Strategy Tester Report
Morning_Buyer_USDJPY_M5_T02
| 通貨ペア | USDJPY (US Dollar vs Japanese Yen) | ||||
| 期間 | 5分足(M5) 2004.01.01 02:00 - 2023.02.28 23:55 (2004.01.01 - 2023.03.01) | ||||
| 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 | BASIC_Title=""; MagicNumber=22020911; FixLots=0.2; Slippage=3; MaxSpread=3; MM_Title=""; MoneyManage=false; RiskRate=5; MoneyManageKind=1; GMT_Title=""; GMT=2; _summertime=""; Summertime=1; | ||||
| テストバー数 | 1431083 | モデルティック数 | 271840020 | モデリング品質 | 99.90% |
| 不整合チャートエラー | 0 | ||||
| 初期証拠金 | 1000000.00 | スプレッド | 変動 | ||
| 純益 | 3253666.00 | 総利益 | 4947908.00 | 総損失 | -1694242.00 |
| プロフィットファクタ | 2.92 | 期待利得 | 2647.41 | ||
| 絶対ドローダウン | 168878.00 | 最大ドローダウン | 291188.00 (25.95%) | 相対ドローダウン | 25.95% (291188.00) |
| 総取引数 | 1229 | 売りポジション(勝率%） | 0 (0.00%) | 買いポジション(勝率%） | 1229 (80.23%) |
| 勝率(%) | 986 (80.23%) | 負率 (%) | 243 (19.77%) | ||
| 最大 | 勝トレード | 24100.00 | 敗トレード | -32550.00 | |
| 平均 | 勝トレード | 5018.16 | 敗トレード | -6972.19 | |
| 最大 | 連勝(金額) | 28 (97670.00) | 連敗(金額) | 3 (-35158.00) | |
| 最大 | 連勝(トレード数) | 140600.00 (13) | 連敗(トレード数) | -54040.00 (2) | |
| 平均 | 連勝 | 5 | 連敗 | 1 | |
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 |
| 1 | 2004.01.05 01:20 | buy | 1 | 0.20 | 106.941 | 0.000 | 0.000 | ||
| 2 | 2004.01.05 01:20 | modify | 1 | 0.20 | 106.941 | 103.141 | 108.141 | ||
| 3 | 2004.01.05 04:15 | close | 1 | 0.20 | 107.177 | 103.141 | 108.141 | 4720.00 | 1004720.00 |
| 4 | 2004.01.15 01:20 | buy | 2 | 0.20 | 106.286 | 0.000 | 0.000 | ||
| 5 | 2004.01.15 01:20 | modify | 2 | 0.20 | 106.286 | 102.486 | 107.486 | ||
| 6 | 2004.01.15 23:00 | close | 2 | 0.20 | 106.430 | 102.486 | 107.486 | 2880.00 | 1007600.00 |
| 7 | 2004.01.30 01:20 | buy | 3 | 0.20 | 105.915 | 0.000 | 0.000 | ||
| 8 | 2004.01.30 01:20 | modify | 3 | 0.20 | 105.915 | 102.115 | 107.115 | ||
| 9 | 2004.01.30 02:30 | close | 3 | 0.20 | 106.056 | 102.115 | 107.115 | 2820.00 | 1010420.00 |
| 10 | 2004.02.05 01:20 | buy | 4 | 0.20 | 105.435 | 0.000 | 0.000 | ||
| 11 | 2004.02.05 01:20 | modify | 4 | 0.20 | 105.435 | 101.635 | 106.635 | ||
| 12 | 2004.02.05 02:50 | close | 4 | 0.20 | 105.553 | 101.635 | 106.635 | 2360.00 | 1012780.00 |
| 13 | 2004.02.17 01:20 | buy | 5 | 0.20 | 105.468 | 0.000 | 0.000 | ||
| 14 | 2004.02.17 01:20 | modify | 5 | 0.20 | 105.468 | 101.668 | 106.668 | ||
| 15 | 2004.02.17 05:15 | close | 5 | 0.20 | 105.640 | 101.668 | 106.668 | 3440.00 | 1016220.00 |
| 16 | 2004.02.20 01:20 | buy | 6 | 0.20 | 106.978 | 0.000 | 0.000 | ||
| 17 | 2004.02.20 01:20 | modify | 6 | 0.20 | 106.978 | 103.178 | 108.178 | ||
| 18 | 2004.02.20 02:35 | close | 6 | 0.20 | 107.086 | 103.178 | 108.178 | 2160.00 | 1018380.00 |
| 19 | 2004.02.25 01:20 | buy | 7 | 0.20 | 108.220 | 0.000 | 0.000 | ||
