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 |
| 3751 | 2011.04.27 04:29 | close | 1790 | 0.10 | 119.847 | 0.000 | 0.000 | 480.00 | 1535743.48 |
| 3752 | 2011.04.27 05:03 | buy | 1791 | 0.10 | 119.763 | 0.000 | 0.000 | ||
| 3753 | 2011.04.27 06:51 | close | 1791 | 0.10 | 119.791 | 0.000 | 0.000 | 280.00 | 1536023.48 |
| 3754 | 2011.04.27 08:06 | buy | 1792 | 0.10 | 119.864 | 0.000 | 0.000 | ||
| 3755 | 2011.04.27 08:10 | close | 1792 | 0.10 | 119.881 | 0.000 | 0.000 | 170.00 | 1536193.48 |
| 3756 | 2011.04.27 09:28 | buy | 1793 | 0.10 | 119.873 | 0.000 | 0.000 | ||
| 3757 | 2011.04.27 09:31 | close | 1793 | 0.10 | 119.897 | 0.000 | 0.000 | 240.00 | 1536433.48 |
| 3758 | 2011.04.27 09:35 | buy | 1794 | 0.10 | 119.838 | 0.000 | 0.000 | ||
| 3759 | 2011.04.27 09:45 | close | 1794 | 0.10 | 119.891 | 0.000 | 0.000 | 530.00 | 1536963.48 |
| 3760 | 2011.04.27 10:01 | buy | 1795 | 0.10 | 119.941 | 0.000 | 0.000 | ||
| 3761 | 2011.04.27 10:02 | close | 1795 | 0.10 | 119.956 | 0.000 | 0.000 | 150.00 | 1537113.48 |
| 3762 | 2011.04.27 10:17 | buy | 1796 | 0.10 | 120.033 | 0.000 | 0.000 | ||
| 3763 | 2011.04.27 10:46 | close | 1796 | 0.10 | 120.053 | 0.000 | 0.000 | 200.00 | 1537313.48 |
| 3764 | 2011.04.27 10:50 | buy | 1797 | 0.10 | 120.022 | 0.000 | 0.000 | ||
| 3765 | 2011.04.27 10:52 | close | 1797 | 0.10 | 120.049 | 0.000 | 0.000 | 270.00 | 1537583.48 |
| 3766 | 2011.04.27 12:29 | buy | 1798 | 0.10 | 120.698 | 0.000 | 0.000 | ||
| 3767 | 2011.04.27 12:30 | close | 1798 | 0.10 | 120.721 | 0.000 | 0.000 | 230.00 | 1537813.48 |
| 3768 | 2011.04.27 12:34 | buy | 1799 | 0.10 | 120.624 | 0.000 | 0.000 | ||
| 3769 | 2011.04.27 12:54 | close | 1799 | 0.10 | 120.689 | 0.000 | 0.000 | 650.00 | 1538463.48 |
| 3770 | 2011.04.27 13:36 | buy | 1800 | 0.10 | 120.636 | 0.000 | 0.000 | ||
| 3771 | 2011.04.27 14:17 | close | 1800 | 0.10 | 120.657 | 0.000 | 0.000 | 210.00 | 1538673.48 |
| 3772 | 2011.04.27 16:04 | buy | 1801 | 0.10 | 120.901 | 0.000 | 0.000 | ||
| 3773 | 2011.04.27 16:25 | close | 1801 | 0.10 | 120.920 | 0.000 | 0.000 | 190.00 | 1538863.48 |
| 3774 | 2011.04.27 16:30 | buy | 1802 | 0.10 | 120.857 | 0.000 | 0.000 | ||
| 3775 | 2011.04.27 16:33 | close | 1802 | 0.10 | 120.885 | 0.000 | 0.000 | 280.00 | 1539143.48 |
| 3776 | 2011.04.27 17:48 | buy | 1803 | 0.10 | 121.079 | 0.000 | 0.000 | ||
| 3777 | 2011.04.27 17:51 | close | 1803 | 0.10 | 121.108 | 0.000 | 0.000 | 290.00 | 1539433.48 |
| 3778 | 2011.04.27 18:21 | buy | 1804 | 0.10 | 121.011 | 0.000 | 0.000 | ||
| 3779 | 2011.04.27 18:24 | close | 1804 | 0.10 | 121.034 | 0.000 | 0.000 | 230.00 | 1539663.48 |
