Strategy Tester Report
KAKO10_iIchimoku_AUDJPY
FXCM-JPYDemo01 (Build 765)

通貨ペアAUDJPY (Australian Dollar vs Japanese Yen)
期間30分足(M30) 2005.03.01 00:00 - 2008.02.29 22:30 (2005.03.01 - 2008.03.01)
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)
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38399モデルティック数12486938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500000.00スプレッド20
総損益467590.00総利益1321170.00総損失-853580.00
プロフィットファクター1.55期待利得1870.36
絶対ドローダウン53600.00最大ドローダウン91900.00 (12.81%)相対ドローダウン13.69% (70800.00)
総取引数250ショートポジション(勝率%)127 (36.22%)ロングポジション(勝率%)123 (46.34%)
勝率(%)103 (41.20%)負率 (%)147 (58.80%)
最大勝トレード42000.00負トレード-21000.00
平均勝トレード12826.89負トレード-5806.67
最大連勝(金額)7 (69400.00)連敗(金額)9 (-42700.00)
最大化連勝(トレード数)88200.00 (4)連敗(トレード数)-56600.00 (7)
平均連勝2連敗2
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
12005.03.01 17:00sell10.1082.05184.15177.851
22005.03.03 08:00close10.1082.00184.15177.851500.00500500.00
32005.03.03 08:00buy20.1082.00179.90186.201
42005.03.09 15:30close20.1082.53179.90186.2015300.00505800.00
52005.03.09 16:00sell30.1082.44184.54178.241
62005.03.16 21:00close30.1082.69184.54178.241-2500.00503300.00
72005.03.16 21:00buy40.1082.69180.59186.891
82005.03.21 22:30close40.1082.55180.59186.891-1400.00501900.00
92005.03.21 22:30sell50.1082.55184.65178.351
102005.03.22 20:00close50.1083.13184.65178.351-5800.00496100.00
112005.03.22 21:00buy60.1082.73180.63186.931
122005.03.23 03:30close60.1082.14180.63186.931-5900.00490200.00
132005.03.23 03:30sell70.1082.14184.24177.941
142005.03.24 14:30close70.1082.09184.24177.941500.00490700.00
152005.03.24 14:30buy80.1082.09179.99186.291
162005.04.06 08:00close80.1082.73179.99186.2916400.00497100.00
172005.04.06 08:30sell90.1082.59184.69178.391
182005.04.07 00:00close90.1083.08184.69178.391-4900.00492200.00
192005.04.07 07:30buy100.1083.28181.18187.481
202005.04.15 09:30close100.1082.98181.18187.481-3000.00489200.00
212005.04.15 09:30sell110.1082.98185.08178.781
222005.04.20 11:30close110.1082.57185.08178.7814100.00493300.00
232005.04.20 11:30buy120.1082.57180.47186.771
242005.04.29 21:00close120.1081.86180.47186.771-7100.00486200.00
252005.04.29 21:00sell130.1081.86183.96177.661
262005.05.05 01:00close130.1081.63183.96177.6612300.00488500.00
272005.05.05 02:30buy140.1081.60179.50185.801
282005.05.16 22:00close140.1080.81179.50185.801-7900.00480600.00
292005.05.16 22:00sell150.1080.81182.91176.611
302005.05.17 22:00close150.1081.12182.91176.611-3100.00477500.00
312005.05.17 22:00buy160.1081.12179.02185.321
322005.06.01 17:30close160.1081.30179.02185.3211800.00479300.00
332005.06.01 17:30sell170.1081.30183.40177.101
342005.06.13 01:00close170.1082.83183.40177.101-15300.00464000.00
352005.06.13 03:30buy180.1082.66180.56186.861
362005.06.23 15:00close180.1083.96180.56186.86113000.00477000.00
372005.06.23 15:00sell190.1083.96186.06179.761
382005.06.24 15:30close190.1084.28186.06179.761-3200.00473800.00
392005.06.24 22:30sell200.1083.88185.98179.681
402005.07.13 01:00close200.1083.90185.98179.681-200.00473600.00
412005.07.13 01:00buy210.1083.90181.80188.101
422005.07.21 19:30close210.1084.26181.80188.1013600.00477200.00
