Strategy Tester Report
TrendSurferA
BITPoint-FX Live (Build 1045)

通貨ペアBTCJPY (BitCoin vs Japanese Yen)
期間1時間足(H1) 2016.11.22 08:05 - 2017.03.21 17:04
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InpMagicNo=6909; InpLots=1; InpMaxSpred=500; InpSlippage=500; InpPeriod=10; InpBBDeviation=1; InpEntryControl=false; InpTradeStTime="00:00"; InpTradeEndTime="23:59"; InpWeekendClose=false; InpWECloseTime="23:59"; InpCmt="Trend Surfer Mk-II"; InpBuyArrowColor=Blue; InpSellArrowColor=Red; InpCloseArrowColor=Violet;
テストバー数2110モデルティック数4119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1000000.00スプレッド現在値 (108)
純益12095.93総利益109928.13総損失-97832.20
プロフィットファクタ1.12期待利得85.79
絶対ドローダウン16548.29最大ドローダウン25670.90 (2.53%)相対ドローダウン2.53% (25670.90)
総取引数141売りポジション(勝率%)53 (20.75%)買いポジション(勝率%)88 (26.14%)
勝率(%)34 (24.11%)負率 (%)107 (75.89%)
最大勝トレード14645.32敗トレード-10951.44
平均勝トレード3233.18敗トレード-914.32
最大連勝(金額)3 (2785.48)連敗(金額)14 (-5717.15)
最大連勝(トレード数)14645.32 (1)連敗(トレード数)-17983.55 (8)
平均連勝1連敗4
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
12016.11.22 12:05buy11.0082797817160
22016.11.22 18:05close11.0082463817160-416.74999583.26
32016.11.22 20:05buy21.0082967822390
42016.11.23 14:05close21.0083859822390809.091000392.35
52016.11.23 16:05buy31.0084279838360
62016.11.23 18:05s/l31.0083836838360-527.23999865.12
72016.11.23 23:05buy41.0084719832500
82016.11.24 00:05close41.0084203832500-600.67999264.45
92016.11.24 01:05buy51.0084916832500
102016.11.24 02:05close51.0084117832500-883.86998380.59
112016.11.24 06:05buy61.0084583832500
122016.11.24 21:05close61.008474683250078.47998459.06
132016.11.24 22:05buy71.0085088845820
142016.11.25 01:05s/l71.0084582845820-591.03997868.03
152016.11.25 02:05sell81.0084212853120
162016.11.25 04:05close81.0084721853120-593.27997274.76
172016.11.25 06:05buy91.0085114839000
182016.11.25 07:05close91.0084874839000-325.06996949.70
192016.11.25 09:05buy101.0085209839000
202016.11.25 13:05close101.0084982839000-312.16996637.54
212016.11.25 17:05sell111.0084302855820
222016.11.25 19:05close111.0084992855820-774.36995863.18
232016.11.25 20:05sell121.0084493855800
242016.11.25 21:05close121.0085055855800-646.55995216.63
252016.11.26 00:05sell131.0084426851460
262016.11.26 02:05close131.0084725851460-383.48994833.15
272016.11.26 06:05sell141.0084335849890
282016.11.28 07:00close141.0084466849890-215.39994617.76
292016.11.28 08:00sell151.0084194849050
302016.11.28 19:00close151.0084307849050-197.25994420.51
312016.11.29 01:00sell161.0083891846040
322016.11.29 02:00close161.0084091846040-283.95994136.56
332016.11.29 04:00sell171.0083829846040
342016.11.29 11:05close171.0084106846040-360.88993775.68
352016.11.29 18:05buy181.0084560832150
362016.11.30 04:05close181.0084202832150-442.51993333.17
372016.11.30 07:05buy191.0084567840740
382016.11.30 09:05close191.0084367840740-284.51993048.66
392016.11.30 14:05buy201.0084808840740
402016.11.30 15:05close201.0084586840740-306.75992741.91
412016.11.30 17:05buy211.0085209841290
422016.12.01 20:05close211.0086196841290901.84993643.75
432016.12.02 00:05sell221.0085757868030
442016.12.02 01:05close221.0086439868030-767.81992875.94
452016.12.02 01:05buy231.0086439854940
462016.12.02 02:05close231.0086300854940-225.39992650.55
472016.12.02 11:05buy241.0087048859450
482016.12.05 08:00close241.00889668594501831.01994481.56
492016.12.05 17:00buy251.0091180881900
502016.12.05 20:00close251.0089782881900-1489.13992992.43
512016.12.05 21:00buy261.0091656881900
522016.12.06 02:00s/l261.0088190881900-3557.60989434.83
532016.12.06 02:00sell271.0086828923590
542016.12.06 11:05close271.0088963923590-2221.88987212.95
552016.12.07 16:05sell281.0089278896690
562016.12.08 15:05close281.0088660896690528.67987741.62
572016.12.08 22:05buy291.0089399880340
582016.12.13 01:00close291.00906598803401170.65988912.27
592016.12.13 07:05buy301.0091067902580
