Strategy Tester Report
BitcoinBuyAddEA
IronFX-Demo1 (Build 1090)
| 通貨ペア | BITCOIN (Bitcoin) | ||||
| 期間 | 日足(D1) 2016.11.01 00:00 - 2017.09.11 00:00 (2016.11.01 - 2017.09.12) | ||||
| 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 | 323 | モデルティック数 | 4070127 | モデリング品質 | 90.00% |
| 不整合チャートエラー | 20 | ||||
| 初期証拠金 | 3000.00 | スプレッド | 現在値 (3400) | ||
| 純益 | 17812.47 | 総利益 | 18056.61 | 総損失 | -244.14 |
| プロフィットファクタ | 73.96 | 期待利得 | 481.42 | ||
| 絶対ドローダウン | 831.58 | 最大ドローダウン | 6709.93 (60.79%) | 相対ドローダウン | 60.79% (6709.93) |
| 総取引数 | 37 | 売りポジション(勝率%） | 0 (0.00%) | 買いポジション(勝率%） | 37 (94.59%) |
| 勝率(%) | 35 (94.59%) | 負率 (%) | 2 (5.41%) | ||
| 最大 | 勝トレード | 1166.23 | 敗トレード | -136.95 | |
| 平均 | 勝トレード | 515.90 | 敗トレード | -122.07 | |
| 最大 | 連勝(金額) | 31 (17291.45) | 連敗(金額) | 1 (-136.95) | |
| 最大 | 連勝(トレード数) | 17291.45 (31) | 連敗(トレード数) | -136.95 (1) | |
| 平均 | 連勝 | 12 | 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 | 2016.11.03 15:01 | buy | 1 | 0.01 | 721.48 | 0.00 | 0.00 | ||
| 2 | 2016.12.28 07:27 | close | 1 | 0.01 | 937.92 | 0.00 | 0.00 | 203.65 | 3203.65 |
| 3 | 2017.01.05 10:49 | buy | 2 | 0.01 | 1065.38 | 0.00 | 0.00 | ||
| 4 | 2017.01.06 14:39 | buy | 3 | 0.01 | 949.91 | 0.00 | 0.00 | ||
| 5 | 2017.01.11 07:58 | buy | 4 | 0.01 | 890.21 | 0.00 | 0.00 | ||
| 6 | 2017.01.13 01:47 | buy | 5 | 0.01 | 813.41 | 0.00 | 0.00 | ||
| 7 | 2017.01.18 15:50 | buy | 6 | 0.01 | 880.39 | 0.00 | 0.00 | ||
| 8 | 2017.02.08 15:25 | close | 5 | 0.01 | 1057.43 | 0.00 | 0.00 | 233.03 | 3436.69 |
| 9 | 2017.02.09 11:30 | buy | 7 | 0.01 | 1027.72 | 0.00 | 0.00 | ||
| 10 | 2017.02.23 11:32 | close | 6 | 0.01 | 1144.51 | 0.00 | 0.00 | 252.26 | 3688.95 |
| 11 | 2017.02.23 15:33 | close | 4 | 0.01 | 1157.27 | 0.00 | 0.00 | 254.77 | 3943.72 |
| 12 | 2017.02.24 05:51 | buy | 8 | 0.01 | 1131.73 | 0.00 | 0.00 | ||
| 13 | 2017.03.02 07:50 | close | 3 | 0.01 | 1234.90 | 0.00 | 0.00 | 272.08 | 4215.80 |
| 14 | 2017.03.07 14:43 | buy | 9 | 0.01 | 1239.76 | 0.00 | 0.00 | ||
| 15 | 2017.03.08 14:38 | buy | 10 | 0.01 | 1209.55 | 0.00 | 0.00 | ||
| 16 | 2017.03.10 23:04 | buy | 11 | 0.01 | 1162.46 | 0.00 | 0.00 | ||
| 17 | 2017.03.16 21:09 | buy | 12 | 0.01 | 1216.05 | 0.00 | 0.00 | ||
| 18 | 2017.03.17 05:42 | buy | 13 | 0.01 | 1133.80 | 0.00 | 0.00 | ||
