Strategy Tester Report
ibis_trendfollowEA
PivotMarkets-Demo (Build 1010)

通貨ペアEURJPY (Euro vs Japanese Yen)
期間5分足(M5) 2014.09.01 00:00 - 2016.09.20 23:55 (2014.09.01 - 2016.09.21)
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ExpertName="===== EA ====="; CommentMode=1; Magic=1; Slippage=3; Trade_Inputs="===== Trade settings: ====="; Lots=1; MaxOrders=1; TakeProfit=150; BreakEven_TakeProfit=95; StopLoss=120; StopLossMode=2; Indicator_Inputs1="===== Indicator settings1: ====="; ibisTimeFrame=0; ibisChannelPeriod=20; Indicator_Inputs2="===== Indicator settings2: ====="; itTimeFrame=15; itBands_Period=20; itBands_Deviation=3; itPower_Period=7; Time_Inputs="===== Timing settings: ====="; TimeFilterMode=false; StartHour=0; StartMinute=0; EndHour=23; EndMinute=30;
テストバー数142676モデルティック数51800447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 (27)
純益10066.01総利益60441.19総損失-50375.18
プロフィットファクタ1.20期待利得101.68
絶対ドローダウン2834.16最大ドローダウン7264.72 (34.87%)相対ドローダウン43.12% (6996.73)
総取引数99売りポジション(勝率%)9 (88.89%)買いポジション(勝率%)90 (62.22%)
勝率(%)64 (64.65%)負率 (%)35 (35.35%)
最大勝トレード1469.99敗トレード-1714.47
平均勝トレード944.39敗トレード-1439.29
最大連勝(金額)7 (7500.04)連敗(金額)3 (-4456.93)
最大連勝(トレード数)7500.04 (7)連敗(トレード数)-4456.93 (3)
平均連勝3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
12014.09.02 18:35buy11.00138.005136.659139.505
22014.09.04 15:30s/l11.00136.659136.659139.505-1337.078662.93
32014.09.11 13:30buy21.00138.375136.969139.875
42014.09.17 17:56modify21.00138.375139.175139.875
52014.09.17 18:28s/l21.00139.175139.175139.875766.009428.92
62014.09.17 20:20buy31.00139.492138.127140.992
72014.09.18 19:33modify31.00139.492140.292140.992
82014.09.19 04:31t/p31.00140.992140.292140.9921452.0110880.93
92014.09.23 16:35buy41.00140.084138.625141.584
102014.09.25 16:51s/l41.00138.625138.625141.584-1447.809433.13
112014.09.26 07:25buy51.00138.928137.586140.428
122014.10.01 22:19s/l51.00137.586137.586140.428-1328.648104.48
132014.10.13 01:05sell61.00135.602136.999134.102
142014.10.16 13:00modify61.00135.602134.802134.102
152014.10.16 14:31s/l61.00134.802134.802134.102778.558883.03
162014.10.23 14:45buy71.00136.247134.891137.747
172014.10.27 00:00modify71.00136.247137.047137.747
182014.10.27 03:05s/l71.00137.047137.047137.747775.009658.03
192014.10.31 07:45buy81.00138.383136.557139.883
202014.10.31 08:43modify81.00138.383139.183139.883
212014.10.31 10:32t/p81.00139.883139.183139.8831469.9911128.02
222014.10.31 11:40buy91.00139.935138.426141.435
232014.11.03 00:00modify91.00139.935140.735141.435
242014.11.03 02:43s/l91.00140.735140.735141.435779.5011907.53
252014.11.13 07:20buy101.00144.044142.729145.544
262014.11.14 11:07modify101.00144.044144.844145.544
272014.11.14 14:36s/l101.00144.844144.844145.544779.4912687.02
282014.11.17 00:00buy111.00145.944144.303147.444
292014.11.19 06:19modify111.00145.944146.744147.444
302014.11.19 12:13t/p111.00147.444146.744147.4441461.0014148.02
312014.11.19 13:35buy121.00147.522146.155149.022
322014.11.20 06:08modify121.00147.522148.322149.022
332014.11.20 09:08t/p121.00149.022148.322149.0221456.5115604.53
342014.11.20 09:10buy131.00149.009147.474150.509
352014.11.21 04:17s/l131.00147.474147.474150.509-1508.8014095.73
