Strategy Tester Report
BITS_8
XMTrading-Demo 3 (Build 1170)

通貨ペアUSDJPY (US Dollar vs Japanise Yen)
期間4時間足(H4) 2018.01.02 08:00 - 2018.12.31 16:00 (2018.01.01 - 2019.01.01)
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2552モデルティック数18942567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スプレッド現在値 (28)
純益30624.60総利益77810.18総損失-47185.58
プロフィットファクタ1.65期待利得220.32
絶対ドローダウン1440.08最大ドローダウン5041.51 (25.94%)相対ドローダウン25.94% (5041.51)
総取引数139売りポジション(勝率%)74 (60.81%)買いポジション(勝率%)65 (64.62%)
勝率(%)87 (62.59%)負率 (%)52 (37.41%)
最大勝トレード966.69敗トレード-981.06
平均勝トレード894.37敗トレード-907.42
最大連勝(金額)9 (7933.79)連敗(金額)4 (-3682.48)
最大連勝(トレード数)7933.79 (9)連敗(トレード数)-3682.48 (4)
平均連勝2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
12018.01.02 12:00sell12.00112.246112.746111.746
22018.01.04 02:39s/l12.00112.746112.746111.746-965.349034.66
32018.01.04 04:00buy22.00112.749112.249113.249
42018.01.05 13:09t/p22.00113.249112.249113.249892.079926.73
52018.01.08 00:00sell32.00113.128113.628112.628
62018.01.09 03:45t/p32.00112.628113.628112.628868.2810795.01
72018.01.09 04:00sell42.00112.654113.154112.154
82018.01.10 08:39t/p42.00112.154113.154112.154872.0311667.04
92018.01.10 12:00sell52.00111.754112.254111.254
102018.01.11 20:09t/p52.00111.254112.254111.254840.0512507.09
112018.01.12 00:00sell62.00111.238111.738110.738
122018.01.15 03:09t/p62.00110.738111.738110.738883.4313390.52
132018.01.15 04:00sell72.00110.729111.229110.229
142018.01.17 02:46t/p72.00110.229111.229110.229868.0014258.53
152018.01.17 08:00buy82.00110.872110.372111.372
162018.01.18 01:54t/p82.00111.372110.372111.372925.0715183.60
172018.01.18 08:00sell92.00111.120111.620110.620
182018.01.19 10:24t/p92.00110.620111.620110.620884.4016068.00
192018.01.22 00:00buy102.00110.556110.056111.056
202018.01.22 18:51t/p102.00111.056110.056111.056900.4516968.45
212018.01.22 20:00buy112.00111.145110.645111.645
222018.01.23 05:22s/l112.00110.645110.645111.645-894.7316073.72
232018.01.23 08:00sell122.00110.834111.334110.334
242018.01.23 17:03t/p122.00110.334111.334110.334906.3416980.06
252018.01.24 04:00sell132.00110.062110.562109.562
262018.01.24 12:39t/p132.00109.562110.562109.562912.7317892.79
272018.01.24 16:00sell142.00109.506110.006109.006
282018.01.24 20:16t/p142.00109.006110.006109.006917.3818810.17
292018.01.26 00:00buy152.00109.419108.919109.919
302018.01.26 09:39s/l152.00108.919108.919109.919-918.1117892.06
312018.01.26 12:00sell162.00109.102109.602108.602
322018.01.26 16:09s/l162.00109.602109.602108.602-912.3916979.67
332018.01.26 20:00sell172.00108.452108.952107.952
342018.01.26 21:24s/l172.00108.952108.952107.952-917.8416061.83
352018.01.30 04:00sell182.00108.844109.344108.344
362018.01.31 18:49s/l182.00109.344109.344108.344-934.1415127.69
372018.01.31 20:00buy192.00109.383108.883109.883
382018.02.02 11:39t/p192.00109.883108.883109.883946.3016073.99
392018.02.02 12:00buy202.00109.899109.399110.399
402018.02.02 16:09t/p202.00110.399109.399110.399905.8116979.80
412018.02.05 04:00sell212.00109.899110.399109.399
422018.02.05 22:07t/p212.00109.399110.399109.399914.0917893.89
432018.02.06 00:00sell222.00109.035109.535108.535
442018.02.06 06:39t/p222.00108.535109.535108.535921.3618815.25
452018.02.06 12:00buy232.00109.029108.529109.529
462018.02.06 16:37t/p232.00109.529108.529109.529913.0019728.25
472018.02.07 08:00sell242.00109.157109.657108.657
