Strategy Tester Report
BitcoinBuyAddEA_13027644
IronFXBM-Real3 (Build 1090)
| 通貨ペア | BITCOIN (Bitcoin) | ||||
| 期間 | 日足(D1) 2016.10.31 00:00 - 2017.09.22 00:00 (2016.10.31 - 2017.09.24) | ||||
| 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 | Magic=20170827; OrdersComment="BitcoinBuyAddEA"; Slippage=3; LotsPercent=1; PriceDownPercent=5; PriceUpPercent=30; MaxPositionCnt=10; | ||||
| テストバー数 | 332 | モデルティック数 | 4883492 | モデリング品質 | 52.60% |
| 不整合チャートエラー | 1 | ||||
| 初期証拠金 | 3000.00 | スプレッド | 現在値 (2000) | ||
| 純益 | 14851.01 | 総利益 | 18871.91 | 総損失 | -4020.90 |
| プロフィットファクタ | 4.69 | 期待利得 | 345.37 | ||
| 絶対ドローダウン | 461.25 | 最大ドローダウン | 12098.03 (49.37%) | 相対ドローダウン | 58.58% (6653.06) |
| 総取引数 | 43 | 売りポジション(勝率%） | 0 (0.00%) | 買いポジション(勝率%） | 43 (79.07%) |
| 勝率(%) | 34 (79.07%) | 負率 (%) | 9 (20.93%) | ||
| 最大 | 勝トレード | 1229.51 | 敗トレード | -770.10 | |
| 平均 | 勝トレード | 555.06 | 敗トレード | -446.77 | |
| 最大 | 連勝(金額) | 33 (18528.27) | 連敗(金額) | 8 (-3823.40) | |
| 最大 | 連勝(トレード数) | 18528.27 (33) | 連敗(トレード数) | -3823.40 (8) | |
| 平均 | 連勝 | 17 | 連敗 | 5 | |
| # | 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 | 2016.11.03 21:55 | buy | 1 | 0.01 | 707.44 | 0.00 | 0.00 | ||
| 2 | 2016.12.27 13:53 | close | 1 | 0.01 | 919.72 | 0.00 | 0.00 | 199.56 | 3199.56 |
| 3 | 2017.01.05 13:17 | buy | 2 | 0.01 | 1051.22 | 0.00 | 0.00 | ||
| 4 | 2017.01.06 10:34 | buy | 3 | 0.01 | 935.90 | 0.00 | 0.00 | ||
| 5 | 2017.01.11 10:30 | buy | 4 | 0.01 | 876.20 | 0.00 | 0.00 | ||
| 6 | 2017.01.13 06:31 | buy | 5 | 0.01 | 799.40 | 0.00 | 0.00 | ||
| 7 | 2017.01.18 16:51 | buy | 6 | 0.01 | 866.39 | 0.00 | 0.00 | ||
| 8 | 2017.02.07 09:31 | close | 5 | 0.01 | 1039.25 | 0.00 | 0.00 | 228.92 | 3428.48 |
| 9 | 2017.02.09 15:28 | buy | 7 | 0.01 | 1013.68 | 0.00 | 0.00 | ||
| 10 | 2017.02.22 19:51 | close | 6 | 0.01 | 1126.32 | 0.00 | 0.00 | 248.26 | 3676.74 |
| 11 | 2017.02.23 14:04 | close | 4 | 0.01 | 1139.07 | 0.00 | 0.00 | 250.58 | 3927.32 |
| 12 | 2017.02.24 09:33 | buy | 8 | 0.01 | 1117.71 | 0.00 | 0.00 | ||
| 13 | 2017.03.01 16:37 | close | 3 | 0.01 | 1216.67 | 0.00 | 0.00 | 268.05 | 4195.37 |
| 14 | 2017.03.07 13:29 | buy | 9 | 0.01 | 1225.58 | 0.00 | 0.00 | ||
| 15 | 2017.03.08 06:40 | buy | 10 | 0.01 | 1195.41 | 0.00 | 0.00 | ||
| 16 | 2017.03.10 15:39 | close | 7 | 0.01 | 1317.91 | 0.00 | 0.00 | 292.93 | 4488.30 |
| 17 | 2017.03.10 23:17 | buy | 11 | 0.01 | 1151.13 | 0.00 | 0.00 | ||
| 18 | 2017.03.16 21:29 | buy | 12 | 0.01 | 1202.09 | 0.00 | 0.00 | ||
| 19 | 2017.03.17 05:38 | buy | 13 | 0.01 | 1119.86 | 0.00 | 0.00 | ||
| 20 | 2017.03.22 10:36 | buy | 14 | 0.01 | 1066.01 | 0.00 | 0.00 | ||
| 21 | 2017.03.24 14:36 | buy | 15 | 0.01 | 991.05 | 0.00 | 0.00 | ||
