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 |
| 4351 | 2017.07.17 04:20 | sell | 1433 | 0.10 | 112.574 | 117.574 | 112.474 | ||
| 4352 | 2017.07.17 04:42 | modify | 1433 | 0.10 | 112.574 | 112.524 | 112.474 | ||
| 4353 | 2017.07.17 04:42 | s/l | 1433 | 0.10 | 112.524 | 112.524 | 112.474 | 4.44 | 14318.74 |
| 4354 | 2017.07.18 10:10 | sell | 1434 | 0.10 | 112.299 | 117.299 | 112.199 | ||
| 4355 | 2017.07.18 10:31 | modify | 1434 | 0.10 | 112.299 | 112.249 | 112.199 | ||
| 4356 | 2017.07.18 10:31 | s/l | 1434 | 0.10 | 112.249 | 112.249 | 112.199 | 4.46 | 14323.20 |
| 4357 | 2017.07.18 19:35 | sell | 1435 | 0.10 | 112.072 | 117.072 | 111.972 | ||
| 4358 | 2017.07.18 19:55 | modify | 1435 | 0.10 | 112.072 | 112.022 | 111.972 | ||
| 4359 | 2017.07.18 19:55 | s/l | 1435 | 0.10 | 112.022 | 112.022 | 111.972 | 4.46 | 14327.66 |
| 4360 | 2017.07.19 04:20 | sell | 1436 | 0.10 | 112.101 | 117.101 | 112.001 | ||
| 4361 | 2017.07.19 04:25 | modify | 1436 | 0.10 | 112.101 | 112.051 | 112.001 | ||
| 4362 | 2017.07.19 04:25 | s/l | 1436 | 0.10 | 112.051 | 112.051 | 112.001 | 4.46 | 14332.12 |
| 4363 | 2017.07.24 15:10 | sell | 1437 | 0.10 | 110.867 | 115.867 | 110.767 | ||
| 4364 | 2017.07.24 15:15 | modify | 1437 | 0.10 | 110.867 | 110.817 | 110.767 | ||
| 4365 | 2017.07.24 15:15 | s/l | 1437 | 0.10 | 110.817 | 110.817 | 110.767 | 4.51 | 14336.63 |
| 4366 | 2017.07.24 16:30 | sell | 1438 | 0.10 | 110.926 | 115.926 | 110.826 | ||
| 4367 | 2017.07.24 17:15 | modify | 1438 | 0.10 | 110.926 | 110.876 | 110.826 | ||
| 4368 | 2017.07.24 17:15 | s/l | 1438 | 0.10 | 110.876 | 110.876 | 110.826 | 4.51 | 14341.14 |
| 4369 | 2017.07.24 17:50 | sell | 1439 | 0.10 | 111.058 | 116.058 | 110.958 | ||
| 4370 | 2017.07.24 18:26 | modify | 1439 | 0.10 | 111.058 | 111.008 | 110.958 | ||
| 4371 | 2017.07.24 18:26 | s/l | 1439 | 0.10 | 111.008 | 111.008 | 110.958 | 4.50 | 14345.64 |
| 4372 | 2017.08.04 04:05 | sell | 1440 | 0.10 | 110.031 | 115.031 | 109.931 | ||
| 4373 | 2017.08.04 15:30 | sell | 1441 | 0.20 | 110.236 | 115.236 | 110.136 | ||
| 4374 | 2017.08.04 15:30 | modify | 1441 | 0.20 | 110.236 | 115.236 | 110.168 | ||
| 4375 | 2017.08.04 15:30 | modify | 1440 | 0.10 | 110.031 | 115.031 | 110.168 | ||
| 4376 | 2017.08.04 15:31 | sell | 1442 | 0.40 | 110.638 | 115.638 | 110.538 | ||
| 4377 | 2017.08.04 15:31 | modify | 1442 | 0.40 | 110.638 | 115.638 | 110.488 | ||
| 4378 | 2017.08.04 15:31 | modify | 1441 | 0.20 | 110.236 | 115.236 | 110.488 | ||
| 4379 | 2017.08.04 15:31 | modify | 1440 | 0.10 | 110.031 | 115.031 | 110.488 | ||
| 4380 | 2017.08.04 15:41 | t/p | 1440 | 0.10 | 110.488 | 115.031 | 110.488 | -41.36 | 14304.28 |
