Strategy Tester Report
Moving Average
XMTrading-Demo 3 (Build 1090)

通貨ペアEURUSD (Euro vs US Dollar)
期間日足(D1) 2014.01.02 00:00 - 2016.11.30 00:00 (2014.01.01 - 2016.12.01)
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Lots=0.1; MaximumRisk=0.02; DecreaseFactor=3; MovingPeriod=12; MovingShift=6;
テストバー数1766モデルティック数46872383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30
純益241.93総利益2590.16総損失-2348.23
プロフィットファクタ1.10期待利得6.72
絶対ドローダウン915.73最大ドローダウン1228.86 (58.56%)相対ドローダウン92.73% (1074.19)
総取引数36売りポジション(勝率%)17 (35.29%)買いポジション(勝率%)19 (15.79%)
勝率(%)9 (25.00%)負率 (%)27 (75.00%)
最大勝トレード880.45敗トレード-384.15
平均勝トレード287.80敗トレード-86.97
最大連勝(金額)1 (880.45)連敗(金額)7 (-688.49)
最大連勝(トレード数)880.45 (1)連敗(トレード数)-688.49 (7)
平均連勝1連敗3
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
12014.01.03 00:00sell10.101.366250.000000.00000
22014.01.24 00:00close10.101.369950.000000.00000-29.08970.92
32014.01.31 00:00sell20.101.354750.000000.00000
42014.02.10 01:00close20.101.361700.000000.00000-66.48904.43
52014.02.14 00:00buy30.101.368350.000000.00000
62014.03.21 00:00close30.101.377730.000000.0000056.94961.38
72014.04.10 00:00buy40.101.385720.000000.00000
82014.04.22 00:00close40.101.379170.000000.00000-76.03885.35
92014.04.24 00:00buy50.101.381920.000000.00000
102014.04.30 00:00close50.101.381120.000000.00000-12.21873.14
112014.05.01 00:00buy60.101.386820.000000.00000
122014.05.12 00:00close60.101.375190.000000.00000-125.78747.36
132014.06.09 00:00sell70.101.364230.000000.00000
142014.06.20 00:00close70.101.360830.000000.0000038.90786.26
152014.06.24 00:00buy80.101.360530.000000.00000
162014.07.11 00:00close80.101.360720.000000.00000-18.11768.15
172014.10.14 00:00buy90.101.275320.000000.00000
182014.10.15 00:00close90.101.265660.000000.00000-97.65670.50
192014.10.16 00:00buy100.101.283980.000000.00000
202014.10.23 00:00close100.101.264800.000000.00000-199.17471.33
212014.10.29 00:00buy110.101.273590.000000.00000
222014.10.30 00:00close110.101.263030.000000.00000-108.76362.57
232014.11.19 00:00buy120.101.253790.000000.00000
242014.11.24 00:00close120.101.235980.000000.00000-183.36179.20
252014.11.26 00:00buy130.101.247600.000000.00000
262014.11.28 00:00close130.101.246550.000000.00000-14.71164.49
272014.12.12 00:00sell140.101.240810.000000.00000
282014.12.15 00:00close140.101.247520.000000.00000-66.7297.77
292014.12.18 00:00sell150.101.234070.000000.00000
302015.02.06 00:00close150.101.147910.000000.00000880.45978.22
312015.02.09 00:00sell160.101.129620.000000.00000
322015.02.13 00:00close160.101.140380.000000.00000-105.34872.88
332015.02.24 00:00sell170.101.133320.000000.00000
342015.04.24 00:00close170.101.082530.000000.00000530.901403.78
352015.05.20 00:00sell180.101.114830.000000.00000
362015.06.04 00:00close180.101.127530.000000.00000-120.591283.19
372015.06.24 00:00sell190.101.116600.000000.00000
382015.07.28 00:00close190.101.108950.000000.0000089.321372.51
392015.07.31 00:00sell200.101.093020.000000.00000
402015.08.02 00:00close200.101.097510.000000.00000-44.901327.61
412015.08.04 00:00sell210.101.094840.000000.00000
422015.08.10 00:00close210.101.096470.000000.00000-14.041313.57
432015.08.11 00:00buy220.101.102100.000000.00000
442015.09.03 00:00close220.101.122450.000000.00000177.181490.74
452015.09.14 00:00buy230.101.133270.000000.00000
462015.09.16 00:00close230.101.126700.000000.00000-67.811422.94
472015.09.22 00:00sell240.101.118810.000000.00000
482015.10.07 00:00close240.101.127290.000000.00000-79.141343.79
492015.10.08 00:00sell250.101.123630.000000.00000
502015.12.04 00:00close250.101.094050.000000.00000317.291661.08
512015.12.31 00:00buy260.101.093360.000000.00000
522016.01.04 00:00close260.101.086850.000000.00000-67.211593.88
532016.01.08 00:00buy270.101.093330.000000.00000
542016.01.12 00:00close270.101.085830.000000.00000-77.111516.77
552016.01.18 00:00buy280.101.092060.000000.00000
562016.01.25 00:00close280.101.078950.000000.00000-138.471378.30
572016.01.28 00:00buy290.101.089460.000000.00000
582016.02.01 00:00close290.101.082920.000000.00000-67.511310.79
592016.02.02 00:00buy300.101.088970.000000.00000
602016.06.15 00:00close300.101.120630.000000.00000175.501486.29
612016.06.16 00:00buy310.101.126210.000000.00000
622016.06.22 00:00close310.101.124090.000000.00000-25.411460.88
632016.06.24 00:00buy320.101.138690.000000.00000
642016.06.27 00:00close320.101.100380.000000.00000-384.151076.72
652016.07.17 23:20sell330.101.103050.000000.00000
662016.07.28 00:00close330.101.105990.000000.00000-24.501052.23
672016.08.28 23:32sell340.101.119470.000000.00000
682016.09.09 00:00close340.101.126230.000000.00000-62.32989.90
692016.09.18 00:00sell350.101.115520.000000.00000
702016.09.25 00:00close350.101.122950.000000.00000-71.66918.24
712016.11.10 00:00sell360.101.090700.000000.00000
722016.11.30 23:59close at stop360.101.059010.000000.00000323.691241.93