| 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 |
| 2251 | 2014.09.05 04:34 | t/p | 740 | 0.10 | 105.393 | 105.343 | 105.393 | 9.49 | 12659.82 |
| 2252 | 2014.09.09 13:30 | buy | 741 | 0.10 | 106.181 | 101.181 | 106.281 | ||
| 2253 | 2014.09.09 16:02 | modify | 741 | 0.10 | 106.181 | 106.231 | 106.281 | ||
| 2254 | 2014.09.09 16:04 | t/p | 741 | 0.10 | 106.281 | 106.231 | 106.281 | 9.41 | 12669.23 |
| 2255 | 2014.09.09 22:15 | buy | 742 | 0.10 | 106.284 | 101.284 | 106.384 | ||
| 2256 | 2014.09.09 22:50 | buy | 743 | 0.20 | 106.083 | 101.083 | 106.183 | ||
| 2257 | 2014.09.09 22:50 | modify | 743 | 0.20 | 106.083 | 101.083 | 106.150 | ||
| 2258 | 2014.09.09 22:50 | modify | 742 | 0.10 | 106.284 | 101.284 | 106.150 | ||
| 2259 | 2014.09.09 23:09 | t/p | 742 | 0.10 | 106.150 | 101.284 | 106.150 | -12.62 | 12656.61 |
| 2260 | 2014.09.09 23:09 | t/p | 743 | 0.20 | 106.150 | 101.083 | 106.150 | 12.62 | 12669.23 |
| 2261 | 2014.09.11 03:15 | buy | 744 | 0.10 | 106.723 | 101.723 | 106.823 | ||
| 2262 | 2014.09.11 03:54 | modify | 744 | 0.10 | 106.723 | 106.773 | 106.823 | ||
| 2263 | 2014.09.11 03:55 | s/l | 744 | 0.10 | 106.773 | 106.773 | 106.823 | 4.68 | 12673.91 |
| 2264 | 2014.09.11 04:35 | buy | 745 | 0.10 | 106.633 | 101.633 | 106.733 | ||
| 2265 | 2014.09.11 04:39 | modify | 745 | 0.10 | 106.633 | 106.683 | 106.733 | ||
| 2266 | 2014.09.11 04:40 | s/l | 745 | 0.10 | 106.683 | 106.683 | 106.733 | 4.69 | 12678.60 |
| 2267 | 2014.09.18 23:45 | buy | 746 | 0.10 | 108.648 | 103.648 | 108.748 | ||
| 2268 | 2014.09.19 00:09 | modify | 746 | 0.10 | 108.648 | 108.698 | 108.748 | ||
| 2269 | 2014.09.19 00:10 | s/l | 746 | 0.10 | 108.698 | 108.698 | 108.748 | 4.60 | 12683.20 |
| 2270 | 2014.09.19 11:55 | buy | 747 | 0.10 | 108.896 | 103.896 | 108.996 | ||
| 2271 | 2014.09.19 15:48 | buy | 748 | 0.20 | 108.694 | 103.694 | 108.794 | ||
| 2272 | 2014.09.19 15:48 | modify | 748 | 0.20 | 108.694 | 103.694 | 108.761 | ||
| 2273 | 2014.09.19 15:48 | modify | 747 | 0.10 | 108.896 | 103.896 | 108.761 | ||
| 2274 | 2014.09.19 16:09 | t/p | 747 | 0.10 | 108.761 | 103.896 | 108.761 | -12.41 | 12670.79 |
| 2275 | 2014.09.19 16:09 | t/p | 748 | 0.20 | 108.761 | 103.694 | 108.761 | 12.32 | 12683.11 |
| 2276 | 2014.09.25 15:45 | buy | 749 | 0.10 | 109.174 | 104.174 | 109.274 | ||
| 2277 | 2014.09.25 16:24 | modify | 749 | 0.10 | 109.174 | 109.224 | 109.274 | ||
| 2278 | 2014.09.25 16:24 | s/l | 749 | 0.10 | 109.224 | 109.224 | 109.274 | 4.58 | 12687.69 |
| 2279 | 2014.09.26 04:55 | sell | 750 | 0.10 | 108.714 | 113.714 | 108.614 | ||
