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 |
| 6901 | 2012.12.14 09:34 | buy | 3282 | 0.10 | 109.578 | 0.000 | 0.000 | ||
| 6902 | 2012.12.14 09:44 | close | 3282 | 0.10 | 109.603 | 0.000 | 0.000 | 250.00 | 1932175.45 |
| 6903 | 2012.12.14 10:09 | buy | 3283 | 0.10 | 109.563 | 0.000 | 0.000 | ||
| 6904 | 2012.12.14 10:11 | close | 3283 | 0.10 | 109.634 | 0.000 | 0.000 | 710.00 | 1932885.45 |
| 6905 | 2012.12.14 10:19 | buy | 3284 | 0.10 | 109.665 | 0.000 | 0.000 | ||
| 6906 | 2012.12.14 10:21 | close | 3284 | 0.10 | 109.682 | 0.000 | 0.000 | 170.00 | 1933055.45 |
| 6907 | 2012.12.14 11:03 | buy | 3285 | 0.10 | 109.619 | 0.000 | 0.000 | ||
| 6908 | 2012.12.14 11:06 | close | 3285 | 0.10 | 109.655 | 0.000 | 0.000 | 360.00 | 1933415.45 |
| 6909 | 2012.12.14 11:27 | buy | 3286 | 0.10 | 109.541 | 0.000 | 0.000 | ||
| 6910 | 2012.12.14 11:58 | close | 3286 | 0.10 | 109.555 | 0.000 | 0.000 | 140.00 | 1933555.45 |
| 6911 | 2012.12.14 12:32 | buy | 3287 | 0.10 | 109.700 | 0.000 | 0.000 | ||
| 6912 | 2012.12.14 17:43 | close | 3287 | 0.10 | 109.736 | 0.000 | 0.000 | 360.00 | 1933915.45 |
| 6913 | 2012.12.14 18:24 | buy | 3288 | 0.10 | 109.822 | 0.000 | 0.000 | ||
| 6914 | 2012.12.14 18:37 | close | 3288 | 0.10 | 109.840 | 0.000 | 0.000 | 180.00 | 1934095.45 |
| 6915 | 2012.12.14 19:08 | buy | 3289 | 0.10 | 109.767 | 0.000 | 0.000 | ||
| 6916 | 2012.12.14 19:13 | close | 3289 | 0.10 | 109.779 | 0.000 | 0.000 | 120.00 | 1934215.45 |
| 6917 | 2012.12.14 20:15 | buy | 3290 | 0.10 | 109.810 | 0.000 | 0.000 | ||
| 6918 | 2012.12.14 21:28 | close | 3290 | 0.10 | 109.846 | 0.000 | 0.000 | 360.00 | 1934575.45 |
| 6919 | 2012.12.14 21:50 | buy | 3291 | 0.10 | 109.826 | 0.000 | 0.000 | ||
| 6920 | 2012.12.14 21:54 | close | 3291 | 0.10 | 109.846 | 0.000 | 0.000 | 200.00 | 1934775.45 |
| 6921 | 2012.12.14 22:25 | buy | 3292 | 0.10 | 109.792 | 0.000 | 0.000 | ||
| 6922 | 2012.12.14 22:29 | close | 3292 | 0.10 | 109.806 | 0.000 | 0.000 | 140.00 | 1934915.45 |
| 6923 | 2012.12.18 01:11 | buy | 3293 | 0.10 | 110.454 | 0.000 | 0.000 | ||
| 6924 | 2012.12.18 02:20 | close | 3293 | 0.10 | 110.471 | 0.000 | 0.000 | 170.00 | 1935085.45 |
| 6925 | 2012.12.18 03:50 | buy | 3294 | 0.10 | 110.597 | 0.000 | 0.000 | ||
| 6926 | 2012.12.18 04:23 | close | 3294 | 0.10 | 110.610 | 0.000 | 0.000 | 130.00 | 1935215.45 |
| 6927 | 2012.12.18 05:19 | buy | 3295 | 0.10 | 110.626 | 0.000 | 0.000 | ||
| 6928 | 2012.12.18 05:33 | close | 3295 | 0.10 | 110.637 | 0.000 | 0.000 | 110.00 | 1935325.45 |
| 6929 | 2012.12.18 06:38 | buy | 3296 | 0.10 | 110.603 | 0.000 | 0.000 | ||
| 6930 | 2012.12.18 06:42 | close | 3296 | 0.10 | 110.617 | 0.000 | 0.000 | 140.00 | 1935465.45 |
