Strategy Tester Report
KAKO10_iIchimoku_AUDJPY
FXCM-JPYReal01 (Build 765)
| 通貨ペア | GBPJPY (Great Britain Pound vs Japanese Yen) | ||||
| 期間 | 30分足(M30) 2014.01.02 04:30 - 2015.04.21 23:59 (2014.01.01 - 2015.04.22) | ||||
| モデル | 始値のみ (バーの始めにしか動かないEA向け) | ||||
| パラメーター | MagicNo=15031303; Lots=0.1; StopLoss=210; TakeProfit=420; Slippage=10; TradeComment="KAKO10_iIchimoku"; TradeEMail=false; TradeErrorEMail=false; | ||||
| テストバー数 | 17135 | モデルティック数 | 33267 | モデリング品質 | n/a |
| 不整合チャートエラー | 0 | ||||
| 初期証拠金 | 500000.00 | スプレッド | 30 | ||
| 総損益 | 233560.00 | 総利益 | 656890.00 | 総損失 | -423330.00 |
| プロフィットファクター | 1.55 | 期待利得 | 2956.46 | ||
| 絶対ドローダウン | 8670.00 | 最大ドローダウン | 63600.00 (8.32%) | 相対ドローダウン | 9.35% (55140.00) |
| 総取引数 | 79 | ショートポジション(勝率%） | 40 (50.00%) | ロングポジション(勝率%） | 39 (38.46%) |
| 勝率(%) | 35 (44.30%) | 負率 (%) | 44 (55.70%) | ||
| 最大 | 勝トレード | 42000.00 | 負トレード | -21000.00 | |
| 平均 | 勝トレード | 18768.29 | 負トレード | -9621.14 | |
| 最大 | 連勝(金額) | 4 (63220.00) | 連敗(金額) | 7 (-46830.00) | |
| 最大化 | 連勝(トレード数) | 84000.00 (2) | 連敗(トレード数) | -46830.00 (7) | |
| 平均 | 連勝 | 2 | 連敗 | 2 | |
| # | 時間 | 取引種別 | 注文番号 | 数量 | 価格 | S / L | T/P:決済指値 | 損益 | 残高 |
| 1 | 2014.01.02 18:00 | sell | 1 | 0.10 | 172.373 | 174.473 | 168.173 | ||
| 2 | 2014.01.08 07:00 | close | 1 | 0.10 | 172.178 | 174.473 | 168.173 | 1950.00 | 501950.00 |
| 3 | 2014.01.08 07:00 | buy | 2 | 0.10 | 172.178 | 170.078 | 176.378 | ||
| 4 | 2014.01.10 20:00 | close | 2 | 0.10 | 171.365 | 170.078 | 176.378 | -8130.00 | 493820.00 |
| 5 | 2014.01.10 20:00 | sell | 3 | 0.10 | 171.365 | 173.465 | 167.165 | ||
| 6 | 2014.01.14 14:00 | close | 3 | 0.10 | 170.134 | 173.465 | 167.165 | 12310.00 | 506130.00 |
| 7 | 2014.01.14 14:00 | buy | 4 | 0.10 | 170.134 | 168.034 | 174.334 | ||
| 8 | 2014.01.16 19:30 | close | 4 | 0.10 | 170.484 | 168.034 | 174.334 | 3500.00 | 509630.00 |
| 9 | 2014.01.17 15:00 | buy | 5 | 0.10 | 171.449 | 169.349 | 175.649 | ||
| 10 | 2014.01.23 19:30 | close | 5 | 0.10 | 171.503 | 169.349 | 175.649 | 540.00 | 510170.00 |
| 11 | 2014.01.23 19:30 | sell | 6 | 0.10 | 171.503 | 173.603 | 167.303 | ||
| 12 | 2014.01.27 12:30 | close | 6 | 0.10 | 170.440 | 173.603 | 167.303 | 10630.00 | 520800.00 |
| 13 | 2014.01.27 12:30 | buy | 7 | 0.10 | 170.440 | 168.340 | 174.640 | ||
| 14 | 2014.01.29 16:00 | close | 7 | 0.10 | 169.205 | 168.340 | 174.640 | -12350.00 | 508450.00 |
| 15 | 2014.01.29 16:30 | sell | 8 | 0.10 | 169.289 | 171.389 | 165.089 | ||
| 16 | 2014.01.30 19:30 | close | 8 | 0.10 | 169.227 | 171.389 | 165.089 | 620.00 | 509070.00 |
