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

通貨ペアUSDJPY (US Dollar vs Japanese Yen)
期間1時間足(H1) 2018.01.02 00:00 - 2018.09.21 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5537モデルティック数14832119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2
純益47801.65総利益2694966.95総損失-2647165.30
プロフィットファクタ1.02期待利得232.05
絶対ドローダウン372698.80最大ドローダウン626654.30 (6.11%)相対ドローダウン6.11% (626654.30)
総取引数206売りポジション(勝率%)100 (51.00%)買いポジション(勝率%)106 (54.72%)
勝率(%)109 (52.91%)負率 (%)97 (47.09%)
最大勝トレード98100.00敗トレード-70700.00
平均勝トレード24724.47敗トレード-27290.36
最大連勝(金額)12 (236248.15)連敗(金額)8 (-230145.05)
最大連勝(トレード数)330800.00 (9)連敗(トレード数)-244254.20 (7)
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 17:14sell11.00112.267113.2170.000
22018.01.03 00:12modify11.00112.267112.9570.000
32018.01.03 00:12sell21.00112.350112.9570.000
42018.01.03 14:13close21.00112.201112.9570.00014400.0010014400.00
52018.01.03 14:13close11.00112.201112.9570.0004858.0010019258.00
62018.01.04 07:03buy31.00112.635111.9330.000
72018.01.04 12:01modify31.00112.635112.1650.000
82018.01.04 15:37close31.00112.795112.1650.00015500.0010034758.00
92018.01.05 15:28buy41.00113.162112.3680.000
102018.01.05 22:52modify41.00113.162112.6540.000
112018.01.05 22:52buy51.00113.110112.6540.000
122018.01.08 14:32modify51.00113.110112.9350.000
132018.01.08 14:32modify41.00113.162112.9350.000
142018.01.08 15:36s/l41.00112.935112.9350.000-22803.0510011954.95
152018.01.08 15:36s/l51.00112.935112.9350.000-17603.059994351.90
162018.01.09 08:38sell61.00112.741113.5420.000
172018.01.09 10:37modify61.00112.741113.5110.000
182018.01.09 22:03sell71.00112.668113.0130.000
192018.01.09 22:03modify61.00112.741113.0130.000
202018.01.10 05:19close71.00112.269113.0130.00038158.0010032509.90
212018.01.10 05:19close61.00112.269113.0130.00045458.0010077967.90
222018.01.11 03:26sell81.00111.526112.1580.000
232018.01.11 06:18modify81.00111.526111.8510.000
242018.01.11 08:39s/l81.00111.851111.8510.000-33000.0010044967.90
252018.01.12 00:13sell91.00111.272112.2120.000
262018.01.12 08:29modify91.00111.272111.7790.000
272018.01.12 08:29sell101.00111.319111.7790.000
282018.01.12 11:37close101.00111.055111.7790.00025900.0010070867.90
292018.01.12 11:37close91.00111.055111.7790.00021200.0010092067.90
302018.01.12 15:09sell111.00111.213111.4590.000
312018.01.12 15:27modify111.00111.213111.5000.000
322018.01.12 15:29s/l111.00111.500111.5000.000-29200.0010062867.90
332018.01.15 00:00sell121.00111.093111.6720.000
342018.01.15 04:12close121.00110.774111.6720.00031400.0010094267.90
352018.01.15 08:28sell131.00110.781111.8220.000
362018.01.15 19:39close131.00110.345111.8220.00043100.0010137367.90
372018.01.16 01:29sell141.00110.591110.9570.000
382018.01.16 03:03modify141.00110.591111.0520.000
392018.01.16 20:52close141.00110.548111.0520.0003800.0010141167.90
402018.01.16 23:32sell151.00110.536111.1780.000
412018.01.17 01:38close151.00110.290111.1780.00022858.0010164025.90
422018.01.17 04:29sell161.00110.578111.0520.000
432018.01.17 21:37modify161.00110.578111.1750.000
