Strategy Tester Report
AUDCAD2
FXGiantsBM-Demo1 (Build 1353)

通貨ペアAUDCAD (Australian Dollar vs Canadian Dollar)
期間1分足(M1) 2020.01.08 00:00 - 2022.09.29 23:59 (2020.01.08 - 2022.09.30)
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_tmp=0.03; Use_Comp=false; Comp_baseBalance=300000; Comp_baseLots=0.01;
テストバー数1020008モデルティック数35697721モデリング品質25.00%
不整合チャートエラー0
初期証拠金1000000.00スプレッド25
純益5511892.99総利益9791278.07総損失-4279385.09
プロフィットファクタ2.29期待利得313.43
絶対ドローダウン455910.60最大ドローダウン518109.15 (12.27%)相対ドローダウン48.60% (514387.67)
総取引数17586売りポジション(勝率%)8376 (68.62%)買いポジション(勝率%)9210 (66.56%)
勝率(%)11878 (67.54%)負率 (%)5708 (32.46%)
最大勝トレード164183.60敗トレード-19188.63
平均勝トレード824.32敗トレード-749.72
最大連勝(金額)37 (6930.74)連敗(金額)17 (-121484.38)
最大連勝(トレード数)317496.60 (4)連敗(トレード数)-121484.38 (17)
平均連勝4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
12020.01.08 00:00sell10.030.892790.000000.00000
22020.01.08 00:00buy20.030.892680.000000.00000
32020.01.08 00:20close20.030.893200.000000.00000167.821000167.82
42020.01.08 00:36buy30.030.893050.000000.00000
52020.01.08 01:22close10.030.892250.000000.00000174.311000342.13
62020.01.08 01:22buy40.030.892250.000000.00000
72020.01.08 01:35buy50.040.891380.000000.00000
82020.01.08 01:56sell60.030.892140.000000.00000
92020.01.08 02:00close60.030.891620.000000.00000167.861000509.99
102020.01.08 02:01sell70.030.892090.000000.00000
112020.01.08 02:02close70.030.891590.000000.00000161.401000671.39
122020.01.08 02:02sell80.030.892190.000000.00000
132020.01.08 02:07close80.030.891680.000000.00000164.631000836.02
142020.01.08 02:37buy90.050.890650.000000.00000
152020.01.08 02:54sell100.030.890940.000000.00000
162020.01.08 03:03sell110.030.891770.000000.00000
172020.01.08 03:40close110.030.892400.000000.00000-203.371000632.65
182020.01.08 03:40close100.030.892400.000000.00000-471.301000161.35
192020.01.08 03:40close90.050.892150.000000.00000806.801000968.15
202020.01.08 03:40close50.040.892150.000000.00000331.331001299.48
212020.01.08 03:40close40.030.892150.000000.00000-32.271001267.21
222020.01.08 03:40close30.030.892150.000000.00000-290.451000976.76
232020.01.08 03:40sell120.030.892150.000000.00000
242020.01.08 03:52close120.030.891650.000000.00000161.411001138.17
252020.01.08 04:03buy130.030.891750.000000.00000
262020.01.08 04:05close130.030.892270.000000.00000167.821001305.99
272020.01.08 04:06sell140.030.892490.000000.00000
282020.01.08 04:52sell150.030.893300.000000.00000
292020.01.08 05:14buy160.030.892830.000000.00000
302020.01.08 05:27close160.030.892130.000000.00000-225.901001080.09
312020.01.08 05:27close150.030.892380.000000.00000296.981001377.07
322020.01.08 05:27close140.030.892380.000000.0000035.511001412.58
332020.01.08 05:27buy170.030.892380.000000.00000
342020.01.08 05:28close170.030.892880.000000.00000161.361001573.94
352020.01.08 05:28buy180.030.893130.000000.00000
362020.01.08 05:35buy190.030.892330.000000.00000
372020.01.08 06:05sell200.030.892240.000000.00000
382020.01.08 09:30sell210.030.893050.000000.00000
392020.01.08 09:46close190.030.893240.000000.00000293.671001867.61
402020.01.08 09:46close180.030.893240.000000.0000035.501001903.11
412020.01.08 10:08sell220.040.893860.000000.00000
422020.01.08 10:18buy230.030.893260.000000.00000
432020.01.08 10:55close230.030.893760.000000.00000161.361002064.47
442020.01.08 11:21buy240.030.893520.000000.00000
