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

通貨ペアEURJPY (Euro vs. Japanese Yen)
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6123119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5
純益-93600.00総利益1312000.00総損失-1405600.00
プロフィットファクタ0.93期待利得-475.13
絶対ドローダウン149900.00最大ドローダウン297700.00 (2.93%)相対ドローダウン2.93% (297700.00)
総取引数197売りポジション(勝率%)117 (56.41%)買いポジション(勝率%)80 (51.25%)
勝率(%)107 (54.31%)負率 (%)90 (45.69%)
最大勝トレード40600.00敗トレード-17000.00
平均勝トレード12261.68敗トレード-15617.78
最大連勝(金額)8 (84800.00)連敗(金額)6 (-95300.00)
最大連勝(トレード数)127700.00 (7)連敗(トレード数)-95300.00 (6)
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 08:35sell11.00136.0400.0000.000
22018.01.08 08:35modify11.00136.040136.1300.000
32018.01.08 10:15close11.00135.987136.1300.0005300.0010005300.00
42018.01.08 10:30sell21.00135.8960.0000.000
52018.01.08 10:30modify21.00135.896136.0660.000
62018.01.08 10:51modify21.00135.896135.8860.000
72018.01.08 11:10close21.00135.784135.8860.00011200.0010016500.00
82018.01.08 13:25sell31.00135.6960.0000.000
92018.01.08 13:25modify31.00135.696135.8230.000
102018.01.08 14:00modify31.00135.696135.6860.000
112018.01.08 14:15close31.00135.561135.6860.00013500.0010030000.00
122018.01.08 17:10sell41.00135.1290.0000.000
132018.01.08 17:10modify41.00135.129135.2930.000
142018.01.08 17:57s/l41.00135.293135.2930.000-16400.0010013600.00
152018.01.09 08:15sell51.00134.7480.0000.000
162018.01.09 08:15modify51.00134.748134.8590.000
172018.01.09 09:01s/l51.00134.859134.8590.000-11100.0010002500.00
182018.01.09 09:50sell61.00134.7980.0000.000
192018.01.09 09:50modify61.00134.798134.9680.000
202018.01.09 11:50close61.00134.767134.9680.0003100.0010005600.00
212018.01.09 11:55sell71.00134.7290.0000.000
222018.01.09 11:55modify71.00134.729134.8990.000
232018.01.09 12:30close71.00134.659134.8990.0007000.0010012600.00
242018.01.09 12:55sell81.00134.5390.0000.000
252018.01.09 12:55modify81.00134.539134.7040.000
262018.01.09 13:25close81.00134.474134.7040.0006500.0010019100.00
272018.01.09 15:10sell91.00134.2470.0000.000
282018.01.09 15:10modify91.00134.247134.4170.000
292018.01.09 16:30s/l91.00134.417134.4170.000-17000.0010002100.00
302018.01.09 17:10sell101.00134.3480.0000.000
312018.01.09 17:10modify101.00134.348134.5170.000
322018.01.09 17:38modify101.00134.348134.3380.000
332018.01.09 18:00close101.00134.119134.3380.00022900.0010025000.00
342018.01.10 08:10sell111.00133.9960.0000.000
352018.01.10 08:10modify111.00133.996134.0980.000
362018.01.10 08:39modify111.00133.996133.9860.000
372018.01.10 09:00close111.00133.748133.9860.00024800.0010049800.00
382018.01.10 11:00sell121.00133.5590.0000.000
392018.01.10 11:00modify121.00133.559133.7290.000
402018.01.10 12:04modify121.00133.559133.5490.000
412018.01.10 12:20close121.00133.422133.5490.00013700.0010063500.00
422018.01.10 14:35sell131.00133.6990.0000.000
432018.01.10 14:35modify131.00133.699133.8470.000
442018.01.10 16:03s/l131.00133.847133.8470.000-14800.0010048700.00
452018.01.10 16:45sell141.00133.6630.0000.000
462018.01.10 16:45modify141.00133.663133.8330.000
472018.01.10 17:20close141.00133.549133.8330.00011400.0010060100.00
