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 |
| 4951 | 2012.02.17 02:14 | buy | 2349 | 0.10 | 103.781 | 0.000 | 0.000 | ||
| 4952 | 2012.02.17 02:18 | close | 2349 | 0.10 | 103.835 | 0.000 | 0.000 | 540.00 | 1694420.42 |
| 4953 | 2012.02.17 02:47 | buy | 2350 | 0.10 | 103.924 | 0.000 | 0.000 | ||
| 4954 | 2012.02.17 08:21 | close | 2350 | 0.10 | 103.956 | 0.000 | 0.000 | 320.00 | 1694740.42 |
| 4955 | 2012.02.17 08:57 | buy | 2351 | 0.10 | 103.917 | 0.000 | 0.000 | ||
| 4956 | 2012.02.17 10:38 | close | 2351 | 0.10 | 103.958 | 0.000 | 0.000 | 410.00 | 1695150.42 |
| 4957 | 2012.02.17 10:57 | buy | 2352 | 0.10 | 103.977 | 0.000 | 0.000 | ||
| 4958 | 2012.02.17 11:10 | close | 2352 | 0.10 | 103.998 | 0.000 | 0.000 | 210.00 | 1695360.42 |
| 4959 | 2012.02.17 11:31 | buy | 2353 | 0.10 | 103.960 | 0.000 | 0.000 | ||
| 4960 | 2012.02.17 11:35 | close | 2353 | 0.10 | 104.005 | 0.000 | 0.000 | 450.00 | 1695810.42 |
| 4961 | 2012.02.17 12:00 | buy | 2354 | 0.10 | 103.962 | 0.000 | 0.000 | ||
| 4962 | 2012.02.17 13:08 | close | 2354 | 0.10 | 103.984 | 0.000 | 0.000 | 220.00 | 1696030.42 |
| 4963 | 2012.02.17 14:03 | buy | 2355 | 0.10 | 104.286 | 0.000 | 0.000 | ||
| 4964 | 2012.02.17 14:06 | close | 2355 | 0.10 | 104.352 | 0.000 | 0.000 | 660.00 | 1696690.42 |
| 4965 | 2012.02.17 14:50 | buy | 2356 | 0.10 | 104.531 | 0.000 | 0.000 | ||
| 4966 | 2012.02.17 15:10 | close | 2356 | 0.10 | 104.559 | 0.000 | 0.000 | 280.00 | 1696970.42 |
| 4967 | 2012.02.17 15:31 | buy | 2357 | 0.10 | 104.571 | 0.000 | 0.000 | ||
| 4968 | 2012.02.17 15:34 | close | 2357 | 0.10 | 104.592 | 0.000 | 0.000 | 210.00 | 1697180.42 |
| 4969 | 2012.02.17 16:10 | buy | 2358 | 0.10 | 104.351 | 0.000 | 0.000 | ||
| 4970 | 2012.02.17 16:20 | close | 2358 | 0.10 | 104.373 | 0.000 | 0.000 | 220.00 | 1697400.42 |
| 4971 | 2012.02.17 17:38 | buy | 2359 | 0.10 | 104.283 | 0.000 | 0.000 | ||
| 4972 | 2012.02.17 17:39 | close | 2359 | 0.10 | 104.301 | 0.000 | 0.000 | 180.00 | 1697580.42 |
| 4973 | 2012.02.21 00:14 | buy | 2360 | 0.10 | 105.294 | 0.000 | 0.000 | ||
| 4974 | 2012.02.21 01:45 | close | 2360 | 0.10 | 105.350 | 0.000 | 0.000 | 560.00 | 1698140.42 |
| 4975 | 2012.02.21 02:15 | buy | 2361 | 0.10 | 105.437 | 0.000 | 0.000 | ||
| 4976 | 2012.02.21 03:50 | close | 2361 | 0.10 | 105.556 | 0.000 | 0.000 | 1190.00 | 1699330.42 |
| 4977 | 2012.02.21 05:41 | buy | 2362 | 0.10 | 105.629 | 0.000 | 0.000 | ||
| 4978 | 2012.02.21 05:43 | close | 2362 | 0.10 | 105.642 | 0.000 | 0.000 | 130.00 | 1699460.42 |
| 4979 | 2012.02.21 06:16 | buy | 2363 | 0.10 | 105.772 | 0.000 | 0.000 | ||
| 4980 | 2012.02.21 06:29 | close | 2363 | 0.10 | 105.783 | 0.000 | 0.000 | 110.00 | 1699570.42 |
