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 |
| 3601 | 2011.04.07 17:37 | buy | 1724 | 0.10 | 120.791 | 0.000 | 0.000 | ||
| 3602 | 2011.04.07 17:37 | modify | 1723 | 0.10 | 122.526 | 0.000 | 121.684 | ||
| 3603 | 2011.04.07 17:37 | modify | 1724 | 0.10 | 120.791 | 0.000 | 121.684 | ||
| 3604 | 2011.04.08 02:45 | t/p | 1723 | 0.10 | 121.684 | 0.000 | 121.684 | -8440.37 | 1507448.09 |
| 3605 | 2011.04.08 02:45 | t/p | 1724 | 0.10 | 121.684 | 0.000 | 121.684 | 8924.93 | 1516373.02 |
| 3606 | 2011.04.08 05:24 | buy | 1725 | 0.10 | 122.336 | 0.000 | 0.000 | ||
| 3607 | 2011.04.08 05:31 | close | 1725 | 0.10 | 122.349 | 0.000 | 0.000 | 130.00 | 1516503.02 |
| 3608 | 2011.04.08 06:38 | buy | 1726 | 0.10 | 122.419 | 0.000 | 0.000 | ||
| 3609 | 2011.04.08 06:44 | close | 1726 | 0.10 | 122.455 | 0.000 | 0.000 | 360.00 | 1516863.02 |
| 3610 | 2011.04.08 06:48 | buy | 1727 | 0.10 | 122.317 | 0.000 | 0.000 | ||
| 3611 | 2011.04.08 06:52 | close | 1727 | 0.10 | 122.361 | 0.000 | 0.000 | 440.00 | 1517303.02 |
| 3612 | 2011.04.08 08:28 | buy | 1728 | 0.10 | 122.522 | 0.000 | 0.000 | ||
| 3613 | 2011.04.08 09:04 | close | 1728 | 0.10 | 122.561 | 0.000 | 0.000 | 390.00 | 1517693.02 |
| 3614 | 2011.04.08 10:24 | buy | 1729 | 0.10 | 122.725 | 0.000 | 0.000 | ||
| 3615 | 2011.04.08 10:31 | close | 1729 | 0.10 | 122.743 | 0.000 | 0.000 | 180.00 | 1517873.02 |
| 3616 | 2011.04.08 10:35 | buy | 1730 | 0.10 | 122.706 | 0.000 | 0.000 | ||
| 3617 | 2011.04.08 11:00 | close | 1730 | 0.10 | 122.723 | 0.000 | 0.000 | 170.00 | 1518043.02 |
| 3618 | 2011.04.08 11:24 | buy | 1731 | 0.10 | 122.852 | 0.000 | 0.000 | ||
| 3619 | 2011.04.08 11:27 | close | 1731 | 0.10 | 122.875 | 0.000 | 0.000 | 230.00 | 1518273.02 |
| 3620 | 2011.04.08 12:14 | buy | 1732 | 0.10 | 122.761 | 0.000 | 0.000 | ||
| 3621 | 2011.04.08 12:17 | close | 1732 | 0.10 | 122.833 | 0.000 | 0.000 | 720.00 | 1518993.02 |
| 3622 | 2011.04.08 14:44 | buy | 1733 | 0.10 | 122.979 | 0.000 | 0.000 | ||
| 3623 | 2011.04.08 15:12 | close | 1733 | 0.10 | 122.993 | 0.000 | 0.000 | 140.00 | 1519133.02 |
| 3624 | 2011.04.08 15:22 | buy | 1734 | 0.10 | 122.907 | 0.000 | 0.000 | ||
| 3625 | 2011.04.08 15:30 | close | 1734 | 0.10 | 122.943 | 0.000 | 0.000 | 360.00 | 1519493.02 |
| 3626 | 2011.04.08 16:24 | buy | 1735 | 0.10 | 122.761 | 0.000 | 0.000 | ||
| 3627 | 2011.04.08 16:31 | close | 1735 | 0.10 | 122.775 | 0.000 | 0.000 | 140.00 | 1519633.02 |
| 3628 | 2011.04.08 16:52 | buy | 1736 | 0.10 | 122.735 | 0.000 | 0.000 | ||
| 3629 | 2011.04.08 16:55 | close | 1736 | 0.10 | 122.765 | 0.000 | 0.000 | 300.00 | 1519933.02 |
