Strategy Tester Report
ForexBlade_EURUSD_ver2.ex4
FXDD-MT4 Live Server 3 (Build 880)

通貨ペアEURUSD (Euro vs. United States Dollar)
期間5分足(M5) 2007.01.02 09:00 - 2015.08.28 23:40 (2007.01.01 - 2015.08.31)
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Exp1="マジックナンバー"; Magic=111025; Exp2="ファーストオーダーロット"; Lots=0.01; Exp3="最大スプレッド"; MaxSpread=3; Exp4="利益確定[pips表示]"; TP=20; Exp5="ストップロス(0.1lotあたり)【円口座では円で設定】"; Max_DD=400000; Exp6="複利設定 [true:使用 false:不使用]"; LotControl=false; Exp7="リスクレベル [複利設定使用時に適用]"; RiskLevel=5;
テストバー数639769モデルティック数129225972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100000.00スプレッド15
総損益544298.00総利益1404287.28総損失-859989.28
プロフィットファクター1.63期待利得79.10
絶対ドローダウン2886.49最大ドローダウン122047.91 (25.38%)相対ドローダウン25.38% (122047.91)
総取引数6881ショートポジション(勝率%)4384 (61.34%)ロングポジション(勝率%)2497 (58.23%)
勝率(%)4143 (60.21%)負率 (%)2738 (39.79%)
最大勝トレード8495.18負トレード-18593.18
平均勝トレード338.95負トレード-314.09
最大連勝(金額)16 (1983.61)連敗(金額)9 (-43930.99)
最大化連勝(トレード数)8736.18 (3)連敗(トレード数)-43930.99 (9)
平均連勝3連敗2
Graph
#時間取引種別注文番号数量価格S / LT/P:決済指値損益残高
12007.01.02 12:51buy10.011.328090.000000.00000
22007.01.02 17:02buy20.021.327800.000000.00000
32007.01.02 18:03close20.021.328600.000000.00000192.76100192.76
42007.01.02 18:03close10.011.328600.000000.0000061.44100254.20
52007.01.02 19:02buy30.011.328450.000000.00000
62007.01.02 20:13buy40.021.328320.000000.00000
72007.01.02 21:05buy50.041.327780.000000.00000
82007.01.03 02:36close50.041.328400.000000.00000284.76100538.96
92007.01.03 02:36close40.021.328400.000000.0000012.27100551.23
102007.01.03 02:36close30.011.328400.000000.00000-9.53100541.70
112007.01.05 05:35sell60.011.307510.000000.00000
122007.01.05 05:40sell70.021.308020.000000.00000
132007.01.05 06:09close70.021.307150.000000.00000209.66100751.36
142007.01.05 06:09close60.011.307150.000000.0000043.38100794.74
152007.01.05 06:57sell80.011.306950.000000.00000
162007.01.05 07:26sell90.021.307480.000000.00000
172007.01.05 08:01sell100.041.307780.000000.00000
182007.01.05 09:39sell110.071.309160.000000.00000
192007.01.05 10:50close110.071.308200.000000.00000809.76101604.50
202007.01.05 10:50close100.041.308200.000000.00000-202.44101402.06
212007.01.05 10:50close90.021.308200.000000.00000-173.51101228.55
222007.01.05 10:50close80.011.308200.000000.00000-150.62101077.93
232007.01.05 18:40sell120.011.300250.000000.00000
242007.01.05 21:25sell130.021.300950.000000.00000
252007.01.08 02:07close130.021.300050.000000.00000217.87101295.80
262007.01.08 02:07close120.011.300050.000000.0000024.58101320.38
272007.01.10 05:20sell140.011.296190.000000.00000
282007.01.10 05:59sell150.021.297090.000000.00000
292007.01.10 07:39sell160.041.297520.000000.00000
302007.01.10 09:24sell170.071.298890.000000.00000
312007.01.10 10:47close170.071.297900.000000.00000835.06102155.44
322007.01.10 10:47close160.041.297900.000000.00000-183.16101972.28
332007.01.10 10:47close150.021.297900.000000.00000-195.20101777.08
342007.01.10 10:47close140.011.297900.000000.00000-206.05101571.03
352007.01.10 19:53sell180.011.293910.000000.00000
362007.01.10 23:39sell190.021.294000.000000.00000
372007.01.11 02:06sell200.041.294200.000000.00000
382007.01.11 03:33sell210.071.295500.000000.00000
392007.01.11 09:27close210.071.294640.000000.00000725.40102296.43
