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 |
| 3001 | 2016.01.06 15:46 | s/l | 985 | 0.10 | 118.566 | 118.566 | 118.516 | 4.22 | 12846.63 |
| 3002 | 2016.01.06 15:50 | sell | 986 | 0.10 | 118.615 | 123.615 | 118.515 | ||
| 3003 | 2016.01.06 16:10 | modify | 986 | 0.10 | 118.615 | 118.565 | 118.515 | ||
| 3004 | 2016.01.06 16:10 | s/l | 986 | 0.10 | 118.565 | 118.565 | 118.515 | 4.22 | 12850.85 |
| 3005 | 2016.01.07 01:30 | sell | 987 | 0.10 | 118.566 | 123.566 | 118.466 | ||
| 3006 | 2016.01.07 03:16 | modify | 987 | 0.10 | 118.566 | 118.516 | 118.466 | ||
| 3007 | 2016.01.07 03:16 | s/l | 987 | 0.10 | 118.516 | 118.516 | 118.466 | 4.21 | 12855.06 |
| 3008 | 2016.01.07 16:00 | sell | 988 | 0.10 | 117.820 | 122.820 | 117.720 | ||
| 3009 | 2016.01.07 16:34 | modify | 988 | 0.10 | 117.820 | 117.770 | 117.720 | ||
| 3010 | 2016.01.07 16:34 | s/l | 988 | 0.10 | 117.770 | 117.770 | 117.720 | 4.25 | 12859.31 |
| 3011 | 2016.01.07 16:40 | sell | 989 | 0.10 | 118.040 | 123.040 | 117.940 | ||
| 3012 | 2016.01.07 16:40 | modify | 989 | 0.10 | 118.040 | 117.990 | 117.940 | ||
| 3013 | 2016.01.07 16:40 | s/l | 989 | 0.10 | 117.990 | 117.990 | 117.940 | 4.23 | 12863.54 |
| 3014 | 2016.01.07 16:50 | sell | 990 | 0.10 | 118.125 | 123.125 | 118.025 | ||
| 3015 | 2016.01.07 16:55 | modify | 990 | 0.10 | 118.125 | 118.075 | 118.025 | ||
| 3016 | 2016.01.07 16:55 | s/l | 990 | 0.10 | 118.075 | 118.075 | 118.025 | 4.23 | 12867.77 |
| 3017 | 2016.01.08 02:35 | sell | 991 | 0.10 | 117.770 | 122.770 | 117.670 | ||
| 3018 | 2016.01.08 02:38 | modify | 991 | 0.10 | 117.770 | 117.720 | 117.670 | ||
| 3019 | 2016.01.08 02:38 | s/l | 991 | 0.10 | 117.720 | 117.720 | 117.670 | 4.25 | 12872.02 |
| 3020 | 2016.01.15 03:25 | buy | 992 | 0.10 | 117.961 | 112.961 | 118.061 | ||
| 3021 | 2016.01.15 03:56 | modify | 992 | 0.10 | 117.961 | 118.011 | 118.061 | ||
| 3022 | 2016.01.15 03:56 | s/l | 992 | 0.10 | 118.011 | 118.011 | 118.061 | 4.24 | 12876.26 |
| 3023 | 2016.01.15 21:55 | sell | 993 | 0.10 | 116.997 | 121.997 | 116.897 | ||
| 3024 | 2016.01.15 22:12 | modify | 993 | 0.10 | 116.997 | 116.947 | 116.897 | ||
| 3025 | 2016.01.15 22:12 | s/l | 993 | 0.10 | 116.947 | 116.947 | 116.897 | 4.28 | 12880.54 |
| 3026 | 2016.01.18 03:20 | sell | 994 | 0.10 | 117.299 | 122.299 | 117.199 | ||
| 3027 | 2016.01.18 03:25 | modify | 994 | 0.10 | 117.299 | 117.249 | 117.199 | ||
| 3028 | 2016.01.18 03:25 | s/l | 994 | 0.10 | 117.249 | 117.249 | 117.199 | 4.26 | 12884.80 |
| 3029 | 2016.01.19 16:40 | buy | 995 | 0.10 | 117.728 | 112.728 | 117.828 | ||
| 3030 | 2016.01.19 17:15 | modify | 995 | 0.10 | 117.728 | 117.778 | 117.828 | ||