432005.07.21 19:30sell220.1084.26186.36180.061
442005.07.22 13:00close220.1085.14186.36180.061-8800.00468400.00
452005.07.22 13:00buy230.1085.14183.04189.341
462005.07.27 15:30close230.1084.96183.04189.341-1800.00466600.00
472005.07.27 15:30sell240.1084.96187.06180.761
482005.08.03 23:30close240.1085.72187.06180.761-7600.00459000.00
492005.08.03 23:30buy250.1085.72183.62189.921
502005.08.08 17:30close250.1085.56183.62189.921-1600.00457400.00
512005.08.08 17:30sell260.1085.56187.66181.361
522005.08.11 19:00close260.1085.04187.66181.3615200.00462600.00
532005.08.11 23:30buy270.1084.91182.81189.111
542005.08.15 22:00close270.1083.87182.81189.111-10400.00452200.00
552005.08.15 22:30sell280.1083.94186.04179.741
562005.09.01 18:00close280.1083.82186.04179.7411200.00453400.00
572005.09.01 18:00buy290.1083.82181.72188.021
582005.09.09 22:00close290.1084.96181.72188.02111400.00464800.00
592005.09.12 02:30sell300.1084.67186.77180.471
602005.09.16 16:30close300.1085.12186.77180.471-4500.00460300.00
612005.09.16 16:30buy310.1085.12183.02189.321
622005.09.22 17:00close310.1085.42183.02189.3213000.00463300.00
632005.09.22 17:00sell320.1085.42187.52181.221
642005.09.27 18:30close320.1085.40187.52181.221200.00463500.00
652005.09.27 18:30buy330.1085.40183.30189.601
662005.10.05 09:30close330.1086.57183.30189.60111700.00475200.00
672005.10.05 09:30sell340.1086.57188.67182.371
682005.10.10 17:30close340.1086.62188.67182.371-500.00474700.00
692005.10.10 17:30buy350.1086.62184.52190.821
702005.10.11 19:00close350.1086.00184.52190.821-6200.00468500.00
712005.10.11 19:30sell360.1085.98188.08181.781
722005.10.25 15:00close360.1086.86188.08181.781-8800.00459700.00
732005.10.26 15:30buy370.1087.33185.23191.531
742005.10.28 21:30close370.1086.65185.23191.531-6800.00452900.00
752005.10.28 21:30sell380.1086.65188.75182.451
762005.11.10 00:30close380.1086.66188.75182.451-100.00452800.00
772005.11.10 00:30buy390.1086.66184.56190.861
782005.12.05 18:18t/p390.1090.86184.56190.86142000.00494800.00
792005.12.07 09:00sell400.1090.33192.43186.131
802005.12.09 11:30close400.1090.29192.43186.131400.00495200.00
812005.12.09 11:30buy410.1090.29188.19194.491
822005.12.14 06:30close410.1089.50188.19194.491-7900.00487300.00
832005.12.14 07:00sell420.1089.59191.69185.391
842005.12.19 08:00close420.1086.86191.69185.39127300.00514600.00
852005.12.19 08:30buy430.1086.79184.69190.991
862005.12.19 23:00close430.1085.93184.69190.991-8600.00506000.00
872005.12.19 23:00sell440.1085.93188.03181.731
882005.12.28 18:30close440.1085.82188.03181.7311100.00507100.00
892005.12.28 18:30buy450.1085.82183.72190.021
902006.01.03 19:00close450.1085.99183.72190.0211700.00508800.00
912006.01.03 19:00sell460.1085.99188.09181.791
922006.01.04 19:00close460.1086.74188.09181.791-7500.00501300.00
932006.01.04 19:00buy470.1086.74184.64190.941
942006.01.09 04:00close470.1085.80184.64190.941-9400.00491900.00
952006.01.09 04:00sell480.1085.80187.90181.601
962006.01.10 00:00close480.1086.35187.90181.601-5500.00486400.00
972006.01.10 00:00buy490.1086.35184.25190.551
982006.01.11 01:30close490.1085.92184.25190.551-4300.00482100.00
