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 |
| 151 | 2010.03.10 19:48 | modify | 50 | 0.10 | 90.475 | 90.525 | 90.575 | ||
| 152 | 2010.03.10 19:52 | t/p | 50 | 0.10 | 90.575 | 90.525 | 90.575 | 11.04 | 10232.26 |
| 153 | 2010.03.11 01:40 | buy | 51 | 0.10 | 90.445 | 85.445 | 90.545 | ||
| 154 | 2010.03.11 02:06 | modify | 51 | 0.10 | 90.445 | 90.495 | 90.545 | ||
| 155 | 2010.03.11 02:06 | s/l | 51 | 0.10 | 90.495 | 90.495 | 90.545 | 5.52 | 10237.78 |
| 156 | 2010.03.11 04:05 | buy | 52 | 0.10 | 90.345 | 85.345 | 90.445 | ||
| 157 | 2010.03.11 07:36 | modify | 52 | 0.10 | 90.345 | 90.395 | 90.445 | ||
| 158 | 2010.03.11 07:37 | s/l | 52 | 0.10 | 90.395 | 90.395 | 90.445 | 5.53 | 10243.31 |
| 159 | 2010.03.23 02:10 | sell | 53 | 0.10 | 90.220 | 95.220 | 90.120 | ||
| 160 | 2010.03.23 10:47 | modify | 53 | 0.10 | 90.220 | 90.170 | 90.120 | ||
| 161 | 2010.03.23 10:47 | s/l | 53 | 0.10 | 90.170 | 90.170 | 90.120 | 5.55 | 10248.86 |
| 162 | 2010.03.25 03:10 | buy | 54 | 0.10 | 91.965 | 86.965 | 92.065 | ||
| 163 | 2010.03.25 04:23 | buy | 55 | 0.20 | 91.760 | 86.760 | 91.860 | ||
| 164 | 2010.03.25 04:23 | modify | 55 | 0.20 | 91.760 | 86.760 | 91.828 | ||
| 165 | 2010.03.25 04:23 | modify | 54 | 0.10 | 91.965 | 86.965 | 91.828 | ||
| 166 | 2010.03.25 05:06 | t/p | 54 | 0.10 | 91.828 | 86.965 | 91.828 | -14.92 | 10233.94 |
| 167 | 2010.03.25 05:06 | t/p | 55 | 0.20 | 91.828 | 86.760 | 91.828 | 14.81 | 10248.75 |
| 168 | 2010.03.25 10:10 | buy | 56 | 0.10 | 91.855 | 86.855 | 91.955 | ||
| 169 | 2010.03.25 10:14 | modify | 56 | 0.10 | 91.855 | 91.905 | 91.955 | ||
| 170 | 2010.03.25 10:14 | s/l | 56 | 0.10 | 91.905 | 91.905 | 91.955 | 5.44 | 10254.19 |
| 171 | 2010.03.26 02:30 | buy | 57 | 0.10 | 92.575 | 87.575 | 92.675 | ||
| 172 | 2010.03.26 07:44 | modify | 57 | 0.10 | 92.575 | 92.625 | 92.675 | ||
| 173 | 2010.03.26 07:44 | s/l | 57 | 0.10 | 92.625 | 92.625 | 92.675 | 5.40 | 10259.59 |
| 174 | 2010.03.26 09:45 | buy | 58 | 0.10 | 92.465 | 87.465 | 92.565 | ||
| 175 | 2010.03.26 10:10 | modify | 58 | 0.10 | 92.465 | 92.515 | 92.565 | ||
| 176 | 2010.03.26 10:15 | s/l | 58 | 0.10 | 92.515 | 92.515 | 92.565 | 5.41 | 10265.00 |
| 177 | 2010.03.31 09:05 | buy | 59 | 0.10 | 93.205 | 88.205 | 93.305 | ||
| 178 | 2010.03.31 09:15 | modify | 59 | 0.10 | 93.205 | 93.255 | 93.305 | ||
| 179 | 2010.03.31 09:15 | s/l | 59 | 0.10 | 93.255 | 93.255 | 93.305 | 5.36 | 10270.36 |
