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 |
| 301 | 2010.02.01 01:45 | buy | 142 | 0.10 | 125.347 | 0.000 | 0.000 | ||
| 302 | 2010.02.01 01:54 | close | 142 | 0.10 | 125.360 | 0.000 | 0.000 | 130.00 | 1041925.96 |
| 303 | 2010.02.01 02:03 | buy | 143 | 0.10 | 125.269 | 0.000 | 0.000 | ||
| 304 | 2010.02.01 02:05 | close | 143 | 0.10 | 125.305 | 0.000 | 0.000 | 360.00 | 1042285.96 |
| 305 | 2010.02.01 02:17 | buy | 144 | 0.10 | 125.315 | 0.000 | 0.000 | ||
| 306 | 2010.02.01 08:09 | close | 144 | 0.10 | 125.326 | 0.000 | 0.000 | 110.00 | 1042395.96 |
| 307 | 2010.02.01 11:06 | buy | 145 | 0.10 | 125.665 | 0.000 | 0.000 | ||
| 308 | 2010.02.01 11:14 | close | 145 | 0.10 | 125.677 | 0.000 | 0.000 | 120.00 | 1042515.96 |
| 309 | 2010.02.01 11:18 | buy | 146 | 0.10 | 125.558 | 0.000 | 0.000 | ||
| 310 | 2010.02.01 12:18 | close | 146 | 0.10 | 125.578 | 0.000 | 0.000 | 200.00 | 1042715.96 |
| 311 | 2010.02.01 12:26 | buy | 147 | 0.10 | 125.546 | 0.000 | 0.000 | ||
| 312 | 2010.02.01 13:31 | close | 147 | 0.10 | 125.567 | 0.000 | 0.000 | 210.00 | 1042925.96 |
| 313 | 2010.02.02 09:01 | buy | 148 | 0.10 | 126.384 | 0.000 | 0.000 | ||
| 314 | 2010.02.02 11:16 | close | 148 | 0.10 | 126.432 | 0.000 | 0.000 | 480.00 | 1043405.96 |
| 315 | 2010.02.02 21:27 | buy | 149 | 0.10 | 126.231 | 0.000 | 0.000 | ||
| 316 | 2010.02.02 21:31 | close | 149 | 0.10 | 126.248 | 0.000 | 0.000 | 170.00 | 1043575.96 |
| 317 | 2010.02.02 21:40 | buy | 150 | 0.10 | 126.210 | 0.000 | 0.000 | ||
| 318 | 2010.02.02 23:09 | close | 150 | 0.10 | 126.227 | 0.000 | 0.000 | 170.00 | 1043745.96 |
| 319 | 2010.02.03 03:05 | buy | 151 | 0.10 | 126.251 | 0.000 | 0.000 | ||
| 320 | 2010.02.03 04:37 | close | 151 | 0.10 | 126.266 | 0.000 | 0.000 | 150.00 | 1043895.96 |
| 321 | 2010.02.03 05:13 | buy | 152 | 0.10 | 126.190 | 0.000 | 0.000 | ||
| 322 | 2010.02.03 05:39 | close | 152 | 0.10 | 126.207 | 0.000 | 0.000 | 170.00 | 1044065.96 |
| 323 | 2010.02.04 00:02 | buy | 153 | 0.10 | 126.314 | 0.000 | 0.000 | ||
| 324 | 2010.02.04 00:17 | close | 153 | 0.10 | 126.341 | 0.000 | 0.000 | 270.00 | 1044335.96 |
| 325 | 2010.02.04 00:35 | buy | 154 | 0.10 | 126.330 | 0.000 | 0.000 | ||
| 326 | 2010.02.04 01:15 | close | 154 | 0.10 | 126.344 | 0.000 | 0.000 | 140.00 | 1044475.96 |
| 327 | 2010.02.04 01:26 | buy | 155 | 0.10 | 126.190 | 0.000 | 0.000 | ||
| 328 | 2010.02.04 01:30 | close | 155 | 0.10 | 126.207 | 0.000 | 0.000 | 170.00 | 1044645.96 |
| 329 | 2010.02.04 01:54 | buy | 156 | 0.10 | 126.257 | 0.000 | 0.000 | ||
| 330 | 2010.02.04 02:00 | close | 156 | 0.10 | 126.303 | 0.000 | 0.000 | 460.00 | 1045105.96 |