402007.01.11 09:27close200.041.294640.000000.00000-212.08102084.35
412007.01.11 09:27close190.021.294640.000000.00000-151.34101933.01
422007.01.11 09:27close180.011.294640.000000.00000-86.52101846.49
432007.01.11 21:00sell220.011.289580.000000.00000
442007.01.12 00:25sell230.021.289540.000000.00000
452007.01.12 01:18close230.021.288850.000000.00000166.29102012.78
462007.01.12 01:18close220.011.288850.000000.0000088.44102101.22
472007.01.12 01:50sell240.011.288990.000000.00000
482007.01.12 01:55sell250.021.289270.000000.00000
492007.01.12 02:22close250.021.288500.000000.00000185.57102286.79
502007.01.12 02:22close240.011.288500.000000.0000059.05102345.84
512007.01.12 02:42sell260.011.288790.000000.00000
522007.01.12 03:52sell270.021.288840.000000.00000
532007.01.12 03:53sell280.041.289340.000000.00000
542007.01.12 08:43sell290.071.290710.000000.00000
552007.01.12 14:11close290.071.289760.000000.00000801.32103147.16
562007.01.12 14:11close280.041.289760.000000.00000-202.44102944.72
572007.01.12 14:11close270.021.289760.000000.00000-221.72102723.00
582007.01.12 14:11close260.011.289760.000000.00000-116.88102606.12
592007.01.23 15:29buy300.011.303010.000000.00000
602007.01.23 16:26buy310.021.301810.000000.00000
612007.01.23 16:54close310.021.302970.000000.00000279.49102885.61
622007.01.23 16:54close300.011.302970.000000.00000-4.82102880.79
632007.02.05 06:20sell320.011.293950.000000.00000
642007.02.05 08:43sell330.021.294040.000000.00000
652007.02.05 09:03sell340.041.294450.000000.00000
662007.02.05 10:01sell350.071.296160.000000.00000
672007.02.05 11:16close350.071.295050.000000.00000936.28103817.07
682007.02.05 11:16close340.041.295050.000000.00000-289.20103527.87
692007.02.05 11:16close330.021.295050.000000.00000-243.41103284.46
702007.02.05 11:16close320.011.295050.000000.00000-132.55103151.91
712007.02.26 05:52buy360.011.319500.000000.00000
722007.02.26 06:03buy370.021.318950.000000.00000
732007.02.26 06:11buy380.041.318370.000000.00000
742007.02.26 09:02buy390.071.317100.000000.00000
752007.02.26 09:07close390.071.318050.000000.00000801.14103953.05
762007.02.26 09:07close380.041.318050.000000.00000-154.20103798.85
772007.02.26 09:07close370.021.318050.000000.00000-216.85103582.00
782007.02.26 09:07close360.011.318050.000000.00000-174.68103407.32
792007.02.27 17:00buy400.011.323840.000000.00000
802007.02.27 17:01buy410.021.322680.000000.00000
812007.02.27 17:42close410.021.323790.000000.00000267.45103674.77
822007.02.27 17:42close400.011.323790.000000.00000-6.02103668.75
832007.02.27 18:05buy420.011.323700.000000.00000
842007.02.27 19:12close420.011.325740.000000.00000245.76103914.51
852007.02.27 19:55buy430.011.324750.000000.00000
862007.02.27 20:56buy440.021.324150.000000.00000
872007.02.27 21:42close440.021.325020.000000.00000209.62104124.13
882007.02.27 21:42close430.011.325020.000000.0000032.53104156.66
892007.03.05 14:36sell450.011.310330.000000.00000
902007.03.05 14:48close450.011.308330.000000.00000240.99104397.65
912007.03.05 20:24sell460.011.309140.000000.00000
922007.03.05 20:52sell470.021.309500.000000.00000
932007.03.05 21:50sell480.041.309920.000000.00000
942007.03.05 23:00close480.041.309400.000000.00000250.64104648.29
952007.03.05 23:00close470.021.309400.000000.0000024.10104672.39
