Strategy Tester Report
ea_ptfx2 1.1
FXDD-MT4 Live Server 7 (Build 1090)

通貨ペアEURUSD (Euro vs. United States Dollar)
期間5分足(M5) 2018.01.08 00:00 - 2018.03.09 23:55 (2018.01.08 - 2018.03.10)
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Lot=1; EntryTime_ST="08:00"; EntryTime_ED="17:59"
テストバー数13979モデルティック数4398188モデリング品質90.00%
不整合チャートエラー0
初期証拠金10000000.00スプレッド2
純益94538.55総利益1412582.99総損失-1318044.44
プロフィットファクタ1.07期待利得516.60
絶対ドローダウン58108.21最大ドローダウン258147.36 (2.53%)相対ドローダウン2.53% (258147.36)
総取引数183売りポジション(勝率%)99 (63.64%)買いポジション(勝率%)84 (48.81%)
勝率(%)104 (56.83%)負率 (%)79 (43.17%)
最大勝トレード51924.27敗トレード-18134.08
平均勝トレード13582.53敗トレード-16684.11
最大連勝(金額)9 (105671.32)連敗(金額)8 (-142157.81)
最大連勝(トレード数)105671.32 (9)連敗(トレード数)-142157.81 (8)
平均連勝2連敗2
Graph
#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
12018.01.08 08:40sell11.001.201430.000000.00000
22018.01.08 08:40modify11.001.201431.202430.00000
32018.01.08 09:56modify11.001.201431.201330.00000
42018.01.08 10:10close11.001.199631.201330.0000020278.0810020278.08
52018.01.08 10:45sell21.001.198670.000000.00000
62018.01.08 10:45modify21.001.198671.200270.00000
72018.01.08 12:44s/l21.001.200271.200270.00000-18024.9610002253.12
82018.01.08 13:25sell31.001.199370.000000.00000
92018.01.08 13:25modify31.001.199371.200970.00000
102018.01.08 13:55close31.001.198741.200970.000007097.3310009350.45
112018.01.08 14:05sell41.001.198510.000000.00000
122018.01.08 14:05modify41.001.198511.200110.00000
132018.01.08 15:15close41.001.197191.200110.0000014870.6010024221.05
142018.01.08 17:00sell51.001.196630.000000.00000
152018.01.08 17:00modify51.001.196631.198050.00000
162018.01.08 18:21s/l51.001.198051.198050.00000-15997.1510008223.90
172018.01.09 09:45sell61.001.195830.000000.00000
182018.01.09 09:45modify61.001.195831.197230.00000
192018.01.09 10:10modify61.001.195831.195730.00000
202018.01.09 10:20close61.001.194761.195730.0000012054.1910020278.09
212018.01.09 10:30sell71.001.193940.000000.00000
222018.01.09 10:30modify71.001.193941.195540.00000
232018.01.09 12:30close71.001.193081.195540.000009688.4110029966.50
242018.01.09 13:05sell81.001.192470.000000.00000
252018.01.09 13:05modify81.001.192471.194070.00000
262018.01.09 17:30close81.001.192281.194070.000002140.4610032106.96
272018.01.09 17:35sell91.001.191960.000000.00000
282018.01.09 17:35modify91.001.191961.193410.00000
292018.01.09 21:23s/l91.001.193411.193410.00000-16335.1210015771.84
302018.01.10 10:10buy101.001.194220.000000.00000
312018.01.10 10:10modify101.001.194221.193080.00000
322018.01.10 10:40close101.001.194941.193080.000008109.6510023881.49
332018.01.10 12:35buy111.001.194770.000000.00000
342018.01.10 12:35modify111.001.194771.193170.00000
352018.01.10 12:39modify111.001.194771.194870.00000
362018.01.10 13:00close111.001.199381.194870.0000051924.2710075805.76
372018.01.10 16:15buy121.001.200290.000000.00000
382018.01.10 16:15modify121.001.200291.198730.00000
392018.01.10 16:33s/l121.001.198731.198730.00000-17570.9110058234.85
402018.01.11 08:20sell131.001.194400.000000.00000
412018.01.11 08:20modify131.001.194401.195550.00000
422018.01.11 09:50close131.001.193561.195550.000009463.1010067697.95
