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 |
| 5251 | 2019.08.02 01:45 | sell | 1731 | 0.10 | 107.471 | 112.471 | 107.371 | ||
| 5252 | 2019.08.02 02:02 | modify | 1731 | 0.10 | 107.471 | 107.421 | 107.371 | ||
| 5253 | 2019.08.02 02:02 | s/l | 1731 | 0.10 | 107.421 | 107.421 | 107.371 | 4.65 | 15201.71 |
| 5254 | 2019.08.05 01:45 | sell | 1732 | 0.10 | 106.668 | 111.668 | 106.568 | ||
| 5255 | 2019.08.05 01:50 | modify | 1732 | 0.10 | 106.668 | 106.618 | 106.568 | ||
| 5256 | 2019.08.05 01:50 | s/l | 1732 | 0.10 | 106.618 | 106.618 | 106.568 | 4.69 | 15206.40 |
| 5257 | 2019.08.06 04:05 | sell | 1733 | 0.10 | 105.988 | 110.988 | 105.888 | ||
| 5258 | 2019.08.06 04:11 | modify | 1733 | 0.10 | 105.988 | 105.938 | 105.888 | ||
| 5259 | 2019.08.06 04:12 | s/l | 1733 | 0.10 | 105.938 | 105.938 | 105.888 | 4.72 | 15211.12 |
| 5260 | 2019.08.06 04:20 | sell | 1734 | 0.10 | 106.125 | 111.125 | 106.025 | ||
| 5261 | 2019.08.06 04:26 | sell | 1735 | 0.20 | 106.326 | 111.326 | 106.226 | ||
| 5262 | 2019.08.06 04:26 | modify | 1735 | 0.20 | 106.326 | 111.326 | 106.259 | ||
| 5263 | 2019.08.06 04:26 | modify | 1734 | 0.10 | 106.125 | 111.125 | 106.259 | ||
| 5264 | 2019.08.06 04:32 | t/p | 1734 | 0.10 | 106.259 | 111.125 | 106.259 | -12.61 | 15198.51 |
| 5265 | 2019.08.06 04:32 | t/p | 1735 | 0.20 | 106.259 | 111.326 | 106.259 | 12.61 | 15211.12 |
| 5266 | 2019.08.06 04:35 | sell | 1736 | 0.10 | 106.244 | 111.244 | 106.144 | ||
| 5267 | 2019.08.06 05:00 | modify | 1736 | 0.10 | 106.244 | 106.194 | 106.144 | ||
| 5268 | 2019.08.06 05:00 | s/l | 1736 | 0.10 | 106.194 | 106.194 | 106.144 | 4.70 | 15215.82 |
| 5269 | 2019.08.07 20:45 | sell | 1737 | 0.10 | 106.027 | 111.027 | 105.927 | ||
| 5270 | 2019.08.07 21:02 | modify | 1737 | 0.10 | 106.027 | 105.977 | 105.927 | ||
| 5271 | 2019.08.07 21:02 | s/l | 1737 | 0.10 | 105.977 | 105.977 | 105.927 | 4.71 | 15220.53 |
| 5272 | 2019.08.14 03:10 | buy | 1738 | 0.10 | 106.502 | 101.502 | 106.602 | ||
| 5273 | 2019.08.14 03:51 | buy | 1739 | 0.20 | 106.301 | 101.301 | 106.401 | ||
| 5274 | 2019.08.14 03:51 | modify | 1739 | 0.20 | 106.301 | 101.301 | 106.368 | ||
| 5275 | 2019.08.14 03:51 | modify | 1738 | 0.10 | 106.502 | 101.502 | 106.368 | ||
| 5276 | 2019.08.14 04:05 | t/p | 1738 | 0.10 | 106.368 | 101.502 | 106.368 | -12.60 | 15207.93 |
| 5277 | 2019.08.14 04:05 | t/p | 1739 | 0.20 | 106.368 | 101.301 | 106.368 | 12.60 | 15220.53 |
| 5278 | 2019.08.14 13:10 | buy | 1740 | 0.10 | 106.222 | 101.222 | 106.322 | ||
| 5279 | 2019.08.14 14:35 | buy | 1741 | 0.20 | 106.020 | 101.020 | 106.120 | ||
| 5280 | 2019.08.14 14:35 | modify | 1741 | 0.20 | 106.020 | 101.020 | 106.087 | ||
