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 |
| 2701 | 2015.04.16 10:31 | t/p | 887 | 0.10 | 119.363 | 124.229 | 119.363 | -11.23 | 12704.82 |
| 2702 | 2015.04.16 10:31 | t/p | 888 | 0.20 | 119.363 | 124.430 | 119.363 | 11.23 | 12716.05 |
| 2703 | 2015.04.24 12:05 | sell | 889 | 0.10 | 119.528 | 124.528 | 119.428 | ||
| 2704 | 2015.04.24 12:36 | modify | 889 | 0.10 | 119.528 | 119.478 | 119.428 | ||
| 2705 | 2015.04.24 12:36 | s/l | 889 | 0.10 | 119.478 | 119.478 | 119.428 | 4.18 | 12720.23 |
| 2706 | 2015.04.30 21:50 | buy | 890 | 0.10 | 119.502 | 114.502 | 119.602 | ||
| 2707 | 2015.04.30 22:01 | buy | 891 | 0.20 | 119.301 | 114.301 | 119.401 | ||
| 2708 | 2015.04.30 22:01 | modify | 891 | 0.20 | 119.301 | 114.301 | 119.368 | ||
| 2709 | 2015.04.30 22:01 | modify | 890 | 0.10 | 119.502 | 114.502 | 119.368 | ||
| 2710 | 2015.04.30 22:15 | t/p | 890 | 0.10 | 119.368 | 114.502 | 119.368 | -11.23 | 12709.00 |
| 2711 | 2015.04.30 22:15 | t/p | 891 | 0.20 | 119.368 | 114.301 | 119.368 | 11.23 | 12720.23 |
| 2712 | 2015.04.30 22:20 | buy | 892 | 0.10 | 119.358 | 114.358 | 119.458 | ||
| 2713 | 2015.04.30 22:23 | modify | 892 | 0.10 | 119.358 | 119.408 | 119.458 | ||
| 2714 | 2015.04.30 22:23 | s/l | 892 | 0.10 | 119.408 | 119.408 | 119.458 | 4.19 | 12724.42 |
| 2715 | 2015.05.08 15:30 | buy | 893 | 0.10 | 119.840 | 114.840 | 119.940 | ||
| 2716 | 2015.05.08 15:30 | modify | 893 | 0.10 | 119.840 | 119.890 | 119.940 | ||
| 2717 | 2015.05.08 15:30 | t/p | 893 | 0.10 | 119.940 | 119.890 | 119.940 | 8.34 | 12732.76 |
| 2718 | 2015.05.13 23:10 | sell | 894 | 0.10 | 119.157 | 124.157 | 119.057 | ||
| 2719 | 2015.05.14 00:00 | modify | 894 | 0.10 | 119.157 | 119.107 | 119.057 | ||
| 2720 | 2015.05.14 00:00 | s/l | 894 | 0.10 | 119.107 | 119.107 | 119.057 | 4.19 | 12736.95 |
| 2721 | 2015.05.14 02:30 | sell | 895 | 0.10 | 119.222 | 124.222 | 119.122 | ||
| 2722 | 2015.05.14 02:54 | modify | 895 | 0.10 | 119.222 | 119.172 | 119.122 | ||
| 2723 | 2015.05.14 02:57 | s/l | 895 | 0.10 | 119.172 | 119.172 | 119.122 | 4.19 | 12741.14 |
| 2724 | 2015.05.14 03:35 | sell | 896 | 0.10 | 119.292 | 124.292 | 119.192 | ||
| 2725 | 2015.05.14 03:55 | modify | 896 | 0.10 | 119.292 | 119.242 | 119.192 | ||
| 2726 | 2015.05.14 03:55 | s/l | 896 | 0.10 | 119.242 | 119.242 | 119.192 | 4.19 | 12745.33 |
| 2727 | 2015.05.15 17:05 | buy | 897 | 0.10 | 119.524 | 114.524 | 119.624 | ||
| 2728 | 2015.05.15 17:18 | buy | 898 | 0.20 | 119.321 | 114.321 | 119.421 | ||
| 2729 | 2015.05.15 17:18 | modify | 898 | 0.20 | 119.321 | 114.321 | 119.389 | ||
| 2730 | 2015.05.15 17:18 | modify | 897 | 0.10 | 119.524 | 114.524 | 119.389 | ||
