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 |
| 3451 | 2016.07.14 01:47 | buy | 1135 | 0.20 | 104.109 | 99.109 | 104.209 | ||
| 3452 | 2016.07.14 01:47 | modify | 1135 | 0.20 | 104.109 | 99.109 | 104.176 | ||
| 3453 | 2016.07.14 01:47 | modify | 1134 | 0.10 | 104.311 | 99.311 | 104.176 | ||
| 3454 | 2016.07.14 02:41 | t/p | 1134 | 0.10 | 104.176 | 99.311 | 104.176 | -12.96 | 13310.01 |
| 3455 | 2016.07.14 02:41 | t/p | 1135 | 0.20 | 104.176 | 99.109 | 104.176 | 12.86 | 13322.87 |
| 3456 | 2016.07.14 17:35 | buy | 1136 | 0.10 | 105.417 | 100.417 | 105.517 | ||
| 3457 | 2016.07.14 18:23 | modify | 1136 | 0.10 | 105.417 | 105.467 | 105.517 | ||
| 3458 | 2016.07.14 18:25 | s/l | 1136 | 0.10 | 105.467 | 105.467 | 105.517 | 4.74 | 13327.61 |
| 3459 | 2016.07.15 01:10 | buy | 1137 | 0.10 | 105.268 | 100.268 | 105.368 | ||
| 3460 | 2016.07.15 01:24 | modify | 1137 | 0.10 | 105.268 | 105.318 | 105.368 | ||
| 3461 | 2016.07.15 01:25 | s/l | 1137 | 0.10 | 105.318 | 105.318 | 105.368 | 4.75 | 13332.36 |
| 3462 | 2016.07.15 01:40 | buy | 1138 | 0.10 | 105.213 | 100.213 | 105.313 | ||
| 3463 | 2016.07.15 02:00 | modify | 1138 | 0.10 | 105.213 | 105.263 | 105.313 | ||
| 3464 | 2016.07.15 02:00 | s/l | 1138 | 0.10 | 105.263 | 105.263 | 105.313 | 4.75 | 13337.11 |
| 3465 | 2016.07.15 08:00 | buy | 1139 | 0.10 | 105.757 | 100.757 | 105.857 | ||
| 3466 | 2016.07.15 08:00 | modify | 1139 | 0.10 | 105.757 | 105.807 | 105.857 | ||
| 3467 | 2016.07.15 08:00 | s/l | 1139 | 0.10 | 105.807 | 105.807 | 105.857 | 4.73 | 13341.84 |
| 3468 | 2016.07.15 08:05 | buy | 1140 | 0.10 | 105.628 | 100.628 | 105.728 | ||
| 3469 | 2016.07.15 08:19 | modify | 1140 | 0.10 | 105.628 | 105.678 | 105.728 | ||
| 3470 | 2016.07.15 08:19 | s/l | 1140 | 0.10 | 105.678 | 105.678 | 105.728 | 4.73 | 13346.57 |
| 3471 | 2016.07.15 13:35 | buy | 1141 | 0.10 | 105.589 | 100.589 | 105.689 | ||
| 3472 | 2016.07.15 13:40 | modify | 1141 | 0.10 | 105.589 | 105.639 | 105.689 | ||
| 3473 | 2016.07.15 13:40 | s/l | 1141 | 0.10 | 105.639 | 105.639 | 105.689 | 4.73 | 13351.30 |
| 3474 | 2016.07.21 08:15 | buy | 1142 | 0.10 | 106.924 | 101.924 | 107.024 | ||
| 3475 | 2016.07.21 08:23 | modify | 1142 | 0.10 | 106.924 | 106.974 | 107.024 | ||
| 3476 | 2016.07.21 08:23 | s/l | 1142 | 0.10 | 106.974 | 106.974 | 107.024 | 4.67 | 13355.97 |
| 3477 | 2016.07.26 16:45 | sell | 1143 | 0.10 | 104.552 | 109.552 | 104.452 | ||
| 3478 | 2016.07.26 17:45 | sell | 1144 | 0.20 | 104.753 | 109.753 | 104.653 | ||
| 3479 | 2016.07.26 17:45 | modify | 1144 | 0.20 | 104.753 | 109.753 | 104.686 | ||
| 3480 | 2016.07.26 17:45 | modify | 1143 | 0.10 | 104.552 | 109.552 | 104.686 | ||
