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) 2013.01.02 08:00 - 2013.10.15 05:00 (2013.01.01 - 2013.12.31)
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18070モデルティック数9744501モデリング品質90.00%
不整合チャートエラー1
初期証拠金10000.00
総損益445.24総利益586.90総損失-141.66
プロフィットファクター4.14期待利得3.98
絶対ドローダウン35.65最大ドローダウン142.58 (1.40%)相対ドローダウン1.40% (142.58)
総取引数112ショートポジション(勝率%)50 (86.00%)ロングポジション(勝率%)62 (77.42%)
勝率(%)91 (81.25%)負率 (%)21 (18.75%)
最大勝トレード17.25負トレード-16.94
平均勝トレード6.45負トレード-6.75
最大連勝(金額)21 (199.76)連敗(金額)3 (-28.65)
最大化連勝(トレード数)199.76 (21)連敗(トレード数)-28.65 (3)
平均連勝7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
12013.01.02 22:00sell10.101.317410.000000.00000
22013.01.02 22:00modify10.101.317411.323411.31561
32013.01.02 22:28sell20.101.317710.000000.00000
42013.01.02 22:28modify20.101.317711.323711.31591
52013.01.02 23:00sell30.101.318510.000000.00000
62013.01.02 23:00modify30.101.318511.324511.31671
72013.01.03 03:00close30.101.318151.324511.316712.8210002.82
82013.01.03 03:03close20.101.317591.323711.315910.4210003.24
92013.01.03 03:06close10.101.317311.323411.315610.2210003.46
102013.01.03 15:45sell40.101.310590.000000.00000
112013.01.03 15:45modify40.101.310591.316591.30879
122013.01.03 15:55sell50.101.310900.000000.00000
132013.01.03 15:55modify50.101.310901.316901.30910
142013.01.03 16:10sell60.101.311220.000000.00000
152013.01.03 16:10modify60.101.311221.317221.30942
162013.01.03 16:40t/p60.101.309421.317221.3094217.2510020.71
172013.01.03 17:55close40.101.309591.316591.308799.2510029.96
182013.01.03 17:55close50.101.309591.316901.3091012.3510042.31
192013.01.07 22:40buy70.101.310470.000000.00000
202013.01.07 22:40modify70.101.310471.304471.31227
212013.01.07 22:50close70.101.311341.304471.312277.9510050.26
222013.01.10 14:40buy80.101.309450.000000.00000
232013.01.10 14:40modify80.101.309451.303451.31125
242013.01.10 14:45t/p80.101.311251.303451.3112517.2510067.51
252013.01.10 22:40buy90.101.324930.000000.00000
262013.01.10 22:40modify90.101.324931.318931.32673
272013.01.10 23:25close90.101.325691.318931.326736.8510074.36
282013.01.17 15:35buy100.101.335940.000000.00000
292013.01.17 15:35modify100.101.335941.329941.33774
302013.01.17 15:45buy110.101.335290.000000.00000
312013.01.17 15:45modify110.101.335291.329291.33709
322013.01.17 15:55buy120.101.334990.000000.00000
332013.01.17 15:55modify120.101.334991.328991.33679
342013.01.17 19:48close110.101.335401.329291.337090.3510074.71
352013.01.17 19:49close100.101.336051.329941.337740.3510075.06
362013.01.17 19:50close120.101.336101.328991.3367910.3510085.41
372013.01.30 00:10buy130.101.348680.000000.00000
382013.01.30 00:10modify130.101.348681.342681.35048
392013.01.30 01:40close130.101.349211.342681.350484.5510089.96
402013.01.30 14:30buy140.101.354090.000000.00000
412013.01.30 14:30modify140.101.354091.348091.35589
422013.01.30 15:20buy150.101.353440.000000.00000
432013.01.30 15:20modify150.101.353441.347441.35524
442013.01.30 15:46t/p150.101.355241.347441.3552417.2510107.21
452013.01.30 16:40close140.101.355651.348091.3558914.8510122.06
462013.01.30 20:55buy160.101.356390.000000.00000
472013.01.30 20:55modify160.101.356391.350391.35819
482013.01.30 21:16t/p160.101.358191.350391.3581917.2510139.31