| 3630 | 2011.04.08 17:14 | buy | 1737 | 0.10 | 122.600 | 0.000 | 0.000 | ||
| 3631 | 2011.04.08 17:17 | close | 1737 | 0.10 | 122.627 | 0.000 | 0.000 | 270.00 | 1520203.02 |
| 3632 | 2011.04.08 18:33 | buy | 1738 | 0.10 | 122.583 | 0.000 | 0.000 | ||
| 3633 | 2011.04.08 18:42 | close | 1738 | 0.10 | 122.599 | 0.000 | 0.000 | 160.00 | 1520363.02 |
| 3634 | 2011.04.08 19:34 | buy | 1739 | 0.10 | 122.535 | 0.000 | 0.000 | ||
| 3635 | 2011.04.08 19:38 | close | 1739 | 0.10 | 122.550 | 0.000 | 0.000 | 150.00 | 1520513.02 |
| 3636 | 2011.04.08 20:46 | buy | 1740 | 0.10 | 122.426 | 0.000 | 0.000 | ||
| 3637 | 2011.04.08 21:08 | close | 1740 | 0.10 | 122.499 | 0.000 | 0.000 | 730.00 | 1521243.02 |
| 3638 | 2011.04.08 21:58 | buy | 1741 | 0.10 | 122.637 | 0.000 | 0.000 | ||
| 3639 | 2011.04.08 22:01 | close | 1741 | 0.10 | 122.673 | 0.000 | 0.000 | 360.00 | 1521603.02 |
| 3640 | 2011.04.11 00:00 | buy | 1742 | 0.10 | 122.711 | 0.000 | 0.000 | ||
| 3641 | 2011.04.11 00:03 | close | 1742 | 0.10 | 122.748 | 0.000 | 0.000 | 370.00 | 1521973.02 |
| 3642 | 2011.04.11 02:04 | buy | 1743 | 0.10 | 123.124 | 0.000 | 0.000 | ||
| 3643 | 2011.04.12 02:28 | buy | 1744 | 0.10 | 121.623 | 0.000 | 0.000 | ||
| 3644 | 2011.04.12 02:28 | modify | 1743 | 0.10 | 123.124 | 0.000 | 122.399 | ||
| 3645 | 2011.04.12 02:28 | modify | 1744 | 0.10 | 121.623 | 0.000 | 122.399 | ||
| 3646 | 2011.04.14 11:43 | buy | 1745 | 0.10 | 120.030 | 0.000 | 0.000 | ||
| 3647 | 2011.04.14 11:43 | modify | 1743 | 0.10 | 123.124 | 0.000 | 121.609 | ||
| 3648 | 2011.04.14 11:43 | modify | 1744 | 0.10 | 121.623 | 0.000 | 121.609 | ||
| 3649 | 2011.04.14 11:43 | modify | 1745 | 0.10 | 120.030 | 0.000 | 121.609 | ||
| 3650 | 2011.04.18 10:56 | buy | 1746 | 0.10 | 118.633 | 0.000 | 0.000 | ||
| 3651 | 2011.04.18 10:56 | modify | 1743 | 0.10 | 123.124 | 0.000 | 120.865 | ||
| 3652 | 2011.04.18 10:56 | modify | 1744 | 0.10 | 121.623 | 0.000 | 120.865 | ||
| 3653 | 2011.04.18 10:56 | modify | 1745 | 0.10 | 120.030 | 0.000 | 120.865 | ||
| 3654 | 2011.04.18 10:56 | modify | 1746 | 0.10 | 118.633 | 0.000 | 120.865 | ||
| 3655 | 2011.04.18 16:48 | buy | 1747 | 0.10 | 117.066 | 0.000 | 0.000 | ||
| 3656 | 2011.04.18 16:48 | modify | 1743 | 0.10 | 123.124 | 0.000 | 120.105 | ||
| 3657 | 2011.04.18 16:48 | modify | 1744 | 0.10 | 121.623 | 0.000 | 120.105 | ||
| 3658 | 2011.04.18 16:48 | modify | 1745 | 0.10 | 120.030 | 0.000 | 120.105 | ||
| 3659 | 2011.04.18 16:48 | modify | 1746 | 0.10 | 118.633 | 0.000 | 120.105 | ||
| 3660 | 2011.04.18 16:48 | modify | 1747 | 0.10 | 117.066 | 0.000 | 120.105 | ||
| 3661 | 2011.04.20 11:39 | t/p | 1743 | 0.10 | 120.105 | 0.000 | 120.105 | -30235.14 | 1491737.89 |