| 3481 | 2016.07.26 17:54 | t/p | 1143 | 0.10 | 104.686 | 109.552 | 104.686 | -12.80 | 13343.17 |
| 3482 | 2016.07.26 17:54 | t/p | 1144 | 0.20 | 104.686 | 109.753 | 104.686 | 12.80 | 13355.97 |
| 3483 | 2016.07.27 00:40 | sell | 1145 | 0.10 | 104.702 | 109.702 | 104.602 | ||
| 3484 | 2016.07.27 02:45 | sell | 1146 | 0.20 | 104.904 | 109.904 | 104.804 | ||
| 3485 | 2016.07.27 02:45 | modify | 1146 | 0.20 | 104.904 | 109.904 | 104.837 | ||
| 3486 | 2016.07.27 02:45 | modify | 1145 | 0.10 | 104.702 | 109.702 | 104.837 | ||
| 3487 | 2016.07.27 02:58 | t/p | 1145 | 0.10 | 104.837 | 109.702 | 104.837 | -12.88 | 13343.09 |
| 3488 | 2016.07.27 02:58 | t/p | 1146 | 0.20 | 104.837 | 109.904 | 104.837 | 12.78 | 13355.87 |
| 3489 | 2016.07.29 06:00 | sell | 1147 | 0.10 | 104.642 | 109.642 | 104.542 | ||
| 3490 | 2016.07.29 06:05 | sell | 1148 | 0.20 | 104.847 | 109.847 | 104.747 | ||
| 3491 | 2016.07.29 06:05 | modify | 1148 | 0.20 | 104.847 | 109.847 | 104.779 | ||
| 3492 | 2016.07.29 06:05 | modify | 1147 | 0.10 | 104.642 | 109.642 | 104.779 | ||
| 3493 | 2016.07.29 06:05 | t/p | 1147 | 0.10 | 104.779 | 109.642 | 104.779 | -13.08 | 13342.79 |
| 3494 | 2016.07.29 06:05 | t/p | 1148 | 0.20 | 104.779 | 109.847 | 104.779 | 12.98 | 13355.77 |
| 3495 | 2016.07.29 06:10 | sell | 1149 | 0.10 | 104.726 | 109.726 | 104.626 | ||
| 3496 | 2016.07.29 06:16 | modify | 1149 | 0.10 | 104.726 | 104.676 | 104.626 | ||
| 3497 | 2016.07.29 06:16 | t/p | 1149 | 0.10 | 104.626 | 104.676 | 104.626 | 9.56 | 13365.33 |
| 3498 | 2016.07.29 11:20 | sell | 1150 | 0.10 | 103.885 | 108.885 | 103.785 | ||
| 3499 | 2016.07.29 11:21 | modify | 1150 | 0.10 | 103.885 | 103.835 | 103.785 | ||
| 3500 | 2016.07.29 11:21 | s/l | 1150 | 0.10 | 103.835 | 103.835 | 103.785 | 4.82 | 13370.15 |
| 3501 | 2016.08.01 00:10 | sell | 1151 | 0.10 | 102.247 | 107.247 | 102.147 | ||
| 3502 | 2016.08.01 00:11 | modify | 1151 | 0.10 | 102.247 | 102.197 | 102.147 | ||
| 3503 | 2016.08.01 00:11 | s/l | 1151 | 0.10 | 102.197 | 102.197 | 102.147 | 4.89 | 13375.04 |
| 3504 | 2016.08.01 01:25 | sell | 1152 | 0.10 | 102.450 | 107.450 | 102.350 | ||
| 3505 | 2016.08.01 01:29 | modify | 1152 | 0.10 | 102.450 | 102.400 | 102.350 | ||
| 3506 | 2016.08.01 01:29 | s/l | 1152 | 0.10 | 102.400 | 102.400 | 102.350 | 4.88 | 13379.92 |
| 3507 | 2016.08.01 15:40 | sell | 1153 | 0.10 | 102.421 | 107.421 | 102.321 | ||
| 3508 | 2016.08.01 16:35 | modify | 1153 | 0.10 | 102.421 | 102.371 | 102.321 | ||
| 3509 | 2016.08.01 16:35 | s/l | 1153 | 0.10 | 102.371 | 102.371 | 102.321 | 4.88 | 13384.80 |
