Strategy Tester Report
KAKO10_iIchimoku_GBPJPY
GaitameFinest-S2-Demo (Build 765)

通貨ペアGBPJPY (Great Britain Pound vs Japanese Yen)
期間30分足(M30) 2014.09.22 07:30 - 2015.03.27 22:59
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=15031301; Lots=0.1; StopLoss=300; TakeProfit=240; Slippage=10; TradeComment="KAKO10_iIchimoku"; TradeEMail=false; TradeErrorEMail=false;
テストバー数6482モデルティック数12864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37917.03総利益420693.32総損失-382776.29
プロフィットファクター1.10期待利得386.91
絶対ドローダウン56498.26最大ドローダウン117511.35 (18.07%)相対ドローダウン18.07% (117511.35)
総取引数98ショートポジション(勝率%)50 (46.00%)ロングポジション(勝率%)48 (41.67%)
勝率(%)43 (43.88%)負率 (%)55 (56.12%)
最大勝トレード24036.18負トレード-20792.95
平均勝トレード9783.57負トレード-6959.57
最大連勝(金額)4 (50824.90)連敗(金額)9 (-56099.42)
最大化連勝(トレード数)50824.90 (4)連敗(トレード数)-56099.42 (9)
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
12014.09.23 02:00buy10.10178.085175.085180.485
22014.09.24 19:30close10.10178.177175.085180.485927.42500927.42
32014.09.24 19:30sell20.10178.177181.177175.777
42014.09.25 12:30close20.10178.201181.177175.777-272.11500655.31
52014.09.25 12:30buy30.10178.201175.201180.601
62014.09.26 05:00close30.10177.319175.201180.601-8797.81491857.49
72014.09.26 05:00sell40.10177.319180.319174.919
82014.09.26 22:30close40.10177.776180.319174.919-4570.00487287.49
92014.09.26 23:00buy50.10177.716174.716180.116
102014.10.02 05:30close50.10176.357174.716180.116-13560.40473727.09
112014.10.02 05:30sell60.10176.357179.357173.957
122014.10.03 15:30close60.10175.734179.357173.9576135.28479862.37
132014.10.03 15:30buy70.10175.734172.734178.134
142014.10.06 19:00close70.10174.840172.734178.134-8932.71470929.67
152014.10.06 19:00sell80.10174.840177.840172.440
162014.10.07 16:30close80.10174.705177.840172.4401318.44472248.11
172014.10.07 16:30buy90.10174.705171.705177.105
182014.10.07 23:30close90.10174.416171.705177.105-2890.00469358.11
192014.10.07 23:30sell100.10174.416177.416172.016
202014.10.09 05:00close100.10174.855177.416172.016-4452.89464905.22
212014.10.09 05:00buy110.10174.855171.855177.255
222014.10.10 10:30close110.10173.657171.855177.255-11958.20452947.03
232014.10.10 10:30sell120.10173.657176.657171.257
242014.10.14 18:00t/p120.10171.257176.657171.25723937.66476884.69
252014.10.15 18:30buy130.10170.708167.708173.108
262014.10.16 02:00close130.10168.628167.708173.108-20792.95456091.74
272014.10.16 02:00sell140.10168.628171.628166.228
282014.10.16 19:30close140.10168.980171.628166.228-3520.00452571.74
292014.10.16 19:30buy150.10168.980165.980171.380
302014.10.17 08:30t/p150.10171.380165.980171.38024021.25476592.99
312014.10.21 18:30sell160.10172.410175.410170.010
322014.10.22 10:00close160.10172.448175.410170.010-411.08476181.91
332014.10.22 22:00sell170.10172.005175.005169.605
342014.10.23 14:00close170.10172.211175.005169.605-2091.08474090.83
352014.10.23 14:30buy180.10172.219169.219174.619
362014.10.28 23:30t/p180.10174.619169.219174.61924036.18498127.02
372014.11.04 18:00sell190.10181.761184.761179.361
382014.11.05 14:30close190.10182.543184.761179.361-7852.86490274.15
392014.11.05 14:30buy200.10182.543179.543184.943
