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 |
| 451 | 2010.08.05 13:15 | modify | 150 | 0.10 | 86.015 | 86.065 | 86.115 | ||
| 452 | 2010.08.05 13:16 | s/l | 150 | 0.10 | 86.065 | 86.065 | 86.115 | 5.81 | 10706.38 |
| 453 | 2010.08.10 04:00 | buy | 151 | 0.10 | 85.745 | 80.745 | 85.845 | ||
| 454 | 2010.08.10 04:01 | modify | 151 | 0.10 | 85.745 | 85.795 | 85.845 | ||
| 455 | 2010.08.10 04:02 | s/l | 151 | 0.10 | 85.795 | 85.795 | 85.845 | 5.83 | 10712.21 |
| 456 | 2010.08.10 04:20 | buy | 152 | 0.10 | 85.685 | 80.685 | 85.785 | ||
| 457 | 2010.08.10 04:34 | modify | 152 | 0.10 | 85.685 | 85.735 | 85.785 | ||
| 458 | 2010.08.10 04:35 | s/l | 152 | 0.10 | 85.735 | 85.735 | 85.785 | 5.84 | 10718.05 |
| 459 | 2010.08.11 09:20 | sell | 153 | 0.10 | 85.360 | 90.360 | 85.260 | ||
| 460 | 2010.08.11 09:31 | modify | 153 | 0.10 | 85.360 | 85.310 | 85.260 | ||
| 461 | 2010.08.11 09:31 | s/l | 153 | 0.10 | 85.310 | 85.310 | 85.260 | 5.86 | 10723.91 |
| 462 | 2010.08.11 17:30 | sell | 154 | 0.10 | 85.150 | 90.150 | 85.050 | ||
| 463 | 2010.08.11 17:31 | modify | 154 | 0.10 | 85.150 | 85.100 | 85.050 | ||
| 464 | 2010.08.11 17:31 | s/l | 154 | 0.10 | 85.100 | 85.100 | 85.050 | 5.88 | 10729.79 |
| 465 | 2010.08.11 17:40 | sell | 155 | 0.10 | 85.220 | 90.220 | 85.120 | ||
| 466 | 2010.08.11 19:35 | modify | 155 | 0.10 | 85.220 | 85.170 | 85.120 | ||
| 467 | 2010.08.11 19:35 | s/l | 155 | 0.10 | 85.170 | 85.170 | 85.120 | 5.87 | 10735.66 |
| 468 | 2010.08.13 10:15 | buy | 156 | 0.10 | 85.895 | 80.895 | 85.995 | ||
| 469 | 2010.08.13 10:39 | modify | 156 | 0.10 | 85.895 | 85.945 | 85.995 | ||
| 470 | 2010.08.13 10:39 | s/l | 156 | 0.10 | 85.945 | 85.945 | 85.995 | 5.82 | 10741.48 |
| 471 | 2010.08.13 12:15 | buy | 157 | 0.10 | 85.705 | 80.705 | 85.805 | ||
| 472 | 2010.08.13 14:36 | modify | 157 | 0.10 | 85.705 | 85.755 | 85.805 | ||
| 473 | 2010.08.13 14:36 | s/l | 157 | 0.10 | 85.755 | 85.755 | 85.805 | 5.83 | 10747.31 |
| 474 | 2010.08.17 06:10 | sell | 158 | 0.10 | 85.320 | 90.320 | 85.220 | ||
| 475 | 2010.08.17 06:19 | modify | 158 | 0.10 | 85.320 | 85.270 | 85.220 | ||
| 476 | 2010.08.17 06:19 | s/l | 158 | 0.10 | 85.270 | 85.270 | 85.220 | 5.87 | 10753.18 |
| 477 | 2010.08.24 18:45 | sell | 159 | 0.10 | 84.280 | 89.280 | 84.180 | ||
| 478 | 2010.08.24 18:46 | modify | 159 | 0.10 | 84.280 | 84.230 | 84.180 | ||
| 479 | 2010.08.24 18:46 | s/l | 159 | 0.10 | 84.230 | 84.230 | 84.180 | 5.94 | 10759.12 |
