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 |
| 6601 | 2012.11.21 04:36 | buy | 3133 | 0.10 | 104.779 | 0.000 | 0.000 | ||
| 6602 | 2012.11.21 08:56 | close | 3133 | 0.10 | 104.804 | 0.000 | 0.000 | 250.00 | 1896438.99 |
| 6603 | 2012.11.21 10:44 | buy | 3134 | 0.10 | 105.082 | 0.000 | 0.000 | ||
| 6604 | 2012.11.21 11:02 | close | 3134 | 0.10 | 105.094 | 0.000 | 0.000 | 120.00 | 1896558.99 |
| 6605 | 2012.11.21 13:05 | buy | 3135 | 0.10 | 105.443 | 0.000 | 0.000 | ||
| 6606 | 2012.11.21 13:57 | close | 3135 | 0.10 | 105.456 | 0.000 | 0.000 | 130.00 | 1896688.99 |
| 6607 | 2012.11.21 14:06 | buy | 3136 | 0.10 | 105.429 | 0.000 | 0.000 | ||
| 6608 | 2012.11.21 14:08 | close | 3136 | 0.10 | 105.454 | 0.000 | 0.000 | 250.00 | 1896938.99 |
| 6609 | 2012.11.21 14:23 | buy | 3137 | 0.10 | 105.576 | 0.000 | 0.000 | ||
| 6610 | 2012.11.21 14:24 | close | 3137 | 0.10 | 105.589 | 0.000 | 0.000 | 130.00 | 1897068.99 |
| 6611 | 2012.11.21 14:34 | buy | 3138 | 0.10 | 105.519 | 0.000 | 0.000 | ||
| 6612 | 2012.11.21 14:39 | close | 3138 | 0.10 | 105.535 | 0.000 | 0.000 | 160.00 | 1897228.99 |
| 6613 | 2012.11.21 15:23 | buy | 3139 | 0.10 | 105.671 | 0.000 | 0.000 | ||
| 6614 | 2012.11.21 16:00 | close | 3139 | 0.10 | 105.691 | 0.000 | 0.000 | 200.00 | 1897428.99 |
| 6615 | 2012.11.21 16:08 | buy | 3140 | 0.10 | 105.618 | 0.000 | 0.000 | ||
| 6616 | 2012.11.21 17:11 | close | 3140 | 0.10 | 105.631 | 0.000 | 0.000 | 130.00 | 1897558.99 |
| 6617 | 2012.11.21 17:26 | buy | 3141 | 0.10 | 105.618 | 0.000 | 0.000 | ||
| 6618 | 2012.11.21 18:20 | close | 3141 | 0.10 | 105.629 | 0.000 | 0.000 | 110.00 | 1897668.99 |
| 6619 | 2012.11.21 20:03 | buy | 3142 | 0.10 | 105.744 | 0.000 | 0.000 | ||
| 6620 | 2012.11.21 20:51 | close | 3142 | 0.10 | 105.763 | 0.000 | 0.000 | 190.00 | 1897858.99 |
| 6621 | 2012.11.22 01:02 | buy | 3143 | 0.10 | 106.163 | 0.000 | 0.000 | ||
| 6622 | 2012.11.22 09:30 | close | 3143 | 0.10 | 106.181 | 0.000 | 0.000 | 180.00 | 1898038.99 |
| 6623 | 2012.11.22 10:14 | buy | 3144 | 0.10 | 106.348 | 0.000 | 0.000 | ||
| 6624 | 2012.11.22 10:18 | close | 3144 | 0.10 | 106.365 | 0.000 | 0.000 | 170.00 | 1898208.99 |
| 6625 | 2012.11.22 10:45 | buy | 3145 | 0.10 | 106.169 | 0.000 | 0.000 | ||
| 6626 | 2012.11.22 10:50 | close | 3145 | 0.10 | 106.195 | 0.000 | 0.000 | 260.00 | 1898468.99 |
| 6627 | 2012.11.22 13:00 | buy | 3146 | 0.10 | 106.350 | 0.000 | 0.000 | ||
| 6628 | 2012.11.22 13:13 | close | 3146 | 0.10 | 106.363 | 0.000 | 0.000 | 130.00 | 1898598.99 |
| 6629 | 2012.11.22 14:11 | buy | 3147 | 0.10 | 106.425 | 0.000 | 0.000 | ||
| 6630 | 2012.11.22 14:14 | close | 3147 | 0.10 | 106.445 | 0.000 | 0.000 | 200.00 | 1898798.99 |