602016.12.13 08:05close301.0090832902580-326.01988586.26
612016.12.13 11:05buy311.0091055902580
622016.12.13 17:05s/l311.0090258902580-888.00987698.26
632016.12.14 17:05sell321.0089888910730
642016.12.14 18:05close321.0090203910730-404.94987293.32
652016.12.14 21:05sell331.0090266907110
662016.12.15 05:05s/l331.0090711907110-535.32986758.00
672016.12.15 06:05buy341.0091272895870
682016.12.17 03:05close341.0092183895870819.78987577.78
692016.12.17 04:05buy351.0092438919220
702016.12.19 22:00close351.0092223919220-307.38987270.40
712016.12.19 22:00sell361.0092223928950
722016.12.20 00:00close361.0092474928950-343.28986927.12
732016.12.20 02:00sell371.0092114928950
742016.12.20 04:00close371.0092731928950-709.17986217.95
752016.12.20 14:05sell381.0092283927830
762016.12.20 15:05close381.0092662927830-471.34985746.61
772016.12.20 17:05buy391.0092922922740
782016.12.21 22:05close391.0093208922740193.13985939.74
792016.12.21 23:05sell401.0092352945800
802016.12.22 00:05s/l401.0094580945800-2320.41983619.33
812016.12.22 00:05buy411.0095669923100
822016.12.23 10:05close411.001008559231005090.38988709.71
832016.12.23 11:05buy421.001033061006620
842016.12.24 01:05close421.001039521006620542.75989252.46
852016.12.24 02:05buy431.001047561033640
862016.12.24 03:05close431.001047461033640-114.70989137.76
872016.12.27 16:05buy441.001062961052170
882016.12.29 01:05close441.0011012010521703717.76992855.52
892016.12.29 05:05buy451.001117191086490
902016.12.29 22:05close451.0011311810864901287.33994142.85
912016.12.30 03:05sell461.001113551134620
922016.12.30 04:05close461.001116511134620-407.41993735.44
932016.12.30 12:05sell471.001116051130180
942016.12.31 01:05close471.00111460113018033.34993768.78
952017.01.03 08:00buy481.001196781105100
962017.01.04 03:00close481.001200621105100264.38994033.16
972017.01.04 10:05buy491.001222931197680
982017.01.05 19:05close491.0012490311976802487.76996520.92
992017.01.05 19:05sell501.001249031336990
1002017.01.05 20:05close501.001272531336990-2474.96994045.96
1012017.01.05 21:05sell511.001250051336990
1022017.01.06 11:05close511.0011781613369907063.941001109.90
1032017.01.06 12:05sell521.001111881189460
1042017.01.06 15:05close521.001133691189460-2292.24998817.66
1052017.01.06 19:05sell531.001080901189460
1062017.01.09 15:00close531.0010476811894603213.861002031.52
1072017.01.09 19:00sell541.001032351066950
1082017.01.09 20:00close541.001050511066950-1919.291000112.23
1092017.01.10 02:00sell551.001029411059800
1102017.01.10 03:00close551.001035751059800-737.00999375.23
1112017.01.10 04:00sell561.001032001059800
1122017.01.10 05:00close561.001036141059800-517.25998857.98
1132017.01.10 19:05buy571.001052901035570
1142017.01.10 21:05close571.001045711035570-824.24998033.74
1152017.01.10 22:05buy581.001051661035570
1162017.01.10 23:05close581.001050131035570-258.11997775.63
1172017.01.11 11:05buy591.001052211039640
1182017.01.11 19:05s/l591.001039641039640-1362.17996413.46
1192017.01.11 19:05sell601.001006251064350
1202017.01.12 19:05close601.0085879106435014645.321011058.78
1212017.01.13 03:05buy611.0090152844570
1222017.01.13 13:05close611.0089100844570-1142.101009916.68
1232017.01.14 00:05buy621.0092335878040
1242017.01.16 21:00close621.0093306878040878.721010795.40
1252017.01.16 23:00buy631.0094318926780
1262017.01.17 00:00close631.0093966926780-446.261010349.14
1272017.01.17 05:00buy641.0094468926780
1282017.01.17 06:00close641.0094119926780-443.411009905.73
1292017.01.17 08:05buy651.0094562935250
1302017.01.17 09:05close651.0094022935250-634.511009271.22
1312017.01.17 10:05buy661.0094479935250
1322017.01.17 11:05close661.0094274935250-299.431008971.79
1332017.01.17 12:05buy671.0095196937460
1342017.01.18 17:05close671.001006509374605358.861014330.65
1352017.01.18 23:05sell681.00952231016740
