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 |
| 151 | 2009.12.08 13:02 | buy | 76 | 0.10 | 131.054 | 0.000 | 0.000 | ||
| 152 | 2009.12.08 13:02 | modify | 74 | 0.10 | 134.099 | 0.000 | 132.572 | ||
| 153 | 2009.12.08 13:02 | modify | 75 | 0.10 | 132.514 | 0.000 | 132.572 | ||
| 154 | 2009.12.08 13:02 | modify | 76 | 0.10 | 131.054 | 0.000 | 132.572 | ||
| 155 | 2009.12.09 08:01 | buy | 77 | 0.10 | 129.606 | 0.000 | 0.000 | ||
| 156 | 2009.12.09 08:01 | modify | 74 | 0.10 | 134.099 | 0.000 | 131.831 | ||
| 157 | 2009.12.09 08:01 | modify | 75 | 0.10 | 132.514 | 0.000 | 131.831 | ||
| 158 | 2009.12.09 08:01 | modify | 76 | 0.10 | 131.054 | 0.000 | 131.831 | ||
| 159 | 2009.12.09 08:01 | modify | 77 | 0.10 | 129.606 | 0.000 | 131.831 | ||
| 160 | 2009.12.18 00:30 | buy | 78 | 0.10 | 128.310 | 0.000 | 0.000 | ||
| 161 | 2009.12.18 00:30 | modify | 74 | 0.10 | 134.099 | 0.000 | 131.127 | ||
| 162 | 2009.12.18 00:30 | modify | 75 | 0.10 | 132.514 | 0.000 | 131.127 | ||
| 163 | 2009.12.18 00:30 | modify | 76 | 0.10 | 131.054 | 0.000 | 131.127 | ||
| 164 | 2009.12.18 00:30 | modify | 77 | 0.10 | 129.606 | 0.000 | 131.127 | ||
| 165 | 2009.12.18 00:30 | modify | 78 | 0.10 | 128.310 | 0.000 | 131.127 | ||
| 166 | 2009.12.23 17:35 | t/p | 74 | 0.10 | 131.127 | 0.000 | 131.127 | -29806.81 | 992695.72 |
| 167 | 2009.12.23 17:35 | t/p | 75 | 0.10 | 131.127 | 0.000 | 131.127 | -13956.81 | 978738.92 |
| 168 | 2009.12.23 17:35 | t/p | 76 | 0.10 | 131.127 | 0.000 | 131.127 | 648.71 | 979387.63 |
| 169 | 2009.12.23 17:35 | t/p | 77 | 0.10 | 131.127 | 0.000 | 131.127 | 15134.13 | 994521.76 |
| 170 | 2009.12.23 17:35 | t/p | 78 | 0.10 | 131.127 | 0.000 | 131.127 | 28153.73 | 1022675.48 |
| 171 | 2009.12.23 18:06 | buy | 79 | 0.10 | 131.180 | 0.000 | 0.000 | ||
| 172 | 2009.12.23 18:11 | close | 79 | 0.10 | 131.194 | 0.000 | 0.000 | 140.00 | 1022815.48 |
| 173 | 2009.12.23 20:18 | buy | 80 | 0.10 | 131.346 | 0.000 | 0.000 | ||
| 174 | 2009.12.23 20:21 | close | 80 | 0.10 | 131.367 | 0.000 | 0.000 | 210.00 | 1023025.48 |
| 175 | 2009.12.23 22:00 | buy | 81 | 0.10 | 131.311 | 0.000 | 0.000 | ||
| 176 | 2009.12.23 22:03 | close | 81 | 0.10 | 131.329 | 0.000 | 0.000 | 180.00 | 1023205.48 |
| 177 | 2009.12.23 23:06 | buy | 82 | 0.10 | 131.338 | 0.000 | 0.000 | ||
| 178 | 2009.12.23 23:07 | close | 82 | 0.10 | 131.368 | 0.000 | 0.000 | 300.00 | 1023505.48 |
| 179 | 2009.12.23 23:39 | buy | 83 | 0.10 | 131.252 | 0.000 | 0.000 | ||
| 180 | 2009.12.24 00:06 | close | 83 | 0.10 | 131.288 | 0.000 | 0.000 | 343.59 | 1023849.08 |
