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 |
| 1651 | 2010.07.27 11:39 | close | 788 | 0.10 | 113.239 | 0.000 | 0.000 | 580.00 | 1257949.20 |
| 1652 | 2010.07.27 13:39 | buy | 789 | 0.10 | 113.799 | 0.000 | 0.000 | ||
| 1653 | 2010.07.27 13:44 | close | 789 | 0.10 | 113.858 | 0.000 | 0.000 | 590.00 | 1258539.20 |
| 1654 | 2010.07.27 14:01 | buy | 790 | 0.10 | 113.876 | 0.000 | 0.000 | ||
| 1655 | 2010.07.27 14:23 | close | 790 | 0.10 | 113.908 | 0.000 | 0.000 | 320.00 | 1258859.20 |
| 1656 | 2010.07.27 14:51 | buy | 791 | 0.10 | 113.958 | 0.000 | 0.000 | ||
| 1657 | 2010.07.27 15:02 | close | 791 | 0.10 | 113.974 | 0.000 | 0.000 | 160.00 | 1259019.20 |
| 1658 | 2010.07.27 15:19 | buy | 792 | 0.10 | 113.883 | 0.000 | 0.000 | ||
| 1659 | 2010.07.27 15:27 | close | 792 | 0.10 | 113.895 | 0.000 | 0.000 | 120.00 | 1259139.20 |
| 1660 | 2010.07.27 15:35 | buy | 793 | 0.10 | 113.728 | 0.000 | 0.000 | ||
| 1661 | 2010.07.27 15:38 | close | 793 | 0.10 | 113.770 | 0.000 | 0.000 | 420.00 | 1259559.20 |
| 1662 | 2010.07.27 16:06 | buy | 794 | 0.10 | 113.699 | 0.000 | 0.000 | ||
| 1663 | 2010.07.27 16:23 | close | 794 | 0.10 | 113.756 | 0.000 | 0.000 | 570.00 | 1260129.20 |
| 1664 | 2010.07.27 17:04 | buy | 795 | 0.10 | 113.911 | 0.000 | 0.000 | ||
| 1665 | 2010.07.27 17:05 | close | 795 | 0.10 | 113.967 | 0.000 | 0.000 | 560.00 | 1260689.20 |
| 1666 | 2010.07.27 17:14 | buy | 796 | 0.10 | 113.782 | 0.000 | 0.000 | ||
| 1667 | 2010.07.27 17:25 | close | 796 | 0.10 | 113.835 | 0.000 | 0.000 | 530.00 | 1261219.20 |
| 1668 | 2010.07.27 17:51 | buy | 797 | 0.10 | 113.936 | 0.000 | 0.000 | ||
| 1669 | 2010.07.27 17:53 | close | 797 | 0.10 | 113.964 | 0.000 | 0.000 | 280.00 | 1261499.20 |
| 1670 | 2010.07.27 18:23 | buy | 798 | 0.10 | 114.247 | 0.000 | 0.000 | ||
| 1671 | 2010.07.27 21:06 | close | 798 | 0.10 | 114.262 | 0.000 | 0.000 | 150.00 | 1261649.20 |
| 1672 | 2010.07.27 21:15 | buy | 799 | 0.10 | 114.175 | 0.000 | 0.000 | ||
| 1673 | 2010.07.27 21:19 | close | 799 | 0.10 | 114.214 | 0.000 | 0.000 | 390.00 | 1262039.20 |
| 1674 | 2010.07.27 22:20 | buy | 800 | 0.10 | 114.328 | 0.000 | 0.000 | ||
| 1675 | 2010.07.28 08:12 | close | 800 | 0.10 | 114.356 | 0.000 | 0.000 | 275.24 | 1262314.44 |
| 1676 | 2010.07.28 08:31 | buy | 801 | 0.10 | 114.321 | 0.000 | 0.000 | ||
| 1677 | 2010.07.28 08:35 | close | 801 | 0.10 | 114.355 | 0.000 | 0.000 | 340.00 | 1262654.44 |
| 1678 | 2010.07.28 08:55 | buy | 802 | 0.10 | 114.608 | 0.000 | 0.000 | ||
| 1679 | 2010.07.28 09:09 | close | 802 | 0.10 | 114.624 | 0.000 | 0.000 | 160.00 | 1262814.44 |
