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 |
| 4801 | 2018.04.06 04:33 | t/p | 1581 | 0.10 | 107.119 | 107.069 | 107.119 | 9.34 | 14704.15 |
| 4802 | 2018.04.13 17:10 | buy | 1582 | 0.10 | 107.530 | 102.530 | 107.630 | ||
| 4803 | 2018.04.13 22:01 | buy | 1583 | 0.20 | 107.329 | 102.329 | 107.429 | ||
| 4804 | 2018.04.13 22:01 | modify | 1583 | 0.20 | 107.329 | 102.329 | 107.396 | ||
| 4805 | 2018.04.13 22:01 | modify | 1582 | 0.10 | 107.530 | 102.530 | 107.396 | ||
| 4806 | 2018.04.16 00:00 | t/p | 1582 | 0.10 | 107.396 | 102.530 | 107.396 | -12.47 | 14691.68 |
| 4807 | 2018.04.16 00:00 | t/p | 1583 | 0.20 | 107.396 | 102.329 | 107.396 | 12.47 | 14704.15 |
| 4808 | 2018.04.24 19:20 | buy | 1584 | 0.10 | 108.859 | 103.859 | 108.959 | ||
| 4809 | 2018.04.24 20:57 | buy | 1585 | 0.20 | 108.658 | 103.658 | 108.758 | ||
| 4810 | 2018.04.24 20:57 | modify | 1585 | 0.20 | 108.658 | 103.658 | 108.725 | ||
| 4811 | 2018.04.24 20:57 | modify | 1584 | 0.10 | 108.859 | 103.859 | 108.725 | ||
| 4812 | 2018.04.24 22:23 | t/p | 1584 | 0.10 | 108.725 | 103.859 | 108.725 | -12.32 | 14691.83 |
| 4813 | 2018.04.24 22:23 | t/p | 1585 | 0.20 | 108.725 | 103.658 | 108.725 | 12.32 | 14704.15 |
| 4814 | 2018.04.26 03:15 | buy | 1586 | 0.10 | 109.291 | 104.291 | 109.391 | ||
| 4815 | 2018.04.26 03:31 | modify | 1586 | 0.10 | 109.291 | 109.341 | 109.391 | ||
| 4816 | 2018.04.26 03:31 | s/l | 1586 | 0.10 | 109.341 | 109.341 | 109.391 | 4.57 | 14708.72 |
| 4817 | 2018.05.02 03:15 | buy | 1587 | 0.10 | 109.726 | 104.726 | 109.826 | ||
| 4818 | 2018.05.02 03:27 | modify | 1587 | 0.10 | 109.726 | 109.776 | 109.826 | ||
| 4819 | 2018.05.02 03:27 | s/l | 1587 | 0.10 | 109.776 | 109.776 | 109.826 | 4.55 | 14713.27 |
| 4820 | 2018.05.04 07:55 | sell | 1588 | 0.10 | 109.085 | 114.085 | 108.985 | ||
| 4821 | 2018.05.04 10:22 | modify | 1588 | 0.10 | 109.085 | 109.035 | 108.985 | ||
| 4822 | 2018.05.04 10:22 | s/l | 1588 | 0.10 | 109.035 | 109.035 | 108.985 | 4.59 | 14717.86 |
| 4823 | 2018.05.10 04:40 | buy | 1589 | 0.10 | 109.657 | 104.657 | 109.757 | ||
| 4824 | 2018.05.10 05:29 | modify | 1589 | 0.10 | 109.657 | 109.707 | 109.757 | ||
| 4825 | 2018.05.10 05:30 | s/l | 1589 | 0.10 | 109.707 | 109.707 | 109.757 | 4.56 | 14722.42 |
| 4826 | 2018.05.16 01:55 | buy | 1590 | 0.10 | 110.260 | 105.260 | 110.360 | ||
| 4827 | 2018.05.16 03:01 | modify | 1590 | 0.10 | 110.260 | 110.310 | 110.360 | ||
| 4828 | 2018.05.16 03:01 | s/l | 1590 | 0.10 | 110.310 | 110.310 | 110.360 | 4.53 | 14726.95 |
| 4829 | 2018.05.16 10:30 | buy | 1591 | 0.10 | 110.116 | 105.116 | 110.216 | ||