442018.01.17 22:27s/l161.00111.175111.1750.000-60200.0010103825.90
452018.01.18 07:17buy171.00111.330110.1590.000
462018.01.18 14:36modify171.00111.330110.6460.000
472018.01.18 14:36buy181.00111.209110.6460.000
482018.01.18 16:26modify181.00111.209110.9630.000
492018.01.18 16:26modify171.00111.330110.9630.000
502018.01.18 16:36s/l171.00110.963110.9630.000-37200.0010066625.90
512018.01.18 16:36s/l181.00110.963110.9630.000-25100.0010041525.90
522018.01.19 13:28sell191.00110.726111.3940.000
532018.01.19 22:18modify191.00110.726111.1400.000
542018.01.19 22:18sell201.00110.708111.1400.000
552018.01.22 04:03modify201.00110.708110.9310.000
562018.01.22 04:03modify191.00110.726110.9310.000
572018.01.22 18:19s/l191.00110.931110.9310.000-22242.0010019283.90
582018.01.22 18:19s/l201.00110.931110.9310.000-24042.009995241.90
592018.01.23 02:37buy211.00110.883110.4840.000
602018.01.23 05:38modify211.00110.883110.4440.000
612018.01.23 13:29s/l211.00110.444110.4440.000-44400.009950841.90
622018.01.23 20:02sell221.00110.443111.4070.000
632018.01.24 04:37close221.00109.933111.4070.00049258.0010000099.90
642018.01.25 02:37sell231.00109.424110.3180.000
652018.01.25 08:04close231.00108.800110.3180.00061900.0010061999.90
662018.01.25 09:39sell241.00109.175109.6650.000
672018.01.25 19:00close241.00108.699109.6650.00047100.0010109099.90
682018.01.25 21:18sell251.00108.953109.5560.000
692018.01.25 21:36modify251.00108.953109.6550.000
702018.01.25 21:39s/l251.00109.655109.6550.000-70700.0010038399.90
712018.01.29 03:36sell261.00108.833109.7720.000
722018.01.29 17:28modify261.00108.833109.0630.000
732018.01.29 17:39s/l261.00109.063109.0630.000-23500.0010014899.90
742018.01.30 17:36sell271.00108.780109.2470.000
752018.01.31 02:39modify271.00108.780109.0560.000
762018.01.31 03:38s/l271.00109.056109.0560.000-29342.009985557.90
772018.01.31 21:36buy281.00109.122108.2840.000
782018.02.01 09:28close281.00109.594108.2840.00047890.8510033448.75
792018.02.01 15:19buy291.00109.580108.8040.000
802018.02.01 15:39modify291.00109.580108.8090.000
812018.02.02 09:37close291.00109.675108.8090.0009396.9510042845.70
822018.02.05 01:39buy301.00110.044109.2950.000
832018.02.05 21:49modify301.00110.044109.5600.000
842018.02.05 22:09s/l301.00109.560109.5600.000-48900.009993945.70
852018.02.06 07:19sell311.00108.867111.0430.000
862018.02.06 10:48modify311.00108.867110.8910.000
872018.02.06 10:48sell321.00109.300110.8910.000
882018.02.07 09:49close321.00109.014110.8910.00026858.0010020803.70
892018.02.07 09:49close311.00109.014110.8910.000-16442.0010004361.70
902018.02.07 12:01sell331.00109.114109.8840.000
912018.02.07 22:14modify331.00109.114109.7710.000
922018.02.08 08:49s/l331.00109.771109.7710.000-69926.009934435.70
932018.02.08 16:18buy341.00109.504109.0020.000
942018.02.08 18:14modify341.00109.504108.8790.000
952018.02.08 19:13s/l341.00108.879108.8790.000-63000.009871435.70
962018.02.09 02:43sell351.00108.802110.5030.000
972018.02.09 08:01modify351.00108.802109.9750.000