| 2731 | 2015.05.15 19:17 | t/p | 897 | 0.10 | 119.389 | 114.524 | 119.389 | -11.31 | 12734.02 |
| 2732 | 2015.05.15 19:17 | t/p | 898 | 0.20 | 119.389 | 114.321 | 119.389 | 11.39 | 12745.41 |
| 2733 | 2015.05.19 02:15 | buy | 899 | 0.10 | 119.904 | 114.904 | 120.004 | ||
| 2734 | 2015.05.19 04:48 | modify | 899 | 0.10 | 119.904 | 119.954 | 120.004 | ||
| 2735 | 2015.05.19 04:51 | s/l | 899 | 0.10 | 119.954 | 119.954 | 120.004 | 4.16 | 12749.57 |
| 2736 | 2015.06.10 13:40 | sell | 900 | 0.10 | 123.065 | 128.065 | 122.965 | ||
| 2737 | 2015.06.10 13:40 | sell | 901 | 0.20 | 123.266 | 128.266 | 123.166 | ||
| 2738 | 2015.06.10 13:40 | modify | 901 | 0.20 | 123.266 | 128.266 | 123.199 | ||
| 2739 | 2015.06.10 13:40 | modify | 900 | 0.10 | 123.065 | 128.065 | 123.199 | ||
| 2740 | 2015.06.10 13:41 | t/p | 900 | 0.10 | 123.199 | 128.065 | 123.199 | -10.88 | 12738.69 |
| 2741 | 2015.06.10 13:41 | t/p | 901 | 0.20 | 123.199 | 128.266 | 123.199 | 10.88 | 12749.57 |
| 2742 | 2015.06.10 13:45 | sell | 902 | 0.10 | 123.299 | 128.299 | 123.199 | ||
| 2743 | 2015.06.10 13:45 | modify | 902 | 0.10 | 123.299 | 123.249 | 123.199 | ||
| 2744 | 2015.06.10 13:45 | s/l | 902 | 0.10 | 123.249 | 123.249 | 123.199 | 4.06 | 12753.63 |
| 2745 | 2015.06.10 13:50 | sell | 903 | 0.10 | 123.282 | 128.282 | 123.182 | ||
| 2746 | 2015.06.10 13:50 | modify | 903 | 0.10 | 123.282 | 123.232 | 123.182 | ||
| 2747 | 2015.06.10 13:50 | s/l | 903 | 0.10 | 123.232 | 123.232 | 123.182 | 4.06 | 12757.69 |
| 2748 | 2015.06.10 13:55 | sell | 904 | 0.10 | 123.272 | 128.272 | 123.172 | ||
| 2749 | 2015.06.10 13:56 | modify | 904 | 0.10 | 123.272 | 123.222 | 123.172 | ||
| 2750 | 2015.06.10 13:56 | s/l | 904 | 0.10 | 123.222 | 123.222 | 123.172 | 4.06 | 12761.75 |
| 2751 | 2015.06.11 02:15 | sell | 905 | 0.10 | 122.832 | 127.832 | 122.732 | ||
| 2752 | 2015.06.11 03:23 | sell | 906 | 0.20 | 123.033 | 128.033 | 122.933 | ||
| 2753 | 2015.06.11 03:23 | modify | 906 | 0.20 | 123.033 | 128.033 | 122.966 | ||
| 2754 | 2015.06.11 03:23 | modify | 905 | 0.10 | 122.832 | 127.832 | 122.966 | ||
| 2755 | 2015.06.11 03:48 | t/p | 905 | 0.10 | 122.966 | 127.832 | 122.966 | -10.90 | 12750.85 |
| 2756 | 2015.06.11 03:48 | t/p | 906 | 0.20 | 122.966 | 128.033 | 122.966 | 10.90 | 12761.75 |
| 2757 | 2015.06.11 10:25 | sell | 907 | 0.10 | 123.390 | 128.390 | 123.290 | ||
| 2758 | 2015.06.11 11:37 | sell | 908 | 0.20 | 123.591 | 128.591 | 123.491 | ||
| 2759 | 2015.06.11 11:37 | modify | 908 | 0.20 | 123.591 | 128.591 | 123.524 | ||
| 2760 | 2015.06.11 11:37 | modify | 907 | 0.10 | 123.390 | 128.390 | 123.524 | ||
