Strategy Tester Report
Lupinus
FXDD-MT4 Demo Server (Build 1335)

通貨ペアAUDCAD (Australian Dollar vs. Canadian Dollar)
期間1分足(M1) 2020.01.06 02:02 - 2021.04.26 23:59 (2020.01.06 - 2021.04.27)
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Lot_tmp=0.03; Use_Comp=false; Comp_baseBalance=250000; Comp_baseLots=0.01;
テストバー数487549モデルティック数16327116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1000000.00スプレッド30
純益1465898.94総利益3088362.76総損失-1622463.82
プロフィットファクタ1.90期待利得184.72
絶対ドローダウン77146.93最大ドローダウン550725.29 (36.89%)相対ドローダウン36.89% (550725.29)
総取引数7936売りポジション(勝率%)3900 (72.18%)買いポジション(勝率%)4036 (72.08%)
勝率(%)5724 (72.13%)負率 (%)2212 (27.87%)
最大勝トレード147364.37敗トレード-17277.04
平均勝トレード539.55敗トレード-733.48
最大連勝(金額)34 (5460.18)連敗(金額)16 (-158715.28)
最大連勝(トレード数)249929.80 (4)連敗(トレード数)-158715.28 (16)
平均連勝5連敗2
Graph
#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
12020.01.06 12:01buy10.030.902030.000000.00000
22020.01.06 12:04sell20.030.901820.000000.00000
32020.01.06 12:42close20.030.901310.000000.00000139.001000139.00
42020.01.06 13:00sell30.030.901520.000000.00000
52020.01.06 15:39buy40.030.901170.000000.00000
62020.01.06 17:29close30.030.901020.000000.00000136.271000275.27
72020.01.06 18:45buy50.040.900090.000000.00000
82020.01.06 18:45buy60.050.899610.000000.00000
92020.01.06 19:39sell70.030.899510.000000.00000
102020.01.06 20:33close70.030.899000.000000.00000139.001000414.27
112020.01.06 20:44buy80.050.898830.000000.00000
122020.01.06 21:12sell90.030.898680.000000.00000
132020.01.07 00:36sell100.030.899490.000000.00000
142020.01.07 04:39close100.030.898580.000000.00000248.011000662.28
152020.01.07 04:39close90.030.898580.000000.0000022.631000684.91
162020.01.07 04:58buy110.060.898010.000000.00000
172020.01.07 05:39sell120.030.898660.000000.00000
182020.01.07 07:35sell130.030.899460.000000.00000
192020.01.07 08:54close130.030.898560.000000.00000245.281000930.19
202020.01.07 08:54close120.030.898560.000000.0000027.251000957.44
212020.01.07 10:01buy140.080.896290.000000.00000
222020.01.07 10:35sell150.030.897030.000000.00000
232020.01.07 11:27close150.030.896530.000000.00000136.271001093.71
242020.01.07 12:07sell160.030.895840.000000.00000
252020.01.07 12:58close160.030.895340.000000.00000136.271001229.98
262020.01.07 14:00buy170.100.894260.000000.00000
272020.01.07 14:43buy180.130.892790.000000.00000
282020.01.07 15:45sell190.030.892440.000000.00000
292020.01.07 16:04sell200.030.893240.000000.00000
302020.01.07 18:46sell210.040.894080.000000.00000
312020.01.08 01:36close210.040.892820.000000.00000451.721001681.69
322020.01.08 01:36close200.030.892820.000000.00000109.851001791.54
332020.01.08 01:36close190.030.892820.000000.00000-108.191001683.35
342020.01.08 01:56sell220.030.892990.000000.00000
352020.01.08 03:22close220.030.892480.000000.00000139.001001822.35
362020.01.08 03:56sell230.030.892140.000000.00000
372020.01.08 04:02close230.030.891640.000000.00000136.281001958.63
382020.01.08 04:02sell240.030.892190.000000.00000
392020.01.08 04:07close240.030.891690.000000.00000136.271002094.90
402020.01.08 04:10buy250.170.891120.000000.00000
412020.01.08 04:54sell260.030.890940.000000.00000
422020.01.08 05:39sell270.030.891750.000000.00000
432020.01.08 06:09sell280.040.892560.000000.00000
