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 |
| 901 | 2010.05.31 14:53 | buy | 428 | 0.10 | 112.558 | 0.000 | 0.000 | ||
| 902 | 2010.05.31 14:54 | close | 428 | 0.10 | 112.605 | 0.000 | 0.000 | 470.00 | 1131982.82 |
| 903 | 2010.05.31 15:42 | buy | 429 | 0.10 | 112.538 | 0.000 | 0.000 | ||
| 904 | 2010.05.31 16:00 | close | 429 | 0.10 | 112.578 | 0.000 | 0.000 | 400.00 | 1132382.82 |
| 905 | 2010.05.31 16:54 | buy | 430 | 0.10 | 112.323 | 0.000 | 0.000 | ||
| 906 | 2010.06.01 09:18 | buy | 431 | 0.10 | 110.822 | 0.000 | 0.000 | ||
| 907 | 2010.06.01 09:18 | modify | 430 | 0.10 | 112.323 | 0.000 | 111.598 | ||
| 908 | 2010.06.01 09:18 | modify | 431 | 0.10 | 110.822 | 0.000 | 111.598 | ||
| 909 | 2010.06.01 16:01 | t/p | 430 | 0.10 | 111.598 | 0.000 | 111.598 | -7254.67 | 1125128.14 |
| 910 | 2010.06.01 16:01 | t/p | 431 | 0.10 | 111.598 | 0.000 | 111.598 | 7760.00 | 1132888.14 |
| 911 | 2010.06.01 17:36 | buy | 432 | 0.10 | 112.048 | 0.000 | 0.000 | ||
| 912 | 2010.06.01 19:19 | close | 432 | 0.10 | 112.091 | 0.000 | 0.000 | 430.00 | 1133318.14 |
| 913 | 2010.06.01 19:45 | buy | 433 | 0.10 | 112.335 | 0.000 | 0.000 | ||
| 914 | 2010.06.02 03:41 | close | 433 | 0.10 | 112.391 | 0.000 | 0.000 | 555.37 | 1133873.51 |
| 915 | 2010.06.02 03:54 | buy | 434 | 0.10 | 112.328 | 0.000 | 0.000 | ||
| 916 | 2010.06.02 04:02 | close | 434 | 0.10 | 112.347 | 0.000 | 0.000 | 190.00 | 1134063.51 |
| 917 | 2010.06.02 04:07 | buy | 435 | 0.10 | 112.140 | 0.000 | 0.000 | ||
| 918 | 2010.06.02 04:11 | close | 435 | 0.10 | 112.219 | 0.000 | 0.000 | 790.00 | 1134853.51 |
| 919 | 2010.06.02 04:19 | buy | 436 | 0.10 | 112.267 | 0.000 | 0.000 | ||
| 920 | 2010.06.02 04:28 | close | 436 | 0.10 | 112.305 | 0.000 | 0.000 | 380.00 | 1135233.51 |
| 921 | 2010.06.02 04:42 | buy | 437 | 0.10 | 112.231 | 0.000 | 0.000 | ||
| 922 | 2010.06.02 09:21 | close | 437 | 0.10 | 112.260 | 0.000 | 0.000 | 290.00 | 1135523.51 |
| 923 | 2010.06.02 10:02 | buy | 438 | 0.10 | 111.952 | 0.000 | 0.000 | ||
| 924 | 2010.06.02 10:03 | close | 438 | 0.10 | 112.019 | 0.000 | 0.000 | 670.00 | 1136193.51 |
| 925 | 2010.06.02 12:02 | buy | 439 | 0.10 | 112.494 | 0.000 | 0.000 | ||
| 926 | 2010.06.02 12:11 | close | 439 | 0.10 | 112.544 | 0.000 | 0.000 | 500.00 | 1136693.51 |
| 927 | 2010.06.02 12:20 | buy | 440 | 0.10 | 112.522 | 0.000 | 0.000 | ||
| 928 | 2010.06.02 12:56 | close | 440 | 0.10 | 112.535 | 0.000 | 0.000 | 130.00 | 1136823.51 |
| 929 | 2010.06.02 13:09 | buy | 441 | 0.10 | 112.353 | 0.000 | 0.000 | ||
| 930 | 2010.06.02 13:48 | close | 441 | 0.10 | 112.417 | 0.000 | 0.000 | 640.00 | 1137463.51 |
