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 |
| 4051 | 2017.02.24 05:29 | s/l | 1333 | 0.10 | 112.789 | 112.789 | 112.739 | 4.43 | 14011.35 |
| 4052 | 2017.02.24 07:40 | sell | 1334 | 0.10 | 112.893 | 117.893 | 112.793 | ||
| 4053 | 2017.02.24 07:51 | modify | 1334 | 0.10 | 112.893 | 112.843 | 112.793 | ||
| 4054 | 2017.02.24 07:51 | s/l | 1334 | 0.10 | 112.843 | 112.843 | 112.793 | 4.43 | 14015.78 |
| 4055 | 2017.02.24 16:55 | sell | 1335 | 0.10 | 112.454 | 117.454 | 112.354 | ||
| 4056 | 2017.02.24 17:00 | modify | 1335 | 0.10 | 112.454 | 112.404 | 112.354 | ||
| 4057 | 2017.02.24 17:00 | s/l | 1335 | 0.10 | 112.404 | 112.404 | 112.354 | 4.45 | 14020.23 |
| 4058 | 2017.02.27 01:40 | sell | 1336 | 0.10 | 112.248 | 117.248 | 112.148 | ||
| 4059 | 2017.02.27 02:49 | modify | 1336 | 0.10 | 112.248 | 112.198 | 112.148 | ||
| 4060 | 2017.02.27 02:49 | s/l | 1336 | 0.10 | 112.198 | 112.198 | 112.148 | 4.46 | 14024.69 |
| 4061 | 2017.03.01 05:25 | buy | 1337 | 0.10 | 112.768 | 107.768 | 112.868 | ||
| 4062 | 2017.03.01 05:26 | modify | 1337 | 0.10 | 112.768 | 112.818 | 112.868 | ||
| 4063 | 2017.03.01 05:26 | s/l | 1337 | 0.10 | 112.818 | 112.818 | 112.868 | 4.43 | 14029.12 |
| 4064 | 2017.03.01 21:40 | buy | 1338 | 0.10 | 113.517 | 108.517 | 113.617 | ||
| 4065 | 2017.03.01 22:07 | modify | 1338 | 0.10 | 113.517 | 113.567 | 113.617 | ||
| 4066 | 2017.03.01 22:08 | t/p | 1338 | 0.10 | 113.617 | 113.567 | 113.617 | 8.80 | 14037.92 |
| 4067 | 2017.03.03 00:05 | buy | 1339 | 0.10 | 114.348 | 109.348 | 114.448 | ||
| 4068 | 2017.03.03 00:17 | modify | 1339 | 0.10 | 114.348 | 114.398 | 114.448 | ||
| 4069 | 2017.03.03 00:37 | s/l | 1339 | 0.10 | 114.398 | 114.398 | 114.448 | 4.37 | 14042.29 |
| 4070 | 2017.03.03 04:00 | buy | 1340 | 0.10 | 114.243 | 109.243 | 114.343 | ||
| 4071 | 2017.03.03 04:21 | modify | 1340 | 0.10 | 114.243 | 114.293 | 114.343 | ||
| 4072 | 2017.03.03 04:21 | s/l | 1340 | 0.10 | 114.293 | 114.293 | 114.343 | 4.37 | 14046.66 |
| 4073 | 2017.03.03 04:55 | buy | 1341 | 0.10 | 114.156 | 109.156 | 114.256 | ||
| 4074 | 2017.03.03 04:59 | modify | 1341 | 0.10 | 114.156 | 114.206 | 114.256 | ||
| 4075 | 2017.03.03 04:59 | s/l | 1341 | 0.10 | 114.206 | 114.206 | 114.256 | 4.38 | 14051.04 |
| 4076 | 2017.03.03 06:50 | buy | 1342 | 0.10 | 114.146 | 109.146 | 114.246 | ||
| 4077 | 2017.03.03 08:50 | modify | 1342 | 0.10 | 114.146 | 114.196 | 114.246 | ||
| 4078 | 2017.03.03 08:51 | s/l | 1342 | 0.10 | 114.196 | 114.196 | 114.246 | 4.38 | 14055.42 |
| 4079 | 2017.03.08 21:25 | buy | 1343 | 0.10 | 114.409 | 109.409 | 114.509 | ||
| 4080 | 2017.03.08 22:02 | modify | 1343 | 0.10 | 114.409 | 114.459 | 114.509 | ||
