Strategy Tester Report
YBScalperUSDJPY_V1.10_EBD6B95
OANDA-Japan Live (Build 988)
| 通貨ペア | USDJPY-a01 (US Dollar vs Japanese Yen) | ||||
| 期間 | 1分足(M1) 2016.06.27 00:00 - 2016.07.07 23:59 (2016.06.27 - 2016.07.08) | ||||
| 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 | exp_Magic=""; Magic=19910928; exp_comments=""; comments="YBScalperUSDJPY_V1"; exp_Slippage=""; Slippage=10; exp_MaxSL=""; MaxSL=50; exp_MaxSpread=""; MaxSpread=2; exp_MM=""; MM=false; exp_dollar_denominated=""; dollar_denominated=false; exp_chart_name=""; chart_name="USDJPY"; exp_risk=""; risk=1; exp_maxlot=""; maxlot=1; exp_lots=""; lots=0.05; exp_MaxPositions=""; MaxPositions=1; exp_TS=""; TS=true; | ||||
| テストバー数 | 13802 | モデルティック数 | 655619 | モデリング品質 | 25.00% |
| 不整合チャートエラー | 0 | ||||
| 初期証拠金 | 100000.00 | スプレッド | 4 | ||
| 純益 | 6975.00 | 総利益 | 9365.00 | 総損失 | -2390.00 |
| プロフィットファクタ | 3.92 | 期待利得 | 162.21 | ||
| 絶対ドローダウン | 155.00 | 最大ドローダウン | 1860.00 (1.82%) | 相対ドローダウン | 1.82% (1860.00) |
| 総取引数 | 43 | 売りポジション(勝率%） | 22 (77.27%) | 買いポジション(勝率%） | 21 (85.71%) |
| 勝率(%) | 35 (81.40%) | 負率 (%) | 8 (18.60%) | ||
| 最大 | 勝トレード | 1220.00 | 敗トレード | -980.00 | |
| 平均 | 勝トレード | 267.57 | 敗トレード | -298.75 | |
| 最大 | 連勝(金額) | 11 (3055.00) | 連敗(金額) | 2 (-60.00) | |
| 最大 | 連勝(トレード数) | 3055.00 (11) | 連敗(トレード数) | -980.00 (1) | |
| 平均 | 連勝 | 4 | 連敗 | 1 | |
| # | 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 |
| 1 | 2016.06.27 00:01 | buy | 1 | 0.05 | 101.504 | 101.004 | 0.000 | ||
| 2 | 2016.06.27 00:20 | modify | 1 | 0.05 | 101.504 | 101.748 | 0.000 | ||
| 3 | 2016.06.27 00:20 | s/l | 1 | 0.05 | 101.748 | 101.748 | 0.000 | 1220.00 | 101220.00 |
| 4 | 2016.06.27 00:22 | sell | 2 | 0.05 | 101.788 | 102.287 | 0.000 | ||
| 5 | 2016.06.27 00:43 | modify | 2 | 0.05 | 101.788 | 101.757 | 0.000 | ||
| 6 | 2016.06.27 00:43 | s/l | 2 | 0.05 | 101.757 | 101.757 | 0.000 | 155.00 | 101375.00 |
| 7 | 2016.06.27 01:18 | sell | 3 | 0.05 | 102.192 | 102.692 | 0.000 | ||
| 8 | 2016.06.27 01:30 | modify | 3 | 0.05 | 102.192 | 102.119 | 0.000 | ||
| 9 | 2016.06.27 01:31 | modify | 3 | 0.05 | 102.192 | 102.080 | 0.000 | ||
| 10 | 2016.06.27 01:31 | s/l | 3 | 0.05 | 102.080 | 102.080 | 0.000 | 560.00 | 101935.00 |
| 11 | 2016.06.27 04:33 | buy | 4 | 0.05 | 101.930 | 101.521 | 0.000 | ||
| 12 | 2016.06.27 04:53 | modify | 4 | 0.05 | 101.930 | 101.734 | 0.000 | ||
| 13 | 2016.06.27 04:53 | s/l | 4 | 0.05 | 101.734 | 101.734 | 0.000 | -980.00 | 100955.00 |
| 14 | 2016.06.27 05:05 | sell | 5 | 0.05 | 101.818 | 102.098 | 0.000 | ||
