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 | |
| # | 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 |
| 1801 | 2013.07.26 22:05 | sell | 594 | 0.10 | 98.222 | 103.222 | 98.122 | ||
| 1802 | 2013.07.26 22:59 | modify | 594 | 0.10 | 98.222 | 98.172 | 98.122 | ||
| 1803 | 2013.07.26 22:59 | s/l | 594 | 0.10 | 98.172 | 98.172 | 98.122 | 5.09 | 12297.38 |
| 1804 | 2013.07.29 01:00 | sell | 595 | 0.10 | 98.319 | 103.319 | 98.219 | ||
| 1805 | 2013.07.29 01:00 | modify | 595 | 0.10 | 98.319 | 98.269 | 98.219 | ||
| 1806 | 2013.07.29 01:00 | s/l | 595 | 0.10 | 98.269 | 98.269 | 98.219 | 5.09 | 12302.47 |
| 1807 | 2013.07.29 17:05 | sell | 596 | 0.10 | 98.099 | 103.099 | 97.999 | ||
| 1808 | 2013.07.29 17:45 | modify | 596 | 0.10 | 98.099 | 98.049 | 97.999 | ||
| 1809 | 2013.07.29 17:46 | t/p | 596 | 0.10 | 97.999 | 98.049 | 97.999 | 10.20 | 12312.67 |
| 1810 | 2013.08.05 17:05 | sell | 597 | 0.10 | 98.715 | 103.715 | 98.615 | ||
| 1811 | 2013.08.05 17:20 | modify | 597 | 0.10 | 98.715 | 98.665 | 98.615 | ||
| 1812 | 2013.08.05 17:20 | s/l | 597 | 0.10 | 98.665 | 98.665 | 98.615 | 5.07 | 12317.74 |
| 1813 | 2013.08.06 07:05 | sell | 598 | 0.10 | 98.162 | 103.162 | 98.062 | ||
| 1814 | 2013.08.06 07:31 | sell | 599 | 0.20 | 98.363 | 103.363 | 98.263 | ||
| 1815 | 2013.08.06 07:31 | modify | 599 | 0.20 | 98.363 | 103.363 | 98.296 | ||
| 1816 | 2013.08.06 07:31 | modify | 598 | 0.10 | 98.162 | 103.162 | 98.296 | ||
| 1817 | 2013.08.06 07:31 | t/p | 598 | 0.10 | 98.296 | 103.162 | 98.296 | -13.63 | 12304.11 |
| 1818 | 2013.08.06 07:31 | t/p | 599 | 0.20 | 98.296 | 103.363 | 98.296 | 13.63 | 12317.74 |
| 1819 | 2013.08.06 09:05 | sell | 600 | 0.10 | 98.468 | 103.468 | 98.368 | ||
| 1820 | 2013.08.06 10:37 | modify | 600 | 0.10 | 98.468 | 98.418 | 98.368 | ||
| 1821 | 2013.08.06 10:39 | s/l | 600 | 0.10 | 98.418 | 98.418 | 98.368 | 5.08 | 12322.82 |
| 1822 | 2013.08.07 13:50 | sell | 601 | 0.10 | 97.232 | 102.232 | 97.132 | ||
| 1823 | 2013.08.07 15:04 | modify | 601 | 0.10 | 97.232 | 97.182 | 97.132 | ||
| 1824 | 2013.08.07 15:04 | s/l | 601 | 0.10 | 97.182 | 97.182 | 97.132 | 5.14 | 12327.96 |
| 1825 | 2013.08.08 02:30 | sell | 602 | 0.10 | 96.558 | 101.558 | 96.458 | ||
| 1826 | 2013.08.08 02:48 | modify | 602 | 0.10 | 96.558 | 96.508 | 96.458 | ||
| 1827 | 2013.08.08 02:48 | s/l | 602 | 0.10 | 96.508 | 96.508 | 96.458 | 5.18 | 12333.14 |
| 1828 | 2013.08.08 03:05 | sell | 603 | 0.10 | 96.690 | 101.690 | 96.590 | ||
| 1829 | 2013.08.08 03:48 | modify | 603 | 0.10 | 96.690 | 96.640 | 96.590 | ||