| 3510 | 2016.08.03 01:10 | sell | 1154 | 0.10 | 100.959 | 105.959 | 100.859 | ||
| 3511 | 2016.08.03 03:18 | sell | 1155 | 0.20 | 101.160 | 106.160 | 101.060 | ||
| 3512 | 2016.08.03 03:18 | modify | 1155 | 0.20 | 101.160 | 106.160 | 101.093 | ||
| 3513 | 2016.08.03 03:18 | modify | 1154 | 0.10 | 100.959 | 105.959 | 101.093 | ||
| 3514 | 2016.08.03 04:08 | t/p | 1154 | 0.10 | 101.093 | 105.959 | 101.093 | -13.26 | 13371.54 |
| 3515 | 2016.08.03 04:08 | t/p | 1155 | 0.20 | 101.093 | 106.160 | 101.093 | 13.26 | 13384.80 |
| 3516 | 2016.08.08 20:55 | buy | 1156 | 0.10 | 102.471 | 97.471 | 102.571 | ||
| 3517 | 2016.08.09 02:56 | buy | 1157 | 0.20 | 102.270 | 97.270 | 102.370 | ||
| 3518 | 2016.08.09 02:56 | modify | 1157 | 0.20 | 102.270 | 97.270 | 102.337 | ||
| 3519 | 2016.08.09 02:56 | modify | 1156 | 0.10 | 102.471 | 97.471 | 102.337 | ||
| 3520 | 2016.08.09 03:05 | t/p | 1156 | 0.10 | 102.337 | 97.471 | 102.337 | -13.09 | 13371.71 |
| 3521 | 2016.08.09 03:05 | t/p | 1157 | 0.20 | 102.337 | 97.270 | 102.337 | 13.09 | 13384.80 |
| 3522 | 2016.08.11 06:30 | sell | 1158 | 0.10 | 101.323 | 106.323 | 101.223 | ||
| 3523 | 2016.08.11 09:55 | modify | 1158 | 0.10 | 101.323 | 101.273 | 101.223 | ||
| 3524 | 2016.08.11 09:56 | s/l | 1158 | 0.10 | 101.273 | 101.273 | 101.223 | 4.94 | 13389.74 |
| 3525 | 2016.08.12 02:55 | buy | 1159 | 0.10 | 101.803 | 96.803 | 101.903 | ||
| 3526 | 2016.08.12 03:02 | modify | 1159 | 0.10 | 101.803 | 101.853 | 101.903 | ||
| 3527 | 2016.08.12 03:02 | s/l | 1159 | 0.10 | 101.853 | 101.853 | 101.903 | 4.91 | 13394.65 |
| 3528 | 2016.08.12 15:35 | buy | 1160 | 0.10 | 101.382 | 96.382 | 101.482 | ||
| 3529 | 2016.08.12 15:41 | buy | 1161 | 0.20 | 101.181 | 96.181 | 101.281 | ||
| 3530 | 2016.08.12 15:41 | modify | 1161 | 0.20 | 101.181 | 96.181 | 101.248 | ||
| 3531 | 2016.08.12 15:41 | modify | 1160 | 0.10 | 101.382 | 96.382 | 101.248 | ||
| 3532 | 2016.08.12 15:42 | t/p | 1160 | 0.10 | 101.248 | 96.382 | 101.248 | -13.24 | 13381.41 |
| 3533 | 2016.08.12 15:42 | t/p | 1161 | 0.20 | 101.248 | 96.181 | 101.248 | 13.23 | 13394.64 |
| 3534 | 2016.08.12 21:55 | sell | 1162 | 0.10 | 101.258 | 106.258 | 101.158 | ||
| 3535 | 2016.08.12 22:50 | modify | 1162 | 0.10 | 101.258 | 101.208 | 101.158 | ||
| 3536 | 2016.08.12 22:51 | s/l | 1162 | 0.10 | 101.208 | 101.208 | 101.158 | 4.94 | 13399.58 |
| 3537 | 2016.08.15 02:35 | sell | 1163 | 0.10 | 101.357 | 106.357 | 101.257 | ||
| 3538 | 2016.08.15 02:53 | modify | 1163 | 0.10 | 101.357 | 101.307 | 101.257 | ||
| 3539 | 2016.08.15 02:55 | s/l | 1163 | 0.10 | 101.307 | 101.307 | 101.257 | 4.94 | 13404.52 |
