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 |
| 3301 | 2016.05.31 02:41 | buy | 1085 | 0.20 | 110.879 | 105.879 | 110.979 | ||
| 3302 | 2016.05.31 02:41 | modify | 1085 | 0.20 | 110.879 | 105.879 | 110.946 | ||
| 3303 | 2016.05.31 02:41 | modify | 1084 | 0.10 | 111.080 | 106.080 | 110.946 | ||
| 3304 | 2016.05.31 04:09 | t/p | 1084 | 0.10 | 110.946 | 106.080 | 110.946 | -12.08 | 13107.31 |
| 3305 | 2016.05.31 04:09 | t/p | 1085 | 0.20 | 110.946 | 105.879 | 110.946 | 12.08 | 13119.39 |
| 3306 | 2016.06.01 17:10 | sell | 1086 | 0.10 | 109.491 | 114.491 | 109.391 | ||
| 3307 | 2016.06.01 17:12 | modify | 1086 | 0.10 | 109.491 | 109.441 | 109.391 | ||
| 3308 | 2016.06.01 17:12 | s/l | 1086 | 0.10 | 109.441 | 109.441 | 109.391 | 4.57 | 13123.96 |
| 3309 | 2016.06.03 03:10 | sell | 1087 | 0.10 | 109.000 | 114.000 | 108.900 | ||
| 3310 | 2016.06.03 03:25 | modify | 1087 | 0.10 | 109.000 | 108.950 | 108.900 | ||
| 3311 | 2016.06.03 03:25 | s/l | 1087 | 0.10 | 108.950 | 108.950 | 108.900 | 4.59 | 13128.55 |
| 3312 | 2016.06.06 17:30 | sell | 1088 | 0.10 | 107.303 | 112.303 | 107.203 | ||
| 3313 | 2016.06.06 17:59 | modify | 1088 | 0.10 | 107.303 | 107.253 | 107.203 | ||
| 3314 | 2016.06.06 18:00 | s/l | 1088 | 0.10 | 107.253 | 107.253 | 107.203 | 4.66 | 13133.21 |
| 3315 | 2016.06.13 16:35 | sell | 1089 | 0.10 | 106.206 | 111.206 | 106.106 | ||
| 3316 | 2016.06.13 16:38 | modify | 1089 | 0.10 | 106.206 | 106.156 | 106.106 | ||
| 3317 | 2016.06.13 16:38 | s/l | 1089 | 0.10 | 106.156 | 106.156 | 106.106 | 4.71 | 13137.92 |
| 3318 | 2016.06.13 16:50 | sell | 1090 | 0.10 | 106.296 | 111.296 | 106.196 | ||
| 3319 | 2016.06.13 17:33 | sell | 1091 | 0.20 | 106.499 | 111.499 | 106.399 | ||
| 3320 | 2016.06.13 17:33 | modify | 1091 | 0.20 | 106.499 | 111.499 | 106.431 | ||
| 3321 | 2016.06.13 17:33 | modify | 1090 | 0.10 | 106.296 | 111.296 | 106.431 | ||
| 3322 | 2016.06.13 17:39 | t/p | 1090 | 0.10 | 106.431 | 111.296 | 106.431 | -12.68 | 13125.24 |
| 3323 | 2016.06.13 17:39 | t/p | 1091 | 0.20 | 106.431 | 111.499 | 106.431 | 12.78 | 13138.02 |
| 3324 | 2016.06.17 01:25 | sell | 1092 | 0.10 | 104.411 | 109.411 | 104.311 | ||
| 3325 | 2016.06.17 01:49 | modify | 1092 | 0.10 | 104.411 | 104.361 | 104.311 | ||
| 3326 | 2016.06.17 01:49 | s/l | 1092 | 0.10 | 104.361 | 104.361 | 104.311 | 4.79 | 13142.81 |
| 3327 | 2016.06.17 02:50 | sell | 1093 | 0.10 | 104.595 | 109.595 | 104.495 | ||
| 3328 | 2016.06.17 03:56 | sell | 1094 | 0.20 | 104.796 | 109.796 | 104.696 | ||
| 3329 | 2016.06.17 03:56 | modify | 1094 | 0.20 | 104.796 | 109.796 | 104.729 | ||
