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 |
| 6151 | 2012.08.22 09:37 | close | 2914 | 0.10 | 98.739 | 0.000 | 0.000 | 160.00 | 1844858.08 |
| 6152 | 2012.08.22 11:17 | buy | 2915 | 0.10 | 98.876 | 0.000 | 0.000 | ||
| 6153 | 2012.08.22 12:32 | close | 2915 | 0.10 | 98.890 | 0.000 | 0.000 | 140.00 | 1844998.08 |
| 6154 | 2012.08.22 17:16 | buy | 2916 | 0.10 | 98.720 | 0.000 | 0.000 | ||
| 6155 | 2012.08.22 17:55 | close | 2916 | 0.10 | 98.743 | 0.000 | 0.000 | 230.00 | 1845228.08 |
| 6156 | 2012.08.22 18:37 | buy | 2917 | 0.10 | 98.716 | 0.000 | 0.000 | ||
| 6157 | 2012.08.22 19:15 | close | 2917 | 0.10 | 98.730 | 0.000 | 0.000 | 140.00 | 1845368.08 |
| 6158 | 2012.08.22 22:02 | buy | 2918 | 0.10 | 98.309 | 0.000 | 0.000 | ||
| 6159 | 2012.08.22 22:03 | close | 2918 | 0.10 | 98.331 | 0.000 | 0.000 | 220.00 | 1845588.08 |
| 6160 | 2012.08.22 23:31 | buy | 2919 | 0.10 | 98.459 | 0.000 | 0.000 | ||
| 6161 | 2012.08.23 00:05 | close | 2919 | 0.10 | 98.479 | 0.000 | 0.000 | 187.70 | 1845775.77 |
| 6162 | 2012.08.23 00:26 | buy | 2920 | 0.10 | 98.411 | 0.000 | 0.000 | ||
| 6163 | 2012.08.23 00:40 | close | 2920 | 0.10 | 98.422 | 0.000 | 0.000 | 110.00 | 1845885.77 |
| 6164 | 2012.08.23 01:22 | buy | 2921 | 0.10 | 98.522 | 0.000 | 0.000 | ||
| 6165 | 2012.08.23 03:38 | close | 2921 | 0.10 | 98.542 | 0.000 | 0.000 | 200.00 | 1846085.77 |
| 6166 | 2012.08.23 04:33 | buy | 2922 | 0.10 | 98.418 | 0.000 | 0.000 | ||
| 6167 | 2012.08.23 04:34 | close | 2922 | 0.10 | 98.457 | 0.000 | 0.000 | 390.00 | 1846475.77 |
| 6168 | 2012.08.23 04:52 | buy | 2923 | 0.10 | 98.436 | 0.000 | 0.000 | ||
| 6169 | 2012.08.23 05:13 | close | 2923 | 0.10 | 98.455 | 0.000 | 0.000 | 190.00 | 1846665.77 |
| 6170 | 2012.08.23 06:22 | buy | 2924 | 0.10 | 98.497 | 0.000 | 0.000 | ||
| 6171 | 2012.08.23 07:04 | close | 2924 | 0.10 | 98.508 | 0.000 | 0.000 | 110.00 | 1846775.77 |
| 6172 | 2012.08.23 08:22 | buy | 2925 | 0.10 | 98.355 | 0.000 | 0.000 | ||
| 6173 | 2012.08.23 08:32 | close | 2925 | 0.10 | 98.377 | 0.000 | 0.000 | 220.00 | 1846995.77 |
| 6174 | 2012.08.23 10:07 | buy | 2926 | 0.10 | 98.691 | 0.000 | 0.000 | ||
| 6175 | 2012.08.23 10:08 | close | 2926 | 0.10 | 98.708 | 0.000 | 0.000 | 170.00 | 1847165.77 |
| 6176 | 2012.08.23 10:49 | buy | 2927 | 0.10 | 98.566 | 0.000 | 0.000 | ||
| 6177 | 2012.08.23 11:24 | close | 2927 | 0.10 | 98.581 | 0.000 | 0.000 | 150.00 | 1847315.77 |
| 6178 | 2012.08.23 13:44 | buy | 2928 | 0.10 | 98.690 | 0.000 | 0.000 | ||
| 6179 | 2012.08.23 14:07 | close | 2928 | 0.10 | 98.711 | 0.000 | 0.000 | 210.00 | 1847525.77 |
