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

通貨ペアEURGBP (Euro vs Great Britan Pound)
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812322モデルティック数101754130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2130.42総利益3083.23総損失-952.81
プロフィットファクタ3.24期待利得24.77
絶対ドローダウン432.72最大ドローダウン1599.34 (13.94%)相対ドローダウン13.94% (1599.34)
総取引数86売りポジション(勝率%)19 (68.42%)買いポジション(勝率%)67 (76.12%)
勝率(%)64 (74.42%)負率 (%)22 (25.58%)
最大勝トレード280.75敗トレード-158.57
平均勝トレード48.18敗トレード-43.31
最大連勝(金額)15 (714.48)連敗(金額)5 (-292.64)
最大連勝(トレード数)714.48 (15)連敗(トレード数)-310.02 (2)
平均連勝5連敗2
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
12006.08.08 15:25sell10.100.673500.000000.00000
22006.08.17 08:36sell20.100.677500.000000.00000
32006.08.17 08:37sell30.200.677500.000000.00000
42006.08.18 01:35sell40.100.680600.000000.00000
52006.08.21 09:16sell50.100.682000.000000.00000
62006.08.21 09:17sell60.200.682000.000000.00000
72006.08.22 11:59close60.200.678550.000000.0000098.5710098.57
82006.08.22 11:59close50.100.678550.000000.0000049.2910147.86
92006.08.22 11:59close40.100.678550.000000.0000029.4310177.29
102006.08.22 11:59close30.200.678550.000000.00000-29.3010147.99
112006.08.22 11:59close20.100.678550.000000.00000-14.6510133.33
122006.08.22 11:59close10.100.678550.000000.00000-70.5210062.81
132007.01.16 18:40sell70.100.658600.000000.00000
142007.02.01 09:07sell80.100.662700.000000.00000
152007.02.01 09:08sell90.200.662700.000000.00000
162007.02.01 12:13close90.200.661150.000000.0000044.1910107.00
172007.02.01 12:13close80.100.661150.000000.0000022.0910129.09
182007.02.01 12:13close70.100.661150.000000.00000-34.4510094.64
192007.02.19 11:24buy100.100.675190.000000.00000
202007.02.19 11:39buy110.100.674650.000000.00000
212007.02.19 13:10close110.100.675500.000000.0000012.1110106.75
222007.02.19 13:10close100.100.675500.000000.000004.4110111.16
232007.03.06 00:05buy120.100.681850.000000.00000
242007.03.06 00:27buy130.100.681350.000000.00000
252007.03.06 09:25buy140.100.680650.000000.00000
262007.03.07 04:20buy150.100.680150.000000.00000
272007.03.07 12:47buy160.100.680250.000000.00000
282007.03.07 20:43close160.100.681350.000000.0000015.6810126.84
292007.03.07 20:43close150.100.681350.000000.0000017.1010143.94
302007.03.07 20:43close140.100.681350.000000.000009.4710153.42
312007.03.07 20:43close130.100.681350.000000.00000-0.5110152.91
322007.03.07 20:43close120.100.681350.000000.00000-7.6310145.29
332007.09.26 19:25buy170.100.700850.000000.00000
342007.09.27 15:05buy180.100.699850.000000.00000
352007.09.28 03:45buy190.100.699650.000000.00000
362007.09.28 07:48close190.100.700700.000000.0000014.9610160.25
372007.09.28 07:48close180.100.700700.000000.0000011.6010171.85
382007.09.28 07:48close170.100.700700.000000.00000-4.1610167.69
392007.11.19 09:15buy200.100.714750.000000.00000
402007.11.19 09:23buy210.100.714250.000000.00000
412007.11.19 09:56close210.100.715020.000000.0000010.9710178.66
422007.11.19 09:56close200.100.715020.000000.000003.8410182.50
432007.11.22 16:40buy220.100.719350.000000.00000
442007.11.26 11:45buy230.100.718050.000000.00000
452007.11.27 01:02buy240.100.718150.000000.00000
462007.11.27 11:25buy250.100.717650.000000.00000
472007.11.27 14:17close250.100.718800.000000.0000016.3910198.89
482007.11.27 14:17close240.100.718800.000000.000009.2610208.15
492007.11.27 14:17close230.100.718800.000000.0000010.1810218.33
502007.11.27 14:17close220.100.718800.000000.00000-9.3610208.98
512007.12.27 15:00buy260.100.730250.000000.00000
