Strategy Tester Report
KAKO10_iIchimoku_GBPJPY
FXCM-JPYDemo01 (Build 840)
| 通貨ペア | GBPJPY (Great Britain Pound vs Japanese Yen) | ||||
| 期間 | 30分足(M30) 2015.03.16 00:00 - 2015.07.15 23:59 (2015.03.16 - 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=15031301; Lots=0.1; StopLoss=300; TakeProfit=240; Slippage=10; TradeComment="KAKO10_iIchimoku"; TradeEMail=false; TradeErrorEMail=false; | ||||
| テストバー数 | 5225 | モデルティック数 | 9448 | 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 | 30 | ||
| 総損益 | -53250.00 | 総利益 | 284200.00 | 総損失 | -337450.00 |
| プロフィットファクター | 0.84 | 期待利得 | -760.71 | ||
| 絶対ドローダウン | 106190.00 | 最大ドローダウン | 122100.00 (12.02%) | 相対ドローダウン | 12.02% (122100.00) |
| 総取引数 | 70 | ショートポジション(勝率%） | 35 (34.29%) | ロングポジション(勝率%） | 35 (40.00%) |
| 勝率(%) | 26 (37.14%) | 負率 (%) | 44 (62.86%) | ||
| 最大 | 勝トレード | 24000.00 | 負トレード | -30000.00 | |
| 平均 | 勝トレード | 10930.77 | 負トレード | -7669.32 | |
| 最大 | 連勝(金額) | 5 (43240.00) | 連敗(金額) | 12 (-78500.00) | |
| 最大化 | 連勝(トレード数) | 48000.00 (2) | 連敗(トレード数) | -78500.00 (12) | |
| 平均 | 連勝 | 2 | 連敗 | 3 | |
| # | 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 | 2015.03.16 14:30 | buy | 1 | 0.10 | 179.373 | 176.373 | 181.773 | ||
| 2 | 2015.03.17 17:30 | close | 1 | 0.10 | 179.086 | 176.373 | 181.773 | -2870.00 | 997130.00 |
| 3 | 2015.03.17 17:30 | sell | 2 | 0.10 | 179.086 | 182.086 | 176.686 | ||
| 4 | 2015.03.19 01:30 | close | 2 | 0.10 | 179.631 | 182.086 | 176.686 | -5450.00 | 991680.00 |
| 5 | 2015.03.19 01:30 | buy | 3 | 0.10 | 179.631 | 176.631 | 182.031 | ||
| 6 | 2015.03.19 20:00 | close | 3 | 0.10 | 178.186 | 176.631 | 182.031 | -14450.00 | 977230.00 |
| 7 | 2015.03.19 20:00 | sell | 4 | 0.10 | 178.186 | 181.186 | 175.786 | ||
| 8 | 2015.03.20 18:00 | close | 4 | 0.10 | 179.372 | 181.186 | 175.786 | -11860.00 | 965370.00 |
| 9 | 2015.03.20 18:00 | buy | 5 | 0.10 | 179.372 | 176.372 | 181.772 | ||
| 10 | 2015.03.23 13:00 | close | 5 | 0.10 | 178.592 | 176.372 | 181.772 | -7800.00 | 957570.00 |
| 11 | 2015.03.23 13:00 | sell | 6 | 0.10 | 178.592 | 181.592 | 176.192 | ||
| 12 | 2015.03.24 06:00 | close | 6 | 0.10 | 178.827 | 181.592 | 176.192 | -2350.00 | 955220.00 |
| 13 | 2015.03.24 06:00 | buy | 7 | 0.10 | 178.827 | 175.827 | 181.227 | ||
| 14 | 2015.03.24 17:30 | close | 7 | 0.10 | 177.930 | 175.827 | 181.227 | -8970.00 | 946250.00 |
| 15 | 2015.03.24 17:30 | sell | 8 | 0.10 | 177.930 | 180.930 | 175.530 | ||
| 16 | 2015.03.25 18:30 | close | 8 | 0.10 | 177.991 | 180.930 | 175.530 | -610.00 | 945640.00 |
| 17 | 2015.03.26 08:00 | sell | 9 | 0.10 | 177.212 | 180.212 | 174.812 | ||
| 18 | 2015.03.30 23:00 | close | 9 | 0.10 | 177.802 | 180.212 | 174.812 | -5900.00 | 939740.00 |