982018.02.09 08:01sell361.00109.008109.9750.000
992018.02.09 21:13close361.00108.567109.9750.00043600.009915035.70
1002018.02.09 21:13close351.00108.567109.9750.00023000.009938035.70
1012018.02.12 08:18sell371.00108.710109.2460.000
1022018.02.12 18:00close371.00108.547109.2460.00015800.009953835.70
1032018.02.14 00:00sell381.00107.810108.6780.000
1042018.02.14 04:18close381.00107.482108.6780.00032300.009986135.70
1052018.02.14 09:18sell391.00107.245108.3620.000
1062018.02.14 11:19modify391.00107.245108.3350.000
1072018.02.14 11:19sell401.00107.517108.3350.000
1082018.02.14 18:00close401.00106.834108.3350.00067800.0010053935.70
1092018.02.14 18:00close391.00106.834108.3350.00040600.0010094535.70
1102018.02.15 03:06sell411.00106.859107.8630.000
1112018.02.15 04:07close411.00106.724107.8630.00013000.0010107535.70
1122018.02.15 13:48sell421.00106.706107.4340.000
1132018.02.15 22:13close421.00106.180107.4340.00052100.0010159635.70
1142018.02.16 01:18sell431.00106.226106.9420.000
1152018.02.16 08:00close431.00105.795106.9420.00042600.0010202235.70
1162018.02.16 13:09sell441.00106.100106.7630.000
1172018.02.19 06:49modify441.00106.100106.5590.000
1182018.02.19 08:14s/l441.00106.559106.5590.000-47642.0010154593.70
1192018.02.20 07:19buy451.00106.739106.3220.000
1202018.02.20 08:13close451.00106.897106.3220.00015300.0010169893.70
1212018.02.21 11:06buy461.00107.477106.7720.000
1222018.02.21 21:19modify461.00107.477107.2000.000
1232018.02.22 03:30s/l461.00107.200107.2000.000-27009.1510142884.55
1242018.02.23 01:39sell471.00106.743107.9600.000
1252018.02.23 06:13modify471.00106.743107.4880.000
1262018.02.23 06:13sell481.00106.909107.4880.000
1272018.02.23 09:19modify481.00106.909107.2540.000
1282018.02.23 09:19modify471.00106.743107.2540.000
1292018.02.23 18:14close481.00106.698107.2540.00020600.0010163484.55
1302018.02.23 18:14close471.00106.698107.2540.0004000.0010167484.55
1312018.02.23 21:39sell491.00106.678107.2360.000
1322018.02.23 22:44modify491.00106.678107.2260.000
1332018.02.23 22:44sell501.00106.816107.2260.000
1342018.02.26 00:00modify501.00106.816107.3050.000
1352018.02.26 00:00modify491.00106.678107.3050.000
1362018.02.26 04:44close501.00106.477107.3050.00032158.0010199642.55
1372018.02.26 04:44close491.00106.477107.3050.00018358.0010218000.55
1382018.02.27 20:49buy511.00107.280106.4980.000
1392018.02.28 03:18modify511.00107.280106.6440.000
1402018.02.28 03:18buy521.00107.226106.6440.000
1412018.02.28 14:49modify521.00107.226106.7910.000
1422018.02.28 14:49modify511.00107.280106.7910.000
1432018.02.28 17:48s/l511.00106.791106.7910.000-49003.0510168997.50
1442018.02.28 17:48s/l521.00106.791106.7910.000-44000.0010124997.50
1452018.03.02 03:07sell531.00106.292107.4910.000
1462018.03.02 13:19close531.00105.306107.4910.00098100.0010223097.50
1472018.03.02 22:18sell541.00105.679106.3670.000
1482018.03.05 16:38modify541.00105.679105.8620.000
1492018.03.05 16:44s/l541.00105.862105.8620.000-20042.0010203055.50
1502018.03.06 09:44buy551.00106.128105.4560.000
