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9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
1201	2013.01.09 21:10	buy	398	0.10	87.758	82.758	87.858
1202	2013.01.09 22:18	modify	398	0.10	87.758	87.808	87.858
1203	2013.01.09 22:34	s/l	398	0.10	87.808	87.808	87.858	5.69	11805.86
1204	2013.01.10 12:45	buy	399	0.10	88.035	83.035	88.135
1205	2013.01.10 12:58	modify	399	0.10	88.035	88.085	88.135
1206	2013.01.10 12:59	s/l	399	0.10	88.085	88.085	88.135	5.68	11811.54
1207	2013.01.11 08:30	buy	400	0.10	88.946	83.946	89.046
1208	2013.01.11 09:07	modify	400	0.10	88.946	88.996	89.046
1209	2013.01.11 09:07	s/l	400	0.10	88.996	88.996	89.046	5.62	11817.16
1210	2013.01.11 13:50	buy	401	0.10	88.767	83.767	88.867
1211	2013.01.11 14:10	modify	401	0.10	88.767	88.817	88.867
1212	2013.01.11 14:10	s/l	401	0.10	88.817	88.817	88.867	5.63	11822.79
1213	2013.01.16 13:10	sell	402	0.10	88.266	93.266	88.166
1214	2013.01.16 13:23	modify	402	0.10	88.266	88.216	88.166
1215	2013.01.16 13:24	s/l	402	0.10	88.216	88.216	88.166	5.67	11828.46
1216	2013.01.16 16:35	sell	403	0.10	88.305	93.305	88.205
1217	2013.01.16 17:41	sell	404	0.20	88.506	93.506	88.406
1218	2013.01.16 17:41	modify	404	0.20	88.506	93.506	88.439
1219	2013.01.16 17:41	modify	403	0.10	88.305	93.305	88.439
1220	2013.01.16 19:48	t/p	403	0.10	88.439	93.305	88.439	-15.15	11813.31
1221	2013.01.16 19:48	t/p	404	0.20	88.439	93.506	88.439	15.15	11828.46
1222	2013.01.17 01:00	sell	405	0.10	88.554	93.554	88.454
1223	2013.01.17 03:02	sell	406	0.20	88.755	93.755	88.655
1224	2013.01.17 03:02	modify	406	0.20	88.755	93.755	88.688
1225	2013.01.17 03:02	modify	405	0.10	88.554	93.554	88.688
1226	2013.01.17 03:26	t/p	405	0.10	88.688	93.554	88.688	-15.11	11813.35
1227	2013.01.17 03:26	t/p	406	0.20	88.688	93.755	88.688	15.11	11828.46
1228	2013.01.17 08:00	sell	407	0.10	88.707	93.707	88.607
1229	2013.01.17 08:04	modify	407	0.10	88.707	88.657	88.607
1230	2013.01.17 08:04	s/l	407	0.10	88.657	88.657	88.607	5.64	11834.10
1231	2013.01.17 08:05	sell	408	0.10	88.676	93.676	88.576
1232	2013.01.17 08:16	modify	408	0.10	88.676	88.626	88.576
1233	2013.01.17 08:16	s/l	408	0.10	88.626	88.626	88.576	5.64	11839.74
1234	2013.01.17 10:55	sell	409	0.10	88.805	93.805	88.705
1235	2013.01.17 11:45	sell	410	0.20	89.006	94.006	88.906
1236	2013.01.17 11:45	modify	410	0.20	89.006	94.006	88.939
1237	2013.01.17 11:45	modify	409	0.10	88.805	93.805	88.939
1238	2013.01.17 13:37	sell	411	0.40	89.407	94.407	89.307
1239	2013.01.17 13:37	modify	411	0.40	89.407	94.407	89.257
1240	2013.01.17 13:37	modify	410	0.20	89.006	94.006	89.257
1241	2013.01.17 13:37	modify	409	0.10	88.805	93.805	89.257
1242	2013.01.17 14:40	t/p	409	0.10	89.257	93.805	89.257	-50.64	11789.10
1243	2013.01.17 14:40	t/p	410	0.20	89.257	94.006	89.257	-56.24	11732.86
1244	2013.01.17 14:40	t/p	411	0.40	89.257	94.407	89.257	67.22	11800.08
1245	2013.01.18 03:15	buy	412	0.10	89.645	84.645	89.745
1246	2013.01.18 03:15	modify	412	0.10	89.645	89.695	89.745
1247	2013.01.18 03:15	s/l	412	0.10	89.695	89.695	89.745	5.57	11805.65
1248	2013.01.18 11:15	buy	413	0.10	89.832	84.832	89.932
1249	2013.01.18 11:39	modify	413	0.10	89.832	89.882	89.932