| 3540 | 2016.08.15 19:40 | sell | 1164 | 0.10 | 101.205 | 106.205 | 101.105 | ||
| 3541 | 2016.08.15 20:26 | modify | 1164 | 0.10 | 101.205 | 101.155 | 101.105 | ||
| 3542 | 2016.08.15 20:26 | s/l | 1164 | 0.10 | 101.155 | 101.155 | 101.105 | 4.94 | 13409.46 |
| 3543 | 2016.08.16 16:25 | sell | 1165 | 0.10 | 100.371 | 105.371 | 100.271 | ||
| 3544 | 2016.08.16 16:30 | modify | 1165 | 0.10 | 100.371 | 100.321 | 100.271 | ||
| 3545 | 2016.08.16 16:31 | s/l | 1165 | 0.10 | 100.321 | 100.321 | 100.271 | 4.98 | 13414.44 |
| 3546 | 2016.08.17 03:30 | sell | 1166 | 0.10 | 100.539 | 105.539 | 100.439 | ||
| 3547 | 2016.08.17 04:07 | modify | 1166 | 0.10 | 100.539 | 100.489 | 100.439 | ||
| 3548 | 2016.08.17 04:07 | s/l | 1166 | 0.10 | 100.489 | 100.489 | 100.439 | 4.98 | 13419.42 |
| 3549 | 2016.08.18 05:40 | sell | 1167 | 0.10 | 100.044 | 105.044 | 99.944 | ||
| 3550 | 2016.08.18 06:41 | modify | 1167 | 0.10 | 100.044 | 99.994 | 99.944 | ||
| 3551 | 2016.08.18 06:43 | t/p | 1167 | 0.10 | 99.944 | 99.994 | 99.944 | 10.01 | 13429.43 |
| 3552 | 2016.08.22 14:05 | buy | 1168 | 0.10 | 100.496 | 95.496 | 100.596 | ||
| 3553 | 2016.08.22 14:25 | modify | 1168 | 0.10 | 100.496 | 100.546 | 100.596 | ||
| 3554 | 2016.08.22 14:25 | s/l | 1168 | 0.10 | 100.546 | 100.546 | 100.596 | 4.97 | 13434.40 |
| 3555 | 2016.08.22 15:45 | buy | 1169 | 0.10 | 100.354 | 95.354 | 100.454 | ||
| 3556 | 2016.08.22 16:45 | modify | 1169 | 0.10 | 100.354 | 100.404 | 100.454 | ||
| 3557 | 2016.08.22 16:45 | s/l | 1169 | 0.10 | 100.404 | 100.404 | 100.454 | 4.98 | 13439.38 |
| 3558 | 2016.08.29 17:50 | buy | 1170 | 0.10 | 102.105 | 97.105 | 102.205 | ||
| 3559 | 2016.08.29 17:54 | modify | 1170 | 0.10 | 102.105 | 102.155 | 102.205 | ||
| 3560 | 2016.08.29 17:54 | s/l | 1170 | 0.10 | 102.155 | 102.155 | 102.205 | 4.89 | 13444.27 |
| 3561 | 2016.08.29 20:30 | buy | 1171 | 0.10 | 102.024 | 97.024 | 102.124 | ||
| 3562 | 2016.08.30 02:54 | buy | 1172 | 0.20 | 101.823 | 96.823 | 101.923 | ||
| 3563 | 2016.08.30 02:54 | modify | 1172 | 0.20 | 101.823 | 96.823 | 101.890 | ||
| 3564 | 2016.08.30 02:54 | modify | 1171 | 0.10 | 102.024 | 97.024 | 101.890 | ||
| 3565 | 2016.08.30 03:52 | t/p | 1171 | 0.10 | 101.890 | 97.024 | 101.890 | -13.15 | 13431.12 |
| 3566 | 2016.08.30 03:52 | t/p | 1172 | 0.20 | 101.890 | 96.823 | 101.890 | 13.15 | 13444.27 |
| 3567 | 2016.09.05 02:55 | buy | 1173 | 0.10 | 103.914 | 98.914 | 104.014 | ||
| 3568 | 2016.09.05 03:00 | modify | 1173 | 0.10 | 103.914 | 103.964 | 104.014 | ||
| 3569 | 2016.09.05 03:00 | s/l | 1173 | 0.10 | 103.964 | 103.964 | 104.014 | 4.81 | 13449.08 |
| 3570 | 2016.09.05 03:05 | buy | 1174 | 0.10 | 103.857 | 98.857 | 103.957 | ||
