Strategy Tester Report
Milk for AUDNZD
FXDD-MT4 Demo Server (Build 1340)

通貨ペアAUDNZD (Australian Dollar vs. New Zealand Dollar)
期間5分足(M5) 2006.01.03 08:25 - 2021.07.31 00:50 (2006.01.01 - 2021.08.01)
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=211020; AllowSpreadPips=4; Lots=0.01; InterbalPips=45; Profitpips=5; Buymaxprice=1.18; Sellmaxprice=1.2; maxposition=10;
テストバー数1137786モデルティック数248431903モデリング品質90.00%
不整合チャートエラー0
初期証拠金1000.00スプレッド35
純益5106.14総利益10102.14総損失-4995.99
プロフィットファクタ2.02期待利得0.80
絶対ドローダウン18.85最大ドローダウン718.90 (23.68%)相対ドローダウン25.15% (517.49)
総取引数6413売りポジション(勝率%)2680 (80.93%)買いポジション(勝率%)3733 (79.96%)
勝率(%)5154 (80.37%)負率 (%)1259 (19.63%)
最大勝トレード63.43敗トレード-37.42
平均勝トレード1.96敗トレード-3.97
最大連勝(金額)28 (22.65)連敗(金額)10 (-167.84)
最大連勝(トレード数)696.99 (25)連敗(トレード数)-167.84 (10)
平均連勝6連敗1
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
12006.01.03 12:10buy10.011.078550.000000.00000
22006.01.03 12:15close10.011.079700.000000.000000.791000.79
32006.01.03 12:50buy20.011.078250.000000.00000
42006.01.03 13:00close20.011.079400.000000.000000.801001.59
52006.01.03 14:20buy30.011.078250.000000.00000
62006.01.03 14:40close30.011.079200.000000.000000.661002.25
72006.01.03 17:45buy40.011.083150.000000.00000
82006.01.04 18:00close40.011.084100.000000.000000.641002.89
92006.01.05 00:10buy50.011.087550.000000.00000
102006.01.05 00:20close50.011.088400.000000.000000.591003.48
112006.01.05 01:30buy60.011.087450.000000.00000
122006.01.05 10:35close60.011.088600.000000.000000.801004.28
132006.01.06 00:05buy70.011.087250.000000.00000
142006.01.06 00:45close70.011.088100.000000.000000.591004.87
152006.01.06 16:10buy80.011.092150.000000.00000
162006.01.09 06:05buy90.011.087350.000000.00000
172006.01.10 10:00buy100.011.082750.000000.00000
182006.01.12 12:30buy110.011.077950.000000.00000
192006.01.17 03:00close110.011.086000.000000.000005.521010.38
202006.01.17 03:00close100.011.086000.000000.000002.101012.49
212006.01.17 03:00close90.011.086000.000000.00000-1.101011.39
222006.01.17 03:00close80.011.086000.000000.00000-4.451006.93
232006.01.17 11:50buy120.011.088050.000000.00000
242006.01.17 12:55close120.011.089000.000000.000000.661007.59
252006.01.17 13:45buy130.011.086650.000000.00000
262006.01.17 14:00close130.011.087700.000000.000000.731008.32
272006.01.18 06:20buy140.011.087150.000000.00000
282006.01.18 13:20close140.011.088000.000000.000000.591008.91
292006.01.18 13:30buy150.011.087450.000000.00000
302006.01.18 14:00close150.011.088300.000000.000000.591009.50
312006.01.19 04:30buy160.011.092050.000000.00000
322006.01.19 05:10close160.011.092900.000000.000000.591010.09
332006.01.19 09:05buy170.011.091950.000000.00000
342006.01.19 09:20close170.011.093500.000000.000001.071011.16
352006.01.19 11:10buy180.011.096650.000000.00000
362006.01.19 11:25close180.011.097600.000000.000000.651011.81
372006.01.19 12:00buy190.011.094850.000000.00000
382006.01.19 12:10close190.011.095800.000000.000000.661012.47
392006.01.19 12:20buy200.011.097250.000000.00000
402006.01.19 12:45close200.011.098000.000000.000000.521012.99
412006.01.19 16:10buy210.011.101150.000000.00000
422006.01.19 19:15close210.011.102300.000000.000000.801013.79
432006.01.19 20:45buy220.011.100950.000000.00000
442006.01.20 00:40buy230.011.096450.000000.00000
452006.01.20 04:30close230.011.099400.000000.000002.041015.83
462006.01.20 04:30close220.011.099400.000000.00000-1.101014.73
472006.01.20 10:10buy240.011.101050.000000.00000
482006.01.20 13:40close240.011.102000.000000.000000.661015.39
492006.01.20 15:25buy250.011.100650.000000.00000
502006.01.20 15:40close250.011.102000.000000.000000.931016.32
512006.01.20 16:05buy260.011.100550.000000.00000
522006.01.20 17:30close260.011.101600.000000.000000.731017.05