| 3330 | 2016.06.17 03:56 | modify | 1093 | 0.10 | 104.595 | 109.595 | 104.729 | ||
| 3331 | 2016.06.17 03:58 | t/p | 1093 | 0.10 | 104.729 | 109.595 | 104.729 | -12.79 | 13130.02 |
| 3332 | 2016.06.17 03:58 | t/p | 1094 | 0.20 | 104.729 | 109.796 | 104.729 | 12.79 | 13142.81 |
| 3333 | 2016.06.22 01:15 | buy | 1095 | 0.10 | 104.683 | 99.683 | 104.783 | ||
| 3334 | 2016.06.22 02:13 | modify | 1095 | 0.10 | 104.683 | 104.733 | 104.783 | ||
| 3335 | 2016.06.22 02:13 | s/l | 1095 | 0.10 | 104.733 | 104.733 | 104.783 | 4.77 | 13147.58 |
| 3336 | 2016.06.24 02:05 | buy | 1096 | 0.10 | 105.897 | 100.897 | 105.997 | ||
| 3337 | 2016.06.24 02:05 | modify | 1096 | 0.10 | 105.897 | 105.947 | 105.997 | ||
| 3338 | 2016.06.24 02:05 | s/l | 1096 | 0.10 | 105.947 | 105.947 | 105.997 | 4.72 | 13152.30 |
| 3339 | 2016.06.24 02:20 | buy | 1097 | 0.10 | 104.651 | 99.651 | 104.751 | ||
| 3340 | 2016.06.24 02:20 | buy | 1098 | 0.20 | 104.448 | 99.448 | 104.548 | ||
| 3341 | 2016.06.24 02:20 | modify | 1098 | 0.20 | 104.448 | 99.448 | 104.516 | ||
| 3342 | 2016.06.24 02:20 | modify | 1097 | 0.10 | 104.651 | 99.651 | 104.516 | ||
| 3343 | 2016.06.24 02:20 | t/p | 1097 | 0.10 | 104.516 | 99.651 | 104.516 | -12.92 | 13139.38 |
| 3344 | 2016.06.24 02:20 | t/p | 1098 | 0.20 | 104.516 | 99.448 | 104.516 | 13.01 | 13152.39 |
| 3345 | 2016.06.24 02:25 | buy | 1099 | 0.10 | 104.763 | 99.763 | 104.863 | ||
| 3346 | 2016.06.24 02:25 | buy | 1100 | 0.20 | 104.556 | 99.556 | 104.656 | ||
| 3347 | 2016.06.24 02:25 | modify | 1100 | 0.20 | 104.556 | 99.556 | 104.625 | ||
| 3348 | 2016.06.24 02:25 | modify | 1099 | 0.10 | 104.763 | 99.763 | 104.625 | ||
| 3349 | 2016.06.24 02:27 | t/p | 1099 | 0.10 | 104.625 | 99.763 | 104.625 | -13.19 | 13139.20 |
| 3350 | 2016.06.24 02:27 | t/p | 1100 | 0.20 | 104.625 | 99.556 | 104.625 | 13.19 | 13152.39 |
| 3351 | 2016.06.24 02:30 | buy | 1101 | 0.10 | 104.806 | 99.806 | 104.906 | ||
| 3352 | 2016.06.24 02:30 | modify | 1101 | 0.10 | 104.806 | 104.856 | 104.906 | ||
| 3353 | 2016.06.24 02:30 | s/l | 1101 | 0.10 | 104.856 | 104.856 | 104.906 | 4.77 | 13157.16 |
| 3354 | 2016.06.24 02:35 | buy | 1102 | 0.10 | 104.945 | 99.945 | 105.045 | ||
| 3355 | 2016.06.24 02:36 | modify | 1102 | 0.10 | 104.945 | 104.995 | 105.045 | ||
| 3356 | 2016.06.24 02:36 | t/p | 1102 | 0.10 | 105.045 | 104.995 | 105.045 | 9.52 | 13166.68 |
| 3357 | 2016.06.24 09:25 | sell | 1103 | 0.10 | 102.761 | 107.761 | 102.661 | ||
| 3358 | 2016.06.24 09:25 | modify | 1103 | 0.10 | 102.761 | 102.711 | 102.661 | ||
| 3359 | 2016.06.24 09:25 | t/p | 1103 | 0.10 | 102.661 | 102.711 | 102.661 | 9.74 | 13176.42 |
