Strategy Tester Report
FinalRepeat2
MGKGlobal-Live-UK (Build 1350)
通貨ペア | AUDNZD-mn (Australian Dollar vs Kiwi Dollar) |
期間 | 1時間足(H1) 2021.05.03 00:00 - 2021.11.11 23:00 (2021.05.03 - 2021.11.12) |
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=1111111; Lots=0.1; MaxPosition=1; Cutloss=380; TakeProfit=740; UpRange=780; DnRange=200; TradeMode=2; Trailing=0; TrailingRange=100; Cmt=0; |
|
テストバー数 | 4391 | モデルティック数 | 10464087 | 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 (23) |
純益 | 336.17 | 総利益 | 768.12 | 総損失 | -431.95 |
プロフィットファクタ | 1.78 | 期待利得 | 10.84 | | |
絶対ドローダウン | 80.62 | 最大ドローダウン | 112.07 (1.11%) | 相対ドローダウン | 1.11% (112.07) |
|
総取引数 | 31 | 売りポジション(勝率%) | 27 (44.44%) | 買いポジション(勝率%) | 4 (75.00%) |
| 勝率(%) | 15 (48.39%) | 負率 (%) | 16 (51.61%) |
最大 | 勝トレード | 51.71 | 敗トレード | -28.40 |
平均 | 勝トレード | 51.21 | 敗トレード | -27.00 |
最大 | 連勝(金額) | 4 (205.36) | 連敗(金額) | 3 (-81.02) |
最大 | 連勝(トレード数) | 205.36 (4) | 連敗(トレード数) | -81.02 (3) |
平均 | 連勝 | 2 | 連敗 | 2 |
# | 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 | 2021.05.03 00:05 | buy stop | 1 | 0.10 | 1.08411 | 1.08031 | 1.09151 | |
2 | 2021.05.03 00:05 | sell stop | 2 | 0.10 | 1.07408 | 1.07788 | 1.06668 | |
3 | 2021.05.05 16:51 | sell | 2 | 0.10 | 1.07408 | 1.07788 | 1.06668 | |
4 | 2021.05.05 16:51 | delete | 1 | 0.10 | 1.08411 | 1.08031 | 1.09151 | |
5 | 2021.05.07 13:44 | s/l | 2 | 0.10 | 1.07788 | 1.07788 | 1.06668 | -27.13 | 9972.87 |
6 | 2021.05.07 13:44 | buy stop | 3 | 0.10 | 1.08568 | 1.08188 | 1.09308 | |
7 | 2021.05.07 13:44 | sell stop | 4 | 0.10 | 1.07565 | 1.07945 | 1.06825 | |
8 | 2021.05.07 15:37 | sell | 4 | 0.10 | 1.07565 | 1.07945 | 1.06825 | |
9 | 2021.05.07 15:37 | delete | 3 | 0.10 | 1.08568 | 1.08188 | 1.09308 | |
10 | 2021.05.10 11:37 | s/l | 4 | 0.10 | 1.07945 | 1.07945 | 1.06825 | -26.75 | 9946.12 |
11 | 2021.05.10 11:37 | buy stop | 5 | 0.10 | 1.08725 | 1.08345 | 1.09465 | |
12 | 2021.05.10 11:37 | sell stop | 6 | 0.10 | 1.07722 | 1.08102 | 1.06982 | |
13 | 2021.05.11 01:00 | sell | 6 | 0.10 | 1.07722 | 1.08102 | 1.06982 | |
14 | 2021.05.11 01:00 | delete | 5 | 0.10 | 1.08725 | 1.08345 | 1.09465 | |
15 | 2021.05.26 05:00 | t/p | 6 | 0.10 | 1.06982 | 1.08102 | 1.06982 | 49.93 | 9996.05 |
16 | 2021.05.26 05:00 | buy stop | 7 | 0.10 | 1.07758 | 1.07378 | 1.08498 | |
