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 |
| 301 | 2010.05.21 03:15 | modify | 100 | 0.10 | 90.090 | 90.040 | 89.990 | ||
| 302 | 2010.05.21 03:15 | s/l | 100 | 0.10 | 90.040 | 90.040 | 89.990 | 5.55 | 10469.90 |
| 303 | 2010.05.21 03:20 | sell | 101 | 0.10 | 90.070 | 95.070 | 89.970 | ||
| 304 | 2010.05.21 03:38 | modify | 101 | 0.10 | 90.070 | 90.020 | 89.970 | ||
| 305 | 2010.05.21 03:39 | s/l | 101 | 0.10 | 90.020 | 90.020 | 89.970 | 5.56 | 10475.46 |
| 306 | 2010.05.24 00:05 | sell | 102 | 0.10 | 90.320 | 95.320 | 90.220 | ||
| 307 | 2010.05.24 00:06 | modify | 102 | 0.10 | 90.320 | 90.270 | 90.220 | ||
| 308 | 2010.05.24 00:06 | s/l | 102 | 0.10 | 90.270 | 90.270 | 90.220 | 5.54 | 10481.00 |
| 309 | 2010.05.28 01:55 | buy | 103 | 0.10 | 90.875 | 85.875 | 90.975 | ||
| 310 | 2010.05.28 02:04 | modify | 103 | 0.10 | 90.875 | 90.925 | 90.975 | ||
| 311 | 2010.05.28 02:04 | s/l | 103 | 0.10 | 90.925 | 90.925 | 90.975 | 5.50 | 10486.50 |
| 312 | 2010.05.28 16:45 | buy | 104 | 0.10 | 90.925 | 85.925 | 91.025 | ||
| 313 | 2010.05.28 17:05 | modify | 104 | 0.10 | 90.925 | 90.975 | 91.025 | ||
| 314 | 2010.05.28 17:05 | s/l | 104 | 0.10 | 90.975 | 90.975 | 91.025 | 5.50 | 10492.00 |
| 315 | 2010.05.28 18:05 | buy | 105 | 0.10 | 90.765 | 85.765 | 90.865 | ||
| 316 | 2010.05.28 18:35 | modify | 105 | 0.10 | 90.765 | 90.815 | 90.865 | ||
| 317 | 2010.05.28 18:36 | s/l | 105 | 0.10 | 90.815 | 90.815 | 90.865 | 5.51 | 10497.51 |
| 318 | 2010.05.31 18:00 | buy | 106 | 0.10 | 91.005 | 86.005 | 91.105 | ||
| 319 | 2010.05.31 18:00 | modify | 106 | 0.10 | 91.005 | 91.055 | 91.105 | ||
| 320 | 2010.05.31 18:00 | t/p | 106 | 0.10 | 91.105 | 91.055 | 91.105 | 10.98 | 10508.49 |
| 321 | 2010.05.31 18:05 | buy | 107 | 0.10 | 91.095 | 86.095 | 91.195 | ||
| 322 | 2010.05.31 18:05 | modify | 107 | 0.10 | 91.095 | 91.145 | 91.195 | ||
| 323 | 2010.05.31 18:05 | s/l | 107 | 0.10 | 91.145 | 91.145 | 91.195 | 5.49 | 10513.98 |
| 324 | 2010.06.01 03:05 | buy | 108 | 0.10 | 91.015 | 86.015 | 91.115 | ||
| 325 | 2010.06.01 03:16 | modify | 108 | 0.10 | 91.015 | 91.065 | 91.115 | ||
| 326 | 2010.06.01 03:16 | s/l | 108 | 0.10 | 91.065 | 91.065 | 91.115 | 5.49 | 10519.47 |
| 327 | 2010.06.02 07:35 | buy | 109 | 0.10 | 91.255 | 86.255 | 91.355 | ||
| 328 | 2010.06.02 07:44 | modify | 109 | 0.10 | 91.255 | 91.305 | 91.355 | ||
| 329 | 2010.06.02 07:44 | s/l | 109 | 0.10 | 91.305 | 91.305 | 91.355 | 5.48 | 10524.95 |
