Strategy Tester Report
EA_RealDeal_v1.13
FXDD-MT4 Demo Server (Build 950)

通貨ペアEURUSD (Euro vs. United States Dollar)
期間30分足(M30) 2014.04.01 00:00 - 2016.03.30 23:30 (2014.04.01 - 2016.03.31)
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Password="*****"; _System_Setting="----- System Setting"; MainTimeFrames=5; MagicNumber=333; Slippage=3; TakeProfit=0; StopLoss=0; ECN_ModifyOrder=false; SpreadFilter=5; _Risk_Management="----- Risk Management"; UseRiskLevelLots=true; RiskLevel=0.03; FixedLots=0.01; RecoveryMultiple=2; RiskPercent=30; ReorgIntervalMinute=480; ReorgIncrementLots=0.01; LossCutDay=0; _Profit_Management="----- Profit Management"; AddSwapCommition=true; ProfitLevel=0.5; ProfitMinute_1=15; ProfitLevel_1=0.4; ProfitMinute_2=25; ProfitLevel_2=0.3; ProfitMinute_3=120; ProfitLevel_3=0.15; ProfitMinute_4=480; ProfitLevel_4=0.1; ProfitMinute_5=1440; ProfitLevel_5=0.05; _EntrySignal="----- Entry Signal"; Use_Signal_A=true; Use_Signal_B=false; Use_Signal_C=false; Use_Signal_D=false; Use_Signal_E=false; Use_Signal_F=false; Use_Signal_G=true; _MultiOrder="----- Multi Order"; IntervalMinute=5; MultiOrderMaxPosition=75; MaxConsecutiveType=75; AggressiveMode=true; _TradeTimeOption="----- Trade Time Option"; StartSessionHour_1=1; StartSessionMinute_1=0; EndSessionHour_1=21; EndSessionMinute_1=59; StartSessionHour_2=0; StartSessionMinute_2=0; EndSessionHour_2=0; EndSessionMinute_2=0; StartSessionHour_3=0; StartSessionMinute_3=0; EndSessionHour_3=0; EndSessionMinute_3=0; StartWeekNo=1; StartWeekHour=1; EndWeekNo=5; EndWeekHour=21; _MA1_Filter_1="----- MA Filter 1"; MA_Filter_1=true; MA_TimeFrames_1=15; FastMA_Period_1=34; FastMA_Method_1=0; SlowMA_Period_1=55; SlowMA_Method_1=0; _MA_Filter_2="----- MA Filter 2"; MA_Filter_2=true; MA_TimeFrames_2=30; FastMA_Period_2=34; FastMA_Method_2=0; SlowMA_Period_2=55; SlowMA_Method_2=0; _TrendFilter="----- Trend Filter"; TrendFilter=false; _MomentumFilter="----- Momentum Filter"; MomentumFilter=false; MomentumTimeFrames=1440; MomentumPeriod=100; _VolatilityFilter="----- Volatility Filter"; VolatilityFilter=false; _IchimokuFilter="----- Ichimoku Filter"; IchimokuFilter=true; IchimokuTimeFrames=1440; IchimokuTenkanSen=9; IchimokuKijunSen=26; IchimokuSenkouSpanB=52; _CCI_Filter="----- CCI Filter"; CCI_Filter=false; CCI_TimeFrames=1440; CCI_Period=14; _RSI_Filter="----- RSI Filter"; RSI_Filter=false; RSI_TimeFrames=1440; RSI_Period=14; RSI_MaxValue_Buy=70; RSI_MinValue_Sell=30; _BBandsFilter="----- BBands Filter"; BBandsFilter=false; BBandsTimeFrames=60; BBandsPeriod=20; BBandsDeviations=1.5; _TralingStop="----- Trailing Stop"; TrailStart=0; TrailPoint=10; _AutoShiftDST="----- Auto Shift DST"; AutoShiftDST_US=true; AutoShiftDST_EU=false; AutoShiftForwardMode=true;
テストバー数25383モデルティック数34046474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20
純益6219.26総利益13163.82総損失-6944.56
プロフィットファクタ1.90期待利得6.93
絶対ドローダウン210.36最大ドローダウン2115.43 (13.71%)相対ドローダウン13.71% (2115.43)
総取引数897売りポジション(勝率%)738 (91.19%)買いポジション(勝率%)159 (80.50%)
勝率(%)801 (89.30%)負率 (%)96 (10.70%)
最大勝トレード198.52敗トレード-392.15
平均勝トレード16.43敗トレード-72.34
最大連勝(金額)67 (973.09)連敗(金額)7 (-62.20)
最大連勝(トレード数)973.09 (67)連敗(トレード数)-392.15 (1)
平均連勝10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
12014.04.30 20:59buy10.031.386330.000000.00000
22014.05.05 00:00close10.031.388100.000000.000004.8010004.80
32014.05.06 15:00buy20.031.394250.000000.00000
42014.05.06 16:23buy30.031.393360.000000.00000
52014.05.06 16:37buy40.031.393190.000000.00000
62014.05.06 17:30buy50.031.393130.000000.00000
