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 |
| 1951 | 2013.09.13 01:42 | modify | 643 | 0.20 | 99.549 | 104.549 | 99.482 | ||
| 1952 | 2013.09.13 01:42 | modify | 642 | 0.10 | 99.348 | 104.348 | 99.482 | ||
| 1953 | 2013.09.13 08:24 | sell | 644 | 0.40 | 99.950 | 104.950 | 99.850 | ||
| 1954 | 2013.09.13 08:24 | modify | 644 | 0.40 | 99.950 | 104.950 | 99.800 | ||
| 1955 | 2013.09.13 08:24 | modify | 643 | 0.20 | 99.549 | 104.549 | 99.800 | ||
| 1956 | 2013.09.13 08:24 | modify | 642 | 0.10 | 99.348 | 104.348 | 99.800 | ||
| 1957 | 2013.09.13 09:09 | t/p | 642 | 0.10 | 99.800 | 104.348 | 99.800 | -45.29 | 12382.55 |
| 1958 | 2013.09.13 09:09 | t/p | 643 | 0.20 | 99.800 | 104.549 | 99.800 | -50.30 | 12332.25 |
| 1959 | 2013.09.13 09:09 | t/p | 644 | 0.40 | 99.800 | 104.950 | 99.800 | 60.12 | 12392.37 |
| 1960 | 2013.09.16 18:35 | sell | 645 | 0.10 | 98.903 | 103.903 | 98.803 | ||
| 1961 | 2013.09.16 21:26 | sell | 646 | 0.20 | 99.104 | 104.104 | 99.004 | ||
| 1962 | 2013.09.16 21:26 | modify | 646 | 0.20 | 99.104 | 104.104 | 99.037 | ||
| 1963 | 2013.09.16 21:26 | modify | 645 | 0.10 | 98.903 | 103.903 | 99.037 | ||
| 1964 | 2013.09.17 00:24 | t/p | 645 | 0.10 | 99.037 | 103.903 | 99.037 | -13.53 | 12378.84 |
| 1965 | 2013.09.17 00:24 | t/p | 646 | 0.20 | 99.037 | 104.104 | 99.037 | 13.53 | 12392.37 |
| 1966 | 2013.09.20 05:20 | buy | 647 | 0.10 | 99.288 | 94.288 | 99.388 | ||
| 1967 | 2013.09.20 08:16 | modify | 647 | 0.10 | 99.288 | 99.338 | 99.388 | ||
| 1968 | 2013.09.20 08:16 | s/l | 647 | 0.10 | 99.338 | 99.338 | 99.388 | 5.03 | 12397.40 |
| 1969 | 2013.09.23 20:30 | sell | 648 | 0.10 | 98.899 | 103.899 | 98.799 | ||
| 1970 | 2013.09.23 21:48 | modify | 648 | 0.10 | 98.899 | 98.849 | 98.799 | ||
| 1971 | 2013.09.23 21:48 | s/l | 648 | 0.10 | 98.849 | 98.849 | 98.799 | 5.06 | 12402.46 |
| 1972 | 2013.09.30 17:45 | sell | 649 | 0.10 | 97.956 | 102.956 | 97.856 | ||
| 1973 | 2013.09.30 18:02 | sell | 650 | 0.20 | 98.157 | 103.157 | 98.057 | ||
| 1974 | 2013.09.30 18:02 | modify | 650 | 0.20 | 98.157 | 103.157 | 98.090 | ||
| 1975 | 2013.09.30 18:02 | modify | 649 | 0.10 | 97.956 | 102.956 | 98.090 | ||
| 1976 | 2013.10.01 05:02 | sell | 651 | 0.40 | 98.559 | 103.559 | 98.459 | ||
| 1977 | 2013.10.01 05:02 | modify | 651 | 0.40 | 98.559 | 103.559 | 98.409 | ||
| 1978 | 2013.10.01 05:02 | modify | 650 | 0.20 | 98.157 | 103.157 | 98.409 | ||
| 1979 | 2013.10.01 05:02 | modify | 649 | 0.10 | 97.956 | 102.956 | 98.409 | ||
| 1980 | 2013.10.01 05:39 | t/p | 649 | 0.10 | 98.409 | 102.956 | 98.409 | -46.03 | 12356.43 |
