Strategy Tester Report
AnomalyMaster_USDJPY_M5_1.2

通貨ペアUSDJPY.oj5k (USD/JPY)
期間5分足(M5) 2006.01.02 08:20 - 2021.12.30 23:55 (2006.01.01 - 2021.12.31)
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memo1=""; Comment="Anomaly Master"; MagicNumber1=10001; MagicNumber2=10002; MagicNumber3=10003; MagicNumber4=10004; Lots=1; SummerTimeType=1; Spread=2; Slippage=5; memo2=""; memo2a=""; Logic1=true; TP1=20; UseVariableStoploss1=true; MinStopLoss1=10; MaxStopLoss1=20; Offset1=0.5; CloseHour1=8; CloseMinute1=0; Close1Logic1=true; CloseLogic1StartHour1=5; CloseLogic1StartMinute1=0; Close2Logic1=true; CloseLogic2StartHour1=6; CloseLogic2StartMinute1=0; UseSummetTimeToClose1=true; Tuesday1=true; Wednesday1=true; Thursday1=true; Friday1=true; UseJpaHolidayFilter1=true; UseUsaHolidayFilter1=true; UseOriginalFilter1_1=true; UseOriginalFilter1_2=true; UseOriginalFilter1_3=true; memo3=""; memo3a=""; Logic2=true; TP2=30; UseVariableStoploss2=true; MinStopLoss2=15; MaxStopLoss2=30; Offset2=0.5; EntryStartDay2=23; CloseHour2=8; CloseMinute2=0; Close1Logic2=true; CloseLogic1StartHour2=5; CloseLogic1StartMinute2=0; Close2Logic2=true; CloseLogic2StartHour2=6; CloseLogic2StartMinute2=0; Tuesday2=true; Wednesday2=true; Thursday2=true; Friday2=true; UseSummetTimeToClose2=true; UseJpaHolidayFilter2=true; UseUsaHolidayFilter2=true; memo4=""; memo4a=""; Logic3=true; TP3=50; SL3=40; EntryStartDay3=23; UseSummetTime3=false; EntryHour3=2; EntryMinute3=0; CloseHour3=8; CloseMinute3=0; Close1Logic3=true; CloseLogic1StartHour3=5; CloseLogic1StartMinute3=0; Close2Logic3=true; CloseLogic2StartHour3=6; CloseLogic2StartMinute3=0; UseSummetTimeToClose3=true; Monday3=true; Tuesday3=false; Wednesday3=false; Thursday3=false; UseJpaHolidayFilter3=true; UseUsaHolidayFilter3=false; memo5=""; memo5a=""; Logic4=true; TP4=60; SL4=60; UseLogicEntry4=true; EntryStartHour4=21; EntryStartMinute4=0; EntryEndHour4=23; EntryEndMinute4=0; CloseMinute4=55; EntryStopDay4=25; UseJpaHolidayFilter4=true; UseUsaHolidayFilter4=true; UseOriginalFilter4=true; memo6=""; memo6a=""; MM=false; MoneyManagmentType=0; Risk=1; MinLot=0.1; MaxLot=5; NumberOfDigits=2; memo7=""; memo7a=""; NenshiFilter=true; NenshiEntryStartDay=8; NenmatsuFilter=false; NenmatsuLastEntryDay=23; memo8=""; memo8a=""; StopMonth1=13; StopDay1=32; StopMonth2=13; StopDay2=32; StopMonth3=13; StopDay3=32; StopMonth4=13; StopDay4=32; StopMonth5=13; StopDay5=32;
テストバー数1198309モデルティック数1621907120モデリング品質89.99%
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9626660.00総利益20079700.00総損失-10453040.00
プロフィットファクタ1.92期待利得4641.59
絶対ドローダウン24000.00最大ドローダウン266240.00 (14.99%)相対ドローダウン14.99% (266240.00)
総取引数2074売りポジション(勝率%)1230 (59.92%)買いポジション(勝率%)844 (66.59%)
勝率(%)1299 (62.63%)負率 (%)775 (37.37%)
最大勝トレード60060.00敗トレード-60000.00
平均勝トレード15457.81敗トレード-13487.79
最大連勝(金額)17 (152220.00)連敗(金額)7 (-185960.00)
最大連勝(トレード数)328620.00 (12)連敗(トレード数)-188160.00 (6)
平均連勝3連敗2
Graph
1ページ目次へ
#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
12006.01.09 21:45buy11.00114.430113.830115.030
22006.01.10 02:55close11.00114.620113.830115.03019020.001019020.00
32006.01.10 02:55sell21.00114.620114.820114.420
42006.01.10 02:55modify21.00114.620114.735114.420
52006.01.10 03:15t/p21.00114.420114.735114.42020000.001039020.00
62006.01.12 21:55buy31.00114.210113.610114.810
72006.01.13 02:55close31.00114.655113.610114.81044520.001083540.00
82006.01.13 02:55sell41.00114.655114.855114.455
92006.01.13 02:55modify41.00114.655114.755114.455
102006.01.13 07:51s/l41.00114.755114.755114.455-10000.001073540.00
112006.01.19 21:50buy51.00115.430114.830116.030
122006.01.20 02:55close51.00115.576114.830116.03014620.001088160.00
132006.01.20 02:55sell61.00115.576115.776115.376
142006.01.20 02:55modify61.00115.576115.676115.376
152006.01.20 07:45close61.00115.550115.676115.3762600.001090760.00
162006.01.23 02:00sell71.00115.180115.580114.680
172006.01.23 03:18t/p71.00114.680115.580114.68050000.001140760.00
