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 |
| 4651 | 2011.11.03 21:45 | buy | 2210 | 0.10 | 107.916 | 0.000 | 0.000 | ||
| 4652 | 2011.11.04 01:20 | close | 2210 | 0.10 | 107.933 | 0.000 | 0.000 | 165.51 | 1662284.96 |
| 4653 | 2011.11.04 02:47 | buy | 2211 | 0.10 | 107.702 | 0.000 | 0.000 | ||
| 4654 | 2011.11.04 03:06 | close | 2211 | 0.10 | 107.727 | 0.000 | 0.000 | 250.00 | 1662534.96 |
| 4655 | 2011.11.04 04:40 | buy | 2212 | 0.10 | 107.661 | 0.000 | 0.000 | ||
| 4656 | 2011.11.04 04:46 | close | 2212 | 0.10 | 107.682 | 0.000 | 0.000 | 210.00 | 1662744.96 |
| 4657 | 2011.11.04 04:56 | buy | 2213 | 0.10 | 107.620 | 0.000 | 0.000 | ||
| 4658 | 2011.11.04 04:59 | close | 2213 | 0.10 | 107.638 | 0.000 | 0.000 | 180.00 | 1662924.96 |
| 4659 | 2011.11.04 08:17 | buy | 2214 | 0.10 | 107.900 | 0.000 | 0.000 | ||
| 4660 | 2011.11.04 08:20 | close | 2214 | 0.10 | 107.919 | 0.000 | 0.000 | 190.00 | 1663114.96 |
| 4661 | 2011.11.04 08:28 | buy | 2215 | 0.10 | 107.894 | 0.000 | 0.000 | ||
| 4662 | 2011.11.04 09:03 | close | 2215 | 0.10 | 107.929 | 0.000 | 0.000 | 350.00 | 1663464.96 |
| 4663 | 2011.11.04 09:27 | buy | 2216 | 0.10 | 107.865 | 0.000 | 0.000 | ||
| 4664 | 2011.11.04 11:18 | close | 2216 | 0.10 | 107.890 | 0.000 | 0.000 | 250.00 | 1663714.96 |
| 4665 | 2011.11.04 22:42 | buy | 2217 | 0.10 | 107.775 | 0.000 | 0.000 | ||
| 4666 | 2011.11.04 22:49 | close | 2217 | 0.10 | 107.801 | 0.000 | 0.000 | 260.00 | 1663974.96 |
| 4667 | 2011.11.07 00:23 | buy | 2218 | 0.10 | 107.871 | 0.000 | 0.000 | ||
| 4668 | 2011.11.10 16:12 | buy | 2219 | 0.10 | 105.434 | 0.000 | 0.000 | ||
| 4669 | 2011.11.10 16:12 | modify | 2218 | 0.10 | 107.871 | 0.000 | 106.678 | ||
| 4670 | 2011.11.10 16:12 | modify | 2219 | 0.10 | 105.434 | 0.000 | 106.678 | ||
| 4671 | 2011.11.16 21:18 | buy | 2220 | 0.10 | 103.937 | 0.000 | 0.000 | ||
| 4672 | 2011.11.16 21:18 | modify | 2218 | 0.10 | 107.871 | 0.000 | 105.764 | ||
| 4673 | 2011.11.16 21:18 | modify | 2219 | 0.10 | 105.434 | 0.000 | 105.764 | ||
| 4674 | 2011.11.16 21:18 | modify | 2220 | 0.10 | 103.937 | 0.000 | 105.764 | ||
| 4675 | 2011.11.25 11:44 | buy | 2221 | 0.10 | 102.565 | 0.000 | 0.000 | ||
| 4676 | 2011.11.25 11:44 | modify | 2218 | 0.10 | 107.871 | 0.000 | 104.964 | ||
| 4677 | 2011.11.25 11:44 | modify | 2219 | 0.10 | 105.434 | 0.000 | 104.964 | ||
| 4678 | 2011.11.25 11:44 | modify | 2220 | 0.10 | 103.937 | 0.000 | 104.964 | ||
| 4679 | 2011.11.25 11:44 | modify | 2221 | 0.10 | 102.565 | 0.000 | 104.964 | ||
| 4680 | 2011.12.01 11:07 | t/p | 2218 | 0.10 | 104.964 | 0.000 | 104.964 | -29183.08 | 1634791.88 |