| 330 | 2010.06.11 15:35 | buy | 110 | 0.10 | 91.355 | 86.355 | 91.455 | ||
| 331 | 2010.06.11 15:49 | modify | 110 | 0.10 | 91.355 | 91.405 | 91.455 | ||
| 332 | 2010.06.11 15:50 | s/l | 110 | 0.10 | 91.405 | 91.405 | 91.455 | 5.47 | 10530.42 |
| 333 | 2010.06.11 15:55 | buy | 111 | 0.10 | 91.335 | 86.335 | 91.435 | ||
| 334 | 2010.06.11 16:22 | modify | 111 | 0.10 | 91.335 | 91.385 | 91.435 | ||
| 335 | 2010.06.11 16:22 | s/l | 111 | 0.10 | 91.385 | 91.385 | 91.435 | 5.47 | 10535.89 |
| 336 | 2010.06.15 19:10 | sell | 112 | 0.10 | 91.340 | 96.340 | 91.240 | ||
| 337 | 2010.06.15 20:49 | sell | 113 | 0.20 | 91.541 | 96.541 | 91.441 | ||
| 338 | 2010.06.15 20:49 | modify | 113 | 0.20 | 91.541 | 96.541 | 91.474 | ||
| 339 | 2010.06.15 20:49 | modify | 112 | 0.10 | 91.340 | 96.340 | 91.474 | ||
| 340 | 2010.06.15 20:58 | t/p | 112 | 0.10 | 91.474 | 96.340 | 91.474 | -14.65 | 10521.24 |
| 341 | 2010.06.15 20:58 | t/p | 113 | 0.20 | 91.474 | 96.541 | 91.474 | 14.65 | 10535.89 |
| 342 | 2010.06.17 22:50 | sell | 114 | 0.10 | 90.920 | 95.920 | 90.820 | ||
| 343 | 2010.06.18 01:41 | modify | 114 | 0.10 | 90.920 | 90.870 | 90.820 | ||
| 344 | 2010.06.18 01:41 | s/l | 114 | 0.10 | 90.870 | 90.870 | 90.820 | 5.50 | 10541.39 |
| 345 | 2010.06.21 18:00 | buy | 115 | 0.10 | 91.145 | 86.145 | 91.245 | ||
| 346 | 2010.06.21 18:17 | modify | 115 | 0.10 | 91.145 | 91.195 | 91.245 | ||
| 347 | 2010.06.21 18:18 | s/l | 115 | 0.10 | 91.195 | 91.195 | 91.245 | 5.48 | 10546.87 |
| 348 | 2010.06.24 21:00 | sell | 116 | 0.10 | 89.680 | 94.680 | 89.580 | ||
| 349 | 2010.06.24 21:04 | modify | 116 | 0.10 | 89.680 | 89.630 | 89.580 | ||
| 350 | 2010.06.24 21:04 | s/l | 116 | 0.10 | 89.630 | 89.630 | 89.580 | 5.58 | 10552.45 |
| 351 | 2010.06.24 21:05 | sell | 117 | 0.10 | 89.630 | 94.630 | 89.530 | ||
| 352 | 2010.06.24 21:13 | modify | 117 | 0.10 | 89.630 | 89.580 | 89.530 | ||
| 353 | 2010.06.24 21:13 | s/l | 117 | 0.10 | 89.580 | 89.580 | 89.530 | 5.58 | 10558.03 |
| 354 | 2010.06.25 03:30 | sell | 118 | 0.10 | 89.670 | 94.670 | 89.570 | ||
| 355 | 2010.06.25 03:57 | modify | 118 | 0.10 | 89.670 | 89.620 | 89.570 | ||
| 356 | 2010.06.25 03:57 | s/l | 118 | 0.10 | 89.620 | 89.620 | 89.570 | 5.58 | 10563.61 |
| 357 | 2010.06.30 02:05 | sell | 119 | 0.10 | 88.670 | 93.670 | 88.570 | ||
| 358 | 2010.06.30 02:23 | modify | 119 | 0.10 | 88.670 | 88.620 | 88.570 | ||
| 359 | 2010.06.30 02:34 | s/l | 119 | 0.10 | 88.620 | 88.620 | 88.570 | 5.64 | 10569.25 |
| 360 | 2010.07.01 19:45 | sell | 120 | 0.10 | 87.660 | 92.660 | 87.560 | ||
