Strategy Tester Report
AI Rig 04 -EURJPY M5[M1]-
| 通貨ペア | EURJPY (Euro vs Japanese Yen) | ||||
| 期間 | 5分足(M5) 2009.12.01 00:00 - 2019.03.29 22:55 (2009.12.01 - 2019.03.31) | ||||
| 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 | MagicNumber=1047047; Lots=0.1; MaxPosition=8; TakeProfit=5; StopLoss=200; NoTradeABalance=0; MaxSpread=5; YearEnd_NoOpen=true; YearEnd_NoOpen_Month=12; YearEnd_NoOpen_Day=24; NewYear_NoOpen=true; NewYear_NoOpen_Month=1; NewYear_NoOpen_Day=5; | ||||
| テストバー数 | 692383 | モデルティック数 | 237296261 | 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 | 1000000.00 | スプレッド | 10 | ||
| 純益 | 2730917.70 | 総利益 | 5811004.18 | 総損失 | -3080086.48 |
| プロフィットファクタ | 1.89 | 期待利得 | 279.29 | ||
| 絶対ドローダウン | 158293.15 | 最大ドローダウン | 371092.63 (20.85%) | 相対ドローダウン | 20.85% (371092.63) |
| 総取引数 | 9778 | 売りポジション(勝率%） | 0 (0.00%) | 買いポジション(勝率%） | 9778 (97.54%) |
| 勝率(%) | 9537 (97.54%) | 負率 (%) | 241 (2.46%) | ||
| 最大 | 勝トレード | 42397.58 | 敗トレード | -47405.45 | |
| 平均 | 勝トレード | 609.31 | 敗トレード | -12780.44 | |
| 最大 | 連勝(金額) | 282 (85258.08) | 連敗(金額) | 3 (-92218.76) | |
| 最大 | 連勝(トレード数) | 129192.43 (112) | 連敗(トレード数) | -92218.76 (3) | |
| 平均 | 連勝 | 48 | 連敗 | 1 | |
1ページ目次へ
| # | 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 |
| 1 | 2009.12.01 00:17 | buy | 1 | 0.10 | 129.498 | 0.000 | 0.000 | ||
| 2 | 2009.12.01 00:41 | close | 1 | 0.10 | 129.513 | 0.000 | 0.000 | 150.00 | 1000150.00 |
| 3 | 2009.12.01 01:14 | buy | 2 | 0.10 | 129.756 | 0.000 | 0.000 | ||
| 4 | 2009.12.01 01:17 | close | 2 | 0.10 | 129.781 | 0.000 | 0.000 | 250.00 | 1000400.00 |
| 5 | 2009.12.01 01:38 | buy | 3 | 0.10 | 129.845 | 0.000 | 0.000 | ||
| 6 | 2009.12.01 03:01 | close | 3 | 0.10 | 129.888 | 0.000 | 0.000 | 430.00 | 1000830.00 |
| 7 | 2009.12.01 03:40 | buy | 4 | 0.10 | 130.558 | 0.000 | 0.000 | ||
| 8 | 2009.12.01 03:44 | close | 4 | 0.10 | 130.586 | 0.000 | 0.000 | 280.00 | 1001110.00 |
| 9 | 2009.12.01 04:46 | buy | 5 | 0.10 | 131.032 | 0.000 | 0.000 | ||
| 10 | 2009.12.01 05:21 | close | 5 | 0.10 | 131.042 | 0.000 | 0.000 | 100.00 | 1001210.00 |
| 11 | 2009.12.01 05:34 | buy | 6 | 0.10 | 131.106 | 0.000 | 0.000 | ||
| 12 | 2009.12.01 05:49 | close | 6 | 0.10 | 131.116 | 0.000 | 0.000 | 100.00 | 1001310.00 |
| 13 | 2009.12.01 06:04 | buy | 7 | 0.10 | 131.042 | 0.000 | 0.000 | ||
