Strategy Tester: SmartBear

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7ページ目次へ

#	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
901	2011.06.06 03:39	s/l	299	0.10	80.278	80.278	80.228	6.23	11480.95
902	2011.07.11 03:50	sell	300	0.10	80.725	85.725	80.625
903	2011.07.11 03:55	modify	300	0.10	80.725	80.675	80.625
904	2011.07.11 03:55	s/l	300	0.10	80.675	80.675	80.625	6.20	11487.15
905	2011.07.11 05:35	sell	301	0.10	80.748	85.748	80.648
906	2011.07.11 13:48	modify	301	0.10	80.748	80.698	80.648
907	2011.07.11 13:50	s/l	301	0.10	80.698	80.698	80.648	6.20	11493.35
908	2011.07.12 08:40	sell	302	0.10	80.155	85.155	80.055
909	2011.07.12 09:00	modify	302	0.10	80.155	80.105	80.055
910	2011.07.12 09:00	s/l	302	0.10	80.105	80.105	80.055	6.24	11499.59
911	2011.08.04 16:20	buy	303	0.10	79.367	74.367	79.467
912	2011.08.04 16:20	modify	303	0.10	79.367	79.417	79.467
913	2011.08.04 16:20	s/l	303	0.10	79.417	79.417	79.467	6.30	11505.89
914	2011.08.04 16:25	buy	304	0.10	79.322	74.322	79.422
915	2011.08.04 16:37	buy	305	0.20	79.121	74.121	79.221
916	2011.08.04 16:37	modify	305	0.20	79.121	74.121	79.188
917	2011.08.04 16:37	modify	304	0.10	79.322	74.322	79.188
918	2011.08.04 19:58	buy	306	0.40	78.716	73.716	78.816
919	2011.08.04 19:58	modify	306	0.40	78.716	73.716	78.866
920	2011.08.04 19:58	modify	305	0.20	79.121	74.121	78.866
921	2011.08.04 19:58	modify	304	0.10	79.322	74.322	78.866
922	2011.08.04 21:22	t/p	304	0.10	78.866	74.322	78.866	-57.82	11448.07
923	2011.08.04 21:22	t/p	305	0.20	78.866	74.121	78.866	-64.67	11383.40
924	2011.08.04 21:22	t/p	306	0.40	78.866	73.716	78.866	76.08	11459.48
925	2011.08.05 03:20	buy	307	0.10	78.835	73.835	78.935
926	2011.08.05 03:40	modify	307	0.10	78.835	78.885	78.935
927	2011.08.05 03:40	s/l	307	0.10	78.885	78.885	78.935	6.34	11465.82
928	2011.08.05 07:25	buy	308	0.10	78.468	73.468	78.568
929	2011.08.05 07:35	modify	308	0.10	78.468	78.518	78.568
930	2011.08.05 07:35	s/l	308	0.10	78.518	78.518	78.568	6.37	11472.19
931	2011.08.26 01:20	buy	309	0.10	77.376	72.376	77.476
932	2011.08.26 01:44	modify	309	0.10	77.376	77.426	77.476
933	2011.08.26 01:44	s/l	309	0.10	77.426	77.426	77.476	6.46	11478.65
934	2011.08.26 02:35	buy	310	0.10	77.335	72.335	77.435
935	2011.08.26 02:52	modify	310	0.10	77.335	77.385	77.435
936	2011.08.26 02:52	s/l	310	0.10	77.385	77.385	77.435	6.46	11485.11
937	2011.08.26 04:30	buy	311	0.10	77.306	72.306	77.406
938	2011.08.26 09:38	buy	312	0.20	77.105	72.105	77.205
939	2011.08.26 09:38	modify	312	0.20	77.105	72.105	77.172
940	2011.08.26 09:38	modify	311	0.10	77.306	72.306	77.172
941	2011.08.26 14:46	buy	313	0.40	76.701	71.701	76.801
942	2011.08.26 14:46	modify	313	0.40	76.701	71.701	76.851
943	2011.08.26 14:46	modify	312	0.20	77.105	72.105	76.851
944	2011.08.26 14:46	modify	311	0.10	77.306	72.306	76.851
945	2011.08.26 17:20	t/p	311	0.10	76.851	72.306	76.851	-59.21	11425.90
946	2011.08.26 17:20	t/p	312	0.20	76.851	72.105	76.851	-66.10	11359.80
947	2011.08.26 17:20	t/p	313	0.40	76.851	71.701	76.851	78.07	11437.87
948	2011.09.07 00:50	buy	314	0.10	77.559	72.559	77.659
949	2011.09.07 01:05	modify	314	0.10	77.559	77.609	77.659
