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 |
| 5851 | 2012.06.22 12:13 | close | 2773 | 0.10 | 100.663 | 0.000 | 0.000 | 180.00 | 1813849.77 |
| 5852 | 2012.06.22 13:09 | buy | 2774 | 0.10 | 100.748 | 0.000 | 0.000 | ||
| 5853 | 2012.06.22 13:47 | close | 2774 | 0.10 | 100.761 | 0.000 | 0.000 | 130.00 | 1813979.77 |
| 5854 | 2012.06.22 13:52 | buy | 2775 | 0.10 | 100.728 | 0.000 | 0.000 | ||
| 5855 | 2012.06.22 13:53 | close | 2775 | 0.10 | 100.761 | 0.000 | 0.000 | 330.00 | 1814309.77 |
| 5856 | 2012.06.22 14:13 | buy | 2776 | 0.10 | 100.710 | 0.000 | 0.000 | ||
| 5857 | 2012.06.22 14:21 | close | 2776 | 0.10 | 100.721 | 0.000 | 0.000 | 110.00 | 1814419.77 |
| 5858 | 2012.06.22 15:40 | buy | 2777 | 0.10 | 100.903 | 0.000 | 0.000 | ||
| 5859 | 2012.06.22 15:41 | close | 2777 | 0.10 | 100.942 | 0.000 | 0.000 | 390.00 | 1814809.77 |
| 5860 | 2012.06.22 16:21 | buy | 2778 | 0.10 | 101.007 | 0.000 | 0.000 | ||
| 5861 | 2012.06.22 16:23 | close | 2778 | 0.10 | 101.040 | 0.000 | 0.000 | 330.00 | 1815139.77 |
| 5862 | 2012.06.22 16:30 | buy | 2779 | 0.10 | 100.967 | 0.000 | 0.000 | ||
| 5863 | 2012.06.22 17:44 | close | 2779 | 0.10 | 100.985 | 0.000 | 0.000 | 180.00 | 1815319.77 |
| 5864 | 2012.06.22 20:22 | buy | 2780 | 0.10 | 101.065 | 0.000 | 0.000 | ||
| 5865 | 2012.06.22 20:29 | close | 2780 | 0.10 | 101.082 | 0.000 | 0.000 | 170.00 | 1815489.77 |
| 5866 | 2012.06.22 20:54 | buy | 2781 | 0.10 | 101.086 | 0.000 | 0.000 | ||
| 5867 | 2012.06.22 22:14 | close | 2781 | 0.10 | 101.113 | 0.000 | 0.000 | 270.00 | 1815759.77 |
| 5868 | 2012.06.25 00:02 | buy | 2782 | 0.10 | 101.024 | 0.000 | 0.000 | ||
| 5869 | 2012.06.25 00:05 | close | 2782 | 0.10 | 101.048 | 0.000 | 0.000 | 240.00 | 1815999.77 |
| 5870 | 2012.06.25 00:11 | buy | 2783 | 0.10 | 100.993 | 0.000 | 0.000 | ||
| 5871 | 2012.06.25 00:33 | close | 2783 | 0.10 | 101.020 | 0.000 | 0.000 | 270.00 | 1816269.77 |
| 5872 | 2012.06.25 00:42 | buy | 2784 | 0.10 | 101.016 | 0.000 | 0.000 | ||
| 5873 | 2012.06.25 00:52 | close | 2784 | 0.10 | 101.037 | 0.000 | 0.000 | 210.00 | 1816479.77 |
| 5874 | 2012.06.25 00:56 | buy | 2785 | 0.10 | 100.999 | 0.000 | 0.000 | ||
| 5875 | 2012.06.25 14:39 | buy | 2786 | 0.10 | 99.475 | 0.000 | 0.000 | ||
| 5876 | 2012.06.25 14:39 | modify | 2785 | 0.10 | 100.999 | 0.000 | 100.262 | ||
| 5877 | 2012.06.25 14:39 | modify | 2786 | 0.10 | 99.475 | 0.000 | 100.262 | ||
| 5878 | 2012.06.29 09:01 | t/p | 2785 | 0.10 | 100.262 | 0.000 | 100.262 | -7394.82 | 1809084.95 |
| 5879 | 2012.06.29 09:01 | t/p | 2786 | 0.10 | 100.262 | 0.000 | 100.262 | 7845.18 | 1816930.12 |
