Strategy Tester Report
ツインドラゴン4
XMTrading-Real 31 (Build 1310)

通貨ペアEURUSD (Euro vs US Dollar)
期間5分足(M5) 2020.01.01 00:10 - 2020.11.27 23:59 (2020.01.01 - 2020.11.29)
モデル始値のみ (バーの始めにしか動かないEA向け)
パラメーターexp_basic=""; Magic=20171211; Slippage=3; exp11=""; Lots=0.1; buy_limit=20; sell_limit=20; buy_max_nanpin_count=15; sell_max_nanpin_count=15; nanpin_pips=18; nanpin_bairitsu=2;
テストバー数69057モデルティック数137012モデリング品質n/a
不整合チャートエラー0
初期証拠金10000.00スプレッド15
純益-9512.98総利益2801.76総損失-12314.74
プロフィットファクタ0.23期待利得-92.36
絶対ドローダウン9512.98最大ドローダウン10868.86 (95.71%)相対ドローダウン95.71% (10868.86)
総取引数103売りポジション(勝率%)51 (64.71%)買いポジション(勝率%)52 (40.38%)
勝率(%)54 (52.43%)負率 (%)49 (47.57%)
最大勝トレード366.40敗トレード-3081.86
平均勝トレード51.88敗トレード-251.32
最大連勝(金額)6 (133.32)連敗(金額)7 (-7945.44)
最大連勝(トレード数)407.63 (4)連敗(トレード数)-7945.44 (7)
平均連勝2連敗2
Graph
#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
12020.01.01 00:14buy10.101.122370.000000.00000
22020.01.01 00:14sell20.101.122220.000000.00000
32020.01.02 11:50buy30.201.120390.000000.00000
42020.01.02 12:10close20.101.120180.000000.0000020.1710020.17
52020.01.02 12:10sell40.101.120030.000000.00000
62020.01.02 14:00buy50.401.118530.000000.00000
72020.01.02 16:30close40.101.117810.000000.0000022.2010042.37
82020.01.02 16:30sell60.101.117660.000000.00000
92020.01.02 18:00close50.401.119960.000000.0000057.2010099.57
102020.01.02 18:00close30.201.119960.000000.00000-8.6010090.97
112020.01.02 18:00close10.101.119960.000000.00000-25.8310065.14
122020.01.02 18:00buy70.101.120110.000000.00000
132020.01.02 18:00sell80.201.119960.000000.00000
142020.01.02 18:30close80.201.118500.000000.0000029.2010094.34
152020.01.02 18:30close60.101.118500.000000.00000-8.4010085.94
162020.01.02 18:30sell90.101.118350.000000.00000
172020.01.02 18:40buy100.201.118310.000000.00000
182020.01.02 19:05buy110.401.116420.000000.00000
192020.01.03 09:20close90.101.116130.000000.0000022.1210108.06
202020.01.03 09:20sell120.101.115980.000000.00000
212020.01.03 11:20buy130.801.114480.000000.00000
222020.01.03 12:10close120.101.113530.000000.0000024.5010132.56
232020.01.03 12:10sell140.101.113380.000000.00000
242020.01.03 13:50buy151.601.112630.000000.00000
252020.01.03 15:10close151.601.114290.000000.00000265.6010398.16
262020.01.03 15:10close130.801.114290.000000.00000-15.2010382.96
272020.01.03 15:10close110.401.114290.000000.00000-87.5110295.45
282020.01.03 15:10close100.201.114290.000000.00000-81.5510213.90
292020.01.03 15:10close70.101.114290.000000.00000-58.7810155.12
302020.01.03 15:10buy160.101.114440.000000.00000
312020.01.03 17:00sell170.201.115550.000000.00000
322020.01.03 18:15close160.101.116720.000000.0000022.8010177.92
332020.01.03 18:15buy180.101.116870.000000.00000
342020.01.03 18:35sell190.401.117800.000000.00000
352020.01.03 22:35close190.401.116140.000000.0000066.4010244.32
362020.01.03 22:35close170.201.116140.000000.00000-11.8010232.52
372020.01.03 22:35close140.101.116140.000000.00000-27.6010204.92
382020.01.03 22:35sell200.101.115990.000000.00000
392020.01.06 11:05sell210.201.117960.000000.00000
402020.01.06 12:00close180.101.119240.000000.0000023.1210228.05
412020.01.06 12:00buy220.101.119390.000000.00000
422020.01.06 12:25sell230.401.119840.000000.00000
