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 |
| 1051 | 2010.06.15 16:27 | close | 498 | 0.10 | 112.013 | 0.000 | 0.000 | 720.00 | 1157728.17 |
| 1052 | 2010.06.15 16:49 | buy | 499 | 0.10 | 112.099 | 0.000 | 0.000 | ||
| 1053 | 2010.06.15 16:50 | close | 499 | 0.10 | 112.145 | 0.000 | 0.000 | 460.00 | 1158188.17 |
| 1054 | 2010.06.15 18:10 | buy | 500 | 0.10 | 112.671 | 0.000 | 0.000 | ||
| 1055 | 2010.06.15 18:15 | close | 500 | 0.10 | 112.703 | 0.000 | 0.000 | 320.00 | 1158508.17 |
| 1056 | 2010.06.15 18:26 | buy | 501 | 0.10 | 112.593 | 0.000 | 0.000 | ||
| 1057 | 2010.06.15 18:31 | close | 501 | 0.10 | 112.661 | 0.000 | 0.000 | 680.00 | 1159188.17 |
| 1058 | 2010.06.15 18:42 | buy | 502 | 0.10 | 112.607 | 0.000 | 0.000 | ||
| 1059 | 2010.06.15 18:56 | close | 502 | 0.10 | 112.651 | 0.000 | 0.000 | 440.00 | 1159628.17 |
| 1060 | 2010.06.15 19:54 | buy | 503 | 0.10 | 112.935 | 0.000 | 0.000 | ||
| 1061 | 2010.06.15 20:21 | close | 503 | 0.10 | 112.948 | 0.000 | 0.000 | 130.00 | 1159758.17 |
| 1062 | 2010.06.15 20:26 | buy | 504 | 0.10 | 112.877 | 0.000 | 0.000 | ||
| 1063 | 2010.06.16 03:09 | close | 504 | 0.10 | 112.918 | 0.000 | 0.000 | 405.30 | 1160163.47 |
| 1064 | 2010.06.16 03:22 | buy | 505 | 0.10 | 112.852 | 0.000 | 0.000 | ||
| 1065 | 2010.06.16 08:17 | close | 505 | 0.10 | 112.876 | 0.000 | 0.000 | 240.00 | 1160403.47 |
| 1066 | 2010.06.16 09:34 | buy | 506 | 0.10 | 112.852 | 0.000 | 0.000 | ||
| 1067 | 2010.06.16 09:39 | close | 506 | 0.10 | 112.869 | 0.000 | 0.000 | 170.00 | 1160573.47 |
| 1068 | 2010.06.16 09:51 | buy | 507 | 0.10 | 112.660 | 0.000 | 0.000 | ||
| 1069 | 2010.06.16 09:53 | close | 507 | 0.10 | 112.724 | 0.000 | 0.000 | 640.00 | 1161213.47 |
| 1070 | 2010.06.16 10:21 | buy | 508 | 0.10 | 112.533 | 0.000 | 0.000 | ||
| 1071 | 2010.06.16 10:35 | close | 508 | 0.10 | 112.577 | 0.000 | 0.000 | 440.00 | 1161653.47 |
| 1072 | 2010.06.16 11:03 | buy | 509 | 0.10 | 112.712 | 0.000 | 0.000 | ||
| 1073 | 2010.06.16 11:05 | close | 509 | 0.10 | 112.726 | 0.000 | 0.000 | 140.00 | 1161793.47 |
| 1074 | 2010.06.16 12:05 | buy | 510 | 0.10 | 112.669 | 0.000 | 0.000 | ||
| 1075 | 2010.06.16 12:07 | close | 510 | 0.10 | 112.759 | 0.000 | 0.000 | 900.00 | 1162693.47 |
| 1076 | 2010.06.16 12:19 | buy | 511 | 0.10 | 112.651 | 0.000 | 0.000 | ||
| 1077 | 2010.06.16 12:22 | close | 511 | 0.10 | 112.666 | 0.000 | 0.000 | 150.00 | 1162843.47 |
| 1078 | 2010.06.16 13:06 | buy | 512 | 0.10 | 112.496 | 0.000 | 0.000 | ||
| 1079 | 2010.06.16 16:05 | close | 512 | 0.10 | 112.574 | 0.000 | 0.000 | 780.00 | 1163623.47 |
