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 |
| 2101 | 2013.12.26 09:00 | sell | 692 | 0.40 | 104.714 | 109.714 | 104.614 | ||
| 2102 | 2013.12.26 09:00 | modify | 692 | 0.40 | 104.714 | 109.714 | 104.564 | ||
| 2103 | 2013.12.26 09:00 | modify | 691 | 0.20 | 104.171 | 109.171 | 104.564 | ||
| 2104 | 2013.12.26 09:00 | modify | 690 | 0.10 | 103.969 | 108.969 | 104.564 | ||
| 2105 | 2014.01.02 22:28 | t/p | 690 | 0.10 | 104.564 | 108.969 | 104.564 | -56.91 | 12444.08 |
| 2106 | 2014.01.02 22:28 | t/p | 691 | 0.20 | 104.564 | 109.171 | 104.564 | -75.17 | 12368.91 |
| 2107 | 2014.01.02 22:28 | t/p | 692 | 0.40 | 104.564 | 109.714 | 104.564 | 57.38 | 12426.29 |
| 2108 | 2014.01.07 03:40 | sell | 693 | 0.10 | 104.405 | 109.405 | 104.305 | ||
| 2109 | 2014.01.07 04:02 | modify | 693 | 0.10 | 104.405 | 104.355 | 104.305 | ||
| 2110 | 2014.01.07 04:07 | t/p | 693 | 0.10 | 104.305 | 104.355 | 104.305 | 9.58 | 12435.87 |
| 2111 | 2014.01.07 06:40 | sell | 694 | 0.10 | 104.549 | 109.549 | 104.449 | ||
| 2112 | 2014.01.07 07:10 | modify | 694 | 0.10 | 104.549 | 104.499 | 104.449 | ||
| 2113 | 2014.01.07 07:10 | s/l | 694 | 0.10 | 104.499 | 104.499 | 104.449 | 4.79 | 12440.66 |
| 2114 | 2014.01.13 15:50 | sell | 695 | 0.10 | 103.519 | 108.519 | 103.419 | ||
| 2115 | 2014.01.13 16:28 | modify | 695 | 0.10 | 103.519 | 103.469 | 103.419 | ||
| 2116 | 2014.01.13 16:28 | s/l | 695 | 0.10 | 103.469 | 103.469 | 103.419 | 4.83 | 12445.49 |
| 2117 | 2014.01.14 02:35 | sell | 696 | 0.10 | 103.151 | 108.151 | 103.051 | ||
| 2118 | 2014.01.14 03:04 | modify | 696 | 0.10 | 103.151 | 103.101 | 103.051 | ||
| 2119 | 2014.01.14 03:07 | t/p | 696 | 0.10 | 103.051 | 103.101 | 103.051 | 9.70 | 12455.19 |
| 2120 | 2014.01.14 03:25 | sell | 697 | 0.10 | 103.229 | 108.229 | 103.129 | ||
| 2121 | 2014.01.14 04:58 | sell | 698 | 0.20 | 103.430 | 108.430 | 103.330 | ||
| 2122 | 2014.01.14 04:58 | modify | 698 | 0.20 | 103.430 | 108.430 | 103.363 | ||
| 2123 | 2014.01.14 04:58 | modify | 697 | 0.10 | 103.229 | 108.229 | 103.363 | ||
| 2124 | 2014.01.14 07:38 | t/p | 697 | 0.10 | 103.363 | 108.229 | 103.363 | -12.96 | 12442.23 |
| 2125 | 2014.01.14 07:38 | t/p | 698 | 0.20 | 103.363 | 108.430 | 103.363 | 12.96 | 12455.19 |
| 2126 | 2014.01.22 00:00 | sell | 699 | 0.10 | 104.360 | 109.360 | 104.260 | ||
| 2127 | 2014.01.22 00:00 | modify | 699 | 0.10 | 104.360 | 104.310 | 104.260 | ||
| 2128 | 2014.01.22 00:00 | s/l | 699 | 0.10 | 104.310 | 104.310 | 104.260 | 4.80 | 12459.99 |
| 2129 | 2014.01.24 03:45 | sell | 700 | 0.10 | 103.512 | 108.512 | 103.412 | ||
