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 |
| 1651 | 2012.09.17 02:00 | buy | 551 | 0.20 | 78.353 | 0.000 | 0.000 | ||
| 1652 | 2012.09.17 02:00 | modify | 551 | 0.20 | 78.353 | 74.553 | 79.553 | ||
| 1653 | 2012.09.17 12:50 | close | 551 | 0.20 | 78.461 | 74.553 | 79.553 | 2160.00 | 2515534.00 |
| 1654 | 2012.09.20 02:00 | buy | 552 | 0.20 | 78.410 | 0.000 | 0.000 | ||
| 1655 | 2012.09.20 02:00 | modify | 552 | 0.20 | 78.410 | 74.610 | 79.610 | ||
| 1656 | 2012.09.24 17:15 | buy | 553 | 0.20 | 77.876 | 0.000 | 0.000 | ||
| 1657 | 2012.09.24 17:15 | modify | 553 | 0.20 | 77.876 | 74.076 | 79.076 | ||
| 1658 | 2012.10.03 01:50 | close | 553 | 0.20 | 78.201 | 74.076 | 79.076 | 6266.00 | 2521800.00 |
| 1659 | 2012.10.03 01:50 | close | 552 | 0.20 | 78.205 | 74.610 | 79.610 | -4386.00 | 2517414.00 |
| 1660 | 2012.10.05 02:00 | buy | 554 | 0.20 | 78.511 | 0.000 | 0.000 | ||
| 1661 | 2012.10.05 02:00 | modify | 554 | 0.20 | 78.511 | 74.711 | 79.711 | ||
| 1662 | 2012.10.05 15:35 | close | 554 | 0.20 | 78.754 | 74.711 | 79.711 | 4860.00 | 2522274.00 |
| 1663 | 2012.10.15 02:00 | buy | 555 | 0.20 | 78.438 | 0.000 | 0.000 | ||
| 1664 | 2012.10.15 02:00 | modify | 555 | 0.20 | 78.438 | 74.638 | 79.638 | ||
| 1665 | 2012.10.15 07:10 | close | 555 | 0.20 | 78.537 | 74.638 | 79.638 | 1980.00 | 2524254.00 |
| 1666 | 2012.10.17 02:00 | buy | 556 | 0.20 | 78.878 | 0.000 | 0.000 | ||
| 1667 | 2012.10.17 02:00 | modify | 556 | 0.20 | 78.878 | 75.078 | 80.078 | ||
| 1668 | 2012.10.17 21:40 | close | 556 | 0.20 | 78.977 | 75.078 | 80.078 | 1980.00 | 2526234.00 |
| 1669 | 2012.10.25 02:00 | buy | 557 | 0.20 | 79.844 | 0.000 | 0.000 | ||
| 1670 | 2012.10.25 02:00 | modify | 557 | 0.20 | 79.844 | 76.044 | 81.044 | ||
| 1671 | 2012.10.25 04:45 | close | 557 | 0.20 | 79.947 | 76.044 | 81.044 | 2060.00 | 2528294.00 |
| 1672 | 2012.10.30 02:00 | buy | 558 | 0.20 | 79.780 | 0.000 | 0.000 | ||
| 1673 | 2012.10.30 02:00 | modify | 558 | 0.20 | 79.780 | 75.980 | 80.980 | ||
| 1674 | 2012.10.30 04:10 | close | 558 | 0.20 | 79.899 | 75.980 | 80.980 | 2380.00 | 2530674.00 |
| 1675 | 2012.11.05 01:20 | buy | 559 | 0.20 | 80.486 | 0.000 | 0.000 | ||
| 1676 | 2012.11.05 01:20 | modify | 559 | 0.20 | 80.486 | 76.686 | 81.686 | ||
| 1677 | 2012.11.06 07:20 | buy | 560 | 0.20 | 79.980 | 0.000 | 0.000 | ||
| 1678 | 2012.11.06 07:20 | modify | 560 | 0.20 | 79.980 | 76.180 | 81.180 | ||
| 1679 | 2012.11.06 17:45 | close | 560 | 0.20 | 80.298 | 76.180 | 81.180 | 6360.00 | 2537034.00 |
| 1680 | 2012.11.06 17:45 | close | 559 | 0.20 | 80.302 | 76.686 | 81.686 | -3706.00 | 2533328.00 |