| 2761 | 2015.06.11 15:30 | sell | 909 | 0.40 | 123.992 | 128.992 | 123.892 | ||
| 2762 | 2015.06.11 15:30 | modify | 909 | 0.40 | 123.992 | 128.992 | 123.842 | ||
| 2763 | 2015.06.11 15:30 | modify | 908 | 0.20 | 123.591 | 128.591 | 123.842 | ||
| 2764 | 2015.06.11 15:30 | modify | 907 | 0.10 | 123.390 | 128.390 | 123.842 | ||
| 2765 | 2015.06.11 15:31 | t/p | 907 | 0.10 | 123.842 | 128.390 | 123.842 | -36.50 | 12725.25 |
| 2766 | 2015.06.11 15:31 | t/p | 908 | 0.20 | 123.842 | 128.591 | 123.842 | -40.54 | 12684.71 |
| 2767 | 2015.06.11 15:31 | t/p | 909 | 0.40 | 123.842 | 128.992 | 123.842 | 48.45 | 12733.16 |
| 2768 | 2015.06.19 02:25 | sell | 910 | 0.10 | 123.013 | 128.013 | 122.913 | ||
| 2769 | 2015.06.19 03:23 | modify | 910 | 0.10 | 123.013 | 122.963 | 122.913 | ||
| 2770 | 2015.06.19 03:23 | s/l | 910 | 0.10 | 122.963 | 122.963 | 122.913 | 4.06 | 12737.22 |
| 2771 | 2015.06.29 03:10 | sell | 911 | 0.10 | 123.026 | 128.026 | 122.926 | ||
| 2772 | 2015.06.29 03:11 | modify | 911 | 0.10 | 123.026 | 122.976 | 122.926 | ||
| 2773 | 2015.06.29 03:11 | s/l | 911 | 0.10 | 122.976 | 122.976 | 122.926 | 4.07 | 12741.29 |
| 2774 | 2015.06.30 02:30 | sell | 912 | 0.10 | 122.615 | 127.615 | 122.515 | ||
| 2775 | 2015.06.30 03:16 | modify | 912 | 0.10 | 122.615 | 122.565 | 122.515 | ||
| 2776 | 2015.06.30 03:16 | s/l | 912 | 0.10 | 122.565 | 122.565 | 122.515 | 4.08 | 12745.37 |
| 2777 | 2015.06.30 13:10 | sell | 913 | 0.10 | 122.548 | 127.548 | 122.448 | ||
| 2778 | 2015.06.30 13:18 | modify | 913 | 0.10 | 122.548 | 122.498 | 122.448 | ||
| 2779 | 2015.06.30 13:18 | s/l | 913 | 0.10 | 122.498 | 122.498 | 122.448 | 4.08 | 12749.45 |
| 2780 | 2015.06.30 15:05 | sell | 914 | 0.10 | 122.576 | 127.576 | 122.476 | ||
| 2781 | 2015.06.30 15:10 | modify | 914 | 0.10 | 122.576 | 122.526 | 122.476 | ||
| 2782 | 2015.06.30 15:12 | t/p | 914 | 0.10 | 122.476 | 122.526 | 122.476 | 8.16 | 12757.61 |
| 2783 | 2015.07.06 03:30 | sell | 915 | 0.10 | 122.580 | 127.580 | 122.480 | ||
| 2784 | 2015.07.06 03:52 | modify | 915 | 0.10 | 122.580 | 122.530 | 122.480 | ||
| 2785 | 2015.07.06 03:52 | s/l | 915 | 0.10 | 122.530 | 122.530 | 122.480 | 4.08 | 12761.69 |
| 2786 | 2015.07.09 03:00 | sell | 916 | 0.10 | 120.877 | 125.877 | 120.777 | ||
| 2787 | 2015.07.09 03:02 | modify | 916 | 0.10 | 120.877 | 120.827 | 120.777 | ||
| 2788 | 2015.07.09 03:02 | s/l | 916 | 0.10 | 120.827 | 120.827 | 120.777 | 4.14 | 12765.83 |
| 2789 | 2015.07.09 05:05 | sell | 917 | 0.10 | 121.105 | 126.105 | 121.005 | ||
| 2790 | 2015.07.09 05:33 | modify | 917 | 0.10 | 121.105 | 121.055 | 121.005 | ||
