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 |
| 5701 | 2020.07.28 07:56 | t/p | 1879 | 0.10 | 105.584 | 110.450 | 105.584 | -12.69 | 15655.15 |
| 5702 | 2020.07.28 07:56 | t/p | 1880 | 0.20 | 105.584 | 110.651 | 105.584 | 12.69 | 15667.84 |
| 5703 | 2020.07.31 10:50 | sell | 1881 | 0.10 | 104.464 | 109.464 | 104.364 | ||
| 5704 | 2020.07.31 11:03 | modify | 1881 | 0.10 | 104.464 | 104.414 | 104.364 | ||
| 5705 | 2020.07.31 11:03 | s/l | 1881 | 0.10 | 104.414 | 104.414 | 104.364 | 4.79 | 15672.63 |
| 5706 | 2020.07.31 11:20 | sell | 1882 | 0.10 | 104.519 | 109.519 | 104.419 | ||
| 5707 | 2020.07.31 12:09 | sell | 1883 | 0.20 | 104.721 | 109.721 | 104.621 | ||
| 5708 | 2020.07.31 12:09 | modify | 1883 | 0.20 | 104.721 | 109.721 | 104.654 | ||
| 5709 | 2020.07.31 12:09 | modify | 1882 | 0.10 | 104.519 | 109.519 | 104.654 | ||
| 5710 | 2020.07.31 12:53 | t/p | 1882 | 0.10 | 104.654 | 109.519 | 104.654 | -12.90 | 15659.73 |
| 5711 | 2020.07.31 12:53 | t/p | 1883 | 0.20 | 104.654 | 109.721 | 104.654 | 12.80 | 15672.53 |
| 5712 | 2020.08.03 01:20 | buy | 1884 | 0.10 | 105.711 | 100.711 | 105.811 | ||
| 5713 | 2020.08.03 01:23 | modify | 1884 | 0.10 | 105.711 | 105.761 | 105.811 | ||
| 5714 | 2020.08.03 01:23 | s/l | 1884 | 0.10 | 105.761 | 105.761 | 105.811 | 4.73 | 15677.26 |
| 5715 | 2020.08.05 09:00 | sell | 1885 | 0.10 | 105.662 | 110.662 | 105.562 | ||
| 5716 | 2020.08.05 09:48 | modify | 1885 | 0.10 | 105.662 | 105.612 | 105.562 | ||
| 5717 | 2020.08.05 09:49 | s/l | 1885 | 0.10 | 105.612 | 105.612 | 105.562 | 4.73 | 15681.99 |
| 5718 | 2020.08.11 23:15 | buy | 1886 | 0.10 | 106.435 | 101.435 | 106.535 | ||
| 5719 | 2020.08.11 23:17 | modify | 1886 | 0.10 | 106.435 | 106.485 | 106.535 | ||
| 5720 | 2020.08.11 23:17 | s/l | 1886 | 0.10 | 106.485 | 106.485 | 106.535 | 4.70 | 15686.69 |
| 5721 | 2020.08.12 01:45 | buy | 1887 | 0.10 | 106.435 | 101.435 | 106.535 | ||
| 5722 | 2020.08.12 02:04 | modify | 1887 | 0.10 | 106.435 | 106.485 | 106.535 | ||
| 5723 | 2020.08.12 02:04 | s/l | 1887 | 0.10 | 106.485 | 106.485 | 106.535 | 4.70 | 15691.39 |
| 5724 | 2020.08.12 16:05 | buy | 1888 | 0.10 | 106.732 | 101.732 | 106.832 | ||
| 5725 | 2020.08.12 16:41 | modify | 1888 | 0.10 | 106.732 | 106.782 | 106.832 | ||
| 5726 | 2020.08.12 16:41 | s/l | 1888 | 0.10 | 106.782 | 106.782 | 106.832 | 4.68 | 15696.07 |
| 5727 | 2020.08.18 11:30 | sell | 1889 | 0.10 | 105.632 | 110.632 | 105.532 | ||
| 5728 | 2020.08.18 11:40 | modify | 1889 | 0.10 | 105.632 | 105.582 | 105.532 | ||
| 5729 | 2020.08.18 11:41 | s/l | 1889 | 0.10 | 105.582 | 105.582 | 105.532 | 4.74 | 15700.81 |
