Strategy Tester Report
trend_trade2_5mid_10_2_5_4x3
XMTrading-Demo 3 (Build 1380)

通貨ペアBTCUSD (Bitcoin vs US Dollar)
期間5分足(M5) 2022.10.01 00:00 - 2023.10.01 23:55 (2022.10.01 - 2023.10.02)
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giCompoundInterest=1; gfInvestPer=1; gdEntryLot=1; giTakeProfitPips=0; giStopLossPips=0; giEntryByLong=1; giEntryByShort=1; gbChangeStopLoss=1; giSlippage=30; giMagicNumber=34328;
テストバー数97906モデルティック数79652603モデリング品質n/a
不整合チャートエラー889
初期証拠金10000.00スプレッド1
純益43117.59総利益89350.79総損失-46233.20
プロフィットファクタ1.93期待利得422.72
絶対ドローダウン1106.03最大ドローダウン15694.87 (31.92%)相対ドローダウン31.92% (15694.87)
総取引数102売りポジション(勝率%)50 (54.00%)買いポジション(勝率%)52 (50.00%)
勝率(%)53 (51.96%)負率 (%)49 (48.04%)
最大勝トレード11612.85敗トレード-3575.52
平均勝トレード1685.86敗トレード-943.53
最大連勝(金額)6 (17789.87)連敗(金額)6 (-930.85)
最大連勝(トレード数)17789.87 (6)連敗(トレード数)-6222.11 (5)
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
12022.10.05 11:15sell11.0020105.880.000.00
22022.10.05 19:15close11.0020118.890.000.00-13.019986.99
32022.10.08 15:55buy21.0019499.890.000.00
42022.10.09 00:45close21.0019325.380.000.00-174.519812.48
52022.10.09 02:35buy30.9819427.390.000.00
62022.10.10 11:15close30.9819285.380.000.00-139.179673.31
72022.10.10 13:05buy40.9719338.890.000.00
82022.10.11 03:05close40.9719065.880.000.00-264.829408.49
92022.10.11 15:20buy50.9419237.390.000.00
102022.10.11 17:05close50.9418878.820.000.00-337.069071.43
112022.10.11 18:30buy60.9119093.390.000.00
122022.10.13 04:45close60.9119090.880.000.00-2.289069.15
132022.10.13 18:20buy70.9118736.860.000.00
142022.10.14 21:45close70.9119140.880.000.00367.669436.81
152022.10.20 07:20buy80.9419107.320.000.00
162022.10.20 20:40close80.9419102.310.000.00-4.719432.10
172022.10.21 16:55buy90.9419017.320.000.00
182022.10.22 20:35close90.9419166.810.000.00140.529572.62
192022.10.24 06:15sell100.9619336.310.000.00
202022.10.25 16:50close100.9619502.320.000.00-159.379413.25
212022.10.27 12:10sell110.9420645.310.000.00
222022.10.28 16:20close110.9420347.820.000.00279.649692.89
232022.10.29 21:25sell120.9720785.980.000.00
242022.10.31 11:45close120.9720631.320.000.00150.029842.91
252022.11.01 04:50buy130.9820543.820.000.00
262022.11.02 20:55close130.9820442.880.000.00-98.929743.99
272022.11.03 21:25buy140.9720230.390.000.00
282022.11.06 04:00close140.9721182.380.000.00923.4310667.42
292022.11.08 06:15sell151.0719724.380.000.00
302022.11.10 17:10close151.0717827.320.000.002029.8512697.27
312022.11.22 02:25buy161.2715905.320.000.00
322022.11.23 19:00close161.2716297.310.000.00497.8313195.10
332022.11.28 19:00buy171.3216288.940.000.00
342022.12.02 15:35close171.3216850.570.000.00741.3513936.45
352022.12.05 17:05sell181.3917116.680.000.00
362022.12.06 17:20close181.3916982.240.000.00186.8714123.32
372022.12.08 09:10buy191.4116801.040.000.00
382022.12.11 01:50close191.4117095.460.000.00415.1314538.45
392022.12.11 21:05buy201.4517226.750.000.00
402022.12.11 22:25close201.4517103.250.000.00-179.0814359.37