| 4681 | 2011.12.01 11:07 | t/p | 2219 | 0.10 | 104.964 | 0.000 | 104.964 | -4790.99 | 1630000.89 |
| 4682 | 2011.12.01 11:07 | t/p | 2220 | 0.10 | 104.964 | 0.000 | 104.964 | 10196.56 | 1640197.46 |
| 4683 | 2011.12.01 11:07 | t/p | 2221 | 0.10 | 104.964 | 0.000 | 104.964 | 23964.01 | 1664161.46 |
| 4684 | 2011.12.01 11:11 | buy | 2222 | 0.10 | 104.854 | 0.000 | 0.000 | ||
| 4685 | 2011.12.01 14:01 | close | 2222 | 0.10 | 104.887 | 0.000 | 0.000 | 330.00 | 1664491.46 |
| 4686 | 2011.12.01 14:06 | buy | 2223 | 0.10 | 104.841 | 0.000 | 0.000 | ||
| 4687 | 2011.12.01 14:17 | close | 2223 | 0.10 | 104.873 | 0.000 | 0.000 | 320.00 | 1664811.46 |
| 4688 | 2011.12.01 14:33 | buy | 2224 | 0.10 | 104.893 | 0.000 | 0.000 | ||
| 4689 | 2011.12.01 16:05 | close | 2224 | 0.10 | 104.931 | 0.000 | 0.000 | 380.00 | 1665191.46 |
| 4690 | 2011.12.01 16:13 | buy | 2225 | 0.10 | 104.874 | 0.000 | 0.000 | ||
| 4691 | 2011.12.01 16:24 | close | 2225 | 0.10 | 104.953 | 0.000 | 0.000 | 790.00 | 1665981.46 |
| 4692 | 2011.12.01 16:31 | buy | 2226 | 0.10 | 104.879 | 0.000 | 0.000 | ||
| 4693 | 2011.12.02 02:50 | close | 2226 | 0.10 | 104.900 | 0.000 | 0.000 | 205.64 | 1666187.11 |
| 4694 | 2011.12.02 04:10 | buy | 2227 | 0.10 | 104.809 | 0.000 | 0.000 | ||
| 4695 | 2011.12.02 09:01 | close | 2227 | 0.10 | 104.840 | 0.000 | 0.000 | 310.00 | 1666497.11 |
| 4696 | 2011.12.02 10:26 | buy | 2228 | 0.10 | 104.914 | 0.000 | 0.000 | ||
| 4697 | 2011.12.02 10:27 | close | 2228 | 0.10 | 104.961 | 0.000 | 0.000 | 470.00 | 1666967.11 |
| 4698 | 2011.12.02 10:37 | buy | 2229 | 0.10 | 104.912 | 0.000 | 0.000 | ||
| 4699 | 2011.12.02 10:38 | close | 2229 | 0.10 | 104.929 | 0.000 | 0.000 | 170.00 | 1667137.11 |
| 4700 | 2011.12.02 13:56 | buy | 2230 | 0.10 | 105.293 | 0.000 | 0.000 | ||
| 4701 | 2011.12.02 14:20 | close | 2230 | 0.10 | 105.305 | 0.000 | 0.000 | 120.00 | 1667257.11 |
| 4702 | 2011.12.02 14:42 | buy | 2231 | 0.10 | 105.073 | 0.000 | 0.000 | ||
| 4703 | 2011.12.02 14:43 | close | 2231 | 0.10 | 105.120 | 0.000 | 0.000 | 470.00 | 1667727.11 |
| 4704 | 2011.12.02 15:33 | buy | 2232 | 0.10 | 105.033 | 0.000 | 0.000 | ||
| 4705 | 2011.12.08 13:18 | buy | 2233 | 0.10 | 103.489 | 0.000 | 0.000 | ||
| 4706 | 2011.12.08 13:18 | modify | 2232 | 0.10 | 105.033 | 0.000 | 104.286 | ||
| 4707 | 2011.12.08 13:18 | modify | 2233 | 0.10 | 103.489 | 0.000 | 104.286 | ||
| 4708 | 2011.12.09 12:03 | t/p | 2232 | 0.10 | 104.286 | 0.000 | 104.286 | -7500.38 | 1660226.72 |
| 4709 | 2011.12.09 12:03 | t/p | 2233 | 0.10 | 104.286 | 0.000 | 104.286 | 7965.68 | 1668192.41 |
| 4710 | 2011.12.09 12:14 | buy | 2234 | 0.10 | 104.271 | 0.000 | 0.000 | ||