| 14 | 2009.12.01 06:11 | close | 7 | 0.10 | 131.067 | 0.000 | 0.000 | 250.00 | 1001560.00 |
| 15 | 2009.12.01 06:15 | buy | 8 | 0.10 | 130.984 | 0.000 | 0.000 | ||
| 16 | 2009.12.01 06:16 | close | 8 | 0.10 | 131.003 | 0.000 | 0.000 | 190.00 | 1001750.00 |
| 17 | 2009.12.01 07:07 | buy | 9 | 0.10 | 130.996 | 0.000 | 0.000 | ||
| 18 | 2009.12.01 07:08 | close | 9 | 0.10 | 131.038 | 0.000 | 0.000 | 420.00 | 1002170.00 |
| 19 | 2009.12.01 08:09 | buy | 10 | 0.10 | 130.472 | 0.000 | 0.000 | ||
| 20 | 2009.12.01 08:10 | close | 10 | 0.10 | 130.551 | 0.000 | 0.000 | 790.00 | 1002960.00 |
| 21 | 2009.12.01 09:22 | buy | 11 | 0.10 | 130.838 | 0.000 | 0.000 | ||
| 22 | 2009.12.01 09:23 | close | 11 | 0.10 | 130.848 | 0.000 | 0.000 | 100.00 | 1003060.00 |
| 23 | 2009.12.01 09:46 | buy | 12 | 0.10 | 131.089 | 0.000 | 0.000 | ||
| 24 | 2009.12.01 09:54 | close | 12 | 0.10 | 131.127 | 0.000 | 0.000 | 380.00 | 1003440.00 |
| 25 | 2009.12.01 10:07 | buy | 13 | 0.10 | 130.915 | 0.000 | 0.000 | ||
| 26 | 2009.12.01 10:13 | close | 13 | 0.10 | 130.967 | 0.000 | 0.000 | 520.00 | 1003960.00 |
| 27 | 2009.12.01 10:34 | buy | 14 | 0.10 | 130.900 | 0.000 | 0.000 | ||
| 28 | 2009.12.01 10:39 | close | 14 | 0.10 | 130.912 | 0.000 | 0.000 | 120.00 | 1004080.00 |
| 29 | 2009.12.01 10:45 | buy | 15 | 0.10 | 130.900 | 0.000 | 0.000 | ||
| 30 | 2009.12.01 11:12 | close | 15 | 0.10 | 130.918 | 0.000 | 0.000 | 180.00 | 1004260.00 |
| 31 | 2009.12.01 11:34 | buy | 16 | 0.10 | 130.838 | 0.000 | 0.000 | ||
| 32 | 2009.12.01 11:37 | close | 16 | 0.10 | 130.852 | 0.000 | 0.000 | 140.00 | 1004400.00 |
| 33 | 2009.12.01 12:12 | buy | 17 | 0.10 | 130.772 | 0.000 | 0.000 | ||
| 34 | 2009.12.01 12:33 | close | 17 | 0.10 | 130.785 | 0.000 | 0.000 | 130.00 | 1004530.00 |
| 35 | 2009.12.01 13:59 | buy | 18 | 0.10 | 131.023 | 0.000 | 0.000 | ||
| 36 | 2009.12.01 14:23 | close | 18 | 0.10 | 131.074 | 0.000 | 0.000 | 510.00 | 1005040.00 |
| 37 | 2009.12.01 15:44 | buy | 19 | 0.10 | 131.001 | 0.000 | 0.000 | ||
| 38 | 2009.12.01 15:46 | close | 19 | 0.10 | 131.038 | 0.000 | 0.000 | 370.00 | 1005410.00 |
| 39 | 2009.12.01 16:36 | buy | 20 | 0.10 | 130.767 | 0.000 | 0.000 | ||
| 40 | 2009.12.01 16:38 | close | 20 | 0.10 | 130.805 | 0.000 | 0.000 | 380.00 | 1005790.00 |
