Strategy Tester Report
USDCHF_Special_01
ThinkForex-Demo Asia (Build 646)

通貨ペアUSDCHF (US Dollar vs Swiss Franc)
期間5分足(M5) 2012.06.01 00:00 - 2014.05.29 23:55 (2012.06.01 - 2014.05.30)
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Lots=0.1; MagicNumber=123456;
テストバー数146777モデルティック数1606147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スプレッド現在の (13)
総損益152.11総利益549.51総損失-397.41
プロフィットファクター1.38期待利得1.26
絶対ドローダウン47.33最大ドローダウン65.63 (0.65%)相対ドローダウン0.65% (65.63)
総取引数121ショートポジション(勝率%)67 (62.69%)ロングポジション(勝率%)54 (61.11%)
勝率(%)75 (61.98%)負率 (%)46 (38.02%)
最大勝トレード24.93負トレード-32.68
平均勝トレード7.33負トレード-8.64
最大連勝(金額)8 (58.13)連敗(金額)3 (-37.71)
最大化連勝(トレード数)58.13 (8)連敗(トレード数)-37.71 (3)
平均連勝2連敗2
Graph
#時間取引種別注文番号数量価格S/L:決済逆指値T/P:決済指値損益残高
12012.06.01 00:08sell10.100.972200.983200.97088
22012.06.01 02:42close10.100.972130.983200.970880.7210000.72
32012.06.05 00:00buy20.100.959330.948330.96129
42012.06.05 02:42close20.100.958470.948330.96129-8.979991.75
52012.06.06 01:35buy30.100.962630.951630.96437
62012.06.06 03:00close30.100.961900.951630.96437-7.599984.16
72012.06.07 01:36buy40.100.954330.943330.95593
82012.06.07 02:39close40.100.955530.943330.9559312.569996.72
92012.06.08 00:15sell50.100.956130.967130.95459
102012.06.08 05:29close50.100.958730.967130.95459-27.129969.60
112012.06.13 00:05sell60.100.961100.972100.95930
122012.06.13 03:29close60.100.961330.972100.95930-2.399967.21
132012.06.19 01:59buy70.100.952430.941430.95388
142012.06.19 04:33close70.100.952370.941430.95388-0.639966.58
152012.06.20 00:18sell80.100.947600.958600.94601
162012.06.20 02:41close80.100.947330.958600.946012.859969.43
172012.06.21 00:46sell90.100.948000.959000.94622
182012.06.21 01:37close90.100.947330.959000.946227.079976.50
192012.07.05 00:32buy100.100.958330.947330.95979
202012.07.05 01:10close100.100.959100.947330.959798.039984.53
212012.07.13 00:01sell110.100.985200.996200.98272
222012.07.13 01:37close110.100.984330.996200.982728.849993.37
232012.07.13 01:49buy120.100.983730.972730.98524
242012.07.13 02:21close120.100.984900.972730.9852411.8810005.25
252012.07.17 01:25buy130.100.976530.965530.97890
262012.07.17 03:08close130.100.976600.965530.978900.7210005.97
272012.07.18 00:25buy140.100.976130.965130.97773
282012.07.18 02:08close140.100.976800.965130.977736.8610012.83
292012.07.20 00:10sell150.100.979200.990200.97753
302012.07.20 02:57close150.100.978930.990200.977532.7610015.59
312012.07.31 01:45buy160.100.978430.967430.98013
322012.07.31 04:28close160.100.977800.967430.98013-6.4410009.15
332012.08.02 00:20sell170.100.982100.993100.98059
342012.08.02 01:29close170.100.981530.993100.980595.8110014.96
352012.08.08 00:45buy180.100.969130.958130.97038
362012.08.08 03:40close180.100.969000.958130.97038-1.3410013.62
372012.08.28 00:55sell190.100.961600.972600.95995
382012.08.28 02:48close190.100.962230.972600.95995-6.5510007.07
392012.09.04 01:40buy200.100.952630.941630.95416
402012.09.04 04:10close200.100.951700.941630.95416-9.779997.30
412012.09.05 00:01sell210.100.958800.969800.95485
422012.09.05 01:51close210.100.957830.969800.9548510.1310007.43
432012.09.06 01:59buy220.100.954830.943830.95611
442012.09.06 02:31close220.100.955770.943830.956119.8410017.27
452012.09.18 01:05buy230.100.926430.915430.92781
462012.09.18 03:51close230.100.926500.915430.927810.7610018.03
472012.09.20 00:12sell240.100.927300.938300.92604
482012.09.20 05:16close240.100.929430.938300.92604-22.929995.11
492012.09.27 01:25buy250.100.938430.927430.93987
502012.09.27 02:32close250.100.938800.927430.939873.949999.05
512012.10.09 00:55sell260.100.934200.945200.93177
522012.10.09 03:38close260.100.934630.945200.93177-4.609994.45