| 5730 | 2020.08.19 05:40 | sell | 1890 | 0.10 | 105.494 | 110.494 | 105.394 | ||
| 5731 | 2020.08.19 06:27 | modify | 1890 | 0.10 | 105.494 | 105.444 | 105.394 | ||
| 5732 | 2020.08.19 06:27 | s/l | 1890 | 0.10 | 105.444 | 105.444 | 105.394 | 4.74 | 15705.55 |
| 5733 | 2020.08.20 07:10 | buy | 1891 | 0.10 | 105.989 | 100.989 | 106.089 | ||
| 5734 | 2020.08.20 08:04 | modify | 1891 | 0.10 | 105.989 | 106.039 | 106.089 | ||
| 5735 | 2020.08.20 08:04 | s/l | 1891 | 0.10 | 106.039 | 106.039 | 106.089 | 4.71 | 15710.26 |
| 5736 | 2020.08.25 21:45 | buy | 1892 | 0.10 | 106.315 | 101.315 | 106.415 | ||
| 5737 | 2020.08.25 22:40 | modify | 1892 | 0.10 | 106.315 | 106.365 | 106.415 | ||
| 5738 | 2020.08.25 22:41 | s/l | 1892 | 0.10 | 106.365 | 106.365 | 106.415 | 4.70 | 15714.96 |
| 5739 | 2020.08.28 07:55 | buy | 1893 | 0.10 | 106.723 | 101.723 | 106.823 | ||
| 5740 | 2020.08.28 08:07 | buy | 1894 | 0.20 | 106.517 | 101.517 | 106.617 | ||
| 5741 | 2020.08.28 08:07 | modify | 1894 | 0.20 | 106.517 | 101.517 | 106.586 | ||
| 5742 | 2020.08.28 08:07 | modify | 1893 | 0.10 | 106.723 | 101.723 | 106.586 | ||
| 5743 | 2020.08.28 08:10 | buy | 1895 | 0.40 | 106.113 | 101.113 | 106.213 | ||
| 5744 | 2020.08.28 08:10 | modify | 1895 | 0.40 | 106.113 | 101.113 | 106.263 | ||
| 5745 | 2020.08.28 08:10 | modify | 1894 | 0.20 | 106.517 | 101.517 | 106.263 | ||
| 5746 | 2020.08.28 08:10 | modify | 1893 | 0.10 | 106.723 | 101.723 | 106.263 | ||
| 5747 | 2020.08.28 08:11 | t/p | 1893 | 0.10 | 106.263 | 101.723 | 106.263 | -43.29 | 15671.67 |
| 5748 | 2020.08.28 08:11 | t/p | 1894 | 0.20 | 106.263 | 101.517 | 106.263 | -47.81 | 15623.86 |
| 5749 | 2020.08.28 08:11 | t/p | 1895 | 0.40 | 106.263 | 101.113 | 106.263 | 56.46 | 15680.32 |
| 5750 | 2020.08.28 08:15 | buy | 1896 | 0.10 | 106.313 | 101.313 | 106.413 | ||
| 5751 | 2020.08.28 08:19 | modify | 1896 | 0.10 | 106.313 | 106.363 | 106.413 | ||
| 5752 | 2020.08.28 08:19 | s/l | 1896 | 0.10 | 106.363 | 106.363 | 106.413 | 4.70 | 15685.02 |
| 5753 | 2020.08.28 08:20 | buy | 1897 | 0.10 | 106.371 | 101.371 | 106.471 | ||
| 5754 | 2020.08.28 08:23 | modify | 1897 | 0.10 | 106.371 | 106.421 | 106.471 | ||
| 5755 | 2020.08.28 08:23 | s/l | 1897 | 0.10 | 106.421 | 106.421 | 106.471 | 4.70 | 15689.72 |
| 5756 | 2020.08.28 16:05 | sell | 1898 | 0.10 | 105.654 | 110.654 | 105.554 | ||
| 5757 | 2020.08.28 16:14 | modify | 1898 | 0.10 | 105.654 | 105.604 | 105.554 | ||
| 5758 | 2020.08.28 16:14 | s/l | 1898 | 0.10 | 105.604 | 105.604 | 105.554 | 4.73 | 15694.45 |
| 5759 | 2020.08.31 01:05 | sell | 1899 | 0.10 | 105.474 | 110.474 | 105.374 | ||
| 5760 | 2020.08.31 01:13 | sell | 1900 | 0.20 | 105.675 | 110.675 | 105.575 | ||
