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 |
| 5701 | 2012.06.13 03:28 | close | 2698 | 0.10 | 99.507 | 0.000 | 0.000 | 170.00 | 1785318.14 |
| 5702 | 2012.06.13 03:48 | buy | 2699 | 0.10 | 99.433 | 0.000 | 0.000 | ||
| 5703 | 2012.06.13 03:50 | close | 2699 | 0.10 | 99.448 | 0.000 | 0.000 | 150.00 | 1785468.14 |
| 5704 | 2012.06.13 03:53 | buy | 2700 | 0.10 | 99.359 | 0.000 | 0.000 | ||
| 5705 | 2012.06.13 04:01 | close | 2700 | 0.10 | 99.370 | 0.000 | 0.000 | 110.00 | 1785578.14 |
| 5706 | 2012.06.13 05:33 | buy | 2701 | 0.10 | 99.431 | 0.000 | 0.000 | ||
| 5707 | 2012.06.13 05:51 | close | 2701 | 0.10 | 99.449 | 0.000 | 0.000 | 180.00 | 1785758.14 |
| 5708 | 2012.06.13 08:46 | buy | 2702 | 0.10 | 99.642 | 0.000 | 0.000 | ||
| 5709 | 2012.06.13 09:21 | close | 2702 | 0.10 | 99.674 | 0.000 | 0.000 | 320.00 | 1786078.14 |
| 5710 | 2012.06.13 10:04 | buy | 2703 | 0.10 | 99.611 | 0.000 | 0.000 | ||
| 5711 | 2012.06.13 10:07 | close | 2703 | 0.10 | 99.628 | 0.000 | 0.000 | 170.00 | 1786248.14 |
| 5712 | 2012.06.13 12:17 | buy | 2704 | 0.10 | 99.902 | 0.000 | 0.000 | ||
| 5713 | 2012.06.13 12:20 | close | 2704 | 0.10 | 99.921 | 0.000 | 0.000 | 190.00 | 1786438.14 |
| 5714 | 2012.06.13 13:07 | buy | 2705 | 0.10 | 99.850 | 0.000 | 0.000 | ||
| 5715 | 2012.06.13 13:45 | close | 2705 | 0.10 | 99.882 | 0.000 | 0.000 | 320.00 | 1786758.14 |
| 5716 | 2012.06.13 14:10 | buy | 2706 | 0.10 | 99.892 | 0.000 | 0.000 | ||
| 5717 | 2012.06.13 17:19 | close | 2706 | 0.10 | 99.936 | 0.000 | 0.000 | 440.00 | 1787198.14 |
| 5718 | 2012.06.13 17:30 | buy | 2707 | 0.10 | 99.941 | 0.000 | 0.000 | ||
| 5719 | 2012.06.13 17:33 | close | 2707 | 0.10 | 99.964 | 0.000 | 0.000 | 230.00 | 1787428.14 |
| 5720 | 2012.06.13 18:03 | buy | 2708 | 0.10 | 99.893 | 0.000 | 0.000 | ||
| 5721 | 2012.06.13 18:05 | close | 2708 | 0.10 | 99.907 | 0.000 | 0.000 | 140.00 | 1787568.14 |
| 5722 | 2012.06.13 18:24 | buy | 2709 | 0.10 | 99.909 | 0.000 | 0.000 | ||
| 5723 | 2012.06.13 18:32 | close | 2709 | 0.10 | 99.950 | 0.000 | 0.000 | 410.00 | 1787978.14 |
| 5724 | 2012.06.13 18:50 | buy | 2710 | 0.10 | 99.920 | 0.000 | 0.000 | ||
| 5725 | 2012.06.13 19:31 | close | 2710 | 0.10 | 99.935 | 0.000 | 0.000 | 150.00 | 1788128.14 |
| 5726 | 2012.06.13 20:12 | buy | 2711 | 0.10 | 99.894 | 0.000 | 0.000 | ||
| 5727 | 2012.06.13 20:20 | close | 2711 | 0.10 | 99.920 | 0.000 | 0.000 | 260.00 | 1788388.14 |
| 5728 | 2012.06.13 20:25 | buy | 2712 | 0.10 | 99.890 | 0.000 | 0.000 | ||
| 5729 | 2012.06.13 20:31 | close | 2712 | 0.10 | 99.906 | 0.000 | 0.000 | 160.00 | 1788548.14 |
| 5730 | 2012.06.13 21:05 | buy | 2713 | 0.10 | 99.813 | 0.000 | 0.000 | ||
