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

通貨ペアGBPAUD (Great Britain Pound vs Australian 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=15;
テストバー数747436モデルティック数266670641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980.13総利益1985.01総損失-1004.88
プロフィットファクタ1.98期待利得3.42
絶対ドローダウン20.14最大ドローダウン148.56 (1.44%)相対ドローダウン1.44% (148.56)
総取引数287売りポジション(勝率%)148 (65.54%)買いポジション(勝率%)139 (76.98%)
勝率(%)204 (71.08%)負率 (%)83 (28.92%)
最大勝トレード40.03敗トレード-33.24
平均勝トレード9.73敗トレード-12.11
最大連勝(金額)12 (162.12)連敗(金額)4 (-39.89)
最大連勝(トレード数)162.12 (12)連敗(トレード数)-79.71 (3)
平均連勝3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
12010.04.05 00:00sell10.101.660280.000000.00000
22010.04.05 00:00modify10.101.660281.665281.65778
32010.04.05 01:55close10.101.659681.665281.657783.9910003.99
42010.04.19 00:00buy20.101.657570.000000.00000
52010.04.19 00:00modify20.101.657571.654071.66757
62010.04.19 02:02close20.101.659951.654071.6675715.8010019.79
72010.04.26 00:00sell30.101.661170.000000.00000
82010.04.26 00:00modify30.101.661171.666171.65867
92010.04.26 01:53close30.101.660031.666171.658677.5810027.37
102010.05.03 00:00sell40.101.658700.000000.00000
112010.05.03 00:00modify40.101.658701.663701.65620
122010.05.03 01:08close40.101.657151.663701.6562010.3110037.68
132010.05.10 00:00buy50.101.651380.000000.00000
142010.05.10 00:00modify50.101.651381.647881.66138
152010.05.10 00:08s/l50.101.647881.647881.66138-23.2410014.44
162010.05.31 00:00buy60.101.704840.000000.00000
172010.05.31 00:00modify60.101.704841.701341.71484
182010.05.31 01:06close60.101.708251.701341.7148422.6410037.08
192010.06.07 00:00sell70.101.756400.000000.00000
202010.06.07 00:00modify70.101.756401.761401.75390
212010.06.07 00:09close70.101.756661.761401.75390-1.7310035.35
222010.06.14 00:00buy80.101.708320.000000.00000
232010.06.14 00:00modify80.101.708321.704821.71832
242010.06.14 00:20close80.101.711301.704821.7183219.7910055.14
252010.06.21 00:00buy90.101.684710.000000.00000
262010.06.21 00:00modify90.101.684711.681211.69471
272010.06.21 02:18close90.101.687751.681211.6947120.1910075.33
282010.07.19 00:00sell100.101.762420.000000.00000
292010.07.19 00:00modify100.101.762421.767421.75992
302010.07.19 01:42s/l100.101.767421.767421.75992-33.2310042.10
312010.07.26 00:00buy110.101.720530.000000.00000
322010.07.26 00:00modify110.101.720531.717031.73053
332010.07.26 00:32close110.101.720801.717031.730531.7910043.89
342010.08.16 00:00sell120.101.746670.000000.00000
352010.08.16 00:00modify120.101.746671.751671.74417
362010.08.16 00:25close120.101.747161.751671.74417-3.2610040.63
372010.08.23 00:00sell130.101.751480.000000.00000
382010.08.23 00:00modify130.101.751481.756481.74898
392010.08.23 01:18close130.101.749881.756481.7489810.6310051.26
402010.08.30 00:00buy140.101.721270.000000.00000
412010.08.30 00:00modify140.101.721271.717771.73127
422010.08.30 02:18close140.101.722901.717771.7312710.8210062.08
432010.09.06 00:00buy150.101.685020.000000.00000
442010.09.06 00:00modify150.101.685021.681521.69502
452010.09.06 01:05close150.101.686651.681521.6950210.8210072.90
462010.09.13 00:00buy160.101.652500.000000.00000
472010.09.13 00:00modify160.101.652501.649001.66250
482010.09.13 01:42close160.101.654201.649001.6625011.2910084.19
492010.09.20 00:00buy170.101.668430.000000.00000
502010.09.20 00:00modify170.101.668431.664931.67843
512010.09.20 00:31close170.101.669351.664931.678436.1010090.29
522010.09.27 00:00buy180.101.646310.000000.00000