72014.05.06 18:54buy60.031.392600.000000.00000
82014.05.06 19:02buy70.031.392310.000000.00000
92014.05.06 19:30buy80.031.392170.000000.00000
102014.05.08 11:40close80.031.393670.000000.000004.0910008.89
112014.05.08 11:40close70.031.393670.000000.000003.6710012.56
122014.05.08 11:40close60.031.393670.000000.000002.8010015.37
132014.05.08 11:40close50.031.393670.000000.000001.2110016.58
142014.05.08 11:40close20.031.393670.000000.00000-2.1510014.43
152014.05.08 11:40close40.031.393670.000000.000001.0310015.46
162014.05.08 11:40close30.031.393670.000000.000000.5210015.98
172014.05.21 19:00sell90.031.366880.000000.00000
182014.05.21 19:08sell100.031.366980.000000.00000
192014.05.21 21:35sell110.031.367220.000000.00000
202014.05.22 10:30sell120.031.365920.000000.00000
212014.05.22 18:58sell130.031.364940.000000.00000
222014.05.22 20:05sell140.031.364880.000000.00000
232014.05.22 22:17sell150.031.365240.000000.00000
242014.05.22 22:24sell160.031.365290.000000.00000
252014.05.22 22:30sell170.031.365390.000000.00000
262014.05.22 22:37sell180.031.365430.000000.00000
272014.05.22 22:43sell190.031.365430.000000.00000
282014.05.22 22:50sell200.031.365470.000000.00000
292014.05.22 22:59sell210.031.365520.000000.00000
302014.05.23 03:44close110.031.364880.000000.000007.1810023.17
312014.05.23 03:44close100.031.364880.000000.000006.4610029.63
322014.05.23 03:44close90.031.364880.000000.000006.1610035.79
332014.05.23 03:44close120.031.364880.000000.000003.1610038.95
342014.05.23 03:44close210.031.364880.000000.000001.9610040.91
352014.05.23 03:44close200.031.364880.000000.000001.8110042.72
362014.05.23 03:44close190.031.364880.000000.000001.6910044.41
372014.05.23 03:44close180.031.364880.000000.000001.6910046.10
382014.05.23 03:44close170.031.364880.000000.000001.5710047.67
392014.05.23 03:44close160.031.364880.000000.000001.2710048.94
402014.05.23 03:44close150.031.364880.000000.000001.1210050.06
412014.05.23 03:44close130.031.364880.000000.000000.2210050.28
422014.05.23 03:44close140.031.364880.000000.000000.0410050.32
432014.05.23 11:58sell220.031.361830.000000.00000
442014.05.23 12:24sell230.031.361840.000000.00000
452014.05.23 12:55sell240.031.362010.000000.00000
462014.05.23 14:23sell250.031.362570.000000.00000
472014.05.23 14:32sell260.031.362650.000000.00000
482014.05.23 14:39sell270.031.362800.000000.00000
492014.05.23 14:45sell280.031.362890.000000.00000
502014.05.23 14:50sell290.031.363000.000000.00000
512014.05.23 14:59sell300.031.363120.000000.00000
522014.05.23 17:09sell310.031.363390.000000.00000
532014.05.23 19:45sell320.031.362440.000000.00000
542014.05.26 00:00close310.031.362260.000000.000003.4310053.75
552014.05.26 00:00close300.031.362260.000000.000002.6210056.37
562014.05.26 00:00close290.031.362260.000000.000002.2610058.64
572014.05.26 00:00close280.031.362260.000000.000001.9310060.57
582014.05.26 00:00close270.031.362260.000000.000001.6610062.23
592014.05.26 00:00close220.031.362260.000000.00000-1.2510060.98
602014.05.26 00:00close260.031.362260.000000.000001.2110062.19
612014.05.26 00:00close230.031.362260.000000.00000-1.2210060.97
622014.05.26 00:00close250.031.362260.000000.000000.9710061.94
632014.05.26 00:00close240.031.362260.000000.00000-0.7110061.23
642014.05.26 00:00close320.031.362260.000000.000000.5810061.81
652014.05.26 05:55sell330.031.361820.000000.00000
662014.05.26 08:16sell340.031.361780.000000.00000
672014.05.27 21:18sell350.031.362250.000000.00000
682014.05.27 21:24sell360.031.362320.000000.00000
692014.05.27 21:29sell370.031.362720.000000.00000
