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 |
| 3751 | 2016.11.14 19:53 | s/l | 1233 | 0.10 | 108.057 | 108.057 | 108.107 | 4.63 | 13660.99 |
| 3752 | 2016.11.15 00:55 | buy | 1234 | 0.10 | 108.272 | 103.272 | 108.372 | ||
| 3753 | 2016.11.15 02:09 | buy | 1235 | 0.20 | 108.071 | 103.071 | 108.171 | ||
| 3754 | 2016.11.15 02:09 | modify | 1235 | 0.20 | 108.071 | 103.071 | 108.138 | ||
| 3755 | 2016.11.15 02:09 | modify | 1234 | 0.10 | 108.272 | 103.272 | 108.138 | ||
| 3756 | 2016.11.15 04:26 | t/p | 1234 | 0.10 | 108.138 | 103.272 | 108.138 | -12.39 | 13648.60 |
| 3757 | 2016.11.15 04:26 | t/p | 1235 | 0.20 | 108.138 | 103.071 | 108.138 | 12.39 | 13660.99 |
| 3758 | 2016.11.15 09:20 | buy | 1236 | 0.10 | 107.846 | 102.846 | 107.946 | ||
| 3759 | 2016.11.15 09:21 | modify | 1236 | 0.10 | 107.846 | 107.896 | 107.946 | ||
| 3760 | 2016.11.15 09:22 | t/p | 1236 | 0.10 | 107.946 | 107.896 | 107.946 | 9.27 | 13670.26 |
| 3761 | 2016.11.16 15:40 | buy | 1237 | 0.10 | 109.290 | 104.290 | 109.390 | ||
| 3762 | 2016.11.16 15:40 | modify | 1237 | 0.10 | 109.290 | 109.340 | 109.390 | ||
| 3763 | 2016.11.16 15:40 | s/l | 1237 | 0.10 | 109.340 | 109.340 | 109.390 | 4.57 | 13674.83 |
| 3764 | 2016.11.18 12:45 | buy | 1238 | 0.10 | 110.410 | 105.410 | 110.510 | ||
| 3765 | 2016.11.18 12:46 | modify | 1238 | 0.10 | 110.410 | 110.460 | 110.510 | ||
| 3766 | 2016.11.18 12:46 | s/l | 1238 | 0.10 | 110.460 | 110.460 | 110.510 | 4.53 | 13679.36 |
| 3767 | 2016.11.18 12:50 | buy | 1239 | 0.10 | 110.373 | 105.373 | 110.473 | ||
| 3768 | 2016.11.18 12:51 | modify | 1239 | 0.10 | 110.373 | 110.423 | 110.473 | ||
| 3769 | 2016.11.18 12:51 | s/l | 1239 | 0.10 | 110.423 | 110.423 | 110.473 | 4.53 | 13683.89 |
| 3770 | 2016.11.18 12:55 | buy | 1240 | 0.10 | 110.337 | 105.337 | 110.437 | ||
| 3771 | 2016.11.18 13:06 | modify | 1240 | 0.10 | 110.337 | 110.387 | 110.437 | ||
| 3772 | 2016.11.18 13:06 | s/l | 1240 | 0.10 | 110.387 | 110.387 | 110.437 | 4.53 | 13688.42 |
| 3773 | 2016.11.24 12:00 | buy | 1241 | 0.10 | 112.842 | 107.842 | 112.942 | ||
| 3774 | 2016.11.24 12:02 | modify | 1241 | 0.10 | 112.842 | 112.892 | 112.942 | ||
| 3775 | 2016.11.24 12:05 | s/l | 1241 | 0.10 | 112.892 | 112.892 | 112.942 | 4.43 | 13692.85 |
| 3776 | 2016.11.25 06:00 | buy | 1242 | 0.10 | 113.428 | 108.428 | 113.528 | ||
| 3777 | 2016.11.25 06:05 | modify | 1242 | 0.10 | 113.428 | 113.478 | 113.528 | ||
| 3778 | 2016.11.25 06:05 | s/l | 1242 | 0.10 | 113.478 | 113.478 | 113.528 | 4.41 | 13697.26 |
| 3779 | 2016.11.25 07:25 | buy | 1243 | 0.10 | 113.277 | 108.277 | 113.377 | ||
| 3780 | 2016.11.25 07:29 | modify | 1243 | 0.10 | 113.277 | 113.327 | 113.377 | ||