182006.01.24 21:05buy81.00114.570113.970115.170
192006.01.25 02:13t/p81.00115.170113.970115.17060060.001200820.00
202006.01.25 02:55sell91.00115.060115.360114.760
212006.01.25 02:55modify91.00115.060115.255114.760
222006.01.25 07:05close91.00115.140115.255114.760-8000.001192820.00
232006.01.27 02:55sell101.00116.238116.538115.938
242006.01.27 02:55modify101.00116.238116.505115.938
252006.01.27 06:30close101.00116.182116.505115.9385600.001198420.00
262006.01.30 02:00sell111.00117.030117.430116.530
272006.01.30 05:38s/l111.00117.430117.430116.530-40000.001158420.00
282006.01.31 02:55sell121.00117.690117.990117.390
292006.01.31 02:55modify121.00117.690117.840117.390
302006.01.31 08:00close121.00117.490117.840117.39020000.001178420.00
312006.02.02 21:45buy131.00118.440117.840119.040
322006.02.03 02:55close131.00118.466117.840119.0402620.001181040.00
332006.02.03 02:55sell141.00118.466118.666118.266
342006.02.03 02:55modify141.00118.466118.615118.266
352006.02.03 05:00close141.00118.340118.615118.26612600.001193640.00
362006.02.09 22:45buy151.00118.815118.215119.415
372006.02.10 02:55close151.00118.876118.215119.4156120.001199760.00
382006.02.10 02:55sell161.00118.876119.076118.676
392006.02.10 02:55modify161.00118.876118.976118.676
402006.02.10 03:27t/p161.00118.676118.976118.67620000.001219760.00
412006.02.14 21:00buy171.00117.450116.850118.050
422006.02.15 02:55close171.00117.690116.850118.05024060.001243820.00
432006.02.15 02:55sell181.00117.690117.890117.490
442006.02.15 02:55modify181.00117.690117.790117.490
452006.02.15 06:05close181.00117.650117.790117.4904000.001247820.00
462006.02.16 21:10buy191.00117.950117.350118.550
472006.02.17 01:50s/l191.00117.350117.350118.550-59980.001187840.00
482006.02.17 02:55sell201.00117.758117.958117.558
492006.02.17 02:55modify201.00117.758117.858117.558
502006.02.17 02:59s/l201.00117.858117.858117.558-10000.001177840.00
512006.02.23 21:00buy211.00116.970116.370117.570
522006.02.24 02:55close211.00116.619116.370117.570-35080.001142760.00
532006.02.24 02:55sell221.00116.619116.919116.319
542006.02.24 07:20close221.00116.573116.919116.3194600.001147360.00
552006.02.27 02:00sell231.00117.060117.460116.560
562006.02.27 02:43t/p231.00116.560117.460116.56050000.001197360.00
572006.02.28 02:55sell241.00116.245116.545115.945
582006.02.28 02:55modify241.00116.245116.395115.945
592006.02.28 04:10s/l241.00116.395116.395115.945-15000.001182360.00
602006.03.02 21:05buy251.00115.910115.310116.510
612006.03.03 02:55close251.00116.495115.310116.51058520.001240880.00
622006.03.09 22:15buy261.00118.185117.585118.785
632006.03.10 02:55close261.00118.310117.585118.78512520.001253400.00
642006.03.14 21:15buy271.00117.390116.790117.990
652006.03.15 03:55close271.00117.520116.790117.99013060.001266460.00
662006.03.15 03:55sell281.00117.520117.720117.320
672006.03.15 08:20close281.00117.450117.720117.3207000.001273460.00
682006.03.16 21:05buy291.00116.865116.265117.465
692006.03.17 03:55close291.00116.685116.265117.465-17980.001255480.00
702006.03.17 03:55sell301.00116.685116.885116.485
712006.03.17 06:30close301.00116.680116.885116.485500.001255980.00
722006.03.23 22:35buy311.00117.900117.300118.500
732006.03.24 03:55close311.00117.855117.300118.500-4480.001251500.00
742006.03.24 03:55sell321.00117.855118.155117.555
752006.03.24 03:55modify321.00117.855118.049117.555
762006.03.24 09:00close321.00117.918118.049117.555-6300.001245200.00
772006.03.27 02:00sell331.00117.560117.960117.060
782006.03.27 02:56t/p331.00117.060117.960117.06050000.001295200.00
792006.03.31 03:55sell341.00117.453117.753117.153
802006.03.31 03:55modify341.00117.453117.617117.153
812006.03.31 06:15close341.00117.348117.617117.15310500.001305700.00
822006.04.13 22:00buy351.00118.415117.815119.015
832006.04.14 03:55close351.00118.653117.815119.01523820.001329520.00
842006.04.14 03:55sell361.00118.653118.853118.453
