Strategy Tester Report
KAKO10_iIchimoku_AUDJPY
FXCM-JPYDemo01 (Build 840)

通貨ペアAUDJPY (Australian Dollar vs Japanese Yen)
期間30分足(M30) 2013.07.16 00:00 - 2015.07.15 23:59 (2013.07.16 - 2015.07.16)
モデル始値のみ (バーの始めにしか動かないEA向け)
パラメーターMagicNo=15031303; Lots=0.1; StopLoss=210; TakeProfit=420; Slippage=10; TradeComment="KAKO10_iIchimoku"; TradeEMail=false; TradeErrorEMail=false;
テストバー数25850モデルティック数50698モデリング品質n/a
不整合チャートエラー0
初期証拠金1000000.00スプレッド20
総損益256000.00総利益738290.00総損失-482290.00
プロフィットファクター1.53期待利得1620.25
絶対ドローダウン350.00最大ドローダウン88570.00 (7.23%)相対ドローダウン7.23% (88570.00)
総取引数158ショートポジション(勝率%)80 (45.00%)ロングポジション(勝率%)78 (41.03%)
勝率(%)68 (43.04%)負率 (%)90 (56.96%)
最大勝トレード42000.00負トレード-21000.00
平均勝トレード10857.21負トレード-5358.78
最大連勝(金額)5 (49840.00)連敗(金額)6 (-23170.00)
最大化連勝(トレード数)49840.00 (5)連敗(トレード数)-42440.00 (4)
平均連勝2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
12013.07.24 23:30sell10.1091.91394.01387.713
22013.08.01 01:00t/p10.1087.71394.01387.71342000.001042000.00
32013.08.01 12:30buy20.1088.62786.52792.827
42013.08.02 21:00close20.1088.20486.52792.827-4230.001037770.00
52013.08.02 21:00sell30.1088.20490.30484.004
62013.08.06 13:00close30.1088.19190.30484.004130.001037900.00
72013.08.06 13:00buy40.1088.19186.09192.391
82013.08.07 05:00close40.1087.19986.09192.391-9920.001027980.00
92013.08.07 05:00sell50.1087.19989.29982.999
102013.08.08 09:00close50.1087.38789.29982.999-1880.001026100.00
112013.08.08 09:00buy60.1087.38785.28791.587
122013.08.15 23:00close60.1088.85485.28791.58714670.001040770.00
132013.08.15 23:00sell70.1088.85490.95484.654
142013.08.16 18:00close70.1089.78490.95484.654-9300.001031470.00
152013.08.16 18:00buy80.1089.78487.68493.984
162013.08.19 23:30close80.1088.92987.68493.984-8550.001022920.00
172013.08.19 23:30sell90.1088.92991.02984.729
182013.08.22 10:30close90.1088.45291.02984.7294770.001027690.00
192013.08.22 10:30buy100.1088.45286.35292.652
202013.08.27 08:00close100.1088.19586.35292.652-2570.001025120.00
212013.08.27 08:00sell110.1088.19590.29583.995
222013.08.28 22:30close110.1087.43990.29583.9957560.001032680.00
232013.08.28 22:30buy120.1087.43985.33991.639
242013.09.06 16:00t/p120.1091.63985.33991.63942000.001074680.00
252013.09.12 10:00sell130.1091.83293.93287.632
262013.09.16 16:00close130.1092.62893.93287.632-7960.001066720.00
272013.09.16 16:00buy140.1092.62890.52896.828
282013.09.20 15:00close140.1093.71490.52896.82810860.001077580.00
292013.09.20 15:00sell150.1093.71495.81489.514
302013.09.26 13:30close150.1092.55595.81489.51411590.001089170.00
312013.09.26 13:30buy160.1092.55590.45596.755
322013.09.27 09:30close160.1092.34790.45596.755-2080.001087090.00
332013.09.27 10:00sell170.1092.36594.46588.165
342013.09.30 22:30close170.1091.65094.46588.1657150.001094240.00
352013.09.30 22:30buy180.1091.65089.55095.850
362013.10.02 10:00close180.1091.25189.55095.850-3990.001090250.00
372013.10.02 10:00sell190.1091.25193.35187.051
382013.10.03 09:30close190.1091.75493.35187.051-5030.001085220.00
392013.10.03 09:30buy200.1091.75489.65495.954
402013.10.07 14:30close200.1091.25489.65495.954-5000.001080220.00
412013.10.07 14:30sell210.1091.25493.35487.054
