Strategy Tester Report
Strategy_B_Tiger1.0M15
Pepperstone-Demo01 (Build 509)

通貨ペアEURUSD (Euro vs US Dollar)
期間15分足(M15) 2012.01.02 08:45 - 2012.12.28 22:45 (2012.01.01 - 2012.12.31)
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=42; Lc=80; Lots=0.1; Others="-----Others-----"; Second_position_size=2; Magic1=1144; Magic2=1155; Saturday_stop=true; Yearend_stop=true; Free_comment="Strategy_B"; Symbol_mark="";
テストバー数25642モデルティック数16668305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518.73総利益1576.47総損失-1057.74
プロフィットファクター1.49期待利得2.74
絶対ドローダウン192.09最大ドローダウン303.21 (3.00%)相対ドローダウン3.00% (303.21)
総取引数189ショートポジション(勝率%)84 (71.43%)ロングポジション(勝率%)105 (70.48%)
勝率(%)134 (70.90%)負率 (%)55 (29.10%)
最大勝トレード42.89負トレード-134.31
平均勝トレード11.76負トレード-19.23
最大連勝(金額)13 (115.43)連敗(金額)3 (-68.51)
最大化連勝(トレード数)115.43 (13)連敗(トレード数)-215.06 (2)
平均連勝3連敗1
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
12012.01.03 15:15buy10.101.301320.000000.00000
22012.01.03 15:15modify10.101.301321.293321.30552
32012.01.03 16:15close10.101.304381.293321.3055229.8510029.85
42012.01.03 22:45buy20.101.305270.000000.00000
52012.01.03 22:45modify20.101.305271.297271.30947
62012.01.04 08:45close20.101.303941.297271.30947-14.1310015.72
72012.01.04 20:00sell30.101.295250.000000.00000
82012.01.04 20:00modify30.101.295251.303251.29105
92012.01.04 22:00close30.101.293651.303251.2910515.2510030.97
102012.01.09 03:30sell40.101.269380.000000.00000
112012.01.09 03:30modify40.101.269381.277381.26518
122012.01.09 06:00close40.101.268621.277381.265186.8510037.82
132012.01.12 23:45buy50.101.281570.000000.00000
142012.01.12 23:45modify50.101.281571.273571.28577
152012.01.13 02:00close50.101.281941.273571.285772.7110040.53
162012.01.17 15:45buy60.101.276200.000000.00000
172012.01.17 15:45modify60.101.276201.268201.28040
182012.01.17 16:00buy70.201.273450.000000.00000
192012.01.17 16:00modify70.201.273451.268201.28040
202012.01.17 18:36close60.101.274411.268201.28040-18.6510021.88
212012.01.17 18:36close70.201.274411.268201.2804017.6910039.57
222012.01.18 22:00buy80.101.283610.000000.00000
232012.01.18 22:00modify80.101.283611.275611.28781
242012.01.18 23:00close80.101.285941.275611.2878122.5510062.12
252012.01.20 03:15buy90.101.295510.000000.00000
262012.01.20 03:15modify90.101.295511.287511.29971
272012.01.20 03:45close90.101.296431.287511.299718.4510070.57
282012.01.23 19:15buy100.101.300920.000000.00000
292012.01.23 19:15modify100.101.300921.292921.30512
302012.01.23 22:00close100.101.301511.292921.305125.1510075.72
312012.01.24 00:45buy110.101.300800.000000.00000
322012.01.24 00:45modify110.101.300801.292801.30500
332012.01.24 02:30close110.101.302111.292801.3050012.3510088.07
342012.01.25 16:30sell120.101.297060.000000.00000
352012.01.25 16:30modify120.101.297061.305061.29286
362012.01.25 19:56s/l120.101.305061.305061.29286-80.7510007.32
372012.01.26 09:30buy130.101.310760.000000.00000
382012.01.26 09:30modify130.101.310761.302761.31496
392012.01.26 10:30close130.101.312221.302761.3149613.8510021.17
402012.01.26 14:30buy140.101.313870.000000.00000
412012.01.26 14:30modify140.101.313871.305871.31807
422012.01.26 16:00close140.101.316901.305871.3180729.5510050.72
432012.01.30 02:00buy150.101.320590.000000.00000
442012.01.30 02:00modify150.101.320591.312591.32479
452012.01.30 02:30buy160.201.319230.000000.00000
462012.01.30 02:30modify160.201.319231.312591.32479
472012.01.30 11:48s/l150.101.312591.312591.32479-80.759969.97