482018.02.07 19:54s/l242.00109.657109.657108.657-911.9318816.32
492018.02.07 20:00buy252.00109.599109.099110.099
502018.02.08 18:09s/l252.00109.099109.099110.099-889.4217926.90
512018.02.08 20:00sell262.00108.668109.168108.168
522018.02.09 09:22s/l262.00109.168109.168108.168-935.6216991.29
532018.02.09 20:00sell272.00108.408108.908107.908
542018.02.12 01:03s/l272.00108.908108.908107.908-937.8116053.48
552018.02.13 08:00sell282.00108.287108.787107.787
562018.02.13 09:39t/p282.00107.787108.787107.787927.7616981.24
572018.02.13 12:00sell292.00107.647108.147107.147
582018.02.14 05:06t/p292.00107.147108.147107.147913.7017894.94
592018.02.14 08:00sell302.00107.150107.650106.650
602018.02.15 01:39t/p302.00106.650107.650106.650878.8618773.80
612018.02.15 04:00sell312.00106.660107.160106.160
622018.02.15 22:09t/p312.00106.160107.160106.160941.9719715.77
632018.02.16 00:00sell322.00106.108106.608105.608
642018.02.16 06:24t/p322.00105.608106.608105.608946.9020662.67
652018.02.16 08:00sell332.00105.787106.287105.287
662018.02.16 14:17s/l332.00106.287106.287105.287-940.8519721.82
672018.02.16 16:00buy342.00106.172105.672106.672
682018.02.19 15:53t/p342.00106.672105.672106.672946.5120668.33
692018.02.19 16:00buy352.00106.737106.237107.237
702018.02.20 15:53t/p352.00107.237106.237107.237941.5721609.90
712018.02.20 16:00buy362.00107.342106.842107.842
722018.02.21 04:58t/p362.00107.842106.842107.842936.3422546.24
732018.02.23 16:00sell372.00106.780107.280106.280
742018.02.27 17:03s/l372.00107.280107.280106.280-971.3421574.90
752018.02.27 20:00buy382.00107.402106.902107.902
762018.02.28 17:41s/l382.00106.902106.902107.902-926.3820648.52
772018.04.23 04:00buy392.00107.838107.338108.338
782018.04.23 16:55t/p392.00108.338107.338108.338923.0421571.56
792018.04.23 20:00buy402.00108.669108.169109.169
802018.04.24 17:53t/p402.00109.169108.169109.169925.0722496.63
812018.04.24 20:00sell412.00108.715109.215108.215
822018.04.25 10:56s/l412.00109.215109.215108.215-935.2321561.40
832018.04.25 12:00buy422.00109.110108.610109.610
842018.05.01 12:03t/p422.00109.610108.610109.610966.6922528.10
852018.05.01 16:00buy432.00109.701109.201110.201
862018.05.03 14:58s/l432.00109.201109.201110.201-879.5021648.60
872018.05.03 16:00sell442.00109.249109.749108.749
882018.05.04 15:33t/p442.00108.749109.749108.749899.9522548.55
892018.05.04 16:00sell452.00108.801109.301108.301
902018.05.07 10:02s/l452.00109.301109.301108.301-934.5021614.05
912018.05.07 12:00buy462.00109.315108.815109.815
922018.05.09 16:50t/p462.00109.815108.815109.815928.7422542.79
932018.05.11 04:00sell472.00109.228109.728108.728
942018.05.15 01:57s/l472.00109.728109.728108.728-950.5421592.26
952018.05.15 04:00buy482.00109.743109.243110.243
962018.05.15 15:37t/p482.00110.243109.243110.243907.0922499.35
972018.05.15 16:00buy492.00110.223109.723110.723
982018.05.17 11:47t/p492.00110.723109.723110.723939.3923438.74
992018.05.17 12:00buy502.00110.692110.192111.192
1002018.05.21 07:07t/p502.00111.192110.192111.192917.4724356.21
1012018.05.21 08:00buy512.00111.258110.758111.758
1022018.05.23 02:41s/l512.00110.758110.758111.758-884.7523471.46
1032018.05.23 04:00sell522.00110.845111.345110.345
1042018.05.23 09:58t/p522.00110.345111.345110.345906.2524377.71
1052018.05.23 12:00sell532.00109.855110.355109.355
1062018.05.24 08:20t/p532.00109.355110.355109.355855.6625233.36
