Strategy Tester Report
GER40 H4 MN608 ver2.9.168
AxioryAsia-01Live (Build 1420)

通貨ペアDAX (DAX 40)
期間4時間足(H4) 2012.02.09 20:00 - 2024.12.31 20:00 (2003.05.01 - 2025.01.01)
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MagicNumber=608; SMAPeriod1=30; StopLoss1=6.5; mmLots=0.01; slts=""; UseSQTickSize=false; MainChartTickSizeSQ=0.01;
テストバー数17856モデルティック数246381657モデリング品質99.90%
不整合チャートエラー0
初期証拠金100000.00スプレッド変動
純益617573.63総利益1335032.90総損失-717459.27
プロフィットファクタ1.86期待利得1456.54
絶対ドローダウン35688.49最大ドローダウン63115.28 (10.70%)相対ドローダウン44.95% (52504.00)
総取引数424売りポジション(勝率%)146 (53.42%)買いポジション(勝率%)278 (59.35%)
勝率(%)243 (57.31%)負率 (%)181 (42.69%)
最大勝トレード42872.44敗トレード-28575.34
平均勝トレード5493.96敗トレード-3963.86
最大連勝(金額)13 (39488.79)連敗(金額)7 (-41978.95)
最大連勝(トレード数)102388.54 (6)連敗(トレード数)-44350.24 (4)
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
12012.02.10 10:02buy10.016733.70.00.0
22012.02.10 10:02modify10.016733.76295.80.0
32012.02.15 16:00close10.016776.86295.80.01746.07101746.07
42012.02.22 16:00buy20.016870.10.00.0
52012.02.22 16:00modify20.016870.16422.90.0
62012.02.23 12:00close20.016864.56422.90.0-227.74101518.33
72012.02.29 20:39buy30.016859.20.00.0
82012.02.29 20:39modify30.016859.26413.30.0
92012.03.02 12:00close30.016928.36413.30.02799.58104317.91
102012.04.12 12:00sell40.016703.80.00.0
112012.04.12 12:00modify40.016703.87140.50.0
122012.04.13 12:00close40.016682.57140.50.0863.30105181.21
132012.04.23 04:58buy50.016753.80.00.0
142012.04.23 04:58modify50.016753.86314.10.0
152012.04.23 10:02close50.016665.86314.10.0-3566.62101614.59
162012.04.30 10:03buy60.016847.40.00.0
172012.04.30 10:03modify60.016847.46402.00.0
182012.05.03 16:00close60.016741.86402.00.0-4281.2097333.39
192012.05.11 20:04sell70.016579.80.00.0
202012.05.11 20:04modify70.016579.87007.60.0
212012.05.14 09:16close70.016583.97007.60.0-166.1597167.24
222012.05.15 20:13buy80.016404.10.00.0
232012.05.15 20:13modify80.016404.15987.80.0
242012.05.23 00:36close80.016435.05987.80.01250.4698417.70
252012.06.11 08:22buy90.016134.00.00.0
262012.06.11 08:22modify90.016134.05735.10.0
272012.06.13 00:23close90.016160.45735.10.01069.5399487.23
282012.06.21 12:00buy100.016359.30.00.0
292012.06.21 12:00modify100.016359.35945.30.0
302012.06.25 08:48close100.016263.25945.30.0-3895.3895591.85
312012.07.05 20:14buy110.016539.50.00.0
322012.07.05 20:14modify110.016539.56113.60.0
332012.07.09 06:00close110.016409.56113.60.0-5269.3690322.49
342012.07.10 10:02sell120.016396.90.00.0
352012.07.10 10:02modify120.016396.96813.30.0
362012.07.12 16:00close120.016409.76813.30.0-518.7189803.78
372012.07.16 10:00buy130.016554.70.00.0
382012.07.16 10:00modify130.016554.76128.00.0
392012.07.23 10:02close130.016561.26128.00.0261.6990065.48
402012.07.27 05:50sell140.016582.10.00.0
412012.07.27 05:50modify140.016582.17010.90.0
422012.07.27 20:21close140.016692.57010.90.0-4474.4885591.00
432012.07.30 12:00buy150.016711.30.00.0
442012.07.30 12:00modify150.016711.36274.90.0
452012.08.03 20:08close150.016864.86274.90.06219.8091810.80
462012.08.09 00:02buy160.016969.20.00.0
472012.08.09 00:02modify160.016969.26516.20.0
482012.08.10 12:00close160.016943.56516.20.0-1041.8790768.93
492012.08.16 16:00buy170.016963.10.00.0
502012.08.16 16:00modify170.016963.16509.90.0
512012.08.20 10:00close170.017036.06509.90.02954.0993723.03
522012.08.22 23:36buy180.017021.80.00.0
532012.08.22 23:36modify180.017021.86564.40.0
542012.08.23 10:00close180.017065.36564.40.01762.2595485.28
552012.09.05 12:00buy190.016910.70.00.0
562012.09.05 12:00modify190.016910.76461.20.0