| 181 | 2010.01.06 00:07 | buy | 84 | 0.10 | 131.716 | 0.000 | 0.000 | ||
| 182 | 2010.01.06 02:24 | close | 84 | 0.10 | 131.768 | 0.000 | 0.000 | 520.00 | 1024369.08 |
| 183 | 2010.01.06 03:27 | buy | 85 | 0.10 | 131.716 | 0.000 | 0.000 | ||
| 184 | 2010.01.06 03:28 | close | 85 | 0.10 | 131.763 | 0.000 | 0.000 | 470.00 | 1024839.08 |
| 185 | 2010.01.06 03:50 | buy | 86 | 0.10 | 131.802 | 0.000 | 0.000 | ||
| 186 | 2010.01.06 03:51 | close | 86 | 0.10 | 131.819 | 0.000 | 0.000 | 170.00 | 1025009.08 |
| 187 | 2010.01.06 04:58 | buy | 87 | 0.10 | 131.957 | 0.000 | 0.000 | ||
| 188 | 2010.01.06 05:02 | close | 87 | 0.10 | 131.974 | 0.000 | 0.000 | 170.00 | 1025179.08 |
| 189 | 2010.01.06 06:35 | buy | 88 | 0.10 | 132.137 | 0.000 | 0.000 | ||
| 190 | 2010.01.06 07:02 | close | 88 | 0.10 | 132.168 | 0.000 | 0.000 | 310.00 | 1025489.08 |
| 191 | 2010.01.06 07:20 | buy | 89 | 0.10 | 132.022 | 0.000 | 0.000 | ||
| 192 | 2010.01.06 07:25 | close | 89 | 0.10 | 132.043 | 0.000 | 0.000 | 210.00 | 1025699.08 |
| 193 | 2010.01.06 07:48 | buy | 90 | 0.10 | 131.822 | 0.000 | 0.000 | ||
| 194 | 2010.01.06 08:30 | close | 90 | 0.10 | 131.848 | 0.000 | 0.000 | 260.00 | 1025959.08 |
| 195 | 2010.01.06 09:18 | buy | 91 | 0.10 | 132.001 | 0.000 | 0.000 | ||
| 196 | 2010.01.06 09:26 | close | 91 | 0.10 | 132.013 | 0.000 | 0.000 | 120.00 | 1026079.08 |
| 197 | 2010.01.12 04:49 | buy | 92 | 0.10 | 133.519 | 0.000 | 0.000 | ||
| 198 | 2010.01.12 04:55 | close | 92 | 0.10 | 133.566 | 0.000 | 0.000 | 470.00 | 1026549.08 |
| 199 | 2010.01.12 07:13 | buy | 93 | 0.10 | 133.673 | 0.000 | 0.000 | ||
| 200 | 2010.01.12 07:22 | close | 93 | 0.10 | 133.686 | 0.000 | 0.000 | 130.00 | 1026679.08 |
| 201 | 2010.01.12 13:09 | buy | 94 | 0.10 | 132.679 | 0.000 | 0.000 | ||
| 202 | 2010.01.12 13:18 | close | 94 | 0.10 | 132.691 | 0.000 | 0.000 | 120.00 | 1026799.08 |
| 203 | 2010.01.12 13:37 | buy | 95 | 0.10 | 132.677 | 0.000 | 0.000 | ||
| 204 | 2010.01.12 13:39 | close | 95 | 0.10 | 132.703 | 0.000 | 0.000 | 260.00 | 1027059.08 |
| 205 | 2010.01.12 13:42 | buy | 96 | 0.10 | 132.632 | 0.000 | 0.000 | ||
| 206 | 2010.01.12 13:44 | close | 96 | 0.10 | 132.658 | 0.000 | 0.000 | 260.00 | 1027319.08 |
| 207 | 2010.01.12 13:49 | buy | 97 | 0.10 | 132.615 | 0.000 | 0.000 | ||
| 208 | 2010.01.12 13:54 | close | 97 | 0.10 | 132.647 | 0.000 | 0.000 | 320.00 | 1027639.08 |
| 209 | 2010.01.12 14:10 | buy | 98 | 0.10 | 132.493 | 0.000 | 0.000 | ||
| 210 | 2010.01.13 10:14 | close | 98 | 0.10 | 132.508 | 0.000 | 0.000 | 144.50 | 1027783.57 |