432018.01.11 12:25sell141.001.193970.000000.00000
442018.01.11 12:25modify141.001.193971.195120.00000
452018.01.11 14:30s/l141.001.195121.195120.00000-12955.4410054742.51
462018.01.11 14:30sell151.001.195110.000000.00000
472018.01.11 14:30close151.001.195170.000000.00000-675.9310054066.58
482018.01.12 09:10buy161.001.205660.000000.00000
492018.01.12 09:10modify161.001.205661.204060.00000
502018.01.12 09:40modify161.001.205661.205760.00000
512018.01.12 10:00s/l161.001.205761.205760.000001126.3410055192.92
522018.01.12 10:30buy171.001.207260.000000.00000
532018.01.12 10:30modify171.001.207261.205660.00000
542018.01.12 10:39modify171.001.207261.207360.00000
552018.01.12 10:55close171.001.210541.207360.0000036943.9610092136.88
562018.01.12 14:45buy181.001.213420.000000.00000
572018.01.12 14:45modify181.001.213421.212100.00000
582018.01.12 15:30s/l181.001.212101.212100.00000-14867.6910077269.19
592018.01.12 15:30buy191.001.212110.000000.00000
602018.01.12 15:30modify191.001.212111.210510.00000
612018.01.12 15:32modify191.001.212111.212210.00000
622018.01.12 15:35close191.001.214291.212210.0000024554.2210101823.41
632018.01.12 16:25buy201.001.213600.000000.00000
642018.01.12 16:25modify201.001.213601.212000.00000
652018.01.12 17:51modify201.001.213601.213700.00000
662018.01.12 18:05close201.001.214251.213700.000007321.2110109144.62
672018.01.15 10:05buy211.001.221390.000000.00000
682018.01.15 10:05modify211.001.221391.219860.00000
692018.01.15 10:58modify211.001.221391.221490.00000
702018.01.15 11:05close211.001.223591.221490.0000024779.4810133924.10
712018.01.15 14:55buy221.001.226320.000000.00000
722018.01.15 14:55modify221.001.226321.224870.00000
732018.01.15 15:17modify221.001.226321.226420.00000
742018.01.15 15:25close221.001.227531.226420.0000013628.7110147552.81
752018.01.15 16:00buy231.001.228260.000000.00000
762018.01.15 16:00modify231.001.228261.226660.00000
772018.01.15 16:41s/l231.001.226661.226660.00000-18021.4410129531.37
782018.01.16 09:35sell241.001.222820.000000.00000
792018.01.16 09:35modify241.001.222821.224420.00000
802018.01.16 09:58s/l241.001.224421.224420.00000-18024.9610111506.41
812018.01.16 10:40sell251.001.224440.000000.00000
822018.01.16 10:40modify251.001.224441.226040.00000
832018.01.16 10:46modify251.001.224441.224340.00000
842018.01.16 11:00close251.001.223531.224340.0000010251.6910121758.10
852018.01.16 12:10sell261.001.222520.000000.00000
862018.01.16 12:10modify261.001.222521.223950.00000
872018.01.16 12:38modify261.001.222521.222420.00000
882018.01.16 12:50close261.001.220201.222420.0000026136.1910147894.29
892018.01.16 15:20sell271.001.222030.000000.00000
902018.01.16 15:20modify271.001.222031.223630.00000
912018.01.16 16:00modify271.001.222031.221930.00000
922018.01.16 16:20close271.001.220311.221930.0000019376.8310167271.12
932018.01.17 08:55sell281.001.221880.000000.00000
942018.01.17 08:55modify281.001.221881.223480.00000
952018.01.17 10:09s/l281.001.223481.223480.00000-18024.9610149246.16
962018.01.17 10:55sell291.001.221830.000000.00000
972018.01.17 10:55modify291.001.221831.223430.00000
982018.01.17 11:25s/l291.001.223431.223430.00000-18024.9610131221.20