482018.01.10 17:45sell151.00133.4940.0000.000
492018.01.10 17:45modify151.00133.494133.6640.000
502018.01.10 18:30close151.00133.402133.6640.0009200.0010069300.00
512018.01.11 08:00buy161.00133.6340.0000.000
522018.01.11 08:00modify161.00133.634133.4640.000
532018.01.11 08:24s/l161.00133.464133.4640.000-17000.0010052300.00
542018.01.11 08:55buy171.00133.5640.0000.000
552018.01.11 08:55modify171.00133.564133.4300.000
562018.01.11 09:44s/l171.00133.430133.4300.000-13400.0010038900.00
572018.01.11 12:25sell181.00133.2730.0000.000
582018.01.11 12:25modify181.00133.273133.4340.000
592018.01.11 13:27s/l181.00133.434133.4340.000-16100.0010022800.00
602018.01.11 13:40sell191.00133.3400.0000.000
612018.01.11 13:40modify191.00133.340133.4750.000
622018.01.11 14:30s/l191.00133.475133.4750.000-13500.0010009300.00
632018.01.11 14:35buy201.00133.8530.0000.000
642018.01.11 14:35modify201.00133.853133.6830.000
652018.01.11 14:52modify201.00133.853133.8630.000
662018.01.11 14:55close201.00134.039133.8630.00018600.0010027900.00
672018.01.11 16:20buy211.00134.2870.0000.000
682018.01.11 16:20modify211.00134.287134.1170.000
692018.01.11 16:34s/l211.00134.117134.1170.000-17000.0010010900.00
702018.01.11 17:00buy221.00134.2880.0000.000
712018.01.11 17:00modify221.00134.288134.1180.000
722018.01.11 17:35s/l221.00134.118134.1180.000-17000.009993900.00
732018.01.12 08:30buy231.00134.0420.0000.000
742018.01.12 08:30modify231.00134.042133.9080.000
752018.01.12 09:09modify231.00134.042134.0520.000
762018.01.12 09:40close231.00134.252134.0520.00021000.0010014900.00
772018.01.12 10:35buy241.00134.4170.0000.000
782018.01.12 10:35modify241.00134.417134.2470.000
792018.01.12 10:39modify241.00134.417134.4270.000
802018.01.12 10:55close241.00134.658134.4270.00024100.0010039000.00
812018.01.12 13:35buy251.00134.7790.0000.000
822018.01.12 13:35modify251.00134.779134.6090.000
832018.01.12 15:15close251.00134.861134.6090.0008200.0010047200.00
842018.01.12 15:25buy261.00134.9230.0000.000
852018.01.12 15:25modify261.00134.923134.7530.000
862018.01.12 15:30modify261.00134.923134.9330.000
872018.01.12 16:10close261.00135.287134.9330.00036400.0010083600.00
882018.01.15 11:00buy271.00135.3150.0000.000
892018.01.15 11:00modify271.00135.315135.1450.000
902018.01.15 11:30close271.00135.378135.1450.0006300.0010089900.00
912018.01.15 12:00buy281.00135.5400.0000.000
922018.01.15 12:00modify281.00135.540135.3700.000
932018.01.15 12:17modify281.00135.540135.5500.000
942018.01.15 12:45close281.00135.811135.5500.00027100.0010117000.00
952018.01.15 14:55buy291.00135.7380.0000.000
962018.01.15 14:55modify291.00135.738135.5680.000
972018.01.15 16:10close291.00135.784135.5680.0004600.0010121600.00
982018.01.16 08:35buy301.00135.9930.0000.000
992018.01.16 08:35modify301.00135.993135.8580.000
1002018.01.16 09:07s/l301.00135.858135.8580.000-13500.0010108100.00
1012018.01.16 10:40sell311.00135.5260.0000.000
1022018.01.16 10:40modify311.00135.526135.6960.000
1032018.01.16 10:45modify311.00135.526135.5160.000
1042018.01.16 11:00close311.00135.387135.5160.00013900.0010122000.00
1052018.01.16 12:40sell321.00135.1740.0000.000
1062018.01.16 12:40modify321.00135.174135.3440.000
