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 |
| 6001 | 2012.08.07 05:55 | close | 2840 | 0.10 | 97.052 | 0.000 | 0.000 | 110.00 | 1828360.33 |
| 6002 | 2012.08.07 06:10 | buy | 2841 | 0.10 | 97.042 | 0.000 | 0.000 | ||
| 6003 | 2012.08.07 06:30 | close | 2841 | 0.10 | 97.060 | 0.000 | 0.000 | 180.00 | 1828540.33 |
| 6004 | 2012.08.07 08:03 | buy | 2842 | 0.10 | 96.913 | 0.000 | 0.000 | ||
| 6005 | 2012.08.07 08:09 | close | 2842 | 0.10 | 96.930 | 0.000 | 0.000 | 170.00 | 1828710.33 |
| 6006 | 2012.08.07 11:46 | buy | 2843 | 0.10 | 97.137 | 0.000 | 0.000 | ||
| 6007 | 2012.08.07 11:49 | close | 2843 | 0.10 | 97.155 | 0.000 | 0.000 | 180.00 | 1828890.33 |
| 6008 | 2012.08.07 11:56 | buy | 2844 | 0.10 | 97.084 | 0.000 | 0.000 | ||
| 6009 | 2012.08.07 12:13 | close | 2844 | 0.10 | 97.100 | 0.000 | 0.000 | 160.00 | 1829050.33 |
| 6010 | 2012.08.07 13:19 | buy | 2845 | 0.10 | 97.276 | 0.000 | 0.000 | ||
| 6011 | 2012.08.07 13:22 | close | 2845 | 0.10 | 97.326 | 0.000 | 0.000 | 500.00 | 1829550.33 |
| 6012 | 2012.08.07 13:44 | buy | 2846 | 0.10 | 97.489 | 0.000 | 0.000 | ||
| 6013 | 2012.08.07 13:48 | close | 2846 | 0.10 | 97.546 | 0.000 | 0.000 | 570.00 | 1830120.33 |
| 6014 | 2012.08.07 14:49 | buy | 2847 | 0.10 | 97.645 | 0.000 | 0.000 | ||
| 6015 | 2012.08.07 15:15 | close | 2847 | 0.10 | 97.690 | 0.000 | 0.000 | 450.00 | 1830570.33 |
| 6016 | 2012.08.07 15:38 | buy | 2848 | 0.10 | 97.607 | 0.000 | 0.000 | ||
| 6017 | 2012.08.07 15:43 | close | 2848 | 0.10 | 97.632 | 0.000 | 0.000 | 250.00 | 1830820.33 |
| 6018 | 2012.08.07 15:50 | buy | 2849 | 0.10 | 97.598 | 0.000 | 0.000 | ||
| 6019 | 2012.08.07 15:55 | close | 2849 | 0.10 | 97.622 | 0.000 | 0.000 | 240.00 | 1831060.33 |
| 6020 | 2012.08.07 16:04 | buy | 2850 | 0.10 | 97.575 | 0.000 | 0.000 | ||
| 6021 | 2012.08.07 16:06 | close | 2850 | 0.10 | 97.675 | 0.000 | 0.000 | 1000.00 | 1832060.33 |
| 6022 | 2012.08.07 16:55 | buy | 2851 | 0.10 | 97.713 | 0.000 | 0.000 | ||
| 6023 | 2012.08.07 17:02 | close | 2851 | 0.10 | 97.748 | 0.000 | 0.000 | 350.00 | 1832410.33 |
| 6024 | 2012.08.07 17:08 | buy | 2852 | 0.10 | 97.712 | 0.000 | 0.000 | ||
| 6025 | 2012.08.07 17:13 | close | 2852 | 0.10 | 97.724 | 0.000 | 0.000 | 120.00 | 1832530.33 |
| 6026 | 2012.08.07 20:28 | buy | 2853 | 0.10 | 97.617 | 0.000 | 0.000 | ||
| 6027 | 2012.08.07 20:42 | close | 2853 | 0.10 | 97.636 | 0.000 | 0.000 | 190.00 | 1832720.33 |
| 6028 | 2012.08.07 21:38 | buy | 2854 | 0.10 | 97.532 | 0.000 | 0.000 | ||
| 6029 | 2012.08.10 14:26 | buy | 2855 | 0.10 | 96.021 | 0.000 | 0.000 | ||
| 6030 | 2012.08.10 14:26 | modify | 2854 | 0.10 | 97.532 | 0.000 | 96.802 | ||
