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

通貨ペアNZDUSD (New Zealand 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=9;
テストバー数747573モデルティック数119974376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774.20総利益1964.80総損失-1190.60
プロフィットファクタ1.65期待利得2.13
絶対ドローダウン44.10最大ドローダウン178.10 (1.72%)相対ドローダウン1.72% (178.10)
総取引数364売りポジション(勝率%)133 (76.69%)買いポジション(勝率%)231 (65.80%)
勝率(%)254 (69.78%)負率 (%)110 (30.22%)
最大勝トレード98.20敗トレード-38.60
平均勝トレード7.74敗トレード-10.82
最大連勝(金額)11 (121.80)連敗(金額)4 (-41.30)
最大連勝(トレード数)165.00 (6)連敗(トレード数)-70.00 (2)
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 00:00sell10.100.706520.000000.00000
22010.04.05 00:00modify10.100.706520.711520.70402
32010.04.05 01:18close10.100.705620.711520.704029.0010009.00
42010.04.19 00:00buy20.100.707470.000000.00000
52010.04.19 00:00modify20.100.707470.703970.71747
62010.04.19 02:10close20.100.707600.703970.717471.3010010.30
72010.05.03 00:00sell30.100.727200.000000.00000
82010.05.03 00:00modify30.100.727200.732200.72470
92010.05.03 00:11close30.100.726840.732200.724703.6010013.90
102010.05.10 00:00sell40.100.720350.000000.00000
112010.05.10 00:00modify40.100.720350.725350.71785
122010.05.10 00:18close40.100.718570.725350.7178517.8010031.70
132010.05.31 00:00buy50.100.677980.000000.00000
142010.05.31 00:00modify50.100.677980.674480.68798
152010.05.31 02:07close50.100.677250.674480.68798-7.3010024.40
162010.06.07 00:00buy60.100.668710.000000.00000
172010.06.07 00:00modify60.100.668710.665210.67871
182010.06.07 01:00close60.100.670550.665210.6787118.4010042.80
192010.06.14 00:00sell70.100.690550.000000.00000
202010.06.14 00:00modify70.100.690550.695550.68805
212010.06.14 00:43close70.100.690360.695550.688051.9010044.70
222010.06.21 00:00sell80.100.713050.000000.00000
232010.06.21 00:00modify80.100.713050.718050.71055
242010.06.21 00:21close80.100.711500.718050.7105515.5010060.20
252010.06.28 00:00sell90.100.714500.000000.00000
262010.06.28 00:00modify90.100.714500.719500.71200
272010.06.28 01:03close90.100.714160.719500.712003.4010063.60
282010.07.05 00:00buy100.100.687610.000000.00000
292010.07.05 00:00modify100.100.687610.684110.69761
302010.07.05 01:27close100.100.688550.684110.697619.4010073.00
312010.07.12 00:05buy110.100.709720.000000.00000
322010.07.12 00:05modify110.100.709720.706220.71972
332010.07.12 04:05close110.100.708300.706220.71972-14.2010058.80
342010.07.19 00:00buy120.100.708910.000000.00000
352010.07.19 00:00modify120.100.708910.705410.71891
362010.07.19 02:51s/l120.100.705410.705410.71891-35.0010023.80
372010.07.26 00:00buy130.100.726860.000000.00000
382010.07.26 00:00modify130.100.726860.723360.73686
392010.07.26 00:30close130.100.727390.723360.736865.3010029.10
402010.08.02 00:00buy140.100.725530.000000.00000
412010.08.02 00:00modify140.100.725530.722030.73553
422010.08.02 00:01close140.100.725950.722030.735534.2010033.30
432010.08.23 00:00buy150.100.705590.000000.00000
442010.08.23 00:00modify150.100.705590.702090.71559
452010.08.23 01:43close150.100.705950.702090.715593.6010036.90
462010.09.06 00:00buy160.100.719110.000000.00000
472010.09.06 00:00modify160.100.719110.715610.72911
482010.09.06 01:55close160.100.719100.715610.72911-0.1010036.80
492010.09.13 00:00sell170.100.731180.000000.00000
502010.09.13 00:00modify170.100.731180.736180.72868
512010.09.13 01:39close170.100.729640.736180.7286815.4010052.20
522010.09.27 00:00sell180.100.735300.000000.00000
