Strategy Tester Report
Strategy_A_Cobra1.0M15
Pepperstone-Demo01 (Build 509)

通貨ペアEURUSD (Euro vs US Dollar)
期間15分足(M15) 2009.01.02 06:45 - 2009.12.30 23:45 (2009.01.01 - 2009.12.31)
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Gmt=3; Max_spread=3; Slippage=3; Setting="-----Tp/Lc/Lots-----"; Tp=18; Lc=60; Lots=0.1; Others="-----Others-----"; Pyramiding=2; Magic1=1111; Magic2=1122; Magic3=1133; Saturday_stop=true; Yearend_stop=true; Free_comment="Strategy_A"; Symbol_mark="";
テストバー数25584モデルティック数21984631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
総損益887.86総利益1696.80総損失-808.94
プロフィットファクター2.10期待利得5.04
絶対ドローダウン400.59最大ドローダウン421.39 (4.21%)相対ドローダウン4.21% (421.39)
総取引数176ショートポジション(勝率%)95 (91.58%)ロングポジション(勝率%)81 (85.19%)
勝率(%)156 (88.64%)負率 (%)20 (11.36%)
最大勝トレード17.25負トレード-60.99
平均勝トレード10.88負トレード-40.45
最大連勝(金額)39 (412.79)連敗(金額)3 (-182.49)
最大化連勝(トレード数)412.79 (39)連敗(トレード数)-182.49 (3)
平均連勝13連敗2
Graph
#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
12009.01.05 21:10sell10.101.362600.000000.00000
22009.01.05 21:10modify10.101.362601.368601.36080
32009.01.05 21:12t/p10.101.360801.368601.3608017.2510017.25
42009.01.06 15:30sell20.101.335600.000000.00000
52009.01.06 15:30modify20.101.335601.341601.33380
62009.01.06 15:35sell30.101.335900.000000.00000
72009.01.06 15:35modify30.101.335901.341901.33410
82009.01.06 15:45sell40.101.337800.000000.00000
92009.01.06 15:45modify40.101.337801.343801.33600
102009.01.06 16:21s/l20.101.341601.341601.33380-60.759956.50
112009.01.06 16:21s/l30.101.341901.341901.33410-60.759895.75
122009.01.06 17:02s/l40.101.343801.343801.33600-60.759835.00
132009.01.12 00:05sell50.101.347500.000000.00000
142009.01.12 00:05modify50.101.347501.353501.34570
152009.01.12 00:59t/p50.101.345701.353501.3457017.259852.25
162009.01.19 20:20sell60.101.316300.000000.00000
172009.01.19 20:20modify60.101.316301.322301.31450
182009.01.19 20:38t/p60.101.314501.322301.3145017.259869.50
192009.01.26 20:05buy70.101.312570.000000.00000
202009.01.26 20:05modify70.101.312571.306571.31437
212009.01.26 20:43t/p70.101.314371.306571.3143717.259886.75
222009.01.26 21:25buy80.101.310270.000000.00000
232009.01.26 21:25modify80.101.310271.304271.31207
242009.01.26 21:35t/p80.101.312071.304271.3120717.259904.00
252009.02.04 00:35buy90.101.302770.000000.00000
262009.02.04 00:35modify90.101.302771.296771.30457
272009.02.04 00:45buy100.101.300770.000000.00000
282009.02.04 00:45modify100.101.300771.294771.30257
292009.02.04 01:23t/p100.101.302571.294771.3025717.259921.25
302009.02.04 02:53s/l90.101.296771.296771.30457-60.759860.50
312009.02.04 15:30sell110.101.286500.000000.00000
322009.02.04 15:30modify110.101.286501.292501.28470
332009.02.04 15:50t/p110.101.284701.292501.2847017.259877.75
342009.02.09 20:25buy120.101.303170.000000.00000
352009.02.09 20:25modify120.101.303171.297171.30497
362009.02.09 20:30buy130.101.302670.000000.00000
372009.02.09 20:30modify130.101.302671.296671.30447
382009.02.09 20:35buy140.101.302370.000000.00000
392009.02.09 20:35modify140.101.302371.296371.30417
402009.02.10 01:47s/l120.101.297171.297171.30497-60.839816.92
412009.02.10 01:53s/l130.101.296671.296671.30447-60.839756.09
422009.02.10 01:54s/l140.101.296371.296371.30417-60.839695.26