1362017.01.19 08:05close681.00995501016740-4422.281009908.37
1372017.01.19 17:05buy691.00101708990850
1382017.01.19 19:05close691.00101191990850-618.651009289.72
1392017.01.19 23:05buy701.001017801005680
1402017.01.20 11:05close701.001015321005680-349.731008939.99
1412017.01.20 12:05buy711.001022721009260
1422017.01.20 13:05close711.001014511009260-923.221008016.77
1432017.01.21 04:05sell721.001013251027050
1442017.01.21 05:05close721.001019231027050-699.381007317.39
1452017.01.23 08:00buy731.001049521012550
1462017.01.24 01:00close731.001035061012550-1550.901005766.49
1472017.01.24 09:05sell741.001016831054250
1482017.01.24 16:05close741.001036421054250-2060.741003705.75
1492017.01.24 20:05sell751.001017621040180
1502017.01.24 22:05close751.001029171040180-1256.821002448.93
1512017.01.24 23:05sell761.001024711040180
1522017.01.25 01:05close761.001026381040180-269.531002179.40
1532017.01.25 08:05sell771.001015221033690
1542017.01.26 03:05close771.001015981033690-177.581002001.82
1552017.01.26 06:05sell781.001012191023070
1562017.01.26 07:05close781.001012821023070-164.271001837.55
1572017.01.26 11:05buy791.001020761009860
1582017.01.26 13:05close791.001017781009860-400.021001437.53
1592017.01.26 15:05buy801.001021001009860
1602017.01.28 04:05close801.0010499010098602787.951004225.48
1612017.01.30 11:00sell811.001045141053660
1622017.01.30 17:00close811.001050231053660-613.571003611.91
1632017.01.31 01:00sell821.001043511050790
1642017.01.31 15:05close821.001044921050790-245.411003366.50
1652017.01.31 17:05buy831.001053471039690
1662017.02.02 04:05close831.0011003710396904584.711007951.21
1672017.02.02 08:05buy841.001114701095840
1682017.02.02 13:05close841.001108531095840-728.421007222.79
1692017.02.02 15:05buy851.001107761096560
1702017.02.02 19:05close851.001108041096560-82.721007140.07
1712017.02.02 23:05buy861.001113881105500
1722017.02.03 22:05close861.0011366111055002161.671009301.74
1732017.02.04 04:05buy871.001150851129320
1742017.02.04 05:05close871.001149801129320-220.031009081.71
1752017.02.06 12:00buy881.001153861141060
1762017.02.06 22:00close881.001153211141060-180.331008901.38
1772017.02.07 00:00buy891.001156701150030
1782017.02.07 02:00close891.001153741150030-411.621008489.76
1792017.02.07 06:00sell901.001146801160730
1802017.02.07 11:05close901.001153441160730-778.731007711.03
1812017.02.07 12:05sell911.001149811154350
1822017.02.07 13:05close911.001151971154350-331.041007379.99
1832017.02.07 17:05buy921.001169561145700
1842017.02.08 17:05close921.001165161145700-556.901006823.09
1852017.02.08 18:05sell931.001163521205640
1862017.02.08 20:05close931.001181091205640-1873.411004949.68
1872017.02.09 00:05sell941.001171081205640
1882017.02.09 01:05close941.001175531205640-562.161004387.52
1892017.02.09 05:05buy951.001196891158050
1902017.02.09 06:05close951.001188381158050-970.641003416.88
1912017.02.09 13:05buy961.001212501178730
1922017.02.09 22:05s/l961.001178731178730-3498.20999918.68
1932017.02.09 23:05sell971.001109331213850
1942017.02.10 15:05close971.001107191213850103.011000021.69
1952017.02.10 16:05sell981.001093391122960
1962017.02.10 17:05close981.001099871122960-757.39999264.30
1972017.02.10 18:05sell991.001085801122960
1982017.02.10 19:05close991.001089371122960-465.63998798.67
1992017.02.11 04:05buy1001.001110361071720
2002017.02.11 05:05close1001.001111221071720-24.98998773.69
2012017.02.11 06:05buy1011.001118261088890
2022017.02.13 18:00close1011.001114731088890-464.77998308.92
2032017.02.13 19:00buy1021.001127691113600
2042017.02.13 20:00close1021.001126991113600-182.72998126.20
2052017.02.13 21:00buy1031.001134461113600
2062017.02.14 00:00close1031.001135561113600-3.39998122.81
2072017.02.14 17:05buy1041.001145591130630
2082017.02.14 21:05s/l1041.001130631130630-1610.51996512.30
2092017.02.14 21:05buy1051.001141361126760