| 20 | 2004.02.25 01:20 | modify | 7 | 0.20 | 108.220 | 104.420 | 109.420 | ||
| 21 | 2004.02.25 11:15 | close | 7 | 0.20 | 108.407 | 104.420 | 109.420 | 3740.00 | 1022120.00 |
| 22 | 2004.03.05 01:20 | buy | 8 | 0.20 | 111.191 | 0.000 | 0.000 | ||
| 23 | 2004.03.05 01:20 | modify | 8 | 0.20 | 111.191 | 107.391 | 112.391 | ||
| 24 | 2004.03.05 02:55 | close | 8 | 0.20 | 111.303 | 107.391 | 112.391 | 2240.00 | 1024360.00 |
| 25 | 2004.03.15 02:00 | buy | 9 | 0.20 | 110.799 | 0.000 | 0.000 | ||
| 26 | 2004.03.15 02:00 | modify | 9 | 0.20 | 110.799 | 106.999 | 111.999 | ||
| 27 | 2004.03.15 06:50 | close | 9 | 0.20 | 110.905 | 106.999 | 111.999 | 2120.00 | 1026480.00 |
| 28 | 2004.03.17 02:00 | buy | 10 | 0.20 | 108.686 | 0.000 | 0.000 | ||
| 29 | 2004.03.17 02:00 | modify | 10 | 0.20 | 108.686 | 104.886 | 109.886 | ||
| 30 | 2004.03.17 02:15 | close | 10 | 0.20 | 108.810 | 104.886 | 109.886 | 2480.00 | 1028960.00 |
| 31 | 2004.03.25 02:00 | buy | 11 | 0.20 | 106.423 | 0.000 | 0.000 | ||
| 32 | 2004.03.25 02:00 | modify | 11 | 0.20 | 106.423 | 102.623 | 107.623 | ||
| 33 | 2004.03.25 02:55 | buy | 12 | 0.20 | 105.929 | 0.000 | 0.000 | ||
| 34 | 2004.03.25 02:55 | modify | 12 | 0.20 | 105.929 | 102.129 | 107.129 | ||
| 35 | 2004.03.25 12:10 | close | 12 | 0.20 | 106.261 | 102.129 | 107.129 | 6640.00 | 1035600.00 |
| 36 | 2004.03.25 12:10 | close | 11 | 0.20 | 106.256 | 102.623 | 107.623 | -3340.00 | 1032260.00 |
| 37 | 2004.03.30 02:00 | buy | 13 | 0.20 | 105.445 | 0.000 | 0.000 | ||
| 38 | 2004.03.30 02:00 | modify | 13 | 0.20 | 105.445 | 101.645 | 106.645 | ||
| 39 | 2004.03.30 03:20 | close | 13 | 0.20 | 105.552 | 101.645 | 106.645 | 2140.00 | 1034400.00 |
| 40 | 2004.04.05 02:00 | buy | 14 | 0.20 | 104.150 | 0.000 | 0.000 | ||
| 41 | 2004.04.05 02:00 | modify | 14 | 0.20 | 104.150 | 100.350 | 105.350 | ||
| 42 | 2004.04.05 02:45 | close | 14 | 0.20 | 104.278 | 100.350 | 105.350 | 2560.00 | 1036960.00 |
| 43 | 2004.04.15 02:00 | buy | 15 | 0.20 | 108.665 | 0.000 | 0.000 | ||
| 44 | 2004.04.15 02:00 | modify | 15 | 0.20 | 108.665 | 104.865 | 109.865 | ||
| 45 | 2004.04.15 06:20 | close | 15 | 0.20 | 108.929 | 104.865 | 109.865 | 5280.00 | 1042240.00 |
| 46 | 2004.04.20 02:00 | buy | 16 | 0.20 | 108.417 | 0.000 | 0.000 | ||
| 47 | 2004.04.20 02:00 | modify | 16 | 0.20 | 108.417 | 104.617 | 109.617 | ||
| 48 | 2004.04.20 02:20 | close | 16 | 0.20 | 108.526 | 104.617 | 109.617 | 2180.00 | 1044420.00 |
| 49 | 2004.04.30 02:00 | buy | 17 | 0.20 | 109.959 | 0.000 | 0.000 | ||
| 50 | 2004.04.30 02:00 | modify | 17 | 0.20 | 109.959 | 106.159 | 111.159 | ||
| 51 | 2004.04.30 03:20 | close | 17 | 0.20 | 110.161 | 106.159 | 111.159 | 4040.00 | 1048460.00 |
| 52 | 2004.05.05 02:00 | buy | 18 | 0.20 | 109.578 | 0.000 | 0.000 | ||