1072018.01.16 14:31s/l321.00135.344135.3440.000-17000.0010105000.00
1082018.01.16 15:35sell331.00135.3510.0000.000
1092018.01.16 15:35modify331.00135.351135.5180.000
1102018.01.16 16:00modify331.00135.351135.3410.000
1112018.01.16 16:25close331.00135.073135.3410.00027800.0010132800.00
1122018.01.17 12:35sell341.00135.5140.0000.000
1132018.01.17 12:35modify341.00135.514135.6630.000
1142018.01.17 13:15close341.00135.399135.6630.00011500.0010144300.00
1152018.01.17 13:55sell351.00135.1870.0000.000
1162018.01.17 13:55modify351.00135.187135.3570.000
1172018.01.17 14:18s/l351.00135.357135.3570.000-17000.0010127300.00
1182018.01.17 15:05sell361.00135.1820.0000.000
1192018.01.17 15:05modify361.00135.182135.3520.000
1202018.01.17 15:59s/l361.00135.352135.3520.000-17000.0010110300.00
1212018.01.17 16:45sell371.00135.2850.0000.000
1222018.01.17 16:45modify371.00135.285135.4370.000
1232018.01.17 17:30s/l371.00135.437135.4370.000-15200.0010095100.00
1242018.01.18 09:00buy381.00135.7430.0000.000
1252018.01.18 09:00modify381.00135.743135.5730.000
1262018.01.18 10:45close381.00135.786135.5730.0004300.0010099400.00
1272018.01.18 11:25buy391.00135.7910.0000.000
1282018.01.18 11:25modify391.00135.791135.6380.000
1292018.01.18 11:59modify391.00135.791135.8010.000
1302018.01.18 12:10close391.00135.965135.8010.00017400.0010116800.00
1312018.01.18 15:45buy401.00136.1430.0000.000
1322018.01.18 15:45modify401.00136.143135.9730.000
1332018.01.18 16:09s/l401.00135.973135.9730.000-17000.0010099800.00
1342018.01.19 10:00sell411.00135.8220.0000.000
1352018.01.19 10:00modify411.00135.822135.9920.000
1362018.01.19 10:44modify411.00135.822135.8120.000
1372018.01.19 10:55close411.00135.773135.8120.0004900.0010104700.00
1382018.01.19 12:20sell421.00135.7780.0000.000
1392018.01.19 12:20modify421.00135.778135.9480.000
1402018.01.19 14:20close421.00135.758135.9480.0002000.0010106700.00
1412018.01.19 14:30sell431.00135.7040.0000.000
1422018.01.19 14:30modify431.00135.704135.8740.000
1432018.01.19 15:13modify431.00135.704135.6940.000
1442018.01.19 15:45close431.00135.489135.6940.00021500.0010128200.00
1452018.01.19 16:10sell441.00135.3280.0000.000
1462018.01.19 16:10modify441.00135.328135.4980.000
1472018.01.19 16:25s/l441.00135.498135.4980.000-17000.0010111200.00
1482018.01.19 17:20sell451.00135.3850.0000.000
1492018.01.19 17:20modify451.00135.385135.5550.000
1502018.01.19 17:55modify451.00135.385135.3750.000
1512018.01.19 18:05close451.00135.262135.3750.00012300.0010123500.00
1522018.01.22 09:00sell461.00135.4380.0000.000
1532018.01.22 09:00modify461.00135.438135.5750.000
1542018.01.22 09:30s/l461.00135.575135.5750.000-13700.0010109800.00
1552018.01.22 10:25buy471.00135.6210.0000.000
1562018.01.22 10:25modify471.00135.621135.4850.000
1572018.01.22 11:20close471.00135.672135.4850.0005100.0010114900.00
1582018.01.22 12:25buy481.00135.7420.0000.000
1592018.01.22 12:25modify481.00135.742135.5720.000
1602018.01.22 17:25close481.00135.753135.5720.0001100.0010116000.00
1612018.01.23 13:15sell491.00135.3640.0000.000
1622018.01.23 13:15modify491.00135.364135.5260.000
1632018.01.23 13:30modify491.00135.364135.3540.000