| 3780 | 2011.04.27 18:52 | buy | 1805 | 0.10 | 121.075 | 0.000 | 0.000 | ||
| 3781 | 2011.04.27 18:58 | close | 1805 | 0.10 | 121.095 | 0.000 | 0.000 | 200.00 | 1539863.48 |
| 3782 | 2011.04.27 19:23 | buy | 1806 | 0.10 | 121.119 | 0.000 | 0.000 | ||
| 3783 | 2011.04.27 19:25 | close | 1806 | 0.10 | 121.142 | 0.000 | 0.000 | 230.00 | 1540093.48 |
| 3784 | 2011.04.27 19:54 | buy | 1807 | 0.10 | 121.181 | 0.000 | 0.000 | ||
| 3785 | 2011.04.27 20:11 | close | 1807 | 0.10 | 121.199 | 0.000 | 0.000 | 180.00 | 1540273.48 |
| 3786 | 2011.04.27 20:29 | buy | 1808 | 0.10 | 120.958 | 0.000 | 0.000 | ||
| 3787 | 2011.04.27 20:31 | close | 1808 | 0.10 | 121.047 | 0.000 | 0.000 | 890.00 | 1541163.48 |
| 3788 | 2011.04.27 23:55 | buy | 1809 | 0.10 | 121.490 | 0.000 | 0.000 | ||
| 3789 | 2011.04.28 01:04 | close | 1809 | 0.10 | 121.506 | 0.000 | 0.000 | 144.81 | 1541308.29 |
| 3790 | 2011.04.28 01:25 | buy | 1810 | 0.10 | 121.485 | 0.000 | 0.000 | ||
| 3791 | 2011.04.28 01:30 | close | 1810 | 0.10 | 121.500 | 0.000 | 0.000 | 150.00 | 1541458.29 |
| 3792 | 2011.04.28 02:04 | buy | 1811 | 0.10 | 121.463 | 0.000 | 0.000 | ||
| 3793 | 2011.04.28 02:07 | close | 1811 | 0.10 | 121.495 | 0.000 | 0.000 | 320.00 | 1541778.29 |
| 3794 | 2011.04.28 02:23 | buy | 1812 | 0.10 | 121.478 | 0.000 | 0.000 | ||
| 3795 | 2011.04.28 02:47 | close | 1812 | 0.10 | 121.543 | 0.000 | 0.000 | 650.00 | 1542428.29 |
| 3796 | 2011.04.28 03:16 | buy | 1813 | 0.10 | 121.699 | 0.000 | 0.000 | ||
| 3797 | 2011.04.28 03:21 | close | 1813 | 0.10 | 121.723 | 0.000 | 0.000 | 240.00 | 1542668.29 |
| 3798 | 2011.04.28 03:28 | buy | 1814 | 0.10 | 121.640 | 0.000 | 0.000 | ||
| 3799 | 2011.04.28 04:02 | close | 1814 | 0.10 | 121.661 | 0.000 | 0.000 | 210.00 | 1542878.29 |
| 3800 | 2011.04.28 04:08 | buy | 1815 | 0.10 | 121.599 | 0.000 | 0.000 | ||
| 3801 | 2011.04.29 22:19 | buy | 1816 | 0.10 | 120.084 | 0.000 | 0.000 | ||
| 3802 | 2011.04.29 22:19 | modify | 1815 | 0.10 | 121.599 | 0.000 | 120.867 | ||
| 3803 | 2011.04.29 22:19 | modify | 1816 | 0.10 | 120.084 | 0.000 | 120.867 | ||
| 3804 | 2011.05.02 11:15 | t/p | 1815 | 0.10 | 120.867 | 0.000 | 120.867 | -7330.05 | 1535548.25 |
| 3805 | 2011.05.02 11:15 | t/p | 1816 | 0.10 | 120.867 | 0.000 | 120.867 | 7824.99 | 1543373.24 |
| 3806 | 2011.05.02 13:06 | buy | 1817 | 0.10 | 120.885 | 0.000 | 0.000 | ||
| 3807 | 2011.05.02 14:53 | close | 1817 | 0.10 | 120.899 | 0.000 | 0.000 | 140.00 | 1543513.24 |
| 3808 | 2011.05.02 15:24 | buy | 1818 | 0.10 | 120.777 | 0.000 | 0.000 | ||
| 3809 | 2011.05.02 15:28 | close | 1818 | 0.10 | 120.794 | 0.000 | 0.000 | 170.00 | 1543683.24 |
