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

通貨ペアUSDJPY (United States Dollar 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5075506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114600.00総利益1033900.00総損失-919300.00
プロフィットファクタ1.12期待利得658.62
絶対ドローダウン38600.00最大ドローダウン150800.00 (1.48%)相対ドローダウン1.48% (150800.00)
総取引数174売りポジション(勝率%)105 (60.00%)買いポジション(勝率%)69 (57.97%)
勝率(%)103 (59.20%)負率 (%)71 (40.80%)
最大勝トレード41100.00敗トレード-15000.00
平均勝トレード10037.86敗トレード-12947.89
最大連勝(金額)6 (91100.00)連敗(金額)3 (-43600.00)
最大連勝(トレード数)91100.00 (6)連敗(トレード数)-43600.00 (3)
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 09:10buy11.00113.2400.0000.000
22018.01.08 09:10modify11.00113.240113.1800.000
32018.01.08 09:58modify11.00113.240113.2500.000
42018.01.08 10:15close11.00113.324113.2500.0008400.0010008400.00
52018.01.08 14:05sell21.00113.0470.0000.000
62018.01.08 14:05modify21.00113.047113.1660.000
72018.01.08 15:23modify21.00113.047113.0370.000
82018.01.08 15:45close21.00112.924113.0370.00012300.0010020700.00
92018.01.09 09:50sell31.00112.7210.0000.000
102018.01.09 09:50modify31.00112.721112.8130.000
112018.01.09 10:19s/l31.00112.813112.8130.000-9200.0010011500.00
122018.01.09 13:10sell41.00112.7800.0000.000
132018.01.09 13:10modify41.00112.780112.9050.000
142018.01.09 13:41modify41.00112.780112.7700.000
152018.01.09 14:00close41.00112.659112.7700.00012100.0010023600.00
162018.01.09 17:10sell51.00112.6140.0000.000
172018.01.09 17:10modify51.00112.614112.7640.000
182018.01.09 17:38modify51.00112.614112.6040.000
192018.01.09 18:00close51.00112.423112.6040.00019100.0010042700.00
202018.01.10 08:40sell61.00112.1870.0000.000
212018.01.10 08:40modify61.00112.187112.3370.000
222018.01.10 09:03modify61.00112.187112.1770.000
232018.01.10 09:10close61.00112.009112.1770.00017800.0010060500.00
242018.01.10 10:40sell71.00111.8670.0000.000
252018.01.10 10:40modify71.00111.867111.9700.000
262018.01.10 11:05modify71.00111.867111.8570.000
272018.01.10 11:20close71.00111.770111.8570.0009700.0010070200.00
282018.01.10 12:40sell81.00111.5430.0000.000
292018.01.10 12:40modify81.00111.543111.6930.000
302018.01.10 12:43modify81.00111.543111.5330.000
312018.01.10 12:50close81.00111.304111.5330.00023900.0010094100.00
322018.01.10 16:55sell91.00111.4570.0000.000
332018.01.10 16:55modify91.00111.457111.6070.000
342018.01.10 17:12modify91.00111.457111.4470.000
352018.01.10 17:20close91.00111.372111.4470.0008500.0010102600.00
362018.01.10 17:55sell101.00111.3360.0000.000
372018.01.10 17:55modify101.00111.336111.4860.000
382018.01.10 18:36s/l101.00111.486111.4860.000-15000.0010087600.00
392018.01.11 08:00buy111.00111.8060.0000.000
402018.01.11 08:00modify111.00111.806111.6560.000
412018.01.11 11:10s/l111.00111.656111.6560.000-15000.0010072600.00
422018.01.11 15:05buy121.00111.7230.0000.000
432018.01.11 15:05modify121.00111.723111.5870.000
442018.01.11 15:30s/l121.00111.587111.5870.000-13600.0010059000.00
452018.01.11 16:40sell131.00111.4350.0000.000
462018.01.11 16:40modify131.00111.435111.5790.000
472018.01.11 17:50close131.00111.388111.5790.0004700.0010063700.00
482018.01.12 11:30sell141.00111.0920.0000.000
492018.01.12 11:30modify141.00111.092111.2420.000
502018.01.12 13:25modify141.00111.092111.0820.000
512018.01.12 13:26s/l141.00111.082111.0820.0001000.0010064700.00
522018.01.12 13:26sell151.00111.0810.0000.000