| 5281 | 2019.08.14 14:35 | modify | 1740 | 0.10 | 106.222 | 101.222 | 106.087 | ||
| 5282 | 2019.08.14 16:59 | t/p | 1740 | 0.10 | 106.087 | 101.222 | 106.087 | -12.73 | 15207.80 |
| 5283 | 2019.08.14 16:59 | t/p | 1741 | 0.20 | 106.087 | 101.020 | 106.087 | 12.63 | 15220.43 |
| 5284 | 2019.08.15 12:05 | buy | 1742 | 0.10 | 105.964 | 100.964 | 106.064 | ||
| 5285 | 2019.08.15 13:21 | buy | 1743 | 0.20 | 105.762 | 100.762 | 105.862 | ||
| 5286 | 2019.08.15 13:21 | modify | 1743 | 0.20 | 105.762 | 100.762 | 105.829 | ||
| 5287 | 2019.08.15 13:21 | modify | 1742 | 0.10 | 105.964 | 100.964 | 105.829 | ||
| 5288 | 2019.08.15 14:10 | t/p | 1742 | 0.10 | 105.829 | 100.964 | 105.829 | -12.76 | 15207.67 |
| 5289 | 2019.08.15 14:10 | t/p | 1743 | 0.20 | 105.829 | 100.762 | 105.829 | 12.66 | 15220.33 |
| 5290 | 2019.08.26 03:35 | sell | 1744 | 0.10 | 105.156 | 110.156 | 105.056 | ||
| 5291 | 2019.08.26 03:36 | modify | 1744 | 0.10 | 105.156 | 105.106 | 105.056 | ||
| 5292 | 2019.08.26 03:36 | s/l | 1744 | 0.10 | 105.106 | 105.106 | 105.056 | 4.76 | 15225.09 |
| 5293 | 2019.08.26 04:20 | sell | 1745 | 0.10 | 105.300 | 110.300 | 105.200 | ||
| 5294 | 2019.08.26 04:21 | modify | 1745 | 0.10 | 105.300 | 105.250 | 105.200 | ||
| 5295 | 2019.08.26 04:21 | s/l | 1745 | 0.10 | 105.250 | 105.250 | 105.200 | 4.75 | 15229.84 |
| 5296 | 2019.08.26 05:50 | sell | 1746 | 0.10 | 105.715 | 110.715 | 105.615 | ||
| 5297 | 2019.08.26 05:50 | modify | 1746 | 0.10 | 105.715 | 105.665 | 105.615 | ||
| 5298 | 2019.08.26 05:50 | t/p | 1746 | 0.10 | 105.615 | 105.665 | 105.615 | 9.47 | 15239.31 |
| 5299 | 2019.08.27 02:50 | buy | 1747 | 0.10 | 106.021 | 101.021 | 106.121 | ||
| 5300 | 2019.08.27 03:23 | buy | 1748 | 0.20 | 105.819 | 100.819 | 105.919 | ||
| 5301 | 2019.08.27 03:23 | modify | 1748 | 0.20 | 105.819 | 100.819 | 105.886 | ||
| 5302 | 2019.08.27 03:23 | modify | 1747 | 0.10 | 106.021 | 101.021 | 105.886 | ||
| 5303 | 2019.08.27 03:48 | t/p | 1747 | 0.10 | 105.886 | 101.021 | 105.886 | -12.75 | 15226.56 |
| 5304 | 2019.08.27 03:48 | t/p | 1748 | 0.20 | 105.886 | 100.819 | 105.886 | 12.66 | 15239.22 |
| 5305 | 2019.08.27 11:25 | sell | 1749 | 0.10 | 105.805 | 110.805 | 105.705 | ||
| 5306 | 2019.08.27 11:38 | modify | 1749 | 0.10 | 105.805 | 105.755 | 105.705 | ||
| 5307 | 2019.08.27 11:38 | s/l | 1749 | 0.10 | 105.755 | 105.755 | 105.705 | 4.73 | 15243.95 |
| 5308 | 2019.08.27 12:05 | sell | 1750 | 0.10 | 105.864 | 110.864 | 105.764 | ||
| 5309 | 2019.08.27 12:12 | modify | 1750 | 0.10 | 105.864 | 105.814 | 105.764 | ||
| 5310 | 2019.08.27 12:12 | s/l | 1750 | 0.10 | 105.814 | 105.814 | 105.764 | 4.73 | 15248.68 |
