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) 2013.01.02 08:00 - 2013.10.15 03:45 (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=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18065モデルティック数9743478モデリング品質90.00%
不整合チャートエラー2
初期証拠金10000.00
総損益286.51総利益741.12総損失-454.61
プロフィットファクター1.63期待利得2.98
絶対ドローダウン47.43最大ドローダウン285.07 (2.78%)相対ドローダウン2.78% (285.07)
総取引数96ショートポジション(勝率%)47 (76.60%)ロングポジション(勝率%)49 (59.18%)
勝率(%)65 (67.71%)負率 (%)31 (32.29%)
最大勝トレード40.29負トレード-122.91
平均勝トレード11.40負トレード-14.66
最大連勝(金額)15 (212.01)連敗(金額)5 (-58.67)
最大化連勝(トレード数)212.01 (15)連敗(トレード数)-203.66 (2)
平均連勝3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 22:00modify10.101.317411.325411.31321
32013.01.02 23:00sell20.201.318510.000000.00000
42013.01.02 23:00modify20.201.318511.325411.31321
52013.01.03 01:30close10.101.317661.325411.31321-3.289996.72
62013.01.03 01:30close20.201.317661.325411.3132115.4310012.15
72013.01.03 08:30sell30.101.314450.000000.00000
82013.01.03 08:30modify30.101.314451.322451.31025
92013.01.03 10:00close30.101.313391.322451.310259.8510022.00
102013.01.04 07:30sell40.101.303570.000000.00000
112013.01.04 07:30modify40.101.303571.311571.29937
122013.01.04 08:45sell50.201.304640.000000.00000
132013.01.04 08:45modify50.201.304641.311571.29937
142013.01.04 09:05close40.101.302871.311571.299376.2510028.25
152013.01.04 09:05close50.201.302871.311571.2993733.8910062.14
162013.01.08 03:15buy60.101.311500.000000.00000
172013.01.08 03:15modify60.101.311501.303501.31570
182013.01.08 04:30close60.101.312491.303501.315709.1510071.29
192013.01.10 14:45buy70.101.309260.000000.00000
202013.01.10 14:45modify70.101.309261.301261.31346
212013.01.10 15:00close70.101.311031.301261.3134616.9510088.24
222013.01.11 04:00buy80.101.325090.000000.00000
232013.01.11 04:00modify80.101.325091.317091.32929
242013.01.11 06:30close80.101.325811.317091.329296.4510094.69
252013.01.11 08:30buy90.101.324920.000000.00000
262013.01.11 08:30modify90.101.324921.316921.32912
272013.01.11 09:15close90.101.326171.316921.3291211.7510106.44
282013.01.17 15:45buy100.101.335300.000000.00000
292013.01.17 15:45modify100.101.335301.327301.33950
302013.01.17 16:15buy110.201.333910.000000.00000
312013.01.17 16:15modify110.201.333911.327301.33950
322013.01.17 17:16close100.101.335781.327301.339504.0510110.49
332013.01.17 17:16close110.201.335781.327301.3395035.8910146.38
342013.01.24 20:30buy120.101.336630.000000.00000
352013.01.24 20:30modify120.101.336631.328631.34083
362013.01.24 22:45close120.101.337481.328631.340837.7510154.13
372013.01.30 15:15buy130.101.354040.000000.00000
382013.01.30 15:15modify130.101.354041.346041.35824
392013.01.30 16:30close130.101.354991.346041.358248.7510162.88
402013.02.01 14:00buy140.101.363790.000000.00000
412013.02.01 14:00modify140.101.363791.355791.36799
422013.02.01 15:45close140.101.366481.355791.3679926.1510189.03
432013.02.06 17:45sell150.101.353110.000000.00000
442013.02.06 17:45modify150.101.353111.361111.34891
452013.02.06 20:00close150.101.351321.361111.3489117.1510206.18
462013.02.08 04:00sell160.101.340370.000000.00000
472013.02.08 04:00modify160.101.340371.348371.33617
482013.02.08 08:00close160.101.340041.348371.336172.5510208.73
492013.02.14 20:30sell170.101.334020.000000.00000
502013.02.14 20:30modify170.101.334021.342021.32982
512013.02.14 22:45sell180.201.335660.000000.00000