572012.09.06 16:00close190.017031.36461.20.04887.11100372.38
582012.09.13 00:22buy200.017347.10.00.0
592012.09.13 00:22modify200.017347.16869.00.0
602012.09.14 10:03close200.017397.26869.00.02030.27102402.65
612012.11.07 10:02buy210.017428.70.00.0
622012.11.07 10:02modify210.017428.76945.30.0
632012.11.20 12:00close210.017122.96945.30.0-12397.4890005.17
642012.11.28 10:02buy220.017320.90.00.0
652012.11.28 10:02modify220.017320.96844.70.0
662012.11.29 10:00close220.017381.86844.70.02467.4392472.61
672012.12.05 16:00buy230.017449.80.00.0
682012.12.05 16:00modify230.017449.86964.90.0
692012.12.06 12:00close230.017542.66964.90.03760.3296232.93
702012.12.13 10:02buy240.017622.00.00.0
712012.12.13 10:02modify240.017622.07126.20.0
722012.12.14 12:00close240.017603.57126.20.0-750.0895482.84
732012.12.19 10:02buy250.017679.20.00.0
742012.12.19 10:02modify250.017679.27179.20.0
752012.12.27 16:00close250.017668.47179.20.0-440.5995042.25
762013.01.17 16:00sell260.017745.50.00.0
772013.01.17 16:00modify260.017745.58249.80.0
782013.01.21 10:00close260.017730.88249.80.0595.8395638.09
792013.01.24 16:00sell270.017715.40.00.0
802013.01.24 16:00modify270.017715.48218.00.0
812013.01.31 20:09close270.017779.78218.00.0-2605.9193032.18
822013.02.04 08:02sell280.017832.70.00.0
832013.02.04 08:02modify280.017832.78342.60.0
842013.02.04 23:51close280.017641.98342.60.07733.08100765.26
852013.02.07 10:02sell290.017580.70.00.0
862013.02.07 10:02modify290.017580.78074.20.0
872013.02.11 07:33close290.017655.68074.20.0-3035.6497729.62
882013.02.18 20:34sell300.017628.40.00.0
892013.02.18 20:34modify300.017628.48124.60.0
902013.02.21 20:35close300.017586.78124.60.01690.2099419.82
912013.02.27 16:00buy310.017634.30.00.0
922013.02.27 16:00modify310.017634.37137.90.0
932013.03.01 00:02close310.017732.67137.90.03982.92103402.74
942013.03.01 16:00buy320.017654.00.00.0
952013.03.01 16:00modify320.017654.07156.00.0
962013.03.04 04:10close320.017707.27156.00.02155.89105558.63
972013.03.05 08:01sell330.017690.70.00.0
982013.03.05 08:01modify330.017690.78191.60.0
992013.03.14 01:47close330.017974.98191.60.0-11518.3194040.32
1002013.04.11 01:15sell340.017810.60.00.0
1012013.04.11 01:15modify340.017810.68318.30.0
1022013.04.15 21:13close340.017715.08318.30.03874.6897915.00
1032013.04.29 03:49buy350.017817.60.00.0
1042013.04.29 03:49modify350.017817.67309.30.0
1052013.05.03 12:00close350.017964.47309.30.05947.99103862.99
1062013.05.09 04:59buy360.018253.50.00.0
1072013.05.09 04:59modify360.018253.57716.30.0
1082013.05.13 04:59close360.018278.37716.30.01004.52104867.51
1092013.05.23 16:00buy370.018310.60.00.0
1102013.05.23 16:00modify370.018310.67769.90.0
1112013.05.24 16:00close370.018305.17769.90.0-223.22104644.29
1122013.05.27 04:00sell380.018332.20.00.0
1132013.05.27 04:00modify380.018332.28874.60.0
1142013.05.29 20:00close380.018342.58874.60.0-417.41104226.88
1152013.05.31 04:00sell390.018406.10.00.0
1162013.05.31 04:00modify390.018406.18953.50.0
1172013.06.05 04:00close390.018273.38953.50.05382.42109609.29
1182013.06.06 12:00sell400.018215.80.00.0
1192013.06.06 12:00modify400.018215.88750.00.0
1202013.06.10 01:00close400.018237.38750.00.0-871.34108737.95
1212013.06.13 16:00sell410.018067.40.00.0
1222013.06.13 16:00modify410.018067.48592.40.0
1232013.06.14 16:00close410.018150.18592.40.0-3351.79105386.16
1242013.06.21 16:00sell420.017908.10.00.0
1252013.06.21 16:00modify420.017908.18423.10.0
1262013.06.24 01:00close420.017833.88423.10.03011.38108397.54
1272013.07.01 01:00buy430.017944.60.00.0
1282013.07.01 01:00modify430.017944.67427.60.0
