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 |
| 5101 | 2012.02.29 04:10 | buy | 2423 | 0.10 | 108.491 | 0.000 | 0.000 | ||
| 5102 | 2012.02.29 04:12 | close | 2423 | 0.10 | 108.503 | 0.000 | 0.000 | 120.00 | 1714839.23 |
| 5103 | 2012.02.29 04:32 | buy | 2424 | 0.10 | 108.410 | 0.000 | 0.000 | ||
| 5104 | 2012.02.29 04:39 | close | 2424 | 0.10 | 108.434 | 0.000 | 0.000 | 240.00 | 1715079.23 |
| 5105 | 2012.02.29 05:45 | buy | 2425 | 0.10 | 108.402 | 0.000 | 0.000 | ||
| 5106 | 2012.02.29 07:54 | close | 2425 | 0.10 | 108.422 | 0.000 | 0.000 | 200.00 | 1715279.23 |
| 5107 | 2012.02.29 08:12 | buy | 2426 | 0.10 | 108.311 | 0.000 | 0.000 | ||
| 5108 | 2012.02.29 08:14 | close | 2426 | 0.10 | 108.346 | 0.000 | 0.000 | 350.00 | 1715629.23 |
| 5109 | 2012.02.29 08:38 | buy | 2427 | 0.10 | 108.363 | 0.000 | 0.000 | ||
| 5110 | 2012.02.29 08:40 | close | 2427 | 0.10 | 108.399 | 0.000 | 0.000 | 360.00 | 1715989.23 |
| 5111 | 2012.02.29 08:46 | buy | 2428 | 0.10 | 108.341 | 0.000 | 0.000 | ||
| 5112 | 2012.02.29 09:24 | close | 2428 | 0.10 | 108.369 | 0.000 | 0.000 | 280.00 | 1716269.23 |
| 5113 | 2012.02.29 09:43 | buy | 2429 | 0.10 | 108.392 | 0.000 | 0.000 | ||
| 5114 | 2012.02.29 09:49 | close | 2429 | 0.10 | 108.426 | 0.000 | 0.000 | 340.00 | 1716609.23 |
| 5115 | 2012.02.29 09:59 | buy | 2430 | 0.10 | 108.366 | 0.000 | 0.000 | ||
| 5116 | 2012.02.29 10:02 | close | 2430 | 0.10 | 108.438 | 0.000 | 0.000 | 720.00 | 1717329.23 |
| 5117 | 2012.02.29 10:19 | buy | 2431 | 0.10 | 108.417 | 0.000 | 0.000 | ||
| 5118 | 2012.02.29 10:20 | close | 2431 | 0.10 | 108.428 | 0.000 | 0.000 | 110.00 | 1717439.23 |
| 5119 | 2012.02.29 12:06 | buy | 2432 | 0.10 | 108.168 | 0.000 | 0.000 | ||
| 5120 | 2012.02.29 12:14 | close | 2432 | 0.10 | 108.225 | 0.000 | 0.000 | 570.00 | 1718009.23 |
| 5121 | 2012.02.29 12:20 | buy | 2433 | 0.10 | 108.161 | 0.000 | 0.000 | ||
| 5122 | 2012.02.29 12:30 | close | 2433 | 0.10 | 108.181 | 0.000 | 0.000 | 200.00 | 1718209.23 |
| 5123 | 2012.02.29 12:35 | buy | 2434 | 0.10 | 108.162 | 0.000 | 0.000 | ||
| 5124 | 2012.02.29 13:03 | close | 2434 | 0.10 | 108.185 | 0.000 | 0.000 | 230.00 | 1718439.23 |
| 5125 | 2012.02.29 13:32 | buy | 2435 | 0.10 | 108.122 | 0.000 | 0.000 | ||
| 5126 | 2012.02.29 13:41 | close | 2435 | 0.10 | 108.149 | 0.000 | 0.000 | 270.00 | 1718709.23 |
| 5127 | 2012.02.29 13:47 | buy | 2436 | 0.10 | 108.094 | 0.000 | 0.000 | ||
| 5128 | 2012.02.29 15:39 | close | 2436 | 0.10 | 108.118 | 0.000 | 0.000 | 240.00 | 1718949.23 |
| 5129 | 2012.02.29 16:36 | buy | 2437 | 0.10 | 108.075 | 0.000 | 0.000 | ||
| 5130 | 2012.02.29 16:57 | close | 2437 | 0.10 | 108.091 | 0.000 | 0.000 | 160.00 | 1719109.23 |
