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 |
| 4501 | 2017.09.27 19:34 | s/l | 1481 | 0.10 | 112.483 | 112.483 | 112.533 | 4.45 | 14394.16 |
| 4502 | 2017.09.28 10:35 | buy | 1482 | 0.10 | 112.806 | 107.806 | 112.906 | ||
| 4503 | 2017.09.28 13:57 | buy | 1483 | 0.20 | 112.605 | 107.605 | 112.705 | ||
| 4504 | 2017.09.28 13:57 | modify | 1483 | 0.20 | 112.605 | 107.605 | 112.672 | ||
| 4505 | 2017.09.28 13:57 | modify | 1482 | 0.10 | 112.806 | 107.806 | 112.672 | ||
| 4506 | 2017.09.28 14:02 | t/p | 1482 | 0.10 | 112.672 | 107.806 | 112.672 | -11.89 | 14382.27 |
| 4507 | 2017.09.28 14:02 | t/p | 1483 | 0.20 | 112.672 | 107.605 | 112.672 | 11.89 | 14394.16 |
| 4508 | 2017.10.09 14:45 | sell | 1484 | 0.10 | 112.682 | 117.682 | 112.582 | ||
| 4509 | 2017.10.09 18:18 | modify | 1484 | 0.10 | 112.682 | 112.632 | 112.582 | ||
| 4510 | 2017.10.09 18:20 | s/l | 1484 | 0.10 | 112.632 | 112.632 | 112.582 | 4.44 | 14398.60 |
| 4511 | 2017.10.18 19:35 | buy | 1485 | 0.10 | 112.848 | 107.848 | 112.948 | ||
| 4512 | 2017.10.18 20:50 | modify | 1485 | 0.10 | 112.848 | 112.898 | 112.948 | ||
| 4513 | 2017.10.18 20:50 | s/l | 1485 | 0.10 | 112.898 | 112.898 | 112.948 | 4.43 | 14403.03 |
| 4514 | 2017.10.19 03:15 | buy | 1486 | 0.10 | 112.901 | 107.901 | 113.001 | ||
| 4515 | 2017.10.19 04:48 | modify | 1486 | 0.10 | 112.901 | 112.951 | 113.001 | ||
| 4516 | 2017.10.19 04:49 | s/l | 1486 | 0.10 | 112.951 | 112.951 | 113.001 | 4.43 | 14407.46 |
| 4517 | 2017.10.19 10:30 | buy | 1487 | 0.10 | 112.873 | 107.873 | 112.973 | ||
| 4518 | 2017.10.19 10:57 | buy | 1488 | 0.20 | 112.672 | 107.672 | 112.772 | ||
| 4519 | 2017.10.19 10:57 | modify | 1488 | 0.20 | 112.672 | 107.672 | 112.739 | ||
| 4520 | 2017.10.19 10:57 | modify | 1487 | 0.10 | 112.873 | 107.873 | 112.739 | ||
| 4521 | 2017.10.20 04:15 | t/p | 1487 | 0.10 | 112.739 | 107.873 | 112.739 | -11.89 | 14395.57 |
| 4522 | 2017.10.20 04:15 | t/p | 1488 | 0.20 | 112.739 | 107.672 | 112.739 | 11.89 | 14407.46 |
| 4523 | 2017.10.20 14:20 | buy | 1489 | 0.10 | 113.215 | 108.215 | 113.315 | ||
| 4524 | 2017.10.20 15:54 | modify | 1489 | 0.10 | 113.215 | 113.265 | 113.315 | ||
| 4525 | 2017.10.20 16:01 | s/l | 1489 | 0.10 | 113.265 | 113.265 | 113.315 | 4.41 | 14411.87 |
| 4526 | 2017.10.23 17:10 | buy | 1490 | 0.10 | 113.689 | 108.689 | 113.789 | ||
| 4527 | 2017.10.23 18:22 | modify | 1490 | 0.10 | 113.689 | 113.739 | 113.789 | ||
| 4528 | 2017.10.23 18:22 | s/l | 1490 | 0.10 | 113.739 | 113.739 | 113.789 | 4.40 | 14416.27 |
| 4529 | 2017.10.24 21:50 | buy | 1491 | 0.10 | 113.664 | 108.664 | 113.764 | ||
| 4530 | 2017.10.24 22:05 | modify | 1491 | 0.10 | 113.664 | 113.714 | 113.764 | ||
