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 |
| 5401 | 2012.03.21 09:26 | buy | 2572 | 0.10 | 111.129 | 0.000 | 0.000 | ||
| 5402 | 2012.03.21 09:27 | close | 2572 | 0.10 | 111.152 | 0.000 | 0.000 | 230.00 | 1755109.44 |
| 5403 | 2012.03.21 09:39 | buy | 2573 | 0.10 | 111.152 | 0.000 | 0.000 | ||
| 5404 | 2012.03.21 09:41 | close | 2573 | 0.10 | 111.186 | 0.000 | 0.000 | 340.00 | 1755449.44 |
| 5405 | 2012.03.21 11:12 | buy | 2574 | 0.10 | 111.260 | 0.000 | 0.000 | ||
| 5406 | 2012.03.21 11:18 | close | 2574 | 0.10 | 111.282 | 0.000 | 0.000 | 220.00 | 1755669.44 |
| 5407 | 2012.03.21 12:33 | buy | 2575 | 0.10 | 111.253 | 0.000 | 0.000 | ||
| 5408 | 2012.03.21 13:01 | close | 2575 | 0.10 | 111.284 | 0.000 | 0.000 | 310.00 | 1755979.44 |
| 5409 | 2012.03.21 14:56 | buy | 2576 | 0.10 | 111.050 | 0.000 | 0.000 | ||
| 5410 | 2012.03.21 15:33 | close | 2576 | 0.10 | 111.067 | 0.000 | 0.000 | 170.00 | 1756149.44 |
| 5411 | 2012.03.21 15:57 | buy | 2577 | 0.10 | 110.769 | 0.000 | 0.000 | ||
| 5412 | 2012.03.22 09:49 | buy | 2578 | 0.10 | 108.977 | 0.000 | 0.000 | ||
| 5413 | 2012.03.22 09:49 | modify | 2577 | 0.10 | 110.769 | 0.000 | 109.898 | ||
| 5414 | 2012.03.22 09:49 | modify | 2578 | 0.10 | 108.977 | 0.000 | 109.898 | ||
| 5415 | 2012.03.26 13:14 | t/p | 2577 | 0.10 | 109.898 | 0.000 | 109.898 | -8732.88 | 1747416.56 |
| 5416 | 2012.03.26 13:14 | t/p | 2578 | 0.10 | 109.898 | 0.000 | 109.898 | 9200.90 | 1756617.46 |
| 5417 | 2012.03.26 13:25 | buy | 2579 | 0.10 | 109.890 | 0.000 | 0.000 | ||
| 5418 | 2012.03.26 13:27 | close | 2579 | 0.10 | 109.901 | 0.000 | 0.000 | 110.00 | 1756727.46 |
| 5419 | 2012.03.26 13:54 | buy | 2580 | 0.10 | 109.828 | 0.000 | 0.000 | ||
| 5420 | 2012.03.26 13:56 | close | 2580 | 0.10 | 109.857 | 0.000 | 0.000 | 290.00 | 1757017.46 |
| 5421 | 2012.03.26 14:00 | buy | 2581 | 0.10 | 109.820 | 0.000 | 0.000 | ||
| 5422 | 2012.03.26 14:04 | close | 2581 | 0.10 | 109.872 | 0.000 | 0.000 | 520.00 | 1757537.46 |
| 5423 | 2012.03.26 15:31 | buy | 2582 | 0.10 | 110.028 | 0.000 | 0.000 | ||
| 5424 | 2012.03.26 15:35 | close | 2582 | 0.10 | 110.039 | 0.000 | 0.000 | 110.00 | 1757647.46 |
| 5425 | 2012.03.26 16:25 | buy | 2583 | 0.10 | 110.401 | 0.000 | 0.000 | ||
| 5426 | 2012.03.26 16:27 | close | 2583 | 0.10 | 110.437 | 0.000 | 0.000 | 360.00 | 1758007.46 |
| 5427 | 2012.03.26 16:31 | buy | 2584 | 0.10 | 110.340 | 0.000 | 0.000 | ||
| 5428 | 2012.03.26 16:37 | close | 2584 | 0.10 | 110.357 | 0.000 | 0.000 | 170.00 | 1758177.46 |
| 5429 | 2012.03.26 17:16 | buy | 2585 | 0.10 | 110.384 | 0.000 | 0.000 | ||
