ストラテジーテスターレポート
XMTrading-MT5 (Build 3521)
設定
エキスパート: MrParleyOneEA
銘柄: AUDJPY
期間: H1 (2022.10.01 - 2022.12.31)
パラメータ: MAGIC=1
SlippagePips=217
OrdersComment=MrParleyOneEA
BuySell=3
Lots=0.02
GyakuMartinBai=2.5
GyakuResetCnt=6
GyakuMinProfit=200
TpSlPattern=0
TakeProfitPips=45
StopLossPips=0
RiskRewardRatio=1
RiskSlPips=30
CbTontonHour=1.0
CbTontonPrice=200
CsTontonHour=0.4
CsTontonPrice=200
Shift=1
B1BbTimeFrame=16385
B1BbPeriod=20
B1BbDeviationOt=2.0
B1BbDeviationIn=1.4
B1BbPrice=1
B1RsiTimeFrame=16385
B1RsiPeriod=14
B1RsiPrice=1
B1RsiLevel=50
B1StoTimeFrame=16385
B1StoKPeriod=5
B1StoDPeriod=3
B1StoSlowing=3
B1StoLevelUp=50
B1StoLevelDn=25
S1BbTimeFrame=16385
S1BbPeriod=20
S1BbDeviationOt=2.2
S1BbDeviationIn=1.0
S1BbPrice=1
S1RsiTimeFrame=16385
S1RsiPeriod=14
S1RsiPrice=1
S1RsiLevel=65
S1StoTimeFrame=16385
S1StoKPeriod=5
S1StoDPeriod=3
S1StoSlowing=3
S1StoLevelUp=75
S1StoLevelDn=50
会社: Tradexfin Limited
通貨: JPY
初期証拠金: 10 000
レバレッジ: 1:1000
結果
ヒストリー品質: 100%
バー: 1320 ティック: 8943361 銘柄: 1
総損益: 152 031 残高絶対ドローダウン: 0 証拠金絶対ドローダウン: 1 627
総利益: 152 031 残高最大ドローダウン: 0 (0%) 証拠金最大ドローダウン: 59 494 (42%)
総損失: 0 残高相対ドローダウン: 0% (0) 証拠金相対ドローダウン: 44% (6 762)
プロフィットファクター: 0.00 期待利得: 4 904.23 証拠金維持率: 120.07%
リカバリファクター: 2.56 シャープレシオ: 14.92 Z-Score: 0.00 (0.00%)
AHPR: 1.1427 (14.27%) LR Correlation: 0.90 OnTester 結果: 0
GHPR: 1.0940 (9.40%) LR Standard Error: 20 829
取引数: 31 ショート (勝率 %): 11 (100.00%) ロング (勝率 %): 20 (100.00%)
約定数: 62 勝ちトレード (勝率 %): 31 (100.00%) 負けトレード (負率 %): 0 (0.00%)
最大 勝ちトレード: 51 285 最大 負けトレード: 0
平均 勝ちトレード: 4 904 平均 負けトレード: 0
最大 連勝数 (金額): 31 (152 031) 最大 連敗数 (金額): 0 (0)
最大 連勝利益額 (数): 152 031 (31) 最大 連敗損失額 (数): 0 (0)
平均 連勝数: 31 平均 連敗数: 0
Graph
Graph
Correlation (Profits,MFE): 0.88 Correlation (Profits,MAE): -0.48 Correlation (MFE,MAE): -0.7310
Graph
ポジション最短保持時間: 0:18:41 ポジション最長保持時間: 14:09:30 ポジション平均保持時間: 2:30:08
Graph
注文
約定時刻 注文 銘柄 タイプ 数量 価格 決済逆指値(S/L) 決済指値(T/P) 時間 状況 コメント
2022.10.03 19:00:002AUDJPYsell0.02 / 0.020.00093.4592022.10.03 19:00:00filledMrParleyOneEA_1[in]
2022.10.04 06:30:313AUDJPYbuy0.02 / 0.020.0002022.10.04 06:30:31filledMrParleyOneEA_1[out]
2022.10.05 17:00:004AUDJPYbuy0.05 / 0.050.00093.7412022.10.05 17:00:00filledMrParleyOneEA_1[in]
2022.10.05 18:00:425AUDJPYsell0.05 / 0.050.0002022.10.05 18:00:42filledMrParleyOneEA_1[out]
2022.10.06 22:00:006AUDJPYbuy0.13 / 0.130.00093.4252022.10.06 22:00:00filledMrParleyOneEA_1[in]
2022.10.06 23:00:017AUDJPYsell0.13 / 0.130.0002022.10.06 23:00:01filledMrParleyOneEA_1[out]
2022.10.10 14:00:008AUDJPYbuy0.31 / 0.310.00092.2362022.10.10 14:00:00filledMrParleyOneEA_1[in]