| 5761 | 2020.08.31 01:13 | modify | 1900 | 0.20 | 105.675 | 110.675 | 105.608 | ||
| 5762 | 2020.08.31 01:13 | modify | 1899 | 0.10 | 105.474 | 110.474 | 105.608 | ||
| 5763 | 2020.08.31 01:39 | t/p | 1899 | 0.10 | 105.608 | 110.474 | 105.608 | -12.68 | 15681.77 |
| 5764 | 2020.08.31 01:39 | t/p | 1900 | 0.20 | 105.608 | 110.675 | 105.608 | 12.69 | 15694.46 |
| 5765 | 2020.08.31 18:25 | buy | 1901 | 0.10 | 105.801 | 100.801 | 105.901 | ||
| 5766 | 2020.08.31 18:31 | modify | 1901 | 0.10 | 105.801 | 105.851 | 105.901 | ||
| 5767 | 2020.08.31 18:32 | s/l | 1901 | 0.10 | 105.851 | 105.851 | 105.901 | 4.72 | 15699.18 |
| 5768 | 2020.09.23 10:15 | buy | 1902 | 0.10 | 105.003 | 100.003 | 105.103 | ||
| 5769 | 2020.09.23 11:30 | modify | 1902 | 0.10 | 105.003 | 105.053 | 105.103 | ||
| 5770 | 2020.09.23 11:30 | s/l | 1902 | 0.10 | 105.053 | 105.053 | 105.103 | 4.76 | 15703.94 |
| 5771 | 2020.10.22 02:15 | sell | 1903 | 0.10 | 104.607 | 109.607 | 104.507 | ||
| 5772 | 2020.10.22 09:50 | modify | 1903 | 0.10 | 104.607 | 104.557 | 104.507 | ||
| 5773 | 2020.10.22 09:53 | s/l | 1903 | 0.10 | 104.557 | 104.557 | 104.507 | 4.78 | 15708.72 |
| 5774 | 2020.10.22 12:05 | sell | 1904 | 0.10 | 104.682 | 109.682 | 104.582 | ||
| 5775 | 2020.10.22 13:41 | modify | 1904 | 0.10 | 104.682 | 104.632 | 104.582 | ||
| 5776 | 2020.10.22 13:41 | s/l | 1904 | 0.10 | 104.632 | 104.632 | 104.582 | 4.78 | 15713.50 |
| 5777 | 2020.11.05 08:45 | sell | 1905 | 0.10 | 104.406 | 109.406 | 104.306 | ||
| 5778 | 2020.11.05 09:00 | modify | 1905 | 0.10 | 104.406 | 104.356 | 104.306 | ||
| 5779 | 2020.11.05 09:00 | s/l | 1905 | 0.10 | 104.356 | 104.356 | 104.306 | 4.79 | 15718.29 |
| 5780 | 2020.11.06 01:20 | sell | 1906 | 0.10 | 103.675 | 108.675 | 103.575 | ||
| 5781 | 2020.11.06 01:45 | modify | 1906 | 0.10 | 103.675 | 103.625 | 103.575 | ||
| 5782 | 2020.11.06 01:45 | s/l | 1906 | 0.10 | 103.625 | 103.625 | 103.575 | 4.83 | 15723.12 |
| 5783 | 2020.11.06 03:10 | sell | 1907 | 0.10 | 103.724 | 108.724 | 103.624 | ||
| 5784 | 2020.11.06 03:18 | modify | 1907 | 0.10 | 103.724 | 103.674 | 103.624 | ||
| 5785 | 2020.11.06 03:19 | s/l | 1907 | 0.10 | 103.674 | 103.674 | 103.624 | 4.82 | 15727.94 |
| 5786 | 2020.11.06 07:55 | sell | 1908 | 0.10 | 103.557 | 108.557 | 103.457 | ||
| 5787 | 2020.11.06 08:13 | modify | 1908 | 0.10 | 103.557 | 103.507 | 103.457 | ||
| 5788 | 2020.11.06 08:13 | s/l | 1908 | 0.10 | 103.507 | 103.507 | 103.457 | 4.83 | 15732.77 |
| 5789 | 2020.11.09 22:55 | buy | 1909 | 0.10 | 105.288 | 100.288 | 105.388 | ||
| 5790 | 2020.11.09 22:57 | modify | 1909 | 0.10 | 105.288 | 105.338 | 105.388 | ||
