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) 2015.03.19 00:00 - 2015.07.15 23:59 (2015.03.19 - 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 | 5081 | モデルティック数 | 9160 | 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 | 100240.00 | 総利益 | 155910.00 | 総損失 | -55670.00 |
| プロフィットファクター | 2.80 | 期待利得 | 3233.55 | ||
| 絶対ドローダウン | 19450.00 | 最大ドローダウン | 28780.00 (2.67%) | 相対ドローダウン | 2.67% (28780.00) |
| 総取引数 | 31 | ショートポジション(勝率%） | 16 (56.25%) | ロングポジション(勝率%） | 15 (66.67%) |
| 勝率(%) | 19 (61.29%) | 負率 (%) | 12 (38.71%) | ||
| 最大 | 勝トレード | 26620.00 | 負トレード | -12080.00 | |
| 平均 | 勝トレード | 8205.79 | 負トレード | -4639.17 | |
| 最大 | 連勝(金額) | 5 (49840.00) | 連敗(金額) | 3 (-10000.00) | |
| 最大化 | 連勝(トレード数) | 49840.00 (5) | 連敗(トレード数) | -19140.00 (2) | |
| 平均 | 連勝 | 3 | 連敗 | 2 | |
| # | 時間 | 取引種別 | 注文番号 | 数量 | 価格 | S / L | T/P:決済指値 | 損益 | 残高 |
| 1 | 2015.03.19 03:00 | buy | 1 | 0.10 | 93.411 | 91.311 | 97.611 | ||
| 2 | 2015.03.19 18:00 | close | 1 | 0.10 | 92.203 | 91.311 | 97.611 | -12080.00 | 987920.00 |
| 3 | 2015.03.19 18:00 | sell | 2 | 0.10 | 92.203 | 94.303 | 88.003 | ||
| 4 | 2015.03.20 12:00 | close | 2 | 0.10 | 92.909 | 94.303 | 88.003 | -7060.00 | 980860.00 |
| 5 | 2015.03.20 13:00 | buy | 3 | 0.10 | 92.885 | 90.785 | 97.085 | ||
| 6 | 2015.03.26 01:00 | close | 3 | 0.10 | 93.752 | 90.785 | 97.085 | 8670.00 | 989530.00 |
| 7 | 2015.03.26 02:30 | sell | 4 | 0.10 | 93.621 | 95.721 | 89.421 | ||
| 8 | 2015.04.03 10:30 | close | 4 | 0.10 | 90.959 | 95.721 | 89.421 | 26620.00 | 1016150.00 |
| 9 | 2015.04.03 11:00 | buy | 5 | 0.10 | 90.864 | 88.764 | 95.064 | ||
| 10 | 2015.04.06 03:30 | close | 5 | 0.10 | 90.938 | 88.764 | 95.064 | 740.00 | 1016890.00 |
| 11 | 2015.04.06 03:30 | sell | 6 | 0.10 | 90.938 | 93.038 | 86.738 | ||
| 12 | 2015.04.07 13:00 | close | 6 | 0.10 | 92.111 | 93.038 | 86.738 | -11730.00 | 1005160.00 |
| 13 | 2015.04.07 13:00 | buy | 7 | 0.10 | 92.111 | 90.011 | 96.311 | ||
| 14 | 2015.04.10 16:30 | close | 7 | 0.10 | 92.131 | 90.011 | 96.311 | 200.00 | 1005360.00 |
| 15 | 2015.04.10 16:30 | sell | 8 | 0.10 | 92.131 | 94.231 | 87.931 | ||
| 16 | 2015.04.16 01:30 | close | 8 | 0.10 | 91.482 | 94.231 | 87.931 | 6490.00 | 1011850.00 |
| 17 | 2015.04.16 01:30 | buy | 9 | 0.10 | 91.482 | 89.382 | 95.682 | ||
| 18 | 2015.04.20 00:30 | close | 9 | 0.10 | 92.977 | 89.382 | 95.682 | 14950.00 | 1026800.00 |
| 19 | 2015.04.20 00:30 | sell | 10 | 0.10 | 92.977 | 95.077 | 88.777 | ||
| 20 | 2015.04.21 20:00 | close | 10 | 0.10 | 92.392 | 95.077 | 88.777 | 5850.00 | 1032650.00 |
| 21 | 2015.04.21 20:00 | buy | 11 | 0.10 | 92.392 | 90.292 | 96.592 | ||
| 22 | 2015.04.30 09:30 | close | 11 | 0.10 | 94.627 | 90.292 | 96.592 | 22350.00 | 1055000.00 |
| 23 | 2015.04.30 10:00 | sell | 12 | 0.10 | 94.711 | 96.811 | 90.511 | ||
| 24 | 2015.05.05 14:00 | close | 12 | 0.10 | 94.783 | 96.811 | 90.511 | -720.00 | 1054280.00 |
| 25 | 2015.05.05 14:00 | buy | 13 | 0.10 | 94.783 | 92.683 | 98.983 | ||
| 26 | 2015.05.07 02:00 | close | 13 | 0.10 | 95.177 | 92.683 | 98.983 | 3940.00 | 1058220.00 |