| 5731 | 2012.06.13 21:10 | close | 2713 | 0.10 | 99.831 | 0.000 | 0.000 | 180.00 | 1788728.14 |
| 5732 | 2012.06.13 22:07 | buy | 2714 | 0.10 | 99.792 | 0.000 | 0.000 | ||
| 5733 | 2012.06.13 22:15 | close | 2714 | 0.10 | 99.819 | 0.000 | 0.000 | 270.00 | 1788998.14 |
| 5734 | 2012.06.13 22:38 | buy | 2715 | 0.10 | 99.773 | 0.000 | 0.000 | ||
| 5735 | 2012.06.13 22:44 | close | 2715 | 0.10 | 99.798 | 0.000 | 0.000 | 250.00 | 1789248.14 |
| 5736 | 2012.06.14 00:50 | buy | 2716 | 0.10 | 99.867 | 0.000 | 0.000 | ||
| 5737 | 2012.06.14 06:08 | close | 2716 | 0.10 | 99.878 | 0.000 | 0.000 | 110.00 | 1789358.14 |
| 5738 | 2012.06.14 06:59 | buy | 2717 | 0.10 | 99.945 | 0.000 | 0.000 | ||
| 5739 | 2012.06.14 07:24 | close | 2717 | 0.10 | 99.961 | 0.000 | 0.000 | 160.00 | 1789518.14 |
| 5740 | 2012.06.14 07:41 | buy | 2718 | 0.10 | 99.893 | 0.000 | 0.000 | ||
| 5741 | 2012.06.14 09:46 | close | 2718 | 0.10 | 99.933 | 0.000 | 0.000 | 400.00 | 1789918.14 |
| 5742 | 2012.06.14 10:17 | buy | 2719 | 0.10 | 99.721 | 0.000 | 0.000 | ||
| 5743 | 2012.06.14 10:18 | close | 2719 | 0.10 | 99.737 | 0.000 | 0.000 | 160.00 | 1790078.14 |
| 5744 | 2012.06.14 10:37 | buy | 2720 | 0.10 | 99.734 | 0.000 | 0.000 | ||
| 5745 | 2012.06.14 10:43 | close | 2720 | 0.10 | 99.747 | 0.000 | 0.000 | 130.00 | 1790208.14 |
| 5746 | 2012.06.14 10:50 | buy | 2721 | 0.10 | 99.649 | 0.000 | 0.000 | ||
| 5747 | 2012.06.14 12:18 | close | 2721 | 0.10 | 99.693 | 0.000 | 0.000 | 440.00 | 1790648.14 |
| 5748 | 2012.06.14 13:01 | buy | 2722 | 0.10 | 99.663 | 0.000 | 0.000 | ||
| 5749 | 2012.06.14 13:20 | close | 2722 | 0.10 | 99.702 | 0.000 | 0.000 | 390.00 | 1791038.14 |
| 5750 | 2012.06.14 13:38 | buy | 2723 | 0.10 | 99.666 | 0.000 | 0.000 | ||
| 5751 | 2012.06.14 14:55 | close | 2723 | 0.10 | 99.709 | 0.000 | 0.000 | 430.00 | 1791468.14 |
| 5752 | 2012.06.14 15:22 | buy | 2724 | 0.10 | 99.635 | 0.000 | 0.000 | ||
| 5753 | 2012.06.14 15:28 | close | 2724 | 0.10 | 99.661 | 0.000 | 0.000 | 260.00 | 1791728.14 |
| 5754 | 2012.06.14 16:52 | buy | 2725 | 0.10 | 99.818 | 0.000 | 0.000 | ||
| 5755 | 2012.06.14 16:56 | close | 2725 | 0.10 | 99.839 | 0.000 | 0.000 | 210.00 | 1791938.14 |
| 5756 | 2012.06.14 17:59 | buy | 2726 | 0.10 | 99.981 | 0.000 | 0.000 | ||
| 5757 | 2012.06.14 18:06 | close | 2726 | 0.10 | 100.000 | 0.000 | 0.000 | 190.00 | 1792128.14 |
| 5758 | 2012.06.14 18:10 | buy | 2727 | 0.10 | 99.962 | 0.000 | 0.000 | ||
| 5759 | 2012.06.14 18:14 | close | 2727 | 0.10 | 99.980 | 0.000 | 0.000 | 180.00 | 1792308.14 |
| 5760 | 2012.06.14 18:22 | buy | 2728 | 0.10 | 99.930 | 0.000 | 0.000 | ||