| 6931 | 2012.12.18 07:22 | buy | 3297 | 0.10 | 110.663 | 0.000 | 0.000 | ||
| 6932 | 2012.12.18 11:10 | close | 3297 | 0.10 | 110.687 | 0.000 | 0.000 | 240.00 | 1935705.45 |
| 6933 | 2012.12.18 11:53 | buy | 3298 | 0.10 | 110.584 | 0.000 | 0.000 | ||
| 6934 | 2012.12.18 12:21 | close | 3298 | 0.10 | 110.601 | 0.000 | 0.000 | 170.00 | 1935875.45 |
| 6935 | 2012.12.18 12:37 | buy | 3299 | 0.10 | 110.515 | 0.000 | 0.000 | ||
| 6936 | 2012.12.18 12:50 | close | 3299 | 0.10 | 110.540 | 0.000 | 0.000 | 250.00 | 1936125.45 |
| 6937 | 2012.12.18 13:38 | buy | 3300 | 0.10 | 110.530 | 0.000 | 0.000 | ||
| 6938 | 2012.12.18 13:45 | close | 3300 | 0.10 | 110.562 | 0.000 | 0.000 | 320.00 | 1936445.45 |
| 6939 | 2012.12.18 14:29 | buy | 3301 | 0.10 | 110.490 | 0.000 | 0.000 | ||
| 6940 | 2012.12.18 14:31 | close | 3301 | 0.10 | 110.508 | 0.000 | 0.000 | 180.00 | 1936625.45 |
| 6941 | 2012.12.18 16:07 | buy | 3302 | 0.10 | 110.660 | 0.000 | 0.000 | ||
| 6942 | 2012.12.18 16:11 | close | 3302 | 0.10 | 110.689 | 0.000 | 0.000 | 290.00 | 1936915.45 |
| 6943 | 2012.12.18 18:30 | buy | 3303 | 0.10 | 111.131 | 0.000 | 0.000 | ||
| 6944 | 2012.12.18 18:31 | close | 3303 | 0.10 | 111.148 | 0.000 | 0.000 | 170.00 | 1937085.45 |
| 6945 | 2012.12.18 20:26 | buy | 3304 | 0.10 | 111.382 | 0.000 | 0.000 | ||
| 6946 | 2012.12.18 23:45 | close | 3304 | 0.10 | 111.406 | 0.000 | 0.000 | 240.00 | 1937325.45 |
| 6947 | 2012.12.19 01:31 | buy | 3305 | 0.10 | 111.624 | 0.000 | 0.000 | ||
| 6948 | 2012.12.19 01:39 | close | 3305 | 0.10 | 111.645 | 0.000 | 0.000 | 210.00 | 1937535.45 |
| 6949 | 2012.12.19 02:59 | buy | 3306 | 0.10 | 111.554 | 0.000 | 0.000 | ||
| 6950 | 2012.12.19 03:12 | close | 3306 | 0.10 | 111.571 | 0.000 | 0.000 | 170.00 | 1937705.45 |
| 6951 | 2012.12.19 03:34 | buy | 3307 | 0.10 | 111.526 | 0.000 | 0.000 | ||
| 6952 | 2012.12.19 03:35 | close | 3307 | 0.10 | 111.554 | 0.000 | 0.000 | 280.00 | 1937985.45 |
| 6953 | 2012.12.19 04:33 | buy | 3308 | 0.10 | 111.658 | 0.000 | 0.000 | ||
| 6954 | 2012.12.19 05:02 | close | 3308 | 0.10 | 111.674 | 0.000 | 0.000 | 160.00 | 1938145.45 |
| 6955 | 2012.12.19 05:23 | buy | 3309 | 0.10 | 111.659 | 0.000 | 0.000 | ||
| 6956 | 2012.12.19 06:17 | close | 3309 | 0.10 | 111.684 | 0.000 | 0.000 | 250.00 | 1938395.45 |
| 6957 | 2012.12.19 07:43 | buy | 3310 | 0.10 | 111.637 | 0.000 | 0.000 | ||
| 6958 | 2012.12.19 07:48 | close | 3310 | 0.10 | 111.652 | 0.000 | 0.000 | 150.00 | 1938545.45 |
| 6959 | 2012.12.19 08:15 | buy | 3311 | 0.10 | 111.593 | 0.000 | 0.000 | ||
| 6960 | 2012.12.19 08:16 | close | 3311 | 0.10 | 111.608 | 0.000 | 0.000 | 150.00 | 1938695.45 |
