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 |
| 4651 | 2018.01.25 21:09 | modify | 1532 | 0.20 | 109.187 | 114.187 | 109.120 | ||
| 4652 | 2018.01.25 21:09 | modify | 1531 | 0.10 | 108.986 | 113.986 | 109.120 | ||
| 4653 | 2018.01.25 21:10 | t/p | 1531 | 0.10 | 109.120 | 113.986 | 109.120 | -12.28 | 14524.31 |
| 4654 | 2018.01.25 21:10 | t/p | 1532 | 0.20 | 109.120 | 114.187 | 109.120 | 12.28 | 14536.59 |
| 4655 | 2018.01.25 21:20 | sell | 1533 | 0.10 | 109.126 | 114.126 | 109.026 | ||
| 4656 | 2018.01.25 21:24 | sell | 1534 | 0.20 | 109.329 | 114.329 | 109.229 | ||
| 4657 | 2018.01.25 21:24 | modify | 1534 | 0.20 | 109.329 | 114.329 | 109.261 | ||
| 4658 | 2018.01.25 21:24 | modify | 1533 | 0.10 | 109.126 | 114.126 | 109.261 | ||
| 4659 | 2018.01.25 22:17 | t/p | 1533 | 0.10 | 109.261 | 114.126 | 109.261 | -12.36 | 14524.23 |
| 4660 | 2018.01.25 22:17 | t/p | 1534 | 0.20 | 109.261 | 114.329 | 109.261 | 12.45 | 14536.68 |
| 4661 | 2018.01.26 21:25 | sell | 1535 | 0.10 | 109.012 | 114.012 | 108.912 | ||
| 4662 | 2018.01.26 21:25 | modify | 1535 | 0.10 | 109.012 | 108.962 | 108.912 | ||
| 4663 | 2018.01.26 21:25 | t/p | 1535 | 0.10 | 108.912 | 108.962 | 108.912 | 9.19 | 14545.87 |
| 4664 | 2018.01.29 03:15 | sell | 1536 | 0.10 | 108.802 | 113.802 | 108.702 | ||
| 4665 | 2018.01.29 03:46 | modify | 1536 | 0.10 | 108.802 | 108.752 | 108.702 | ||
| 4666 | 2018.01.29 03:46 | s/l | 1536 | 0.10 | 108.752 | 108.752 | 108.702 | 4.60 | 14550.47 |
| 4667 | 2018.02.05 01:25 | buy | 1537 | 0.10 | 110.040 | 105.040 | 110.140 | ||
| 4668 | 2018.02.05 01:48 | modify | 1537 | 0.10 | 110.040 | 110.090 | 110.140 | ||
| 4669 | 2018.02.05 01:48 | s/l | 1537 | 0.10 | 110.090 | 110.090 | 110.140 | 4.54 | 14555.01 |
| 4670 | 2018.02.05 02:35 | buy | 1538 | 0.10 | 109.878 | 104.878 | 109.978 | ||
| 4671 | 2018.02.05 03:38 | modify | 1538 | 0.10 | 109.878 | 109.928 | 109.978 | ||
| 4672 | 2018.02.05 03:38 | s/l | 1538 | 0.10 | 109.928 | 109.928 | 109.978 | 4.55 | 14559.56 |
| 4673 | 2018.02.06 07:45 | sell | 1539 | 0.10 | 108.953 | 113.953 | 108.853 | ||
| 4674 | 2018.02.06 07:46 | modify | 1539 | 0.10 | 108.953 | 108.903 | 108.853 | ||
| 4675 | 2018.02.06 07:47 | t/p | 1539 | 0.10 | 108.853 | 108.903 | 108.853 | 9.19 | 14568.75 |
| 4676 | 2018.02.07 02:20 | buy | 1540 | 0.10 | 109.393 | 104.393 | 109.493 | ||
| 4677 | 2018.02.07 02:22 | modify | 1540 | 0.10 | 109.393 | 109.443 | 109.493 | ||
| 4678 | 2018.02.07 02:22 | s/l | 1540 | 0.10 | 109.443 | 109.443 | 109.493 | 4.57 | 14573.32 |
| 4679 | 2018.02.08 16:35 | buy | 1541 | 0.10 | 109.431 | 104.431 | 109.531 | ||
