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 |
| 5251 | 2012.03.14 00:48 | buy | 2497 | 0.10 | 108.510 | 0.000 | 0.000 | ||
| 5252 | 2012.03.14 01:02 | close | 2497 | 0.10 | 108.524 | 0.000 | 0.000 | 140.00 | 1735597.68 |
| 5253 | 2012.03.14 03:21 | buy | 2498 | 0.10 | 108.613 | 0.000 | 0.000 | ||
| 5254 | 2012.03.14 03:28 | close | 2498 | 0.10 | 108.629 | 0.000 | 0.000 | 160.00 | 1735757.68 |
| 5255 | 2012.03.14 05:15 | buy | 2499 | 0.10 | 108.676 | 0.000 | 0.000 | ||
| 5256 | 2012.03.14 05:22 | close | 2499 | 0.10 | 108.687 | 0.000 | 0.000 | 110.00 | 1735867.68 |
| 5257 | 2012.03.14 07:58 | buy | 2500 | 0.10 | 108.408 | 0.000 | 0.000 | ||
| 5258 | 2012.03.14 08:01 | close | 2500 | 0.10 | 108.447 | 0.000 | 0.000 | 390.00 | 1736257.68 |
| 5259 | 2012.03.14 08:08 | buy | 2501 | 0.10 | 108.393 | 0.000 | 0.000 | ||
| 5260 | 2012.03.14 08:11 | close | 2501 | 0.10 | 108.422 | 0.000 | 0.000 | 290.00 | 1736547.68 |
| 5261 | 2012.03.14 08:54 | buy | 2502 | 0.10 | 108.550 | 0.000 | 0.000 | ||
| 5262 | 2012.03.14 08:57 | close | 2502 | 0.10 | 108.588 | 0.000 | 0.000 | 380.00 | 1736927.68 |
| 5263 | 2012.03.14 09:02 | buy | 2503 | 0.10 | 108.544 | 0.000 | 0.000 | ||
| 5264 | 2012.03.14 09:07 | close | 2503 | 0.10 | 108.567 | 0.000 | 0.000 | 230.00 | 1737157.68 |
| 5265 | 2012.03.14 09:55 | buy | 2504 | 0.10 | 108.849 | 0.000 | 0.000 | ||
| 5266 | 2012.03.14 09:59 | close | 2504 | 0.10 | 108.902 | 0.000 | 0.000 | 530.00 | 1737687.68 |
| 5267 | 2012.03.14 11:40 | buy | 2505 | 0.10 | 109.012 | 0.000 | 0.000 | ||
| 5268 | 2012.03.14 11:44 | close | 2505 | 0.10 | 109.049 | 0.000 | 0.000 | 370.00 | 1738057.68 |
| 5269 | 2012.03.14 13:15 | buy | 2506 | 0.10 | 109.207 | 0.000 | 0.000 | ||
| 5270 | 2012.03.14 14:46 | close | 2506 | 0.10 | 109.233 | 0.000 | 0.000 | 260.00 | 1738317.68 |
| 5271 | 2012.03.14 15:56 | buy | 2507 | 0.10 | 109.145 | 0.000 | 0.000 | ||
| 5272 | 2012.03.14 15:59 | close | 2507 | 0.10 | 109.161 | 0.000 | 0.000 | 160.00 | 1738477.68 |
| 5273 | 2012.03.14 16:04 | buy | 2508 | 0.10 | 109.032 | 0.000 | 0.000 | ||
| 5274 | 2012.03.14 16:11 | close | 2508 | 0.10 | 109.043 | 0.000 | 0.000 | 110.00 | 1738587.68 |
| 5275 | 2012.03.14 16:17 | buy | 2509 | 0.10 | 109.010 | 0.000 | 0.000 | ||
| 5276 | 2012.03.14 16:37 | close | 2509 | 0.10 | 109.051 | 0.000 | 0.000 | 410.00 | 1738997.68 |
| 5277 | 2012.03.14 16:47 | buy | 2510 | 0.10 | 108.940 | 0.000 | 0.000 | ||
| 5278 | 2012.03.14 16:50 | close | 2510 | 0.10 | 108.985 | 0.000 | 0.000 | 450.00 | 1739447.68 |
| 5279 | 2012.03.14 17:12 | buy | 2511 | 0.10 | 109.040 | 0.000 | 0.000 | ||
| 5280 | 2012.03.14 17:13 | close | 2511 | 0.10 | 109.053 | 0.000 | 0.000 | 130.00 | 1739577.68 |
