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 |
| 4051 | 2011.06.08 09:43 | close | 1932 | 0.10 | 117.223 | 0.000 | 0.000 | 180.00 | 1574844.46 |
| 4052 | 2011.06.08 10:14 | buy | 1933 | 0.10 | 117.100 | 0.000 | 0.000 | ||
| 4053 | 2011.06.08 11:03 | close | 1933 | 0.10 | 117.127 | 0.000 | 0.000 | 270.00 | 1575114.46 |
| 4054 | 2011.06.08 11:09 | buy | 1934 | 0.10 | 117.095 | 0.000 | 0.000 | ||
| 4055 | 2011.06.08 11:12 | close | 1934 | 0.10 | 117.132 | 0.000 | 0.000 | 370.00 | 1575484.46 |
| 4056 | 2011.06.08 12:32 | buy | 1935 | 0.10 | 116.826 | 0.000 | 0.000 | ||
| 4057 | 2011.06.08 15:23 | close | 1935 | 0.10 | 116.841 | 0.000 | 0.000 | 150.00 | 1575634.46 |
| 4058 | 2011.06.08 15:57 | buy | 1936 | 0.10 | 116.763 | 0.000 | 0.000 | ||
| 4059 | 2011.06.08 16:10 | close | 1936 | 0.10 | 116.776 | 0.000 | 0.000 | 130.00 | 1575764.46 |
| 4060 | 2011.06.08 17:11 | buy | 1937 | 0.10 | 116.606 | 0.000 | 0.000 | ||
| 4061 | 2011.06.08 19:01 | close | 1937 | 0.10 | 116.621 | 0.000 | 0.000 | 150.00 | 1575914.46 |
| 4062 | 2011.06.08 19:14 | buy | 1938 | 0.10 | 116.645 | 0.000 | 0.000 | ||
| 4063 | 2011.06.09 00:45 | close | 1938 | 0.10 | 116.668 | 0.000 | 0.000 | 215.44 | 1576129.90 |
| 4064 | 2011.06.09 01:49 | buy | 1939 | 0.10 | 116.546 | 0.000 | 0.000 | ||
| 4065 | 2011.06.09 01:52 | close | 1939 | 0.10 | 116.561 | 0.000 | 0.000 | 150.00 | 1576279.90 |
| 4066 | 2011.06.09 02:01 | buy | 1940 | 0.10 | 116.536 | 0.000 | 0.000 | ||
| 4067 | 2011.06.09 02:02 | close | 1940 | 0.10 | 116.553 | 0.000 | 0.000 | 170.00 | 1576449.90 |
| 4068 | 2011.06.09 02:52 | buy | 1941 | 0.10 | 116.834 | 0.000 | 0.000 | ||
| 4069 | 2011.06.09 02:54 | close | 1941 | 0.10 | 116.861 | 0.000 | 0.000 | 270.00 | 1576719.90 |
| 4070 | 2011.06.09 03:59 | buy | 1942 | 0.10 | 117.047 | 0.000 | 0.000 | ||
| 4071 | 2011.06.09 04:01 | close | 1942 | 0.10 | 117.074 | 0.000 | 0.000 | 270.00 | 1576989.90 |
| 4072 | 2011.06.09 05:33 | buy | 1943 | 0.10 | 117.242 | 0.000 | 0.000 | ||
| 4073 | 2011.06.09 09:10 | close | 1943 | 0.10 | 117.267 | 0.000 | 0.000 | 250.00 | 1577239.90 |
| 4074 | 2011.06.09 09:32 | buy | 1944 | 0.10 | 117.298 | 0.000 | 0.000 | ||
| 4075 | 2011.06.09 09:45 | close | 1944 | 0.10 | 117.331 | 0.000 | 0.000 | 330.00 | 1577569.90 |
| 4076 | 2011.06.09 09:52 | buy | 1945 | 0.10 | 117.220 | 0.000 | 0.000 | ||
| 4077 | 2011.06.09 14:36 | close | 1945 | 0.10 | 117.260 | 0.000 | 0.000 | 400.00 | 1577969.90 |
| 4078 | 2011.06.09 14:39 | buy | 1946 | 0.10 | 116.980 | 0.000 | 0.000 | ||
| 4079 | 2011.06.10 16:33 | buy | 1947 | 0.10 | 115.359 | 0.000 | 0.000 | ||
| 4080 | 2011.06.10 16:33 | modify | 1946 | 0.10 | 116.980 | 0.000 | 116.195 | ||