422013.10.08 14:00close210.1092.02393.35487.054-7690.001072530.00
432013.10.08 17:30buy220.1091.86389.76396.063
442013.10.23 12:00close220.1093.59789.76396.06317340.001089870.00
452013.10.23 12:00sell230.1093.59795.69789.397
462013.10.28 07:30close230.1093.76795.69789.397-1700.001088170.00
472013.10.28 07:30buy240.1093.76791.66797.967
482013.10.29 08:30close240.1092.80291.66797.967-9650.001078520.00
492013.10.29 08:30sell250.1092.80294.90288.602
502013.11.04 05:30close250.1093.65894.90288.602-8560.001069960.00
512013.11.04 05:30buy260.1093.65891.55897.858
522013.11.07 08:00close260.1093.49991.55897.858-1590.001068370.00
532013.11.07 08:00sell270.1093.49995.59989.299
542013.11.14 07:00close270.1093.16195.59989.2993380.001071750.00
552013.11.14 07:30buy280.1093.24991.14997.449
562013.11.20 16:30close280.1093.75491.14997.4495050.001076800.00
572013.11.20 18:00sell290.1093.90196.00189.701
582013.11.28 08:00close290.1093.22996.00189.7016720.001083520.00
592013.11.28 08:00buy300.1093.22991.12997.429
602013.12.04 11:30close300.1092.49991.12997.429-7300.001076220.00
612013.12.04 12:30sell310.1092.49994.59988.299
622013.12.06 13:30close310.1092.59494.59988.299-950.001075270.00
632013.12.06 21:00buy320.1093.61891.51897.818
642013.12.11 14:30close320.1093.44991.51897.818-1690.001073580.00
652013.12.11 14:30sell330.1093.44995.54989.249
662013.12.19 02:30close330.1092.15495.54989.24912950.001086530.00
672013.12.19 02:30buy340.1092.15490.05496.354
682014.01.02 18:00close340.1093.78290.05496.35416280.001102810.00
692014.01.02 18:00sell350.1093.78295.88289.582
702014.01.03 14:00close350.1093.80295.88289.582-200.001102610.00
712014.01.03 14:00buy360.1093.80291.70298.002
722014.01.06 10:00close360.1093.50691.70298.002-2960.001099650.00
732014.01.07 14:00sell370.1093.16995.26988.969
742014.01.08 09:00close370.1093.66795.26988.969-4980.001094670.00
752014.01.08 09:30buy380.1093.74791.64797.947
762014.01.09 09:30close380.1093.13591.64797.947-6120.001088550.00
772014.01.09 09:30sell390.1093.13595.23588.935
782014.01.20 16:00close390.1091.62395.23588.93515120.001103670.00
792014.01.20 16:00buy400.1091.62389.52395.823
802014.01.23 09:00close400.1091.88489.52395.8232610.001106280.00
812014.01.23 09:00sell410.1091.88493.98487.684
822014.01.27 10:00close410.1089.64893.98487.68422360.001128640.00
832014.01.27 10:30buy420.1089.28287.18293.482
842014.01.29 16:00close420.1089.35087.18293.482680.001129320.00
852014.01.29 16:30sell430.1089.32391.42385.123
862014.01.30 18:00close430.1089.99491.42385.123-6710.001122610.00
872014.01.30 18:30buy440.1090.08487.98494.284
882014.01.31 15:00close440.1089.05787.98494.284-10270.001112340.00
892014.01.31 15:00sell450.1089.05791.15784.857
902014.02.03 16:00close450.1089.64891.15784.857-5910.001106430.00
912014.02.03 23:00sell460.1088.37190.47184.171
922014.02.04 12:00close460.1090.32690.47184.171-19550.001086880.00
932014.02.04 12:00buy470.1090.32688.22694.526
942014.02.05 13:00close470.1090.39588.22694.526690.001087570.00
952014.02.05 13:00sell480.1090.39592.49586.195
962014.02.06 04:30close480.1090.95792.49586.195-5620.001081950.00
972014.02.06 05:30buy490.1090.95788.85795.157
982014.02.13 07:30close490.1091.22588.85795.1572680.001084630.00