| 4531 | 2017.10.24 22:05 | s/l | 1491 | 0.10 | 113.714 | 113.714 | 113.764 | 4.40 | 14420.67 |
| 4532 | 2017.10.25 08:10 | buy | 1492 | 0.10 | 113.832 | 108.832 | 113.932 | ||
| 4533 | 2017.10.25 09:42 | modify | 1492 | 0.10 | 113.832 | 113.882 | 113.932 | ||
| 4534 | 2017.10.25 09:42 | s/l | 1492 | 0.10 | 113.882 | 113.882 | 113.932 | 4.39 | 14425.06 |
| 4535 | 2017.10.31 06:15 | sell | 1493 | 0.10 | 113.225 | 118.225 | 113.125 | ||
| 4536 | 2017.10.31 06:18 | modify | 1493 | 0.10 | 113.225 | 113.175 | 113.125 | ||
| 4537 | 2017.10.31 06:18 | s/l | 1493 | 0.10 | 113.175 | 113.175 | 113.125 | 4.42 | 14429.48 |
| 4538 | 2017.10.31 12:40 | sell | 1494 | 0.10 | 113.280 | 118.280 | 113.180 | ||
| 4539 | 2017.10.31 13:00 | modify | 1494 | 0.10 | 113.280 | 113.230 | 113.180 | ||
| 4540 | 2017.10.31 13:00 | s/l | 1494 | 0.10 | 113.230 | 113.230 | 113.180 | 4.42 | 14433.90 |
| 4541 | 2017.10.31 14:05 | sell | 1495 | 0.10 | 113.409 | 118.409 | 113.309 | ||
| 4542 | 2017.10.31 14:11 | modify | 1495 | 0.10 | 113.409 | 113.359 | 113.309 | ||
| 4543 | 2017.10.31 14:12 | s/l | 1495 | 0.10 | 113.359 | 113.359 | 113.309 | 4.41 | 14438.31 |
| 4544 | 2017.11.07 06:15 | sell | 1496 | 0.10 | 113.944 | 118.944 | 113.844 | ||
| 4545 | 2017.11.07 09:05 | sell | 1497 | 0.20 | 114.145 | 119.145 | 114.045 | ||
| 4546 | 2017.11.07 09:05 | modify | 1497 | 0.20 | 114.145 | 119.145 | 114.078 | ||
| 4547 | 2017.11.07 09:05 | modify | 1496 | 0.10 | 113.944 | 118.944 | 114.078 | ||
| 4548 | 2017.11.07 09:21 | t/p | 1496 | 0.10 | 114.078 | 118.944 | 114.078 | -11.75 | 14426.56 |
| 4549 | 2017.11.07 09:21 | t/p | 1497 | 0.20 | 114.078 | 119.145 | 114.078 | 11.75 | 14438.31 |
| 4550 | 2017.11.09 22:40 | sell | 1498 | 0.10 | 113.333 | 118.333 | 113.233 | ||
| 4551 | 2017.11.10 02:42 | modify | 1498 | 0.10 | 113.333 | 113.283 | 113.233 | ||
| 4552 | 2017.11.10 02:43 | s/l | 1498 | 0.10 | 113.283 | 113.283 | 113.233 | 4.41 | 14442.72 |
| 4553 | 2017.11.15 17:40 | sell | 1499 | 0.10 | 113.040 | 118.040 | 112.940 | ||
| 4554 | 2017.11.15 17:49 | modify | 1499 | 0.10 | 113.040 | 112.990 | 112.940 | ||
| 4555 | 2017.11.15 17:49 | s/l | 1499 | 0.10 | 112.990 | 112.990 | 112.940 | 4.43 | 14447.15 |
| 4556 | 2017.11.16 02:45 | sell | 1500 | 0.10 | 112.974 | 117.974 | 112.874 | ||
| 4557 | 2017.11.16 03:06 | modify | 1500 | 0.10 | 112.974 | 112.924 | 112.874 | ||
| 4558 | 2017.11.16 03:06 | s/l | 1500 | 0.10 | 112.924 | 112.924 | 112.874 | 4.43 | 14451.58 |
| 4559 | 2017.11.20 14:05 | sell | 1501 | 0.10 | 112.245 | 117.245 | 112.145 | ||
| 4560 | 2017.11.20 14:24 | modify | 1501 | 0.10 | 112.245 | 112.195 | 112.145 | ||
