Strategy Tester Report
AAKK
XMTrading-Real 12 (Build 971)

通貨ペアAUDUSD (Australian Dollar vs US Dollar)
期間5分足(M5) 2005.01.03 00:00 - 2016.05.27 23:55 (2005.01.01 - 2016.05.30)
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=4; Magic=59872465;
テストバー数842152モデルティック数105640946モデリング品質90.00%
不整合チャートエラー0
初期証拠金10000.00スプレッド5
純益3124.93総利益4618.01総損失-1493.08
プロフィットファクタ3.09期待利得20.97
絶対ドローダウン487.26最大ドローダウン759.46 (6.15%)相対ドローダウン7.18% (747.80)
総取引数149売りポジション(勝率%)78 (71.79%)買いポジション(勝率%)71 (80.28%)
勝率(%)113 (75.84%)負率 (%)36 (24.16%)
最大勝トレード257.99敗トレード-174.17
平均勝トレード40.87敗トレード-41.47
最大連勝(金額)12 (267.80)連敗(金額)3 (-200.90)
最大連勝(トレード数)957.76 (8)連敗(トレード数)-200.90 (3)
平均連勝4連敗1
Graph
#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
12005.07.07 17:30sell10.100.740400.000000.00000
22005.07.11 23:15sell20.100.747500.000000.00000
32005.07.11 23:16sell30.200.747510.000000.00000
42005.07.13 01:15sell40.100.755500.000000.00000
52005.07.13 01:15sell50.200.755500.000000.00000
62005.07.13 09:35sell60.100.753950.000000.00000
72005.07.13 09:35sell70.200.754000.000000.00000
82005.07.13 14:54close70.200.750650.000000.0000067.0010067.00
92005.07.13 14:54close60.100.750650.000000.0000033.0010100.00
102005.07.13 14:54close50.200.750650.000000.0000097.0010197.00
112005.07.13 14:54close40.100.750650.000000.0000048.5010245.50
122005.07.13 14:54close30.200.750650.000000.00000-64.4410181.06
132005.07.13 14:54close20.100.750650.000000.00000-32.3210148.74
142005.07.13 14:54close10.100.750650.000000.00000-104.1410044.60
152006.03.23 02:55sell80.100.717300.000000.00000
162006.03.29 21:20close80.100.707720.000000.0000094.1610138.76
172006.05.04 13:15buy90.100.768350.000000.00000
182006.05.04 13:28buy100.100.767850.000000.00000
192006.05.04 14:07close100.100.768700.000000.000008.5010147.26
202006.05.04 14:07close90.100.768700.000000.000003.5010150.76
212006.05.05 14:05buy110.100.769950.000000.00000
222006.05.05 14:16buy120.100.769450.000000.00000
232006.05.05 14:20close120.100.770200.000000.000007.5010158.26
242006.05.05 14:20close110.100.770200.000000.000002.5010160.76
252006.05.12 16:05buy130.100.777550.000000.00000
262006.05.15 00:06buy140.100.774750.000000.00000
272006.05.15 15:40buy150.200.764750.000000.00000
282006.05.16 02:35buy160.100.762250.000000.00000
292006.05.16 14:35buy170.100.764350.000000.00000
302006.05.16 20:47close170.100.768570.000000.0000042.2010202.96
312006.05.16 20:47close160.100.768570.000000.0000063.2010266.16
322006.05.16 20:47close150.200.768570.000000.0000076.7010342.86
332006.05.16 20:47close140.100.768570.000000.00000-61.6510281.21
342006.05.16 20:47close130.100.768570.000000.00000-89.5010191.71
352006.10.30 15:25buy180.100.769250.000000.00000
362006.10.30 15:40buy190.100.768750.000000.00000
372006.10.30 19:24close190.100.769520.000000.000007.7010199.41
382006.10.30 19:24close180.100.769520.000000.000002.7010202.11
392006.10.31 15:27buy200.100.769550.000000.00000
402006.11.09 08:26buy210.100.767150.000000.00000
412006.11.09 17:25buy220.100.766750.000000.00000
422006.11.09 17:36close220.100.768380.000000.0000016.3010218.41
432006.11.09 17:36close210.100.768380.000000.0000012.3010230.71
442006.11.09 17:36close200.100.768380.000000.00000-10.0510220.66
452006.11.29 15:05buy230.100.783650.000000.00000
462006.12.11 08:16buy240.100.782950.000000.00000
472006.12.11 08:42close240.100.783800.000000.000008.5010229.16
482006.12.11 08:42close230.100.783800.000000.000003.3010232.46
492007.04.11 08:56buy250.100.825000.000000.00000
502007.04.11 09:10buy260.100.824450.000000.00000
512007.04.11 11:22close260.100.825300.000000.000008.5010240.96