| 5131 | 2012.02.29 17:16 | buy | 2438 | 0.10 | 108.234 | 0.000 | 0.000 | ||
| 5132 | 2012.02.29 17:26 | close | 2438 | 0.10 | 108.253 | 0.000 | 0.000 | 190.00 | 1719299.23 |
| 5133 | 2012.02.29 17:59 | buy | 2439 | 0.10 | 108.410 | 0.000 | 0.000 | ||
| 5134 | 2012.03.02 08:00 | close | 2439 | 0.10 | 108.425 | 0.000 | 0.000 | 131.96 | 1719431.19 |
| 5135 | 2012.03.02 08:04 | buy | 2440 | 0.10 | 108.256 | 0.000 | 0.000 | ||
| 5136 | 2012.03.02 08:06 | close | 2440 | 0.10 | 108.310 | 0.000 | 0.000 | 540.00 | 1719971.19 |
| 5137 | 2012.03.02 08:17 | buy | 2441 | 0.10 | 108.332 | 0.000 | 0.000 | ||
| 5138 | 2012.03.02 08:18 | close | 2441 | 0.10 | 108.351 | 0.000 | 0.000 | 190.00 | 1720161.19 |
| 5139 | 2012.03.02 09:39 | buy | 2442 | 0.10 | 108.255 | 0.000 | 0.000 | ||
| 5140 | 2012.03.06 16:15 | buy | 2443 | 0.10 | 106.188 | 0.000 | 0.000 | ||
| 5141 | 2012.03.06 16:15 | modify | 2442 | 0.10 | 108.255 | 0.000 | 107.247 | ||
| 5142 | 2012.03.06 16:15 | modify | 2443 | 0.10 | 106.188 | 0.000 | 107.247 | ||
| 5143 | 2012.03.08 07:01 | t/p | 2442 | 0.10 | 107.247 | 0.000 | 107.247 | -10106.74 | 1710054.45 |
| 5144 | 2012.03.08 07:01 | t/p | 2443 | 0.10 | 107.247 | 0.000 | 107.247 | 10572.25 | 1720626.69 |
| 5145 | 2012.03.08 08:22 | buy | 2444 | 0.10 | 107.091 | 0.000 | 0.000 | ||
| 5146 | 2012.03.08 08:33 | close | 2444 | 0.10 | 107.106 | 0.000 | 0.000 | 150.00 | 1720776.69 |
| 5147 | 2012.03.08 09:53 | buy | 2445 | 0.10 | 107.340 | 0.000 | 0.000 | ||
| 5148 | 2012.03.08 09:59 | close | 2445 | 0.10 | 107.366 | 0.000 | 0.000 | 260.00 | 1721036.69 |
| 5149 | 2012.03.08 10:06 | buy | 2446 | 0.10 | 107.317 | 0.000 | 0.000 | ||
| 5150 | 2012.03.08 10:12 | close | 2446 | 0.10 | 107.355 | 0.000 | 0.000 | 380.00 | 1721416.69 |
| 5151 | 2012.03.08 10:26 | buy | 2447 | 0.10 | 107.510 | 0.000 | 0.000 | ||
| 5152 | 2012.03.08 10:29 | close | 2447 | 0.10 | 107.568 | 0.000 | 0.000 | 580.00 | 1721996.69 |
| 5153 | 2012.03.08 11:21 | buy | 2448 | 0.10 | 107.536 | 0.000 | 0.000 | ||
| 5154 | 2012.03.08 11:37 | close | 2448 | 0.10 | 107.558 | 0.000 | 0.000 | 220.00 | 1722216.69 |
| 5155 | 2012.03.08 14:07 | buy | 2449 | 0.10 | 108.167 | 0.000 | 0.000 | ||
| 5156 | 2012.03.08 14:17 | close | 2449 | 0.10 | 108.193 | 0.000 | 0.000 | 260.00 | 1722476.69 |
| 5157 | 2012.03.08 14:33 | buy | 2450 | 0.10 | 107.929 | 0.000 | 0.000 | ||
| 5158 | 2012.03.08 14:35 | close | 2450 | 0.10 | 107.994 | 0.000 | 0.000 | 650.00 | 1723126.69 |
| 5159 | 2012.03.08 14:54 | buy | 2451 | 0.10 | 107.952 | 0.000 | 0.000 | ||
| 5160 | 2012.03.08 14:56 | close | 2451 | 0.10 | 108.036 | 0.000 | 0.000 | 840.00 | 1723966.69 |