| 15 | 2016.06.27 05:12 | modify | 5 | 0.05 | 101.818 | 101.765 | 0.000 | ||
| 16 | 2016.06.27 05:12 | s/l | 5 | 0.05 | 101.765 | 101.765 | 0.000 | 265.00 | 101220.00 |
| 17 | 2016.06.27 10:02 | sell | 6 | 0.05 | 102.102 | 102.435 | 0.000 | ||
| 18 | 2016.06.27 10:15 | modify | 6 | 0.05 | 102.102 | 102.081 | 0.000 | ||
| 19 | 2016.06.27 10:15 | s/l | 6 | 0.05 | 102.081 | 102.081 | 0.000 | 105.00 | 101325.00 |
| 20 | 2016.06.27 10:47 | buy | 7 | 0.05 | 101.934 | 101.623 | 0.000 | ||
| 21 | 2016.06.27 10:58 | modify | 7 | 0.05 | 101.934 | 101.970 | 0.000 | ||
| 22 | 2016.06.27 10:58 | s/l | 7 | 0.05 | 101.970 | 101.970 | 0.000 | 180.00 | 101505.00 |
| 23 | 2016.06.27 11:04 | sell | 8 | 0.05 | 102.067 | 102.334 | 0.000 | ||
| 24 | 2016.06.27 11:15 | modify | 8 | 0.05 | 102.067 | 102.067 | 0.000 | ||
| 25 | 2016.06.27 11:16 | modify | 8 | 0.05 | 102.067 | 102.050 | 0.000 | ||
| 26 | 2016.06.27 11:16 | s/l | 8 | 0.05 | 102.050 | 102.050 | 0.000 | 85.00 | 101590.00 |
| 27 | 2016.06.27 12:42 | buy | 9 | 0.05 | 101.685 | 101.357 | 0.000 | ||
| 28 | 2016.06.27 12:52 | modify | 9 | 0.05 | 101.685 | 101.748 | 0.000 | ||
| 29 | 2016.06.27 12:52 | s/l | 9 | 0.05 | 101.748 | 101.748 | 0.000 | 315.00 | 101905.00 |
| 30 | 2016.06.27 13:01 | sell | 10 | 0.05 | 101.828 | 102.075 | 0.000 | ||
| 31 | 2016.06.27 13:09 | modify | 10 | 0.05 | 101.828 | 101.788 | 0.000 | ||
| 32 | 2016.06.27 13:09 | s/l | 10 | 0.05 | 101.788 | 101.788 | 0.000 | 200.00 | 102105.00 |
| 33 | 2016.06.27 13:31 | buy | 11 | 0.05 | 101.599 | 101.223 | 0.000 | ||
| 34 | 2016.06.27 13:45 | modify | 11 | 0.05 | 101.599 | 101.603 | 0.000 | ||
| 35 | 2016.06.27 13:45 | s/l | 11 | 0.05 | 101.603 | 101.603 | 0.000 | 20.00 | 102125.00 |
| 36 | 2016.06.27 15:07 | sell | 12 | 0.05 | 101.649 | 101.900 | 0.000 | ||
| 37 | 2016.06.27 15:20 | modify | 12 | 0.05 | 101.649 | 101.658 | 0.000 | ||
| 38 | 2016.06.27 15:20 | s/l | 12 | 0.05 | 101.658 | 101.658 | 0.000 | -45.00 | 102080.00 |
| 39 | 2016.06.28 04:18 | sell | 13 | 0.05 | 101.773 | 102.067 | 0.000 | ||
| 40 | 2016.06.28 04:30 | modify | 13 | 0.05 | 101.773 | 101.746 | 0.000 | ||
| 41 | 2016.06.28 04:30 | s/l | 13 | 0.05 | 101.746 | 101.746 | 0.000 | 135.00 | 102215.00 |
| 42 | 2016.06.28 04:41 | sell | 14 | 0.05 | 101.983 | 102.374 | 0.000 | ||
| 43 | 2016.06.28 04:57 | modify | 14 | 0.05 | 101.983 | 102.019 | 0.000 | ||
| 44 | 2016.06.28 04:57 | s/l | 14 | 0.05 | 102.019 | 102.019 | 0.000 | -180.00 | 102035.00 |
| 45 | 2016.06.28 05:06 | buy | 15 | 0.05 | 101.956 | 101.677 | 0.000 | ||