| 3781 | 2016.11.25 07:30 | s/l | 1243 | 0.10 | 113.327 | 113.327 | 113.377 | 4.41 | 13701.67 |
| 3782 | 2016.12.01 07:05 | buy | 1244 | 0.10 | 113.953 | 108.953 | 114.053 | ||
| 3783 | 2016.12.01 07:05 | modify | 1244 | 0.10 | 113.953 | 114.003 | 114.053 | ||
| 3784 | 2016.12.01 07:05 | s/l | 1244 | 0.10 | 114.003 | 114.003 | 114.053 | 4.39 | 13706.06 |
| 3785 | 2016.12.01 21:00 | buy | 1245 | 0.10 | 114.146 | 109.146 | 114.246 | ||
| 3786 | 2016.12.01 21:01 | modify | 1245 | 0.10 | 114.146 | 114.196 | 114.246 | ||
| 3787 | 2016.12.01 21:01 | s/l | 1245 | 0.10 | 114.196 | 114.196 | 114.246 | 4.38 | 13710.44 |
| 3788 | 2016.12.01 21:05 | buy | 1246 | 0.10 | 114.133 | 109.133 | 114.233 | ||
| 3789 | 2016.12.01 21:11 | modify | 1246 | 0.10 | 114.133 | 114.183 | 114.233 | ||
| 3790 | 2016.12.01 21:11 | s/l | 1246 | 0.10 | 114.183 | 114.183 | 114.233 | 4.38 | 13714.82 |
| 3791 | 2016.12.01 21:15 | buy | 1247 | 0.10 | 114.064 | 109.064 | 114.164 | ||
| 3792 | 2016.12.01 21:16 | modify | 1247 | 0.10 | 114.064 | 114.114 | 114.164 | ||
| 3793 | 2016.12.01 21:17 | s/l | 1247 | 0.10 | 114.114 | 114.114 | 114.164 | 4.38 | 13719.20 |
| 3794 | 2016.12.06 06:15 | sell | 1248 | 0.10 | 113.787 | 118.787 | 113.687 | ||
| 3795 | 2016.12.06 06:21 | modify | 1248 | 0.10 | 113.787 | 113.737 | 113.687 | ||
| 3796 | 2016.12.06 06:21 | s/l | 1248 | 0.10 | 113.737 | 113.737 | 113.687 | 4.40 | 13723.60 |
| 3797 | 2016.12.06 08:00 | sell | 1249 | 0.10 | 113.876 | 118.876 | 113.776 | ||
| 3798 | 2016.12.06 08:21 | sell | 1250 | 0.20 | 114.078 | 119.078 | 113.978 | ||
| 3799 | 2016.12.06 08:21 | modify | 1250 | 0.20 | 114.078 | 119.078 | 114.011 | ||
| 3800 | 2016.12.06 08:21 | modify | 1249 | 0.10 | 113.876 | 118.876 | 114.011 | ||
| 3801 | 2016.12.06 08:49 | t/p | 1249 | 0.10 | 114.011 | 118.876 | 114.011 | -11.84 | 13711.76 |
| 3802 | 2016.12.06 08:49 | t/p | 1250 | 0.20 | 114.011 | 119.078 | 114.011 | 11.75 | 13723.51 |
| 3803 | 2016.12.08 03:00 | sell | 1251 | 0.10 | 113.836 | 118.836 | 113.736 | ||
| 3804 | 2016.12.08 03:03 | modify | 1251 | 0.10 | 113.836 | 113.786 | 113.736 | ||
| 3805 | 2016.12.08 03:03 | s/l | 1251 | 0.10 | 113.786 | 113.786 | 113.736 | 4.39 | 13727.90 |
| 3806 | 2016.12.08 07:40 | sell | 1252 | 0.10 | 113.543 | 118.543 | 113.443 | ||
| 3807 | 2016.12.08 08:10 | modify | 1252 | 0.10 | 113.543 | 113.493 | 113.443 | ||
| 3808 | 2016.12.08 08:10 | s/l | 1252 | 0.10 | 113.493 | 113.493 | 113.443 | 4.41 | 13732.31 |
| 3809 | 2016.12.08 09:10 | sell | 1253 | 0.10 | 113.655 | 118.655 | 113.555 | ||
| 3810 | 2016.12.08 09:26 | modify | 1253 | 0.10 | 113.655 | 113.605 | 113.555 | ||