532010.09.27 00:00modify180.101.646311.642811.65631
542010.09.27 01:36close180.101.648101.642811.6563111.8810102.17
552010.10.04 00:00buy190.101.623920.000000.00000
562010.10.04 00:00modify190.101.623921.620421.63392
572010.10.04 01:25close190.101.626501.620421.6339217.1310119.30
582010.10.11 00:00buy200.101.611460.000000.00000
592010.10.11 00:00modify200.101.611461.607961.62146
602010.10.11 02:20close200.101.611951.607961.621463.2510122.55
612010.10.18 00:00buy210.101.608720.000000.00000
622010.10.18 00:00modify210.101.608721.605221.61872
632010.10.18 00:56close210.101.614751.605221.6187240.0310162.58
642010.10.25 00:00buy220.101.587440.000000.00000
652010.10.25 00:00modify220.101.587441.583941.59744
662010.10.25 01:47close220.101.592311.583941.5974432.3310194.91
672010.11.01 00:00buy230.101.628220.000000.00000
682010.11.01 00:00modify230.101.628221.624721.63822
692010.11.01 02:02close230.101.628841.624721.638224.1210199.03
702010.11.08 00:00sell240.101.594580.000000.00000
712010.11.08 00:00modify240.101.594581.599581.59208
722010.11.08 01:39close240.101.594021.599581.592083.7210202.75
732010.11.15 00:00buy250.101.633080.000000.00000
742010.11.15 00:00modify250.101.633081.629581.64308
752010.11.15 02:55close250.101.632531.629581.64308-3.6510199.10
762010.11.22 00:00buy260.101.618500.000000.00000
772010.11.22 00:00modify260.101.618501.615001.62850
782010.11.22 02:03s/l260.101.615001.615001.62850-23.2410175.86
792010.11.29 00:00buy270.101.611060.000000.00000
802010.11.29 00:00modify270.101.611061.607561.62106
812010.11.29 01:56close270.101.612451.607561.621069.2310185.09
822010.12.06 00:00sell280.101.591120.000000.00000
832010.12.06 00:00modify280.101.591121.596121.58862
842010.12.06 01:03close280.101.589621.596121.588629.9710195.06
852010.12.13 00:00sell290.101.604530.000000.00000
862010.12.13 00:00modify290.101.604531.609531.60203
872010.12.13 01:51close290.101.605401.609531.60203-5.7910189.27
882010.12.20 00:00buy300.101.569570.000000.00000
892010.12.20 00:00modify300.101.569571.566071.57957
902010.12.20 00:16close300.101.570921.566071.579578.9710198.24
912011.01.17 00:00buy310.101.601600.000000.00000
922011.01.17 00:00modify310.101.601601.598101.61160
932011.01.17 01:51close310.101.602741.598101.611607.5710205.81
942011.02.14 00:00sell320.101.600440.000000.00000
952011.02.14 00:00modify320.101.600441.605441.59794
962011.02.14 00:08close320.101.598931.605441.5979410.0310215.84
972011.03.14 00:00buy330.101.585160.000000.00000
982011.03.14 00:00modify330.101.585161.581661.59516
992011.03.14 00:06close330.101.584731.581661.59516-2.8510212.99
1002011.04.04 00:00buy340.101.549260.000000.00000
1012011.04.04 00:00modify340.101.549261.545761.55926
1022011.04.04 01:07close340.101.550801.545761.5592610.2310223.22
1032011.04.25 00:00sell350.101.537050.000000.00000
1042011.04.25 00:00modify350.101.537051.542051.53455
1052011.04.25 00:22close350.101.536781.542051.534551.7910225.01
1062011.05.02 00:00sell360.101.523590.000000.00000
1072011.05.02 00:00modify360.101.523591.528591.52109
1082011.05.02 00:05close360.101.524581.528591.52109-6.5910218.42
1092011.05.16 00:00sell370.101.531770.000000.00000
1102011.05.16 00:00modify370.101.531771.536771.52927
1112011.05.16 00:15close370.101.531461.536771.529272.0610220.48
1122011.05.23 00:00sell380.101.523350.000000.00000
1132011.05.23 00:00modify380.101.523351.528351.52085
1142011.05.23 03:02close380.101.525131.528351.52085-11.8310208.65