| 46 | 2016.06.28 05:12 | modify | 15 | 0.05 | 101.956 | 102.048 | 0.000 | ||
| 47 | 2016.06.28 05:12 | s/l | 15 | 0.05 | 102.048 | 102.048 | 0.000 | 460.00 | 102495.00 |
| 48 | 2016.06.28 10:36 | sell | 16 | 0.05 | 102.276 | 102.551 | 0.000 | ||
| 49 | 2016.06.28 10:49 | modify | 16 | 0.05 | 102.276 | 102.226 | 0.000 | ||
| 50 | 2016.06.28 10:49 | s/l | 16 | 0.05 | 102.226 | 102.226 | 0.000 | 250.00 | 102745.00 |
| 51 | 2016.06.28 17:24 | sell | 17 | 0.05 | 102.666 | 102.918 | 0.000 | ||
| 52 | 2016.06.28 17:39 | modify | 17 | 0.05 | 102.666 | 102.691 | 0.000 | ||
| 53 | 2016.06.28 17:39 | s/l | 17 | 0.05 | 102.691 | 102.691 | 0.000 | -125.00 | 102620.00 |
| 54 | 2016.06.29 04:45 | sell | 18 | 0.05 | 102.558 | 102.887 | 0.000 | ||
| 55 | 2016.06.29 04:55 | modify | 18 | 0.05 | 102.558 | 102.500 | 0.000 | ||
| 56 | 2016.06.29 04:55 | s/l | 18 | 0.05 | 102.500 | 102.500 | 0.000 | 290.00 | 102910.00 |
| 57 | 2016.06.30 11:14 | sell | 19 | 0.05 | 102.847 | 103.115 | 0.000 | ||
| 58 | 2016.06.30 11:24 | modify | 19 | 0.05 | 102.847 | 102.790 | 0.000 | ||
| 59 | 2016.06.30 11:24 | s/l | 19 | 0.05 | 102.790 | 102.790 | 0.000 | 285.00 | 103195.00 |
| 60 | 2016.06.30 19:19 | sell | 20 | 0.05 | 103.027 | 103.362 | 0.000 | ||
| 61 | 2016.06.30 19:46 | modify | 20 | 0.05 | 103.027 | 103.169 | 0.000 | ||
| 62 | 2016.06.30 19:46 | s/l | 20 | 0.05 | 103.169 | 103.169 | 0.000 | -710.00 | 102485.00 |
| 63 | 2016.07.01 00:41 | sell | 21 | 0.05 | 103.369 | 103.619 | 0.000 | ||
| 64 | 2016.07.01 00:50 | modify | 21 | 0.05 | 103.369 | 103.328 | 0.000 | ||
| 65 | 2016.07.01 00:50 | s/l | 21 | 0.05 | 103.328 | 103.328 | 0.000 | 205.00 | 102690.00 |
| 66 | 2016.07.01 10:45 | buy | 22 | 0.05 | 102.481 | 102.170 | 0.000 | ||
| 67 | 2016.07.01 10:53 | modify | 22 | 0.05 | 102.481 | 102.532 | 0.000 | ||
| 68 | 2016.07.01 10:54 | modify | 22 | 0.05 | 102.481 | 102.542 | 0.000 | ||
| 69 | 2016.07.01 10:54 | s/l | 22 | 0.05 | 102.542 | 102.542 | 0.000 | 305.00 | 102995.00 |
| 70 | 2016.07.05 03:21 | buy | 23 | 0.05 | 102.307 | 102.024 | 0.000 | ||
| 71 | 2016.07.05 03:32 | modify | 23 | 0.05 | 102.307 | 102.343 | 0.000 | ||
| 72 | 2016.07.05 03:32 | s/l | 23 | 0.05 | 102.343 | 102.343 | 0.000 | 180.00 | 103175.00 |
| 73 | 2016.07.05 15:59 | buy | 24 | 0.05 | 101.632 | 101.200 | 0.000 | ||
| 74 | 2016.07.05 16:18 | modify | 24 | 0.05 | 101.632 | 101.641 | 0.000 | ||
| 75 | 2016.07.05 16:18 | s/l | 24 | 0.05 | 101.641 | 101.641 | 0.000 | 45.00 | 103220.00 |
| 76 | 2016.07.05 17:01 | buy | 25 | 0.05 | 101.524 | 101.279 | 0.000 | ||