| 180 | 2010.03.31 15:20 | buy | 60 | 0.10 | 93.065 | 88.065 | 93.165 | ||
| 181 | 2010.03.31 15:38 | buy | 61 | 0.20 | 92.863 | 87.863 | 92.963 | ||
| 182 | 2010.03.31 15:38 | modify | 61 | 0.20 | 92.863 | 87.863 | 92.930 | ||
| 183 | 2010.03.31 15:38 | modify | 60 | 0.10 | 93.065 | 88.065 | 92.930 | ||
| 184 | 2010.03.31 15:48 | t/p | 60 | 0.10 | 92.930 | 88.065 | 92.930 | -14.53 | 10255.83 |
| 185 | 2010.03.31 15:48 | t/p | 61 | 0.20 | 92.930 | 87.863 | 92.930 | 14.42 | 10270.25 |
| 186 | 2010.04.05 03:15 | buy | 62 | 0.10 | 94.425 | 89.425 | 94.525 | ||
| 187 | 2010.04.05 09:09 | modify | 62 | 0.10 | 94.425 | 94.475 | 94.525 | ||
| 188 | 2010.04.05 09:17 | t/p | 62 | 0.10 | 94.525 | 94.475 | 94.525 | 10.58 | 10280.83 |
| 189 | 2010.04.08 09:15 | sell | 63 | 0.10 | 93.310 | 98.310 | 93.210 | ||
| 190 | 2010.04.08 09:24 | modify | 63 | 0.10 | 93.310 | 93.260 | 93.210 | ||
| 191 | 2010.04.08 09:24 | s/l | 63 | 0.10 | 93.260 | 93.260 | 93.210 | 5.36 | 10286.19 |
| 192 | 2010.04.08 19:50 | sell | 64 | 0.10 | 93.310 | 98.310 | 93.210 | ||
| 193 | 2010.04.08 19:53 | modify | 64 | 0.10 | 93.310 | 93.260 | 93.210 | ||
| 194 | 2010.04.08 19:53 | s/l | 64 | 0.10 | 93.260 | 93.260 | 93.210 | 5.36 | 10291.55 |
| 195 | 2010.04.13 10:15 | sell | 65 | 0.10 | 93.070 | 98.070 | 92.970 | ||
| 196 | 2010.04.13 10:33 | sell | 66 | 0.20 | 93.280 | 98.280 | 93.180 | ||
| 197 | 2010.04.13 10:33 | modify | 66 | 0.20 | 93.280 | 98.280 | 93.210 | ||
| 198 | 2010.04.13 10:33 | modify | 65 | 0.10 | 93.070 | 98.070 | 93.210 | ||
| 199 | 2010.04.13 11:01 | t/p | 65 | 0.10 | 93.210 | 98.070 | 93.210 | -15.02 | 10276.53 |
| 200 | 2010.04.13 11:01 | t/p | 66 | 0.20 | 93.210 | 98.280 | 93.210 | 15.02 | 10291.55 |
| 201 | 2010.04.13 17:55 | sell | 67 | 0.10 | 93.160 | 98.160 | 93.060 | ||
| 202 | 2010.04.13 18:00 | modify | 67 | 0.10 | 93.160 | 93.110 | 93.060 | ||
| 203 | 2010.04.13 18:00 | s/l | 67 | 0.10 | 93.110 | 93.110 | 93.060 | 5.37 | 10296.92 |
| 204 | 2010.04.13 18:05 | sell | 68 | 0.10 | 93.190 | 98.190 | 93.090 | ||
| 205 | 2010.04.13 18:47 | modify | 68 | 0.10 | 93.190 | 93.140 | 93.090 | ||
| 206 | 2010.04.13 18:47 | s/l | 68 | 0.10 | 93.140 | 93.140 | 93.090 | 5.37 | 10302.29 |
| 207 | 2010.04.16 13:10 | sell | 69 | 0.10 | 92.970 | 97.970 | 92.870 | ||
| 208 | 2010.04.16 13:15 | modify | 69 | 0.10 | 92.970 | 92.920 | 92.870 | ||
| 209 | 2010.04.16 13:16 | s/l | 69 | 0.10 | 92.920 | 92.920 | 92.870 | 5.38 | 10307.67 |
| 210 | 2010.04.16 13:20 | sell | 70 | 0.10 | 92.930 | 97.930 | 92.830 | ||
