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 |
| 1501 | 2011.11.30 01:20 | buy | 501 | 0.20 | 77.968 | 0.000 | 0.000 | ||
| 1502 | 2011.11.30 01:20 | modify | 501 | 0.20 | 77.968 | 74.168 | 79.168 | ||
| 1503 | 2011.11.30 02:40 | close | 501 | 0.20 | 78.078 | 74.168 | 79.168 | 2200.00 | 2427736.00 |
| 1504 | 2011.12.05 01:20 | buy | 502 | 0.20 | 78.041 | 0.000 | 0.000 | ||
| 1505 | 2011.12.05 01:20 | modify | 502 | 0.20 | 78.041 | 74.241 | 79.241 | ||
| 1506 | 2011.12.08 11:20 | buy | 503 | 0.20 | 77.481 | 0.000 | 0.000 | ||
| 1507 | 2011.12.08 11:20 | modify | 503 | 0.20 | 77.481 | 73.681 | 78.681 | ||
| 1508 | 2011.12.12 11:45 | close | 503 | 0.20 | 77.836 | 73.681 | 78.681 | 7048.00 | 2434784.00 |
| 1509 | 2011.12.12 11:45 | close | 502 | 0.20 | 77.834 | 74.241 | 79.241 | -4322.00 | 2430462.00 |
| 1510 | 2011.12.15 01:20 | buy | 504 | 0.20 | 78.105 | 0.000 | 0.000 | ||
| 1511 | 2011.12.15 01:20 | modify | 504 | 0.20 | 78.105 | 74.305 | 79.305 | ||
| 1512 | 2011.12.23 02:45 | close | 504 | 0.20 | 78.217 | 74.305 | 79.305 | 2032.00 | 2432494.00 |
| 1513 | 2011.12.30 01:20 | buy | 505 | 0.20 | 77.682 | 0.000 | 0.000 | ||
| 1514 | 2011.12.30 01:20 | modify | 505 | 0.20 | 77.682 | 73.882 | 78.882 | ||
| 1515 | 2011.12.30 18:00 | buy | 506 | 0.20 | 76.923 | 0.000 | 0.000 | ||
| 1516 | 2011.12.30 18:00 | modify | 506 | 0.20 | 76.923 | 73.123 | 78.123 | ||
| 1517 | 2012.01.24 11:50 | close | 506 | 0.20 | 77.362 | 73.123 | 78.123 | 8182.00 | 2440676.00 |
| 1518 | 2012.01.24 11:50 | close | 505 | 0.20 | 77.362 | 73.882 | 78.882 | -6998.00 | 2433678.00 |
| 1519 | 2012.01.25 01:20 | buy | 507 | 0.20 | 77.717 | 0.000 | 0.000 | ||
| 1520 | 2012.01.25 01:20 | modify | 507 | 0.20 | 77.717 | 73.917 | 78.917 | ||
| 1521 | 2012.01.25 02:35 | close | 507 | 0.20 | 77.830 | 73.917 | 78.917 | 2260.00 | 2435938.00 |
| 1522 | 2012.01.30 01:20 | buy | 508 | 0.20 | 76.746 | 0.000 | 0.000 | ||
| 1523 | 2012.01.30 01:20 | modify | 508 | 0.20 | 76.746 | 72.946 | 77.946 | ||
| 1524 | 2012.01.31 05:20 | buy | 509 | 0.20 | 76.220 | 0.000 | 0.000 | ||
| 1525 | 2012.01.31 05:20 | modify | 509 | 0.20 | 76.220 | 72.420 | 77.420 | ||
| 1526 | 2012.02.03 15:50 | close | 509 | 0.20 | 76.570 | 72.420 | 77.420 | 6870.00 | 2442808.00 |
| 1527 | 2012.02.03 15:50 | close | 508 | 0.20 | 76.570 | 72.946 | 77.946 | -3676.00 | 2439132.00 |
| 1528 | 2012.02.15 01:20 | buy | 510 | 0.20 | 78.466 | 0.000 | 0.000 | ||
| 1529 | 2012.02.15 01:20 | modify | 510 | 0.20 | 78.466 | 74.666 | 79.666 | ||
| 1530 | 2012.02.15 03:10 | close | 510 | 0.20 | 78.607 | 74.666 | 79.666 | 2820.00 | 2441952.00 |