| 5880 | 2012.07.02 08:56 | buy | 2787 | 0.10 | 100.521 | 0.000 | 0.000 | ||
| 5881 | 2012.07.02 09:21 | close | 2787 | 0.10 | 100.545 | 0.000 | 0.000 | 240.00 | 1817170.12 |
| 5882 | 2012.07.02 11:32 | buy | 2788 | 0.10 | 100.489 | 0.000 | 0.000 | ||
| 5883 | 2012.07.02 11:34 | close | 2788 | 0.10 | 100.512 | 0.000 | 0.000 | 230.00 | 1817400.12 |
| 5884 | 2012.07.02 11:39 | buy | 2789 | 0.10 | 100.538 | 0.000 | 0.000 | ||
| 5885 | 2012.07.02 12:36 | close | 2789 | 0.10 | 100.592 | 0.000 | 0.000 | 540.00 | 1817940.12 |
| 5886 | 2012.07.02 12:41 | buy | 2790 | 0.10 | 100.555 | 0.000 | 0.000 | ||
| 5887 | 2012.07.02 13:06 | close | 2790 | 0.10 | 100.566 | 0.000 | 0.000 | 110.00 | 1818050.12 |
| 5888 | 2012.07.02 13:26 | buy | 2791 | 0.10 | 100.609 | 0.000 | 0.000 | ||
| 5889 | 2012.07.02 13:27 | close | 2791 | 0.10 | 100.676 | 0.000 | 0.000 | 670.00 | 1818720.12 |
| 5890 | 2012.07.02 14:22 | buy | 2792 | 0.10 | 100.399 | 0.000 | 0.000 | ||
| 5891 | 2012.07.02 14:24 | close | 2792 | 0.10 | 100.419 | 0.000 | 0.000 | 200.00 | 1818920.12 |
| 5892 | 2012.07.02 16:31 | buy | 2793 | 0.10 | 99.888 | 0.000 | 0.000 | ||
| 5893 | 2012.07.02 16:51 | close | 2793 | 0.10 | 99.919 | 0.000 | 0.000 | 310.00 | 1819230.12 |
| 5894 | 2012.07.02 17:02 | buy | 2794 | 0.10 | 99.792 | 0.000 | 0.000 | ||
| 5895 | 2012.07.02 17:04 | close | 2794 | 0.10 | 99.825 | 0.000 | 0.000 | 330.00 | 1819560.12 |
| 5896 | 2012.07.02 17:28 | buy | 2795 | 0.10 | 99.794 | 0.000 | 0.000 | ||
| 5897 | 2012.07.02 17:31 | close | 2795 | 0.10 | 99.821 | 0.000 | 0.000 | 270.00 | 1819830.12 |
| 5898 | 2012.07.02 17:47 | buy | 2796 | 0.10 | 99.900 | 0.000 | 0.000 | ||
| 5899 | 2012.07.02 17:49 | close | 2796 | 0.10 | 99.917 | 0.000 | 0.000 | 170.00 | 1820000.12 |
| 5900 | 2012.07.02 20:48 | buy | 2797 | 0.10 | 99.973 | 0.000 | 0.000 | ||
| 5901 | 2012.07.02 20:50 | close | 2797 | 0.10 | 99.988 | 0.000 | 0.000 | 150.00 | 1820150.12 |
| 5902 | 2012.07.02 21:12 | buy | 2798 | 0.10 | 99.967 | 0.000 | 0.000 | ||
| 5903 | 2012.07.02 21:18 | close | 2798 | 0.10 | 99.978 | 0.000 | 0.000 | 110.00 | 1820260.12 |
| 5904 | 2012.07.03 00:45 | buy | 2799 | 0.10 | 99.975 | 0.000 | 0.000 | ||
| 5905 | 2012.07.03 00:50 | close | 2799 | 0.10 | 99.987 | 0.000 | 0.000 | 120.00 | 1820380.12 |
| 5906 | 2012.07.03 00:58 | buy | 2800 | 0.10 | 99.961 | 0.000 | 0.000 | ||
| 5907 | 2012.07.03 01:01 | close | 2800 | 0.10 | 99.979 | 0.000 | 0.000 | 180.00 | 1820560.12 |
| 5908 | 2012.07.03 01:36 | buy | 2801 | 0.10 | 99.896 | 0.000 | 0.000 | ||
| 5909 | 2012.07.03 01:46 | close | 2801 | 0.10 | 99.926 | 0.000 | 0.000 | 300.00 | 1820860.12 |
