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 |
| 2401 | 2010.11.16 09:52 | buy | 1146 | 0.10 | 113.097 | 0.000 | 0.000 | ||
| 2402 | 2010.11.16 10:03 | close | 1146 | 0.10 | 113.123 | 0.000 | 0.000 | 260.00 | 1359987.98 |
| 2403 | 2010.11.16 10:47 | buy | 1147 | 0.10 | 113.035 | 0.000 | 0.000 | ||
| 2404 | 2010.11.16 10:50 | close | 1147 | 0.10 | 113.051 | 0.000 | 0.000 | 160.00 | 1360147.98 |
| 2405 | 2010.11.16 11:12 | buy | 1148 | 0.10 | 113.279 | 0.000 | 0.000 | ||
| 2406 | 2010.11.16 14:18 | close | 1148 | 0.10 | 113.363 | 0.000 | 0.000 | 840.00 | 1360987.98 |
| 2407 | 2010.11.16 15:24 | buy | 1149 | 0.10 | 112.958 | 0.000 | 0.000 | ||
| 2408 | 2010.11.16 15:25 | close | 1149 | 0.10 | 112.998 | 0.000 | 0.000 | 400.00 | 1361387.98 |
| 2409 | 2010.11.16 15:35 | buy | 1150 | 0.10 | 112.926 | 0.000 | 0.000 | ||
| 2410 | 2010.11.16 15:37 | close | 1150 | 0.10 | 112.951 | 0.000 | 0.000 | 250.00 | 1361637.98 |
| 2411 | 2010.11.16 15:47 | buy | 1151 | 0.10 | 112.982 | 0.000 | 0.000 | ||
| 2412 | 2010.11.16 16:08 | close | 1151 | 0.10 | 113.000 | 0.000 | 0.000 | 180.00 | 1361817.98 |
| 2413 | 2010.11.16 16:25 | buy | 1152 | 0.10 | 112.979 | 0.000 | 0.000 | ||
| 2414 | 2010.11.16 16:26 | close | 1152 | 0.10 | 113.012 | 0.000 | 0.000 | 330.00 | 1362147.98 |
| 2415 | 2010.11.16 17:13 | buy | 1153 | 0.10 | 112.834 | 0.000 | 0.000 | ||
| 2416 | 2010.11.16 17:17 | close | 1153 | 0.10 | 112.889 | 0.000 | 0.000 | 550.00 | 1362697.98 |
| 2417 | 2010.11.16 17:45 | buy | 1154 | 0.10 | 112.768 | 0.000 | 0.000 | ||
| 2418 | 2010.11.18 01:46 | close | 1154 | 0.10 | 112.816 | 0.000 | 0.000 | 461.25 | 1363159.23 |
| 2419 | 2010.11.18 02:11 | buy | 1155 | 0.10 | 112.885 | 0.000 | 0.000 | ||
| 2420 | 2010.11.18 02:17 | close | 1155 | 0.10 | 112.897 | 0.000 | 0.000 | 120.00 | 1363279.23 |
| 2421 | 2010.11.18 03:58 | buy | 1156 | 0.10 | 113.077 | 0.000 | 0.000 | ||
| 2422 | 2010.11.18 04:08 | close | 1156 | 0.10 | 113.096 | 0.000 | 0.000 | 190.00 | 1363469.23 |
| 2423 | 2010.11.18 06:04 | buy | 1157 | 0.10 | 113.132 | 0.000 | 0.000 | ||
| 2424 | 2010.11.18 06:10 | close | 1157 | 0.10 | 113.148 | 0.000 | 0.000 | 160.00 | 1363629.23 |
| 2425 | 2010.11.18 06:39 | buy | 1158 | 0.10 | 113.069 | 0.000 | 0.000 | ||
| 2426 | 2010.11.18 06:52 | close | 1158 | 0.10 | 113.099 | 0.000 | 0.000 | 300.00 | 1363929.23 |
| 2427 | 2010.11.18 07:23 | buy | 1159 | 0.10 | 113.077 | 0.000 | 0.000 | ||
| 2428 | 2010.11.18 07:29 | close | 1159 | 0.10 | 113.089 | 0.000 | 0.000 | 120.00 | 1364049.23 |
| 2429 | 2010.11.18 07:59 | buy | 1160 | 0.10 | 113.069 | 0.000 | 0.000 | ||
