Strategy Tester Report
ibis_trendfollowEA
PivotMarkets-Demo (Build 1010)

通貨ペアUSDJPY (US Dollar vs Japanese Yen)
期間5分足(M5) 2014.09.01 00:00 - 2016.09.20 23:55 (2014.09.01 - 2016.09.21)
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ExpertName="===== EA ====="; CommentMode=1; Magic=1; Slippage=3; Trade_Inputs="===== Trade settings: ====="; Lots=1; MaxOrders=1; TakeProfit=120; BreakEven_TakeProfit=95; StopLoss=85; StopLossMode=2; Indicator_Inputs1="===== Indicator settings1: ====="; ibisTimeFrame=60; ibisChannelPeriod=9; Indicator_Inputs2="===== Indicator settings2: ====="; itTimeFrame=15; itBands_Period=20; itBands_Deviation=3; itPower_Period=7; Time_Inputs="===== Timing settings: ====="; TimeFilterMode=false; StartHour=0; StartMinute=0; EndHour=23; EndMinute=30;
テストバー数142669モデルティック数38568919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10000.00スプレッド現在値 (29)
純益10045.69総利益56167.93総損失-46122.24
プロフィットファクタ1.22期待利得96.59
絶対ドローダウン6774.97最大ドローダウン9828.34 (75.29%)相対ドローダウン75.29% (9828.34)
総取引数104売りポジション(勝率%)51 (60.78%)買いポジション(勝率%)53 (69.81%)
勝率(%)68 (65.38%)負率 (%)36 (34.62%)
最大勝トレード1167.19敗トレード-1809.44
平均勝トレード826.00敗トレード-1281.17
最大連勝(金額)8 (5893.25)連敗(金額)3 (-4252.92)
最大連勝(トレード数)5893.25 (8)連敗(トレード数)-4252.92 (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
12014.09.03 09:00sell11.00104.989106.147103.789
22014.09.09 02:56s/l11.00106.147106.147103.789-1111.728888.28
32014.09.09 23:00sell21.00106.058107.311104.858
42014.09.12 04:46s/l21.00107.311107.311104.858-1184.967703.32
52014.09.12 04:50buy31.00107.279105.936108.479
62014.09.17 22:24modify31.00107.279108.079108.479
72014.09.18 00:43t/p31.00108.479108.079108.4791100.218803.53
82014.09.23 18:00buy41.00108.877107.393110.077
92014.09.30 14:57modify41.00108.877109.677110.077
102014.09.30 16:08s/l41.00109.677109.677110.077722.429525.95
112014.10.01 16:00sell51.00109.609110.810108.409
122014.10.02 06:06modify51.00109.609108.809108.409
132014.10.02 07:09s/l51.00108.809108.809108.409724.8310250.78
142014.10.03 04:00buy61.00108.768107.146109.968
152014.10.03 17:00modify61.00108.768109.568109.968
162014.10.06 04:16s/l61.00109.568109.568109.968729.1410979.92
172014.10.09 07:00sell71.00107.919109.177106.719
182014.10.13 23:22modify71.00107.919107.119106.719
192014.10.14 03:01s/l71.00107.119107.119106.719736.4311716.36
202014.10.15 02:00buy81.00107.266105.985108.466
212014.10.15 16:27s/l81.00105.985105.985108.466-1208.7010507.66
222014.10.21 14:00buy91.00106.903105.392108.103
232014.10.23 15:59modify91.00106.903107.703108.103
242014.10.23 17:11t/p91.00108.103107.703108.1031106.0611613.71
252014.10.24 04:00sell101.00107.994109.192106.794
262014.10.30 10:42s/l101.00109.192109.192106.794-1117.9410495.77
272014.10.30 21:00buy111.00109.435107.934110.635
282014.10.31 08:01modify111.00109.435110.235110.635
292014.10.31 08:13t/p111.00110.635110.235110.6351083.6411579.41
302014.11.05 07:45buy121.00114.139112.551115.339
312014.11.06 04:59modify121.00114.139114.939115.339
322014.11.06 05:39t/p121.00115.339114.939115.3391037.4112616.83
332014.11.06 07:00sell131.00114.380116.351113.180
342014.11.14 09:05s/l131.00116.351116.351113.180-1721.7010895.12
352014.11.17 00:00sell141.00116.434117.661115.234
362014.11.17 04:35modify141.00116.434115.634115.234
372014.11.17 04:39s/l141.00115.634115.634115.234691.8311586.95