442020.01.08 11:47sell290.050.893340.000000.00000
452020.01.08 13:12sell300.050.894150.000000.00000
462020.01.08 19:23close300.050.892260.000000.00000858.531002953.43
472020.01.08 19:23close290.050.892260.000000.00000490.591003444.02
482020.01.08 19:23close280.040.892260.000000.00000109.021003553.04
492020.01.08 19:23close270.030.892260.000000.00000-139.001003414.04
502020.01.08 19:23close260.030.892260.000000.00000-359.761003054.28
512020.01.08 19:43sell310.030.892600.000000.00000
522020.01.08 20:45sell320.030.894900.000000.00000
532020.01.08 20:45sell330.040.894910.000000.00000
542020.01.08 20:46sell340.050.895010.000000.00000
552020.01.08 21:24sell350.050.895800.000000.00000
562020.01.08 21:27close350.050.896520.000000.00000-327.061002727.22
572020.01.08 21:27close340.050.896520.000000.00000-685.921002041.30
582020.01.08 21:27close330.040.896520.000000.00000-585.081001456.22
592020.01.08 21:27close320.030.896520.000000.00000-441.531001014.69
602020.01.08 21:27close310.030.896520.000000.00000-1068.40999946.29
612020.01.08 21:27close250.170.896220.000000.000007873.831007820.12
622020.01.08 21:27close180.130.896220.000000.000004011.821011831.93
632020.01.08 21:27close170.100.896220.000000.000001751.011013582.95
642020.01.08 21:27close140.080.896220.000000.00000-74.071013508.88
652020.01.08 21:27close110.060.896220.000000.00000-992.791012516.09
662020.01.08 21:27close80.050.896220.000000.00000-1214.171011301.92
672020.01.08 21:27close60.050.896220.000000.00000-1568.361009733.57
682020.01.08 21:27close50.040.896220.000000.00000-1429.051008304.52
692020.01.08 21:27close40.030.896220.000000.00000-1366.041006938.48
702020.01.08 21:27close10.030.896220.000000.00000-1600.351005338.14
712020.01.08 21:27sell360.030.896220.000000.00000
722020.01.08 21:58buy370.030.896140.000000.00000
732020.01.08 22:53close360.030.895710.000000.00000139.001005477.14
742020.01.08 23:11buy380.030.895330.000000.00000
752020.01.08 23:36sell390.030.895170.000000.00000
762020.01.09 03:45sell400.030.895990.000000.00000
772020.01.09 03:59close380.030.896250.000000.00000224.551005701.69
782020.01.09 03:59close370.030.896250.000000.000003.861005705.55
792020.01.09 04:14buy410.030.896010.000000.00000
802020.01.09 10:55close410.030.896510.000000.00000136.231005841.78
812020.01.09 11:51buy420.030.896580.000000.00000
822020.01.09 12:18buy430.030.895730.000000.00000
832020.01.09 13:15close400.030.895050.000000.00000256.191006097.97
842020.01.09 13:15close390.030.895050.000000.0000018.831006116.80
852020.01.09 13:33sell440.030.895290.000000.00000
862020.01.09 13:52buy450.040.894980.000000.00000
872020.01.09 17:24sell460.030.896100.000000.00000
882020.01.09 17:33close460.030.896500.000000.00000-109.021006007.78
892020.01.09 17:33close440.030.896500.000000.00000-329.791005677.99
902020.01.09 17:33close450.040.896200.000000.00000443.191006121.18
912020.01.09 17:33close430.030.896200.000000.00000128.061006249.24
922020.01.09 17:33close420.030.896200.000000.00000-103.531006145.71
932020.01.09 17:33sell470.030.896290.000000.00000
942020.01.09 18:05buy480.030.896410.000000.00000
952020.01.09 18:47close480.030.896910.000000.00000136.231006281.94
962020.01.09 18:50sell490.040.897100.000000.00000