| 6631 | 2012.11.22 14:29 | buy | 3148 | 0.10 | 106.419 | 0.000 | 0.000 | ||
| 6632 | 2012.11.22 14:31 | close | 3148 | 0.10 | 106.430 | 0.000 | 0.000 | 110.00 | 1898908.99 |
| 6633 | 2012.11.22 14:58 | buy | 3149 | 0.10 | 106.465 | 0.000 | 0.000 | ||
| 6634 | 2012.11.23 15:15 | close | 3149 | 0.10 | 106.501 | 0.000 | 0.000 | 355.58 | 1899264.56 |
| 6635 | 2012.11.23 15:36 | buy | 3150 | 0.10 | 106.585 | 0.000 | 0.000 | ||
| 6636 | 2012.11.23 15:50 | close | 3150 | 0.10 | 106.598 | 0.000 | 0.000 | 130.00 | 1899394.56 |
| 6637 | 2012.11.23 16:22 | buy | 3151 | 0.10 | 106.638 | 0.000 | 0.000 | ||
| 6638 | 2012.11.23 16:23 | close | 3151 | 0.10 | 106.668 | 0.000 | 0.000 | 300.00 | 1899694.56 |
| 6639 | 2012.11.23 17:02 | buy | 3152 | 0.10 | 106.717 | 0.000 | 0.000 | ||
| 6640 | 2012.11.23 17:13 | close | 3152 | 0.10 | 106.728 | 0.000 | 0.000 | 110.00 | 1899804.56 |
| 6641 | 2012.11.23 17:37 | buy | 3153 | 0.10 | 106.683 | 0.000 | 0.000 | ||
| 6642 | 2012.11.23 17:59 | close | 3153 | 0.10 | 106.697 | 0.000 | 0.000 | 140.00 | 1899944.56 |
| 6643 | 2012.11.23 22:03 | buy | 3154 | 0.10 | 106.899 | 0.000 | 0.000 | ||
| 6644 | 2012.11.23 22:37 | close | 3154 | 0.10 | 106.911 | 0.000 | 0.000 | 120.00 | 1900064.56 |
| 6645 | 2012.11.26 01:27 | buy | 3155 | 0.10 | 107.007 | 0.000 | 0.000 | ||
| 6646 | 2012.11.26 01:29 | close | 3155 | 0.10 | 107.033 | 0.000 | 0.000 | 260.00 | 1900324.56 |
| 6647 | 2012.11.26 02:00 | buy | 3156 | 0.10 | 107.003 | 0.000 | 0.000 | ||
| 6648 | 2012.11.26 02:06 | close | 3156 | 0.10 | 107.020 | 0.000 | 0.000 | 170.00 | 1900494.56 |
| 6649 | 2012.11.26 02:10 | buy | 3157 | 0.10 | 106.986 | 0.000 | 0.000 | ||
| 6650 | 2012.11.28 14:05 | buy | 3158 | 0.10 | 105.435 | 0.000 | 0.000 | ||
| 6651 | 2012.11.28 14:05 | modify | 3157 | 0.10 | 106.986 | 0.000 | 106.236 | ||
| 6652 | 2012.11.28 14:05 | modify | 3158 | 0.10 | 105.435 | 0.000 | 106.236 | ||
| 6653 | 2012.11.28 22:56 | t/p | 3157 | 0.10 | 106.236 | 0.000 | 106.236 | -7508.87 | 1892985.70 |
| 6654 | 2012.11.28 22:56 | t/p | 3158 | 0.10 | 106.236 | 0.000 | 106.236 | 8010.00 | 1900995.70 |
| 6655 | 2012.11.28 23:23 | buy | 3159 | 0.10 | 106.337 | 0.000 | 0.000 | ||
| 6656 | 2012.11.29 00:33 | close | 3159 | 0.10 | 106.367 | 0.000 | 0.000 | 286.71 | 1901282.41 |
| 6657 | 2012.11.29 01:21 | buy | 3160 | 0.10 | 106.364 | 0.000 | 0.000 | ||
| 6658 | 2012.11.29 02:45 | close | 3160 | 0.10 | 106.379 | 0.000 | 0.000 | 150.00 | 1901432.41 |
| 6659 | 2012.11.29 03:16 | buy | 3161 | 0.10 | 106.420 | 0.000 | 0.000 | ||
| 6660 | 2012.11.29 06:16 | close | 3161 | 0.10 | 106.466 | 0.000 | 0.000 | 460.00 | 1901892.41 |
