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 |
| 601 | 2010.04.06 14:56 | modify | 288 | 0.10 | 126.942 | 0.000 | 126.193 | ||
| 602 | 2010.04.06 14:56 | modify | 289 | 0.10 | 125.393 | 0.000 | 126.193 | ||
| 603 | 2010.04.08 09:49 | buy | 290 | 0.10 | 123.814 | 0.000 | 0.000 | ||
| 604 | 2010.04.08 09:49 | modify | 288 | 0.10 | 126.942 | 0.000 | 125.400 | ||
| 605 | 2010.04.08 09:49 | modify | 289 | 0.10 | 125.393 | 0.000 | 125.400 | ||
| 606 | 2010.04.08 09:49 | modify | 290 | 0.10 | 123.814 | 0.000 | 125.400 | ||
| 607 | 2010.04.09 08:59 | t/p | 288 | 0.10 | 125.400 | 0.000 | 125.400 | -15445.98 | 1070431.67 |
| 608 | 2010.04.09 08:59 | t/p | 289 | 0.10 | 125.400 | 0.000 | 125.400 | 44.02 | 1070475.69 |
| 609 | 2010.04.09 08:59 | t/p | 290 | 0.10 | 125.400 | 0.000 | 125.400 | 15854.80 | 1086330.49 |
| 610 | 2010.04.13 01:01 | buy | 291 | 0.10 | 126.657 | 0.000 | 0.000 | ||
| 611 | 2010.04.13 01:21 | close | 291 | 0.10 | 126.673 | 0.000 | 0.000 | 160.00 | 1086490.49 |
| 612 | 2010.04.13 02:07 | buy | 292 | 0.10 | 126.476 | 0.000 | 0.000 | ||
| 613 | 2010.04.13 09:12 | close | 292 | 0.10 | 126.489 | 0.000 | 0.000 | 130.00 | 1086620.49 |
| 614 | 2010.04.13 11:42 | buy | 293 | 0.10 | 126.196 | 0.000 | 0.000 | ||
| 615 | 2010.04.13 11:47 | close | 293 | 0.10 | 126.236 | 0.000 | 0.000 | 400.00 | 1087020.49 |
| 616 | 2010.04.13 13:13 | buy | 294 | 0.10 | 126.597 | 0.000 | 0.000 | ||
| 617 | 2010.04.13 13:23 | close | 294 | 0.10 | 126.628 | 0.000 | 0.000 | 310.00 | 1087330.49 |
| 618 | 2010.04.13 13:31 | buy | 295 | 0.10 | 126.450 | 0.000 | 0.000 | ||
| 619 | 2010.04.13 13:51 | close | 295 | 0.10 | 126.467 | 0.000 | 0.000 | 170.00 | 1087500.49 |
| 620 | 2010.04.13 14:08 | buy | 296 | 0.10 | 126.493 | 0.000 | 0.000 | ||
| 621 | 2010.04.13 17:30 | close | 296 | 0.10 | 126.528 | 0.000 | 0.000 | 350.00 | 1087850.49 |
| 622 | 2010.04.13 17:40 | buy | 297 | 0.10 | 126.472 | 0.000 | 0.000 | ||
| 623 | 2010.04.13 17:42 | close | 297 | 0.10 | 126.509 | 0.000 | 0.000 | 370.00 | 1088220.49 |
| 624 | 2010.04.13 17:49 | buy | 298 | 0.10 | 126.435 | 0.000 | 0.000 | ||
| 625 | 2010.04.13 17:50 | close | 298 | 0.10 | 126.466 | 0.000 | 0.000 | 310.00 | 1088530.49 |
| 626 | 2010.04.13 18:23 | buy | 299 | 0.10 | 126.463 | 0.000 | 0.000 | ||
| 627 | 2010.04.13 18:26 | close | 299 | 0.10 | 126.474 | 0.000 | 0.000 | 110.00 | 1088640.49 |
| 628 | 2010.04.14 20:11 | buy | 300 | 0.10 | 127.097 | 0.000 | 0.000 | ||
| 629 | 2010.04.14 20:17 | close | 300 | 0.10 | 127.118 | 0.000 | 0.000 | 210.00 | 1088850.49 |