522013.02.14 22:45modify180.201.335661.342021.32982
532013.02.15 01:15close170.101.335941.342021.32982-20.0410188.69
542013.02.15 01:15close180.201.335941.342021.32982-7.2910181.40
552013.02.20 05:30buy190.101.341250.000000.00000
562013.02.20 05:30modify190.101.341251.333251.34545
572013.02.20 07:48close190.101.341361.333251.345450.3510181.75
582013.02.21 09:45sell200.101.326460.000000.00000
592013.02.21 09:45modify200.101.326461.334461.32226
602013.02.21 10:30close200.101.323491.334461.3222628.9510210.70
612013.02.21 15:00sell210.101.319320.000000.00000
622013.02.21 15:00modify210.101.319321.327321.31512
632013.02.21 16:15sell220.201.320360.000000.00000
642013.02.21 16:15modify220.201.320361.327321.31512
652013.02.21 19:08close210.101.319951.327321.31512-7.0510203.65
662013.02.21 19:08close220.201.319951.327321.315126.6910210.34
672013.02.25 17:15buy230.101.327130.000000.00000
682013.02.25 17:15modify230.101.327131.319131.33133
692013.02.25 17:30buy240.201.325200.000000.00000
702013.02.25 17:30modify240.201.325201.319131.33133
712013.02.25 18:02s/l230.101.319131.319131.33133-80.7510129.59
722013.02.25 18:02s/l240.201.319131.319131.33133-122.9110006.68
732013.02.26 02:15sell250.101.308690.000000.00000
742013.02.26 02:15modify250.101.308691.316691.30449
752013.02.26 05:45close250.101.307981.316691.304496.3510013.03
762013.02.26 08:30sell260.101.306400.000000.00000
772013.02.26 08:30modify260.101.306401.314401.30220
782013.02.26 09:15close260.101.303991.314401.3022023.3510036.38
792013.03.07 03:15sell270.101.298210.000000.00000
802013.03.07 03:15modify270.101.298211.306211.29401
812013.03.07 04:15sell280.201.299410.000000.00000
822013.03.07 04:15modify280.201.299411.306211.29401
832013.03.07 07:20close270.101.298971.306211.29401-8.3510028.03
842013.03.07 07:20close280.201.298971.306211.294017.2910035.32
852013.03.08 03:15buy290.101.309710.000000.00000
862013.03.08 03:15modify290.101.309711.301711.31391
872013.03.08 08:30close290.101.309531.301711.31391-2.5510032.77
882013.03.11 04:30sell300.101.299640.000000.00000
892013.03.11 04:30modify300.101.299641.307641.29544
902013.03.11 06:30sell310.201.300680.000000.00000
912013.03.11 06:30modify310.201.300681.307641.29544
922013.03.11 08:00close300.101.299811.307641.29544-2.4510030.32
932013.03.11 08:00close310.201.299811.307641.2954415.8910046.21
942013.03.13 20:00sell320.101.295640.000000.00000
952013.03.13 20:00modify320.101.295641.303641.29144
962013.03.13 21:00sell330.201.296930.000000.00000
972013.03.13 21:00modify330.201.296931.303641.29144
982013.03.13 22:15close320.101.295451.303641.291441.1510047.36
992013.03.13 22:15close330.201.295451.303641.2914428.0910075.45
1002013.03.14 01:15sell340.101.296190.000000.00000
1012013.03.14 01:15modify340.101.296191.304191.29199
1022013.03.14 02:00close340.101.295661.304191.291994.5510080.00
1032013.03.20 04:00sell350.101.286980.000000.00000
1042013.03.20 04:00modify350.101.286981.294981.28278
1052013.03.20 08:00close350.101.286951.294981.28278-0.4510079.55
1062013.03.26 02:00sell360.101.285870.000000.00000
1072013.03.26 02:00modify360.101.285871.293871.28167
1082013.03.26 04:45sell370.201.286920.000000.00000
1092013.03.26 04:45modify370.201.286921.293871.28167
1102013.03.26 06:08close360.101.286521.293871.28167-7.2510072.30
