Strategy Tester Report
KLogic

通貨ペアSPX500p (S&P 500 index of US listed shares)
期間日足(D1) 2016.01.04 00:00 - 2020.12.30 00:00 (2016.01.01 - 2020.12.31)
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EA_MAGIC_NO=2059565620; LOTS=0.3; MAX_POSITION_NUM=5; ACCOUNT_CURRENCY=1; INTEREST=0; DIGITS=1; LICENSE_KEY="XRTRTKFXHLA";
テストバー数2292モデルティック数86340538モデリング品質25%
不整合チャートエラー0
初期証拠金50000.00スプレッド現在値 (130)
純益75323.87総利益115013.42総損失-39689.55
プロフィットファクタ2.90期待利得302.51
絶対ドローダウン41896.88最大ドローダウン96063.77 (92.22%)相対ドローダウン92.22% (96063.77)
総取引数249売りポジション(勝率%)0 (0.00%)買いポジション(勝率%)249 (77.51%)
勝率(%)193 (77.51%)負率 (%)56 (22.49%)
最大勝トレード3283.32敗トレード-5042.82
平均勝トレード595.92敗トレード-708.74
最大連勝(金額)24 (5315.61)連敗(金額)4 (-1457.16)
最大連勝(トレード数)16869.03 (12)連敗(トレード数)-7117.47 (2)
平均連勝6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
12016.01.05 01:00buy11.502019.100.000.00
22016.01.06 01:00buy21.502020.900.000.00
32016.01.07 01:00buy31.501996.600.000.00
42016.01.08 00:00buy41.401945.700.000.00
52016.01.11 01:00buy51.301918.300.000.00
62016.03.04 00:30close51.301992.750.000.00634.9350634.93
72016.03.04 00:30close41.401992.750.000.00279.8850914.81
82016.03.04 00:30close31.501992.750.000.00-470.8850443.93
92016.03.04 00:30close21.501992.750.000.00-842.6349601.31
102016.03.04 00:30close11.501992.750.000.00-822.8748778.44
112016.04.06 01:00buy61.502050.900.000.00
122016.04.07 01:00close61.502066.100.000.00220.7548999.19
132016.04.08 01:00buy71.502041.450.000.00
142016.04.11 01:00close71.502047.850.000.0074.2649073.44
152016.04.12 01:00buy81.502039.700.000.00
162016.04.13 01:00close81.502061.600.000.00321.2549394.70
172016.04.29 01:00buy91.502080.650.000.00
182016.05.02 01:00buy101.502067.000.000.00
192016.05.03 01:00close101.502081.150.000.00205.0049599.70
202016.05.03 01:00close91.502081.150.000.00-21.4949578.21
212016.05.04 01:00buy111.502065.050.000.00
222016.05.05 01:00buy121.502053.850.000.00
232016.05.06 01:00buy131.502049.350.000.00
242016.05.09 01:00buy141.502059.900.000.00
252016.05.10 01:00buy151.502060.350.000.00
262016.05.11 01:00close151.502081.800.000.00314.5049892.71
272016.05.11 01:00close141.502081.800.000.00314.0050206.71
282016.05.11 01:00close131.502081.800.000.00450.5150657.22
292016.05.11 01:00close121.502081.800.000.00375.7651032.99
302016.05.11 01:00close111.502081.800.000.00200.5251233.50
312016.05.12 01:00buy161.502064.150.000.00
322016.05.13 01:00buy171.502064.350.000.00
332016.05.16 01:00buy181.502044.400.000.00
342016.05.17 01:00close181.502064.250.000.00290.5051524.00
352016.05.17 01:00close171.502064.250.000.00-30.4951493.51
362016.05.17 01:00close161.502064.250.000.00-34.7451458.77
372016.05.18 01:00buy191.502047.350.000.00
382016.05.19 01:00buy201.502047.500.000.00
392016.05.20 01:00buy211.502043.850.000.00
402016.05.23 01:00close211.502056.100.000.00162.0151620.78
412016.05.23 01:00close201.502056.100.000.00100.0151720.79
422016.05.23 01:00close191.502056.100.000.0095.0151815.80
432016.05.24 01:00buy221.602049.700.000.00
442016.05.25 01:00close221.602076.800.000.00425.8752241.67
452016.06.13 01:00buy231.602093.500.000.00