| 4830 | 2018.05.16 10:49 | modify | 1591 | 0.10 | 110.116 | 110.166 | 110.216 | ||
| 4831 | 2018.05.16 10:50 | s/l | 1591 | 0.10 | 110.166 | 110.166 | 110.216 | 4.54 | 14731.49 |
| 4832 | 2018.05.18 08:30 | buy | 1592 | 0.10 | 110.843 | 105.843 | 110.943 | ||
| 4833 | 2018.05.18 09:41 | modify | 1592 | 0.10 | 110.843 | 110.893 | 110.943 | ||
| 4834 | 2018.05.18 09:41 | s/l | 1592 | 0.10 | 110.893 | 110.893 | 110.943 | 4.51 | 14736.00 |
| 4835 | 2018.05.21 16:30 | buy | 1593 | 0.10 | 111.182 | 106.182 | 111.282 | ||
| 4836 | 2018.05.21 17:19 | modify | 1593 | 0.10 | 111.182 | 111.232 | 111.282 | ||
| 4837 | 2018.05.21 17:19 | s/l | 1593 | 0.10 | 111.232 | 111.232 | 111.282 | 4.50 | 14740.50 |
| 4838 | 2018.05.23 15:25 | sell | 1594 | 0.10 | 109.920 | 114.920 | 109.820 | ||
| 4839 | 2018.05.23 15:53 | modify | 1594 | 0.10 | 109.920 | 109.870 | 109.820 | ||
| 4840 | 2018.05.23 15:53 | s/l | 1594 | 0.10 | 109.870 | 109.870 | 109.820 | 4.55 | 14745.05 |
| 4841 | 2018.05.23 16:20 | sell | 1595 | 0.10 | 110.048 | 115.048 | 109.948 | ||
| 4842 | 2018.05.23 17:38 | modify | 1595 | 0.10 | 110.048 | 109.998 | 109.948 | ||
| 4843 | 2018.05.23 17:38 | s/l | 1595 | 0.10 | 109.998 | 109.998 | 109.948 | 4.54 | 14749.59 |
| 4844 | 2018.05.25 03:15 | sell | 1596 | 0.10 | 109.437 | 114.437 | 109.337 | ||
| 4845 | 2018.05.25 04:23 | sell | 1597 | 0.20 | 109.638 | 114.638 | 109.538 | ||
| 4846 | 2018.05.25 04:23 | modify | 1597 | 0.20 | 109.638 | 114.638 | 109.571 | ||
| 4847 | 2018.05.25 04:23 | modify | 1596 | 0.10 | 109.437 | 114.437 | 109.571 | ||
| 4848 | 2018.05.25 05:18 | t/p | 1596 | 0.10 | 109.571 | 114.437 | 109.571 | -12.23 | 14737.36 |
| 4849 | 2018.05.25 05:18 | t/p | 1597 | 0.20 | 109.571 | 114.638 | 109.571 | 12.23 | 14749.59 |
| 4850 | 2018.06.08 15:25 | sell | 1598 | 0.10 | 109.485 | 114.485 | 109.385 | ||
| 4851 | 2018.06.08 15:31 | modify | 1598 | 0.10 | 109.485 | 109.435 | 109.385 | ||
| 4852 | 2018.06.08 15:31 | s/l | 1598 | 0.10 | 109.435 | 109.435 | 109.385 | 4.57 | 14754.16 |
| 4853 | 2018.06.11 15:05 | buy | 1599 | 0.10 | 109.919 | 104.919 | 110.019 | ||
| 4854 | 2018.06.11 17:16 | modify | 1599 | 0.10 | 109.919 | 109.969 | 110.019 | ||
| 4855 | 2018.06.11 17:16 | s/l | 1599 | 0.10 | 109.969 | 109.969 | 110.019 | 4.55 | 14758.71 |
| 4856 | 2018.06.12 00:25 | buy | 1600 | 0.10 | 109.990 | 104.990 | 110.090 | ||
| 4857 | 2018.06.12 00:46 | modify | 1600 | 0.10 | 109.990 | 110.040 | 110.090 | ||
| 4858 | 2018.06.12 00:47 | s/l | 1600 | 0.10 | 110.040 | 110.040 | 110.090 | 4.54 | 14763.25 |
| 4859 | 2018.06.12 05:20 | buy | 1601 | 0.10 | 110.194 | 105.194 | 110.294 | ||
| 4860 | 2018.06.12 05:23 | modify | 1601 | 0.10 | 110.194 | 110.244 | 110.294 | ||