| 4081 | 2011.06.10 16:33 | modify | 1947 | 0.10 | 115.359 | 0.000 | 116.195 | ||
| 4082 | 2011.06.14 09:06 | t/p | 1946 | 0.10 | 116.195 | 0.000 | 116.195 | -7864.47 | 1570105.43 |
| 4083 | 2011.06.14 09:06 | t/p | 1947 | 0.10 | 116.195 | 0.000 | 116.195 | 8350.39 | 1578455.82 |
| 4084 | 2011.06.14 09:32 | buy | 1948 | 0.10 | 116.106 | 0.000 | 0.000 | ||
| 4085 | 2011.06.14 09:37 | close | 1948 | 0.10 | 116.141 | 0.000 | 0.000 | 350.00 | 1578805.82 |
| 4086 | 2011.06.14 10:20 | buy | 1949 | 0.10 | 116.176 | 0.000 | 0.000 | ||
| 4087 | 2011.06.14 14:31 | close | 1949 | 0.10 | 116.219 | 0.000 | 0.000 | 430.00 | 1579235.82 |
| 4088 | 2011.06.14 15:09 | buy | 1950 | 0.10 | 116.175 | 0.000 | 0.000 | ||
| 4089 | 2011.06.14 15:12 | close | 1950 | 0.10 | 116.257 | 0.000 | 0.000 | 820.00 | 1580055.82 |
| 4090 | 2011.06.14 16:03 | buy | 1951 | 0.10 | 116.295 | 0.000 | 0.000 | ||
| 4091 | 2011.06.14 16:06 | close | 1951 | 0.10 | 116.328 | 0.000 | 0.000 | 330.00 | 1580385.82 |
| 4092 | 2011.06.14 16:15 | buy | 1952 | 0.10 | 116.352 | 0.000 | 0.000 | ||
| 4093 | 2011.06.14 16:20 | close | 1952 | 0.10 | 116.380 | 0.000 | 0.000 | 280.00 | 1580665.82 |
| 4094 | 2011.06.14 17:27 | buy | 1953 | 0.10 | 116.494 | 0.000 | 0.000 | ||
| 4095 | 2011.06.14 18:03 | close | 1953 | 0.10 | 116.511 | 0.000 | 0.000 | 170.00 | 1580835.82 |
| 4096 | 2011.06.14 18:55 | buy | 1954 | 0.10 | 116.537 | 0.000 | 0.000 | ||
| 4097 | 2011.06.14 19:09 | close | 1954 | 0.10 | 116.555 | 0.000 | 0.000 | 180.00 | 1581015.82 |
| 4098 | 2011.06.14 19:37 | buy | 1955 | 0.10 | 116.641 | 0.000 | 0.000 | ||
| 4099 | 2011.06.14 19:46 | close | 1955 | 0.10 | 116.654 | 0.000 | 0.000 | 130.00 | 1581145.82 |
| 4100 | 2011.06.14 20:55 | buy | 1956 | 0.10 | 116.474 | 0.000 | 0.000 | ||
| 4101 | 2011.06.15 17:43 | buy | 1957 | 0.10 | 114.807 | 0.000 | 0.000 | ||
| 4102 | 2011.06.15 17:43 | modify | 1956 | 0.10 | 116.474 | 0.000 | 115.666 | ||
| 4103 | 2011.06.15 17:43 | modify | 1957 | 0.10 | 114.807 | 0.000 | 115.666 | ||
| 4104 | 2011.06.21 23:05 | t/p | 1956 | 0.10 | 115.666 | 0.000 | 115.666 | -8113.51 | 1573032.31 |
| 4105 | 2011.06.21 23:05 | t/p | 1957 | 0.10 | 115.666 | 0.000 | 115.666 | 8561.34 | 1581593.65 |
| 4106 | 2011.06.21 23:19 | buy | 1958 | 0.10 | 115.584 | 0.000 | 0.000 | ||
| 4107 | 2011.06.21 23:52 | close | 1958 | 0.10 | 115.636 | 0.000 | 0.000 | 520.00 | 1582113.65 |
| 4108 | 2011.06.22 00:44 | buy | 1959 | 0.10 | 115.436 | 0.000 | 0.000 | ||
| 4109 | 2011.06.22 02:07 | close | 1959 | 0.10 | 115.465 | 0.000 | 0.000 | 290.00 | 1582403.65 |
| 4110 | 2011.06.22 02:34 | buy | 1960 | 0.10 | 115.395 | 0.000 | 0.000 | ||