852006.04.14 03:55modify361.00118.653118.753118.453
862006.04.14 07:20close361.00118.612118.753118.4534100.001333620.00
872006.04.19 21:05buy371.00117.310116.710117.910
882006.04.20 03:55close371.00117.500116.710117.91019020.001352640.00
892006.04.20 03:55sell381.00117.500117.700117.300
902006.04.20 03:55modify381.00117.500117.600117.300
912006.04.20 04:20s/l381.00117.600117.600117.300-10000.001342640.00
922006.04.20 22:15buy391.00117.540116.940118.140
932006.04.21 03:55close391.00117.611116.940118.1407120.001349760.00
942006.04.21 03:55sell401.00117.611117.811117.411
952006.04.21 03:55modify401.00117.611117.711117.411
962006.04.21 06:15close401.00117.534117.711117.4117700.001357460.00
972006.04.24 02:00sell411.00115.760116.160115.260
982006.04.24 07:55close411.00115.700116.160115.2606000.001363460.00
992006.04.24 21:05buy421.00114.430113.830115.030
1002006.04.25 03:55close421.00114.300113.830115.030-12980.001350480.00
1012006.04.25 03:55sell431.00114.300114.600114.000
1022006.04.25 04:26s/l431.00114.600114.600114.000-30000.001320480.00
1032006.04.28 03:55sell441.00114.295114.595113.995
1042006.04.28 03:55modify441.00114.295114.445113.995
1052006.04.28 07:35close441.00114.317114.445113.995-2200.001318280.00
1062006.05.09 23:00buy451.00111.115110.515111.715
1072006.05.10 03:55close451.00111.180110.515111.7156560.001324840.00
1082006.05.10 03:55sell461.00111.180111.380110.980
1092006.05.10 03:55modify461.00111.180111.280110.980
1102006.05.10 06:55t/p461.00110.980111.280110.98020000.001344840.00
1112006.05.11 23:00buy471.00110.530109.930111.130
1122006.05.12 03:55close471.00110.336109.930111.130-19380.001325460.00
1132006.05.12 03:55sell481.00110.336110.536110.136
1142006.05.12 04:27t/p481.00110.136110.536110.13620000.001345460.00
1152006.05.18 23:00buy491.00111.025110.425111.625
1162006.05.19 02:52s/l491.00110.425110.425111.625-59980.001285480.00
1172006.05.19 03:55sell501.00110.776110.976110.576
1182006.05.19 05:40s/l501.00110.976110.976110.576-20000.001265480.00
1192006.05.24 21:05buy511.00112.630112.030113.230
1202006.05.25 03:55close511.00112.695112.030113.2306520.001272000.00
1212006.05.25 03:55sell521.00112.695112.995112.395
1222006.05.25 03:55modify521.00112.695112.925112.395
1232006.05.25 06:45close521.00112.650112.925112.3954500.001276500.00
1242006.05.26 03:55sell531.00111.658111.958111.358
1252006.05.26 03:55modify531.00111.658111.875111.358
1262006.05.26 04:20s/l531.00111.875111.875111.358-21700.001254800.00
1272006.05.29 02:00sell541.00112.439112.839111.939
1282006.05.29 07:10close541.00112.260112.839111.93917900.001272700.00
1292006.05.31 03:55sell551.00112.220112.520111.920
1302006.05.31 03:55modify551.00112.220112.370111.920
1312006.05.31 07:50close551.00112.080112.370111.92014000.001286700.00
1322006.06.08 22:35buy561.00114.165113.565114.765
1332006.06.09 03:55close561.00113.929113.565114.765-23580.001263120.00
1342006.06.09 03:55sell571.00113.929114.129113.729
1352006.06.09 03:55modify571.00113.929114.085113.729
1362006.06.09 06:15close571.00113.920114.085113.729900.001264020.00
1372006.06.14 21:20buy581.00114.930114.330115.530
1382006.06.15 03:55close581.00115.050114.330115.53012020.001276040.00
1392006.06.15 03:55sell591.00115.050115.250114.850
1402006.06.15 03:55modify591.00115.050115.150114.850
1412006.06.15 04:47t/p591.00114.850115.150114.85020000.001296040.00
1422006.06.15 22:30buy601.00114.940114.340115.540
1432006.06.16 03:55close601.00114.651114.340115.540-28880.001267160.00
1442006.06.16 03:55sell611.00114.651114.851114.451
1452006.06.16 08:05close611.00114.677114.851114.451-2600.001264560.00
1462006.06.19 21:35buy621.00115.340114.740115.940
1472006.06.20 03:55close621.00115.560114.740115.94022020.001286580.00
1482006.06.20 03:55sell631.00115.560115.760115.360
1492006.06.20 03:55modify631.00115.560115.660115.360
1502006.06.20 08:05close631.00115.420115.660115.36014000.001300580.00
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