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 |
| 4501 | 2011.08.23 20:22 | buy | 2144 | 0.10 | 110.479 | 0.000 | 0.000 | ||
| 4502 | 2011.08.23 20:25 | close | 2144 | 0.10 | 110.504 | 0.000 | 0.000 | 250.00 | 1644967.56 |
| 4503 | 2011.08.23 21:19 | buy | 2145 | 0.10 | 110.693 | 0.000 | 0.000 | ||
| 4504 | 2011.08.23 21:26 | close | 2145 | 0.10 | 110.734 | 0.000 | 0.000 | 410.00 | 1645377.56 |
| 4505 | 2011.08.23 21:30 | buy | 2146 | 0.10 | 110.691 | 0.000 | 0.000 | ||
| 4506 | 2011.08.23 21:41 | close | 2146 | 0.10 | 110.715 | 0.000 | 0.000 | 240.00 | 1645617.56 |
| 4507 | 2011.08.24 00:00 | buy | 2147 | 0.10 | 110.652 | 0.000 | 0.000 | ||
| 4508 | 2011.08.24 01:02 | close | 2147 | 0.10 | 110.683 | 0.000 | 0.000 | 310.00 | 1645927.56 |
| 4509 | 2011.08.24 01:20 | buy | 2148 | 0.10 | 110.708 | 0.000 | 0.000 | ||
| 4510 | 2011.08.24 02:07 | close | 2148 | 0.10 | 110.722 | 0.000 | 0.000 | 140.00 | 1646067.56 |
| 4511 | 2011.08.24 02:48 | buy | 2149 | 0.10 | 110.795 | 0.000 | 0.000 | ||
| 4512 | 2011.08.24 16:08 | close | 2149 | 0.10 | 110.811 | 0.000 | 0.000 | 160.00 | 1646227.56 |
| 4513 | 2011.08.24 17:32 | buy | 2150 | 0.10 | 110.566 | 0.000 | 0.000 | ||
| 4514 | 2011.08.24 17:36 | close | 2150 | 0.10 | 110.602 | 0.000 | 0.000 | 360.00 | 1646587.56 |
| 4515 | 2011.08.24 19:02 | buy | 2151 | 0.10 | 110.602 | 0.000 | 0.000 | ||
| 4516 | 2011.08.24 19:04 | close | 2151 | 0.10 | 110.632 | 0.000 | 0.000 | 300.00 | 1646887.56 |
| 4517 | 2011.08.26 12:00 | buy | 2152 | 0.10 | 111.074 | 0.000 | 0.000 | ||
| 4518 | 2011.08.26 17:37 | close | 2152 | 0.10 | 111.109 | 0.000 | 0.000 | 350.00 | 1647237.56 |
| 4519 | 2011.08.26 20:18 | buy | 2153 | 0.10 | 111.047 | 0.000 | 0.000 | ||
| 4520 | 2011.08.26 20:21 | close | 2153 | 0.10 | 111.066 | 0.000 | 0.000 | 190.00 | 1647427.56 |
| 4521 | 2011.08.26 21:09 | buy | 2154 | 0.10 | 111.105 | 0.000 | 0.000 | ||
| 4522 | 2011.08.26 21:14 | close | 2154 | 0.10 | 111.123 | 0.000 | 0.000 | 180.00 | 1647607.56 |
| 4523 | 2011.08.29 00:07 | buy | 2155 | 0.10 | 111.104 | 0.000 | 0.000 | ||
| 4524 | 2011.08.29 00:18 | close | 2155 | 0.10 | 111.178 | 0.000 | 0.000 | 740.00 | 1648347.56 |
| 4525 | 2011.08.29 02:24 | buy | 2156 | 0.10 | 111.026 | 0.000 | 0.000 | ||
| 4526 | 2011.08.29 02:27 | close | 2156 | 0.10 | 111.047 | 0.000 | 0.000 | 210.00 | 1648557.56 |
| 4527 | 2011.08.29 03:59 | buy | 2157 | 0.10 | 111.119 | 0.000 | 0.000 | ||
| 4528 | 2011.08.29 04:06 | close | 2157 | 0.10 | 111.155 | 0.000 | 0.000 | 360.00 | 1648917.56 |
| 4529 | 2011.08.29 04:58 | buy | 2158 | 0.10 | 111.103 | 0.000 | 0.000 | ||
