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 |
| 1801 | 2010.08.09 19:13 | close | 862 | 0.10 | 113.588 | 0.000 | 0.000 | 470.00 | 1278297.73 |
| 1802 | 2010.08.09 19:33 | buy | 863 | 0.10 | 113.529 | 0.000 | 0.000 | ||
| 1803 | 2010.08.09 19:37 | close | 863 | 0.10 | 113.566 | 0.000 | 0.000 | 370.00 | 1278667.73 |
| 1804 | 2010.08.09 19:43 | buy | 864 | 0.10 | 113.520 | 0.000 | 0.000 | ||
| 1805 | 2010.08.09 19:54 | close | 864 | 0.10 | 113.563 | 0.000 | 0.000 | 430.00 | 1279097.73 |
| 1806 | 2010.08.09 20:08 | buy | 865 | 0.10 | 113.512 | 0.000 | 0.000 | ||
| 1807 | 2010.08.09 20:10 | close | 865 | 0.10 | 113.535 | 0.000 | 0.000 | 230.00 | 1279327.73 |
| 1808 | 2010.08.09 21:02 | buy | 866 | 0.10 | 113.545 | 0.000 | 0.000 | ||
| 1809 | 2010.08.09 21:11 | close | 866 | 0.10 | 113.558 | 0.000 | 0.000 | 130.00 | 1279457.73 |
| 1810 | 2010.08.09 22:53 | buy | 867 | 0.10 | 113.636 | 0.000 | 0.000 | ||
| 1811 | 2010.08.09 23:09 | close | 867 | 0.10 | 113.657 | 0.000 | 0.000 | 210.00 | 1279667.73 |
| 1812 | 2010.08.09 23:58 | buy | 868 | 0.10 | 113.620 | 0.000 | 0.000 | ||
| 1813 | 2010.08.09 23:59 | close | 868 | 0.10 | 113.632 | 0.000 | 0.000 | 120.00 | 1279787.73 |
| 1814 | 2010.08.10 01:03 | buy | 869 | 0.10 | 113.594 | 0.000 | 0.000 | ||
| 1815 | 2010.08.10 01:10 | close | 869 | 0.10 | 113.618 | 0.000 | 0.000 | 240.00 | 1280027.73 |
| 1816 | 2010.08.10 01:27 | buy | 870 | 0.10 | 113.565 | 0.000 | 0.000 | ||
| 1817 | 2010.08.10 01:30 | close | 870 | 0.10 | 113.591 | 0.000 | 0.000 | 260.00 | 1280287.73 |
| 1818 | 2010.08.10 02:31 | buy | 871 | 0.10 | 113.578 | 0.000 | 0.000 | ||
| 1819 | 2010.08.10 02:32 | close | 871 | 0.10 | 113.597 | 0.000 | 0.000 | 190.00 | 1280477.73 |
| 1820 | 2010.08.10 02:50 | buy | 872 | 0.10 | 113.550 | 0.000 | 0.000 | ||
| 1821 | 2010.08.11 02:44 | buy | 873 | 0.10 | 111.765 | 0.000 | 0.000 | ||
| 1822 | 2010.08.11 02:44 | modify | 872 | 0.10 | 113.550 | 0.000 | 112.683 | ||
| 1823 | 2010.08.11 02:44 | modify | 873 | 0.10 | 111.765 | 0.000 | 112.683 | ||
| 1824 | 2010.08.11 14:59 | buy | 874 | 0.10 | 110.291 | 0.000 | 0.000 | ||
| 1825 | 2010.08.11 14:59 | modify | 872 | 0.10 | 113.550 | 0.000 | 111.885 | ||
| 1826 | 2010.08.11 14:59 | modify | 873 | 0.10 | 111.765 | 0.000 | 111.885 | ||
| 1827 | 2010.08.11 14:59 | modify | 874 | 0.10 | 110.291 | 0.000 | 111.885 | ||
| 1828 | 2010.08.20 11:10 | buy | 875 | 0.10 | 108.928 | 0.000 | 0.000 | ||
| 1829 | 2010.08.20 11:10 | modify | 872 | 0.10 | 113.550 | 0.000 | 111.146 | ||
| 1830 | 2010.08.20 11:10 | modify | 873 | 0.10 | 111.765 | 0.000 | 111.146 | ||