| 1681 | 2012.11.15 01:20 | buy | 561 | 0.20 | 80.184 | 0.000 | 0.000 | ||
| 1682 | 2012.11.15 01:20 | modify | 561 | 0.20 | 80.184 | 76.384 | 81.384 | ||
| 1683 | 2012.11.15 06:05 | close | 561 | 0.20 | 80.421 | 76.384 | 81.384 | 4740.00 | 2538068.00 |
| 1684 | 2012.11.20 01:20 | buy | 562 | 0.20 | 81.349 | 0.000 | 0.000 | ||
| 1685 | 2012.11.20 01:20 | modify | 562 | 0.20 | 81.349 | 77.549 | 82.549 | ||
| 1686 | 2012.11.20 14:05 | close | 562 | 0.20 | 81.503 | 77.549 | 82.549 | 3080.00 | 2541148.00 |
| 1687 | 2012.11.30 01:20 | buy | 563 | 0.20 | 82.134 | 0.000 | 0.000 | ||
| 1688 | 2012.11.30 01:20 | modify | 563 | 0.20 | 82.134 | 78.334 | 83.334 | ||
| 1689 | 2012.11.30 03:40 | close | 563 | 0.20 | 82.265 | 78.334 | 83.334 | 2620.00 | 2543768.00 |
| 1690 | 2012.12.05 01:20 | buy | 564 | 0.20 | 81.920 | 0.000 | 0.000 | ||
| 1691 | 2012.12.05 01:20 | modify | 564 | 0.20 | 81.920 | 78.120 | 83.120 | ||
| 1692 | 2012.12.05 04:45 | close | 564 | 0.20 | 82.098 | 78.120 | 83.120 | 3560.00 | 2547328.00 |
| 1693 | 2012.12.17 01:20 | buy | 565 | 0.20 | 84.008 | 0.000 | 0.000 | ||
| 1694 | 2012.12.17 01:20 | modify | 565 | 0.20 | 84.008 | 80.208 | 85.208 | ||
| 1695 | 2012.12.17 01:45 | close | 565 | 0.20 | 84.126 | 80.208 | 85.208 | 2360.00 | 2549688.00 |
| 1696 | 2012.12.20 01:20 | buy | 566 | 0.20 | 84.207 | 0.000 | 0.000 | ||
| 1697 | 2012.12.20 01:20 | modify | 566 | 0.20 | 84.207 | 80.407 | 85.407 | ||
| 1698 | 2012.12.20 02:10 | close | 566 | 0.20 | 84.312 | 80.407 | 85.407 | 2100.00 | 2551788.00 |
| 1699 | 2012.12.25 01:20 | buy | 567 | 0.20 | 84.801 | 0.000 | 0.000 | ||
| 1700 | 2012.12.25 01:20 | modify | 567 | 0.20 | 84.801 | 81.001 | 86.001 | ||
| 1701 | 2012.12.26 01:00 | close | 567 | 0.20 | 84.922 | 81.001 | 86.001 | 2394.00 | 2554182.00 |
| 1702 | 2013.01.15 01:20 | buy | 568 | 0.20 | 89.504 | 0.000 | 0.000 | ||
| 1703 | 2013.01.15 01:20 | modify | 568 | 0.20 | 89.504 | 85.704 | 90.704 | ||
| 1704 | 2013.01.15 03:10 | close | 568 | 0.20 | 89.610 | 85.704 | 90.704 | 2120.00 | 2556302.00 |
| 1705 | 2013.01.17 01:20 | buy | 569 | 0.20 | 88.564 | 0.000 | 0.000 | ||
| 1706 | 2013.01.17 01:20 | modify | 569 | 0.20 | 88.564 | 84.764 | 89.764 | ||
| 1707 | 2013.01.17 01:40 | close | 569 | 0.20 | 88.676 | 84.764 | 89.764 | 2240.00 | 2558542.00 |
| 1708 | 2013.01.25 01:20 | buy | 570 | 0.20 | 90.398 | 0.000 | 0.000 | ||
| 1709 | 2013.01.25 01:20 | modify | 570 | 0.20 | 90.398 | 86.598 | 91.598 | ||
| 1710 | 2013.01.25 01:40 | close | 570 | 0.20 | 90.645 | 86.598 | 91.598 | 4940.00 | 2563482.00 |
