Strategy Tester Report
SioZke
FxPro.com-Real03

通貨ペアNOK,SEK,DKK,PLN,TRY,ZAR,MXN,SGD,HUF (vs. US Dollar)
期間1時間足(H1) 2009.08.01 〜 2020.12.31
パラメーターLeverage=1.3; RealTime=0; Interest=10000;
Standard=32; EntryStart=10.00%; EntryAdd=1.00%; ResistSpan=10; ResistWidth=0.60%; Positions=5;
Closing=true; DayLimit=30; DayStop=30; SayaLimit=3.10%; SayaStop=3.70%; EntryHour=1;
テストバー数2961モデルティック数2961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10,000.00スプレッド1500,850,450,1261,2320,1975,1500,250,
650
純益2,162.48総利益11,684.02総損失-9,521.53
プロフィットファクタ1.23期待利得29.22
絶対ドローダウン604.88最大ドローダウン1,448.52 (11.09%)相対ドローダウン11.09% (1,448.52)
総取引数148売りポジション(勝率%)39 (52.70%)買いポジション(勝率%)29 (39.19%)
勝率(%)43 (58.11%)負率 (%)31 (41.89%)
最大勝トレード569.95敗トレード-465.18
平均勝トレード271.72敗トレード-307.15
最大連勝(金額)6 (1,388.00)連敗(金額)3 (-1,131.00)
最大連勝(トレード数)1,387.60 (6)連敗(トレード数)-1,131.23 (3)
平均連勝2連敗2
Graph
#時間取引種別注文番号通貨数量価格決済価格損益残高
12009.08.05Sell1USDSGD0.071.43270
22009.08.05Buy1USDPLN0.072.85541
32009.08.17Sell2USDZAR0.078.06830
42009.08.17Buy2USDSEK0.077.21700
52009.09.03close2USDZAR0.078.068307.80855232.8510,232.85
62009.09.03close2USDSEK0.077.217007.21560-1.3610,231.50
72009.09.16close1USDSGD0.071.432701.4214055.6510,287.15
82009.09.16close1USDPLN0.072.855412.82690-69.8910,217.25
92009.09.23Sell3USDMXN0.0713.33270
102009.09.23Buy3USDZAR0.077.38575
112009.10.22close3USDMXN0.0713.3327012.95110206.2510,423.51
122009.10.22close3USDZAR0.077.385757.4024015.7810,439.29
132010.05.10Sell4USDHUF0.07215.490
142010.05.10Buy4USDSGD0.071.38850
152010.05.17close4USDHUF0.07215.490224.450-279.4410,159.85
162010.05.17close4USDSGD0.071.388501.38750-5.0410,154.81
172010.05.17Sell5USDPLN0.073.24330
182010.05.17Buy5USDSGD0.071.39000
192010.05.28Sell6USDHUF0.07222.130
202010.05.28Buy6USDZAR0.077.57605
212010.06.07close6USDHUF0.07222.130240.340-530.379,624.43
222010.06.07close6USDZAR0.077.576057.76690176.349,800.77
232010.06.07close5USDPLN0.073.243303.50491-522.499,278.28
242010.06.07close5USDSGD0.071.390001.41320116.839,395.12
252010.06.08Sell7USDHUF0.07239.770
262010.06.08Buy7USDSGD0.071.41980
272010.06.09Sell8USDPLN0.073.44240
282010.06.09Buy8USDZAR0.077.75835
292010.06.11close7USDHUF0.07239.770229.550311.659,706.77
302010.06.11close7USDSGD0.071.419801.40180-88.749,618.03
312010.07.05close8USDPLN0.073.442403.30501290.999,909.02
322010.07.05close8USDZAR0.077.758357.74440-12.599,896.43
332010.12.01Sell9USDPLN0.073.09450
342010.12.01Buy9USDMXN0.0712.49580
352011.01.05close9USDPLN0.073.094502.92961393.9910,290.42
362011.01.05close9USDMXN0.0712.4958012.22150-153.6610,136.76
372011.01.06Sell10USDTRY0.071.54270
382011.01.06Buy10USDZAR0.076.70525
392011.02.07close10USDTRY0.071.542701.60820-285.109,851.66
402011.02.07close10USDZAR0.076.705257.23600554.0810,405.74
412011.02.08Sell11USDZAR0.077.22550
422011.02.08Buy11USDHUF0.07198.090
432011.03.03close11USDZAR0.077.225506.88755343.4710,749.21
442011.03.03close11USDHUF0.07198.090195.370-96.1210,653.09
452011.08.11Sell12USDTRY0.071.77460
462011.08.11Buy12USDSGD0.071.22260
472011.09.22close12USDTRY0.071.774601.84800-278.0310,375.06