1642018.01.23 13:50close491.00135.249135.3540.00011500.0010127500.00
1652018.01.23 16:00sell501.00135.2870.0000.000
1662018.01.23 16:00modify501.00135.287135.4570.000
1672018.01.23 16:21s/l501.00135.457135.4570.000-17000.0010110500.00
1682018.01.24 08:20sell511.00135.4030.0000.000
1692018.01.24 08:20modify511.00135.403135.5310.000
1702018.01.24 10:20close511.00135.373135.5310.0003000.0010113500.00
1712018.01.24 10:25sell521.00135.3280.0000.000
1722018.01.24 10:25modify521.00135.328135.4980.000
1732018.01.24 10:46s/l521.00135.498135.4980.000-17000.0010096500.00
1742018.01.24 11:40sell531.00135.2890.0000.000
1752018.01.24 11:40modify531.00135.289135.4590.000
1762018.01.24 12:35close531.00135.198135.4590.0009100.0010105600.00
1772018.01.24 12:40sell541.00135.1780.0000.000
1782018.01.24 12:40modify541.00135.178135.3480.000
1792018.01.24 13:16modify541.00135.178135.1680.000
1802018.01.24 13:25close541.00135.044135.1680.00013400.0010119000.00
1812018.01.24 14:30sell551.00135.0430.0000.000
1822018.01.24 14:30modify551.00135.043135.2130.000
1832018.01.24 14:48s/l551.00135.213135.2130.000-17000.0010102000.00
1842018.01.25 08:00buy561.00135.5880.0000.000
1852018.01.25 08:00modify561.00135.588135.4840.000
1862018.01.25 08:08s/l561.00135.484135.4840.000-10400.0010091600.00
1872018.01.25 09:15buy571.00135.5150.0000.000
1882018.01.25 09:15modify571.00135.515135.3850.000
1892018.01.25 09:51s/l571.00135.385135.3850.000-13000.0010078600.00
1902018.01.25 10:55sell581.00135.3530.0000.000
1912018.01.25 10:55modify581.00135.353135.5230.000
1922018.01.25 11:49s/l581.00135.523135.5230.000-17000.0010061600.00
1932018.01.25 13:20sell591.00135.2970.0000.000
1942018.01.25 13:20modify591.00135.297135.4320.000
1952018.01.25 13:49modify591.00135.297135.2870.000
1962018.01.25 13:55close591.00135.203135.2870.0009400.0010071000.00
1972018.01.25 15:05sell601.00135.1170.0000.000
1982018.01.25 15:05modify601.00135.117135.2870.000
1992018.01.25 15:34s/l601.00135.287135.2870.000-17000.0010054000.00
2002018.01.26 09:10buy611.00135.9450.0000.000
2012018.01.26 09:10modify611.00135.945135.8420.000
2022018.01.26 09:21s/l611.00135.842135.8420.000-10300.0010043700.00
2032018.01.26 09:45buy621.00135.9510.0000.000
2042018.01.26 09:45modify621.00135.951135.7810.000
2052018.01.26 09:50modify621.00135.951135.9610.000
2062018.01.26 10:00close621.00136.008135.9610.0005700.0010049400.00
2072018.01.26 12:45buy631.00135.9310.0000.000
2082018.01.26 12:45modify631.00135.931135.7660.000
2092018.01.26 14:05close631.00135.989135.7660.0005800.0010055200.00
2102018.01.26 15:25buy641.00135.9680.0000.000
2112018.01.26 15:25modify641.00135.968135.8260.000
2122018.01.26 16:17s/l641.00135.826135.8260.000-14200.0010041000.00
2132018.01.29 10:20sell651.00134.9580.0000.000
2142018.01.29 10:20modify651.00134.958135.1280.000
2152018.01.29 10:29s/l651.00135.128135.1280.000-17000.0010024000.00
2162018.01.29 11:55sell661.00135.0040.0000.000
2172018.01.29 11:55modify661.00135.004135.1200.000
2182018.01.29 12:55close661.00134.935135.1200.0006900.0010030900.00
2192018.01.29 13:00sell671.00134.8460.0000.000
2202018.01.29 13:00modify671.00134.846135.0160.000