| 19 | 2015.03.30 23:00 | buy | 10 | 0.10 | 177.802 | 174.802 | 180.202 | ||
| 20 | 2015.03.31 15:00 | close | 10 | 0.10 | 177.315 | 174.802 | 180.202 | -4870.00 | 934870.00 |
| 21 | 2015.03.31 15:00 | sell | 11 | 0.10 | 177.315 | 180.315 | 174.915 | ||
| 22 | 2015.03.31 23:30 | close | 11 | 0.10 | 177.956 | 180.315 | 174.915 | -6410.00 | 928460.00 |
| 23 | 2015.03.31 23:30 | buy | 12 | 0.10 | 177.956 | 174.956 | 180.356 | ||
| 24 | 2015.04.01 18:00 | close | 12 | 0.10 | 177.260 | 174.956 | 180.356 | -6960.00 | 921500.00 |
| 25 | 2015.04.01 18:00 | sell | 13 | 0.10 | 177.260 | 180.260 | 174.860 | ||
| 26 | 2015.04.02 12:30 | close | 13 | 0.10 | 177.169 | 180.260 | 174.860 | 910.00 | 922410.00 |
| 27 | 2015.04.02 12:30 | buy | 14 | 0.10 | 177.169 | 174.169 | 179.569 | ||
| 28 | 2015.04.03 16:00 | close | 14 | 0.10 | 177.443 | 174.169 | 179.569 | 2740.00 | 925150.00 |
| 29 | 2015.04.03 16:00 | sell | 15 | 0.10 | 177.443 | 180.443 | 175.043 | ||
| 30 | 2015.04.06 14:30 | close | 15 | 0.10 | 177.912 | 180.443 | 175.043 | -4690.00 | 920460.00 |
| 31 | 2015.04.06 14:30 | buy | 16 | 0.10 | 177.912 | 174.912 | 180.312 | ||
| 32 | 2015.04.08 03:30 | close | 16 | 0.10 | 178.223 | 174.912 | 180.312 | 3110.00 | 923570.00 |
| 33 | 2015.04.08 03:30 | sell | 17 | 0.10 | 178.223 | 181.223 | 175.823 | ||
| 34 | 2015.04.08 16:30 | close | 17 | 0.10 | 179.152 | 181.223 | 175.823 | -9290.00 | 914280.00 |
| 35 | 2015.04.08 16:30 | buy | 18 | 0.10 | 179.152 | 176.152 | 181.552 | ||
| 36 | 2015.04.09 14:00 | close | 18 | 0.10 | 177.797 | 176.152 | 181.552 | -13550.00 | 900730.00 |
| 37 | 2015.04.09 14:00 | sell | 19 | 0.10 | 177.797 | 180.797 | 175.397 | ||
| 38 | 2015.04.13 16:00 | t/p | 19 | 0.10 | 175.397 | 180.797 | 175.397 | 24000.00 | 924730.00 |
| 39 | 2015.04.13 16:30 | buy | 20 | 0.10 | 176.021 | 173.021 | 178.421 | ||
| 40 | 2015.04.14 13:30 | close | 20 | 0.10 | 175.211 | 173.021 | 178.421 | -8100.00 | 916630.00 |
| 41 | 2015.04.14 13:30 | sell | 21 | 0.10 | 175.211 | 178.211 | 172.811 | ||
| 42 | 2015.04.14 20:30 | close | 21 | 0.10 | 176.499 | 178.211 | 172.811 | -12880.00 | 903750.00 |
| 43 | 2015.04.14 20:30 | buy | 22 | 0.10 | 176.499 | 173.499 | 178.899 | ||
| 44 | 2015.04.20 09:00 | close | 22 | 0.10 | 177.437 | 173.499 | 178.899 | 9380.00 | 913130.00 |
| 45 | 2015.04.20 09:00 | sell | 23 | 0.10 | 177.437 | 180.437 | 175.037 | ||
| 46 | 2015.04.21 07:30 | close | 23 | 0.10 | 177.869 | 180.437 | 175.037 | -4320.00 | 908810.00 |
| 47 | 2015.04.21 07:30 | buy | 24 | 0.10 | 177.869 | 174.869 | 180.269 | ||
| 48 | 2015.04.22 15:30 | t/p | 24 | 0.10 | 180.269 | 174.869 | 180.269 | 24000.00 | 932810.00 |
| 49 | 2015.04.30 11:00 | sell | 25 | 0.10 | 183.820 | 186.820 | 181.420 | ||