| 4711 | 2011.12.09 12:15 | close | 2234 | 0.10 | 104.294 | 0.000 | 0.000 | 230.00 | 1668422.41 |
| 4712 | 2011.12.09 12:24 | buy | 2235 | 0.10 | 104.153 | 0.000 | 0.000 | ||
| 4713 | 2011.12.09 12:28 | close | 2235 | 0.10 | 104.202 | 0.000 | 0.000 | 490.00 | 1668912.41 |
| 4714 | 2011.12.09 13:37 | buy | 2236 | 0.10 | 104.050 | 0.000 | 0.000 | ||
| 4715 | 2011.12.13 10:14 | buy | 2237 | 0.10 | 102.440 | 0.000 | 0.000 | ||
| 4716 | 2011.12.13 10:14 | modify | 2236 | 0.10 | 104.050 | 0.000 | 103.270 | ||
| 4717 | 2011.12.13 10:14 | modify | 2237 | 0.10 | 102.440 | 0.000 | 103.270 | ||
| 4718 | 2012.01.06 00:42 | buy | 2238 | 0.10 | 98.649 | 0.000 | 0.000 | ||
| 4719 | 2012.01.06 00:42 | modify | 2236 | 0.10 | 104.050 | 0.000 | 101.730 | ||
| 4720 | 2012.01.06 00:42 | modify | 2237 | 0.10 | 102.440 | 0.000 | 101.730 | ||
| 4721 | 2012.01.06 00:42 | modify | 2238 | 0.10 | 98.649 | 0.000 | 101.730 | ||
| 4722 | 2012.01.16 00:55 | buy | 2239 | 0.10 | 97.269 | 0.000 | 0.000 | ||
| 4723 | 2012.01.16 00:55 | modify | 2236 | 0.10 | 104.050 | 0.000 | 100.615 | ||
| 4724 | 2012.01.16 00:55 | modify | 2237 | 0.10 | 102.440 | 0.000 | 100.615 | ||
| 4725 | 2012.01.16 00:55 | modify | 2238 | 0.10 | 98.649 | 0.000 | 100.615 | ||
| 4726 | 2012.01.16 00:55 | modify | 2239 | 0.10 | 97.269 | 0.000 | 100.615 | ||
| 4727 | 2012.01.24 10:02 | t/p | 2236 | 0.10 | 100.615 | 0.000 | 100.615 | -34533.43 | 1634378.97 |
| 4728 | 2012.01.24 10:02 | t/p | 2237 | 0.10 | 100.615 | 0.000 | 100.615 | -18424.84 | 1615954.14 |
| 4729 | 2012.01.24 10:02 | t/p | 2238 | 0.10 | 100.615 | 0.000 | 100.615 | 19594.47 | 1635548.61 |
| 4730 | 2012.01.24 10:02 | t/p | 2239 | 0.10 | 100.615 | 0.000 | 100.615 | 33427.07 | 1668975.67 |
| 4731 | 2012.01.24 13:09 | buy | 2240 | 0.10 | 100.457 | 0.000 | 0.000 | ||
| 4732 | 2012.01.24 13:11 | close | 2240 | 0.10 | 100.470 | 0.000 | 0.000 | 130.00 | 1669105.67 |
| 4733 | 2012.01.24 13:36 | buy | 2241 | 0.10 | 100.514 | 0.000 | 0.000 | ||
| 4734 | 2012.01.24 13:38 | close | 2241 | 0.10 | 100.529 | 0.000 | 0.000 | 150.00 | 1669255.67 |
| 4735 | 2012.01.24 14:41 | buy | 2242 | 0.10 | 100.761 | 0.000 | 0.000 | ||
| 4736 | 2012.01.24 15:03 | close | 2242 | 0.10 | 100.796 | 0.000 | 0.000 | 350.00 | 1669605.67 |
| 4737 | 2012.01.24 15:20 | buy | 2243 | 0.10 | 100.810 | 0.000 | 0.000 | ||
| 4738 | 2012.01.24 15:25 | close | 2243 | 0.10 | 100.824 | 0.000 | 0.000 | 140.00 | 1669745.67 |
| 4739 | 2012.01.24 15:38 | buy | 2244 | 0.10 | 100.785 | 0.000 | 0.000 | ||
| 4740 | 2012.01.24 15:45 | close | 2244 | 0.10 | 100.804 | 0.000 | 0.000 | 190.00 | 1669935.67 |