| 4861 | 2018.06.12 05:23 | s/l | 1601 | 0.10 | 110.244 | 110.244 | 110.294 | 4.54 | 14767.79 |
| 4862 | 2018.06.15 01:55 | buy | 1602 | 0.10 | 110.516 | 105.516 | 110.616 | ||
| 4863 | 2018.06.15 02:00 | modify | 1602 | 0.10 | 110.516 | 110.566 | 110.616 | ||
| 4864 | 2018.06.15 02:00 | s/l | 1602 | 0.10 | 110.566 | 110.566 | 110.616 | 4.52 | 14772.31 |
| 4865 | 2018.06.15 10:40 | buy | 1603 | 0.10 | 110.559 | 105.559 | 110.659 | ||
| 4866 | 2018.06.15 13:44 | modify | 1603 | 0.10 | 110.559 | 110.609 | 110.659 | ||
| 4867 | 2018.06.15 13:45 | s/l | 1603 | 0.10 | 110.609 | 110.609 | 110.659 | 4.52 | 14776.83 |
| 4868 | 2018.06.19 18:30 | sell | 1604 | 0.10 | 110.011 | 115.011 | 109.911 | ||
| 4869 | 2018.06.19 19:35 | modify | 1604 | 0.10 | 110.011 | 109.961 | 109.911 | ||
| 4870 | 2018.06.19 19:35 | s/l | 1604 | 0.10 | 109.961 | 109.961 | 109.911 | 4.55 | 14781.38 |
| 4871 | 2018.06.20 02:30 | sell | 1605 | 0.10 | 110.115 | 115.115 | 110.015 | ||
| 4872 | 2018.06.20 03:07 | modify | 1605 | 0.10 | 110.115 | 110.065 | 110.015 | ||
| 4873 | 2018.06.20 03:07 | s/l | 1605 | 0.10 | 110.065 | 110.065 | 110.015 | 4.54 | 14785.92 |
| 4874 | 2018.06.20 05:05 | sell | 1606 | 0.10 | 110.171 | 115.171 | 110.071 | ||
| 4875 | 2018.06.20 05:15 | modify | 1606 | 0.10 | 110.171 | 110.121 | 110.071 | ||
| 4876 | 2018.06.20 05:15 | s/l | 1606 | 0.10 | 110.121 | 110.121 | 110.071 | 4.54 | 14790.46 |
| 4877 | 2018.06.22 10:15 | sell | 1607 | 0.10 | 110.147 | 115.147 | 110.047 | ||
| 4878 | 2018.06.22 13:01 | modify | 1607 | 0.10 | 110.147 | 110.097 | 110.047 | ||
| 4879 | 2018.06.22 13:01 | s/l | 1607 | 0.10 | 110.097 | 110.097 | 110.047 | 4.54 | 14795.00 |
| 4880 | 2018.06.25 22:40 | sell | 1608 | 0.10 | 109.870 | 114.870 | 109.770 | ||
| 4881 | 2018.06.25 22:43 | modify | 1608 | 0.10 | 109.870 | 109.820 | 109.770 | ||
| 4882 | 2018.06.25 22:43 | s/l | 1608 | 0.10 | 109.820 | 109.820 | 109.770 | 4.55 | 14799.55 |
| 4883 | 2018.06.25 22:45 | sell | 1609 | 0.10 | 109.821 | 114.821 | 109.721 | ||
| 4884 | 2018.06.25 22:48 | modify | 1609 | 0.10 | 109.821 | 109.771 | 109.721 | ||
| 4885 | 2018.06.25 22:48 | s/l | 1609 | 0.10 | 109.771 | 109.771 | 109.721 | 4.55 | 14804.10 |
| 4886 | 2018.06.25 22:50 | sell | 1610 | 0.10 | 109.783 | 114.783 | 109.683 | ||
| 4887 | 2018.06.25 23:40 | modify | 1610 | 0.10 | 109.783 | 109.733 | 109.683 | ||
| 4888 | 2018.06.25 23:42 | s/l | 1610 | 0.10 | 109.733 | 109.733 | 109.683 | 4.56 | 14808.66 |
| 4889 | 2018.06.27 20:20 | buy | 1611 | 0.10 | 110.195 | 105.195 | 110.295 | ||
| 4890 | 2018.06.27 20:41 | modify | 1611 | 0.10 | 110.195 | 110.245 | 110.295 | ||