| 4381 | 2017.08.04 15:41 | t/p | 1441 | 0.20 | 110.488 | 115.236 | 110.488 | -45.62 | 14258.66 |
| 4382 | 2017.08.04 15:41 | t/p | 1442 | 0.40 | 110.488 | 115.638 | 110.488 | 54.30 | 14312.96 |
| 4383 | 2017.08.09 08:45 | sell | 1443 | 0.10 | 110.039 | 115.039 | 109.939 | ||
| 4384 | 2017.08.09 08:57 | modify | 1443 | 0.10 | 110.039 | 109.989 | 109.939 | ||
| 4385 | 2017.08.09 08:59 | s/l | 1443 | 0.10 | 109.989 | 109.989 | 109.939 | 4.55 | 14317.51 |
| 4386 | 2017.08.09 16:35 | sell | 1444 | 0.10 | 109.983 | 114.983 | 109.883 | ||
| 4387 | 2017.08.09 16:38 | modify | 1444 | 0.10 | 109.983 | 109.933 | 109.883 | ||
| 4388 | 2017.08.09 16:38 | s/l | 1444 | 0.10 | 109.933 | 109.933 | 109.883 | 4.55 | 14322.06 |
| 4389 | 2017.08.11 08:50 | sell | 1445 | 0.10 | 109.058 | 114.058 | 108.958 | ||
| 4390 | 2017.08.11 11:23 | modify | 1445 | 0.10 | 109.058 | 109.008 | 108.958 | ||
| 4391 | 2017.08.11 11:23 | s/l | 1445 | 0.10 | 109.008 | 109.008 | 108.958 | 4.59 | 14326.65 |
| 4392 | 2017.08.11 14:20 | sell | 1446 | 0.10 | 109.174 | 114.174 | 109.074 | ||
| 4393 | 2017.08.11 14:29 | modify | 1446 | 0.10 | 109.174 | 109.124 | 109.074 | ||
| 4394 | 2017.08.11 14:30 | s/l | 1446 | 0.10 | 109.124 | 109.124 | 109.074 | 4.58 | 14331.23 |
| 4395 | 2017.08.18 18:30 | sell | 1447 | 0.10 | 109.192 | 114.192 | 109.092 | ||
| 4396 | 2017.08.18 18:30 | modify | 1447 | 0.10 | 109.192 | 109.142 | 109.092 | ||
| 4397 | 2017.08.18 18:30 | s/l | 1447 | 0.10 | 109.142 | 109.142 | 109.092 | 4.58 | 14335.81 |
| 4398 | 2017.08.18 18:35 | sell | 1448 | 0.10 | 109.192 | 114.192 | 109.092 | ||
| 4399 | 2017.08.18 18:36 | modify | 1448 | 0.10 | 109.192 | 109.142 | 109.092 | ||
| 4400 | 2017.08.18 18:36 | s/l | 1448 | 0.10 | 109.142 | 109.142 | 109.092 | 4.58 | 14340.39 |
| 4401 | 2017.08.18 18:50 | sell | 1449 | 0.10 | 109.204 | 114.204 | 109.104 | ||
| 4402 | 2017.08.18 19:28 | sell | 1450 | 0.20 | 109.405 | 114.405 | 109.305 | ||
| 4403 | 2017.08.18 19:28 | modify | 1450 | 0.20 | 109.405 | 114.405 | 109.338 | ||
| 4404 | 2017.08.18 19:28 | modify | 1449 | 0.10 | 109.204 | 114.204 | 109.338 | ||
| 4405 | 2017.08.18 20:42 | t/p | 1449 | 0.10 | 109.338 | 114.204 | 109.338 | -12.26 | 14328.13 |
| 4406 | 2017.08.18 20:42 | t/p | 1450 | 0.20 | 109.338 | 114.405 | 109.338 | 12.26 | 14340.39 |
| 4407 | 2017.08.21 00:05 | sell | 1451 | 0.10 | 109.323 | 114.323 | 109.223 | ||
| 4408 | 2017.08.21 00:07 | modify | 1451 | 0.10 | 109.323 | 109.273 | 109.223 | ||
| 4409 | 2017.08.21 00:07 | s/l | 1451 | 0.10 | 109.273 | 109.273 | 109.223 | 4.58 | 14344.97 |
| 4410 | 2017.08.21 01:55 | sell | 1452 | 0.10 | 109.387 | 114.387 | 109.287 | ||
