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
前へ2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
1512006.06.22 21:30buy641.00116.085115.485116.685
1522006.06.23 03:55close641.00116.044115.485116.685-4080.001296500.00
1532006.06.23 03:55sell651.00116.044116.344115.744
1542006.06.23 03:55modify651.00116.044116.205115.744
1552006.06.23 04:12s/l651.00116.205116.205115.744-16100.001280400.00
1562006.06.26 02:00sell661.00116.425116.825115.925
1572006.06.26 07:10close661.00116.390116.825115.9253500.001283900.00
1582006.06.30 03:55sell671.00115.105115.405114.805
1592006.06.30 03:55modify671.00115.105115.255114.805
1602006.06.30 06:46t/p671.00114.805115.255114.80530000.001313900.00
1612006.07.13 21:05buy681.00115.315114.715115.915
1622006.07.14 03:55close681.00115.510114.715115.91519520.001333420.00
1632006.07.14 03:55sell691.00115.510115.710115.310
1642006.07.14 03:55modify691.00115.510115.610115.310
1652006.07.14 04:17s/l691.00115.610115.610115.310-10000.001323420.00
1662006.07.19 23:00buy701.00116.825116.225117.425
1672006.07.20 03:55close701.00116.860116.225117.4253520.001326940.00
1682006.07.20 03:55sell711.00116.860117.060116.660
1692006.07.20 03:55modify711.00116.860116.960116.660
1702006.07.20 04:22t/p711.00116.660116.960116.66020000.001346940.00
1712006.07.20 21:15buy721.00116.795116.195117.395
1722006.07.21 03:55close721.00116.932116.195117.39513720.001360660.00
1732006.07.21 03:55sell731.00116.932117.132116.732
1742006.07.21 03:55modify731.00116.932117.040116.732
1752006.07.21 08:25close731.00116.790117.040116.73214200.001374860.00
1762006.07.24 02:00sell741.00116.200116.600115.700
1772006.07.24 04:22s/l741.00116.600116.600115.700-40000.001334860.00
1782006.07.24 22:05buy751.00116.800116.200117.400
1792006.07.25 03:55close751.00116.870116.200117.4007020.001341880.00
1802006.07.25 03:55sell761.00116.870117.170116.570
1812006.07.25 03:55modify761.00116.870117.020116.570
1822006.07.25 07:00close761.00116.780117.020116.5709000.001350880.00
1832006.07.28 03:55sell771.00115.889116.189115.589
1842006.07.28 03:55modify771.00115.889116.039115.589
1852006.07.28 06:00close771.00115.794116.039115.5899500.001360380.00
1862006.07.31 02:00sell781.00114.790115.190114.290
1872006.07.31 06:00close781.00114.550115.190114.29024000.001384380.00
1882006.08.03 21:30buy791.00115.010114.410115.610
1892006.08.04 03:55close791.00115.138114.410115.61012820.001397200.00
1902006.08.04 03:55sell801.00115.138115.338114.938
1912006.08.04 03:55modify801.00115.138115.255114.938
1922006.08.04 09:00close801.00115.122115.255114.9381600.001398800.00
1932006.08.09 22:15buy811.00115.220114.620115.820
1942006.08.10 03:55close811.00115.365114.620115.82014520.001413320.00
1952006.08.10 03:55sell821.00115.365115.565115.165
1962006.08.10 03:55modify821.00115.365115.465115.165
1972006.08.10 04:29t/p821.00115.165115.465115.16520000.001433320.00
1982006.08.10 21:15buy831.00115.415114.815116.015
1992006.08.11 03:55close831.00115.337114.815116.015-7780.001425540.00
2002006.08.11 03:55sell841.00115.337115.537115.137
2012006.08.11 03:55modify841.00115.337115.440115.137
2022006.08.11 05:04s/l841.00115.440115.440115.137-10300.001415240.00
2032006.08.14 23:00buy851.00116.690116.090117.290
2042006.08.15 03:55close851.00116.545116.090117.290-14480.001400760.00
2052006.08.15 03:55sell861.00116.545116.745116.345
2062006.08.15 03:55modify861.00116.545116.650116.345
2072006.08.15 04:34s/l861.00116.650116.650116.345-10500.001390260.00
2082006.08.17 21:55buy871.00115.990115.390116.590
2092006.08.18 03:55close871.00115.993115.390116.590320.001390580.00
2102006.08.18 03:55sell881.00115.993116.193115.793
2112006.08.18 03:55modify881.00115.993116.093115.793
2122006.08.18 06:45close881.00116.015116.093115.793-2200.001388380.00
2132006.08.24 21:15buy891.00116.445115.845117.045
2142006.08.25 02:30s/l891.00115.845115.845117.045-59980.001328400.00
2152006.08.25 03:55sell901.00116.626116.926116.326
2162006.08.25 03:55modify901.00116.626116.776116.326
2172006.08.25 08:28s/l901.00116.776116.776116.326-15000.001313400.00
2182006.08.28 02:00sell911.00117.250117.650116.750
2192006.08.28 06:15close911.00117.140117.650116.75011000.001324400.00
2202006.08.31 03:55sell921.00117.230117.530116.930
2212006.08.31 03:55modify921.00117.230117.380116.930
2222006.08.31 06:26s/l921.00117.380117.380116.930-15000.001309400.00
2232006.09.07 21:00buy931.00116.360115.760116.960
2242006.09.08 03:55close931.00116.419115.760116.9605920.001315320.00
2252006.09.08 03:55sell941.00116.419116.619116.219