972020.01.09 19:12buy500.030.896700.000000.00000
982020.01.09 19:28close500.030.897200.000000.00000136.231006418.17
992020.01.09 19:48sell510.050.897900.000000.00000
1002020.01.09 20:11buy520.030.897260.000000.00000
1012020.01.09 22:45close520.030.896420.000000.00000-228.851006189.32
1022020.01.09 22:45close510.050.896720.000000.00000536.021006725.34
1032020.01.09 22:45close490.040.896720.000000.00000138.091006863.43
1042020.01.09 22:45close470.030.896720.000000.00000-117.201006746.23
1052020.01.09 22:45buy530.030.896720.000000.00000
1062020.01.10 00:05sell540.030.896050.000000.00000
1072020.01.10 00:16buy550.030.895920.000000.00000
1082020.01.10 00:37close540.030.895550.000000.00000136.281006882.51
1092020.01.10 00:58sell560.030.895820.000000.00000
1102020.01.10 01:48close560.030.895300.000000.00000141.721007024.23
1112020.01.10 02:12buy570.040.895060.000000.00000
1122020.01.10 02:38sell580.030.895280.000000.00000
1132020.01.10 04:30close580.030.896670.000000.00000-378.851006645.38
1142020.01.10 04:30close570.040.896370.000000.00000475.881007121.26
1152020.01.10 04:30close550.030.896370.000000.00000122.601007243.86
1162020.01.10 04:30close530.030.896370.000000.00000-104.061007139.80
1172020.01.10 04:30sell590.030.896370.000000.00000
1182020.01.10 04:30sell600.030.897190.000000.00000
1192020.01.10 05:00close600.030.896280.000000.00000248.021007387.82
1202020.01.10 05:00close590.030.896280.000000.0000024.531007412.35
1212020.01.10 05:05buy610.030.896540.000000.00000
1222020.01.10 05:20sell620.030.896610.000000.00000
1232020.01.10 05:48close620.030.896050.000000.00000152.631007564.98
1242020.01.10 06:20sell630.030.895710.000000.00000
1252020.01.10 07:18sell640.030.896510.000000.00000
1262020.01.10 07:42close610.030.897050.000000.00000138.951007703.93
1272020.01.10 07:58sell650.040.897320.000000.00000
1282020.01.10 08:23sell660.050.898130.000000.00000
1292020.01.10 08:47buy670.030.897970.000000.00000
1302020.01.10 09:43close670.030.898470.000000.00000136.231007840.16
1312020.01.10 10:09buy680.030.898570.000000.00000
1322020.01.10 11:17buy690.030.897650.000000.00000
1332020.01.10 13:38close690.030.898630.000000.00000267.001008107.16
1342020.01.10 13:38close680.030.898630.000000.0000016.341008123.50
1352020.01.10 14:15buy700.030.898910.000000.00000
1362020.01.10 14:54sell710.050.898920.000000.00000
1372020.01.10 15:14close700.030.899410.000000.00000136.221008259.72
1382020.01.10 16:03buy720.030.899550.000000.00000
1392020.01.10 18:02close720.030.896730.000000.00000-768.311007491.41
1402020.01.10 18:02close710.050.897030.000000.00000858.531008349.94
1412020.01.10 18:02close660.050.897030.000000.00000499.671008849.61
1422020.01.10 18:02close650.040.897030.000000.00000105.391008955.00
1432020.01.10 18:02close640.030.897030.000000.00000-141.731008813.27
1442020.01.10 18:02close630.030.897030.000000.00000-359.771008453.50
1452020.01.10 18:02buy730.030.897030.000000.00000
1462020.01.10 18:21close730.030.897560.000000.00000144.401008597.90
1472020.01.10 18:25sell740.030.897740.000000.00000
1482020.01.10 19:24sell750.030.899760.000000.00000
1492020.01.10 19:55sell760.040.900590.000000.00000
1502020.01.10 19:57sell770.050.901370.000000.00000
1512020.01.10 20:32buy780.030.900590.000000.00000
