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 |
| 7051 | 2013.01.09 04:15 | buy | 3355 | 0.10 | 114.306 | 0.000 | 0.000 | ||
| 7052 | 2013.01.09 04:54 | close | 3355 | 0.10 | 114.332 | 0.000 | 0.000 | 260.00 | 1952438.81 |
| 7053 | 2013.01.09 05:21 | buy | 3356 | 0.10 | 114.262 | 0.000 | 0.000 | ||
| 7054 | 2013.01.09 05:41 | close | 3356 | 0.10 | 114.284 | 0.000 | 0.000 | 220.00 | 1952658.81 |
| 7055 | 2013.01.09 07:05 | buy | 3357 | 0.10 | 114.467 | 0.000 | 0.000 | ||
| 7056 | 2013.01.09 07:43 | close | 3357 | 0.10 | 114.496 | 0.000 | 0.000 | 290.00 | 1952948.81 |
| 7057 | 2013.01.09 08:29 | buy | 3358 | 0.10 | 114.451 | 0.000 | 0.000 | ||
| 7058 | 2013.01.09 08:33 | close | 3358 | 0.10 | 114.468 | 0.000 | 0.000 | 170.00 | 1953118.81 |
| 7059 | 2013.01.09 08:40 | buy | 3359 | 0.10 | 114.424 | 0.000 | 0.000 | ||
| 7060 | 2013.01.09 08:44 | close | 3359 | 0.10 | 114.447 | 0.000 | 0.000 | 230.00 | 1953348.81 |
| 7061 | 2013.01.09 09:01 | buy | 3360 | 0.10 | 114.342 | 0.000 | 0.000 | ||
| 7062 | 2013.01.09 09:03 | close | 3360 | 0.10 | 114.388 | 0.000 | 0.000 | 460.00 | 1953808.81 |
| 7063 | 2013.01.09 10:18 | buy | 3361 | 0.10 | 114.603 | 0.000 | 0.000 | ||
| 7064 | 2013.01.09 10:22 | close | 3361 | 0.10 | 114.633 | 0.000 | 0.000 | 300.00 | 1954108.81 |
| 7065 | 2013.01.09 10:27 | buy | 3362 | 0.10 | 114.589 | 0.000 | 0.000 | ||
| 7066 | 2013.01.09 16:03 | close | 3362 | 0.10 | 114.617 | 0.000 | 0.000 | 280.00 | 1954388.81 |
| 7067 | 2013.01.09 16:36 | buy | 3363 | 0.10 | 114.550 | 0.000 | 0.000 | ||
| 7068 | 2013.01.09 16:52 | close | 3363 | 0.10 | 114.568 | 0.000 | 0.000 | 180.00 | 1954568.81 |
| 7069 | 2013.01.09 17:23 | buy | 3364 | 0.10 | 114.648 | 0.000 | 0.000 | ||
| 7070 | 2013.01.09 17:27 | close | 3364 | 0.10 | 114.719 | 0.000 | 0.000 | 710.00 | 1955278.81 |
| 7071 | 2013.01.09 18:31 | buy | 3365 | 0.10 | 114.950 | 0.000 | 0.000 | ||
| 7072 | 2013.01.09 19:02 | close | 3365 | 0.10 | 114.962 | 0.000 | 0.000 | 120.00 | 1955398.81 |
| 7073 | 2013.01.09 19:06 | buy | 3366 | 0.10 | 114.913 | 0.000 | 0.000 | ||
| 7074 | 2013.01.09 23:37 | close | 3366 | 0.10 | 114.972 | 0.000 | 0.000 | 590.00 | 1955988.81 |
| 7075 | 2013.01.10 00:01 | buy | 3367 | 0.10 | 114.866 | 0.000 | 0.000 | ||
| 7076 | 2013.01.10 00:05 | close | 3367 | 0.10 | 114.916 | 0.000 | 0.000 | 500.00 | 1956488.81 |
| 7077 | 2013.01.10 00:14 | buy | 3368 | 0.10 | 114.900 | 0.000 | 0.000 | ||
| 7078 | 2013.01.10 00:23 | close | 3368 | 0.10 | 114.923 | 0.000 | 0.000 | 230.00 | 1956718.81 |
| 7079 | 2013.01.10 01:14 | buy | 3369 | 0.10 | 114.901 | 0.000 | 0.000 | ||
