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 |
| 2851 | 2011.01.25 08:22 | close | 1359 | 0.10 | 112.626 | 0.000 | 0.000 | 500.00 | 1412136.23 |
| 2852 | 2011.01.25 08:48 | buy | 1360 | 0.10 | 112.688 | 0.000 | 0.000 | ||
| 2853 | 2011.01.25 08:50 | close | 1360 | 0.10 | 112.711 | 0.000 | 0.000 | 230.00 | 1412366.23 |
| 2854 | 2011.01.25 09:26 | buy | 1361 | 0.10 | 112.572 | 0.000 | 0.000 | ||
| 2855 | 2011.01.25 09:28 | close | 1361 | 0.10 | 112.601 | 0.000 | 0.000 | 290.00 | 1412656.23 |
| 2856 | 2011.01.25 09:33 | buy | 1362 | 0.10 | 112.511 | 0.000 | 0.000 | ||
| 2857 | 2011.01.25 16:15 | close | 1362 | 0.10 | 112.543 | 0.000 | 0.000 | 320.00 | 1412976.23 |
| 2858 | 2011.01.25 17:14 | buy | 1363 | 0.10 | 112.498 | 0.000 | 0.000 | ||
| 2859 | 2011.01.25 21:35 | close | 1363 | 0.10 | 112.534 | 0.000 | 0.000 | 360.00 | 1413336.23 |
| 2860 | 2011.01.25 21:39 | buy | 1364 | 0.10 | 112.464 | 0.000 | 0.000 | ||
| 2861 | 2011.01.25 21:43 | close | 1364 | 0.10 | 112.475 | 0.000 | 0.000 | 110.00 | 1413446.23 |
| 2862 | 2011.01.25 21:56 | buy | 1365 | 0.10 | 112.532 | 0.000 | 0.000 | ||
| 2863 | 2011.01.25 22:02 | close | 1365 | 0.10 | 112.551 | 0.000 | 0.000 | 190.00 | 1413636.23 |
| 2864 | 2011.01.25 23:49 | buy | 1366 | 0.10 | 112.400 | 0.000 | 0.000 | ||
| 2865 | 2011.01.25 23:51 | close | 1366 | 0.10 | 112.454 | 0.000 | 0.000 | 540.00 | 1414176.23 |
| 2866 | 2011.01.26 01:11 | buy | 1367 | 0.10 | 112.446 | 0.000 | 0.000 | ||
| 2867 | 2011.01.26 09:18 | close | 1367 | 0.10 | 112.462 | 0.000 | 0.000 | 160.00 | 1414336.23 |
| 2868 | 2011.01.26 09:34 | buy | 1368 | 0.10 | 112.396 | 0.000 | 0.000 | ||
| 2869 | 2011.01.26 10:02 | close | 1368 | 0.10 | 112.407 | 0.000 | 0.000 | 110.00 | 1414446.23 |
| 2870 | 2011.01.26 11:03 | buy | 1369 | 0.10 | 112.614 | 0.000 | 0.000 | ||
| 2871 | 2011.01.26 11:04 | close | 1369 | 0.10 | 112.641 | 0.000 | 0.000 | 270.00 | 1414716.23 |
| 2872 | 2011.01.26 11:14 | buy | 1370 | 0.10 | 112.595 | 0.000 | 0.000 | ||
| 2873 | 2011.01.26 11:30 | close | 1370 | 0.10 | 112.675 | 0.000 | 0.000 | 800.00 | 1415516.23 |
| 2874 | 2011.01.26 11:55 | buy | 1371 | 0.10 | 112.517 | 0.000 | 0.000 | ||
| 2875 | 2011.01.26 12:03 | close | 1371 | 0.10 | 112.542 | 0.000 | 0.000 | 250.00 | 1415766.23 |
| 2876 | 2011.01.26 12:10 | buy | 1372 | 0.10 | 112.518 | 0.000 | 0.000 | ||
| 2877 | 2011.01.26 12:14 | close | 1372 | 0.10 | 112.553 | 0.000 | 0.000 | 350.00 | 1416116.23 |
| 2878 | 2011.01.26 14:34 | buy | 1373 | 0.10 | 112.464 | 0.000 | 0.000 | ||
| 2879 | 2011.01.26 16:14 | close | 1373 | 0.10 | 112.496 | 0.000 | 0.000 | 320.00 | 1416436.23 |
