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 |
| 3901 | 2017.01.06 03:21 | t/p | 1283 | 0.20 | 115.897 | 120.964 | 115.897 | 11.56 | 13818.03 |
| 3902 | 2017.01.06 03:25 | sell | 1284 | 0.10 | 115.948 | 120.948 | 115.848 | ||
| 3903 | 2017.01.06 03:30 | modify | 1284 | 0.10 | 115.948 | 115.898 | 115.848 | ||
| 3904 | 2017.01.06 03:30 | s/l | 1284 | 0.10 | 115.898 | 115.898 | 115.848 | 4.31 | 13822.34 |
| 3905 | 2017.01.06 08:50 | sell | 1285 | 0.10 | 116.151 | 121.151 | 116.051 | ||
| 3906 | 2017.01.06 09:53 | sell | 1286 | 0.20 | 116.352 | 121.352 | 116.252 | ||
| 3907 | 2017.01.06 09:53 | modify | 1286 | 0.20 | 116.352 | 121.352 | 116.285 | ||
| 3908 | 2017.01.06 09:53 | modify | 1285 | 0.10 | 116.151 | 121.151 | 116.285 | ||
| 3909 | 2017.01.06 09:57 | t/p | 1285 | 0.10 | 116.285 | 121.151 | 116.285 | -11.52 | 13810.82 |
| 3910 | 2017.01.06 09:57 | t/p | 1286 | 0.20 | 116.285 | 121.352 | 116.285 | 11.52 | 13822.34 |
| 3911 | 2017.01.10 14:45 | sell | 1287 | 0.10 | 116.142 | 121.142 | 116.042 | ||
| 3912 | 2017.01.10 15:37 | modify | 1287 | 0.10 | 116.142 | 116.092 | 116.042 | ||
| 3913 | 2017.01.10 15:37 | s/l | 1287 | 0.10 | 116.092 | 116.092 | 116.042 | 4.31 | 13826.65 |
| 3914 | 2017.01.10 19:25 | sell | 1288 | 0.10 | 115.949 | 120.949 | 115.849 | ||
| 3915 | 2017.01.10 19:47 | modify | 1288 | 0.10 | 115.949 | 115.899 | 115.849 | ||
| 3916 | 2017.01.10 19:47 | s/l | 1288 | 0.10 | 115.899 | 115.899 | 115.849 | 4.31 | 13830.96 |
| 3917 | 2017.01.11 01:15 | sell | 1289 | 0.10 | 115.876 | 120.876 | 115.776 | ||
| 3918 | 2017.01.11 01:42 | modify | 1289 | 0.10 | 115.876 | 115.826 | 115.776 | ||
| 3919 | 2017.01.11 01:42 | s/l | 1289 | 0.10 | 115.826 | 115.826 | 115.776 | 4.32 | 13835.28 |
| 3920 | 2017.01.11 03:05 | sell | 1290 | 0.10 | 116.040 | 121.040 | 115.940 | ||
| 3921 | 2017.01.11 03:23 | modify | 1290 | 0.10 | 116.040 | 115.990 | 115.940 | ||
| 3922 | 2017.01.11 03:23 | s/l | 1290 | 0.10 | 115.990 | 115.990 | 115.940 | 4.31 | 13839.59 |
| 3923 | 2017.01.12 21:55 | sell | 1291 | 0.10 | 114.582 | 119.582 | 114.482 | ||
| 3924 | 2017.01.13 02:06 | sell | 1292 | 0.20 | 114.783 | 119.783 | 114.683 | ||
| 3925 | 2017.01.13 02:06 | modify | 1292 | 0.20 | 114.783 | 119.783 | 114.716 | ||
| 3926 | 2017.01.13 02:06 | modify | 1291 | 0.10 | 114.582 | 119.582 | 114.716 | ||
| 3927 | 2017.01.13 09:05 | t/p | 1291 | 0.10 | 114.716 | 119.582 | 114.716 | -11.68 | 13827.91 |
| 3928 | 2017.01.13 09:05 | t/p | 1292 | 0.20 | 114.716 | 119.783 | 114.716 | 11.68 | 13839.59 |
| 3929 | 2017.01.13 15:35 | sell | 1293 | 0.10 | 114.913 | 119.913 | 114.813 | ||