| 5311 | 2019.08.29 23:00 | buy | 1751 | 0.10 | 106.497 | 101.497 | 106.597 | ||
| 5312 | 2019.08.30 09:01 | buy | 1752 | 0.20 | 106.296 | 101.296 | 106.396 | ||
| 5313 | 2019.08.30 09:01 | modify | 1752 | 0.20 | 106.296 | 101.296 | 106.363 | ||
| 5314 | 2019.08.30 09:01 | modify | 1751 | 0.10 | 106.497 | 101.497 | 106.363 | ||
| 5315 | 2019.08.30 09:34 | t/p | 1751 | 0.10 | 106.363 | 101.497 | 106.363 | -12.60 | 15236.08 |
| 5316 | 2019.08.30 09:34 | t/p | 1752 | 0.20 | 106.363 | 101.296 | 106.363 | 12.60 | 15248.68 |
| 5317 | 2019.09.05 07:25 | buy | 1753 | 0.10 | 106.536 | 101.536 | 106.636 | ||
| 5318 | 2019.09.05 08:25 | modify | 1753 | 0.10 | 106.536 | 106.586 | 106.636 | ||
| 5319 | 2019.09.05 08:25 | s/l | 1753 | 0.10 | 106.586 | 106.586 | 106.636 | 4.69 | 15253.37 |
| 5320 | 2019.09.05 09:15 | buy | 1754 | 0.10 | 106.461 | 101.461 | 106.561 | ||
| 5321 | 2019.09.05 10:41 | modify | 1754 | 0.10 | 106.461 | 106.511 | 106.561 | ||
| 5322 | 2019.09.05 10:41 | s/l | 1754 | 0.10 | 106.511 | 106.511 | 106.561 | 4.69 | 15258.06 |
| 5323 | 2019.09.06 00:15 | buy | 1755 | 0.10 | 106.895 | 101.895 | 106.995 | ||
| 5324 | 2019.09.06 00:24 | modify | 1755 | 0.10 | 106.895 | 106.945 | 106.995 | ||
| 5325 | 2019.09.06 00:24 | s/l | 1755 | 0.10 | 106.945 | 106.945 | 106.995 | 4.67 | 15262.73 |
| 5326 | 2019.09.06 08:05 | buy | 1756 | 0.10 | 106.947 | 101.947 | 107.047 | ||
| 5327 | 2019.09.06 08:47 | modify | 1756 | 0.10 | 106.947 | 106.997 | 107.047 | ||
| 5328 | 2019.09.06 08:47 | s/l | 1756 | 0.10 | 106.997 | 106.997 | 107.047 | 4.67 | 15267.40 |
| 5329 | 2019.09.25 04:50 | sell | 1757 | 0.10 | 107.244 | 112.244 | 107.144 | ||
| 5330 | 2019.09.25 15:07 | sell | 1758 | 0.20 | 107.445 | 112.445 | 107.345 | ||
| 5331 | 2019.09.25 15:07 | modify | 1758 | 0.20 | 107.445 | 112.445 | 107.378 | ||
| 5332 | 2019.09.25 15:07 | modify | 1757 | 0.10 | 107.244 | 112.244 | 107.378 | ||
| 5333 | 2019.09.25 19:09 | sell | 1759 | 0.40 | 107.846 | 112.846 | 107.746 | ||
| 5334 | 2019.09.25 19:09 | modify | 1759 | 0.40 | 107.846 | 112.846 | 107.696 | ||
| 5335 | 2019.09.25 19:09 | modify | 1758 | 0.20 | 107.445 | 112.445 | 107.696 | ||
| 5336 | 2019.09.25 19:09 | modify | 1757 | 0.10 | 107.244 | 112.244 | 107.696 | ||
| 5337 | 2019.09.26 02:18 | t/p | 1757 | 0.10 | 107.696 | 112.244 | 107.696 | -41.97 | 15225.43 |
| 5338 | 2019.09.26 02:18 | t/p | 1758 | 0.20 | 107.696 | 112.445 | 107.696 | -46.61 | 15178.82 |
| 5339 | 2019.09.26 02:18 | t/p | 1759 | 0.40 | 107.696 | 112.846 | 107.696 | 55.71 | 15234.53 |
| 5340 | 2019.09.26 02:20 | buy | 1760 | 0.10 | 107.699 | 102.699 | 107.799 | ||