| 22 | 2017.04.13 20:37 | buy | 16 | 0.01 | 1168.56 | 0.00 | 0.00 | ||
| 23 | 2017.04.26 17:37 | close | 15 | 0.01 | 1288.41 | 0.00 | 0.00 | 285.94 | 4774.24 |
| 24 | 2017.05.01 16:38 | close | 2 | 0.01 | 1366.75 | 0.00 | 0.00 | 298.96 | 5073.20 |
| 25 | 2017.05.01 17:37 | close | 14 | 0.01 | 1385.97 | 0.00 | 0.00 | 307.98 | 5381.19 |
| 26 | 2017.05.02 14:19 | close | 8 | 0.01 | 1453.09 | 0.00 | 0.00 | 321.85 | 5703.04 |
| 27 | 2017.05.02 14:26 | close | 13 | 0.01 | 1455.93 | 0.00 | 0.00 | 323.84 | 6026.88 |
| 28 | 2017.05.03 23:27 | close | 11 | 0.01 | 1496.47 | 0.00 | 0.00 | 332.62 | 6359.50 |
| 29 | 2017.05.04 08:39 | close | 16 | 0.01 | 1519.29 | 0.00 | 0.00 | 339.93 | 6699.42 |
| 30 | 2017.05.04 11:31 | close | 10 | 0.01 | 1554.06 | 0.00 | 0.00 | 345.49 | 7044.92 |
| 31 | 2017.05.04 17:20 | close | 12 | 0.01 | 1562.77 | 0.00 | 0.00 | 348.14 | 7393.06 |
| 32 | 2017.05.04 21:00 | close | 9 | 0.01 | 1593.41 | 0.00 | 0.00 | 354.61 | 7747.67 |
| 33 | 2017.05.12 22:17 | buy | 17 | 0.01 | 1727.23 | 0.00 | 0.00 | ||
| 34 | 2017.05.15 18:14 | buy | 18 | 0.01 | 1702.87 | 0.00 | 0.00 | ||
| 35 | 2017.05.22 22:36 | close | 18 | 0.01 | 2213.80 | 0.00 | 0.00 | 501.00 | 8248.67 |
| 36 | 2017.05.23 02:00 | buy | 19 | 0.01 | 2035.18 | 0.00 | 0.00 | ||
| 37 | 2017.05.23 21:32 | close | 17 | 0.01 | 2246.31 | 0.00 | 0.00 | 509.02 | 8757.69 |
| 38 | 2017.05.25 12:49 | close | 19 | 0.01 | 2645.76 | 0.00 | 0.00 | 600.83 | 9358.52 |
| 39 | 2017.05.25 20:18 | buy | 20 | 0.01 | 2340.16 | 0.00 | 0.00 | ||
| 40 | 2017.05.26 20:44 | buy | 21 | 0.01 | 2308.84 | 0.00 | 0.00 | ||
| 41 | 2017.05.31 01:49 | buy | 22 | 0.01 | 2152.44 | 0.00 | 0.00 | ||
| 42 | 2017.06.06 05:19 | close | 22 | 0.01 | 2798.36 | 0.00 | 0.00 | 636.05 | 9994.57 |
| 43 | 2017.06.12 13:43 | buy | 23 | 0.01 | 2795.43 | 0.00 | 0.00 | ||
| 44 | 2017.06.14 16:49 | buy | 24 | 0.01 | 2577.91 | 0.00 | 0.00 | ||
| 45 | 2017.06.15 01:14 | buy | 25 | 0.01 | 2435.16 | 0.00 | 0.00 | ||
| 46 | 2017.06.26 19:16 | buy | 26 | 0.01 | 2375.37 | 0.00 | 0.00 | ||
| 47 | 2017.07.10 17:38 | buy | 27 | 0.01 | 2412.80 | 0.00 | 0.00 | ||
| 48 | 2017.07.11 02:19 | buy | 28 | 0.01 | 2275.36 | 0.00 | 0.00 | ||
| 49 | 2017.07.14 19:26 | buy | 29 | 0.01 | 2229.44 | 0.00 | 0.00 | ||
| 50 | 2017.07.19 22:54 | buy | 30 | 0.01 | 2243.57 | 0.00 | 0.00 | ||
| 51 | 2017.07.21 02:09 | close | 29 | 0.01 | 2898.30 | 0.00 | 0.00 | 658.93 | 10653.50 |
| 52 | 2017.07.21 02:10 | close | 30 | 0.01 | 2916.77 | 0.00 | 0.00 | 663.45 | 11316.95 |
| 53 | 2017.07.25 13:39 | buy | 31 | 0.01 | 2633.47 | 0.00 | 0.00 | ||
| 54 | 2017.08.01 11:49 | buy | 32 | 0.01 | 2749.18 | 0.00 | 0.00 | ||
| 55 | 2017.08.07 00:00 | close | 28 | 0.01 | 3251.31 | 0.00 | 0.00 | 964.78 | 12281.73 |
