Strategy Tester: SmartBear

Strategy Tester Report

SmartBear

通貨ペア		USDJPY (USD/JPY)
期間		5分足(M5) 2010.01.04 00:00 - 2021.04.29 23:55 (2010.01.01 - 2021.04.30)
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		slippageLimit=0.2; spreadLimit=1.2; isStopWeekend=false; stopWeekendDay=5; stopWeekendHour=23; martinLimit=10; Lots=0.1; maxLot=30; isCompound=false; PerLots=1; Magic=15342;

テストバー数	830885	モデルティック数	203127996	モデリング品質	90.00%
不整合チャートエラー	1

初期証拠金	10000.00			スプレッド	5
純益	5886.92	総利益	12318.60	総損失	-6431.68
プロフィットファクタ	1.92	期待利得	3.00
絶対ドローダウン	47.17	最大ドローダウン	877.32 (6.70%)	相対ドローダウン	6.70% (877.32)

総取引数	1960	売りポジション(勝率%）	1067 (84.35%)	買いポジション(勝率%）	893 (85.89%)
		勝率(%)	1667 (85.05%)	負率 (%)	293 (14.95%)
最大		勝トレード	99.71	敗トレード	-216.38
平均		勝トレード	7.39	敗トレード	-21.95
最大		連勝(金額)	39 (218.11)	連敗(金額)	3 (-495.82)
最大		連勝(トレード数)	237.78 (31)	連敗(トレード数)	-495.82 (3)
平均		連勝	6	連敗	1