| 4680 | 2018.02.08 17:03 | modify | 1541 | 0.10 | 109.431 | 109.481 | 109.531 | ||
| 4681 | 2018.02.08 17:03 | s/l | 1541 | 0.10 | 109.481 | 109.481 | 109.531 | 4.57 | 14577.89 |
| 4682 | 2018.02.09 03:20 | sell | 1542 | 0.10 | 108.966 | 113.966 | 108.866 | ||
| 4683 | 2018.02.09 03:26 | modify | 1542 | 0.10 | 108.966 | 108.916 | 108.866 | ||
| 4684 | 2018.02.09 03:26 | s/l | 1542 | 0.10 | 108.916 | 108.916 | 108.866 | 4.59 | 14582.48 |
| 4685 | 2018.02.09 21:25 | sell | 1543 | 0.10 | 108.701 | 113.701 | 108.601 | ||
| 4686 | 2018.02.09 21:27 | modify | 1543 | 0.10 | 108.701 | 108.651 | 108.601 | ||
| 4687 | 2018.02.09 21:27 | s/l | 1543 | 0.10 | 108.651 | 108.651 | 108.601 | 4.60 | 14587.08 |
| 4688 | 2018.02.13 22:40 | sell | 1544 | 0.10 | 107.794 | 112.794 | 107.694 | ||
| 4689 | 2018.02.14 01:23 | modify | 1544 | 0.10 | 107.794 | 107.744 | 107.694 | ||
| 4690 | 2018.02.14 01:23 | s/l | 1544 | 0.10 | 107.744 | 107.744 | 107.694 | 4.64 | 14591.72 |
| 4691 | 2018.02.14 09:35 | sell | 1545 | 0.10 | 107.381 | 112.381 | 107.281 | ||
| 4692 | 2018.02.14 10:31 | modify | 1545 | 0.10 | 107.381 | 107.331 | 107.281 | ||
| 4693 | 2018.02.14 10:31 | s/l | 1545 | 0.10 | 107.331 | 107.331 | 107.281 | 4.66 | 14596.38 |
| 4694 | 2018.02.15 13:20 | sell | 1546 | 0.10 | 106.627 | 111.627 | 106.527 | ||
| 4695 | 2018.02.15 13:38 | modify | 1546 | 0.10 | 106.627 | 106.577 | 106.527 | ||
| 4696 | 2018.02.15 13:40 | s/l | 1546 | 0.10 | 106.577 | 106.577 | 106.527 | 4.69 | 14601.07 |
| 4697 | 2018.02.15 14:05 | sell | 1547 | 0.10 | 106.764 | 111.764 | 106.664 | ||
| 4698 | 2018.02.15 14:33 | modify | 1547 | 0.10 | 106.764 | 106.714 | 106.664 | ||
| 4699 | 2018.02.15 14:33 | s/l | 1547 | 0.10 | 106.714 | 106.714 | 106.664 | 4.69 | 14605.76 |
| 4700 | 2018.02.15 19:25 | sell | 1548 | 0.10 | 106.710 | 111.710 | 106.610 | ||
| 4701 | 2018.02.15 20:00 | modify | 1548 | 0.10 | 106.710 | 106.660 | 106.610 | ||
| 4702 | 2018.02.15 20:00 | s/l | 1548 | 0.10 | 106.660 | 106.660 | 106.610 | 4.69 | 14610.45 |
| 4703 | 2018.02.16 03:10 | sell | 1549 | 0.10 | 106.323 | 111.323 | 106.223 | ||
| 4704 | 2018.02.16 03:15 | modify | 1549 | 0.10 | 106.323 | 106.273 | 106.223 | ||
| 4705 | 2018.02.16 03:15 | s/l | 1549 | 0.10 | 106.273 | 106.273 | 106.223 | 4.70 | 14615.15 |
| 4706 | 2018.02.16 09:55 | sell | 1550 | 0.10 | 105.961 | 110.961 | 105.861 | ||
| 4707 | 2018.02.16 10:07 | modify | 1550 | 0.10 | 105.961 | 105.911 | 105.861 | ||
| 4708 | 2018.02.16 10:07 | s/l | 1550 | 0.10 | 105.911 | 105.911 | 105.861 | 4.72 | 14619.87 |
| 4709 | 2018.02.16 13:25 | sell | 1551 | 0.10 | 106.167 | 111.167 | 106.067 | ||
| 4710 | 2018.02.16 13:48 | modify | 1551 | 0.10 | 106.167 | 106.117 | 106.067 | ||