| 17 | 2014.01.31 15:30 | sell | 9 | 0.10 | 168.138 | 170.238 | 163.938 | ||
| 18 | 2014.02.04 06:30 | t/p | 9 | 0.10 | 163.938 | 170.238 | 163.938 | 42000.00 | 551070.00 |
| 19 | 2014.02.04 14:00 | buy | 10 | 0.10 | 165.349 | 163.249 | 169.549 | ||
| 20 | 2014.02.05 14:30 | close | 10 | 0.10 | 164.908 | 163.249 | 169.549 | -4410.00 | 546660.00 |
| 21 | 2014.02.05 14:30 | sell | 11 | 0.10 | 164.908 | 167.008 | 160.708 | ||
| 22 | 2014.02.06 06:30 | close | 11 | 0.10 | 165.489 | 167.008 | 160.708 | -5810.00 | 540850.00 |
| 23 | 2014.02.06 06:30 | buy | 12 | 0.10 | 165.489 | 163.389 | 169.689 | ||
| 24 | 2014.02.12 15:00 | t/p | 12 | 0.10 | 169.689 | 163.389 | 169.689 | 42000.00 | 582850.00 |
| 25 | 2014.02.19 04:00 | sell | 13 | 0.10 | 170.449 | 172.549 | 166.249 | ||
| 26 | 2014.02.19 20:30 | close | 13 | 0.10 | 170.644 | 172.549 | 166.249 | -1950.00 | 580900.00 |
| 27 | 2014.02.19 20:30 | buy | 14 | 0.10 | 170.644 | 168.544 | 174.844 | ||
| 28 | 2014.02.20 11:00 | close | 14 | 0.10 | 169.682 | 168.544 | 174.844 | -9620.00 | 571280.00 |
| 29 | 2014.02.20 12:30 | sell | 15 | 0.10 | 169.770 | 171.870 | 165.570 | ||
| 30 | 2014.02.21 03:30 | close | 15 | 0.10 | 170.630 | 171.870 | 165.570 | -8600.00 | 562680.00 |
| 31 | 2014.02.21 03:30 | buy | 16 | 0.10 | 170.630 | 168.530 | 174.830 | ||
| 32 | 2014.02.24 07:00 | close | 16 | 0.10 | 170.240 | 168.530 | 174.830 | -3900.00 | 558780.00 |
| 33 | 2014.02.24 07:00 | sell | 17 | 0.10 | 170.240 | 172.340 | 166.040 | ||
| 34 | 2014.02.28 19:00 | close | 17 | 0.10 | 170.909 | 172.340 | 166.040 | -6690.00 | 552090.00 |
| 35 | 2014.02.28 19:00 | buy | 18 | 0.10 | 170.909 | 168.809 | 175.109 | ||
| 36 | 2014.03.03 03:30 | close | 18 | 0.10 | 169.800 | 168.809 | 175.109 | -11090.00 | 541000.00 |
| 37 | 2014.03.03 03:30 | sell | 19 | 0.10 | 169.800 | 171.900 | 165.600 | ||
| 38 | 2014.03.04 16:30 | close | 19 | 0.10 | 170.298 | 171.900 | 165.600 | -4980.00 | 536020.00 |
| 39 | 2014.03.04 17:00 | buy | 20 | 0.10 | 170.280 | 168.180 | 174.480 | ||
| 40 | 2014.03.10 10:30 | close | 20 | 0.10 | 172.130 | 168.180 | 174.480 | 18500.00 | 554520.00 |
| 41 | 2014.03.10 10:30 | sell | 21 | 0.10 | 172.130 | 174.230 | 167.930 | ||
| 42 | 2014.03.17 11:00 | close | 21 | 0.10 | 169.293 | 174.230 | 167.930 | 28370.00 | 582890.00 |
| 43 | 2014.03.17 11:00 | buy | 22 | 0.10 | 169.293 | 167.193 | 173.493 | ||
| 44 | 2014.03.18 13:30 | close | 22 | 0.10 | 168.191 | 167.193 | 173.493 | -11020.00 | 571870.00 |