482011.09.22close12USDSGD0.071.222601.29380407.6610,782.71
492011.09.30Sell13USDHUF0.07214.850
502011.09.30Buy13USDTRY0.071.87430
512011.10.04close13USDHUF0.07214.850226.420-357.7010,425.02
522011.10.04close13USDTRY0.071.874301.8888054.1510,479.17
532011.10.05Sell14USDHUF0.07222.440
542011.10.05Buy14USDTRY0.071.90950
552011.10.27close14USDHUF0.07222.440217.190169.2110,648.38
562011.10.27close14USDTRY0.071.909501.75650-560.8810,087.50
572012.01.09Sell15USDHUF0.07247.310
582012.01.09Buy15USDZAR0.078.18855
592012.01.24close15USDHUF0.07247.310230.790501.0610,588.56
602012.01.24close15USDZAR0.078.188557.92200-227.8610,360.70
612013.04.02Sell16USDHUF0.07235.920
622013.04.02Buy16USDMXN0.0712.37250
632013.04.16close16USDHUF0.07235.920226.520290.4810,651.18
642013.04.16close16USDMXN0.0712.3725012.27640-54.3710,596.81
652013.06.10Sell17USDZAR0.0710.06840
662013.06.10Buy17USDNOK0.075.78880
672013.06.25close17USDZAR0.0710.0684010.08165-9.2010,587.61
682013.06.25close17USDNOK0.075.788806.13020412.8311,000.44
692013.06.25Sell18USDZAR0.0710.06190
702013.06.25Buy18USDDKK0.075.68880
712013.08.06close18USDZAR0.0710.061909.85295148.4511,148.89
722013.08.06close18USDDKK0.075.688805.62170-82.5711,066.32
732014.01.28Sell19USDTRY0.072.28000
742014.01.28Buy19USDNOK0.076.16130
752014.03.11close19USDTRY0.072.280002.24050123.4111,189.73
762014.03.11close19USDNOK0.076.161305.95310-236.5410,953.19
772014.12.17Sell20USDNOK0.077.42010
782014.12.17Buy20USDPLN0.073.38021
792014.12.22close20USDNOK0.077.420107.3795038.5110,991.70
802014.12.22close20USDPLN0.073.380213.48250211.8311,203.53
812015.01.08Sell21USDNOK0.077.69440
822015.01.08Buy21USDSGD0.071.34070
832015.01.30Sell22USDHUF0.07274.230
842015.01.30Buy22USDZAR0.0711.56415
852015.02.13close22USDHUF0.07274.230268.570147.5211,351.06
862015.02.13close22USDZAR0.0711.5641511.7049085.2011,436.26
872015.02.18close21USDNOK0.077.694407.52580156.8211,593.08
882015.02.18close21USDSGD0.071.340701.3539068.9211,661.99
892015.02.26Sell23USDTRY0.072.48710
902015.02.26Buy23USDNOK0.077.55770
912015.03.18close23USDTRY0.072.487102.63310-388.1411,273.86
922015.03.18close23USDNOK0.077.557708.30730694.2911,968.14
932015.08.27Sell24USDTRY0.072.92972
942015.08.27Buy24USDDKK0.076.59962
952015.09.14close24USDTRY0.072.929723.07284-326.0311,642.11
962015.09.14close24USDDKK0.076.599626.58017-20.6311,621.48
972015.09.16Sell25USDTRY0.073.02789
982015.09.16Buy25USDSEK0.078.31060
992015.10.16close25USDTRY0.073.027892.89928310.5211,932.00
1002015.10.16close25USDSEK0.078.310608.22840-69.2411,862.76
1012015.12.18Sell26USDZAR0.0715.21552
1022015.12.18Buy26USDSEK0.078.56565
1032015.12.31close26USDZAR0.0715.2155215.55090-150.9711,711.80
1042015.12.31close26USDSEK0.078.565658.39902-136.1711,575.62
1052016.01.12Sell27USDMXN0.0717.87770
1062016.01.12Buy27USDDKK0.076.87290
1072016.01.13Sell28USDZAR0.0716.66075
1082016.01.13Buy28USDSEK0.078.53160
1092016.01.21close27USDMXN0.0717.8777018.53436-248.0111,327.62
1102016.01.21close27USDDKK0.076.872906.85138-21.9211,305.70
