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 | |
前へ50ページ目
| # | 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 |
| 7351 | 2013.01.29 17:34 | close | 3500 | 0.10 | 122.168 | 0.000 | 0.000 | 180.00 | 2014545.50 |
| 7352 | 2013.01.29 18:23 | buy | 3501 | 0.10 | 122.086 | 0.000 | 0.000 | ||
| 7353 | 2013.01.29 18:38 | close | 3501 | 0.10 | 122.098 | 0.000 | 0.000 | 120.00 | 2014665.50 |
| 7354 | 2013.01.29 18:46 | buy | 3502 | 0.10 | 122.091 | 0.000 | 0.000 | ||
| 7355 | 2013.01.29 18:47 | close | 3502 | 0.10 | 122.124 | 0.000 | 0.000 | 330.00 | 2014995.50 |
| 7356 | 2013.01.29 19:56 | buy | 3503 | 0.10 | 122.269 | 0.000 | 0.000 | ||
| 7357 | 2013.01.29 19:58 | close | 3503 | 0.10 | 122.281 | 0.000 | 0.000 | 120.00 | 2015115.50 |
| 7358 | 2013.01.29 20:30 | buy | 3504 | 0.10 | 122.280 | 0.000 | 0.000 | ||
| 7359 | 2013.01.29 20:32 | close | 3504 | 0.10 | 122.291 | 0.000 | 0.000 | 110.00 | 2015225.50 |
| 7360 | 2013.01.29 21:00 | buy | 3505 | 0.10 | 122.338 | 0.000 | 0.000 | ||
| 7361 | 2013.01.29 21:09 | close | 3505 | 0.10 | 122.352 | 0.000 | 0.000 | 140.00 | 2015365.50 |
| 7362 | 2013.01.29 21:28 | buy | 3506 | 0.10 | 122.489 | 0.000 | 0.000 | ||
| 7363 | 2013.01.29 21:32 | close | 3506 | 0.10 | 122.501 | 0.000 | 0.000 | 120.00 | 2015485.50 |
| 7364 | 2013.01.29 21:47 | buy | 3507 | 0.10 | 122.383 | 0.000 | 0.000 | ||
| 7365 | 2013.01.29 21:49 | close | 3507 | 0.10 | 122.419 | 0.000 | 0.000 | 360.00 | 2015845.50 |
| 7366 | 2013.01.29 21:56 | buy | 3508 | 0.10 | 122.381 | 0.000 | 0.000 | ||
| 7367 | 2013.01.29 21:59 | close | 3508 | 0.10 | 122.392 | 0.000 | 0.000 | 110.00 | 2015955.50 |
| 7368 | 2013.01.29 22:53 | buy | 3509 | 0.10 | 122.387 | 0.000 | 0.000 | ||
| 7369 | 2013.01.29 23:03 | close | 3509 | 0.10 | 122.400 | 0.000 | 0.000 | 130.00 | 2016085.50 |
| 7370 | 2013.01.29 23:11 | buy | 3510 | 0.10 | 122.358 | 0.000 | 0.000 | ||
| 7371 | 2013.01.29 23:30 | close | 3510 | 0.10 | 122.374 | 0.000 | 0.000 | 160.00 | 2016245.50 |
| 7372 | 2013.01.30 00:20 | buy | 3511 | 0.10 | 122.339 | 0.000 | 0.000 | ||
| 7373 | 2013.01.30 00:21 | close | 3511 | 0.10 | 122.357 | 0.000 | 0.000 | 180.00 | 2016425.50 |
| 7374 | 2013.01.30 01:01 | buy | 3512 | 0.10 | 122.433 | 0.000 | 0.000 | ||
| 7375 | 2013.01.30 01:13 | close | 3512 | 0.10 | 122.472 | 0.000 | 0.000 | 390.00 | 2016815.50 |
| 7376 | 2013.01.30 02:28 | buy | 3513 | 0.10 | 122.562 | 0.000 | 0.000 | ||
| 7377 | 2013.01.30 02:44 | close | 3513 | 0.10 | 122.576 | 0.000 | 0.000 | 140.00 | 2016955.50 |
| 7378 | 2013.01.30 03:13 | buy | 3514 | 0.10 | 122.682 | 0.000 | 0.000 | ||
| 7379 | 2013.01.30 03:16 | close | 3514 | 0.10 | 122.710 | 0.000 | 0.000 | 280.00 | 2017235.50 |
