Strategy Tester Report
HysteresisFX_EURUSD1MIN_01_10000
OANDA-Japan Live (Build 1065)
| 通貨ペア | EURUSD-a01 (Euro vs US Dollar) | ||||
| 期間 | 1分足(M1) 2017.02.27 00:04 - 2017.03.11 08:25 (2017.02.26 - 2017.03.12) | ||||
| 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 | Lots=0.1; Slippage=3; SpreadMax=1.6; StopLoss=30; TakeProfit=50; TrailingStop=30; NextTrailingStop=8; ZeroStopMargin=3; ZSMStart=6; MOExit=5; MOExitStart=90; CountDownMode=false; POP_UP_Box_Alert=true; Sound_Alert=true; OneEA_Only=true; StartTime="1:00"; EndTime="23:00"; | ||||
| テストバー数 | 15180 | モデルティック数 | 508670 | モデリング品質 | 25.00% |
| 不整合チャートエラー | 0 | ||||
| 初期証拠金 | 1000.00 | スプレッド | 5 | ||
| 純益 | 16.70 | 総利益 | 45.10 | 総損失 | -28.40 |
| プロフィットファクタ | 1.59 | 期待利得 | 1.67 | ||
| 絶対ドローダウン | 10.90 | 最大ドローダウン | 30.40 (2.90%) | 相対ドローダウン | 2.90% (30.40) |
| 総取引数 | 10 | 売りポジション(勝率%） | 6 (83.33%) | 買いポジション(勝率%） | 4 (100.00%) |
| 勝率(%) | 9 (90.00%) | 負率 (%) | 1 (10.00%) | ||
| 最大 | 勝トレード | 14.70 | 敗トレード | -28.40 | |
| 平均 | 勝トレード | 5.01 | 敗トレード | -28.40 | |
| 最大 | 連勝(金額) | 9 (45.10) | 連敗(金額) | 1 (-28.40) | |
| 最大 | 連勝(トレード数) | 45.10 (9) | 連敗(トレード数) | -28.40 (1) | |
| 平均 | 連勝 | 9 | 連敗 | 1 | |
| # | 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 |
| 1 | 2017.02.27 07:09 | buy | 1 | 0.10 | 1.05678 | 1.05378 | 1.06178 | ||
| 2 | 2017.02.27 07:18 | modify | 1 | 0.10 | 1.05678 | 1.05381 | 1.06178 | ||
| 3 | 2017.02.27 07:26 | modify | 1 | 0.10 | 1.05678 | 1.05382 | 1.06178 | ||
| 4 | 2017.02.27 07:28 | modify | 1 | 0.10 | 1.05678 | 1.05383 | 1.06178 | ||
| 5 | 2017.02.27 07:45 | modify | 1 | 0.10 | 1.05678 | 1.05385 | 1.06178 | ||
| 6 | 2017.02.27 07:47 | modify | 1 | 0.10 | 1.05678 | 1.05389 | 1.06178 | ||
| 7 | 2017.02.27 08:41 | modify | 1 | 0.10 | 1.05678 | 1.05394 | 1.06178 | ||
| 8 | 2017.02.27 08:45 | modify | 1 | 0.10 | 1.05678 | 1.05396 | 1.06178 | ||
| 9 | 2017.02.27 09:35 | modify | 1 | 0.10 | 1.05678 | 1.05678 | 1.06178 | ||
| 10 | 2017.02.27 09:36 | close | 1 | 0.10 | 1.05739 | 1.05678 | 1.06178 | 6.10 | 1006.10 |
| 11 | 2017.02.28 14:19 | sell | 2 | 0.10 | 1.06019 | 1.06319 | 1.05519 | ||
| 12 | 2017.02.28 14:20 | modify | 2 | 0.10 | 1.06019 | 1.06309 | 1.05519 | ||
| 13 | 2017.02.28 14:24 | modify | 2 | 0.10 | 1.06019 | 1.06293 | 1.05519 | ||
| 14 | 2017.02.28 14:25 | modify | 2 | 0.10 | 1.06019 | 1.06019 | 1.05519 | ||
| 15 | 2017.02.28 14:26 | close | 2 | 0.10 | 1.05979 | 1.06019 | 1.05519 | 4.00 | 1010.10 |
| 16 | 2017.03.01 13:59 | buy | 3 | 0.10 | 1.05349 | 1.05049 | 1.05849 | ||
| 17 | 2017.03.01 14:00 | modify | 3 | 0.10 | 1.05349 | 1.05053 | 1.05849 | ||
| 18 | 2017.03.01 16:39 | modify | 3 | 0.10 | 1.05349 | 1.05063 | 1.05849 | ||
| 19 | 2017.03.01 16:40 | modify | 3 | 0.10 | 1.05349 | 1.05069 | 1.05849 | ||
| 20 | 2017.03.01 17:04 | modify | 3 | 0.10 | 1.05349 | 1.05349 | 1.05849 | ||
| 21 | 2017.03.01 17:05 | close | 3 | 0.10 | 1.05400 | 1.05349 | 1.05849 | 5.10 | 1015.20 |
| 22 | 2017.03.03 08:09 | sell | 4 | 0.10 | 1.05193 | 1.05493 | 1.04693 | ||
| 23 | 2017.03.03 08:12 | modify | 4 | 0.10 | 1.05193 | 1.05491 | 1.04693 | ||
| 24 | 2017.03.03 08:21 | modify | 4 | 0.10 | 1.05193 | 1.05489 | 1.04693 | ||
| 25 | 2017.03.03 08:26 | modify | 4 | 0.10 | 1.05193 | 1.05487 | 1.04693 | ||