| 2791 | 2015.07.09 05:34 | s/l | 917 | 0.10 | 121.055 | 121.055 | 121.005 | 4.13 | 12769.96 |
| 2792 | 2015.07.09 07:55 | sell | 918 | 0.10 | 121.319 | 126.319 | 121.219 | ||
| 2793 | 2015.07.09 08:48 | sell | 919 | 0.20 | 121.520 | 126.520 | 121.420 | ||
| 2794 | 2015.07.09 08:48 | modify | 919 | 0.20 | 121.520 | 126.520 | 121.453 | ||
| 2795 | 2015.07.09 08:48 | modify | 918 | 0.10 | 121.319 | 126.319 | 121.453 | ||
| 2796 | 2015.07.09 09:05 | t/p | 918 | 0.10 | 121.453 | 126.319 | 121.453 | -11.03 | 12758.93 |
| 2797 | 2015.07.09 09:05 | t/p | 919 | 0.20 | 121.453 | 126.520 | 121.453 | 11.03 | 12769.96 |
| 2798 | 2015.07.28 02:10 | sell | 920 | 0.10 | 123.282 | 128.282 | 123.182 | ||
| 2799 | 2015.07.28 03:24 | modify | 920 | 0.10 | 123.282 | 123.232 | 123.182 | ||
| 2800 | 2015.07.28 03:25 | s/l | 920 | 0.10 | 123.232 | 123.232 | 123.182 | 4.06 | 12774.02 |
| 2801 | 2015.07.28 05:45 | sell | 921 | 0.10 | 123.310 | 128.310 | 123.210 | ||
| 2802 | 2015.07.28 06:51 | sell | 922 | 0.20 | 123.511 | 128.511 | 123.411 | ||
| 2803 | 2015.07.28 06:51 | modify | 922 | 0.20 | 123.511 | 128.511 | 123.444 | ||
| 2804 | 2015.07.28 06:51 | modify | 921 | 0.10 | 123.310 | 128.310 | 123.444 | ||
| 2805 | 2015.07.29 04:30 | t/p | 921 | 0.10 | 123.444 | 128.310 | 123.444 | -10.86 | 12763.16 |
| 2806 | 2015.07.29 04:30 | t/p | 922 | 0.20 | 123.444 | 128.511 | 123.444 | 10.86 | 12774.02 |
| 2807 | 2015.08.10 03:30 | sell | 923 | 0.10 | 124.390 | 129.390 | 124.290 | ||
| 2808 | 2015.08.10 04:21 | modify | 923 | 0.10 | 124.390 | 124.340 | 124.290 | ||
| 2809 | 2015.08.10 04:21 | s/l | 923 | 0.10 | 124.340 | 124.340 | 124.290 | 4.02 | 12778.04 |
| 2810 | 2015.08.12 20:35 | sell | 924 | 0.10 | 124.075 | 129.075 | 123.975 | ||
| 2811 | 2015.08.13 02:58 | sell | 925 | 0.20 | 124.276 | 129.276 | 124.176 | ||
| 2812 | 2015.08.13 02:58 | modify | 925 | 0.20 | 124.276 | 129.276 | 124.209 | ||
| 2813 | 2015.08.13 02:58 | modify | 924 | 0.10 | 124.075 | 129.075 | 124.209 | ||
| 2814 | 2015.08.13 04:18 | t/p | 924 | 0.10 | 124.209 | 129.075 | 124.209 | -10.79 | 12767.25 |
| 2815 | 2015.08.13 04:18 | t/p | 925 | 0.20 | 124.209 | 129.276 | 124.209 | 10.79 | 12778.04 |
| 2816 | 2015.08.13 15:45 | sell | 926 | 0.10 | 124.595 | 129.595 | 124.495 | ||
| 2817 | 2015.08.13 15:49 | modify | 926 | 0.10 | 124.595 | 124.545 | 124.495 | ||
| 2818 | 2015.08.13 15:49 | s/l | 926 | 0.10 | 124.545 | 124.545 | 124.495 | 4.01 | 12782.05 |
| 2819 | 2015.08.20 08:15 | sell | 927 | 0.10 | 124.027 | 129.027 | 123.927 | ||
| 2820 | 2015.08.20 08:34 | modify | 927 | 0.10 | 124.027 | 123.977 | 123.927 | ||