| 4530 | 2011.08.29 05:14 | close | 2158 | 0.10 | 111.117 | 0.000 | 0.000 | 140.00 | 1649057.56 |
| 4531 | 2011.08.29 05:28 | buy | 2159 | 0.10 | 111.085 | 0.000 | 0.000 | ||
| 4532 | 2011.08.29 05:34 | close | 2159 | 0.10 | 111.107 | 0.000 | 0.000 | 220.00 | 1649277.56 |
| 4533 | 2011.08.29 05:40 | buy | 2160 | 0.10 | 111.094 | 0.000 | 0.000 | ||
| 4534 | 2011.08.29 05:42 | close | 2160 | 0.10 | 111.117 | 0.000 | 0.000 | 230.00 | 1649507.56 |
| 4535 | 2011.08.30 08:57 | buy | 2161 | 0.10 | 111.071 | 0.000 | 0.000 | ||
| 4536 | 2011.08.30 09:04 | close | 2161 | 0.10 | 111.084 | 0.000 | 0.000 | 130.00 | 1649637.56 |
| 4537 | 2011.08.30 09:26 | buy | 2162 | 0.10 | 110.953 | 0.000 | 0.000 | ||
| 4538 | 2011.09.02 06:58 | buy | 2163 | 0.10 | 109.425 | 0.000 | 0.000 | ||
| 4539 | 2011.09.02 06:58 | modify | 2162 | 0.10 | 110.953 | 0.000 | 110.214 | ||
| 4540 | 2011.09.02 06:58 | modify | 2163 | 0.10 | 109.425 | 0.000 | 110.214 | ||
| 4541 | 2011.09.13 00:44 | buy | 2164 | 0.10 | 105.433 | 0.000 | 0.000 | ||
| 4542 | 2011.09.13 00:44 | modify | 2162 | 0.10 | 110.953 | 0.000 | 108.620 | ||
| 4543 | 2011.09.13 00:44 | modify | 2163 | 0.10 | 109.425 | 0.000 | 108.620 | ||
| 4544 | 2011.09.13 00:44 | modify | 2164 | 0.10 | 105.433 | 0.000 | 108.620 | ||
| 4545 | 2011.09.21 14:00 | buy | 2165 | 0.10 | 104.072 | 0.000 | 0.000 | ||
| 4546 | 2011.09.21 14:00 | modify | 2162 | 0.10 | 110.953 | 0.000 | 107.483 | ||
| 4547 | 2011.09.21 14:00 | modify | 2163 | 0.10 | 109.425 | 0.000 | 107.483 | ||
| 4548 | 2011.09.21 14:00 | modify | 2164 | 0.10 | 105.433 | 0.000 | 107.483 | ||
| 4549 | 2011.09.21 14:00 | modify | 2165 | 0.10 | 104.072 | 0.000 | 107.483 | ||
| 4550 | 2011.09.23 12:20 | buy | 2166 | 0.10 | 102.686 | 0.000 | 0.000 | ||
| 4551 | 2011.09.23 12:20 | modify | 2162 | 0.10 | 110.953 | 0.000 | 106.524 | ||
| 4552 | 2011.09.23 12:20 | modify | 2163 | 0.10 | 109.425 | 0.000 | 106.524 | ||
| 4553 | 2011.09.23 12:20 | modify | 2164 | 0.10 | 105.433 | 0.000 | 106.524 | ||
| 4554 | 2011.09.23 12:20 | modify | 2165 | 0.10 | 104.072 | 0.000 | 106.524 | ||
| 4555 | 2011.09.23 12:20 | modify | 2166 | 0.10 | 102.686 | 0.000 | 106.524 | ||
| 4556 | 2011.10.12 14:51 | t/p | 2162 | 0.10 | 106.524 | 0.000 | 106.524 | -44478.89 | 1605158.67 |
| 4557 | 2011.10.12 14:51 | t/p | 2163 | 0.10 | 106.524 | 0.000 | 106.524 | -29175.93 | 1575982.74 |
| 4558 | 2011.10.12 14:51 | t/p | 2164 | 0.10 | 106.524 | 0.000 | 106.524 | 10784.52 | 1586767.26 |
| 4559 | 2011.10.12 14:51 | t/p | 2165 | 0.10 | 106.524 | 0.000 | 106.524 | 24429.62 | 1611196.88 |
| 4560 | 2011.10.12 14:51 | t/p | 2166 | 0.10 | 106.524 | 0.000 | 106.524 | 38306.88 | 1649503.76 |
