Strategy Tester Report
WPR-v3
FOREX.comJapan-Demo(I) (Build 509)
通貨ペア | EURUSDpro (Euro vs US Dollar) |
期間 | 1分足(M1) 2013.06.17 06:00 - 2013.06.22 05:59 (2013.06.17 - 2013.06.23) |
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 | U_Level=-10; L_Level=-90; Lots=2.7; MaxLots=2.7; MinLots=0.01; SL=1000; TP=600; M=32; magic=22226; WPRPeriod=14; slippage=3; nampin=60; maxnampin=6; |
|
テストバー数 | 8187 | モデルティック数 | 296014 | モデリング品質 | 25.00% |
不整合チャートエラー | 0 | | | | |
|
初期証拠金 | 500000.00 | | | | |
総損益 | 80611.20 | 総利益 | 165615.30 | 総損失 | -85004.10 |
プロフィットファクター | 1.95 | 期待利得 | 1520.97 | | |
絶対ドローダウン | 21794.40 | 最大ドローダウン | 106647.30 (18.23%) | 相対ドローダウン | 18.23% (106647.30) |
|
総取引数 | 53 | ショートポジション(勝率%) | 28 (89.29%) | ロングポジション(勝率%) | 25 (80.00%) |
| 勝率(%) | 45 (84.91%) | 負率 (%) | 8 (15.09%) |
最大 | 勝トレード | 12225.60 | 負トレード | -43200.00 |
平均 | 勝トレード | 3680.34 | 負トレード | -10625.51 |
最大 | 連勝(金額) | 25 (88173.90) | 連敗(金額) | 5 (-83700.00) |
最大化 | 連勝(トレード数) | 88173.90 (25) | 連敗(トレード数) | -83700.00 (5) |
平均 | 連勝 | 23 | 連敗 | 4 |
# | 時間 | 取引種別 | 注文番号 | 数量 | 価格 | S/L:決済逆指値 | T/P:決済指値 | 損益 | 残高 |
1 | 2013.06.17 06:00 | buy | 1 | 2.70 | 1.33486 | 1.32486 | 1.34086 | |
2 | 2013.06.17 07:41 | buy | 2 | 5.40 | 1.33442 | 1.32442 | 1.34042 | |
3 | 2013.06.17 09:43 | buy | 3 | 10.80 | 1.33395 | 1.32395 | 1.33995 | |
4 | 2013.06.17 09:53 | buy | 4 | 21.60 | 1.33347 | 1.32347 | 1.33947 | |
5 | 2013.06.17 10:06 | buy | 5 | 43.20 | 1.33303 | 1.32303 | 1.33903 | |
6 | 2013.06.17 22:31 | close | 5 | 43.20 | 1.33572 | 1.32303 | 1.33903 | 11620.80 | 511620.80 |
7 | 2013.06.17 22:31 | close | 4 | 21.60 | 1.33572 | 1.32347 | 1.33947 | 4860.00 | 516480.80 |
8 | 2013.06.17 22:31 | close | 3 | 10.80 | 1.33572 | 1.32395 | 1.33995 | 1911.60 | 518392.40 |
9 | 2013.06.17 22:31 | close | 2 | 5.40 | 1.33572 | 1.32442 | 1.34042 | 702.00 | 519094.40 |
10 | 2013.06.17 22:31 | close | 1 | 2.70 | 1.33572 | 1.32486 | 1.34086 | 232.20 | 519326.60 |
11 | 2013.06.17 22:31 | buy | 6 | 2.70 | 1.33592 | 1.32592 | 1.34192 | |
12 | 2013.06.17 22:36 | buy | 7 | 5.40 | 1.33548 | 1.32548 | 1.34148 | |
13 | 2013.06.17 22:48 | buy | 8 | 10.80 | 1.33504 | 1.32504 | 1.34104 | |
14 | 2013.06.17 23:00 | buy | 9 | 21.60 | 1.33460 | 1.32460 | 1.34060 | |
15 | 2013.06.17 23:02 | buy | 10 | 43.20 | 1.33415 | 1.32415 | 1.34015 | |
16 | 2013.06.18 04:22 | close | 10 | 43.20 | 1.33686 | 1.32415 | 1.34015 | 11707.20 | 531033.80 |
17 | 2013.06.18 04:22 | close | 9 | 21.60 | 1.33686 | 1.32460 | 1.34060 | 4881.60 | 535915.40 |
18 | 2013.06.18 04:22 | close | 8 | 10.80 | 1.33686 | 1.32504 | 1.34104 | 1965.60 | 537881.00 |