| 4111 | 2011.06.22 07:01 | close | 1960 | 0.10 | 115.411 | 0.000 | 0.000 | 160.00 | 1582563.65 |
| 4112 | 2011.06.22 07:51 | buy | 1961 | 0.10 | 115.464 | 0.000 | 0.000 | ||
| 4113 | 2011.06.22 07:55 | close | 1961 | 0.10 | 115.499 | 0.000 | 0.000 | 350.00 | 1582913.65 |
| 4114 | 2011.06.22 09:06 | buy | 1962 | 0.10 | 115.556 | 0.000 | 0.000 | ||
| 4115 | 2011.06.22 10:15 | close | 1962 | 0.10 | 115.570 | 0.000 | 0.000 | 140.00 | 1583053.65 |
| 4116 | 2011.06.22 10:40 | buy | 1963 | 0.10 | 115.490 | 0.000 | 0.000 | ||
| 4117 | 2011.06.22 10:48 | close | 1963 | 0.10 | 115.513 | 0.000 | 0.000 | 230.00 | 1583283.65 |
| 4118 | 2011.06.22 11:14 | buy | 1964 | 0.10 | 115.361 | 0.000 | 0.000 | ||
| 4119 | 2011.06.22 11:17 | close | 1964 | 0.10 | 115.375 | 0.000 | 0.000 | 140.00 | 1583423.65 |
| 4120 | 2011.06.22 11:52 | buy | 1965 | 0.10 | 115.277 | 0.000 | 0.000 | ||
| 4121 | 2011.06.22 12:30 | close | 1965 | 0.10 | 115.293 | 0.000 | 0.000 | 160.00 | 1583583.65 |
| 4122 | 2011.06.22 14:35 | buy | 1966 | 0.10 | 115.178 | 0.000 | 0.000 | ||
| 4123 | 2011.06.22 14:40 | close | 1966 | 0.10 | 115.247 | 0.000 | 0.000 | 690.00 | 1584273.65 |
| 4124 | 2011.06.22 17:14 | buy | 1967 | 0.10 | 115.500 | 0.000 | 0.000 | ||
| 4125 | 2011.06.22 17:16 | close | 1967 | 0.10 | 115.518 | 0.000 | 0.000 | 180.00 | 1584453.65 |
| 4126 | 2011.06.22 17:43 | buy | 1968 | 0.10 | 115.327 | 0.000 | 0.000 | ||
| 4127 | 2011.06.22 17:45 | close | 1968 | 0.10 | 115.339 | 0.000 | 0.000 | 120.00 | 1584573.65 |
| 4128 | 2011.06.22 18:02 | buy | 1969 | 0.10 | 115.231 | 0.000 | 0.000 | ||
| 4129 | 2011.06.22 18:04 | close | 1969 | 0.10 | 115.248 | 0.000 | 0.000 | 170.00 | 1584743.65 |
| 4130 | 2011.06.22 18:21 | buy | 1970 | 0.10 | 115.385 | 0.000 | 0.000 | ||
| 4131 | 2011.06.22 18:24 | close | 1970 | 0.10 | 115.402 | 0.000 | 0.000 | 170.00 | 1584913.65 |
| 4132 | 2011.06.22 19:43 | buy | 1971 | 0.10 | 115.503 | 0.000 | 0.000 | ||
| 4133 | 2011.06.22 19:46 | close | 1971 | 0.10 | 115.523 | 0.000 | 0.000 | 200.00 | 1585113.65 |
| 4134 | 2011.06.22 20:06 | buy | 1972 | 0.10 | 115.585 | 0.000 | 0.000 | ||
| 4135 | 2011.06.22 20:10 | close | 1972 | 0.10 | 115.651 | 0.000 | 0.000 | 660.00 | 1585773.65 |
| 4136 | 2011.06.22 20:31 | buy | 1973 | 0.10 | 115.612 | 0.000 | 0.000 | ||
| 4137 | 2011.06.22 20:35 | close | 1973 | 0.10 | 115.655 | 0.000 | 0.000 | 430.00 | 1586203.65 |
| 4138 | 2011.06.22 20:53 | buy | 1974 | 0.10 | 115.479 | 0.000 | 0.000 | ||
| 4139 | 2011.06.22 21:07 | close | 1974 | 0.10 | 115.521 | 0.000 | 0.000 | 420.00 | 1586623.65 |
| 4140 | 2011.06.22 21:24 | buy | 1975 | 0.10 | 115.414 | 0.000 | 0.000 | ||