382014.11.17 05:00sell151.00115.766117.891114.566
392014.11.19 21:28s/l151.00117.891117.891114.566-1809.449777.51
402014.11.20 16:00sell161.00118.029119.816116.829
412014.12.03 18:46s/l161.00119.816119.816116.829-1529.578247.94
422014.12.04 16:00sell171.00119.718120.818118.518
432014.12.05 15:30s/l171.00120.818120.818118.518-913.917334.03
442014.12.10 07:00sell181.00118.849120.753117.649
452014.12.10 22:04modify181.00118.849118.049117.649
462014.12.10 22:07s/l181.00118.049118.049117.649677.688011.71
472014.12.11 12:00buy191.00118.743116.727119.943
482014.12.16 10:40s/l191.00116.727116.727119.943-1730.126281.60
492014.12.17 09:00buy201.00117.262115.429118.462
502014.12.17 21:42modify201.00117.262118.062118.462
512014.12.17 21:46t/p201.00118.462118.062118.4621012.987294.58
522014.12.19 16:00sell211.00119.069120.339117.869
532014.12.23 15:31s/l211.00120.339120.339117.869-1062.276232.31
542014.12.23 16:00buy221.00120.548119.190121.748
552014.12.30 10:06s/l221.00119.190119.190121.748-1146.355085.96
562014.12.31 08:00buy231.00119.741118.387120.941
572015.01.02 16:08modify231.00119.741120.541120.941
582015.01.02 17:00s/l231.00120.541120.541120.941659.685745.63
592015.01.02 18:00sell241.00120.180121.579118.980
602015.01.06 02:58modify241.00120.180119.380118.980
612015.01.06 03:29s/l241.00119.380119.380118.980663.206408.83
622015.01.07 04:00buy251.00119.020117.192120.220
632015.01.14 07:17s/l251.00117.192117.192120.220-1566.844841.99
642015.01.14 22:00buy261.00117.282115.210118.482
652015.01.20 04:03modify261.00117.282118.082118.482
662015.01.20 05:08s/l261.00118.082118.082118.482671.515513.50
672015.01.21 05:45sell271.00117.907119.707116.707
682015.02.02 00:00modify271.00117.907117.107116.707
692015.02.02 00:02s/l271.00117.107117.107116.707641.546155.05
702015.02.02 05:00buy281.00117.808116.078119.008
712015.02.06 16:06modify281.00117.808118.608119.008
722015.02.06 16:11s/l281.00118.608118.608119.008668.506823.55
732015.02.06 16:15buy291.00118.621116.358119.821
742015.02.10 15:28modify291.00118.621119.421119.821
752015.02.10 15:32s/l291.00119.421119.421119.821667.917491.46
762015.02.18 22:00sell301.00118.745120.251117.545
772015.03.03 01:47s/l301.00120.251120.251117.545-1297.436194.03
782015.03.03 04:00sell311.00119.907121.103118.707
792015.03.06 16:54s/l311.00121.103121.103118.707-1004.915189.12
802015.03.06 16:55buy321.00121.092119.076122.292
812015.03.25 15:30s/l321.00119.076119.076122.292-1710.063479.06
822015.03.25 15:45sell331.00119.369120.594118.169
832015.03.26 11:19modify331.00119.369118.569118.169
842015.03.26 11:50s/l331.00118.569118.569118.169664.314143.37
852015.03.26 21:00buy341.00119.396117.513120.596
862015.03.31 04:25modify341.00119.396120.196120.596
872015.03.31 04:50s/l341.00120.196120.196120.596662.584805.95
882015.03.31 14:00sell351.00119.898121.133118.698
892015.04.03 15:31modify351.00119.898119.098118.698
902015.04.03 15:32s/l351.00119.098119.098118.698654.385460.34
912015.04.09 13:15sell361.00120.063121.223118.863
922015.04.14 18:00modify361.00120.063119.263118.863
932015.04.14 18:16s/l361.00119.263119.263118.863660.396120.73
942015.04.16 08:00buy371.00119.305117.937120.505
952015.05.01 18:35modify371.00119.305120.105120.505
962015.05.01 23:14s/l371.00120.105120.105120.505651.106771.83
972015.05.05 18:00sell381.00119.985121.345118.785
982015.05.14 09:47modify381.00119.985119.185118.785
