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

通貨ペアEURJPY (Euro vs Japanese Yen)
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22422287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5
純益761763.63総利益4230509.46総損失-3468745.83
プロフィットファクタ1.22期待利得3662.33
絶対ドローダウン141241.35最大ドローダウン665321.79 (6.03%)相対ドローダウン6.03% (665321.79)
総取引数208売りポジション(勝率%)104 (64.42%)買いポジション(勝率%)104 (56.73%)
勝率(%)126 (60.58%)負率 (%)82 (39.42%)
最大勝トレード120500.00敗トレード-119200.00
平均勝トレード33575.47敗トレード-42301.78
最大連勝(金額)10 (293658.65)連敗(金額)8 (-278040.22)
最大連勝(トレード数)361400.00 (8)連敗(トレード数)-374180.45 (7)
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
12018.01.05 12:00buy11.00136.348135.8260.000
22018.01.05 15:30close11.00136.515135.8260.00016200.0010016200.00
32018.01.05 16:07buy21.00136.279135.8420.000
42018.01.05 23:17modify21.00136.279136.0380.000
52018.01.05 23:45s/l21.00136.038136.0380.000-24600.009991600.00
62018.01.08 18:44sell31.00135.456136.9030.000
72018.01.09 03:42close31.00134.897136.9030.00055400.0010047000.00
82018.01.10 01:27sell41.00134.474135.1500.000
92018.01.10 08:36close41.00133.874135.1500.00059500.0010106500.00
102018.01.10 13:03sell51.00133.713135.0150.000
112018.01.11 03:03modify51.00133.713134.0810.000
122018.01.11 03:03sell61.00133.418134.0810.000
132018.01.11 14:31modify61.00133.418133.8460.000
142018.01.11 14:31modify51.00133.713133.8460.000
152018.01.11 14:32s/l51.00133.846133.8460.000-13800.0010092700.00
162018.01.11 14:32s/l61.00133.846133.8460.000-43300.0010049400.00
172018.01.15 02:42buy71.00135.078134.0910.000
182018.01.15 12:16close71.00135.659134.0910.00057600.0010107000.00
192018.01.15 17:02buy81.00135.665134.6830.000
202018.01.15 20:47modify81.00135.665134.6960.000
212018.01.16 02:54close81.00135.887134.6960.00021559.7810128559.78
222018.01.16 08:02buy91.00135.910135.1260.000
232018.01.16 09:08modify91.00135.910135.1280.000
242018.01.16 09:08buy101.00135.722135.1280.000
252018.01.16 12:40modify101.00135.722134.8970.000
262018.01.16 12:40modify91.00135.910134.8970.000
272018.01.17 04:09close101.00135.779134.8970.0005059.7810133619.55
282018.01.17 04:09close91.00135.779134.8970.000-13740.2210119879.33
292018.01.18 15:19buy111.00135.985135.2190.000
302018.01.18 17:22modify111.00135.985135.1950.000
312018.01.18 23:15buy121.00135.861135.3720.000
322018.01.18 23:15modify111.00135.985135.3720.000
332018.01.19 11:04modify121.00135.861135.5570.000
342018.01.19 11:04modify111.00135.985135.5570.000
352018.01.19 15:10s/l111.00135.557135.5570.000-43440.2210076439.10
362018.01.19 15:10s/l121.00135.557135.5570.000-31040.2210045398.88
372018.01.19 22:34sell131.00135.359136.4710.000
382018.01.21 23:59modify131.00135.359136.3350.000
392018.01.22 10:41modify131.00135.359135.8690.000
402018.01.22 18:45s/l131.00135.869135.8690.000-51500.009993898.88
412018.01.23 00:00buy141.00135.953135.1000.000
422018.01.23 05:14modify141.00135.953135.3450.000
432018.01.23 05:14buy151.00135.874135.3450.000
442018.01.23 10:31modify151.00135.874135.4540.000