412022.12.12 21:55buy211.4417018.130.000.00
422022.12.14 22:35close211.4417682.940.000.00957.3315316.70
432022.12.16 18:10sell221.5316852.350.000.00
442022.12.18 01:45close221.5316762.150.000.00138.0115454.71
452022.12.18 08:40sell231.5516709.610.000.00
462022.12.19 00:40close231.5516803.800.000.00-145.9915308.72
472022.12.20 03:35buy241.5316547.600.000.00
482022.12.22 16:35close241.5316654.050.000.00162.8715471.59
492022.12.26 17:25sell251.5516801.680.000.00
502022.12.27 01:55close251.5516909.370.000.00-166.9215304.67
512022.12.27 02:50sell261.5316827.790.000.00
522023.01.01 20:05close261.5316572.990.000.00389.8415694.51
532023.01.02 05:55buy271.5716669.460.000.00
542023.01.03 17:20close271.5716608.390.000.00-95.8815598.63
552023.01.04 05:10buy281.5616783.780.000.00
562023.01.06 13:10close281.5616722.760.000.00-95.1915503.44
572023.01.07 18:50buy291.5516905.920.000.00
582023.01.16 17:15close291.5520651.740.000.005806.0221309.46
592023.02.22 17:15sell302.1323802.580.000.00
602023.02.23 04:35close302.1324332.180.000.00-1128.0520181.41
612023.02.24 17:20sell312.0223646.560.000.00
622023.02.26 00:20close312.0222980.680.000.001345.0821526.49
632023.03.01 05:00buy322.1523318.930.000.00
642023.03.02 15:15close322.1523259.260.000.00-128.2921398.20
652023.03.03 03:25sell332.1422988.830.000.00
662023.03.05 03:20close332.1422616.920.000.00795.8922194.09
672023.03.07 17:05sell342.2222121.480.000.00
682023.03.11 02:30close342.2220326.870.000.003984.0326178.12
692023.03.13 02:45buy352.6222676.180.000.00
702023.03.15 19:05close352.6223990.500.000.003443.5229621.64
712023.03.17 12:10buy362.9626521.390.000.00
722023.03.21 09:10close362.9627504.460.000.002909.8932531.53
732023.03.22 20:15sell373.2528419.080.000.00
742023.03.25 16:50close373.2527576.090.000.002739.7235271.25
752023.03.28 17:25buy383.5326977.510.000.00
762023.03.30 20:30close383.5328087.090.000.003916.8239188.07
772023.04.04 01:20buy393.9227904.720.000.00
782023.04.05 18:05close393.9227884.510.000.00-79.2239108.85
792023.04.12 04:50sell403.9130160.330.000.00
802023.04.13 04:55close403.9130080.990.000.00310.2239419.07
812023.04.14 17:25sell413.9430613.740.000.00
822023.04.15 00:40close413.9430517.320.000.00379.8939798.96
832023.04.18 08:35buy423.9829589.600.000.00
842023.04.19 10:00close423.9830008.090.000.001665.5941464.55
852023.04.22 19:15buy434.1527643.220.000.00
862023.04.23 03:35close434.1527455.300.000.00-779.8740684.68
872023.04.24 08:50sell444.0727645.630.000.00
882023.04.25 21:00close444.0727608.260.000.00152.1040836.78
892023.04.25 23:40buy454.0827972.160.000.00
902023.04.26 23:05close454.0827330.750.000.00-2616.9538219.83
912023.04.30 22:10sell463.8229376.410.000.00
922023.05.02 17:45close463.8228528.370.000.003239.5141459.34
932023.05.04 16:40sell474.1528703.170.000.00
942023.05.05 05:05close474.1529424.430.000.00-2993.2338466.11
952023.05.05 10:40sell483.8529085.930.000.00