432009.03.06 14:30buy150.101.266670.000000.00000
442009.03.06 14:30modify150.101.266671.260671.26847
452009.03.06 14:43buy160.101.266370.000000.00000
462009.03.06 14:43modify160.101.266371.260371.26817
472009.03.06 15:29t/p160.101.268171.260371.2681717.259712.51
482009.03.06 15:29t/p150.101.268471.260671.2684717.259729.76
492009.03.10 18:05buy170.101.277270.000000.00000
502009.03.10 18:05modify170.101.277271.271271.27907
512009.03.10 18:35buy180.101.275570.000000.00000
522009.03.10 18:35modify180.101.275571.269571.27737
532009.03.10 18:40buy190.101.275070.000000.00000
542009.03.10 18:40modify190.101.275071.269071.27687
552009.03.10 19:13t/p190.101.276871.269071.2768717.259747.01
562009.03.10 19:17t/p180.101.277371.269571.2773717.259764.26
572009.03.10 20:24s/l170.101.271271.271271.27907-60.759703.51
582009.03.12 00:05buy200.101.283270.000000.00000
592009.03.12 00:05modify200.101.283271.277271.28507
602009.03.12 00:15buy210.101.282970.000000.00000
612009.03.12 00:15modify210.101.282971.276971.28477
622009.03.12 00:32buy220.101.282670.000000.00000
632009.03.12 00:32modify220.101.282671.276671.28447
642009.03.12 00:56t/p220.101.284471.276671.2844717.259720.76
652009.03.12 01:50buy230.101.282670.000000.00000
662009.03.12 01:50modify230.101.282671.276671.28447
672009.03.12 03:47close200.101.283391.277271.285070.459721.21
682009.03.12 03:47close210.101.283391.276971.284773.459724.66
692009.03.12 03:47close230.101.283391.276671.284476.459731.11
702009.03.19 21:00buy240.101.363770.000000.00000
712009.03.19 21:00modify240.101.363771.357771.36557
722009.03.19 21:04t/p240.101.365571.357771.3655717.259748.36
732009.04.02 21:00buy250.101.347070.000000.00000
742009.04.02 21:00modify250.101.347071.341071.34887
752009.04.02 21:05buy260.101.345670.000000.00000
762009.04.02 21:05modify260.101.345671.339671.34747
772009.04.02 21:10buy270.101.344670.000000.00000
782009.04.02 21:10modify270.101.344671.338671.34647
792009.04.03 00:08t/p270.101.346471.338671.3464717.019765.37
802009.04.03 01:05close260.101.346601.339671.347478.319773.68
812009.04.03 02:53close250.101.347181.341071.348870.119773.79
822009.04.06 20:00sell280.101.338900.000000.00000
832009.04.06 20:00modify280.101.338901.344901.33710
842009.04.06 20:15sell290.101.339400.000000.00000
852009.04.06 20:15modify290.101.339401.345401.33760
862009.04.06 20:25sell300.101.339800.000000.00000
872009.04.06 20:25modify300.101.339801.345801.33800
882009.04.07 00:37close300.101.339691.345801.338000.329774.11
892009.04.07 01:10close290.101.339301.345401.337600.229774.33
902009.04.07 01:17close280.101.338801.344901.337100.229774.55
912009.04.07 15:30sell310.101.326400.000000.00000
922009.04.07 15:30modify310.101.326401.332401.32460
932009.04.07 15:35sell320.101.327200.000000.00000
942009.04.07 15:35modify320.101.327201.333201.32540
952009.04.07 15:47sell330.101.327500.000000.00000
962009.04.07 15:47modify330.101.327501.333501.32570
972009.04.07 16:41t/p330.101.325701.333501.3257017.259791.80
982009.04.07 16:50t/p320.101.325401.333201.3254017.259809.05
992009.04.07 16:51t/p310.101.324601.332401.3246017.259826.30
1002009.04.09 21:00sell340.101.316600.000000.00000
1012009.04.09 21:00modify340.101.316601.322601.31480
1022009.04.10 01:00close340.101.315771.322601.314807.469833.76
