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 |
| 5401 | 2020.02.03 03:00 | modify | 1780 | 0.10 | 108.519 | 108.469 | 108.419 | ||
| 5402 | 2020.02.03 03:01 | s/l | 1780 | 0.10 | 108.469 | 108.469 | 108.419 | 4.61 | 15312.54 |
| 5403 | 2020.02.05 02:30 | buy | 1781 | 0.10 | 109.387 | 104.387 | 109.487 | ||
| 5404 | 2020.02.05 03:10 | modify | 1781 | 0.10 | 109.387 | 109.437 | 109.487 | ||
| 5405 | 2020.02.05 03:10 | s/l | 1781 | 0.10 | 109.437 | 109.437 | 109.487 | 4.57 | 15317.11 |
| 5406 | 2020.02.05 07:50 | buy | 1782 | 0.10 | 109.407 | 104.407 | 109.507 | ||
| 5407 | 2020.02.05 10:32 | modify | 1782 | 0.10 | 109.407 | 109.457 | 109.507 | ||
| 5408 | 2020.02.05 10:32 | s/l | 1782 | 0.10 | 109.457 | 109.457 | 109.507 | 4.57 | 15321.68 |
| 5409 | 2020.02.20 02:25 | buy | 1783 | 0.10 | 111.122 | 106.122 | 111.222 | ||
| 5410 | 2020.02.20 02:38 | modify | 1783 | 0.10 | 111.122 | 111.172 | 111.222 | ||
| 5411 | 2020.02.20 02:38 | s/l | 1783 | 0.10 | 111.172 | 111.172 | 111.222 | 4.50 | 15326.18 |
| 5412 | 2020.02.20 18:35 | buy | 1784 | 0.10 | 111.732 | 106.732 | 111.832 | ||
| 5413 | 2020.02.20 18:36 | modify | 1784 | 0.10 | 111.732 | 111.782 | 111.832 | ||
| 5414 | 2020.02.20 18:38 | t/p | 1784 | 0.10 | 111.832 | 111.782 | 111.832 | 8.94 | 15335.12 |
| 5415 | 2020.02.21 01:50 | buy | 1785 | 0.10 | 111.964 | 106.964 | 112.064 | ||
| 5416 | 2020.02.21 02:02 | modify | 1785 | 0.10 | 111.964 | 112.014 | 112.064 | ||
| 5417 | 2020.02.21 02:20 | t/p | 1785 | 0.10 | 112.064 | 112.014 | 112.064 | 8.92 | 15344.04 |
| 5418 | 2020.02.21 09:25 | buy | 1786 | 0.10 | 111.856 | 106.856 | 111.956 | ||
| 5419 | 2020.02.21 10:01 | buy | 1787 | 0.20 | 111.654 | 106.654 | 111.754 | ||
| 5420 | 2020.02.21 10:01 | modify | 1787 | 0.20 | 111.654 | 106.654 | 111.721 | ||
| 5421 | 2020.02.21 10:01 | modify | 1786 | 0.10 | 111.856 | 106.856 | 111.721 | ||
| 5422 | 2020.02.21 11:00 | t/p | 1786 | 0.10 | 111.721 | 106.856 | 111.721 | -12.08 | 15331.96 |
| 5423 | 2020.02.21 11:00 | t/p | 1787 | 0.20 | 111.721 | 106.654 | 111.721 | 11.99 | 15343.95 |
| 5424 | 2020.02.24 21:25 | sell | 1788 | 0.10 | 110.635 | 115.635 | 110.535 | ||
| 5425 | 2020.02.25 01:46 | sell | 1789 | 0.20 | 110.836 | 115.836 | 110.736 | ||
| 5426 | 2020.02.25 01:46 | modify | 1789 | 0.20 | 110.836 | 115.836 | 110.769 | ||
| 5427 | 2020.02.25 01:46 | modify | 1788 | 0.10 | 110.635 | 115.635 | 110.769 | ||
| 5428 | 2020.02.25 08:00 | t/p | 1788 | 0.10 | 110.769 | 115.635 | 110.769 | -12.10 | 15331.85 |
| 5429 | 2020.02.25 08:00 | t/p | 1789 | 0.20 | 110.769 | 115.836 | 110.769 | 12.10 | 15343.95 |
