Strategy Tester Report
Shenron
FXDD-MT4 Demo Server (Build 1340)

通貨ペアGBPCAD (Great Britain Pound vs. Canadian Dollar)
期間1分足(M1) 2020.01.06 02:02 - 2021.07.30 23:59 (2020.01.06 - 2021.07.31)
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=0.04; Use_Comp=false; Comp_baseBalance=300000; Comp_baseLots=0.01;
テストバー数586457モデルティック数26417670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35
純益2820404.48総利益6645835.23総損失-3825430.76
プロフィットファクタ1.74期待利得252.88
絶対ドローダウン264025.08最大ドローダウン545881.82 (38.04%)相対ドローダウン38.04% (545881.82)
総取引数11153売りポジション(勝率%)5457 (73.72%)買いポジション(勝率%)5696 (73.91%)
勝率(%)8233 (73.82%)負率 (%)2920 (26.18%)
最大勝トレード137981.27敗トレード-20666.30
平均勝トレード807.22敗トレード-1310.08
最大連勝(金額)35 (7813.99)連敗(金額)11 (-169260.04)
最大連勝(トレード数)263499.38 (8)連敗(トレード数)-169260.04 (11)
平均連勝4連敗1
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
12020.01.06 12:01buy10.041.697940.000000.00000
22020.01.06 12:36sell20.041.698110.000000.00000
32020.01.06 12:37close10.041.698490.000000.00000191.321000191.32
42020.01.06 12:57sell30.051.700930.000000.00000
52020.01.06 13:30buy40.041.701330.000000.00000
62020.01.06 13:31close40.041.701850.000000.00000180.881000372.20
72020.01.06 13:35sell50.071.703710.000000.00000
82020.01.06 14:16sell60.091.706540.000000.00000
92020.01.06 15:42buy70.041.706410.000000.00000
102020.01.06 18:30close70.041.706950.000000.00000187.841000560.04
112020.01.06 19:10buy80.041.706150.000000.00000
122020.01.06 19:28close80.041.706670.000000.00000180.891000740.93
132020.01.06 20:45buy90.041.706980.000000.00000
142020.01.06 21:17close90.041.707510.000000.00000184.361000925.29
152020.01.06 21:33buy100.041.707290.000000.00000
162020.01.07 02:20close100.041.707890.000000.00000193.751001119.04
172020.01.07 03:26buy110.041.707750.000000.00000
182020.01.07 11:36buy120.051.704940.000000.00000
192020.01.07 12:07close120.051.706700.000000.00000765.251001884.29
202020.01.07 12:07close110.041.706700.000000.00000-365.231001519.06
212020.01.07 12:29sell130.111.709330.000000.00000
222020.01.07 12:37sell140.151.712120.000000.00000
232020.01.07 13:51buy150.041.709740.000000.00000
242020.01.07 14:34buy160.051.706930.000000.00000
252020.01.07 15:01close160.051.708680.000000.00000760.901002279.96
262020.01.07 15:01close150.041.708680.000000.00000-368.711001911.25
272020.01.07 15:33buy170.041.707550.000000.00000
282020.01.07 15:40close170.041.706310.000000.00000-431.321001479.93
292020.01.07 15:40close140.151.706660.000000.000007124.731008604.66
302020.01.07 15:40close130.111.706660.000000.000002554.981011159.64
312020.01.07 15:40close60.091.706660.000000.00000-115.081011044.56
322020.01.07 15:40close50.071.706660.000000.00000-1812.841009231.72
332020.01.07 15:40close30.051.706660.000000.00000-2504.091006727.63
342020.01.07 15:40close20.041.706660.000000.00000-2984.551003743.08
352020.01.07 15:42buy180.041.706630.000000.00000
362020.01.07 15:52close180.041.707140.000000.00000177.401003920.48
372020.01.07 15:53buy190.041.707760.000000.00000
382020.01.07 16:05buy200.051.704940.000000.00000
392020.01.07 16:28buy210.071.702100.000000.00000
402020.01.07 16:48sell220.041.704690.000000.00000
412020.01.07 16:50close220.041.705270.000000.00000-201.821003718.66
422020.01.07 16:50close210.071.704920.000000.000001716.591005435.25
432020.01.07 16:50close200.051.704920.000000.00000-8.691005426.56
442020.01.07 16:50close190.041.704920.000000.00000-987.871004438.69
452020.01.07 16:50sell230.041.704920.000000.00000