| 6180 | 2012.08.23 15:02 | buy | 2929 | 0.10 | 98.648 | 0.000 | 0.000 | ||
| 6181 | 2012.08.23 15:15 | close | 2929 | 0.10 | 98.675 | 0.000 | 0.000 | 270.00 | 1847795.77 |
| 6182 | 2012.08.23 15:36 | buy | 2930 | 0.10 | 98.543 | 0.000 | 0.000 | ||
| 6183 | 2012.08.23 15:42 | close | 2930 | 0.10 | 98.576 | 0.000 | 0.000 | 330.00 | 1848125.77 |
| 6184 | 2012.08.23 16:14 | buy | 2931 | 0.10 | 98.368 | 0.000 | 0.000 | ||
| 6185 | 2012.08.23 16:25 | close | 2931 | 0.10 | 98.392 | 0.000 | 0.000 | 240.00 | 1848365.77 |
| 6186 | 2012.08.23 17:33 | buy | 2932 | 0.10 | 98.687 | 0.000 | 0.000 | ||
| 6187 | 2012.08.23 17:46 | close | 2932 | 0.10 | 98.704 | 0.000 | 0.000 | 170.00 | 1848535.77 |
| 6188 | 2012.08.23 18:03 | buy | 2933 | 0.10 | 98.698 | 0.000 | 0.000 | ||
| 6189 | 2012.08.23 18:43 | close | 2933 | 0.10 | 98.718 | 0.000 | 0.000 | 200.00 | 1848735.77 |
| 6190 | 2012.08.23 20:20 | buy | 2934 | 0.10 | 98.582 | 0.000 | 0.000 | ||
| 6191 | 2012.08.23 20:24 | close | 2934 | 0.10 | 98.595 | 0.000 | 0.000 | 130.00 | 1848865.77 |
| 6192 | 2012.08.23 21:23 | buy | 2935 | 0.10 | 98.573 | 0.000 | 0.000 | ||
| 6193 | 2012.08.23 21:29 | close | 2935 | 0.10 | 98.590 | 0.000 | 0.000 | 170.00 | 1849035.77 |
| 6194 | 2012.08.24 00:23 | buy | 2936 | 0.10 | 98.661 | 0.000 | 0.000 | ||
| 6195 | 2012.08.24 01:13 | close | 2936 | 0.10 | 98.675 | 0.000 | 0.000 | 140.00 | 1849175.77 |
| 6196 | 2012.08.24 02:02 | buy | 2937 | 0.10 | 98.672 | 0.000 | 0.000 | ||
| 6197 | 2012.08.24 02:07 | close | 2937 | 0.10 | 98.688 | 0.000 | 0.000 | 160.00 | 1849335.77 |
| 6198 | 2012.08.24 02:17 | buy | 2938 | 0.10 | 98.661 | 0.000 | 0.000 | ||
| 6199 | 2012.08.24 02:38 | close | 2938 | 0.10 | 98.674 | 0.000 | 0.000 | 130.00 | 1849465.77 |
| 6200 | 2012.08.24 03:02 | buy | 2939 | 0.10 | 98.581 | 0.000 | 0.000 | ||
| 6201 | 2012.08.24 03:08 | close | 2939 | 0.10 | 98.597 | 0.000 | 0.000 | 160.00 | 1849625.77 |
| 6202 | 2012.08.24 04:58 | buy | 2940 | 0.10 | 98.753 | 0.000 | 0.000 | ||
| 6203 | 2012.08.28 12:24 | close | 2940 | 0.10 | 98.775 | 0.000 | 0.000 | 211.80 | 1849837.57 |
| 6204 | 2012.08.28 12:46 | buy | 2941 | 0.10 | 98.688 | 0.000 | 0.000 | ||
| 6205 | 2012.08.28 15:12 | close | 2941 | 0.10 | 98.723 | 0.000 | 0.000 | 350.00 | 1850187.57 |
| 6206 | 2012.08.28 22:14 | buy | 2942 | 0.10 | 98.667 | 0.000 | 0.000 | ||
| 6207 | 2012.08.28 23:58 | close | 2942 | 0.10 | 98.682 | 0.000 | 0.000 | 150.00 | 1850337.57 |
| 6208 | 2012.08.29 03:39 | buy | 2943 | 0.10 | 98.668 | 0.000 | 0.000 | ||
| 6209 | 2012.08.29 03:55 | close | 2943 | 0.10 | 98.680 | 0.000 | 0.000 | 120.00 | 1850457.57 |
| 6210 | 2012.08.29 07:51 | buy | 2944 | 0.10 | 98.699 | 0.000 | 0.000 | ||