| 41 | 2009.12.01 16:48 | buy | 21 | 0.10 | 130.682 | 0.000 | 0.000 | ||
| 42 | 2009.12.01 16:49 | close | 21 | 0.10 | 130.710 | 0.000 | 0.000 | 280.00 | 1006070.00 |
| 43 | 2009.12.01 16:55 | buy | 22 | 0.10 | 130.678 | 0.000 | 0.000 | ||
| 44 | 2009.12.01 16:57 | close | 22 | 0.10 | 130.701 | 0.000 | 0.000 | 230.00 | 1006300.00 |
| 45 | 2009.12.01 17:42 | buy | 23 | 0.10 | 130.794 | 0.000 | 0.000 | ||
| 46 | 2009.12.01 18:10 | close | 23 | 0.10 | 130.887 | 0.000 | 0.000 | 930.00 | 1007230.00 |
| 47 | 2009.12.01 18:21 | buy | 24 | 0.10 | 130.867 | 0.000 | 0.000 | ||
| 48 | 2009.12.01 20:30 | close | 24 | 0.10 | 130.908 | 0.000 | 0.000 | 410.00 | 1007640.00 |
| 49 | 2009.12.01 21:24 | buy | 25 | 0.10 | 130.772 | 0.000 | 0.000 | ||
| 50 | 2009.12.01 21:25 | close | 25 | 0.10 | 130.802 | 0.000 | 0.000 | 300.00 | 1007940.00 |
| 51 | 2009.12.01 21:36 | buy | 26 | 0.10 | 130.745 | 0.000 | 0.000 | ||
| 52 | 2009.12.01 21:39 | close | 26 | 0.10 | 130.759 | 0.000 | 0.000 | 140.00 | 1008080.00 |
| 53 | 2009.12.01 22:50 | buy | 27 | 0.10 | 130.811 | 0.000 | 0.000 | ||
| 54 | 2009.12.01 23:32 | close | 27 | 0.10 | 130.821 | 0.000 | 0.000 | 100.00 | 1008180.00 |
| 55 | 2009.12.01 23:54 | buy | 28 | 0.10 | 130.760 | 0.000 | 0.000 | ||
| 56 | 2009.12.02 00:01 | close | 28 | 0.10 | 130.780 | 0.000 | 0.000 | 194.55 | 1008374.55 |
| 57 | 2009.12.02 00:59 | buy | 29 | 0.10 | 130.753 | 0.000 | 0.000 | ||
| 58 | 2009.12.02 01:15 | close | 29 | 0.10 | 130.764 | 0.000 | 0.000 | 110.00 | 1008484.55 |
| 59 | 2009.12.02 01:58 | buy | 30 | 0.10 | 130.898 | 0.000 | 0.000 | ||
| 60 | 2009.12.02 02:00 | close | 30 | 0.10 | 130.922 | 0.000 | 0.000 | 240.00 | 1008724.55 |
| 61 | 2009.12.02 02:29 | buy | 31 | 0.10 | 130.899 | 0.000 | 0.000 | ||
| 62 | 2009.12.02 02:50 | close | 31 | 0.10 | 130.964 | 0.000 | 0.000 | 650.00 | 1009374.55 |
| 63 | 2009.12.02 02:54 | buy | 32 | 0.10 | 130.877 | 0.000 | 0.000 | ||
| 64 | 2009.12.02 02:57 | close | 32 | 0.10 | 130.925 | 0.000 | 0.000 | 480.00 | 1009854.55 |
| 65 | 2009.12.02 06:58 | buy | 33 | 0.10 | 131.276 | 0.000 | 0.000 | ||
| 66 | 2009.12.02 07:01 | close | 33 | 0.10 | 131.302 | 0.000 | 0.000 | 260.00 | 1010114.55 |
| 67 | 2009.12.02 08:37 | buy | 34 | 0.10 | 131.461 | 0.000 | 0.000 | ||
| 68 | 2009.12.02 08:39 | close | 34 | 0.10 | 131.512 | 0.000 | 0.000 | 510.00 | 1010624.55 |