| 361 | 2010.07.01 19:46 | modify | 120 | 0.10 | 87.660 | 87.610 | 87.560 | ||
| 362 | 2010.07.01 19:46 | s/l | 120 | 0.10 | 87.610 | 87.610 | 87.560 | 5.71 | 10574.96 |
| 363 | 2010.07.02 01:05 | sell | 121 | 0.10 | 87.760 | 92.760 | 87.660 | ||
| 364 | 2010.07.02 01:09 | modify | 121 | 0.10 | 87.760 | 87.710 | 87.660 | ||
| 365 | 2010.07.02 01:09 | s/l | 121 | 0.10 | 87.710 | 87.710 | 87.660 | 5.70 | 10580.66 |
| 366 | 2010.07.02 03:20 | sell | 122 | 0.10 | 87.790 | 92.790 | 87.690 | ||
| 367 | 2010.07.02 03:50 | modify | 122 | 0.10 | 87.790 | 87.740 | 87.690 | ||
| 368 | 2010.07.02 03:50 | s/l | 122 | 0.10 | 87.740 | 87.740 | 87.690 | 5.70 | 10586.36 |
| 369 | 2010.07.02 04:00 | sell | 123 | 0.10 | 87.860 | 92.860 | 87.760 | ||
| 370 | 2010.07.02 04:51 | sell | 124 | 0.20 | 88.070 | 93.070 | 87.970 | ||
| 371 | 2010.07.02 04:51 | modify | 124 | 0.20 | 88.070 | 93.070 | 88.000 | ||
| 372 | 2010.07.02 04:51 | modify | 123 | 0.10 | 87.860 | 92.860 | 88.000 | ||
| 373 | 2010.07.02 07:19 | t/p | 123 | 0.10 | 88.000 | 92.860 | 88.000 | -15.91 | 10570.45 |
| 374 | 2010.07.02 07:19 | t/p | 124 | 0.20 | 88.000 | 93.070 | 88.000 | 15.91 | 10586.36 |
| 375 | 2010.07.08 11:25 | buy | 125 | 0.10 | 88.175 | 83.175 | 88.275 | ||
| 376 | 2010.07.08 15:30 | modify | 125 | 0.10 | 88.175 | 88.225 | 88.275 | ||
| 377 | 2010.07.08 15:30 | s/l | 125 | 0.10 | 88.225 | 88.225 | 88.275 | 5.67 | 10592.03 |
| 378 | 2010.07.08 21:20 | buy | 126 | 0.10 | 88.315 | 83.315 | 88.415 | ||
| 379 | 2010.07.08 21:59 | modify | 126 | 0.10 | 88.315 | 88.365 | 88.415 | ||
| 380 | 2010.07.08 22:00 | s/l | 126 | 0.10 | 88.365 | 88.365 | 88.415 | 5.66 | 10597.69 |
| 381 | 2010.07.14 10:55 | buy | 127 | 0.10 | 88.815 | 83.815 | 88.915 | ||
| 382 | 2010.07.14 11:02 | modify | 127 | 0.10 | 88.815 | 88.865 | 88.915 | ||
| 383 | 2010.07.14 11:13 | t/p | 127 | 0.10 | 88.915 | 88.865 | 88.915 | 11.25 | 10608.94 |
| 384 | 2010.07.14 12:35 | buy | 128 | 0.10 | 88.735 | 83.735 | 88.835 | ||
| 385 | 2010.07.14 14:04 | buy | 129 | 0.20 | 88.530 | 83.530 | 88.630 | ||
| 386 | 2010.07.14 14:04 | modify | 129 | 0.20 | 88.530 | 83.530 | 88.598 | ||
| 387 | 2010.07.14 14:04 | modify | 128 | 0.10 | 88.735 | 83.735 | 88.598 | ||
| 388 | 2010.07.14 14:14 | t/p | 128 | 0.10 | 88.598 | 83.735 | 88.598 | -15.46 | 10593.48 |
| 389 | 2010.07.14 14:14 | t/p | 129 | 0.20 | 88.598 | 83.530 | 88.598 | 15.35 | 10608.83 |
| 390 | 2010.07.16 09:15 | sell | 130 | 0.10 | 87.160 | 92.160 | 87.060 | ||