| 480 | 2010.08.24 20:10 | sell | 160 | 0.10 | 84.370 | 89.370 | 84.270 | ||
| 481 | 2010.08.24 20:18 | modify | 160 | 0.10 | 84.370 | 84.320 | 84.270 | ||
| 482 | 2010.08.24 20:18 | s/l | 160 | 0.10 | 84.320 | 84.320 | 84.270 | 5.93 | 10765.05 |
| 483 | 2010.08.25 01:40 | sell | 161 | 0.10 | 84.260 | 89.260 | 84.160 | ||
| 484 | 2010.08.25 01:52 | modify | 161 | 0.10 | 84.260 | 84.210 | 84.160 | ||
| 485 | 2010.08.25 01:52 | s/l | 161 | 0.10 | 84.210 | 84.210 | 84.160 | 5.94 | 10770.99 |
| 486 | 2010.08.25 04:05 | sell | 162 | 0.10 | 84.380 | 89.380 | 84.280 | ||
| 487 | 2010.08.25 04:44 | modify | 162 | 0.10 | 84.380 | 84.330 | 84.280 | ||
| 488 | 2010.08.25 04:44 | s/l | 162 | 0.10 | 84.330 | 84.330 | 84.280 | 5.93 | 10776.92 |
| 489 | 2010.08.25 10:50 | sell | 163 | 0.10 | 84.490 | 89.490 | 84.390 | ||
| 490 | 2010.08.25 12:57 | modify | 163 | 0.10 | 84.490 | 84.440 | 84.390 | ||
| 491 | 2010.08.25 12:57 | s/l | 163 | 0.10 | 84.440 | 84.440 | 84.390 | 5.92 | 10782.84 |
| 492 | 2010.08.31 10:25 | sell | 164 | 0.10 | 84.370 | 89.370 | 84.270 | ||
| 493 | 2010.08.31 10:34 | modify | 164 | 0.10 | 84.370 | 84.320 | 84.270 | ||
| 494 | 2010.08.31 10:34 | t/p | 164 | 0.10 | 84.270 | 84.320 | 84.270 | 11.87 | 10794.71 |
| 495 | 2010.08.31 12:50 | sell | 165 | 0.10 | 84.450 | 89.450 | 84.350 | ||
| 496 | 2010.08.31 12:52 | modify | 165 | 0.10 | 84.450 | 84.400 | 84.350 | ||
| 497 | 2010.08.31 12:58 | s/l | 165 | 0.10 | 84.400 | 84.400 | 84.350 | 5.92 | 10800.63 |
| 498 | 2010.08.31 23:55 | sell | 166 | 0.10 | 84.210 | 89.210 | 84.110 | ||
| 499 | 2010.08.31 23:56 | modify | 166 | 0.10 | 84.210 | 84.160 | 84.110 | ||
| 500 | 2010.08.31 23:56 | s/l | 166 | 0.10 | 84.160 | 84.160 | 84.110 | 5.94 | 10806.57 |
| 501 | 2010.09.14 09:00 | sell | 167 | 0.10 | 83.560 | 88.560 | 83.460 | ||
| 502 | 2010.09.14 09:35 | modify | 167 | 0.10 | 83.560 | 83.510 | 83.460 | ||
| 503 | 2010.09.14 09:35 | t/p | 167 | 0.10 | 83.460 | 83.510 | 83.460 | 11.98 | 10818.55 |
| 504 | 2010.09.15 04:35 | sell | 168 | 0.10 | 83.680 | 88.680 | 83.580 | ||
| 505 | 2010.09.15 04:35 | modify | 168 | 0.10 | 83.680 | 83.630 | 83.580 | ||
| 506 | 2010.09.15 04:35 | s/l | 168 | 0.10 | 83.630 | 83.630 | 83.580 | 5.98 | 10824.53 |
| 507 | 2010.09.15 04:40 | sell | 169 | 0.10 | 83.860 | 88.860 | 83.760 | ||
| 508 | 2010.09.15 04:40 | modify | 169 | 0.10 | 83.860 | 83.810 | 83.760 | ||
| 509 | 2010.09.15 04:40 | s/l | 169 | 0.10 | 83.810 | 83.810 | 83.760 | 5.97 | 10830.50 |
| 510 | 2010.09.15 13:20 | buy | 170 | 0.10 | 85.115 | 80.115 | 85.215 | ||