| 1831 | 2010.08.20 11:10 | modify | 874 | 0.10 | 110.291 | 0.000 | 111.146 | ||
| 1832 | 2010.08.20 11:10 | modify | 875 | 0.10 | 108.928 | 0.000 | 111.146 | ||
| 1833 | 2010.08.23 23:54 | buy | 876 | 0.10 | 107.626 | 0.000 | 0.000 | ||
| 1834 | 2010.08.23 23:54 | modify | 872 | 0.10 | 113.550 | 0.000 | 110.442 | ||
| 1835 | 2010.08.23 23:54 | modify | 873 | 0.10 | 111.765 | 0.000 | 110.442 | ||
| 1836 | 2010.08.23 23:54 | modify | 874 | 0.10 | 110.291 | 0.000 | 110.442 | ||
| 1837 | 2010.08.23 23:54 | modify | 875 | 0.10 | 108.928 | 0.000 | 110.442 | ||
| 1838 | 2010.08.23 23:54 | modify | 876 | 0.10 | 107.626 | 0.000 | 110.442 | ||
| 1839 | 2010.08.24 11:58 | buy | 877 | 0.10 | 106.380 | 0.000 | 0.000 | ||
| 1840 | 2010.08.24 11:58 | modify | 872 | 0.10 | 113.550 | 0.000 | 109.765 | ||
| 1841 | 2010.08.24 11:58 | modify | 873 | 0.10 | 111.765 | 0.000 | 109.765 | ||
| 1842 | 2010.08.24 11:58 | modify | 874 | 0.10 | 110.291 | 0.000 | 109.765 | ||
| 1843 | 2010.08.24 11:58 | modify | 875 | 0.10 | 108.928 | 0.000 | 109.765 | ||
| 1844 | 2010.08.24 11:58 | modify | 876 | 0.10 | 107.626 | 0.000 | 109.765 | ||
| 1845 | 2010.08.24 11:58 | modify | 877 | 0.10 | 106.380 | 0.000 | 109.765 | ||
| 1846 | 2010.09.15 05:07 | t/p | 872 | 0.10 | 109.765 | 0.000 | 109.765 | -38012.44 | 1242465.29 |
| 1847 | 2010.09.15 05:07 | t/p | 873 | 0.10 | 109.765 | 0.000 | 109.765 | -20157.76 | 1222307.54 |
| 1848 | 2010.09.15 05:07 | t/p | 874 | 0.10 | 109.765 | 0.000 | 109.765 | -5417.76 | 1216889.78 |
| 1849 | 2010.09.15 05:07 | t/p | 875 | 0.10 | 109.765 | 0.000 | 109.765 | 8262.53 | 1225152.31 |
| 1850 | 2010.09.15 05:07 | t/p | 876 | 0.10 | 109.765 | 0.000 | 109.765 | 21287.06 | 1246439.37 |
| 1851 | 2010.09.15 05:07 | t/p | 877 | 0.10 | 109.765 | 0.000 | 109.765 | 33751.55 | 1280190.92 |
| 1852 | 2010.09.15 06:38 | buy | 878 | 0.10 | 110.305 | 0.000 | 0.000 | ||
| 1853 | 2010.09.15 06:44 | close | 878 | 0.10 | 110.349 | 0.000 | 0.000 | 440.00 | 1280630.92 |
| 1854 | 2010.09.15 06:49 | buy | 879 | 0.10 | 110.314 | 0.000 | 0.000 | ||
| 1855 | 2010.09.15 07:03 | close | 879 | 0.10 | 110.349 | 0.000 | 0.000 | 350.00 | 1280980.92 |
| 1856 | 2010.09.15 07:20 | buy | 880 | 0.10 | 110.203 | 0.000 | 0.000 | ||
| 1857 | 2010.09.15 07:36 | close | 880 | 0.10 | 110.220 | 0.000 | 0.000 | 170.00 | 1281150.92 |
| 1858 | 2010.09.15 08:10 | buy | 881 | 0.10 | 110.129 | 0.000 | 0.000 | ||
| 1859 | 2010.09.15 08:13 | close | 881 | 0.10 | 110.166 | 0.000 | 0.000 | 370.00 | 1281520.92 |
| 1860 | 2010.09.15 08:45 | buy | 882 | 0.10 | 110.220 | 0.000 | 0.000 | ||