| 1531 | 2012.02.17 01:20 | buy | 511 | 0.20 | 78.872 | 0.000 | 0.000 | ||
| 1532 | 2012.02.17 01:20 | modify | 511 | 0.20 | 78.872 | 75.072 | 80.072 | ||
| 1533 | 2012.02.17 03:00 | close | 511 | 0.20 | 78.979 | 75.072 | 80.072 | 2140.00 | 2444092.00 |
| 1534 | 2012.02.20 01:20 | buy | 512 | 0.20 | 79.894 | 0.000 | 0.000 | ||
| 1535 | 2012.02.20 01:20 | modify | 512 | 0.20 | 79.894 | 76.094 | 81.094 | ||
| 1536 | 2012.02.20 10:10 | buy | 513 | 0.20 | 79.389 | 0.000 | 0.000 | ||
| 1537 | 2012.02.20 10:10 | modify | 513 | 0.20 | 79.389 | 75.589 | 80.589 | ||
| 1538 | 2012.02.21 02:45 | close | 513 | 0.20 | 79.709 | 75.589 | 80.589 | 6374.00 | 2450466.00 |
| 1539 | 2012.02.21 02:45 | close | 512 | 0.20 | 79.709 | 76.094 | 81.094 | -3726.00 | 2446740.00 |
| 1540 | 2012.03.05 01:20 | buy | 514 | 0.20 | 81.752 | 0.000 | 0.000 | ||
| 1541 | 2012.03.05 01:20 | modify | 514 | 0.20 | 81.752 | 77.952 | 82.952 | ||
| 1542 | 2012.03.05 08:10 | buy | 515 | 0.20 | 81.245 | 0.000 | 0.000 | ||
| 1543 | 2012.03.05 08:10 | modify | 515 | 0.20 | 81.245 | 77.445 | 82.445 | ||
| 1544 | 2012.03.06 00:05 | close | 515 | 0.20 | 81.566 | 77.445 | 82.445 | 6394.00 | 2453134.00 |
| 1545 | 2012.03.06 00:05 | close | 514 | 0.20 | 81.574 | 77.952 | 82.952 | -3586.00 | 2449548.00 |
| 1546 | 2012.03.15 02:00 | buy | 516 | 0.20 | 83.766 | 0.000 | 0.000 | ||
| 1547 | 2012.03.15 02:00 | modify | 516 | 0.20 | 83.766 | 79.966 | 84.966 | ||
| 1548 | 2012.03.15 02:40 | close | 516 | 0.20 | 83.871 | 79.966 | 84.966 | 2100.00 | 2451648.00 |
| 1549 | 2012.03.20 02:00 | buy | 517 | 0.20 | 83.387 | 0.000 | 0.000 | ||
| 1550 | 2012.03.20 02:00 | modify | 517 | 0.20 | 83.387 | 79.587 | 84.587 | ||
| 1551 | 2012.03.20 05:40 | close | 517 | 0.20 | 83.491 | 79.587 | 84.587 | 2080.00 | 2453728.00 |
| 1552 | 2012.03.30 02:00 | buy | 518 | 0.20 | 82.460 | 0.000 | 0.000 | ||
| 1553 | 2012.03.30 02:00 | modify | 518 | 0.20 | 82.460 | 78.660 | 83.660 | ||
| 1554 | 2012.03.30 03:40 | buy | 519 | 0.20 | 81.918 | 0.000 | 0.000 | ||
| 1555 | 2012.03.30 03:40 | modify | 519 | 0.20 | 81.918 | 78.118 | 83.118 | ||
| 1556 | 2012.03.30 04:15 | close | 519 | 0.20 | 82.318 | 78.118 | 83.118 | 8000.00 | 2461728.00 |
| 1557 | 2012.03.30 04:15 | close | 518 | 0.20 | 82.313 | 78.660 | 83.660 | -2940.00 | 2458788.00 |
| 1558 | 2012.04.05 02:00 | buy | 520 | 0.20 | 82.380 | 0.000 | 0.000 | ||
| 1559 | 2012.04.05 02:00 | modify | 520 | 0.20 | 82.380 | 78.580 | 83.580 | ||
| 1560 | 2012.04.05 13:25 | buy | 521 | 0.20 | 81.882 | 0.000 | 0.000 | ||
