Strategy Tester Report
THE GAP_ver1.0
Dukascopy-DEMO-1 (Build 1260)

通貨ペアAUDUSD (Australian Dollar vs US Dollar)
期間5分足(M5) 2010.04.01 03:00 - 2020.03.30 23:55 (2010.04.01 - 2020.03.31)
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Lots=0.1; MaxSpread=4.5;
テストバー数746809モデルティック数147932522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10000.00スプレッド変動
純益1060.20総利益1883.30総損失-823.10
プロフィットファクタ2.29期待利得3.66
絶対ドローダウン3.90最大ドローダウン171.10 (1.68%)相対ドローダウン1.68% (171.10)
総取引数290売りポジション(勝率%)108 (82.41%)買いポジション(勝率%)182 (75.82%)
勝率(%)227 (78.28%)負率 (%)63 (21.72%)
最大勝トレード50.90敗トレード-50.00
平均勝トレード8.30敗トレード-13.07
最大連勝(金額)14 (137.00)連敗(金額)3 (-85.80)
最大連勝(トレード数)138.60 (8)連敗(トレード数)-85.80 (3)
平均連勝5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
12010.11.15 00:00sell10.100.988740.000000.00000
22010.11.15 00:00modify10.100.988740.993740.98624
32010.11.15 00:15close10.100.987190.993740.9862415.5010015.50
42010.12.20 00:05sell20.100.988560.000000.00000
52010.12.20 00:05modify20.100.988560.993560.98606
62010.12.20 00:06close20.100.988430.993560.986061.3010016.80
72011.01.17 00:00sell30.100.990560.000000.00000
82011.01.17 00:00modify30.100.990560.995560.98806
92011.01.17 02:02close30.100.990240.995560.988063.2010020.00
102011.01.24 00:00buy40.100.988260.000000.00000
112011.01.24 00:00modify40.100.988260.984760.99826
122011.01.24 01:33close40.100.989580.984760.9982613.2010033.20
132011.02.07 00:00buy50.101.013480.000000.00000
142011.02.07 00:00modify50.101.013481.009981.02348
152011.02.07 00:09close50.101.013821.009981.023483.4010036.60
162011.02.14 00:00buy60.100.998450.000000.00000
172011.02.14 00:00modify60.100.998450.994951.00845
182011.02.14 01:50close60.101.001150.994951.0084527.0010063.60
192011.03.07 00:00sell70.101.014510.000000.00000
202011.03.07 00:00modify70.101.014511.019511.01201
212011.03.07 02:01close70.101.014281.019511.012012.3010065.90
222011.04.04 00:00sell80.101.039700.000000.00000
232011.04.04 00:00modify80.101.039701.044701.03720
242011.04.04 01:11close80.101.038501.044701.0372012.0010077.90
252011.05.02 00:01buy90.101.096430.000000.00000
262011.05.02 00:01modify90.101.096431.092931.10643
272011.05.02 00:07close90.101.096781.092931.106433.5010081.40
282011.05.09 00:01sell100.101.071560.000000.00000
292011.05.09 00:01modify100.101.071561.076561.06906
302011.05.09 01:00close100.101.070141.076561.0690614.2010095.60
312011.06.27 00:02buy110.101.048230.000000.00000
322011.06.27 00:02modify110.101.048231.044731.05823
332011.06.27 02:22close110.101.048461.044731.058232.3010097.90
342011.07.11 00:00buy120.101.071300.000000.00000
352011.07.11 00:00modify120.101.071301.067801.08130
362011.07.11 02:15close120.101.072301.067801.0813010.0010107.90
372011.07.25 00:00buy130.101.083360.000000.00000
382011.07.25 00:00modify130.101.083361.079861.09336
392011.07.25 00:20close130.101.085551.079861.0933621.9010129.80
402011.08.01 00:05buy140.101.100680.000000.00000
412011.08.01 00:05modify140.101.100681.097181.11068
422011.08.01 01:03close140.101.100601.097181.11068-0.8010129.00
432011.08.08 00:00buy150.101.042800.000000.00000
442011.08.08 00:00modify150.101.042801.039301.05280
452011.08.08 01:02s/l150.101.039301.039301.05280-35.0010094.00
462011.08.15 00:00sell160.101.036420.000000.00000
472011.08.15 00:00modify160.101.036421.041421.03392
482011.08.15 03:00s/l160.101.041421.041421.03392-50.0010044.00
492011.08.29 00:00sell170.101.058470.000000.00000
502011.08.29 00:00modify170.101.058471.063471.05597
512011.08.29 00:35close170.101.057451.063471.0559710.2010054.20