| 2880 | 2011.01.26 16:49 | buy | 1374 | 0.10 | 112.588 | 0.000 | 0.000 | ||
| 2881 | 2011.01.26 17:05 | close | 1374 | 0.10 | 112.602 | 0.000 | 0.000 | 140.00 | 1416576.23 |
| 2882 | 2011.01.26 17:22 | buy | 1375 | 0.10 | 112.618 | 0.000 | 0.000 | ||
| 2883 | 2011.01.26 17:48 | close | 1375 | 0.10 | 112.655 | 0.000 | 0.000 | 370.00 | 1416946.23 |
| 2884 | 2011.01.26 17:52 | buy | 1376 | 0.10 | 112.618 | 0.000 | 0.000 | ||
| 2885 | 2011.01.26 18:01 | close | 1376 | 0.10 | 112.633 | 0.000 | 0.000 | 150.00 | 1417096.23 |
| 2886 | 2011.01.26 18:27 | buy | 1377 | 0.10 | 112.838 | 0.000 | 0.000 | ||
| 2887 | 2011.01.26 20:38 | close | 1377 | 0.10 | 112.860 | 0.000 | 0.000 | 220.00 | 1417316.23 |
| 2888 | 2011.01.26 21:03 | buy | 1378 | 0.10 | 112.807 | 0.000 | 0.000 | ||
| 2889 | 2011.01.26 21:15 | close | 1378 | 0.10 | 112.839 | 0.000 | 0.000 | 320.00 | 1417636.23 |
| 2890 | 2011.01.26 21:22 | buy | 1379 | 0.10 | 112.722 | 0.000 | 0.000 | ||
| 2891 | 2011.01.27 08:32 | close | 1379 | 0.10 | 112.751 | 0.000 | 0.000 | 275.92 | 1417912.15 |
| 2892 | 2011.01.27 08:35 | buy | 1380 | 0.10 | 112.660 | 0.000 | 0.000 | ||
| 2893 | 2011.01.27 08:54 | close | 1380 | 0.10 | 112.933 | 0.000 | 0.000 | 2730.00 | 1420642.15 |
| 2894 | 2011.01.27 11:10 | buy | 1381 | 0.10 | 113.278 | 0.000 | 0.000 | ||
| 2895 | 2011.01.27 11:31 | close | 1381 | 0.10 | 113.389 | 0.000 | 0.000 | 1110.00 | 1421752.15 |
| 2896 | 2011.01.27 16:40 | buy | 1382 | 0.10 | 113.837 | 0.000 | 0.000 | ||
| 2897 | 2011.01.27 16:43 | close | 1382 | 0.10 | 113.884 | 0.000 | 0.000 | 470.00 | 1422222.15 |
| 2898 | 2011.01.27 16:58 | buy | 1383 | 0.10 | 113.849 | 0.000 | 0.000 | ||
| 2899 | 2011.01.27 23:00 | close | 1383 | 0.10 | 113.879 | 0.000 | 0.000 | 300.00 | 1422522.15 |
| 2900 | 2011.01.27 23:36 | buy | 1384 | 0.10 | 113.733 | 0.000 | 0.000 | ||
| 2901 | 2011.01.27 23:44 | close | 1384 | 0.10 | 113.749 | 0.000 | 0.000 | 160.00 | 1422682.15 |
| 2902 | 2011.01.28 00:32 | buy | 1385 | 0.10 | 113.756 | 0.000 | 0.000 | ||
| 2903 | 2011.01.28 00:39 | close | 1385 | 0.10 | 113.769 | 0.000 | 0.000 | 130.00 | 1422812.15 |
| 2904 | 2011.01.28 00:50 | buy | 1386 | 0.10 | 113.743 | 0.000 | 0.000 | ||
| 2905 | 2011.01.28 01:01 | close | 1386 | 0.10 | 113.757 | 0.000 | 0.000 | 140.00 | 1422952.15 |
| 2906 | 2011.01.28 01:56 | buy | 1387 | 0.10 | 113.664 | 0.000 | 0.000 | ||
| 2907 | 2011.01.28 16:38 | buy | 1388 | 0.10 | 112.158 | 0.000 | 0.000 | ||
| 2908 | 2011.01.28 16:38 | modify | 1387 | 0.10 | 113.664 | 0.000 | 112.936 | ||
| 2909 | 2011.01.28 16:38 | modify | 1388 | 0.10 | 112.158 | 0.000 | 112.936 | ||
| 2910 | 2011.02.09 16:25 | t/p | 1387 | 0.10 | 112.936 | 0.000 | 112.936 | -7326.70 | 1415625.45 |