532012.10.10 00:00sell270.100.941900.952900.94018
542012.10.10 01:16close270.100.940930.952900.9401810.3110004.76
552012.10.11 01:05sell280.100.941000.952000.93937
562012.10.11 02:07close280.100.940530.952000.939375.0010009.76
572012.10.17 00:43sell290.100.923600.934600.92156
582012.10.17 01:19close290.100.922860.934600.921568.0210017.78
592012.11.07 00:40sell300.100.944100.955100.94251
602012.11.07 02:36close300.100.944230.955100.94251-1.3810016.40
612012.11.13 01:05sell310.100.949200.960200.94769
622012.11.13 03:49close310.100.949630.960200.94769-4.5310011.87
632012.11.20 00:00sell320.100.942500.953500.94114
642012.11.20 01:17close320.100.941560.953500.941149.9810021.85
652012.11.27 00:31buy330.100.926430.915430.92765
662012.11.27 01:39close330.100.927100.915430.927657.2310029.08
672012.12.04 00:35sell340.100.925700.936700.92444
682012.12.04 03:32close340.100.925630.936700.924440.7610029.84
692012.12.05 00:20buy350.100.925530.914530.92733
702012.12.05 01:16close350.100.926600.914530.9273311.5510041.39
712012.12.27 00:05buy360.100.912230.901230.91376
722012.12.27 01:09close360.100.913100.901230.913769.5310050.92
732013.01.01 23:11sell370.100.915700.926700.91388
742013.01.02 00:52close370.100.914760.926700.9138810.1410061.06
752013.01.03 23:55sell380.100.927900.938900.92584
762013.01.04 03:41close380.100.927530.938900.925843.8510064.92
772013.01.09 00:41sell390.100.924800.935800.92295
782013.01.09 04:59close390.100.924330.935800.922955.0810070.00
792013.01.10 23:30sell400.100.914400.925400.91306
802013.01.11 04:46close400.100.915260.925400.91306-9.5410060.46
812013.01.15 00:00sell410.100.922400.933400.92111
822013.01.15 00:43close410.100.921130.933400.9211113.7910074.25
832013.01.16 00:05buy420.100.931130.920130.93249
842013.01.16 00:54close420.100.931830.920130.932497.5110081.76
852013.01.18 00:42sell430.100.934100.945100.93231
862013.01.18 02:01close430.100.934930.945100.93231-8.8810072.88
872013.01.21 23:55sell440.100.934000.945000.93139
882013.01.22 01:24close440.100.933730.945000.931392.7510075.64
892013.01.31 23:55buy450.100.908930.897930.91062
902013.02.01 01:35close450.100.909500.897930.910626.2610081.89
912013.02.20 00:30buy460.100.920930.909930.92301
922013.02.20 02:09close460.100.920900.909930.92301-0.3310081.56
932013.02.25 23:40buy470.100.931430.920430.93280
942013.02.26 00:43close470.100.932000.920430.932806.1110087.67
952013.02.27 23:55buy480.100.928530.917530.93018
962013.02.28 02:10close480.100.928900.917530.930183.9410091.61
972013.03.12 00:05sell490.100.948600.959600.94703
982013.03.12 01:17close490.100.948330.959600.947032.8510094.46
992013.03.14 01:00buy500.100.951630.940630.95287
1002013.03.14 02:17close500.100.951900.940630.952872.8410097.30
1012013.03.29 00:53buy510.100.948830.937830.95005
1022013.03.29 04:00close510.100.948700.937830.95005-1.3710095.93
1032013.04.02 00:40buy520.100.944930.933930.94715
1042013.04.02 02:20close520.100.945000.933930.947150.7410096.67
1052013.04.03 01:20sell530.100.950100.961100.94817
1062013.04.03 05:04close530.100.949930.961100.948171.7910098.46
1072013.04.09 00:05buy540.100.932130.921130.93607
1082013.04.09 01:39close540.100.932400.921130.936072.9010101.36
1092013.04.25 01:15buy550.100.946130.935130.94790
1102013.04.25 03:31close550.100.945300.935130.94790-8.7810092.58
1112013.04.26 01:20buy560.100.943630.932630.94564
1122013.04.26 03:38close560.100.942900.932630.94564-7.7410084.84
1132013.05.10 00:55sell570.100.950400.961400.94837
1142013.05.10 04:07t/p570.100.948370.961400.9483721.4110106.25
1152013.05.14 00:30buy580.100.954930.943930.95712
1162013.05.14 02:59close580.100.952800.943930.95712-22.3610083.89