992015.05.14 10:49s/l381.00119.185119.185118.785633.117404.94
1002015.05.15 04:15buy391.00119.397118.234120.597
1012015.05.19 15:31modify391.00119.397120.197120.597
1022015.05.19 17:23t/p391.00120.597120.197120.597993.058397.99
1032015.05.20 18:00buy401.00121.210119.871122.410
1042015.05.26 09:13modify401.00121.210122.010122.410
1052015.05.26 09:28t/p401.00122.410122.010122.410974.319372.30
1062015.05.27 09:00sell411.00122.885124.147121.685
1072015.05.28 05:52s/l411.00124.147124.147121.685-1026.918345.40
1082015.06.01 16:00sell421.00123.952125.074122.752
1092015.06.05 15:30s/l421.00125.074125.074122.752-917.767427.63
1102015.06.08 10:00sell431.00125.161126.516123.961
1112015.06.09 09:03modify431.00125.161124.361123.961
1122015.06.09 09:31s/l431.00124.361124.361123.961639.828067.46
1132015.06.10 08:00sell441.00122.986125.459121.786
1142015.06.30 11:24modify441.00122.986122.186121.786
1152015.06.30 11:31s/l441.00122.186122.186121.786585.438652.89
1162015.07.02 16:00sell451.00123.098124.435121.898
1172015.07.06 00:00modify451.00123.098122.298121.898
1182015.07.06 00:00t/p451.00121.898122.298121.898977.519630.40
1192015.07.09 05:00buy461.00120.983119.555122.183
1202015.07.10 04:45modify461.00120.983121.783122.183
1212015.07.10 07:32s/l461.00121.783121.783122.183655.9110286.31
1222015.07.14 09:00sell471.00123.262124.569122.062
1232015.07.30 16:35s/l471.00124.569124.569122.062-1111.609174.71
1242015.07.30 23:00sell481.00124.098125.418122.898
1252015.08.21 05:39modify481.00124.098123.298122.898
1262015.08.21 06:04t/p481.00122.898123.298122.898900.2210074.92
1272015.08.25 05:00buy491.00119.971117.391121.171
1282015.08.27 19:04modify491.00119.971120.771121.171
1292015.08.27 19:18t/p491.00121.171120.771121.171986.3311061.25
1302015.08.28 11:00sell501.00120.747122.146119.547
1312015.09.01 11:19modify501.00120.747119.947119.547
1322015.09.01 12:11s/l501.00119.947119.947119.547660.0311721.28
1332015.09.02 04:00buy511.00120.361118.364121.561
1342015.09.10 12:54modify511.00120.361121.161121.561
1352015.09.10 13:03s/l511.00121.161121.161121.561650.3012371.57
1362015.09.15 02:00buy521.00120.354118.992121.554
1372015.10.02 15:47s/l521.00118.992118.992121.554-1163.5811207.99
1382015.10.02 16:00sell531.00119.174121.094117.974
1392015.10.15 10:20modify531.00119.174118.374117.974
1402015.10.15 10:35s/l531.00118.374118.374117.974630.7711838.76
1412015.10.15 23:00buy541.00118.898117.202120.098
1422015.10.20 17:44modify541.00118.898119.698120.098
1432015.10.22 07:09s/l541.00119.698119.698120.098661.3612500.12
1442015.10.22 07:10sell551.00119.695120.822118.495
1452015.10.23 02:26s/l551.00120.822120.822118.495-936.2511563.88
1462015.10.23 16:00buy561.00121.014119.368122.214
1472015.11.05 13:43modify561.00121.014121.814122.214
1482015.11.05 14:19s/l561.00121.814121.814122.214643.7612207.64
1492015.11.12 12:00buy571.00123.045121.919124.245
1502015.12.09 16:03s/l571.00121.919121.919124.245-948.5211259.12
1512015.12.10 14:00sell581.00121.396122.704120.196
1522015.12.14 18:13modify581.00121.396120.596120.196
1532015.12.14 18:57s/l581.00120.596120.596120.196656.4411915.56
1542015.12.15 02:00buy591.00121.139119.484122.339
1552015.12.16 11:20modify591.00121.139121.939122.339
1562015.12.16 13:04s/l591.00121.939121.939122.339655.0712570.63
1572015.12.18 07:00sell601.00122.282124.399121.082
