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 |
| 5551 | 2020.03.23 02:55 | modify | 1830 | 0.10 | 110.352 | 110.402 | 110.452 | ||
| 5552 | 2020.03.23 02:55 | s/l | 1830 | 0.10 | 110.402 | 110.402 | 110.452 | 4.53 | 15477.94 |
| 5553 | 2020.03.24 01:15 | buy | 1831 | 0.10 | 111.030 | 106.030 | 111.130 | ||
| 5554 | 2020.03.24 02:00 | modify | 1831 | 0.10 | 111.030 | 111.080 | 111.130 | ||
| 5555 | 2020.03.24 02:00 | s/l | 1831 | 0.10 | 111.080 | 111.080 | 111.130 | 4.50 | 15482.44 |
| 5556 | 2020.03.27 09:35 | sell | 1832 | 0.10 | 108.703 | 113.703 | 108.603 | ||
| 5557 | 2020.03.27 09:38 | modify | 1832 | 0.10 | 108.703 | 108.653 | 108.603 | ||
| 5558 | 2020.03.27 09:38 | s/l | 1832 | 0.10 | 108.653 | 108.653 | 108.603 | 4.60 | 15487.04 |
| 5559 | 2020.03.27 10:35 | sell | 1833 | 0.10 | 108.914 | 113.914 | 108.814 | ||
| 5560 | 2020.03.27 10:40 | modify | 1833 | 0.10 | 108.914 | 108.864 | 108.814 | ||
| 5561 | 2020.03.27 10:40 | s/l | 1833 | 0.10 | 108.864 | 108.864 | 108.814 | 4.59 | 15491.63 |
| 5562 | 2020.03.30 15:20 | sell | 1834 | 0.10 | 108.191 | 113.191 | 108.091 | ||
| 5563 | 2020.03.30 15:21 | modify | 1834 | 0.10 | 108.191 | 108.141 | 108.091 | ||
| 5564 | 2020.03.30 15:21 | s/l | 1834 | 0.10 | 108.141 | 108.141 | 108.091 | 4.62 | 15496.25 |
| 5565 | 2020.03.31 02:05 | sell | 1835 | 0.10 | 108.053 | 113.053 | 107.953 | ||
| 5566 | 2020.03.31 03:17 | modify | 1835 | 0.10 | 108.053 | 108.003 | 107.953 | ||
| 5567 | 2020.03.31 03:17 | s/l | 1835 | 0.10 | 108.003 | 108.003 | 107.953 | 4.63 | 15500.88 |
| 5568 | 2020.03.31 03:55 | sell | 1836 | 0.10 | 108.705 | 113.705 | 108.605 | ||
| 5569 | 2020.03.31 03:55 | modify | 1836 | 0.10 | 108.705 | 108.655 | 108.605 | ||
| 5570 | 2020.03.31 03:55 | t/p | 1836 | 0.10 | 108.605 | 108.655 | 108.605 | 9.21 | 15510.09 |
| 5571 | 2020.04.01 05:15 | sell | 1837 | 0.10 | 107.855 | 112.855 | 107.755 | ||
| 5572 | 2020.04.01 05:22 | modify | 1837 | 0.10 | 107.855 | 107.805 | 107.755 | ||
| 5573 | 2020.04.01 05:23 | s/l | 1837 | 0.10 | 107.805 | 107.805 | 107.755 | 4.64 | 15514.73 |
| 5574 | 2020.04.02 03:55 | sell | 1838 | 0.10 | 107.450 | 112.450 | 107.350 | ||
| 5575 | 2020.04.02 03:55 | modify | 1838 | 0.10 | 107.450 | 107.400 | 107.350 | ||
| 5576 | 2020.04.02 03:55 | s/l | 1838 | 0.10 | 107.400 | 107.400 | 107.350 | 4.66 | 15519.39 |
| 5577 | 2020.04.06 14:20 | buy | 1839 | 0.10 | 108.970 | 103.970 | 109.070 | ||
| 5578 | 2020.04.06 14:35 | modify | 1839 | 0.10 | 108.970 | 109.020 | 109.070 | ||
| 5579 | 2020.04.06 14:35 | s/l | 1839 | 0.10 | 109.020 | 109.020 | 109.070 | 4.59 | 15523.98 |