| 7380 | 2013.01.30 03:21 | buy | 3515 | 0.10 | 122.663 | 0.000 | 0.000 | ||
| 7381 | 2013.01.30 03:41 | close | 3515 | 0.10 | 122.688 | 0.000 | 0.000 | 250.00 | 2017485.50 |
| 7382 | 2013.01.30 04:23 | buy | 3516 | 0.10 | 122.734 | 0.000 | 0.000 | ||
| 7383 | 2013.01.30 05:39 | close | 3516 | 0.10 | 122.745 | 0.000 | 0.000 | 110.00 | 2017595.50 |
| 7384 | 2013.01.30 05:46 | buy | 3517 | 0.10 | 122.607 | 0.000 | 0.000 | ||
| 7385 | 2013.01.30 05:50 | close | 3517 | 0.10 | 122.638 | 0.000 | 0.000 | 310.00 | 2017905.50 |
| 7386 | 2013.01.30 06:03 | buy | 3518 | 0.10 | 122.620 | 0.000 | 0.000 | ||
| 7387 | 2013.01.30 06:05 | close | 3518 | 0.10 | 122.633 | 0.000 | 0.000 | 130.00 | 2018035.50 |
| 7388 | 2013.01.30 07:12 | buy | 3519 | 0.10 | 122.590 | 0.000 | 0.000 | ||
| 7389 | 2013.01.30 07:15 | close | 3519 | 0.10 | 122.606 | 0.000 | 0.000 | 160.00 | 2018195.50 |
| 7390 | 2013.01.30 07:38 | buy | 3520 | 0.10 | 122.563 | 0.000 | 0.000 | ||
| 7391 | 2013.01.30 07:43 | close | 3520 | 0.10 | 122.579 | 0.000 | 0.000 | 160.00 | 2018355.50 |
| 7392 | 2013.01.30 11:09 | buy | 3521 | 0.10 | 123.481 | 0.000 | 0.000 | ||
| 7393 | 2013.01.30 11:17 | close | 3521 | 0.10 | 123.512 | 0.000 | 0.000 | 310.00 | 2018665.50 |
| 7394 | 2013.01.30 11:44 | buy | 3522 | 0.10 | 123.563 | 0.000 | 0.000 | ||
| 7395 | 2013.01.30 11:47 | close | 3522 | 0.10 | 123.585 | 0.000 | 0.000 | 220.00 | 2018885.50 |
| 7396 | 2013.01.30 12:40 | buy | 3523 | 0.10 | 123.677 | 0.000 | 0.000 | ||
| 7397 | 2013.01.30 12:43 | close | 3523 | 0.10 | 123.699 | 0.000 | 0.000 | 220.00 | 2019105.50 |
| 7398 | 2013.01.30 12:56 | buy | 3524 | 0.10 | 123.610 | 0.000 | 0.000 | ||
| 7399 | 2013.01.30 12:59 | close | 3524 | 0.10 | 123.621 | 0.000 | 0.000 | 110.00 | 2019215.50 |
| 7400 | 2013.01.30 14:01 | buy | 3525 | 0.10 | 123.508 | 0.000 | 0.000 | ||
| 7401 | 2013.01.30 14:05 | close | 3525 | 0.10 | 123.574 | 0.000 | 0.000 | 660.00 | 2019875.50 |
| 7402 | 2013.01.30 15:45 | buy | 3526 | 0.10 | 123.567 | 0.000 | 0.000 | ||
| 7403 | 2013.01.30 15:49 | close | 3526 | 0.10 | 123.592 | 0.000 | 0.000 | 250.00 | 2020125.50 |
| 7404 | 2013.01.30 15:55 | buy | 3527 | 0.10 | 123.563 | 0.000 | 0.000 | ||
| 7405 | 2013.01.30 16:02 | close | 3527 | 0.10 | 123.606 | 0.000 | 0.000 | 430.00 | 2020555.50 |
| 7406 | 2013.01.30 16:27 | buy | 3528 | 0.10 | 123.509 | 0.000 | 0.000 | ||
| 7407 | 2013.01.30 16:33 | close | 3528 | 0.10 | 123.545 | 0.000 | 0.000 | 360.00 | 2020915.50 |
| 7408 | 2013.01.30 16:42 | buy | 3529 | 0.10 | 123.319 | 0.000 | 0.000 | ||
| 7409 | 2013.01.30 16:45 | close | 3529 | 0.10 | 123.347 | 0.000 | 0.000 | 280.00 | 2021195.50 |
