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 |
| 2551 | 2015.02.09 21:50 | buy | 840 | 0.10 | 118.357 | 113.357 | 118.457 | ||
| 2552 | 2015.02.09 21:53 | modify | 840 | 0.10 | 118.357 | 118.407 | 118.457 | ||
| 2553 | 2015.02.09 21:53 | s/l | 840 | 0.10 | 118.407 | 118.407 | 118.457 | 4.22 | 12990.81 |
| 2554 | 2015.02.09 21:55 | buy | 841 | 0.10 | 118.397 | 113.397 | 118.497 | ||
| 2555 | 2015.02.09 22:10 | modify | 841 | 0.10 | 118.397 | 118.447 | 118.497 | ||
| 2556 | 2015.02.09 22:10 | s/l | 841 | 0.10 | 118.447 | 118.447 | 118.497 | 4.22 | 12995.03 |
| 2557 | 2015.02.10 02:50 | buy | 842 | 0.10 | 118.475 | 113.475 | 118.575 | ||
| 2558 | 2015.02.10 03:31 | modify | 842 | 0.10 | 118.475 | 118.525 | 118.575 | ||
| 2559 | 2015.02.10 03:31 | s/l | 842 | 0.10 | 118.525 | 118.525 | 118.575 | 4.22 | 12999.25 |
| 2560 | 2015.02.11 02:05 | buy | 843 | 0.10 | 119.314 | 114.314 | 119.414 | ||
| 2561 | 2015.02.11 02:44 | modify | 843 | 0.10 | 119.314 | 119.364 | 119.414 | ||
| 2562 | 2015.02.11 02:44 | s/l | 843 | 0.10 | 119.364 | 119.364 | 119.414 | 4.19 | 13003.44 |
| 2563 | 2015.02.11 08:10 | buy | 844 | 0.10 | 119.470 | 114.470 | 119.570 | ||
| 2564 | 2015.02.11 08:28 | modify | 844 | 0.10 | 119.470 | 119.520 | 119.570 | ||
| 2565 | 2015.02.11 08:28 | s/l | 844 | 0.10 | 119.520 | 119.520 | 119.570 | 4.18 | 13007.62 |
| 2566 | 2015.02.12 10:30 | buy | 845 | 0.10 | 119.216 | 114.216 | 119.316 | ||
| 2567 | 2015.02.12 10:30 | buy | 846 | 0.20 | 119.012 | 114.012 | 119.112 | ||
| 2568 | 2015.02.12 10:30 | modify | 846 | 0.20 | 119.012 | 114.012 | 119.080 | ||
| 2569 | 2015.02.12 10:30 | modify | 845 | 0.10 | 119.216 | 114.216 | 119.080 | ||
| 2570 | 2015.02.12 10:31 | t/p | 845 | 0.10 | 119.080 | 114.216 | 119.080 | -11.42 | 12996.20 |
| 2571 | 2015.02.12 10:31 | t/p | 846 | 0.20 | 119.080 | 114.012 | 119.080 | 11.42 | 13007.62 |
| 2572 | 2015.02.18 00:50 | buy | 847 | 0.10 | 119.169 | 114.169 | 119.269 | ||
| 2573 | 2015.02.18 01:01 | modify | 847 | 0.10 | 119.169 | 119.219 | 119.269 | ||
| 2574 | 2015.02.18 01:01 | s/l | 847 | 0.10 | 119.219 | 119.219 | 119.269 | 4.19 | 13011.81 |
| 2575 | 2015.02.18 04:45 | buy | 848 | 0.10 | 119.154 | 114.154 | 119.254 | ||
| 2576 | 2015.02.18 04:49 | buy | 849 | 0.20 | 118.949 | 113.949 | 119.049 | ||
| 2577 | 2015.02.18 04:49 | modify | 849 | 0.20 | 118.949 | 113.949 | 119.017 | ||
| 2578 | 2015.02.18 04:49 | modify | 848 | 0.10 | 119.154 | 114.154 | 119.017 | ||
| 2579 | 2015.02.18 04:49 | t/p | 848 | 0.10 | 119.017 | 114.154 | 119.017 | -11.51 | 13000.30 |
| 2580 | 2015.02.18 04:49 | t/p | 849 | 0.20 | 119.017 | 113.949 | 119.017 | 11.42 | 13011.72 |
