通貨ペア | NIKKEI225 (JAPAN 225 (Spot) ) | ||||
期間 | 1時間足(H1) 2015.11.10 00:05 - 2016.01.28 23:00 (2015.11.10 - 2016.01.29) | ||||
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 | MagicNumber=1122334455; Lots=1; Take=450; Cut=450; Range=50; Trap_LONG=5; Trap_SHORT=13; Repeat=true; Reverse=false; | ||||
テストバー数 | 2323 | モデルティック数 | 1517472 | 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 (19) | ||
純益 | 5250.89 | 総利益 | 10652.49 | 総損失 | -5401.60 |
プロフィットファクタ | 1.97 | 期待利得 | 119.34 | ||
絶対ドローダウン | 1531.94 | 最大ドローダウン | 3258.94 (27.79%) | 相対ドローダウン | 27.79% (3258.94) |
総取引数 | 44 | 売りポジション(勝率%) | 27 (85.19%) | 買いポジション(勝率%) | 17 (41.18%) |
勝率(%) | 30 (68.18%) | 負率 (%) | 14 (31.82%) | ||
最大 | 勝トレード | 371.60 | 敗トレード | -413.93 | |
平均 | 勝トレード | 355.08 | 敗トレード | -385.83 | |
最大 | 連勝(金額) | 13 (4800.92) | 連敗(金額) | 5 (-1912.78) | |
最大 | 連勝(トレード数) | 4800.92 (13) | 連敗(トレード数) | -1912.78 (5) | |
平均 | 連勝 | 10 | 連敗 | 5 |
# | 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 |
1 | 2015.11.10 01:00 | buy limit | 1 | 1.00 | 19367 | 18917 | 19817 | ||
2 | 2015.11.10 01:00 | buy limit | 2 | 1.00 | 19317 | 18867 | 19767 | ||
3 | 2015.11.10 01:00 | buy limit | 3 | 1.00 | 19267 | 18817 | 19717 | ||
4 | 2015.11.10 01:00 | buy limit | 4 | 1.00 | 19217 | 18767 | 19667 | ||
5 | 2015.11.10 01:00 | buy limit | 5 | 1.00 | 19167 | 18717 | 19617 | ||
6 | 2015.11.10 01:00 | sell limit | 6 | 1.00 | 19467 | 19917 | 19017 | ||
7 | 2015.11.10 01:00 | sell limit | 7 | 1.00 | 19517 | 19967 | 19067 | ||
8 | 2015.11.10 01:00 | sell limit | 8 | 1.00 | 19567 | 20017 | 19117 | ||
9 | 2015.11.10 01:00 | sell limit | 9 | 1.00 | 19617 | 20067 | 19167 | ||
10 | 2015.11.10 01:00 | sell limit | 10 | 1.00 | 19667 | 20117 | 19217 | ||
11 | 2015.11.10 01:00 | sell limit | 11 | 1.00 | 19717 | 20167 | 19267 | ||
12 | 2015.11.10 01:00 | sell limit | 12 | 1.00 | 19767 | 20217 | 19317 | ||
13 | 2015.11.10 01:00 | sell limit | 13 | 1.00 | 19817 | 20267 | 19367 | ||
14 | 2015.11.10 01:00 | sell limit | 14 | 1.00 | 19867 | 20317 | 19417 | ||
15 | 2015.11.10 01:00 | sell limit | 15 | 1.00 | 19917 | 20367 | 19467 | ||
16 | 2015.11.10 01:00 | sell limit | 16 | 1.00 | 19967 | 20417 | 19517 | ||
17 | 2015.11.10 01:00 | sell limit | 17 | 1.00 | 20017 | 20467 | 19567 | ||
18 | 2015.11.10 01:00 | sell limit | 18 | 1.00 | 20067 | 20517 | 19617 | ||
19 | 2015.11.10 02:02 | sell | 6 | 1.00 | 19467 | 19917 | 19017 | ||
20 | 2015.11.10 02:08 | sell | 7 | 1.00 | 19517 | 19967 | 19067 | ||
21 | 2015.11.10 02:23 | sell | 8 | 1.00 | 19567 | 20017 | 19117 | ||
22 | 2015.11.10 06:30 | sell | 9 | 1.00 | 19617 | 20067 | 19167 | ||
