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

通貨ペアEURUSD (Euro 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844353モデルティック数120694520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3736.08総利益5402.30総損失-1666.21
プロフィットファクタ3.24期待利得26.13
絶対ドローダウン129.32最大ドローダウン4033.00 (29.01%)相対ドローダウン29.01% (4033.00)
総取引数143売りポジション(勝率%)59 (69.49%)買いポジション(勝率%)84 (82.14%)
勝率(%)110 (76.92%)負率 (%)33 (23.08%)
最大勝トレード597.32敗トレード-154.78
平均勝トレード49.11敗トレード-50.49
最大連勝(金額)15 (201.63)連敗(金額)3 (-279.51)
最大連勝(トレード数)1115.73 (4)連敗(トレード数)-279.51 (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
12005.02.09 03:10sell10.101.275600.000000.00000
22005.02.10 10:10sell20.101.279700.000000.00000
32005.02.10 10:11sell30.201.279750.000000.00000
42005.02.10 12:55close30.201.278150.000000.0000032.0010032.00
52005.02.10 12:55close20.101.278150.000000.0000015.5010047.50
62005.02.10 12:55close10.101.278150.000000.00000-25.4310022.07
72005.06.03 09:20sell40.101.227600.000000.00000
82005.06.14 02:14close40.101.212550.000000.00000150.7210172.79
92005.06.14 14:00sell50.101.211400.000000.00000
102005.06.20 01:10sell60.101.219400.000000.00000
112005.06.20 01:10sell70.201.219450.000000.00000
122005.06.20 13:40sell80.101.221500.000000.00000
132005.06.20 14:48close80.101.217780.000000.0000037.2010209.99
142005.06.20 14:48close70.201.217780.000000.0000033.4010243.39
152005.06.20 14:48close60.101.217780.000000.0000016.2010259.59
162005.06.20 14:48close50.101.217780.000000.00000-63.6610195.93
172006.05.02 10:40buy90.101.260950.000000.00000
182006.05.04 14:57buy100.101.260270.000000.00000
192006.05.04 14:59close100.101.261390.000000.0000011.2010207.13
202006.05.04 14:59close90.101.261390.000000.000002.3810209.51
212006.05.04 15:05buy110.101.262450.000000.00000
222006.05.08 15:38close110.101.272400.000000.0000098.4910308.00
232006.05.09 13:40buy120.101.269750.000000.00000
242006.05.09 13:55buy130.101.269150.000000.00000
252006.05.09 14:05close130.101.270000.000000.000008.5010316.50
262006.05.09 14:05close120.101.270000.000000.000002.5010319.00
272006.05.11 14:45buy140.101.275450.000000.00000
282006.05.11 14:48buy150.101.274950.000000.00000
292006.05.11 15:30close150.101.275800.000000.000008.5010327.50
302006.05.11 15:30close140.101.275800.000000.000003.5010331.00
312006.11.30 03:15buy160.101.316750.000000.00000
322006.11.30 04:15buy170.101.316250.000000.00000
332006.11.30 05:58close170.101.317100.000000.000008.5010339.50
342006.11.30 05:58close160.101.317100.000000.000003.5010343.00
352006.12.04 17:00buy180.101.332450.000000.00000
362006.12.05 15:03buy190.101.331970.000000.00000
372006.12.05 15:16close190.101.332720.000000.000007.5010350.50
382006.12.05 15:16close180.101.332720.000000.000002.1910352.69
392006.12.05 20:50buy200.101.332850.000000.00000
402006.12.06 04:10buy210.101.331950.000000.00000
412006.12.06 06:38close210.101.333080.000000.0000011.3010363.99
422006.12.06 06:38close200.101.333080.000000.000001.7910365.78
432006.12.06 06:38buy220.101.333110.000000.00000
442006.12.06 16:25buy230.101.330320.000000.00000
452006.12.07 02:15buy240.101.329350.000000.00000
462006.12.07 08:13close240.101.331500.000000.0000021.5010387.28
472006.12.07 08:13close230.101.331500.000000.0000010.2810397.57
482006.12.07 08:13close220.101.331500.000000.00000-17.6210379.95
492007.04.16 00:05buy250.101.356450.000000.00000
502007.04.16 12:10buy260.101.355550.000000.00000
512007.04.17 04:36buy270.101.353750.000000.00000