1292013.07.01 12:00close430.017913.27427.60.0-1272.63107124.91
1302013.07.12 08:00buy440.018187.00.00.0
1312013.07.12 08:00modify440.018187.07654.80.0
1322013.07.15 01:00close440.018203.67654.80.0672.48107797.40
1332013.07.16 00:05buy450.018241.00.00.0
1342013.07.16 00:05modify450.018241.07704.40.0
1352013.07.17 04:00close450.018197.07704.40.0-1783.62106013.78
1362013.07.19 08:00buy460.018311.80.00.0
1372013.07.19 08:00modify460.018311.87770.80.0
1382013.07.22 01:00close460.018347.47770.80.01442.55107456.33
1392013.07.23 08:00buy470.018357.20.00.0
1402013.07.23 08:00modify470.018357.27813.80.0
1412013.07.24 12:00close470.018359.77813.80.0101.01107557.33
1422013.08.28 00:05buy480.018210.80.00.0
1432013.08.28 00:05modify480.018210.87676.40.0
1442013.09.02 20:00close480.018241.27676.40.01230.57108787.91
1452013.09.05 16:00sell490.018220.20.00.0
1462013.09.05 16:00modify490.018220.28755.40.0
1472013.09.18 21:59s/l490.018756.48755.40.0-21731.7987056.12
1482013.09.19 00:05buy500.018751.50.00.0
1492013.09.19 00:05modify500.018751.58182.50.0
1502013.09.23 02:00close500.018669.28182.50.0-3336.2583719.87
1512013.10.07 12:00buy510.018537.10.00.0
1522013.10.07 12:00modify510.018537.17981.40.0
1532013.10.11 10:04close510.018707.87981.40.06916.4990636.36
1542013.10.18 12:00buy520.018830.70.00.0
1552013.10.18 12:00modify520.018830.78256.30.0
1562013.10.21 10:04close520.018827.98256.30.0-113.8190522.55
1572013.10.25 04:00buy530.018966.60.00.0
1582013.10.25 04:00modify530.018966.68383.30.0
1592013.10.28 13:47close530.018983.68383.30.0688.6791211.22
1602013.10.30 20:00buy540.019016.90.00.0
1612013.10.30 20:00modify540.019016.98430.40.0
1622013.10.31 20:00close540.019033.38430.40.0663.6891874.90
1632013.11.08 00:05buy550.019027.30.00.0
1642013.11.08 00:05modify550.019027.38440.50.0
1652013.11.08 16:00close550.019028.28440.50.036.4891911.38
1662013.11.18 20:00buy560.019228.80.00.0
1672013.11.18 20:00modify560.019228.88628.50.0
1682013.11.20 12:00close560.019192.38628.50.0-1480.0390431.35
1692013.11.26 12:00buy570.019299.60.00.0
1702013.11.26 12:00modify570.019299.68695.00.0
1712013.12.02 02:00close570.019408.38695.00.04403.4794834.82
1722013.12.12 04:00sell580.019038.80.00.0
1732013.12.12 04:00modify580.019038.89626.50.0
1742013.12.16 02:00close580.019040.79626.50.0-76.9694757.86
1752013.12.24 08:04buy590.019492.60.00.0
1762013.12.24 08:04modify590.019492.68874.80.0
1772013.12.30 02:00close590.019576.08874.80.03378.0498135.91
1782014.01.16 12:00buy600.019731.60.00.0
1792014.01.16 12:00modify600.019731.69098.50.0
1802014.01.20 02:00close600.019717.49098.50.0-576.2597559.66
1812014.01.31 08:04sell610.019373.00.00.0
1822014.01.31 08:04modify610.019373.09982.80.0
1832014.02.03 02:09close610.019309.99982.80.02557.46100117.11
1842014.02.05 12:00sell620.019132.80.00.0
1852014.02.05 12:00modify620.019132.89727.00.0
1862014.02.20 04:00close620.019559.89727.00.0-17305.7582811.36
1872014.03.10 03:00buy630.019370.40.00.0
1882014.03.10 03:00modify630.019370.48761.20.0
1892014.03.18 04:00close630.019178.38761.20.0-7788.5175022.85
1902014.03.27 12:00buy640.019429.00.00.0
1912014.03.27 12:00modify640.019429.08815.50.0
1922014.03.31 03:00close640.019625.88815.50.07975.5382998.38
1932014.04.01 16:00buy650.019614.90.00.0
1942014.04.01 16:00modify650.019614.98989.40.0
1952014.04.04 04:00close650.019648.78989.40.01368.1084366.49
1962014.04.08 16:00sell660.019431.60.00.0
1972014.04.08 16:00modify660.019431.610045.40.0
1982014.04.10 04:00close660.019554.110045.40.0-4964.7879401.70
1992014.04.21 12:01buy670.019468.40.00.0