| 3031 | 2016.01.19 17:15 | s/l | 995 | 0.10 | 117.778 | 117.778 | 117.828 | 4.24 | 12889.04 |
| 3032 | 2016.01.19 19:45 | buy | 996 | 0.10 | 117.459 | 112.459 | 117.559 | ||
| 3033 | 2016.01.19 20:19 | modify | 996 | 0.10 | 117.459 | 117.509 | 117.559 | ||
| 3034 | 2016.01.19 20:22 | s/l | 996 | 0.10 | 117.509 | 117.509 | 117.559 | 4.25 | 12893.29 |
| 3035 | 2016.01.20 02:05 | buy | 997 | 0.10 | 117.475 | 112.475 | 117.575 | ||
| 3036 | 2016.01.20 02:43 | modify | 997 | 0.10 | 117.475 | 117.525 | 117.575 | ||
| 3037 | 2016.01.20 02:43 | s/l | 997 | 0.10 | 117.525 | 117.525 | 117.575 | 4.25 | 12897.54 |
| 3038 | 2016.01.20 20:55 | sell | 998 | 0.10 | 116.690 | 121.690 | 116.590 | ||
| 3039 | 2016.01.20 21:00 | modify | 998 | 0.10 | 116.690 | 116.640 | 116.590 | ||
| 3040 | 2016.01.20 21:00 | s/l | 998 | 0.10 | 116.640 | 116.640 | 116.590 | 4.29 | 12901.83 |
| 3041 | 2016.01.20 21:55 | sell | 999 | 0.10 | 116.840 | 121.840 | 116.740 | ||
| 3042 | 2016.01.20 21:59 | modify | 999 | 0.10 | 116.840 | 116.790 | 116.740 | ||
| 3043 | 2016.01.20 22:01 | s/l | 999 | 0.10 | 116.790 | 116.790 | 116.740 | 4.29 | 12906.12 |
| 3044 | 2016.01.20 22:20 | sell | 1000 | 0.10 | 116.944 | 121.944 | 116.844 | ||
| 3045 | 2016.01.20 22:41 | modify | 1000 | 0.10 | 116.944 | 116.894 | 116.844 | ||
| 3046 | 2016.01.20 22:41 | s/l | 1000 | 0.10 | 116.894 | 116.894 | 116.844 | 4.28 | 12910.40 |
| 3047 | 2016.01.21 06:00 | buy | 1001 | 0.10 | 117.127 | 112.127 | 117.227 | ||
| 3048 | 2016.01.21 06:28 | modify | 1001 | 0.10 | 117.127 | 117.177 | 117.227 | ||
| 3049 | 2016.01.21 06:28 | s/l | 1001 | 0.10 | 117.177 | 117.177 | 117.227 | 4.27 | 12914.67 |
| 3050 | 2016.01.21 10:15 | sell | 1002 | 0.10 | 117.035 | 122.035 | 116.935 | ||
| 3051 | 2016.01.21 10:32 | modify | 1002 | 0.10 | 117.035 | 116.985 | 116.935 | ||
| 3052 | 2016.01.21 10:32 | s/l | 1002 | 0.10 | 116.985 | 116.985 | 116.935 | 4.27 | 12918.94 |
| 3053 | 2016.01.22 15:55 | buy | 1003 | 0.10 | 118.031 | 113.031 | 118.131 | ||
| 3054 | 2016.01.22 16:00 | modify | 1003 | 0.10 | 118.031 | 118.081 | 118.131 | ||
| 3055 | 2016.01.22 16:01 | t/p | 1003 | 0.10 | 118.131 | 118.081 | 118.131 | 8.47 | 12927.41 |
| 3056 | 2016.01.22 16:05 | buy | 1004 | 0.10 | 118.029 | 113.029 | 118.129 | ||
| 3057 | 2016.01.22 16:09 | modify | 1004 | 0.10 | 118.029 | 118.079 | 118.129 | ||
| 3058 | 2016.01.22 16:10 | t/p | 1004 | 0.10 | 118.129 | 118.079 | 118.129 | 8.47 | 12935.88 |
| 3059 | 2016.01.25 01:55 | buy | 1005 | 0.10 | 118.597 | 113.597 | 118.697 | ||
| 3060 | 2016.01.25 03:53 | modify | 1005 | 0.10 | 118.597 | 118.647 | 118.697 | ||