| 391 | 2010.07.16 11:19 | modify | 130 | 0.10 | 87.160 | 87.110 | 87.060 | ||
| 392 | 2010.07.16 11:19 | s/l | 130 | 0.10 | 87.110 | 87.110 | 87.060 | 5.74 | 10614.57 |
| 393 | 2010.07.16 20:40 | sell | 131 | 0.10 | 86.800 | 91.800 | 86.700 | ||
| 394 | 2010.07.16 20:44 | modify | 131 | 0.10 | 86.800 | 86.750 | 86.700 | ||
| 395 | 2010.07.16 20:44 | s/l | 131 | 0.10 | 86.750 | 86.750 | 86.700 | 5.76 | 10620.33 |
| 396 | 2010.07.21 01:25 | buy | 132 | 0.10 | 87.365 | 82.365 | 87.465 | ||
| 397 | 2010.07.21 01:30 | modify | 132 | 0.10 | 87.365 | 87.415 | 87.465 | ||
| 398 | 2010.07.21 01:31 | s/l | 132 | 0.10 | 87.415 | 87.415 | 87.465 | 5.72 | 10626.05 |
| 399 | 2010.07.21 01:45 | buy | 133 | 0.10 | 87.325 | 82.325 | 87.425 | ||
| 400 | 2010.07.21 02:34 | modify | 133 | 0.10 | 87.325 | 87.375 | 87.425 | ||
| 401 | 2010.07.21 03:06 | s/l | 133 | 0.10 | 87.375 | 87.375 | 87.425 | 5.72 | 10631.77 |
| 402 | 2010.07.21 06:30 | buy | 134 | 0.10 | 87.155 | 82.155 | 87.255 | ||
| 403 | 2010.07.21 08:42 | modify | 134 | 0.10 | 87.155 | 87.205 | 87.255 | ||
| 404 | 2010.07.21 08:43 | s/l | 134 | 0.10 | 87.205 | 87.205 | 87.255 | 5.73 | 10637.50 |
| 405 | 2010.07.22 12:35 | sell | 135 | 0.10 | 86.720 | 91.720 | 86.620 | ||
| 406 | 2010.07.22 12:57 | modify | 135 | 0.10 | 86.720 | 86.670 | 86.620 | ||
| 407 | 2010.07.22 12:57 | s/l | 135 | 0.10 | 86.670 | 86.670 | 86.620 | 5.77 | 10643.27 |
| 408 | 2010.07.22 13:50 | sell | 136 | 0.10 | 86.770 | 91.770 | 86.670 | ||
| 409 | 2010.07.22 13:53 | modify | 136 | 0.10 | 86.770 | 86.720 | 86.670 | ||
| 410 | 2010.07.22 13:53 | s/l | 136 | 0.10 | 86.720 | 86.720 | 86.670 | 5.77 | 10649.04 |
| 411 | 2010.07.22 21:00 | buy | 137 | 0.10 | 86.905 | 81.905 | 87.005 | ||
| 412 | 2010.07.22 21:12 | modify | 137 | 0.10 | 86.905 | 86.955 | 87.005 | ||
| 413 | 2010.07.22 21:13 | s/l | 137 | 0.10 | 86.955 | 86.955 | 87.005 | 5.76 | 10654.80 |
| 414 | 2010.07.23 04:15 | buy | 138 | 0.10 | 86.915 | 81.915 | 87.015 | ||
| 415 | 2010.07.23 04:21 | modify | 138 | 0.10 | 86.915 | 86.965 | 87.015 | ||
| 416 | 2010.07.23 04:22 | s/l | 138 | 0.10 | 86.965 | 86.965 | 87.015 | 5.74 | 10660.54 |
| 417 | 2010.07.23 04:55 | buy | 139 | 0.10 | 86.855 | 81.855 | 86.955 | ||
| 418 | 2010.07.23 07:51 | modify | 139 | 0.10 | 86.855 | 86.905 | 86.955 | ||
| 419 | 2010.07.23 07:51 | s/l | 139 | 0.10 | 86.905 | 86.905 | 86.955 | 5.75 | 10666.29 |
| 420 | 2010.07.26 19:20 | buy | 140 | 0.10 | 87.050 | 82.050 | 87.150 | ||
