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 |
| 3151 | 2011.03.01 16:32 | close | 1507 | 0.10 | 113.368 | 0.000 | 0.000 | 110.00 | 1454673.36 |
| 3152 | 2011.03.01 16:45 | buy | 1508 | 0.10 | 113.436 | 0.000 | 0.000 | ||
| 3153 | 2011.03.01 16:47 | close | 1508 | 0.10 | 113.458 | 0.000 | 0.000 | 220.00 | 1454893.36 |
| 3154 | 2011.03.01 17:25 | buy | 1509 | 0.10 | 113.355 | 0.000 | 0.000 | ||
| 3155 | 2011.03.02 11:47 | close | 1509 | 0.10 | 113.377 | 0.000 | 0.000 | 215.30 | 1455108.66 |
| 3156 | 2011.03.02 11:51 | buy | 1510 | 0.10 | 113.334 | 0.000 | 0.000 | ||
| 3157 | 2011.03.02 12:28 | close | 1510 | 0.10 | 113.347 | 0.000 | 0.000 | 130.00 | 1455238.66 |
| 3158 | 2011.03.02 14:30 | buy | 1511 | 0.10 | 113.222 | 0.000 | 0.000 | ||
| 3159 | 2011.03.02 14:34 | close | 1511 | 0.10 | 113.246 | 0.000 | 0.000 | 240.00 | 1455478.66 |
| 3160 | 2011.03.02 14:45 | buy | 1512 | 0.10 | 113.241 | 0.000 | 0.000 | ||
| 3161 | 2011.03.02 14:47 | close | 1512 | 0.10 | 113.271 | 0.000 | 0.000 | 300.00 | 1455778.66 |
| 3162 | 2011.03.02 15:24 | buy | 1513 | 0.10 | 113.299 | 0.000 | 0.000 | ||
| 3163 | 2011.03.02 16:01 | close | 1513 | 0.10 | 113.316 | 0.000 | 0.000 | 170.00 | 1455948.66 |
| 3164 | 2011.03.02 16:10 | buy | 1514 | 0.10 | 113.239 | 0.000 | 0.000 | ||
| 3165 | 2011.03.02 16:12 | close | 1514 | 0.10 | 113.268 | 0.000 | 0.000 | 290.00 | 1456238.66 |
| 3166 | 2011.03.02 17:01 | buy | 1515 | 0.10 | 113.326 | 0.000 | 0.000 | ||
| 3167 | 2011.03.02 17:09 | close | 1515 | 0.10 | 113.338 | 0.000 | 0.000 | 120.00 | 1456358.66 |
| 3168 | 2011.03.02 17:47 | buy | 1516 | 0.10 | 113.286 | 0.000 | 0.000 | ||
| 3169 | 2011.03.02 18:40 | close | 1516 | 0.10 | 113.311 | 0.000 | 0.000 | 250.00 | 1456608.66 |
| 3170 | 2011.03.02 19:37 | buy | 1517 | 0.10 | 113.264 | 0.000 | 0.000 | ||
| 3171 | 2011.03.02 19:53 | close | 1517 | 0.10 | 113.285 | 0.000 | 0.000 | 210.00 | 1456818.66 |
| 3172 | 2011.03.02 20:17 | buy | 1518 | 0.10 | 113.388 | 0.000 | 0.000 | ||
| 3173 | 2011.03.02 20:21 | close | 1518 | 0.10 | 113.411 | 0.000 | 0.000 | 230.00 | 1457048.66 |
| 3174 | 2011.03.02 22:25 | buy | 1519 | 0.10 | 113.534 | 0.000 | 0.000 | ||
| 3175 | 2011.03.03 06:53 | close | 1519 | 0.10 | 113.556 | 0.000 | 0.000 | 205.82 | 1457254.48 |
| 3176 | 2011.03.03 07:26 | buy | 1520 | 0.10 | 113.466 | 0.000 | 0.000 | ||
| 3177 | 2011.03.03 07:27 | close | 1520 | 0.10 | 113.493 | 0.000 | 0.000 | 270.00 | 1457524.48 |
| 3178 | 2011.03.03 08:35 | buy | 1521 | 0.10 | 113.518 | 0.000 | 0.000 | ||
| 3179 | 2011.03.03 08:44 | close | 1521 | 0.10 | 113.535 | 0.000 | 0.000 | 170.00 | 1457694.48 |
