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 |
| 751 | 2010.05.04 22:00 | close | 358 | 0.10 | 122.833 | 0.000 | 0.000 | 430.00 | 1103803.60 |
| 752 | 2010.05.04 22:16 | buy | 359 | 0.10 | 122.768 | 0.000 | 0.000 | ||
| 753 | 2010.05.04 22:19 | close | 359 | 0.10 | 122.796 | 0.000 | 0.000 | 280.00 | 1104083.60 |
| 754 | 2010.05.04 22:22 | buy | 360 | 0.10 | 122.728 | 0.000 | 0.000 | ||
| 755 | 2010.05.04 22:33 | close | 360 | 0.10 | 122.756 | 0.000 | 0.000 | 280.00 | 1104363.60 |
| 756 | 2010.05.11 00:55 | buy | 361 | 0.10 | 119.111 | 0.000 | 0.000 | ||
| 757 | 2010.05.11 03:23 | close | 361 | 0.10 | 119.149 | 0.000 | 0.000 | 380.00 | 1104743.60 |
| 758 | 2010.05.11 03:33 | buy | 362 | 0.10 | 119.174 | 0.000 | 0.000 | ||
| 759 | 2010.05.11 09:24 | buy | 363 | 0.10 | 117.673 | 0.000 | 0.000 | ||
| 760 | 2010.05.11 09:24 | modify | 362 | 0.10 | 119.174 | 0.000 | 118.449 | ||
| 761 | 2010.05.11 09:24 | modify | 363 | 0.10 | 117.673 | 0.000 | 118.449 | ||
| 762 | 2010.05.11 18:48 | t/p | 362 | 0.10 | 118.449 | 0.000 | 118.449 | -7250.00 | 1097493.60 |
| 763 | 2010.05.11 18:48 | t/p | 363 | 0.10 | 118.449 | 0.000 | 118.449 | 7760.00 | 1105253.60 |
| 764 | 2010.05.11 20:59 | buy | 364 | 0.10 | 117.834 | 0.000 | 0.000 | ||
| 765 | 2010.05.11 21:40 | close | 364 | 0.10 | 117.851 | 0.000 | 0.000 | 170.00 | 1105423.60 |
| 766 | 2010.05.11 21:50 | buy | 365 | 0.10 | 117.675 | 0.000 | 0.000 | ||
| 767 | 2010.05.11 21:55 | close | 365 | 0.10 | 117.699 | 0.000 | 0.000 | 240.00 | 1105663.60 |
| 768 | 2010.05.11 22:00 | buy | 366 | 0.10 | 117.656 | 0.000 | 0.000 | ||
| 769 | 2010.05.12 09:35 | close | 366 | 0.10 | 117.766 | 0.000 | 0.000 | 1095.12 | 1106758.72 |
| 770 | 2010.05.12 12:11 | buy | 367 | 0.10 | 117.951 | 0.000 | 0.000 | ||
| 771 | 2010.05.12 13:20 | close | 367 | 0.10 | 118.061 | 0.000 | 0.000 | 1100.00 | 1107858.72 |
| 772 | 2010.05.12 19:10 | buy | 368 | 0.10 | 117.908 | 0.000 | 0.000 | ||
| 773 | 2010.05.12 19:16 | close | 368 | 0.10 | 117.955 | 0.000 | 0.000 | 470.00 | 1108328.72 |
| 774 | 2010.05.12 19:42 | buy | 369 | 0.10 | 117.715 | 0.000 | 0.000 | ||
| 775 | 2010.05.12 20:25 | close | 369 | 0.10 | 117.756 | 0.000 | 0.000 | 410.00 | 1108738.72 |
| 776 | 2010.05.12 20:35 | buy | 370 | 0.10 | 117.706 | 0.000 | 0.000 | ||
| 777 | 2010.05.12 20:43 | close | 370 | 0.10 | 117.721 | 0.000 | 0.000 | 150.00 | 1108888.72 |
| 778 | 2010.05.12 21:08 | buy | 371 | 0.10 | 117.702 | 0.000 | 0.000 | ||
| 779 | 2010.05.12 23:29 | close | 371 | 0.10 | 117.717 | 0.000 | 0.000 | 150.00 | 1109038.72 |