| 2130 | 2014.01.24 03:52 | modify | 700 | 0.10 | 103.512 | 103.462 | 103.412 | ||
| 2131 | 2014.01.24 03:53 | s/l | 700 | 0.10 | 103.462 | 103.462 | 103.412 | 4.83 | 12464.82 |
| 2132 | 2014.01.24 10:25 | sell | 701 | 0.10 | 103.511 | 108.511 | 103.411 | ||
| 2133 | 2014.01.24 10:33 | modify | 701 | 0.10 | 103.511 | 103.461 | 103.411 | ||
| 2134 | 2014.01.24 10:33 | s/l | 701 | 0.10 | 103.461 | 103.461 | 103.411 | 4.83 | 12469.65 |
| 2135 | 2014.01.27 15:05 | sell | 702 | 0.10 | 102.816 | 107.816 | 102.716 | ||
| 2136 | 2014.01.27 15:12 | modify | 702 | 0.10 | 102.816 | 102.766 | 102.716 | ||
| 2137 | 2014.01.27 15:13 | s/l | 702 | 0.10 | 102.766 | 102.766 | 102.716 | 4.87 | 12474.52 |
| 2138 | 2014.02.03 16:05 | sell | 703 | 0.10 | 102.047 | 107.047 | 101.947 | ||
| 2139 | 2014.02.03 16:23 | modify | 703 | 0.10 | 102.047 | 101.997 | 101.947 | ||
| 2140 | 2014.02.03 16:23 | s/l | 703 | 0.10 | 101.997 | 101.997 | 101.947 | 4.90 | 12479.42 |
| 2141 | 2014.02.04 01:45 | sell | 704 | 0.10 | 101.100 | 106.100 | 101.000 | ||
| 2142 | 2014.02.04 02:02 | modify | 704 | 0.10 | 101.100 | 101.050 | 101.000 | ||
| 2143 | 2014.02.04 02:03 | s/l | 704 | 0.10 | 101.050 | 101.050 | 101.000 | 4.95 | 12484.37 |
| 2144 | 2014.02.04 05:15 | sell | 705 | 0.10 | 101.341 | 106.341 | 101.241 | ||
| 2145 | 2014.02.04 05:20 | modify | 705 | 0.10 | 101.341 | 101.291 | 101.241 | ||
| 2146 | 2014.02.04 05:20 | s/l | 705 | 0.10 | 101.291 | 101.291 | 101.241 | 4.94 | 12489.31 |
| 2147 | 2014.02.04 16:20 | sell | 706 | 0.10 | 101.414 | 106.414 | 101.314 | ||
| 2148 | 2014.02.04 16:31 | modify | 706 | 0.10 | 101.414 | 101.364 | 101.314 | ||
| 2149 | 2014.02.04 16:31 | s/l | 706 | 0.10 | 101.364 | 101.364 | 101.314 | 4.93 | 12494.24 |
| 2150 | 2014.02.13 18:55 | sell | 707 | 0.10 | 102.115 | 107.115 | 102.015 | ||
| 2151 | 2014.02.13 22:50 | sell | 708 | 0.20 | 102.316 | 107.316 | 102.216 | ||
| 2152 | 2014.02.13 22:50 | modify | 708 | 0.20 | 102.316 | 107.316 | 102.249 | ||
| 2153 | 2014.02.13 22:50 | modify | 707 | 0.10 | 102.115 | 107.115 | 102.249 | ||
| 2154 | 2014.02.13 23:16 | t/p | 707 | 0.10 | 102.249 | 107.115 | 102.249 | -13.11 | 12481.13 |
| 2155 | 2014.02.13 23:16 | t/p | 708 | 0.20 | 102.249 | 107.316 | 102.249 | 13.11 | 12494.24 |
| 2156 | 2014.02.18 11:35 | buy | 709 | 0.10 | 102.343 | 97.343 | 102.443 | ||
| 2157 | 2014.02.18 11:47 | modify | 709 | 0.10 | 102.343 | 102.393 | 102.443 | ||
| 2158 | 2014.02.18 11:51 | s/l | 709 | 0.10 | 102.393 | 102.393 | 102.443 | 4.88 | 12499.12 |
| 2159 | 2014.02.18 18:05 | buy | 710 | 0.10 | 102.293 | 97.293 | 102.393 | ||