| 3360 | 2016.06.27 19:25 | sell | 1104 | 0.10 | 101.817 | 106.817 | 101.717 | ||
| 3361 | 2016.06.27 19:39 | modify | 1104 | 0.10 | 101.817 | 101.767 | 101.717 | ||
| 3362 | 2016.06.27 19:40 | s/l | 1104 | 0.10 | 101.767 | 101.767 | 101.717 | 4.91 | 13181.33 |
| 3363 | 2016.06.27 20:20 | sell | 1105 | 0.10 | 101.902 | 106.902 | 101.802 | ||
| 3364 | 2016.06.27 20:40 | modify | 1105 | 0.10 | 101.902 | 101.852 | 101.802 | ||
| 3365 | 2016.06.27 20:40 | s/l | 1105 | 0.10 | 101.852 | 101.852 | 101.802 | 4.91 | 13186.24 |
| 3366 | 2016.06.27 22:50 | sell | 1106 | 0.10 | 102.108 | 107.108 | 102.008 | ||
| 3367 | 2016.06.27 23:02 | modify | 1106 | 0.10 | 102.108 | 102.058 | 102.008 | ||
| 3368 | 2016.06.27 23:02 | s/l | 1106 | 0.10 | 102.058 | 102.058 | 102.008 | 4.90 | 13191.14 |
| 3369 | 2016.06.28 04:50 | sell | 1107 | 0.10 | 102.065 | 107.065 | 101.965 | ||
| 3370 | 2016.06.28 04:56 | modify | 1107 | 0.10 | 102.065 | 102.015 | 101.965 | ||
| 3371 | 2016.06.28 04:56 | s/l | 1107 | 0.10 | 102.015 | 102.015 | 101.965 | 4.90 | 13196.04 |
| 3372 | 2016.07.01 02:30 | buy | 1108 | 0.10 | 103.096 | 98.096 | 103.196 | ||
| 3373 | 2016.07.01 02:45 | modify | 1108 | 0.10 | 103.096 | 103.146 | 103.196 | ||
| 3374 | 2016.07.01 02:45 | s/l | 1108 | 0.10 | 103.146 | 103.146 | 103.196 | 4.85 | 13200.89 |
| 3375 | 2016.07.01 03:20 | buy | 1109 | 0.10 | 102.994 | 97.994 | 103.094 | ||
| 3376 | 2016.07.01 03:30 | modify | 1109 | 0.10 | 102.994 | 103.044 | 103.094 | ||
| 3377 | 2016.07.01 03:30 | s/l | 1109 | 0.10 | 103.044 | 103.044 | 103.094 | 4.85 | 13205.74 |
| 3378 | 2016.07.01 04:00 | buy | 1110 | 0.10 | 102.880 | 97.880 | 102.980 | ||
| 3379 | 2016.07.01 04:15 | modify | 1110 | 0.10 | 102.880 | 102.930 | 102.980 | ||
| 3380 | 2016.07.01 04:15 | s/l | 1110 | 0.10 | 102.930 | 102.930 | 102.980 | 4.86 | 13210.60 |
| 3381 | 2016.07.01 06:50 | buy | 1111 | 0.10 | 102.796 | 97.796 | 102.896 | ||
| 3382 | 2016.07.01 07:02 | modify | 1111 | 0.10 | 102.796 | 102.846 | 102.896 | ||
| 3383 | 2016.07.01 07:02 | s/l | 1111 | 0.10 | 102.846 | 102.846 | 102.896 | 4.86 | 13215.46 |
| 3384 | 2016.07.01 08:20 | buy | 1112 | 0.10 | 102.756 | 97.756 | 102.856 | ||
| 3385 | 2016.07.01 08:54 | modify | 1112 | 0.10 | 102.756 | 102.806 | 102.856 | ||
| 3386 | 2016.07.01 08:54 | s/l | 1112 | 0.10 | 102.806 | 102.806 | 102.856 | 4.86 | 13220.32 |
| 3387 | 2016.07.01 09:20 | buy | 1113 | 0.10 | 102.675 | 97.675 | 102.775 | ||
| 3388 | 2016.07.01 09:40 | modify | 1113 | 0.10 | 102.675 | 102.725 | 102.775 | ||
| 3389 | 2016.07.01 09:45 | s/l | 1113 | 0.10 | 102.725 | 102.725 | 102.775 | 4.87 | 13225.19 |
| 3390 | 2016.07.01 10:25 | buy | 1114 | 0.10 | 102.625 | 97.625 | 102.725 | ||