1112016.02.01close28USDZAR0.0716.6607515.88755340.6711,646.37
1122016.02.01close28USDSEK0.078.531608.5725433.5911,679.96
1132016.02.15Sell29USDMXN0.0718.93250
1142016.02.15Buy29USDDKK0.076.63951
1152016.02.18close29USDMXN0.0718.9325018.37367212.9011,892.86
1162016.02.18close29USDDKK0.076.639516.7056569.7311,962.59
1172016.02.18Sell30USDMXN0.0718.35867
1182016.02.18Buy30USDHUF0.07279.321
1192016.03.01close30USDMXN0.0718.3586718.1391584.7112,047.31
1202016.03.01close30USDHUF0.07279.321285.111145.1012,192.41
1212016.03.29Sell31USDHUF0.07279.751
1222016.03.29Buy31USDMXN0.0717.43327
1232016.04.07close31USDHUF0.07279.751273.981147.4212,339.83
1242016.04.07close31USDMXN0.0717.4332717.6405583.2312,423.06
1252016.04.29Sell32USDPLN0.073.87245
1262016.04.29Buy32USDZAR0.0714.29170
1272016.05.04close32USDPLN0.073.872453.8278681.5412,504.60
1282016.05.04close32USDZAR0.0714.2917014.63555168.4212,673.02
1292016.07.14Sell33USDSEK0.078.48902
1302016.07.14Buy33USDZAR0.0714.49295
1312016.07.29close33USDSEK0.078.489028.64480-126.1412,546.87
1322016.07.29close33USDZAR0.0714.4929514.13400-173.3712,373.50
1332016.08.12Sell34USDTRY0.072.95309
1342016.08.12Buy34USDZAR0.0713.40950
1352016.08.24close34USDTRY0.072.953092.97482-51.1312,322.37
1362016.08.24close34USDZAR0.0713.4095013.99085303.4812,625.85
1372016.11.08Sell35USDSEK0.079.02142
1382016.11.08Buy35USDMXN0.0718.59625
1392016.11.10close35USDSEK0.079.021429.06283-31.9812,593.86
1402016.11.10close35USDMXN0.0718.5962519.83915467.8513,061.71
1412016.11.25Sell36USDMXN0.0720.73830
1422016.11.25Buy36USDZAR0.0714.13880
1432016.12.30close36USDMXN0.0720.7383020.714817.9413,069.65
1442016.12.30close36USDZAR0.0714.1388013.58925-272.0812,797.57
1452017.01.13Sell37USDTRY0.073.75719
1462017.01.13Buy37USDNOK0.078.53775
1472017.01.26close37USDTRY0.073.757193.84272-155.8012,641.77
1482017.01.26close37USDNOK0.078.537758.30379-191.8212,449.95
1492017.01.26Sell38USDTRY0.073.81952
1502017.01.26Buy38USDHUF0.07288.815
1512017.02.10close38USDTRY0.073.819523.70214221.9412,671.89
1522017.02.10close38USDHUF0.07288.815289.0014.5112,676.40
1532017.03.07Sell39USDHUF0.07292.765
1542017.03.07Buy39USDMXN0.0719.61815
1552017.03.31close39USDHUF0.07292.765289.70074.0612,750.46
1562017.03.31close39USDMXN0.0719.6181518.69825-328.2312,422.23
1572017.04.05Sell40USDZAR0.0713.61315
1582017.04.05Buy40USDMXN0.0718.82495
1592017.04.21close40USDZAR0.0713.6131513.15490243.8412,666.07
1602017.04.21close40USDMXN0.0718.8249518.78485-14.9112,651.16
1612017.12.22Sell41USDNOK0.078.35145
1622017.12.22Buy41USDZAR0.0712.75560
1632018.02.06close41USDNOK0.078.351457.84799449.0613,100.22
1642018.02.06close41USDZAR0.0712.7556012.11575-351.1412,749.09
1652018.04.13Sell42USDTRY0.074.10781
1662018.04.13Buy42USDMXN0.0718.19550
1672018.04.24close42USDTRY0.074.107814.13034-38.1812,710.90
1682018.04.24close42USDMXN0.0718.1955018.93610284.9212,995.82
1692018.06.04Sell43USDTRY0.074.64162
1702018.06.04Buy43USDSEK0.078.82009
1712018.07.12close43USDTRY0.074.641624.89670-364.6512,631.17
1722018.07.12close43USDSEK0.078.820098.81805-1.6212,629.55
