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 |
| 6301 | 2012.09.13 10:41 | close | 2989 | 0.10 | 100.358 | 0.000 | 0.000 | 180.00 | 1859961.10 |
| 6302 | 2012.09.13 12:00 | buy | 2990 | 0.10 | 100.292 | 0.000 | 0.000 | ||
| 6303 | 2012.09.13 12:03 | close | 2990 | 0.10 | 100.309 | 0.000 | 0.000 | 170.00 | 1860131.10 |
| 6304 | 2012.09.13 14:44 | buy | 2991 | 0.10 | 100.052 | 0.000 | 0.000 | ||
| 6305 | 2012.09.13 18:33 | close | 2991 | 0.10 | 100.166 | 0.000 | 0.000 | 1140.00 | 1861271.10 |
| 6306 | 2012.09.13 19:15 | buy | 2992 | 0.10 | 100.200 | 0.000 | 0.000 | ||
| 6307 | 2012.09.13 19:17 | close | 2992 | 0.10 | 100.254 | 0.000 | 0.000 | 540.00 | 1861811.10 |
| 6308 | 2012.09.13 22:11 | buy | 2993 | 0.10 | 100.616 | 0.000 | 0.000 | ||
| 6309 | 2012.09.13 22:15 | close | 2993 | 0.10 | 100.630 | 0.000 | 0.000 | 140.00 | 1861951.10 |
| 6310 | 2012.09.13 23:46 | buy | 2994 | 0.10 | 100.596 | 0.000 | 0.000 | ||
| 6311 | 2012.09.13 23:49 | close | 2994 | 0.10 | 100.615 | 0.000 | 0.000 | 190.00 | 1862141.10 |
| 6312 | 2012.09.17 12:26 | buy | 2995 | 0.10 | 102.802 | 0.000 | 0.000 | ||
| 6313 | 2012.09.17 12:46 | close | 2995 | 0.10 | 102.813 | 0.000 | 0.000 | 110.00 | 1862251.10 |
| 6314 | 2012.09.17 13:35 | buy | 2996 | 0.10 | 102.790 | 0.000 | 0.000 | ||
| 6315 | 2012.09.17 13:42 | close | 2996 | 0.10 | 102.808 | 0.000 | 0.000 | 180.00 | 1862431.10 |
| 6316 | 2012.09.17 13:47 | buy | 2997 | 0.10 | 102.774 | 0.000 | 0.000 | ||
| 6317 | 2012.09.17 14:48 | close | 2997 | 0.10 | 102.827 | 0.000 | 0.000 | 530.00 | 1862961.10 |
| 6318 | 2012.09.18 01:22 | buy | 2998 | 0.10 | 103.183 | 0.000 | 0.000 | ||
| 6319 | 2012.09.19 06:07 | close | 2998 | 0.10 | 103.280 | 0.000 | 0.000 | 965.72 | 1863926.82 |
| 6320 | 2012.09.19 08:28 | buy | 2999 | 0.10 | 103.430 | 0.000 | 0.000 | ||
| 6321 | 2012.09.19 08:39 | close | 2999 | 0.10 | 103.479 | 0.000 | 0.000 | 490.00 | 1864416.82 |
| 6322 | 2012.09.19 08:47 | buy | 3000 | 0.10 | 103.456 | 0.000 | 0.000 | ||
| 6323 | 2012.09.20 04:58 | buy | 3001 | 0.10 | 101.948 | 0.000 | 0.000 | ||
| 6324 | 2012.09.20 04:58 | modify | 3000 | 0.10 | 103.456 | 0.000 | 102.727 | ||
| 6325 | 2012.09.20 04:58 | modify | 3001 | 0.10 | 101.948 | 0.000 | 102.727 | ||
| 6326 | 2012.09.24 16:16 | buy | 3002 | 0.10 | 100.430 | 0.000 | 0.000 | ||
| 6327 | 2012.09.24 16:16 | modify | 3000 | 0.10 | 103.456 | 0.000 | 101.961 | ||
| 6328 | 2012.09.24 16:16 | modify | 3001 | 0.10 | 101.948 | 0.000 | 101.961 | ||
| 6329 | 2012.09.24 16:16 | modify | 3002 | 0.10 | 100.430 | 0.000 | 101.961 | ||
| 6330 | 2012.10.04 14:24 | t/p | 3000 | 0.10 | 101.961 | 0.000 | 101.961 | -15021.53 | 1849395.29 |