23 | 2015.11.10 07:08 | sell | 10 | 1.00 | 19667 | 20117 | 19217 | ||
24 | 2015.11.10 09:32 | sell | 11 | 1.00 | 19717 | 20167 | 19267 | ||
25 | 2015.11.11 11:01 | sell | 12 | 1.00 | 19767 | 20217 | 19317 | ||
26 | 2015.11.16 00:50 | buy | 1 | 1.00 | 19367 | 18917 | 19817 | ||
27 | 2015.11.16 01:00 | t/p | 12 | 1.00 | 19317 | 20217 | 19317 | 359.15 | 10359.15 |
28 | 2015.11.16 01:00 | buy | 2 | 1.00 | 19317 | 18867 | 19767 | ||
29 | 2015.11.16 01:00 | sell limit | 19 | 1.00 | 19767 | 20217 | 19317 | ||
30 | 2015.11.16 01:59 | t/p | 11 | 1.00 | 19267 | 20167 | 19267 | 356.66 | 10715.81 |
31 | 2015.11.16 01:59 | buy | 3 | 1.00 | 19267 | 18817 | 19717 | ||
32 | 2015.11.16 01:59 | sell limit | 20 | 1.00 | 19717 | 20167 | 19267 | ||
33 | 2015.11.17 00:55 | t/p | 3 | 1.00 | 19717 | 18817 | 19717 | 366.62 | 11082.43 |
34 | 2015.11.17 00:55 | sell | 20 | 1.00 | 19717 | 20167 | 19267 | ||
35 | 2015.11.17 00:55 | buy limit | 21 | 1.00 | 19267 | 18817 | 19717 | ||
36 | 2015.11.17 15:33 | t/p | 2 | 1.00 | 19767 | 18867 | 19767 | 366.62 | 11449.05 |
37 | 2015.11.17 15:33 | sell | 19 | 1.00 | 19767 | 20217 | 19317 | ||
38 | 2015.11.17 15:33 | buy limit | 22 | 1.00 | 19317 | 18867 | 19767 | ||
39 | 2015.11.17 17:49 | t/p | 1 | 1.00 | 19817 | 18917 | 19817 | 366.62 | 11815.67 |
40 | 2015.11.17 17:49 | sell | 13 | 1.00 | 19817 | 20267 | 19367 | ||
41 | 2015.11.17 17:49 | buy limit | 23 | 1.00 | 19367 | 18917 | 19817 | ||
42 | 2015.11.17 20:58 | sell | 14 | 1.00 | 19867 | 20317 | 19417 | ||
43 | 2015.11.18 21:27 | s/l | 6 | 1.00 | 19917 | 19917 | 19017 | -391.52 | 11424.15 |
44 | 2015.11.18 21:52 | sell | 15 | 1.00 | 19917 | 20367 | 19467 | ||
45 | 2015.11.18 21:58 | s/l | 7 | 1.00 | 19967 | 19967 | 19067 | -391.52 | 11032.63 |
46 | 2015.11.19 03:12 | sell | 16 | 1.00 | 19967 | 20417 | 19517 | ||
47 | 2015.11.23 01:15 | s/l | 8 | 1.00 | 20017 | 20017 | 19117 | -403.97 | 10628.66 |
48 | 2015.11.23 01:15 | sell | 17 | 1.00 | 20017 | 20467 | 19567 | ||
49 | 2015.11.27 00:06 | s/l | 9 | 1.00 | 20067 | 20067 | 19167 | -413.93 | 10214.73 |
50 | 2015.12.03 19:25 | sell limit | 24 | 1.00 | 19617 | 20067 | 19167 | ||
51 | 2015.12.03 19:44 | sell | 24 | 1.00 | 19617 | 20067 | 19167 | ||
52 | 2015.12.03 20:48 | t/p | 17 | 1.00 | 19567 | 20467 | 19567 | 346.70 | 10561.43 |
53 | 2015.12.03 20:48 | sell limit | 25 | 1.00 | 20017 | 20467 | 19567 | ||
54 | 2015.12.03 21:02 | sell limit | 26 | 1.00 | 19567 | 20017 | 19117 | ||
55 | 2015.12.03 21:21 | t/p | 16 | 1.00 | 19517 | 20417 | 19517 | 336.74 | 10898.17 |
56 | 2015.12.03 21:21 | sell limit | 27 | 1.00 | 19967 | 20417 | 19517 | ||
57 | 2015.12.03 21:23 | sell limit | 28 | 1.00 | 19517 | 19967 | 19067 | ||
