Strategy Tester Report
EGOIST (USDJPY)_2.6_FXON
GAINCapitalJapan-Live 8 (Build 830)

通貨ペアUSDJPYpro (US Dollar vs Japanese Yen)
期間5分足(M5) 2015.01.01 00:00 - 2015.05.29 23:55 (2015.01.01 - 2015.05.30)
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Magic=83886101; Lots=1; MaxSpread=2; Slippage=2; MM=false; Risk=2; AutoGMTOffset=false; GMTOffset=9; TradeStart_JST=3.5; TradeEnd_JST=8.5; TimeClose=true; TimeClose_JST=17; MondayTrade=true; SaturdayTrade=true; RSI_Plus=true; L_MaxPosition=1; S_MaxPosition=1; TP=0; SL=25; InfoColor=0;
テストバー数31555モデルティック数5854372モデリング品質55.87%
不整合チャートエラー1
初期証拠金1000000.00スプレッド5
総損益275640.00総利益453820.00総損失-178180.00
プロフィットファクター2.55期待利得5200.75
絶対ドローダウン38790.00最大ドローダウン46990.00 (4.66%)相対ドローダウン4.66% (46990.00)
総取引数53ショートポジション(勝率%)29 (82.76%)ロングポジション(勝率%)24 (66.67%)
勝率(%)40 (75.47%)負率 (%)13 (24.53%)
最大勝トレード38200.00負トレード-25000.00
平均勝トレード11345.50負トレード-13706.15
最大連勝(金額)15 (170780.00)連敗(金額)2 (-14990.00)
最大化連勝(トレード数)170780.00 (15)連敗(トレード数)-25000.00 (1)
平均連勝4連敗1
Graph
#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
12015.02.03 05:20sell11.00117.326117.5760.000
22015.02.03 06:42s/l11.00117.576117.5760.000-25000.00975000.00
32015.02.05 05:35sell21.00117.465117.7150.000
42015.02.05 05:45modify21.00117.465117.3230.000
52015.02.05 05:47s/l21.00117.323117.3230.00014200.00989200.00
62015.02.07 05:15buy31.00118.994118.7440.000
72015.02.09 11:39s/l31.00118.744118.7440.000-24990.00964210.00
82015.02.10 05:45sell41.00118.622118.8720.000
92015.02.10 07:30modify41.00118.622118.5580.000
102015.02.10 07:32s/l41.00118.558118.5580.0006400.00970610.00
112015.02.10 08:05sell51.00118.628118.8780.000
122015.02.10 09:45modify51.00118.628118.5550.000
132015.02.10 09:50modify51.00118.628118.5040.000
142015.02.10 09:55modify51.00118.628118.5020.000
152015.02.10 10:00modify51.00118.628118.4670.000
162015.02.10 10:09s/l51.00118.467118.4670.00016100.00986710.00
172015.02.12 08:20buy61.00120.202119.9520.000
182015.02.12 11:30close61.00120.132119.9520.000-7000.00979710.00
192015.02.13 06:15sell71.00118.972119.2220.000
202015.02.13 12:55modify71.00118.972118.8920.000
212015.02.13 13:00modify71.00118.972118.5900.000
222015.02.13 13:03s/l71.00118.590118.5900.00038200.001017910.00
232015.02.20 06:40buy81.00118.922118.6720.000
242015.02.20 07:50modify81.00118.922118.9850.000
252015.02.20 07:55modify81.00118.922119.0280.000
262015.02.20 07:55s/l81.00119.028119.0280.00010600.001028510.00
272015.02.24 03:40sell91.00118.944119.1940.000
282015.02.24 05:05modify91.00118.944118.8770.000
292015.02.24 05:08s/l91.00118.877118.8770.0006700.001035210.00
302015.02.25 06:50sell101.00118.942119.1920.000
312015.02.25 09:05modify101.00118.942118.8370.000
322015.02.25 09:10modify101.00118.942118.7800.000
332015.02.25 09:15modify101.00118.942118.7600.000
342015.02.25 09:17s/l101.00118.760118.7600.00018200.001053410.00
352015.02.26 05:00buy111.00118.844118.5940.000
362015.02.26 09:45modify111.00118.844118.9190.000
372015.02.26 09:50modify111.00118.844118.9350.000
382015.02.26 09:55modify111.00118.844118.9850.000
392015.02.26 10:00modify111.00118.844119.0430.000
402015.02.26 10:02s/l111.00119.043119.0430.00019900.001073310.00
412015.03.04 04:30sell121.00119.646119.8960.000
422015.03.04 09:50modify121.00119.646119.5550.000
432015.03.04 09:51s/l121.00119.555119.5550.0009100.001082410.00
442015.03.05 06:45buy131.00119.688119.4380.000
452015.03.05 09:55modify131.00119.688119.7730.000
462015.03.05 09:56s/l131.00119.773119.7730.0008500.001090910.00
472015.03.06 04:45buy141.00120.097119.8470.000
482015.03.06 09:45modify141.00120.097120.1610.000
492015.03.06 09:47s/l141.00120.161120.1610.0006400.001097310.00
502015.03.07 03:40buy151.00120.769120.5190.000
512015.03.09 06:00modify151.00120.769120.8370.000