1112013.03.26 06:08close370.201.286521.293871.281676.4910078.79
1122013.03.27 19:00sell380.101.278080.000000.00000
1132013.03.27 19:00modify380.101.278081.286081.27388
1142013.03.27 20:15close380.101.277001.286081.2738810.0510088.84
1152013.03.27 23:30sell390.101.277800.000000.00000
1162013.03.27 23:30modify390.101.277801.285801.27360
1172013.03.28 02:45close390.101.277681.285801.273600.4210089.26
1182013.04.01 22:00buy400.101.284810.000000.00000
1192013.04.01 22:00modify400.101.284811.276811.28901
1202013.04.02 02:00close400.101.284641.276811.28901-2.5310086.73
1212013.04.09 05:45buy410.101.305530.000000.00000
1222013.04.09 05:45modify410.101.305531.297531.30973
1232013.04.09 07:00buy420.201.304550.000000.00000
1242013.04.09 07:00modify420.201.304551.297531.30973
1252013.04.09 11:30close410.101.303121.297531.30973-24.8510061.88
1262013.04.09 11:30close420.201.303121.297531.30973-30.1110031.77
1272013.04.09 22:45buy430.101.308300.000000.00000
1282013.04.09 22:45modify430.101.308301.300301.31250
1292013.04.10 04:00close430.101.308291.300301.31250-0.9310030.84
1302013.04.11 15:45buy440.101.311170.000000.00000
1312013.04.11 15:45modify440.101.311171.303171.31537
1322013.04.11 16:30buy450.201.309130.000000.00000
1332013.04.11 16:30modify450.201.309131.303171.31537
1342013.04.11 17:09close440.101.311221.303171.31537-0.2510030.59
1352013.04.11 17:09close450.201.311221.303171.3153740.2910070.88
1362013.04.11 21:00buy460.101.311440.000000.00000
1372013.04.11 21:00modify460.101.311441.303441.31564
1382013.04.11 23:00buy470.201.310090.000000.00000
1392013.04.11 23:00modify470.201.310091.303441.31564
1402013.04.12 01:00close460.101.310601.303441.31564-9.3910061.49
1412013.04.12 01:00close470.201.310601.303441.315648.2110069.70
1422013.05.23 00:00sell480.101.285700.000000.00000
1432013.05.23 00:00modify480.101.285701.293701.28150
1442013.05.23 01:45close480.101.285121.293701.281505.0510074.75
1452013.05.23 05:45sell490.101.284120.000000.00000
1462013.05.23 05:45modify490.101.284121.292121.27992
1472013.05.23 09:00close490.101.283821.292121.279922.2510077.00
1482013.05.23 21:45buy500.101.293220.000000.00000
1492013.05.23 21:45modify500.101.293221.285221.29742
1502013.05.24 03:00buy510.201.292250.000000.00000
1512013.05.24 03:00modify510.201.292251.285221.29742
1522013.05.24 05:45close500.101.292101.285221.29742-12.1910064.81
1532013.05.24 05:45close510.201.292101.285221.29742-4.5110060.30
1542013.05.29 19:15buy520.101.293670.000000.00000
1552013.05.29 19:15modify520.101.293671.285671.29787
1562013.05.29 20:30buy530.201.292410.000000.00000
1572013.05.29 20:30modify530.201.292411.285671.29787
1582013.05.29 22:06close520.101.294261.285671.297875.1510065.45
1592013.05.29 22:06close530.201.294261.285671.2978735.4910100.94
1602013.05.30 22:15buy540.101.304060.000000.00000
1612013.05.30 22:15modify540.101.304061.296061.30826
1622013.05.31 00:00close540.101.304841.296061.308266.8110107.75
1632013.06.03 23:00buy550.101.307040.000000.00000
1642013.06.03 23:00modify550.101.307041.299041.31124
1652013.06.04 03:15close550.101.307151.299041.311240.2710108.02
1662013.06.11 00:45buy560.101.325330.000000.00000
1672013.06.11 00:45modify560.101.325331.317331.32953
1682013.06.11 01:45close560.101.325651.317331.329532.4510110.47
1692013.06.20 01:00sell570.101.329440.000000.00000
1702013.06.20 01:00modify570.101.329441.337441.32524
