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 |
| 2401 | 2014.12.11 03:40 | sell | 790 | 0.10 | 118.170 | 123.170 | 118.070 | ||
| 2402 | 2014.12.11 04:14 | modify | 790 | 0.10 | 118.170 | 118.120 | 118.070 | ||
| 2403 | 2014.12.11 04:14 | t/p | 790 | 0.10 | 118.070 | 118.120 | 118.070 | 8.47 | 12804.53 |
| 2404 | 2014.12.11 11:30 | sell | 791 | 0.10 | 118.574 | 123.574 | 118.474 | ||
| 2405 | 2014.12.11 11:39 | sell | 792 | 0.20 | 118.775 | 123.775 | 118.675 | ||
| 2406 | 2014.12.11 11:39 | modify | 792 | 0.20 | 118.775 | 123.775 | 118.708 | ||
| 2407 | 2014.12.11 11:39 | modify | 791 | 0.10 | 118.574 | 123.574 | 118.708 | ||
| 2408 | 2014.12.11 11:44 | t/p | 791 | 0.10 | 118.708 | 123.574 | 118.708 | -11.29 | 12793.24 |
| 2409 | 2014.12.11 11:44 | t/p | 792 | 0.20 | 118.708 | 123.775 | 118.708 | 11.29 | 12804.53 |
| 2410 | 2014.12.11 11:45 | sell | 793 | 0.10 | 118.704 | 123.704 | 118.604 | ||
| 2411 | 2014.12.11 11:47 | modify | 793 | 0.10 | 118.704 | 118.654 | 118.604 | ||
| 2412 | 2014.12.11 11:47 | s/l | 793 | 0.10 | 118.654 | 118.654 | 118.604 | 4.21 | 12808.74 |
| 2413 | 2014.12.11 11:50 | sell | 794 | 0.10 | 118.703 | 123.703 | 118.603 | ||
| 2414 | 2014.12.11 12:02 | modify | 794 | 0.10 | 118.703 | 118.653 | 118.603 | ||
| 2415 | 2014.12.11 12:02 | s/l | 794 | 0.10 | 118.653 | 118.653 | 118.603 | 4.21 | 12812.95 |
| 2416 | 2014.12.15 03:20 | sell | 795 | 0.10 | 118.765 | 123.765 | 118.665 | ||
| 2417 | 2014.12.15 03:27 | modify | 795 | 0.10 | 118.765 | 118.715 | 118.665 | ||
| 2418 | 2014.12.15 03:27 | s/l | 795 | 0.10 | 118.715 | 118.715 | 118.665 | 4.21 | 12817.16 |
| 2419 | 2014.12.16 18:00 | sell | 796 | 0.10 | 117.192 | 122.192 | 117.092 | ||
| 2420 | 2014.12.16 18:02 | modify | 796 | 0.10 | 117.192 | 117.142 | 117.092 | ||
| 2421 | 2014.12.16 18:02 | t/p | 796 | 0.10 | 117.092 | 117.142 | 117.092 | 8.54 | 12825.70 |
| 2422 | 2014.12.16 18:20 | sell | 797 | 0.10 | 117.320 | 122.320 | 117.220 | ||
| 2423 | 2014.12.16 18:26 | sell | 798 | 0.20 | 117.523 | 122.523 | 117.423 | ||
| 2424 | 2014.12.16 18:26 | modify | 798 | 0.20 | 117.523 | 122.523 | 117.455 | ||
| 2425 | 2014.12.16 18:26 | modify | 797 | 0.10 | 117.320 | 122.320 | 117.455 | ||
| 2426 | 2014.12.16 18:38 | t/p | 797 | 0.10 | 117.455 | 122.320 | 117.455 | -11.49 | 12814.21 |
| 2427 | 2014.12.16 18:38 | t/p | 798 | 0.20 | 117.455 | 122.523 | 117.455 | 11.58 | 12825.79 |
| 2428 | 2014.12.17 02:15 | sell | 799 | 0.10 | 117.048 | 122.048 | 116.948 | ||
| 2429 | 2014.12.17 02:16 | modify | 799 | 0.10 | 117.048 | 116.998 | 116.948 | ||