| 6331 | 2012.10.04 14:24 | t/p | 3001 | 0.10 | 101.961 | 0.000 | 101.961 | 71.25 | 1849466.54 |
| 6332 | 2012.10.04 14:24 | t/p | 3002 | 0.10 | 101.961 | 0.000 | 101.961 | 15259.70 | 1864726.24 |
| 6333 | 2012.10.05 12:15 | buy | 3003 | 0.10 | 102.029 | 0.000 | 0.000 | ||
| 6334 | 2012.10.05 12:18 | close | 3003 | 0.10 | 102.045 | 0.000 | 0.000 | 160.00 | 1864886.24 |
| 6335 | 2012.10.08 01:11 | buy | 3004 | 0.10 | 102.459 | 0.000 | 0.000 | ||
| 6336 | 2012.10.09 16:50 | buy | 3005 | 0.10 | 100.957 | 0.000 | 0.000 | ||
| 6337 | 2012.10.09 16:50 | modify | 3004 | 0.10 | 102.459 | 0.000 | 101.733 | ||
| 6338 | 2012.10.09 16:50 | modify | 3005 | 0.10 | 100.957 | 0.000 | 101.733 | ||
| 6339 | 2012.10.12 09:17 | t/p | 3004 | 0.10 | 101.733 | 0.000 | 101.733 | -7285.21 | 1857601.03 |
| 6340 | 2012.10.12 09:17 | t/p | 3005 | 0.10 | 101.733 | 0.000 | 101.733 | 7739.02 | 1865340.05 |
| 6341 | 2012.10.12 11:11 | buy | 3006 | 0.10 | 101.686 | 0.000 | 0.000 | ||
| 6342 | 2012.10.12 11:54 | close | 3006 | 0.10 | 101.720 | 0.000 | 0.000 | 340.00 | 1865680.05 |
| 6343 | 2012.10.15 01:59 | buy | 3007 | 0.10 | 101.507 | 0.000 | 0.000 | ||
| 6344 | 2012.10.15 09:01 | close | 3007 | 0.10 | 101.522 | 0.000 | 0.000 | 150.00 | 1865830.05 |
| 6345 | 2012.10.15 10:13 | buy | 3008 | 0.10 | 101.652 | 0.000 | 0.000 | ||
| 6346 | 2012.10.15 10:15 | close | 3008 | 0.10 | 101.687 | 0.000 | 0.000 | 350.00 | 1866180.05 |
| 6347 | 2012.10.15 11:39 | buy | 3009 | 0.10 | 102.011 | 0.000 | 0.000 | ||
| 6348 | 2012.10.15 11:56 | close | 3009 | 0.10 | 102.031 | 0.000 | 0.000 | 200.00 | 1866380.05 |
| 6349 | 2012.10.15 20:18 | buy | 3010 | 0.10 | 101.901 | 0.000 | 0.000 | ||
| 6350 | 2012.10.15 21:56 | close | 3010 | 0.10 | 101.918 | 0.000 | 0.000 | 170.00 | 1866550.05 |
| 6351 | 2012.10.15 22:51 | buy | 3011 | 0.10 | 101.861 | 0.000 | 0.000 | ||
| 6352 | 2012.10.15 23:10 | close | 3011 | 0.10 | 101.880 | 0.000 | 0.000 | 190.00 | 1866740.05 |
| 6353 | 2012.10.16 02:47 | buy | 3012 | 0.10 | 102.093 | 0.000 | 0.000 | ||
| 6354 | 2012.10.16 02:53 | close | 3012 | 0.10 | 102.115 | 0.000 | 0.000 | 220.00 | 1866960.05 |
| 6355 | 2012.10.16 08:20 | buy | 3013 | 0.10 | 102.471 | 0.000 | 0.000 | ||
| 6356 | 2012.10.16 08:23 | close | 3013 | 0.10 | 102.512 | 0.000 | 0.000 | 410.00 | 1867370.05 |
| 6357 | 2012.10.16 08:27 | buy | 3014 | 0.10 | 102.444 | 0.000 | 0.000 | ||
| 6358 | 2012.10.16 08:31 | close | 3014 | 0.10 | 102.463 | 0.000 | 0.000 | 190.00 | 1867560.05 |
| 6359 | 2012.10.16 08:39 | buy | 3015 | 0.10 | 102.437 | 0.000 | 0.000 | ||
| 6360 | 2012.10.16 08:49 | close | 3015 | 0.10 | 102.458 | 0.000 | 0.000 | 210.00 | 1867770.05 |