| 7410 | 2013.01.30 17:13 | buy | 3530 | 0.10 | 123.625 | 0.000 | 0.000 | ||
| 7411 | 2013.01.30 17:15 | close | 3530 | 0.10 | 123.645 | 0.000 | 0.000 | 200.00 | 2021395.50 |
| 7412 | 2013.01.30 17:24 | buy | 3531 | 0.10 | 123.588 | 0.000 | 0.000 | ||
| 7413 | 2013.01.30 17:34 | close | 3531 | 0.10 | 123.632 | 0.000 | 0.000 | 440.00 | 2021835.50 |
| 7414 | 2013.01.30 18:53 | buy | 3532 | 0.10 | 123.613 | 0.000 | 0.000 | ||
| 7415 | 2013.01.30 18:56 | close | 3532 | 0.10 | 123.633 | 0.000 | 0.000 | 200.00 | 2022035.50 |
| 7416 | 2013.01.30 20:15 | buy | 3533 | 0.10 | 123.668 | 0.000 | 0.000 | ||
| 7417 | 2013.01.30 20:17 | close | 3533 | 0.10 | 123.763 | 0.000 | 0.000 | 950.00 | 2022985.50 |
| 7418 | 2013.01.30 21:17 | buy | 3534 | 0.10 | 123.677 | 0.000 | 0.000 | ||
| 7419 | 2013.01.30 21:21 | close | 3534 | 0.10 | 123.690 | 0.000 | 0.000 | 130.00 | 2023115.50 |
| 7420 | 2013.01.30 21:38 | buy | 3535 | 0.10 | 123.623 | 0.000 | 0.000 | ||
| 7421 | 2013.01.30 21:47 | close | 3535 | 0.10 | 123.654 | 0.000 | 0.000 | 310.00 | 2023425.50 |
| 7422 | 2013.01.30 21:55 | buy | 3536 | 0.10 | 123.545 | 0.000 | 0.000 | ||
| 7423 | 2013.01.30 22:01 | close | 3536 | 0.10 | 123.564 | 0.000 | 0.000 | 190.00 | 2023615.50 |
| 7424 | 2013.01.30 22:12 | buy | 3537 | 0.10 | 123.557 | 0.000 | 0.000 | ||
| 7425 | 2013.01.30 22:49 | close | 3537 | 0.10 | 123.578 | 0.000 | 0.000 | 210.00 | 2023825.50 |
| 7426 | 2013.01.31 01:02 | buy | 3538 | 0.10 | 123.457 | 0.000 | 0.000 | ||
| 7427 | 2013.01.31 01:09 | close | 3538 | 0.10 | 123.473 | 0.000 | 0.000 | 160.00 | 2023985.50 |
| 7428 | 2013.01.31 01:32 | buy | 3539 | 0.10 | 123.572 | 0.000 | 0.000 | ||
| 7429 | 2013.01.31 01:48 | close | 3539 | 0.10 | 123.586 | 0.000 | 0.000 | 140.00 | 2024125.50 |
| 7430 | 2013.01.31 01:57 | buy | 3540 | 0.10 | 123.614 | 0.000 | 0.000 | ||
| 7431 | 2013.01.31 15:27 | close | 3540 | 0.10 | 123.628 | 0.000 | 0.000 | 140.00 | 2024265.50 |
| 7432 | 2013.01.31 15:30 | buy | 3541 | 0.10 | 123.603 | 0.000 | 0.000 | ||
| 7433 | 2013.01.31 15:31 | close | 3541 | 0.10 | 123.627 | 0.000 | 0.000 | 240.00 | 2024505.50 |
| 7434 | 2013.01.31 16:04 | buy | 3542 | 0.10 | 123.681 | 0.000 | 0.000 | ||
| 7435 | 2013.01.31 16:06 | close | 3542 | 0.10 | 123.698 | 0.000 | 0.000 | 170.00 | 2024675.50 |
| 7436 | 2013.01.31 16:38 | buy | 3543 | 0.10 | 123.677 | 0.000 | 0.000 | ||
| 7437 | 2013.01.31 16:45 | close | 3543 | 0.10 | 123.700 | 0.000 | 0.000 | 230.00 | 2024905.50 |
| 7438 | 2013.01.31 17:56 | buy | 3544 | 0.10 | 124.008 | 0.000 | 0.000 | ||
| 7439 | 2013.01.31 18:35 | close | 3544 | 0.10 | 124.031 | 0.000 | 0.000 | 230.00 | 2025135.50 |
| 7440 | 2013.01.31 19:30 | buy | 3545 | 0.10 | 123.948 | 0.000 | 0.000 | ||