| 3180 | 2011.03.03 09:13 | buy | 1522 | 0.10 | 113.457 | 0.000 | 0.000 | ||
| 3181 | 2011.03.03 09:20 | close | 1522 | 0.10 | 113.468 | 0.000 | 0.000 | 110.00 | 1457804.48 |
| 3182 | 2011.03.03 09:23 | buy | 1523 | 0.10 | 113.436 | 0.000 | 0.000 | ||
| 3183 | 2011.03.03 11:10 | close | 1523 | 0.10 | 113.451 | 0.000 | 0.000 | 150.00 | 1457954.48 |
| 3184 | 2011.03.03 11:25 | buy | 1524 | 0.10 | 113.422 | 0.000 | 0.000 | ||
| 3185 | 2011.03.03 11:32 | close | 1524 | 0.10 | 113.456 | 0.000 | 0.000 | 340.00 | 1458294.48 |
| 3186 | 2011.03.03 12:02 | buy | 1525 | 0.10 | 113.365 | 0.000 | 0.000 | ||
| 3187 | 2011.03.03 12:07 | close | 1525 | 0.10 | 113.382 | 0.000 | 0.000 | 170.00 | 1458464.48 |
| 3188 | 2011.03.03 12:44 | buy | 1526 | 0.10 | 113.386 | 0.000 | 0.000 | ||
| 3189 | 2011.03.03 12:46 | close | 1526 | 0.10 | 113.397 | 0.000 | 0.000 | 110.00 | 1458574.48 |
| 3190 | 2011.03.03 14:16 | buy | 1527 | 0.10 | 113.423 | 0.000 | 0.000 | ||
| 3191 | 2011.03.03 14:31 | close | 1527 | 0.10 | 113.521 | 0.000 | 0.000 | 980.00 | 1459554.48 |
| 3192 | 2011.03.03 22:51 | buy | 1528 | 0.10 | 115.075 | 0.000 | 0.000 | ||
| 3193 | 2011.03.03 22:53 | close | 1528 | 0.10 | 115.104 | 0.000 | 0.000 | 290.00 | 1459844.48 |
| 3194 | 2011.03.03 23:14 | buy | 1529 | 0.10 | 115.038 | 0.000 | 0.000 | ||
| 3195 | 2011.03.03 23:16 | close | 1529 | 0.10 | 115.055 | 0.000 | 0.000 | 170.00 | 1460014.48 |
| 3196 | 2011.03.03 23:25 | buy | 1530 | 0.10 | 115.061 | 0.000 | 0.000 | ||
| 3197 | 2011.03.03 23:28 | close | 1530 | 0.10 | 115.078 | 0.000 | 0.000 | 170.00 | 1460184.48 |
| 3198 | 2011.03.04 00:51 | buy | 1531 | 0.10 | 114.988 | 0.000 | 0.000 | ||
| 3199 | 2011.03.04 08:30 | close | 1531 | 0.10 | 115.006 | 0.000 | 0.000 | 180.00 | 1460364.48 |
| 3200 | 2011.03.04 10:56 | buy | 1532 | 0.10 | 115.176 | 0.000 | 0.000 | ||
| 3201 | 2011.03.04 10:58 | close | 1532 | 0.10 | 115.192 | 0.000 | 0.000 | 160.00 | 1460524.48 |
| 3202 | 2011.03.04 13:58 | buy | 1533 | 0.10 | 115.530 | 0.000 | 0.000 | ||
| 3203 | 2011.03.04 13:59 | close | 1533 | 0.10 | 115.553 | 0.000 | 0.000 | 230.00 | 1460754.48 |
| 3204 | 2011.03.04 14:58 | buy | 1534 | 0.10 | 115.460 | 0.000 | 0.000 | ||
| 3205 | 2011.03.04 15:00 | close | 1534 | 0.10 | 115.493 | 0.000 | 0.000 | 330.00 | 1461084.48 |
| 3206 | 2011.03.04 15:07 | buy | 1535 | 0.10 | 115.524 | 0.000 | 0.000 | ||
| 3207 | 2011.03.11 10:56 | buy | 1536 | 0.10 | 114.010 | 0.000 | 0.000 | ||
| 3208 | 2011.03.11 10:56 | modify | 1535 | 0.10 | 115.524 | 0.000 | 114.792 | ||
| 3209 | 2011.03.11 10:56 | modify | 1536 | 0.10 | 114.010 | 0.000 | 114.792 | ||
