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 |
| 1951 | 2010.09.24 15:14 | close | 927 | 0.10 | 113.427 | 0.000 | 0.000 | 320.00 | 1301098.08 |
| 1952 | 2010.09.24 15:20 | buy | 928 | 0.10 | 113.276 | 0.000 | 0.000 | ||
| 1953 | 2010.09.24 15:24 | close | 928 | 0.10 | 113.327 | 0.000 | 0.000 | 510.00 | 1301608.08 |
| 1954 | 2010.09.24 16:36 | buy | 929 | 0.10 | 113.443 | 0.000 | 0.000 | ||
| 1955 | 2010.09.24 16:42 | close | 929 | 0.10 | 113.520 | 0.000 | 0.000 | 770.00 | 1302378.08 |
| 1956 | 2010.09.24 17:46 | buy | 930 | 0.10 | 113.501 | 0.000 | 0.000 | ||
| 1957 | 2010.09.24 17:48 | close | 930 | 0.10 | 113.549 | 0.000 | 0.000 | 480.00 | 1302858.08 |
| 1958 | 2010.09.24 18:55 | buy | 931 | 0.10 | 113.657 | 0.000 | 0.000 | ||
| 1959 | 2010.09.24 19:31 | close | 931 | 0.10 | 113.679 | 0.000 | 0.000 | 220.00 | 1303078.08 |
| 1960 | 2010.09.24 19:51 | buy | 932 | 0.10 | 113.636 | 0.000 | 0.000 | ||
| 1961 | 2010.09.24 20:05 | close | 932 | 0.10 | 113.673 | 0.000 | 0.000 | 370.00 | 1303448.08 |
| 1962 | 2010.09.24 22:57 | buy | 933 | 0.10 | 113.573 | 0.000 | 0.000 | ||
| 1963 | 2010.09.27 00:00 | close | 933 | 0.10 | 113.710 | 0.000 | 0.000 | 1365.26 | 1304813.34 |
| 1964 | 2010.09.27 01:26 | buy | 934 | 0.10 | 113.687 | 0.000 | 0.000 | ||
| 1965 | 2010.09.27 01:29 | close | 934 | 0.10 | 113.718 | 0.000 | 0.000 | 310.00 | 1305123.34 |
| 1966 | 2010.09.27 02:33 | buy | 935 | 0.10 | 113.666 | 0.000 | 0.000 | ||
| 1967 | 2010.09.27 15:00 | close | 935 | 0.10 | 113.695 | 0.000 | 0.000 | 290.00 | 1305413.34 |
| 1968 | 2010.09.27 15:20 | buy | 936 | 0.10 | 113.658 | 0.000 | 0.000 | ||
| 1969 | 2010.09.28 17:01 | close | 936 | 0.10 | 113.684 | 0.000 | 0.000 | 255.28 | 1305668.63 |
| 1970 | 2010.09.28 18:05 | buy | 937 | 0.10 | 113.781 | 0.000 | 0.000 | ||
| 1971 | 2010.09.28 18:22 | close | 937 | 0.10 | 113.813 | 0.000 | 0.000 | 320.00 | 1305988.63 |
| 1972 | 2010.09.28 18:52 | buy | 938 | 0.10 | 113.748 | 0.000 | 0.000 | ||
| 1973 | 2010.09.28 19:24 | close | 938 | 0.10 | 113.768 | 0.000 | 0.000 | 200.00 | 1306188.63 |
| 1974 | 2010.09.28 22:22 | buy | 939 | 0.10 | 113.951 | 0.000 | 0.000 | ||
| 1975 | 2010.09.28 22:32 | close | 939 | 0.10 | 113.966 | 0.000 | 0.000 | 150.00 | 1306338.63 |
| 1976 | 2010.09.28 22:53 | buy | 940 | 0.10 | 113.895 | 0.000 | 0.000 | ||
| 1977 | 2010.09.28 23:00 | close | 940 | 0.10 | 113.924 | 0.000 | 0.000 | 290.00 | 1306628.63 |
| 1978 | 2010.09.29 00:03 | buy | 941 | 0.10 | 113.816 | 0.000 | 0.000 | ||
| 1979 | 2010.09.29 00:07 | close | 941 | 0.10 | 113.835 | 0.000 | 0.000 | 190.00 | 1306818.63 |