| 1981 | 2013.10.01 05:39 | t/p | 650 | 0.20 | 98.409 | 103.157 | 98.409 | -51.21 | 12305.22 |
| 1982 | 2013.10.01 05:39 | t/p | 651 | 0.40 | 98.409 | 103.559 | 98.409 | 60.97 | 12366.19 |
| 1983 | 2013.10.01 16:00 | sell | 652 | 0.10 | 98.015 | 103.015 | 97.915 | ||
| 1984 | 2013.10.01 16:00 | modify | 652 | 0.10 | 98.015 | 97.965 | 97.915 | ||
| 1985 | 2013.10.01 16:01 | s/l | 652 | 0.10 | 97.965 | 97.965 | 97.915 | 5.10 | 12371.29 |
| 1986 | 2013.10.02 19:50 | sell | 653 | 0.10 | 97.479 | 102.479 | 97.379 | ||
| 1987 | 2013.10.02 19:55 | modify | 653 | 0.10 | 97.479 | 97.429 | 97.379 | ||
| 1988 | 2013.10.02 19:55 | s/l | 653 | 0.10 | 97.429 | 97.429 | 97.379 | 5.13 | 12376.42 |
| 1989 | 2013.10.02 20:10 | sell | 654 | 0.10 | 97.522 | 102.522 | 97.422 | ||
| 1990 | 2013.10.02 20:45 | modify | 654 | 0.10 | 97.522 | 97.472 | 97.422 | ||
| 1991 | 2013.10.02 20:45 | s/l | 654 | 0.10 | 97.472 | 97.472 | 97.422 | 5.13 | 12381.55 |
| 1992 | 2013.10.03 01:40 | sell | 655 | 0.10 | 97.423 | 102.423 | 97.323 | ||
| 1993 | 2013.10.03 02:30 | modify | 655 | 0.10 | 97.423 | 97.373 | 97.323 | ||
| 1994 | 2013.10.03 02:30 | s/l | 655 | 0.10 | 97.373 | 97.373 | 97.323 | 5.13 | 12386.68 |
| 1995 | 2013.10.03 04:20 | sell | 656 | 0.10 | 97.516 | 102.516 | 97.416 | ||
| 1996 | 2013.10.03 06:13 | sell | 657 | 0.20 | 97.718 | 102.718 | 97.618 | ||
| 1997 | 2013.10.03 06:13 | modify | 657 | 0.20 | 97.718 | 102.718 | 97.651 | ||
| 1998 | 2013.10.03 06:13 | modify | 656 | 0.10 | 97.516 | 102.516 | 97.651 | ||
| 1999 | 2013.10.03 06:40 | t/p | 656 | 0.10 | 97.651 | 102.516 | 97.651 | -13.82 | 12372.86 |
| 2000 | 2013.10.03 06:40 | t/p | 657 | 0.20 | 97.651 | 102.718 | 97.651 | 13.72 | 12386.58 |
| 2001 | 2013.10.04 03:20 | sell | 658 | 0.10 | 97.373 | 102.373 | 97.273 | ||
| 2002 | 2013.10.04 03:29 | modify | 658 | 0.10 | 97.373 | 97.323 | 97.273 | ||
| 2003 | 2013.10.04 03:29 | s/l | 658 | 0.10 | 97.323 | 97.323 | 97.273 | 5.14 | 12391.72 |
| 2004 | 2013.10.11 01:20 | buy | 659 | 0.10 | 97.978 | 92.978 | 98.078 | ||
| 2005 | 2013.10.11 01:21 | modify | 659 | 0.10 | 97.978 | 98.028 | 98.078 | ||
| 2006 | 2013.10.11 01:21 | t/p | 659 | 0.10 | 98.078 | 98.028 | 98.078 | 10.20 | 12401.92 |
| 2007 | 2013.10.11 01:30 | buy | 660 | 0.10 | 97.987 | 92.987 | 98.087 | ||
| 2008 | 2013.10.11 01:30 | modify | 660 | 0.10 | 97.987 | 98.037 | 98.087 | ||
| 2009 | 2013.10.11 01:30 | s/l | 660 | 0.10 | 98.037 | 98.037 | 98.087 | 5.10 | 12407.02 |
| 2010 | 2013.10.11 15:25 | buy | 661 | 0.10 | 98.234 | 93.234 | 98.334 | ||
