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 |
| 3601 | 2016.09.12 02:02 | t/p | 1183 | 0.10 | 102.437 | 97.572 | 102.437 | -13.18 | 13489.80 |
| 3602 | 2016.09.12 02:02 | t/p | 1184 | 0.20 | 102.437 | 97.370 | 102.437 | 13.08 | 13502.88 |
| 3603 | 2016.09.13 00:55 | sell | 1185 | 0.10 | 101.913 | 106.913 | 101.813 | ||
| 3604 | 2016.09.13 01:23 | modify | 1185 | 0.10 | 101.913 | 101.863 | 101.813 | ||
| 3605 | 2016.09.13 01:24 | s/l | 1185 | 0.10 | 101.863 | 101.863 | 101.813 | 4.91 | 13507.79 |
| 3606 | 2016.09.13 07:25 | sell | 1186 | 0.10 | 101.944 | 106.944 | 101.844 | ||
| 3607 | 2016.09.13 07:34 | modify | 1186 | 0.10 | 101.944 | 101.894 | 101.844 | ||
| 3608 | 2016.09.13 07:34 | s/l | 1186 | 0.10 | 101.894 | 101.894 | 101.844 | 4.91 | 13512.70 |
| 3609 | 2016.09.13 07:40 | sell | 1187 | 0.10 | 101.975 | 106.975 | 101.875 | ||
| 3610 | 2016.09.13 07:46 | modify | 1187 | 0.10 | 101.975 | 101.925 | 101.875 | ||
| 3611 | 2016.09.13 07:46 | s/l | 1187 | 0.10 | 101.925 | 101.925 | 101.875 | 4.91 | 13517.61 |
| 3612 | 2016.09.14 01:35 | buy | 1188 | 0.10 | 102.475 | 97.475 | 102.575 | ||
| 3613 | 2016.09.14 02:01 | modify | 1188 | 0.10 | 102.475 | 102.525 | 102.575 | ||
| 3614 | 2016.09.14 02:01 | s/l | 1188 | 0.10 | 102.525 | 102.525 | 102.575 | 4.88 | 13522.49 |
| 3615 | 2016.09.14 11:50 | buy | 1189 | 0.10 | 102.883 | 97.883 | 102.983 | ||
| 3616 | 2016.09.14 11:53 | modify | 1189 | 0.10 | 102.883 | 102.933 | 102.983 | ||
| 3617 | 2016.09.14 11:53 | s/l | 1189 | 0.10 | 102.933 | 102.933 | 102.983 | 4.86 | 13527.35 |
| 3618 | 2016.09.14 12:05 | buy | 1190 | 0.10 | 102.798 | 97.798 | 102.898 | ||
| 3619 | 2016.09.14 12:19 | buy | 1191 | 0.20 | 102.595 | 97.595 | 102.695 | ||
| 3620 | 2016.09.14 12:19 | modify | 1191 | 0.20 | 102.595 | 97.595 | 102.663 | ||
| 3621 | 2016.09.14 12:19 | modify | 1190 | 0.10 | 102.798 | 97.798 | 102.663 | ||
| 3622 | 2016.09.14 12:20 | t/p | 1190 | 0.10 | 102.663 | 97.798 | 102.663 | -13.15 | 13514.20 |
| 3623 | 2016.09.14 12:20 | t/p | 1191 | 0.20 | 102.663 | 97.595 | 102.663 | 13.25 | 13527.45 |
| 3624 | 2016.09.14 12:25 | buy | 1192 | 0.10 | 102.662 | 97.662 | 102.762 | ||
| 3625 | 2016.09.14 12:46 | modify | 1192 | 0.10 | 102.662 | 102.712 | 102.762 | ||
| 3626 | 2016.09.14 12:46 | s/l | 1192 | 0.10 | 102.712 | 102.712 | 102.762 | 4.87 | 13532.32 |
| 3627 | 2016.09.14 14:15 | buy | 1193 | 0.10 | 102.519 | 97.519 | 102.619 | ||
| 3628 | 2016.09.14 14:17 | modify | 1193 | 0.10 | 102.519 | 102.569 | 102.619 | ||
| 3629 | 2016.09.14 14:17 | s/l | 1193 | 0.10 | 102.569 | 102.569 | 102.619 | 4.88 | 13537.20 |