| 3810 | 2011.05.02 15:44 | buy | 1819 | 0.10 | 120.733 | 0.000 | 0.000 | ||
| 3811 | 2011.05.02 16:05 | close | 1819 | 0.10 | 120.767 | 0.000 | 0.000 | 340.00 | 1544023.24 |
| 3812 | 2011.05.02 16:13 | buy | 1820 | 0.10 | 120.631 | 0.000 | 0.000 | ||
| 3813 | 2011.05.02 16:16 | close | 1820 | 0.10 | 120.658 | 0.000 | 0.000 | 270.00 | 1544293.24 |
| 3814 | 2011.05.02 17:52 | buy | 1821 | 0.10 | 120.777 | 0.000 | 0.000 | ||
| 3815 | 2011.05.02 17:54 | close | 1821 | 0.10 | 120.804 | 0.000 | 0.000 | 270.00 | 1544563.24 |
| 3816 | 2011.05.02 19:01 | buy | 1822 | 0.10 | 120.780 | 0.000 | 0.000 | ||
| 3817 | 2011.05.02 19:03 | close | 1822 | 0.10 | 120.795 | 0.000 | 0.000 | 150.00 | 1544713.24 |
| 3818 | 2011.05.02 19:53 | buy | 1823 | 0.10 | 120.743 | 0.000 | 0.000 | ||
| 3819 | 2011.05.02 20:16 | close | 1823 | 0.10 | 120.759 | 0.000 | 0.000 | 160.00 | 1544873.24 |
| 3820 | 2011.05.02 20:46 | buy | 1824 | 0.10 | 120.636 | 0.000 | 0.000 | ||
| 3821 | 2011.05.02 20:47 | close | 1824 | 0.10 | 120.664 | 0.000 | 0.000 | 280.00 | 1545153.24 |
| 3822 | 2011.05.02 21:43 | buy | 1825 | 0.10 | 120.466 | 0.000 | 0.000 | ||
| 3823 | 2011.05.02 21:46 | close | 1825 | 0.10 | 120.486 | 0.000 | 0.000 | 200.00 | 1545353.24 |
| 3824 | 2011.05.02 23:02 | buy | 1826 | 0.10 | 120.405 | 0.000 | 0.000 | ||
| 3825 | 2011.05.02 23:03 | close | 1826 | 0.10 | 120.420 | 0.000 | 0.000 | 150.00 | 1545503.24 |
| 3826 | 2011.05.03 01:31 | buy | 1827 | 0.10 | 120.219 | 0.000 | 0.000 | ||
| 3827 | 2011.05.03 08:48 | close | 1827 | 0.10 | 120.239 | 0.000 | 0.000 | 200.00 | 1545703.24 |
| 3828 | 2011.05.03 09:00 | buy | 1828 | 0.10 | 120.065 | 0.000 | 0.000 | ||
| 3829 | 2011.05.03 09:05 | close | 1828 | 0.10 | 120.076 | 0.000 | 0.000 | 110.00 | 1545813.24 |
| 3830 | 2011.05.03 09:24 | buy | 1829 | 0.10 | 119.937 | 0.000 | 0.000 | ||
| 3831 | 2011.05.03 11:01 | close | 1829 | 0.10 | 119.971 | 0.000 | 0.000 | 340.00 | 1546153.24 |
| 3832 | 2011.05.03 11:54 | buy | 1830 | 0.10 | 119.745 | 0.000 | 0.000 | ||
| 3833 | 2011.05.03 11:59 | close | 1830 | 0.10 | 119.782 | 0.000 | 0.000 | 370.00 | 1546523.24 |
| 3834 | 2011.05.03 12:28 | buy | 1831 | 0.10 | 119.664 | 0.000 | 0.000 | ||
| 3835 | 2011.05.03 15:10 | close | 1831 | 0.10 | 119.693 | 0.000 | 0.000 | 290.00 | 1546813.24 |
| 3836 | 2011.05.03 15:46 | buy | 1832 | 0.10 | 119.595 | 0.000 | 0.000 | ||
| 3837 | 2011.05.03 15:47 | close | 1832 | 0.10 | 119.645 | 0.000 | 0.000 | 500.00 | 1547313.24 |
| 3838 | 2011.05.03 16:13 | buy | 1833 | 0.10 | 119.828 | 0.000 | 0.000 | ||
| 3839 | 2011.05.03 16:16 | close | 1833 | 0.10 | 119.840 | 0.000 | 0.000 | 120.00 | 1547433.24 |