532010.09.27 00:00modify180.100.735300.740300.73280
542010.09.27 01:58close180.100.735580.740300.73280-2.8010049.40
552010.10.25 00:00sell190.100.749020.000000.00000
562010.10.25 00:00modify190.100.749020.754020.74652
572010.10.25 01:49close190.100.747690.754020.7465213.3010062.70
582010.11.01 00:00buy200.100.765760.000000.00000
592010.11.01 00:00modify200.100.765760.762260.77576
602010.11.01 01:23close200.100.765820.762260.775760.6010063.30
612010.11.15 00:00sell210.100.776500.000000.00000
622010.11.15 00:00modify210.100.776500.781500.77400
632010.11.15 00:20close210.100.774940.781500.7740015.6010078.90
642010.11.22 00:00sell220.100.779540.000000.00000
652010.11.22 00:00modify220.100.779540.784540.77704
662010.11.22 04:30close220.100.783400.784540.77704-38.6010040.30
672010.11.29 00:00sell230.100.751900.000000.00000
682010.11.29 00:00modify230.100.751900.756900.74940
692010.11.29 01:42close230.100.751020.756900.749408.8010049.10
702010.12.06 00:00buy240.100.763670.000000.00000
712010.12.06 00:00modify240.100.763670.760170.77367
722010.12.06 01:48close240.100.765040.760170.7736713.7010062.80
732010.12.13 00:00buy250.100.746560.000000.00000
742010.12.13 00:00modify250.100.746560.743060.75656
752010.12.13 01:50close250.100.746990.743060.756564.3010067.10
762010.12.20 00:05sell260.100.736020.000000.00000
772010.12.20 00:05modify260.100.736020.741020.73352
782010.12.20 00:49close260.100.736260.741020.73352-2.4010064.70
792010.12.27 00:00buy270.100.747190.000000.00000
802010.12.27 00:00modify270.100.747190.743690.75719
812010.12.27 03:15close270.100.746540.743690.75719-6.5010058.20
822011.01.10 00:00buy280.100.757820.000000.00000
832011.01.10 00:00modify280.100.757820.754320.76782
842011.01.10 01:14close280.100.760630.754320.7678228.1010086.30
852011.01.17 00:00sell290.100.767490.000000.00000
862011.01.17 00:00modify290.100.767490.772490.76499
872011.01.17 02:17close290.100.767840.772490.76499-3.5010082.80
882011.01.24 00:00buy300.100.758360.000000.00000
892011.01.24 00:00modify300.100.758360.754860.76836
902011.01.24 00:18close300.100.758530.754860.768361.7010084.50
912011.01.31 00:00buy310.100.770170.000000.00000
922011.01.31 00:00modify310.100.770170.766670.78017
932011.01.31 02:16close310.100.769720.766670.78017-4.5010080.00
942011.02.07 00:05sell320.100.769380.000000.00000
952011.02.07 00:05modify320.100.769380.774380.76688
962011.02.07 01:06close320.100.769140.774380.766882.4010082.40
972011.02.14 00:00buy330.100.756180.000000.00000
982011.02.14 00:00modify330.100.756180.752680.76618
992011.02.14 01:55close330.100.757370.752680.7661811.9010094.30
1002011.02.21 00:00sell340.100.762640.000000.00000
1012011.02.21 00:00modify340.100.762640.767640.76014
1022011.02.21 02:31close340.100.762740.767640.76014-1.0010093.30
1032011.02.28 00:00buy350.100.750670.000000.00000
1042011.02.28 00:00modify350.100.750670.747170.76067
1052011.02.28 00:05close350.100.751110.747170.760674.4010097.70
1062011.03.07 00:00buy360.100.737510.000000.00000
1072011.03.07 00:00modify360.100.737510.734010.74751
1082011.03.07 01:49close360.100.737720.734010.747512.1010099.80
1092011.03.14 00:00buy370.100.741930.000000.00000
1102011.03.14 00:00modify370.100.741930.738430.75193
1112011.03.14 01:14s/l370.100.738430.738430.75193-35.0010064.80
1122011.03.21 00:00buy380.100.730260.000000.00000
1132011.03.21 00:00modify380.100.730260.726760.74026
1142011.03.21 01:40close380.100.730600.726760.740263.4010068.20