452018.01.23 10:31modify141.00135.953135.4540.000
462018.01.23 10:32s/l141.00135.454135.4540.000-50400.009943498.88
472018.01.23 10:32s/l151.00135.454135.4540.000-42500.009900998.88
482018.01.23 16:23sell161.00135.467136.6640.000
492018.01.23 23:00modify161.00135.467136.2780.000
502018.01.23 23:00sell171.00135.612136.2780.000
512018.01.24 11:33close171.00135.297136.2780.00031000.009931998.88
522018.01.24 11:33close161.00135.297136.2780.00016500.009948498.88
532018.01.24 15:26sell181.00135.247135.9090.000
542018.01.24 16:00modify181.00135.247135.8860.000
552018.01.24 16:00sell191.00135.411135.8860.000
562018.01.24 18:37close191.00135.025135.8860.00038100.009986598.88
572018.01.24 18:37close181.00135.025135.8860.00021700.0010008298.88
582018.01.24 19:07sell201.00135.353135.7720.000
592018.01.25 02:50modify201.00135.353135.7060.000
602018.01.25 02:55s/l201.00135.706135.7060.000-35800.009972498.88
612018.01.25 20:41buy211.00135.553134.9380.000
622018.01.26 04:00close211.00135.978134.9380.00041859.7810014358.65
632018.01.26 04:41buy221.00135.904134.8770.000
642018.01.26 10:27modify221.00135.904135.3330.000
652018.01.26 16:16buy231.00135.863135.4160.000
662018.01.26 16:16modify221.00135.904135.4160.000
672018.01.26 16:23modify231.00135.863135.3430.000
682018.01.26 16:23modify221.00135.904135.3430.000
692018.01.26 16:26s/l221.00135.343135.3430.000-56600.009957758.65
702018.01.26 16:26s/l231.00135.343135.3430.000-52500.009905258.65
712018.01.26 21:22sell241.00135.175137.0430.000
722018.01.29 08:00modify241.00135.175135.7150.000
732018.01.29 08:00sell251.00135.038135.7150.000
742018.01.29 09:14modify251.00135.038135.3420.000
752018.01.29 09:14modify241.00135.175135.3420.000
762018.01.29 14:56close251.00134.809135.3420.00022400.009927658.65
772018.01.29 14:56close241.00134.809135.3420.00036100.009963758.65
782018.01.29 17:48sell261.00134.708135.4220.000
792018.01.29 18:18modify261.00134.708135.4180.000
802018.01.29 18:18sell271.00134.881135.4180.000
812018.01.30 07:53close271.00134.424135.4180.00045200.0010008958.65
822018.01.30 07:53close261.00134.424135.4180.00027900.0010036858.65
832018.01.31 10:26buy281.00135.191134.6450.000
842018.01.31 14:00close281.00135.459134.6450.00026300.0010063158.65
852018.01.31 21:45buy291.00135.435134.6260.000
862018.02.01 15:36close291.00136.282134.6260.00083779.3310146937.98
872018.02.01 15:53buy301.00136.204134.8650.000
882018.02.01 18:44close301.00136.718134.8650.00050900.0010197837.98
892018.02.02 17:09buy311.00137.044136.5150.000
902018.02.02 18:55close311.00137.468136.5150.00041900.0010239737.98
912018.02.02 22:49buy321.00137.175136.6930.000
922018.02.05 00:00modify321.00137.175136.9100.000
932018.02.05 00:03s/l321.00136.910136.9100.000-27140.2210212597.76
942018.02.06 10:09sell331.00135.428138.0900.000
952018.02.07 10:00close331.00134.852138.0900.00057100.0010269697.76
962018.02.08 07:04sell341.00134.361135.1920.000
972018.02.08 15:35modify341.00134.361134.8140.000
982018.02.08 18:00close341.00133.933134.8140.00042300.0010311997.76