| 211 | 2010.04.16 13:20 | modify | 70 | 0.10 | 92.930 | 92.880 | 92.830 | ||
| 212 | 2010.04.16 13:20 | s/l | 70 | 0.10 | 92.880 | 92.880 | 92.830 | 5.39 | 10313.06 |
| 213 | 2010.04.19 03:30 | sell | 71 | 0.10 | 92.150 | 97.150 | 92.050 | ||
| 214 | 2010.04.19 03:38 | modify | 71 | 0.10 | 92.150 | 92.100 | 92.050 | ||
| 215 | 2010.04.19 03:39 | s/l | 71 | 0.10 | 92.100 | 92.100 | 92.050 | 5.43 | 10318.49 |
| 216 | 2010.04.19 15:50 | sell | 72 | 0.10 | 92.110 | 97.110 | 92.010 | ||
| 217 | 2010.04.19 16:25 | modify | 72 | 0.10 | 92.110 | 92.060 | 92.010 | ||
| 218 | 2010.04.19 16:25 | s/l | 72 | 0.10 | 92.060 | 92.060 | 92.010 | 5.43 | 10323.92 |
| 219 | 2010.04.19 17:15 | sell | 73 | 0.10 | 92.220 | 97.220 | 92.120 | ||
| 220 | 2010.04.19 18:50 | modify | 73 | 0.10 | 92.220 | 92.170 | 92.120 | ||
| 221 | 2010.04.19 18:51 | t/p | 73 | 0.10 | 92.120 | 92.170 | 92.120 | 10.85 | 10334.77 |
| 222 | 2010.04.23 21:10 | buy | 74 | 0.10 | 94.025 | 89.025 | 94.125 | ||
| 223 | 2010.04.23 21:21 | modify | 74 | 0.10 | 94.025 | 94.075 | 94.125 | ||
| 224 | 2010.04.23 21:22 | s/l | 74 | 0.10 | 94.075 | 94.075 | 94.125 | 5.31 | 10340.08 |
| 225 | 2010.05.03 21:45 | buy | 75 | 0.10 | 94.565 | 89.565 | 94.665 | ||
| 226 | 2010.05.03 21:53 | modify | 75 | 0.10 | 94.565 | 94.615 | 94.665 | ||
| 227 | 2010.05.03 21:53 | s/l | 75 | 0.10 | 94.615 | 94.615 | 94.665 | 5.28 | 10345.36 |
| 228 | 2010.05.03 23:25 | buy | 76 | 0.10 | 94.515 | 89.515 | 94.615 | ||
| 229 | 2010.05.04 00:39 | modify | 76 | 0.10 | 94.515 | 94.565 | 94.615 | ||
| 230 | 2010.05.04 00:40 | s/l | 76 | 0.10 | 94.565 | 94.565 | 94.615 | 5.29 | 10350.65 |
| 231 | 2010.05.04 10:30 | buy | 77 | 0.10 | 94.705 | 89.705 | 94.805 | ||
| 232 | 2010.05.04 10:46 | modify | 77 | 0.10 | 94.705 | 94.755 | 94.805 | ||
| 233 | 2010.05.04 10:47 | s/l | 77 | 0.10 | 94.755 | 94.755 | 94.805 | 5.28 | 10355.93 |
| 234 | 2010.05.04 12:20 | buy | 78 | 0.10 | 94.525 | 89.525 | 94.625 | ||
| 235 | 2010.05.04 12:22 | modify | 78 | 0.10 | 94.525 | 94.575 | 94.625 | ||
| 236 | 2010.05.04 12:24 | t/p | 78 | 0.10 | 94.625 | 94.575 | 94.625 | 10.57 | 10366.50 |
| 237 | 2010.05.06 12:00 | sell | 79 | 0.10 | 93.880 | 98.880 | 93.780 | ||
| 238 | 2010.05.06 12:09 | modify | 79 | 0.10 | 93.880 | 93.830 | 93.780 | ||
| 239 | 2010.05.06 12:09 | s/l | 79 | 0.10 | 93.830 | 93.830 | 93.780 | 5.33 | 10371.83 |
| 240 | 2010.05.07 02:45 | sell | 80 | 0.10 | 91.300 | 96.300 | 91.200 | ||
