Strategy Tester Report
AI Rig 04 -EURJPY M5[M1]-
| 通貨ペア | EURJPY (Euro vs Japanese Yen) | ||||
| 期間 | 5分足(M5) 2009.12.01 00:00 - 2019.03.29 22:55 (2009.12.01 - 2019.03.31) | ||||
| 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 | MagicNumber=1047047; Lots=0.1; MaxPosition=8; TakeProfit=5; StopLoss=200; NoTradeABalance=0; MaxSpread=5; YearEnd_NoOpen=true; YearEnd_NoOpen_Month=12; YearEnd_NoOpen_Day=24; NewYear_NoOpen=true; NewYear_NoOpen_Month=1; NewYear_NoOpen_Day=5; | ||||
| テストバー数 | 692383 | モデルティック数 | 237296261 | モデリング品質 | 90.00% |
| 不整合チャートエラー | 0 | ||||
| 初期証拠金 | 1000000.00 | スプレッド | 10 | ||
| 純益 | 2730917.70 | 総利益 | 5811004.18 | 総損失 | -3080086.48 |
| プロフィットファクタ | 1.89 | 期待利得 | 279.29 | ||
| 絶対ドローダウン | 158293.15 | 最大ドローダウン | 371092.63 (20.85%) | 相対ドローダウン | 20.85% (371092.63) |
| 総取引数 | 9778 | 売りポジション(勝率%） | 0 (0.00%) | 買いポジション(勝率%） | 9778 (97.54%) |
| 勝率(%) | 9537 (97.54%) | 負率 (%) | 241 (2.46%) | ||
| 最大 | 勝トレード | 42397.58 | 敗トレード | -47405.45 | |
| 平均 | 勝トレード | 609.31 | 敗トレード | -12780.44 | |
| 最大 | 連勝(金額) | 282 (85258.08) | 連敗(金額) | 3 (-92218.76) | |
| 最大 | 連勝(トレード数) | 129192.43 (112) | 連敗(トレード数) | -92218.76 (3) | |
| 平均 | 連勝 | 48 | 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 |
| 1351 | 2010.07.08 11:36 | close | 641 | 0.10 | 111.524 | 0.000 | 0.000 | 190.00 | 1208968.43 |
| 1352 | 2010.07.08 12:06 | buy | 642 | 0.10 | 111.565 | 0.000 | 0.000 | ||
| 1353 | 2010.07.08 12:08 | close | 642 | 0.10 | 111.578 | 0.000 | 0.000 | 130.00 | 1209098.43 |
| 1354 | 2010.07.08 13:08 | buy | 643 | 0.10 | 111.575 | 0.000 | 0.000 | ||
| 1355 | 2010.07.08 14:04 | close | 643 | 0.10 | 111.605 | 0.000 | 0.000 | 300.00 | 1209398.43 |
| 1356 | 2010.07.08 14:08 | buy | 644 | 0.10 | 111.461 | 0.000 | 0.000 | ||
| 1357 | 2010.07.08 14:11 | close | 644 | 0.10 | 111.513 | 0.000 | 0.000 | 520.00 | 1209918.43 |
| 1358 | 2010.07.08 16:07 | buy | 645 | 0.10 | 112.035 | 0.000 | 0.000 | ||
| 1359 | 2010.07.08 16:14 | close | 645 | 0.10 | 112.094 | 0.000 | 0.000 | 590.00 | 1210508.43 |
| 1360 | 2010.07.08 16:43 | buy | 646 | 0.10 | 112.093 | 0.000 | 0.000 | ||
| 1361 | 2010.07.08 16:48 | close | 646 | 0.10 | 112.129 | 0.000 | 0.000 | 360.00 | 1210868.43 |
| 1362 | 2010.07.08 17:04 | buy | 647 | 0.10 | 112.163 | 0.000 | 0.000 | ||
| 1363 | 2010.07.08 17:18 | close | 647 | 0.10 | 112.175 | 0.000 | 0.000 | 120.00 | 1210988.43 |