| 53 | 2004.05.05 02:00 | modify | 18 | 0.20 | 109.578 | 105.778 | 110.778 | ||
| 54 | 2004.05.05 12:35 | buy | 19 | 0.20 | 109.087 | 0.000 | 0.000 | ||
| 55 | 2004.05.05 12:35 | modify | 19 | 0.20 | 109.087 | 105.287 | 110.287 | ||
| 56 | 2004.05.05 15:30 | buy | 20 | 0.20 | 108.523 | 0.000 | 0.000 | ||
| 57 | 2004.05.05 15:30 | modify | 20 | 0.20 | 108.523 | 104.723 | 109.723 | ||
| 58 | 2004.05.06 08:50 | close | 20 | 0.20 | 109.108 | 104.723 | 109.723 | 11622.00 | 1060082.00 |
| 59 | 2004.05.06 08:50 | close | 19 | 0.20 | 109.107 | 105.287 | 110.287 | 322.00 | 1060404.00 |
| 60 | 2004.05.06 08:50 | close | 18 | 0.20 | 109.111 | 105.778 | 110.778 | -9418.00 | 1050986.00 |
| 61 | 2004.05.17 02:00 | buy | 21 | 0.20 | 114.359 | 0.000 | 0.000 | ||
| 62 | 2004.05.17 02:00 | modify | 21 | 0.20 | 114.359 | 110.559 | 115.559 | ||
| 63 | 2004.05.17 02:10 | close | 21 | 0.20 | 114.512 | 110.559 | 115.559 | 3060.00 | 1054046.00 |
| 64 | 2004.05.20 02:00 | buy | 22 | 0.20 | 112.886 | 0.000 | 0.000 | ||
| 65 | 2004.05.20 02:00 | modify | 22 | 0.20 | 112.886 | 109.086 | 114.086 | ||
| 66 | 2004.05.20 02:20 | close | 22 | 0.20 | 113.027 | 109.086 | 114.086 | 2820.00 | 1056866.00 |
| 67 | 2004.05.25 02:00 | buy | 23 | 0.20 | 113.157 | 0.000 | 0.000 | ||
| 68 | 2004.05.25 02:00 | modify | 23 | 0.20 | 113.157 | 109.357 | 114.357 | ||
| 69 | 2004.05.25 03:25 | close | 23 | 0.20 | 113.283 | 109.357 | 114.357 | 2520.00 | 1059386.00 |
| 70 | 2004.06.15 02:00 | buy | 24 | 0.20 | 111.002 | 0.000 | 0.000 | ||
| 71 | 2004.06.15 02:00 | modify | 24 | 0.20 | 111.002 | 107.202 | 112.202 | ||
| 72 | 2004.06.15 02:35 | close | 24 | 0.20 | 111.132 | 107.202 | 112.202 | 2600.00 | 1061986.00 |
| 73 | 2004.06.17 02:00 | buy | 25 | 0.20 | 110.119 | 0.000 | 0.000 | ||
| 74 | 2004.06.17 02:00 | modify | 25 | 0.20 | 110.119 | 106.319 | 111.319 | ||
| 75 | 2004.06.17 09:10 | buy | 26 | 0.20 | 109.625 | 0.000 | 0.000 | ||
| 76 | 2004.06.17 09:10 | modify | 26 | 0.20 | 109.625 | 105.825 | 110.825 | ||
| 77 | 2004.06.17 13:15 | buy | 27 | 0.20 | 109.093 | 0.000 | 0.000 | ||
| 78 | 2004.06.17 13:15 | modify | 27 | 0.20 | 109.093 | 105.293 | 110.293 | ||
| 79 | 2004.06.17 16:00 | close | 27 | 0.20 | 109.691 | 105.293 | 110.293 | 11960.00 | 1073946.00 |
| 80 | 2004.06.17 16:00 | close | 26 | 0.20 | 109.690 | 105.825 | 110.825 | 1300.00 | 1075246.00 |
| 81 | 2004.06.17 16:00 | close | 25 | 0.20 | 109.696 | 106.319 | 111.319 | -8460.00 | 1066786.00 |
| 82 | 2004.06.25 02:00 | buy | 28 | 0.20 | 107.230 | 0.000 | 0.000 | ||
| 83 | 2004.06.25 02:00 | modify | 28 | 0.20 | 107.230 | 103.430 | 108.430 | ||
| 84 | 2004.06.25 02:35 | close | 28 | 0.20 | 107.342 | 103.430 | 108.430 | 2240.00 | 1069026.00 |
| 85 | 2004.07.05 02:00 | buy | 29 | 0.20 | 108.319 | 0.000 | 0.000 | ||