| 1980 | 2010.09.29 01:02 | buy | 942 | 0.10 | 113.799 | 0.000 | 0.000 | ||
| 1981 | 2010.09.29 01:03 | close | 942 | 0.10 | 113.824 | 0.000 | 0.000 | 250.00 | 1307068.63 |
| 1982 | 2010.09.29 01:16 | buy | 943 | 0.10 | 113.879 | 0.000 | 0.000 | ||
| 1983 | 2010.09.29 01:18 | close | 943 | 0.10 | 113.899 | 0.000 | 0.000 | 200.00 | 1307268.63 |
| 1984 | 2010.09.29 01:27 | buy | 944 | 0.10 | 113.867 | 0.000 | 0.000 | ||
| 1985 | 2010.09.29 01:34 | close | 944 | 0.10 | 113.887 | 0.000 | 0.000 | 200.00 | 1307468.63 |
| 1986 | 2010.09.29 03:10 | buy | 945 | 0.10 | 113.891 | 0.000 | 0.000 | ||
| 1987 | 2010.09.29 03:24 | close | 945 | 0.10 | 113.907 | 0.000 | 0.000 | 160.00 | 1307628.63 |
| 1988 | 2010.09.29 03:36 | buy | 946 | 0.10 | 113.826 | 0.000 | 0.000 | ||
| 1989 | 2010.09.29 04:02 | close | 946 | 0.10 | 113.848 | 0.000 | 0.000 | 220.00 | 1307848.63 |
| 1990 | 2010.09.29 04:17 | buy | 947 | 0.10 | 113.853 | 0.000 | 0.000 | ||
| 1991 | 2010.09.29 04:22 | close | 947 | 0.10 | 113.866 | 0.000 | 0.000 | 130.00 | 1307978.63 |
| 1992 | 2010.09.29 04:37 | buy | 948 | 0.10 | 113.871 | 0.000 | 0.000 | ||
| 1993 | 2010.09.29 04:39 | close | 948 | 0.10 | 113.895 | 0.000 | 0.000 | 240.00 | 1308218.63 |
| 1994 | 2010.09.29 05:00 | buy | 949 | 0.10 | 113.820 | 0.000 | 0.000 | ||
| 1995 | 2010.09.29 05:01 | close | 949 | 0.10 | 113.839 | 0.000 | 0.000 | 190.00 | 1308408.63 |
| 1996 | 2010.09.29 05:35 | buy | 950 | 0.10 | 113.859 | 0.000 | 0.000 | ||
| 1997 | 2010.09.29 05:36 | close | 950 | 0.10 | 113.883 | 0.000 | 0.000 | 240.00 | 1308648.63 |
| 1998 | 2010.09.29 05:50 | buy | 951 | 0.10 | 113.817 | 0.000 | 0.000 | ||
| 1999 | 2010.09.29 06:02 | close | 951 | 0.10 | 113.856 | 0.000 | 0.000 | 390.00 | 1309038.63 |
| 2000 | 2010.09.29 06:52 | buy | 952 | 0.10 | 113.774 | 0.000 | 0.000 | ||
| 2001 | 2010.09.29 09:01 | close | 952 | 0.10 | 113.810 | 0.000 | 0.000 | 360.00 | 1309398.63 |
| 2002 | 2010.09.29 09:21 | buy | 953 | 0.10 | 113.842 | 0.000 | 0.000 | ||
| 2003 | 2010.09.29 09:22 | close | 953 | 0.10 | 113.869 | 0.000 | 0.000 | 270.00 | 1309668.63 |
| 2004 | 2010.09.29 09:34 | buy | 954 | 0.10 | 113.857 | 0.000 | 0.000 | ||
| 2005 | 2010.09.29 09:39 | close | 954 | 0.10 | 113.927 | 0.000 | 0.000 | 700.00 | 1310368.63 |
| 2006 | 2010.09.29 10:08 | buy | 955 | 0.10 | 113.695 | 0.000 | 0.000 | ||
| 2007 | 2010.09.29 10:09 | close | 955 | 0.10 | 113.733 | 0.000 | 0.000 | 380.00 | 1310748.63 |
| 2008 | 2010.09.29 10:13 | buy | 956 | 0.10 | 113.658 | 0.000 | 0.000 | ||
| 2009 | 2010.09.29 10:14 | close | 956 | 0.10 | 113.688 | 0.000 | 0.000 | 300.00 | 1311048.63 |
| 2010 | 2010.09.29 10:36 | buy | 957 | 0.10 | 113.660 | 0.000 | 0.000 | ||
