Strategy Tester Report
Realize-EA
Tradeview-Live (Build 1090)

通貨ペアGBPUSD (Great Britan Pound vs US Dollar)
期間1時間足(H1) 2018.01.02 07:00 - 2018.08.31 23:00 (2018.01.01 - 2018.09.22)
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Setting0="===== Resist Setting ====="; P_AccountNoCode=""; Setting1="===== Common Setting ====="; P_Magic=1; P_SlippagePips=40; P_LoopNum=10; P_SpreadPips=40; Setting2="===== Signal Setting ====="; P_EntryCheck1=true; P_Lots1=1; P_EntryCheck2=true; P_Lots2=1; P_EntryCheck3=false; P_Lots3=1; P_SignCheck1=true; P_SignCheck2=true; P_SignCheck3=true; P_SignCheck5=true; P_SignCheck7=true; P_SignCheck8=true; P_WeekEndCloseHour=24; P_EntryTimeFrom="00:00"; P_EntryTimeTo="23:59";
テストバー数5241モデルティック数18832392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708160.79総利益2978947.09総損失-2270786.30
プロフィットファクタ1.31期待利得5405.81
絶対ドローダウン166375.28最大ドローダウン711678.80 (6.32%)相対ドローダウン6.32% (711678.80)
総取引数131売りポジション(勝率%)85 (58.82%)買いポジション(勝率%)46 (63.04%)
勝率(%)79 (60.31%)負率 (%)52 (39.69%)
最大勝トレード172555.28敗トレード-119776.54
平均勝トレード37708.19敗トレード-43668.97
最大連勝(金額)10 (323915.44)連敗(金額)5 (-185242.60)
最大連勝(トレード数)329758.16 (7)連敗(トレード数)-213173.52 (2)
平均連勝3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
12018.01.02 13:29buy11.001.354071.343340.00000
22018.01.03 10:13modify11.001.354071.354720.00000
32018.01.03 10:13buy21.001.358881.354720.00000
42018.01.03 12:20modify21.001.358881.357110.00000
52018.01.03 12:20modify11.001.354071.357110.00000
62018.01.03 12:33s/l11.001.357111.357110.0000033662.1810033662.18
72018.01.03 12:33s/l21.001.357111.357110.00000-20624.9010013037.28
82018.01.08 06:09buy31.001.356311.353290.00000
92018.01.08 09:59modify31.001.356311.352770.00000
102018.01.08 11:44s/l31.001.352771.352770.00000-40749.809972287.48
112018.01.10 14:51buy41.001.352961.349120.00000
122018.01.11 06:24s/l41.001.349121.349120.00000-45368.659926918.84
132018.01.12 10:01buy51.001.354131.351990.00000
142018.01.12 10:26close51.001.355711.351990.0000017464.609944383.44
152018.01.15 17:21buy61.001.378191.367840.00000
162018.01.16 03:08modify61.001.378191.372840.00000
172018.01.16 03:08buy71.001.378761.372840.00000
182018.01.16 09:11modify71.001.378761.377240.00000
192018.01.16 09:11modify61.001.378191.377240.00000
202018.01.16 10:55s/l61.001.377241.377240.00000-11704.129932679.32
212018.01.16 10:55s/l71.001.377241.377240.00000-17782.409914896.92
222018.01.17 04:50buy81.001.380121.371920.00000
232018.01.17 06:56modify81.001.380121.372020.00000
242018.01.17 06:56buy91.001.378081.372020.00000
252018.01.17 23:45close91.001.383691.372020.0000063285.709978182.62
262018.01.17 23:45close81.001.383691.372020.0000040090.9010018273.52
272018.01.18 00:52buy101.001.380921.368780.00000
282018.01.18 19:48close101.001.388531.368780.0000086025.7010104299.22
292018.01.19 12:52buy111.001.389861.385350.00000
302018.01.19 13:39modify111.001.389861.384930.00000
312018.01.19 17:56s/l111.001.384931.384930.00000-56554.1010047745.12
322018.01.23 09:01buy121.001.396721.388790.00000
332018.01.23 12:15modify121.001.396721.392240.00000
342018.01.23 14:04s/l121.001.392241.392240.00000-51437.609996307.52
352018.01.24 00:00buy131.001.399621.391000.00000
362018.01.24 05:00close131.001.403251.391000.0000040773.1010037080.62