| 4711 | 2018.02.16 13:48 | s/l | 1551 | 0.10 | 106.117 | 106.117 | 106.067 | 4.71 | 14624.58 |
| 4712 | 2018.02.21 10:40 | buy | 1552 | 0.10 | 107.546 | 102.546 | 107.646 | ||
| 4713 | 2018.02.21 13:05 | buy | 1553 | 0.20 | 107.344 | 102.344 | 107.444 | ||
| 4714 | 2018.02.21 13:05 | modify | 1553 | 0.20 | 107.344 | 102.344 | 107.411 | ||
| 4715 | 2018.02.21 13:05 | modify | 1552 | 0.10 | 107.546 | 102.546 | 107.411 | ||
| 4716 | 2018.02.21 13:08 | t/p | 1552 | 0.10 | 107.411 | 102.546 | 107.411 | -12.57 | 14612.01 |
| 4717 | 2018.02.21 13:08 | t/p | 1553 | 0.20 | 107.411 | 102.344 | 107.411 | 12.48 | 14624.49 |
| 4718 | 2018.02.21 16:20 | buy | 1554 | 0.10 | 107.370 | 102.370 | 107.470 | ||
| 4719 | 2018.02.21 16:34 | modify | 1554 | 0.10 | 107.370 | 107.420 | 107.470 | ||
| 4720 | 2018.02.21 16:34 | s/l | 1554 | 0.10 | 107.420 | 107.420 | 107.470 | 4.65 | 14629.14 |
| 4721 | 2018.02.21 21:05 | buy | 1555 | 0.10 | 107.453 | 102.453 | 107.553 | ||
| 4722 | 2018.02.21 21:25 | modify | 1555 | 0.10 | 107.453 | 107.503 | 107.553 | ||
| 4723 | 2018.02.21 21:25 | s/l | 1555 | 0.10 | 107.503 | 107.503 | 107.553 | 4.65 | 14633.79 |
| 4724 | 2018.02.23 02:00 | sell | 1556 | 0.10 | 106.830 | 111.830 | 106.730 | ||
| 4725 | 2018.02.23 02:19 | modify | 1556 | 0.10 | 106.830 | 106.780 | 106.730 | ||
| 4726 | 2018.02.23 02:19 | s/l | 1556 | 0.10 | 106.780 | 106.780 | 106.730 | 4.68 | 14638.47 |
| 4727 | 2018.02.28 03:15 | buy | 1557 | 0.10 | 107.190 | 102.190 | 107.290 | ||
| 4728 | 2018.02.28 04:30 | modify | 1557 | 0.10 | 107.190 | 107.240 | 107.290 | ||
| 4729 | 2018.02.28 04:30 | s/l | 1557 | 0.10 | 107.240 | 107.240 | 107.290 | 4.66 | 14643.13 |
| 4730 | 2018.03.02 06:30 | sell | 1558 | 0.10 | 106.136 | 111.136 | 106.036 | ||
| 4731 | 2018.03.02 06:45 | modify | 1558 | 0.10 | 106.136 | 106.086 | 106.036 | ||
| 4732 | 2018.03.02 06:45 | s/l | 1558 | 0.10 | 106.086 | 106.086 | 106.036 | 4.71 | 14647.84 |
| 4733 | 2018.03.06 07:05 | buy | 1559 | 0.10 | 106.260 | 101.260 | 106.360 | ||
| 4734 | 2018.03.06 10:16 | buy | 1560 | 0.20 | 106.059 | 101.059 | 106.159 | ||
| 4735 | 2018.03.06 10:16 | modify | 1560 | 0.20 | 106.059 | 101.059 | 106.126 | ||
| 4736 | 2018.03.06 10:16 | modify | 1559 | 0.10 | 106.260 | 101.260 | 106.126 | ||
| 4737 | 2018.03.06 13:13 | t/p | 1559 | 0.10 | 106.126 | 101.260 | 106.126 | -12.62 | 14635.22 |
| 4738 | 2018.03.06 13:13 | t/p | 1560 | 0.20 | 106.126 | 101.059 | 106.126 | 12.62 | 14647.84 |
| 4739 | 2018.03.09 18:55 | buy | 1561 | 0.10 | 106.742 | 101.742 | 106.842 | ||
| 4740 | 2018.03.09 19:18 | modify | 1561 | 0.10 | 106.742 | 106.792 | 106.842 | ||