| 50 | 2015.04.30 21:30 | close | 25 | 0.10 | 183.438 | 186.820 | 181.420 | 3820.00 | 936630.00 |
| 51 | 2015.04.30 21:30 | buy | 26 | 0.10 | 183.438 | 180.438 | 185.838 | ||
| 52 | 2015.05.01 17:30 | close | 26 | 0.10 | 182.247 | 180.438 | 185.838 | -11910.00 | 924720.00 |
| 53 | 2015.05.01 17:30 | sell | 27 | 0.10 | 182.247 | 185.247 | 179.847 | ||
| 54 | 2015.05.05 20:00 | close | 27 | 0.10 | 182.235 | 185.247 | 179.847 | 120.00 | 924840.00 |
| 55 | 2015.05.05 20:00 | buy | 28 | 0.10 | 182.235 | 179.235 | 184.635 | ||
| 56 | 2015.05.06 14:00 | close | 28 | 0.10 | 182.360 | 179.235 | 184.635 | 1250.00 | 926090.00 |
| 57 | 2015.05.06 14:00 | sell | 29 | 0.10 | 182.360 | 185.360 | 179.960 | ||
| 58 | 2015.05.06 20:30 | close | 29 | 0.10 | 182.260 | 185.360 | 179.960 | 1000.00 | 927090.00 |
| 59 | 2015.05.06 20:30 | buy | 30 | 0.10 | 182.260 | 179.260 | 184.660 | ||
| 60 | 2015.05.07 15:30 | close | 30 | 0.10 | 181.497 | 179.260 | 184.660 | -7630.00 | 919460.00 |
| 61 | 2015.05.07 17:00 | sell | 31 | 0.10 | 181.167 | 184.167 | 178.767 | ||
| 62 | 2015.05.08 00:00 | close | 31 | 0.10 | 182.558 | 184.167 | 178.767 | -13910.00 | 905550.00 |
| 63 | 2015.05.08 00:00 | buy | 32 | 0.10 | 182.558 | 179.558 | 184.958 | ||
| 64 | 2015.05.08 05:00 | t/p | 32 | 0.10 | 184.958 | 179.558 | 184.958 | 24000.00 | 929550.00 |
| 65 | 2015.05.11 07:00 | sell | 33 | 0.10 | 184.755 | 187.755 | 182.355 | ||
| 66 | 2015.05.11 14:00 | close | 33 | 0.10 | 185.556 | 187.755 | 182.355 | -8010.00 | 921540.00 |
| 67 | 2015.05.11 14:00 | buy | 34 | 0.10 | 185.556 | 182.556 | 187.956 | ||
| 68 | 2015.05.12 12:30 | t/p | 34 | 0.10 | 187.956 | 182.556 | 187.956 | 24000.00 | 945540.00 |
| 69 | 2015.05.13 19:00 | sell | 35 | 0.10 | 187.531 | 190.531 | 185.131 | ||
| 70 | 2015.05.14 11:00 | close | 35 | 0.10 | 187.813 | 190.531 | 185.131 | -2820.00 | 942720.00 |
| 71 | 2015.05.14 14:30 | buy | 36 | 0.10 | 188.482 | 185.482 | 190.882 | ||
| 72 | 2015.05.18 02:30 | close | 36 | 0.10 | 187.945 | 185.482 | 190.882 | -5370.00 | 937350.00 |
| 73 | 2015.05.18 02:30 | sell | 37 | 0.10 | 187.945 | 190.945 | 185.545 | ||
| 74 | 2015.05.20 08:30 | close | 37 | 0.10 | 187.556 | 190.945 | 185.545 | 3890.00 | 941240.00 |
| 75 | 2015.05.20 08:30 | buy | 38 | 0.10 | 187.556 | 184.556 | 189.956 | ||
| 76 | 2015.05.21 14:00 | t/p | 38 | 0.10 | 189.956 | 184.556 | 189.956 | 24000.00 | 965240.00 |
| 77 | 2015.05.22 11:30 | sell | 39 | 0.10 | 189.206 | 192.206 | 186.806 | ||
| 78 | 2015.05.26 14:30 | close | 39 | 0.10 | 188.917 | 192.206 | 186.806 | 2890.00 | 968130.00 |
| 79 | 2015.05.26 14:30 | buy | 40 | 0.10 | 188.917 | 185.917 | 191.317 | ||