| 2011 | 2010.09.29 10:57 | close | 957 | 0.10 | 113.713 | 0.000 | 0.000 | 530.00 | 1311578.63 |
| 2012 | 2010.09.29 11:15 | buy | 958 | 0.10 | 113.646 | 0.000 | 0.000 | ||
| 2013 | 2010.09.29 11:18 | close | 958 | 0.10 | 113.749 | 0.000 | 0.000 | 1030.00 | 1312608.63 |
| 2014 | 2010.09.29 13:55 | buy | 959 | 0.10 | 113.820 | 0.000 | 0.000 | ||
| 2015 | 2010.09.29 14:03 | close | 959 | 0.10 | 113.835 | 0.000 | 0.000 | 150.00 | 1312758.63 |
| 2016 | 2010.09.29 14:38 | buy | 960 | 0.10 | 113.935 | 0.000 | 0.000 | ||
| 2017 | 2010.09.29 14:39 | close | 960 | 0.10 | 113.960 | 0.000 | 0.000 | 250.00 | 1313008.63 |
| 2018 | 2010.09.29 14:48 | buy | 961 | 0.10 | 113.876 | 0.000 | 0.000 | ||
| 2019 | 2010.09.29 15:38 | close | 961 | 0.10 | 113.972 | 0.000 | 0.000 | 960.00 | 1313968.63 |
| 2020 | 2010.09.29 16:44 | buy | 962 | 0.10 | 113.788 | 0.000 | 0.000 | ||
| 2021 | 2010.09.29 17:05 | close | 962 | 0.10 | 113.817 | 0.000 | 0.000 | 290.00 | 1314258.63 |
| 2022 | 2010.09.29 18:03 | buy | 963 | 0.10 | 113.940 | 0.000 | 0.000 | ||
| 2023 | 2010.09.29 18:04 | close | 963 | 0.10 | 113.951 | 0.000 | 0.000 | 110.00 | 1314368.63 |
| 2024 | 2010.09.29 18:25 | buy | 964 | 0.10 | 113.960 | 0.000 | 0.000 | ||
| 2025 | 2010.09.29 19:01 | close | 964 | 0.10 | 113.987 | 0.000 | 0.000 | 270.00 | 1314638.63 |
| 2026 | 2010.09.29 20:27 | buy | 965 | 0.10 | 114.047 | 0.000 | 0.000 | ||
| 2027 | 2010.09.29 20:38 | close | 965 | 0.10 | 114.068 | 0.000 | 0.000 | 210.00 | 1314848.63 |
| 2028 | 2010.09.29 21:06 | buy | 966 | 0.10 | 114.012 | 0.000 | 0.000 | ||
| 2029 | 2010.09.29 21:40 | close | 966 | 0.10 | 114.024 | 0.000 | 0.000 | 120.00 | 1314968.63 |
| 2030 | 2010.09.29 22:01 | buy | 967 | 0.10 | 113.993 | 0.000 | 0.000 | ||
| 2031 | 2010.09.29 22:05 | close | 967 | 0.10 | 114.012 | 0.000 | 0.000 | 190.00 | 1315158.63 |
| 2032 | 2010.09.29 23:01 | buy | 968 | 0.10 | 114.033 | 0.000 | 0.000 | ||
| 2033 | 2010.09.29 23:02 | close | 968 | 0.10 | 114.073 | 0.000 | 0.000 | 400.00 | 1315558.63 |
| 2034 | 2010.09.30 01:11 | buy | 969 | 0.10 | 114.105 | 0.000 | 0.000 | ||
| 2035 | 2010.09.30 01:24 | close | 969 | 0.10 | 114.119 | 0.000 | 0.000 | 140.00 | 1315698.63 |
| 2036 | 2010.09.30 01:59 | buy | 970 | 0.10 | 114.129 | 0.000 | 0.000 | ||
| 2037 | 2010.09.30 02:05 | close | 970 | 0.10 | 114.140 | 0.000 | 0.000 | 110.00 | 1315808.63 |
| 2038 | 2010.09.30 02:40 | buy | 971 | 0.10 | 114.126 | 0.000 | 0.000 | ||
| 2039 | 2010.09.30 02:44 | close | 971 | 0.10 | 114.146 | 0.000 | 0.000 | 200.00 | 1316008.63 |
| 2040 | 2010.09.30 02:58 | buy | 972 | 0.10 | 114.111 | 0.000 | 0.000 | ||