17 | 2021.05.26 05:00 | sell stop | 8 | 0.10 | 1.06755 | 1.07135 | 1.06015 | |
18 | 2021.05.26 05:04 | sell | 8 | 0.10 | 1.06755 | 1.07135 | 1.06015 | |
19 | 2021.05.26 05:04 | delete | 7 | 0.10 | 1.07758 | 1.07378 | 1.08498 | |
20 | 2021.05.27 13:43 | t/p | 8 | 0.10 | 1.06015 | 1.07135 | 1.06015 | 51.46 | 10047.51 |
21 | 2021.05.27 13:43 | buy stop | 9 | 0.10 | 1.06795 | 1.06415 | 1.07535 | |
22 | 2021.05.27 13:43 | sell stop | 10 | 0.10 | 1.05792 | 1.06172 | 1.05052 | |
23 | 2021.06.01 16:32 | buy | 9 | 0.10 | 1.06795 | 1.06415 | 1.07535 | |
24 | 2021.06.01 16:32 | delete | 10 | 0.10 | 1.05792 | 1.06172 | 1.05052 | |
25 | 2021.06.04 19:37 | t/p | 9 | 0.10 | 1.07535 | 1.06415 | 1.07535 | 51.15 | 10098.66 |
26 | 2021.06.04 19:37 | buy stop | 11 | 0.10 | 1.08338 | 1.07958 | 1.09078 | |
27 | 2021.06.04 19:37 | sell stop | 12 | 0.10 | 1.07335 | 1.07715 | 1.06595 | |
28 | 2021.06.04 21:54 | sell | 12 | 0.10 | 1.07335 | 1.07715 | 1.06595 | |
29 | 2021.06.04 21:54 | delete | 11 | 0.10 | 1.08338 | 1.07958 | 1.09078 | |
30 | 2021.06.09 17:35 | s/l | 12 | 0.10 | 1.07715 | 1.07715 | 1.06595 | -27.00 | 10071.66 |
31 | 2021.06.09 17:35 | buy stop | 13 | 0.10 | 1.08495 | 1.08115 | 1.09235 | |
32 | 2021.06.09 17:35 | sell stop | 14 | 0.10 | 1.07492 | 1.07872 | 1.06752 | |
33 | 2021.06.17 03:33 | sell | 14 | 0.10 | 1.07492 | 1.07872 | 1.06752 | |
34 | 2021.06.17 03:33 | delete | 13 | 0.10 | 1.08495 | 1.08115 | 1.09235 | |
35 | 2021.06.17 13:02 | s/l | 14 | 0.10 | 1.07872 | 1.07872 | 1.06752 | -26.62 | 10045.04 |
36 | 2021.06.17 13:02 | buy stop | 15 | 0.10 | 1.08652 | 1.08272 | 1.09392 | |
37 | 2021.06.17 13:02 | sell stop | 16 | 0.10 | 1.07649 | 1.08029 | 1.06909 | |
38 | 2021.06.21 06:58 | sell | 16 | 0.10 | 1.07649 | 1.08029 | 1.06909 | |
39 | 2021.06.21 06:58 | delete | 15 | 0.10 | 1.08652 | 1.08272 | 1.09392 | |
40 | 2021.07.06 01:26 | t/p | 16 | 0.10 | 1.06909 | 1.08029 | 1.06909 | 49.93 | 10094.96 |
41 | 2021.07.06 01:26 | buy stop | 17 | 0.10 | 1.07686 | 1.07306 | 1.08426 | |
42 | 2021.07.06 01:26 | sell stop | 18 | 0.10 | 1.06683 | 1.07063 | 1.05943 | |
43 | 2021.07.06 07:32 | sell | 18 | 0.10 | 1.06683 | 1.07063 | 1.05943 | |
44 | 2021.07.06 07:32 | delete | 17 | 0.10 | 1.07686 | 1.07306 | 1.08426 | |
45 | 2021.07.06 17:35 | s/l | 18 | 0.10 | 1.07063 | 1.07063 | 1.05943 | -26.63 | 10068.33 |