| 1364 | 2010.07.08 17:22 | buy | 648 | 0.10 | 112.077 | 0.000 | 0.000 | ||
| 1365 | 2010.07.08 17:25 | close | 648 | 0.10 | 112.149 | 0.000 | 0.000 | 720.00 | 1211708.43 |
| 1366 | 2010.07.08 17:39 | buy | 649 | 0.10 | 112.040 | 0.000 | 0.000 | ||
| 1367 | 2010.07.08 17:41 | close | 649 | 0.10 | 112.054 | 0.000 | 0.000 | 140.00 | 1211848.43 |
| 1368 | 2010.07.08 19:53 | buy | 650 | 0.10 | 112.047 | 0.000 | 0.000 | ||
| 1369 | 2010.07.08 21:38 | close | 650 | 0.10 | 112.069 | 0.000 | 0.000 | 220.00 | 1212068.43 |
| 1370 | 2010.07.08 22:16 | buy | 651 | 0.10 | 112.177 | 0.000 | 0.000 | ||
| 1371 | 2010.07.08 22:19 | close | 651 | 0.10 | 112.207 | 0.000 | 0.000 | 300.00 | 1212368.43 |
| 1372 | 2010.07.08 23:33 | buy | 652 | 0.10 | 112.226 | 0.000 | 0.000 | ||
| 1373 | 2010.07.08 23:59 | close | 652 | 0.10 | 112.242 | 0.000 | 0.000 | 160.00 | 1212528.43 |
| 1374 | 2010.07.09 00:17 | buy | 653 | 0.10 | 112.202 | 0.000 | 0.000 | ||
| 1375 | 2010.07.09 00:19 | close | 653 | 0.10 | 112.242 | 0.000 | 0.000 | 400.00 | 1212928.43 |
| 1376 | 2010.07.09 00:40 | buy | 654 | 0.10 | 112.198 | 0.000 | 0.000 | ||
| 1377 | 2010.07.09 00:44 | close | 654 | 0.10 | 112.211 | 0.000 | 0.000 | 130.00 | 1213058.43 |
| 1378 | 2010.07.09 01:46 | buy | 655 | 0.10 | 112.342 | 0.000 | 0.000 | ||
| 1379 | 2010.07.09 04:54 | close | 655 | 0.10 | 112.369 | 0.000 | 0.000 | 270.00 | 1213328.43 |
| 1380 | 2010.07.09 05:04 | buy | 656 | 0.10 | 112.414 | 0.000 | 0.000 | ||
| 1381 | 2010.07.09 05:12 | close | 656 | 0.10 | 112.470 | 0.000 | 0.000 | 560.00 | 1213888.43 |
| 1382 | 2010.07.09 05:30 | buy | 657 | 0.10 | 112.461 | 0.000 | 0.000 | ||
| 1383 | 2010.07.09 05:49 | close | 657 | 0.10 | 112.473 | 0.000 | 0.000 | 120.00 | 1214008.43 |
| 1384 | 2010.07.09 06:31 | buy | 658 | 0.10 | 112.474 | 0.000 | 0.000 | ||
| 1385 | 2010.07.09 07:47 | close | 658 | 0.10 | 112.516 | 0.000 | 0.000 | 420.00 | 1214428.43 |
| 1386 | 2010.07.09 09:11 | buy | 659 | 0.10 | 112.420 | 0.000 | 0.000 | ||
| 1387 | 2010.07.09 10:15 | close | 659 | 0.10 | 112.444 | 0.000 | 0.000 | 240.00 | 1214668.43 |
| 1388 | 2010.07.09 10:23 | buy | 660 | 0.10 | 112.454 | 0.000 | 0.000 | ||
| 1389 | 2010.07.13 09:55 | buy | 661 | 0.10 | 110.952 | 0.000 | 0.000 | ||
| 1390 | 2010.07.13 09:55 | modify | 660 | 0.10 | 112.454 | 0.000 | 111.728 | ||
| 1391 | 2010.07.13 09:55 | modify | 661 | 0.10 | 110.952 | 0.000 | 111.728 | ||
