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 |
| 7201 | 2013.01.17 22:50 | close | 3427 | 0.10 | 120.266 | 0.000 | 0.000 | 280.00 | 1980584.86 |
| 7202 | 2013.01.18 00:22 | buy | 3428 | 0.10 | 120.372 | 0.000 | 0.000 | ||
| 7203 | 2013.01.18 04:58 | close | 3428 | 0.10 | 120.394 | 0.000 | 0.000 | 220.00 | 1980804.86 |
| 7204 | 2013.01.18 05:25 | buy | 3429 | 0.10 | 120.226 | 0.000 | 0.000 | ||
| 7205 | 2013.01.18 05:27 | close | 3429 | 0.10 | 120.394 | 0.000 | 0.000 | 1680.00 | 1982484.86 |
| 7206 | 2013.01.18 06:00 | buy | 3430 | 0.10 | 120.441 | 0.000 | 0.000 | ||
| 7207 | 2013.01.18 06:01 | close | 3430 | 0.10 | 120.504 | 0.000 | 0.000 | 630.00 | 1983114.86 |
| 7208 | 2013.01.18 06:54 | buy | 3431 | 0.10 | 120.483 | 0.000 | 0.000 | ||
| 7209 | 2013.01.18 06:58 | close | 3431 | 0.10 | 120.502 | 0.000 | 0.000 | 190.00 | 1983304.86 |
| 7210 | 2013.01.18 08:35 | buy | 3432 | 0.10 | 120.407 | 0.000 | 0.000 | ||
| 7211 | 2013.01.18 08:37 | close | 3432 | 0.10 | 120.445 | 0.000 | 0.000 | 380.00 | 1983684.86 |
| 7212 | 2013.01.18 08:58 | buy | 3433 | 0.10 | 120.568 | 0.000 | 0.000 | ||
| 7213 | 2013.01.21 11:29 | buy | 3434 | 0.10 | 118.930 | 0.000 | 0.000 | ||
| 7214 | 2013.01.21 11:29 | modify | 3433 | 0.10 | 120.568 | 0.000 | 119.774 | ||
| 7215 | 2013.01.21 11:29 | modify | 3434 | 0.10 | 118.930 | 0.000 | 119.774 | ||
| 7216 | 2013.01.22 04:47 | t/p | 3433 | 0.10 | 119.774 | 0.000 | 119.774 | -7949.98 | 1975734.88 |
| 7217 | 2013.01.22 04:47 | t/p | 3434 | 0.10 | 119.774 | 0.000 | 119.774 | 8435.02 | 1984169.89 |
| 7218 | 2013.01.22 07:45 | buy | 3435 | 0.10 | 119.056 | 0.000 | 0.000 | ||
| 7219 | 2013.01.22 07:48 | close | 3435 | 0.10 | 119.105 | 0.000 | 0.000 | 490.00 | 1984659.89 |
| 7220 | 2013.01.22 08:00 | buy | 3436 | 0.10 | 119.279 | 0.000 | 0.000 | ||
| 7221 | 2013.01.22 08:01 | close | 3436 | 0.10 | 119.339 | 0.000 | 0.000 | 600.00 | 1985259.89 |
| 7222 | 2013.01.22 08:13 | buy | 3437 | 0.10 | 119.268 | 0.000 | 0.000 | ||
| 7223 | 2013.01.22 17:41 | buy | 3438 | 0.10 | 117.737 | 0.000 | 0.000 | ||
| 7224 | 2013.01.22 17:41 | modify | 3437 | 0.10 | 119.268 | 0.000 | 118.528 | ||
| 7225 | 2013.01.22 17:41 | modify | 3438 | 0.10 | 117.737 | 0.000 | 118.528 | ||
| 7226 | 2013.01.24 04:41 | t/p | 3437 | 0.10 | 118.528 | 0.000 | 118.528 | -7419.66 | 1977840.24 |
| 7227 | 2013.01.24 04:41 | t/p | 3438 | 0.10 | 118.528 | 0.000 | 118.528 | 7890.34 | 1985730.58 |
| 7228 | 2013.01.24 05:30 | buy | 3439 | 0.10 | 118.638 | 0.000 | 0.000 | ||
| 7229 | 2013.01.24 05:32 | close | 3439 | 0.10 | 118.685 | 0.000 | 0.000 | 470.00 | 1986200.58 |
| 7230 | 2013.01.24 05:45 | buy | 3440 | 0.10 | 118.719 | 0.000 | 0.000 | ||