| 5161 | 2012.03.08 15:50 | buy | 2452 | 0.10 | 107.896 | 0.000 | 0.000 | ||
| 5162 | 2012.03.08 15:52 | close | 2452 | 0.10 | 107.924 | 0.000 | 0.000 | 280.00 | 1724246.69 |
| 5163 | 2012.03.08 16:05 | buy | 2453 | 0.10 | 107.863 | 0.000 | 0.000 | ||
| 5164 | 2012.03.08 16:45 | close | 2453 | 0.10 | 107.899 | 0.000 | 0.000 | 360.00 | 1724606.69 |
| 5165 | 2012.03.08 17:36 | buy | 2454 | 0.10 | 107.968 | 0.000 | 0.000 | ||
| 5166 | 2012.03.08 17:40 | close | 2454 | 0.10 | 107.986 | 0.000 | 0.000 | 180.00 | 1724786.69 |
| 5167 | 2012.03.08 17:54 | buy | 2455 | 0.10 | 108.043 | 0.000 | 0.000 | ||
| 5168 | 2012.03.08 17:55 | close | 2455 | 0.10 | 108.084 | 0.000 | 0.000 | 410.00 | 1725196.69 |
| 5169 | 2012.03.08 18:24 | buy | 2456 | 0.10 | 108.078 | 0.000 | 0.000 | ||
| 5170 | 2012.03.08 18:31 | close | 2456 | 0.10 | 108.092 | 0.000 | 0.000 | 140.00 | 1725336.69 |
| 5171 | 2012.03.08 18:48 | buy | 2457 | 0.10 | 108.131 | 0.000 | 0.000 | ||
| 5172 | 2012.03.08 18:51 | close | 2457 | 0.10 | 108.146 | 0.000 | 0.000 | 150.00 | 1725486.69 |
| 5173 | 2012.03.08 18:57 | buy | 2458 | 0.10 | 108.120 | 0.000 | 0.000 | ||
| 5174 | 2012.03.08 19:05 | close | 2458 | 0.10 | 108.139 | 0.000 | 0.000 | 190.00 | 1725676.69 |
| 5175 | 2012.03.08 21:00 | buy | 2459 | 0.10 | 108.332 | 0.000 | 0.000 | ||
| 5176 | 2012.03.08 21:06 | close | 2459 | 0.10 | 108.348 | 0.000 | 0.000 | 160.00 | 1725836.69 |
| 5177 | 2012.03.08 21:37 | buy | 2460 | 0.10 | 108.245 | 0.000 | 0.000 | ||
| 5178 | 2012.03.08 21:41 | close | 2460 | 0.10 | 108.268 | 0.000 | 0.000 | 230.00 | 1726066.69 |
| 5179 | 2012.03.08 21:50 | buy | 2461 | 0.10 | 108.257 | 0.000 | 0.000 | ||
| 5180 | 2012.03.08 22:06 | close | 2461 | 0.10 | 108.273 | 0.000 | 0.000 | 160.00 | 1726226.69 |
| 5181 | 2012.03.08 22:37 | buy | 2462 | 0.10 | 108.287 | 0.000 | 0.000 | ||
| 5182 | 2012.03.08 22:45 | close | 2462 | 0.10 | 108.305 | 0.000 | 0.000 | 180.00 | 1726406.69 |
| 5183 | 2012.03.08 23:01 | buy | 2463 | 0.10 | 108.202 | 0.000 | 0.000 | ||
| 5184 | 2012.03.08 23:05 | close | 2463 | 0.10 | 108.245 | 0.000 | 0.000 | 430.00 | 1726836.69 |
| 5185 | 2012.03.08 23:40 | buy | 2464 | 0.10 | 108.223 | 0.000 | 0.000 | ||
| 5186 | 2012.03.08 23:47 | close | 2464 | 0.10 | 108.245 | 0.000 | 0.000 | 220.00 | 1727056.69 |
| 5187 | 2012.03.09 00:51 | buy | 2465 | 0.10 | 108.235 | 0.000 | 0.000 | ||
| 5188 | 2012.03.09 00:53 | close | 2465 | 0.10 | 108.264 | 0.000 | 0.000 | 290.00 | 1727346.69 |
| 5189 | 2012.03.09 01:03 | buy | 2466 | 0.10 | 108.188 | 0.000 | 0.000 | ||
| 5190 | 2012.03.09 01:28 | close | 2466 | 0.10 | 108.203 | 0.000 | 0.000 | 150.00 | 1727496.69 |