522011.09.05 00:00buy180.101.060720.000000.00000
532011.09.05 00:00modify180.101.060721.057221.07072
542011.09.05 03:01close180.101.060601.057221.07072-1.2010053.00
552011.09.12 00:00buy190.101.043240.000000.00000
562011.09.12 00:00modify190.101.043241.039741.05324
572011.09.12 01:50close190.101.043491.039741.053242.5010055.50
582011.09.19 00:00buy200.101.030170.000000.00000
592011.09.19 00:00modify200.101.030171.026671.04017
602011.09.19 01:55close200.101.030931.026671.040177.6010063.10
612011.10.03 00:00buy210.100.965720.000000.00000
622011.10.03 00:00modify210.100.965720.962220.97572
632011.10.03 00:57close210.100.967330.962220.9757216.1010079.20
642011.10.10 00:00buy220.100.975370.000000.00000
652011.10.10 00:00modify220.100.975370.971870.98537
662011.10.10 01:17close220.100.977690.971870.9853723.2010102.40
672011.10.17 00:00buy230.101.032730.000000.00000
682011.10.17 00:00modify230.101.032731.029231.04273
692011.10.17 01:56close230.101.033131.029231.042734.0010106.40
702011.11.07 00:00sell240.101.040770.000000.00000
712011.11.07 00:00modify240.101.040771.045771.03827
722011.11.07 00:13close240.101.039161.045771.0382716.1010122.50
732011.11.14 00:00sell250.101.034220.000000.00000
742011.11.14 00:00modify250.101.034221.039221.03172
752011.11.14 00:05close250.101.032661.039221.0317215.6010138.10
762011.11.21 00:00buy260.100.999690.000000.00000
772011.11.21 00:00modify260.100.999690.996191.00969
782011.11.21 00:17close260.101.001200.996191.0096915.1010153.20
792011.11.28 00:00sell270.100.982030.000000.00000
802011.11.28 00:00modify270.100.982030.987030.97953
812011.11.28 00:09close270.100.980510.987030.9795315.2010168.40
822011.12.05 00:00sell280.101.025330.000000.00000
832011.12.05 00:00modify280.101.025331.030331.02283
842011.12.05 00:13close280.101.023751.030331.0228315.8010184.20
852011.12.12 00:00buy290.101.020890.000000.00000
862011.12.12 00:00modify290.101.020891.017391.03089
872011.12.12 02:00close290.101.020631.017391.03089-2.6010181.60
882011.12.19 00:00sell300.100.998690.000000.00000
892011.12.19 00:00modify300.100.998691.003690.99619
902011.12.19 00:36close300.100.997151.003690.9961915.4010197.00
912012.01.02 00:00sell310.101.022180.000000.00000
922012.01.02 00:00modify310.101.022181.027181.01968
932012.01.02 00:35close310.101.021841.027181.019683.4010200.40
942012.01.09 00:00buy320.101.020290.000000.00000
952012.01.09 00:00modify320.101.020291.016791.03029
962012.01.09 02:30s/l320.101.016791.016791.03029-35.0010165.40
972012.01.16 00:00buy330.101.029100.000000.00000
982012.01.16 00:00modify330.101.029101.025601.03910
992012.01.16 03:20s/l330.101.025601.025601.03910-35.0010130.40
1002012.01.23 00:00buy340.101.047940.000000.00000
1012012.01.23 00:00modify340.101.047941.044441.05794
1022012.01.23 00:04close340.101.048741.044441.057948.0010138.40
1032012.01.30 00:00buy350.101.063900.000000.00000
1042012.01.30 00:00modify350.101.063901.060401.07390
1052012.01.30 03:03s/l350.101.060401.060401.07390-35.0010103.40
1062012.02.13 00:00sell360.101.068560.000000.00000
1072012.02.13 00:00modify360.101.068561.073561.06606
1082012.02.13 02:28close360.101.070161.073561.06606-16.0010087.40
1092012.02.20 00:00sell370.101.077000.000000.00000
1102012.02.20 00:00modify370.101.077001.082001.07450
1112012.02.20 03:05close370.101.079081.082001.07450-20.8010066.60
1122012.02.27 00:00sell380.101.070420.000000.00000
1132012.02.27 00:00modify380.101.070421.075421.06792
1142012.02.27 01:21close380.101.069561.075421.067928.6010075.20
1152012.03.05 00:00sell390.101.073960.000000.00000
