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 |
| 6451 | 2012.11.01 06:29 | buy | 3060 | 0.10 | 103.671 | 0.000 | 0.000 | ||
| 6452 | 2012.11.01 06:30 | close | 3060 | 0.10 | 103.689 | 0.000 | 0.000 | 180.00 | 1877908.37 |
| 6453 | 2012.11.01 07:21 | buy | 3061 | 0.10 | 103.703 | 0.000 | 0.000 | ||
| 6454 | 2012.11.01 07:48 | close | 3061 | 0.10 | 103.714 | 0.000 | 0.000 | 110.00 | 1878018.37 |
| 6455 | 2012.11.01 08:09 | buy | 3062 | 0.10 | 103.562 | 0.000 | 0.000 | ||
| 6456 | 2012.11.01 08:11 | close | 3062 | 0.10 | 103.592 | 0.000 | 0.000 | 300.00 | 1878318.37 |
| 6457 | 2012.11.01 08:24 | buy | 3063 | 0.10 | 103.514 | 0.000 | 0.000 | ||
| 6458 | 2012.11.01 09:06 | close | 3063 | 0.10 | 103.529 | 0.000 | 0.000 | 150.00 | 1878468.37 |
| 6459 | 2012.11.01 09:24 | buy | 3064 | 0.10 | 103.503 | 0.000 | 0.000 | ||
| 6460 | 2012.11.01 09:29 | close | 3064 | 0.10 | 103.514 | 0.000 | 0.000 | 110.00 | 1878578.37 |
| 6461 | 2012.11.01 10:16 | buy | 3065 | 0.10 | 103.426 | 0.000 | 0.000 | ||
| 6462 | 2012.11.01 10:29 | close | 3065 | 0.10 | 103.439 | 0.000 | 0.000 | 130.00 | 1878708.37 |
| 6463 | 2012.11.01 12:10 | buy | 3066 | 0.10 | 103.599 | 0.000 | 0.000 | ||
| 6464 | 2012.11.01 12:26 | close | 3066 | 0.10 | 103.624 | 0.000 | 0.000 | 250.00 | 1878958.37 |
| 6465 | 2012.11.01 13:55 | buy | 3067 | 0.10 | 103.864 | 0.000 | 0.000 | ||
| 6466 | 2012.11.01 15:01 | close | 3067 | 0.10 | 103.888 | 0.000 | 0.000 | 240.00 | 1879198.37 |
| 6467 | 2012.11.01 15:32 | buy | 3068 | 0.10 | 103.889 | 0.000 | 0.000 | ||
| 6468 | 2012.11.01 15:41 | close | 3068 | 0.10 | 103.904 | 0.000 | 0.000 | 150.00 | 1879348.37 |
| 6469 | 2012.11.01 15:55 | buy | 3069 | 0.10 | 103.864 | 0.000 | 0.000 | ||
| 6470 | 2012.11.01 16:07 | close | 3069 | 0.10 | 103.910 | 0.000 | 0.000 | 460.00 | 1879808.37 |
| 6471 | 2012.11.01 16:15 | buy | 3070 | 0.10 | 103.796 | 0.000 | 0.000 | ||
| 6472 | 2012.11.02 00:54 | close | 3070 | 0.10 | 103.829 | 0.000 | 0.000 | 325.68 | 1880134.05 |
| 6473 | 2012.11.02 02:35 | buy | 3071 | 0.10 | 103.766 | 0.000 | 0.000 | ||
| 6474 | 2012.11.02 02:43 | close | 3071 | 0.10 | 103.778 | 0.000 | 0.000 | 120.00 | 1880254.05 |
| 6475 | 2012.11.02 04:01 | buy | 3072 | 0.10 | 103.782 | 0.000 | 0.000 | ||
| 6476 | 2012.11.06 08:23 | buy | 3073 | 0.10 | 102.260 | 0.000 | 0.000 | ||
| 6477 | 2012.11.06 08:23 | modify | 3072 | 0.10 | 103.782 | 0.000 | 103.046 | ||
| 6478 | 2012.11.06 08:23 | modify | 3073 | 0.10 | 102.260 | 0.000 | 103.046 | ||
| 6479 | 2012.11.06 19:37 | t/p | 3072 | 0.10 | 103.046 | 0.000 | 103.046 | -7368.58 | 1872885.47 |
| 6480 | 2012.11.06 19:37 | t/p | 3073 | 0.10 | 103.046 | 0.000 | 103.046 | 7860.00 | 1880745.47 |