522007.04.17 13:55buy280.101.354800.000000.00000
532007.04.17 14:30close280.101.355650.000000.000008.5010388.45
542007.04.17 14:30close270.101.355650.000000.0000019.0010407.45
552007.04.17 14:30close260.101.355650.000000.000000.4910407.94
562007.04.17 14:30close250.101.355650.000000.00000-8.5110399.44
572007.07.12 04:45buy290.101.375450.000000.00000
582007.07.25 22:05buy300.101.371550.000000.00000
592007.07.26 08:55buy310.101.371150.000000.00000
602007.07.26 16:01close310.101.373250.000000.0000021.0010420.44
612007.07.26 16:01close300.101.373250.000000.0000015.4810435.92
622007.07.26 16:01close290.101.373250.000000.00000-29.0810406.83
632007.09.21 19:00buy320.101.407950.000000.00000
642007.09.25 08:19buy330.101.407470.000000.00000
652007.09.25 10:18close330.101.408230.000000.000007.6010414.43
662007.09.25 10:18close320.101.408230.000000.000001.7910416.22
672007.09.25 11:05buy340.101.409150.000000.00000
682007.10.02 08:09close340.101.420850.000000.00000113.4610529.68
692007.11.01 17:34buy350.101.446150.000000.00000
702007.11.01 17:35buy360.101.445660.000000.00000
712007.11.01 17:41close360.101.446540.000000.000008.8010538.48
722007.11.01 17:41close350.101.446540.000000.000003.9010542.38
732007.11.08 09:10buy370.101.466450.000000.00000
742007.11.08 09:29buy380.101.465850.000000.00000
752007.11.08 09:36close380.101.466660.000000.000008.1010550.48
762007.11.08 09:36close370.101.466660.000000.000002.1010552.58
772007.11.22 17:00buy390.101.484850.000000.00000
782007.11.22 17:12buy400.101.484250.000000.00000
792007.11.22 17:43close400.101.485100.000000.000008.5010561.08
802007.11.22 17:43close390.101.485100.000000.000002.5010563.58
812007.11.27 14:10buy410.101.486250.000000.00000
822007.11.28 15:30buy420.201.476050.000000.00000
832007.11.28 20:01close420.201.479970.000000.0000078.4010641.98
842007.11.28 20:01close410.101.479970.000000.00000-63.3110578.67
852008.02.28 14:00buy430.101.511150.000000.00000
862008.03.03 16:12close430.101.521090.000000.0000098.3910677.06
872008.03.04 11:50buy440.101.520450.000000.00000
882008.03.05 13:50buy450.101.519550.000000.00000
892008.03.05 14:15close450.101.520510.000000.000009.6010686.66
902008.03.05 14:15close440.101.520510.000000.000000.0910686.76
912008.03.05 14:25buy460.101.520950.000000.00000
922008.03.07 15:37close460.101.536540.000000.00000153.8810840.63
932008.03.10 00:05buy470.101.539850.000000.00000
942008.03.10 01:00buy480.101.539350.000000.00000
952008.03.10 23:55buy490.101.535950.000000.00000
962008.03.11 10:08close490.101.538890.000000.0000028.8910869.53
972008.03.11 10:08close480.101.538890.000000.00000-5.1110864.42
982008.03.11 10:08close470.101.538890.000000.00000-10.1110854.31
992008.03.18 04:00buy500.101.575850.000000.00000
1002008.03.19 02:49buy510.101.566830.000000.00000
1012008.03.19 08:10close510.101.571860.000000.0000050.3010904.61
1022008.03.19 08:10close500.101.571860.000000.00000-40.4110864.21
1032008.08.11 17:30sell520.101.498300.000000.00000
1042008.08.12 08:38close520.101.487950.000000.00000103.5210967.73
1052008.08.13 01:40sell530.101.489100.000000.00000
1062008.08.18 05:25close530.101.474850.000000.00000142.6211110.35
1072008.08.18 12:45sell540.101.471100.000000.00000
1082008.08.20 03:25sell550.101.476400.000000.00000
1092008.08.20 03:25sell560.201.476430.000000.00000
1102008.08.20 08:29close560.201.474600.000000.0000036.6011146.95
1112008.08.20 08:29close550.101.474600.000000.0000018.0011164.95
