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 |
| 2851 | 2015.08.25 04:57 | modify | 938 | 0.20 | 120.062 | 125.062 | 119.995 | ||
| 2852 | 2015.08.25 04:57 | modify | 937 | 0.10 | 119.861 | 124.861 | 119.995 | ||
| 2853 | 2015.08.25 04:58 | t/p | 937 | 0.10 | 119.995 | 124.861 | 119.995 | -11.17 | 12787.26 |
| 2854 | 2015.08.25 04:58 | t/p | 938 | 0.20 | 119.995 | 125.062 | 119.995 | 11.17 | 12798.43 |
| 2855 | 2015.08.25 05:00 | sell | 939 | 0.10 | 119.942 | 124.942 | 119.842 | ||
| 2856 | 2015.08.25 05:00 | modify | 939 | 0.10 | 119.942 | 119.892 | 119.842 | ||
| 2857 | 2015.08.25 05:00 | t/p | 939 | 0.10 | 119.842 | 119.892 | 119.842 | 8.34 | 12806.77 |
| 2858 | 2015.08.25 11:05 | sell | 940 | 0.10 | 119.791 | 124.791 | 119.691 | ||
| 2859 | 2015.08.25 11:06 | modify | 940 | 0.10 | 119.791 | 119.741 | 119.691 | ||
| 2860 | 2015.08.25 11:06 | s/l | 940 | 0.10 | 119.741 | 119.741 | 119.691 | 4.18 | 12810.95 |
| 2861 | 2015.08.25 13:35 | sell | 941 | 0.10 | 120.012 | 125.012 | 119.912 | ||
| 2862 | 2015.08.25 13:46 | sell | 942 | 0.20 | 120.214 | 125.214 | 120.114 | ||
| 2863 | 2015.08.25 13:46 | modify | 942 | 0.20 | 120.214 | 125.214 | 120.147 | ||
| 2864 | 2015.08.25 13:46 | modify | 941 | 0.10 | 120.012 | 125.012 | 120.147 | ||
| 2865 | 2015.08.25 13:55 | t/p | 941 | 0.10 | 120.147 | 125.012 | 120.147 | -11.23 | 12799.72 |
| 2866 | 2015.08.25 13:55 | t/p | 942 | 0.20 | 120.147 | 125.214 | 120.147 | 11.15 | 12810.87 |
| 2867 | 2015.08.26 06:25 | sell | 943 | 0.10 | 119.318 | 124.318 | 119.218 | ||
| 2868 | 2015.08.26 06:43 | modify | 943 | 0.10 | 119.318 | 119.268 | 119.218 | ||
| 2869 | 2015.08.26 06:43 | t/p | 943 | 0.10 | 119.218 | 119.268 | 119.218 | 8.39 | 12819.26 |
| 2870 | 2015.09.01 13:35 | sell | 944 | 0.10 | 120.238 | 125.238 | 120.138 | ||
| 2871 | 2015.09.01 13:36 | modify | 944 | 0.10 | 120.238 | 120.188 | 120.138 | ||
| 2872 | 2015.09.01 13:36 | t/p | 944 | 0.10 | 120.138 | 120.188 | 120.138 | 8.32 | 12827.58 |
| 2873 | 2015.09.02 03:05 | sell | 945 | 0.10 | 119.874 | 124.874 | 119.774 | ||
| 2874 | 2015.09.02 03:12 | sell | 946 | 0.20 | 120.078 | 125.078 | 119.978 | ||
| 2875 | 2015.09.02 03:12 | modify | 946 | 0.20 | 120.078 | 125.078 | 120.010 | ||
| 2876 | 2015.09.02 03:12 | modify | 945 | 0.10 | 119.874 | 124.874 | 120.010 | ||
| 2877 | 2015.09.02 05:43 | t/p | 945 | 0.10 | 120.010 | 124.874 | 120.010 | -11.33 | 12816.25 |
| 2878 | 2015.09.02 05:43 | t/p | 946 | 0.20 | 120.010 | 125.078 | 120.010 | 11.33 | 12827.58 |
| 2879 | 2015.09.02 13:05 | sell | 947 | 0.10 | 120.130 | 125.130 | 120.030 | ||