1072018.05.24 20:00sell542.00109.319109.819108.819
1082018.05.28 00:28s/l542.00109.819109.819108.819-949.7924283.58
1092018.05.28 08:00sell552.00109.401109.901108.901
1102018.05.29 09:26t/p552.00108.901109.901108.901898.6725182.25
1112018.05.29 12:00sell562.00108.594109.094108.094
1122018.05.29 17:03s/l562.00109.094109.094108.094-916.6424265.61
1132018.05.31 04:00sell572.00108.707109.207108.207
1142018.06.01 04:18s/l572.00109.207109.207108.207-935.2923330.32
1152018.06.01 08:00buy582.00109.127108.627109.627
1162018.06.01 15:32t/p582.00109.627108.627109.627912.1824242.50
1172018.06.01 16:00buy592.00109.706109.206110.206
1182018.06.06 14:36t/p592.00110.206109.206110.206934.5725177.07
1192018.06.07 00:00buy602.00110.197109.697110.697
1202018.06.07 19:48s/l602.00109.697109.697110.697-911.6024265.47
1212018.06.07 20:00sell612.00109.768110.268109.268
1222018.06.08 14:01t/p612.00109.268110.268109.268895.5825161.06
1232018.06.11 08:00buy622.00109.813109.313110.313
1242018.06.12 02:21t/p622.00110.313109.313110.313915.5726076.63
1252018.06.12 04:00buy632.00110.337109.837110.837
1262018.06.13 21:32t/p632.00110.837109.837110.837911.2926987.92
1272018.06.14 00:00sell642.00110.322110.822109.822
1282018.06.15 08:30s/l642.00110.822110.822109.822-921.9526065.97
1292018.06.19 00:00buy652.00110.560110.060111.060
1302018.06.19 03:03s/l652.00110.060110.060111.060-908.6025157.37
1312018.06.19 04:00sell662.00110.109110.609109.609
1322018.06.19 08:57t/p662.00109.609110.609109.609912.3326069.70
1332018.06.19 16:00buy672.00109.924109.424110.424
1342018.06.20 22:17t/p672.00110.424109.424110.424914.6626984.36
1352018.06.21 00:00buy682.00110.370109.870110.870
1362018.06.21 17:45s/l682.00109.870109.870110.870-910.1726074.19
1372018.06.21 20:00sell692.00109.949110.449109.449
1382018.06.25 08:12t/p692.00109.449110.449109.449874.4726948.66
1392018.06.25 16:00buy702.00109.670109.170110.170
1402018.06.26 20:23t/p702.00110.170109.170110.170916.7527865.41
1412018.06.27 04:00sell712.00109.929110.429109.429
1422018.06.27 16:46s/l712.00110.429110.429109.429-905.5626959.85
1432018.06.27 20:00buy722.00110.366109.866110.866
1442018.06.29 18:13t/p722.00110.866109.866110.866938.2327898.08
1452018.06.29 20:00buy732.00110.800110.300111.300
1462018.07.04 03:53s/l732.00110.300110.300111.300-879.4427018.64
1472018.07.04 04:00sell742.00110.283110.783109.783
1482018.07.06 07:13s/l742.00110.783110.783109.783-981.0626037.58
1492018.07.09 20:00buy752.00110.847110.347111.347
1502018.07.10 14:21t/p752.00111.347110.347111.347907.1526944.73
1512018.07.10 16:00buy762.00111.227110.727111.727
1522018.07.11 19:32t/p762.00111.727110.727111.727904.1027848.83
1532018.07.11 20:00buy772.00111.914111.414112.414
1542018.07.12 12:02t/p772.00112.414111.414112.414916.7528765.58
1552018.07.12 16:00buy782.00112.502112.002113.002
1562018.07.18 02:11t/p782.00113.002112.002113.002921.1829686.76
1572018.07.18 04:00buy792.00112.999112.499113.499
1582018.07.19 20:06s/l792.00112.499112.499113.499-861.7228825.04
1592018.07.20 00:00sell802.00112.430112.930111.930
1602018.07.20 15:49t/p802.00111.930112.930111.930893.4229718.46
1612018.07.20 16:00sell812.00111.761112.261111.261
1622018.07.23 02:12t/p812.00111.261112.261111.261879.1930597.66
1632018.07.24 04:00sell822.00111.223111.723110.723
1642018.07.25 20:43t/p822.00110.723111.723110.723883.5531481.21