| 6481 | 2012.11.06 20:45 | buy | 3074 | 0.10 | 103.108 | 0.000 | 0.000 | ||
| 6482 | 2012.11.07 05:31 | close | 3074 | 0.10 | 103.130 | 0.000 | 0.000 | 215.71 | 1880961.18 |
| 6483 | 2012.11.07 05:37 | buy | 3075 | 0.10 | 103.087 | 0.000 | 0.000 | ||
| 6484 | 2012.11.07 08:06 | close | 3075 | 0.10 | 103.111 | 0.000 | 0.000 | 240.00 | 1881201.18 |
| 6485 | 2012.11.07 08:43 | buy | 3076 | 0.10 | 103.303 | 0.000 | 0.000 | ||
| 6486 | 2012.11.07 08:57 | close | 3076 | 0.10 | 103.316 | 0.000 | 0.000 | 130.00 | 1881331.18 |
| 6487 | 2012.11.07 12:02 | buy | 3077 | 0.10 | 103.089 | 0.000 | 0.000 | ||
| 6488 | 2012.11.07 12:04 | close | 3077 | 0.10 | 103.114 | 0.000 | 0.000 | 250.00 | 1881581.18 |
| 6489 | 2012.11.07 12:08 | buy | 3078 | 0.10 | 103.074 | 0.000 | 0.000 | ||
| 6490 | 2012.11.08 18:17 | buy | 3079 | 0.10 | 101.531 | 0.000 | 0.000 | ||
| 6491 | 2012.11.08 18:17 | modify | 3078 | 0.10 | 103.074 | 0.000 | 102.328 | ||
| 6492 | 2012.11.08 18:17 | modify | 3079 | 0.10 | 101.531 | 0.000 | 102.328 | ||
| 6493 | 2012.11.14 15:19 | t/p | 3078 | 0.10 | 102.328 | 0.000 | 102.328 | -7489.61 | 1874091.57 |
| 6494 | 2012.11.14 15:19 | t/p | 3079 | 0.10 | 102.328 | 0.000 | 102.328 | 7953.15 | 1882044.72 |
| 6495 | 2012.11.14 15:26 | buy | 3080 | 0.10 | 102.331 | 0.000 | 0.000 | ||
| 6496 | 2012.11.14 15:27 | close | 3080 | 0.10 | 102.354 | 0.000 | 0.000 | 230.00 | 1882274.72 |
| 6497 | 2012.11.14 16:30 | buy | 3081 | 0.10 | 102.194 | 0.000 | 0.000 | ||
| 6498 | 2012.11.14 17:10 | close | 3081 | 0.10 | 102.207 | 0.000 | 0.000 | 130.00 | 1882404.72 |
| 6499 | 2012.11.14 17:33 | buy | 3082 | 0.10 | 102.211 | 0.000 | 0.000 | ||
| 6500 | 2012.11.14 17:44 | close | 3082 | 0.10 | 102.235 | 0.000 | 0.000 | 240.00 | 1882644.72 |
| 6501 | 2012.11.14 18:08 | buy | 3083 | 0.10 | 102.176 | 0.000 | 0.000 | ||
| 6502 | 2012.11.14 18:09 | close | 3083 | 0.10 | 102.195 | 0.000 | 0.000 | 190.00 | 1882834.72 |
| 6503 | 2012.11.14 18:14 | buy | 3084 | 0.10 | 102.151 | 0.000 | 0.000 | ||
| 6504 | 2012.11.14 18:25 | close | 3084 | 0.10 | 102.172 | 0.000 | 0.000 | 210.00 | 1883044.72 |
| 6505 | 2012.11.14 18:41 | buy | 3085 | 0.10 | 102.173 | 0.000 | 0.000 | ||
| 6506 | 2012.11.14 18:43 | close | 3085 | 0.10 | 102.191 | 0.000 | 0.000 | 180.00 | 1883224.72 |
| 6507 | 2012.11.14 19:32 | buy | 3086 | 0.10 | 102.192 | 0.000 | 0.000 | ||
| 6508 | 2012.11.14 19:36 | close | 3086 | 0.10 | 102.210 | 0.000 | 0.000 | 180.00 | 1883404.72 |
| 6509 | 2012.11.14 20:09 | buy | 3087 | 0.10 | 102.285 | 0.000 | 0.000 | ||
| 6510 | 2012.11.15 05:02 | close | 3087 | 0.10 | 102.379 | 0.000 | 0.000 | 927.24 | 1884331.96 |