| 3571 | 2016.09.05 03:48 | modify | 1174 | 0.10 | 103.857 | 103.907 | 103.957 | ||
| 3572 | 2016.09.05 03:48 | s/l | 1174 | 0.10 | 103.907 | 103.907 | 103.957 | 4.81 | 13453.89 |
| 3573 | 2016.09.07 11:10 | sell | 1175 | 0.10 | 101.617 | 106.617 | 101.517 | ||
| 3574 | 2016.09.07 12:48 | modify | 1175 | 0.10 | 101.617 | 101.567 | 101.517 | ||
| 3575 | 2016.09.07 12:53 | t/p | 1175 | 0.10 | 101.517 | 101.567 | 101.517 | 9.85 | 13463.74 |
| 3576 | 2016.09.07 15:05 | sell | 1176 | 0.10 | 101.677 | 106.677 | 101.577 | ||
| 3577 | 2016.09.07 15:21 | modify | 1176 | 0.10 | 101.677 | 101.627 | 101.577 | ||
| 3578 | 2016.09.07 15:25 | t/p | 1176 | 0.10 | 101.577 | 101.627 | 101.577 | 9.84 | 13473.58 |
| 3579 | 2016.09.07 17:50 | sell | 1177 | 0.10 | 101.731 | 106.731 | 101.631 | ||
| 3580 | 2016.09.07 17:51 | modify | 1177 | 0.10 | 101.731 | 101.681 | 101.631 | ||
| 3581 | 2016.09.07 17:51 | s/l | 1177 | 0.10 | 101.681 | 101.681 | 101.631 | 4.92 | 13478.50 |
| 3582 | 2016.09.08 03:00 | sell | 1178 | 0.10 | 101.828 | 106.828 | 101.728 | ||
| 3583 | 2016.09.08 03:14 | modify | 1178 | 0.10 | 101.828 | 101.778 | 101.728 | ||
| 3584 | 2016.09.08 03:14 | s/l | 1178 | 0.10 | 101.778 | 101.778 | 101.728 | 4.91 | 13483.41 |
| 3585 | 2016.09.09 00:40 | buy | 1179 | 0.10 | 102.397 | 97.397 | 102.497 | ||
| 3586 | 2016.09.09 01:08 | modify | 1179 | 0.10 | 102.397 | 102.447 | 102.497 | ||
| 3587 | 2016.09.09 01:08 | s/l | 1179 | 0.10 | 102.447 | 102.447 | 102.497 | 4.88 | 13488.29 |
| 3588 | 2016.09.09 02:10 | buy | 1180 | 0.10 | 102.329 | 97.329 | 102.429 | ||
| 3589 | 2016.09.09 03:01 | modify | 1180 | 0.10 | 102.329 | 102.379 | 102.429 | ||
| 3590 | 2016.09.09 03:01 | s/l | 1180 | 0.10 | 102.379 | 102.379 | 102.429 | 4.89 | 13493.18 |
| 3591 | 2016.09.09 04:20 | buy | 1181 | 0.10 | 102.127 | 97.127 | 102.227 | ||
| 3592 | 2016.09.09 04:41 | modify | 1181 | 0.10 | 102.127 | 102.177 | 102.227 | ||
| 3593 | 2016.09.09 04:41 | s/l | 1181 | 0.10 | 102.177 | 102.177 | 102.227 | 4.90 | 13498.08 |
| 3594 | 2016.09.09 05:45 | buy | 1182 | 0.10 | 101.989 | 96.989 | 102.089 | ||
| 3595 | 2016.09.09 05:58 | modify | 1182 | 0.10 | 101.989 | 102.039 | 102.089 | ||
| 3596 | 2016.09.09 05:58 | s/l | 1182 | 0.10 | 102.039 | 102.039 | 102.089 | 4.90 | 13502.98 |
| 3597 | 2016.09.12 00:05 | buy | 1183 | 0.10 | 102.572 | 97.572 | 102.672 | ||
| 3598 | 2016.09.12 01:51 | buy | 1184 | 0.20 | 102.370 | 97.370 | 102.470 | ||
| 3599 | 2016.09.12 01:51 | modify | 1184 | 0.20 | 102.370 | 97.370 | 102.437 | ||
| 3600 | 2016.09.12 01:51 | modify | 1183 | 0.10 | 102.572 | 97.572 | 102.437 | ||