1172013.05.15 01:40sell590.100.965600.976600.96378
1182013.05.15 03:19close590.100.965930.976600.96378-3.4210080.47
1192013.05.16 00:25buy600.100.964530.953530.96596
1202013.05.16 00:55close600.100.965500.953530.9659610.0510090.52
1212013.05.16 01:07sell610.100.965600.976600.96432
1222013.05.16 04:24close610.100.965430.976600.964321.7610092.28
1232013.05.17 01:13sell620.100.965900.976900.96397
1242013.05.17 05:05close620.100.966560.976900.96397-6.8310085.45
1252013.05.21 00:20sell630.100.967500.978500.96555
1262013.05.21 03:21close630.100.967230.978500.965552.7910088.24
1272013.05.22 00:10buy640.100.968230.957230.97000
1282013.05.22 01:12close640.100.969700.957230.9700015.1610103.40
1292013.05.23 00:10sell650.100.981000.992000.97928
1302013.05.23 01:33close650.100.980730.992000.979282.7510106.15
1312013.05.23 01:45buy660.100.980230.969230.98191
1322013.05.23 03:22close660.100.979300.969230.98191-9.5010096.65
1332013.05.24 00:20sell670.100.970800.981800.96874
1342013.05.24 03:54close670.100.969930.981800.968748.9710105.62
1352013.05.28 00:08sell680.100.964100.975100.96207
1362013.05.28 03:24close680.100.966530.975100.96207-25.1410080.48
1372013.05.29 00:24buy690.100.975930.964930.97802
1382013.05.29 02:08close690.100.974830.964930.97802-11.2810069.20
1392013.05.30 00:06buy700.100.960430.949430.96332
1402013.05.30 00:41close700.100.962830.949430.9633224.9310094.13
1412013.05.30 00:45sell710.100.963100.974100.96042
1422013.05.30 01:34close710.100.961430.974100.9604217.3710111.50
1432013.05.30 01:35buy720.100.961530.950530.96376
1442013.05.30 03:16close720.100.961300.950530.96376-2.3910109.11
1452013.06.04 01:00buy730.100.946730.935730.94820
1462013.06.04 01:19close730.100.948100.935730.9482014.4510123.56
1472013.06.04 01:20sell740.100.947900.958900.94666
1482013.06.04 04:58close740.100.948030.958900.94666-1.3710122.19
1492013.06.05 00:05sell750.100.948500.959500.94706
1502013.06.05 02:24close750.100.947930.959500.947066.0110128.20
1512013.06.06 00:23sell760.100.942400.953400.94090
1522013.06.06 01:48close760.100.942730.953400.94090-3.5010124.70
1532013.06.07 00:31sell770.100.930200.941200.92863
1542013.06.07 01:05close770.100.929230.941200.9286310.4410135.14
1552013.06.07 01:15buy780.100.928900.917900.93030
1562013.06.07 04:52close780.100.927370.917900.93030-16.5010118.64
1572013.06.11 01:40sell790.100.934400.945400.93308
1582013.06.11 02:46close790.100.933730.945400.933087.1810125.82
1592013.06.13 00:30buy800.100.918830.907830.92059
1602013.06.13 03:51close800.100.917800.907830.92059-11.2210114.60
1612013.06.14 00:20buy810.100.922230.911230.92356
1622013.06.14 01:42close810.100.922770.911230.923565.8510120.45
1632013.06.20 00:11buy820.100.928530.917530.92994
1642013.06.20 01:46close820.100.928000.917530.92994-5.7110114.74
1652013.06.20 01:58sell830.100.927600.938600.92534
1662013.06.20 05:15close830.100.929430.938600.92534-19.6910095.05
1672013.06.21 00:10sell840.100.926400.937400.92482
1682013.06.21 01:50close840.100.925730.937400.924827.2410102.29
1692013.06.21 01:55buy850.100.925730.914730.92729
1702013.06.21 03:20close850.100.925000.914730.92729-7.8910094.40
1712013.06.25 00:45sell860.100.933200.944200.93192
1722013.06.25 02:58close860.100.933630.944200.93192-4.6110089.79
1732013.07.05 00:00sell870.100.957700.968700.95574
1742013.07.05 01:57close870.100.956430.968700.9557413.2810103.07
1752013.07.11 00:02sell880.100.948600.959600.94314
1762013.07.11 01:31close880.100.948630.959600.94314-0.3210102.75
1772013.07.11 01:40sell890.100.950200.961200.94872
1782013.07.11 02:15close890.100.948800.961200.9487214.7610117.51
1792013.07.12 00:00buy900.100.947430.936430.95089
1802013.07.12 01:12close900.100.947600.936430.950891.7910119.30