| 211 | 2010.01.13 18:09 | buy | 99 | 0.10 | 132.509 | 0.000 | 0.000 | ||
| 212 | 2010.01.13 18:13 | close | 99 | 0.10 | 132.550 | 0.000 | 0.000 | 410.00 | 1028193.57 |
| 213 | 2010.01.13 18:32 | buy | 100 | 0.10 | 132.506 | 0.000 | 0.000 | ||
| 214 | 2010.01.13 18:36 | close | 100 | 0.10 | 132.523 | 0.000 | 0.000 | 170.00 | 1028363.57 |
| 215 | 2010.01.13 18:59 | buy | 101 | 0.10 | 132.535 | 0.000 | 0.000 | ||
| 216 | 2010.01.13 19:05 | close | 101 | 0.10 | 132.551 | 0.000 | 0.000 | 160.00 | 1028523.57 |
| 217 | 2010.01.13 19:19 | buy | 102 | 0.10 | 132.494 | 0.000 | 0.000 | ||
| 218 | 2010.01.13 19:24 | close | 102 | 0.10 | 132.539 | 0.000 | 0.000 | 450.00 | 1028973.57 |
| 219 | 2010.01.13 22:30 | buy | 103 | 0.10 | 132.620 | 0.000 | 0.000 | ||
| 220 | 2010.01.13 22:32 | close | 103 | 0.10 | 132.643 | 0.000 | 0.000 | 230.00 | 1029203.57 |
| 221 | 2010.01.14 00:59 | buy | 104 | 0.10 | 132.708 | 0.000 | 0.000 | ||
| 222 | 2010.01.14 01:04 | close | 104 | 0.10 | 132.745 | 0.000 | 0.000 | 370.00 | 1029573.57 |
| 223 | 2010.01.14 16:18 | buy | 105 | 0.10 | 132.259 | 0.000 | 0.000 | ||
| 224 | 2010.01.14 22:30 | close | 105 | 0.10 | 132.276 | 0.000 | 0.000 | 170.00 | 1029743.57 |
| 225 | 2010.01.15 00:23 | buy | 106 | 0.10 | 132.256 | 0.000 | 0.000 | ||
| 226 | 2010.01.15 00:35 | close | 106 | 0.10 | 132.280 | 0.000 | 0.000 | 240.00 | 1029983.57 |
| 227 | 2010.01.15 01:49 | buy | 107 | 0.10 | 132.167 | 0.000 | 0.000 | ||
| 228 | 2010.01.15 01:50 | close | 107 | 0.10 | 132.182 | 0.000 | 0.000 | 150.00 | 1030133.57 |
| 229 | 2010.01.15 02:10 | buy | 108 | 0.10 | 131.772 | 0.000 | 0.000 | ||
| 230 | 2010.01.15 02:15 | close | 108 | 0.10 | 131.840 | 0.000 | 0.000 | 680.00 | 1030813.57 |
| 231 | 2010.01.15 02:33 | buy | 109 | 0.10 | 131.856 | 0.000 | 0.000 | ||
| 232 | 2010.01.15 12:03 | buy | 110 | 0.10 | 130.351 | 0.000 | 0.000 | ||
| 233 | 2010.01.15 12:03 | modify | 109 | 0.10 | 131.856 | 0.000 | 131.129 | ||
| 234 | 2010.01.15 12:03 | modify | 110 | 0.10 | 130.351 | 0.000 | 131.129 | ||
| 235 | 2010.01.15 15:20 | t/p | 109 | 0.10 | 131.129 | 0.000 | 131.129 | -7270.00 | 1023543.57 |
| 236 | 2010.01.15 15:20 | t/p | 110 | 0.10 | 131.129 | 0.000 | 131.129 | 7780.00 | 1031323.57 |
| 237 | 2010.01.15 16:03 | buy | 111 | 0.10 | 130.568 | 0.000 | 0.000 | ||
| 238 | 2010.01.15 16:05 | close | 111 | 0.10 | 130.639 | 0.000 | 0.000 | 710.00 | 1032033.57 |
| 239 | 2010.01.15 17:07 | buy | 112 | 0.10 | 130.462 | 0.000 | 0.000 | ||
| 240 | 2010.01.15 17:09 | close | 112 | 0.10 | 130.475 | 0.000 | 0.000 | 130.00 | 1032163.57 |