1522020.01.10 21:11close780.030.901110.000000.00000141.671008739.57
1532020.01.10 21:56buy790.030.901390.000000.00000
1542020.01.10 23:31close790.030.901900.000000.00000138.951008878.52
1552020.01.10 23:49buy800.030.901890.000000.00000
1562020.01.10 23:59sell810.050.902160.000000.00000
1572020.01.11 00:21close800.030.902390.000000.00000136.221009014.74
1582020.01.11 00:50buy820.030.902060.000000.00000
1592020.01.11 01:36buy830.030.901260.000000.00000
1602020.01.13 05:20close830.030.902170.000000.00000239.231009253.97
1612020.01.13 05:20close820.030.902170.000000.0000021.271009275.23
1622020.01.13 06:09buy840.030.902360.000000.00000
1632020.01.13 07:01close840.030.902860.000000.00000136.221009411.45
1642020.01.13 07:33buy850.030.902720.000000.00000
1652020.01.13 13:47buy860.030.901890.000000.00000
1662020.01.13 14:40buy870.040.901120.000000.00000
1672020.01.13 17:00buy880.050.900310.000000.00000
1682020.01.13 20:14close880.050.901840.000000.00000694.741010106.19
1692020.01.13 20:14close870.040.901840.000000.00000261.551010367.74
1702020.01.13 20:14close860.030.901840.000000.00000-13.621010354.12
1712020.01.13 20:14close850.030.901840.000000.00000-239.751010114.37
1722020.01.13 21:01buy890.030.901790.000000.00000
1732020.01.14 03:02buy900.030.900980.000000.00000
1742020.01.14 05:32buy910.040.900180.000000.00000
1752020.01.14 05:32close810.050.900110.000000.00000915.781011030.15
1762020.01.14 05:32close770.050.900110.000000.00000556.931011587.08
1772020.01.14 05:32close760.040.900110.000000.00000162.101011749.18
1782020.01.14 05:32close750.030.900110.000000.00000-104.641011644.55
1792020.01.14 05:32close740.030.900110.000000.00000-655.181010989.37
1802020.01.14 06:28sell920.030.900070.000000.00000
1812020.01.14 07:54sell930.030.900890.000000.00000
1822020.01.14 08:15close910.040.901410.000000.00000446.811011436.18
1832020.01.14 08:15close900.030.901410.000000.00000117.151011553.33
1842020.01.14 08:15close890.030.901410.000000.00000-112.231011441.10
1852020.01.14 08:41buy940.030.901390.000000.00000
1862020.01.14 11:27sell950.040.901680.000000.00000
1872020.01.14 11:56close940.030.901890.000000.00000136.221011577.32
1882020.01.14 12:00sell960.050.902500.000000.00000
1892020.01.14 12:23buy970.030.902050.000000.00000
1902020.01.14 18:52close970.030.902560.000000.00000138.941011716.26
1912020.01.14 19:00buy980.030.902480.000000.00000
1922020.01.14 19:43buy990.030.901660.000000.00000
1932020.01.14 22:36close960.050.900960.000000.00000699.531012415.79
1942020.01.14 22:36close950.040.900960.000000.00000261.651012677.44
1952020.01.14 22:36close930.030.900960.000000.00000-19.081012658.36
1962020.01.14 22:36close920.030.900960.000000.00000-242.571012415.79
1972020.01.14 22:37buy1000.040.900880.000000.00000
1982020.01.14 23:26sell1010.030.901030.000000.00000
1992020.01.15 00:44sell1020.030.901830.000000.00000
2002020.01.15 03:42close1020.030.900910.000000.00000250.731012666.52
2012020.01.15 03:42close1010.030.900910.000000.0000028.091012694.61
2022020.01.15 04:12sell1030.030.900980.000000.00000
2032020.01.15 05:39sell1040.030.901790.000000.00000
2042020.01.15 07:28close1040.030.900830.000000.00000261.621012956.23
2052020.01.15 07:28close1030.030.900830.000000.0000040.881012997.11
