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 |
| 3901 | 2011.05.31 21:55 | close | 1857 | 0.10 | 117.243 | 0.000 | 0.000 | 110.00 | 1552993.81 |
| 3902 | 2011.05.31 23:06 | buy | 1858 | 0.10 | 117.318 | 0.000 | 0.000 | ||
| 3903 | 2011.05.31 23:11 | close | 1858 | 0.10 | 117.338 | 0.000 | 0.000 | 200.00 | 1553193.81 |
| 3904 | 2011.05.31 23:39 | buy | 1859 | 0.10 | 117.315 | 0.000 | 0.000 | ||
| 3905 | 2011.05.31 23:41 | close | 1859 | 0.10 | 117.329 | 0.000 | 0.000 | 140.00 | 1553333.81 |
| 3906 | 2011.06.01 01:39 | buy | 1860 | 0.10 | 117.381 | 0.000 | 0.000 | ||
| 3907 | 2011.06.01 01:43 | close | 1860 | 0.10 | 117.406 | 0.000 | 0.000 | 250.00 | 1553583.81 |
| 3908 | 2011.06.01 02:01 | buy | 1861 | 0.10 | 117.341 | 0.000 | 0.000 | ||
| 3909 | 2011.06.01 07:54 | close | 1861 | 0.10 | 117.375 | 0.000 | 0.000 | 340.00 | 1553923.81 |
| 3910 | 2011.06.01 09:30 | buy | 1862 | 0.10 | 117.604 | 0.000 | 0.000 | ||
| 3911 | 2011.06.01 09:31 | close | 1862 | 0.10 | 117.642 | 0.000 | 0.000 | 380.00 | 1554303.81 |
| 3912 | 2011.06.01 09:56 | buy | 1863 | 0.10 | 117.375 | 0.000 | 0.000 | ||
| 3913 | 2011.06.01 10:09 | close | 1863 | 0.10 | 117.396 | 0.000 | 0.000 | 210.00 | 1554513.81 |
| 3914 | 2011.06.01 10:46 | buy | 1864 | 0.10 | 117.268 | 0.000 | 0.000 | ||
| 3915 | 2011.06.01 10:47 | close | 1864 | 0.10 | 117.291 | 0.000 | 0.000 | 230.00 | 1554743.81 |
| 3916 | 2011.06.01 10:52 | buy | 1865 | 0.10 | 117.211 | 0.000 | 0.000 | ||
| 3917 | 2011.06.01 10:54 | close | 1865 | 0.10 | 117.264 | 0.000 | 0.000 | 530.00 | 1555273.81 |
| 3918 | 2011.06.01 11:00 | buy | 1866 | 0.10 | 117.193 | 0.000 | 0.000 | ||
| 3919 | 2011.06.01 11:08 | close | 1866 | 0.10 | 117.210 | 0.000 | 0.000 | 170.00 | 1555443.81 |
| 3920 | 2011.06.01 12:22 | buy | 1867 | 0.10 | 117.077 | 0.000 | 0.000 | ||
| 3921 | 2011.06.01 12:59 | close | 1867 | 0.10 | 117.097 | 0.000 | 0.000 | 200.00 | 1555643.81 |
| 3922 | 2011.06.01 13:17 | buy | 1868 | 0.10 | 117.078 | 0.000 | 0.000 | ||
| 3923 | 2011.06.01 13:19 | close | 1868 | 0.10 | 117.119 | 0.000 | 0.000 | 410.00 | 1556053.81 |
| 3924 | 2011.06.01 13:40 | buy | 1869 | 0.10 | 117.136 | 0.000 | 0.000 | ||
| 3925 | 2011.06.01 13:47 | close | 1869 | 0.10 | 117.151 | 0.000 | 0.000 | 150.00 | 1556203.81 |
| 3926 | 2011.06.01 14:47 | buy | 1870 | 0.10 | 116.565 | 0.000 | 0.000 | ||
| 3927 | 2011.06.01 14:49 | close | 1870 | 0.10 | 116.589 | 0.000 | 0.000 | 240.00 | 1556443.81 |
| 3928 | 2011.06.01 16:02 | buy | 1871 | 0.10 | 116.347 | 0.000 | 0.000 | ||
| 3929 | 2011.06.01 16:08 | close | 1871 | 0.10 | 116.428 | 0.000 | 0.000 | 810.00 | 1557253.81 |