532006.01.20 18:05buy270.011.100950.000000.00000
542006.01.20 18:35close270.011.102000.000000.000000.721017.77
552006.01.20 20:20buy280.011.100350.000000.00000
562006.01.20 20:45close280.011.101200.000000.000000.591018.36
572006.01.20 21:10buy290.011.100350.000000.00000
582006.01.20 21:50close290.011.101100.000000.000000.521018.88
592006.01.23 00:20buy300.011.100150.000000.00000
602006.01.23 00:50close300.011.101000.000000.000000.591019.47
612006.01.23 01:00buy310.011.100950.000000.00000
622006.01.23 01:40close310.011.102000.000000.000000.721020.19
632006.01.23 01:50buy320.011.100750.000000.00000
642006.01.23 04:30close320.011.101500.000000.000000.521020.71
652006.01.23 04:40buy330.011.100950.000000.00000
662006.01.23 06:10close330.011.102000.000000.000000.721021.43
672006.01.23 08:25buy340.011.100950.000000.00000
682006.01.23 12:10close340.011.101700.000000.000000.511021.94
692006.01.23 15:25buy350.011.100350.000000.00000
702006.01.23 17:25close350.011.101200.000000.000000.591022.53
712006.01.23 17:35buy360.011.100950.000000.00000
722006.01.23 21:20close360.011.102100.000000.000000.791023.32
732006.01.23 22:20buy370.011.100850.000000.00000
742006.01.24 01:50close370.011.102000.000000.000000.771024.09
752006.01.24 03:55buy380.011.105550.000000.00000
762006.01.24 08:55close380.011.106700.000000.000000.801024.89
772006.01.24 10:30buy390.011.105450.000000.00000
782006.01.24 10:45close390.011.106200.000000.000000.521025.41
792006.01.24 13:55buy400.011.105350.000000.00000
802006.01.24 15:50close400.011.106100.000000.000000.521025.93
812006.01.24 16:05buy410.011.105250.000000.00000
822006.01.24 16:25close410.011.106000.000000.000000.521026.45
832006.01.24 16:35buy420.011.105150.000000.00000
842006.01.24 19:45buy430.011.100950.000000.00000
852006.01.25 22:15buy440.011.096350.000000.00000
862006.01.26 17:40close440.011.101800.000000.000003.711030.16
872006.01.26 17:40close430.011.101800.000000.000000.491030.65
882006.01.26 17:40close420.011.101800.000000.00000-2.411028.25
892006.01.26 17:50buy450.011.100750.000000.00000
902006.01.26 18:25close450.011.101500.000000.000000.521028.77
912006.01.26 18:50buy460.011.100650.000000.00000
922006.01.27 05:45close460.011.102400.000000.000001.191029.96
932006.01.27 06:00buy470.011.107550.000000.00000
942006.01.27 06:20close470.011.108600.000000.000000.721030.68
952006.01.27 07:00buy480.011.110350.000000.00000
962006.01.27 07:35buy490.011.105150.000000.00000
972006.01.27 08:05close490.011.108400.000000.000002.261032.94
982006.01.27 08:05close480.011.108400.000000.00000-1.351031.59
992006.01.27 10:30buy500.011.104950.000000.00000
1002006.01.27 12:35buy510.011.100650.000000.00000
1012006.01.27 22:00close510.011.104100.000000.000002.391033.98
1022006.01.27 22:00close500.011.104100.000000.00000-0.591033.39
1032006.01.30 00:15buy520.011.100950.000000.00000
1042006.01.31 08:20close520.011.102600.000000.000001.121034.50
1052006.01.31 12:20buy530.011.100750.000000.00000
1062006.01.31 15:35close530.011.102000.000000.000000.861035.36
1072006.01.31 16:40buy540.011.100850.000000.00000
1082006.01.31 17:10close540.011.102100.000000.000000.861036.22
1092006.01.31 22:00buy550.011.105550.000000.00000
1102006.02.01 00:35buy560.011.100950.000000.00000
1112006.02.02 10:55buy570.011.096250.000000.00000
1122006.02.02 23:15buy580.011.091450.000000.00000
1132006.02.07 03:35buy590.011.087450.000000.00000
1142006.02.14 22:05close590.011.097000.000000.000006.471042.69
1152006.02.14 22:05close580.011.097000.000000.000003.641046.33
1162006.02.14 22:05close570.011.097000.000000.000000.311046.64
1172006.02.14 22:05close560.011.097000.000000.00000-3.021043.62
1182006.02.14 22:05close550.011.097000.000000.00000-6.221037.40