372018.01.25 10:02buy141.001.423751.413480.00000
382018.01.25 16:07close141.001.432211.413480.0000095690.2010132770.82
392018.01.25 18:39buy151.001.426701.418510.00000
402018.01.25 21:03modify151.001.426701.418640.00000
412018.01.25 21:04s/l151.001.418641.418640.00000-92142.2010040628.62
422018.01.31 11:42buy161.001.415651.408700.00000
432018.01.31 18:00close161.001.421931.408700.0000070903.6010111532.22
442018.01.31 21:00buy171.001.417411.411370.00000
452018.02.01 09:19modify171.001.417411.414630.00000
462018.02.01 10:08close171.001.421811.414630.0000048320.1510159852.37
472018.02.01 13:42buy181.001.422141.413810.00000
482018.02.01 16:15modify181.001.422141.414320.00000
492018.02.01 16:15buy191.001.420531.414320.00000
502018.02.01 23:16close191.001.426961.414320.0000072609.1010232461.47
512018.02.01 23:16close181.001.426961.414320.0000054303.4010286764.87
522018.02.02 08:06buy201.001.424861.419080.00000
532018.02.02 11:30modify201.001.424861.419480.00000
542018.02.02 15:30s/l201.001.419481.419480.00000-61670.6010225094.27
552018.02.09 22:02sell211.001.380611.407950.00000
562018.02.12 03:05modify211.001.380611.396260.00000
572018.02.12 03:05sell221.001.383361.396260.00000
582018.02.12 06:02modify221.001.383361.388110.00000
592018.02.12 06:02modify211.001.380611.388110.00000
602018.02.12 21:00close221.001.382761.388110.000006322.3010231416.57
612018.02.12 21:00close211.001.382761.388110.00000-24722.8910206693.68
622018.02.16 23:51sell231.001.402621.420300.00000
632018.02.19 03:13modify231.001.402621.412190.00000
642018.02.19 10:00close231.001.401221.412190.0000015642.3810222336.05
652018.02.19 12:54sell241.001.402551.406460.00000
662018.02.19 17:53close241.001.399181.406460.0000037818.5910260154.64
672018.02.19 17:57sell251.001.399611.408470.00000
682018.02.19 19:53modify251.001.399611.408370.00000
692018.02.19 19:53sell261.001.401661.408370.00000
702018.02.20 09:33close261.001.395391.408370.0000071016.7110331171.35
712018.02.20 09:33close251.001.395391.408370.0000047707.1910378878.53
722018.02.21 16:20sell271.001.394651.404940.00000
732018.02.21 17:08modify271.001.394651.404860.00000
742018.02.21 17:08sell281.001.397141.404860.00000
752018.02.21 22:11close281.001.390661.404860.0000073180.8410452059.37
762018.02.21 22:11close271.001.390661.404860.0000044868.3010496927.67
772018.02.22 10:31sell291.001.389521.399650.00000
782018.02.22 13:39close291.001.386001.399650.0000039524.1610536451.83
792018.02.22 14:31sell301.001.390881.397660.00000
802018.02.22 16:07modify301.001.390881.395450.00000
812018.02.22 16:41s/l301.001.395451.395450.00000-52463.1910483988.64
822018.02.27 19:24sell311.001.391881.403310.00000
832018.02.28 08:47modify311.001.391881.395480.00000
842018.02.28 08:47sell321.001.390901.395480.00000
852018.02.28 10:24close321.001.388081.395480.0000031564.8110515553.45
862018.02.28 10:24close311.001.388081.395480.0000042931.5810558485.03
872018.03.01 10:59sell331.001.376791.382950.00000
882018.03.01 12:00close331.001.372881.382950.0000043958.6610602443.69
892018.03.01 15:43sell341.001.375451.378680.00000
902018.03.01 16:29modify341.001.375451.378780.00000
912018.03.01 17:00close341.001.373051.378780.0000026789.2010629232.89
922018.03.01 21:29sell351.001.374691.378550.00000