| 6511 | 2012.11.15 09:37 | buy | 3088 | 0.10 | 103.084 | 0.000 | 0.000 | ||
| 6512 | 2012.11.15 10:02 | close | 3088 | 0.10 | 103.105 | 0.000 | 0.000 | 210.00 | 1884541.96 |
| 6513 | 2012.11.15 10:44 | buy | 3089 | 0.10 | 103.267 | 0.000 | 0.000 | ||
| 6514 | 2012.11.15 10:55 | close | 3089 | 0.10 | 103.278 | 0.000 | 0.000 | 110.00 | 1884651.96 |
| 6515 | 2012.11.15 11:46 | buy | 3090 | 0.10 | 103.518 | 0.000 | 0.000 | ||
| 6516 | 2012.11.15 11:47 | close | 3090 | 0.10 | 103.537 | 0.000 | 0.000 | 190.00 | 1884841.96 |
| 6517 | 2012.11.15 12:16 | buy | 3091 | 0.10 | 103.568 | 0.000 | 0.000 | ||
| 6518 | 2012.11.15 12:21 | close | 3091 | 0.10 | 103.586 | 0.000 | 0.000 | 180.00 | 1885021.96 |
| 6519 | 2012.11.15 13:05 | buy | 3092 | 0.10 | 103.557 | 0.000 | 0.000 | ||
| 6520 | 2012.11.15 13:31 | close | 3092 | 0.10 | 103.640 | 0.000 | 0.000 | 830.00 | 1885851.96 |
| 6521 | 2012.11.15 14:31 | buy | 3093 | 0.10 | 103.712 | 0.000 | 0.000 | ||
| 6522 | 2012.11.15 14:36 | close | 3093 | 0.10 | 103.754 | 0.000 | 0.000 | 420.00 | 1886271.96 |
| 6523 | 2012.11.15 15:00 | buy | 3094 | 0.10 | 103.844 | 0.000 | 0.000 | ||
| 6524 | 2012.11.15 15:37 | close | 3094 | 0.10 | 103.873 | 0.000 | 0.000 | 290.00 | 1886561.96 |
| 6525 | 2012.11.15 16:11 | buy | 3095 | 0.10 | 103.869 | 0.000 | 0.000 | ||
| 6526 | 2012.11.15 16:14 | close | 3095 | 0.10 | 103.891 | 0.000 | 0.000 | 220.00 | 1886781.96 |
| 6527 | 2012.11.15 16:50 | buy | 3096 | 0.10 | 103.730 | 0.000 | 0.000 | ||
| 6528 | 2012.11.15 16:55 | close | 3096 | 0.10 | 103.749 | 0.000 | 0.000 | 190.00 | 1886971.96 |
| 6529 | 2012.11.15 17:46 | buy | 3097 | 0.10 | 103.790 | 0.000 | 0.000 | ||
| 6530 | 2012.11.16 01:28 | close | 3097 | 0.10 | 103.838 | 0.000 | 0.000 | 475.68 | 1887447.64 |
| 6531 | 2012.11.16 01:35 | buy | 3098 | 0.10 | 103.828 | 0.000 | 0.000 | ||
| 6532 | 2012.11.19 00:42 | close | 3098 | 0.10 | 103.846 | 0.000 | 0.000 | 175.68 | 1887623.32 |
| 6533 | 2012.11.19 02:39 | buy | 3099 | 0.10 | 103.602 | 0.000 | 0.000 | ||
| 6534 | 2012.11.19 02:46 | close | 3099 | 0.10 | 103.613 | 0.000 | 0.000 | 110.00 | 1887733.32 |
| 6535 | 2012.11.19 03:29 | buy | 3100 | 0.10 | 103.656 | 0.000 | 0.000 | ||
| 6536 | 2012.11.19 03:30 | close | 3100 | 0.10 | 103.683 | 0.000 | 0.000 | 270.00 | 1888003.32 |
| 6537 | 2012.11.19 07:00 | buy | 3101 | 0.10 | 103.654 | 0.000 | 0.000 | ||
| 6538 | 2012.11.19 07:03 | close | 3101 | 0.10 | 103.665 | 0.000 | 0.000 | 110.00 | 1888113.32 |
| 6539 | 2012.11.19 07:45 | buy | 3102 | 0.10 | 103.712 | 0.000 | 0.000 | ||
| 6540 | 2012.11.19 07:47 | close | 3102 | 0.10 | 103.727 | 0.000 | 0.000 | 150.00 | 1888263.32 |