| 780 | 2010.05.13 01:03 | buy | 372 | 0.10 | 117.682 | 0.000 | 0.000 | ||
| 781 | 2010.05.13 01:06 | close | 372 | 0.10 | 117.705 | 0.000 | 0.000 | 230.00 | 1109268.72 |
| 782 | 2010.05.13 03:35 | buy | 373 | 0.10 | 117.720 | 0.000 | 0.000 | ||
| 783 | 2010.05.13 03:37 | close | 373 | 0.10 | 117.739 | 0.000 | 0.000 | 190.00 | 1109458.72 |
| 784 | 2010.05.13 04:50 | buy | 374 | 0.10 | 117.800 | 0.000 | 0.000 | ||
| 785 | 2010.05.13 04:54 | close | 374 | 0.10 | 117.838 | 0.000 | 0.000 | 380.00 | 1109838.72 |
| 786 | 2010.05.13 17:00 | buy | 375 | 0.10 | 116.357 | 0.000 | 0.000 | ||
| 787 | 2010.05.13 17:04 | close | 375 | 0.10 | 116.420 | 0.000 | 0.000 | 630.00 | 1110468.72 |
| 788 | 2010.05.13 17:42 | buy | 376 | 0.10 | 116.460 | 0.000 | 0.000 | ||
| 789 | 2010.05.13 17:43 | close | 376 | 0.10 | 116.543 | 0.000 | 0.000 | 830.00 | 1111298.72 |
| 790 | 2010.05.13 17:49 | buy | 377 | 0.10 | 116.480 | 0.000 | 0.000 | ||
| 791 | 2010.05.13 18:00 | close | 377 | 0.10 | 116.497 | 0.000 | 0.000 | 170.00 | 1111468.72 |
| 792 | 2010.05.13 18:03 | buy | 378 | 0.10 | 116.403 | 0.000 | 0.000 | ||
| 793 | 2010.05.13 18:06 | close | 378 | 0.10 | 116.462 | 0.000 | 0.000 | 590.00 | 1112058.72 |
| 794 | 2010.05.13 20:30 | buy | 379 | 0.10 | 116.797 | 0.000 | 0.000 | ||
| 795 | 2010.05.14 08:43 | close | 379 | 0.10 | 116.866 | 0.000 | 0.000 | 685.16 | 1112743.88 |
| 796 | 2010.05.14 14:57 | buy | 380 | 0.10 | 115.963 | 0.000 | 0.000 | ||
| 797 | 2010.05.14 16:35 | buy | 381 | 0.10 | 114.462 | 0.000 | 0.000 | ||
| 798 | 2010.05.14 16:35 | modify | 380 | 0.10 | 115.963 | 0.000 | 115.238 | ||
| 799 | 2010.05.14 16:35 | modify | 381 | 0.10 | 114.462 | 0.000 | 115.238 | ||
| 800 | 2010.05.18 09:22 | t/p | 380 | 0.10 | 115.238 | 0.000 | 115.238 | -7259.53 | 1105484.35 |
| 801 | 2010.05.18 09:22 | t/p | 381 | 0.10 | 115.238 | 0.000 | 115.238 | 7750.47 | 1113234.82 |
| 802 | 2010.05.24 00:18 | buy | 382 | 0.10 | 112.854 | 0.000 | 0.000 | ||
| 803 | 2010.05.24 00:20 | close | 382 | 0.10 | 112.876 | 0.000 | 0.000 | 220.00 | 1113454.82 |
| 804 | 2010.05.24 00:42 | buy | 383 | 0.10 | 112.936 | 0.000 | 0.000 | ||
| 805 | 2010.05.24 00:45 | close | 383 | 0.10 | 112.952 | 0.000 | 0.000 | 160.00 | 1113614.82 |
| 806 | 2010.05.24 01:00 | buy | 384 | 0.10 | 112.984 | 0.000 | 0.000 | ||
| 807 | 2010.05.24 01:05 | close | 384 | 0.10 | 113.063 | 0.000 | 0.000 | 790.00 | 1114404.82 |
| 808 | 2010.05.24 01:38 | buy | 385 | 0.10 | 113.113 | 0.000 | 0.000 | ||
| 809 | 2010.05.24 09:08 | close | 385 | 0.10 | 113.138 | 0.000 | 0.000 | 250.00 | 1114654.82 |
| 810 | 2010.05.24 15:11 | buy | 386 | 0.10 | 111.948 | 0.000 | 0.000 | ||