| 1861 | 2010.09.15 08:49 | close | 882 | 0.10 | 110.335 | 0.000 | 0.000 | 1150.00 | 1282670.92 |
| 1862 | 2010.09.15 10:06 | buy | 883 | 0.10 | 110.987 | 0.000 | 0.000 | ||
| 1863 | 2010.09.15 14:14 | close | 883 | 0.10 | 111.018 | 0.000 | 0.000 | 310.00 | 1282980.92 |
| 1864 | 2010.09.15 15:33 | buy | 884 | 0.10 | 111.063 | 0.000 | 0.000 | ||
| 1865 | 2010.09.15 15:36 | close | 884 | 0.10 | 111.121 | 0.000 | 0.000 | 580.00 | 1283560.92 |
| 1866 | 2010.09.15 17:08 | buy | 885 | 0.10 | 111.457 | 0.000 | 0.000 | ||
| 1867 | 2010.09.15 18:03 | close | 885 | 0.10 | 111.470 | 0.000 | 0.000 | 130.00 | 1283690.92 |
| 1868 | 2010.09.15 18:17 | buy | 886 | 0.10 | 111.279 | 0.000 | 0.000 | ||
| 1869 | 2010.09.15 18:33 | close | 886 | 0.10 | 111.298 | 0.000 | 0.000 | 190.00 | 1283880.92 |
| 1870 | 2010.09.15 18:45 | buy | 887 | 0.10 | 111.225 | 0.000 | 0.000 | ||
| 1871 | 2010.09.15 19:05 | close | 887 | 0.10 | 111.262 | 0.000 | 0.000 | 370.00 | 1284250.92 |
| 1872 | 2010.09.15 19:25 | buy | 888 | 0.10 | 111.337 | 0.000 | 0.000 | ||
| 1873 | 2010.09.15 19:27 | close | 888 | 0.10 | 111.356 | 0.000 | 0.000 | 190.00 | 1284440.92 |
| 1874 | 2010.09.15 19:50 | buy | 889 | 0.10 | 111.393 | 0.000 | 0.000 | ||
| 1875 | 2010.09.15 20:13 | close | 889 | 0.10 | 111.431 | 0.000 | 0.000 | 380.00 | 1284820.92 |
| 1876 | 2010.09.15 20:18 | buy | 890 | 0.10 | 111.373 | 0.000 | 0.000 | ||
| 1877 | 2010.09.15 21:17 | close | 890 | 0.10 | 111.384 | 0.000 | 0.000 | 110.00 | 1284930.92 |
| 1878 | 2010.09.15 21:36 | buy | 891 | 0.10 | 111.458 | 0.000 | 0.000 | ||
| 1879 | 2010.09.15 22:18 | close | 891 | 0.10 | 111.480 | 0.000 | 0.000 | 220.00 | 1285150.92 |
| 1880 | 2010.09.16 00:23 | buy | 892 | 0.10 | 111.421 | 0.000 | 0.000 | ||
| 1881 | 2010.09.16 00:25 | close | 892 | 0.10 | 111.465 | 0.000 | 0.000 | 440.00 | 1285590.92 |
| 1882 | 2010.09.16 00:55 | buy | 893 | 0.10 | 111.538 | 0.000 | 0.000 | ||
| 1883 | 2010.09.16 10:43 | close | 893 | 0.10 | 111.629 | 0.000 | 0.000 | 910.00 | 1286500.92 |
| 1884 | 2010.09.16 11:39 | buy | 894 | 0.10 | 111.828 | 0.000 | 0.000 | ||
| 1885 | 2010.09.16 11:41 | close | 894 | 0.10 | 111.874 | 0.000 | 0.000 | 460.00 | 1286960.92 |
| 1886 | 2010.09.16 12:57 | buy | 895 | 0.10 | 112.206 | 0.000 | 0.000 | ||
| 1887 | 2010.09.16 16:05 | close | 895 | 0.10 | 112.253 | 0.000 | 0.000 | 470.00 | 1287430.92 |
| 1888 | 2010.09.16 16:17 | buy | 896 | 0.10 | 112.201 | 0.000 | 0.000 | ||
| 1889 | 2010.09.16 16:19 | close | 896 | 0.10 | 112.227 | 0.000 | 0.000 | 260.00 | 1287690.92 |
| 1890 | 2010.09.16 17:13 | buy | 897 | 0.10 | 112.211 | 0.000 | 0.000 | ||
