Strategy Tester Report
eaZix
BITPoint-FX Live (Build 1090)
通貨ペア | BTCJPY (BitCoin vs Japanese Yen) |
期間 | 日足(D1) 2016.12.26 00:00 - 2018.07.24 00:00 |
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 | InpMagicNo=321; InpMaxSpread=50; InpSlippage=50; InpLots=0.1; InpCnt=12; InpCmt="Zix"; InpStopTrade=false;
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テストバー数 | 627 | モデルティック数 | 57366856 | モデリング品質 | n/a |
不整合チャートエラー | 26377 | | | | |
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初期証拠金 | 1000000.00 | | | スプレッド | 50 |
純益 | 251611.44 | 総利益 | 534566.23 | 総損失 | -282954.79 |
プロフィットファクタ | 1.89 | 期待利得 | 4338.13 | | |
絶対ドローダウン | 94317.69 | 最大ドローダウン | 456499.83 (33.51%) | 相対ドローダウン | 33.51% (456499.83) |
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総取引数 | 58 | 売りポジション(勝率%) | 0 (0.00%) | 買いポジション(勝率%) | 58 (82.76%) |
| 勝率(%) | 48 (82.76%) | 負率 (%) | 10 (17.24%) |
最大 | 勝トレード | 138904.83 | 敗トレード | -99912.41 |
平均 | 勝トレード | 11136.80 | 敗トレード | -28295.48 |
最大 | 連勝(金額) | 13 (28330.66) | 連敗(金額) | 3 (-240406.13) |
最大 | 連勝(トレード数) | 237318.67 (11) | 連敗(トレード数) | -240406.13 (3) |
平均 | 連勝 | 7 | 連敗 | 1 |
# | 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 | 2016.12.26 07:45 | buy | 1 | 0.10 | 104545 | 0 | 0 | |
2 | 2017.01.03 07:00 | close | 1 | 0.10 | 119550 | 0 | 0 | 1496.84 | 1001496.84 |
3 | 2017.01.03 07:00 | buy | 2 | 0.10 | 119600 | 0 | 0 | |
4 | 2017.01.09 07:00 | buy | 3 | 0.10 | 106063 | 0 | 0 | |
5 | 2017.01.12 00:05 | buy | 4 | 0.20 | 86776 | 0 | 0 | |
6 | 2017.02.01 07:33 | close | 4 | 0.20 | 108534 | 0 | 0 | 4345.53 | 1005842.37 |
7 | 2017.02.01 07:33 | close | 3 | 0.10 | 108534 | 0 | 0 | 243.39 | 1006085.76 |
8 | 2017.02.01 07:33 | close | 2 | 0.10 | 108534 | 0 | 0 | -1110.79 | 1004974.97 |
9 | 2017.02.02 00:00 | buy | 5 | 0.10 | 110255 | 0 | 0 | |
10 | 2017.02.21 00:00 | close | 5 | 0.10 | 120057 | 0 | 0 | 976.34 | 1005951.31 |
11 | 2017.02.21 00:00 | buy | 6 | 0.10 | 120107 | 0 | 0 | |
12 | 2017.02.24 00:02 | close | 6 | 0.10 | 131726 | 0 | 0 | 1157.70 | 1007109.01 |
13 | 2017.02.24 00:02 | buy | 7 | 0.10 | 131776 | 0 | 0 | |
14 | 2017.03.03 00:00 | close | 7 | 0.10 | 143789 | 0 | 0 | 1196.69 | 1008305.70 |
15 | 2017.03.03 00:00 | buy | 8 | 0.10 | 143839 | 0 | 0 | |
16 | 2017.03.20 06:50 | buy | 9 | 0.10 | 121354 | 0 | 0 | |
17 | 2017.04.26 10:54 | close | 9 | 0.10 | 144128 | 0 | 0 | 2273.15 | 1010578.85 |
18 | 2017.04.26 10:54 | close | 8 | 0.10 | 144128 | 0 | 0 | 23.87 | 1010602.72 |