19 | 2013.06.18 04:22 | close | 7 | 5.40 | 1.33686 | 1.32548 | 1.34148 | 745.20 | 538626.20 |
20 | 2013.06.18 04:22 | close | 6 | 2.70 | 1.33686 | 1.32592 | 1.34192 | 253.80 | 538880.00 |
21 | 2013.06.18 04:23 | buy | 11 | 2.70 | 1.33672 | 1.32672 | 1.34272 | |
22 | 2013.06.18 04:29 | buy | 12 | 5.40 | 1.33628 | 1.32628 | 1.34228 | |
23 | 2013.06.18 10:30 | buy | 13 | 10.80 | 1.33584 | 1.32584 | 1.34184 | |
24 | 2013.06.18 13:17 | buy | 14 | 21.60 | 1.33539 | 1.32539 | 1.34139 | |
25 | 2013.06.18 13:35 | buy | 15 | 43.20 | 1.33495 | 1.32495 | 1.34095 | |
26 | 2013.06.18 16:57 | close | 15 | 43.20 | 1.33763 | 1.32495 | 1.34095 | 11577.60 | 550457.60 |
27 | 2013.06.18 16:57 | close | 14 | 21.60 | 1.33763 | 1.32539 | 1.34139 | 4838.40 | 555296.00 |
28 | 2013.06.18 16:57 | close | 13 | 10.80 | 1.33763 | 1.32584 | 1.34184 | 1933.20 | 557229.20 |
29 | 2013.06.18 16:57 | close | 12 | 5.40 | 1.33763 | 1.32628 | 1.34228 | 729.00 | 557958.20 |
30 | 2013.06.18 16:57 | close | 11 | 2.70 | 1.33763 | 1.32672 | 1.34272 | 245.70 | 558203.90 |
31 | 2013.06.18 16:58 | buy | 16 | 2.70 | 1.33766 | 1.32766 | 1.34366 | |
32 | 2013.06.18 18:00 | buy | 17 | 5.40 | 1.33723 | 1.32723 | 1.34323 | |
33 | 2013.06.18 20:17 | buy | 18 | 10.80 | 1.33678 | 1.32678 | 1.34278 | |
34 | 2013.06.18 21:40 | buy | 19 | 21.60 | 1.33631 | 1.32631 | 1.34231 | |
35 | 2013.06.18 21:41 | buy | 20 | 43.20 | 1.33588 | 1.32588 | 1.34188 | |
36 | 2013.06.18 22:43 | close | 20 | 43.20 | 1.33855 | 1.32588 | 1.34188 | 11534.40 | 569738.30 |
37 | 2013.06.18 22:43 | close | 19 | 21.60 | 1.33855 | 1.32631 | 1.34231 | 4838.40 | 574576.70 |
38 | 2013.06.18 22:43 | close | 18 | 10.80 | 1.33855 | 1.32678 | 1.34278 | 1911.60 | 576488.30 |
39 | 2013.06.18 22:43 | close | 17 | 5.40 | 1.33855 | 1.32723 | 1.34323 | 712.80 | 577201.10 |
40 | 2013.06.18 22:43 | close | 16 | 2.70 | 1.33855 | 1.32766 | 1.34366 | 240.30 | 577441.40 |
41 | 2013.06.18 22:45 | buy | 21 | 2.70 | 1.33848 | 1.32848 | 1.34448 | |
42 | 2013.06.18 23:18 | buy | 22 | 5.40 | 1.33804 | 1.32804 | 1.34404 | |
43 | 2013.06.20 03:01 | buy | 23 | 10.80 | 1.33759 | 1.32759 | 1.34359 | |
44 | 2013.06.20 03:01 | buy | 24 | 21.60 | 1.33716 | 1.32716 | 1.34316 | |
45 | 2013.06.20 03:04 | buy | 25 | 43.20 | 1.33672 | 1.32672 | 1.34272 | |
46 | 2013.06.20 03:45 | s/l | 21 | 2.70 | 1.32848 | 1.32848 | 1.34448 | -2700.00 | 574741.40 |
47 | 2013.06.20 03:49 | s/l | 22 | 5.40 | 1.32804 | 1.32804 | 1.34404 | -5400.00 | 569341.40 |