| 2280 | 2014.09.26 05:27 | sell | 751 | 0.20 | 108.915 | 113.915 | 108.815 | ||
| 2281 | 2014.09.26 05:27 | modify | 751 | 0.20 | 108.915 | 113.915 | 108.848 | ||
| 2282 | 2014.09.26 05:27 | modify | 750 | 0.10 | 108.714 | 113.714 | 108.848 | ||
| 2283 | 2014.09.26 10:29 | t/p | 750 | 0.10 | 108.848 | 113.714 | 108.848 | -12.31 | 12675.38 |
| 2284 | 2014.09.26 10:29 | t/p | 751 | 0.20 | 108.848 | 113.915 | 108.848 | 12.31 | 12687.69 |
| 2285 | 2014.09.29 14:00 | buy | 752 | 0.10 | 109.445 | 104.445 | 109.545 | ||
| 2286 | 2014.09.29 15:55 | buy | 753 | 0.20 | 109.244 | 104.244 | 109.344 | ||
| 2287 | 2014.09.29 15:55 | modify | 753 | 0.20 | 109.244 | 104.244 | 109.311 | ||
| 2288 | 2014.09.29 15:55 | modify | 752 | 0.10 | 109.445 | 104.445 | 109.311 | ||
| 2289 | 2014.09.29 17:00 | t/p | 752 | 0.10 | 109.311 | 104.445 | 109.311 | -12.26 | 12675.43 |
| 2290 | 2014.09.29 17:00 | t/p | 753 | 0.20 | 109.311 | 104.244 | 109.311 | 12.25 | 12687.68 |
| 2291 | 2014.10.02 09:50 | sell | 754 | 0.10 | 108.918 | 113.918 | 108.818 | ||
| 2292 | 2014.10.02 09:55 | modify | 754 | 0.10 | 108.918 | 108.868 | 108.818 | ||
| 2293 | 2014.10.02 09:55 | s/l | 754 | 0.10 | 108.868 | 108.868 | 108.818 | 4.59 | 12692.27 |
| 2294 | 2014.10.02 15:10 | sell | 755 | 0.10 | 108.858 | 113.858 | 108.758 | ||
| 2295 | 2014.10.02 15:15 | modify | 755 | 0.10 | 108.858 | 108.808 | 108.758 | ||
| 2296 | 2014.10.02 15:15 | s/l | 755 | 0.10 | 108.808 | 108.808 | 108.758 | 4.60 | 12696.87 |
| 2297 | 2014.10.03 02:50 | sell | 756 | 0.10 | 108.522 | 113.522 | 108.422 | ||
| 2298 | 2014.10.03 03:52 | sell | 757 | 0.20 | 108.723 | 113.723 | 108.623 | ||
| 2299 | 2014.10.03 03:52 | modify | 757 | 0.20 | 108.723 | 113.723 | 108.656 | ||
| 2300 | 2014.10.03 03:52 | modify | 756 | 0.10 | 108.522 | 113.522 | 108.656 | ||
| 2301 | 2014.10.03 15:30 | sell | 758 | 0.40 | 109.127 | 114.127 | 109.027 | ||
| 2302 | 2014.10.03 15:30 | modify | 758 | 0.40 | 109.127 | 114.127 | 108.977 | ||
| 2303 | 2014.10.03 15:30 | modify | 757 | 0.20 | 108.723 | 113.723 | 108.977 | ||
| 2304 | 2014.10.03 15:30 | modify | 756 | 0.10 | 108.522 | 113.522 | 108.977 | ||
| 2305 | 2014.10.06 19:46 | t/p | 756 | 0.10 | 108.977 | 113.522 | 108.977 | -41.75 | 12655.12 |
| 2306 | 2014.10.06 19:46 | t/p | 757 | 0.20 | 108.977 | 113.723 | 108.977 | -46.62 | 12608.50 |
| 2307 | 2014.10.06 19:46 | t/p | 758 | 0.40 | 108.977 | 114.127 | 108.977 | 55.06 | 12663.56 |
| 2308 | 2014.10.07 02:35 | sell | 759 | 0.10 | 108.885 | 113.885 | 108.785 | ||
| 2309 | 2014.10.07 03:02 | modify | 759 | 0.10 | 108.885 | 108.835 | 108.785 | ||
| 2310 | 2014.10.07 03:02 | s/l | 759 | 0.10 | 108.835 | 108.835 | 108.785 | 4.59 | 12668.15 |