| 331 | 2010.02.04 02:52 | buy | 157 | 0.10 | 126.235 | 0.000 | 0.000 | ||
| 332 | 2010.02.04 03:27 | close | 157 | 0.10 | 126.268 | 0.000 | 0.000 | 330.00 | 1045435.96 |
| 333 | 2010.02.04 03:43 | buy | 158 | 0.10 | 126.201 | 0.000 | 0.000 | ||
| 334 | 2010.02.04 04:03 | close | 158 | 0.10 | 126.257 | 0.000 | 0.000 | 560.00 | 1045995.96 |
| 335 | 2010.02.04 04:58 | buy | 159 | 0.10 | 126.195 | 0.000 | 0.000 | ||
| 336 | 2010.02.04 04:59 | close | 159 | 0.10 | 126.225 | 0.000 | 0.000 | 300.00 | 1046295.96 |
| 337 | 2010.02.04 07:17 | buy | 160 | 0.10 | 126.203 | 0.000 | 0.000 | ||
| 338 | 2010.02.04 07:28 | close | 160 | 0.10 | 126.235 | 0.000 | 0.000 | 320.00 | 1046615.96 |
| 339 | 2010.02.04 07:42 | buy | 161 | 0.10 | 126.192 | 0.000 | 0.000 | ||
| 340 | 2010.02.04 07:50 | close | 161 | 0.10 | 126.237 | 0.000 | 0.000 | 450.00 | 1047065.96 |
| 341 | 2010.02.04 08:02 | buy | 162 | 0.10 | 126.220 | 0.000 | 0.000 | ||
| 342 | 2010.02.04 08:07 | close | 162 | 0.10 | 126.234 | 0.000 | 0.000 | 140.00 | 1047205.96 |
| 343 | 2010.02.04 09:00 | buy | 163 | 0.10 | 126.119 | 0.000 | 0.000 | ||
| 344 | 2010.02.04 09:01 | close | 163 | 0.10 | 126.136 | 0.000 | 0.000 | 170.00 | 1047375.96 |
| 345 | 2010.02.04 09:32 | buy | 164 | 0.10 | 125.864 | 0.000 | 0.000 | ||
| 346 | 2010.02.04 09:34 | close | 164 | 0.10 | 125.877 | 0.000 | 0.000 | 130.00 | 1047505.96 |
| 347 | 2010.02.04 09:50 | buy | 165 | 0.10 | 125.816 | 0.000 | 0.000 | ||
| 348 | 2010.02.04 10:43 | close | 165 | 0.10 | 125.859 | 0.000 | 0.000 | 430.00 | 1047935.96 |
| 349 | 2010.02.04 13:07 | buy | 166 | 0.10 | 125.658 | 0.000 | 0.000 | ||
| 350 | 2010.02.04 13:08 | close | 166 | 0.10 | 125.695 | 0.000 | 0.000 | 370.00 | 1048305.96 |
| 351 | 2010.02.04 13:42 | buy | 167 | 0.10 | 125.688 | 0.000 | 0.000 | ||
| 352 | 2010.02.04 13:45 | close | 167 | 0.10 | 125.708 | 0.000 | 0.000 | 200.00 | 1048505.96 |
| 353 | 2010.02.04 14:10 | buy | 168 | 0.10 | 125.664 | 0.000 | 0.000 | ||
| 354 | 2010.02.04 14:12 | close | 168 | 0.10 | 125.684 | 0.000 | 0.000 | 200.00 | 1048705.96 |
| 355 | 2010.02.04 14:23 | buy | 169 | 0.10 | 125.621 | 0.000 | 0.000 | ||
| 356 | 2010.02.09 00:32 | buy | 170 | 0.10 | 121.822 | 0.000 | 0.000 | ||
| 357 | 2010.02.09 00:32 | modify | 169 | 0.10 | 125.621 | 0.000 | 123.747 | ||
| 358 | 2010.02.09 00:32 | modify | 170 | 0.10 | 121.822 | 0.000 | 123.747 | ||
| 359 | 2010.02.09 18:05 | t/p | 169 | 0.10 | 123.747 | 0.000 | 123.747 | -18755.25 | 1029950.71 |
| 360 | 2010.02.09 18:05 | t/p | 170 | 0.10 | 123.747 | 0.000 | 123.747 | 19250.00 | 1049200.71 |