1582015.12.18 10:57modify601.00122.282121.482121.082
1592015.12.18 11:08t/p601.00121.082121.482121.082991.0713561.70
1602015.12.22 11:45sell611.00120.902122.150119.702
1612016.01.04 04:00modify611.00120.902120.102119.702
1622016.01.04 04:31t/p611.00119.702120.102119.702957.4414519.14
1632016.01.05 11:15sell621.00119.066120.540117.866
1642016.01.07 03:40modify621.00119.066118.266117.866
1652016.01.07 03:42t/p621.00117.866118.266117.8661004.2615523.39
1662016.01.08 04:00buy631.00118.284116.585119.484
1672016.01.15 19:23s/l631.00116.585116.585119.484-1464.3014059.09
1682016.01.18 04:00buy641.00117.281115.646118.481
1692016.01.22 10:57modify641.00117.281118.081118.481
1702016.01.22 15:53s/l641.00118.081118.081118.481671.5114730.60
1712016.01.25 11:00sell651.00118.370119.695117.170
1722016.01.29 05:38s/l651.00119.695119.695117.170-1127.6013603.00
1732016.01.29 06:00buy661.00120.329117.662121.529
1742016.01.29 15:45modify661.00120.329121.129121.529
1752016.01.29 16:48t/p661.00121.529121.129121.529987.4214590.42
1762016.02.05 16:15buy671.00117.312115.696118.512
1772016.02.08 17:20s/l671.00115.696115.696118.512-1397.7813192.64
1782016.02.12 06:00buy681.00112.979110.969114.179
1792016.02.15 05:58modify681.00112.979113.779114.179
1802016.02.15 09:40s/l681.00113.779113.779114.179702.1213894.76
1812016.02.16 12:15sell691.00113.799115.713112.599
1822016.02.19 02:57modify691.00113.799112.999112.599
1832016.02.19 03:38s/l691.00112.999112.999112.599690.6414585.41
1842016.02.22 05:00buy701.00112.927111.560114.127
1852016.02.24 16:33s/l701.00111.560111.560114.127-1227.3513358.06
1862016.02.25 00:00buy711.00112.185110.183113.385
1872016.02.26 01:58modify711.00112.185112.985113.385
1882016.02.26 03:09s/l711.00112.985112.985113.385707.0714065.13
1892016.02.26 08:00sell721.00112.602114.061111.402
1902016.03.01 19:06s/l721.00114.061114.061111.402-1286.0712779.06
1912016.03.03 06:00buy731.00113.983112.354115.183
1922016.03.09 12:08s/l731.00112.354112.354115.183-1453.8811325.18
1932016.03.09 16:00buy741.00112.764111.366113.964
1942016.03.10 05:35modify741.00112.764113.564113.964
1952016.03.10 09:13s/l741.00113.564113.564113.964701.4512026.63
1962016.03.10 19:00sell751.00113.125115.283111.925
1972016.03.17 07:53modify751.00113.125112.325111.925
1982016.03.17 10:05t/p751.00111.925112.325111.9251047.8913074.52
1992016.03.18 09:00buy761.00111.579109.959112.779
2002016.03.23 11:07modify761.00111.579112.379112.779
2012016.03.23 15:28t/p761.00112.779112.379112.7791061.0214135.55
2022016.03.23 22:00sell771.00112.385113.744111.185
2032016.03.29 07:26s/l771.00113.744113.744111.185-1215.5812919.96
2042016.03.29 17:45sell781.00113.242114.641112.042
2052016.03.30 08:14modify781.00113.242112.442112.042
2062016.03.30 09:13s/l781.00112.442112.442112.042708.0013627.97
2072016.03.30 16:00buy791.00112.609111.155113.809
2082016.04.04 18:11s/l791.00111.155111.155113.809-1313.0812314.88
2092016.04.04 18:15sell801.00111.174112.579109.974
2102016.04.05 18:41modify801.00111.174110.374109.974
2112016.04.05 18:59t/p801.00109.974110.374109.9741087.7013402.59
2122016.04.08 03:00buy811.00108.494106.811109.694
2132016.05.22 23:37t/p811.00109.694106.811109.6941048.0414450.63
2142016.05.23 00:00buy821.00110.159107.222111.359
2152016.05.30 07:25modify821.00110.159110.959111.359
2162016.05.30 09:14t/p821.00111.359110.959111.3591070.5915521.22