2022.10.10 15:00:019AUDJPYsell0.31 / 0.310.0002022.10.10 15:00:01filledMrParleyOneEA_1[out]
2022.10.13 18:00:0010AUDJPYbuy0.78 / 0.780.00092.0982022.10.13 18:00:00filledMrParleyOneEA_1[in]
2022.10.13 18:18:4111AUDJPYsell0.78 / 0.780.0002022.10.13 18:18:41filledtp 92.098
2022.10.14 10:00:0012AUDJPYsell1.95 / 1.950.00092.9492022.10.14 10:00:00filledMrParleyOneEA_1[in]
2022.10.14 10:24:0113AUDJPYbuy1.95 / 1.950.0002022.10.14 10:24:01filledMrParleyOneEA_1[out]
2022.10.14 18:00:0014AUDJPYbuy0.02 / 0.020.00093.0672022.10.14 18:00:00filledMrParleyOneEA_1[in]
2022.10.17 08:09:3015AUDJPYsell0.02 / 0.020.0002022.10.17 08:09:30filledMrParleyOneEA_1[out]
2022.10.17 23:00:0016AUDJPYsell0.02 / 0.020.00093.2182022.10.17 23:00:00filledMrParleyOneEA_1[in]
2022.10.18 05:20:3817AUDJPYbuy0.02 / 0.020.0002022.10.18 05:20:38filledMrParleyOneEA_1[out]
2022.10.18 10:00:0018AUDJPYsell0.05 / 0.050.00093.5172022.10.18 10:00:00filledMrParleyOneEA_1[in]
2022.10.18 10:24:0119AUDJPYbuy0.05 / 0.050.0002022.10.18 10:24:01filledMrParleyOneEA_1[out]
2022.10.18 11:00:0020AUDJPYsell0.13 / 0.130.00093.5392022.10.18 11:00:00filledMrParleyOneEA_1[in]
2022.10.18 11:24:0121AUDJPYbuy0.13 / 0.130.0002022.10.18 11:24:01filledMrParleyOneEA_1[out]
2022.10.26 15:00:0022AUDJPYsell0.31 / 0.310.00094.8162022.10.26 15:00:00filledMrParleyOneEA_1[in]
2022.10.26 15:24:0123AUDJPYbuy0.31 / 0.310.0002022.10.26 15:24:01filledMrParleyOneEA_1[out]
2022.10.27 14:00:0024AUDJPYbuy0.78 / 0.780.00094.8192022.10.27 14:00:00filledMrParleyOneEA_1[in]
2022.10.27 15:00:0125AUDJPYsell0.78 / 0.780.0002022.10.27 15:00:01filledMrParleyOneEA_1[out]
2022.11.01 14:00:0026AUDJPYbuy1.95 / 1.950.00095.3672022.11.01 14:00:00filledMrParleyOneEA_1[in]
2022.11.01 15:00:0127AUDJPYsell1.95 / 1.950.0002022.11.01 15:00:01filledMrParleyOneEA_1[out]
2022.11.04 20:00:0028AUDJPYsell0.02 / 0.020.00094.3562022.11.04 20:00:00filledMrParleyOneEA_1[in]
2022.11.07 00:05:0029AUDJPYbuy0.02 / 0.020.0002022.11.07 00:05:00filledMrParleyOneEA_1[out]
2022.11.10 11:00:0030AUDJPYbuy0.05 / 0.050.00094.1572022.11.10 11:00:00filledMrParleyOneEA_1[in]
2022.11.10 12:00:0131AUDJPYsell0.05 / 0.050.0002022.11.10 12:00:01filledMrParleyOneEA_1[out]
2022.11.10 18:00:0032AUDJPYbuy0.13 / 0.130.00093.8552022.11.10 18:00:00filledMrParleyOneEA_1[in]
2022.11.10 19:00:2933AUDJPYsell0.13 / 0.130.0002022.11.10 19:00:29filledMrParleyOneEA_1[out]
2022.11.10 20:00:0034AUDJPYbuy0.31 / 0.310.00093.7102022.11.10 20:00:00filledMrParleyOneEA_1[in]