46 | 2021.07.06 17:35 | buy stop | 19 | 0.10 | 1.07845 | 1.07465 | 1.08585 | |
47 | 2021.07.06 17:35 | sell stop | 20 | 0.10 | 1.06842 | 1.07222 | 1.06102 | |
48 | 2021.07.06 20:08 | sell | 20 | 0.10 | 1.06842 | 1.07222 | 1.06102 | |
49 | 2021.07.06 20:08 | delete | 19 | 0.10 | 1.07845 | 1.07465 | 1.08585 | |
50 | 2021.07.12 18:49 | s/l | 20 | 0.10 | 1.07222 | 1.07222 | 1.06102 | -27.38 | 10040.95 |
51 | 2021.07.12 18:49 | buy stop | 21 | 0.10 | 1.08002 | 1.07622 | 1.08742 | |
52 | 2021.07.12 18:49 | sell stop | 22 | 0.10 | 1.06999 | 1.07379 | 1.06259 | |
53 | 2021.07.13 00:58 | sell | 22 | 0.10 | 1.06999 | 1.07379 | 1.06259 | |
54 | 2021.07.13 00:58 | delete | 21 | 0.10 | 1.08002 | 1.07622 | 1.08742 | |
55 | 2021.07.13 15:53 | s/l | 22 | 0.10 | 1.07379 | 1.07379 | 1.06259 | -26.62 | 10014.33 |
56 | 2021.07.13 15:53 | buy stop | 23 | 0.10 | 1.08160 | 1.07780 | 1.08900 | |
57 | 2021.07.13 15:53 | sell stop | 24 | 0.10 | 1.07157 | 1.07537 | 1.06417 | |
58 | 2021.07.13 16:53 | sell | 24 | 0.10 | 1.07157 | 1.07537 | 1.06417 | |
59 | 2021.07.13 16:53 | delete | 23 | 0.10 | 1.08160 | 1.07780 | 1.08900 | |
60 | 2021.07.14 05:18 | t/p | 24 | 0.10 | 1.06417 | 1.07537 | 1.06417 | 51.71 | 10066.04 |
61 | 2021.07.14 05:18 | buy stop | 25 | 0.10 | 1.07196 | 1.06816 | 1.07936 | |
62 | 2021.07.14 05:18 | sell stop | 26 | 0.10 | 1.06193 | 1.06573 | 1.05453 | |
63 | 2021.07.14 10:05 | sell | 26 | 0.10 | 1.06193 | 1.06573 | 1.05453 | |
64 | 2021.07.14 10:05 | delete | 25 | 0.10 | 1.07196 | 1.06816 | 1.07936 | |
65 | 2021.07.15 05:12 | s/l | 26 | 0.10 | 1.06573 | 1.06573 | 1.05453 | -27.00 | 10039.04 |
66 | 2021.07.15 05:12 | buy stop | 27 | 0.10 | 1.07355 | 1.06975 | 1.08095 | |
67 | 2021.07.15 05:12 | sell stop | 28 | 0.10 | 1.06352 | 1.06732 | 1.05612 | |
68 | 2021.07.15 07:12 | sell | 28 | 0.10 | 1.06352 | 1.06732 | 1.05612 | |
69 | 2021.07.15 07:12 | delete | 27 | 0.10 | 1.07355 | 1.06975 | 1.08095 | |
70 | 2021.07.16 21:46 | t/p | 28 | 0.10 | 1.05612 | 1.06732 | 1.05612 | 51.71 | 10090.75 |
71 | 2021.07.16 21:46 | buy stop | 29 | 0.10 | 1.06392 | 1.06012 | 1.07132 | |
72 | 2021.07.16 21:46 | sell stop | 30 | 0.10 | 1.05389 | 1.05769 | 1.04649 | |
73 | 2021.07.26 17:57 | sell | 30 | 0.10 | 1.05389 | 1.05769 | 1.04649 | |
74 | 2021.07.26 17:57 | delete | 29 | 0.10 | 1.06392 | 1.06012 | 1.07132 | |
