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8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
1051	2012.03.23 06:07	s/l	348	0.10	82.840	82.840	82.790	6.04	11623.87
1052	2012.03.29 15:25	sell	349	0.10	82.373	87.373	82.273
1053	2012.03.29 15:30	modify	349	0.10	82.373	82.323	82.273
1054	2012.03.29 15:30	s/l	349	0.10	82.323	82.323	82.273	6.07	11629.94
1055	2012.03.29 18:10	sell	350	0.10	82.347	87.347	82.247
1056	2012.03.29 18:28	modify	350	0.10	82.347	82.297	82.247
1057	2012.03.29 18:28	s/l	350	0.10	82.297	82.297	82.247	6.08	11636.02
1058	2012.04.03 08:25	sell	351	0.10	82.045	87.045	81.945
1059	2012.04.03 09:00	modify	351	0.10	82.045	81.995	81.945
1060	2012.04.03 09:00	s/l	351	0.10	81.995	81.995	81.945	6.10	11642.12
1061	2012.04.03 14:35	sell	352	0.10	82.144	87.144	82.044
1062	2012.04.03 14:44	modify	352	0.10	82.144	82.094	82.044
1063	2012.04.03 14:44	s/l	352	0.10	82.094	82.094	82.044	6.09	11648.21
1064	2012.04.11 02:30	sell	353	0.10	80.779	85.779	80.679
1065	2012.04.11 02:50	modify	353	0.10	80.779	80.729	80.679
1066	2012.04.11 02:54	s/l	353	0.10	80.729	80.729	80.679	6.19	11654.40
1067	2012.04.11 08:00	sell	354	0.10	80.817	85.817	80.717
1068	2012.04.11 10:00	modify	354	0.10	80.817	80.767	80.717
1069	2012.04.11 10:01	s/l	354	0.10	80.767	80.767	80.717	6.19	11660.59
1070	2012.04.11 12:50	sell	355	0.10	80.864	85.864	80.764
1071	2012.04.11 13:02	modify	355	0.10	80.864	80.814	80.764
1072	2012.04.11 13:02	s/l	355	0.10	80.814	80.814	80.764	6.19	11666.78
1073	2012.04.17 03:50	sell	356	0.10	80.493	85.493	80.393
1074	2012.04.17 04:32	modify	356	0.10	80.493	80.443	80.393
1075	2012.04.17 04:32	s/l	356	0.10	80.443	80.443	80.393	6.21	11672.99
1076	2012.04.26 21:10	sell	357	0.10	80.962	85.962	80.862
1077	2012.04.27 03:39	sell	358	0.20	81.163	86.163	81.063
1078	2012.04.27 03:39	modify	358	0.20	81.163	86.163	81.096
1079	2012.04.27 03:39	modify	357	0.10	80.962	85.962	81.096
1080	2012.04.27 03:57	t/p	357	0.10	81.096	85.962	81.096	-16.52	11656.47
1081	2012.04.27 03:57	t/p	358	0.20	81.096	86.163	81.096	16.52	11672.99
1082	2012.05.22 22:45	buy	359	0.10	79.916	74.916	80.016
1083	2012.05.22 22:58	modify	359	0.10	79.916	79.966	80.016
1084	2012.05.22 22:58	s/l	359	0.10	79.966	79.966	80.016	6.25	11679.24
1085	2012.05.23 05:40	buy	360	0.10	79.681	74.681	79.781
1086	2012.05.23 05:41	modify	360	0.10	79.681	79.731	79.781
1087	2012.05.23 05:42	s/l	360	0.10	79.731	79.731	79.781	6.28	11685.52
1088	2012.05.23 05:45	buy	361	0.10	79.679	74.679	79.779
1089	2012.05.23 09:02	buy	362	0.20	79.477	74.477	79.577
1090	2012.05.23 09:02	modify	362	0.20	79.477	74.477	79.544
1091	2012.05.23 09:02	modify	361	0.10	79.679	74.679	79.544
1092	2012.05.23 09:43	t/p	361	0.10	79.544	74.679	79.544	-16.97	11668.55
1093	2012.05.23 09:43	t/p	362	0.20	79.544	74.477	79.544	16.85	11685.40
1094	2012.06.06 03:10	buy	363	0.10	78.655	73.655	78.755
1095	2012.06.06 04:49	modify	363	0.10	78.655	78.705	78.755
1096	2012.06.06 04:49	s/l	363	0.10	78.705	78.705	78.755	6.35	11691.75
1097	2012.06.06 15:40	buy	364	0.10	78.969	73.969	79.069
1098	2012.06.06 15:42	modify	364	0.10	78.969	79.019	79.069
1099	2012.06.06 15:42	s/l	364	0.10	79.019	79.019	79.069	6.33	11698.08
