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 | |
| # | 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 |
| 1501 | 2010.07.19 14:33 | close | 714 | 0.10 | 112.762 | 0.000 | 0.000 | 590.00 | 1230111.01 |
| 1502 | 2010.07.19 14:47 | buy | 715 | 0.10 | 112.680 | 0.000 | 0.000 | ||
| 1503 | 2010.07.19 14:52 | close | 715 | 0.10 | 112.713 | 0.000 | 0.000 | 330.00 | 1230441.01 |
| 1504 | 2010.07.19 15:31 | buy | 716 | 0.10 | 112.584 | 0.000 | 0.000 | ||
| 1505 | 2010.07.19 15:32 | close | 716 | 0.10 | 112.662 | 0.000 | 0.000 | 780.00 | 1231221.01 |
| 1506 | 2010.07.19 16:26 | buy | 717 | 0.10 | 112.641 | 0.000 | 0.000 | ||
| 1507 | 2010.07.19 16:27 | close | 717 | 0.10 | 112.679 | 0.000 | 0.000 | 380.00 | 1231601.01 |
| 1508 | 2010.07.19 16:30 | buy | 718 | 0.10 | 112.602 | 0.000 | 0.000 | ||
| 1509 | 2010.07.19 16:32 | close | 718 | 0.10 | 112.639 | 0.000 | 0.000 | 370.00 | 1231971.01 |
| 1510 | 2010.07.19 16:41 | buy | 719 | 0.10 | 112.555 | 0.000 | 0.000 | ||
| 1511 | 2010.07.19 16:45 | close | 719 | 0.10 | 112.573 | 0.000 | 0.000 | 180.00 | 1232151.01 |
| 1512 | 2010.07.19 18:03 | buy | 720 | 0.10 | 112.315 | 0.000 | 0.000 | ||
| 1513 | 2010.07.19 18:09 | close | 720 | 0.10 | 112.364 | 0.000 | 0.000 | 490.00 | 1232641.01 |
| 1514 | 2010.07.19 18:34 | buy | 721 | 0.10 | 112.421 | 0.000 | 0.000 | ||
| 1515 | 2010.07.19 18:36 | close | 721 | 0.10 | 112.433 | 0.000 | 0.000 | 120.00 | 1232761.01 |
| 1516 | 2010.07.19 19:12 | buy | 722 | 0.10 | 112.422 | 0.000 | 0.000 | ||
| 1517 | 2010.07.19 20:14 | close | 722 | 0.10 | 112.447 | 0.000 | 0.000 | 250.00 | 1233011.01 |
| 1518 | 2010.07.19 20:20 | buy | 723 | 0.10 | 112.432 | 0.000 | 0.000 | ||
| 1519 | 2010.07.19 20:24 | close | 723 | 0.10 | 112.445 | 0.000 | 0.000 | 130.00 | 1233141.01 |
| 1520 | 2010.07.19 21:00 | buy | 724 | 0.10 | 112.414 | 0.000 | 0.000 | ||
| 1521 | 2010.07.19 21:04 | close | 724 | 0.10 | 112.466 | 0.000 | 0.000 | 520.00 | 1233661.01 |
| 1522 | 2010.07.19 21:23 | buy | 725 | 0.10 | 112.493 | 0.000 | 0.000 | ||
| 1523 | 2010.07.20 03:04 | close | 725 | 0.10 | 112.527 | 0.000 | 0.000 | 335.32 | 1233996.33 |
| 1524 | 2010.07.20 04:01 | buy | 726 | 0.10 | 112.539 | 0.000 | 0.000 | ||
| 1525 | 2010.07.20 04:10 | close | 726 | 0.10 | 112.581 | 0.000 | 0.000 | 420.00 | 1234416.33 |
| 1526 | 2010.07.20 04:39 | buy | 727 | 0.10 | 112.808 | 0.000 | 0.000 | ||
| 1527 | 2010.07.20 04:40 | close | 727 | 0.10 | 112.856 | 0.000 | 0.000 | 480.00 | 1234896.33 |
| 1528 | 2010.07.20 04:45 | buy | 728 | 0.10 | 112.776 | 0.000 | 0.000 | ||
| 1529 | 2010.07.20 04:57 | close | 728 | 0.10 | 112.788 | 0.000 | 0.000 | 120.00 | 1235016.33 |
