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 |
| 3451 | 2011.03.30 22:20 | close | 1648 | 0.10 | 117.057 | 0.000 | 0.000 | 190.00 | 1495613.44 |
| 3452 | 2011.03.30 23:03 | buy | 1649 | 0.10 | 117.051 | 0.000 | 0.000 | ||
| 3453 | 2011.03.30 23:07 | close | 1649 | 0.10 | 117.063 | 0.000 | 0.000 | 120.00 | 1495733.44 |
| 3454 | 2011.03.31 01:07 | buy | 1650 | 0.10 | 117.390 | 0.000 | 0.000 | ||
| 3455 | 2011.03.31 01:11 | close | 1650 | 0.10 | 117.406 | 0.000 | 0.000 | 160.00 | 1495893.44 |
| 3456 | 2011.03.31 03:18 | buy | 1651 | 0.10 | 117.406 | 0.000 | 0.000 | ||
| 3457 | 2011.03.31 09:39 | close | 1651 | 0.10 | 117.420 | 0.000 | 0.000 | 140.00 | 1496033.44 |
| 3458 | 2011.03.31 10:06 | buy | 1652 | 0.10 | 117.384 | 0.000 | 0.000 | ||
| 3459 | 2011.03.31 10:11 | close | 1652 | 0.10 | 117.396 | 0.000 | 0.000 | 120.00 | 1496153.44 |
| 3460 | 2011.03.31 10:56 | buy | 1653 | 0.10 | 117.575 | 0.000 | 0.000 | ||
| 3461 | 2011.03.31 11:00 | close | 1653 | 0.10 | 117.613 | 0.000 | 0.000 | 380.00 | 1496533.44 |
| 3462 | 2011.03.31 11:29 | buy | 1654 | 0.10 | 117.782 | 0.000 | 0.000 | ||
| 3463 | 2011.03.31 11:34 | close | 1654 | 0.10 | 117.802 | 0.000 | 0.000 | 200.00 | 1496733.44 |
| 3464 | 2011.03.31 12:45 | buy | 1655 | 0.10 | 117.706 | 0.000 | 0.000 | ||
| 3465 | 2011.03.31 12:47 | close | 1655 | 0.10 | 117.732 | 0.000 | 0.000 | 260.00 | 1496993.44 |
| 3466 | 2011.03.31 13:42 | buy | 1656 | 0.10 | 117.730 | 0.000 | 0.000 | ||
| 3467 | 2011.03.31 13:45 | close | 1656 | 0.10 | 117.795 | 0.000 | 0.000 | 650.00 | 1497643.44 |
| 3468 | 2011.03.31 13:50 | buy | 1657 | 0.10 | 117.730 | 0.000 | 0.000 | ||
| 3469 | 2011.03.31 13:54 | close | 1657 | 0.10 | 117.790 | 0.000 | 0.000 | 600.00 | 1498243.44 |
| 3470 | 2011.03.31 14:03 | buy | 1658 | 0.10 | 117.729 | 0.000 | 0.000 | ||
| 3471 | 2011.03.31 14:25 | close | 1658 | 0.10 | 117.741 | 0.000 | 0.000 | 120.00 | 1498363.44 |
| 3472 | 2011.03.31 14:37 | buy | 1659 | 0.10 | 117.579 | 0.000 | 0.000 | ||
| 3473 | 2011.03.31 16:27 | close | 1659 | 0.10 | 117.623 | 0.000 | 0.000 | 440.00 | 1498803.44 |
| 3474 | 2011.03.31 16:49 | buy | 1660 | 0.10 | 117.555 | 0.000 | 0.000 | ||
| 3475 | 2011.03.31 16:53 | close | 1660 | 0.10 | 117.567 | 0.000 | 0.000 | 120.00 | 1498923.44 |
| 3476 | 2011.03.31 17:37 | buy | 1661 | 0.10 | 117.466 | 0.000 | 0.000 | ||
| 3477 | 2011.03.31 17:38 | close | 1661 | 0.10 | 117.487 | 0.000 | 0.000 | 210.00 | 1499133.44 |
| 3478 | 2011.03.31 18:38 | buy | 1662 | 0.10 | 117.570 | 0.000 | 0.000 | ||
| 3479 | 2011.03.31 19:15 | close | 1662 | 0.10 | 117.596 | 0.000 | 0.000 | 260.00 | 1499393.44 |