462016.06.14 01:00buy241.502076.950.000.00
472016.06.15 01:00buy251.502075.200.000.00
482016.06.15 05:00close251.502073.450.000.00-26.2552215.42
492016.06.15 05:00close241.502073.450.000.00-59.7552155.67
502016.06.15 05:00close231.602073.450.000.00-336.2651819.41
512016.06.16 01:00buy261.602071.350.000.00
522016.06.17 01:00close261.602077.650.000.0093.0751912.48
532016.06.20 01:00buy271.602069.050.000.00
542016.06.21 01:00close271.602087.400.000.00285.8752198.35
552016.06.22 01:00buy281.602088.000.000.00
562016.06.23 01:00close281.602094.900.000.00102.6752301.02
572016.06.27 01:00buy291.602020.200.000.00
582016.06.28 01:00buy301.501993.200.000.00
592016.06.29 01:00close301.502037.100.000.00651.2552952.27
602016.06.29 01:00close291.602037.100.000.00254.9453207.21
612016.08.03 01:00buy311.602159.900.000.00
622016.08.04 01:00buy321.602163.500.000.00
632016.08.05 01:00buy331.602165.200.000.00
642016.08.08 01:00close331.602181.300.000.00234.4153441.61
652016.08.08 01:00close321.602181.300.000.00253.8853695.49
662016.08.08 01:00close311.602181.300.000.00303.7453999.23
672016.08.25 01:00buy341.602177.700.000.00
682016.08.26 01:00buy351.602176.600.000.00
692016.08.29 01:00buy361.602169.500.000.00
702016.08.30 01:00close361.602180.600.000.00169.8754169.10
712016.08.30 01:00close351.602180.600.000.0033.0854202.18
722016.08.30 01:00close341.602180.600.000.007.7454209.92
732016.08.31 01:00buy371.602177.700.000.00
742016.09.01 01:00buy381.602170.900.000.00
752016.09.02 01:00buy391.602168.900.000.00
762016.09.05 01:00close391.602182.600.000.00196.0154405.93
772016.09.05 01:00close381.602182.600.000.00156.2854562.20
782016.09.05 01:00close371.602182.600.000.0039.7454601.95
792016.09.12 01:00buy401.602125.000.000.00
802016.09.13 01:00close401.602155.100.000.00473.8755075.82
812016.09.14 01:00buy411.702133.100.000.00
822016.09.15 01:00buy421.602124.100.000.00
832016.09.16 01:00close421.602143.700.000.00305.8755381.69
842016.09.16 01:00close411.702143.700.000.00163.7755545.46
852016.09.19 01:00buy431.702140.200.000.00
862016.09.20 01:00buy441.702142.600.000.00
872016.09.21 01:00buy451.602139.200.000.00
882016.09.22 01:00close451.602163.200.000.00376.2755921.73
892016.09.22 01:00close441.702163.200.000.00333.7756255.50
902016.09.22 01:00close431.702163.200.000.00366.3656621.86
912016.09.30 01:00buy461.702153.100.000.00
922016.10.03 01:00close461.702166.300.000.00199.7656821.61
932016.10.05 01:00buy471.702151.800.000.00
942016.10.06 01:00close471.702160.100.000.00132.8956954.50
952016.10.12 01:00buy481.702140.900.000.00
962016.10.13 01:00buy491.702135.200.000.00
972016.10.14 01:00buy501.702133.700.000.00
982016.10.20 01:00close501.702142.900.000.00107.1157061.61
992016.10.20 01:00close491.702142.900.000.0073.4057135.02
1002016.10.20 01:00close481.702142.900.000.00-31.7157103.30
1012016.12.02 01:00buy511.702192.300.000.00
1022016.12.05 01:00buy521.702183.800.000.00
1032016.12.06 01:00close521.702205.200.000.00355.5957458.89
1042016.12.06 01:00close511.702205.200.000.00186.4457645.33
1052016.12.29 01:00buy531.702250.300.000.00
1062016.12.30 01:00buy541.702250.700.000.00