| 5281 | 2012.03.14 18:02 | buy | 2512 | 0.10 | 109.062 | 0.000 | 0.000 | ||
| 5282 | 2012.03.14 20:25 | close | 2512 | 0.10 | 109.086 | 0.000 | 0.000 | 240.00 | 1739817.68 |
| 5283 | 2012.03.14 20:42 | buy | 2513 | 0.10 | 109.034 | 0.000 | 0.000 | ||
| 5284 | 2012.03.14 20:44 | close | 2513 | 0.10 | 109.060 | 0.000 | 0.000 | 260.00 | 1740077.68 |
| 5285 | 2012.03.14 21:11 | buy | 2514 | 0.10 | 109.019 | 0.000 | 0.000 | ||
| 5286 | 2012.03.14 21:13 | close | 2514 | 0.10 | 109.043 | 0.000 | 0.000 | 240.00 | 1740317.68 |
| 5287 | 2012.03.14 21:59 | buy | 2515 | 0.10 | 109.133 | 0.000 | 0.000 | ||
| 5288 | 2012.03.15 00:09 | close | 2515 | 0.10 | 109.150 | 0.000 | 0.000 | 156.36 | 1740474.04 |
| 5289 | 2012.03.15 02:07 | buy | 2516 | 0.10 | 109.271 | 0.000 | 0.000 | ||
| 5290 | 2012.03.15 02:09 | close | 2516 | 0.10 | 109.289 | 0.000 | 0.000 | 180.00 | 1740654.04 |
| 5291 | 2012.03.15 05:20 | buy | 2517 | 0.10 | 109.557 | 0.000 | 0.000 | ||
| 5292 | 2012.03.15 05:29 | close | 2517 | 0.10 | 109.579 | 0.000 | 0.000 | 220.00 | 1740874.04 |
| 5293 | 2012.03.15 06:06 | buy | 2518 | 0.10 | 109.520 | 0.000 | 0.000 | ||
| 5294 | 2012.03.15 06:09 | close | 2518 | 0.10 | 109.547 | 0.000 | 0.000 | 270.00 | 1741144.04 |
| 5295 | 2012.03.15 06:19 | buy | 2519 | 0.10 | 109.447 | 0.000 | 0.000 | ||
| 5296 | 2012.03.15 06:27 | close | 2519 | 0.10 | 109.458 | 0.000 | 0.000 | 110.00 | 1741254.04 |
| 5297 | 2012.03.15 07:02 | buy | 2520 | 0.10 | 109.392 | 0.000 | 0.000 | ||
| 5298 | 2012.03.15 07:09 | close | 2520 | 0.10 | 109.424 | 0.000 | 0.000 | 320.00 | 1741574.04 |
| 5299 | 2012.03.15 07:27 | buy | 2521 | 0.10 | 109.375 | 0.000 | 0.000 | ||
| 5300 | 2012.03.15 07:29 | close | 2521 | 0.10 | 109.413 | 0.000 | 0.000 | 380.00 | 1741954.04 |
| 5301 | 2012.03.15 07:58 | buy | 2522 | 0.10 | 109.344 | 0.000 | 0.000 | ||
| 5302 | 2012.03.15 07:59 | close | 2522 | 0.10 | 109.381 | 0.000 | 0.000 | 370.00 | 1742324.04 |
| 5303 | 2012.03.15 10:40 | buy | 2523 | 0.10 | 109.327 | 0.000 | 0.000 | ||
| 5304 | 2012.03.15 10:42 | close | 2523 | 0.10 | 109.363 | 0.000 | 0.000 | 360.00 | 1742684.04 |
| 5305 | 2012.03.15 11:22 | buy | 2524 | 0.10 | 109.164 | 0.000 | 0.000 | ||
| 5306 | 2012.03.15 11:27 | close | 2524 | 0.10 | 109.178 | 0.000 | 0.000 | 140.00 | 1742824.04 |
| 5307 | 2012.03.15 11:30 | buy | 2525 | 0.10 | 109.140 | 0.000 | 0.000 | ||
| 5308 | 2012.03.15 18:03 | close | 2525 | 0.10 | 109.151 | 0.000 | 0.000 | 110.00 | 1742934.04 |
| 5309 | 2012.03.15 22:08 | buy | 2526 | 0.10 | 109.187 | 0.000 | 0.000 | ||
| 5310 | 2012.03.15 22:23 | close | 2526 | 0.10 | 109.213 | 0.000 | 0.000 | 260.00 | 1743194.04 |