1732018.07.12Sell44USDZAR0.0713.51985
1742018.07.12Buy44USDMXN0.0719.09125
1752018.08.08Sell45USDTRY0.075.22022
1762018.08.08Buy45USDHUF0.07276.410
1772018.08.10close45USDTRY0.075.220225.56825-437.5212,192.04
1782018.08.10close45USDHUF0.07276.410278.06541.9112,233.95
1792018.08.13close44USDZAR0.0713.5198514.25200-359.6011,874.35
1802018.08.13close44USDMXN0.0719.0912519.06465-9.7511,864.59
1812018.08.15Sell46USDTRY0.076.31907
1822018.08.15Buy46USDMXN0.0718.88920
1832018.08.16close46USDTRY0.076.319075.91202481.9612,346.55
1842018.08.16close46USDMXN0.0718.8892019.1266587.9912,434.55
1852018.08.16Sell47USDTRY0.075.88882
1862018.08.16Buy47USDMXN0.0719.14165
1872018.08.21close47USDTRY0.075.888826.07298-212.2712,222.28
1882018.08.21close47USDMXN0.0719.1416518.98840-56.0412,166.23
1892018.08.21Sell48USDTRY0.076.04978
1902018.08.21Buy48USDMXN0.0719.00340
1912018.08.30close48USDTRY0.076.049786.45625-440.7011,725.53
1922018.08.30close48USDMXN0.0719.0034018.93696-24.4711,701.06
1932018.09.03Sell49USDTRY0.076.54054
1942018.09.03Buy49USDPLN0.073.70437
1952018.09.07Sell50USDZAR0.0715.31865
1962018.09.07Buy50USDHUF0.07280.935
1972018.09.14close49USDTRY0.076.540546.08856519.6412,220.70
1982018.09.14close49USDPLN0.073.704373.67810-49.6412,171.05
1992018.09.17Sell51USDTRY0.076.14987
2002018.09.17Buy51USDDKK0.076.41759
2012018.09.19close51USDTRY0.076.149876.39206-265.2211,905.83
2022018.09.19close51USDDKK0.076.417596.39200-27.9111,877.92
2032018.09.21close50USDZAR0.0715.3186514.29945498.9312,376.85
2042018.09.21close50USDHUF0.07280.935274.532-159.5412,217.30
2052018.09.24Sell52USDTRY0.076.26972
2062018.09.24Buy52USDPLN0.073.67306
2072018.09.28close52USDTRY0.076.269726.01669294.3812,511.69
2082018.09.28close52USDPLN0.073.673063.66550-14.4112,497.28
2092018.10.19Sell53USDSEK0.079.03606
2102018.10.19Buy53USDTRY0.075.64403
2112018.10.31close53USDSEK0.079.036069.17450-105.6312,391.65
2122018.10.31close53USDTRY0.075.644035.47095-214.6612,176.99
2132018.11.02Sell54USDMXN0.0720.15795
2142018.11.02Buy54USDTRY0.075.52987
2152018.11.16close54USDMXN0.0720.1579520.23535-26.7712,150.21
2162018.11.16close54USDTRY0.075.529875.34489-234.1611,916.06
2172018.11.16Sell55USDMXN0.0720.22035
2182018.11.16Buy55USDTRY0.075.36809
2192018.11.27close55USDMXN0.0720.2203520.62075-135.9211,780.14
2202018.11.27close55USDTRY0.075.368095.24007-166.9411,613.20
2212018.11.28Sell56USDMXN0.0720.46135
2222018.11.28Buy56USDTRY0.075.28323
2232018.12.18close56USDMXN0.0720.4613520.07940133.1511,746.35
2242018.12.18close56USDTRY0.075.283235.36490108.2111,854.56
2252019.05.13Sell57USDTRY0.075.97717
2262019.05.13Buy57USDMXN0.0719.09830
2272019.06.03close57USDTRY0.075.977175.85232149.3312,003.89
2282019.06.03close57USDMXN0.0719.0983019.61816190.5412,194.44
2292019.08.14Sell58USDZAR0.0715.11695
2302019.08.14Buy58USDTRY0.075.57279
2312019.09.02close58USDZAR0.0715.1169515.24280-57.7912,136.64
2322019.09.02close58USDTRY0.075.572795.83303326.8912,463.53
2332020.03.11Sell59USDZAR0.0715.95453
2342020.03.11Buy59USDHUF0.07296.841
