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 |
| 451 | 2010.02.22 21:45 | buy | 216 | 0.10 | 123.912 | 0.000 | 0.000 | ||
| 452 | 2010.02.22 22:04 | close | 216 | 0.10 | 123.930 | 0.000 | 0.000 | 180.00 | 1064030.48 |
| 453 | 2010.02.23 02:19 | buy | 217 | 0.10 | 123.920 | 0.000 | 0.000 | ||
| 454 | 2010.02.23 05:02 | close | 217 | 0.10 | 123.937 | 0.000 | 0.000 | 170.00 | 1064200.48 |
| 455 | 2010.02.23 07:57 | buy | 218 | 0.10 | 124.067 | 0.000 | 0.000 | ||
| 456 | 2010.02.23 08:13 | close | 218 | 0.10 | 124.116 | 0.000 | 0.000 | 490.00 | 1064690.48 |
| 457 | 2010.02.23 12:01 | buy | 219 | 0.10 | 123.656 | 0.000 | 0.000 | ||
| 458 | 2010.02.23 12:03 | close | 219 | 0.10 | 123.761 | 0.000 | 0.000 | 1050.00 | 1065740.48 |
| 459 | 2010.02.23 12:18 | buy | 220 | 0.10 | 123.556 | 0.000 | 0.000 | ||
| 460 | 2010.02.23 12:24 | close | 220 | 0.10 | 123.583 | 0.000 | 0.000 | 270.00 | 1066010.48 |
| 461 | 2010.02.23 12:46 | buy | 221 | 0.10 | 123.423 | 0.000 | 0.000 | ||
| 462 | 2010.02.23 13:11 | close | 221 | 0.10 | 123.442 | 0.000 | 0.000 | 190.00 | 1066200.48 |
| 463 | 2010.02.24 00:25 | buy | 222 | 0.10 | 121.944 | 0.000 | 0.000 | ||
| 464 | 2010.02.24 00:29 | close | 222 | 0.10 | 121.958 | 0.000 | 0.000 | 140.00 | 1066340.48 |
| 465 | 2010.02.24 01:20 | buy | 223 | 0.10 | 121.740 | 0.000 | 0.000 | ||
| 466 | 2010.02.24 01:22 | close | 223 | 0.10 | 121.751 | 0.000 | 0.000 | 110.00 | 1066450.48 |
| 467 | 2010.02.24 01:57 | buy | 224 | 0.10 | 121.920 | 0.000 | 0.000 | ||
| 468 | 2010.02.24 02:00 | close | 224 | 0.10 | 121.937 | 0.000 | 0.000 | 170.00 | 1066620.48 |
| 469 | 2010.02.24 05:29 | buy | 225 | 0.10 | 122.133 | 0.000 | 0.000 | ||
| 470 | 2010.02.24 05:43 | close | 225 | 0.10 | 122.159 | 0.000 | 0.000 | 260.00 | 1066880.48 |
| 471 | 2010.02.24 07:46 | buy | 226 | 0.10 | 122.051 | 0.000 | 0.000 | ||
| 472 | 2010.02.24 07:53 | close | 226 | 0.10 | 122.072 | 0.000 | 0.000 | 210.00 | 1067090.48 |
| 473 | 2010.02.24 09:10 | buy | 227 | 0.10 | 122.092 | 0.000 | 0.000 | ||
| 474 | 2010.02.24 09:13 | close | 227 | 0.10 | 122.179 | 0.000 | 0.000 | 870.00 | 1067960.48 |
| 475 | 2010.02.24 10:03 | buy | 228 | 0.10 | 121.786 | 0.000 | 0.000 | ||
| 476 | 2010.02.24 10:12 | close | 228 | 0.10 | 121.832 | 0.000 | 0.000 | 460.00 | 1068420.48 |
| 477 | 2010.02.24 10:47 | buy | 229 | 0.10 | 121.868 | 0.000 | 0.000 | ||
| 478 | 2010.02.24 10:51 | close | 229 | 0.10 | 121.908 | 0.000 | 0.000 | 400.00 | 1068820.48 |
| 479 | 2010.02.24 11:25 | buy | 230 | 0.10 | 122.144 | 0.000 | 0.000 | ||