402014.11.06 20:00close200.10182.750179.543184.9432077.64492351.79
412014.11.06 20:00sell210.10182.750185.750180.350
422014.11.11 04:30close210.10182.068185.750180.3506655.50499007.29
432014.11.11 04:30buy220.10182.068179.068184.468
442014.11.12 07:30t/p220.10184.468179.068184.46824007.65523014.94
452014.11.12 21:00sell230.10182.594185.594180.194
462014.11.14 22:30close230.10182.494185.594180.194868.47523883.41
472014.11.14 22:30buy240.10182.494179.494184.894
482014.11.17 15:30close240.10181.844179.494184.894-6492.42517390.99
492014.11.17 15:30sell250.10181.844184.844179.444
502014.11.18 08:00close250.10182.416184.844179.444-5752.88511638.11
512014.11.18 08:00buy260.10182.416179.416184.816
522014.11.20 04:30t/p260.10184.816179.416184.81624015.28535653.40
532014.11.21 09:00sell270.10185.547188.547183.147
542014.11.24 21:00close270.10185.559188.547183.147-153.27535500.12
552014.11.24 21:00buy280.10185.559182.559187.959
562014.11.25 16:00close280.10184.863182.559187.959-6952.26528547.86
572014.11.25 16:00sell290.10184.863187.863182.463
582014.11.27 02:30close290.10185.794187.863182.463-9376.99519170.87
592014.11.27 02:30buy300.10185.794182.794188.194
602014.11.27 18:00close300.10185.327182.794188.194-4670.00514500.87
612014.11.27 18:00sell310.10185.327188.327182.927
622014.11.28 15:30close310.10185.657188.327182.927-3400.38511100.49
632014.11.28 15:30buy320.10185.657182.657188.057
642014.12.04 01:00t/p320.10188.057182.657188.05724031.07535131.56
652014.12.08 20:30sell330.10189.097192.097186.697
662014.12.10 00:00t/p330.10186.697192.097186.69723932.19559063.75
672014.12.12 02:00buy340.10187.613184.613190.013
682014.12.12 21:00close340.10185.918184.613190.013-16950.00542113.75
692014.12.12 21:00sell350.10185.918188.918183.518
702014.12.16 15:00t/p350.10183.518188.918183.51823932.79566046.54
712014.12.17 04:30buy360.10184.479181.479186.879
722014.12.19 15:30t/p360.10186.879181.479186.87924030.97590077.51
732014.12.24 01:30sell370.10187.047190.047184.647
742014.12.24 11:00close370.10186.990190.047184.647570.00590647.51
752014.12.24 11:00buy380.10186.990183.990189.390
762014.12.26 08:30close380.10187.216183.990189.3902291.14592938.65
772014.12.26 08:30sell390.10187.216190.216184.816
782014.12.27 03:30close390.10187.326190.216184.816-1100.00591838.65
792014.12.27 03:30buy400.10187.326184.326189.726
802014.12.30 15:30close400.10186.680184.326189.726-6444.39585394.26
812014.12.30 16:30sell410.10186.393189.393183.993
822014.12.31 16:30close410.10186.125189.393183.9932646.54588040.80
832014.12.31 16:30buy420.10186.125183.125188.525
842015.01.03 00:30close420.10185.440183.125188.525-6818.93581221.87
852015.01.03 00:30sell430.10185.440188.440183.040
862015.01.05 07:30t/p430.10183.040188.440183.04023966.72605188.58
872015.01.07 23:00buy440.10180.399177.399182.799
882015.01.10 06:00close440.10179.792177.399182.799-6039.94599148.64
892015.01.10 06:00sell450.10179.792182.792177.392
902015.01.13 00:30close450.10179.475182.792177.3923105.15602253.80
912015.01.13 00:30buy460.10179.475176.475181.875
922015.01.13 06:00close460.10179.613176.475181.8751380.00603633.80
