Strategy Tester Report
EX-Best_EURUSD_M5
ForexExchangeCoLtd-Live1 (Build 1320)

通貨ペアEURUSD.pers (Euro vs US Dollar)
期間5分足(M5) 2005.01.10 10:50 - 2020.11.29 23:50 (2005.01.01 - 2020.11.30)
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MAGIC=2020801; Lots=0.5;
テストバー数1165975モデルティック数246307238モデリング品質89.99%
不整合チャートエラー0
初期証拠金1000000.00スプレッド5
純益3662089.03総利益12208578.99総損失-8546489.96
プロフィットファクタ1.43期待利得775.37
絶対ドローダウン24652.30最大ドローダウン271735.92 (15.88%)相対ドローダウン15.88% (271735.92)
総取引数4723売りポジション(勝率%)2572 (56.80%)買いポジション(勝率%)2151 (76.29%)
勝率(%)3102 (65.68%)負率 (%)1621 (34.32%)
最大勝トレード81284.55敗トレード-43107.01
平均勝トレード3935.71敗トレード-5272.36
最大連勝(金額)20 (39214.79)連敗(金額)13 (-105882.22)
最大連勝(トレード数)121819.79 (9)連敗(トレード数)-105882.22 (13)
平均連勝3連敗2
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
12005.01.11 00:00buy10.501.308351.306350.00000
22005.01.11 00:05modify10.501.308351.305600.00000
32005.01.11 00:10modify10.501.308351.305200.00000
42005.01.11 00:31modify10.501.308351.305100.00000
52005.01.11 00:40modify10.501.308351.305000.00000
62005.01.11 00:45modify10.501.308351.304400.00000
72005.01.11 01:01modify10.501.308351.304300.00000
82005.01.11 01:05modify10.501.308351.304100.00000
92005.01.11 01:10close10.501.308601.304100.000001100.391001100.39
102005.01.12 00:00buy20.501.311051.309050.00000
112005.01.12 00:05modify20.501.311051.308000.00000
122005.01.12 00:20modify20.501.311051.307900.00000
132005.01.12 00:25modify20.501.311051.307800.00000
142005.01.12 00:45modify20.501.311051.307700.00000
152005.01.12 01:05modify20.501.311051.307400.00000
162005.01.12 01:10modify20.501.311051.307000.00000
172005.01.12 01:15close20.501.311601.307000.000002660.851003761.24
182005.01.13 00:01buy30.501.326251.324250.00000
192005.01.13 00:06modify30.501.326251.323300.00000
202005.01.13 00:25modify30.501.326251.323200.00000
212005.01.13 00:35modify30.501.326251.323000.00000
222005.01.13 00:45modify30.501.326251.322600.00000
232005.01.13 00:55modify30.501.326251.322500.00000
242005.01.13 01:01modify30.501.326251.322300.00000
252005.01.13 01:50modify30.501.326251.322200.00000
262005.01.13 02:00modify30.501.326251.321900.00000
272005.01.13 03:10close30.501.326301.321900.0000060.081003821.32
282005.01.13 23:55sell40.501.322201.323600.00000
292005.01.14 01:01close40.501.321651.323600.000002675.601006496.92
302005.01.18 00:00buy50.501.306651.304650.00000
312005.01.18 00:05modify50.501.306651.303600.00000
322005.01.18 00:12modify50.501.306651.303500.00000
332005.01.18 00:20modify50.501.306651.303300.00000
342005.01.18 00:40modify50.501.306651.303200.00000
352005.01.18 00:45modify50.501.306651.303100.00000
362005.01.18 00:50modify50.501.306651.303000.00000
372005.01.18 01:40modify50.501.306651.302800.00000
382005.01.18 01:45modify50.501.306651.302700.00000
392005.01.18 01:50modify50.501.306651.302000.00000
402005.01.18 01:55modify50.501.306651.301500.00000
412005.01.18 02:00modify50.501.306651.301300.00000
422005.01.18 02:10modify50.501.306651.300500.00000
432005.01.18 04:00modify50.501.306651.300000.00000
442005.01.18 04:50modify50.501.306651.299700.00000
452005.01.18 05:00modify50.501.306651.299500.00000
462005.01.18 05:15modify50.501.306651.299200.00000
472005.01.18 05:20modify50.501.306651.298500.00000
482005.01.18 05:25modify50.501.306651.298100.00000
492005.01.18 05:30modify50.501.306651.297700.00000
502005.01.18 06:05close50.501.303501.297700.00000-16584.88989912.04
512005.01.19 01:01buy60.501.301651.300450.00000
522005.01.19 01:05modify60.501.301651.298100.00000
532005.01.19 01:45modify60.501.301651.297800.00000
542005.01.19 02:25modify60.501.301651.297600.00000
552005.01.19 03:20close60.501.302001.297600.000001620.54991532.58