1712013.06.20 01:45close570.101.328591.337441.325247.7510118.22
1722013.06.20 03:45sell580.101.329850.000000.00000
1732013.06.20 03:45modify580.101.329851.337851.32565
1742013.06.20 04:15close580.101.327451.337851.3256523.2510141.47
1752013.06.20 15:00sell590.101.321070.000000.00000
1762013.06.20 15:00modify590.101.321071.329071.31687
1772013.06.20 16:45close590.101.319061.329071.3168719.3510160.82
1782013.06.20 19:00sell600.101.321220.000000.00000
1792013.06.20 19:00modify600.101.321221.329221.31702
1802013.06.20 19:30sell610.201.322930.000000.00000
1812013.06.20 19:30modify610.201.322931.329221.31702
1822013.06.20 21:29close600.101.320951.329221.317021.9510162.77
1832013.06.20 21:29close610.201.320951.329221.3170238.0910200.86
1842013.06.24 07:45sell620.101.310490.000000.00000
1852013.06.24 07:45modify620.101.310491.318491.30629
1862013.06.24 09:00close620.101.309811.318491.306296.0510206.91
1872013.06.26 20:45sell630.101.300820.000000.00000
1882013.06.26 20:45modify630.101.300821.308821.29662
1892013.06.26 21:15close630.101.299781.308821.296629.6510216.56
1902013.07.03 01:00sell640.101.298110.000000.00000
1912013.07.03 01:00modify640.101.298111.306111.29391
1922013.07.03 02:15close640.101.297451.306111.293915.8510222.41
1932013.07.04 19:30sell650.101.292900.000000.00000
1942013.07.04 19:30modify650.101.292901.300901.28870
1952013.07.04 20:15close650.101.291301.300901.2887015.2510237.66
1962013.07.11 09:30buy660.101.308580.000000.00000
1972013.07.11 09:30modify660.101.308581.300581.31278
1982013.07.11 09:45buy670.201.307180.000000.00000
1992013.07.11 09:45modify670.201.307181.300581.31278
2002013.07.11 13:30close660.101.306161.300581.31278-24.9510212.71
2012013.07.11 13:30close670.201.306161.300581.31278-21.9110190.80
2022013.07.17 01:45buy680.101.315050.000000.00000
2032013.07.17 01:45modify680.101.315051.307051.31925
2042013.07.17 04:30buy690.201.313960.000000.00000
2052013.07.17 04:30modify690.201.313961.307051.31925
2062013.07.17 06:30close680.101.314141.307051.31925-9.8510180.95
2072013.07.17 06:30close690.201.314141.307051.319252.0910183.04
2082013.07.19 09:15buy700.101.313190.000000.00000
2092013.07.19 09:15modify700.101.313191.305191.31739
2102013.07.19 14:15close700.101.312921.305191.31739-3.4510179.59
2112013.08.01 16:00sell710.101.324150.000000.00000
2122013.08.01 16:00modify710.101.324151.332151.31995
2132013.08.01 16:30sell720.201.325420.000000.00000
2142013.08.01 16:30modify720.201.325421.332151.31995
2152013.08.01 17:00close710.101.323581.332151.319954.9510184.54
2162013.08.01 17:00close720.201.323581.332151.3199535.2910219.83
2172013.08.05 02:30buy730.101.327370.000000.00000
2182013.08.05 02:30modify730.101.327371.319371.33157
2192013.08.05 05:00close730.101.327571.319371.331571.2510221.08
2202013.08.13 20:15sell740.101.325590.000000.00000
2212013.08.13 20:15modify740.101.325591.333591.32139
2222013.08.14 00:30close740.101.326051.333591.32139-5.3810215.70
2232013.08.15 08:15buy750.101.328820.000000.00000
2242013.08.15 08:15modify750.101.328821.320821.33302
2252013.08.15 11:00close750.101.328981.320821.333020.8510216.55
2262013.08.16 06:30buy760.101.334550.000000.00000
2272013.08.16 06:30modify760.101.334551.326551.33875
2282013.08.16 09:30buy770.201.333240.000000.00000
2292013.08.16 09:30modify770.201.333241.326551.33875