| 2581 | 2015.02.18 04:50 | buy | 850 | 0.10 | 119.032 | 114.032 | 119.132 | ||
| 2582 | 2015.02.18 04:50 | modify | 850 | 0.10 | 119.032 | 119.082 | 119.132 | ||
| 2583 | 2015.02.18 04:50 | s/l | 850 | 0.10 | 119.082 | 119.082 | 119.132 | 4.20 | 13015.92 |
| 2584 | 2015.02.18 15:45 | buy | 851 | 0.10 | 119.159 | 114.159 | 119.259 | ||
| 2585 | 2015.02.18 15:58 | modify | 851 | 0.10 | 119.159 | 119.209 | 119.259 | ||
| 2586 | 2015.02.18 15:58 | s/l | 851 | 0.10 | 119.209 | 119.209 | 119.259 | 4.19 | 13020.11 |
| 2587 | 2015.02.19 09:10 | sell | 852 | 0.10 | 118.772 | 123.772 | 118.672 | ||
| 2588 | 2015.02.19 09:16 | modify | 852 | 0.10 | 118.772 | 118.722 | 118.672 | ||
| 2589 | 2015.02.19 09:16 | s/l | 852 | 0.10 | 118.722 | 118.722 | 118.672 | 4.21 | 13024.32 |
| 2590 | 2015.02.19 11:55 | sell | 853 | 0.10 | 118.826 | 123.826 | 118.726 | ||
| 2591 | 2015.02.19 14:05 | sell | 854 | 0.20 | 119.027 | 124.027 | 118.927 | ||
| 2592 | 2015.02.19 14:05 | modify | 854 | 0.20 | 119.027 | 124.027 | 118.960 | ||
| 2593 | 2015.02.19 14:05 | modify | 853 | 0.10 | 118.826 | 123.826 | 118.960 | ||
| 2594 | 2015.02.19 14:12 | t/p | 853 | 0.10 | 118.960 | 123.826 | 118.960 | -11.27 | 13013.05 |
| 2595 | 2015.02.19 14:12 | t/p | 854 | 0.20 | 118.960 | 124.027 | 118.960 | 11.26 | 13024.31 |
| 2596 | 2015.02.23 15:25 | buy | 855 | 0.10 | 118.938 | 113.938 | 119.038 | ||
| 2597 | 2015.02.23 23:38 | buy | 856 | 0.20 | 118.736 | 113.736 | 118.836 | ||
| 2598 | 2015.02.23 23:38 | modify | 856 | 0.20 | 118.736 | 113.736 | 118.803 | ||
| 2599 | 2015.02.23 23:38 | modify | 855 | 0.10 | 118.938 | 113.938 | 118.803 | ||
| 2600 | 2015.02.23 23:59 | t/p | 855 | 0.10 | 118.803 | 113.938 | 118.803 | -11.36 | 13012.95 |
| 2601 | 2015.02.23 23:59 | t/p | 856 | 0.20 | 118.803 | 113.736 | 118.803 | 11.28 | 13024.23 |
| 2602 | 2015.02.24 01:30 | sell | 857 | 0.10 | 118.916 | 123.916 | 118.816 | ||
| 2603 | 2015.02.24 05:38 | sell | 858 | 0.20 | 119.117 | 124.117 | 119.017 | ||
| 2604 | 2015.02.24 05:38 | modify | 858 | 0.20 | 119.117 | 124.117 | 119.050 | ||
| 2605 | 2015.02.24 05:38 | modify | 857 | 0.10 | 118.916 | 123.916 | 119.050 | ||
| 2606 | 2015.02.24 06:02 | t/p | 857 | 0.10 | 119.050 | 123.916 | 119.050 | -11.25 | 13012.98 |
| 2607 | 2015.02.24 06:02 | t/p | 858 | 0.20 | 119.050 | 124.117 | 119.050 | 11.25 | 13024.23 |
| 2608 | 2015.02.24 17:25 | buy | 859 | 0.10 | 119.239 | 114.239 | 119.339 | ||
| 2609 | 2015.02.24 17:25 | modify | 859 | 0.10 | 119.239 | 119.289 | 119.339 | ||
| 2610 | 2015.02.24 17:25 | s/l | 859 | 0.10 | 119.289 | 119.289 | 119.339 | 4.19 | 13028.42 |