| 1080 | 2010.06.16 16:23 | buy | 513 | 0.10 | 112.432 | 0.000 | 0.000 | ||
| 1081 | 2010.06.16 16:57 | close | 513 | 0.10 | 112.529 | 0.000 | 0.000 | 970.00 | 1164593.47 |
| 1082 | 2010.06.16 17:05 | buy | 514 | 0.10 | 112.503 | 0.000 | 0.000 | ||
| 1083 | 2010.06.16 17:07 | close | 514 | 0.10 | 112.559 | 0.000 | 0.000 | 560.00 | 1165153.47 |
| 1084 | 2010.06.16 17:35 | buy | 515 | 0.10 | 112.589 | 0.000 | 0.000 | ||
| 1085 | 2010.06.16 17:37 | close | 515 | 0.10 | 112.617 | 0.000 | 0.000 | 280.00 | 1165433.47 |
| 1086 | 2010.06.16 18:14 | buy | 516 | 0.10 | 112.598 | 0.000 | 0.000 | ||
| 1087 | 2010.06.16 18:19 | close | 516 | 0.10 | 112.609 | 0.000 | 0.000 | 110.00 | 1165543.47 |
| 1088 | 2010.06.16 18:35 | buy | 517 | 0.10 | 112.524 | 0.000 | 0.000 | ||
| 1089 | 2010.06.16 19:52 | close | 517 | 0.10 | 112.553 | 0.000 | 0.000 | 290.00 | 1165833.47 |
| 1090 | 2010.06.16 20:07 | buy | 518 | 0.10 | 112.631 | 0.000 | 0.000 | ||
| 1091 | 2010.06.16 20:08 | close | 518 | 0.10 | 112.659 | 0.000 | 0.000 | 280.00 | 1166113.47 |
| 1092 | 2010.06.16 20:42 | buy | 519 | 0.10 | 112.437 | 0.000 | 0.000 | ||
| 1093 | 2010.06.16 20:44 | close | 519 | 0.10 | 112.501 | 0.000 | 0.000 | 640.00 | 1166753.47 |
| 1094 | 2010.06.16 21:21 | buy | 520 | 0.10 | 112.334 | 0.000 | 0.000 | ||
| 1095 | 2010.06.16 21:29 | close | 520 | 0.10 | 112.349 | 0.000 | 0.000 | 150.00 | 1166903.47 |
| 1096 | 2010.06.16 22:02 | buy | 521 | 0.10 | 112.423 | 0.000 | 0.000 | ||
| 1097 | 2010.06.16 22:03 | close | 521 | 0.10 | 112.452 | 0.000 | 0.000 | 290.00 | 1167193.47 |
| 1098 | 2010.06.16 23:17 | buy | 522 | 0.10 | 112.525 | 0.000 | 0.000 | ||
| 1099 | 2010.06.17 01:00 | close | 522 | 0.10 | 112.539 | 0.000 | 0.000 | 125.95 | 1167319.42 |
| 1100 | 2010.06.17 01:16 | buy | 523 | 0.10 | 112.504 | 0.000 | 0.000 | ||
| 1101 | 2010.06.17 10:32 | close | 523 | 0.10 | 112.527 | 0.000 | 0.000 | 230.00 | 1167549.42 |
| 1102 | 2010.06.17 10:58 | buy | 524 | 0.10 | 112.573 | 0.000 | 0.000 | ||
| 1103 | 2010.06.17 11:01 | close | 524 | 0.10 | 112.585 | 0.000 | 0.000 | 120.00 | 1167669.42 |
| 1104 | 2010.06.17 11:05 | buy | 525 | 0.10 | 112.537 | 0.000 | 0.000 | ||
| 1105 | 2010.06.17 11:06 | close | 525 | 0.10 | 112.584 | 0.000 | 0.000 | 470.00 | 1168139.42 |
| 1106 | 2010.06.17 11:29 | buy | 526 | 0.10 | 112.908 | 0.000 | 0.000 | ||
| 1107 | 2010.06.17 11:39 | close | 526 | 0.10 | 112.972 | 0.000 | 0.000 | 640.00 | 1168779.42 |
| 1108 | 2010.06.17 13:39 | buy | 527 | 0.10 | 112.977 | 0.000 | 0.000 | ||
| 1109 | 2010.06.17 13:45 | close | 527 | 0.10 | 113.004 | 0.000 | 0.000 | 270.00 | 1169049.42 |
| 1110 | 2010.06.17 14:28 | buy | 528 | 0.10 | 112.872 | 0.000 | 0.000 | ||