| 4561 | 2011.10.13 08:01 | buy | 2167 | 0.10 | 106.303 | 0.000 | 0.000 | ||
| 4562 | 2011.10.13 09:05 | close | 2167 | 0.10 | 106.314 | 0.000 | 0.000 | 110.00 | 1649613.76 |
| 4563 | 2011.10.13 09:13 | buy | 2168 | 0.10 | 106.313 | 0.000 | 0.000 | ||
| 4564 | 2011.10.13 09:21 | close | 2168 | 0.10 | 106.324 | 0.000 | 0.000 | 110.00 | 1649723.76 |
| 4565 | 2011.10.13 10:09 | buy | 2169 | 0.10 | 106.395 | 0.000 | 0.000 | ||
| 4566 | 2011.10.14 14:07 | close | 2169 | 0.10 | 106.414 | 0.000 | 0.000 | 185.59 | 1649909.35 |
| 4567 | 2011.10.14 15:44 | buy | 2170 | 0.10 | 106.781 | 0.000 | 0.000 | ||
| 4568 | 2011.10.14 15:46 | close | 2170 | 0.10 | 106.813 | 0.000 | 0.000 | 320.00 | 1650229.35 |
| 4569 | 2011.10.14 15:51 | buy | 2171 | 0.10 | 106.748 | 0.000 | 0.000 | ||
| 4570 | 2011.10.14 15:52 | close | 2171 | 0.10 | 106.793 | 0.000 | 0.000 | 450.00 | 1650679.35 |
| 4571 | 2011.10.17 08:21 | buy | 2172 | 0.10 | 106.924 | 0.000 | 0.000 | ||
| 4572 | 2011.10.17 08:24 | close | 2172 | 0.10 | 106.951 | 0.000 | 0.000 | 270.00 | 1650949.35 |
| 4573 | 2011.10.17 08:33 | buy | 2173 | 0.10 | 106.948 | 0.000 | 0.000 | ||
| 4574 | 2011.10.17 08:35 | close | 2173 | 0.10 | 106.962 | 0.000 | 0.000 | 140.00 | 1651089.35 |
| 4575 | 2011.10.17 09:05 | buy | 2174 | 0.10 | 107.025 | 0.000 | 0.000 | ||
| 4576 | 2011.10.17 09:22 | close | 2174 | 0.10 | 107.050 | 0.000 | 0.000 | 250.00 | 1651339.35 |
| 4577 | 2011.10.17 10:15 | buy | 2175 | 0.10 | 107.581 | 0.000 | 0.000 | ||
| 4578 | 2011.10.17 10:17 | close | 2175 | 0.10 | 107.603 | 0.000 | 0.000 | 220.00 | 1651559.35 |
| 4579 | 2011.10.17 10:24 | buy | 2176 | 0.10 | 107.496 | 0.000 | 0.000 | ||
| 4580 | 2011.10.17 10:37 | close | 2176 | 0.10 | 107.565 | 0.000 | 0.000 | 690.00 | 1652249.35 |
| 4581 | 2011.10.17 11:22 | buy | 2177 | 0.10 | 107.492 | 0.000 | 0.000 | ||
| 4582 | 2011.10.17 16:18 | buy | 2178 | 0.10 | 105.479 | 0.000 | 0.000 | ||
| 4583 | 2011.10.17 16:18 | modify | 2177 | 0.10 | 107.492 | 0.000 | 106.511 | ||
| 4584 | 2011.10.17 16:18 | modify | 2178 | 0.10 | 105.479 | 0.000 | 106.511 | ||
| 4585 | 2011.10.19 14:41 | t/p | 2177 | 0.10 | 106.511 | 0.000 | 106.511 | -9818.79 | 1642430.56 |
| 4586 | 2011.10.19 14:41 | t/p | 2178 | 0.10 | 106.511 | 0.000 | 106.511 | 10311.21 | 1652741.77 |
| 4587 | 2011.10.19 14:52 | buy | 2179 | 0.10 | 106.295 | 0.000 | 0.000 | ||
| 4588 | 2011.10.19 14:57 | close | 2179 | 0.10 | 106.337 | 0.000 | 0.000 | 420.00 | 1653161.77 |
| 4589 | 2011.10.19 15:03 | buy | 2180 | 0.10 | 106.326 | 0.000 | 0.000 | ||
| 4590 | 2011.10.24 08:16 | close | 2180 | 0.10 | 106.360 | 0.000 | 0.000 | 317.97 | 1653479.74 |
