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 |
| 751 | 2011.03.14 04:11 | s/l | 249 | 0.10 | 82.206 | 82.206 | 82.156 | 6.08 | 11212.41 |
| 752 | 2011.03.14 04:15 | sell | 250 | 0.10 | 82.222 | 87.222 | 82.122 | ||
| 753 | 2011.03.14 04:23 | modify | 250 | 0.10 | 82.222 | 82.172 | 82.122 | ||
| 754 | 2011.03.14 04:23 | s/l | 250 | 0.10 | 82.172 | 82.172 | 82.122 | 6.08 | 11218.49 |
| 755 | 2011.03.15 01:30 | sell | 251 | 0.10 | 81.721 | 86.721 | 81.621 | ||
| 756 | 2011.03.15 02:03 | modify | 251 | 0.10 | 81.721 | 81.671 | 81.621 | ||
| 757 | 2011.03.15 02:03 | s/l | 251 | 0.10 | 81.671 | 81.671 | 81.621 | 6.12 | 11224.61 |
| 758 | 2011.03.15 02:50 | sell | 252 | 0.10 | 81.797 | 86.797 | 81.697 | ||
| 759 | 2011.03.15 04:43 | modify | 252 | 0.10 | 81.797 | 81.747 | 81.697 | ||
| 760 | 2011.03.15 04:43 | s/l | 252 | 0.10 | 81.747 | 81.747 | 81.697 | 6.12 | 11230.73 |
| 761 | 2011.03.18 11:50 | buy | 253 | 0.10 | 81.323 | 76.323 | 81.423 | ||
| 762 | 2011.03.18 11:51 | modify | 253 | 0.10 | 81.323 | 81.373 | 81.423 | ||
| 763 | 2011.03.18 11:53 | s/l | 253 | 0.10 | 81.373 | 81.373 | 81.423 | 6.14 | 11236.87 |
| 764 | 2011.03.18 12:05 | buy | 254 | 0.10 | 81.314 | 76.314 | 81.414 | ||
| 765 | 2011.03.18 12:06 | modify | 254 | 0.10 | 81.314 | 81.364 | 81.414 | ||
| 766 | 2011.03.18 12:06 | t/p | 254 | 0.10 | 81.414 | 81.364 | 81.414 | 12.29 | 11249.16 |
| 767 | 2011.03.18 16:05 | buy | 255 | 0.10 | 81.164 | 76.164 | 81.264 | ||
| 768 | 2011.03.18 16:26 | modify | 255 | 0.10 | 81.164 | 81.214 | 81.264 | ||
| 769 | 2011.03.18 16:26 | s/l | 255 | 0.10 | 81.214 | 81.214 | 81.264 | 6.16 | 11255.32 |
| 770 | 2011.03.21 15:30 | buy | 256 | 0.10 | 81.083 | 76.083 | 81.183 | ||
| 771 | 2011.03.21 16:31 | modify | 256 | 0.10 | 81.083 | 81.133 | 81.183 | ||
| 772 | 2011.03.21 16:31 | t/p | 256 | 0.10 | 81.183 | 81.133 | 81.183 | 12.31 | 11267.63 |
| 773 | 2011.03.30 01:25 | buy | 257 | 0.10 | 82.419 | 77.419 | 82.519 | ||
| 774 | 2011.03.30 02:50 | modify | 257 | 0.10 | 82.419 | 82.469 | 82.519 | ||
| 775 | 2011.03.30 02:57 | s/l | 257 | 0.10 | 82.469 | 82.469 | 82.519 | 6.06 | 11273.69 |
| 776 | 2011.03.30 15:20 | buy | 258 | 0.10 | 82.956 | 77.956 | 83.056 | ||
| 777 | 2011.03.30 15:24 | modify | 258 | 0.10 | 82.956 | 83.006 | 83.056 | ||
| 778 | 2011.03.30 15:24 | s/l | 258 | 0.10 | 83.006 | 83.006 | 83.056 | 6.02 | 11279.71 |
| 779 | 2011.03.30 19:35 | buy | 259 | 0.10 | 82.863 | 77.863 | 82.963 | ||
