Strategy Tester Report
Trust_ETH_MACrossTrader
BTC-eExchange-ECN Demo Server (Build 1010)
| 通貨ペア | ETHJPY (Ethereum vs Japanese Yen) | ||||
| 期間 | 1時間足(H1) 2016.10.11 05:00 - 2016.12.01 23:00 (2016.01.08 - 2016.12.02) | ||||
| 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 | EntryLots=0.5; TakeProfit=3000; StopLoss=4000; trailingStep=1000; trailingStop=1000; MaxLot=6; OrderRisk=7; MaxLotSize=false; MaxLotDecrease=0.75; MaxOrders=9; iMA_Fast_Period=13; iMA_Slow_Period=17; Scalping=false; ScalLossPips=100; AddOrderProfit=0.6; OrderNotifySend=false; LoacalTimeZone=9; DayTradeClose=false; CloseHour=4; CloseMin=30; OpenHour=7; OpenMin=30; MagicNumber=195801; secretmagic=999999999999; | ||||
| テストバー数 | 1327 | モデルティック数 | 2613537 | モデリング品質 | 83.20% |
| 不整合チャートエラー | 2 | ||||
| 初期証拠金 | 500.00 | スプレッド | 現在値 (2621) | ||
| 純益 | 120.94 | 総利益 | 123.28 | 総損失 | -2.34 |
| プロフィットファクタ | 52.57 | 期待利得 | 4.17 | ||
| 絶対ドローダウン | 128.94 | 最大ドローダウン | 160.10 (27.50%) | 相対ドローダウン | 29.52% (155.39) |
| 総取引数 | 29 | 売りポジション(勝率%） | 27 (100.00%) | 買いポジション(勝率%） | 2 (0.00%) |
| 勝率(%) | 27 (93.10%) | 負率 (%) | 2 (6.90%) | ||
| 最大 | 勝トレード | 12.96 | 敗トレード | -1.57 | |
| 平均 | 勝トレード | 4.57 | 敗トレード | -1.17 | |
| 最大 | 連勝(金額) | 27 (123.28) | 連敗(金額) | 2 (-2.34) | |
| 最大 | 連勝(トレード数) | 123.28 (27) | 連敗(トレード数) | -2.34 (2) | |
| 平均 | 連勝 | 27 | 連敗 | 2 | |
| # | 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 | 2016.10.14 02:15 | buy | 1 | 6.00 | 1243.55 | 843.55 | 0.00 | ||
| 2 | 2016.10.22 06:08 | buy | 2 | 6.00 | 1260.98 | 860.98 | 0.00 | ||
| 3 | 2016.10.22 09:19 | close | 2 | 6.00 | 1237.22 | 860.98 | 0.00 | -1.57 | 498.43 |
| 4 | 2016.10.22 09:19 | close | 1 | 6.00 | 1237.22 | 843.55 | 0.00 | -0.77 | 497.66 |
| 5 | 2016.10.22 09:19 | sell | 3 | 6.00 | 1237.22 | 1637.22 | 0.00 | ||
| 6 | 2016.11.05 16:46 | sell | 4 | 6.00 | 1103.19 | 0.00 | 0.00 | ||
| 7 | 2016.11.05 16:46 | sell | 5 | 6.00 | 1098.72 | 0.00 | 0.00 | ||
| 8 | 2016.11.05 16:46 | sell | 6 | 6.00 | 1089.78 | 0.00 | 0.00 | ||
| 9 | 2016.11.05 16:46 | sell | 7 | 6.00 | 1094.25 | 0.00 | 0.00 | ||
| 10 | 2016.11.05 16:46 | sell | 8 | 6.00 | 1076.36 | 0.00 | 0.00 | ||
| 11 | 2016.11.05 16:46 | sell | 9 | 6.00 | 1080.83 | 0.00 | 0.00 | ||
| 12 | 2016.11.05 16:46 | sell | 10 | 6.00 | 1058.48 | 0.00 | 0.00 | ||
| 13 | 2016.11.05 16:46 | sell | 11 | 6.00 | 1067.42 | 0.00 | 0.00 | ||
| 14 | 2016.11.05 16:46 | sell | 12 | 6.00 | 1062.95 | 0.00 | 0.00 | ||
| 15 | 2016.11.14 16:11 | sell | 13 | 6.00 | 1063.00 | 0.00 | 0.00 | ||
| 16 | 2016.11.14 16:11 | sell | 14 | 6.00 | 1062.98 | 0.00 | 0.00 | ||
| 17 | 2016.11.14 16:11 | sell | 15 | 6.00 | 1062.97 | 0.00 | 0.00 | ||
| 18 | 2016.11.14 16:11 | sell | 16 | 6.00 | 1062.96 | 0.00 | 0.00 | ||
| 19 | 2016.11.14 16:11 | sell | 17 | 6.00 | 1062.94 | 0.00 | 0.00 | ||
| 20 | 2016.11.14 16:11 | sell | 18 | 6.00 | 1062.93 | 0.00 | 0.00 | ||
| 21 | 2016.11.14 16:11 | sell | 19 | 6.00 | 1062.92 | 0.00 | 0.00 | ||
| 22 | 2016.11.14 16:11 | sell | 20 | 6.00 | 1062.90 | 0.00 | 0.00 | ||
| 23 | 2016.11.21 16:06 | sell | 21 | 6.00 | 1046.57 | 0.00 | 0.00 | ||