| 2011 | 2013.10.11 15:47 | modify | 661 | 0.10 | 98.234 | 98.284 | 98.334 | ||
| 2012 | 2013.10.11 15:47 | s/l | 661 | 0.10 | 98.284 | 98.284 | 98.334 | 5.09 | 12412.11 |
| 2013 | 2013.10.18 01:10 | sell | 662 | 0.10 | 97.968 | 102.968 | 97.868 | ||
| 2014 | 2013.10.18 09:58 | modify | 662 | 0.10 | 97.968 | 97.918 | 97.868 | ||
| 2015 | 2013.10.18 09:58 | s/l | 662 | 0.10 | 97.918 | 97.918 | 97.868 | 5.11 | 12417.22 |
| 2016 | 2013.10.24 08:35 | sell | 663 | 0.10 | 97.438 | 102.438 | 97.338 | ||
| 2017 | 2013.10.24 10:00 | modify | 663 | 0.10 | 97.438 | 97.388 | 97.338 | ||
| 2018 | 2013.10.24 10:00 | s/l | 663 | 0.10 | 97.388 | 97.388 | 97.338 | 5.13 | 12422.35 |
| 2019 | 2013.11.08 11:55 | sell | 664 | 0.10 | 98.214 | 103.214 | 98.114 | ||
| 2020 | 2013.11.08 12:36 | modify | 664 | 0.10 | 98.214 | 98.164 | 98.114 | ||
| 2021 | 2013.11.08 12:36 | s/l | 664 | 0.10 | 98.164 | 98.164 | 98.114 | 5.09 | 12427.44 |
| 2022 | 2013.11.08 16:35 | sell | 665 | 0.10 | 98.507 | 103.507 | 98.407 | ||
| 2023 | 2013.11.08 16:39 | sell | 666 | 0.20 | 98.708 | 103.708 | 98.608 | ||
| 2024 | 2013.11.08 16:39 | modify | 666 | 0.20 | 98.708 | 103.708 | 98.641 | ||
| 2025 | 2013.11.08 16:39 | modify | 665 | 0.10 | 98.507 | 103.507 | 98.641 | ||
| 2026 | 2013.11.08 16:58 | t/p | 665 | 0.10 | 98.641 | 103.507 | 98.641 | -13.58 | 12413.86 |
| 2027 | 2013.11.08 16:58 | t/p | 666 | 0.20 | 98.641 | 103.708 | 98.641 | 13.59 | 12427.45 |
| 2028 | 2013.11.11 03:45 | buy | 667 | 0.10 | 99.055 | 94.055 | 99.155 | ||
| 2029 | 2013.11.11 13:18 | modify | 667 | 0.10 | 99.055 | 99.105 | 99.155 | ||
| 2030 | 2013.11.11 13:18 | s/l | 667 | 0.10 | 99.105 | 99.105 | 99.155 | 5.04 | 12432.49 |
| 2031 | 2013.11.15 08:10 | buy | 668 | 0.10 | 100.120 | 95.120 | 100.220 | ||
| 2032 | 2013.11.15 10:52 | modify | 668 | 0.10 | 100.120 | 100.170 | 100.220 | ||
| 2033 | 2013.11.15 10:52 | s/l | 668 | 0.10 | 100.170 | 100.170 | 100.220 | 4.99 | 12437.48 |
| 2034 | 2013.11.21 14:45 | buy | 669 | 0.10 | 100.760 | 95.760 | 100.860 | ||
| 2035 | 2013.11.21 15:19 | modify | 669 | 0.10 | 100.760 | 100.810 | 100.860 | ||
| 2036 | 2013.11.21 15:19 | s/l | 669 | 0.10 | 100.810 | 100.810 | 100.860 | 4.96 | 12442.44 |
| 2037 | 2013.11.22 07:40 | buy | 670 | 0.10 | 101.061 | 96.061 | 101.161 | ||
| 2038 | 2013.11.22 07:55 | modify | 670 | 0.10 | 101.061 | 101.111 | 101.161 | ||
| 2039 | 2013.11.22 07:55 | s/l | 670 | 0.10 | 101.111 | 101.111 | 101.161 | 4.95 | 12447.39 |
| 2040 | 2013.11.25 18:35 | buy | 671 | 0.10 | 101.597 | 96.597 | 101.697 | ||