| 480 | 2010.02.24 11:32 | close | 230 | 0.10 | 122.175 | 0.000 | 0.000 | 310.00 | 1069130.48 |
| 481 | 2010.02.24 12:05 | buy | 231 | 0.10 | 122.122 | 0.000 | 0.000 | ||
| 482 | 2010.02.24 13:42 | close | 231 | 0.10 | 122.164 | 0.000 | 0.000 | 420.00 | 1069550.48 |
| 483 | 2010.02.24 20:33 | buy | 232 | 0.10 | 121.942 | 0.000 | 0.000 | ||
| 484 | 2010.02.24 20:43 | close | 232 | 0.10 | 121.963 | 0.000 | 0.000 | 210.00 | 1069760.48 |
| 485 | 2010.02.24 23:26 | buy | 233 | 0.10 | 122.075 | 0.000 | 0.000 | ||
| 486 | 2010.02.24 23:32 | close | 233 | 0.10 | 122.099 | 0.000 | 0.000 | 240.00 | 1070000.48 |
| 487 | 2010.02.25 01:50 | buy | 234 | 0.10 | 122.035 | 0.000 | 0.000 | ||
| 488 | 2010.02.25 07:28 | buy | 235 | 0.10 | 120.375 | 0.000 | 0.000 | ||
| 489 | 2010.02.25 07:28 | modify | 234 | 0.10 | 122.035 | 0.000 | 121.230 | ||
| 490 | 2010.02.25 07:28 | modify | 235 | 0.10 | 120.375 | 0.000 | 121.230 | ||
| 491 | 2010.02.26 01:07 | t/p | 234 | 0.10 | 121.230 | 0.000 | 121.230 | -8055.03 | 1061945.45 |
| 492 | 2010.02.26 01:07 | t/p | 235 | 0.10 | 121.230 | 0.000 | 121.230 | 8544.97 | 1070490.42 |
| 493 | 2010.03.01 04:24 | buy | 236 | 0.10 | 121.258 | 0.000 | 0.000 | ||
| 494 | 2010.03.01 04:33 | close | 236 | 0.10 | 121.272 | 0.000 | 0.000 | 140.00 | 1070630.42 |
| 495 | 2010.03.01 06:02 | buy | 237 | 0.10 | 121.201 | 0.000 | 0.000 | ||
| 496 | 2010.03.01 06:40 | close | 237 | 0.10 | 121.239 | 0.000 | 0.000 | 380.00 | 1071010.42 |
| 497 | 2010.03.01 13:09 | buy | 238 | 0.10 | 120.877 | 0.000 | 0.000 | ||
| 498 | 2010.03.01 13:22 | close | 238 | 0.10 | 120.921 | 0.000 | 0.000 | 440.00 | 1071450.42 |
| 499 | 2010.03.01 13:43 | buy | 239 | 0.10 | 120.758 | 0.000 | 0.000 | ||
| 500 | 2010.03.01 13:46 | close | 239 | 0.10 | 120.799 | 0.000 | 0.000 | 410.00 | 1071860.42 |
| 501 | 2010.03.01 13:53 | buy | 240 | 0.10 | 120.668 | 0.000 | 0.000 | ||
| 502 | 2010.03.01 14:27 | close | 240 | 0.10 | 120.729 | 0.000 | 0.000 | 610.00 | 1072470.42 |
| 503 | 2010.03.01 18:56 | buy | 241 | 0.10 | 120.702 | 0.000 | 0.000 | ||
| 504 | 2010.03.01 18:59 | close | 241 | 0.10 | 120.733 | 0.000 | 0.000 | 310.00 | 1072780.42 |
| 505 | 2010.03.01 21:09 | buy | 242 | 0.10 | 120.759 | 0.000 | 0.000 | ||
| 506 | 2010.03.01 21:55 | close | 242 | 0.10 | 120.796 | 0.000 | 0.000 | 370.00 | 1073150.42 |
| 507 | 2010.03.01 23:19 | buy | 243 | 0.10 | 120.842 | 0.000 | 0.000 | ||
| 508 | 2010.03.01 23:21 | close | 243 | 0.10 | 120.887 | 0.000 | 0.000 | 450.00 | 1073600.42 |
| 509 | 2010.03.02 02:17 | buy | 244 | 0.10 | 120.743 | 0.000 | 0.000 | ||
| 510 | 2010.03.02 02:38 | close | 244 | 0.10 | 120.764 | 0.000 | 0.000 | 210.00 | 1073810.42 |