| 2911 | 2011.02.09 16:25 | t/p | 1388 | 0.10 | 112.936 | 0.000 | 112.936 | 7733.30 | 1423358.75 |
| 2912 | 2011.02.09 16:36 | buy | 1389 | 0.10 | 112.903 | 0.000 | 0.000 | ||
| 2913 | 2011.02.09 16:37 | close | 1389 | 0.10 | 112.935 | 0.000 | 0.000 | 320.00 | 1423678.75 |
| 2914 | 2011.02.09 16:50 | buy | 1390 | 0.10 | 113.033 | 0.000 | 0.000 | ||
| 2915 | 2011.02.09 17:03 | close | 1390 | 0.10 | 113.067 | 0.000 | 0.000 | 340.00 | 1424018.75 |
| 2916 | 2011.02.09 17:12 | buy | 1391 | 0.10 | 113.022 | 0.000 | 0.000 | ||
| 2917 | 2011.02.09 17:13 | close | 1391 | 0.10 | 113.059 | 0.000 | 0.000 | 370.00 | 1424388.75 |
| 2918 | 2011.02.09 17:22 | buy | 1392 | 0.10 | 112.959 | 0.000 | 0.000 | ||
| 2919 | 2011.02.09 17:32 | close | 1392 | 0.10 | 112.970 | 0.000 | 0.000 | 110.00 | 1424498.75 |
| 2920 | 2011.02.09 17:51 | buy | 1393 | 0.10 | 112.915 | 0.000 | 0.000 | ||
| 2921 | 2011.02.09 17:54 | close | 1393 | 0.10 | 112.930 | 0.000 | 0.000 | 150.00 | 1424648.75 |
| 2922 | 2011.02.09 18:01 | buy | 1394 | 0.10 | 112.880 | 0.000 | 0.000 | ||
| 2923 | 2011.02.09 18:08 | close | 1394 | 0.10 | 112.910 | 0.000 | 0.000 | 300.00 | 1424948.75 |
| 2924 | 2011.02.09 18:37 | buy | 1395 | 0.10 | 112.994 | 0.000 | 0.000 | ||
| 2925 | 2011.02.09 18:40 | close | 1395 | 0.10 | 113.013 | 0.000 | 0.000 | 190.00 | 1425138.75 |
| 2926 | 2011.02.09 18:51 | buy | 1396 | 0.10 | 112.949 | 0.000 | 0.000 | ||
| 2927 | 2011.02.09 19:05 | close | 1396 | 0.10 | 112.967 | 0.000 | 0.000 | 180.00 | 1425318.75 |
| 2928 | 2011.02.09 20:42 | buy | 1397 | 0.10 | 112.988 | 0.000 | 0.000 | ||
| 2929 | 2011.02.09 20:55 | close | 1397 | 0.10 | 113.009 | 0.000 | 0.000 | 210.00 | 1425528.75 |
| 2930 | 2011.02.09 21:06 | buy | 1398 | 0.10 | 113.024 | 0.000 | 0.000 | ||
| 2931 | 2011.02.09 21:15 | close | 1398 | 0.10 | 113.064 | 0.000 | 0.000 | 400.00 | 1425928.75 |
| 2932 | 2011.02.09 21:34 | buy | 1399 | 0.10 | 113.030 | 0.000 | 0.000 | ||
| 2933 | 2011.02.09 21:38 | close | 1399 | 0.10 | 113.046 | 0.000 | 0.000 | 160.00 | 1426088.75 |
| 2934 | 2011.02.09 22:33 | buy | 1400 | 0.10 | 113.074 | 0.000 | 0.000 | ||
| 2935 | 2011.02.10 00:46 | close | 1400 | 0.10 | 113.085 | 0.000 | 0.000 | 95.87 | 1426184.63 |
| 2936 | 2011.02.10 01:01 | buy | 1401 | 0.10 | 113.058 | 0.000 | 0.000 | ||
| 2937 | 2011.02.10 01:08 | close | 1401 | 0.10 | 113.076 | 0.000 | 0.000 | 180.00 | 1426364.63 |
| 2938 | 2011.02.10 01:43 | buy | 1402 | 0.10 | 113.029 | 0.000 | 0.000 | ||
| 2939 | 2011.02.10 01:49 | close | 1402 | 0.10 | 113.053 | 0.000 | 0.000 | 240.00 | 1426604.63 |
| 2940 | 2011.02.10 03:30 | buy | 1403 | 0.10 | 113.153 | 0.000 | 0.000 | ||
