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

通貨ペアGBPJPY (British Pound vs Japanese Yen)
期間1時間足(H1) 2018.01.02 07:00 - 2018.09.21 22:00 (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=true; 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5607モデルティック数24477103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1903262.91総利益6790018.91総損失-4886756.00
プロフィットファクタ1.39期待利得7613.05
絶対ドローダウン197337.98最大ドローダウン609599.38 (5.79%)相対ドローダウン5.79% (609599.38)
総取引数250売りポジション(勝率%)119 (62.18%)買いポジション(勝率%)131 (64.12%)
勝率(%)158 (63.20%)負率 (%)92 (36.80%)
最大勝トレード139100.00敗トレード-261397.66
平均勝トレード42974.80敗トレード-53116.91
最大連勝(金額)9 (547652.66)連敗(金額)6 (-360695.32)
最大連勝(トレード数)547652.66 (9)連敗(トレード数)-360695.32 (6)
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 09:00buy11.00152.324151.7040.000
22018.01.02 11:31modify11.00152.324151.7810.000
32018.01.02 11:31buy21.00152.209151.7810.000
42018.01.02 22:00close21.00152.614151.7810.00040000.0010040000.00
52018.01.02 22:00close11.00152.614151.7810.00028500.0010068500.00
62018.01.03 06:00buy31.00152.717151.6110.000
72018.01.03 11:30modify31.00152.717152.0750.000
82018.01.03 11:30buy41.00152.602152.0750.000
92018.01.03 13:00modify41.00152.602152.2590.000
102018.01.03 13:00modify31.00152.717152.2590.000
112018.01.03 13:00buy51.00152.376152.2590.000
122018.01.03 13:16s/l31.00152.259152.2590.000-46300.0010022200.00
132018.01.03 13:16s/l41.00152.259152.2590.000-34800.009987400.00
142018.01.03 13:16s/l51.00152.259152.2590.000-12200.009975200.00
152018.01.03 21:09sell61.00152.010153.4590.000
162018.01.04 02:09modify61.00152.010153.1390.000
172018.01.04 10:57modify61.00152.010152.6620.000
182018.01.04 14:10s/l61.00152.662152.6620.000-67615.789907584.22
192018.01.05 23:51buy71.00153.360152.8780.000
202018.01.08 11:18modify71.00153.360153.0850.000
212018.01.08 11:35s/l71.00153.085153.0850.000-28197.669879386.56
222018.01.09 07:59sell81.00152.969153.9080.000
232018.01.09 15:00close81.00152.279153.9080.00068500.009947886.56
242018.01.10 00:04sell91.00152.515153.3020.000
252018.01.10 03:25close91.00151.911153.3020.00059900.0010007786.56
262018.01.10 16:11sell101.00151.009153.5850.000
272018.01.11 03:03modify101.00151.009151.5860.000
282018.01.11 03:03sell111.00150.744151.5860.000
292018.01.11 14:31close111.00150.475151.5860.00026400.0010034186.56
302018.01.11 14:31close101.00150.475151.5860.00050984.2210085170.78
312018.01.15 03:11buy121.00152.140150.6810.000
322018.01.15 10:43modify121.00152.140151.7780.000
332018.01.15 12:48close121.00152.604151.7780.00045900.0010131070.78
342018.01.15 13:29buy131.00152.353151.7890.000
352018.01.16 02:42close131.00152.797151.7890.00043702.3410174773.12
362018.01.16 08:00buy141.00152.849151.9870.000
372018.01.16 09:12modify141.00152.849152.0160.000
382018.01.16 09:12buy151.00152.647152.0160.000
392018.01.17 04:09close151.00152.686152.0160.0003202.3410177975.46
402018.01.17 04:09close141.00152.686152.0160.000-16997.6610160977.80
412018.01.17 06:00buy161.00152.524151.9490.000
422018.01.17 08:00close161.00152.686151.9490.00015700.0010176677.80
432018.01.17 09:50buy171.00152.443151.9950.000
442018.01.17 17:10close171.00152.932151.9950.00048400.0010225077.80