992006.01.11 01:30sell500.1085.92188.02181.721
1002006.01.11 21:30close500.1086.15188.02181.721-2300.00479800.00
1012006.01.11 21:30buy510.1086.15184.05190.351
1022006.01.12 17:00close510.1085.76184.05190.351-3900.00475900.00
1032006.01.12 17:00sell520.1085.76187.86181.561
1042006.01.13 12:30close520.1086.24187.86181.561-4800.00471100.00
1052006.01.13 12:30buy530.1086.24184.14190.441
1062006.01.18 11:00close530.1086.06184.14190.441-1800.00469300.00
1072006.01.18 12:30sell540.1086.20188.30182.001
1082006.01.20 04:30close540.1086.52188.30182.001-3200.00466100.00
1092006.01.20 04:30buy550.1086.52184.42190.721
1102006.02.06 07:30close550.1088.66184.42190.72121400.00487500.00
1112006.02.06 08:00sell560.1088.67190.77184.471
1122006.02.08 20:00close560.1087.84190.77184.4718300.00495800.00
1132006.02.08 20:30buy570.1087.76185.66191.961
1142006.02.10 11:00close570.1087.13185.66191.961-6300.00489500.00
1152006.02.10 11:00sell580.1087.13189.23182.931
1162006.02.15 02:00close580.1087.15189.23182.931-200.00489300.00
1172006.02.15 02:00buy590.1087.15185.05191.351
1182006.02.22 19:00close590.1087.26185.05191.3511100.00490400.00
1192006.02.22 19:00sell600.1087.26189.36183.061
1202006.03.01 22:00close600.1086.41189.36183.0618500.00498900.00
1212006.03.02 05:00buy610.1086.64184.54190.841
1222006.03.07 21:30close610.1086.47184.54190.841-1700.00497200.00
1232006.03.07 22:00sell620.1086.45188.55182.251
1242006.03.10 07:00close620.1086.97188.55182.251-5200.00492000.00
1252006.03.10 07:00buy630.1086.97184.87191.171
1262006.03.14 09:30close630.1086.93184.87191.171-400.00491600.00
1272006.03.14 09:30sell640.1086.93189.03182.731
1282006.03.15 14:30close640.1086.80189.03182.7311300.00492900.00
1292006.03.16 20:30sell650.1086.11188.21181.911
1302006.03.21 09:00close650.1083.79188.21181.91123200.00516100.00
1312006.03.21 10:00buy660.1083.54181.44187.741
1322006.03.24 16:00close660.1083.76181.44187.7412200.00518300.00
1332006.03.24 16:00sell670.1083.76185.86179.561
1342006.03.28 10:00close670.1083.05185.86179.5617100.00525400.00
1352006.03.28 10:00buy680.1083.05180.95187.251
1362006.04.04 01:30close680.1084.18180.95187.25111300.00536700.00
1372006.04.04 02:00sell690.1084.12186.22179.921
1382006.04.04 18:00close690.1084.64186.22179.921-5200.00531500.00
1392006.04.04 18:30buy700.1084.61182.51188.811
1402006.04.10 04:00close700.1085.81182.51188.81112000.00543500.00
1412006.04.10 04:00sell710.1085.81187.91181.611
1422006.04.10 21:30close710.1086.40187.91181.611-5900.00537600.00
1432006.04.10 21:30buy720.1086.40184.30190.601
1442006.04.12 17:30close720.1086.62184.30190.6012200.00539800.00
1452006.04.12 17:30sell730.1086.62188.72182.421
1462006.04.17 13:00close730.1086.58188.72182.421400.00540200.00
1472006.04.17 22:30buy740.1086.83184.73191.031
1482006.04.20 22:00close740.1086.68184.73191.031-1500.00538700.00
1492006.04.20 22:30sell750.1086.60188.70182.401
1502006.04.23 21:00close750.1086.90188.70182.401-3000.00535700.00
1512006.04.24 11:30sell760.1085.93188.03181.731
1522006.04.26 21:00close760.1086.47188.03181.731-5400.00530300.00
1532006.04.26 21:00buy770.1086.47184.37190.671