452020.01.08 13:59close240.030.894020.000000.00000161.361002225.83
462020.01.08 14:22buy250.030.893940.000000.00000
472020.01.08 14:43buy260.030.893140.000000.00000
482020.01.08 16:54close220.040.892620.000000.00000533.701002759.53
492020.01.08 16:54close210.030.892620.000000.00000138.811002898.34
502020.01.08 16:54close200.030.892620.000000.00000-122.661002775.68
512020.01.08 17:20buy270.040.892340.000000.00000
522020.01.08 17:43sell280.030.892600.000000.00000
532020.01.08 17:57sell290.030.893420.000000.00000
542020.01.08 17:59close290.030.893810.000000.00000-125.891002649.79
552020.01.08 17:59close280.030.893810.000000.00000-390.591002259.20
562020.01.08 17:59close270.040.893560.000000.00000524.961002784.16
572020.01.08 17:59close260.030.893560.000000.00000135.541002919.70
582020.01.08 17:59close250.030.893560.000000.00000-122.631002797.07
592020.01.08 17:59sell300.030.893560.000000.00000
602020.01.08 18:20buy310.030.893080.000000.00000
612020.01.08 18:20close310.030.892810.000000.00000-87.131002709.94
622020.01.08 18:20close300.030.893060.000000.00000161.401002871.34
632020.01.08 18:20buy320.030.893060.000000.00000
642020.01.08 18:34close320.030.893560.000000.00000161.361003032.70
652020.01.08 18:35sell330.030.893700.000000.00000
662020.01.08 18:38sell340.030.894510.000000.00000
672020.01.08 19:07sell350.040.895330.000000.00000
682020.01.08 19:25sell360.050.896120.000000.00000
692020.01.08 19:58buy370.030.896090.000000.00000
702020.01.08 21:11buy380.030.895280.000000.00000
712020.01.09 01:59close380.030.896200.000000.00000260.601003293.30
722020.01.09 01:59close370.030.896200.000000.00000-0.801003292.50
732020.01.09 02:14buy390.030.895960.000000.00000
742020.01.09 08:54close390.030.896460.000000.00000161.361003453.86
752020.01.09 09:51buy400.030.896530.000000.00000
762020.01.09 10:18buy410.030.895680.000000.00000
772020.01.09 11:52buy420.040.894930.000000.00000
782020.01.09 15:32close420.040.896160.000000.00000529.271003983.13
792020.01.09 15:32close410.030.896160.000000.00000154.911004138.04
802020.01.09 15:32close400.030.896160.000000.00000-119.401004018.64
812020.01.09 16:05buy430.030.896360.000000.00000
822020.01.09 16:46close430.030.896860.000000.00000161.361004180.00
832020.01.09 16:47sell440.050.896910.000000.00000
842020.01.09 17:12buy450.030.896650.000000.00000
852020.01.09 17:28close450.030.897160.000000.00000164.591004344.59
862020.01.09 17:44sell460.060.897700.000000.00000
872020.01.09 18:11buy470.030.897210.000000.00000
882020.01.09 18:55close470.030.897710.000000.00000161.361004505.95
892020.01.09 19:15buy480.030.897390.000000.00000
902020.01.09 20:45buy490.030.896590.000000.00000
912020.01.09 22:20buy500.040.895790.000000.00000
922020.01.09 22:36close500.040.895300.000000.00000-210.831004295.12
932020.01.09 22:36close490.030.895300.000000.00000-416.301003878.82
942020.01.09 22:36close480.030.895300.000000.00000-674.471003204.35
952020.01.09 22:36close460.060.895550.000000.000001388.001004592.35
962020.01.09 22:36close440.050.895550.000000.00000731.661005324.01
972020.01.09 22:36close360.050.895550.000000.00000277.931005601.94
982020.01.09 22:36close350.040.895550.000000.00000-117.651005484.28
992020.01.09 22:36close340.030.895550.000000.00000-352.931005131.35
1002020.01.09 22:36close330.030.895550.000000.00000-614.391004516.96
