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 |
| 5551 | 2012.04.25 14:20 | buy | 2638 | 0.10 | 107.298 | 0.000 | 0.000 | ||
| 5552 | 2012.04.25 14:28 | close | 2638 | 0.10 | 107.311 | 0.000 | 0.000 | 130.00 | 1771330.15 |
| 5553 | 2012.04.25 14:31 | buy | 2639 | 0.10 | 107.234 | 0.000 | 0.000 | ||
| 5554 | 2012.04.25 14:32 | close | 2639 | 0.10 | 107.279 | 0.000 | 0.000 | 450.00 | 1771780.15 |
| 5555 | 2012.04.25 15:43 | buy | 2640 | 0.10 | 107.379 | 0.000 | 0.000 | ||
| 5556 | 2012.04.25 15:49 | close | 2640 | 0.10 | 107.413 | 0.000 | 0.000 | 340.00 | 1772120.15 |
| 5557 | 2012.04.25 16:09 | buy | 2641 | 0.10 | 107.357 | 0.000 | 0.000 | ||
| 5558 | 2012.04.25 16:22 | close | 2641 | 0.10 | 107.368 | 0.000 | 0.000 | 110.00 | 1772230.15 |
| 5559 | 2012.04.25 18:06 | buy | 2642 | 0.10 | 107.342 | 0.000 | 0.000 | ||
| 5560 | 2012.04.25 18:08 | close | 2642 | 0.10 | 107.361 | 0.000 | 0.000 | 190.00 | 1772420.15 |
| 5561 | 2012.04.25 18:41 | buy | 2643 | 0.10 | 107.438 | 0.000 | 0.000 | ||
| 5562 | 2012.04.25 18:44 | close | 2643 | 0.10 | 107.489 | 0.000 | 0.000 | 510.00 | 1772930.15 |
| 5563 | 2012.04.25 20:36 | buy | 2644 | 0.10 | 107.551 | 0.000 | 0.000 | ||
| 5564 | 2012.04.25 20:53 | close | 2644 | 0.10 | 107.574 | 0.000 | 0.000 | 230.00 | 1773160.15 |
| 5565 | 2012.04.25 21:14 | buy | 2645 | 0.10 | 107.519 | 0.000 | 0.000 | ||
| 5566 | 2012.04.25 22:24 | close | 2645 | 0.10 | 107.533 | 0.000 | 0.000 | 140.00 | 1773300.15 |
| 5567 | 2012.04.25 23:14 | buy | 2646 | 0.10 | 107.500 | 0.000 | 0.000 | ||
| 5568 | 2012.04.25 23:19 | close | 2646 | 0.10 | 107.526 | 0.000 | 0.000 | 260.00 | 1773560.15 |
| 5569 | 2012.04.26 00:41 | buy | 2647 | 0.10 | 107.452 | 0.000 | 0.000 | ||
| 5570 | 2012.04.26 00:52 | close | 2647 | 0.10 | 107.463 | 0.000 | 0.000 | 110.00 | 1773670.15 |
| 5571 | 2012.04.26 01:42 | buy | 2648 | 0.10 | 107.525 | 0.000 | 0.000 | ||
| 5572 | 2012.04.26 01:54 | close | 2648 | 0.10 | 107.537 | 0.000 | 0.000 | 120.00 | 1773790.15 |
| 5573 | 2012.04.26 02:08 | buy | 2649 | 0.10 | 107.582 | 0.000 | 0.000 | ||
| 5574 | 2012.04.26 02:27 | close | 2649 | 0.10 | 107.596 | 0.000 | 0.000 | 140.00 | 1773930.15 |
| 5575 | 2012.04.26 03:30 | buy | 2650 | 0.10 | 107.553 | 0.000 | 0.000 | ||
| 5576 | 2012.04.26 09:34 | close | 2650 | 0.10 | 107.569 | 0.000 | 0.000 | 160.00 | 1774090.15 |
| 5577 | 2012.04.26 11:02 | buy | 2651 | 0.10 | 107.344 | 0.000 | 0.000 | ||
| 5578 | 2012.04.26 11:06 | close | 2651 | 0.10 | 107.368 | 0.000 | 0.000 | 240.00 | 1774330.15 |
| 5579 | 2012.04.26 11:30 | buy | 2652 | 0.10 | 107.180 | 0.000 | 0.000 | ||