| 26 | 2017.03.03 08:27 | modify | 4 | 0.10 | 1.05193 | 1.05482 | 1.04693 | ||
| 27 | 2017.03.03 08:28 | modify | 4 | 0.10 | 1.05193 | 1.05475 | 1.04693 | ||
| 28 | 2017.03.03 08:34 | modify | 4 | 0.10 | 1.05193 | 1.05474 | 1.04693 | ||
| 29 | 2017.03.03 08:35 | modify | 4 | 0.10 | 1.05193 | 1.05471 | 1.04693 | ||
| 30 | 2017.03.03 08:36 | modify | 4 | 0.10 | 1.05193 | 1.05464 | 1.04693 | ||
| 31 | 2017.03.03 10:02 | close | 4 | 0.10 | 1.05147 | 1.05464 | 1.04693 | 4.60 | 1019.80 |
| 32 | 2017.03.03 16:20 | sell | 5 | 0.10 | 1.05674 | 1.05974 | 1.05174 | ||
| 33 | 2017.03.03 16:22 | modify | 5 | 0.10 | 1.05674 | 1.05946 | 1.05174 | ||
| 34 | 2017.03.03 16:29 | modify | 5 | 0.10 | 1.05674 | 1.05674 | 1.05174 | ||
| 35 | 2017.03.03 16:30 | close | 5 | 0.10 | 1.05626 | 1.05674 | 1.05174 | 4.80 | 1024.60 |
| 36 | 2017.03.08 13:27 | buy | 6 | 0.10 | 1.05587 | 1.05287 | 1.06087 | ||
| 37 | 2017.03.08 13:40 | modify | 6 | 0.10 | 1.05587 | 1.05304 | 1.06087 | ||
| 38 | 2017.03.08 13:41 | modify | 6 | 0.10 | 1.05587 | 1.05311 | 1.06087 | ||
| 39 | 2017.03.08 16:26 | modify | 6 | 0.10 | 1.05587 | 1.05312 | 1.06087 | ||
| 40 | 2017.03.08 16:53 | close | 6 | 0.10 | 1.05617 | 1.05312 | 1.06087 | 3.00 | 1027.60 |
| 41 | 2017.03.09 12:44 | buy | 7 | 0.10 | 1.05617 | 1.05317 | 1.06117 | ||
| 42 | 2017.03.09 13:22 | modify | 7 | 0.10 | 1.05617 | 1.05326 | 1.06117 | ||
| 43 | 2017.03.09 13:53 | modify | 7 | 0.10 | 1.05617 | 1.05333 | 1.06117 | ||
| 44 | 2017.03.09 13:54 | modify | 7 | 0.10 | 1.05617 | 1.05342 | 1.06117 | ||
| 45 | 2017.03.09 14:05 | modify | 7 | 0.10 | 1.05617 | 1.05617 | 1.06117 | ||
| 46 | 2017.03.09 14:10 | s/l | 7 | 0.10 | 1.05617 | 1.05617 | 1.06117 | 0.00 | 1027.60 |
| 47 | 2017.03.09 16:59 | sell | 8 | 0.10 | 1.05956 | 1.06256 | 1.05456 | ||
| 48 | 2017.03.09 17:00 | modify | 8 | 0.10 | 1.05956 | 1.06235 | 1.05456 | ||
| 49 | 2017.03.09 17:02 | modify | 8 | 0.10 | 1.05956 | 1.06228 | 1.05456 | ||
| 50 | 2017.03.09 17:05 | modify | 8 | 0.10 | 1.05956 | 1.05956 | 1.05456 | ||
| 51 | 2017.03.09 17:10 | modify | 8 | 0.10 | 1.05956 | 1.05947 | 1.05456 | ||
| 52 | 2017.03.09 17:11 | modify | 8 | 0.10 | 1.05956 | 1.05935 | 1.05456 | ||
| 53 | 2017.03.09 17:13 | close | 8 | 0.10 | 1.05809 | 1.05935 | 1.05456 | 14.70 | 1042.30 |
| 54 | 2017.03.09 21:28 | sell | 9 | 0.10 | 1.05883 | 1.06183 | 1.05383 | ||
| 55 | 2017.03.09 21:30 | modify | 9 | 0.10 | 1.05883 | 1.06179 | 1.05383 | ||
| 56 | 2017.03.09 21:33 | modify | 9 | 0.10 | 1.05883 | 1.06176 | 1.05383 | ||
| 57 | 2017.03.09 21:34 | modify | 9 | 0.10 | 1.05883 | 1.06173 | 1.05383 | ||
| 58 | 2017.03.09 21:40 | modify | 9 | 0.10 | 1.05883 | 1.06170 | 1.05383 | ||
| 59 | 2017.03.09 21:42 | modify | 9 | 0.10 | 1.05883 | 1.06166 | 1.05383 | ||
| 60 | 2017.03.09 21:47 | modify | 9 | 0.10 | 1.05883 | 1.06158 | 1.05383 | ||
| 61 | 2017.03.09 21:48 | close | 9 | 0.10 | 1.05855 | 1.06158 | 1.05383 | 2.80 | 1045.10 |
| 62 | 2017.03.10 18:30 | sell | 10 | 0.10 | 1.06645 | 1.06945 | 1.06145 | ||
| 63 | 2017.03.10 18:35 | modify | 10 | 0.10 | 1.06645 | 1.06939 | 1.06145 | ||
| 64 | 2017.03.10 18:37 | modify | 10 | 0.10 | 1.06645 | 1.06929 | 1.06145 | ||
| 65 | 2017.03.10 21:59 | s/l | 10 | 0.10 | 1.06929 | 1.06929 | 1.06145 | -28.40 | 1016.70 |