1812013.07.12 01:20sell910.100.947400.958400.94618
1822013.07.12 02:20close910.100.947030.958400.946183.9110123.21
1832013.07.16 00:18buy920.100.947630.936630.94908
1842013.07.16 00:57close920.100.948500.936630.949089.1710132.38
1852013.07.19 01:35buy930.100.943930.932930.94620
1862013.07.19 04:26close930.100.942000.932930.94620-20.4910111.89
1872013.07.24 01:50sell940.100.935600.946600.93397
1882013.07.24 06:59close940.100.935930.946600.93397-3.5310108.36
1892013.08.06 00:45buy950.100.925130.914130.92848
1902013.08.06 02:09close950.100.926600.914130.9284815.8610124.22
1912013.08.08 00:19sell960.100.922200.933200.92059
1922013.08.08 03:01close960.100.921730.933200.920595.1010129.32
1932013.08.15 01:55sell970.100.935000.946000.93358
1942013.08.15 02:11close970.100.933730.946000.9335813.6010142.92
1952013.08.16 01:43sell980.100.926600.937600.92530
1962013.08.16 05:14close980.100.927160.937600.92530-6.0410136.88
1972013.08.21 01:55buy990.100.916330.905330.91779
1982013.08.21 03:10close990.100.916670.905330.917793.7110140.59
1992013.08.27 00:21buy1000.100.921030.910030.92243
2002013.08.27 01:24close1000.100.921270.910030.922432.6110143.20
2012013.08.29 00:10sell1010.100.923000.934000.92138
2022013.08.29 02:09close1010.100.922830.934000.921381.8410145.04
2032013.09.06 01:19buy1020.100.943730.932730.94512
2042013.09.06 02:47close1020.100.943900.932730.945121.8010146.84
2052013.09.11 01:36sell1030.100.935100.946100.93374
2062013.09.11 05:35close1030.100.936230.946100.93374-12.0710134.77
2072013.09.13 01:40sell1040.100.932300.943300.93049
2082013.09.13 06:10close1040.100.932730.943300.93049-4.6110130.16
2092013.09.19 00:19buy1050.100.911730.900730.91326
2102013.09.19 01:05close1050.100.912500.900730.913268.4410138.60
2112013.10.09 00:18sell1060.100.902770.913770.90122
2122013.10.09 05:00close1060.100.905730.913770.90122-32.6810105.92
2132013.10.10 01:15sell1070.100.911800.922800.91010
2142013.10.10 05:31close1070.100.911830.922800.91010-0.3310105.59
2152013.10.16 00:00sell1080.100.913500.924500.91128
2162013.10.16 02:29close1080.100.913930.924500.91128-4.7010100.89
2172013.10.29 01:35sell1090.100.896300.907300.89478
2182013.10.29 05:17close1090.100.895930.907300.894784.1310105.02
2192013.11.01 01:22sell1100.100.908500.919500.90651
2202013.11.01 02:29close1100.100.907930.919500.906516.2810111.30
2212013.11.14 00:00sell1110.100.913900.924900.91236
2222013.11.14 01:26close1110.100.913230.924900.912367.3410118.64
2232013.11.20 00:20buy1120.100.908630.897630.91228
2242013.11.20 01:28close1120.100.909770.897630.9122812.5310131.17
2252013.11.20 01:30sell1130.100.909800.920800.90813
2262013.11.20 03:37close1130.100.909530.920800.908132.9710134.14
2272013.12.18 23:35sell1140.100.894500.905500.89276
2282013.12.19 01:03close1140.100.894000.905500.892765.1810139.33
2292013.12.20 00:20sell1150.100.898800.909800.89675
2302013.12.20 01:31close1150.100.898230.909800.896756.3510145.68
2312013.12.26 00:01sell1160.100.896200.907200.89226
2322013.12.26 05:34close1160.100.896330.907200.89226-1.4510144.23
2332013.12.27 00:50buy1170.100.895030.884030.89675
2342013.12.27 04:01close1170.100.893670.884030.89675-15.2210129.01
2352014.01.16 00:35sell1180.100.910000.921000.90847
2362014.01.16 01:08close1180.100.908930.921000.9084711.7710140.78
2372014.01.22 00:49buy1190.100.909630.898630.91093
2382014.01.22 02:21close1190.100.910200.898630.910936.2610147.04
2392014.02.11 00:45buy1200.100.895630.884630.89718
2402014.02.11 02:53close1200.100.895300.884630.89718-3.6910143.35
2412014.04.10 00:56buy1210.100.878530.867530.88009
2422014.04.10 02:04close1210.100.879300.867530.880098.7610152.11