| 4411 | 2017.08.21 02:37 | modify | 1452 | 0.10 | 109.387 | 109.337 | 109.287 | ||
| 4412 | 2017.08.21 02:37 | s/l | 1452 | 0.10 | 109.337 | 109.337 | 109.287 | 4.57 | 14349.54 |
| 4413 | 2017.08.24 03:40 | sell | 1453 | 0.10 | 109.066 | 114.066 | 108.966 | ||
| 4414 | 2017.08.24 09:52 | sell | 1454 | 0.20 | 109.267 | 114.267 | 109.167 | ||
| 4415 | 2017.08.24 09:52 | modify | 1454 | 0.20 | 109.267 | 114.267 | 109.200 | ||
| 4416 | 2017.08.24 09:52 | modify | 1453 | 0.10 | 109.066 | 114.066 | 109.200 | ||
| 4417 | 2017.08.24 16:52 | t/p | 1453 | 0.10 | 109.200 | 114.066 | 109.200 | -12.27 | 14337.27 |
| 4418 | 2017.08.24 16:52 | t/p | 1454 | 0.20 | 109.200 | 114.267 | 109.200 | 12.27 | 14349.54 |
| 4419 | 2017.08.30 07:10 | buy | 1455 | 0.10 | 109.695 | 104.695 | 109.795 | ||
| 4420 | 2017.08.30 07:55 | modify | 1455 | 0.10 | 109.695 | 109.745 | 109.795 | ||
| 4421 | 2017.08.30 07:55 | s/l | 1455 | 0.10 | 109.745 | 109.745 | 109.795 | 4.56 | 14354.10 |
| 4422 | 2017.08.31 00:00 | buy | 1456 | 0.10 | 110.227 | 105.227 | 110.327 | ||
| 4423 | 2017.08.31 01:12 | modify | 1456 | 0.10 | 110.227 | 110.277 | 110.327 | ||
| 4424 | 2017.08.31 01:12 | s/l | 1456 | 0.10 | 110.277 | 110.277 | 110.327 | 4.53 | 14358.63 |
| 4425 | 2017.08.31 16:20 | buy | 1457 | 0.10 | 110.399 | 105.399 | 110.499 | ||
| 4426 | 2017.08.31 17:31 | buy | 1458 | 0.20 | 110.198 | 105.198 | 110.298 | ||
| 4427 | 2017.08.31 17:31 | modify | 1458 | 0.20 | 110.198 | 105.198 | 110.265 | ||
| 4428 | 2017.08.31 17:31 | modify | 1457 | 0.10 | 110.399 | 105.399 | 110.265 | ||
| 4429 | 2017.09.01 15:30 | buy | 1459 | 0.40 | 109.797 | 104.797 | 109.897 | ||
| 4430 | 2017.09.01 15:30 | modify | 1459 | 0.40 | 109.797 | 104.797 | 109.947 | ||
| 4431 | 2017.09.01 15:30 | modify | 1458 | 0.20 | 110.198 | 105.198 | 109.947 | ||
| 4432 | 2017.09.01 15:30 | modify | 1457 | 0.10 | 110.399 | 105.399 | 109.947 | ||
| 4433 | 2017.09.01 15:48 | t/p | 1457 | 0.10 | 109.947 | 105.399 | 109.947 | -41.11 | 14317.52 |
| 4434 | 2017.09.01 15:48 | t/p | 1458 | 0.20 | 109.947 | 105.198 | 109.947 | -45.66 | 14271.86 |
| 4435 | 2017.09.01 15:48 | t/p | 1459 | 0.40 | 109.947 | 104.797 | 109.947 | 54.58 | 14326.44 |
| 4436 | 2017.09.06 09:10 | sell | 1460 | 0.10 | 108.777 | 113.777 | 108.677 | ||
| 4437 | 2017.09.06 09:43 | modify | 1460 | 0.10 | 108.777 | 108.727 | 108.677 | ||
| 4438 | 2017.09.06 09:43 | s/l | 1460 | 0.10 | 108.727 | 108.727 | 108.677 | 4.60 | 14331.04 |
| 4439 | 2017.09.06 16:50 | sell | 1461 | 0.10 | 109.028 | 114.028 | 108.928 | ||
| 4440 | 2017.09.06 17:03 | modify | 1461 | 0.10 | 109.028 | 108.978 | 108.928 | ||