| 2880 | 2015.09.02 13:07 | modify | 947 | 0.10 | 120.130 | 120.080 | 120.030 | ||
| 2881 | 2015.09.02 13:07 | s/l | 947 | 0.10 | 120.080 | 120.080 | 120.030 | 4.16 | 12831.74 |
| 2882 | 2015.09.07 01:20 | sell | 948 | 0.10 | 119.053 | 124.053 | 118.953 | ||
| 2883 | 2015.09.07 03:02 | sell | 949 | 0.20 | 119.255 | 124.255 | 119.155 | ||
| 2884 | 2015.09.07 03:02 | modify | 949 | 0.20 | 119.255 | 124.255 | 119.188 | ||
| 2885 | 2015.09.07 03:02 | modify | 948 | 0.10 | 119.053 | 124.053 | 119.188 | ||
| 2886 | 2015.09.07 03:13 | t/p | 948 | 0.10 | 119.188 | 124.053 | 119.188 | -11.33 | 12820.41 |
| 2887 | 2015.09.07 03:13 | t/p | 949 | 0.20 | 119.188 | 124.255 | 119.188 | 11.24 | 12831.65 |
| 2888 | 2015.09.07 04:35 | sell | 950 | 0.10 | 119.414 | 124.414 | 119.314 | ||
| 2889 | 2015.09.07 05:03 | modify | 950 | 0.10 | 119.414 | 119.364 | 119.314 | ||
| 2890 | 2015.09.07 05:03 | s/l | 950 | 0.10 | 119.364 | 119.364 | 119.314 | 4.19 | 12835.84 |
| 2891 | 2015.09.15 13:50 | sell | 951 | 0.10 | 119.735 | 124.735 | 119.635 | ||
| 2892 | 2015.09.15 13:56 | modify | 951 | 0.10 | 119.735 | 119.685 | 119.635 | ||
| 2893 | 2015.09.15 13:56 | s/l | 951 | 0.10 | 119.685 | 119.685 | 119.635 | 4.18 | 12840.02 |
| 2894 | 2015.09.15 15:50 | sell | 952 | 0.10 | 119.791 | 124.791 | 119.691 | ||
| 2895 | 2015.09.15 17:34 | sell | 953 | 0.20 | 119.992 | 124.992 | 119.892 | ||
| 2896 | 2015.09.15 17:34 | modify | 953 | 0.20 | 119.992 | 124.992 | 119.925 | ||
| 2897 | 2015.09.15 17:34 | modify | 952 | 0.10 | 119.791 | 124.791 | 119.925 | ||
| 2898 | 2015.09.15 19:17 | sell | 954 | 0.40 | 120.393 | 125.393 | 120.293 | ||
| 2899 | 2015.09.15 19:17 | modify | 954 | 0.40 | 120.393 | 125.393 | 120.243 | ||
| 2900 | 2015.09.15 19:17 | modify | 953 | 0.20 | 119.992 | 124.992 | 120.243 | ||
| 2901 | 2015.09.15 19:17 | modify | 952 | 0.10 | 119.791 | 124.791 | 120.243 | ||
| 2902 | 2015.09.16 04:46 | t/p | 952 | 0.10 | 120.243 | 124.791 | 120.243 | -37.59 | 12802.43 |
| 2903 | 2015.09.16 04:46 | t/p | 953 | 0.20 | 120.243 | 124.992 | 120.243 | -41.75 | 12760.68 |
| 2904 | 2015.09.16 04:46 | t/p | 954 | 0.40 | 120.243 | 125.393 | 120.243 | 49.90 | 12810.58 |
| 2905 | 2015.09.23 04:50 | buy | 955 | 0.10 | 119.951 | 114.951 | 120.051 | ||
| 2906 | 2015.09.23 05:32 | buy | 956 | 0.20 | 119.750 | 114.750 | 119.850 | ||
| 2907 | 2015.09.23 05:32 | modify | 956 | 0.20 | 119.750 | 114.750 | 119.817 | ||
| 2908 | 2015.09.23 05:32 | modify | 955 | 0.10 | 119.951 | 114.951 | 119.817 | ||
| 2909 | 2015.09.23 05:49 | t/p | 955 | 0.10 | 119.817 | 114.951 | 119.817 | -11.18 | 12799.40 |