| 2941 | 2011.02.10 03:34 | close | 1403 | 0.10 | 113.165 | 0.000 | 0.000 | 120.00 | 1426724.63 |
| 2942 | 2011.02.10 04:17 | buy | 1404 | 0.10 | 113.148 | 0.000 | 0.000 | ||
| 2943 | 2011.02.10 04:35 | close | 1404 | 0.10 | 113.161 | 0.000 | 0.000 | 130.00 | 1426854.63 |
| 2944 | 2011.02.10 06:03 | buy | 1405 | 0.10 | 113.048 | 0.000 | 0.000 | ||
| 2945 | 2011.02.10 07:25 | close | 1405 | 0.10 | 113.060 | 0.000 | 0.000 | 120.00 | 1426974.63 |
| 2946 | 2011.02.10 07:54 | buy | 1406 | 0.10 | 113.089 | 0.000 | 0.000 | ||
| 2947 | 2011.02.10 08:03 | close | 1406 | 0.10 | 113.132 | 0.000 | 0.000 | 430.00 | 1427404.63 |
| 2948 | 2011.02.10 08:12 | buy | 1407 | 0.10 | 113.097 | 0.000 | 0.000 | ||
| 2949 | 2011.02.10 16:47 | close | 1407 | 0.10 | 113.197 | 0.000 | 0.000 | 1000.00 | 1428404.63 |
| 2950 | 2011.02.10 17:00 | buy | 1408 | 0.10 | 113.137 | 0.000 | 0.000 | ||
| 2951 | 2011.02.10 17:04 | close | 1408 | 0.10 | 113.185 | 0.000 | 0.000 | 480.00 | 1428884.63 |
| 2952 | 2011.02.10 18:18 | buy | 1409 | 0.10 | 113.265 | 0.000 | 0.000 | ||
| 2953 | 2011.02.10 18:21 | close | 1409 | 0.10 | 113.290 | 0.000 | 0.000 | 250.00 | 1429134.63 |
| 2954 | 2011.02.10 19:21 | buy | 1410 | 0.10 | 113.286 | 0.000 | 0.000 | ||
| 2955 | 2011.02.10 19:23 | close | 1410 | 0.10 | 113.297 | 0.000 | 0.000 | 110.00 | 1429244.63 |
| 2956 | 2011.02.10 20:11 | buy | 1411 | 0.10 | 113.222 | 0.000 | 0.000 | ||
| 2957 | 2011.02.10 20:13 | close | 1411 | 0.10 | 113.237 | 0.000 | 0.000 | 150.00 | 1429394.63 |
| 2958 | 2011.02.10 20:45 | buy | 1412 | 0.10 | 113.344 | 0.000 | 0.000 | ||
| 2959 | 2011.02.11 00:21 | close | 1412 | 0.10 | 113.359 | 0.000 | 0.000 | 145.28 | 1429539.90 |
| 2960 | 2011.02.11 02:02 | buy | 1413 | 0.10 | 113.348 | 0.000 | 0.000 | ||
| 2961 | 2011.02.15 13:13 | close | 1413 | 0.10 | 113.365 | 0.000 | 0.000 | 160.62 | 1429700.52 |
| 2962 | 2011.02.15 13:21 | buy | 1414 | 0.10 | 113.274 | 0.000 | 0.000 | ||
| 2963 | 2011.02.15 13:25 | close | 1414 | 0.10 | 113.302 | 0.000 | 0.000 | 280.00 | 1429980.52 |
| 2964 | 2011.02.15 13:30 | buy | 1415 | 0.10 | 113.256 | 0.000 | 0.000 | ||
| 2965 | 2011.02.15 13:38 | close | 1415 | 0.10 | 113.268 | 0.000 | 0.000 | 120.00 | 1430100.52 |
| 2966 | 2011.02.15 13:45 | buy | 1416 | 0.10 | 113.265 | 0.000 | 0.000 | ||
| 2967 | 2011.02.15 14:58 | close | 1416 | 0.10 | 113.284 | 0.000 | 0.000 | 190.00 | 1430290.52 |
| 2968 | 2011.02.15 15:11 | buy | 1417 | 0.10 | 113.232 | 0.000 | 0.000 | ||
| 2969 | 2011.02.15 15:22 | close | 1417 | 0.10 | 113.247 | 0.000 | 0.000 | 150.00 | 1430440.52 |
| 2970 | 2011.02.15 16:04 | buy | 1418 | 0.10 | 113.241 | 0.000 | 0.000 | ||