992014.02.13 07:30sell500.1091.22593.32587.025
1002014.02.14 01:30close500.1091.87093.32587.025-6450.001078180.00
1012014.02.14 01:30buy510.1091.87089.77096.070
1022014.02.19 05:00close510.1092.08489.77096.0702140.001080320.00
1032014.02.19 05:00sell520.1092.08494.18487.884
1042014.02.21 01:00close520.1092.21894.18487.884-1340.001078980.00
1052014.02.21 01:00buy530.1092.21890.11896.418
1062014.02.26 01:00close530.1092.12490.11896.418-940.001078040.00
1072014.02.26 01:00sell540.1092.12494.22487.924
1082014.03.04 12:00close540.1091.10294.22487.92410220.001088260.00
1092014.03.04 12:00buy550.1091.10289.00295.302
1102014.03.10 03:00close550.1093.43389.00295.30223310.001111570.00
1112014.03.10 03:00sell560.1093.43395.53389.233
1122014.03.13 05:30close560.1093.16895.53389.2332650.001114220.00
1132014.03.13 05:30buy570.1093.16891.06897.368
1142014.03.13 23:30close570.1091.77791.06897.368-13910.001100310.00
1152014.03.13 23:30sell580.1091.77793.87787.577
1162014.03.17 11:30close580.1092.23893.87787.577-4610.001095700.00
1172014.03.17 12:00buy590.1092.33090.23096.530
1182014.03.18 15:30close590.1092.41990.23096.530890.001096590.00
1192014.03.18 16:30sell600.1092.40394.50388.203
1202014.03.21 12:00close600.1092.78594.50388.203-3820.001092770.00
1212014.03.21 12:00buy610.1092.78590.68596.985
1222014.03.27 06:00close610.1094.08390.68596.98512980.001105750.00
1232014.03.27 22:00buy620.1094.60392.50398.803
1242014.04.07 10:30close620.1095.83092.50398.80312270.001118020.00
1252014.04.07 11:00sell630.1095.76597.86591.565
1262014.04.14 19:00close630.1095.81197.86591.565-460.001117560.00
1272014.04.14 20:00buy640.1095.87093.770100.070
1282014.04.15 21:00close640.1095.13693.770100.070-7340.001110220.00
1292014.04.15 21:00sell650.1095.13697.23690.936
1302014.04.16 10:30close650.1095.69697.23690.936-5600.001104620.00
1312014.04.16 10:30buy660.1095.69693.59699.896
1322014.04.23 10:00close660.1095.18093.59699.896-5160.001099460.00
1332014.04.23 10:00sell670.1095.18097.28090.980
1342014.05.08 12:00close670.1095.58497.28090.980-4040.001095420.00
1352014.05.08 14:30buy680.1095.51793.41799.717
1362014.05.15 05:30close680.1095.46093.41799.717-570.001094850.00
1372014.05.15 05:30sell690.1095.46097.56091.260
1382014.05.22 03:00close690.1093.68797.56091.26017730.001112580.00
1392014.05.22 03:00buy700.1093.68791.58797.887
1402014.06.25 05:00close700.1095.43891.58797.88717510.001130090.00
1412014.06.25 05:30sell710.1095.37197.47191.171
1422014.07.01 13:00close710.1095.94697.47191.171-5750.001124340.00
1432014.07.01 13:00buy720.1095.94693.846100.146
1442014.07.03 12:00close720.1095.58693.846100.146-3600.001120740.00
1452014.07.03 12:30sell730.1095.60897.70891.408
1462014.07.18 16:30close730.1095.04797.70891.4085610.001126350.00
1472014.07.18 16:30buy740.1095.04792.94799.247
1482014.08.07 10:30close740.1094.74092.94799.247-3070.001123280.00
1492014.08.07 10:30sell750.1094.74096.84090.540
1502014.08.11 01:30close750.1094.76396.84090.540-230.001123050.00
1512014.08.11 02:00buy760.1094.74292.64298.942
1522014.09.10 01:00close760.1097.76592.64298.94230230.001153280.00
1532014.09.10 01:00sell770.1097.76599.86593.565