| 69 | 2009.12.02 09:03 | buy | 35 | 0.10 | 131.496 | 0.000 | 0.000 | ||
| 70 | 2009.12.02 09:04 | close | 35 | 0.10 | 131.522 | 0.000 | 0.000 | 260.00 | 1010884.55 |
| 71 | 2009.12.02 09:34 | buy | 36 | 0.10 | 131.644 | 0.000 | 0.000 | ||
| 72 | 2009.12.02 09:36 | close | 36 | 0.10 | 131.713 | 0.000 | 0.000 | 690.00 | 1011574.55 |
| 73 | 2009.12.02 09:50 | buy | 37 | 0.10 | 131.812 | 0.000 | 0.000 | ||
| 74 | 2009.12.02 10:00 | close | 37 | 0.10 | 131.826 | 0.000 | 0.000 | 140.00 | 1011714.55 |
| 75 | 2009.12.02 10:15 | buy | 38 | 0.10 | 131.780 | 0.000 | 0.000 | ||
| 76 | 2009.12.02 10:17 | close | 38 | 0.10 | 131.819 | 0.000 | 0.000 | 390.00 | 1012104.55 |
| 77 | 2009.12.02 10:25 | buy | 39 | 0.10 | 131.677 | 0.000 | 0.000 | ||
| 78 | 2009.12.02 10:31 | close | 39 | 0.10 | 131.706 | 0.000 | 0.000 | 290.00 | 1012394.55 |
| 79 | 2009.12.02 11:04 | buy | 40 | 0.10 | 131.831 | 0.000 | 0.000 | ||
| 80 | 2009.12.02 11:11 | close | 40 | 0.10 | 131.844 | 0.000 | 0.000 | 130.00 | 1012524.55 |
| 81 | 2009.12.02 12:09 | buy | 41 | 0.10 | 131.830 | 0.000 | 0.000 | ||
| 82 | 2009.12.03 00:03 | close | 41 | 0.10 | 131.873 | 0.000 | 0.000 | 413.52 | 1012938.07 |
| 83 | 2009.12.03 00:22 | buy | 42 | 0.10 | 131.832 | 0.000 | 0.000 | ||
| 84 | 2009.12.03 00:30 | close | 42 | 0.10 | 131.849 | 0.000 | 0.000 | 170.00 | 1013108.07 |
| 85 | 2009.12.03 00:35 | buy | 43 | 0.10 | 131.863 | 0.000 | 0.000 | ||
| 86 | 2009.12.03 00:36 | close | 43 | 0.10 | 131.904 | 0.000 | 0.000 | 410.00 | 1013518.07 |
| 87 | 2009.12.03 00:40 | buy | 44 | 0.10 | 131.856 | 0.000 | 0.000 | ||
| 88 | 2009.12.03 00:45 | close | 44 | 0.10 | 131.893 | 0.000 | 0.000 | 370.00 | 1013888.07 |
| 89 | 2009.12.03 01:20 | buy | 45 | 0.10 | 132.163 | 0.000 | 0.000 | ||
| 90 | 2009.12.03 01:24 | close | 45 | 0.10 | 132.178 | 0.000 | 0.000 | 150.00 | 1014038.07 |
| 91 | 2009.12.03 01:29 | buy | 46 | 0.10 | 132.090 | 0.000 | 0.000 | ||
| 92 | 2009.12.03 01:31 | close | 46 | 0.10 | 132.126 | 0.000 | 0.000 | 360.00 | 1014398.07 |
| 93 | 2009.12.03 02:00 | buy | 47 | 0.10 | 132.253 | 0.000 | 0.000 | ||
| 94 | 2009.12.03 02:02 | close | 47 | 0.10 | 132.284 | 0.000 | 0.000 | 310.00 | 1014708.07 |
| 95 | 2009.12.03 02:36 | buy | 48 | 0.10 | 132.329 | 0.000 | 0.000 | ||