| 2430 | 2014.12.17 02:16 | s/l | 799 | 0.10 | 116.998 | 116.998 | 116.948 | 4.27 | 12830.06 |
| 2431 | 2014.12.17 05:55 | sell | 800 | 0.10 | 117.003 | 122.003 | 116.903 | ||
| 2432 | 2014.12.17 05:55 | modify | 800 | 0.10 | 117.003 | 116.953 | 116.903 | ||
| 2433 | 2014.12.17 05:55 | s/l | 800 | 0.10 | 116.953 | 116.953 | 116.903 | 4.28 | 12834.34 |
| 2434 | 2014.12.17 06:20 | sell | 801 | 0.10 | 117.066 | 122.066 | 116.966 | ||
| 2435 | 2014.12.17 06:22 | modify | 801 | 0.10 | 117.066 | 117.016 | 116.966 | ||
| 2436 | 2014.12.17 06:22 | s/l | 801 | 0.10 | 117.016 | 117.016 | 116.966 | 4.27 | 12838.61 |
| 2437 | 2014.12.30 20:30 | sell | 802 | 0.10 | 119.588 | 124.588 | 119.488 | ||
| 2438 | 2014.12.30 20:32 | modify | 802 | 0.10 | 119.588 | 119.538 | 119.488 | ||
| 2439 | 2014.12.30 20:33 | s/l | 802 | 0.10 | 119.538 | 119.538 | 119.488 | 4.18 | 12842.79 |
| 2440 | 2014.12.31 07:00 | sell | 803 | 0.10 | 119.517 | 124.517 | 119.417 | ||
| 2441 | 2014.12.31 07:46 | sell | 804 | 0.20 | 119.718 | 124.718 | 119.618 | ||
| 2442 | 2014.12.31 07:46 | modify | 804 | 0.20 | 119.718 | 124.718 | 119.651 | ||
| 2443 | 2014.12.31 07:46 | modify | 803 | 0.10 | 119.517 | 124.517 | 119.651 | ||
| 2444 | 2014.12.31 08:14 | t/p | 803 | 0.10 | 119.651 | 124.517 | 119.651 | -11.20 | 12831.59 |
| 2445 | 2014.12.31 08:14 | t/p | 804 | 0.20 | 119.651 | 124.718 | 119.651 | 11.20 | 12842.79 |
| 2446 | 2015.01.06 10:05 | sell | 805 | 0.10 | 119.195 | 124.195 | 119.095 | ||
| 2447 | 2015.01.06 10:12 | modify | 805 | 0.10 | 119.195 | 119.145 | 119.095 | ||
| 2448 | 2015.01.06 10:14 | s/l | 805 | 0.10 | 119.145 | 119.145 | 119.095 | 4.20 | 12846.99 |
| 2449 | 2015.01.06 13:15 | sell | 806 | 0.10 | 119.109 | 124.109 | 119.009 | ||
| 2450 | 2015.01.06 13:36 | modify | 806 | 0.10 | 119.109 | 119.059 | 119.009 | ||
| 2451 | 2015.01.06 13:36 | s/l | 806 | 0.10 | 119.059 | 119.059 | 119.009 | 4.20 | 12851.19 |
| 2452 | 2015.01.06 13:55 | sell | 807 | 0.10 | 119.325 | 124.325 | 119.225 | ||
| 2453 | 2015.01.06 14:07 | modify | 807 | 0.10 | 119.325 | 119.275 | 119.225 | ||
| 2454 | 2015.01.06 14:07 | s/l | 807 | 0.10 | 119.275 | 119.275 | 119.225 | 4.19 | 12855.38 |
| 2455 | 2015.01.06 22:15 | sell | 808 | 0.10 | 118.739 | 123.739 | 118.639 | ||
| 2456 | 2015.01.06 22:20 | modify | 808 | 0.10 | 118.739 | 118.689 | 118.639 | ||
| 2457 | 2015.01.06 22:20 | s/l | 808 | 0.10 | 118.689 | 118.689 | 118.639 | 4.21 | 12859.59 |
| 2458 | 2015.01.07 02:15 | sell | 809 | 0.10 | 118.802 | 123.802 | 118.702 | ||
| 2459 | 2015.01.07 02:23 | modify | 809 | 0.10 | 118.802 | 118.752 | 118.702 | ||
| 2460 | 2015.01.07 02:23 | s/l | 809 | 0.10 | 118.752 | 118.752 | 118.702 | 4.21 | 12863.80 |
