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 |
| 5101 | 2019.01.04 01:15 | sell | 1681 | 0.10 | 107.911 | 112.911 | 107.811 | ||
| 5102 | 2019.01.04 01:18 | modify | 1681 | 0.10 | 107.911 | 107.861 | 107.811 | ||
| 5103 | 2019.01.04 01:18 | s/l | 1681 | 0.10 | 107.861 | 107.861 | 107.811 | 4.64 | 15014.64 |
| 5104 | 2019.01.04 01:20 | sell | 1682 | 0.10 | 107.878 | 112.878 | 107.778 | ||
| 5105 | 2019.01.04 01:36 | modify | 1682 | 0.10 | 107.878 | 107.828 | 107.778 | ||
| 5106 | 2019.01.04 01:38 | s/l | 1682 | 0.10 | 107.828 | 107.828 | 107.778 | 4.64 | 15019.28 |
| 5107 | 2019.01.10 11:00 | sell | 1683 | 0.10 | 108.032 | 113.032 | 107.932 | ||
| 5108 | 2019.01.10 13:30 | modify | 1683 | 0.10 | 108.032 | 107.982 | 107.932 | ||
| 5109 | 2019.01.10 13:30 | s/l | 1683 | 0.10 | 107.982 | 107.982 | 107.932 | 4.63 | 15023.91 |
| 5110 | 2019.01.17 03:45 | buy | 1684 | 0.10 | 108.839 | 103.839 | 108.939 | ||
| 5111 | 2019.01.17 03:57 | modify | 1684 | 0.10 | 108.839 | 108.889 | 108.939 | ||
| 5112 | 2019.01.17 03:58 | s/l | 1684 | 0.10 | 108.889 | 108.889 | 108.939 | 4.59 | 15028.50 |
| 5113 | 2019.01.17 08:05 | buy | 1685 | 0.10 | 108.913 | 103.913 | 109.013 | ||
| 5114 | 2019.01.17 10:16 | buy | 1686 | 0.20 | 108.712 | 103.712 | 108.812 | ||
| 5115 | 2019.01.17 10:16 | modify | 1686 | 0.20 | 108.712 | 103.712 | 108.779 | ||
| 5116 | 2019.01.17 10:16 | modify | 1685 | 0.10 | 108.913 | 103.913 | 108.779 | ||
| 5117 | 2019.01.17 10:32 | t/p | 1685 | 0.10 | 108.779 | 103.913 | 108.779 | -12.32 | 15016.18 |
| 5118 | 2019.01.17 10:32 | t/p | 1686 | 0.20 | 108.779 | 103.712 | 108.779 | 12.32 | 15028.50 |
| 5119 | 2019.01.21 02:05 | buy | 1687 | 0.10 | 109.638 | 104.638 | 109.738 | ||
| 5120 | 2019.01.21 04:55 | modify | 1687 | 0.10 | 109.638 | 109.688 | 109.738 | ||
| 5121 | 2019.01.21 04:55 | s/l | 1687 | 0.10 | 109.688 | 109.688 | 109.738 | 4.56 | 15033.06 |
| 5122 | 2019.02.04 19:45 | buy | 1688 | 0.10 | 109.886 | 104.886 | 109.986 | ||
| 5123 | 2019.02.05 01:25 | modify | 1688 | 0.10 | 109.886 | 109.936 | 109.986 | ||
| 5124 | 2019.02.05 01:25 | s/l | 1688 | 0.10 | 109.936 | 109.936 | 109.986 | 4.55 | 15037.61 |
| 5125 | 2019.02.12 12:40 | buy | 1689 | 0.10 | 110.486 | 105.486 | 110.586 | ||
| 5126 | 2019.02.12 13:48 | modify | 1689 | 0.10 | 110.486 | 110.536 | 110.586 | ||
| 5127 | 2019.02.12 13:48 | s/l | 1689 | 0.10 | 110.536 | 110.536 | 110.586 | 4.52 | 15042.13 |
| 5128 | 2019.02.28 08:00 | buy | 1690 | 0.10 | 110.801 | 105.801 | 110.901 | ||
| 5129 | 2019.02.28 15:30 | modify | 1690 | 0.10 | 110.801 | 110.851 | 110.901 | ||
| 5130 | 2019.02.28 15:30 | s/l | 1690 | 0.10 | 110.851 | 110.851 | 110.901 | 4.51 | 15046.64 |