| 511 | 2010.03.02 02:55 | buy | 245 | 0.10 | 120.775 | 0.000 | 0.000 | ||
| 512 | 2010.03.02 03:13 | close | 245 | 0.10 | 120.805 | 0.000 | 0.000 | 300.00 | 1074110.42 |
| 513 | 2010.03.02 04:14 | buy | 246 | 0.10 | 120.859 | 0.000 | 0.000 | ||
| 514 | 2010.03.02 04:16 | close | 246 | 0.10 | 120.878 | 0.000 | 0.000 | 190.00 | 1074300.42 |
| 515 | 2010.03.02 05:17 | buy | 247 | 0.10 | 120.749 | 0.000 | 0.000 | ||
| 516 | 2010.03.02 05:29 | close | 247 | 0.10 | 120.796 | 0.000 | 0.000 | 470.00 | 1074770.42 |
| 517 | 2010.03.02 07:24 | buy | 248 | 0.10 | 120.924 | 0.000 | 0.000 | ||
| 518 | 2010.03.02 14:40 | close | 248 | 0.10 | 120.967 | 0.000 | 0.000 | 430.00 | 1075200.42 |
| 519 | 2010.03.02 17:02 | buy | 249 | 0.10 | 120.543 | 0.000 | 0.000 | ||
| 520 | 2010.03.02 17:22 | close | 249 | 0.10 | 120.556 | 0.000 | 0.000 | 130.00 | 1075330.42 |
| 521 | 2010.03.02 18:14 | buy | 250 | 0.10 | 120.796 | 0.000 | 0.000 | ||
| 522 | 2010.03.02 18:19 | close | 250 | 0.10 | 120.820 | 0.000 | 0.000 | 240.00 | 1075570.42 |
| 523 | 2010.03.02 19:08 | buy | 251 | 0.10 | 120.911 | 0.000 | 0.000 | ||
| 524 | 2010.03.02 19:12 | close | 251 | 0.10 | 120.925 | 0.000 | 0.000 | 140.00 | 1075710.42 |
| 525 | 2010.03.02 19:19 | buy | 252 | 0.10 | 120.966 | 0.000 | 0.000 | ||
| 526 | 2010.03.03 02:31 | close | 252 | 0.10 | 120.993 | 0.000 | 0.000 | 264.97 | 1075975.39 |
| 527 | 2010.03.04 04:24 | buy | 253 | 0.10 | 121.059 | 0.000 | 0.000 | ||
| 528 | 2010.03.04 05:22 | close | 253 | 0.10 | 121.096 | 0.000 | 0.000 | 370.00 | 1076345.39 |
| 529 | 2010.03.04 06:39 | buy | 254 | 0.10 | 120.853 | 0.000 | 0.000 | ||
| 530 | 2010.03.04 06:50 | close | 254 | 0.10 | 120.891 | 0.000 | 0.000 | 380.00 | 1076725.39 |
| 531 | 2010.03.04 10:14 | buy | 255 | 0.10 | 120.759 | 0.000 | 0.000 | ||
| 532 | 2010.03.04 10:29 | close | 255 | 0.10 | 120.790 | 0.000 | 0.000 | 310.00 | 1077035.39 |
| 533 | 2010.03.04 11:25 | buy | 256 | 0.10 | 120.912 | 0.000 | 0.000 | ||
| 534 | 2010.03.04 11:40 | close | 256 | 0.10 | 120.963 | 0.000 | 0.000 | 510.00 | 1077545.39 |
| 535 | 2010.03.04 12:21 | buy | 257 | 0.10 | 120.904 | 0.000 | 0.000 | ||
| 536 | 2010.03.04 12:37 | close | 257 | 0.10 | 120.943 | 0.000 | 0.000 | 390.00 | 1077935.39 |
| 537 | 2010.03.04 12:51 | buy | 258 | 0.10 | 120.859 | 0.000 | 0.000 | ||
| 538 | 2010.03.04 12:53 | close | 258 | 0.10 | 120.908 | 0.000 | 0.000 | 490.00 | 1078425.39 |
| 539 | 2010.03.04 13:20 | buy | 259 | 0.10 | 120.833 | 0.000 | 0.000 | ||
| 540 | 2010.03.04 13:22 | close | 259 | 0.10 | 120.861 | 0.000 | 0.000 | 280.00 | 1078705.39 |