| 1561 | 2012.04.05 13:25 | modify | 521 | 0.20 | 81.882 | 78.082 | 83.082 | ||
| 1562 | 2012.04.05 16:20 | close | 521 | 0.20 | 82.231 | 78.082 | 83.082 | 6980.00 | 2465768.00 |
| 1563 | 2012.04.05 16:20 | close | 520 | 0.20 | 82.234 | 78.580 | 83.580 | -2920.00 | 2462848.00 |
| 1564 | 2012.04.17 02:00 | buy | 522 | 0.20 | 80.406 | 0.000 | 0.000 | ||
| 1565 | 2012.04.17 02:00 | modify | 522 | 0.20 | 80.406 | 76.606 | 81.606 | ||
| 1566 | 2012.04.17 03:55 | close | 522 | 0.20 | 80.543 | 76.606 | 81.606 | 2740.00 | 2465588.00 |
| 1567 | 2012.04.20 02:00 | buy | 523 | 0.20 | 81.692 | 0.000 | 0.000 | ||
| 1568 | 2012.04.20 02:00 | modify | 523 | 0.20 | 81.692 | 77.892 | 82.892 | ||
| 1569 | 2012.04.23 10:10 | buy | 524 | 0.20 | 81.193 | 0.000 | 0.000 | ||
| 1570 | 2012.04.23 10:10 | modify | 524 | 0.20 | 81.193 | 77.393 | 82.393 | ||
| 1571 | 2012.04.25 05:45 | close | 524 | 0.20 | 81.512 | 77.393 | 82.393 | 6328.00 | 2471916.00 |
| 1572 | 2012.04.25 05:45 | close | 523 | 0.20 | 81.516 | 77.892 | 82.892 | -3598.00 | 2468318.00 |
| 1573 | 2012.04.30 02:00 | buy | 525 | 0.20 | 80.330 | 0.000 | 0.000 | ||
| 1574 | 2012.04.30 02:00 | modify | 525 | 0.20 | 80.330 | 76.530 | 81.530 | ||
| 1575 | 2012.04.30 19:00 | buy | 526 | 0.20 | 79.809 | 0.000 | 0.000 | ||
| 1576 | 2012.04.30 19:00 | modify | 526 | 0.20 | 79.809 | 76.009 | 81.009 | ||
| 1577 | 2012.05.01 17:15 | close | 526 | 0.20 | 80.192 | 76.009 | 81.009 | 7634.00 | 2475952.00 |
| 1578 | 2012.05.01 17:15 | close | 525 | 0.20 | 80.201 | 76.530 | 81.530 | -2606.00 | 2473346.00 |
| 1579 | 2012.05.15 02:00 | buy | 527 | 0.20 | 79.881 | 0.000 | 0.000 | ||
| 1580 | 2012.05.15 02:00 | modify | 527 | 0.20 | 79.881 | 76.081 | 81.081 | ||
| 1581 | 2012.05.15 15:35 | close | 527 | 0.20 | 80.041 | 76.081 | 81.081 | 3200.00 | 2476546.00 |
| 1582 | 2012.05.17 02:00 | buy | 528 | 0.20 | 80.387 | 0.000 | 0.000 | ||
| 1583 | 2012.05.17 02:00 | modify | 528 | 0.20 | 80.387 | 76.587 | 81.587 | ||
| 1584 | 2012.05.17 17:10 | buy | 529 | 0.20 | 79.746 | 0.000 | 0.000 | ||
| 1585 | 2012.05.17 17:10 | modify | 529 | 0.20 | 79.746 | 75.946 | 80.946 | ||
| 1586 | 2012.05.17 19:10 | buy | 530 | 0.20 | 79.179 | 0.000 | 0.000 | ||
| 1587 | 2012.05.17 19:10 | modify | 530 | 0.20 | 79.179 | 75.379 | 80.379 | ||
| 1588 | 2012.05.22 12:05 | close | 530 | 0.20 | 79.835 | 75.379 | 80.379 | 13042.00 | 2489588.00 |
| 1589 | 2012.05.22 12:05 | close | 529 | 0.20 | 79.838 | 75.946 | 80.946 | 1762.00 | 2491350.00 |
| 1590 | 2012.05.22 12:05 | close | 528 | 0.20 | 79.840 | 76.587 | 81.587 | -11018.00 | 2480332.00 |
