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 |
| 4801 | 2012.01.26 14:47 | buy | 2275 | 0.10 | 102.091 | 0.000 | 0.000 | ||
| 4802 | 2012.01.26 14:50 | close | 2275 | 0.10 | 102.108 | 0.000 | 0.000 | 170.00 | 1676795.67 |
| 4803 | 2012.01.26 15:03 | buy | 2276 | 0.10 | 102.113 | 0.000 | 0.000 | ||
| 4804 | 2012.01.26 15:27 | close | 2276 | 0.10 | 102.168 | 0.000 | 0.000 | 550.00 | 1677345.67 |
| 4805 | 2012.01.26 15:34 | buy | 2277 | 0.10 | 102.094 | 0.000 | 0.000 | ||
| 4806 | 2012.01.30 14:38 | buy | 2278 | 0.10 | 100.398 | 0.000 | 0.000 | ||
| 4807 | 2012.01.30 14:38 | modify | 2277 | 0.10 | 102.094 | 0.000 | 101.271 | ||
| 4808 | 2012.01.30 14:38 | modify | 2278 | 0.10 | 100.398 | 0.000 | 101.271 | ||
| 4809 | 2012.02.07 15:22 | t/p | 2277 | 0.10 | 101.271 | 0.000 | 101.271 | -8271.89 | 1669073.79 |
| 4810 | 2012.02.07 15:22 | t/p | 2278 | 0.10 | 101.271 | 0.000 | 101.271 | 8696.57 | 1677770.36 |
| 4811 | 2012.02.07 15:30 | buy | 2279 | 0.10 | 101.257 | 0.000 | 0.000 | ||
| 4812 | 2012.02.07 15:31 | close | 2279 | 0.10 | 101.314 | 0.000 | 0.000 | 570.00 | 1678340.36 |
| 4813 | 2012.02.07 15:36 | buy | 2280 | 0.10 | 101.271 | 0.000 | 0.000 | ||
| 4814 | 2012.02.07 15:45 | close | 2280 | 0.10 | 101.284 | 0.000 | 0.000 | 130.00 | 1678470.36 |
| 4815 | 2012.02.07 18:48 | buy | 2281 | 0.10 | 101.880 | 0.000 | 0.000 | ||
| 4816 | 2012.02.07 18:50 | close | 2281 | 0.10 | 101.897 | 0.000 | 0.000 | 170.00 | 1678640.36 |
| 4817 | 2012.02.08 01:01 | buy | 2282 | 0.10 | 101.701 | 0.000 | 0.000 | ||
| 4818 | 2012.02.08 01:16 | close | 2282 | 0.10 | 101.727 | 0.000 | 0.000 | 260.00 | 1678900.36 |
| 4819 | 2012.02.08 03:18 | buy | 2283 | 0.10 | 101.923 | 0.000 | 0.000 | ||
| 4820 | 2012.02.08 03:44 | close | 2283 | 0.10 | 101.940 | 0.000 | 0.000 | 170.00 | 1679070.36 |
| 4821 | 2012.02.08 05:07 | buy | 2284 | 0.10 | 101.983 | 0.000 | 0.000 | ||
| 4822 | 2012.02.08 05:09 | close | 2284 | 0.10 | 101.994 | 0.000 | 0.000 | 110.00 | 1679180.36 |
| 4823 | 2012.02.08 05:30 | buy | 2285 | 0.10 | 102.013 | 0.000 | 0.000 | ||
| 4824 | 2012.02.08 05:40 | close | 2285 | 0.10 | 102.039 | 0.000 | 0.000 | 260.00 | 1679440.36 |
| 4825 | 2012.02.08 07:27 | buy | 2286 | 0.10 | 102.332 | 0.000 | 0.000 | ||
| 4826 | 2012.02.08 07:31 | close | 2286 | 0.10 | 102.344 | 0.000 | 0.000 | 120.00 | 1679560.36 |
| 4827 | 2012.02.08 07:35 | buy | 2287 | 0.10 | 102.299 | 0.000 | 0.000 | ||
| 4828 | 2012.02.08 09:04 | close | 2287 | 0.10 | 102.317 | 0.000 | 0.000 | 180.00 | 1679740.36 |
| 4829 | 2012.02.08 09:35 | buy | 2288 | 0.10 | 102.271 | 0.000 | 0.000 | ||
| 4830 | 2012.02.08 09:39 | close | 2288 | 0.10 | 102.295 | 0.000 | 0.000 | 240.00 | 1679980.36 |