| 6541 | 2012.11.19 08:53 | buy | 3103 | 0.10 | 103.764 | 0.000 | 0.000 | ||
| 6542 | 2012.11.19 08:55 | close | 3103 | 0.10 | 103.784 | 0.000 | 0.000 | 200.00 | 1888463.32 |
| 6543 | 2012.11.19 08:59 | buy | 3104 | 0.10 | 103.746 | 0.000 | 0.000 | ||
| 6544 | 2012.11.19 09:45 | close | 3104 | 0.10 | 103.792 | 0.000 | 0.000 | 460.00 | 1888923.32 |
| 6545 | 2012.11.19 10:12 | buy | 3105 | 0.10 | 103.827 | 0.000 | 0.000 | ||
| 6546 | 2012.11.19 10:13 | close | 3105 | 0.10 | 103.853 | 0.000 | 0.000 | 260.00 | 1889183.32 |
| 6547 | 2012.11.19 10:19 | buy | 3106 | 0.10 | 103.815 | 0.000 | 0.000 | ||
| 6548 | 2012.11.19 11:09 | close | 3106 | 0.10 | 103.842 | 0.000 | 0.000 | 270.00 | 1889453.32 |
| 6549 | 2012.11.19 11:16 | buy | 3107 | 0.10 | 103.820 | 0.000 | 0.000 | ||
| 6550 | 2012.11.19 11:20 | close | 3107 | 0.10 | 103.832 | 0.000 | 0.000 | 120.00 | 1889573.32 |
| 6551 | 2012.11.19 11:23 | buy | 3108 | 0.10 | 103.751 | 0.000 | 0.000 | ||
| 6552 | 2012.11.19 11:26 | close | 3108 | 0.10 | 103.766 | 0.000 | 0.000 | 150.00 | 1889723.32 |
| 6553 | 2012.11.19 11:58 | buy | 3109 | 0.10 | 103.636 | 0.000 | 0.000 | ||
| 6554 | 2012.11.19 12:03 | close | 3109 | 0.10 | 103.673 | 0.000 | 0.000 | 370.00 | 1890093.32 |
| 6555 | 2012.11.19 12:16 | buy | 3110 | 0.10 | 103.675 | 0.000 | 0.000 | ||
| 6556 | 2012.11.19 12:20 | close | 3110 | 0.10 | 103.690 | 0.000 | 0.000 | 150.00 | 1890243.32 |
| 6557 | 2012.11.19 13:01 | buy | 3111 | 0.10 | 103.636 | 0.000 | 0.000 | ||
| 6558 | 2012.11.19 14:21 | close | 3111 | 0.10 | 103.650 | 0.000 | 0.000 | 140.00 | 1890383.32 |
| 6559 | 2012.11.19 14:47 | buy | 3112 | 0.10 | 103.664 | 0.000 | 0.000 | ||
| 6560 | 2012.11.19 15:01 | close | 3112 | 0.10 | 103.720 | 0.000 | 0.000 | 560.00 | 1890943.32 |
| 6561 | 2012.11.19 17:55 | buy | 3113 | 0.10 | 103.976 | 0.000 | 0.000 | ||
| 6562 | 2012.11.19 18:05 | close | 3113 | 0.10 | 103.996 | 0.000 | 0.000 | 200.00 | 1891143.32 |
| 6563 | 2012.11.19 23:11 | buy | 3114 | 0.10 | 104.104 | 0.000 | 0.000 | ||
| 6564 | 2012.11.20 04:35 | close | 3114 | 0.10 | 104.117 | 0.000 | 0.000 | 125.67 | 1891268.99 |
| 6565 | 2012.11.20 04:40 | buy | 3115 | 0.10 | 104.057 | 0.000 | 0.000 | ||
| 6566 | 2012.11.20 08:12 | close | 3115 | 0.10 | 104.080 | 0.000 | 0.000 | 230.00 | 1891498.99 |
| 6567 | 2012.11.20 08:23 | buy | 3116 | 0.10 | 103.916 | 0.000 | 0.000 | ||
| 6568 | 2012.11.20 08:24 | close | 3116 | 0.10 | 103.974 | 0.000 | 0.000 | 580.00 | 1892078.99 |
| 6569 | 2012.11.20 09:03 | buy | 3117 | 0.10 | 103.691 | 0.000 | 0.000 | ||
| 6570 | 2012.11.20 09:07 | close | 3117 | 0.10 | 103.704 | 0.000 | 0.000 | 130.00 | 1892208.99 |