| 2041 | 2013.11.25 18:47 | modify | 671 | 0.10 | 101.597 | 101.647 | 101.697 | ||
| 2042 | 2013.11.25 18:47 | s/l | 671 | 0.10 | 101.647 | 101.647 | 101.697 | 4.92 | 12452.31 |
| 2043 | 2013.11.25 23:05 | buy | 672 | 0.10 | 101.626 | 96.626 | 101.726 | ||
| 2044 | 2013.11.25 23:37 | buy | 673 | 0.20 | 101.424 | 96.424 | 101.524 | ||
| 2045 | 2013.11.25 23:37 | modify | 673 | 0.20 | 101.424 | 96.424 | 101.491 | ||
| 2046 | 2013.11.25 23:37 | modify | 672 | 0.10 | 101.626 | 96.626 | 101.491 | ||
| 2047 | 2013.11.26 00:00 | t/p | 672 | 0.10 | 101.491 | 96.626 | 101.491 | -13.30 | 12439.01 |
| 2048 | 2013.11.26 00:00 | t/p | 673 | 0.20 | 101.491 | 96.424 | 101.491 | 13.20 | 12452.21 |
| 2049 | 2013.11.28 03:50 | buy | 674 | 0.10 | 102.023 | 97.023 | 102.123 | ||
| 2050 | 2013.11.28 04:15 | modify | 674 | 0.10 | 102.023 | 102.073 | 102.123 | ||
| 2051 | 2013.11.28 04:17 | s/l | 674 | 0.10 | 102.073 | 102.073 | 102.123 | 4.90 | 12457.11 |
| 2052 | 2013.12.02 23:45 | buy | 675 | 0.10 | 102.984 | 97.984 | 103.084 | ||
| 2053 | 2013.12.03 04:12 | modify | 675 | 0.10 | 102.984 | 103.034 | 103.084 | ||
| 2054 | 2013.12.03 04:12 | s/l | 675 | 0.10 | 103.034 | 103.034 | 103.084 | 4.85 | 12461.96 |
| 2055 | 2013.12.03 10:50 | buy | 676 | 0.10 | 103.060 | 98.060 | 103.160 | ||
| 2056 | 2013.12.03 11:04 | modify | 676 | 0.10 | 103.060 | 103.110 | 103.160 | ||
| 2057 | 2013.12.03 11:05 | s/l | 676 | 0.10 | 103.110 | 103.110 | 103.160 | 4.85 | 12466.81 |
| 2058 | 2013.12.05 12:25 | sell | 677 | 0.10 | 102.136 | 107.136 | 102.036 | ||
| 2059 | 2013.12.05 13:10 | modify | 677 | 0.10 | 102.136 | 102.086 | 102.036 | ||
| 2060 | 2013.12.05 13:10 | s/l | 677 | 0.10 | 102.086 | 102.086 | 102.036 | 4.90 | 12471.71 |
| 2061 | 2013.12.05 16:35 | sell | 678 | 0.10 | 102.270 | 107.270 | 102.170 | ||
| 2062 | 2013.12.05 16:36 | modify | 678 | 0.10 | 102.270 | 102.220 | 102.170 | ||
| 2063 | 2013.12.05 16:36 | s/l | 678 | 0.10 | 102.220 | 102.220 | 102.170 | 4.89 | 12476.60 |
| 2064 | 2013.12.05 16:40 | sell | 679 | 0.10 | 102.234 | 107.234 | 102.134 | ||
| 2065 | 2013.12.05 16:41 | modify | 679 | 0.10 | 102.234 | 102.184 | 102.134 | ||
| 2066 | 2013.12.05 16:41 | s/l | 679 | 0.10 | 102.184 | 102.184 | 102.134 | 4.89 | 12481.49 |
| 2067 | 2013.12.06 07:40 | sell | 680 | 0.10 | 101.949 | 106.949 | 101.849 | ||
| 2068 | 2013.12.06 07:46 | modify | 680 | 0.10 | 101.949 | 101.899 | 101.849 | ||
| 2069 | 2013.12.06 07:46 | s/l | 680 | 0.10 | 101.899 | 101.899 | 101.849 | 4.91 | 12486.40 |
| 2070 | 2013.12.06 07:50 | sell | 681 | 0.10 | 101.960 | 106.960 | 101.860 | ||