| 3210 | 2011.03.14 02:04 | t/p | 1535 | 0.10 | 114.792 | 0.000 | 114.792 | -7358.26 | 1453726.22 |
| 3211 | 2011.03.14 02:04 | t/p | 1536 | 0.10 | 114.792 | 0.000 | 114.792 | 7815.26 | 1461541.48 |
| 3212 | 2011.03.14 02:50 | buy | 1537 | 0.10 | 114.547 | 0.000 | 0.000 | ||
| 3213 | 2011.03.14 02:52 | close | 1537 | 0.10 | 114.606 | 0.000 | 0.000 | 590.00 | 1462131.48 |
| 3214 | 2011.03.14 03:05 | buy | 1538 | 0.10 | 114.458 | 0.000 | 0.000 | ||
| 3215 | 2011.03.14 03:07 | close | 1538 | 0.10 | 114.507 | 0.000 | 0.000 | 490.00 | 1462621.48 |
| 3216 | 2011.03.14 03:17 | buy | 1539 | 0.10 | 114.457 | 0.000 | 0.000 | ||
| 3217 | 2011.03.14 03:25 | close | 1539 | 0.10 | 114.557 | 0.000 | 0.000 | 1000.00 | 1463621.48 |
| 3218 | 2011.03.14 03:53 | buy | 1540 | 0.10 | 114.499 | 0.000 | 0.000 | ||
| 3219 | 2011.03.14 04:00 | close | 1540 | 0.10 | 114.523 | 0.000 | 0.000 | 240.00 | 1463861.48 |
| 3220 | 2011.03.14 04:10 | buy | 1541 | 0.10 | 114.461 | 0.000 | 0.000 | ||
| 3221 | 2011.03.14 04:23 | close | 1541 | 0.10 | 114.473 | 0.000 | 0.000 | 120.00 | 1463981.48 |
| 3222 | 2011.03.14 04:28 | buy | 1542 | 0.10 | 114.378 | 0.000 | 0.000 | ||
| 3223 | 2011.03.14 04:34 | close | 1542 | 0.10 | 114.415 | 0.000 | 0.000 | 370.00 | 1464351.48 |
| 3224 | 2011.03.14 04:55 | buy | 1543 | 0.10 | 114.362 | 0.000 | 0.000 | ||
| 3225 | 2011.03.14 05:42 | close | 1543 | 0.10 | 114.393 | 0.000 | 0.000 | 310.00 | 1464661.48 |
| 3226 | 2011.03.14 06:31 | buy | 1544 | 0.10 | 114.457 | 0.000 | 0.000 | ||
| 3227 | 2011.03.14 06:33 | close | 1544 | 0.10 | 114.489 | 0.000 | 0.000 | 320.00 | 1464981.48 |
| 3228 | 2011.03.14 07:03 | buy | 1545 | 0.10 | 114.336 | 0.000 | 0.000 | ||
| 3229 | 2011.03.14 07:10 | close | 1545 | 0.10 | 114.350 | 0.000 | 0.000 | 140.00 | 1465121.48 |
| 3230 | 2011.03.14 08:05 | buy | 1546 | 0.10 | 114.443 | 0.000 | 0.000 | ||
| 3231 | 2011.03.14 08:07 | close | 1546 | 0.10 | 114.461 | 0.000 | 0.000 | 180.00 | 1465301.48 |
| 3232 | 2011.03.14 08:23 | buy | 1547 | 0.10 | 114.406 | 0.000 | 0.000 | ||
| 3233 | 2011.03.14 08:25 | close | 1547 | 0.10 | 114.417 | 0.000 | 0.000 | 110.00 | 1465411.48 |
| 3234 | 2011.03.14 09:19 | buy | 1548 | 0.10 | 114.224 | 0.000 | 0.000 | ||
| 3235 | 2011.03.14 10:02 | close | 1548 | 0.10 | 114.251 | 0.000 | 0.000 | 270.00 | 1465681.48 |
| 3236 | 2011.03.14 10:06 | buy | 1549 | 0.10 | 114.084 | 0.000 | 0.000 | ||
| 3237 | 2011.03.14 10:15 | close | 1549 | 0.10 | 114.105 | 0.000 | 0.000 | 210.00 | 1465891.48 |
| 3238 | 2011.03.14 11:05 | buy | 1550 | 0.10 | 114.269 | 0.000 | 0.000 | ||
| 3239 | 2011.03.14 11:11 | close | 1550 | 0.10 | 114.309 | 0.000 | 0.000 | 400.00 | 1466291.48 |