992018.02.09 02:43sell351.00133.298135.4750.000
1002018.02.09 05:33modify351.00133.298135.0970.000
1012018.02.09 05:33sell361.00133.682135.0970.000
1022018.02.09 22:28close361.00132.911135.0970.00076600.0010388597.76
1032018.02.09 22:28close351.00132.911135.0970.00038200.0010426797.76
1042018.02.12 00:00sell371.00133.316134.7360.000
1052018.02.12 15:55close371.00132.968134.7360.00034300.0010461097.76
1062018.02.13 14:20sell381.00132.901134.3480.000
1072018.02.13 17:01modify381.00132.901134.2910.000
1082018.02.13 17:01sell391.00133.191134.2910.000
1092018.02.14 07:00close391.00132.562134.2910.00062400.0010523497.76
1102018.02.14 07:00close381.00132.562134.2910.00033400.0010556897.76
1112018.02.14 17:07sell401.00132.382133.7350.000
1122018.02.14 18:27modify401.00132.382133.6460.000
1132018.02.14 18:27sell411.00132.700133.6460.000
1142018.02.14 22:17modify411.00132.700133.6020.000
1152018.02.14 22:17modify401.00132.382133.6020.000
1162018.02.15 18:02close411.00132.524133.6020.00017100.0010573997.76
1172018.02.15 18:02close401.00132.524133.6020.000-14700.0010559297.76
1182018.02.16 09:10sell421.00132.807133.2310.000
1192018.02.16 12:44close421.00132.505133.2310.00029700.0010588997.76
1202018.02.16 14:05sell431.00132.588133.2430.000
1212018.02.16 15:09close431.00132.381133.2430.00020200.0010609197.76
1222018.02.19 05:36sell441.00132.045132.6860.000
1232018.02.19 08:21modify441.00132.045132.3590.000
1242018.02.19 12:05s/l441.00132.359132.3590.000-31900.0010577297.76
1252018.02.21 10:30buy451.00132.544131.8190.000
1262018.02.22 01:19modify451.00132.544131.9250.000
1272018.02.22 02:47s/l451.00131.925131.9250.000-62820.6710514477.08
1282018.02.22 08:00sell461.00131.901133.2150.000
1292018.02.22 18:30modify461.00131.901132.5030.000
1302018.02.22 18:30sell471.00131.848132.5030.000
1312018.02.23 10:05close471.00131.426132.5030.00041700.0010556177.08
1322018.02.23 10:05close461.00131.426132.5030.00047000.0010603177.08
1332018.02.23 17:06sell481.00131.407131.8990.000
1342018.02.23 21:00close481.00131.088131.8990.00031400.0010634577.08
1352018.02.23 22:45sell491.00131.409131.9770.000
1362018.02.26 11:46modify491.00131.409131.7380.000
1372018.02.26 14:02s/l491.00131.738131.7380.000-33400.0010601177.08
1382018.02.27 13:13buy501.00131.796131.3430.000
1392018.02.27 16:51modify501.00131.796131.3300.000
1402018.02.27 19:24s/l501.00131.330131.3300.000-47100.0010554077.08
1412018.02.28 01:15sell511.00131.391132.3600.000
1422018.02.28 04:30close511.00131.122132.3600.00026400.0010580477.08
1432018.03.01 07:12sell521.00130.304131.1950.000
1442018.03.01 15:00close521.00129.921131.1950.00037800.0010618277.08
1452018.03.02 05:04sell531.00130.195130.7240.000
1462018.03.02 11:14close531.00129.736130.7240.00045400.0010663677.08
1472018.03.02 11:14sell541.00129.884130.8660.000
1482018.03.02 17:42modify541.00129.884130.7300.000
1492018.03.02 17:42sell551.00129.977130.7300.000
1502018.03.02 22:58modify551.00129.977130.5620.000
1512018.03.02 22:58modify541.00129.884130.5620.000