| 4081 | 2017.03.08 22:02 | s/l | 1343 | 0.10 | 114.459 | 114.459 | 114.509 | 4.37 | 14059.79 |
| 4082 | 2017.03.08 23:35 | buy | 1344 | 0.10 | 114.268 | 109.268 | 114.368 | ||
| 4083 | 2017.03.08 23:39 | modify | 1344 | 0.10 | 114.268 | 114.318 | 114.368 | ||
| 4084 | 2017.03.08 23:39 | s/l | 1344 | 0.10 | 114.318 | 114.318 | 114.368 | 4.37 | 14064.16 |
| 4085 | 2017.03.09 09:50 | buy | 1345 | 0.10 | 114.424 | 109.424 | 114.524 | ||
| 4086 | 2017.03.09 10:23 | modify | 1345 | 0.10 | 114.424 | 114.474 | 114.524 | ||
| 4087 | 2017.03.09 10:24 | s/l | 1345 | 0.10 | 114.474 | 114.474 | 114.524 | 4.37 | 14068.53 |
| 4088 | 2017.03.09 14:30 | buy | 1346 | 0.10 | 114.542 | 109.542 | 114.642 | ||
| 4089 | 2017.03.09 14:44 | modify | 1346 | 0.10 | 114.542 | 114.592 | 114.642 | ||
| 4090 | 2017.03.09 14:44 | s/l | 1346 | 0.10 | 114.592 | 114.592 | 114.642 | 4.36 | 14072.89 |
| 4091 | 2017.03.10 17:05 | buy | 1347 | 0.10 | 115.102 | 110.102 | 115.202 | ||
| 4092 | 2017.03.10 17:05 | modify | 1347 | 0.10 | 115.102 | 115.152 | 115.202 | ||
| 4093 | 2017.03.10 17:05 | s/l | 1347 | 0.10 | 115.152 | 115.152 | 115.202 | 4.34 | 14077.23 |
| 4094 | 2017.03.17 02:10 | sell | 1348 | 0.10 | 113.381 | 118.381 | 113.281 | ||
| 4095 | 2017.03.17 02:17 | modify | 1348 | 0.10 | 113.381 | 113.331 | 113.281 | ||
| 4096 | 2017.03.17 02:17 | s/l | 1348 | 0.10 | 113.331 | 113.331 | 113.281 | 4.41 | 14081.64 |
| 4097 | 2017.03.20 14:25 | sell | 1349 | 0.10 | 112.855 | 117.855 | 112.755 | ||
| 4098 | 2017.03.20 15:16 | modify | 1349 | 0.10 | 112.855 | 112.805 | 112.755 | ||
| 4099 | 2017.03.20 15:16 | s/l | 1349 | 0.10 | 112.805 | 112.805 | 112.755 | 4.43 | 14086.07 |
| 4100 | 2017.03.22 22:35 | sell | 1350 | 0.10 | 111.102 | 116.102 | 111.002 | ||
| 4101 | 2017.03.23 01:08 | sell | 1351 | 0.20 | 111.303 | 116.303 | 111.203 | ||
| 4102 | 2017.03.23 01:08 | modify | 1351 | 0.20 | 111.303 | 116.303 | 111.236 | ||
| 4103 | 2017.03.23 01:08 | modify | 1350 | 0.10 | 111.102 | 116.102 | 111.236 | ||
| 4104 | 2017.03.23 01:46 | t/p | 1350 | 0.10 | 111.236 | 116.102 | 111.236 | -12.05 | 14074.02 |
| 4105 | 2017.03.23 01:46 | t/p | 1351 | 0.20 | 111.236 | 116.303 | 111.236 | 12.05 | 14086.07 |
| 4106 | 2017.03.23 02:50 | sell | 1352 | 0.10 | 111.375 | 116.375 | 111.275 | ||
| 4107 | 2017.03.23 03:00 | modify | 1352 | 0.10 | 111.375 | 111.325 | 111.275 | ||
| 4108 | 2017.03.23 03:00 | s/l | 1352 | 0.10 | 111.325 | 111.325 | 111.275 | 4.49 | 14090.56 |
| 4109 | 2017.03.23 03:55 | sell | 1353 | 0.10 | 111.464 | 116.464 | 111.364 | ||
| 4110 | 2017.03.23 04:13 | modify | 1353 | 0.10 | 111.464 | 111.414 | 111.364 | ||