1122008.08.20 08:29close540.101.474600.000000.00000-34.9511130.00
1132008.09.08 09:10sell570.101.431800.000000.00000
1142008.09.08 12:54close570.101.422450.000000.0000093.5011223.50
1152008.09.09 23:47sell580.101.411100.000000.00000
1162008.09.11 14:31close580.101.397700.000000.00000134.1011357.60
1172008.10.08 01:11sell590.101.357290.000000.00000
1182008.10.08 23:35sell600.101.363400.000000.00000
1192008.10.09 02:54close600.101.359810.000000.0000035.9711393.57
1202008.10.09 02:54close590.101.359810.000000.00000-25.1311368.44
1212008.10.24 03:55sell610.101.281000.000000.00000
1222008.10.24 14:21close610.101.261650.000000.00000193.5011561.94
1232008.10.28 11:50sell620.101.247600.000000.00000
1242008.10.29 04:15sell630.201.271500.000000.00000
1252008.10.29 06:28close630.201.263080.000000.00000168.4011730.34
1262008.10.29 06:28close620.101.263080.000000.00000-154.7811575.56
1272009.03.23 00:05buy640.101.364180.000000.00000
1282009.03.23 00:08buy650.101.363710.000000.00000
1292009.03.23 00:42close650.101.364490.000000.000007.8011583.36
1302009.03.23 00:42close640.101.364490.000000.000003.1011586.46
1312009.03.23 19:50buy660.101.362330.000000.00000
1322009.03.23 19:51buy670.101.361850.000000.00000
1332009.03.23 19:54close670.101.362620.000000.000007.7011594.16
1342009.03.23 19:54close660.101.362620.000000.000002.9011597.06
1352009.05.25 17:35buy680.101.400350.000000.00000
1362009.05.25 17:45buy690.101.399870.000000.00000
1372009.05.25 18:25close690.101.400620.000000.000007.5011604.56
1382009.05.25 18:25close680.101.400620.000000.000002.7011607.26
1392009.09.18 15:25buy700.101.472570.000000.00000
1402009.09.18 15:41buy710.101.472120.000000.00000
1412009.09.18 17:00close710.101.472860.000000.000007.4011614.66
1422009.09.18 17:00close700.101.472860.000000.000002.9011617.56
1432010.01.29 14:35sell720.101.394630.000000.00000
1442010.02.09 07:55close720.101.372310.000000.00000223.4211840.98
1452010.05.07 16:05sell730.101.265400.000000.00000
1462010.05.07 17:11sell740.101.269430.000000.00000
1472010.05.07 17:11sell750.201.269460.000000.00000
1482010.05.10 14:40sell760.201.290800.000000.00000
1492010.05.11 01:10close760.201.275430.000000.00000307.4512148.43
1502010.05.11 01:10close750.201.275430.000000.00000-119.3012029.12
1512010.05.11 01:10close740.101.275430.000000.00000-59.9511969.17
1522010.05.11 01:10close730.101.275430.000000.00000-100.2511868.92
1532010.05.12 17:20sell770.101.265910.000000.00000
1542010.05.14 14:48close770.101.252010.000000.00000139.1012008.02
1552010.05.18 03:05sell780.101.233540.000000.00000
1562010.05.18 17:31sell790.101.237550.000000.00000
1572010.05.18 17:31sell800.201.237540.000000.00000
1582010.05.18 17:44close800.201.236090.000000.0000029.0012037.02
1592010.05.18 17:44close790.101.236090.000000.0000014.6012051.62
1602010.05.18 17:44close780.101.236090.000000.00000-25.5012026.12
1612010.10.05 07:50buy810.101.370840.000000.00000
1622010.10.05 07:55buy820.101.370390.000000.00000
1632010.10.05 08:17close820.101.371140.000000.000007.5012033.62
1642010.10.05 08:17close810.101.371140.000000.000003.0012036.62
1652010.10.15 08:10buy830.101.406550.000000.00000
1662010.10.18 13:05buy840.201.391140.000000.00000
1672010.10.18 16:56close840.201.396800.000000.00000113.2012149.82
1682010.10.18 16:56close830.101.396800.000000.00000-98.0112051.81
1692011.04.29 00:15buy850.101.483480.000000.00000
1702011.04.29 00:19buy860.101.483000.000000.00000