| 5910 | 2012.07.03 02:12 | buy | 2802 | 0.10 | 99.929 | 0.000 | 0.000 | ||
| 5911 | 2012.07.03 02:22 | close | 2802 | 0.10 | 99.954 | 0.000 | 0.000 | 250.00 | 1821110.12 |
| 5912 | 2012.07.03 02:28 | buy | 2803 | 0.10 | 99.973 | 0.000 | 0.000 | ||
| 5913 | 2012.07.03 02:30 | close | 2803 | 0.10 | 99.989 | 0.000 | 0.000 | 160.00 | 1821270.12 |
| 5914 | 2012.07.03 06:37 | buy | 2804 | 0.10 | 100.501 | 0.000 | 0.000 | ||
| 5915 | 2012.07.03 07:58 | close | 2804 | 0.10 | 100.525 | 0.000 | 0.000 | 240.00 | 1821510.12 |
| 5916 | 2012.07.03 08:58 | buy | 2805 | 0.10 | 100.572 | 0.000 | 0.000 | ||
| 5917 | 2012.07.03 09:04 | close | 2805 | 0.10 | 100.601 | 0.000 | 0.000 | 290.00 | 1821800.12 |
| 5918 | 2012.07.03 09:17 | buy | 2806 | 0.10 | 100.483 | 0.000 | 0.000 | ||
| 5919 | 2012.07.03 09:18 | close | 2806 | 0.10 | 100.518 | 0.000 | 0.000 | 350.00 | 1822150.12 |
| 5920 | 2012.07.03 09:24 | buy | 2807 | 0.10 | 100.502 | 0.000 | 0.000 | ||
| 5921 | 2012.07.03 10:48 | close | 2807 | 0.10 | 100.533 | 0.000 | 0.000 | 310.00 | 1822460.12 |
| 5922 | 2012.07.03 11:31 | buy | 2808 | 0.10 | 100.469 | 0.000 | 0.000 | ||
| 5923 | 2012.07.03 11:34 | close | 2808 | 0.10 | 100.497 | 0.000 | 0.000 | 280.00 | 1822740.12 |
| 5924 | 2012.07.03 11:50 | buy | 2809 | 0.10 | 100.462 | 0.000 | 0.000 | ||
| 5925 | 2012.07.03 11:53 | close | 2809 | 0.10 | 100.493 | 0.000 | 0.000 | 310.00 | 1823050.12 |
| 5926 | 2012.07.03 12:21 | buy | 2810 | 0.10 | 100.422 | 0.000 | 0.000 | ||
| 5927 | 2012.07.03 12:26 | close | 2810 | 0.10 | 100.469 | 0.000 | 0.000 | 470.00 | 1823520.12 |
| 5928 | 2012.07.03 12:49 | buy | 2811 | 0.10 | 100.380 | 0.000 | 0.000 | ||
| 5929 | 2012.07.03 12:52 | close | 2811 | 0.10 | 100.402 | 0.000 | 0.000 | 220.00 | 1823740.12 |
| 5930 | 2012.07.03 14:13 | buy | 2812 | 0.10 | 100.281 | 0.000 | 0.000 | ||
| 5931 | 2012.07.03 14:23 | close | 2812 | 0.10 | 100.304 | 0.000 | 0.000 | 230.00 | 1823970.12 |
| 5932 | 2012.07.03 15:18 | buy | 2813 | 0.10 | 100.268 | 0.000 | 0.000 | ||
| 5933 | 2012.07.03 15:20 | close | 2813 | 0.10 | 100.310 | 0.000 | 0.000 | 420.00 | 1824390.12 |
| 5934 | 2012.07.03 16:45 | buy | 2814 | 0.10 | 100.638 | 0.000 | 0.000 | ||
| 5935 | 2012.07.03 16:46 | close | 2814 | 0.10 | 100.657 | 0.000 | 0.000 | 190.00 | 1824580.12 |
| 5936 | 2012.07.03 17:58 | buy | 2815 | 0.10 | 100.700 | 0.000 | 0.000 | ||
| 5937 | 2012.07.03 19:35 | close | 2815 | 0.10 | 100.711 | 0.000 | 0.000 | 110.00 | 1824690.12 |
| 5938 | 2012.07.03 22:00 | buy | 2816 | 0.10 | 100.627 | 0.000 | 0.000 | ||
| 5939 | 2012.07.03 22:14 | close | 2816 | 0.10 | 100.639 | 0.000 | 0.000 | 120.00 | 1824810.12 |
