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

通貨ペアGBPUSD (Great Britain Pound 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5226603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7
純益177405.48総利益1777726.15総損失-1600320.67
プロフィットファクタ1.11期待利得1151.98
絶対ドローダウン87075.33最大ドローダウン276998.02 (2.67%)相対ドローダウン2.67% (276998.02)
総取引数154売りポジション(勝率%)70 (60.00%)買いポジション(勝率%)84 (53.57%)
勝率(%)87 (56.49%)負率 (%)67 (43.51%)
最大勝トレード70522.66敗トレード-30417.12
平均勝トレード20433.63敗トレード-23885.38
最大連勝(金額)8 (127751.91)連敗(金額)5 (-123677.04)
最大連勝(トレード数)162872.47 (7)連敗(トレード数)-123677.04 (5)
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 11:20sell11.001.353140.000000.00000
22018.01.08 11:20modify11.001.353141.354630.00000
32018.01.08 12:49s/l11.001.354631.354630.00000-16785.759983214.25
42018.01.08 13:50sell21.001.353890.000000.00000
52018.01.08 13:50modify21.001.353891.355610.00000
62018.01.08 17:06s/l21.001.355611.355610.00000-19376.849963837.41
72018.01.09 14:25sell31.001.352810.000000.00000
82018.01.09 14:25modify31.001.352811.354320.00000
92018.01.09 15:25modify31.001.352811.352710.00000
102018.01.09 15:40close31.001.351171.352710.0000018475.599982313.00
112018.01.09 16:55sell41.001.351170.000000.00000
122018.01.09 16:55modify41.001.351171.352880.00000
132018.01.09 19:33s/l41.001.352881.352880.00000-19264.189963048.82
142018.01.10 10:00sell51.001.350730.000000.00000
152018.01.10 10:00modify51.001.350731.353310.00000
162018.01.10 12:01modify51.001.350731.350630.00000
172018.01.10 12:38s/l51.001.350631.350630.000001126.569964175.38
182018.01.10 13:40buy61.001.355600.000000.00000
192018.01.10 13:40modify61.001.355601.353720.00000
202018.01.10 14:39s/l61.001.353721.353720.00000-21175.199943000.19
212018.01.10 16:10buy71.001.353680.000000.00000
222018.01.10 16:10modify71.001.353681.352030.00000
232018.01.10 16:37s/l71.001.352031.352030.00000-18584.619924415.58
242018.01.11 08:50sell81.001.348750.000000.00000
252018.01.11 08:50modify81.001.348751.350620.00000
262018.01.11 13:46modify81.001.348751.348650.00000
272018.01.11 13:55close81.001.346651.348650.0000023657.769948073.34
282018.01.12 10:25buy91.001.355160.000000.00000
292018.01.12 10:25modify91.001.355161.353480.00000
302018.01.12 10:39modify91.001.355161.355260.00000
312018.01.12 11:25close91.001.360671.355260.0000062061.3410010134.68
322018.01.12 12:35buy101.001.361730.000000.00000
332018.01.12 12:35modify101.001.361731.360570.00000
342018.01.12 13:20modify101.001.361731.361830.00000
352018.01.12 13:45close101.001.363501.361830.0000019936.2210030070.90
362018.01.12 16:20buy111.001.366710.000000.00000
372018.01.12 16:20modify111.001.366711.364010.00000
382018.01.12 17:46modify111.001.366711.366810.00000
392018.01.12 17:48s/l111.001.366811.366810.000001126.3410031197.24
402018.01.12 17:55buy121.001.368280.000000.00000
412018.01.12 17:55modify121.001.368281.366210.00000
422018.01.12 20:11modify121.001.368281.368380.00000
432018.01.12 20:30close121.001.370411.368380.0000023991.0410055188.28
442018.01.15 08:10buy131.001.375450.000000.00000
452018.01.15 08:10modify131.001.375451.374090.00000
462018.01.15 08:50s/l131.001.374091.374090.00000-15318.2210039870.06
472018.01.15 09:25buy141.001.374710.000000.00000
482018.01.15 09:25modify141.001.374711.372860.00000