532018.01.12 13:26modify151.00111.081111.1520.000
542018.01.12 14:01s/l151.00111.152111.1520.000-7100.0010057600.00
552018.01.12 14:50sell161.00111.1220.0000.000
562018.01.12 14:50modify161.00111.122111.1910.000
572018.01.12 15:30s/l161.00111.191111.1910.000-6900.0010050700.00
582018.01.15 10:05sell171.00110.7700.0000.000
592018.01.15 10:05modify171.00110.770110.9060.000
602018.01.15 10:21modify171.00110.770110.7600.000
612018.01.15 10:30close171.00110.694110.7600.0007600.0010058300.00
622018.01.15 10:40sell181.00110.6760.0000.000
632018.01.15 10:40modify181.00110.676110.8260.000
642018.01.15 11:00close181.00110.630110.8260.0004600.0010062900.00
652018.01.15 11:05sell191.00110.5970.0000.000
662018.01.15 11:05modify191.00110.597110.7470.000
672018.01.15 12:00close191.00110.549110.7470.0004800.0010067700.00
682018.01.15 15:00sell201.00110.6360.0000.000
692018.01.15 15:00modify201.00110.636110.7330.000
702018.01.15 16:10close201.00110.557110.7330.0007900.0010075600.00
712018.01.15 16:15sell211.00110.5350.0000.000
722018.01.15 16:15modify211.00110.535110.6850.000
732018.01.15 17:00s/l211.00110.685110.6850.000-15000.0010060600.00
742018.01.15 17:35sell221.00110.5890.0000.000
752018.01.15 17:35modify221.00110.589110.7160.000
762018.01.15 18:05close221.00110.527110.7160.0006200.0010066800.00
772018.01.16 08:15buy231.00110.9010.0000.000
782018.01.16 08:15modify231.00110.901110.8080.000
792018.01.16 08:32s/l231.00110.808110.8080.000-9300.0010057500.00
802018.01.16 09:05buy241.00110.8490.0000.000
812018.01.16 09:05modify241.00110.849110.7070.000
822018.01.16 09:16s/l241.00110.707110.7070.000-14200.0010043300.00
832018.01.16 13:35sell251.00110.6750.0000.000
842018.01.16 13:35modify251.00110.675110.7700.000
852018.01.16 14:25close251.00110.626110.7700.0004900.0010048200.00
862018.01.16 16:45buy261.00110.8170.0000.000
872018.01.16 16:45modify261.00110.817110.6670.000
882018.01.16 17:57s/l261.00110.667110.6670.000-15000.0010033200.00
892018.01.17 10:35buy271.00110.7850.0000.000
902018.01.17 10:35modify271.00110.785110.6890.000
912018.01.17 12:26s/l271.00110.689110.6890.000-9600.0010023600.00
922018.01.17 13:50buy281.00110.7350.0000.000
932018.01.17 13:50modify281.00110.735110.6160.000
942018.01.17 14:25close281.00110.790110.6160.0005500.0010029100.00
952018.01.17 14:40buy291.00110.8190.0000.000
962018.01.17 14:40modify291.00110.819110.6690.000
972018.01.17 15:34s/l291.00110.669110.6690.000-15000.0010014100.00
982018.01.17 16:00buy301.00110.7690.0000.000
992018.01.17 16:00modify301.00110.769110.6300.000
1002018.01.17 16:41s/l301.00110.630110.6300.000-13900.0010000200.00
1012018.01.18 09:10buy311.00111.2820.0000.000
1022018.01.18 09:10modify311.00111.282111.1320.000
1032018.01.18 14:00close311.00111.283111.1320.000100.0010000300.00
1042018.01.19 08:10sell321.00110.8350.0000.000
1052018.01.19 08:10modify321.00110.835110.9340.000
1062018.01.19 09:56modify321.00110.835110.8250.000
1072018.01.19 10:10close321.00110.727110.8250.00010800.0010011100.00
1082018.01.19 10:20sell331.00110.6680.0000.000
1092018.01.19 10:20modify331.00110.668110.8180.000
1102018.01.19 10:35close331.00110.625110.8180.0004300.0010015400.00
1112018.01.19 10:45sell341.00110.5590.0000.000
1122018.01.19 10:45modify341.00110.559110.7090.000
1132018.01.19 13:51s/l341.00110.709110.7090.000-15000.0010000400.00