| 7080 | 2013.01.10 01:19 | close | 3369 | 0.10 | 114.916 | 0.000 | 0.000 | 150.00 | 1956868.81 |
| 7081 | 2013.01.10 02:15 | buy | 3370 | 0.10 | 114.914 | 0.000 | 0.000 | ||
| 7082 | 2013.01.10 02:17 | close | 3370 | 0.10 | 114.972 | 0.000 | 0.000 | 580.00 | 1957448.81 |
| 7083 | 2013.01.10 02:26 | buy | 3371 | 0.10 | 114.942 | 0.000 | 0.000 | ||
| 7084 | 2013.01.10 02:31 | close | 3371 | 0.10 | 114.983 | 0.000 | 0.000 | 410.00 | 1957858.81 |
| 7085 | 2013.01.10 02:40 | buy | 3372 | 0.10 | 114.928 | 0.000 | 0.000 | ||
| 7086 | 2013.01.10 03:32 | close | 3372 | 0.10 | 114.943 | 0.000 | 0.000 | 150.00 | 1958008.81 |
| 7087 | 2013.01.10 05:06 | buy | 3373 | 0.10 | 114.905 | 0.000 | 0.000 | ||
| 7088 | 2013.01.10 05:13 | close | 3373 | 0.10 | 114.935 | 0.000 | 0.000 | 300.00 | 1958308.81 |
| 7089 | 2013.01.10 09:33 | buy | 3374 | 0.10 | 115.175 | 0.000 | 0.000 | ||
| 7090 | 2013.01.10 09:37 | close | 3374 | 0.10 | 115.207 | 0.000 | 0.000 | 320.00 | 1958628.81 |
| 7091 | 2013.01.10 09:41 | buy | 3375 | 0.10 | 115.091 | 0.000 | 0.000 | ||
| 7092 | 2013.01.10 09:45 | close | 3375 | 0.10 | 115.133 | 0.000 | 0.000 | 420.00 | 1959048.81 |
| 7093 | 2013.01.10 11:11 | buy | 3376 | 0.10 | 115.408 | 0.000 | 0.000 | ||
| 7094 | 2013.01.10 11:15 | close | 3376 | 0.10 | 115.443 | 0.000 | 0.000 | 350.00 | 1959398.81 |
| 7095 | 2013.01.10 11:46 | buy | 3377 | 0.10 | 115.364 | 0.000 | 0.000 | ||
| 7096 | 2013.01.10 11:49 | close | 3377 | 0.10 | 115.375 | 0.000 | 0.000 | 110.00 | 1959508.81 |
| 7097 | 2013.01.10 14:35 | buy | 3378 | 0.10 | 115.608 | 0.000 | 0.000 | ||
| 7098 | 2013.01.10 14:38 | close | 3378 | 0.10 | 115.678 | 0.000 | 0.000 | 700.00 | 1960208.81 |
| 7099 | 2013.01.10 15:06 | buy | 3379 | 0.10 | 116.298 | 0.000 | 0.000 | ||
| 7100 | 2013.01.10 15:11 | close | 3379 | 0.10 | 116.325 | 0.000 | 0.000 | 270.00 | 1960478.81 |
| 7101 | 2013.01.10 15:43 | buy | 3380 | 0.10 | 116.157 | 0.000 | 0.000 | ||
| 7102 | 2013.01.10 15:44 | close | 3380 | 0.10 | 116.197 | 0.000 | 0.000 | 400.00 | 1960878.81 |
| 7103 | 2013.01.10 15:49 | buy | 3381 | 0.10 | 116.070 | 0.000 | 0.000 | ||
| 7104 | 2013.01.10 15:53 | close | 3381 | 0.10 | 116.193 | 0.000 | 0.000 | 1230.00 | 1962108.81 |
| 7105 | 2013.01.10 16:48 | buy | 3382 | 0.10 | 116.466 | 0.000 | 0.000 | ||
| 7106 | 2013.01.10 16:52 | close | 3382 | 0.10 | 116.497 | 0.000 | 0.000 | 310.00 | 1962418.81 |
| 7107 | 2013.01.10 18:10 | buy | 3383 | 0.10 | 116.532 | 0.000 | 0.000 | ||
| 7108 | 2013.01.10 18:14 | close | 3383 | 0.10 | 116.559 | 0.000 | 0.000 | 270.00 | 1962688.81 |
| 7109 | 2013.01.10 19:15 | buy | 3384 | 0.10 | 116.843 | 0.000 | 0.000 | ||
| 7110 | 2013.01.10 19:20 | close | 3384 | 0.10 | 116.879 | 0.000 | 0.000 | 360.00 | 1963048.81 |