| 7231 | 2013.01.24 06:35 | close | 3440 | 0.10 | 119.021 | 0.000 | 0.000 | 3020.00 | 1989220.58 |
| 7232 | 2013.01.24 06:58 | buy | 3441 | 0.10 | 118.879 | 0.000 | 0.000 | ||
| 7233 | 2013.01.24 06:59 | close | 3441 | 0.10 | 118.952 | 0.000 | 0.000 | 730.00 | 1989950.58 |
| 7234 | 2013.01.24 07:11 | buy | 3442 | 0.10 | 118.835 | 0.000 | 0.000 | ||
| 7235 | 2013.01.24 07:15 | close | 3442 | 0.10 | 118.870 | 0.000 | 0.000 | 350.00 | 1990300.58 |
| 7236 | 2013.01.24 07:50 | buy | 3443 | 0.10 | 119.147 | 0.000 | 0.000 | ||
| 7237 | 2013.01.24 07:52 | close | 3443 | 0.10 | 119.184 | 0.000 | 0.000 | 370.00 | 1990670.58 |
| 7238 | 2013.01.24 08:49 | buy | 3444 | 0.10 | 119.118 | 0.000 | 0.000 | ||
| 7239 | 2013.01.24 09:30 | close | 3444 | 0.10 | 119.130 | 0.000 | 0.000 | 120.00 | 1990790.58 |
| 7240 | 2013.01.24 10:33 | buy | 3445 | 0.10 | 119.321 | 0.000 | 0.000 | ||
| 7241 | 2013.01.24 10:36 | close | 3445 | 0.10 | 119.363 | 0.000 | 0.000 | 420.00 | 1991210.58 |
| 7242 | 2013.01.24 11:25 | buy | 3446 | 0.10 | 119.375 | 0.000 | 0.000 | ||
| 7243 | 2013.01.24 11:27 | close | 3446 | 0.10 | 119.387 | 0.000 | 0.000 | 120.00 | 1991330.58 |
| 7244 | 2013.01.24 11:42 | buy | 3447 | 0.10 | 119.365 | 0.000 | 0.000 | ||
| 7245 | 2013.01.24 11:47 | close | 3447 | 0.10 | 119.403 | 0.000 | 0.000 | 380.00 | 1991710.58 |
| 7246 | 2013.01.24 12:27 | buy | 3448 | 0.10 | 119.449 | 0.000 | 0.000 | ||
| 7247 | 2013.01.24 13:53 | close | 3448 | 0.10 | 119.491 | 0.000 | 0.000 | 420.00 | 1992130.58 |
| 7248 | 2013.01.24 14:00 | buy | 3449 | 0.10 | 119.425 | 0.000 | 0.000 | ||
| 7249 | 2013.01.24 14:01 | close | 3449 | 0.10 | 119.462 | 0.000 | 0.000 | 370.00 | 1992500.58 |
| 7250 | 2013.01.24 15:08 | buy | 3450 | 0.10 | 120.019 | 0.000 | 0.000 | ||
| 7251 | 2013.01.24 16:06 | close | 3450 | 0.10 | 120.104 | 0.000 | 0.000 | 850.00 | 1993350.58 |
| 7252 | 2013.01.24 16:14 | buy | 3451 | 0.10 | 120.019 | 0.000 | 0.000 | ||
| 7253 | 2013.01.24 16:17 | close | 3451 | 0.10 | 120.043 | 0.000 | 0.000 | 240.00 | 1993590.58 |
| 7254 | 2013.01.24 16:55 | buy | 3452 | 0.10 | 120.288 | 0.000 | 0.000 | ||
| 7255 | 2013.01.24 16:59 | close | 3452 | 0.10 | 120.343 | 0.000 | 0.000 | 550.00 | 1994140.58 |
| 7256 | 2013.01.24 17:37 | buy | 3453 | 0.10 | 120.244 | 0.000 | 0.000 | ||
| 7257 | 2013.01.24 17:39 | close | 3453 | 0.10 | 120.309 | 0.000 | 0.000 | 650.00 | 1994790.58 |
| 7258 | 2013.01.24 18:07 | buy | 3454 | 0.10 | 120.328 | 0.000 | 0.000 | ||
| 7259 | 2013.01.24 18:13 | close | 3454 | 0.10 | 120.358 | 0.000 | 0.000 | 300.00 | 1995090.58 |
| 7260 | 2013.01.24 18:33 | buy | 3455 | 0.10 | 120.453 | 0.000 | 0.000 | ||