522015.03.09 06:01s/l151.00120.837120.8370.0006810.001104120.00
532015.03.09 08:00buy161.00120.695120.4450.000
542015.03.09 10:10modify161.00120.695120.7740.000
552015.03.09 10:18s/l161.00120.774120.7740.0007900.001112020.00
562015.03.10 04:25buy171.00121.174120.9240.000
572015.03.10 07:55modify171.00121.174121.2650.000
582015.03.10 07:57s/l171.00121.265121.2650.0009100.001121120.00
592015.03.11 07:05sell181.00121.179121.4290.000
602015.03.11 07:40modify181.00121.179121.1190.000
612015.03.11 07:45modify181.00121.179121.1160.000
622015.03.11 07:50modify181.00121.179121.1010.000
632015.03.11 07:56s/l181.00121.101121.1010.0007800.001128920.00
642015.03.12 07:30buy191.00121.413121.1630.000
652015.03.12 09:10modify191.00121.413121.4940.000
662015.03.12 09:11s/l191.00121.494121.4940.0008100.001137020.00
672015.03.13 05:25buy201.00121.259121.0090.000
682015.03.13 07:30modify201.00121.259121.3270.000
692015.03.13 07:33s/l201.00121.327121.3270.0006800.001143820.00
702015.03.14 04:15sell211.00121.332121.5820.000
712015.03.16 11:20modify211.00121.332121.2750.000
722015.03.16 11:25modify211.00121.332121.2640.000
732015.03.16 11:38s/l211.00121.264121.2640.0006670.001150490.00
742015.03.20 05:30buy221.00120.826120.5760.000
752015.03.20 11:25close221.00120.750120.5760.000-7600.001142890.00
762015.03.23 07:50sell231.00120.052120.3020.000
772015.03.23 09:05modify231.00120.052119.9810.000
782015.03.23 09:10modify231.00120.052119.9560.000
792015.03.23 09:10s/l231.00119.956119.9560.0009600.001152490.00
802015.03.27 05:25buy241.00119.162118.9120.000
812015.03.27 07:10modify241.00119.162119.2420.000
822015.03.27 07:15modify241.00119.162119.2430.000
832015.03.27 07:16s/l241.00119.243119.2430.0008100.001160590.00
842015.03.31 08:05buy251.00120.062119.8120.000
852015.03.31 10:10modify251.00120.062120.2110.000
862015.03.31 10:15modify251.00120.062120.2830.000
872015.03.31 10:17s/l251.00120.283120.2830.00022100.001182690.00
882015.04.01 05:25sell261.00120.013120.2630.000
892015.04.01 09:10modify261.00120.013119.9310.000
902015.04.01 09:14s/l261.00119.931119.9310.0008200.001190890.00
912015.04.02 05:00sell271.00119.690119.9400.000
922015.04.02 08:40modify271.00119.690119.6100.000
932015.04.02 08:45modify271.00119.690119.6000.000
942015.04.02 08:46s/l271.00119.600119.6000.0009000.001199890.00
952015.04.08 06:00buy281.00120.251120.0010.000
962015.04.08 06:45modify281.00120.251120.3100.000
972015.04.08 06:48s/l281.00120.310120.3100.0005900.001205790.00
982015.04.10 07:40buy291.00120.540120.2900.000
992015.04.10 16:00close291.00120.537120.2900.000-300.001205490.00
1002015.04.11 05:55sell301.00120.302120.5520.000
1012015.04.13 07:50modify301.00120.302120.2410.000
1022015.04.13 07:55modify301.00120.302120.2330.000
1032015.04.13 08:10modify301.00120.302120.2210.000
1042015.04.13 08:15modify301.00120.302120.2150.000
1052015.04.13 08:17s/l301.00120.215120.2150.0008570.001214060.00
1062015.04.14 07:15sell311.00120.157120.4070.000
1072015.04.14 08:00modify311.00120.157120.0880.000
1082015.04.14 08:05modify311.00120.157120.0760.000
1092015.04.14 08:09s/l311.00120.076120.0760.0008100.001222160.00
1102015.04.15 04:40sell321.00119.432119.6820.000
1112015.04.15 11:01s/l321.00119.682119.6820.000-25000.001197160.00
1122015.04.16 04:30sell331.00119.156119.4060.000
1132015.04.16 06:25modify331.00119.156119.0880.000
1142015.04.16 06:28s/l331.00119.088119.0880.0006800.001203960.00
1152015.04.21 04:00buy341.00119.291119.0410.000
1162015.04.21 07:05close341.00119.263119.0410.000-2800.001201160.00
1172015.04.24 07:40sell351.00119.641119.8910.000
1182015.04.24 09:25modify351.00119.641119.5580.000
1192015.04.24 09:30modify351.00119.641119.5540.000
1202015.04.24 09:35modify351.00119.641119.5480.000