| 1680 | 2010.07.28 09:29 | buy | 803 | 0.10 | 114.432 | 0.000 | 0.000 | ||
| 1681 | 2010.07.28 09:33 | close | 803 | 0.10 | 114.464 | 0.000 | 0.000 | 320.00 | 1263134.44 |
| 1682 | 2010.07.28 11:19 | buy | 804 | 0.10 | 114.480 | 0.000 | 0.000 | ||
| 1683 | 2010.07.28 11:20 | close | 804 | 0.10 | 114.512 | 0.000 | 0.000 | 320.00 | 1263454.44 |
| 1684 | 2010.07.28 11:42 | buy | 805 | 0.10 | 114.521 | 0.000 | 0.000 | ||
| 1685 | 2010.07.30 02:25 | buy | 806 | 0.10 | 113.018 | 0.000 | 0.000 | ||
| 1686 | 2010.07.30 02:25 | modify | 805 | 0.10 | 114.521 | 0.000 | 113.795 | ||
| 1687 | 2010.07.30 02:25 | modify | 806 | 0.10 | 113.018 | 0.000 | 113.795 | ||
| 1688 | 2010.08.02 16:00 | t/p | 805 | 0.10 | 113.795 | 0.000 | 113.795 | -7283.62 | 1256170.82 |
| 1689 | 2010.08.02 16:00 | t/p | 806 | 0.10 | 113.795 | 0.000 | 113.795 | 7765.30 | 1263936.12 |
| 1690 | 2010.08.02 17:12 | buy | 807 | 0.10 | 113.896 | 0.000 | 0.000 | ||
| 1691 | 2010.08.02 17:26 | close | 807 | 0.10 | 113.909 | 0.000 | 0.000 | 130.00 | 1264066.12 |
| 1692 | 2010.08.02 17:56 | buy | 808 | 0.10 | 113.857 | 0.000 | 0.000 | ||
| 1693 | 2010.08.02 19:01 | close | 808 | 0.10 | 113.875 | 0.000 | 0.000 | 180.00 | 1264246.12 |
| 1694 | 2010.08.02 19:27 | buy | 809 | 0.10 | 113.932 | 0.000 | 0.000 | ||
| 1695 | 2010.08.02 19:58 | close | 809 | 0.10 | 113.950 | 0.000 | 0.000 | 180.00 | 1264426.12 |
| 1696 | 2010.08.02 21:40 | buy | 810 | 0.10 | 113.872 | 0.000 | 0.000 | ||
| 1697 | 2010.08.02 21:43 | close | 810 | 0.10 | 113.890 | 0.000 | 0.000 | 180.00 | 1264606.12 |
| 1698 | 2010.08.02 21:48 | buy | 811 | 0.10 | 113.875 | 0.000 | 0.000 | ||
| 1699 | 2010.08.02 21:49 | close | 811 | 0.10 | 113.906 | 0.000 | 0.000 | 310.00 | 1264916.12 |
| 1700 | 2010.08.02 22:40 | buy | 812 | 0.10 | 113.887 | 0.000 | 0.000 | ||
| 1701 | 2010.08.02 22:43 | close | 812 | 0.10 | 113.905 | 0.000 | 0.000 | 180.00 | 1265096.12 |
| 1702 | 2010.08.02 22:58 | buy | 813 | 0.10 | 113.963 | 0.000 | 0.000 | ||
| 1703 | 2010.08.02 22:59 | close | 813 | 0.10 | 113.977 | 0.000 | 0.000 | 140.00 | 1265236.12 |
| 1704 | 2010.08.02 23:26 | buy | 814 | 0.10 | 113.963 | 0.000 | 0.000 | ||
| 1705 | 2010.08.03 00:39 | close | 814 | 0.10 | 113.986 | 0.000 | 0.000 | 225.26 | 1265461.37 |
| 1706 | 2010.08.03 00:53 | buy | 815 | 0.10 | 114.079 | 0.000 | 0.000 | ||
| 1707 | 2010.08.03 00:56 | close | 815 | 0.10 | 114.090 | 0.000 | 0.000 | 110.00 | 1265571.37 |
| 1708 | 2010.08.03 01:00 | buy | 816 | 0.10 | 114.068 | 0.000 | 0.000 | ||
| 1709 | 2010.08.03 01:07 | close | 816 | 0.10 | 114.105 | 0.000 | 0.000 | 370.00 | 1265941.37 |
| 1710 | 2010.08.03 01:28 | buy | 817 | 0.10 | 114.027 | 0.000 | 0.000 | ||