| 2910 | 2015.09.23 05:49 | t/p | 956 | 0.20 | 119.817 | 114.750 | 119.817 | 11.18 | 12810.58 |
| 2911 | 2015.09.24 19:05 | sell | 957 | 0.10 | 119.651 | 124.651 | 119.551 | ||
| 2912 | 2015.09.24 19:58 | modify | 957 | 0.10 | 119.651 | 119.601 | 119.551 | ||
| 2913 | 2015.09.24 19:58 | s/l | 957 | 0.10 | 119.601 | 119.601 | 119.551 | 4.18 | 12814.76 |
| 2914 | 2015.09.29 10:30 | sell | 958 | 0.10 | 119.708 | 124.708 | 119.608 | ||
| 2915 | 2015.09.29 10:40 | modify | 958 | 0.10 | 119.708 | 119.658 | 119.608 | ||
| 2916 | 2015.09.29 10:40 | s/l | 958 | 0.10 | 119.658 | 119.658 | 119.608 | 4.18 | 12818.94 |
| 2917 | 2015.10.15 03:35 | sell | 959 | 0.10 | 119.007 | 124.007 | 118.907 | ||
| 2918 | 2015.10.15 03:59 | modify | 959 | 0.10 | 119.007 | 118.957 | 118.907 | ||
| 2919 | 2015.10.15 04:00 | s/l | 959 | 0.10 | 118.957 | 118.957 | 118.907 | 4.20 | 12823.14 |
| 2920 | 2015.10.15 15:40 | sell | 960 | 0.10 | 118.579 | 123.579 | 118.479 | ||
| 2921 | 2015.10.15 15:55 | modify | 960 | 0.10 | 118.579 | 118.529 | 118.479 | ||
| 2922 | 2015.10.15 15:55 | s/l | 960 | 0.10 | 118.529 | 118.529 | 118.479 | 4.22 | 12827.36 |
| 2923 | 2015.10.15 21:05 | sell | 961 | 0.10 | 118.684 | 123.684 | 118.584 | ||
| 2924 | 2015.10.15 22:30 | sell | 962 | 0.20 | 118.885 | 123.885 | 118.785 | ||
| 2925 | 2015.10.15 22:30 | modify | 962 | 0.20 | 118.885 | 123.885 | 118.818 | ||
| 2926 | 2015.10.15 22:30 | modify | 961 | 0.10 | 118.684 | 123.684 | 118.818 | ||
| 2927 | 2015.10.16 18:17 | sell | 963 | 0.40 | 119.288 | 124.288 | 119.188 | ||
| 2928 | 2015.10.16 18:17 | modify | 963 | 0.40 | 119.288 | 124.288 | 119.138 | ||
| 2929 | 2015.10.16 18:17 | modify | 962 | 0.20 | 118.885 | 123.885 | 119.138 | ||
| 2930 | 2015.10.16 18:17 | modify | 961 | 0.10 | 118.684 | 123.684 | 119.138 | ||
| 2931 | 2015.10.19 04:54 | t/p | 961 | 0.10 | 119.138 | 123.684 | 119.138 | -38.11 | 12789.25 |
| 2932 | 2015.10.19 04:54 | t/p | 962 | 0.20 | 119.138 | 123.885 | 119.138 | -42.47 | 12746.78 |
| 2933 | 2015.10.19 04:54 | t/p | 963 | 0.40 | 119.138 | 124.288 | 119.138 | 50.36 | 12797.14 |
| 2934 | 2015.11.20 00:40 | sell | 964 | 0.10 | 122.925 | 127.925 | 122.825 | ||
| 2935 | 2015.11.20 02:01 | modify | 964 | 0.10 | 122.925 | 122.875 | 122.825 | ||
| 2936 | 2015.11.20 02:02 | s/l | 964 | 0.10 | 122.875 | 122.875 | 122.825 | 4.07 | 12801.21 |
| 2937 | 2015.11.20 03:05 | sell | 965 | 0.10 | 123.000 | 128.000 | 122.900 | ||
| 2938 | 2015.11.20 03:56 | modify | 965 | 0.10 | 123.000 | 122.950 | 122.900 | ||
| 2939 | 2015.11.20 03:56 | s/l | 965 | 0.10 | 122.950 | 122.950 | 122.900 | 4.07 | 12805.28 |
| 2940 | 2015.11.20 09:35 | sell | 966 | 0.10 | 122.986 | 127.986 | 122.886 | ||