| 931 | 2010.06.02 14:24 | buy | 442 | 0.10 | 112.174 | 0.000 | 0.000 | ||
| 932 | 2010.06.02 15:07 | close | 442 | 0.10 | 112.190 | 0.000 | 0.000 | 160.00 | 1137623.51 |
| 933 | 2010.06.02 15:43 | buy | 443 | 0.10 | 112.257 | 0.000 | 0.000 | ||
| 934 | 2010.06.02 15:49 | close | 443 | 0.10 | 112.293 | 0.000 | 0.000 | 360.00 | 1137983.51 |
| 935 | 2010.06.02 16:53 | buy | 444 | 0.10 | 112.317 | 0.000 | 0.000 | ||
| 936 | 2010.06.02 16:54 | close | 444 | 0.10 | 112.482 | 0.000 | 0.000 | 1650.00 | 1139633.51 |
| 937 | 2010.06.02 17:41 | buy | 445 | 0.10 | 112.563 | 0.000 | 0.000 | ||
| 938 | 2010.06.02 17:42 | close | 445 | 0.10 | 112.645 | 0.000 | 0.000 | 820.00 | 1140453.51 |
| 939 | 2010.06.02 20:49 | buy | 446 | 0.10 | 112.759 | 0.000 | 0.000 | ||
| 940 | 2010.06.02 20:51 | close | 446 | 0.10 | 112.855 | 0.000 | 0.000 | 960.00 | 1141413.51 |
| 941 | 2010.06.02 21:48 | buy | 447 | 0.10 | 112.768 | 0.000 | 0.000 | ||
| 942 | 2010.06.02 21:55 | close | 447 | 0.10 | 112.784 | 0.000 | 0.000 | 160.00 | 1141573.51 |
| 943 | 2010.06.02 22:49 | buy | 448 | 0.10 | 112.847 | 0.000 | 0.000 | ||
| 944 | 2010.06.02 22:54 | close | 448 | 0.10 | 112.865 | 0.000 | 0.000 | 180.00 | 1141753.51 |
| 945 | 2010.06.02 23:12 | buy | 449 | 0.10 | 112.915 | 0.000 | 0.000 | ||
| 946 | 2010.06.02 23:14 | close | 449 | 0.10 | 112.932 | 0.000 | 0.000 | 170.00 | 1141923.51 |
| 947 | 2010.06.02 23:18 | buy | 450 | 0.10 | 112.898 | 0.000 | 0.000 | ||
| 948 | 2010.06.02 23:20 | close | 450 | 0.10 | 112.909 | 0.000 | 0.000 | 110.00 | 1142033.51 |
| 949 | 2010.06.03 00:22 | buy | 451 | 0.10 | 112.873 | 0.000 | 0.000 | ||
| 950 | 2010.06.03 02:12 | close | 451 | 0.10 | 112.923 | 0.000 | 0.000 | 500.00 | 1142533.51 |
| 951 | 2010.06.03 02:23 | buy | 452 | 0.10 | 112.882 | 0.000 | 0.000 | ||
| 952 | 2010.06.03 02:38 | close | 452 | 0.10 | 112.894 | 0.000 | 0.000 | 120.00 | 1142653.51 |
| 953 | 2010.06.03 03:45 | buy | 453 | 0.10 | 113.425 | 0.000 | 0.000 | ||
| 954 | 2010.06.03 03:48 | close | 453 | 0.10 | 113.461 | 0.000 | 0.000 | 360.00 | 1143013.51 |
| 955 | 2010.06.03 03:53 | buy | 454 | 0.10 | 113.365 | 0.000 | 0.000 | ||
| 956 | 2010.06.03 05:27 | close | 454 | 0.10 | 113.390 | 0.000 | 0.000 | 250.00 | 1143263.51 |
| 957 | 2010.06.03 05:43 | buy | 455 | 0.10 | 113.386 | 0.000 | 0.000 | ||
| 958 | 2010.06.03 06:33 | close | 455 | 0.10 | 113.408 | 0.000 | 0.000 | 220.00 | 1143483.51 |
| 959 | 2010.06.03 06:42 | buy | 456 | 0.10 | 113.368 | 0.000 | 0.000 | ||
| 960 | 2010.06.03 06:45 | close | 456 | 0.10 | 113.383 | 0.000 | 0.000 | 150.00 | 1143633.51 |