| 3630 | 2016.09.14 17:25 | buy | 1194 | 0.10 | 102.583 | 97.583 | 102.683 | ||
| 3631 | 2016.09.14 17:32 | modify | 1194 | 0.10 | 102.583 | 102.633 | 102.683 | ||
| 3632 | 2016.09.14 17:33 | s/l | 1194 | 0.10 | 102.633 | 102.633 | 102.683 | 4.87 | 13542.07 |
| 3633 | 2016.09.14 18:10 | buy | 1195 | 0.10 | 102.375 | 97.375 | 102.475 | ||
| 3634 | 2016.09.14 18:17 | modify | 1195 | 0.10 | 102.375 | 102.425 | 102.475 | ||
| 3635 | 2016.09.14 18:17 | s/l | 1195 | 0.10 | 102.425 | 102.425 | 102.475 | 4.88 | 13546.95 |
| 3636 | 2016.09.16 15:35 | sell | 1196 | 0.10 | 102.062 | 107.062 | 101.962 | ||
| 3637 | 2016.09.16 15:40 | modify | 1196 | 0.10 | 102.062 | 102.012 | 101.962 | ||
| 3638 | 2016.09.16 15:40 | s/l | 1196 | 0.10 | 102.012 | 102.012 | 101.962 | 4.90 | 13551.85 |
| 3639 | 2016.09.16 15:55 | sell | 1197 | 0.10 | 102.140 | 107.140 | 102.040 | ||
| 3640 | 2016.09.16 15:56 | modify | 1197 | 0.10 | 102.140 | 102.090 | 102.040 | ||
| 3641 | 2016.09.16 15:57 | s/l | 1197 | 0.10 | 102.090 | 102.090 | 102.040 | 4.90 | 13556.75 |
| 3642 | 2016.09.16 16:00 | sell | 1198 | 0.10 | 102.148 | 107.148 | 102.048 | ||
| 3643 | 2016.09.16 16:02 | modify | 1198 | 0.10 | 102.148 | 102.098 | 102.048 | ||
| 3644 | 2016.09.16 16:05 | s/l | 1198 | 0.10 | 102.098 | 102.098 | 102.048 | 4.90 | 13561.65 |
| 3645 | 2016.09.19 23:45 | sell | 1199 | 0.10 | 101.872 | 106.872 | 101.772 | ||
| 3646 | 2016.09.20 00:31 | modify | 1199 | 0.10 | 101.872 | 101.822 | 101.772 | ||
| 3647 | 2016.09.20 00:31 | s/l | 1199 | 0.10 | 101.822 | 101.822 | 101.772 | 4.91 | 13566.56 |
| 3648 | 2016.09.29 12:45 | buy | 1200 | 0.10 | 101.366 | 96.366 | 101.466 | ||
| 3649 | 2016.09.29 12:57 | modify | 1200 | 0.10 | 101.366 | 101.416 | 101.466 | ||
| 3650 | 2016.09.29 12:57 | s/l | 1200 | 0.10 | 101.416 | 101.416 | 101.466 | 4.93 | 13571.49 |
| 3651 | 2016.09.29 19:40 | buy | 1201 | 0.10 | 101.346 | 96.346 | 101.446 | ||
| 3652 | 2016.09.29 19:53 | buy | 1202 | 0.20 | 101.145 | 96.145 | 101.245 | ||
| 3653 | 2016.09.29 19:53 | modify | 1202 | 0.20 | 101.145 | 96.145 | 101.212 | ||
| 3654 | 2016.09.29 19:53 | modify | 1201 | 0.10 | 101.346 | 96.346 | 101.212 | ||
| 3655 | 2016.09.30 02:00 | t/p | 1201 | 0.10 | 101.212 | 96.346 | 101.212 | -13.24 | 13558.25 |
| 3656 | 2016.09.30 02:00 | t/p | 1202 | 0.20 | 101.212 | 96.145 | 101.212 | 13.24 | 13571.49 |
| 3657 | 2016.09.30 03:40 | buy | 1203 | 0.10 | 100.996 | 95.996 | 101.096 | ||
| 3658 | 2016.09.30 03:45 | modify | 1203 | 0.10 | 100.996 | 101.046 | 101.096 | ||
| 3659 | 2016.09.30 03:45 | s/l | 1203 | 0.10 | 101.046 | 101.046 | 101.096 | 4.95 | 13576.44 |