| 3930 | 2011.06.01 16:13 | buy | 1872 | 0.10 | 116.367 | 0.000 | 0.000 | ||
| 3931 | 2011.06.01 16:16 | close | 1872 | 0.10 | 116.423 | 0.000 | 0.000 | 560.00 | 1557813.81 |
| 3932 | 2011.06.01 17:20 | buy | 1873 | 0.10 | 116.604 | 0.000 | 0.000 | ||
| 3933 | 2011.06.01 17:23 | close | 1873 | 0.10 | 116.643 | 0.000 | 0.000 | 390.00 | 1558203.81 |
| 3934 | 2011.06.01 17:49 | buy | 1874 | 0.10 | 116.660 | 0.000 | 0.000 | ||
| 3935 | 2011.06.01 18:01 | close | 1874 | 0.10 | 116.695 | 0.000 | 0.000 | 350.00 | 1558553.81 |
| 3936 | 2011.06.01 18:07 | buy | 1875 | 0.10 | 116.549 | 0.000 | 0.000 | ||
| 3937 | 2011.06.02 03:03 | close | 1875 | 0.10 | 116.560 | 0.000 | 0.000 | 95.52 | 1558649.32 |
| 3938 | 2011.06.02 03:36 | buy | 1876 | 0.10 | 116.606 | 0.000 | 0.000 | ||
| 3939 | 2011.06.02 10:48 | close | 1876 | 0.10 | 116.655 | 0.000 | 0.000 | 490.00 | 1559139.32 |
| 3940 | 2011.06.02 11:59 | buy | 1877 | 0.10 | 116.783 | 0.000 | 0.000 | ||
| 3941 | 2011.06.02 12:01 | close | 1877 | 0.10 | 116.886 | 0.000 | 0.000 | 1030.00 | 1560169.32 |
| 3942 | 2011.06.02 12:29 | buy | 1878 | 0.10 | 117.022 | 0.000 | 0.000 | ||
| 3943 | 2011.06.02 12:31 | close | 1878 | 0.10 | 117.058 | 0.000 | 0.000 | 360.00 | 1560529.32 |
| 3944 | 2011.06.02 12:35 | buy | 1879 | 0.10 | 116.960 | 0.000 | 0.000 | ||
| 3945 | 2011.06.02 16:18 | close | 1879 | 0.10 | 116.972 | 0.000 | 0.000 | 120.00 | 1560649.32 |
| 3946 | 2011.06.02 18:09 | buy | 1880 | 0.10 | 116.775 | 0.000 | 0.000 | ||
| 3947 | 2011.06.02 18:17 | close | 1880 | 0.10 | 116.839 | 0.000 | 0.000 | 640.00 | 1561289.32 |
| 3948 | 2011.06.02 20:19 | buy | 1881 | 0.10 | 116.984 | 0.000 | 0.000 | ||
| 3949 | 2011.06.02 20:29 | close | 1881 | 0.10 | 117.001 | 0.000 | 0.000 | 170.00 | 1561459.32 |
| 3950 | 2011.06.02 21:10 | buy | 1882 | 0.10 | 117.085 | 0.000 | 0.000 | ||
| 3951 | 2011.06.02 21:22 | close | 1882 | 0.10 | 117.104 | 0.000 | 0.000 | 190.00 | 1561649.32 |
| 3952 | 2011.06.02 22:47 | buy | 1883 | 0.10 | 117.227 | 0.000 | 0.000 | ||
| 3953 | 2011.06.02 23:39 | close | 1883 | 0.10 | 117.252 | 0.000 | 0.000 | 250.00 | 1561899.32 |
| 3954 | 2011.06.03 01:21 | buy | 1884 | 0.10 | 117.200 | 0.000 | 0.000 | ||
| 3955 | 2011.06.03 01:25 | close | 1884 | 0.10 | 117.211 | 0.000 | 0.000 | 110.00 | 1562009.32 |
| 3956 | 2011.06.03 01:41 | buy | 1885 | 0.10 | 117.148 | 0.000 | 0.000 | ||
| 3957 | 2011.06.03 01:43 | close | 1885 | 0.10 | 117.173 | 0.000 | 0.000 | 250.00 | 1562259.32 |
| 3958 | 2011.06.03 02:05 | buy | 1886 | 0.10 | 117.087 | 0.000 | 0.000 | ||
| 3959 | 2011.06.03 02:10 | close | 1886 | 0.10 | 117.125 | 0.000 | 0.000 | 380.00 | 1562639.32 |
| 3960 | 2011.06.03 03:10 | buy | 1887 | 0.10 | 116.927 | 0.000 | 0.000 | ||
