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

前へ11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
1501	2013.04.16 10:35	s/l	496	0.10	97.746	97.746	97.696	5.12	12081.08
1502	2013.04.16 15:40	sell	497	0.10	98.120	103.120	98.020
1503	2013.04.16 15:41	modify	497	0.10	98.120	98.070	98.020
1504	2013.04.16 15:41	s/l	497	0.10	98.070	98.070	98.020	5.10	12086.18
1505	2013.04.17 00:40	sell	498	0.10	97.726	102.726	97.626
1506	2013.04.17 01:11	modify	498	0.10	97.726	97.676	97.626
1507	2013.04.17 01:11	s/l	498	0.10	97.676	97.676	97.626	5.12	12091.30
1508	2013.04.17 03:20	sell	499	0.10	97.786	102.786	97.686
1509	2013.04.17 03:36	sell	500	0.20	97.988	102.988	97.888
1510	2013.04.17 03:36	modify	500	0.20	97.988	102.988	97.921
1511	2013.04.17 03:36	modify	499	0.10	97.786	102.786	97.921
1512	2013.04.17 03:55	t/p	499	0.10	97.921	102.786	97.921	-13.79	12077.51
1513	2013.04.17 03:55	t/p	500	0.20	97.921	102.988	97.921	13.68	12091.19
1514	2013.04.17 22:50	sell	501	0.10	98.057	103.057	97.957
1515	2013.04.17 22:50	modify	501	0.10	98.057	98.007	97.957
1516	2013.04.17 22:50	s/l	501	0.10	98.007	98.007	97.957	5.10	12096.29
1517	2013.04.17 22:55	sell	502	0.10	98.110	103.110	98.010
1518	2013.04.17 23:17	modify	502	0.10	98.110	98.060	98.010
1519	2013.04.17 23:17	s/l	502	0.10	98.060	98.060	98.010	5.10	12101.39
1520	2013.04.19 15:40	buy	503	0.10	99.089	94.089	99.189
1521	2013.04.19 15:41	modify	503	0.10	99.089	99.139	99.189
1522	2013.04.19 15:41	s/l	503	0.10	99.139	99.139	99.189	5.04	12106.43
1523	2013.04.19 16:50	buy	504	0.10	99.022	94.022	99.122
1524	2013.04.19 17:02	modify	504	0.10	99.022	99.072	99.122
1525	2013.04.19 17:02	s/l	504	0.10	99.072	99.072	99.122	5.05	12111.48
1526	2013.04.22 15:45	buy	505	0.10	99.624	94.624	99.724
1527	2013.04.22 17:03	buy	506	0.20	99.422	94.422	99.522
1528	2013.04.22 17:03	modify	506	0.20	99.422	94.422	99.489
1529	2013.04.22 17:03	modify	505	0.10	99.624	94.624	99.489
1530	2013.04.22 17:27	buy	507	0.40	99.019	94.019	99.119
1531	2013.04.22 17:27	modify	507	0.40	99.019	94.019	99.169
1532	2013.04.22 17:27	modify	506	0.20	99.422	94.422	99.169
1533	2013.04.22 17:27	modify	505	0.10	99.624	94.624	99.169
1534	2013.04.22 17:44	t/p	505	0.10	99.169	94.624	99.169	-45.88	12065.60
1535	2013.04.22 17:44	t/p	506	0.20	99.169	94.422	99.169	-51.02	12014.58
1536	2013.04.22 17:44	t/p	507	0.40	99.169	94.019	99.169	60.51	12075.09
1537	2013.04.23 15:00	sell	508	0.10	98.874	103.874	98.774
1538	2013.04.23 15:58	modify	508	0.10	98.874	98.824	98.774
1539	2013.04.23 15:58	s/l	508	0.10	98.824	98.824	98.774	5.06	12080.15
1540	2013.04.23 16:05	sell	509	0.10	99.088	104.088	98.988
1541	2013.04.23 16:35	sell	510	0.20	99.289	104.289	99.189
1542	2013.04.23 16:35	modify	510	0.20	99.289	104.289	99.222
1543	2013.04.23 16:35	modify	509	0.10	99.088	104.088	99.222
1544	2013.04.23 20:08	t/p	509	0.10	99.222	104.088	99.222	-13.50	12066.65
1545	2013.04.23 20:08	t/p	510	0.20	99.222	104.289	99.222	13.51	12080.16
1546	2013.04.24 05:10	buy	511	0.10	99.299	94.299	99.399
1547	2013.04.24 05:52	modify	511	0.10	99.299	99.349	99.399
1548	2013.04.24 05:52	s/l	511	0.10	99.349	99.349	99.399	5.03	12085.19
1549	2013.04.24 15:35	buy	512	0.10	99.419	94.419	99.519
1550	2013.04.24 15:46	modify	512	0.10	99.419	99.469	99.519