| 7111 | 2013.01.10 20:53 | buy | 3385 | 0.10 | 116.891 | 0.000 | 0.000 | ||
| 7112 | 2013.01.10 21:18 | close | 3385 | 0.10 | 116.908 | 0.000 | 0.000 | 170.00 | 1963218.81 |
| 7113 | 2013.01.10 22:44 | buy | 3386 | 0.10 | 117.585 | 0.000 | 0.000 | ||
| 7114 | 2013.01.10 22:57 | close | 3386 | 0.10 | 117.679 | 0.000 | 0.000 | 940.00 | 1964158.81 |
| 7115 | 2013.01.10 23:43 | buy | 3387 | 0.10 | 117.972 | 0.000 | 0.000 | ||
| 7116 | 2013.01.10 23:45 | close | 3387 | 0.10 | 118.029 | 0.000 | 0.000 | 570.00 | 1964728.81 |
| 7117 | 2013.01.10 23:48 | buy | 3388 | 0.10 | 117.936 | 0.000 | 0.000 | ||
| 7118 | 2013.01.10 23:50 | close | 3388 | 0.10 | 118.005 | 0.000 | 0.000 | 690.00 | 1965418.81 |
| 7119 | 2013.01.11 00:36 | buy | 3389 | 0.10 | 117.971 | 0.000 | 0.000 | ||
| 7120 | 2013.01.11 00:39 | close | 3389 | 0.10 | 117.988 | 0.000 | 0.000 | 170.00 | 1965588.81 |
| 7121 | 2013.01.11 01:04 | buy | 3390 | 0.10 | 118.379 | 0.000 | 0.000 | ||
| 7122 | 2013.01.11 01:10 | close | 3390 | 0.10 | 118.398 | 0.000 | 0.000 | 190.00 | 1965778.81 |
| 7123 | 2013.01.11 01:18 | buy | 3391 | 0.10 | 118.345 | 0.000 | 0.000 | ||
| 7124 | 2013.01.11 14:19 | close | 3391 | 0.10 | 118.373 | 0.000 | 0.000 | 280.00 | 1966058.81 |
| 7125 | 2013.01.11 15:22 | buy | 3392 | 0.10 | 119.080 | 0.000 | 0.000 | ||
| 7126 | 2013.01.11 15:23 | close | 3392 | 0.10 | 119.204 | 0.000 | 0.000 | 1240.00 | 1967298.81 |
| 7127 | 2013.01.11 16:04 | buy | 3393 | 0.10 | 119.095 | 0.000 | 0.000 | ||
| 7128 | 2013.01.11 17:53 | close | 3393 | 0.10 | 119.110 | 0.000 | 0.000 | 150.00 | 1967448.81 |
| 7129 | 2013.01.11 18:05 | buy | 3394 | 0.10 | 119.119 | 0.000 | 0.000 | ||
| 7130 | 2013.01.11 18:11 | close | 3394 | 0.10 | 119.134 | 0.000 | 0.000 | 150.00 | 1967598.81 |
| 7131 | 2013.01.11 18:34 | buy | 3395 | 0.10 | 119.059 | 0.000 | 0.000 | ||
| 7132 | 2013.01.11 18:36 | close | 3395 | 0.10 | 119.082 | 0.000 | 0.000 | 230.00 | 1967828.81 |
| 7133 | 2013.01.11 18:54 | buy | 3396 | 0.10 | 119.100 | 0.000 | 0.000 | ||
| 7134 | 2013.01.14 00:01 | close | 3396 | 0.10 | 119.524 | 0.000 | 0.000 | 4235.02 | 1972063.83 |
| 7135 | 2013.01.14 15:05 | buy | 3397 | 0.10 | 119.165 | 0.000 | 0.000 | ||
| 7136 | 2013.01.14 15:07 | close | 3397 | 0.10 | 119.191 | 0.000 | 0.000 | 260.00 | 1972323.83 |
| 7137 | 2013.01.14 15:56 | buy | 3398 | 0.10 | 119.032 | 0.000 | 0.000 | ||
| 7138 | 2013.01.14 16:00 | close | 3398 | 0.10 | 119.055 | 0.000 | 0.000 | 230.00 | 1972553.83 |
| 7139 | 2013.01.14 17:22 | buy | 3399 | 0.10 | 119.343 | 0.000 | 0.000 | ||
| 7140 | 2013.01.14 17:29 | close | 3399 | 0.10 | 119.364 | 0.000 | 0.000 | 210.00 | 1972763.83 |