| 6661 | 2012.11.29 06:26 | buy | 3162 | 0.10 | 106.442 | 0.000 | 0.000 | ||
| 6662 | 2012.11.29 06:40 | close | 3162 | 0.10 | 106.457 | 0.000 | 0.000 | 150.00 | 1902042.41 |
| 6663 | 2012.11.29 07:06 | buy | 3163 | 0.10 | 106.339 | 0.000 | 0.000 | ||
| 6664 | 2012.11.29 07:14 | close | 3163 | 0.10 | 106.352 | 0.000 | 0.000 | 130.00 | 1902172.41 |
| 6665 | 2012.11.29 07:43 | buy | 3164 | 0.10 | 106.272 | 0.000 | 0.000 | ||
| 6666 | 2012.11.29 07:51 | close | 3164 | 0.10 | 106.314 | 0.000 | 0.000 | 420.00 | 1902592.41 |
| 6667 | 2012.11.29 07:58 | buy | 3165 | 0.10 | 106.284 | 0.000 | 0.000 | ||
| 6668 | 2012.11.29 08:02 | close | 3165 | 0.10 | 106.309 | 0.000 | 0.000 | 250.00 | 1902842.41 |
| 6669 | 2012.11.29 12:06 | buy | 3166 | 0.10 | 106.584 | 0.000 | 0.000 | ||
| 6670 | 2012.11.29 12:33 | close | 3166 | 0.10 | 106.597 | 0.000 | 0.000 | 130.00 | 1902972.41 |
| 6671 | 2012.11.29 12:56 | buy | 3167 | 0.10 | 106.616 | 0.000 | 0.000 | ||
| 6672 | 2012.11.29 13:02 | close | 3167 | 0.10 | 106.646 | 0.000 | 0.000 | 300.00 | 1903272.41 |
| 6673 | 2012.11.29 14:04 | buy | 3168 | 0.10 | 106.651 | 0.000 | 0.000 | ||
| 6674 | 2012.11.29 14:05 | close | 3168 | 0.10 | 106.666 | 0.000 | 0.000 | 150.00 | 1903422.41 |
| 6675 | 2012.11.29 14:29 | buy | 3169 | 0.10 | 106.739 | 0.000 | 0.000 | ||
| 6676 | 2012.11.30 02:39 | close | 3169 | 0.10 | 106.791 | 0.000 | 0.000 | 515.56 | 1903937.97 |
| 6677 | 2012.11.30 05:27 | buy | 3170 | 0.10 | 107.155 | 0.000 | 0.000 | ||
| 6678 | 2012.11.30 05:32 | close | 3170 | 0.10 | 107.173 | 0.000 | 0.000 | 180.00 | 1904117.97 |
| 6679 | 2012.11.30 07:06 | buy | 3171 | 0.10 | 107.067 | 0.000 | 0.000 | ||
| 6680 | 2012.11.30 07:09 | close | 3171 | 0.10 | 107.085 | 0.000 | 0.000 | 180.00 | 1904297.97 |
| 6681 | 2012.11.30 09:59 | buy | 3172 | 0.10 | 107.555 | 0.000 | 0.000 | ||
| 6682 | 2012.11.30 10:02 | close | 3172 | 0.10 | 107.581 | 0.000 | 0.000 | 260.00 | 1904557.97 |
| 6683 | 2012.11.30 10:45 | buy | 3173 | 0.10 | 107.470 | 0.000 | 0.000 | ||
| 6684 | 2012.11.30 11:47 | close | 3173 | 0.10 | 107.503 | 0.000 | 0.000 | 330.00 | 1904887.97 |
| 6685 | 2012.11.30 12:23 | buy | 3174 | 0.10 | 107.429 | 0.000 | 0.000 | ||
| 6686 | 2012.11.30 12:26 | close | 3174 | 0.10 | 107.446 | 0.000 | 0.000 | 170.00 | 1905057.97 |
| 6687 | 2012.11.30 12:59 | buy | 3175 | 0.10 | 107.472 | 0.000 | 0.000 | ||
| 6688 | 2012.11.30 13:01 | close | 3175 | 0.10 | 107.483 | 0.000 | 0.000 | 110.00 | 1905167.97 |
| 6689 | 2012.11.30 13:47 | buy | 3176 | 0.10 | 107.447 | 0.000 | 0.000 | ||
| 6690 | 2012.12.03 04:42 | close | 3176 | 0.10 | 107.462 | 0.000 | 0.000 | 145.54 | 1905313.51 |