992018.01.17 12:50sell301.001.223280.000000.00000
1002018.01.17 12:50modify301.001.223281.224810.00000
1012018.01.17 13:29modify301.001.223281.223180.00000
1022018.01.17 13:50close301.001.221561.223180.0000019376.8310150598.03
1032018.01.17 15:15sell311.001.220220.000000.00000
1042018.01.17 15:15modify311.001.220221.221510.00000
1052018.01.17 15:34s/l311.001.221511.221510.00000-14532.6310136065.40
1062018.01.17 17:05sell321.001.221790.000000.00000
1072018.01.17 17:05modify321.001.221791.223100.00000
1082018.01.17 17:25s/l321.001.223101.223100.00000-14757.9410121307.46
1092018.01.18 09:15sell331.001.219240.000000.00000
1102018.01.18 09:15modify331.001.219241.220840.00000
1112018.01.18 10:01s/l331.001.220841.220840.00000-18024.9610103282.50
1122018.01.18 11:35buy341.001.221710.000000.00000
1132018.01.18 11:35modify341.001.221711.220110.00000
1142018.01.18 13:14modify341.001.221711.221810.00000
1152018.01.18 13:25close341.001.223641.221810.0000021738.3710125020.87
1162018.01.18 14:15buy351.001.224970.000000.00000
1172018.01.18 14:15modify351.001.224971.223360.00000
1182018.01.18 14:51s/l351.001.223361.223360.00000-18134.0810106886.79
1192018.01.18 16:00buy361.001.224860.000000.00000
1202018.01.18 16:00modify361.001.224861.223260.00000
1212018.01.18 17:05close361.001.225621.223260.000008560.1910115446.98
1222018.01.19 08:05buy371.001.226500.000000.00000
1232018.01.19 08:05modify371.001.226501.225020.00000
1242018.01.19 09:50close371.001.227101.225020.000006758.0410122205.02
1252018.01.19 10:55buy381.001.228310.000000.00000
1262018.01.19 10:55modify381.001.228311.226710.00000
1272018.01.19 11:13s/l381.001.226711.226710.00000-18021.4410104183.58
1282018.01.19 11:40buy391.001.228770.000000.00000
1292018.01.19 11:40modify391.001.228771.227170.00000
1302018.01.19 12:40s/l391.001.227171.227170.00000-18021.4410086162.14
1312018.01.19 16:00sell401.001.224240.000000.00000
1322018.01.19 16:00modify401.001.224241.225840.00000
1332018.01.19 17:54modify401.001.224241.224140.00000
1342018.01.19 18:05close401.001.222651.224140.0000017912.3010104074.44
1352018.01.22 08:20sell411.001.222270.000000.00000
1362018.01.22 08:20modify411.001.222271.223520.00000
1372018.01.22 09:30s/l411.001.223521.223520.00000-14082.0010089992.44
1382018.01.22 11:10buy421.001.224780.000000.00000
1392018.01.22 11:10modify421.001.224781.223230.00000
1402018.01.22 12:29modify421.001.224781.224880.00000
1412018.01.22 12:35close421.001.226231.224880.0000016331.9310106324.37
1422018.01.22 15:40buy431.001.224620.000000.00000
1432018.01.22 15:40modify431.001.224621.223070.00000
1442018.01.22 16:15close431.001.225181.223070.000006307.5010112631.87
1452018.01.22 17:30buy441.001.224800.000000.00000
1462018.01.22 17:30modify441.001.224801.223200.00000
1472018.01.22 17:55close441.001.225221.223200.000004730.6310117362.50
1482018.01.23 08:20buy451.001.226790.000000.00000
1492018.01.23 08:20modify451.001.226791.225190.00000
1502018.01.23 08:45s/l451.001.225191.225190.00000-18021.4410099341.06
1512018.01.23 10:15sell461.001.223950.000000.00000
1522018.01.23 10:15modify461.001.223951.225550.00000
1532018.01.23 10:32modify461.001.223951.223850.00000
