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 | |
| # | 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 |
| 1351 | 2011.01.17 13:55 | modify | 451 | 0.20 | 82.371 | 78.571 | 83.571 | ||
| 1352 | 2011.01.17 19:20 | close | 451 | 0.20 | 82.749 | 78.571 | 83.571 | 7560.00 | 2292602.00 |
| 1353 | 2011.01.17 19:20 | close | 450 | 0.20 | 82.752 | 79.157 | 84.157 | -4100.00 | 2288502.00 |
| 1354 | 2011.01.20 01:20 | buy | 452 | 0.20 | 82.083 | 0.000 | 0.000 | ||
| 1355 | 2011.01.20 01:20 | modify | 452 | 0.20 | 82.083 | 78.283 | 83.283 | ||
| 1356 | 2011.01.20 02:35 | close | 452 | 0.20 | 82.190 | 78.283 | 83.283 | 2140.00 | 2290642.00 |
| 1357 | 2011.01.25 01:20 | buy | 453 | 0.20 | 82.553 | 0.000 | 0.000 | ||
| 1358 | 2011.01.25 01:20 | modify | 453 | 0.20 | 82.553 | 78.753 | 83.753 | ||
| 1359 | 2011.01.25 17:15 | close | 453 | 0.20 | 82.648 | 78.753 | 83.753 | 1900.00 | 2292542.00 |
| 1360 | 2011.02.17 01:20 | buy | 454 | 0.20 | 83.627 | 0.000 | 0.000 | ||
| 1361 | 2011.02.17 01:20 | modify | 454 | 0.20 | 83.627 | 79.827 | 84.827 | ||
| 1362 | 2011.02.18 20:10 | buy | 455 | 0.20 | 83.119 | 0.000 | 0.000 | ||
| 1363 | 2011.02.18 20:10 | modify | 455 | 0.20 | 83.119 | 79.319 | 84.319 | ||
| 1364 | 2011.02.22 00:10 | close | 455 | 0.20 | 83.443 | 79.319 | 84.319 | 6428.00 | 2298970.00 |
| 1365 | 2011.02.22 00:10 | close | 454 | 0.20 | 83.436 | 79.827 | 84.827 | -3898.00 | 2295072.00 |
| 1366 | 2011.02.25 01:20 | buy | 456 | 0.20 | 81.954 | 0.000 | 0.000 | ||
| 1367 | 2011.02.25 01:20 | modify | 456 | 0.20 | 81.954 | 78.154 | 83.154 | ||
| 1368 | 2011.02.25 02:00 | close | 456 | 0.20 | 82.056 | 78.154 | 83.154 | 2040.00 | 2297112.00 |
| 1369 | 2011.03.15 02:00 | buy | 457 | 0.20 | 81.727 | 0.000 | 0.000 | ||
| 1370 | 2011.03.15 02:00 | modify | 457 | 0.20 | 81.727 | 77.927 | 82.927 | ||
| 1371 | 2011.03.15 03:15 | close | 457 | 0.20 | 81.896 | 77.927 | 82.927 | 3380.00 | 2300492.00 |
| 1372 | 2011.03.17 02:00 | buy | 458 | 0.20 | 78.505 | 0.000 | 0.000 | ||
| 1373 | 2011.03.17 02:00 | modify | 458 | 0.20 | 78.505 | 74.705 | 79.705 | ||
| 1374 | 2011.03.17 02:05 | close | 458 | 0.20 | 78.612 | 74.705 | 79.705 | 2140.00 | 2302632.00 |
| 1375 | 2011.03.25 02:00 | buy | 459 | 0.20 | 81.002 | 0.000 | 0.000 | ||
| 1376 | 2011.03.25 02:00 | modify | 459 | 0.20 | 81.002 | 77.202 | 82.202 | ||
| 1377 | 2011.03.25 11:45 | close | 459 | 0.20 | 81.122 | 77.202 | 82.202 | 2400.00 | 2305032.00 |
| 1378 | 2011.03.30 02:00 | buy | 460 | 0.20 | 82.430 | 0.000 | 0.000 | ||
| 1379 | 2011.03.30 02:00 | modify | 460 | 0.20 | 82.430 | 78.630 | 83.630 | ||