| 4591 | 2011.10.24 20:16 | buy | 2181 | 0.10 | 105.935 | 0.000 | 0.000 | ||
| 4592 | 2011.10.24 20:27 | close | 2181 | 0.10 | 105.977 | 0.000 | 0.000 | 420.00 | 1653899.74 |
| 4593 | 2011.10.24 21:12 | buy | 2182 | 0.10 | 106.019 | 0.000 | 0.000 | ||
| 4594 | 2011.10.24 23:55 | close | 2182 | 0.10 | 106.032 | 0.000 | 0.000 | 130.00 | 1654029.74 |
| 4595 | 2011.10.25 04:05 | buy | 2183 | 0.10 | 105.949 | 0.000 | 0.000 | ||
| 4596 | 2011.10.25 09:45 | close | 2183 | 0.10 | 106.006 | 0.000 | 0.000 | 570.00 | 1654599.74 |
| 4597 | 2011.10.25 09:55 | buy | 2184 | 0.10 | 105.992 | 0.000 | 0.000 | ||
| 4598 | 2011.10.25 10:01 | close | 2184 | 0.10 | 106.053 | 0.000 | 0.000 | 610.00 | 1655209.74 |
| 4599 | 2011.10.25 10:23 | buy | 2185 | 0.10 | 105.889 | 0.000 | 0.000 | ||
| 4600 | 2011.10.25 10:47 | close | 2185 | 0.10 | 105.939 | 0.000 | 0.000 | 500.00 | 1655709.74 |
| 4601 | 2011.10.25 11:10 | buy | 2186 | 0.10 | 105.966 | 0.000 | 0.000 | ||
| 4602 | 2011.10.25 11:11 | close | 2186 | 0.10 | 106.061 | 0.000 | 0.000 | 950.00 | 1656659.74 |
| 4603 | 2011.10.25 11:41 | buy | 2187 | 0.10 | 106.054 | 0.000 | 0.000 | ||
| 4604 | 2011.10.25 11:45 | close | 2187 | 0.10 | 106.075 | 0.000 | 0.000 | 210.00 | 1656869.74 |
| 4605 | 2011.10.26 01:58 | buy | 2188 | 0.10 | 105.799 | 0.000 | 0.000 | ||
| 4606 | 2011.10.26 02:10 | close | 2188 | 0.10 | 105.816 | 0.000 | 0.000 | 170.00 | 1657039.74 |
| 4607 | 2011.10.26 02:40 | buy | 2189 | 0.10 | 105.945 | 0.000 | 0.000 | ||
| 4608 | 2011.10.26 02:50 | close | 2189 | 0.10 | 105.964 | 0.000 | 0.000 | 190.00 | 1657229.74 |
| 4609 | 2011.10.26 04:18 | buy | 2190 | 0.10 | 105.914 | 0.000 | 0.000 | ||
| 4610 | 2011.10.26 21:01 | close | 2190 | 0.10 | 105.937 | 0.000 | 0.000 | 230.00 | 1657459.74 |
| 4611 | 2011.10.28 17:56 | buy | 2191 | 0.10 | 107.219 | 0.000 | 0.000 | ||
| 4612 | 2011.10.28 17:59 | close | 2191 | 0.10 | 107.230 | 0.000 | 0.000 | 110.00 | 1657569.74 |
| 4613 | 2011.10.28 18:27 | buy | 2192 | 0.10 | 107.197 | 0.000 | 0.000 | ||
| 4614 | 2011.10.28 18:42 | close | 2192 | 0.10 | 107.226 | 0.000 | 0.000 | 290.00 | 1657859.74 |
| 4615 | 2011.10.28 19:06 | buy | 2193 | 0.10 | 107.221 | 0.000 | 0.000 | ||
| 4616 | 2011.10.28 19:08 | close | 2193 | 0.10 | 107.236 | 0.000 | 0.000 | 150.00 | 1658009.74 |
| 4617 | 2011.10.28 20:07 | buy | 2194 | 0.10 | 107.226 | 0.000 | 0.000 | ||
| 4618 | 2011.10.28 20:26 | close | 2194 | 0.10 | 107.245 | 0.000 | 0.000 | 190.00 | 1658199.74 |
| 4619 | 2011.10.28 21:10 | buy | 2195 | 0.10 | 107.197 | 0.000 | 0.000 | ||
| 4620 | 2011.10.28 21:17 | close | 2195 | 0.10 | 107.223 | 0.000 | 0.000 | 260.00 | 1658459.74 |