| 1711 | 2013.01.30 01:20 | buy | 571 | 0.20 | 90.725 | 0.000 | 0.000 | ||
| 1712 | 2013.01.30 01:20 | modify | 571 | 0.20 | 90.725 | 86.925 | 91.925 | ||
| 1713 | 2013.01.30 02:45 | close | 571 | 0.20 | 90.833 | 86.925 | 91.925 | 2160.00 | 2565642.00 |
| 1714 | 2013.02.05 01:20 | buy | 572 | 0.20 | 92.151 | 0.000 | 0.000 | ||
| 1715 | 2013.02.05 01:20 | modify | 572 | 0.20 | 92.151 | 88.351 | 93.351 | ||
| 1716 | 2013.02.05 02:10 | close | 572 | 0.20 | 92.278 | 88.351 | 93.351 | 2540.00 | 2568182.00 |
| 1717 | 2013.02.15 01:20 | buy | 573 | 0.20 | 92.937 | 0.000 | 0.000 | ||
| 1718 | 2013.02.15 01:20 | modify | 573 | 0.20 | 92.937 | 89.137 | 94.137 | ||
| 1719 | 2013.02.15 02:10 | close | 573 | 0.20 | 93.050 | 89.137 | 94.137 | 2260.00 | 2570442.00 |
| 1720 | 2013.02.20 01:20 | buy | 574 | 0.20 | 93.593 | 0.000 | 0.000 | ||
| 1721 | 2013.02.20 01:20 | modify | 574 | 0.20 | 93.593 | 89.793 | 94.793 | ||
| 1722 | 2013.02.20 01:30 | close | 574 | 0.20 | 93.749 | 89.793 | 94.793 | 3120.00 | 2573562.00 |
| 1723 | 2013.02.25 01:20 | buy | 575 | 0.20 | 94.189 | 0.000 | 0.000 | ||
| 1724 | 2013.02.25 01:20 | modify | 575 | 0.20 | 94.189 | 90.389 | 95.389 | ||
| 1725 | 2013.02.25 18:10 | buy | 576 | 0.20 | 93.690 | 0.000 | 0.000 | ||
| 1726 | 2013.02.25 18:10 | modify | 576 | 0.20 | 93.690 | 89.890 | 94.890 | ||
| 1727 | 2013.02.25 21:00 | buy | 577 | 0.20 | 92.985 | 0.000 | 0.000 | ||
| 1728 | 2013.02.25 21:00 | modify | 577 | 0.20 | 92.985 | 89.185 | 94.185 | ||
| 1729 | 2013.02.25 21:50 | buy | 578 | 0.20 | 92.469 | 0.000 | 0.000 | ||
| 1730 | 2013.02.25 21:50 | modify | 578 | 0.20 | 92.469 | 88.669 | 93.669 | ||
| 1731 | 2013.02.25 22:30 | buy | 579 | 0.20 | 91.649 | 0.000 | 0.000 | ||
| 1732 | 2013.02.25 22:30 | modify | 579 | 0.20 | 91.649 | 87.849 | 92.849 | ||
| 1733 | 2013.03.01 12:11 | t/p | 579 | 0.20 | 92.853 | 87.849 | 92.849 | 23924.00 | 2597486.00 |
| 1734 | 2013.03.01 17:35 | close | 578 | 0.20 | 93.373 | 88.669 | 93.669 | 17924.00 | 2615410.00 |
| 1735 | 2013.03.01 17:35 | close | 577 | 0.20 | 93.374 | 89.185 | 94.185 | 7624.00 | 2623034.00 |
| 1736 | 2013.03.01 17:35 | close | 576 | 0.20 | 93.368 | 89.890 | 94.890 | -6596.00 | 2616438.00 |
| 1737 | 2013.03.01 17:35 | close | 575 | 0.20 | 93.375 | 90.389 | 95.389 | -16436.00 | 2600002.00 |
| 1738 | 2013.03.05 01:20 | buy | 580 | 0.20 | 93.510 | 0.000 | 0.000 | ||
| 1739 | 2013.03.05 01:20 | modify | 580 | 0.20 | 93.510 | 89.710 | 94.710 | ||
| 1740 | 2013.03.05 07:30 | buy | 581 | 0.20 | 92.996 | 0.000 | 0.000 | ||