| 5191 | 2012.03.09 04:50 | buy | 2467 | 0.10 | 108.491 | 0.000 | 0.000 | ||
| 5192 | 2012.03.09 04:53 | close | 2467 | 0.10 | 108.516 | 0.000 | 0.000 | 250.00 | 1727746.69 |
| 5193 | 2012.03.09 05:13 | buy | 2468 | 0.10 | 108.517 | 0.000 | 0.000 | ||
| 5194 | 2012.03.09 05:31 | close | 2468 | 0.10 | 108.536 | 0.000 | 0.000 | 190.00 | 1727936.69 |
| 5195 | 2012.03.09 05:47 | buy | 2469 | 0.10 | 108.514 | 0.000 | 0.000 | ||
| 5196 | 2012.03.09 06:08 | close | 2469 | 0.10 | 108.529 | 0.000 | 0.000 | 150.00 | 1728086.69 |
| 5197 | 2012.03.09 06:46 | buy | 2470 | 0.10 | 108.482 | 0.000 | 0.000 | ||
| 5198 | 2012.03.09 06:51 | close | 2470 | 0.10 | 108.496 | 0.000 | 0.000 | 140.00 | 1728226.69 |
| 5199 | 2012.03.09 06:57 | buy | 2471 | 0.10 | 108.465 | 0.000 | 0.000 | ||
| 5200 | 2012.03.13 00:39 | close | 2471 | 0.10 | 108.479 | 0.000 | 0.000 | 130.98 | 1728357.68 |
| 5201 | 2012.03.13 01:29 | buy | 2472 | 0.10 | 108.388 | 0.000 | 0.000 | ||
| 5202 | 2012.03.13 01:33 | close | 2472 | 0.10 | 108.405 | 0.000 | 0.000 | 170.00 | 1728527.68 |
| 5203 | 2012.03.13 04:05 | buy | 2473 | 0.10 | 108.355 | 0.000 | 0.000 | ||
| 5204 | 2012.03.13 04:18 | close | 2473 | 0.10 | 108.375 | 0.000 | 0.000 | 200.00 | 1728727.68 |
| 5205 | 2012.03.13 04:35 | buy | 2474 | 0.10 | 108.368 | 0.000 | 0.000 | ||
| 5206 | 2012.03.13 04:40 | close | 2474 | 0.10 | 108.398 | 0.000 | 0.000 | 300.00 | 1729027.68 |
| 5207 | 2012.03.13 05:55 | buy | 2475 | 0.10 | 108.434 | 0.000 | 0.000 | ||
| 5208 | 2012.03.13 05:59 | close | 2475 | 0.10 | 108.509 | 0.000 | 0.000 | 750.00 | 1729777.68 |
| 5209 | 2012.03.13 06:38 | buy | 2476 | 0.10 | 108.011 | 0.000 | 0.000 | ||
| 5210 | 2012.03.13 06:44 | close | 2476 | 0.10 | 108.046 | 0.000 | 0.000 | 350.00 | 1730127.68 |
| 5211 | 2012.03.13 07:41 | buy | 2477 | 0.10 | 108.118 | 0.000 | 0.000 | ||
| 5212 | 2012.03.13 07:43 | close | 2477 | 0.10 | 108.148 | 0.000 | 0.000 | 300.00 | 1730427.68 |
| 5213 | 2012.03.13 08:00 | buy | 2478 | 0.10 | 108.172 | 0.000 | 0.000 | ||
| 5214 | 2012.03.13 08:06 | close | 2478 | 0.10 | 108.186 | 0.000 | 0.000 | 140.00 | 1730567.68 |
| 5215 | 2012.03.13 08:38 | buy | 2479 | 0.10 | 108.415 | 0.000 | 0.000 | ||
| 5216 | 2012.03.13 08:59 | close | 2479 | 0.10 | 108.430 | 0.000 | 0.000 | 150.00 | 1730717.68 |
| 5217 | 2012.03.13 10:59 | buy | 2480 | 0.10 | 108.513 | 0.000 | 0.000 | ||
| 5218 | 2012.03.13 11:06 | close | 2480 | 0.10 | 108.526 | 0.000 | 0.000 | 130.00 | 1730847.68 |
| 5219 | 2012.03.13 11:15 | buy | 2481 | 0.10 | 108.426 | 0.000 | 0.000 | ||
| 5220 | 2012.03.13 12:05 | close | 2481 | 0.10 | 108.457 | 0.000 | 0.000 | 310.00 | 1731157.68 |