| 3961 | 2011.06.03 03:12 | close | 1887 | 0.10 | 116.944 | 0.000 | 0.000 | 170.00 | 1562809.32 |
| 3962 | 2011.06.03 03:30 | buy | 1888 | 0.10 | 116.963 | 0.000 | 0.000 | ||
| 3963 | 2011.06.03 03:35 | close | 1888 | 0.10 | 116.975 | 0.000 | 0.000 | 120.00 | 1562929.32 |
| 3964 | 2011.06.03 04:16 | buy | 1889 | 0.10 | 116.978 | 0.000 | 0.000 | ||
| 3965 | 2011.06.03 05:12 | close | 1889 | 0.10 | 116.989 | 0.000 | 0.000 | 110.00 | 1563039.32 |
| 3966 | 2011.06.03 07:03 | buy | 1890 | 0.10 | 116.931 | 0.000 | 0.000 | ||
| 3967 | 2011.06.03 16:03 | close | 1890 | 0.10 | 116.967 | 0.000 | 0.000 | 360.00 | 1563399.32 |
| 3968 | 2011.06.03 17:09 | buy | 1891 | 0.10 | 117.214 | 0.000 | 0.000 | ||
| 3969 | 2011.06.03 17:20 | close | 1891 | 0.10 | 117.231 | 0.000 | 0.000 | 170.00 | 1563569.32 |
| 3970 | 2011.06.03 17:29 | buy | 1892 | 0.10 | 117.236 | 0.000 | 0.000 | ||
| 3971 | 2011.06.03 17:31 | close | 1892 | 0.10 | 117.341 | 0.000 | 0.000 | 1050.00 | 1564619.32 |
| 3972 | 2011.06.03 18:54 | buy | 1893 | 0.10 | 117.463 | 0.000 | 0.000 | ||
| 3973 | 2011.06.03 19:13 | close | 1893 | 0.10 | 117.476 | 0.000 | 0.000 | 130.00 | 1564749.32 |
| 3974 | 2011.06.03 20:03 | buy | 1894 | 0.10 | 117.427 | 0.000 | 0.000 | ||
| 3975 | 2011.06.03 20:08 | close | 1894 | 0.10 | 117.449 | 0.000 | 0.000 | 220.00 | 1564969.32 |
| 3976 | 2011.06.06 01:16 | buy | 1895 | 0.10 | 117.544 | 0.000 | 0.000 | ||
| 3977 | 2011.06.06 01:19 | close | 1895 | 0.10 | 117.559 | 0.000 | 0.000 | 150.00 | 1565119.32 |
| 3978 | 2011.06.06 01:25 | buy | 1896 | 0.10 | 117.518 | 0.000 | 0.000 | ||
| 3979 | 2011.06.06 01:43 | close | 1896 | 0.10 | 117.547 | 0.000 | 0.000 | 290.00 | 1565409.32 |
| 3980 | 2011.06.06 01:51 | buy | 1897 | 0.10 | 117.500 | 0.000 | 0.000 | ||
| 3981 | 2011.06.06 01:59 | close | 1897 | 0.10 | 117.513 | 0.000 | 0.000 | 130.00 | 1565539.32 |
| 3982 | 2011.06.06 03:37 | buy | 1898 | 0.10 | 117.374 | 0.000 | 0.000 | ||
| 3983 | 2011.06.06 03:40 | close | 1898 | 0.10 | 117.389 | 0.000 | 0.000 | 150.00 | 1565689.32 |
| 3984 | 2011.06.06 05:05 | buy | 1899 | 0.10 | 117.477 | 0.000 | 0.000 | ||
| 3985 | 2011.06.06 05:08 | close | 1899 | 0.10 | 117.497 | 0.000 | 0.000 | 200.00 | 1565889.32 |
| 3986 | 2011.06.06 07:03 | buy | 1900 | 0.10 | 117.506 | 0.000 | 0.000 | ||
| 3987 | 2011.06.06 07:06 | close | 1900 | 0.10 | 117.519 | 0.000 | 0.000 | 130.00 | 1566019.32 |
| 3988 | 2011.06.06 07:22 | buy | 1901 | 0.10 | 117.530 | 0.000 | 0.000 | ||
| 3989 | 2011.06.06 07:31 | close | 1901 | 0.10 | 117.549 | 0.000 | 0.000 | 190.00 | 1566209.32 |
| 3990 | 2011.06.06 08:05 | buy | 1902 | 0.10 | 117.558 | 0.000 | 0.000 | ||