| 45 | 2014.03.18 13:30 | sell | 23 | 0.10 | 168.191 | 170.291 | 163.991 | ||
| 46 | 2014.03.19 14:30 | close | 23 | 0.10 | 168.765 | 170.291 | 163.991 | -5740.00 | 566130.00 |
| 47 | 2014.03.19 14:30 | buy | 24 | 0.10 | 168.765 | 166.665 | 172.965 | ||
| 48 | 2014.04.02 08:30 | t/p | 24 | 0.10 | 172.965 | 166.665 | 172.965 | 42000.00 | 608130.00 |
| 49 | 2014.04.06 21:30 | sell | 25 | 0.10 | 171.215 | 173.315 | 167.015 | ||
| 50 | 2014.04.16 05:30 | close | 25 | 0.10 | 170.892 | 173.315 | 167.015 | 3230.00 | 611360.00 |
| 51 | 2014.04.16 05:30 | buy | 26 | 0.10 | 170.892 | 168.792 | 175.092 | ||
| 52 | 2014.04.23 20:30 | close | 26 | 0.10 | 171.927 | 168.792 | 175.092 | 10350.00 | 621710.00 |
| 53 | 2014.05.05 06:00 | sell | 27 | 0.10 | 171.977 | 174.077 | 167.777 | ||
| 54 | 2014.05.21 18:00 | close | 27 | 0.10 | 171.213 | 174.077 | 167.777 | 7640.00 | 629350.00 |
| 55 | 2014.05.21 19:00 | buy | 28 | 0.10 | 171.333 | 169.233 | 175.533 | ||
| 56 | 2014.05.28 18:00 | close | 28 | 0.10 | 170.037 | 169.233 | 175.533 | -12960.00 | 616390.00 |
| 57 | 2014.05.28 18:00 | sell | 29 | 0.10 | 170.037 | 172.137 | 165.837 | ||
| 58 | 2014.06.05 13:30 | s/l | 29 | 0.10 | 172.137 | 172.137 | 165.837 | -21000.00 | 595390.00 |
| 59 | 2014.06.13 02:00 | buy | 30 | 0.10 | 172.525 | 170.425 | 176.725 | ||
| 60 | 2014.08.03 21:00 | close | 30 | 0.10 | 172.509 | 170.425 | 176.725 | -160.00 | 595230.00 |
| 61 | 2014.08.03 21:00 | sell | 31 | 0.10 | 172.509 | 174.609 | 168.309 | ||
| 62 | 2014.09.09 05:30 | close | 31 | 0.10 | 170.804 | 174.609 | 168.309 | 17050.00 | 612280.00 |
| 63 | 2014.09.09 05:30 | buy | 32 | 0.10 | 170.804 | 168.704 | 175.004 | ||
| 64 | 2014.09.17 08:00 | t/p | 32 | 0.10 | 175.004 | 168.704 | 175.004 | 42000.00 | 654280.00 |
| 65 | 2014.09.19 14:30 | sell | 33 | 0.10 | 177.669 | 179.769 | 173.469 | ||
| 66 | 2014.09.23 21:00 | close | 33 | 0.10 | 178.460 | 179.769 | 173.469 | -7910.00 | 646370.00 |
| 67 | 2014.09.23 21:00 | buy | 34 | 0.10 | 178.460 | 176.360 | 182.660 | ||
| 68 | 2014.09.25 21:00 | close | 34 | 0.10 | 177.420 | 176.360 | 182.660 | -10400.00 | 635970.00 |
| 69 | 2014.09.25 21:00 | sell | 35 | 0.10 | 177.420 | 179.520 | 173.220 | ||
| 70 | 2014.10.03 08:00 | close | 35 | 0.10 | 175.134 | 179.520 | 173.220 | 22860.00 | 658830.00 |
| 71 | 2014.10.07 23:30 | sell | 36 | 0.10 | 173.603 | 175.703 | 169.403 | ||
| 72 | 2014.10.08 23:30 | close | 36 | 0.10 | 174.779 | 175.703 | 169.403 | -11760.00 | 647070.00 |
| 73 | 2014.10.08 23:30 | buy | 37 | 0.10 | 174.779 | 172.679 | 178.979 | ||