| 5430 | 2012.03.26 17:18 | close | 2585 | 0.10 | 110.400 | 0.000 | 0.000 | 160.00 | 1758337.46 |
| 5431 | 2012.03.26 18:02 | buy | 2586 | 0.10 | 110.363 | 0.000 | 0.000 | ||
| 5432 | 2012.03.26 18:06 | close | 2586 | 0.10 | 110.378 | 0.000 | 0.000 | 150.00 | 1758487.46 |
| 5433 | 2012.03.26 20:27 | buy | 2587 | 0.10 | 110.462 | 0.000 | 0.000 | ||
| 5434 | 2012.03.26 20:36 | close | 2587 | 0.10 | 110.476 | 0.000 | 0.000 | 140.00 | 1758627.46 |
| 5435 | 2012.03.26 21:56 | buy | 2588 | 0.10 | 110.566 | 0.000 | 0.000 | ||
| 5436 | 2012.03.26 21:58 | close | 2588 | 0.10 | 110.586 | 0.000 | 0.000 | 200.00 | 1758827.46 |
| 5437 | 2012.03.26 22:57 | buy | 2589 | 0.10 | 110.670 | 0.000 | 0.000 | ||
| 5438 | 2012.03.26 23:59 | close | 2589 | 0.10 | 110.683 | 0.000 | 0.000 | 130.00 | 1758957.46 |
| 5439 | 2012.03.27 00:23 | buy | 2590 | 0.10 | 110.632 | 0.000 | 0.000 | ||
| 5440 | 2012.03.27 00:29 | close | 2590 | 0.10 | 110.668 | 0.000 | 0.000 | 360.00 | 1759317.46 |
| 5441 | 2012.03.27 01:59 | buy | 2591 | 0.10 | 110.865 | 0.000 | 0.000 | ||
| 5442 | 2012.03.27 14:59 | close | 2591 | 0.10 | 110.917 | 0.000 | 0.000 | 520.00 | 1759837.46 |
| 5443 | 2012.03.27 17:25 | buy | 2592 | 0.10 | 110.764 | 0.000 | 0.000 | ||
| 5444 | 2012.03.27 17:27 | close | 2592 | 0.10 | 110.813 | 0.000 | 0.000 | 490.00 | 1760327.46 |
| 5445 | 2012.03.27 18:15 | buy | 2593 | 0.10 | 110.865 | 0.000 | 0.000 | ||
| 5446 | 2012.03.27 18:38 | close | 2593 | 0.10 | 110.900 | 0.000 | 0.000 | 350.00 | 1760677.46 |
| 5447 | 2012.03.27 19:43 | buy | 2594 | 0.10 | 110.824 | 0.000 | 0.000 | ||
| 5448 | 2012.03.27 19:49 | close | 2594 | 0.10 | 110.845 | 0.000 | 0.000 | 210.00 | 1760887.46 |
| 5449 | 2012.03.27 23:25 | buy | 2595 | 0.10 | 110.754 | 0.000 | 0.000 | ||
| 5450 | 2012.03.27 23:32 | close | 2595 | 0.10 | 110.766 | 0.000 | 0.000 | 120.00 | 1761007.46 |
| 5451 | 2012.03.28 01:42 | buy | 2596 | 0.10 | 110.826 | 0.000 | 0.000 | ||
| 5452 | 2012.03.28 01:49 | close | 2596 | 0.10 | 110.844 | 0.000 | 0.000 | 180.00 | 1761187.46 |
| 5453 | 2012.03.28 01:54 | buy | 2597 | 0.10 | 110.766 | 0.000 | 0.000 | ||
| 5454 | 2012.03.28 02:25 | close | 2597 | 0.10 | 110.777 | 0.000 | 0.000 | 110.00 | 1761297.46 |
| 5455 | 2012.03.28 02:44 | buy | 2598 | 0.10 | 110.657 | 0.000 | 0.000 | ||
| 5456 | 2012.03.28 02:57 | close | 2598 | 0.10 | 110.692 | 0.000 | 0.000 | 350.00 | 1761647.46 |
| 5457 | 2012.03.28 03:06 | buy | 2599 | 0.10 | 110.549 | 0.000 | 0.000 | ||
| 5458 | 2012.03.28 03:08 | close | 2599 | 0.10 | 110.588 | 0.000 | 0.000 | 390.00 | 1762037.46 |
| 5459 | 2012.03.28 04:28 | buy | 2600 | 0.10 | 110.645 | 0.000 | 0.000 | ||