1542006.05.01 09:30close770.1085.93184.37190.671-5400.00524900.00
1552006.05.01 09:30sell780.1085.93188.03181.731
1562006.05.03 08:00close780.1086.77188.03181.731-8400.00516500.00
1572006.05.03 08:00buy790.1086.77184.67190.971
1582006.05.05 21:30close790.1086.64184.67190.971-1300.00515200.00
1592006.05.05 21:30sell800.1086.64188.74182.441
1602006.05.09 23:30close800.1085.97188.74182.4416700.00521900.00
1612006.05.09 23:30buy810.1085.97183.87190.171
1622006.05.12 12:00close810.1085.05183.87190.171-9200.00512700.00
1632006.05.12 12:00sell820.1085.05187.15180.851
1642006.05.18 15:30close820.1084.90187.15180.8511500.00514200.00
1652006.05.18 15:30buy830.1084.90182.80189.101
1662006.05.22 06:00close830.1084.47182.80189.101-4300.00509900.00
1672006.05.22 06:00sell840.1084.47186.57180.271
1682006.05.24 00:30close840.1084.15186.57180.2713200.00513100.00
1692006.05.24 01:00buy850.1084.16182.06188.361
1702006.05.31 21:30close850.1084.66182.06188.3615000.00518100.00
1712006.05.31 21:30sell860.1084.66186.76180.461
1722006.06.08 10:00close860.1084.74186.76180.461-800.00517300.00
1732006.06.08 10:00buy870.1084.74182.64188.941
1742006.06.09 05:00close870.1084.62182.64188.941-1200.00516100.00
1752006.06.09 05:00sell880.1084.62186.72180.421
1762006.06.09 17:30close880.1085.25186.72180.421-6300.00509800.00
1772006.06.09 18:00buy890.1085.37183.27189.571
1782006.06.13 07:30close890.1084.92183.27189.571-4500.00505300.00
1792006.06.13 07:30sell900.1084.92187.02180.721
1802006.06.16 03:30close900.1085.20187.02180.721-2800.00502500.00
1812006.06.16 08:00buy910.1085.25183.15189.451
1822006.06.20 14:30close910.1084.96183.15189.451-2900.00499600.00
1832006.06.20 14:30sell920.1084.96187.06180.761
1842006.06.22 10:00close920.1085.15187.06180.761-1900.00497700.00
1852006.06.22 10:00buy930.1085.15183.05189.351
1862006.07.10 07:30close930.1085.36183.05189.3512100.00499800.00
1872006.07.10 08:00sell940.1085.37187.47181.171
1882006.07.11 17:00close940.1085.87187.47181.171-5000.00494800.00
1892006.07.11 19:00buy950.1085.91183.81190.111
1902006.08.14 20:30close950.1088.54183.81190.11126300.00521100.00
1912006.08.14 21:00sell960.1088.59190.69184.391
1922006.08.21 20:30close960.1088.45190.69184.3911400.00522500.00
1932006.08.21 20:30buy970.1088.45186.35192.651
1942006.08.24 07:30close970.1088.50186.35192.651500.00523000.00
1952006.08.24 07:30sell980.1088.50190.60184.301
1962006.08.30 19:30close980.1089.42190.60184.301-9200.00513800.00
1972006.08.30 19:30buy990.1089.42187.32193.621
1982006.09.07 17:00close990.1088.36187.32193.621-10600.00503200.00
1992006.09.07 17:00sell1000.1088.36190.46184.161
2002006.09.11 18:00close1000.1088.38190.46184.161-200.00503000.00
2012006.09.11 18:00buy1010.1088.38186.28192.581
2022006.09.19 18:00close1010.1088.62186.28192.5812400.00505400.00
2032006.09.19 18:00sell1020.1088.62190.72184.421
2042006.09.27 00:30close1020.1088.10190.72184.4215200.00510600.00
2052006.09.27 00:30buy1030.1088.10186.00192.301
2062006.11.08 12:30close1030.1090.51186.00192.30124100.00534700.00
2072006.11.08 12:30sell1040.1090.51192.61186.311
2082006.11.16 20:00close1040.1090.67192.61186.311-1600.00533100.00