1ページ目次へ

#	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
1	2010.01.04 01:00	buy	1	0.10	92.925	87.925	93.025
2	2010.01.04 01:04	modify	1	0.10	92.925	92.975	93.025
3	2010.01.04 01:05	s/l	1	0.10	92.975	92.975	93.025	5.38	10005.38
4	2010.01.04 01:20	buy	2	0.10	92.805	87.805	92.905
5	2010.01.04 02:04	modify	2	0.10	92.805	92.855	92.905
6	2010.01.04 02:04	s/l	2	0.10	92.855	92.855	92.905	5.38	10010.76
7	2010.01.04 05:55	buy	3	0.10	92.715	87.715	92.815
8	2010.01.04 06:26	modify	3	0.10	92.715	92.765	92.815
9	2010.01.04 06:26	s/l	3	0.10	92.765	92.765	92.815	5.39	10016.15
10	2010.01.04 15:45	buy	4	0.10	92.625	87.625	92.725
11	2010.01.04 16:47	modify	4	0.10	92.625	92.675	92.725
12	2010.01.04 16:48	s/l	4	0.10	92.675	92.675	92.725	5.40	10021.55
13	2010.01.05 10:10	sell	5	0.10	91.960	96.960	91.860
14	2010.01.05 10:45	modify	5	0.10	91.960	91.910	91.860
15	2010.01.05 10:45	s/l	5	0.10	91.910	91.910	91.860	5.44	10026.99
16	2010.01.05 13:20	sell	6	0.10	92.080	97.080	91.980
17	2010.01.05 13:39	modify	6	0.10	92.080	92.030	91.980
18	2010.01.05 13:39	s/l	6	0.10	92.030	92.030	91.980	5.43	10032.42
19	2010.01.05 21:15	sell	7	0.10	91.670	96.670	91.570
20	2010.01.06 01:11	modify	7	0.10	91.670	91.620	91.570
21	2010.01.06 01:11	s/l	7	0.10	91.620	91.620	91.570	5.46	10037.88
22	2010.01.06 03:25	sell	8	0.10	91.850	96.850	91.750
23	2010.01.06 03:59	modify	8	0.10	91.850	91.800	91.750
24	2010.01.06 04:00	s/l	8	0.10	91.800	91.800	91.750	5.45	10043.33
25	2010.01.06 15:40	buy	9	0.10	92.125	87.125	92.225
26	2010.01.06 16:00	modify	9	0.10	92.125	92.175	92.225
27	2010.01.06 16:00	s/l	9	0.10	92.175	92.175	92.225	5.43	10048.76
28	2010.01.06 21:10	buy	10	0.10	92.385	87.385	92.485
29	2010.01.06 22:07	modify	10	0.10	92.385	92.435	92.485
30	2010.01.06 22:07	s/l	10	0.10	92.435	92.435	92.485	5.41	10054.17
31	2010.01.07 02:10	buy	11	0.10	92.205	87.205	92.305
32	2010.01.07 02:18	modify	11	0.10	92.205	92.255	92.305
33	2010.01.07 02:20	s/l	11	0.10	92.255	92.255	92.305	5.42	10059.59
34	2010.01.07 21:10	buy	12	0.10	93.065	88.065	93.165
35	2010.01.07 21:18	modify	12	0.10	93.065	93.115	93.165
36	2010.01.07 21:18	s/l	12	0.10	93.115	93.115	93.165	5.37	10064.96
37	2010.01.08 06:30	buy	13	0.10	93.155	88.155	93.255
38	2010.01.08 07:27	modify	13	0.10	93.155	93.205	93.255
39	2010.01.08 07:33	t/p	13	0.10	93.255	93.205	93.255	10.72	10075.68
40	2010.01.08 11:10	buy	14	0.10	93.035	88.035	93.135
41	2010.01.08 11:55	modify	14	0.10	93.035	93.085	93.135
42	2010.01.08 11:56	s/l	14	0.10	93.085	93.085	93.135	5.37	10081.05
43	2010.01.12 02:35	sell	15	0.10	92.220	97.220	92.120
44	2010.01.12 03:06	modify	15	0.10	92.220	92.170	92.120
45	2010.01.12 03:10	t/p	15	0.10	92.120	92.170	92.120	10.85	10091.90
46	2010.01.12 04:20	sell	16	0.10	92.410	97.410	92.310
47	2010.01.12 04:20	modify	16	0.10	92.410	92.360	92.310
48	2010.01.12 04:20	s/l	16	0.10	92.360	92.360	92.310	5.42	10097.32
49	2010.01.13 02:30	sell	17	0.10	91.280	96.280	91.180
50	2010.01.13 02:52	modify	17	0.10	91.280	91.230	91.180