| 2160 | 2014.02.18 18:30 | modify | 710 | 0.10 | 102.293 | 102.343 | 102.393 | ||
| 2161 | 2014.02.18 18:30 | s/l | 710 | 0.10 | 102.343 | 102.343 | 102.393 | 4.89 | 12504.01 |
| 2162 | 2014.02.19 03:05 | buy | 711 | 0.10 | 102.239 | 97.239 | 102.339 | ||
| 2163 | 2014.02.19 03:51 | modify | 711 | 0.10 | 102.239 | 102.289 | 102.339 | ||
| 2164 | 2014.02.19 03:51 | s/l | 711 | 0.10 | 102.289 | 102.289 | 102.339 | 4.89 | 12508.90 |
| 2165 | 2014.02.19 04:30 | buy | 712 | 0.10 | 102.139 | 97.139 | 102.239 | ||
| 2166 | 2014.02.19 04:36 | modify | 712 | 0.10 | 102.139 | 102.189 | 102.239 | ||
| 2167 | 2014.02.19 04:36 | s/l | 712 | 0.10 | 102.189 | 102.189 | 102.239 | 4.89 | 12513.79 |
| 2168 | 2014.02.21 11:15 | buy | 713 | 0.10 | 102.410 | 97.410 | 102.510 | ||
| 2169 | 2014.02.21 13:04 | modify | 713 | 0.10 | 102.410 | 102.460 | 102.510 | ||
| 2170 | 2014.02.21 13:04 | s/l | 713 | 0.10 | 102.460 | 102.460 | 102.510 | 4.88 | 12518.67 |
| 2171 | 2014.02.28 13:55 | sell | 714 | 0.10 | 101.909 | 106.909 | 101.809 | ||
| 2172 | 2014.02.28 16:10 | modify | 714 | 0.10 | 101.909 | 101.859 | 101.809 | ||
| 2173 | 2014.02.28 16:13 | t/p | 714 | 0.10 | 101.809 | 101.859 | 101.809 | 9.82 | 12528.49 |
| 2174 | 2014.03.03 15:50 | sell | 715 | 0.10 | 101.357 | 106.357 | 101.257 | ||
| 2175 | 2014.03.03 16:08 | modify | 715 | 0.10 | 101.357 | 101.307 | 101.257 | ||
| 2176 | 2014.03.03 16:08 | s/l | 715 | 0.10 | 101.307 | 101.307 | 101.257 | 4.94 | 12533.43 |
| 2177 | 2014.03.03 17:15 | sell | 716 | 0.10 | 101.441 | 106.441 | 101.341 | ||
| 2178 | 2014.03.03 19:06 | modify | 716 | 0.10 | 101.441 | 101.391 | 101.341 | ||
| 2179 | 2014.03.03 19:09 | s/l | 716 | 0.10 | 101.391 | 101.391 | 101.341 | 4.93 | 12538.36 |
| 2180 | 2014.03.06 20:45 | buy | 717 | 0.10 | 102.964 | 97.964 | 103.064 | ||
| 2181 | 2014.03.06 22:43 | modify | 717 | 0.10 | 102.964 | 103.014 | 103.064 | ||
| 2182 | 2014.03.06 22:47 | s/l | 717 | 0.10 | 103.014 | 103.014 | 103.064 | 4.85 | 12543.21 |
| 2183 | 2014.03.07 04:10 | buy | 718 | 0.10 | 102.960 | 97.960 | 103.060 | ||
| 2184 | 2014.03.07 04:38 | modify | 718 | 0.10 | 102.960 | 103.010 | 103.060 | ||
| 2185 | 2014.03.07 04:38 | s/l | 718 | 0.10 | 103.010 | 103.010 | 103.060 | 4.85 | 12548.06 |
| 2186 | 2014.03.07 06:40 | buy | 719 | 0.10 | 102.888 | 97.888 | 102.988 | ||
| 2187 | 2014.03.07 07:29 | modify | 719 | 0.10 | 102.888 | 102.938 | 102.988 | ||
| 2188 | 2014.03.07 07:29 | s/l | 719 | 0.10 | 102.938 | 102.938 | 102.988 | 4.86 | 12552.92 |
| 2189 | 2014.03.31 17:45 | buy | 720 | 0.10 | 103.084 | 98.084 | 103.184 | ||
| 2190 | 2014.03.31 21:09 | modify | 720 | 0.10 | 103.084 | 103.134 | 103.184 | ||