| 2821 | 2015.08.20 08:34 | s/l | 927 | 0.10 | 123.977 | 123.977 | 123.927 | 4.03 | 12786.08 |
| 2822 | 2015.08.21 12:40 | sell | 928 | 0.10 | 123.085 | 128.085 | 122.985 | ||
| 2823 | 2015.08.21 12:52 | modify | 928 | 0.10 | 123.085 | 123.035 | 122.985 | ||
| 2824 | 2015.08.21 12:52 | s/l | 928 | 0.10 | 123.035 | 123.035 | 122.985 | 4.06 | 12790.14 |
| 2825 | 2015.08.25 02:40 | sell | 929 | 0.10 | 118.840 | 123.840 | 118.740 | ||
| 2826 | 2015.08.25 02:48 | sell | 930 | 0.20 | 119.041 | 124.041 | 118.941 | ||
| 2827 | 2015.08.25 02:48 | modify | 930 | 0.20 | 119.041 | 124.041 | 118.974 | ||
| 2828 | 2015.08.25 02:48 | modify | 929 | 0.10 | 118.840 | 123.840 | 118.974 | ||
| 2829 | 2015.08.25 02:50 | t/p | 929 | 0.10 | 118.974 | 123.840 | 118.974 | -11.26 | 12778.88 |
| 2830 | 2015.08.25 02:50 | t/p | 930 | 0.20 | 118.974 | 124.041 | 118.974 | 11.26 | 12790.14 |
| 2831 | 2015.08.25 04:10 | sell | 931 | 0.10 | 119.332 | 124.332 | 119.232 | ||
| 2832 | 2015.08.25 04:10 | modify | 931 | 0.10 | 119.332 | 119.282 | 119.232 | ||
| 2833 | 2015.08.25 04:10 | s/l | 931 | 0.10 | 119.282 | 119.282 | 119.232 | 4.19 | 12794.33 |
| 2834 | 2015.08.25 04:15 | sell | 932 | 0.10 | 119.288 | 124.288 | 119.188 | ||
| 2835 | 2015.08.25 04:17 | sell | 933 | 0.20 | 119.489 | 124.489 | 119.389 | ||
| 2836 | 2015.08.25 04:17 | modify | 933 | 0.20 | 119.489 | 124.489 | 119.422 | ||
| 2837 | 2015.08.25 04:17 | modify | 932 | 0.10 | 119.288 | 124.288 | 119.422 | ||
| 2838 | 2015.08.25 04:17 | t/p | 932 | 0.10 | 119.422 | 124.288 | 119.422 | -11.22 | 12783.11 |
| 2839 | 2015.08.25 04:17 | t/p | 933 | 0.20 | 119.422 | 124.489 | 119.422 | 11.22 | 12794.33 |
| 2840 | 2015.08.25 04:20 | sell | 934 | 0.10 | 119.464 | 124.464 | 119.364 | ||
| 2841 | 2015.08.25 04:20 | modify | 934 | 0.10 | 119.464 | 119.414 | 119.364 | ||
| 2842 | 2015.08.25 04:20 | s/l | 934 | 0.10 | 119.414 | 119.414 | 119.364 | 4.19 | 12798.52 |
| 2843 | 2015.08.25 04:45 | sell | 935 | 0.10 | 119.673 | 124.673 | 119.573 | ||
| 2844 | 2015.08.25 04:50 | sell | 936 | 0.20 | 119.875 | 124.875 | 119.775 | ||
| 2845 | 2015.08.25 04:50 | modify | 936 | 0.20 | 119.875 | 124.875 | 119.808 | ||
| 2846 | 2015.08.25 04:50 | modify | 935 | 0.10 | 119.673 | 124.673 | 119.808 | ||
| 2847 | 2015.08.25 04:53 | t/p | 935 | 0.10 | 119.808 | 124.673 | 119.808 | -11.27 | 12787.25 |
| 2848 | 2015.08.25 04:53 | t/p | 936 | 0.20 | 119.808 | 124.875 | 119.808 | 11.18 | 12798.43 |
| 2849 | 2015.08.25 04:55 | sell | 937 | 0.10 | 119.861 | 124.861 | 119.761 | ||
| 2850 | 2015.08.25 04:57 | sell | 938 | 0.20 | 120.062 | 125.062 | 119.962 | ||