| 4831 | 2012.02.08 09:58 | buy | 2289 | 0.10 | 102.289 | 0.000 | 0.000 | ||
| 4832 | 2012.02.08 10:05 | close | 2289 | 0.10 | 102.306 | 0.000 | 0.000 | 170.00 | 1680150.36 |
| 4833 | 2012.02.08 10:14 | buy | 2290 | 0.10 | 102.317 | 0.000 | 0.000 | ||
| 4834 | 2012.02.08 10:17 | close | 2290 | 0.10 | 102.334 | 0.000 | 0.000 | 170.00 | 1680320.36 |
| 4835 | 2012.02.08 10:30 | buy | 2291 | 0.10 | 102.281 | 0.000 | 0.000 | ||
| 4836 | 2012.02.08 10:47 | close | 2291 | 0.10 | 102.293 | 0.000 | 0.000 | 120.00 | 1680440.36 |
| 4837 | 2012.02.08 11:01 | buy | 2292 | 0.10 | 102.229 | 0.000 | 0.000 | ||
| 4838 | 2012.02.08 12:10 | close | 2292 | 0.10 | 102.249 | 0.000 | 0.000 | 200.00 | 1680640.36 |
| 4839 | 2012.02.08 12:19 | buy | 2293 | 0.10 | 102.215 | 0.000 | 0.000 | ||
| 4840 | 2012.02.08 19:11 | close | 2293 | 0.10 | 102.232 | 0.000 | 0.000 | 170.00 | 1680810.36 |
| 4841 | 2012.02.08 20:53 | buy | 2294 | 0.10 | 102.110 | 0.000 | 0.000 | ||
| 4842 | 2012.02.08 21:10 | close | 2294 | 0.10 | 102.124 | 0.000 | 0.000 | 140.00 | 1680950.36 |
| 4843 | 2012.02.08 21:17 | buy | 2295 | 0.10 | 102.089 | 0.000 | 0.000 | ||
| 4844 | 2012.02.08 21:19 | close | 2295 | 0.10 | 102.108 | 0.000 | 0.000 | 190.00 | 1681140.36 |
| 4845 | 2012.02.08 22:26 | buy | 2296 | 0.10 | 102.094 | 0.000 | 0.000 | ||
| 4846 | 2012.02.08 22:40 | close | 2296 | 0.10 | 102.112 | 0.000 | 0.000 | 180.00 | 1681320.36 |
| 4847 | 2012.02.09 00:02 | buy | 2297 | 0.10 | 102.033 | 0.000 | 0.000 | ||
| 4848 | 2012.02.09 00:42 | close | 2297 | 0.10 | 102.049 | 0.000 | 0.000 | 160.00 | 1681480.36 |
| 4849 | 2012.02.09 01:06 | buy | 2298 | 0.10 | 102.062 | 0.000 | 0.000 | ||
| 4850 | 2012.02.09 01:07 | close | 2298 | 0.10 | 102.099 | 0.000 | 0.000 | 370.00 | 1681850.36 |
| 4851 | 2012.02.09 01:26 | buy | 2299 | 0.10 | 102.038 | 0.000 | 0.000 | ||
| 4852 | 2012.02.09 01:29 | close | 2299 | 0.10 | 102.057 | 0.000 | 0.000 | 190.00 | 1682040.36 |
| 4853 | 2012.02.09 01:40 | buy | 2300 | 0.10 | 102.008 | 0.000 | 0.000 | ||
| 4854 | 2012.02.09 01:47 | close | 2300 | 0.10 | 102.027 | 0.000 | 0.000 | 190.00 | 1682230.36 |
| 4855 | 2012.02.09 03:57 | buy | 2301 | 0.10 | 102.292 | 0.000 | 0.000 | ||
| 4856 | 2012.02.09 04:33 | close | 2301 | 0.10 | 102.312 | 0.000 | 0.000 | 200.00 | 1682430.36 |
| 4857 | 2012.02.09 04:51 | buy | 2302 | 0.10 | 102.306 | 0.000 | 0.000 | ||
| 4858 | 2012.02.09 05:20 | close | 2302 | 0.10 | 102.325 | 0.000 | 0.000 | 190.00 | 1682620.36 |
| 4859 | 2012.02.09 06:02 | buy | 2303 | 0.10 | 102.435 | 0.000 | 0.000 | ||
| 4860 | 2012.02.09 06:25 | close | 2303 | 0.10 | 102.455 | 0.000 | 0.000 | 200.00 | 1682820.36 |