1142018.01.19 14:40sell351.00110.6690.0000.000
1152018.01.19 14:40modify351.00110.669110.7910.000
1162018.01.19 15:17modify351.00110.669110.6590.000
1172018.01.19 15:40close351.00110.567110.6590.00010200.0010010600.00
1182018.01.19 17:05sell361.00110.5020.0000.000
1192018.01.19 17:05modify361.00110.502110.6520.000
1202018.01.19 17:56s/l361.00110.652110.6520.000-15000.009995600.00
1212018.01.22 08:25buy371.00110.8620.0000.000
1222018.01.22 08:25modify371.00110.862110.7470.000
1232018.01.22 10:07s/l371.00110.747110.7470.000-11500.009984100.00
1242018.01.22 10:30buy381.00110.8370.0000.000
1252018.01.22 10:30modify381.00110.837110.6940.000
1262018.01.22 11:27s/l381.00110.694110.6940.000-14300.009969800.00
1272018.01.22 16:35buy391.00110.8020.0000.000
1282018.01.22 16:35modify391.00110.802110.6590.000
1292018.01.22 18:35close391.00110.817110.6590.0001500.009971300.00
1302018.01.23 08:15sell401.00110.7670.0000.000
1312018.01.23 08:15modify401.00110.767110.8630.000
1322018.01.23 08:35s/l401.00110.863110.8630.000-9600.009961700.00
1332018.01.23 13:10sell411.00110.5580.0000.000
1342018.01.23 13:10modify411.00110.558110.6600.000
1352018.01.23 13:12modify411.00110.558110.5480.000
1362018.01.23 13:25close411.00110.386110.5480.00017200.009978900.00
1372018.01.23 15:35sell421.00110.4130.0000.000
1382018.01.23 15:35modify421.00110.413110.5570.000
1392018.01.23 17:35close421.00110.307110.5570.00010600.009989500.00
1402018.01.24 08:10sell431.00109.8720.0000.000
1412018.01.24 08:10modify431.00109.872109.9940.000
1422018.01.24 08:33s/l431.00109.994109.9940.000-12200.009977300.00
1432018.01.24 09:30sell441.00109.9460.0000.000
1442018.01.24 09:30modify441.00109.946110.0960.000
1452018.01.24 10:40close441.00109.887110.0960.0005900.009983200.00
1462018.01.24 10:50sell451.00109.7110.0000.000
1472018.01.24 10:50modify451.00109.711109.8610.000
1482018.01.24 11:24modify451.00109.711109.7010.000
1492018.01.24 11:40close451.00109.607109.7010.00010400.009993600.00
1502018.01.24 13:05sell461.00109.5010.0000.000
1512018.01.24 13:05modify461.00109.501109.6510.000
1522018.01.24 15:06modify461.00109.501109.4910.000
1532018.01.24 15:30close461.00109.390109.4910.00011100.0010004700.00
1542018.01.24 16:10sell471.00109.4130.0000.000
1552018.01.24 16:10modify471.00109.413109.5630.000
1562018.01.24 16:52modify471.00109.413109.4030.000
1572018.01.24 17:15close471.00109.210109.4030.00020300.0010025000.00
1582018.01.25 08:00sell481.00108.9180.0000.000
1592018.01.25 08:00modify481.00108.918109.0680.000
1602018.01.25 08:10close481.00108.878109.0680.0004000.0010029000.00
1612018.01.25 09:55sell491.00108.8720.0000.000
1622018.01.25 09:55modify491.00108.872109.0220.000
1632018.01.25 09:59s/l491.00109.022109.0220.000-15000.0010014000.00
1642018.01.25 11:30sell501.00109.0460.0000.000
1652018.01.25 11:30modify501.00109.046109.1960.000
1662018.01.25 13:45close501.00108.963109.1960.0008300.0010022300.00
1672018.01.25 13:50sell511.00108.9360.0000.000
1682018.01.25 13:50modify511.00108.936109.0860.000
1692018.01.25 15:35close511.00108.891109.0860.0004500.0010026800.00
1702018.01.25 16:05sell521.00108.7170.0000.000
1712018.01.25 16:05modify521.00108.717108.8670.000
1722018.01.25 16:11s/l521.00108.867108.8670.000-15000.0010011800.00
1732018.01.25 17:00sell531.00108.8410.0000.000
1742018.01.25 17:00modify531.00108.841108.9910.000