| 1530 | 2010.07.20 05:45 | buy | 729 | 0.10 | 112.954 | 0.000 | 0.000 | ||
| 1531 | 2010.07.20 07:58 | close | 729 | 0.10 | 112.994 | 0.000 | 0.000 | 400.00 | 1235416.33 |
| 1532 | 2010.07.20 08:51 | buy | 730 | 0.10 | 113.017 | 0.000 | 0.000 | ||
| 1533 | 2010.07.20 08:54 | close | 730 | 0.10 | 113.054 | 0.000 | 0.000 | 370.00 | 1235786.33 |
| 1534 | 2010.07.20 09:14 | buy | 731 | 0.10 | 112.941 | 0.000 | 0.000 | ||
| 1535 | 2010.07.21 12:51 | buy | 732 | 0.10 | 111.423 | 0.000 | 0.000 | ||
| 1536 | 2010.07.21 12:51 | modify | 731 | 0.10 | 112.941 | 0.000 | 112.207 | ||
| 1537 | 2010.07.21 12:51 | modify | 732 | 0.10 | 111.423 | 0.000 | 112.207 | ||
| 1538 | 2010.07.22 16:04 | t/p | 731 | 0.10 | 112.207 | 0.000 | 112.207 | -7358.56 | 1228427.77 |
| 1539 | 2010.07.22 16:04 | t/p | 732 | 0.10 | 112.207 | 0.000 | 112.207 | 7826.14 | 1236253.90 |
| 1540 | 2010.07.22 16:20 | buy | 733 | 0.10 | 112.542 | 0.000 | 0.000 | ||
| 1541 | 2010.07.22 16:30 | close | 733 | 0.10 | 112.558 | 0.000 | 0.000 | 160.00 | 1236413.90 |
| 1542 | 2010.07.22 16:36 | buy | 734 | 0.10 | 112.439 | 0.000 | 0.000 | ||
| 1543 | 2010.07.22 16:41 | close | 734 | 0.10 | 112.477 | 0.000 | 0.000 | 380.00 | 1236793.90 |
| 1544 | 2010.07.22 16:46 | buy | 735 | 0.10 | 112.425 | 0.000 | 0.000 | ||
| 1545 | 2010.07.22 16:49 | close | 735 | 0.10 | 112.450 | 0.000 | 0.000 | 250.00 | 1237043.90 |
| 1546 | 2010.07.22 17:35 | buy | 736 | 0.10 | 112.373 | 0.000 | 0.000 | ||
| 1547 | 2010.07.22 18:21 | close | 736 | 0.10 | 112.386 | 0.000 | 0.000 | 130.00 | 1237173.90 |
| 1548 | 2010.07.22 18:33 | buy | 737 | 0.10 | 112.265 | 0.000 | 0.000 | ||
| 1549 | 2010.07.22 18:41 | close | 737 | 0.10 | 112.291 | 0.000 | 0.000 | 260.00 | 1237433.90 |
| 1550 | 2010.07.22 19:28 | buy | 738 | 0.10 | 112.240 | 0.000 | 0.000 | ||
| 1551 | 2010.07.22 19:33 | close | 738 | 0.10 | 112.261 | 0.000 | 0.000 | 210.00 | 1237643.90 |
| 1552 | 2010.07.22 19:48 | buy | 739 | 0.10 | 112.210 | 0.000 | 0.000 | ||
| 1553 | 2010.07.22 20:06 | close | 739 | 0.10 | 112.221 | 0.000 | 0.000 | 110.00 | 1237753.90 |
| 1554 | 2010.07.22 20:20 | buy | 740 | 0.10 | 112.204 | 0.000 | 0.000 | ||
| 1555 | 2010.07.22 20:26 | close | 740 | 0.10 | 112.219 | 0.000 | 0.000 | 150.00 | 1237903.90 |
| 1556 | 2010.07.22 20:39 | buy | 741 | 0.10 | 112.114 | 0.000 | 0.000 | ||
| 1557 | 2010.07.22 20:56 | close | 741 | 0.10 | 112.141 | 0.000 | 0.000 | 270.00 | 1238173.90 |
| 1558 | 2010.07.22 21:08 | buy | 742 | 0.10 | 112.132 | 0.000 | 0.000 | ||
| 1559 | 2010.07.22 21:10 | close | 742 | 0.10 | 112.149 | 0.000 | 0.000 | 170.00 | 1238343.90 |
