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 |
| 4201 | 2011.06.28 15:47 | close | 2004 | 0.10 | 115.733 | 0.000 | 0.000 | 180.00 | 1594794.50 |
| 4202 | 2011.06.28 16:51 | buy | 2005 | 0.10 | 116.082 | 0.000 | 0.000 | ||
| 4203 | 2011.06.28 17:31 | close | 2005 | 0.10 | 116.135 | 0.000 | 0.000 | 530.00 | 1595324.50 |
| 4204 | 2011.06.28 20:43 | buy | 2006 | 0.10 | 116.564 | 0.000 | 0.000 | ||
| 4205 | 2011.06.28 20:45 | close | 2006 | 0.10 | 116.581 | 0.000 | 0.000 | 170.00 | 1595494.50 |
| 4206 | 2011.06.28 20:54 | buy | 2007 | 0.10 | 116.562 | 0.000 | 0.000 | ||
| 4207 | 2011.06.29 08:45 | close | 2007 | 0.10 | 116.578 | 0.000 | 0.000 | 155.15 | 1595649.65 |
| 4208 | 2011.06.29 09:21 | buy | 2008 | 0.10 | 116.626 | 0.000 | 0.000 | ||
| 4209 | 2011.06.29 09:22 | close | 2008 | 0.10 | 116.663 | 0.000 | 0.000 | 370.00 | 1596019.65 |
| 4210 | 2011.06.29 11:29 | buy | 2009 | 0.10 | 116.752 | 0.000 | 0.000 | ||
| 4211 | 2011.06.29 11:30 | close | 2009 | 0.10 | 116.794 | 0.000 | 0.000 | 420.00 | 1596439.65 |
| 4212 | 2011.06.29 13:16 | buy | 2010 | 0.10 | 116.909 | 0.000 | 0.000 | ||
| 4213 | 2011.06.29 13:20 | close | 2010 | 0.10 | 116.943 | 0.000 | 0.000 | 340.00 | 1596779.65 |
| 4214 | 2011.06.29 13:34 | buy | 2011 | 0.10 | 116.970 | 0.000 | 0.000 | ||
| 4215 | 2011.06.30 16:26 | close | 2011 | 0.10 | 116.988 | 0.000 | 0.000 | 165.42 | 1596945.07 |
| 4216 | 2011.06.30 17:10 | buy | 2012 | 0.10 | 117.076 | 0.000 | 0.000 | ||
| 4217 | 2011.06.30 17:13 | close | 2012 | 0.10 | 117.088 | 0.000 | 0.000 | 120.00 | 1597065.07 |
| 4218 | 2011.06.30 18:17 | buy | 2013 | 0.10 | 117.031 | 0.000 | 0.000 | ||
| 4219 | 2011.06.30 19:26 | close | 2013 | 0.10 | 117.042 | 0.000 | 0.000 | 110.00 | 1597175.07 |
| 4220 | 2011.06.30 20:29 | buy | 2014 | 0.10 | 116.977 | 0.000 | 0.000 | ||
| 4221 | 2011.07.01 02:57 | close | 2014 | 0.10 | 116.991 | 0.000 | 0.000 | 135.14 | 1597310.21 |
| 4222 | 2011.07.01 04:00 | buy | 2015 | 0.10 | 116.985 | 0.000 | 0.000 | ||
| 4223 | 2011.07.01 04:14 | close | 2015 | 0.10 | 117.010 | 0.000 | 0.000 | 250.00 | 1597560.21 |
| 4224 | 2011.07.01 04:33 | buy | 2016 | 0.10 | 116.971 | 0.000 | 0.000 | ||
| 4225 | 2011.07.01 04:36 | close | 2016 | 0.10 | 116.982 | 0.000 | 0.000 | 110.00 | 1597670.21 |
| 4226 | 2011.07.01 08:25 | buy | 2017 | 0.10 | 117.148 | 0.000 | 0.000 | ||
| 4227 | 2011.07.01 08:32 | close | 2017 | 0.10 | 117.188 | 0.000 | 0.000 | 400.00 | 1598070.21 |
| 4228 | 2011.07.01 09:55 | buy | 2018 | 0.10 | 117.187 | 0.000 | 0.000 | ||
| 4229 | 2011.07.01 09:59 | close | 2018 | 0.10 | 117.202 | 0.000 | 0.000 | 150.00 | 1598220.21 |