| 7261 | 2013.01.24 21:21 | close | 3455 | 0.10 | 120.508 | 0.000 | 0.000 | 550.00 | 1995640.58 |
| 7262 | 2013.01.24 21:34 | buy | 3456 | 0.10 | 120.556 | 0.000 | 0.000 | ||
| 7263 | 2013.01.24 21:37 | close | 3456 | 0.10 | 120.617 | 0.000 | 0.000 | 610.00 | 1996250.58 |
| 7264 | 2013.01.24 21:44 | buy | 3457 | 0.10 | 120.602 | 0.000 | 0.000 | ||
| 7265 | 2013.01.24 21:47 | close | 3457 | 0.10 | 120.634 | 0.000 | 0.000 | 320.00 | 1996570.58 |
| 7266 | 2013.01.24 22:38 | buy | 3458 | 0.10 | 120.867 | 0.000 | 0.000 | ||
| 7267 | 2013.01.24 22:42 | close | 3458 | 0.10 | 120.881 | 0.000 | 0.000 | 140.00 | 1996710.58 |
| 7268 | 2013.01.24 22:56 | buy | 3459 | 0.10 | 120.886 | 0.000 | 0.000 | ||
| 7269 | 2013.01.24 23:56 | close | 3459 | 0.10 | 120.963 | 0.000 | 0.000 | 770.00 | 1997480.58 |
| 7270 | 2013.01.25 00:02 | buy | 3460 | 0.10 | 120.863 | 0.000 | 0.000 | ||
| 7271 | 2013.01.25 00:14 | close | 3460 | 0.10 | 120.911 | 0.000 | 0.000 | 480.00 | 1997960.58 |
| 7272 | 2013.01.25 01:01 | buy | 3461 | 0.10 | 121.010 | 0.000 | 0.000 | ||
| 7273 | 2013.01.25 01:50 | close | 3461 | 0.10 | 121.031 | 0.000 | 0.000 | 210.00 | 1998170.58 |
| 7274 | 2013.01.25 02:02 | buy | 3462 | 0.10 | 120.812 | 0.000 | 0.000 | ||
| 7275 | 2013.01.25 02:22 | close | 3462 | 0.10 | 120.833 | 0.000 | 0.000 | 210.00 | 1998380.58 |
| 7276 | 2013.01.25 04:08 | buy | 3463 | 0.10 | 120.940 | 0.000 | 0.000 | ||
| 7277 | 2013.01.25 04:36 | close | 3463 | 0.10 | 120.972 | 0.000 | 0.000 | 320.00 | 1998700.58 |
| 7278 | 2013.01.25 04:44 | buy | 3464 | 0.10 | 120.922 | 0.000 | 0.000 | ||
| 7279 | 2013.01.25 06:37 | close | 3464 | 0.10 | 120.972 | 0.000 | 0.000 | 500.00 | 1999200.58 |
| 7280 | 2013.01.25 07:19 | buy | 3465 | 0.10 | 121.014 | 0.000 | 0.000 | ||
| 7281 | 2013.01.25 07:44 | close | 3465 | 0.10 | 121.028 | 0.000 | 0.000 | 140.00 | 1999340.58 |
| 7282 | 2013.01.25 09:18 | buy | 3466 | 0.10 | 121.406 | 0.000 | 0.000 | ||
| 7283 | 2013.01.25 09:21 | close | 3466 | 0.10 | 121.467 | 0.000 | 0.000 | 610.00 | 1999950.58 |
| 7284 | 2013.01.25 09:35 | buy | 3467 | 0.10 | 121.513 | 0.000 | 0.000 | ||
| 7285 | 2013.01.25 09:43 | close | 3467 | 0.10 | 121.549 | 0.000 | 0.000 | 360.00 | 2000310.58 |
| 7286 | 2013.01.25 11:55 | buy | 3468 | 0.10 | 121.816 | 0.000 | 0.000 | ||
| 7287 | 2013.01.25 11:57 | close | 3468 | 0.10 | 121.840 | 0.000 | 0.000 | 240.00 | 2000550.58 |
| 7288 | 2013.01.25 12:01 | buy | 3469 | 0.10 | 121.697 | 0.000 | 0.000 | ||
| 7289 | 2013.01.25 12:02 | close | 3469 | 0.10 | 122.099 | 0.000 | 0.000 | 4020.00 | 2004570.58 |
| 7290 | 2013.01.25 12:37 | buy | 3470 | 0.10 | 122.223 | 0.000 | 0.000 | ||