| 3480 | 2011.03.31 20:05 | buy | 1663 | 0.10 | 117.763 | 0.000 | 0.000 | ||
| 3481 | 2011.03.31 20:14 | close | 1663 | 0.10 | 117.776 | 0.000 | 0.000 | 130.00 | 1499523.44 |
| 3482 | 2011.03.31 21:11 | buy | 1664 | 0.10 | 117.901 | 0.000 | 0.000 | ||
| 3483 | 2011.03.31 21:13 | close | 1664 | 0.10 | 117.918 | 0.000 | 0.000 | 170.00 | 1499693.44 |
| 3484 | 2011.03.31 21:33 | buy | 1665 | 0.10 | 117.925 | 0.000 | 0.000 | ||
| 3485 | 2011.03.31 21:55 | close | 1665 | 0.10 | 117.939 | 0.000 | 0.000 | 140.00 | 1499833.44 |
| 3486 | 2011.03.31 22:06 | buy | 1666 | 0.10 | 117.795 | 0.000 | 0.000 | ||
| 3487 | 2011.03.31 22:08 | close | 1666 | 0.10 | 117.816 | 0.000 | 0.000 | 210.00 | 1500043.44 |
| 3488 | 2011.04.01 00:03 | buy | 1667 | 0.10 | 117.831 | 0.000 | 0.000 | ||
| 3489 | 2011.04.01 00:09 | close | 1667 | 0.10 | 117.852 | 0.000 | 0.000 | 210.00 | 1500253.44 |
| 3490 | 2011.04.01 00:29 | buy | 1668 | 0.10 | 117.923 | 0.000 | 0.000 | ||
| 3491 | 2011.04.01 00:33 | close | 1668 | 0.10 | 117.953 | 0.000 | 0.000 | 300.00 | 1500553.44 |
| 3492 | 2011.04.01 01:12 | buy | 1669 | 0.10 | 118.046 | 0.000 | 0.000 | ||
| 3493 | 2011.04.01 01:53 | close | 1669 | 0.10 | 118.089 | 0.000 | 0.000 | 430.00 | 1500983.44 |
| 3494 | 2011.04.01 02:19 | buy | 1670 | 0.10 | 118.159 | 0.000 | 0.000 | ||
| 3495 | 2011.04.01 02:49 | close | 1670 | 0.10 | 118.176 | 0.000 | 0.000 | 170.00 | 1501153.44 |
| 3496 | 2011.04.01 05:14 | buy | 1671 | 0.10 | 118.449 | 0.000 | 0.000 | ||
| 3497 | 2011.04.01 05:22 | close | 1671 | 0.10 | 118.481 | 0.000 | 0.000 | 320.00 | 1501473.44 |
| 3498 | 2011.04.01 06:22 | buy | 1672 | 0.10 | 118.533 | 0.000 | 0.000 | ||
| 3499 | 2011.04.01 10:48 | close | 1672 | 0.10 | 118.554 | 0.000 | 0.000 | 210.00 | 1501683.44 |
| 3500 | 2011.04.01 11:13 | buy | 1673 | 0.10 | 118.444 | 0.000 | 0.000 | ||
| 3501 | 2011.04.01 11:26 | close | 1673 | 0.10 | 118.474 | 0.000 | 0.000 | 300.00 | 1501983.44 |
| 3502 | 2011.04.01 11:39 | buy | 1674 | 0.10 | 118.444 | 0.000 | 0.000 | ||
| 3503 | 2011.04.01 11:44 | close | 1674 | 0.10 | 118.460 | 0.000 | 0.000 | 160.00 | 1502143.44 |
| 3504 | 2011.04.01 12:21 | buy | 1675 | 0.10 | 118.420 | 0.000 | 0.000 | ||
| 3505 | 2011.04.01 12:23 | close | 1675 | 0.10 | 118.468 | 0.000 | 0.000 | 480.00 | 1502623.44 |
| 3506 | 2011.04.01 12:31 | buy | 1676 | 0.10 | 118.393 | 0.000 | 0.000 | ||
| 3507 | 2011.04.01 12:33 | close | 1676 | 0.10 | 118.452 | 0.000 | 0.000 | 590.00 | 1503213.44 |
| 3508 | 2011.04.01 13:21 | buy | 1677 | 0.10 | 118.459 | 0.000 | 0.000 | ||
| 3509 | 2011.04.01 13:26 | close | 1677 | 0.10 | 118.485 | 0.000 | 0.000 | 260.00 | 1503473.44 |
| 3510 | 2011.04.01 14:43 | buy | 1678 | 0.10 | 118.833 | 0.000 | 0.000 | ||