1551	2013.04.24 15:47	s/l	512	0.10	99.469	99.469	99.519	5.03	12090.22
1552	2013.04.26 20:40	sell	513	0.10	98.141	103.141	98.041
1553	2013.04.26 20:51	modify	513	0.10	98.141	98.091	98.041
1554	2013.04.26 20:51	s/l	513	0.10	98.091	98.091	98.041	5.10	12095.32
1555	2013.04.29 17:10	sell	514	0.10	98.079	103.079	97.979
1556	2013.04.29 17:14	modify	514	0.10	98.079	98.029	97.979
1557	2013.04.29 17:15	s/l	514	0.10	98.029	98.029	97.979	5.10	12100.42
1558	2013.05.15 15:35	buy	515	0.10	102.392	97.392	102.492
1559	2013.05.15 15:40	modify	515	0.10	102.392	102.442	102.492
1560	2013.05.15 15:42	t/p	515	0.10	102.492	102.442	102.492	9.76	12110.18
1561	2013.05.20 00:05	buy	516	0.10	102.843	97.843	102.943
1562	2013.05.20 00:14	modify	516	0.10	102.843	102.893	102.943
1563	2013.05.20 00:14	s/l	516	0.10	102.893	102.893	102.943	4.86	12115.04
1564	2013.05.20 00:15	buy	517	0.10	102.886	97.886	102.986
1565	2013.05.20 00:17	modify	517	0.10	102.886	102.936	102.986
1566	2013.05.20 00:17	s/l	517	0.10	102.936	102.936	102.986	4.86	12119.90
1567	2013.05.20 00:20	buy	518	0.10	102.869	97.869	102.969
1568	2013.05.20 00:30	buy	519	0.20	102.666	97.666	102.766
1569	2013.05.20 00:30	modify	519	0.20	102.666	97.666	102.734
1570	2013.05.20 00:30	modify	518	0.10	102.869	97.869	102.734
1571	2013.05.20 00:37	buy	520	0.40	102.260	97.260	102.360
1572	2013.05.20 00:37	modify	520	0.40	102.260	97.260	102.410
1573	2013.05.20 00:37	modify	519	0.20	102.666	97.666	102.410
1574	2013.05.20 00:37	modify	518	0.10	102.869	97.869	102.410
1575	2013.05.20 00:52	t/p	518	0.10	102.410	97.869	102.410	-44.82	12075.08
1576	2013.05.20 00:52	t/p	519	0.20	102.410	97.666	102.410	-50.00	12025.08
1577	2013.05.20 00:52	t/p	520	0.40	102.410	97.260	102.410	58.59	12083.67
1578	2013.05.22 21:15	buy	521	0.10	103.153	98.153	103.253
1579	2013.05.22 21:16	modify	521	0.10	103.153	103.203	103.253
1580	2013.05.22 21:16	s/l	521	0.10	103.203	103.203	103.253	4.84	12088.51
1581	2013.05.22 21:40	buy	522	0.10	102.989	97.989	103.089
1582	2013.05.22 21:42	modify	522	0.10	102.989	103.039	103.089
1583	2013.05.22 21:43	s/l	522	0.10	103.039	103.039	103.089	4.85	12093.36
1584	2013.05.22 21:45	buy	523	0.10	103.006	98.006	103.106
1585	2013.05.22 21:47	modify	523	0.10	103.006	103.056	103.106
1586	2013.05.22 21:47	t/p	523	0.10	103.106	103.056	103.106	9.70	12103.06
1587	2013.05.23 19:20	sell	524	0.10	101.929	106.929	101.829
1588	2013.05.23 19:22	modify	524	0.10	101.929	101.879	101.829
1589	2013.05.23 19:22	s/l	524	0.10	101.879	101.879	101.829	4.91	12107.97
1590	2013.05.24 00:00	sell	525	0.10	101.995	106.995	101.895
1591	2013.05.24 00:12	modify	525	0.10	101.995	101.945	101.895
1592	2013.05.24 00:13	t/p	525	0.10	101.895	101.945	101.895	9.81	12117.78
1593	2013.05.24 02:15	sell	526	0.10	102.148	107.148	102.048
1594	2013.05.24 02:50	sell	527	0.20	102.350	107.350	102.250
1595	2013.05.24 02:50	modify	527	0.20	102.350	107.350	102.283
1596	2013.05.24 02:50	modify	526	0.10	102.148	107.148	102.283
1597	2013.05.24 03:33	t/p	526	0.10	102.283	107.148	102.283	-13.20	12104.58
1598	2013.05.24 03:33	t/p	527	0.20	102.283	107.350	102.283	13.10	12117.68
1599	2013.05.27 18:05	sell	528	0.10	101.104	106.104	101.004
1600	2013.05.27 19:04	modify	528	0.10	101.104	101.054	101.004