| 6961 | 2012.12.19 09:01 | buy | 3312 | 0.10 | 111.712 | 0.000 | 0.000 | ||
| 6962 | 2012.12.19 09:13 | close | 3312 | 0.10 | 111.731 | 0.000 | 0.000 | 190.00 | 1938885.45 |
| 6963 | 2012.12.19 09:49 | buy | 3313 | 0.10 | 111.580 | 0.000 | 0.000 | ||
| 6964 | 2012.12.19 09:54 | close | 3313 | 0.10 | 111.601 | 0.000 | 0.000 | 210.00 | 1939095.45 |
| 6965 | 2012.12.19 12:17 | buy | 3314 | 0.10 | 112.043 | 0.000 | 0.000 | ||
| 6966 | 2012.12.19 12:19 | close | 3314 | 0.10 | 112.082 | 0.000 | 0.000 | 390.00 | 1939485.45 |
| 6967 | 2012.12.19 13:04 | buy | 3315 | 0.10 | 112.087 | 0.000 | 0.000 | ||
| 6968 | 2012.12.19 13:09 | close | 3315 | 0.10 | 112.119 | 0.000 | 0.000 | 320.00 | 1939805.45 |
| 6969 | 2012.12.19 13:54 | buy | 3316 | 0.10 | 112.311 | 0.000 | 0.000 | ||
| 6970 | 2012.12.19 13:55 | close | 3316 | 0.10 | 112.322 | 0.000 | 0.000 | 110.00 | 1939915.45 |
| 6971 | 2012.12.19 15:14 | buy | 3317 | 0.10 | 112.371 | 0.000 | 0.000 | ||
| 6972 | 2012.12.19 15:39 | close | 3317 | 0.10 | 112.403 | 0.000 | 0.000 | 320.00 | 1940235.45 |
| 6973 | 2012.12.19 15:46 | buy | 3318 | 0.10 | 112.401 | 0.000 | 0.000 | ||
| 6974 | 2012.12.19 23:16 | buy | 3319 | 0.10 | 110.894 | 0.000 | 0.000 | ||
| 6975 | 2012.12.19 23:16 | modify | 3318 | 0.10 | 112.401 | 0.000 | 111.673 | ||
| 6976 | 2012.12.19 23:16 | modify | 3319 | 0.10 | 110.894 | 0.000 | 111.673 | ||
| 6977 | 2012.12.20 14:30 | t/p | 3318 | 0.10 | 111.673 | 0.000 | 111.673 | -7293.88 | 1932941.57 |
| 6978 | 2012.12.20 14:30 | t/p | 3319 | 0.10 | 111.673 | 0.000 | 111.673 | 7776.12 | 1940717.70 |
| 6979 | 2012.12.20 14:57 | buy | 3320 | 0.10 | 111.972 | 0.000 | 0.000 | ||
| 6980 | 2012.12.20 15:01 | close | 3320 | 0.10 | 112.026 | 0.000 | 0.000 | 540.00 | 1941257.70 |
| 6981 | 2012.12.20 15:09 | buy | 3321 | 0.10 | 111.966 | 0.000 | 0.000 | ||
| 6982 | 2012.12.20 15:10 | close | 3321 | 0.10 | 112.003 | 0.000 | 0.000 | 370.00 | 1941627.70 |
| 6983 | 2012.12.20 15:25 | buy | 3322 | 0.10 | 111.851 | 0.000 | 0.000 | ||
| 6984 | 2012.12.20 15:27 | close | 3322 | 0.10 | 111.920 | 0.000 | 0.000 | 690.00 | 1942317.70 |
| 6985 | 2012.12.20 15:45 | buy | 3323 | 0.10 | 111.770 | 0.000 | 0.000 | ||
| 6986 | 2012.12.20 15:50 | close | 3323 | 0.10 | 111.817 | 0.000 | 0.000 | 470.00 | 1942787.70 |
| 6987 | 2012.12.20 17:23 | buy | 3324 | 0.10 | 111.628 | 0.000 | 0.000 | ||
| 6988 | 2012.12.20 19:06 | close | 3324 | 0.10 | 111.645 | 0.000 | 0.000 | 170.00 | 1942957.70 |
| 6989 | 2012.12.20 21:16 | buy | 3325 | 0.10 | 111.754 | 0.000 | 0.000 | ||
| 6990 | 2012.12.20 21:49 | close | 3325 | 0.10 | 111.780 | 0.000 | 0.000 | 260.00 | 1943217.70 |