| 1380 | 2011.03.30 04:40 | close | 460 | 0.20 | 82.594 | 78.630 | 83.630 | 3280.00 | 2308312.00 |
| 1381 | 2011.04.05 02:00 | buy | 461 | 0.20 | 84.139 | 0.000 | 0.000 | ||
| 1382 | 2011.04.05 02:00 | modify | 461 | 0.20 | 84.139 | 80.339 | 85.339 | ||
| 1383 | 2011.04.05 02:50 | close | 461 | 0.20 | 84.344 | 80.339 | 85.339 | 4100.00 | 2312412.00 |
| 1384 | 2011.04.15 02:00 | buy | 462 | 0.20 | 83.597 | 0.000 | 0.000 | ||
| 1385 | 2011.04.15 02:00 | modify | 462 | 0.20 | 83.597 | 79.797 | 84.797 | ||
| 1386 | 2011.04.15 02:30 | close | 462 | 0.20 | 83.741 | 79.797 | 84.797 | 2880.00 | 2315292.00 |
| 1387 | 2011.04.20 02:00 | buy | 463 | 0.20 | 82.600 | 0.000 | 0.000 | ||
| 1388 | 2011.04.20 02:00 | modify | 463 | 0.20 | 82.600 | 78.800 | 83.800 | ||
| 1389 | 2011.04.20 02:30 | close | 463 | 0.20 | 82.699 | 78.800 | 83.800 | 1980.00 | 2317272.00 |
| 1390 | 2011.04.25 02:00 | buy | 464 | 0.20 | 81.916 | 0.000 | 0.000 | ||
| 1391 | 2011.04.25 02:00 | modify | 464 | 0.20 | 81.916 | 78.116 | 83.116 | ||
| 1392 | 2011.04.25 02:15 | close | 464 | 0.20 | 82.020 | 78.116 | 83.116 | 2080.00 | 2319352.00 |
| 1393 | 2011.05.05 02:00 | buy | 465 | 0.20 | 80.666 | 0.000 | 0.000 | ||
| 1394 | 2011.05.05 02:00 | modify | 465 | 0.20 | 80.666 | 76.866 | 81.866 | ||
| 1395 | 2011.05.05 12:40 | buy | 466 | 0.20 | 80.143 | 0.000 | 0.000 | ||
| 1396 | 2011.05.05 12:40 | modify | 466 | 0.20 | 80.143 | 76.343 | 81.343 | ||
| 1397 | 2011.05.05 14:00 | buy | 467 | 0.20 | 79.653 | 0.000 | 0.000 | ||
| 1398 | 2011.05.05 14:00 | modify | 467 | 0.20 | 79.653 | 75.853 | 80.853 | ||
| 1399 | 2011.05.05 20:10 | close | 467 | 0.20 | 80.198 | 75.853 | 80.853 | 10900.00 | 2330252.00 |
| 1400 | 2011.05.05 20:10 | close | 466 | 0.20 | 80.192 | 76.343 | 81.343 | 980.00 | 2331232.00 |
| 1401 | 2011.05.05 20:10 | close | 465 | 0.20 | 80.196 | 76.866 | 81.866 | -9400.00 | 2321832.00 |
| 1402 | 2011.05.17 02:00 | buy | 468 | 0.20 | 80.790 | 0.000 | 0.000 | ||
| 1403 | 2011.05.17 02:00 | modify | 468 | 0.20 | 80.790 | 76.990 | 81.990 | ||
| 1404 | 2011.05.17 03:10 | close | 468 | 0.20 | 80.917 | 76.990 | 81.990 | 2540.00 | 2324372.00 |
| 1405 | 2011.05.20 02:00 | buy | 469 | 0.20 | 81.744 | 0.000 | 0.000 | ||
| 1406 | 2011.05.20 02:00 | modify | 469 | 0.20 | 81.744 | 77.944 | 82.944 | ||
| 1407 | 2011.05.23 04:00 | close | 469 | 0.20 | 81.875 | 77.944 | 82.944 | 2594.00 | 2326966.00 |
| 1408 | 2011.05.25 02:00 | buy | 470 | 0.20 | 82.065 | 0.000 | 0.000 | ||
| 1409 | 2011.05.25 02:00 | modify | 470 | 0.20 | 82.065 | 78.265 | 83.265 | ||