| 2430 | 2010.11.18 08:01 | close | 1160 | 0.10 | 113.096 | 0.000 | 0.000 | 270.00 | 1364319.23 |
| 2431 | 2010.11.18 08:41 | buy | 1161 | 0.10 | 113.148 | 0.000 | 0.000 | ||
| 2432 | 2010.11.18 08:47 | close | 1161 | 0.10 | 113.176 | 0.000 | 0.000 | 280.00 | 1364599.23 |
| 2433 | 2010.11.18 09:12 | buy | 1162 | 0.10 | 113.021 | 0.000 | 0.000 | ||
| 2434 | 2010.11.18 09:27 | close | 1162 | 0.10 | 113.056 | 0.000 | 0.000 | 350.00 | 1364949.23 |
| 2435 | 2010.11.18 10:39 | buy | 1163 | 0.10 | 113.303 | 0.000 | 0.000 | ||
| 2436 | 2010.11.18 10:41 | close | 1163 | 0.10 | 113.327 | 0.000 | 0.000 | 240.00 | 1365189.23 |
| 2437 | 2010.11.18 11:09 | buy | 1164 | 0.10 | 113.452 | 0.000 | 0.000 | ||
| 2438 | 2010.11.18 11:43 | close | 1164 | 0.10 | 113.467 | 0.000 | 0.000 | 150.00 | 1365339.23 |
| 2439 | 2010.11.18 11:53 | buy | 1165 | 0.10 | 113.408 | 0.000 | 0.000 | ||
| 2440 | 2010.11.18 11:56 | close | 1165 | 0.10 | 113.423 | 0.000 | 0.000 | 150.00 | 1365489.23 |
| 2441 | 2010.11.18 12:45 | buy | 1166 | 0.10 | 113.585 | 0.000 | 0.000 | ||
| 2442 | 2010.11.18 12:49 | close | 1166 | 0.10 | 113.641 | 0.000 | 0.000 | 560.00 | 1366049.23 |
| 2443 | 2010.11.18 13:14 | buy | 1167 | 0.10 | 113.716 | 0.000 | 0.000 | ||
| 2444 | 2010.11.18 13:20 | close | 1167 | 0.10 | 113.733 | 0.000 | 0.000 | 170.00 | 1366219.23 |
| 2445 | 2010.11.18 13:58 | buy | 1168 | 0.10 | 113.742 | 0.000 | 0.000 | ||
| 2446 | 2010.11.18 14:07 | close | 1168 | 0.10 | 113.772 | 0.000 | 0.000 | 300.00 | 1366519.23 |
| 2447 | 2010.11.18 14:18 | buy | 1169 | 0.10 | 113.635 | 0.000 | 0.000 | ||
| 2448 | 2010.11.18 16:02 | close | 1169 | 0.10 | 113.653 | 0.000 | 0.000 | 180.00 | 1366699.23 |
| 2449 | 2010.11.18 16:55 | buy | 1170 | 0.10 | 113.700 | 0.000 | 0.000 | ||
| 2450 | 2010.11.18 16:57 | close | 1170 | 0.10 | 113.732 | 0.000 | 0.000 | 320.00 | 1367019.23 |
| 2451 | 2010.11.18 17:53 | buy | 1171 | 0.10 | 113.869 | 0.000 | 0.000 | ||
| 2452 | 2010.11.18 17:55 | close | 1171 | 0.10 | 113.899 | 0.000 | 0.000 | 300.00 | 1367319.23 |
| 2453 | 2010.11.18 18:24 | buy | 1172 | 0.10 | 113.982 | 0.000 | 0.000 | ||
| 2454 | 2010.11.18 19:31 | close | 1172 | 0.10 | 113.993 | 0.000 | 0.000 | 110.00 | 1367429.23 |
| 2455 | 2010.11.18 19:35 | buy | 1173 | 0.10 | 113.945 | 0.000 | 0.000 | ||
| 2456 | 2010.11.18 22:50 | close | 1173 | 0.10 | 113.957 | 0.000 | 0.000 | 120.00 | 1367549.23 |
| 2457 | 2010.11.18 23:07 | buy | 1174 | 0.10 | 113.906 | 0.000 | 0.000 | ||
| 2458 | 2010.11.19 00:14 | close | 1174 | 0.10 | 113.921 | 0.000 | 0.000 | 145.26 | 1367694.49 |
| 2459 | 2010.11.19 01:31 | buy | 1175 | 0.10 | 114.031 | 0.000 | 0.000 | ||