| 1591 | 2012.05.25 02:00 | buy | 531 | 0.20 | 79.563 | 0.000 | 0.000 | ||
| 1592 | 2012.05.25 02:00 | modify | 531 | 0.20 | 79.563 | 75.763 | 80.763 | ||
| 1593 | 2012.05.25 03:00 | close | 531 | 0.20 | 79.665 | 75.763 | 80.763 | 2040.00 | 2482372.00 |
| 1594 | 2012.05.30 02:00 | buy | 532 | 0.20 | 79.480 | 0.000 | 0.000 | ||
| 1595 | 2012.05.30 02:00 | modify | 532 | 0.20 | 79.480 | 75.680 | 80.680 | ||
| 1596 | 2012.05.30 16:40 | buy | 533 | 0.20 | 78.911 | 0.000 | 0.000 | ||
| 1597 | 2012.05.30 16:40 | modify | 533 | 0.20 | 78.911 | 75.111 | 80.111 | ||
| 1598 | 2012.05.31 19:00 | buy | 534 | 0.20 | 78.301 | 0.000 | 0.000 | ||
| 1599 | 2012.05.31 19:00 | modify | 534 | 0.20 | 78.301 | 74.501 | 79.501 | ||
| 1600 | 2012.06.01 15:35 | buy | 535 | 0.20 | 77.749 | 0.000 | 0.000 | ||
| 1601 | 2012.06.01 15:35 | modify | 535 | 0.20 | 77.749 | 73.949 | 78.949 | ||
| 1602 | 2012.06.05 16:05 | close | 535 | 0.20 | 78.740 | 73.949 | 78.949 | 19768.00 | 2502140.00 |
| 1603 | 2012.06.05 16:05 | close | 534 | 0.20 | 78.742 | 74.501 | 79.501 | 8742.00 | 2510882.00 |
| 1604 | 2012.06.05 16:05 | close | 533 | 0.20 | 78.746 | 75.111 | 80.111 | -3456.00 | 2507426.00 |
| 1605 | 2012.06.05 16:05 | close | 532 | 0.20 | 78.741 | 75.680 | 80.680 | -14936.00 | 2492490.00 |
| 1606 | 2012.06.15 02:00 | buy | 536 | 0.20 | 79.457 | 0.000 | 0.000 | ||
| 1607 | 2012.06.15 02:00 | modify | 536 | 0.20 | 79.457 | 75.657 | 80.657 | ||
| 1608 | 2012.06.15 07:40 | buy | 537 | 0.20 | 78.932 | 0.000 | 0.000 | ||
| 1609 | 2012.06.15 07:40 | modify | 537 | 0.20 | 78.932 | 75.132 | 80.132 | ||
| 1610 | 2012.06.18 03:30 | close | 537 | 0.20 | 79.254 | 75.132 | 80.132 | 6414.00 | 2498904.00 |
| 1611 | 2012.06.18 03:30 | close | 536 | 0.20 | 79.260 | 75.657 | 80.657 | -3966.00 | 2494938.00 |
| 1612 | 2012.06.20 02:00 | buy | 538 | 0.20 | 79.050 | 0.000 | 0.000 | ||
| 1613 | 2012.06.20 02:00 | modify | 538 | 0.20 | 79.050 | 75.250 | 80.250 | ||
| 1614 | 2012.06.20 16:05 | close | 538 | 0.20 | 79.156 | 75.250 | 80.250 | 2120.00 | 2497058.00 |
| 1615 | 2012.06.25 02:00 | buy | 539 | 0.20 | 80.528 | 0.000 | 0.000 | ||
| 1616 | 2012.06.25 02:00 | modify | 539 | 0.20 | 80.528 | 76.728 | 81.728 | ||
| 1617 | 2012.06.25 12:10 | buy | 540 | 0.20 | 80.025 | 0.000 | 0.000 | ||
| 1618 | 2012.06.25 12:10 | modify | 540 | 0.20 | 80.025 | 76.225 | 81.225 | ||
| 1619 | 2012.06.25 19:00 | buy | 541 | 0.20 | 79.508 | 0.000 | 0.000 | ||
| 1620 | 2012.06.25 19:00 | modify | 541 | 0.20 | 79.508 | 75.708 | 80.708 | ||