| 2191 | 2014.03.31 21:09 | s/l | 720 | 0.10 | 103.134 | 103.134 | 103.184 | 4.85 | 12557.77 |
| 2192 | 2014.04.02 08:10 | buy | 721 | 0.10 | 103.764 | 98.764 | 103.864 | ||
| 2193 | 2014.04.02 09:29 | modify | 721 | 0.10 | 103.764 | 103.814 | 103.864 | ||
| 2194 | 2014.04.02 09:31 | s/l | 721 | 0.10 | 103.814 | 103.814 | 103.864 | 4.82 | 12562.59 |
| 2195 | 2014.04.02 13:20 | buy | 722 | 0.10 | 103.696 | 98.696 | 103.796 | ||
| 2196 | 2014.04.02 15:15 | modify | 722 | 0.10 | 103.696 | 103.746 | 103.796 | ||
| 2197 | 2014.04.02 15:15 | t/p | 722 | 0.10 | 103.796 | 103.746 | 103.796 | 9.63 | 12572.22 |
| 2198 | 2014.04.09 02:55 | sell | 723 | 0.10 | 101.957 | 106.957 | 101.857 | ||
| 2199 | 2014.04.09 03:58 | modify | 723 | 0.10 | 101.957 | 101.907 | 101.857 | ||
| 2200 | 2014.04.09 04:00 | s/l | 723 | 0.10 | 101.907 | 101.907 | 101.857 | 4.91 | 12577.13 |
| 2201 | 2014.04.09 07:55 | sell | 724 | 0.10 | 102.039 | 107.039 | 101.939 | ||
| 2202 | 2014.04.09 09:03 | modify | 724 | 0.10 | 102.039 | 101.989 | 101.939 | ||
| 2203 | 2014.04.09 09:03 | s/l | 724 | 0.10 | 101.989 | 101.989 | 101.939 | 4.90 | 12582.03 |
| 2204 | 2014.04.09 09:45 | sell | 725 | 0.10 | 102.115 | 107.115 | 102.015 | ||
| 2205 | 2014.04.09 10:09 | modify | 725 | 0.10 | 102.115 | 102.065 | 102.015 | ||
| 2206 | 2014.04.09 10:09 | s/l | 725 | 0.10 | 102.065 | 102.065 | 102.015 | 4.90 | 12586.93 |
| 2207 | 2014.04.11 04:20 | sell | 726 | 0.10 | 101.618 | 106.618 | 101.518 | ||
| 2208 | 2014.04.11 05:26 | modify | 726 | 0.10 | 101.618 | 101.568 | 101.518 | ||
| 2209 | 2014.04.11 05:26 | s/l | 726 | 0.10 | 101.568 | 101.568 | 101.518 | 4.92 | 12591.85 |
| 2210 | 2014.05.05 16:55 | sell | 727 | 0.10 | 102.052 | 107.052 | 101.952 | ||
| 2211 | 2014.05.06 07:33 | modify | 727 | 0.10 | 102.052 | 102.002 | 101.952 | ||
| 2212 | 2014.05.06 07:38 | s/l | 727 | 0.10 | 102.002 | 102.002 | 101.952 | 4.90 | 12596.75 |
| 2213 | 2014.05.06 23:30 | sell | 728 | 0.10 | 101.674 | 106.674 | 101.574 | ||
| 2214 | 2014.05.07 03:43 | modify | 728 | 0.10 | 101.674 | 101.624 | 101.574 | ||
| 2215 | 2014.05.07 03:43 | s/l | 728 | 0.10 | 101.624 | 101.624 | 101.574 | 4.92 | 12601.67 |
| 2216 | 2014.05.22 10:10 | buy | 729 | 0.10 | 101.560 | 96.560 | 101.660 | ||
| 2217 | 2014.05.22 11:36 | modify | 729 | 0.10 | 101.560 | 101.610 | 101.660 | ||
| 2218 | 2014.05.22 11:36 | s/l | 729 | 0.10 | 101.610 | 101.610 | 101.660 | 4.92 | 12606.59 |
| 2219 | 2014.05.22 13:05 | buy | 730 | 0.10 | 101.479 | 96.479 | 101.579 | ||
| 2220 | 2014.05.22 13:25 | modify | 730 | 0.10 | 101.479 | 101.529 | 101.579 | ||
