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 | 80997.30 | 総利益 | 165898.80 | 総損失 | -84901.50 |
プロフィットファクター | 1.95 | 期待利得 | 1528.25 | | |
絶対ドローダウン | 21389.40 | 最大ドローダウン | 101873.70 (17.55%) | 相対ドローダウン | 17.55% (101873.70) |
|
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 | 3686.64 | 負トレード | -10612.69 |
最大 | 連勝(金額) | 25 (88303.50) | 連敗(金額) | 5 (-83700.00) |
最大化 | 連勝(トレード数) | 88303.50 (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 | 1.33483 | 1.32483 | 1.34083 | |
2 | 2013.06.17 09:06 | buy | 2 | 5.40 | 1.33436 | 1.32436 | 1.34036 | |
3 | 2013.06.17 09:49 | buy | 3 | 10.80 | 1.33388 | 1.32388 | 1.33988 | |
4 | 2013.06.17 09:53 | buy | 4 | 21.60 | 1.33340 | 1.32340 | 1.33940 | |
5 | 2013.06.17 12:04 | buy | 5 | 43.20 | 1.33293 | 1.32293 | 1.33893 | |
6 | 2013.06.17 22:31 | close | 5 | 43.20 | 1.33564 | 1.32293 | 1.33893 | 11707.20 | 511707.20 |
7 | 2013.06.17 22:31 | close | 4 | 21.60 | 1.33564 | 1.32340 | 1.33940 | 4838.40 | 516545.60 |
8 | 2013.06.17 22:31 | close | 3 | 10.80 | 1.33564 | 1.32388 | 1.33988 | 1900.80 | 518446.40 |
9 | 2013.06.17 22:31 | close | 2 | 5.40 | 1.33564 | 1.32436 | 1.34036 | 691.20 | 519137.60 |
10 | 2013.06.17 22:31 | close | 1 | 2.70 | 1.33564 | 1.32483 | 1.34083 | 218.70 | 519356.30 |
11 | 2013.06.17 22:31 | buy | 6 | 2.70 | 1.33580 | 1.32580 | 1.34180 | |
12 | 2013.06.17 22:36 | buy | 7 | 5.40 | 1.33533 | 1.32533 | 1.34133 | |
13 | 2013.06.17 23:00 | buy | 8 | 10.80 | 1.33474 | 1.32474 | 1.34074 | |
14 | 2013.06.17 23:01 | buy | 9 | 21.60 | 1.33427 | 1.32427 | 1.34027 | |
15 | 2013.06.17 23:39 | buy | 10 | 43.20 | 1.33380 | 1.32380 | 1.33980 | |
16 | 2013.06.18 04:22 | close | 10 | 43.20 | 1.33654 | 1.32380 | 1.33980 | 11836.80 | 531193.10 |
17 | 2013.06.18 04:22 | close | 9 | 21.60 | 1.33654 | 1.32427 | 1.34027 | 4903.20 | 536096.30 |
18 | 2013.06.18 04:22 | close | 8 | 10.80 | 1.33654 | 1.32474 | 1.34074 | 1944.00 | 538040.30 |
19 | 2013.06.18 04:22 | close | 7 | 5.40 | 1.33654 | 1.32533 | 1.34133 | 653.40 | 538693.70 |
20 | 2013.06.18 04:22 | close | 6 | 2.70 | 1.33654 | 1.32580 | 1.34180 | 199.80 | 538893.50 |
21 | 2013.06.18 04:23 | buy | 11 | 2.70 | 1.33669 | 1.32669 | 1.34269 | |
22 | 2013.06.18 04:29 | buy | 12 | 5.40 | 1.33621 | 1.32621 | 1.34221 | |
23 | 2013.06.18 10:30 | buy | 13 | 10.80 | 1.33575 | 1.32575 | 1.34175 | |
24 | 2013.06.18 13:19 | buy | 14 | 21.60 | 1.33526 | 1.32526 | 1.34126 | |
25 | 2013.06.18 13:38 | buy | 15 | 43.20 | 1.33480 | 1.32480 | 1.34080 | |
26 | 2013.06.18 16:57 | close | 15 | 43.20 | 1.33751 | 1.32480 | 1.34080 | 11707.20 | 550600.70 |
27 | 2013.06.18 16:57 | close | 14 | 21.60 | 1.33751 | 1.32526 | 1.34126 | 4860.00 | 555460.70 |