452018.01.18 01:06buy181.00153.689151.3970.000
462018.01.18 13:22close181.00154.385151.3970.00069100.0010294177.80
472018.01.23 05:15buy191.00154.702153.1190.000
482018.01.23 11:00modify191.00154.702154.1790.000
492018.01.23 12:30s/l191.00154.179154.1790.000-52800.0010241377.80
502018.01.24 18:34buy201.00154.937153.4630.000
512018.01.24 23:57close201.00155.530153.4630.00058800.0010300177.80
522018.01.25 09:50buy211.00155.377154.5260.000
532018.01.25 16:29close211.00156.008154.5260.00062600.0010362777.80
542018.01.25 17:09buy221.00155.554155.0350.000
552018.01.25 18:18modify221.00155.554155.1130.000
562018.01.25 18:18buy231.00155.265155.1130.000
572018.01.25 18:19s/l221.00155.113155.1130.000-44600.0010318177.80
582018.01.25 18:19s/l231.00155.113155.1130.000-15700.0010302477.80
592018.01.26 15:30buy241.00155.502154.0140.000
602018.01.26 16:23modify241.00155.502154.1000.000
612018.01.26 16:23buy251.00155.165154.1000.000
622018.01.26 17:04modify251.00155.165153.9180.000
632018.01.26 17:04modify241.00155.502153.9180.000
642018.01.26 17:18s/l241.00153.918153.9180.000-158900.0010143577.80
652018.01.26 17:18s/l251.00153.918153.9180.000-125200.0010018377.80
662018.01.26 21:22sell261.00154.294156.8760.000
672018.01.29 09:09modify261.00154.294154.3560.000
682018.01.29 09:09sell271.00153.793154.3560.000
692018.01.29 11:21close271.00153.586154.3560.00020200.0010038577.80
702018.01.29 11:21close261.00153.586154.3560.00069661.4110108239.21
712018.01.30 11:48sell281.00152.659154.1760.000
722018.01.30 12:21modify281.00152.659154.1410.000
732018.01.30 12:21sell291.00153.036154.1410.000
742018.01.31 02:24s/l281.00154.141154.1410.000-149338.599958900.62
752018.01.31 02:24s/l291.00154.141154.1410.000-111638.599847262.02
762018.01.31 11:39buy301.00153.989153.2570.000
772018.01.31 19:38close301.00155.011153.2570.000101700.009948962.02
782018.01.31 21:00buy311.00154.805153.0930.000
792018.02.01 10:05close311.00155.690153.0930.00087407.0210036369.04
802018.02.01 14:10buy321.00155.765153.9910.000
812018.02.01 16:14modify321.00155.765154.0580.000
822018.02.01 16:14buy331.00155.378154.0580.000
832018.02.02 05:15close331.00156.400154.0580.000101502.3410137871.38
842018.02.02 05:15close321.00156.400154.0580.00062802.3410200673.72
852018.02.02 10:58buy341.00156.078155.3130.000
862018.02.02 17:09modify341.00156.078155.7020.000
872018.02.02 22:04s/l341.00155.702155.7020.000-38100.0010162573.72
882018.02.06 10:59sell351.00152.805155.9150.000
892018.02.07 11:24close351.00151.771155.9150.000102261.4110264835.13
902018.02.08 17:55buy361.00152.923150.3440.000
912018.02.08 18:16modify361.00152.923150.3510.000
922018.02.09 13:51modify361.00152.923150.3160.000
932018.02.09 14:30s/l361.00150.316150.3160.000-261397.6610003437.47
942018.02.09 15:45sell371.00151.061153.1660.000
952018.02.09 21:10close371.00150.028153.1660.000102800.0010106237.47
962018.02.09 21:25sell381.00150.116154.0970.000
972018.02.12 04:42modify381.00150.116152.1340.000
982018.02.12 04:42sell391.00150.378152.1340.000
992018.02.12 15:22close391.00150.120152.1340.00025300.0010131537.47
1002018.02.12 15:22close381.00150.120152.1340.000-1538.5910129998.88