492018.01.15 11:34modify141.001.374711.374810.00000
502018.01.15 12:15close141.001.378641.374810.0000044265.1710084135.23
512018.01.15 14:50buy151.001.377800.000000.00000
522018.01.15 14:50modify151.001.377801.376240.00000
532018.01.15 15:05modify151.001.377801.377900.00000
542018.01.15 15:32s/l151.001.377901.377900.000001126.3410085261.57
552018.01.15 15:55buy161.001.378580.000000.00000
562018.01.15 15:55modify161.001.378581.377210.00000
572018.01.15 16:12modify161.001.378581.378680.00000
582018.01.15 17:13s/l161.001.378681.378680.000001126.3410086387.91
592018.01.16 09:10sell171.001.378350.000000.00000
602018.01.16 09:10modify171.001.378351.380440.00000
612018.01.16 11:30modify171.001.378351.378250.00000
622018.01.16 12:25close171.001.375821.378250.0000028501.9710114889.88
632018.01.16 12:40sell181.001.374970.000000.00000
642018.01.16 12:40modify181.001.374971.376310.00000
652018.01.16 14:18s/l181.001.376311.376310.00000-15095.9110099793.97
662018.01.16 16:45sell191.001.375630.000000.00000
672018.01.16 16:45modify191.001.375631.377100.00000
682018.01.16 17:40s/l191.001.377101.377100.00000-16560.4310083233.54
692018.01.17 08:55sell201.001.376600.000000.00000
702018.01.17 08:55modify201.001.376601.378020.00000
712018.01.17 09:35s/l201.001.378021.378020.00000-15997.1510067236.39
722018.01.17 09:55sell211.001.375750.000000.00000
732018.01.17 09:55modify211.001.375751.378450.00000
742018.01.17 11:17s/l211.001.378451.378450.00000-30417.1210036819.27
752018.01.17 13:15buy221.001.380360.000000.00000
762018.01.17 13:15modify221.001.380361.378350.00000
772018.01.17 14:00s/l221.001.378351.378350.00000-22639.4310014179.84
782018.01.17 16:25buy231.001.380380.000000.00000
792018.01.17 16:25modify231.001.380381.378720.00000
802018.01.17 17:53modify231.001.380381.380480.00000
812018.01.17 18:05close231.001.382821.380480.0000027482.7010041662.54
822018.01.18 08:50buy241.001.384030.000000.00000
832018.01.18 08:50modify241.001.384031.381330.00000
842018.01.18 09:12s/l241.001.381331.381330.00000-30411.1810011251.36
852018.01.18 10:40buy251.001.384520.000000.00000
862018.01.18 10:40modify251.001.384521.381820.00000
872018.01.18 12:58modify251.001.384521.384620.00000
882018.01.18 13:25close251.001.387261.384620.0000030861.7110042113.07
892018.01.18 16:20buy261.001.387430.000000.00000
902018.01.18 16:20modify261.001.387431.385210.00000
912018.01.18 17:57modify261.001.387431.387530.00000
922018.01.18 18:35close261.001.389121.387530.0000019035.1510061148.22
932018.01.19 09:35buy271.001.390840.000000.00000
942018.01.19 09:35modify271.001.390841.388910.00000
952018.01.19 10:15modify271.001.390841.390940.00000
962018.01.19 11:10close271.001.392701.390940.0000020949.9210082098.14
972018.01.19 15:00sell281.001.386250.000000.00000
982018.01.19 15:00modify281.001.386251.388950.00000
992018.01.19 17:57modify281.001.386251.386150.00000
1002018.01.19 19:04s/l281.001.386151.386150.000001126.5610083224.70
1012018.01.22 08:25sell291.001.385740.000000.00000
1022018.01.22 08:25modify291.001.385741.387110.00000
1032018.01.22 09:05s/l291.001.387111.387110.00000-15433.8810067790.82
1042018.01.22 10:10buy301.001.389450.000000.00000
1052018.01.22 10:10modify301.001.389451.386750.00000