| 1741 | 2013.03.05 07:30 | modify | 581 | 0.20 | 92.996 | 89.196 | 94.196 | ||
| 1742 | 2013.03.05 17:15 | close | 581 | 0.20 | 93.347 | 89.196 | 94.196 | 7020.00 | 2607022.00 |
| 1743 | 2013.03.05 17:15 | close | 580 | 0.20 | 93.341 | 89.710 | 94.710 | -3380.00 | 2603642.00 |
| 1744 | 2013.03.15 02:00 | buy | 582 | 0.20 | 96.079 | 0.000 | 0.000 | ||
| 1745 | 2013.03.15 02:00 | modify | 582 | 0.20 | 96.079 | 92.279 | 97.279 | ||
| 1746 | 2013.03.15 04:05 | close | 582 | 0.20 | 96.213 | 92.279 | 97.279 | 2680.00 | 2606322.00 |
| 1747 | 2013.03.20 02:00 | buy | 583 | 0.20 | 95.034 | 0.000 | 0.000 | ||
| 1748 | 2013.03.20 02:00 | modify | 583 | 0.20 | 95.034 | 91.234 | 96.234 | ||
| 1749 | 2013.03.20 09:50 | close | 583 | 0.20 | 95.160 | 91.234 | 96.234 | 2520.00 | 2608842.00 |
| 1750 | 2013.03.25 02:00 | buy | 584 | 0.20 | 94.634 | 0.000 | 0.000 | ||
| 1751 | 2013.03.25 02:00 | modify | 584 | 0.20 | 94.634 | 90.834 | 95.834 | ||
| 1752 | 2013.03.25 02:20 | close | 584 | 0.20 | 94.750 | 90.834 | 95.834 | 2320.00 | 2611162.00 |
| 1753 | 2013.04.05 02:00 | buy | 585 | 0.20 | 96.357 | 0.000 | 0.000 | ||
| 1754 | 2013.04.05 02:00 | modify | 585 | 0.20 | 96.357 | 92.557 | 97.557 | ||
| 1755 | 2013.04.05 03:10 | close | 585 | 0.20 | 96.499 | 92.557 | 97.557 | 2840.00 | 2614002.00 |
| 1756 | 2013.04.15 02:00 | buy | 586 | 0.20 | 98.386 | 0.000 | 0.000 | ||
| 1757 | 2013.04.15 02:00 | modify | 586 | 0.20 | 98.386 | 94.586 | 99.586 | ||
| 1758 | 2013.04.15 03:05 | close | 586 | 0.20 | 98.490 | 94.586 | 99.586 | 2080.00 | 2616082.00 |
| 1759 | 2013.04.17 02:00 | buy | 587 | 0.20 | 97.652 | 0.000 | 0.000 | ||
| 1760 | 2013.04.17 02:00 | modify | 587 | 0.20 | 97.652 | 93.852 | 98.852 | ||
| 1761 | 2013.04.17 03:20 | close | 587 | 0.20 | 97.791 | 93.852 | 98.852 | 2780.00 | 2618862.00 |
| 1762 | 2013.04.25 02:00 | buy | 588 | 0.20 | 99.529 | 0.000 | 0.000 | ||
| 1763 | 2013.04.25 02:00 | modify | 588 | 0.20 | 99.529 | 95.729 | 100.729 | ||
| 1764 | 2013.04.26 05:10 | buy | 589 | 0.20 | 98.858 | 0.000 | 0.000 | ||
| 1765 | 2013.04.26 05:10 | modify | 589 | 0.20 | 98.858 | 95.058 | 100.058 | ||
| 1766 | 2013.04.26 15:35 | buy | 590 | 0.20 | 98.299 | 0.000 | 0.000 | ||
| 1767 | 2013.04.26 15:35 | modify | 590 | 0.20 | 98.299 | 94.499 | 99.499 | ||
| 1768 | 2013.04.26 17:50 | buy | 591 | 0.20 | 97.694 | 0.000 | 0.000 | ||
| 1769 | 2013.04.26 17:50 | modify | 591 | 0.20 | 97.694 | 93.894 | 98.894 | ||
| 1770 | 2013.04.30 17:30 | buy | 592 | 0.20 | 97.163 | 0.000 | 0.000 | ||
| 1771 | 2013.04.30 17:30 | modify | 592 | 0.20 | 97.163 | 93.363 | 98.363 | ||