2352020.03.20close59USDZAR0.0715.9545317.35281-564.0611,899.47
2362020.03.20close59USDHUF0.07296.841334.345884.4112,783.88
2372020.03.20Sell60USDNOK0.0711.24018
2382020.03.20Buy60USDDKK0.077.01086
2392020.03.23close60USDNOK0.0711.2401811.88408-379.2712,404.61
2402020.03.23close60USDDKK0.077.010866.97114-39.6612,364.95
2412020.03.24Sell61USDNOK0.0711.60092
2422020.03.24Buy61USDDKK0.076.96355
2432020.03.25close61USDNOK0.0711.6009211.03479359.1312,724.08
2442020.03.25close61USDDKK0.076.963556.91844-45.3512,678.73
2452020.03.25Sell62USDMXN0.0724.81451
2462020.03.25Buy62USDDKK0.076.92294
2472020.03.26Sell63USDZAR0.0717.32445
2482020.03.26Buy63USDSGD0.071.44836
2492020.03.27close62USDMXN0.0724.8145123.28489459.8413,138.57
2502020.03.27close62USDDKK0.076.922946.76475-159.9512,978.62
2512020.03.27Sell64USDMXN0.0723.26989
2522020.03.27Buy64USDDKK0.076.76925
2532020.03.30close63USDZAR0.0717.3244518.01718-269.1412,709.48
2542020.03.30close63USDSGD0.071.448361.42594-108.3612,601.13
2552020.03.30Sell65USDZAR0.0717.99743
2562020.03.30Buy65USDHUF0.07321.080
2572020.04.06close64USDMXN0.0723.2698925.05935-499.8612,101.26
2582020.04.06close64USDDKK0.076.769256.90239137.6812,238.94
2592020.04.06Sell66USDMXN0.0725.04435
2602020.04.06Buy66USDDKK0.076.90689
2612020.04.09close66USDMXN0.0725.0443524.06183285.8312,524.77
2622020.04.09close66USDDKK0.076.906896.87080-36.5812,488.20
2632020.04.09Sell67USDMXN0.0724.04683
2642020.04.09Buy67USDDKK0.076.87530
2652020.04.16close65USDZAR0.0717.9974318.70105-263.3712,224.83
2662020.04.16close65USDHUF0.07321.080321.2303.2712,228.10
2672020.04.16Sell68USDZAR0.0718.68130
2682020.04.16Buy68USDSGD0.071.42469
2692020.05.04close67USDMXN0.0724.0468324.71125-188.2112,039.88
2702020.05.04close67USDDKK0.076.875306.79556-81.1911,958.70
2712020.05.04Sell69USDMXN0.0724.69625
2722020.05.04Buy69USDNOK0.0710.33062
2732020.05.08Sell70USDTRY0.077.08979
2742020.05.08Buy70USDSEK0.079.81154
2752020.05.21close68USDZAR0.0718.6813017.92625294.8412,253.54
2762020.05.21close68USDSGD0.071.424691.41162-64.2212,189.32
2772020.05.22close69USDMXN0.0724.6962522.86858559.4412,748.76
2782020.05.22close69USDNOK0.0710.330629.92174-277.0612,471.71
2792020.05.27close70USDTRY0.077.089796.73235371.6512,843.36
2802020.05.27close70USDSEK0.079.811549.60665-146.1812,697.18
2812020.08.12Sell71USDTRY0.077.18696
2822020.08.12Buy71USDNOK0.079.01168
2832020.08.14close71USDTRY0.077.186967.34888-154.2312,542.95
2842020.08.14close71USDNOK0.079.011688.87095-109.3112,433.63
2852020.08.20Sell72USDTRY0.077.27775
2862020.08.20Buy72USDSEK0.078.69134
2872020.09.30close72USDTRY0.077.277757.81649-482.4611,951.17
2882020.09.30close72USDSEK0.078.691348.95394211.5012,162.66
2892020.10.05Sell73USDTRY0.077.74035
2902020.10.05Buy73USDZAR0.0716.53743
2912020.10.23close73USDTRY0.077.740357.94260-178.2511,984.42
2922020.10.23close73USDZAR0.0716.5374316.20007-142.8011,841.62
2932020.11.11Sell74USDTRY0.078.15837
2942020.11.11Buy74USDZAR0.0715.63841
2952020.11.12close74USDTRY0.078.158377.79674324.6812,166.29
2962020.11.12close74USDZAR0.0715.6384115.62990-3.8112,162.48