| 3662 | 2011.04.20 11:39 | t/p | 1744 | 0.10 | 120.105 | 0.000 | 120.105 | -15220.05 | 1476517.84 |
| 3663 | 2011.04.20 11:39 | t/p | 1745 | 0.10 | 120.105 | 0.000 | 120.105 | 730.14 | 1477247.98 |
| 3664 | 2011.04.20 11:39 | t/p | 1746 | 0.10 | 120.105 | 0.000 | 120.105 | 14710.18 | 1491958.16 |
| 3665 | 2011.04.20 11:39 | t/p | 1747 | 0.10 | 120.105 | 0.000 | 120.105 | 30380.18 | 1522338.34 |
| 3666 | 2011.04.20 11:44 | buy | 1748 | 0.10 | 120.090 | 0.000 | 0.000 | ||
| 3667 | 2011.04.20 11:52 | close | 1748 | 0.10 | 120.104 | 0.000 | 0.000 | 140.00 | 1522478.34 |
| 3668 | 2011.04.20 12:34 | buy | 1749 | 0.10 | 119.951 | 0.000 | 0.000 | ||
| 3669 | 2011.04.20 12:36 | close | 1749 | 0.10 | 119.972 | 0.000 | 0.000 | 210.00 | 1522688.34 |
| 3670 | 2011.04.20 12:52 | buy | 1750 | 0.10 | 120.139 | 0.000 | 0.000 | ||
| 3671 | 2011.04.20 12:55 | close | 1750 | 0.10 | 120.160 | 0.000 | 0.000 | 210.00 | 1522898.34 |
| 3672 | 2011.04.20 13:33 | buy | 1751 | 0.10 | 120.172 | 0.000 | 0.000 | ||
| 3673 | 2011.04.20 14:21 | close | 1751 | 0.10 | 120.221 | 0.000 | 0.000 | 490.00 | 1523388.34 |
| 3674 | 2011.04.20 14:37 | buy | 1752 | 0.10 | 120.169 | 0.000 | 0.000 | ||
| 3675 | 2011.04.20 14:39 | close | 1752 | 0.10 | 120.184 | 0.000 | 0.000 | 150.00 | 1523538.34 |
| 3676 | 2011.04.20 15:00 | buy | 1753 | 0.10 | 120.147 | 0.000 | 0.000 | ||
| 3677 | 2011.04.21 09:30 | close | 1753 | 0.10 | 120.159 | 0.000 | 0.000 | 105.02 | 1523643.36 |
| 3678 | 2011.04.21 10:16 | buy | 1754 | 0.10 | 120.023 | 0.000 | 0.000 | ||
| 3679 | 2011.04.21 10:23 | close | 1754 | 0.10 | 120.055 | 0.000 | 0.000 | 320.00 | 1523963.36 |
| 3680 | 2011.04.21 11:21 | buy | 1755 | 0.10 | 119.986 | 0.000 | 0.000 | ||
| 3681 | 2011.04.21 11:27 | close | 1755 | 0.10 | 120.018 | 0.000 | 0.000 | 320.00 | 1524283.36 |
| 3682 | 2011.04.21 12:05 | buy | 1756 | 0.10 | 119.963 | 0.000 | 0.000 | ||
| 3683 | 2011.04.21 12:07 | close | 1756 | 0.10 | 119.981 | 0.000 | 0.000 | 180.00 | 1524463.36 |
| 3684 | 2011.04.21 12:30 | buy | 1757 | 0.10 | 119.918 | 0.000 | 0.000 | ||
| 3685 | 2011.04.21 12:35 | close | 1757 | 0.10 | 119.973 | 0.000 | 0.000 | 550.00 | 1525013.36 |
| 3686 | 2011.04.21 12:45 | buy | 1758 | 0.10 | 119.920 | 0.000 | 0.000 | ||
| 3687 | 2011.04.25 02:15 | close | 1758 | 0.10 | 119.937 | 0.000 | 0.000 | 160.07 | 1525173.43 |
| 3688 | 2011.04.25 04:37 | buy | 1759 | 0.10 | 119.730 | 0.000 | 0.000 | ||
| 3689 | 2011.04.25 04:41 | close | 1759 | 0.10 | 119.764 | 0.000 | 0.000 | 340.00 | 1525513.43 |
| 3690 | 2011.04.25 05:25 | buy | 1760 | 0.10 | 119.610 | 0.000 | 0.000 | ||
