Strategy Tester Report
トレンドスター
通貨ペアEURUSD (Euro vs US Dollar)
期間1時間足(H1) 2015.03.01 22:01 - 2015.10.09 20:00 (2015.03.01 - 2015.10.11)
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)
テストバー数4107モデルティック数9015849モデリング品質61.51%
不整合チャートエラー0
初期証拠金10000.00スプレッド現在値 (19)
総損益2311.30総利益5141.31総損失-2830.02
プロフィットファクター1.82期待利得22.66
絶対ドローダウン157.25最大ドローダウン901.37 (7.36%)相対ドローダウン7.36% (901.37)
総取引数102ショートポジション(勝率%)51 (45.10%)ロングポジション(勝率%)51 (43.14%)
勝率(%)45 (44.12%)負率 (%)57 (55.88%)
最大勝トレード472.63負トレード-100.35
平均勝トレード114.25負トレード-49.65
最大連勝(金額)7 (757.69)連敗(金額)9 (-169.87)
最大化連勝(トレード数)780.90 (3)連敗(トレード数)-523.34 (7)
平均連勝2連敗2

#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
12015.03.03 07:03buy10.101.121040.000000.00000
22015.03.03 07:03modify10.101.121041.111040.00000
32015.03.03 11:57close10.101.115941.111040.00000-51.009949.00
42015.03.03 11:57sell20.101.115940.000000.00000
52015.03.03 11:57modify20.101.115941.125940.00000
62015.03.03 16:57close20.101.121081.125940.00000-51.409897.60
72015.03.03 16:57buy30.101.121080.000000.00000
82015.03.03 16:57modify30.101.121081.111080.00000
92015.03.04 08:30close30.101.116051.111080.00000-50.659846.95
102015.03.04 08:30sell40.101.116050.000000.00000
112015.03.04 08:30modify40.101.116051.126050.00000
122015.03.09 08:06close40.101.087901.126050.00000280.1910127.13
132015.03.09 08:06buy50.101.087900.000000.00000
142015.03.09 08:06modify50.101.087901.077900.00000
152015.03.09 23:38close50.101.083441.077900.00000-44.6010082.53
162015.03.09 23:38sell60.101.083440.000000.00000
172015.03.09 23:38modify60.101.083441.093440.00000
182015.03.12 06:51close60.101.056781.093440.00000265.3310347.86
192015.03.12 06:51buy70.101.056780.000000.00000
202015.03.12 06:51modify70.101.056781.046780.00000
212015.03.13 11:57close70.101.056861.046780.000000.4610348.33
222015.03.13 11:57sell80.101.056860.000000.00000
232015.03.13 11:57modify80.101.056861.066860.00000
242015.03.16 13:51close80.101.059641.066860.00000-28.0510320.28
252015.03.16 13:51buy90.101.059640.000000.00000
262015.03.16 13:51modify90.101.059641.049640.00000
272015.03.19 07:10close90.101.075881.049640.00000160.7010480.97
282015.03.19 07:10sell100.101.075880.000000.00000
292015.03.19 07:10modify100.101.075881.085880.00000
302015.03.20 17:07s/l100.101.085881.085880.00000-100.2510380.72
312015.03.20 17:26buy110.101.088130.000000.00000
322015.03.20 17:26modify110.101.088131.078130.00000
332015.03.23 08:05s/l110.101.078131.078130.00000-100.3410280.38
342015.03.24 23:43sell120.101.090870.000000.00000
352015.03.24 23:43modify120.101.090871.100870.00000
362015.03.25 12:31s/l120.101.100871.100870.00000-100.2610180.12
372015.03.26 07:53buy130.101.101450.000000.00000
382015.03.26 07:53modify130.101.101451.091450.00000
392015.03.26 14:08s/l130.101.091451.091450.00000-100.0010080.12
402015.03.26 14:40sell140.101.090680.000000.00000
412015.03.26 14:40modify140.101.090681.100680.00000
422015.04.01 04:10close140.101.078511.100680.00000120.6710200.78
432015.04.01 04:10buy150.101.078510.000000.00000
442015.04.01 04:10modify150.101.078511.068510.00000
452015.04.06 19:05close150.101.096091.068510.00000174.0810374.86
462015.04.06 19:05sell160.101.096090.000000.00000
472015.04.06 19:05modify160.101.096091.106090.00000
482015.04.12 22:53close160.101.060971.106090.00000349.6610724.52
492015.04.12 22:53buy170.101.060970.000000.00000
502015.04.12 22:53modify170.101.060971.050970.00000
512015.04.13 07:51close170.101.057101.050970.00000-39.0410685.48
522015.04.13 07:51sell180.101.057100.000000.00000
532015.04.13 07:51modify180.101.057101.067100.00000