| 4141 | 2011.06.23 17:14 | buy | 1976 | 0.10 | 113.884 | 0.000 | 0.000 | ||
| 4142 | 2011.06.23 17:14 | modify | 1975 | 0.10 | 115.414 | 0.000 | 114.674 | ||
| 4143 | 2011.06.23 17:14 | modify | 1976 | 0.10 | 113.884 | 0.000 | 114.674 | ||
| 4144 | 2011.06.23 21:08 | t/p | 1975 | 0.10 | 114.674 | 0.000 | 114.674 | -7414.39 | 1579209.26 |
| 4145 | 2011.06.23 21:08 | t/p | 1976 | 0.10 | 114.674 | 0.000 | 114.674 | 7900.00 | 1587109.26 |
| 4146 | 2011.06.23 22:56 | buy | 1977 | 0.10 | 114.773 | 0.000 | 0.000 | ||
| 4147 | 2011.06.23 23:09 | close | 1977 | 0.10 | 114.788 | 0.000 | 0.000 | 150.00 | 1587259.26 |
| 4148 | 2011.06.24 00:24 | buy | 1978 | 0.10 | 114.782 | 0.000 | 0.000 | ||
| 4149 | 2011.06.24 00:30 | close | 1978 | 0.10 | 114.806 | 0.000 | 0.000 | 240.00 | 1587499.26 |
| 4150 | 2011.06.24 02:12 | buy | 1979 | 0.10 | 114.795 | 0.000 | 0.000 | ||
| 4151 | 2011.06.24 02:17 | close | 1979 | 0.10 | 114.810 | 0.000 | 0.000 | 150.00 | 1587649.26 |
| 4152 | 2011.06.24 03:05 | buy | 1980 | 0.10 | 114.783 | 0.000 | 0.000 | ||
| 4153 | 2011.06.24 04:31 | close | 1980 | 0.10 | 114.800 | 0.000 | 0.000 | 170.00 | 1587819.26 |
| 4154 | 2011.06.24 04:44 | buy | 1981 | 0.10 | 114.719 | 0.000 | 0.000 | ||
| 4155 | 2011.06.24 04:48 | close | 1981 | 0.10 | 114.732 | 0.000 | 0.000 | 130.00 | 1587949.26 |
| 4156 | 2011.06.24 08:36 | buy | 1982 | 0.10 | 114.662 | 0.000 | 0.000 | ||
| 4157 | 2011.06.24 09:08 | close | 1982 | 0.10 | 114.677 | 0.000 | 0.000 | 150.00 | 1588099.26 |
| 4158 | 2011.06.24 09:14 | buy | 1983 | 0.10 | 114.608 | 0.000 | 0.000 | ||
| 4159 | 2011.06.24 10:01 | close | 1983 | 0.10 | 114.679 | 0.000 | 0.000 | 710.00 | 1588809.26 |
| 4160 | 2011.06.24 10:45 | buy | 1984 | 0.10 | 114.615 | 0.000 | 0.000 | ||
| 4161 | 2011.06.24 10:52 | close | 1984 | 0.10 | 114.633 | 0.000 | 0.000 | 180.00 | 1588989.26 |
| 4162 | 2011.06.24 11:06 | buy | 1985 | 0.10 | 114.627 | 0.000 | 0.000 | ||
| 4163 | 2011.06.24 11:08 | close | 1985 | 0.10 | 114.644 | 0.000 | 0.000 | 170.00 | 1589159.26 |
| 4164 | 2011.06.24 11:11 | buy | 1986 | 0.10 | 114.573 | 0.000 | 0.000 | ||
| 4165 | 2011.06.24 11:17 | close | 1986 | 0.10 | 114.595 | 0.000 | 0.000 | 220.00 | 1589379.26 |
| 4166 | 2011.06.24 11:32 | buy | 1987 | 0.10 | 114.589 | 0.000 | 0.000 | ||
| 4167 | 2011.06.27 11:02 | close | 1987 | 0.10 | 114.625 | 0.000 | 0.000 | 355.25 | 1589734.50 |
| 4168 | 2011.06.27 12:49 | buy | 1988 | 0.10 | 114.764 | 0.000 | 0.000 | ||
| 4169 | 2011.06.27 14:21 | close | 1988 | 0.10 | 114.783 | 0.000 | 0.000 | 190.00 | 1589924.50 |
| 4170 | 2011.06.27 14:41 | buy | 1989 | 0.10 | 114.682 | 0.000 | 0.000 | ||