| 1772 | 2013.05.02 15:38 | t/p | 592 | 0.20 | 98.361 | 93.363 | 98.363 | 23856.00 | 2642718.00 |
| 1773 | 2013.05.03 15:31 | t/p | 591 | 0.20 | 98.896 | 93.894 | 98.894 | 23858.00 | 2666576.00 |
| 1774 | 2013.05.03 15:35 | close | 590 | 0.20 | 99.029 | 94.499 | 99.499 | 14418.00 | 2680994.00 |
| 1775 | 2013.05.03 15:35 | close | 589 | 0.20 | 99.030 | 95.058 | 100.058 | 3258.00 | 2684252.00 |
| 1776 | 2013.05.03 15:35 | close | 588 | 0.20 | 99.024 | 95.729 | 100.729 | -10308.00 | 2673944.00 |
| 1777 | 2013.05.15 02:00 | buy | 593 | 0.20 | 102.275 | 0.000 | 0.000 | ||
| 1778 | 2013.05.15 02:00 | modify | 593 | 0.20 | 102.275 | 98.475 | 103.475 | ||
| 1779 | 2013.05.15 09:50 | close | 593 | 0.20 | 102.436 | 98.475 | 103.475 | 3220.00 | 2677164.00 |
| 1780 | 2013.05.17 02:00 | buy | 594 | 0.20 | 102.160 | 0.000 | 0.000 | ||
| 1781 | 2013.05.17 02:00 | modify | 594 | 0.20 | 102.160 | 98.360 | 103.360 | ||
| 1782 | 2013.05.17 03:55 | close | 594 | 0.20 | 102.264 | 98.360 | 103.360 | 2080.00 | 2679244.00 |
| 1783 | 2013.05.20 02:00 | buy | 595 | 0.20 | 102.884 | 0.000 | 0.000 | ||
| 1784 | 2013.05.20 02:00 | modify | 595 | 0.20 | 102.884 | 99.084 | 104.084 | ||
| 1785 | 2013.05.20 15:50 | buy | 596 | 0.20 | 102.364 | 0.000 | 0.000 | ||
| 1786 | 2013.05.20 15:50 | modify | 596 | 0.20 | 102.364 | 98.564 | 103.564 | ||
| 1787 | 2013.05.21 04:10 | close | 596 | 0.20 | 102.730 | 98.564 | 103.564 | 7294.00 | 2686538.00 |
| 1788 | 2013.05.21 04:10 | close | 595 | 0.20 | 102.734 | 99.084 | 104.084 | -3026.00 | 2683512.00 |
| 1789 | 2013.05.30 02:00 | buy | 597 | 0.20 | 101.153 | 0.000 | 0.000 | ||
| 1790 | 2013.05.30 02:00 | modify | 597 | 0.20 | 101.153 | 97.353 | 102.353 | ||
| 1791 | 2013.05.30 04:00 | close | 597 | 0.20 | 101.275 | 97.353 | 102.353 | 2440.00 | 2685952.00 |
| 1792 | 2013.06.05 02:00 | buy | 598 | 0.20 | 100.198 | 0.000 | 0.000 | ||
| 1793 | 2013.06.05 02:00 | modify | 598 | 0.20 | 100.198 | 96.398 | 101.398 | ||
| 1794 | 2013.06.05 03:35 | close | 598 | 0.20 | 100.310 | 96.398 | 101.398 | 2240.00 | 2688192.00 |
| 1795 | 2013.06.17 02:00 | buy | 599 | 0.20 | 94.264 | 0.000 | 0.000 | ||
| 1796 | 2013.06.17 02:00 | modify | 599 | 0.20 | 94.264 | 90.464 | 95.464 | ||
| 1797 | 2013.06.17 02:50 | close | 599 | 0.20 | 94.398 | 90.464 | 95.464 | 2680.00 | 2690872.00 |
| 1798 | 2013.06.20 02:00 | buy | 600 | 0.20 | 96.649 | 0.000 | 0.000 | ||
| 1799 | 2013.06.20 02:00 | modify | 600 | 0.20 | 96.649 | 92.849 | 97.849 | ||
| 1800 | 2013.06.20 06:40 | close | 600 | 0.20 | 96.868 | 92.849 | 97.849 | 4380.00 | 2695252.00 |