| 6991 | 2012.12.21 01:06 | buy | 3326 | 0.10 | 111.692 | 0.000 | 0.000 | ||
| 6992 | 2012.12.24 12:11 | close | 3326 | 0.10 | 111.722 | 0.000 | 0.000 | 295.37 | 1943513.06 |
| 6993 | 2013.01.07 01:12 | buy | 3327 | 0.10 | 115.046 | 0.000 | 0.000 | ||
| 6994 | 2013.01.07 01:14 | close | 3327 | 0.10 | 115.072 | 0.000 | 0.000 | 260.00 | 1943773.06 |
| 6995 | 2013.01.07 01:22 | buy | 3328 | 0.10 | 115.035 | 0.000 | 0.000 | ||
| 6996 | 2013.01.07 02:07 | close | 3328 | 0.10 | 115.061 | 0.000 | 0.000 | 260.00 | 1944033.06 |
| 6997 | 2013.01.07 02:34 | buy | 3329 | 0.10 | 114.942 | 0.000 | 0.000 | ||
| 6998 | 2013.01.07 02:38 | close | 3329 | 0.10 | 114.964 | 0.000 | 0.000 | 220.00 | 1944253.06 |
| 6999 | 2013.01.07 02:41 | buy | 3330 | 0.10 | 114.938 | 0.000 | 0.000 | ||
| 7000 | 2013.01.07 02:56 | close | 3330 | 0.10 | 114.956 | 0.000 | 0.000 | 180.00 | 1944433.06 |
| 7001 | 2013.01.07 03:03 | buy | 3331 | 0.10 | 114.917 | 0.000 | 0.000 | ||
| 7002 | 2013.01.07 03:11 | close | 3331 | 0.10 | 114.933 | 0.000 | 0.000 | 160.00 | 1944593.06 |
| 7003 | 2013.01.07 03:21 | buy | 3332 | 0.10 | 114.969 | 0.000 | 0.000 | ||
| 7004 | 2013.01.07 03:44 | close | 3332 | 0.10 | 114.985 | 0.000 | 0.000 | 160.00 | 1944753.06 |
| 7005 | 2013.01.07 03:54 | buy | 3333 | 0.10 | 115.053 | 0.000 | 0.000 | ||
| 7006 | 2013.01.07 04:24 | close | 3333 | 0.10 | 115.067 | 0.000 | 0.000 | 140.00 | 1944893.06 |
| 7007 | 2013.01.07 04:50 | buy | 3334 | 0.10 | 114.986 | 0.000 | 0.000 | ||
| 7008 | 2013.01.07 04:53 | close | 3334 | 0.10 | 115.015 | 0.000 | 0.000 | 290.00 | 1945183.06 |
| 7009 | 2013.01.07 05:27 | buy | 3335 | 0.10 | 114.882 | 0.000 | 0.000 | ||
| 7010 | 2013.01.07 05:34 | close | 3335 | 0.10 | 114.907 | 0.000 | 0.000 | 250.00 | 1945433.06 |
| 7011 | 2013.01.07 05:40 | buy | 3336 | 0.10 | 114.877 | 0.000 | 0.000 | ||
| 7012 | 2013.01.07 16:12 | close | 3336 | 0.10 | 114.895 | 0.000 | 0.000 | 180.00 | 1945613.06 |
| 7013 | 2013.01.07 16:22 | buy | 3337 | 0.10 | 114.850 | 0.000 | 0.000 | ||
| 7014 | 2013.01.07 16:30 | close | 3337 | 0.10 | 114.890 | 0.000 | 0.000 | 400.00 | 1946013.06 |
| 7015 | 2013.01.07 16:53 | buy | 3338 | 0.10 | 114.968 | 0.000 | 0.000 | ||
| 7016 | 2013.01.07 16:57 | close | 3338 | 0.10 | 114.979 | 0.000 | 0.000 | 110.00 | 1946123.06 |
| 7017 | 2013.01.07 17:22 | buy | 3339 | 0.10 | 115.030 | 0.000 | 0.000 | ||
| 7018 | 2013.01.07 17:24 | close | 3339 | 0.10 | 115.053 | 0.000 | 0.000 | 230.00 | 1946353.06 |
| 7019 | 2013.01.07 17:30 | buy | 3340 | 0.10 | 114.985 | 0.000 | 0.000 | ||
| 7020 | 2013.01.07 17:32 | close | 3340 | 0.10 | 115.006 | 0.000 | 0.000 | 210.00 | 1946563.06 |