| 96 | 2009.12.03 02:50 | close | 48 | 0.10 | 132.367 | 0.000 | 0.000 | 380.00 | 1015088.07 |
| 97 | 2009.12.03 03:58 | buy | 49 | 0.10 | 132.583 | 0.000 | 0.000 | ||
| 98 | 2009.12.03 04:01 | close | 49 | 0.10 | 132.614 | 0.000 | 0.000 | 310.00 | 1015398.07 |
| 99 | 2009.12.03 04:09 | buy | 50 | 0.10 | 132.614 | 0.000 | 0.000 | ||
| 100 | 2009.12.03 04:26 | close | 50 | 0.10 | 132.627 | 0.000 | 0.000 | 130.00 | 1015528.07 |
| 101 | 2009.12.03 04:39 | buy | 51 | 0.10 | 132.568 | 0.000 | 0.000 | ||
| 102 | 2009.12.03 04:52 | close | 51 | 0.10 | 132.596 | 0.000 | 0.000 | 280.00 | 1015808.07 |
| 103 | 2009.12.03 05:10 | buy | 52 | 0.10 | 132.487 | 0.000 | 0.000 | ||
| 104 | 2009.12.03 06:46 | close | 52 | 0.10 | 132.522 | 0.000 | 0.000 | 350.00 | 1016158.07 |
| 105 | 2009.12.03 06:55 | buy | 53 | 0.10 | 132.503 | 0.000 | 0.000 | ||
| 106 | 2009.12.03 07:01 | close | 53 | 0.10 | 132.522 | 0.000 | 0.000 | 190.00 | 1016348.07 |
| 107 | 2009.12.03 08:00 | buy | 54 | 0.10 | 132.475 | 0.000 | 0.000 | ||
| 108 | 2009.12.03 08:03 | close | 54 | 0.10 | 132.580 | 0.000 | 0.000 | 1050.00 | 1017398.07 |
| 109 | 2009.12.03 08:56 | buy | 55 | 0.10 | 132.717 | 0.000 | 0.000 | ||
| 110 | 2009.12.03 09:41 | close | 55 | 0.10 | 132.728 | 0.000 | 0.000 | 110.00 | 1017508.07 |
| 111 | 2009.12.03 10:04 | buy | 56 | 0.10 | 132.661 | 0.000 | 0.000 | ||
| 112 | 2009.12.03 10:08 | close | 56 | 0.10 | 132.676 | 0.000 | 0.000 | 150.00 | 1017658.07 |
| 113 | 2009.12.03 11:33 | buy | 57 | 0.10 | 132.804 | 0.000 | 0.000 | ||
| 114 | 2009.12.03 11:38 | close | 57 | 0.10 | 132.822 | 0.000 | 0.000 | 180.00 | 1017838.07 |
| 115 | 2009.12.03 12:02 | buy | 58 | 0.10 | 132.831 | 0.000 | 0.000 | ||
| 116 | 2009.12.03 12:04 | close | 58 | 0.10 | 132.858 | 0.000 | 0.000 | 270.00 | 1018108.07 |
| 117 | 2009.12.03 12:51 | buy | 59 | 0.10 | 132.839 | 0.000 | 0.000 | ||
| 118 | 2009.12.03 12:55 | close | 59 | 0.10 | 132.851 | 0.000 | 0.000 | 120.00 | 1018228.07 |
| 119 | 2009.12.03 15:57 | buy | 60 | 0.10 | 133.200 | 0.000 | 0.000 | ||
| 120 | 2009.12.03 20:46 | close | 60 | 0.10 | 133.212 | 0.000 | 0.000 | 120.00 | 1018348.07 |
| 121 | 2009.12.03 20:54 | buy | 61 | 0.10 | 133.130 | 0.000 | 0.000 | ||
| 122 | 2009.12.03 21:10 | close | 61 | 0.10 | 133.153 | 0.000 | 0.000 | 230.00 | 1018578.07 |
| 123 | 2009.12.03 21:28 | buy | 62 | 0.10 | 133.115 | 0.000 | 0.000 | ||