| 4171 | 2011.06.27 14:44 | close | 1989 | 0.10 | 114.715 | 0.000 | 0.000 | 330.00 | 1590254.50 |
| 4172 | 2011.06.27 16:55 | buy | 1990 | 0.10 | 115.508 | 0.000 | 0.000 | ||
| 4173 | 2011.06.27 17:03 | close | 1990 | 0.10 | 115.559 | 0.000 | 0.000 | 510.00 | 1590764.50 |
| 4174 | 2011.06.27 17:40 | buy | 1991 | 0.10 | 115.386 | 0.000 | 0.000 | ||
| 4175 | 2011.06.27 17:47 | close | 1991 | 0.10 | 115.399 | 0.000 | 0.000 | 130.00 | 1590894.50 |
| 4176 | 2011.06.27 18:25 | buy | 1992 | 0.10 | 115.392 | 0.000 | 0.000 | ||
| 4177 | 2011.06.27 18:28 | close | 1992 | 0.10 | 115.438 | 0.000 | 0.000 | 460.00 | 1591354.50 |
| 4178 | 2011.06.27 19:24 | buy | 1993 | 0.10 | 115.454 | 0.000 | 0.000 | ||
| 4179 | 2011.06.27 19:54 | close | 1993 | 0.10 | 115.467 | 0.000 | 0.000 | 130.00 | 1591484.50 |
| 4180 | 2011.06.27 20:19 | buy | 1994 | 0.10 | 115.452 | 0.000 | 0.000 | ||
| 4181 | 2011.06.27 20:39 | close | 1994 | 0.10 | 115.477 | 0.000 | 0.000 | 250.00 | 1591734.50 |
| 4182 | 2011.06.27 22:03 | buy | 1995 | 0.10 | 115.439 | 0.000 | 0.000 | ||
| 4183 | 2011.06.27 22:05 | close | 1995 | 0.10 | 115.458 | 0.000 | 0.000 | 190.00 | 1591924.50 |
| 4184 | 2011.06.27 22:20 | buy | 1996 | 0.10 | 115.478 | 0.000 | 0.000 | ||
| 4185 | 2011.06.27 22:29 | close | 1996 | 0.10 | 115.490 | 0.000 | 0.000 | 120.00 | 1592044.50 |
| 4186 | 2011.06.27 23:24 | buy | 1997 | 0.10 | 115.541 | 0.000 | 0.000 | ||
| 4187 | 2011.06.27 23:33 | close | 1997 | 0.10 | 115.560 | 0.000 | 0.000 | 190.00 | 1592234.50 |
| 4188 | 2011.06.28 00:58 | buy | 1998 | 0.10 | 115.702 | 0.000 | 0.000 | ||
| 4189 | 2011.06.28 00:59 | close | 1998 | 0.10 | 115.716 | 0.000 | 0.000 | 140.00 | 1592374.50 |
| 4190 | 2011.06.28 01:23 | buy | 1999 | 0.10 | 115.631 | 0.000 | 0.000 | ||
| 4191 | 2011.06.28 01:26 | close | 1999 | 0.10 | 115.700 | 0.000 | 0.000 | 690.00 | 1593064.50 |
| 4192 | 2011.06.28 01:40 | buy | 2000 | 0.10 | 115.685 | 0.000 | 0.000 | ||
| 4193 | 2011.06.28 01:43 | close | 2000 | 0.10 | 115.704 | 0.000 | 0.000 | 190.00 | 1593254.50 |
| 4194 | 2011.06.28 01:51 | buy | 2001 | 0.10 | 115.614 | 0.000 | 0.000 | ||
| 4195 | 2011.06.28 09:40 | close | 2001 | 0.10 | 115.686 | 0.000 | 0.000 | 720.00 | 1593974.50 |
| 4196 | 2011.06.28 10:07 | buy | 2002 | 0.10 | 115.649 | 0.000 | 0.000 | ||
| 4197 | 2011.06.28 14:51 | close | 2002 | 0.10 | 115.662 | 0.000 | 0.000 | 130.00 | 1594104.50 |
| 4198 | 2011.06.28 15:32 | buy | 2003 | 0.10 | 115.642 | 0.000 | 0.000 | ||
| 4199 | 2011.06.28 15:37 | close | 2003 | 0.10 | 115.693 | 0.000 | 0.000 | 510.00 | 1594614.50 |
| 4200 | 2011.06.28 15:46 | buy | 2004 | 0.10 | 115.715 | 0.000 | 0.000 | ||