| 4441 | 2017.09.06 17:03 | s/l | 1461 | 0.10 | 108.978 | 108.978 | 108.928 | 4.59 | 14335.63 |
| 4442 | 2017.09.08 15:50 | sell | 1462 | 0.10 | 107.701 | 112.701 | 107.601 | ||
| 4443 | 2017.09.08 16:48 | sell | 1463 | 0.20 | 107.902 | 112.902 | 107.802 | ||
| 4444 | 2017.09.08 16:48 | modify | 1463 | 0.20 | 107.902 | 112.902 | 107.835 | ||
| 4445 | 2017.09.08 16:48 | modify | 1462 | 0.10 | 107.701 | 112.701 | 107.835 | ||
| 4446 | 2017.09.08 17:15 | t/p | 1462 | 0.10 | 107.835 | 112.701 | 107.835 | -12.42 | 14323.21 |
| 4447 | 2017.09.08 17:15 | t/p | 1463 | 0.20 | 107.835 | 112.902 | 107.835 | 12.42 | 14335.63 |
| 4448 | 2017.09.11 00:00 | sell | 1464 | 0.10 | 108.162 | 113.162 | 108.062 | ||
| 4449 | 2017.09.11 01:09 | sell | 1465 | 0.20 | 108.363 | 113.363 | 108.263 | ||
| 4450 | 2017.09.11 01:09 | modify | 1465 | 0.20 | 108.363 | 113.363 | 108.296 | ||
| 4451 | 2017.09.11 01:09 | modify | 1464 | 0.10 | 108.162 | 113.162 | 108.296 | ||
| 4452 | 2017.09.11 01:54 | t/p | 1464 | 0.10 | 108.296 | 113.162 | 108.296 | -12.37 | 14323.26 |
| 4453 | 2017.09.11 01:54 | t/p | 1465 | 0.20 | 108.296 | 113.363 | 108.296 | 12.37 | 14335.63 |
| 4454 | 2017.09.12 01:05 | buy | 1466 | 0.10 | 109.321 | 104.321 | 109.421 | ||
| 4455 | 2017.09.12 02:50 | modify | 1466 | 0.10 | 109.321 | 109.371 | 109.421 | ||
| 4456 | 2017.09.12 02:50 | s/l | 1466 | 0.10 | 109.371 | 109.371 | 109.421 | 4.57 | 14340.20 |
| 4457 | 2017.09.13 03:30 | buy | 1467 | 0.10 | 110.076 | 105.076 | 110.176 | ||
| 4458 | 2017.09.13 03:49 | modify | 1467 | 0.10 | 110.076 | 110.126 | 110.176 | ||
| 4459 | 2017.09.13 03:49 | s/l | 1467 | 0.10 | 110.126 | 110.126 | 110.176 | 4.54 | 14344.74 |
| 4460 | 2017.09.13 05:05 | buy | 1468 | 0.10 | 110.020 | 105.020 | 110.120 | ||
| 4461 | 2017.09.13 06:40 | modify | 1468 | 0.10 | 110.020 | 110.070 | 110.120 | ||
| 4462 | 2017.09.13 06:40 | s/l | 1468 | 0.10 | 110.070 | 110.070 | 110.120 | 4.54 | 14349.28 |
| 4463 | 2017.09.13 10:30 | buy | 1469 | 0.10 | 109.933 | 104.933 | 110.033 | ||
| 4464 | 2017.09.13 10:35 | modify | 1469 | 0.10 | 109.933 | 109.983 | 110.033 | ||
| 4465 | 2017.09.13 10:35 | s/l | 1469 | 0.10 | 109.983 | 109.983 | 110.033 | 4.55 | 14353.83 |
| 4466 | 2017.09.13 23:55 | buy | 1470 | 0.10 | 110.462 | 105.462 | 110.562 | ||
| 4467 | 2017.09.14 01:06 | modify | 1470 | 0.10 | 110.462 | 110.512 | 110.562 | ||
| 4468 | 2017.09.14 01:07 | s/l | 1470 | 0.10 | 110.512 | 110.512 | 110.562 | 4.52 | 14358.35 |
| 4469 | 2017.09.15 15:20 | buy | 1471 | 0.10 | 111.060 | 106.060 | 111.160 | ||
| 4470 | 2017.09.15 15:29 | modify | 1471 | 0.10 | 111.060 | 111.110 | 111.160 | ||