28 | 2013.06.18 16:57 | close | 13 | 10.80 | 1.33751 | 1.32575 | 1.34175 | 1900.80 | 557361.50 |
29 | 2013.06.18 16:57 | close | 12 | 5.40 | 1.33751 | 1.32621 | 1.34221 | 702.00 | 558063.50 |
30 | 2013.06.18 16:57 | close | 11 | 2.70 | 1.33751 | 1.32669 | 1.34269 | 221.40 | 558284.90 |
31 | 2013.06.18 16:58 | buy | 16 | 2.70 | 1.33763 | 1.32763 | 1.34363 | |
32 | 2013.06.18 18:00 | buy | 17 | 5.40 | 1.33716 | 1.32716 | 1.34316 | |
33 | 2013.06.18 20:17 | buy | 18 | 10.80 | 1.33668 | 1.32668 | 1.34268 | |
34 | 2013.06.18 21:40 | buy | 19 | 21.60 | 1.33622 | 1.32622 | 1.34222 | |
35 | 2013.06.18 21:41 | buy | 20 | 43.20 | 1.33575 | 1.32575 | 1.34175 | |
36 | 2013.06.18 22:43 | close | 20 | 43.20 | 1.33845 | 1.32575 | 1.34175 | 11664.00 | 569948.90 |
37 | 2013.06.18 22:43 | close | 19 | 21.60 | 1.33845 | 1.32622 | 1.34222 | 4816.80 | 574765.70 |
38 | 2013.06.18 22:43 | close | 18 | 10.80 | 1.33845 | 1.32668 | 1.34268 | 1911.60 | 576677.30 |
39 | 2013.06.18 22:43 | close | 17 | 5.40 | 1.33845 | 1.32716 | 1.34316 | 696.60 | 577373.90 |
40 | 2013.06.18 22:43 | close | 16 | 2.70 | 1.33845 | 1.32763 | 1.34363 | 221.40 | 577595.30 |
41 | 2013.06.18 22:45 | buy | 21 | 2.70 | 1.33845 | 1.32845 | 1.34445 | |
42 | 2013.06.18 23:18 | buy | 22 | 5.40 | 1.33799 | 1.32799 | 1.34399 | |
43 | 2013.06.20 03:01 | buy | 23 | 10.80 | 1.33751 | 1.32751 | 1.34351 | |
44 | 2013.06.20 03:03 | buy | 24 | 21.60 | 1.33703 | 1.32703 | 1.34303 | |
45 | 2013.06.20 03:04 | buy | 25 | 43.20 | 1.33654 | 1.32654 | 1.34254 | |
46 | 2013.06.20 03:45 | s/l | 21 | 2.70 | 1.32845 | 1.32845 | 1.34445 | -2700.00 | 574895.30 |
47 | 2013.06.20 03:49 | s/l | 22 | 5.40 | 1.32799 | 1.32799 | 1.34399 | -5400.00 | 569495.30 |
48 | 2013.06.20 03:54 | s/l | 23 | 10.80 | 1.32751 | 1.32751 | 1.34351 | -10800.00 | 558695.30 |
49 | 2013.06.20 03:56 | s/l | 24 | 21.60 | 1.32703 | 1.32703 | 1.34303 | -21600.00 | 537095.30 |
50 | 2013.06.20 03:56 | s/l | 25 | 43.20 | 1.32654 | 1.32654 | 1.34254 | -43200.00 | 493895.30 |
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 | 506077.70 |
57 | 2013.06.20 12:37 | close | 29 | 21.60 | 1.32609 | 1.33830 | 1.32230 | 4773.60 | 510851.30 |
58 | 2013.06.20 12:37 | close | 28 | 10.80 | 1.32609 | 1.33768 | 1.32168 | 1717.20 | 512568.50 |
59 | 2013.06.20 12:37 | close | 27 | 5.40 | 1.32609 | 1.33705 | 1.32105 | 518.40 | 513086.90 |
60 | 2013.06.20 12:37 | close | 26 | 2.70 | 1.32609 | 1.33643 | 1.32043 | 91.80 | 513178.70 |
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 | 516418.70 |
64 | 2013.06.20 17:40 | t/p | 31 | 2.70 | 1.31973 | 1.33573 | 1.31973 | 1620.00 | 518038.70 |