| 5761 | 2012.06.14 19:05 | close | 2728 | 0.10 | 99.952 | 0.000 | 0.000 | 220.00 | 1792528.14 |
| 5762 | 2012.06.14 19:23 | buy | 2729 | 0.10 | 99.894 | 0.000 | 0.000 | ||
| 5763 | 2012.06.14 19:51 | close | 2729 | 0.10 | 99.916 | 0.000 | 0.000 | 220.00 | 1792748.14 |
| 5764 | 2012.06.14 21:57 | buy | 2730 | 0.10 | 100.113 | 0.000 | 0.000 | ||
| 5765 | 2012.06.14 22:01 | close | 2730 | 0.10 | 100.131 | 0.000 | 0.000 | 180.00 | 1792928.14 |
| 5766 | 2012.06.14 23:01 | buy | 2731 | 0.10 | 100.216 | 0.000 | 0.000 | ||
| 5767 | 2012.06.14 23:04 | close | 2731 | 0.10 | 100.248 | 0.000 | 0.000 | 320.00 | 1793248.14 |
| 5768 | 2012.06.14 23:32 | buy | 2732 | 0.10 | 100.258 | 0.000 | 0.000 | ||
| 5769 | 2012.06.15 00:01 | close | 2732 | 0.10 | 100.274 | 0.000 | 0.000 | 155.82 | 1793403.96 |
| 5770 | 2012.06.15 08:23 | buy | 2733 | 0.10 | 99.587 | 0.000 | 0.000 | ||
| 5771 | 2012.06.15 08:29 | close | 2733 | 0.10 | 99.604 | 0.000 | 0.000 | 170.00 | 1793573.96 |
| 5772 | 2012.06.15 11:15 | buy | 2734 | 0.10 | 99.616 | 0.000 | 0.000 | ||
| 5773 | 2012.06.15 11:17 | close | 2734 | 0.10 | 99.628 | 0.000 | 0.000 | 120.00 | 1793693.96 |
| 5774 | 2012.06.15 11:46 | buy | 2735 | 0.10 | 99.537 | 0.000 | 0.000 | ||
| 5775 | 2012.06.15 19:07 | close | 2735 | 0.10 | 99.551 | 0.000 | 0.000 | 140.00 | 1793833.96 |
| 5776 | 2012.06.15 19:11 | buy | 2736 | 0.10 | 99.526 | 0.000 | 0.000 | ||
| 5777 | 2012.06.15 20:17 | close | 2736 | 0.10 | 99.537 | 0.000 | 0.000 | 110.00 | 1793943.96 |
| 5778 | 2012.06.15 20:50 | buy | 2737 | 0.10 | 99.506 | 0.000 | 0.000 | ||
| 5779 | 2012.06.15 21:56 | close | 2737 | 0.10 | 99.534 | 0.000 | 0.000 | 280.00 | 1794223.96 |
| 5780 | 2012.06.15 22:30 | buy | 2738 | 0.10 | 99.586 | 0.000 | 0.000 | ||
| 5781 | 2012.06.15 22:51 | close | 2738 | 0.10 | 99.601 | 0.000 | 0.000 | 150.00 | 1794373.96 |
| 5782 | 2012.06.15 22:59 | buy | 2739 | 0.10 | 99.481 | 0.000 | 0.000 | ||
| 5783 | 2012.06.18 00:01 | close | 2739 | 0.10 | 100.635 | 0.000 | 0.000 | 11535.81 | 1805909.77 |
| 5784 | 2012.06.18 16:12 | buy | 2740 | 0.10 | 99.383 | 0.000 | 0.000 | ||
| 5785 | 2012.06.18 16:18 | close | 2740 | 0.10 | 99.412 | 0.000 | 0.000 | 290.00 | 1806199.77 |
| 5786 | 2012.06.18 16:46 | buy | 2741 | 0.10 | 99.397 | 0.000 | 0.000 | ||
| 5787 | 2012.06.18 16:51 | close | 2741 | 0.10 | 99.442 | 0.000 | 0.000 | 450.00 | 1806649.77 |
| 5788 | 2012.06.18 16:58 | buy | 2742 | 0.10 | 99.376 | 0.000 | 0.000 | ||
| 5789 | 2012.06.18 18:19 | close | 2742 | 0.10 | 99.392 | 0.000 | 0.000 | 160.00 | 1806809.77 |
| 5790 | 2012.06.18 19:01 | buy | 2743 | 0.10 | 99.354 | 0.000 | 0.000 | ||