58 | 2015.12.03 21:29 | t/p | 15 | 1.00 | 19467 | 20367 | 19467 | 334.25 | 11232.42 |
59 | 2015.12.03 21:29 | sell limit | 29 | 1.00 | 19917 | 20367 | 19467 | ||
60 | 2015.12.03 22:58 | sell | 28 | 1.00 | 19517 | 19967 | 19067 | ||
61 | 2015.12.04 01:18 | sell | 26 | 1.00 | 19567 | 20017 | 19117 | ||
62 | 2015.12.04 16:07 | sell limit | 30 | 1.00 | 19467 | 19917 | 19017 | ||
63 | 2015.12.04 16:08 | t/p | 14 | 1.00 | 19417 | 20317 | 19417 | 329.27 | 11561.69 |
64 | 2015.12.04 16:08 | sell limit | 31 | 1.00 | 19867 | 20317 | 19417 | ||
65 | 2015.12.04 16:23 | sell | 30 | 1.00 | 19467 | 19917 | 19017 | ||
66 | 2015.12.08 15:17 | t/p | 13 | 1.00 | 19367 | 20267 | 19367 | 319.31 | 11881.00 |
67 | 2015.12.08 15:17 | buy | 23 | 1.00 | 19367 | 18917 | 19817 | ||
68 | 2015.12.08 15:17 | sell limit | 32 | 1.00 | 19817 | 20267 | 19367 | ||
69 | 2015.12.08 16:14 | t/p | 19 | 1.00 | 19317 | 20217 | 19317 | 319.31 | 12200.31 |
70 | 2015.12.08 16:14 | buy | 22 | 1.00 | 19317 | 18867 | 19767 | ||
71 | 2015.12.08 16:14 | sell limit | 33 | 1.00 | 19767 | 20217 | 19317 | ||
72 | 2015.12.08 17:30 | t/p | 20 | 1.00 | 19267 | 20167 | 19267 | 319.31 | 12519.62 |
73 | 2015.12.08 17:30 | buy | 21 | 1.00 | 19267 | 18817 | 19717 | ||
74 | 2015.12.08 17:30 | sell limit | 34 | 1.00 | 19717 | 20167 | 19267 | ||
75 | 2015.12.09 15:46 | t/p | 10 | 1.00 | 19217 | 20117 | 19217 | 299.39 | 12819.01 |
76 | 2015.12.09 15:46 | buy | 4 | 1.00 | 19217 | 18767 | 19667 | ||
77 | 2015.12.09 15:46 | sell limit | 35 | 1.00 | 19667 | 20117 | 19217 | ||
78 | 2015.12.09 16:03 | t/p | 24 | 1.00 | 19167 | 20067 | 19167 | 356.66 | 13175.67 |
79 | 2015.12.09 16:03 | buy | 5 | 1.00 | 19167 | 18717 | 19617 | ||
80 | 2015.12.09 16:03 | sell limit | 36 | 1.00 | 19617 | 20067 | 19167 | ||
81 | 2015.12.09 18:47 | t/p | 26 | 1.00 | 19117 | 20017 | 19117 | 359.15 | 13534.82 |
82 | 2015.12.09 18:47 | sell limit | 37 | 1.00 | 19567 | 20017 | 19117 | ||
83 | 2015.12.09 19:21 | t/p | 28 | 1.00 | 19067 | 19967 | 19067 | 356.66 | 13891.48 |
84 | 2015.12.09 19:21 | sell limit | 38 | 1.00 | 19517 | 19967 | 19067 | ||
85 | 2015.12.09 19:40 | t/p | 30 | 1.00 | 19017 | 19917 | 19017 | 359.15 | 14250.63 |
86 | 2015.12.09 19:40 | sell limit | 39 | 1.00 | 19467 | 19917 | 19017 | ||
87 | 2015.12.09 20:05 | s/l | 23 | 1.00 | 18917 | 18917 | 19817 | -376.58 | 13874.05 |
88 | 2015.12.11 16:16 | s/l | 22 | 1.00 | 18867 | 18867 | 19767 | -386.54 | 13487.51 |
89 | 2015.12.11 16:19 | s/l | 21 | 1.00 | 18817 | 18817 | 19717 | -386.54 | 13100.97 |
90 | 2015.12.11 16:37 | s/l | 4 | 1.00 | 18767 | 18767 | 19667 | -381.56 | 12719.41 |