932018.03.01 22:02modify351.001.374691.379540.00000
942018.03.02 13:05s/l351.001.379541.379540.00000-55423.2410573809.65
952018.03.09 09:57sell361.001.381791.389390.00000
962018.03.09 14:00modify361.001.381791.383370.00000
972018.03.09 15:01s/l361.001.383371.383370.00000-18465.3910555344.26
982018.03.19 18:40buy371.001.401881.381110.00000
992018.03.20 07:11modify371.001.401881.397870.00000
1002018.03.20 07:11buy381.001.403391.397870.00000
1012018.03.20 11:01close381.001.405991.397870.0000029062.0010584406.26
1022018.03.20 11:01close371.001.405991.397870.0000045828.0810630234.34
1032018.03.22 13:04buy391.001.413761.404540.00000
1042018.03.22 15:00close391.001.419241.404540.0000061807.6010692041.94
1052018.03.22 15:13buy401.001.414671.408860.00000
1062018.03.22 16:02modify401.001.414671.410720.00000
1072018.03.22 16:51s/l401.001.410721.410720.00000-45411.5010646630.44
1082018.03.23 21:03buy411.001.414301.406530.00000
1092018.03.26 15:21close411.001.421821.406530.0000084599.7810731230.22
1102018.03.26 15:57buy421.001.419681.407960.00000
1112018.03.27 08:39modify421.001.419681.419540.00000
1122018.03.27 08:39buy431.001.422551.419540.00000
1132018.03.27 10:31modify431.001.422551.419020.00000
1142018.03.27 10:31modify421.001.419681.419020.00000
1152018.03.27 10:42s/l421.001.419021.419020.00000-8406.8210722823.41
1162018.03.27 10:42s/l431.001.419021.419020.00000-40636.1010682187.31
1172018.04.02 16:48buy441.001.404331.399090.00000
1182018.04.03 10:00close441.001.406971.399090.0000029114.1810711301.49
1192018.04.03 13:00buy451.001.406801.401350.00000
1202018.04.03 13:43modify451.001.406801.401390.00000
1212018.04.03 14:00modify451.001.406801.400610.00000
1222018.04.04 09:00close451.001.407751.400610.000009898.8810721200.38
1232018.04.04 10:00buy461.001.406501.402040.00000
1242018.04.04 13:18modify461.001.406501.402420.00000
1252018.04.04 15:05s/l461.001.402421.402420.00000-46889.6010674310.78
1262018.04.09 09:06buy471.001.408931.407260.00000
1272018.04.09 09:11close471.001.410161.407260.0000013485.1010687795.88
1282018.04.09 12:59buy481.001.409361.407150.00000
1292018.04.09 14:35close481.001.410971.407150.0000017805.7010705601.58
1302018.04.10 05:00buy491.001.412611.408740.00000
1312018.04.10 09:43close491.001.414501.408740.0000020989.3010726590.88
1322018.04.10 14:00buy501.001.415331.409890.00000
1332018.04.10 15:37close501.001.416311.409890.0000010642.6010737233.48
1342018.04.10 19:56buy511.001.414891.409710.00000
1352018.04.11 09:10close511.001.419491.409710.0000051399.3810788632.86
1362018.04.11 14:12buy521.001.418141.414020.00000
1372018.04.11 18:00close521.001.420591.414020.0000027356.5010815989.36
1382018.04.12 23:59buy531.001.422271.412360.00000
1392018.04.13 09:04modify531.001.422271.418380.00000
1402018.04.13 09:04buy541.001.422621.418380.00000
1412018.04.13 10:04close541.001.426121.418380.0000039295.0010855284.36
1422018.04.13 10:04close531.001.426121.418380.0000042871.8810898156.24
1432018.04.13 14:15buy551.001.426341.418240.00000
1442018.04.13 17:30modify551.001.426341.418970.00000
1452018.04.13 17:30buy561.001.424701.418970.00000
1462018.04.16 15:21close561.001.430001.418970.0000059358.3810957514.63
1472018.04.16 15:21close551.001.430001.418970.0000040711.5810998226.21
1482018.04.17 11:40buy571.001.433771.430500.00000