| 1410 | 2011.05.26 15:40 | buy | 471 | 0.20 | 81.565 | 0.000 | 0.000 | ||
| 1411 | 2011.05.26 15:40 | modify | 471 | 0.20 | 81.565 | 77.765 | 82.765 | ||
| 1412 | 2011.05.27 04:25 | buy | 472 | 0.20 | 81.072 | 0.000 | 0.000 | ||
| 1413 | 2011.05.27 04:25 | modify | 472 | 0.20 | 81.072 | 77.272 | 82.272 | ||
| 1414 | 2011.05.31 10:05 | close | 472 | 0.20 | 81.638 | 77.272 | 82.272 | 11268.00 | 2338234.00 |
| 1415 | 2011.05.31 10:05 | close | 471 | 0.20 | 81.642 | 77.765 | 82.765 | 1462.00 | 2339696.00 |
| 1416 | 2011.05.31 10:05 | close | 470 | 0.20 | 81.638 | 78.265 | 83.265 | -8696.00 | 2331000.00 |
| 1417 | 2011.06.15 02:00 | buy | 473 | 0.20 | 80.558 | 0.000 | 0.000 | ||
| 1418 | 2011.06.15 02:00 | modify | 473 | 0.20 | 80.558 | 76.758 | 81.758 | ||
| 1419 | 2011.06.15 11:30 | close | 473 | 0.20 | 80.660 | 76.758 | 81.758 | 2040.00 | 2333040.00 |
| 1420 | 2011.06.17 02:00 | buy | 474 | 0.20 | 80.604 | 0.000 | 0.000 | ||
| 1421 | 2011.06.17 02:00 | modify | 474 | 0.20 | 80.604 | 76.804 | 81.804 | ||
| 1422 | 2011.06.17 19:00 | buy | 475 | 0.20 | 80.113 | 0.000 | 0.000 | ||
| 1423 | 2011.06.17 19:00 | modify | 475 | 0.20 | 80.113 | 76.313 | 81.313 | ||
| 1424 | 2011.06.23 03:05 | close | 475 | 0.20 | 80.428 | 76.313 | 81.313 | 6144.00 | 2339184.00 |
| 1425 | 2011.06.23 03:05 | close | 474 | 0.20 | 80.427 | 76.804 | 81.804 | -3696.00 | 2335488.00 |
| 1426 | 2011.06.30 02:00 | buy | 476 | 0.20 | 80.751 | 0.000 | 0.000 | ||
| 1427 | 2011.06.30 02:00 | modify | 476 | 0.20 | 80.751 | 76.951 | 81.951 | ||
| 1428 | 2011.07.01 04:00 | close | 476 | 0.20 | 80.855 | 76.951 | 81.951 | 2054.00 | 2337542.00 |
| 1429 | 2011.07.05 02:00 | buy | 477 | 0.20 | 80.758 | 0.000 | 0.000 | ||
| 1430 | 2011.07.05 02:00 | modify | 477 | 0.20 | 80.758 | 76.958 | 81.958 | ||
| 1431 | 2011.07.05 04:20 | close | 477 | 0.20 | 80.922 | 76.958 | 81.958 | 3280.00 | 2340822.00 |
| 1432 | 2011.07.15 02:00 | buy | 478 | 0.20 | 79.205 | 0.000 | 0.000 | ||
| 1433 | 2011.07.15 02:00 | modify | 478 | 0.20 | 79.205 | 75.405 | 80.405 | ||
| 1434 | 2011.07.21 04:10 | buy | 479 | 0.20 | 78.700 | 0.000 | 0.000 | ||
| 1435 | 2011.07.21 04:10 | modify | 479 | 0.20 | 78.700 | 74.900 | 79.900 | ||
| 1436 | 2011.07.25 00:15 | buy | 480 | 0.20 | 78.267 | 0.000 | 0.000 | ||
| 1437 | 2011.07.25 00:15 | modify | 480 | 0.20 | 78.267 | 74.467 | 79.467 | ||
| 1438 | 2011.07.27 08:40 | buy | 481 | 0.20 | 77.763 | 0.000 | 0.000 | ||
| 1439 | 2011.07.27 08:40 | modify | 481 | 0.20 | 77.763 | 73.963 | 78.963 | ||
| 1440 | 2011.07.29 15:50 | buy | 482 | 0.20 | 77.138 | 0.000 | 0.000 | ||