| 4861 | 2012.02.09 07:15 | buy | 2304 | 0.10 | 102.662 | 0.000 | 0.000 | ||
| 4862 | 2012.02.09 07:20 | close | 2304 | 0.10 | 102.687 | 0.000 | 0.000 | 250.00 | 1683070.36 |
| 4863 | 2012.02.09 07:29 | buy | 2305 | 0.10 | 102.661 | 0.000 | 0.000 | ||
| 4864 | 2012.02.09 07:35 | close | 2305 | 0.10 | 102.719 | 0.000 | 0.000 | 580.00 | 1683650.36 |
| 4865 | 2012.02.09 07:42 | buy | 2306 | 0.10 | 102.685 | 0.000 | 0.000 | ||
| 4866 | 2012.02.09 08:21 | close | 2306 | 0.10 | 102.716 | 0.000 | 0.000 | 310.00 | 1683960.36 |
| 4867 | 2012.02.09 08:43 | buy | 2307 | 0.10 | 102.598 | 0.000 | 0.000 | ||
| 4868 | 2012.02.09 08:45 | close | 2307 | 0.10 | 102.624 | 0.000 | 0.000 | 260.00 | 1684220.36 |
| 4869 | 2012.02.09 08:53 | buy | 2308 | 0.10 | 102.553 | 0.000 | 0.000 | ||
| 4870 | 2012.02.09 09:02 | close | 2308 | 0.10 | 102.578 | 0.000 | 0.000 | 250.00 | 1684470.36 |
| 4871 | 2012.02.09 10:15 | buy | 2309 | 0.10 | 102.551 | 0.000 | 0.000 | ||
| 4872 | 2012.02.09 10:18 | close | 2309 | 0.10 | 102.562 | 0.000 | 0.000 | 110.00 | 1684580.36 |
| 4873 | 2012.02.09 10:44 | buy | 2310 | 0.10 | 102.570 | 0.000 | 0.000 | ||
| 4874 | 2012.02.09 10:45 | close | 2310 | 0.10 | 102.589 | 0.000 | 0.000 | 190.00 | 1684770.36 |
| 4875 | 2012.02.09 10:51 | buy | 2311 | 0.10 | 102.563 | 0.000 | 0.000 | ||
| 4876 | 2012.02.09 14:14 | close | 2311 | 0.10 | 102.580 | 0.000 | 0.000 | 170.00 | 1684940.36 |
| 4877 | 2012.02.09 15:12 | buy | 2312 | 0.10 | 102.657 | 0.000 | 0.000 | ||
| 4878 | 2012.02.09 15:15 | close | 2312 | 0.10 | 102.689 | 0.000 | 0.000 | 320.00 | 1685260.36 |
| 4879 | 2012.02.09 15:38 | buy | 2313 | 0.10 | 102.660 | 0.000 | 0.000 | ||
| 4880 | 2012.02.09 15:46 | close | 2313 | 0.10 | 102.712 | 0.000 | 0.000 | 520.00 | 1685780.36 |
| 4881 | 2012.02.09 17:34 | buy | 2314 | 0.10 | 102.889 | 0.000 | 0.000 | ||
| 4882 | 2012.02.09 17:45 | close | 2314 | 0.10 | 102.913 | 0.000 | 0.000 | 240.00 | 1686020.36 |
| 4883 | 2012.02.09 17:59 | buy | 2315 | 0.10 | 102.942 | 0.000 | 0.000 | ||
| 4884 | 2012.02.09 18:02 | close | 2315 | 0.10 | 102.954 | 0.000 | 0.000 | 120.00 | 1686140.36 |
| 4885 | 2012.02.09 18:15 | buy | 2316 | 0.10 | 102.941 | 0.000 | 0.000 | ||
| 4886 | 2012.02.09 18:16 | close | 2316 | 0.10 | 102.965 | 0.000 | 0.000 | 240.00 | 1686380.36 |
| 4887 | 2012.02.09 18:26 | buy | 2317 | 0.10 | 102.924 | 0.000 | 0.000 | ||
| 4888 | 2012.02.09 18:41 | close | 2317 | 0.10 | 102.936 | 0.000 | 0.000 | 120.00 | 1686500.36 |
| 4889 | 2012.02.10 00:13 | buy | 2318 | 0.10 | 103.110 | 0.000 | 0.000 | ||
| 4890 | 2012.02.10 01:12 | close | 2318 | 0.10 | 103.157 | 0.000 | 0.000 | 470.00 | 1686970.36 |