1012020.01.09 22:36buy510.030.895550.000000.00000
1022020.01.09 22:58sell520.030.895820.000000.00000
1032020.01.09 23:48close510.030.895000.000000.00000-177.491004339.47
1042020.01.09 23:48close520.030.895250.000000.00000183.991004523.46
1052020.01.09 23:48buy530.030.895510.000000.00000
1062020.01.10 00:38sell540.030.895280.000000.00000
1072020.01.10 02:30close530.030.896060.000000.00000165.391004688.85
1082020.01.10 02:30sell550.030.896130.000000.00000
1092020.01.10 02:30sell560.040.896920.000000.00000
1102020.01.10 03:47buy570.030.896480.000000.00000
1112020.01.10 03:56close570.030.895420.000000.00000-342.081004346.77
1122020.01.10 03:56close560.040.895670.000000.00000537.981004884.75
1132020.01.10 03:56close550.030.895670.000000.00000148.491005033.24
1142020.01.10 03:56close540.030.895670.000000.00000-125.881004907.36
1152020.01.10 03:56buy580.030.895670.000000.00000
1162020.01.10 04:20sell590.030.895710.000000.00000
1172020.01.10 04:55close580.030.896170.000000.00000161.361005068.72
1182020.01.10 05:18sell600.030.896510.000000.00000
1192020.01.10 05:58sell610.040.897320.000000.00000
1202020.01.10 06:23sell620.050.898130.000000.00000
1212020.01.10 06:47buy630.030.897920.000000.00000
1222020.01.10 07:29close630.030.898420.000000.00000161.351005230.07
1232020.01.10 08:09buy640.030.898520.000000.00000
1242020.01.10 09:17buy650.030.897600.000000.00000
1252020.01.10 11:38close650.030.898560.000000.00000309.801005539.87
1262020.01.10 11:38close640.030.898560.000000.0000012.911005552.78
1272020.01.10 12:15buy660.030.898860.000000.00000
1282020.01.10 12:54sell670.050.898920.000000.00000
1292020.01.10 13:07close660.030.899370.000000.00000164.581005717.36
1302020.01.10 13:54sell680.060.899720.000000.00000
1312020.01.10 14:03buy690.030.899500.000000.00000
1322020.01.10 14:57buy700.030.898700.000000.00000
1332020.01.10 15:30buy710.040.897850.000000.00000
1342020.01.10 15:30close710.040.897290.000000.00000-240.961005476.40
1352020.01.10 15:30close700.030.897290.000000.00000-455.031005021.37
1362020.01.10 15:30close690.030.897290.000000.00000-713.201004308.17
1372020.01.10 15:30close680.060.897540.000000.000001407.371005715.54
1382020.01.10 15:30close670.050.897540.000000.00000742.421006457.96
1392020.01.10 15:30close620.050.897540.000000.00000317.411006775.37
1402020.01.10 15:30close610.040.897540.000000.00000-94.691006680.68
1412020.01.10 15:30close600.030.897540.000000.00000-332.471006348.21
1422020.01.10 15:30close590.030.897540.000000.00000-590.701005757.51
1432020.01.10 15:30buy720.030.897540.000000.00000
1442020.01.10 15:31close720.030.898080.000000.00000174.271005931.78
1452020.01.10 15:31buy730.030.898330.000000.00000
1462020.01.10 15:51buy740.030.897530.000000.00000
1472020.01.10 16:25sell750.030.897740.000000.00000
1482020.01.10 16:47close750.030.898700.000000.00000-309.881005621.90
1492020.01.10 16:47close740.030.898450.000000.00000296.901005918.80
1502020.01.10 16:47close730.030.898450.000000.0000038.731005957.53
1512020.01.10 16:47sell760.030.898310.000000.00000
1522020.01.10 17:12sell770.030.899130.000000.00000
1532020.01.10 17:33sell780.040.899930.000000.00000
1542020.01.10 17:55sell790.050.900740.000000.00000
1552020.01.10 18:32buy800.030.900540.000000.00000
1562020.01.10 19:11close800.030.901050.000000.00000164.581006122.11