| 19 | 2017.03.22 10:09 | buy | 14 | 0.01 | 1079.57 | 0.00 | 0.00 | ||
| 20 | 2017.03.24 14:42 | buy | 15 | 0.01 | 1004.77 | 0.00 | 0.00 | ||
| 21 | 2017.04.26 20:15 | close | 15 | 0.01 | 1306.36 | 0.00 | 0.00 | 290.17 | 4505.97 |
| 22 | 2017.04.28 00:23 | close | 7 | 0.01 | 1336.31 | 0.00 | 0.00 | 294.26 | 4800.23 |
| 23 | 2017.05.01 17:25 | close | 2 | 0.01 | 1386.03 | 0.00 | 0.00 | 304.08 | 5104.31 |
| 24 | 2017.05.01 20:03 | close | 14 | 0.01 | 1404.72 | 0.00 | 0.00 | 313.17 | 5417.48 |
| 25 | 2017.05.02 14:29 | close | 8 | 0.01 | 1472.39 | 0.00 | 0.00 | 327.13 | 5744.61 |
| 26 | 2017.05.03 20:39 | close | 13 | 0.01 | 1474.19 | 0.00 | 0.00 | 328.10 | 6072.71 |
| 27 | 2017.05.04 04:36 | close | 11 | 0.01 | 1511.58 | 0.00 | 0.00 | 336.21 | 6408.93 |
| 28 | 2017.05.04 18:42 | close | 10 | 0.01 | 1572.61 | 0.00 | 0.00 | 349.90 | 6758.83 |
| 29 | 2017.05.04 19:01 | close | 12 | 0.01 | 1580.93 | 0.00 | 0.00 | 352.34 | 7111.17 |
| 30 | 2017.05.04 21:08 | close | 9 | 0.01 | 1612.76 | 0.00 | 0.00 | 359.78 | 7470.95 |
| 31 | 2017.05.12 22:16 | buy | 16 | 0.01 | 1741.12 | 0.00 | 0.00 | ||
| 32 | 2017.05.15 18:09 | buy | 17 | 0.01 | 1716.40 | 0.00 | 0.00 | ||
| 33 | 2017.05.23 02:00 | buy | 18 | 0.01 | 2049.31 | 0.00 | 0.00 | ||
| 34 | 2017.05.23 18:05 | close | 17 | 0.01 | 2239.89 | 0.00 | 0.00 | 513.49 | 7984.45 |
| 35 | 2017.05.24 03:15 | close | 16 | 0.01 | 2263.99 | 0.00 | 0.00 | 512.75 | 8497.20 |
| 36 | 2017.05.25 13:14 | close | 18 | 0.01 | 2664.92 | 0.00 | 0.00 | 605.86 | 9103.06 |
| 37 | 2017.05.25 20:22 | buy | 19 | 0.01 | 2353.66 | 0.00 | 0.00 | ||
| 38 | 2017.05.26 20:36 | buy | 20 | 0.01 | 2320.49 | 0.00 | 0.00 | ||
| 39 | 2017.05.31 01:37 | buy | 21 | 0.01 | 2165.67 | 0.00 | 0.00 | ||
| 40 | 2017.06.06 05:30 | close | 21 | 0.01 | 2816.25 | 0.00 | 0.00 | 640.71 | 9743.77 |
| 41 | 2017.06.12 10:35 | buy | 22 | 0.01 | 2809.41 | 0.00 | 0.00 | ||
| 42 | 2017.06.14 15:02 | buy | 23 | 0.01 | 2592.39 | 0.00 | 0.00 | ||
| 43 | 2017.06.15 07:29 | buy | 24 | 0.01 | 2449.16 | 0.00 | 0.00 | ||
| 44 | 2017.06.26 14:59 | buy | 25 | 0.01 | 2389.95 | 0.00 | 0.00 | ||
| 45 | 2017.07.10 14:50 | buy | 26 | 0.01 | 2426.86 | 0.00 | 0.00 | ||
| 46 | 2017.07.11 15:41 | buy | 27 | 0.01 | 2289.53 | 0.00 | 0.00 | ||
| 47 | 2017.07.14 14:31 | buy | 28 | 0.01 | 2243.50 | 0.00 | 0.00 | ||