| 780 | 2011.03.30 22:17 | modify | 259 | 0.10 | 82.863 | 82.913 | 82.963 | ||
| 781 | 2011.03.30 22:17 | s/l | 259 | 0.10 | 82.913 | 82.913 | 82.963 | 6.03 | 11285.74 |
| 782 | 2011.04.01 09:15 | buy | 260 | 0.10 | 83.425 | 78.425 | 83.525 | ||
| 783 | 2011.04.01 09:21 | modify | 260 | 0.10 | 83.425 | 83.475 | 83.525 | ||
| 784 | 2011.04.01 09:21 | s/l | 260 | 0.10 | 83.475 | 83.475 | 83.525 | 5.99 | 11291.73 |
| 785 | 2011.04.06 10:45 | buy | 261 | 0.10 | 85.151 | 80.151 | 85.251 | ||
| 786 | 2011.04.06 11:37 | buy | 262 | 0.20 | 84.950 | 79.950 | 85.050 | ||
| 787 | 2011.04.06 11:37 | modify | 262 | 0.20 | 84.950 | 79.950 | 85.017 | ||
| 788 | 2011.04.06 11:37 | modify | 261 | 0.10 | 85.151 | 80.151 | 85.017 | ||
| 789 | 2011.04.06 11:41 | t/p | 261 | 0.10 | 85.017 | 80.151 | 85.017 | -15.76 | 11275.97 |
| 790 | 2011.04.06 11:41 | t/p | 262 | 0.20 | 85.017 | 79.950 | 85.017 | 15.76 | 11291.73 |
| 791 | 2011.04.06 11:50 | buy | 263 | 0.10 | 84.962 | 79.962 | 85.062 | ||
| 792 | 2011.04.06 12:03 | modify | 263 | 0.10 | 84.962 | 85.012 | 85.062 | ||
| 793 | 2011.04.06 12:03 | s/l | 263 | 0.10 | 85.012 | 85.012 | 85.062 | 5.88 | 11297.61 |
| 794 | 2011.04.07 01:15 | buy | 264 | 0.10 | 85.358 | 80.358 | 85.458 | ||
| 795 | 2011.04.07 02:21 | modify | 264 | 0.10 | 85.358 | 85.408 | 85.458 | ||
| 796 | 2011.04.07 02:21 | s/l | 264 | 0.10 | 85.408 | 85.408 | 85.458 | 5.86 | 11303.47 |
| 797 | 2011.04.12 10:15 | sell | 265 | 0.10 | 84.132 | 89.132 | 84.032 | ||
| 798 | 2011.04.12 10:38 | sell | 266 | 0.20 | 84.334 | 89.334 | 84.234 | ||
| 799 | 2011.04.12 10:38 | modify | 266 | 0.20 | 84.334 | 89.334 | 84.267 | ||
| 800 | 2011.04.12 10:38 | modify | 265 | 0.10 | 84.132 | 89.132 | 84.267 | ||
| 801 | 2011.04.12 11:56 | t/p | 265 | 0.10 | 84.267 | 89.132 | 84.267 | -16.02 | 11287.45 |
| 802 | 2011.04.12 11:56 | t/p | 266 | 0.20 | 84.267 | 89.334 | 84.267 | 15.90 | 11303.35 |
| 803 | 2011.04.13 01:30 | sell | 267 | 0.10 | 83.738 | 88.738 | 83.638 | ||
| 804 | 2011.04.13 01:32 | modify | 267 | 0.10 | 83.738 | 83.688 | 83.638 | ||
| 805 | 2011.04.13 01:32 | s/l | 267 | 0.10 | 83.688 | 83.688 | 83.638 | 5.97 | 11309.32 |
| 806 | 2011.04.13 03:10 | sell | 268 | 0.10 | 83.856 | 88.856 | 83.756 | ||
| 807 | 2011.04.13 03:41 | sell | 269 | 0.20 | 84.058 | 89.058 | 83.958 | ||
| 808 | 2011.04.13 03:41 | modify | 269 | 0.20 | 84.058 | 89.058 | 83.991 | ||
| 809 | 2011.04.13 03:41 | modify | 268 | 0.10 | 83.856 | 88.856 | 83.991 | ||
| 810 | 2011.04.13 03:55 | t/p | 268 | 0.10 | 83.991 | 88.856 | 83.991 | -16.07 | 11293.25 |