| 6031 | 2012.08.10 14:26 | modify | 2855 | 0.10 | 96.021 | 0.000 | 96.802 | ||
| 6032 | 2012.08.13 14:36 | t/p | 2854 | 0.10 | 96.802 | 0.000 | 96.802 | -7324.22 | 1825396.11 |
| 6033 | 2012.08.13 14:36 | t/p | 2855 | 0.10 | 96.802 | 0.000 | 96.802 | 7805.99 | 1833202.10 |
| 6034 | 2012.08.13 15:05 | buy | 2856 | 0.10 | 96.760 | 0.000 | 0.000 | ||
| 6035 | 2012.08.13 15:07 | close | 2856 | 0.10 | 96.771 | 0.000 | 0.000 | 110.00 | 1833312.10 |
| 6036 | 2012.08.13 15:14 | buy | 2857 | 0.10 | 96.671 | 0.000 | 0.000 | ||
| 6037 | 2012.08.13 15:18 | close | 2857 | 0.10 | 96.698 | 0.000 | 0.000 | 270.00 | 1833582.10 |
| 6038 | 2012.08.13 16:27 | buy | 2858 | 0.10 | 96.769 | 0.000 | 0.000 | ||
| 6039 | 2012.08.13 16:33 | close | 2858 | 0.10 | 96.786 | 0.000 | 0.000 | 170.00 | 1833752.10 |
| 6040 | 2012.08.13 21:00 | buy | 2859 | 0.10 | 96.626 | 0.000 | 0.000 | ||
| 6041 | 2012.08.13 21:37 | close | 2859 | 0.10 | 96.637 | 0.000 | 0.000 | 110.00 | 1833862.10 |
| 6042 | 2012.08.13 22:51 | buy | 2860 | 0.10 | 96.595 | 0.000 | 0.000 | ||
| 6043 | 2012.08.14 00:09 | close | 2860 | 0.10 | 96.606 | 0.000 | 0.000 | 105.98 | 1833968.08 |
| 6044 | 2012.08.14 04:13 | buy | 2861 | 0.10 | 96.817 | 0.000 | 0.000 | ||
| 6045 | 2012.08.14 04:17 | close | 2861 | 0.10 | 96.835 | 0.000 | 0.000 | 180.00 | 1834148.08 |
| 6046 | 2012.08.14 08:33 | buy | 2862 | 0.10 | 97.108 | 0.000 | 0.000 | ||
| 6047 | 2012.08.14 08:38 | close | 2862 | 0.10 | 97.131 | 0.000 | 0.000 | 230.00 | 1834378.08 |
| 6048 | 2012.08.14 09:01 | buy | 2863 | 0.10 | 97.044 | 0.000 | 0.000 | ||
| 6049 | 2012.08.14 09:03 | close | 2863 | 0.10 | 97.060 | 0.000 | 0.000 | 160.00 | 1834538.08 |
| 6050 | 2012.08.14 10:05 | buy | 2864 | 0.10 | 97.245 | 0.000 | 0.000 | ||
| 6051 | 2012.08.14 10:06 | close | 2864 | 0.10 | 97.268 | 0.000 | 0.000 | 230.00 | 1834768.08 |
| 6052 | 2012.08.14 10:36 | buy | 2865 | 0.10 | 97.183 | 0.000 | 0.000 | ||
| 6053 | 2012.08.14 11:21 | close | 2865 | 0.10 | 97.197 | 0.000 | 0.000 | 140.00 | 1834908.08 |
| 6054 | 2012.08.14 11:37 | buy | 2866 | 0.10 | 97.080 | 0.000 | 0.000 | ||
| 6055 | 2012.08.14 11:39 | close | 2866 | 0.10 | 97.100 | 0.000 | 0.000 | 200.00 | 1835108.08 |
| 6056 | 2012.08.14 11:46 | buy | 2867 | 0.10 | 97.037 | 0.000 | 0.000 | ||
| 6057 | 2012.08.14 11:55 | close | 2867 | 0.10 | 97.049 | 0.000 | 0.000 | 120.00 | 1835228.08 |
| 6058 | 2012.08.15 04:19 | buy | 2868 | 0.10 | 97.076 | 0.000 | 0.000 | ||
| 6059 | 2012.08.15 04:36 | close | 2868 | 0.10 | 97.100 | 0.000 | 0.000 | 240.00 | 1835468.08 |
| 6060 | 2012.08.15 07:24 | buy | 2869 | 0.10 | 97.080 | 0.000 | 0.000 | ||