| 1560 | 2010.07.22 21:27 | buy | 743 | 0.10 | 112.165 | 0.000 | 0.000 | ||
| 1561 | 2010.07.22 21:28 | close | 743 | 0.10 | 112.184 | 0.000 | 0.000 | 190.00 | 1238533.90 |
| 1562 | 2010.07.22 21:32 | buy | 744 | 0.10 | 112.136 | 0.000 | 0.000 | ||
| 1563 | 2010.07.22 23:38 | close | 744 | 0.10 | 112.153 | 0.000 | 0.000 | 170.00 | 1238703.90 |
| 1564 | 2010.07.23 01:08 | buy | 745 | 0.10 | 112.354 | 0.000 | 0.000 | ||
| 1565 | 2010.07.23 01:10 | close | 745 | 0.10 | 112.380 | 0.000 | 0.000 | 260.00 | 1238963.90 |
| 1566 | 2010.07.23 01:50 | buy | 746 | 0.10 | 112.471 | 0.000 | 0.000 | ||
| 1567 | 2010.07.23 01:51 | close | 746 | 0.10 | 112.500 | 0.000 | 0.000 | 290.00 | 1239253.90 |
| 1568 | 2010.07.23 02:09 | buy | 747 | 0.10 | 112.493 | 0.000 | 0.000 | ||
| 1569 | 2010.07.23 10:09 | close | 747 | 0.10 | 112.530 | 0.000 | 0.000 | 370.00 | 1239623.90 |
| 1570 | 2010.07.23 10:23 | buy | 748 | 0.10 | 112.411 | 0.000 | 0.000 | ||
| 1571 | 2010.07.23 10:24 | close | 748 | 0.10 | 112.535 | 0.000 | 0.000 | 1240.00 | 1240863.90 |
| 1572 | 2010.07.23 10:43 | buy | 749 | 0.10 | 112.693 | 0.000 | 0.000 | ||
| 1573 | 2010.07.23 10:44 | close | 749 | 0.10 | 112.769 | 0.000 | 0.000 | 760.00 | 1241623.90 |
| 1574 | 2010.07.23 11:59 | buy | 750 | 0.10 | 112.773 | 0.000 | 0.000 | ||
| 1575 | 2010.07.23 12:28 | close | 750 | 0.10 | 112.785 | 0.000 | 0.000 | 120.00 | 1241743.90 |
| 1576 | 2010.07.23 13:09 | buy | 751 | 0.10 | 112.727 | 0.000 | 0.000 | ||
| 1577 | 2010.07.23 13:12 | close | 751 | 0.10 | 112.742 | 0.000 | 0.000 | 150.00 | 1241893.90 |
| 1578 | 2010.07.23 13:21 | buy | 752 | 0.10 | 112.644 | 0.000 | 0.000 | ||
| 1579 | 2010.07.23 13:23 | close | 752 | 0.10 | 112.696 | 0.000 | 0.000 | 520.00 | 1242413.90 |
| 1580 | 2010.07.23 13:26 | buy | 753 | 0.10 | 112.590 | 0.000 | 0.000 | ||
| 1581 | 2010.07.23 13:35 | close | 753 | 0.10 | 112.610 | 0.000 | 0.000 | 200.00 | 1242613.90 |
| 1582 | 2010.07.23 13:50 | buy | 754 | 0.10 | 112.615 | 0.000 | 0.000 | ||
| 1583 | 2010.07.23 14:23 | close | 754 | 0.10 | 112.719 | 0.000 | 0.000 | 1040.00 | 1243653.90 |
| 1584 | 2010.07.23 14:31 | buy | 755 | 0.10 | 112.737 | 0.000 | 0.000 | ||
| 1585 | 2010.07.23 14:33 | close | 755 | 0.10 | 112.753 | 0.000 | 0.000 | 160.00 | 1243813.90 |
| 1586 | 2010.07.23 14:37 | buy | 756 | 0.10 | 112.682 | 0.000 | 0.000 | ||
| 1587 | 2010.07.23 14:49 | close | 756 | 0.10 | 112.702 | 0.000 | 0.000 | 200.00 | 1244013.90 |
| 1588 | 2010.07.23 15:14 | buy | 757 | 0.10 | 112.332 | 0.000 | 0.000 | ||
| 1589 | 2010.07.23 17:37 | close | 757 | 0.10 | 112.365 | 0.000 | 0.000 | 330.00 | 1244343.90 |