91 | 2015.12.11 16:50 | s/l | 5 | 1.00 | 18717 | 18717 | 19617 | -381.56 | 12337.85 |
92 | 2015.12.16 21:03 | buy limit | 40 | 1.00 | 19167 | 18717 | 19617 | ||
93 | 2015.12.16 21:04 | buy limit | 41 | 1.00 | 19217 | 18767 | 19667 | ||
94 | 2015.12.16 21:12 | buy | 41 | 1.00 | 19217 | 18767 | 19667 | ||
95 | 2015.12.16 22:03 | buy limit | 42 | 1.00 | 19267 | 18817 | 19717 | ||
96 | 2015.12.16 22:30 | buy limit | 43 | 1.00 | 19317 | 18867 | 19767 | ||
97 | 2015.12.17 01:59 | buy limit | 44 | 1.00 | 19367 | 18917 | 19817 | ||
98 | 2015.12.17 02:19 | sell | 39 | 1.00 | 19467 | 19917 | 19017 | ||
99 | 2015.12.17 06:50 | buy | 44 | 1.00 | 19367 | 18917 | 19817 | ||
100 | 2015.12.17 15:51 | sell | 38 | 1.00 | 19517 | 19967 | 19067 | ||
101 | 2015.12.17 22:59 | buy | 43 | 1.00 | 19317 | 18867 | 19767 | ||
102 | 2015.12.17 23:19 | buy | 42 | 1.00 | 19267 | 18817 | 19717 | ||
103 | 2015.12.18 05:51 | sell | 37 | 1.00 | 19567 | 20017 | 19117 | ||
104 | 2015.12.18 05:51 | sell | 36 | 1.00 | 19617 | 20067 | 19167 | ||
105 | 2015.12.18 05:51 | t/p | 41 | 1.00 | 19667 | 18767 | 19667 | 361.64 | 12699.49 |
106 | 2015.12.18 05:51 | sell | 35 | 1.00 | 19667 | 20117 | 19217 | ||
107 | 2015.12.18 05:51 | buy limit | 45 | 1.00 | 19217 | 18767 | 19667 | ||
108 | 2015.12.18 05:51 | t/p | 42 | 1.00 | 19717 | 18817 | 19717 | 366.62 | 13066.11 |
109 | 2015.12.18 05:51 | sell | 34 | 1.00 | 19717 | 20167 | 19267 | ||
110 | 2015.12.18 05:51 | buy limit | 46 | 1.00 | 19267 | 18817 | 19717 | ||
111 | 2015.12.18 05:51 | t/p | 43 | 1.00 | 19767 | 18867 | 19767 | 366.62 | 13432.73 |
112 | 2015.12.18 05:51 | sell | 33 | 1.00 | 19767 | 20217 | 19317 | ||
113 | 2015.12.18 05:51 | buy limit | 47 | 1.00 | 19317 | 18867 | 19767 | ||
114 | 2015.12.18 05:51 | t/p | 44 | 1.00 | 19817 | 18917 | 19817 | 366.62 | 13799.35 |
115 | 2015.12.18 05:51 | sell | 32 | 1.00 | 19817 | 20267 | 19367 | ||
116 | 2015.12.18 05:51 | buy limit | 48 | 1.00 | 19367 | 18917 | 19817 | ||
117 | 2015.12.18 05:53 | sell | 31 | 1.00 | 19867 | 20317 | 19417 | ||
118 | 2015.12.18 06:04 | t/p | 31 | 1.00 | 19417 | 20317 | 19417 | 371.60 | 14170.95 |
119 | 2015.12.18 06:04 | sell limit | 49 | 1.00 | 19867 | 20317 | 19417 | ||
120 | 2015.12.18 06:23 | t/p | 32 | 1.00 | 19367 | 20267 | 19367 | 371.60 | 14542.55 |
121 | 2015.12.18 06:23 | buy | 48 | 1.00 | 19367 | 18917 | 19817 | ||
122 | 2015.12.18 06:23 | sell limit | 50 | 1.00 | 19817 | 20267 | 19367 | ||
123 | 2015.12.18 06:24 | t/p | 33 | 1.00 | 19317 | 20217 | 19317 | 371.60 | 14914.15 |
124 | 2015.12.18 06:24 | buy | 47 | 1.00 | 19317 | 18867 | 19767 | ||