| 5430 | 2020.02.26 01:35 | sell | 1790 | 0.10 | 110.276 | 115.276 | 110.176 | ||
| 5431 | 2020.02.26 02:59 | modify | 1790 | 0.10 | 110.276 | 110.226 | 110.176 | ||
| 5432 | 2020.02.26 02:59 | s/l | 1790 | 0.10 | 110.226 | 110.226 | 110.176 | 4.54 | 15348.49 |
| 5433 | 2020.02.26 04:15 | sell | 1791 | 0.10 | 110.436 | 115.436 | 110.336 | ||
| 5434 | 2020.02.26 04:15 | modify | 1791 | 0.10 | 110.436 | 110.386 | 110.336 | ||
| 5435 | 2020.02.26 04:15 | s/l | 1791 | 0.10 | 110.386 | 110.386 | 110.336 | 4.53 | 15353.02 |
| 5436 | 2020.02.26 13:40 | sell | 1792 | 0.10 | 110.535 | 115.535 | 110.435 | ||
| 5437 | 2020.02.26 13:52 | modify | 1792 | 0.10 | 110.535 | 110.485 | 110.435 | ||
| 5438 | 2020.02.26 13:52 | s/l | 1792 | 0.10 | 110.485 | 110.485 | 110.435 | 4.53 | 15357.55 |
| 5439 | 2020.02.27 19:15 | sell | 1793 | 0.10 | 110.279 | 115.279 | 110.179 | ||
| 5440 | 2020.02.27 19:16 | modify | 1793 | 0.10 | 110.279 | 110.229 | 110.179 | ||
| 5441 | 2020.02.27 19:17 | s/l | 1793 | 0.10 | 110.229 | 110.229 | 110.179 | 4.54 | 15362.09 |
| 5442 | 2020.03.02 04:40 | sell | 1794 | 0.10 | 108.162 | 113.162 | 108.062 | ||
| 5443 | 2020.03.02 06:36 | modify | 1794 | 0.10 | 108.162 | 108.112 | 108.062 | ||
| 5444 | 2020.03.02 06:37 | s/l | 1794 | 0.10 | 108.112 | 108.112 | 108.062 | 4.62 | 15366.71 |
| 5445 | 2020.03.02 18:00 | sell | 1795 | 0.10 | 107.899 | 112.899 | 107.799 | ||
| 5446 | 2020.03.02 18:06 | modify | 1795 | 0.10 | 107.899 | 107.849 | 107.799 | ||
| 5447 | 2020.03.02 18:06 | s/l | 1795 | 0.10 | 107.849 | 107.849 | 107.799 | 4.64 | 15371.35 |
| 5448 | 2020.03.02 18:15 | sell | 1796 | 0.10 | 108.034 | 113.034 | 107.934 | ||
| 5449 | 2020.03.02 18:15 | modify | 1796 | 0.10 | 108.034 | 107.984 | 107.934 | ||
| 5450 | 2020.03.02 18:15 | s/l | 1796 | 0.10 | 107.984 | 107.984 | 107.934 | 4.63 | 15375.98 |
| 5451 | 2020.03.02 18:20 | sell | 1797 | 0.10 | 108.056 | 113.056 | 107.956 | ||
| 5452 | 2020.03.02 18:21 | modify | 1797 | 0.10 | 108.056 | 108.006 | 107.956 | ||
| 5453 | 2020.03.02 18:21 | s/l | 1797 | 0.10 | 108.006 | 108.006 | 107.956 | 4.63 | 15380.61 |
| 5454 | 2020.03.02 22:40 | sell | 1798 | 0.10 | 108.191 | 113.191 | 108.091 | ||
| 5455 | 2020.03.02 22:43 | modify | 1798 | 0.10 | 108.191 | 108.141 | 108.091 | ||
| 5456 | 2020.03.02 22:43 | s/l | 1798 | 0.10 | 108.141 | 108.141 | 108.091 | 4.62 | 15385.23 |
| 5457 | 2020.03.04 02:35 | sell | 1799 | 0.10 | 107.391 | 112.391 | 107.291 | ||
| 5458 | 2020.03.04 02:35 | modify | 1799 | 0.10 | 107.391 | 107.341 | 107.291 | ||
| 5459 | 2020.03.04 02:35 | s/l | 1799 | 0.10 | 107.341 | 107.341 | 107.291 | 4.66 | 15389.89 |
| 5460 | 2020.03.06 02:25 | sell | 1800 | 0.10 | 106.322 | 111.322 | 106.222 | ||