702014.05.28 14:34close370.031.360650.000000.000006.2510068.06
712014.05.28 14:34close360.031.360650.000000.000005.0510073.11
722014.05.28 14:34close350.031.360650.000000.000004.8410077.95
732014.05.28 14:34close330.031.360650.000000.000003.5910081.54
742014.05.28 14:34close340.031.360650.000000.000003.4710085.01
752014.05.28 15:40sell380.031.360800.000000.00000
762014.05.28 20:14sell390.031.359140.000000.00000
772014.06.02 11:39close380.031.360020.000000.000002.5410087.55
782014.06.02 11:39close390.031.360020.000000.00000-2.4410085.12
792014.06.02 22:52sell400.031.359640.000000.00000
802014.06.05 14:49close400.031.356040.000000.0000011.0010096.12
812014.06.09 17:18sell410.031.358740.000000.00000
822014.06.09 19:39sell420.031.358820.000000.00000
832014.06.09 20:50sell430.031.358620.000000.00000
842014.06.09 22:52sell440.031.358950.000000.00000
852014.06.10 11:20close440.031.356870.000000.000006.2810102.40
862014.06.10 11:20close420.031.356870.000000.000005.8910108.29
872014.06.10 11:20close410.031.356870.000000.000005.6510113.94
882014.06.10 11:20close430.031.356870.000000.000005.2910119.23
892014.06.10 15:22sell450.031.355550.000000.00000
902014.06.10 19:16sell460.031.354180.000000.00000
912014.06.10 20:35sell470.031.354020.000000.00000
922014.06.11 04:06sell480.031.353050.000000.00000
932014.06.11 11:23sell490.031.353680.000000.00000
942014.06.11 11:30sell500.031.353740.000000.00000
952014.06.11 22:43close450.031.352710.000000.000008.5610127.79
962014.06.11 22:43close460.031.352710.000000.000004.4510132.24
972014.06.11 22:43close470.031.352710.000000.000003.9710136.21
982014.06.11 22:43close500.031.352710.000000.000003.0910139.30
992014.06.11 22:43close490.031.352710.000000.000002.9110142.21
1002014.06.11 22:43close480.031.352710.000000.000001.0210143.23
1012014.06.13 20:56sell510.031.353500.000000.00000
1022014.06.17 18:51sell520.031.354330.000000.00000
1032014.06.17 20:02sell530.031.354540.000000.00000
1042014.06.17 20:17sell540.031.354620.000000.00000
1052014.06.20 16:25sell550.031.356840.000000.00000
1062014.06.20 17:08sell560.031.357840.000000.00000
1072014.06.26 18:23sell570.031.359140.000000.00000
1082014.06.26 22:11sell580.031.360720.000000.00000
1092014.06.26 22:27sell590.031.360720.000000.00000
1102014.07.15 17:46close590.031.357230.000000.0000011.1610154.39
1112014.07.15 17:46close510.031.357230.000000.00000-9.9810144.41
1122014.07.15 17:46close520.031.357230.000000.00000-7.5710136.84
1132014.07.15 17:46close580.031.357230.000000.0000011.1610148.00
1142014.07.15 17:46close530.031.357230.000000.00000-6.9410141.06
1152014.07.15 17:46close570.031.357230.000000.000006.4210147.48
1162014.07.15 17:46close540.031.357230.000000.00000-6.7010140.78
1172014.07.15 17:46close560.031.357230.000000.000002.7610143.54
1182014.07.15 17:46close550.031.357230.000000.00000-0.2410143.30
1192014.07.16 14:24sell600.031.353250.000000.00000
1202014.07.16 18:30sell610.031.353130.000000.00000
1212014.07.18 02:34close600.031.351400.000000.000005.7110149.01
1222014.07.18 02:34close610.031.351400.000000.000005.3510154.36
1232014.07.22 14:20sell620.031.348140.000000.00000
1242014.07.22 15:32sell630.031.347730.000000.00000
1252014.07.22 16:05sell640.031.349200.000000.00000
1262014.07.22 17:00sell650.031.346640.000000.00000
1272014.07.22 17:33sell660.031.346140.000000.00000
1282014.07.22 18:07sell670.031.346420.000000.00000
1292014.07.22 18:45sell680.031.346820.000000.00000
1302014.07.22 22:15sell690.031.346590.000000.00000
1312014.07.23 02:50sell700.031.346460.000000.00000
1322014.07.23 09:49sell710.031.346320.000000.00000
