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 | |
前へ40ページ目
| # | 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 |
| 5851 | 2021.02.17 08:09 | s/l | 1929 | 0.10 | 105.913 | 105.913 | 105.963 | 4.72 | 15804.55 |
| 5852 | 2021.02.17 16:35 | buy | 1930 | 0.10 | 105.875 | 100.875 | 105.975 | ||
| 5853 | 2021.02.17 16:45 | modify | 1930 | 0.10 | 105.875 | 105.925 | 105.975 | ||
| 5854 | 2021.02.17 16:45 | s/l | 1930 | 0.10 | 105.925 | 105.925 | 105.975 | 4.72 | 15809.27 |
| 5855 | 2021.02.23 08:05 | sell | 1931 | 0.10 | 105.059 | 110.059 | 104.959 | ||
| 5856 | 2021.02.23 11:21 | sell | 1932 | 0.20 | 105.261 | 110.261 | 105.161 | ||
| 5857 | 2021.02.23 11:21 | modify | 1932 | 0.20 | 105.261 | 110.261 | 105.194 | ||
| 5858 | 2021.02.23 11:21 | modify | 1931 | 0.10 | 105.059 | 110.059 | 105.194 | ||
| 5859 | 2021.02.23 14:12 | t/p | 1931 | 0.10 | 105.194 | 110.059 | 105.194 | -12.83 | 15796.44 |
| 5860 | 2021.02.23 14:12 | t/p | 1932 | 0.20 | 105.194 | 110.261 | 105.194 | 12.74 | 15809.18 |
| 5861 | 2021.02.23 15:05 | sell | 1933 | 0.10 | 105.343 | 110.343 | 105.243 | ||
| 5862 | 2021.02.23 16:47 | modify | 1933 | 0.10 | 105.343 | 105.293 | 105.243 | ||
| 5863 | 2021.02.23 16:47 | s/l | 1933 | 0.10 | 105.293 | 105.293 | 105.243 | 4.75 | 15813.93 |
| 5864 | 2021.02.25 06:10 | buy | 1934 | 0.10 | 105.937 | 100.937 | 106.037 | ||
| 5865 | 2021.02.25 09:33 | modify | 1934 | 0.10 | 105.937 | 105.987 | 106.037 | ||
| 5866 | 2021.02.25 09:38 | t/p | 1934 | 0.10 | 106.037 | 105.987 | 106.037 | 9.43 | 15823.36 |
| 5867 | 2021.03.05 02:25 | buy | 1935 | 0.10 | 107.849 | 102.849 | 107.949 | ||
| 5868 | 2021.03.05 02:33 | modify | 1935 | 0.10 | 107.849 | 107.899 | 107.949 | ||
| 5869 | 2021.03.05 02:33 | s/l | 1935 | 0.10 | 107.899 | 107.899 | 107.949 | 4.63 | 15827.99 |
| 5870 | 2021.03.09 09:25 | buy | 1936 | 0.10 | 109.009 | 104.009 | 109.109 | ||
| 5871 | 2021.03.09 09:48 | buy | 1937 | 0.20 | 108.808 | 103.808 | 108.908 | ||
| 5872 | 2021.03.09 09:48 | modify | 1937 | 0.20 | 108.808 | 103.808 | 108.875 | ||
| 5873 | 2021.03.09 09:48 | modify | 1936 | 0.10 | 109.009 | 104.009 | 108.875 | ||
| 5874 | 2021.03.09 10:06 | t/p | 1936 | 0.10 | 108.875 | 104.009 | 108.875 | -12.31 | 15815.68 |
| 5875 | 2021.03.09 10:06 | t/p | 1937 | 0.20 | 108.875 | 103.808 | 108.875 | 12.31 | 15827.99 |
| 5876 | 2021.03.26 18:15 | buy | 1938 | 0.10 | 109.622 | 104.622 | 109.722 | ||
| 5877 | 2021.03.26 18:29 | modify | 1938 | 0.10 | 109.622 | 109.672 | 109.722 | ||
| 5878 | 2021.03.26 18:29 | s/l | 1938 | 0.10 | 109.672 | 109.672 | 109.722 | 4.56 | 15832.55 |
| 5879 | 2021.03.26 19:00 | buy | 1939 | 0.10 | 109.551 | 104.551 | 109.651 | ||
| 5880 | 2021.03.26 19:43 | modify | 1939 | 0.10 | 109.551 | 109.601 | 109.651 | ||
| 5881 | 2021.03.26 19:43 | s/l | 1939 | 0.10 | 109.601 | 109.601 | 109.651 | 4.56 | 15837.11 |