| 2071 | 2013.12.06 09:57 | sell | 682 | 0.20 | 102.162 | 107.162 | 102.062 | ||
| 2072 | 2013.12.06 09:57 | modify | 682 | 0.20 | 102.162 | 107.162 | 102.095 | ||
| 2073 | 2013.12.06 09:57 | modify | 681 | 0.10 | 101.960 | 106.960 | 102.095 | ||
| 2074 | 2013.12.06 10:39 | t/p | 681 | 0.10 | 102.095 | 106.960 | 102.095 | -13.22 | 12473.18 |
| 2075 | 2013.12.06 10:39 | t/p | 682 | 0.20 | 102.095 | 107.162 | 102.095 | 13.13 | 12486.31 |
| 2076 | 2013.12.11 15:45 | sell | 683 | 0.10 | 102.600 | 107.600 | 102.500 | ||
| 2077 | 2013.12.11 16:10 | modify | 683 | 0.10 | 102.600 | 102.550 | 102.500 | ||
| 2078 | 2013.12.11 16:11 | s/l | 683 | 0.10 | 102.550 | 102.550 | 102.500 | 4.88 | 12491.19 |
| 2079 | 2013.12.11 16:40 | sell | 684 | 0.10 | 102.663 | 107.663 | 102.563 | ||
| 2080 | 2013.12.11 17:40 | modify | 684 | 0.10 | 102.663 | 102.613 | 102.563 | ||
| 2081 | 2013.12.11 17:45 | s/l | 684 | 0.10 | 102.613 | 102.613 | 102.563 | 4.87 | 12496.06 |
| 2082 | 2013.12.13 10:00 | buy | 685 | 0.10 | 103.642 | 98.642 | 103.742 | ||
| 2083 | 2013.12.13 12:21 | buy | 686 | 0.20 | 103.441 | 98.441 | 103.541 | ||
| 2084 | 2013.12.13 12:21 | modify | 686 | 0.20 | 103.441 | 98.441 | 103.508 | ||
| 2085 | 2013.12.13 12:21 | modify | 685 | 0.10 | 103.642 | 98.642 | 103.508 | ||
| 2086 | 2013.12.13 12:42 | t/p | 685 | 0.10 | 103.508 | 98.642 | 103.508 | -12.95 | 12483.11 |
| 2087 | 2013.12.13 12:42 | t/p | 686 | 0.20 | 103.508 | 98.441 | 103.508 | 12.95 | 12496.06 |
| 2088 | 2013.12.13 15:55 | buy | 687 | 0.10 | 103.435 | 98.435 | 103.535 | ||
| 2089 | 2013.12.13 16:03 | modify | 687 | 0.10 | 103.435 | 103.485 | 103.535 | ||
| 2090 | 2013.12.13 16:03 | s/l | 687 | 0.10 | 103.485 | 103.485 | 103.535 | 4.83 | 12500.89 |
| 2091 | 2013.12.13 16:15 | buy | 688 | 0.10 | 103.378 | 98.378 | 103.478 | ||
| 2092 | 2013.12.13 16:43 | buy | 689 | 0.20 | 103.175 | 98.175 | 103.275 | ||
| 2093 | 2013.12.13 16:43 | modify | 689 | 0.20 | 103.175 | 98.175 | 103.243 | ||
| 2094 | 2013.12.13 16:43 | modify | 688 | 0.10 | 103.378 | 98.378 | 103.243 | ||
| 2095 | 2013.12.13 19:17 | t/p | 688 | 0.10 | 103.243 | 98.378 | 103.243 | -13.08 | 12487.81 |
| 2096 | 2013.12.13 19:17 | t/p | 689 | 0.20 | 103.243 | 98.175 | 103.243 | 13.18 | 12500.99 |
| 2097 | 2013.12.23 17:10 | sell | 690 | 0.10 | 103.969 | 108.969 | 103.869 | ||
| 2098 | 2013.12.24 01:27 | sell | 691 | 0.20 | 104.171 | 109.171 | 104.071 | ||
| 2099 | 2013.12.24 01:27 | modify | 691 | 0.20 | 104.171 | 109.171 | 104.104 | ||
| 2100 | 2013.12.24 01:27 | modify | 690 | 0.10 | 103.969 | 108.969 | 104.104 | ||