| 511 | 2010.09.15 13:24 | modify | 170 | 0.10 | 85.115 | 85.165 | 85.215 | ||
| 512 | 2010.09.15 13:24 | s/l | 170 | 0.10 | 85.165 | 85.165 | 85.215 | 5.87 | 10836.37 |
| 513 | 2010.09.15 13:30 | buy | 171 | 0.10 | 85.085 | 80.085 | 85.185 | ||
| 514 | 2010.09.15 13:39 | modify | 171 | 0.10 | 85.085 | 85.135 | 85.185 | ||
| 515 | 2010.09.15 13:39 | s/l | 171 | 0.10 | 85.135 | 85.135 | 85.185 | 5.87 | 10842.24 |
| 516 | 2010.09.16 03:10 | buy | 172 | 0.10 | 85.435 | 80.435 | 85.535 | ||
| 517 | 2010.09.16 03:14 | modify | 172 | 0.10 | 85.435 | 85.485 | 85.535 | ||
| 518 | 2010.09.16 03:14 | s/l | 172 | 0.10 | 85.485 | 85.485 | 85.535 | 5.85 | 10848.09 |
| 519 | 2010.09.16 03:25 | buy | 173 | 0.10 | 85.435 | 80.435 | 85.535 | ||
| 520 | 2010.09.16 03:33 | modify | 173 | 0.10 | 85.435 | 85.485 | 85.535 | ||
| 521 | 2010.09.16 03:33 | s/l | 173 | 0.10 | 85.485 | 85.485 | 85.535 | 5.85 | 10853.94 |
| 522 | 2010.09.22 21:15 | sell | 174 | 0.10 | 84.540 | 89.540 | 84.440 | ||
| 523 | 2010.09.22 23:52 | modify | 174 | 0.10 | 84.540 | 84.490 | 84.440 | ||
| 524 | 2010.09.22 23:52 | s/l | 174 | 0.10 | 84.490 | 84.490 | 84.440 | 5.92 | 10859.86 |
| 525 | 2010.10.07 19:25 | sell | 175 | 0.10 | 82.460 | 87.460 | 82.360 | ||
| 526 | 2010.10.07 19:57 | modify | 175 | 0.10 | 82.460 | 82.410 | 82.360 | ||
| 527 | 2010.10.07 19:59 | t/p | 175 | 0.10 | 82.360 | 82.410 | 82.360 | 12.14 | 10872.00 |
| 528 | 2010.10.08 03:40 | sell | 176 | 0.10 | 82.490 | 87.490 | 82.390 | ||
| 529 | 2010.10.08 03:52 | modify | 176 | 0.10 | 82.490 | 82.440 | 82.390 | ||
| 530 | 2010.10.08 03:53 | s/l | 176 | 0.10 | 82.440 | 82.440 | 82.390 | 6.06 | 10878.06 |
| 531 | 2010.10.08 10:05 | sell | 177 | 0.10 | 82.420 | 87.420 | 82.320 | ||
| 532 | 2010.10.08 10:44 | modify | 177 | 0.10 | 82.420 | 82.370 | 82.320 | ||
| 533 | 2010.10.08 10:44 | s/l | 177 | 0.10 | 82.370 | 82.370 | 82.320 | 6.07 | 10884.13 |
| 534 | 2010.10.11 03:50 | sell | 178 | 0.10 | 82.060 | 87.060 | 81.960 | ||
| 535 | 2010.10.11 04:49 | modify | 178 | 0.10 | 82.060 | 82.010 | 81.960 | ||
| 536 | 2010.10.11 04:49 | s/l | 178 | 0.10 | 82.010 | 82.010 | 81.960 | 6.10 | 10890.23 |
| 537 | 2010.10.14 16:05 | sell | 179 | 0.10 | 81.320 | 86.320 | 81.220 | ||
| 538 | 2010.10.14 16:27 | sell | 180 | 0.20 | 81.523 | 86.523 | 81.423 | ||
| 539 | 2010.10.14 16:27 | modify | 180 | 0.20 | 81.523 | 86.523 | 81.455 | ||
| 540 | 2010.10.14 16:27 | modify | 179 | 0.10 | 81.320 | 86.320 | 81.455 | ||