48 | 2013.06.20 03:54 | s/l | 23 | 10.80 | 1.32759 | 1.32759 | 1.34359 | -10800.00 | 558541.40 |
49 | 2013.06.20 03:56 | s/l | 24 | 21.60 | 1.32716 | 1.32716 | 1.34316 | -21600.00 | 536941.40 |
50 | 2013.06.20 03:56 | s/l | 25 | 43.20 | 1.32672 | 1.32672 | 1.34272 | -43200.00 | 493741.40 |
51 | 2013.06.20 03:59 | sell | 26 | 2.70 | 1.32643 | 1.33643 | 1.32043 | |
52 | 2013.06.20 03:59 | sell | 27 | 5.40 | 1.32705 | 1.33705 | 1.32105 | |
53 | 2013.06.20 04:01 | sell | 28 | 10.80 | 1.32768 | 1.33768 | 1.32168 | |
54 | 2013.06.20 04:03 | sell | 29 | 21.60 | 1.32830 | 1.33830 | 1.32230 | |
55 | 2013.06.20 04:38 | sell | 30 | 43.20 | 1.32891 | 1.33891 | 1.32291 | |
56 | 2013.06.20 12:37 | close | 30 | 43.20 | 1.32609 | 1.33891 | 1.32291 | 12182.40 | 505923.80 |
57 | 2013.06.20 12:37 | close | 29 | 21.60 | 1.32609 | 1.33830 | 1.32230 | 4773.60 | 510697.40 |
58 | 2013.06.20 12:37 | close | 28 | 10.80 | 1.32609 | 1.33768 | 1.32168 | 1717.20 | 512414.60 |
59 | 2013.06.20 12:37 | close | 27 | 5.40 | 1.32609 | 1.33705 | 1.32105 | 518.40 | 512933.00 |
60 | 2013.06.20 12:37 | close | 26 | 2.70 | 1.32609 | 1.33643 | 1.32043 | 91.80 | 513024.80 |
61 | 2013.06.20 12:39 | sell | 31 | 2.70 | 1.32573 | 1.33573 | 1.31973 | |
62 | 2013.06.20 15:08 | sell | 32 | 5.40 | 1.32636 | 1.33636 | 1.32036 | |
63 | 2013.06.20 17:36 | t/p | 32 | 5.40 | 1.32036 | 1.33636 | 1.32036 | 3240.00 | 516264.80 |
64 | 2013.06.20 17:40 | t/p | 31 | 2.70 | 1.31973 | 1.33573 | 1.31973 | 1620.00 | 517884.80 |
65 | 2013.06.20 17:42 | sell | 33 | 2.70 | 1.31966 | 1.32966 | 1.31366 | |
66 | 2013.06.20 17:43 | sell | 34 | 5.40 | 1.32028 | 1.33028 | 1.31428 | |
67 | 2013.06.20 17:50 | sell | 35 | 10.80 | 1.32088 | 1.33088 | 1.31488 | |
68 | 2013.06.20 17:52 | sell | 36 | 21.60 | 1.32151 | 1.33151 | 1.31551 | |
69 | 2013.06.20 17:58 | sell | 37 | 43.20 | 1.32214 | 1.33214 | 1.31614 | |
70 | 2013.06.20 18:48 | close | 37 | 43.20 | 1.31931 | 1.33214 | 1.31614 | 12225.60 | 530110.40 |
71 | 2013.06.20 18:48 | close | 36 | 21.60 | 1.31931 | 1.33151 | 1.31551 | 4752.00 | 534862.40 |
72 | 2013.06.20 18:48 | close | 35 | 10.80 | 1.31931 | 1.33088 | 1.31488 | 1695.60 | 536558.00 |
73 | 2013.06.20 18:48 | close | 34 | 5.40 | 1.31931 | 1.33028 | 1.31428 | 523.80 | 537081.80 |
74 | 2013.06.20 18:48 | close | 33 | 2.70 | 1.31931 | 1.32966 | 1.31366 | 94.50 | 537176.30 |
75 | 2013.06.20 18:50 | sell | 38 | 2.70 | 1.31872 | 1.32872 | 1.31272 | |
76 | 2013.06.20 18:56 | sell | 39 | 5.40 | 1.31933 | 1.32933 | 1.31333 | |
77 | 2013.06.20 19:36 | sell | 40 | 10.80 | 1.31993 | 1.32993 | 1.31393 | |