| 2041 | 2010.10.01 09:20 | close | 972 | 0.10 | 114.157 | 0.000 | 0.000 | 455.26 | 1316463.88 |
| 2042 | 2010.10.01 10:19 | buy | 973 | 0.10 | 114.061 | 0.000 | 0.000 | ||
| 2043 | 2010.10.01 10:20 | close | 973 | 0.10 | 114.090 | 0.000 | 0.000 | 290.00 | 1316753.88 |
| 2044 | 2010.10.01 10:35 | buy | 974 | 0.10 | 114.213 | 0.000 | 0.000 | ||
| 2045 | 2010.10.01 10:40 | close | 974 | 0.10 | 114.230 | 0.000 | 0.000 | 170.00 | 1316923.88 |
| 2046 | 2010.10.01 11:54 | buy | 975 | 0.10 | 114.299 | 0.000 | 0.000 | ||
| 2047 | 2010.10.01 11:56 | close | 975 | 0.10 | 114.323 | 0.000 | 0.000 | 240.00 | 1317163.88 |
| 2048 | 2010.10.01 12:57 | buy | 976 | 0.10 | 114.196 | 0.000 | 0.000 | ||
| 2049 | 2010.10.01 13:15 | close | 976 | 0.10 | 114.220 | 0.000 | 0.000 | 240.00 | 1317403.88 |
| 2050 | 2010.10.01 13:42 | buy | 977 | 0.10 | 114.184 | 0.000 | 0.000 | ||
| 2051 | 2010.10.01 13:47 | close | 977 | 0.10 | 114.201 | 0.000 | 0.000 | 170.00 | 1317573.88 |
| 2052 | 2010.10.01 14:07 | buy | 978 | 0.10 | 114.261 | 0.000 | 0.000 | ||
| 2053 | 2010.10.01 14:31 | close | 978 | 0.10 | 114.394 | 0.000 | 0.000 | 1330.00 | 1318903.88 |
| 2054 | 2010.10.01 14:37 | buy | 979 | 0.10 | 114.270 | 0.000 | 0.000 | ||
| 2055 | 2010.10.01 14:40 | close | 979 | 0.10 | 114.292 | 0.000 | 0.000 | 220.00 | 1319123.88 |
| 2056 | 2010.10.01 15:23 | buy | 980 | 0.10 | 114.388 | 0.000 | 0.000 | ||
| 2057 | 2010.10.01 15:25 | close | 980 | 0.10 | 114.403 | 0.000 | 0.000 | 150.00 | 1319273.88 |
| 2058 | 2010.10.01 16:03 | buy | 981 | 0.10 | 114.265 | 0.000 | 0.000 | ||
| 2059 | 2010.10.01 16:05 | close | 981 | 0.10 | 114.384 | 0.000 | 0.000 | 1190.00 | 1320463.88 |
| 2060 | 2010.10.01 16:23 | buy | 982 | 0.10 | 114.536 | 0.000 | 0.000 | ||
| 2061 | 2010.10.01 17:33 | close | 982 | 0.10 | 114.562 | 0.000 | 0.000 | 260.00 | 1320723.88 |
| 2062 | 2010.10.01 19:19 | buy | 983 | 0.10 | 114.726 | 0.000 | 0.000 | ||
| 2063 | 2010.10.01 19:27 | close | 983 | 0.10 | 114.745 | 0.000 | 0.000 | 190.00 | 1320913.88 |
| 2064 | 2010.10.01 20:23 | buy | 984 | 0.10 | 114.776 | 0.000 | 0.000 | ||
| 2065 | 2010.10.01 20:32 | close | 984 | 0.10 | 114.789 | 0.000 | 0.000 | 130.00 | 1321043.88 |
| 2066 | 2010.10.01 21:10 | buy | 985 | 0.10 | 114.791 | 0.000 | 0.000 | ||
| 2067 | 2010.10.01 22:02 | close | 985 | 0.10 | 114.815 | 0.000 | 0.000 | 240.00 | 1321283.88 |
| 2068 | 2010.10.01 22:18 | buy | 986 | 0.10 | 114.807 | 0.000 | 0.000 | ||
| 2069 | 2010.10.01 22:23 | close | 986 | 0.10 | 114.820 | 0.000 | 0.000 | 130.00 | 1321413.88 |
| 2070 | 2010.10.04 01:52 | buy | 987 | 0.10 | 114.821 | 0.000 | 0.000 | ||