| 2311 | 2014.10.07 04:05 | sell | 760 | 0.10 | 108.980 | 113.980 | 108.880 | ||
| 2312 | 2014.10.07 04:24 | modify | 760 | 0.10 | 108.980 | 108.930 | 108.880 | ||
| 2313 | 2014.10.07 04:24 | s/l | 760 | 0.10 | 108.930 | 108.930 | 108.880 | 4.59 | 12672.74 |
| 2314 | 2014.10.07 04:35 | sell | 761 | 0.10 | 109.064 | 114.064 | 108.964 | ||
| 2315 | 2014.10.07 07:38 | modify | 761 | 0.10 | 109.064 | 109.014 | 108.964 | ||
| 2316 | 2014.10.07 07:38 | s/l | 761 | 0.10 | 109.014 | 109.014 | 108.964 | 4.59 | 12677.33 |
| 2317 | 2014.10.08 08:30 | sell | 762 | 0.10 | 108.493 | 113.493 | 108.393 | ||
| 2318 | 2014.10.08 08:43 | modify | 762 | 0.10 | 108.493 | 108.443 | 108.393 | ||
| 2319 | 2014.10.08 08:44 | s/l | 762 | 0.10 | 108.443 | 108.443 | 108.393 | 4.61 | 12681.94 |
| 2320 | 2014.10.09 18:10 | sell | 763 | 0.10 | 108.030 | 113.030 | 107.930 | ||
| 2321 | 2014.10.09 18:44 | modify | 763 | 0.10 | 108.030 | 107.980 | 107.930 | ||
| 2322 | 2014.10.09 18:45 | s/l | 763 | 0.10 | 107.980 | 107.980 | 107.930 | 4.63 | 12686.57 |
| 2323 | 2014.10.10 01:40 | sell | 764 | 0.10 | 107.958 | 112.958 | 107.858 | ||
| 2324 | 2014.10.10 01:53 | modify | 764 | 0.10 | 107.958 | 107.908 | 107.858 | ||
| 2325 | 2014.10.10 01:53 | s/l | 764 | 0.10 | 107.908 | 107.908 | 107.858 | 4.63 | 12691.20 |
| 2326 | 2014.10.16 17:10 | sell | 765 | 0.10 | 106.105 | 111.105 | 106.005 | ||
| 2327 | 2014.10.16 17:11 | modify | 765 | 0.10 | 106.105 | 106.055 | 106.005 | ||
| 2328 | 2014.10.16 17:12 | s/l | 765 | 0.10 | 106.055 | 106.055 | 106.005 | 4.71 | 12695.91 |
| 2329 | 2014.10.23 22:05 | buy | 766 | 0.10 | 108.097 | 103.097 | 108.197 | ||
| 2330 | 2014.10.23 22:16 | modify | 766 | 0.10 | 108.097 | 108.147 | 108.197 | ||
| 2331 | 2014.10.23 22:16 | s/l | 766 | 0.10 | 108.147 | 108.147 | 108.197 | 4.62 | 12700.53 |
| 2332 | 2014.10.24 03:30 | buy | 767 | 0.10 | 108.090 | 103.090 | 108.190 | ||
| 2333 | 2014.10.24 03:39 | buy | 768 | 0.20 | 107.889 | 102.889 | 107.989 | ||
| 2334 | 2014.10.24 03:39 | modify | 768 | 0.20 | 107.889 | 102.889 | 107.956 | ||
| 2335 | 2014.10.24 03:39 | modify | 767 | 0.10 | 108.090 | 103.090 | 107.956 | ||
| 2336 | 2014.10.24 03:49 | t/p | 767 | 0.10 | 107.956 | 103.090 | 107.956 | -12.41 | 12688.12 |
| 2337 | 2014.10.24 03:49 | t/p | 768 | 0.20 | 107.956 | 102.889 | 107.956 | 12.41 | 12700.53 |
| 2338 | 2014.10.24 03:50 | buy | 769 | 0.10 | 107.947 | 102.947 | 108.047 | ||
| 2339 | 2014.10.24 03:52 | modify | 769 | 0.10 | 107.947 | 107.997 | 108.047 | ||
| 2340 | 2014.10.24 03:52 | s/l | 769 | 0.10 | 107.997 | 107.997 | 108.047 | 4.63 | 12705.16 |