1212015.04.24 09:40modify351.00119.641119.5210.000
1222015.04.24 09:45modify351.00119.641119.4950.000
1232015.04.24 09:54s/l351.00119.495119.4950.00014600.001215760.00
1242015.04.30 03:30sell361.00119.040119.2900.000
1252015.04.30 09:05modify361.00119.040118.9580.000
1262015.04.30 09:06s/l361.00118.958118.9580.0008200.001223960.00
1272015.05.01 03:50buy371.00119.502119.2520.000
1282015.05.01 06:50close371.00119.414119.2520.000-8800.001215160.00
1292015.05.02 05:05buy381.00120.147119.8970.000
1302015.05.04 13:40close381.00120.085119.8970.000-6190.001208970.00
1312015.05.06 07:20sell391.00119.881120.1310.000
1322015.05.06 15:35modify391.00119.881119.7820.000
1332015.05.06 15:40modify391.00119.881119.7730.000
1342015.05.06 15:45modify391.00119.881119.7470.000
1352015.05.06 15:50modify391.00119.881119.7250.000
1362015.05.06 15:52s/l391.00119.725119.7250.00015600.001224570.00
1372015.05.08 06:05buy401.00119.685119.4350.000
1382015.05.08 09:30modify401.00119.685119.7520.000
1392015.05.08 09:35modify401.00119.685119.7860.000
1402015.05.08 09:35s/l401.00119.786119.7860.00010100.001234670.00
1412015.05.09 03:35sell411.00119.817120.0670.000
1422015.05.09 04:55modify411.00119.817119.7390.000
1432015.05.09 05:00modify411.00119.817119.7340.000
1442015.05.09 05:02s/l411.00119.734119.7340.0008300.001242970.00
1452015.05.11 07:35sell421.00119.799120.0490.000
1462015.05.11 17:00close421.00119.980120.0490.000-18100.001224870.00
1472015.05.13 03:35sell431.00119.953120.2030.000
1482015.05.13 04:00modify431.00119.953119.8880.000
1492015.05.13 04:05modify431.00119.953119.8680.000
1502015.05.13 04:10modify431.00119.953119.8450.000
1512015.05.13 04:15modify431.00119.953119.8400.000
1522015.05.13 04:20modify431.00119.953119.8350.000
1532015.05.13 04:30s/l431.00119.835119.8350.00011800.001236670.00
1542015.05.13 05:35sell441.00119.917120.1670.000
1552015.05.13 06:15modify441.00119.917119.8290.000
1562015.05.13 06:15s/l441.00119.829119.8290.0008800.001245470.00
1572015.05.14 05:15sell451.00119.165119.4150.000
1582015.05.14 15:15modify451.00119.165119.0900.000
1592015.05.14 15:20modify451.00119.165119.0740.000
1602015.05.14 15:27s/l451.00119.074119.0740.0009100.001254570.00
1612015.05.16 05:45sell461.00119.366119.6160.000
1622015.05.18 06:00modify461.00119.366119.2860.000
1632015.05.18 06:07s/l461.00119.286119.2860.0007870.001262440.00
1642015.05.18 07:30sell471.00119.408119.6580.000
1652015.05.18 09:58s/l471.00119.658119.6580.000-25000.001237440.00
1662015.05.19 08:20buy481.00119.918119.6680.000
1672015.05.19 11:40modify481.00119.918120.0020.000
1682015.05.19 11:46s/l481.00120.002120.0020.0008400.001245840.00
1692015.05.20 06:45buy491.00120.646120.3960.000
1702015.05.20 09:30modify491.00120.646120.7560.000
1712015.05.20 09:35modify491.00120.646120.7950.000
1722015.05.20 09:40modify491.00120.646120.7980.000
1732015.05.20 09:45modify491.00120.646120.8690.000
1742015.05.20 09:55modify491.00120.646120.8840.000
1752015.05.20 09:55s/l491.00120.884120.8840.00023800.001269640.00
1762015.05.22 05:30sell501.00121.051121.3010.000
1772015.05.22 10:00modify501.00121.051120.9850.000
1782015.05.22 10:05modify501.00121.051120.9360.000
1792015.05.22 10:05s/l501.00120.936120.9360.00011500.001281140.00
1802015.05.26 04:10sell511.00121.511121.7610.000
1812015.05.26 10:20s/l511.00121.761121.7610.000-25000.001256140.00
1822015.05.27 08:10buy521.00123.001122.7510.000
1832015.05.27 10:05modify521.00123.001123.0840.000
1842015.05.27 10:10modify521.00123.001123.1620.000
1852015.05.27 10:15modify521.00123.001123.2200.000
1862015.05.27 10:20s/l521.00123.220123.2200.00021900.001278040.00
1872015.05.28 04:50buy531.00123.750123.5000.000
1882015.05.28 07:30close531.00123.726123.5000.000-2400.001275640.00