492013.02.04 14:45sell170.101.357180.000000.00000
502013.02.04 14:45modify170.101.357181.363181.35538
512013.02.04 15:09t/p170.101.355381.363181.3553817.2510156.56
522013.02.05 00:05sell180.101.351730.000000.00000
532013.02.05 00:05modify180.101.351731.357731.34993
542013.02.05 00:45close180.101.350971.357731.349936.8510163.41
552013.02.07 19:30sell190.101.340320.000000.00000
562013.02.07 19:30modify190.101.340321.346321.33852
572013.02.07 21:40close190.101.338961.346321.3385212.8510176.26
582013.02.14 14:40sell200.101.333750.000000.00000
592013.02.14 14:40modify200.101.333751.339751.33195
602013.02.14 14:50sell210.101.334050.000000.00000
612013.02.14 14:51modify210.101.334051.340051.33225
622013.02.14 17:10close200.101.332651.339751.3319510.2510186.51
632013.02.14 17:10close210.101.332651.340051.3322513.2510199.76
642013.02.14 19:50sell220.101.333830.000000.00000
652013.02.14 19:50modify220.101.333831.339831.33203
662013.02.14 21:25sell230.101.334310.000000.00000
672013.02.14 21:25modify230.101.334311.340311.33251
682013.02.15 01:50close220.101.335441.339831.33203-16.9410182.82
692013.02.15 06:45close230.101.335361.340311.33251-11.3410171.48
702013.02.21 00:40sell240.101.328840.000000.00000
712013.02.21 00:40modify240.101.328841.334841.32704
722013.02.21 01:25close240.101.327701.334841.3270410.6510182.13
732013.02.21 14:45sell250.101.318730.000000.00000
742013.02.21 14:45modify250.101.318731.324731.31693
752013.02.21 14:50sell260.101.319240.000000.00000
762013.02.21 14:50modify260.101.319241.325241.31744
772013.02.21 15:03sell270.101.319540.000000.00000
782013.02.21 15:03modify270.101.319541.325541.31774
792013.02.21 19:38close270.101.319441.325541.317740.2510182.38
802013.02.21 20:04close260.101.319141.325241.317440.2510182.63
812013.02.21 20:11close250.101.318631.324731.316930.2510182.88
822013.03.06 21:10sell280.101.299300.000000.00000
832013.03.06 21:10modify280.101.299301.305301.29750
842013.03.06 21:50sell290.101.299600.000000.00000
852013.03.06 21:50modify290.101.299601.305601.29780
862013.03.06 23:30close280.101.298571.305301.297506.5510189.43
872013.03.06 23:30close290.101.298571.305601.297809.5510198.98
882013.03.13 18:50sell300.101.295160.000000.00000
892013.03.13 18:50modify300.101.295161.301161.29336
902013.03.13 18:55sell310.101.295460.000000.00000
912013.03.13 18:55modify310.101.295461.301461.29366
922013.03.13 20:00sell320.101.295760.000000.00000
932013.03.13 20:00modify320.101.295761.301761.29396
942013.03.13 23:11close310.101.295361.301461.293660.2510199.23
952013.03.14 00:04close320.101.295661.301761.293960.2210199.45
962013.03.14 05:20close300.101.296451.301161.29336-13.6810185.77
972013.03.25 21:00sell330.101.287790.000000.00000
982013.03.25 21:00modify330.101.287791.293791.28599
992013.03.25 21:37t/p330.101.285991.293791.2859917.2510203.02
1002013.03.27 18:15sell340.101.277750.000000.00000
1012013.03.27 18:15modify340.101.277751.283751.27595
1022013.03.27 18:20sell350.101.278300.000000.00000
1032013.03.27 18:20modify350.101.278301.284301.27650
1042013.03.27 19:15sell360.101.278610.000000.00000
1052013.03.27 19:15modify360.101.278611.284611.27681
1062013.03.27 20:02t/p360.101.276811.284611.2768117.2510220.27
1072013.03.27 20:05close340.101.276541.283751.2759511.3510231.62