| 5460 | 2012.03.28 10:12 | close | 2600 | 0.10 | 110.665 | 0.000 | 0.000 | 200.00 | 1762237.46 |
| 5461 | 2012.03.28 10:20 | buy | 2601 | 0.10 | 110.747 | 0.000 | 0.000 | ||
| 5462 | 2012.03.28 11:37 | close | 2601 | 0.10 | 110.780 | 0.000 | 0.000 | 330.00 | 1762567.46 |
| 5463 | 2012.03.28 11:48 | buy | 2602 | 0.10 | 110.734 | 0.000 | 0.000 | ||
| 5464 | 2012.03.28 12:11 | close | 2602 | 0.10 | 110.772 | 0.000 | 0.000 | 380.00 | 1762947.46 |
| 5465 | 2012.03.28 14:58 | buy | 2603 | 0.10 | 110.511 | 0.000 | 0.000 | ||
| 5466 | 2012.03.28 15:03 | close | 2603 | 0.10 | 110.522 | 0.000 | 0.000 | 110.00 | 1763057.46 |
| 5467 | 2012.03.28 15:43 | buy | 2604 | 0.10 | 110.701 | 0.000 | 0.000 | ||
| 5468 | 2012.03.29 13:00 | buy | 2605 | 0.10 | 109.067 | 0.000 | 0.000 | ||
| 5469 | 2012.03.29 13:00 | modify | 2604 | 0.10 | 110.701 | 0.000 | 109.909 | ||
| 5470 | 2012.03.29 13:00 | modify | 2605 | 0.10 | 109.067 | 0.000 | 109.909 | ||
| 5471 | 2012.03.30 16:05 | t/p | 2604 | 0.10 | 109.909 | 0.000 | 109.909 | -7938.36 | 1755119.10 |
| 5472 | 2012.03.30 16:05 | t/p | 2605 | 0.10 | 109.909 | 0.000 | 109.909 | 8415.43 | 1763534.53 |
| 5473 | 2012.03.30 16:58 | buy | 2606 | 0.10 | 109.491 | 0.000 | 0.000 | ||
| 5474 | 2012.03.30 16:59 | close | 2606 | 0.10 | 109.568 | 0.000 | 0.000 | 770.00 | 1764304.53 |
| 5475 | 2012.03.30 17:34 | buy | 2607 | 0.10 | 109.814 | 0.000 | 0.000 | ||
| 5476 | 2012.03.30 17:52 | close | 2607 | 0.10 | 109.841 | 0.000 | 0.000 | 270.00 | 1764574.53 |
| 5477 | 2012.03.30 19:25 | buy | 2608 | 0.10 | 110.294 | 0.000 | 0.000 | ||
| 5478 | 2012.03.30 19:33 | close | 2608 | 0.10 | 110.341 | 0.000 | 0.000 | 470.00 | 1765044.53 |
| 5479 | 2012.03.30 19:48 | buy | 2609 | 0.10 | 110.320 | 0.000 | 0.000 | ||
| 5480 | 2012.03.30 19:49 | close | 2609 | 0.10 | 110.338 | 0.000 | 0.000 | 180.00 | 1765224.53 |
| 5481 | 2012.03.30 19:54 | buy | 2610 | 0.10 | 110.296 | 0.000 | 0.000 | ||
| 5482 | 2012.03.30 19:57 | close | 2610 | 0.10 | 110.317 | 0.000 | 0.000 | 210.00 | 1765434.53 |
| 5483 | 2012.03.30 20:30 | buy | 2611 | 0.10 | 110.395 | 0.000 | 0.000 | ||
| 5484 | 2012.03.30 20:33 | close | 2611 | 0.10 | 110.411 | 0.000 | 0.000 | 160.00 | 1765594.53 |
| 5485 | 2012.03.30 22:54 | buy | 2612 | 0.10 | 110.476 | 0.000 | 0.000 | ||
| 5486 | 2012.03.30 23:00 | close | 2612 | 0.10 | 110.516 | 0.000 | 0.000 | 400.00 | 1765994.53 |
| 5487 | 2012.04.02 10:57 | buy | 2613 | 0.10 | 110.473 | 0.000 | 0.000 | ||
| 5488 | 2012.04.02 11:00 | close | 2613 | 0.10 | 110.508 | 0.000 | 0.000 | 350.00 | 1766344.53 |
| 5489 | 2012.04.02 11:06 | buy | 2614 | 0.10 | 110.434 | 0.000 | 0.000 | ||