75 | 2021.07.27 14:25 | s/l | 30 | 0.10 | 1.05769 | 1.05769 | 1.04649 | -26.75 | 10064.01 |
76 | 2021.07.27 14:25 | buy stop | 31 | 0.10 | 1.06549 | 1.06169 | 1.07289 | |
77 | 2021.07.27 14:25 | sell stop | 32 | 0.10 | 1.05546 | 1.05926 | 1.04806 | |
78 | 2021.07.29 17:35 | sell | 32 | 0.10 | 1.05546 | 1.05926 | 1.04806 | |
79 | 2021.07.29 17:35 | delete | 31 | 0.10 | 1.06549 | 1.06169 | 1.07289 | |
80 | 2021.08.04 09:55 | t/p | 32 | 0.10 | 1.04806 | 1.05926 | 1.04806 | 51.33 | 10115.34 |
81 | 2021.08.04 09:55 | buy stop | 33 | 0.10 | 1.05586 | 1.05206 | 1.06326 | |
82 | 2021.08.04 09:55 | sell stop | 34 | 0.10 | 1.04583 | 1.04963 | 1.03843 | |
83 | 2021.08.11 15:32 | sell | 34 | 0.10 | 1.04583 | 1.04963 | 1.03843 | |
84 | 2021.08.11 15:32 | delete | 33 | 0.10 | 1.05586 | 1.05206 | 1.06326 | |
85 | 2021.08.17 06:26 | s/l | 34 | 0.10 | 1.04963 | 1.04963 | 1.03843 | -27.38 | 10087.95 |
86 | 2021.08.17 06:26 | buy stop | 35 | 0.10 | 1.05743 | 1.05363 | 1.06483 | |
87 | 2021.08.17 06:26 | sell stop | 36 | 0.10 | 1.04740 | 1.05120 | 1.04000 | |
88 | 2021.08.18 02:00 | sell | 36 | 0.10 | 1.04740 | 1.05120 | 1.04000 | |
89 | 2021.08.18 02:00 | delete | 35 | 0.10 | 1.05743 | 1.05363 | 1.06483 | |
90 | 2021.08.18 05:00 | s/l | 36 | 0.10 | 1.05120 | 1.05120 | 1.04000 | -26.62 | 10061.33 |
91 | 2021.08.18 05:00 | buy stop | 37 | 0.10 | 1.05911 | 1.05531 | 1.06651 | |
92 | 2021.08.18 05:00 | sell stop | 38 | 0.10 | 1.04908 | 1.05288 | 1.04168 | |
93 | 2021.08.18 05:10 | sell | 38 | 0.10 | 1.04908 | 1.05288 | 1.04168 | |
94 | 2021.08.18 05:10 | delete | 37 | 0.10 | 1.05911 | 1.05531 | 1.06651 | |
95 | 2021.08.19 03:12 | s/l | 38 | 0.10 | 1.05288 | 1.05288 | 1.04168 | -27.01 | 10034.32 |
96 | 2021.08.19 03:12 | buy stop | 39 | 0.10 | 1.06068 | 1.05688 | 1.06808 | |
97 | 2021.08.19 03:12 | sell stop | 40 | 0.10 | 1.05065 | 1.05445 | 1.04325 | |
98 | 2021.08.19 07:03 | sell | 40 | 0.10 | 1.05065 | 1.05445 | 1.04325 | |
99 | 2021.08.19 07:03 | delete | 39 | 0.10 | 1.06068 | 1.05688 | 1.06808 | |
100 | 2021.08.20 12:17 | t/p | 40 | 0.10 | 1.04325 | 1.05445 | 1.04325 | 51.71 | 10086.03 |
101 | 2021.08.20 12:17 | buy stop | 41 | 0.10 | 1.05105 | 1.04725 | 1.05845 | |
102 | 2021.08.20 12:17 | sell stop | 42 | 0.10 | 1.04102 | 1.04482 | 1.03362 | |