522008.01.16 16:48close260.100.749450.000000.00000264.4910473.47
532008.03.04 13:00buy270.100.765550.000000.00000
542008.03.06 21:51buy280.100.765050.000000.00000
552008.03.07 07:44buy290.100.764750.000000.00000
562008.03.07 12:02close290.100.765700.000000.0000013.5410487.01
572008.03.07 12:02close280.100.765700.000000.000008.7510495.76
582008.03.07 12:02close270.100.765700.000000.00000-0.3910495.37
592008.03.14 16:24buy300.100.768850.000000.00000
602008.03.14 16:41buy310.100.768350.000000.00000
612008.03.14 17:00close310.100.769100.000000.0000010.6910506.06
622008.03.14 17:00close300.100.769100.000000.000003.5610509.62
632008.03.19 06:08buy320.100.781850.000000.00000
642008.03.19 06:59buy330.100.781360.000000.00000
652008.03.19 08:05close330.100.782110.000000.0000010.6910520.31
662008.03.19 08:05close320.100.782110.000000.000003.7110524.02
672008.09.03 17:00buy340.100.813850.000000.00000
682008.09.05 02:35buy350.100.811250.000000.00000
692008.09.05 03:50close350.100.813800.000000.0000036.3410560.36
702008.09.05 03:50close340.100.813800.000000.00000-2.7310557.63
712008.11.17 09:00buy360.100.855650.000000.00000
722008.11.17 09:36buy370.100.855150.000000.00000
732008.11.18 13:20buy380.200.840750.000000.00000
742008.11.19 01:10buy390.100.844850.000000.00000
752008.11.20 04:47buy400.200.835850.000000.00000
762008.11.20 12:14close400.200.844700.000000.00000252.2310809.86
772008.11.20 12:14close390.100.844700.000000.00000-3.6510806.22
782008.11.20 12:14close380.200.844700.000000.00000108.5310914.74
792008.11.20 12:14close370.100.844700.000000.00000-151.4510763.29
802008.11.20 12:14close360.100.844700.000000.00000-158.5710604.73
812008.12.19 09:05buy410.100.947250.000000.00000
822008.12.19 09:05buy420.100.946680.000000.00000
832008.12.19 09:12close420.100.947480.000000.0000011.4010616.13
842008.12.19 09:12close410.100.947480.000000.000003.2710619.40
852008.12.22 02:00buy430.100.936650.000000.00000
862008.12.22 12:33close430.100.946130.000000.00000135.1010754.50
872008.12.23 08:09buy440.100.943950.000000.00000
882008.12.23 09:05buy450.100.943450.000000.00000
892008.12.23 10:31close450.100.944300.000000.0000012.1210766.62
902008.12.23 10:31close440.100.944300.000000.000004.9910771.61
912009.09.17 18:49buy460.100.893050.000000.00000
922009.09.23 10:31close460.100.902290.000000.00000129.6810901.28
932009.09.29 11:40buy470.100.920750.000000.00000
942009.09.29 11:44buy480.100.920250.000000.00000
952009.09.29 20:00buy490.100.913950.000000.00000
962009.09.30 14:28buy500.100.912600.000000.00000
972009.09.30 22:45buy510.100.915850.000000.00000
982009.10.01 03:26close510.100.917300.000000.0000019.1510920.44
992009.10.01 03:26close500.100.917300.000000.0000065.4710985.91
1002009.10.01 03:26close490.100.917300.000000.0000045.7311031.64
1012009.10.01 03:26close480.100.917300.000000.00000-44.0610987.58
1022009.10.01 03:26close470.100.917300.000000.00000-51.1910936.39
1032010.03.03 07:44buy520.100.908300.000000.00000
1042010.03.03 07:52buy530.100.907840.000000.00000
1052010.03.03 08:11close530.100.908570.000000.0000010.4110946.80
1062010.03.03 08:11close520.100.908570.000000.000003.8510950.65
1072010.03.03 16:36buy540.100.907800.000000.00000
1082010.03.04 01:05buy550.100.907270.000000.00000
1092010.03.04 02:05close550.100.908040.000000.0000010.9710961.62
1102010.03.04 02:05close540.100.908040.000000.000001.9010963.52
1112010.10.14 03:32buy560.100.881260.000000.00000
1122010.10.14 04:48buy570.100.880780.000000.00000