1012018.02.13 12:12sell401.00149.676151.2430.000
1022018.02.13 22:38modify401.00149.676150.8410.000
1032018.02.13 22:38sell411.00149.652150.8410.000
1042018.02.14 07:49close411.00149.112150.8410.00052861.4110182860.28
1052018.02.14 07:49close401.00149.112150.8410.00055261.4110238121.69
1062018.02.14 09:35sell421.00149.349150.2540.000
1072018.02.14 15:21sell431.00148.844150.2870.000
1082018.02.14 15:21modify421.00149.349150.2870.000
1092018.02.14 16:50close431.00148.564150.2870.00027500.0010265621.69
1102018.02.14 16:50close421.00148.564150.2870.00078000.0010343621.69
1112018.02.14 17:06sell441.00148.673150.3820.000
1122018.02.14 17:11modify441.00148.673150.3710.000
1132018.02.14 17:11sell451.00149.124150.3710.000
1142018.02.14 22:17modify451.00149.124150.3590.000
1152018.02.14 22:17modify441.00148.673150.3590.000
1162018.02.16 06:14close451.00149.440150.3590.000-34654.3710308967.32
1172018.02.16 06:14close441.00149.440150.3590.000-79754.3710229212.94
1182018.02.16 09:55sell461.00149.674150.1820.000
1192018.02.16 12:40close461.00149.282150.1820.00038700.0010267912.94
1202018.02.19 00:37sell471.00149.166149.8660.000
1212018.02.19 08:21modify471.00149.166149.5260.000
1222018.02.19 16:46close471.00148.965149.5260.00019600.0010287512.94
1232018.02.20 17:02buy481.00149.801148.5230.000
1242018.02.20 19:00close481.00150.329148.5230.00052300.0010339812.94
1252018.02.20 21:01buy491.00150.073148.5030.000
1262018.02.21 04:49close491.00150.784148.5030.00070402.3410410215.28
1272018.02.21 07:39buy501.00150.562149.2660.000
1282018.02.21 10:24modify501.00150.562149.4480.000
1292018.02.21 10:24buy511.00150.351149.4480.000
1302018.02.21 13:12modify511.00150.351149.3570.000
1312018.02.21 13:12modify501.00150.562149.3570.000
1322018.02.22 03:17s/l501.00149.357149.3570.000-121592.9810288622.31
1332018.02.22 03:17s/l511.00149.357149.3570.000-100492.9810188129.33
1342018.02.22 07:00sell521.00149.414150.8500.000
1352018.02.22 19:24modify521.00149.414150.0590.000
1362018.02.22 19:24sell531.00149.180150.0590.000
1372018.02.23 10:36modify531.00149.180149.5030.000
1382018.02.23 10:36modify521.00149.414149.5030.000
1392018.02.23 11:40s/l521.00149.503149.5030.000-10038.5910178090.73
1402018.02.23 11:40s/l531.00149.503149.5030.000-33438.5910144652.14
1412018.02.23 21:50sell541.00149.024149.5800.000
1422018.02.23 22:36modify541.00149.024149.5760.000
1432018.02.26 00:00s/l541.00149.576149.5760.000-56338.5910088313.55
1442018.02.26 01:05buy551.00149.381148.7700.000
1452018.02.26 02:22close551.00149.409148.7700.0002300.0010090613.55
1462018.02.26 16:03buy561.00149.449148.6940.000
1472018.02.27 10:00close561.00149.647148.6940.00019102.3410109715.89
1482018.02.27 17:30sell571.00149.123149.8570.000
1492018.02.27 17:57modify571.00149.123149.8520.000
1502018.02.28 08:09close571.00148.759149.8520.00035261.4110144977.29
1512018.02.28 10:56sell581.00148.926149.8420.000
1522018.02.28 13:06close581.00148.646149.8420.00027500.0010172477.29
1532018.03.01 09:04sell591.00147.021148.2000.000
1542018.03.01 15:50modify591.00147.021147.2340.000
1552018.03.01 15:52s/l591.00147.234147.2340.000-21800.0010150677.29
1562018.03.02 02:23sell601.00146.317147.6050.000