| 811 | 2010.05.24 15:13 | close | 386 | 0.10 | 111.977 | 0.000 | 0.000 | 290.00 | 1114944.82 |
| 812 | 2010.05.24 15:24 | buy | 387 | 0.10 | 111.911 | 0.000 | 0.000 | ||
| 813 | 2010.05.24 15:26 | close | 387 | 0.10 | 111.987 | 0.000 | 0.000 | 760.00 | 1115704.82 |
| 814 | 2010.05.24 15:42 | buy | 388 | 0.10 | 111.719 | 0.000 | 0.000 | ||
| 815 | 2010.05.24 16:13 | close | 388 | 0.10 | 111.766 | 0.000 | 0.000 | 470.00 | 1116174.82 |
| 816 | 2010.05.24 19:06 | buy | 389 | 0.10 | 112.236 | 0.000 | 0.000 | ||
| 817 | 2010.05.24 19:16 | close | 389 | 0.10 | 112.269 | 0.000 | 0.000 | 330.00 | 1116504.82 |
| 818 | 2010.05.24 19:19 | buy | 390 | 0.10 | 112.148 | 0.000 | 0.000 | ||
| 819 | 2010.05.24 19:26 | close | 390 | 0.10 | 112.237 | 0.000 | 0.000 | 890.00 | 1117394.82 |
| 820 | 2010.05.24 19:46 | buy | 391 | 0.10 | 112.095 | 0.000 | 0.000 | ||
| 821 | 2010.05.24 19:58 | close | 391 | 0.10 | 112.138 | 0.000 | 0.000 | 430.00 | 1117824.82 |
| 822 | 2010.05.24 20:06 | buy | 392 | 0.10 | 112.137 | 0.000 | 0.000 | ||
| 823 | 2010.05.24 20:09 | close | 392 | 0.10 | 112.170 | 0.000 | 0.000 | 330.00 | 1118154.82 |
| 824 | 2010.05.24 20:20 | buy | 393 | 0.10 | 112.216 | 0.000 | 0.000 | ||
| 825 | 2010.05.24 20:25 | close | 393 | 0.10 | 112.243 | 0.000 | 0.000 | 270.00 | 1118424.82 |
| 826 | 2010.05.24 20:50 | buy | 394 | 0.10 | 112.118 | 0.000 | 0.000 | ||
| 827 | 2010.05.24 20:51 | close | 394 | 0.10 | 112.133 | 0.000 | 0.000 | 150.00 | 1118574.82 |
| 828 | 2010.05.24 20:59 | buy | 395 | 0.10 | 112.164 | 0.000 | 0.000 | ||
| 829 | 2010.05.24 21:19 | close | 395 | 0.10 | 112.175 | 0.000 | 0.000 | 110.00 | 1118684.82 |
| 830 | 2010.05.24 21:41 | buy | 396 | 0.10 | 112.161 | 0.000 | 0.000 | ||
| 831 | 2010.05.24 21:43 | close | 396 | 0.10 | 112.204 | 0.000 | 0.000 | 430.00 | 1119114.82 |
| 832 | 2010.05.24 21:55 | buy | 397 | 0.10 | 111.905 | 0.000 | 0.000 | ||
| 833 | 2010.05.24 21:59 | close | 397 | 0.10 | 111.929 | 0.000 | 0.000 | 240.00 | 1119354.82 |
| 834 | 2010.05.24 22:02 | buy | 398 | 0.10 | 111.818 | 0.000 | 0.000 | ||
| 835 | 2010.05.25 07:32 | buy | 399 | 0.10 | 110.316 | 0.000 | 0.000 | ||
| 836 | 2010.05.25 07:32 | modify | 398 | 0.10 | 111.818 | 0.000 | 111.092 | ||
| 837 | 2010.05.25 07:32 | modify | 399 | 0.10 | 110.316 | 0.000 | 111.092 | ||
| 838 | 2010.05.25 12:24 | buy | 400 | 0.10 | 108.885 | 0.000 | 0.000 | ||
| 839 | 2010.05.25 12:24 | modify | 398 | 0.10 | 111.818 | 0.000 | 110.356 | ||
| 840 | 2010.05.25 12:24 | modify | 399 | 0.10 | 110.316 | 0.000 | 110.356 | ||