522007.04.11 11:22close250.100.825300.000000.000003.0010243.96
532007.04.17 08:25buy270.100.832950.000000.00000
542007.04.19 14:00buy280.100.832450.000000.00000
552007.04.19 14:25close280.100.833200.000000.000007.5010251.46
562007.04.19 14:25close270.100.833200.000000.000003.1010254.56
572007.04.19 15:55buy290.100.835450.000000.00000
582007.04.20 13:06buy300.100.834950.000000.00000
592007.04.20 14:33close300.100.835700.000000.000007.5010262.06
602007.04.20 14:33close290.100.835700.000000.000002.6510264.71
612007.06.08 04:16buy310.100.843950.000000.00000
622007.06.08 04:20buy320.100.843460.000000.00000
632007.06.08 04:52close320.100.844300.000000.000008.4010273.11
642007.06.08 04:52close310.100.844300.000000.000003.5010276.61
652007.07.17 04:35buy330.100.873350.000000.00000
662007.07.27 14:52buy340.100.864970.000000.00000
672007.07.30 11:00buy350.200.853050.000000.00000
682007.07.30 19:45buy360.100.852850.000000.00000
692007.07.31 00:12close360.100.860030.000000.0000071.9510348.56
702007.07.31 00:12close350.200.860030.000000.00000139.9010488.46
712007.07.31 00:12close340.100.860030.000000.00000-49.1010439.36
722007.07.31 00:12close330.100.860030.000000.00000-131.1010308.26
732007.08.20 19:00sell370.100.797900.000000.00000
742007.08.21 02:05sell380.100.802000.000000.00000
752007.08.21 02:06sell390.200.802000.000000.00000
762007.08.21 02:12close390.200.800520.000000.0000029.6010337.86
772007.08.21 02:12close380.100.800520.000000.0000014.8010352.66
782007.08.21 02:12close370.100.800520.000000.00000-26.6110326.05
792008.08.07 14:55sell400.100.909900.000000.00000
802008.08.11 10:02close400.100.894020.000000.00000157.9810484.03
812008.08.11 17:50sell410.100.888000.000000.00000
822008.08.12 14:39close410.100.877150.000000.00000108.0910592.12
832008.08.14 01:35sell420.100.870300.000000.00000
842008.08.14 15:40sell430.100.874700.000000.00000
852008.08.14 15:41sell440.200.874700.000000.00000
862008.08.14 16:59close440.200.873040.000000.0000033.2010625.32
872008.08.14 16:59close430.100.873040.000000.0000016.6010641.92
882008.08.14 16:59close420.100.873040.000000.00000-27.4010614.52
892008.08.14 17:00sell450.100.872500.000000.00000
902008.08.22 02:46sell460.100.878100.000000.00000
912008.08.22 10:44close460.100.874850.000000.0000032.5010647.02
922008.08.22 10:44close450.100.874850.000000.00000-26.7810620.24
932008.08.27 17:10sell470.100.858300.000000.00000
942008.08.28 11:59sell480.100.866150.000000.00000
952008.08.28 11:59sell490.200.866170.000000.00000
962008.08.28 14:34close490.200.863620.000000.0000051.0010671.24
972008.08.28 14:34close480.100.863620.000000.0000025.3010696.54
982008.08.28 14:34close470.100.863620.000000.00000-54.4310642.11
992008.09.04 03:35sell500.100.831300.000000.00000
1002008.09.05 01:00close500.100.818420.000000.00000128.3910770.50
1012008.09.08 11:40sell510.100.820800.000000.00000
1022008.09.09 05:27close510.100.809350.000000.00000114.0910884.59
1032008.09.10 19:50sell520.100.804800.000000.00000
1042008.09.15 09:05sell530.200.816400.000000.00000
1052008.09.15 11:24close530.200.811920.000000.0000089.6010974.19
1062008.09.15 11:24close520.100.811920.000000.00000-73.2510900.94
1072008.10.07 19:35sell540.100.716500.000000.00000
1082008.10.08 09:10close540.100.690660.000000.00000257.9911158.93
1092008.10.09 21:15sell550.100.693200.000000.00000
1102008.10.10 15:45close550.100.668600.000000.00000245.5911404.52
1112009.03.24 17:15buy560.100.702250.000000.00000
1122009.03.24 17:15buy570.100.701770.000000.00000
1132009.03.24 17:22close570.100.702560.000000.000007.9011412.42
1142009.03.24 17:22close560.100.702560.000000.000003.1011415.52