1032009.04.14 00:25buy350.101.336370.000000.00000
1042009.04.14 00:25modify350.101.336371.330371.33817
1052009.04.14 01:10buy360.101.335970.000000.00000
1062009.04.14 01:10modify360.101.335971.329971.33777
1072009.04.14 02:20close350.101.337201.330371.338177.559841.31
1082009.04.14 02:20close360.101.337201.329971.3377711.559852.86
1092009.04.24 15:15buy370.101.323270.000000.00000
1102009.04.24 15:15modify370.101.323271.317271.32507
1112009.04.24 16:01t/p370.101.325071.317271.3250717.259870.11
1122009.04.27 22:20sell380.101.302500.000000.00000
1132009.04.27 22:20modify380.101.302501.308501.30070
1142009.04.27 22:30sell390.101.302800.000000.00000
1152009.04.27 22:30modify390.101.302801.308801.30100
1162009.04.27 22:35sell400.101.303100.000000.00000
1172009.04.27 22:35modify400.101.303101.309101.30130
1182009.04.28 00:05close380.101.302371.308501.300700.529870.63
1192009.04.28 00:05close390.101.302371.308801.301003.529874.15
1202009.04.28 00:05close400.101.302371.309101.301306.529880.67
1212009.04.29 15:50buy410.101.323470.000000.00000
1222009.04.29 15:50modify410.101.323471.317471.32527
1232009.04.29 15:56t/p410.101.325271.317471.3252717.259897.92
1242009.05.19 14:50buy420.101.361570.000000.00000
1252009.05.19 14:50modify420.101.361571.355571.36337
1262009.05.19 17:51close420.101.361671.355571.363370.259898.17
1272009.05.20 19:20buy430.101.376070.000000.00000
1282009.05.20 19:20modify430.101.376071.370071.37787
1292009.05.20 19:35buy440.101.375670.000000.00000
1302009.05.20 19:35modify440.101.375671.369671.37747
1312009.05.20 19:40buy450.101.375370.000000.00000
1322009.05.20 19:40modify450.101.375371.369371.37717
1332009.05.20 20:12t/p450.101.377171.369371.3771717.259915.42
1342009.05.20 20:13t/p440.101.377471.369671.3774717.259932.67
1352009.05.20 20:13t/p430.101.377871.370071.3778717.259949.92
1362009.05.20 22:25buy460.101.378870.000000.00000
1372009.05.20 22:25modify460.101.378871.372871.38067
1382009.05.20 22:45buy470.101.377670.000000.00000
1392009.05.20 22:45modify470.101.377671.371671.37947
1402009.05.20 22:50buy480.101.377370.000000.00000
1412009.05.20 22:50modify480.101.377371.371371.37917
1422009.05.21 02:46close470.101.377801.371671.379470.479950.39
1432009.05.21 02:50close480.101.378301.371371.379178.479958.86
1442009.05.21 05:00close460.101.378301.372871.38067-6.539952.33
1452009.05.26 14:50sell490.101.389600.000000.00000
1462009.05.26 14:50modify490.101.389601.395601.38780
1472009.05.26 14:55sell500.101.389900.000000.00000
1482009.05.26 14:55modify500.101.389901.395901.38810
1492009.05.26 15:05sell510.101.390600.000000.00000
1502009.05.26 15:05modify510.101.390601.396601.38880
1512009.05.26 16:20t/p510.101.388801.396601.3888017.259969.58
1522009.05.26 16:25close490.101.388971.395601.387805.559975.13
1532009.05.26 16:25close500.101.388971.395901.388108.559983.68
1542009.05.29 15:25buy520.101.408770.000000.00000
1552009.05.29 15:25modify520.101.408771.402771.41057
1562009.05.29 15:33t/p520.101.410571.402771.4105717.2510000.93
1572009.06.01 14:15buy530.101.421070.000000.00000
1582009.06.01 14:15modify530.101.421071.415071.42287
1592009.06.01 14:20buy540.101.420770.000000.00000
1602009.06.01 14:20modify540.101.420771.414771.42257
1612009.06.01 14:40buy550.101.419570.000000.00000