2002014.04.21 12:01modify670.019468.48852.80.0
2012014.04.25 12:00close670.019465.18852.80.0-135.9079265.80
2022014.05.05 03:00buy680.019558.00.00.0
2032014.05.05 03:00modify680.019558.08936.20.0
2042014.05.05 08:00close680.019537.58936.20.0-830.8678434.94
2052014.05.12 04:00buy690.019621.70.00.0
2062014.05.12 04:00modify690.019621.78995.90.0
2072014.05.22 00:05close690.019687.48995.90.02658.4481093.38
2082014.05.26 01:00buy700.019780.30.00.0
2092014.05.26 01:00modify700.019780.39144.00.0
2102014.06.02 01:00close700.019943.89144.00.06624.0087717.38
2112014.06.03 08:00buy710.019953.80.00.0
2122014.06.03 08:00modify710.019953.89306.30.0
2132014.06.03 12:00close710.019926.09306.30.0-1126.7386590.65
2142014.06.10 12:00buy720.0110031.20.00.0
2152014.06.10 12:00modify720.0110031.29378.30.0
2162014.06.17 20:00close720.019931.39378.30.0-4051.5382539.12
2172014.07.30 12:00sell730.019642.40.00.0
2182014.07.30 12:00modify730.019642.410269.80.0
2192014.07.31 08:00close730.019599.410269.80.01742.8684281.98
2202014.08.07 08:00sell740.019112.00.00.0
2212014.08.07 08:00modify740.019112.09704.50.0
2222014.08.08 04:00close740.019006.29704.50.04288.0888570.06
2232014.08.21 04:00buy750.019338.30.00.0
2242014.08.21 04:00modify750.019338.38730.60.0
2252014.08.25 09:00close750.019405.88730.60.02735.0691305.11
2262014.08.26 20:00buy760.019578.10.00.0
2272014.08.26 20:00modify760.019578.18955.00.0
2282014.08.29 04:00close760.019477.78955.00.0-4070.9887234.13
2292014.09.04 00:05buy770.019620.70.00.0
2302014.09.04 00:05modify770.019620.78994.50.0
2312014.09.08 09:00close770.019779.28994.50.06423.2493657.37
2322014.10.01 08:00sell780.019445.20.00.0
2332014.10.01 08:00modify780.019445.210059.80.0
2342014.10.01 12:00close780.019490.410059.80.0-1831.9491825.43
2352014.10.03 12:00sell790.019254.00.00.0
2362014.10.03 12:00modify790.019254.09855.60.0
2372014.10.06 09:00close790.019334.19855.60.0-3246.4088579.03
2382014.10.09 00:05sell800.019115.10.00.0
2392014.10.09 00:05modify800.019115.19708.40.0
2402014.10.10 01:03close800.018899.49708.40.08742.2997321.32
2412014.10.14 20:00sell810.018831.50.00.0
2422014.10.14 20:00modify810.018831.59406.10.0
2432014.10.15 04:00close810.018836.19406.10.0-186.4297134.91
2442014.10.17 08:00sell820.018579.90.00.0
2452014.10.17 08:00modify820.018579.99138.00.0
2462014.10.21 04:00close820.018756.99138.00.0-7173.7289961.19
2472014.10.21 12:00buy830.018803.60.00.0
2482014.10.21 12:00modify830.018803.68230.50.0
2492014.10.24 04:00close830.018980.38230.50.07159.9497121.13
2502014.10.30 08:01buy840.019094.60.00.0
2512014.10.30 08:01modify840.019094.68503.50.0
2522014.10.31 08:04close840.019187.78503.50.03772.98100894.10
2532014.11.04 20:00buy850.019205.80.00.0
2542014.11.04 20:00modify850.019205.88606.70.0
2552014.11.05 08:00close850.019246.68606.70.01653.26102547.37
2562014.11.07 08:01buy860.019425.10.00.0
2572014.11.07 08:01modify860.019425.18812.30.0
2582014.11.10 09:00close860.019294.08812.30.0-5313.8097233.57
2592014.11.11 20:00sell870.019353.50.00.0
2602014.11.11 20:00modify870.019353.59962.00.0
2612014.11.12 20:00close870.019232.19962.00.04920.34102153.91
2622014.11.25 12:00buy880.019871.10.00.0
2632014.11.25 12:00modify880.019871.19228.90.0
2642014.12.01 09:00close880.019921.69228.90.02044.51104198.42
2652014.12.04 04:00buy890.019992.80.00.0
2662014.12.04 04:00modify890.019992.89342.60.0
2672014.12.05 20:00close890.0110092.19342.60.04024.23108222.65
2682014.12.17 08:00sell900.019445.40.00.0
2692014.12.17 08:00modify900.019445.410060.10.0
2702014.12.17 12:00close900.019489.910060.10.0-1803.57106419.08