1250	2013.01.18 11:40	s/l	413	0.10	89.882	89.882	89.932	5.56	11811.21
1251	2013.01.21 15:15	sell	414	0.10	89.587	94.587	89.487
1252	2013.01.21 17:47	sell	415	0.20	89.790	94.790	89.690
1253	2013.01.21 17:47	modify	415	0.20	89.790	94.790	89.722
1254	2013.01.21 17:47	modify	414	0.10	89.587	94.587	89.722
1255	2013.01.21 18:15	t/p	414	0.10	89.722	94.587	89.722	-15.04	11796.17
1256	2013.01.21 18:15	t/p	415	0.20	89.722	94.790	89.722	15.15	11811.32
1257	2013.01.22 16:10	sell	416	0.10	88.912	93.912	88.812
1258	2013.01.22 16:22	modify	416	0.10	88.912	88.862	88.812
1259	2013.01.22 16:22	s/l	416	0.10	88.862	88.862	88.812	5.62	11816.94
1260	2013.01.23 14:10	sell	417	0.10	88.533	93.533	88.433
1261	2013.01.23 14:12	modify	417	0.10	88.533	88.483	88.433
1262	2013.01.23 14:13	s/l	417	0.10	88.483	88.483	88.433	5.65	11822.59
1263	2013.01.23 14:25	sell	418	0.10	88.562	93.562	88.462
1264	2013.01.23 14:32	modify	418	0.10	88.562	88.512	88.462
1265	2013.01.23 14:32	s/l	418	0.10	88.512	88.512	88.462	5.65	11828.24
1266	2013.01.24 20:25	buy	419	0.10	89.862	84.862	89.962
1267	2013.01.24 20:30	modify	419	0.10	89.862	89.912	89.962
1268	2013.01.24 20:30	s/l	419	0.10	89.912	89.912	89.962	5.56	11833.80
1269	2013.01.25 17:20	buy	420	0.10	90.805	85.805	90.905
1270	2013.01.25 17:32	modify	420	0.10	90.805	90.855	90.905
1271	2013.01.25 17:32	s/l	420	0.10	90.855	90.855	90.905	5.50	11839.30
1272	2013.01.25 22:45	buy	421	0.10	90.912	85.912	91.012
1273	2013.01.28 00:00	modify	421	0.10	90.912	90.962	91.012
1274	2013.01.28 00:00	s/l	421	0.10	90.962	90.962	91.012	5.50	11844.80
1275	2013.02.04 02:10	buy	422	0.10	92.650	87.650	92.750
1276	2013.02.04 02:19	modify	422	0.10	92.650	92.700	92.750
1277	2013.02.04 02:19	s/l	422	0.10	92.700	92.700	92.750	5.40	11850.20
1278	2013.02.04 03:10	buy	423	0.10	92.534	87.534	92.634
1279	2013.02.04 03:21	modify	423	0.10	92.534	92.584	92.634
1280	2013.02.04 03:21	s/l	423	0.10	92.584	92.584	92.634	5.40	11855.60
1281	2013.02.04 15:05	buy	424	0.10	92.688	87.688	92.788
1282	2013.02.04 16:00	modify	424	0.10	92.688	92.738	92.788
1283	2013.02.04 16:01	s/l	424	0.10	92.738	92.738	92.788	5.39	11860.99
1284	2013.02.08 15:55	sell	425	0.10	92.697	97.697	92.597
1285	2013.02.08 15:58	modify	425	0.10	92.697	92.647	92.597
1286	2013.02.08 15:58	s/l	425	0.10	92.647	92.647	92.597	5.40	11866.39
1287	2013.02.08 16:35	sell	426	0.10	92.779	97.779	92.679
1288	2013.02.08 17:08	modify	426	0.10	92.779	92.729	92.679
1289	2013.02.08 17:08	s/l	426	0.10	92.729	92.729	92.679	5.39	11871.78
1290	2013.02.08 20:40	sell	427	0.10	92.839	97.839	92.739
1291	2013.02.08 21:52	modify	427	0.10	92.839	92.789	92.739
1292	2013.02.08 21:52	s/l	427	0.10	92.789	92.789	92.739	5.39	11877.17
1293	2013.02.12 07:25	buy	428	0.10	94.072	89.072	94.172
1294	2013.02.12 07:29	buy	429	0.20	93.869	88.869	93.969
1295	2013.02.12 07:29	modify	429	0.20	93.869	88.869	93.937
1296	2013.02.12 07:29	modify	428	0.10	94.072	89.072	93.937
1297	2013.02.12 07:30	t/p	428	0.10	93.937	89.072	93.937	-14.37	11862.80
1298	2013.02.12 07:30	t/p	429	0.20	93.937	88.869	93.937	14.48	11877.28
1299	2013.02.12 07:35	buy	430	0.10	93.986	88.986	94.086
1300	2013.02.12 07:37	modify	430	0.10	93.986	94.036	94.086