| 1111 | 2010.06.17 15:17 | close | 528 | 0.10 | 112.940 | 0.000 | 0.000 | 680.00 | 1169729.42 |
| 1112 | 2010.06.17 15:29 | buy | 529 | 0.10 | 112.795 | 0.000 | 0.000 | ||
| 1113 | 2010.06.17 15:31 | close | 529 | 0.10 | 112.810 | 0.000 | 0.000 | 150.00 | 1169879.42 |
| 1114 | 2010.06.17 15:43 | buy | 530 | 0.10 | 112.603 | 0.000 | 0.000 | ||
| 1115 | 2010.06.17 20:03 | close | 530 | 0.10 | 112.627 | 0.000 | 0.000 | 240.00 | 1170119.42 |
| 1116 | 2010.06.17 20:20 | buy | 531 | 0.10 | 112.433 | 0.000 | 0.000 | ||
| 1117 | 2010.06.17 20:24 | close | 531 | 0.10 | 112.455 | 0.000 | 0.000 | 220.00 | 1170339.42 |
| 1118 | 2010.06.17 20:43 | buy | 532 | 0.10 | 112.365 | 0.000 | 0.000 | ||
| 1119 | 2010.06.17 20:54 | close | 532 | 0.10 | 112.380 | 0.000 | 0.000 | 150.00 | 1170489.42 |
| 1120 | 2010.06.17 21:16 | buy | 533 | 0.10 | 112.295 | 0.000 | 0.000 | ||
| 1121 | 2010.06.17 21:20 | close | 533 | 0.10 | 112.312 | 0.000 | 0.000 | 170.00 | 1170659.42 |
| 1122 | 2010.06.17 22:01 | buy | 534 | 0.10 | 112.659 | 0.000 | 0.000 | ||
| 1123 | 2010.06.17 22:03 | close | 534 | 0.10 | 112.685 | 0.000 | 0.000 | 260.00 | 1170919.42 |
| 1124 | 2010.06.17 22:18 | buy | 535 | 0.10 | 112.688 | 0.000 | 0.000 | ||
| 1125 | 2010.06.17 22:56 | close | 535 | 0.10 | 112.713 | 0.000 | 0.000 | 250.00 | 1171169.42 |
| 1126 | 2010.06.17 23:07 | buy | 536 | 0.10 | 112.678 | 0.000 | 0.000 | ||
| 1127 | 2010.06.17 23:24 | close | 536 | 0.10 | 112.694 | 0.000 | 0.000 | 160.00 | 1171329.42 |
| 1128 | 2010.06.17 23:40 | buy | 537 | 0.10 | 112.578 | 0.000 | 0.000 | ||
| 1129 | 2010.06.18 00:30 | close | 537 | 0.10 | 112.602 | 0.000 | 0.000 | 235.31 | 1171564.73 |
| 1130 | 2010.06.18 00:42 | buy | 538 | 0.10 | 112.512 | 0.000 | 0.000 | ||
| 1131 | 2010.06.18 01:03 | close | 538 | 0.10 | 112.544 | 0.000 | 0.000 | 320.00 | 1171884.73 |
| 1132 | 2010.06.18 01:41 | buy | 539 | 0.10 | 112.578 | 0.000 | 0.000 | ||
| 1133 | 2010.06.18 01:44 | close | 539 | 0.10 | 112.618 | 0.000 | 0.000 | 400.00 | 1172284.73 |
| 1134 | 2010.06.18 02:01 | buy | 540 | 0.10 | 112.585 | 0.000 | 0.000 | ||
| 1135 | 2010.06.18 02:02 | close | 540 | 0.10 | 112.608 | 0.000 | 0.000 | 230.00 | 1172514.73 |
| 1136 | 2010.06.18 02:14 | buy | 541 | 0.10 | 112.564 | 0.000 | 0.000 | ||
| 1137 | 2010.06.18 03:19 | close | 541 | 0.10 | 112.630 | 0.000 | 0.000 | 660.00 | 1173174.73 |
| 1138 | 2010.06.18 03:47 | buy | 542 | 0.10 | 112.541 | 0.000 | 0.000 | ||
| 1139 | 2010.06.18 03:54 | close | 542 | 0.10 | 112.592 | 0.000 | 0.000 | 510.00 | 1173684.73 |
| 1140 | 2010.06.18 04:11 | buy | 543 | 0.10 | 112.600 | 0.000 | 0.000 | ||