| 630 | 2010.04.14 21:28 | buy | 301 | 0.10 | 127.183 | 0.000 | 0.000 | ||
| 631 | 2010.04.14 21:31 | close | 301 | 0.10 | 127.206 | 0.000 | 0.000 | 230.00 | 1089080.49 |
| 632 | 2010.04.14 21:45 | buy | 302 | 0.10 | 127.244 | 0.000 | 0.000 | ||
| 633 | 2010.04.14 21:52 | close | 302 | 0.10 | 127.268 | 0.000 | 0.000 | 240.00 | 1089320.49 |
| 634 | 2010.04.14 22:13 | buy | 303 | 0.10 | 127.255 | 0.000 | 0.000 | ||
| 635 | 2010.04.14 22:22 | close | 303 | 0.10 | 127.273 | 0.000 | 0.000 | 180.00 | 1089500.49 |
| 636 | 2010.04.15 14:32 | buy | 304 | 0.10 | 126.103 | 0.000 | 0.000 | ||
| 637 | 2010.04.15 14:36 | close | 304 | 0.10 | 126.181 | 0.000 | 0.000 | 780.00 | 1090280.49 |
| 638 | 2010.04.15 17:27 | buy | 305 | 0.10 | 126.168 | 0.000 | 0.000 | ||
| 639 | 2010.04.15 18:38 | close | 305 | 0.10 | 126.185 | 0.000 | 0.000 | 170.00 | 1090450.49 |
| 640 | 2010.04.15 19:35 | buy | 306 | 0.10 | 126.263 | 0.000 | 0.000 | ||
| 641 | 2010.04.15 20:24 | close | 306 | 0.10 | 126.290 | 0.000 | 0.000 | 270.00 | 1090720.49 |
| 642 | 2010.04.15 20:28 | buy | 307 | 0.10 | 126.265 | 0.000 | 0.000 | ||
| 643 | 2010.04.15 20:52 | close | 307 | 0.10 | 126.284 | 0.000 | 0.000 | 190.00 | 1090910.49 |
| 644 | 2010.04.15 21:10 | buy | 308 | 0.10 | 126.286 | 0.000 | 0.000 | ||
| 645 | 2010.04.15 21:57 | close | 308 | 0.10 | 126.317 | 0.000 | 0.000 | 310.00 | 1091220.49 |
| 646 | 2010.04.16 01:06 | buy | 309 | 0.10 | 126.233 | 0.000 | 0.000 | ||
| 647 | 2010.04.16 01:09 | close | 309 | 0.10 | 126.254 | 0.000 | 0.000 | 210.00 | 1091430.49 |
| 648 | 2010.04.16 01:32 | buy | 310 | 0.10 | 126.250 | 0.000 | 0.000 | ||
| 649 | 2010.04.16 01:34 | close | 310 | 0.10 | 126.272 | 0.000 | 0.000 | 220.00 | 1091650.49 |
| 650 | 2010.04.16 01:45 | buy | 311 | 0.10 | 126.288 | 0.000 | 0.000 | ||
| 651 | 2010.04.16 01:47 | close | 311 | 0.10 | 126.311 | 0.000 | 0.000 | 230.00 | 1091880.49 |
| 652 | 2010.04.16 02:03 | buy | 312 | 0.10 | 126.253 | 0.000 | 0.000 | ||
| 653 | 2010.04.16 20:28 | buy | 313 | 0.10 | 124.413 | 0.000 | 0.000 | ||
| 654 | 2010.04.16 20:28 | modify | 312 | 0.10 | 126.253 | 0.000 | 125.358 | ||
| 655 | 2010.04.16 20:28 | modify | 313 | 0.10 | 124.413 | 0.000 | 125.358 | ||
| 656 | 2010.04.20 10:59 | t/p | 312 | 0.10 | 125.358 | 0.000 | 125.358 | -8960.36 | 1082920.13 |
| 657 | 2010.04.20 10:59 | t/p | 313 | 0.10 | 125.358 | 0.000 | 125.358 | 9439.64 | 1092359.77 |
| 658 | 2010.04.20 20:00 | buy | 314 | 0.10 | 125.262 | 0.000 | 0.000 | ||
| 659 | 2010.04.20 20:05 | close | 314 | 0.10 | 125.286 | 0.000 | 0.000 | 240.00 | 1092599.77 |
| 660 | 2010.04.20 22:52 | buy | 315 | 0.10 | 125.242 | 0.000 | 0.000 | ||