1082013.03.27 20:05close350.101.276541.284301.2765016.8510248.47
1092013.04.01 20:20buy370.101.284940.000000.00000
1102013.04.01 20:20modify370.101.284941.278941.28674
1112013.04.01 22:15buy380.101.284630.000000.00000
1122013.04.01 22:15modify380.101.284631.278631.28643
1132013.04.02 02:46close380.101.284731.278631.286430.1710248.64
1142013.04.02 02:50close370.101.284681.278941.28674-3.4310245.21
1152013.04.04 22:35buy390.101.293080.000000.00000
1162013.04.04 22:35modify390.101.293081.287081.29488
1172013.04.05 00:14buy400.101.292770.000000.00000
1182013.04.05 00:14modify400.101.292771.286771.29457
1192013.04.05 02:41buy410.101.292470.000000.00000
1202013.04.05 02:41modify410.101.292471.286471.29427
1212013.04.05 03:21close390.101.293191.287081.294880.1110245.32
1222013.04.05 03:35close400.101.293331.286771.294574.8510250.17
1232013.04.05 03:35close410.101.293331.286471.294277.8510258.02
1242013.04.09 22:30buy420.101.308710.000000.00000
1252013.04.09 22:30modify420.101.308711.302711.31051
1262013.04.10 04:30close420.101.308291.302711.31051-5.0310252.99
1272013.04.11 15:15buy430.101.311900.000000.00000
1282013.04.11 15:15modify430.101.311901.305901.31370
1292013.04.11 15:25buy440.101.311600.000000.00000
1302013.04.11 15:25modify440.101.311601.305601.31340
1312013.04.11 15:45buy450.101.311160.000000.00000
1322013.04.11 15:45modify450.101.311161.305161.31296
1332013.04.11 17:41close430.101.312011.305901.313700.3510253.34
1342013.04.11 17:41close440.101.312011.305601.313403.3510256.69
1352013.04.11 17:41close450.101.312011.305161.312967.7510264.44
1362013.05.23 21:40buy460.101.293250.000000.00000
1372013.05.23 21:40modify460.101.293251.287251.29505
1382013.05.23 22:04buy470.101.292950.000000.00000
1392013.05.23 22:04modify470.101.292951.286951.29475
1402013.05.24 02:04close470.101.293081.286951.294750.3110264.75
1412013.05.24 05:35close460.101.291931.287251.29505-14.1910250.56
1422013.05.28 21:10sell480.101.286730.000000.00000
1432013.05.28 21:10modify480.101.286731.292731.28493
1442013.05.28 23:00close480.101.286181.292731.284934.7510255.31
1452013.05.29 19:15buy490.101.293660.000000.00000
1462013.05.29 19:15modify490.101.293661.287661.29546
1472013.05.29 22:05close490.101.294231.287661.295464.9510260.26
1482013.05.30 22:05buy500.101.303940.000000.00000
1492013.05.30 22:05modify500.101.303941.297941.30574
1502013.05.31 00:05close500.101.304751.297941.305747.1110267.37
1512013.06.03 21:35buy510.101.308130.000000.00000
1522013.06.03 21:35modify510.101.308131.302131.30993
1532013.06.03 22:25buy520.101.307010.000000.00000
1542013.06.03 22:25modify520.101.307011.301011.30881
1552013.06.04 01:08buy530.101.306700.000000.00000
1562013.06.04 01:08modify530.101.306701.300701.30850
1572013.06.04 02:49close520.101.307121.301011.308810.2710267.64
1582013.06.04 03:45close510.101.307521.302131.30993-6.9310260.71
1592013.06.04 03:45close530.101.307501.300701.308507.2510267.96
1602013.06.06 20:35buy540.101.323150.000000.00000
1612013.06.06 20:35modify540.101.323151.317151.32495
1622013.06.06 21:02t/p540.101.324951.317151.3249517.2510285.21
1632013.06.11 00:20buy550.101.325430.000000.00000
1642013.06.11 00:20modify550.101.325431.319431.32723