| 124 | 2009.12.04 12:33 | close | 62 | 0.10 | 133.126 | 0.000 | 0.000 | 104.46 | 1018682.53 |
| 125 | 2009.12.04 12:50 | buy | 63 | 0.10 | 133.123 | 0.000 | 0.000 | ||
| 126 | 2009.12.04 13:03 | close | 63 | 0.10 | 133.141 | 0.000 | 0.000 | 180.00 | 1018862.53 |
| 127 | 2009.12.04 17:53 | buy | 64 | 0.10 | 133.687 | 0.000 | 0.000 | ||
| 128 | 2009.12.04 17:55 | close | 64 | 0.10 | 133.761 | 0.000 | 0.000 | 740.00 | 1019602.53 |
| 129 | 2009.12.04 19:14 | buy | 65 | 0.10 | 133.979 | 0.000 | 0.000 | ||
| 130 | 2009.12.04 19:51 | close | 65 | 0.10 | 134.080 | 0.000 | 0.000 | 1010.00 | 1020612.53 |
| 131 | 2009.12.04 20:24 | buy | 66 | 0.10 | 134.076 | 0.000 | 0.000 | ||
| 132 | 2009.12.04 20:26 | close | 66 | 0.10 | 134.088 | 0.000 | 0.000 | 120.00 | 1020732.53 |
| 133 | 2009.12.04 20:53 | buy | 67 | 0.10 | 134.447 | 0.000 | 0.000 | ||
| 134 | 2009.12.04 20:55 | close | 67 | 0.10 | 134.477 | 0.000 | 0.000 | 300.00 | 1021032.53 |
| 135 | 2009.12.04 21:15 | buy | 68 | 0.10 | 134.397 | 0.000 | 0.000 | ||
| 136 | 2009.12.04 21:16 | close | 68 | 0.10 | 134.418 | 0.000 | 0.000 | 210.00 | 1021242.53 |
| 137 | 2009.12.04 21:28 | buy | 69 | 0.10 | 134.399 | 0.000 | 0.000 | ||
| 138 | 2009.12.04 22:53 | close | 69 | 0.10 | 134.413 | 0.000 | 0.000 | 140.00 | 1021382.53 |
| 139 | 2009.12.07 00:02 | buy | 70 | 0.10 | 134.213 | 0.000 | 0.000 | ||
| 140 | 2009.12.07 00:03 | close | 70 | 0.10 | 134.242 | 0.000 | 0.000 | 290.00 | 1021672.53 |
| 141 | 2009.12.07 00:07 | buy | 71 | 0.10 | 134.208 | 0.000 | 0.000 | ||
| 142 | 2009.12.07 00:13 | close | 71 | 0.10 | 134.220 | 0.000 | 0.000 | 120.00 | 1021792.53 |
| 143 | 2009.12.07 00:33 | buy | 72 | 0.10 | 134.033 | 0.000 | 0.000 | ||
| 144 | 2009.12.07 01:47 | close | 72 | 0.10 | 134.088 | 0.000 | 0.000 | 550.00 | 1022342.53 |
| 145 | 2009.12.07 02:05 | buy | 73 | 0.10 | 134.033 | 0.000 | 0.000 | ||
| 146 | 2009.12.07 02:07 | close | 73 | 0.10 | 134.049 | 0.000 | 0.000 | 160.00 | 1022502.53 |
| 147 | 2009.12.07 02:33 | buy | 74 | 0.10 | 134.099 | 0.000 | 0.000 | ||
| 148 | 2009.12.07 20:46 | buy | 75 | 0.10 | 132.514 | 0.000 | 0.000 | ||
| 149 | 2009.12.07 20:46 | modify | 74 | 0.10 | 134.099 | 0.000 | 133.332 | ||
| 150 | 2009.12.07 20:46 | modify | 75 | 0.10 | 132.514 | 0.000 | 133.332 | ||
1ページ目次へ