損切り検証結果
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 |
最新の記事はこちらから