| 3061 | 2016.01.25 03:54 | s/l | 1005 | 0.10 | 118.647 | 118.647 | 118.697 | 4.21 | 12940.09 |
| 3062 | 2016.01.26 22:10 | buy | 1006 | 0.10 | 118.388 | 113.388 | 118.488 | ||
| 3063 | 2016.01.26 22:15 | modify | 1006 | 0.10 | 118.388 | 118.438 | 118.488 | ||
| 3064 | 2016.01.26 22:15 | s/l | 1006 | 0.10 | 118.438 | 118.438 | 118.488 | 4.22 | 12944.31 |
| 3065 | 2016.02.04 00:25 | sell | 1007 | 0.10 | 118.047 | 123.047 | 117.947 | ||
| 3066 | 2016.02.04 00:44 | modify | 1007 | 0.10 | 118.047 | 117.997 | 117.947 | ||
| 3067 | 2016.02.04 00:44 | s/l | 1007 | 0.10 | 117.997 | 117.997 | 117.947 | 4.24 | 12948.55 |
| 3068 | 2016.02.04 01:50 | sell | 1008 | 0.10 | 118.184 | 123.184 | 118.084 | ||
| 3069 | 2016.02.04 01:57 | modify | 1008 | 0.10 | 118.184 | 118.134 | 118.084 | ||
| 3070 | 2016.02.04 01:59 | s/l | 1008 | 0.10 | 118.134 | 118.134 | 118.084 | 4.23 | 12952.78 |
| 3071 | 2016.02.05 00:25 | sell | 1009 | 0.10 | 116.858 | 121.858 | 116.758 | ||
| 3072 | 2016.02.05 02:00 | modify | 1009 | 0.10 | 116.858 | 116.808 | 116.758 | ||
| 3073 | 2016.02.05 02:00 | s/l | 1009 | 0.10 | 116.808 | 116.808 | 116.758 | 4.28 | 12957.06 |
| 3074 | 2016.02.05 07:50 | sell | 1010 | 0.10 | 116.891 | 121.891 | 116.791 | ||
| 3075 | 2016.02.05 08:00 | modify | 1010 | 0.10 | 116.891 | 116.841 | 116.791 | ||
| 3076 | 2016.02.05 08:00 | s/l | 1010 | 0.10 | 116.841 | 116.841 | 116.791 | 4.28 | 12961.34 |
| 3077 | 2016.02.08 22:50 | sell | 1011 | 0.10 | 115.756 | 120.756 | 115.656 | ||
| 3078 | 2016.02.08 22:53 | modify | 1011 | 0.10 | 115.756 | 115.706 | 115.656 | ||
| 3079 | 2016.02.08 22:54 | s/l | 1011 | 0.10 | 115.706 | 115.706 | 115.656 | 4.32 | 12965.66 |
| 3080 | 2016.02.09 09:25 | sell | 1012 | 0.10 | 115.106 | 120.106 | 115.006 | ||
| 3081 | 2016.02.09 09:39 | sell | 1013 | 0.20 | 115.307 | 120.307 | 115.207 | ||
| 3082 | 2016.02.09 09:39 | modify | 1013 | 0.20 | 115.307 | 120.307 | 115.240 | ||
| 3083 | 2016.02.09 09:39 | modify | 1012 | 0.10 | 115.106 | 120.106 | 115.240 | ||
| 3084 | 2016.02.09 09:45 | t/p | 1012 | 0.10 | 115.240 | 120.106 | 115.240 | -11.63 | 12954.03 |
| 3085 | 2016.02.09 09:45 | t/p | 1013 | 0.20 | 115.240 | 120.307 | 115.240 | 11.63 | 12965.66 |
| 3086 | 2016.02.09 10:05 | sell | 1014 | 0.10 | 115.375 | 120.375 | 115.275 | ||
| 3087 | 2016.02.09 10:19 | modify | 1014 | 0.10 | 115.375 | 115.325 | 115.275 | ||
| 3088 | 2016.02.09 10:20 | t/p | 1014 | 0.10 | 115.275 | 115.325 | 115.275 | 8.67 | 12974.33 |
| 3089 | 2016.02.09 17:05 | sell | 1015 | 0.10 | 115.346 | 120.346 | 115.246 | ||
| 3090 | 2016.02.09 17:05 | modify | 1015 | 0.10 | 115.346 | 115.296 | 115.246 | ||