| 2221 | 2014.05.22 13:26 | s/l | 730 | 0.10 | 101.529 | 101.529 | 101.579 | 4.92 | 12611.51 |
| 2222 | 2014.08.07 00:55 | sell | 731 | 0.10 | 102.139 | 107.139 | 102.039 | ||
| 2223 | 2014.08.07 02:13 | modify | 731 | 0.10 | 102.139 | 102.089 | 102.039 | ||
| 2224 | 2014.08.07 02:13 | s/l | 731 | 0.10 | 102.089 | 102.089 | 102.039 | 4.90 | 12616.41 |
| 2225 | 2014.08.08 14:15 | sell | 732 | 0.10 | 101.929 | 106.929 | 101.829 | ||
| 2226 | 2014.08.08 15:53 | modify | 732 | 0.10 | 101.929 | 101.879 | 101.829 | ||
| 2227 | 2014.08.08 15:53 | s/l | 732 | 0.10 | 101.879 | 101.879 | 101.829 | 4.91 | 12621.32 |
| 2228 | 2014.08.20 15:35 | buy | 733 | 0.10 | 103.217 | 98.217 | 103.317 | ||
| 2229 | 2014.08.20 15:55 | modify | 733 | 0.10 | 103.217 | 103.267 | 103.317 | ||
| 2230 | 2014.08.20 15:56 | s/l | 733 | 0.10 | 103.267 | 103.267 | 103.317 | 4.84 | 12626.16 |
| 2231 | 2014.08.21 09:20 | buy | 734 | 0.10 | 103.779 | 98.779 | 103.879 | ||
| 2232 | 2014.08.21 11:12 | modify | 734 | 0.10 | 103.779 | 103.829 | 103.879 | ||
| 2233 | 2014.08.21 11:19 | t/p | 734 | 0.10 | 103.879 | 103.829 | 103.879 | 9.62 | 12635.78 |
| 2234 | 2014.08.21 13:40 | buy | 735 | 0.10 | 103.769 | 98.769 | 103.869 | ||
| 2235 | 2014.08.21 14:07 | modify | 735 | 0.10 | 103.769 | 103.819 | 103.869 | ||
| 2236 | 2014.08.21 14:07 | s/l | 735 | 0.10 | 103.819 | 103.819 | 103.869 | 4.82 | 12640.60 |
| 2237 | 2014.08.21 15:50 | buy | 736 | 0.10 | 103.737 | 98.737 | 103.837 | ||
| 2238 | 2014.08.21 17:00 | modify | 736 | 0.10 | 103.737 | 103.787 | 103.837 | ||
| 2239 | 2014.08.21 17:00 | s/l | 736 | 0.10 | 103.787 | 103.787 | 103.837 | 4.82 | 12645.42 |
| 2240 | 2014.08.21 17:10 | buy | 737 | 0.10 | 103.634 | 98.634 | 103.734 | ||
| 2241 | 2014.08.21 17:13 | modify | 737 | 0.10 | 103.634 | 103.684 | 103.734 | ||
| 2242 | 2014.08.21 17:13 | s/l | 737 | 0.10 | 103.684 | 103.684 | 103.734 | 4.82 | 12650.24 |
| 2243 | 2014.09.03 08:05 | buy | 738 | 0.10 | 105.092 | 100.092 | 105.192 | ||
| 2244 | 2014.09.03 09:11 | buy | 739 | 0.20 | 104.889 | 99.889 | 104.989 | ||
| 2245 | 2014.09.03 09:11 | modify | 739 | 0.20 | 104.889 | 99.889 | 104.957 | ||
| 2246 | 2014.09.03 09:11 | modify | 738 | 0.10 | 105.092 | 100.092 | 104.957 | ||
| 2247 | 2014.09.03 10:08 | t/p | 738 | 0.10 | 104.957 | 100.092 | 104.957 | -12.87 | 12637.37 |
| 2248 | 2014.09.03 10:08 | t/p | 739 | 0.20 | 104.957 | 99.889 | 104.957 | 12.96 | 12650.33 |
| 2249 | 2014.09.05 04:25 | buy | 740 | 0.10 | 105.293 | 100.293 | 105.393 | ||
| 2250 | 2014.09.05 04:28 | modify | 740 | 0.10 | 105.293 | 105.343 | 105.393 | ||