| 5580 | 2012.04.26 20:20 | close | 2652 | 0.10 | 107.196 | 0.000 | 0.000 | 160.00 | 1774490.15 |
| 5581 | 2012.04.26 21:32 | buy | 2653 | 0.10 | 107.228 | 0.000 | 0.000 | ||
| 5582 | 2012.04.26 21:46 | close | 2653 | 0.10 | 107.245 | 0.000 | 0.000 | 170.00 | 1774660.15 |
| 5583 | 2012.04.26 22:46 | buy | 2654 | 0.10 | 107.177 | 0.000 | 0.000 | ||
| 5584 | 2012.04.26 22:50 | close | 2654 | 0.10 | 107.191 | 0.000 | 0.000 | 140.00 | 1774800.15 |
| 5585 | 2012.04.26 22:57 | buy | 2655 | 0.10 | 107.166 | 0.000 | 0.000 | ||
| 5586 | 2012.04.27 02:41 | close | 2655 | 0.10 | 107.190 | 0.000 | 0.000 | 235.55 | 1775035.70 |
| 5587 | 2012.04.27 02:57 | buy | 2656 | 0.10 | 107.138 | 0.000 | 0.000 | ||
| 5588 | 2012.04.27 05:53 | close | 2656 | 0.10 | 107.220 | 0.000 | 0.000 | 820.00 | 1775855.70 |
| 5589 | 2012.04.27 07:05 | buy | 2657 | 0.10 | 106.625 | 0.000 | 0.000 | ||
| 5590 | 2012.04.27 07:24 | close | 2657 | 0.10 | 106.650 | 0.000 | 0.000 | 250.00 | 1776105.70 |
| 5591 | 2012.04.27 07:34 | buy | 2658 | 0.10 | 106.648 | 0.000 | 0.000 | ||
| 5592 | 2012.04.27 07:37 | close | 2658 | 0.10 | 106.659 | 0.000 | 0.000 | 110.00 | 1776215.70 |
| 5593 | 2012.04.27 08:04 | buy | 2659 | 0.10 | 106.493 | 0.000 | 0.000 | ||
| 5594 | 2012.04.27 09:31 | close | 2659 | 0.10 | 106.525 | 0.000 | 0.000 | 320.00 | 1776535.70 |
| 5595 | 2012.04.27 09:44 | buy | 2660 | 0.10 | 106.276 | 0.000 | 0.000 | ||
| 5596 | 2012.04.27 09:54 | close | 2660 | 0.10 | 106.327 | 0.000 | 0.000 | 510.00 | 1777045.70 |
| 5597 | 2012.04.27 10:16 | buy | 2661 | 0.10 | 106.198 | 0.000 | 0.000 | ||
| 5598 | 2012.04.27 10:20 | close | 2661 | 0.10 | 106.224 | 0.000 | 0.000 | 260.00 | 1777305.70 |
| 5599 | 2012.04.27 11:20 | buy | 2662 | 0.10 | 106.553 | 0.000 | 0.000 | ||
| 5600 | 2012.04.27 11:26 | close | 2662 | 0.10 | 106.594 | 0.000 | 0.000 | 410.00 | 1777715.70 |
| 5601 | 2012.04.27 11:50 | buy | 2663 | 0.10 | 106.732 | 0.000 | 0.000 | ||
| 5602 | 2012.04.27 12:36 | close | 2663 | 0.10 | 106.761 | 0.000 | 0.000 | 290.00 | 1778005.70 |
| 5603 | 2012.04.27 12:50 | buy | 2664 | 0.10 | 106.763 | 0.000 | 0.000 | ||
| 5604 | 2012.04.27 13:05 | close | 2664 | 0.10 | 106.779 | 0.000 | 0.000 | 160.00 | 1778165.70 |
| 5605 | 2012.04.27 13:13 | buy | 2665 | 0.10 | 106.788 | 0.000 | 0.000 | ||
| 5606 | 2012.04.27 13:22 | close | 2665 | 0.10 | 106.833 | 0.000 | 0.000 | 450.00 | 1778615.70 |
| 5607 | 2012.04.27 15:09 | buy | 2666 | 0.10 | 106.833 | 0.000 | 0.000 | ||
| 5608 | 2012.05.02 15:38 | buy | 2667 | 0.10 | 105.239 | 0.000 | 0.000 | ||
| 5609 | 2012.05.02 15:38 | modify | 2666 | 0.10 | 106.833 | 0.000 | 106.061 | ||