| 241 | 2010.01.15 17:45 | buy | 113 | 0.10 | 130.594 | 0.000 | 0.000 | ||
| 242 | 2010.01.15 18:27 | close | 113 | 0.10 | 130.665 | 0.000 | 0.000 | 710.00 | 1032873.57 |
| 243 | 2010.01.15 18:31 | buy | 114 | 0.10 | 130.517 | 0.000 | 0.000 | ||
| 244 | 2010.01.15 18:33 | close | 114 | 0.10 | 130.539 | 0.000 | 0.000 | 220.00 | 1033093.57 |
| 245 | 2010.01.15 18:44 | buy | 115 | 0.10 | 130.493 | 0.000 | 0.000 | ||
| 246 | 2010.01.15 18:50 | close | 115 | 0.10 | 130.505 | 0.000 | 0.000 | 120.00 | 1033213.57 |
| 247 | 2010.01.18 00:54 | buy | 116 | 0.10 | 130.658 | 0.000 | 0.000 | ||
| 248 | 2010.01.18 01:08 | close | 116 | 0.10 | 130.677 | 0.000 | 0.000 | 190.00 | 1033403.57 |
| 249 | 2010.01.18 01:41 | buy | 117 | 0.10 | 130.504 | 0.000 | 0.000 | ||
| 250 | 2010.01.18 04:38 | close | 117 | 0.10 | 130.543 | 0.000 | 0.000 | 390.00 | 1033793.57 |
| 251 | 2010.01.18 04:52 | buy | 118 | 0.10 | 130.483 | 0.000 | 0.000 | ||
| 252 | 2010.01.18 04:55 | close | 118 | 0.10 | 130.548 | 0.000 | 0.000 | 650.00 | 1034443.57 |
| 253 | 2010.01.18 05:43 | buy | 119 | 0.10 | 130.606 | 0.000 | 0.000 | ||
| 254 | 2010.01.18 05:45 | close | 119 | 0.10 | 130.667 | 0.000 | 0.000 | 610.00 | 1035053.57 |
| 255 | 2010.01.18 11:53 | buy | 120 | 0.10 | 130.658 | 0.000 | 0.000 | ||
| 256 | 2010.01.18 16:36 | close | 120 | 0.10 | 130.687 | 0.000 | 0.000 | 290.00 | 1035343.57 |
| 257 | 2010.01.18 18:34 | buy | 121 | 0.10 | 130.530 | 0.000 | 0.000 | ||
| 258 | 2010.01.18 18:38 | close | 121 | 0.10 | 130.550 | 0.000 | 0.000 | 200.00 | 1035543.57 |
| 259 | 2010.01.18 21:59 | buy | 122 | 0.10 | 130.532 | 0.000 | 0.000 | ||
| 260 | 2010.01.18 22:04 | close | 122 | 0.10 | 130.551 | 0.000 | 0.000 | 190.00 | 1035733.57 |
| 261 | 2010.01.18 22:44 | buy | 123 | 0.10 | 130.497 | 0.000 | 0.000 | ||
| 262 | 2010.01.18 22:46 | close | 123 | 0.10 | 130.510 | 0.000 | 0.000 | 130.00 | 1035863.57 |
| 263 | 2010.01.18 23:11 | buy | 124 | 0.10 | 130.520 | 0.000 | 0.000 | ||
| 264 | 2010.01.18 23:15 | close | 124 | 0.10 | 130.539 | 0.000 | 0.000 | 190.00 | 1036053.57 |
| 265 | 2010.01.18 23:20 | buy | 125 | 0.10 | 130.513 | 0.000 | 0.000 | ||
| 266 | 2010.01.19 00:05 | close | 125 | 0.10 | 130.530 | 0.000 | 0.000 | 164.56 | 1036218.14 |
| 267 | 2010.01.19 00:14 | buy | 126 | 0.10 | 130.523 | 0.000 | 0.000 | ||
| 268 | 2010.01.19 00:27 | close | 126 | 0.10 | 130.536 | 0.000 | 0.000 | 130.00 | 1036348.14 |
| 269 | 2010.01.19 02:51 | buy | 127 | 0.10 | 130.428 | 0.000 | 0.000 | ||
| 270 | 2010.01.19 02:53 | close | 127 | 0.10 | 130.494 | 0.000 | 0.000 | 660.00 | 1037008.14 |