1192006.02.14 22:35buy600.011.095950.000000.00000
1202006.02.16 14:25close600.011.096900.000000.000000.571037.98
1212006.02.16 17:20buy610.011.102650.000000.00000
1222006.02.16 17:55close610.011.103900.000000.000000.871038.85
1232006.02.17 05:35buy620.011.105750.000000.00000
1242006.02.17 08:45close620.011.106500.000000.000000.521039.37
1252006.02.17 14:30buy630.011.110250.000000.00000
1262006.02.17 21:55buy640.011.105150.000000.00000
1272006.02.20 14:30close640.011.108200.000000.000002.101041.47
1282006.02.20 14:30close630.011.108200.000000.00000-1.441040.03
1292006.02.20 21:45buy650.011.105450.000000.00000
1302006.02.21 03:30close650.011.106400.000000.000000.641040.66
1312006.02.21 10:10buy660.011.110250.000000.00000
1322006.02.21 10:25close660.011.111200.000000.000000.661041.32
1332006.02.21 11:05buy670.011.114650.000000.00000
1342006.02.21 11:35close670.011.116500.000000.000001.281042.60
1352006.02.21 12:00buy680.011.114250.000000.00000
1362006.02.21 17:45close680.011.115500.000000.000000.861043.46
1372006.02.22 09:40buy690.011.119050.000000.00000
1382006.02.22 10:15close690.011.120300.000000.000000.871044.33
1392006.02.22 13:35buy700.011.118550.000000.00000
1402006.02.23 11:00close700.011.119500.000000.000000.601044.93
1412006.02.23 11:20buy710.011.118650.000000.00000
1422006.02.23 12:50close710.011.119600.000000.000000.661045.59
1432006.02.23 18:35buy720.011.118950.000000.00000
1442006.02.27 00:00close720.011.121200.000000.000001.521047.11
1452006.02.27 00:50buy730.011.123750.000000.00000
1462006.02.27 12:30buy740.011.118750.000000.00000
1472006.02.28 17:15close740.011.122100.000000.000002.301049.41
1482006.02.28 17:15close730.011.122100.000000.00000-1.161048.25
1492006.03.01 11:15buy750.011.118750.000000.00000
1502006.03.01 16:05close750.011.119500.000000.000000.521048.77
1512006.03.02 17:40buy760.011.118950.000000.00000
1522006.03.02 18:00close760.011.120100.000000.000000.801049.57
1532006.03.02 23:35buy770.011.118950.000000.00000
1542006.03.03 00:25close770.011.120100.000000.000000.781050.34
1552006.03.03 02:40buy780.011.118750.000000.00000
1562006.03.03 19:40close780.011.119600.000000.000000.591050.93
1572006.03.03 20:25buy790.011.118950.000000.00000
1582006.03.03 20:55close790.011.119800.000000.000000.591051.52
1592006.03.03 21:15buy800.011.118850.000000.00000
1602006.03.06 01:55close800.011.119800.000000.000000.631052.15
1612006.03.06 05:40buy810.011.118950.000000.00000
1622006.03.06 09:25close810.011.119700.000000.000000.521052.67
1632006.03.06 11:45buy820.011.123850.000000.00000
1642006.03.06 13:15close820.011.124600.000000.000000.521053.19
1652006.03.06 19:20buy830.011.128050.000000.00000
1662006.03.07 02:45close830.011.129600.000000.000001.051054.24
1672006.03.07 02:55buy840.011.133050.000000.00000
1682006.03.07 08:15close840.011.133800.000000.000000.521054.76
1692006.03.07 08:45buy850.011.132450.000000.00000
1702006.03.07 09:45close850.011.133600.000000.000000.791055.55
1712006.03.07 14:15buy860.011.132450.000000.00000
1722006.03.07 14:40close860.011.133400.000000.000000.661056.21
1732006.03.07 16:10buy870.011.132450.000000.00000
1742006.03.08 03:15buy880.011.127950.000000.00000
1752006.03.08 10:50close880.011.130600.000000.000001.841058.05
1762006.03.08 10:50close870.011.130600.000000.00000-1.301056.75
1772006.03.08 18:55buy890.011.127850.000000.00000
1782006.03.08 22:00close890.011.129200.000000.000000.941057.69
1792006.03.08 22:05buy900.011.127250.000000.00000
1802006.03.09 02:35close900.011.129000.000000.000001.161058.85
1812006.03.09 04:00buy910.011.132550.000000.00000
1822006.03.09 16:30close910.011.134000.000000.000001.001059.85
1832006.03.09 22:45buy920.011.137050.000000.00000