| 661 | 2010.04.20 23:03 | close | 315 | 0.10 | 125.253 | 0.000 | 0.000 | 110.00 | 1092709.77 |
| 662 | 2010.04.20 23:52 | buy | 316 | 0.10 | 125.280 | 0.000 | 0.000 | ||
| 663 | 2010.04.20 23:59 | close | 316 | 0.10 | 125.293 | 0.000 | 0.000 | 130.00 | 1092839.77 |
| 664 | 2010.04.21 00:25 | buy | 317 | 0.10 | 125.248 | 0.000 | 0.000 | ||
| 665 | 2010.04.21 08:05 | close | 317 | 0.10 | 125.272 | 0.000 | 0.000 | 240.00 | 1093079.77 |
| 666 | 2010.04.21 15:55 | buy | 318 | 0.10 | 125.137 | 0.000 | 0.000 | ||
| 667 | 2010.04.22 15:52 | buy | 319 | 0.10 | 123.364 | 0.000 | 0.000 | ||
| 668 | 2010.04.22 15:52 | modify | 318 | 0.10 | 125.137 | 0.000 | 124.276 | ||
| 669 | 2010.04.22 15:52 | modify | 319 | 0.10 | 123.364 | 0.000 | 124.276 | ||
| 670 | 2010.04.22 19:15 | t/p | 318 | 0.10 | 124.276 | 0.000 | 124.276 | -8625.59 | 1084454.19 |
| 671 | 2010.04.22 19:15 | t/p | 319 | 0.10 | 124.276 | 0.000 | 124.276 | 9120.00 | 1093574.19 |
| 672 | 2010.04.22 22:20 | buy | 320 | 0.10 | 124.383 | 0.000 | 0.000 | ||
| 673 | 2010.04.23 10:49 | close | 320 | 0.10 | 124.413 | 0.000 | 0.000 | 294.83 | 1093869.01 |
| 674 | 2010.04.26 16:19 | buy | 321 | 0.10 | 125.151 | 0.000 | 0.000 | ||
| 675 | 2010.04.26 16:23 | close | 321 | 0.10 | 125.171 | 0.000 | 0.000 | 200.00 | 1094069.01 |
| 676 | 2010.04.26 17:56 | buy | 322 | 0.10 | 125.416 | 0.000 | 0.000 | ||
| 677 | 2010.04.26 17:58 | close | 322 | 0.10 | 125.435 | 0.000 | 0.000 | 190.00 | 1094259.01 |
| 678 | 2010.04.26 18:28 | buy | 323 | 0.10 | 125.346 | 0.000 | 0.000 | ||
| 679 | 2010.04.26 18:29 | close | 323 | 0.10 | 125.370 | 0.000 | 0.000 | 240.00 | 1094499.01 |
| 680 | 2010.04.26 18:42 | buy | 324 | 0.10 | 125.431 | 0.000 | 0.000 | ||
| 681 | 2010.04.26 18:44 | close | 324 | 0.10 | 125.448 | 0.000 | 0.000 | 170.00 | 1094669.01 |
| 682 | 2010.04.26 19:23 | buy | 325 | 0.10 | 125.507 | 0.000 | 0.000 | ||
| 683 | 2010.04.26 19:24 | close | 325 | 0.10 | 125.543 | 0.000 | 0.000 | 360.00 | 1095029.01 |
| 684 | 2010.04.26 19:34 | buy | 326 | 0.10 | 125.444 | 0.000 | 0.000 | ||
| 685 | 2010.04.26 19:58 | close | 326 | 0.10 | 125.474 | 0.000 | 0.000 | 300.00 | 1095329.01 |
| 686 | 2010.04.26 20:57 | buy | 327 | 0.10 | 125.552 | 0.000 | 0.000 | ||
| 687 | 2010.04.26 21:08 | close | 327 | 0.10 | 125.568 | 0.000 | 0.000 | 160.00 | 1095489.01 |
| 688 | 2010.04.26 21:15 | buy | 328 | 0.10 | 125.462 | 0.000 | 0.000 | ||
| 689 | 2010.04.26 21:25 | close | 328 | 0.10 | 125.522 | 0.000 | 0.000 | 600.00 | 1096089.01 |
| 690 | 2010.04.27 03:36 | buy | 329 | 0.10 | 125.639 | 0.000 | 0.000 | ||