| 6061 | 2012.08.15 07:28 | close | 2869 | 0.10 | 97.101 | 0.000 | 0.000 | 210.00 | 1835678.08 |
| 6062 | 2012.08.15 09:06 | buy | 2870 | 0.10 | 97.249 | 0.000 | 0.000 | ||
| 6063 | 2012.08.15 09:07 | close | 2870 | 0.10 | 97.269 | 0.000 | 0.000 | 200.00 | 1835878.08 |
| 6064 | 2012.08.15 10:43 | buy | 2871 | 0.10 | 97.310 | 0.000 | 0.000 | ||
| 6065 | 2012.08.15 10:44 | close | 2871 | 0.10 | 97.327 | 0.000 | 0.000 | 170.00 | 1836048.08 |
| 6066 | 2012.08.15 16:15 | buy | 2872 | 0.10 | 96.628 | 0.000 | 0.000 | ||
| 6067 | 2012.08.15 16:18 | close | 2872 | 0.10 | 96.648 | 0.000 | 0.000 | 200.00 | 1836248.08 |
| 6068 | 2012.08.15 16:42 | buy | 2873 | 0.10 | 96.779 | 0.000 | 0.000 | ||
| 6069 | 2012.08.15 16:53 | close | 2873 | 0.10 | 96.798 | 0.000 | 0.000 | 190.00 | 1836438.08 |
| 6070 | 2012.08.15 17:21 | buy | 2874 | 0.10 | 96.838 | 0.000 | 0.000 | ||
| 6071 | 2012.08.15 17:29 | close | 2874 | 0.10 | 96.855 | 0.000 | 0.000 | 170.00 | 1836608.08 |
| 6072 | 2012.08.15 22:15 | buy | 2875 | 0.10 | 96.897 | 0.000 | 0.000 | ||
| 6073 | 2012.08.15 22:32 | close | 2875 | 0.10 | 96.909 | 0.000 | 0.000 | 120.00 | 1836728.08 |
| 6074 | 2012.08.16 02:37 | buy | 2876 | 0.10 | 97.290 | 0.000 | 0.000 | ||
| 6075 | 2012.08.16 02:41 | close | 2876 | 0.10 | 97.312 | 0.000 | 0.000 | 220.00 | 1836948.08 |
| 6076 | 2012.08.16 05:56 | buy | 2877 | 0.10 | 97.311 | 0.000 | 0.000 | ||
| 6077 | 2012.08.16 06:00 | close | 2877 | 0.10 | 97.323 | 0.000 | 0.000 | 120.00 | 1837068.08 |
| 6078 | 2012.08.16 07:03 | buy | 2878 | 0.10 | 97.339 | 0.000 | 0.000 | ||
| 6079 | 2012.08.16 07:07 | close | 2878 | 0.10 | 97.369 | 0.000 | 0.000 | 300.00 | 1837368.08 |
| 6080 | 2012.08.16 08:06 | buy | 2879 | 0.10 | 97.353 | 0.000 | 0.000 | ||
| 6081 | 2012.08.16 13:19 | close | 2879 | 0.10 | 97.373 | 0.000 | 0.000 | 200.00 | 1837568.08 |
| 6082 | 2012.08.16 13:43 | buy | 2880 | 0.10 | 97.302 | 0.000 | 0.000 | ||
| 6083 | 2012.08.16 13:51 | close | 2880 | 0.10 | 97.314 | 0.000 | 0.000 | 120.00 | 1837688.08 |
| 6084 | 2012.08.16 15:06 | buy | 2881 | 0.10 | 97.541 | 0.000 | 0.000 | ||
| 6085 | 2012.08.16 15:11 | close | 2881 | 0.10 | 97.604 | 0.000 | 0.000 | 630.00 | 1838318.08 |
| 6086 | 2012.08.17 22:13 | buy | 2882 | 0.10 | 98.050 | 0.000 | 0.000 | ||
| 6087 | 2012.08.17 22:36 | close | 2882 | 0.10 | 98.061 | 0.000 | 0.000 | 110.00 | 1838428.08 |
| 6088 | 2012.08.20 00:07 | buy | 2883 | 0.10 | 98.098 | 0.000 | 0.000 | ||
| 6089 | 2012.08.20 01:03 | close | 2883 | 0.10 | 98.110 | 0.000 | 0.000 | 120.00 | 1838548.08 |
| 6090 | 2012.08.20 01:33 | buy | 2884 | 0.10 | 98.030 | 0.000 | 0.000 | ||
