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 |
| 6751 | 2012.12.06 06:44 | buy | 3207 | 0.10 | 107.680 | 0.000 | 0.000 | ||
| 6752 | 2012.12.06 06:49 | close | 3207 | 0.10 | 107.694 | 0.000 | 0.000 | 140.00 | 1912169.04 |
| 6753 | 2012.12.06 07:14 | buy | 3208 | 0.10 | 107.610 | 0.000 | 0.000 | ||
| 6754 | 2012.12.06 07:40 | close | 3208 | 0.10 | 107.625 | 0.000 | 0.000 | 150.00 | 1912319.04 |
| 6755 | 2012.12.06 08:37 | buy | 3209 | 0.10 | 107.499 | 0.000 | 0.000 | ||
| 6756 | 2012.12.06 08:39 | close | 3209 | 0.10 | 107.534 | 0.000 | 0.000 | 350.00 | 1912669.04 |
| 6757 | 2012.12.06 10:25 | buy | 3210 | 0.10 | 107.820 | 0.000 | 0.000 | ||
| 6758 | 2012.12.06 10:46 | close | 3210 | 0.10 | 107.842 | 0.000 | 0.000 | 220.00 | 1912889.04 |
| 6759 | 2012.12.06 11:12 | buy | 3211 | 0.10 | 107.734 | 0.000 | 0.000 | ||
| 6760 | 2012.12.06 11:16 | close | 3211 | 0.10 | 107.756 | 0.000 | 0.000 | 220.00 | 1913109.04 |
| 6761 | 2012.12.06 11:29 | buy | 3212 | 0.10 | 107.704 | 0.000 | 0.000 | ||
| 6762 | 2012.12.06 12:01 | close | 3212 | 0.10 | 107.731 | 0.000 | 0.000 | 270.00 | 1913379.04 |
| 6763 | 2012.12.06 12:25 | buy | 3213 | 0.10 | 107.696 | 0.000 | 0.000 | ||
| 6764 | 2012.12.06 14:03 | close | 3213 | 0.10 | 107.710 | 0.000 | 0.000 | 140.00 | 1913519.04 |
| 6765 | 2012.12.06 14:54 | buy | 3214 | 0.10 | 107.338 | 0.000 | 0.000 | ||
| 6766 | 2012.12.06 15:00 | close | 3214 | 0.10 | 107.353 | 0.000 | 0.000 | 150.00 | 1913669.04 |
| 6767 | 2012.12.06 18:21 | buy | 3215 | 0.10 | 106.778 | 0.000 | 0.000 | ||
| 6768 | 2012.12.06 21:30 | close | 3215 | 0.10 | 106.802 | 0.000 | 0.000 | 240.00 | 1913909.04 |
| 6769 | 2012.12.06 21:59 | buy | 3216 | 0.10 | 106.825 | 0.000 | 0.000 | ||
| 6770 | 2012.12.06 22:01 | close | 3216 | 0.10 | 106.837 | 0.000 | 0.000 | 120.00 | 1914029.04 |
| 6771 | 2012.12.07 00:36 | buy | 3217 | 0.10 | 106.841 | 0.000 | 0.000 | ||
| 6772 | 2012.12.07 00:47 | close | 3217 | 0.10 | 106.861 | 0.000 | 0.000 | 200.00 | 1914229.04 |
| 6773 | 2012.12.07 08:33 | buy | 3218 | 0.10 | 106.624 | 0.000 | 0.000 | ||
| 6774 | 2012.12.07 14:32 | close | 3218 | 0.10 | 106.706 | 0.000 | 0.000 | 820.00 | 1915049.04 |
| 6775 | 2012.12.07 15:37 | buy | 3219 | 0.10 | 106.684 | 0.000 | 0.000 | ||
| 6776 | 2012.12.07 15:39 | close | 3219 | 0.10 | 106.706 | 0.000 | 0.000 | 220.00 | 1915269.04 |
| 6777 | 2012.12.07 16:17 | buy | 3220 | 0.10 | 106.548 | 0.000 | 0.000 | ||
| 6778 | 2012.12.07 16:22 | close | 3220 | 0.10 | 106.565 | 0.000 | 0.000 | 170.00 | 1915439.04 |
| 6779 | 2012.12.07 18:56 | buy | 3221 | 0.10 | 106.551 | 0.000 | 0.000 | ||
| 6780 | 2012.12.07 21:54 | close | 3221 | 0.10 | 106.569 | 0.000 | 0.000 | 180.00 | 1915619.04 |