562005.01.19 23:00sell70.501.299301.300700.00000
572005.01.20 00:59s/l70.501.300701.300700.00000-7468.10984064.49
582005.01.20 23:35sell80.501.296601.298000.00000
592005.01.21 01:01close80.501.295651.298000.000004756.36988820.85
602005.01.21 01:05buy90.501.294951.293750.00000
612005.01.21 01:10modify90.501.294951.291700.00000
622005.01.21 03:10modify90.501.294951.291300.00000
632005.01.21 03:15modify90.501.294951.290900.00000
642005.01.21 03:25modify90.501.294951.290800.00000
652005.01.21 04:40modify90.501.294951.290400.00000
662005.01.21 04:50modify90.501.294951.290000.00000
672005.01.21 04:55modify90.501.294951.289800.00000
682005.01.21 06:10close90.501.294701.289800.00000-1500.38987320.47
692005.01.24 22:45sell100.501.305201.307200.00000
702005.01.25 01:01close100.501.305751.307200.00000-3046.49984273.99
712005.01.25 23:30sell110.501.297301.298700.00000
722005.01.26 01:02close110.501.297351.298700.00000-445.54983828.45
732005.01.27 01:10buy120.501.306851.305650.00000
742005.01.27 01:15modify120.501.306851.303800.00000
752005.01.27 01:20close120.501.307901.303800.000005261.63989090.08
762005.02.01 22:00sell130.501.304301.306300.00000
772005.02.02 01:01close130.501.304551.306300.00000-1485.92987604.17
782005.02.03 23:00sell140.501.296801.298200.00000
792005.02.04 01:01close140.501.297451.298200.00000-3566.68984037.49
802005.02.07 23:00sell150.501.277101.278500.00000
812005.02.07 23:50close150.501.276851.278500.000001100.47985137.96
822005.02.09 00:00buy160.501.276751.274750.00000
832005.02.09 00:05modify160.501.276751.273800.00000
842005.02.09 00:20modify160.501.276751.273700.00000
852005.02.09 00:25modify160.501.276751.273400.00000
862005.02.09 01:01modify160.501.276751.273100.00000
872005.02.09 01:10modify160.501.276751.273000.00000
882005.02.09 02:15close160.501.276901.273000.00000580.24985718.20
892005.02.09 22:00sell170.501.280701.282700.00000
902005.02.10 01:01close170.501.280451.282700.000001115.03986833.23
912005.02.11 00:00buy180.501.286951.284950.00000
922005.02.11 00:05modify180.501.286951.284100.00000
932005.02.11 01:35modify180.501.286951.284000.00000
942005.02.11 02:10close180.501.287601.284000.000003181.01990014.24
952005.02.14 22:05sell190.501.297401.299400.00000
962005.02.14 22:15close190.501.297051.299400.000001620.66991634.90
972005.02.15 00:00buy200.501.296151.294150.00000
982005.02.15 00:05modify200.501.296151.293100.00000
992005.02.15 00:25close200.501.296901.293100.000003701.17995336.07
1002005.02.15 22:40sell210.501.301401.303400.00000
1012005.02.16 01:01close210.501.302451.303400.00000-5647.44989688.64
1022005.02.16 22:00sell220.501.303901.305900.00000
1032005.02.17 00:00close220.501.302451.305900.000007357.31997045.95
1042005.02.17 22:05sell230.501.307801.309800.00000
1052005.02.17 22:55close230.501.306951.309800.000004221.611001267.56
1062005.02.18 00:31buy240.501.306551.304550.00000
1072005.02.18 00:35modify240.501.306551.303500.00000
1082005.02.18 00:50modify240.501.306551.303400.00000
1092005.02.18 02:10close240.501.307301.303400.000003701.171004968.73
1102005.02.22 00:20buy250.501.306251.304250.00000
1112005.02.22 00:25modify250.501.306251.303100.00000
1122005.02.22 00:30modify250.501.306251.302900.00000
1132005.02.22 01:02close250.501.306901.302900.000003181.081008149.81
1142005.02.22 01:40buy260.501.306351.305150.00000
1152005.02.22 01:45modify260.501.306351.302800.00000
1162005.02.22 01:55modify260.501.306351.302600.00000
1172005.02.22 02:00modify260.501.306351.302400.00000
1182005.02.22 02:05modify260.501.306351.302300.00000
1192005.02.22 02:10modify260.501.306351.302100.00000
1202005.02.22 04:45close260.501.306601.302100.000001100.411009250.22
1212005.02.22 22:00sell270.501.325501.327500.00000