| 4230 | 2011.07.01 11:41 | buy | 2019 | 0.10 | 117.197 | 0.000 | 0.000 | ||
| 4231 | 2011.07.01 12:02 | close | 2019 | 0.10 | 117.231 | 0.000 | 0.000 | 340.00 | 1598560.21 |
| 4232 | 2011.07.01 12:23 | buy | 2020 | 0.10 | 117.164 | 0.000 | 0.000 | ||
| 4233 | 2011.07.01 12:28 | close | 2020 | 0.10 | 117.222 | 0.000 | 0.000 | 580.00 | 1599140.21 |
| 4234 | 2011.07.01 12:35 | buy | 2021 | 0.10 | 117.196 | 0.000 | 0.000 | ||
| 4235 | 2011.07.01 16:01 | close | 2021 | 0.10 | 117.423 | 0.000 | 0.000 | 2270.00 | 1601410.21 |
| 4236 | 2011.07.01 16:08 | buy | 2022 | 0.10 | 117.154 | 0.000 | 0.000 | ||
| 4237 | 2011.07.01 16:15 | close | 2022 | 0.10 | 117.202 | 0.000 | 0.000 | 480.00 | 1601890.21 |
| 4238 | 2011.07.01 16:49 | buy | 2023 | 0.10 | 117.241 | 0.000 | 0.000 | ||
| 4239 | 2011.07.01 17:23 | close | 2023 | 0.10 | 117.288 | 0.000 | 0.000 | 470.00 | 1602360.21 |
| 4240 | 2011.07.01 20:07 | buy | 2024 | 0.10 | 117.289 | 0.000 | 0.000 | ||
| 4241 | 2011.07.01 20:21 | close | 2024 | 0.10 | 117.301 | 0.000 | 0.000 | 120.00 | 1602480.21 |
| 4242 | 2011.07.01 20:37 | buy | 2025 | 0.10 | 117.295 | 0.000 | 0.000 | ||
| 4243 | 2011.07.01 20:45 | close | 2025 | 0.10 | 117.313 | 0.000 | 0.000 | 180.00 | 1602660.21 |
| 4244 | 2011.07.01 22:20 | buy | 2026 | 0.10 | 117.409 | 0.000 | 0.000 | ||
| 4245 | 2011.07.01 22:30 | close | 2026 | 0.10 | 117.423 | 0.000 | 0.000 | 140.00 | 1602800.21 |
| 4246 | 2011.07.01 22:59 | buy | 2027 | 0.10 | 117.428 | 0.000 | 0.000 | ||
| 4247 | 2011.07.04 00:01 | close | 2027 | 0.10 | 117.477 | 0.000 | 0.000 | 485.11 | 1603285.31 |
| 4248 | 2011.07.04 07:09 | buy | 2028 | 0.10 | 117.338 | 0.000 | 0.000 | ||
| 4249 | 2011.07.04 08:16 | close | 2028 | 0.10 | 117.364 | 0.000 | 0.000 | 260.00 | 1603545.31 |
| 4250 | 2011.07.04 08:35 | buy | 2029 | 0.10 | 117.371 | 0.000 | 0.000 | ||
| 4251 | 2011.07.04 08:38 | close | 2029 | 0.10 | 117.385 | 0.000 | 0.000 | 140.00 | 1603685.31 |
| 4252 | 2011.07.04 09:02 | buy | 2030 | 0.10 | 117.245 | 0.000 | 0.000 | ||
| 4253 | 2011.07.04 15:30 | close | 2030 | 0.10 | 117.261 | 0.000 | 0.000 | 160.00 | 1603845.31 |
| 4254 | 2011.07.05 02:20 | buy | 2031 | 0.10 | 117.370 | 0.000 | 0.000 | ||
| 4255 | 2011.07.05 02:22 | close | 2031 | 0.10 | 117.381 | 0.000 | 0.000 | 110.00 | 1603955.31 |
| 4256 | 2011.07.05 03:47 | buy | 2032 | 0.10 | 117.301 | 0.000 | 0.000 | ||
| 4257 | 2011.07.05 03:53 | close | 2032 | 0.10 | 117.315 | 0.000 | 0.000 | 140.00 | 1604095.31 |
| 4258 | 2011.07.05 07:53 | buy | 2033 | 0.10 | 117.236 | 0.000 | 0.000 | ||
| 4259 | 2011.07.05 07:57 | close | 2033 | 0.10 | 117.250 | 0.000 | 0.000 | 140.00 | 1604235.31 |