1542018.01.23 10:45close461.001.223191.223850.000008561.8610107902.92
1552018.01.23 13:40sell471.001.224470.000000.00000
1562018.01.23 13:40modify471.001.224471.225900.00000
1572018.01.23 14:15close471.001.223741.225900.000008223.8910116126.81
1582018.01.23 16:30buy481.001.226300.000000.00000
1592018.01.23 16:30modify481.001.226301.224840.00000
1602018.01.23 16:56modify481.001.226301.226400.00000
1612018.01.23 17:55close481.001.229291.226400.0000033677.5710149804.38
1622018.01.24 08:00buy491.001.232400.000000.00000
1632018.01.24 08:00modify491.001.232401.231090.00000
1642018.01.24 08:33s/l491.001.231091.231090.00000-14755.0510135049.33
1652018.01.24 09:30buy501.001.231680.000000.00000
1662018.01.24 09:30modify501.001.231681.230080.00000
1672018.01.24 10:46modify501.001.231681.231780.00000
1682018.01.24 11:15close501.001.234371.231780.0000030298.5510165347.88
1692018.01.24 11:25buy511.001.234960.000000.00000
1702018.01.24 11:25modify511.001.234961.233360.00000
1712018.01.24 12:11s/l511.001.233361.233360.00000-18021.4410147326.44
1722018.01.24 13:40buy521.001.234350.000000.00000
1732018.01.24 13:40modify521.001.234351.232750.00000
1742018.01.24 15:17modify521.001.234351.234450.00000
1752018.01.24 15:30close521.001.236201.234450.0000020837.2910168163.73
1762018.01.24 16:10buy531.001.237830.000000.00000
1772018.01.24 16:10modify531.001.237831.236230.00000
1782018.01.24 16:57modify531.001.237831.237930.00000
1792018.01.24 17:15close531.001.239561.237930.0000019485.6810187649.41
1802018.01.25 08:00buy541.001.244760.000000.00000
1812018.01.25 08:00modify541.001.244761.243160.00000
1822018.01.25 08:53s/l541.001.243161.243160.00000-18021.4410169627.97
1832018.01.25 11:50buy551.001.242460.000000.00000
1842018.01.25 11:50modify551.001.242461.240870.00000
1852018.01.25 12:55s/l551.001.240871.240870.00000-17908.8010151719.17
1862018.01.25 14:45sell561.001.240220.000000.00000
1872018.01.25 14:45modify561.001.240221.241650.00000
1882018.01.25 15:26s/l561.001.241651.241650.00000-16109.8110135609.36
1892018.01.25 17:10buy571.001.251410.000000.00000
1902018.01.25 17:10modify571.001.251411.249810.00000
1912018.01.25 17:57s/l571.001.249811.249810.00000-18021.4410117587.92
1922018.01.26 12:45buy581.001.246150.000000.00000
1932018.01.26 12:45modify581.001.246151.244550.00000
1942018.01.26 13:54s/l581.001.244551.244550.00000-18021.4410099566.48
1952018.01.26 15:50sell591.001.242240.000000.00000
1962018.01.26 15:50modify591.001.242241.243840.00000
1972018.01.26 16:55s/l591.001.243841.243840.00000-18024.9610081541.52
1982018.01.26 17:30sell601.001.242000.000000.00000
1992018.01.26 17:30modify601.001.242001.243600.00000
2002018.01.26 18:05s/l601.001.243601.243600.00000-18024.9610063516.56
2012018.01.29 08:40sell611.001.240920.000000.00000
2022018.01.29 08:40modify611.001.240921.242520.00000
2032018.01.29 09:07s/l611.001.242521.242520.00000-18024.9610045491.60
2042018.01.29 09:35sell621.001.240510.000000.00000
2052018.01.29 09:35modify621.001.240511.242110.00000
2062018.01.29 10:21modify621.001.240511.240410.00000
2072018.01.29 10:30close621.001.240111.240410.000004506.2410049997.84
2082018.01.29 13:05sell631.001.239670.000000.00000