| 1711 | 2010.08.03 01:33 | close | 817 | 0.10 | 114.040 | 0.000 | 0.000 | 130.00 | 1266071.37 |
| 1712 | 2010.08.03 01:51 | buy | 818 | 0.10 | 113.989 | 0.000 | 0.000 | ||
| 1713 | 2010.08.03 02:03 | close | 818 | 0.10 | 114.024 | 0.000 | 0.000 | 350.00 | 1266421.37 |
| 1714 | 2010.08.03 03:46 | buy | 819 | 0.10 | 113.902 | 0.000 | 0.000 | ||
| 1715 | 2010.08.03 08:39 | close | 819 | 0.10 | 113.916 | 0.000 | 0.000 | 140.00 | 1266561.37 |
| 1716 | 2010.08.03 09:04 | buy | 820 | 0.10 | 113.792 | 0.000 | 0.000 | ||
| 1717 | 2010.08.03 10:14 | close | 820 | 0.10 | 113.853 | 0.000 | 0.000 | 610.00 | 1267171.37 |
| 1718 | 2010.08.03 10:36 | buy | 821 | 0.10 | 113.715 | 0.000 | 0.000 | ||
| 1719 | 2010.08.03 10:49 | close | 821 | 0.10 | 113.737 | 0.000 | 0.000 | 220.00 | 1267391.37 |
| 1720 | 2010.08.03 11:50 | buy | 822 | 0.10 | 113.877 | 0.000 | 0.000 | ||
| 1721 | 2010.08.03 12:00 | close | 822 | 0.10 | 113.903 | 0.000 | 0.000 | 260.00 | 1267651.37 |
| 1722 | 2010.08.03 12:25 | buy | 823 | 0.10 | 113.858 | 0.000 | 0.000 | ||
| 1723 | 2010.08.05 12:48 | close | 823 | 0.10 | 113.877 | 0.000 | 0.000 | 171.08 | 1267822.45 |
| 1724 | 2010.08.05 13:04 | buy | 824 | 0.10 | 113.717 | 0.000 | 0.000 | ||
| 1725 | 2010.08.05 13:06 | close | 824 | 0.10 | 113.731 | 0.000 | 0.000 | 140.00 | 1267962.45 |
| 1726 | 2010.08.05 13:35 | buy | 825 | 0.10 | 113.676 | 0.000 | 0.000 | ||
| 1727 | 2010.08.05 13:45 | close | 825 | 0.10 | 113.713 | 0.000 | 0.000 | 370.00 | 1268332.45 |
| 1728 | 2010.08.05 13:51 | buy | 826 | 0.10 | 113.666 | 0.000 | 0.000 | ||
| 1729 | 2010.08.05 13:53 | close | 826 | 0.10 | 113.687 | 0.000 | 0.000 | 210.00 | 1268542.45 |
| 1730 | 2010.08.05 14:14 | buy | 827 | 0.10 | 113.588 | 0.000 | 0.000 | ||
| 1731 | 2010.08.05 14:15 | close | 827 | 0.10 | 113.636 | 0.000 | 0.000 | 480.00 | 1269022.45 |
| 1732 | 2010.08.05 14:32 | buy | 828 | 0.10 | 113.473 | 0.000 | 0.000 | ||
| 1733 | 2010.08.05 14:34 | close | 828 | 0.10 | 113.551 | 0.000 | 0.000 | 780.00 | 1269802.45 |
| 1734 | 2010.08.05 15:04 | buy | 829 | 0.10 | 113.477 | 0.000 | 0.000 | ||
| 1735 | 2010.08.06 05:32 | close | 829 | 0.10 | 113.506 | 0.000 | 0.000 | 285.28 | 1270087.73 |
| 1736 | 2010.08.06 05:42 | buy | 830 | 0.10 | 113.444 | 0.000 | 0.000 | ||
| 1737 | 2010.08.06 05:43 | close | 830 | 0.10 | 113.465 | 0.000 | 0.000 | 210.00 | 1270297.73 |
| 1738 | 2010.08.06 05:54 | buy | 831 | 0.10 | 113.479 | 0.000 | 0.000 | ||
| 1739 | 2010.08.06 06:06 | close | 831 | 0.10 | 113.513 | 0.000 | 0.000 | 340.00 | 1270637.73 |
| 1740 | 2010.08.06 06:26 | buy | 832 | 0.10 | 113.466 | 0.000 | 0.000 | ||
