Strategy Tester Report
Nakane-trade1.0
AxioryAsia-02Demo (Build 1260)
| 通貨ペア | USDJPY (US Dollar vs Japanese Yen) |
| 期間 | 1分足(M1) 2019.11.04 23:00 - 2020.01.28 23:59 (2019.11.04 - 2020.01.28) |
| 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 | Note0=""; magicnum=1118; Lots=1; Slippage=3; SpreadPips=30; Note2=""; Monday=true;
Tuesday=true;
Wednesday=true;
Thursday=true;
Friday=true;
Note3=""; START_HOUR=9; START_MINUTE=55; START_SECOND=0; END_HOUR=9; END_MINUTE=59; END_SECOND=30; server_time=9; |
|
| テストバー数 | 85266 | モデルティック数 | 3406001 | モデリング品質 | 99.90% |
| 不整合チャートエラー | 0 | | | | |
|
| 初期証拠金 | 10000.00 | | | スプレッド | 2 |
| 純益 | 160.72 | 総利益 | 501.69 | 総損失 | -340.97 |
| プロフィットファクタ | 1.47 | 期待利得 | 2.72 | | |
| 絶対ドローダウン | 5.52 | 最大ドローダウン | 120.28 (1.18%) | 相対ドローダウン | 1.18% (120.28) |
|
| 総取引数 | 59 | 売りポジション(勝率%) | 59 (52.54%) | 買いポジション(勝率%) | 0 (0.00%) |
| 勝率(%) | 31 (52.54%) | 負率 (%) | 28 (47.46%) |
| 最大 | 勝トレード | 59.96 | 敗トレード | -61.18 |
| 平均 | 勝トレード | 16.18 | 敗トレード | -12.18 |
| 最大 | 連勝(金額) | 5 (108.24) | 連敗(金額) | 3 (-50.24) |
| 最大 | 連勝(トレード数) | 108.24 (5) | 連敗(トレード数) | -61.18 (1) |
| 平均 | 連勝 | 2 | 連敗 | 2 |
| # | 時間 | 取引種別 | 注文番号 | 数量 | 価格 | 決済逆指値(S/L) | 決済指値(T/P) | 損益 | 残高 |
| 1 | 2019.11.05 00:55 | sell | 1 | 1.00 | 108.762 | 0.000 | 0.000 | |
| 2 | 2019.11.05 00:59 | close | 1 | 1.00 | 108.733 | 0.000 | 0.000 | 26.67 | 10026.67 |
| 3 | 2019.11.06 00:55 | sell | 2 | 1.00 | 109.086 | 0.000 | 0.000 | |
| 4 | 2019.11.06 00:59 | close | 2 | 1.00 | 109.068 | 0.000 | 0.000 | 16.50 | 10043.17 |
| 5 | 2019.11.07 00:55 | sell | 3 | 1.00 | 108.900 | 0.000 | 0.000 | |
| 6 | 2019.11.07 00:59 | close | 3 | 1.00 | 108.876 | 0.000 | 0.000 | 22.04 | 10065.21 |
| 7 | 2019.11.08 00:55 | sell | 4 | 1.00 | 109.342 | 0.000 | 0.000 | |
| 8 | 2019.11.08 00:59 | close | 4 | 1.00 | 109.324 | 0.000 | 0.000 | 16.46 | 10081.67 |
| 9 | 2019.11.11 00:55 | sell | 5 | 1.00 | 109.157 | 0.000 | 0.000 | |
| 10 | 2019.11.11 00:59 | close | 5 | 1.00 | 109.128 | 0.000 | 0.000 | 26.57 | 10108.24 |
| 11 | 2019.11.12 00:55 | sell | 6 | 1.00 | 109.160 | 0.000 | 0.000 | |
| 12 | 2019.11.12 00:59 | close | 6 | 1.00 | 109.165 | 0.000 | 0.000 | -4.58 | 10103.66 |
| 13 | 2019.11.13 00:55 | sell | 7 | 1.00 | 108.905 | 0.000 | 0.000 | |
| 14 | 2019.11.13 00:59 | close | 7 | 1.00 | 108.920 | 0.000 | 0.000 | -13.77 | 10089.89 |
| 15 | 2019.11.14 00:55 | sell | 8 | 1.00 | 108.768 | 0.000 | 0.000 | |
| 16 | 2019.11.14 00:59 | close | 8 | 1.00 | 108.767 | 0.000 | 0.000 | 0.92 | 10090.81 |
| 17 | 2019.11.15 00:55 | sell | 9 | 1.00 | 108.569 | 0.000 | 0.000 | |
| 18 | 2019.11.15 00:59 | close | 9 | 1.00 | 108.594 | 0.000 | 0.000 | -23.02 | 10067.79 |
| 19 | 2019.11.18 00:55 | sell | 10 | 1.00 | 108.786 | 0.000 | 0.000 | |