2212018.01.29 14:00modify671.00134.846134.8360.000
2222018.01.29 14:15close671.00134.726134.8360.00012000.0010042900.00
2232018.01.29 15:25sell681.00134.6410.0000.000
2242018.01.29 15:25modify681.00134.641134.8110.000
2252018.01.29 15:37modify681.00134.641134.6310.000
2262018.01.29 15:50close681.00134.550134.6310.0009100.0010052000.00
2272018.01.29 16:00sell691.00134.4780.0000.000
2282018.01.29 16:00modify691.00134.478134.6480.000
2292018.01.29 16:34modify691.00134.478134.4680.000
2302018.01.29 16:40close691.00134.390134.4680.0008800.0010060800.00
2312018.01.30 10:05sell701.00134.1390.0000.000
2322018.01.30 10:05modify701.00134.139134.3090.000
2332018.01.30 10:28s/l701.00134.309134.3090.000-17000.0010043800.00
2342018.01.30 13:25buy711.00135.0320.0000.000
2352018.01.30 13:25modify711.00135.032134.8620.000
2362018.01.30 15:01s/l711.00134.862134.8620.000-17000.0010026800.00
2372018.01.30 15:25buy721.00135.1780.0000.000
2382018.01.30 15:25modify721.00135.178135.0080.000
2392018.01.30 15:51s/l721.00135.008135.0080.000-17000.0010009800.00
2402018.01.30 17:40buy731.00134.9910.0000.000
2412018.01.30 17:40modify731.00134.991134.8360.000
2422018.01.30 18:33s/l731.00134.836134.8360.000-15500.009994300.00
2432018.01.31 08:10buy741.00135.2040.0000.000
2442018.01.31 08:10modify741.00135.204135.0820.000
2452018.01.31 09:05close741.00135.256135.0820.0005200.009999500.00
2462018.01.31 09:50buy751.00135.3000.0000.000
2472018.01.31 09:50modify751.00135.300135.1550.000
2482018.01.31 10:51s/l751.00135.155135.1550.000-14500.009985000.00
2492018.01.31 11:25buy761.00135.2870.0000.000
2502018.01.31 11:25modify761.00135.287135.1440.000
2512018.01.31 12:30close761.00135.385135.1440.0009800.009994800.00
2522018.01.31 13:20buy771.00135.4790.0000.000
2532018.01.31 13:20modify771.00135.479135.3290.000
2542018.01.31 14:58modify771.00135.479135.4890.000
2552018.01.31 15:10close771.00135.594135.4890.00011500.0010006300.00
2562018.01.31 17:10buy781.00135.7410.0000.000
2572018.01.31 17:10modify781.00135.741135.5890.000
2582018.01.31 17:34modify781.00135.741135.7510.000
2592018.01.31 17:50close781.00135.899135.7510.00015800.0010022100.00
2602018.02.01 08:10buy791.00135.8180.0000.000
2612018.02.01 08:10modify791.00135.818135.7070.000
2622018.02.01 09:01s/l791.00135.707135.7070.000-11100.0010011000.00
2632018.02.01 09:35buy801.00135.8540.0000.000
2642018.02.01 09:35modify801.00135.854135.6840.000
2652018.02.01 10:13modify801.00135.854135.8640.000
2662018.02.01 10:45close801.00136.142135.8640.00028800.0010039800.00
2672018.02.01 13:30buy811.00136.4470.0000.000
2682018.02.01 13:30modify811.00136.447136.2770.000
2692018.02.01 15:12modify811.00136.447136.4570.000
2702018.02.01 15:22s/l811.00136.457136.4570.0001000.0010040800.00
2712018.02.01 17:50buy821.00136.3410.0000.000
2722018.02.01 17:50modify821.00136.341136.1710.000
2732018.02.01 18:14modify821.00136.341136.3510.000
2742018.02.01 18:50close821.00136.649136.3510.00030800.0010071600.00
2752018.02.02 08:20buy831.00137.0580.0000.000
2762018.02.02 08:20modify831.00137.058136.9280.000
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5652018.03.01 09:25modify1691.00130.414130.2440.000
