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 |
| 4951 | 2018.08.24 16:07 | s/l | 1631 | 0.10 | 111.361 | 111.361 | 111.411 | 4.49 | 14867.22 |
| 4952 | 2018.08.30 04:40 | buy | 1632 | 0.10 | 111.610 | 106.610 | 111.710 | ||
| 4953 | 2018.08.30 08:25 | modify | 1632 | 0.10 | 111.610 | 111.660 | 111.710 | ||
| 4954 | 2018.08.30 08:25 | s/l | 1632 | 0.10 | 111.660 | 111.660 | 111.710 | 4.48 | 14871.70 |
| 4955 | 2018.08.30 10:25 | buy | 1633 | 0.10 | 111.578 | 106.578 | 111.678 | ||
| 4956 | 2018.08.30 10:44 | modify | 1633 | 0.10 | 111.578 | 111.628 | 111.678 | ||
| 4957 | 2018.08.30 10:44 | s/l | 1633 | 0.10 | 111.628 | 111.628 | 111.678 | 4.48 | 14876.18 |
| 4958 | 2018.08.30 11:45 | buy | 1634 | 0.10 | 111.542 | 106.542 | 111.642 | ||
| 4959 | 2018.08.30 13:37 | modify | 1634 | 0.10 | 111.542 | 111.592 | 111.642 | ||
| 4960 | 2018.08.30 13:50 | s/l | 1634 | 0.10 | 111.592 | 111.592 | 111.642 | 4.48 | 14880.66 |
| 4961 | 2018.08.31 18:55 | sell | 1635 | 0.10 | 110.952 | 115.952 | 110.852 | ||
| 4962 | 2018.09.03 01:47 | sell | 1636 | 0.20 | 111.153 | 116.153 | 111.053 | ||
| 4963 | 2018.09.03 01:47 | modify | 1636 | 0.20 | 111.153 | 116.153 | 111.086 | ||
| 4964 | 2018.09.03 01:47 | modify | 1635 | 0.10 | 110.952 | 115.952 | 111.086 | ||
| 4965 | 2018.09.03 03:03 | t/p | 1635 | 0.10 | 111.086 | 115.952 | 111.086 | -12.06 | 14868.60 |
| 4966 | 2018.09.03 03:03 | t/p | 1636 | 0.20 | 111.086 | 116.153 | 111.086 | 12.06 | 14880.66 |
| 4967 | 2018.09.06 22:15 | sell | 1637 | 0.10 | 110.926 | 115.926 | 110.826 | ||
| 4968 | 2018.09.06 22:59 | modify | 1637 | 0.10 | 110.926 | 110.876 | 110.826 | ||
| 4969 | 2018.09.06 22:59 | s/l | 1637 | 0.10 | 110.876 | 110.876 | 110.826 | 4.51 | 14885.17 |
| 4970 | 2018.09.07 09:10 | sell | 1638 | 0.10 | 110.681 | 115.681 | 110.581 | ||
| 4971 | 2018.09.07 09:29 | modify | 1638 | 0.10 | 110.681 | 110.631 | 110.581 | ||
| 4972 | 2018.09.07 09:29 | s/l | 1638 | 0.10 | 110.631 | 110.631 | 110.581 | 4.52 | 14889.69 |
| 4973 | 2018.09.07 10:40 | sell | 1639 | 0.10 | 110.733 | 115.733 | 110.633 | ||
| 4974 | 2018.09.07 11:15 | modify | 1639 | 0.10 | 110.733 | 110.683 | 110.633 | ||
| 4975 | 2018.09.07 11:15 | s/l | 1639 | 0.10 | 110.683 | 110.683 | 110.633 | 4.52 | 14894.21 |
| 4976 | 2018.09.14 05:30 | buy | 1640 | 0.10 | 111.856 | 106.856 | 111.956 | ||
| 4977 | 2018.09.14 05:46 | modify | 1640 | 0.10 | 111.856 | 111.906 | 111.956 | ||
| 4978 | 2018.09.14 05:47 | s/l | 1640 | 0.10 | 111.906 | 111.906 | 111.956 | 4.47 | 14898.68 |
| 4979 | 2018.09.19 03:00 | buy | 1641 | 0.10 | 112.277 | 107.277 | 112.377 | ||