| 4741 | 2012.01.24 16:59 | buy | 2245 | 0.10 | 100.894 | 0.000 | 0.000 | ||
| 4742 | 2012.01.24 17:17 | close | 2245 | 0.10 | 100.918 | 0.000 | 0.000 | 240.00 | 1670175.67 |
| 4743 | 2012.01.24 18:27 | buy | 2246 | 0.10 | 101.165 | 0.000 | 0.000 | ||
| 4744 | 2012.01.24 18:33 | close | 2246 | 0.10 | 101.177 | 0.000 | 0.000 | 120.00 | 1670295.67 |
| 4745 | 2012.01.24 19:21 | buy | 2247 | 0.10 | 101.160 | 0.000 | 0.000 | ||
| 4746 | 2012.01.24 19:48 | close | 2247 | 0.10 | 101.172 | 0.000 | 0.000 | 120.00 | 1670415.67 |
| 4747 | 2012.01.24 20:21 | buy | 2248 | 0.10 | 101.251 | 0.000 | 0.000 | ||
| 4748 | 2012.01.24 23:16 | close | 2248 | 0.10 | 101.264 | 0.000 | 0.000 | 130.00 | 1670545.67 |
| 4749 | 2012.01.25 02:20 | buy | 2249 | 0.10 | 101.314 | 0.000 | 0.000 | ||
| 4750 | 2012.01.25 02:21 | close | 2249 | 0.10 | 101.332 | 0.000 | 0.000 | 180.00 | 1670725.67 |
| 4751 | 2012.01.25 04:27 | buy | 2250 | 0.10 | 101.449 | 0.000 | 0.000 | ||
| 4752 | 2012.01.25 04:34 | close | 2250 | 0.10 | 101.475 | 0.000 | 0.000 | 260.00 | 1670985.67 |
| 4753 | 2012.01.25 05:44 | buy | 2251 | 0.10 | 101.450 | 0.000 | 0.000 | ||
| 4754 | 2012.01.25 06:35 | close | 2251 | 0.10 | 101.478 | 0.000 | 0.000 | 280.00 | 1671265.67 |
| 4755 | 2012.01.25 08:19 | buy | 2252 | 0.10 | 101.454 | 0.000 | 0.000 | ||
| 4756 | 2012.01.25 08:24 | close | 2252 | 0.10 | 101.487 | 0.000 | 0.000 | 330.00 | 1671595.67 |
| 4757 | 2012.01.25 09:23 | buy | 2253 | 0.10 | 101.550 | 0.000 | 0.000 | ||
| 4758 | 2012.01.25 09:24 | close | 2253 | 0.10 | 101.573 | 0.000 | 0.000 | 230.00 | 1671825.67 |
| 4759 | 2012.01.25 10:25 | buy | 2254 | 0.10 | 101.675 | 0.000 | 0.000 | ||
| 4760 | 2012.01.25 19:21 | close | 2254 | 0.10 | 101.697 | 0.000 | 0.000 | 220.00 | 1672045.67 |
| 4761 | 2012.01.25 19:34 | buy | 2255 | 0.10 | 101.599 | 0.000 | 0.000 | ||
| 4762 | 2012.01.25 19:40 | close | 2255 | 0.10 | 101.620 | 0.000 | 0.000 | 210.00 | 1672255.67 |
| 4763 | 2012.01.25 20:28 | buy | 2256 | 0.10 | 101.644 | 0.000 | 0.000 | ||
| 4764 | 2012.01.25 20:35 | close | 2256 | 0.10 | 101.659 | 0.000 | 0.000 | 150.00 | 1672405.67 |
| 4765 | 2012.01.25 20:39 | buy | 2257 | 0.10 | 101.604 | 0.000 | 0.000 | ||
| 4766 | 2012.01.25 20:46 | close | 2257 | 0.10 | 101.639 | 0.000 | 0.000 | 350.00 | 1672755.67 |
| 4767 | 2012.01.25 21:06 | buy | 2258 | 0.10 | 101.722 | 0.000 | 0.000 | ||
| 4768 | 2012.01.25 21:08 | close | 2258 | 0.10 | 101.739 | 0.000 | 0.000 | 170.00 | 1672925.67 |
| 4769 | 2012.01.25 21:47 | buy | 2259 | 0.10 | 101.879 | 0.000 | 0.000 | ||
| 4770 | 2012.01.25 21:50 | close | 2259 | 0.10 | 101.895 | 0.000 | 0.000 | 160.00 | 1673085.67 |