| 5580 | 2020.04.06 15:05 | buy | 1840 | 0.10 | 108.874 | 103.874 | 108.974 | ||
| 5581 | 2020.04.06 15:22 | modify | 1840 | 0.10 | 108.874 | 108.924 | 108.974 | ||
| 5582 | 2020.04.06 15:22 | s/l | 1840 | 0.10 | 108.924 | 108.924 | 108.974 | 4.59 | 15528.57 |
| 5583 | 2020.04.07 03:20 | buy | 1841 | 0.10 | 108.952 | 103.952 | 109.052 | ||
| 5584 | 2020.04.07 03:24 | modify | 1841 | 0.10 | 108.952 | 109.002 | 109.052 | ||
| 5585 | 2020.04.07 03:24 | s/l | 1841 | 0.10 | 109.002 | 109.002 | 109.052 | 4.59 | 15533.16 |
| 5586 | 2020.04.07 05:10 | buy | 1842 | 0.10 | 108.842 | 103.842 | 108.942 | ||
| 5587 | 2020.04.07 05:56 | modify | 1842 | 0.10 | 108.842 | 108.892 | 108.942 | ||
| 5588 | 2020.04.07 05:56 | s/l | 1842 | 0.10 | 108.892 | 108.892 | 108.942 | 4.59 | 15537.75 |
| 5589 | 2020.04.10 13:00 | sell | 1843 | 0.10 | 108.420 | 113.420 | 108.320 | ||
| 5590 | 2020.04.10 19:10 | modify | 1843 | 0.10 | 108.420 | 108.370 | 108.320 | ||
| 5591 | 2020.04.10 19:10 | s/l | 1843 | 0.10 | 108.370 | 108.370 | 108.320 | 4.61 | 15542.36 |
| 5592 | 2020.04.13 23:00 | sell | 1844 | 0.10 | 107.649 | 112.649 | 107.549 | ||
| 5593 | 2020.04.14 02:48 | modify | 1844 | 0.10 | 107.649 | 107.599 | 107.549 | ||
| 5594 | 2020.04.14 02:48 | s/l | 1844 | 0.10 | 107.599 | 107.599 | 107.549 | 4.65 | 15547.01 |
| 5595 | 2020.04.14 07:30 | sell | 1845 | 0.10 | 107.729 | 112.729 | 107.629 | ||
| 5596 | 2020.04.14 07:58 | modify | 1845 | 0.10 | 107.729 | 107.679 | 107.629 | ||
| 5597 | 2020.04.14 07:58 | s/l | 1845 | 0.10 | 107.679 | 107.679 | 107.629 | 4.64 | 15551.65 |
| 5598 | 2020.04.15 10:50 | sell | 1846 | 0.10 | 107.183 | 112.183 | 107.083 | ||
| 5599 | 2020.04.15 10:57 | sell | 1847 | 0.20 | 107.384 | 112.384 | 107.284 | ||
| 5600 | 2020.04.15 10:57 | modify | 1847 | 0.20 | 107.384 | 112.384 | 107.317 | ||
| 5601 | 2020.04.15 10:57 | modify | 1846 | 0.10 | 107.183 | 112.183 | 107.317 | ||
| 5602 | 2020.04.15 13:05 | t/p | 1846 | 0.10 | 107.317 | 112.183 | 107.317 | -12.49 | 15539.16 |
| 5603 | 2020.04.15 13:05 | t/p | 1847 | 0.20 | 107.317 | 112.384 | 107.317 | 12.49 | 15551.65 |
| 5604 | 2020.04.28 17:35 | sell | 1848 | 0.10 | 106.823 | 111.823 | 106.723 | ||
| 5605 | 2020.04.29 02:29 | modify | 1848 | 0.10 | 106.823 | 106.773 | 106.723 | ||
| 5606 | 2020.04.29 02:29 | s/l | 1848 | 0.10 | 106.773 | 106.773 | 106.723 | 4.68 | 15556.33 |
| 5607 | 2020.05.11 22:55 | buy | 1849 | 0.10 | 107.627 | 102.627 | 107.727 | ||
| 5608 | 2020.05.12 01:08 | modify | 1849 | 0.10 | 107.627 | 107.677 | 107.727 | ||
| 5609 | 2020.05.12 01:08 | s/l | 1849 | 0.10 | 107.677 | 107.677 | 107.727 | 4.64 | 15560.97 |
| 5610 | 2020.05.12 02:55 | buy | 1850 | 0.10 | 107.553 | 102.553 | 107.653 | ||