| 4891 | 2012.02.10 04:02 | buy | 2319 | 0.10 | 103.045 | 0.000 | 0.000 | ||
| 4892 | 2012.02.10 10:12 | close | 2319 | 0.10 | 103.080 | 0.000 | 0.000 | 350.00 | 1687320.36 |
| 4893 | 2012.02.10 10:42 | buy | 2320 | 0.10 | 103.095 | 0.000 | 0.000 | ||
| 4894 | 2012.02.10 10:43 | close | 2320 | 0.10 | 103.135 | 0.000 | 0.000 | 400.00 | 1687720.36 |
| 4895 | 2012.02.10 10:59 | buy | 2321 | 0.10 | 103.059 | 0.000 | 0.000 | ||
| 4896 | 2012.02.10 11:50 | close | 2321 | 0.10 | 103.077 | 0.000 | 0.000 | 180.00 | 1687900.36 |
| 4897 | 2012.02.10 12:13 | buy | 2322 | 0.10 | 102.965 | 0.000 | 0.000 | ||
| 4898 | 2012.02.10 12:17 | close | 2322 | 0.10 | 102.985 | 0.000 | 0.000 | 200.00 | 1688100.36 |
| 4899 | 2012.02.10 13:01 | buy | 2323 | 0.10 | 102.946 | 0.000 | 0.000 | ||
| 4900 | 2012.02.13 08:16 | close | 2323 | 0.10 | 102.965 | 0.000 | 0.000 | 185.72 | 1688286.08 |
| 4901 | 2012.02.13 16:42 | buy | 2324 | 0.10 | 102.402 | 0.000 | 0.000 | ||
| 4902 | 2012.02.13 17:15 | close | 2324 | 0.10 | 102.427 | 0.000 | 0.000 | 250.00 | 1688536.08 |
| 4903 | 2012.02.13 19:10 | buy | 2325 | 0.10 | 102.444 | 0.000 | 0.000 | ||
| 4904 | 2012.02.13 19:12 | close | 2325 | 0.10 | 102.458 | 0.000 | 0.000 | 140.00 | 1688676.08 |
| 4905 | 2012.02.13 19:20 | buy | 2326 | 0.10 | 102.446 | 0.000 | 0.000 | ||
| 4906 | 2012.02.13 19:36 | close | 2326 | 0.10 | 102.475 | 0.000 | 0.000 | 290.00 | 1688966.08 |
| 4907 | 2012.02.13 21:15 | buy | 2327 | 0.10 | 102.352 | 0.000 | 0.000 | ||
| 4908 | 2012.02.13 21:21 | close | 2327 | 0.10 | 102.366 | 0.000 | 0.000 | 140.00 | 1689106.08 |
| 4909 | 2012.02.13 21:37 | buy | 2328 | 0.10 | 102.386 | 0.000 | 0.000 | ||
| 4910 | 2012.02.14 04:59 | close | 2328 | 0.10 | 102.417 | 0.000 | 0.000 | 305.74 | 1689411.82 |
| 4911 | 2012.02.14 08:04 | buy | 2329 | 0.10 | 102.438 | 0.000 | 0.000 | ||
| 4912 | 2012.02.14 08:10 | close | 2329 | 0.10 | 102.451 | 0.000 | 0.000 | 130.00 | 1689541.82 |
| 4913 | 2012.02.14 09:04 | buy | 2330 | 0.10 | 102.491 | 0.000 | 0.000 | ||
| 4914 | 2012.02.14 09:06 | close | 2330 | 0.10 | 102.521 | 0.000 | 0.000 | 300.00 | 1689841.82 |
| 4915 | 2012.02.14 11:09 | buy | 2331 | 0.10 | 102.978 | 0.000 | 0.000 | ||
| 4916 | 2012.02.14 11:14 | close | 2331 | 0.10 | 102.995 | 0.000 | 0.000 | 170.00 | 1690011.82 |
| 4917 | 2012.02.14 11:32 | buy | 2332 | 0.10 | 103.015 | 0.000 | 0.000 | ||
| 4918 | 2012.02.14 11:44 | close | 2332 | 0.10 | 103.040 | 0.000 | 0.000 | 250.00 | 1690261.82 |
| 4919 | 2012.02.14 13:43 | buy | 2333 | 0.10 | 103.099 | 0.000 | 0.000 | ||
| 4920 | 2012.02.14 16:25 | close | 2333 | 0.10 | 103.131 | 0.000 | 0.000 | 320.00 | 1690581.82 |