| 7441 | 2013.01.31 19:42 | close | 3545 | 0.10 | 123.964 | 0.000 | 0.000 | 160.00 | 2025295.50 |
| 7442 | 2013.01.31 21:04 | buy | 3546 | 0.10 | 124.009 | 0.000 | 0.000 | ||
| 7443 | 2013.01.31 21:16 | close | 3546 | 0.10 | 124.047 | 0.000 | 0.000 | 380.00 | 2025675.50 |
| 7444 | 2013.01.31 21:49 | buy | 3547 | 0.10 | 124.202 | 0.000 | 0.000 | ||
| 7445 | 2013.01.31 22:04 | close | 3547 | 0.10 | 124.223 | 0.000 | 0.000 | 210.00 | 2025885.50 |
| 7446 | 2013.01.31 22:17 | buy | 3548 | 0.10 | 124.307 | 0.000 | 0.000 | ||
| 7447 | 2013.01.31 22:29 | close | 3548 | 0.10 | 124.347 | 0.000 | 0.000 | 400.00 | 2026285.50 |
| 7448 | 2013.01.31 22:34 | buy | 3549 | 0.10 | 124.276 | 0.000 | 0.000 | ||
| 7449 | 2013.01.31 22:36 | close | 3549 | 0.10 | 124.301 | 0.000 | 0.000 | 250.00 | 2026535.50 |
| 7450 | 2013.01.31 23:34 | buy | 3550 | 0.10 | 124.571 | 0.000 | 0.000 | ||
| 7451 | 2013.01.31 23:36 | close | 3550 | 0.10 | 124.589 | 0.000 | 0.000 | 180.00 | 2026715.50 |
| 7452 | 2013.02.01 00:57 | buy | 3551 | 0.10 | 124.789 | 0.000 | 0.000 | ||
| 7453 | 2013.02.01 00:59 | close | 3551 | 0.10 | 124.829 | 0.000 | 0.000 | 400.00 | 2027115.50 |
| 7454 | 2013.02.01 02:02 | buy | 3552 | 0.10 | 124.798 | 0.000 | 0.000 | ||
| 7455 | 2013.02.01 02:04 | close | 3552 | 0.10 | 124.815 | 0.000 | 0.000 | 170.00 | 2027285.50 |
| 7456 | 2013.02.01 02:31 | buy | 3553 | 0.10 | 124.954 | 0.000 | 0.000 | ||
| 7457 | 2013.02.01 02:36 | close | 3553 | 0.10 | 124.972 | 0.000 | 0.000 | 180.00 | 2027465.50 |
| 7458 | 2013.02.01 02:46 | buy | 3554 | 0.10 | 124.906 | 0.000 | 0.000 | ||
| 7459 | 2013.02.01 02:53 | close | 3554 | 0.10 | 124.931 | 0.000 | 0.000 | 250.00 | 2027715.50 |
| 7460 | 2013.02.01 02:58 | buy | 3555 | 0.10 | 124.923 | 0.000 | 0.000 | ||
| 7461 | 2013.02.01 04:23 | close | 3555 | 0.10 | 124.961 | 0.000 | 0.000 | 380.00 | 2028095.50 |
| 7462 | 2013.02.01 06:00 | buy | 3556 | 0.10 | 125.525 | 0.000 | 0.000 | ||
| 7463 | 2013.02.01 06:03 | close | 3556 | 0.10 | 125.577 | 0.000 | 0.000 | 520.00 | 2028615.50 |
| 7464 | 2013.02.01 06:32 | buy | 3557 | 0.10 | 125.525 | 0.000 | 0.000 | ||
| 7465 | 2013.02.01 06:48 | close | 3557 | 0.10 | 125.548 | 0.000 | 0.000 | 230.00 | 2028845.50 |
| 7466 | 2013.02.01 06:53 | buy | 3558 | 0.10 | 125.480 | 0.000 | 0.000 | ||
| 7467 | 2013.02.01 06:56 | close | 3558 | 0.10 | 125.513 | 0.000 | 0.000 | 330.00 | 2029175.50 |
| 7468 | 2013.02.01 08:24 | buy | 3559 | 0.10 | 125.654 | 0.000 | 0.000 | ||
| 7469 | 2013.02.01 09:58 | close | 3559 | 0.10 | 125.709 | 0.000 | 0.000 | 550.00 | 2029725.50 |
| 7470 | 2013.02.01 10:04 | buy | 3560 | 0.10 | 125.808 | 0.000 | 0.000 | ||