462020.01.07 17:00close230.041.704390.000000.00000184.421004623.11
472020.01.07 17:01sell240.041.703970.000000.00000
482020.01.07 17:05close240.041.703450.000000.00000180.951004804.06
492020.01.07 17:07buy250.041.702910.000000.00000
502020.01.07 17:08close250.041.703420.000000.00000177.401004981.46
512020.01.07 17:12buy260.041.704390.000000.00000
522020.01.07 17:46close260.041.704910.000000.00000180.871005162.33
532020.01.07 17:47sell270.041.705220.000000.00000
542020.01.07 18:20sell280.051.708030.000000.00000
552020.01.07 18:49buy290.041.707650.000000.00000
562020.01.07 18:52close280.051.706240.000000.00000778.591005940.92
572020.01.07 18:52close270.041.706240.000000.00000-354.941005585.98
582020.01.07 19:27sell300.041.707270.000000.00000
592020.01.07 19:34close290.041.708180.000000.00000184.351005770.33
602020.01.07 19:55buy310.041.707490.000000.00000
612020.01.07 19:57close300.041.706750.000000.00000180.951005951.28
622020.01.07 19:58close310.041.708000.000000.00000177.401006128.68
632020.01.07 19:58buy320.041.708350.000000.00000
642020.01.07 20:35sell330.041.707230.000000.00000
652020.01.07 20:55close320.041.708880.000000.00000184.361006313.04
662020.01.07 21:14buy340.041.708180.000000.00000
672020.01.07 21:18close340.041.708750.000000.00000198.271006511.31
682020.01.07 22:28buy350.041.708510.000000.00000
692020.01.07 23:05close330.041.706730.000000.00000173.991006685.30
702020.01.08 00:33sell360.041.706130.000000.00000
712020.01.08 01:48buy370.051.705680.000000.00000
722020.01.08 01:48close360.041.705610.000000.00000180.951006866.25
732020.01.08 01:58sell380.041.706070.000000.00000
742020.01.08 02:08close380.041.705410.000000.00000229.661007095.91
752020.01.08 02:08sell390.041.705060.000000.00000
762020.01.08 02:43close390.041.704520.000000.00000187.911007283.82
772020.01.08 02:51sell400.041.705100.000000.00000
782020.01.08 04:31close400.041.704580.000000.00000180.951007464.77
792020.01.08 05:35sell410.041.703800.000000.00000
802020.01.08 05:51close410.041.703280.000000.00000180.941007645.71
812020.01.08 06:13sell420.041.704210.000000.00000
822020.01.08 08:55close420.041.703700.000000.00000177.461007823.17
832020.01.08 09:21sell430.041.703550.000000.00000
842020.01.08 11:09sell440.051.706420.000000.00000
852020.01.08 11:41close370.051.707460.000000.00000773.961008597.13
862020.01.08 11:41close350.041.707460.000000.00000-380.201008216.93
872020.01.08 12:19buy450.041.707080.000000.00000
882020.01.08 12:23close450.041.707580.000000.00000173.931008390.86
892020.01.08 12:29sell460.071.709170.000000.00000
902020.01.08 13:00sell470.091.711970.000000.00000
912020.01.08 13:23buy480.041.710080.000000.00000
922020.01.08 13:57close480.041.707840.000000.00000-779.181007611.68
932020.01.08 13:57close470.091.708190.000000.000002959.571010571.25
942020.01.08 13:57close460.071.708190.000000.00000596.791011168.04
952020.01.08 13:57close440.051.708190.000000.00000-769.911010398.13
962020.01.08 13:57close430.041.708190.000000.00000-1614.631008783.50
972020.01.08 13:57buy490.041.708190.000000.00000
982020.01.08 13:59buy500.051.705380.000000.00000
992020.01.08 14:25close500.051.707170.000000.00000778.311009561.81
1002020.01.08 14:25close490.041.707170.000000.00000-354.811009207.00
1012020.01.08 14:25buy510.041.707520.000000.00000
1022020.01.08 14:31close510.041.708060.000000.00000187.831009394.83
1032020.01.08 14:32sell520.041.708460.000000.00000
1042020.01.08 14:51close520.041.707940.000000.00000180.951009575.78