| 4981 | 2012.02.21 08:05 | buy | 2364 | 0.10 | 105.885 | 0.000 | 0.000 | ||
| 4982 | 2012.02.21 10:01 | close | 2364 | 0.10 | 105.904 | 0.000 | 0.000 | 190.00 | 1699760.42 |
| 4983 | 2012.02.21 10:06 | buy | 2365 | 0.10 | 105.859 | 0.000 | 0.000 | ||
| 4984 | 2012.02.21 10:08 | close | 2365 | 0.10 | 105.874 | 0.000 | 0.000 | 150.00 | 1699910.42 |
| 4985 | 2012.02.21 10:26 | buy | 2366 | 0.10 | 105.846 | 0.000 | 0.000 | ||
| 4986 | 2012.02.21 10:40 | close | 2366 | 0.10 | 105.881 | 0.000 | 0.000 | 350.00 | 1700260.42 |
| 4987 | 2012.02.21 10:54 | buy | 2367 | 0.10 | 105.820 | 0.000 | 0.000 | ||
| 4988 | 2012.02.21 17:07 | close | 2367 | 0.10 | 105.849 | 0.000 | 0.000 | 290.00 | 1700550.42 |
| 4989 | 2012.02.21 17:27 | buy | 2368 | 0.10 | 105.755 | 0.000 | 0.000 | ||
| 4990 | 2012.02.22 01:00 | close | 2368 | 0.10 | 105.787 | 0.000 | 0.000 | 315.60 | 1700866.02 |
| 4991 | 2012.02.22 02:09 | buy | 2369 | 0.10 | 105.636 | 0.000 | 0.000 | ||
| 4992 | 2012.02.22 03:25 | close | 2369 | 0.10 | 105.651 | 0.000 | 0.000 | 150.00 | 1701016.02 |
| 4993 | 2012.02.22 03:28 | buy | 2370 | 0.10 | 105.609 | 0.000 | 0.000 | ||
| 4994 | 2012.02.22 03:31 | close | 2370 | 0.10 | 105.626 | 0.000 | 0.000 | 170.00 | 1701186.02 |
| 4995 | 2012.02.22 03:48 | buy | 2371 | 0.10 | 105.554 | 0.000 | 0.000 | ||
| 4996 | 2012.02.22 04:05 | close | 2371 | 0.10 | 105.565 | 0.000 | 0.000 | 110.00 | 1701296.02 |
| 4997 | 2012.02.22 04:51 | buy | 2372 | 0.10 | 105.662 | 0.000 | 0.000 | ||
| 4998 | 2012.02.22 04:52 | close | 2372 | 0.10 | 105.687 | 0.000 | 0.000 | 250.00 | 1701546.02 |
| 4999 | 2012.02.22 08:24 | buy | 2373 | 0.10 | 105.905 | 0.000 | 0.000 | ||
| 5000 | 2012.02.22 08:38 | close | 2373 | 0.10 | 105.944 | 0.000 | 0.000 | 390.00 | 1701936.02 |
| 5001 | 2012.02.22 09:09 | buy | 2374 | 0.10 | 106.065 | 0.000 | 0.000 | ||
| 5002 | 2012.02.22 09:12 | close | 2374 | 0.10 | 106.085 | 0.000 | 0.000 | 200.00 | 1702136.02 |
| 5003 | 2012.02.22 09:28 | buy | 2375 | 0.10 | 106.254 | 0.000 | 0.000 | ||
| 5004 | 2012.02.22 12:39 | close | 2375 | 0.10 | 106.285 | 0.000 | 0.000 | 310.00 | 1702446.02 |
| 5005 | 2012.02.22 12:47 | buy | 2376 | 0.10 | 106.099 | 0.000 | 0.000 | ||
| 5006 | 2012.02.22 12:50 | close | 2376 | 0.10 | 106.117 | 0.000 | 0.000 | 180.00 | 1702626.02 |
| 5007 | 2012.02.22 13:01 | buy | 2377 | 0.10 | 106.088 | 0.000 | 0.000 | ||
| 5008 | 2012.02.22 13:05 | close | 2377 | 0.10 | 106.109 | 0.000 | 0.000 | 210.00 | 1702836.02 |
| 5009 | 2012.02.22 13:12 | buy | 2378 | 0.10 | 106.081 | 0.000 | 0.000 | ||
| 5010 | 2012.02.22 13:15 | close | 2378 | 0.10 | 106.140 | 0.000 | 0.000 | 590.00 | 1703426.02 |