| 961 | 2010.06.03 06:53 | buy | 457 | 0.10 | 113.384 | 0.000 | 0.000 | ||
| 962 | 2010.06.03 06:57 | close | 457 | 0.10 | 113.403 | 0.000 | 0.000 | 190.00 | 1143823.51 |
| 963 | 2010.06.03 08:20 | buy | 458 | 0.10 | 113.669 | 0.000 | 0.000 | ||
| 964 | 2010.06.03 08:29 | close | 458 | 0.10 | 113.687 | 0.000 | 0.000 | 180.00 | 1144003.51 |
| 965 | 2010.06.03 08:36 | buy | 459 | 0.10 | 113.564 | 0.000 | 0.000 | ||
| 966 | 2010.06.03 08:44 | close | 459 | 0.10 | 113.599 | 0.000 | 0.000 | 350.00 | 1144353.51 |
| 967 | 2010.06.03 09:32 | buy | 460 | 0.10 | 113.522 | 0.000 | 0.000 | ||
| 968 | 2010.06.03 09:34 | close | 460 | 0.10 | 113.542 | 0.000 | 0.000 | 200.00 | 1144553.51 |
| 969 | 2010.06.03 10:36 | buy | 461 | 0.10 | 113.886 | 0.000 | 0.000 | ||
| 970 | 2010.06.03 10:52 | close | 461 | 0.10 | 113.953 | 0.000 | 0.000 | 670.00 | 1145223.51 |
| 971 | 2010.06.03 11:12 | buy | 462 | 0.10 | 113.955 | 0.000 | 0.000 | ||
| 972 | 2010.06.03 18:22 | buy | 463 | 0.10 | 112.294 | 0.000 | 0.000 | ||
| 973 | 2010.06.03 18:22 | modify | 462 | 0.10 | 113.955 | 0.000 | 113.150 | ||
| 974 | 2010.06.03 18:22 | modify | 463 | 0.10 | 112.294 | 0.000 | 113.150 | ||
| 975 | 2010.06.04 10:22 | t/p | 462 | 0.10 | 113.150 | 0.000 | 113.150 | -8054.69 | 1137168.82 |
| 976 | 2010.06.04 10:22 | t/p | 463 | 0.10 | 113.150 | 0.000 | 113.150 | 8555.31 | 1145724.13 |
| 977 | 2010.06.04 11:14 | buy | 464 | 0.10 | 113.212 | 0.000 | 0.000 | ||
| 978 | 2010.06.04 11:15 | close | 464 | 0.10 | 113.271 | 0.000 | 0.000 | 590.00 | 1146314.13 |
| 979 | 2010.06.04 11:22 | buy | 465 | 0.10 | 113.207 | 0.000 | 0.000 | ||
| 980 | 2010.06.04 11:25 | close | 465 | 0.10 | 113.219 | 0.000 | 0.000 | 120.00 | 1146434.13 |
| 981 | 2010.06.04 11:55 | buy | 466 | 0.10 | 113.097 | 0.000 | 0.000 | ||
| 982 | 2010.06.04 11:57 | close | 466 | 0.10 | 113.142 | 0.000 | 0.000 | 450.00 | 1146884.13 |
| 983 | 2010.06.04 12:34 | buy | 467 | 0.10 | 112.749 | 0.000 | 0.000 | ||
| 984 | 2010.06.04 12:36 | close | 467 | 0.10 | 112.829 | 0.000 | 0.000 | 800.00 | 1147684.13 |
| 985 | 2010.06.04 12:54 | buy | 468 | 0.10 | 112.789 | 0.000 | 0.000 | ||
| 986 | 2010.06.04 16:09 | buy | 469 | 0.10 | 110.731 | 0.000 | 0.000 | ||
| 987 | 2010.06.04 16:09 | modify | 468 | 0.10 | 112.789 | 0.000 | 111.785 | ||
| 988 | 2010.06.04 16:09 | modify | 469 | 0.10 | 110.731 | 0.000 | 111.785 | ||
| 989 | 2010.06.07 00:52 | buy | 470 | 0.10 | 109.301 | 0.000 | 0.000 | ||
| 990 | 2010.06.07 00:52 | modify | 468 | 0.10 | 112.789 | 0.000 | 110.957 | ||
| 991 | 2010.06.07 00:52 | modify | 469 | 0.10 | 110.731 | 0.000 | 110.957 | ||