| 3660 | 2016.09.30 09:20 | buy | 1204 | 0.10 | 100.857 | 95.857 | 100.957 | ||
| 3661 | 2016.09.30 09:47 | modify | 1204 | 0.10 | 100.857 | 100.907 | 100.957 | ||
| 3662 | 2016.09.30 09:47 | s/l | 1204 | 0.10 | 100.907 | 100.907 | 100.957 | 4.96 | 13581.40 |
| 3663 | 2016.10.05 03:30 | buy | 1205 | 0.10 | 102.690 | 97.690 | 102.790 | ||
| 3664 | 2016.10.05 03:49 | modify | 1205 | 0.10 | 102.690 | 102.740 | 102.790 | ||
| 3665 | 2016.10.05 03:49 | s/l | 1205 | 0.10 | 102.740 | 102.740 | 102.790 | 4.87 | 13586.27 |
| 3666 | 2016.10.05 15:25 | buy | 1206 | 0.10 | 102.873 | 97.873 | 102.973 | ||
| 3667 | 2016.10.05 15:26 | modify | 1206 | 0.10 | 102.873 | 102.923 | 102.973 | ||
| 3668 | 2016.10.05 15:27 | s/l | 1206 | 0.10 | 102.923 | 102.923 | 102.973 | 4.86 | 13591.13 |
| 3669 | 2016.10.06 00:00 | buy | 1207 | 0.10 | 103.480 | 98.480 | 103.580 | ||
| 3670 | 2016.10.06 01:05 | modify | 1207 | 0.10 | 103.480 | 103.530 | 103.580 | ||
| 3671 | 2016.10.06 01:05 | s/l | 1207 | 0.10 | 103.530 | 103.530 | 103.580 | 4.83 | 13595.96 |
| 3672 | 2016.10.06 02:50 | buy | 1208 | 0.10 | 103.372 | 98.372 | 103.472 | ||
| 3673 | 2016.10.06 02:55 | modify | 1208 | 0.10 | 103.372 | 103.422 | 103.472 | ||
| 3674 | 2016.10.06 02:55 | s/l | 1208 | 0.10 | 103.422 | 103.422 | 103.472 | 4.83 | 13600.79 |
| 3675 | 2016.10.06 23:50 | buy | 1209 | 0.10 | 103.933 | 98.933 | 104.033 | ||
| 3676 | 2016.10.07 00:15 | modify | 1209 | 0.10 | 103.933 | 103.983 | 104.033 | ||
| 3677 | 2016.10.07 00:16 | s/l | 1209 | 0.10 | 103.983 | 103.983 | 104.033 | 4.81 | 13605.60 |
| 3678 | 2016.10.07 02:55 | buy | 1210 | 0.10 | 103.767 | 98.767 | 103.867 | ||
| 3679 | 2016.10.07 03:02 | modify | 1210 | 0.10 | 103.767 | 103.817 | 103.867 | ||
| 3680 | 2016.10.07 03:03 | t/p | 1210 | 0.10 | 103.867 | 103.817 | 103.867 | 9.63 | 13615.23 |
| 3681 | 2016.10.11 10:05 | buy | 1211 | 0.10 | 103.691 | 98.691 | 103.791 | ||
| 3682 | 2016.10.11 10:10 | modify | 1211 | 0.10 | 103.691 | 103.741 | 103.791 | ||
| 3683 | 2016.10.11 10:10 | s/l | 1211 | 0.10 | 103.741 | 103.741 | 103.791 | 4.82 | 13620.05 |
| 3684 | 2016.10.13 05:00 | buy | 1212 | 0.10 | 104.243 | 99.243 | 104.343 | ||
| 3685 | 2016.10.13 05:13 | buy | 1213 | 0.20 | 104.040 | 99.040 | 104.140 | ||
| 3686 | 2016.10.13 05:13 | modify | 1213 | 0.20 | 104.040 | 99.040 | 104.108 | ||
| 3687 | 2016.10.13 05:13 | modify | 1212 | 0.10 | 104.243 | 99.243 | 104.108 | ||
| 3688 | 2016.10.13 05:18 | buy | 1214 | 0.40 | 103.638 | 98.638 | 103.738 | ||
| 3689 | 2016.10.13 05:18 | modify | 1214 | 0.40 | 103.638 | 98.638 | 103.788 | ||
| 3690 | 2016.10.13 05:18 | modify | 1213 | 0.20 | 104.040 | 99.040 | 103.788 | ||