2092006.11.16 20:00buy1050.1090.67188.57194.871
2102006.11.23 16:30close1050.1089.95188.57194.871-7200.00525900.00
2112006.11.23 17:00sell1060.1089.96192.06185.761
2122006.11.28 22:30close1060.1091.00192.06185.761-10400.00515500.00
2132006.11.28 22:30buy1070.1091.00188.90195.201
2142006.12.03 23:30close1070.1091.08188.90195.201800.00516300.00
2152006.12.03 23:30sell1080.1091.08193.18186.881
2162006.12.07 19:30close1080.1091.01193.18186.881700.00517000.00
2172006.12.07 20:00buy1090.1090.96188.86195.161
2182007.01.04 11:30close1090.1093.61188.86195.16126500.00543500.00
2192007.01.04 11:30sell1100.1093.61195.71189.411
2202007.01.09 02:30close1100.1093.02195.71189.4115900.00549400.00
2212007.01.09 02:30buy1110.1093.02190.92197.221
2222007.01.24 07:00close1110.1095.18190.92197.22121600.00571000.00
2232007.01.24 07:00sell1120.1095.18197.28190.981
2242007.02.07 15:00close1120.1093.87197.28190.98113100.00584100.00
2252007.02.07 17:30buy1130.1093.94191.84198.141
2262007.02.12 20:00close1130.1094.02191.84198.141800.00584900.00
2272007.02.12 20:00sell1140.1094.02196.12189.821
2282007.02.13 23:30close1140.1094.41196.12189.821-3900.00581000.00
2292007.02.13 23:30buy1150.1094.41192.31198.611
2302007.02.15 06:00close1150.1094.18192.31198.611-2300.00578700.00
2312007.02.15 06:00sell1160.1094.18196.28189.981
2322007.02.19 12:30close1160.1093.90196.28189.9812800.00581500.00
2332007.02.21 12:30buy1170.1095.36193.26199.561
2342007.02.27 13:30close1170.1094.52193.26199.561-8400.00573100.00
2352007.02.27 13:30sell1180.1094.52196.62190.321
2362007.03.05 01:03t/p1180.1090.32196.62190.32142000.00615100.00
2372007.03.06 06:30buy1190.1090.04187.94194.241
2382007.03.08 04:00close1190.1090.14187.94194.2411000.00616100.00
2392007.03.08 04:00sell1200.1090.14192.24185.941
2402007.03.08 10:00close1200.1090.69192.24185.941-5500.00610600.00
2412007.03.08 10:00buy1210.1090.69188.59194.891
2422007.03.13 19:00close1210.1092.06188.59194.89113700.00624300.00
2432007.03.13 19:00sell1220.1092.06194.16187.861
2442007.03.14 20:30close1220.1091.48194.16187.8615800.00630100.00
2452007.03.14 20:30buy1230.1091.48189.38195.681
2462007.03.26 22:51t/p1230.1095.68189.38195.68142000.00672100.00
2472007.03.28 09:00sell1240.1094.42196.52190.221
2482007.03.29 12:30close1240.1095.04196.52190.221-6200.00665900.00
2492007.03.29 12:30buy1250.1095.04192.94199.241
2502007.04.13 17:40t/p1250.1099.24192.94199.24142000.00707900.00
2512007.04.18 10:30sell1260.1099.341101.44195.141
2522007.04.19 02:00close1260.1099.351101.44195.141-100.00707800.00
2532007.04.19 02:30buy1270.1099.35197.251103.551
2542007.04.19 08:30close1270.1098.23197.251103.551-11200.00696600.00
2552007.04.19 09:00sell1280.1098.131100.23193.931
2562007.04.20 02:30close1280.1098.891100.23193.931-7600.00689000.00
2572007.04.20 02:30buy1290.1098.89196.791103.091
2582007.04.23 13:00close1290.1098.62196.791103.091-2700.00686300.00
2592007.04.23 13:00sell1300.1098.621100.72194.421
2602007.04.25 15:01close1300.1098.691100.72194.421-700.00685600.00
2612007.04.25 15:01buy1310.1098.69196.591102.891
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