| 7291 | 2013.01.25 12:55 | close | 3470 | 0.10 | 122.263 | 0.000 | 0.000 | 400.00 | 2004970.58 |
| 7292 | 2013.01.25 13:00 | buy | 3471 | 0.10 | 122.155 | 0.000 | 0.000 | ||
| 7293 | 2013.01.25 13:02 | close | 3471 | 0.10 | 122.193 | 0.000 | 0.000 | 380.00 | 2005350.58 |
| 7294 | 2013.01.25 14:27 | buy | 3472 | 0.10 | 122.655 | 0.000 | 0.000 | ||
| 7295 | 2013.01.25 18:19 | close | 3472 | 0.10 | 122.679 | 0.000 | 0.000 | 240.00 | 2005590.58 |
| 7296 | 2013.01.25 18:22 | buy | 3473 | 0.10 | 122.605 | 0.000 | 0.000 | ||
| 7297 | 2013.01.25 18:33 | close | 3473 | 0.10 | 122.616 | 0.000 | 0.000 | 110.00 | 2005700.58 |
| 7298 | 2013.01.25 18:46 | buy | 3474 | 0.10 | 122.548 | 0.000 | 0.000 | ||
| 7299 | 2013.01.25 18:50 | close | 3474 | 0.10 | 122.574 | 0.000 | 0.000 | 260.00 | 2005960.58 |
| 7300 | 2013.01.25 18:55 | buy | 3475 | 0.10 | 122.550 | 0.000 | 0.000 | ||
| 7301 | 2013.01.25 19:32 | close | 3475 | 0.10 | 122.577 | 0.000 | 0.000 | 270.00 | 2006230.58 |
| 7302 | 2013.01.25 19:58 | buy | 3476 | 0.10 | 122.585 | 0.000 | 0.000 | ||
| 7303 | 2013.01.25 20:00 | close | 3476 | 0.10 | 122.633 | 0.000 | 0.000 | 480.00 | 2006710.58 |
| 7304 | 2013.01.25 20:06 | buy | 3477 | 0.10 | 122.602 | 0.000 | 0.000 | ||
| 7305 | 2013.01.25 20:11 | close | 3477 | 0.10 | 122.661 | 0.000 | 0.000 | 590.00 | 2007300.58 |
| 7306 | 2013.01.25 20:19 | buy | 3478 | 0.10 | 122.627 | 0.000 | 0.000 | ||
| 7307 | 2013.01.25 20:23 | close | 3478 | 0.10 | 122.643 | 0.000 | 0.000 | 160.00 | 2007460.58 |
| 7308 | 2013.01.25 21:23 | buy | 3479 | 0.10 | 122.394 | 0.000 | 0.000 | ||
| 7309 | 2013.01.25 21:27 | close | 3479 | 0.10 | 122.407 | 0.000 | 0.000 | 130.00 | 2007590.58 |
| 7310 | 2013.01.25 21:45 | buy | 3480 | 0.10 | 122.349 | 0.000 | 0.000 | ||
| 7311 | 2013.01.25 21:55 | close | 3480 | 0.10 | 122.370 | 0.000 | 0.000 | 210.00 | 2007800.58 |
| 7312 | 2013.01.25 22:55 | buy | 3481 | 0.10 | 122.276 | 0.000 | 0.000 | ||
| 7313 | 2013.01.25 23:00 | close | 3481 | 0.10 | 122.335 | 0.000 | 0.000 | 590.00 | 2008390.58 |
| 7314 | 2013.01.28 02:11 | buy | 3482 | 0.10 | 122.343 | 0.000 | 0.000 | ||
| 7315 | 2013.01.28 02:17 | close | 3482 | 0.10 | 122.360 | 0.000 | 0.000 | 170.00 | 2008560.58 |
| 7316 | 2013.01.28 02:29 | buy | 3483 | 0.10 | 122.305 | 0.000 | 0.000 | ||
| 7317 | 2013.01.28 02:31 | close | 3483 | 0.10 | 122.316 | 0.000 | 0.000 | 110.00 | 2008670.58 |
| 7318 | 2013.01.28 02:35 | buy | 3484 | 0.10 | 122.230 | 0.000 | 0.000 | ||
| 7319 | 2013.01.28 02:39 | close | 3484 | 0.10 | 122.253 | 0.000 | 0.000 | 230.00 | 2008900.58 |
| 7320 | 2013.01.28 03:43 | buy | 3485 | 0.10 | 122.481 | 0.000 | 0.000 | ||