1542014.09.11 09:30close770.1098.06299.86593.565-2970.001150310.00
1552014.09.11 09:30buy780.1098.06295.962102.262
1562014.09.11 19:00close780.1097.39995.962102.262-6630.001143680.00
1572014.09.11 19:00sell790.1097.39999.49993.199
1582014.09.17 00:00close790.1097.44199.49993.199-420.001143260.00
1592014.09.17 00:00buy800.1097.44195.341101.641
1602014.09.22 07:30close800.1097.18195.341101.641-2600.001140660.00
1612014.09.22 07:30sell810.1097.18199.28192.981
1622014.09.25 01:30close810.1096.86599.28192.9813160.001143820.00
1632014.09.25 01:30buy820.1096.86594.765101.065
1642014.09.25 12:30close820.1096.30294.765101.065-5630.001138190.00
1652014.09.25 12:30sell830.1096.30298.40292.102
1662014.09.30 23:00close830.1096.03898.40292.1022640.001140830.00
1672014.09.30 23:00buy840.1096.03893.938100.238
1682014.10.01 10:30close840.1095.52293.938100.238-5160.001135670.00
1692014.10.01 10:30sell850.1095.52297.62291.322
1702014.10.02 10:30close850.1095.63097.62291.322-1080.001134590.00
1712014.10.02 11:30buy860.1095.31493.21499.514
1722014.10.09 23:00close860.1094.70693.21499.514-6080.001128510.00
1732014.10.09 23:00sell870.1094.70696.80690.506
1742014.10.13 19:00close870.1094.08596.80690.5066210.001134720.00
1752014.10.13 19:00buy880.1094.08591.98598.285
1762014.10.14 15:30close880.1093.68291.98598.285-4030.001130690.00
1772014.10.14 15:30sell890.1093.68295.78289.482
1782014.10.17 06:30close890.1093.04895.78289.4826340.001137030.00
1792014.10.17 06:30buy900.1093.04890.94897.248
1802014.10.31 08:30t/p900.1097.24890.94897.24842000.001179030.00
1812014.11.05 17:30sell910.1098.310100.41094.110
1822014.11.07 15:00close910.1099.110100.41094.110-8000.001171030.00
1832014.11.07 15:00buy920.1099.11097.010103.310
1842014.11.17 17:00close920.10101.36597.010103.31022550.001193580.00
1852014.11.17 17:00sell930.10101.365103.46597.165
1862014.11.21 18:00close930.10102.096103.46597.165-7310.001186270.00
1872014.11.21 18:00buy940.10102.09699.996106.296
1882014.11.25 08:00close940.10101.40699.996106.296-6900.001179370.00
1892014.11.25 08:00sell950.10101.406103.50697.206
1902014.11.27 08:30close950.10100.745103.50697.2066610.001185980.00
1912014.11.27 08:30buy960.10100.74598.645104.945
1922014.12.01 06:30close960.10100.46298.645104.945-2830.001183150.00
1932014.12.01 06:30sell970.10100.462102.56296.262
1942014.12.04 05:30close970.10100.526102.56296.262-640.001182510.00
1952014.12.08 11:30sell980.10100.397102.49796.197
1962014.12.10 16:00close980.1099.088102.49796.19713090.001195600.00
1972014.12.10 16:00buy990.1099.08896.988103.288
1982014.12.10 22:00close990.1097.94796.988103.288-11410.001184190.00
1992014.12.10 22:00sell1000.1097.947100.04793.747
2002014.12.11 21:00close1000.1098.699100.04793.747-7520.001176670.00
2012014.12.11 21:00buy1010.1098.69996.599102.899
2022014.12.12 16:30close1010.1097.91596.599102.899-7840.001168830.00
2032014.12.12 16:30sell1020.1097.915100.01593.715
2042014.12.17 22:00close1020.1096.200100.01593.71517150.001185980.00
2052014.12.17 22:00buy1030.1096.20094.100100.400
2062015.01.05 08:00close1030.1096.92494.100100.4007240.001193220.00
2072015.01.05 08:00sell1040.1096.92499.02492.724