| 1830 | 2013.08.08 03:48 | s/l | 603 | 0.10 | 96.640 | 96.640 | 96.590 | 5.17 | 12338.31 |
| 1831 | 2013.08.08 04:05 | sell | 604 | 0.10 | 96.845 | 101.845 | 96.745 | ||
| 1832 | 2013.08.08 04:32 | modify | 604 | 0.10 | 96.845 | 96.795 | 96.745 | ||
| 1833 | 2013.08.08 04:33 | t/p | 604 | 0.10 | 96.745 | 96.795 | 96.745 | 10.34 | 12348.65 |
| 1834 | 2013.08.08 19:35 | sell | 605 | 0.10 | 96.190 | 101.190 | 96.090 | ||
| 1835 | 2013.08.08 20:55 | sell | 606 | 0.20 | 96.392 | 101.392 | 96.292 | ||
| 1836 | 2013.08.08 20:55 | modify | 606 | 0.20 | 96.392 | 101.392 | 96.325 | ||
| 1837 | 2013.08.08 20:55 | modify | 605 | 0.10 | 96.190 | 101.190 | 96.325 | ||
| 1838 | 2013.08.09 02:22 | sell | 607 | 0.40 | 96.793 | 101.793 | 96.693 | ||
| 1839 | 2013.08.09 02:22 | modify | 607 | 0.40 | 96.793 | 101.793 | 96.643 | ||
| 1840 | 2013.08.09 02:22 | modify | 606 | 0.20 | 96.392 | 101.392 | 96.643 | ||
| 1841 | 2013.08.09 02:22 | modify | 605 | 0.10 | 96.190 | 101.190 | 96.643 | ||
| 1842 | 2013.08.09 04:07 | t/p | 605 | 0.10 | 96.643 | 101.190 | 96.643 | -46.87 | 12301.78 |
| 1843 | 2013.08.09 04:07 | t/p | 606 | 0.20 | 96.643 | 101.392 | 96.643 | -51.94 | 12249.84 |
| 1844 | 2013.08.09 04:07 | t/p | 607 | 0.40 | 96.643 | 101.793 | 96.643 | 62.09 | 12311.93 |
| 1845 | 2013.08.13 22:20 | buy | 608 | 0.10 | 98.102 | 93.102 | 98.202 | ||
| 1846 | 2013.08.13 22:49 | modify | 608 | 0.10 | 98.102 | 98.152 | 98.202 | ||
| 1847 | 2013.08.13 22:50 | s/l | 608 | 0.10 | 98.152 | 98.152 | 98.202 | 5.09 | 12317.02 |
| 1848 | 2013.08.14 03:00 | buy | 609 | 0.10 | 98.127 | 93.127 | 98.227 | ||
| 1849 | 2013.08.14 03:11 | modify | 609 | 0.10 | 98.127 | 98.177 | 98.227 | ||
| 1850 | 2013.08.14 03:11 | s/l | 609 | 0.10 | 98.177 | 98.177 | 98.227 | 5.09 | 12322.11 |
| 1851 | 2013.08.14 05:15 | buy | 610 | 0.10 | 98.029 | 93.029 | 98.129 | ||
| 1852 | 2013.08.14 05:18 | modify | 610 | 0.10 | 98.029 | 98.079 | 98.129 | ||
| 1853 | 2013.08.14 05:18 | s/l | 610 | 0.10 | 98.079 | 98.079 | 98.129 | 5.10 | 12327.21 |
| 1854 | 2013.08.14 10:35 | buy | 611 | 0.10 | 98.043 | 93.043 | 98.143 | ||
| 1855 | 2013.08.14 10:38 | modify | 611 | 0.10 | 98.043 | 98.093 | 98.143 | ||
| 1856 | 2013.08.14 10:38 | s/l | 611 | 0.10 | 98.093 | 98.093 | 98.143 | 5.10 | 12332.31 |
| 1857 | 2013.08.15 17:30 | buy | 612 | 0.10 | 97.872 | 92.872 | 97.972 | ||
| 1858 | 2013.08.15 17:37 | modify | 612 | 0.10 | 97.872 | 97.922 | 97.972 | ||
| 1859 | 2013.08.15 17:37 | s/l | 612 | 0.10 | 97.922 | 97.922 | 97.972 | 5.11 | 12337.42 |