1152009.10.19 06:30buy580.100.917250.000000.00000
1162009.10.21 21:44close580.100.926740.000000.0000095.2011510.72
1172010.05.18 18:55sell590.100.873610.000000.00000
1182010.05.19 15:00close590.100.852540.000000.00000210.2911721.01
1192010.05.24 13:35sell600.100.827050.000000.00000
1202010.05.25 16:00close600.100.814480.000000.00000125.2911846.30
1212010.09.15 16:35buy610.100.938680.000000.00000
1222010.09.16 10:55buy620.100.937220.000000.00000
1232010.09.16 16:07close620.100.938460.000000.0000012.4011858.70
1242010.09.16 16:07close610.100.938460.000000.00000-1.7511856.95
1252010.09.20 04:00buy630.100.940350.000000.00000
1262010.09.20 05:04buy640.100.939850.000000.00000
1272010.09.20 05:21close640.100.940640.000000.000007.9011864.85
1282010.09.20 05:21close630.100.940640.000000.000002.9011867.75
1292010.09.23 17:35buy650.100.953710.000000.00000
1302010.09.23 18:27buy660.100.953230.000000.00000
1312010.09.23 19:13close660.100.953970.000000.000007.4011875.15
1322010.09.23 19:13close650.100.953970.000000.000002.6011877.75
1332010.09.30 10:40buy670.100.969090.000000.00000
1342010.09.30 10:48buy680.100.968640.000000.00000
1352010.09.30 11:29close680.100.969370.000000.000007.3011885.05
1362010.09.30 11:29close670.100.969370.000000.000002.8011887.85
1372010.10.04 15:50buy690.100.970130.000000.00000
1382010.10.04 15:53buy700.100.969670.000000.00000
1392010.10.05 11:55buy710.200.959810.000000.00000
1402010.10.05 15:49close710.200.965360.000000.00000111.0011998.85
1412010.10.05 15:49close700.100.965360.000000.00000-42.9511955.90
1422010.10.05 15:49close690.100.965360.000000.00000-47.5511908.35
1432010.10.08 06:25buy720.100.983570.000000.00000
1442010.10.08 16:00buy730.100.982250.000000.00000
1452010.10.08 16:05close730.100.983420.000000.0000011.7011920.05
1462010.10.08 16:05close720.100.983420.000000.00000-1.5011918.55
1472010.10.11 15:40buy740.100.985570.000000.00000
1482010.10.11 16:58buy750.100.985100.000000.00000
1492010.10.11 19:01close750.100.985840.000000.000007.4011925.95
1502010.10.11 19:01close740.100.985840.000000.000002.7011928.65
1512010.10.15 08:08buy760.100.993350.000000.00000
1522010.10.18 14:25buy770.100.987770.000000.00000
1532010.10.18 16:54close770.100.991070.000000.0000033.0011961.65
1542010.10.18 16:54close760.100.991070.000000.00000-22.6511939.00
1552011.04.22 02:10buy780.101.075130.000000.00000
1562011.04.22 02:53buy790.101.074680.000000.00000
1572011.04.22 12:32buy800.101.074370.000000.00000
1582011.04.22 21:40buy810.101.074250.000000.00000
1592011.04.25 00:00close810.101.075770.000000.0000015.3511954.35
1602011.04.25 00:00close800.101.075770.000000.0000014.1511968.50
1612011.04.25 00:00close790.101.075770.000000.0000011.0511979.55
1622011.04.25 00:00close780.101.075770.000000.000006.5511986.10
1632011.04.25 00:05buy820.101.076180.000000.00000
1642011.04.25 10:25buy830.101.074080.000000.00000
1652011.04.25 12:54close830.101.075670.000000.0000015.9012002.00
1662011.04.25 12:54close820.101.075670.000000.00000-5.1011996.90
1672011.04.26 00:25buy840.101.072700.000000.00000
1682011.04.26 00:42buy850.101.072250.000000.00000
1692011.04.26 01:04close850.101.072980.000000.000007.3012004.20
1702011.04.26 01:04close840.101.072980.000000.000002.8012007.00
1712011.04.29 09:30buy860.101.091150.000000.00000
1722011.05.03 16:55buy870.101.089520.000000.00000
1732011.05.03 17:14close870.101.090840.000000.0000013.2012020.20
1742011.05.03 17:14close860.101.090840.000000.00000-2.8012017.40
1752012.01.27 09:35buy880.101.064510.000000.00000
1762012.01.27 09:38buy890.101.064040.000000.00000