| 4111 | 2017.03.23 04:13 | s/l | 1353 | 0.10 | 111.414 | 111.414 | 111.364 | 4.49 | 14095.05 |
| 4112 | 2017.03.31 08:25 | buy | 1354 | 0.10 | 111.929 | 106.929 | 112.029 | ||
| 4113 | 2017.03.31 08:36 | modify | 1354 | 0.10 | 111.929 | 111.979 | 112.029 | ||
| 4114 | 2017.03.31 08:36 | s/l | 1354 | 0.10 | 111.979 | 111.979 | 112.029 | 4.47 | 14099.52 |
| 4115 | 2017.03.31 08:40 | buy | 1355 | 0.10 | 111.871 | 106.871 | 111.971 | ||
| 4116 | 2017.03.31 08:55 | modify | 1355 | 0.10 | 111.871 | 111.921 | 111.971 | ||
| 4117 | 2017.03.31 08:55 | s/l | 1355 | 0.10 | 111.921 | 111.921 | 111.971 | 4.47 | 14103.99 |
| 4118 | 2017.03.31 09:05 | buy | 1356 | 0.10 | 111.842 | 106.842 | 111.942 | ||
| 4119 | 2017.03.31 11:30 | modify | 1356 | 0.10 | 111.842 | 111.892 | 111.942 | ||
| 4120 | 2017.03.31 11:30 | s/l | 1356 | 0.10 | 111.892 | 111.892 | 111.942 | 4.47 | 14108.46 |
| 4121 | 2017.03.31 16:20 | buy | 1357 | 0.10 | 111.640 | 106.640 | 111.740 | ||
| 4122 | 2017.03.31 17:05 | modify | 1357 | 0.10 | 111.640 | 111.690 | 111.740 | ||
| 4123 | 2017.03.31 17:06 | s/l | 1357 | 0.10 | 111.690 | 111.690 | 111.740 | 4.48 | 14112.94 |
| 4124 | 2017.03.31 18:00 | buy | 1358 | 0.10 | 111.426 | 106.426 | 111.526 | ||
| 4125 | 2017.03.31 18:09 | modify | 1358 | 0.10 | 111.426 | 111.476 | 111.526 | ||
| 4126 | 2017.03.31 18:09 | s/l | 1358 | 0.10 | 111.476 | 111.476 | 111.526 | 4.49 | 14117.43 |
| 4127 | 2017.04.03 01:05 | sell | 1359 | 0.10 | 111.461 | 116.461 | 111.361 | ||
| 4128 | 2017.04.03 01:14 | modify | 1359 | 0.10 | 111.461 | 111.411 | 111.361 | ||
| 4129 | 2017.04.03 01:14 | s/l | 1359 | 0.10 | 111.411 | 111.411 | 111.361 | 4.49 | 14121.92 |
| 4130 | 2017.04.04 16:30 | sell | 1360 | 0.10 | 110.610 | 115.610 | 110.510 | ||
| 4131 | 2017.04.04 17:01 | modify | 1360 | 0.10 | 110.610 | 110.560 | 110.510 | ||
| 4132 | 2017.04.04 17:01 | s/l | 1360 | 0.10 | 110.560 | 110.560 | 110.510 | 4.52 | 14126.44 |
| 4133 | 2017.04.05 21:50 | buy | 1361 | 0.10 | 110.988 | 105.988 | 111.088 | ||
| 4134 | 2017.04.05 22:17 | buy | 1362 | 0.20 | 110.787 | 105.787 | 110.887 | ||
| 4135 | 2017.04.05 22:17 | modify | 1362 | 0.20 | 110.787 | 105.787 | 110.854 | ||
| 4136 | 2017.04.05 22:17 | modify | 1361 | 0.10 | 110.988 | 105.988 | 110.854 | ||
| 4137 | 2017.04.06 01:26 | buy | 1363 | 0.40 | 110.386 | 105.386 | 110.486 | ||
| 4138 | 2017.04.06 01:26 | modify | 1363 | 0.40 | 110.386 | 105.386 | 110.536 | ||
| 4139 | 2017.04.06 01:26 | modify | 1362 | 0.20 | 110.787 | 105.787 | 110.536 | ||
| 4140 | 2017.04.06 01:26 | modify | 1361 | 0.10 | 110.988 | 105.988 | 110.536 | ||