| 1860 | 2013.08.15 17:40 | buy | 613 | 0.10 | 97.888 | 92.888 | 97.988 | ||
| 1861 | 2013.08.15 17:51 | buy | 614 | 0.20 | 97.687 | 92.687 | 97.787 | ||
| 1862 | 2013.08.15 17:51 | modify | 614 | 0.20 | 97.687 | 92.687 | 97.754 | ||
| 1863 | 2013.08.15 17:51 | modify | 613 | 0.10 | 97.888 | 92.888 | 97.754 | ||
| 1864 | 2013.08.15 17:53 | t/p | 613 | 0.10 | 97.754 | 92.888 | 97.754 | -13.71 | 12323.71 |
| 1865 | 2013.08.15 17:53 | t/p | 614 | 0.20 | 97.754 | 92.687 | 97.754 | 13.71 | 12337.42 |
| 1866 | 2013.08.16 06:30 | sell | 615 | 0.10 | 97.579 | 102.579 | 97.479 | ||
| 1867 | 2013.08.16 08:51 | modify | 615 | 0.10 | 97.579 | 97.529 | 97.479 | ||
| 1868 | 2013.08.16 08:52 | s/l | 615 | 0.10 | 97.529 | 97.529 | 97.479 | 5.13 | 12342.55 |
| 1869 | 2013.08.20 12:45 | sell | 616 | 0.10 | 97.417 | 102.417 | 97.317 | ||
| 1870 | 2013.08.20 12:53 | modify | 616 | 0.10 | 97.417 | 97.367 | 97.317 | ||
| 1871 | 2013.08.20 12:54 | s/l | 616 | 0.10 | 97.367 | 97.367 | 97.317 | 5.14 | 12347.69 |
| 1872 | 2013.08.20 19:50 | sell | 617 | 0.10 | 97.300 | 102.300 | 97.200 | ||
| 1873 | 2013.08.20 20:02 | modify | 617 | 0.10 | 97.300 | 97.250 | 97.200 | ||
| 1874 | 2013.08.20 20:02 | s/l | 617 | 0.10 | 97.250 | 97.250 | 97.200 | 5.14 | 12352.83 |
| 1875 | 2013.08.21 01:20 | sell | 618 | 0.10 | 97.341 | 102.341 | 97.241 | ||
| 1876 | 2013.08.21 03:00 | modify | 618 | 0.10 | 97.341 | 97.291 | 97.241 | ||
| 1877 | 2013.08.21 03:00 | s/l | 618 | 0.10 | 97.291 | 97.291 | 97.241 | 5.14 | 12357.97 |
| 1878 | 2013.08.21 03:10 | sell | 619 | 0.10 | 97.498 | 102.498 | 97.398 | ||
| 1879 | 2013.08.21 03:13 | modify | 619 | 0.10 | 97.498 | 97.448 | 97.398 | ||
| 1880 | 2013.08.21 03:13 | s/l | 619 | 0.10 | 97.448 | 97.448 | 97.398 | 5.13 | 12363.10 |
| 1881 | 2013.08.22 15:35 | buy | 620 | 0.10 | 98.489 | 93.489 | 98.589 | ||
| 1882 | 2013.08.22 15:47 | modify | 620 | 0.10 | 98.489 | 98.539 | 98.589 | ||
| 1883 | 2013.08.22 15:47 | s/l | 620 | 0.10 | 98.539 | 98.539 | 98.589 | 5.07 | 12368.17 |
| 1884 | 2013.08.22 16:00 | buy | 621 | 0.10 | 98.411 | 93.411 | 98.511 | ||
| 1885 | 2013.08.22 16:02 | modify | 621 | 0.10 | 98.411 | 98.461 | 98.511 | ||
| 1886 | 2013.08.22 16:02 | s/l | 621 | 0.10 | 98.461 | 98.461 | 98.511 | 5.08 | 12373.25 |
| 1887 | 2013.08.23 08:45 | buy | 622 | 0.10 | 98.889 | 93.889 | 98.989 | ||
| 1888 | 2013.08.23 09:03 | modify | 622 | 0.10 | 98.889 | 98.939 | 98.989 | ||
| 1889 | 2013.08.23 09:03 | s/l | 622 | 0.10 | 98.939 | 98.939 | 98.989 | 5.05 | 12378.30 |
| 1890 | 2013.08.28 01:25 | sell | 623 | 0.10 | 97.129 | 102.129 | 97.029 | ||