962007.03.05 23:00close460.011.309400.000000.00000-31.33104641.06
972007.03.06 01:28sell490.011.308700.000000.00000
982007.03.06 02:06sell500.021.308920.000000.00000
992007.03.06 02:06sell510.041.309210.000000.00000
1002007.03.06 02:19sell520.071.310790.000000.00000
1012007.03.06 02:55close520.071.309770.000000.00000860.36105501.42
1022007.03.06 02:55close510.041.309770.000000.00000-269.92105231.50
1032007.03.06 02:55close500.021.309770.000000.00000-204.85105026.65
1042007.03.06 02:55close490.011.309770.000000.00000-128.94104897.71
1052007.03.16 04:28buy530.011.329660.000000.00000
1062007.03.16 06:36buy540.021.328940.000000.00000
1072007.03.16 08:28buy550.041.328450.000000.00000
1082007.03.16 08:51close550.041.329080.000000.00000303.59105201.30
1092007.03.16 08:51close540.021.329080.000000.0000033.73105235.03
1102007.03.16 08:51close530.011.329080.000000.00000-69.87105165.16
1112007.03.26 02:20sell560.011.327060.000000.00000
1122007.03.26 06:13sell570.021.326780.000000.00000
1132007.03.26 06:56sell580.041.327210.000000.00000
1142007.03.26 07:48close580.041.326780.000000.00000207.26105372.42
1152007.03.26 07:48close570.021.326780.000000.000000.00105372.42
1162007.03.26 07:48close560.011.326780.000000.0000033.74105406.16
1172007.04.13 11:15buy590.011.352520.000000.00000
1182007.04.13 11:24buy600.021.351950.000000.00000
1192007.04.13 12:18close600.021.352820.000000.00000209.62105615.78
1202007.04.13 12:18close590.011.352820.000000.0000036.14105651.92
1212007.04.13 14:51buy610.011.354260.000000.00000
1222007.04.13 15:06buy620.021.353500.000000.00000
1232007.04.13 15:30buy630.041.352910.000000.00000
1242007.04.13 15:31close630.041.353590.000000.00000327.69105979.61
1252007.04.13 15:31close620.021.353590.000000.0000021.69106001.30
1262007.04.13 15:31close610.011.353590.000000.00000-80.72105920.58
1272007.04.16 02:39buy640.011.357050.000000.00000
1282007.04.16 03:54buy650.021.356150.000000.00000
1292007.04.16 07:17buy660.041.355940.000000.00000
1302007.04.16 08:44buy670.071.354620.000000.00000
1312007.04.16 09:40close670.071.355540.000000.00000775.84106696.42
1322007.04.16 09:40close660.041.355540.000000.00000-192.75106503.67
1332007.04.16 09:40close650.021.355540.000000.00000-146.98106356.69
1342007.04.16 09:40close640.011.355540.000000.00000-181.92106174.77
1352007.05.08 18:25sell680.011.353300.000000.00000
1362007.05.08 20:01sell690.021.354000.000000.00000
1372007.05.08 23:06sell700.041.354440.000000.00000
1382007.05.09 01:49close700.041.353850.000000.00000286.31106461.08
1392007.05.09 01:49close690.021.353850.000000.0000037.12106498.20
1402007.05.09 01:49close680.011.353850.000000.00000-65.79106432.41
1412007.05.10 21:28sell710.011.347940.000000.00000
1422007.05.11 02:03sell720.021.348150.000000.00000
1432007.05.11 02:51close720.021.347400.000000.00000180.74106613.15
1442007.05.11 02:51close710.011.347400.000000.0000065.55106678.71
1452007.05.11 03:29sell730.011.347520.000000.00000
1462007.05.11 04:52sell740.021.347490.000000.00000
1472007.05.11 05:18sell750.041.347900.000000.00000
1482007.05.11 10:24close750.041.347440.000000.00000221.72106900.43
1492007.05.11 10:24close740.021.347440.000000.0000012.05106912.48
1502007.05.11 10:24close730.011.347440.000000.000009.64106922.12
1512007.05.16 22:35sell760.011.351800.000000.00000