1072017.01.03 02:00buy551.702248.200.000.00
1082017.01.04 01:00close551.702256.000.000.00124.3957769.72
1092017.01.04 01:00close541.702256.000.000.0049.0357818.74
1102017.01.04 01:00close531.702256.000.000.0047.6157866.36
1112017.01.18 01:00buy561.702267.500.000.00
1122017.01.20 01:00buy571.702267.300.000.00
1132017.01.24 01:00buy581.702266.400.000.00
1142017.01.25 07:30close581.702280.800.000.00236.5958102.95
1152017.01.25 07:30close571.702280.800.000.00188.4358291.37
1162017.01.25 07:30close561.702280.800.000.00168.6058459.97
1172017.02.02 01:00buy591.802279.800.000.00
1182017.02.03 01:00buy601.702278.800.000.00
1192017.02.06 01:00close601.702296.500.000.00276.2658736.23
1202017.02.06 01:00close591.802296.500.000.00265.8159002.04
1212017.03.08 01:00buy611.802366.200.000.00
1222017.03.09 01:00buy621.802365.200.000.00
1232017.03.10 01:00buy631.702368.500.000.00
1242017.03.13 01:00close631.702371.700.000.0029.7659031.80
1252017.03.13 01:00close621.802371.700.000.0082.2159114.01
1262017.03.13 01:00close611.802371.700.000.0055.5159169.52
1272017.03.15 01:00buy641.802367.500.000.00
1282017.03.16 01:00close641.802381.200.000.00237.9059407.43
1292017.03.22 01:00buy651.802345.300.000.00
1302017.03.23 01:00buy661.802347.600.000.00
1312017.03.24 01:00buy671.802346.200.000.00
1322017.03.27 01:00buy681.702340.500.000.00
1332017.03.28 01:00buy691.702344.000.000.00
1342017.03.29 01:00close691.702355.300.000.00183.8959591.31
1352017.03.29 01:00close681.702355.300.000.00235.1759826.48
1362017.03.29 01:00close671.802355.300.000.00120.3159946.80
1372017.03.29 01:00close661.802355.300.000.0086.4260033.21
1382017.03.29 01:00close651.802355.300.000.00119.1260152.33
1392017.04.06 01:00buy701.802347.800.000.00
1402017.04.07 01:00close701.802357.400.000.00164.1060316.43
1412017.04.12 01:00buy711.802355.700.000.00
1422017.04.13 01:00buy721.802344.000.000.00
1432017.04.17 01:00buy731.802329.200.000.00
1442017.04.18 01:00close731.802347.800.000.00326.1060642.53
1452017.04.18 01:00close721.802347.800.000.0024.9160667.45
1462017.04.18 01:00close711.802347.800.000.00-194.3860473.06
1472017.04.19 01:00buy741.802341.000.000.00
1482017.04.20 01:00buy751.802337.300.000.00
1492017.04.21 01:00close751.802355.000.000.00309.9060782.96
1502017.04.21 01:00close741.802355.000.000.00234.6161017.57
1512017.05.18 01:00buy761.802358.900.000.00
1522017.05.19 01:00close761.802365.400.000.00108.3061125.87
1532017.05.22 01:00buy771.802383.900.000.00
1542017.05.23 01:00close771.802393.700.000.00167.7061293.58
1552017.06.22 01:00buy781.802434.300.000.00
1562017.06.23 01:00buy791.802435.400.000.00
1572017.06.26 01:00buy801.802435.100.000.00
1582017.06.28 01:00buy811.802422.300.000.00
1592017.06.29 01:00close811.802443.800.000.00378.3061671.88
1602017.06.29 01:00close801.802443.800.000.00130.5161802.39
1612017.06.29 01:00close791.802443.800.000.0099.0261901.40
1622017.06.29 01:00close781.802443.800.000.00110.1262011.52
1632017.06.30 01:00buy821.902424.600.000.00
1642017.07.03 01:00buy831.802426.300.000.00
1652017.07.04 01:00buy841.802424.900.000.00
1662017.07.05 01:00buy851.802427.800.000.00