| 3811 | 2016.12.08 09:26 | s/l | 1253 | 0.10 | 113.605 | 113.605 | 113.555 | 4.40 | 13736.71 |
| 3812 | 2016.12.08 14:50 | sell | 1254 | 0.10 | 113.859 | 118.859 | 113.759 | ||
| 3813 | 2016.12.08 14:50 | modify | 1254 | 0.10 | 113.859 | 113.809 | 113.759 | ||
| 3814 | 2016.12.08 14:50 | s/l | 1254 | 0.10 | 113.809 | 113.809 | 113.759 | 4.39 | 13741.10 |
| 3815 | 2016.12.08 14:55 | sell | 1255 | 0.10 | 113.907 | 118.907 | 113.807 | ||
| 3816 | 2016.12.08 15:41 | sell | 1256 | 0.20 | 114.108 | 119.108 | 114.008 | ||
| 3817 | 2016.12.08 15:41 | modify | 1256 | 0.20 | 114.108 | 119.108 | 114.041 | ||
| 3818 | 2016.12.08 15:41 | modify | 1255 | 0.10 | 113.907 | 118.907 | 114.041 | ||
| 3819 | 2016.12.08 16:04 | t/p | 1255 | 0.10 | 114.041 | 118.907 | 114.041 | -11.75 | 13729.35 |
| 3820 | 2016.12.08 16:04 | t/p | 1256 | 0.20 | 114.041 | 119.108 | 114.041 | 11.75 | 13741.10 |
| 3821 | 2016.12.12 15:30 | buy | 1257 | 0.10 | 115.447 | 110.447 | 115.547 | ||
| 3822 | 2016.12.12 15:32 | modify | 1257 | 0.10 | 115.447 | 115.497 | 115.547 | ||
| 3823 | 2016.12.12 15:34 | s/l | 1257 | 0.10 | 115.497 | 115.497 | 115.547 | 4.33 | 13745.43 |
| 3824 | 2016.12.12 15:45 | buy | 1258 | 0.10 | 115.404 | 110.404 | 115.504 | ||
| 3825 | 2016.12.12 15:52 | modify | 1258 | 0.10 | 115.404 | 115.454 | 115.504 | ||
| 3826 | 2016.12.12 15:52 | s/l | 1258 | 0.10 | 115.454 | 115.454 | 115.504 | 4.33 | 13749.76 |
| 3827 | 2016.12.12 16:25 | buy | 1259 | 0.10 | 115.219 | 110.219 | 115.319 | ||
| 3828 | 2016.12.12 16:26 | modify | 1259 | 0.10 | 115.219 | 115.269 | 115.319 | ||
| 3829 | 2016.12.12 16:28 | t/p | 1259 | 0.10 | 115.319 | 115.269 | 115.319 | 8.67 | 13758.43 |
| 3830 | 2016.12.13 03:35 | sell | 1260 | 0.10 | 115.167 | 120.167 | 115.067 | ||
| 3831 | 2016.12.13 03:45 | modify | 1260 | 0.10 | 115.167 | 115.117 | 115.067 | ||
| 3832 | 2016.12.13 03:45 | s/l | 1260 | 0.10 | 115.117 | 115.117 | 115.067 | 4.34 | 13762.77 |
| 3833 | 2016.12.13 07:45 | sell | 1261 | 0.10 | 115.243 | 120.243 | 115.143 | ||
| 3834 | 2016.12.13 08:53 | modify | 1261 | 0.10 | 115.243 | 115.193 | 115.143 | ||
| 3835 | 2016.12.13 08:53 | s/l | 1261 | 0.10 | 115.193 | 115.193 | 115.143 | 4.34 | 13767.11 |
| 3836 | 2016.12.16 08:05 | buy | 1262 | 0.10 | 118.003 | 113.003 | 118.103 | ||
| 3837 | 2016.12.16 08:09 | modify | 1262 | 0.10 | 118.003 | 118.053 | 118.103 | ||
| 3838 | 2016.12.16 08:09 | s/l | 1262 | 0.10 | 118.053 | 118.053 | 118.103 | 4.23 | 13771.34 |
| 3839 | 2016.12.16 11:55 | buy | 1263 | 0.10 | 117.999 | 112.999 | 118.099 | ||
| 3840 | 2016.12.16 12:02 | modify | 1263 | 0.10 | 117.999 | 118.049 | 118.099 | ||