1052020.01.08 14:51sell530.041.707590.000000.00000
1062020.01.08 14:52buy540.041.707260.000000.00000
1072020.01.08 14:52close530.041.707090.000000.00000173.991009749.77
1082020.01.08 15:49buy550.051.704460.000000.00000
1092020.01.08 16:03close550.051.706220.000000.00000765.271010515.04
1102020.01.08 16:03close540.041.706220.000000.00000-361.771010153.27
1112020.01.08 16:03buy560.041.706570.000000.00000
1122020.01.08 16:45buy570.051.703760.000000.00000
1132020.01.08 16:52close570.051.705510.000000.00000760.911010914.18
1142020.01.08 16:52close560.041.705510.000000.00000-368.721010545.46
1152020.01.08 16:54buy580.041.704490.000000.00000
1162020.01.08 17:11close580.041.705000.000000.00000177.401010722.86
1172020.01.08 17:12buy590.041.705210.000000.00000
1182020.01.08 17:18close590.041.705720.000000.00000177.401010900.26
1192020.01.08 17:18sell600.041.705870.000000.00000
1202020.01.08 18:01sell610.051.708700.000000.00000
1212020.01.08 19:28buy620.041.708530.000000.00000
1222020.01.08 19:32close620.041.709050.000000.00000180.881011081.14
1232020.01.08 19:54buy630.041.708400.000000.00000
1242020.01.08 19:56close610.051.706930.000000.00000769.901011851.04
1252020.01.08 19:56close600.041.706930.000000.00000-368.861011482.18
1262020.01.08 21:12sell640.041.708110.000000.00000
1272020.01.08 21:28close630.041.708910.000000.00000177.411011659.59
1282020.01.08 21:47buy650.041.708030.000000.00000
1292020.01.08 21:58close640.041.707610.000000.00000173.991011833.58
1302020.01.08 23:41sell660.041.707110.000000.00000
1312020.01.09 00:08close660.041.706600.000000.00000149.291011982.87
1322020.01.09 00:35sell670.041.706610.000000.00000
1332020.01.09 03:29close650.041.708540.000000.00000132.521012115.39
1342020.01.09 03:58buy680.041.708560.000000.00000
1352020.01.09 07:18close680.041.709070.000000.00000177.401012292.79
1362020.01.09 07:58buy690.041.709050.000000.00000
1372020.01.09 09:09sell700.051.709410.000000.00000
1382020.01.09 09:33close690.041.709560.000000.00000177.411012470.20
1392020.01.09 10:29buy710.041.710330.000000.00000
1402020.01.09 12:06close700.051.707650.000000.00000765.551013235.75
1412020.01.09 12:06close670.041.707650.000000.00000-361.901012873.85
1422020.01.09 12:06buy720.051.707490.000000.00000
1432020.01.09 12:19close720.051.709270.000000.00000773.961013647.81
1442020.01.09 12:19close710.041.709270.000000.00000-368.721013279.09
1452020.01.09 12:35sell730.041.709130.000000.00000
1462020.01.09 12:44buy740.041.709220.000000.00000
1472020.01.09 12:46close730.041.708580.000000.00000191.391013470.48
1482020.01.09 13:10buy750.051.706360.000000.00000
1492020.01.09 13:40buy760.071.703600.000000.00000
1502020.01.09 13:45buy770.091.700810.000000.00000
1512020.01.09 14:28sell780.041.701320.000000.00000
1522020.01.09 15:28close780.041.700790.000000.00000184.431013654.91
1532020.01.09 16:05sell790.041.700260.000000.00000
1542020.01.09 17:23sell800.051.703070.000000.00000
1552020.01.09 17:46close770.091.704560.000000.000002934.971016589.88
1562020.01.09 17:46close760.071.704560.000000.00000584.391017174.27
1572020.01.09 17:46close750.051.704560.000000.00000-782.661016391.61
1582020.01.09 17:46close740.041.704560.000000.00000-1620.971014770.64
1592020.01.09 17:48sell810.071.705890.000000.00000
1602020.01.09 19:03buy820.041.705450.000000.00000
1612020.01.09 19:10close820.041.706020.000000.00000198.271014968.91
1622020.01.09 19:48sell830.091.708660.000000.00000
1632020.01.09 20:21buy840.041.708210.000000.00000