| 5882 | 2021.03.29 05:15 | buy | 1940 | 0.10 | 109.552 | 104.552 | 109.652 | ||
| 5883 | 2021.03.29 10:49 | modify | 1940 | 0.10 | 109.552 | 109.602 | 109.652 | ||
| 5884 | 2021.03.29 10:55 | s/l | 1940 | 0.10 | 109.602 | 109.602 | 109.652 | 4.56 | 15841.67 |
| 5885 | 2021.03.31 09:40 | buy | 1941 | 0.10 | 110.648 | 105.648 | 110.748 | ||
| 5886 | 2021.03.31 09:41 | modify | 1941 | 0.10 | 110.648 | 110.698 | 110.748 | ||
| 5887 | 2021.03.31 09:41 | s/l | 1941 | 0.10 | 110.698 | 110.698 | 110.748 | 4.52 | 15846.19 |
| 5888 | 2021.03.31 11:50 | buy | 1942 | 0.10 | 110.536 | 105.536 | 110.636 | ||
| 5889 | 2021.03.31 13:02 | modify | 1942 | 0.10 | 110.536 | 110.586 | 110.636 | ||
| 5890 | 2021.03.31 13:06 | t/p | 1942 | 0.10 | 110.636 | 110.586 | 110.636 | 9.04 | 15855.23 |
| 5891 | 2021.03.31 17:30 | buy | 1943 | 0.10 | 110.620 | 105.620 | 110.720 | ||
| 5892 | 2021.03.31 17:39 | modify | 1943 | 0.10 | 110.620 | 110.670 | 110.720 | ||
| 5893 | 2021.03.31 17:39 | s/l | 1943 | 0.10 | 110.670 | 110.670 | 110.720 | 4.52 | 15859.75 |
| 5894 | 2021.03.31 18:00 | buy | 1944 | 0.10 | 110.514 | 105.514 | 110.614 | ||
| 5895 | 2021.03.31 18:24 | modify | 1944 | 0.10 | 110.514 | 110.564 | 110.614 | ||
| 5896 | 2021.03.31 18:37 | t/p | 1944 | 0.10 | 110.614 | 110.564 | 110.614 | 9.04 | 15868.79 |
| 5897 | 2021.04.05 22:10 | sell | 1945 | 0.10 | 110.209 | 115.209 | 110.109 | ||
| 5898 | 2021.04.06 00:06 | modify | 1945 | 0.10 | 110.209 | 110.159 | 110.109 | ||
| 5899 | 2021.04.06 00:06 | s/l | 1945 | 0.10 | 110.159 | 110.159 | 110.109 | 4.54 | 15873.33 |
| 5900 | 2021.04.06 03:45 | sell | 1946 | 0.10 | 110.272 | 115.272 | 110.172 | ||
| 5901 | 2021.04.06 04:43 | modify | 1946 | 0.10 | 110.272 | 110.222 | 110.172 | ||
| 5902 | 2021.04.06 04:43 | s/l | 1946 | 0.10 | 110.222 | 110.222 | 110.172 | 4.54 | 15877.87 |
| 5903 | 2021.04.06 06:10 | sell | 1947 | 0.10 | 110.364 | 115.364 | 110.264 | ||
| 5904 | 2021.04.06 07:16 | modify | 1947 | 0.10 | 110.364 | 110.314 | 110.264 | ||
| 5905 | 2021.04.06 07:16 | s/l | 1947 | 0.10 | 110.314 | 110.314 | 110.264 | 4.53 | 15882.40 |
| 5906 | 2021.04.07 03:05 | sell | 1948 | 0.10 | 109.839 | 114.839 | 109.739 | ||
| 5907 | 2021.04.07 03:55 | modify | 1948 | 0.10 | 109.839 | 109.789 | 109.739 | ||
| 5908 | 2021.04.07 03:55 | s/l | 1948 | 0.10 | 109.789 | 109.789 | 109.739 | 4.55 | 15886.95 |
| 5909 | 2021.04.09 01:25 | sell | 1949 | 0.10 | 109.335 | 114.335 | 109.235 | ||
| 5910 | 2021.04.09 02:18 | modify | 1949 | 0.10 | 109.335 | 109.285 | 109.235 | ||
| 5911 | 2021.04.09 02:18 | s/l | 1949 | 0.10 | 109.285 | 109.285 | 109.235 | 4.58 | 15891.53 |
| 5912 | 2021.04.09 07:35 | sell | 1950 | 0.10 | 109.330 | 114.330 | 109.230 | ||
| 5913 | 2021.04.09 10:37 | sell | 1951 | 0.20 | 109.531 | 114.531 | 109.431 | ||
| 5914 | 2021.04.09 10:37 | modify | 1951 | 0.20 | 109.531 | 114.531 | 109.464 | ||