1152011.05.30 00:00buy390.101.538450.000000.00000
1162011.05.30 00:00modify390.101.538451.534951.54845
1172011.05.30 01:22close390.101.539891.534951.548459.5610218.21
1182011.06.27 00:00sell400.101.522150.000000.00000
1192011.06.27 00:00modify400.101.522151.527151.51965
1202011.06.27 02:22close400.101.522471.527151.51965-2.1310216.08
1212011.07.04 00:00buy410.101.490400.000000.00000
1222011.07.04 00:00modify410.101.490401.486901.50040
1232011.07.04 00:56close410.101.491141.486901.500404.9110220.99
1242011.07.11 00:00sell420.101.494460.000000.00000
1252011.07.11 00:00modify420.101.494461.499461.49196
1262011.07.11 01:55close420.101.494881.499461.49196-2.7910218.20
1272011.07.25 00:00sell430.101.507120.000000.00000
1282011.07.25 00:00modify430.101.507121.512121.50462
1292011.07.25 00:09close430.101.505611.512121.5046210.0410228.24
1302011.08.01 00:00buy440.101.489710.000000.00000
1312011.08.01 00:00modify440.101.489711.486211.49971
1322011.08.01 01:05s/l440.101.486211.486211.49971-23.2410205.00
1332011.08.08 00:00sell450.101.577920.000000.00000
1342011.08.08 00:00modify450.101.577921.582921.57542
1352011.08.08 00:10close450.101.576401.582921.5754210.1010215.10
1362011.08.15 00:00buy460.101.570600.000000.00000
1372011.08.15 00:00modify460.101.570601.567101.58060
1382011.08.15 00:19close460.101.573001.567101.5806015.9410231.04
1392011.08.22 00:00sell470.101.585410.000000.00000
1402011.08.22 00:00modify470.101.585411.590411.58291
1412011.08.22 02:06close470.101.586151.590411.58291-4.9210226.12
1422011.08.29 00:00buy480.101.545050.000000.00000
1432011.08.29 00:00modify480.101.545051.541551.55505
1442011.08.29 01:57close480.101.545191.541551.555050.9310227.05
1452011.09.19 00:00sell490.101.526460.000000.00000
1462011.09.19 00:00modify490.101.526461.531461.52396
1472011.09.19 01:55close490.101.525491.531461.523966.4510233.50
1482011.10.03 00:00buy500.101.609710.000000.00000
1492011.10.03 00:00modify500.101.609711.606211.61971
1502011.10.03 01:08close500.101.611521.606211.6197112.0210245.52
1512011.10.10 00:00sell510.101.594410.000000.00000
1522011.10.10 00:00modify510.101.594411.599411.59191
1532011.10.10 00:16close510.101.592911.599411.591919.9710255.49
1542011.10.17 00:00sell520.101.532220.000000.00000
1552011.10.17 00:00modify520.101.532221.537221.52972
1562011.10.17 01:14close520.101.530721.537221.529729.9710265.46
1572011.10.24 00:00sell530.101.540900.000000.00000
1582011.10.24 00:00modify530.101.540901.545901.53840
1592011.10.24 02:51close530.101.543381.545901.53840-16.4910248.97
1602011.11.07 00:00buy540.101.544170.000000.00000
1612011.11.07 00:00modify540.101.544171.540671.55417
1622011.11.07 00:13close540.101.544141.540671.55417-0.2010248.77
1632011.11.14 00:00buy550.101.555590.000000.00000
1642011.11.14 00:00modify550.101.555591.552091.56559
1652011.11.14 02:10close550.101.557841.552091.5655914.9310263.70
1662011.11.21 00:00sell560.101.580060.000000.00000
1672011.11.21 00:00modify560.101.580061.585061.57756
1682011.11.21 00:15close560.101.578421.585061.5775610.9010274.60
1692011.11.28 00:00buy570.101.577110.000000.00000
1702011.11.28 00:00modify570.101.577111.573611.58711
1712011.11.28 01:10s/l570.101.573611.573611.58711-23.2410251.36
1722011.12.05 00:00buy580.101.524140.000000.00000
1732011.12.05 00:00modify580.101.524141.520641.53414
1742011.12.05 00:05s/l580.101.520641.520641.53414-23.2410228.12
1752011.12.19 00:00buy590.101.556500.000000.00000
1762011.12.19 00:00modify590.101.556501.553001.56650