1622009.06.01 14:40modify550.101.419571.413571.42137
1632009.06.01 15:06t/p550.101.421371.413571.4213717.2510018.18
1642009.06.01 15:17t/p540.101.422571.414771.4225717.2510035.43
1652009.06.01 18:01s/l530.101.415071.415071.42287-60.759974.68
1662009.06.03 00:00buy560.101.430370.000000.00000
1672009.06.03 00:00modify560.101.430371.424371.43217
1682009.06.03 01:45close560.101.431001.424371.432175.559980.23
1692009.06.08 14:55sell570.101.385700.000000.00000
1702009.06.08 14:55modify570.101.385701.391701.38390
1712009.06.08 15:00sell580.101.386010.000000.00000
1722009.06.08 15:00modify580.101.386011.392011.38421
1732009.06.08 15:05sell590.101.386910.000000.00000
1742009.06.08 15:05modify590.101.386911.392911.38511
1752009.06.08 16:45close570.101.385571.391701.383900.559980.78
1762009.06.08 16:45close580.101.385571.392011.384213.659984.43
1772009.06.08 16:45close590.101.385571.392911.3851112.659997.08
1782009.06.09 23:20buy600.101.406770.000000.00000
1792009.06.09 23:20modify600.101.406771.400771.40857
1802009.06.09 23:30buy610.101.406470.000000.00000
1812009.06.09 23:30modify610.101.406471.400471.40827
1822009.06.09 23:35buy620.101.406170.000000.00000
1832009.06.09 23:35modify620.101.406171.400171.40797
1842009.06.10 01:00close600.101.407501.400771.408576.4710003.55
1852009.06.10 01:00close610.101.407501.400471.408279.4710013.02
1862009.06.10 01:00close620.101.407501.400171.4079712.4710025.49
1872009.06.15 21:30sell630.101.379200.000000.00000
1882009.06.15 21:30modify630.101.379201.385201.37740
1892009.06.15 23:10sell640.101.379500.000000.00000
1902009.06.15 23:10modify640.101.379501.385501.37770
1912009.06.16 00:00sell650.101.380100.000000.00000
1922009.06.16 00:00modify650.101.380101.386101.37830
1932009.06.16 00:37t/p650.101.378301.386101.3783017.2510042.74
1942009.06.16 01:21t/p640.101.377701.385501.3777017.2210059.96
1952009.06.16 01:23t/p630.101.377401.385201.3774017.2210077.18
1962009.06.23 22:25buy660.101.407670.000000.00000
1972009.06.23 22:25modify660.101.407671.401671.40947
1982009.06.24 01:35buy670.101.407070.000000.00000
1992009.06.24 01:35modify670.101.407071.401071.40887
2002009.06.24 01:45buy680.101.406760.000000.00000
2012009.06.24 01:45modify680.101.406761.400761.40856
2022009.06.24 03:06close670.101.407771.401071.408876.2510083.43
2032009.06.24 03:06close680.101.407771.400761.408569.3510092.78
2042009.06.24 03:06close660.101.407771.401671.409470.1710092.95
2052009.07.01 18:00buy690.101.412970.000000.00000
2062009.07.01 18:00modify690.101.412971.406971.41477
2072009.07.01 18:14t/p690.101.414771.406971.4147717.2510110.20
2082009.07.01 21:10buy700.101.415770.000000.00000
2092009.07.01 21:10modify700.101.415771.409771.41757
2102009.07.01 21:55buy710.101.415470.000000.00000
2112009.07.01 21:55modify710.101.415471.409471.41727
2122009.07.01 22:55buy720.101.414670.000000.00000
2132009.07.01 22:55modify720.101.414671.408671.41647
2142009.07.02 03:20close700.101.414701.409771.41757-11.5310098.67
2152009.07.02 08:05close710.101.411601.409471.41727-39.5310059.14
2162009.07.02 08:05close720.101.411601.408671.41647-31.5310027.61
2172009.07.02 20:10sell730.101.401800.000000.00000
2182009.07.02 20:10modify730.101.401801.407801.40000
2192009.07.02 21:00sell740.101.402600.000000.00000