| 7141 | 2013.01.14 18:09 | buy | 3400 | 0.10 | 119.426 | 0.000 | 0.000 | ||
| 7142 | 2013.01.14 18:56 | close | 3400 | 0.10 | 119.445 | 0.000 | 0.000 | 190.00 | 1972953.83 |
| 7143 | 2013.01.14 19:48 | buy | 3401 | 0.10 | 119.395 | 0.000 | 0.000 | ||
| 7144 | 2013.01.14 20:00 | close | 3401 | 0.10 | 119.418 | 0.000 | 0.000 | 230.00 | 1973183.83 |
| 7145 | 2013.01.14 22:13 | buy | 3402 | 0.10 | 119.584 | 0.000 | 0.000 | ||
| 7146 | 2013.01.14 22:17 | close | 3402 | 0.10 | 119.646 | 0.000 | 0.000 | 620.00 | 1973803.83 |
| 7147 | 2013.01.14 22:32 | buy | 3403 | 0.10 | 119.617 | 0.000 | 0.000 | ||
| 7148 | 2013.01.14 22:42 | close | 3403 | 0.10 | 119.663 | 0.000 | 0.000 | 460.00 | 1974263.83 |
| 7149 | 2013.01.14 23:34 | buy | 3404 | 0.10 | 119.724 | 0.000 | 0.000 | ||
| 7150 | 2013.01.14 23:51 | close | 3404 | 0.10 | 119.737 | 0.000 | 0.000 | 130.00 | 1974393.83 |
| 7151 | 2013.01.14 23:55 | buy | 3405 | 0.10 | 119.724 | 0.000 | 0.000 | ||
| 7152 | 2013.01.15 00:23 | close | 3405 | 0.10 | 119.743 | 0.000 | 0.000 | 185.01 | 1974578.84 |
| 7153 | 2013.01.15 00:54 | buy | 3406 | 0.10 | 119.666 | 0.000 | 0.000 | ||
| 7154 | 2013.01.15 00:56 | close | 3406 | 0.10 | 119.694 | 0.000 | 0.000 | 280.00 | 1974858.84 |
| 7155 | 2013.01.15 03:05 | buy | 3407 | 0.10 | 119.895 | 0.000 | 0.000 | ||
| 7156 | 2013.01.15 03:09 | close | 3407 | 0.10 | 119.908 | 0.000 | 0.000 | 130.00 | 1974988.84 |
| 7157 | 2013.01.15 03:27 | buy | 3408 | 0.10 | 119.863 | 0.000 | 0.000 | ||
| 7158 | 2013.01.15 07:52 | buy | 3409 | 0.10 | 118.359 | 0.000 | 0.000 | ||
| 7159 | 2013.01.15 07:52 | modify | 3408 | 0.10 | 119.863 | 0.000 | 119.136 | ||
| 7160 | 2013.01.15 07:52 | modify | 3409 | 0.10 | 118.359 | 0.000 | 119.136 | ||
| 7161 | 2013.01.16 13:45 | buy | 3410 | 0.10 | 116.928 | 0.000 | 0.000 | ||
| 7162 | 2013.01.16 13:45 | modify | 3408 | 0.10 | 119.863 | 0.000 | 118.400 | ||
| 7163 | 2013.01.16 13:45 | modify | 3409 | 0.10 | 118.359 | 0.000 | 118.400 | ||
| 7164 | 2013.01.16 13:45 | modify | 3410 | 0.10 | 116.928 | 0.000 | 118.400 | ||
| 7165 | 2013.01.17 09:52 | t/p | 3408 | 0.10 | 118.400 | 0.000 | 118.400 | -14649.63 | 1960339.21 |
| 7166 | 2013.01.17 09:52 | t/p | 3409 | 0.10 | 118.400 | 0.000 | 118.400 | 390.37 | 1960729.57 |
| 7167 | 2013.01.17 09:52 | t/p | 3410 | 0.10 | 118.400 | 0.000 | 118.400 | 14705.29 | 1975434.86 |
| 7168 | 2013.01.17 10:25 | buy | 3411 | 0.10 | 118.462 | 0.000 | 0.000 | ||
| 7169 | 2013.01.17 10:28 | close | 3411 | 0.10 | 118.504 | 0.000 | 0.000 | 420.00 | 1975854.86 |
| 7170 | 2013.01.17 11:19 | buy | 3412 | 0.10 | 119.109 | 0.000 | 0.000 | ||