| 841 | 2010.05.25 12:24 | modify | 400 | 0.10 | 108.885 | 0.000 | 110.356 | ||
| 842 | 2010.05.25 17:55 | t/p | 398 | 0.10 | 110.356 | 0.000 | 110.356 | -14624.64 | 1104730.17 |
| 843 | 2010.05.25 17:55 | t/p | 399 | 0.10 | 110.356 | 0.000 | 110.356 | 400.00 | 1105130.17 |
| 844 | 2010.05.25 17:55 | t/p | 400 | 0.10 | 110.356 | 0.000 | 110.356 | 14710.00 | 1119840.17 |
| 845 | 2010.05.26 04:17 | buy | 401 | 0.10 | 110.667 | 0.000 | 0.000 | ||
| 846 | 2010.05.26 04:22 | close | 401 | 0.10 | 110.680 | 0.000 | 0.000 | 130.00 | 1119970.17 |
| 847 | 2010.05.26 04:56 | buy | 402 | 0.10 | 110.745 | 0.000 | 0.000 | ||
| 848 | 2010.05.26 04:58 | close | 402 | 0.10 | 110.804 | 0.000 | 0.000 | 590.00 | 1120560.17 |
| 849 | 2010.05.26 05:15 | buy | 403 | 0.10 | 110.783 | 0.000 | 0.000 | ||
| 850 | 2010.05.26 05:38 | close | 403 | 0.10 | 110.847 | 0.000 | 0.000 | 640.00 | 1121200.17 |
| 851 | 2010.05.26 06:26 | buy | 404 | 0.10 | 111.197 | 0.000 | 0.000 | ||
| 852 | 2010.05.26 10:35 | close | 404 | 0.10 | 111.251 | 0.000 | 0.000 | 540.00 | 1121740.17 |
| 853 | 2010.05.26 10:39 | buy | 405 | 0.10 | 111.141 | 0.000 | 0.000 | ||
| 854 | 2010.05.26 10:43 | close | 405 | 0.10 | 111.259 | 0.000 | 0.000 | 1180.00 | 1122920.17 |
| 855 | 2010.05.26 12:41 | buy | 406 | 0.10 | 110.982 | 0.000 | 0.000 | ||
| 856 | 2010.05.26 12:43 | close | 406 | 0.10 | 111.015 | 0.000 | 0.000 | 330.00 | 1123250.17 |
| 857 | 2010.05.26 13:36 | buy | 407 | 0.10 | 111.204 | 0.000 | 0.000 | ||
| 858 | 2010.05.26 13:38 | close | 407 | 0.10 | 111.245 | 0.000 | 0.000 | 410.00 | 1123660.17 |
| 859 | 2010.05.26 14:01 | buy | 408 | 0.10 | 111.287 | 0.000 | 0.000 | ||
| 860 | 2010.05.26 14:06 | close | 408 | 0.10 | 111.300 | 0.000 | 0.000 | 130.00 | 1123790.17 |
| 861 | 2010.05.26 14:13 | buy | 409 | 0.10 | 111.331 | 0.000 | 0.000 | ||
| 862 | 2010.05.26 20:48 | buy | 410 | 0.10 | 109.804 | 0.000 | 0.000 | ||
| 863 | 2010.05.26 20:48 | modify | 409 | 0.10 | 111.331 | 0.000 | 110.593 | ||
| 864 | 2010.05.26 20:48 | modify | 410 | 0.10 | 109.804 | 0.000 | 110.593 | ||
| 865 | 2010.05.27 06:36 | t/p | 409 | 0.10 | 110.593 | 0.000 | 110.593 | -7393.68 | 1116396.49 |
| 866 | 2010.05.27 06:36 | t/p | 410 | 0.10 | 110.593 | 0.000 | 110.593 | 7876.32 | 1124272.82 |
| 867 | 2010.05.27 16:40 | buy | 411 | 0.10 | 111.338 | 0.000 | 0.000 | ||
| 868 | 2010.05.27 16:53 | close | 411 | 0.10 | 111.396 | 0.000 | 0.000 | 580.00 | 1124852.82 |
| 869 | 2010.05.28 20:06 | buy | 412 | 0.10 | 111.508 | 0.000 | 0.000 | ||
| 870 | 2010.05.28 20:15 | close | 412 | 0.10 | 111.545 | 0.000 | 0.000 | 370.00 | 1125222.82 |