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 | 1.31932 | 1.33214 | 1.31614 | 12182.40 | 530221.10 |
71 | 2013.06.20 18:48 | close | 36 | 21.60 | 1.31932 | 1.33151 | 1.31551 | 4730.40 | 534951.50 |
72 | 2013.06.20 18:48 | close | 35 | 10.80 | 1.31932 | 1.33088 | 1.31488 | 1684.80 | 536636.30 |
73 | 2013.06.20 18:48 | close | 34 | 5.40 | 1.31932 | 1.33028 | 1.31428 | 518.40 | 537154.70 |
74 | 2013.06.20 18:48 | close | 33 | 2.70 | 1.31932 | 1.32966 | 1.31366 | 91.80 | 537246.50 |
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 | 549472.10 |
81 | 2013.06.20 23:00 | close | 41 | 21.60 | 1.31834 | 1.33056 | 1.31456 | 4795.20 | 554267.30 |
82 | 2013.06.20 23:00 | close | 40 | 10.80 | 1.31834 | 1.32993 | 1.31393 | 1717.20 | 555984.50 |
83 | 2013.06.20 23:00 | close | 39 | 5.40 | 1.31834 | 1.32933 | 1.31333 | 534.60 | 556519.10 |
84 | 2013.06.20 23:00 | close | 38 | 2.70 | 1.31834 | 1.32872 | 1.31272 | 102.60 | 556621.70 |
85 | 2013.06.20 23:00 | sell | 43 | 2.70 | 1.31821 | 1.32821 | 1.31221 | |
86 | 2013.06.20 23:32 | sell | 44 | 5.40 | 1.31882 | 1.32882 | 1.31282 | |
87 | 2013.06.20 23:35 | sell | 45 | 10.80 | 1.31943 | 1.32943 | 1.31343 | |
88 | 2013.06.21 00:41 | sell | 46 | 21.60 | 1.32005 | 1.33005 | 1.31405 | |
89 | 2013.06.21 00:42 | sell | 47 | 43.20 | 1.32065 | 1.33065 | 1.31465 | |
90 | 2013.06.21 21:15 | close | 47 | 43.20 | 1.31784 | 1.33065 | 1.31465 | 12139.20 | 568760.90 |
91 | 2013.06.21 21:15 | close | 46 | 21.60 | 1.31784 | 1.33005 | 1.31405 | 4773.60 | 573534.50 |
92 | 2013.06.21 21:15 | close | 45 | 10.80 | 1.31784 | 1.32943 | 1.31343 | 1674.00 | 575208.50 |
93 | 2013.06.21 21:15 | close | 44 | 5.40 | 1.31784 | 1.32882 | 1.31282 | 507.60 | 575716.10 |
94 | 2013.06.21 21:15 | close | 43 | 2.70 | 1.31784 | 1.32821 | 1.31221 | 89.10 | 575805.20 |
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 | 577425.20 |
97 | 2013.06.22 01:23 | sell | 49 | 2.70 | 1.31082 | 1.32082 | 1.30482 | |
98 | 2013.06.22 01:43 | sell | 50 | 5.40 | 1.31144 | 1.32144 | 1.30544 | |
99 | 2013.06.22 01:44 | sell | 51 | 10.80 | 1.31204 | 1.32204 | 1.30604 | |
100 | 2013.06.22 01:48 | sell | 52 | 21.60 | 1.31266 | 1.32266 | 1.30666 | |
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 | 1.31233 | 1.32327 | 1.30727 | 4060.80 | 581486.00 |
103 | 2013.06.22 16:02 | close at stop | 52 | 21.60 | 1.31233 | 1.32266 | 1.30666 | 712.80 | 582198.80 |
104 | 2013.06.22 16:02 | close at stop | 51 | 10.80 | 1.31233 | 1.32204 | 1.30604 | -313.20 | 581885.60 |
105 | 2013.06.22 16:02 | close at stop | 50 | 5.40 | 1.31233 | 1.32144 | 1.30544 | -480.60 | 581405.00 |
106 | 2013.06.22 16:02 | close at stop | 49 | 2.70 | 1.31233 | 1.32082 | 1.30482 | -407.70 | 580997.30 |