| 3930 | 2017.01.13 15:35 | modify | 1293 | 0.10 | 114.913 | 114.863 | 114.813 | ||
| 3931 | 2017.01.13 15:35 | s/l | 1293 | 0.10 | 114.863 | 114.863 | 114.813 | 4.35 | 13843.94 |
| 3932 | 2017.01.17 14:25 | sell | 1294 | 0.10 | 113.383 | 118.383 | 113.283 | ||
| 3933 | 2017.01.17 14:26 | modify | 1294 | 0.10 | 113.383 | 113.333 | 113.283 | ||
| 3934 | 2017.01.17 14:26 | s/l | 1294 | 0.10 | 113.333 | 113.333 | 113.283 | 4.41 | 13848.35 |
| 3935 | 2017.01.18 01:50 | sell | 1295 | 0.10 | 112.875 | 117.875 | 112.775 | ||
| 3936 | 2017.01.18 02:20 | modify | 1295 | 0.10 | 112.875 | 112.825 | 112.775 | ||
| 3937 | 2017.01.18 02:20 | s/l | 1295 | 0.10 | 112.825 | 112.825 | 112.775 | 4.43 | 13852.78 |
| 3938 | 2017.01.18 07:20 | sell | 1296 | 0.10 | 113.226 | 118.226 | 113.126 | ||
| 3939 | 2017.01.18 10:08 | modify | 1296 | 0.10 | 113.226 | 113.176 | 113.126 | ||
| 3940 | 2017.01.18 10:08 | s/l | 1296 | 0.10 | 113.176 | 113.176 | 113.126 | 4.42 | 13857.20 |
| 3941 | 2017.01.23 16:40 | sell | 1297 | 0.10 | 114.012 | 119.012 | 113.912 | ||
| 3942 | 2017.01.23 16:40 | modify | 1297 | 0.10 | 114.012 | 113.962 | 113.912 | ||
| 3943 | 2017.01.23 16:41 | t/p | 1297 | 0.10 | 113.912 | 113.962 | 113.912 | 8.78 | 13865.98 |
| 3944 | 2017.01.24 03:30 | sell | 1298 | 0.10 | 113.116 | 118.116 | 113.016 | ||
| 3945 | 2017.01.24 03:34 | modify | 1298 | 0.10 | 113.116 | 113.066 | 113.016 | ||
| 3946 | 2017.01.24 03:34 | s/l | 1298 | 0.10 | 113.066 | 113.066 | 113.016 | 4.42 | 13870.40 |
| 3947 | 2017.01.24 06:45 | sell | 1299 | 0.10 | 113.013 | 118.013 | 112.913 | ||
| 3948 | 2017.01.24 06:46 | modify | 1299 | 0.10 | 113.013 | 112.963 | 112.913 | ||
| 3949 | 2017.01.24 06:46 | s/l | 1299 | 0.10 | 112.963 | 112.963 | 112.913 | 4.43 | 13874.83 |
| 3950 | 2017.01.24 08:55 | sell | 1300 | 0.10 | 113.195 | 118.195 | 113.095 | ||
| 3951 | 2017.01.24 09:01 | modify | 1300 | 0.10 | 113.195 | 113.145 | 113.095 | ||
| 3952 | 2017.01.24 09:02 | t/p | 1300 | 0.10 | 113.095 | 113.145 | 113.095 | 8.84 | 13883.67 |
| 3953 | 2017.01.24 10:00 | sell | 1301 | 0.10 | 113.352 | 118.352 | 113.252 | ||
| 3954 | 2017.01.24 10:07 | modify | 1301 | 0.10 | 113.352 | 113.302 | 113.252 | ||
| 3955 | 2017.01.24 10:07 | s/l | 1301 | 0.10 | 113.302 | 113.302 | 113.252 | 4.41 | 13888.08 |
| 3956 | 2017.01.26 20:10 | buy | 1302 | 0.10 | 114.432 | 109.432 | 114.532 | ||
| 3957 | 2017.01.26 22:01 | modify | 1302 | 0.10 | 114.432 | 114.482 | 114.532 | ||
| 3958 | 2017.01.26 22:01 | t/p | 1302 | 0.10 | 114.532 | 114.482 | 114.532 | 8.73 | 13896.81 |
| 3959 | 2017.01.27 11:50 | buy | 1303 | 0.10 | 114.922 | 109.922 | 115.022 | ||
| 3960 | 2017.01.27 11:53 | modify | 1303 | 0.10 | 114.922 | 114.972 | 115.022 | ||