362014.11.28 17:35buy141.00147.821146.438149.321
372014.12.04 17:10modify141.00147.821148.621149.321
382014.12.04 18:23s/l141.00148.621148.621149.321756.9914852.72
392014.12.05 15:30sell151.00148.790150.299147.290
402014.12.09 06:15modify151.00148.790147.990147.290
412014.12.09 06:22s/l151.00147.990147.990147.290781.6615634.38
422014.12.18 00:15buy161.00146.562145.048148.062
432014.12.30 16:18s/l161.00145.048145.048148.062-1528.6514105.73
442015.01.12 13:20buy171.00140.767139.319142.267
452015.01.13 18:23s/l171.00139.319139.319142.267-1423.5012682.23
462015.01.22 15:50sell181.00136.160138.238134.660
472015.01.22 16:17modify181.00136.160135.360134.660
482015.01.22 16:21s/l181.00135.360135.360134.660783.7613465.99
492015.01.23 18:30buy191.00132.817131.088134.317
502015.01.26 00:00s/l191.00131.088131.088134.317-1698.8711767.12
512015.02.02 12:00buy201.00133.608131.956135.108
522015.02.03 15:55modify201.00133.608134.408135.108
532015.02.03 16:13s/l201.00134.408134.408135.108779.4812546.61
542015.02.06 17:30buy211.00134.931133.399136.431
552015.02.11 16:58modify211.00134.931135.731136.431
562015.02.11 20:06s/l211.00135.731135.731136.431770.4913317.09
572015.02.12 10:30sell221.00135.172137.533133.672
582015.02.16 20:08modify221.00135.172134.372133.672
592015.02.16 21:53s/l221.00134.372134.372133.672781.6614098.75
602015.02.23 01:45buy231.00135.568134.236137.068
612015.02.26 15:50s/l231.00134.236134.236137.068-1327.8512770.90
622015.02.27 12:45buy241.00134.077132.564135.577
632015.03.04 17:15s/l241.00132.564132.564135.577-1496.2211274.68
642015.03.06 18:45buy251.00131.837130.180133.337
652015.03.10 15:27s/l251.00130.180130.180133.337-1632.869641.82
662015.03.16 05:35buy261.00127.729126.380129.229
672015.03.16 19:53modify261.00127.729128.529129.229
682015.03.16 20:25s/l261.00128.529128.529129.229784.0010425.82
692015.03.17 16:20buy271.00128.939127.345130.439
702015.03.18 21:21modify271.00128.939129.739130.439
712015.03.18 21:23s/l271.00129.739129.739130.439779.5011205.32
722015.03.30 13:15buy281.00129.948128.522131.448
732015.04.01 17:02s/l281.00128.522128.522131.448-1406.489798.85
742015.04.02 11:50buy291.00129.520128.122131.020
752015.04.02 20:51modify291.00129.520130.320131.020
762015.04.02 22:14s/l291.00130.320130.320131.020784.0010582.85
772015.04.13 18:00buy301.00127.268125.759128.768
782015.04.16 20:45modify301.00127.268128.068128.768
792015.04.16 23:45s/l301.00128.068128.068128.768761.5011344.35
802015.04.17 13:20buy311.00128.596127.126130.096
812015.04.23 19:50modify311.00128.596129.396130.096
822015.04.23 21:45s/l311.00129.396129.396130.096757.0112101.36
832015.04.27 10:30buy321.00129.580128.047131.080
842015.04.28 18:01modify321.00129.580130.380131.080
852015.04.28 18:22s/l321.00130.380130.380131.080779.5012880.86
862015.04.28 20:15buy331.00130.510129.088132.010
872015.04.29 15:30modify331.00130.510131.310132.010
882015.04.29 15:32s/l331.00131.310131.310132.010779.5013660.36
892015.04.30 19:50buy341.00134.139132.527135.639
902015.05.01 12:18modify341.00134.139134.939135.639
912015.05.01 12:22s/l341.00134.939134.939135.639779.5014439.86
922015.05.05 15:35buy351.00134.152132.645135.652
932015.05.06 16:50modify351.00134.152134.952135.652