1572020.01.10 19:21sell810.050.901510.000000.00000
1582020.01.10 19:56buy820.030.901340.000000.00000
1592020.01.10 21:25close820.030.901840.000000.00000161.361006283.47
1602020.01.10 21:49buy830.030.901840.000000.00000
1612020.01.10 22:20close830.030.902340.000000.00000161.361006444.83
1622020.01.10 22:20sell840.060.902340.000000.00000
1632020.01.10 22:50buy850.030.902010.000000.00000
1642020.01.10 23:36buy860.030.901210.000000.00000
1652020.01.13 00:03buy870.040.900280.000000.00000
1662020.01.13 01:06close870.040.901600.000000.00000567.981007012.81
1672020.01.13 01:06close860.030.901600.000000.00000113.761007126.57
1682020.01.13 01:06close850.030.901600.000000.00000-144.411006982.16
1692020.01.13 01:47buy880.030.902100.000000.00000
1702020.01.13 05:00close880.030.902610.000000.00000164.591007146.75
1712020.01.13 05:33buy890.030.902670.000000.00000
1722020.01.13 09:49sell900.080.903120.000000.00000
1732020.01.13 11:43buy910.030.901870.000000.00000
1742020.01.13 12:40buy920.040.901070.000000.00000
1752020.01.13 14:59close920.040.900190.000000.00000-378.631006768.12
1762020.01.13 14:59close910.030.900190.000000.00000-542.141006225.98
1772020.01.13 14:59close890.030.900190.000000.00000-800.291005425.69
1782020.01.13 14:59close900.080.900440.000000.000002307.081007732.77
1792020.01.13 14:59close840.060.900440.000000.000001215.221008947.99
1802020.01.13 14:59close810.050.900440.000000.00000566.131009514.12
1812020.01.13 14:59close790.050.900440.000000.00000151.841009665.96
1822020.01.13 14:59close780.040.900440.000000.00000-227.181009438.78
1832020.01.13 14:59close770.030.900440.000000.00000-428.631009010.14
1842020.01.13 14:59close760.030.900440.000000.00000-693.341008316.80
1852020.01.13 14:59buy930.030.900410.000000.00000
1862020.01.13 15:37sell940.030.900660.000000.00000
1872020.01.13 15:48close930.030.900910.000000.00000161.351008478.15
1882020.01.13 16:10buy950.030.900820.000000.00000
1892020.01.13 17:26close950.030.901340.000000.00000167.811008645.96
1902020.01.13 17:27sell960.030.901470.000000.00000
1912020.01.13 17:37buy970.030.900720.000000.00000
1922020.01.13 17:43close970.030.900290.000000.00000-138.761008507.20
1932020.01.13 17:43close960.030.900540.000000.00000300.221008807.42
1942020.01.13 17:43close940.030.900540.000000.0000038.741008846.16
1952020.01.13 17:43buy980.030.900540.000000.00000
1962020.01.13 17:58close980.030.901060.000000.00000167.801009013.96
1972020.01.13 17:59sell990.030.901270.000000.00000
1982020.01.13 18:28sell1000.030.902070.000000.00000
1992020.01.13 19:01buy1010.030.901740.000000.00000
2002020.01.13 21:57close1010.030.900920.000000.00000-264.611008749.35
2012020.01.13 21:57close1000.030.901170.000000.00000290.531009039.88
2022020.01.13 21:57close990.030.901170.000000.0000032.281009072.16
2032020.01.13 21:57buy1020.030.901170.000000.00000
2042020.01.13 22:17sell1030.030.901380.000000.00000
2052020.01.13 22:31close1020.030.901720.000000.00000177.481009249.64
2062020.01.13 23:04buy1040.030.901710.000000.00000
2072020.01.14 01:03buy1050.030.900880.000000.00000
2082020.01.14 01:14close1030.030.900860.000000.00000162.131009411.77
2092020.01.14 02:03sell1060.030.900890.000000.00000
2102020.01.14 03:28close1060.030.900370.000000.00000167.871009579.64
2112020.01.14 03:32buy1070.040.900110.000000.00000
2122020.01.14 04:28sell1080.030.900070.000000.00000