962023.05.05 19:05close483.8529565.780.000.00-1847.4236618.69
972023.05.06 11:05sell493.6629208.370.000.00
982023.05.07 04:25close493.6629052.110.000.00571.9137190.60
992023.05.09 14:55buy503.7227678.830.000.00
1002023.05.10 20:15close503.7227864.870.000.00692.0737882.67
1012023.05.10 22:05buy513.7927737.190.000.00
1022023.05.11 20:45close513.7926793.780.000.00-3575.5234307.15
1032023.05.12 23:00buy523.4326445.780.000.00
1042023.05.14 02:40close523.4326847.640.000.001378.3835685.53
1052023.05.14 22:05sell533.5726871.000.000.00
1062023.05.15 04:55close533.5727272.300.000.00-1432.6434252.89
1072023.05.16 02:50sell543.4327176.250.000.00
1082023.05.16 11:25close543.4327253.070.000.00-263.4933989.40
1092023.05.17 19:50buy553.4026878.750.000.00
1102023.05.18 18:25close553.4027096.030.000.00738.7534728.15
1112023.05.19 00:40buy563.4726978.740.000.00
1122023.05.21 00:05close563.4726982.320.000.0012.4234740.57
1132023.05.23 21:25sell573.4727114.850.000.00
1142023.05.25 22:15close573.4726520.090.000.002063.8236804.39
1152023.05.28 21:25buy583.6827668.510.000.00
1162023.05.30 17:25close583.6827766.930.000.00362.1937166.58
1172023.06.05 02:25sell593.7227189.880.000.00
1182023.06.06 19:05close593.7226157.290.000.003841.2341007.81
1192023.06.10 20:40buy604.1026009.040.000.00
1202023.06.12 01:40close604.1025876.130.000.00-544.9340462.88
1212023.06.13 17:00sell614.0526015.250.000.00
1222023.06.16 00:00close614.0525528.230.000.001972.4342435.31
1232023.06.16 20:25buy624.2426166.110.000.00
1242023.06.18 12:05close624.2426456.980.000.001233.2943668.60
1252023.06.19 21:55sell634.3726547.420.000.00
1262023.06.20 04:15close634.3727133.630.000.00-2561.7441106.86
1272023.06.20 12:35sell644.1126700.520.000.00
1282023.06.20 19:20close644.1127153.330.000.00-1861.0539245.81
1292023.06.22 17:35sell653.9229975.710.000.00
1302023.06.23 17:50close653.9230259.050.000.00-1110.6938135.12
1312023.06.24 01:10sell663.8130587.840.000.00
1322023.06.24 21:25close663.8130675.460.000.00-333.8337801.29
1332023.06.26 10:00buy673.7830466.810.000.00
1342023.06.28 01:55close673.7830582.700.000.00438.0638239.35
1352023.06.29 04:40buy683.8230201.440.000.00
1362023.06.29 23:25close683.8230283.160.000.00312.1738551.52
1372023.06.30 08:55sell693.8630677.930.000.00
1382023.07.02 18:30close693.8630455.870.000.00857.1539408.67
1392023.07.04 09:00sell703.9430960.550.000.00
1402023.07.05 20:30close703.9430555.640.000.001595.3541004.02
1412023.07.06 15:00sell714.1030837.780.000.00
1422023.07.09 04:10close714.1030380.420.000.001875.1842879.20
1432023.07.10 03:15sell724.2930018.320.000.00
1442023.07.10 21:35close724.2930383.750.000.00-1567.6941311.51
1452023.07.10 21:45buy734.1330428.860.000.00
1462023.07.12 16:40close734.1330534.020.000.00434.3141745.82
1472023.07.14 13:35sell744.1731129.080.000.00
1482023.07.16 05:40close744.1730213.850.000.003816.5145562.33
1492023.07.17 14:15buy754.5630249.220.000.00
1502023.07.17 21:35close754.5629812.810.000.00-1990.0343572.30