| 5131 | 2019.03.04 00:05 | buy | 1691 | 0.10 | 111.848 | 106.848 | 111.948 | ||
| 5132 | 2019.03.04 00:29 | modify | 1691 | 0.10 | 111.848 | 111.898 | 111.948 | ||
| 5133 | 2019.03.04 00:29 | s/l | 1691 | 0.10 | 111.898 | 111.898 | 111.948 | 4.47 | 15051.11 |
| 5134 | 2019.03.04 00:40 | buy | 1692 | 0.10 | 111.751 | 106.751 | 111.851 | ||
| 5135 | 2019.03.04 00:49 | modify | 1692 | 0.10 | 111.751 | 111.801 | 111.851 | ||
| 5136 | 2019.03.04 00:49 | s/l | 1692 | 0.10 | 111.801 | 111.801 | 111.851 | 4.47 | 15055.58 |
| 5137 | 2019.03.08 13:10 | sell | 1693 | 0.10 | 111.196 | 116.196 | 111.096 | ||
| 5138 | 2019.03.08 14:38 | modify | 1693 | 0.10 | 111.196 | 111.146 | 111.096 | ||
| 5139 | 2019.03.08 14:38 | s/l | 1693 | 0.10 | 111.146 | 111.146 | 111.096 | 4.50 | 15060.08 |
| 5140 | 2019.03.08 17:50 | sell | 1694 | 0.10 | 111.179 | 116.179 | 111.079 | ||
| 5141 | 2019.03.08 17:58 | modify | 1694 | 0.10 | 111.179 | 111.129 | 111.079 | ||
| 5142 | 2019.03.08 17:58 | s/l | 1694 | 0.10 | 111.129 | 111.129 | 111.079 | 4.50 | 15064.58 |
| 5143 | 2019.03.15 00:05 | buy | 1695 | 0.10 | 111.621 | 106.621 | 111.721 | ||
| 5144 | 2019.03.15 01:51 | modify | 1695 | 0.10 | 111.621 | 111.671 | 111.721 | ||
| 5145 | 2019.03.15 01:51 | s/l | 1695 | 0.10 | 111.671 | 111.671 | 111.721 | 4.48 | 15069.06 |
| 5146 | 2019.03.22 21:05 | sell | 1696 | 0.10 | 110.092 | 115.092 | 109.992 | ||
| 5147 | 2019.03.22 22:18 | modify | 1696 | 0.10 | 110.092 | 110.042 | 109.992 | ||
| 5148 | 2019.03.22 22:18 | s/l | 1696 | 0.10 | 110.042 | 110.042 | 109.992 | 4.54 | 15073.60 |
| 5149 | 2019.03.25 02:25 | sell | 1697 | 0.10 | 110.072 | 115.072 | 109.972 | ||
| 5150 | 2019.03.25 03:19 | modify | 1697 | 0.10 | 110.072 | 110.022 | 109.972 | ||
| 5151 | 2019.03.25 03:19 | s/l | 1697 | 0.10 | 110.022 | 110.022 | 109.972 | 4.54 | 15078.14 |
| 5152 | 2019.04.12 02:35 | buy | 1698 | 0.10 | 111.591 | 106.591 | 111.691 | ||
| 5153 | 2019.04.12 03:00 | modify | 1698 | 0.10 | 111.591 | 111.641 | 111.691 | ||
| 5154 | 2019.04.12 03:00 | s/l | 1698 | 0.10 | 111.641 | 111.641 | 111.691 | 4.48 | 15082.62 |
| 5155 | 2019.04.26 03:55 | sell | 1699 | 0.10 | 111.674 | 116.674 | 111.574 | ||
| 5156 | 2019.04.26 04:01 | modify | 1699 | 0.10 | 111.674 | 111.624 | 111.574 | ||
| 5157 | 2019.04.26 04:01 | s/l | 1699 | 0.10 | 111.624 | 111.624 | 111.574 | 4.48 | 15087.10 |
| 5158 | 2019.04.26 04:25 | sell | 1700 | 0.10 | 111.748 | 116.748 | 111.648 | ||
| 5159 | 2019.04.26 04:34 | modify | 1700 | 0.10 | 111.748 | 111.698 | 111.648 | ||
| 5160 | 2019.04.26 04:34 | s/l | 1700 | 0.10 | 111.698 | 111.698 | 111.648 | 4.48 | 15091.58 |