1601	2013.05.27 19:06	s/l	528	0.10	101.054	101.054	101.004	4.95	12122.63
1602	2013.05.30 04:00	sell	529	0.10	101.268	106.268	101.168
1603	2013.05.30 04:01	sell	530	0.20	101.472	106.472	101.372
1604	2013.05.30 04:01	modify	530	0.20	101.472	106.472	101.404
1605	2013.05.30 04:01	modify	529	0.10	101.268	106.268	101.404
1606	2013.05.30 04:04	t/p	529	0.10	101.404	106.268	101.404	-13.41	12109.22
1607	2013.05.30 04:04	t/p	530	0.20	101.404	106.472	101.404	13.41	12122.63
1608	2013.05.30 04:05	sell	531	0.10	101.426	106.426	101.326
1609	2013.05.30 04:14	modify	531	0.10	101.426	101.376	101.326
1610	2013.05.30 04:15	s/l	531	0.10	101.376	101.376	101.326	4.93	12127.56
1611	2013.05.30 13:10	sell	532	0.10	100.873	105.873	100.773
1612	2013.05.30 13:21	sell	533	0.20	101.076	106.076	100.976
1613	2013.05.30 13:21	modify	533	0.20	101.076	106.076	101.008
1614	2013.05.30 13:21	modify	532	0.10	100.873	105.873	101.008
1615	2013.05.30 13:31	sell	534	0.40	101.477	106.477	101.377
1616	2013.05.30 13:31	modify	534	0.40	101.477	106.477	101.327
1617	2013.05.30 13:31	modify	533	0.20	101.076	106.076	101.327
1618	2013.05.30 13:31	modify	532	0.10	100.873	105.873	101.327
1619	2013.05.30 13:53	t/p	532	0.10	101.327	105.873	101.327	-44.81	12082.75
1620	2013.05.30 13:53	t/p	533	0.20	101.327	106.076	101.327	-49.54	12033.21
1621	2013.05.30 13:53	t/p	534	0.40	101.327	106.477	101.327	59.21	12092.42
1622	2013.05.31 01:55	sell	535	0.10	101.012	106.012	100.912
1623	2013.05.31 02:16	modify	535	0.10	101.012	100.962	100.912
1624	2013.05.31 02:16	s/l	535	0.10	100.962	100.962	100.912	4.95	12097.37
1625	2013.05.31 02:55	sell	536	0.10	101.151	106.151	101.051
1626	2013.05.31 02:57	modify	536	0.10	101.151	101.101	101.051
1627	2013.05.31 02:57	s/l	536	0.10	101.101	101.101	101.051	4.95	12102.32
1628	2013.05.31 16:45	sell	537	0.10	100.792	105.792	100.692
1629	2013.05.31 16:45	modify	537	0.10	100.792	100.742	100.692
1630	2013.05.31 16:45	s/l	537	0.10	100.742	100.742	100.692	4.96	12107.28
1631	2013.05.31 16:50	sell	538	0.10	100.813	105.813	100.713
1632	2013.05.31 17:01	sell	539	0.20	101.015	106.015	100.915
1633	2013.05.31 17:01	modify	539	0.20	101.015	106.015	100.948
1634	2013.05.31 17:01	modify	538	0.10	100.813	105.813	100.948
1635	2013.05.31 17:11	t/p	538	0.10	100.948	105.813	100.948	-13.37	12093.91
1636	2013.05.31 17:11	t/p	539	0.20	100.948	106.015	100.948	13.27	12107.18
1637	2013.06.04 02:10	sell	540	0.10	99.656	104.656	99.556
1638	2013.06.04 03:21	modify	540	0.10	99.656	99.606	99.556
1639	2013.06.04 03:21	s/l	540	0.10	99.606	99.606	99.556	5.02	12112.20
1640	2013.06.06 03:30	sell	541	0.10	99.242	104.242	99.142
1641	2013.06.06 03:31	modify	541	0.10	99.242	99.192	99.142
1642	2013.06.06 03:31	s/l	541	0.10	99.192	99.192	99.142	5.04	12117.24
1643	2013.06.06 03:40	sell	542	0.10	99.300	104.300	99.200
1644	2013.06.06 04:37	modify	542	0.10	99.300	99.250	99.200
1645	2013.06.06 04:37	s/l	542	0.10	99.250	99.250	99.200	5.04	12122.28
1646	2013.06.06 08:10	sell	543	0.10	99.353	104.353	99.253
1647	2013.06.06 08:24	modify	543	0.10	99.353	99.303	99.253
1648	2013.06.06 08:24	s/l	543	0.10	99.303	99.303	99.253	5.04	12127.32
1649	2013.06.06 15:55	sell	544	0.10	99.281	104.281	99.181
1650	2013.06.06 16:05	modify	544	0.10	99.281	99.231	99.181

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