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12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
1651	2013.06.06 16:06	s/l	544	0.10	99.231	99.231	99.181	5.04	12132.36
1652	2013.06.07 00:50	sell	545	0.10	97.409	102.409	97.309
1653	2013.06.07 00:50	modify	545	0.10	97.409	97.359	97.309
1654	2013.06.07 00:51	s/l	545	0.10	97.359	97.359	97.309	5.14	12137.50
1655	2013.06.07 01:00	sell	546	0.10	97.423	102.423	97.323
1656	2013.06.07 01:00	modify	546	0.10	97.423	97.373	97.323
1657	2013.06.07 01:00	s/l	546	0.10	97.373	97.373	97.323	5.13	12142.63
1658	2013.06.07 08:45	sell	547	0.10	97.066	102.066	96.966
1659	2013.06.07 08:45	modify	547	0.10	97.066	97.016	96.966
1660	2013.06.07 08:45	s/l	547	0.10	97.016	97.016	96.966	5.15	12147.78
1661	2013.06.12 08:25	sell	548	0.10	96.730	101.730	96.630
1662	2013.06.12 08:26	modify	548	0.10	96.730	96.680	96.630
1663	2013.06.12 08:26	s/l	548	0.10	96.680	96.680	96.630	5.17	12152.95
1664	2013.06.12 08:30	sell	549	0.10	96.836	101.836	96.736
1665	2013.06.12 08:37	modify	549	0.10	96.836	96.786	96.736
1666	2013.06.12 08:37	s/l	549	0.10	96.786	96.786	96.736	5.17	12158.12
1667	2013.06.12 08:40	sell	550	0.10	96.800	101.800	96.700
1668	2013.06.12 08:47	modify	550	0.10	96.800	96.750	96.700
1669	2013.06.12 08:47	s/l	550	0.10	96.750	96.750	96.700	5.17	12163.29
1670	2013.06.13 16:05	sell	551	0.10	94.617	99.617	94.517
1671	2013.06.13 16:07	modify	551	0.10	94.617	94.567	94.517
1672	2013.06.13 16:07	s/l	551	0.10	94.567	94.567	94.517	5.29	12168.58
1673	2013.06.13 16:10	sell	552	0.10	94.761	99.761	94.661
1674	2013.06.13 16:11	modify	552	0.10	94.761	94.711	94.661
1675	2013.06.13 16:11	s/l	552	0.10	94.711	94.711	94.661	5.28	12173.86
1676	2013.06.13 20:05	sell	553	0.10	94.652	99.652	94.552
1677	2013.06.13 20:05	modify	553	0.10	94.652	94.602	94.552
1678	2013.06.13 20:05	s/l	553	0.10	94.602	94.602	94.552	5.29	12179.15
1679	2013.06.13 20:10	sell	554	0.10	94.713	99.713	94.613
1680	2013.06.13 20:34	modify	554	0.10	94.713	94.663	94.613
1681	2013.06.13 20:34	s/l	554	0.10	94.663	94.663	94.613	5.29	12184.44
1682	2013.06.20 21:25	buy	555	0.10	97.742	92.742	97.842
1683	2013.06.20 21:34	buy	556	0.20	97.540	92.540	97.640
1684	2013.06.20 21:34	modify	556	0.20	97.540	92.540	97.607
1685	2013.06.20 21:34	modify	555	0.10	97.742	92.742	97.607
1686	2013.06.20 22:02	buy	557	0.40	97.134	92.134	97.234
1687	2013.06.20 22:02	modify	557	0.40	97.134	92.134	97.284
1688	2013.06.20 22:02	modify	556	0.20	97.540	92.540	97.284
1689	2013.06.20 22:02	modify	555	0.10	97.742	92.742	97.284
1690	2013.06.20 22:03	t/p	555	0.10	97.284	92.742	97.284	-47.08	12137.36
1691	2013.06.20 22:03	t/p	556	0.20	97.284	92.540	97.284	-52.63	12084.73
1692	2013.06.20 22:03	t/p	557	0.40	97.284	92.134	97.284	61.68	12146.41
1693	2013.06.20 22:05	buy	558	0.10	97.272	92.272	97.372
1694	2013.06.20 22:06	modify	558	0.10	97.272	97.322	97.372
1695	2013.06.20 22:06	s/l	558	0.10	97.322	97.322	97.372	5.14	12151.55
1696	2013.06.21 02:05	buy	559	0.10	96.987	91.987	97.087
1697	2013.06.21 02:05	modify	559	0.10	96.987	97.037	97.087
1698	2013.06.21 02:05	s/l	559	0.10	97.037	97.037	97.087	5.15	12156.70
1699	2013.06.21 02:15	buy	560	0.10	96.900	91.900	97.000
1700	2013.06.21 02:19	modify	560	0.10	96.900	96.950	97.000