| 3240 | 2011.03.14 11:28 | buy | 1551 | 0.10 | 114.409 | 0.000 | 0.000 | ||
| 3241 | 2011.03.14 11:29 | close | 1551 | 0.10 | 114.439 | 0.000 | 0.000 | 300.00 | 1466591.48 |
| 3242 | 2011.03.14 12:07 | buy | 1552 | 0.10 | 114.584 | 0.000 | 0.000 | ||
| 3243 | 2011.03.15 01:15 | close | 1552 | 0.10 | 114.606 | 0.000 | 0.000 | 215.24 | 1466806.72 |
| 3244 | 2011.03.15 01:44 | buy | 1553 | 0.10 | 114.488 | 0.000 | 0.000 | ||
| 3245 | 2011.03.15 11:06 | buy | 1554 | 0.10 | 112.964 | 0.000 | 0.000 | ||
| 3246 | 2011.03.15 11:06 | modify | 1553 | 0.10 | 114.488 | 0.000 | 113.751 | ||
| 3247 | 2011.03.15 11:06 | modify | 1554 | 0.10 | 112.964 | 0.000 | 113.751 | ||
| 3248 | 2011.03.16 18:11 | buy | 1555 | 0.10 | 111.535 | 0.000 | 0.000 | ||
| 3249 | 2011.03.16 18:11 | modify | 1553 | 0.10 | 114.488 | 0.000 | 113.012 | ||
| 3250 | 2011.03.16 18:11 | modify | 1554 | 0.10 | 112.964 | 0.000 | 113.012 | ||
| 3251 | 2011.03.16 18:11 | modify | 1555 | 0.10 | 111.535 | 0.000 | 113.012 | ||
| 3252 | 2011.03.16 22:13 | buy | 1556 | 0.10 | 109.983 | 0.000 | 0.000 | ||
| 3253 | 2011.03.16 22:13 | modify | 1553 | 0.10 | 114.488 | 0.000 | 112.255 | ||
| 3254 | 2011.03.16 22:13 | modify | 1554 | 0.10 | 112.964 | 0.000 | 112.255 | ||
| 3255 | 2011.03.16 22:13 | modify | 1555 | 0.10 | 111.535 | 0.000 | 112.255 | ||
| 3256 | 2011.03.16 22:13 | modify | 1556 | 0.10 | 109.983 | 0.000 | 112.255 | ||
| 3257 | 2011.03.16 22:14 | buy | 1557 | 0.10 | 108.648 | 0.000 | 0.000 | ||
| 3258 | 2011.03.16 22:14 | modify | 1553 | 0.10 | 114.488 | 0.000 | 111.534 | ||
| 3259 | 2011.03.16 22:14 | modify | 1554 | 0.10 | 112.964 | 0.000 | 111.534 | ||
| 3260 | 2011.03.16 22:14 | modify | 1555 | 0.10 | 111.535 | 0.000 | 111.534 | ||
| 3261 | 2011.03.16 22:14 | modify | 1556 | 0.10 | 109.983 | 0.000 | 111.534 | ||
| 3262 | 2011.03.16 22:14 | modify | 1557 | 0.10 | 108.648 | 0.000 | 111.534 | ||
| 3263 | 2011.03.18 00:57 | t/p | 1553 | 0.10 | 111.534 | 0.000 | 111.534 | -29562.98 | 1437243.74 |
| 3264 | 2011.03.18 00:57 | t/p | 1554 | 0.10 | 111.534 | 0.000 | 111.534 | -14322.98 | 1422920.77 |
| 3265 | 2011.03.18 00:57 | t/p | 1555 | 0.10 | 111.534 | 0.000 | 111.534 | -28.27 | 1422892.49 |
| 3266 | 2011.03.18 00:57 | t/p | 1556 | 0.10 | 111.534 | 0.000 | 111.534 | 15491.73 | 1438384.22 |
| 3267 | 2011.03.18 00:57 | t/p | 1557 | 0.10 | 111.534 | 0.000 | 111.534 | 28841.73 | 1467225.95 |
| 3268 | 2011.03.18 03:17 | buy | 1558 | 0.10 | 114.518 | 0.000 | 0.000 | ||
| 3269 | 2011.03.18 03:19 | close | 1558 | 0.10 | 114.553 | 0.000 | 0.000 | 350.00 | 1467575.95 |
| 3270 | 2011.03.18 03:48 | buy | 1559 | 0.10 | 114.734 | 0.000 | 0.000 | ||