2022.11.10 21:00:0135AUDJPYsell0.31 / 0.310.0002022.11.10 21:00:01filledMrParleyOneEA_1[out]
2022.11.11 15:00:0036AUDJPYbuy0.78 / 0.780.00093.4332022.11.11 15:00:00filledMrParleyOneEA_1[in]
2022.11.11 16:00:0137AUDJPYsell0.78 / 0.780.0002022.11.11 16:00:01filledMrParleyOneEA_1[out]
2022.11.14 20:00:0038AUDJPYsell1.95 / 1.950.00093.5932022.11.14 20:00:00filledMrParleyOneEA_1[in]
2022.11.14 20:27:2539AUDJPYbuy1.95 / 1.950.0002022.11.14 20:27:25filledMrParleyOneEA_1[out]
2022.11.18 19:00:0040AUDJPYbuy0.02 / 0.020.00094.0102022.11.18 19:00:00filledMrParleyOneEA_1[in]
2022.11.18 21:22:4141AUDJPYsell0.02 / 0.020.0002022.11.18 21:22:41filledMrParleyOneEA_1[out]
2022.11.23 20:00:0042AUDJPYbuy0.05 / 0.050.00094.2182022.11.23 20:00:00filledMrParleyOneEA_1[in]
2022.11.23 21:00:2043AUDJPYsell0.05 / 0.050.0002022.11.23 21:00:20filledMrParleyOneEA_1[out]
2022.11.24 15:00:0044AUDJPYbuy0.13 / 0.130.00093.8462022.11.24 15:00:00filledMrParleyOneEA_1[in]
2022.11.24 16:00:0145AUDJPYsell0.13 / 0.130.0002022.11.24 16:00:01filledMrParleyOneEA_1[out]
2022.11.30 17:00:0046AUDJPYsell0.31 / 0.310.00093.0822022.11.30 17:00:00filledMrParleyOneEA_1[in]
2022.11.30 17:24:0447AUDJPYbuy0.31 / 0.310.0002022.11.30 17:24:04filledMrParleyOneEA_1[out]
2022.12.02 00:00:0048AUDJPYbuy0.78 / 0.780.00092.6062022.12.02 00:00:00filledMrParleyOneEA_1[in]
2022.12.02 08:04:3749AUDJPYsell0.78 / 0.780.0002022.12.02 08:04:37filledMrParleyOneEA_1[out]
2022.12.02 15:00:0050AUDJPYbuy1.95 / 1.950.00091.9132022.12.02 15:00:00filledMrParleyOneEA_1[in]
2022.12.02 16:00:0151AUDJPYsell1.95 / 1.950.0002022.12.02 16:00:01filledMrParleyOneEA_1[out]
2022.12.08 19:00:0052AUDJPYsell0.02 / 0.020.00091.8862022.12.08 19:00:00filledMrParleyOneEA_1[in]
2022.12.09 05:20:2153AUDJPYbuy0.02 / 0.020.0002022.12.09 05:20:21filledMrParleyOneEA_1[out]
2022.12.12 01:00:0054AUDJPYsell0.05 / 0.050.00092.3362022.12.12 01:00:00filledMrParleyOneEA_1[in]
2022.12.12 01:41:3955AUDJPYbuy0.05 / 0.050.0002022.12.12 01:41:39filledMrParleyOneEA_1[out]
2022.12.13 16:00:0056AUDJPYbuy0.05 / 0.050.00093.2622022.12.13 16:00:00filledMrParleyOneEA_1[in]
2022.12.13 17:00:0157AUDJPYsell0.05 / 0.050.0002022.12.13 17:00:01filledMrParleyOneEA_1[out]
2022.12.14 05:00:0058AUDJPYbuy0.13 / 0.130.00093.0042022.12.14 05:00:00filledMrParleyOneEA_1[in]
2022.12.14 06:41:3559AUDJPYsell0.13 / 0.130.0002022.12.14 06:41:35filledMrParleyOneEA_1[out]
2022.12.14 06:41:3560AUDJPYbuy0.31 / 0.310.00093.0522022.12.14 06:41:35filledMrParleyOneEA_1[in]
2022.12.14 07:41:3661AUDJPYsell0.31 / 0.310.0002022.12.14 07:41:36filledMrParleyOneEA_1[out]