482012.01.30 11:48s/l160.201.312591.312591.32479-134.319835.66
492012.01.30 18:00sell170.101.311250.000000.00000
502012.01.30 18:00modify170.101.311251.319251.30705
512012.01.30 22:38close170.101.311131.319251.307050.459836.11
522012.01.31 07:30buy180.101.318260.000000.00000
532012.01.31 07:30modify180.101.318261.310261.32246
542012.01.31 08:00close180.101.319471.310261.3224611.359847.46
552012.01.31 08:45buy190.101.317460.000000.00000
562012.01.31 08:45modify190.101.317461.309461.32166
572012.01.31 10:00buy200.201.316220.000000.00000
582012.01.31 10:00modify200.201.316221.309461.32166
592012.01.31 10:24close190.101.318051.309461.321665.159852.61
602012.01.31 10:24close200.201.318051.309461.3216635.099887.70
612012.01.31 22:15sell210.101.309050.000000.00000
622012.01.31 22:15modify210.101.309051.317051.30485
632012.02.01 02:00close210.101.307551.317051.3048514.229901.92
642012.02.01 05:45sell220.101.307540.000000.00000
652012.02.01 05:45modify220.101.307541.315541.30334
662012.02.01 08:30close220.101.304851.315541.3033426.159928.07
672012.02.01 20:30buy230.101.318010.000000.00000
682012.02.01 20:30modify230.101.318011.310011.32221
692012.02.01 20:45buy240.201.316630.000000.00000
702012.02.01 20:45modify240.201.316631.310011.32221
712012.02.02 00:30close230.101.316511.310011.32221-15.839912.24
722012.02.02 00:30close240.201.316511.310011.32221-4.079908.17
732012.02.08 02:15buy250.101.324330.000000.00000
742012.02.08 02:15modify250.101.324331.316331.32853
752012.02.08 06:15close250.101.324441.316331.328530.359908.52
762012.02.14 23:00sell260.101.311920.000000.00000
772012.02.14 23:00modify260.101.311921.319921.30772
782012.02.15 00:00sell270.201.313300.000000.00000
792012.02.15 00:00modify270.201.313301.319921.30772
802012.02.15 02:30close260.101.312411.319921.30772-5.689902.84
812012.02.15 02:30close270.201.312411.319921.3077216.299919.13
822012.02.17 05:45buy280.101.312660.000000.00000
832012.02.17 05:45modify280.101.312661.304661.31686
842012.02.17 07:15close280.101.313171.304661.316864.359923.48
852012.02.17 08:30buy290.101.312230.000000.00000
862012.02.17 08:30modify290.101.312231.304231.31643
872012.02.17 09:45close290.101.313501.304231.3164311.959935.43
882012.02.20 06:30buy300.101.320920.000000.00000
892012.02.20 06:30modify300.101.320921.312921.32512
902012.02.20 08:45close300.101.321301.312921.325123.059938.48
912012.02.20 16:45buy310.101.325610.000000.00000
922012.02.20 16:45modify310.101.325611.317611.32981
932012.02.20 17:00buy320.201.324250.000000.00000
942012.02.20 17:00modify320.201.324251.317611.32981
952012.02.20 17:46close310.101.326111.317611.329814.259942.73
962012.02.20 17:46close320.201.326111.317611.3298135.699978.42
972012.02.23 13:45buy330.101.329660.000000.00000
982012.02.23 13:45modify330.101.329661.321661.33386
992012.02.23 16:45buy340.201.327220.000000.00000
1002012.02.23 16:45modify340.201.327221.321661.33386
1012012.02.23 17:15close330.101.329441.321661.33386-2.959975.47
1022012.02.23 17:15close340.201.329441.321661.3338642.8910018.36
1032012.02.24 05:00buy350.101.336560.000000.00000
1042012.02.24 05:00modify350.101.336561.328561.34076
1052012.02.24 07:30close350.101.337241.328561.340766.0510024.41
1062012.02.27 02:30buy360.101.345350.000000.00000
1072012.02.27 02:30modify360.101.345351.337351.34955
1082012.02.27 06:15close360.101.345721.337351.349552.9510027.36
1092012.03.01 02:15sell370.101.333150.000000.00000