| 5311 | 2012.03.15 22:48 | buy | 2527 | 0.10 | 109.216 | 0.000 | 0.000 | ||
| 5312 | 2012.03.15 22:50 | close | 2527 | 0.10 | 109.231 | 0.000 | 0.000 | 150.00 | 1743344.04 |
| 5313 | 2012.03.16 00:44 | buy | 2528 | 0.10 | 109.321 | 0.000 | 0.000 | ||
| 5314 | 2012.03.16 06:18 | close | 2528 | 0.10 | 109.338 | 0.000 | 0.000 | 170.00 | 1743514.04 |
| 5315 | 2012.03.16 06:40 | buy | 2529 | 0.10 | 109.294 | 0.000 | 0.000 | ||
| 5316 | 2012.03.16 07:38 | close | 2529 | 0.10 | 109.322 | 0.000 | 0.000 | 280.00 | 1743794.04 |
| 5317 | 2012.03.16 09:35 | buy | 2530 | 0.10 | 109.378 | 0.000 | 0.000 | ||
| 5318 | 2012.03.16 09:40 | close | 2530 | 0.10 | 109.390 | 0.000 | 0.000 | 120.00 | 1743914.04 |
| 5319 | 2012.03.16 11:24 | buy | 2531 | 0.10 | 109.324 | 0.000 | 0.000 | ||
| 5320 | 2012.03.16 11:29 | close | 2531 | 0.10 | 109.336 | 0.000 | 0.000 | 120.00 | 1744034.04 |
| 5321 | 2012.03.16 11:43 | buy | 2532 | 0.10 | 109.330 | 0.000 | 0.000 | ||
| 5322 | 2012.03.16 11:58 | close | 2532 | 0.10 | 109.354 | 0.000 | 0.000 | 240.00 | 1744274.04 |
| 5323 | 2012.03.16 13:27 | buy | 2533 | 0.10 | 109.743 | 0.000 | 0.000 | ||
| 5324 | 2012.03.16 13:33 | close | 2533 | 0.10 | 109.756 | 0.000 | 0.000 | 130.00 | 1744404.04 |
| 5325 | 2012.03.16 13:46 | buy | 2534 | 0.10 | 109.682 | 0.000 | 0.000 | ||
| 5326 | 2012.03.16 13:49 | close | 2534 | 0.10 | 109.767 | 0.000 | 0.000 | 850.00 | 1745254.04 |
| 5327 | 2012.03.16 14:17 | buy | 2535 | 0.10 | 109.745 | 0.000 | 0.000 | ||
| 5328 | 2012.03.16 14:21 | close | 2535 | 0.10 | 109.765 | 0.000 | 0.000 | 200.00 | 1745454.04 |
| 5329 | 2012.03.16 15:31 | buy | 2536 | 0.10 | 109.695 | 0.000 | 0.000 | ||
| 5330 | 2012.03.16 15:35 | close | 2536 | 0.10 | 109.780 | 0.000 | 0.000 | 850.00 | 1746304.04 |
| 5331 | 2012.03.16 16:21 | buy | 2537 | 0.10 | 109.857 | 0.000 | 0.000 | ||
| 5332 | 2012.03.16 18:14 | close | 2537 | 0.10 | 109.869 | 0.000 | 0.000 | 120.00 | 1746424.04 |
| 5333 | 2012.03.16 18:30 | buy | 2538 | 0.10 | 109.760 | 0.000 | 0.000 | ||
| 5334 | 2012.03.16 18:40 | close | 2538 | 0.10 | 109.783 | 0.000 | 0.000 | 230.00 | 1746654.04 |
| 5335 | 2012.03.16 20:35 | buy | 2539 | 0.10 | 109.752 | 0.000 | 0.000 | ||
| 5336 | 2012.03.16 20:59 | close | 2539 | 0.10 | 109.799 | 0.000 | 0.000 | 470.00 | 1747124.04 |
| 5337 | 2012.03.16 21:59 | buy | 2540 | 0.10 | 109.899 | 0.000 | 0.000 | ||
| 5338 | 2012.03.16 22:00 | close | 2540 | 0.10 | 109.922 | 0.000 | 0.000 | 230.00 | 1747354.04 |
| 5339 | 2012.03.19 01:57 | buy | 2541 | 0.10 | 109.954 | 0.000 | 0.000 | ||
| 5340 | 2012.03.19 02:05 | close | 2541 | 0.10 | 109.980 | 0.000 | 0.000 | 260.00 | 1747614.04 |