1652013.06.11 01:35close550.101.325681.319431.327231.7510286.96
1662013.06.19 23:30sell560.101.329570.000000.00000
1672013.06.19 23:30modify560.101.329571.335571.32777
1682013.06.20 01:35close560.101.328571.335571.327779.2210296.18
1692013.06.20 14:55sell570.101.321090.000000.00000
1702013.06.20 14:55modify570.101.321091.327091.31929
1712013.06.20 15:35sell580.101.321520.000000.00000
1722013.06.20 15:35modify580.101.321521.327521.31972
1732013.06.20 15:45t/p580.101.319721.327521.3197217.2510313.43
1742013.06.20 16:00close570.101.319671.327091.3192913.4510326.88
1752013.06.26 19:40sell590.101.300740.000000.00000
1762013.06.26 19:40modify590.101.300741.306741.29894
1772013.06.26 21:15close590.101.299771.306741.298948.9510335.83
1782013.07.03 00:05sell600.101.297990.000000.00000
1792013.07.03 00:05modify600.101.297991.303991.29619
1802013.07.03 02:00close600.101.297661.303991.296192.5510338.38
1812013.07.04 18:05sell610.101.291380.000000.00000
1822013.07.04 18:05modify610.101.291381.297381.28958
1832013.07.04 19:20sell620.101.292560.000000.00000
1842013.07.04 19:20modify620.101.292561.298561.29076
1852013.07.04 19:27sell630.101.292860.000000.00000
1862013.07.04 19:27modify630.101.292861.298861.29106
1872013.07.04 20:15close610.101.291281.297381.289580.2510338.63
1882013.07.04 20:15close620.101.291281.298561.2907612.0510350.68
1892013.07.04 20:15close630.101.291281.298861.2910615.0510365.73
1902013.07.09 21:30sell640.101.278790.000000.00000
1912013.07.09 21:30modify640.101.278791.284791.27699
1922013.07.09 23:30close640.101.278051.284791.276996.6510372.38
1932013.07.10 00:45sell650.101.278490.000000.00000
1942013.07.10 00:45modify650.101.278491.284491.27669
1952013.07.10 01:45close650.101.277941.284491.276694.7510377.13
1962013.07.17 00:40buy660.101.315310.000000.00000
1972013.07.17 00:40modify660.101.315311.309311.31711
1982013.07.17 00:55buy670.101.315000.000000.00000
1992013.07.17 00:55modify670.101.315001.309001.31680
2002013.07.17 03:00buy680.101.314700.000000.00000
2012013.07.17 03:00modify680.101.314701.308701.31650
2022013.07.17 06:40close660.101.314131.309311.31711-12.5510364.58
2032013.07.17 06:40close680.101.314141.308701.31650-6.3510358.23
2042013.07.17 07:10close670.101.314101.309001.31680-9.7510348.48
2052013.08.08 20:35buy690.101.338920.000000.00000
2062013.08.08 20:35modify690.101.338921.332921.34072
2072013.08.08 21:10buy700.101.338450.000000.00000
2082013.08.08 21:10modify700.101.338451.332451.34025
2092013.08.08 23:30buy710.101.338020.000000.00000
2102013.08.08 23:30modify710.101.338021.332021.33982
2112013.08.09 04:05close710.101.338121.332021.339820.0110348.49
2122013.08.09 04:16close700.101.338561.332451.340250.1110348.60
2132013.08.09 04:20close690.101.338461.332921.34072-5.5910343.01
2142013.08.12 18:05sell720.101.329580.000000.00000
2152013.08.12 18:05modify720.101.329581.335581.32778
2162013.08.12 18:10sell730.101.329880.000000.00000
2172013.08.12 18:10modify730.101.329881.335881.32808
2182013.08.12 21:05close720.101.329421.335581.327780.8510343.86
2192013.08.12 21:05close730.101.329421.335881.328083.8510347.71
2202013.08.13 19:10sell740.101.325070.000000.00000
2212013.08.13 19:10modify740.101.325071.331071.32327
2222013.08.13 19:38sell750.101.325380.000000.00000