| 4741 | 2018.03.09 19:23 | s/l | 1561 | 0.10 | 106.792 | 106.792 | 106.842 | 4.68 | 14652.52 |
| 4742 | 2018.03.13 15:45 | buy | 1562 | 0.10 | 106.812 | 101.812 | 106.912 | ||
| 4743 | 2018.03.13 15:51 | modify | 1562 | 0.10 | 106.812 | 106.862 | 106.912 | ||
| 4744 | 2018.03.13 15:51 | s/l | 1562 | 0.10 | 106.862 | 106.862 | 106.912 | 4.68 | 14657.20 |
| 4745 | 2018.03.13 15:55 | buy | 1563 | 0.10 | 106.835 | 101.835 | 106.935 | ||
| 4746 | 2018.03.13 15:56 | modify | 1563 | 0.10 | 106.835 | 106.885 | 106.935 | ||
| 4747 | 2018.03.13 15:57 | s/l | 1563 | 0.10 | 106.885 | 106.885 | 106.935 | 4.68 | 14661.88 |
| 4748 | 2018.03.13 18:25 | buy | 1564 | 0.10 | 106.715 | 101.715 | 106.815 | ||
| 4749 | 2018.03.13 19:07 | buy | 1565 | 0.20 | 106.514 | 101.514 | 106.614 | ||
| 4750 | 2018.03.13 19:07 | modify | 1565 | 0.20 | 106.514 | 101.514 | 106.581 | ||
| 4751 | 2018.03.13 19:07 | modify | 1564 | 0.10 | 106.715 | 101.715 | 106.581 | ||
| 4752 | 2018.03.13 19:31 | t/p | 1564 | 0.10 | 106.581 | 101.715 | 106.581 | -12.57 | 14649.31 |
| 4753 | 2018.03.13 19:31 | t/p | 1565 | 0.20 | 106.581 | 101.514 | 106.581 | 12.57 | 14661.88 |
| 4754 | 2018.03.23 11:00 | sell | 1566 | 0.10 | 105.020 | 110.020 | 104.920 | ||
| 4755 | 2018.03.23 11:33 | modify | 1566 | 0.10 | 105.020 | 104.970 | 104.920 | ||
| 4756 | 2018.03.23 11:38 | s/l | 1566 | 0.10 | 104.970 | 104.970 | 104.920 | 4.76 | 14666.64 |
| 4757 | 2018.03.23 14:10 | sell | 1567 | 0.10 | 105.024 | 110.024 | 104.924 | ||
| 4758 | 2018.03.23 14:31 | modify | 1567 | 0.10 | 105.024 | 104.974 | 104.924 | ||
| 4759 | 2018.03.23 14:31 | s/l | 1567 | 0.10 | 104.974 | 104.974 | 104.924 | 4.77 | 14671.41 |
| 4760 | 2018.03.23 15:10 | sell | 1568 | 0.10 | 105.139 | 110.139 | 105.039 | ||
| 4761 | 2018.03.23 15:56 | modify | 1568 | 0.10 | 105.139 | 105.089 | 105.039 | ||
| 4762 | 2018.03.23 15:56 | s/l | 1568 | 0.10 | 105.089 | 105.089 | 105.039 | 4.76 | 14676.17 |
| 4763 | 2018.03.27 10:50 | buy | 1569 | 0.10 | 105.478 | 100.478 | 105.578 | ||
| 4764 | 2018.03.27 11:26 | modify | 1569 | 0.10 | 105.478 | 105.528 | 105.578 | ||
| 4765 | 2018.03.27 11:26 | s/l | 1569 | 0.10 | 105.528 | 105.528 | 105.578 | 4.73 | 14680.90 |
| 4766 | 2018.03.27 22:05 | buy | 1570 | 0.10 | 105.505 | 100.505 | 105.605 | ||
| 4767 | 2018.03.28 03:08 | modify | 1570 | 0.10 | 105.505 | 105.555 | 105.605 | ||
| 4768 | 2018.03.28 03:09 | s/l | 1570 | 0.10 | 105.555 | 105.555 | 105.605 | 4.74 | 14685.64 |
| 4769 | 2018.03.29 04:25 | buy | 1571 | 0.10 | 106.674 | 101.674 | 106.774 | ||
| 4770 | 2018.03.29 04:35 | modify | 1571 | 0.10 | 106.674 | 106.724 | 106.774 | ||