| 5341 | 2012.03.19 02:30 | buy | 2542 | 0.10 | 109.994 | 0.000 | 0.000 | ||
| 5342 | 2012.03.19 15:49 | close | 2542 | 0.10 | 110.035 | 0.000 | 0.000 | 410.00 | 1748024.04 |
| 5343 | 2012.03.19 16:53 | buy | 2543 | 0.10 | 110.393 | 0.000 | 0.000 | ||
| 5344 | 2012.03.19 17:35 | close | 2543 | 0.10 | 110.423 | 0.000 | 0.000 | 300.00 | 1748324.04 |
| 5345 | 2012.03.19 17:49 | buy | 2544 | 0.10 | 110.451 | 0.000 | 0.000 | ||
| 5346 | 2012.03.19 17:56 | close | 2544 | 0.10 | 110.466 | 0.000 | 0.000 | 150.00 | 1748474.04 |
| 5347 | 2012.03.19 20:18 | buy | 2545 | 0.10 | 110.398 | 0.000 | 0.000 | ||
| 5348 | 2012.03.20 02:54 | close | 2545 | 0.10 | 110.413 | 0.000 | 0.000 | 145.40 | 1748619.44 |
| 5349 | 2012.03.20 04:25 | buy | 2546 | 0.10 | 110.313 | 0.000 | 0.000 | ||
| 5350 | 2012.03.20 04:38 | close | 2546 | 0.10 | 110.332 | 0.000 | 0.000 | 190.00 | 1748809.44 |
| 5351 | 2012.03.20 06:02 | buy | 2547 | 0.10 | 110.388 | 0.000 | 0.000 | ||
| 5352 | 2012.03.20 07:32 | close | 2547 | 0.10 | 110.403 | 0.000 | 0.000 | 150.00 | 1748959.44 |
| 5353 | 2012.03.20 07:45 | buy | 2548 | 0.10 | 110.394 | 0.000 | 0.000 | ||
| 5354 | 2012.03.20 07:50 | close | 2548 | 0.10 | 110.407 | 0.000 | 0.000 | 130.00 | 1749089.44 |
| 5355 | 2012.03.20 08:34 | buy | 2549 | 0.10 | 110.376 | 0.000 | 0.000 | ||
| 5356 | 2012.03.20 08:39 | close | 2549 | 0.10 | 110.446 | 0.000 | 0.000 | 700.00 | 1749789.44 |
| 5357 | 2012.03.20 09:12 | buy | 2550 | 0.10 | 110.389 | 0.000 | 0.000 | ||
| 5358 | 2012.03.20 09:15 | close | 2550 | 0.10 | 110.410 | 0.000 | 0.000 | 210.00 | 1749999.44 |
| 5359 | 2012.03.20 10:33 | buy | 2551 | 0.10 | 110.581 | 0.000 | 0.000 | ||
| 5360 | 2012.03.20 10:35 | close | 2551 | 0.10 | 110.621 | 0.000 | 0.000 | 400.00 | 1750399.44 |
| 5361 | 2012.03.20 10:52 | buy | 2552 | 0.10 | 110.547 | 0.000 | 0.000 | ||
| 5362 | 2012.03.20 10:54 | close | 2552 | 0.10 | 110.572 | 0.000 | 0.000 | 250.00 | 1750649.44 |
| 5363 | 2012.03.20 11:03 | buy | 2553 | 0.10 | 110.469 | 0.000 | 0.000 | ||
| 5364 | 2012.03.20 11:06 | close | 2553 | 0.10 | 110.488 | 0.000 | 0.000 | 190.00 | 1750839.44 |
| 5365 | 2012.03.20 11:19 | buy | 2554 | 0.10 | 110.515 | 0.000 | 0.000 | ||
| 5366 | 2012.03.20 11:20 | close | 2554 | 0.10 | 110.544 | 0.000 | 0.000 | 290.00 | 1751129.44 |
| 5367 | 2012.03.20 12:05 | buy | 2555 | 0.10 | 110.505 | 0.000 | 0.000 | ||
| 5368 | 2012.03.20 12:34 | close | 2555 | 0.10 | 110.556 | 0.000 | 0.000 | 510.00 | 1751639.44 |
| 5369 | 2012.03.20 13:11 | buy | 2556 | 0.10 | 110.336 | 0.000 | 0.000 | ||
| 5370 | 2012.03.20 13:16 | close | 2556 | 0.10 | 110.347 | 0.000 | 0.000 | 110.00 | 1751749.44 |