| 4260 | 2011.07.05 08:51 | buy | 2034 | 0.10 | 117.299 | 0.000 | 0.000 | ||
| 4261 | 2011.07.05 08:53 | close | 2034 | 0.10 | 117.339 | 0.000 | 0.000 | 400.00 | 1604635.31 |
| 4262 | 2011.07.05 09:18 | buy | 2035 | 0.10 | 117.386 | 0.000 | 0.000 | ||
| 4263 | 2011.07.05 09:32 | close | 2035 | 0.10 | 117.400 | 0.000 | 0.000 | 140.00 | 1604775.31 |
| 4264 | 2011.07.05 09:36 | buy | 2036 | 0.10 | 117.369 | 0.000 | 0.000 | ||
| 4265 | 2011.07.05 09:38 | close | 2036 | 0.10 | 117.409 | 0.000 | 0.000 | 400.00 | 1605175.31 |
| 4266 | 2011.07.05 13:08 | buy | 2037 | 0.10 | 117.335 | 0.000 | 0.000 | ||
| 4267 | 2011.07.05 13:11 | close | 2037 | 0.10 | 117.346 | 0.000 | 0.000 | 110.00 | 1605285.31 |
| 4268 | 2011.07.05 14:11 | buy | 2038 | 0.10 | 117.288 | 0.000 | 0.000 | ||
| 4269 | 2011.07.05 14:21 | close | 2038 | 0.10 | 117.306 | 0.000 | 0.000 | 180.00 | 1605465.31 |
| 4270 | 2011.07.05 15:21 | buy | 2039 | 0.10 | 117.321 | 0.000 | 0.000 | ||
| 4271 | 2011.07.05 15:29 | close | 2039 | 0.10 | 117.333 | 0.000 | 0.000 | 120.00 | 1605585.31 |
| 4272 | 2011.07.05 20:22 | buy | 2040 | 0.10 | 117.068 | 0.000 | 0.000 | ||
| 4273 | 2011.07.08 14:33 | buy | 2041 | 0.10 | 114.965 | 0.000 | 0.000 | ||
| 4274 | 2011.07.08 14:33 | modify | 2040 | 0.10 | 117.068 | 0.000 | 116.042 | ||
| 4275 | 2011.07.08 14:33 | modify | 2041 | 0.10 | 114.965 | 0.000 | 116.042 | ||
| 4276 | 2011.07.11 13:47 | buy | 2042 | 0.10 | 113.337 | 0.000 | 0.000 | ||
| 4277 | 2011.07.11 13:47 | modify | 2040 | 0.10 | 117.068 | 0.000 | 115.140 | ||
| 4278 | 2011.07.11 13:47 | modify | 2041 | 0.10 | 114.965 | 0.000 | 115.140 | ||
| 4279 | 2011.07.11 13:47 | modify | 2042 | 0.10 | 113.337 | 0.000 | 115.140 | ||
| 4280 | 2011.07.12 04:07 | buy | 2043 | 0.10 | 111.841 | 0.000 | 0.000 | ||
| 4281 | 2011.07.12 04:07 | modify | 2040 | 0.10 | 117.068 | 0.000 | 114.315 | ||
| 4282 | 2011.07.12 04:07 | modify | 2041 | 0.10 | 114.965 | 0.000 | 114.315 | ||
| 4283 | 2011.07.12 04:07 | modify | 2042 | 0.10 | 113.337 | 0.000 | 114.315 | ||
| 4284 | 2011.07.12 04:07 | modify | 2043 | 0.10 | 111.841 | 0.000 | 114.315 | ||
| 4285 | 2011.07.12 10:03 | buy | 2044 | 0.10 | 109.948 | 0.000 | 0.000 | ||
| 4286 | 2011.07.12 10:03 | modify | 2040 | 0.10 | 117.068 | 0.000 | 113.442 | ||
| 4287 | 2011.07.12 10:03 | modify | 2041 | 0.10 | 114.965 | 0.000 | 113.442 | ||
| 4288 | 2011.07.12 10:03 | modify | 2042 | 0.10 | 113.337 | 0.000 | 113.442 | ||
| 4289 | 2011.07.12 10:03 | modify | 2043 | 0.10 | 111.841 | 0.000 | 113.442 | ||
| 4290 | 2011.07.12 10:03 | modify | 2044 | 0.10 | 109.948 | 0.000 | 113.442 | ||
| 4291 | 2011.07.22 09:13 | t/p | 2040 | 0.10 | 113.442 | 0.000 | 113.442 | -36349.66 | 1569235.66 |