| 1621 | 2012.07.05 04:10 | close | 541 | 0.20 | 80.070 | 75.708 | 80.708 | 10928.00 | 2507986.00 |
| 1622 | 2012.07.05 04:10 | close | 540 | 0.20 | 80.071 | 76.225 | 81.225 | 608.00 | 2508594.00 |
| 1623 | 2012.07.05 04:10 | close | 539 | 0.20 | 80.070 | 76.728 | 81.728 | -9472.00 | 2499122.00 |
| 1624 | 2012.07.17 02:00 | buy | 542 | 0.20 | 78.827 | 0.000 | 0.000 | ||
| 1625 | 2012.07.17 02:00 | modify | 542 | 0.20 | 78.827 | 75.027 | 80.027 | ||
| 1626 | 2012.07.17 04:30 | close | 542 | 0.20 | 78.957 | 75.027 | 80.027 | 2600.00 | 2501722.00 |
| 1627 | 2012.07.20 02:00 | buy | 543 | 0.20 | 78.692 | 0.000 | 0.000 | ||
| 1628 | 2012.07.20 02:00 | modify | 543 | 0.20 | 78.692 | 74.892 | 79.892 | ||
| 1629 | 2012.07.23 05:40 | buy | 544 | 0.20 | 78.196 | 0.000 | 0.000 | ||
| 1630 | 2012.07.23 05:40 | modify | 544 | 0.20 | 78.196 | 74.396 | 79.396 | ||
| 1631 | 2012.07.27 17:45 | close | 544 | 0.20 | 78.508 | 74.396 | 79.396 | 6084.00 | 2507806.00 |
| 1632 | 2012.07.27 17:45 | close | 543 | 0.20 | 78.510 | 74.892 | 79.892 | -3822.00 | 2503984.00 |
| 1633 | 2012.07.30 02:00 | buy | 545 | 0.20 | 78.474 | 0.000 | 0.000 | ||
| 1634 | 2012.07.30 02:00 | modify | 545 | 0.20 | 78.474 | 74.674 | 79.674 | ||
| 1635 | 2012.08.01 04:15 | buy | 546 | 0.20 | 77.977 | 0.000 | 0.000 | ||
| 1636 | 2012.08.01 04:15 | modify | 546 | 0.20 | 77.977 | 74.177 | 79.177 | ||
| 1637 | 2012.08.01 21:20 | close | 546 | 0.20 | 78.279 | 74.177 | 79.177 | 6040.00 | 2510024.00 |
| 1638 | 2012.08.01 21:20 | close | 545 | 0.20 | 78.280 | 74.674 | 79.674 | -3932.00 | 2506092.00 |
| 1639 | 2012.08.15 02:00 | buy | 547 | 0.20 | 78.765 | 0.000 | 0.000 | ||
| 1640 | 2012.08.15 02:00 | modify | 547 | 0.20 | 78.765 | 74.965 | 79.965 | ||
| 1641 | 2012.08.15 04:05 | close | 547 | 0.20 | 78.877 | 74.965 | 79.965 | 2240.00 | 2508332.00 |
| 1642 | 2012.08.17 02:00 | buy | 548 | 0.20 | 79.338 | 0.000 | 0.000 | ||
| 1643 | 2012.08.17 02:00 | modify | 548 | 0.20 | 79.338 | 75.538 | 80.538 | ||
| 1644 | 2012.08.17 10:50 | close | 548 | 0.20 | 79.434 | 75.538 | 80.538 | 1920.00 | 2510252.00 |
| 1645 | 2012.08.30 02:00 | buy | 549 | 0.20 | 78.744 | 0.000 | 0.000 | ||
| 1646 | 2012.08.30 02:00 | modify | 549 | 0.20 | 78.744 | 74.944 | 79.944 | ||
| 1647 | 2012.08.31 17:20 | buy | 550 | 0.20 | 78.243 | 0.000 | 0.000 | ||
| 1648 | 2012.08.31 17:20 | modify | 550 | 0.20 | 78.243 | 74.443 | 79.443 | ||
| 1649 | 2012.09.06 15:15 | close | 550 | 0.20 | 78.578 | 74.443 | 79.443 | 6544.00 | 2516796.00 |
| 1650 | 2012.09.06 15:15 | close | 549 | 0.20 | 78.582 | 74.944 | 79.944 | -3422.00 | 2513374.00 |