| 4141 | 2017.04.06 04:54 | t/p | 1361 | 0.10 | 110.536 | 105.988 | 110.536 | -40.89 | 14085.55 |
| 4142 | 2017.04.06 04:54 | t/p | 1362 | 0.20 | 110.536 | 105.787 | 110.536 | -45.42 | 14040.13 |
| 4143 | 2017.04.06 04:54 | t/p | 1363 | 0.40 | 110.536 | 105.386 | 110.536 | 54.28 | 14094.41 |
| 4144 | 2017.04.06 09:40 | sell | 1364 | 0.10 | 110.579 | 115.579 | 110.479 | ||
| 4145 | 2017.04.06 09:49 | modify | 1364 | 0.10 | 110.579 | 110.529 | 110.479 | ||
| 4146 | 2017.04.06 09:50 | s/l | 1364 | 0.10 | 110.529 | 110.529 | 110.479 | 4.52 | 14098.93 |
| 4147 | 2017.04.10 16:25 | buy | 1365 | 0.10 | 111.195 | 106.195 | 111.295 | ||
| 4148 | 2017.04.10 16:36 | modify | 1365 | 0.10 | 111.195 | 111.245 | 111.295 | ||
| 4149 | 2017.04.10 16:38 | s/l | 1365 | 0.10 | 111.245 | 111.245 | 111.295 | 4.49 | 14103.42 |
| 4150 | 2017.04.10 18:50 | buy | 1366 | 0.10 | 111.016 | 106.016 | 111.116 | ||
| 4151 | 2017.04.10 19:12 | buy | 1367 | 0.20 | 110.815 | 105.815 | 110.915 | ||
| 4152 | 2017.04.10 19:12 | modify | 1367 | 0.20 | 110.815 | 105.815 | 110.882 | ||
| 4153 | 2017.04.10 19:12 | modify | 1366 | 0.10 | 111.016 | 106.016 | 110.882 | ||
| 4154 | 2017.04.10 19:26 | t/p | 1366 | 0.10 | 110.882 | 106.016 | 110.882 | -12.08 | 14091.34 |
| 4155 | 2017.04.10 19:26 | t/p | 1367 | 0.20 | 110.882 | 105.815 | 110.882 | 12.08 | 14103.42 |
| 4156 | 2017.04.12 09:30 | sell | 1368 | 0.10 | 109.564 | 114.564 | 109.464 | ||
| 4157 | 2017.04.12 15:57 | modify | 1368 | 0.10 | 109.564 | 109.514 | 109.464 | ||
| 4158 | 2017.04.12 15:57 | s/l | 1368 | 0.10 | 109.514 | 109.514 | 109.464 | 4.57 | 14107.99 |
| 4159 | 2017.04.12 16:50 | sell | 1369 | 0.10 | 109.718 | 114.718 | 109.618 | ||
| 4160 | 2017.04.12 17:08 | modify | 1369 | 0.10 | 109.718 | 109.668 | 109.618 | ||
| 4161 | 2017.04.12 17:08 | s/l | 1369 | 0.10 | 109.668 | 109.668 | 109.618 | 4.56 | 14112.55 |
| 4162 | 2017.04.12 20:40 | sell | 1370 | 0.10 | 109.804 | 114.804 | 109.704 | ||
| 4163 | 2017.04.12 21:07 | modify | 1370 | 0.10 | 109.804 | 109.754 | 109.704 | ||
| 4164 | 2017.04.12 21:07 | s/l | 1370 | 0.10 | 109.754 | 109.754 | 109.704 | 4.55 | 14117.10 |
| 4165 | 2017.04.13 08:25 | sell | 1371 | 0.10 | 108.918 | 113.918 | 108.818 | ||
| 4166 | 2017.04.13 09:14 | sell | 1372 | 0.20 | 109.119 | 114.119 | 109.019 | ||
| 4167 | 2017.04.13 09:14 | modify | 1372 | 0.20 | 109.119 | 114.119 | 109.052 | ||
| 4168 | 2017.04.13 09:14 | modify | 1371 | 0.10 | 108.918 | 113.918 | 109.052 | ||
| 4169 | 2017.04.13 09:22 | t/p | 1371 | 0.10 | 109.052 | 113.918 | 109.052 | -12.29 | 14104.81 |
| 4170 | 2017.04.13 09:22 | t/p | 1372 | 0.20 | 109.052 | 114.119 | 109.052 | 12.29 | 14117.10 |