1102012.03.01 02:15modify370.101.333151.341151.32895
1112012.03.01 08:15close370.101.334101.341151.32895-10.2510017.11
1122012.03.05 03:00sell380.101.320250.000000.00000
1132012.03.05 03:00modify380.101.320251.328251.31605
1142012.03.05 04:00sell390.201.321230.000000.00000
1152012.03.05 04:00modify390.201.321231.328251.31605
1162012.03.05 04:52close380.101.319501.328251.316056.7510023.86
1172012.03.05 04:52close390.201.319501.328251.3160533.0910056.95
1182012.03.06 21:15sell400.101.312370.000000.00000
1192012.03.06 21:15modify400.101.312371.320371.30817
1202012.03.06 21:45close400.101.310951.320371.3081713.4510070.40
1212012.03.07 01:30sell410.101.311700.000000.00000
1222012.03.07 01:30modify410.101.311701.319701.30750
1232012.03.07 06:00close410.101.313661.319701.30750-20.3510050.05
1242012.03.08 16:30buy420.101.322600.000000.00000
1252012.03.08 16:30modify420.101.322601.314601.32680
1262012.03.08 17:58t/p420.101.326801.314601.3268041.2510091.30
1272012.03.08 21:15buy430.101.325240.000000.00000
1282012.03.08 21:15modify430.101.325241.317241.32944
1292012.03.08 22:15close430.101.328831.317241.3294435.1510126.45
1302012.03.12 01:15sell440.101.312060.000000.00000
1312012.03.12 01:15modify440.101.312061.320061.30786
1322012.03.12 03:30close440.101.310921.320061.3078610.6510137.10
1332012.03.13 18:15sell450.101.309820.000000.00000
1342012.03.13 18:15modify450.101.309821.317821.30562
1352012.03.13 18:45sell460.201.311340.000000.00000
1362012.03.13 18:45modify460.201.311341.317821.30562
1372012.03.13 21:15close450.101.310631.317821.30562-8.8510128.25
1382012.03.13 21:15close460.201.310631.317821.3056212.6910140.94
1392012.03.15 23:00buy470.101.308220.000000.00000
1402012.03.15 23:00modify470.101.308221.300221.31242
1412012.03.16 02:00buy480.201.307040.000000.00000
1422012.03.16 02:00modify480.201.307041.300221.31242
1432012.03.16 02:15close470.101.308131.300221.31242-1.8910139.05
1442012.03.16 02:15close480.201.308131.300221.3124220.2910159.34
1452012.03.19 03:15buy490.101.317040.000000.00000
1462012.03.19 03:15modify490.101.317041.309041.32124
1472012.03.19 07:01close490.101.317161.309041.321240.4510159.79
1482012.03.19 21:15buy500.101.323850.000000.00000
1492012.03.19 21:15modify500.101.323851.315851.32805
1502012.03.19 23:45close500.101.324231.315851.328053.0510162.84
1512012.03.20 01:15buy510.101.323630.000000.00000
1522012.03.20 01:15modify510.101.323631.315631.32783
1532012.03.20 04:00close510.101.323901.315631.327831.9510164.79
1542012.03.21 22:45sell520.101.320680.000000.00000
1552012.03.21 22:45modify520.101.320681.328681.31648
1562012.03.21 23:45sell530.201.321770.000000.00000
1572012.03.21 23:45modify530.201.321771.328681.31648
1582012.03.22 02:15close520.101.321061.328681.31648-4.5810160.21
1592012.03.22 02:15close530.201.321061.328681.3164812.6310172.84
1602012.03.22 14:45sell540.101.316370.000000.00000
1612012.03.22 14:45modify540.101.316371.324371.31217
1622012.03.22 16:30close540.101.314551.324371.3121717.4510190.29
1632012.03.23 14:15buy550.101.324510.000000.00000
1642012.03.23 14:15modify550.101.324511.316511.32871
1652012.03.23 14:45buy560.201.323430.000000.00000
1662012.03.23 14:45modify560.201.323431.316511.32871
1672012.03.23 15:53close550.101.325221.316511.328716.3510196.64
1682012.03.23 15:53close560.201.325221.316511.3287134.2910230.93
1692012.03.27 07:15buy570.101.334760.000000.00000
1702012.03.27 07:15modify570.101.334761.326761.33896