| 5611 | 2020.05.12 03:14 | modify | 1850 | 0.10 | 107.553 | 107.603 | 107.653 | ||
| 5612 | 2020.05.12 03:14 | s/l | 1850 | 0.10 | 107.603 | 107.603 | 107.653 | 4.65 | 15565.62 |
| 5613 | 2020.05.12 04:00 | buy | 1851 | 0.10 | 107.464 | 102.464 | 107.564 | ||
| 5614 | 2020.05.12 04:29 | modify | 1851 | 0.10 | 107.464 | 107.514 | 107.564 | ||
| 5615 | 2020.05.12 04:33 | s/l | 1851 | 0.10 | 107.514 | 107.514 | 107.564 | 4.65 | 15570.27 |
| 5616 | 2020.05.12 06:05 | buy | 1852 | 0.10 | 107.408 | 102.408 | 107.508 | ||
| 5617 | 2020.05.12 09:12 | modify | 1852 | 0.10 | 107.408 | 107.458 | 107.508 | ||
| 5618 | 2020.05.12 09:13 | s/l | 1852 | 0.10 | 107.458 | 107.458 | 107.508 | 4.65 | 15574.92 |
| 5619 | 2020.05.12 13:40 | buy | 1853 | 0.10 | 107.415 | 102.415 | 107.515 | ||
| 5620 | 2020.05.12 18:00 | buy | 1854 | 0.20 | 107.214 | 102.214 | 107.314 | ||
| 5621 | 2020.05.12 18:00 | modify | 1854 | 0.20 | 107.214 | 102.214 | 107.281 | ||
| 5622 | 2020.05.12 18:00 | modify | 1853 | 0.10 | 107.415 | 102.415 | 107.281 | ||
| 5623 | 2020.05.12 18:26 | t/p | 1853 | 0.10 | 107.281 | 102.415 | 107.281 | -12.49 | 15562.43 |
| 5624 | 2020.05.12 18:26 | t/p | 1854 | 0.20 | 107.281 | 102.214 | 107.281 | 12.49 | 15574.92 |
| 5625 | 2020.05.19 20:25 | buy | 1855 | 0.10 | 107.759 | 102.759 | 107.859 | ||
| 5626 | 2020.05.20 01:50 | modify | 1855 | 0.10 | 107.759 | 107.809 | 107.859 | ||
| 5627 | 2020.05.20 02:00 | s/l | 1855 | 0.10 | 107.809 | 107.809 | 107.859 | 4.64 | 15579.56 |
| 5628 | 2020.05.29 16:10 | sell | 1856 | 0.10 | 107.289 | 112.289 | 107.189 | ||
| 5629 | 2020.05.29 16:48 | sell | 1857 | 0.20 | 107.490 | 112.490 | 107.390 | ||
| 5630 | 2020.05.29 16:48 | modify | 1857 | 0.20 | 107.490 | 112.490 | 107.423 | ||
| 5631 | 2020.05.29 16:48 | modify | 1856 | 0.10 | 107.289 | 112.289 | 107.423 | ||
| 5632 | 2020.06.01 11:08 | t/p | 1856 | 0.10 | 107.423 | 112.289 | 107.423 | -12.47 | 15567.09 |
| 5633 | 2020.06.01 11:08 | t/p | 1857 | 0.20 | 107.423 | 112.490 | 107.423 | 12.47 | 15579.56 |
| 5634 | 2020.06.03 01:55 | buy | 1858 | 0.10 | 108.580 | 103.580 | 108.680 | ||
| 5635 | 2020.06.03 02:03 | modify | 1858 | 0.10 | 108.580 | 108.630 | 108.680 | ||
| 5636 | 2020.06.03 02:03 | s/l | 1858 | 0.10 | 108.630 | 108.630 | 108.680 | 4.60 | 15584.16 |
| 5637 | 2020.06.03 04:15 | buy | 1859 | 0.10 | 108.524 | 103.524 | 108.624 | ||
| 5638 | 2020.06.03 06:16 | modify | 1859 | 0.10 | 108.524 | 108.574 | 108.624 | ||
| 5639 | 2020.06.03 06:16 | s/l | 1859 | 0.10 | 108.574 | 108.574 | 108.624 | 4.61 | 15588.77 |
| 5640 | 2020.06.03 14:25 | buy | 1860 | 0.10 | 108.595 | 103.595 | 108.695 | ||