2132020.01.14 05:54sell1090.030.900890.000000.00000
2142020.01.14 06:15close1070.040.901350.000000.00000533.561010113.20
2152020.01.14 06:15close1050.030.901350.000000.00000151.681010264.88
2162020.01.14 06:15close1040.030.901350.000000.00000-128.271010136.61
2172020.01.14 06:41buy1100.030.901340.000000.00000
2182020.01.14 09:27sell1110.040.901680.000000.00000
2192020.01.14 09:56close1100.030.901850.000000.00000164.581010301.19
2202020.01.14 10:00sell1120.050.902500.000000.00000
2212020.01.14 10:23buy1130.030.902000.000000.00000
2222020.01.14 16:38close1130.030.902520.000000.00000167.801010468.99
2232020.01.14 17:00buy1140.030.902430.000000.00000
2242020.01.14 17:43buy1150.030.901610.000000.00000
2252020.01.14 20:36close1120.050.900950.000000.00000833.861011302.85
2262020.01.14 20:36close1110.040.900950.000000.00000314.181011617.03
2272020.01.14 20:36close1090.030.900950.000000.00000-19.371011597.66
2282020.01.14 20:36close1080.030.900950.000000.00000-284.061011313.60
2292020.01.14 20:37buy1160.040.900830.000000.00000
2302020.01.14 21:26sell1170.030.901030.000000.00000
2312020.01.14 22:44sell1180.030.901830.000000.00000
2322020.01.15 01:41close1180.030.900930.000000.00000284.771011598.36
2332020.01.15 01:41close1170.030.900930.000000.0000026.541011624.90
2342020.01.15 02:12sell1190.030.900980.000000.00000
2352020.01.15 03:39sell1200.030.901790.000000.00000
2362020.01.15 05:28close1200.030.900870.000000.00000296.971011921.87
2372020.01.15 05:28close1190.030.900870.000000.0000035.511011957.38
2382020.01.15 06:15sell1210.030.900700.000000.00000
2392020.01.15 10:16close1210.030.900170.000000.00000171.081012128.46
2402020.01.15 10:16buy1220.050.900030.000000.00000
2412020.01.15 11:10sell1230.030.900100.000000.00000
2422020.01.15 11:36sell1240.030.900900.000000.00000
2432020.01.15 15:08close1240.030.899980.000000.00000296.971012425.43
2442020.01.15 15:08close1230.030.899980.000000.0000038.741012464.17
2452020.01.15 15:41sell1250.030.899930.000000.00000
2462020.01.15 16:33sell1260.030.900730.000000.00000
2472020.01.15 16:52close1260.030.899830.000000.00000290.511012754.68
2482020.01.15 16:52close1250.030.899830.000000.0000032.271012786.95
2492020.01.15 17:40sell1270.030.899890.000000.00000
2502020.01.15 17:59sell1280.030.900700.000000.00000
2512020.01.15 18:38sell1290.040.901500.000000.00000
2522020.01.15 19:27close1220.050.901560.000000.00000822.921013609.87
2532020.01.15 19:27close1160.040.901560.000000.00000297.981013907.85
2542020.01.15 19:27close1150.030.901560.000000.00000-28.231013879.62
2552020.01.15 19:27close1140.030.901560.000000.00000-292.861013586.75
2562020.01.15 19:42buy1300.030.901190.000000.00000
2572020.01.15 21:59buy1310.030.900370.000000.00000
2582020.01.15 23:59close1310.030.899930.000000.00000-141.991013444.76
2592020.01.15 23:59close1300.030.899930.000000.00000-406.621013038.14
2602020.01.15 23:59close1290.040.900180.000000.00000568.111013606.25
2612020.01.15 23:59close1280.030.900180.000000.00000167.851013774.10
2622020.01.15 23:59close1270.030.900180.000000.00000-93.611013680.49
2632020.01.15 23:59buy1320.030.900180.000000.00000
2642020.01.15 23:59sell1330.030.899930.000000.00000
2652020.01.16 00:24close1320.030.900740.000000.00000144.421013824.91
2662020.01.16 00:24sell1340.030.900740.000000.00000