| 3961 | 2017.01.27 11:53 | s/l | 1303 | 0.10 | 114.972 | 114.972 | 115.022 | 4.35 | 13901.16 |
| 3962 | 2017.01.27 15:35 | buy | 1304 | 0.10 | 114.872 | 109.872 | 114.972 | ||
| 3963 | 2017.01.27 15:35 | modify | 1304 | 0.10 | 114.872 | 114.922 | 114.972 | ||
| 3964 | 2017.01.27 15:35 | s/l | 1304 | 0.10 | 114.922 | 114.922 | 114.972 | 4.35 | 13905.51 |
| 3965 | 2017.01.30 00:05 | buy | 1305 | 0.10 | 114.795 | 109.795 | 114.895 | ||
| 3966 | 2017.01.30 00:06 | modify | 1305 | 0.10 | 114.795 | 114.845 | 114.895 | ||
| 3967 | 2017.01.30 00:06 | s/l | 1305 | 0.10 | 114.845 | 114.845 | 114.895 | 4.35 | 13909.86 |
| 3968 | 2017.01.30 00:30 | buy | 1306 | 0.10 | 114.789 | 109.789 | 114.889 | ||
| 3969 | 2017.01.30 00:39 | modify | 1306 | 0.10 | 114.789 | 114.839 | 114.889 | ||
| 3970 | 2017.01.30 00:39 | s/l | 1306 | 0.10 | 114.839 | 114.839 | 114.889 | 4.36 | 13914.22 |
| 3971 | 2017.01.30 01:45 | buy | 1307 | 0.10 | 114.604 | 109.604 | 114.704 | ||
| 3972 | 2017.01.30 01:48 | modify | 1307 | 0.10 | 114.604 | 114.654 | 114.704 | ||
| 3973 | 2017.01.30 01:48 | s/l | 1307 | 0.10 | 114.654 | 114.654 | 114.704 | 4.36 | 13918.58 |
| 3974 | 2017.01.31 10:45 | sell | 1308 | 0.10 | 113.844 | 118.844 | 113.744 | ||
| 3975 | 2017.01.31 12:21 | modify | 1308 | 0.10 | 113.844 | 113.794 | 113.744 | ||
| 3976 | 2017.01.31 12:21 | s/l | 1308 | 0.10 | 113.794 | 113.794 | 113.744 | 4.39 | 13922.97 |
| 3977 | 2017.01.31 19:25 | sell | 1309 | 0.10 | 113.171 | 118.171 | 113.071 | ||
| 3978 | 2017.01.31 19:31 | modify | 1309 | 0.10 | 113.171 | 113.121 | 113.071 | ||
| 3979 | 2017.01.31 19:31 | s/l | 1309 | 0.10 | 113.121 | 113.121 | 113.071 | 4.42 | 13927.39 |
| 3980 | 2017.02.01 02:25 | sell | 1310 | 0.10 | 112.973 | 117.973 | 112.873 | ||
| 3981 | 2017.02.01 02:29 | modify | 1310 | 0.10 | 112.973 | 112.923 | 112.873 | ||
| 3982 | 2017.02.01 02:30 | s/l | 1310 | 0.10 | 112.923 | 112.923 | 112.873 | 4.43 | 13931.82 |
| 3983 | 2017.02.01 02:45 | sell | 1311 | 0.10 | 113.021 | 118.021 | 112.921 | ||
| 3984 | 2017.02.01 02:45 | modify | 1311 | 0.10 | 113.021 | 112.971 | 112.921 | ||
| 3985 | 2017.02.01 02:45 | s/l | 1311 | 0.10 | 112.971 | 112.971 | 112.921 | 4.43 | 13936.25 |
| 3986 | 2017.02.01 05:55 | sell | 1312 | 0.10 | 113.186 | 118.186 | 113.086 | ||
| 3987 | 2017.02.01 05:57 | modify | 1312 | 0.10 | 113.186 | 113.136 | 113.086 | ||
| 3988 | 2017.02.01 05:57 | s/l | 1312 | 0.10 | 113.136 | 113.136 | 113.086 | 4.42 | 13940.67 |
| 3989 | 2017.02.01 08:20 | sell | 1313 | 0.10 | 113.335 | 118.335 | 113.235 | ||
| 3990 | 2017.02.01 08:22 | modify | 1313 | 0.10 | 113.335 | 113.285 | 113.235 | ||