| 6781 | 2012.12.10 00:02 | buy | 3222 | 0.10 | 106.517 | 0.000 | 0.000 | ||
| 6782 | 2012.12.10 00:36 | close | 3222 | 0.10 | 106.559 | 0.000 | 0.000 | 420.00 | 1916039.04 |
| 6783 | 2012.12.10 00:54 | buy | 3223 | 0.10 | 106.478 | 0.000 | 0.000 | ||
| 6784 | 2012.12.10 00:55 | close | 3223 | 0.10 | 106.525 | 0.000 | 0.000 | 470.00 | 1916509.04 |
| 6785 | 2012.12.10 01:06 | buy | 3224 | 0.10 | 106.527 | 0.000 | 0.000 | ||
| 6786 | 2012.12.10 01:09 | close | 3224 | 0.10 | 106.588 | 0.000 | 0.000 | 610.00 | 1917119.04 |
| 6787 | 2012.12.10 01:32 | buy | 3225 | 0.10 | 106.559 | 0.000 | 0.000 | ||
| 6788 | 2012.12.10 18:15 | close | 3225 | 0.10 | 106.572 | 0.000 | 0.000 | 130.00 | 1917249.04 |
| 6789 | 2012.12.10 22:53 | buy | 3226 | 0.10 | 106.565 | 0.000 | 0.000 | ||
| 6790 | 2012.12.10 23:37 | close | 3226 | 0.10 | 106.576 | 0.000 | 0.000 | 110.00 | 1917359.04 |
| 6791 | 2012.12.10 23:46 | buy | 3227 | 0.10 | 106.557 | 0.000 | 0.000 | ||
| 6792 | 2012.12.10 23:52 | close | 3227 | 0.10 | 106.570 | 0.000 | 0.000 | 130.00 | 1917489.04 |
| 6793 | 2012.12.11 01:16 | buy | 3228 | 0.10 | 106.672 | 0.000 | 0.000 | ||
| 6794 | 2012.12.11 01:45 | close | 3228 | 0.10 | 106.685 | 0.000 | 0.000 | 130.00 | 1917619.04 |
| 6795 | 2012.12.11 01:53 | buy | 3229 | 0.10 | 106.636 | 0.000 | 0.000 | ||
| 6796 | 2012.12.11 01:56 | close | 3229 | 0.10 | 106.653 | 0.000 | 0.000 | 170.00 | 1917789.04 |
| 6797 | 2012.12.11 02:29 | buy | 3230 | 0.10 | 106.592 | 0.000 | 0.000 | ||
| 6798 | 2012.12.11 03:51 | close | 3230 | 0.10 | 106.622 | 0.000 | 0.000 | 300.00 | 1918089.04 |
| 6799 | 2012.12.11 04:49 | buy | 3231 | 0.10 | 106.518 | 0.000 | 0.000 | ||
| 6800 | 2012.12.11 05:16 | close | 3231 | 0.10 | 106.529 | 0.000 | 0.000 | 110.00 | 1918199.04 |
| 6801 | 2012.12.11 05:20 | buy | 3232 | 0.10 | 106.493 | 0.000 | 0.000 | ||
| 6802 | 2012.12.11 05:24 | close | 3232 | 0.10 | 106.584 | 0.000 | 0.000 | 910.00 | 1919109.04 |
| 6803 | 2012.12.11 06:19 | buy | 3233 | 0.10 | 106.579 | 0.000 | 0.000 | ||
| 6804 | 2012.12.11 06:24 | close | 3233 | 0.10 | 106.590 | 0.000 | 0.000 | 110.00 | 1919219.04 |
| 6805 | 2012.12.11 08:10 | buy | 3234 | 0.10 | 106.689 | 0.000 | 0.000 | ||
| 6806 | 2012.12.11 08:13 | close | 3234 | 0.10 | 106.703 | 0.000 | 0.000 | 140.00 | 1919359.04 |
| 6807 | 2012.12.11 08:26 | buy | 3235 | 0.10 | 106.639 | 0.000 | 0.000 | ||
| 6808 | 2012.12.11 08:40 | close | 3235 | 0.10 | 106.652 | 0.000 | 0.000 | 130.00 | 1919489.04 |
| 6809 | 2012.12.11 11:17 | buy | 3236 | 0.10 | 106.948 | 0.000 | 0.000 | ||
| 6810 | 2012.12.11 11:19 | close | 3236 | 0.10 | 106.975 | 0.000 | 0.000 | 270.00 | 1919759.04 |