| 5791 | 2012.06.18 19:05 | close | 2743 | 0.10 | 99.386 | 0.000 | 0.000 | 320.00 | 1807129.77 |
| 5792 | 2012.06.18 20:48 | buy | 2744 | 0.10 | 99.469 | 0.000 | 0.000 | ||
| 5793 | 2012.06.18 20:51 | close | 2744 | 0.10 | 99.485 | 0.000 | 0.000 | 160.00 | 1807289.77 |
| 5794 | 2012.06.18 21:17 | buy | 2745 | 0.10 | 99.457 | 0.000 | 0.000 | ||
| 5795 | 2012.06.18 21:23 | close | 2745 | 0.10 | 99.471 | 0.000 | 0.000 | 140.00 | 1807429.77 |
| 5796 | 2012.06.18 21:53 | buy | 2746 | 0.10 | 99.474 | 0.000 | 0.000 | ||
| 5797 | 2012.06.18 22:03 | close | 2746 | 0.10 | 99.487 | 0.000 | 0.000 | 130.00 | 1807559.77 |
| 5798 | 2012.06.18 22:14 | buy | 2747 | 0.10 | 99.491 | 0.000 | 0.000 | ||
| 5799 | 2012.06.18 23:05 | close | 2747 | 0.10 | 99.519 | 0.000 | 0.000 | 280.00 | 1807839.77 |
| 5800 | 2012.06.19 02:10 | buy | 2748 | 0.10 | 99.451 | 0.000 | 0.000 | ||
| 5801 | 2012.06.19 02:21 | close | 2748 | 0.10 | 99.476 | 0.000 | 0.000 | 250.00 | 1808089.77 |
| 5802 | 2012.06.19 02:55 | buy | 2749 | 0.10 | 99.583 | 0.000 | 0.000 | ||
| 5803 | 2012.06.19 05:27 | close | 2749 | 0.10 | 99.598 | 0.000 | 0.000 | 150.00 | 1808239.77 |
| 5804 | 2012.06.19 08:23 | buy | 2750 | 0.10 | 99.607 | 0.000 | 0.000 | ||
| 5805 | 2012.06.19 12:13 | close | 2750 | 0.10 | 99.628 | 0.000 | 0.000 | 210.00 | 1808449.77 |
| 5806 | 2012.06.19 12:26 | buy | 2751 | 0.10 | 99.560 | 0.000 | 0.000 | ||
| 5807 | 2012.06.19 12:42 | close | 2751 | 0.10 | 99.572 | 0.000 | 0.000 | 120.00 | 1808569.77 |
| 5808 | 2012.06.19 12:59 | buy | 2752 | 0.10 | 99.473 | 0.000 | 0.000 | ||
| 5809 | 2012.06.19 13:02 | close | 2752 | 0.10 | 99.509 | 0.000 | 0.000 | 360.00 | 1808929.77 |
| 5810 | 2012.06.19 13:30 | buy | 2753 | 0.10 | 99.560 | 0.000 | 0.000 | ||
| 5811 | 2012.06.19 13:35 | close | 2753 | 0.10 | 99.575 | 0.000 | 0.000 | 150.00 | 1809079.77 |
| 5812 | 2012.06.20 02:36 | buy | 2754 | 0.10 | 100.139 | 0.000 | 0.000 | ||
| 5813 | 2012.06.20 08:26 | close | 2754 | 0.10 | 100.162 | 0.000 | 0.000 | 230.00 | 1809309.77 |
| 5814 | 2012.06.20 08:39 | buy | 2755 | 0.10 | 100.095 | 0.000 | 0.000 | ||
| 5815 | 2012.06.20 08:58 | close | 2755 | 0.10 | 100.111 | 0.000 | 0.000 | 160.00 | 1809469.77 |
| 5816 | 2012.06.20 09:08 | buy | 2756 | 0.10 | 100.046 | 0.000 | 0.000 | ||
| 5817 | 2012.06.20 09:18 | close | 2756 | 0.10 | 100.063 | 0.000 | 0.000 | 170.00 | 1809639.77 |
| 5818 | 2012.06.20 11:59 | buy | 2757 | 0.10 | 100.230 | 0.000 | 0.000 | ||
| 5819 | 2012.06.20 12:49 | close | 2757 | 0.10 | 100.241 | 0.000 | 0.000 | 110.00 | 1809749.77 |
| 5820 | 2012.06.20 12:55 | buy | 2758 | 0.10 | 100.201 | 0.000 | 0.000 | ||