| 5490 | 2012.04.02 11:32 | close | 2614 | 0.10 | 110.457 | 0.000 | 0.000 | 230.00 | 1766574.53 |
| 5491 | 2012.04.02 12:17 | buy | 2615 | 0.10 | 110.537 | 0.000 | 0.000 | ||
| 5492 | 2012.04.04 04:22 | buy | 2616 | 0.10 | 109.035 | 0.000 | 0.000 | ||
| 5493 | 2012.04.04 04:22 | modify | 2615 | 0.10 | 110.537 | 0.000 | 109.811 | ||
| 5494 | 2012.04.04 04:22 | modify | 2616 | 0.10 | 109.035 | 0.000 | 109.811 | ||
| 5495 | 2012.04.05 11:33 | buy | 2617 | 0.10 | 107.549 | 0.000 | 0.000 | ||
| 5496 | 2012.04.05 11:33 | modify | 2615 | 0.10 | 110.537 | 0.000 | 109.057 | ||
| 5497 | 2012.04.05 11:33 | modify | 2616 | 0.10 | 109.035 | 0.000 | 109.057 | ||
| 5498 | 2012.04.05 11:33 | modify | 2617 | 0.10 | 107.549 | 0.000 | 109.057 | ||
| 5499 | 2012.04.09 15:16 | buy | 2618 | 0.10 | 106.187 | 0.000 | 0.000 | ||
| 5500 | 2012.04.09 15:16 | modify | 2615 | 0.10 | 110.537 | 0.000 | 108.340 | ||
| 5501 | 2012.04.09 15:16 | modify | 2616 | 0.10 | 109.035 | 0.000 | 108.340 | ||
| 5502 | 2012.04.09 15:16 | modify | 2617 | 0.10 | 107.549 | 0.000 | 108.340 | ||
| 5503 | 2012.04.09 15:16 | modify | 2618 | 0.10 | 106.187 | 0.000 | 108.340 | ||
| 5504 | 2012.04.16 07:41 | buy | 2619 | 0.10 | 104.890 | 0.000 | 0.000 | ||
| 5505 | 2012.04.16 07:41 | modify | 2615 | 0.10 | 110.537 | 0.000 | 107.650 | ||
| 5506 | 2012.04.16 07:41 | modify | 2616 | 0.10 | 109.035 | 0.000 | 107.650 | ||
| 5507 | 2012.04.16 07:41 | modify | 2617 | 0.10 | 107.549 | 0.000 | 107.650 | ||
| 5508 | 2012.04.16 07:41 | modify | 2618 | 0.10 | 106.187 | 0.000 | 107.650 | ||
| 5509 | 2012.04.16 07:41 | modify | 2619 | 0.10 | 104.890 | 0.000 | 107.650 | ||
| 5510 | 2012.04.20 10:31 | t/p | 2615 | 0.10 | 107.650 | 0.000 | 107.650 | -28959.17 | 1737615.36 |
| 5511 | 2012.04.20 10:31 | t/p | 2616 | 0.10 | 107.650 | 0.000 | 107.650 | -13930.05 | 1723685.31 |
| 5512 | 2012.04.20 10:31 | t/p | 2617 | 0.10 | 107.650 | 0.000 | 107.650 | 943.49 | 1724628.80 |
| 5513 | 2012.04.20 10:31 | t/p | 2618 | 0.10 | 107.650 | 0.000 | 107.650 | 14572.42 | 1739201.22 |
| 5514 | 2012.04.20 10:31 | t/p | 2619 | 0.10 | 107.650 | 0.000 | 107.650 | 27573.38 | 1766774.60 |
| 5515 | 2012.04.20 11:03 | buy | 2620 | 0.10 | 107.436 | 0.000 | 0.000 | ||
| 5516 | 2012.04.20 11:05 | close | 2620 | 0.10 | 107.470 | 0.000 | 0.000 | 340.00 | 1767114.60 |
| 5517 | 2012.04.20 11:41 | buy | 2621 | 0.10 | 107.513 | 0.000 | 0.000 | ||
| 5518 | 2012.04.20 11:43 | close | 2621 | 0.10 | 107.545 | 0.000 | 0.000 | 320.00 | 1767434.60 |
| 5519 | 2012.04.23 05:01 | buy | 2622 | 0.10 | 107.201 | 0.000 | 0.000 | ||
| 5520 | 2012.04.23 05:14 | close | 2622 | 0.10 | 107.221 | 0.000 | 0.000 | 200.00 | 1767634.60 |