1100	2012.06.22 00:55	buy	365	0.10	80.204	75.204	80.304
1101	2012.06.22 01:07	modify	365	0.10	80.204	80.254	80.304
1102	2012.06.22 01:07	s/l	365	0.10	80.254	80.254	80.304	6.23	11704.31
1103	2012.06.22 02:30	buy	366	0.10	80.155	75.155	80.255
1104	2012.06.22 05:34	modify	366	0.10	80.155	80.205	80.255
1105	2012.06.22 05:34	s/l	366	0.10	80.205	80.205	80.255	6.23	11710.54
1106	2012.06.22 10:40	buy	367	0.10	80.291	75.291	80.391
1107	2012.06.22 10:47	modify	367	0.10	80.291	80.341	80.391
1108	2012.06.22 11:01	t/p	367	0.10	80.391	80.341	80.391	12.44	11722.98
1109	2012.06.22 12:35	buy	368	0.10	80.251	75.251	80.351
1110	2012.06.22 13:15	modify	368	0.10	80.251	80.301	80.351
1111	2012.06.22 13:15	s/l	368	0.10	80.301	80.301	80.351	6.23	11729.21
1112	2012.09.06 20:25	buy	369	0.10	78.881	73.881	78.981
1113	2012.09.07 00:54	modify	369	0.10	78.881	78.931	78.981
1114	2012.09.07 00:54	s/l	369	0.10	78.931	78.931	78.981	6.33	11735.54
1115	2012.09.17 04:20	buy	370	0.10	78.273	73.273	78.373
1116	2012.09.17 08:20	modify	370	0.10	78.273	78.323	78.373
1117	2012.09.17 08:20	s/l	370	0.10	78.323	78.323	78.373	6.38	11741.92
1118	2012.09.18 03:10	buy	371	0.10	78.632	73.632	78.732
1119	2012.09.18 08:38	modify	371	0.10	78.632	78.682	78.732
1120	2012.09.18 08:39	s/l	371	0.10	78.682	78.682	78.732	6.36	11748.28
1121	2012.10.23 04:10	buy	372	0.10	79.875	74.875	79.975
1122	2012.10.23 08:20	modify	372	0.10	79.875	79.925	79.975
1123	2012.10.23 08:20	s/l	372	0.10	79.925	79.925	79.975	6.26	11754.54
1124	2012.11.15 01:00	buy	373	0.10	80.169	75.169	80.269
1125	2012.11.15 01:48	modify	373	0.10	80.169	80.219	80.269
1126	2012.11.15 01:49	s/l	373	0.10	80.219	80.219	80.269	6.23	11760.77
1127	2012.11.15 17:50	buy	374	0.10	81.075	76.075	81.175
1128	2012.11.15 18:16	modify	374	0.10	81.075	81.125	81.175
1129	2012.11.15 18:16	s/l	374	0.10	81.125	81.125	81.175	6.17	11766.94
1130	2012.11.16 00:45	buy	375	0.10	81.119	76.119	81.219
1131	2012.11.16 00:58	modify	375	0.10	81.119	81.169	81.219
1132	2012.11.16 00:58	s/l	375	0.10	81.169	81.169	81.219	6.16	11773.10
1133	2012.11.16 05:10	buy	376	0.10	81.009	76.009	81.109
1134	2012.11.16 05:28	modify	376	0.10	81.009	81.059	81.109
1135	2012.11.16 05:28	s/l	376	0.10	81.059	81.059	81.109	6.17	11779.27
1136	2012.11.16 08:35	buy	377	0.10	80.900	75.900	81.000
1137	2012.11.16 08:45	modify	377	0.10	80.900	80.950	81.000
1138	2012.11.16 08:46	s/l	377	0.10	80.950	80.950	81.000	6.17	11785.44
1139	2012.11.21 06:15	buy	378	0.10	81.733	76.733	81.833
1140	2012.11.21 06:19	modify	378	0.10	81.733	81.783	81.833
1141	2012.11.21 06:19	s/l	378	0.10	81.783	81.783	81.833	6.11	11791.55
1142	2012.11.22 02:45	buy	379	0.10	82.424	77.424	82.524
1143	2012.11.22 03:01	modify	379	0.10	82.424	82.474	82.524
1144	2012.11.22 03:01	s/l	379	0.10	82.474	82.474	82.524	6.06	11797.61
1145	2012.11.22 06:15	buy	380	0.10	82.390	77.390	82.490
1146	2012.11.22 07:17	modify	380	0.10	82.390	82.440	82.490
1147	2012.11.22 07:20	s/l	380	0.10	82.440	82.440	82.490	6.07	11803.68
1148	2012.11.30 17:00	buy	381	0.10	82.515	77.515	82.615
1149	2012.12.03 07:45	buy	382	0.20	82.312	77.312	82.412
1150	2012.12.03 07:45	modify	382	0.20	82.312	77.312	82.380