1301	2013.02.12 07:37	s/l	430	0.10	94.036	94.036	94.086	5.32	11882.60
1302	2013.02.12 08:00	buy	431	0.10	93.897	88.897	93.997
1303	2013.02.12 08:01	modify	431	0.10	93.897	93.947	93.997
1304	2013.02.12 08:01	s/l	431	0.10	93.947	93.947	93.997	5.32	11887.92
1305	2013.02.12 16:00	buy	432	0.10	93.737	88.737	93.837
1306	2013.02.12 16:01	buy	433	0.20	93.534	88.534	93.634
1307	2013.02.12 16:01	modify	433	0.20	93.534	88.534	93.602
1308	2013.02.12 16:01	modify	432	0.10	93.737	88.737	93.602
1309	2013.02.12 16:01	t/p	432	0.10	93.602	88.737	93.602	-14.42	11873.50
1310	2013.02.12 16:01	t/p	433	0.20	93.602	88.534	93.602	14.53	11888.03
1311	2013.02.12 16:05	buy	434	0.10	93.746	88.746	93.846
1312	2013.02.12 16:06	modify	434	0.10	93.746	93.796	93.846
1313	2013.02.12 16:06	s/l	434	0.10	93.796	93.796	93.846	5.33	11893.36
1314	2013.02.12 16:10	buy	435	0.10	93.683	88.683	93.783
1315	2013.02.12 16:10	modify	435	0.10	93.683	93.733	93.783
1316	2013.02.12 16:11	s/l	435	0.10	93.733	93.733	93.783	5.34	11898.70
1317	2013.02.12 20:05	sell	436	0.10	93.516	98.516	93.416
1318	2013.02.12 20:07	modify	436	0.10	93.516	93.466	93.416
1319	2013.02.12 20:07	s/l	436	0.10	93.466	93.466	93.416	5.35	11904.05
1320	2013.02.12 20:15	sell	437	0.10	93.536	98.536	93.436
1321	2013.02.12 20:34	modify	437	0.10	93.536	93.486	93.436
1322	2013.02.12 20:34	s/l	437	0.10	93.486	93.486	93.436	5.35	11909.40
1323	2013.02.13 08:10	sell	438	0.10	93.139	98.139	93.039
1324	2013.02.13 08:30	modify	438	0.10	93.139	93.089	93.039
1325	2013.02.13 08:31	s/l	438	0.10	93.089	93.089	93.039	5.37	11914.77
1326	2013.02.13 09:50	sell	439	0.10	93.287	98.287	93.187
1327	2013.02.13 09:57	modify	439	0.10	93.287	93.237	93.187
1328	2013.02.13 09:57	s/l	439	0.10	93.237	93.237	93.187	5.36	11920.13
1329	2013.02.13 10:45	sell	440	0.10	93.373	98.373	93.273
1330	2013.02.13 11:00	modify	440	0.10	93.373	93.323	93.273
1331	2013.02.13 11:00	s/l	440	0.10	93.323	93.323	93.273	5.36	11925.49
1332	2013.02.13 12:50	sell	441	0.10	93.511	98.511	93.411
1333	2013.02.13 12:55	modify	441	0.10	93.511	93.461	93.411
1334	2013.02.13 12:55	s/l	441	0.10	93.461	93.461	93.411	5.35	11930.84
1335	2013.02.13 13:00	sell	442	0.10	93.530	98.530	93.430
1336	2013.02.13 13:08	sell	443	0.20	93.731	98.731	93.631
1337	2013.02.13 13:08	modify	443	0.20	93.731	98.731	93.664
1338	2013.02.13 13:08	modify	442	0.10	93.530	98.530	93.664
1339	2013.02.13 13:17	t/p	442	0.10	93.664	98.530	93.664	-14.31	11916.53
1340	2013.02.13 13:17	t/p	443	0.20	93.664	98.731	93.664	14.31	11930.84
1341	2013.02.15 02:10	sell	444	0.10	93.043	98.043	92.943
1342	2013.02.15 02:32	modify	444	0.10	93.043	92.993	92.943
1343	2013.02.15 02:32	s/l	444	0.10	92.993	92.993	92.943	5.38	11936.22
1344	2013.02.15 09:00	sell	445	0.10	92.740	97.740	92.640
1345	2013.02.15 09:03	modify	445	0.10	92.740	92.690	92.640
1346	2013.02.15 09:03	s/l	445	0.10	92.690	92.690	92.640	5.39	11941.61
1347	2013.02.15 15:10	sell	446	0.10	92.973	97.973	92.873
1348	2013.02.15 15:25	sell	447	0.20	93.178	98.178	93.078
1349	2013.02.15 15:25	modify	447	0.20	93.178	98.178	93.110
1350	2013.02.15 15:25	modify	446	0.10	92.973	97.973	93.110

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