Strategy Tester Report
Jupiter NZDUSD FXDD Edition 1.1
通貨ペアNZDUSD (New Zealand Dollar vs. United States Dollar)
期間1時間足(H1) 2005.04.15 05:00 - 2013.11.11 05:00
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)
テストバー数52547モデルティック数65838133モデリング品質n/a
初期証拠金10000.00
総損益947.14総利益2598.59総損失-1651.45
プロフィットファクター1.57期待利得2.93
絶対ドローダウン36.25最大ドローダウン80.91 (0.80%)相対ドローダウン0.80% (80.91)
総取引数323ショートポジション(勝率%)176 (41.48%)ロングポジション(勝率%)147 (48.98%)
勝率(%)145 (44.89%)負率 (%)178 (55.11%)
最大勝トレード26.87負トレード-24.82
平均勝トレード17.92負トレード-9.28
最大連勝(金額)7 (138.88)連敗(金額)8 (-51.16)
最大化連勝(トレード数)138.88 (7)連敗(トレード数)-55.87 (7)
平均連勝2連敗2
Graph
#時間取引種別注文番号数量価格S/L:決済逆指値T/P:決済指値損益残高
12005.04.19 07:00sell10.010.717000.000000.00000
22005.04.19 07:00modify10.010.717000.721030.00000
32005.04.19 10:58s/l10.010.721030.721030.00000-4.039995.97
42005.04.19 17:00sell20.010.717800.000000.00000
52005.04.19 17:00modify20.010.717800.726380.00000
62005.04.20 15:20s/l20.010.726380.726380.00000-8.649987.33
72005.04.21 20:00sell30.010.726600.000000.00000
82005.04.21 20:00modify30.010.726600.732420.00000
92005.04.22 11:01s/l30.010.732420.732420.00000-5.889981.45
102005.04.25 16:00sell40.010.730200.000000.00000
112005.04.25 16:00modify40.010.730200.736780.00000
122005.05.05 10:50s/l40.010.736780.736780.00000-7.299974.16
132005.05.06 16:00sell50.010.731000.000000.00000
142005.05.06 16:00modify50.010.731000.739930.00000
152005.05.13 15:00close50.010.712680.739930.0000017.909992.06
162005.05.17 06:00buy60.010.709280.000000.00000
172005.05.17 06:00modify60.010.709280.701460.00000
182005.06.01 11:19s/l60.010.701460.701460.00000-7.259984.81
192005.06.02 16:00sell70.010.699200.000000.00000
202005.06.02 16:00modify70.010.699200.703670.00000
212005.06.03 15:30s/l70.010.703670.703670.00000-4.539980.28
222005.06.03 19:00sell80.010.699500.000000.00000
232005.06.03 19:00modify80.010.699500.708580.00000
242005.06.06 16:32s/l80.010.708580.708580.00000-9.149971.14
252005.06.08 21:00sell90.010.712500.000000.00000
262005.06.08 21:00modify90.010.712500.720620.00000
272005.06.30 13:00close90.010.694480.720620.0000016.599987.73
282005.07.07 17:00sell100.010.672500.000000.00000
292005.07.07 17:00modify100.010.672500.686470.00000
302005.07.12 20:28s/l100.010.686470.686470.00000-14.159973.59
312005.07.14 16:00buy110.010.678380.000000.00000
322005.07.14 16:00modify110.010.678380.669610.00000
332005.08.09 05:00close110.010.695500.669610.0000018.039991.62
342005.08.10 06:00buy120.010.692780.000000.00000
352005.08.10 06:00modify120.010.692780.687860.00000
362005.08.15 03:01close120.010.710000.687860.0000017.4110009.03
372005.08.23 17:00sell130.010.695900.000000.00000
382005.08.23 17:00modify130.010.695900.700780.00000
392005.08.25 10:22s/l130.010.700780.700780.00000-5.1210003.91
402005.08.25 19:00sell140.010.696800.000000.00000
412005.08.25 19:00modify140.010.696800.704120.00000
422005.09.01 17:51s/l140.010.704120.704120.00000-7.749996.17
432005.09.06 18:00sell150.010.707400.000000.00000
442005.09.06 18:00modify150.010.707400.712280.00000
452005.09.23 16:00close150.010.688680.712280.0000017.5910013.76
462005.09.28 07:00buy160.010.682580.000000.00000
472005.09.28 07:00modify160.010.682580.675300.00000
482005.10.06 12:00close160.010.699800.675300.0000017.6010031.36
492005.10.06 19:00sell17