| 5791 | 2020.11.09 23:12 | s/l | 1909 | 0.10 | 105.338 | 105.338 | 105.388 | 4.75 | 15737.52 |
| 5792 | 2020.11.10 00:55 | buy | 1910 | 0.10 | 105.271 | 100.271 | 105.371 | ||
| 5793 | 2020.11.10 01:00 | modify | 1910 | 0.10 | 105.271 | 105.321 | 105.371 | ||
| 5794 | 2020.11.10 01:00 | s/l | 1910 | 0.10 | 105.321 | 105.321 | 105.371 | 4.75 | 15742.27 |
| 5795 | 2020.11.10 01:35 | buy | 1911 | 0.10 | 105.186 | 100.186 | 105.286 | ||
| 5796 | 2020.11.10 02:03 | modify | 1911 | 0.10 | 105.186 | 105.236 | 105.286 | ||
| 5797 | 2020.11.10 02:03 | s/l | 1911 | 0.10 | 105.236 | 105.236 | 105.286 | 4.75 | 15747.02 |
| 5798 | 2020.11.10 03:25 | buy | 1912 | 0.10 | 105.002 | 100.002 | 105.102 | ||
| 5799 | 2020.11.10 08:37 | modify | 1912 | 0.10 | 105.002 | 105.052 | 105.102 | ||
| 5800 | 2020.11.10 08:38 | s/l | 1912 | 0.10 | 105.052 | 105.052 | 105.102 | 4.76 | 15751.78 |
| 5801 | 2020.11.24 07:10 | buy | 1913 | 0.10 | 104.484 | 99.484 | 104.584 | ||
| 5802 | 2020.11.24 10:18 | buy | 1914 | 0.20 | 104.283 | 99.283 | 104.383 | ||
| 5803 | 2020.11.24 10:18 | modify | 1914 | 0.20 | 104.283 | 99.283 | 104.350 | ||
| 5804 | 2020.11.24 10:18 | modify | 1913 | 0.10 | 104.484 | 99.484 | 104.350 | ||
| 5805 | 2020.11.24 13:24 | t/p | 1913 | 0.10 | 104.350 | 99.484 | 104.350 | -12.84 | 15738.94 |
| 5806 | 2020.11.24 13:24 | t/p | 1914 | 0.20 | 104.350 | 99.283 | 104.350 | 12.84 | 15751.78 |
| 5807 | 2020.11.24 20:35 | buy | 1915 | 0.10 | 104.556 | 99.556 | 104.656 | ||
| 5808 | 2020.11.25 10:16 | buy | 1916 | 0.20 | 104.355 | 99.355 | 104.455 | ||
| 5809 | 2020.11.25 10:16 | modify | 1916 | 0.20 | 104.355 | 99.355 | 104.422 | ||
| 5810 | 2020.11.25 10:16 | modify | 1915 | 0.10 | 104.556 | 99.556 | 104.422 | ||
| 5811 | 2020.11.25 10:30 | t/p | 1915 | 0.10 | 104.422 | 99.556 | 104.422 | -12.83 | 15738.95 |
| 5812 | 2020.11.25 10:30 | t/p | 1916 | 0.20 | 104.422 | 99.355 | 104.422 | 12.83 | 15751.78 |
| 5813 | 2020.12.03 20:15 | sell | 1917 | 0.10 | 103.899 | 108.899 | 103.799 | ||
| 5814 | 2020.12.03 23:29 | modify | 1917 | 0.10 | 103.899 | 103.849 | 103.799 | ||
| 5815 | 2020.12.03 23:29 | s/l | 1917 | 0.10 | 103.849 | 103.849 | 103.799 | 4.81 | 15756.59 |
| 5816 | 2020.12.04 07:15 | sell | 1918 | 0.10 | 103.944 | 108.944 | 103.844 | ||
| 5817 | 2020.12.04 08:18 | modify | 1918 | 0.10 | 103.944 | 103.894 | 103.844 | ||
| 5818 | 2020.12.04 08:18 | s/l | 1918 | 0.10 | 103.894 | 103.894 | 103.844 | 4.82 | 15761.41 |
| 5819 | 2020.12.04 10:10 | sell | 1919 | 0.10 | 103.981 | 108.981 | 103.881 | ||
| 5820 | 2020.12.04 10:16 | modify | 1919 | 0.10 | 103.981 | 103.931 | 103.881 | ||