1152011.04.04 00:00sell390.100.767500.000000.00000
1162011.04.04 00:00modify390.100.767500.772500.76500
1172011.04.04 04:30close390.100.769180.772500.76500-16.8010051.40
1182011.05.02 00:00buy400.100.809280.000000.00000
1192011.05.02 00:00modify400.100.809280.805780.81928
1202011.05.02 00:36close400.100.809910.805780.819286.3010057.70
1212011.05.16 00:00buy410.100.785090.000000.00000
1222011.05.16 00:00modify410.100.785090.781590.79509
1232011.05.16 01:01close410.100.786730.781590.7950916.4010074.10
1242011.05.23 00:00buy420.100.794930.000000.00000
1252011.05.23 00:00modify420.100.794930.791430.80493
1262011.05.23 02:40close420.100.794280.791430.80493-6.5010067.60
1272011.06.13 00:00buy430.100.820180.000000.00000
1282011.06.13 00:00modify430.100.820180.816680.83018
1292011.06.13 01:22close430.100.821060.816680.830188.8010076.40
1302011.06.20 00:00buy440.100.810140.000000.00000
1312011.06.20 00:00modify440.100.810140.806640.82014
1322011.06.20 01:53close440.100.811520.806640.8201413.8010090.20
1332011.06.27 00:00buy450.100.809920.000000.00000
1342011.06.27 00:00modify450.100.809920.806420.81992
1352011.06.27 01:44s/l450.100.806420.806420.81992-35.0010055.20
1362011.07.11 00:00buy460.100.835120.000000.00000
1372011.07.11 00:00modify460.100.835120.831620.84512
1382011.07.11 03:01close460.100.834880.831620.84512-2.4010052.80
1392011.07.25 00:00buy470.100.864080.000000.00000
1402011.07.25 00:00modify470.100.864080.860580.87408
1412011.07.25 00:10close470.100.864940.860580.874088.6010061.40
1422011.08.08 00:00buy480.100.842590.000000.00000
1432011.08.08 00:00modify480.100.842590.839090.85259
1442011.08.08 01:03s/l480.100.839090.839090.85259-35.0010026.40
1452011.08.22 00:05sell490.100.817960.000000.00000
1462011.08.22 00:05modify490.100.817960.822960.81546
1472011.08.22 00:30close490.100.818010.822960.81546-0.5010025.90
1482011.08.29 00:00sell500.100.840940.000000.00000
1492011.08.29 00:00modify500.100.840940.845940.83844
1502011.08.29 01:01close500.100.839970.845940.838449.7010035.60
1512011.09.05 00:00buy510.100.844790.000000.00000
1522011.09.05 00:00modify510.100.844790.841290.85479
1532011.09.05 02:26s/l510.100.841290.841290.85479-35.0010000.60
1542011.09.12 00:00buy520.100.821270.000000.00000
1552011.09.12 00:00modify520.100.821270.817770.83127
1562011.09.12 02:54s/l520.100.817770.817770.83127-35.009965.60
1572011.10.10 00:01buy530.100.768410.000000.00000
1582011.10.10 00:01modify530.100.768410.764910.77841
1592011.10.10 01:40close530.100.769480.764910.7784110.709976.30
1602011.10.17 00:03buy540.100.802890.000000.00000
1612011.10.17 00:03modify540.100.802890.799390.81289
1622011.10.17 02:01close540.100.804320.799390.8128914.309990.60
1632011.10.24 00:02buy550.100.801890.000000.00000
1642011.10.24 00:02modify550.100.801890.798390.81189
1652011.10.24 02:50close550.100.801590.798390.81189-3.009987.60
1662011.10.31 00:00buy560.100.819910.000000.00000
1672011.10.31 00:00modify560.100.819910.816410.82991
1682011.10.31 03:40close560.100.819670.816410.82991-2.409985.20
1692011.11.07 00:00sell570.100.797030.000000.00000
1702011.11.07 00:00modify570.100.797030.802030.79453
1712011.11.07 02:31close570.100.796480.802030.794535.509990.70
1722011.11.14 00:00sell580.100.792640.000000.00000
1732011.11.14 00:00modify580.100.792640.797640.79014
1742011.11.14 00:21close580.100.791080.797640.7901415.6010006.30
1752011.11.21 00:00buy590.100.756090.000000.00000