950	2011.09.07 01:05	s/l	314	0.10	77.609	77.609	77.659	6.44	11444.31
951	2011.09.07 03:10	buy	315	0.10	77.476	72.476	77.576
952	2011.09.07 06:21	buy	316	0.20	77.274	72.274	77.374
953	2011.09.07 06:21	modify	316	0.20	77.274	72.274	77.341
954	2011.09.07 06:21	modify	315	0.10	77.476	72.476	77.341
955	2011.09.07 10:15	t/p	315	0.10	77.341	72.476	77.341	-17.46	11426.85
956	2011.09.07 10:15	t/p	316	0.20	77.341	72.274	77.341	17.33	11444.18
957	2011.09.07 11:10	buy	317	0.10	77.146	72.146	77.246
958	2011.09.07 11:15	modify	317	0.10	77.146	77.196	77.246
959	2011.09.07 11:15	s/l	317	0.10	77.196	77.196	77.246	6.48	11450.66
960	2011.10.13 01:55	buy	318	0.10	77.173	72.173	77.273
961	2011.10.13 11:54	buy	319	0.20	76.969	71.969	77.069
962	2011.10.13 11:54	modify	319	0.20	76.969	71.969	77.037
963	2011.10.13 11:54	modify	318	0.10	77.173	72.173	77.037
964	2011.10.14 12:35	t/p	318	0.10	77.037	72.173	77.037	-17.65	11433.01
965	2011.10.14 12:35	t/p	319	0.20	77.037	71.969	77.037	17.65	11450.66
966	2011.11.28 00:05	buy	320	0.10	77.544	72.544	77.644
967	2011.11.28 00:08	modify	320	0.10	77.544	77.594	77.644
968	2011.11.28 00:09	s/l	320	0.10	77.594	77.594	77.644	6.44	11457.10
969	2011.11.28 00:20	buy	321	0.10	77.561	72.561	77.661
970	2011.11.28 01:19	modify	321	0.10	77.561	77.611	77.661
971	2011.11.28 01:20	s/l	321	0.10	77.611	77.611	77.661	6.44	11463.54
972	2011.11.29 06:05	buy	322	0.10	78.090	73.090	78.190
973	2011.11.29 08:29	buy	323	0.20	77.888	72.888	77.988
974	2011.11.29 08:29	modify	323	0.20	77.888	72.888	77.955
975	2011.11.29 08:29	modify	322	0.10	78.090	73.090	77.955
976	2011.11.29 08:31	t/p	322	0.10	77.955	73.090	77.955	-17.32	11446.22
977	2011.11.29 08:31	t/p	323	0.20	77.955	72.888	77.955	17.19	11463.41
978	2012.01.25 00:00	buy	324	0.10	77.665	72.665	77.765
979	2012.01.25 02:09	modify	324	0.10	77.665	77.715	77.765
980	2012.01.25 02:09	s/l	324	0.10	77.715	77.715	77.765	6.43	11469.84
981	2012.01.25 06:55	buy	325	0.10	77.864	72.864	77.964
982	2012.01.25 07:38	modify	325	0.10	77.864	77.914	77.964
983	2012.01.25 07:38	s/l	325	0.10	77.914	77.914	77.964	6.42	11476.26
984	2012.02.10 10:25	buy	326	0.10	77.589	72.589	77.689
985	2012.02.10 11:18	modify	326	0.10	77.589	77.639	77.689
986	2012.02.10 11:18	s/l	326	0.10	77.639	77.639	77.689	6.44	11482.70
987	2012.02.15 08:00	buy	327	0.10	78.430	73.430	78.530
988	2012.02.15 08:05	modify	327	0.10	78.430	78.480	78.530
989	2012.02.15 08:05	s/l	327	0.10	78.480	78.480	78.530	6.37	11489.07
990	2012.02.17 01:35	buy	328	0.10	78.823	73.823	78.923
991	2012.02.17 02:08	modify	328	0.10	78.823	78.873	78.923
992	2012.02.17 02:08	s/l	328	0.10	78.873	78.873	78.923	6.34	11495.41
993	2012.02.17 10:50	buy	329	0.10	78.983	73.983	79.083
994	2012.02.17 10:54	modify	329	0.10	78.983	79.033	79.083
995	2012.02.17 10:54	s/l	329	0.10	79.033	79.033	79.083	6.33	11501.74
996	2012.02.20 04:30	buy	330	0.10	79.457	74.457	79.557
997	2012.02.20 05:19	modify	330	0.10	79.457	79.507	79.557
998	2012.02.20 05:19	s/l	330	0.10	79.507	79.507	79.557	6.29	11508.03
999	2012.02.22 22:00	buy	331	0.10	80.219	75.219	80.319
1000	2012.02.22 22:39	modify	331	0.10	80.219	80.269	80.319