| 2611 | 2015.02.24 17:35 | buy | 860 | 0.10 | 119.176 | 114.176 | 119.276 | ||
| 2612 | 2015.02.24 17:41 | modify | 860 | 0.10 | 119.176 | 119.226 | 119.276 | ||
| 2613 | 2015.02.24 17:41 | s/l | 860 | 0.10 | 119.226 | 119.226 | 119.276 | 4.19 | 13032.61 |
| 2614 | 2015.02.24 17:55 | buy | 861 | 0.10 | 119.133 | 114.133 | 119.233 | ||
| 2615 | 2015.02.24 17:57 | modify | 861 | 0.10 | 119.133 | 119.183 | 119.233 | ||
| 2616 | 2015.02.24 17:57 | s/l | 861 | 0.10 | 119.183 | 119.183 | 119.233 | 4.20 | 13036.81 |
| 2617 | 2015.02.24 23:55 | sell | 862 | 0.10 | 118.973 | 123.973 | 118.873 | ||
| 2618 | 2015.02.25 00:00 | modify | 862 | 0.10 | 118.973 | 118.923 | 118.873 | ||
| 2619 | 2015.02.25 00:00 | s/l | 862 | 0.10 | 118.923 | 118.923 | 118.873 | 4.21 | 13041.02 |
| 2620 | 2015.02.25 08:25 | sell | 863 | 0.10 | 118.793 | 123.793 | 118.693 | ||
| 2621 | 2015.02.25 08:57 | modify | 863 | 0.10 | 118.793 | 118.743 | 118.693 | ||
| 2622 | 2015.02.25 08:57 | s/l | 863 | 0.10 | 118.743 | 118.743 | 118.693 | 4.21 | 13045.23 |
| 2623 | 2015.02.25 09:45 | sell | 864 | 0.10 | 118.850 | 123.850 | 118.750 | ||
| 2624 | 2015.02.25 10:33 | modify | 864 | 0.10 | 118.850 | 118.800 | 118.750 | ||
| 2625 | 2015.02.25 10:33 | s/l | 864 | 0.10 | 118.800 | 118.800 | 118.750 | 4.21 | 13049.44 |
| 2626 | 2015.02.25 15:10 | sell | 865 | 0.10 | 118.932 | 123.932 | 118.832 | ||
| 2627 | 2015.02.25 17:26 | modify | 865 | 0.10 | 118.932 | 118.882 | 118.832 | ||
| 2628 | 2015.02.25 17:30 | t/p | 865 | 0.10 | 118.832 | 118.882 | 118.832 | 8.42 | 13057.86 |
| 2629 | 2015.02.27 02:10 | buy | 866 | 0.10 | 119.270 | 114.270 | 119.370 | ||
| 2630 | 2015.02.27 03:02 | modify | 866 | 0.10 | 119.270 | 119.320 | 119.370 | ||
| 2631 | 2015.02.27 03:03 | s/l | 866 | 0.10 | 119.320 | 119.320 | 119.370 | 4.19 | 13062.05 |
| 2632 | 2015.02.27 06:55 | buy | 867 | 0.10 | 119.133 | 114.133 | 119.233 | ||
| 2633 | 2015.02.27 08:03 | modify | 867 | 0.10 | 119.133 | 119.183 | 119.233 | ||
| 2634 | 2015.02.27 08:03 | s/l | 867 | 0.10 | 119.183 | 119.183 | 119.233 | 4.19 | 13066.24 |
| 2635 | 2015.03.20 10:00 | sell | 868 | 0.10 | 120.806 | 125.806 | 120.706 | ||
| 2636 | 2015.03.20 10:35 | modify | 868 | 0.10 | 120.806 | 120.756 | 120.706 | ||
| 2637 | 2015.03.20 10:36 | s/l | 868 | 0.10 | 120.756 | 120.756 | 120.706 | 4.14 | 13070.38 |
| 2638 | 2015.03.24 03:20 | sell | 869 | 0.10 | 119.791 | 124.791 | 119.691 | ||
| 2639 | 2015.03.24 04:06 | modify | 869 | 0.10 | 119.791 | 119.741 | 119.691 | ||
| 2640 | 2015.03.24 04:06 | s/l | 869 | 0.10 | 119.741 | 119.741 | 119.691 | 4.18 | 13074.56 |