2172016.05.31 07:00buy831.00111.314109.933112.514
2182016.06.01 08:26s/l831.00109.933109.933112.514-1257.3014263.92
2192016.06.03 08:00sell841.00108.600109.975107.400
2202016.06.03 15:50modify841.00108.600107.800107.400
2212016.06.03 16:15t/p841.00107.400107.800107.4001117.3315381.25
2222016.06.06 06:15buy851.00107.163105.503108.363
2232016.06.15 21:16s/l851.00105.503105.503108.363-1582.4513798.80
2242016.06.17 03:00buy861.00104.789103.037105.989
2252016.06.23 13:36modify861.00104.789105.589105.989
2262016.06.23 14:38s/l861.00105.589105.589105.989751.6614550.46
2272016.06.24 03:00sell871.00104.936107.656103.736
2282016.06.24 04:08modify871.00104.936104.136103.736
2292016.06.24 04:08t/p871.00103.736104.136103.7361156.8415707.30
2302016.06.30 18:15sell881.00102.662103.759101.462
2312016.07.05 11:29modify881.00102.662101.862101.462
2322016.07.05 15:09s/l881.00101.862101.862101.462774.9816482.29
2332016.07.06 20:00buy891.00101.44899.337102.648
2342016.07.11 14:01modify891.00101.448102.248102.648
2352016.07.11 15:57t/p891.00102.648102.248102.6481164.0517646.33
2362016.07.13 05:00sell901.00104.325105.823103.125
2372016.07.14 12:51s/l901.00105.823105.823103.125-1425.9716220.37
2382016.07.15 05:00buy911.00105.783104.187106.983
2392016.07.20 18:00modify911.00105.783106.583106.983
2402016.07.20 22:37t/p911.00106.983106.583106.9831118.6717339.04
2412016.07.21 11:00sell921.00106.821108.331105.621
2422016.07.21 11:47modify921.00106.821106.021105.621
2432016.07.21 11:51s/l921.00106.021106.021105.621754.5618093.60
2442016.07.21 11:55sell931.00106.010108.331104.810
2452016.07.26 03:37modify931.00106.010105.210104.810
2462016.07.26 04:01t/p931.00104.810105.210104.8101134.5319228.14
2472016.07.26 19:00buy941.00104.840103.131106.040
2482016.07.27 06:04modify941.00104.840105.640106.040
2492016.07.27 06:05t/p941.00106.040105.640106.0401130.6520358.79
2502016.07.28 21:00buy951.00105.249103.777106.449
2512016.07.29 01:34s/l951.00103.777103.777106.449-1419.5318939.26
2522016.08.04 05:00sell961.00100.944102.20599.744
2532016.08.08 01:52s/l961.00102.205102.20599.744-1240.7017698.56
2542016.08.11 07:00buy971.00101.473100.151102.673
2552016.08.16 09:09s/l971.00100.151100.151102.673-1323.0116375.55
2562016.08.18 16:00buy981.00100.47798.875101.677
2572016.08.26 19:15modify981.00100.477101.277101.677
2582016.08.26 19:51s/l981.00101.277101.277101.677781.9317157.49
2592016.08.26 19:55buy991.00101.31499.200102.514
2602016.08.29 07:30modify991.00101.314102.114102.514
2612016.08.29 12:55s/l991.00102.114102.114102.514782.4517939.94
2622016.08.30 05:00buy1001.00102.224100.889103.424
2632016.08.31 03:52modify1001.00102.224103.024103.424
2642016.08.31 04:12s/l1001.00103.024103.024103.424775.5218715.46
2652016.09.01 04:45sell1011.00103.114104.328101.914
2662016.09.02 17:42s/l1011.00104.328104.328101.914-1167.1117548.35
2672016.09.05 06:00sell1021.00103.708104.972102.508
2682016.09.06 17:03modify1021.00103.708102.908102.508
2692016.09.06 17:07t/p1021.00102.508102.908102.5081167.1918715.55
2702016.09.08 19:00buy1031.00102.303100.622103.503
2712016.09.14 09:27modify1031.00102.303103.103103.503
2722016.09.14 10:44s/l1031.00103.103103.103103.503772.0319487.57
2732016.09.14 19:00sell1041.00102.332104.159101.132
2742016.09.20 23:59close at stop1041.00101.743104.159101.132558.1220045.69