通貨ペア | AUDUSD (Australian Dollar vs. United States Dollar) | ||||
期間 | 1時間足(H1) 2008.01.02 06:00 - 2021.04.02 23:00 (2008.01.01 - 2022.01.01) | ||||
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 | MagicNumber=200912; Comments="MadoGiwaZoq"; Lot=0; BalanceLot=0; BalanceBreaker=0; VolatilityBreaker=0; Safety=true; Alerts=false; MainColor=Yellow; StopLossColor=White; BuyColor=Aqua; SellColor=Magenta; OnlineHelp="http://shock-nin.info"; | ||||
テストバー数 | 82790 | モデルティック数 | 220101479 | 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 | スプレッド | 25 | ||
純益 | 941.96 | 総利益 | 4937.68 | 総損失 | -3995.72 |
プロフィットファクタ | 1.24 | 期待利得 | 13.65 | ||
絶対ドローダウン | 292.27 | 最大ドローダウン | 906.36 (8.02%) | 相対ドローダウン | 8.02% (906.36) |
総取引数 | 69 | 売りポジション(勝率%) | 34 (58.82%) | 買いポジション(勝率%) | 35 (65.71%) |
勝率(%) | 43 (62.32%) | 負率 (%) | 26 (37.68%) | ||
最大 | 勝トレード | 204.14 | 敗トレード | -207.50 | |
平均 | 勝トレード | 114.83 | 敗トレード | -153.68 | |
最大 | 連勝(金額) | 5 (609.50) | 連敗(金額) | 4 (-579.50) | |
最大 | 連勝(トレード数) | 609.50 (5) | 連敗(トレード数) | -579.50 (4) | |
平均 | 連勝 | 2 | 連敗 | 2 |
# | 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 | 2008.04.14 23:51 | buy | 1 | 0.50 | 0.92705 | ||||
2 | 2008.04.15 06:55 | s/l | 1 | 0.50 | 0.92905 | 97.73 | 10097.73 | ||
3 | 2008.04.21 00:11 | buy | 2 | 0.50 | 0.93255 | ||||
4 | 2008.04.21 04:36 | s/l | 2 | 0.50 | 0.93575 | 160.00 | 10257.73 | ||
5 | 2008.07.14 01:18 | sell | 3 | 0.50 | 0.96810 | ||||
6 | 2008.07.14 14:01 | s/l | 3 | 0.50 | 0.96870 | -30.00 | 10227.73 | ||
7 | 2009.04.20 00:35 | sell | 4 | 0.50 | 0.72300 | ||||
8 | 2009.04.20 03:00 | s/l | 4 | 0.50 | 0.72000 | 150.00 | 10377.73 | ||
9 | 2009.07.06 03:11 | buy | 5 | 0.50 | 0.79545 | ||||
10 | 2009.07.06 05:23 | s/l | 5 | 0.50 | 0.79227 | -159.00 | 10218.73 | ||
11 | 2009.08.25 04:20 | sell | 6 | 0.50 | 0.83590 | ||||
12 | 2009.08.25 12:48 | s/l | 6 | 0.50 | 0.83924 | -167.00 | 10051.73 | ||
13 | 2009.10.19 00:48 | buy | 7 | 0.50 | 0.91475 | ||||
14 | 2009.10.19 06:18 | s/l | 7 | 0.50 | 0.91765 | 145.00 | 10196.73 | ||
15 | 2010.01.11 00:10 | sell | 8 | 0.50 | 0.92830 | ||||
16 | 2010.01.11 11:19 | s/l | 8 | 0.50 | 0.93201 | -185.50 | 10011.23 | ||
17 | 2010.01.12 02:31 | sell | 9 | 0.50 | 0.92760 | ||||
18 | 2010.01.12 04:11 | s/l | 9 | 0.50 | 0.92570 | 95.00 | 10106.23 | ||
19 | 2010.02.22 00:10 | sell | 10 | 0.50 | 0.90110 | ||||
20 | 2010.02.22 10:53 | s/l | 10 | 0.50 | 0.89870 | 120.00 | 10226.23 | ||
21 | 2010.04.12 00:32 | sell | 11 | 0.50 | 0.93600 | ||||
22 | 2010.04.12 07:06 | s/l | 11 | 0.50 | 0.93410 | 95.00 | 10321.23 | ||
23 | 2010.04.19 02:35 | buy | 12 | 0.50 | 0.92265 | ||||