| 2460 | 2010.11.19 01:38 | close | 1175 | 0.10 | 114.050 | 0.000 | 0.000 | 190.00 | 1367884.49 |
| 2461 | 2010.11.19 02:03 | buy | 1176 | 0.10 | 114.020 | 0.000 | 0.000 | ||
| 2462 | 2010.11.19 08:05 | close | 1176 | 0.10 | 114.032 | 0.000 | 0.000 | 120.00 | 1368004.49 |
| 2463 | 2010.11.19 08:10 | buy | 1177 | 0.10 | 113.998 | 0.000 | 0.000 | ||
| 2464 | 2010.11.19 08:16 | close | 1177 | 0.10 | 114.013 | 0.000 | 0.000 | 150.00 | 1368154.49 |
| 2465 | 2010.11.19 09:03 | buy | 1178 | 0.10 | 114.013 | 0.000 | 0.000 | ||
| 2466 | 2010.11.19 09:57 | close | 1178 | 0.10 | 114.031 | 0.000 | 0.000 | 180.00 | 1368334.49 |
| 2467 | 2010.11.19 10:38 | buy | 1179 | 0.10 | 114.010 | 0.000 | 0.000 | ||
| 2468 | 2010.11.19 10:44 | close | 1179 | 0.10 | 114.024 | 0.000 | 0.000 | 140.00 | 1368474.49 |
| 2469 | 2010.11.19 12:00 | buy | 1180 | 0.10 | 114.180 | 0.000 | 0.000 | ||
| 2470 | 2010.11.19 12:02 | close | 1180 | 0.10 | 114.217 | 0.000 | 0.000 | 370.00 | 1368844.49 |
| 2471 | 2010.11.19 12:41 | buy | 1181 | 0.10 | 114.184 | 0.000 | 0.000 | ||
| 2472 | 2010.11.19 12:59 | close | 1181 | 0.10 | 114.226 | 0.000 | 0.000 | 420.00 | 1369264.49 |
| 2473 | 2010.11.19 13:14 | buy | 1182 | 0.10 | 114.234 | 0.000 | 0.000 | ||
| 2474 | 2010.11.19 13:16 | close | 1182 | 0.10 | 114.277 | 0.000 | 0.000 | 430.00 | 1369694.49 |
| 2475 | 2010.11.19 14:52 | buy | 1183 | 0.10 | 114.020 | 0.000 | 0.000 | ||
| 2476 | 2010.11.19 15:01 | close | 1183 | 0.10 | 114.053 | 0.000 | 0.000 | 330.00 | 1370024.49 |
| 2477 | 2010.11.19 15:40 | buy | 1184 | 0.10 | 113.978 | 0.000 | 0.000 | ||
| 2478 | 2010.11.19 15:44 | close | 1184 | 0.10 | 113.996 | 0.000 | 0.000 | 180.00 | 1370204.49 |
| 2479 | 2010.11.19 16:54 | buy | 1185 | 0.10 | 114.030 | 0.000 | 0.000 | ||
| 2480 | 2010.11.19 19:28 | close | 1185 | 0.10 | 114.045 | 0.000 | 0.000 | 150.00 | 1370354.49 |
| 2481 | 2010.11.19 20:58 | buy | 1186 | 0.10 | 114.157 | 0.000 | 0.000 | ||
| 2482 | 2010.11.19 21:49 | close | 1186 | 0.10 | 114.185 | 0.000 | 0.000 | 280.00 | 1370634.49 |
| 2483 | 2010.11.19 22:23 | buy | 1187 | 0.10 | 114.196 | 0.000 | 0.000 | ||
| 2484 | 2010.11.19 22:26 | close | 1187 | 0.10 | 114.208 | 0.000 | 0.000 | 120.00 | 1370754.49 |
| 2485 | 2010.11.19 22:29 | buy | 1188 | 0.10 | 114.163 | 0.000 | 0.000 | ||
| 2486 | 2010.11.19 22:50 | close | 1188 | 0.10 | 114.202 | 0.000 | 0.000 | 390.00 | 1371144.49 |
| 2487 | 2010.11.22 14:03 | buy | 1189 | 0.10 | 114.059 | 0.000 | 0.000 | ||
| 2488 | 2010.11.23 14:10 | buy | 1190 | 0.10 | 112.558 | 0.000 | 0.000 | ||
| 2489 | 2010.11.23 14:10 | modify | 1189 | 0.10 | 114.059 | 0.000 | 113.334 | ||
| 2490 | 2010.11.23 14:10 | modify | 1190 | 0.10 | 112.558 | 0.000 | 113.334 | ||