| 5915 | 2021.04.09 10:37 | modify | 1950 | 0.10 | 109.330 | 114.330 | 109.464 | ||
| 5916 | 2021.04.09 15:51 | sell | 1952 | 0.40 | 109.932 | 114.932 | 109.832 | ||
| 5917 | 2021.04.09 15:51 | modify | 1952 | 0.40 | 109.932 | 114.932 | 109.782 | ||
| 5918 | 2021.04.09 15:51 | modify | 1951 | 0.20 | 109.531 | 114.531 | 109.782 | ||
| 5919 | 2021.04.09 15:51 | modify | 1950 | 0.10 | 109.330 | 114.330 | 109.782 | ||
| 5920 | 2021.04.09 16:30 | t/p | 1950 | 0.10 | 109.782 | 114.330 | 109.782 | -41.17 | 15850.36 |
| 5921 | 2021.04.09 16:30 | t/p | 1951 | 0.20 | 109.782 | 114.531 | 109.782 | -45.73 | 15804.63 |
| 5922 | 2021.04.09 16:30 | t/p | 1952 | 0.40 | 109.782 | 114.932 | 109.782 | 54.65 | 15859.28 |
| 5923 | 2021.04.14 10:40 | sell | 1953 | 0.10 | 109.026 | 114.026 | 108.926 | ||
| 5924 | 2021.04.14 11:06 | modify | 1953 | 0.10 | 109.026 | 108.976 | 108.926 | ||
| 5925 | 2021.04.14 11:07 | s/l | 1953 | 0.10 | 108.976 | 108.976 | 108.926 | 4.59 | 15863.87 |
| 5926 | 2021.04.19 16:25 | sell | 1954 | 0.10 | 108.232 | 113.232 | 108.132 | ||
| 5927 | 2021.04.19 17:14 | modify | 1954 | 0.10 | 108.232 | 108.182 | 108.132 | ||
| 5928 | 2021.04.19 17:16 | s/l | 1954 | 0.10 | 108.182 | 108.182 | 108.132 | 4.62 | 15868.49 |
| 5929 | 2021.04.19 23:00 | sell | 1955 | 0.10 | 108.170 | 113.170 | 108.070 | ||
| 5930 | 2021.04.20 00:05 | modify | 1955 | 0.10 | 108.170 | 108.120 | 108.070 | ||
| 5931 | 2021.04.20 00:05 | s/l | 1955 | 0.10 | 108.120 | 108.120 | 108.070 | 4.62 | 15873.11 |
| 5932 | 2021.04.20 04:55 | sell | 1956 | 0.10 | 108.292 | 113.292 | 108.192 | ||
| 5933 | 2021.04.20 05:00 | modify | 1956 | 0.10 | 108.292 | 108.242 | 108.192 | ||
| 5934 | 2021.04.20 05:00 | s/l | 1956 | 0.10 | 108.242 | 108.242 | 108.192 | 4.62 | 15877.73 |
| 5935 | 2021.04.20 08:35 | sell | 1957 | 0.10 | 108.216 | 113.216 | 108.116 | ||
| 5936 | 2021.04.20 09:44 | sell | 1958 | 0.20 | 108.417 | 113.417 | 108.317 | ||
| 5937 | 2021.04.20 09:44 | modify | 1958 | 0.20 | 108.417 | 113.417 | 108.350 | ||
| 5938 | 2021.04.20 09:44 | modify | 1957 | 0.10 | 108.216 | 113.216 | 108.350 | ||
| 5939 | 2021.04.20 10:36 | t/p | 1957 | 0.10 | 108.350 | 113.216 | 108.350 | -12.37 | 15865.36 |
| 5940 | 2021.04.20 10:36 | t/p | 1958 | 0.20 | 108.350 | 113.417 | 108.350 | 12.37 | 15877.73 |
| 5941 | 2021.04.28 11:35 | buy | 1959 | 0.10 | 108.855 | 103.855 | 108.955 | ||
| 5942 | 2021.04.28 11:55 | modify | 1959 | 0.10 | 108.855 | 108.905 | 108.955 | ||
| 5943 | 2021.04.28 11:55 | s/l | 1959 | 0.10 | 108.905 | 108.905 | 108.955 | 4.59 | 15882.32 |
| 5944 | 2021.04.28 17:15 | buy | 1960 | 0.10 | 108.763 | 103.763 | 108.863 | ||
| 5945 | 2021.04.28 17:47 | modify | 1960 | 0.10 | 108.763 | 108.813 | 108.863 | ||
| 5946 | 2021.04.28 17:47 | s/l | 1960 | 0.10 | 108.813 | 108.813 | 108.863 | 4.60 | 15886.92 |
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