| 4292 | 2011.07.22 09:13 | t/p | 2041 | 0.10 | 113.442 | 0.000 | 113.442 | -15295.44 | 1553940.21 |
| 4293 | 2011.07.22 09:13 | t/p | 2042 | 0.10 | 113.442 | 0.000 | 113.442 | 989.33 | 1554929.54 |
| 4294 | 2011.07.22 09:13 | t/p | 2043 | 0.10 | 113.442 | 0.000 | 113.442 | 15954.03 | 1570883.57 |
| 4295 | 2011.07.22 09:13 | t/p | 2044 | 0.10 | 113.442 | 0.000 | 113.442 | 34884.03 | 1605767.60 |
| 4296 | 2011.07.22 10:49 | buy | 2045 | 0.10 | 113.216 | 0.000 | 0.000 | ||
| 4297 | 2011.07.26 08:57 | close | 2045 | 0.10 | 113.245 | 0.000 | 0.000 | 280.62 | 1606048.22 |
| 4298 | 2011.07.26 09:04 | buy | 2046 | 0.10 | 113.181 | 0.000 | 0.000 | ||
| 4299 | 2011.07.26 09:11 | close | 2046 | 0.10 | 113.196 | 0.000 | 0.000 | 150.00 | 1606198.22 |
| 4300 | 2011.07.26 09:41 | buy | 2047 | 0.10 | 113.149 | 0.000 | 0.000 | ||
| 4301 | 2011.07.26 09:43 | close | 2047 | 0.10 | 113.191 | 0.000 | 0.000 | 420.00 | 1606618.22 |
| 4302 | 2011.07.26 10:25 | buy | 2048 | 0.10 | 113.110 | 0.000 | 0.000 | ||
| 4303 | 2011.07.26 10:31 | close | 2048 | 0.10 | 113.126 | 0.000 | 0.000 | 160.00 | 1606778.22 |
| 4304 | 2011.07.26 11:01 | buy | 2049 | 0.10 | 113.073 | 0.000 | 0.000 | ||
| 4305 | 2011.07.26 11:04 | close | 2049 | 0.10 | 113.093 | 0.000 | 0.000 | 200.00 | 1606978.22 |
| 4306 | 2011.07.26 11:49 | buy | 2050 | 0.10 | 113.028 | 0.000 | 0.000 | ||
| 4307 | 2011.07.26 11:52 | close | 2050 | 0.10 | 113.059 | 0.000 | 0.000 | 310.00 | 1607288.22 |
| 4308 | 2011.07.26 13:05 | buy | 2051 | 0.10 | 112.985 | 0.000 | 0.000 | ||
| 4309 | 2011.07.26 13:06 | close | 2051 | 0.10 | 113.014 | 0.000 | 0.000 | 290.00 | 1607578.22 |
| 4310 | 2011.07.26 14:39 | buy | 2052 | 0.10 | 113.056 | 0.000 | 0.000 | ||
| 4311 | 2011.07.26 16:43 | close | 2052 | 0.10 | 113.089 | 0.000 | 0.000 | 330.00 | 1607908.22 |
| 4312 | 2011.07.26 17:33 | buy | 2053 | 0.10 | 113.128 | 0.000 | 0.000 | ||
| 4313 | 2011.07.26 18:07 | close | 2053 | 0.10 | 113.159 | 0.000 | 0.000 | 310.00 | 1608218.22 |
| 4314 | 2011.07.26 18:48 | buy | 2054 | 0.10 | 113.167 | 0.000 | 0.000 | ||
| 4315 | 2011.07.26 18:57 | close | 2054 | 0.10 | 113.190 | 0.000 | 0.000 | 230.00 | 1608448.22 |
| 4316 | 2011.07.26 20:07 | buy | 2055 | 0.10 | 113.030 | 0.000 | 0.000 | ||
| 4317 | 2011.07.26 20:09 | close | 2055 | 0.10 | 113.061 | 0.000 | 0.000 | 310.00 | 1608758.22 |
| 4318 | 2011.07.26 20:24 | buy | 2056 | 0.10 | 113.052 | 0.000 | 0.000 | ||
| 4319 | 2011.07.26 20:33 | close | 2056 | 0.10 | 113.073 | 0.000 | 0.000 | 210.00 | 1608968.22 |
| 4320 | 2011.07.26 21:45 | buy | 2057 | 0.10 | 113.043 | 0.000 | 0.000 | ||