1522018.03.05 08:53close551.00129.696130.5620.00027600.0010691277.08
1532018.03.05 08:53close541.00129.696130.5620.00018300.0010709577.08
1542018.03.05 15:41sell561.00130.042130.6630.000
1552018.03.05 18:10modify561.00130.042130.8040.000
1562018.03.05 19:37s/l561.00130.804130.8040.000-76700.0010632877.08
1572018.03.06 09:55buy571.00130.895129.6460.000
1582018.03.06 13:29close571.00131.535129.6460.00063500.0010696377.08
1592018.03.06 16:25buy581.00131.515130.2150.000
1602018.03.07 00:30modify581.00131.515130.3120.000
1612018.03.07 18:14close581.00131.549130.3120.0002759.7810699136.86
1622018.03.09 22:09buy591.00131.423131.0570.000
1632018.03.12 07:37modify591.00131.423131.0420.000
1642018.03.12 14:26s/l591.00131.042131.0420.000-38740.2210660396.64
1652018.03.12 17:01sell601.00131.153131.8430.000
1662018.03.12 19:09modify601.00131.153131.8410.000
1672018.03.12 23:00sell611.00131.245131.5970.000
1682018.03.12 23:00modify601.00131.153131.5970.000
1692018.03.13 06:49modify611.00131.245131.4880.000
1702018.03.13 06:49modify601.00131.153131.4880.000
1712018.03.13 07:06s/l601.00131.488131.4880.000-34000.0010626396.64
1722018.03.13 07:06s/l611.00131.488131.4880.000-24800.0010601596.64
1732018.03.13 22:48buy621.00131.873130.7770.000
1742018.03.14 12:04modify621.00131.873131.7270.000
1752018.03.14 12:42s/l621.00131.727131.7270.000-15240.2210586356.41
1762018.03.14 20:52sell631.00131.578132.6460.000
1772018.03.15 03:57close631.00131.083132.6460.00049000.0010635356.41
1782018.03.15 23:00sell641.00130.718131.5570.000
1792018.03.16 02:21modify641.00130.718131.4100.000
1802018.03.16 02:21sell651.00130.880131.4100.000
1812018.03.16 04:03close651.00130.468131.4100.00040700.0010676056.41
1822018.03.16 04:03close641.00130.468131.4100.00024500.0010700556.41
1832018.03.16 12:02sell661.00130.344131.2450.000
1842018.03.16 19:36modify661.00130.344131.0280.000
1852018.03.16 19:36sell671.00130.386131.0280.000
1862018.03.19 00:06close671.00130.155131.0280.00022600.0010723156.41
1872018.03.19 00:06close661.00130.155131.0280.00018400.0010741556.41
1882018.03.19 10:45sell681.00129.824130.8190.000
1892018.03.19 12:13modify681.00129.824130.7840.000
1902018.03.19 12:13sell691.00130.061130.7840.000
1912018.03.19 15:00modify691.00130.061130.9340.000
1922018.03.19 15:00modify681.00129.824130.9340.000
1932018.03.19 15:14s/l681.00130.934130.9340.000-111500.0010630056.41
1942018.03.19 15:14s/l691.00130.934130.9340.000-87800.0010542256.41
1952018.03.20 12:09buy701.00130.955130.2130.000
1962018.03.20 16:21modify701.00130.955130.3640.000
1972018.03.20 19:52s/l701.00130.364130.3640.000-59600.0010482656.41
1982018.03.22 19:26sell711.00130.013131.6080.000
1992018.03.23 01:37close711.00129.204131.6080.00080400.0010563056.41
2002018.03.23 11:16sell721.00129.539130.3800.000
2012018.03.23 17:08modify721.00129.539130.0340.000
2022018.03.26 10:10s/l721.00130.034130.0340.000-50000.0010513056.41
2032018.03.27 11:12buy731.00131.236130.2930.000
2042018.03.27 22:31modify731.00131.236130.4810.000