| 3840 | 2011.05.03 18:07 | buy | 1834 | 0.10 | 120.504 | 0.000 | 0.000 | ||
| 3841 | 2011.05.04 11:32 | close | 1834 | 0.10 | 120.515 | 0.000 | 0.000 | 105.00 | 1547538.24 |
| 3842 | 2011.05.04 12:13 | buy | 1835 | 0.10 | 120.528 | 0.000 | 0.000 | ||
| 3843 | 2011.05.04 12:16 | close | 1835 | 0.10 | 120.590 | 0.000 | 0.000 | 620.00 | 1548158.24 |
| 3844 | 2011.05.04 13:05 | buy | 1836 | 0.10 | 120.490 | 0.000 | 0.000 | ||
| 3845 | 2011.05.04 13:11 | close | 1836 | 0.10 | 120.506 | 0.000 | 0.000 | 160.00 | 1548318.24 |
| 3846 | 2011.05.04 13:27 | buy | 1837 | 0.10 | 120.560 | 0.000 | 0.000 | ||
| 3847 | 2011.05.04 13:40 | close | 1837 | 0.10 | 120.574 | 0.000 | 0.000 | 140.00 | 1548458.24 |
| 3848 | 2011.05.04 13:52 | buy | 1838 | 0.10 | 120.558 | 0.000 | 0.000 | ||
| 3849 | 2011.05.04 13:56 | close | 1838 | 0.10 | 120.574 | 0.000 | 0.000 | 160.00 | 1548618.24 |
| 3850 | 2011.05.04 15:37 | buy | 1839 | 0.10 | 120.688 | 0.000 | 0.000 | ||
| 3851 | 2011.05.05 11:55 | buy | 1840 | 0.10 | 118.915 | 0.000 | 0.000 | ||
| 3852 | 2011.05.05 11:55 | modify | 1839 | 0.10 | 120.688 | 0.000 | 119.827 | ||
| 3853 | 2011.05.05 11:55 | modify | 1840 | 0.10 | 118.915 | 0.000 | 119.827 | ||
| 3854 | 2011.05.05 14:52 | buy | 1841 | 0.10 | 117.132 | 0.000 | 0.000 | ||
| 3855 | 2011.05.05 14:52 | modify | 1839 | 0.10 | 120.688 | 0.000 | 118.928 | ||
| 3856 | 2011.05.05 14:52 | modify | 1840 | 0.10 | 118.915 | 0.000 | 118.928 | ||
| 3857 | 2011.05.05 14:52 | modify | 1841 | 0.10 | 117.132 | 0.000 | 118.928 | ||
| 3858 | 2011.05.06 18:43 | buy | 1842 | 0.10 | 115.611 | 0.000 | 0.000 | ||
| 3859 | 2011.05.06 18:43 | modify | 1839 | 0.10 | 120.688 | 0.000 | 118.099 | ||
| 3860 | 2011.05.06 18:43 | modify | 1840 | 0.10 | 118.915 | 0.000 | 118.099 | ||
| 3861 | 2011.05.06 18:43 | modify | 1841 | 0.10 | 117.132 | 0.000 | 118.099 | ||
| 3862 | 2011.05.06 18:43 | modify | 1842 | 0.10 | 115.611 | 0.000 | 118.099 | ||
| 3863 | 2011.05.12 11:49 | buy | 1843 | 0.10 | 114.290 | 0.000 | 0.000 | ||
| 3864 | 2011.05.12 11:49 | modify | 1839 | 0.10 | 120.688 | 0.000 | 117.337 | ||
| 3865 | 2011.05.12 11:49 | modify | 1840 | 0.10 | 118.915 | 0.000 | 117.337 | ||
| 3866 | 2011.05.12 11:49 | modify | 1841 | 0.10 | 117.132 | 0.000 | 117.337 | ||
| 3867 | 2011.05.12 11:49 | modify | 1842 | 0.10 | 115.611 | 0.000 | 117.337 | ||
| 3868 | 2011.05.12 11:49 | modify | 1843 | 0.10 | 114.290 | 0.000 | 117.337 | ||
| 3869 | 2011.05.31 09:05 | t/p | 1839 | 0.10 | 117.337 | 0.000 | 117.337 | -33640.57 | 1514977.67 |
| 3870 | 2011.05.31 09:05 | t/p | 1840 | 0.10 | 117.337 | 0.000 | 117.337 | -15895.62 | 1499082.05 |