| 4921 | 2012.02.14 16:51 | buy | 2334 | 0.10 | 103.068 | 0.000 | 0.000 | ||
| 4922 | 2012.02.14 17:49 | close | 2334 | 0.10 | 103.092 | 0.000 | 0.000 | 240.00 | 1690821.82 |
| 4923 | 2012.02.14 18:08 | buy | 2335 | 0.10 | 103.002 | 0.000 | 0.000 | ||
| 4924 | 2012.02.14 18:14 | close | 2335 | 0.10 | 103.022 | 0.000 | 0.000 | 200.00 | 1691021.82 |
| 4925 | 2012.02.14 18:41 | buy | 2336 | 0.10 | 102.983 | 0.000 | 0.000 | ||
| 4926 | 2012.02.14 23:01 | close | 2336 | 0.10 | 102.995 | 0.000 | 0.000 | 120.00 | 1691141.82 |
| 4927 | 2012.02.14 23:26 | buy | 2337 | 0.10 | 102.959 | 0.000 | 0.000 | ||
| 4928 | 2012.02.15 00:06 | close | 2337 | 0.10 | 102.975 | 0.000 | 0.000 | 155.71 | 1691297.53 |
| 4929 | 2012.02.15 00:27 | buy | 2338 | 0.10 | 102.970 | 0.000 | 0.000 | ||
| 4930 | 2012.02.15 00:33 | close | 2338 | 0.10 | 102.985 | 0.000 | 0.000 | 150.00 | 1691447.53 |
| 4931 | 2012.02.15 01:27 | buy | 2339 | 0.10 | 102.895 | 0.000 | 0.000 | ||
| 4932 | 2012.02.15 01:34 | close | 2339 | 0.10 | 102.917 | 0.000 | 0.000 | 220.00 | 1691667.53 |
| 4933 | 2012.02.15 04:16 | buy | 2340 | 0.10 | 103.279 | 0.000 | 0.000 | ||
| 4934 | 2012.02.15 04:26 | close | 2340 | 0.10 | 103.302 | 0.000 | 0.000 | 230.00 | 1691897.53 |
| 4935 | 2012.02.15 05:24 | buy | 2341 | 0.10 | 103.330 | 0.000 | 0.000 | ||
| 4936 | 2012.02.15 05:28 | close | 2341 | 0.10 | 103.352 | 0.000 | 0.000 | 220.00 | 1692117.53 |
| 4937 | 2012.02.15 06:32 | buy | 2342 | 0.10 | 103.352 | 0.000 | 0.000 | ||
| 4938 | 2012.02.15 06:51 | close | 2342 | 0.10 | 103.370 | 0.000 | 0.000 | 180.00 | 1692297.53 |
| 4939 | 2012.02.15 08:35 | buy | 2343 | 0.10 | 103.364 | 0.000 | 0.000 | ||
| 4940 | 2012.02.15 10:23 | close | 2343 | 0.10 | 103.411 | 0.000 | 0.000 | 470.00 | 1692767.53 |
| 4941 | 2012.02.15 11:33 | buy | 2344 | 0.10 | 103.393 | 0.000 | 0.000 | ||
| 4942 | 2012.02.16 18:54 | close | 2344 | 0.10 | 103.410 | 0.000 | 0.000 | 157.20 | 1692924.73 |
| 4943 | 2012.02.16 19:29 | buy | 2345 | 0.10 | 103.361 | 0.000 | 0.000 | ||
| 4944 | 2012.02.16 19:31 | close | 2345 | 0.10 | 103.397 | 0.000 | 0.000 | 360.00 | 1693284.73 |
| 4945 | 2012.02.16 19:52 | buy | 2346 | 0.10 | 103.359 | 0.000 | 0.000 | ||
| 4946 | 2012.02.16 20:17 | close | 2346 | 0.10 | 103.376 | 0.000 | 0.000 | 170.00 | 1693454.73 |
| 4947 | 2012.02.16 21:09 | buy | 2347 | 0.10 | 103.627 | 0.000 | 0.000 | ||
| 4948 | 2012.02.16 21:16 | close | 2347 | 0.10 | 103.641 | 0.000 | 0.000 | 140.00 | 1693594.73 |
| 4949 | 2012.02.16 21:55 | buy | 2348 | 0.10 | 103.756 | 0.000 | 0.000 | ||
| 4950 | 2012.02.17 02:09 | close | 2348 | 0.10 | 103.785 | 0.000 | 0.000 | 285.68 | 1693880.42 |