| 811 | 2011.04.13 03:55 | t/p | 269 | 0.20 | 83.991 | 89.058 | 83.991 | 15.95 | 11309.20 |
| 812 | 2011.04.13 07:30 | sell | 270 | 0.10 | 84.070 | 89.070 | 83.970 | ||
| 813 | 2011.04.13 07:34 | modify | 270 | 0.10 | 84.070 | 84.020 | 83.970 | ||
| 814 | 2011.04.13 07:34 | s/l | 270 | 0.10 | 84.020 | 84.020 | 83.970 | 5.95 | 11315.15 |
| 815 | 2011.04.13 08:05 | sell | 271 | 0.10 | 84.130 | 89.130 | 84.030 | ||
| 816 | 2011.04.13 08:22 | modify | 271 | 0.10 | 84.130 | 84.080 | 84.030 | ||
| 817 | 2011.04.13 08:28 | s/l | 271 | 0.10 | 84.080 | 84.080 | 84.030 | 5.95 | 11321.10 |
| 818 | 2011.04.14 19:30 | sell | 272 | 0.10 | 83.376 | 88.376 | 83.276 | ||
| 819 | 2011.04.14 20:59 | modify | 272 | 0.10 | 83.376 | 83.326 | 83.276 | ||
| 820 | 2011.04.14 21:00 | t/p | 272 | 0.10 | 83.276 | 83.326 | 83.276 | 12.01 | 11333.11 |
| 821 | 2011.04.15 00:40 | sell | 273 | 0.10 | 83.520 | 88.520 | 83.420 | ||
| 822 | 2011.04.15 02:26 | sell | 274 | 0.20 | 83.723 | 88.723 | 83.623 | ||
| 823 | 2011.04.15 02:26 | modify | 274 | 0.20 | 83.723 | 88.723 | 83.655 | ||
| 824 | 2011.04.15 02:26 | modify | 273 | 0.10 | 83.520 | 88.520 | 83.655 | ||
| 825 | 2011.04.15 02:45 | t/p | 273 | 0.10 | 83.655 | 88.520 | 83.655 | -16.14 | 11316.97 |
| 826 | 2011.04.15 02:45 | t/p | 274 | 0.20 | 83.655 | 88.723 | 83.655 | 16.26 | 11333.23 |
| 827 | 2011.04.18 21:20 | sell | 275 | 0.10 | 82.542 | 87.542 | 82.442 | ||
| 828 | 2011.04.19 00:45 | modify | 275 | 0.10 | 82.542 | 82.492 | 82.442 | ||
| 829 | 2011.04.19 00:45 | s/l | 275 | 0.10 | 82.492 | 82.492 | 82.442 | 6.06 | 11339.29 |
| 830 | 2011.04.19 12:40 | sell | 276 | 0.10 | 82.590 | 87.590 | 82.490 | ||
| 831 | 2011.04.19 13:19 | modify | 276 | 0.10 | 82.590 | 82.540 | 82.490 | ||
| 832 | 2011.04.19 13:19 | s/l | 276 | 0.10 | 82.540 | 82.540 | 82.490 | 6.06 | 11345.35 |
| 833 | 2011.04.21 21:05 | sell | 277 | 0.10 | 81.840 | 86.840 | 81.740 | ||
| 834 | 2011.04.21 21:49 | modify | 277 | 0.10 | 81.840 | 81.790 | 81.740 | ||
| 835 | 2011.04.21 21:50 | s/l | 277 | 0.10 | 81.790 | 81.790 | 81.740 | 6.11 | 11351.46 |
| 836 | 2011.04.22 01:15 | sell | 278 | 0.10 | 81.926 | 86.926 | 81.826 | ||
| 837 | 2011.04.22 01:26 | modify | 278 | 0.10 | 81.926 | 81.876 | 81.826 | ||
| 838 | 2011.04.22 01:26 | s/l | 278 | 0.10 | 81.876 | 81.876 | 81.826 | 6.10 | 11357.56 |
| 839 | 2011.04.29 01:10 | sell | 279 | 0.10 | 81.592 | 86.592 | 81.492 | ||
| 840 | 2011.04.29 01:54 | modify | 279 | 0.10 | 81.592 | 81.542 | 81.492 | ||