51	2010.01.13 02:52	s/l	17	0.10	91.230	91.230	91.180	5.48	10102.80
52	2010.01.13 10:55	sell	18	0.10	91.430	96.430	91.330
53	2010.01.13 11:01	modify	18	0.10	91.430	91.380	91.330
54	2010.01.13 11:03	s/l	18	0.10	91.380	91.380	91.330	5.47	10108.27
55	2010.01.14 23:20	sell	19	0.10	91.140	96.140	91.040
56	2010.01.15 03:09	modify	19	0.10	91.140	91.090	91.040
57	2010.01.15 03:09	s/l	19	0.10	91.090	91.090	91.040	5.49	10113.76
58	2010.01.15 13:50	sell	20	0.10	90.930	95.930	90.830
59	2010.01.15 14:00	modify	20	0.10	90.930	90.880	90.830
60	2010.01.15 14:00	s/l	20	0.10	90.880	90.880	90.830	5.50	10119.26
61	2010.01.21 17:25	buy	21	0.10	91.415	86.415	91.515
62	2010.01.21 17:50	buy	22	0.20	91.211	86.211	91.311
63	2010.01.21 17:50	modify	22	0.20	91.211	86.211	91.279
64	2010.01.21 17:50	modify	21	0.10	91.415	86.415	91.279
65	2010.01.21 18:16	buy	23	0.40	90.801	85.801	90.901
66	2010.01.21 18:16	modify	23	0.40	90.801	85.801	90.951
67	2010.01.21 18:16	modify	22	0.20	91.211	86.211	90.951
68	2010.01.21 18:16	modify	21	0.10	91.415	86.415	90.951
69	2010.01.21 18:24	t/p	21	0.10	90.951	86.415	90.951	-51.01	10068.25
70	2010.01.21 18:24	t/p	22	0.20	90.951	86.211	90.951	-57.17	10011.08
71	2010.01.21 18:24	t/p	23	0.40	90.951	85.801	90.951	65.97	10077.05
72	2010.01.22 08:35	sell	24	0.10	90.260	95.260	90.160
73	2010.01.22 08:41	modify	24	0.10	90.260	90.210	90.160
74	2010.01.22 08:41	s/l	24	0.10	90.210	90.210	90.160	5.54	10082.59
75	2010.01.22 08:45	sell	25	0.10	90.230	95.230	90.130
76	2010.01.22 08:51	modify	25	0.10	90.230	90.180	90.130
77	2010.01.22 08:51	s/l	25	0.10	90.180	90.180	90.130	5.54	10088.13
78	2010.01.22 09:20	sell	26	0.10	90.320	95.320	90.220
79	2010.01.22 09:24	modify	26	0.10	90.320	90.270	90.220
80	2010.01.22 09:24	s/l	26	0.10	90.270	90.270	90.220	5.54	10093.67
81	2010.01.22 09:40	sell	27	0.10	90.420	95.420	90.320
82	2010.01.22 09:44	modify	27	0.10	90.420	90.370	90.320
83	2010.01.22 09:45	s/l	27	0.10	90.370	90.370	90.320	5.53	10099.20
84	2010.01.25 00:05	sell	28	0.10	90.130	95.130	90.030
85	2010.01.25 00:06	modify	28	0.10	90.130	90.080	90.030
86	2010.01.25 00:06	s/l	28	0.10	90.080	90.080	90.030	5.55	10104.75
87	2010.01.25 04:20	sell	29	0.10	90.200	95.200	90.100
88	2010.01.25 04:24	modify	29	0.10	90.200	90.150	90.100
89	2010.01.25 04:24	s/l	29	0.10	90.150	90.150	90.100	5.55	10110.30
90	2010.01.29 18:10	buy	30	0.10	90.275	85.275	90.375
91	2010.01.29 18:10	modify	30	0.10	90.275	90.325	90.375
92	2010.01.29 18:10	s/l	30	0.10	90.325	90.325	90.375	5.53	10115.83
93	2010.01.29 18:15	buy	31	0.10	90.335	85.335	90.435
94	2010.01.29 18:24	modify	31	0.10	90.335	90.385	90.435
95	2010.01.29 18:24	s/l	31	0.10	90.385	90.385	90.435	5.53	10121.36
96	2010.02.01 22:05	buy	32	0.10	90.595	85.595	90.695
97	2010.02.01 22:11	modify	32	0.10	90.595	90.645	90.695
98	2010.02.01 22:12	s/l	32	0.10	90.645	90.645	90.695	5.52	10126.88
99	2010.02.02 09:15	buy	33	0.10	90.625	85.625	90.725
100	2010.02.02 09:38	modify	33	0.10	90.625	90.675	90.725
101	2010.02.02 09:38	s/l	33	0.10	90.675	90.675	90.725	5.51	10132.39