| 6571 | 2012.11.20 09:51 | buy | 3118 | 0.10 | 103.909 | 0.000 | 0.000 | ||
| 6572 | 2012.11.20 10:09 | close | 3118 | 0.10 | 103.933 | 0.000 | 0.000 | 240.00 | 1892448.99 |
| 6573 | 2012.11.20 10:32 | buy | 3119 | 0.10 | 104.048 | 0.000 | 0.000 | ||
| 6574 | 2012.11.20 10:34 | close | 3119 | 0.10 | 104.076 | 0.000 | 0.000 | 280.00 | 1892728.99 |
| 6575 | 2012.11.20 10:43 | buy | 3120 | 0.10 | 103.986 | 0.000 | 0.000 | ||
| 6576 | 2012.11.20 10:56 | close | 3120 | 0.10 | 104.004 | 0.000 | 0.000 | 180.00 | 1892908.99 |
| 6577 | 2012.11.20 12:58 | buy | 3121 | 0.10 | 104.314 | 0.000 | 0.000 | ||
| 6578 | 2012.11.20 13:01 | close | 3121 | 0.10 | 104.372 | 0.000 | 0.000 | 580.00 | 1893488.99 |
| 6579 | 2012.11.20 13:24 | buy | 3122 | 0.10 | 104.457 | 0.000 | 0.000 | ||
| 6580 | 2012.11.20 14:17 | close | 3122 | 0.10 | 104.505 | 0.000 | 0.000 | 480.00 | 1893968.99 |
| 6581 | 2012.11.20 15:54 | buy | 3123 | 0.10 | 104.493 | 0.000 | 0.000 | ||
| 6582 | 2012.11.20 15:59 | close | 3123 | 0.10 | 104.504 | 0.000 | 0.000 | 110.00 | 1894078.99 |
| 6583 | 2012.11.20 16:02 | buy | 3124 | 0.10 | 104.419 | 0.000 | 0.000 | ||
| 6584 | 2012.11.20 16:03 | close | 3124 | 0.10 | 104.471 | 0.000 | 0.000 | 520.00 | 1894598.99 |
| 6585 | 2012.11.20 19:13 | buy | 3125 | 0.10 | 104.541 | 0.000 | 0.000 | ||
| 6586 | 2012.11.20 19:17 | close | 3125 | 0.10 | 104.554 | 0.000 | 0.000 | 130.00 | 1894728.99 |
| 6587 | 2012.11.20 19:57 | buy | 3126 | 0.10 | 104.587 | 0.000 | 0.000 | ||
| 6588 | 2012.11.20 20:09 | close | 3126 | 0.10 | 104.599 | 0.000 | 0.000 | 120.00 | 1894848.99 |
| 6589 | 2012.11.20 20:40 | buy | 3127 | 0.10 | 104.575 | 0.000 | 0.000 | ||
| 6590 | 2012.11.20 20:47 | close | 3127 | 0.10 | 104.593 | 0.000 | 0.000 | 180.00 | 1895028.99 |
| 6591 | 2012.11.20 21:42 | buy | 3128 | 0.10 | 104.689 | 0.000 | 0.000 | ||
| 6592 | 2012.11.20 22:07 | close | 3128 | 0.10 | 104.706 | 0.000 | 0.000 | 170.00 | 1895198.99 |
| 6593 | 2012.11.20 22:53 | buy | 3129 | 0.10 | 104.674 | 0.000 | 0.000 | ||
| 6594 | 2012.11.20 23:02 | close | 3129 | 0.10 | 104.689 | 0.000 | 0.000 | 150.00 | 1895348.99 |
| 6595 | 2012.11.21 00:08 | buy | 3130 | 0.10 | 104.628 | 0.000 | 0.000 | ||
| 6596 | 2012.11.21 00:14 | close | 3130 | 0.10 | 104.647 | 0.000 | 0.000 | 190.00 | 1895538.99 |
| 6597 | 2012.11.21 02:44 | buy | 3131 | 0.10 | 104.891 | 0.000 | 0.000 | ||
| 6598 | 2012.11.21 02:49 | close | 3131 | 0.10 | 104.909 | 0.000 | 0.000 | 180.00 | 1895718.99 |
| 6599 | 2012.11.21 03:47 | buy | 3132 | 0.10 | 104.929 | 0.000 | 0.000 | ||
| 6600 | 2012.11.21 04:30 | close | 3132 | 0.10 | 104.976 | 0.000 | 0.000 | 470.00 | 1896188.99 |