2022.12.16 15:00:0062AUDJPYbuy0.78 / 0.780.00092.1822022.12.16 15:00:00filledMrParleyOneEA_1[in]
2022.12.16 16:29:4263AUDJPYsell0.78 / 0.780.0002022.12.16 16:29:42filledMrParleyOneEA_1[out]
約定
時間 約定 銘柄 タイプ 新規・決済 数量 価格 注文 手数料 スワップ 損益 残高 コメント
2022.10.01 00:00:001balance0010 00010 000
2022.10.03 19:00:002AUDJPYsellin0.0293.909200010 000MrParleyOneEA_1[in]
2022.10.04 06:30:313AUDJPYbuyout0.0293.78030-2525810 233MrParleyOneEA_1[out]
2022.10.05 17:00:004AUDJPYbuyin0.0593.289400010 233MrParleyOneEA_1[in]
2022.10.05 18:00:425AUDJPYsellout0.0593.33250021510 448MrParleyOneEA_1[out]
2022.10.06 22:00:006AUDJPYbuyin0.1392.975600010 448MrParleyOneEA_1[in]
2022.10.06 23:00:017AUDJPYsellout0.1393.00670040310 851MrParleyOneEA_1[out]
2022.10.10 14:00:008AUDJPYbuyin0.3191.786800010 851MrParleyOneEA_1[in]
2022.10.10 15:00:019AUDJPYsellout0.3191.8899003 19314 044MrParleyOneEA_1[out]
2022.10.13 18:00:0010AUDJPYbuyin0.7891.6491000014 044MrParleyOneEA_1[in]
2022.10.13 18:18:4111AUDJPYsellout0.7892.098110035 02249 066tp 92.098
2022.10.14 10:00:0012AUDJPYsellin1.9593.3981200049 066MrParleyOneEA_1[in]
2022.10.14 10:24:0113AUDJPYbuyout1.9593.135130051 285100 351MrParleyOneEA_1[out]
2022.10.14 18:00:0014AUDJPYbuyin0.0292.61714000100 351MrParleyOneEA_1[in]
2022.10.17 08:09:3015AUDJPYsellout0.0292.7131508192100 551MrParleyOneEA_1[out]
2022.10.17 23:00:0016AUDJPYsellin0.0293.66816000100 551MrParleyOneEA_1[in]
2022.10.18 05:20:3817AUDJPYbuyout0.0293.555170-25226100 752MrParleyOneEA_1[out]
2022.10.18 10:00:0018AUDJPYsellin0.0593.96618000100 752MrParleyOneEA_1[in]
2022.10.18 10:24:0119AUDJPYbuyout0.0593.7801900930101 682MrParleyOneEA_1[out]
2022.10.18 11:00:0020AUDJPYsellin0.1393.98920000101 682MrParleyOneEA_1[in]
2022.10.18 11:24:0121AUDJPYbuyout0.1393.85421001 755103 437MrParleyOneEA_1[out]
2022.10.26 15:00:0022AUDJPYsellin0.3195.26622000103 437MrParleyOneEA_1[in]
2022.10.26 15:24:0123AUDJPYbuyout0.3195.21323001 643105 080MrParleyOneEA_1[out]
2022.10.27 14:00:0024AUDJPYbuyin0.7894.36924000105 080MrParleyOneEA_1[in]
2022.10.27 15:00:0125AUDJPYsellout0.7894.48425008 970114 050MrParleyOneEA_1[out]
2022.11.01 14:00:0026AUDJPYbuyin1.9594.91726000114 050MrParleyOneEA_1[in]
2022.11.01 15:00:0127AUDJPYsellout1.9594.9192700390114 440MrParleyOneEA_1[out]
2022.11.04 20:00:0028AUDJPYsellin0.0294.80628000114 440MrParleyOneEA_1[in]
2022.11.07 00:05:0029AUDJPYbuyout0.0294.556290-25500114 915MrParleyOneEA_1[out]
2022.11.10 11:00:0030AUDJPYbuyin0.0593.70730000114 915MrParleyOneEA_1[in]