| 1392 | 2010.07.13 15:07 | t/p | 660 | 0.10 | 111.728 | 0.000 | 111.728 | -7269.32 | 1207399.11 |
| 1393 | 2010.07.13 15:07 | t/p | 661 | 0.10 | 111.728 | 0.000 | 111.728 | 7760.00 | 1215159.11 |
| 1394 | 2010.07.13 15:50 | buy | 662 | 0.10 | 111.618 | 0.000 | 0.000 | ||
| 1395 | 2010.07.13 15:52 | close | 662 | 0.10 | 111.668 | 0.000 | 0.000 | 500.00 | 1215659.11 |
| 1396 | 2010.07.13 16:26 | buy | 663 | 0.10 | 111.917 | 0.000 | 0.000 | ||
| 1397 | 2010.07.13 16:29 | close | 663 | 0.10 | 111.932 | 0.000 | 0.000 | 150.00 | 1215809.11 |
| 1398 | 2010.07.13 16:35 | buy | 664 | 0.10 | 111.792 | 0.000 | 0.000 | ||
| 1399 | 2010.07.13 17:10 | close | 664 | 0.10 | 111.812 | 0.000 | 0.000 | 200.00 | 1216009.11 |
| 1400 | 2010.07.13 17:50 | buy | 665 | 0.10 | 112.222 | 0.000 | 0.000 | ||
| 1401 | 2010.07.13 17:52 | close | 665 | 0.10 | 112.264 | 0.000 | 0.000 | 420.00 | 1216429.11 |
| 1402 | 2010.07.13 18:20 | buy | 666 | 0.10 | 112.370 | 0.000 | 0.000 | ||
| 1403 | 2010.07.13 18:31 | close | 666 | 0.10 | 112.406 | 0.000 | 0.000 | 360.00 | 1216789.11 |
| 1404 | 2010.07.13 18:45 | buy | 667 | 0.10 | 112.228 | 0.000 | 0.000 | ||
| 1405 | 2010.07.13 18:48 | close | 667 | 0.10 | 112.246 | 0.000 | 0.000 | 180.00 | 1216969.11 |
| 1406 | 2010.07.13 20:29 | buy | 668 | 0.10 | 112.264 | 0.000 | 0.000 | ||
| 1407 | 2010.07.13 20:32 | close | 668 | 0.10 | 112.286 | 0.000 | 0.000 | 220.00 | 1217189.11 |
| 1408 | 2010.07.13 21:33 | buy | 669 | 0.10 | 112.417 | 0.000 | 0.000 | ||
| 1409 | 2010.07.13 21:36 | close | 669 | 0.10 | 112.428 | 0.000 | 0.000 | 110.00 | 1217299.11 |
| 1410 | 2010.07.13 22:49 | buy | 670 | 0.10 | 112.810 | 0.000 | 0.000 | ||
| 1411 | 2010.07.13 22:51 | close | 670 | 0.10 | 112.840 | 0.000 | 0.000 | 300.00 | 1217599.11 |
| 1412 | 2010.07.13 23:25 | buy | 671 | 0.10 | 112.832 | 0.000 | 0.000 | ||
| 1413 | 2010.07.13 23:26 | close | 671 | 0.10 | 112.852 | 0.000 | 0.000 | 200.00 | 1217799.11 |
| 1414 | 2010.07.14 00:50 | buy | 672 | 0.10 | 112.931 | 0.000 | 0.000 | ||
| 1415 | 2010.07.14 00:59 | close | 672 | 0.10 | 112.953 | 0.000 | 0.000 | 220.00 | 1218019.11 |
| 1416 | 2010.07.14 01:06 | buy | 673 | 0.10 | 112.965 | 0.000 | 0.000 | ||
| 1417 | 2010.07.14 01:26 | close | 673 | 0.10 | 112.984 | 0.000 | 0.000 | 190.00 | 1218209.11 |
| 1418 | 2010.07.14 01:45 | buy | 674 | 0.10 | 112.940 | 0.000 | 0.000 | ||