| 5011 | 2012.02.22 14:20 | buy | 2379 | 0.10 | 106.156 | 0.000 | 0.000 | ||
| 5012 | 2012.02.22 14:22 | close | 2379 | 0.10 | 106.176 | 0.000 | 0.000 | 200.00 | 1703626.02 |
| 5013 | 2012.02.22 14:44 | buy | 2380 | 0.10 | 106.230 | 0.000 | 0.000 | ||
| 5014 | 2012.02.22 14:46 | close | 2380 | 0.10 | 106.243 | 0.000 | 0.000 | 130.00 | 1703756.02 |
| 5015 | 2012.02.22 15:23 | buy | 2381 | 0.10 | 106.213 | 0.000 | 0.000 | ||
| 5016 | 2012.02.22 15:47 | close | 2381 | 0.10 | 106.230 | 0.000 | 0.000 | 170.00 | 1703926.02 |
| 5017 | 2012.02.22 15:52 | buy | 2382 | 0.10 | 106.134 | 0.000 | 0.000 | ||
| 5018 | 2012.02.22 16:11 | close | 2382 | 0.10 | 106.170 | 0.000 | 0.000 | 360.00 | 1704286.02 |
| 5019 | 2012.02.22 17:22 | buy | 2383 | 0.10 | 106.453 | 0.000 | 0.000 | ||
| 5020 | 2012.02.22 17:24 | close | 2383 | 0.10 | 106.472 | 0.000 | 0.000 | 190.00 | 1704476.02 |
| 5021 | 2012.02.22 17:28 | buy | 2384 | 0.10 | 106.438 | 0.000 | 0.000 | ||
| 5022 | 2012.02.22 18:40 | close | 2384 | 0.10 | 106.461 | 0.000 | 0.000 | 230.00 | 1704706.02 |
| 5023 | 2012.02.22 19:02 | buy | 2385 | 0.10 | 106.433 | 0.000 | 0.000 | ||
| 5024 | 2012.02.22 19:05 | close | 2385 | 0.10 | 106.456 | 0.000 | 0.000 | 230.00 | 1704936.02 |
| 5025 | 2012.02.22 20:38 | buy | 2386 | 0.10 | 106.376 | 0.000 | 0.000 | ||
| 5026 | 2012.02.22 22:54 | close | 2386 | 0.10 | 106.402 | 0.000 | 0.000 | 260.00 | 1705196.02 |
| 5027 | 2012.02.22 23:00 | buy | 2387 | 0.10 | 106.389 | 0.000 | 0.000 | ||
| 5028 | 2012.02.23 00:27 | close | 2387 | 0.10 | 106.419 | 0.000 | 0.000 | 286.70 | 1705482.72 |
| 5029 | 2012.02.23 00:39 | buy | 2388 | 0.10 | 106.369 | 0.000 | 0.000 | ||
| 5030 | 2012.02.23 07:15 | close | 2388 | 0.10 | 106.380 | 0.000 | 0.000 | 110.00 | 1705592.72 |
| 5031 | 2012.02.23 07:41 | buy | 2389 | 0.10 | 106.372 | 0.000 | 0.000 | ||
| 5032 | 2012.02.23 07:50 | close | 2389 | 0.10 | 106.455 | 0.000 | 0.000 | 830.00 | 1706422.72 |
| 5033 | 2012.02.23 07:54 | buy | 2390 | 0.10 | 106.386 | 0.000 | 0.000 | ||
| 5034 | 2012.02.23 07:57 | close | 2390 | 0.10 | 106.410 | 0.000 | 0.000 | 240.00 | 1706662.72 |
| 5035 | 2012.02.23 08:39 | buy | 2391 | 0.10 | 106.412 | 0.000 | 0.000 | ||
| 5036 | 2012.02.23 09:09 | close | 2391 | 0.10 | 106.439 | 0.000 | 0.000 | 270.00 | 1706932.72 |
| 5037 | 2012.02.23 10:25 | buy | 2392 | 0.10 | 106.645 | 0.000 | 0.000 | ||
| 5038 | 2012.02.23 10:33 | close | 2392 | 0.10 | 106.674 | 0.000 | 0.000 | 290.00 | 1707222.72 |
| 5039 | 2012.02.23 10:49 | buy | 2393 | 0.10 | 106.779 | 0.000 | 0.000 | ||
| 5040 | 2012.02.23 18:43 | close | 2393 | 0.10 | 106.799 | 0.000 | 0.000 | 200.00 | 1707422.72 |