1512018.03.07 00:43modify551.00106.128105.6940.000
1522018.03.07 00:48s/l551.00105.694105.6940.000-43503.0510159552.45
1532018.03.07 03:43sell561.00105.816106.6710.000
1542018.03.07 15:01modify561.00105.816106.3950.000
1552018.03.07 15:01sell571.00105.772106.3950.000
1562018.03.07 18:13modify571.00105.772106.2170.000
1572018.03.07 18:13modify561.00105.816106.2170.000
1582018.03.07 18:37s/l561.00106.217106.2170.000-40600.0010118952.45
1592018.03.07 18:37s/l571.00106.217106.2170.000-45000.0010073952.45
1602018.03.09 09:02buy581.00106.655105.5880.000
1612018.03.09 21:19modify581.00106.655106.5050.000
1622018.03.09 21:19buy591.00106.771106.5050.000
1632018.03.12 04:44modify591.00106.771106.5760.000
1642018.03.12 04:44modify581.00106.655106.5760.000
1652018.03.12 04:49s/l581.00106.576106.5760.000-8003.0510065949.40
1662018.03.12 04:49s/l591.00106.576106.5760.000-19603.0510046346.35
1672018.03.13 15:44buy601.00106.976105.7330.000
1682018.03.13 18:18modify601.00106.976105.8400.000
1692018.03.14 15:31modify601.00106.976106.3020.000
1702018.03.14 18:13s/l601.00106.302106.3020.000-67503.059978843.30
1712018.03.14 20:45sell611.00106.359106.8220.000
1722018.03.15 03:00close611.00106.165106.8220.00015174.009994017.30
1732018.03.15 11:19sell621.00106.164106.6730.000
1742018.03.15 14:14sell631.00105.937106.5790.000
1752018.03.15 14:14modify621.00106.164106.5790.000
1762018.03.15 20:02modify631.00105.937106.4020.000
1772018.03.15 20:02modify621.00106.164106.4020.000
1782018.03.15 23:19s/l621.00106.402106.4020.000-24300.009969717.30
1792018.03.15 23:19s/l631.00106.402106.4020.000-47000.009922717.30
1802018.03.16 15:43sell641.00105.744106.7120.000
1812018.03.16 16:38modify641.00105.744106.7080.000
1822018.03.19 12:14sell651.00105.943106.3410.000
1832018.03.19 12:14modify641.00105.744106.3410.000
1842018.03.19 15:14modify651.00105.943106.4160.000
1852018.03.19 15:14modify641.00105.744106.4160.000
1862018.03.20 10:14s/l641.00106.416106.4160.000-70184.009852533.30
1872018.03.20 10:14s/l651.00106.416106.4160.000-49042.009803491.30
1882018.03.20 12:09buy661.00106.307105.6160.000
1892018.03.20 12:19modify661.00106.307105.6200.000
1902018.03.21 10:18modify661.00106.307106.3180.000
1912018.03.21 10:49s/l661.00106.318106.3180.000996.959804488.25
1922018.03.22 19:25sell671.00105.689106.2600.000
1932018.03.23 03:00close671.00104.961106.2600.00071058.009875546.25
1942018.03.23 14:19sell681.00105.074105.9760.000
1952018.03.26 01:14sell691.00104.757105.3200.000
1962018.03.26 01:14modify681.00105.074105.3200.000
1972018.03.26 01:18close691.00104.790105.3200.000-3800.009871746.25
1982018.03.26 01:18close681.00104.790105.3200.00026658.009898404.25
1992018.03.27 17:19buy701.00105.604105.2810.000
2002018.03.27 22:14modify701.00105.604105.3960.000
2012018.03.27 22:48s/l701.00105.396105.3960.000-21300.009877104.25
2022018.03.29 07:18buy711.00106.505105.3990.000
2032018.03.29 16:48modify711.00106.505106.1890.000
2042018.03.30 04:48s/l711.00106.189106.1890.000-31703.059845401.20