1001	2012.02.22 22:40	s/l	331	0.10	80.269	80.269	80.319	6.23	11514.26
1002	2012.02.27 02:35	buy	332	0.10	81.106	76.106	81.206
1003	2012.02.27 02:36	modify	332	0.10	81.106	81.156	81.206
1004	2012.02.27 02:36	s/l	332	0.10	81.156	81.156	81.206	6.16	11520.42
1005	2012.02.27 04:30	buy	333	0.10	81.008	76.008	81.108
1006	2012.02.27 04:32	modify	333	0.10	81.008	81.058	81.108
1007	2012.02.27 04:36	s/l	333	0.10	81.058	81.058	81.108	6.17	11526.59
1008	2012.03.01 06:20	buy	334	0.10	80.970	75.970	81.070
1009	2012.03.01 06:59	modify	334	0.10	80.970	81.020	81.070
1010	2012.03.01 06:59	s/l	334	0.10	81.020	81.020	81.070	6.17	11532.76
1011	2012.03.01 21:55	buy	335	0.10	81.051	76.051	81.151
1012	2012.03.01 22:20	modify	335	0.10	81.051	81.101	81.151
1013	2012.03.01 22:22	s/l	335	0.10	81.101	81.101	81.151	6.17	11538.93
1014	2012.03.06 21:15	sell	336	0.10	80.774	85.774	80.674
1015	2012.03.06 21:47	modify	336	0.10	80.774	80.724	80.674
1016	2012.03.06 21:47	s/l	336	0.10	80.724	80.724	80.674	6.19	11545.12
1017	2012.03.07 03:15	sell	337	0.10	80.832	85.832	80.732
1018	2012.03.07 03:19	modify	337	0.10	80.832	80.782	80.732
1019	2012.03.07 03:20	s/l	337	0.10	80.782	80.782	80.732	6.19	11551.31
1020	2012.03.07 03:35	sell	338	0.10	80.899	85.899	80.799
1021	2012.03.07 03:49	modify	338	0.10	80.899	80.849	80.799
1022	2012.03.07 03:49	s/l	338	0.10	80.849	80.849	80.799	6.18	11557.49
1023	2012.03.07 10:15	sell	339	0.10	80.833	85.833	80.733
1024	2012.03.07 10:28	modify	339	0.10	80.833	80.783	80.733
1025	2012.03.07 10:28	s/l	339	0.10	80.783	80.783	80.733	6.19	11563.68
1026	2012.03.09 22:30	buy	340	0.10	82.388	77.388	82.488
1027	2012.03.09 23:01	t/p	340	0.10	82.488	77.388	82.488	12.12	11575.80
1028	2012.03.12 03:35	buy	341	0.10	82.290	77.290	82.390
1029	2012.03.12 07:18	modify	341	0.10	82.290	82.340	82.390
1030	2012.03.12 07:42	s/l	341	0.10	82.340	82.340	82.390	6.07	11581.87
1031	2012.03.15 09:35	buy	342	0.10	83.787	78.787	83.887
1032	2012.03.15 09:41	modify	342	0.10	83.787	83.837	83.887
1033	2012.03.15 09:41	s/l	342	0.10	83.837	83.837	83.887	5.96	11587.83
1034	2012.03.15 09:45	buy	343	0.10	83.790	78.790	83.890
1035	2012.03.15 09:50	modify	343	0.10	83.790	83.840	83.890
1036	2012.03.15 09:50	s/l	343	0.10	83.840	83.840	83.890	5.96	11593.79
1037	2012.03.15 10:20	buy	344	0.10	83.674	78.674	83.774
1038	2012.03.15 10:39	modify	344	0.10	83.674	83.724	83.774
1039	2012.03.15 10:39	s/l	344	0.10	83.724	83.724	83.774	5.97	11599.76
1040	2012.03.22 08:35	sell	345	0.10	83.360	88.360	83.260
1041	2012.03.22 09:10	modify	345	0.10	83.360	83.310	83.260
1042	2012.03.22 09:10	s/l	345	0.10	83.310	83.310	83.260	6.00	11605.76
1043	2012.03.22 15:40	sell	346	0.10	83.152	88.152	83.052
1044	2012.03.22 15:42	modify	346	0.10	83.152	83.102	83.052
1045	2012.03.22 15:42	s/l	346	0.10	83.102	83.102	83.052	6.02	11611.78
1046	2012.03.23 03:30	sell	347	0.10	82.688	87.688	82.588
1047	2012.03.23 03:49	modify	347	0.10	82.688	82.638	82.588
1048	2012.03.23 03:49	s/l	347	0.10	82.638	82.638	82.588	6.05	11617.83
1049	2012.03.23 05:25	sell	348	0.10	82.890	87.890	82.790
1050	2012.03.23 06:06	modify	348	0.10	82.890	82.840	82.790

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