942015.05.06 17:48t/p351.00135.652134.952135.6521465.5015905.36
952015.05.06 18:55buy361.00135.590134.100137.090
962015.05.08 17:35s/l361.00134.100134.100137.090-1478.1914427.17
972015.05.11 11:15buy371.00134.107132.591135.607
982015.05.12 11:21modify371.00134.107134.907135.607
992015.05.12 14:08s/l371.00134.907134.907135.607779.5015206.67
1002015.05.13 09:30buy381.00134.947133.372136.447
1012015.05.14 10:19modify381.00134.947135.747136.447
1022015.05.14 10:27s/l381.00135.747135.747136.447770.5115977.18
1032015.05.18 00:00buy391.00136.498135.084137.998
1042015.05.19 10:01s/l391.00135.084135.084137.998-1390.2214586.96
1052015.05.28 05:05buy401.00135.090133.643136.590
1062015.05.29 15:26modify401.00135.090135.890136.590
1072015.05.29 15:30s/l401.00135.890135.890136.590779.5015366.46
1082015.06.01 00:25buy411.00136.369134.972137.869
1092015.06.02 13:24modify411.00136.369137.169137.869
1102015.06.02 14:26t/p411.00137.869137.169137.8691465.5016831.96
1112015.06.02 15:55buy421.00137.804136.212139.304
1122015.06.02 16:16modify421.00137.804138.604139.304
1132015.06.02 16:16s/l421.00138.604138.604139.304784.0017615.96
1142015.06.08 18:45buy431.00140.508139.086142.008
1152015.06.10 07:28s/l431.00139.086139.086142.008-1402.5616213.41
1162015.06.22 09:00buy441.00139.896138.550141.396
1172015.06.23 15:21s/l441.00138.550138.550141.396-1323.5614889.85
1182015.06.24 10:25buy451.00138.935137.443140.435
1192015.06.29 00:00s/l451.00137.443137.443140.435-1484.6213405.23
1202015.07.03 20:00sell461.00135.964137.509134.464
1212015.07.06 00:00t/p461.00134.464137.509134.4641468.5214873.75
1222015.07.10 03:15buy471.00134.707133.129136.207
1232015.07.10 08:56modify471.00134.707135.507136.207
1242015.07.10 08:59s/l471.00135.507135.507136.207783.9915657.74
1252015.07.10 12:15buy481.00135.955134.338137.455
1262015.07.10 13:49modify481.00135.955136.755137.455
1272015.07.10 14:40s/l481.00136.755136.755137.455783.9816441.72
1282015.07.10 15:20buy491.00137.082135.471138.582
1292015.07.14 09:04s/l491.00135.471135.471138.582-1587.7514853.97
1302015.07.21 13:05buy501.00135.034133.578136.534
1312015.07.23 10:40modify501.00135.034135.834136.534
1322015.07.24 10:23s/l501.00135.834135.834136.534761.4915615.46
1332015.07.27 10:20buy511.00136.521134.740138.021
1342015.08.11 10:10modify511.00136.521137.321138.021
1352015.08.11 15:20t/p511.00138.021137.321138.0211402.4817017.94
1362015.08.17 14:45buy521.00138.247136.820139.747
1372015.08.24 16:11s/l521.00136.820136.820139.747-1429.9015588.04
1382015.08.24 16:15sell531.00136.562139.739135.062
1392015.08.26 18:54modify531.00136.562135.762135.062
1402015.08.26 19:39s/l531.00135.762135.762135.062781.6616369.71
1412015.09.01 23:45sell541.00135.160136.616133.660
1422015.09.03 15:39modify541.00135.160134.360133.660
1432015.09.03 16:00t/p541.00133.660134.360133.6601465.3617835.06
1442015.09.08 10:50buy551.00134.304132.863135.804
1452015.09.10 07:54modify551.00134.304135.104135.804
1462015.09.10 07:54t/p551.00135.804135.104135.8041451.9719287.03
1472015.09.10 20:15buy561.00135.990134.542137.490
1482015.09.14 02:48modify561.00135.990136.790137.490
1492015.09.14 04:46s/l561.00136.790136.790137.490774.9820062.01