1701	2013.06.21 02:19	s/l	560	0.10	96.950	96.950	97.000	5.16	12161.86
1702	2013.06.21 12:40	buy	561	0.10	97.426	92.426	97.526
1703	2013.06.21 12:58	modify	561	0.10	97.426	97.476	97.526
1704	2013.06.21 12:59	s/l	561	0.10	97.476	97.476	97.526	5.13	12166.99
1705	2013.06.21 17:50	buy	562	0.10	97.413	92.413	97.513
1706	2013.06.21 17:56	modify	562	0.10	97.413	97.463	97.513
1707	2013.06.21 17:58	s/l	562	0.10	97.463	97.463	97.513	5.13	12172.12
1708	2013.06.24 15:45	buy	563	0.10	97.645	92.645	97.745
1709	2013.06.24 15:51	buy	564	0.20	97.443	92.443	97.543
1710	2013.06.24 15:51	modify	564	0.20	97.443	92.443	97.510
1711	2013.06.24 15:51	modify	563	0.10	97.645	92.645	97.510
1712	2013.06.24 15:52	t/p	563	0.10	97.510	92.645	97.510	-13.84	12158.28
1713	2013.06.24 15:52	t/p	564	0.20	97.510	92.443	97.510	13.74	12172.02
1714	2013.06.27 19:30	buy	565	0.10	98.196	93.196	98.296
1715	2013.06.27 19:41	modify	565	0.10	98.196	98.246	98.296
1716	2013.06.27 19:42	s/l	565	0.10	98.246	98.246	98.296	5.09	12177.11
1717	2013.06.28 09:25	buy	566	0.10	98.681	93.681	98.781
1718	2013.06.28 09:33	modify	566	0.10	98.681	98.731	98.781
1719	2013.06.28 09:33	s/l	566	0.10	98.731	98.731	98.781	5.06	12182.17
1720	2013.07.01 22:50	buy	567	0.10	99.549	94.549	99.649
1721	2013.07.01 23:03	modify	567	0.10	99.549	99.599	99.649
1722	2013.07.01 23:19	s/l	567	0.10	99.599	99.599	99.649	5.02	12187.19
1723	2013.07.02 21:35	buy	568	0.10	100.473	95.473	100.573
1724	2013.07.02 21:45	modify	568	0.10	100.473	100.523	100.573
1725	2013.07.02 21:45	s/l	568	0.10	100.523	100.523	100.573	4.97	12192.16
1726	2013.07.03 04:35	buy	569	0.10	100.529	95.529	100.629
1727	2013.07.03 06:01	modify	569	0.10	100.529	100.579	100.629
1728	2013.07.03 06:01	s/l	569	0.10	100.579	100.579	100.629	4.97	12197.13
1729	2013.07.03 10:20	buy	570	0.10	100.556	95.556	100.656
1730	2013.07.03 10:31	buy	571	0.20	100.354	95.354	100.454
1731	2013.07.03 10:31	modify	571	0.20	100.354	95.354	100.421
1732	2013.07.03 10:31	modify	570	0.10	100.556	95.556	100.421
1733	2013.07.03 10:40	t/p	570	0.10	100.421	95.556	100.421	-13.44	12183.69
1734	2013.07.03 10:40	t/p	571	0.20	100.421	95.354	100.421	13.34	12197.03
1735	2013.07.08 04:30	buy	572	0.10	101.226	96.226	101.326
1736	2013.07.08 06:10	modify	572	0.10	101.226	101.276	101.326
1737	2013.07.08 06:11	s/l	572	0.10	101.276	101.276	101.326	4.94	12201.97
1738	2013.07.11 10:15	sell	573	0.10	99.227	104.227	99.127
1739	2013.07.11 10:15	modify	573	0.10	99.227	99.177	99.127
1740	2013.07.11 10:16	s/l	573	0.10	99.177	99.177	99.127	5.04	12207.01
1741	2013.07.11 20:50	sell	574	0.10	99.289	104.289	99.189
1742	2013.07.11 20:56	modify	574	0.10	99.289	99.239	99.189
1743	2013.07.11 20:56	s/l	574	0.10	99.239	99.239	99.189	5.04	12212.05
1744	2013.07.12 00:30	sell	575	0.10	99.057	104.057	98.957
1745	2013.07.12 00:41	modify	575	0.10	99.057	99.007	98.957
1746	2013.07.12 00:48	s/l	575	0.10	99.007	99.007	98.957	5.05	12217.10
1747	2013.07.12 04:00	sell	576	0.10	99.160	104.160	99.060
1748	2013.07.12 04:00	modify	576	0.10	99.160	99.110	99.060
1749	2013.07.12 04:00	s/l	576	0.10	99.110	99.110	99.060	5.04	12222.14
1750	2013.07.12 04:10	sell	577	0.10	99.209	104.209	99.109