| 5461 | 2020.03.06 02:30 | modify | 1800 | 0.10 | 106.322 | 106.272 | 106.222 | ||
| 5462 | 2020.03.06 02:30 | s/l | 1800 | 0.10 | 106.272 | 106.272 | 106.222 | 4.70 | 15394.59 |
| 5463 | 2020.03.10 02:40 | sell | 1801 | 0.10 | 102.732 | 107.732 | 102.632 | ||
| 5464 | 2020.03.10 02:42 | sell | 1802 | 0.20 | 102.933 | 107.933 | 102.833 | ||
| 5465 | 2020.03.10 02:42 | modify | 1802 | 0.20 | 102.933 | 107.933 | 102.866 | ||
| 5466 | 2020.03.10 02:42 | modify | 1801 | 0.10 | 102.732 | 107.732 | 102.866 | ||
| 5467 | 2020.03.10 02:48 | t/p | 1801 | 0.10 | 102.866 | 107.732 | 102.866 | -13.03 | 15381.56 |
| 5468 | 2020.03.10 02:48 | t/p | 1802 | 0.20 | 102.866 | 107.933 | 102.866 | 13.03 | 15394.59 |
| 5469 | 2020.03.10 02:50 | sell | 1803 | 0.10 | 102.938 | 107.938 | 102.838 | ||
| 5470 | 2020.03.10 02:51 | modify | 1803 | 0.10 | 102.938 | 102.888 | 102.838 | ||
| 5471 | 2020.03.10 02:51 | s/l | 1803 | 0.10 | 102.888 | 102.888 | 102.838 | 4.86 | 15399.45 |
| 5472 | 2020.03.10 02:55 | sell | 1804 | 0.10 | 103.165 | 108.165 | 103.065 | ||
| 5473 | 2020.03.10 02:55 | modify | 1804 | 0.10 | 103.165 | 103.115 | 103.065 | ||
| 5474 | 2020.03.10 02:55 | s/l | 1804 | 0.10 | 103.115 | 103.115 | 103.065 | 4.85 | 15404.30 |
| 5475 | 2020.03.10 03:00 | sell | 1805 | 0.10 | 103.071 | 108.071 | 102.971 | ||
| 5476 | 2020.03.10 03:03 | modify | 1805 | 0.10 | 103.071 | 103.021 | 102.971 | ||
| 5477 | 2020.03.10 03:03 | s/l | 1805 | 0.10 | 103.021 | 103.021 | 102.971 | 4.85 | 15409.15 |
| 5478 | 2020.03.12 07:35 | sell | 1806 | 0.10 | 103.839 | 108.839 | 103.739 | ||
| 5479 | 2020.03.12 07:38 | sell | 1807 | 0.20 | 104.041 | 109.041 | 103.941 | ||
| 5480 | 2020.03.12 07:38 | modify | 1807 | 0.20 | 104.041 | 109.041 | 103.974 | ||
| 5481 | 2020.03.12 07:38 | modify | 1806 | 0.10 | 103.839 | 108.839 | 103.974 | ||
| 5482 | 2020.03.12 07:39 | t/p | 1806 | 0.10 | 103.974 | 108.839 | 103.974 | -12.98 | 15396.17 |
| 5483 | 2020.03.12 07:39 | t/p | 1807 | 0.20 | 103.974 | 109.041 | 103.974 | 12.89 | 15409.06 |
| 5484 | 2020.03.12 07:40 | sell | 1808 | 0.10 | 103.995 | 108.995 | 103.895 | ||
| 5485 | 2020.03.12 07:42 | sell | 1809 | 0.20 | 104.196 | 109.196 | 104.096 | ||
| 5486 | 2020.03.12 07:42 | modify | 1809 | 0.20 | 104.196 | 109.196 | 104.129 | ||
| 5487 | 2020.03.12 07:42 | modify | 1808 | 0.10 | 103.995 | 108.995 | 104.129 | ||
| 5488 | 2020.03.12 07:45 | t/p | 1808 | 0.10 | 104.129 | 108.995 | 104.129 | -12.87 | 15396.19 |
| 5489 | 2020.03.12 07:45 | t/p | 1809 | 0.20 | 104.129 | 109.196 | 104.129 | 12.87 | 15409.06 |
| 5490 | 2020.03.16 00:05 | buy | 1810 | 0.10 | 107.013 | 102.013 | 107.113 | ||