| 56 | 2017.08.07 00:00 | close | 27 | 0.01 | 3251.32 | 0.00 | 0.00 | 827.28 | 13109.01 |
| 57 | 2017.08.07 00:00 | close | 26 | 0.01 | 3251.31 | 0.00 | 0.00 | 863.84 | 13972.85 |
| 58 | 2017.08.07 00:00 | close | 25 | 0.01 | 3251.33 | 0.00 | 0.00 | 803.51 | 14776.36 |
| 59 | 2017.08.07 00:00 | close | 21 | 0.01 | 3251.32 | 0.00 | 0.00 | 928.58 | 15704.93 |
| 60 | 2017.08.07 00:00 | close | 20 | 0.01 | 3251.34 | 0.00 | 0.00 | 897.22 | 16602.15 |
| 61 | 2017.08.07 14:24 | close | 24 | 0.01 | 3351.55 | 0.00 | 0.00 | 760.79 | 17362.94 |
| 62 | 2017.08.08 06:13 | close | 31 | 0.01 | 3423.53 | 0.00 | 0.00 | 779.69 | 18142.64 |
| 63 | 2017.08.09 13:34 | buy | 33 | 0.01 | 3283.65 | 0.00 | 0.00 | ||
| 64 | 2017.08.14 00:00 | close | 32 | 0.01 | 3989.00 | 0.00 | 0.00 | 1229.51 | 19372.15 |
| 65 | 2017.08.14 00:00 | close | 23 | 0.01 | 3989.37 | 0.00 | 0.00 | 1180.54 | 20552.69 |
| 66 | 2017.08.14 17:31 | close | 33 | 0.01 | 4269.04 | 0.00 | 0.00 | 975.58 | 21528.27 |
| 67 | 2017.08.15 13:13 | buy | 34 | 0.01 | 4050.80 | 0.00 | 0.00 | ||
| 68 | 2017.08.18 21:58 | buy | 35 | 0.01 | 4116.95 | 0.00 | 0.00 | ||
| 69 | 2017.08.22 07:05 | buy | 36 | 0.01 | 3812.85 | 0.00 | 0.00 | ||
| 70 | 2017.09.04 12:22 | buy | 37 | 0.01 | 4312.89 | 0.00 | 0.00 | ||
| 71 | 2017.09.05 05:00 | buy | 38 | 0.01 | 4073.78 | 0.00 | 0.00 | ||
| 72 | 2017.09.08 17:10 | buy | 39 | 0.01 | 4343.03 | 0.00 | 0.00 | ||
| 73 | 2017.09.13 06:27 | buy | 40 | 0.01 | 3983.66 | 0.00 | 0.00 | ||
| 74 | 2017.09.14 13:49 | buy | 41 | 0.01 | 3708.68 | 0.00 | 0.00 | ||
| 75 | 2017.09.15 02:29 | buy | 42 | 0.01 | 3229.72 | 0.00 | 0.00 | ||
| 76 | 2017.09.21 18:16 | buy | 43 | 0.01 | 3771.24 | 0.00 | 0.00 | ||
| 77 | 2017.09.22 22:59 | close at stop | 43 | 0.01 | 3583.30 | 0.00 | 0.00 | -197.50 | 21330.76 |
| 78 | 2017.09.22 22:59 | close at stop | 42 | 0.01 | 3583.30 | 0.00 | 0.00 | 343.65 | 21674.41 |
| 79 | 2017.09.22 22:59 | close at stop | 41 | 0.01 | 3583.30 | 0.00 | 0.00 | -135.38 | 21539.03 |
| 80 | 2017.09.22 22:59 | close at stop | 40 | 0.01 | 3583.30 | 0.00 | 0.00 | -410.54 | 21128.49 |
| 81 | 2017.09.22 22:59 | close at stop | 39 | 0.01 | 3583.30 | 0.00 | 0.00 | -770.10 | 20358.40 |
| 82 | 2017.09.22 22:59 | close at stop | 38 | 0.01 | 3583.30 | 0.00 | 0.00 | -501.16 | 19857.24 |
| 83 | 2017.09.22 22:59 | close at stop | 37 | 0.01 | 3583.30 | 0.00 | 0.00 | -740.33 | 19116.91 |
| 84 | 2017.09.22 22:59 | close at stop | 36 | 0.01 | 3583.30 | 0.00 | 0.00 | -241.10 | 18875.81 |
| 85 | 2017.09.22 22:59 | close at stop | 35 | 0.01 | 3583.30 | 0.00 | 0.00 | -545.32 | 18330.49 |
| 86 | 2017.09.22 22:59 | close at stop | 34 | 0.01 | 3583.30 | 0.00 | 0.00 | -479.48 | 17851.01 |