| 4980 | 2018.09.19 05:22 | modify | 1641 | 0.10 | 112.277 | 112.327 | 112.377 | ||
| 4981 | 2018.09.19 05:22 | s/l | 1641 | 0.10 | 112.327 | 112.327 | 112.377 | 4.45 | 14903.13 |
| 4982 | 2018.09.21 15:20 | buy | 1642 | 0.10 | 112.583 | 107.583 | 112.683 | ||
| 4983 | 2018.09.21 15:30 | modify | 1642 | 0.10 | 112.583 | 112.633 | 112.683 | ||
| 4984 | 2018.09.21 15:30 | s/l | 1642 | 0.10 | 112.633 | 112.633 | 112.683 | 4.44 | 14907.57 |
| 4985 | 2018.09.21 17:15 | buy | 1643 | 0.10 | 112.552 | 107.552 | 112.652 | ||
| 4986 | 2018.09.21 18:39 | modify | 1643 | 0.10 | 112.552 | 112.602 | 112.652 | ||
| 4987 | 2018.09.21 18:39 | s/l | 1643 | 0.10 | 112.602 | 112.602 | 112.652 | 4.44 | 14912.01 |
| 4988 | 2018.09.28 09:45 | buy | 1644 | 0.10 | 113.383 | 108.383 | 113.483 | ||
| 4989 | 2018.09.28 10:13 | modify | 1644 | 0.10 | 113.383 | 113.433 | 113.483 | ||
| 4990 | 2018.09.28 10:13 | s/l | 1644 | 0.10 | 113.433 | 113.433 | 113.483 | 4.41 | 14916.42 |
| 4991 | 2018.09.28 13:20 | buy | 1645 | 0.10 | 113.328 | 108.328 | 113.428 | ||
| 4992 | 2018.09.28 13:29 | modify | 1645 | 0.10 | 113.328 | 113.378 | 113.428 | ||
| 4993 | 2018.09.28 13:30 | s/l | 1645 | 0.10 | 113.378 | 113.378 | 113.428 | 4.41 | 14920.83 |
| 4994 | 2018.10.04 06:40 | buy | 1646 | 0.10 | 114.220 | 109.220 | 114.320 | ||
| 4995 | 2018.10.04 07:11 | modify | 1646 | 0.10 | 114.220 | 114.270 | 114.320 | ||
| 4996 | 2018.10.04 07:11 | s/l | 1646 | 0.10 | 114.270 | 114.270 | 114.320 | 4.38 | 14925.21 |
| 4997 | 2018.10.08 22:50 | sell | 1647 | 0.10 | 113.121 | 118.121 | 113.021 | ||
| 4998 | 2018.10.09 02:08 | modify | 1647 | 0.10 | 113.121 | 113.071 | 113.021 | ||
| 4999 | 2018.10.09 02:08 | s/l | 1647 | 0.10 | 113.071 | 113.071 | 113.021 | 4.42 | 14929.63 |
| 5000 | 2018.10.09 09:45 | sell | 1648 | 0.10 | 113.196 | 118.196 | 113.096 | ||
| 5001 | 2018.10.09 11:36 | modify | 1648 | 0.10 | 113.196 | 113.146 | 113.096 | ||
| 5002 | 2018.10.09 11:46 | s/l | 1648 | 0.10 | 113.146 | 113.146 | 113.096 | 4.42 | 14934.05 |
| 5003 | 2018.10.23 21:25 | sell | 1649 | 0.10 | 112.307 | 117.307 | 112.207 | ||
| 5004 | 2018.10.24 04:39 | sell | 1650 | 0.20 | 112.508 | 117.508 | 112.408 | ||
| 5005 | 2018.10.24 04:39 | modify | 1650 | 0.20 | 112.508 | 117.508 | 112.441 | ||
| 5006 | 2018.10.24 04:39 | modify | 1649 | 0.10 | 112.307 | 117.307 | 112.441 | ||
| 5007 | 2018.10.24 10:00 | t/p | 1649 | 0.10 | 112.441 | 117.307 | 112.441 | -11.92 | 14922.13 |
| 5008 | 2018.10.24 10:00 | t/p | 1650 | 0.20 | 112.441 | 117.508 | 112.441 | 11.92 | 14934.05 |
| 5009 | 2018.10.25 10:40 | sell | 1651 | 0.10 | 112.314 | 117.314 | 112.214 | ||
| 5010 | 2018.10.25 11:35 | modify | 1651 | 0.10 | 112.314 | 112.264 | 112.214 | ||