19 | 2017.04.27 00:00 | buy | 10 | 0.10 | 144238 | 0 | 0 | |
20 | 2017.05.02 00:00 | close | 10 | 0.10 | 161161 | 0 | 0 | 1687.25 | 1012289.97 |
21 | 2017.05.02 00:00 | buy | 11 | 0.10 | 161211 | 0 | 0 | |
22 | 2017.05.08 00:00 | close | 11 | 0.10 | 178707 | 0 | 0 | 1743.96 | 1014033.93 |
23 | 2017.05.08 00:00 | buy | 12 | 0.10 | 178757 | 0 | 0 | |
24 | 2017.05.10 00:00 | close | 12 | 0.10 | 204141 | 0 | 0 | 2532.14 | 1016566.07 |
25 | 2017.05.10 00:00 | buy | 13 | 0.10 | 204191 | 0 | 0 | |
26 | 2017.05.19 00:00 | close | 13 | 0.10 | 222210 | 0 | 0 | 1794.75 | 1018360.82 |
27 | 2017.05.19 00:00 | buy | 14 | 0.10 | 222260 | 0 | 0 | |
28 | 2017.05.22 00:00 | close | 14 | 0.10 | 251693 | 0 | 0 | 2935.52 | 1021296.34 |
29 | 2017.05.22 00:00 | buy | 15 | 0.10 | 251743 | 0 | 0 | |
30 | 2017.05.23 00:00 | close | 15 | 0.10 | 277988 | 0 | 0 | 2615.69 | 1023912.03 |
31 | 2017.05.23 00:00 | buy | 16 | 0.10 | 278038 | 0 | 0 | |
32 | 2017.05.26 00:00 | close | 16 | 0.10 | 316889 | 0 | 0 | 3875.37 | 1027787.40 |
33 | 2017.05.26 00:00 | buy | 17 | 0.10 | 316939 | 0 | 0 | |
34 | 2017.05.29 00:00 | buy | 18 | 0.10 | 256238 | 0 | 0 | |
35 | 2017.06.06 07:57 | close | 18 | 0.10 | 311510 | 0 | 0 | 5518.23 | 1033305.63 |
36 | 2017.06.06 07:57 | close | 17 | 0.10 | 311510 | 0 | 0 | -553.99 | 1032751.64 |
37 | 2017.06.07 00:00 | buy | 19 | 0.10 | 315101 | 0 | 0 | |
38 | 2017.06.15 00:00 | buy | 20 | 0.10 | 285221 | 0 | 0 | |
39 | 2017.07.15 00:00 | buy | 21 | 0.20 | 234820 | 0 | 0 | |
40 | 2017.07.20 07:56 | close | 21 | 0.20 | 290751 | 0 | 0 | 11169.76 | 1043921.40 |
41 | 2017.07.20 07:56 | close | 20 | 0.10 | 290751 | 0 | 0 | 543.02 | 1044464.42 |
42 | 2017.07.20 07:56 | close | 19 | 0.10 | 290751 | 0 | 0 | -2446.03 | 1042018.39 |
43 | 2017.07.21 00:00 | buy | 22 | 0.10 | 303848 | 0 | 0 | |
44 | 2017.07.26 00:00 | buy | 23 | 0.10 | 276334 | 0 | 0 | |
45 | 2017.07.31 07:52 | close | 23 | 0.10 | 315316 | 0 | 0 | 3888.53 | 1045906.92 |
46 | 2017.07.31 07:52 | close | 22 | 0.10 | 315316 | 0 | 0 | 1136.17 | 1047043.09 |
47 | 2017.08.01 00:00 | buy | 24 | 0.10 | 325416 | 0 | 0 | |
48 | 2017.08.06 00:00 | close | 24 | 0.10 | 357278 | 0 | 0 | 3174.81 | 1050217.90 |
49 | 2017.08.06 00:00 | buy | 25 | 0.10 | 357328 | 0 | 0 | |
50 | 2017.08.12 00:00 | close | 25 | 0.10 | 409019 | 0 | 0 | 5156.59 | 1055374.49 |
51 | 2017.08.12 00:00 | buy | 26 | 0.10 | 409069 | 0 | 0 | |