| 5821 | 2012.06.20 13:07 | close | 2758 | 0.10 | 100.225 | 0.000 | 0.000 | 240.00 | 1809989.77 |
| 5822 | 2012.06.20 14:03 | buy | 2759 | 0.10 | 100.401 | 0.000 | 0.000 | ||
| 5823 | 2012.06.20 14:39 | close | 2759 | 0.10 | 100.413 | 0.000 | 0.000 | 120.00 | 1810109.77 |
| 5824 | 2012.06.20 14:50 | buy | 2760 | 0.10 | 100.388 | 0.000 | 0.000 | ||
| 5825 | 2012.06.20 14:51 | close | 2760 | 0.10 | 100.434 | 0.000 | 0.000 | 460.00 | 1810569.77 |
| 5826 | 2012.06.20 15:18 | buy | 2761 | 0.10 | 100.501 | 0.000 | 0.000 | ||
| 5827 | 2012.06.20 15:22 | close | 2761 | 0.10 | 100.532 | 0.000 | 0.000 | 310.00 | 1810879.77 |
| 5828 | 2012.06.21 04:00 | buy | 2762 | 0.10 | 100.781 | 0.000 | 0.000 | ||
| 5829 | 2012.06.21 04:02 | close | 2762 | 0.10 | 100.824 | 0.000 | 0.000 | 430.00 | 1811309.77 |
| 5830 | 2012.06.21 20:21 | buy | 2763 | 0.10 | 100.688 | 0.000 | 0.000 | ||
| 5831 | 2012.06.21 20:30 | close | 2763 | 0.10 | 100.730 | 0.000 | 0.000 | 420.00 | 1811729.77 |
| 5832 | 2012.06.21 21:07 | buy | 2764 | 0.10 | 100.781 | 0.000 | 0.000 | ||
| 5833 | 2012.06.21 22:02 | close | 2764 | 0.10 | 100.807 | 0.000 | 0.000 | 260.00 | 1811989.77 |
| 5834 | 2012.06.21 22:05 | buy | 2765 | 0.10 | 100.706 | 0.000 | 0.000 | ||
| 5835 | 2012.06.21 22:07 | close | 2765 | 0.10 | 100.724 | 0.000 | 0.000 | 180.00 | 1812169.77 |
| 5836 | 2012.06.21 23:01 | buy | 2766 | 0.10 | 100.663 | 0.000 | 0.000 | ||
| 5837 | 2012.06.21 23:03 | close | 2766 | 0.10 | 100.696 | 0.000 | 0.000 | 330.00 | 1812499.77 |
| 5838 | 2012.06.22 00:46 | buy | 2767 | 0.10 | 100.684 | 0.000 | 0.000 | ||
| 5839 | 2012.06.22 03:42 | close | 2767 | 0.10 | 100.700 | 0.000 | 0.000 | 160.00 | 1812659.77 |
| 5840 | 2012.06.22 03:54 | buy | 2768 | 0.10 | 100.677 | 0.000 | 0.000 | ||
| 5841 | 2012.06.22 04:02 | close | 2768 | 0.10 | 100.689 | 0.000 | 0.000 | 120.00 | 1812779.77 |
| 5842 | 2012.06.22 06:42 | buy | 2769 | 0.10 | 100.910 | 0.000 | 0.000 | ||
| 5843 | 2012.06.22 07:07 | close | 2769 | 0.10 | 100.942 | 0.000 | 0.000 | 320.00 | 1813099.77 |
| 5844 | 2012.06.22 08:08 | buy | 2770 | 0.10 | 100.959 | 0.000 | 0.000 | ||
| 5845 | 2012.06.22 08:13 | close | 2770 | 0.10 | 100.984 | 0.000 | 0.000 | 250.00 | 1813349.77 |
| 5846 | 2012.06.22 08:18 | buy | 2771 | 0.10 | 100.950 | 0.000 | 0.000 | ||
| 5847 | 2012.06.22 08:19 | close | 2771 | 0.10 | 100.962 | 0.000 | 0.000 | 120.00 | 1813469.77 |
| 5848 | 2012.06.22 08:27 | buy | 2772 | 0.10 | 100.883 | 0.000 | 0.000 | ||
| 5849 | 2012.06.22 10:57 | close | 2772 | 0.10 | 100.903 | 0.000 | 0.000 | 200.00 | 1813669.77 |
| 5850 | 2012.06.22 12:09 | buy | 2773 | 0.10 | 100.645 | 0.000 | 0.000 | ||