1222005.02.23 01:01close270.501.326051.327500.00000-3046.621006203.61
1232005.02.23 22:00sell280.501.321801.323800.00000
1242005.02.23 22:23s/l280.501.323801.323800.00000-10604.30995599.31
1252005.02.23 22:25sell290.501.323701.325700.00000
1262005.02.23 23:40close290.501.320951.325700.0000014105.921009705.23
1272005.02.24 00:25buy300.501.321151.319150.00000
1282005.02.24 00:30modify300.501.321151.318200.00000
1292005.02.24 00:50modify300.501.321151.318100.00000
1302005.02.24 00:55modify300.501.321151.318000.00000
1312005.02.24 01:10modify300.501.321151.317800.00000
1322005.02.24 01:15modify300.501.321151.317700.00000
1332005.02.24 01:20modify300.501.321151.317600.00000
1342005.02.24 01:35modify300.501.321151.317500.00000
1352005.02.24 01:40modify300.501.321151.317400.00000
1362005.02.24 02:55modify300.501.321151.317300.00000
1372005.02.24 03:00modify300.501.321151.317000.00000
1382005.02.24 03:05modify300.501.321151.316400.00000
1392005.02.24 04:00close300.501.321301.316400.00000580.271010285.50
1402005.02.25 00:35buy310.501.319551.317550.00000
1412005.02.25 00:40modify310.501.319551.316100.00000
1422005.02.25 00:45modify310.501.319551.316000.00000
1432005.02.25 02:10modify310.501.319551.315800.00000
1442005.02.25 02:20modify310.501.319551.315600.00000
1452005.02.25 02:40modify310.501.319551.315400.00000
1462005.02.25 03:00modify310.501.319551.315000.00000
1472005.02.25 03:55close310.501.319301.315000.00000-1500.451008785.05
1482005.03.01 00:20buy320.501.323551.321550.00000
1492005.03.01 00:25modify320.501.323551.320400.00000
1502005.03.01 00:30modify320.501.323551.320200.00000
1512005.03.01 00:35modify320.501.323551.320100.00000
1522005.03.01 00:40modify320.501.323551.319500.00000
1532005.03.01 00:50modify320.501.323551.319400.00000
1542005.03.01 01:40modify320.501.323551.319300.00000
1552005.03.01 01:45modify320.501.323551.318900.00000
1562005.03.01 01:55modify320.501.323551.318700.00000
1572005.03.01 02:00modify320.501.323551.318600.00000
1582005.03.01 02:05modify320.501.323551.318100.00000
1592005.03.01 02:25modify320.501.323551.317800.00000
1602005.03.01 04:00close320.501.322201.317800.00000-7222.431001562.62
1612005.03.01 23:00sell330.501.318601.320000.00000
1622005.03.02 01:01close330.501.318751.320000.00000-965.761000596.86
1632005.03.02 23:00sell340.501.313001.314400.00000
1642005.03.03 01:01close340.501.313651.314400.00000-3566.84997030.02
1652005.03.03 23:15sell350.501.310901.312300.00000
1662005.03.04 00:35close350.501.310751.312300.00000594.89997624.92
1672005.03.07 23:31sell360.501.320801.322200.00000
1682005.03.08 01:01close360.501.321151.322200.00000-2006.19995618.73
1692005.03.08 22:20sell370.501.335101.337100.00000
1702005.03.09 01:01close370.501.334551.337100.000002675.75998294.49
1712005.03.09 22:00sell380.501.341001.343000.00000
1722005.03.09 23:35close380.501.339351.343000.000008383.551006678.04
1732005.03.10 00:25buy390.501.338451.336450.00000
1742005.03.10 00:30modify390.501.338451.335600.00000
1752005.03.10 02:30modify390.501.338451.335400.00000
1762005.03.10 02:35modify390.501.338451.334800.00000
1772005.03.10 02:45modify390.501.338451.334600.00000
1782005.03.10 02:50modify390.501.338451.334400.00000
1792005.03.10 03:15modify390.501.338451.334300.00000
1802005.03.10 03:20modify390.501.338451.334200.00000
1812005.03.10 04:10close390.501.339101.334200.000003181.171009859.21
1822005.03.10 22:00sell400.501.344501.346500.00000
1832005.03.11 00:10close400.501.342851.346500.000008398.111018257.32
1842005.03.14 23:00sell410.501.336601.338000.00000
1852005.03.15 01:02close410.501.337051.338000.00000-2526.411015730.92
1862005.03.15 23:00sell420.501.331701.333100.00000
1872005.03.15 23:05close420.501.331251.333100.000002140.971017871.89