| 5221 | 2012.03.13 12:21 | buy | 2482 | 0.10 | 108.371 | 0.000 | 0.000 | ||
| 5222 | 2012.03.13 12:26 | close | 2482 | 0.10 | 108.397 | 0.000 | 0.000 | 260.00 | 1731417.68 |
| 5223 | 2012.03.13 12:51 | buy | 2483 | 0.10 | 108.322 | 0.000 | 0.000 | ||
| 5224 | 2012.03.13 12:53 | close | 2483 | 0.10 | 108.351 | 0.000 | 0.000 | 290.00 | 1731707.68 |
| 5225 | 2012.03.13 13:12 | buy | 2484 | 0.10 | 108.273 | 0.000 | 0.000 | ||
| 5226 | 2012.03.13 13:26 | close | 2484 | 0.10 | 108.288 | 0.000 | 0.000 | 150.00 | 1731857.68 |
| 5227 | 2012.03.13 13:52 | buy | 2485 | 0.10 | 108.200 | 0.000 | 0.000 | ||
| 5228 | 2012.03.13 15:57 | close | 2485 | 0.10 | 108.221 | 0.000 | 0.000 | 210.00 | 1732067.68 |
| 5229 | 2012.03.13 16:34 | buy | 2486 | 0.10 | 108.336 | 0.000 | 0.000 | ||
| 5230 | 2012.03.13 16:43 | close | 2486 | 0.10 | 108.438 | 0.000 | 0.000 | 1020.00 | 1733087.68 |
| 5231 | 2012.03.13 17:28 | buy | 2487 | 0.10 | 108.393 | 0.000 | 0.000 | ||
| 5232 | 2012.03.13 17:33 | close | 2487 | 0.10 | 108.404 | 0.000 | 0.000 | 110.00 | 1733197.68 |
| 5233 | 2012.03.13 17:42 | buy | 2488 | 0.10 | 108.361 | 0.000 | 0.000 | ||
| 5234 | 2012.03.13 17:49 | close | 2488 | 0.10 | 108.377 | 0.000 | 0.000 | 160.00 | 1733357.68 |
| 5235 | 2012.03.13 17:55 | buy | 2489 | 0.10 | 108.411 | 0.000 | 0.000 | ||
| 5236 | 2012.03.13 18:00 | close | 2489 | 0.10 | 108.424 | 0.000 | 0.000 | 130.00 | 1733487.68 |
| 5237 | 2012.03.13 18:30 | buy | 2490 | 0.10 | 108.391 | 0.000 | 0.000 | ||
| 5238 | 2012.03.13 19:12 | close | 2490 | 0.10 | 108.425 | 0.000 | 0.000 | 340.00 | 1733827.68 |
| 5239 | 2012.03.13 19:46 | buy | 2491 | 0.10 | 108.312 | 0.000 | 0.000 | ||
| 5240 | 2012.03.13 20:00 | close | 2491 | 0.10 | 108.335 | 0.000 | 0.000 | 230.00 | 1734057.68 |
| 5241 | 2012.03.13 20:42 | buy | 2492 | 0.10 | 108.431 | 0.000 | 0.000 | ||
| 5242 | 2012.03.13 20:53 | close | 2492 | 0.10 | 108.456 | 0.000 | 0.000 | 250.00 | 1734307.68 |
| 5243 | 2012.03.13 21:03 | buy | 2493 | 0.10 | 108.451 | 0.000 | 0.000 | ||
| 5244 | 2012.03.13 21:09 | close | 2493 | 0.10 | 108.480 | 0.000 | 0.000 | 290.00 | 1734597.68 |
| 5245 | 2012.03.13 22:59 | buy | 2494 | 0.10 | 108.384 | 0.000 | 0.000 | ||
| 5246 | 2012.03.13 23:01 | close | 2494 | 0.10 | 108.409 | 0.000 | 0.000 | 250.00 | 1734847.68 |
| 5247 | 2012.03.13 23:49 | buy | 2495 | 0.10 | 108.470 | 0.000 | 0.000 | ||
| 5248 | 2012.03.13 23:50 | close | 2495 | 0.10 | 108.511 | 0.000 | 0.000 | 410.00 | 1735257.68 |
| 5249 | 2012.03.14 00:04 | buy | 2496 | 0.10 | 108.497 | 0.000 | 0.000 | ||
| 5250 | 2012.03.14 00:17 | close | 2496 | 0.10 | 108.517 | 0.000 | 0.000 | 200.00 | 1735457.68 |