| 3691 | 2011.04.25 05:29 | close | 1760 | 0.10 | 119.668 | 0.000 | 0.000 | 580.00 | 1526093.43 |
| 3692 | 2011.04.25 05:35 | buy | 1761 | 0.10 | 119.599 | 0.000 | 0.000 | ||
| 3693 | 2011.04.25 06:04 | close | 1761 | 0.10 | 119.636 | 0.000 | 0.000 | 370.00 | 1526463.43 |
| 3694 | 2011.04.25 06:12 | buy | 1762 | 0.10 | 119.565 | 0.000 | 0.000 | ||
| 3695 | 2011.04.25 06:14 | close | 1762 | 0.10 | 119.606 | 0.000 | 0.000 | 410.00 | 1526873.43 |
| 3696 | 2011.04.25 06:23 | buy | 1763 | 0.10 | 119.514 | 0.000 | 0.000 | ||
| 3697 | 2011.04.25 06:26 | close | 1763 | 0.10 | 119.526 | 0.000 | 0.000 | 120.00 | 1526993.43 |
| 3698 | 2011.04.25 09:00 | buy | 1764 | 0.10 | 119.727 | 0.000 | 0.000 | ||
| 3699 | 2011.04.25 09:12 | close | 1764 | 0.10 | 119.739 | 0.000 | 0.000 | 120.00 | 1527113.43 |
| 3700 | 2011.04.25 10:18 | buy | 1765 | 0.10 | 119.706 | 0.000 | 0.000 | ||
| 3701 | 2011.04.25 10:55 | close | 1765 | 0.10 | 119.719 | 0.000 | 0.000 | 130.00 | 1527243.43 |
| 3702 | 2011.04.25 11:11 | buy | 1766 | 0.10 | 119.719 | 0.000 | 0.000 | ||
| 3703 | 2011.04.25 11:12 | close | 1766 | 0.10 | 119.736 | 0.000 | 0.000 | 170.00 | 1527413.43 |
| 3704 | 2011.04.25 11:53 | buy | 1767 | 0.10 | 119.681 | 0.000 | 0.000 | ||
| 3705 | 2011.04.25 11:54 | close | 1767 | 0.10 | 119.717 | 0.000 | 0.000 | 360.00 | 1527773.43 |
| 3706 | 2011.04.25 12:10 | buy | 1768 | 0.10 | 119.676 | 0.000 | 0.000 | ||
| 3707 | 2011.04.25 12:42 | close | 1768 | 0.10 | 119.687 | 0.000 | 0.000 | 110.00 | 1527883.43 |
| 3708 | 2011.04.25 16:02 | buy | 1769 | 0.10 | 119.610 | 0.000 | 0.000 | ||
| 3709 | 2011.04.25 16:08 | close | 1769 | 0.10 | 119.621 | 0.000 | 0.000 | 110.00 | 1527993.43 |
| 3710 | 2011.04.25 16:22 | buy | 1770 | 0.10 | 119.433 | 0.000 | 0.000 | ||
| 3711 | 2011.04.25 17:59 | close | 1770 | 0.10 | 119.467 | 0.000 | 0.000 | 340.00 | 1528333.43 |
| 3712 | 2011.04.25 18:02 | buy | 1771 | 0.10 | 119.402 | 0.000 | 0.000 | ||
| 3713 | 2011.04.25 18:03 | close | 1771 | 0.10 | 119.422 | 0.000 | 0.000 | 200.00 | 1528533.43 |
| 3714 | 2011.04.25 18:10 | buy | 1772 | 0.10 | 119.400 | 0.000 | 0.000 | ||
| 3715 | 2011.04.25 18:21 | close | 1772 | 0.10 | 119.424 | 0.000 | 0.000 | 240.00 | 1528773.43 |
| 3716 | 2011.04.25 18:43 | buy | 1773 | 0.10 | 119.465 | 0.000 | 0.000 | ||
| 3717 | 2011.04.25 18:49 | close | 1773 | 0.10 | 119.493 | 0.000 | 0.000 | 280.00 | 1529053.43 |
| 3718 | 2011.04.25 18:59 | buy | 1774 | 0.10 | 119.401 | 0.000 | 0.000 | ||
| 3719 | 2011.04.26 00:38 | close | 1774 | 0.10 | 119.413 | 0.000 | 0.000 | 115.03 | 1529168.46 |
| 3720 | 2011.04.26 00:52 | buy | 1775 | 0.10 | 119.331 | 0.000 | 0.000 | ||