| 20 | 2019.11.18 00:59 | close | 10 | 1.00 | 108.791 | 0.000 | 0.000 | -4.60 | 10063.19 |
| 21 | 2019.11.19 00:55 | sell | 11 | 1.00 | 108.507 | 0.000 | 0.000 | |
| 22 | 2019.11.19 00:59 | close | 11 | 1.00 | 108.505 | 0.000 | 0.000 | 1.84 | 10065.03 |
| 23 | 2019.11.20 00:55 | sell | 12 | 1.00 | 108.580 | 0.000 | 0.000 | |
| 24 | 2019.11.20 00:59 | close | 12 | 1.00 | 108.554 | 0.000 | 0.000 | 23.95 | 10088.98 |
| 25 | 2019.11.21 00:55 | sell | 13 | 1.00 | 108.384 | 0.000 | 0.000 | |
| 26 | 2019.11.21 00:59 | close | 13 | 1.00 | 108.344 | 0.000 | 0.000 | 36.92 | 10125.90 |
| 27 | 2019.11.22 00:55 | sell | 14 | 1.00 | 108.646 | 0.000 | 0.000 | |
| 28 | 2019.11.22 00:59 | close | 14 | 1.00 | 108.635 | 0.000 | 0.000 | 10.13 | 10136.03 |
| 29 | 2019.11.25 00:55 | sell | 15 | 1.00 | 108.785 | 0.000 | 0.000 | |
| 30 | 2019.11.25 00:59 | close | 15 | 1.00 | 108.789 | 0.000 | 0.000 | -3.68 | 10132.35 |
| 31 | 2019.11.26 00:55 | sell | 16 | 1.00 | 109.046 | 0.000 | 0.000 | |
| 32 | 2019.11.26 00:59 | close | 16 | 1.00 | 109.048 | 0.000 | 0.000 | -1.83 | 10130.52 |
| 33 | 2019.11.27 00:55 | sell | 17 | 1.00 | 109.129 | 0.000 | 0.000 | |
| 34 | 2019.11.27 00:59 | close | 17 | 1.00 | 109.128 | 0.000 | 0.000 | 0.92 | 10131.44 |
| 35 | 2019.11.28 00:55 | sell | 18 | 1.00 | 109.390 | 0.000 | 0.000 | |
| 36 | 2019.11.28 00:59 | close | 18 | 1.00 | 109.396 | 0.000 | 0.000 | -5.48 | 10125.96 |
| 37 | 2019.11.29 00:55 | sell | 19 | 1.00 | 109.532 | 0.000 | 0.000 | |
| 38 | 2019.11.29 00:59 | close | 19 | 1.00 | 109.534 | 0.000 | 0.000 | -1.83 | 10124.13 |
| 39 | 2019.12.02 00:55 | sell | 20 | 1.00 | 109.645 | 0.000 | 0.000 | |
| 40 | 2019.12.02 00:59 | close | 20 | 1.00 | 109.663 | 0.000 | 0.000 | -16.41 | 10107.72 |
| 41 | 2019.12.03 00:55 | sell | 21 | 1.00 | 109.128 | 0.000 | 0.000 | |
| 42 | 2019.12.03 00:59 | close | 21 | 1.00 | 109.102 | 0.000 | 0.000 | 23.83 | 10131.55 |
| 43 | 2019.12.04 00:55 | sell | 22 | 1.00 | 108.537 | 0.000 | 0.000 | |
| 44 | 2019.12.04 00:59 | close | 22 | 1.00 | 108.545 | 0.000 | 0.000 | -7.37 | 10124.18 |
| 45 | 2019.12.05 00:55 | sell | 23 | 1.00 | 108.866 | 0.000 | 0.000 | |
| 46 | 2019.12.05 00:59 | close | 23 | 1.00 | 108.859 | 0.000 | 0.000 | 6.43 | 10130.61 |
| 47 | 2019.12.06 00:55 | sell | 24 | 1.00 | 108.772 | 0.000 | 0.000 | |
| 48 | 2019.12.06 00:59 | close | 24 | 1.00 | 108.769 | 0.000 | 0.000 | 2.76 | 10133.37 |
| 49 | 2019.12.09 00:55 | sell | 25 | 1.00 | 108.575 | 0.000 | 0.000 | |
| 50 | 2019.12.09 00:59 | close | 25 | 1.00 | 108.584 | 0.000 | 0.000 | -8.29 | 10125.08 |
| 51 | 2019.12.10 00:55 | sell | 26 | 1.00 | 108.647 | 0.000 | 0.000 | |
| 52 | 2019.12.10 00:59 | close | 26 | 1.00 | 108.619 | 0.000 | 0.000 | 25.78 | 10150.86 |