| 27 | 2015.05.07 02:00 | sell | 14 | 0.10 | 95.177 | 97.277 | 90.977 | ||
| 28 | 2015.05.08 15:30 | close | 14 | 0.10 | 94.962 | 97.277 | 90.977 | 2150.00 | 1060370.00 |
| 29 | 2015.05.11 10:00 | sell | 15 | 0.10 | 94.865 | 96.965 | 90.665 | ||
| 30 | 2015.05.12 16:30 | close | 15 | 0.10 | 95.531 | 96.965 | 90.665 | -6660.00 | 1053710.00 |
| 31 | 2015.05.12 16:30 | buy | 16 | 0.10 | 95.531 | 93.431 | 99.731 | ||
| 32 | 2015.05.14 23:00 | close | 16 | 0.10 | 96.287 | 93.431 | 99.731 | 7560.00 | 1061270.00 |
| 33 | 2015.05.14 23:00 | sell | 17 | 0.10 | 96.287 | 98.387 | 92.087 | ||
| 34 | 2015.06.02 13:00 | close | 17 | 0.10 | 95.760 | 98.387 | 92.087 | 5270.00 | 1066540.00 |
| 35 | 2015.06.02 13:00 | buy | 18 | 0.10 | 95.760 | 93.660 | 99.960 | ||
| 36 | 2015.06.04 11:00 | close | 18 | 0.10 | 95.852 | 93.660 | 99.960 | 920.00 | 1067460.00 |
| 37 | 2015.06.04 11:00 | sell | 19 | 0.10 | 95.852 | 97.952 | 91.652 | ||
| 38 | 2015.06.05 17:30 | close | 19 | 0.10 | 95.956 | 97.952 | 91.652 | -1040.00 | 1066420.00 |
| 39 | 2015.06.05 18:00 | buy | 20 | 0.10 | 95.846 | 93.746 | 100.046 | ||
| 40 | 2015.06.08 06:30 | close | 20 | 0.10 | 95.470 | 93.746 | 100.046 | -3760.00 | 1062660.00 |
| 41 | 2015.06.08 10:30 | sell | 21 | 0.10 | 95.732 | 97.832 | 91.532 | ||
| 42 | 2015.06.11 10:00 | close | 21 | 0.10 | 95.649 | 97.832 | 91.532 | 830.00 | 1063490.00 |
| 43 | 2015.06.11 10:00 | buy | 22 | 0.10 | 95.649 | 93.549 | 99.849 | ||
| 44 | 2015.06.19 11:30 | close | 22 | 0.10 | 95.622 | 93.549 | 99.849 | -270.00 | 1063220.00 |
| 45 | 2015.06.19 12:00 | sell | 23 | 0.10 | 95.563 | 97.663 | 91.363 | ||
| 46 | 2015.06.24 04:00 | close | 23 | 0.10 | 95.987 | 97.663 | 91.363 | -4240.00 | 1058980.00 |
| 47 | 2015.06.24 04:00 | buy | 24 | 0.10 | 95.987 | 93.887 | 100.187 | ||
| 48 | 2015.06.25 01:00 | close | 24 | 0.10 | 95.438 | 93.887 | 100.187 | -5490.00 | 1053490.00 |
| 49 | 2015.06.25 01:00 | sell | 25 | 0.10 | 95.438 | 97.538 | 91.238 | ||
| 50 | 2015.06.29 22:30 | close | 25 | 0.10 | 94.295 | 97.538 | 91.238 | 11430.00 | 1064920.00 |
| 51 | 2015.06.29 22:30 | buy | 26 | 0.10 | 94.295 | 92.195 | 98.495 | ||
| 52 | 2015.07.02 00:30 | close | 26 | 0.10 | 94.166 | 92.195 | 98.495 | -1290.00 | 1063630.00 |
| 53 | 2015.07.02 00:30 | sell | 27 | 0.10 | 94.166 | 96.266 | 89.966 | ||
| 54 | 2015.07.06 21:30 | close | 27 | 0.10 | 91.817 | 96.266 | 89.966 | 23490.00 | 1087120.00 |
| 55 | 2015.07.06 21:30 | buy | 28 | 0.10 | 91.817 | 89.717 | 96.017 | ||
| 56 | 2015.07.07 09:00 | close | 28 | 0.10 | 91.872 | 89.717 | 96.017 | 550.00 | 1087670.00 |
| 57 | 2015.07.07 10:00 | sell | 29 | 0.10 | 91.851 | 93.951 | 87.651 | ||
| 58 | 2015.07.09 10:00 | close | 29 | 0.10 | 90.828 | 93.951 | 87.651 | 10230.00 | 1097900.00 |
| 59 | 2015.07.09 10:00 | buy | 30 | 0.10 | 90.828 | 88.728 | 95.028 | ||
| 60 | 2015.07.15 22:30 | close | 30 | 0.10 | 91.195 | 88.728 | 95.028 | 3670.00 | 1101570.00 |
| 61 | 2015.07.15 22:30 | sell | 31 | 0.10 | 91.195 | 93.295 | 86.995 | ||
| 62 | 2015.07.15 23:59 | close at stop | 31 | 0.10 | 91.328 | 93.295 | 86.995 | -1330.00 | 1100240.00 |