| 4891 | 2018.06.27 20:41 | s/l | 1611 | 0.10 | 110.245 | 110.245 | 110.295 | 4.54 | 14813.20 |
| 4892 | 2018.07.04 11:05 | sell | 1612 | 0.10 | 110.478 | 115.478 | 110.378 | ||
| 4893 | 2018.07.04 20:10 | modify | 1612 | 0.10 | 110.478 | 110.428 | 110.378 | ||
| 4894 | 2018.07.04 20:10 | s/l | 1612 | 0.10 | 110.428 | 110.428 | 110.378 | 4.53 | 14817.73 |
| 4895 | 2018.07.10 09:50 | buy | 1613 | 0.10 | 111.039 | 106.039 | 111.139 | ||
| 4896 | 2018.07.10 10:02 | modify | 1613 | 0.10 | 111.039 | 111.089 | 111.139 | ||
| 4897 | 2018.07.10 10:02 | s/l | 1613 | 0.10 | 111.089 | 111.089 | 111.139 | 4.50 | 14822.23 |
| 4898 | 2018.07.10 15:45 | buy | 1614 | 0.10 | 111.183 | 106.183 | 111.283 | ||
| 4899 | 2018.07.10 16:38 | modify | 1614 | 0.10 | 111.183 | 111.233 | 111.283 | ||
| 4900 | 2018.07.10 16:38 | s/l | 1614 | 0.10 | 111.233 | 111.233 | 111.283 | 4.50 | 14826.73 |
| 4901 | 2018.07.18 12:10 | buy | 1615 | 0.10 | 112.957 | 107.957 | 113.057 | ||
| 4902 | 2018.07.18 12:43 | modify | 1615 | 0.10 | 112.957 | 113.007 | 113.057 | ||
| 4903 | 2018.07.18 12:43 | s/l | 1615 | 0.10 | 113.007 | 113.007 | 113.057 | 4.42 | 14831.15 |
| 4904 | 2018.07.23 15:40 | sell | 1616 | 0.10 | 111.199 | 116.199 | 111.099 | ||
| 4905 | 2018.07.23 17:54 | sell | 1617 | 0.20 | 111.400 | 116.400 | 111.300 | ||
| 4906 | 2018.07.23 17:54 | modify | 1617 | 0.20 | 111.400 | 116.400 | 111.333 | ||
| 4907 | 2018.07.23 17:54 | modify | 1616 | 0.10 | 111.199 | 116.199 | 111.333 | ||
| 4908 | 2018.07.23 18:05 | t/p | 1616 | 0.10 | 111.333 | 116.199 | 111.333 | -12.04 | 14819.11 |
| 4909 | 2018.07.23 18:05 | t/p | 1617 | 0.20 | 111.333 | 116.400 | 111.333 | 12.04 | 14831.15 |
| 4910 | 2018.07.24 02:05 | sell | 1618 | 0.10 | 111.405 | 116.405 | 111.305 | ||
| 4911 | 2018.07.24 03:09 | modify | 1618 | 0.10 | 111.405 | 111.355 | 111.305 | ||
| 4912 | 2018.07.24 03:14 | s/l | 1618 | 0.10 | 111.355 | 111.355 | 111.305 | 4.49 | 14835.64 |
| 4913 | 2018.08.01 01:55 | buy | 1619 | 0.10 | 111.713 | 106.713 | 111.813 | ||
| 4914 | 2018.08.01 02:00 | modify | 1619 | 0.10 | 111.713 | 111.763 | 111.813 | ||
| 4915 | 2018.08.01 02:00 | s/l | 1619 | 0.10 | 111.763 | 111.763 | 111.813 | 4.47 | 14840.11 |
| 4916 | 2018.08.06 05:10 | sell | 1620 | 0.10 | 111.326 | 116.326 | 111.226 | ||
| 4917 | 2018.08.06 09:21 | modify | 1620 | 0.10 | 111.326 | 111.276 | 111.226 | ||
| 4918 | 2018.08.06 09:21 | s/l | 1620 | 0.10 | 111.276 | 111.276 | 111.226 | 4.49 | 14844.60 |
| 4919 | 2018.08.13 14:55 | sell | 1621 | 0.10 | 110.480 | 115.480 | 110.380 | ||
| 4920 | 2018.08.13 14:55 | sell | 1622 | 0.20 | 110.683 | 115.683 | 110.583 | ||