| 80 | 2015.05.28 18:00 | close | 40 | 0.10 | 189.966 | 185.917 | 191.317 | 10490.00 | 978620.00 |
| 81 | 2015.05.28 18:00 | sell | 41 | 0.10 | 189.966 | 192.966 | 187.566 | ||
| 82 | 2015.06.01 01:30 | close | 41 | 0.10 | 189.769 | 192.966 | 187.566 | 1970.00 | 980590.00 |
| 83 | 2015.06.01 01:30 | buy | 42 | 0.10 | 189.769 | 186.769 | 192.169 | ||
| 84 | 2015.06.01 17:30 | close | 42 | 0.10 | 189.054 | 186.769 | 192.169 | -7150.00 | 973440.00 |
| 85 | 2015.06.01 17:30 | sell | 43 | 0.10 | 189.054 | 192.054 | 186.654 | ||
| 86 | 2015.06.02 06:00 | close | 43 | 0.10 | 189.769 | 192.054 | 186.654 | -7150.00 | 966290.00 |
| 87 | 2015.06.02 06:00 | buy | 44 | 0.10 | 189.769 | 186.769 | 192.169 | ||
| 88 | 2015.06.09 15:30 | close | 44 | 0.10 | 189.829 | 186.769 | 192.169 | 600.00 | 966890.00 |
| 89 | 2015.06.09 15:30 | sell | 45 | 0.10 | 189.829 | 192.829 | 187.429 | ||
| 90 | 2015.06.10 00:00 | close | 45 | 0.10 | 191.291 | 192.829 | 187.429 | -14620.00 | 952270.00 |
| 91 | 2015.06.10 00:00 | buy | 46 | 0.10 | 191.291 | 188.291 | 193.691 | ||
| 92 | 2015.06.10 13:30 | close | 46 | 0.10 | 190.025 | 188.291 | 193.691 | -12660.00 | 939610.00 |
| 93 | 2015.06.10 13:30 | sell | 47 | 0.10 | 190.025 | 193.025 | 187.625 | ||
| 94 | 2015.06.11 05:30 | close | 47 | 0.10 | 190.692 | 193.025 | 187.625 | -6670.00 | 932940.00 |
| 95 | 2015.06.11 05:30 | buy | 48 | 0.10 | 190.692 | 187.692 | 193.092 | ||
| 96 | 2015.06.15 18:00 | close | 48 | 0.10 | 191.927 | 187.692 | 193.092 | 12350.00 | 945290.00 |
| 97 | 2015.06.15 18:00 | sell | 49 | 0.10 | 191.927 | 194.927 | 189.527 | ||
| 98 | 2015.06.16 00:00 | close | 49 | 0.10 | 192.544 | 194.927 | 189.527 | -6170.00 | 939120.00 |
| 99 | 2015.06.16 00:00 | buy | 50 | 0.10 | 192.544 | 189.544 | 194.944 | ||
| 100 | 2015.06.17 12:30 | t/p | 50 | 0.10 | 194.944 | 189.544 | 194.944 | 24000.00 | 963120.00 |
| 101 | 2015.06.18 11:30 | sell | 51 | 0.10 | 195.071 | 198.071 | 192.671 | ||
| 102 | 2015.06.19 02:00 | close | 51 | 0.10 | 195.225 | 198.071 | 192.671 | -1540.00 | 961580.00 |
| 103 | 2015.06.19 02:00 | buy | 52 | 0.10 | 195.225 | 192.225 | 197.625 | ||
| 104 | 2015.06.22 00:30 | close | 52 | 0.10 | 195.213 | 192.225 | 197.625 | -120.00 | 961460.00 |
| 105 | 2015.06.22 00:30 | sell | 53 | 0.10 | 195.213 | 198.213 | 192.813 | ||
| 106 | 2015.06.23 13:00 | close | 53 | 0.10 | 195.315 | 198.213 | 192.813 | -1020.00 | 960440.00 |
| 107 | 2015.06.23 13:00 | buy | 54 | 0.10 | 195.315 | 192.315 | 197.715 | ||
| 108 | 2015.06.23 23:30 | close | 54 | 0.10 | 194.880 | 192.315 | 197.715 | -4350.00 | 956090.00 |
| 109 | 2015.06.23 23:30 | sell | 55 | 0.10 | 194.880 | 197.880 | 192.480 | ||
| 110 | 2015.06.24 14:00 | close | 55 | 0.10 | 195.260 | 197.880 | 192.480 | -3800.00 | 952290.00 |