| 241 | 2010.05.07 02:46 | sell | 81 | 0.20 | 91.502 | 96.502 | 91.402 | ||
| 242 | 2010.05.07 02:46 | modify | 81 | 0.20 | 91.502 | 96.502 | 91.435 | ||
| 243 | 2010.05.07 02:46 | modify | 80 | 0.10 | 91.300 | 96.300 | 91.435 | ||
| 244 | 2010.05.07 02:46 | t/p | 80 | 0.10 | 91.435 | 96.300 | 91.435 | -14.76 | 10357.07 |
| 245 | 2010.05.07 02:46 | t/p | 81 | 0.20 | 91.435 | 96.502 | 91.435 | 14.66 | 10371.73 |
| 246 | 2010.05.07 02:50 | sell | 82 | 0.10 | 91.390 | 96.390 | 91.290 | ||
| 247 | 2010.05.07 02:50 | modify | 82 | 0.10 | 91.390 | 91.340 | 91.290 | ||
| 248 | 2010.05.07 02:51 | s/l | 82 | 0.10 | 91.340 | 91.340 | 91.290 | 5.47 | 10377.20 |
| 249 | 2010.05.07 02:55 | sell | 83 | 0.10 | 91.340 | 96.340 | 91.240 | ||
| 250 | 2010.05.07 02:55 | modify | 83 | 0.10 | 91.340 | 91.290 | 91.240 | ||
| 251 | 2010.05.07 02:55 | s/l | 83 | 0.10 | 91.290 | 91.290 | 91.240 | 5.48 | 10382.68 |
| 252 | 2010.05.07 03:00 | sell | 84 | 0.10 | 91.340 | 96.340 | 91.240 | ||
| 253 | 2010.05.07 03:00 | modify | 84 | 0.10 | 91.340 | 91.290 | 91.240 | ||
| 254 | 2010.05.07 03:00 | s/l | 84 | 0.10 | 91.290 | 91.290 | 91.240 | 5.48 | 10388.16 |
| 255 | 2010.05.07 05:50 | sell | 85 | 0.10 | 92.410 | 97.410 | 92.310 | ||
| 256 | 2010.05.07 05:51 | modify | 85 | 0.10 | 92.410 | 92.360 | 92.310 | ||
| 257 | 2010.05.07 05:51 | s/l | 85 | 0.10 | 92.360 | 92.360 | 92.310 | 5.41 | 10393.57 |
| 258 | 2010.05.07 05:55 | sell | 86 | 0.10 | 92.460 | 97.460 | 92.360 | ||
| 259 | 2010.05.07 06:00 | modify | 86 | 0.10 | 92.460 | 92.410 | 92.360 | ||
| 260 | 2010.05.07 06:00 | s/l | 86 | 0.10 | 92.410 | 92.410 | 92.360 | 5.41 | 10398.98 |
| 261 | 2010.05.10 00:05 | sell | 87 | 0.10 | 92.430 | 97.430 | 92.330 | ||
| 262 | 2010.05.10 00:05 | modify | 87 | 0.10 | 92.430 | 92.380 | 92.330 | ||
| 263 | 2010.05.10 00:05 | s/l | 87 | 0.10 | 92.380 | 92.380 | 92.330 | 5.41 | 10404.39 |
| 264 | 2010.05.10 00:10 | sell | 88 | 0.10 | 92.360 | 97.360 | 92.260 | ||
| 265 | 2010.05.10 00:12 | modify | 88 | 0.10 | 92.360 | 92.310 | 92.260 | ||
| 266 | 2010.05.10 00:12 | t/p | 88 | 0.10 | 92.260 | 92.310 | 92.260 | 10.84 | 10415.23 |
| 267 | 2010.05.10 00:15 | sell | 89 | 0.10 | 92.250 | 97.250 | 92.150 | ||
| 268 | 2010.05.10 00:28 | sell | 90 | 0.20 | 92.451 | 97.451 | 92.351 | ||
| 269 | 2010.05.10 00:28 | modify | 90 | 0.20 | 92.451 | 97.451 | 92.384 | ||
| 270 | 2010.05.10 00:28 | modify | 89 | 0.10 | 92.250 | 97.250 | 92.384 | ||