1772012.01.27 09:41close890.101.064800.000000.000007.6012025.00
1782012.01.27 09:41close880.101.064800.000000.000002.9012027.90
1792012.02.03 09:40buy900.101.070830.000000.00000
1802012.02.03 09:59buy910.101.070380.000000.00000
1812012.02.03 10:06close910.101.071120.000000.000007.4012035.30
1822012.02.03 10:06close900.101.071120.000000.000002.9012038.20
1832012.02.06 17:05buy920.101.073310.000000.00000
1842012.02.10 18:20buy930.101.067680.000000.00000
1852012.02.13 00:00close930.101.071010.000000.0000033.4512071.65
1862012.02.13 00:00close920.101.071010.000000.00000-21.9512049.70
1872012.05.15 15:40sell940.100.997070.000000.00000
1882012.05.18 11:49close940.100.986200.000000.00000106.6512156.35
1892012.05.21 07:50sell950.100.985110.000000.00000
1902012.05.22 03:40sell960.100.990260.000000.00000
1912012.05.22 03:40sell970.200.990270.000000.00000
1922012.05.22 11:04close970.200.988520.000000.0000035.0012191.35
1932012.05.22 11:04close960.100.988520.000000.0000017.4012208.75
1942012.05.22 11:04close950.100.988520.000000.00000-34.5112174.24
1952012.05.24 04:15sell980.100.974450.000000.00000
1962012.05.25 15:40sell990.100.978450.000000.00000
1972012.05.25 15:40sell1000.200.978440.000000.00000
1982012.05.25 16:54close1000.200.976990.000000.0000029.0012203.24
1992012.05.25 16:54close990.100.976990.000000.0000014.6012217.84
2002012.05.25 16:54close980.100.976990.000000.00000-25.8112192.03
2012012.05.25 20:20sell1010.100.976830.000000.00000
2022012.05.28 16:25sell1020.100.984120.000000.00000
2032012.05.28 16:25sell1030.200.984130.000000.00000
2042012.05.29 01:48close1030.200.981850.000000.0000044.7812236.81
2052012.05.29 01:48close1020.100.981850.000000.0000022.2912259.10
2062012.05.29 01:48close1010.100.981850.000000.00000-51.0212208.08
2072012.05.31 15:53sell1040.100.971870.000000.00000
2082012.06.07 02:45sell1050.200.989690.000000.00000
2092012.06.07 11:40sell1060.200.993940.000000.00000
2102012.06.07 21:25sell1070.100.992210.000000.00000
2112012.06.07 21:25sell1080.200.992200.000000.00000
2122012.06.07 23:49close1080.200.989000.000000.0000064.0012272.08
2132012.06.07 23:49close1070.100.989000.000000.0000032.1012304.18
2142012.06.07 23:49close1060.200.989000.000000.0000098.8012402.98
2152012.06.07 23:49close1050.200.989000.000000.0000013.8012416.78
2162012.06.07 23:49close1040.100.989000.000000.00000-174.1712242.61
2172013.05.14 11:41sell1090.100.995050.000000.00000
2182013.05.16 14:40close1090.100.985620.000000.0000092.6612335.27
2192013.05.21 02:55sell1100.100.978400.000000.00000
2202013.05.23 10:54close1100.100.966650.000000.00000115.8612451.13
2212013.05.24 01:55sell1110.100.968980.000000.00000
2222013.05.29 10:43close1110.100.959000.000000.0000098.5712549.70
2232013.06.21 14:11sell1120.100.921780.000000.00000
2242013.06.25 03:47sell1130.100.925790.000000.00000
2252013.06.25 03:47sell1140.200.925780.000000.00000
2262013.06.25 04:50close1140.200.924320.000000.0000029.2012578.90
2272013.06.25 04:50close1130.100.924320.000000.0000014.7012593.60
2282013.06.25 04:50close1120.100.924320.000000.00000-26.2212567.38
2292013.10.22 09:15buy1150.100.965740.000000.00000
2302013.10.23 18:30buy1160.100.962770.000000.00000
2312013.10.24 02:50buy1170.100.963590.000000.00000
2322013.10.24 03:45close1170.100.964590.000000.0000010.0012577.38
2332013.10.24 03:45close1160.100.964590.000000.0000018.6512596.03
2342013.10.24 03:45close1150.100.964590.000000.00000-10.9012585.13
2352013.11.28 15:17sell1180.100.908790.000000.00000
2362013.12.02 10:50sell1190.100.912820.000000.00000
2372013.12.02 10:50sell1200.200.912850.000000.00000
2382013.12.02 15:27close1200.200.911370.000000.0000029.6012614.73