1522007.05.17 00:15sell770.021.352050.000000.00000
1532007.05.17 02:54sell780.041.352480.000000.00000
1542007.05.17 03:05close780.041.351950.000000.00000255.46107177.58
1552007.05.17 03:05close770.021.351950.000000.0000024.10107201.68
1562007.05.17 03:05close760.011.351950.000000.00000-16.62107185.06
1572007.05.21 16:29sell790.011.344500.000000.00000
1582007.05.21 17:53sell800.021.345330.000000.00000
1592007.05.21 19:06sell810.041.346120.000000.00000
1602007.05.22 04:49close810.041.345350.000000.00000373.07107558.13
1612007.05.22 04:49close800.021.345350.000000.00000-3.85107554.28
1622007.05.22 04:49close790.011.345350.000000.00000-101.94107452.34
1632007.06.07 21:31sell820.011.342950.000000.00000
1642007.06.07 23:48sell830.021.343370.000000.00000
1652007.06.08 00:43close830.021.342560.000000.00000196.18107648.51
1662007.06.08 00:43close820.011.342560.000000.0000047.47107695.99
1672007.06.08 01:28sell840.011.342680.000000.00000
1682007.06.08 02:50sell850.021.342800.000000.00000
1692007.06.08 04:49close850.021.342090.000000.00000171.10107867.09
1702007.06.08 04:49close840.011.342090.000000.0000071.10107938.19
1712007.06.08 14:36sell860.011.334380.000000.00000
1722007.06.08 15:23sell870.021.336150.000000.00000
1732007.06.08 15:44close870.021.334890.000000.00000303.66108241.85
1742007.06.08 15:44close860.011.334890.000000.00000-61.45108180.40
1752007.06.11 04:15sell880.011.335080.000000.00000
1762007.06.11 04:58sell890.021.335390.000000.00000
1772007.06.11 05:18sell900.041.335550.000000.00000
1782007.06.11 05:40close900.041.335150.000000.00000192.80108373.20
1792007.06.11 05:40close890.021.335150.000000.0000057.84108431.04
1802007.06.11 05:40close880.011.335150.000000.00000-8.44108422.60
1812007.06.13 13:49sell910.011.327100.000000.00000
1822007.06.13 14:23sell920.021.327840.000000.00000
1832007.06.13 14:25sell930.041.328440.000000.00000
1842007.06.13 14:40close930.041.327770.000000.00000322.94108745.54
1852007.06.13 14:40close920.021.327770.000000.0000016.87108762.41
1862007.06.13 14:40close910.011.327770.000000.00000-80.74108681.67
1872007.06.18 15:02buy940.011.341180.000000.00000
1882007.06.18 15:06buy950.021.340630.000000.00000
1892007.06.18 16:46buy960.041.340480.000000.00000
1902007.06.18 19:44close960.041.340920.000000.00000212.03108893.70
1912007.06.18 19:44close950.021.340920.000000.0000069.88108963.58
1922007.06.18 19:44close940.011.340920.000000.00000-31.33108932.25
1932007.06.29 16:55buy970.011.351420.000000.00000
1942007.06.29 17:59buy980.021.350450.000000.00000
1952007.06.29 18:05close980.021.351440.000000.00000238.54109170.79
1962007.06.29 18:05close970.011.351440.000000.000002.41109173.20
1972007.07.02 20:05buy990.011.363150.000000.00000
1982007.07.02 21:04buy1000.021.362130.000000.00000
1992007.07.03 00:56close1000.021.363150.000000.00000238.75109411.95
2002007.07.03 00:56close990.011.363150.000000.00000-3.50109408.45
2012007.07.11 01:32buy1010.011.375730.000000.00000
2022007.07.11 02:57buy1020.021.374790.000000.00000
2032007.07.11 03:18buy1030.041.373750.000000.00000
2042007.07.11 04:12close1030.041.374620.000000.00000419.24109827.69
2052007.07.11 04:12close1020.021.374620.000000.00000-40.96109786.73
2062007.07.11 04:12close1010.011.374620.000000.00000-133.72109653.01
2072007.07.11 16:26buy1040.011.376300.000000.00000