| 1419 | 2010.07.14 01:49 | close | 674 | 0.10 | 112.963 | 0.000 | 0.000 | 230.00 | 1218439.11 |
| 1420 | 2010.07.14 02:35 | buy | 675 | 0.10 | 113.171 | 0.000 | 0.000 | ||
| 1421 | 2010.07.14 05:05 | close | 675 | 0.10 | 113.186 | 0.000 | 0.000 | 150.00 | 1218589.11 |
| 1422 | 2010.07.14 05:23 | buy | 676 | 0.10 | 113.112 | 0.000 | 0.000 | ||
| 1423 | 2010.07.14 05:25 | close | 676 | 0.10 | 113.129 | 0.000 | 0.000 | 170.00 | 1218759.11 |
| 1424 | 2010.07.14 06:00 | buy | 677 | 0.10 | 113.159 | 0.000 | 0.000 | ||
| 1425 | 2010.07.14 06:09 | close | 677 | 0.10 | 113.172 | 0.000 | 0.000 | 130.00 | 1218889.11 |
| 1426 | 2010.07.14 06:45 | buy | 678 | 0.10 | 113.140 | 0.000 | 0.000 | ||
| 1427 | 2010.07.14 06:48 | close | 678 | 0.10 | 113.156 | 0.000 | 0.000 | 160.00 | 1219049.11 |
| 1428 | 2010.07.14 06:58 | buy | 679 | 0.10 | 113.103 | 0.000 | 0.000 | ||
| 1429 | 2010.07.14 07:00 | close | 679 | 0.10 | 113.134 | 0.000 | 0.000 | 310.00 | 1219359.11 |
| 1430 | 2010.07.14 07:03 | buy | 680 | 0.10 | 113.096 | 0.000 | 0.000 | ||
| 1431 | 2010.07.14 07:27 | close | 680 | 0.10 | 113.111 | 0.000 | 0.000 | 150.00 | 1219509.11 |
| 1432 | 2010.07.14 08:00 | buy | 681 | 0.10 | 112.988 | 0.000 | 0.000 | ||
| 1433 | 2010.07.14 08:09 | close | 681 | 0.10 | 113.007 | 0.000 | 0.000 | 190.00 | 1219699.11 |
| 1434 | 2010.07.14 08:17 | buy | 682 | 0.10 | 113.064 | 0.000 | 0.000 | ||
| 1435 | 2010.07.14 08:19 | close | 682 | 0.10 | 113.112 | 0.000 | 0.000 | 480.00 | 1220179.11 |
| 1436 | 2010.07.14 08:59 | buy | 683 | 0.10 | 113.002 | 0.000 | 0.000 | ||
| 1437 | 2010.07.14 09:01 | close | 683 | 0.10 | 113.021 | 0.000 | 0.000 | 190.00 | 1220369.11 |
| 1438 | 2010.07.14 09:12 | buy | 684 | 0.10 | 112.907 | 0.000 | 0.000 | ||
| 1439 | 2010.07.14 09:28 | close | 684 | 0.10 | 112.959 | 0.000 | 0.000 | 520.00 | 1220889.11 |
| 1440 | 2010.07.14 11:03 | buy | 685 | 0.10 | 112.904 | 0.000 | 0.000 | ||
| 1441 | 2010.07.14 11:06 | close | 685 | 0.10 | 112.934 | 0.000 | 0.000 | 300.00 | 1221189.11 |
| 1442 | 2010.07.14 11:30 | buy | 686 | 0.10 | 112.797 | 0.000 | 0.000 | ||
| 1443 | 2010.07.14 11:37 | close | 686 | 0.10 | 112.828 | 0.000 | 0.000 | 310.00 | 1221499.11 |
| 1444 | 2010.07.14 11:44 | buy | 687 | 0.10 | 112.738 | 0.000 | 0.000 | ||
| 1445 | 2010.07.14 12:19 | close | 687 | 0.10 | 112.768 | 0.000 | 0.000 | 300.00 | 1221799.11 |