| 841 | 2011.04.29 02:01 | s/l | 279 | 0.10 | 81.542 | 81.542 | 81.492 | 6.13 | 11363.69 |
| 842 | 2011.05.03 17:10 | sell | 280 | 0.10 | 80.902 | 85.902 | 80.802 | ||
| 843 | 2011.05.03 17:15 | modify | 280 | 0.10 | 80.902 | 80.852 | 80.802 | ||
| 844 | 2011.05.03 17:15 | s/l | 280 | 0.10 | 80.852 | 80.852 | 80.802 | 6.18 | 11369.87 |
| 845 | 2011.05.03 18:50 | sell | 281 | 0.10 | 80.980 | 85.980 | 80.880 | ||
| 846 | 2011.05.03 19:35 | modify | 281 | 0.10 | 80.980 | 80.930 | 80.880 | ||
| 847 | 2011.05.03 19:36 | s/l | 281 | 0.10 | 80.930 | 80.930 | 80.880 | 6.18 | 11376.05 |
| 848 | 2011.05.05 17:05 | sell | 282 | 0.10 | 80.028 | 85.028 | 79.928 | ||
| 849 | 2011.05.05 17:09 | modify | 282 | 0.10 | 80.028 | 79.978 | 79.928 | ||
| 850 | 2011.05.05 17:15 | t/p | 282 | 0.10 | 79.928 | 79.978 | 79.928 | 12.51 | 11388.56 |
| 851 | 2011.05.05 19:05 | sell | 283 | 0.10 | 80.161 | 85.161 | 80.061 | ||
| 852 | 2011.05.05 19:34 | modify | 283 | 0.10 | 80.161 | 80.111 | 80.061 | ||
| 853 | 2011.05.05 19:34 | s/l | 283 | 0.10 | 80.111 | 80.111 | 80.061 | 6.24 | 11394.80 |
| 854 | 2011.05.05 20:30 | sell | 284 | 0.10 | 80.322 | 85.322 | 80.222 | ||
| 855 | 2011.05.05 20:42 | modify | 284 | 0.10 | 80.322 | 80.272 | 80.222 | ||
| 856 | 2011.05.05 20:43 | s/l | 284 | 0.10 | 80.272 | 80.272 | 80.222 | 6.23 | 11401.03 |
| 857 | 2011.05.17 16:10 | buy | 285 | 0.10 | 81.443 | 76.443 | 81.543 | ||
| 858 | 2011.05.17 20:40 | modify | 285 | 0.10 | 81.443 | 81.493 | 81.543 | ||
| 859 | 2011.05.17 20:41 | t/p | 285 | 0.10 | 81.543 | 81.493 | 81.543 | 12.26 | 11413.29 |
| 860 | 2011.05.18 05:10 | buy | 286 | 0.10 | 81.292 | 76.292 | 81.392 | ||
| 861 | 2011.05.18 06:46 | buy | 287 | 0.20 | 81.091 | 76.091 | 81.191 | ||
| 862 | 2011.05.18 06:46 | modify | 287 | 0.20 | 81.091 | 76.091 | 81.158 | ||
| 863 | 2011.05.18 06:46 | modify | 286 | 0.10 | 81.292 | 76.292 | 81.158 | ||
| 864 | 2011.05.18 09:12 | t/p | 286 | 0.10 | 81.158 | 76.292 | 81.158 | -16.51 | 11396.78 |
| 865 | 2011.05.18 09:12 | t/p | 287 | 0.20 | 81.158 | 76.091 | 81.158 | 16.51 | 11413.29 |
| 866 | 2011.05.19 04:20 | buy | 288 | 0.10 | 81.570 | 76.570 | 81.670 | ||
| 867 | 2011.05.19 08:23 | modify | 288 | 0.10 | 81.570 | 81.620 | 81.670 | ||
| 868 | 2011.05.19 08:23 | s/l | 288 | 0.10 | 81.620 | 81.620 | 81.670 | 6.12 | 11419.41 |
| 869 | 2011.05.19 18:10 | buy | 289 | 0.10 | 81.688 | 76.688 | 81.788 | ||
| 870 | 2011.05.19 18:31 | modify | 289 | 0.10 | 81.688 | 81.738 | 81.788 | ||