1492018.04.17 13:14modify571.001.433771.429670.00000
1502018.04.17 18:28s/l571.001.429671.429670.00000-47117.0010951109.21
1512018.04.19 17:58buy581.001.421941.415700.00000
1522018.04.19 18:25modify581.001.421941.415710.00000
1532018.04.19 20:14modify581.001.421941.414680.00000
1542018.04.19 20:16s/l581.001.414681.414680.00000-83046.2010868063.01
1552018.04.20 05:00sell591.001.408141.433800.00000
1562018.04.20 15:24close591.001.404431.433800.0000041684.5510909747.56
1572018.04.23 22:53sell601.001.394371.407760.00000
1582018.04.24 06:45modify601.001.394371.398970.00000
1592018.04.24 06:45sell611.001.394621.398970.00000
1602018.04.24 10:12close611.001.392131.398970.0000027812.5410937560.10
1612018.04.24 10:12close601.001.392131.398970.0000025193.6010962753.70
1622018.04.24 11:49sell621.001.393871.395880.00000
1632018.04.24 11:59modify621.001.393871.396200.00000
1642018.04.24 14:54s/l621.001.396201.396200.00000-26993.2610935760.44
1652018.04.26 12:15sell631.001.392351.396340.00000
1662018.04.26 12:41modify631.001.392351.396310.00000
1672018.04.26 12:41sell641.001.393381.396310.00000
1682018.04.26 13:51modify641.001.393381.396830.00000
1692018.04.26 13:51modify631.001.392351.396830.00000
1702018.04.26 13:56s/l631.001.396831.396830.00000-51439.8410884320.60
1712018.04.26 13:56s/l641.001.396831.396830.00000-39728.2310844592.37
1722018.04.27 17:42sell651.001.380391.406820.00000
1732018.04.30 05:00modify651.001.380391.380570.00000
1742018.04.30 05:00sell661.001.377791.380570.00000
1752018.04.30 09:46close661.001.376521.380570.0000013940.5410858532.91
1762018.04.30 09:46close651.001.376521.380570.0000043727.5210902260.42
1772018.04.30 17:28sell671.001.376111.382200.00000
1782018.05.01 19:00close671.001.360911.382200.00000172555.2811074815.70
1792018.05.02 09:37sell681.001.361651.367330.00000
1802018.05.02 11:02modify681.001.361651.363730.00000
1812018.05.02 11:05s/l681.001.363731.363730.00000-24150.6411050665.06
1822018.05.03 03:21sell691.001.357571.369440.00000
1832018.05.03 08:05modify691.001.357571.367310.00000
1842018.05.03 08:05sell701.001.359831.367310.00000
1852018.05.03 11:26modify701.001.359831.363850.00000
1862018.05.03 11:26modify691.001.357571.363850.00000
1872018.05.03 17:38close701.001.355941.363850.0000043731.2511094396.31
1882018.05.03 17:38close691.001.355941.363850.0000018033.9111112430.22
1892018.05.03 19:05sell711.001.356941.363410.00000
1902018.05.04 04:17modify711.001.356941.362660.00000
1912018.05.04 04:17sell721.001.357901.362660.00000
1922018.05.04 11:51close721.001.354901.362660.0000033611.5011146041.72
1932018.05.04 11:51close711.001.354901.362660.0000022919.5011168961.21
1942018.05.04 19:21sell731.001.353831.362300.00000
1952018.05.07 03:44modify731.001.353831.358950.00000
1962018.05.07 03:44sell741.001.354031.358950.00000
1972018.05.07 14:50close741.001.352601.358950.0000015759.8211184721.03
1982018.05.07 14:50close731.001.352601.358950.0000013709.4011198430.43
1992018.05.08 17:47sell751.001.351501.361980.00000
2002018.05.08 19:10modify751.001.351501.361650.00000
2012018.05.08 19:10sell761.001.353831.361650.00000
2022018.05.09 13:58modify761.001.353831.357620.00000
2032018.05.09 13:58modify751.001.351501.357620.00000