| 361 | 2010.02.11 19:48 | buy | 171 | 0.10 | 122.695 | 0.000 | 0.000 | ||
| 362 | 2010.02.11 19:55 | close | 171 | 0.10 | 122.710 | 0.000 | 0.000 | 150.00 | 1049350.71 |
| 363 | 2010.02.11 20:23 | buy | 172 | 0.10 | 122.706 | 0.000 | 0.000 | ||
| 364 | 2010.02.11 20:26 | close | 172 | 0.10 | 122.735 | 0.000 | 0.000 | 290.00 | 1049640.71 |
| 365 | 2010.02.11 21:05 | buy | 173 | 0.10 | 122.799 | 0.000 | 0.000 | ||
| 366 | 2010.02.11 21:07 | close | 173 | 0.10 | 122.819 | 0.000 | 0.000 | 200.00 | 1049840.71 |
| 367 | 2010.02.11 21:29 | buy | 174 | 0.10 | 122.762 | 0.000 | 0.000 | ||
| 368 | 2010.02.11 21:35 | close | 174 | 0.10 | 122.777 | 0.000 | 0.000 | 150.00 | 1049990.71 |
| 369 | 2010.02.11 23:06 | buy | 175 | 0.10 | 122.854 | 0.000 | 0.000 | ||
| 370 | 2010.02.12 00:19 | close | 175 | 0.10 | 122.866 | 0.000 | 0.000 | 114.88 | 1050105.59 |
| 371 | 2010.02.12 00:29 | buy | 176 | 0.10 | 122.846 | 0.000 | 0.000 | ||
| 372 | 2010.02.12 00:47 | close | 176 | 0.10 | 122.857 | 0.000 | 0.000 | 110.00 | 1050215.59 |
| 373 | 2010.02.12 01:40 | buy | 177 | 0.10 | 122.750 | 0.000 | 0.000 | ||
| 374 | 2010.02.12 07:45 | close | 177 | 0.10 | 122.786 | 0.000 | 0.000 | 360.00 | 1050575.59 |
| 375 | 2010.02.12 15:24 | buy | 178 | 0.10 | 122.050 | 0.000 | 0.000 | ||
| 376 | 2010.02.12 15:29 | close | 178 | 0.10 | 122.118 | 0.000 | 0.000 | 680.00 | 1051255.59 |
| 377 | 2010.02.12 15:33 | buy | 179 | 0.10 | 122.011 | 0.000 | 0.000 | ||
| 378 | 2010.02.12 15:34 | close | 179 | 0.10 | 122.076 | 0.000 | 0.000 | 650.00 | 1051905.59 |
| 379 | 2010.02.12 16:55 | buy | 180 | 0.10 | 122.452 | 0.000 | 0.000 | ||
| 380 | 2010.02.12 16:59 | close | 180 | 0.10 | 122.517 | 0.000 | 0.000 | 650.00 | 1052555.59 |
| 381 | 2010.02.12 17:04 | buy | 181 | 0.10 | 122.369 | 0.000 | 0.000 | ||
| 382 | 2010.02.12 17:06 | close | 181 | 0.10 | 122.499 | 0.000 | 0.000 | 1300.00 | 1053855.59 |
| 383 | 2010.02.12 17:51 | buy | 182 | 0.10 | 122.636 | 0.000 | 0.000 | ||
| 384 | 2010.02.12 18:01 | close | 182 | 0.10 | 122.663 | 0.000 | 0.000 | 270.00 | 1054125.59 |
| 385 | 2010.02.12 18:28 | buy | 183 | 0.10 | 122.742 | 0.000 | 0.000 | ||
| 386 | 2010.02.15 01:01 | close | 183 | 0.10 | 122.760 | 0.000 | 0.000 | 174.89 | 1054300.48 |
| 387 | 2010.02.15 05:12 | buy | 184 | 0.10 | 122.663 | 0.000 | 0.000 | ||
| 388 | 2010.02.15 05:25 | close | 184 | 0.10 | 122.675 | 0.000 | 0.000 | 120.00 | 1054420.48 |
| 389 | 2010.02.15 05:43 | buy | 185 | 0.10 | 122.721 | 0.000 | 0.000 | ||
| 390 | 2010.02.15 06:11 | close | 185 | 0.10 | 122.737 | 0.000 | 0.000 | 160.00 | 1054580.48 |