| 3691 | 2016.10.13 05:18 | modify | 1212 | 0.10 | 104.243 | 99.243 | 103.788 | ||
| 3692 | 2016.10.13 05:21 | t/p | 1212 | 0.10 | 103.788 | 99.243 | 103.788 | -43.84 | 13576.21 |
| 3693 | 2016.10.13 05:21 | t/p | 1213 | 0.20 | 103.788 | 99.040 | 103.788 | -48.56 | 13527.65 |
| 3694 | 2016.10.13 05:21 | t/p | 1214 | 0.40 | 103.788 | 98.638 | 103.788 | 57.81 | 13585.46 |
| 3695 | 2016.10.19 22:25 | sell | 1215 | 0.10 | 103.469 | 108.469 | 103.369 | ||
| 3696 | 2016.10.19 22:50 | modify | 1215 | 0.10 | 103.469 | 103.419 | 103.369 | ||
| 3697 | 2016.10.19 22:50 | s/l | 1215 | 0.10 | 103.419 | 103.419 | 103.369 | 4.83 | 13590.29 |
| 3698 | 2016.10.20 03:10 | sell | 1216 | 0.10 | 103.449 | 108.449 | 103.349 | ||
| 3699 | 2016.10.20 04:19 | sell | 1217 | 0.20 | 103.651 | 108.651 | 103.551 | ||
| 3700 | 2016.10.20 04:19 | modify | 1217 | 0.20 | 103.651 | 108.651 | 103.584 | ||
| 3701 | 2016.10.20 04:19 | modify | 1216 | 0.10 | 103.449 | 108.449 | 103.584 | ||
| 3702 | 2016.10.20 04:39 | t/p | 1216 | 0.10 | 103.584 | 108.449 | 103.584 | -13.03 | 13577.26 |
| 3703 | 2016.10.20 04:39 | t/p | 1217 | 0.20 | 103.584 | 108.651 | 103.584 | 12.94 | 13590.20 |
| 3704 | 2016.10.21 08:30 | buy | 1218 | 0.10 | 103.948 | 98.948 | 104.048 | ||
| 3705 | 2016.10.21 08:50 | buy | 1219 | 0.20 | 103.747 | 98.747 | 103.847 | ||
| 3706 | 2016.10.21 08:50 | modify | 1219 | 0.20 | 103.747 | 98.747 | 103.814 | ||
| 3707 | 2016.10.21 08:50 | modify | 1218 | 0.10 | 103.948 | 98.948 | 103.814 | ||
| 3708 | 2016.10.21 08:54 | t/p | 1218 | 0.10 | 103.814 | 98.948 | 103.814 | -12.90 | 13577.30 |
| 3709 | 2016.10.21 08:54 | t/p | 1219 | 0.20 | 103.814 | 98.747 | 103.814 | 12.90 | 13590.20 |
| 3710 | 2016.10.21 08:55 | buy | 1220 | 0.10 | 103.807 | 98.807 | 103.907 | ||
| 3711 | 2016.10.21 09:02 | modify | 1220 | 0.10 | 103.807 | 103.857 | 103.907 | ||
| 3712 | 2016.10.21 09:02 | s/l | 1220 | 0.10 | 103.857 | 103.857 | 103.907 | 4.82 | 13595.02 |
| 3713 | 2016.10.25 18:15 | buy | 1221 | 0.10 | 104.532 | 99.532 | 104.632 | ||
| 3714 | 2016.10.25 18:41 | buy | 1222 | 0.20 | 104.330 | 99.330 | 104.430 | ||
| 3715 | 2016.10.25 18:41 | modify | 1222 | 0.20 | 104.330 | 99.330 | 104.397 | ||
| 3716 | 2016.10.25 18:41 | modify | 1221 | 0.10 | 104.532 | 99.532 | 104.397 | ||
| 3717 | 2016.10.26 17:37 | t/p | 1221 | 0.10 | 104.397 | 99.532 | 104.397 | -12.93 | 13582.09 |
| 3718 | 2016.10.26 17:37 | t/p | 1222 | 0.20 | 104.397 | 99.330 | 104.397 | 12.84 | 13594.93 |
| 3719 | 2016.10.28 04:30 | buy | 1223 | 0.10 | 105.098 | 100.098 | 105.198 | ||
| 3720 | 2016.10.28 04:36 | modify | 1223 | 0.10 | 105.098 | 105.148 | 105.198 | ||