| 5940 | 2012.07.04 00:22 | buy | 2817 | 0.10 | 100.584 | 0.000 | 0.000 | ||
| 5941 | 2012.07.04 00:42 | close | 2817 | 0.10 | 100.600 | 0.000 | 0.000 | 160.00 | 1824970.12 |
| 5942 | 2012.07.04 02:04 | buy | 2818 | 0.10 | 100.617 | 0.000 | 0.000 | ||
| 5943 | 2012.07.05 13:58 | buy | 2819 | 0.10 | 99.111 | 0.000 | 0.000 | ||
| 5944 | 2012.07.05 13:58 | modify | 2818 | 0.10 | 100.617 | 0.000 | 99.889 | ||
| 5945 | 2012.07.05 13:58 | modify | 2819 | 0.10 | 99.111 | 0.000 | 99.889 | ||
| 5946 | 2012.07.06 18:03 | buy | 2820 | 0.10 | 97.673 | 0.000 | 0.000 | ||
| 5947 | 2012.07.06 18:03 | modify | 2818 | 0.10 | 100.617 | 0.000 | 99.150 | ||
| 5948 | 2012.07.06 18:03 | modify | 2819 | 0.10 | 99.111 | 0.000 | 99.150 | ||
| 5949 | 2012.07.06 18:03 | modify | 2820 | 0.10 | 97.673 | 0.000 | 99.150 | ||
| 5950 | 2012.07.16 11:27 | buy | 2821 | 0.10 | 96.248 | 0.000 | 0.000 | ||
| 5951 | 2012.07.16 11:27 | modify | 2818 | 0.10 | 100.617 | 0.000 | 98.425 | ||
| 5952 | 2012.07.16 11:27 | modify | 2819 | 0.10 | 99.111 | 0.000 | 98.425 | ||
| 5953 | 2012.07.16 11:27 | modify | 2820 | 0.10 | 97.673 | 0.000 | 98.425 | ||
| 5954 | 2012.07.16 11:27 | modify | 2821 | 0.10 | 96.248 | 0.000 | 98.425 | ||
| 5955 | 2012.07.23 03:07 | buy | 2822 | 0.10 | 94.952 | 0.000 | 0.000 | ||
| 5956 | 2012.07.23 03:07 | modify | 2818 | 0.10 | 100.617 | 0.000 | 97.730 | ||
| 5957 | 2012.07.23 03:07 | modify | 2819 | 0.10 | 99.111 | 0.000 | 97.730 | ||
| 5958 | 2012.07.23 03:07 | modify | 2820 | 0.10 | 97.673 | 0.000 | 97.730 | ||
| 5959 | 2012.07.23 03:07 | modify | 2821 | 0.10 | 96.248 | 0.000 | 97.730 | ||
| 5960 | 2012.07.23 03:07 | modify | 2822 | 0.10 | 94.952 | 0.000 | 97.730 | ||
| 5961 | 2012.08.06 01:40 | t/p | 2818 | 0.10 | 97.730 | 0.000 | 97.730 | -29003.06 | 1795967.06 |
| 5962 | 2012.08.06 01:40 | t/p | 2819 | 0.10 | 97.730 | 0.000 | 97.730 | -13930.56 | 1782036.50 |
| 5963 | 2012.08.06 01:40 | t/p | 2820 | 0.10 | 97.730 | 0.000 | 97.730 | 453.57 | 1782490.07 |
| 5964 | 2012.08.06 01:40 | t/p | 2821 | 0.10 | 97.730 | 0.000 | 97.730 | 14736.05 | 1797226.12 |
| 5965 | 2012.08.06 01:40 | t/p | 2822 | 0.10 | 97.730 | 0.000 | 97.730 | 27724.21 | 1824950.33 |
| 5966 | 2012.08.06 12:04 | buy | 2823 | 0.10 | 96.799 | 0.000 | 0.000 | ||
| 5967 | 2012.08.06 12:22 | close | 2823 | 0.10 | 96.810 | 0.000 | 0.000 | 110.00 | 1825060.33 |
| 5968 | 2012.08.06 12:30 | buy | 2824 | 0.10 | 96.766 | 0.000 | 0.000 | ||
| 5969 | 2012.08.06 12:32 | close | 2824 | 0.10 | 96.787 | 0.000 | 0.000 | 210.00 | 1825270.33 |
| 5970 | 2012.08.06 13:00 | buy | 2825 | 0.10 | 96.728 | 0.000 | 0.000 | ||