5662018.03.01 10:48s/l1691.00130.244130.2440.000-17000.009979300.00
5672018.03.01 11:45sell1701.00130.0050.0000.000
5682018.03.01 11:45modify1701.00130.005130.1750.000
5692018.03.01 12:25s/l1701.00130.175130.1750.000-17000.009962300.00
5702018.03.01 13:35sell1711.00130.0500.0000.000
5712018.03.01 13:35modify1711.00130.050130.1530.000
5722018.03.01 14:19modify1711.00130.050130.0400.000
5732018.03.01 14:35close1711.00129.961130.0400.0008900.009971200.00
5742018.03.01 17:25buy1721.00130.4040.0000.000
5752018.03.01 17:25modify1721.00130.404130.2340.000
5762018.03.01 17:33modify1721.00130.404130.4140.000
5772018.03.01 17:50close1721.00130.518130.4140.00011400.009982600.00
5782018.03.02 09:35sell1731.00129.7070.0000.000
5792018.03.02 09:35modify1731.00129.707129.8770.000
5802018.03.02 10:10close1731.00129.628129.8770.0007900.009990500.00
5812018.03.02 11:10sell1741.00129.6410.0000.000
5822018.03.02 11:10modify1741.00129.641129.8110.000
5832018.03.02 11:14s/l1741.00129.811129.8110.000-17000.009973500.00
5842018.03.02 12:45sell1751.00129.7550.0000.000
5852018.03.02 12:45modify1751.00129.755129.8940.000
5862018.03.02 13:40close1751.00129.709129.8940.0004600.009978100.00
5872018.03.02 14:30sell1761.00129.6650.0000.000
5882018.03.02 14:30modify1761.00129.665129.8090.000
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5902018.03.02 15:50sell1771.00129.6700.0000.000
5912018.03.02 15:50modify1771.00129.670129.8400.000
5922018.03.02 17:06s/l1771.00129.840129.8400.000-17000.009946700.00
5932018.03.05 08:05buy1781.00130.0940.0000.000
5942018.03.05 08:05modify1781.00130.094129.9400.000
5952018.03.05 08:19s/l1781.00129.940129.9400.000-15400.009931300.00
5962018.03.05 08:20sell1791.00129.9210.0000.000
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6002018.03.05 12:15buy1801.00130.1710.0000.000
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6032018.03.05 14:30sell1811.00129.8210.0000.000
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6062018.03.05 15:40buy1821.00130.0140.0000.000
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6102018.03.05 17:45buy1831.00130.4650.0000.000
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6142018.03.06 11:30sell1841.00130.6850.0000.000
6152018.03.06 11:30modify1841.00130.685130.8550.000
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6202018.03.07 09:25sell1861.00131.1510.0000.000
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6242018.03.07 11:20modify1871.00131.184131.2870.000
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6262018.03.07 13:10sell1881.00131.1770.0000.000
6272018.03.07 13:10modify1881.00131.177131.3470.000
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6292018.03.07 16:35buy1891.00131.5360.0000.000
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6322018.03.08 08:55sell1901.00131.4230.0000.000
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6422018.03.09 10:05modify1931.00131.466131.2960.000
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6442018.03.09 11:10buy1941.00131.4010.0000.000
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