| 4771 | 2018.03.29 04:35 | s/l | 1571 | 0.10 | 106.724 | 106.724 | 106.774 | 4.68 | 14690.32 |
| 4772 | 2018.03.29 04:50 | buy | 1572 | 0.10 | 106.636 | 101.636 | 106.736 | ||
| 4773 | 2018.03.29 08:18 | buy | 1573 | 0.20 | 106.434 | 101.434 | 106.534 | ||
| 4774 | 2018.03.29 08:18 | modify | 1573 | 0.20 | 106.434 | 101.434 | 106.501 | ||
| 4775 | 2018.03.29 08:18 | modify | 1572 | 0.10 | 106.636 | 101.636 | 106.501 | ||
| 4776 | 2018.03.29 08:44 | t/p | 1572 | 0.10 | 106.501 | 101.636 | 106.501 | -12.68 | 14677.64 |
| 4777 | 2018.03.29 08:44 | t/p | 1573 | 0.20 | 106.501 | 101.434 | 106.501 | 12.58 | 14690.22 |
| 4778 | 2018.03.29 14:15 | buy | 1574 | 0.10 | 106.530 | 101.530 | 106.630 | ||
| 4779 | 2018.03.29 16:50 | buy | 1575 | 0.20 | 106.328 | 101.328 | 106.428 | ||
| 4780 | 2018.03.29 16:50 | modify | 1575 | 0.20 | 106.328 | 101.328 | 106.395 | ||
| 4781 | 2018.03.29 16:50 | modify | 1574 | 0.10 | 106.530 | 101.530 | 106.395 | ||
| 4782 | 2018.03.29 17:32 | t/p | 1574 | 0.10 | 106.395 | 101.530 | 106.395 | -12.69 | 14677.53 |
| 4783 | 2018.03.29 17:32 | t/p | 1575 | 0.20 | 106.395 | 101.328 | 106.395 | 12.59 | 14690.12 |
| 4784 | 2018.04.04 01:25 | buy | 1576 | 0.10 | 106.519 | 101.519 | 106.619 | ||
| 4785 | 2018.04.04 03:50 | modify | 1576 | 0.10 | 106.519 | 106.569 | 106.619 | ||
| 4786 | 2018.04.04 03:50 | s/l | 1576 | 0.10 | 106.569 | 106.569 | 106.619 | 4.69 | 14694.81 |
| 4787 | 2018.04.04 10:45 | buy | 1577 | 0.10 | 106.375 | 101.375 | 106.475 | ||
| 4788 | 2018.04.04 11:00 | buy | 1578 | 0.20 | 106.174 | 101.174 | 106.274 | ||
| 4789 | 2018.04.04 11:00 | modify | 1578 | 0.20 | 106.174 | 101.174 | 106.241 | ||
| 4790 | 2018.04.04 11:00 | modify | 1577 | 0.10 | 106.375 | 101.375 | 106.241 | ||
| 4791 | 2018.04.04 15:15 | t/p | 1577 | 0.10 | 106.241 | 101.375 | 106.241 | -12.61 | 14682.20 |
| 4792 | 2018.04.04 15:15 | t/p | 1578 | 0.20 | 106.241 | 101.174 | 106.241 | 12.61 | 14694.81 |
| 4793 | 2018.04.06 01:50 | buy | 1579 | 0.10 | 107.256 | 102.256 | 107.356 | ||
| 4794 | 2018.04.06 02:16 | buy | 1580 | 0.20 | 107.055 | 102.055 | 107.155 | ||
| 4795 | 2018.04.06 02:16 | modify | 1580 | 0.20 | 107.055 | 102.055 | 107.122 | ||
| 4796 | 2018.04.06 02:16 | modify | 1579 | 0.10 | 107.256 | 102.256 | 107.122 | ||
| 4797 | 2018.04.06 02:48 | t/p | 1579 | 0.10 | 107.122 | 102.256 | 107.122 | -12.51 | 14682.30 |
| 4798 | 2018.04.06 02:48 | t/p | 1580 | 0.20 | 107.122 | 102.055 | 107.122 | 12.51 | 14694.81 |
| 4799 | 2018.04.06 04:20 | buy | 1581 | 0.10 | 107.019 | 102.019 | 107.119 | ||
| 4800 | 2018.04.06 04:26 | modify | 1581 | 0.10 | 107.019 | 107.069 | 107.119 | ||