| 391 | 2010.02.15 06:18 | buy | 186 | 0.10 | 122.657 | 0.000 | 0.000 | ||
| 392 | 2010.02.15 08:34 | close | 186 | 0.10 | 122.687 | 0.000 | 0.000 | 300.00 | 1054880.48 |
| 393 | 2010.02.15 08:38 | buy | 187 | 0.10 | 122.668 | 0.000 | 0.000 | ||
| 394 | 2010.02.15 08:41 | close | 187 | 0.10 | 122.680 | 0.000 | 0.000 | 120.00 | 1055000.48 |
| 395 | 2010.02.15 09:05 | buy | 188 | 0.10 | 122.648 | 0.000 | 0.000 | ||
| 396 | 2010.02.15 09:06 | close | 188 | 0.10 | 122.700 | 0.000 | 0.000 | 520.00 | 1055520.48 |
| 397 | 2010.02.15 09:19 | buy | 189 | 0.10 | 122.668 | 0.000 | 0.000 | ||
| 398 | 2010.02.15 09:21 | close | 189 | 0.10 | 122.699 | 0.000 | 0.000 | 310.00 | 1055830.48 |
| 399 | 2010.02.15 09:53 | buy | 190 | 0.10 | 122.487 | 0.000 | 0.000 | ||
| 400 | 2010.02.15 10:09 | close | 190 | 0.10 | 122.507 | 0.000 | 0.000 | 200.00 | 1056030.48 |
| 401 | 2010.02.15 10:25 | buy | 191 | 0.10 | 122.478 | 0.000 | 0.000 | ||
| 402 | 2010.02.15 11:04 | close | 191 | 0.10 | 122.491 | 0.000 | 0.000 | 130.00 | 1056160.48 |
| 403 | 2010.02.15 12:51 | buy | 192 | 0.10 | 122.516 | 0.000 | 0.000 | ||
| 404 | 2010.02.15 12:52 | close | 192 | 0.10 | 122.551 | 0.000 | 0.000 | 350.00 | 1056510.48 |
| 405 | 2010.02.15 13:59 | buy | 193 | 0.10 | 122.480 | 0.000 | 0.000 | ||
| 406 | 2010.02.15 15:04 | close | 193 | 0.10 | 122.547 | 0.000 | 0.000 | 670.00 | 1057180.48 |
| 407 | 2010.02.15 16:27 | buy | 194 | 0.10 | 122.309 | 0.000 | 0.000 | ||
| 408 | 2010.02.15 16:33 | close | 194 | 0.10 | 122.323 | 0.000 | 0.000 | 140.00 | 1057320.48 |
| 409 | 2010.02.15 16:38 | buy | 195 | 0.10 | 122.301 | 0.000 | 0.000 | ||
| 410 | 2010.02.15 16:45 | close | 195 | 0.10 | 122.313 | 0.000 | 0.000 | 120.00 | 1057440.48 |
| 411 | 2010.02.15 18:06 | buy | 196 | 0.10 | 122.410 | 0.000 | 0.000 | ||
| 412 | 2010.02.15 18:20 | close | 196 | 0.10 | 122.430 | 0.000 | 0.000 | 200.00 | 1057640.48 |
| 413 | 2010.02.15 18:37 | buy | 197 | 0.10 | 122.386 | 0.000 | 0.000 | ||
| 414 | 2010.02.15 18:40 | close | 197 | 0.10 | 122.406 | 0.000 | 0.000 | 200.00 | 1057840.48 |
| 415 | 2010.02.15 19:35 | buy | 198 | 0.10 | 122.347 | 0.000 | 0.000 | ||
| 416 | 2010.02.15 19:36 | close | 198 | 0.10 | 122.368 | 0.000 | 0.000 | 210.00 | 1058050.48 |
| 417 | 2010.02.15 20:35 | buy | 199 | 0.10 | 122.329 | 0.000 | 0.000 | ||
| 418 | 2010.02.15 20:37 | close | 199 | 0.10 | 122.345 | 0.000 | 0.000 | 160.00 | 1058210.48 |
| 419 | 2010.02.16 01:37 | buy | 200 | 0.10 | 122.342 | 0.000 | 0.000 | ||
| 420 | 2010.02.16 01:41 | close | 200 | 0.10 | 122.361 | 0.000 | 0.000 | 190.00 | 1058400.48 |