432020.01.06 17:00close230.401.118380.000000.0000058.4010286.44
442020.01.06 17:00close210.201.118380.000000.00000-8.4010278.05
452020.01.06 17:00close200.101.118380.000000.00000-23.9810254.07
462020.01.06 17:00sell240.101.118230.000000.00000
472020.01.07 10:00buy250.201.117470.000000.00000
482020.01.07 11:05close250.201.118820.000000.0000027.0010281.07
492020.01.07 11:05close220.101.118820.000000.00000-6.2810274.79
502020.01.07 11:05buy260.101.118970.000000.00000
512020.01.07 12:25buy270.201.117020.000000.00000
522020.01.07 13:50close270.201.118370.000000.0000027.0010301.79
532020.01.07 13:50close260.101.118370.000000.00000-6.0010295.79
542020.01.07 13:50buy280.101.118520.000000.00000
552020.01.07 15:55buy290.201.116310.000000.00000
562020.01.07 16:00close240.101.115670.000000.0000025.5210321.31
572020.01.07 16:00sell300.101.115520.000000.00000
582020.01.07 17:20buy310.401.114350.000000.00000
592020.01.07 18:25close300.101.113510.000000.0000020.1010341.41
602020.01.07 18:25sell320.101.113360.000000.00000
612020.01.08 01:25sell330.201.115180.000000.00000
622020.01.08 02:15close310.401.116630.000000.0000088.8910430.31
632020.01.08 02:15close290.201.116630.000000.000005.2510435.55
642020.01.08 02:15close280.101.116630.000000.00000-19.4810416.07
652020.01.08 02:15buy340.101.116780.000000.00000
662020.01.08 06:40buy350.201.114820.000000.00000
672020.01.08 10:20close330.201.113690.000000.0000029.8010445.87
682020.01.08 10:20close320.101.113690.000000.00000-3.3810442.50
692020.01.08 10:20sell360.101.113540.000000.00000
702020.01.08 11:15buy370.401.112750.000000.00000
712020.01.08 15:25close360.101.111540.000000.0000020.0010462.50
722020.01.08 15:25sell380.101.111390.000000.00000
732020.01.08 23:15buy390.801.110890.000000.00000
742020.01.10 13:00close380.101.109310.000000.0000020.4910482.99
752020.01.10 13:00sell400.101.109160.000000.00000
762020.01.10 13:05buy411.601.108840.000000.00000
772020.01.10 15:35close411.601.111130.000000.00000366.4010849.39
782020.01.10 15:35close390.801.111130.000000.000000.7410850.13
792020.01.10 15:35close370.401.111130.000000.00000-74.0310776.09
802020.01.10 15:35close350.201.111130.000000.00000-78.4210697.68
812020.01.10 15:35close340.101.111130.000000.00000-58.8110638.87
822020.01.10 15:35buy420.101.111280.000000.00000
832020.01.10 15:35sell430.201.111130.000000.00000
842020.01.10 16:00close430.201.109740.000000.0000027.8010666.67
852020.01.10 16:00close400.101.109740.000000.00000-5.8010660.87
862020.01.10 16:00sell440.101.109590.000000.00000
872020.01.10 16:05buy450.201.109430.000000.00000
882020.01.10 17:20close450.201.110880.000000.0000029.0010689.87
892020.01.10 17:20close420.101.110880.000000.00000-4.0010685.87
902020.01.10 17:20buy460.101.111030.000000.00000
912020.01.10 17:40sell470.201.111450.000000.00000
922020.01.13 11:05close460.101.113230.000000.0000021.4210707.29
932020.01.13 11:05buy480.101.113380.000000.00000
942020.01.13 12:00buy490.201.111580.000000.00000
952020.01.13 17:30close490.201.112860.000000.0000025.6010732.89
962020.01.13 17:30close480.101.112860.000000.00000-5.2010727.69
972020.01.13 17:30buy500.101.113010.000000.00000
982020.01.13 17:40sell510.401.113320.000000.00000