2082007.07.11 16:32buy1050.021.375750.000000.00000
2092007.07.11 16:34close1050.021.376640.000000.00000214.44109867.45
2102007.07.11 16:34close1040.011.376640.000000.0000040.96109908.41
2112007.07.11 16:53buy1060.011.376530.000000.00000
2122007.07.11 18:04buy1070.021.376480.000000.00000
2132007.07.11 18:11buy1080.041.375990.000000.00000
2142007.07.11 19:17close1080.041.376520.000000.00000255.40110163.81
2152007.07.11 19:17close1070.021.376520.000000.000009.63110173.44
2162007.07.11 19:17close1060.011.376520.000000.00000-1.20110172.24
2172007.07.25 14:04sell1090.011.373800.000000.00000
2182007.07.25 17:08close1090.011.371800.000000.00000241.00110413.24
2192007.07.26 04:30sell1100.011.371400.000000.00000
2202007.07.26 07:43sell1110.021.371020.000000.00000
2212007.07.26 07:53sell1120.041.371260.000000.00000
2222007.07.26 09:06close1120.041.370920.000000.00000163.87110577.11
2232007.07.26 09:06close1110.021.370920.000000.0000024.10110601.21
2242007.07.26 09:06close1100.011.370920.000000.0000057.84110659.05
2252007.08.03 22:40buy1130.011.380250.000000.00000
2262007.08.03 22:53buy1140.021.378700.000000.00000
2272007.08.06 00:01close1140.021.380180.000000.00000349.59111008.64
2282007.08.06 00:01close1130.011.380180.000000.00000-11.94110996.70
2292007.08.06 02:35buy1150.011.382250.000000.00000
2302007.08.06 03:05buy1160.021.381250.000000.00000
2312007.08.06 08:34buy1170.041.381170.000000.00000
2322007.08.06 09:05close1170.041.381640.000000.00000226.49111223.19
2332007.08.06 09:05close1160.021.381640.000000.0000093.97111317.16
2342007.08.06 09:05close1150.011.381640.000000.00000-73.49111243.67
2352007.08.13 18:26sell1180.011.362880.000000.00000
2362007.08.13 23:04close1180.011.360850.000000.00000244.62111488.29
2372007.08.13 23:20sell1190.011.361200.000000.00000
2382007.08.14 01:15sell1200.021.361280.000000.00000
2392007.08.14 02:28close1200.021.360550.000000.00000175.93111664.22
2402007.08.14 02:28close1190.011.360550.000000.0000078.81111743.03
2412007.08.14 02:31sell1210.011.360700.000000.00000
2422007.08.14 02:47sell1220.021.361000.000000.00000
2432007.08.14 03:44sell1230.041.361300.000000.00000
2442007.08.14 09:18sell1240.071.362380.000000.00000
2452007.08.14 09:47close1240.071.361600.000000.00000657.92112400.95
2462007.08.14 09:47close1230.041.361600.000000.00000-144.60112256.35
2472007.08.14 09:47close1220.021.361600.000000.00000-144.60112111.75
2482007.08.14 09:47close1210.011.361600.000000.00000-108.45112003.30
2492007.08.14 11:36sell1250.011.358400.000000.00000
2502007.08.14 13:02sell1260.021.358900.000000.00000
2512007.08.14 13:24close1260.021.358060.000000.00000202.44112205.74
2522007.08.14 13:24close1250.011.358060.000000.0000040.97112246.71
2532007.08.14 16:08sell1270.011.357970.000000.00000
2542007.08.14 16:29sell1280.021.358240.000000.00000
2552007.08.14 16:41sell1290.041.358650.000000.00000
2562007.08.14 16:54close1290.041.358150.000000.00000241.00112487.71
2572007.08.14 16:54close1280.021.358150.000000.0000021.69112509.40
2582007.08.14 16:54close1270.011.358150.000000.00000-21.69112487.71
2592007.08.14 17:18sell1300.011.357880.000000.00000
2602007.08.14 17:19sell1310.021.358120.000000.00000
2612007.08.14 17:52close1310.021.357370.000000.00000180.74112668.45