1162012.03.05 00:00modify390.101.073961.078961.07146
1172012.03.05 00:57close390.101.073101.078961.071468.6010083.80
1182012.03.12 00:00buy400.101.055830.000000.00000
1192012.03.12 00:00modify400.101.055831.052331.06583
1202012.03.12 01:06close400.101.057411.052331.0658315.8010099.60
1212012.03.19 00:01sell410.101.059280.000000.00000
1222012.03.19 00:01modify410.101.059281.064281.05678
1232012.03.19 00:18close410.101.058631.064281.056786.5010106.10
1242012.03.26 00:00buy420.101.046380.000000.00000
1252012.03.26 00:00modify420.101.046381.042881.05638
1262012.03.26 01:03close420.101.047641.042881.0563812.6010118.70
1272012.04.02 00:00sell430.101.044800.000000.00000
1282012.04.02 00:00modify430.101.044801.049801.04230
1292012.04.02 01:02close430.101.043291.049801.0423015.1010133.80
1302012.04.09 00:00buy440.101.029900.000000.00000
1312012.04.09 00:00modify440.101.029901.026401.03990
1322012.04.09 04:00close440.101.026621.026401.03990-32.8010101.00
1332012.04.23 00:00buy450.101.037070.000000.00000
1342012.04.23 00:00modify450.101.037071.033571.04707
1352012.04.23 01:52close450.101.037341.033571.047072.7010103.70
1362012.04.30 00:00buy460.101.045930.000000.00000
1372012.04.30 00:00modify460.101.045931.042431.05593
1382012.04.30 01:04close460.101.046461.042431.055935.3010109.00
1392012.05.07 00:00buy470.101.015560.000000.00000
1402012.05.07 00:00modify470.101.015561.012061.02556
1412012.05.07 01:34s/l470.101.012061.012061.02556-35.0010074.00
1422012.05.14 00:00buy480.101.001360.000000.00000
1432012.05.14 00:00modify480.101.001360.997861.01136
1442012.05.14 01:44close480.101.001510.997861.011361.5010075.50
1452012.05.28 00:00sell490.100.981300.000000.00000
1462012.05.28 00:00modify490.100.981300.986300.97880
1472012.05.28 01:06close490.100.979790.986300.9788015.1010090.60
1482012.06.11 00:00sell500.100.998450.000000.00000
1492012.06.11 00:00modify500.100.998451.003450.99595
1502012.06.11 02:10close500.100.998351.003450.995951.0010091.60
1512012.06.18 00:00sell510.101.011380.000000.00000
1522012.06.18 00:00modify510.101.011381.016381.00888
1532012.06.18 01:54close510.101.010731.016381.008886.5010098.10
1542012.06.25 00:00buy520.101.004740.000000.00000
1552012.06.25 00:00modify520.101.004741.001241.01474
1562012.06.25 04:00close520.101.002921.001241.01474-18.2010079.90
1572012.07.02 00:00sell530.101.026130.000000.00000
1582012.07.02 00:00modify530.101.026131.031131.02363
1592012.07.02 01:22close530.101.024621.031131.0236315.1010095.00
1602012.07.09 00:00buy540.101.019810.000000.00000
1612012.07.09 00:00modify540.101.019811.016311.02981
1622012.07.09 01:41close540.101.020341.016311.029815.3010100.30
1632012.07.16 00:00sell550.101.024730.000000.00000
1642012.07.16 00:00modify550.101.024731.029731.02223
1652012.07.16 02:00close550.101.024021.029731.022237.1010107.40
1662012.07.23 00:00buy560.101.036020.000000.00000
1672012.07.23 00:00modify560.101.036021.032521.04602
1682012.07.23 04:00close560.101.032841.032521.04602-31.8010075.60
1692012.07.30 00:01buy570.101.047550.000000.00000
1702012.07.30 00:01modify570.101.047551.044051.05755
1712012.07.30 00:47close570.101.048161.044051.057556.1010081.70
1722012.08.06 00:00sell580.101.056910.000000.00000
1732012.08.06 00:00modify580.101.056911.061911.05441
1742012.08.06 01:53close580.101.056991.061911.05441-0.8010080.90
1752012.08.13 00:01buy590.101.055470.000000.00000
1762012.08.13 00:01modify590.101.055471.051971.06547
1772012.08.13 01:51close590.101.055801.051971.065473.3010084.20
1782012.08.20 00:00sell600.101.043120.000000.00000