| 3511 | 2011.04.01 14:54 | close | 1678 | 0.10 | 118.876 | 0.000 | 0.000 | 430.00 | 1503903.44 |
| 3512 | 2011.04.01 15:57 | buy | 1679 | 0.10 | 118.998 | 0.000 | 0.000 | ||
| 3513 | 2011.04.01 16:04 | close | 1679 | 0.10 | 119.031 | 0.000 | 0.000 | 330.00 | 1504233.44 |
| 3514 | 2011.04.01 16:38 | buy | 1680 | 0.10 | 119.168 | 0.000 | 0.000 | ||
| 3515 | 2011.04.01 16:56 | close | 1680 | 0.10 | 119.206 | 0.000 | 0.000 | 380.00 | 1504613.44 |
| 3516 | 2011.04.01 20:38 | buy | 1681 | 0.10 | 119.729 | 0.000 | 0.000 | ||
| 3517 | 2011.04.01 21:05 | close | 1681 | 0.10 | 119.763 | 0.000 | 0.000 | 340.00 | 1504953.44 |
| 3518 | 2011.04.01 21:55 | buy | 1682 | 0.10 | 119.582 | 0.000 | 0.000 | ||
| 3519 | 2011.04.01 21:58 | close | 1682 | 0.10 | 119.605 | 0.000 | 0.000 | 230.00 | 1505183.44 |
| 3520 | 2011.04.04 08:03 | buy | 1683 | 0.10 | 119.719 | 0.000 | 0.000 | ||
| 3521 | 2011.04.04 08:04 | close | 1683 | 0.10 | 119.740 | 0.000 | 0.000 | 210.00 | 1505393.44 |
| 3522 | 2011.04.04 08:22 | buy | 1684 | 0.10 | 119.770 | 0.000 | 0.000 | ||
| 3523 | 2011.04.04 08:26 | close | 1684 | 0.10 | 119.784 | 0.000 | 0.000 | 140.00 | 1505533.44 |
| 3524 | 2011.04.04 08:39 | buy | 1685 | 0.10 | 119.722 | 0.000 | 0.000 | ||
| 3525 | 2011.04.05 01:16 | close | 1685 | 0.10 | 119.750 | 0.000 | 0.000 | 275.02 | 1505808.46 |
| 3526 | 2011.04.05 01:26 | buy | 1686 | 0.10 | 119.783 | 0.000 | 0.000 | ||
| 3527 | 2011.04.05 01:36 | close | 1686 | 0.10 | 119.796 | 0.000 | 0.000 | 130.00 | 1505938.46 |
| 3528 | 2011.04.05 03:11 | buy | 1687 | 0.10 | 119.765 | 0.000 | 0.000 | ||
| 3529 | 2011.04.05 03:14 | close | 1687 | 0.10 | 119.796 | 0.000 | 0.000 | 310.00 | 1506248.46 |
| 3530 | 2011.04.05 03:25 | buy | 1688 | 0.10 | 119.764 | 0.000 | 0.000 | ||
| 3531 | 2011.04.05 03:29 | close | 1688 | 0.10 | 119.794 | 0.000 | 0.000 | 300.00 | 1506548.46 |
| 3532 | 2011.04.05 04:00 | buy | 1689 | 0.10 | 119.743 | 0.000 | 0.000 | ||
| 3533 | 2011.04.05 05:22 | close | 1689 | 0.10 | 119.763 | 0.000 | 0.000 | 200.00 | 1506748.46 |
| 3534 | 2011.04.05 06:06 | buy | 1690 | 0.10 | 119.767 | 0.000 | 0.000 | ||
| 3535 | 2011.04.05 06:42 | close | 1690 | 0.10 | 119.826 | 0.000 | 0.000 | 590.00 | 1507338.46 |
| 3536 | 2011.04.05 06:51 | buy | 1691 | 0.10 | 119.772 | 0.000 | 0.000 | ||
| 3537 | 2011.04.05 06:53 | close | 1691 | 0.10 | 119.785 | 0.000 | 0.000 | 130.00 | 1507468.46 |
| 3538 | 2011.04.05 07:16 | buy | 1692 | 0.10 | 119.686 | 0.000 | 0.000 | ||
| 3539 | 2011.04.05 07:18 | close | 1692 | 0.10 | 119.700 | 0.000 | 0.000 | 140.00 | 1507608.46 |
| 3540 | 2011.04.05 07:35 | buy | 1693 | 0.10 | 119.711 | 0.000 | 0.000 | ||