| 1891 | 2010.09.16 20:00 | close | 897 | 0.10 | 112.222 | 0.000 | 0.000 | 110.00 | 1287800.92 |
| 1892 | 2010.09.16 20:21 | buy | 898 | 0.10 | 112.250 | 0.000 | 0.000 | ||
| 1893 | 2010.09.16 20:28 | close | 898 | 0.10 | 112.265 | 0.000 | 0.000 | 150.00 | 1287950.92 |
| 1894 | 2010.09.16 20:47 | buy | 899 | 0.10 | 112.208 | 0.000 | 0.000 | ||
| 1895 | 2010.09.16 21:07 | close | 899 | 0.10 | 112.242 | 0.000 | 0.000 | 340.00 | 1288290.92 |
| 1896 | 2010.09.16 21:17 | buy | 900 | 0.10 | 112.241 | 0.000 | 0.000 | ||
| 1897 | 2010.09.16 21:21 | close | 900 | 0.10 | 112.256 | 0.000 | 0.000 | 150.00 | 1288440.92 |
| 1898 | 2010.09.16 21:36 | buy | 901 | 0.10 | 112.240 | 0.000 | 0.000 | ||
| 1899 | 2010.09.16 21:46 | close | 901 | 0.10 | 112.264 | 0.000 | 0.000 | 240.00 | 1288680.92 |
| 1900 | 2010.09.16 22:42 | buy | 902 | 0.10 | 112.334 | 0.000 | 0.000 | ||
| 1901 | 2010.09.17 05:06 | close | 902 | 0.10 | 112.345 | 0.000 | 0.000 | 105.33 | 1288786.25 |
| 1902 | 2010.09.17 06:04 | buy | 903 | 0.10 | 112.318 | 0.000 | 0.000 | ||
| 1903 | 2010.09.17 06:06 | close | 903 | 0.10 | 112.331 | 0.000 | 0.000 | 130.00 | 1288916.25 |
| 1904 | 2010.09.17 06:33 | buy | 904 | 0.10 | 112.588 | 0.000 | 0.000 | ||
| 1905 | 2010.09.17 06:35 | close | 904 | 0.10 | 112.625 | 0.000 | 0.000 | 370.00 | 1289286.25 |
| 1906 | 2010.09.17 07:21 | buy | 905 | 0.10 | 112.591 | 0.000 | 0.000 | ||
| 1907 | 2010.09.17 07:40 | close | 905 | 0.10 | 112.616 | 0.000 | 0.000 | 250.00 | 1289536.25 |
| 1908 | 2010.09.17 07:56 | buy | 906 | 0.10 | 112.585 | 0.000 | 0.000 | ||
| 1909 | 2010.09.17 08:53 | close | 906 | 0.10 | 112.673 | 0.000 | 0.000 | 880.00 | 1290416.25 |
| 1910 | 2010.09.17 09:00 | buy | 907 | 0.10 | 112.633 | 0.000 | 0.000 | ||
| 1911 | 2010.09.17 09:11 | close | 907 | 0.10 | 112.648 | 0.000 | 0.000 | 150.00 | 1290566.25 |
| 1912 | 2010.09.17 10:01 | buy | 908 | 0.10 | 112.821 | 0.000 | 0.000 | ||
| 1913 | 2010.09.17 10:03 | close | 908 | 0.10 | 112.899 | 0.000 | 0.000 | 780.00 | 1291346.25 |
| 1914 | 2010.09.17 11:08 | buy | 909 | 0.10 | 112.824 | 0.000 | 0.000 | ||
| 1915 | 2010.09.17 11:10 | close | 909 | 0.10 | 112.871 | 0.000 | 0.000 | 470.00 | 1291816.25 |
| 1916 | 2010.09.17 11:44 | buy | 910 | 0.10 | 112.696 | 0.000 | 0.000 | ||
| 1917 | 2010.09.21 20:42 | close | 910 | 0.10 | 112.757 | 0.000 | 0.000 | 600.67 | 1292416.92 |
| 1918 | 2010.09.22 05:45 | buy | 911 | 0.10 | 112.920 | 0.000 | 0.000 | ||
| 1919 | 2010.09.22 07:22 | close | 911 | 0.10 | 112.950 | 0.000 | 0.000 | 300.00 | 1292716.92 |
| 1920 | 2010.09.22 07:28 | buy | 912 | 0.10 | 112.898 | 0.000 | 0.000 | ||