1762011.11.21 00:00modify590.100.756090.752590.76609
1772011.11.21 00:01close590.100.757220.752590.7660911.3010017.60
1782011.11.28 00:00sell600.100.750710.000000.00000
1792011.11.28 00:00modify600.100.750710.755710.74821
1802011.11.28 00:09close600.100.749120.755710.7482115.9010033.50
1812011.12.05 00:00sell610.100.781000.000000.00000
1822011.12.05 00:00modify610.100.781000.786000.77850
1832011.12.05 00:07close610.100.779450.786000.7785015.5010049.00
1842011.12.19 00:00sell620.100.763920.000000.00000
1852011.12.19 00:00modify620.100.763920.768920.76142
1862011.12.19 00:41close620.100.762310.768920.7614216.1010065.10
1872011.12.26 00:02buy630.100.772630.000000.00000
1882011.12.26 00:02modify630.100.772630.769130.78263
1892011.12.26 03:20close630.100.773960.769130.7826313.3010078.40
1902012.01.09 00:00buy640.100.779530.000000.00000
1912012.01.09 00:00modify640.100.779530.776030.78953
1922012.01.09 03:00close640.100.779620.776030.789530.9010079.30
1932012.01.16 00:00buy650.100.792600.000000.00000
1942012.01.16 00:00modify650.100.792600.789100.80260
1952012.01.16 00:44close650.100.794100.789100.8026015.0010094.30
1962012.01.23 00:00sell660.100.806750.000000.00000
1972012.01.23 00:00modify660.100.806750.811750.80425
1982012.01.23 00:48close660.100.806130.811750.804256.2010100.50
1992012.01.30 00:00buy670.100.823300.000000.00000
2002012.01.30 00:00modify670.100.823300.819800.83330
2012012.01.30 01:23close670.100.823950.819800.833306.5010107.00
2022012.02.06 00:01buy680.100.834180.000000.00000
2032012.02.06 00:01modify680.100.834180.830680.84418
2042012.02.06 04:02close680.100.831740.830680.84418-24.4010082.60
2052012.02.13 00:00sell690.100.829140.000000.00000
2062012.02.13 00:00modify690.100.829140.834140.82664
2072012.02.13 02:33close690.100.829780.834140.82664-6.4010076.20
2082012.02.20 00:00sell700.100.838470.000000.00000
2092012.02.20 00:00modify700.100.838470.843470.83597
2102012.02.20 03:02close700.100.841440.843470.83597-29.7010046.50
2112012.03.05 00:00sell710.100.830470.000000.00000
2122012.03.05 00:00modify710.100.830470.835470.82797
2132012.03.05 00:57close710.100.828980.835470.8279714.9010061.40
2142012.03.12 00:00buy720.100.818660.000000.00000
2152012.03.12 00:00modify720.100.818660.815160.82866
2162012.03.12 02:05close720.100.819500.815160.828668.4010069.80
2172012.04.02 00:00sell730.100.823390.000000.00000
2182012.04.02 00:00modify730.100.823390.828390.82089
2192012.04.02 02:00close730.100.823250.828390.820891.4010071.20
2202012.04.16 00:00sell740.100.824590.000000.00000
2212012.04.16 00:00modify740.100.824590.829590.82209
2222012.04.16 00:48close740.100.823530.829590.8220910.6010081.80
2232012.04.23 00:01buy750.100.817260.000000.00000
2242012.04.23 00:01modify750.100.817260.813760.82726
2252012.04.23 01:50close750.100.817550.813760.827262.9010084.70
2262012.05.07 00:00buy760.100.793110.000000.00000
2272012.05.07 00:00modify760.100.793110.789610.80311
2282012.05.07 02:33close760.100.792930.789610.80311-1.8010082.90
2292012.05.21 00:04sell770.100.757110.000000.00000
2302012.05.21 00:04modify770.100.757110.762110.75461
2312012.05.21 01:25close770.100.755690.762110.7546114.2010097.10
2322012.05.28 00:00sell780.100.759020.000000.00000
2332012.05.28 00:00modify780.100.759020.764020.75652
2342012.05.28 04:30close780.100.761860.764020.75652-28.4010068.70
2352012.06.04 00:00buy790.100.753330.000000.00000