932015.01.13 06:00sell470.10179.613182.613177.213
942015.01.14 02:30close470.10179.050182.613177.2135597.54609231.34
952015.01.14 02:30buy480.10179.050176.050181.450
962015.01.14 07:30close480.10178.770176.050181.450-2800.00606431.34
972015.01.14 07:30sell490.10178.770181.770176.370
982015.01.15 07:30close490.10178.469181.770176.3702977.96609409.30
992015.01.15 07:30buy500.10178.469175.469180.869
1002015.01.15 23:30close500.10178.287175.469180.869-1820.00607589.30
1012015.01.15 23:30sell510.10178.287181.287175.887
1022015.01.16 07:30t/p510.10175.887181.287175.88723903.85631493.15
1032015.01.16 23:00buy520.10177.159174.159179.559
1042015.01.19 16:00close520.10177.335174.159179.5591767.40633260.55
1052015.01.19 16:00sell530.10177.335180.335174.935
1062015.01.20 03:30close530.10177.872180.335174.935-5402.17627858.38
1072015.01.20 03:30buy540.10177.872174.872180.272
1082015.01.21 16:00close540.10178.178174.872180.2723067.49630925.88
1092015.01.21 16:00sell550.10178.178181.178175.778
1102015.01.22 12:00close550.10178.905181.178175.778-7302.05623623.82
1112015.01.22 12:00buy560.10178.905175.905181.305
1122015.01.23 05:00close560.10177.740175.905181.305-11627.79611996.03
1132015.01.23 05:00sell570.10177.740180.740175.340
1142015.01.26 19:00close570.10177.302180.740175.3404348.15616344.19
1152015.01.26 19:00buy580.10177.302174.302179.702
1162015.01.27 22:00close580.10178.100174.302179.7027987.42624331.60
1172015.01.27 22:00sell590.10178.100181.100175.700
1182015.01.28 06:30close590.10179.110181.100175.700-10132.18614199.42
1192015.01.28 06:30buy600.10179.110176.110181.510
1202015.01.29 06:30close600.10177.786176.110181.510-13232.54600966.87
1212015.01.29 06:30sell610.10177.786180.786175.386
1222015.01.30 00:30close610.10178.142180.786175.386-3656.56597310.32
1232015.01.30 00:30buy620.10178.142175.142180.542
1242015.01.30 06:00close620.10178.207175.142180.542650.00597960.32
1252015.01.30 06:00sell630.10178.207181.207175.807
1262015.02.02 16:00close630.10177.319181.207175.8078848.15606808.46
1272015.02.02 16:00buy640.10177.319174.319179.719
1282015.02.03 01:00close640.10176.260174.319179.719-10582.62596225.84
1292015.02.03 01:00sell650.10176.260179.260173.860
1302015.02.03 23:30close650.10177.599179.260173.860-13390.00582835.84
1312015.02.03 23:30buy660.10177.599174.599179.999
1322015.02.05 10:00close660.10177.785174.599179.9991874.84584710.68
1332015.02.05 10:00sell670.10177.785180.785175.385
1342015.02.05 23:00close670.10179.726180.785175.385-19410.00565300.68
1352015.02.05 23:00buy680.10179.726176.726182.126
1362015.02.09 23:30close680.10180.615176.726182.1268920.00574220.68
1372015.02.09 23:30sell690.10180.615183.615178.215
1382015.02.10 20:30close690.10181.106183.615178.215-4942.65569278.03
1392015.02.10 20:30buy700.10181.106178.106183.506
1402015.02.12 00:00t/p700.10183.506178.106183.50624015.22593293.26
1412015.02.12 16:30sell710.10183.254186.254180.854
1422015.02.13 00:00close710.10182.948186.254180.8542960.91596254.17
1432015.02.13 00:00buy720.10182.948179.948185.348
1442015.02.13 17:30close720.10182.938179.948185.348-100.00596154.17