| 1590 | 2010.07.23 18:00 | buy | 758 | 0.10 | 112.326 | 0.000 | 0.000 | ||
| 1591 | 2010.07.23 18:02 | close | 758 | 0.10 | 112.655 | 0.000 | 0.000 | 3290.00 | 1247633.90 |
| 1592 | 2010.07.23 18:06 | buy | 759 | 0.10 | 112.307 | 0.000 | 0.000 | ||
| 1593 | 2010.07.23 18:14 | close | 759 | 0.10 | 112.396 | 0.000 | 0.000 | 890.00 | 1248523.90 |
| 1594 | 2010.07.23 18:32 | buy | 760 | 0.10 | 112.100 | 0.000 | 0.000 | ||
| 1595 | 2010.07.23 19:00 | close | 760 | 0.10 | 112.115 | 0.000 | 0.000 | 150.00 | 1248673.90 |
| 1596 | 2010.07.23 19:30 | buy | 761 | 0.10 | 112.347 | 0.000 | 0.000 | ||
| 1597 | 2010.07.23 19:31 | close | 761 | 0.10 | 112.402 | 0.000 | 0.000 | 550.00 | 1249223.90 |
| 1598 | 2010.07.23 21:06 | buy | 762 | 0.10 | 112.847 | 0.000 | 0.000 | ||
| 1599 | 2010.07.23 21:09 | close | 762 | 0.10 | 112.862 | 0.000 | 0.000 | 150.00 | 1249373.90 |
| 1600 | 2010.07.23 21:17 | buy | 763 | 0.10 | 112.776 | 0.000 | 0.000 | ||
| 1601 | 2010.07.23 21:19 | close | 763 | 0.10 | 112.854 | 0.000 | 0.000 | 780.00 | 1250153.90 |
| 1602 | 2010.07.23 21:40 | buy | 764 | 0.10 | 112.880 | 0.000 | 0.000 | ||
| 1603 | 2010.07.23 21:41 | close | 764 | 0.10 | 112.903 | 0.000 | 0.000 | 230.00 | 1250383.90 |
| 1604 | 2010.07.23 21:48 | buy | 765 | 0.10 | 112.755 | 0.000 | 0.000 | ||
| 1605 | 2010.07.23 21:57 | close | 765 | 0.10 | 112.791 | 0.000 | 0.000 | 360.00 | 1250743.90 |
| 1606 | 2010.07.23 22:31 | buy | 766 | 0.10 | 112.837 | 0.000 | 0.000 | ||
| 1607 | 2010.07.23 22:46 | close | 766 | 0.10 | 112.848 | 0.000 | 0.000 | 110.00 | 1250853.90 |
| 1608 | 2010.07.26 00:15 | buy | 767 | 0.10 | 112.710 | 0.000 | 0.000 | ||
| 1609 | 2010.07.26 00:30 | close | 767 | 0.10 | 112.726 | 0.000 | 0.000 | 160.00 | 1251013.90 |
| 1610 | 2010.07.26 00:48 | buy | 768 | 0.10 | 112.852 | 0.000 | 0.000 | ||
| 1611 | 2010.07.26 01:30 | close | 768 | 0.10 | 112.903 | 0.000 | 0.000 | 510.00 | 1251523.90 |
| 1612 | 2010.07.26 02:34 | buy | 769 | 0.10 | 113.388 | 0.000 | 0.000 | ||
| 1613 | 2010.07.26 03:19 | close | 769 | 0.10 | 113.427 | 0.000 | 0.000 | 390.00 | 1251913.90 |
| 1614 | 2010.07.26 03:47 | buy | 770 | 0.10 | 113.217 | 0.000 | 0.000 | ||
| 1615 | 2010.07.26 03:49 | close | 770 | 0.10 | 113.291 | 0.000 | 0.000 | 740.00 | 1252653.90 |
| 1616 | 2010.07.26 04:20 | buy | 771 | 0.10 | 113.363 | 0.000 | 0.000 | ||
| 1617 | 2010.07.26 06:07 | close | 771 | 0.10 | 113.415 | 0.000 | 0.000 | 520.00 | 1253173.90 |
| 1618 | 2010.07.26 07:04 | buy | 772 | 0.10 | 113.180 | 0.000 | 0.000 | ||
| 1619 | 2010.07.26 08:25 | close | 772 | 0.10 | 113.191 | 0.000 | 0.000 | 110.00 | 1253283.90 |
| 1620 | 2010.07.26 08:30 | buy | 773 | 0.10 | 113.122 | 0.000 | 0.000 | ||