2102017.02.15 13:05close1051.001150741126760823.92997336.22
2112017.02.15 21:05buy1061.001159171149160
2122017.02.16 02:05close1061.001153661149160-666.86996669.36
2132017.02.16 05:05buy1071.001160111151060
2142017.02.16 06:05close1071.001155111151060-615.96996053.40
2152017.02.16 12:05buy1081.001168541151060
2162017.02.17 20:05close1081.001176831151060712.20996765.60
2172017.02.17 21:05buy1091.001184821168420
2182017.02.22 15:05close1091.0012629811684207697.571004463.17
2192017.02.22 16:05buy1101.001269761257400
2202017.02.22 17:05close1101.001267291257400-373.921004089.25
2212017.02.23 01:05buy1111.001278871257210
2222017.02.23 02:05close1111.001272681257210-746.831003342.42
2232017.02.23 03:05buy1121.001283681257210
2242017.02.23 04:05close1121.001280351257210-461.311002881.11
2252017.02.23 08:05buy1131.001279261263260
2262017.02.23 14:05close1131.001274271263260-626.871002254.24
2272017.02.23 16:05buy1141.001279981272170
2282017.02.24 17:05s/l1141.001272171272170-908.941001345.30
2292017.02.24 18:05buy1151.001332431250870
2302017.02.24 20:05close1151.001319911250870-1385.19999960.11
2312017.02.24 23:05buy1161.001336811250870
2322017.02.25 01:05close1161.001327731250870-1041.63998918.48
2332017.02.25 02:05buy1171.001342831250870
2342017.02.25 03:05close1171.001334711250870-946.23997972.25
2352017.02.27 13:00buy1181.001347731310280
2362017.02.27 15:00close1181.001330631310280-1844.72996127.53
2372017.02.28 04:00buy1191.001346981321410
2382017.02.28 07:05close1191.001344761321410-356.64995770.89
2392017.02.28 08:05buy1201.001343641326740
2402017.02.28 19:05close1201.001343991326740-99.31995671.58
2412017.03.01 00:05sell1211.001331411362090
2422017.03.01 01:05close1211.001340041362090-996.20994675.38
2432017.03.01 14:05buy1221.001361731340660
2442017.03.01 15:05close1221.001354291340660-880.12993795.26
2452017.03.01 17:05buy1231.001354921342380
2462017.03.04 05:05close1231.00145762134238010134.561003929.82
2472017.03.04 06:05buy1241.001465251456760
2482017.03.06 07:00s/l1241.001456761456760-995.471002934.35
2492017.03.06 22:00sell1251.001456841462840
2502017.03.07 05:00close1251.00145500146284038.261002972.61
2512017.03.07 06:00sell1261.001447831460760
2522017.03.07 08:05close1261.001456101460760-971.841002000.77
2532017.03.07 14:05sell1271.001445931458220
2542017.03.07 17:05close1271.001453041458220-855.651001145.12
2552017.03.07 18:05sell1281.001445151458220
2562017.03.08 20:05close1281.0014026414582204106.431005251.55
2572017.03.08 21:05sell1291.001394001413930
2582017.03.09 16:05close1291.0013577014139303490.551008742.10
2592017.03.10 02:05buy1301.001386061333400
2602017.03.10 16:05close1301.001368231333400-1921.551006820.55
2612017.03.10 19:05buy1311.001382551353480
2622017.03.11 06:05s/l1311.001353481353480-3045.201003775.35
2632017.03.11 06:05sell1321.001303901486250
2642017.03.13 07:50close1321.001412111486250-10951.44992823.91
2652017.03.13 07:50buy1331.001412111227930
2662017.03.13 09:50close1331.001406951227930-657.16992166.75
2672017.03.14 11:05buy1341.001424851417440
2682017.03.14 13:05close1341.001420741417440-553.43991613.32
2692017.03.14 21:05buy1351.001429491410350
2702017.03.15 09:05close1351.001429971410350-94.90991518.42
2712017.03.15 10:05buy1361.001432621426980
2722017.03.15 11:05close1361.001431871426980-218.21991300.21
2732017.03.15 15:05buy1371.001437111429220
2742017.03.16 02:05close1371.001433131429220-541.66990758.55
2752017.03.16 03:05sell1381.001427481449430
2762017.03.17 22:05close1381.0013290914494309696.201000454.75
2772017.03.17 23:05sell1391.001318251331320
2782017.03.18 00:05close1391.001327261331320-1032.88999421.87
2792017.03.18 03:05sell1401.001296901331320
2802017.03.21 01:50close1401.0011993113313209629.261009051.13
2812017.03.21 11:05buy1411.001202531178780
2822017.03.21 17:04close at stop1411.0012341811787803044.801012095.93