| 2971 | 2011.02.15 17:06 | close | 1418 | 0.10 | 113.256 | 0.000 | 0.000 | 150.00 | 1430590.52 |
| 2972 | 2011.02.15 17:47 | buy | 1419 | 0.10 | 113.048 | 0.000 | 0.000 | ||
| 2973 | 2011.02.15 17:49 | close | 1419 | 0.10 | 113.059 | 0.000 | 0.000 | 110.00 | 1430700.52 |
| 2974 | 2011.02.15 18:53 | buy | 1420 | 0.10 | 113.161 | 0.000 | 0.000 | ||
| 2975 | 2011.02.15 18:54 | close | 1420 | 0.10 | 113.179 | 0.000 | 0.000 | 180.00 | 1430880.52 |
| 2976 | 2011.02.15 19:56 | buy | 1421 | 0.10 | 113.206 | 0.000 | 0.000 | ||
| 2977 | 2011.02.16 02:20 | close | 1421 | 0.10 | 113.223 | 0.000 | 0.000 | 165.30 | 1431045.82 |
| 2978 | 2011.02.16 02:42 | buy | 1422 | 0.10 | 113.269 | 0.000 | 0.000 | ||
| 2979 | 2011.02.16 02:59 | close | 1422 | 0.10 | 113.292 | 0.000 | 0.000 | 230.00 | 1431275.82 |
| 2980 | 2011.02.16 05:51 | buy | 1423 | 0.10 | 113.237 | 0.000 | 0.000 | ||
| 2981 | 2011.02.16 05:53 | close | 1423 | 0.10 | 113.250 | 0.000 | 0.000 | 130.00 | 1431405.82 |
| 2982 | 2011.02.16 08:19 | buy | 1424 | 0.10 | 113.407 | 0.000 | 0.000 | ||
| 2983 | 2011.02.16 08:23 | close | 1424 | 0.10 | 113.421 | 0.000 | 0.000 | 140.00 | 1431545.82 |
| 2984 | 2011.02.16 08:39 | buy | 1425 | 0.10 | 113.382 | 0.000 | 0.000 | ||
| 2985 | 2011.02.16 08:43 | close | 1425 | 0.10 | 113.393 | 0.000 | 0.000 | 110.00 | 1431655.82 |
| 2986 | 2011.02.16 09:29 | buy | 1426 | 0.10 | 113.453 | 0.000 | 0.000 | ||
| 2987 | 2011.02.16 09:35 | close | 1426 | 0.10 | 113.466 | 0.000 | 0.000 | 130.00 | 1431785.82 |
| 2988 | 2011.02.16 10:10 | buy | 1427 | 0.10 | 113.357 | 0.000 | 0.000 | ||
| 2989 | 2011.02.16 10:17 | close | 1427 | 0.10 | 113.384 | 0.000 | 0.000 | 270.00 | 1432055.82 |
| 2990 | 2011.02.16 10:41 | buy | 1428 | 0.10 | 113.271 | 0.000 | 0.000 | ||
| 2991 | 2011.02.16 10:55 | close | 1428 | 0.10 | 113.324 | 0.000 | 0.000 | 530.00 | 1432585.82 |
| 2992 | 2011.02.16 13:03 | buy | 1429 | 0.10 | 113.146 | 0.000 | 0.000 | ||
| 2993 | 2011.02.16 13:15 | close | 1429 | 0.10 | 113.190 | 0.000 | 0.000 | 440.00 | 1433025.82 |
| 2994 | 2011.02.16 15:13 | buy | 1430 | 0.10 | 113.074 | 0.000 | 0.000 | ||
| 2995 | 2011.02.16 15:26 | close | 1430 | 0.10 | 113.088 | 0.000 | 0.000 | 140.00 | 1433165.82 |
| 2996 | 2011.02.16 15:59 | buy | 1431 | 0.10 | 113.103 | 0.000 | 0.000 | ||
| 2997 | 2011.02.16 16:30 | close | 1431 | 0.10 | 113.128 | 0.000 | 0.000 | 250.00 | 1433415.82 |
| 2998 | 2011.02.16 17:35 | buy | 1432 | 0.10 | 113.379 | 0.000 | 0.000 | ||
| 2999 | 2011.02.16 17:36 | close | 1432 | 0.10 | 113.417 | 0.000 | 0.000 | 380.00 | 1433795.82 |
| 3000 | 2011.02.16 17:52 | buy | 1433 | 0.10 | 113.450 | 0.000 | 0.000 | ||