| 1441 | 2011.07.29 15:50 | modify | 482 | 0.20 | 77.138 | 73.338 | 78.338 | ||
| 1442 | 2011.08.01 17:05 | buy | 483 | 0.20 | 76.541 | 0.000 | 0.000 | ||
| 1443 | 2011.08.01 17:05 | modify | 483 | 0.20 | 76.541 | 72.741 | 77.741 | ||
| 1444 | 2011.08.02 04:21 | t/p | 483 | 0.20 | 77.737 | 72.741 | 77.741 | 23894.00 | 2364716.00 |
| 1445 | 2011.08.04 04:12 | t/p | 482 | 0.20 | 78.338 | 73.338 | 78.338 | 23844.00 | 2388560.00 |
| 1446 | 2011.08.04 05:20 | close | 481 | 0.20 | 78.533 | 73.963 | 78.963 | 15140.00 | 2403700.00 |
| 1447 | 2011.08.04 05:20 | close | 480 | 0.20 | 78.537 | 74.467 | 79.467 | 5088.00 | 2408788.00 |
| 1448 | 2011.08.04 05:20 | close | 479 | 0.20 | 78.530 | 74.900 | 79.900 | -3764.00 | 2405024.00 |
| 1449 | 2011.08.04 05:20 | close | 478 | 0.20 | 78.533 | 75.405 | 80.405 | -13960.00 | 2391064.00 |
| 1450 | 2011.08.05 02:00 | buy | 484 | 0.20 | 79.331 | 0.000 | 0.000 | ||
| 1451 | 2011.08.05 02:00 | modify | 484 | 0.20 | 79.331 | 75.531 | 80.531 | ||
| 1452 | 2011.08.05 03:25 | buy | 485 | 0.20 | 78.817 | 0.000 | 0.000 | ||
| 1453 | 2011.08.05 03:25 | modify | 485 | 0.20 | 78.817 | 75.017 | 80.017 | ||
| 1454 | 2011.08.08 00:00 | buy | 486 | 0.20 | 78.058 | 0.000 | 0.000 | ||
| 1455 | 2011.08.08 00:00 | modify | 486 | 0.20 | 78.058 | 74.258 | 79.258 | ||
| 1456 | 2011.08.08 19:00 | buy | 487 | 0.20 | 77.553 | 0.000 | 0.000 | ||
| 1457 | 2011.08.08 19:00 | modify | 487 | 0.20 | 77.553 | 73.753 | 78.753 | ||
| 1458 | 2011.08.09 12:10 | buy | 488 | 0.20 | 77.062 | 0.000 | 0.000 | ||
| 1459 | 2011.08.09 12:10 | modify | 488 | 0.20 | 77.062 | 73.262 | 78.262 | ||
| 1460 | 2011.08.10 13:00 | buy | 489 | 0.20 | 76.561 | 0.000 | 0.000 | ||
| 1461 | 2011.08.10 13:00 | modify | 489 | 0.20 | 76.561 | 72.761 | 77.761 | ||
| 1462 | 2011.08.19 17:15 | buy | 490 | 0.20 | 75.974 | 0.000 | 0.000 | ||
| 1463 | 2011.08.19 17:15 | modify | 490 | 0.20 | 75.974 | 72.174 | 77.174 | ||
| 1464 | 2011.08.22 05:04 | t/p | 490 | 0.20 | 77.178 | 72.174 | 77.174 | 24054.00 | 2415118.00 |
| 1465 | 2011.09.09 12:59 | t/p | 489 | 0.20 | 77.765 | 72.761 | 77.761 | 23248.00 | 2438366.00 |
| 1466 | 2011.09.09 15:20 | close | 484 | 0.20 | 77.749 | 75.531 | 80.531 | -32550.00 | 2405816.00 |
| 1467 | 2011.09.09 16:50 | close | 485 | 0.20 | 77.788 | 75.017 | 80.017 | -21490.00 | 2384326.00 |
| 1468 | 2011.09.09 16:55 | close | 488 | 0.20 | 77.814 | 73.262 | 78.262 | 14182.00 | 2398508.00 |
| 1469 | 2011.09.09 16:55 | close | 487 | 0.20 | 77.818 | 73.753 | 78.753 | 4416.00 | 2402924.00 |
| 1470 | 2011.09.09 16:55 | close | 486 | 0.20 | 77.810 | 74.258 | 79.258 | -5844.00 | 2397080.00 |