| 2461 | 2015.01.07 03:30 | sell | 810 | 0.10 | 118.946 | 123.946 | 118.846 | ||
| 2462 | 2015.01.07 03:35 | modify | 810 | 0.10 | 118.946 | 118.896 | 118.846 | ||
| 2463 | 2015.01.07 03:35 | s/l | 810 | 0.10 | 118.896 | 118.896 | 118.846 | 4.20 | 12868.00 |
| 2464 | 2015.01.07 04:05 | sell | 811 | 0.10 | 119.128 | 124.128 | 119.028 | ||
| 2465 | 2015.01.07 04:07 | modify | 811 | 0.10 | 119.128 | 119.078 | 119.028 | ||
| 2466 | 2015.01.07 04:07 | s/l | 811 | 0.10 | 119.078 | 119.078 | 119.028 | 4.20 | 12872.20 |
| 2467 | 2015.01.07 04:30 | sell | 812 | 0.10 | 119.145 | 124.145 | 119.045 | ||
| 2468 | 2015.01.07 04:36 | modify | 812 | 0.10 | 119.145 | 119.095 | 119.045 | ||
| 2469 | 2015.01.07 04:36 | s/l | 812 | 0.10 | 119.095 | 119.095 | 119.045 | 4.19 | 12876.39 |
| 2470 | 2015.01.12 04:25 | sell | 813 | 0.10 | 118.467 | 123.467 | 118.367 | ||
| 2471 | 2015.01.12 04:35 | modify | 813 | 0.10 | 118.467 | 118.417 | 118.367 | ||
| 2472 | 2015.01.12 04:36 | s/l | 813 | 0.10 | 118.417 | 118.417 | 118.367 | 4.22 | 12880.61 |
| 2473 | 2015.01.13 01:35 | sell | 814 | 0.10 | 118.449 | 123.449 | 118.349 | ||
| 2474 | 2015.01.13 01:50 | modify | 814 | 0.10 | 118.449 | 118.399 | 118.349 | ||
| 2475 | 2015.01.13 01:51 | t/p | 814 | 0.10 | 118.349 | 118.399 | 118.349 | 8.45 | 12889.06 |
| 2476 | 2015.01.13 06:35 | sell | 815 | 0.10 | 118.234 | 123.234 | 118.134 | ||
| 2477 | 2015.01.13 07:33 | sell | 816 | 0.20 | 118.439 | 123.439 | 118.339 | ||
| 2478 | 2015.01.13 07:33 | modify | 816 | 0.20 | 118.439 | 123.439 | 118.371 | ||
| 2479 | 2015.01.13 07:33 | modify | 815 | 0.10 | 118.234 | 123.234 | 118.371 | ||
| 2480 | 2015.01.13 09:22 | t/p | 815 | 0.10 | 118.371 | 123.234 | 118.371 | -11.57 | 12877.49 |
| 2481 | 2015.01.13 09:22 | t/p | 816 | 0.20 | 118.371 | 123.439 | 118.371 | 11.49 | 12888.98 |
| 2482 | 2015.01.14 19:50 | sell | 817 | 0.10 | 117.037 | 122.037 | 116.937 | ||
| 2483 | 2015.01.14 19:51 | modify | 817 | 0.10 | 117.037 | 116.987 | 116.937 | ||
| 2484 | 2015.01.14 19:51 | s/l | 817 | 0.10 | 116.987 | 116.987 | 116.937 | 4.27 | 12893.25 |
| 2485 | 2015.01.14 20:05 | sell | 818 | 0.10 | 117.090 | 122.090 | 116.990 | ||
| 2486 | 2015.01.14 20:08 | modify | 818 | 0.10 | 117.090 | 117.040 | 116.990 | ||
| 2487 | 2015.01.14 20:08 | s/l | 818 | 0.10 | 117.040 | 117.040 | 116.990 | 4.27 | 12897.52 |
| 2488 | 2015.01.14 21:20 | sell | 819 | 0.10 | 117.309 | 122.309 | 117.209 | ||
| 2489 | 2015.01.14 21:22 | modify | 819 | 0.10 | 117.309 | 117.259 | 117.209 | ||
| 2490 | 2015.01.14 21:22 | s/l | 819 | 0.10 | 117.259 | 117.259 | 117.209 | 4.26 | 12901.78 |