1882005.03.16 01:00buy430.501.330651.329450.00000
1892005.03.16 01:05modify430.501.330651.327100.00000
1902005.03.16 01:10modify430.501.330651.326700.00000
1912005.03.16 01:45close430.501.331101.326700.000002140.811020012.70
1922005.03.17 23:05sell440.501.337501.338900.00000
1932005.03.18 01:01close440.501.337751.338900.00000-1485.971018526.73
1942005.03.21 23:00sell450.501.317501.318900.00000
1952005.03.22 00:25close450.501.316751.318900.000003716.181022242.91
1962005.03.23 00:00buy460.501.308651.306650.00000
1972005.03.23 00:05modify460.501.308651.305700.00000
1982005.03.23 00:10modify460.501.308651.305500.00000
1992005.03.23 00:15modify460.501.308651.305400.00000
2002005.03.23 00:20modify460.501.308651.305200.00000
2012005.03.23 00:30modify460.501.308651.304700.00000
2022005.03.23 00:40modify460.501.308651.304600.00000
2032005.03.23 00:45modify460.501.308651.304300.00000
2042005.03.23 01:10modify460.501.308651.304200.00000
2052005.03.23 01:15modify460.501.308651.303600.00000
2062005.03.23 01:55close460.501.308501.303600.00000-980.271021262.64
2072005.03.25 00:00buy470.501.294051.292050.00000
2082005.03.25 00:05modify470.501.294051.290800.00000
2092005.03.25 00:10modify470.501.294051.290700.00000
2102005.03.25 00:35close470.501.294201.290700.00000580.271021842.91
2112005.03.25 00:40buy480.501.293951.291950.00000
2122005.03.25 00:45modify480.501.293951.290900.00000
2132005.03.25 01:01modify480.501.293951.290800.00000
2142005.03.25 01:10close480.501.294101.290800.00000580.271022423.18
2152005.03.28 22:25sell490.501.288101.290100.00000
2162005.03.29 01:00close490.501.289951.290100.00000-9809.411012613.78
2172005.03.29 22:00sell500.501.292901.294900.00000
2182005.03.30 01:00close500.501.292051.294900.000004236.391016850.17
2192005.03.31 00:00buy510.501.291351.289350.00000
2202005.03.31 00:05modify510.501.291351.288500.00000
2212005.03.31 01:10modify510.501.291351.288400.00000
2222005.03.31 01:50modify510.501.291351.288200.00000
2232005.03.31 01:55modify510.501.291351.288100.00000
2242005.03.31 02:40close510.501.292301.288100.000004741.711021591.88
2252005.04.01 01:10buy520.501.295951.294750.00000
2262005.04.01 01:15modify520.501.295951.292500.00000
2272005.04.01 01:25close520.501.296201.292500.000001100.451022692.33
2282005.04.04 22:00sell530.501.285201.287200.00000
2292005.04.05 00:35close530.501.284751.287200.000002155.531024847.87
2302005.04.05 22:00sell540.501.286701.288700.00000
2312005.04.06 00:30close540.501.285451.288700.000006317.251031165.12
2322005.04.07 00:20buy550.501.286851.284850.00000
2332005.04.07 00:25modify550.501.286851.283900.00000
2342005.04.07 00:35close550.501.287201.283900.000001620.631032785.75
2352005.04.07 01:35buy560.501.286651.285450.00000
2362005.04.07 01:40modify560.501.286651.283200.00000
2372005.04.07 01:45modify560.501.286651.283000.00000
2382005.04.07 02:10modify560.501.286651.282900.00000
2392005.04.07 02:15close560.501.286901.282900.000001100.451033886.20
2402005.04.07 23:05sell570.501.285601.287000.00000
2412005.04.08 00:00buy580.501.285751.283750.00000
2422005.04.08 00:05modify580.501.285751.282300.00000
2432005.04.08 00:20close580.501.285601.282300.00000-980.271032905.93
2442005.04.08 00:20buy590.501.285651.283650.00000
2452005.04.08 00:25modify590.501.285651.282700.00000
2462005.04.08 00:25close590.501.285701.282700.0000060.091032966.02
2472005.04.08 00:25buy600.501.285751.283750.00000
2482005.04.08 00:30modify600.501.285751.282600.00000
2492005.04.08 00:30close600.501.285601.282600.00000-980.271031985.75
2502005.04.08 00:30buy610.501.285651.283650.00000
2512005.04.08 00:36modify610.501.285651.282500.00000
2522005.04.08 00:40modify610.501.285651.282200.00000