| 5341 | 2019.09.26 16:32 | buy | 1761 | 0.20 | 107.498 | 102.498 | 107.598 | ||
| 5342 | 2019.09.26 16:32 | modify | 1761 | 0.20 | 107.498 | 102.498 | 107.565 | ||
| 5343 | 2019.09.26 16:32 | modify | 1760 | 0.10 | 107.699 | 102.699 | 107.565 | ||
| 5344 | 2019.09.26 17:29 | t/p | 1760 | 0.10 | 107.565 | 102.699 | 107.565 | -12.46 | 15222.07 |
| 5345 | 2019.09.26 17:29 | t/p | 1761 | 0.20 | 107.565 | 102.498 | 107.565 | 12.46 | 15234.53 |
| 5346 | 2019.10.02 06:05 | sell | 1762 | 0.10 | 107.806 | 112.806 | 107.706 | ||
| 5347 | 2019.10.02 10:01 | modify | 1762 | 0.10 | 107.806 | 107.756 | 107.706 | ||
| 5348 | 2019.10.02 10:02 | s/l | 1762 | 0.10 | 107.756 | 107.756 | 107.706 | 4.64 | 15239.17 |
| 5349 | 2019.10.03 09:55 | sell | 1763 | 0.10 | 107.220 | 112.220 | 107.120 | ||
| 5350 | 2019.10.03 11:42 | modify | 1763 | 0.10 | 107.220 | 107.170 | 107.120 | ||
| 5351 | 2019.10.03 11:42 | s/l | 1763 | 0.10 | 107.170 | 107.170 | 107.120 | 4.67 | 15243.84 |
| 5352 | 2019.10.14 03:15 | buy | 1764 | 0.10 | 108.341 | 103.341 | 108.441 | ||
| 5353 | 2019.10.14 12:20 | buy | 1765 | 0.20 | 108.139 | 103.139 | 108.239 | ||
| 5354 | 2019.10.14 12:20 | modify | 1765 | 0.20 | 108.139 | 103.139 | 108.206 | ||
| 5355 | 2019.10.14 12:20 | modify | 1764 | 0.10 | 108.341 | 103.341 | 108.206 | ||
| 5356 | 2019.10.14 14:54 | t/p | 1764 | 0.10 | 108.206 | 103.341 | 108.206 | -12.48 | 15231.36 |
| 5357 | 2019.10.14 14:54 | t/p | 1765 | 0.20 | 108.206 | 103.139 | 108.206 | 12.38 | 15243.74 |
| 5358 | 2019.10.16 03:25 | buy | 1766 | 0.10 | 108.760 | 103.760 | 108.860 | ||
| 5359 | 2019.10.16 17:36 | modify | 1766 | 0.10 | 108.760 | 108.810 | 108.860 | ||
| 5360 | 2019.10.16 17:36 | s/l | 1766 | 0.10 | 108.810 | 108.810 | 108.860 | 4.60 | 15248.34 |
| 5361 | 2019.11.05 23:30 | buy | 1767 | 0.10 | 109.118 | 104.118 | 109.218 | ||
| 5362 | 2019.11.05 23:49 | modify | 1767 | 0.10 | 109.118 | 109.168 | 109.218 | ||
| 5363 | 2019.11.05 23:49 | s/l | 1767 | 0.10 | 109.168 | 109.168 | 109.218 | 4.58 | 15252.92 |
| 5364 | 2019.11.07 21:50 | buy | 1768 | 0.10 | 109.293 | 104.293 | 109.393 | ||
| 5365 | 2019.11.08 02:09 | modify | 1768 | 0.10 | 109.293 | 109.343 | 109.393 | ||
| 5366 | 2019.11.08 02:10 | s/l | 1768 | 0.10 | 109.343 | 109.343 | 109.393 | 4.57 | 15257.49 |
| 5367 | 2019.11.08 04:20 | buy | 1769 | 0.10 | 109.162 | 104.162 | 109.262 | ||
| 5368 | 2019.11.08 04:47 | modify | 1769 | 0.10 | 109.162 | 109.212 | 109.262 | ||
| 5369 | 2019.11.08 04:47 | s/l | 1769 | 0.10 | 109.212 | 109.212 | 109.262 | 4.58 | 15262.07 |
| 5370 | 2019.12.03 00:40 | sell | 1770 | 0.10 | 109.009 | 114.009 | 108.909 | ||