992020.01.14 15:05close510.401.111740.000000.0000062.8910790.58
1002020.01.14 15:05close470.201.111740.000000.00000-6.1110784.48
1012020.01.14 15:05close440.101.111740.000000.00000-21.6510762.82
1022020.01.14 15:05sell520.101.111590.000000.00000
1032020.01.14 15:20buy530.201.111190.000000.00000
1042020.01.14 18:10close530.201.112550.000000.0000027.2010790.02
1052020.01.14 18:10close500.101.112550.000000.00000-5.1810784.85
1062020.01.14 18:10buy540.101.112700.000000.00000
1072020.01.15 08:15sell550.201.113520.000000.00000
1082020.01.15 13:10close540.101.115300.000000.0000025.4210810.27
1092020.01.15 13:10buy560.101.115450.000000.00000
1102020.01.15 16:20sell570.401.115540.000000.00000
1112020.01.16 17:15close570.401.113970.000000.0000061.8810872.14
1122020.01.16 17:15close550.201.113970.000000.00000-9.4610862.68
1132020.01.16 17:15close520.101.113970.000000.00000-24.1110838.57
1142020.01.16 17:15sell580.101.113820.000000.00000
1152020.01.16 17:20buy590.201.113210.000000.00000
1162020.01.17 13:00close580.101.111680.000000.0000021.3210859.90
1172020.01.17 13:00sell600.101.111530.000000.00000
1182020.01.17 13:05buy610.401.111230.000000.00000
1192020.01.17 17:35close600.101.109500.000000.0000020.3010880.20
1202020.01.17 17:35sell620.101.109350.000000.00000
1212020.01.17 17:40buy630.801.109210.000000.00000
1222020.01.21 15:05close630.801.111080.000000.00000140.3711020.57
1232020.01.21 15:05close610.401.111080.000000.00000-10.6211009.95
1242020.01.21 15:05close590.201.111080.000000.00000-46.0610963.89
1252020.01.21 15:05close560.101.111080.000000.00000-47.1610916.73
1262020.01.21 15:05buy640.101.111230.000000.00000
1272020.01.21 15:10sell650.201.111180.000000.00000
1282020.01.21 17:35close650.201.109820.000000.0000027.2010943.93
1292020.01.21 17:35close620.101.109820.000000.00000-4.8510939.07
1302020.01.21 17:35sell660.101.109670.000000.00000
1312020.01.21 17:50buy670.201.109230.000000.00000
1322020.01.22 17:00close660.101.107410.000000.0000022.5210961.59
1332020.01.22 17:00buy680.401.107410.000000.00000
1342020.01.22 17:00sell690.101.107260.000000.00000
1352020.01.22 18:15close680.401.108850.000000.0000057.6011019.19
1362020.01.22 18:15close670.201.108850.000000.00000-8.7511010.44
1372020.01.22 18:15close640.101.108850.000000.00000-24.3810986.06
1382020.01.22 18:15buy700.101.109000.000000.00000
1392020.01.22 21:50sell710.201.109130.000000.00000
1402020.01.23 16:20close710.201.107040.000000.0000041.3411027.40
1412020.01.23 16:20close690.101.107040.000000.000001.9711029.37
1422020.01.23 16:20buy720.201.107040.000000.00000
1432020.01.23 16:20sell730.101.106890.000000.00000
1442020.01.23 17:35close730.101.104740.000000.0000021.5011050.87
1452020.01.23 17:35buy740.401.104740.000000.00000
1462020.01.23 17:35sell750.101.104590.000000.00000
1472020.01.24 15:00buy760.801.102820.000000.00000
1482020.01.24 17:35close750.101.102470.000000.0000021.1211071.99
1492020.01.24 17:35sell770.101.102320.000000.00000
1502020.01.28 13:55buy781.601.100870.000000.00000
1512020.01.28 16:30close770.101.100290.000000.0000020.1511092.14
1522020.01.28 16:30sell790.101.100140.000000.00000
1532020.01.28 23:00sell800.201.102080.000000.00000