1772011.12.19 00:04close590.101.557521.553001.566506.7710234.89
1782011.12.26 00:05buy600.101.534180.000000.00000
1792011.12.26 00:05modify600.101.534181.530681.54418
1802011.12.26 00:24close600.101.536241.530681.5441813.6810248.57
1812012.01.02 00:00buy610.101.516080.000000.00000
1822012.01.02 00:00modify610.101.516081.512581.52608
1832012.01.02 02:01close610.101.516061.512581.52608-0.1310248.44
1842012.01.09 00:00sell620.101.511430.000000.00000
1852012.01.09 00:00modify620.101.511431.516431.50893
1862012.01.09 02:30s/l620.101.516431.516431.50893-33.2410215.20
1872012.01.23 00:00buy630.101.484830.000000.00000
1882012.01.23 00:00modify630.101.484831.481331.49483
1892012.01.23 01:14close630.101.485171.481331.494832.2610217.46
1902012.01.30 00:00sell640.101.478610.000000.00000
1912012.01.30 00:00modify640.101.478611.483611.47611
1922012.01.30 01:03close640.101.477081.483611.4761110.1710227.63
1932012.02.20 00:00buy650.101.471540.000000.00000
1942012.02.20 00:00modify650.101.471541.468041.48154
1952012.02.20 01:30s/l650.101.468041.468041.48154-23.2310204.40
1962012.02.27 00:00buy660.101.484360.000000.00000
1972012.02.27 00:00modify660.101.484361.480861.49436
1982012.02.27 01:15close660.101.484861.480861.494363.3210207.72
1992012.03.05 00:00buy670.101.474830.000000.00000
2002012.03.05 00:00modify670.101.474831.471331.48483
2012012.03.05 00:58close670.101.475241.471331.484832.7310210.45
2022012.03.12 00:00sell680.101.483340.000000.00000
2032012.03.12 00:00modify680.101.483341.488341.48084
2042012.03.12 01:00close680.101.482531.488341.480845.3810215.83
2052012.03.19 00:00buy690.101.495590.000000.00000
2062012.03.19 00:00modify690.101.495591.492091.50559
2072012.03.19 00:06close690.101.496531.492091.505596.2410222.07
2082012.03.26 00:00sell700.101.516950.000000.00000
2092012.03.26 00:00modify700.101.516951.521951.51445
2102012.03.26 01:03close700.101.515401.521951.5144510.3110232.38
2112012.04.02 00:00buy710.101.533760.000000.00000
2122012.04.02 00:00modify710.101.533761.530261.54376
2132012.04.02 01:58close710.101.534441.530261.543764.5210236.90
2142012.04.09 00:00sell720.101.542460.000000.00000
2152012.04.09 00:00modify720.101.542461.547461.53996
2162012.04.09 00:36close720.101.540941.547461.5399610.1010247.00
2172012.04.23 00:00sell730.101.554360.000000.00000
2182012.04.23 00:00modify730.101.554361.559361.55186
2192012.04.23 00:15close730.101.554491.559361.55186-0.8610246.14
2202012.04.30 00:00sell740.101.555120.000000.00000
2212012.04.30 00:00modify740.101.555121.560121.55262
2222012.04.30 04:30close740.101.558251.560121.55262-20.8110225.33
2232012.05.07 00:00sell750.101.588710.000000.00000
2242012.05.07 00:00modify750.101.588711.593711.58621
2252012.05.07 01:34s/l750.101.593711.593711.58621-33.2410192.09
2262012.05.14 00:00sell760.101.604080.000000.00000
2272012.05.14 00:00modify760.101.604081.609081.60158
2282012.05.14 00:31close760.101.603601.609081.601583.1910195.28
2292012.05.21 00:00buy770.101.606240.000000.00000
2302012.05.21 00:00modify770.101.606241.602741.61624
2312012.05.21 01:25close770.101.607541.602741.616248.6310203.91
2322012.05.28 00:00buy780.101.598940.000000.00000
2332012.05.28 00:00modify780.101.598941.595441.60894
2342012.05.28 02:02s/l780.101.595441.595441.60894-23.2310180.68
2352012.06.11 00:00buy790.101.553570.000000.00000
2362012.06.11 00:00modify790.101.553571.550071.56357
2372012.06.11 01:49close790.101.556061.550071.5635716.5310197.21