| 5371 | 2019.12.03 02:02 | modify | 1770 | 0.10 | 109.009 | 108.959 | 108.909 | ||
| 5372 | 2019.12.03 02:02 | s/l | 1770 | 0.10 | 108.959 | 108.959 | 108.909 | 4.59 | 15266.66 |
| 5373 | 2019.12.03 02:40 | sell | 1771 | 0.10 | 109.092 | 114.092 | 108.992 | ||
| 5374 | 2019.12.03 03:42 | modify | 1771 | 0.10 | 109.092 | 109.042 | 108.992 | ||
| 5375 | 2019.12.03 03:42 | s/l | 1771 | 0.10 | 109.042 | 109.042 | 108.992 | 4.59 | 15271.25 |
| 5376 | 2019.12.03 05:40 | sell | 1772 | 0.10 | 109.188 | 114.188 | 109.088 | ||
| 5377 | 2019.12.03 08:43 | modify | 1772 | 0.10 | 109.188 | 109.138 | 109.088 | ||
| 5378 | 2019.12.03 08:43 | s/l | 1772 | 0.10 | 109.138 | 109.138 | 109.088 | 4.58 | 15275.83 |
| 5379 | 2019.12.03 22:30 | sell | 1773 | 0.10 | 108.629 | 113.629 | 108.529 | ||
| 5380 | 2019.12.04 02:11 | modify | 1773 | 0.10 | 108.629 | 108.579 | 108.529 | ||
| 5381 | 2019.12.04 02:11 | s/l | 1773 | 0.10 | 108.579 | 108.579 | 108.529 | 4.60 | 15280.43 |
| 5382 | 2019.12.04 11:10 | sell | 1774 | 0.10 | 108.638 | 113.638 | 108.538 | ||
| 5383 | 2019.12.04 15:15 | modify | 1774 | 0.10 | 108.638 | 108.588 | 108.538 | ||
| 5384 | 2019.12.04 15:15 | s/l | 1774 | 0.10 | 108.588 | 108.588 | 108.538 | 4.60 | 15285.03 |
| 5385 | 2019.12.13 15:00 | buy | 1775 | 0.10 | 109.517 | 104.517 | 109.617 | ||
| 5386 | 2019.12.13 15:11 | modify | 1775 | 0.10 | 109.517 | 109.567 | 109.617 | ||
| 5387 | 2019.12.13 15:11 | s/l | 1775 | 0.10 | 109.567 | 109.567 | 109.617 | 4.56 | 15289.59 |
| 5388 | 2019.12.13 16:10 | buy | 1776 | 0.10 | 109.417 | 104.417 | 109.517 | ||
| 5389 | 2019.12.13 17:01 | modify | 1776 | 0.10 | 109.417 | 109.467 | 109.517 | ||
| 5390 | 2019.12.13 17:01 | s/l | 1776 | 0.10 | 109.467 | 109.467 | 109.517 | 4.57 | 15294.16 |
| 5391 | 2019.12.30 23:55 | sell | 1777 | 0.10 | 108.867 | 113.867 | 108.767 | ||
| 5392 | 2019.12.31 02:49 | modify | 1777 | 0.10 | 108.867 | 108.817 | 108.767 | ||
| 5393 | 2019.12.31 02:49 | s/l | 1777 | 0.10 | 108.817 | 108.817 | 108.767 | 4.59 | 15298.75 |
| 5394 | 2019.12.31 16:45 | sell | 1778 | 0.10 | 108.602 | 113.602 | 108.502 | ||
| 5395 | 2019.12.31 17:23 | modify | 1778 | 0.10 | 108.602 | 108.552 | 108.502 | ||
| 5396 | 2019.12.31 17:23 | s/l | 1778 | 0.10 | 108.552 | 108.552 | 108.502 | 4.60 | 15303.35 |
| 5397 | 2020.01.08 22:50 | buy | 1779 | 0.10 | 109.001 | 104.001 | 109.101 | ||
| 5398 | 2020.01.08 22:50 | modify | 1779 | 0.10 | 109.001 | 109.051 | 109.101 | ||
| 5399 | 2020.01.08 22:50 | s/l | 1779 | 0.10 | 109.051 | 109.051 | 109.101 | 4.58 | 15307.93 |
| 5400 | 2020.02.03 02:40 | sell | 1780 | 0.10 | 108.519 | 113.519 | 108.419 | ||