| 77 | 2016.07.05 17:17 | modify | 25 | 0.05 | 101.524 | 101.524 | 0.000 | ||
| 78 | 2016.07.05 17:17 | s/l | 25 | 0.05 | 101.524 | 101.524 | 0.000 | 0.00 | 103220.00 |
| 79 | 2016.07.06 02:25 | buy | 26 | 0.05 | 101.180 | 100.680 | 0.000 | ||
| 80 | 2016.07.06 02:38 | modify | 26 | 0.05 | 101.180 | 101.286 | 0.000 | ||
| 81 | 2016.07.06 02:38 | s/l | 26 | 0.05 | 101.286 | 101.286 | 0.000 | 530.00 | 103750.00 |
| 82 | 2016.07.06 02:53 | buy | 27 | 0.05 | 101.137 | 100.874 | 0.000 | ||
| 83 | 2016.07.06 03:03 | modify | 27 | 0.05 | 101.137 | 101.171 | 0.000 | ||
| 84 | 2016.07.06 03:04 | modify | 27 | 0.05 | 101.137 | 101.220 | 0.000 | ||
| 85 | 2016.07.06 03:04 | s/l | 27 | 0.05 | 101.220 | 101.220 | 0.000 | 415.00 | 104165.00 |
| 86 | 2016.07.06 03:07 | sell | 28 | 0.05 | 101.283 | 101.569 | 0.000 | ||
| 87 | 2016.07.06 03:12 | modify | 28 | 0.05 | 101.283 | 101.177 | 0.000 | ||
| 88 | 2016.07.06 03:12 | s/l | 28 | 0.05 | 101.177 | 101.177 | 0.000 | 530.00 | 104695.00 |
| 89 | 2016.07.06 04:25 | buy | 29 | 0.05 | 100.829 | 100.578 | 0.000 | ||
| 90 | 2016.07.06 04:36 | modify | 29 | 0.05 | 100.829 | 100.930 | 0.000 | ||
| 91 | 2016.07.06 04:36 | s/l | 29 | 0.05 | 100.930 | 100.930 | 0.000 | 505.00 | 105200.00 |
| 92 | 2016.07.06 08:00 | sell | 30 | 0.05 | 100.963 | 101.222 | 0.000 | ||
| 93 | 2016.07.06 08:10 | modify | 30 | 0.05 | 100.963 | 100.901 | 0.000 | ||
| 94 | 2016.07.06 08:10 | s/l | 30 | 0.05 | 100.901 | 100.901 | 0.000 | 310.00 | 105510.00 |
| 95 | 2016.07.06 08:40 | sell | 31 | 0.05 | 101.083 | 101.378 | 0.000 | ||
| 96 | 2016.07.06 08:51 | modify | 31 | 0.05 | 101.083 | 101.077 | 0.000 | ||
| 97 | 2016.07.06 08:51 | s/l | 31 | 0.05 | 101.077 | 101.077 | 0.000 | 30.00 | 105540.00 |
| 98 | 2016.07.06 09:50 | buy | 32 | 0.05 | 101.039 | 100.791 | 0.000 | ||
| 99 | 2016.07.06 10:03 | modify | 32 | 0.05 | 101.039 | 101.038 | 0.000 | ||
| 100 | 2016.07.06 10:03 | s/l | 32 | 0.05 | 101.038 | 101.038 | 0.000 | -5.00 | 105535.00 |
| 101 | 2016.07.06 10:16 | sell | 33 | 0.05 | 101.139 | 101.384 | 0.000 | ||
| 102 | 2016.07.06 10:36 | modify | 33 | 0.05 | 101.139 | 101.150 | 0.000 | ||
| 103 | 2016.07.06 10:36 | s/l | 33 | 0.05 | 101.150 | 101.150 | 0.000 | -55.00 | 105480.00 |
| 104 | 2016.07.06 10:44 | buy | 34 | 0.05 | 101.043 | 100.788 | 0.000 | ||
| 105 | 2016.07.06 10:53 | modify | 34 | 0.05 | 101.043 | 101.092 | 0.000 | ||
| 106 | 2016.07.06 10:53 | s/l | 34 | 0.05 | 101.092 | 101.092 | 0.000 | 245.00 | 105725.00 |
| 107 | 2016.07.06 15:13 | sell | 35 | 0.05 | 100.665 | 100.978 | 0.000 | ||