52 | 2017.08.13 00:00 | close | 26 | 0.10 | 459275 | 0 | 0 | 5006.28 | 1060380.77 |
53 | 2017.08.13 00:00 | buy | 27 | 0.10 | 459325 | 0 | 0 | |
54 | 2017.08.22 00:00 | buy | 28 | 0.10 | 412400 | 0 | 0 | |
55 | 2017.08.24 14:51 | close | 28 | 0.10 | 473764 | 0 | 0 | 6121.97 | 1066502.74 |
56 | 2017.08.24 14:51 | close | 27 | 0.10 | 473764 | 0 | 0 | 1427.82 | 1067930.56 |
57 | 2017.08.25 00:00 | buy | 29 | 0.10 | 471419 | 0 | 0 | |
58 | 2017.09.01 00:00 | close | 29 | 0.10 | 522621 | 0 | 0 | 5103.70 | 1073034.26 |
59 | 2017.09.01 00:00 | buy | 30 | 0.10 | 522671 | 0 | 0 | |
60 | 2017.09.05 00:00 | buy | 31 | 0.10 | 461663 | 0 | 0 | |
61 | 2017.09.15 00:00 | buy | 32 | 0.20 | 336018 | 0 | 0 | |
62 | 2017.09.18 15:07 | close | 32 | 0.20 | 450101 | 0 | 0 | 22793.08 | 1095827.34 |
63 | 2017.09.18 15:07 | close | 31 | 0.10 | 450101 | 0 | 0 | -1172.36 | 1094654.98 |
64 | 2017.09.18 15:07 | close | 30 | 0.10 | 450101 | 0 | 0 | -7275.29 | 1087379.69 |
65 | 2017.09.19 00:00 | buy | 33 | 0.10 | 435139 | 0 | 0 | |
66 | 2017.09.30 00:00 | close | 33 | 0.10 | 473458 | 0 | 0 | 3816.67 | 1091196.36 |
67 | 2017.09.30 00:00 | buy | 34 | 0.10 | 473508 | 0 | 0 | |
68 | 2017.10.10 00:00 | close | 34 | 0.10 | 538625 | 0 | 0 | 6495.13 | 1097691.49 |
69 | 2017.10.10 00:00 | buy | 35 | 0.10 | 538675 | 0 | 0 | |
70 | 2017.10.13 00:00 | close | 35 | 0.10 | 622143 | 0 | 0 | 8327.95 | 1106019.44 |
71 | 2017.10.13 00:00 | buy | 36 | 0.10 | 622193 | 0 | 0 | |
72 | 2017.10.21 00:00 | close | 36 | 0.10 | 690659 | 0 | 0 | 6824.82 | 1112844.26 |
73 | 2017.10.21 00:00 | buy | 37 | 0.10 | 690709 | 0 | 0 | |
74 | 2017.10.24 00:00 | buy | 38 | 0.10 | 638571 | 0 | 0 | |
75 | 2017.10.31 15:45 | close | 38 | 0.10 | 722434 | 0 | 0 | 8363.95 | 1121208.21 |
76 | 2017.10.31 15:45 | close | 37 | 0.10 | 722434 | 0 | 0 | 3148.33 | 1124356.54 |
77 | 2017.11.01 00:00 | buy | 39 | 0.10 | 720755 | 0 | 0 | |
78 | 2017.11.02 00:00 | close | 39 | 0.10 | 787254 | 0 | 0 | 6624.67 | 1130981.21 |
79 | 2017.11.02 00:00 | buy | 40 | 0.10 | 787304 | 0 | 0 | |
80 | 2017.11.12 00:00 | buy | 41 | 0.10 | 651461 | 0 | 0 | |
81 | 2017.11.15 03:23 | close | 41 | 0.10 | 781937 | 0 | 0 | 13024.80 | 1144006.01 |
82 | 2017.11.15 03:23 | close | 40 | 0.10 | 781937 | 0 | 0 | -564.25 | 1143441.76 |
83 | 2017.11.16 00:00 | buy | 42 | 0.10 | 820407 | 0 | 0 | |
84 | 2017.11.20 00:00 | close | 42 | 0.10 | 892460 | 0 | 0 | 7176.59 | 1150618.35 |