| 6691 | 2012.12.03 05:12 | buy | 3177 | 0.10 | 107.493 | 0.000 | 0.000 | ||
| 6692 | 2012.12.03 05:16 | close | 3177 | 0.10 | 107.506 | 0.000 | 0.000 | 130.00 | 1905443.51 |
| 6693 | 2012.12.03 05:37 | buy | 3178 | 0.10 | 107.440 | 0.000 | 0.000 | ||
| 6694 | 2012.12.03 14:02 | close | 3178 | 0.10 | 107.469 | 0.000 | 0.000 | 290.00 | 1905733.51 |
| 6695 | 2012.12.03 14:07 | buy | 3179 | 0.10 | 107.405 | 0.000 | 0.000 | ||
| 6696 | 2012.12.03 14:51 | close | 3179 | 0.10 | 107.430 | 0.000 | 0.000 | 250.00 | 1905983.51 |
| 6697 | 2012.12.03 15:07 | buy | 3180 | 0.10 | 107.367 | 0.000 | 0.000 | ||
| 6698 | 2012.12.03 15:32 | close | 3180 | 0.10 | 107.404 | 0.000 | 0.000 | 370.00 | 1906353.51 |
| 6699 | 2012.12.03 17:10 | buy | 3181 | 0.10 | 107.471 | 0.000 | 0.000 | ||
| 6700 | 2012.12.03 17:13 | close | 3181 | 0.10 | 107.485 | 0.000 | 0.000 | 140.00 | 1906493.51 |
| 6701 | 2012.12.03 17:24 | buy | 3182 | 0.10 | 107.446 | 0.000 | 0.000 | ||
| 6702 | 2012.12.03 17:25 | close | 3182 | 0.10 | 107.458 | 0.000 | 0.000 | 120.00 | 1906613.51 |
| 6703 | 2012.12.03 17:33 | buy | 3183 | 0.10 | 107.437 | 0.000 | 0.000 | ||
| 6704 | 2012.12.03 17:56 | close | 3183 | 0.10 | 107.450 | 0.000 | 0.000 | 130.00 | 1906743.51 |
| 6705 | 2012.12.03 18:41 | buy | 3184 | 0.10 | 107.399 | 0.000 | 0.000 | ||
| 6706 | 2012.12.03 19:21 | close | 3184 | 0.10 | 107.412 | 0.000 | 0.000 | 130.00 | 1906873.51 |
| 6707 | 2012.12.03 21:20 | buy | 3185 | 0.10 | 107.311 | 0.000 | 0.000 | ||
| 6708 | 2012.12.03 21:27 | close | 3185 | 0.10 | 107.327 | 0.000 | 0.000 | 160.00 | 1907033.51 |
| 6709 | 2012.12.03 22:13 | buy | 3186 | 0.10 | 107.337 | 0.000 | 0.000 | ||
| 6710 | 2012.12.03 23:12 | close | 3186 | 0.10 | 107.352 | 0.000 | 0.000 | 150.00 | 1907183.51 |
| 6711 | 2012.12.03 23:30 | buy | 3187 | 0.10 | 107.288 | 0.000 | 0.000 | ||
| 6712 | 2012.12.03 23:51 | close | 3187 | 0.10 | 107.299 | 0.000 | 0.000 | 110.00 | 1907293.51 |
| 6713 | 2012.12.04 00:21 | buy | 3188 | 0.10 | 107.274 | 0.000 | 0.000 | ||
| 6714 | 2012.12.04 00:27 | close | 3188 | 0.10 | 107.287 | 0.000 | 0.000 | 130.00 | 1907423.51 |
| 6715 | 2012.12.04 01:00 | buy | 3189 | 0.10 | 107.320 | 0.000 | 0.000 | ||
| 6716 | 2012.12.04 13:40 | close | 3189 | 0.10 | 107.355 | 0.000 | 0.000 | 350.00 | 1907773.51 |
| 6717 | 2012.12.04 14:06 | buy | 3190 | 0.10 | 107.316 | 0.000 | 0.000 | ||
| 6718 | 2012.12.05 01:19 | close | 3190 | 0.10 | 107.335 | 0.000 | 0.000 | 185.53 | 1907959.04 |
| 6719 | 2012.12.05 06:12 | buy | 3191 | 0.10 | 107.745 | 0.000 | 0.000 | ||
| 6720 | 2012.12.05 06:17 | close | 3191 | 0.10 | 107.783 | 0.000 | 0.000 | 380.00 | 1908339.04 |