103 | 2021.08.24 12:19 | sell | 42 | 0.10 | 1.04102 | 1.04482 | 1.03362 | |
104 | 2021.08.24 12:19 | delete | 41 | 0.10 | 1.05105 | 1.04725 | 1.05845 | |
105 | 2021.08.24 21:46 | s/l | 42 | 0.10 | 1.04482 | 1.04482 | 1.03362 | -26.62 | 10059.41 |
106 | 2021.08.24 21:46 | buy stop | 43 | 0.10 | 1.05262 | 1.04882 | 1.06002 | |
107 | 2021.08.24 21:46 | sell stop | 44 | 0.10 | 1.04259 | 1.04639 | 1.03519 | |
108 | 2021.08.25 00:10 | sell | 44 | 0.10 | 1.04259 | 1.04639 | 1.03519 | |
109 | 2021.08.25 00:10 | delete | 43 | 0.10 | 1.05262 | 1.04882 | 1.06002 | |
110 | 2021.08.31 03:18 | t/p | 44 | 0.10 | 1.03519 | 1.04639 | 1.03519 | 51.08 | 10110.49 |
111 | 2021.08.31 03:18 | buy stop | 45 | 0.10 | 1.04290 | 1.03910 | 1.05030 | |
112 | 2021.08.31 03:18 | sell stop | 46 | 0.10 | 1.03287 | 1.03667 | 1.02547 | |
113 | 2021.09.01 15:16 | buy | 45 | 0.10 | 1.04290 | 1.03910 | 1.05030 | |
114 | 2021.09.01 15:16 | delete | 46 | 0.10 | 1.03287 | 1.03667 | 1.02547 | |
115 | 2021.09.07 13:45 | s/l | 45 | 0.10 | 1.03910 | 1.03910 | 1.05030 | -27.42 | 10083.07 |
116 | 2021.09.07 13:45 | buy stop | 47 | 0.10 | 1.04713 | 1.04333 | 1.05453 | |
117 | 2021.09.07 13:45 | sell stop | 48 | 0.10 | 1.03710 | 1.04090 | 1.02970 | |
118 | 2021.09.08 15:36 | sell | 48 | 0.10 | 1.03710 | 1.04090 | 1.02970 | |
119 | 2021.09.08 15:36 | delete | 47 | 0.10 | 1.04713 | 1.04333 | 1.05453 | |
120 | 2021.09.14 15:34 | t/p | 48 | 0.10 | 1.02970 | 1.04090 | 1.02970 | 51.07 | 10134.14 |
121 | 2021.09.14 15:34 | buy stop | 49 | 0.10 | 1.03749 | 1.03369 | 1.04489 | |
122 | 2021.09.14 15:34 | sell stop | 50 | 0.10 | 1.02746 | 1.03126 | 1.02006 | |
123 | 2021.09.27 05:42 | buy | 49 | 0.10 | 1.03749 | 1.03369 | 1.04489 | |
124 | 2021.09.27 05:42 | delete | 50 | 0.10 | 1.02746 | 1.03126 | 1.02006 | |
125 | 2021.09.29 17:28 | t/p | 49 | 0.10 | 1.04489 | 1.03369 | 1.04489 | 51.56 | 10185.70 |
126 | 2021.09.29 17:28 | buy stop | 51 | 0.10 | 1.05292 | 1.04912 | 1.06032 | |
127 | 2021.09.29 17:28 | sell stop | 52 | 0.10 | 1.04289 | 1.04669 | 1.03549 | |
128 | 2021.10.07 02:52 | buy | 51 | 0.10 | 1.05292 | 1.04912 | 1.06032 | |
129 | 2021.10.07 02:52 | delete | 52 | 0.10 | 1.04289 | 1.04669 | 1.03549 | |
130 | 2021.10.12 15:58 | t/p | 51 | 0.10 | 1.06032 | 1.04912 | 1.06032 | 51.42 | 10237.11 |
131 | 2021.10.12 15:58 | buy stop | 53 | 0.10 | 1.06835 | 1.06455 | 1.07575 | |