| 4171 | 2017.04.13 09:50 | sell | 1373 | 0.10 | 109.219 | 114.219 | 109.119 | ||
| 4172 | 2017.04.13 10:00 | modify | 1373 | 0.10 | 109.219 | 109.169 | 109.119 | ||
| 4173 | 2017.04.13 10:02 | t/p | 1373 | 0.10 | 109.119 | 109.169 | 109.119 | 9.16 | 14126.26 |
| 4174 | 2017.04.13 14:40 | sell | 1374 | 0.10 | 109.112 | 114.112 | 109.012 | ||
| 4175 | 2017.04.13 16:39 | sell | 1375 | 0.20 | 109.314 | 114.314 | 109.214 | ||
| 4176 | 2017.04.13 16:39 | modify | 1375 | 0.20 | 109.314 | 114.314 | 109.247 | ||
| 4177 | 2017.04.13 16:39 | modify | 1374 | 0.10 | 109.112 | 114.112 | 109.247 | ||
| 4178 | 2017.04.13 17:27 | t/p | 1374 | 0.10 | 109.247 | 114.112 | 109.247 | -12.36 | 14113.90 |
| 4179 | 2017.04.13 17:27 | t/p | 1375 | 0.20 | 109.247 | 114.314 | 109.247 | 12.27 | 14126.17 |
| 4180 | 2017.04.17 00:05 | sell | 1376 | 0.10 | 108.730 | 113.730 | 108.630 | ||
| 4181 | 2017.04.17 00:06 | modify | 1376 | 0.10 | 108.730 | 108.680 | 108.630 | ||
| 4182 | 2017.04.17 00:06 | s/l | 1376 | 0.10 | 108.680 | 108.680 | 108.630 | 4.60 | 14130.77 |
| 4183 | 2017.04.17 01:05 | sell | 1377 | 0.10 | 108.788 | 113.788 | 108.688 | ||
| 4184 | 2017.04.17 01:08 | modify | 1377 | 0.10 | 108.788 | 108.738 | 108.688 | ||
| 4185 | 2017.04.17 01:08 | s/l | 1377 | 0.10 | 108.738 | 108.738 | 108.688 | 4.60 | 14135.37 |
| 4186 | 2017.04.17 14:45 | sell | 1378 | 0.10 | 108.414 | 113.414 | 108.314 | ||
| 4187 | 2017.04.17 15:48 | sell | 1379 | 0.20 | 108.616 | 113.616 | 108.516 | ||
| 4188 | 2017.04.17 15:48 | modify | 1379 | 0.20 | 108.616 | 113.616 | 108.549 | ||
| 4189 | 2017.04.17 15:48 | modify | 1378 | 0.10 | 108.414 | 113.414 | 108.549 | ||
| 4190 | 2017.04.17 16:09 | t/p | 1378 | 0.10 | 108.549 | 113.414 | 108.549 | -12.44 | 14122.93 |
| 4191 | 2017.04.17 16:09 | t/p | 1379 | 0.20 | 108.549 | 113.616 | 108.549 | 12.34 | 14135.27 |
| 4192 | 2017.04.24 17:35 | buy | 1380 | 0.10 | 109.944 | 104.944 | 110.044 | ||
| 4193 | 2017.04.24 18:57 | buy | 1381 | 0.20 | 109.743 | 104.743 | 109.843 | ||
| 4194 | 2017.04.24 18:57 | modify | 1381 | 0.20 | 109.743 | 104.743 | 109.810 | ||
| 4195 | 2017.04.24 18:57 | modify | 1380 | 0.10 | 109.944 | 104.944 | 109.810 | ||
| 4196 | 2017.04.24 19:06 | t/p | 1380 | 0.10 | 109.810 | 104.944 | 109.810 | -12.20 | 14123.07 |
| 4197 | 2017.04.24 19:06 | t/p | 1381 | 0.20 | 109.810 | 104.743 | 109.810 | 12.20 | 14135.27 |
| 4198 | 2017.04.25 02:50 | buy | 1382 | 0.10 | 109.623 | 104.623 | 109.723 | ||
| 4199 | 2017.04.25 03:01 | modify | 1382 | 0.10 | 109.623 | 109.673 | 109.723 | ||
| 4200 | 2017.04.25 03:01 | s/l | 1382 | 0.10 | 109.673 | 109.673 | 109.723 | 4.56 | 14139.83 |