| 992 | 2010.06.07 00:52 | modify | 470 | 0.10 | 109.301 | 0.000 | 110.957 | ||
| 993 | 2010.06.11 01:56 | t/p | 468 | 0.10 | 110.957 | 0.000 | 110.957 | -18351.97 | 1129332.16 |
| 994 | 2010.06.11 01:56 | t/p | 469 | 0.10 | 110.957 | 0.000 | 110.957 | 2228.03 | 1131560.20 |
| 995 | 2010.06.11 01:56 | t/p | 470 | 0.10 | 110.957 | 0.000 | 110.957 | 16532.61 | 1148092.80 |
| 996 | 2010.06.11 02:24 | buy | 471 | 0.10 | 111.039 | 0.000 | 0.000 | ||
| 997 | 2010.06.11 02:37 | close | 471 | 0.10 | 111.100 | 0.000 | 0.000 | 610.00 | 1148702.80 |
| 998 | 2010.06.11 02:45 | buy | 472 | 0.10 | 110.996 | 0.000 | 0.000 | ||
| 999 | 2010.06.11 02:54 | close | 472 | 0.10 | 111.008 | 0.000 | 0.000 | 120.00 | 1148822.80 |
| 1000 | 2010.06.11 03:09 | buy | 473 | 0.10 | 111.012 | 0.000 | 0.000 | ||
| 1001 | 2010.06.11 03:28 | close | 473 | 0.10 | 111.024 | 0.000 | 0.000 | 120.00 | 1148942.80 |
| 1002 | 2010.06.11 03:46 | buy | 474 | 0.10 | 110.899 | 0.000 | 0.000 | ||
| 1003 | 2010.06.11 03:52 | close | 474 | 0.10 | 110.922 | 0.000 | 0.000 | 230.00 | 1149172.80 |
| 1004 | 2010.06.11 04:05 | buy | 475 | 0.10 | 110.812 | 0.000 | 0.000 | ||
| 1005 | 2010.06.11 04:16 | close | 475 | 0.10 | 110.828 | 0.000 | 0.000 | 160.00 | 1149332.80 |
| 1006 | 2010.06.11 04:21 | buy | 476 | 0.10 | 110.796 | 0.000 | 0.000 | ||
| 1007 | 2010.06.11 05:16 | close | 476 | 0.10 | 110.810 | 0.000 | 0.000 | 140.00 | 1149472.80 |
| 1008 | 2010.06.11 05:49 | buy | 477 | 0.10 | 110.677 | 0.000 | 0.000 | ||
| 1009 | 2010.06.11 05:52 | close | 477 | 0.10 | 110.696 | 0.000 | 0.000 | 190.00 | 1149662.80 |
| 1010 | 2010.06.11 07:00 | buy | 478 | 0.10 | 110.913 | 0.000 | 0.000 | ||
| 1011 | 2010.06.11 07:07 | close | 478 | 0.10 | 110.955 | 0.000 | 0.000 | 420.00 | 1150082.80 |
| 1012 | 2010.06.11 07:14 | buy | 479 | 0.10 | 110.872 | 0.000 | 0.000 | ||
| 1013 | 2010.06.11 07:17 | close | 479 | 0.10 | 110.886 | 0.000 | 0.000 | 140.00 | 1150222.80 |
| 1014 | 2010.06.11 07:34 | buy | 480 | 0.10 | 110.766 | 0.000 | 0.000 | ||
| 1015 | 2010.06.11 07:37 | close | 480 | 0.10 | 110.803 | 0.000 | 0.000 | 370.00 | 1150592.80 |
| 1016 | 2010.06.11 07:55 | buy | 481 | 0.10 | 110.862 | 0.000 | 0.000 | ||
| 1017 | 2010.06.11 07:57 | close | 481 | 0.10 | 110.878 | 0.000 | 0.000 | 160.00 | 1150752.80 |
| 1018 | 2010.06.11 09:31 | buy | 482 | 0.10 | 110.960 | 0.000 | 0.000 | ||
| 1019 | 2010.06.11 10:03 | close | 482 | 0.10 | 110.985 | 0.000 | 0.000 | 250.00 | 1151002.80 |
| 1020 | 2010.06.11 10:11 | buy | 483 | 0.10 | 110.799 | 0.000 | 0.000 | ||