| 86 | 2004.07.05 02:00 | modify | 29 | 0.20 | 108.319 | 104.519 | 109.519 | ||
| 87 | 2004.07.05 02:20 | close | 29 | 0.20 | 108.428 | 104.519 | 109.519 | 2180.00 | 1071206.00 |
| 88 | 2004.07.15 02:00 | buy | 30 | 0.20 | 109.175 | 0.000 | 0.000 | ||
| 89 | 2004.07.15 02:00 | modify | 30 | 0.20 | 109.175 | 105.375 | 110.375 | ||
| 90 | 2004.07.15 03:40 | close | 30 | 0.20 | 109.279 | 105.375 | 110.375 | 2080.00 | 1073286.00 |
| 91 | 2004.07.20 02:00 | buy | 31 | 0.20 | 108.275 | 0.000 | 0.000 | ||
| 92 | 2004.07.20 02:00 | modify | 31 | 0.20 | 108.275 | 104.475 | 109.475 | ||
| 93 | 2004.07.20 02:50 | close | 31 | 0.20 | 108.418 | 104.475 | 109.475 | 2860.00 | 1076146.00 |
| 94 | 2004.07.30 02:00 | buy | 32 | 0.20 | 112.144 | 0.000 | 0.000 | ||
| 95 | 2004.07.30 02:00 | modify | 32 | 0.20 | 112.144 | 108.344 | 113.344 | ||
| 96 | 2004.07.30 11:05 | buy | 33 | 0.20 | 111.634 | 0.000 | 0.000 | ||
| 97 | 2004.07.30 11:05 | modify | 33 | 0.20 | 111.634 | 107.834 | 112.834 | ||
| 98 | 2004.08.02 00:05 | buy | 34 | 0.20 | 111.032 | 0.000 | 0.000 | ||
| 99 | 2004.08.02 00:05 | modify | 34 | 0.20 | 111.032 | 107.232 | 112.232 | ||
| 100 | 2004.08.03 04:05 | buy | 35 | 0.20 | 110.522 | 0.000 | 0.000 | ||
| 101 | 2004.08.03 04:05 | modify | 35 | 0.20 | 110.522 | 106.722 | 111.722 | ||
| 102 | 2004.08.04 09:45 | close | 35 | 0.20 | 111.407 | 106.722 | 111.722 | 17674.00 | 1093820.00 |
| 103 | 2004.08.04 09:45 | close | 34 | 0.20 | 111.408 | 107.232 | 112.232 | 7468.00 | 1101288.00 |
| 104 | 2004.08.04 09:45 | close | 33 | 0.20 | 111.408 | 107.834 | 112.834 | -4598.00 | 1096690.00 |
| 105 | 2004.08.04 09:45 | close | 32 | 0.20 | 111.414 | 108.344 | 113.344 | -14678.00 | 1082012.00 |
| 106 | 2004.08.05 02:00 | buy | 36 | 0.20 | 111.050 | 0.000 | 0.000 | ||
| 107 | 2004.08.05 02:00 | modify | 36 | 0.20 | 111.050 | 107.250 | 112.250 | ||
| 108 | 2004.08.05 03:35 | close | 36 | 0.20 | 111.173 | 107.250 | 112.250 | 2460.00 | 1084472.00 |
| 109 | 2004.08.17 02:00 | buy | 37 | 0.20 | 110.404 | 0.000 | 0.000 | ||
| 110 | 2004.08.17 02:00 | modify | 37 | 0.20 | 110.404 | 106.604 | 111.604 | ||
| 111 | 2004.08.17 03:50 | close | 37 | 0.20 | 110.511 | 106.604 | 111.604 | 2140.00 | 1086612.00 |
| 112 | 2004.08.20 02:00 | buy | 38 | 0.20 | 109.383 | 0.000 | 0.000 | ||
| 113 | 2004.08.20 02:00 | modify | 38 | 0.20 | 109.383 | 105.583 | 110.583 | ||
| 114 | 2004.08.20 03:00 | close | 38 | 0.20 | 109.513 | 105.583 | 110.583 | 2600.00 | 1089212.00 |
| 115 | 2004.08.25 02:00 | buy | 39 | 0.20 | 109.729 | 0.000 | 0.000 | ||
| 116 | 2004.08.25 02:00 | modify | 39 | 0.20 | 109.729 | 105.929 | 110.929 | ||
| 117 | 2004.08.25 11:30 | close | 39 | 0.20 | 109.849 | 105.929 | 110.929 | 2400.00 | 1091612.00 |
| 118 | 2004.08.30 02:00 | buy | 40 | 0.20 | 109.707 | 0.000 | 0.000 | ||