| 1446 | 2010.07.14 12:44 | buy | 688 | 0.10 | 112.738 | 0.000 | 0.000 | ||
| 1447 | 2010.07.14 17:04 | close | 688 | 0.10 | 112.759 | 0.000 | 0.000 | 210.00 | 1222009.11 |
| 1448 | 2010.07.14 17:56 | buy | 689 | 0.10 | 113.122 | 0.000 | 0.000 | ||
| 1449 | 2010.07.15 14:18 | close | 689 | 0.10 | 113.148 | 0.000 | 0.000 | 245.92 | 1222255.03 |
| 1450 | 2010.07.15 14:40 | buy | 690 | 0.10 | 112.882 | 0.000 | 0.000 | ||
| 1451 | 2010.07.15 14:43 | close | 690 | 0.10 | 112.992 | 0.000 | 0.000 | 1100.00 | 1223355.03 |
| 1452 | 2010.07.15 15:21 | buy | 691 | 0.10 | 112.912 | 0.000 | 0.000 | ||
| 1453 | 2010.07.15 17:18 | close | 691 | 0.10 | 112.964 | 0.000 | 0.000 | 520.00 | 1223875.03 |
| 1454 | 2010.07.15 17:27 | buy | 692 | 0.10 | 112.931 | 0.000 | 0.000 | ||
| 1455 | 2010.07.15 17:29 | close | 692 | 0.10 | 112.978 | 0.000 | 0.000 | 470.00 | 1224345.03 |
| 1456 | 2010.07.15 17:45 | buy | 693 | 0.10 | 112.899 | 0.000 | 0.000 | ||
| 1457 | 2010.07.15 19:18 | close | 693 | 0.10 | 112.912 | 0.000 | 0.000 | 130.00 | 1224475.03 |
| 1458 | 2010.07.15 19:56 | buy | 694 | 0.10 | 112.621 | 0.000 | 0.000 | ||
| 1459 | 2010.07.15 19:58 | close | 694 | 0.10 | 112.646 | 0.000 | 0.000 | 250.00 | 1224725.03 |
| 1460 | 2010.07.15 20:14 | buy | 695 | 0.10 | 112.631 | 0.000 | 0.000 | ||
| 1461 | 2010.07.15 20:15 | close | 695 | 0.10 | 112.649 | 0.000 | 0.000 | 180.00 | 1224905.03 |
| 1462 | 2010.07.15 21:01 | buy | 696 | 0.10 | 112.803 | 0.000 | 0.000 | ||
| 1463 | 2010.07.15 21:08 | close | 696 | 0.10 | 112.821 | 0.000 | 0.000 | 180.00 | 1225085.03 |
| 1464 | 2010.07.15 22:00 | buy | 697 | 0.10 | 113.091 | 0.000 | 0.000 | ||
| 1465 | 2010.07.15 22:07 | close | 697 | 0.10 | 113.133 | 0.000 | 0.000 | 420.00 | 1225505.03 |
| 1466 | 2010.07.15 22:17 | buy | 698 | 0.10 | 113.087 | 0.000 | 0.000 | ||
| 1467 | 2010.07.15 22:19 | close | 698 | 0.10 | 113.129 | 0.000 | 0.000 | 420.00 | 1225925.03 |
| 1468 | 2010.07.15 22:28 | buy | 699 | 0.10 | 113.104 | 0.000 | 0.000 | ||
| 1469 | 2010.07.15 22:32 | close | 699 | 0.10 | 113.119 | 0.000 | 0.000 | 150.00 | 1226075.03 |
| 1470 | 2010.07.15 23:06 | buy | 700 | 0.10 | 113.102 | 0.000 | 0.000 | ||
| 1471 | 2010.07.15 23:12 | close | 700 | 0.10 | 113.116 | 0.000 | 0.000 | 140.00 | 1226215.03 |
| 1472 | 2010.07.15 23:22 | buy | 701 | 0.10 | 113.122 | 0.000 | 0.000 | ||
| 1473 | 2010.07.15 23:27 | close | 701 | 0.10 | 113.133 | 0.000 | 0.000 | 110.00 | 1226325.03 |