1672017.07.06 01:00buy861.802429.600.000.00
1682017.07.13 01:00close861.802442.800.000.00176.7262188.24
1692017.07.13 01:00close851.802442.800.000.00200.4262388.66
1702017.07.13 01:00close841.802442.800.000.00243.9262632.58
1712017.07.13 01:00close831.802442.800.000.00210.0362842.61
1722017.07.13 01:00close821.902442.800.000.00226.4563069.06
1732017.08.09 01:00buy871.902472.400.000.00
1742017.08.11 01:00buy881.902434.900.000.00
1752017.08.14 01:00buy891.902445.500.000.00
1762017.08.15 01:00close891.902463.300.000.00329.0263398.08
1772017.08.15 01:00close881.902463.300.000.00502.8863900.96
1782017.08.15 01:00close871.902463.300.000.00-227.9863672.97
1792017.08.16 01:00buy901.902465.700.000.00
1802017.08.18 01:00buy911.902427.400.000.00
1812017.08.21 01:00buy921.902429.600.000.00
1822017.08.22 01:00buy931.802430.500.000.00
1832017.08.23 01:00close931.802452.900.000.00394.5064067.47
1842017.08.23 01:00close921.902452.900.000.00424.3464491.81
1852017.08.23 01:00close911.902452.900.000.00438.6064930.41
1862017.08.23 01:00close901.902452.900.000.00-307.4664622.95
1872017.08.24 01:00buy941.902441.100.000.00
1882017.08.25 01:00buy951.902443.900.000.00
1892017.08.28 01:00buy961.902440.800.000.00
1902017.08.29 01:00buy971.902429.800.000.00
1912017.08.30 01:00close971.902446.400.000.00306.2264929.17
1922017.08.30 01:00close961.902446.400.000.0088.0465017.20
1932017.08.30 01:00close951.902446.400.000.001.6065018.80
1942017.08.30 01:00close941.902446.400.000.0045.6265064.42
1952017.09.27 01:00buy982.002498.000.000.00
1962017.09.28 01:00close982.002503.900.000.00108.3465172.75
1972017.11.15 01:00buy992.002578.600.000.00
1982017.11.16 01:00buy1001.902565.800.000.00
1992017.11.17 01:00close1001.902583.600.000.00329.0265501.77
2002017.11.17 01:00close992.002583.600.000.0080.6765582.45
2012017.11.20 01:00buy1012.002577.400.000.00
2022017.11.21 01:00close1012.002582.300.000.0088.3465670.78
2032018.01.31 01:00buy1022.002824.200.000.00
2042018.02.02 01:00buy1032.002826.400.000.00
2052018.02.05 01:00buy1041.802746.900.000.00
2062018.02.06 01:00buy1051.602626.800.000.00
2072018.02.07 01:00buy1061.702690.800.000.00
2082018.02.27 01:00close1061.702782.800.000.001399.7267070.50
2092018.02.27 01:00close1051.602782.800.000.002333.6569404.15
2102018.02.27 01:00close1041.802782.800.000.00454.8669859.00
2112018.02.27 01:00close1032.002782.800.000.00-1113.6068745.41
2122018.02.27 01:00close1022.002782.800.000.00-1088.9267656.48
2132018.03.01 01:00buy1072.002717.800.000.00
2142018.03.02 01:00buy1082.002679.100.000.00
2152018.03.05 01:00buy1092.002678.600.000.00
2162018.03.06 01:00close1092.002717.700.000.00772.3468428.82
2172018.03.06 01:00close1082.002717.700.000.00733.3469162.17
2182018.03.06 01:00close1072.002717.700.000.00-50.3269111.85
2192018.03.07 01:00buy1102.102692.200.000.00
2202018.03.08 01:00close1102.102720.600.000.00586.2569698.10
2212018.03.20 01:00buy1112.102717.900.000.00
2222018.03.21 01:00buy1122.102719.500.000.00
2232018.03.22 01:00buy1132.002714.500.000.00
2242018.03.23 01:00buy1141.902640.900.000.00
2252018.03.26 01:00buy1151.802592.000.000.00