| 1021 | 2010.06.11 10:18 | close | 483 | 0.10 | 110.831 | 0.000 | 0.000 | 320.00 | 1151322.80 |
| 1022 | 2010.06.11 10:28 | buy | 484 | 0.10 | 110.805 | 0.000 | 0.000 | ||
| 1023 | 2010.06.11 10:42 | close | 484 | 0.10 | 110.817 | 0.000 | 0.000 | 120.00 | 1151442.80 |
| 1024 | 2010.06.11 10:45 | buy | 485 | 0.10 | 110.742 | 0.000 | 0.000 | ||
| 1025 | 2010.06.11 10:46 | close | 485 | 0.10 | 110.813 | 0.000 | 0.000 | 710.00 | 1152152.80 |
| 1026 | 2010.06.11 12:29 | buy | 486 | 0.10 | 111.060 | 0.000 | 0.000 | ||
| 1027 | 2010.06.11 12:31 | close | 486 | 0.10 | 111.114 | 0.000 | 0.000 | 540.00 | 1152692.80 |
| 1028 | 2010.06.11 14:07 | buy | 487 | 0.10 | 111.250 | 0.000 | 0.000 | ||
| 1029 | 2010.06.11 14:12 | close | 487 | 0.10 | 111.263 | 0.000 | 0.000 | 130.00 | 1152822.80 |
| 1030 | 2010.06.11 14:27 | buy | 488 | 0.10 | 111.220 | 0.000 | 0.000 | ||
| 1031 | 2010.06.14 00:17 | close | 488 | 0.10 | 111.232 | 0.000 | 0.000 | 115.37 | 1152938.17 |
| 1032 | 2010.06.15 03:08 | buy | 489 | 0.10 | 111.718 | 0.000 | 0.000 | ||
| 1033 | 2010.06.15 03:11 | close | 489 | 0.10 | 111.769 | 0.000 | 0.000 | 510.00 | 1153448.17 |
| 1034 | 2010.06.15 03:21 | buy | 490 | 0.10 | 111.689 | 0.000 | 0.000 | ||
| 1035 | 2010.06.15 03:24 | close | 490 | 0.10 | 111.741 | 0.000 | 0.000 | 520.00 | 1153968.17 |
| 1036 | 2010.06.15 03:38 | buy | 491 | 0.10 | 111.639 | 0.000 | 0.000 | ||
| 1037 | 2010.06.15 03:43 | close | 491 | 0.10 | 111.659 | 0.000 | 0.000 | 200.00 | 1154168.17 |
| 1038 | 2010.06.15 04:52 | buy | 492 | 0.10 | 111.725 | 0.000 | 0.000 | ||
| 1039 | 2010.06.15 05:09 | close | 492 | 0.10 | 111.748 | 0.000 | 0.000 | 230.00 | 1154398.17 |
| 1040 | 2010.06.15 06:52 | buy | 493 | 0.10 | 111.664 | 0.000 | 0.000 | ||
| 1041 | 2010.06.15 06:54 | close | 493 | 0.10 | 111.692 | 0.000 | 0.000 | 280.00 | 1154678.17 |
| 1042 | 2010.06.15 07:49 | buy | 494 | 0.10 | 111.812 | 0.000 | 0.000 | ||
| 1043 | 2010.06.15 11:53 | close | 494 | 0.10 | 111.911 | 0.000 | 0.000 | 990.00 | 1155668.17 |
| 1044 | 2010.06.15 13:24 | buy | 495 | 0.10 | 111.939 | 0.000 | 0.000 | ||
| 1045 | 2010.06.15 13:28 | close | 495 | 0.10 | 111.961 | 0.000 | 0.000 | 220.00 | 1155888.17 |
| 1046 | 2010.06.15 14:04 | buy | 496 | 0.10 | 111.758 | 0.000 | 0.000 | ||
| 1047 | 2010.06.15 14:28 | close | 496 | 0.10 | 111.774 | 0.000 | 0.000 | 160.00 | 1156048.17 |
| 1048 | 2010.06.15 14:48 | buy | 497 | 0.10 | 111.883 | 0.000 | 0.000 | ||
| 1049 | 2010.06.15 15:01 | close | 497 | 0.10 | 111.979 | 0.000 | 0.000 | 960.00 | 1157008.17 |
| 1050 | 2010.06.15 16:12 | buy | 498 | 0.10 | 111.941 | 0.000 | 0.000 | ||