| 6811 | 2012.12.11 12:12 | buy | 3237 | 0.10 | 106.954 | 0.000 | 0.000 | ||
| 6812 | 2012.12.11 12:34 | close | 3237 | 0.10 | 106.987 | 0.000 | 0.000 | 330.00 | 1920089.04 |
| 6813 | 2012.12.11 13:55 | buy | 3238 | 0.10 | 107.057 | 0.000 | 0.000 | ||
| 6814 | 2012.12.11 14:15 | close | 3238 | 0.10 | 107.091 | 0.000 | 0.000 | 340.00 | 1920429.04 |
| 6815 | 2012.12.11 15:07 | buy | 3239 | 0.10 | 106.962 | 0.000 | 0.000 | ||
| 6816 | 2012.12.11 15:11 | close | 3239 | 0.10 | 106.975 | 0.000 | 0.000 | 130.00 | 1920559.04 |
| 6817 | 2012.12.11 17:32 | buy | 3240 | 0.10 | 106.972 | 0.000 | 0.000 | ||
| 6818 | 2012.12.11 17:36 | close | 3240 | 0.10 | 106.997 | 0.000 | 0.000 | 250.00 | 1920809.04 |
| 6819 | 2012.12.11 20:48 | buy | 3241 | 0.10 | 107.281 | 0.000 | 0.000 | ||
| 6820 | 2012.12.11 21:37 | close | 3241 | 0.10 | 107.301 | 0.000 | 0.000 | 200.00 | 1921009.04 |
| 6821 | 2012.12.11 22:48 | buy | 3242 | 0.10 | 107.345 | 0.000 | 0.000 | ||
| 6822 | 2012.12.11 23:57 | close | 3242 | 0.10 | 107.360 | 0.000 | 0.000 | 150.00 | 1921159.04 |
| 6823 | 2012.12.12 00:55 | buy | 3243 | 0.10 | 107.407 | 0.000 | 0.000 | ||
| 6824 | 2012.12.12 04:44 | close | 3243 | 0.10 | 107.422 | 0.000 | 0.000 | 150.00 | 1921309.04 |
| 6825 | 2012.12.12 05:40 | buy | 3244 | 0.10 | 107.420 | 0.000 | 0.000 | ||
| 6826 | 2012.12.12 06:24 | close | 3244 | 0.10 | 107.435 | 0.000 | 0.000 | 150.00 | 1921459.04 |
| 6827 | 2012.12.12 09:18 | buy | 3245 | 0.10 | 107.661 | 0.000 | 0.000 | ||
| 6828 | 2012.12.12 09:22 | close | 3245 | 0.10 | 107.756 | 0.000 | 0.000 | 950.00 | 1922409.04 |
| 6829 | 2012.12.12 10:07 | buy | 3246 | 0.10 | 107.784 | 0.000 | 0.000 | ||
| 6830 | 2012.12.12 10:11 | close | 3246 | 0.10 | 107.809 | 0.000 | 0.000 | 250.00 | 1922659.04 |
| 6831 | 2012.12.12 10:19 | buy | 3247 | 0.10 | 107.784 | 0.000 | 0.000 | ||
| 6832 | 2012.12.12 10:21 | close | 3247 | 0.10 | 107.853 | 0.000 | 0.000 | 690.00 | 1923349.04 |
| 6833 | 2012.12.12 10:37 | buy | 3248 | 0.10 | 107.749 | 0.000 | 0.000 | ||
| 6834 | 2012.12.12 10:39 | close | 3248 | 0.10 | 107.791 | 0.000 | 0.000 | 420.00 | 1923769.04 |
| 6835 | 2012.12.12 12:07 | buy | 3249 | 0.10 | 107.920 | 0.000 | 0.000 | ||
| 6836 | 2012.12.12 12:26 | close | 3249 | 0.10 | 107.932 | 0.000 | 0.000 | 120.00 | 1923889.04 |
| 6837 | 2012.12.12 14:18 | buy | 3250 | 0.10 | 108.064 | 0.000 | 0.000 | ||
| 6838 | 2012.12.12 14:22 | close | 3250 | 0.10 | 108.095 | 0.000 | 0.000 | 310.00 | 1924199.04 |
| 6839 | 2012.12.12 14:44 | buy | 3251 | 0.10 | 108.063 | 0.000 | 0.000 | ||
| 6840 | 2012.12.12 14:52 | close | 3251 | 0.10 | 108.075 | 0.000 | 0.000 | 120.00 | 1924319.04 |