2382012.06.18 00:00buy800.101.552110.000000.00000
2392012.06.18 00:00modify800.101.552111.548611.56211
2402012.06.18 01:52close800.101.553731.548611.5621110.7610207.97
2412012.06.25 00:00sell810.101.549020.000000.00000
2422012.06.25 00:00modify810.101.549021.554021.54652
2432012.06.25 03:11s/l810.101.554021.554021.54652-33.2410174.73
2442012.07.02 00:00buy820.101.528780.000000.00000
2452012.07.02 00:00modify820.101.528781.525281.53878
2462012.07.02 01:45close820.101.530651.525281.5387812.4210187.15
2472012.07.09 00:00sell830.101.517130.000000.00000
2482012.07.09 00:00modify830.101.517131.522131.51463
2492012.07.09 01:41close830.101.517011.522131.514630.8010187.95
2502012.07.16 00:00buy840.101.520090.000000.00000
2512012.07.16 00:00modify840.101.520091.516591.53009
2522012.07.16 01:41close840.101.522031.516591.5300912.8810200.83
2532012.07.23 00:00sell850.101.507920.000000.00000
2542012.07.23 00:00modify850.101.507921.512921.50542
2552012.07.23 01:02close850.101.506361.512921.5054210.3710211.20
2562012.08.06 00:00buy860.101.477420.000000.00000
2572012.08.06 00:00modify860.101.477421.473921.48742
2582012.08.06 01:32close860.101.479341.473921.4874212.7410223.94
2592012.08.13 00:00sell870.101.484510.000000.00000
2602012.08.13 00:00modify870.101.484511.489511.48201
2612012.08.13 01:54close870.101.484391.489511.482010.8010224.74
2622012.08.20 00:00buy880.101.505690.000000.00000
2632012.08.20 00:00modify880.101.505691.502191.51569
2642012.08.20 00:04close880.101.506491.502191.515695.3210230.06
2652012.08.27 00:00buy890.101.517740.000000.00000
2662012.08.27 00:00modify890.101.517741.514241.52774
2672012.08.27 01:50close890.101.517751.514241.527740.0710230.13
2682012.09.03 00:00sell900.101.543230.000000.00000
2692012.09.03 00:00modify900.101.543231.548231.54073
2702012.09.03 01:37close900.101.541701.548231.5407310.1710240.30
2712012.09.10 00:00sell910.101.543820.000000.00000
2722012.09.10 00:00modify910.101.543821.548821.54132
2732012.09.10 03:39close910.101.543961.548821.54132-0.9310239.37
2742012.09.24 00:00sell920.101.553910.000000.00000
2752012.09.24 00:00modify920.101.553911.558911.55141
2762012.09.24 00:11close920.101.554251.558911.55141-2.2610237.11
2772012.10.08 00:00sell930.101.588150.000000.00000
2782012.10.08 00:00modify930.101.588151.593151.58565
2792012.10.08 02:08close930.101.587281.593151.585655.7910242.90
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5512015.06.15 00:00modify1840.102.006272.002772.01627
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5532015.06.29 00:04sell1850.102.059810.000000.00000
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5592015.07.27 00:00sell1870.102.133170.000000.00000
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5612015.07.27 02:00close1870.102.132222.138172.130676.3210573.97
5622015.08.17 00:03sell1880.102.121110.000000.00000
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5712015.11.30 00:00sell1910.102.089890.000000.00000
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5732015.11.30 00:13close1910.102.090552.094892.08739-4.3910579.55
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5912016.04.18 00:29close1970.101.850791.857361.8498610.4310635.89
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6212016.11.07 01:54close2070.101.626551.618421.6319230.7410614.44
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6232016.11.21 00:00modify2080.101.683471.688471.68097