| 3841 | 2016.12.16 12:03 | s/l | 1263 | 0.10 | 118.049 | 118.049 | 118.099 | 4.24 | 13775.58 |
| 3842 | 2016.12.16 12:10 | buy | 1264 | 0.10 | 117.928 | 112.928 | 118.028 | ||
| 3843 | 2016.12.16 12:11 | modify | 1264 | 0.10 | 117.928 | 117.978 | 118.028 | ||
| 3844 | 2016.12.16 12:11 | s/l | 1264 | 0.10 | 117.978 | 117.978 | 118.028 | 4.24 | 13779.82 |
| 3845 | 2016.12.19 20:35 | sell | 1265 | 0.10 | 117.042 | 122.042 | 116.942 | ||
| 3846 | 2016.12.19 20:40 | sell | 1266 | 0.20 | 117.244 | 122.244 | 117.144 | ||
| 3847 | 2016.12.19 20:40 | modify | 1266 | 0.20 | 117.244 | 122.244 | 117.177 | ||
| 3848 | 2016.12.19 20:40 | modify | 1265 | 0.10 | 117.042 | 122.042 | 117.177 | ||
| 3849 | 2016.12.19 20:48 | t/p | 1265 | 0.10 | 117.177 | 122.042 | 117.177 | -11.52 | 13768.30 |
| 3850 | 2016.12.19 20:48 | t/p | 1266 | 0.20 | 117.177 | 122.244 | 117.177 | 11.44 | 13779.74 |
| 3851 | 2016.12.19 20:50 | sell | 1267 | 0.10 | 117.178 | 122.178 | 117.078 | ||
| 3852 | 2016.12.19 21:34 | sell | 1268 | 0.20 | 117.379 | 122.379 | 117.279 | ||
| 3853 | 2016.12.19 21:34 | modify | 1268 | 0.20 | 117.379 | 122.379 | 117.312 | ||
| 3854 | 2016.12.19 21:34 | modify | 1267 | 0.10 | 117.178 | 122.178 | 117.312 | ||
| 3855 | 2016.12.19 21:46 | t/p | 1267 | 0.10 | 117.312 | 122.178 | 117.312 | -11.42 | 13768.32 |
| 3856 | 2016.12.19 21:46 | t/p | 1268 | 0.20 | 117.312 | 122.379 | 117.312 | 11.42 | 13779.74 |
| 3857 | 2016.12.20 03:40 | sell | 1269 | 0.10 | 117.370 | 122.370 | 117.270 | ||
| 3858 | 2016.12.20 03:45 | modify | 1269 | 0.10 | 117.370 | 117.320 | 117.270 | ||
| 3859 | 2016.12.20 03:45 | s/l | 1269 | 0.10 | 117.320 | 117.320 | 117.270 | 4.26 | 13784.00 |
| 3860 | 2016.12.20 05:05 | sell | 1270 | 0.10 | 117.515 | 122.515 | 117.415 | ||
| 3861 | 2016.12.20 05:06 | modify | 1270 | 0.10 | 117.515 | 117.465 | 117.415 | ||
| 3862 | 2016.12.20 05:06 | s/l | 1270 | 0.10 | 117.465 | 117.465 | 117.415 | 4.26 | 13788.26 |
| 3863 | 2016.12.21 17:10 | sell | 1271 | 0.10 | 117.489 | 122.489 | 117.389 | ||
| 3864 | 2016.12.21 17:11 | modify | 1271 | 0.10 | 117.489 | 117.439 | 117.389 | ||
| 3865 | 2016.12.21 17:11 | s/l | 1271 | 0.10 | 117.439 | 117.439 | 117.389 | 4.26 | 13792.52 |
| 3866 | 2016.12.21 18:00 | sell | 1272 | 0.10 | 117.718 | 122.718 | 117.618 | ||
| 3867 | 2016.12.21 18:00 | modify | 1272 | 0.10 | 117.718 | 117.668 | 117.618 | ||
| 3868 | 2016.12.21 18:00 | s/l | 1272 | 0.10 | 117.668 | 117.668 | 117.618 | 4.24 | 13796.76 |
| 3869 | 2016.12.21 18:05 | sell | 1273 | 0.10 | 117.685 | 122.685 | 117.585 | ||
| 3870 | 2016.12.21 18:06 | modify | 1273 | 0.10 | 117.685 | 117.635 | 117.585 | ||