| 2491 | 2010.11.24 09:27 | buy | 1191 | 0.10 | 111.128 | 0.000 | 0.000 | ||
| 2492 | 2010.11.24 09:27 | modify | 1189 | 0.10 | 114.059 | 0.000 | 112.598 | ||
| 2493 | 2010.11.24 09:27 | modify | 1190 | 0.10 | 112.558 | 0.000 | 112.598 | ||
| 2494 | 2010.11.24 09:27 | modify | 1191 | 0.10 | 111.128 | 0.000 | 112.598 | ||
| 2495 | 2010.11.30 09:47 | buy | 1192 | 0.10 | 109.735 | 0.000 | 0.000 | ||
| 2496 | 2010.11.30 09:47 | modify | 1189 | 0.10 | 114.059 | 0.000 | 111.883 | ||
| 2497 | 2010.11.30 09:47 | modify | 1190 | 0.10 | 112.558 | 0.000 | 111.883 | ||
| 2498 | 2010.11.30 09:47 | modify | 1191 | 0.10 | 111.128 | 0.000 | 111.883 | ||
| 2499 | 2010.11.30 09:47 | modify | 1192 | 0.10 | 109.735 | 0.000 | 111.883 | ||
| 2500 | 2010.11.30 15:02 | buy | 1193 | 0.10 | 108.407 | 0.000 | 0.000 | ||
| 2501 | 2010.11.30 15:02 | modify | 1189 | 0.10 | 114.059 | 0.000 | 111.187 | ||
| 2502 | 2010.11.30 15:02 | modify | 1190 | 0.10 | 112.558 | 0.000 | 111.187 | ||
| 2503 | 2010.11.30 15:02 | modify | 1191 | 0.10 | 111.128 | 0.000 | 111.187 | ||
| 2504 | 2010.11.30 15:02 | modify | 1192 | 0.10 | 109.735 | 0.000 | 111.187 | ||
| 2505 | 2010.11.30 15:02 | modify | 1193 | 0.10 | 108.407 | 0.000 | 111.187 | ||
| 2506 | 2010.12.08 12:55 | t/p | 1189 | 0.10 | 111.187 | 0.000 | 111.187 | -28793.96 | 1342350.53 |
| 2507 | 2010.12.08 12:55 | t/p | 1190 | 0.10 | 111.187 | 0.000 | 111.187 | -13779.23 | 1328571.30 |
| 2508 | 2010.12.08 12:55 | t/p | 1191 | 0.10 | 111.187 | 0.000 | 111.187 | 525.40 | 1329096.70 |
| 2509 | 2010.12.08 12:55 | t/p | 1192 | 0.10 | 111.187 | 0.000 | 111.187 | 14483.23 | 1343579.94 |
| 2510 | 2010.12.08 12:55 | t/p | 1193 | 0.10 | 111.187 | 0.000 | 111.187 | 27763.23 | 1371343.17 |
| 2511 | 2010.12.08 13:00 | buy | 1194 | 0.10 | 111.038 | 0.000 | 0.000 | ||
| 2512 | 2010.12.08 13:07 | close | 1194 | 0.10 | 111.049 | 0.000 | 0.000 | 110.00 | 1371453.17 |
| 2513 | 2010.12.08 13:29 | buy | 1195 | 0.10 | 111.102 | 0.000 | 0.000 | ||
| 2514 | 2010.12.08 13:36 | close | 1195 | 0.10 | 111.113 | 0.000 | 0.000 | 110.00 | 1371563.17 |
| 2515 | 2010.12.08 14:01 | buy | 1196 | 0.10 | 111.035 | 0.000 | 0.000 | ||
| 2516 | 2010.12.08 14:03 | close | 1196 | 0.10 | 111.078 | 0.000 | 0.000 | 430.00 | 1371993.17 |
| 2517 | 2010.12.08 14:31 | buy | 1197 | 0.10 | 111.056 | 0.000 | 0.000 | ||
| 2518 | 2010.12.08 14:33 | close | 1197 | 0.10 | 111.080 | 0.000 | 0.000 | 240.00 | 1372233.17 |
| 2519 | 2010.12.08 17:34 | buy | 1198 | 0.10 | 111.349 | 0.000 | 0.000 | ||
| 2520 | 2010.12.08 17:35 | close | 1198 | 0.10 | 111.369 | 0.000 | 0.000 | 200.00 | 1372433.17 |