2232013.08.13 19:38modify750.101.325381.331381.32358
2242013.08.13 20:17sell760.101.325690.000000.00000
2252013.08.13 20:17modify760.101.325691.331691.32389
2262013.08.14 03:55close740.101.325721.331071.32327-7.2810340.43
2272013.08.14 03:55close750.101.325721.331381.32358-4.1810336.25
2282013.08.14 03:55close760.101.325721.331691.32389-1.0810335.17
2292013.08.15 23:35buy770.101.334730.000000.00000
2302013.08.15 23:35modify770.101.334731.328731.33653
2312013.08.15 23:55buy780.101.334420.000000.00000
2322013.08.15 23:55modify780.101.334421.328421.33622
2332013.08.16 00:55close770.101.335231.328731.336534.0110339.18
2342013.08.16 00:55close780.101.335231.328421.336227.1110346.29
2352013.08.20 18:40buy790.101.342410.000000.00000
2362013.08.20 18:40modify790.101.342411.336411.34421
2372013.08.20 19:40buy800.101.342110.000000.00000
2382013.08.20 19:40modify800.101.342111.336111.34391
2392013.08.20 20:19buy810.101.341800.000000.00000
2402013.08.20 20:19modify810.101.341801.335801.34360
2412013.08.21 00:43close810.101.341931.335801.343600.4710346.76
2422013.08.21 01:10buy820.101.341670.000000.00000
2432013.08.21 01:10modify820.101.341671.335671.34347
2442013.08.21 03:40close790.101.342091.336411.34421-4.0310342.73
2452013.08.21 03:40close800.101.342091.336111.34391-1.0310341.70
2462013.08.21 03:40close820.101.342121.335671.343473.7510345.45
2472013.08.29 15:15sell830.101.326580.000000.00000
2482013.08.29 15:15modify830.101.326581.332581.32478
2492013.08.29 15:31t/p830.101.324781.332581.3247817.2510362.70
2502013.08.29 19:25sell840.101.323220.000000.00000
2512013.08.29 19:25modify840.101.323221.329221.32142
2522013.08.29 20:00sell850.101.324010.000000.00000
2532013.08.29 20:00modify850.101.324011.330011.32221
2542013.08.29 20:35sell860.101.324550.000000.00000
2552013.08.29 20:35modify860.101.324551.330551.32275
2562013.08.30 00:08close850.101.323901.330011.322210.2610362.96
2572013.08.30 00:35close860.101.323661.330551.322758.0610371.02
2582013.08.30 01:30close840.101.323501.329221.32142-3.6410367.38
2592013.09.04 20:35buy870.101.320620.000000.00000
2602013.09.04 20:35modify870.101.320621.314621.32242
2612013.09.05 00:36buy880.101.320310.000000.00000
2622013.09.05 00:37modify880.101.320311.314311.32211
2632013.09.05 04:30close870.101.320121.314621.32242-5.8310361.55
2642013.09.05 04:30close880.101.320111.314311.32211-2.7510358.80
2652013.09.05 19:55sell890.101.312700.000000.00000
2662013.09.05 19:55modify890.101.312701.318701.31090
2672013.09.05 21:00close890.101.311701.318701.310909.2510368.05
2682013.09.09 22:00buy900.101.325860.000000.00000
2692013.09.09 22:00modify900.101.325861.319861.32766
2702013.09.09 23:28buy910.101.325560.000000.00000
2712013.09.09 23:28modify910.101.325561.319561.32736
2722013.09.09 23:43buy920.101.325260.000000.00000
2732013.09.09 23:43modify920.101.325261.319261.32706
2742013.09.10 03:18close910.101.325961.319561.327363.1710371.22
2752013.09.10 03:18close920.101.325961.319261.327066.1710377.39
2762013.09.10 03:18close900.101.325961.319861.327660.1710377.56
2772013.09.11 21:55buy930.101.330860.000000.00000
2782013.09.11 21:55modify930.101.330861.324861.33266
2792013.09.11 23:00close930.101.331421.324861.332664.8510382.41