| 4921 | 2018.08.13 14:55 | modify | 1622 | 0.20 | 110.683 | 115.683 | 110.615 | ||
| 4922 | 2018.08.13 14:55 | modify | 1621 | 0.10 | 110.480 | 115.480 | 110.615 | ||
| 4923 | 2018.08.13 14:55 | t/p | 1621 | 0.10 | 110.615 | 115.480 | 110.615 | -12.20 | 14832.40 |
| 4924 | 2018.08.13 14:55 | t/p | 1622 | 0.20 | 110.615 | 115.683 | 110.615 | 12.30 | 14844.70 |
| 4925 | 2018.08.13 15:00 | sell | 1623 | 0.10 | 110.557 | 115.557 | 110.457 | ||
| 4926 | 2018.08.13 15:08 | modify | 1623 | 0.10 | 110.557 | 110.507 | 110.457 | ||
| 4927 | 2018.08.13 15:08 | s/l | 1623 | 0.10 | 110.507 | 110.507 | 110.457 | 4.52 | 14849.22 |
| 4928 | 2018.08.13 15:15 | sell | 1624 | 0.10 | 110.582 | 115.582 | 110.482 | ||
| 4929 | 2018.08.13 16:11 | sell | 1625 | 0.20 | 110.783 | 115.783 | 110.683 | ||
| 4930 | 2018.08.13 16:11 | modify | 1625 | 0.20 | 110.783 | 115.783 | 110.716 | ||
| 4931 | 2018.08.13 16:11 | modify | 1624 | 0.10 | 110.582 | 115.582 | 110.716 | ||
| 4932 | 2018.08.13 18:11 | t/p | 1624 | 0.10 | 110.716 | 115.582 | 110.716 | -12.10 | 14837.12 |
| 4933 | 2018.08.13 18:11 | t/p | 1625 | 0.20 | 110.716 | 115.783 | 110.716 | 12.10 | 14849.22 |
| 4934 | 2018.08.15 06:20 | buy | 1626 | 0.10 | 111.218 | 106.218 | 111.318 | ||
| 4935 | 2018.08.15 06:42 | modify | 1626 | 0.10 | 111.218 | 111.268 | 111.318 | ||
| 4936 | 2018.08.15 06:42 | s/l | 1626 | 0.10 | 111.268 | 111.268 | 111.318 | 4.49 | 14853.71 |
| 4937 | 2018.08.16 04:35 | sell | 1627 | 0.10 | 110.810 | 115.810 | 110.710 | ||
| 4938 | 2018.08.16 04:42 | modify | 1627 | 0.10 | 110.810 | 110.760 | 110.710 | ||
| 4939 | 2018.08.16 04:42 | s/l | 1627 | 0.10 | 110.760 | 110.760 | 110.710 | 4.51 | 14858.22 |
| 4940 | 2018.08.16 04:45 | sell | 1628 | 0.10 | 110.826 | 115.826 | 110.726 | ||
| 4941 | 2018.08.16 04:53 | modify | 1628 | 0.10 | 110.826 | 110.776 | 110.726 | ||
| 4942 | 2018.08.16 04:53 | s/l | 1628 | 0.10 | 110.776 | 110.776 | 110.726 | 4.51 | 14862.73 |
| 4943 | 2018.08.21 05:35 | sell | 1629 | 0.10 | 110.024 | 115.024 | 109.924 | ||
| 4944 | 2018.08.21 12:18 | sell | 1630 | 0.20 | 110.225 | 115.225 | 110.125 | ||
| 4945 | 2018.08.21 12:18 | modify | 1630 | 0.20 | 110.225 | 115.225 | 110.158 | ||
| 4946 | 2018.08.21 12:18 | modify | 1629 | 0.10 | 110.024 | 115.024 | 110.158 | ||
| 4947 | 2018.08.21 23:52 | t/p | 1629 | 0.10 | 110.158 | 115.024 | 110.158 | -12.16 | 14850.57 |
| 4948 | 2018.08.21 23:52 | t/p | 1630 | 0.20 | 110.158 | 115.225 | 110.158 | 12.16 | 14862.73 |
| 4949 | 2018.08.24 14:45 | buy | 1631 | 0.10 | 111.311 | 106.311 | 111.411 | ||
| 4950 | 2018.08.24 16:07 | modify | 1631 | 0.10 | 111.311 | 111.361 | 111.411 | ||