| 3991 | 2017.02.01 08:22 | s/l | 1313 | 0.10 | 113.285 | 113.285 | 113.235 | 4.41 | 13945.08 |
| 3992 | 2017.02.03 05:35 | sell | 1314 | 0.10 | 112.993 | 117.993 | 112.893 | ||
| 3993 | 2017.02.03 05:37 | sell | 1315 | 0.20 | 113.194 | 118.194 | 113.094 | ||
| 3994 | 2017.02.03 05:37 | modify | 1315 | 0.20 | 113.194 | 118.194 | 113.127 | ||
| 3995 | 2017.02.03 05:37 | modify | 1314 | 0.10 | 112.993 | 117.993 | 113.127 | ||
| 3996 | 2017.02.03 05:38 | t/p | 1314 | 0.10 | 113.127 | 117.993 | 113.127 | -11.85 | 13933.23 |
| 3997 | 2017.02.03 05:38 | t/p | 1315 | 0.20 | 113.127 | 118.194 | 113.127 | 11.84 | 13945.07 |
| 3998 | 2017.02.07 00:35 | sell | 1316 | 0.10 | 111.833 | 116.833 | 111.733 | ||
| 3999 | 2017.02.07 00:42 | modify | 1316 | 0.10 | 111.833 | 111.783 | 111.733 | ||
| 4000 | 2017.02.07 00:42 | s/l | 1316 | 0.10 | 111.783 | 111.783 | 111.733 | 4.47 | 13949.54 |
| 4001 | 2017.02.07 10:00 | sell | 1317 | 0.10 | 112.099 | 117.099 | 111.999 | ||
| 4002 | 2017.02.07 11:30 | sell | 1318 | 0.20 | 112.300 | 117.300 | 112.200 | ||
| 4003 | 2017.02.07 11:30 | modify | 1318 | 0.20 | 112.300 | 117.300 | 112.233 | ||
| 4004 | 2017.02.07 11:30 | modify | 1317 | 0.10 | 112.099 | 117.099 | 112.233 | ||
| 4005 | 2017.02.07 17:58 | t/p | 1317 | 0.10 | 112.233 | 117.099 | 112.233 | -11.94 | 13937.60 |
| 4006 | 2017.02.07 17:58 | t/p | 1318 | 0.20 | 112.233 | 117.300 | 112.233 | 11.94 | 13949.54 |
| 4007 | 2017.02.08 20:25 | sell | 1319 | 0.10 | 112.054 | 117.054 | 111.954 | ||
| 4008 | 2017.02.08 23:14 | modify | 1319 | 0.10 | 112.054 | 112.004 | 111.954 | ||
| 4009 | 2017.02.08 23:37 | t/p | 1319 | 0.10 | 111.954 | 112.004 | 111.954 | 8.93 | 13958.47 |
| 4010 | 2017.02.10 13:10 | buy | 1320 | 0.10 | 113.410 | 108.410 | 113.510 | ||
| 4011 | 2017.02.10 13:29 | modify | 1320 | 0.10 | 113.410 | 113.460 | 113.510 | ||
| 4012 | 2017.02.10 13:29 | s/l | 1320 | 0.10 | 113.460 | 113.460 | 113.510 | 4.41 | 13962.88 |
| 4013 | 2017.02.10 18:30 | buy | 1321 | 0.10 | 113.203 | 108.203 | 113.303 | ||
| 4014 | 2017.02.10 19:08 | modify | 1321 | 0.10 | 113.203 | 113.253 | 113.303 | ||
| 4015 | 2017.02.10 19:08 | s/l | 1321 | 0.10 | 113.253 | 113.253 | 113.303 | 4.41 | 13967.29 |
| 4016 | 2017.02.13 19:15 | buy | 1322 | 0.10 | 113.740 | 108.740 | 113.840 | ||
| 4017 | 2017.02.13 19:20 | modify | 1322 | 0.10 | 113.740 | 113.790 | 113.840 | ||
| 4018 | 2017.02.13 19:20 | s/l | 1322 | 0.10 | 113.790 | 113.790 | 113.840 | 4.39 | 13971.68 |
| 4019 | 2017.02.13 20:55 | buy | 1323 | 0.10 | 113.665 | 108.665 | 113.765 | ||
| 4020 | 2017.02.13 23:22 | modify | 1323 | 0.10 | 113.665 | 113.715 | 113.765 | ||