24 | 2010.04.19 06:36 | s/l | 12 | 0.50 | 0.91896 | -184.50 | 10136.73 | ||
25 | 2010.07.19 01:01 | buy | 13 | 0.50 | 0.86715 | ||||
26 | 2010.07.19 02:34 | s/l | 13 | 0.50 | 0.86368 | -173.50 | 9963.23 | ||
27 | 2010.07.19 05:17 | buy | 14 | 0.50 | 0.86755 | ||||
28 | 2010.07.19 09:13 | s/l | 14 | 0.50 | 0.86985 | 115.00 | 10078.23 | ||
29 | 2010.08.23 01:01 | buy | 15 | 0.50 | 0.88755 | ||||
30 | 2010.08.23 04:55 | s/l | 15 | 0.50 | 0.88975 | 110.00 | 10188.23 | ||
31 | 2010.09.13 01:01 | sell | 16 | 0.50 | 0.92910 | ||||
32 | 2010.09.13 10:23 | s/l | 16 | 0.50 | 0.93282 | -186.00 | 10002.23 | ||
33 | 2010.11.01 00:10 | sell | 17 | 0.50 | 0.98490 | ||||
34 | 2010.11.01 05:01 | s/l | 17 | 0.50 | 0.98884 | -197.00 | 9805.23 | ||
35 | 2010.11.29 00:16 | sell | 18 | 0.50 | 0.96710 | ||||
36 | 2010.11.29 02:48 | s/l | 18 | 0.50 | 0.96390 | 160.00 | 9965.23 | ||
37 | 2011.01.10 00:32 | buy | 19 | 0.50 | 0.99390 | ||||
38 | 2011.01.10 02:39 | s/l | 19 | 0.50 | 0.99652 | 131.00 | 10096.23 | ||
39 | 2011.04.11 00:58 | sell | 20 | 0.50 | 1.05535 | ||||
40 | 2011.04.11 19:48 | s/l | 20 | 0.50 | 1.05219 | 1.05219 | 158.00 | 10254.23 | |
41 | 2011.11.28 00:18 | sell | 21 | 0.50 | 0.97956 | ||||
42 | 2011.11.28 01:10 | s/l | 21 | 0.50 | 0.98348 | -196.00 | 10058.23 | ||
43 | 2012.02.20 09:16 | sell | 22 | 0.50 | 1.07612 | ||||
44 | 2012.02.21 01:18 | s/l | 22 | 0.50 | 1.07203 | 1.07203 | 204.14 | 10262.38 | |
45 | 2012.04.02 02:17 | sell | 23 | 0.50 | 1.04300 | ||||
46 | 2012.04.02 05:19 | s/l | 23 | 0.50 | 1.03986 | 1.03986 | 157.00 | 10419.38 | |
47 | 2012.04.02 07:01 | sell | 24 | 0.50 | 1.03845 | ||||
48 | 2012.04.02 18:26 | s/l | 24 | 0.50 | 1.04260 | 1.04260 | -207.50 | 10211.88 | |
49 | 2012.05.07 10:37 | buy | 25 | 0.50 | 1.01649 | ||||
50 | 2012.05.07 13:59 | s/l | 25 | 0.50 | 1.01884 | 1.01884 | 117.50 | 10329.38 | |
51 | 2012.05.21 01:17 | sell | 26 | 0.50 | 0.98341 | ||||
52 | 2012.05.21 02:13 | s/l | 26 | 0.50 | 0.98098 | 121.50 | 10450.88 | ||
53 | 2012.05.28 00:46 | sell | 27 | 0.50 | 0.98008 | ||||
54 | 2012.05.28 03:26 | s/l | 27 | 0.50 | 0.98400 | -196.00 | 10254.88 | ||
55 | 2012.06.11 01:16 | sell | 28 | 0.50 | 0.99792 | ||||
56 | 2012.06.11 13:16 | s/l | 28 | 0.50 | 0.99542 | 125.00 | 10379.88 | ||
57 | 2012.06.18 00:11 | sell | 29 | 0.50 | 1.01093 | ||||
58 | 2012.06.18 11:11 | s/l | 29 | 0.50 | 1.00839 | 1.00839 | 127.00 | 10506.88 | |
59 | 2012.07.16 00:10 | sell | 30 | 0.50 | 1.02465 | ||||
60 | 2012.07.16 04:44 | s/l | 30 | 0.50 | 1.02231 | 1.02231 | 117.00 | 10623.88 | |
61 | 2012.10.15 00:10 | sell | 31 | 0.50 | 1.02497 | ||||