2302013.08.16 10:15close760.101.333891.326551.33875-7.3510209.20
2312013.08.16 10:15close770.201.333891.326551.3387511.4910220.69
2322013.08.20 19:00buy780.101.342580.000000.00000
2332013.08.20 19:00modify780.101.342581.334581.34678
2342013.08.20 23:00close780.101.342111.334581.34678-5.4510215.24
2352013.08.29 15:30sell790.101.326450.000000.00000
2362013.08.29 15:30modify790.101.326451.334451.32225
2372013.08.29 15:45close790.101.324201.334451.3222521.7510236.99
2382013.08.29 20:00sell800.101.324010.000000.00000
2392013.08.29 20:00modify800.101.324011.332011.31981
2402013.08.29 23:45close800.101.323881.332011.319810.5510237.54
2412013.09.04 23:30buy810.101.320710.000000.00000
2422013.09.04 23:30modify810.101.320711.312711.32491
2432013.09.05 03:30buy820.201.319620.000000.00000
2442013.09.05 03:30modify820.201.319621.312711.32491
2452013.09.05 03:50close810.101.320021.312711.32491-7.7310229.81
2462013.09.05 03:50close820.201.320021.312711.324916.4910236.30
2472013.09.05 20:00sell830.101.312680.000000.00000
2482013.09.05 20:00modify830.101.312681.320681.30848
2492013.09.05 21:00close830.101.311711.320681.308488.9510245.25
2502013.09.06 03:30sell840.101.312120.000000.00000
2512013.09.06 03:30modify840.101.312121.320121.30792
2522013.09.06 06:00sell850.201.313520.000000.00000
2532013.09.06 06:00modify850.201.313521.320121.30792
2542013.09.06 07:15close840.101.312631.320121.30792-5.8510239.40
2552013.09.06 07:15close850.201.312631.320121.3079216.2910255.69
2562013.09.09 22:00buy860.101.325870.000000.00000
2572013.09.09 22:00modify860.101.325871.317871.33007
2582013.09.10 02:15close860.101.325501.317871.33007-4.5310251.16
2592013.09.12 02:00buy870.101.330870.000000.00000
2602013.09.12 02:00modify870.101.330871.322871.33507
2612013.09.12 02:30close870.101.331261.322871.335073.1510254.31
2622013.09.16 02:45buy880.101.336140.000000.00000
2632013.09.16 02:45modify880.101.336141.328141.34034
2642013.09.16 04:45close880.101.336711.328141.340344.9510259.26
2652013.09.16 08:45buy890.101.335890.000000.00000
2662013.09.16 08:45modify890.101.335891.327891.34009
2672013.09.16 09:45close890.101.336721.327891.340097.5510266.81
2682013.09.19 14:45buy900.101.354710.000000.00000
2692013.09.19 14:45modify900.101.354711.346711.35891
2702013.09.19 16:30close900.101.355411.346711.358916.2510273.06
2712013.10.02 19:45buy910.101.358340.000000.00000
2722013.10.02 19:45modify910.101.358341.350341.36254
2732013.10.02 23:00close910.101.358651.350341.362542.3510275.41
2742013.10.03 00:05buy920.101.357920.000000.00000
2752013.10.03 00:05modify920.101.357921.349921.36212
2762013.10.03 02:15close920.101.358291.349921.362122.9510278.36
2772013.10.09 18:00sell930.101.351620.000000.00000
2782013.10.09 18:00modify930.101.351621.359621.34742
2792013.10.10 01:15sell940.201.352700.000000.00000
2802013.10.10 01:15modify940.201.352701.359621.34742
2812013.10.10 01:26close930.101.352301.359621.34742-7.5810270.78
2822013.10.10 01:26close940.201.352301.359621.347426.4910277.27
2832013.10.11 15:15buy950.101.356520.000000.00000
2842013.10.11 15:15modify950.101.356521.348521.36072
2852013.10.11 16:45buy960.201.355540.000000.00000
2862013.10.11 16:45modify960.201.355541.348521.36072
2872013.10.11 18:00close950.101.356251.348521.36072-3.4510273.82
2882013.10.11 18:00close960.201.356251.348521.3607212.6910286.51