| 1471 | 2011.09.15 02:00 | buy | 491 | 0.20 | 76.689 | 0.000 | 0.000 | ||
| 1472 | 2011.09.15 02:00 | modify | 491 | 0.20 | 76.689 | 72.889 | 77.889 | ||
| 1473 | 2011.09.15 15:55 | close | 491 | 0.20 | 76.803 | 72.889 | 77.889 | 2280.00 | 2399360.00 |
| 1474 | 2011.09.20 02:00 | buy | 492 | 0.20 | 76.610 | 0.000 | 0.000 | ||
| 1475 | 2011.09.20 02:00 | modify | 492 | 0.20 | 76.610 | 72.810 | 77.810 | ||
| 1476 | 2011.09.20 03:30 | close | 492 | 0.20 | 76.719 | 72.810 | 77.810 | 2180.00 | 2401540.00 |
| 1477 | 2011.09.30 02:00 | buy | 493 | 0.20 | 76.774 | 0.000 | 0.000 | ||
| 1478 | 2011.09.30 02:00 | modify | 493 | 0.20 | 76.774 | 72.974 | 77.974 | ||
| 1479 | 2011.09.30 12:45 | close | 493 | 0.20 | 76.875 | 72.974 | 77.974 | 2020.00 | 2403560.00 |
| 1480 | 2011.10.05 02:00 | buy | 494 | 0.20 | 76.783 | 0.000 | 0.000 | ||
| 1481 | 2011.10.05 02:00 | modify | 494 | 0.20 | 76.783 | 72.983 | 77.983 | ||
| 1482 | 2011.10.05 17:45 | close | 494 | 0.20 | 76.975 | 72.983 | 77.983 | 3840.00 | 2407400.00 |
| 1483 | 2011.10.17 02:00 | buy | 495 | 0.20 | 77.241 | 0.000 | 0.000 | ||
| 1484 | 2011.10.17 02:00 | modify | 495 | 0.20 | 77.241 | 73.441 | 78.441 | ||
| 1485 | 2011.10.17 10:55 | close | 495 | 0.20 | 77.411 | 73.441 | 78.441 | 3400.00 | 2410800.00 |
| 1486 | 2011.10.20 02:00 | buy | 496 | 0.20 | 76.827 | 0.000 | 0.000 | ||
| 1487 | 2011.10.20 02:00 | modify | 496 | 0.20 | 76.827 | 73.027 | 78.027 | ||
| 1488 | 2011.10.20 15:25 | close | 496 | 0.20 | 76.932 | 73.027 | 78.027 | 2100.00 | 2412900.00 |
| 1489 | 2011.10.25 02:00 | buy | 497 | 0.20 | 76.160 | 0.000 | 0.000 | ||
| 1490 | 2011.10.25 02:00 | modify | 497 | 0.20 | 76.160 | 72.360 | 77.360 | ||
| 1491 | 2011.10.26 22:45 | close | 497 | 0.20 | 76.308 | 72.360 | 77.360 | 2934.00 | 2415834.00 |
| 1492 | 2011.11.15 01:20 | buy | 498 | 0.20 | 77.121 | 0.000 | 0.000 | ||
| 1493 | 2011.11.15 01:20 | modify | 498 | 0.20 | 77.121 | 73.321 | 78.321 | ||
| 1494 | 2011.11.15 04:45 | close | 498 | 0.20 | 77.223 | 73.321 | 78.321 | 2040.00 | 2417874.00 |
| 1495 | 2011.11.17 01:20 | buy | 499 | 0.20 | 77.076 | 0.000 | 0.000 | ||
| 1496 | 2011.11.17 01:20 | modify | 499 | 0.20 | 77.076 | 73.276 | 78.276 | ||
| 1497 | 2011.11.22 03:35 | close | 499 | 0.20 | 77.296 | 73.276 | 78.276 | 4322.00 | 2422196.00 |
| 1498 | 2011.11.25 01:20 | buy | 500 | 0.20 | 77.164 | 0.000 | 0.000 | ||
| 1499 | 2011.11.25 01:20 | modify | 500 | 0.20 | 77.164 | 73.364 | 78.364 | ||
| 1500 | 2011.11.25 02:55 | close | 500 | 0.20 | 77.331 | 73.364 | 78.364 | 3340.00 | 2425536.00 |