| 3091 | 2016.02.09 17:06 | t/p | 1015 | 0.10 | 115.246 | 115.296 | 115.246 | 8.68 | 12983.01 |
| 3092 | 2016.02.09 22:10 | sell | 1016 | 0.10 | 115.149 | 120.149 | 115.049 | ||
| 3093 | 2016.02.09 22:18 | modify | 1016 | 0.10 | 115.149 | 115.099 | 115.049 | ||
| 3094 | 2016.02.09 22:18 | s/l | 1016 | 0.10 | 115.099 | 115.099 | 115.049 | 4.34 | 12987.35 |
| 3095 | 2016.02.11 14:25 | sell | 1017 | 0.10 | 112.092 | 117.092 | 111.992 | ||
| 3096 | 2016.02.11 14:25 | sell | 1018 | 0.20 | 112.296 | 117.296 | 112.196 | ||
| 3097 | 2016.02.11 14:25 | modify | 1018 | 0.20 | 112.296 | 117.296 | 112.228 | ||
| 3098 | 2016.02.11 14:25 | modify | 1017 | 0.10 | 112.092 | 117.092 | 112.228 | ||
| 3099 | 2016.02.11 14:25 | t/p | 1017 | 0.10 | 112.228 | 117.092 | 112.228 | -12.12 | 12975.23 |
| 3100 | 2016.02.11 14:25 | t/p | 1018 | 0.20 | 112.228 | 117.296 | 112.228 | 12.12 | 12987.35 |
| 3101 | 2016.02.11 14:30 | sell | 1019 | 0.10 | 112.241 | 117.241 | 112.141 | ||
| 3102 | 2016.02.11 14:32 | modify | 1019 | 0.10 | 112.241 | 112.191 | 112.141 | ||
| 3103 | 2016.02.11 14:32 | t/p | 1019 | 0.10 | 112.141 | 112.191 | 112.141 | 8.92 | 12996.27 |
| 3104 | 2016.02.11 21:55 | sell | 1020 | 0.10 | 112.469 | 117.469 | 112.369 | ||
| 3105 | 2016.02.11 21:56 | modify | 1020 | 0.10 | 112.469 | 112.419 | 112.369 | ||
| 3106 | 2016.02.11 21:56 | s/l | 1020 | 0.10 | 112.419 | 112.419 | 112.369 | 4.45 | 13000.72 |
| 3107 | 2016.02.12 00:45 | sell | 1021 | 0.10 | 112.611 | 117.611 | 112.511 | ||
| 3108 | 2016.02.12 00:57 | modify | 1021 | 0.10 | 112.611 | 112.561 | 112.511 | ||
| 3109 | 2016.02.12 00:58 | s/l | 1021 | 0.10 | 112.561 | 112.561 | 112.511 | 4.44 | 13005.16 |
| 3110 | 2016.02.19 07:30 | sell | 1022 | 0.10 | 113.032 | 118.032 | 112.932 | ||
| 3111 | 2016.02.19 09:26 | modify | 1022 | 0.10 | 113.032 | 112.982 | 112.932 | ||
| 3112 | 2016.02.19 09:26 | s/l | 1022 | 0.10 | 112.982 | 112.982 | 112.932 | 4.43 | 13009.59 |
| 3113 | 2016.02.19 15:40 | sell | 1023 | 0.10 | 113.171 | 118.171 | 113.071 | ||
| 3114 | 2016.02.19 15:41 | modify | 1023 | 0.10 | 113.171 | 113.121 | 113.071 | ||
| 3115 | 2016.02.19 15:41 | s/l | 1023 | 0.10 | 113.121 | 113.121 | 113.071 | 4.42 | 13014.01 |
| 3116 | 2016.02.22 02:55 | sell | 1024 | 0.10 | 112.819 | 117.819 | 112.719 | ||
| 3117 | 2016.02.22 03:11 | sell | 1025 | 0.20 | 113.020 | 118.020 | 112.920 | ||
| 3118 | 2016.02.22 03:11 | modify | 1025 | 0.20 | 113.020 | 118.020 | 112.953 | ||
| 3119 | 2016.02.22 03:11 | modify | 1024 | 0.10 | 112.819 | 117.819 | 112.953 | ||
| 3120 | 2016.02.22 03:19 | t/p | 1024 | 0.10 | 112.953 | 117.819 | 112.953 | -11.86 | 13002.15 |