1452015.02.13 17:30sell730.10182.938185.938180.538
1462015.02.17 23:30close730.10182.495185.938180.5384364.13600518.30
1472015.02.17 23:30buy740.10182.495179.495184.895
1482015.02.19 16:00close740.10183.561179.495184.89510675.27611193.57
1492015.02.19 16:00sell750.10183.561186.561181.161
1502015.02.23 13:30close750.10183.039186.561181.1615087.52616281.09
1512015.02.23 13:30buy760.10183.039180.039185.439
1522015.02.25 07:00close760.10183.847180.039185.4398095.34624376.43
1532015.02.25 07:00sell770.10183.847186.847181.447
1542015.02.26 06:30close770.10184.528186.847181.447-6843.28617533.15
1552015.02.26 06:30buy780.10184.528181.528186.928
1562015.02.27 00:00close780.10183.675181.528186.928-8507.04609026.11
1572015.02.27 00:00sell790.10183.675186.675181.275
1582015.02.28 06:30close790.10184.723186.675181.275-10480.00598546.11
1592015.02.28 06:30buy800.10184.723181.723187.123
1602015.03.03 15:30close800.10184.091181.723187.123-6304.63592241.47
1612015.03.03 15:30sell810.10184.091187.091181.691
1622015.03.06 01:00close810.10183.103187.091181.6919714.64601956.11
1632015.03.06 01:30buy820.10183.063180.063185.463
1642015.03.06 17:00close820.10182.984180.063185.463-790.00601166.11
1652015.03.06 17:00sell830.10182.984185.984180.584
1662015.03.09 22:00close830.10182.665185.984180.5843157.19604323.30
1672015.03.09 22:00buy840.10182.665179.665185.065
1682015.03.11 02:00close840.10182.927179.665185.0652635.23606958.53
1692015.03.11 02:00sell850.10182.927185.927180.527
1702015.03.11 20:00close850.10183.013185.927180.527-860.00606098.53
1712015.03.11 20:00buy860.10183.013180.013185.413
1722015.03.12 04:30close860.10181.374180.013185.413-16382.44589716.10
1732015.03.12 04:30sell870.10181.374184.374178.974
1742015.03.12 23:00close870.10181.006184.374178.9743680.00593396.10
1752015.03.12 23:00buy880.10181.006178.006183.406
1762015.03.13 04:00close880.10180.218178.006183.406-7857.37585538.72
1772015.03.13 04:00sell890.10180.218183.218177.818
1782015.03.16 20:30close890.10179.367183.218177.8188477.73594016.45
1792015.03.16 20:30buy900.10179.367176.367181.767
1802015.03.17 23:30close900.10179.085176.367181.767-2812.53591203.92
1812015.03.17 23:30sell910.10179.085182.085176.685
1822015.03.19 07:30close910.10179.625182.085176.685-5464.36585739.56
1832015.03.19 07:30buy920.10179.625176.625182.025
1842015.03.20 02:00close920.10178.181176.625182.025-14417.71571321.84
1852015.03.20 02:00sell930.10178.181181.181175.781
1862015.03.21 00:00close930.10179.370181.181175.781-11890.00559431.84
1872015.03.21 00:00buy940.10179.370176.370181.770
1882015.03.23 19:00close940.10178.589176.370181.770-7802.52551629.32
1892015.03.23 19:00sell950.10178.589181.589176.189
1902015.03.24 12:00close950.10178.824181.589176.189-2382.27549247.05
1912015.03.24 12:00buy960.10178.824175.824181.224
1922015.03.24 23:30close960.10177.928175.824181.224-8960.00540287.05
1932015.03.24 23:30sell970.10177.928180.928175.528
1942015.03.26 00:30close970.10177.989180.928175.528-674.28539612.77
1952015.03.26 14:00sell980.10177.213180.213174.813
1962015.03.27 22:59close at stop980.10177.373180.213174.813-1695.73537917.03