| 2941 | 2015.11.20 10:06 | modify | 966 | 0.10 | 122.986 | 122.936 | 122.886 | ||
| 2942 | 2015.11.20 10:06 | s/l | 966 | 0.10 | 122.936 | 122.936 | 122.886 | 4.07 | 12809.35 |
| 2943 | 2015.12.04 00:35 | sell | 967 | 0.10 | 122.668 | 127.668 | 122.568 | ||
| 2944 | 2015.12.04 02:00 | modify | 967 | 0.10 | 122.668 | 122.618 | 122.568 | ||
| 2945 | 2015.12.04 02:01 | s/l | 967 | 0.10 | 122.618 | 122.618 | 122.568 | 4.08 | 12813.43 |
| 2946 | 2015.12.04 08:35 | sell | 968 | 0.10 | 122.675 | 127.675 | 122.575 | ||
| 2947 | 2015.12.04 08:57 | modify | 968 | 0.10 | 122.675 | 122.625 | 122.575 | ||
| 2948 | 2015.12.04 08:57 | s/l | 968 | 0.10 | 122.625 | 122.625 | 122.575 | 4.08 | 12817.51 |
| 2949 | 2015.12.10 01:00 | sell | 969 | 0.10 | 121.620 | 126.620 | 121.520 | ||
| 2950 | 2015.12.10 01:08 | modify | 969 | 0.10 | 121.620 | 121.570 | 121.520 | ||
| 2951 | 2015.12.10 01:08 | s/l | 969 | 0.10 | 121.570 | 121.570 | 121.520 | 4.11 | 12821.62 |
| 2952 | 2015.12.10 09:25 | sell | 970 | 0.10 | 121.786 | 126.786 | 121.686 | ||
| 2953 | 2015.12.10 09:30 | modify | 970 | 0.10 | 121.786 | 121.736 | 121.686 | ||
| 2954 | 2015.12.10 09:30 | s/l | 970 | 0.10 | 121.736 | 121.736 | 121.686 | 4.11 | 12825.73 |
| 2955 | 2015.12.10 21:10 | sell | 971 | 0.10 | 121.564 | 126.564 | 121.464 | ||
| 2956 | 2015.12.11 02:03 | sell | 972 | 0.20 | 121.765 | 126.765 | 121.665 | ||
| 2957 | 2015.12.11 02:03 | modify | 972 | 0.20 | 121.765 | 126.765 | 121.698 | ||
| 2958 | 2015.12.11 02:03 | modify | 971 | 0.10 | 121.564 | 126.564 | 121.698 | ||
| 2959 | 2015.12.11 05:38 | sell | 973 | 0.40 | 122.166 | 127.166 | 122.066 | ||
| 2960 | 2015.12.11 05:38 | modify | 973 | 0.40 | 122.166 | 127.166 | 122.016 | ||
| 2961 | 2015.12.11 05:38 | modify | 972 | 0.20 | 121.765 | 126.765 | 122.016 | ||
| 2962 | 2015.12.11 05:38 | modify | 971 | 0.10 | 121.564 | 126.564 | 122.016 | ||
| 2963 | 2015.12.11 07:38 | t/p | 971 | 0.10 | 122.016 | 126.564 | 122.016 | -37.04 | 12788.69 |
| 2964 | 2015.12.11 07:38 | t/p | 972 | 0.20 | 122.016 | 126.765 | 122.016 | -41.14 | 12747.55 |
| 2965 | 2015.12.11 07:38 | t/p | 973 | 0.40 | 122.016 | 127.166 | 122.016 | 49.17 | 12796.72 |
| 2966 | 2015.12.14 00:05 | sell | 974 | 0.10 | 121.038 | 126.038 | 120.938 | ||
| 2967 | 2015.12.14 00:05 | modify | 974 | 0.10 | 121.038 | 120.988 | 120.938 | ||
| 2968 | 2015.12.14 00:05 | s/l | 974 | 0.10 | 120.988 | 120.988 | 120.938 | 4.13 | 12800.85 |
| 2969 | 2015.12.14 00:10 | sell | 975 | 0.10 | 120.995 | 125.995 | 120.895 | ||
| 2970 | 2015.12.14 00:11 | modify | 975 | 0.10 | 120.995 | 120.945 | 120.895 | ||