| 4021 | 2017.02.13 23:22 | s/l | 1323 | 0.10 | 113.715 | 113.715 | 113.765 | 4.40 | 13976.08 |
| 4022 | 2017.02.15 06:10 | buy | 1324 | 0.10 | 114.250 | 109.250 | 114.350 | ||
| 4023 | 2017.02.15 06:25 | modify | 1324 | 0.10 | 114.250 | 114.300 | 114.350 | ||
| 4024 | 2017.02.15 06:25 | s/l | 1324 | 0.10 | 114.300 | 114.300 | 114.350 | 4.38 | 13980.46 |
| 4025 | 2017.02.15 14:35 | buy | 1325 | 0.10 | 114.380 | 109.380 | 114.480 | ||
| 4026 | 2017.02.15 14:44 | modify | 1325 | 0.10 | 114.380 | 114.430 | 114.480 | ||
| 4027 | 2017.02.15 14:44 | s/l | 1325 | 0.10 | 114.430 | 114.430 | 114.480 | 4.37 | 13984.83 |
| 4028 | 2017.02.15 18:40 | buy | 1326 | 0.10 | 114.216 | 109.216 | 114.316 | ||
| 4029 | 2017.02.15 19:17 | buy | 1327 | 0.20 | 114.015 | 109.015 | 114.115 | ||
| 4030 | 2017.02.15 19:17 | modify | 1327 | 0.20 | 114.015 | 109.015 | 114.082 | ||
| 4031 | 2017.02.15 19:17 | modify | 1326 | 0.10 | 114.216 | 109.216 | 114.082 | ||
| 4032 | 2017.02.15 19:32 | t/p | 1326 | 0.10 | 114.082 | 109.216 | 114.082 | -11.75 | 13973.08 |
| 4033 | 2017.02.15 19:32 | t/p | 1327 | 0.20 | 114.082 | 109.015 | 114.082 | 11.75 | 13984.83 |
| 4034 | 2017.02.17 21:45 | sell | 1328 | 0.10 | 112.928 | 117.928 | 112.828 | ||
| 4035 | 2017.02.17 22:29 | modify | 1328 | 0.10 | 112.928 | 112.878 | 112.828 | ||
| 4036 | 2017.02.17 22:29 | s/l | 1328 | 0.10 | 112.878 | 112.878 | 112.828 | 4.43 | 13989.26 |
| 4037 | 2017.02.20 04:05 | sell | 1329 | 0.10 | 113.044 | 118.044 | 112.944 | ||
| 4038 | 2017.02.20 06:56 | modify | 1329 | 0.10 | 113.044 | 112.994 | 112.944 | ||
| 4039 | 2017.02.20 06:56 | s/l | 1329 | 0.10 | 112.994 | 112.994 | 112.944 | 4.43 | 13993.69 |
| 4040 | 2017.02.21 16:55 | buy | 1330 | 0.10 | 113.508 | 108.508 | 113.608 | ||
| 4041 | 2017.02.21 17:27 | modify | 1330 | 0.10 | 113.508 | 113.558 | 113.608 | ||
| 4042 | 2017.02.21 17:27 | s/l | 1330 | 0.10 | 113.558 | 113.558 | 113.608 | 4.40 | 13998.09 |
| 4043 | 2017.02.22 17:40 | sell | 1331 | 0.10 | 113.308 | 118.308 | 113.208 | ||
| 4044 | 2017.02.22 18:09 | modify | 1331 | 0.10 | 113.308 | 113.258 | 113.208 | ||
| 4045 | 2017.02.22 18:09 | s/l | 1331 | 0.10 | 113.258 | 113.258 | 113.208 | 4.41 | 14002.50 |
| 4046 | 2017.02.22 21:10 | buy | 1332 | 0.10 | 113.092 | 108.092 | 113.192 | ||
| 4047 | 2017.02.22 21:16 | modify | 1332 | 0.10 | 113.092 | 113.142 | 113.192 | ||
| 4048 | 2017.02.22 21:16 | s/l | 1332 | 0.10 | 113.142 | 113.142 | 113.192 | 4.42 | 14006.92 |
| 4049 | 2017.02.24 02:55 | sell | 1333 | 0.10 | 112.839 | 117.839 | 112.739 | ||
| 4050 | 2017.02.24 05:29 | modify | 1333 | 0.10 | 112.839 | 112.789 | 112.739 | ||