102	2010.02.02 10:15	buy	34	0.10	90.525	85.525	90.625
103	2010.02.02 10:48	modify	34	0.10	90.525	90.575	90.625
104	2010.02.02 10:48	s/l	34	0.10	90.575	90.575	90.625	5.52	10137.91
105	2010.02.03 22:00	buy	35	0.10	90.965	85.965	91.065
106	2010.02.03 22:03	modify	35	0.10	90.965	91.015	91.065
107	2010.02.03 22:03	s/l	35	0.10	91.015	91.015	91.065	5.49	10143.40
108	2010.02.18 02:05	buy	36	0.10	91.025	86.025	91.125
109	2010.02.18 02:09	modify	36	0.10	91.025	91.075	91.125
110	2010.02.18 02:10	s/l	36	0.10	91.075	91.075	91.125	5.49	10148.89
111	2010.02.18 04:55	buy	37	0.10	90.945	85.945	91.045
112	2010.02.18 10:10	modify	37	0.10	90.945	90.995	91.045
113	2010.02.18 10:12	s/l	37	0.10	90.995	90.995	91.045	5.50	10154.39
114	2010.02.18 11:50	buy	38	0.10	90.765	85.765	90.865
115	2010.02.18 12:57	modify	38	0.10	90.765	90.815	90.865
116	2010.02.18 12:58	s/l	38	0.10	90.815	90.815	90.865	5.51	10159.90
117	2010.02.18 15:40	buy	39	0.10	90.605	85.605	90.705
118	2010.02.18 15:44	modify	39	0.10	90.605	90.655	90.705
119	2010.02.18 15:44	s/l	39	0.10	90.655	90.655	90.705	5.52	10165.42
120	2010.02.24 09:25	sell	40	0.10	90.290	95.290	90.190
121	2010.02.24 10:09	modify	40	0.10	90.290	90.240	90.190
122	2010.02.24 10:13	s/l	40	0.10	90.240	90.240	90.190	5.54	10170.96
123	2010.02.24 15:20	sell	41	0.10	90.190	95.190	90.090
124	2010.02.24 15:35	modify	41	0.10	90.190	90.140	90.090
125	2010.02.24 15:35	s/l	41	0.10	90.140	90.140	90.090	5.55	10176.51
126	2010.02.25 21:50	sell	42	0.10	89.130	94.130	89.030
127	2010.02.25 22:19	modify	42	0.10	89.130	89.080	89.030
128	2010.02.25 22:20	s/l	42	0.10	89.080	89.080	89.030	5.61	10182.12
129	2010.02.26 01:20	sell	43	0.10	89.210	94.210	89.110
130	2010.02.26 01:29	modify	43	0.10	89.210	89.160	89.110
131	2010.02.26 01:30	s/l	43	0.10	89.160	89.160	89.110	5.60	10187.72
132	2010.02.26 02:05	sell	44	0.10	89.330	94.330	89.230
133	2010.02.26 02:59	modify	44	0.10	89.330	89.280	89.230
134	2010.02.26 02:59	s/l	44	0.10	89.280	89.280	89.230	5.60	10193.32
135	2010.02.26 08:30	sell	45	0.10	89.360	94.360	89.260
136	2010.02.26 08:40	modify	45	0.10	89.360	89.310	89.260
137	2010.02.26 08:41	s/l	45	0.10	89.310	89.310	89.260	5.60	10198.92
138	2010.03.03 07:45	sell	46	0.10	88.790	93.790	88.690
139	2010.03.03 10:21	modify	46	0.10	88.790	88.740	88.690
140	2010.03.03 10:21	s/l	46	0.10	88.740	88.740	88.690	5.63	10204.55
141	2010.03.05 10:55	buy	47	0.10	89.235	84.235	89.335
142	2010.03.05 11:02	modify	47	0.10	89.235	89.285	89.335
143	2010.03.05 11:02	s/l	47	0.10	89.285	89.285	89.335	5.60	10210.15
144	2010.03.08 05:00	buy	48	0.10	90.345	85.345	90.445
145	2010.03.08 05:20	modify	48	0.10	90.345	90.395	90.445
146	2010.03.08 05:21	s/l	48	0.10	90.395	90.395	90.445	5.53	10215.68
147	2010.03.08 18:35	buy	49	0.10	90.225	85.225	90.325
148	2010.03.08 18:45	modify	49	0.10	90.225	90.275	90.325
149	2010.03.08 18:45	s/l	49	0.10	90.275	90.275	90.325	5.54	10221.22
150	2010.03.10 19:10	buy	50	0.10	90.475	85.475	90.575

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