| 4561 | 2017.11.20 14:25 | s/l | 1501 | 0.10 | 112.195 | 112.195 | 112.145 | 4.46 | 14456.04 |
| 4562 | 2017.11.23 05:10 | sell | 1502 | 0.10 | 111.332 | 116.332 | 111.232 | ||
| 4563 | 2017.11.23 05:39 | modify | 1502 | 0.10 | 111.332 | 111.282 | 111.232 | ||
| 4564 | 2017.11.23 05:40 | s/l | 1502 | 0.10 | 111.282 | 111.282 | 111.232 | 4.49 | 14460.53 |
| 4565 | 2017.11.23 15:40 | sell | 1503 | 0.10 | 111.281 | 116.281 | 111.181 | ||
| 4566 | 2017.11.23 17:06 | modify | 1503 | 0.10 | 111.281 | 111.231 | 111.181 | ||
| 4567 | 2017.11.23 17:07 | s/l | 1503 | 0.10 | 111.231 | 111.231 | 111.181 | 4.50 | 14465.03 |
| 4568 | 2017.11.30 14:45 | buy | 1504 | 0.10 | 112.230 | 107.230 | 112.330 | ||
| 4569 | 2017.11.30 14:53 | modify | 1504 | 0.10 | 112.230 | 112.280 | 112.330 | ||
| 4570 | 2017.11.30 14:53 | s/l | 1504 | 0.10 | 112.280 | 112.280 | 112.330 | 4.45 | 14469.48 |
| 4571 | 2017.11.30 16:35 | buy | 1505 | 0.10 | 112.089 | 107.089 | 112.189 | ||
| 4572 | 2017.11.30 17:05 | buy | 1506 | 0.20 | 111.888 | 106.888 | 111.988 | ||
| 4573 | 2017.11.30 17:05 | modify | 1506 | 0.20 | 111.888 | 106.888 | 111.955 | ||
| 4574 | 2017.11.30 17:05 | modify | 1505 | 0.10 | 112.089 | 107.089 | 111.955 | ||
| 4575 | 2017.11.30 18:03 | t/p | 1505 | 0.10 | 111.955 | 107.089 | 111.955 | -11.97 | 14457.51 |
| 4576 | 2017.11.30 18:03 | t/p | 1506 | 0.20 | 111.955 | 106.888 | 111.955 | 11.97 | 14469.48 |
| 4577 | 2017.12.01 02:50 | buy | 1507 | 0.10 | 112.385 | 107.385 | 112.485 | ||
| 4578 | 2017.12.01 02:55 | modify | 1507 | 0.10 | 112.385 | 112.435 | 112.485 | ||
| 4579 | 2017.12.01 02:55 | s/l | 1507 | 0.10 | 112.435 | 112.435 | 112.485 | 4.45 | 14473.93 |
| 4580 | 2017.12.01 10:35 | buy | 1508 | 0.10 | 112.456 | 107.456 | 112.556 | ||
| 4581 | 2017.12.01 15:15 | modify | 1508 | 0.10 | 112.456 | 112.506 | 112.556 | ||
| 4582 | 2017.12.01 15:16 | s/l | 1508 | 0.10 | 112.506 | 112.506 | 112.556 | 4.44 | 14478.37 |
| 4583 | 2017.12.04 18:00 | buy | 1509 | 0.10 | 112.707 | 107.707 | 112.807 | ||
| 4584 | 2017.12.04 18:18 | modify | 1509 | 0.10 | 112.707 | 112.757 | 112.807 | ||
| 4585 | 2017.12.04 18:19 | s/l | 1509 | 0.10 | 112.757 | 112.757 | 112.807 | 4.43 | 14482.80 |
| 4586 | 2017.12.08 13:55 | buy | 1510 | 0.10 | 113.480 | 108.480 | 113.580 | ||
| 4587 | 2017.12.08 14:16 | modify | 1510 | 0.10 | 113.480 | 113.530 | 113.580 | ||
| 4588 | 2017.12.08 14:16 | s/l | 1510 | 0.10 | 113.530 | 113.530 | 113.580 | 4.41 | 14487.21 |
| 4589 | 2017.12.08 15:45 | buy | 1511 | 0.10 | 113.336 | 108.336 | 113.436 | ||
| 4590 | 2017.12.08 15:45 | modify | 1511 | 0.10 | 113.336 | 113.386 | 113.436 | ||