2062020.01.15 08:15sell1050.030.900700.000000.00000
2072020.01.15 12:16close1050.030.900180.000000.00000141.721013138.83
2082020.01.15 12:16buy1060.050.900080.000000.00000
2092020.01.15 13:10sell1070.030.900100.000000.00000
2102020.01.15 13:36sell1080.030.900900.000000.00000
2112020.01.15 17:08close1080.030.899990.000000.00000248.001013386.83
2122020.01.15 17:08close1070.030.899990.000000.0000029.981013416.81
2132020.01.15 17:41sell1090.030.899930.000000.00000
2142020.01.15 18:33sell1100.030.900730.000000.00000
2152020.01.15 18:56close1100.030.899830.000000.00000245.271013662.08
2162020.01.15 18:56close1090.030.899830.000000.0000027.251013689.33
2172020.01.15 19:40sell1110.030.899890.000000.00000
2182020.01.15 19:59sell1120.030.900700.000000.00000
2192020.01.15 20:38sell1130.040.901500.000000.00000
2202020.01.16 01:59close1130.040.900230.000000.00000442.991014132.31
2212020.01.16 01:59close1120.030.900230.000000.00000114.221014246.53
2222020.01.16 01:59close1110.030.900230.000000.00000-106.531014140.00
2232020.01.16 02:24sell1140.030.900740.000000.00000
2242020.01.16 04:15sell1150.030.901560.000000.00000
2252020.01.16 04:15close1150.030.901910.000000.00000-95.381014044.62
2262020.01.16 04:15close1140.030.901910.000000.00000-318.851013725.77
2272020.01.16 04:15close1060.050.901610.000000.00000651.171014376.94
2282020.01.16 04:15close1000.040.901610.000000.00000218.751014595.69
2292020.01.16 04:15close990.030.901610.000000.00000-48.431014547.26
2302020.01.16 04:15close980.030.901610.000000.00000-271.821014275.43
2312020.01.16 04:18sell1160.030.901620.000000.00000
2322020.01.16 05:23buy1170.030.901830.000000.00000
2332020.01.16 05:38close1160.030.901120.000000.00000136.261014411.69
2342020.01.16 06:12sell1180.030.901350.000000.00000
2352020.01.16 06:41buy1190.030.901030.000000.00000
2362020.01.16 07:48close1180.030.900840.000000.00000138.991014550.68
2372020.01.16 08:21sell1200.030.900800.000000.00000
2382020.01.16 12:40sell1210.030.901680.000000.00000
2392020.01.16 13:40close1190.030.901950.000000.00000250.631014801.31
2402020.01.16 13:40close1170.030.901950.000000.0000032.691014834.00
2412020.01.16 14:39buy1220.030.902140.000000.00000
2422020.01.16 15:07sell1230.040.902410.000000.00000
2432020.01.16 15:24close1220.030.902660.000000.00000141.661014975.66
2442020.01.16 16:11sell1240.050.903210.000000.00000
2452020.01.16 16:18buy1250.030.903180.000000.00000
2462020.01.16 17:23close1250.030.903690.000000.00000138.931015114.59
2472020.01.16 17:35buy1260.030.903410.000000.00000
2482020.01.16 19:03close1260.030.901390.000000.00000-550.301014564.29
2492020.01.16 19:03close1240.050.901690.000000.00000690.401015254.69
2502020.01.16 19:03close1230.040.901690.000000.00000261.631015516.32
2512020.01.16 19:03close1210.030.901690.000000.00000-2.731015513.59
2522020.01.16 19:03close1200.030.901690.000000.00000-242.551015271.04
2532020.01.16 19:06buy1270.030.901340.000000.00000
2542020.01.16 19:45buy1280.030.900150.000000.00000
2552020.01.16 19:50buy1290.040.899740.000000.00000
2562020.01.16 20:55sell1300.030.899240.000000.00000
2572020.01.16 21:37buy1310.050.898940.000000.00000
2582020.01.16 21:45close1300.030.898720.000000.00000141.711015412.75