| 5371 | 2012.03.20 14:00 | buy | 2557 | 0.10 | 110.414 | 0.000 | 0.000 | ||
| 5372 | 2012.03.20 14:12 | close | 2557 | 0.10 | 110.451 | 0.000 | 0.000 | 370.00 | 1752119.44 |
| 5373 | 2012.03.20 14:35 | buy | 2558 | 0.10 | 110.372 | 0.000 | 0.000 | ||
| 5374 | 2012.03.20 14:37 | close | 2558 | 0.10 | 110.404 | 0.000 | 0.000 | 320.00 | 1752439.44 |
| 5375 | 2012.03.20 16:17 | buy | 2559 | 0.10 | 110.469 | 0.000 | 0.000 | ||
| 5376 | 2012.03.20 16:33 | close | 2559 | 0.10 | 110.486 | 0.000 | 0.000 | 170.00 | 1752609.44 |
| 5377 | 2012.03.20 16:57 | buy | 2560 | 0.10 | 110.453 | 0.000 | 0.000 | ||
| 5378 | 2012.03.20 16:58 | close | 2560 | 0.10 | 110.472 | 0.000 | 0.000 | 190.00 | 1752799.44 |
| 5379 | 2012.03.20 17:09 | buy | 2561 | 0.10 | 110.514 | 0.000 | 0.000 | ||
| 5380 | 2012.03.20 17:11 | close | 2561 | 0.10 | 110.527 | 0.000 | 0.000 | 130.00 | 1752929.44 |
| 5381 | 2012.03.20 18:23 | buy | 2562 | 0.10 | 110.665 | 0.000 | 0.000 | ||
| 5382 | 2012.03.20 19:17 | close | 2562 | 0.10 | 110.702 | 0.000 | 0.000 | 370.00 | 1753299.44 |
| 5383 | 2012.03.20 19:22 | buy | 2563 | 0.10 | 110.666 | 0.000 | 0.000 | ||
| 5384 | 2012.03.20 19:26 | close | 2563 | 0.10 | 110.688 | 0.000 | 0.000 | 220.00 | 1753519.44 |
| 5385 | 2012.03.20 21:20 | buy | 2564 | 0.10 | 110.678 | 0.000 | 0.000 | ||
| 5386 | 2012.03.20 21:58 | close | 2564 | 0.10 | 110.693 | 0.000 | 0.000 | 150.00 | 1753669.44 |
| 5387 | 2012.03.20 23:49 | buy | 2565 | 0.10 | 110.667 | 0.000 | 0.000 | ||
| 5388 | 2012.03.20 23:54 | close | 2565 | 0.10 | 110.683 | 0.000 | 0.000 | 160.00 | 1753829.44 |
| 5389 | 2012.03.21 00:32 | buy | 2566 | 0.10 | 110.709 | 0.000 | 0.000 | ||
| 5390 | 2012.03.21 00:36 | close | 2566 | 0.10 | 110.730 | 0.000 | 0.000 | 210.00 | 1754039.44 |
| 5391 | 2012.03.21 02:41 | buy | 2567 | 0.10 | 110.889 | 0.000 | 0.000 | ||
| 5392 | 2012.03.21 03:15 | close | 2567 | 0.10 | 110.920 | 0.000 | 0.000 | 310.00 | 1754349.44 |
| 5393 | 2012.03.21 03:45 | buy | 2568 | 0.10 | 111.007 | 0.000 | 0.000 | ||
| 5394 | 2012.03.21 03:49 | close | 2568 | 0.10 | 111.021 | 0.000 | 0.000 | 140.00 | 1754489.44 |
| 5395 | 2012.03.21 05:02 | buy | 2569 | 0.10 | 111.009 | 0.000 | 0.000 | ||
| 5396 | 2012.03.21 05:24 | close | 2569 | 0.10 | 111.022 | 0.000 | 0.000 | 130.00 | 1754619.44 |
| 5397 | 2012.03.21 05:44 | buy | 2570 | 0.10 | 111.044 | 0.000 | 0.000 | ||
| 5398 | 2012.03.21 06:01 | close | 2570 | 0.10 | 111.057 | 0.000 | 0.000 | 130.00 | 1754749.44 |
| 5399 | 2012.03.21 07:38 | buy | 2571 | 0.10 | 111.029 | 0.000 | 0.000 | ||
| 5400 | 2012.03.21 07:41 | close | 2571 | 0.10 | 111.042 | 0.000 | 0.000 | 130.00 | 1754879.44 |