| 541 | 2010.03.09 00:09 | buy | 260 | 0.10 | 123.001 | 0.000 | 0.000 | ||
| 542 | 2010.03.10 12:33 | close | 260 | 0.10 | 123.027 | 0.000 | 0.000 | 254.91 | 1078960.29 |
| 543 | 2010.03.11 04:10 | buy | 261 | 0.10 | 123.107 | 0.000 | 0.000 | ||
| 544 | 2010.03.11 04:15 | close | 261 | 0.10 | 123.119 | 0.000 | 0.000 | 120.00 | 1079080.29 |
| 545 | 2010.03.11 05:56 | buy | 262 | 0.10 | 123.277 | 0.000 | 0.000 | ||
| 546 | 2010.03.11 06:21 | close | 262 | 0.10 | 123.299 | 0.000 | 0.000 | 220.00 | 1079300.29 |
| 547 | 2010.03.11 07:27 | buy | 263 | 0.10 | 123.296 | 0.000 | 0.000 | ||
| 548 | 2010.03.11 07:56 | close | 263 | 0.10 | 123.311 | 0.000 | 0.000 | 150.00 | 1079450.29 |
| 549 | 2010.03.11 09:06 | buy | 264 | 0.10 | 123.234 | 0.000 | 0.000 | ||
| 550 | 2010.03.11 09:07 | close | 264 | 0.10 | 123.271 | 0.000 | 0.000 | 370.00 | 1079820.29 |
| 551 | 2010.03.11 09:28 | buy | 265 | 0.10 | 123.304 | 0.000 | 0.000 | ||
| 552 | 2010.03.11 09:30 | close | 265 | 0.10 | 123.322 | 0.000 | 0.000 | 180.00 | 1080000.29 |
| 553 | 2010.03.15 09:25 | buy | 266 | 0.10 | 124.551 | 0.000 | 0.000 | ||
| 554 | 2010.03.15 09:43 | close | 266 | 0.10 | 124.580 | 0.000 | 0.000 | 290.00 | 1080290.29 |
| 555 | 2010.03.15 10:20 | buy | 267 | 0.10 | 124.437 | 0.000 | 0.000 | ||
| 556 | 2010.03.15 10:45 | close | 267 | 0.10 | 124.453 | 0.000 | 0.000 | 160.00 | 1080450.29 |
| 557 | 2010.03.15 11:43 | buy | 268 | 0.10 | 124.344 | 0.000 | 0.000 | ||
| 558 | 2010.03.15 11:49 | close | 268 | 0.10 | 124.372 | 0.000 | 0.000 | 280.00 | 1080730.29 |
| 559 | 2010.03.15 12:58 | buy | 269 | 0.10 | 124.439 | 0.000 | 0.000 | ||
| 560 | 2010.03.15 13:32 | close | 269 | 0.10 | 124.471 | 0.000 | 0.000 | 320.00 | 1081050.29 |
| 561 | 2010.03.15 14:14 | buy | 270 | 0.10 | 124.294 | 0.000 | 0.000 | ||
| 562 | 2010.03.15 14:20 | close | 270 | 0.10 | 124.310 | 0.000 | 0.000 | 160.00 | 1081210.29 |
| 563 | 2010.03.15 14:53 | buy | 271 | 0.10 | 124.348 | 0.000 | 0.000 | ||
| 564 | 2010.03.16 12:17 | close | 271 | 0.10 | 124.399 | 0.000 | 0.000 | 504.85 | 1081715.14 |
| 565 | 2010.03.16 22:46 | buy | 272 | 0.10 | 124.270 | 0.000 | 0.000 | ||
| 566 | 2010.03.16 22:56 | close | 272 | 0.10 | 124.293 | 0.000 | 0.000 | 230.00 | 1081945.14 |
| 567 | 2010.03.16 23:42 | buy | 273 | 0.10 | 124.383 | 0.000 | 0.000 | ||
| 568 | 2010.03.17 01:03 | close | 273 | 0.10 | 124.403 | 0.000 | 0.000 | 194.82 | 1082139.96 |
| 569 | 2010.03.17 03:26 | buy | 274 | 0.10 | 124.467 | 0.000 | 0.000 | ||
| 570 | 2010.03.17 03:29 | close | 274 | 0.10 | 124.485 | 0.000 | 0.000 | 180.00 | 1082319.96 |