1332014.07.23 10:00sell720.031.346130.000000.00000
1342014.07.23 10:58sell730.031.345540.000000.00000
1352014.07.23 17:40close640.031.345870.000000.0000010.0310164.39
1362014.07.23 17:40close620.031.345870.000000.000006.8510171.24
1372014.07.23 17:40close630.031.345870.000000.000005.6210176.86
1382014.07.23 17:40close680.031.345870.000000.000002.8910179.75
1392014.07.23 17:40close650.031.345870.000000.000002.3510182.10
1402014.07.23 17:40close690.031.345870.000000.000002.2010184.30
1412014.07.23 17:40close700.031.345870.000000.000001.7710186.07
1422014.07.23 17:40close670.031.345870.000000.000001.6910187.76
1432014.07.23 17:40close710.031.345870.000000.000001.3510189.11
1442014.07.23 17:40close660.031.345870.000000.000000.8510189.96
1452014.07.23 17:40close730.031.345870.000000.00000-0.9910188.97
1462014.07.23 17:40close720.031.345870.000000.000000.7810189.75
1472014.07.24 02:20sell740.031.345740.000000.00000
1482014.07.25 14:06sell750.031.344920.000000.00000
1492014.07.25 14:20sell760.031.344930.000000.00000
1502014.07.25 18:10sell770.031.343240.000000.00000
1512014.07.25 20:58sell780.031.343300.000000.00000
1522014.07.25 21:14sell790.031.343310.000000.00000
1532014.07.25 21:20sell800.031.343380.000000.00000
1542014.07.25 21:26sell810.031.343460.000000.00000
1552014.07.25 21:37sell820.031.343470.000000.00000
1562014.07.25 21:42sell830.031.343470.000000.00000
1572014.07.28 00:00close740.031.343190.000000.000007.7310197.49
1582014.07.28 00:00close760.031.343190.000000.000005.2610202.75
1592014.07.28 00:00close750.031.343190.000000.000005.2310207.98
1602014.07.28 00:00close830.031.343190.000000.000000.8810208.86
1612014.07.28 00:00close820.031.343190.000000.000000.8810209.74
1622014.07.28 00:00close810.031.343190.000000.000000.8510210.59
1632014.07.28 00:00close800.031.343190.000000.000000.6110211.20
1642014.07.28 00:00close790.031.343190.000000.000000.4010211.60
1652014.07.28 00:00close780.031.343190.000000.000000.3710211.97
1662014.07.28 00:00close770.031.343190.000000.000000.1910212.16
1672014.07.28 07:05sell840.031.342780.000000.00000
1682014.07.29 17:48sell850.031.341130.000000.00000
1692014.07.29 18:35sell860.031.341240.000000.00000
1702014.07.30 11:20sell870.031.340030.000000.00000
1712014.07.30 14:00sell880.031.339970.000000.00000
1722014.07.30 14:20sell890.031.339880.000000.00000
1732014.07.30 14:30sell900.031.339940.000000.00000
1742014.07.30 15:30sell910.031.339760.000000.00000
1752014.07.30 15:59close840.031.337750.000000.0000015.1710227.33
1762014.07.30 15:59close860.031.337750.000000.0000010.5110237.84
1772014.07.30 15:59close850.031.337750.000000.0000010.1810248.02
1782014.07.30 15:59close870.031.337750.000000.000006.8410254.86
1792014.07.30 15:59close880.031.337750.000000.000006.6610261.52
1802014.07.30 15:59close900.031.337750.000000.000006.5710268.09
1812014.07.30 15:59close890.031.337750.000000.000006.3910274.48
1822014.07.30 15:59close910.031.337750.000000.000006.0310280.51
1832014.07.30 16:35sell920.031.337400.000000.00000
1842014.07.30 17:19sell930.031.337740.000000.00000
1852014.07.30 18:55sell940.031.337630.000000.00000
1862014.07.30 19:47sell950.031.338120.000000.00000
1872014.07.30 20:24sell960.031.338220.000000.00000
1882014.07.30 21:01sell970.031.338270.000000.00000
1892014.08.01 10:15sell980.031.338280.000000.00000
1902014.08.01 11:10sell990.031.337940.000000.00000
1912014.08.05 16:52close970.031.338000.000000.000001.0510281.56
1922014.08.05 16:52close920.031.338000.000000.00000-1.5610280.01
1932014.08.05 16:52close980.031.338000.000000.000000.9210280.93