| 541 | 2010.10.14 16:45 | t/p | 179 | 0.10 | 81.455 | 86.320 | 81.455 | -16.57 | 10873.66 |
| 542 | 2010.10.14 16:45 | t/p | 180 | 0.20 | 81.455 | 86.523 | 81.455 | 16.69 | 10890.35 |
| 543 | 2010.10.20 22:00 | sell | 181 | 0.10 | 81.160 | 86.160 | 81.060 | ||
| 544 | 2010.10.20 23:45 | modify | 181 | 0.10 | 81.160 | 81.110 | 81.060 | ||
| 545 | 2010.10.21 00:02 | s/l | 181 | 0.10 | 81.110 | 81.110 | 81.060 | 6.16 | 10896.51 |
| 546 | 2010.10.25 14:40 | sell | 182 | 0.10 | 80.680 | 85.680 | 80.580 | ||
| 547 | 2010.10.25 15:33 | modify | 182 | 0.10 | 80.680 | 80.630 | 80.580 | ||
| 548 | 2010.10.25 15:33 | s/l | 182 | 0.10 | 80.630 | 80.630 | 80.580 | 6.20 | 10902.71 |
| 549 | 2010.10.25 19:50 | sell | 183 | 0.10 | 80.680 | 85.680 | 80.580 | ||
| 550 | 2010.10.26 08:40 | modify | 183 | 0.10 | 80.680 | 80.630 | 80.580 | ||
| 551 | 2010.10.26 08:40 | s/l | 183 | 0.10 | 80.630 | 80.630 | 80.580 | 6.20 | 10908.91 |
| 552 | 2010.10.27 00:45 | buy | 184 | 0.10 | 81.385 | 76.385 | 81.485 | ||
| 553 | 2010.10.27 01:19 | modify | 184 | 0.10 | 81.385 | 81.435 | 81.485 | ||
| 554 | 2010.10.27 01:20 | s/l | 184 | 0.10 | 81.435 | 81.435 | 81.485 | 6.14 | 10915.05 |
| 555 | 2010.10.27 02:05 | buy | 185 | 0.10 | 81.315 | 76.315 | 81.415 | ||
| 556 | 2010.10.27 02:08 | modify | 185 | 0.10 | 81.315 | 81.365 | 81.415 | ||
| 557 | 2010.10.27 02:09 | s/l | 185 | 0.10 | 81.365 | 81.365 | 81.415 | 6.14 | 10921.19 |
| 558 | 2010.10.27 12:25 | buy | 186 | 0.10 | 81.645 | 76.645 | 81.745 | ||
| 559 | 2010.10.27 13:35 | buy | 187 | 0.20 | 81.443 | 76.443 | 81.543 | ||
| 560 | 2010.10.27 13:35 | modify | 187 | 0.20 | 81.443 | 76.443 | 81.510 | ||
| 561 | 2010.10.27 13:35 | modify | 186 | 0.10 | 81.645 | 76.645 | 81.510 | ||
| 562 | 2010.10.27 13:43 | t/p | 186 | 0.10 | 81.510 | 76.645 | 81.510 | -16.56 | 10904.63 |
| 563 | 2010.10.27 13:43 | t/p | 187 | 0.20 | 81.510 | 76.443 | 81.510 | 16.44 | 10921.07 |
| 564 | 2010.10.29 08:50 | sell | 188 | 0.10 | 80.710 | 85.710 | 80.610 | ||
| 565 | 2010.10.29 08:58 | modify | 188 | 0.10 | 80.710 | 80.660 | 80.610 | ||
| 566 | 2010.10.29 08:59 | s/l | 188 | 0.10 | 80.660 | 80.660 | 80.610 | 6.20 | 10927.27 |
| 567 | 2010.11.01 03:05 | sell | 189 | 0.10 | 80.940 | 85.940 | 80.840 | ||
| 568 | 2010.11.01 03:10 | modify | 189 | 0.10 | 80.940 | 80.890 | 80.840 | ||
| 569 | 2010.11.01 03:10 | t/p | 189 | 0.10 | 80.840 | 80.890 | 80.840 | 12.38 | 10939.65 |
| 570 | 2010.11.01 03:15 | sell | 190 | 0.10 | 80.760 | 85.760 | 80.660 | ||