1652018.07.26 12:00sell832.00110.711111.211110.211
1662018.07.26 18:57s/l832.00111.211111.211110.211-899.1930582.02
1672018.07.26 20:00buy842.00111.114110.614111.614
1682018.07.31 16:03t/p842.00111.614110.614111.614923.1131505.13
1692018.07.31 20:00buy852.00111.819111.319112.319
1702018.08.02 15:05s/l852.00111.319111.319112.319-862.0830643.05
1712018.08.02 16:00sell862.00111.390111.890110.890
1722018.08.08 10:26t/p862.00110.890111.890110.890823.4031466.45
1732018.08.08 12:00sell872.00110.954111.454110.454
1742018.08.13 00:00t/p872.00110.454111.454110.454807.3832273.83
1752018.08.13 04:00sell882.00110.480110.980109.980
1762018.08.14 09:12s/l882.00110.980110.980109.980-920.6631353.17
1772018.08.14 12:00buy892.00111.055110.555111.555
1782018.08.15 17:18s/l892.00110.555110.555111.555-895.4730457.70
1792018.08.15 20:00sell902.00110.723111.223110.223
1802018.08.20 21:15t/p902.00110.223111.223110.223809.2631266.96
1812018.08.21 00:00sell912.00110.058110.558109.558
1822018.08.21 19:03s/l912.00110.558110.558109.558-904.5030362.46
1832018.08.21 20:00buy922.00110.474109.974110.974
1842018.08.23 16:33t/p922.00110.974109.974110.974937.3531299.81
1852018.08.23 20:00buy932.00111.282110.782111.782
1862018.08.29 18:45t/p932.00111.782110.782111.782930.8432230.66
1872018.08.29 20:00buy942.00111.765111.265112.265
1882018.08.30 18:08s/l942.00111.265111.265112.265-871.5831359.08
1892018.08.30 20:00sell952.00111.224111.724110.724
1902018.08.31 10:30t/p952.00110.724111.724110.724883.5532242.63
1912018.09.03 00:00buy962.00111.083110.583111.583
1922018.09.05 03:57t/p962.00111.583110.583111.583914.3133156.94
1932018.09.05 04:00buy972.00111.659111.159112.159
1942018.09.06 15:32s/l972.00111.159111.159112.159-872.4332284.51
1952018.09.06 16:00sell982.00111.192111.692110.692
1962018.09.06 23:03t/p982.00110.692111.692110.692903.4333187.94
1972018.09.07 04:00sell992.00110.496110.996109.996
1982018.09.07 15:32s/l992.00110.996110.996109.996-900.9332287.01
1992018.09.07 16:00buy1002.00111.062110.562111.562
2002018.09.11 17:18t/p1002.00111.562110.562111.562914.4833201.49
2012018.09.11 20:00buy1012.00111.639111.139112.139
2022018.09.12 20:48s/l1012.00111.139111.139112.139-890.7132310.78
2032018.09.13 04:00buy1022.00111.441110.941111.941
2042018.09.13 18:38t/p1022.00111.941110.941111.941893.3333204.11
2052018.09.13 20:00buy1032.00111.879111.379112.379
2062018.09.18 17:18t/p1032.00112.379111.379112.379917.0334121.14
2072018.09.18 20:00buy1042.00112.370111.870112.870
2082018.09.25 03:43t/p1042.00112.870111.870112.870949.4035070.54
2092018.09.25 04:00buy1052.00112.932112.432113.432
2102018.09.27 19:53t/p1052.00113.432112.432113.432917.8335988.37
2112018.09.27 20:00buy1062.00113.459112.959113.959
2122018.10.01 09:33t/p1062.00113.959112.959113.959895.6336884.00
2132018.10.02 00:00sell1072.00113.867114.367113.367
2142018.10.03 19:37s/l1072.00114.367114.367113.367-893.9835990.03
2152018.10.03 20:00buy1082.00114.380113.880114.880
2162018.10.04 17:12s/l1082.00113.880113.880114.880-850.9435139.09
2172018.10.04 20:00sell1092.00113.792114.292113.292
2182018.10.08 11:53t/p1092.00113.292114.292113.292843.4735982.56
2192018.10.08 12:00sell1102.00113.273113.773112.773
2202018.10.10 17:33t/p1102.00112.773113.773112.773847.5436830.10
2212018.10.10 20:00sell1112.00112.699113.199112.199