| 4621 | 2011.10.31 00:20 | buy | 2196 | 0.10 | 107.151 | 0.000 | 0.000 | ||
| 4622 | 2011.10.31 00:25 | close | 2196 | 0.10 | 107.175 | 0.000 | 0.000 | 240.00 | 1658699.74 |
| 4623 | 2011.10.31 00:37 | buy | 2197 | 0.10 | 107.172 | 0.000 | 0.000 | ||
| 4624 | 2011.10.31 00:44 | close | 2197 | 0.10 | 107.184 | 0.000 | 0.000 | 120.00 | 1658819.74 |
| 4625 | 2011.10.31 01:06 | buy | 2198 | 0.10 | 107.180 | 0.000 | 0.000 | ||
| 4626 | 2011.10.31 01:17 | close | 2198 | 0.10 | 107.193 | 0.000 | 0.000 | 130.00 | 1658949.74 |
| 4627 | 2011.10.31 01:25 | buy | 2199 | 0.10 | 107.155 | 0.000 | 0.000 | ||
| 4628 | 2011.10.31 01:28 | close | 2199 | 0.10 | 107.173 | 0.000 | 0.000 | 180.00 | 1659129.74 |
| 4629 | 2011.10.31 01:57 | buy | 2200 | 0.10 | 107.116 | 0.000 | 0.000 | ||
| 4630 | 2011.10.31 02:02 | close | 2200 | 0.10 | 107.130 | 0.000 | 0.000 | 140.00 | 1659269.74 |
| 4631 | 2011.10.31 02:07 | buy | 2201 | 0.10 | 107.075 | 0.000 | 0.000 | ||
| 4632 | 2011.10.31 02:15 | close | 2201 | 0.10 | 107.092 | 0.000 | 0.000 | 170.00 | 1659439.74 |
| 4633 | 2011.10.31 02:23 | buy | 2202 | 0.10 | 107.056 | 0.000 | 0.000 | ||
| 4634 | 2011.10.31 02:48 | close | 2202 | 0.10 | 107.081 | 0.000 | 0.000 | 250.00 | 1659689.74 |
| 4635 | 2011.10.31 03:05 | buy | 2203 | 0.10 | 107.079 | 0.000 | 0.000 | ||
| 4636 | 2011.10.31 03:10 | close | 2203 | 0.10 | 107.095 | 0.000 | 0.000 | 160.00 | 1659849.74 |
| 4637 | 2011.10.31 20:38 | buy | 2204 | 0.10 | 108.669 | 0.000 | 0.000 | ||
| 4638 | 2011.11.01 01:37 | close | 2204 | 0.10 | 108.710 | 0.000 | 0.000 | 405.49 | 1660255.23 |
| 4639 | 2011.11.01 01:55 | buy | 2205 | 0.10 | 108.577 | 0.000 | 0.000 | ||
| 4640 | 2011.11.01 02:02 | close | 2205 | 0.10 | 108.636 | 0.000 | 0.000 | 590.00 | 1660845.23 |
| 4641 | 2011.11.01 02:33 | buy | 2206 | 0.10 | 108.668 | 0.000 | 0.000 | ||
| 4642 | 2011.11.01 10:23 | buy | 2207 | 0.10 | 107.138 | 0.000 | 0.000 | ||
| 4643 | 2011.11.01 10:23 | modify | 2206 | 0.10 | 108.668 | 0.000 | 107.928 | ||
| 4644 | 2011.11.01 10:23 | modify | 2207 | 0.10 | 107.138 | 0.000 | 107.928 | ||
| 4645 | 2011.11.03 19:47 | t/p | 2206 | 0.10 | 107.928 | 0.000 | 107.928 | -7417.89 | 1653427.34 |
| 4646 | 2011.11.03 19:47 | t/p | 2207 | 0.10 | 107.928 | 0.000 | 107.928 | 7882.11 | 1661309.45 |
| 4647 | 2011.11.03 19:59 | buy | 2208 | 0.10 | 107.846 | 0.000 | 0.000 | ||
| 4648 | 2011.11.03 20:17 | close | 2208 | 0.10 | 107.895 | 0.000 | 0.000 | 490.00 | 1661799.45 |
| 4649 | 2011.11.03 20:21 | buy | 2209 | 0.10 | 107.785 | 0.000 | 0.000 | ||
| 4650 | 2011.11.03 20:26 | close | 2209 | 0.10 | 107.817 | 0.000 | 0.000 | 320.00 | 1662119.45 |