| 3541 | 2011.04.05 07:37 | close | 1693 | 0.10 | 119.740 | 0.000 | 0.000 | 290.00 | 1507898.46 |
| 3542 | 2011.04.05 07:57 | buy | 1694 | 0.10 | 119.799 | 0.000 | 0.000 | ||
| 3543 | 2011.04.05 15:18 | close | 1694 | 0.10 | 119.820 | 0.000 | 0.000 | 210.00 | 1508108.46 |
| 3544 | 2011.04.05 15:26 | buy | 1695 | 0.10 | 119.766 | 0.000 | 0.000 | ||
| 3545 | 2011.04.05 15:27 | close | 1695 | 0.10 | 119.799 | 0.000 | 0.000 | 330.00 | 1508438.46 |
| 3546 | 2011.04.05 17:29 | buy | 1696 | 0.10 | 120.325 | 0.000 | 0.000 | ||
| 3547 | 2011.04.05 17:34 | close | 1696 | 0.10 | 120.340 | 0.000 | 0.000 | 150.00 | 1508588.46 |
| 3548 | 2011.04.05 18:09 | buy | 1697 | 0.10 | 120.438 | 0.000 | 0.000 | ||
| 3549 | 2011.04.05 18:16 | close | 1697 | 0.10 | 120.456 | 0.000 | 0.000 | 180.00 | 1508768.46 |
| 3550 | 2011.04.05 18:34 | buy | 1698 | 0.10 | 120.409 | 0.000 | 0.000 | ||
| 3551 | 2011.04.05 19:18 | close | 1698 | 0.10 | 120.430 | 0.000 | 0.000 | 210.00 | 1508978.46 |
| 3552 | 2011.04.05 19:45 | buy | 1699 | 0.10 | 120.361 | 0.000 | 0.000 | ||
| 3553 | 2011.04.05 19:47 | close | 1699 | 0.10 | 120.389 | 0.000 | 0.000 | 280.00 | 1509258.46 |
| 3554 | 2011.04.05 20:55 | buy | 1700 | 0.10 | 120.566 | 0.000 | 0.000 | ||
| 3555 | 2011.04.05 21:00 | close | 1700 | 0.10 | 120.644 | 0.000 | 0.000 | 780.00 | 1510038.46 |
| 3556 | 2011.04.05 21:12 | buy | 1701 | 0.10 | 120.584 | 0.000 | 0.000 | ||
| 3557 | 2011.04.05 21:18 | close | 1701 | 0.10 | 120.598 | 0.000 | 0.000 | 140.00 | 1510178.46 |
| 3558 | 2011.04.05 21:32 | buy | 1702 | 0.10 | 120.651 | 0.000 | 0.000 | ||
| 3559 | 2011.04.05 21:41 | close | 1702 | 0.10 | 120.672 | 0.000 | 0.000 | 210.00 | 1510388.46 |
| 3560 | 2011.04.05 21:47 | buy | 1703 | 0.10 | 120.635 | 0.000 | 0.000 | ||
| 3561 | 2011.04.05 21:51 | close | 1703 | 0.10 | 120.646 | 0.000 | 0.000 | 110.00 | 1510498.46 |
| 3562 | 2011.04.06 00:02 | buy | 1704 | 0.10 | 120.993 | 0.000 | 0.000 | ||
| 3563 | 2011.04.06 00:04 | close | 1704 | 0.10 | 121.016 | 0.000 | 0.000 | 230.00 | 1510728.46 |
| 3564 | 2011.04.06 03:03 | buy | 1705 | 0.10 | 121.296 | 0.000 | 0.000 | ||
| 3565 | 2011.04.06 03:18 | close | 1705 | 0.10 | 121.315 | 0.000 | 0.000 | 190.00 | 1510918.46 |
| 3566 | 2011.04.06 03:57 | buy | 1706 | 0.10 | 121.623 | 0.000 | 0.000 | ||
| 3567 | 2011.04.06 03:58 | close | 1706 | 0.10 | 121.671 | 0.000 | 0.000 | 480.00 | 1511398.46 |
| 3568 | 2011.04.06 04:19 | buy | 1707 | 0.10 | 121.790 | 0.000 | 0.000 | ||
| 3569 | 2011.04.06 04:22 | close | 1707 | 0.10 | 121.809 | 0.000 | 0.000 | 190.00 | 1511588.46 |
| 3570 | 2011.04.06 04:26 | buy | 1708 | 0.10 | 121.751 | 0.000 | 0.000 | ||