2042018.05.09 14:06s/l751.001.357621.357620.00000-69863.7811128566.65
2052018.05.09 14:06s/l761.001.357621.357620.00000-43370.5111085196.13
2062018.05.10 18:05sell771.001.351771.362950.00000
2072018.05.10 20:23close771.001.350621.362950.0000012576.0711097772.20
2082018.05.10 20:24sell781.001.350691.363850.00000
2092018.05.11 03:58modify781.001.350691.361920.00000
2102018.05.11 03:58sell791.001.352731.361920.00000
2112018.05.11 12:45modify791.001.352731.357030.00000
2122018.05.11 12:45modify781.001.350691.357030.00000
2132018.05.11 13:37s/l781.001.357031.357030.00000-72365.2911025406.91
2142018.05.11 13:37s/l791.001.357031.357030.00000-49393.1510976013.76
2152018.05.15 18:19sell801.001.350721.362520.00000
2162018.05.16 07:27modify801.001.350721.355750.00000
2172018.05.16 07:27sell811.001.350391.355750.00000
2182018.05.16 12:03close811.001.348621.355750.0000019625.7910995639.55
2192018.05.16 12:03close801.001.348621.355750.0000023601.7311019241.27
2202018.05.18 14:58sell821.001.349691.353850.00000
2212018.05.18 18:00close821.001.347591.353850.0000023378.0511042619.32
2222018.05.18 19:10sell831.001.347971.355070.00000
2232018.05.21 03:43close831.001.345421.355070.0000028718.4511071337.77
2242018.05.21 17:04sell841.001.343731.351190.00000
2252018.05.22 10:13modify841.001.343731.344560.00000
2262018.05.22 10:26s/l841.001.344561.344560.00000-9713.8311061623.93
2272018.05.23 17:09sell851.001.335161.351200.00000
2282018.05.24 02:00modify851.001.335161.343320.00000
2292018.05.24 02:00sell861.001.335441.343320.00000
2302018.05.24 11:19modify861.001.335441.339380.00000
2312018.05.24 11:19modify851.001.335161.339380.00000
2322018.05.24 11:24s/l851.001.339381.339380.00000-47812.4811013811.45
2332018.05.24 11:24s/l861.001.339381.339380.00000-45299.7710968511.68
2342018.05.25 15:53sell871.001.334961.341950.00000
2352018.05.25 16:18close871.001.332701.341950.0000025197.3310993709.01
2362018.05.28 04:39sell881.001.331921.337670.00000
2372018.05.28 07:59modify881.001.331921.335310.00000
2382018.05.29 09:25close881.001.329781.335310.0000024056.5511017765.56
2392018.05.29 13:13sell891.001.327301.337430.00000
2402018.05.29 15:00close891.001.325141.337430.0000024060.2811041825.84
2412018.05.29 15:16sell901.001.326261.337970.00000
2422018.05.29 17:49modify901.001.326261.337440.00000
2432018.05.29 17:49sell911.001.328961.337440.00000
2442018.05.30 10:42modify911.001.328961.329420.00000
2452018.05.30 10:42modify901.001.326261.329420.00000
2462018.05.30 14:11s/l901.001.329421.329420.00000-36207.1011005618.73
2472018.05.30 14:11s/l911.001.329421.329420.00000-5506.7511000111.98
2482018.06.05 02:59sell921.001.331501.343170.00000
2492018.06.05 09:56modify921.001.331501.339250.00000
2502018.06.05 09:56sell931.001.332381.339250.00000
2512018.06.05 11:30modify931.001.332381.335900.00000
2522018.06.05 11:30modify921.001.331501.335900.00000
2532018.06.05 11:30s/l921.001.335901.335900.00000-50530.2010949581.78
2542018.06.05 11:30s/l931.001.335901.335900.00000-40524.1610909057.62
2552018.06.13 17:10sell941.001.335551.340180.00000
2562018.06.14 09:21s/l941.001.340181.340180.00000-52474.3810856583.23
2572018.06.15 11:47sell951.001.327101.335750.00000
2582018.06.15 17:52modify951.001.327101.330910.00000
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