| 5821 | 2020.12.04 10:16 | s/l | 1919 | 0.10 | 103.931 | 103.931 | 103.881 | 4.81 | 15766.22 |
| 5822 | 2020.12.16 08:20 | sell | 1920 | 0.10 | 103.588 | 108.588 | 103.488 | ||
| 5823 | 2020.12.16 08:31 | modify | 1920 | 0.10 | 103.588 | 103.538 | 103.488 | ||
| 5824 | 2020.12.16 08:32 | s/l | 1920 | 0.10 | 103.538 | 103.538 | 103.488 | 4.83 | 15771.05 |
| 5825 | 2020.12.16 16:10 | sell | 1921 | 0.10 | 103.519 | 108.519 | 103.419 | ||
| 5826 | 2020.12.16 16:44 | modify | 1921 | 0.10 | 103.519 | 103.469 | 103.419 | ||
| 5827 | 2020.12.16 16:44 | s/l | 1921 | 0.10 | 103.469 | 103.469 | 103.419 | 4.83 | 15775.88 |
| 5828 | 2020.12.17 18:05 | sell | 1922 | 0.10 | 103.077 | 108.077 | 102.977 | ||
| 5829 | 2020.12.18 03:09 | sell | 1923 | 0.20 | 103.278 | 108.278 | 103.178 | ||
| 5830 | 2020.12.18 03:09 | modify | 1923 | 0.20 | 103.278 | 108.278 | 103.211 | ||
| 5831 | 2020.12.18 03:09 | modify | 1922 | 0.10 | 103.077 | 108.077 | 103.211 | ||
| 5832 | 2020.12.18 14:39 | t/p | 1922 | 0.10 | 103.211 | 108.077 | 103.211 | -12.98 | 15762.90 |
| 5833 | 2020.12.18 14:39 | t/p | 1923 | 0.20 | 103.211 | 108.278 | 103.211 | 12.98 | 15775.88 |
| 5834 | 2021.01.06 22:05 | buy | 1924 | 0.10 | 103.058 | 98.058 | 103.158 | ||
| 5835 | 2021.01.07 03:29 | modify | 1924 | 0.10 | 103.058 | 103.108 | 103.158 | ||
| 5836 | 2021.01.07 03:41 | s/l | 1924 | 0.10 | 103.108 | 103.108 | 103.158 | 4.85 | 15780.73 |
| 5837 | 2021.01.28 07:45 | buy | 1925 | 0.10 | 104.230 | 99.230 | 104.330 | ||
| 5838 | 2021.01.28 08:15 | modify | 1925 | 0.10 | 104.230 | 104.280 | 104.330 | ||
| 5839 | 2021.01.28 08:15 | s/l | 1925 | 0.10 | 104.280 | 104.280 | 104.330 | 4.80 | 15785.53 |
| 5840 | 2021.01.28 12:50 | buy | 1926 | 0.10 | 104.223 | 99.223 | 104.323 | ||
| 5841 | 2021.01.28 13:17 | modify | 1926 | 0.10 | 104.223 | 104.273 | 104.323 | ||
| 5842 | 2021.01.28 13:17 | s/l | 1926 | 0.10 | 104.273 | 104.273 | 104.323 | 4.80 | 15790.33 |
| 5843 | 2021.02.10 03:15 | sell | 1927 | 0.10 | 104.659 | 109.659 | 104.559 | ||
| 5844 | 2021.02.10 04:42 | modify | 1927 | 0.10 | 104.659 | 104.609 | 104.559 | ||
| 5845 | 2021.02.10 04:42 | s/l | 1927 | 0.10 | 104.609 | 104.609 | 104.559 | 4.78 | 15795.11 |
| 5846 | 2021.02.17 04:10 | buy | 1928 | 0.10 | 105.958 | 100.958 | 106.058 | ||
| 5847 | 2021.02.17 05:33 | modify | 1928 | 0.10 | 105.958 | 106.008 | 106.058 | ||
| 5848 | 2021.02.17 05:33 | s/l | 1928 | 0.10 | 106.008 | 106.008 | 106.058 | 4.72 | 15799.83 |
| 5849 | 2021.02.17 06:50 | buy | 1929 | 0.10 | 105.863 | 100.863 | 105.963 | ||
| 5850 | 2021.02.17 08:09 | modify | 1929 | 0.10 | 105.863 | 105.913 | 105.963 | ||