| 6211 | 2012.08.29 12:11 | close | 2944 | 0.10 | 98.710 | 0.000 | 0.000 | 110.00 | 1850567.57 |
| 6212 | 2012.08.29 12:55 | buy | 2945 | 0.10 | 98.650 | 0.000 | 0.000 | ||
| 6213 | 2012.08.29 13:02 | close | 2945 | 0.10 | 98.668 | 0.000 | 0.000 | 180.00 | 1850747.57 |
| 6214 | 2012.08.29 14:50 | buy | 2946 | 0.10 | 98.731 | 0.000 | 0.000 | ||
| 6215 | 2012.08.29 17:32 | close | 2946 | 0.10 | 98.772 | 0.000 | 0.000 | 410.00 | 1851157.57 |
| 6216 | 2012.08.29 19:36 | buy | 2947 | 0.10 | 98.602 | 0.000 | 0.000 | ||
| 6217 | 2012.08.29 19:41 | close | 2947 | 0.10 | 98.617 | 0.000 | 0.000 | 150.00 | 1851307.57 |
| 6218 | 2012.08.29 20:11 | buy | 2948 | 0.10 | 98.620 | 0.000 | 0.000 | ||
| 6219 | 2012.08.29 20:14 | close | 2948 | 0.10 | 98.633 | 0.000 | 0.000 | 130.00 | 1851437.57 |
| 6220 | 2012.08.30 02:43 | buy | 2949 | 0.10 | 98.552 | 0.000 | 0.000 | ||
| 6221 | 2012.08.30 02:51 | close | 2949 | 0.10 | 98.568 | 0.000 | 0.000 | 160.00 | 1851597.57 |
| 6222 | 2012.08.30 04:06 | buy | 2950 | 0.10 | 98.582 | 0.000 | 0.000 | ||
| 6223 | 2012.08.30 05:25 | close | 2950 | 0.10 | 98.596 | 0.000 | 0.000 | 140.00 | 1851737.57 |
| 6224 | 2012.08.30 10:17 | buy | 2951 | 0.10 | 98.653 | 0.000 | 0.000 | ||
| 6225 | 2012.08.30 10:28 | close | 2951 | 0.10 | 98.665 | 0.000 | 0.000 | 120.00 | 1851857.57 |
| 6226 | 2012.08.30 11:13 | buy | 2952 | 0.10 | 98.718 | 0.000 | 0.000 | ||
| 6227 | 2012.08.30 11:15 | close | 2952 | 0.10 | 98.752 | 0.000 | 0.000 | 340.00 | 1852197.57 |
| 6228 | 2012.08.30 12:08 | buy | 2953 | 0.10 | 98.622 | 0.000 | 0.000 | ||
| 6229 | 2012.08.30 12:28 | close | 2953 | 0.10 | 98.644 | 0.000 | 0.000 | 220.00 | 1852417.57 |
| 6230 | 2012.08.30 13:50 | buy | 2954 | 0.10 | 98.632 | 0.000 | 0.000 | ||
| 6231 | 2012.08.30 14:19 | close | 2954 | 0.10 | 98.650 | 0.000 | 0.000 | 180.00 | 1852597.57 |
| 6232 | 2012.08.30 15:18 | buy | 2955 | 0.10 | 98.550 | 0.000 | 0.000 | ||
| 6233 | 2012.08.30 15:45 | close | 2955 | 0.10 | 98.566 | 0.000 | 0.000 | 160.00 | 1852757.57 |
| 6234 | 2012.08.30 16:28 | buy | 2956 | 0.10 | 98.425 | 0.000 | 0.000 | ||
| 6235 | 2012.08.31 10:53 | close | 2956 | 0.10 | 98.443 | 0.000 | 0.000 | 175.90 | 1852933.47 |
| 6236 | 2012.08.31 11:49 | buy | 2957 | 0.10 | 98.694 | 0.000 | 0.000 | ||
| 6237 | 2012.08.31 11:56 | close | 2957 | 0.10 | 98.707 | 0.000 | 0.000 | 130.00 | 1853063.47 |
| 6238 | 2012.08.31 12:06 | buy | 2958 | 0.10 | 98.671 | 0.000 | 0.000 | ||
| 6239 | 2012.08.31 12:11 | close | 2958 | 0.10 | 98.738 | 0.000 | 0.000 | 670.00 | 1853733.47 |
| 6240 | 2012.08.31 12:16 | buy | 2959 | 0.10 | 98.733 | 0.000 | 0.000 | ||