| 1921 | 2010.09.22 08:26 | close | 912 | 0.10 | 112.916 | 0.000 | 0.000 | 180.00 | 1292896.92 |
| 1922 | 2010.09.22 09:30 | buy | 913 | 0.10 | 112.750 | 0.000 | 0.000 | ||
| 1923 | 2010.09.22 09:37 | close | 913 | 0.10 | 112.800 | 0.000 | 0.000 | 500.00 | 1293396.92 |
| 1924 | 2010.09.22 12:41 | buy | 914 | 0.10 | 113.251 | 0.000 | 0.000 | ||
| 1925 | 2010.09.22 12:42 | close | 914 | 0.10 | 113.264 | 0.000 | 0.000 | 130.00 | 1293526.92 |
| 1926 | 2010.09.22 12:48 | buy | 915 | 0.10 | 113.202 | 0.000 | 0.000 | ||
| 1927 | 2010.09.22 13:24 | close | 915 | 0.10 | 113.216 | 0.000 | 0.000 | 140.00 | 1293666.92 |
| 1928 | 2010.09.22 16:00 | buy | 916 | 0.10 | 113.395 | 0.000 | 0.000 | ||
| 1929 | 2010.09.22 16:10 | close | 916 | 0.10 | 113.406 | 0.000 | 0.000 | 110.00 | 1293776.92 |
| 1930 | 2010.09.22 16:18 | buy | 917 | 0.10 | 113.380 | 0.000 | 0.000 | ||
| 1931 | 2010.09.23 08:58 | close | 917 | 0.10 | 113.405 | 0.000 | 0.000 | 235.84 | 1294012.76 |
| 1932 | 2010.09.23 09:30 | buy | 918 | 0.10 | 113.187 | 0.000 | 0.000 | ||
| 1933 | 2010.09.23 09:39 | close | 918 | 0.10 | 113.210 | 0.000 | 0.000 | 230.00 | 1294242.76 |
| 1934 | 2010.09.23 09:49 | buy | 919 | 0.10 | 113.197 | 0.000 | 0.000 | ||
| 1935 | 2010.09.24 06:17 | close | 919 | 0.10 | 113.475 | 0.000 | 0.000 | 2775.32 | 1297018.08 |
| 1936 | 2010.09.24 08:21 | buy | 920 | 0.10 | 112.914 | 0.000 | 0.000 | ||
| 1937 | 2010.09.24 08:27 | close | 920 | 0.10 | 112.963 | 0.000 | 0.000 | 490.00 | 1297508.08 |
| 1938 | 2010.09.24 08:35 | buy | 921 | 0.10 | 112.791 | 0.000 | 0.000 | ||
| 1939 | 2010.09.24 08:43 | close | 921 | 0.10 | 112.883 | 0.000 | 0.000 | 920.00 | 1298428.08 |
| 1940 | 2010.09.24 09:19 | buy | 922 | 0.10 | 112.960 | 0.000 | 0.000 | ||
| 1941 | 2010.09.24 10:04 | close | 922 | 0.10 | 113.081 | 0.000 | 0.000 | 1210.00 | 1299638.08 |
| 1942 | 2010.09.24 11:02 | buy | 923 | 0.10 | 113.146 | 0.000 | 0.000 | ||
| 1943 | 2010.09.24 11:10 | close | 923 | 0.10 | 113.171 | 0.000 | 0.000 | 250.00 | 1299888.08 |
| 1944 | 2010.09.24 11:26 | buy | 924 | 0.10 | 113.202 | 0.000 | 0.000 | ||
| 1945 | 2010.09.24 11:28 | close | 924 | 0.10 | 113.214 | 0.000 | 0.000 | 120.00 | 1300008.08 |
| 1946 | 2010.09.24 11:40 | buy | 925 | 0.10 | 113.197 | 0.000 | 0.000 | ||
| 1947 | 2010.09.24 14:04 | close | 925 | 0.10 | 113.238 | 0.000 | 0.000 | 410.00 | 1300418.08 |
| 1948 | 2010.09.24 14:14 | buy | 926 | 0.10 | 113.211 | 0.000 | 0.000 | ||
| 1949 | 2010.09.24 14:34 | close | 926 | 0.10 | 113.247 | 0.000 | 0.000 | 360.00 | 1300778.08 |
| 1950 | 2010.09.24 15:04 | buy | 927 | 0.10 | 113.395 | 0.000 | 0.000 | ||