1062018.01.22 12:32modify301.001.389451.389550.00000
1072018.01.22 13:54s/l301.001.389551.389550.000001126.3410068917.16
1082018.01.22 14:10buy311.001.390790.000000.00000
1092018.01.22 14:10modify311.001.390791.389260.00000
1102018.01.22 14:41s/l311.001.389261.389260.00000-17233.0110051684.15
1112018.01.22 15:20buy321.001.389900.000000.00000
1122018.01.22 15:20modify321.001.389901.388190.00000
1132018.01.22 15:43modify321.001.389901.390000.00000
1142018.01.22 16:10close321.001.391841.390000.0000021851.0010073535.15
1152018.01.22 17:25buy331.001.393350.000000.00000
1162018.01.22 17:25modify331.001.393351.391150.00000
1172018.01.22 17:41modify331.001.393351.393450.00000
1182018.01.22 17:55close331.001.395361.393450.0000022639.4310096174.58
1192018.01.23 08:20buy341.001.398980.000000.00000
1202018.01.23 08:20modify341.001.398981.396910.00000
1212018.01.23 09:01s/l341.001.396911.396910.00000-23315.2410072859.34
1222018.01.23 11:15sell351.001.394020.000000.00000
1232018.01.23 11:15modify351.001.394021.395840.00000
1242018.01.23 14:04modify351.001.394021.393920.00000
1252018.01.23 14:30close351.001.392341.393920.0000018926.2110091785.55
1262018.01.24 08:00buy361.001.403260.000000.00000
1272018.01.24 08:00modify361.001.403261.401830.00000
1282018.01.24 10:34modify361.001.403261.403360.00000
1292018.01.24 10:35close361.001.405641.403360.0000026806.9010118592.45
1302018.01.24 10:45buy371.001.406510.000000.00000
1312018.01.24 10:45modify371.001.406511.403810.00000
1322018.01.24 10:55modify371.001.406511.406610.00000
1332018.01.24 11:15close371.001.408341.406610.0000020612.0310139204.48
1342018.01.24 13:35buy381.001.410470.000000.00000
1352018.01.24 13:35modify381.001.410471.408590.00000
1362018.01.24 13:44modify381.001.410471.410570.00000
1372018.01.24 13:55close381.001.413501.410570.0000034128.1010173332.58
1382018.01.24 15:10buy391.001.416640.000000.00000
1392018.01.24 15:10modify391.001.416641.414020.00000
1402018.01.24 15:33modify391.001.416641.416740.00000
1412018.01.24 16:15close391.001.418371.416740.0000019485.6810192818.26
1422018.01.24 16:35buy401.001.420380.000000.00000
1432018.01.24 16:35modify401.001.420381.417680.00000
1442018.01.24 17:10modify401.001.420381.420480.00000
1452018.01.24 18:00close401.001.422101.420480.0000019373.0510212191.31
1462018.01.25 08:00buy411.001.429770.000000.00000
1472018.01.25 08:00modify411.001.429771.428160.00000
1482018.01.25 08:16modify411.001.429771.429870.00000
1492018.01.25 08:35close411.001.431861.429870.0000023540.5010235731.81
1502018.01.25 11:50buy421.001.428570.000000.00000
1512018.01.25 11:50modify421.001.428571.425870.00000
1522018.01.25 12:16s/l421.001.425871.425870.00000-30411.1810205320.63
1532018.01.25 12:45buy431.001.427100.000000.00000
1542018.01.25 12:45modify431.001.427101.424880.00000
1552018.01.25 15:40modify431.001.427101.427200.00000
1562018.01.25 15:45close431.001.429501.427200.0000027032.1610232352.79
1572018.01.26 11:30buy441.001.425740.000000.00000
1582018.01.26 11:30modify441.001.425741.423040.00000
1592018.01.26 11:30modify441.001.425741.425840.00000
1602018.01.26 11:39s/l441.001.425841.425840.000001126.3410233479.13
1612018.01.26 13:15buy451.001.425880.000000.00000
1622018.01.26 13:15modify451.001.425881.423490.00000