1512023.07.18 00:20buy764.3630058.500.000.00
1522023.07.19 17:45close764.3629816.420.000.00-1055.4742516.83
1532023.07.24 00:45sell774.2529947.560.000.00
1542023.07.25 16:40close774.2529271.820.000.002871.9045388.73
1552023.07.31 00:00buy784.5429253.720.000.00
1562023.08.01 05:10close784.5429005.800.000.00-1125.5644263.17
1572023.08.01 05:10sell794.4329005.800.000.00
1582023.08.02 02:15close794.4329344.000.000.00-1498.2342764.94
1592023.08.02 02:55buy804.2829622.570.000.00
1602023.08.03 21:10close804.2829121.170.000.00-2145.9940618.95
1612023.08.07 00:55sell814.0629022.890.000.00
1622023.08.08 00:25close814.0629221.910.000.00-808.0239810.93
1632023.08.08 00:25buy823.9829221.910.000.00
1642023.08.09 19:50close823.9829509.050.000.001142.8240953.75
1652023.08.14 05:40buy834.1029256.950.000.00
1662023.08.15 19:50close834.1029203.920.000.00-217.4240736.33
1672023.08.15 22:10sell844.0729068.630.000.00
1682023.08.20 23:40close844.0726215.350.000.0011612.8552349.18
1692023.08.21 13:10sell855.2325946.850.000.00
1702023.08.22 19:55close855.2326011.380.000.00-337.4952011.69
1712023.08.22 19:55buy865.2026011.380.000.00
1722023.08.22 20:45close865.2025740.380.000.00-1409.2050602.49
1732023.08.22 20:45sell875.0625740.380.000.00
1742023.08.23 03:15close875.0626136.380.000.00-2003.7648598.73
1752023.08.23 19:20buy884.8626293.460.000.00
1762023.08.24 18:55close884.8625987.970.000.00-1484.6847114.05
1772023.08.25 17:55sell894.7125792.310.000.00
1782023.08.27 07:30close894.7126001.860.000.00-986.9846127.07
1792023.08.28 15:10buy904.6126020.890.000.00
1802023.08.30 18:00close904.6127092.340.000.004939.3851066.45
1812023.08.31 07:55buy915.1127241.340.000.00
1822023.08.31 18:45close915.1126893.280.000.00-1778.5949287.86
1832023.08.31 18:45sell924.9326893.280.000.00
1842023.09.02 18:30close924.9325926.030.000.004768.5454056.40
1852023.09.02 23:30sell935.4125809.570.000.00
1862023.09.03 15:40close935.4125993.880.000.00-997.1253059.28
1872023.09.08 13:05sell945.3125860.350.000.00
1882023.09.10 08:30close945.3125832.420.000.00148.3153207.59
1892023.09.11 03:30sell955.3225772.100.000.00
1902023.09.12 13:20close955.3225892.110.000.00-638.4552569.14
1912023.09.12 13:25buy965.2626232.470.000.00
1922023.09.15 15:40close965.2626337.410.000.00551.9853121.12
1932023.09.16 08:25sell975.3126525.100.000.00
1942023.09.18 02:55close975.3126521.040.000.0021.5653142.68
1952023.09.18 02:55buy985.3126521.040.000.00
1962023.09.18 03:35close985.3126402.440.000.00-629.7752512.91
1972023.09.18 03:55sell995.2526474.870.000.00
1982023.09.18 05:30close995.2526642.740.000.00-881.3251631.59
1992023.09.18 22:45buy1005.1626887.990.000.00
2002023.09.20 22:20close1005.1626818.580.000.00-358.1651273.43
2012023.09.21 16:45sell1015.1326386.350.000.00
2022023.09.23 21:20close1015.1326617.430.000.00-1185.4450087.99
2032023.09.25 19:15buy1025.0126347.710.000.00
2042023.10.01 00:50close1025.0126952.420.000.003029.6053117.59