| 271 | 2010.05.10 00:29 | t/p | 89 | 0.10 | 92.384 | 97.250 | 92.384 | -14.50 | 10400.73 |
| 272 | 2010.05.10 00:29 | t/p | 90 | 0.20 | 92.384 | 97.451 | 92.384 | 14.50 | 10415.23 |
| 273 | 2010.05.13 20:20 | sell | 91 | 0.10 | 92.920 | 97.920 | 92.820 | ||
| 274 | 2010.05.13 20:33 | modify | 91 | 0.10 | 92.920 | 92.870 | 92.820 | ||
| 275 | 2010.05.13 20:33 | s/l | 91 | 0.10 | 92.870 | 92.870 | 92.820 | 5.39 | 10420.62 |
| 276 | 2010.05.14 14:45 | sell | 92 | 0.10 | 92.630 | 97.630 | 92.530 | ||
| 277 | 2010.05.14 14:50 | modify | 92 | 0.10 | 92.630 | 92.580 | 92.530 | ||
| 278 | 2010.05.14 14:50 | s/l | 92 | 0.10 | 92.580 | 92.580 | 92.530 | 5.40 | 10426.02 |
| 279 | 2010.05.14 23:00 | sell | 93 | 0.10 | 92.320 | 97.320 | 92.220 | ||
| 280 | 2010.05.17 00:00 | modify | 93 | 0.10 | 92.320 | 92.270 | 92.220 | ||
| 281 | 2010.05.17 00:04 | s/l | 93 | 0.10 | 92.270 | 92.270 | 92.220 | 5.42 | 10431.44 |
| 282 | 2010.05.17 01:05 | sell | 94 | 0.10 | 92.380 | 97.380 | 92.280 | ||
| 283 | 2010.05.17 01:10 | modify | 94 | 0.10 | 92.380 | 92.330 | 92.280 | ||
| 284 | 2010.05.17 01:10 | s/l | 94 | 0.10 | 92.330 | 92.330 | 92.280 | 5.42 | 10436.86 |
| 285 | 2010.05.19 06:20 | sell | 95 | 0.10 | 92.010 | 97.010 | 91.910 | ||
| 286 | 2010.05.19 06:54 | modify | 95 | 0.10 | 92.010 | 91.960 | 91.910 | ||
| 287 | 2010.05.19 06:54 | s/l | 95 | 0.10 | 91.960 | 91.960 | 91.910 | 5.43 | 10442.29 |
| 288 | 2010.05.19 15:15 | sell | 96 | 0.10 | 91.660 | 96.660 | 91.560 | ||
| 289 | 2010.05.19 15:15 | modify | 96 | 0.10 | 91.660 | 91.610 | 91.560 | ||
| 290 | 2010.05.19 15:15 | s/l | 96 | 0.10 | 91.610 | 91.610 | 91.560 | 5.46 | 10447.75 |
| 291 | 2010.05.19 15:20 | sell | 97 | 0.10 | 91.670 | 96.670 | 91.570 | ||
| 292 | 2010.05.19 15:28 | modify | 97 | 0.10 | 91.670 | 91.620 | 91.570 | ||
| 293 | 2010.05.19 15:28 | s/l | 97 | 0.10 | 91.620 | 91.620 | 91.570 | 5.46 | 10453.21 |
| 294 | 2010.05.21 02:55 | sell | 98 | 0.10 | 89.930 | 94.930 | 89.830 | ||
| 295 | 2010.05.21 02:55 | modify | 98 | 0.10 | 89.930 | 89.880 | 89.830 | ||
| 296 | 2010.05.21 02:56 | s/l | 98 | 0.10 | 89.880 | 89.880 | 89.830 | 5.57 | 10458.78 |
| 297 | 2010.05.21 03:05 | sell | 99 | 0.10 | 89.870 | 94.870 | 89.770 | ||
| 298 | 2010.05.21 03:05 | modify | 99 | 0.10 | 89.870 | 89.820 | 89.770 | ||
| 299 | 2010.05.21 03:05 | s/l | 99 | 0.10 | 89.820 | 89.820 | 89.770 | 5.57 | 10464.35 |
| 300 | 2010.05.21 03:15 | sell | 100 | 0.10 | 90.090 | 95.090 | 89.990 | ||