2592020.01.16 22:05sell1320.030.899060.000000.00000
2602020.01.17 00:43sell1330.030.899880.000000.00000
2612020.01.17 04:20close1330.030.898950.000000.00000253.451015666.20
2622020.01.17 04:20close1320.030.898950.000000.0000025.361015691.56
2632020.01.17 04:33sell1340.030.899340.000000.00000
2642020.01.17 05:37close1340.030.898810.000000.00000144.441015836.00
2652020.01.17 05:59sell1350.030.899250.000000.00000
2662020.01.17 06:21sell1360.030.900070.000000.00000
2672020.01.17 06:23close1360.030.900720.000000.00000-177.141015658.86
2682020.01.17 06:23close1350.030.900720.000000.00000-400.611015258.25
2692020.01.17 06:23close1310.050.900420.000000.00000657.481015915.73
2702020.01.17 06:23close1290.040.900420.000000.00000235.401016151.12
2712020.01.17 06:23close1280.030.900420.000000.0000064.861016215.98
2722020.01.17 06:23close1270.030.900420.000000.00000-259.331015956.65
2732020.01.17 06:23sell1370.030.900420.000000.00000
2742020.01.17 06:43close1370.030.899920.000000.00000136.261016092.91
2752020.01.17 06:43buy1380.030.899870.000000.00000
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19912020.03.16 22:19sell9960.030.857020.000000.00000
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20012020.03.16 23:51sell10010.030.856180.000000.00000
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20082020.03.16 23:58close10010.030.856050.000000.0000035.431165477.72
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158462021.04.26 11:02close79250.030.968890.000000.00000136.082466859.09
158472021.04.26 11:06sell79260.050.969200.000000.00000
158482021.04.26 11:32buy79270.030.969270.000000.00000
158492021.04.26 12:10close79270.030.969780.000000.00000138.802466997.89
158502021.04.26 12:36buy79280.030.969570.000000.00000
158512021.04.26 13:17sell79290.060.970000.000000.00000
158522021.04.26 13:17close79280.030.970080.000000.00000138.802467136.69
158532021.04.26 14:15buy79300.030.970440.000000.00000
158542021.04.26 14:36buy79310.030.969640.000000.00000
158552021.04.26 15:00buy79320.040.968830.000000.00000
158562021.04.26 18:14buy79330.050.968040.000000.00000
158572021.04.26 18:32close79290.060.967820.000000.000001187.042468323.73
158582021.04.26 18:32close79260.050.967820.000000.00000626.192468949.92
158592021.04.26 18:32close79240.050.967820.000000.00000263.182469213.10
158602021.04.26 18:32close79220.040.967820.000000.00000-79.862469133.24
158612021.04.26 18:32close79200.030.967820.000000.00000-280.422468852.82
158622021.04.26 18:32close79190.030.967820.000000.00000-498.232468354.59
158632021.04.26 18:40buy79340.050.967240.000000.00000
158642021.04.26 20:11sell79350.030.967400.000000.00000
158652021.04.26 20:58sell79360.030.968210.000000.00000
158662021.04.26 23:41close79360.030.967290.000000.00000250.472468605.06
158672021.04.26 23:41close79350.030.967290.000000.0000029.942468635.00
158682021.04.26 23:59close at stop79340.050.967090.000000.00000-68.042468566.96
158692021.04.26 23:59close at stop79330.050.967090.000000.00000-430.912468136.05
158702021.04.26 23:59close at stop79320.040.967090.000000.00000-631.402467504.65
158712021.04.26 23:59close at stop79310.030.967090.000000.00000-693.992466810.66
158722021.04.26 23:59close at stop79300.030.967090.000000.00000-911.722465898.94