| 7021 | 2013.01.07 17:49 | buy | 3341 | 0.10 | 114.881 | 0.000 | 0.000 | ||
| 7022 | 2013.01.07 17:52 | close | 3341 | 0.10 | 114.900 | 0.000 | 0.000 | 190.00 | 1946753.06 |
| 7023 | 2013.01.07 18:42 | buy | 3342 | 0.10 | 114.934 | 0.000 | 0.000 | ||
| 7024 | 2013.01.07 18:49 | close | 3342 | 0.10 | 114.965 | 0.000 | 0.000 | 310.00 | 1947063.06 |
| 7025 | 2013.01.07 19:32 | buy | 3343 | 0.10 | 114.954 | 0.000 | 0.000 | ||
| 7026 | 2013.01.07 20:27 | close | 3343 | 0.10 | 114.966 | 0.000 | 0.000 | 120.00 | 1947183.06 |
| 7027 | 2013.01.07 21:38 | buy | 3344 | 0.10 | 115.096 | 0.000 | 0.000 | ||
| 7028 | 2013.01.07 21:49 | close | 3344 | 0.10 | 115.111 | 0.000 | 0.000 | 150.00 | 1947333.06 |
| 7029 | 2013.01.07 21:56 | buy | 3345 | 0.10 | 115.096 | 0.000 | 0.000 | ||
| 7030 | 2013.01.07 22:12 | close | 3345 | 0.10 | 115.125 | 0.000 | 0.000 | 290.00 | 1947623.06 |
| 7031 | 2013.01.07 23:50 | buy | 3346 | 0.10 | 114.863 | 0.000 | 0.000 | ||
| 7032 | 2013.01.08 00:07 | close | 3346 | 0.10 | 114.888 | 0.000 | 0.000 | 245.22 | 1947868.28 |
| 7033 | 2013.01.08 00:10 | buy | 3347 | 0.10 | 114.752 | 0.000 | 0.000 | ||
| 7034 | 2013.01.08 00:13 | close | 3347 | 0.10 | 114.795 | 0.000 | 0.000 | 430.00 | 1948298.28 |
| 7035 | 2013.01.08 00:42 | buy | 3348 | 0.10 | 114.785 | 0.000 | 0.000 | ||
| 7036 | 2013.01.08 01:54 | close | 3348 | 0.10 | 114.826 | 0.000 | 0.000 | 410.00 | 1948708.28 |
| 7037 | 2013.01.08 02:07 | buy | 3349 | 0.10 | 114.815 | 0.000 | 0.000 | ||
| 7038 | 2013.01.08 02:11 | close | 3349 | 0.10 | 114.831 | 0.000 | 0.000 | 160.00 | 1948868.28 |
| 7039 | 2013.01.08 02:17 | buy | 3350 | 0.10 | 114.766 | 0.000 | 0.000 | ||
| 7040 | 2013.01.08 03:27 | close | 3350 | 0.10 | 114.991 | 0.000 | 0.000 | 2250.00 | 1951118.28 |
| 7041 | 2013.01.08 03:56 | buy | 3351 | 0.10 | 115.036 | 0.000 | 0.000 | ||
| 7042 | 2013.01.08 03:59 | close | 3351 | 0.10 | 115.076 | 0.000 | 0.000 | 400.00 | 1951518.28 |
| 7043 | 2013.01.08 04:42 | buy | 3352 | 0.10 | 115.063 | 0.000 | 0.000 | ||
| 7044 | 2013.01.08 23:45 | buy | 3353 | 0.10 | 113.560 | 0.000 | 0.000 | ||
| 7045 | 2013.01.08 23:45 | modify | 3352 | 0.10 | 115.063 | 0.000 | 114.337 | ||
| 7046 | 2013.01.08 23:45 | modify | 3353 | 0.10 | 113.560 | 0.000 | 114.337 | ||
| 7047 | 2013.01.09 02:55 | t/p | 3352 | 0.10 | 114.337 | 0.000 | 114.337 | -7264.73 | 1944253.55 |
| 7048 | 2013.01.09 02:55 | t/p | 3353 | 0.10 | 114.337 | 0.000 | 114.337 | 7765.27 | 1952018.81 |
| 7049 | 2013.01.09 03:39 | buy | 3354 | 0.10 | 114.308 | 0.000 | 0.000 | ||
| 7050 | 2013.01.09 03:41 | close | 3354 | 0.10 | 114.324 | 0.000 | 0.000 | 160.00 | 1952178.81 |