2532005.04.08 00:40close570.501.285251.287000.000001635.311033621.06
2542005.04.08 00:45modify610.501.285651.282100.00000
2552005.04.08 01:00modify610.501.285651.281900.00000
2562005.04.08 01:05modify610.501.285651.281800.00000
2572005.04.08 01:10modify610.501.285651.281700.00000
2582005.04.08 01:15modify610.501.285651.281000.00000
2592005.04.08 03:00modify610.501.285651.280300.00000
2602005.04.08 03:05modify610.501.285651.280200.00000
2612005.04.08 03:10modify610.501.285651.279400.00000
2622005.04.08 03:20modify610.501.285651.279200.00000
2632005.04.08 03:25modify610.501.285651.278900.00000
2642005.04.08 03:30modify610.501.285651.278800.00000
2652005.04.08 03:55modify610.501.285651.278700.00000
2662005.04.08 04:00modify610.501.285651.278600.00000
2672005.04.08 04:05modify610.501.285651.278300.00000
2682005.04.08 05:20close610.501.282701.278300.00000-15545.311018075.75
2692005.04.12 00:01buy620.501.297151.295150.00000
2702005.04.12 00:05modify620.501.297151.294100.00000
2712005.04.12 00:30modify620.501.297151.294000.00000
2722005.04.12 01:20modify620.501.297151.293900.00000
2732005.04.12 01:25modify620.501.297151.293700.00000
2742005.04.12 02:55close620.501.297601.293700.000002140.811020216.56
2752005.04.12 22:00sell630.501.292501.294500.00000
2762005.04.13 01:00close630.501.291751.294500.000003716.181023932.75
2772005.04.13 23:10sell640.501.291301.292700.00000
2782005.04.14 01:00close640.501.291951.292700.00000-3566.831020365.92
2792005.04.14 22:00sell650.501.282401.284400.00000
2802005.04.15 00:10close650.501.280851.284400.000007877.891028243.82
2812005.04.15 00:10buy660.501.280851.278850.00000
2822005.04.15 00:15modify660.501.280851.277600.00000
2832005.04.15 00:40modify660.501.280851.276500.00000
2842005.04.15 00:45modify660.501.280851.276400.00000
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19382006.08.09 00:45buy4680.501.282651.280650.00000
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19662006.08.14 23:10sell4740.501.272201.273600.00000
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19832006.08.17 01:00close4780.501.284351.285500.00000-1485.971309924.54
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19892006.08.22 00:00buy4820.501.289151.287150.00000
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20002006.08.23 22:05sell4840.501.279601.281600.00000
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20022006.08.24 01:30buy4850.501.278151.276950.00000
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20082006.08.24 05:05modify4850.501.278151.272500.00000
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20122006.08.25 01:10buy4870.501.275751.274550.00000
20132006.08.25 01:15modify4870.501.275751.272200.00000
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20152006.08.25 01:30modify4870.501.275751.271900.00000
20162006.08.25 02:05close4870.501.276101.271900.000001620.651299525.41
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20182006.08.29 00:05modify4880.501.277851.274700.00000
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21332006.10.05 23:40sell5220.501.269401.270800.00000
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21712006.10.18 00:00buy5320.501.254451.252450.00000
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21782006.10.18 22:00sell5330.501.253401.255400.00000
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21822006.10.23 01:30buy5350.501.261151.259950.00000
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21932006.10.25 22:00sell5380.501.261301.263300.00000
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29322007.07.12 00:00buy7420.501.374551.372550.00000
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