1712011.04.29 00:32close860.101.483770.000000.000007.7012059.51
1722011.04.29 00:32close850.101.483770.000000.000002.9012062.41
1732011.05.02 10:35buy870.101.481910.000000.00000
1742011.05.02 10:51buy880.101.481450.000000.00000
1752011.05.02 11:20close880.101.482190.000000.000007.4012069.81
1762011.05.02 11:20close870.101.482190.000000.000002.8012072.61
1772011.05.03 07:45buy890.101.483280.000000.00000
1782011.05.03 08:00buy900.101.482810.000000.00000
1792011.05.03 08:37close900.101.483570.000000.000007.6012080.21
1802011.05.03 08:37close890.101.483570.000000.000002.9012083.11
1812011.05.05 08:00buy910.101.487120.000000.00000
1822011.05.05 08:02buy920.101.486650.000000.00000
1832011.05.05 08:47close920.101.487420.000000.000007.7012090.81
1842011.05.05 08:47close910.101.487420.000000.000003.0012093.81
1852011.12.15 19:15sell930.101.299720.000000.00000
1862011.12.16 08:20sell940.101.303730.000000.00000
1872011.12.16 08:20sell950.201.303750.000000.00000
1882011.12.16 08:30close950.201.302270.000000.0000029.6012123.41
1892011.12.16 08:30close940.101.302270.000000.0000014.6012138.01
1902011.12.16 08:30close930.101.302270.000000.00000-25.4812112.53
1912012.01.09 17:15sell960.101.272430.000000.00000
1922012.01.10 16:45sell970.101.277120.000000.00000
1932012.01.10 16:45sell980.201.277130.000000.00000
1942012.01.11 00:55close980.201.275490.000000.0000032.8512145.38
1952012.01.11 00:55close970.101.275490.000000.0000016.3212161.71
1962012.01.11 00:55close960.101.275490.000000.00000-30.5512131.15
1972012.05.15 14:45sell990.101.283610.000000.00000
1982012.05.16 10:31close990.101.274030.000000.0000095.8212226.98
1992012.05.16 19:40sell1000.101.272480.000000.00000
2002012.05.21 08:05sell1010.101.278220.000000.00000
2012012.05.21 08:05sell1020.201.278230.000000.00000
2022012.05.21 08:30close1020.201.276340.000000.0000037.8012264.78
2032012.05.21 08:30close1010.101.276340.000000.0000018.8012283.58
2042012.05.21 08:30close1000.101.276340.000000.00000-38.4812245.10
2052012.05.28 15:20sell1030.101.255390.000000.00000
2062012.06.01 15:26close1030.101.238990.000000.00000164.1412409.24
2072012.06.04 04:05sell1040.101.238900.000000.00000
2082012.06.05 07:45sell1050.201.251820.000000.00000
2092012.06.05 09:22close1050.201.247060.000000.0000095.2012504.44
2102012.06.05 09:22close1040.101.247060.000000.00000-81.5812422.87
2112012.09.10 17:15buy1060.101.279140.000000.00000
2122012.09.11 03:00buy1070.101.276530.000000.00000
2132012.09.11 04:42close1070.101.278370.000000.0000018.4012441.27
2142012.09.11 04:42close1060.101.278370.000000.00000-8.2112433.06
2152012.12.20 11:35buy1080.101.324260.000000.00000
2162012.12.21 08:30buy1090.101.320520.000000.00000
2172012.12.21 11:36close1090.101.322910.000000.0000023.9012456.96
2182012.12.21 11:36close1080.101.322910.000000.00000-14.0112442.95
2192013.06.13 20:53buy1100.101.334770.000000.00000
2202013.06.13 20:56buy1110.101.334310.000000.00000
2212013.06.13 22:14close1110.101.335050.000000.000007.4012450.35
2222013.06.13 22:14close1100.101.335050.000000.000002.8012453.15
2232013.10.23 16:20buy1120.101.377610.000000.00000
2242013.10.29 23:25buy1130.101.374790.000000.00000
2252013.10.30 07:45buy1140.101.374270.000000.00000
2262013.10.30 09:49close1140.101.376080.000000.0000018.1012471.25
2272013.10.30 09:49close1130.101.376080.000000.0000012.3912483.65
2282013.10.30 09:49close1120.101.376080.000000.00000-18.8412464.81