| 4591 | 2017.12.08 15:45 | s/l | 1511 | 0.10 | 113.386 | 113.386 | 113.436 | 4.41 | 14491.62 |
| 4592 | 2017.12.08 15:50 | buy | 1512 | 0.10 | 113.354 | 108.354 | 113.454 | ||
| 4593 | 2017.12.08 16:39 | buy | 1513 | 0.20 | 113.153 | 108.153 | 113.253 | ||
| 4594 | 2017.12.08 16:39 | modify | 1513 | 0.20 | 113.153 | 108.153 | 113.220 | ||
| 4595 | 2017.12.08 16:39 | modify | 1512 | 0.10 | 113.354 | 108.354 | 113.220 | ||
| 4596 | 2017.12.08 16:44 | t/p | 1512 | 0.10 | 113.220 | 108.354 | 113.220 | -11.84 | 14479.78 |
| 4597 | 2017.12.08 16:44 | t/p | 1513 | 0.20 | 113.220 | 108.153 | 113.220 | 11.84 | 14491.62 |
| 4598 | 2017.12.14 23:20 | sell | 1514 | 0.10 | 112.378 | 117.378 | 112.278 | ||
| 4599 | 2017.12.14 23:37 | modify | 1514 | 0.10 | 112.378 | 112.328 | 112.278 | ||
| 4600 | 2017.12.14 23:39 | s/l | 1514 | 0.10 | 112.328 | 112.328 | 112.278 | 4.45 | 14496.07 |
| 4601 | 2017.12.15 16:20 | sell | 1515 | 0.10 | 112.297 | 117.297 | 112.197 | ||
| 4602 | 2017.12.15 17:05 | sell | 1516 | 0.20 | 112.498 | 117.498 | 112.398 | ||
| 4603 | 2017.12.15 17:05 | modify | 1516 | 0.20 | 112.498 | 117.498 | 112.431 | ||
| 4604 | 2017.12.15 17:05 | modify | 1515 | 0.10 | 112.297 | 117.297 | 112.431 | ||
| 4605 | 2017.12.18 00:28 | t/p | 1515 | 0.10 | 112.431 | 117.297 | 112.431 | -11.92 | 14484.15 |
| 4606 | 2017.12.18 00:28 | t/p | 1516 | 0.20 | 112.431 | 117.498 | 112.431 | 11.91 | 14496.06 |
| 4607 | 2017.12.28 17:10 | sell | 1517 | 0.10 | 112.914 | 117.914 | 112.814 | ||
| 4608 | 2017.12.28 17:58 | modify | 1517 | 0.10 | 112.914 | 112.864 | 112.814 | ||
| 4609 | 2017.12.28 17:58 | s/l | 1517 | 0.10 | 112.864 | 112.864 | 112.814 | 4.43 | 14500.49 |
| 4610 | 2018.01.03 05:00 | sell | 1518 | 0.10 | 112.371 | 117.371 | 112.271 | ||
| 4611 | 2018.01.03 05:50 | modify | 1518 | 0.10 | 112.371 | 112.321 | 112.271 | ||
| 4612 | 2018.01.03 05:50 | s/l | 1518 | 0.10 | 112.321 | 112.321 | 112.271 | 4.45 | 14504.94 |
| 4613 | 2018.01.09 09:00 | sell | 1519 | 0.10 | 112.735 | 117.735 | 112.635 | ||
| 4614 | 2018.01.09 10:40 | sell | 1520 | 0.20 | 112.936 | 117.936 | 112.836 | ||
| 4615 | 2018.01.09 10:40 | modify | 1520 | 0.20 | 112.936 | 117.936 | 112.869 | ||
| 4616 | 2018.01.09 10:40 | modify | 1519 | 0.10 | 112.735 | 117.735 | 112.869 | ||
| 4617 | 2018.01.09 11:58 | t/p | 1519 | 0.10 | 112.869 | 117.735 | 112.869 | -11.87 | 14493.07 |
| 4618 | 2018.01.09 11:58 | t/p | 1520 | 0.20 | 112.869 | 117.936 | 112.869 | 11.87 | 14504.94 |
| 4619 | 2018.01.10 01:30 | sell | 1521 | 0.10 | 112.731 | 117.731 | 112.631 | ||
| 4620 | 2018.01.10 02:12 | modify | 1521 | 0.10 | 112.731 | 112.681 | 112.631 | ||