1642020.01.09 20:23close840.041.708780.000000.00000198.281015167.19
1652020.01.09 21:17buy850.041.710320.000000.00000
1662020.01.09 23:38buy860.051.707470.000000.00000
1672020.01.10 10:01close860.051.709320.000000.00000785.701015952.90
1682020.01.10 10:01close850.041.709320.000000.00000-362.811015590.09
1692020.01.10 10:49buy870.041.708470.000000.00000
1702020.01.10 11:32buy880.051.705650.000000.00000
1712020.01.10 11:42close830.091.704850.000000.000002961.931018552.01
1722020.01.10 11:42close810.071.704850.000000.00000616.881019168.90
1732020.01.10 11:42close800.051.704850.000000.00000-786.001018382.90
1742020.01.10 11:42close790.041.704850.000000.00000-1606.621016776.27
1752020.01.10 12:00sell890.041.705990.000000.00000
1762020.01.10 12:29close880.051.707410.000000.00000765.261017541.53
1772020.01.10 12:29close870.041.707410.000000.00000-368.721017172.81
1782020.01.10 13:47sell900.051.708850.000000.00000
1792020.01.10 13:52close900.051.707070.000000.00000774.261017947.07
1802020.01.10 13:52close890.041.707070.000000.00000-375.821017571.25
1812020.01.10 13:52sell910.041.706720.000000.00000
1822020.01.10 13:52buy920.041.706990.000000.00000
1832020.01.10 13:54close920.041.707550.000000.00000194.791017766.04
1842020.01.10 13:54buy930.041.707900.000000.00000
1852020.01.10 14:01close930.041.708410.000000.00000177.401017943.44
1862020.01.10 14:20buy940.041.706830.000000.00000
1872020.01.10 14:21close940.041.707370.000000.00000187.841018131.28
1882020.01.10 14:36buy950.041.707140.000000.00000
1892020.01.10 14:38close950.041.707660.000000.00000180.891018312.17
1902020.01.10 15:00buy960.041.707200.000000.00000
1912020.01.10 15:08close960.041.707720.000000.00000180.881018493.05
1922020.01.10 16:11sell970.051.709540.000000.00000
1932020.01.10 16:38buy980.041.709260.000000.00000
1942020.01.10 17:28close970.051.707720.000000.00000791.651019284.70
1952020.01.10 17:28close910.041.707720.000000.00000-347.981018936.72
1962020.01.10 17:29buy990.051.706440.000000.00000
1972020.01.10 18:33sell1000.041.704980.000000.00000
1982020.01.10 18:49close1000.041.704470.000000.00000177.471019114.19
1992020.01.10 18:54buy1010.071.703640.000000.00000
2002020.01.10 19:22sell1020.041.705640.000000.00000
2012020.01.10 19:24close1020.041.705120.000000.00000180.951019295.14
2022020.01.10 19:33sell1030.041.705550.000000.00000
2032020.01.10 19:34close1030.041.705020.000000.00000184.431019479.57
2042020.01.10 19:34sell1040.041.704670.000000.00000
2052020.01.10 19:43close1040.041.704160.000000.00000177.471019657.04
2062020.01.10 19:57sell1050.041.705180.000000.00000
2072020.01.10 19:59close1050.041.704630.000000.00000191.391019848.43
2082020.01.10 22:03sell1060.041.704330.000000.00000
2092020.01.13 02:01close1060.041.701730.000000.00000895.351020743.78
2102020.01.13 03:02sell1070.041.703040.000000.00000
2112020.01.13 05:04close1070.041.702520.000000.00000180.951020924.73
2122020.01.13 05:40sell1080.041.702200.000000.00000
2132020.01.13 06:22close1080.041.701680.000000.00000180.951021105.68
2142020.01.13 06:50sell1090.041.701720.000000.00000
2152020.01.13 07:00close1090.041.701190.000000.00000184.431021290.11
2162020.01.13 07:22buy1100.091.700850.000000.00000
2172020.01.13 07:47sell1110.041.700930.000000.00000
2182020.01.13 09:25close1110.041.700400.000000.00000184.441021474.55
2192020.01.13 09:55sell1120.041.700020.000000.00000
2202020.01.13 10:06close1120.041.699500.000000.00000180.951021655.50
2212020.01.13 10:40sell1130.041.699730.000000.00000