| 3991 | 2011.06.06 08:09 | close | 1902 | 0.10 | 117.583 | 0.000 | 0.000 | 250.00 | 1566459.32 |
| 3992 | 2011.06.06 08:19 | buy | 1903 | 0.10 | 117.597 | 0.000 | 0.000 | ||
| 3993 | 2011.06.06 08:21 | close | 1903 | 0.10 | 117.616 | 0.000 | 0.000 | 190.00 | 1566649.32 |
| 3994 | 2011.06.06 08:31 | buy | 1904 | 0.10 | 117.606 | 0.000 | 0.000 | ||
| 3995 | 2011.06.06 08:33 | close | 1904 | 0.10 | 117.626 | 0.000 | 0.000 | 200.00 | 1566849.32 |
| 3996 | 2011.06.06 09:38 | buy | 1905 | 0.10 | 117.421 | 0.000 | 0.000 | ||
| 3997 | 2011.06.06 11:09 | close | 1905 | 0.10 | 117.468 | 0.000 | 0.000 | 470.00 | 1567319.32 |
| 3998 | 2011.06.06 11:49 | buy | 1906 | 0.10 | 117.215 | 0.000 | 0.000 | ||
| 3999 | 2011.06.06 14:38 | close | 1906 | 0.10 | 117.237 | 0.000 | 0.000 | 220.00 | 1567539.32 |
| 4000 | 2011.06.06 15:44 | buy | 1907 | 0.10 | 117.236 | 0.000 | 0.000 | ||
| 4001 | 2011.06.06 15:50 | close | 1907 | 0.10 | 117.253 | 0.000 | 0.000 | 170.00 | 1567709.32 |
| 4002 | 2011.06.06 16:06 | buy | 1908 | 0.10 | 117.105 | 0.000 | 0.000 | ||
| 4003 | 2011.06.06 16:27 | close | 1908 | 0.10 | 117.150 | 0.000 | 0.000 | 450.00 | 1568159.32 |
| 4004 | 2011.06.06 16:31 | buy | 1909 | 0.10 | 117.118 | 0.000 | 0.000 | ||
| 4005 | 2011.06.06 16:34 | close | 1909 | 0.10 | 117.136 | 0.000 | 0.000 | 180.00 | 1568339.32 |
| 4006 | 2011.06.06 16:57 | buy | 1910 | 0.10 | 117.049 | 0.000 | 0.000 | ||
| 4007 | 2011.06.06 16:59 | close | 1910 | 0.10 | 117.072 | 0.000 | 0.000 | 230.00 | 1568569.32 |
| 4008 | 2011.06.06 18:02 | buy | 1911 | 0.10 | 117.198 | 0.000 | 0.000 | ||
| 4009 | 2011.06.07 06:32 | close | 1911 | 0.10 | 117.216 | 0.000 | 0.000 | 175.13 | 1568744.46 |
| 4010 | 2011.06.07 07:13 | buy | 1912 | 0.10 | 117.226 | 0.000 | 0.000 | ||
| 4011 | 2011.06.07 07:14 | close | 1912 | 0.10 | 117.242 | 0.000 | 0.000 | 160.00 | 1568904.46 |
| 4012 | 2011.06.07 07:36 | buy | 1913 | 0.10 | 117.271 | 0.000 | 0.000 | ||
| 4013 | 2011.06.07 07:48 | close | 1913 | 0.10 | 117.289 | 0.000 | 0.000 | 180.00 | 1569084.46 |
| 4014 | 2011.06.07 08:15 | buy | 1914 | 0.10 | 117.476 | 0.000 | 0.000 | ||
| 4015 | 2011.06.07 08:26 | close | 1914 | 0.10 | 117.540 | 0.000 | 0.000 | 640.00 | 1569724.46 |
| 4016 | 2011.06.07 09:07 | buy | 1915 | 0.10 | 117.431 | 0.000 | 0.000 | ||
| 4017 | 2011.06.07 09:10 | close | 1915 | 0.10 | 117.471 | 0.000 | 0.000 | 400.00 | 1570124.46 |
| 4018 | 2011.06.07 09:29 | buy | 1916 | 0.10 | 117.495 | 0.000 | 0.000 | ||
| 4019 | 2011.06.07 09:48 | close | 1916 | 0.10 | 117.531 | 0.000 | 0.000 | 360.00 | 1570484.46 |
| 4020 | 2011.06.07 09:53 | buy | 1917 | 0.10 | 117.542 | 0.000 | 0.000 | ||