2622007.08.14 17:52close1300.011.357370.000000.0000061.45112729.90
2632007.08.14 18:11sell1320.011.357490.000000.00000
2642007.08.14 18:20sell1330.021.357850.000000.00000
2652007.08.14 18:44sell1340.041.358210.000000.00000
2662007.08.14 19:02close1340.041.357630.000000.00000279.56113009.46
2672007.08.14 19:02close1330.021.357630.000000.0000053.02113062.48
2682007.08.14 19:02close1320.011.357630.000000.00000-16.87113045.61
2692007.08.14 19:37sell1350.011.357310.000000.00000
2702007.08.14 20:00sell1360.021.357570.000000.00000
2712007.08.14 20:41close1360.021.356750.000000.00000197.61113243.22
2722007.08.14 20:41close1350.011.356750.000000.0000067.48113310.70
2732007.08.16 02:00sell1370.011.342600.000000.00000
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2752007.08.16 06:36sell1380.011.340270.000000.00000
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17652008.07.24 17:38close8810.021.567910.000000.00000-173.51198010.37
17662008.07.24 17:38close8800.011.567910.000000.00000-139.78197870.59
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17772008.07.25 04:15close8870.021.566480.000000.00000-187.01198593.85
17782008.07.25 04:15close8860.011.566480.000000.00000-174.24198419.62
17792008.07.29 21:11sell8900.011.557080.000000.00000
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17822008.07.30 03:58close8900.011.557720.000000.00000-76.64198664.48
17832008.08.05 12:39sell8920.011.550000.000000.00000
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18412008.08.15 03:03sell9210.011.478010.000000.00000
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19032008.08.22 08:56close9510.021.489100.000000.0000019.28206052.11
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19172008.08.26 19:19close9570.021.464060.000000.00000-802.52207348.71
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19212008.08.29 20:39sell9610.011.466020.000000.00000
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19292008.09.01 00:38close9620.021.470330.000000.00000-709.97207934.05
19302008.09.01 00:38close9610.011.470330.000000.00000-518.87207415.18
19312008.09.01 05:57sell9660.011.463680.000000.00000
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19512008.09.02 08:36close9750.021.457690.000000.0000012.05208667.16
19522008.09.02 08:36close9740.011.457690.000000.00000-4.82208662.34
19532008.09.02 13:09sell9770.011.449160.000000.00000
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19622008.09.02 17:56close9810.041.451970.000000.00000-607.31210111.95
19632008.09.02 17:56close9800.021.451970.000000.00000-559.12209552.83
19642008.09.02 17:56close9790.011.451970.000000.00000-383.18209169.65
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19692008.09.03 05:10close9840.021.450350.000000.0000036.15209432.34
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19852008.09.03 16:05close9910.021.444020.000000.00000-537.42210886.78
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20032008.09.05 15:32close10000.021.426680.000000.00000-568.76212201.90
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20082008.09.08 16:14close10030.011.422340.000000.00000-92.79211934.38
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20132008.09.08 21:35sell10070.011.409400.000000.00000
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