| 6241 | 2012.08.31 12:21 | close | 2959 | 0.10 | 98.746 | 0.000 | 0.000 | 130.00 | 1853863.47 |
| 6242 | 2012.08.31 14:40 | buy | 2960 | 0.10 | 98.946 | 0.000 | 0.000 | ||
| 6243 | 2012.09.04 04:15 | close | 2960 | 0.10 | 98.974 | 0.000 | 0.000 | 271.79 | 1854135.26 |
| 6244 | 2012.09.04 22:21 | buy | 2961 | 0.10 | 98.492 | 0.000 | 0.000 | ||
| 6245 | 2012.09.04 22:34 | close | 2961 | 0.10 | 98.506 | 0.000 | 0.000 | 140.00 | 1854275.26 |
| 6246 | 2012.09.05 00:43 | buy | 2962 | 0.10 | 98.530 | 0.000 | 0.000 | ||
| 6247 | 2012.09.05 00:46 | close | 2962 | 0.10 | 98.546 | 0.000 | 0.000 | 160.00 | 1854435.26 |
| 6248 | 2012.09.05 01:09 | buy | 2963 | 0.10 | 98.487 | 0.000 | 0.000 | ||
| 6249 | 2012.09.05 01:16 | close | 2963 | 0.10 | 98.498 | 0.000 | 0.000 | 110.00 | 1854545.26 |
| 6250 | 2012.09.05 01:36 | buy | 2964 | 0.10 | 98.463 | 0.000 | 0.000 | ||
| 6251 | 2012.09.05 12:11 | close | 2964 | 0.10 | 98.480 | 0.000 | 0.000 | 170.00 | 1854715.26 |
| 6252 | 2012.09.05 12:15 | buy | 2965 | 0.10 | 98.428 | 0.000 | 0.000 | ||
| 6253 | 2012.09.05 13:39 | close | 2965 | 0.10 | 98.447 | 0.000 | 0.000 | 190.00 | 1854905.26 |
| 6254 | 2012.09.05 14:21 | buy | 2966 | 0.10 | 98.623 | 0.000 | 0.000 | ||
| 6255 | 2012.09.05 14:23 | close | 2966 | 0.10 | 98.638 | 0.000 | 0.000 | 150.00 | 1855055.26 |
| 6256 | 2012.09.05 15:05 | buy | 2967 | 0.10 | 98.829 | 0.000 | 0.000 | ||
| 6257 | 2012.09.05 15:08 | close | 2967 | 0.10 | 98.854 | 0.000 | 0.000 | 250.00 | 1855305.26 |
| 6258 | 2012.09.05 15:42 | buy | 2968 | 0.10 | 98.745 | 0.000 | 0.000 | ||
| 6259 | 2012.09.05 16:01 | close | 2968 | 0.10 | 98.785 | 0.000 | 0.000 | 400.00 | 1855705.26 |
| 6260 | 2012.09.06 03:49 | buy | 2969 | 0.10 | 98.829 | 0.000 | 0.000 | ||
| 6261 | 2012.09.06 03:54 | close | 2969 | 0.10 | 98.843 | 0.000 | 0.000 | 140.00 | 1855845.26 |
| 6262 | 2012.09.06 05:17 | buy | 2970 | 0.10 | 98.841 | 0.000 | 0.000 | ||
| 6263 | 2012.09.06 06:25 | close | 2970 | 0.10 | 98.852 | 0.000 | 0.000 | 110.00 | 1855955.26 |
| 6264 | 2012.09.06 07:15 | buy | 2971 | 0.10 | 98.815 | 0.000 | 0.000 | ||
| 6265 | 2012.09.06 07:17 | close | 2971 | 0.10 | 98.837 | 0.000 | 0.000 | 220.00 | 1856175.26 |
| 6266 | 2012.09.06 10:36 | buy | 2972 | 0.10 | 98.961 | 0.000 | 0.000 | ||
| 6267 | 2012.09.06 10:38 | close | 2972 | 0.10 | 99.000 | 0.000 | 0.000 | 390.00 | 1856565.26 |
| 6268 | 2012.09.06 11:33 | buy | 2973 | 0.10 | 98.944 | 0.000 | 0.000 | ||
| 6269 | 2012.09.06 11:38 | close | 2973 | 0.10 | 98.956 | 0.000 | 0.000 | 120.00 | 1856685.26 |
| 6270 | 2012.09.10 08:17 | buy | 2974 | 0.10 | 100.053 | 0.000 | 0.000 | ||