132 | 2021.10.12 15:58 | sell stop | 54 | 0.10 | 1.05832 | 1.06212 | 1.05092 | |
133 | 2021.10.13 03:35 | sell | 54 | 0.10 | 1.05832 | 1.06212 | 1.05092 | |
134 | 2021.10.13 03:35 | delete | 53 | 0.10 | 1.06835 | 1.06455 | 1.07575 | |
135 | 2021.10.15 15:49 | t/p | 54 | 0.10 | 1.05092 | 1.06212 | 1.05092 | 51.32 | 10288.44 |
136 | 2021.10.15 15:49 | buy stop | 55 | 0.10 | 1.05872 | 1.05492 | 1.06612 | |
137 | 2021.10.15 15:49 | sell stop | 56 | 0.10 | 1.04869 | 1.05249 | 1.04129 | |
138 | 2021.10.15 18:28 | sell | 56 | 0.10 | 1.04869 | 1.05249 | 1.04129 | |
139 | 2021.10.15 18:28 | delete | 55 | 0.10 | 1.05872 | 1.05492 | 1.06612 | |
140 | 2021.10.29 16:01 | s/l | 56 | 0.10 | 1.05249 | 1.05249 | 1.04129 | -28.40 | 10260.03 |
141 | 2021.10.29 16:01 | buy stop | 57 | 0.10 | 1.06029 | 1.05649 | 1.06769 | |
142 | 2021.10.29 16:01 | sell stop | 58 | 0.10 | 1.05026 | 1.05406 | 1.04286 | |
143 | 2021.10.29 17:49 | sell | 58 | 0.10 | 1.05026 | 1.05406 | 1.04286 | |
144 | 2021.10.29 17:49 | delete | 57 | 0.10 | 1.06029 | 1.05649 | 1.06769 | |
145 | 2021.11.02 10:04 | t/p | 58 | 0.10 | 1.04286 | 1.05406 | 1.04286 | 51.57 | 10311.60 |
146 | 2021.11.02 10:04 | buy stop | 59 | 0.10 | 1.05065 | 1.04685 | 1.05805 | |
147 | 2021.11.02 10:04 | sell stop | 60 | 0.10 | 1.04062 | 1.04442 | 1.03322 | |
148 | 2021.11.02 11:21 | sell | 60 | 0.10 | 1.04062 | 1.04442 | 1.03322 | |
149 | 2021.11.02 11:21 | delete | 59 | 0.10 | 1.05065 | 1.04685 | 1.05805 | |
150 | 2021.11.02 12:53 | s/l | 60 | 0.10 | 1.04442 | 1.04442 | 1.03322 | -26.61 | 10284.99 |
151 | 2021.11.02 12:53 | buy stop | 61 | 0.10 | 1.05222 | 1.04842 | 1.05962 | |
152 | 2021.11.02 12:53 | sell stop | 62 | 0.10 | 1.04219 | 1.04599 | 1.03479 | |
153 | 2021.11.03 00:50 | sell | 62 | 0.10 | 1.04219 | 1.04599 | 1.03479 | |
154 | 2021.11.03 00:50 | delete | 61 | 0.10 | 1.05222 | 1.04842 | 1.05962 | |
155 | 2021.11.08 13:57 | t/p | 62 | 0.10 | 1.03479 | 1.04599 | 1.03479 | 51.18 | 10336.17 |
156 | 2021.11.08 13:57 | buy stop | 63 | 0.10 | 1.04259 | 1.03879 | 1.04999 | |
157 | 2021.11.08 13:57 | sell stop | 64 | 0.10 | 1.03256 | 1.03636 | 1.02516 | |
158 | 2021.11.11 23:59 | delete | 64 | 0.10 | 1.03256 | 1.03636 | 1.02516 | |
159 | 2021.11.11 23:59 | delete | 63 | 0.10 | 1.04259 | 1.03879 | 1.04999 | |