1632018.01.26 15:11s/l451.001.423491.423490.00000-26919.5210206559.61
1642018.01.26 15:40buy461.001.424490.000000.00000
1652018.01.26 15:40modify461.001.424491.423160.00000
1662018.01.26 15:48s/l461.001.423161.423160.00000-14980.3310191579.28
1672018.01.26 17:05sell471.001.418430.000000.00000
1682018.01.26 17:05modify471.001.418431.421130.00000
1692018.01.26 17:16modify471.001.418431.418330.00000
1702018.01.26 17:30close471.001.416301.418330.0000023995.7310215575.01
1712018.01.29 08:25sell481.001.413140.000000.00000
1722018.01.29 08:25modify481.001.413141.414430.00000
1732018.01.29 09:28modify481.001.413141.413040.00000
1742018.01.29 10:00s/l481.001.413041.413040.000001126.5610216701.57
1752018.01.29 10:45sell491.001.410660.000000.00000
1762018.01.29 10:45modify491.001.410661.413360.00000
1772018.01.29 12:59modify491.001.410661.410560.00000
1782018.01.29 13:05close491.001.408431.410560.0000025122.2910241823.86
1792018.01.29 14:00sell501.001.406070.000000.00000
1802018.01.29 14:00modify501.001.406071.407960.00000
1812018.01.29 15:03s/l501.001.407961.407960.00000-21291.9910220531.87
1822018.01.29 16:50sell511.001.407960.000000.00000
1832018.01.29 16:50modify511.001.407961.409850.00000
1842018.01.29 17:57modify511.001.407961.407860.00000
1852018.01.29 18:10close511.001.404791.407860.0000035711.9610256243.83
1862018.01.30 08:10sell521.001.403410.000000.00000
1872018.01.30 08:10modify521.001.403411.404880.00000
1882018.01.30 08:54modify521.001.403411.403310.00000
1892018.01.30 10:10close521.001.399721.403310.0000041570.0710297813.90
1902018.01.30 13:20buy531.001.410270.000000.00000
1912018.01.30 13:20modify531.001.410271.407870.00000
1922018.01.30 13:29modify531.001.410271.410370.00000
1932018.01.30 14:20close531.001.412511.410370.0000025230.0110323043.91
1942018.01.30 15:20buy541.001.413640.000000.00000
1952018.01.30 15:20modify541.001.413641.410940.00000
1962018.01.30 16:33modify541.001.413641.413740.00000
1972018.01.30 16:39s/l541.001.413741.413740.000001126.3410324170.25
1982018.01.30 16:39buy551.001.413810.000000.00000
1992018.01.30 16:39modify551.001.413811.412860.00000
2002018.01.30 16:41s/l551.001.412861.412860.00000-10700.2310313470.02
2012018.01.30 17:55buy561.001.413820.000000.00000
2022018.01.30 17:55modify561.001.413821.411420.00000
2032018.01.30 17:59s/l561.001.411421.411420.00000-27032.1610286437.86
2042018.01.31 08:35buy571.001.419630.000000.00000
2052018.01.31 08:35modify571.001.419631.416930.00000
2062018.01.31 10:01s/l571.001.416931.416930.00000-30411.1810256026.68
2072018.01.31 11:35buy581.001.418640.000000.00000
2082018.01.31 11:35modify581.001.418641.415940.00000
2092018.01.31 11:40s/l581.001.415941.415940.00000-30411.1810225615.50
2102018.01.31 13:40sell591.001.413690.000000.00000
2112018.01.31 13:40modify591.001.413691.415920.00000
2122018.01.31 13:59s/l591.001.415921.415920.00000-25122.2910200493.21
2132018.01.31 15:15buy601.001.416860.000000.00000
2142018.01.31 15:15modify601.001.416861.414390.00000
2152018.01.31 17:20modify601.001.416861.416960.00000
2162018.01.31 18:05close601.001.421221.416960.0000049108.4310249601.64
2172018.02.01 15:05buy611.001.422200.000000.00000
2182018.02.01 15:05modify611.001.422201.419910.00000