| 571 | 2010.11.01 03:16 | modify | 190 | 0.10 | 80.760 | 80.710 | 80.660 | ||
| 572 | 2010.11.01 03:16 | s/l | 190 | 0.10 | 80.710 | 80.710 | 80.660 | 6.20 | 10945.85 |
| 573 | 2010.11.08 00:05 | buy | 191 | 0.10 | 81.195 | 76.195 | 81.295 | ||
| 574 | 2010.11.08 00:13 | modify | 191 | 0.10 | 81.195 | 81.245 | 81.295 | ||
| 575 | 2010.11.08 00:13 | s/l | 191 | 0.10 | 81.245 | 81.245 | 81.295 | 6.16 | 10952.01 |
| 576 | 2010.11.08 02:00 | buy | 192 | 0.10 | 81.155 | 76.155 | 81.255 | ||
| 577 | 2010.11.08 02:31 | modify | 192 | 0.10 | 81.155 | 81.205 | 81.255 | ||
| 578 | 2010.11.08 02:31 | s/l | 192 | 0.10 | 81.205 | 81.205 | 81.255 | 6.16 | 10958.17 |
| 579 | 2010.11.10 01:55 | buy | 193 | 0.10 | 81.555 | 76.555 | 81.655 | ||
| 580 | 2010.11.10 02:20 | modify | 193 | 0.10 | 81.555 | 81.605 | 81.655 | ||
| 581 | 2010.11.10 02:25 | t/p | 193 | 0.10 | 81.655 | 81.605 | 81.655 | 12.25 | 10970.42 |
| 582 | 2010.11.10 10:25 | buy | 194 | 0.10 | 81.725 | 76.725 | 81.825 | ||
| 583 | 2010.11.10 11:21 | modify | 194 | 0.10 | 81.725 | 81.775 | 81.825 | ||
| 584 | 2010.11.10 11:22 | s/l | 194 | 0.10 | 81.775 | 81.775 | 81.825 | 6.11 | 10976.53 |
| 585 | 2010.11.10 21:05 | buy | 195 | 0.10 | 82.195 | 77.195 | 82.295 | ||
| 586 | 2010.11.10 22:42 | modify | 195 | 0.10 | 82.195 | 82.245 | 82.295 | ||
| 587 | 2010.11.10 22:45 | s/l | 195 | 0.10 | 82.245 | 82.245 | 82.295 | 6.08 | 10982.61 |
| 588 | 2010.11.16 07:20 | buy | 196 | 0.10 | 82.875 | 77.875 | 82.975 | ||
| 589 | 2010.11.16 07:27 | modify | 196 | 0.10 | 82.875 | 82.925 | 82.975 | ||
| 590 | 2010.11.16 07:27 | s/l | 196 | 0.10 | 82.925 | 82.925 | 82.975 | 6.03 | 10988.64 |
| 591 | 2010.12.01 09:35 | sell | 197 | 0.10 | 83.550 | 88.550 | 83.450 | ||
| 592 | 2010.12.01 10:24 | sell | 198 | 0.20 | 83.752 | 88.752 | 83.652 | ||
| 593 | 2010.12.01 10:24 | modify | 198 | 0.20 | 83.752 | 88.752 | 83.685 | ||
| 594 | 2010.12.01 10:24 | modify | 197 | 0.10 | 83.550 | 88.550 | 83.685 | ||
| 595 | 2010.12.01 15:12 | sell | 199 | 0.40 | 84.153 | 89.153 | 84.053 | ||
| 596 | 2010.12.01 15:12 | modify | 199 | 0.40 | 84.153 | 89.153 | 84.003 | ||
| 597 | 2010.12.01 15:12 | modify | 198 | 0.20 | 83.752 | 88.752 | 84.003 | ||
| 598 | 2010.12.01 15:12 | modify | 197 | 0.10 | 83.550 | 88.550 | 84.003 | ||
| 599 | 2010.12.01 18:56 | t/p | 197 | 0.10 | 84.003 | 88.550 | 84.003 | -53.93 | 10934.71 |
| 600 | 2010.12.01 18:56 | t/p | 198 | 0.20 | 84.003 | 88.752 | 84.003 | -59.76 | 10874.95 |