1842006.03.10 02:30close920.011.138200.000000.000000.781060.62
1852006.03.10 03:35buy930.011.136950.000000.00000
1862006.03.10 04:25close930.011.137700.000000.000000.521061.14
1872006.03.10 10:50buy940.011.143050.000000.00000
1882006.03.10 12:50close940.011.143800.000000.000000.521061.66
1892006.03.10 13:50buy950.011.141250.000000.00000
1902006.03.10 14:10close950.011.142800.000000.000001.081062.74
1912006.03.10 15:30buy960.011.140750.000000.00000
1922006.03.10 19:20close960.011.141500.000000.000000.521063.26
1932006.03.10 19:31buy970.011.141350.000000.00000
1942006.03.10 21:30close970.011.142200.000000.000000.591063.85
1952006.03.10 22:06buy980.011.141350.000000.00000
1962006.03.13 10:00close980.011.142400.000000.000000.711064.56
1972006.03.13 14:00buy990.011.141150.000000.00000
1982006.03.13 14:30close990.011.142000.000000.000000.591065.15
1992006.03.13 15:10buy1000.011.141050.000000.00000
2002006.03.13 17:15close1000.011.141900.000000.000000.581065.73
2012006.03.13 18:35buy1010.011.140950.000000.00000
2022006.03.13 18:50close1010.011.142700.000000.000001.211066.94
2032006.03.13 23:50buy1020.011.149250.000000.00000
2042006.03.13 23:55close1020.011.151300.000000.000001.421068.36
2052006.03.14 00:10buy1030.011.150350.000000.00000
2062006.03.14 00:25close1030.011.153300.000000.000002.041070.40
2072006.03.14 00:30buy1040.011.155250.000000.00000
2082006.03.14 05:30close1040.011.157000.000000.000001.211071.61
2092006.03.14 06:50buy1050.011.154850.000000.00000
2102006.03.14 07:30close1050.011.155700.000000.000000.581072.19
2112006.03.14 08:50buy1060.011.154950.000000.00000
2122006.03.14 17:55buy1070.011.150450.000000.00000
2132006.03.14 18:25close1070.011.153700.000000.000002.251074.44
2142006.03.14 18:25close1060.011.153700.000000.00000-0.861073.58
2152006.03.14 20:45buy1080.011.150350.000000.00000
2162006.03.15 00:40buy1090.011.145350.000000.00000
2172006.03.15 02:10close1090.011.148500.000000.000002.191075.77
2182006.03.15 02:10close1080.011.148500.000000.00000-1.301074.47
2192006.03.15 03:20buy1100.011.150650.000000.00000
2202006.03.15 12:35buy1110.011.145950.000000.00000
2212006.03.16 08:10close1110.011.148900.000000.000001.981076.45
2222006.03.16 08:10close1100.011.148900.000000.00000-1.281075.16
2232006.03.16 08:40buy1120.011.150850.000000.00000
2242006.03.16 09:30close1120.011.151700.000000.000000.591075.75
2252006.03.16 11:55buy1130.011.150050.000000.00000
2262006.03.16 12:15close1130.011.151300.000000.000000.871076.62
2272006.03.16 17:00buy1140.011.155050.000000.00000
2282006.03.17 07:00close1140.011.156400.000000.000000.921077.54
2292006.03.17 10:40buy1150.011.154750.000000.00000
2302006.03.17 15:30close1150.011.156000.000000.000000.861078.40
2312006.03.17 15:35buy1160.011.154850.000000.00000
2322006.03.17 17:20buy1170.011.150350.000000.00000
2332006.03.17 22:15buy1180.011.144750.000000.00000
2342006.03.20 01:25close1180.011.150700.000000.000004.101082.50
2352006.03.20 01:25close1170.011.150700.000000.000000.221082.72
2362006.03.20 01:25close1160.011.150700.000000.00000-2.901079.82
2372006.03.20 01:30buy1190.011.150250.000000.00000
2382006.03.20 02:30close1190.011.151000.000000.000000.521080.34
2392006.03.20 03:15buy1200.011.150050.000000.00000
2402006.03.20 03:25close1200.011.151500.000000.000001.001081.34
2412006.03.20 07:05buy1210.011.150250.000000.00000
2422006.03.20 11:25close1210.011.151500.000000.000000.861082.20
2432006.03.20 11:30buy1220.011.150450.000000.00000
2442006.03.20 12:00close1220.011.151500.000000.000000.721082.92
2452006.03.20 13:15buy1230.011.155150.000000.00000
2462006.03.20 14:45buy1240.011.150450.000000.00000
2472006.03.20 17:10close1240.011.154000.000000.000002.461085.38