| 691 | 2010.04.27 06:44 | close | 329 | 0.10 | 125.667 | 0.000 | 0.000 | 280.00 | 1096369.01 |
| 692 | 2010.04.27 06:48 | buy | 330 | 0.10 | 125.637 | 0.000 | 0.000 | ||
| 693 | 2010.04.27 06:50 | close | 330 | 0.10 | 125.674 | 0.000 | 0.000 | 370.00 | 1096739.01 |
| 694 | 2010.04.27 09:12 | buy | 331 | 0.10 | 125.321 | 0.000 | 0.000 | ||
| 695 | 2010.04.27 09:13 | close | 331 | 0.10 | 125.370 | 0.000 | 0.000 | 490.00 | 1097229.01 |
| 696 | 2010.04.27 09:59 | buy | 332 | 0.10 | 125.217 | 0.000 | 0.000 | ||
| 697 | 2010.04.27 10:04 | close | 332 | 0.10 | 125.257 | 0.000 | 0.000 | 400.00 | 1097629.01 |
| 698 | 2010.04.27 11:07 | buy | 333 | 0.10 | 125.278 | 0.000 | 0.000 | ||
| 699 | 2010.04.27 11:08 | close | 333 | 0.10 | 125.295 | 0.000 | 0.000 | 170.00 | 1097799.01 |
| 700 | 2010.04.27 11:23 | buy | 334 | 0.10 | 125.200 | 0.000 | 0.000 | ||
| 701 | 2010.04.27 11:25 | close | 334 | 0.10 | 125.230 | 0.000 | 0.000 | 300.00 | 1098099.01 |
| 702 | 2010.04.27 11:31 | buy | 335 | 0.10 | 125.144 | 0.000 | 0.000 | ||
| 703 | 2010.04.27 17:39 | buy | 336 | 0.10 | 123.592 | 0.000 | 0.000 | ||
| 704 | 2010.04.27 17:39 | modify | 335 | 0.10 | 125.144 | 0.000 | 124.393 | ||
| 705 | 2010.04.27 17:39 | modify | 336 | 0.10 | 123.592 | 0.000 | 124.393 | ||
| 706 | 2010.04.28 14:10 | t/p | 335 | 0.10 | 124.393 | 0.000 | 124.393 | -7515.11 | 1090583.90 |
| 707 | 2010.04.28 14:10 | t/p | 336 | 0.10 | 124.393 | 0.000 | 124.393 | 8004.89 | 1098588.79 |
| 708 | 2010.04.30 00:45 | buy | 337 | 0.10 | 124.629 | 0.000 | 0.000 | ||
| 709 | 2010.04.30 00:47 | close | 337 | 0.10 | 124.655 | 0.000 | 0.000 | 260.00 | 1098848.79 |
| 710 | 2010.04.30 01:59 | buy | 338 | 0.10 | 124.504 | 0.000 | 0.000 | ||
| 711 | 2010.04.30 02:01 | close | 338 | 0.10 | 124.521 | 0.000 | 0.000 | 170.00 | 1099018.79 |
| 712 | 2010.04.30 02:13 | buy | 339 | 0.10 | 124.508 | 0.000 | 0.000 | ||
| 713 | 2010.04.30 02:16 | close | 339 | 0.10 | 124.520 | 0.000 | 0.000 | 120.00 | 1099138.79 |
| 714 | 2010.04.30 02:45 | buy | 340 | 0.10 | 124.489 | 0.000 | 0.000 | ||
| 715 | 2010.04.30 02:47 | close | 340 | 0.10 | 124.507 | 0.000 | 0.000 | 180.00 | 1099318.79 |
| 716 | 2010.04.30 03:47 | buy | 341 | 0.10 | 124.527 | 0.000 | 0.000 | ||
| 717 | 2010.04.30 03:49 | close | 341 | 0.10 | 124.562 | 0.000 | 0.000 | 350.00 | 1099668.79 |
| 718 | 2010.04.30 04:29 | buy | 342 | 0.10 | 124.574 | 0.000 | 0.000 | ||
| 719 | 2010.04.30 06:09 | close | 342 | 0.10 | 124.590 | 0.000 | 0.000 | 160.00 | 1099828.79 |
| 720 | 2010.04.30 07:16 | buy | 343 | 0.10 | 124.471 | 0.000 | 0.000 | ||