| 5610 | 2012.05.02 15:38 | modify | 2667 | 0.10 | 105.239 | 0.000 | 106.061 | ||
| 5611 | 2012.05.03 15:01 | t/p | 2666 | 0.10 | 106.061 | 0.000 | 106.061 | -7746.43 | 1770869.27 |
| 5612 | 2012.05.03 15:01 | t/p | 2667 | 0.10 | 106.061 | 0.000 | 106.061 | 8206.83 | 1779076.10 |
| 5613 | 2012.05.03 16:25 | buy | 2668 | 0.10 | 105.609 | 0.000 | 0.000 | ||
| 5614 | 2012.05.03 16:30 | close | 2668 | 0.10 | 105.640 | 0.000 | 0.000 | 310.00 | 1779386.10 |
| 5615 | 2012.05.03 16:54 | buy | 2669 | 0.10 | 105.670 | 0.000 | 0.000 | ||
| 5616 | 2012.05.03 16:56 | close | 2669 | 0.10 | 105.682 | 0.000 | 0.000 | 120.00 | 1779506.10 |
| 5617 | 2012.05.03 19:47 | buy | 2670 | 0.10 | 105.608 | 0.000 | 0.000 | ||
| 5618 | 2012.05.07 00:02 | buy | 2671 | 0.10 | 103.825 | 0.000 | 0.000 | ||
| 5619 | 2012.05.07 00:02 | modify | 2670 | 0.10 | 105.608 | 0.000 | 104.742 | ||
| 5620 | 2012.05.07 00:02 | modify | 2671 | 0.10 | 103.825 | 0.000 | 104.742 | ||
| 5621 | 2012.05.14 15:12 | buy | 2672 | 0.10 | 102.396 | 0.000 | 0.000 | ||
| 5622 | 2012.05.14 15:12 | modify | 2670 | 0.10 | 105.608 | 0.000 | 103.960 | ||
| 5623 | 2012.05.14 15:12 | modify | 2671 | 0.10 | 103.825 | 0.000 | 103.960 | ||
| 5624 | 2012.05.14 15:12 | modify | 2672 | 0.10 | 102.396 | 0.000 | 103.960 | ||
| 5625 | 2012.05.17 18:10 | buy | 2673 | 0.10 | 100.586 | 0.000 | 0.000 | ||
| 5626 | 2012.05.17 18:10 | modify | 2670 | 0.10 | 105.608 | 0.000 | 103.116 | ||
| 5627 | 2012.05.17 18:10 | modify | 2671 | 0.10 | 103.825 | 0.000 | 103.116 | ||
| 5628 | 2012.05.17 18:10 | modify | 2672 | 0.10 | 102.396 | 0.000 | 103.116 | ||
| 5629 | 2012.05.17 18:10 | modify | 2673 | 0.10 | 100.586 | 0.000 | 103.116 | ||
| 5630 | 2012.05.29 17:46 | buy | 2674 | 0.10 | 99.150 | 0.000 | 0.000 | ||
| 5631 | 2012.05.29 17:46 | modify | 2670 | 0.10 | 105.608 | 0.000 | 102.323 | ||
| 5632 | 2012.05.29 17:46 | modify | 2671 | 0.10 | 103.825 | 0.000 | 102.323 | ||
| 5633 | 2012.05.29 17:46 | modify | 2672 | 0.10 | 102.396 | 0.000 | 102.323 | ||
| 5634 | 2012.05.29 17:46 | modify | 2673 | 0.10 | 100.586 | 0.000 | 102.323 | ||
| 5635 | 2012.05.29 17:46 | modify | 2674 | 0.10 | 99.150 | 0.000 | 102.323 | ||
| 5636 | 2012.05.30 16:37 | buy | 2675 | 0.10 | 97.890 | 0.000 | 0.000 | ||
| 5637 | 2012.05.30 16:37 | modify | 2670 | 0.10 | 105.608 | 0.000 | 101.584 | ||
| 5638 | 2012.05.30 16:37 | modify | 2671 | 0.10 | 103.825 | 0.000 | 101.584 | ||
| 5639 | 2012.05.30 16:37 | modify | 2672 | 0.10 | 102.396 | 0.000 | 101.584 | ||
| 5640 | 2012.05.30 16:37 | modify | 2673 | 0.10 | 100.586 | 0.000 | 101.584 | ||