| 5971 | 2012.08.06 13:04 | close | 2825 | 0.10 | 96.762 | 0.000 | 0.000 | 340.00 | 1825610.33 |
| 5972 | 2012.08.06 13:22 | buy | 2826 | 0.10 | 96.741 | 0.000 | 0.000 | ||
| 5973 | 2012.08.06 13:34 | close | 2826 | 0.10 | 96.776 | 0.000 | 0.000 | 350.00 | 1825960.33 |
| 5974 | 2012.08.06 14:01 | buy | 2827 | 0.10 | 97.013 | 0.000 | 0.000 | ||
| 5975 | 2012.08.06 14:02 | close | 2827 | 0.10 | 97.043 | 0.000 | 0.000 | 300.00 | 1826260.33 |
| 5976 | 2012.08.06 14:10 | buy | 2828 | 0.10 | 96.960 | 0.000 | 0.000 | ||
| 5977 | 2012.08.06 14:14 | close | 2828 | 0.10 | 96.990 | 0.000 | 0.000 | 300.00 | 1826560.33 |
| 5978 | 2012.08.06 15:05 | buy | 2829 | 0.10 | 96.945 | 0.000 | 0.000 | ||
| 5979 | 2012.08.06 15:07 | close | 2829 | 0.10 | 96.965 | 0.000 | 0.000 | 200.00 | 1826760.33 |
| 5980 | 2012.08.06 15:58 | buy | 2830 | 0.10 | 97.061 | 0.000 | 0.000 | ||
| 5981 | 2012.08.06 16:03 | close | 2830 | 0.10 | 97.078 | 0.000 | 0.000 | 170.00 | 1826930.33 |
| 5982 | 2012.08.06 16:13 | buy | 2831 | 0.10 | 97.011 | 0.000 | 0.000 | ||
| 5983 | 2012.08.06 16:21 | close | 2831 | 0.10 | 97.022 | 0.000 | 0.000 | 110.00 | 1827040.33 |
| 5984 | 2012.08.06 17:12 | buy | 2832 | 0.10 | 97.055 | 0.000 | 0.000 | ||
| 5985 | 2012.08.06 17:14 | close | 2832 | 0.10 | 97.071 | 0.000 | 0.000 | 160.00 | 1827200.33 |
| 5986 | 2012.08.06 17:32 | buy | 2833 | 0.10 | 97.086 | 0.000 | 0.000 | ||
| 5987 | 2012.08.06 18:01 | close | 2833 | 0.10 | 97.102 | 0.000 | 0.000 | 160.00 | 1827360.33 |
| 5988 | 2012.08.06 19:32 | buy | 2834 | 0.10 | 96.985 | 0.000 | 0.000 | ||
| 5989 | 2012.08.06 21:10 | close | 2834 | 0.10 | 97.000 | 0.000 | 0.000 | 150.00 | 1827510.33 |
| 5990 | 2012.08.06 21:58 | buy | 2835 | 0.10 | 96.989 | 0.000 | 0.000 | ||
| 5991 | 2012.08.06 22:22 | close | 2835 | 0.10 | 97.000 | 0.000 | 0.000 | 110.00 | 1827620.33 |
| 5992 | 2012.08.06 23:15 | buy | 2836 | 0.10 | 96.968 | 0.000 | 0.000 | ||
| 5993 | 2012.08.06 23:25 | close | 2836 | 0.10 | 96.994 | 0.000 | 0.000 | 260.00 | 1827880.33 |
| 5994 | 2012.08.07 00:33 | buy | 2837 | 0.10 | 96.934 | 0.000 | 0.000 | ||
| 5995 | 2012.08.07 00:35 | close | 2837 | 0.10 | 96.948 | 0.000 | 0.000 | 140.00 | 1828020.33 |
| 5996 | 2012.08.07 01:11 | buy | 2838 | 0.10 | 96.932 | 0.000 | 0.000 | ||
| 5997 | 2012.08.07 01:43 | close | 2838 | 0.10 | 96.943 | 0.000 | 0.000 | 110.00 | 1828130.33 |
| 5998 | 2012.08.07 01:48 | buy | 2839 | 0.10 | 96.877 | 0.000 | 0.000 | ||
| 5999 | 2012.08.07 03:17 | close | 2839 | 0.10 | 96.889 | 0.000 | 0.000 | 120.00 | 1828250.33 |
| 6000 | 2012.08.07 05:51 | buy | 2840 | 0.10 | 97.041 | 0.000 | 0.000 | ||