2202009.07.02 21:00modify740.101.402601.408601.40080
2212009.07.02 22:26t/p740.101.400801.408601.4008017.2510044.86
2222009.07.02 22:35close730.101.400771.407801.400009.5510054.41
2232009.07.09 14:05buy750.101.395470.000000.00000
2242009.07.09 14:05modify750.101.395471.389471.39727
2252009.07.09 14:48t/p750.101.397271.389471.3972717.2510071.66
2262009.07.09 22:10buy760.101.403170.000000.00000
2272009.07.09 22:10modify760.101.403171.397171.40497
2282009.07.09 22:30buy770.101.402850.000000.00000
2292009.07.09 22:30modify770.101.402851.396851.40465
2302009.07.09 23:40close760.101.403601.397171.404973.5510075.21
2312009.07.09 23:40close770.101.403601.396851.404656.7510081.96
2322009.07.09 23:55buy780.101.402370.000000.00000
2332009.07.09 23:55modify780.101.402371.396371.40417
2342009.07.10 06:39s/l780.101.396371.396371.40417-60.9910020.97
2352009.07.10 14:05sell790.101.390700.000000.00000
2362009.07.10 14:05modify790.101.390701.396701.38890
2372009.07.10 14:10sell800.101.391400.000000.00000
2382009.07.10 14:10modify800.101.391401.397401.38960
2392009.07.10 14:41sell810.101.391700.000000.00000
2402009.07.10 14:41modify810.101.391701.397701.38990
2412009.07.10 15:15t/p810.101.389901.397701.3899017.2510038.22
2422009.07.10 15:18t/p800.101.389601.397401.3896017.2510055.47
2432009.07.10 15:20t/p790.101.388901.396701.3889017.2510072.72
2442009.07.15 19:55buy820.101.409870.000000.00000
2452009.07.15 19:55modify820.101.409871.403871.41167
2462009.07.15 20:39t/p820.101.411671.403871.4116717.2510089.97
2472009.07.20 14:00buy830.101.421370.000000.00000
2482009.07.20 14:00modify830.101.421371.415371.42317
2492009.07.20 14:21t/p830.101.423171.415371.4231717.2510107.22
2502009.07.28 20:15sell840.101.417000.000000.00000
2512009.07.28 20:15modify840.101.417001.423001.41520
2522009.07.28 21:35sell850.101.417600.000000.00000
2532009.07.28 21:35modify850.101.417601.423601.41580
2542009.07.28 21:40sell860.101.417900.000000.00000
2552009.07.28 21:40modify860.101.417901.423901.41610
2562009.07.28 22:22t/p860.101.416101.423901.4161017.2510124.47
2572009.07.29 00:34close840.101.416881.423001.415200.4210124.89
2582009.07.29 01:35close850.101.417071.423601.415804.5210129.41
2592009.07.29 22:25sell870.101.403200.000000.00000
2602009.07.29 22:25modify870.101.403201.409201.40140
2612009.07.29 22:35sell880.101.403500.000000.00000
2622009.07.29 22:35modify880.101.403501.409501.40170
2632009.07.29 22:50sell890.101.404000.000000.00000
2642009.07.29 22:50modify890.101.404001.410001.40220
2652009.07.30 01:15close870.101.403071.409201.401400.5210129.93
2662009.07.30 01:15close880.101.403071.409501.401703.5210133.45
2672009.07.30 01:15close890.101.403071.410001.402208.5210141.97
2682009.08.03 19:35buy900.101.440370.000000.00000
2692009.08.03 19:35modify900.101.440371.434371.44217
2702009.08.03 20:39t/p900.101.442171.434371.4421717.2510159.22
2712009.08.03 22:10buy910.101.440370.000000.00000
2722009.08.03 22:10modify910.101.440371.434371.44217
2732009.08.04 00:15close910.101.441801.434371.4421713.4710172.69
2742009.08.10 00:05sell920.101.418600.000000.00000
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2832009.08.17 02:10close930.101.417771.424701.416908.5510198.49
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