| 421 | 2010.07.26 22:01 | buy | 141 | 0.20 | 86.848 | 81.848 | 86.948 | ||
| 422 | 2010.07.26 22:01 | modify | 141 | 0.20 | 86.848 | 81.848 | 86.915 | ||
| 423 | 2010.07.26 22:01 | modify | 140 | 0.10 | 87.050 | 82.050 | 86.915 | ||
| 424 | 2010.07.26 22:27 | t/p | 140 | 0.10 | 86.915 | 82.050 | 86.915 | -15.53 | 10650.76 |
| 425 | 2010.07.26 22:27 | t/p | 141 | 0.20 | 86.915 | 81.848 | 86.915 | 15.42 | 10666.18 |
| 426 | 2010.07.28 01:25 | buy | 142 | 0.10 | 87.780 | 82.780 | 87.880 | ||
| 427 | 2010.07.28 03:05 | modify | 142 | 0.10 | 87.780 | 87.830 | 87.880 | ||
| 428 | 2010.07.28 03:07 | s/l | 142 | 0.10 | 87.830 | 87.830 | 87.880 | 5.70 | 10671.88 |
| 429 | 2010.07.28 13:05 | buy | 143 | 0.10 | 87.800 | 82.800 | 87.900 | ||
| 430 | 2010.07.28 14:57 | modify | 143 | 0.10 | 87.800 | 87.850 | 87.900 | ||
| 431 | 2010.07.28 14:58 | s/l | 143 | 0.10 | 87.850 | 87.850 | 87.900 | 5.69 | 10677.57 |
| 432 | 2010.07.28 15:35 | buy | 144 | 0.10 | 87.535 | 82.535 | 87.635 | ||
| 433 | 2010.07.28 15:41 | modify | 144 | 0.10 | 87.535 | 87.585 | 87.635 | ||
| 434 | 2010.07.28 15:41 | s/l | 144 | 0.10 | 87.585 | 87.585 | 87.635 | 5.71 | 10683.28 |
| 435 | 2010.07.30 17:05 | sell | 145 | 0.10 | 86.650 | 91.650 | 86.550 | ||
| 436 | 2010.07.30 17:13 | modify | 145 | 0.10 | 86.650 | 86.600 | 86.550 | ||
| 437 | 2010.07.30 17:13 | s/l | 145 | 0.10 | 86.600 | 86.600 | 86.550 | 5.78 | 10689.06 |
| 438 | 2010.08.03 21:35 | sell | 146 | 0.10 | 85.890 | 90.890 | 85.790 | ||
| 439 | 2010.08.03 21:43 | modify | 146 | 0.10 | 85.890 | 85.840 | 85.790 | ||
| 440 | 2010.08.03 21:43 | s/l | 146 | 0.10 | 85.840 | 85.840 | 85.790 | 5.83 | 10694.89 |
| 441 | 2010.08.04 15:20 | sell | 147 | 0.10 | 85.610 | 90.610 | 85.510 | ||
| 442 | 2010.08.04 16:11 | sell | 148 | 0.20 | 85.812 | 90.812 | 85.712 | ||
| 443 | 2010.08.04 16:11 | modify | 148 | 0.20 | 85.812 | 90.812 | 85.745 | ||
| 444 | 2010.08.04 16:11 | modify | 147 | 0.10 | 85.610 | 90.610 | 85.745 | ||
| 445 | 2010.08.04 16:21 | t/p | 147 | 0.10 | 85.745 | 90.610 | 85.745 | -15.75 | 10679.14 |
| 446 | 2010.08.04 16:21 | t/p | 148 | 0.20 | 85.745 | 90.812 | 85.745 | 15.63 | 10694.77 |
| 447 | 2010.08.05 04:45 | buy | 149 | 0.10 | 86.095 | 81.095 | 86.195 | ||
| 448 | 2010.08.05 04:56 | modify | 149 | 0.10 | 86.095 | 86.145 | 86.195 | ||
| 449 | 2010.08.05 04:56 | s/l | 149 | 0.10 | 86.145 | 86.145 | 86.195 | 5.80 | 10700.57 |
| 450 | 2010.08.05 13:05 | buy | 150 | 0.10 | 86.015 | 81.015 | 86.115 | ||