| 2491 | 2015.01.14 21:30 | sell | 820 | 0.10 | 117.350 | 122.350 | 117.250 | ||
| 2492 | 2015.01.14 21:34 | modify | 820 | 0.10 | 117.350 | 117.300 | 117.250 | ||
| 2493 | 2015.01.14 21:34 | s/l | 820 | 0.10 | 117.300 | 117.300 | 117.250 | 4.26 | 12906.04 |
| 2494 | 2015.01.15 16:15 | sell | 821 | 0.10 | 117.120 | 122.120 | 117.020 | ||
| 2495 | 2015.01.15 16:26 | modify | 821 | 0.10 | 117.120 | 117.070 | 117.020 | ||
| 2496 | 2015.01.15 16:26 | s/l | 821 | 0.10 | 117.070 | 117.070 | 117.020 | 4.27 | 12910.31 |
| 2497 | 2015.01.16 08:05 | sell | 822 | 0.10 | 116.629 | 121.629 | 116.529 | ||
| 2498 | 2015.01.16 08:11 | modify | 822 | 0.10 | 116.629 | 116.579 | 116.529 | ||
| 2499 | 2015.01.16 08:11 | s/l | 822 | 0.10 | 116.579 | 116.579 | 116.529 | 4.29 | 12914.60 |
| 2500 | 2015.01.22 15:50 | sell | 823 | 0.10 | 117.883 | 122.883 | 117.783 | ||
| 2501 | 2015.01.22 15:53 | modify | 823 | 0.10 | 117.883 | 117.833 | 117.783 | ||
| 2502 | 2015.01.22 15:53 | t/p | 823 | 0.10 | 117.783 | 117.833 | 117.783 | 8.49 | 12923.09 |
| 2503 | 2015.01.23 02:45 | buy | 824 | 0.10 | 118.412 | 113.412 | 118.512 | ||
| 2504 | 2015.01.23 02:52 | modify | 824 | 0.10 | 118.412 | 118.462 | 118.512 | ||
| 2505 | 2015.01.23 02:52 | s/l | 824 | 0.10 | 118.462 | 118.462 | 118.512 | 4.22 | 12927.31 |
| 2506 | 2015.01.27 04:10 | buy | 825 | 0.10 | 118.323 | 113.323 | 118.423 | ||
| 2507 | 2015.01.27 06:16 | buy | 826 | 0.20 | 118.121 | 113.121 | 118.221 | ||
| 2508 | 2015.01.27 06:16 | modify | 826 | 0.20 | 118.121 | 113.121 | 118.188 | ||
| 2509 | 2015.01.27 06:16 | modify | 825 | 0.10 | 118.323 | 113.323 | 118.188 | ||
| 2510 | 2015.01.27 06:22 | t/p | 825 | 0.10 | 118.188 | 113.323 | 118.188 | -11.42 | 12915.89 |
| 2511 | 2015.01.27 06:22 | t/p | 826 | 0.20 | 118.188 | 113.121 | 118.188 | 11.34 | 12927.23 |
| 2512 | 2015.01.27 19:30 | sell | 827 | 0.10 | 117.808 | 122.808 | 117.708 | ||
| 2513 | 2015.01.27 21:59 | modify | 827 | 0.10 | 117.808 | 117.758 | 117.708 | ||
| 2514 | 2015.01.27 22:00 | s/l | 827 | 0.10 | 117.758 | 117.758 | 117.708 | 4.24 | 12931.47 |
| 2515 | 2015.01.28 02:10 | sell | 828 | 0.10 | 117.995 | 122.995 | 117.895 | ||
| 2516 | 2015.01.28 02:22 | modify | 828 | 0.10 | 117.995 | 117.945 | 117.895 | ||
| 2517 | 2015.01.28 02:22 | s/l | 828 | 0.10 | 117.945 | 117.945 | 117.895 | 4.24 | 12935.71 |
| 2518 | 2015.01.28 03:35 | sell | 829 | 0.10 | 118.208 | 123.208 | 118.108 | ||
| 2519 | 2015.01.28 03:46 | modify | 829 | 0.10 | 118.208 | 118.158 | 118.108 | ||
| 2520 | 2015.01.28 03:46 | s/l | 829 | 0.10 | 118.158 | 118.158 | 118.108 | 4.23 | 12939.94 |