| 5011 | 2018.10.25 11:41 | s/l | 1651 | 0.10 | 112.264 | 112.264 | 112.214 | 4.45 | 14938.50 |
| 5012 | 2018.10.26 19:45 | sell | 1652 | 0.10 | 111.933 | 116.933 | 111.833 | ||
| 5013 | 2018.10.26 20:39 | modify | 1652 | 0.10 | 111.933 | 111.883 | 111.833 | ||
| 5014 | 2018.10.26 20:39 | s/l | 1652 | 0.10 | 111.883 | 111.883 | 111.833 | 4.47 | 14942.97 |
| 5015 | 2018.10.29 03:30 | sell | 1653 | 0.10 | 112.001 | 117.001 | 111.901 | ||
| 5016 | 2018.10.29 03:52 | modify | 1653 | 0.10 | 112.001 | 111.951 | 111.901 | ||
| 5017 | 2018.10.29 03:54 | s/l | 1653 | 0.10 | 111.951 | 111.951 | 111.901 | 4.47 | 14947.44 |
| 5018 | 2018.10.30 17:40 | buy | 1654 | 0.10 | 112.726 | 107.726 | 112.826 | ||
| 5019 | 2018.10.30 18:09 | modify | 1654 | 0.10 | 112.726 | 112.776 | 112.826 | ||
| 5020 | 2018.10.30 18:09 | s/l | 1654 | 0.10 | 112.776 | 112.776 | 112.826 | 4.43 | 14951.87 |
| 5021 | 2018.10.31 10:00 | buy | 1655 | 0.10 | 113.164 | 108.164 | 113.264 | ||
| 5022 | 2018.10.31 10:11 | modify | 1655 | 0.10 | 113.164 | 113.214 | 113.264 | ||
| 5023 | 2018.10.31 10:12 | s/l | 1655 | 0.10 | 113.214 | 113.214 | 113.264 | 4.42 | 14956.29 |
| 5024 | 2018.11.08 08:15 | buy | 1656 | 0.10 | 113.579 | 108.579 | 113.679 | ||
| 5025 | 2018.11.08 09:03 | modify | 1656 | 0.10 | 113.579 | 113.629 | 113.679 | ||
| 5026 | 2018.11.08 09:03 | s/l | 1656 | 0.10 | 113.629 | 113.629 | 113.679 | 4.40 | 14960.69 |
| 5027 | 2018.11.27 01:35 | buy | 1657 | 0.10 | 113.500 | 108.500 | 113.600 | ||
| 5028 | 2018.11.27 09:32 | modify | 1657 | 0.10 | 113.500 | 113.550 | 113.600 | ||
| 5029 | 2018.11.27 09:32 | s/l | 1657 | 0.10 | 113.550 | 113.550 | 113.600 | 4.40 | 14965.09 |
| 5030 | 2018.11.29 13:05 | sell | 1658 | 0.10 | 113.374 | 118.374 | 113.274 | ||
| 5031 | 2018.11.29 14:07 | modify | 1658 | 0.10 | 113.374 | 113.324 | 113.274 | ||
| 5032 | 2018.11.29 14:07 | s/l | 1658 | 0.10 | 113.324 | 113.324 | 113.274 | 4.41 | 14969.50 |
| 5033 | 2018.11.29 18:30 | sell | 1659 | 0.10 | 113.453 | 118.453 | 113.353 | ||
| 5034 | 2018.11.29 18:44 | modify | 1659 | 0.10 | 113.453 | 113.403 | 113.353 | ||
| 5035 | 2018.11.29 18:44 | s/l | 1659 | 0.10 | 113.403 | 113.403 | 113.353 | 4.41 | 14973.91 |
| 5036 | 2018.12.04 15:45 | sell | 1660 | 0.10 | 112.883 | 117.883 | 112.783 | ||
| 5037 | 2018.12.04 16:07 | modify | 1660 | 0.10 | 112.883 | 112.833 | 112.783 | ||
| 5038 | 2018.12.04 16:07 | s/l | 1660 | 0.10 | 112.833 | 112.833 | 112.783 | 4.43 | 14978.34 |
| 5039 | 2018.12.05 02:20 | sell | 1661 | 0.10 | 112.855 | 117.855 | 112.755 | ||
| 5040 | 2018.12.05 07:20 | sell | 1662 | 0.20 | 113.057 | 118.057 | 112.957 | ||