| 5041 | 2012.02.23 18:54 | buy | 2394 | 0.10 | 106.771 | 0.000 | 0.000 | ||
| 5042 | 2012.02.23 19:19 | close | 2394 | 0.10 | 106.784 | 0.000 | 0.000 | 130.00 | 1707552.72 |
| 5043 | 2012.02.23 19:51 | buy | 2395 | 0.10 | 106.733 | 0.000 | 0.000 | ||
| 5044 | 2012.02.23 20:00 | close | 2395 | 0.10 | 106.748 | 0.000 | 0.000 | 150.00 | 1707702.72 |
| 5045 | 2012.02.23 21:35 | buy | 2396 | 0.10 | 106.841 | 0.000 | 0.000 | ||
| 5046 | 2012.02.23 21:36 | close | 2396 | 0.10 | 106.862 | 0.000 | 0.000 | 210.00 | 1707912.72 |
| 5047 | 2012.02.23 21:45 | buy | 2397 | 0.10 | 106.803 | 0.000 | 0.000 | ||
| 5048 | 2012.02.23 21:58 | close | 2397 | 0.10 | 106.827 | 0.000 | 0.000 | 240.00 | 1708152.72 |
| 5049 | 2012.02.23 23:46 | buy | 2398 | 0.10 | 106.894 | 0.000 | 0.000 | ||
| 5050 | 2012.02.23 23:48 | close | 2398 | 0.10 | 106.914 | 0.000 | 0.000 | 200.00 | 1708352.72 |
| 5051 | 2012.02.24 01:55 | buy | 2399 | 0.10 | 106.976 | 0.000 | 0.000 | ||
| 5052 | 2012.02.24 02:06 | close | 2399 | 0.10 | 107.001 | 0.000 | 0.000 | 250.00 | 1708602.72 |
| 5053 | 2012.02.24 06:00 | buy | 2400 | 0.10 | 107.393 | 0.000 | 0.000 | ||
| 5054 | 2012.02.24 06:06 | close | 2400 | 0.10 | 107.406 | 0.000 | 0.000 | 130.00 | 1708732.72 |
| 5055 | 2012.02.24 06:43 | buy | 2401 | 0.10 | 107.396 | 0.000 | 0.000 | ||
| 5056 | 2012.02.24 06:48 | close | 2401 | 0.10 | 107.410 | 0.000 | 0.000 | 140.00 | 1708872.72 |
| 5057 | 2012.02.24 08:53 | buy | 2402 | 0.10 | 107.774 | 0.000 | 0.000 | ||
| 5058 | 2012.02.24 09:11 | close | 2402 | 0.10 | 107.787 | 0.000 | 0.000 | 130.00 | 1709002.72 |
| 5059 | 2012.02.24 09:35 | buy | 2403 | 0.10 | 107.690 | 0.000 | 0.000 | ||
| 5060 | 2012.02.24 09:37 | close | 2403 | 0.10 | 107.705 | 0.000 | 0.000 | 150.00 | 1709152.72 |
| 5061 | 2012.02.24 10:16 | buy | 2404 | 0.10 | 107.870 | 0.000 | 0.000 | ||
| 5062 | 2012.02.24 10:21 | close | 2404 | 0.10 | 107.881 | 0.000 | 0.000 | 110.00 | 1709262.72 |
| 5063 | 2012.02.24 10:29 | buy | 2405 | 0.10 | 107.867 | 0.000 | 0.000 | ||
| 5064 | 2012.02.24 10:47 | close | 2405 | 0.10 | 107.879 | 0.000 | 0.000 | 120.00 | 1709382.72 |
| 5065 | 2012.02.24 11:16 | buy | 2406 | 0.10 | 107.876 | 0.000 | 0.000 | ||
| 5066 | 2012.02.24 11:25 | close | 2406 | 0.10 | 107.897 | 0.000 | 0.000 | 210.00 | 1709592.72 |
| 5067 | 2012.02.24 11:45 | buy | 2407 | 0.10 | 107.879 | 0.000 | 0.000 | ||
| 5068 | 2012.02.24 11:51 | close | 2407 | 0.10 | 107.902 | 0.000 | 0.000 | 230.00 | 1709822.72 |
| 5069 | 2012.02.24 13:07 | buy | 2408 | 0.10 | 107.974 | 0.000 | 0.000 | ||
| 5070 | 2012.02.24 13:12 | close | 2408 | 0.10 | 108.038 | 0.000 | 0.000 | 640.00 | 1710462.72 |