| 871 | 2010.05.28 21:49 | buy | 413 | 0.10 | 111.509 | 0.000 | 0.000 | ||
| 872 | 2010.05.28 21:50 | close | 413 | 0.10 | 111.646 | 0.000 | 0.000 | 1370.00 | 1126592.82 |
| 873 | 2010.05.28 21:57 | buy | 414 | 0.10 | 111.568 | 0.000 | 0.000 | ||
| 874 | 2010.05.28 22:04 | close | 414 | 0.10 | 111.597 | 0.000 | 0.000 | 290.00 | 1126882.82 |
| 875 | 2010.05.28 22:18 | buy | 415 | 0.10 | 111.542 | 0.000 | 0.000 | ||
| 876 | 2010.05.28 22:20 | close | 415 | 0.10 | 111.606 | 0.000 | 0.000 | 640.00 | 1127522.82 |
| 877 | 2010.05.31 00:14 | buy | 416 | 0.10 | 111.702 | 0.000 | 0.000 | ||
| 878 | 2010.05.31 01:04 | close | 416 | 0.10 | 111.719 | 0.000 | 0.000 | 170.00 | 1127692.82 |
| 879 | 2010.05.31 04:06 | buy | 417 | 0.10 | 112.474 | 0.000 | 0.000 | ||
| 880 | 2010.05.31 04:10 | close | 417 | 0.10 | 112.509 | 0.000 | 0.000 | 350.00 | 1128042.82 |
| 881 | 2010.05.31 04:33 | buy | 418 | 0.10 | 112.633 | 0.000 | 0.000 | ||
| 882 | 2010.05.31 04:41 | close | 418 | 0.10 | 112.648 | 0.000 | 0.000 | 150.00 | 1128192.82 |
| 883 | 2010.05.31 04:54 | buy | 419 | 0.10 | 112.675 | 0.000 | 0.000 | ||
| 884 | 2010.05.31 04:59 | close | 419 | 0.10 | 112.727 | 0.000 | 0.000 | 520.00 | 1128712.82 |
| 885 | 2010.05.31 05:04 | buy | 420 | 0.10 | 112.696 | 0.000 | 0.000 | ||
| 886 | 2010.05.31 07:09 | close | 420 | 0.10 | 112.724 | 0.000 | 0.000 | 280.00 | 1128992.82 |
| 887 | 2010.05.31 07:43 | buy | 421 | 0.10 | 112.693 | 0.000 | 0.000 | ||
| 888 | 2010.05.31 07:48 | close | 421 | 0.10 | 112.730 | 0.000 | 0.000 | 370.00 | 1129362.82 |
| 889 | 2010.05.31 08:59 | buy | 422 | 0.10 | 112.222 | 0.000 | 0.000 | ||
| 890 | 2010.05.31 09:00 | close | 422 | 0.10 | 112.257 | 0.000 | 0.000 | 350.00 | 1129712.82 |
| 891 | 2010.05.31 09:15 | buy | 423 | 0.10 | 112.283 | 0.000 | 0.000 | ||
| 892 | 2010.05.31 09:18 | close | 423 | 0.10 | 112.324 | 0.000 | 0.000 | 410.00 | 1130122.82 |
| 893 | 2010.05.31 10:13 | buy | 424 | 0.10 | 112.601 | 0.000 | 0.000 | ||
| 894 | 2010.05.31 10:46 | close | 424 | 0.10 | 112.655 | 0.000 | 0.000 | 540.00 | 1130662.82 |
| 895 | 2010.05.31 10:50 | buy | 425 | 0.10 | 112.589 | 0.000 | 0.000 | ||
| 896 | 2010.05.31 12:20 | close | 425 | 0.10 | 112.615 | 0.000 | 0.000 | 260.00 | 1130922.82 |
| 897 | 2010.05.31 12:39 | buy | 426 | 0.10 | 112.623 | 0.000 | 0.000 | ||
| 898 | 2010.05.31 14:17 | close | 426 | 0.10 | 112.640 | 0.000 | 0.000 | 170.00 | 1131092.82 |
| 899 | 2010.05.31 14:33 | buy | 427 | 0.10 | 112.562 | 0.000 | 0.000 | ||
| 900 | 2010.05.31 14:35 | close | 427 | 0.10 | 112.604 | 0.000 | 0.000 | 420.00 | 1131512.82 |