2262006.09.08 03:55modify941.00116.419116.519116.219
2272006.09.08 06:30close941.00116.236116.519116.21918300.001333620.00
2282006.09.14 23:00buy951.00117.530116.930118.130
2292006.09.15 03:55close951.00117.711116.930118.13018120.001351740.00
2302006.09.15 03:55sell961.00117.711117.911117.511
2312006.09.15 03:55modify961.00117.711117.811117.511
2322006.09.15 07:05close961.00117.597117.811117.51111400.001363140.00
2332006.09.19 21:15buy971.00117.600117.000118.200
2342006.09.20 03:55close971.00117.480117.000118.200-11940.001351200.00
2352006.09.20 03:55sell981.00117.480117.680117.280
2362006.09.20 04:16t/p981.00117.280117.680117.28020000.001371200.00
2372006.09.21 21:10buy991.00116.380115.780116.980
2382006.09.22 03:55close991.00116.293115.780116.980-8680.001362520.00
2392006.09.22 03:55sell1001.00116.293116.493116.093
2402006.09.22 03:55modify1001.00116.293116.415116.093
2412006.09.22 05:07s/l1001.00116.415116.415116.093-12200.001350320.00
2422006.09.25 02:00sell1011.00116.520116.920116.020
2432006.09.25 07:15close1011.00116.330116.920116.02019000.001369320.00
2442006.09.29 03:55sell1021.00117.784118.084117.484
2452006.09.29 03:55modify1021.00117.784117.934117.484
2462006.09.29 07:30close1021.00117.755117.934117.4842900.001372220.00
2472006.10.09 21:15buy1031.00119.080118.480119.680
2482006.10.10 03:55close1031.00119.000118.480119.680-7980.001364240.00
2492006.10.10 03:55sell1041.00119.000119.200118.800
2502006.10.10 03:55modify1041.00119.000119.145118.800
2512006.10.10 05:31s/l1041.00119.145119.145118.800-14500.001349740.00
2522006.10.12 22:05buy1051.00119.390118.790119.990
2532006.10.13 03:55close1051.00119.305118.790119.990-8480.001341260.00
2542006.10.13 03:55sell1061.00119.305119.505119.105
2552006.10.13 03:55modify1061.00119.305119.415119.105
2562006.10.13 06:00close1061.00119.163119.415119.10514200.001355460.00
2572006.10.19 21:15buy1071.00118.110117.510118.710
2582006.10.20 03:55close1071.00118.351117.510118.71024120.001379580.00
2592006.10.20 03:55sell1081.00118.351118.551118.151
2602006.10.20 03:55modify1081.00118.351118.451118.151
2612006.10.20 07:00close1081.00118.315118.451118.1513600.001383180.00
2622006.10.23 02:00sell1091.00118.630119.030118.130
2632006.10.23 08:05close1091.00118.760119.030118.130-13000.001370180.00
2642006.10.24 21:45buy1101.00119.205118.605119.805
2652006.10.25 03:55close1101.00119.280118.605119.8057560.001377740.00
2662006.10.25 03:55sell1111.00119.280119.580118.980
2672006.10.25 03:55modify1111.00119.280119.435118.980
2682006.10.25 09:00close1111.00119.230119.435118.9805000.001382740.00
2692006.10.27 03:55sell1121.00118.604118.904118.304
2702006.10.27 03:55modify1121.00118.604118.754118.304
2712006.10.27 08:15close1121.00118.420118.754118.30418400.001401140.00
2722006.10.30 02:00sell1131.00117.530117.930117.030
2732006.10.30 09:00close1131.00117.370117.930117.03016000.001417140.00
2742006.10.31 03:55sell1141.00117.630117.930117.330
2752006.10.31 03:55modify1141.00117.630117.780117.330
2762006.10.31 07:40close1141.00117.460117.780117.33017000.001434140.00
2772006.11.14 21:10buy1151.00117.600117.000118.200
2782006.11.15 02:55close1151.00117.670117.000118.2007060.001441200.00
2792006.11.15 02:55sell1161.00117.670117.870117.470
2802006.11.15 02:55modify1161.00117.670117.770117.470
2812006.11.15 05:30s/l1161.00117.770117.770117.470-10000.001431200.00
2822006.11.16 21:55buy1171.00118.210117.610118.810
2832006.11.17 02:55close1171.00118.190117.610118.810-1980.001429220.00
2842006.11.17 02:55sell1181.00118.190118.390117.990
2852006.11.17 02:55modify1181.00118.190118.290117.990
2862006.11.17 03:48s/l1181.00118.290118.290117.990-10000.001419220.00
2872006.11.23 23:00buy1191.00116.260115.660116.860
2882006.11.24 02:55close1191.00116.390115.660116.86013020.001432240.00
2892006.11.24 02:55sell1201.00116.390116.690116.090
2902006.11.24 02:55modify1201.00116.390116.540116.090
2912006.11.24 05:00close1201.00116.320116.540116.0907000.001439240.00
2922006.11.27 02:00sell1211.00115.510115.910115.010
2932006.11.27 06:49s/l1211.00115.910115.910115.010-40000.001399240.00
2942006.11.30 02:55sell1221.00116.400116.700116.100
2952006.11.30 02:55modify1221.00116.400116.550116.100
2962006.11.30 03:47s/l1221.00116.550116.550116.100-15000.001384240.00
2972006.12.07 23:00buy1231.00115.250114.650115.850
2982006.12.08 02:55close1231.00115.250114.650115.85020.001384260.00
2992006.12.14 23:00buy1241.00117.830117.230118.430
3002006.12.15 02:55close1241.00118.015117.230118.43018520.001402780.00
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