2052018.04.02 17:33buy721.00106.312106.1900.000
2062018.04.02 17:49modify721.00106.312106.1700.000
2072018.04.02 18:09s/l721.00106.170106.1700.000-14700.009830701.20
2082018.04.03 03:07sell731.00105.851106.7920.000
2092018.04.03 08:44modify731.00105.851106.6050.000
2102018.04.03 08:44sell741.00105.990106.6050.000
2112018.04.03 12:49modify741.00105.990106.3300.000
2122018.04.03 12:49modify731.00105.851106.3300.000
2132018.04.03 16:08s/l731.00106.330106.3300.000-48400.009782301.20
2142018.04.03 16:08s/l741.00106.330106.3300.000-34500.009747801.20
2152018.04.04 10:15buy751.00106.523106.2820.000
2162018.04.04 10:39modify751.00106.523106.2420.000
2172018.04.04 10:45s/l751.00106.242106.2420.000-28600.009719201.20
2182018.04.06 01:53buy761.00107.198106.5870.000
2192018.04.06 16:18modify761.00107.198106.9280.000
2202018.04.06 20:48s/l761.00106.928106.9280.000-27500.009691701.20
2212018.04.10 04:13sell771.00106.762107.4040.000
2222018.04.10 04:49modify771.00106.762107.4000.000
2232018.04.10 18:19modify771.00106.762107.5270.000
2242018.04.11 12:02close771.00106.979107.5270.000-23442.009668259.20
2252018.04.12 20:13buy781.00107.212106.4490.000
2262018.04.13 08:19close781.00107.454106.4490.00024096.959692356.15
2272018.04.13 18:14buy791.00107.482107.0190.000
2282018.04.16 05:39modify791.00107.482107.1520.000
2292018.04.16 08:31s/l791.00107.152107.1520.000-33103.059659253.10
2302018.04.17 05:18sell801.00107.067107.4300.000
2312018.04.17 10:07close801.00106.889107.4300.00017300.009676553.10
2322018.04.17 13:02sell811.00107.066107.2780.000
2332018.04.17 17:18modify811.00107.066107.2660.000
2342018.04.17 20:02close811.00106.909107.2660.00015200.009691753.10
2352018.04.18 10:48buy821.00107.278106.7420.000
2362018.04.18 14:27modify821.00107.278106.7450.000
2372018.04.18 16:25buy831.00107.196106.8190.000
2382018.04.18 16:25modify821.00107.278106.8190.000
2392018.04.19 03:00close831.00107.349106.8190.00015990.859707743.95
2402018.04.19 03:00close821.00107.349106.8190.0007790.859715534.80
2412018.04.19 07:27buy841.00107.376107.0070.000
2422018.04.19 10:14modify841.00107.376107.0050.000
2432018.04.19 10:14buy851.00107.305107.0050.000
2442018.04.19 22:36close851.00107.462107.0050.00015200.009730734.80
2452018.04.19 22:36close841.00107.462107.0050.0008100.009738834.80
2462018.04.20 09:19buy861.00107.591107.0690.000
2472018.04.20 18:27modify861.00107.591107.2420.000
2482018.04.20 18:27buy871.00107.588107.2420.000
2492018.04.23 00:02close871.00107.629107.2420.0003996.959742831.75
2502018.04.23 00:02close861.00107.629107.2420.0003696.959746528.70
2512018.04.23 03:22buy881.00107.756107.3760.000
2522018.04.23 14:45close881.00108.206107.3760.00044500.009791028.70
2532018.04.24 19:19buy891.00108.855108.4790.000
2542018.04.24 21:09modify891.00108.855108.4120.000
2552018.04.25 11:45buy901.00109.111108.4170.000
2562018.04.25 11:45modify891.00108.855108.4170.000
2572018.04.27 10:24close901.00109.416108.4170.00031587.809822616.50
2582018.04.27 10:24close891.00109.416108.4170.00057584.759880201.25