| 6361 | 2012.10.16 08:56 | buy | 3016 | 0.10 | 102.351 | 0.000 | 0.000 | ||
| 6362 | 2012.10.16 09:00 | close | 3016 | 0.10 | 102.392 | 0.000 | 0.000 | 410.00 | 1868180.05 |
| 6363 | 2012.10.16 09:22 | buy | 3017 | 0.10 | 102.512 | 0.000 | 0.000 | ||
| 6364 | 2012.10.16 09:27 | close | 3017 | 0.10 | 102.535 | 0.000 | 0.000 | 230.00 | 1868410.05 |
| 6365 | 2012.10.16 09:33 | buy | 3018 | 0.10 | 102.506 | 0.000 | 0.000 | ||
| 6366 | 2012.10.16 09:37 | close | 3018 | 0.10 | 102.551 | 0.000 | 0.000 | 450.00 | 1868860.05 |
| 6367 | 2012.10.16 11:04 | buy | 3019 | 0.10 | 102.551 | 0.000 | 0.000 | ||
| 6368 | 2012.10.16 12:38 | close | 3019 | 0.10 | 102.567 | 0.000 | 0.000 | 160.00 | 1869020.05 |
| 6369 | 2012.10.18 04:23 | buy | 3020 | 0.10 | 103.790 | 0.000 | 0.000 | ||
| 6370 | 2012.10.18 04:26 | close | 3020 | 0.10 | 103.812 | 0.000 | 0.000 | 220.00 | 1869240.05 |
| 6371 | 2012.10.18 04:45 | buy | 3021 | 0.10 | 103.752 | 0.000 | 0.000 | ||
| 6372 | 2012.10.18 04:53 | close | 3021 | 0.10 | 103.763 | 0.000 | 0.000 | 110.00 | 1869350.05 |
| 6373 | 2012.10.18 05:25 | buy | 3022 | 0.10 | 103.751 | 0.000 | 0.000 | ||
| 6374 | 2012.10.18 07:40 | close | 3022 | 0.10 | 103.777 | 0.000 | 0.000 | 260.00 | 1869610.05 |
| 6375 | 2012.10.18 07:46 | buy | 3023 | 0.10 | 103.690 | 0.000 | 0.000 | ||
| 6376 | 2012.10.18 07:49 | close | 3023 | 0.10 | 103.726 | 0.000 | 0.000 | 360.00 | 1869970.05 |
| 6377 | 2012.10.18 09:08 | buy | 3024 | 0.10 | 103.689 | 0.000 | 0.000 | ||
| 6378 | 2012.10.18 09:12 | close | 3024 | 0.10 | 103.711 | 0.000 | 0.000 | 220.00 | 1870190.05 |
| 6379 | 2012.10.18 09:18 | buy | 3025 | 0.10 | 103.515 | 0.000 | 0.000 | ||
| 6380 | 2012.10.18 09:51 | close | 3025 | 0.10 | 103.547 | 0.000 | 0.000 | 320.00 | 1870510.05 |
| 6381 | 2012.10.18 10:17 | buy | 3026 | 0.10 | 103.508 | 0.000 | 0.000 | ||
| 6382 | 2012.10.18 10:22 | close | 3026 | 0.10 | 103.557 | 0.000 | 0.000 | 490.00 | 1871000.05 |
| 6383 | 2012.10.18 10:44 | buy | 3027 | 0.10 | 103.693 | 0.000 | 0.000 | ||
| 6384 | 2012.10.18 10:54 | close | 3027 | 0.10 | 103.728 | 0.000 | 0.000 | 350.00 | 1871350.05 |
| 6385 | 2012.10.18 10:59 | buy | 3028 | 0.10 | 103.705 | 0.000 | 0.000 | ||
| 6386 | 2012.10.18 11:04 | close | 3028 | 0.10 | 103.719 | 0.000 | 0.000 | 140.00 | 1871490.05 |
| 6387 | 2012.10.18 11:38 | buy | 3029 | 0.10 | 103.923 | 0.000 | 0.000 | ||
| 6388 | 2012.10.18 11:40 | close | 3029 | 0.10 | 103.943 | 0.000 | 0.000 | 200.00 | 1871690.05 |
| 6389 | 2012.10.18 16:17 | buy | 3030 | 0.10 | 103.713 | 0.000 | 0.000 | ||
| 6390 | 2012.10.18 16:23 | close | 3030 | 0.10 | 103.734 | 0.000 | 0.000 | 210.00 | 1871900.05 |