1942014.08.05 16:52close960.031.338000.000000.000000.9010281.83
1952014.08.05 16:52close940.031.338000.000000.00000-0.8710280.96
1962014.08.05 16:52close930.031.338000.000000.00000-0.5410280.42
1972014.08.05 16:52close950.031.338000.000000.000000.6010281.03
1982014.08.05 16:52close990.031.338000.000000.00000-0.1010280.93
1992014.08.05 21:03sell1000.031.337040.000000.00000
2002014.08.05 21:08sell1010.031.337360.000000.00000
2012014.08.05 21:24sell1020.031.337500.000000.00000
2022014.08.05 22:07sell1030.031.337500.000000.00000
2032014.08.05 22:17sell1040.031.337520.000000.00000
2042014.08.05 22:27sell1050.031.337670.000000.00000
2052014.08.06 09:00close1050.031.336160.000000.000004.5710285.50
2062014.08.06 09:00close1040.031.336160.000000.000004.1210289.62
2072014.08.06 09:00close1030.031.336160.000000.000004.0610293.68
2082014.08.06 09:00close1020.031.336160.000000.000004.0610297.74
2092014.08.06 09:00close1010.031.336160.000000.000003.6410301.38
2102014.08.06 09:00close1000.031.336160.000000.000002.6810304.06
2112014.08.06 12:23sell1060.031.336120.000000.00000
2122014.08.06 13:55sell1070.031.333840.000000.00000
2132014.08.06 14:49sell1080.031.333940.000000.00000
2142014.08.11 17:55sell1090.031.338370.000000.00000
2152014.08.11 18:17sell1100.031.338520.000000.00000
2162014.08.11 22:45sell1110.031.338290.000000.00000
2172014.08.12 02:58sell1120.031.338200.000000.00000
2182014.08.12 11:58close1100.031.335690.000000.000008.5310312.59
2192014.08.12 11:58close1090.031.335690.000000.000008.0810320.67
2202014.08.12 11:58close1110.031.335690.000000.000007.8410328.51
2212014.08.12 11:58close1070.031.335690.000000.00000-5.3110323.20
2222014.08.12 11:58close1120.031.335690.000000.000007.5310330.73
2232014.08.12 11:58close1080.031.335690.000000.00000-5.0110325.73
2242014.08.12 11:58close1060.031.335690.000000.000001.5310327.26
2252014.08.12 13:35sell1130.031.333990.000000.00000
2262014.08.12 15:10sell1140.031.334100.000000.00000
2272014.08.18 17:45sell1150.031.336120.000000.00000
2282014.08.18 20:07sell1160.031.335990.000000.00000
2292014.08.19 08:45sell1170.031.335600.000000.00000
2302014.08.19 11:31sell1180.031.334530.000000.00000
2312014.08.19 14:11sell1190.031.334640.000000.00000
2322014.08.19 16:10close1150.031.331780.000000.0000013.0610340.32
2332014.08.19 16:10close1160.031.331780.000000.0000012.6710352.99
2342014.08.19 16:10close1170.031.331780.000000.0000011.4610364.45
2352014.08.19 16:10close1190.031.331780.000000.000008.5810373.03
2362014.08.19 16:10close1180.031.331780.000000.000008.2510381.28
2372014.08.19 16:10close1140.031.331780.000000.000007.2410388.52
2382014.08.19 16:10close1130.031.331780.000000.000006.9110395.43
2392014.08.19 20:30sell1200.031.332100.000000.00000
2402014.08.19 20:39sell1210.031.332110.000000.00000
2412014.08.19 21:55sell1220.031.332110.000000.00000
2422014.08.20 04:53sell1230.031.331730.000000.00000
2432014.08.20 10:44close1220.031.329180.000000.000008.8310404.27
2442014.08.20 10:44close1210.031.329180.000000.000008.8310413.10
2452014.08.20 10:44close1200.031.329180.000000.000008.8010421.90
2462014.08.20 10:44close1230.031.329180.000000.000007.6510429.55
2472014.08.20 12:15sell1240.031.329130.000000.00000
2482014.08.20 15:27sell1250.031.328670.000000.00000
2492014.08.20 15:32sell1260.031.328740.000000.00000
2502014.08.20 15:37sell1270.031.329030.000000.00000
2512014.08.20 16:25sell1280.031.329190.000000.00000
2522014.08.20 18:20sell1290.031.329260.000000.00000
2532014.08.20 18:26sell1300.031.329260.000000.00000
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