| 6841 | 2012.12.12 15:18 | buy | 3252 | 0.10 | 108.073 | 0.000 | 0.000 | ||
| 6842 | 2012.12.12 16:19 | close | 3252 | 0.10 | 108.086 | 0.000 | 0.000 | 130.00 | 1924449.04 |
| 6843 | 2012.12.12 17:34 | buy | 3253 | 0.10 | 108.394 | 0.000 | 0.000 | ||
| 6844 | 2012.12.12 17:40 | close | 3253 | 0.10 | 108.432 | 0.000 | 0.000 | 380.00 | 1924829.04 |
| 6845 | 2012.12.12 17:49 | buy | 3254 | 0.10 | 108.382 | 0.000 | 0.000 | ||
| 6846 | 2012.12.12 18:26 | close | 3254 | 0.10 | 108.411 | 0.000 | 0.000 | 290.00 | 1925119.04 |
| 6847 | 2012.12.12 19:23 | buy | 3255 | 0.10 | 108.919 | 0.000 | 0.000 | ||
| 6848 | 2012.12.13 01:22 | close | 3255 | 0.10 | 108.933 | 0.000 | 0.000 | 126.41 | 1925245.45 |
| 6849 | 2012.12.13 02:05 | buy | 3256 | 0.10 | 108.937 | 0.000 | 0.000 | ||
| 6850 | 2012.12.13 02:06 | close | 3256 | 0.10 | 108.952 | 0.000 | 0.000 | 150.00 | 1925395.45 |
| 6851 | 2012.12.13 02:49 | buy | 3257 | 0.10 | 108.942 | 0.000 | 0.000 | ||
| 6852 | 2012.12.13 02:55 | close | 3257 | 0.10 | 108.961 | 0.000 | 0.000 | 190.00 | 1925585.45 |
| 6853 | 2012.12.13 03:12 | buy | 3258 | 0.10 | 108.924 | 0.000 | 0.000 | ||
| 6854 | 2012.12.13 03:27 | close | 3258 | 0.10 | 108.938 | 0.000 | 0.000 | 140.00 | 1925725.45 |
| 6855 | 2012.12.13 04:53 | buy | 3259 | 0.10 | 109.314 | 0.000 | 0.000 | ||
| 6856 | 2012.12.13 04:55 | close | 3259 | 0.10 | 109.328 | 0.000 | 0.000 | 140.00 | 1925865.45 |
| 6857 | 2012.12.13 05:41 | buy | 3260 | 0.10 | 109.362 | 0.000 | 0.000 | ||
| 6858 | 2012.12.13 06:28 | close | 3260 | 0.10 | 109.374 | 0.000 | 0.000 | 120.00 | 1925985.45 |
| 6859 | 2012.12.13 07:27 | buy | 3261 | 0.10 | 109.385 | 0.000 | 0.000 | ||
| 6860 | 2012.12.13 07:43 | close | 3261 | 0.10 | 109.409 | 0.000 | 0.000 | 240.00 | 1926225.45 |
| 6861 | 2012.12.13 08:37 | buy | 3262 | 0.10 | 109.385 | 0.000 | 0.000 | ||
| 6862 | 2012.12.13 08:40 | close | 3262 | 0.10 | 109.399 | 0.000 | 0.000 | 140.00 | 1926365.45 |
| 6863 | 2012.12.13 08:54 | buy | 3263 | 0.10 | 109.338 | 0.000 | 0.000 | ||
| 6864 | 2012.12.13 09:23 | close | 3263 | 0.10 | 109.349 | 0.000 | 0.000 | 110.00 | 1926475.45 |
| 6865 | 2012.12.13 09:33 | buy | 3264 | 0.10 | 109.261 | 0.000 | 0.000 | ||
| 6866 | 2012.12.13 16:10 | close | 3264 | 0.10 | 109.281 | 0.000 | 0.000 | 200.00 | 1926675.45 |
| 6867 | 2012.12.13 16:41 | buy | 3265 | 0.10 | 109.372 | 0.000 | 0.000 | ||
| 6868 | 2012.12.13 16:44 | close | 3265 | 0.10 | 109.409 | 0.000 | 0.000 | 370.00 | 1927045.45 |
| 6869 | 2012.12.13 16:55 | buy | 3266 | 0.10 | 109.349 | 0.000 | 0.000 | ||
| 6870 | 2012.12.13 16:57 | close | 3266 | 0.10 | 109.364 | 0.000 | 0.000 | 150.00 | 1927195.45 |