| 7471 | 2013.02.01 10:06 | close | 3560 | 0.10 | 125.833 | 0.000 | 0.000 | 250.00 | 2029975.50 |
| 7472 | 2013.02.01 12:09 | buy | 3561 | 0.10 | 125.698 | 0.000 | 0.000 | ||
| 7473 | 2013.02.01 12:10 | close | 3561 | 0.10 | 125.738 | 0.000 | 0.000 | 400.00 | 2030375.50 |
| 7474 | 2013.02.01 12:16 | buy | 3562 | 0.10 | 125.658 | 0.000 | 0.000 | ||
| 7475 | 2013.02.01 12:21 | close | 3562 | 0.10 | 125.700 | 0.000 | 0.000 | 420.00 | 2030795.50 |
| 7476 | 2013.02.01 12:30 | buy | 3563 | 0.10 | 125.652 | 0.000 | 0.000 | ||
| 7477 | 2013.02.01 12:32 | close | 3563 | 0.10 | 125.724 | 0.000 | 0.000 | 720.00 | 2031515.50 |
| 7478 | 2013.02.01 12:45 | buy | 3564 | 0.10 | 125.774 | 0.000 | 0.000 | ||
| 7479 | 2013.02.01 13:50 | close | 3564 | 0.10 | 125.807 | 0.000 | 0.000 | 330.00 | 2031845.50 |
| 7480 | 2013.02.01 17:04 | buy | 3565 | 0.10 | 126.682 | 0.000 | 0.000 | ||
| 7481 | 2013.02.01 17:06 | close | 3565 | 0.10 | 126.729 | 0.000 | 0.000 | 470.00 | 2032315.50 |
| 7482 | 2013.02.01 17:25 | buy | 3566 | 0.10 | 126.794 | 0.000 | 0.000 | ||
| 7483 | 2013.02.01 21:43 | close | 3566 | 0.10 | 126.848 | 0.000 | 0.000 | 540.00 | 2032855.50 |
| 7484 | 2013.02.01 21:58 | buy | 3567 | 0.10 | 126.773 | 0.000 | 0.000 | ||
| 7485 | 2013.02.04 17:58 | buy | 3568 | 0.10 | 125.226 | 0.000 | 0.000 | ||
| 7486 | 2013.02.04 17:58 | modify | 3567 | 0.10 | 126.773 | 0.000 | 126.025 | ||
| 7487 | 2013.02.04 17:58 | modify | 3568 | 0.10 | 125.226 | 0.000 | 126.025 | ||
| 7488 | 2013.02.05 12:17 | t/p | 3567 | 0.10 | 126.025 | 0.000 | 126.025 | -7490.46 | 2025365.04 |
| 7489 | 2013.02.05 12:17 | t/p | 3568 | 0.10 | 126.025 | 0.000 | 126.025 | 7984.82 | 2033349.86 |
| 7490 | 2013.02.05 12:48 | buy | 3569 | 0.10 | 126.288 | 0.000 | 0.000 | ||
| 7491 | 2013.02.05 12:51 | close | 3569 | 0.10 | 126.332 | 0.000 | 0.000 | 440.00 | 2033789.86 |
| 7492 | 2013.02.05 13:47 | buy | 3570 | 0.10 | 126.586 | 0.000 | 0.000 | ||
| 7493 | 2013.02.05 13:55 | close | 3570 | 0.10 | 126.649 | 0.000 | 0.000 | 630.00 | 2034419.86 |
| 7494 | 2013.02.05 14:00 | buy | 3571 | 0.10 | 126.555 | 0.000 | 0.000 | ||
| 7495 | 2013.02.05 17:12 | close | 3571 | 0.10 | 126.685 | 0.000 | 0.000 | 1300.00 | 2035719.86 |
| 7496 | 2013.02.05 17:41 | buy | 3572 | 0.10 | 126.762 | 0.000 | 0.000 | ||
| 7497 | 2013.02.05 17:46 | close | 3572 | 0.10 | 126.821 | 0.000 | 0.000 | 590.00 | 2036309.86 |
| 7498 | 2013.02.05 18:57 | buy | 3573 | 0.10 | 126.649 | 0.000 | 0.000 | ||
| 7499 | 2013.02.05 19:00 | close | 3573 | 0.10 | 126.685 | 0.000 | 0.000 | 360.00 | 2036669.86 |
| 7500 | 2013.02.05 21:05 | buy | 3574 | 0.10 | 126.782 | 0.000 | 0.000 | ||
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