542015.04.14 12:30close180.101.058151.067100.00000-10.7510674.73
552015.04.14 12:30buy190.101.058150.000000.00000
562015.04.14 12:30modify190.101.058151.048150.00000
572015.04.20 04:37close190.101.078331.048150.00000199.7610874.49
582015.04.20 04:37sell200.101.078330.000000.00000
592015.04.20 04:37modify200.101.078331.088330.00000
602015.04.21 15:08close200.101.075331.088330.0000029.7410904.24
612015.04.21 15:08buy210.101.075330.000000.00000
622015.04.21 15:08modify210.101.075331.065330.00000
632015.04.23 00:42close210.101.070161.065330.00000-53.0610851.18
642015.04.23 00:42sell220.101.070160.000000.00000
652015.04.23 00:42modify220.101.070161.080160.00000
662015.04.23 12:30close220.101.078101.080160.00000-79.4010771.78
672015.04.23 12:30buy230.101.078100.000000.00000
682015.04.23 12:30modify230.101.078101.068100.00000
692015.04.27 08:23close230.101.082761.068100.0000045.9110817.69
702015.04.27 08:23sell240.101.082760.000000.00000
712015.04.27 08:23modify240.101.082761.092760.00000
722015.04.27 15:03close240.101.089601.092760.00000-68.4010749.29
732015.04.27 15:03buy250.101.089600.000000.00000
742015.04.27 15:03modify250.101.089601.079600.00000
752015.04.30 05:38close250.101.109201.079600.00000194.2510943.54
762015.04.30 05:38sell260.101.109200.000000.00000
772015.04.30 05:38modify260.101.109201.119200.00000
782015.04.30 07:53close260.101.118721.119200.00000-95.2010848.34
792015.04.30 07:53buy270.101.118720.000000.00000
802015.04.30 07:53modify270.101.118721.108720.00000
812015.05.03 23:54close270.101.118131.108720.00000-6.2610842.08
822015.05.03 23:54sell280.101.118130.000000.00000
832015.05.03 23:54modify280.101.118131.128130.00000
842015.05.05 14:41close280.101.118201.128130.00000-1.2310840.85
852015.05.05 14:41buy290.101.118200.000000.00000
862015.05.05 14:41modify290.101.118201.108200.00000
872015.05.07 12:31close290.101.127861.108200.0000095.1710936.02
882015.05.07 12:31sell300.101.127860.000000.00000
892015.05.07 12:31modify300.101.127861.137860.00000
902015.05.12 05:03close300.101.117481.137860.00000103.0011039.02
912015.05.12 05:03buy310.101.117480.000000.00000
922015.05.12 05:03modify310.101.117481.107480.00000
932015.05.15 05:43close310.101.138991.107480.00000213.3011252.32
942015.05.15 05:43sell320.101.138990.000000.00000
952015.05.15 05:43modify320.101.138991.148990.00000
962015.05.15 14:27close320.101.143211.148990.00000-42.2011210.12
972015.05.15 14:27buy330.101.143210.000000.00000
982015.05.15 14:27modify330.101.143211.133210.00000
992015.05.18 13:37close330.101.136321.133210.00000-69.2611140.86
1002015.05.18 13:37sell340.101.136320.000000.00000
1012015.05.18 13:37modify340.101.136321.146320.00000
1022015.05.21 02:06close340.101.112351.146320.00000238.3711379.23
1032015.05.21 02:06buy350.101.112350.000000.00000
1042015.05.21 02:06modify350.101.112351.102350.00000
1052015.05.22 12:34close350.101.111651.102350.00000-7.3511371.88
1062015.05.22 12:34sell360.101.111650.000000.00000
1072015.05.22 12:34modify360.101.111651.121650.00000
1082015.05.27 19:41close360.101.090221.121650.00000213.5211585.39
1092015.05.27 19:41buy370.101.090220.000000.00000
1102015.05.27 19:41modify370.101.090221.080220.00000
1112015.05.31 22:43close370.101.096551.080220.0000061.9211647.31
1122015.05.31 22:43sell380.101.096550.000000.00000
1132015.05.31 22:43modify380.101.096551.106550.00000
1142015.06.02 06:27close380.101.094471.106550.0000020.2811667.59
1152015.06.02 06:27buy390.101.094470.000000.00000
1162015.06.02 06:27modify390.101.094471.084470.00000
1172015.06.04 17:47close390.101.124981.084470.00000303.6811971.26