| 5641 | 2012.05.30 16:37 | modify | 2674 | 0.10 | 99.150 | 0.000 | 101.584 | ||
| 5642 | 2012.05.30 16:37 | modify | 2675 | 0.10 | 97.890 | 0.000 | 101.584 | ||
| 5643 | 2012.05.31 17:43 | buy | 2676 | 0.10 | 96.676 | 0.000 | 0.000 | ||
| 5644 | 2012.05.31 17:43 | modify | 2670 | 0.10 | 105.608 | 0.000 | 100.883 | ||
| 5645 | 2012.05.31 17:43 | modify | 2671 | 0.10 | 103.825 | 0.000 | 100.883 | ||
| 5646 | 2012.05.31 17:43 | modify | 2672 | 0.10 | 102.396 | 0.000 | 100.883 | ||
| 5647 | 2012.05.31 17:43 | modify | 2673 | 0.10 | 100.586 | 0.000 | 100.883 | ||
| 5648 | 2012.05.31 17:43 | modify | 2674 | 0.10 | 99.150 | 0.000 | 100.883 | ||
| 5649 | 2012.05.31 17:43 | modify | 2675 | 0.10 | 97.890 | 0.000 | 100.883 | ||
| 5650 | 2012.05.31 17:43 | modify | 2676 | 0.10 | 96.676 | 0.000 | 100.883 | ||
| 5651 | 2012.06.11 00:07 | t/p | 2670 | 0.10 | 100.883 | 0.000 | 100.883 | -47405.45 | 1732100.65 |
| 5652 | 2012.06.11 00:07 | t/p | 2671 | 0.10 | 100.883 | 0.000 | 100.883 | -29566.73 | 1702533.92 |
| 5653 | 2012.06.11 00:07 | t/p | 2672 | 0.10 | 100.883 | 0.000 | 100.883 | -15246.58 | 1687287.34 |
| 5654 | 2012.06.11 00:07 | t/p | 2673 | 0.10 | 100.883 | 0.000 | 100.883 | 2874.72 | 1690162.06 |
| 5655 | 2012.06.11 00:07 | t/p | 2674 | 0.10 | 100.883 | 0.000 | 100.883 | 17276.56 | 1707438.62 |
| 5656 | 2012.06.11 00:07 | t/p | 2675 | 0.10 | 100.883 | 0.000 | 100.883 | 29880.70 | 1737319.33 |
| 5657 | 2012.06.11 00:07 | t/p | 2676 | 0.10 | 100.883 | 0.000 | 100.883 | 42032.93 | 1779352.26 |
| 5658 | 2012.06.11 13:55 | buy | 2677 | 0.10 | 99.448 | 0.000 | 0.000 | ||
| 5659 | 2012.06.11 13:57 | close | 2677 | 0.10 | 99.481 | 0.000 | 0.000 | 330.00 | 1779682.26 |
| 5660 | 2012.06.11 14:07 | buy | 2678 | 0.10 | 99.589 | 0.000 | 0.000 | ||
| 5661 | 2012.06.11 14:08 | close | 2678 | 0.10 | 99.606 | 0.000 | 0.000 | 170.00 | 1779852.26 |
| 5662 | 2012.06.11 15:34 | buy | 2679 | 0.10 | 99.654 | 0.000 | 0.000 | ||
| 5663 | 2012.06.11 15:37 | close | 2679 | 0.10 | 99.684 | 0.000 | 0.000 | 300.00 | 1780152.26 |
| 5664 | 2012.06.11 16:26 | buy | 2680 | 0.10 | 99.611 | 0.000 | 0.000 | ||
| 5665 | 2012.06.11 16:28 | close | 2680 | 0.10 | 99.628 | 0.000 | 0.000 | 170.00 | 1780322.26 |
| 5666 | 2012.06.11 16:44 | buy | 2681 | 0.10 | 99.551 | 0.000 | 0.000 | ||
| 5667 | 2012.06.12 09:06 | close | 2681 | 0.10 | 99.567 | 0.000 | 0.000 | 155.88 | 1780478.14 |
| 5668 | 2012.06.12 10:02 | buy | 2682 | 0.10 | 99.339 | 0.000 | 0.000 | ||
| 5669 | 2012.06.12 10:09 | close | 2682 | 0.10 | 99.361 | 0.000 | 0.000 | 220.00 | 1780698.14 |
| 5670 | 2012.06.12 10:17 | buy | 2683 | 0.10 | 99.212 | 0.000 | 0.000 | ||