| 5641 | 2020.06.03 15:44 | modify | 1860 | 0.10 | 108.595 | 108.645 | 108.695 | ||
| 5642 | 2020.06.03 15:44 | s/l | 1860 | 0.10 | 108.645 | 108.645 | 108.695 | 4.60 | 15593.37 |
| 5643 | 2020.06.08 00:10 | buy | 1861 | 0.10 | 109.547 | 104.547 | 109.647 | ||
| 5644 | 2020.06.08 00:20 | modify | 1861 | 0.10 | 109.547 | 109.597 | 109.647 | ||
| 5645 | 2020.06.08 00:20 | s/l | 1861 | 0.10 | 109.597 | 109.597 | 109.647 | 4.56 | 15597.93 |
| 5646 | 2020.06.08 03:35 | buy | 1862 | 0.10 | 109.484 | 104.484 | 109.584 | ||
| 5647 | 2020.06.08 05:59 | modify | 1862 | 0.10 | 109.484 | 109.534 | 109.584 | ||
| 5648 | 2020.06.08 05:59 | s/l | 1862 | 0.10 | 109.534 | 109.534 | 109.584 | 4.56 | 15602.49 |
| 5649 | 2020.06.09 01:55 | sell | 1863 | 0.10 | 108.489 | 113.489 | 108.389 | ||
| 5650 | 2020.06.09 02:01 | modify | 1863 | 0.10 | 108.489 | 108.439 | 108.389 | ||
| 5651 | 2020.06.09 02:02 | s/l | 1863 | 0.10 | 108.439 | 108.439 | 108.389 | 4.61 | 15607.10 |
| 5652 | 2020.06.09 13:55 | sell | 1864 | 0.10 | 108.048 | 113.048 | 107.948 | ||
| 5653 | 2020.06.09 15:39 | modify | 1864 | 0.10 | 108.048 | 107.998 | 107.948 | ||
| 5654 | 2020.06.09 15:40 | s/l | 1864 | 0.10 | 107.998 | 107.998 | 107.948 | 4.63 | 15611.73 |
| 5655 | 2020.06.10 15:25 | sell | 1865 | 0.10 | 107.415 | 112.415 | 107.315 | ||
| 5656 | 2020.06.10 15:30 | modify | 1865 | 0.10 | 107.415 | 107.365 | 107.315 | ||
| 5657 | 2020.06.10 15:30 | s/l | 1865 | 0.10 | 107.365 | 107.365 | 107.315 | 4.66 | 15616.39 |
| 5658 | 2020.06.11 08:10 | sell | 1866 | 0.10 | 107.122 | 112.122 | 107.022 | ||
| 5659 | 2020.06.11 09:18 | modify | 1866 | 0.10 | 107.122 | 107.072 | 107.022 | ||
| 5660 | 2020.06.11 09:18 | s/l | 1866 | 0.10 | 107.072 | 107.072 | 107.022 | 4.67 | 15621.06 |
| 5661 | 2020.06.18 11:05 | sell | 1867 | 0.10 | 107.011 | 112.011 | 106.911 | ||
| 5662 | 2020.06.18 12:10 | modify | 1867 | 0.10 | 107.011 | 106.961 | 106.911 | ||
| 5663 | 2020.06.18 12:10 | s/l | 1867 | 0.10 | 106.961 | 106.961 | 106.911 | 4.67 | 15625.73 |
| 5664 | 2020.06.23 21:20 | sell | 1868 | 0.10 | 106.532 | 111.532 | 106.432 | ||
| 5665 | 2020.06.23 21:48 | modify | 1868 | 0.10 | 106.532 | 106.482 | 106.432 | ||
| 5666 | 2020.06.23 21:48 | s/l | 1868 | 0.10 | 106.482 | 106.482 | 106.432 | 4.70 | 15630.43 |
| 5667 | 2020.06.25 10:35 | buy | 1869 | 0.10 | 107.049 | 102.049 | 107.149 | ||
| 5668 | 2020.06.25 10:59 | modify | 1869 | 0.10 | 107.049 | 107.099 | 107.149 | ||
| 5669 | 2020.06.25 10:59 | s/l | 1869 | 0.10 | 107.099 | 107.099 | 107.149 | 4.67 | 15635.10 |
| 5670 | 2020.06.29 22:55 | buy | 1870 | 0.10 | 107.594 | 102.594 | 107.694 | ||
