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
Graph
前へ22ページ目次へ
#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
31512016.02.29 01:00buy10350.10113.682108.682113.782
31522016.02.29 01:01modify10350.10113.682113.732113.782
31532016.02.29 01:01s/l10350.10113.732113.732113.7824.4013004.42
31542016.02.29 01:20buy10360.10113.621108.621113.721
31552016.02.29 01:49modify10360.10113.621113.671113.721
31562016.02.29 01:49s/l10360.10113.671113.671113.7214.4013008.82
31572016.02.29 03:20buy10370.10113.493108.493113.593
31582016.02.29 06:06buy10380.20113.291108.291113.391
31592016.02.29 06:06modify10380.20113.291108.291113.358
31602016.02.29 06:06modify10370.10113.493108.493113.358
31612016.02.29 07:50buy10390.40112.889107.889112.989
31622016.02.29 07:50modify10390.40112.889107.889113.039
31632016.02.29 07:50modify10380.20113.291108.291113.039
31642016.02.29 07:50modify10370.10113.493108.493113.039
31652016.02.29 09:28t/p10370.10113.039108.493113.039-40.1612968.66
31662016.02.29 09:28t/p10380.20113.039108.291113.039-44.5912924.07
31672016.02.29 09:28t/p10390.40113.039107.889113.03953.0812977.15
31682016.02.29 16:50buy10400.10112.865107.865112.965
31692016.02.29 17:00buy10410.20112.663107.663112.763
31702016.02.29 17:00modify10410.20112.663107.663112.730
31712016.02.29 17:00modify10400.10112.865107.865112.730
31722016.02.29 17:02t/p10400.10112.730107.865112.730-11.9812965.17
31732016.02.29 17:02t/p10410.20112.730107.663112.73011.8912977.06
31742016.03.01 15:25buy10420.10112.933107.933113.033
31752016.03.01 15:30modify10420.10112.933112.983113.033
31762016.03.01 15:30s/l10420.10112.983112.983113.0334.4312981.49
31772016.03.01 22:30buy10430.10113.826108.826113.926
31782016.03.01 22:35modify10430.10113.826113.876113.926
31792016.03.01 22:35s/l10430.10113.876113.876113.9264.3912985.88
31802016.03.01 22:50buy10440.10113.826108.826113.926
31812016.03.01 23:01modify10440.10113.826113.876113.926
31822016.03.01 23:01s/l10440.10113.876113.876113.9264.3912990.27
31832016.03.02 02:10buy10450.10113.826108.826113.926
31842016.03.02 02:31modify10450.10113.826113.876113.926
31852016.03.02 02:31s/l10450.10113.876113.876113.9264.3912994.66
31862016.03.02 05:20buy10460.10113.856108.856113.956
31872016.03.02 06:05modify10460.10113.856113.906113.956
31882016.03.02 06:05s/l10460.10113.906113.906113.9564.3912999.05
31892016.03.02 16:40buy10470.10113.926108.926114.026
31902016.03.02 16:44modify10470.10113.926113.976114.026
31912016.03.02 16:45s/l10470.10113.976113.976114.0264.3913003.44
31922016.03.02 16:55buy10480.10113.860108.860113.960
31932016.03.02 17:01modify10480.10113.860113.910113.960
31942016.03.02 17:01s/l10480.10113.910113.910113.9604.3913007.83
31952016.03.02 20:15buy10490.10113.665108.665113.765
31962016.03.02 20:23buy10500.20113.460108.460113.560
31972016.03.02 20:23modify10500.20113.460108.460113.528
31982016.03.02 20:23modify10490.10113.665108.665113.528
31992016.03.02 20:28t/p10490.10113.528108.665113.528-12.0712995.76
32002016.03.02 20:28t/p10500.20113.528108.460113.52811.9813007.74
32012016.03.03 10:55buy10510.10113.805108.805113.905
32022016.03.03 10:58modify10510.10113.805113.855113.905
32032016.03.03 10:58s/l10510.10113.855113.855113.9054.3913012.13
32042016.03.10 01:55buy10520.10113.211108.211113.311
32052016.03.10 02:01modify10520.10113.211113.261113.311
32062016.03.10 02:05s/l10520.10113.261113.261113.3114.4113016.54
32072016.03.10 09:20buy10530.10113.499108.499113.599
32082016.03.10 09:30modify10530.10113.499113.549113.599
32092016.03.10 09:30s/l10530.10113.549113.549113.5994.4013020.94
32102016.03.10 11:00buy10540.10113.416108.416113.516
32112016.03.10 11:03modify10540.10113.416113.466113.516
32122016.03.10 11:08s/l10540.10113.466113.466113.5164.4113025.35
32132016.03.10 18:35buy10550.10113.006108.006113.106
32142016.03.10 18:41modify10550.10113.006113.056113.106
32152016.03.10 18:41s/l10550.10113.056113.056113.1064.4213029.77
32162016.03.11 15:30buy10560.10113.608108.608113.708
32172016.03.11 16:05modify10560.10113.608113.658113.708
32182016.03.11 16:12s/l10560.10113.658113.658113.7084.4013034.17
32192016.03.11 17:05buy10570.10113.374108.374113.474
32202016.03.11 17:19modify10570.10113.374113.424113.474
32212016.03.11 17:19s/l10570.10113.424113.424113.4744.4113038.58
32222016.03.14 01:35buy10580.10113.719108.719113.819
32232016.03.14 02:57modify10580.10113.719113.769113.819
32242016.03.14 02:57s/l10580.10113.769113.769113.8194.3913042.97