1572018.03.02 10:00close601.00145.588147.6050.00072400.0010223077.29
1582018.03.02 22:10sell611.00145.620146.6150.000
1592018.03.05 12:28modify611.00145.620146.3060.000
1602018.03.05 17:35s/l611.00146.306146.3060.000-69738.5910153338.70
1612018.03.06 09:09buy621.00146.864145.5810.000
1622018.03.06 13:29close621.00147.471145.5810.00060200.0010213538.70
1632018.03.06 16:00buy631.00147.464146.1160.000
1642018.03.06 17:57modify631.00147.464146.1500.000
1652018.03.06 17:57buy641.00147.140146.1500.000
1662018.03.07 11:31modify641.00147.140145.9740.000
1672018.03.07 11:31modify631.00147.464145.9740.000
1682018.03.07 18:14close641.00147.336145.9740.00018902.3410232441.04
1692018.03.07 18:14close631.00147.336145.9740.000-13497.6610218943.38
1702018.03.13 19:03buy651.00149.005146.9630.000
1712018.03.13 22:48modify651.00149.005147.2610.000
1722018.03.13 22:48buy661.00148.648147.2610.000
1732018.03.14 17:23modify661.00148.648148.3900.000
1742018.03.14 17:23modify651.00149.005148.3900.000
1752018.03.14 18:10s/l651.00148.390148.3900.000-62197.6610156745.72
1762018.03.14 18:10s/l661.00148.390148.3900.000-26497.6610130248.06
1772018.03.15 17:33sell671.00148.071148.9080.000
1782018.03.16 05:00close671.00147.605148.9080.00045461.4110175709.47
1792018.03.16 15:39sell681.00147.773148.6160.000
1802018.03.19 04:05close681.00147.442148.6160.00031961.4110207670.87
1812018.03.19 10:43sell691.00147.333148.3450.000
1822018.03.19 11:09modify691.00147.333148.3390.000
1832018.03.19 12:53modify691.00147.333148.4670.000
1842018.03.19 13:03s/l691.00148.467148.4670.000-113900.0010093770.87
1852018.03.19 18:37buy701.00148.723145.7900.000
1862018.03.20 12:09close701.00149.161145.7900.00043102.3410136873.21
1872018.03.20 12:09buy711.00149.246148.0700.000
1882018.03.20 15:55modify711.00149.246148.2370.000
1892018.03.20 15:55buy721.00149.041148.2370.000
1902018.03.21 11:37close721.00149.287148.2370.00023902.3410160775.56
1912018.03.21 11:37close711.00149.287148.2370.0003402.3410164177.90
1922018.03.21 14:43buy731.00149.271148.7660.000
1932018.03.21 14:43modify731.00149.271148.7690.000
1942018.03.21 14:43buy741.00149.137148.7690.000
1952018.03.21 15:29close741.00149.421148.7690.00027900.0010192077.90
1962018.03.21 15:29close731.00149.421148.7690.00014500.0010206577.90
1972018.03.21 20:32buy751.00149.430148.7820.000
1982018.03.21 20:35close751.00149.570148.7820.00013500.0010220077.90
1992018.03.22 02:01buy761.00149.780148.6240.000
2002018.03.22 06:10modify761.00149.780148.9170.000
2012018.03.22 10:53buy771.00149.681149.1440.000
2022018.03.22 10:53modify761.00149.780149.1440.000
2032018.03.22 12:53modify771.00149.681149.2310.000
2042018.03.22 12:53modify761.00149.780149.2310.000
2052018.03.22 15:00close771.00150.024149.2310.00033800.0010253877.90
2062018.03.22 15:00close761.00150.024149.2310.00023900.0010277777.90
2072018.03.26 16:01buy781.00149.208147.1690.000
2082018.03.26 22:46close781.00150.058147.1690.00084500.0010362277.90
2092018.03.27 09:00buy791.00150.296148.7850.000
2102018.03.27 10:30modify791.00150.296148.8140.000
2112018.03.27 10:30buy801.00149.948148.8140.000
2122018.03.27 13:40modify801.00149.948148.6650.000