1182015.06.04 17:47sell400.101.124980.000000.00000
1192015.06.04 17:47modify400.101.124981.134980.00000
1202015.06.08 13:12close400.101.120791.134980.0000041.3712012.63
1212015.06.08 13:12buy410.101.120790.000000.00000
1222015.06.08 13:12modify410.101.120791.110790.00000
1232015.06.11 00:24close410.101.130061.110790.0000090.9112103.54
1242015.06.11 00:24sell420.101.130060.000000.00000
1252015.06.11 00:24modify420.101.130061.140060.00000
1262015.06.12 15:08close420.101.127431.140060.0000026.0312129.57
1272015.06.12 15:08buy430.101.127430.000000.00000
1282015.06.12 15:08modify430.101.127431.117430.00000
1292015.06.17 18:00close430.101.122581.117430.00000-49.5712080.00
1302015.06.17 18:00sell440.101.122580.000000.00000
1312015.06.17 18:00modify440.101.122581.132580.00000
1322015.06.17 18:43s/l440.101.132581.132580.00000-100.0011980.00
1332015.06.17 18:43sell450.101.132390.000000.00000
1342015.06.17 18:43modify450.101.132391.142390.00000
1352015.06.17 18:47close450.101.133051.142390.00000-6.6011973.40
1362015.06.17 18:47buy460.101.133050.000000.00000
1372015.06.17 18:47modify460.101.133051.123050.00000
1382015.06.17 18:49close460.101.132811.123050.00000-2.4011971.00
1392015.06.17 18:49sell470.101.132810.000000.00000
1402015.06.17 18:49modify470.101.132811.142810.00000
1412015.06.17 18:52close470.101.133041.142810.00000-2.3011968.70
1422015.06.17 18:52buy480.101.133040.000000.00000
1432015.06.17 18:52modify480.101.133041.123040.00000
1442015.06.17 18:54close480.101.132831.123040.00000-2.1011966.60
1452015.06.17 18:54sell490.101.132830.000000.00000
1462015.06.17 18:54modify490.101.132831.142830.00000
1472015.06.17 18:55close490.101.133071.142830.00000-2.4011964.20
1482015.06.17 18:55buy500.101.133070.000000.00000
1492015.06.17 18:55modify500.101.133071.123070.00000
1502015.06.17 18:55close500.101.132831.123070.00000-2.4011961.80
1512015.06.17 18:55sell510.101.132830.000000.00000
1522015.06.17 18:55modify510.101.132831.142830.00000
1532015.06.17 18:56close510.101.133041.142830.00000-2.1011959.70
1542015.06.17 18:56buy520.101.133040.000000.00000
1552015.06.17 18:56modify520.101.133041.123040.00000
1562015.06.19 05:33close520.101.133941.123040.000007.5611967.26
1572015.06.19 05:33sell530.101.133940.000000.00000
1582015.06.19 05:33modify530.101.133941.143940.00000
1592015.06.22 04:11close530.101.138831.143940.00000-49.1711918.09
1602015.06.22 04:11buy540.101.138830.000000.00000
1612015.06.22 04:11modify540.101.138831.128830.00000
1622015.06.23 01:53close540.101.132291.128830.00000-65.7611852.33
1632015.06.23 01:53sell550.101.132290.000000.00000
1642015.06.23 01:53modify550.101.132291.142290.00000
1652015.06.25 00:02close550.101.120851.142290.00000113.3311965.66
1662015.06.25 00:02buy560.101.120850.000000.00000
1672015.06.25 00:02modify560.101.120851.110850.00000
1682015.06.26 13:03close560.101.117231.110850.00000-36.5611929.10
1692015.06.26 13:03sell570.101.117230.000000.00000
1702015.06.26 13:03modify570.101.117231.127230.00000
1712015.06.29 14:02close570.101.114411.127230.0000027.9411957.04
1722015.06.29 14:02buy580.101.114410.000000.00000
1732015.06.29 14:02modify580.101.114411.104410.00000
1742015.07.01 07:23close580.101.110461.104410.00000-40.2111916.83
1752015.07.01 07:23sell590.101.110460.000000.00000
1762015.07.01 07:23modify590.101.110461.120460.00000
1772015.07.03 03:27close590.101.109671.120460.000006.8511923.68
1782015.07.03 03:27buy600.101.109670.000000.00000
1792015.07.03 03:27modify600.101.109671.099670.00000
1802015.07.05 21:01s/l600.101.099671.099670.00000-100.0011823.68