| 5491 | 2020.03.16 00:06 | buy | 1811 | 0.20 | 106.807 | 101.807 | 106.907 | ||
| 5492 | 2020.03.16 00:06 | modify | 1811 | 0.20 | 106.807 | 101.807 | 106.876 | ||
| 5493 | 2020.03.16 00:06 | modify | 1810 | 0.10 | 107.013 | 102.013 | 106.876 | ||
| 5494 | 2020.03.16 00:20 | t/p | 1810 | 0.10 | 106.876 | 102.013 | 106.876 | -12.81 | 15396.25 |
| 5495 | 2020.03.16 00:20 | t/p | 1811 | 0.20 | 106.876 | 101.807 | 106.876 | 12.91 | 15409.16 |
| 5496 | 2020.03.16 00:25 | buy | 1812 | 0.10 | 106.712 | 101.712 | 106.812 | ||
| 5497 | 2020.03.16 00:25 | modify | 1812 | 0.10 | 106.712 | 106.762 | 106.812 | ||
| 5498 | 2020.03.16 00:25 | s/l | 1812 | 0.10 | 106.762 | 106.762 | 106.812 | 4.68 | 15413.84 |
| 5499 | 2020.03.17 12:40 | buy | 1813 | 0.10 | 106.378 | 101.378 | 106.478 | ||
| 5500 | 2020.03.17 12:40 | modify | 1813 | 0.10 | 106.378 | 106.428 | 106.478 | ||
| 5501 | 2020.03.17 12:40 | s/l | 1813 | 0.10 | 106.428 | 106.428 | 106.478 | 4.70 | 15418.54 |
| 5502 | 2020.03.18 01:15 | buy | 1814 | 0.10 | 107.417 | 102.417 | 107.517 | ||
| 5503 | 2020.03.18 01:48 | buy | 1815 | 0.20 | 107.216 | 102.216 | 107.316 | ||
| 5504 | 2020.03.18 01:48 | modify | 1815 | 0.20 | 107.216 | 102.216 | 107.283 | ||
| 5505 | 2020.03.18 01:48 | modify | 1814 | 0.10 | 107.417 | 102.417 | 107.283 | ||
| 5506 | 2020.03.18 02:00 | t/p | 1814 | 0.10 | 107.283 | 102.417 | 107.283 | -12.49 | 15406.05 |
| 5507 | 2020.03.18 02:00 | t/p | 1815 | 0.20 | 107.283 | 102.216 | 107.283 | 12.49 | 15418.54 |
| 5508 | 2020.03.18 08:45 | buy | 1816 | 0.10 | 107.011 | 102.011 | 107.111 | ||
| 5509 | 2020.03.18 08:57 | modify | 1816 | 0.10 | 107.011 | 107.061 | 107.111 | ||
| 5510 | 2020.03.18 08:57 | s/l | 1816 | 0.10 | 107.061 | 107.061 | 107.111 | 4.67 | 15423.21 |
| 5511 | 2020.03.18 09:10 | buy | 1817 | 0.10 | 106.900 | 101.900 | 107.000 | ||
| 5512 | 2020.03.18 09:36 | modify | 1817 | 0.10 | 106.900 | 106.950 | 107.000 | ||
| 5513 | 2020.03.18 09:36 | s/l | 1817 | 0.10 | 106.950 | 106.950 | 107.000 | 4.68 | 15427.89 |
| 5514 | 2020.03.18 13:15 | buy | 1818 | 0.10 | 107.180 | 102.180 | 107.280 | ||
| 5515 | 2020.03.18 13:37 | modify | 1818 | 0.10 | 107.180 | 107.230 | 107.280 | ||
| 5516 | 2020.03.18 13:37 | s/l | 1818 | 0.10 | 107.230 | 107.230 | 107.280 | 4.66 | 15432.55 |
| 5517 | 2020.03.18 21:55 | buy | 1819 | 0.10 | 107.813 | 102.813 | 107.913 | ||
| 5518 | 2020.03.18 21:57 | modify | 1819 | 0.10 | 107.813 | 107.863 | 107.913 | ||
| 5519 | 2020.03.18 21:58 | t/p | 1819 | 0.10 | 107.913 | 107.863 | 107.913 | 9.27 | 15441.82 |
| 5520 | 2020.03.20 04:45 | buy | 1820 | 0.10 | 110.576 | 105.576 | 110.676 | ||