| 1891 | 2013.08.28 01:58 | modify | 623 | 0.10 | 97.129 | 97.079 | 97.029 | ||
| 1892 | 2013.08.28 01:59 | s/l | 623 | 0.10 | 97.079 | 97.079 | 97.029 | 5.15 | 12383.45 |
| 1893 | 2013.08.28 08:20 | sell | 624 | 0.10 | 97.327 | 102.327 | 97.227 | ||
| 1894 | 2013.08.28 08:49 | modify | 624 | 0.10 | 97.327 | 97.277 | 97.227 | ||
| 1895 | 2013.08.28 08:49 | s/l | 624 | 0.10 | 97.277 | 97.277 | 97.227 | 5.14 | 12388.59 |
| 1896 | 2013.08.28 10:35 | sell | 625 | 0.10 | 97.483 | 102.483 | 97.383 | ||
| 1897 | 2013.08.28 11:19 | modify | 625 | 0.10 | 97.483 | 97.433 | 97.383 | ||
| 1898 | 2013.08.28 11:19 | s/l | 625 | 0.10 | 97.433 | 97.433 | 97.383 | 5.13 | 12393.72 |
| 1899 | 2013.08.28 16:35 | sell | 626 | 0.10 | 97.662 | 102.662 | 97.562 | ||
| 1900 | 2013.08.28 16:35 | modify | 626 | 0.10 | 97.662 | 97.612 | 97.562 | ||
| 1901 | 2013.08.28 16:35 | s/l | 626 | 0.10 | 97.612 | 97.612 | 97.562 | 5.12 | 12398.84 |
| 1902 | 2013.08.29 07:55 | sell | 627 | 0.10 | 97.710 | 102.710 | 97.610 | ||
| 1903 | 2013.08.29 09:44 | sell | 628 | 0.20 | 97.915 | 102.915 | 97.815 | ||
| 1904 | 2013.08.29 09:44 | modify | 628 | 0.20 | 97.915 | 102.915 | 97.847 | ||
| 1905 | 2013.08.29 09:44 | modify | 627 | 0.10 | 97.710 | 102.710 | 97.847 | ||
| 1906 | 2013.08.29 15:30 | sell | 629 | 0.40 | 98.316 | 103.316 | 98.216 | ||
| 1907 | 2013.08.29 15:30 | modify | 629 | 0.40 | 98.316 | 103.316 | 98.166 | ||
| 1908 | 2013.08.29 15:30 | modify | 628 | 0.20 | 97.915 | 102.915 | 98.166 | ||
| 1909 | 2013.08.29 15:30 | modify | 627 | 0.10 | 97.710 | 102.710 | 98.166 | ||
| 1910 | 2013.08.29 16:24 | t/p | 627 | 0.10 | 98.166 | 102.710 | 98.166 | -46.45 | 12352.39 |
| 1911 | 2013.08.29 16:24 | t/p | 628 | 0.20 | 98.166 | 102.915 | 98.166 | -51.14 | 12301.25 |
| 1912 | 2013.08.29 16:24 | t/p | 629 | 0.40 | 98.166 | 103.316 | 98.166 | 61.12 | 12362.37 |
| 1913 | 2013.08.29 20:35 | buy | 630 | 0.10 | 98.237 | 93.237 | 98.337 | ||
| 1914 | 2013.08.29 21:15 | modify | 630 | 0.10 | 98.237 | 98.287 | 98.337 | ||
| 1915 | 2013.08.29 21:15 | s/l | 630 | 0.10 | 98.287 | 98.287 | 98.337 | 5.09 | 12367.46 |
| 1916 | 2013.08.30 04:30 | buy | 631 | 0.10 | 98.156 | 93.156 | 98.256 | ||
| 1917 | 2013.08.30 04:32 | modify | 631 | 0.10 | 98.156 | 98.206 | 98.256 | ||
| 1918 | 2013.08.30 04:33 | s/l | 631 | 0.10 | 98.206 | 98.206 | 98.256 | 5.09 | 12372.55 |
| 1919 | 2013.08.30 10:25 | buy | 632 | 0.10 | 97.968 | 92.968 | 98.068 | ||
| 1920 | 2013.08.30 10:28 | modify | 632 | 0.10 | 97.968 | 98.018 | 98.068 | ||