1812015.07.05 21:01sell610.101.098980.000000.00000
1822015.07.05 21:01modify610.101.098981.108980.00000
1832015.07.06 08:02s/l610.101.108981.108980.00000-100.2611723.42
1842015.07.08 07:51buy620.101.103570.000000.00000
1852015.07.08 07:51modify620.101.103571.093570.00000
1862015.07.09 17:22close620.101.099901.093570.00000-37.7511685.67
1872015.07.09 17:22sell630.101.099900.000000.00000
1882015.07.09 17:22modify630.101.099901.109900.00000
1892015.07.10 03:02s/l630.101.109901.109900.00000-100.2611585.40
1902015.07.10 05:56buy640.101.111950.000000.00000
1912015.07.10 05:56modify640.101.111951.101950.00000
1922015.07.13 08:07close640.101.105911.101950.00000-60.7511524.65
1932015.07.13 08:07sell650.101.105910.000000.00000
1942015.07.13 08:07modify650.101.105911.115910.00000
1952015.07.14 12:32close650.101.108281.115910.00000-23.9611500.69
1962015.07.14 12:32buy660.101.108280.000000.00000
1972015.07.14 12:32modify660.101.108281.098280.00000
1982015.07.15 12:32s/l660.101.098281.098280.00000-100.3511400.34
1992015.07.15 12:32sell670.101.097520.000000.00000
2002015.07.15 12:32modify670.101.097521.107520.00000
2012015.07.20 07:12close670.101.085611.107520.00000117.8011518.14
2022015.07.20 07:12buy680.101.085610.000000.00000
2032015.07.20 07:12modify680.101.085611.075610.00000
2042015.07.20 20:33close680.101.082331.075610.00000-32.8011485.34
2052015.07.20 20:33sell690.101.082330.000000.00000
2062015.07.20 20:33modify690.101.082331.092330.00000
2072015.07.21 10:33close690.101.086721.092330.00000-44.1611441.18
2082015.07.21 10:33buy700.101.086720.000000.00000
2092015.07.21 10:33modify700.101.086721.076720.00000
2102015.07.22 14:03close700.101.088501.076720.0000017.4511458.63
2112015.07.22 14:03sell710.101.088500.000000.00000
2122015.07.22 14:03modify710.101.088501.098500.00000
2132015.07.23 07:27close710.101.095781.098500.00000-73.5811385.05
2142015.07.23 07:27buy720.101.095780.000000.00000
2152015.07.23 07:27modify720.101.095781.085780.00000
2162015.07.28 10:13close720.101.103151.085780.0000072.6511457.70
2172015.07.28 10:13sell730.101.103150.000000.00000
2182015.07.28 10:13modify730.101.103151.113150.00000
2192015.07.31 06:43close730.101.096781.113150.0000062.3911520.09
2202015.07.31 06:43buy740.101.096780.000000.00000
2212015.07.31 06:43modify740.101.096781.086780.00000
2222015.08.03 08:02close740.101.096471.086780.00000-3.4511516.65
2232015.08.03 08:02sell750.101.096470.000000.00000
2242015.08.03 08:02modify750.101.096471.106470.00000
2252015.08.06 00:02close750.101.090611.106470.0000057.3011573.94
2262015.08.06 00:02buy760.101.090610.000000.00000
2272015.08.06 00:02modify760.101.090611.080610.00000
2282015.08.07 12:31close760.101.087061.080610.00000-35.8511538.10
2292015.08.07 12:31sell770.101.087060.000000.00000
2302015.08.07 12:31modify770.101.087061.097060.00000
2312015.08.07 16:11s/l770.101.097061.097060.00000-100.0011438.10
2322015.08.07 16:11buy780.101.097080.000000.00000
2332015.08.07 16:11modify780.101.097081.087080.00000
2342015.08.13 01:59close780.101.113621.087080.00000163.2911601.39
2352015.08.13 01:59sell790.101.113620.000000.00000
2362015.08.13 01:59modify790.101.113621.123620.00000
2372015.08.14 05:09close790.101.115821.123620.00000-22.2711579.12
2382015.08.14 05:09buy800.101.115820.000000.00000
2392015.08.14 05:09modify800.101.115821.105820.00000
2402015.08.16 23:01close800.101.110251.105820.00000-55.7011523.42
2412015.08.16 23:01sell810.101.110250.000000.00000
2422015.08.16 23:01modify810.101.110251.120250.00000
2432015.08.19 12:30close810.101.106831.120250.0000033.4111556.83
