固定ロット:10pipsから100pipsで 10pips毎で検証
Pass | Result | Profit | Expected Payoff | Profit Factor | Recovery Factor | Sharpe Ratio | Custom | Equity DD % | Trades | StopLoss_Gen |
7 | 1392.60 | 392.60 | 2.29591 | 1.23358 | 0.72974 | 2.96054 | 0 | 47.05 | 171 | 800 |
4 | 1337.70 | 337.70 | 1.87611 | 1.19840 | 0.85299 | 4.02018 | 0 | 33.74 | 180 | 500 |
5 | 1330.60 | 330.60 | 1.85730 | 1.18966 | 0.82321 | 3.49825 | 0 | 34.52 | 178 | 600 |
6 | 1308.50 | 308.50 | 1.77299 | 1.17596 | 0.67817 | 2.98218 | 0 | 39.23 | 174 | 700 |
9 | 1283.10 | 283.10 | 1.66529 | 1.15715 | 0.45123 | 1.87356 | 0 | 55.85 | 170 | 1000 |
3 | 1224.30 | 224.30 | 1.19947 | 1.12708 | 0.75931 | 3.23819 | 0 | 25.16 | 187 | 400 |
8 | 1179.60 | 179.60 | 1.05029 | 1.09497 | 0.22990 | 1.09173 | 0 | 68.93 | 171 | 900 |
2 | 1104.30 | 104.30 | 0.55185 | 1.06062 | 0.38388 | 1.98940 | 0 | 23.45 | 189 | 300 |
1 | 645.50 | -354.50 | -1.86579 | 0.79449 | -0.63236 | -5.00000 | 0 | 53.02 | 190 | 200 |
0 | 473.00 | -527.00 | -2.83333 | 0.59144 | -0.95801 | -5.00000 | 0 | 55.01 | 186 | 100 |
MAクロス検証1 MAの期間10から100で10ずつ増やす
Pass | Result | Profit | Expected Payoff | Profit Factor | Recovery Factor | Sharpe Ratio | Custom | Equity DD % | Trades | MA_PeriodForSL |
8 | 1336.20 | 336.20 | 1.73299 | 1.21047 | 1.14237 | 5.08426 | 0 | 24.18 | 194 | 90 |
7 | 1306.50 | 306.50 | 1.57990 | 1.18338 | 1.02201 | 4.64294 | 0 | 23.84 | 194 | 80 |
5 | 1289.40 | 289.40 | 1.48410 | 1.17072 | 1.20886 | 4.42859 | 0 | 20.00 | 195 | 60 |
9 | 1254.40 | 254.40 | 1.31134 | 1.15980 | 0.87664 | 3.97314 | 0 | 24.23 | 194 | 100 |
6 | 1207.90 | 207.90 | 1.06615 | 1.11692 | 0.86553 | 3.14651 | 0 | 20.47 | 195 | 70 |
4 | 1110.60 | 110.60 | 0.56718 | 1.06181 | 0.31564 | 1.80066 | 0 | 30.02 | 195 | 50 |
3 | 1082.20 | 82.20 | 0.42154 | 1.04666 | 0.21197 | 1.43759 | 0 | 33.10 | 195 | 40 |
2 | 769.30 | -230.70 | -1.18308 | 0.87702 | -0.46076 | -4.71794 | 0 | 43.25 | 195 | 30 |
1 | 687.00 | -313.00 | -1.62176 | 0.82213 | -0.50615 | -5.00000 | 0 | 53.05 | 193 | 20 |
0 | 621.10 | -378.90 | -1.96321 | 0.74275 | -0.65701 | -5.00000 | 0 | 51.47 | 193 | 10 |
MAクロス検証2 MAの期間50から100で5ずつ増やす
Pass | Result | Profit | Expected Payoff | Profit Factor | Recovery Factor | Sharpe Ratio | Custom | Equity DD % | Trades | MA_PeriodForSL |
8 | 1336.20 | 336.20 | 1.73299 | 1.21047 | 1.14237 | 5.08426 | 0 | 24.18 | 194 | 90 |
9 | 1320.70 | 320.70 | 1.65309 | 1.20348 | 1.09942 | 4.94851 | 0 | 23.98 | 194 | 95 |
7 | 1313.80 | 313.80 | 1.62591 | 1.19212 | 1.06265 | 4.84681 | 0 | 23.66 | 193 | 85 |
5 | 1307.00 | 307.00 | 1.58247 | 1.18169 | 1.31534 | 4.52721 | 0 | 19.09 | 194 | 75 |
6 | 1306.50 | 306.50 | 1.57990 | 1.18338 | 1.02201 | 4.64294 | 0 | 23.84 | 194 | 80 |
2 | 1289.40 | 289.40 | 1.48410 | 1.17072 | 1.20886 | 4.42859 | 0 | 20.00 | 195 | 60 |
10 | 1254.40 | 254.40 | 1.31134 | 1.15980 | 0.87664 | 3.97314 | 0 | 24.23 | 194 | 100 |
3 | 1224.10 | 224.10 | 1.14923 | 1.12718 | 0.91882 | 3.42181 | 0 | 20.75 | 195 | 65 |
4 | 1207.90 | 207.90 | 1.06615 | 1.11692 | 0.86553 | 3.14651 | 0 | 20.47 | 195 | 70 |
1 | 1167.60 | 167.60 | 0.85949 | 1.09470 | 0.51458 | 2.66429 | 0 | 27.69 | 195 | 55 |
0 | 1110.60 | 110.60 | 0.56718 | 1.06181 | 0.31564 | 1.80066 | 0 | 30.02 | 195 | 50 |
MAクロス検証3 MAの期間60から90の間でMAの種類も追加