2362012.06.04 00:00modify790.100.753330.749830.76333
2372012.06.04 00:05close790.100.754330.749830.7633310.0010078.70
2382012.06.11 00:00sell800.100.776920.000000.00000
2392012.06.11 00:00modify800.100.776920.781920.77442
2402012.06.11 02:11close800.100.776440.781920.774424.8010083.50
2412012.06.18 00:00sell810.100.790940.000000.00000
2422012.06.18 00:00modify810.100.790940.795940.78844
2432012.06.18 02:50close810.100.791590.795940.78844-6.5010077.00
2442012.07.02 00:00buy820.100.800780.000000.00000
2452012.07.02 00:00modify820.100.800780.797280.81078
2462012.07.02 00:05close820.100.801080.797280.810783.0010080.00
2472012.07.09 00:00buy830.100.797520.000000.00000
2482012.07.09 00:00modify830.100.797520.794020.80752
2492012.07.09 01:43close830.100.797530.794020.807520.1010080.10
2502012.07.16 00:00sell840.100.797020.000000.00000
2512012.07.16 00:00modify840.100.797020.802020.79452
2522012.07.16 02:01close840.100.797540.802020.79452-5.2010074.90
2532012.07.23 00:00buy850.100.797560.000000.00000
2542012.07.23 00:00modify850.100.797560.794060.80756
2552012.07.23 04:00close850.100.795580.794060.80756-19.8010055.10
2562012.08.13 00:01buy860.100.812070.000000.00000
2572012.08.13 00:01modify860.100.812070.808570.82207
2582012.08.13 04:01close860.100.810710.808570.82207-13.6010041.50
2592012.08.20 00:05buy870.100.807240.000000.00000
2602012.08.20 00:05modify870.100.807240.803740.81724
2612012.08.20 00:41close870.100.806970.803740.81724-2.7010038.80
2622012.08.27 00:01sell880.100.811650.000000.00000
2632012.08.27 00:01modify880.100.811650.816650.80915
2642012.08.27 00:06close880.100.810920.816650.809157.3010046.10
2652012.09.03 00:01buy890.100.800450.000000.00000
2662012.09.03 00:01modify890.100.800450.796950.81045
2672012.09.03 01:55close890.100.800900.796950.810454.5010050.60
2682012.09.10 00:03buy900.100.811390.000000.00000
2692012.09.10 00:03modify900.100.811390.807890.82139
2702012.09.10 02:11close900.100.810950.807890.82139-4.4010046.20
2712012.09.17 00:01sell910.100.829320.000000.00000
2722012.09.17 00:01modify910.100.829320.834320.82682
2732012.09.17 01:31close910.100.829180.834320.826821.4010047.60
2742012.09.24 00:00sell920.100.829550.000000.00000
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7032016.08.01 00:00buy2350.100.720790.000000.00000
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7112016.08.15 01:39close2370.100.719550.715560.729064.9010325.40
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7212016.09.19 00:00buy2410.100.726150.000000.00000
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7232016.09.19 01:00close2410.100.726600.722650.736154.5010348.70
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7332016.10.31 00:00buy2450.100.715590.000000.00000
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7512016.12.19 00:00sell2510.100.696580.000000.00000
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7532016.12.19 01:56close2510.100.696240.701580.694083.4010395.60
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8312017.11.13 02:00close2770.100.692510.689190.70269-1.8010496.00
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8402017.12.18 02:00close2800.100.699760.704680.69718-0.8010495.90
8412018.01.08 00:00buy2810.100.716620.000000.00000
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8432018.01.08 01:11close2810.100.716930.713120.726623.1010499.00
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