2442015.08.19 12:30buy820.101.106830.000000.00000
2452015.08.19 12:30modify820.101.106831.096830.00000
2462015.08.24 16:55close820.101.154271.096830.00000472.6312029.46
2472015.08.24 16:55sell830.101.154270.000000.00000
2482015.08.24 16:55modify830.101.154271.164270.00000
2492015.08.28 04:04close830.101.126621.164270.00000274.8712304.33
2502015.08.28 04:04buy840.101.126620.000000.00000
2512015.08.28 04:04modify840.101.126621.116620.00000
2522015.08.28 15:33close840.101.121361.116620.00000-52.6012251.73
2532015.08.28 15:33sell850.101.121360.000000.00000
2542015.08.28 15:33modify850.101.121361.131360.00000
2552015.09.01 06:04close850.101.128821.131360.00000-75.1312176.59
2562015.09.01 06:04buy860.101.128820.000000.00000
2572015.09.01 06:04modify860.101.128821.118820.00000
2582015.09.03 00:40close860.101.120441.118820.00000-85.2212091.37
2592015.09.03 00:40sell870.101.120440.000000.00000
2602015.09.03 00:40modify870.101.120441.130440.00000
2612015.09.07 16:12close870.101.117361.130440.0000030.2712121.64
2622015.09.07 16:12buy880.101.117360.000000.00000
2632015.09.07 16:12modify880.101.117361.107360.00000
2642015.09.09 06:48close880.101.114731.107360.00000-27.0112094.63
2652015.09.09 06:48sell890.101.114730.000000.00000
2662015.09.09 06:48modify890.101.114731.124730.00000
2672015.09.09 21:45close890.101.121441.124730.00000-67.1012027.53
2682015.09.09 21:45buy900.101.121440.000000.00000
2692015.09.09 21:45modify900.101.121441.111440.00000
2702015.09.14 10:39close900.101.131121.111440.0000095.0212122.54
2712015.09.14 10:39sell910.101.131120.000000.00000
2722015.09.14 10:39modify910.101.131121.141120.00000
2732015.09.16 14:04close910.101.130221.141120.000008.4612131.00
2742015.09.16 14:04buy920.101.130220.000000.00000
2752015.09.16 14:04modify920.101.130221.120220.00000
2762015.09.18 18:07close920.101.135271.120220.0000049.0612180.07
2772015.09.18 18:07sell930.101.135270.000000.00000
2782015.09.18 18:07modify930.101.135271.145270.00000
2792015.09.23 11:41close930.101.117411.145270.00000177.8012357.87
2802015.09.23 11:41buy940.101.117410.000000.00000
2812015.09.23 11:41modify940.101.117411.107410.00000
2822015.09.24 21:08close940.101.119831.107410.0000023.1412381.00
2832015.09.24 21:08sell950.101.119830.000000.00000
2842015.09.24 21:08modify950.101.119831.129830.00000
2852015.09.28 14:49close950.101.120761.129830.00000-9.8312371.17
2862015.09.28 14:49buy960.101.120760.000000.00000
2872015.09.28 14:49modify960.101.120761.110760.00000
2882015.09.30 06:11close960.101.122601.110760.0000017.6912388.86
2892015.09.30 06:11sell970.101.122600.000000.00000
2902015.09.30 06:11modify970.101.122601.132600.00000
2912015.10.01 14:00close970.101.119641.132600.0000028.8012417.66
2922015.10.01 14:00buy980.101.119640.000000.00000
2932015.10.01 14:00modify980.101.119641.109640.00000
2942015.10.05 12:54close980.101.120991.109640.0000012.7912430.45
2952015.10.05 12:54sell990.101.120990.000000.00000
2962015.10.05 12:54modify990.101.120991.130990.00000
2972015.10.06 15:03close990.101.126571.130990.00000-56.0712374.38
2982015.10.06 15:03buy1000.101.126570.000000.00000
2992015.10.06 15:03modify1000.101.126571.116570.00000
3002015.10.08 12:35close1000.101.123811.116570.00000-29.0312345.35
3012015.10.08 12:35sell1010.101.123810.000000.00000
3022015.10.08 12:35modify1010.101.123811.133810.00000
3032015.10.08 18:08close1010.101.131471.133810.00000-76.6012268.75
3042015.10.08 18:08buy1020.101.131470.000000.00000
3052015.10.08 18:08modify1020.101.131471.121470.00000
3062015.10.09 20:58close at stop1020.101.135761.121470.0000042.5412311.30