2222020.01.13 11:11close1130.041.699190.000000.00000187.911021843.41
2232020.01.13 11:31buy1140.111.698040.000000.00000
2242020.01.13 12:00sell1150.041.698160.000000.00000
2252020.01.13 12:14close1150.041.697640.000000.00000180.951022024.36
2262020.01.13 12:58sell1160.041.697550.000000.00000
2272020.01.13 13:05close1160.041.697030.000000.00000180.951022205.31
2282020.01.13 13:30buy1170.151.695230.000000.00000
2292020.01.13 14:11sell1180.041.694840.000000.00000
2302020.01.13 15:21close1180.041.694330.000000.00000177.471022382.78
2312020.01.13 16:44buy1190.191.692410.000000.00000
2322020.01.13 17:26sell1200.041.692830.000000.00000
2332020.01.13 18:42sell1210.051.695650.000000.00000
2342020.01.13 19:30close1210.051.693870.000000.00000774.271023157.05
2352020.01.13 19:30close1200.041.693870.000000.00000-361.911022795.14
2362020.01.13 20:01sell1220.041.694000.000000.00000
2372020.01.14 00:15sell1230.051.696800.000000.00000
2382020.01.14 02:02close1230.051.694930.000000.00000813.401023608.54
2392020.01.14 02:02close1220.041.694930.000000.00000-333.011023275.53
2402020.01.14 02:27sell1240.041.695700.000000.00000
2412020.01.14 11:00close1240.041.695190.000000.00000177.461023452.99
2422020.01.14 11:27sell1250.041.695140.000000.00000
2432020.01.14 11:31close1250.041.694630.000000.00000177.471023630.46
2442020.01.14 11:44sell1260.041.695110.000000.00000
2452020.01.14 12:11close1260.041.694590.000000.00000180.951023811.41
2462020.01.14 12:47sell1270.041.696740.000000.00000
2472020.01.14 12:52close1270.041.696220.000000.00000180.951023992.36
2482020.01.14 13:28sell1280.041.696150.000000.00000
2492020.01.14 13:40close1280.041.695630.000000.00000180.951024173.31
2502020.01.14 14:17sell1290.041.695640.000000.00000
2512020.01.14 15:37sell1300.051.698450.000000.00000
2522020.01.14 15:38close1300.051.699470.000000.00000-443.671023729.64
2532020.01.14 15:38close1290.041.699470.000000.00000-1332.751022396.89
2542020.01.14 15:38close1190.191.699120.000000.0000011015.731033412.62
2552020.01.14 15:38close1170.151.699120.000000.000005018.131038430.76
2562020.01.14 15:38close1140.111.699120.000000.00000991.971039422.73
2572020.01.14 15:38close1100.091.699120.000000.00000-1387.661038035.07
2582020.01.14 15:38close1010.071.699120.000000.00000-2803.841035231.23
2592020.01.14 15:38close990.051.699120.000000.00000-3220.211032011.03
2602020.01.14 15:38close980.041.699120.000000.00000-3557.101028453.93
2612020.01.14 15:38sell1310.041.699120.000000.00000
2622020.01.14 16:00close1310.041.698620.000000.00000173.991028627.92
2632020.01.14 16:24buy1320.041.697730.000000.00000
2642020.01.14 17:14sell1330.041.696980.000000.00000
2652020.01.14 17:56close1320.041.698250.000000.00000180.881028808.80
2662020.01.14 18:28buy1340.041.698010.000000.00000
2672020.01.14 18:51close1340.041.698530.000000.00000180.881028989.68
2682020.01.14 19:23buy1350.041.698620.000000.00000
2692020.01.14 19:23close1350.041.699150.000000.00000184.361029174.04
2702020.01.14 19:23buy1360.041.699500.000000.00000
2712020.01.14 19:51sell1370.051.699790.000000.00000
2722020.01.14 19:51close1360.041.700050.000000.00000191.311029365.35
2732020.01.14 20:18buy1380.041.699310.000000.00000
2742020.01.14 20:44close1380.041.699820.000000.00000177.411029542.76
2752020.01.14 23:58buy1390.041.701230.000000.00000
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20112020.03.12 01:41buy10060.041.763800.000000.00000
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