| 421 | 2010.02.18 00:15 | buy | 201 | 0.10 | 123.954 | 0.000 | 0.000 | ||
| 422 | 2010.02.18 00:22 | close | 201 | 0.10 | 123.970 | 0.000 | 0.000 | 160.00 | 1058560.48 |
| 423 | 2010.02.18 01:05 | buy | 202 | 0.10 | 123.925 | 0.000 | 0.000 | ||
| 424 | 2010.02.18 01:08 | close | 202 | 0.10 | 123.943 | 0.000 | 0.000 | 180.00 | 1058740.48 |
| 425 | 2010.02.18 01:28 | buy | 203 | 0.10 | 123.782 | 0.000 | 0.000 | ||
| 426 | 2010.02.18 15:41 | close | 203 | 0.10 | 123.805 | 0.000 | 0.000 | 230.00 | 1058970.48 |
| 427 | 2010.02.19 02:40 | buy | 204 | 0.10 | 123.783 | 0.000 | 0.000 | ||
| 428 | 2010.02.19 02:42 | close | 204 | 0.10 | 123.900 | 0.000 | 0.000 | 1170.00 | 1060140.48 |
| 429 | 2010.02.19 02:52 | buy | 205 | 0.10 | 123.743 | 0.000 | 0.000 | ||
| 430 | 2010.02.19 02:54 | close | 205 | 0.10 | 123.777 | 0.000 | 0.000 | 340.00 | 1060480.48 |
| 431 | 2010.02.19 03:01 | buy | 206 | 0.10 | 123.768 | 0.000 | 0.000 | ||
| 432 | 2010.02.19 03:05 | close | 206 | 0.10 | 123.780 | 0.000 | 0.000 | 120.00 | 1060600.48 |
| 433 | 2010.02.19 03:45 | buy | 207 | 0.10 | 123.781 | 0.000 | 0.000 | ||
| 434 | 2010.02.19 04:01 | close | 207 | 0.10 | 123.796 | 0.000 | 0.000 | 150.00 | 1060750.48 |
| 435 | 2010.02.19 04:29 | buy | 208 | 0.10 | 123.777 | 0.000 | 0.000 | ||
| 436 | 2010.02.19 07:58 | close | 208 | 0.10 | 123.809 | 0.000 | 0.000 | 320.00 | 1061070.48 |
| 437 | 2010.02.19 11:11 | buy | 209 | 0.10 | 123.824 | 0.000 | 0.000 | ||
| 438 | 2010.02.19 11:24 | close | 209 | 0.10 | 123.882 | 0.000 | 0.000 | 580.00 | 1061650.48 |
| 439 | 2010.02.19 16:33 | buy | 210 | 0.10 | 124.015 | 0.000 | 0.000 | ||
| 440 | 2010.02.19 16:38 | close | 210 | 0.10 | 124.073 | 0.000 | 0.000 | 580.00 | 1062230.48 |
| 441 | 2010.02.22 16:03 | buy | 211 | 0.10 | 124.059 | 0.000 | 0.000 | ||
| 442 | 2010.02.22 16:42 | close | 211 | 0.10 | 124.073 | 0.000 | 0.000 | 140.00 | 1062370.48 |
| 443 | 2010.02.22 16:52 | buy | 212 | 0.10 | 123.950 | 0.000 | 0.000 | ||
| 444 | 2010.02.22 16:56 | close | 212 | 0.10 | 123.989 | 0.000 | 0.000 | 390.00 | 1062760.48 |
| 445 | 2010.02.22 19:34 | buy | 213 | 0.10 | 123.930 | 0.000 | 0.000 | ||
| 446 | 2010.02.22 19:36 | close | 213 | 0.10 | 123.958 | 0.000 | 0.000 | 280.00 | 1063040.48 |
| 447 | 2010.02.22 20:13 | buy | 214 | 0.10 | 123.914 | 0.000 | 0.000 | ||
| 448 | 2010.02.22 20:16 | close | 214 | 0.10 | 123.934 | 0.000 | 0.000 | 200.00 | 1063240.48 |
| 449 | 2010.02.22 20:28 | buy | 215 | 0.10 | 123.912 | 0.000 | 0.000 | ||
| 450 | 2010.02.22 20:32 | close | 215 | 0.10 | 123.973 | 0.000 | 0.000 | 610.00 | 1063850.48 |