| 1741 | 2010.08.06 06:39 | close | 832 | 0.10 | 113.489 | 0.000 | 0.000 | 230.00 | 1270867.73 |
| 1742 | 2010.08.06 06:48 | buy | 833 | 0.10 | 113.453 | 0.000 | 0.000 | ||
| 1743 | 2010.08.06 06:53 | close | 833 | 0.10 | 113.472 | 0.000 | 0.000 | 190.00 | 1271057.73 |
| 1744 | 2010.08.06 07:11 | buy | 834 | 0.10 | 113.438 | 0.000 | 0.000 | ||
| 1745 | 2010.08.06 07:16 | close | 834 | 0.10 | 113.466 | 0.000 | 0.000 | 280.00 | 1271337.73 |
| 1746 | 2010.08.06 07:21 | buy | 835 | 0.10 | 113.450 | 0.000 | 0.000 | ||
| 1747 | 2010.08.06 07:30 | close | 835 | 0.10 | 113.476 | 0.000 | 0.000 | 260.00 | 1271597.73 |
| 1748 | 2010.08.06 08:13 | buy | 836 | 0.10 | 113.604 | 0.000 | 0.000 | ||
| 1749 | 2010.08.06 08:23 | close | 836 | 0.10 | 113.615 | 0.000 | 0.000 | 110.00 | 1271707.73 |
| 1750 | 2010.08.06 08:44 | buy | 837 | 0.10 | 113.555 | 0.000 | 0.000 | ||
| 1751 | 2010.08.06 08:47 | close | 837 | 0.10 | 113.584 | 0.000 | 0.000 | 290.00 | 1271997.73 |
| 1752 | 2010.08.06 09:20 | buy | 838 | 0.10 | 113.564 | 0.000 | 0.000 | ||
| 1753 | 2010.08.06 09:28 | close | 838 | 0.10 | 113.588 | 0.000 | 0.000 | 240.00 | 1272237.73 |
| 1754 | 2010.08.06 10:18 | buy | 839 | 0.10 | 113.552 | 0.000 | 0.000 | ||
| 1755 | 2010.08.06 16:01 | close | 839 | 0.10 | 113.584 | 0.000 | 0.000 | 320.00 | 1272557.73 |
| 1756 | 2010.08.06 16:42 | buy | 840 | 0.10 | 113.286 | 0.000 | 0.000 | ||
| 1757 | 2010.08.06 17:24 | close | 840 | 0.10 | 113.319 | 0.000 | 0.000 | 330.00 | 1272887.73 |
| 1758 | 2010.08.06 18:14 | buy | 841 | 0.10 | 113.148 | 0.000 | 0.000 | ||
| 1759 | 2010.08.06 18:39 | close | 841 | 0.10 | 113.167 | 0.000 | 0.000 | 190.00 | 1273077.73 |
| 1760 | 2010.08.06 21:14 | buy | 842 | 0.10 | 113.377 | 0.000 | 0.000 | ||
| 1761 | 2010.08.06 21:17 | close | 842 | 0.10 | 113.389 | 0.000 | 0.000 | 120.00 | 1273197.73 |
| 1762 | 2010.08.06 21:48 | buy | 843 | 0.10 | 113.415 | 0.000 | 0.000 | ||
| 1763 | 2010.08.06 21:49 | close | 843 | 0.10 | 113.440 | 0.000 | 0.000 | 250.00 | 1273447.73 |
| 1764 | 2010.08.09 00:01 | buy | 844 | 0.10 | 113.486 | 0.000 | 0.000 | ||
| 1765 | 2010.08.09 02:16 | close | 844 | 0.10 | 113.500 | 0.000 | 0.000 | 140.00 | 1273587.73 |
| 1766 | 2010.08.09 02:45 | buy | 845 | 0.10 | 113.431 | 0.000 | 0.000 | ||
| 1767 | 2010.08.09 02:47 | close | 845 | 0.10 | 113.456 | 0.000 | 0.000 | 250.00 | 1273837.73 |
| 1768 | 2010.08.09 03:29 | buy | 846 | 0.10 | 113.387 | 0.000 | 0.000 | ||
| 1769 | 2010.08.09 03:32 | close | 846 | 0.10 | 113.408 | 0.000 | 0.000 | 210.00 | 1274047.73 |
| 1770 | 2010.08.09 05:06 | buy | 847 | 0.10 | 113.404 | 0.000 | 0.000 | ||