| 48 | 2017.07.19 15:39 | buy | 29 | 0.01 | 2257.62 | 0.00 | 0.00 | ||
| 49 | 2017.07.21 05:51 | close | 28 | 0.01 | 2916.55 | 0.00 | 0.00 | 663.12 | 10406.88 |
| 50 | 2017.07.25 11:01 | buy | 30 | 0.01 | 2647.55 | 0.00 | 0.00 | ||
| 51 | 2017.08.07 00:00 | close | 29 | 0.01 | 3251.61 | 0.00 | 0.00 | 983.31 | 11390.20 |
| 52 | 2017.08.07 00:00 | close | 27 | 0.01 | 3251.67 | 0.00 | 0.00 | 950.97 | 12341.16 |
| 53 | 2017.08.07 00:00 | close | 26 | 0.01 | 3251.74 | 0.00 | 0.00 | 813.64 | 13154.81 |
| 54 | 2017.08.07 00:00 | close | 25 | 0.01 | 3251.80 | 0.00 | 0.00 | 849.75 | 14004.55 |
| 55 | 2017.08.07 00:00 | close | 24 | 0.01 | 3251.87 | 0.00 | 0.00 | 790.05 | 14794.60 |
| 56 | 2017.08.07 00:00 | close | 20 | 0.01 | 3251.93 | 0.00 | 0.00 | 917.54 | 15712.14 |
| 57 | 2017.08.07 00:00 | close | 19 | 0.01 | 3251.84 | 0.00 | 0.00 | 884.22 | 16596.36 |
| 58 | 2017.08.07 15:03 | close | 23 | 0.01 | 3370.59 | 0.00 | 0.00 | 765.35 | 17361.71 |
| 59 | 2017.08.08 07:33 | close | 30 | 0.01 | 3442.00 | 0.00 | 0.00 | 784.08 | 18145.79 |
| 60 | 2017.08.09 13:34 | buy | 31 | 0.01 | 3297.66 | 0.00 | 0.00 | ||
| 61 | 2017.08.14 00:00 | close | 22 | 0.01 | 3989.04 | 0.00 | 0.00 | 1166.23 | 19312.02 |
| 62 | 2017.08.15 00:44 | close | 31 | 0.01 | 4286.96 | 0.00 | 0.00 | 979.43 | 20291.45 |
| 63 | 2017.08.15 11:57 | buy | 32 | 0.01 | 4064.96 | 0.00 | 0.00 | ||
| 64 | 2017.08.18 21:59 | buy | 33 | 0.01 | 4130.73 | 0.00 | 0.00 | ||
| 65 | 2017.08.22 07:06 | buy | 34 | 0.01 | 3827.28 | 0.00 | 0.00 | ||
| 66 | 2017.09.04 12:22 | buy | 35 | 0.01 | 4326.89 | 0.00 | 0.00 | ||
| 67 | 2017.09.05 05:00 | buy | 36 | 0.01 | 4087.78 | 0.00 | 0.00 | ||
| 68 | 2017.09.08 17:10 | buy | 37 | 0.01 | 4357.03 | 0.00 | 0.00 | ||
| 69 | 2017.09.11 18:06 | close at stop | 37 | 0.01 | 4229.64 | 0.00 | 0.00 | -136.95 | 20154.50 |
| 70 | 2017.09.11 18:06 | close at stop | 36 | 0.01 | 4229.64 | 0.00 | 0.00 | 131.99 | 20286.48 |
| 71 | 2017.09.11 18:06 | close at stop | 35 | 0.01 | 4229.64 | 0.00 | 0.00 | -107.18 | 20179.30 |
| 72 | 2017.09.11 18:06 | close at stop | 34 | 0.01 | 4229.64 | 0.00 | 0.00 | 391.62 | 20570.92 |
| 73 | 2017.09.11 18:06 | close at stop | 33 | 0.01 | 4229.64 | 0.00 | 0.00 | 88.05 | 20658.97 |
| 74 | 2017.09.11 18:06 | close at stop | 32 | 0.01 | 4229.64 | 0.00 | 0.00 | 153.51 | 20812.47 |