2592018.04.27 12:36buy911.00109.285109.0670.000
2602018.04.27 15:30close911.00109.443109.0670.00015300.009895501.25
2612018.04.27 15:58buy921.00109.289109.0830.000
2622018.04.27 17:33modify921.00109.289109.0390.000
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5382018.09.05 17:12close1901.00111.644111.3420.00012800.0010076113.85
5392018.09.07 10:38sell1911.00110.739111.3030.000
5402018.09.07 15:30modify1911.00110.739111.0750.000
5412018.09.07 15:30s/l1911.00111.075111.0750.000-34100.0010042013.85
5422018.09.11 00:01buy1921.00111.073110.8690.000
5432018.09.11 03:41close1921.00111.251110.8690.00017300.0010059313.85
5442018.09.11 11:47buy1931.00111.431110.8030.000
5452018.09.11 14:38modify1931.00111.431110.8710.000
5462018.09.11 14:38buy1941.00111.312110.8710.000
5472018.09.11 22:41close1941.00111.641110.8710.00032400.0010091713.85
5482018.09.11 22:41close1931.00111.641110.8710.00020500.0010112213.85
5492018.09.11 23:59buy1951.00111.559111.2420.000
5502018.09.12 03:08modify1951.00111.559111.2530.000
5512018.09.12 03:08buy1961.00111.520111.2530.000
5522018.09.12 15:30modify1961.00111.520111.3460.000
5532018.09.12 15:30modify1951.00111.559111.3460.000
5542018.09.12 15:44s/l1951.00111.346111.3460.000-21403.0510090810.80
5552018.09.12 15:44s/l1961.00111.346111.3460.000-17900.0010072910.80
5562018.09.13 00:00sell1971.00111.258111.7430.000
5572018.09.13 03:18modify1971.00111.258111.6970.000
5582018.09.13 10:16modify1971.00111.258111.5810.000
5592018.09.13 14:02s/l1971.00111.581111.5810.000-32800.0010040110.80
5602018.09.13 15:30buy1981.00111.483111.0260.000
5612018.09.13 16:22modify1981.00111.483111.0610.000
5622018.09.13 16:47close1981.00111.630111.0610.00014200.0010054310.80
5632018.09.14 07:00buy1991.00111.822111.2600.000
5642018.09.14 19:00close1991.00112.035111.2600.00020800.0010075110.80
5652018.09.14 19:00buy2001.00112.037111.6290.000
5662018.09.14 19:00modify2001.00112.037111.6310.000
5672018.09.14 19:00buy2011.00111.924111.6310.000
5682018.09.17 10:42modify2011.00111.924111.8720.000
5692018.09.17 10:42modify2001.00112.037111.8720.000
5702018.09.17 10:52s/l2001.00111.872111.8720.000-16603.0510058507.75
5712018.09.17 10:52s/l2011.00111.872111.8720.000-5303.0510053204.70
5722018.09.18 03:24sell2021.00111.811112.2140.000
5732018.09.18 04:36modify2021.00111.811112.2160.000
5742018.09.18 09:17modify2021.00111.811112.2500.000
5752018.09.18 09:21s/l2021.00112.250112.2500.000-44400.0010008804.70
5762018.09.18 16:01buy2031.00112.100111.5040.000
5772018.09.18 18:00close2031.00112.315111.5040.00021000.0010029804.70
5782018.09.19 08:26buy2041.00112.301112.0790.000
5792018.09.19 11:30close2041.00112.406112.0790.00010000.0010039804.70
5802018.09.20 22:32buy2051.00112.418111.8600.000
5812018.09.21 15:15modify2051.00112.418112.2300.000
5822018.09.21 15:15buy2061.00112.612112.2300.000
5832018.09.21 23:54close at stop2061.00112.558112.2300.000-5900.0010033904.70
5842018.09.21 23:54close at stop2051.00112.558112.2300.00013896.9510047801.65