| 4771 | 2012.01.25 23:45 | buy | 2260 | 0.10 | 101.783 | 0.000 | 0.000 | ||
| 4772 | 2012.01.25 23:48 | close | 2260 | 0.10 | 101.800 | 0.000 | 0.000 | 170.00 | 1673255.67 |
| 4773 | 2012.01.26 00:00 | buy | 2261 | 0.10 | 101.768 | 0.000 | 0.000 | ||
| 4774 | 2012.01.26 00:03 | close | 2261 | 0.10 | 101.784 | 0.000 | 0.000 | 160.00 | 1673415.67 |
| 4775 | 2012.01.26 02:17 | buy | 2262 | 0.10 | 101.867 | 0.000 | 0.000 | ||
| 4776 | 2012.01.26 02:22 | close | 2262 | 0.10 | 101.885 | 0.000 | 0.000 | 180.00 | 1673595.67 |
| 4777 | 2012.01.26 06:49 | buy | 2263 | 0.10 | 101.860 | 0.000 | 0.000 | ||
| 4778 | 2012.01.26 07:02 | close | 2263 | 0.10 | 101.886 | 0.000 | 0.000 | 260.00 | 1673855.67 |
| 4779 | 2012.01.26 07:19 | buy | 2264 | 0.10 | 101.830 | 0.000 | 0.000 | ||
| 4780 | 2012.01.26 07:43 | close | 2264 | 0.10 | 101.848 | 0.000 | 0.000 | 180.00 | 1674035.67 |
| 4781 | 2012.01.26 08:01 | buy | 2265 | 0.10 | 101.762 | 0.000 | 0.000 | ||
| 4782 | 2012.01.26 08:03 | close | 2265 | 0.10 | 101.787 | 0.000 | 0.000 | 250.00 | 1674285.67 |
| 4783 | 2012.01.26 08:13 | buy | 2266 | 0.10 | 101.760 | 0.000 | 0.000 | ||
| 4784 | 2012.01.26 09:13 | close | 2266 | 0.10 | 101.781 | 0.000 | 0.000 | 210.00 | 1674495.67 |
| 4785 | 2012.01.26 09:30 | buy | 2267 | 0.10 | 101.821 | 0.000 | 0.000 | ||
| 4786 | 2012.01.26 10:32 | close | 2267 | 0.10 | 101.833 | 0.000 | 0.000 | 120.00 | 1674615.67 |
| 4787 | 2012.01.26 10:57 | buy | 2268 | 0.10 | 101.989 | 0.000 | 0.000 | ||
| 4788 | 2012.01.26 11:05 | close | 2268 | 0.10 | 102.030 | 0.000 | 0.000 | 410.00 | 1675025.67 |
| 4789 | 2012.01.26 11:37 | buy | 2269 | 0.10 | 102.061 | 0.000 | 0.000 | ||
| 4790 | 2012.01.26 11:46 | close | 2269 | 0.10 | 102.086 | 0.000 | 0.000 | 250.00 | 1675275.67 |
| 4791 | 2012.01.26 11:50 | buy | 2270 | 0.10 | 102.026 | 0.000 | 0.000 | ||
| 4792 | 2012.01.26 12:03 | close | 2270 | 0.10 | 102.044 | 0.000 | 0.000 | 180.00 | 1675455.67 |
| 4793 | 2012.01.26 12:31 | buy | 2271 | 0.10 | 102.031 | 0.000 | 0.000 | ||
| 4794 | 2012.01.26 13:06 | close | 2271 | 0.10 | 102.065 | 0.000 | 0.000 | 340.00 | 1675795.67 |
| 4795 | 2012.01.26 13:12 | buy | 2272 | 0.10 | 101.995 | 0.000 | 0.000 | ||
| 4796 | 2012.01.26 13:14 | close | 2272 | 0.10 | 102.013 | 0.000 | 0.000 | 180.00 | 1675975.67 |
| 4797 | 2012.01.26 13:27 | buy | 2273 | 0.10 | 101.999 | 0.000 | 0.000 | ||
| 4798 | 2012.01.26 13:58 | close | 2273 | 0.10 | 102.011 | 0.000 | 0.000 | 120.00 | 1676095.67 |
| 4799 | 2012.01.26 14:13 | buy | 2274 | 0.10 | 101.960 | 0.000 | 0.000 | ||
| 4800 | 2012.01.26 14:21 | close | 2274 | 0.10 | 102.013 | 0.000 | 0.000 | 530.00 | 1676625.67 |