| 2341 | 2014.10.24 14:45 | buy | 770 | 0.10 | 107.981 | 102.981 | 108.081 | ||
| 2342 | 2014.10.24 15:33 | modify | 770 | 0.10 | 107.981 | 108.031 | 108.081 | ||
| 2343 | 2014.10.24 15:33 | s/l | 770 | 0.10 | 108.031 | 108.031 | 108.081 | 4.63 | 12709.79 |
| 2344 | 2014.10.24 17:05 | buy | 771 | 0.10 | 107.801 | 102.801 | 107.901 | ||
| 2345 | 2014.10.24 17:08 | modify | 771 | 0.10 | 107.801 | 107.851 | 107.901 | ||
| 2346 | 2014.10.24 17:08 | s/l | 771 | 0.10 | 107.851 | 107.851 | 107.901 | 4.64 | 12714.43 |
| 2347 | 2014.11.03 21:15 | buy | 772 | 0.10 | 113.757 | 108.757 | 113.857 | ||
| 2348 | 2014.11.03 21:23 | modify | 772 | 0.10 | 113.757 | 113.807 | 113.857 | ||
| 2349 | 2014.11.03 21:23 | s/l | 772 | 0.10 | 113.807 | 113.807 | 113.857 | 4.39 | 12718.82 |
| 2350 | 2014.11.03 21:35 | buy | 773 | 0.10 | 113.654 | 108.654 | 113.754 | ||
| 2351 | 2014.11.03 21:37 | modify | 773 | 0.10 | 113.654 | 113.704 | 113.754 | ||
| 2352 | 2014.11.03 21:37 | s/l | 773 | 0.10 | 113.704 | 113.704 | 113.754 | 4.40 | 12723.22 |
| 2353 | 2014.11.04 01:55 | buy | 774 | 0.10 | 113.646 | 108.646 | 113.746 | ||
| 2354 | 2014.11.04 01:59 | modify | 774 | 0.10 | 113.646 | 113.696 | 113.746 | ||
| 2355 | 2014.11.04 01:59 | s/l | 774 | 0.10 | 113.696 | 113.696 | 113.746 | 4.40 | 12727.62 |
| 2356 | 2014.11.04 02:05 | buy | 775 | 0.10 | 113.540 | 108.540 | 113.640 | ||
| 2357 | 2014.11.04 02:08 | modify | 775 | 0.10 | 113.540 | 113.590 | 113.640 | ||
| 2358 | 2014.11.04 02:09 | s/l | 775 | 0.10 | 113.590 | 113.590 | 113.640 | 4.40 | 12732.02 |
| 2359 | 2014.11.04 08:05 | buy | 776 | 0.10 | 113.325 | 108.325 | 113.425 | ||
| 2360 | 2014.11.04 08:18 | modify | 776 | 0.10 | 113.325 | 113.375 | 113.425 | ||
| 2361 | 2014.11.04 08:19 | s/l | 776 | 0.10 | 113.375 | 113.375 | 113.425 | 4.41 | 12736.43 |
| 2362 | 2014.11.04 11:55 | buy | 777 | 0.10 | 113.371 | 108.371 | 113.471 | ||
| 2363 | 2014.11.04 12:02 | modify | 777 | 0.10 | 113.371 | 113.421 | 113.471 | ||
| 2364 | 2014.11.04 12:02 | s/l | 777 | 0.10 | 113.421 | 113.421 | 113.471 | 4.41 | 12740.84 |
| 2365 | 2014.11.05 17:35 | buy | 778 | 0.10 | 114.470 | 109.470 | 114.570 | ||
| 2366 | 2014.11.05 17:38 | modify | 778 | 0.10 | 114.470 | 114.520 | 114.570 | ||
| 2367 | 2014.11.05 17:38 | s/l | 778 | 0.10 | 114.520 | 114.520 | 114.570 | 4.37 | 12745.21 |
| 2368 | 2014.11.11 15:25 | buy | 779 | 0.10 | 115.737 | 110.737 | 115.837 | ||
| 2369 | 2014.11.11 15:55 | modify | 779 | 0.10 | 115.737 | 115.787 | 115.837 | ||
| 2370 | 2014.11.11 15:55 | s/l | 779 | 0.10 | 115.787 | 115.787 | 115.837 | 4.32 | 12749.53 |