| 3391 | 2016.07.01 13:57 | modify | 1114 | 0.10 | 102.625 | 102.675 | 102.725 | ||
| 3392 | 2016.07.01 13:57 | s/l | 1114 | 0.10 | 102.675 | 102.675 | 102.725 | 4.87 | 13230.06 |
| 3393 | 2016.07.04 03:05 | buy | 1115 | 0.10 | 102.463 | 97.463 | 102.563 | ||
| 3394 | 2016.07.04 03:10 | modify | 1115 | 0.10 | 102.463 | 102.513 | 102.563 | ||
| 3395 | 2016.07.04 03:10 | s/l | 1115 | 0.10 | 102.513 | 102.513 | 102.563 | 4.88 | 13234.94 |
| 3396 | 2016.07.05 15:25 | sell | 1116 | 0.10 | 101.878 | 106.878 | 101.778 | ||
| 3397 | 2016.07.05 15:45 | modify | 1116 | 0.10 | 101.878 | 101.828 | 101.778 | ||
| 3398 | 2016.07.05 15:45 | s/l | 1116 | 0.10 | 101.828 | 101.828 | 101.778 | 4.91 | 13239.85 |
| 3399 | 2016.07.05 22:20 | sell | 1117 | 0.10 | 101.630 | 106.630 | 101.530 | ||
| 3400 | 2016.07.06 00:50 | modify | 1117 | 0.10 | 101.630 | 101.580 | 101.530 | ||
| 3401 | 2016.07.06 00:50 | s/l | 1117 | 0.10 | 101.580 | 101.580 | 101.530 | 4.93 | 13244.78 |
| 3402 | 2016.07.06 08:40 | sell | 1118 | 0.10 | 101.071 | 106.071 | 100.971 | ||
| 3403 | 2016.07.06 09:07 | modify | 1118 | 0.10 | 101.071 | 101.021 | 100.971 | ||
| 3404 | 2016.07.06 09:08 | t/p | 1118 | 0.10 | 100.971 | 101.021 | 100.971 | 9.90 | 13254.68 |
| 3405 | 2016.07.06 15:15 | sell | 1119 | 0.10 | 100.700 | 105.700 | 100.600 | ||
| 3406 | 2016.07.06 15:17 | modify | 1119 | 0.10 | 100.700 | 100.650 | 100.600 | ||
| 3407 | 2016.07.06 15:18 | s/l | 1119 | 0.10 | 100.650 | 100.650 | 100.600 | 4.97 | 13259.65 |
| 3408 | 2016.07.06 17:05 | sell | 1120 | 0.10 | 101.104 | 106.104 | 101.004 | ||
| 3409 | 2016.07.06 17:09 | modify | 1120 | 0.10 | 101.104 | 101.054 | 101.004 | ||
| 3410 | 2016.07.06 17:09 | s/l | 1120 | 0.10 | 101.054 | 101.054 | 101.004 | 4.95 | 13264.60 |
| 3411 | 2016.07.06 17:10 | sell | 1121 | 0.10 | 101.058 | 106.058 | 100.958 | ||
| 3412 | 2016.07.06 17:12 | modify | 1121 | 0.10 | 101.058 | 101.008 | 100.958 | ||
| 3413 | 2016.07.06 17:12 | s/l | 1121 | 0.10 | 101.008 | 101.008 | 100.958 | 4.95 | 13269.55 |
| 3414 | 2016.07.06 17:15 | sell | 1122 | 0.10 | 101.078 | 106.078 | 100.978 | ||
| 3415 | 2016.07.06 17:18 | modify | 1122 | 0.10 | 101.078 | 101.028 | 100.978 | ||
| 3416 | 2016.07.06 17:18 | s/l | 1122 | 0.10 | 101.028 | 101.028 | 100.978 | 4.95 | 13274.50 |
| 3417 | 2016.07.06 19:05 | sell | 1123 | 0.10 | 101.319 | 106.319 | 101.219 | ||
| 3418 | 2016.07.06 19:15 | modify | 1123 | 0.10 | 101.319 | 101.269 | 101.219 | ||
| 3419 | 2016.07.06 19:15 | s/l | 1123 | 0.10 | 101.269 | 101.269 | 101.219 | 4.94 | 13279.44 |
| 3420 | 2016.07.07 11:05 | sell | 1124 | 0.10 | 101.033 | 106.033 | 100.933 | ||