1712012.03.27 08:30close570.101.335171.326761.338963.3510234.28
1722012.04.02 18:30sell580.101.331340.000000.00000
1732012.04.02 18:30modify580.101.331341.339341.32714
1742012.04.02 19:15sell590.201.332670.000000.00000
1752012.04.02 19:15modify590.201.332671.339341.32714
1762012.04.02 23:15close580.101.332331.339341.32714-10.6510223.63
1772012.04.02 23:15close590.201.332331.339341.327145.2910228.92
1782012.04.04 07:15sell600.101.320250.000000.00000
1792012.04.04 07:15modify600.101.320251.328251.31605
1802012.04.04 08:00close600.101.318531.328251.3160516.4510245.37
1812012.04.04 09:30sell610.101.321070.000000.00000
1822012.04.04 09:30modify610.101.321071.329071.31687
1832012.04.04 10:15close610.101.318901.329071.3168720.9510266.32
1842012.04.04 21:15sell620.101.314490.000000.00000
1852012.04.04 21:15modify620.101.314491.322491.31029
1862012.04.05 00:30close620.101.313331.322491.3102910.8210277.14
1872012.04.05 18:15sell630.101.307300.000000.00000
1882012.04.05 18:15modify630.101.307301.315301.30310
1892012.04.05 21:00close630.101.305771.315301.3031014.5510291.69
1902012.04.05 22:30sell640.101.306410.000000.00000
1912012.04.05 22:30modify640.101.306411.314411.30221
1922012.04.06 02:15close640.101.305901.314411.302214.2610295.95
1932012.04.09 23:00buy650.101.311250.000000.00000
1942012.04.09 23:00modify650.101.311251.303251.31545
1952012.04.10 00:30buy660.201.310010.000000.00000
1962012.04.10 00:30modify660.201.310011.303251.31545
1972012.04.10 01:45close650.101.311061.303251.31545-2.7310293.22
1982012.04.10 01:45close660.201.311061.303251.3154519.4910312.71
1992012.04.12 23:00buy670.101.318750.000000.00000
2002012.04.12 23:00modify670.101.318751.310751.32295
2012012.04.13 03:00close670.101.318731.310751.32295-1.1910311.52
2022012.04.16 08:30sell680.101.302800.000000.00000
2032012.04.16 08:30modify680.101.302801.310801.29860
2042012.04.16 12:30close680.101.301561.310801.2986011.6510323.17
2052012.04.17 02:45buy690.101.312490.000000.00000
2062012.04.17 02:45modify690.101.312491.304491.31669
2072012.04.17 05:15buy700.201.311150.000000.00000
2082012.04.17 05:15modify700.201.311151.304491.31669
2092012.04.17 06:45close690.101.311651.304491.31669-9.1510314.02
2102012.04.17 06:45close700.201.311651.304491.316698.4910322.51
2112012.04.23 19:45sell710.101.313360.000000.00000
2122012.04.23 19:45modify710.101.313361.321361.30916
2132012.04.23 23:15sell720.201.315390.000000.00000
2142012.04.23 23:15modify720.201.315391.321361.30916
2152012.04.24 01:45close710.101.315181.321361.30916-18.9810303.53
2162012.04.24 01:45close720.201.315181.321361.309162.6310306.16
2172012.04.27 03:15sell730.101.319560.000000.00000
2182012.04.27 03:15modify730.101.319561.327561.31536
2192012.04.27 03:45sell740.201.320840.000000.00000
2202012.04.27 03:45modify740.201.320841.327561.31536
2212012.04.27 05:30close730.101.319351.327561.315361.3510307.51
2222012.04.27 05:30close740.201.319351.327561.3153628.2910335.80
2232012.05.02 17:45sell750.101.315680.000000.00000
2242012.05.02 17:45modify750.101.315681.323681.31148
2252012.05.02 22:08close750.101.315571.323681.311480.3510336.15
2262012.05.07 09:00sell760.101.299140.000000.00000
2272012.05.07 09:00modify760.101.299141.307141.29494
2282012.05.07 09:15sell770.201.300360.000000.00000
2292012.05.07 09:15modify770.201.300361.307141.29494
2302012.05.07 21:30close760.101.305181.307141.29494-61.1510275.00
2312012.05.07 21:30close770.201.305181.307141.29494-97.9110177.09