| 2521 | 2015.01.30 02:25 | buy | 830 | 0.10 | 118.183 | 113.183 | 118.283 | ||
| 2522 | 2015.01.30 02:40 | modify | 830 | 0.10 | 118.183 | 118.233 | 118.283 | ||
| 2523 | 2015.01.30 02:40 | s/l | 830 | 0.10 | 118.233 | 118.233 | 118.283 | 4.23 | 12944.17 |
| 2524 | 2015.02.02 04:00 | sell | 831 | 0.10 | 117.604 | 122.604 | 117.504 | ||
| 2525 | 2015.02.02 04:07 | modify | 831 | 0.10 | 117.604 | 117.554 | 117.504 | ||
| 2526 | 2015.02.02 04:07 | s/l | 831 | 0.10 | 117.554 | 117.554 | 117.504 | 4.25 | 12948.42 |
| 2527 | 2015.02.02 05:00 | sell | 832 | 0.10 | 117.779 | 122.779 | 117.679 | ||
| 2528 | 2015.02.02 05:20 | modify | 832 | 0.10 | 117.779 | 117.729 | 117.679 | ||
| 2529 | 2015.02.02 05:20 | s/l | 832 | 0.10 | 117.729 | 117.729 | 117.679 | 4.24 | 12952.66 |
| 2530 | 2015.02.03 05:40 | sell | 833 | 0.10 | 117.404 | 122.404 | 117.304 | ||
| 2531 | 2015.02.03 05:46 | modify | 833 | 0.10 | 117.404 | 117.354 | 117.304 | ||
| 2532 | 2015.02.03 05:48 | t/p | 833 | 0.10 | 117.304 | 117.354 | 117.304 | 8.52 | 12961.18 |
| 2533 | 2015.02.03 09:15 | sell | 834 | 0.10 | 117.259 | 122.259 | 117.159 | ||
| 2534 | 2015.02.03 09:24 | modify | 834 | 0.10 | 117.259 | 117.209 | 117.159 | ||
| 2535 | 2015.02.03 09:24 | s/l | 834 | 0.10 | 117.209 | 117.209 | 117.159 | 4.27 | 12965.45 |
| 2536 | 2015.02.03 10:55 | sell | 835 | 0.10 | 117.377 | 122.377 | 117.277 | ||
| 2537 | 2015.02.03 11:33 | modify | 835 | 0.10 | 117.377 | 117.327 | 117.277 | ||
| 2538 | 2015.02.03 11:33 | s/l | 835 | 0.10 | 117.327 | 117.327 | 117.277 | 4.26 | 12969.71 |
| 2539 | 2015.02.05 05:50 | sell | 836 | 0.10 | 117.410 | 122.410 | 117.310 | ||
| 2540 | 2015.02.05 05:59 | modify | 836 | 0.10 | 117.410 | 117.360 | 117.310 | ||
| 2541 | 2015.02.05 05:59 | s/l | 836 | 0.10 | 117.360 | 117.360 | 117.310 | 4.26 | 12973.97 |
| 2542 | 2015.02.09 01:50 | buy | 837 | 0.10 | 118.907 | 113.907 | 119.007 | ||
| 2543 | 2015.02.09 01:54 | modify | 837 | 0.10 | 118.907 | 118.957 | 119.007 | ||
| 2544 | 2015.02.09 01:54 | s/l | 837 | 0.10 | 118.957 | 118.957 | 119.007 | 4.20 | 12978.17 |
| 2545 | 2015.02.09 04:40 | buy | 838 | 0.10 | 118.744 | 113.744 | 118.844 | ||
| 2546 | 2015.02.09 05:31 | modify | 838 | 0.10 | 118.744 | 118.794 | 118.844 | ||
| 2547 | 2015.02.09 05:33 | s/l | 838 | 0.10 | 118.794 | 118.794 | 118.844 | 4.20 | 12982.37 |
| 2548 | 2015.02.09 21:25 | buy | 839 | 0.10 | 118.486 | 113.486 | 118.586 | ||
| 2549 | 2015.02.09 21:33 | modify | 839 | 0.10 | 118.486 | 118.536 | 118.586 | ||
| 2550 | 2015.02.09 21:33 | s/l | 839 | 0.10 | 118.536 | 118.536 | 118.586 | 4.22 | 12986.59 |