32252016.03.18 09:00sell10590.10111.550116.550111.450
32262016.03.18 09:01modify10590.10111.550111.500111.450
32272016.03.18 09:01s/l10590.10111.500111.500111.4504.4813047.45
32282016.03.18 13:45sell10600.10111.417116.417111.317
32292016.03.18 17:39modify10600.10111.417111.367111.317
32302016.03.18 17:39s/l10600.10111.367111.367111.3174.4913051.94
32312016.03.22 04:05buy10610.10111.865106.865111.965
32322016.03.22 04:15modify10610.10111.865111.915111.965
32332016.03.22 04:15s/l10610.10111.915111.915111.9654.4713056.41
32342016.03.22 10:35buy10620.10111.856106.856111.956
32352016.03.22 11:00buy10630.20111.655106.655111.755
32362016.03.22 11:00modify10630.20111.655106.655111.722
32372016.03.22 11:00modify10620.10111.856106.856111.722
32382016.03.22 11:01t/p10620.10111.722106.856111.722-11.9913044.42
32392016.03.22 11:01t/p10630.20111.722106.655111.72211.9913056.41
32402016.03.23 02:15buy10640.10112.253107.253112.353
32412016.03.23 03:02modify10640.10112.253112.303112.353
32422016.03.23 03:04t/p10640.10112.353112.303112.3538.9013065.31
32432016.03.23 21:00buy10650.10112.521107.521112.621
32442016.03.24 03:32buy10660.20112.319107.319112.419
32452016.03.24 03:32modify10660.20112.319107.319112.386
32462016.03.24 03:32modify10650.10112.521107.521112.386
32472016.03.24 03:48t/p10650.10112.386107.521112.386-12.0113053.30
32482016.03.24 03:48t/p10660.20112.386107.319112.38611.9213065.22
32492016.03.25 19:00buy10670.10113.056108.056113.156
32502016.03.25 19:19modify10670.10113.056113.106113.156
32512016.03.25 19:19s/l10670.10113.106113.106113.1564.4213069.64
32522016.03.28 15:35buy10680.10113.389108.389113.489
32532016.03.28 16:39buy10690.20113.188108.188113.288
32542016.03.28 16:39modify10690.20113.188108.188113.255
32552016.03.28 16:39modify10680.10113.389108.389113.255
32562016.03.28 16:59t/p10680.10113.255108.389113.255-11.8313057.81
32572016.03.28 16:59t/p10690.20113.255108.188113.25511.8313069.64
32582016.04.04 14:05sell10700.10111.723116.723111.623
32592016.04.04 14:09modify10700.10111.723111.673111.623
32602016.04.04 14:09s/l10700.10111.673111.673111.6234.4813074.12
32612016.04.04 22:10sell10710.10111.322116.322111.222
32622016.04.04 22:25modify10710.10111.322111.272111.222
32632016.04.04 22:25s/l10710.10111.272111.272111.2224.4913078.61
32642016.04.05 14:45sell10720.10110.583115.583110.483
32652016.04.05 14:47modify10720.10110.583110.533110.483
32662016.04.05 14:49s/l10720.10110.533110.533110.4834.5213083.13
32672016.04.05 15:00sell10730.10110.645115.645110.545
32682016.04.05 15:11modify10730.10110.645110.595110.545
32692016.04.05 15:11s/l10730.10110.595110.595110.5454.5213087.65
32702016.04.05 21:35sell10740.10110.453115.453110.353
32712016.04.05 22:19modify10740.10110.453110.403110.353
32722016.04.05 22:19s/l10740.10110.403110.403110.3534.5313092.18
32732016.04.06 03:20sell10750.10110.506115.506110.406
32742016.04.06 03:46modify10750.10110.506110.456110.406
32752016.04.06 03:46s/l10750.10110.456110.456110.4064.5313096.71
32762016.04.07 20:30sell10760.10108.342113.342108.242
32772016.04.07 20:48modify10760.10108.342108.292108.242
32782016.04.07 20:48s/l10760.10108.292108.292108.2424.6213101.33
32792016.04.08 03:00sell10770.10108.465113.465108.365
32802016.04.08 03:12sell10780.20108.667113.667108.567
32812016.04.08 03:12modify10780.20108.667113.667108.600
32822016.04.08 03:12modify10770.10108.465113.465108.600
32832016.04.08 03:35t/p10770.10108.600113.465108.600-12.4313088.90
32842016.04.08 03:35t/p10780.20108.600113.667108.60012.3413101.24
32852016.04.08 03:55sell10790.10108.816113.816108.716
32862016.04.08 03:56modify10790.10108.816108.766108.716
32872016.04.08 03:57t/p10790.10108.716108.766108.7169.2013110.44
32882016.05.25 06:30buy10800.10109.982104.982110.082
32892016.05.25 07:40modify10800.10109.982110.032110.082
32902016.05.25 07:40s/l10800.10110.032110.032110.0824.5413114.98
32912016.05.26 16:00buy10810.10109.779104.779109.879
32922016.05.26 17:25buy10820.20109.577104.577109.677
32932016.05.26 17:25modify10820.20109.577104.577109.644
32942016.05.26 17:25modify10810.10109.779104.779109.644
32952016.05.26 17:55t/p10810.10109.644104.779109.644-12.3113102.67
32962016.05.26 17:55t/p10820.20109.644104.577109.64412.2213114.89
32972016.05.30 18:00buy10830.10111.059106.059111.159
32982016.05.30 19:29modify10830.10111.059111.109111.159
32992016.05.30 19:29s/l10830.10111.109111.109111.1594.5013119.39
33002016.05.31 01:25buy10840.10111.080106.080111.180
前へ22ページ目次へ