78 | 2013.06.20 20:18 | sell | 41 | 21.60 | 1.32056 | 1.33056 | 1.31456 | |
79 | 2013.06.20 20:23 | sell | 42 | 43.20 | 1.32117 | 1.33117 | 1.31517 | |
80 | 2013.06.20 23:00 | close | 42 | 43.20 | 1.31834 | 1.33117 | 1.31517 | 12225.60 | 549401.90 |
81 | 2013.06.20 23:00 | close | 41 | 21.60 | 1.31834 | 1.33056 | 1.31456 | 4795.20 | 554197.10 |
82 | 2013.06.20 23:00 | close | 40 | 10.80 | 1.31834 | 1.32993 | 1.31393 | 1717.20 | 555914.30 |
83 | 2013.06.20 23:00 | close | 39 | 5.40 | 1.31834 | 1.32933 | 1.31333 | 534.60 | 556448.90 |
84 | 2013.06.20 23:00 | close | 38 | 2.70 | 1.31834 | 1.32872 | 1.31272 | 102.60 | 556551.50 |
85 | 2013.06.20 23:00 | sell | 43 | 2.70 | 1.31811 | 1.32811 | 1.31211 | |
86 | 2013.06.20 23:30 | sell | 44 | 5.40 | 1.31871 | 1.32871 | 1.31271 | |
87 | 2013.06.20 23:34 | sell | 45 | 10.80 | 1.31932 | 1.32932 | 1.31332 | |
88 | 2013.06.21 00:41 | sell | 46 | 21.60 | 1.31993 | 1.32993 | 1.31393 | |
89 | 2013.06.21 00:41 | sell | 47 | 43.20 | 1.32055 | 1.33055 | 1.31455 | |
90 | 2013.06.21 21:15 | close | 47 | 43.20 | 1.31773 | 1.33055 | 1.31455 | 12182.40 | 568733.90 |
91 | 2013.06.21 21:15 | close | 46 | 21.60 | 1.31773 | 1.32993 | 1.31393 | 4752.00 | 573485.90 |
92 | 2013.06.21 21:15 | close | 45 | 10.80 | 1.31773 | 1.32932 | 1.31332 | 1674.00 | 575159.90 |
93 | 2013.06.21 21:15 | close | 44 | 5.40 | 1.31773 | 1.32871 | 1.31271 | 507.60 | 575667.50 |
94 | 2013.06.21 21:15 | close | 43 | 2.70 | 1.31773 | 1.32811 | 1.31211 | 91.80 | 575759.30 |
95 | 2013.06.21 21:20 | sell | 48 | 2.70 | 1.31698 | 1.32698 | 1.31098 | |
96 | 2013.06.22 01:23 | t/p | 48 | 2.70 | 1.31098 | 1.32698 | 1.31098 | 1620.00 | 577379.30 |
97 | 2013.06.22 01:23 | sell | 49 | 2.70 | 1.31079 | 1.32079 | 1.30479 | |
98 | 2013.06.22 01:43 | sell | 50 | 5.40 | 1.31141 | 1.32141 | 1.30541 | |
99 | 2013.06.22 01:44 | sell | 51 | 10.80 | 1.31202 | 1.32202 | 1.30602 | |
100 | 2013.06.22 01:48 | sell | 52 | 21.60 | 1.31264 | 1.32264 | 1.30664 | |
101 | 2013.06.22 01:56 | sell | 53 | 43.20 | 1.31327 | 1.32327 | 1.30727 | |
102 | 2013.06.22 16:02 | close at stop | 53 | 43.20 | 1.31236 | 1.32327 | 1.30727 | 3931.20 | 581310.50 |
103 | 2013.06.22 16:02 | close at stop | 52 | 21.60 | 1.31236 | 1.32264 | 1.30664 | 604.80 | 581915.30 |
104 | 2013.06.22 16:02 | close at stop | 51 | 10.80 | 1.31236 | 1.32202 | 1.30602 | -367.20 | 581548.10 |
105 | 2013.06.22 16:02 | close at stop | 50 | 5.40 | 1.31236 | 1.32141 | 1.30541 | -513.00 | 581035.10 |
106 | 2013.06.22 16:02 | close at stop | 49 | 2.70 | 1.31236 | 1.32079 | 1.30479 | -423.90 | 580611.20 |