| 6091 | 2012.08.20 01:42 | close | 2884 | 0.10 | 98.061 | 0.000 | 0.000 | 310.00 | 1838858.08 |
| 6092 | 2012.08.20 02:39 | buy | 2885 | 0.10 | 98.063 | 0.000 | 0.000 | ||
| 6093 | 2012.08.20 02:44 | close | 2885 | 0.10 | 98.075 | 0.000 | 0.000 | 120.00 | 1838978.08 |
| 6094 | 2012.08.20 03:33 | buy | 2886 | 0.10 | 98.097 | 0.000 | 0.000 | ||
| 6095 | 2012.08.20 03:37 | close | 2886 | 0.10 | 98.118 | 0.000 | 0.000 | 210.00 | 1839188.08 |
| 6096 | 2012.08.20 04:08 | buy | 2887 | 0.10 | 98.153 | 0.000 | 0.000 | ||
| 6097 | 2012.08.20 04:30 | close | 2887 | 0.10 | 98.166 | 0.000 | 0.000 | 130.00 | 1839318.08 |
| 6098 | 2012.08.20 04:50 | buy | 2888 | 0.10 | 98.133 | 0.000 | 0.000 | ||
| 6099 | 2012.08.20 05:03 | close | 2888 | 0.10 | 98.149 | 0.000 | 0.000 | 160.00 | 1839478.08 |
| 6100 | 2012.08.20 09:17 | buy | 2889 | 0.10 | 98.235 | 0.000 | 0.000 | ||
| 6101 | 2012.08.20 09:20 | close | 2889 | 0.10 | 98.282 | 0.000 | 0.000 | 470.00 | 1839948.08 |
| 6102 | 2012.08.20 09:27 | buy | 2890 | 0.10 | 98.210 | 0.000 | 0.000 | ||
| 6103 | 2012.08.20 09:31 | close | 2890 | 0.10 | 98.239 | 0.000 | 0.000 | 290.00 | 1840238.08 |
| 6104 | 2012.08.20 09:39 | buy | 2891 | 0.10 | 98.199 | 0.000 | 0.000 | ||
| 6105 | 2012.08.20 09:56 | close | 2891 | 0.10 | 98.219 | 0.000 | 0.000 | 200.00 | 1840438.08 |
| 6106 | 2012.08.20 10:58 | buy | 2892 | 0.10 | 98.210 | 0.000 | 0.000 | ||
| 6107 | 2012.08.20 11:03 | close | 2892 | 0.10 | 98.234 | 0.000 | 0.000 | 240.00 | 1840678.08 |
| 6108 | 2012.08.20 11:11 | buy | 2893 | 0.10 | 98.211 | 0.000 | 0.000 | ||
| 6109 | 2012.08.20 11:15 | close | 2893 | 0.10 | 98.231 | 0.000 | 0.000 | 200.00 | 1840878.08 |
| 6110 | 2012.08.20 11:30 | buy | 2894 | 0.10 | 98.283 | 0.000 | 0.000 | ||
| 6111 | 2012.08.20 11:35 | close | 2894 | 0.10 | 98.323 | 0.000 | 0.000 | 400.00 | 1841278.08 |
| 6112 | 2012.08.20 11:45 | buy | 2895 | 0.10 | 98.160 | 0.000 | 0.000 | ||
| 6113 | 2012.08.20 11:48 | close | 2895 | 0.10 | 98.180 | 0.000 | 0.000 | 200.00 | 1841478.08 |
| 6114 | 2012.08.20 12:03 | buy | 2896 | 0.10 | 97.989 | 0.000 | 0.000 | ||
| 6115 | 2012.08.20 12:24 | close | 2896 | 0.10 | 98.000 | 0.000 | 0.000 | 110.00 | 1841588.08 |
| 6116 | 2012.08.20 12:38 | buy | 2897 | 0.10 | 97.933 | 0.000 | 0.000 | ||
| 6117 | 2012.08.20 12:41 | close | 2897 | 0.10 | 97.956 | 0.000 | 0.000 | 230.00 | 1841818.08 |
| 6118 | 2012.08.20 13:16 | buy | 2898 | 0.10 | 97.854 | 0.000 | 0.000 | ||
| 6119 | 2012.08.20 13:51 | close | 2898 | 0.10 | 97.867 | 0.000 | 0.000 | 130.00 | 1841948.08 |
| 6120 | 2012.08.20 15:02 | buy | 2899 | 0.10 | 97.800 | 0.000 | 0.000 | ||