2132018.03.27 13:40modify791.00150.296148.6650.000
2142018.03.28 16:06close801.00149.722148.6650.000-23297.6610338980.24
2152018.03.28 16:06close791.00149.722148.6650.000-58097.6610280882.58
2162018.03.28 16:17buy811.00149.825148.7820.000
2172018.03.28 16:37modify811.00149.825148.7890.000
2182018.03.28 19:40close811.00150.143148.7890.00031300.0010312182.58
2192018.03.29 04:40buy821.00150.015148.9420.000
2202018.03.29 16:54modify821.00150.015149.1800.000
2212018.03.29 17:58s/l821.00149.180149.1800.000-84000.0010228182.58
2222018.03.30 06:14sell831.00149.032150.3090.000
2232018.03.30 11:08modify831.00149.032149.6890.000
2242018.03.30 11:08sell841.00149.162149.6890.000
2252018.04.02 00:05close841.00148.882149.6890.00026861.4110255043.98
2262018.04.02 00:05close831.00148.882149.6890.00013861.4110268905.39
2272018.04.02 00:58sell851.00149.049149.3390.000
2282018.04.02 01:11modify851.00149.049149.3840.000
2292018.04.02 04:23s/l851.00149.384149.3840.000-34000.0010234905.39
2302018.04.03 01:20sell861.00148.743150.2620.000
2312018.04.03 07:28modify861.00148.743150.0170.000
2322018.04.03 07:28sell871.00148.938150.0170.000
2332018.04.03 11:10modify871.00148.938149.6880.000
2342018.04.03 11:10modify861.00148.743149.6880.000
2352018.04.03 18:04s/l861.00149.688149.6880.000-95000.0010139905.39
2362018.04.03 18:04s/l871.00149.688149.6880.000-75500.0010064405.39
2372018.04.04 10:08buy881.00149.816149.2630.000
2382018.04.04 11:01modify881.00149.816149.2030.000
2392018.04.04 12:22s/l881.00149.203149.2030.000-61800.0010002605.39
2402018.04.05 03:31buy891.00150.360148.5130.000
2412018.04.05 11:24modify891.00150.360149.5950.000
2422018.04.05 11:24buy901.00150.314149.5950.000
2432018.04.05 15:23modify901.00150.314149.8720.000
2442018.04.05 15:23modify891.00150.360149.8720.000
2452018.04.06 02:31s/l891.00149.872149.8720.000-49497.669953107.73
2462018.04.06 02:31s/l901.00149.872149.8720.000-44897.669908210.07
2472018.04.06 20:43buy911.00150.666149.5520.000
2482018.04.06 22:07modify911.00150.666149.6850.000
2492018.04.06 22:07buy921.00150.424149.6850.000
2502018.04.09 09:12close921.00150.973149.6850.00054202.349962412.41
2512018.04.09 09:12close911.00150.973149.6850.00030002.349992414.75
2522018.04.09 13:06buy931.00150.944150.1960.000
2532018.04.09 15:55close931.00151.249150.1960.00030000.0010022414.75
2542018.04.09 21:06buy941.00151.005150.3640.000
2552018.04.10 08:00close941.00151.411150.3640.00039902.3410062317.09
2562018.04.10 10:15buy951.00151.409150.3460.000
2572018.04.10 16:00close951.00151.642150.3460.00022800.0010085117.09
2582018.04.10 16:07buy961.00151.603150.2200.000
2592018.04.11 03:09modify961.00151.603151.1730.000
2602018.04.11 03:09buy971.00151.751151.1730.000
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5382018.08.02 14:00sell2011.00146.022147.0620.000
5392018.08.02 14:01modify2011.00146.022147.0560.000
5402018.08.02 16:51close2011.00145.511147.0560.00050600.0011090676.87
5412018.08.03 07:15sell2021.00145.412145.8780.000
5422018.08.03 12:00close2021.00145.147145.8780.00026000.0011116676.87
5432018.08.06 07:02sell2031.00144.701145.2030.000
5442018.08.06 09:17close2031.00144.515145.2030.00018100.0011134776.87