| 5671 | 2012.06.12 10:22 | close | 2683 | 0.10 | 99.223 | 0.000 | 0.000 | 110.00 | 1780808.14 |
| 5672 | 2012.06.12 10:45 | buy | 2684 | 0.10 | 99.252 | 0.000 | 0.000 | ||
| 5673 | 2012.06.12 10:46 | close | 2684 | 0.10 | 99.298 | 0.000 | 0.000 | 460.00 | 1781268.14 |
| 5674 | 2012.06.12 11:08 | buy | 2685 | 0.10 | 99.536 | 0.000 | 0.000 | ||
| 5675 | 2012.06.12 11:10 | close | 2685 | 0.10 | 99.549 | 0.000 | 0.000 | 130.00 | 1781398.14 |
| 5676 | 2012.06.12 11:20 | buy | 2686 | 0.10 | 99.577 | 0.000 | 0.000 | ||
| 5677 | 2012.06.12 11:23 | close | 2686 | 0.10 | 99.604 | 0.000 | 0.000 | 270.00 | 1781668.14 |
| 5678 | 2012.06.12 11:30 | buy | 2687 | 0.10 | 99.488 | 0.000 | 0.000 | ||
| 5679 | 2012.06.12 11:35 | close | 2687 | 0.10 | 99.508 | 0.000 | 0.000 | 200.00 | 1781868.14 |
| 5680 | 2012.06.12 11:45 | buy | 2688 | 0.10 | 99.410 | 0.000 | 0.000 | ||
| 5681 | 2012.06.12 11:47 | close | 2688 | 0.10 | 99.489 | 0.000 | 0.000 | 790.00 | 1782658.14 |
| 5682 | 2012.06.12 12:40 | buy | 2689 | 0.10 | 99.565 | 0.000 | 0.000 | ||
| 5683 | 2012.06.12 13:22 | close | 2689 | 0.10 | 99.608 | 0.000 | 0.000 | 430.00 | 1783088.14 |
| 5684 | 2012.06.12 15:39 | buy | 2690 | 0.10 | 99.243 | 0.000 | 0.000 | ||
| 5685 | 2012.06.12 15:43 | close | 2690 | 0.10 | 99.257 | 0.000 | 0.000 | 140.00 | 1783228.14 |
| 5686 | 2012.06.12 16:09 | buy | 2691 | 0.10 | 99.042 | 0.000 | 0.000 | ||
| 5687 | 2012.06.12 16:44 | close | 2691 | 0.10 | 99.077 | 0.000 | 0.000 | 350.00 | 1783578.14 |
| 5688 | 2012.06.12 16:54 | buy | 2692 | 0.10 | 99.016 | 0.000 | 0.000 | ||
| 5689 | 2012.06.12 16:56 | close | 2692 | 0.10 | 99.079 | 0.000 | 0.000 | 630.00 | 1784208.14 |
| 5690 | 2012.06.12 18:11 | buy | 2693 | 0.10 | 99.139 | 0.000 | 0.000 | ||
| 5691 | 2012.06.12 18:37 | close | 2693 | 0.10 | 99.163 | 0.000 | 0.000 | 240.00 | 1784448.14 |
| 5692 | 2012.06.12 19:27 | buy | 2694 | 0.10 | 99.297 | 0.000 | 0.000 | ||
| 5693 | 2012.06.12 19:36 | close | 2694 | 0.10 | 99.312 | 0.000 | 0.000 | 150.00 | 1784598.14 |
| 5694 | 2012.06.12 19:46 | buy | 2695 | 0.10 | 99.318 | 0.000 | 0.000 | ||
| 5695 | 2012.06.12 20:39 | close | 2695 | 0.10 | 99.333 | 0.000 | 0.000 | 150.00 | 1784748.14 |
| 5696 | 2012.06.12 20:55 | buy | 2696 | 0.10 | 99.295 | 0.000 | 0.000 | ||
| 5697 | 2012.06.12 20:57 | close | 2696 | 0.10 | 99.315 | 0.000 | 0.000 | 200.00 | 1784948.14 |
| 5698 | 2012.06.13 01:29 | buy | 2697 | 0.10 | 99.550 | 0.000 | 0.000 | ||
| 5699 | 2012.06.13 02:17 | close | 2697 | 0.10 | 99.570 | 0.000 | 0.000 | 200.00 | 1785148.14 |
| 5700 | 2012.06.13 02:45 | buy | 2698 | 0.10 | 99.490 | 0.000 | 0.000 | ||