| 5161 | 2019.05.06 15:20 | sell | 1701 | 0.10 | 110.930 | 115.930 | 110.830 | ||
| 5162 | 2019.05.06 16:00 | modify | 1701 | 0.10 | 110.930 | 110.880 | 110.830 | ||
| 5163 | 2019.05.06 16:00 | s/l | 1701 | 0.10 | 110.880 | 110.880 | 110.830 | 4.51 | 15096.09 |
| 5164 | 2019.05.06 21:50 | sell | 1702 | 0.10 | 110.904 | 115.904 | 110.804 | ||
| 5165 | 2019.05.06 23:10 | modify | 1702 | 0.10 | 110.904 | 110.854 | 110.804 | ||
| 5166 | 2019.05.06 23:10 | s/l | 1702 | 0.10 | 110.854 | 110.854 | 110.804 | 4.51 | 15100.60 |
| 5167 | 2019.05.08 09:05 | sell | 1703 | 0.10 | 110.059 | 115.059 | 109.959 | ||
| 5168 | 2019.05.08 09:25 | modify | 1703 | 0.10 | 110.059 | 110.009 | 109.959 | ||
| 5169 | 2019.05.08 09:25 | s/l | 1703 | 0.10 | 110.009 | 110.009 | 109.959 | 4.55 | 15105.15 |
| 5170 | 2019.05.08 10:15 | sell | 1704 | 0.10 | 110.160 | 115.160 | 110.060 | ||
| 5171 | 2019.05.08 11:47 | modify | 1704 | 0.10 | 110.160 | 110.110 | 110.060 | ||
| 5172 | 2019.05.08 11:48 | t/p | 1704 | 0.10 | 110.060 | 110.110 | 110.060 | 9.09 | 15114.24 |
| 5173 | 2019.05.08 15:50 | sell | 1705 | 0.10 | 110.200 | 115.200 | 110.100 | ||
| 5174 | 2019.05.08 15:52 | modify | 1705 | 0.10 | 110.200 | 110.150 | 110.100 | ||
| 5175 | 2019.05.08 15:52 | s/l | 1705 | 0.10 | 110.150 | 110.150 | 110.100 | 4.54 | 15118.78 |
| 5176 | 2019.05.13 21:10 | sell | 1706 | 0.10 | 109.277 | 114.277 | 109.177 | ||
| 5177 | 2019.05.13 21:18 | modify | 1706 | 0.10 | 109.277 | 109.227 | 109.177 | ||
| 5178 | 2019.05.13 21:19 | s/l | 1706 | 0.10 | 109.227 | 109.227 | 109.177 | 4.58 | 15123.36 |
| 5179 | 2019.05.13 21:30 | sell | 1707 | 0.10 | 109.341 | 114.341 | 109.241 | ||
| 5180 | 2019.05.13 21:36 | modify | 1707 | 0.10 | 109.341 | 109.291 | 109.241 | ||
| 5181 | 2019.05.13 21:36 | s/l | 1707 | 0.10 | 109.291 | 109.291 | 109.241 | 4.57 | 15127.93 |
| 5182 | 2019.05.14 03:50 | sell | 1708 | 0.10 | 109.341 | 114.341 | 109.241 | ||
| 5183 | 2019.05.14 04:40 | sell | 1709 | 0.20 | 109.543 | 114.543 | 109.443 | ||
| 5184 | 2019.05.14 04:40 | modify | 1709 | 0.20 | 109.543 | 114.543 | 109.476 | ||
| 5185 | 2019.05.14 04:40 | modify | 1708 | 0.10 | 109.341 | 114.341 | 109.476 | ||
| 5186 | 2019.05.14 15:32 | t/p | 1708 | 0.10 | 109.476 | 114.341 | 109.476 | -12.33 | 15115.60 |
| 5187 | 2019.05.14 15:32 | t/p | 1709 | 0.20 | 109.476 | 114.543 | 109.476 | 12.24 | 15127.84 |
| 5188 | 2019.05.20 14:10 | buy | 1710 | 0.10 | 109.867 | 104.867 | 109.967 | ||
| 5189 | 2019.05.20 14:35 | modify | 1710 | 0.10 | 109.867 | 109.917 | 109.967 | ||
| 5190 | 2019.05.20 14:35 | s/l | 1710 | 0.10 | 109.917 | 109.917 | 109.967 | 4.55 | 15132.39 |