2712014.12.22 09:00buy910.019804.50.00.0
2722014.12.22 09:00modify910.019804.59167.00.0
2732014.12.29 00:00close910.019903.39167.00.04001.74110420.82
2742015.01.08 00:05sell920.019594.20.00.0
2752015.01.08 00:05modify920.019594.210218.20.0
2762015.01.08 20:00close920.019835.910218.20.0-9796.04100624.78
2772015.01.21 20:00buy930.0110290.20.00.0
2782015.01.21 20:00modify930.0110290.29620.70.0
2792015.01.22 08:00close930.0110325.29620.70.01417.38102042.16
2802015.01.23 12:00buy940.0110595.30.00.0
2812015.01.23 12:00modify940.0110595.39906.10.0
2822015.01.26 09:00close940.0110578.29906.10.0-693.46101348.70
2832015.02.05 12:00buy950.0110916.20.00.0
2842015.02.05 12:00modify950.0110916.210206.50.0
2852015.02.05 16:00close950.0110868.410206.50.0-1937.3299411.38
2862015.02.20 20:00buy960.0111076.00.00.0
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3812016.08.25 20:00close1270.0110524.311298.20.03404.50195287.97
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3912016.10.31 10:00sell1310.0110683.90.00.0
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3932016.10.31 12:00close1310.0110664.711379.00.0778.17185201.52
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4232017.03.06 09:00close1410.0111991.911261.80.0-2168.79191152.33
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4332017.04.10 09:00sell1450.0112235.00.00.0
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4412017.05.17 16:00close1470.0112732.213644.60.03201.92203747.68
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4432017.06.12 09:00modify1480.0112766.113596.10.0
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4512017.07.12 20:00buy1510.0112643.90.00.0
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4532017.07.17 09:00close1510.0112653.711822.00.0394.82225392.57
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4612017.09.14 16:00modify1540.0112524.111709.50.0
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4632017.10.23 20:00sell1550.0113005.80.00.0
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4712017.11.17 12:00close1570.0113036.113895.90.0449.88230442.05
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4812017.12.26 12:00sell1610.0113064.10.00.0
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4832018.01.02 09:05close1610.0112930.213913.60.05427.18255285.75
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4912018.01.19 16:00modify1640.0113419.414292.30.0
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4932018.01.29 12:00sell1650.0113293.00.00.0
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5112018.04.30 12:00buy1710.0112609.50.00.0
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5212018.05.11 08:00modify1740.0113043.112194.70.0
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5232018.05.18 04:00buy1750.0113146.90.00.0
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5312018.06.14 04:00close1770.0112873.612027.70.0379.53289849.12
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5432018.08.13 01:03close1810.0112374.113219.10.01523.95284214.52
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5512018.09.06 08:00modify1840.0112047.712831.20.0
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5612018.10.15 01:02close1870.0111555.812343.90.01369.94296679.40
5622018.10.24 20:00sell1880.0111233.00.00.0
5632018.10.24 20:00modify1880.0111233.011963.50.0
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5732018.11.22 08:00close1910.0111257.111757.50.0-8839.45287689.69
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