| 1141 | 2010.06.18 04:22 | close | 543 | 0.10 | 112.636 | 0.000 | 0.000 | 360.00 | 1174044.73 |
| 1142 | 2010.06.18 06:11 | buy | 544 | 0.10 | 112.674 | 0.000 | 0.000 | ||
| 1143 | 2010.06.18 06:15 | close | 544 | 0.10 | 112.686 | 0.000 | 0.000 | 120.00 | 1174164.73 |
| 1144 | 2010.06.18 06:43 | buy | 545 | 0.10 | 112.666 | 0.000 | 0.000 | ||
| 1145 | 2010.06.18 08:01 | close | 545 | 0.10 | 112.707 | 0.000 | 0.000 | 410.00 | 1174574.73 |
| 1146 | 2010.06.18 08:18 | buy | 546 | 0.10 | 112.577 | 0.000 | 0.000 | ||
| 1147 | 2010.06.18 08:22 | close | 546 | 0.10 | 112.619 | 0.000 | 0.000 | 420.00 | 1174994.73 |
| 1148 | 2010.06.18 08:30 | buy | 547 | 0.10 | 112.557 | 0.000 | 0.000 | ||
| 1149 | 2010.06.18 09:37 | close | 547 | 0.10 | 112.618 | 0.000 | 0.000 | 610.00 | 1175604.73 |
| 1150 | 2010.06.18 09:53 | buy | 548 | 0.10 | 112.459 | 0.000 | 0.000 | ||
| 1151 | 2010.06.18 10:04 | close | 548 | 0.10 | 112.493 | 0.000 | 0.000 | 340.00 | 1175944.73 |
| 1152 | 2010.06.18 10:42 | buy | 549 | 0.10 | 112.394 | 0.000 | 0.000 | ||
| 1153 | 2010.06.18 10:43 | close | 549 | 0.10 | 112.444 | 0.000 | 0.000 | 500.00 | 1176444.73 |
| 1154 | 2010.06.18 11:04 | buy | 550 | 0.10 | 112.374 | 0.000 | 0.000 | ||
| 1155 | 2010.06.18 11:06 | close | 550 | 0.10 | 112.387 | 0.000 | 0.000 | 130.00 | 1176574.73 |
| 1156 | 2010.06.18 11:29 | buy | 551 | 0.10 | 112.366 | 0.000 | 0.000 | ||
| 1157 | 2010.06.18 11:38 | close | 551 | 0.10 | 112.386 | 0.000 | 0.000 | 200.00 | 1176774.73 |
| 1158 | 2010.06.18 11:43 | buy | 552 | 0.10 | 112.359 | 0.000 | 0.000 | ||
| 1159 | 2010.06.18 16:27 | close | 552 | 0.10 | 112.422 | 0.000 | 0.000 | 630.00 | 1177404.73 |
| 1160 | 2010.06.18 17:14 | buy | 553 | 0.10 | 112.233 | 0.000 | 0.000 | ||
| 1161 | 2010.06.18 17:16 | close | 553 | 0.10 | 112.268 | 0.000 | 0.000 | 350.00 | 1177754.73 |
| 1162 | 2010.06.18 17:21 | buy | 554 | 0.10 | 112.134 | 0.000 | 0.000 | ||
| 1163 | 2010.06.18 17:25 | close | 554 | 0.10 | 112.154 | 0.000 | 0.000 | 200.00 | 1177954.73 |
| 1164 | 2010.06.18 18:19 | buy | 555 | 0.10 | 112.212 | 0.000 | 0.000 | ||
| 1165 | 2010.06.18 18:49 | close | 555 | 0.10 | 112.232 | 0.000 | 0.000 | 200.00 | 1178154.73 |
| 1166 | 2010.06.18 20:26 | buy | 556 | 0.10 | 112.230 | 0.000 | 0.000 | ||
| 1167 | 2010.06.18 20:28 | close | 556 | 0.10 | 112.253 | 0.000 | 0.000 | 230.00 | 1178384.73 |
| 1168 | 2010.06.18 21:50 | buy | 557 | 0.10 | 112.241 | 0.000 | 0.000 | ||
| 1169 | 2010.06.18 22:00 | close | 557 | 0.10 | 112.264 | 0.000 | 0.000 | 230.00 | 1178614.73 |
| 1170 | 2010.06.18 22:29 | buy | 558 | 0.10 | 112.281 | 0.000 | 0.000 | ||