2222018.10.11 00:12t/p1112.00112.199113.199112.199832.4837662.58
2232018.10.12 08:00buy1122.00112.361111.861112.861
2242018.10.15 09:13s/l1122.00111.861111.861112.861-884.9136777.67
2252018.10.15 12:00sell1132.00111.649112.149111.149
2262018.10.16 08:28s/l1132.00112.149112.149111.149-911.2735866.40
2272018.10.16 12:00buy1142.00112.134111.634112.634
2282018.10.17 23:28t/p1142.00112.634111.634112.634896.8836763.28
2292018.11.01 12:00buy1152.00113.006112.506113.506
2302018.11.07 03:22t/p1152.00113.506112.506113.506917.2437680.52
2312018.11.07 04:00buy1162.00113.577113.077114.077
2322018.11.07 09:28s/l1162.00113.077113.077114.077-884.3536796.17
2332018.11.07 12:00sell1172.00113.043113.543112.543
2342018.11.07 22:56s/l1172.00113.543113.543112.543-880.7235915.45
2352018.11.08 00:00buy1182.00113.521113.021114.021
2362018.11.08 23:09t/p1182.00114.021113.021114.021877.0336792.48
2372018.11.12 04:00buy1192.00113.991113.491114.491
2382018.11.14 20:42s/l1192.00113.491113.491114.491-863.0235929.47
2392018.11.15 12:00sell1202.00113.388113.888112.888
2402018.11.16 15:55t/p1202.00112.888113.888112.888866.2336795.70
2412018.11.16 16:00sell1212.00112.891113.391112.391
2422018.11.20 10:45t/p1212.00112.391113.391112.391850.5537646.25
2432018.11.20 12:00sell1222.00112.428112.928111.928
2442018.11.21 03:45s/l1222.00112.928112.928111.928-905.1236741.13
2452018.11.21 04:00buy1232.00112.898112.398113.398
2462018.11.26 16:25t/p1232.00113.398112.398113.398927.1537668.28
2472018.11.27 04:00sell1242.00113.430113.930112.930
2482018.11.28 16:37s/l1242.00113.930113.930112.930-897.3336770.96
2492018.11.28 20:00sell1252.00113.695114.195113.195
2502018.12.04 06:33t/p1252.00113.195114.195113.195765.8437536.80
2512018.12.04 08:00sell1262.00113.127113.627112.627
2522018.12.04 20:30t/p1262.00112.627113.627112.627887.8938424.69
2532018.12.06 04:00sell1272.00112.809113.309112.309
2542018.12.06 16:59t/p1272.00112.309113.309112.309890.4039315.09
2552018.12.06 20:00sell1282.00112.535113.035112.035
2562018.12.10 16:32s/l1282.00113.035113.035112.035-923.8738391.22
2572018.12.10 20:00buy1292.00113.142112.642113.642
2582018.12.13 18:10t/p1292.00113.642112.642113.642925.2639316.49
2592018.12.13 20:00buy1302.00113.650113.150114.150
2602018.12.17 15:34s/l1302.00113.150113.150114.150-865.6638450.83
2612018.12.17 16:00sell1312.00113.120113.620112.620
2622018.12.18 05:05t/p1312.00112.620113.620112.620868.3539319.18
2632018.12.18 08:00sell1322.00112.586113.086112.086
2642018.12.20 07:44t/p1322.00112.086113.086112.086813.7840132.96
2652018.12.20 08:00sell1332.00112.069112.569111.569
2662018.12.20 16:47t/p1332.00111.569112.569111.569896.3141029.27
2672018.12.20 20:00sell1342.00111.167111.667110.667
2682018.12.24 15:54t/p1342.00110.667111.667110.667864.4241893.69
2692018.12.26 09:05sell1352.00110.399110.899109.899
2702018.12.26 19:35s/l1352.00110.899110.899109.899-901.7240991.97
2712018.12.26 20:00buy1362.00110.975110.475111.475
2722018.12.27 20:49s/l1362.00110.475110.475111.475-878.0040113.97
2732018.12.28 00:00buy1372.00111.003110.503111.503
2742018.12.28 08:44s/l1372.00110.503110.503111.503-904.9539209.02
2752018.12.28 12:00sell1382.00110.360110.860109.860
2762018.12.31 14:46t/p1382.00109.860110.860109.860890.6540099.67
2772018.12.31 16:00sell1392.00110.016110.516109.516
2782018.12.31 18:50close at stop1392.00109.728110.516109.516524.9340624.60