| 53 | 2019.12.11 00:55 | sell | 27 | 1.00 | 108.747 | 0.000 | 0.000 | |
| 54 | 2019.12.11 00:59 | close | 27 | 1.00 | 108.752 | 0.000 | 0.000 | -4.60 | 10146.26 |
| 55 | 2019.12.12 00:55 | sell | 28 | 1.00 | 108.490 | 0.000 | 0.000 | |
| 56 | 2019.12.12 00:59 | close | 28 | 1.00 | 108.493 | 0.000 | 0.000 | -2.77 | 10143.49 |
| 57 | 2019.12.13 00:55 | sell | 29 | 1.00 | 109.515 | 0.000 | 0.000 | |
| 58 | 2019.12.13 00:59 | close | 29 | 1.00 | 109.558 | 0.000 | 0.000 | -39.25 | 10104.24 |
| 59 | 2019.12.16 00:55 | sell | 30 | 1.00 | 109.400 | 0.000 | 0.000 | |
| 60 | 2019.12.16 00:59 | close | 30 | 1.00 | 109.384 | 0.000 | 0.000 | 14.63 | 10118.87 |
| 61 | 2019.12.17 00:55 | sell | 31 | 1.00 | 109.530 | 0.000 | 0.000 | |
| 62 | 2019.12.17 00:59 | close | 31 | 1.00 | 109.533 | 0.000 | 0.000 | -2.74 | 10116.13 |
| 63 | 2019.12.18 00:55 | sell | 32 | 1.00 | 109.541 | 0.000 | 0.000 | |
| 64 | 2019.12.18 00:59 | close | 32 | 1.00 | 109.524 | 0.000 | 0.000 | 15.52 | 10131.65 |
| 65 | 2019.12.19 00:55 | sell | 33 | 1.00 | 109.676 | 0.000 | 0.000 | |
| 66 | 2019.12.19 00:59 | close | 33 | 1.00 | 109.659 | 0.000 | 0.000 | 15.50 | 10147.15 |
| 67 | 2019.12.20 00:55 | sell | 34 | 1.00 | 109.382 | 0.000 | 0.000 | |
| 68 | 2019.12.20 00:59 | close | 34 | 1.00 | 109.358 | 0.000 | 0.000 | 21.95 | 10169.10 |
| 69 | 2019.12.23 00:55 | sell | 35 | 1.00 | 109.420 | 0.000 | 0.000 | |
| 70 | 2019.12.23 00:59 | close | 35 | 1.00 | 109.442 | 0.000 | 0.000 | -20.10 | 10149.00 |
| 71 | 2019.12.24 00:55 | sell | 36 | 1.00 | 109.435 | 0.000 | 0.000 | |
| 72 | 2019.12.24 00:59 | close | 36 | 1.00 | 109.419 | 0.000 | 0.000 | 14.62 | 10163.62 |
| 73 | 2019.12.25 00:55 | sell | 37 | 1.00 | 109.377 | 0.000 | 0.000 | |
| 74 | 2019.12.25 00:59 | close | 37 | 1.00 | 109.393 | 0.000 | 0.000 | -14.63 | 10148.99 |
| 75 | 2019.12.26 00:55 | sell | 38 | 1.00 | 109.506 | 0.000 | 0.000 | |
| 76 | 2019.12.26 00:59 | close | 38 | 1.00 | 109.528 | 0.000 | 0.000 | -20.09 | 10128.90 |
| 77 | 2019.12.27 00:55 | sell | 39 | 1.00 | 109.489 | 0.000 | 0.000 | |
| 78 | 2019.12.27 00:59 | close | 39 | 1.00 | 109.506 | 0.000 | 0.000 | -15.52 | 10113.38 |
| 79 | 2019.12.30 00:55 | sell | 40 | 1.00 | 109.449 | 0.000 | 0.000 | |
| 80 | 2019.12.30 00:59 | close | 40 | 1.00 | 109.432 | 0.000 | 0.000 | 15.53 | 10128.91 |
| 81 | 2019.12.31 00:55 | sell | 41 | 1.00 | 108.796 | 0.000 | 0.000 | |
| 82 | 2019.12.31 00:59 | close | 41 | 1.00 | 108.802 | 0.000 | 0.000 | -5.51 | 10123.40 |
| 83 | 2020.01.02 00:55 | sell | 42 | 1.00 | 108.697 | 0.000 | 0.000 | |
| 84 | 2020.01.02 00:59 | close | 42 | 1.00 | 108.703 | 0.000 | 0.000 | -5.52 | 10117.88 |
| 85 | 2020.01.03 00:55 | sell | 43 | 1.00 | 108.467 | 0.000 | 0.000 | |