1151	2012.12.03 07:45	modify	381	0.10	82.515	77.515	82.380
1152	2012.12.04 10:02	buy	383	0.40	81.910	76.910	82.010
1153	2012.12.04 10:02	modify	383	0.40	81.910	76.910	82.060
1154	2012.12.04 10:02	modify	382	0.20	82.312	77.312	82.060
1155	2012.12.04 10:02	modify	381	0.10	82.515	77.515	82.060
1156	2012.12.05 04:40	t/p	381	0.10	82.060	77.515	82.060	-55.45	11748.23
1157	2012.12.05 04:40	t/p	382	0.20	82.060	77.312	82.060	-61.42	11686.81
1158	2012.12.05 04:40	t/p	383	0.40	82.060	76.910	82.060	73.12	11759.93
1159	2012.12.13 09:55	buy	384	0.10	83.512	78.512	83.612
1160	2012.12.13 11:18	buy	385	0.20	83.310	78.310	83.410
1161	2012.12.13 11:18	modify	385	0.20	83.310	78.310	83.377
1162	2012.12.13 11:18	modify	384	0.10	83.512	78.512	83.377
1163	2012.12.13 12:48	t/p	384	0.10	83.377	78.512	83.377	-16.19	11743.74
1164	2012.12.13 12:48	t/p	385	0.20	83.377	78.310	83.377	16.07	11759.81
1165	2012.12.19 17:05	buy	386	0.10	84.412	79.412	84.512
1166	2012.12.19 17:30	buy	387	0.20	84.211	79.211	84.311
1167	2012.12.19 17:30	modify	387	0.20	84.211	79.211	84.278
1168	2012.12.19 17:30	modify	386	0.10	84.412	79.412	84.278
1169	2012.12.19 17:36	t/p	386	0.10	84.278	79.412	84.278	-15.90	11743.91
1170	2012.12.19 17:36	t/p	387	0.20	84.278	79.211	84.278	15.90	11759.81
1171	2012.12.27 00:35	buy	388	0.10	85.519	80.519	85.619
1172	2012.12.27 01:33	modify	388	0.10	85.519	85.569	85.619
1173	2012.12.27 01:54	t/p	388	0.10	85.619	85.569	85.619	11.68	11771.49
1174	2012.12.27 09:55	buy	389	0.10	85.666	80.666	85.766
1175	2012.12.27 10:48	modify	389	0.10	85.666	85.716	85.766
1176	2012.12.27 10:48	s/l	389	0.10	85.716	85.716	85.766	5.83	11777.32
1177	2012.12.28 09:35	buy	390	0.10	86.385	81.385	86.485
1178	2012.12.28 10:26	buy	391	0.20	86.184	81.184	86.284
1179	2012.12.28 10:26	modify	391	0.20	86.184	81.184	86.251
1180	2012.12.28 10:26	modify	390	0.10	86.385	81.385	86.251
1181	2012.12.28 10:43	t/p	390	0.10	86.251	81.385	86.251	-15.54	11761.78
1182	2012.12.28 10:43	t/p	391	0.20	86.251	81.184	86.251	15.54	11777.32
1183	2012.12.28 11:40	buy	392	0.10	85.988	80.988	86.088
1184	2012.12.28 12:04	modify	392	0.10	85.988	86.038	86.088
1185	2012.12.28 12:04	s/l	392	0.10	86.038	86.038	86.088	5.81	11783.13
1186	2013.01.02 14:25	buy	393	0.10	86.974	81.974	87.074
1187	2013.01.02 14:33	modify	393	0.10	86.974	87.024	87.074
1188	2013.01.02 14:33	s/l	393	0.10	87.024	87.024	87.074	5.75	11788.88
1189	2013.01.03 03:00	buy	394	0.10	87.169	82.169	87.269
1190	2013.01.03 04:27	modify	394	0.10	87.169	87.219	87.269
1191	2013.01.03 04:27	s/l	394	0.10	87.219	87.219	87.269	5.73	11794.61
1192	2013.01.03 10:00	buy	395	0.10	87.142	82.142	87.242
1193	2013.01.03 12:54	buy	396	0.20	86.940	81.940	87.040
1194	2013.01.03 12:54	modify	396	0.20	86.940	81.940	87.007
1195	2013.01.03 12:54	modify	395	0.10	87.142	82.142	87.007
1196	2013.01.03 13:17	t/p	395	0.10	87.007	82.142	87.007	-15.52	11779.09
1197	2013.01.03 13:17	t/p	396	0.20	87.007	81.940	87.007	15.40	11794.49
1198	2013.01.07 02:25	buy	397	0.10	87.988	82.988	88.088
1199	2013.01.07 02:25	modify	397	0.10	87.988	88.038	88.088
1200	2013.01.07 02:26	s/l	397	0.10	88.038	88.038	88.088	5.68	11800.17

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