Pass | Result | Profit | Expected Payoff | Profit Factor | Recovery Factor | Sharpe Ratio | Custom | Equity DD % | Trades | MA_MethodForSL | MA_PeriodForSL |
24 | 1336.20 | 336.20 | 1.73299 | 1.21047 | 1.14237 | 5.08426 | 0 | 24.18 | 194 | SMA | 90 |
20 | 1313.80 | 313.80 | 1.62591 | 1.19212 | 1.06265 | 4.84681 | 0 | 23.66 | 193 | SMA | 85 |
12 | 1307.00 | 307.00 | 1.58247 | 1.18169 | 1.31534 | 4.52721 | 0 | 19.09 | 194 | SMA | 75 |
16 | 1306.50 | 306.50 | 1.57990 | 1.18338 | 1.02201 | 4.64294 | 0 | 23.84 | 194 | SMA | 80 |
0 | 1289.40 | 289.40 | 1.48410 | 1.17072 | 1.20886 | 4.42859 | 0 | 20.00 | 195 | SMA | 60 |
4 | 1224.10 | 224.10 | 1.14923 | 1.12718 | 0.91882 | 3.42181 | 0 | 20.75 | 195 | SMA | 65 |
8 | 1207.90 | 207.90 | 1.06615 | 1.11692 | 0.86553 | 3.14651 | 0 | 20.47 | 195 | SMA | 70 |
25 | 1106.70 | 106.70 | 0.55000 | 1.06428 | 0.35484 | 1.89185 | 0 | 26.21 | 194 | EMA | 90 |
18 | 1088.60 | 88.60 | 0.45907 | 1.05809 | 0.31700 | 1.68222 | 0 | 22.59 | 193 | SMMA | 80 |
22 | 1079.30 | 79.30 | 0.41088 | 1.05204 | 0.28021 | 1.50808 | 0 | 23.10 | 193 | SMMA | 85 |
23 | 1077.50 | 77.50 | 0.39744 | 1.04265 | 0.21462 | 1.26789 | 0 | 30.93 | 195 | LWMA | 85 |
パラボリックSAR検証 時間足1分足から1時間足
Pass | Result | Profit | Expected Payoff | Profit Factor | Recovery Factor | Sharpe Ratio | Custom | Equity DD % | Trades | tf_GenForSL |
10 | 1685.00 | 685.00 | 3.74317 | 1.56856 | 2.64683 | 8.69128 | 0 | 15.06 | 183 | 30 |
9 | 1409.60 | 409.60 | 2.20215 | 1.26356 | 1.43117 | 4.96900 | 0 | 22.87 | 186 | 20 |
8 | 1266.40 | 266.40 | 1.40211 | 1.15801 | 0.86214 | 3.81203 | 0 | 25.72 | 190 | 15 |
6 | 1087.80 | 87.80 | 0.46211 | 1.05416 | 0.23075 | 1.66876 | 0 | 31.89 | 190 | 10 |
7 | 1070.10 | 70.10 | 0.36895 | 1.04041 | 0.19658 | 1.13313 | 0 | 30.29 | 190 | 12 |
11 | 980.80 | -19.20 | -0.10787 | 0.98555 | -0.04610 | -0.26253 | 0 | 34.32 | 178 | 1 Hour |
5 | 716.40 | -283.60 | -1.47708 | 0.82760 | -0.52373 | -5.00000 | 0 | 48.40 | 192 | 6 |
4 | 647.20 | -352.80 | -1.85684 | 0.77916 | -0.64251 | -5.00000 | 0 | 49.23 | 190 | 5 |
2 | 555.40 | -444.60 | -2.37754 | 0.67614 | -0.70093 | -5.00000 | 0 | 57.29 | 187 | 3 |
3 | 532.70 | -467.30 | -2.45947 | 0.70262 | -0.74269 | -5.00000 | 0 | 56.23 | 190 | 4 |
スパンモデル検証 時間足1分足から1時間足
Pass | Result | Profit | Expected Payoff | Profit Factor | Recovery Factor | Sharpe Ratio | Custom | Equity DD % | Trades | tf_GenForSL |
5 | 1552.90 | 552.90 | 2.91000 | 1.34401 | 1.57119 | 5.70706 | 0 | 29.69 | 190 | 6 |
4 | 1521.40 | 521.40 | 2.71563 | 1.31937 | 1.48083 | 5.65600 | 0 | 30.02 | 192 | 5 |
11 | 1448.50 | 448.50 | 2.42432 | 1.44583 | 1.45146 | 5.29483 | 0 | 20.99 | 185 | 1 Hour |
6 | 1266.00 | 266.00 | 1.44565 | 1.16536 | 0.66517 | 2.93418 | 0 | 35.92 | 184 | 10 |
10 | 1167.70 | 167.70 | 0.90649 | 1.12000 | 0.38650 | 2.03003 | 0 | 30.08 | 185 | 30 |
7 | 1162.20 | 162.20 | 0.88634 | 1.09668 | 0.38748 | 1.85020 | 0 | 36.23 | 183 | 12 |
3 | 1146.60 | 146.60 | 0.76354 | 1.07932 | 0.36269 | 1.97688 | 0 | 33.71 | 192 | 4 |
9 | 1018.30 | 18.30 | 0.10111 | 1.01135 | 0.03744 | 0.22189 | 0 | 41.25 | 181 | 20 |
2 | 1001.10 | 1.10 | 0.00573 | 1.00058 | 0.00246 | 0.01635 | 0 | 38.26 | 192 | 3 |
1 | 996.60 | -3.40 | -0.01771 | 0.99805 | -0.00798 | -0.06261 | 0 | 35.75 | 192 | 2 |