1502015.09.17 22:45buy571.00137.181135.540138.681
1512015.09.20 23:10s/l571.00135.540135.540138.681-1612.6318449.38
1522015.09.24 17:45buy581.00134.648133.169136.148
1532015.10.05 12:42modify581.00134.648135.448136.148
1542015.10.05 13:31s/l581.00135.448135.448136.148743.5019192.88
1552015.10.06 12:10buy591.00134.916133.518136.416
1562015.10.09 10:17modify591.00134.916135.716136.416
1572015.10.09 13:28t/p591.00136.416135.716136.4161447.5120640.39
1582015.10.26 19:45buy601.00133.703132.354135.203
1592015.10.28 21:10s/l601.00132.354132.354135.203-1331.0119309.38
1602015.11.05 13:45buy611.00132.506131.106134.006
1612015.11.16 01:14s/l611.00131.106131.106134.006-1412.4817896.90
1622015.11.16 12:05buy621.00131.910130.481133.410
1632015.11.23 17:59s/l621.00130.481130.481133.410-1431.9116464.99
1642015.12.01 13:00buy631.00130.461129.140131.961
1652015.12.03 14:40modify631.00130.461131.261131.961
1662015.12.03 14:40s/l631.00131.261131.261131.961766.0117231.00
1672015.12.14 19:30buy641.00133.020131.679134.520
1682015.12.18 10:26s/l641.00131.679131.679134.520-1341.1715889.83
1692015.12.28 05:20buy651.00132.141130.851133.641
1702015.12.31 17:11s/l651.00130.851130.851133.641-1286.6914603.14
1712016.01.06 16:50buy661.00127.563126.128129.063
1722016.01.07 22:23modify661.00127.563128.363129.063
1732016.01.08 01:12s/l661.00128.363128.363129.063766.0115369.15
1742016.01.19 08:55buy671.00128.239126.855129.739
1752016.01.20 17:54s/l671.00126.855126.855129.739-1360.8114008.34
1762016.01.21 22:05buy681.00127.851126.460129.351
1772016.01.27 14:51modify681.00127.851128.651129.351
1782016.01.27 20:48t/p681.00129.351128.651129.3511452.0115460.34
1792016.01.28 13:05buy691.00129.682128.291131.182
1802016.01.29 05:38modify691.00129.682130.482131.182
1812016.01.29 05:38t/p691.00131.182130.482131.1821465.5016925.85
1822016.02.04 01:40buy701.00130.949129.526132.449
1832016.02.08 14:13s/l701.00129.526129.526132.449-1403.5415522.31
1842016.02.09 12:30buy711.00129.117127.621130.617
1852016.02.09 18:15modify711.00129.117129.917130.617
1862016.02.09 19:49s/l711.00129.917129.917130.617784.0016306.31
1872016.02.17 23:00sell721.00126.665128.023125.165
1882016.02.18 22:42modify721.00126.665125.865125.165
1892016.02.18 23:59s/l721.00125.865125.865125.165780.6417086.95
1902016.02.22 05:00buy731.00125.519124.177127.019
1912016.02.23 03:01s/l731.00124.177124.177127.019-1319.6815767.28
1922016.02.23 18:05buy741.00123.591122.173125.091
1932016.02.25 20:43modify741.00123.591124.391125.091
1942016.02.26 00:58s/l741.00124.391124.391125.091761.5716528.84
1952016.03.01 09:35buy751.00122.845121.380124.345
1962016.03.01 20:14modify751.00122.845123.645124.345
1972016.03.02 05:21s/l751.00123.645123.645124.345779.5617308.41
1982016.03.03 08:15buy761.00124.017122.609125.517
1992016.03.04 13:17modify761.00124.017124.817125.517
2002016.03.04 14:28s/l761.00124.817124.817125.517779.5018087.91
2012016.03.04 20:30buy771.00125.485124.039126.985
2022016.03.08 19:27s/l771.00124.039124.039126.985-1426.0816661.83
2032016.03.09 15:15buy781.00123.641122.143125.141
2042016.03.09 18:59modify781.00123.641124.441125.141
2052016.03.10 01:43s/l781.00124.441124.441125.141770.5117432.34