| 86 | 2020.01.03 00:59 | close | 43 | 1.00 | 108.402 | 0.000 | 0.000 | 59.96 | 10177.84 |
| 87 | 2020.01.06 00:55 | sell | 44 | 1.00 | 108.085 | 0.000 | 0.000 | |
| 88 | 2020.01.06 00:59 | close | 44 | 1.00 | 108.087 | 0.000 | 0.000 | -1.85 | 10175.99 |
| 89 | 2020.01.07 00:55 | sell | 45 | 1.00 | 108.432 | 0.000 | 0.000 | |
| 90 | 2020.01.07 00:59 | close | 45 | 1.00 | 108.427 | 0.000 | 0.000 | 4.61 | 10180.60 |
| 91 | 2020.01.08 00:55 | sell | 46 | 1.00 | 107.812 | 0.000 | 0.000 | |
| 92 | 2020.01.08 00:59 | close | 46 | 1.00 | 107.878 | 0.000 | 0.000 | -61.18 | 10119.42 |
| 93 | 2020.01.09 00:55 | sell | 47 | 1.00 | 109.210 | 0.000 | 0.000 | |
| 94 | 2020.01.09 00:59 | close | 47 | 1.00 | 109.184 | 0.000 | 0.000 | 23.81 | 10143.23 |
| 95 | 2020.01.10 00:55 | sell | 48 | 1.00 | 109.525 | 0.000 | 0.000 | |
| 96 | 2020.01.10 00:59 | close | 48 | 1.00 | 109.501 | 0.000 | 0.000 | 21.92 | 10165.15 |
| 97 | 2020.01.13 00:55 | sell | 49 | 1.00 | 109.586 | 0.000 | 0.000 | |
| 98 | 2020.01.13 00:59 | close | 49 | 1.00 | 109.590 | 0.000 | 0.000 | -3.65 | 10161.50 |
| 99 | 2020.01.14 00:55 | sell | 50 | 1.00 | 110.128 | 0.000 | 0.000 | |
| 100 | 2020.01.14 00:59 | close | 50 | 1.00 | 110.154 | 0.000 | 0.000 | -23.60 | 10137.90 |
| 101 | 2020.01.15 00:55 | sell | 51 | 1.00 | 109.919 | 0.000 | 0.000 | |
| 102 | 2020.01.15 00:59 | close | 51 | 1.00 | 109.904 | 0.000 | 0.000 | 13.65 | 10151.55 |
| 103 | 2020.01.16 00:55 | sell | 52 | 1.00 | 109.918 | 0.000 | 0.000 | |
| 104 | 2020.01.16 00:59 | close | 52 | 1.00 | 109.929 | 0.000 | 0.000 | -10.01 | 10141.54 |
| 105 | 2020.01.17 00:55 | sell | 53 | 1.00 | 110.275 | 0.000 | 0.000 | |
| 106 | 2020.01.17 00:59 | close | 53 | 1.00 | 110.259 | 0.000 | 0.000 | 14.51 | 10156.05 |
| 107 | 2020.01.20 00:55 | sell | 54 | 1.00 | 110.174 | 0.000 | 0.000 | |
| 108 | 2020.01.20 00:59 | close | 54 | 1.00 | 110.183 | 0.000 | 0.000 | -8.17 | 10147.88 |
| 109 | 2020.01.21 00:55 | sell | 55 | 1.00 | 110.211 | 0.000 | 0.000 | |
| 110 | 2020.01.21 00:59 | close | 55 | 1.00 | 110.211 | 0.000 | 0.000 | 0.00 | 10147.88 |
| 111 | 2020.01.22 00:55 | sell | 56 | 1.00 | 109.883 | 0.000 | 0.000 | |
| 112 | 2020.01.22 00:59 | close | 56 | 1.00 | 109.895 | 0.000 | 0.000 | -10.92 | 10136.96 |
| 113 | 2020.01.23 00:55 | sell | 57 | 1.00 | 109.690 | 0.000 | 0.000 | |
| 114 | 2020.01.23 00:59 | close | 57 | 1.00 | 109.684 | 0.000 | 0.000 | 5.47 | 10142.43 |
| 115 | 2020.01.24 00:55 | sell | 58 | 1.00 | 109.545 | 0.000 | 0.000 | |
| 116 | 2020.01.24 00:59 | close | 58 | 1.00 | 109.532 | 0.000 | 0.000 | 11.87 | 10154.30 |
| 117 | 2020.01.27 00:55 | sell | 59 | 1.00 | 109.030 | 0.000 | 0.000 | |
| 118 | 2020.01.27 00:59 | close | 59 | 1.00 | 109.023 | 0.000 | 0.000 | 6.42 | 10160.72 |