2482006.03.20 17:10close1230.011.154000.000000.00000-0.791084.59
2492006.03.20 17:35buy1250.011.155450.000000.00000
2502006.03.20 18:00close1250.011.156500.000000.000000.731085.32
2512006.03.20 18:20buy1260.011.153650.000000.00000
2522006.03.20 18:40close1260.011.154600.000000.000000.661085.98
2532006.03.20 19:05buy1270.011.156250.000000.00000
2542006.03.21 04:15buy1280.011.149850.000000.00000
2552006.03.22 02:55close1280.011.154100.000000.000002.931088.91
2562006.03.22 02:55close1270.011.154100.000000.00000-1.531087.38
2572006.03.22 04:50buy1290.011.155150.000000.00000
2582006.03.22 05:55close1290.011.156100.000000.000000.661088.04
2592006.03.22 08:40buy1300.011.153850.000000.00000
2602006.03.22 08:55close1300.011.154600.000000.000000.521088.56
2612006.03.22 09:20buy1310.011.155650.000000.00000
2622006.03.22 17:00buy1320.011.149550.000000.00000
2632006.03.23 00:20buy1330.011.145750.000000.00000
2642006.03.24 00:50close1330.011.151200.000000.000003.761092.31
2652006.03.24 00:50close1320.011.151200.000000.000001.061093.38
2662006.03.24 00:50close1310.011.151200.000000.00000-3.171090.21
2672006.03.24 01:00buy1340.011.155250.000000.00000
2682006.03.24 01:05close1340.011.156200.000000.000000.661090.87
2692006.03.24 01:15buy1350.011.154950.000000.00000
2702006.03.24 01:35close1350.011.156400.000000.000001.011091.88
2712006.03.24 01:40buy1360.011.154950.000000.00000
2722006.03.24 02:05close1360.011.156800.000000.000001.291093.17
2732006.03.24 03:30buy1370.011.154750.000000.00000
2742006.03.24 03:50close1370.011.155800.000000.000000.721093.89
2752006.03.24 05:55buy1380.011.154450.000000.00000
2762006.03.24 07:00close1380.011.155200.000000.000000.521094.41
2772006.03.24 08:05buy1390.011.154950.000000.00000
2782006.03.24 09:15close1390.011.156400.000000.000001.011095.42
2792006.03.24 10:10buy1400.011.161650.000000.00000
2802006.03.24 20:25close1400.011.162500.000000.000000.591096.01
2812006.03.24 20:45buy1410.011.164250.000000.00000
2822006.03.27 03:30close1410.011.165200.000000.000000.641096.65
2832006.03.27 05:15buy1420.011.163750.000000.00000
2842006.03.27 16:45close1420.011.164600.000000.000000.591097.24
2852006.03.27 17:05buy1430.011.163850.000000.00000
2862006.03.27 17:15close1430.011.164900.000000.000000.731097.97
2872006.03.27 17:55buy1440.011.163150.000000.00000
2882006.03.27 18:00close1440.011.163900.000000.000000.521098.49
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2902006.03.27 19:30close1450.011.164900.000000.000000.731099.22
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18832007.08.21 18:10buy9420.011.150250.000000.00000
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19032007.08.24 06:45buy9520.011.151350.000000.00000
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19212007.08.28 04:05buy9610.011.159550.000000.00000
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19232007.08.28 04:25buy9620.011.159350.000000.00000
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19312007.08.28 16:50buy9660.011.164850.000000.00000
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19412007.08.29 04:45buy9710.011.167450.000000.00000
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19512007.08.30 03:10close9750.011.164500.000000.000000.391635.33
19522007.08.30 03:10close9740.011.164500.000000.00000-2.731632.60
19532007.08.30 03:15buy9770.011.163850.000000.00000
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19632007.08.30 15:40buy9820.011.163850.000000.00000
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19932007.09.04 04:35buy9970.011.173550.000000.00000
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20112007.09.13 11:30buy10060.011.177450.000000.00000
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