| 111 | 2015.06.24 14:00 | buy | 56 | 0.10 | 195.260 | 192.260 | 197.660 | ||
| 112 | 2015.06.25 00:30 | close | 56 | 0.10 | 194.538 | 192.260 | 197.660 | -7220.00 | 945070.00 |
| 113 | 2015.06.25 00:30 | sell | 57 | 0.10 | 194.538 | 197.538 | 192.138 | ||
| 114 | 2015.06.25 19:30 | close | 57 | 0.10 | 194.476 | 197.538 | 192.138 | 620.00 | 945690.00 |
| 115 | 2015.06.25 19:30 | buy | 58 | 0.10 | 194.476 | 191.476 | 196.876 | ||
| 116 | 2015.06.29 01:30 | s/l | 58 | 0.10 | 191.476 | 191.476 | 196.876 | -30000.00 | 915690.00 |
| 117 | 2015.06.29 11:00 | sell | 59 | 0.10 | 192.963 | 195.963 | 190.563 | ||
| 118 | 2015.06.29 22:30 | close | 59 | 0.10 | 192.802 | 195.963 | 190.563 | 1610.00 | 917300.00 |
| 119 | 2015.06.29 22:30 | buy | 60 | 0.10 | 192.802 | 189.802 | 195.202 | ||
| 120 | 2015.06.30 08:30 | close | 60 | 0.10 | 192.309 | 189.802 | 195.202 | -4930.00 | 912370.00 |
| 121 | 2015.06.30 09:30 | sell | 61 | 0.10 | 192.370 | 195.370 | 189.970 | ||
| 122 | 2015.07.01 14:30 | close | 61 | 0.10 | 192.525 | 195.370 | 189.970 | -1550.00 | 910820.00 |
| 123 | 2015.07.01 14:30 | buy | 62 | 0.10 | 192.525 | 189.525 | 194.925 | ||
| 124 | 2015.07.02 01:00 | close | 62 | 0.10 | 192.338 | 189.525 | 194.925 | -1870.00 | 908950.00 |
| 125 | 2015.07.02 01:00 | sell | 63 | 0.10 | 192.338 | 195.338 | 189.938 | ||
| 126 | 2015.07.02 11:00 | close | 63 | 0.10 | 192.544 | 195.338 | 189.938 | -2060.00 | 906890.00 |
| 127 | 2015.07.02 11:00 | buy | 64 | 0.10 | 192.544 | 189.544 | 194.944 | ||
| 128 | 2015.07.02 23:00 | close | 64 | 0.10 | 192.001 | 189.544 | 194.944 | -5430.00 | 901460.00 |
| 129 | 2015.07.02 23:00 | sell | 65 | 0.10 | 192.001 | 195.001 | 189.601 | ||
| 130 | 2015.07.06 00:30 | t/p | 65 | 0.10 | 189.601 | 195.001 | 189.601 | 24000.00 | 925460.00 |
| 131 | 2015.07.06 20:30 | buy | 66 | 0.10 | 191.246 | 188.246 | 193.646 | ||
| 132 | 2015.07.07 15:30 | close | 66 | 0.10 | 188.892 | 188.246 | 193.646 | -23540.00 | 901920.00 |
| 133 | 2015.07.07 15:30 | sell | 67 | 0.10 | 188.892 | 191.892 | 186.492 | ||
| 134 | 2015.07.08 16:00 | t/p | 67 | 0.10 | 186.492 | 191.892 | 186.492 | 24000.00 | 925920.00 |
| 135 | 2015.07.09 11:30 | buy | 68 | 0.10 | 186.883 | 183.883 | 189.283 | ||
| 136 | 2015.07.10 12:30 | t/p | 68 | 0.10 | 189.283 | 183.883 | 189.283 | 24000.00 | 949920.00 |
| 137 | 2015.07.14 08:30 | sell | 69 | 0.10 | 190.857 | 193.857 | 188.457 | ||
| 138 | 2015.07.14 19:00 | close | 69 | 0.10 | 192.319 | 193.857 | 188.457 | -14620.00 | 935300.00 |
| 139 | 2015.07.14 19:00 | buy | 70 | 0.10 | 192.319 | 189.319 | 194.719 | ||
| 140 | 2015.07.15 23:59 | close at stop | 70 | 0.10 | 193.464 | 189.319 | 194.719 | 11450.00 | 946750.00 |