| 7321 | 2013.01.28 03:53 | close | 3485 | 0.10 | 122.492 | 0.000 | 0.000 | 110.00 | 2009010.58 |
| 7322 | 2013.01.28 04:10 | buy | 3486 | 0.10 | 122.552 | 0.000 | 0.000 | ||
| 7323 | 2013.01.28 04:12 | close | 3486 | 0.10 | 122.566 | 0.000 | 0.000 | 140.00 | 2009150.58 |
| 7324 | 2013.01.28 04:16 | buy | 3487 | 0.10 | 122.531 | 0.000 | 0.000 | ||
| 7325 | 2013.01.28 05:48 | close | 3487 | 0.10 | 122.552 | 0.000 | 0.000 | 210.00 | 2009360.58 |
| 7326 | 2013.01.28 05:52 | buy | 3488 | 0.10 | 122.486 | 0.000 | 0.000 | ||
| 7327 | 2013.01.28 05:54 | close | 3488 | 0.10 | 122.508 | 0.000 | 0.000 | 220.00 | 2009580.58 |
| 7328 | 2013.01.28 06:56 | buy | 3489 | 0.10 | 122.486 | 0.000 | 0.000 | ||
| 7329 | 2013.01.28 14:58 | close | 3489 | 0.10 | 122.583 | 0.000 | 0.000 | 970.00 | 2010550.58 |
| 7330 | 2013.01.28 15:16 | buy | 3490 | 0.10 | 122.406 | 0.000 | 0.000 | ||
| 7331 | 2013.01.28 15:19 | close | 3490 | 0.10 | 122.420 | 0.000 | 0.000 | 140.00 | 2010690.58 |
| 7332 | 2013.01.28 15:33 | buy | 3491 | 0.10 | 122.310 | 0.000 | 0.000 | ||
| 7333 | 2013.01.29 04:16 | close | 3491 | 0.10 | 122.337 | 0.000 | 0.000 | 264.92 | 2010955.50 |
| 7334 | 2013.01.29 04:39 | buy | 3492 | 0.10 | 122.287 | 0.000 | 0.000 | ||
| 7335 | 2013.01.29 04:41 | close | 3492 | 0.10 | 122.332 | 0.000 | 0.000 | 450.00 | 2011405.50 |
| 7336 | 2013.01.29 05:11 | buy | 3493 | 0.10 | 122.319 | 0.000 | 0.000 | ||
| 7337 | 2013.01.29 05:22 | close | 3493 | 0.10 | 122.366 | 0.000 | 0.000 | 470.00 | 2011875.50 |
| 7338 | 2013.01.29 05:45 | buy | 3494 | 0.10 | 122.235 | 0.000 | 0.000 | ||
| 7339 | 2013.01.29 05:47 | close | 3494 | 0.10 | 122.274 | 0.000 | 0.000 | 390.00 | 2012265.50 |
| 7340 | 2013.01.29 05:50 | buy | 3495 | 0.10 | 122.113 | 0.000 | 0.000 | ||
| 7341 | 2013.01.29 05:55 | close | 3495 | 0.10 | 122.173 | 0.000 | 0.000 | 600.00 | 2012865.50 |
| 7342 | 2013.01.29 06:13 | buy | 3496 | 0.10 | 122.117 | 0.000 | 0.000 | ||
| 7343 | 2013.01.29 06:35 | close | 3496 | 0.10 | 122.143 | 0.000 | 0.000 | 260.00 | 2013125.50 |
| 7344 | 2013.01.29 07:49 | buy | 3497 | 0.10 | 122.087 | 0.000 | 0.000 | ||
| 7345 | 2013.01.29 15:24 | close | 3497 | 0.10 | 122.129 | 0.000 | 0.000 | 420.00 | 2013545.50 |
| 7346 | 2013.01.29 15:58 | buy | 3498 | 0.10 | 122.167 | 0.000 | 0.000 | ||
| 7347 | 2013.01.29 16:01 | close | 3498 | 0.10 | 122.233 | 0.000 | 0.000 | 660.00 | 2014205.50 |
| 7348 | 2013.01.29 16:30 | buy | 3499 | 0.10 | 122.221 | 0.000 | 0.000 | ||
| 7349 | 2013.01.29 16:45 | close | 3499 | 0.10 | 122.237 | 0.000 | 0.000 | 160.00 | 2014365.50 |
| 7350 | 2013.01.29 17:33 | buy | 3500 | 0.10 | 122.150 | 0.000 | 0.000 | ||