1792012.08.20 00:00modify600.101.043121.048121.04062
1802012.08.20 02:22close600.101.042021.048121.0406211.0010095.20
1812012.08.27 00:00sell610.101.042230.000000.00000
1822012.08.27 00:00modify610.101.042231.047231.03973
1832012.08.27 01:55close610.101.041811.047231.039734.2010099.40
1842012.09.03 00:01buy620.101.028880.000000.00000
1852012.09.03 00:01modify620.101.028881.025381.03888
1862012.09.03 01:55close620.101.029711.025381.038888.3010107.70
1872012.09.10 00:01buy630.101.037340.000000.00000
1882012.09.10 00:01modify630.101.037341.033841.04734
1892012.09.10 03:56close630.101.036661.033841.04734-6.8010100.90
1902012.09.24 00:00buy640.101.044690.000000.00000
1912012.09.24 00:00modify640.101.044691.041191.05469
1922012.09.24 00:09close640.101.045231.041191.054695.4010106.30
1932012.10.01 00:00buy650.101.036580.000000.00000
1942012.10.01 00:00modify650.101.036581.033081.04658
1952012.10.01 03:10close650.101.035591.033081.04658-9.9010096.40
1962012.10.08 00:00buy660.101.015700.000000.00000
1972012.10.08 00:00modify660.101.015701.012201.02570
1982012.10.08 01:59close660.101.016581.012201.025708.8010105.20
1992012.10.15 00:00sell670.101.025420.000000.00000
2002012.10.15 00:00modify670.101.025421.030421.02292
2012012.10.15 01:16close670.101.023911.030421.0229215.1010120.30
2022012.10.22 00:01buy680.101.031700.000000.00000
2032012.10.22 00:01modify680.101.031701.028201.04170
2042012.10.22 03:27close680.101.031471.028201.04170-2.3010118.00
2052012.10.29 00:03buy690.101.036590.000000.00000
2062012.10.29 00:03modify690.101.036591.033091.04659
2072012.10.29 03:10close690.101.035671.033091.04659-9.2010108.80
2082012.11.12 00:00sell700.101.039830.000000.00000
2092012.11.12 00:00modify700.101.039831.044831.03733
2102012.11.12 00:44close700.101.038761.044831.0373310.7010119.50
2112012.11.19 00:00sell710.101.035120.000000.00000
2122012.11.19 00:00modify710.101.035121.040121.03262
2132012.11.19 02:59close710.101.035641.040121.03262-5.2010114.30
2142012.12.17 00:00buy720.101.055180.000000.00000
2152012.12.17 00:00modify720.101.055181.051681.06518
2162012.12.17 01:00close720.101.056411.051681.0651812.3010126.60
2172013.01.14 00:00sell730.101.054910.000000.00000
2182013.01.14 00:00modify730.101.054911.059911.05241
2192013.01.14 00:37close730.101.053541.059911.0524113.7010140.30
2202013.01.28 00:00buy740.101.041640.000000.00000
2212013.01.28 00:00modify740.101.041641.038141.05164
2222013.01.28 02:02close740.101.041501.038141.05164-1.4010138.90
2232013.02.04 00:00sell750.101.042440.000000.00000
2242013.02.04 00:00modify750.101.042441.047441.03994
2252013.02.04 02:30close750.101.041951.047441.039944.9010143.80
2262013.02.18 00:02buy760.101.029130.000000.00000
2272013.02.18 00:02modify760.101.029131.025631.03913
2282013.02.18 01:42close760.101.030011.025631.039138.8010152.60
2292013.02.25 00:00buy770.101.030500.000000.00000
2302013.02.25 00:00modify770.101.030501.027001.04050
2312013.02.25 02:04close770.101.029791.027001.04050-7.1010145.50
2322013.03.11 00:00buy780.101.020600.000000.00000
2332013.03.11 00:00modify780.101.020601.017101.03060
2342013.03.11 02:31close780.101.021201.017101.030606.0010151.50
2352013.03.18 00:00buy790.101.035410.000000.00000
2362013.03.18 00:00modify790.101.035411.031911.04541
2372013.03.18 02:03close790.101.036671.031911.0454112.6010164.10
2382013.04.08 00:01buy800.101.036940.000000.00000
2392013.04.08 00:01modify800.101.036941.033441.04694
2402013.04.08 01:50close800.101.037401.033441.046944.6010168.70
2412013.05.13 00:06buy810.101.000430.000000.00000