| 5671 | 2020.06.30 03:31 | modify | 1870 | 0.10 | 107.594 | 107.644 | 107.694 | ||
| 5672 | 2020.06.30 03:31 | s/l | 1870 | 0.10 | 107.644 | 107.644 | 107.694 | 4.64 | 15639.74 |
| 5673 | 2020.06.30 09:50 | buy | 1871 | 0.10 | 107.646 | 102.646 | 107.746 | ||
| 5674 | 2020.06.30 10:31 | modify | 1871 | 0.10 | 107.646 | 107.696 | 107.746 | ||
| 5675 | 2020.06.30 10:31 | s/l | 1871 | 0.10 | 107.696 | 107.696 | 107.746 | 4.64 | 15644.38 |
| 5676 | 2020.07.10 19:40 | sell | 1872 | 0.10 | 106.868 | 111.868 | 106.768 | ||
| 5677 | 2020.07.13 04:03 | modify | 1872 | 0.10 | 106.868 | 106.818 | 106.768 | ||
| 5678 | 2020.07.13 04:03 | s/l | 1872 | 0.10 | 106.818 | 106.818 | 106.768 | 4.68 | 15649.06 |
| 5679 | 2020.07.22 01:35 | sell | 1873 | 0.10 | 106.829 | 111.829 | 106.729 | ||
| 5680 | 2020.07.22 03:04 | modify | 1873 | 0.10 | 106.829 | 106.779 | 106.729 | ||
| 5681 | 2020.07.22 03:05 | s/l | 1873 | 0.10 | 106.779 | 106.779 | 106.729 | 4.68 | 15653.74 |
| 5682 | 2020.07.22 07:15 | sell | 1874 | 0.10 | 106.838 | 111.838 | 106.738 | ||
| 5683 | 2020.07.22 10:05 | modify | 1874 | 0.10 | 106.838 | 106.788 | 106.738 | ||
| 5684 | 2020.07.22 10:05 | s/l | 1874 | 0.10 | 106.788 | 106.788 | 106.738 | 4.68 | 15658.42 |
| 5685 | 2020.07.22 11:45 | sell | 1875 | 0.10 | 107.012 | 112.012 | 106.912 | ||
| 5686 | 2020.07.22 13:00 | modify | 1875 | 0.10 | 107.012 | 106.962 | 106.912 | ||
| 5687 | 2020.07.22 13:01 | s/l | 1875 | 0.10 | 106.962 | 106.962 | 106.912 | 4.67 | 15663.09 |
| 5688 | 2020.07.24 21:30 | sell | 1876 | 0.10 | 105.918 | 110.918 | 105.818 | ||
| 5689 | 2020.07.24 23:52 | sell | 1877 | 0.20 | 106.119 | 111.119 | 106.019 | ||
| 5690 | 2020.07.24 23:52 | modify | 1877 | 0.20 | 106.119 | 111.119 | 106.052 | ||
| 5691 | 2020.07.24 23:52 | modify | 1876 | 0.10 | 105.918 | 110.918 | 106.052 | ||
| 5692 | 2020.07.27 00:05 | t/p | 1876 | 0.10 | 106.052 | 110.918 | 106.052 | -12.64 | 15650.45 |
| 5693 | 2020.07.27 00:05 | t/p | 1877 | 0.20 | 106.052 | 111.119 | 106.052 | 12.64 | 15663.09 |
| 5694 | 2020.07.27 22:15 | sell | 1878 | 0.10 | 105.419 | 110.419 | 105.319 | ||
| 5695 | 2020.07.27 23:55 | modify | 1878 | 0.10 | 105.419 | 105.369 | 105.319 | ||
| 5696 | 2020.07.27 23:56 | s/l | 1878 | 0.10 | 105.369 | 105.369 | 105.319 | 4.75 | 15667.84 |
| 5697 | 2020.07.28 05:55 | sell | 1879 | 0.10 | 105.450 | 110.450 | 105.350 | ||
| 5698 | 2020.07.28 07:22 | sell | 1880 | 0.20 | 105.651 | 110.651 | 105.551 | ||
| 5699 | 2020.07.28 07:22 | modify | 1880 | 0.20 | 105.651 | 110.651 | 105.584 | ||
| 5700 | 2020.07.28 07:22 | modify | 1879 | 0.10 | 105.450 | 110.450 | 105.584 | ||