| 6871 | 2012.12.13 17:11 | buy | 3267 | 0.10 | 109.330 | 0.000 | 0.000 | ||
| 6872 | 2012.12.13 17:36 | close | 3267 | 0.10 | 109.351 | 0.000 | 0.000 | 210.00 | 1927405.45 |
| 6873 | 2012.12.13 17:44 | buy | 3268 | 0.10 | 109.287 | 0.000 | 0.000 | ||
| 6874 | 2012.12.13 20:02 | close | 3268 | 0.10 | 109.300 | 0.000 | 0.000 | 130.00 | 1927535.45 |
| 6875 | 2012.12.13 20:42 | buy | 3269 | 0.10 | 109.252 | 0.000 | 0.000 | ||
| 6876 | 2012.12.13 20:44 | close | 3269 | 0.10 | 109.293 | 0.000 | 0.000 | 410.00 | 1927945.45 |
| 6877 | 2012.12.13 20:59 | buy | 3270 | 0.10 | 109.276 | 0.000 | 0.000 | ||
| 6878 | 2012.12.13 21:36 | close | 3270 | 0.10 | 109.294 | 0.000 | 0.000 | 180.00 | 1928125.45 |
| 6879 | 2012.12.13 23:23 | buy | 3271 | 0.10 | 109.336 | 0.000 | 0.000 | ||
| 6880 | 2012.12.13 23:33 | close | 3271 | 0.10 | 109.354 | 0.000 | 0.000 | 180.00 | 1928305.45 |
| 6881 | 2012.12.14 02:20 | buy | 3272 | 0.10 | 109.389 | 0.000 | 0.000 | ||
| 6882 | 2012.12.14 02:27 | close | 3272 | 0.10 | 109.402 | 0.000 | 0.000 | 130.00 | 1928435.45 |
| 6883 | 2012.12.14 03:51 | buy | 3273 | 0.10 | 109.598 | 0.000 | 0.000 | ||
| 6884 | 2012.12.14 03:56 | close | 3273 | 0.10 | 109.618 | 0.000 | 0.000 | 200.00 | 1928635.45 |
| 6885 | 2012.12.14 04:22 | buy | 3274 | 0.10 | 109.783 | 0.000 | 0.000 | ||
| 6886 | 2012.12.14 04:36 | close | 3274 | 0.10 | 109.806 | 0.000 | 0.000 | 230.00 | 1928865.45 |
| 6887 | 2012.12.14 05:25 | buy | 3275 | 0.10 | 109.732 | 0.000 | 0.000 | ||
| 6888 | 2012.12.14 05:34 | close | 3275 | 0.10 | 109.752 | 0.000 | 0.000 | 200.00 | 1929065.45 |
| 6889 | 2012.12.14 06:58 | buy | 3276 | 0.10 | 109.848 | 0.000 | 0.000 | ||
| 6890 | 2012.12.14 07:13 | close | 3276 | 0.10 | 109.948 | 0.000 | 0.000 | 1000.00 | 1930065.45 |
| 6891 | 2012.12.14 07:35 | buy | 3277 | 0.10 | 109.773 | 0.000 | 0.000 | ||
| 6892 | 2012.12.14 07:36 | close | 3277 | 0.10 | 109.826 | 0.000 | 0.000 | 530.00 | 1930595.45 |
| 6893 | 2012.12.14 07:41 | buy | 3278 | 0.10 | 109.715 | 0.000 | 0.000 | ||
| 6894 | 2012.12.14 07:42 | close | 3278 | 0.10 | 109.781 | 0.000 | 0.000 | 660.00 | 1931255.45 |
| 6895 | 2012.12.14 08:07 | buy | 3279 | 0.10 | 109.665 | 0.000 | 0.000 | ||
| 6896 | 2012.12.14 08:12 | close | 3279 | 0.10 | 109.688 | 0.000 | 0.000 | 230.00 | 1931485.45 |
| 6897 | 2012.12.14 08:41 | buy | 3280 | 0.10 | 109.704 | 0.000 | 0.000 | ||
| 6898 | 2012.12.14 08:45 | close | 3280 | 0.10 | 109.716 | 0.000 | 0.000 | 120.00 | 1931605.45 |
| 6899 | 2012.12.14 08:59 | buy | 3281 | 0.10 | 109.702 | 0.000 | 0.000 | ||
| 6900 | 2012.12.14 09:10 | close | 3281 | 0.10 | 109.734 | 0.000 | 0.000 | 320.00 | 1931925.45 |