| 2641 | 2015.03.26 13:55 | sell | 870 | 0.10 | 118.742 | 123.742 | 118.642 | ||
| 2642 | 2015.03.26 14:05 | modify | 870 | 0.10 | 118.742 | 118.692 | 118.642 | ||
| 2643 | 2015.03.26 14:07 | s/l | 870 | 0.10 | 118.692 | 118.692 | 118.642 | 4.21 | 13078.77 |
| 2644 | 2015.03.26 15:45 | sell | 871 | 0.10 | 118.920 | 123.920 | 118.820 | ||
| 2645 | 2015.03.26 16:48 | sell | 872 | 0.20 | 119.121 | 124.121 | 119.021 | ||
| 2646 | 2015.03.26 16:48 | modify | 872 | 0.20 | 119.121 | 124.121 | 119.054 | ||
| 2647 | 2015.03.26 16:48 | modify | 871 | 0.10 | 118.920 | 123.920 | 119.054 | ||
| 2648 | 2015.03.26 18:28 | t/p | 871 | 0.10 | 119.054 | 123.920 | 119.054 | -11.26 | 13067.51 |
| 2649 | 2015.03.26 18:28 | t/p | 872 | 0.20 | 119.054 | 124.121 | 119.054 | 11.26 | 13078.77 |
| 2650 | 2015.04.01 21:05 | sell | 873 | 0.10 | 119.674 | 124.674 | 119.574 | ||
| 2651 | 2015.04.01 21:18 | modify | 873 | 0.10 | 119.674 | 119.624 | 119.574 | ||
| 2652 | 2015.04.01 21:18 | s/l | 873 | 0.10 | 119.624 | 119.624 | 119.574 | 4.18 | 13082.95 |
| 2653 | 2015.04.01 23:00 | sell | 874 | 0.10 | 119.691 | 124.691 | 119.591 | ||
| 2654 | 2015.04.02 00:27 | modify | 874 | 0.10 | 119.691 | 119.641 | 119.591 | ||
| 2655 | 2015.04.02 00:27 | s/l | 874 | 0.10 | 119.641 | 119.641 | 119.591 | 4.18 | 13087.13 |
| 2656 | 2015.04.02 15:35 | sell | 875 | 0.10 | 119.824 | 124.824 | 119.724 | ||
| 2657 | 2015.04.02 15:42 | modify | 875 | 0.10 | 119.824 | 119.774 | 119.724 | ||
| 2658 | 2015.04.02 15:42 | s/l | 875 | 0.10 | 119.774 | 119.774 | 119.724 | 4.17 | 13091.30 |
| 2659 | 2015.04.06 03:55 | sell | 876 | 0.10 | 119.029 | 124.029 | 118.929 | ||
| 2660 | 2015.04.06 06:54 | modify | 876 | 0.10 | 119.029 | 118.979 | 118.929 | ||
| 2661 | 2015.04.06 06:54 | s/l | 876 | 0.10 | 118.979 | 118.979 | 118.929 | 4.20 | 13095.50 |
| 2662 | 2015.04.06 19:25 | sell | 877 | 0.10 | 119.089 | 124.089 | 118.989 | ||
| 2663 | 2015.04.06 21:09 | sell | 878 | 0.20 | 119.290 | 124.290 | 119.190 | ||
| 2664 | 2015.04.06 21:09 | modify | 878 | 0.20 | 119.290 | 124.290 | 119.223 | ||
| 2665 | 2015.04.06 21:09 | modify | 877 | 0.10 | 119.089 | 124.089 | 119.223 | ||
| 2666 | 2015.04.07 10:17 | sell | 879 | 0.40 | 119.693 | 124.693 | 119.593 | ||
| 2667 | 2015.04.07 10:17 | modify | 879 | 0.40 | 119.693 | 124.693 | 119.543 | ||
| 2668 | 2015.04.07 10:17 | modify | 878 | 0.20 | 119.290 | 124.290 | 119.543 | ||
| 2669 | 2015.04.07 10:17 | modify | 877 | 0.10 | 119.089 | 124.089 | 119.543 | ||
| 2670 | 2015.04.09 20:02 | sell | 880 | 0.80 | 120.494 | 125.494 | 120.394 | ||