| 6391 | 2012.10.18 18:47 | buy | 3031 | 0.10 | 103.799 | 0.000 | 0.000 | ||
| 6392 | 2012.10.18 18:50 | close | 3031 | 0.10 | 103.812 | 0.000 | 0.000 | 130.00 | 1872030.05 |
| 6393 | 2012.10.18 19:08 | buy | 3032 | 0.10 | 103.686 | 0.000 | 0.000 | ||
| 6394 | 2012.10.18 19:10 | close | 3032 | 0.10 | 103.735 | 0.000 | 0.000 | 490.00 | 1872520.05 |
| 6395 | 2012.10.18 19:18 | buy | 3033 | 0.10 | 103.629 | 0.000 | 0.000 | ||
| 6396 | 2012.10.18 19:20 | close | 3033 | 0.10 | 103.663 | 0.000 | 0.000 | 340.00 | 1872860.05 |
| 6397 | 2012.10.18 19:34 | buy | 3034 | 0.10 | 103.645 | 0.000 | 0.000 | ||
| 6398 | 2012.10.19 00:09 | close | 3034 | 0.10 | 103.660 | 0.000 | 0.000 | 145.68 | 1873005.74 |
| 6399 | 2012.10.19 01:49 | buy | 3035 | 0.10 | 103.637 | 0.000 | 0.000 | ||
| 6400 | 2012.10.19 02:00 | close | 3035 | 0.10 | 103.651 | 0.000 | 0.000 | 140.00 | 1873145.74 |
| 6401 | 2012.10.19 03:00 | buy | 3036 | 0.10 | 103.732 | 0.000 | 0.000 | ||
| 6402 | 2012.10.19 03:14 | close | 3036 | 0.10 | 103.748 | 0.000 | 0.000 | 160.00 | 1873305.74 |
| 6403 | 2012.10.19 03:37 | buy | 3037 | 0.10 | 103.718 | 0.000 | 0.000 | ||
| 6404 | 2012.10.19 03:41 | close | 3037 | 0.10 | 103.736 | 0.000 | 0.000 | 180.00 | 1873485.74 |
| 6405 | 2012.10.19 03:48 | buy | 3038 | 0.10 | 103.718 | 0.000 | 0.000 | ||
| 6406 | 2012.10.19 04:06 | close | 3038 | 0.10 | 103.736 | 0.000 | 0.000 | 180.00 | 1873665.74 |
| 6407 | 2012.10.19 05:02 | buy | 3039 | 0.10 | 103.677 | 0.000 | 0.000 | ||
| 6408 | 2012.10.19 05:04 | close | 3039 | 0.10 | 103.690 | 0.000 | 0.000 | 130.00 | 1873795.74 |
| 6409 | 2012.10.19 05:13 | buy | 3040 | 0.10 | 103.640 | 0.000 | 0.000 | ||
| 6410 | 2012.10.19 05:20 | close | 3040 | 0.10 | 103.652 | 0.000 | 0.000 | 120.00 | 1873915.74 |
| 6411 | 2012.10.19 05:51 | buy | 3041 | 0.10 | 103.666 | 0.000 | 0.000 | ||
| 6412 | 2012.10.19 05:53 | close | 3041 | 0.10 | 103.678 | 0.000 | 0.000 | 120.00 | 1874035.74 |
| 6413 | 2012.10.19 08:43 | buy | 3042 | 0.10 | 103.523 | 0.000 | 0.000 | ||
| 6414 | 2012.10.19 08:49 | close | 3042 | 0.10 | 103.535 | 0.000 | 0.000 | 120.00 | 1874155.74 |
| 6415 | 2012.10.19 09:08 | buy | 3043 | 0.10 | 103.613 | 0.000 | 0.000 | ||
| 6416 | 2012.10.19 09:10 | close | 3043 | 0.10 | 103.648 | 0.000 | 0.000 | 350.00 | 1874505.74 |
| 6417 | 2012.10.19 09:37 | buy | 3044 | 0.10 | 103.711 | 0.000 | 0.000 | ||
| 6418 | 2012.10.22 06:57 | close | 3044 | 0.10 | 103.736 | 0.000 | 0.000 | 245.70 | 1874751.43 |
| 6419 | 2012.10.22 07:19 | buy | 3045 | 0.10 | 103.863 | 0.000 | 0.000 | ||
| 6420 | 2012.10.22 07:33 | close | 3045 | 0.10 | 103.878 | 0.000 | 0.000 | 150.00 | 1874901.43 |