| 5071 | 2012.02.24 14:11 | buy | 2409 | 0.10 | 108.022 | 0.000 | 0.000 | ||
| 5072 | 2012.02.24 14:47 | close | 2409 | 0.10 | 108.047 | 0.000 | 0.000 | 250.00 | 1710712.72 |
| 5073 | 2012.02.24 15:03 | buy | 2410 | 0.10 | 108.036 | 0.000 | 0.000 | ||
| 5074 | 2012.02.24 15:05 | close | 2410 | 0.10 | 108.079 | 0.000 | 0.000 | 430.00 | 1711142.72 |
| 5075 | 2012.02.24 16:55 | buy | 2411 | 0.10 | 108.697 | 0.000 | 0.000 | ||
| 5076 | 2012.02.24 17:10 | close | 2411 | 0.10 | 108.733 | 0.000 | 0.000 | 360.00 | 1711502.72 |
| 5077 | 2012.02.24 17:17 | buy | 2412 | 0.10 | 108.688 | 0.000 | 0.000 | ||
| 5078 | 2012.02.24 17:26 | close | 2412 | 0.10 | 108.740 | 0.000 | 0.000 | 520.00 | 1712022.72 |
| 5079 | 2012.02.24 18:02 | buy | 2413 | 0.10 | 108.852 | 0.000 | 0.000 | ||
| 5080 | 2012.02.24 18:06 | close | 2413 | 0.10 | 108.881 | 0.000 | 0.000 | 290.00 | 1712312.72 |
| 5081 | 2012.02.24 18:14 | buy | 2414 | 0.10 | 108.867 | 0.000 | 0.000 | ||
| 5082 | 2012.02.24 18:22 | close | 2414 | 0.10 | 108.879 | 0.000 | 0.000 | 120.00 | 1712432.72 |
| 5083 | 2012.02.24 19:51 | buy | 2415 | 0.10 | 108.858 | 0.000 | 0.000 | ||
| 5084 | 2012.02.24 20:04 | close | 2415 | 0.10 | 108.878 | 0.000 | 0.000 | 200.00 | 1712632.72 |
| 5085 | 2012.02.24 21:11 | buy | 2416 | 0.10 | 108.946 | 0.000 | 0.000 | ||
| 5086 | 2012.02.24 21:35 | close | 2416 | 0.10 | 108.961 | 0.000 | 0.000 | 150.00 | 1712782.72 |
| 5087 | 2012.02.24 22:08 | buy | 2417 | 0.10 | 108.994 | 0.000 | 0.000 | ||
| 5088 | 2012.02.24 22:26 | close | 2417 | 0.10 | 109.051 | 0.000 | 0.000 | 570.00 | 1713352.72 |
| 5089 | 2012.02.27 01:30 | buy | 2418 | 0.10 | 109.203 | 0.000 | 0.000 | ||
| 5090 | 2012.02.27 01:41 | close | 2418 | 0.10 | 109.232 | 0.000 | 0.000 | 290.00 | 1713642.72 |
| 5091 | 2012.02.27 02:05 | buy | 2419 | 0.10 | 109.359 | 0.000 | 0.000 | ||
| 5092 | 2012.02.27 10:40 | buy | 2420 | 0.10 | 107.857 | 0.000 | 0.000 | ||
| 5093 | 2012.02.27 10:40 | modify | 2419 | 0.10 | 109.359 | 0.000 | 108.633 | ||
| 5094 | 2012.02.27 10:40 | modify | 2420 | 0.10 | 107.857 | 0.000 | 108.633 | ||
| 5095 | 2012.02.28 09:23 | t/p | 2419 | 0.10 | 108.633 | 0.000 | 108.633 | -7264.49 | 1706378.23 |
| 5096 | 2012.02.28 09:23 | t/p | 2420 | 0.10 | 108.633 | 0.000 | 108.633 | 7755.51 | 1714133.74 |
| 5097 | 2012.02.28 09:41 | buy | 2421 | 0.10 | 108.634 | 0.000 | 0.000 | ||
| 5098 | 2012.02.29 01:57 | close | 2421 | 0.10 | 108.674 | 0.000 | 0.000 | 395.49 | 1714529.23 |
| 5099 | 2012.02.29 02:07 | buy | 2422 | 0.10 | 108.633 | 0.000 | 0.000 | ||
| 5100 | 2012.02.29 02:39 | close | 2422 | 0.10 | 108.652 | 0.000 | 0.000 | 190.00 | 1714719.23 |