| 3571 | 2011.04.06 04:28 | close | 1708 | 0.10 | 121.801 | 0.000 | 0.000 | 500.00 | 1512088.46 |
| 3572 | 2011.04.06 04:33 | buy | 1709 | 0.10 | 121.748 | 0.000 | 0.000 | ||
| 3573 | 2011.04.06 05:48 | close | 1709 | 0.10 | 121.777 | 0.000 | 0.000 | 290.00 | 1512378.46 |
| 3574 | 2011.04.06 06:03 | buy | 1710 | 0.10 | 121.721 | 0.000 | 0.000 | ||
| 3575 | 2011.04.06 06:11 | close | 1710 | 0.10 | 121.761 | 0.000 | 0.000 | 400.00 | 1512778.46 |
| 3576 | 2011.04.06 06:21 | buy | 1711 | 0.10 | 121.798 | 0.000 | 0.000 | ||
| 3577 | 2011.04.06 08:59 | close | 1711 | 0.10 | 121.830 | 0.000 | 0.000 | 320.00 | 1513098.46 |
| 3578 | 2011.04.06 09:18 | buy | 1712 | 0.10 | 121.858 | 0.000 | 0.000 | ||
| 3579 | 2011.04.06 09:20 | close | 1712 | 0.10 | 121.902 | 0.000 | 0.000 | 440.00 | 1513538.46 |
| 3580 | 2011.04.06 09:24 | buy | 1713 | 0.10 | 121.829 | 0.000 | 0.000 | ||
| 3581 | 2011.04.06 09:26 | close | 1713 | 0.10 | 121.872 | 0.000 | 0.000 | 430.00 | 1513968.46 |
| 3582 | 2011.04.06 09:52 | buy | 1714 | 0.10 | 121.783 | 0.000 | 0.000 | ||
| 3583 | 2011.04.06 10:18 | close | 1714 | 0.10 | 121.794 | 0.000 | 0.000 | 110.00 | 1514078.46 |
| 3584 | 2011.04.06 10:32 | buy | 1715 | 0.10 | 121.642 | 0.000 | 0.000 | ||
| 3585 | 2011.04.06 11:53 | close | 1715 | 0.10 | 121.655 | 0.000 | 0.000 | 130.00 | 1514208.46 |
| 3586 | 2011.04.06 12:16 | buy | 1716 | 0.10 | 121.703 | 0.000 | 0.000 | ||
| 3587 | 2011.04.06 12:21 | close | 1716 | 0.10 | 121.719 | 0.000 | 0.000 | 160.00 | 1514368.46 |
| 3588 | 2011.04.06 12:54 | buy | 1717 | 0.10 | 121.810 | 0.000 | 0.000 | ||
| 3589 | 2011.04.06 12:57 | close | 1717 | 0.10 | 121.841 | 0.000 | 0.000 | 310.00 | 1514678.46 |
| 3590 | 2011.04.06 13:09 | buy | 1718 | 0.10 | 121.809 | 0.000 | 0.000 | ||
| 3591 | 2011.04.06 13:10 | close | 1718 | 0.10 | 121.838 | 0.000 | 0.000 | 290.00 | 1514968.46 |
| 3592 | 2011.04.06 13:13 | buy | 1719 | 0.10 | 121.774 | 0.000 | 0.000 | ||
| 3593 | 2011.04.06 13:55 | close | 1719 | 0.10 | 121.799 | 0.000 | 0.000 | 250.00 | 1515218.46 |
| 3594 | 2011.04.06 14:03 | buy | 1720 | 0.10 | 121.761 | 0.000 | 0.000 | ||
| 3595 | 2011.04.06 14:05 | close | 1720 | 0.10 | 121.774 | 0.000 | 0.000 | 130.00 | 1515348.46 |
| 3596 | 2011.04.06 15:13 | buy | 1721 | 0.10 | 121.879 | 0.000 | 0.000 | ||
| 3597 | 2011.04.06 15:37 | close | 1721 | 0.10 | 121.901 | 0.000 | 0.000 | 220.00 | 1515568.46 |
| 3598 | 2011.04.06 15:56 | buy | 1722 | 0.10 | 121.919 | 0.000 | 0.000 | ||
| 3599 | 2011.04.06 16:03 | close | 1722 | 0.10 | 121.951 | 0.000 | 0.000 | 320.00 | 1515888.46 |
| 3600 | 2011.04.06 17:09 | buy | 1723 | 0.10 | 122.526 | 0.000 | 0.000 | ||