| 1171 | 2010.06.18 22:34 | close | 558 | 0.10 | 112.297 | 0.000 | 0.000 | 160.00 | 1178774.73 |
| 1172 | 2010.06.21 00:12 | buy | 559 | 0.10 | 112.220 | 0.000 | 0.000 | ||
| 1173 | 2010.06.21 00:50 | close | 559 | 0.10 | 112.234 | 0.000 | 0.000 | 140.00 | 1178914.73 |
| 1174 | 2010.06.21 01:00 | buy | 560 | 0.10 | 112.156 | 0.000 | 0.000 | ||
| 1175 | 2010.06.21 01:11 | close | 560 | 0.10 | 112.183 | 0.000 | 0.000 | 270.00 | 1179184.73 |
| 1176 | 2010.06.21 02:15 | buy | 561 | 0.10 | 112.588 | 0.000 | 0.000 | ||
| 1177 | 2010.06.21 03:09 | close | 561 | 0.10 | 112.623 | 0.000 | 0.000 | 350.00 | 1179534.73 |
| 1178 | 2010.06.21 03:38 | buy | 562 | 0.10 | 112.364 | 0.000 | 0.000 | ||
| 1179 | 2010.06.21 03:40 | close | 562 | 0.10 | 112.404 | 0.000 | 0.000 | 400.00 | 1179934.73 |
| 1180 | 2010.06.21 04:58 | buy | 563 | 0.10 | 112.705 | 0.000 | 0.000 | ||
| 1181 | 2010.06.21 04:59 | close | 563 | 0.10 | 112.784 | 0.000 | 0.000 | 790.00 | 1180724.73 |
| 1182 | 2010.06.21 05:19 | buy | 564 | 0.10 | 112.753 | 0.000 | 0.000 | ||
| 1183 | 2010.06.21 05:21 | close | 564 | 0.10 | 112.788 | 0.000 | 0.000 | 350.00 | 1181074.73 |
| 1184 | 2010.06.21 05:54 | buy | 565 | 0.10 | 112.810 | 0.000 | 0.000 | ||
| 1185 | 2010.06.21 06:06 | close | 565 | 0.10 | 112.829 | 0.000 | 0.000 | 190.00 | 1181264.73 |
| 1186 | 2010.06.21 07:06 | buy | 566 | 0.10 | 112.788 | 0.000 | 0.000 | ||
| 1187 | 2010.06.21 07:07 | close | 566 | 0.10 | 112.827 | 0.000 | 0.000 | 390.00 | 1181654.73 |
| 1188 | 2010.06.21 07:56 | buy | 567 | 0.10 | 112.984 | 0.000 | 0.000 | ||
| 1189 | 2010.06.21 08:01 | close | 567 | 0.10 | 113.043 | 0.000 | 0.000 | 590.00 | 1182244.73 |
| 1190 | 2010.06.21 08:46 | buy | 568 | 0.10 | 113.050 | 0.000 | 0.000 | ||
| 1191 | 2010.06.21 08:59 | close | 568 | 0.10 | 113.072 | 0.000 | 0.000 | 220.00 | 1182464.73 |
| 1192 | 2010.06.21 09:21 | buy | 569 | 0.10 | 112.988 | 0.000 | 0.000 | ||
| 1193 | 2010.06.21 10:31 | close | 569 | 0.10 | 113.001 | 0.000 | 0.000 | 130.00 | 1182594.73 |
| 1194 | 2010.06.21 11:10 | buy | 570 | 0.10 | 113.173 | 0.000 | 0.000 | ||
| 1195 | 2010.06.21 11:14 | close | 570 | 0.10 | 113.187 | 0.000 | 0.000 | 140.00 | 1182734.73 |
| 1196 | 2010.06.21 11:31 | buy | 571 | 0.10 | 113.253 | 0.000 | 0.000 | ||
| 1197 | 2010.06.21 11:43 | close | 571 | 0.10 | 113.279 | 0.000 | 0.000 | 260.00 | 1182994.73 |
| 1198 | 2010.06.21 11:51 | buy | 572 | 0.10 | 113.164 | 0.000 | 0.000 | ||
| 1199 | 2010.06.21 11:58 | close | 572 | 0.10 | 113.179 | 0.000 | 0.000 | 150.00 | 1183144.73 |
| 1200 | 2010.06.21 12:10 | buy | 573 | 0.10 | 113.244 | 0.000 | 0.000 | ||