2192018.02.01 16:30s/l611.001.419911.419910.00000-25793.1910223808.45
2202018.02.02 09:10buy621.001.426640.000000.00000
2212018.02.02 09:10modify621.001.426641.424920.00000
2222018.02.02 09:37s/l621.001.424921.424920.00000-19373.0510204435.40
2232018.02.02 10:40sell631.001.422680.000000.00000
2242018.02.02 10:40modify631.001.422681.425380.00000
2252018.02.02 11:30modify631.001.422681.422580.00000
2262018.02.02 13:15s/l631.001.422581.422580.000001126.5610205561.96
2272018.02.02 14:30sell641.001.421900.000000.00000
2282018.02.02 14:30modify641.001.421901.422990.00000
2292018.02.02 15:30modify641.001.421901.421800.00000
2302018.02.02 16:05close641.001.415641.421800.0000070522.6610276084.62
2312018.02.02 16:55sell651.001.414360.000000.00000
2322018.02.02 16:55modify651.001.414361.417060.00000
2332018.02.02 17:01modify651.001.414361.414260.00000
2342018.02.02 17:25close651.001.412601.414260.0000019827.4610295912.08
2352018.02.05 08:15sell661.001.411530.000000.00000
2362018.02.05 08:15modify661.001.411531.413060.00000
2372018.02.05 09:00modify661.001.411531.411430.00000
2382018.02.05 09:12s/l661.001.411431.411430.000001126.5610297038.64
2392018.02.05 09:50sell671.001.409720.000000.00000
2402018.02.05 09:50modify671.001.409721.411840.00000
2412018.02.05 10:33s/l671.001.411841.411840.00000-23883.0710273155.57
2422018.02.05 12:50sell681.001.411210.000000.00000
2432018.02.05 12:50modify681.001.411211.413450.00000
2442018.02.05 13:20modify681.001.411211.411110.00000
2452018.02.05 13:50close681.001.407771.411110.0000038753.6710311909.24
2462018.02.05 16:40sell691.001.400420.000000.00000
2472018.02.05 16:40modify691.001.400421.403120.00000
2482018.02.05 17:00modify691.001.400421.400320.00000
2492018.02.05 17:07s/l691.001.400321.400320.000001126.5610313035.80
2502018.02.06 08:30sell701.001.395860.000000.00000
2512018.02.06 08:30modify701.001.395861.397720.00000
2522018.02.06 08:48s/l701.001.397721.397720.00000-20954.0110292081.79
2532018.02.06 09:50sell711.001.394850.000000.00000
2542018.02.06 09:50modify711.001.394851.397550.00000
2552018.02.06 10:09s/l711.001.397551.397550.00000-30417.1210261664.67
2562018.02.06 13:35sell721.001.394950.000000.00000
2572018.02.06 13:35modify721.001.394951.397540.00000
2582018.02.06 13:50modify721.001.394951.394850.00000
2592018.02.06 14:15close721.001.391731.394850.0000036275.2310297939.90
2602018.02.06 17:30sell731.001.385850.000000.00000
2612018.02.06 17:30modify731.001.385851.388550.00000
2622018.02.06 17:47s/l731.001.388551.388550.00000-30417.1210267522.78
2632018.02.07 09:00buy741.001.396510.000000.00000
2642018.02.07 09:00modify741.001.396511.394640.00000
2652018.02.07 09:12modify741.001.396511.396610.00000
2662018.02.07 09:48s/l741.001.396611.396610.000001126.3410268649.12
2672018.02.07 11:25sell751.001.392860.000000.00000
2682018.02.07 11:25modify751.001.392861.395560.00000
2692018.02.07 12:08modify751.001.392861.392760.00000
2702018.02.07 13:10close751.001.388511.392760.0000049005.3610317654.48
2712018.02.07 15:50sell761.001.390550.000000.00000
2722018.02.07 15:50modify761.001.390551.392470.00000
2732018.02.07 16:07modify761.001.390551.390450.00000
2742018.02.07 16:23s/l761.001.390451.390450.000001126.5610318781.04
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