| 7171 | 2013.01.17 11:34 | close | 3412 | 0.10 | 119.167 | 0.000 | 0.000 | 580.00 | 1976434.86 |
| 7172 | 2013.01.17 12:07 | buy | 3413 | 0.10 | 119.300 | 0.000 | 0.000 | ||
| 7173 | 2013.01.17 12:12 | close | 3413 | 0.10 | 119.319 | 0.000 | 0.000 | 190.00 | 1976624.86 |
| 7174 | 2013.01.17 12:16 | buy | 3414 | 0.10 | 119.179 | 0.000 | 0.000 | ||
| 7175 | 2013.01.17 12:18 | close | 3414 | 0.10 | 119.239 | 0.000 | 0.000 | 600.00 | 1977224.86 |
| 7176 | 2013.01.17 12:55 | buy | 3415 | 0.10 | 119.517 | 0.000 | 0.000 | ||
| 7177 | 2013.01.17 13:06 | close | 3415 | 0.10 | 119.556 | 0.000 | 0.000 | 390.00 | 1977614.86 |
| 7178 | 2013.01.17 13:29 | buy | 3416 | 0.10 | 119.454 | 0.000 | 0.000 | ||
| 7179 | 2013.01.17 13:49 | close | 3416 | 0.10 | 119.488 | 0.000 | 0.000 | 340.00 | 1977954.86 |
| 7180 | 2013.01.17 13:55 | buy | 3417 | 0.10 | 119.444 | 0.000 | 0.000 | ||
| 7181 | 2013.01.17 14:24 | close | 3417 | 0.10 | 119.474 | 0.000 | 0.000 | 300.00 | 1978254.86 |
| 7182 | 2013.01.17 14:58 | buy | 3418 | 0.10 | 119.333 | 0.000 | 0.000 | ||
| 7183 | 2013.01.17 15:03 | close | 3418 | 0.10 | 119.348 | 0.000 | 0.000 | 150.00 | 1978404.86 |
| 7184 | 2013.01.17 15:09 | buy | 3419 | 0.10 | 119.248 | 0.000 | 0.000 | ||
| 7185 | 2013.01.17 15:20 | close | 3419 | 0.10 | 119.263 | 0.000 | 0.000 | 150.00 | 1978554.86 |
| 7186 | 2013.01.17 16:32 | buy | 3420 | 0.10 | 119.248 | 0.000 | 0.000 | ||
| 7187 | 2013.01.17 16:38 | close | 3420 | 0.10 | 119.261 | 0.000 | 0.000 | 130.00 | 1978684.86 |
| 7188 | 2013.01.17 17:48 | buy | 3421 | 0.10 | 119.446 | 0.000 | 0.000 | ||
| 7189 | 2013.01.17 18:03 | close | 3421 | 0.10 | 119.469 | 0.000 | 0.000 | 230.00 | 1978914.86 |
| 7190 | 2013.01.17 19:33 | buy | 3422 | 0.10 | 119.943 | 0.000 | 0.000 | ||
| 7191 | 2013.01.17 19:40 | close | 3422 | 0.10 | 119.963 | 0.000 | 0.000 | 200.00 | 1979114.86 |
| 7192 | 2013.01.17 20:26 | buy | 3423 | 0.10 | 120.216 | 0.000 | 0.000 | ||
| 7193 | 2013.01.17 20:33 | close | 3423 | 0.10 | 120.233 | 0.000 | 0.000 | 170.00 | 1979284.86 |
| 7194 | 2013.01.17 20:45 | buy | 3424 | 0.10 | 120.251 | 0.000 | 0.000 | ||
| 7195 | 2013.01.17 20:47 | close | 3424 | 0.10 | 120.306 | 0.000 | 0.000 | 550.00 | 1979834.86 |
| 7196 | 2013.01.17 21:40 | buy | 3425 | 0.10 | 120.302 | 0.000 | 0.000 | ||
| 7197 | 2013.01.17 21:42 | close | 3425 | 0.10 | 120.336 | 0.000 | 0.000 | 340.00 | 1980174.86 |
| 7198 | 2013.01.17 21:48 | buy | 3426 | 0.10 | 120.295 | 0.000 | 0.000 | ||
| 7199 | 2013.01.17 22:20 | close | 3426 | 0.10 | 120.308 | 0.000 | 0.000 | 130.00 | 1980304.86 |
| 7200 | 2013.01.17 22:45 | buy | 3427 | 0.10 | 120.238 | 0.000 | 0.000 | ||