| 5191 | 2019.05.21 21:55 | buy | 1711 | 0.10 | 110.595 | 105.595 | 110.695 | ||
| 5192 | 2019.05.22 07:35 | buy | 1712 | 0.20 | 110.394 | 105.394 | 110.494 | ||
| 5193 | 2019.05.22 07:35 | modify | 1712 | 0.20 | 110.394 | 105.394 | 110.461 | ||
| 5194 | 2019.05.22 07:35 | modify | 1711 | 0.10 | 110.595 | 105.595 | 110.461 | ||
| 5195 | 2019.05.22 07:47 | t/p | 1711 | 0.10 | 110.461 | 105.595 | 110.461 | -12.13 | 15120.26 |
| 5196 | 2019.05.22 07:47 | t/p | 1712 | 0.20 | 110.461 | 105.394 | 110.461 | 12.13 | 15132.39 |
| 5197 | 2019.05.24 03:45 | sell | 1713 | 0.10 | 109.684 | 114.684 | 109.584 | ||
| 5198 | 2019.05.24 05:04 | modify | 1713 | 0.10 | 109.684 | 109.634 | 109.584 | ||
| 5199 | 2019.05.24 05:04 | s/l | 1713 | 0.10 | 109.634 | 109.634 | 109.584 | 4.56 | 15136.95 |
| 5200 | 2019.05.24 13:10 | sell | 1714 | 0.10 | 109.666 | 114.666 | 109.566 | ||
| 5201 | 2019.05.24 14:49 | modify | 1714 | 0.10 | 109.666 | 109.616 | 109.566 | ||
| 5202 | 2019.05.24 14:50 | s/l | 1714 | 0.10 | 109.616 | 109.616 | 109.566 | 4.56 | 15141.51 |
| 5203 | 2019.06.03 14:45 | sell | 1715 | 0.10 | 108.380 | 113.380 | 108.280 | ||
| 5204 | 2019.06.03 15:05 | modify | 1715 | 0.10 | 108.380 | 108.330 | 108.280 | ||
| 5205 | 2019.06.03 15:05 | s/l | 1715 | 0.10 | 108.330 | 108.330 | 108.280 | 4.62 | 15146.13 |
| 5206 | 2019.06.10 15:50 | buy | 1716 | 0.10 | 108.509 | 103.509 | 108.609 | ||
| 5207 | 2019.06.10 16:42 | modify | 1716 | 0.10 | 108.509 | 108.559 | 108.609 | ||
| 5208 | 2019.06.10 16:42 | s/l | 1716 | 0.10 | 108.559 | 108.559 | 108.609 | 4.61 | 15150.74 |
| 5209 | 2019.06.21 09:00 | sell | 1717 | 0.10 | 107.206 | 112.206 | 107.106 | ||
| 5210 | 2019.06.21 10:30 | sell | 1718 | 0.20 | 107.407 | 112.407 | 107.307 | ||
| 5211 | 2019.06.21 10:30 | modify | 1718 | 0.20 | 107.407 | 112.407 | 107.340 | ||
| 5212 | 2019.06.21 10:30 | modify | 1717 | 0.10 | 107.206 | 112.206 | 107.340 | ||
| 5213 | 2019.06.21 22:24 | t/p | 1717 | 0.10 | 107.340 | 112.206 | 107.340 | -12.48 | 15138.26 |
| 5214 | 2019.06.21 22:24 | t/p | 1718 | 0.20 | 107.340 | 112.407 | 107.340 | 12.48 | 15150.74 |
| 5215 | 2019.06.27 00:15 | buy | 1719 | 0.10 | 107.729 | 102.729 | 107.829 | ||
| 5216 | 2019.06.27 00:15 | modify | 1719 | 0.10 | 107.729 | 107.779 | 107.829 | ||
| 5217 | 2019.06.27 00:15 | s/l | 1719 | 0.10 | 107.779 | 107.779 | 107.829 | 4.64 | 15155.38 |
| 5218 | 2019.06.27 10:30 | buy | 1720 | 0.10 | 107.971 | 102.971 | 108.071 | ||
| 5219 | 2019.06.27 10:41 | modify | 1720 | 0.10 | 107.971 | 108.021 | 108.071 | ||
| 5220 | 2019.06.27 10:41 | s/l | 1720 | 0.10 | 108.021 | 108.021 | 108.071 | 4.63 | 15160.01 |