| 3721 | 2016.10.28 04:36 | s/l | 1223 | 0.10 | 105.148 | 105.148 | 105.198 | 4.76 | 13599.69 |
| 3722 | 2016.11.04 03:00 | sell | 1224 | 0.10 | 103.050 | 108.050 | 102.950 | ||
| 3723 | 2016.11.04 03:54 | modify | 1224 | 0.10 | 103.050 | 103.000 | 102.950 | ||
| 3724 | 2016.11.04 03:54 | s/l | 1224 | 0.10 | 103.000 | 103.000 | 102.950 | 4.85 | 13604.54 |
| 3725 | 2016.11.07 14:05 | buy | 1225 | 0.10 | 104.282 | 99.282 | 104.382 | ||
| 3726 | 2016.11.07 14:41 | modify | 1225 | 0.10 | 104.282 | 104.332 | 104.382 | ||
| 3727 | 2016.11.07 14:41 | s/l | 1225 | 0.10 | 104.332 | 104.332 | 104.382 | 4.79 | 13609.33 |
| 3728 | 2016.11.08 03:45 | buy | 1226 | 0.10 | 104.357 | 99.357 | 104.457 | ||
| 3729 | 2016.11.08 04:02 | modify | 1226 | 0.10 | 104.357 | 104.407 | 104.457 | ||
| 3730 | 2016.11.08 04:04 | s/l | 1226 | 0.10 | 104.407 | 104.407 | 104.457 | 4.79 | 13614.12 |
| 3731 | 2016.11.11 00:25 | buy | 1227 | 0.10 | 106.742 | 101.742 | 106.842 | ||
| 3732 | 2016.11.11 01:00 | modify | 1227 | 0.10 | 106.742 | 106.792 | 106.842 | ||
| 3733 | 2016.11.11 01:02 | t/p | 1227 | 0.10 | 106.842 | 106.792 | 106.842 | 9.36 | 13623.48 |
| 3734 | 2016.11.11 03:15 | buy | 1228 | 0.10 | 106.593 | 101.593 | 106.693 | ||
| 3735 | 2016.11.11 03:17 | modify | 1228 | 0.10 | 106.593 | 106.643 | 106.693 | ||
| 3736 | 2016.11.11 03:17 | s/l | 1228 | 0.10 | 106.643 | 106.643 | 106.693 | 4.68 | 13628.16 |
| 3737 | 2016.11.11 03:20 | buy | 1229 | 0.10 | 106.559 | 101.559 | 106.659 | ||
| 3738 | 2016.11.11 03:30 | modify | 1229 | 0.10 | 106.559 | 106.609 | 106.659 | ||
| 3739 | 2016.11.11 03:32 | t/p | 1229 | 0.10 | 106.659 | 106.609 | 106.659 | 9.38 | 13637.54 |
| 3740 | 2016.11.11 04:30 | buy | 1230 | 0.10 | 106.317 | 101.317 | 106.417 | ||
| 3741 | 2016.11.11 04:30 | modify | 1230 | 0.10 | 106.317 | 106.367 | 106.417 | ||
| 3742 | 2016.11.11 04:30 | s/l | 1230 | 0.10 | 106.367 | 106.367 | 106.417 | 4.70 | 13642.24 |
| 3743 | 2016.11.11 04:35 | buy | 1231 | 0.10 | 106.265 | 101.265 | 106.365 | ||
| 3744 | 2016.11.11 04:37 | modify | 1231 | 0.10 | 106.265 | 106.315 | 106.365 | ||
| 3745 | 2016.11.11 04:38 | t/p | 1231 | 0.10 | 106.365 | 106.315 | 106.365 | 9.41 | 13651.65 |
| 3746 | 2016.11.11 12:40 | buy | 1232 | 0.10 | 106.076 | 101.076 | 106.176 | ||
| 3747 | 2016.11.11 12:42 | modify | 1232 | 0.10 | 106.076 | 106.126 | 106.176 | ||
| 3748 | 2016.11.11 12:42 | s/l | 1232 | 0.10 | 106.126 | 106.126 | 106.176 | 4.71 | 13656.36 |
| 3749 | 2016.11.14 19:40 | buy | 1233 | 0.10 | 108.007 | 103.007 | 108.107 | ||
| 3750 | 2016.11.14 19:52 | modify | 1233 | 0.10 | 108.007 | 108.057 | 108.107 | ||