2052018.03.28 16:26buy741.00131.162130.2870.000
2062018.03.28 16:26modify731.00131.236130.2870.000
2072018.03.28 16:30close741.00131.050130.2870.000-11700.0010501356.41
2082018.03.28 16:30close731.00131.050130.2870.000-19240.2210482116.19
2092018.03.29 05:10buy751.00131.292130.5620.000
2102018.03.29 10:42modify751.00131.292130.9130.000
2112018.03.29 17:46s/l751.00130.913130.9130.000-38400.0010443716.19
2122018.04.02 16:30buy761.00131.144130.3900.000
2132018.04.02 17:08modify761.00131.144130.4850.000
2142018.04.02 17:08buy771.00130.971130.4850.000
2152018.04.02 18:00modify771.00130.971130.4900.000
2162018.04.02 18:00modify761.00131.144130.4900.000
2172018.04.02 18:18s/l761.00130.490130.4900.000-65900.0010377816.19
2182018.04.02 18:18s/l771.00130.490130.4900.000-48600.0010329216.19
2192018.04.03 03:58sell781.00130.173131.9210.000
2202018.04.03 08:46modify781.00130.173131.5630.000
2212018.04.03 08:46sell791.00130.443131.5630.000
2222018.04.04 12:00close791.00130.524131.5630.000-8600.0010320616.19
2232018.04.04 12:00close781.00130.524131.5630.000-35600.0010285016.19
2242018.04.05 00:32buy801.00131.041130.0670.000
2252018.04.05 11:12modify801.00131.041130.6740.000
2262018.04.05 11:12buy811.00131.147130.6740.000
2272018.04.06 02:04modify811.00131.147130.9830.000
2282018.04.06 02:04modify801.00131.041130.9830.000
2292018.04.06 17:06close811.00131.443130.9830.00028959.7810313975.96
2302018.04.06 17:06close801.00131.443130.9830.00039559.7810353535.74
2312018.04.09 12:59buy821.00131.430131.0020.000
2322018.04.09 18:00close821.00131.746131.0020.00031100.0010384635.74
2332018.04.09 20:16buy831.00131.704130.8330.000
2342018.04.09 22:02modify831.00131.704130.9240.000
2352018.04.09 22:02buy841.00131.518130.9240.000
2362018.04.10 06:14close841.00131.892130.9240.00036759.7810421395.52
2372018.04.10 06:14close831.00131.892130.9240.00018159.7810439555.29
2382018.04.10 10:58buy851.00131.712131.1920.000
2392018.04.10 17:00close851.00132.257131.1920.00054000.0010493555.29
2402018.04.11 07:19buy861.00132.320131.8390.000
2412018.04.11 10:26close861.00132.501131.8390.00017600.0010511155.29
2422018.04.13 05:24buy871.00132.288131.8120.000
2432018.04.13 08:21close871.00132.448131.8120.00015500.0010526655.29
2442018.04.13 14:03buy881.00132.612131.7790.000
2452018.04.13 18:04modify881.00132.612131.9260.000
2462018.04.13 18:04buy891.00132.483131.9260.000
2472018.04.16 07:33modify891.00132.483132.0320.000
2482018.04.16 07:33modify881.00132.612132.0320.000
2492018.04.16 17:00close891.00132.814132.0320.00032459.7810559115.07
2502018.04.16 17:00close881.00132.814132.0320.00019559.7810578674.84
2512018.04.16 17:52buy901.00132.690131.8690.000
2522018.04.16 20:57modify901.00132.690131.9300.000
2532018.04.17 12:00modify901.00132.690132.3660.000
2542018.04.17 12:48s/l901.00132.366132.3660.000-33040.2210545634.62
2552018.04.18 09:38buy911.00132.708131.7800.000
2562018.04.18 12:00modify911.00132.708131.8340.000
2572018.04.18 12:00buy921.00132.511131.8340.000
2582018.04.19 05:00close921.00132.914131.8340.00039379.3310585013.95