| 74 | 2014.10.10 08:00 | close | 37 | 0.10 | 173.618 | 172.679 | 178.979 | -11610.00 | 635460.00 |
| 75 | 2014.10.10 08:00 | sell | 38 | 0.10 | 173.618 | 175.718 | 169.418 | ||
| 76 | 2014.10.15 13:30 | t/p | 38 | 0.10 | 169.418 | 175.718 | 169.418 | 42000.00 | 677460.00 |
| 77 | 2014.10.16 19:30 | buy | 39 | 0.10 | 170.911 | 168.811 | 175.111 | ||
| 78 | 2014.10.30 18:30 | t/p | 39 | 0.10 | 175.111 | 168.811 | 175.111 | 42000.00 | 719460.00 |
| 79 | 2014.11.06 15:00 | sell | 40 | 0.10 | 182.393 | 184.493 | 178.193 | ||
| 80 | 2014.11.11 09:30 | close | 40 | 0.10 | 183.586 | 184.493 | 178.193 | -11930.00 | 707530.00 |
| 81 | 2014.11.11 10:00 | buy | 41 | 0.10 | 183.799 | 181.699 | 187.999 | ||
| 82 | 2014.11.12 16:00 | close | 41 | 0.10 | 182.260 | 181.699 | 187.999 | -15390.00 | 692140.00 |
| 83 | 2014.11.12 16:00 | sell | 42 | 0.10 | 182.260 | 184.360 | 178.060 | ||
| 84 | 2014.11.18 02:30 | close | 42 | 0.10 | 182.322 | 184.360 | 178.060 | -620.00 | 691520.00 |
| 85 | 2014.11.18 03:00 | buy | 43 | 0.10 | 182.404 | 180.304 | 186.604 | ||
| 86 | 2014.11.23 22:00 | close | 43 | 0.10 | 184.249 | 180.304 | 186.604 | 18450.00 | 709970.00 |
| 87 | 2014.11.23 22:00 | sell | 44 | 0.10 | 184.249 | 186.349 | 180.049 | ||
| 88 | 2014.11.24 16:30 | close | 44 | 0.10 | 185.822 | 186.349 | 180.049 | -15730.00 | 694240.00 |
| 89 | 2014.11.24 17:00 | buy | 45 | 0.10 | 185.883 | 183.783 | 190.083 | ||
| 90 | 2014.12.09 09:00 | close | 45 | 0.10 | 187.713 | 183.783 | 190.083 | 18300.00 | 712540.00 |
| 91 | 2014.12.09 09:00 | sell | 46 | 0.10 | 187.713 | 189.813 | 183.513 | ||
| 92 | 2014.12.11 19:00 | close | 46 | 0.10 | 187.679 | 189.813 | 183.513 | 340.00 | 712880.00 |
| 93 | 2014.12.11 19:00 | buy | 47 | 0.10 | 187.679 | 185.579 | 191.879 | ||
| 94 | 2014.12.12 09:30 | s/l | 47 | 0.10 | 185.579 | 185.579 | 191.879 | -21000.00 | 691880.00 |
| 95 | 2014.12.12 13:30 | sell | 48 | 0.10 | 185.827 | 187.927 | 181.627 | ||
| 96 | 2014.12.16 10:00 | t/p | 48 | 0.10 | 181.627 | 187.927 | 181.627 | 42000.00 | 733880.00 |
| 97 | 2014.12.16 19:00 | buy | 49 | 0.10 | 184.671 | 182.571 | 188.871 | ||
| 98 | 2014.12.30 14:30 | close | 49 | 0.10 | 185.395 | 182.571 | 188.871 | 7240.00 | 741120.00 |
| 99 | 2014.12.30 14:30 | sell | 50 | 0.10 | 185.395 | 187.495 | 181.195 | ||
| 100 | 2015.01.02 08:00 | close | 50 | 0.10 | 187.166 | 187.495 | 181.195 | -17710.00 | 723410.00 |
| 101 | 2015.01.02 08:30 | buy | 51 | 0.10 | 187.122 | 185.022 | 191.322 | ||
| 102 | 2015.01.02 16:00 | s/l | 51 | 0.10 | 185.022 | 185.022 | 191.322 | -21000.00 | 702410.00 |