| 2671 | 2015.04.09 20:02 | modify | 880 | 0.80 | 120.494 | 125.494 | 120.344 | ||
| 2672 | 2015.04.09 20:02 | modify | 879 | 0.40 | 119.693 | 124.693 | 120.344 | ||
| 2673 | 2015.04.09 20:02 | modify | 878 | 0.20 | 119.290 | 124.290 | 120.344 | ||
| 2674 | 2015.04.09 20:02 | modify | 877 | 0.10 | 119.089 | 124.089 | 120.344 | ||
| 2675 | 2015.04.10 11:14 | t/p | 877 | 0.10 | 120.344 | 124.089 | 120.344 | -104.28 | 12991.22 |
| 2676 | 2015.04.10 11:14 | t/p | 878 | 0.20 | 120.344 | 124.290 | 120.344 | -175.16 | 12816.06 |
| 2677 | 2015.04.10 11:14 | t/p | 879 | 0.40 | 120.344 | 124.693 | 120.344 | -216.38 | 12599.68 |
| 2678 | 2015.04.10 11:14 | t/p | 880 | 0.80 | 120.344 | 125.494 | 120.344 | 99.71 | 12699.39 |
| 2679 | 2015.04.14 14:20 | sell | 881 | 0.10 | 119.895 | 124.895 | 119.795 | ||
| 2680 | 2015.04.14 14:33 | modify | 881 | 0.10 | 119.895 | 119.845 | 119.795 | ||
| 2681 | 2015.04.14 14:33 | s/l | 881 | 0.10 | 119.845 | 119.845 | 119.795 | 4.17 | 12703.56 |
| 2682 | 2015.04.15 03:05 | sell | 882 | 0.10 | 119.491 | 124.491 | 119.391 | ||
| 2683 | 2015.04.15 05:01 | sell | 883 | 0.20 | 119.693 | 124.693 | 119.593 | ||
| 2684 | 2015.04.15 05:01 | modify | 883 | 0.20 | 119.693 | 124.693 | 119.626 | ||
| 2685 | 2015.04.15 05:01 | modify | 882 | 0.10 | 119.491 | 124.491 | 119.626 | ||
| 2686 | 2015.04.15 05:07 | t/p | 882 | 0.10 | 119.626 | 124.491 | 119.626 | -11.29 | 12692.27 |
| 2687 | 2015.04.15 05:07 | t/p | 883 | 0.20 | 119.626 | 124.693 | 119.626 | 11.20 | 12703.47 |
| 2688 | 2015.04.15 07:05 | sell | 884 | 0.10 | 119.722 | 124.722 | 119.622 | ||
| 2689 | 2015.04.15 07:10 | modify | 884 | 0.10 | 119.722 | 119.672 | 119.622 | ||
| 2690 | 2015.04.15 07:10 | s/l | 884 | 0.10 | 119.672 | 119.672 | 119.622 | 4.18 | 12707.65 |
| 2691 | 2015.04.15 23:05 | sell | 885 | 0.10 | 119.215 | 124.215 | 119.115 | ||
| 2692 | 2015.04.15 23:16 | modify | 885 | 0.10 | 119.215 | 119.165 | 119.115 | ||
| 2693 | 2015.04.15 23:51 | s/l | 885 | 0.10 | 119.165 | 119.165 | 119.115 | 4.20 | 12711.85 |
| 2694 | 2015.04.16 06:00 | sell | 886 | 0.10 | 119.133 | 124.133 | 119.033 | ||
| 2695 | 2015.04.16 06:29 | modify | 886 | 0.10 | 119.133 | 119.083 | 119.033 | ||
| 2696 | 2015.04.16 06:29 | s/l | 886 | 0.10 | 119.083 | 119.083 | 119.033 | 4.20 | 12716.05 |
| 2697 | 2015.04.16 07:15 | sell | 887 | 0.10 | 119.229 | 124.229 | 119.129 | ||
| 2698 | 2015.04.16 10:19 | sell | 888 | 0.20 | 119.430 | 124.430 | 119.330 | ||
| 2699 | 2015.04.16 10:19 | modify | 888 | 0.20 | 119.430 | 124.430 | 119.363 | ||
| 2700 | 2015.04.16 10:19 | modify | 887 | 0.10 | 119.229 | 124.229 | 119.363 | ||