| 4471 | 2017.09.15 15:30 | s/l | 1471 | 0.10 | 111.110 | 111.110 | 111.160 | 4.50 | 14362.85 |
| 4472 | 2017.09.15 15:35 | buy | 1472 | 0.10 | 110.955 | 105.955 | 111.055 | ||
| 4473 | 2017.09.15 15:36 | modify | 1472 | 0.10 | 110.955 | 111.005 | 111.055 | ||
| 4474 | 2017.09.15 15:36 | t/p | 1472 | 0.10 | 111.055 | 111.005 | 111.055 | 9.00 | 14371.85 |
| 4475 | 2017.09.15 15:55 | buy | 1473 | 0.10 | 110.835 | 105.835 | 110.935 | ||
| 4476 | 2017.09.15 16:16 | buy | 1474 | 0.20 | 110.634 | 105.634 | 110.734 | ||
| 4477 | 2017.09.15 16:16 | modify | 1474 | 0.20 | 110.634 | 105.634 | 110.701 | ||
| 4478 | 2017.09.15 16:16 | modify | 1473 | 0.10 | 110.835 | 105.835 | 110.701 | ||
| 4479 | 2017.09.15 16:20 | t/p | 1473 | 0.10 | 110.701 | 105.835 | 110.701 | -12.10 | 14359.75 |
| 4480 | 2017.09.15 16:20 | t/p | 1474 | 0.20 | 110.701 | 105.634 | 110.701 | 12.10 | 14371.85 |
| 4481 | 2017.09.18 21:40 | buy | 1475 | 0.10 | 111.409 | 106.409 | 111.509 | ||
| 4482 | 2017.09.18 21:53 | modify | 1475 | 0.10 | 111.409 | 111.459 | 111.509 | ||
| 4483 | 2017.09.18 21:53 | s/l | 1475 | 0.10 | 111.459 | 111.459 | 111.509 | 4.49 | 14376.34 |
| 4484 | 2017.09.19 02:15 | buy | 1476 | 0.10 | 111.414 | 106.414 | 111.514 | ||
| 4485 | 2017.09.19 02:37 | modify | 1476 | 0.10 | 111.414 | 111.464 | 111.514 | ||
| 4486 | 2017.09.19 02:37 | s/l | 1476 | 0.10 | 111.464 | 111.464 | 111.514 | 4.49 | 14380.83 |
| 4487 | 2017.09.22 01:00 | buy | 1477 | 0.10 | 112.401 | 107.401 | 112.501 | ||
| 4488 | 2017.09.22 01:45 | modify | 1477 | 0.10 | 112.401 | 112.451 | 112.501 | ||
| 4489 | 2017.09.22 01:46 | s/l | 1477 | 0.10 | 112.451 | 112.451 | 112.501 | 4.45 | 14385.28 |
| 4490 | 2017.09.27 17:35 | buy | 1478 | 0.10 | 112.789 | 107.789 | 112.889 | ||
| 4491 | 2017.09.27 17:54 | buy | 1479 | 0.20 | 112.588 | 107.588 | 112.688 | ||
| 4492 | 2017.09.27 17:54 | modify | 1479 | 0.20 | 112.588 | 107.588 | 112.655 | ||
| 4493 | 2017.09.27 17:54 | modify | 1478 | 0.10 | 112.789 | 107.789 | 112.655 | ||
| 4494 | 2017.09.27 18:00 | t/p | 1478 | 0.10 | 112.655 | 107.789 | 112.655 | -11.90 | 14373.38 |
| 4495 | 2017.09.27 18:00 | t/p | 1479 | 0.20 | 112.655 | 107.588 | 112.655 | 11.89 | 14385.27 |
| 4496 | 2017.09.27 18:05 | buy | 1480 | 0.10 | 112.621 | 107.621 | 112.721 | ||
| 4497 | 2017.09.27 18:09 | modify | 1480 | 0.10 | 112.621 | 112.671 | 112.721 | ||
| 4498 | 2017.09.27 18:09 | s/l | 1480 | 0.10 | 112.671 | 112.671 | 112.721 | 4.44 | 14389.71 |
| 4499 | 2017.09.27 19:25 | buy | 1481 | 0.10 | 112.433 | 107.433 | 112.533 | ||
| 4500 | 2017.09.27 19:34 | modify | 1481 | 0.10 | 112.433 | 112.483 | 112.533 | ||