| 1921 | 2013.08.30 10:28 | s/l | 632 | 0.10 | 98.018 | 98.018 | 98.068 | 5.10 | 12377.65 |
| 1922 | 2013.08.30 10:30 | buy | 633 | 0.10 | 97.969 | 92.969 | 98.069 | ||
| 1923 | 2013.08.30 10:55 | modify | 633 | 0.10 | 97.969 | 98.019 | 98.069 | ||
| 1924 | 2013.08.30 10:56 | s/l | 633 | 0.10 | 98.019 | 98.019 | 98.069 | 5.10 | 12382.75 |
| 1925 | 2013.09.02 16:35 | buy | 634 | 0.10 | 99.167 | 94.167 | 99.267 | ||
| 1926 | 2013.09.02 17:37 | modify | 634 | 0.10 | 99.167 | 99.217 | 99.267 | ||
| 1927 | 2013.09.02 17:48 | t/p | 634 | 0.10 | 99.267 | 99.217 | 99.267 | 10.07 | 12392.82 |
| 1928 | 2013.09.03 05:40 | buy | 635 | 0.10 | 99.373 | 94.373 | 99.473 | ||
| 1929 | 2013.09.03 06:05 | modify | 635 | 0.10 | 99.373 | 99.423 | 99.473 | ||
| 1930 | 2013.09.03 06:05 | s/l | 635 | 0.10 | 99.423 | 99.423 | 99.473 | 5.03 | 12397.85 |
| 1931 | 2013.09.03 11:55 | buy | 636 | 0.10 | 99.307 | 94.307 | 99.407 | ||
| 1932 | 2013.09.03 12:03 | modify | 636 | 0.10 | 99.307 | 99.357 | 99.407 | ||
| 1933 | 2013.09.03 12:03 | s/l | 636 | 0.10 | 99.357 | 99.357 | 99.407 | 5.03 | 12402.88 |
| 1934 | 2013.09.11 03:05 | buy | 637 | 0.10 | 100.273 | 95.273 | 100.373 | ||
| 1935 | 2013.09.11 04:13 | modify | 637 | 0.10 | 100.273 | 100.323 | 100.373 | ||
| 1936 | 2013.09.11 04:14 | s/l | 637 | 0.10 | 100.323 | 100.323 | 100.373 | 4.98 | 12407.86 |
| 1937 | 2013.09.11 09:20 | buy | 638 | 0.10 | 100.323 | 95.323 | 100.423 | ||
| 1938 | 2013.09.11 09:28 | modify | 638 | 0.10 | 100.323 | 100.373 | 100.423 | ||
| 1939 | 2013.09.11 09:29 | s/l | 638 | 0.10 | 100.373 | 100.373 | 100.423 | 4.98 | 12412.84 |
| 1940 | 2013.09.11 10:05 | buy | 639 | 0.10 | 100.249 | 95.249 | 100.349 | ||
| 1941 | 2013.09.11 10:08 | modify | 639 | 0.10 | 100.249 | 100.299 | 100.349 | ||
| 1942 | 2013.09.11 10:08 | s/l | 639 | 0.10 | 100.299 | 100.299 | 100.349 | 4.99 | 12417.83 |
| 1943 | 2013.09.11 11:15 | buy | 640 | 0.10 | 100.176 | 95.176 | 100.276 | ||
| 1944 | 2013.09.11 11:37 | modify | 640 | 0.10 | 100.176 | 100.226 | 100.276 | ||
| 1945 | 2013.09.11 11:37 | s/l | 640 | 0.10 | 100.226 | 100.226 | 100.276 | 4.99 | 12422.82 |
| 1946 | 2013.09.12 15:35 | sell | 641 | 0.10 | 99.592 | 104.592 | 99.492 | ||
| 1947 | 2013.09.12 15:37 | modify | 641 | 0.10 | 99.592 | 99.542 | 99.492 | ||
| 1948 | 2013.09.12 15:37 | s/l | 641 | 0.10 | 99.542 | 99.542 | 99.492 | 5.02 | 12427.84 |
| 1949 | 2013.09.12 20:40 | sell | 642 | 0.10 | 99.348 | 104.348 | 99.248 | ||
| 1950 | 2013.09.13 01:42 | sell | 643 | 0.20 | 99.549 | 104.549 | 99.449 | ||