| 2971 | 2015.12.14 00:11 | s/l | 975 | 0.10 | 120.945 | 120.945 | 120.895 | 4.13 | 12804.98 |
| 2972 | 2015.12.14 00:20 | sell | 976 | 0.10 | 121.046 | 126.046 | 120.946 | ||
| 2973 | 2015.12.14 01:25 | modify | 976 | 0.10 | 121.046 | 120.996 | 120.946 | ||
| 2974 | 2015.12.14 01:27 | s/l | 976 | 0.10 | 120.996 | 120.996 | 120.946 | 4.13 | 12809.11 |
| 2975 | 2015.12.14 22:50 | sell | 977 | 0.10 | 120.947 | 125.947 | 120.847 | ||
| 2976 | 2015.12.15 00:42 | modify | 977 | 0.10 | 120.947 | 120.897 | 120.847 | ||
| 2977 | 2015.12.15 00:42 | s/l | 977 | 0.10 | 120.897 | 120.897 | 120.847 | 4.13 | 12813.24 |
| 2978 | 2015.12.18 16:30 | sell | 978 | 0.10 | 121.738 | 126.738 | 121.638 | ||
| 2979 | 2015.12.18 16:31 | modify | 978 | 0.10 | 121.738 | 121.688 | 121.638 | ||
| 2980 | 2015.12.18 16:34 | s/l | 978 | 0.10 | 121.688 | 121.688 | 121.638 | 4.11 | 12817.35 |
| 2981 | 2015.12.24 14:30 | sell | 979 | 0.10 | 120.445 | 125.445 | 120.345 | ||
| 2982 | 2015.12.24 15:15 | modify | 979 | 0.10 | 120.445 | 120.395 | 120.345 | ||
| 2983 | 2015.12.24 15:15 | s/l | 979 | 0.10 | 120.395 | 120.395 | 120.345 | 4.15 | 12821.50 |
| 2984 | 2015.12.28 02:55 | sell | 980 | 0.10 | 120.483 | 125.483 | 120.383 | ||
| 2985 | 2015.12.28 02:59 | modify | 980 | 0.10 | 120.483 | 120.433 | 120.383 | ||
| 2986 | 2015.12.28 02:59 | s/l | 980 | 0.10 | 120.433 | 120.433 | 120.383 | 4.15 | 12825.65 |
| 2987 | 2016.01.04 15:35 | sell | 981 | 0.10 | 119.248 | 124.248 | 119.148 | ||
| 2988 | 2016.01.04 16:04 | modify | 981 | 0.10 | 119.248 | 119.198 | 119.148 | ||
| 2989 | 2016.01.04 16:04 | s/l | 981 | 0.10 | 119.198 | 119.198 | 119.148 | 4.19 | 12829.84 |
| 2990 | 2016.01.05 02:00 | sell | 982 | 0.10 | 119.459 | 124.459 | 119.359 | ||
| 2991 | 2016.01.05 02:07 | modify | 982 | 0.10 | 119.459 | 119.409 | 119.359 | ||
| 2992 | 2016.01.05 02:07 | s/l | 982 | 0.10 | 119.409 | 119.409 | 119.359 | 4.19 | 12834.03 |
| 2993 | 2016.01.05 04:00 | sell | 983 | 0.10 | 119.571 | 124.571 | 119.471 | ||
| 2994 | 2016.01.05 04:01 | modify | 983 | 0.10 | 119.571 | 119.521 | 119.471 | ||
| 2995 | 2016.01.05 04:01 | s/l | 983 | 0.10 | 119.521 | 119.521 | 119.471 | 4.18 | 12838.21 |
| 2996 | 2016.01.06 01:00 | sell | 984 | 0.10 | 119.109 | 124.109 | 119.009 | ||
| 2997 | 2016.01.06 02:42 | modify | 984 | 0.10 | 119.109 | 119.059 | 119.009 | ||
| 2998 | 2016.01.06 02:44 | s/l | 984 | 0.10 | 119.059 | 119.059 | 119.009 | 4.20 | 12842.41 |
| 2999 | 2016.01.06 15:45 | sell | 985 | 0.10 | 118.616 | 123.616 | 118.516 | ||
| 3000 | 2016.01.06 15:46 | modify | 985 | 0.10 | 118.616 | 118.566 | 118.516 | ||