1132010.10.14 06:16close570.100.881540.000000.0000010.8410974.36
1142010.10.14 06:16close560.100.881540.000000.000003.9910978.35
1152010.10.22 15:05buy580.100.888500.000000.00000
1162010.10.22 15:10buy590.100.887950.000000.00000
1172010.10.22 15:45close590.100.888750.000000.0000011.4010989.75
1182010.10.22 15:45close580.100.888750.000000.000003.5610993.31
1192011.12.16 08:45sell600.100.838780.000000.00000
1202012.01.10 14:04close600.100.828490.000000.00000149.1311142.44
1212012.04.20 11:50sell610.100.817990.000000.00000
1222012.05.17 15:20close610.100.803770.000000.00000205.5811348.01
1232012.09.17 16:30buy620.100.809210.000000.00000
1242012.09.17 16:41buy630.100.808750.000000.00000
1252012.09.18 01:00buy640.100.807070.000000.00000
1262012.09.19 00:25buy650.100.803000.000000.00000
1272012.09.19 16:05buy660.100.804090.000000.00000
1282012.09.20 21:00buy670.100.799720.000000.00000
1292012.09.21 11:35buy680.100.800180.000000.00000
1302012.09.24 15:50buy690.100.797100.000000.00000
1312012.09.25 02:30buy700.100.797390.000000.00000
1322012.09.25 13:30buy710.100.796980.000000.00000
1332012.10.03 17:06close710.100.802850.000000.0000079.6311427.64
1342012.10.03 17:06close700.100.802850.000000.0000073.7811501.41
1352012.10.03 17:06close690.100.802850.000000.0000077.4111578.82
1362012.10.03 17:06close680.100.802850.000000.0000032.9911611.82
1372012.10.03 17:06close670.100.802850.000000.0000039.0511650.87
1382012.10.03 17:06close660.100.802850.000000.00000-24.7611626.11
1392012.10.03 17:06close650.100.802850.000000.00000-9.2211616.89
1402012.10.03 17:06close640.100.802850.000000.00000-67.7311549.16
1412012.10.03 17:06close630.100.802850.000000.00000-92.1911456.97
1422012.10.03 17:06close620.100.802850.000000.00000-98.7511358.23
1432013.01.21 16:05buy720.100.839010.000000.00000
1442013.02.04 17:56close720.100.859200.000000.00000280.7511638.98
1452014.05.22 17:35sell730.100.809770.000000.00000
1462014.05.29 19:35sell740.100.813900.000000.00000
1472014.05.29 19:35sell750.200.813920.000000.00000
1482014.05.30 08:29close750.200.812400.000000.0000043.5711682.55
1492014.05.30 08:29close740.100.812400.000000.0000021.5111704.05
1502014.05.30 08:29close730.100.812400.000000.00000-36.6711667.38
1512014.06.17 08:15sell760.100.798850.000000.00000
1522014.09.19 22:10close760.100.787830.000000.00000167.2711834.65
1532015.01.26 19:50sell770.100.747060.000000.00000
1542015.01.30 15:45sell780.100.751540.000000.00000
1552015.01.30 15:45sell790.200.751550.000000.00000
1562015.01.30 21:25close790.200.749970.000000.0000045.0811879.73
1572015.01.30 21:25close780.100.749970.000000.0000022.3911902.12
1582015.01.30 21:25close770.100.749970.000000.00000-40.8911861.23
1592015.02.27 16:24sell800.100.726910.000000.00000
1602015.03.12 14:33close800.100.711140.000000.00000226.4012087.63
1612016.01.15 06:00buy810.100.755430.000000.00000
1622016.01.15 06:48buy820.100.754970.000000.00000
1632016.01.15 07:34close820.100.755700.000000.0000010.4112098.04
1642016.01.15 07:34close810.100.755700.000000.000003.8512101.89
1652016.01.18 16:10buy830.100.763540.000000.00000
1662016.01.18 16:28buy840.100.763080.000000.00000
1672016.01.18 19:53close840.100.763810.000000.0000010.4212112.31
1682016.01.18 19:53close830.100.763810.000000.000003.8512116.16
1692016.01.21 08:27buy850.100.768560.000000.00000
1702016.01.21 08:42buy860.100.768100.000000.00000
1712016.01.21 09:01close860.100.768830.000000.0000010.4112126.57
1722016.01.21 09:01close850.100.768830.000000.000003.8512130.42