| 1771 | 2010.08.09 05:07 | close | 847 | 0.10 | 113.426 | 0.000 | 0.000 | 220.00 | 1274267.73 |
| 1772 | 2010.08.09 05:31 | buy | 848 | 0.10 | 113.400 | 0.000 | 0.000 | ||
| 1773 | 2010.08.09 05:40 | close | 848 | 0.10 | 113.413 | 0.000 | 0.000 | 130.00 | 1274397.73 |
| 1774 | 2010.08.09 09:05 | buy | 849 | 0.10 | 113.727 | 0.000 | 0.000 | ||
| 1775 | 2010.08.09 09:19 | close | 849 | 0.10 | 113.743 | 0.000 | 0.000 | 160.00 | 1274557.73 |
| 1776 | 2010.08.09 09:44 | buy | 850 | 0.10 | 113.823 | 0.000 | 0.000 | ||
| 1777 | 2010.08.09 09:46 | close | 850 | 0.10 | 113.838 | 0.000 | 0.000 | 150.00 | 1274707.73 |
| 1778 | 2010.08.09 10:06 | buy | 851 | 0.10 | 113.696 | 0.000 | 0.000 | ||
| 1779 | 2010.08.09 10:08 | close | 851 | 0.10 | 113.744 | 0.000 | 0.000 | 480.00 | 1275187.73 |
| 1780 | 2010.08.09 11:10 | buy | 852 | 0.10 | 113.686 | 0.000 | 0.000 | ||
| 1781 | 2010.08.09 11:26 | close | 852 | 0.10 | 113.725 | 0.000 | 0.000 | 390.00 | 1275577.73 |
| 1782 | 2010.08.09 12:02 | buy | 853 | 0.10 | 113.633 | 0.000 | 0.000 | ||
| 1783 | 2010.08.09 12:09 | close | 853 | 0.10 | 113.650 | 0.000 | 0.000 | 170.00 | 1275747.73 |
| 1784 | 2010.08.09 12:13 | buy | 854 | 0.10 | 113.601 | 0.000 | 0.000 | ||
| 1785 | 2010.08.09 15:03 | close | 854 | 0.10 | 113.617 | 0.000 | 0.000 | 160.00 | 1275907.73 |
| 1786 | 2010.08.09 15:09 | buy | 855 | 0.10 | 113.484 | 0.000 | 0.000 | ||
| 1787 | 2010.08.09 15:11 | close | 855 | 0.10 | 113.516 | 0.000 | 0.000 | 320.00 | 1276227.73 |
| 1788 | 2010.08.09 15:15 | buy | 856 | 0.10 | 113.439 | 0.000 | 0.000 | ||
| 1789 | 2010.08.09 15:17 | close | 856 | 0.10 | 113.487 | 0.000 | 0.000 | 480.00 | 1276707.73 |
| 1790 | 2010.08.09 15:37 | buy | 857 | 0.10 | 113.487 | 0.000 | 0.000 | ||
| 1791 | 2010.08.09 15:45 | close | 857 | 0.10 | 113.512 | 0.000 | 0.000 | 250.00 | 1276957.73 |
| 1792 | 2010.08.09 16:14 | buy | 858 | 0.10 | 113.510 | 0.000 | 0.000 | ||
| 1793 | 2010.08.09 16:15 | close | 858 | 0.10 | 113.537 | 0.000 | 0.000 | 270.00 | 1277227.73 |
| 1794 | 2010.08.09 16:21 | buy | 859 | 0.10 | 113.434 | 0.000 | 0.000 | ||
| 1795 | 2010.08.09 16:32 | close | 859 | 0.10 | 113.453 | 0.000 | 0.000 | 190.00 | 1277417.73 |
| 1796 | 2010.08.09 18:14 | buy | 860 | 0.10 | 113.641 | 0.000 | 0.000 | ||
| 1797 | 2010.08.09 18:18 | close | 860 | 0.10 | 113.670 | 0.000 | 0.000 | 290.00 | 1277707.73 |
| 1798 | 2010.08.09 18:21 | buy | 861 | 0.10 | 113.555 | 0.000 | 0.000 | ||
| 1799 | 2010.08.09 18:37 | close | 861 | 0.10 | 113.567 | 0.000 | 0.000 | 120.00 | 1277827.73 |
| 1800 | 2010.08.09 19:04 | buy | 862 | 0.10 | 113.541 | 0.000 | 0.000 | ||