| 871 | 2011.05.19 18:31 | s/l | 289 | 0.10 | 81.738 | 81.738 | 81.788 | 6.12 | 11425.53 |
| 872 | 2011.05.19 21:10 | buy | 290 | 0.10 | 81.627 | 76.627 | 81.727 | ||
| 873 | 2011.05.20 01:12 | modify | 290 | 0.10 | 81.627 | 81.677 | 81.727 | ||
| 874 | 2011.05.20 01:12 | s/l | 290 | 0.10 | 81.677 | 81.677 | 81.727 | 6.12 | 11431.65 |
| 875 | 2011.05.27 17:00 | sell | 291 | 0.10 | 81.267 | 86.267 | 81.167 | ||
| 876 | 2011.05.27 17:01 | modify | 291 | 0.10 | 81.267 | 81.217 | 81.167 | ||
| 877 | 2011.05.27 17:01 | t/p | 291 | 0.10 | 81.167 | 81.217 | 81.167 | 12.32 | 11443.97 |
| 878 | 2011.05.31 17:05 | buy | 292 | 0.10 | 81.343 | 76.343 | 81.443 | ||
| 879 | 2011.05.31 20:29 | modify | 292 | 0.10 | 81.343 | 81.393 | 81.443 | ||
| 880 | 2011.05.31 20:31 | s/l | 292 | 0.10 | 81.393 | 81.393 | 81.443 | 6.14 | 11450.11 |
| 881 | 2011.06.01 01:55 | buy | 293 | 0.10 | 81.419 | 76.419 | 81.519 | ||
| 882 | 2011.06.01 02:05 | modify | 293 | 0.10 | 81.419 | 81.469 | 81.519 | ||
| 883 | 2011.06.01 02:05 | s/l | 293 | 0.10 | 81.469 | 81.469 | 81.519 | 6.14 | 11456.25 |
| 884 | 2011.06.01 02:35 | buy | 294 | 0.10 | 81.369 | 76.369 | 81.469 | ||
| 885 | 2011.06.01 03:55 | modify | 294 | 0.10 | 81.369 | 81.419 | 81.469 | ||
| 886 | 2011.06.01 03:55 | s/l | 294 | 0.10 | 81.419 | 81.419 | 81.469 | 6.14 | 11462.39 |
| 887 | 2011.06.01 06:20 | buy | 295 | 0.10 | 81.201 | 76.201 | 81.301 | ||
| 888 | 2011.06.01 08:00 | modify | 295 | 0.10 | 81.201 | 81.251 | 81.301 | ||
| 889 | 2011.06.01 08:04 | s/l | 295 | 0.10 | 81.251 | 81.251 | 81.301 | 6.15 | 11468.54 |
| 890 | 2011.06.01 20:15 | sell | 296 | 0.10 | 80.916 | 85.916 | 80.816 | ||
| 891 | 2011.06.01 21:37 | modify | 296 | 0.10 | 80.916 | 80.866 | 80.816 | ||
| 892 | 2011.06.01 21:37 | s/l | 296 | 0.10 | 80.866 | 80.866 | 80.816 | 6.18 | 11474.72 |
| 893 | 2011.06.02 03:10 | sell | 297 | 0.10 | 81.021 | 86.021 | 80.921 | ||
| 894 | 2011.06.02 04:11 | sell | 298 | 0.20 | 81.222 | 86.222 | 81.122 | ||
| 895 | 2011.06.02 04:11 | modify | 298 | 0.20 | 81.222 | 86.222 | 81.155 | ||
| 896 | 2011.06.02 04:11 | modify | 297 | 0.10 | 81.021 | 86.021 | 81.155 | ||
| 897 | 2011.06.02 04:48 | t/p | 297 | 0.10 | 81.155 | 86.021 | 81.155 | -16.51 | 11458.21 |
| 898 | 2011.06.02 04:48 | t/p | 298 | 0.20 | 81.155 | 86.222 | 81.155 | 16.51 | 11474.72 |
| 899 | 2011.06.06 03:15 | sell | 299 | 0.10 | 80.328 | 85.328 | 80.228 | ||
| 900 | 2011.06.06 03:39 | modify | 299 | 0.10 | 80.328 | 80.278 | 80.228 | ||