| 4621 | 2018.01.10 02:12 | s/l | 1521 | 0.10 | 112.681 | 112.681 | 112.631 | 4.44 | 14509.38 |
| 4622 | 2018.01.11 05:30 | sell | 1522 | 0.10 | 111.656 | 116.656 | 111.556 | ||
| 4623 | 2018.01.11 09:13 | sell | 1523 | 0.20 | 111.857 | 116.857 | 111.757 | ||
| 4624 | 2018.01.11 09:13 | modify | 1523 | 0.20 | 111.857 | 116.857 | 111.790 | ||
| 4625 | 2018.01.11 09:13 | modify | 1522 | 0.10 | 111.656 | 116.656 | 111.790 | ||
| 4626 | 2018.01.11 09:56 | t/p | 1522 | 0.10 | 111.790 | 116.656 | 111.790 | -11.99 | 14497.39 |
| 4627 | 2018.01.11 09:56 | t/p | 1523 | 0.20 | 111.790 | 116.857 | 111.790 | 11.99 | 14509.38 |
| 4628 | 2018.01.16 01:05 | sell | 1524 | 0.10 | 110.571 | 115.571 | 110.471 | ||
| 4629 | 2018.01.16 01:13 | modify | 1524 | 0.10 | 110.571 | 110.521 | 110.471 | ||
| 4630 | 2018.01.16 01:22 | t/p | 1524 | 0.10 | 110.471 | 110.521 | 110.471 | 9.05 | 14518.43 |
| 4631 | 2018.01.16 02:00 | sell | 1525 | 0.10 | 110.605 | 115.605 | 110.505 | ||
| 4632 | 2018.01.16 02:50 | sell | 1526 | 0.20 | 110.807 | 115.807 | 110.707 | ||
| 4633 | 2018.01.16 02:50 | modify | 1526 | 0.20 | 110.807 | 115.807 | 110.740 | ||
| 4634 | 2018.01.16 02:50 | modify | 1525 | 0.10 | 110.605 | 115.605 | 110.740 | ||
| 4635 | 2018.01.16 08:37 | t/p | 1525 | 0.10 | 110.740 | 115.605 | 110.740 | -12.19 | 14506.24 |
| 4636 | 2018.01.16 08:37 | t/p | 1526 | 0.20 | 110.740 | 115.807 | 110.740 | 12.10 | 14518.34 |
| 4637 | 2018.01.19 13:55 | sell | 1527 | 0.10 | 110.733 | 115.733 | 110.633 | ||
| 4638 | 2018.01.19 14:39 | modify | 1527 | 0.10 | 110.733 | 110.683 | 110.633 | ||
| 4639 | 2018.01.19 14:39 | s/l | 1527 | 0.10 | 110.683 | 110.683 | 110.633 | 4.52 | 14522.86 |
| 4640 | 2018.01.24 23:15 | sell | 1528 | 0.10 | 109.206 | 114.206 | 109.106 | ||
| 4641 | 2018.01.25 00:09 | modify | 1528 | 0.10 | 109.206 | 109.156 | 109.106 | ||
| 4642 | 2018.01.25 00:09 | s/l | 1528 | 0.10 | 109.156 | 109.156 | 109.106 | 4.58 | 14527.44 |
| 4643 | 2018.01.25 01:40 | sell | 1529 | 0.10 | 109.273 | 114.273 | 109.173 | ||
| 4644 | 2018.01.25 02:19 | modify | 1529 | 0.10 | 109.273 | 109.223 | 109.173 | ||
| 4645 | 2018.01.25 02:19 | s/l | 1529 | 0.10 | 109.223 | 109.223 | 109.173 | 4.58 | 14532.02 |
| 4646 | 2018.01.25 02:55 | sell | 1530 | 0.10 | 109.438 | 114.438 | 109.338 | ||
| 4647 | 2018.01.25 03:02 | modify | 1530 | 0.10 | 109.438 | 109.388 | 109.338 | ||
| 4648 | 2018.01.25 03:02 | s/l | 1530 | 0.10 | 109.388 | 109.388 | 109.338 | 4.57 | 14536.59 |
| 4649 | 2018.01.25 21:05 | sell | 1531 | 0.10 | 108.986 | 113.986 | 108.886 | ||
| 4650 | 2018.01.25 21:09 | sell | 1532 | 0.20 | 109.187 | 114.187 | 109.087 | ||