| 3871 | 2016.12.21 18:07 | s/l | 1273 | 0.10 | 117.635 | 117.635 | 117.585 | 4.25 | 13801.01 |
| 3872 | 2016.12.29 13:45 | sell | 1274 | 0.10 | 116.576 | 121.576 | 116.476 | ||
| 3873 | 2016.12.29 15:17 | sell | 1275 | 0.20 | 116.777 | 121.777 | 116.677 | ||
| 3874 | 2016.12.29 15:17 | modify | 1275 | 0.20 | 116.777 | 121.777 | 116.710 | ||
| 3875 | 2016.12.29 15:17 | modify | 1274 | 0.10 | 116.576 | 121.576 | 116.710 | ||
| 3876 | 2016.12.29 16:47 | t/p | 1274 | 0.10 | 116.710 | 121.576 | 116.710 | -11.48 | 13789.53 |
| 3877 | 2016.12.29 16:47 | t/p | 1275 | 0.20 | 116.710 | 121.777 | 116.710 | 11.48 | 13801.01 |
| 3878 | 2016.12.29 21:55 | sell | 1276 | 0.10 | 116.671 | 121.671 | 116.571 | ||
| 3879 | 2016.12.29 21:59 | modify | 1276 | 0.10 | 116.671 | 116.621 | 116.571 | ||
| 3880 | 2016.12.29 21:59 | s/l | 1276 | 0.10 | 116.621 | 116.621 | 116.571 | 4.29 | 13805.30 |
| 3881 | 2016.12.30 05:15 | sell | 1277 | 0.10 | 116.560 | 121.560 | 116.460 | ||
| 3882 | 2016.12.30 05:19 | sell | 1278 | 0.20 | 116.762 | 121.762 | 116.662 | ||
| 3883 | 2016.12.30 05:19 | modify | 1278 | 0.20 | 116.762 | 121.762 | 116.695 | ||
| 3884 | 2016.12.30 05:19 | modify | 1277 | 0.10 | 116.560 | 121.560 | 116.695 | ||
| 3885 | 2016.12.30 05:23 | t/p | 1277 | 0.10 | 116.695 | 121.560 | 116.695 | -11.57 | 13793.73 |
| 3886 | 2016.12.30 05:23 | t/p | 1278 | 0.20 | 116.695 | 121.762 | 116.695 | 11.48 | 13805.21 |
| 3887 | 2016.12.30 05:35 | sell | 1279 | 0.10 | 116.730 | 121.730 | 116.630 | ||
| 3888 | 2016.12.30 05:40 | modify | 1279 | 0.10 | 116.730 | 116.680 | 116.630 | ||
| 3889 | 2016.12.30 05:40 | s/l | 1279 | 0.10 | 116.680 | 116.680 | 116.630 | 4.29 | 13809.50 |
| 3890 | 2017.01.04 21:30 | sell | 1280 | 0.10 | 117.584 | 122.584 | 117.484 | ||
| 3891 | 2017.01.04 22:12 | modify | 1280 | 0.10 | 117.584 | 117.534 | 117.484 | ||
| 3892 | 2017.01.04 22:12 | s/l | 1280 | 0.10 | 117.534 | 117.534 | 117.484 | 4.25 | 13813.75 |
| 3893 | 2017.01.05 11:25 | sell | 1281 | 0.10 | 116.574 | 121.574 | 116.474 | ||
| 3894 | 2017.01.05 11:48 | modify | 1281 | 0.10 | 116.574 | 116.524 | 116.474 | ||
| 3895 | 2017.01.05 11:48 | s/l | 1281 | 0.10 | 116.524 | 116.524 | 116.474 | 4.29 | 13818.04 |
| 3896 | 2017.01.06 03:05 | sell | 1282 | 0.10 | 115.763 | 120.763 | 115.663 | ||
| 3897 | 2017.01.06 03:20 | sell | 1283 | 0.20 | 115.964 | 120.964 | 115.864 | ||
| 3898 | 2017.01.06 03:20 | modify | 1283 | 0.20 | 115.964 | 120.964 | 115.897 | ||
| 3899 | 2017.01.06 03:20 | modify | 1282 | 0.10 | 115.763 | 120.763 | 115.897 | ||
| 3900 | 2017.01.06 03:21 | t/p | 1282 | 0.10 | 115.897 | 120.763 | 115.897 | -11.57 | 13806.47 |