| 6721 | 2012.12.05 06:44 | buy | 3192 | 0.10 | 107.811 | 0.000 | 0.000 | ||
| 6722 | 2012.12.05 06:51 | close | 3192 | 0.10 | 107.841 | 0.000 | 0.000 | 300.00 | 1908639.04 |
| 6723 | 2012.12.05 07:27 | buy | 3193 | 0.10 | 107.811 | 0.000 | 0.000 | ||
| 6724 | 2012.12.05 07:30 | close | 3193 | 0.10 | 107.838 | 0.000 | 0.000 | 270.00 | 1908909.04 |
| 6725 | 2012.12.05 08:15 | buy | 3194 | 0.10 | 107.834 | 0.000 | 0.000 | ||
| 6726 | 2012.12.05 08:23 | close | 3194 | 0.10 | 107.854 | 0.000 | 0.000 | 200.00 | 1909109.04 |
| 6727 | 2012.12.05 09:23 | buy | 3195 | 0.10 | 107.872 | 0.000 | 0.000 | ||
| 6728 | 2012.12.05 09:26 | close | 3195 | 0.10 | 107.909 | 0.000 | 0.000 | 370.00 | 1909479.04 |
| 6729 | 2012.12.05 11:13 | buy | 3196 | 0.10 | 107.544 | 0.000 | 0.000 | ||
| 6730 | 2012.12.05 11:15 | close | 3196 | 0.10 | 107.600 | 0.000 | 0.000 | 560.00 | 1910039.04 |
| 6731 | 2012.12.05 12:03 | buy | 3197 | 0.10 | 107.528 | 0.000 | 0.000 | ||
| 6732 | 2012.12.05 12:07 | close | 3197 | 0.10 | 107.551 | 0.000 | 0.000 | 230.00 | 1910269.04 |
| 6733 | 2012.12.05 12:35 | buy | 3198 | 0.10 | 107.597 | 0.000 | 0.000 | ||
| 6734 | 2012.12.05 17:36 | close | 3198 | 0.10 | 107.621 | 0.000 | 0.000 | 240.00 | 1910509.04 |
| 6735 | 2012.12.05 19:02 | buy | 3199 | 0.10 | 107.756 | 0.000 | 0.000 | ||
| 6736 | 2012.12.05 19:06 | close | 3199 | 0.10 | 107.783 | 0.000 | 0.000 | 270.00 | 1910779.04 |
| 6737 | 2012.12.05 20:23 | buy | 3200 | 0.10 | 107.734 | 0.000 | 0.000 | ||
| 6738 | 2012.12.05 21:13 | close | 3200 | 0.10 | 107.766 | 0.000 | 0.000 | 320.00 | 1911099.04 |
| 6739 | 2012.12.05 21:45 | buy | 3201 | 0.10 | 107.756 | 0.000 | 0.000 | ||
| 6740 | 2012.12.05 22:22 | close | 3201 | 0.10 | 107.774 | 0.000 | 0.000 | 180.00 | 1911279.04 |
| 6741 | 2012.12.05 22:52 | buy | 3202 | 0.10 | 107.754 | 0.000 | 0.000 | ||
| 6742 | 2012.12.05 23:04 | close | 3202 | 0.10 | 107.766 | 0.000 | 0.000 | 120.00 | 1911399.04 |
| 6743 | 2012.12.06 01:06 | buy | 3203 | 0.10 | 107.718 | 0.000 | 0.000 | ||
| 6744 | 2012.12.06 01:08 | close | 3203 | 0.10 | 107.743 | 0.000 | 0.000 | 250.00 | 1911649.04 |
| 6745 | 2012.12.06 01:16 | buy | 3204 | 0.10 | 107.716 | 0.000 | 0.000 | ||
| 6746 | 2012.12.06 03:52 | close | 3204 | 0.10 | 107.730 | 0.000 | 0.000 | 140.00 | 1911789.04 |
| 6747 | 2012.12.06 04:23 | buy | 3205 | 0.10 | 107.726 | 0.000 | 0.000 | ||
| 6748 | 2012.12.06 04:30 | close | 3205 | 0.10 | 107.738 | 0.000 | 0.000 | 120.00 | 1911909.04 |
| 6749 | 2012.12.06 05:17 | buy | 3206 | 0.10 | 107.672 | 0.000 | 0.000 | ||
| 6750 | 2012.12.06 05:19 | close | 3206 | 0.10 | 107.684 | 0.000 | 0.000 | 120.00 | 1912029.04 |