2092018.01.29 13:05modify631.001.239671.241270.00000
2102018.01.29 14:30close631.001.238331.241270.0000015095.9010065093.74
2112018.01.29 15:15sell641.001.237810.000000.00000
2122018.01.29 15:15modify641.001.237811.239060.00000
2132018.01.29 15:37modify641.001.237811.237710.00000
2142018.01.29 15:50close641.001.236851.237710.0000010814.9810075908.72
2152018.01.29 16:30sell651.001.235670.000000.00000
2162018.01.29 16:30modify651.001.235671.237270.00000
2172018.01.29 17:33s/l651.001.237271.237270.00000-18024.9610057883.76
2182018.01.30 08:25sell661.001.235730.000000.00000
2192018.01.30 08:25modify661.001.235731.237330.00000
2202018.01.30 09:05close661.001.235031.237330.000007885.9210065769.68
2212018.01.30 10:05sell671.001.234060.000000.00000
2222018.01.30 10:05modify671.001.234061.235660.00000
2232018.01.30 10:40s/l671.001.235661.235660.00000-18024.9610047744.72
2242018.01.30 13:25buy681.001.243940.000000.00000
2252018.01.30 13:25modify681.001.243941.242340.00000
2262018.01.30 14:22s/l681.001.242341.242340.00000-18021.4410029723.28
2272018.01.30 15:25buy691.001.243240.000000.00000
2282018.01.30 15:25modify691.001.243241.241640.00000
2292018.01.30 16:01modify691.001.243241.243340.00000
2302018.01.30 16:20close691.001.244071.243340.000009348.6210039071.90
2312018.01.31 08:15buy701.001.243850.000000.00000
2322018.01.31 08:15modify701.001.243851.242250.00000
2332018.01.31 09:45modify701.001.243851.243950.00000
2342018.01.31 09:55close701.001.245581.243950.0000019485.6810058557.58
2352018.01.31 11:35buy711.001.244400.000000.00000
2362018.01.31 11:35modify711.001.244401.242800.00000
2372018.01.31 13:30close711.001.245101.242800.000007884.3810066441.96
2382018.01.31 13:55buy721.001.245360.000000.00000
2392018.01.31 13:55modify721.001.245361.243760.00000
2402018.01.31 15:32modify721.001.245361.245460.00000
2412018.01.31 15:55close721.001.246641.245460.0000014417.1610080859.12
2422018.01.31 17:05buy731.001.245950.000000.00000
2432018.01.31 17:05modify731.001.245951.244350.00000
2442018.01.31 18:13s/l731.001.244351.244350.00000-18021.4410062837.68
2452018.02.01 08:05sell741.001.241750.000000.00000
2462018.02.01 08:05modify741.001.241751.242940.00000
2472018.02.01 08:20close741.001.241031.242940.000008111.2310070948.91
2482018.02.01 14:00buy751.001.243710.000000.00000
2492018.02.01 14:00modify751.001.243711.242210.00000
2502018.02.01 14:30close751.001.244211.242210.000005631.7010076580.61
2512018.02.01 14:50buy761.001.245200.000000.00000
2522018.02.01 14:50modify761.001.245201.243760.00000
2532018.02.01 16:33s/l761.001.243761.243760.00000-16219.3010060361.31
2542018.02.01 17:25buy771.001.245000.000000.00000
2552018.02.01 17:25modify771.001.245001.243400.00000
2562018.02.01 17:40modify771.001.245001.245100.00000
2572018.02.01 18:00close771.001.246861.245100.0000020949.9210081311.23
2582018.02.02 09:10buy781.001.250840.000000.00000
2592018.02.02 09:10modify781.001.250841.249240.00000
2602018.02.02 10:49s/l781.001.249241.249240.00000-18021.4410063289.79
2612018.02.02 12:20sell791.001.247720.000000.00000
2622018.02.02 12:20modify791.001.247721.249030.00000