| 3271 | 2011.03.18 03:52 | close | 1559 | 0.10 | 114.746 | 0.000 | 0.000 | 120.00 | 1467695.95 |
| 3272 | 2011.03.18 04:43 | buy | 1560 | 0.10 | 115.108 | 0.000 | 0.000 | ||
| 3273 | 2011.03.18 04:51 | close | 1560 | 0.10 | 115.137 | 0.000 | 0.000 | 290.00 | 1467985.95 |
| 3274 | 2011.03.18 05:15 | buy | 1561 | 0.10 | 115.087 | 0.000 | 0.000 | ||
| 3275 | 2011.03.18 06:09 | close | 1561 | 0.10 | 115.106 | 0.000 | 0.000 | 190.00 | 1468175.95 |
| 3276 | 2011.03.18 07:28 | buy | 1562 | 0.10 | 114.972 | 0.000 | 0.000 | ||
| 3277 | 2011.03.18 07:49 | close | 1562 | 0.10 | 114.996 | 0.000 | 0.000 | 240.00 | 1468415.95 |
| 3278 | 2011.03.18 08:08 | buy | 1563 | 0.10 | 114.986 | 0.000 | 0.000 | ||
| 3279 | 2011.03.18 08:10 | close | 1563 | 0.10 | 115.164 | 0.000 | 0.000 | 1780.00 | 1470195.95 |
| 3280 | 2011.03.18 08:46 | buy | 1564 | 0.10 | 114.962 | 0.000 | 0.000 | ||
| 3281 | 2011.03.18 09:01 | close | 1564 | 0.10 | 115.467 | 0.000 | 0.000 | 5050.00 | 1475245.95 |
| 3282 | 2011.03.18 09:38 | buy | 1565 | 0.10 | 114.800 | 0.000 | 0.000 | ||
| 3283 | 2011.03.18 09:41 | close | 1565 | 0.10 | 114.824 | 0.000 | 0.000 | 240.00 | 1475485.95 |
| 3284 | 2011.03.18 10:12 | buy | 1566 | 0.10 | 114.269 | 0.000 | 0.000 | ||
| 3285 | 2011.03.18 10:21 | close | 1566 | 0.10 | 114.345 | 0.000 | 0.000 | 760.00 | 1476245.95 |
| 3286 | 2011.03.18 10:39 | buy | 1567 | 0.10 | 114.218 | 0.000 | 0.000 | ||
| 3287 | 2011.03.18 10:43 | close | 1567 | 0.10 | 114.233 | 0.000 | 0.000 | 150.00 | 1476395.95 |
| 3288 | 2011.03.18 11:06 | buy | 1568 | 0.10 | 114.678 | 0.000 | 0.000 | ||
| 3289 | 2011.03.18 11:08 | close | 1568 | 0.10 | 114.763 | 0.000 | 0.000 | 850.00 | 1477245.95 |
| 3290 | 2011.03.18 13:04 | buy | 1569 | 0.10 | 115.057 | 0.000 | 0.000 | ||
| 3291 | 2011.03.18 13:15 | close | 1569 | 0.10 | 115.088 | 0.000 | 0.000 | 310.00 | 1477555.95 |
| 3292 | 2011.03.18 13:44 | buy | 1570 | 0.10 | 115.035 | 0.000 | 0.000 | ||
| 3293 | 2011.03.21 11:21 | close | 1570 | 0.10 | 115.058 | 0.000 | 0.000 | 225.22 | 1477781.17 |
| 3294 | 2011.03.22 00:07 | buy | 1571 | 0.10 | 115.449 | 0.000 | 0.000 | ||
| 3295 | 2011.03.22 00:09 | close | 1571 | 0.10 | 115.471 | 0.000 | 0.000 | 220.00 | 1478001.17 |
| 3296 | 2011.03.22 00:25 | buy | 1572 | 0.10 | 115.431 | 0.000 | 0.000 | ||
| 3297 | 2011.03.22 00:33 | close | 1572 | 0.10 | 115.444 | 0.000 | 0.000 | 130.00 | 1478131.17 |
| 3298 | 2011.03.22 01:05 | buy | 1573 | 0.10 | 115.351 | 0.000 | 0.000 | ||
| 3299 | 2011.03.22 01:07 | close | 1573 | 0.10 | 115.362 | 0.000 | 0.000 | 110.00 | 1478241.17 |
| 3300 | 2011.03.22 01:35 | buy | 1574 | 0.10 | 115.310 | 0.000 | 0.000 | ||