| 103 | 2015.01.02 17:00 | sell | 52 | 0.10 | 184.629 | 186.729 | 180.429 | ||
| 104 | 2015.01.06 10:00 | t/p | 52 | 0.10 | 180.429 | 186.729 | 180.429 | 42000.00 | 744410.00 |
| 105 | 2015.01.12 15:00 | buy | 53 | 0.10 | 179.565 | 177.465 | 183.765 | ||
| 106 | 2015.01.13 05:30 | close | 53 | 0.10 | 179.451 | 177.465 | 183.765 | -1140.00 | 743270.00 |
| 107 | 2015.01.14 05:00 | sell | 54 | 0.10 | 177.852 | 179.952 | 173.652 | ||
| 108 | 2015.01.14 23:00 | close | 54 | 0.10 | 178.634 | 179.952 | 173.652 | -7820.00 | 735450.00 |
| 109 | 2015.01.15 00:00 | buy | 55 | 0.10 | 178.909 | 176.809 | 183.109 | ||
| 110 | 2015.01.15 15:30 | close | 55 | 0.10 | 177.838 | 176.809 | 183.109 | -10710.00 | 724740.00 |
| 111 | 2015.01.15 15:30 | sell | 56 | 0.10 | 177.838 | 179.938 | 173.638 | ||
| 112 | 2015.01.16 14:30 | close | 56 | 0.10 | 177.262 | 179.938 | 173.638 | 5760.00 | 730500.00 |
| 113 | 2015.01.16 14:30 | buy | 57 | 0.10 | 177.262 | 175.162 | 181.462 | ||
| 114 | 2015.01.21 10:30 | close | 57 | 0.10 | 178.519 | 175.162 | 181.462 | 12570.00 | 743070.00 |
| 115 | 2015.01.21 10:30 | sell | 58 | 0.10 | 178.519 | 180.619 | 174.319 | ||
| 116 | 2015.01.22 06:00 | close | 58 | 0.10 | 179.126 | 180.619 | 174.319 | -6070.00 | 737000.00 |
| 117 | 2015.01.22 06:00 | buy | 59 | 0.10 | 179.126 | 177.026 | 183.326 | ||
| 118 | 2015.01.22 22:00 | close | 59 | 0.10 | 177.717 | 177.026 | 183.326 | -14090.00 | 722910.00 |
| 119 | 2015.01.22 22:00 | sell | 60 | 0.10 | 177.717 | 179.817 | 173.517 | ||
| 120 | 2015.01.26 13:30 | close | 60 | 0.10 | 177.412 | 179.817 | 173.517 | 3050.00 | 725960.00 |
| 121 | 2015.01.26 13:30 | buy | 61 | 0.10 | 177.412 | 175.312 | 181.612 | ||
| 122 | 2015.01.29 03:30 | close | 61 | 0.10 | 178.235 | 175.312 | 181.612 | 8230.00 | 734190.00 |
| 123 | 2015.01.29 04:00 | sell | 62 | 0.10 | 178.442 | 180.542 | 174.242 | ||
| 124 | 2015.02.03 18:00 | close | 62 | 0.10 | 177.633 | 180.542 | 174.242 | 8090.00 | 742280.00 |
| 125 | 2015.02.03 18:00 | buy | 63 | 0.10 | 177.633 | 175.533 | 181.833 | ||
| 126 | 2015.02.09 16:30 | close | 63 | 0.10 | 180.602 | 175.533 | 181.833 | 29690.00 | 771970.00 |
| 127 | 2015.02.09 18:00 | sell | 64 | 0.10 | 180.692 | 182.792 | 176.492 | ||
| 128 | 2015.02.10 19:30 | close | 64 | 0.10 | 182.205 | 182.792 | 176.492 | -15130.00 | 756840.00 |
| 129 | 2015.02.10 20:30 | buy | 65 | 0.10 | 182.089 | 179.989 | 186.289 | ||
| 130 | 2015.02.17 05:30 | close | 65 | 0.10 | 181.947 | 179.989 | 186.289 | -1420.00 | 755420.00 |