| 119 | 2004.08.30 02:00 | modify | 40 | 0.20 | 109.707 | 105.907 | 110.907 | ||
| 120 | 2004.08.30 03:25 | close | 40 | 0.20 | 109.903 | 105.907 | 110.907 | 3920.00 | 1095532.00 |
| 121 | 2004.09.15 02:00 | buy | 41 | 0.20 | 109.571 | 0.000 | 0.000 | ||
| 122 | 2004.09.15 02:00 | modify | 41 | 0.20 | 109.571 | 105.771 | 110.771 | ||
| 123 | 2004.09.15 04:20 | close | 41 | 0.20 | 109.696 | 105.771 | 110.771 | 2500.00 | 1098032.00 |
| 124 | 2004.09.17 02:00 | buy | 42 | 0.20 | 109.625 | 0.000 | 0.000 | ||
| 125 | 2004.09.17 02:00 | modify | 42 | 0.20 | 109.625 | 105.825 | 110.825 | ||
| 126 | 2004.09.17 11:05 | close | 42 | 0.20 | 109.724 | 105.825 | 110.825 | 1980.00 | 1100012.00 |
| 127 | 2004.09.20 02:00 | buy | 43 | 0.20 | 110.020 | 0.000 | 0.000 | ||
| 128 | 2004.09.20 02:00 | modify | 43 | 0.20 | 110.020 | 106.220 | 111.220 | ||
| 129 | 2004.09.20 03:30 | close | 43 | 0.20 | 110.115 | 106.220 | 111.220 | 1900.00 | 1101912.00 |
| 130 | 2004.09.30 02:00 | buy | 44 | 0.20 | 111.021 | 0.000 | 0.000 | ||
| 131 | 2004.09.30 02:00 | modify | 44 | 0.20 | 111.021 | 107.221 | 112.221 | ||
| 132 | 2004.09.30 02:35 | close | 44 | 0.20 | 111.129 | 107.221 | 112.221 | 2160.00 | 1104072.00 |
| 133 | 2004.10.05 02:00 | buy | 45 | 0.20 | 110.883 | 0.000 | 0.000 | ||
| 134 | 2004.10.05 02:00 | modify | 45 | 0.20 | 110.883 | 107.083 | 112.083 | ||
| 135 | 2004.10.05 12:25 | close | 45 | 0.20 | 111.015 | 107.083 | 112.083 | 2640.00 | 1106712.00 |
| 136 | 2004.10.15 02:00 | buy | 46 | 0.20 | 109.657 | 0.000 | 0.000 | ||
| 137 | 2004.10.15 02:00 | modify | 46 | 0.20 | 109.657 | 105.857 | 110.857 | ||
| 138 | 2004.10.15 15:45 | buy | 47 | 0.20 | 109.163 | 0.000 | 0.000 | ||
| 139 | 2004.10.15 15:45 | modify | 47 | 0.20 | 109.163 | 105.363 | 110.363 | ||
| 140 | 2004.10.18 14:50 | close | 47 | 0.20 | 109.536 | 105.363 | 110.363 | 7434.00 | 1114146.00 |
| 141 | 2004.10.18 14:50 | close | 46 | 0.20 | 109.540 | 105.857 | 110.857 | -2366.00 | 1111780.00 |
| 142 | 2004.10.20 02:00 | buy | 48 | 0.20 | 108.353 | 0.000 | 0.000 | ||
| 143 | 2004.10.20 02:00 | modify | 48 | 0.20 | 108.353 | 104.553 | 109.553 | ||
| 144 | 2004.10.20 03:00 | close | 48 | 0.20 | 108.473 | 104.553 | 109.553 | 2400.00 | 1114180.00 |
| 145 | 2004.10.25 02:00 | buy | 49 | 0.20 | 107.218 | 0.000 | 0.000 | ||
| 146 | 2004.10.25 02:00 | modify | 49 | 0.20 | 107.218 | 103.418 | 108.418 | ||
| 147 | 2004.10.25 02:55 | buy | 50 | 0.20 | 106.715 | 0.000 | 0.000 | ||
| 148 | 2004.10.25 02:55 | modify | 50 | 0.20 | 106.715 | 102.915 | 107.915 | ||
| 149 | 2004.10.27 05:00 | close | 50 | 0.20 | 107.056 | 102.915 | 107.915 | 6768.00 | 1120948.00 |
| 150 | 2004.10.27 05:00 | close | 49 | 0.20 | 107.059 | 103.418 | 108.418 | -3232.00 | 1117716.00 |
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