| 6421 | 2012.10.22 07:41 | buy | 3046 | 0.10 | 103.914 | 0.000 | 0.000 | ||
| 6422 | 2012.10.22 08:26 | close | 3046 | 0.10 | 103.945 | 0.000 | 0.000 | 310.00 | 1875211.43 |
| 6423 | 2012.10.23 08:23 | buy | 3047 | 0.10 | 104.229 | 0.000 | 0.000 | ||
| 6424 | 2012.10.25 08:37 | close | 3047 | 0.10 | 104.259 | 0.000 | 0.000 | 282.74 | 1875494.17 |
| 6425 | 2012.10.25 08:47 | buy | 3048 | 0.10 | 104.210 | 0.000 | 0.000 | ||
| 6426 | 2012.10.25 09:46 | close | 3048 | 0.10 | 104.224 | 0.000 | 0.000 | 140.00 | 1875634.17 |
| 6427 | 2012.10.25 10:33 | buy | 3049 | 0.10 | 104.285 | 0.000 | 0.000 | ||
| 6428 | 2012.10.25 10:34 | close | 3049 | 0.10 | 104.318 | 0.000 | 0.000 | 330.00 | 1875964.17 |
| 6429 | 2012.10.25 10:45 | buy | 3050 | 0.10 | 104.339 | 0.000 | 0.000 | ||
| 6430 | 2012.10.25 11:23 | close | 3050 | 0.10 | 104.351 | 0.000 | 0.000 | 120.00 | 1876084.17 |
| 6431 | 2012.10.25 11:28 | buy | 3051 | 0.10 | 104.315 | 0.000 | 0.000 | ||
| 6432 | 2012.10.25 11:44 | close | 3051 | 0.10 | 104.328 | 0.000 | 0.000 | 130.00 | 1876214.17 |
| 6433 | 2012.10.25 11:51 | buy | 3052 | 0.10 | 104.221 | 0.000 | 0.000 | ||
| 6434 | 2012.10.25 11:54 | close | 3052 | 0.10 | 104.243 | 0.000 | 0.000 | 220.00 | 1876434.17 |
| 6435 | 2012.10.25 12:52 | buy | 3053 | 0.10 | 104.113 | 0.000 | 0.000 | ||
| 6436 | 2012.10.25 12:56 | close | 3053 | 0.10 | 104.124 | 0.000 | 0.000 | 110.00 | 1876544.17 |
| 6437 | 2012.10.25 13:39 | buy | 3054 | 0.10 | 104.147 | 0.000 | 0.000 | ||
| 6438 | 2012.10.25 14:23 | close | 3054 | 0.10 | 104.174 | 0.000 | 0.000 | 270.00 | 1876814.17 |
| 6439 | 2012.10.25 14:34 | buy | 3055 | 0.10 | 104.106 | 0.000 | 0.000 | ||
| 6440 | 2012.10.25 14:53 | close | 3055 | 0.10 | 104.123 | 0.000 | 0.000 | 170.00 | 1876984.17 |
| 6441 | 2012.10.25 15:42 | buy | 3056 | 0.10 | 104.199 | 0.000 | 0.000 | ||
| 6442 | 2012.10.29 09:17 | buy | 3057 | 0.10 | 102.592 | 0.000 | 0.000 | ||
| 6443 | 2012.10.29 09:17 | modify | 3056 | 0.10 | 104.199 | 0.000 | 103.421 | ||
| 6444 | 2012.10.29 09:17 | modify | 3057 | 0.10 | 102.592 | 0.000 | 103.421 | ||
| 6445 | 2012.10.31 08:56 | t/p | 3056 | 0.10 | 103.421 | 0.000 | 103.421 | -7797.21 | 1869186.96 |
| 6446 | 2012.10.31 08:56 | t/p | 3057 | 0.10 | 103.421 | 0.000 | 103.421 | 8281.41 | 1877468.37 |
| 6447 | 2012.11.01 02:27 | buy | 3058 | 0.10 | 103.504 | 0.000 | 0.000 | ||
| 6448 | 2012.11.01 02:29 | close | 3058 | 0.10 | 103.517 | 0.000 | 0.000 | 130.00 | 1877598.37 |
| 6449 | 2012.11.01 03:01 | buy | 3059 | 0.10 | 103.641 | 0.000 | 0.000 | ||
| 6450 | 2012.11.01 03:05 | close | 3059 | 0.10 | 103.654 | 0.000 | 0.000 | 130.00 | 1877728.37 |