2632018.02.02 12:58s/l791.001.249031.249030.00000-14757.9410048531.85
2642018.02.02 14:10sell801.001.248840.000000.00000
2652018.02.02 14:10modify801.001.248841.250030.00000
2662018.02.02 15:30modify801.001.248841.248740.00000
2672018.02.02 16:15close801.001.244391.248740.0000050131.9210098663.77
2682018.02.02 16:55sell811.001.243940.000000.00000
2692018.02.02 16:55modify811.001.243941.245540.00000
2702018.02.02 17:01modify811.001.243941.243840.00000
2712018.02.02 17:10close811.001.242061.243840.0000021179.3210119843.09
2722018.02.05 08:30sell821.001.245200.000000.00000
2732018.02.05 08:30modify821.001.245201.246530.00000
2742018.02.05 10:05close821.001.244631.246530.000006421.3910126264.48
2752018.02.05 11:35buy831.001.247220.000000.00000
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5652018.03.06 17:15buy1711.001.240310.000000.00000
5662018.03.06 17:15modify1711.001.240311.238710.00000
5672018.03.06 18:25close1711.001.241151.238710.000009461.2610068963.74
5682018.03.07 11:20buy1721.001.242050.000000.00000
5692018.03.07 11:20modify1721.001.242051.240450.00000
5702018.03.07 12:30close1721.001.242791.240450.000008334.9210077298.66
5712018.03.07 12:35buy1731.001.243810.000000.00000
5722018.03.07 12:35modify1731.001.243811.242210.00000
5732018.03.07 13:32s/l1731.001.242211.242210.00000-18021.4410059277.22
5742018.03.07 15:20sell1741.001.240500.000000.00000
5752018.03.07 15:20modify1741.001.240501.242020.00000
5762018.03.07 15:35s/l1741.001.242021.242020.00000-17123.7110042153.51
5772018.03.07 16:55sell1751.001.240980.000000.00000
5782018.03.07 16:55modify1751.001.240981.242130.00000
5792018.03.07 17:26modify1751.001.240981.240880.00000
5802018.03.07 17:40close1751.001.239581.240880.0000015771.8410057925.35
5812018.03.08 09:00sell1761.001.239600.000000.00000
5822018.03.08 09:00modify1761.001.239601.241070.00000
5832018.03.08 09:39s/l1761.001.241071.241070.00000-16560.4310041364.92
5842018.03.08 10:35sell1771.001.240260.000000.00000
5852018.03.08 10:35modify1771.001.240261.241600.00000
5862018.03.08 11:06modify1771.001.240261.240160.00000
5872018.03.08 11:15close1771.001.238951.240160.0000014757.9410056122.86
5882018.03.08 12:45sell1781.001.237900.000000.00000
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5902018.03.08 13:40close1781.001.237421.239120.000005407.4910061530.35
5912018.03.08 16:30sell1791.001.237840.000000.00000
5922018.03.08 16:30modify1791.001.237841.239440.00000
5932018.03.08 16:57modify1791.001.237841.237740.00000
5942018.03.08 17:15close1791.001.235081.237740.0000031093.0510092623.40
5952018.03.09 10:20sell1801.001.230950.000000.00000
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5982018.03.09 11:55sell1811.001.230490.000000.00000
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6012018.03.09 14:20sell1821.001.229270.000000.00000
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6032018.03.09 15:30modify1821.001.229271.229170.00000
6042018.03.09 15:30s/l1821.001.229171.229170.000001126.5610112563.51
6052018.03.09 15:45sell1831.001.227600.000000.00000
6062018.03.09 15:45modify1831.001.227601.229200.00000
6072018.03.09 15:58s/l1831.001.229201.229200.00000-18024.9610094538.55