| 2071 | 2010.10.04 03:17 | close | 987 | 0.10 | 114.833 | 0.000 | 0.000 | 120.00 | 1321533.88 |
| 2072 | 2010.10.04 03:33 | buy | 988 | 0.10 | 114.938 | 0.000 | 0.000 | ||
| 2073 | 2010.10.04 03:39 | close | 988 | 0.10 | 114.951 | 0.000 | 0.000 | 130.00 | 1321663.88 |
| 2074 | 2010.10.04 04:12 | buy | 989 | 0.10 | 115.188 | 0.000 | 0.000 | ||
| 2075 | 2010.10.04 04:24 | close | 989 | 0.10 | 115.212 | 0.000 | 0.000 | 240.00 | 1321903.88 |
| 2076 | 2010.10.04 05:22 | buy | 990 | 0.10 | 115.073 | 0.000 | 0.000 | ||
| 2077 | 2010.10.04 06:40 | close | 990 | 0.10 | 115.090 | 0.000 | 0.000 | 170.00 | 1322073.88 |
| 2078 | 2010.10.04 07:00 | buy | 991 | 0.10 | 115.025 | 0.000 | 0.000 | ||
| 2079 | 2010.10.05 09:48 | close | 991 | 0.10 | 115.045 | 0.000 | 0.000 | 195.25 | 1322269.13 |
| 2080 | 2010.10.05 10:00 | buy | 992 | 0.10 | 114.959 | 0.000 | 0.000 | ||
| 2081 | 2010.10.05 16:44 | close | 992 | 0.10 | 114.992 | 0.000 | 0.000 | 330.00 | 1322599.13 |
| 2082 | 2010.10.05 17:54 | buy | 993 | 0.10 | 115.026 | 0.000 | 0.000 | ||
| 2083 | 2010.10.05 17:56 | close | 993 | 0.10 | 115.046 | 0.000 | 0.000 | 200.00 | 1322799.13 |
| 2084 | 2010.10.05 19:00 | buy | 994 | 0.10 | 115.128 | 0.000 | 0.000 | ||
| 2085 | 2010.10.05 19:05 | close | 994 | 0.10 | 115.153 | 0.000 | 0.000 | 250.00 | 1323049.13 |
| 2086 | 2010.10.05 20:37 | buy | 995 | 0.10 | 115.224 | 0.000 | 0.000 | ||
| 2087 | 2010.10.05 21:11 | close | 995 | 0.10 | 115.235 | 0.000 | 0.000 | 110.00 | 1323159.13 |
| 2088 | 2010.10.05 21:33 | buy | 996 | 0.10 | 115.146 | 0.000 | 0.000 | ||
| 2089 | 2010.10.05 22:04 | close | 996 | 0.10 | 115.158 | 0.000 | 0.000 | 120.00 | 1323279.13 |
| 2090 | 2010.10.05 22:23 | buy | 997 | 0.10 | 115.044 | 0.000 | 0.000 | ||
| 2091 | 2010.10.05 22:24 | close | 997 | 0.10 | 115.062 | 0.000 | 0.000 | 180.00 | 1323459.13 |
| 2092 | 2010.10.05 23:10 | buy | 998 | 0.10 | 115.089 | 0.000 | 0.000 | ||
| 2093 | 2010.10.05 23:11 | close | 998 | 0.10 | 115.116 | 0.000 | 0.000 | 270.00 | 1323729.13 |
| 2094 | 2010.10.06 02:03 | buy | 999 | 0.10 | 115.085 | 0.000 | 0.000 | ||
| 2095 | 2010.10.06 02:15 | close | 999 | 0.10 | 115.106 | 0.000 | 0.000 | 210.00 | 1323939.13 |
| 2096 | 2010.10.06 04:40 | buy | 1000 | 0.10 | 115.004 | 0.000 | 0.000 | ||
| 2097 | 2010.10.06 04:48 | close | 1000 | 0.10 | 115.028 | 0.000 | 0.000 | 240.00 | 1324179.13 |
| 2098 | 2010.10.06 06:09 | buy | 1001 | 0.10 | 115.154 | 0.000 | 0.000 | ||
| 2099 | 2010.10.06 07:57 | close | 1001 | 0.10 | 115.168 | 0.000 | 0.000 | 140.00 | 1324319.13 |
| 2100 | 2010.10.06 08:00 | buy | 1002 | 0.10 | 115.071 | 0.000 | 0.000 | ||