| 3871 | 2011.05.31 09:05 | t/p | 1841 | 0.10 | 117.337 | 0.000 | 117.337 | 1934.38 | 1501016.43 |
| 3872 | 2011.05.31 09:05 | t/p | 1842 | 0.10 | 117.337 | 0.000 | 117.337 | 17149.25 | 1518165.67 |
| 3873 | 2011.05.31 09:05 | t/p | 1843 | 0.10 | 117.337 | 0.000 | 117.337 | 30388.13 | 1548553.81 |
| 3874 | 2011.05.31 09:25 | buy | 1844 | 0.10 | 117.574 | 0.000 | 0.000 | ||
| 3875 | 2011.05.31 09:28 | close | 1844 | 0.10 | 117.588 | 0.000 | 0.000 | 140.00 | 1548693.81 |
| 3876 | 2011.05.31 09:58 | buy | 1845 | 0.10 | 117.609 | 0.000 | 0.000 | ||
| 3877 | 2011.05.31 10:04 | close | 1845 | 0.10 | 117.633 | 0.000 | 0.000 | 240.00 | 1548933.81 |
| 3878 | 2011.05.31 10:08 | buy | 1846 | 0.10 | 117.495 | 0.000 | 0.000 | ||
| 3879 | 2011.05.31 10:10 | close | 1846 | 0.10 | 117.531 | 0.000 | 0.000 | 360.00 | 1549293.81 |
| 3880 | 2011.05.31 10:46 | buy | 1847 | 0.10 | 117.568 | 0.000 | 0.000 | ||
| 3881 | 2011.05.31 10:48 | close | 1847 | 0.10 | 117.591 | 0.000 | 0.000 | 230.00 | 1549523.81 |
| 3882 | 2011.05.31 11:00 | buy | 1848 | 0.10 | 117.432 | 0.000 | 0.000 | ||
| 3883 | 2011.05.31 11:03 | close | 1848 | 0.10 | 117.512 | 0.000 | 0.000 | 800.00 | 1550323.81 |
| 3884 | 2011.05.31 11:07 | buy | 1849 | 0.10 | 117.467 | 0.000 | 0.000 | ||
| 3885 | 2011.05.31 11:09 | close | 1849 | 0.10 | 117.486 | 0.000 | 0.000 | 190.00 | 1550513.81 |
| 3886 | 2011.05.31 12:09 | buy | 1850 | 0.10 | 117.517 | 0.000 | 0.000 | ||
| 3887 | 2011.05.31 12:16 | close | 1850 | 0.10 | 117.555 | 0.000 | 0.000 | 380.00 | 1550893.81 |
| 3888 | 2011.05.31 12:30 | buy | 1851 | 0.10 | 117.472 | 0.000 | 0.000 | ||
| 3889 | 2011.05.31 12:40 | close | 1851 | 0.10 | 117.489 | 0.000 | 0.000 | 170.00 | 1551063.81 |
| 3890 | 2011.05.31 13:04 | buy | 1852 | 0.10 | 117.430 | 0.000 | 0.000 | ||
| 3891 | 2011.05.31 13:05 | close | 1852 | 0.10 | 117.459 | 0.000 | 0.000 | 290.00 | 1551353.81 |
| 3892 | 2011.05.31 13:46 | buy | 1853 | 0.10 | 117.361 | 0.000 | 0.000 | ||
| 3893 | 2011.05.31 14:27 | close | 1853 | 0.10 | 117.372 | 0.000 | 0.000 | 110.00 | 1551463.81 |
| 3894 | 2011.05.31 14:38 | buy | 1854 | 0.10 | 117.304 | 0.000 | 0.000 | ||
| 3895 | 2011.05.31 14:40 | close | 1854 | 0.10 | 117.353 | 0.000 | 0.000 | 490.00 | 1551953.81 |
| 3896 | 2011.05.31 15:24 | buy | 1855 | 0.10 | 117.516 | 0.000 | 0.000 | ||
| 3897 | 2011.05.31 15:26 | close | 1855 | 0.10 | 117.543 | 0.000 | 0.000 | 270.00 | 1552223.81 |
| 3898 | 2011.05.31 15:47 | buy | 1856 | 0.10 | 117.406 | 0.000 | 0.000 | ||
| 3899 | 2011.05.31 15:51 | close | 1856 | 0.10 | 117.472 | 0.000 | 0.000 | 660.00 | 1552883.81 |
| 3900 | 2011.05.31 16:03 | buy | 1857 | 0.10 | 117.232 | 0.000 | 0.000 | ||