| 1474 | 2010.07.15 23:59 | buy | 702 | 0.10 | 113.018 | 0.000 | 0.000 | ||
| 1475 | 2010.07.16 01:24 | close | 702 | 0.10 | 113.051 | 0.000 | 0.000 | 325.29 | 1226650.32 |
| 1476 | 2010.07.16 01:30 | buy | 703 | 0.10 | 112.976 | 0.000 | 0.000 | ||
| 1477 | 2010.07.16 01:50 | close | 703 | 0.10 | 113.021 | 0.000 | 0.000 | 450.00 | 1227100.32 |
| 1478 | 2010.07.16 02:41 | buy | 704 | 0.10 | 112.979 | 0.000 | 0.000 | ||
| 1479 | 2010.07.16 11:42 | close | 704 | 0.10 | 113.013 | 0.000 | 0.000 | 340.00 | 1227440.32 |
| 1480 | 2010.07.16 12:02 | buy | 705 | 0.10 | 113.175 | 0.000 | 0.000 | ||
| 1481 | 2010.07.16 12:39 | close | 705 | 0.10 | 113.189 | 0.000 | 0.000 | 140.00 | 1227580.32 |
| 1482 | 2010.07.16 12:46 | buy | 706 | 0.10 | 113.134 | 0.000 | 0.000 | ||
| 1483 | 2010.07.16 16:06 | buy | 707 | 0.10 | 111.631 | 0.000 | 0.000 | ||
| 1484 | 2010.07.16 16:06 | modify | 706 | 0.10 | 113.134 | 0.000 | 112.408 | ||
| 1485 | 2010.07.16 16:06 | modify | 707 | 0.10 | 111.631 | 0.000 | 112.408 | ||
| 1486 | 2010.07.19 09:38 | t/p | 706 | 0.10 | 112.408 | 0.000 | 112.408 | -7264.66 | 1220315.67 |
| 1487 | 2010.07.19 09:38 | t/p | 707 | 0.10 | 112.408 | 0.000 | 112.408 | 7765.34 | 1228081.01 |
| 1488 | 2010.07.19 11:25 | buy | 708 | 0.10 | 112.859 | 0.000 | 0.000 | ||
| 1489 | 2010.07.19 11:49 | close | 708 | 0.10 | 112.878 | 0.000 | 0.000 | 190.00 | 1228271.01 |
| 1490 | 2010.07.19 11:58 | buy | 709 | 0.10 | 112.731 | 0.000 | 0.000 | ||
| 1491 | 2010.07.19 12:05 | close | 709 | 0.10 | 112.746 | 0.000 | 0.000 | 150.00 | 1228421.01 |
| 1492 | 2010.07.19 12:10 | buy | 710 | 0.10 | 112.716 | 0.000 | 0.000 | ||
| 1493 | 2010.07.19 12:12 | close | 710 | 0.10 | 112.744 | 0.000 | 0.000 | 280.00 | 1228701.01 |
| 1494 | 2010.07.19 12:17 | buy | 711 | 0.10 | 112.701 | 0.000 | 0.000 | ||
| 1495 | 2010.07.19 12:20 | close | 711 | 0.10 | 112.716 | 0.000 | 0.000 | 150.00 | 1228851.01 |
| 1496 | 2010.07.19 13:30 | buy | 712 | 0.10 | 112.783 | 0.000 | 0.000 | ||
| 1497 | 2010.07.19 13:32 | close | 712 | 0.10 | 112.809 | 0.000 | 0.000 | 260.00 | 1229111.01 |
| 1498 | 2010.07.19 14:25 | buy | 713 | 0.10 | 112.808 | 0.000 | 0.000 | ||
| 1499 | 2010.07.19 14:28 | close | 713 | 0.10 | 112.849 | 0.000 | 0.000 | 410.00 | 1229521.01 |
| 1500 | 2010.07.19 14:32 | buy | 714 | 0.10 | 112.703 | 0.000 | 0.000 | ||