62 | 2012.10.15 02:55 | s/l | 31 | 0.50 | 1.02269 | 1.02269 | 114.00 | 10737.88 | |
63 | 2013.02.25 00:10 | buy | 32 | 0.50 | 1.02889 | ||||
64 | 2013.02.25 13:52 | s/l | 32 | 0.50 | 1.03142 | 1.03142 | 126.50 | 10864.38 | |
65 | 2013.09.02 01:02 | sell | 33 | 0.50 | 0.89287 | ||||
66 | 2013.09.02 04:30 | s/l | 33 | 0.50 | 0.89644 | -178.50 | 10685.88 | ||
67 | 2013.09.16 21:30 | sell | 34 | 0.50 | 0.93144 | ||||
68 | 2013.09.17 04:59 | s/l | 34 | 0.50 | 0.92951 | 96.14 | 10782.02 | ||
69 | 2013.09.23 00:10 | buy | 35 | 0.50 | 0.93712 | ||||
70 | 2013.09.23 02:32 | s/l | 35 | 0.50 | 0.93919 | 103.50 | 10885.52 | ||
71 | 2013.10.14 00:10 | buy | 36 | 0.50 | 0.94344 | ||||
72 | 2013.10.14 06:54 | s/l | 36 | 0.50 | 0.94643 | 149.50 | 11035.02 | ||
73 | 2014.01.06 01:00 | sell | 37 | 0.50 | 0.89564 | ||||
74 | 2014.01.07 00:47 | s/l | 37 | 0.50 | 0.89685 | -60.86 | 10974.16 | ||
75 | 2014.03.03 01:00 | buy | 38 | 0.50 | 0.88958 | ||||
76 | 2014.03.03 06:48 | s/l | 38 | 0.50 | 0.89161 | 101.50 | 11075.66 | ||
77 | 2014.03.10 00:10 | buy | 39 | 0.50 | 0.90424 | ||||
78 | 2014.03.10 15:35 | s/l | 39 | 0.50 | 0.90313 | -55.50 | 11020.16 | ||
79 | 2014.03.17 00:11 | buy | 40 | 0.50 | 0.90038 | ||||
80 | 2014.03.17 01:20 | s/l | 40 | 0.50 | 0.90229 | 95.50 | 11115.66 | ||
81 | 2014.10.13 04:08 | buy | 41 | 0.50 | 0.86983 | ||||
82 | 2014.10.13 05:00 | s/l | 41 | 0.50 | 0.87249 | 133.00 | 11248.66 | ||
83 | 2014.11.05 01:18 | buy | 42 | 0.50 | 0.87593 | ||||
84 | 2014.11.05 07:43 | s/l | 42 | 0.50 | 0.87243 | -175.00 | 11073.66 | ||
85 | 2014.12.01 00:19 | buy | 43 | 0.50 | 0.84798 | ||||
86 | 2014.12.01 01:44 | s/l | 43 | 0.50 | 0.84459 | -169.50 | 10904.16 | ||
87 | 2014.12.01 10:49 | buy | 44 | 0.50 | 0.84944 | ||||
88 | 2014.12.01 11:39 | s/l | 44 | 0.50 | 0.84604 | -170.00 | 10734.16 | ||
89 | 2014.12.01 15:18 | buy | 45 | 0.50 | 0.84983 | ||||
90 | 2014.12.01 16:46 | s/l | 45 | 0.50 | 0.85159 | 88.00 | 10822.16 | ||
91 | 2015.01.19 03:47 | sell | 46 | 0.50 | 0.82124 | ||||
92 | 2015.01.20 01:20 | s/l | 46 | 0.50 | 0.81925 | 99.14 | 10921.30 | ||
93 | 2015.03.30 00:10 | buy | 47 | 0.50 | 0.77378 | ||||
94 | 2015.03.30 09:50 | s/l | 47 | 0.50 | 0.77068 | -155.00 | 10766.30 | ||
95 | 2015.06.01 00:10 | buy | 48 | 0.50 | 0.76425 | ||||
96 | 2015.06.01 07:41 | s/l | 48 | 0.50 | 0.76577 | 76.00 | 10842.30 | ||
97 | 2015.06.29 01:16 | buy | 49 | 0.50 | 0.76289 | ||||
98 | 2015.06.29 05:11 | s/l | 49 | 0.50 | 0.76652 | 181.50 | 11023.80 | ||
99 | 2015.08.24 00:11 | buy | 50 | 0.50 | 0.73096 | ||||
100 | 2015.08.24 01:45 | s/l | 50 | 0.50 | 0.72804 | -146.00 | 10877.80 | ||