| 5041 | 2018.12.05 07:20 | modify | 1662 | 0.20 | 113.057 | 118.057 | 112.990 | ||
| 5042 | 2018.12.05 07:20 | modify | 1661 | 0.10 | 112.855 | 117.855 | 112.990 | ||
| 5043 | 2018.12.05 09:08 | t/p | 1661 | 0.10 | 112.990 | 117.855 | 112.990 | -11.95 | 14966.39 |
| 5044 | 2018.12.05 09:08 | t/p | 1662 | 0.20 | 112.990 | 118.057 | 112.990 | 11.86 | 14978.25 |
| 5045 | 2018.12.06 22:35 | sell | 1663 | 0.10 | 112.679 | 117.679 | 112.579 | ||
| 5046 | 2018.12.07 00:03 | modify | 1663 | 0.10 | 112.679 | 112.629 | 112.579 | ||
| 5047 | 2018.12.07 00:03 | s/l | 1663 | 0.10 | 112.629 | 112.629 | 112.579 | 4.44 | 14982.69 |
| 5048 | 2018.12.11 02:55 | buy | 1664 | 0.10 | 113.091 | 108.091 | 113.191 | ||
| 5049 | 2018.12.11 03:33 | modify | 1664 | 0.10 | 113.091 | 113.141 | 113.191 | ||
| 5050 | 2018.12.11 03:36 | s/l | 1664 | 0.10 | 113.141 | 113.141 | 113.191 | 4.42 | 14987.11 |
| 5051 | 2018.12.17 23:15 | sell | 1665 | 0.10 | 112.828 | 117.828 | 112.728 | ||
| 5052 | 2018.12.18 00:09 | modify | 1665 | 0.10 | 112.828 | 112.778 | 112.728 | ||
| 5053 | 2018.12.18 00:09 | s/l | 1665 | 0.10 | 112.778 | 112.778 | 112.728 | 4.43 | 14991.54 |
| 5054 | 2018.12.18 16:10 | sell | 1666 | 0.10 | 112.474 | 117.474 | 112.374 | ||
| 5055 | 2018.12.19 01:07 | modify | 1666 | 0.10 | 112.474 | 112.424 | 112.374 | ||
| 5056 | 2018.12.19 01:07 | s/l | 1666 | 0.10 | 112.424 | 112.424 | 112.374 | 4.45 | 14995.99 |
| 5057 | 2018.12.21 05:40 | sell | 1667 | 0.10 | 111.370 | 116.370 | 111.270 | ||
| 5058 | 2018.12.21 05:47 | modify | 1667 | 0.10 | 111.370 | 111.320 | 111.270 | ||
| 5059 | 2018.12.21 05:47 | s/l | 1667 | 0.10 | 111.320 | 111.320 | 111.270 | 4.49 | 15000.48 |
| 5060 | 2018.12.21 06:30 | sell | 1668 | 0.10 | 111.417 | 116.417 | 111.317 | ||
| 5061 | 2018.12.21 06:33 | modify | 1668 | 0.10 | 111.417 | 111.367 | 111.317 | ||
| 5062 | 2018.12.21 06:33 | s/l | 1668 | 0.10 | 111.367 | 111.367 | 111.317 | 4.49 | 15004.97 |
| 5063 | 2018.12.26 08:20 | sell | 1669 | 0.10 | 110.533 | 115.533 | 110.433 | ||
| 5064 | 2018.12.26 08:25 | modify | 1669 | 0.10 | 110.533 | 110.483 | 110.433 | ||
| 5065 | 2018.12.26 08:26 | s/l | 1669 | 0.10 | 110.483 | 110.483 | 110.433 | 4.53 | 15009.50 |
| 5066 | 2018.12.26 14:20 | sell | 1670 | 0.10 | 110.635 | 115.635 | 110.535 | ||
| 5067 | 2018.12.26 15:50 | modify | 1670 | 0.10 | 110.635 | 110.585 | 110.535 | ||
| 5068 | 2018.12.26 15:50 | s/l | 1670 | 0.10 | 110.585 | 110.585 | 110.535 | 4.52 | 15014.02 |
| 5069 | 2018.12.26 19:15 | sell | 1671 | 0.10 | 110.669 | 115.669 | 110.569 | ||
| 5070 | 2018.12.26 19:40 | sell | 1672 | 0.20 | 110.870 | 115.870 | 110.770 | ||