| 5221 | 2019.06.27 11:40 | buy | 1721 | 0.10 | 107.921 | 102.921 | 108.021 | ||
| 5222 | 2019.06.27 18:19 | buy | 1722 | 0.20 | 107.720 | 102.720 | 107.820 | ||
| 5223 | 2019.06.27 18:19 | modify | 1722 | 0.20 | 107.720 | 102.720 | 107.787 | ||
| 5224 | 2019.06.27 18:19 | modify | 1721 | 0.10 | 107.921 | 102.921 | 107.787 | ||
| 5225 | 2019.06.27 23:34 | t/p | 1721 | 0.10 | 107.787 | 102.921 | 107.787 | -12.43 | 15147.58 |
| 5226 | 2019.06.27 23:34 | t/p | 1722 | 0.20 | 107.787 | 102.720 | 107.787 | 12.43 | 15160.01 |
| 5227 | 2019.07.08 00:05 | buy | 1723 | 0.10 | 108.399 | 103.399 | 108.499 | ||
| 5228 | 2019.07.08 00:05 | modify | 1723 | 0.10 | 108.399 | 108.449 | 108.499 | ||
| 5229 | 2019.07.08 00:05 | s/l | 1723 | 0.10 | 108.449 | 108.449 | 108.499 | 4.61 | 15164.62 |
| 5230 | 2019.07.08 00:20 | buy | 1724 | 0.10 | 108.396 | 103.396 | 108.496 | ||
| 5231 | 2019.07.08 00:30 | modify | 1724 | 0.10 | 108.396 | 108.446 | 108.496 | ||
| 5232 | 2019.07.08 00:30 | s/l | 1724 | 0.10 | 108.446 | 108.446 | 108.496 | 4.61 | 15169.23 |
| 5233 | 2019.07.08 03:20 | buy | 1725 | 0.10 | 108.420 | 103.420 | 108.520 | ||
| 5234 | 2019.07.08 03:50 | modify | 1725 | 0.10 | 108.420 | 108.470 | 108.520 | ||
| 5235 | 2019.07.08 03:50 | s/l | 1725 | 0.10 | 108.470 | 108.470 | 108.520 | 4.61 | 15173.84 |
| 5236 | 2019.07.15 05:30 | sell | 1726 | 0.10 | 108.030 | 113.030 | 107.930 | ||
| 5237 | 2019.07.15 07:01 | modify | 1726 | 0.10 | 108.030 | 107.980 | 107.930 | ||
| 5238 | 2019.07.15 07:01 | s/l | 1726 | 0.10 | 107.980 | 107.980 | 107.930 | 4.63 | 15178.47 |
| 5239 | 2019.07.18 13:40 | sell | 1727 | 0.10 | 107.815 | 112.815 | 107.715 | ||
| 5240 | 2019.07.18 14:43 | modify | 1727 | 0.10 | 107.815 | 107.765 | 107.715 | ||
| 5241 | 2019.07.18 14:43 | s/l | 1727 | 0.10 | 107.765 | 107.765 | 107.715 | 4.64 | 15183.11 |
| 5242 | 2019.07.19 01:25 | sell | 1728 | 0.10 | 107.522 | 112.522 | 107.422 | ||
| 5243 | 2019.07.19 01:34 | modify | 1728 | 0.10 | 107.522 | 107.472 | 107.422 | ||
| 5244 | 2019.07.19 01:37 | s/l | 1728 | 0.10 | 107.472 | 107.472 | 107.422 | 4.65 | 15187.76 |
| 5245 | 2019.07.19 01:45 | sell | 1729 | 0.10 | 107.514 | 112.514 | 107.414 | ||
| 5246 | 2019.07.19 01:52 | modify | 1729 | 0.10 | 107.514 | 107.464 | 107.414 | ||
| 5247 | 2019.07.19 01:52 | s/l | 1729 | 0.10 | 107.464 | 107.464 | 107.414 | 4.65 | 15192.41 |
| 5248 | 2019.07.19 04:30 | sell | 1730 | 0.10 | 107.568 | 112.568 | 107.468 | ||
| 5249 | 2019.07.19 04:58 | modify | 1730 | 0.10 | 107.568 | 107.518 | 107.468 | ||
| 5250 | 2019.07.19 04:59 | s/l | 1730 | 0.10 | 107.518 | 107.518 | 107.468 | 4.65 | 15197.06 |