1752018.01.25 17:09modify531.00108.841108.8310.000
1762018.01.25 17:30close531.00108.671108.8310.00017000.0010028800.00
1772018.01.26 13:05sell541.00109.0310.0000.000
1782018.01.26 13:05modify541.00109.031109.1810.000
1792018.01.26 13:50s/l541.00109.181109.1810.000-15000.0010013800.00
1802018.01.26 15:50buy551.00109.3770.0000.000
1812018.01.26 15:50modify551.00109.377109.2270.000
1822018.01.26 16:06modify551.00109.377109.3870.000
1832018.01.26 16:16s/l551.00109.387109.3870.0001000.0010014800.00
1842018.01.29 08:25buy561.00108.8180.0000.000
1852018.01.29 08:25modify561.00108.818108.6830.000
1862018.01.29 09:25modify561.00108.818108.8280.000
1872018.01.29 09:40close561.00109.019108.8280.00020100.0010034900.00
1882018.01.29 14:05sell571.00108.6500.0000.000
1892018.01.29 14:05modify571.00108.650108.8000.000
1902018.01.29 14:25s/l571.00108.800108.8000.000-15000.0010019900.00
1912018.01.29 16:50buy581.00108.8670.0000.000
1922018.01.29 16:50modify581.00108.867108.7170.000
1932018.01.29 17:51modify581.00108.867108.8770.000
1942018.01.29 18:10close581.00109.059108.8770.00019200.0010039100.00
1952018.01.30 08:00sell591.00108.6750.0000.000
1962018.01.30 08:00modify591.00108.675108.8250.000
1972018.01.30 12:10close591.00108.644108.8250.0003100.0010042200.00
1982018.01.30 12:35sell601.00108.6130.0000.000
1992018.01.30 12:35modify601.00108.613108.7300.000
2002018.01.30 13:15close601.00108.564108.7300.0004900.0010047100.00
2012018.01.30 15:45sell611.00108.6410.0000.000
2022018.01.30 15:45modify611.00108.641108.7680.000
2032018.01.30 16:01modify611.00108.641108.6310.000
2042018.01.30 16:15close611.00108.432108.6310.00020900.0010068000.00
2052018.01.31 08:15sell621.00108.6670.0000.000
2062018.01.31 08:15modify621.00108.667108.8170.000
2072018.01.31 10:20close621.00108.661108.8170.000600.0010068600.00
2082018.01.31 11:35sell631.00108.7110.0000.000
2092018.01.31 11:35modify631.00108.711108.8060.000
2102018.01.31 12:40s/l631.00108.806108.8060.000-9500.0010059100.00
2112018.01.31 14:05sell641.00108.7100.0000.000
2122018.01.31 14:05modify641.00108.710108.8550.000
2132018.01.31 14:25close641.00108.779108.8550.000-6900.0010052200.00
2142018.01.31 14:25buy651.00108.7790.0000.000
2152018.01.31 14:25modify651.00108.779108.6820.000
2162018.01.31 15:05close651.00108.845108.6820.0006600.0010058800.00
2172018.01.31 16:00buy661.00108.9270.0000.000
2182018.01.31 16:00modify661.00108.927108.7770.000
2192018.01.31 17:48modify661.00108.927108.9370.000
2202018.01.31 19:00close661.00109.304108.9370.00037700.0010096500.00
2212018.02.01 08:00buy671.00109.3390.0000.000
2222018.02.01 08:00modify671.00109.339109.2180.000
2232018.02.01 08:12modify671.00109.339109.3490.000
2242018.02.01 08:45close671.00109.485109.3490.00014600.0010111100.00
2252018.02.01 11:20buy681.00109.5980.0000.000
2262018.02.01 11:20modify681.00109.598109.4470.000
2272018.02.01 13:20close681.00109.717109.4470.00011900.0010123000.00
2282018.02.01 17:35sell691.00109.2390.0000.000
2292018.02.01 17:35modify691.00109.239109.3890.000
2302018.02.01 17:56s/l691.00109.389109.3890.000-15000.0010108000.00
2312018.02.02 08:15buy701.00109.7100.0000.000
2322018.02.02 08:15modify701.00109.710109.5910.000
2332018.02.02 08:45close701.00109.752109.5910.0004200.0010112200.00
2342018.02.02 08:55buy711.00109.8130.0000.000
2352018.02.02 08:55modify711.00109.813109.6630.000