| 721 | 2010.04.30 07:31 | close | 343 | 0.10 | 124.494 | 0.000 | 0.000 | 230.00 | 1100058.79 |
| 722 | 2010.04.30 07:54 | buy | 344 | 0.10 | 124.529 | 0.000 | 0.000 | ||
| 723 | 2010.04.30 07:58 | close | 344 | 0.10 | 124.546 | 0.000 | 0.000 | 170.00 | 1100228.79 |
| 724 | 2010.04.30 08:14 | buy | 345 | 0.10 | 124.655 | 0.000 | 0.000 | ||
| 725 | 2010.04.30 08:25 | close | 345 | 0.10 | 124.686 | 0.000 | 0.000 | 310.00 | 1100538.79 |
| 726 | 2010.05.03 03:22 | buy | 346 | 0.10 | 124.596 | 0.000 | 0.000 | ||
| 727 | 2010.05.03 13:08 | close | 346 | 0.10 | 124.626 | 0.000 | 0.000 | 300.00 | 1100838.79 |
| 728 | 2010.05.03 18:37 | buy | 347 | 0.10 | 124.960 | 0.000 | 0.000 | ||
| 729 | 2010.05.03 18:59 | close | 347 | 0.10 | 124.979 | 0.000 | 0.000 | 190.00 | 1101028.79 |
| 730 | 2010.05.03 20:38 | buy | 348 | 0.10 | 124.907 | 0.000 | 0.000 | ||
| 731 | 2010.05.03 20:51 | close | 348 | 0.10 | 124.920 | 0.000 | 0.000 | 130.00 | 1101158.79 |
| 732 | 2010.05.03 21:11 | buy | 349 | 0.10 | 124.920 | 0.000 | 0.000 | ||
| 733 | 2010.05.03 21:15 | close | 349 | 0.10 | 124.931 | 0.000 | 0.000 | 110.00 | 1101268.79 |
| 734 | 2010.05.03 22:05 | buy | 350 | 0.10 | 124.793 | 0.000 | 0.000 | ||
| 735 | 2010.05.03 23:40 | close | 350 | 0.10 | 124.809 | 0.000 | 0.000 | 160.00 | 1101428.79 |
| 736 | 2010.05.03 23:56 | buy | 351 | 0.10 | 124.748 | 0.000 | 0.000 | ||
| 737 | 2010.05.04 00:08 | close | 351 | 0.10 | 124.761 | 0.000 | 0.000 | 124.80 | 1101553.60 |
| 738 | 2010.05.04 18:36 | buy | 352 | 0.10 | 123.107 | 0.000 | 0.000 | ||
| 739 | 2010.05.04 18:39 | close | 352 | 0.10 | 123.124 | 0.000 | 0.000 | 170.00 | 1101723.60 |
| 740 | 2010.05.04 18:43 | buy | 353 | 0.10 | 123.081 | 0.000 | 0.000 | ||
| 741 | 2010.05.04 18:51 | close | 353 | 0.10 | 123.105 | 0.000 | 0.000 | 240.00 | 1101963.60 |
| 742 | 2010.05.04 19:39 | buy | 354 | 0.10 | 122.777 | 0.000 | 0.000 | ||
| 743 | 2010.05.04 19:41 | close | 354 | 0.10 | 122.796 | 0.000 | 0.000 | 190.00 | 1102153.60 |
| 744 | 2010.05.04 20:40 | buy | 355 | 0.10 | 122.734 | 0.000 | 0.000 | ||
| 745 | 2010.05.04 20:42 | close | 355 | 0.10 | 122.759 | 0.000 | 0.000 | 250.00 | 1102403.60 |
| 746 | 2010.05.04 21:27 | buy | 356 | 0.10 | 122.812 | 0.000 | 0.000 | ||
| 747 | 2010.05.04 21:34 | close | 356 | 0.10 | 122.827 | 0.000 | 0.000 | 150.00 | 1102553.60 |
| 748 | 2010.05.04 21:37 | buy | 357 | 0.10 | 122.739 | 0.000 | 0.000 | ||
| 749 | 2010.05.04 21:52 | close | 357 | 0.10 | 122.821 | 0.000 | 0.000 | 820.00 | 1103373.60 |
| 750 | 2010.05.04 21:58 | buy | 358 | 0.10 | 122.790 | 0.000 | 0.000 | ||