| 5521 | 2012.04.23 07:08 | buy | 2623 | 0.10 | 107.342 | 0.000 | 0.000 | ||
| 5522 | 2012.04.24 22:42 | close | 2623 | 0.10 | 107.381 | 0.000 | 0.000 | 385.55 | 1768020.15 |
| 5523 | 2012.04.25 02:21 | buy | 2624 | 0.10 | 107.511 | 0.000 | 0.000 | ||
| 5524 | 2012.04.25 02:33 | close | 2624 | 0.10 | 107.530 | 0.000 | 0.000 | 190.00 | 1768210.15 |
| 5525 | 2012.04.25 02:47 | buy | 2625 | 0.10 | 107.447 | 0.000 | 0.000 | ||
| 5526 | 2012.04.25 02:50 | close | 2625 | 0.10 | 107.477 | 0.000 | 0.000 | 300.00 | 1768510.15 |
| 5527 | 2012.04.25 03:51 | buy | 2626 | 0.10 | 107.352 | 0.000 | 0.000 | ||
| 5528 | 2012.04.25 03:55 | close | 2626 | 0.10 | 107.380 | 0.000 | 0.000 | 280.00 | 1768790.15 |
| 5529 | 2012.04.25 04:56 | buy | 2627 | 0.10 | 107.525 | 0.000 | 0.000 | ||
| 5530 | 2012.04.25 05:04 | close | 2627 | 0.10 | 107.545 | 0.000 | 0.000 | 200.00 | 1768990.15 |
| 5531 | 2012.04.25 05:30 | buy | 2628 | 0.10 | 107.568 | 0.000 | 0.000 | ||
| 5532 | 2012.04.25 09:05 | close | 2628 | 0.10 | 107.591 | 0.000 | 0.000 | 230.00 | 1769220.15 |
| 5533 | 2012.04.25 09:09 | buy | 2629 | 0.10 | 107.540 | 0.000 | 0.000 | ||
| 5534 | 2012.04.25 09:11 | close | 2629 | 0.10 | 107.557 | 0.000 | 0.000 | 170.00 | 1769390.15 |
| 5535 | 2012.04.25 09:18 | buy | 2630 | 0.10 | 107.477 | 0.000 | 0.000 | ||
| 5536 | 2012.04.25 09:30 | close | 2630 | 0.10 | 107.500 | 0.000 | 0.000 | 230.00 | 1769620.15 |
| 5537 | 2012.04.25 09:48 | buy | 2631 | 0.10 | 107.396 | 0.000 | 0.000 | ||
| 5538 | 2012.04.25 10:02 | close | 2631 | 0.10 | 107.442 | 0.000 | 0.000 | 460.00 | 1770080.15 |
| 5539 | 2012.04.25 10:13 | buy | 2632 | 0.10 | 107.329 | 0.000 | 0.000 | ||
| 5540 | 2012.04.25 10:15 | close | 2632 | 0.10 | 107.343 | 0.000 | 0.000 | 140.00 | 1770220.15 |
| 5541 | 2012.04.25 10:30 | buy | 2633 | 0.10 | 107.324 | 0.000 | 0.000 | ||
| 5542 | 2012.04.25 11:07 | close | 2633 | 0.10 | 107.351 | 0.000 | 0.000 | 270.00 | 1770490.15 |
| 5543 | 2012.04.25 11:16 | buy | 2634 | 0.10 | 107.352 | 0.000 | 0.000 | ||
| 5544 | 2012.04.25 11:18 | close | 2634 | 0.10 | 107.372 | 0.000 | 0.000 | 200.00 | 1770690.15 |
| 5545 | 2012.04.25 12:08 | buy | 2635 | 0.10 | 107.316 | 0.000 | 0.000 | ||
| 5546 | 2012.04.25 12:20 | close | 2635 | 0.10 | 107.328 | 0.000 | 0.000 | 120.00 | 1770810.15 |
| 5547 | 2012.04.25 12:46 | buy | 2636 | 0.10 | 107.356 | 0.000 | 0.000 | ||
| 5548 | 2012.04.25 13:01 | close | 2636 | 0.10 | 107.368 | 0.000 | 0.000 | 120.00 | 1770930.15 |
| 5549 | 2012.04.25 13:29 | buy | 2637 | 0.10 | 107.295 | 0.000 | 0.000 | ||
| 5550 | 2012.04.25 14:07 | close | 2637 | 0.10 | 107.322 | 0.000 | 0.000 | 270.00 | 1771200.15 |