| 1621 | 2010.07.26 08:31 | close | 773 | 0.10 | 113.159 | 0.000 | 0.000 | 370.00 | 1253653.90 |
| 1622 | 2010.07.26 08:50 | buy | 774 | 0.10 | 113.076 | 0.000 | 0.000 | ||
| 1623 | 2010.07.26 08:58 | close | 774 | 0.10 | 113.096 | 0.000 | 0.000 | 200.00 | 1253853.90 |
| 1624 | 2010.07.26 09:03 | buy | 775 | 0.10 | 112.991 | 0.000 | 0.000 | ||
| 1625 | 2010.07.26 16:03 | close | 775 | 0.10 | 113.042 | 0.000 | 0.000 | 510.00 | 1254363.90 |
| 1626 | 2010.07.26 16:23 | buy | 776 | 0.10 | 112.993 | 0.000 | 0.000 | ||
| 1627 | 2010.07.26 16:30 | close | 776 | 0.10 | 113.007 | 0.000 | 0.000 | 140.00 | 1254503.90 |
| 1628 | 2010.07.26 16:33 | buy | 777 | 0.10 | 112.875 | 0.000 | 0.000 | ||
| 1629 | 2010.07.26 16:39 | close | 777 | 0.10 | 112.889 | 0.000 | 0.000 | 140.00 | 1254643.90 |
| 1630 | 2010.07.26 16:47 | buy | 778 | 0.10 | 112.815 | 0.000 | 0.000 | ||
| 1631 | 2010.07.26 16:49 | close | 778 | 0.10 | 112.844 | 0.000 | 0.000 | 290.00 | 1254933.90 |
| 1632 | 2010.07.26 17:41 | buy | 779 | 0.10 | 113.216 | 0.000 | 0.000 | ||
| 1633 | 2010.07.26 17:44 | close | 779 | 0.10 | 113.236 | 0.000 | 0.000 | 200.00 | 1255133.90 |
| 1634 | 2010.07.26 18:47 | buy | 780 | 0.10 | 113.065 | 0.000 | 0.000 | ||
| 1635 | 2010.07.27 03:45 | close | 780 | 0.10 | 113.078 | 0.000 | 0.000 | 125.29 | 1255259.20 |
| 1636 | 2010.07.27 03:58 | buy | 781 | 0.10 | 113.054 | 0.000 | 0.000 | ||
| 1637 | 2010.07.27 04:06 | close | 781 | 0.10 | 113.076 | 0.000 | 0.000 | 220.00 | 1255479.20 |
| 1638 | 2010.07.27 04:30 | buy | 782 | 0.10 | 113.093 | 0.000 | 0.000 | ||
| 1639 | 2010.07.27 04:48 | close | 782 | 0.10 | 113.106 | 0.000 | 0.000 | 130.00 | 1255609.20 |
| 1640 | 2010.07.27 05:41 | buy | 783 | 0.10 | 113.091 | 0.000 | 0.000 | ||
| 1641 | 2010.07.27 07:14 | close | 783 | 0.10 | 113.119 | 0.000 | 0.000 | 280.00 | 1255889.20 |
| 1642 | 2010.07.27 07:44 | buy | 784 | 0.10 | 113.103 | 0.000 | 0.000 | ||
| 1643 | 2010.07.27 07:48 | close | 784 | 0.10 | 113.136 | 0.000 | 0.000 | 330.00 | 1256219.20 |
| 1644 | 2010.07.27 07:59 | buy | 785 | 0.10 | 113.178 | 0.000 | 0.000 | ||
| 1645 | 2010.07.27 08:01 | close | 785 | 0.10 | 113.215 | 0.000 | 0.000 | 370.00 | 1256589.20 |
| 1646 | 2010.07.27 09:50 | buy | 786 | 0.10 | 113.124 | 0.000 | 0.000 | ||
| 1647 | 2010.07.27 09:51 | close | 786 | 0.10 | 113.187 | 0.000 | 0.000 | 630.00 | 1257219.20 |
| 1648 | 2010.07.27 11:13 | buy | 787 | 0.10 | 113.361 | 0.000 | 0.000 | ||
| 1649 | 2010.07.27 11:19 | close | 787 | 0.10 | 113.376 | 0.000 | 0.000 | 150.00 | 1257369.20 |
| 1650 | 2010.07.27 11:37 | buy | 788 | 0.10 | 113.181 | 0.000 | 0.000 | ||