| 131 | 2015.02.18 00:00 | buy | 66 | 0.10 | 183.006 | 180.906 | 187.206 | ||
| 132 | 2015.02.20 16:00 | close | 66 | 0.10 | 182.216 | 180.906 | 187.206 | -7900.00 | 747520.00 |
| 133 | 2015.02.20 16:00 | sell | 67 | 0.10 | 182.216 | 184.316 | 178.016 | ||
| 134 | 2015.02.23 12:30 | close | 67 | 0.10 | 183.003 | 184.316 | 178.016 | -7870.00 | 739650.00 |
| 135 | 2015.02.23 12:30 | buy | 68 | 0.10 | 183.003 | 180.903 | 187.203 | ||
| 136 | 2015.03.04 23:00 | close | 68 | 0.10 | 182.693 | 180.903 | 187.203 | -3100.00 | 736550.00 |
| 137 | 2015.03.05 02:00 | sell | 69 | 0.10 | 182.587 | 184.687 | 178.387 | ||
| 138 | 2015.03.09 19:00 | close | 69 | 0.10 | 182.936 | 184.687 | 178.387 | -3490.00 | 733060.00 |
| 139 | 2015.03.09 19:00 | buy | 70 | 0.10 | 182.936 | 180.836 | 187.136 | ||
| 140 | 2015.03.11 01:30 | close | 70 | 0.10 | 182.477 | 180.836 | 187.136 | -4590.00 | 728470.00 |
| 141 | 2015.03.11 02:30 | sell | 71 | 0.10 | 182.364 | 184.464 | 178.164 | ||
| 142 | 2015.03.18 13:00 | t/p | 71 | 0.10 | 178.164 | 184.464 | 178.164 | 42000.00 | 770470.00 |
| 143 | 2015.03.19 02:30 | buy | 72 | 0.10 | 179.709 | 177.609 | 183.909 | ||
| 144 | 2015.03.19 20:00 | close | 72 | 0.10 | 178.169 | 177.609 | 183.909 | -15400.00 | 755070.00 |
| 145 | 2015.03.19 20:00 | sell | 73 | 0.10 | 178.169 | 180.269 | 173.969 | ||
| 146 | 2015.03.20 20:00 | close | 73 | 0.10 | 179.886 | 180.269 | 173.969 | -17170.00 | 737900.00 |
| 147 | 2015.03.20 20:00 | buy | 74 | 0.10 | 179.886 | 177.786 | 184.086 | ||
| 148 | 2015.03.23 14:30 | close | 74 | 0.10 | 178.721 | 177.786 | 184.086 | -11650.00 | 726250.00 |
| 149 | 2015.03.23 14:30 | sell | 75 | 0.10 | 178.721 | 180.821 | 174.521 | ||
| 150 | 2015.03.31 00:30 | close | 75 | 0.10 | 177.807 | 180.821 | 174.521 | 9140.00 | 735390.00 |
| 151 | 2015.04.07 19:30 | buy | 76 | 0.10 | 178.712 | 176.612 | 182.912 | ||
| 152 | 2015.04.09 15:30 | close | 76 | 0.10 | 177.633 | 176.612 | 182.912 | -10790.00 | 724600.00 |
| 153 | 2015.04.09 15:30 | sell | 77 | 0.10 | 177.633 | 179.733 | 173.433 | ||
| 154 | 2015.04.14 23:00 | close | 77 | 0.10 | 176.508 | 179.733 | 173.433 | 11250.00 | 735850.00 |
| 155 | 2015.04.14 23:00 | buy | 78 | 0.10 | 176.508 | 174.408 | 180.708 | ||
| 156 | 2015.04.20 13:00 | close | 78 | 0.10 | 177.431 | 174.408 | 180.708 | 9230.00 | 745080.00 |
| 157 | 2015.04.20 13:00 | sell | 79 | 0.10 | 177.431 | 179.531 | 173.231 | ||
| 158 | 2015.04.21 23:59 | close at stop | 79 | 0.10 | 178.583 | 179.531 | 173.231 | -11520.00 | 733560.00 |