| 4021 | 2011.06.07 09:59 | close | 1917 | 0.10 | 117.594 | 0.000 | 0.000 | 520.00 | 1571004.46 |
| 4022 | 2011.06.07 10:05 | buy | 1918 | 0.10 | 117.558 | 0.000 | 0.000 | ||
| 4023 | 2011.06.07 10:32 | close | 1918 | 0.10 | 117.574 | 0.000 | 0.000 | 160.00 | 1571164.46 |
| 4024 | 2011.06.07 12:07 | buy | 1919 | 0.10 | 117.634 | 0.000 | 0.000 | ||
| 4025 | 2011.06.07 12:16 | close | 1919 | 0.10 | 117.724 | 0.000 | 0.000 | 900.00 | 1572064.46 |
| 4026 | 2011.06.07 13:10 | buy | 1920 | 0.10 | 117.617 | 0.000 | 0.000 | ||
| 4027 | 2011.06.07 13:13 | close | 1920 | 0.10 | 117.632 | 0.000 | 0.000 | 150.00 | 1572214.46 |
| 4028 | 2011.06.07 13:50 | buy | 1921 | 0.10 | 117.610 | 0.000 | 0.000 | ||
| 4029 | 2011.06.07 14:58 | close | 1921 | 0.10 | 117.635 | 0.000 | 0.000 | 250.00 | 1572464.46 |
| 4030 | 2011.06.07 15:45 | buy | 1922 | 0.10 | 117.558 | 0.000 | 0.000 | ||
| 4031 | 2011.06.07 16:04 | close | 1922 | 0.10 | 117.572 | 0.000 | 0.000 | 140.00 | 1572604.46 |
| 4032 | 2011.06.07 17:32 | buy | 1923 | 0.10 | 117.609 | 0.000 | 0.000 | ||
| 4033 | 2011.06.07 17:33 | close | 1923 | 0.10 | 117.631 | 0.000 | 0.000 | 220.00 | 1572824.46 |
| 4034 | 2011.06.07 18:41 | buy | 1924 | 0.10 | 117.689 | 0.000 | 0.000 | ||
| 4035 | 2011.06.07 20:03 | close | 1924 | 0.10 | 117.709 | 0.000 | 0.000 | 200.00 | 1573024.46 |
| 4036 | 2011.06.07 21:09 | buy | 1925 | 0.10 | 117.596 | 0.000 | 0.000 | ||
| 4037 | 2011.06.07 22:16 | close | 1925 | 0.10 | 117.615 | 0.000 | 0.000 | 190.00 | 1573214.46 |
| 4038 | 2011.06.08 01:12 | buy | 1926 | 0.10 | 117.682 | 0.000 | 0.000 | ||
| 4039 | 2011.06.08 01:19 | close | 1926 | 0.10 | 117.721 | 0.000 | 0.000 | 390.00 | 1573604.46 |
| 4040 | 2011.06.08 03:35 | buy | 1927 | 0.10 | 117.213 | 0.000 | 0.000 | ||
| 4041 | 2011.06.08 05:36 | close | 1927 | 0.10 | 117.237 | 0.000 | 0.000 | 240.00 | 1573844.46 |
| 4042 | 2011.06.08 07:15 | buy | 1928 | 0.10 | 117.491 | 0.000 | 0.000 | ||
| 4043 | 2011.06.08 07:37 | close | 1928 | 0.10 | 117.508 | 0.000 | 0.000 | 170.00 | 1574014.46 |
| 4044 | 2011.06.08 07:56 | buy | 1929 | 0.10 | 117.471 | 0.000 | 0.000 | ||
| 4045 | 2011.06.08 08:19 | close | 1929 | 0.10 | 117.485 | 0.000 | 0.000 | 140.00 | 1574154.46 |
| 4046 | 2011.06.08 08:25 | buy | 1930 | 0.10 | 117.422 | 0.000 | 0.000 | ||
| 4047 | 2011.06.08 08:26 | close | 1930 | 0.10 | 117.445 | 0.000 | 0.000 | 230.00 | 1574384.46 |
| 4048 | 2011.06.08 08:39 | buy | 1931 | 0.10 | 117.245 | 0.000 | 0.000 | ||
| 4049 | 2011.06.08 08:41 | close | 1931 | 0.10 | 117.273 | 0.000 | 0.000 | 280.00 | 1574664.46 |
| 4050 | 2011.06.08 09:35 | buy | 1932 | 0.10 | 117.205 | 0.000 | 0.000 | ||