2322012.05.14 19:30sell780.101.284780.000000.00000
2332012.05.14 19:30modify780.101.284781.292781.28058
2342012.05.14 22:30close780.101.284031.292781.280586.7510183.84
2352012.05.16 00:45sell790.101.273170.000000.00000
2362012.05.16 00:45modify790.101.273171.281171.26897
2372012.05.16 03:15close790.101.273011.281171.268970.8510184.69
2382012.05.21 01:30buy800.101.275620.000000.00000
2392012.05.21 01:30modify800.101.275621.267621.27982
2402012.05.21 03:15close800.101.278811.267621.2798231.1510215.84
2412012.05.21 06:45buy810.101.279030.000000.00000
2422012.05.21 06:45modify810.101.279031.271031.28323
2432012.05.21 09:15buy820.201.277290.000000.00000
2442012.05.21 09:15modify820.201.277291.271031.28323
2452012.05.21 10:45close810.101.277921.271031.28323-11.8510203.99
2462012.05.21 10:45close820.201.277921.271031.2832311.0910215.08
2472012.05.22 02:45buy830.101.280580.000000.00000
2482012.05.22 02:45modify830.101.280581.272581.28478
2492012.05.22 04:15buy840.201.279230.000000.00000
2502012.05.22 04:15modify840.201.279231.272581.28478
2512012.05.22 08:45close830.101.279021.272581.28478-16.3510198.73
2522012.05.22 08:45close840.201.279021.272581.28478-5.7110193.02
2532012.05.23 05:00sell850.101.267400.000000.00000
2542012.05.23 05:00modify850.101.267401.275401.26320
2552012.05.23 07:15close850.101.266921.275401.263204.0510197.07
2562012.05.23 22:45sell860.101.258890.000000.00000
2572012.05.23 22:45modify860.101.258891.266891.25469
2582012.05.23 23:00sell870.201.259980.000000.00000
2592012.05.23 23:00modify870.201.259981.266891.25469
2602012.05.23 23:26close860.101.258211.266891.254696.0510203.12
2612012.05.23 23:26close870.201.258211.266891.2546933.8910237.01
2622012.05.24 01:45sell880.101.259690.000000.00000
2632012.05.24 01:45modify880.101.259691.267691.25549
2642012.05.24 02:30close880.101.257941.267691.2554916.7510253.76
2652012.05.28 22:15sell890.101.253950.000000.00000
2662012.05.28 22:16modify890.101.253951.261951.24975
2672012.05.29 02:00close890.101.253791.261951.249750.8210254.58
2682012.05.29 21:45sell900.101.248240.000000.00000
2692012.05.29 21:45modify900.101.248241.256241.24404
2702012.05.29 23:00sell910.201.249770.000000.00000
2712012.05.29 23:00modify910.201.249771.256241.24404
2722012.05.30 00:45close900.101.248291.256241.24404-1.2810253.30
2732012.05.30 00:45close910.201.248291.256241.2440428.0310281.33
2742012.05.30 07:45sell920.101.246720.000000.00000
2752012.05.30 07:45modify920.101.246721.254721.24252
2762012.05.30 08:30close920.101.246371.254721.242522.7510284.08
2772012.05.31 04:45sell930.101.237370.000000.00000
2782012.05.31 04:45modify930.101.237371.245371.23317
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2812012.05.31 13:45close930.101.240141.245371.23317-28.4510255.63
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2912012.06.04 02:45buy980.201.239660.000000.00000
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2932012.06.04 06:37close970.101.240211.233191.24539-10.5510211.71
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3112012.06.07 07:43close1030.101.256141.248731.26093-6.6510292.25
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3512012.07.02 07:30close1170.201.262631.257211.26941-24.1110292.07
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3812012.07.17 10:15close1270.201.229131.221071.2332727.8910343.66
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