| 271 | 2010.01.19 03:24 | buy | 128 | 0.10 | 130.476 | 0.000 | 0.000 | ||
| 272 | 2010.01.19 08:18 | close | 128 | 0.10 | 130.528 | 0.000 | 0.000 | 520.00 | 1037528.14 |
| 273 | 2010.01.19 09:37 | buy | 129 | 0.10 | 130.209 | 0.000 | 0.000 | ||
| 274 | 2010.01.19 09:49 | close | 129 | 0.10 | 130.268 | 0.000 | 0.000 | 590.00 | 1038118.14 |
| 275 | 2010.01.19 10:11 | buy | 130 | 0.10 | 130.154 | 0.000 | 0.000 | ||
| 276 | 2010.01.19 10:13 | close | 130 | 0.10 | 130.178 | 0.000 | 0.000 | 240.00 | 1038358.14 |
| 277 | 2010.01.19 11:01 | buy | 131 | 0.10 | 129.918 | 0.000 | 0.000 | ||
| 278 | 2010.01.19 11:04 | close | 131 | 0.10 | 129.958 | 0.000 | 0.000 | 400.00 | 1038758.14 |
| 279 | 2010.01.19 11:47 | buy | 132 | 0.10 | 130.080 | 0.000 | 0.000 | ||
| 280 | 2010.01.19 15:50 | close | 132 | 0.10 | 130.119 | 0.000 | 0.000 | 390.00 | 1039148.14 |
| 281 | 2010.01.19 15:57 | buy | 133 | 0.10 | 130.198 | 0.000 | 0.000 | ||
| 282 | 2010.01.19 16:45 | close | 133 | 0.10 | 130.231 | 0.000 | 0.000 | 330.00 | 1039478.14 |
| 283 | 2010.01.19 17:31 | buy | 134 | 0.10 | 130.162 | 0.000 | 0.000 | ||
| 284 | 2010.01.19 19:30 | close | 134 | 0.10 | 130.173 | 0.000 | 0.000 | 110.00 | 1039588.14 |
| 285 | 2010.01.19 19:41 | buy | 135 | 0.10 | 130.161 | 0.000 | 0.000 | ||
| 286 | 2010.01.19 20:05 | close | 135 | 0.10 | 130.187 | 0.000 | 0.000 | 260.00 | 1039848.14 |
| 287 | 2010.01.19 22:51 | buy | 136 | 0.10 | 130.196 | 0.000 | 0.000 | ||
| 288 | 2010.01.19 22:52 | close | 136 | 0.10 | 130.214 | 0.000 | 0.000 | 180.00 | 1040028.14 |
| 289 | 2010.01.19 22:56 | buy | 137 | 0.10 | 130.171 | 0.000 | 0.000 | ||
| 290 | 2010.01.19 22:57 | close | 137 | 0.10 | 130.204 | 0.000 | 0.000 | 330.00 | 1040358.14 |
| 291 | 2010.01.20 00:23 | buy | 138 | 0.10 | 130.049 | 0.000 | 0.000 | ||
| 292 | 2010.01.20 00:28 | close | 138 | 0.10 | 130.087 | 0.000 | 0.000 | 380.00 | 1040738.14 |
| 293 | 2010.01.20 01:10 | buy | 139 | 0.10 | 130.121 | 0.000 | 0.000 | ||
| 294 | 2010.01.20 01:11 | close | 139 | 0.10 | 130.179 | 0.000 | 0.000 | 580.00 | 1041318.14 |
| 295 | 2010.01.20 01:35 | buy | 140 | 0.10 | 130.229 | 0.000 | 0.000 | ||
| 296 | 2010.01.20 12:12 | buy | 141 | 0.10 | 128.644 | 0.000 | 0.000 | ||
| 297 | 2010.01.20 12:12 | modify | 140 | 0.10 | 130.229 | 0.000 | 129.462 | ||
| 298 | 2010.01.20 12:12 | modify | 141 | 0.10 | 128.644 | 0.000 | 129.462 | ||
| 299 | 2010.01.21 15:40 | t/p | 140 | 0.10 | 129.462 | 0.000 | 129.462 | -7686.09 | 1033632.05 |
| 300 | 2010.01.21 15:40 | t/p | 141 | 0.10 | 129.462 | 0.000 | 129.462 | 8163.91 | 1041795.96 |