| 2371 | 2014.11.11 18:40 | buy | 780 | 0.10 | 115.499 | 110.499 | 115.599 | ||
| 2372 | 2014.11.11 18:43 | modify | 780 | 0.10 | 115.499 | 115.549 | 115.599 | ||
| 2373 | 2014.11.11 18:43 | s/l | 780 | 0.10 | 115.549 | 115.549 | 115.599 | 4.33 | 12753.86 |
| 2374 | 2014.11.14 19:15 | buy | 781 | 0.10 | 116.239 | 111.239 | 116.339 | ||
| 2375 | 2014.11.14 19:34 | modify | 781 | 0.10 | 116.239 | 116.289 | 116.339 | ||
| 2376 | 2014.11.14 19:35 | t/p | 781 | 0.10 | 116.339 | 116.289 | 116.339 | 8.60 | 12762.46 |
| 2377 | 2014.11.18 03:05 | buy | 782 | 0.10 | 116.522 | 111.522 | 116.622 | ||
| 2378 | 2014.11.18 03:11 | modify | 782 | 0.10 | 116.522 | 116.572 | 116.622 | ||
| 2379 | 2014.11.18 03:12 | s/l | 782 | 0.10 | 116.572 | 116.572 | 116.622 | 4.29 | 12766.75 |
| 2380 | 2014.11.19 21:20 | buy | 783 | 0.10 | 117.592 | 112.592 | 117.692 | ||
| 2381 | 2014.11.19 21:21 | modify | 783 | 0.10 | 117.592 | 117.642 | 117.692 | ||
| 2382 | 2014.11.19 21:21 | s/l | 783 | 0.10 | 117.642 | 117.642 | 117.692 | 4.25 | 12771.00 |
| 2383 | 2014.12.03 06:20 | buy | 784 | 0.10 | 119.168 | 114.168 | 119.268 | ||
| 2384 | 2014.12.03 06:22 | modify | 784 | 0.10 | 119.168 | 119.218 | 119.268 | ||
| 2385 | 2014.12.03 06:22 | s/l | 784 | 0.10 | 119.218 | 119.218 | 119.268 | 4.19 | 12775.19 |
| 2386 | 2014.12.04 15:40 | buy | 785 | 0.10 | 119.763 | 114.763 | 119.863 | ||
| 2387 | 2014.12.04 15:42 | modify | 785 | 0.10 | 119.763 | 119.813 | 119.863 | ||
| 2388 | 2014.12.04 15:42 | s/l | 785 | 0.10 | 119.813 | 119.813 | 119.863 | 4.17 | 12779.36 |
| 2389 | 2014.12.04 16:00 | buy | 786 | 0.10 | 119.723 | 114.723 | 119.823 | ||
| 2390 | 2014.12.04 16:03 | modify | 786 | 0.10 | 119.723 | 119.773 | 119.823 | ||
| 2391 | 2014.12.04 16:03 | s/l | 786 | 0.10 | 119.773 | 119.773 | 119.823 | 4.17 | 12783.53 |
| 2392 | 2014.12.09 22:15 | sell | 787 | 0.10 | 119.695 | 124.695 | 119.595 | ||
| 2393 | 2014.12.09 22:17 | modify | 787 | 0.10 | 119.695 | 119.645 | 119.595 | ||
| 2394 | 2014.12.09 22:17 | s/l | 787 | 0.10 | 119.645 | 119.645 | 119.595 | 4.18 | 12787.71 |
| 2395 | 2014.12.09 22:20 | sell | 788 | 0.10 | 119.695 | 124.695 | 119.595 | ||
| 2396 | 2014.12.09 22:34 | modify | 788 | 0.10 | 119.695 | 119.645 | 119.595 | ||
| 2397 | 2014.12.09 22:34 | s/l | 788 | 0.10 | 119.645 | 119.645 | 119.595 | 4.18 | 12791.89 |
| 2398 | 2014.12.10 03:40 | sell | 789 | 0.10 | 119.866 | 124.866 | 119.766 | ||
| 2399 | 2014.12.10 03:50 | modify | 789 | 0.10 | 119.866 | 119.816 | 119.766 | ||
| 2400 | 2014.12.10 03:51 | s/l | 789 | 0.10 | 119.816 | 119.816 | 119.766 | 4.17 | 12796.06 |