| 4321 | 2011.07.26 21:47 | close | 2057 | 0.10 | 113.070 | 0.000 | 0.000 | 270.00 | 1609238.22 |
| 4322 | 2011.07.26 22:53 | buy | 2058 | 0.10 | 113.010 | 0.000 | 0.000 | ||
| 4323 | 2011.07.26 23:01 | close | 2058 | 0.10 | 113.021 | 0.000 | 0.000 | 110.00 | 1609348.22 |
| 4324 | 2011.07.27 01:48 | buy | 2059 | 0.10 | 113.105 | 0.000 | 0.000 | ||
| 4325 | 2011.07.27 01:55 | close | 2059 | 0.10 | 113.120 | 0.000 | 0.000 | 150.00 | 1609498.22 |
| 4326 | 2011.07.27 02:58 | buy | 2060 | 0.10 | 113.061 | 0.000 | 0.000 | ||
| 4327 | 2011.07.27 03:00 | close | 2060 | 0.10 | 113.120 | 0.000 | 0.000 | 590.00 | 1610088.22 |
| 4328 | 2011.07.27 03:55 | buy | 2061 | 0.10 | 112.949 | 0.000 | 0.000 | ||
| 4329 | 2011.07.27 06:23 | close | 2061 | 0.10 | 112.963 | 0.000 | 0.000 | 140.00 | 1610228.22 |
| 4330 | 2011.07.27 08:12 | buy | 2062 | 0.10 | 112.755 | 0.000 | 0.000 | ||
| 4331 | 2011.07.28 11:55 | buy | 2063 | 0.10 | 111.242 | 0.000 | 0.000 | ||
| 4332 | 2011.07.28 11:55 | modify | 2062 | 0.10 | 112.755 | 0.000 | 112.024 | ||
| 4333 | 2011.07.28 11:55 | modify | 2063 | 0.10 | 111.242 | 0.000 | 112.024 | ||
| 4334 | 2011.08.01 02:41 | t/p | 2062 | 0.10 | 112.024 | 0.000 | 112.024 | -7333.26 | 1602894.96 |
| 4335 | 2011.08.01 02:41 | t/p | 2063 | 0.10 | 112.024 | 0.000 | 112.024 | 7810.73 | 1610705.69 |
| 4336 | 2011.08.01 15:26 | buy | 2064 | 0.10 | 110.353 | 0.000 | 0.000 | ||
| 4337 | 2011.08.01 15:31 | close | 2064 | 0.10 | 110.372 | 0.000 | 0.000 | 190.00 | 1610895.69 |
| 4338 | 2011.08.01 15:35 | buy | 2065 | 0.10 | 110.293 | 0.000 | 0.000 | ||
| 4339 | 2011.08.01 23:46 | close | 2065 | 0.10 | 110.323 | 0.000 | 0.000 | 300.00 | 1611195.69 |
| 4340 | 2011.08.02 08:18 | buy | 2066 | 0.10 | 109.998 | 0.000 | 0.000 | ||
| 4341 | 2011.08.02 08:22 | close | 2066 | 0.10 | 110.014 | 0.000 | 0.000 | 160.00 | 1611355.69 |
| 4342 | 2011.08.02 08:41 | buy | 2067 | 0.10 | 109.936 | 0.000 | 0.000 | ||
| 4343 | 2011.08.02 10:13 | close | 2067 | 0.10 | 109.986 | 0.000 | 0.000 | 500.00 | 1611855.69 |
| 4344 | 2011.08.02 11:11 | buy | 2068 | 0.10 | 109.782 | 0.000 | 0.000 | ||
| 4345 | 2011.08.02 11:13 | close | 2068 | 0.10 | 109.822 | 0.000 | 0.000 | 400.00 | 1612255.69 |
| 4346 | 2011.08.02 11:25 | buy | 2069 | 0.10 | 109.632 | 0.000 | 0.000 | ||
| 4347 | 2011.08.02 11:30 | close | 2069 | 0.10 | 109.657 | 0.000 | 0.000 | 250.00 | 1612505.69 |
| 4348 | 2011.08.03 08:09 | buy | 2070 | 0.10 | 109.497 | 0.000 | 0.000 | ||
| 4349 | 2011.08.03 08:18 | close | 2070 | 0.10 | 109.531 | 0.000 | 0.000 | 340.00 | 1612845.69 |
| 4350 | 2011.08.03 08:23 | buy | 2071 | 0.10 | 109.402 | 0.000 | 0.000 | ||