2362018.02.02 09:06s/l711.00109.663109.6630.000-15000.0010097200.00
2372018.02.02 09:50buy721.00109.7610.0000.000
2382018.02.02 09:50modify721.00109.761109.6110.000
2392018.02.02 11:50close721.00109.829109.6110.0006800.0010104000.00
2402018.02.02 11:55buy731.00109.8650.0000.000
2412018.02.02 11:55modify731.00109.865109.7150.000
2422018.02.02 13:55close731.00109.874109.7150.000900.0010104900.00
2432018.02.02 14:50buy741.00109.8770.0000.000
2442018.02.02 14:50modify741.00109.877109.7960.000
2452018.02.02 15:30modify741.00109.877109.8870.000
2462018.02.02 16:00close741.00110.288109.8870.00041100.0010146000.00
2472018.02.02 17:00buy751.00110.4070.0000.000
2482018.02.02 17:00modify751.00110.407110.2570.000
2492018.02.02 19:23s/l751.00110.257110.2570.000-15000.0010131000.00
2502018.02.05 08:05sell761.00109.9240.0000.000
2512018.02.05 08:05modify761.00109.924110.0740.000
2522018.02.05 10:05close761.00109.821110.0740.00010300.0010141300.00
2532018.02.05 10:35sell771.00109.8100.0000.000
2542018.02.05 10:35modify771.00109.810109.9600.000
2552018.02.05 12:35close771.00109.809109.9600.000100.0010141400.00
2562018.02.05 12:40sell781.00109.8030.0000.000
2572018.02.05 12:40modify781.00109.803109.9100.000
2582018.02.05 13:44modify781.00109.803109.7930.000
2592018.02.05 14:00close781.00109.748109.7930.0005500.0010146900.00
2602018.02.05 15:50sell791.00109.8110.0000.000
2612018.02.05 15:50modify791.00109.811109.9130.000
2622018.02.05 16:35s/l791.00109.913109.9130.000-10200.0010136700.00
2632018.02.06 08:20sell801.00108.7380.0000.000
2642018.02.06 08:20modify801.00108.738108.8880.000
2652018.02.06 08:37s/l801.00108.888108.8880.000-15000.0010121700.00
2662018.02.06 13:35sell811.00108.9560.0000.000
2672018.02.06 13:35modify811.00108.956109.1060.000
2682018.02.06 14:16s/l811.00109.106109.1060.000-15000.0010106700.00
2692018.02.06 16:00buy821.00109.4640.0000.000
2702018.02.06 16:00modify821.00109.464109.3140.000
2712018.02.06 16:36modify821.00109.464109.4740.000
2722018.02.06 16:44s/l821.00109.474109.4740.0001000.0010107700.00
2732018.02.06 16:44buy831.00109.4740.0000.000
2742018.02.06 16:44modify831.00109.474109.3240.000
2752018.02.06 17:16s/l831.00109.324109.3240.000-15000.0010092700.00
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5612018.03.08 10:48s/l1681.00106.023106.0230.000-10100.0010130300.00
5622018.03.08 13:35buy1691.00106.1360.0000.000
5632018.03.08 13:35modify1691.00106.136106.0330.000
5642018.03.08 15:31s/l1691.00106.033106.0330.000-10300.0010120000.00
5652018.03.08 16:15buy1701.00106.1460.0000.000
5662018.03.08 16:15modify1701.00106.146105.9960.000
5672018.03.08 22:10close1701.00106.216105.9960.0007000.0010127000.00
5682018.03.09 08:15buy1711.00106.7150.0000.000
5692018.03.09 08:15modify1711.00106.715106.5950.000
5702018.03.09 12:50close1711.00106.734106.5950.0001900.0010128900.00
5712018.03.09 12:55buy1721.00106.7380.0000.000
5722018.03.09 12:55modify1721.00106.738106.6740.000
5732018.03.09 14:20close1721.00106.811106.6740.0007300.0010136200.00
5742018.03.09 15:30buy1731.00106.8580.0000.000
5752018.03.09 15:30modify1731.00106.858106.7810.000
5762018.03.09 15:30s/l1731.00106.781106.7810.000-7700.0010128500.00
5772018.03.09 17:15buy1741.00106.9430.0000.000
5782018.03.09 17:15modify1741.00106.943106.8040.000
5792018.03.09 18:49s/l1741.00106.804106.8040.000-13900.0010114600.00