| 2521 | 2010.12.08 17:54 | buy | 1199 | 0.10 | 111.343 | 0.000 | 0.000 | ||
| 2522 | 2010.12.08 17:55 | close | 1199 | 0.10 | 111.403 | 0.000 | 0.000 | 600.00 | 1373033.17 |
| 2523 | 2010.12.08 18:20 | buy | 1200 | 0.10 | 111.362 | 0.000 | 0.000 | ||
| 2524 | 2010.12.08 18:41 | close | 1200 | 0.10 | 111.400 | 0.000 | 0.000 | 380.00 | 1373413.17 |
| 2525 | 2010.12.08 19:38 | buy | 1201 | 0.10 | 111.322 | 0.000 | 0.000 | ||
| 2526 | 2010.12.08 19:40 | close | 1201 | 0.10 | 111.340 | 0.000 | 0.000 | 180.00 | 1373593.17 |
| 2527 | 2010.12.08 21:10 | buy | 1202 | 0.10 | 111.391 | 0.000 | 0.000 | ||
| 2528 | 2010.12.08 21:23 | close | 1202 | 0.10 | 111.406 | 0.000 | 0.000 | 150.00 | 1373743.17 |
| 2529 | 2010.12.08 21:29 | buy | 1203 | 0.10 | 111.375 | 0.000 | 0.000 | ||
| 2530 | 2010.12.08 21:35 | close | 1203 | 0.10 | 111.405 | 0.000 | 0.000 | 300.00 | 1374043.17 |
| 2531 | 2010.12.08 22:23 | buy | 1204 | 0.10 | 111.429 | 0.000 | 0.000 | ||
| 2532 | 2010.12.08 22:29 | close | 1204 | 0.10 | 111.443 | 0.000 | 0.000 | 140.00 | 1374183.17 |
| 2533 | 2010.12.09 00:23 | buy | 1205 | 0.10 | 111.427 | 0.000 | 0.000 | ||
| 2534 | 2010.12.09 00:53 | close | 1205 | 0.10 | 111.440 | 0.000 | 0.000 | 130.00 | 1374313.17 |
| 2535 | 2010.12.09 01:39 | buy | 1206 | 0.10 | 111.318 | 0.000 | 0.000 | ||
| 2536 | 2010.12.09 01:41 | close | 1206 | 0.10 | 111.336 | 0.000 | 0.000 | 180.00 | 1374493.17 |
| 2537 | 2010.12.09 02:23 | buy | 1207 | 0.10 | 111.439 | 0.000 | 0.000 | ||
| 2538 | 2010.12.09 02:31 | close | 1207 | 0.10 | 111.478 | 0.000 | 0.000 | 390.00 | 1374883.17 |
| 2539 | 2010.12.09 02:35 | buy | 1208 | 0.10 | 111.447 | 0.000 | 0.000 | ||
| 2540 | 2010.12.09 02:40 | close | 1208 | 0.10 | 111.468 | 0.000 | 0.000 | 210.00 | 1375093.17 |
| 2541 | 2010.12.09 04:54 | buy | 1209 | 0.10 | 111.476 | 0.000 | 0.000 | ||
| 2542 | 2010.12.09 05:01 | close | 1209 | 0.10 | 111.495 | 0.000 | 0.000 | 190.00 | 1375283.17 |
| 2543 | 2010.12.09 05:07 | buy | 1210 | 0.10 | 111.418 | 0.000 | 0.000 | ||
| 2544 | 2010.12.09 05:36 | close | 1210 | 0.10 | 111.436 | 0.000 | 0.000 | 180.00 | 1375463.17 |
| 2545 | 2010.12.09 07:53 | buy | 1211 | 0.10 | 111.529 | 0.000 | 0.000 | ||
| 2546 | 2010.12.09 08:07 | close | 1211 | 0.10 | 111.540 | 0.000 | 0.000 | 110.00 | 1375573.17 |
| 2547 | 2010.12.09 09:52 | buy | 1212 | 0.10 | 111.299 | 0.000 | 0.000 | ||
| 2548 | 2010.12.09 09:54 | close | 1212 | 0.10 | 111.331 | 0.000 | 0.000 | 320.00 | 1375893.17 |
| 2549 | 2010.12.09 09:57 | buy | 1213 | 0.10 | 111.201 | 0.000 | 0.000 | ||
| 2550 | 2010.12.09 09:59 | close | 1213 | 0.10 | 111.220 | 0.000 | 0.000 | 190.00 | 1376083.17 |