2022.11.10 12:00:0131AUDJPYsellout0.0593.7523100225115 140MrParleyOneEA_1[out]
2022.11.10 18:00:0032AUDJPYbuyin0.1393.40632000115 140MrParleyOneEA_1[in]
2022.11.10 19:00:2933AUDJPYsellout0.1393.4233300221115 361MrParleyOneEA_1[out]
2022.11.10 20:00:0034AUDJPYbuyin0.3193.26034000115 361MrParleyOneEA_1[in]
2022.11.10 21:00:0135AUDJPYsellout0.3193.35835003 038118 399MrParleyOneEA_1[out]
2022.11.11 15:00:0036AUDJPYbuyin0.7892.98336000118 399MrParleyOneEA_1[in]
2022.11.11 16:00:0137AUDJPYsellout0.7893.117370010 452128 851MrParleyOneEA_1[out]
2022.11.14 20:00:0038AUDJPYsellin1.9594.04338000128 851MrParleyOneEA_1[in]
2022.11.14 20:27:2539AUDJPYbuyout1.9594.0413900390129 241MrParleyOneEA_1[out]
2022.11.18 19:00:0040AUDJPYbuyin0.0293.56040000129 241MrParleyOneEA_1[in]
2022.11.18 21:22:4141AUDJPYsellout0.0293.6614100202129 443MrParleyOneEA_1[out]
2022.11.23 20:00:0042AUDJPYbuyin0.0593.76842000129 443MrParleyOneEA_1[in]
2022.11.23 21:00:2043AUDJPYsellout0.0593.8094300205129 648MrParleyOneEA_1[out]
2022.11.24 15:00:0044AUDJPYbuyin0.1393.39644000129 648MrParleyOneEA_1[in]
2022.11.24 16:00:0145AUDJPYsellout0.1393.4204500312129 960MrParleyOneEA_1[out]
2022.11.30 17:00:0046AUDJPYsellin0.3193.53146000129 960MrParleyOneEA_1[in]
2022.11.30 17:24:0447AUDJPYbuyout0.3193.5244700217130 177MrParleyOneEA_1[out]
2022.12.02 00:00:0048AUDJPYbuyin0.7892.15648000130 177MrParleyOneEA_1[in]
2022.12.02 08:04:3749AUDJPYsellout0.7892.1594900234130 411MrParleyOneEA_1[out]
2022.12.02 15:00:0050AUDJPYbuyin1.9591.46350000130 411MrParleyOneEA_1[in]
2022.12.02 16:00:0151AUDJPYsellout1.9591.608510028 275158 686MrParleyOneEA_1[out]
2022.12.08 19:00:0052AUDJPYsellin0.0292.33652000158 686MrParleyOneEA_1[in]
2022.12.09 05:20:2153AUDJPYbuyout0.0292.222530-25228158 889MrParleyOneEA_1[out]
2022.12.12 01:00:0054AUDJPYsellin0.0592.78654000158 889MrParleyOneEA_1[in]
2022.12.12 01:41:3955AUDJPYbuyout0.0592.7465500200159 089MrParleyOneEA_1[out]
2022.12.13 16:00:0056AUDJPYbuyin0.0592.81156000159 089MrParleyOneEA_1[in]
2022.12.13 17:00:0157AUDJPYsellout0.0593.0015700950160 039MrParleyOneEA_1[out]
2022.12.14 05:00:0058AUDJPYbuyin0.1392.55458000160 039MrParleyOneEA_1[in]
2022.12.14 06:41:3559AUDJPYsellout0.1392.5705900208160 247MrParleyOneEA_1[out]
2022.12.14 06:41:3560AUDJPYbuyin0.3192.60260000160 247MrParleyOneEA_1[in]
2022.12.14 07:41:3661AUDJPYsellout0.3192.65261001 550161 797MrParleyOneEA_1[out]
2022.12.16 15:00:0062AUDJPYbuyin0.7891.73262000161 797MrParleyOneEA_1[in]
2022.12.16 16:29:4263AUDJPYsellout0.7891.7356300234162 031MrParleyOneEA_1[out]
0 -92 152 123 162 031