| 571 | 2010.03.17 04:52 | buy | 275 | 0.10 | 124.248 | 0.000 | 0.000 | ||
| 572 | 2010.03.17 05:01 | close | 275 | 0.10 | 124.300 | 0.000 | 0.000 | 520.00 | 1082839.96 |
| 573 | 2010.03.17 16:08 | buy | 276 | 0.10 | 124.376 | 0.000 | 0.000 | ||
| 574 | 2010.03.17 16:22 | close | 276 | 0.10 | 124.412 | 0.000 | 0.000 | 360.00 | 1083199.96 |
| 575 | 2010.03.17 16:26 | buy | 277 | 0.10 | 124.332 | 0.000 | 0.000 | ||
| 576 | 2010.03.17 17:04 | close | 277 | 0.10 | 124.354 | 0.000 | 0.000 | 220.00 | 1083419.96 |
| 577 | 2010.03.17 17:11 | buy | 278 | 0.10 | 124.351 | 0.000 | 0.000 | ||
| 578 | 2010.03.18 17:43 | buy | 279 | 0.10 | 122.795 | 0.000 | 0.000 | ||
| 579 | 2010.03.18 17:43 | modify | 278 | 0.10 | 124.351 | 0.000 | 123.598 | ||
| 580 | 2010.03.18 17:43 | modify | 279 | 0.10 | 122.795 | 0.000 | 123.598 | ||
| 581 | 2010.03.25 16:44 | t/p | 278 | 0.10 | 123.598 | 0.000 | 123.598 | -7581.27 | 1075838.70 |
| 582 | 2010.03.25 16:44 | t/p | 279 | 0.10 | 123.598 | 0.000 | 123.598 | 7994.25 | 1083832.95 |
| 583 | 2010.03.30 05:06 | buy | 280 | 0.10 | 124.350 | 0.000 | 0.000 | ||
| 584 | 2010.03.30 06:04 | close | 280 | 0.10 | 124.387 | 0.000 | 0.000 | 370.00 | 1084202.95 |
| 585 | 2010.03.31 02:38 | buy | 281 | 0.10 | 124.463 | 0.000 | 0.000 | ||
| 586 | 2010.03.31 02:40 | close | 281 | 0.10 | 124.498 | 0.000 | 0.000 | 350.00 | 1084552.95 |
| 587 | 2010.04.05 06:36 | buy | 282 | 0.10 | 127.549 | 0.000 | 0.000 | ||
| 588 | 2010.04.05 06:45 | close | 282 | 0.10 | 127.561 | 0.000 | 0.000 | 120.00 | 1084672.95 |
| 589 | 2010.04.05 07:50 | buy | 283 | 0.10 | 127.590 | 0.000 | 0.000 | ||
| 590 | 2010.04.05 15:46 | close | 283 | 0.10 | 127.629 | 0.000 | 0.000 | 390.00 | 1085062.95 |
| 591 | 2010.04.05 21:23 | buy | 284 | 0.10 | 127.131 | 0.000 | 0.000 | ||
| 592 | 2010.04.05 21:28 | close | 284 | 0.10 | 127.164 | 0.000 | 0.000 | 330.00 | 1085392.95 |
| 593 | 2010.04.05 22:01 | buy | 285 | 0.10 | 127.113 | 0.000 | 0.000 | ||
| 594 | 2010.04.05 22:14 | close | 285 | 0.10 | 127.129 | 0.000 | 0.000 | 160.00 | 1085552.95 |
| 595 | 2010.04.05 23:50 | buy | 286 | 0.10 | 127.204 | 0.000 | 0.000 | ||
| 596 | 2010.04.05 23:52 | close | 286 | 0.10 | 127.223 | 0.000 | 0.000 | 190.00 | 1085742.95 |
| 597 | 2010.04.05 23:58 | buy | 287 | 0.10 | 127.188 | 0.000 | 0.000 | ||
| 598 | 2010.04.06 00:21 | close | 287 | 0.10 | 127.202 | 0.000 | 0.000 | 134.70 | 1085877.65 |
| 599 | 2010.04.06 02:01 | buy | 288 | 0.10 | 126.942 | 0.000 | 0.000 | ||
| 600 | 2010.04.06 14:56 | buy | 289 | 0.10 | 125.393 | 0.000 | 0.000 | ||