125 | 2015.12.18 06:24 | sell limit | 51 | 1.00 | 19767 | 20217 | 19317 | ||
126 | 2015.12.18 06:26 | t/p | 34 | 1.00 | 19267 | 20167 | 19267 | 371.60 | 15285.75 |
127 | 2015.12.18 06:26 | buy | 46 | 1.00 | 19267 | 18817 | 19717 | ||
128 | 2015.12.18 06:26 | sell limit | 52 | 1.00 | 19717 | 20167 | 19267 | ||
129 | 2015.12.18 06:27 | t/p | 35 | 1.00 | 19217 | 20117 | 19217 | 371.60 | 15657.35 |
130 | 2015.12.18 06:27 | buy | 45 | 1.00 | 19217 | 18767 | 19667 | ||
131 | 2015.12.18 06:27 | sell limit | 53 | 1.00 | 19667 | 20117 | 19217 | ||
132 | 2015.12.18 07:08 | t/p | 36 | 1.00 | 19167 | 20067 | 19167 | 371.60 | 16028.95 |
133 | 2015.12.18 07:08 | buy | 40 | 1.00 | 19167 | 18717 | 19617 | ||
134 | 2015.12.18 07:08 | sell limit | 54 | 1.00 | 19617 | 20067 | 19167 | ||
135 | 2015.12.18 07:10 | t/p | 37 | 1.00 | 19117 | 20017 | 19117 | 371.60 | 16400.55 |
136 | 2015.12.18 07:10 | sell limit | 55 | 1.00 | 19567 | 20017 | 19117 | ||
137 | 2015.12.18 07:15 | t/p | 38 | 1.00 | 19067 | 19967 | 19067 | 369.11 | 16769.66 |
138 | 2015.12.18 07:15 | sell limit | 56 | 1.00 | 19517 | 19967 | 19067 | ||
139 | 2015.12.18 07:20 | t/p | 39 | 1.00 | 19017 | 19917 | 19017 | 369.11 | 17138.77 |
140 | 2015.12.18 07:20 | sell limit | 57 | 1.00 | 19467 | 19917 | 19017 | ||
141 | 2015.12.18 09:43 | s/l | 48 | 1.00 | 18917 | 18917 | 19817 | -371.60 | 16767.17 |
142 | 2015.12.18 09:44 | s/l | 47 | 1.00 | 18867 | 18867 | 19767 | -371.60 | 16395.57 |
143 | 2015.12.18 10:01 | s/l | 46 | 1.00 | 18817 | 18817 | 19717 | -371.60 | 16023.97 |
144 | 2015.12.21 02:18 | s/l | 45 | 1.00 | 18767 | 18767 | 19667 | -386.54 | 15637.43 |
145 | 2015.12.21 02:51 | s/l | 40 | 1.00 | 18717 | 18717 | 19617 | -386.54 | 15250.89 |
146 | 2016.01.28 23:59 | delete | 57 | 1.00 | 19467 | 19917 | 19017 | ||
147 | 2016.01.28 23:59 | delete | 56 | 1.00 | 19517 | 19967 | 19067 | ||
148 | 2016.01.28 23:59 | delete | 55 | 1.00 | 19567 | 20017 | 19117 | ||
149 | 2016.01.28 23:59 | delete | 54 | 1.00 | 19617 | 20067 | 19167 | ||
150 | 2016.01.28 23:59 | delete | 53 | 1.00 | 19667 | 20117 | 19217 | ||
151 | 2016.01.28 23:59 | delete | 52 | 1.00 | 19717 | 20167 | 19267 | ||
152 | 2016.01.28 23:59 | delete | 51 | 1.00 | 19767 | 20217 | 19317 | ||
153 | 2016.01.28 23:59 | delete | 50 | 1.00 | 19817 | 20267 | 19367 | ||
154 | 2016.01.28 23:59 | delete | 49 | 1.00 | 19867 | 20317 | 19417 | ||
155 | 2016.01.28 23:59 | delete | 29 | 1.00 | 19917 | 20367 | 19467 | ||
156 | 2016.01.28 23:59 | delete | 27 | 1.00 | 19967 | 20417 | 19517 | ||
157 | 2016.01.28 23:59 | delete | 25 | 1.00 | 20017 | 20467 | 19567 | ||
158 | 2016.01.28 23:59 | delete | 18 | 1.00 | 20067 | 20517 | 19617 |