2802013.09.11 23:40buy940.101.330870.000000.00000
2812013.09.11 23:40modify940.101.330871.324871.33267
2822013.09.12 02:25close940.101.331241.324871.332672.8710385.28
2832013.09.19 00:45buy950.101.351390.000000.00000
2842013.09.19 00:45modify950.101.351391.345391.35319
2852013.09.19 00:55buy960.101.351060.000000.00000
2862013.09.19 00:55modify960.101.351061.345061.35286
2872013.09.19 01:01buy970.101.350760.000000.00000
2882013.09.19 01:01modify970.101.350761.344761.35256
2892013.09.19 02:15close950.101.351531.345391.353190.6510385.93
2902013.09.19 02:15close960.101.351531.345061.352863.9510389.88
2912013.09.19 02:15close970.101.351531.344761.352566.9510396.83
2922013.09.19 14:40buy980.101.354830.000000.00000
2932013.09.19 14:40modify980.101.354831.348831.35663
2942013.09.19 14:46buy990.101.354520.000000.00000
2952013.09.19 14:46modify990.101.354521.348521.35632
2962013.09.19 14:56buy1000.101.354220.000000.00000
2972013.09.19 14:56modify1000.101.354221.348221.35602
2982013.09.19 16:20close980.101.354931.348831.356630.2510397.08
2992013.09.19 16:20close990.101.354931.348521.356323.3510400.43
3002013.09.19 16:20close1000.101.354931.348221.356026.3510406.78
3012013.09.25 20:35buy1010.101.352410.000000.00000
3022013.09.25 20:35modify1010.101.352411.346411.35421
3032013.09.25 21:05buy1020.101.352100.000000.00000
3042013.09.25 21:05modify1020.101.352101.346101.35390
3052013.09.25 22:30close1010.101.353101.346411.354216.1510412.93
3062013.09.25 22:30close1020.101.353101.346101.353909.2510422.18
3072013.09.25 23:50buy1030.101.352500.000000.00000
3082013.09.25 23:50modify1030.101.352501.346501.35430
3092013.09.26 00:38buy1040.101.352200.000000.00000
3102013.09.26 00:38modify1040.101.352201.346201.35400
3112013.09.26 01:57buy1050.101.351900.000000.00000
3122013.09.26 01:57modify1050.101.351901.345901.35370
3132013.09.26 04:38close1040.101.352301.346201.354000.2510422.43
3142013.09.26 06:11close1050.101.352011.345901.353700.3510422.78
3152013.09.26 06:40close1030.101.352101.346501.35430-4.8310417.95
3162013.10.02 19:45buy1060.101.358330.000000.00000
3172013.10.02 19:45modify1060.101.358331.352331.36013
3182013.10.02 20:07buy1070.101.358010.000000.00000
3192013.10.02 20:07modify1070.101.358011.352011.35981
3202013.10.03 00:09close1070.101.358141.352011.359810.4710418.42
3212013.10.03 02:15close1060.101.358291.352331.36013-1.2310417.19
3222013.10.07 00:05sell1080.101.356460.000000.00000
3232013.10.07 00:05modify1080.101.356461.362461.35466
3242013.10.07 01:06sell1090.101.356770.000000.00000
3252013.10.07 01:06modify1090.101.356771.362771.35497
3262013.10.07 03:57close1080.101.356361.362461.354660.2510417.44
3272013.10.07 03:57close1090.101.356361.362771.354973.3510420.79
3282013.10.09 18:00sell1100.101.351620.000000.00000
3292013.10.09 18:00modify1100.101.351621.357621.34982
3302013.10.09 21:01t/p1100.101.349821.357621.3498217.2510438.04
3312013.10.11 14:00buy1110.101.356790.000000.00000
3322013.10.11 14:00modify1110.101.356791.350791.35859
3332013.10.11 16:00buy1120.101.356140.000000.00000
3342013.10.11 16:00modify1120.101.356141.350141.35794
3352013.10.11 18:03close1110.101.356891.350791.358590.2510438.29
3362013.10.11 18:05close1120.101.356911.350141.357946.9510445.24