| 3721 | 2011.04.26 01:01 | close | 1775 | 0.10 | 119.361 | 0.000 | 0.000 | 300.00 | 1529468.46 |
| 3722 | 2011.04.26 01:08 | buy | 1776 | 0.10 | 119.215 | 0.000 | 0.000 | ||
| 3723 | 2011.04.26 09:33 | close | 1776 | 0.10 | 119.274 | 0.000 | 0.000 | 590.00 | 1530058.46 |
| 3724 | 2011.04.26 11:24 | buy | 1777 | 0.10 | 119.625 | 0.000 | 0.000 | ||
| 3725 | 2011.04.26 11:25 | close | 1777 | 0.10 | 119.650 | 0.000 | 0.000 | 250.00 | 1530308.46 |
| 3726 | 2011.04.26 12:00 | buy | 1778 | 0.10 | 119.495 | 0.000 | 0.000 | ||
| 3727 | 2011.04.26 14:34 | close | 1778 | 0.10 | 119.530 | 0.000 | 0.000 | 350.00 | 1530658.46 |
| 3728 | 2011.04.26 14:58 | buy | 1779 | 0.10 | 119.576 | 0.000 | 0.000 | ||
| 3729 | 2011.04.26 14:59 | close | 1779 | 0.10 | 119.590 | 0.000 | 0.000 | 140.00 | 1530798.46 |
| 3730 | 2011.04.26 15:32 | buy | 1780 | 0.10 | 119.449 | 0.000 | 0.000 | ||
| 3731 | 2011.04.26 16:21 | close | 1780 | 0.10 | 119.476 | 0.000 | 0.000 | 270.00 | 1531068.46 |
| 3732 | 2011.04.26 17:01 | buy | 1781 | 0.10 | 119.497 | 0.000 | 0.000 | ||
| 3733 | 2011.04.26 17:13 | close | 1781 | 0.10 | 119.525 | 0.000 | 0.000 | 280.00 | 1531348.46 |
| 3734 | 2011.04.26 18:32 | buy | 1782 | 0.10 | 119.729 | 0.000 | 0.000 | ||
| 3735 | 2011.04.26 18:33 | close | 1782 | 0.10 | 119.789 | 0.000 | 0.000 | 600.00 | 1531948.46 |
| 3736 | 2011.04.26 18:55 | buy | 1783 | 0.10 | 119.729 | 0.000 | 0.000 | ||
| 3737 | 2011.04.27 00:22 | close | 1783 | 0.10 | 119.760 | 0.000 | 0.000 | 305.02 | 1532253.48 |
| 3738 | 2011.04.27 00:52 | buy | 1784 | 0.10 | 119.615 | 0.000 | 0.000 | ||
| 3739 | 2011.04.27 01:00 | close | 1784 | 0.10 | 119.657 | 0.000 | 0.000 | 420.00 | 1532673.48 |
| 3740 | 2011.04.27 01:34 | buy | 1785 | 0.10 | 119.678 | 0.000 | 0.000 | ||
| 3741 | 2011.04.27 01:38 | close | 1785 | 0.10 | 119.692 | 0.000 | 0.000 | 140.00 | 1532813.48 |
| 3742 | 2011.04.27 01:50 | buy | 1786 | 0.10 | 119.526 | 0.000 | 0.000 | ||
| 3743 | 2011.04.27 01:52 | close | 1786 | 0.10 | 119.639 | 0.000 | 0.000 | 1130.00 | 1533943.48 |
| 3744 | 2011.04.27 02:10 | buy | 1787 | 0.10 | 119.607 | 0.000 | 0.000 | ||
| 3745 | 2011.04.27 02:13 | close | 1787 | 0.10 | 119.671 | 0.000 | 0.000 | 640.00 | 1534583.48 |
| 3746 | 2011.04.27 02:28 | buy | 1788 | 0.10 | 119.719 | 0.000 | 0.000 | ||
| 3747 | 2011.04.27 03:34 | close | 1788 | 0.10 | 119.764 | 0.000 | 0.000 | 450.00 | 1535033.48 |
| 3748 | 2011.04.27 03:40 | buy | 1789 | 0.10 | 119.635 | 0.000 | 0.000 | ||
| 3749 | 2011.04.27 04:03 | close | 1789 | 0.10 | 119.658 | 0.000 | 0.000 | 230.00 | 1535263.48 |
| 3750 | 2011.04.27 04:26 | buy | 1790 | 0.10 | 119.799 | 0.000 | 0.000 | ||