2422013.05.13 00:06modify810.101.000430.996931.01043
2432013.05.13 04:06close810.100.998150.996931.01043-22.8010145.90
2442013.05.20 00:00sell820.100.975480.000000.00000
2452013.05.20 00:00modify820.100.975480.980480.97298
2462013.05.20 01:26close820.100.973980.980480.9729815.0010160.90
2472013.05.27 00:00buy830.100.964300.000000.00000
2482013.05.27 00:00modify830.100.964300.960800.97430
2492013.05.27 00:20close830.100.965410.960800.9743011.1010172.00
2502013.06.03 00:01sell840.100.961260.000000.00000
2512013.06.03 00:01modify840.100.961260.966260.95876
2522013.06.03 00:07close840.100.959750.966260.9587615.1010187.10
2532013.06.10 00:00buy850.100.940360.000000.00000
2542013.06.10 00:00modify850.100.940360.936860.95036
2552013.06.10 01:55close850.100.941790.936860.9503614.3010201.40
2562013.06.17 00:02buy860.100.956400.000000.00000
2572013.06.17 00:02modify860.100.956400.952900.96640
2582013.06.17 01:24close860.100.957130.952900.966407.3010208.70
2592013.06.24 00:01buy870.100.921030.000000.00000
2602013.06.24 00:01modify870.100.921030.917530.93103
2612013.06.24 01:00close870.100.923230.917530.9310322.0010230.70
2622013.07.01 00:00buy880.100.911560.000000.00000
2632013.07.01 00:00modify880.100.911560.908060.92156
2642013.07.01 02:00close880.100.912790.908060.9215612.3010243.00
2652013.07.08 00:00buy890.100.905410.000000.00000
2662013.07.08 00:00modify890.100.905410.901910.91541
2672013.07.08 01:21close890.100.905830.901910.915414.2010247.20
2682013.07.15 00:00sell900.100.907010.000000.00000
2692013.07.15 00:00modify900.100.907010.912010.90451
2702013.07.15 02:06close900.100.907020.912010.90451-0.1010247.10
2712013.07.29 00:00buy910.100.925390.000000.00000
2722013.07.29 00:00modify910.100.925390.921890.93539
2732013.07.29 01:05close910.100.926130.921890.935397.4010254.50
2742013.08.05 00:02sell920.100.891540.000000.00000
2752013.08.05 00:02modify920.100.891540.896540.88904
2762013.08.05 01:53close920.100.890610.896540.889049.3010263.80
2772013.08.19 00:00sell930.100.918540.000000.00000
2782013.08.19 00:00modify930.100.918540.923540.91604
2792013.08.19 01:19close930.100.918420.923540.916041.2010265.00
2802013.09.02 00:03sell940.100.894290.000000.00000
2812013.09.02 00:03modify940.100.894290.899290.89179
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5532016.05.09 00:00buy1850.100.735770.000000.00000
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5612016.06.20 01:07close1870.100.741750.748260.7407615.1010579.60
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8532020.02.17 00:00sell2850.100.671970.000000.00000
8542020.02.17 00:00modify2850.100.671970.676970.66947
8552020.02.17 02:08close2850.100.671800.676970.669471.7010972.80
8562020.02.24 00:00buy2860.100.658620.000000.00000
8572020.02.24 00:00modify2860.100.658620.655120.66862
8582020.02.24 01:46close2860.100.660840.655120.6686222.2010995.00
8592020.03.02 00:00buy2870.100.646910.000000.00000
8602020.03.02 00:00modify2870.100.646910.643410.65691
8612020.03.02 01:15close2870.100.650710.643410.6569138.0011033.00
8622020.03.09 00:00buy2880.100.661010.000000.00000
8632020.03.09 00:00modify2880.100.661010.657510.67101
8642020.03.09 01:45close2880.100.662140.657510.6710111.3011044.30
8652020.03.16 00:00buy2890.100.615070.000000.00000
8662020.03.16 00:00modify2890.100.615070.611570.62507
8672020.03.16 00:04close2890.100.620160.611570.6250750.9011095.20
8682020.03.30 00:05buy2900.100.615380.000000.00000
8692020.03.30 00:05modify2900.100.615380.611880.62538
8702020.03.30 01:23s/l2900.100.611880.611880.62538-35.0011060.20