2082015.01.08 07:30close1040.1097.05299.02492.724-1280.001191940.00
2092015.01.08 07:30buy1050.1097.05294.952101.252
2102015.01.12 20:00close1050.1096.46394.952101.252-5890.001186050.00
2112015.01.12 20:00sell1060.1096.46398.56392.263
2122015.01.15 02:30close1060.1095.69298.56392.2637710.001193760.00
2132015.01.15 02:30buy1070.1095.69293.59299.892
2142015.01.16 01:00close1070.1095.17793.59299.892-5150.001188610.00
2152015.01.16 01:00sell1080.1095.17797.27790.977
2162015.01.16 21:00close1080.1096.70197.27790.977-15240.001173370.00
2172015.01.16 21:00buy1090.1096.70194.601100.901
2182015.01.21 12:00close1090.1096.31294.601100.901-3890.001169480.00
2192015.01.21 12:30sell1100.1096.64698.74692.446
2202015.01.26 02:00t/p1100.1092.44698.74692.44642000.001211480.00
2212015.01.26 13:30buy1110.1093.62491.52497.824
2222015.01.29 02:30close1110.1092.95891.52497.824-6660.001204820.00
2232015.01.29 02:30sell1120.1092.95895.05888.758
2242015.02.02 08:30close1120.1091.62195.05888.75813370.001218190.00
2252015.02.02 08:30buy1130.1091.62189.52195.821
2262015.02.03 07:00s/l1130.1089.52189.52195.821-21000.001197190.00
2272015.02.03 11:00sell1140.1090.00192.10185.801
2282015.02.04 01:00close1140.1091.32892.10185.801-13270.001183920.00
2292015.02.04 01:00buy1150.1091.32889.22895.528
2302015.02.04 19:00close1150.1091.25389.22895.528-750.001183170.00
2312015.02.04 19:00sell1160.1091.25393.35387.053
2322015.02.05 15:30close1160.1091.64593.35387.053-3920.001179250.00
2332015.02.05 15:30buy1170.1091.64589.54595.845
2342015.02.12 09:00close1170.1092.06289.54595.8454170.001183420.00
2352015.02.12 09:30sell1180.1092.16194.26187.961
2362015.02.13 04:00close1180.1092.10794.26187.961540.001183960.00
2372015.02.13 04:00buy1190.1092.10790.00796.307
2382015.02.19 15:00close1190.1092.58090.00796.3074730.001188690.00
2392015.02.23 01:00buy1200.1093.35791.25797.557
2402015.02.23 17:30close1200.1092.67691.25797.557-6810.001181880.00
2412015.02.23 17:30sell1210.1092.67694.77688.476
2422015.02.25 03:00close1210.1093.26194.77688.476-5850.001176030.00
2432015.02.25 05:00buy1220.1093.53291.43297.732
2442015.02.26 23:30close1220.1093.14791.43297.732-3850.001172180.00
2452015.02.27 00:00sell1230.1093.12195.22188.921
2462015.02.27 17:00close1230.1093.13995.22188.921-180.001172000.00
2472015.02.27 17:30buy1240.1093.30191.20197.501
2482015.03.06 23:30close1240.1093.15291.20197.501-1490.001170510.00
2492015.03.06 23:30sell1250.1093.15295.25288.952
2502015.03.12 14:00close1250.1093.07895.25288.952740.001171250.00
2512015.03.12 14:00buy1260.1093.07890.97897.278
2522015.03.13 21:30close1260.1092.47090.97897.278-6080.001165170.00
2532015.03.13 21:30sell1270.1092.47094.57088.270
2542015.03.19 03:00close1270.1093.41194.57088.270-9410.001155760.00
2552015.03.19 03:00buy1280.1093.41191.31197.611
2562015.03.19 18:00close1280.1092.20391.31197.611-12080.001143680.00
2572015.03.19 18:00sell1290.1092.20394.30388.003
2582015.03.20 12:00close1290.1092.90994.30388.003-7060.001136620.00
2592015.03.20 13:00buy1300.1092.88590.78597.085
2602015.03.26 01:00close1300.1093.75290.78597.0858670.001145290.00
2612015.03.26 02:30sell1310.1093.62195.72189.421
2622015.04.03 10:30close1310.1090.95995.72189.42126620.001171910.00