2672020.01.16 00:46buy1350.030.900470.000000.00000
2682020.01.16 02:08close1350.030.900970.000000.00000161.351013986.26
2692020.01.16 02:15sell1360.040.901560.000000.00000
2702020.01.16 03:23buy1370.030.901780.000000.00000
2712020.01.16 04:41buy1380.030.900980.000000.00000
2722020.01.16 11:40close1380.030.901910.000000.00000300.111014286.37
2732020.01.16 11:40close1370.030.901910.000000.0000041.951014328.32
2742020.01.16 12:39buy1390.030.902090.000000.00000
2752020.01.16 13:03sell1400.050.902350.000000.00000
2762020.01.16 13:22close1390.030.902590.000000.00000161.351014489.67
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19812020.03.13 01:54sell9910.030.874470.000000.00000
19822020.03.13 02:00sell9920.030.875310.000000.00000
19832020.03.13 02:01sell9930.040.876100.000000.00000
19842020.03.13 02:04close9930.040.874850.000000.00000538.021545355.25
19852020.03.13 02:04close9920.030.874850.000000.00000148.491545503.74
19862020.03.13 02:04close9910.030.874850.000000.00000-122.671545381.07
19872020.03.13 02:05sell9940.030.874550.000000.00000
19882020.03.13 02:07sell9950.030.875380.000000.00000
19892020.03.13 02:08close9950.030.874360.000000.00000329.271545710.34
19902020.03.13 02:08close9940.030.874360.000000.0000061.331545771.67
19912020.03.13 02:13sell9960.030.874470.000000.00000
19922020.03.13 02:18sell9970.030.875280.000000.00000
19932020.03.13 02:24buy9980.030.874430.000000.00000
19942020.03.13 02:24close9980.030.874120.000000.00000-100.041545671.63
19952020.03.13 02:24close9970.030.874370.000000.00000293.761545965.39
19962020.03.13 02:24close9960.030.874370.000000.0000032.281545997.67
19972020.03.13 02:24buy9990.030.874370.000000.00000
19982020.03.13 02:35buy10000.030.873560.000000.00000
19992020.03.13 02:42close10000.030.874510.000000.00000306.601546304.27
20002020.03.13 02:42close9990.030.874510.000000.0000045.181546349.45
20012020.03.13 02:42buy10010.030.874760.000000.00000
20022020.03.13 02:51sell10020.030.874390.000000.00000
20032020.03.13 02:57sell10030.030.875200.000000.00000
20042020.03.13 02:57close10010.030.875280.000000.00000167.821546517.27
20052020.03.13 02:59sell10040.040.876000.000000.00000
20062020.03.13 03:01sell10050.050.876830.000000.00000
20072020.03.13 03:30sell10060.050.877610.000000.00000
20082020.03.13 03:31sell10070.060.878470.000000.00000
20092020.03.13 03:31sell10080.080.879270.000000.00000
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20112020.03.13 04:27close10090.030.879190.000000.00000164.601546681.87
20122020.03.13 04:44buy10100.030.877850.000000.00000
20132020.03.13 04:54buy10110.030.877020.000000.00000
20142020.03.13 05:01close10110.030.876290.000000.00000-235.591546446.28
20152020.03.13 05:01close10100.030.876290.000000.00000-503.461545942.82
20162020.03.13 05:01close10080.080.876540.000000.000002350.051548292.87
20172020.03.13 05:01close10070.060.876540.000000.000001246.041549538.91
20182020.03.13 05:01close10060.050.876540.000000.00000575.671550114.58
20192020.03.13 05:01close10050.050.876540.000000.00000156.021550270.60
20202020.03.13 05:01close10040.040.876540.000000.00000-232.421550038.18
20212020.03.13 05:01close10030.030.876540.000000.00000-432.561549605.62
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21212020.03.13 11:53buy10610.030.870510.000000.00000
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