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6312017.01.23 00:00sell2110.101.637560.000000.00000
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6332017.01.23 00:12close2110.101.636791.642561.635065.1210605.27
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6512017.05.08 01:29close2170.101.749541.756021.748529.8410667.45
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6612017.06.19 00:01buy2210.101.675890.000000.00000
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6632017.06.19 01:44close2210.101.675961.672391.685890.4710719.70
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6702017.08.07 00:00sell2240.101.645670.000000.00000
6712017.08.07 00:00modify2240.101.645671.650671.64317
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6732017.08.28 00:00sell2250.101.630560.000000.00000
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6752017.08.28 00:03close2250.101.629051.635561.6280610.0410744.22
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6812017.09.11 01:18close2270.101.638741.633311.6468112.8110767.07
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6852017.09.25 00:00sell2290.101.695820.000000.00000
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6882017.10.02 00:00buy2300.101.707170.000000.00000
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6902017.10.02 01:33close2300.101.708691.703671.7171710.0910794.15
6912017.10.09 00:01sell2310.101.684660.000000.00000
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6932017.10.09 00:55close2310.101.682971.689661.6821611.2410805.39
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7032017.12.11 00:03buy2350.101.782150.000000.00000
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7112018.01.15 00:08close2370.101.735201.741871.7343711.1010846.37
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7212018.02.19 00:00buy2410.101.772780.000000.00000
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7232018.02.19 00:08close2410.101.772641.769281.78278-0.9210856.61
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7312018.04.23 00:01modify2440.101.825121.821621.83512
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7512018.10.22 00:00sell2510.101.836520.000000.00000
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7532018.10.22 00:05close2510.101.836181.841521.834022.2610930.07
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7632018.11.19 00:00sell2550.101.757160.000000.00000
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8232019.10.28 00:00buy2750.101.879330.000000.00000
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8412019.12.23 00:00sell2810.101.885460.000000.00000
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8492020.01.20 02:30close2830.101.890471.887321.90082-2.3311004.68
8502020.01.27 00:00sell2840.101.919410.000000.00000
8512020.01.27 00:00modify2840.101.919411.924411.91691
8522020.01.27 00:17close2840.101.917651.924411.9169111.7011016.38
8532020.02.03 00:00buy2850.101.971380.000000.00000
8542020.02.03 00:00modify2850.101.971381.967881.98138
8552020.02.03 02:35s/l2850.101.967881.967881.98138-23.2410993.14
8562020.02.24 00:00sell2860.101.965150.000000.00000
8572020.02.24 00:00modify2860.101.965151.970151.96265
8582020.02.24 00:06close2860.101.963611.970151.9626510.2311003.37
8592020.03.16 00:05buy2870.101.978110.000000.00000
8602020.03.16 00:05modify2870.101.978111.974611.98811
8612020.03.16 00:08s/l2870.101.974611.974611.98811-23.2410980.13