2292014.05.29 19:55sell1150.101.360090.000000.00000
2302014.06.06 05:45sell1160.101.365820.000000.00000
2312014.06.06 05:45sell1170.201.365830.000000.00000
2322014.06.06 10:23close1170.201.363940.000000.0000037.8012502.61
2332014.06.06 10:23close1160.101.363940.000000.0000018.8012521.41
2342014.06.06 10:23close1150.101.363940.000000.00000-38.3112483.10
2352014.07.23 17:55sell1180.101.346220.000000.00000
2362014.10.15 15:40close1180.101.286690.000000.00000597.3213080.41
2372015.01.14 20:50sell1190.101.178200.000000.00000
2382015.01.15 11:36close1190.101.165280.000000.00000129.2713209.69
2392015.01.20 01:35sell1200.101.159840.000000.00000
2402015.01.26 18:19close1200.101.128860.000000.00000309.9413519.63
2412015.01.27 00:00sell1210.101.123770.000000.00000
2422015.01.28 03:10sell1220.201.134240.000000.00000
2432015.01.28 22:03close1220.201.130280.000000.0000079.2013598.83
2442015.01.28 22:03close1210.101.130280.000000.00000-65.0813533.75
2452015.03.09 16:45sell1230.101.085430.000000.00000
2462015.03.12 09:58close1230.101.063170.000000.00000222.7213756.47
2472015.03.13 04:00sell1240.101.060890.000000.00000
2482015.03.19 04:44sell1250.201.081990.000000.00000
2492015.03.19 09:17close1250.201.074500.000000.00000149.8013906.27
2502015.03.19 09:17close1240.101.074500.000000.00000-135.9613770.32
2512015.08.25 23:30buy1260.101.153340.000000.00000
2522015.08.25 23:31buy1270.101.152870.000000.00000
2532015.08.26 01:40close1270.101.153610.000000.000006.8913777.21
2542015.08.26 01:40close1260.101.153610.000000.000002.1913779.41
2552015.11.11 13:20sell1280.101.072660.000000.00000
2562015.11.13 04:00sell1290.101.078700.000000.00000
2572015.11.13 04:00sell1300.201.078710.000000.00000
2582015.11.13 10:22close1300.201.076740.000000.0000039.4013818.81
2592015.11.13 10:22close1290.101.076740.000000.0000019.6013838.41
2602015.11.13 10:22close1280.101.076740.000000.00000-40.7013797.70
2612015.11.18 17:55sell1310.101.065150.000000.00000
2622015.11.20 02:30sell1320.101.072170.000000.00000
2632015.11.20 02:30sell1330.201.072130.000000.00000
2642015.11.20 09:42close1330.201.069940.000000.0000043.8013841.50
2652015.11.20 09:42close1320.101.069940.000000.0000022.3013863.80
2662015.11.20 09:42close1310.101.069940.000000.00000-47.8013816.00
2672016.02.10 22:36buy1340.101.128690.000000.00000
2682016.02.12 22:55buy1350.101.125280.000000.00000
2692016.02.15 23:00buy1360.201.115300.000000.00000
2702016.02.16 10:45buy1370.101.117100.000000.00000
2712016.02.17 00:30buy1380.101.114550.000000.00000
2722016.02.17 09:05buy1390.101.116850.000000.00000
2732016.02.17 20:30buy1400.101.114220.000000.00000
2742016.02.18 04:50buy1410.101.113850.000000.00000
2752016.02.18 20:00buy1420.101.111520.000000.00000
2762016.02.19 04:20buy1430.101.112350.000000.00000
2772016.03.10 18:26close1430.101.117330.000000.0000039.6813855.68
2782016.03.10 18:26close1420.101.117330.000000.0000047.4713903.15
2792016.03.10 18:26close1410.101.117330.000000.0000024.1713927.33
2802016.03.10 18:26close1400.101.117330.000000.0000018.9613946.28
2812016.03.10 18:26close1390.101.117330.000000.00000-7.3413938.94
2822016.03.10 18:26close1380.101.117330.000000.0000015.6613954.59
2832016.03.10 18:26close1370.101.117330.000000.00000-10.3513944.24
2842016.03.10 18:26close1360.201.117330.000000.0000014.2913958.53
2852016.03.10 18:26close1350.101.117330.000000.00000-93.1613865.37
2862016.03.10 18:26close1340.101.117330.000000.00000-129.2913736.08