| 108 | 2016.07.06 15:27 | modify | 35 | 0.05 | 100.665 | 100.654 | 0.000 | ||
| 109 | 2016.07.06 15:27 | s/l | 35 | 0.05 | 100.654 | 100.654 | 0.000 | 55.00 | 105780.00 |
| 110 | 2016.07.06 15:44 | sell | 36 | 0.05 | 100.776 | 101.025 | 0.000 | ||
| 111 | 2016.07.06 15:48 | modify | 36 | 0.05 | 100.776 | 100.706 | 0.000 | ||
| 112 | 2016.07.06 15:48 | s/l | 36 | 0.05 | 100.706 | 100.706 | 0.000 | 350.00 | 106130.00 |
| 113 | 2016.07.06 16:23 | sell | 37 | 0.05 | 100.890 | 101.185 | 0.000 | ||
| 114 | 2016.07.06 16:34 | modify | 37 | 0.05 | 100.890 | 100.856 | 0.000 | ||
| 115 | 2016.07.06 16:34 | s/l | 37 | 0.05 | 100.856 | 100.856 | 0.000 | 170.00 | 106300.00 |
| 116 | 2016.07.07 01:45 | buy | 38 | 0.05 | 101.103 | 100.817 | 0.000 | ||
| 117 | 2016.07.07 02:03 | modify | 38 | 0.05 | 101.103 | 101.131 | 0.000 | ||
| 118 | 2016.07.07 02:06 | modify | 38 | 0.05 | 101.103 | 101.138 | 0.000 | ||
| 119 | 2016.07.07 02:07 | modify | 38 | 0.05 | 101.103 | 101.141 | 0.000 | ||
| 120 | 2016.07.07 02:07 | s/l | 38 | 0.05 | 101.141 | 101.141 | 0.000 | 190.00 | 106490.00 |
| 121 | 2016.07.07 02:28 | buy | 39 | 0.05 | 100.987 | 100.739 | 0.000 | ||
| 122 | 2016.07.07 02:39 | modify | 39 | 0.05 | 100.987 | 101.015 | 0.000 | ||
| 123 | 2016.07.07 02:40 | modify | 39 | 0.05 | 100.987 | 101.027 | 0.000 | ||
| 124 | 2016.07.07 02:41 | modify | 39 | 0.05 | 100.987 | 101.038 | 0.000 | ||
| 125 | 2016.07.07 02:41 | s/l | 39 | 0.05 | 101.038 | 101.038 | 0.000 | 255.00 | 106745.00 |
| 126 | 2016.07.07 03:36 | buy | 40 | 0.05 | 101.089 | 100.835 | 0.000 | ||
| 127 | 2016.07.07 03:58 | modify | 40 | 0.05 | 101.089 | 101.031 | 0.000 | ||
| 128 | 2016.07.07 03:58 | s/l | 40 | 0.05 | 101.031 | 101.031 | 0.000 | -290.00 | 106455.00 |
| 129 | 2016.07.07 17:02 | buy | 41 | 0.05 | 100.871 | 100.559 | 0.000 | ||
| 130 | 2016.07.07 17:17 | modify | 41 | 0.05 | 100.871 | 100.895 | 0.000 | ||
| 131 | 2016.07.07 17:17 | s/l | 41 | 0.05 | 100.895 | 100.895 | 0.000 | 120.00 | 106575.00 |
| 132 | 2016.07.07 18:02 | buy | 42 | 0.05 | 100.740 | 100.462 | 0.000 | ||
| 133 | 2016.07.07 18:09 | modify | 42 | 0.05 | 100.740 | 100.796 | 0.000 | ||
| 134 | 2016.07.07 18:10 | modify | 42 | 0.05 | 100.740 | 100.798 | 0.000 | ||
| 135 | 2016.07.07 18:10 | s/l | 42 | 0.05 | 100.798 | 100.798 | 0.000 | 290.00 | 106865.00 |
| 136 | 2016.07.07 20:05 | buy | 43 | 0.05 | 100.600 | 100.358 | 0.000 | ||
| 137 | 2016.07.07 20:24 | modify | 43 | 0.05 | 100.600 | 100.622 | 0.000 | ||
| 138 | 2016.07.07 20:24 | s/l | 43 | 0.05 | 100.622 | 100.622 | 0.000 | 110.00 | 106975.00 |