2062016.03.10 19:50buy791.00126.390124.964127.890
2072016.03.22 11:23s/l791.00124.964124.964127.890-1442.3615989.98
2082016.03.29 13:55buy801.00127.317125.984128.817
2092016.04.05 09:16s/l801.00125.984125.984128.817-1337.7414652.24
2102016.04.07 21:40buy811.00123.188121.735124.688
2112016.04.08 10:58modify811.00123.188123.988124.688
2122016.04.08 11:09s/l811.00123.988123.988124.688779.4515431.69
2132016.05.30 04:30buy821.00123.087121.723124.587
2142016.05.31 06:46modify821.00123.087123.887124.587
2152016.05.31 07:24s/l821.00123.887123.887124.587779.4416211.13
2162016.05.31 15:45buy831.00123.963122.606125.463
2172016.06.01 08:03s/l831.00122.606122.606125.463-1334.2914876.84
2182016.06.06 12:00buy841.00121.731120.339123.231
2192016.06.07 12:44modify841.00121.731122.531123.231
2202016.06.07 12:56s/l841.00122.531122.531123.231779.4715656.32
2212016.06.16 23:00buy851.00117.317115.850118.817
2222016.06.20 00:00modify851.00117.317118.117118.817
2232016.06.20 02:53t/p851.00118.817118.117118.8171460.9617117.28
2242016.06.23 09:15sell861.00118.253120.003116.753
2252016.06.23 13:31s/l861.00120.003120.003116.753-1714.4715402.81
2262016.06.23 15:20buy871.00120.539118.893122.039
2272016.06.24 00:08modify871.00120.539121.339122.039
2282016.06.24 00:25s/l871.00121.339121.339122.039779.4816182.29
2292016.07.06 18:15buy881.00111.793110.249113.293
2302016.07.11 12:40modify881.00111.793112.593113.293
2312016.07.11 15:15t/p881.00113.293112.593113.2931447.4717629.76
2322016.07.11 15:55buy891.00113.318111.882114.818
2332016.07.12 06:21modify891.00113.318114.118114.818
2342016.07.12 07:08s/l891.00114.118114.118114.818779.4918409.25
2352016.07.12 11:40buy901.00114.763113.188116.263
2362016.07.12 15:59modify901.00114.763115.563116.263
2372016.07.12 16:02s/l901.00115.563115.563116.263783.9919193.24
2382016.07.12 18:45buy911.00116.020114.404117.520
2392016.07.14 08:57modify911.00116.020116.820117.520
2402016.07.14 09:27t/p911.00117.520116.820117.5201451.9920645.23
2412016.07.14 11:10buy921.00117.161115.687118.661
2422016.07.15 05:31modify921.00117.161117.961118.661
2432016.07.15 07:50s/l921.00117.961117.961118.661779.4921424.72
2442016.07.18 20:10buy931.00117.665116.132119.165
2452016.07.26 02:46s/l931.00116.132116.132119.165-1538.3519886.37
2462016.08.05 20:00buy941.00112.860111.550114.360
2472016.08.12 09:09modify941.00112.860113.660114.360
2482016.08.12 09:29s/l941.00113.660113.660114.360752.5220638.90
2492016.08.12 11:50buy951.00113.867112.440115.367
2502016.08.16 06:16s/l951.00112.440112.440115.367-1407.4919231.41
2512016.08.17 22:45buy961.00113.205111.804114.705
2522016.08.29 00:06modify961.00113.205114.005114.705
2532016.08.29 00:15s/l961.00114.005114.005114.705730.0419961.45
2542016.08.31 18:00buy971.00115.233113.811116.733
2552016.09.02 16:04modify971.00115.233116.033116.733
2562016.09.02 16:07s/l971.00116.033116.033116.733766.0220727.47
2572016.09.13 17:45buy981.00115.023113.474116.523
2582016.09.14 09:32modify981.00115.023115.823116.523
2592016.09.14 10:30s/l981.00115.823115.823116.523779.5121506.98
2602016.09.14 11:20buy991.00115.925114.473117.425
2612016.09.16 01:46s/l991.00114.473114.473117.425-1440.9720066.01