2592018.04.19 05:00close911.00132.914131.8340.00019679.3310604693.27
2602018.04.19 22:34sell931.00132.608133.3140.000
2612018.04.20 03:50modify931.00132.608133.1970.000
2622018.04.20 21:04close931.00132.204133.1970.00039900.0010644593.27
2632018.04.20 23:00sell941.00132.190133.2590.000
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5392018.08.17 15:53sell1931.00125.939126.4660.000
5402018.08.17 16:39modify1931.00125.939126.4670.000
5412018.08.17 21:04sell1941.00126.047126.4330.000
5422018.08.17 21:04modify1931.00125.939126.4330.000
5432018.08.17 21:31modify1941.00126.047126.4960.000
5442018.08.17 21:31modify1931.00125.939126.4960.000
5452018.08.17 21:43s/l1931.00126.496126.4960.000-56200.0010534825.65
5462018.08.17 21:43s/l1941.00126.496126.4960.000-45400.0010489425.65
5472018.08.20 01:00buy1951.00126.393125.4390.000
5482018.08.20 09:00modify1951.00126.393125.7690.000
5492018.08.20 09:00buy1961.00126.293125.7690.000
5502018.08.20 15:55modify1961.00126.293126.0440.000
5512018.08.20 15:55modify1951.00126.393126.0440.000
5522018.08.21 09:00close1961.00126.868126.0440.00056859.7810546285.42
5532018.08.21 09:00close1951.00126.868126.0440.00046859.7810593145.20
5542018.08.21 10:00buy1971.00126.727125.7650.000
5552018.08.21 11:49close1971.00127.059125.7650.00032700.0010625845.20
5562018.08.21 15:16buy1981.00126.971125.8500.000
5572018.08.21 19:55close1981.00127.564125.8500.00058800.0010684645.20
5582018.08.22 17:30buy1991.00127.966127.1070.000
5592018.08.23 03:09modify1991.00127.966127.5040.000
5602018.08.23 03:09buy2001.00128.023127.5040.000
5612018.08.23 10:02close2001.00128.250127.5040.00022200.0010706845.20
5622018.08.23 10:02close1991.00128.250127.5040.00027479.3310734324.53
5632018.08.23 19:16buy2011.00128.436127.6650.000
5642018.08.23 20:12modify2011.00128.436127.6580.000
5652018.08.23 20:12buy2021.00128.258127.6580.000
5662018.08.24 06:55close2021.00128.804127.6580.00053959.7810788284.30
5672018.08.24 06:55close2011.00128.804127.6580.00036159.7810824444.08
5682018.08.27 05:21buy2031.00129.236128.7640.000
5692018.08.27 09:18modify2031.00129.236128.7740.000
5702018.08.28 00:00close2031.00129.392128.7740.00014959.7810839403.85
5712018.08.28 22:55buy2041.00130.006129.6410.000
5722018.08.29 08:33modify2041.00130.006129.7920.000
5732018.08.29 08:37s/l2041.00129.792129.7920.000-22040.2210817363.63
5742018.08.30 02:55buy2051.00130.738128.9030.000
5752018.08.30 08:48modify2051.00130.738129.4990.000
5762018.08.30 08:48buy2061.00130.523129.4990.000
5772018.08.30 11:26modify2061.00130.523130.2220.000
5782018.08.30 11:26modify2051.00130.738130.2220.000
5792018.08.30 14:42s/l2051.00130.222130.2220.000-52100.0010765263.63
5802018.08.30 14:42s/l2061.00130.222130.2220.000-30600.0010734663.63
5812018.08.31 08:00sell2071.00129.670130.5060.000
5822018.08.31 11:29close2071.00129.290130.5060.00037500.0010772163.63
5832018.08.31 22:35sell2081.00128.856130.1260.000
5842018.08.31 23:55close at stop2081.00128.955130.1260.000-10400.0010761763.63