1751	2013.07.12 04:33	modify	577	0.10	99.209	99.159	99.109
1752	2013.07.12 04:33	s/l	577	0.10	99.159	99.159	99.109	5.04	12227.18
1753	2013.07.12 13:35	sell	578	0.10	99.254	104.254	99.154
1754	2013.07.12 14:02	sell	579	0.20	99.455	104.455	99.355
1755	2013.07.12 14:02	modify	579	0.20	99.455	104.455	99.388
1756	2013.07.12 14:02	modify	578	0.10	99.254	104.254	99.388
1757	2013.07.12 14:09	t/p	578	0.10	99.388	104.254	99.388	-13.48	12213.70
1758	2013.07.12 14:09	t/p	579	0.20	99.388	104.455	99.388	13.48	12227.18
1759	2013.07.15 22:40	buy	580	0.10	99.719	94.719	99.819
1760	2013.07.15 23:25	modify	580	0.10	99.719	99.769	99.819
1761	2013.07.15 23:35	t/p	580	0.10	99.819	99.769	99.819	10.02	12237.20
1762	2013.07.16 05:00	buy	581	0.10	99.779	94.779	99.879
1763	2013.07.16 05:07	modify	581	0.10	99.779	99.829	99.879
1764	2013.07.16 05:07	s/l	581	0.10	99.829	99.829	99.879	5.01	12242.21
1765	2013.07.17 02:10	sell	582	0.10	99.209	104.209	99.109
1766	2013.07.17 02:37	modify	582	0.10	99.209	99.159	99.109
1767	2013.07.17 02:37	s/l	582	0.10	99.159	99.159	99.109	5.04	12247.25
1768	2013.07.17 03:45	sell	583	0.10	99.296	104.296	99.196
1769	2013.07.17 04:07	modify	583	0.10	99.296	99.246	99.196
1770	2013.07.17 04:07	s/l	583	0.10	99.246	99.246	99.196	5.04	12252.29
1771	2013.07.17 04:55	sell	584	0.10	99.477	104.477	99.377
1772	2013.07.17 05:24	modify	584	0.10	99.477	99.427	99.377
1773	2013.07.17 05:24	s/l	584	0.10	99.427	99.427	99.377	5.03	12257.32
1774	2013.07.18 12:40	buy	585	0.10	100.059	95.059	100.159
1775	2013.07.18 13:01	modify	585	0.10	100.059	100.109	100.159
1776	2013.07.18 13:01	s/l	585	0.10	100.109	100.109	100.159	4.99	12262.31
1777	2013.07.19 04:30	buy	586	0.10	100.306	95.306	100.406
1778	2013.07.19 04:34	modify	586	0.10	100.306	100.356	100.406
1779	2013.07.19 04:34	s/l	586	0.10	100.356	100.356	100.406	4.98	12267.29
1780	2013.07.19 04:35	buy	587	0.10	100.337	95.337	100.437
1781	2013.07.19 04:45	modify	587	0.10	100.337	100.387	100.437
1782	2013.07.19 04:48	s/l	587	0.10	100.387	100.387	100.437	4.98	12272.27
1783	2013.07.19 05:50	buy	588	0.10	100.071	95.071	100.171
1784	2013.07.19 05:58	modify	588	0.10	100.071	100.121	100.171
1785	2013.07.19 05:58	s/l	588	0.10	100.121	100.121	100.171	4.99	12277.26
1786	2013.07.22 22:05	sell	589	0.10	99.606	104.606	99.506
1787	2013.07.22 22:24	modify	589	0.10	99.606	99.556	99.506
1788	2013.07.22 22:24	s/l	589	0.10	99.556	99.556	99.506	5.02	12282.28
1789	2013.07.23 00:00	sell	590	0.10	99.645	104.645	99.545
1790	2013.07.23 00:02	modify	590	0.10	99.645	99.595	99.545
1791	2013.07.23 00:02	s/l	590	0.10	99.595	99.595	99.545	5.02	12287.30
1792	2013.07.23 12:10	sell	591	0.10	99.718	104.718	99.618
1793	2013.07.23 12:37	sell	592	0.20	99.919	104.919	99.819
1794	2013.07.23 12:37	modify	592	0.20	99.919	104.919	99.852
1795	2013.07.23 12:37	modify	591	0.10	99.718	104.718	99.852
1796	2013.07.23 17:37	t/p	591	0.10	99.852	104.718	99.852	-13.42	12273.88
1797	2013.07.23 17:37	t/p	592	0.20	99.852	104.919	99.852	13.42	12287.30
1798	2013.07.25 04:40	buy	593	0.10	100.098	95.098	100.198
1799	2013.07.25 06:22	modify	593	0.10	100.098	100.148	100.198
1800	2013.07.25 06:22	s/l	593	0.10	100.148	100.148	100.198	4.99	12292.29

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