| 3421 | 2016.07.07 11:10 | modify | 1124 | 0.10 | 101.033 | 100.983 | 100.933 | ||
| 3422 | 2016.07.07 11:10 | s/l | 1124 | 0.10 | 100.983 | 100.983 | 100.933 | 4.95 | 13284.39 |
| 3423 | 2016.07.08 15:35 | sell | 1125 | 0.10 | 100.884 | 105.884 | 100.784 | ||
| 3424 | 2016.07.08 15:35 | modify | 1125 | 0.10 | 100.884 | 100.834 | 100.784 | ||
| 3425 | 2016.07.08 15:35 | t/p | 1125 | 0.10 | 100.784 | 100.834 | 100.784 | 9.92 | 13294.31 |
| 3426 | 2016.07.12 01:25 | buy | 1126 | 0.10 | 102.682 | 97.682 | 102.782 | ||
| 3427 | 2016.07.12 03:16 | buy | 1127 | 0.20 | 102.480 | 97.480 | 102.580 | ||
| 3428 | 2016.07.12 03:16 | modify | 1127 | 0.20 | 102.480 | 97.480 | 102.547 | ||
| 3429 | 2016.07.12 03:16 | modify | 1126 | 0.10 | 102.682 | 97.682 | 102.547 | ||
| 3430 | 2016.07.12 03:25 | t/p | 1126 | 0.10 | 102.547 | 97.682 | 102.547 | -13.17 | 13281.14 |
| 3431 | 2016.07.12 03:25 | t/p | 1127 | 0.20 | 102.547 | 97.480 | 102.547 | 13.06 | 13294.20 |
| 3432 | 2016.07.13 03:10 | buy | 1128 | 0.10 | 104.520 | 99.520 | 104.620 | ||
| 3433 | 2016.07.13 03:48 | modify | 1128 | 0.10 | 104.520 | 104.570 | 104.620 | ||
| 3434 | 2016.07.13 03:48 | s/l | 1128 | 0.10 | 104.570 | 104.570 | 104.620 | 4.78 | 13298.98 |
| 3435 | 2016.07.13 05:10 | buy | 1129 | 0.10 | 104.253 | 99.253 | 104.353 | ||
| 3436 | 2016.07.13 05:14 | modify | 1129 | 0.10 | 104.253 | 104.303 | 104.353 | ||
| 3437 | 2016.07.13 05:14 | s/l | 1129 | 0.10 | 104.303 | 104.303 | 104.353 | 4.79 | 13303.77 |
| 3438 | 2016.07.13 05:20 | buy | 1130 | 0.10 | 104.134 | 99.134 | 104.234 | ||
| 3439 | 2016.07.13 05:46 | modify | 1130 | 0.10 | 104.134 | 104.184 | 104.234 | ||
| 3440 | 2016.07.13 05:46 | s/l | 1130 | 0.10 | 104.184 | 104.184 | 104.234 | 4.80 | 13308.57 |
| 3441 | 2016.07.13 16:50 | buy | 1131 | 0.10 | 104.265 | 99.265 | 104.365 | ||
| 3442 | 2016.07.13 16:55 | modify | 1131 | 0.10 | 104.265 | 104.315 | 104.365 | ||
| 3443 | 2016.07.13 16:55 | s/l | 1131 | 0.10 | 104.315 | 104.315 | 104.365 | 4.79 | 13313.36 |
| 3444 | 2016.07.13 18:25 | buy | 1132 | 0.10 | 104.103 | 99.103 | 104.203 | ||
| 3445 | 2016.07.13 18:27 | modify | 1132 | 0.10 | 104.103 | 104.153 | 104.203 | ||
| 3446 | 2016.07.13 18:28 | s/l | 1132 | 0.10 | 104.153 | 104.153 | 104.203 | 4.80 | 13318.16 |
| 3447 | 2016.07.13 18:35 | buy | 1133 | 0.10 | 104.046 | 99.046 | 104.146 | ||
| 3448 | 2016.07.13 18:58 | modify | 1133 | 0.10 | 104.046 | 104.096 | 104.146 | ||
| 3449 | 2016.07.13 18:58 | s/l | 1133 | 0.10 | 104.096 | 104.096 | 104.146 | 4.81 | 13322.97 |
| 3450 | 2016.07.14 01:25 | buy | 1134 | 0.10 | 104.311 | 99.311 | 104.411 | ||