2262018.04.18 01:00close1151.802702.500.000.001788.9671487.06
2272018.04.18 01:00close1141.902702.500.000.00931.7072418.76
2282018.04.18 01:00close1132.002702.500.000.00-500.9271917.84
2292018.04.18 01:00close1122.102702.500.000.00-641.1271276.72
2302018.04.18 01:00close1112.102702.500.000.00-617.6670659.06
2312018.04.25 01:00buy1162.102636.500.000.00
2322018.04.26 01:00close1162.102647.800.000.00227.1570886.21
2332018.04.30 01:30buy1172.102671.520.000.00
2342018.05.01 01:00buy1182.102646.700.000.00
2352018.05.02 01:00buy1192.102657.200.000.00
2362018.05.03 01:00buy1202.002626.500.000.00
2372018.05.04 01:00buy1212.002633.900.000.00
2382018.05.07 01:00close1212.002661.900.000.00531.0171417.22
2392018.05.07 01:00close1202.002661.900.000.00669.3472086.57
2402018.05.07 01:00close1192.102661.900.000.0047.9772134.53
2412018.05.07 01:00close1182.102661.900.000.00258.3272392.85
2422018.05.07 01:00close1172.102661.900.000.00-273.0572119.80
2432018.05.30 01:00buy1222.202692.900.000.00
2442018.05.31 01:00close1222.202717.200.000.00523.9772643.77
2452018.06.01 01:00buy1232.202705.600.000.00
2462018.06.04 01:00close1232.202728.100.000.00463.1173106.88
2472018.06.20 01:00buy1242.202760.400.000.00
2482018.06.21 01:00close1242.202765.100.000.0092.7773199.65
2492018.06.22 01:00buy1252.202746.700.000.00
2502018.06.25 08:45buy1262.202739.300.000.00
2512018.06.26 01:00buy1272.102719.500.000.00
2522018.06.27 01:00buy1282.102724.000.000.00
2532018.06.28 01:00buy1292.002700.300.000.00
2542018.07.06 01:00close1292.002732.500.000.00566.6973766.34
2552018.07.06 01:00close1282.102732.500.000.0087.1873853.52
2562018.07.06 01:00close1272.102732.500.000.00171.5374025.05
2572018.07.06 01:00close1262.202732.500.000.00-266.5373758.52
2582018.07.06 01:00close1252.202732.500.000.00-461.2273297.29
2592018.07.31 01:00buy1302.202804.700.000.00
2602018.08.01 01:45close1302.202820.900.000.00345.7773643.06
2612018.08.02 01:00buy1312.202814.000.000.00
2622018.08.03 01:00close1312.202827.600.000.00288.5773931.63
2632018.08.13 01:00buy1322.202832.100.000.00
2642018.08.14 01:00buy1332.202825.100.000.00
2652018.08.15 01:00close1332.202838.900.000.00292.9774224.60
2662018.08.15 01:00close1322.202838.900.000.00128.3474352.94
2672018.08.16 01:00buy1342.202819.900.000.00
2682018.08.17 01:00close1342.202839.800.000.00427.1774780.11
2692018.09.06 01:00buy1352.202887.000.000.00
2702018.09.07 01:00buy1362.202876.600.000.00
2712018.09.10 01:00buy1372.202872.900.000.00
2722018.09.11 01:00buy1382.202879.100.000.00
2732018.09.12 01:00close1382.202888.400.000.00193.9774974.08
2742018.09.12 01:00close1372.202888.400.000.00319.7475293.82
2752018.09.12 01:00close1362.202888.400.000.00206.4575500.27
2762018.09.12 01:00close1352.202888.400.000.00-32.9875467.29
2772018.09.13 01:00buy1392.302884.600.000.00
2782018.09.14 01:00close1392.302901.300.000.00372.9975840.28
2792018.09.27 01:00buy1402.302908.000.000.00
2802018.09.28 01:00close1402.302917.500.000.00207.3976047.66
2812018.10.05 01:00buy1412.302906.900.000.00
2822018.10.08 01:00buy1422.302894.700.000.00
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