| 5521 | 2020.03.20 04:50 | buy | 1821 | 0.20 | 110.374 | 105.374 | 110.474 | ||
| 5522 | 2020.03.20 04:50 | modify | 1821 | 0.20 | 110.374 | 105.374 | 110.441 | ||
| 5523 | 2020.03.20 04:50 | modify | 1820 | 0.10 | 110.576 | 105.576 | 110.441 | ||
| 5524 | 2020.03.20 04:56 | t/p | 1820 | 0.10 | 110.441 | 105.576 | 110.441 | -12.22 | 15429.60 |
| 5525 | 2020.03.20 04:56 | t/p | 1821 | 0.20 | 110.441 | 105.374 | 110.441 | 12.13 | 15441.73 |
| 5526 | 2020.03.20 05:00 | buy | 1822 | 0.10 | 110.411 | 105.411 | 110.511 | ||
| 5527 | 2020.03.20 05:00 | modify | 1822 | 0.10 | 110.411 | 110.461 | 110.511 | ||
| 5528 | 2020.03.20 05:01 | s/l | 1822 | 0.10 | 110.461 | 110.461 | 110.511 | 4.53 | 15446.26 |
| 5529 | 2020.03.20 05:05 | buy | 1823 | 0.10 | 110.288 | 105.288 | 110.388 | ||
| 5530 | 2020.03.20 05:05 | modify | 1823 | 0.10 | 110.288 | 110.338 | 110.388 | ||
| 5531 | 2020.03.20 05:05 | s/l | 1823 | 0.10 | 110.338 | 110.338 | 110.388 | 4.53 | 15450.79 |
| 5532 | 2020.03.20 05:10 | buy | 1824 | 0.10 | 110.251 | 105.251 | 110.351 | ||
| 5533 | 2020.03.20 05:10 | modify | 1824 | 0.10 | 110.251 | 110.301 | 110.351 | ||
| 5534 | 2020.03.20 05:10 | s/l | 1824 | 0.10 | 110.301 | 110.301 | 110.351 | 4.53 | 15455.32 |
| 5535 | 2020.03.20 08:05 | buy | 1825 | 0.10 | 109.823 | 104.823 | 109.923 | ||
| 5536 | 2020.03.20 08:15 | modify | 1825 | 0.10 | 109.823 | 109.873 | 109.923 | ||
| 5537 | 2020.03.20 08:16 | s/l | 1825 | 0.10 | 109.873 | 109.873 | 109.923 | 4.55 | 15459.87 |
| 5538 | 2020.03.20 20:50 | buy | 1826 | 0.10 | 110.878 | 105.878 | 110.978 | ||
| 5539 | 2020.03.20 20:53 | modify | 1826 | 0.10 | 110.878 | 110.928 | 110.978 | ||
| 5540 | 2020.03.20 20:53 | t/p | 1826 | 0.10 | 110.978 | 110.928 | 110.978 | 9.01 | 15468.88 |
| 5541 | 2020.03.20 23:55 | buy | 1827 | 0.10 | 110.849 | 105.849 | 110.949 | ||
| 5542 | 2020.03.23 01:03 | buy | 1828 | 0.20 | 110.648 | 105.648 | 110.748 | ||
| 5543 | 2020.03.23 01:03 | modify | 1828 | 0.20 | 110.648 | 105.648 | 110.715 | ||
| 5544 | 2020.03.23 01:03 | modify | 1827 | 0.10 | 110.849 | 105.849 | 110.715 | ||
| 5545 | 2020.03.23 01:07 | t/p | 1827 | 0.10 | 110.715 | 105.849 | 110.715 | -12.10 | 15456.78 |
| 5546 | 2020.03.23 01:07 | t/p | 1828 | 0.20 | 110.715 | 105.648 | 110.715 | 12.10 | 15468.88 |
| 5547 | 2020.03.23 02:50 | buy | 1829 | 0.10 | 110.408 | 105.408 | 110.508 | ||
| 5548 | 2020.03.23 02:50 | modify | 1829 | 0.10 | 110.408 | 110.458 | 110.508 | ||
| 5549 | 2020.03.23 02:50 | s/l | 1829 | 0.10 | 110.458 | 110.458 | 110.508 | 4.53 | 15473.41 |
| 5550 | 2020.03.23 02:55 | buy | 1830 | 0.10 | 110.352 | 105.352 | 110.452 | ||