1542020.01.29 09:20close800.201.100710.000000.0000027.2511119.39
1552020.01.29 09:20close790.101.100710.000000.00000-5.7811113.61
1562020.01.29 09:20sell810.101.100560.000000.00000
1572020.01.30 14:25sell820.201.102460.000000.00000
1582020.01.30 17:40close781.601.103310.000000.00000353.4711467.08
1592020.01.30 17:40close760.801.103310.000000.0000011.5011478.58
1602020.01.30 17:40close740.401.103310.000000.00000-73.3611405.23
1612020.01.30 17:40close720.201.103310.000000.00000-82.6811322.55
1622020.01.30 17:40close700.101.103310.000000.00000-62.6711259.88
1632020.01.30 17:40buy830.101.103460.000000.00000
1642020.01.31 14:30sell840.401.104280.000000.00000
1652020.01.31 16:35close830.101.105540.000000.0000020.2211280.10
1662020.01.31 16:35buy850.101.105690.000000.00000
1672020.01.31 16:45sell860.801.106190.000000.00000
1682020.01.31 18:00close850.101.107950.000000.0000022.6011302.70
1692020.01.31 18:00buy870.101.108100.000000.00000
1702020.01.31 18:05sell881.601.108130.000000.00000
1712020.02.03 11:15close881.601.106340.000000.00000285.1711587.87
1722020.02.03 11:15close860.801.106340.000000.00000-12.6211575.26
1732020.02.03 11:15close840.401.106340.000000.00000-82.7111492.55
1742020.02.03 11:15close820.201.106340.000000.00000-77.9111414.64
1752020.02.03 11:15close810.101.106340.000000.00000-58.1811356.45
1762020.02.03 11:15sell890.101.106190.000000.00000
1772020.02.03 11:20buy900.201.106140.000000.00000
1782020.02.04 16:50buy910.401.104320.000000.00000
1792020.02.04 17:30close890.101.103800.000000.0000023.8211380.28
1802020.02.04 17:30sell920.101.103650.000000.00000
1812020.02.05 11:50buy930.801.102310.000000.00000
1822020.02.05 13:20close920.101.101530.000000.0000021.1211401.40
1832020.02.05 13:20sell940.101.101380.000000.00000
1842020.02.05 16:40buy951.601.100400.000000.00000
1852020.02.06 17:00close940.101.098890.000000.0000024.6711426.07
1862020.02.06 17:00sell960.101.098740.000000.00000
1872020.02.06 17:15buy973.201.098390.000000.00000
1882020.02.06 17:55close960.101.096620.000000.0000021.2011447.27
1892020.02.06 17:55sell980.101.096470.000000.00000
1902020.02.07 04:50sell990.201.098310.000000.00000
1912020.02.07 09:55close990.201.096880.000000.0000028.6011475.87
1922020.02.07 09:55close980.101.096880.000000.00000-4.1811471.69
1932020.02.07 09:55sell1000.101.096730.000000.00000
1942020.02.07 10:10buy1016.401.096420.000000.00000
1952020.02.07 19:15close1000.101.094690.000000.0000020.4011492.09
1962020.02.07 19:15sell1020.101.094540.000000.00000
1972020.02.07 19:55buy10312.801.094510.000000.00000
1982020.02.10 17:55close at stop10312.801.092160.000000.00000-3081.868410.24
1992020.02.10 17:55close at stop1020.101.092310.000000.0000022.228432.46
2002020.02.10 17:55close at stop1016.401.092160.000000.00000-2763.335669.13
2012020.02.10 17:55close at stop973.201.092160.000000.00000-2030.533638.60
2022020.02.10 17:55close at stop951.601.092160.000000.00000-1364.562274.04
2032020.02.10 17:55close at stop930.801.092160.000000.00000-835.081438.96
2042020.02.10 17:55close at stop910.401.092160.000000.00000-500.25938.72
2052020.02.10 17:55close at stop900.201.092160.000000.00000-287.68651.04
2062020.02.10 17:55close at stop870.101.092160.000000.00000-164.02487.02