| 24 | 2016.11.21 16:06 | sell | 22 | 6.00 | 1046.36 | 0.00 | 0.00 | ||
| 25 | 2016.11.21 16:06 | sell | 23 | 6.00 | 1046.16 | 0.00 | 0.00 | ||
| 26 | 2016.11.21 16:06 | sell | 24 | 6.00 | 1045.95 | 0.00 | 0.00 | ||
| 27 | 2016.11.21 16:06 | sell | 25 | 6.00 | 1045.75 | 0.00 | 0.00 | ||
| 28 | 2016.11.21 16:06 | sell | 26 | 6.00 | 1045.54 | 0.00 | 0.00 | ||
| 29 | 2016.11.21 16:06 | sell | 27 | 6.00 | 1045.34 | 0.00 | 0.00 | ||
| 30 | 2016.11.21 16:06 | sell | 28 | 6.00 | 1045.39 | 0.00 | 0.00 | ||
| 31 | 2016.11.21 16:06 | sell | 29 | 2.54 | 1045.44 | 0.00 | 0.00 | ||
| 32 | 2016.12.01 23:59 | close at stop | 29 | 2.54 | 969.27 | 0.00 | 0.00 | 1.48 | 499.14 |
| 33 | 2016.12.01 23:59 | close at stop | 28 | 6.00 | 969.27 | 0.00 | 0.00 | 3.51 | 502.65 |
| 34 | 2016.12.01 23:59 | close at stop | 27 | 6.00 | 969.27 | 0.00 | 0.00 | 3.51 | 506.16 |
| 35 | 2016.12.01 23:59 | close at stop | 26 | 6.00 | 969.27 | 0.00 | 0.00 | 3.52 | 509.68 |
| 36 | 2016.12.01 23:59 | close at stop | 25 | 6.00 | 969.27 | 0.00 | 0.00 | 3.53 | 513.21 |
| 37 | 2016.12.01 23:59 | close at stop | 24 | 6.00 | 969.27 | 0.00 | 0.00 | 3.54 | 516.75 |
| 38 | 2016.12.01 23:59 | close at stop | 23 | 6.00 | 969.27 | 0.00 | 0.00 | 3.55 | 520.30 |
| 39 | 2016.12.01 23:59 | close at stop | 22 | 6.00 | 969.27 | 0.00 | 0.00 | 3.56 | 523.86 |
| 40 | 2016.12.01 23:59 | close at stop | 21 | 6.00 | 969.27 | 0.00 | 0.00 | 3.57 | 527.42 |
| 41 | 2016.12.01 23:59 | close at stop | 20 | 6.00 | 969.27 | 0.00 | 0.00 | 4.30 | 531.72 |
| 42 | 2016.12.01 23:59 | close at stop | 19 | 6.00 | 969.27 | 0.00 | 0.00 | 4.30 | 536.02 |
| 43 | 2016.12.01 23:59 | close at stop | 18 | 6.00 | 969.27 | 0.00 | 0.00 | 4.30 | 540.32 |
| 44 | 2016.12.01 23:59 | close at stop | 17 | 6.00 | 969.27 | 0.00 | 0.00 | 4.30 | 544.62 |
| 45 | 2016.12.01 23:59 | close at stop | 16 | 6.00 | 969.27 | 0.00 | 0.00 | 4.30 | 548.92 |
| 46 | 2016.12.01 23:59 | close at stop | 15 | 6.00 | 969.27 | 0.00 | 0.00 | 4.31 | 553.23 |
| 47 | 2016.12.01 23:59 | close at stop | 14 | 6.00 | 969.27 | 0.00 | 0.00 | 4.31 | 557.54 |
| 48 | 2016.12.01 23:59 | close at stop | 13 | 6.00 | 969.27 | 0.00 | 0.00 | 4.31 | 561.84 |
| 49 | 2016.12.01 23:59 | close at stop | 12 | 6.00 | 969.27 | 0.00 | 0.00 | 4.17 | 566.01 |
| 50 | 2016.12.01 23:59 | close at stop | 11 | 6.00 | 969.27 | 0.00 | 0.00 | 4.41 | 570.42 |
| 51 | 2016.12.01 23:59 | close at stop | 10 | 6.00 | 969.27 | 0.00 | 0.00 | 3.94 | 574.36 |
| 52 | 2016.12.01 23:59 | close at stop | 9 | 6.00 | 969.27 | 0.00 | 0.00 | 5.10 | 579.46 |
| 53 | 2016.12.01 23:59 | close at stop | 8 | 6.00 | 969.27 | 0.00 | 0.00 | 4.87 | 584.32 |
| 54 | 2016.12.01 23:59 | close at stop | 7 | 6.00 | 969.27 | 0.00 | 0.00 | 5.80 | 590.12 |
| 55 | 2016.12.01 23:59 | close at stop | 6 | 6.00 | 969.27 | 0.00 | 0.00 | 5.57 | 595.69 |
| 56 | 2016.12.01 23:59 | close at stop | 5 | 6.00 | 969.27 | 0.00 | 0.00 | 6.03 | 601.72 |
| 57 | 2016.12.01 23:59 | close at stop | 4 | 6.00 | 969.27 | 0.00 | 0.00 | 6.26 | 607.98 |
| 58 | 2016.12.01 23:59 | close at stop | 3 | 6.00 | 969.27 | 1637.22 | 0.00 | 12.96 | 620.94 |