85 | 2017.11.20 00:00 | buy | 43 | 0.10 | 892510 | 0 | 0 | |
86 | 2017.11.26 00:00 | close | 43 | 0.10 | 997791 | 0 | 0 | 10496.86 | 1161115.21 |
87 | 2017.11.26 00:00 | buy | 44 | 0.10 | 997841 | 0 | 0 | |
88 | 2017.11.28 00:00 | close | 44 | 0.10 | 1101940 | 0 | 0 | 10374.98 | 1171490.19 |
89 | 2017.11.28 00:00 | buy | 45 | 0.10 | 1101990 | 0 | 0 | |
90 | 2017.12.02 00:00 | close | 45 | 0.10 | 1214487 | 0 | 0 | 11211.13 | 1182701.32 |
91 | 2017.12.02 00:00 | buy | 46 | 0.10 | 1214537 | 0 | 0 | |
92 | 2017.12.06 00:00 | close | 46 | 0.10 | 1392746 | 0 | 0 | 17778.39 | 1200479.71 |
93 | 2017.12.06 00:00 | buy | 47 | 0.10 | 1392796 | 0 | 0 | |
94 | 2017.12.07 00:00 | close | 47 | 0.10 | 1594391 | 0 | 0 | 20110.75 | 1220590.46 |
95 | 2017.12.07 00:00 | buy | 48 | 0.10 | 1594441 | 0 | 0 | |
96 | 2017.12.08 00:00 | close | 48 | 0.10 | 1962092 | 0 | 0 | 36709.30 | 1257299.76 |
97 | 2017.12.08 00:00 | buy | 49 | 0.10 | 1962142 | 0 | 0 | |
98 | 2017.12.09 00:00 | buy | 50 | 0.10 | 1810939 | 0 | 0 | |
99 | 2017.12.11 10:57 | close | 50 | 0.10 | 2050595 | 0 | 0 | 23902.22 | 1281201.98 |
100 | 2017.12.11 10:57 | close | 49 | 0.10 | 2050595 | 0 | 0 | 8776.63 | 1289978.61 |
101 | 2017.12.12 00:00 | buy | 51 | 0.10 | 2218461 | 0 | 0 | |
102 | 2017.12.13 00:00 | buy | 52 | 0.10 | 1923853 | 0 | 0 | |
103 | 2017.12.22 00:00 | buy | 53 | 0.20 | 1470780 | 0 | 0 | |
104 | 2018.01.05 11:47 | close | 53 | 0.20 | 1924978 | 0 | 0 | 90736.65 | 1380715.26 |
105 | 2018.01.05 11:47 | close | 52 | 0.10 | 1924978 | 0 | 0 | 45.17 | 1380760.43 |
106 | 2018.01.05 11:47 | close | 51 | 0.10 | 1924978 | 0 | 0 | -29425.95 | 1351334.48 |
107 | 2018.01.06 00:00 | buy | 54 | 0.10 | 1928933 | 0 | 0 | |
108 | 2018.01.11 00:00 | buy | 55 | 0.10 | 1652207 | 0 | 0 | |
109 | 2018.01.17 00:00 | buy | 56 | 0.20 | 1271357 | 0 | 0 | |
110 | 2018.02.02 00:00 | buy | 57 | 0.30 | 924233 | 0 | 0 | |
111 | 2018.06.24 00:00 | buy | 58 | 0.50 | 652446 | 0 | 0 | |
112 | 2018.07.24 21:27 | close at stop | 58 | 0.50 | 930484 | 0 | 0 | 138904.83 | 1490239.31 |
113 | 2018.07.24 21:27 | close at stop | 57 | 0.30 | 930484 | 0 | 0 | 1778.26 | 1492017.57 |
114 | 2018.07.24 21:27 | close at stop | 56 | 0.20 | 930484 | 0 | 0 | -68263.59 | 1423753.98 |
115 | 2018.07.24 21:27 | close at stop | 55 | 0.10 | 930484 | 0 | 0 | -72230.13 | 1351523.85 |
116 | 2018.07.24 21:27 | close at stop | 54 | 0.10 | 930484 | 0 | 0 | -99912.41 | 1251611.44 |