2632015.04.03 11:00buy1320.1090.86488.76495.064
2642015.04.06 03:30close1320.1090.93888.76495.064740.001172650.00
2652015.04.06 03:30sell1330.1090.93893.03886.738
2662015.04.07 13:00close1330.1092.11193.03886.738-11730.001160920.00
2672015.04.07 13:00buy1340.1092.11190.01196.311
2682015.04.10 16:30close1340.1092.13190.01196.311200.001161120.00
2692015.04.10 16:30sell1350.1092.13194.23187.931
2702015.04.16 01:30close1350.1091.48294.23187.9316490.001167610.00
2712015.04.16 01:30buy1360.1091.48289.38295.682
2722015.04.20 00:30close1360.1092.97789.38295.68214950.001182560.00
2732015.04.20 00:30sell1370.1092.97795.07788.777
2742015.04.21 20:00close1370.1092.39295.07788.7775850.001188410.00
2752015.04.21 20:00buy1380.1092.39290.29296.592
2762015.04.30 09:30close1380.1094.62790.29296.59222350.001210760.00
2772015.04.30 10:00sell1390.1094.71196.81190.511
2782015.05.05 14:00close1390.1094.78396.81190.511-720.001210040.00
2792015.05.05 14:00buy1400.1094.78392.68398.983
2802015.05.07 02:00close1400.1095.17792.68398.9833940.001213980.00
2812015.05.07 02:00sell1410.1095.17797.27790.977
2822015.05.08 15:30close1410.1094.96297.27790.9772150.001216130.00
2832015.05.11 10:00sell1420.1094.86596.96590.665
2842015.05.12 16:30close1420.1095.53196.96590.665-6660.001209470.00
2852015.05.12 16:30buy1430.1095.53193.43199.731
2862015.05.14 23:00close1430.1096.28793.43199.7317560.001217030.00
2872015.05.14 23:00sell1440.1096.28798.38792.087
2882015.06.02 13:00close1440.1095.76098.38792.0875270.001222300.00
2892015.06.02 13:00buy1450.1095.76093.66099.960
2902015.06.04 11:00close1450.1095.85293.66099.960920.001223220.00
2912015.06.04 11:00sell1460.1095.85297.95291.652
2922015.06.05 17:30close1460.1095.95697.95291.652-1040.001222180.00
2932015.06.05 18:00buy1470.1095.84693.746100.046
2942015.06.08 06:30close1470.1095.47093.746100.046-3760.001218420.00
2952015.06.08 10:30sell1480.1095.73297.83291.532
2962015.06.11 10:00close1480.1095.64997.83291.532830.001219250.00
2972015.06.11 10:00buy1490.1095.64993.54999.849
2982015.06.19 11:30close1490.1095.62293.54999.849-270.001218980.00
2992015.06.19 12:00sell1500.1095.56397.66391.363
3002015.06.24 04:00close1500.1095.98797.66391.363-4240.001214740.00
3012015.06.24 04:00buy1510.1095.98793.887100.187
3022015.06.25 01:00close1510.1095.43893.887100.187-5490.001209250.00
3032015.06.25 01:00sell1520.1095.43897.53891.238
3042015.06.29 22:30close1520.1094.29597.53891.23811430.001220680.00
3052015.06.29 22:30buy1530.1094.29592.19598.495
3062015.07.02 00:30close1530.1094.16692.19598.495-1290.001219390.00
3072015.07.02 00:30sell1540.1094.16696.26689.966
3082015.07.06 21:30close1540.1091.81796.26689.96623490.001242880.00
3092015.07.06 21:30buy1550.1091.81789.71796.017
3102015.07.07 09:00close1550.1091.87289.71796.017550.001243430.00
3112015.07.07 10:00sell1560.1091.85193.95187.651
3122015.07.09 10:00close1560.1090.82893.95187.65110230.001253660.00
3132015.07.09 10:00buy1570.1090.82888.72895.028
3142015.07.15 22:30close1570.1091.19588.72895.0283670.001257330.00
3152015.07.15 22:30sell1580.1091.19593.29586.995
3162015.07.15 23:59close at stop1580.1091.32893.29586.995-1330.001256000.00