| 6271 | 2012.09.10 09:02 | close | 2974 | 0.10 | 100.082 | 0.000 | 0.000 | 290.00 | 1856975.26 |
| 6272 | 2012.09.10 09:46 | buy | 2975 | 0.10 | 100.125 | 0.000 | 0.000 | ||
| 6273 | 2012.09.10 17:16 | close | 2975 | 0.10 | 100.160 | 0.000 | 0.000 | 350.00 | 1857325.26 |
| 6274 | 2012.09.10 17:28 | buy | 2976 | 0.10 | 100.165 | 0.000 | 0.000 | ||
| 6275 | 2012.09.11 09:28 | close | 2976 | 0.10 | 100.204 | 0.000 | 0.000 | 385.84 | 1857711.10 |
| 6276 | 2012.09.11 10:57 | buy | 2977 | 0.10 | 100.055 | 0.000 | 0.000 | ||
| 6277 | 2012.09.11 17:25 | close | 2977 | 0.10 | 100.068 | 0.000 | 0.000 | 130.00 | 1857841.10 |
| 6278 | 2012.09.11 19:25 | buy | 2978 | 0.10 | 100.045 | 0.000 | 0.000 | ||
| 6279 | 2012.09.11 19:53 | close | 2978 | 0.10 | 100.063 | 0.000 | 0.000 | 180.00 | 1858021.10 |
| 6280 | 2012.09.11 21:06 | buy | 2979 | 0.10 | 99.968 | 0.000 | 0.000 | ||
| 6281 | 2012.09.11 23:52 | close | 2979 | 0.10 | 99.979 | 0.000 | 0.000 | 110.00 | 1858131.10 |
| 6282 | 2012.09.12 03:22 | buy | 2980 | 0.10 | 100.062 | 0.000 | 0.000 | ||
| 6283 | 2012.09.12 03:24 | close | 2980 | 0.10 | 100.074 | 0.000 | 0.000 | 120.00 | 1858251.10 |
| 6284 | 2012.09.12 03:43 | buy | 2981 | 0.10 | 100.144 | 0.000 | 0.000 | ||
| 6285 | 2012.09.12 03:46 | close | 2981 | 0.10 | 100.164 | 0.000 | 0.000 | 200.00 | 1858451.10 |
| 6286 | 2012.09.12 03:52 | buy | 2982 | 0.10 | 100.136 | 0.000 | 0.000 | ||
| 6287 | 2012.09.12 04:32 | close | 2982 | 0.10 | 100.155 | 0.000 | 0.000 | 190.00 | 1858641.10 |
| 6288 | 2012.09.12 05:20 | buy | 2983 | 0.10 | 100.118 | 0.000 | 0.000 | ||
| 6289 | 2012.09.12 05:35 | close | 2983 | 0.10 | 100.130 | 0.000 | 0.000 | 120.00 | 1858761.10 |
| 6290 | 2012.09.12 05:43 | buy | 2984 | 0.10 | 100.118 | 0.000 | 0.000 | ||
| 6291 | 2012.09.12 06:14 | close | 2984 | 0.10 | 100.132 | 0.000 | 0.000 | 140.00 | 1858901.10 |
| 6292 | 2012.09.12 06:53 | buy | 2985 | 0.10 | 100.184 | 0.000 | 0.000 | ||
| 6293 | 2012.09.12 06:54 | close | 2985 | 0.10 | 100.221 | 0.000 | 0.000 | 370.00 | 1859271.10 |
| 6294 | 2012.09.13 06:40 | buy | 2986 | 0.10 | 100.456 | 0.000 | 0.000 | ||
| 6295 | 2012.09.13 06:56 | close | 2986 | 0.10 | 100.467 | 0.000 | 0.000 | 110.00 | 1859381.10 |
| 6296 | 2012.09.13 07:32 | buy | 2987 | 0.10 | 100.394 | 0.000 | 0.000 | ||
| 6297 | 2012.09.13 07:50 | close | 2987 | 0.10 | 100.416 | 0.000 | 0.000 | 220.00 | 1859601.10 |
| 6298 | 2012.09.13 08:26 | buy | 2988 | 0.10 | 100.402 | 0.000 | 0.000 | ||
| 6299 | 2012.09.13 08:33 | close | 2988 | 0.10 | 100.420 | 0.000 | 0.000 | 180.00 | 1859781.10 |
| 6300 | 2012.09.13 09:40 | buy | 2989 | 0.10 | 100.340 | 0.000 | 0.000 | ||