2392013.12.02 15:27close1190.100.911370.000000.0000014.5012629.23
2402013.12.02 15:27close1180.100.911370.000000.00000-26.6212602.61
2412014.04.11 11:25buy1210.100.939930.000000.00000
2422014.04.14 07:03buy1220.100.939480.000000.00000
2432014.04.14 09:27close1220.100.940210.000000.000007.3012609.91
2442014.04.14 09:27close1210.100.940210.000000.000002.9512612.86
2452014.09.19 03:20sell1230.100.896080.000000.00000
2462014.10.02 03:44close1230.100.877700.000000.00000178.4712791.33
2472014.12.10 03:35sell1240.100.827150.000000.00000
2482014.12.10 18:01sell1250.100.831150.000000.00000
2492014.12.10 18:01sell1260.200.831160.000000.00000
2502014.12.10 19:24close1260.200.829700.000000.0000029.2012820.53
2512014.12.10 19:24close1250.100.829700.000000.0000014.5012835.03
2522014.12.10 19:24close1240.100.829700.000000.00000-25.5012809.53
2532014.12.12 15:55sell1270.100.826390.000000.00000
2542014.12.18 09:46close1270.100.816700.000000.0000094.4412903.97
2552014.12.18 20:00sell1280.100.815400.000000.00000
2562015.01.15 19:15sell1290.100.821320.000000.00000
2572015.01.15 19:15sell1300.200.821330.000000.00000
2582015.01.16 00:22close1300.200.819340.000000.0000038.9812942.95
2592015.01.16 00:22close1290.100.819340.000000.0000019.3912962.34
2602015.01.16 00:22close1280.100.819340.000000.00000-51.2912911.05
2612015.01.27 00:15sell1310.100.791470.000000.00000
2622015.01.28 02:30sell1320.100.795570.000000.00000
2632015.01.28 12:35sell1330.100.797920.000000.00000
2642015.01.28 12:35sell1340.200.797900.000000.00000
2652015.01.28 12:44close1340.200.795700.000000.0000044.0012955.05
2662015.01.28 12:44close1330.100.795700.000000.0000022.2012977.25
2672015.01.28 12:44close1320.100.795700.000000.00000-1.3012975.95
2682015.01.28 12:44close1310.100.795700.000000.00000-42.7112933.24
2692015.02.03 00:30sell1350.100.779160.000000.00000
2702015.02.03 15:19close1350.100.768920.000000.00000102.4013035.64
2712015.02.13 12:01sell1360.100.773630.000000.00000
2722015.02.13 23:59sell1370.100.777740.000000.00000
2732015.02.13 23:59sell1380.200.777780.000000.00000
2742015.02.13 23:59close1380.200.776010.000000.0000035.4013071.04
2752015.02.13 23:59close1370.100.776010.000000.0000017.3013088.34
2762015.02.13 23:59close1360.100.776010.000000.00000-23.8013064.54
2772015.07.09 03:15sell1390.100.741500.000000.00000
2782015.07.10 10:00sell1400.100.746970.000000.00000
2792015.07.10 10:00sell1410.200.746960.000000.00000
2802015.07.10 11:14close1410.200.745140.000000.0000036.4013100.94
2812015.07.10 11:14close1400.100.745140.000000.0000018.3013119.24
2822015.07.10 11:14close1390.100.745140.000000.00000-36.8113082.43
2832015.07.27 21:05sell1420.100.728440.000000.00000
2842015.07.29 06:05sell1430.100.733090.000000.00000
2852015.07.29 06:05sell1440.200.733100.000000.00000
2862015.07.29 09:19close1440.200.731480.000000.0000032.4013114.83
2872015.07.29 09:19close1430.100.731480.000000.0000016.1013130.93
2882015.07.29 09:19close1420.100.731480.000000.00000-31.2213099.71
2892015.09.03 05:40sell1450.100.702500.000000.00000
2902015.09.11 04:05sell1460.100.707210.000000.00000
2912015.09.11 04:05sell1470.200.707240.000000.00000
2922015.09.11 10:13close1470.200.705590.000000.0000033.0013132.71
2932015.09.11 10:13close1460.100.705590.000000.0000016.2013148.91
2942015.09.11 10:13close1450.100.705590.000000.00000-34.1813114.73
2952016.03.10 13:35buy1480.100.748520.000000.00000
2962016.03.10 14:48buy1490.100.748060.000000.00000
2972016.03.10 14:50close1490.100.748800.000000.000007.4013122.13
2982016.03.10 14:50close1480.100.748800.000000.000002.8013124.93