| 3121 | 2016.02.22 03:19 | t/p | 1025 | 0.20 | 112.953 | 118.020 | 112.953 | 11.86 | 13014.01 |
| 3122 | 2016.02.23 15:55 | sell | 1026 | 0.10 | 112.196 | 117.196 | 112.096 | ||
| 3123 | 2016.02.23 16:08 | sell | 1027 | 0.20 | 112.397 | 117.397 | 112.297 | ||
| 3124 | 2016.02.23 16:08 | modify | 1027 | 0.20 | 112.397 | 117.397 | 112.330 | ||
| 3125 | 2016.02.23 16:08 | modify | 1026 | 0.10 | 112.196 | 117.196 | 112.330 | ||
| 3126 | 2016.02.23 16:10 | t/p | 1026 | 0.10 | 112.330 | 117.196 | 112.330 | -11.93 | 13002.08 |
| 3127 | 2016.02.23 16:10 | t/p | 1027 | 0.20 | 112.330 | 117.397 | 112.330 | 11.93 | 13014.01 |
| 3128 | 2016.02.24 21:15 | sell | 1028 | 0.10 | 111.605 | 116.605 | 111.505 | ||
| 3129 | 2016.02.24 22:09 | sell | 1029 | 0.20 | 111.807 | 116.807 | 111.707 | ||
| 3130 | 2016.02.24 22:09 | modify | 1029 | 0.20 | 111.807 | 116.807 | 111.740 | ||
| 3131 | 2016.02.24 22:09 | modify | 1028 | 0.10 | 111.605 | 116.605 | 111.740 | ||
| 3132 | 2016.02.25 02:57 | sell | 1030 | 0.40 | 112.208 | 117.208 | 112.108 | ||
| 3133 | 2016.02.25 02:57 | modify | 1030 | 0.40 | 112.208 | 117.208 | 112.058 | ||
| 3134 | 2016.02.25 02:57 | modify | 1029 | 0.20 | 111.807 | 116.807 | 112.058 | ||
| 3135 | 2016.02.25 02:57 | modify | 1028 | 0.10 | 111.605 | 116.605 | 112.058 | ||
| 3136 | 2016.02.25 03:36 | t/p | 1028 | 0.10 | 112.058 | 116.605 | 112.058 | -40.43 | 12973.58 |
| 3137 | 2016.02.25 03:36 | t/p | 1029 | 0.20 | 112.058 | 116.807 | 112.058 | -44.80 | 12928.78 |
| 3138 | 2016.02.25 03:36 | t/p | 1030 | 0.40 | 112.058 | 117.208 | 112.058 | 53.54 | 12982.32 |
| 3139 | 2016.02.26 04:05 | buy | 1031 | 0.10 | 112.715 | 107.715 | 112.815 | ||
| 3140 | 2016.02.26 04:06 | modify | 1031 | 0.10 | 112.715 | 112.765 | 112.815 | ||
| 3141 | 2016.02.26 04:06 | s/l | 1031 | 0.10 | 112.765 | 112.765 | 112.815 | 4.43 | 12986.75 |
| 3142 | 2016.02.26 07:25 | buy | 1032 | 0.10 | 112.673 | 107.673 | 112.773 | ||
| 3143 | 2016.02.26 08:40 | modify | 1032 | 0.10 | 112.673 | 112.723 | 112.773 | ||
| 3144 | 2016.02.26 08:40 | s/l | 1032 | 0.10 | 112.723 | 112.723 | 112.773 | 4.44 | 12991.19 |
| 3145 | 2016.02.26 14:10 | buy | 1033 | 0.10 | 112.735 | 107.735 | 112.835 | ||
| 3146 | 2016.02.26 14:18 | modify | 1033 | 0.10 | 112.735 | 112.785 | 112.835 | ||
| 3147 | 2016.02.26 14:19 | s/l | 1033 | 0.10 | 112.785 | 112.785 | 112.835 | 4.43 | 12995.62 |
| 3148 | 2016.02.29 00:40 | buy | 1034 | 0.10 | 113.700 | 108.700 | 113.800 | ||
| 3149 | 2016.02.29 00:52 | modify | 1034 | 0.10 | 113.700 | 113.750 | 113.800 | ||
| 3150 | 2016.02.29 00:53 | s/l | 1034 | 0.10 | 113.750 | 113.750 | 113.800 | 4.40 | 13000.02 |