5452018.08.06 09:54sell2041.00144.647144.8280.000
5462018.08.06 10:30close2041.00144.563144.8280.0007900.0011142676.87
5472018.08.06 18:00sell2051.00144.210145.1120.000
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5492018.08.07 08:59sell2061.00144.130144.3130.000
5502018.08.07 09:50modify2061.00144.130144.3400.000
5512018.08.07 09:50modify2051.00144.210144.3400.000
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5532018.08.07 09:55s/l2061.00144.340144.3400.000-21500.0011107038.27
5542018.08.07 17:57sell2071.00143.990144.4680.000
5552018.08.07 21:27modify2071.00143.990144.4440.000
5562018.08.07 21:27sell2081.00144.090144.4440.000
5572018.08.08 07:13modify2081.00144.090144.3510.000
5582018.08.08 07:13modify2071.00143.990144.3510.000
5592018.08.08 07:13sell2091.00144.257144.3510.000
5602018.08.08 17:00close2091.00142.861144.3510.000139100.0011246138.27
5612018.08.08 17:00close2081.00142.861144.3510.000121761.4111367899.68
5622018.08.08 17:00close2071.00142.861144.3510.000111761.4111479661.09
5632018.08.08 18:11sell2101.00143.052145.2600.000
5642018.08.09 04:27close2101.00142.449145.2600.00057884.2211537545.31
5652018.08.09 08:00sell2111.00142.849143.2150.000
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5682018.08.10 22:22sell2121.00141.686143.0130.000
5692018.08.13 00:02close2121.00140.759143.0130.00091561.4111584406.71
5702018.08.13 14:53sell2131.00140.902142.1160.000
5712018.08.14 09:18modify2131.00140.902141.9890.000
5722018.08.14 09:45s/l2131.00141.989141.9890.000-109838.5911474568.12
5732018.08.14 11:59buy2141.00141.778140.4900.000
5742018.08.14 15:01modify2141.00141.778140.5940.000
5752018.08.15 10:54close2141.00141.552140.5940.000-23297.6611451270.46
5762018.08.15 19:39sell2151.00140.669142.6030.000
5772018.08.16 04:31modify2151.00140.669142.1480.000
5782018.08.16 04:31sell2161.00140.716142.1480.000
5792018.08.16 19:16modify2161.00140.716141.5330.000
5802018.08.16 19:16modify2151.00140.669141.5330.000
5812018.08.17 11:01close2161.00140.776141.5330.000-7138.5911444131.87
5822018.08.17 11:01close2151.00140.776141.5330.000-13754.3711430377.49
5832018.08.17 16:36sell2171.00140.620141.5660.000
5842018.08.17 21:05modify2171.00140.620141.4830.000
5852018.08.17 21:05sell2181.00140.768141.4830.000
5862018.08.20 14:01modify2181.00140.768141.1610.000
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5902018.08.20 15:25buy2191.00141.015140.6070.000
5912018.08.20 15:59modify2191.00141.015140.6100.000
5922018.08.21 00:00modify2191.00141.015140.6360.000
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5942018.08.22 10:47buy2201.00142.252141.5620.000
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5982018.08.22 19:00close2201.00142.682141.7600.00042500.0011404102.65
5992018.08.23 06:22buy2221.00142.612142.0480.000
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6012018.08.23 15:17buy2231.00142.716142.4620.000
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6032018.08.24 12:24buy2241.00142.837142.2930.000
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6112018.08.28 17:14buy2281.00143.297142.9840.000
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