.10124.305123.4050.000
1362015.08.04 21:40close600.10124.381123.4050.0006.1110094.14
1372015.08.05 18:45buy610.10124.832124.332124.932
1382015.08.05 19:05buy620.10124.801123.9010.000
1392015.08.05 21:00close610.10124.803124.332124.932-2.3210091.82
1402015.08.06 01:00close620.10124.787123.9010.000-1.2010090.61
1412015.08.06 13:20sell630.10124.722125.6220.000
1422015.08.06 19:05close630.10124.709125.6220.0001.0410091.65
1432015.08.09 18:05sell640.10124.263125.1630.000
1442015.08.09 18:05sell650.10124.263124.763124.163
1452015.08.09 21:00close650.10124.405124.763124.163-11.4110080.24
1462015.08.10 07:35close640.10124.637125.1630.000-30.0510050.19
1472015.08.10 13:25buy660.10124.469123.5690.000
1482015.08.10 13:55modify660.10124.469124.4830.000
1492015.08.10 14:20modify660.10124.469124.4900.000
1502015.08.10 14:25modify660.10124.469124.5130.000
1512015.08.10 14:35modify660.10124.469124.5280.000
1522015.08.10 15:30modify660.10124.469124.5340.000
1532015.08.10 18:35buy670.10124.570124.070124.670
1542015.08.10 18:46s/l660.10124.534124.5340.0005.2210055.41
1552015.08.10 19:55close670.10124.593124.070124.6701.8510057.26
1562015.08.11 18:10buy680.10125.088124.588125.188
1572015.08.11 19:05buy690.10125.065124.1650.000
1582015.08.11 19:55close680.10125.112124.588125.1881.9210059.18
1592015.08.11 21:20close690.10125.168124.1650.0008.2310067.41
1602015.08.12 14:40sell700.10124.219125.1190.000
1612015.08.12 21:30close700.10124.104125.1190.0009.2710076.68
1622015.08.13 16:15buy710.10124.366123.4660.000
1632015.08.13 21:20close710.10124.478123.4660.0009.0010085.68
1642015.08.19 18:55sell720.10123.913124.413123.813
1652015.08.19 20:20close720.10123.849124.413123.8135.1710090.85
1662015.08.20 19:15sell730.10123.466124.3660.000
1672015.08.20 21:35modify730.10123.466123.4400.000
1682015.08.20 21:40close730.10123.341123.4400.00010.1310100.98
1692015.08.25 13:25buy740.10119.787118.8870.000
1702015.08.25 15:48s/l740.10118.887118.8870.000-75.7010025.28
1712015.08.27 14:20buy750.10120.825119.9250.000
1722015.08.27 15:45modify750.10120.825120.8870.000
1732015.08.27 15:50modify750.10120.825120.9080.000
1742015.08.27 16:00modify750.10120.825120.9170.000
1752015.08.27 16:05modify750.10120.825120.9760.000
1762015.08.27 16:13s/l750.10120.976120.9760.00012.4810037.76
1772015.08.30 18:35buy760.10121.375120.875121.475
1782015.08.30 18:40buy770.10121.245120.3450.000
1792015.08.30 21:00close760.10121.168120.875121.475-17.0810020.68
1802015.08.31 02:05close770.10121.167120.3450.000-6.4710014.21
1812015.09.03 17:15sell780.10120.096120.596119.996
1822015.09.03 19:55close780.10120.030120.596119.9965.5010019.71
1832015.09.06 18:20sell790.10119.053119.9530.000
1842015.09.06 18:20sell800.10119.053119.553118.953
1852015.09.06 20:28t/p800.10118.953119.553118.9538.4110028.12
1862015.09.06 20:35close790.10118.885119.9530.00014.1310042.25
1872015.09.07 15:30buy810.10119.349118.4490.000
1882015.09.07 19:15close810.10119.330118.4490.000-1.5910040.66
1892015.09.09 15:35buy820.10120.539119.6390.000
1902015.09.09 17:20buy830.10120.502120.002120.602
1912015.09.09 21:00close830.10120.247120.002120.602-21.2110019.45
1922015.09.09 22:10close820.10120.373119.6390.000-13.7910005.66
1932015.09.13 18:05sell840.10120.595121.4950.000
1942015.09.13 18:05sell850.10120.595121.095120.495
1952015.09.13 21:00close850.10120.654121.095120.495-4.8910000.77
1962015.09.13 22:05close840.10120.558121.4950.0003.0710003.84
1972015.09.14 13:40sell860.10120.078120.9780.000
1982015.09.14 17:40sell870.10120.195120.695120.095
1992015.09.14 21:00close870.10120.623120.695120.095-35.489968.36
2002015.09.14 22:35close860.10120.356120.9780.000-23.109945.26
2012015.09.15 18:35buy880.10120.379119.879120.479
2022015.09.15 19:35close880.10120.444119.879120.4795.409950.66
2032015.09.16 18:55buy890.10120.570120.070120.670
2042015.09.16 19:25buy900.10120.530119.6300.000
2052015.09.16 20:05close900.10120.636119.6300.0008.799959.45
2062015.09.16 20:05close890.10120.636120.070120.6705.479964.92
2072015.09.17 13:35buy910.10120.873119.9730.000
2082015.09.17 14:05close910.10120.291119.9730.000-48.389916.54
2092015.09.20 18:50buy920.10119.971119.471120.071
2102015.09.20 19:43t/p920.10120.071119.471120.0718.339924.87
2112015.09.21 18:55buy930.10120.510119.6100.000
2122015.09.21 18:55buy940.10120.510120.010120.610
2132015.09.21 21:00close940.10120.431120.010120.610-6.569918.31
2142015.09.21 23:30close930.10120.414119.6100.000-7.979910.34
2152015.09.23 18:00buy950.10120.215119.715120.315
2162015.09.23 19:10close950.10120.284119.715120.3155.749916.08