| 5071 | 2018.12.26 19:40 | modify | 1672 | 0.20 | 110.870 | 115.870 | 110.803 | ||
| 5072 | 2018.12.26 19:40 | modify | 1671 | 0.10 | 110.669 | 115.669 | 110.803 | ||
| 5073 | 2018.12.26 21:57 | sell | 1673 | 0.40 | 111.271 | 116.271 | 111.171 | ||
| 5074 | 2018.12.26 21:57 | modify | 1673 | 0.40 | 111.271 | 116.271 | 111.121 | ||
| 5075 | 2018.12.26 21:57 | modify | 1672 | 0.20 | 110.870 | 115.870 | 111.121 | ||
| 5076 | 2018.12.26 21:57 | modify | 1671 | 0.10 | 110.669 | 115.669 | 111.121 | ||
| 5077 | 2018.12.27 02:03 | t/p | 1671 | 0.10 | 111.121 | 115.669 | 111.121 | -40.68 | 14973.34 |
| 5078 | 2018.12.27 02:03 | t/p | 1672 | 0.20 | 111.121 | 115.870 | 111.121 | -45.18 | 14928.16 |
| 5079 | 2018.12.27 02:03 | t/p | 1673 | 0.40 | 111.121 | 116.271 | 111.121 | 54.00 | 14982.16 |
| 5080 | 2019.01.03 09:25 | sell | 1674 | 0.10 | 107.395 | 112.395 | 107.295 | ||
| 5081 | 2019.01.03 09:27 | modify | 1674 | 0.10 | 107.395 | 107.345 | 107.295 | ||
| 5082 | 2019.01.03 09:27 | s/l | 1674 | 0.10 | 107.345 | 107.345 | 107.295 | 4.66 | 14986.82 |
| 5083 | 2019.01.03 09:30 | sell | 1675 | 0.10 | 107.435 | 112.435 | 107.335 | ||
| 5084 | 2019.01.03 09:33 | modify | 1675 | 0.10 | 107.435 | 107.385 | 107.335 | ||
| 5085 | 2019.01.03 09:33 | s/l | 1675 | 0.10 | 107.385 | 107.385 | 107.335 | 4.65 | 14991.47 |
| 5086 | 2019.01.03 09:35 | sell | 1676 | 0.10 | 107.353 | 112.353 | 107.253 | ||
| 5087 | 2019.01.03 09:43 | sell | 1677 | 0.20 | 107.554 | 112.554 | 107.454 | ||
| 5088 | 2019.01.03 09:43 | modify | 1677 | 0.20 | 107.554 | 112.554 | 107.487 | ||
| 5089 | 2019.01.03 09:43 | modify | 1676 | 0.10 | 107.353 | 112.353 | 107.487 | ||
| 5090 | 2019.01.03 09:47 | t/p | 1676 | 0.10 | 107.487 | 112.353 | 107.487 | -12.47 | 14979.00 |
| 5091 | 2019.01.03 09:47 | t/p | 1677 | 0.20 | 107.487 | 112.554 | 107.487 | 12.47 | 14991.47 |
| 5092 | 2019.01.03 09:50 | sell | 1678 | 0.10 | 107.513 | 112.513 | 107.413 | ||
| 5093 | 2019.01.03 10:01 | modify | 1678 | 0.10 | 107.513 | 107.463 | 107.413 | ||
| 5094 | 2019.01.03 10:01 | s/l | 1678 | 0.10 | 107.463 | 107.463 | 107.413 | 4.65 | 14996.12 |
| 5095 | 2019.01.03 15:20 | sell | 1679 | 0.10 | 107.953 | 112.953 | 107.853 | ||
| 5096 | 2019.01.03 15:22 | modify | 1679 | 0.10 | 107.953 | 107.903 | 107.853 | ||
| 5097 | 2019.01.03 15:22 | s/l | 1679 | 0.10 | 107.903 | 107.903 | 107.853 | 4.63 | 15000.75 |
| 5098 | 2019.01.03 18:50 | sell | 1680 | 0.10 | 108.258 | 113.258 | 108.158 | ||
| 5099 | 2019.01.03 18:50 | modify | 1680 | 0.10 | 108.258 | 108.208 | 108.158 | ||
| 5100 | 2019.01.03 18:51 | t/p | 1680 | 0.10 | 108.158 | 108.208 | 108.158 | 9.25 | 15010.00 |