| 6121 | 2012.08.20 15:07 | close | 2899 | 0.10 | 97.816 | 0.000 | 0.000 | 160.00 | 1842108.08 |
| 6122 | 2012.08.20 15:39 | buy | 2900 | 0.10 | 97.861 | 0.000 | 0.000 | ||
| 6123 | 2012.08.20 15:45 | close | 2900 | 0.10 | 97.890 | 0.000 | 0.000 | 290.00 | 1842398.08 |
| 6124 | 2012.08.20 16:01 | buy | 2901 | 0.10 | 97.805 | 0.000 | 0.000 | ||
| 6125 | 2012.08.20 16:03 | close | 2901 | 0.10 | 97.824 | 0.000 | 0.000 | 190.00 | 1842588.08 |
| 6126 | 2012.08.20 16:22 | buy | 2902 | 0.10 | 97.775 | 0.000 | 0.000 | ||
| 6127 | 2012.08.20 16:26 | close | 2902 | 0.10 | 97.788 | 0.000 | 0.000 | 130.00 | 1842718.08 |
| 6128 | 2012.08.20 17:30 | buy | 2903 | 0.10 | 98.004 | 0.000 | 0.000 | ||
| 6129 | 2012.08.20 17:35 | close | 2903 | 0.10 | 98.015 | 0.000 | 0.000 | 110.00 | 1842828.08 |
| 6130 | 2012.08.20 17:57 | buy | 2904 | 0.10 | 98.019 | 0.000 | 0.000 | ||
| 6131 | 2012.08.20 20:32 | close | 2904 | 0.10 | 98.036 | 0.000 | 0.000 | 170.00 | 1842998.08 |
| 6132 | 2012.08.20 22:14 | buy | 2905 | 0.10 | 97.984 | 0.000 | 0.000 | ||
| 6133 | 2012.08.20 22:41 | close | 2905 | 0.10 | 97.996 | 0.000 | 0.000 | 120.00 | 1843118.08 |
| 6134 | 2012.08.21 01:50 | buy | 2906 | 0.10 | 98.012 | 0.000 | 0.000 | ||
| 6135 | 2012.08.21 02:07 | close | 2906 | 0.10 | 98.024 | 0.000 | 0.000 | 120.00 | 1843238.08 |
| 6136 | 2012.08.21 04:36 | buy | 2907 | 0.10 | 98.046 | 0.000 | 0.000 | ||
| 6137 | 2012.08.21 04:40 | close | 2907 | 0.10 | 98.061 | 0.000 | 0.000 | 150.00 | 1843388.08 |
| 6138 | 2012.08.21 07:07 | buy | 2908 | 0.10 | 97.979 | 0.000 | 0.000 | ||
| 6139 | 2012.08.21 07:13 | close | 2908 | 0.10 | 97.993 | 0.000 | 0.000 | 140.00 | 1843528.08 |
| 6140 | 2012.08.21 08:28 | buy | 2909 | 0.10 | 98.109 | 0.000 | 0.000 | ||
| 6141 | 2012.08.21 08:32 | close | 2909 | 0.10 | 98.120 | 0.000 | 0.000 | 110.00 | 1843638.08 |
| 6142 | 2012.08.21 08:39 | buy | 2910 | 0.10 | 98.142 | 0.000 | 0.000 | ||
| 6143 | 2012.08.21 08:46 | close | 2910 | 0.10 | 98.167 | 0.000 | 0.000 | 250.00 | 1843888.08 |
| 6144 | 2012.08.21 09:00 | buy | 2911 | 0.10 | 98.056 | 0.000 | 0.000 | ||
| 6145 | 2012.08.21 09:02 | close | 2911 | 0.10 | 98.090 | 0.000 | 0.000 | 340.00 | 1844228.08 |
| 6146 | 2012.08.21 11:16 | buy | 2912 | 0.10 | 98.530 | 0.000 | 0.000 | ||
| 6147 | 2012.08.21 11:19 | close | 2912 | 0.10 | 98.566 | 0.000 | 0.000 | 360.00 | 1844588.08 |
| 6148 | 2012.08.22 09:11 | buy | 2913 | 0.10 | 98.714 | 0.000 | 0.000 | ||
| 6149 | 2012.08.22 09:19 | close | 2913 | 0.10 | 98.725 | 0.000 | 0.000 | 110.00 | 1844698.08 |
| 6150 | 2012.08.22 09:27 | buy | 2914 | 0.10 | 98.723 | 0.000 | 0.000 | ||