101 | 2015.09.21 01:21 | buy | 51 | 0.50 | 0.71921 | ||||
102 | 2015.09.21 05:20 | s/l | 51 | 0.50 | 0.71633 | -144.00 | 10733.80 | ||
103 | 2015.10.05 02:01 | sell | 52 | 0.50 | 0.70503 | ||||
104 | 2015.10.05 05:00 | s/l | 52 | 0.50 | 0.70785 | -141.00 | 10592.80 | ||
105 | 2016.06.20 00:58 | sell | 53 | 0.50 | 0.74253 | ||||
106 | 2016.06.20 10:23 | s/l | 53 | 0.50 | 0.74550 | -148.50 | 10444.30 | ||
107 | 2016.07.04 01:28 | buy | 54 | 0.50 | 0.74682 | ||||
108 | 2016.07.04 05:05 | s/l | 54 | 0.50 | 0.74937 | 127.50 | 10571.80 | ||
109 | 2016.08.22 00:24 | buy | 55 | 0.50 | 0.76071 | ||||
110 | 2016.08.22 15:02 | s/l | 55 | 0.50 | 0.76089 | 9.00 | 10580.80 | ||
111 | 2017.04.24 00:10 | sell | 56 | 0.50 | 0.75671 | ||||
112 | 2017.04.24 01:23 | s/l | 56 | 0.50 | 0.75466 | 102.50 | 10683.30 | ||
113 | 2018.12.03 00:18 | sell | 57 | 0.50 | 0.73689 | ||||
114 | 2018.12.03 02:51 | s/l | 57 | 0.50 | 0.73548 | 70.50 | 10753.80 | ||
115 | 2018.12.03 21:09 | sell | 58 | 0.50 | 0.73468 | ||||
116 | 2018.12.04 06:13 | s/l | 58 | 0.50 | 0.73762 | -147.36 | 10606.45 | ||
117 | 2018.12.04 19:04 | sell | 59 | 0.50 | 0.73446 | ||||
118 | 2018.12.05 02:37 | s/l | 59 | 0.50 | 0.73064 | 190.64 | 10797.09 | ||
119 | 2019.03.04 00:31 | sell | 60 | 0.50 | 0.70946 | ||||
120 | 2019.03.05 00:08 | s/l | 60 | 0.50 | 0.70921 | 12.14 | 10809.23 | ||
121 | 2019.05.06 00:16 | buy | 61 | 0.50 | 0.69800 | ||||
122 | 2019.05.06 15:46 | s/l | 61 | 0.50 | 0.69825 | 12.50 | 10821.73 | ||
123 | 2019.05.06 22:06 | buy | 62 | 0.50 | 0.70028 | ||||
124 | 2019.05.07 07:38 | s/l | 62 | 0.50 | 0.70425 | 196.23 | 11017.96 | ||
125 | 2019.05.20 01:46 | sell | 63 | 0.50 | 0.68911 | ||||
126 | 2019.05.20 04:25 | s/l | 63 | 0.50 | 0.69187 | -138.00 | 10879.96 | ||
127 | 2019.05.21 06:19 | sell | 64 | 0.50 | 0.68894 | ||||
128 | 2019.05.21 10:37 | s/l | 64 | 0.50 | 0.68766 | 64.00 | 10943.96 | ||
129 | 2020.02.24 00:16 | buy | 65 | 0.50 | 0.65992 | ||||
130 | 2020.02.24 02:37 | s/l | 65 | 0.50 | 0.66142 | 75.00 | 11018.96 | ||
131 | 2020.03.02 00:31 | buy | 66 | 0.50 | 0.64864 | ||||
132 | 2020.03.02 01:34 | s/l | 66 | 0.50 | 0.65125 | 130.50 | 11149.46 | ||
133 | 2020.03.09 01:16 | buy | 67 | 0.50 | 0.66156 | ||||
134 | 2020.03.09 04:33 | s/l | 67 | 0.50 | 0.65891 | -132.50 | 11016.96 | ||
135 | 2020.12.21 00:16 | buy | 68 | 0.50 | 0.76000 | ||||
136 | 2020.12.21 04:39 | s/l | 68 | 0.50 | 0.75696 | -152.00 | 10864.96 | ||
137 | 2021.03.22 01:04 | buy | 69 | 0.50 | 0.77267 | ||||
138 | 2021.03.22 16:22 | s/l | 69 | 0.50 | 0.77421 | 77.00 | 10941.96 |