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 |
| 1801 | 2013.06.25 02:00 | buy | 601 | 0.20 | 97.525 | 0.000 | 0.000 | ||
| 1802 | 2013.06.25 02:00 | modify | 601 | 0.20 | 97.525 | 93.725 | 98.725 | ||
| 1803 | 2013.06.25 02:55 | close | 601 | 0.20 | 97.638 | 93.725 | 98.725 | 2260.00 | 2697512.00 |
| 1804 | 2013.07.05 02:00 | buy | 602 | 0.20 | 100.261 | 0.000 | 0.000 | ||
| 1805 | 2013.07.05 02:00 | modify | 602 | 0.20 | 100.261 | 96.461 | 101.461 | ||
| 1806 | 2013.07.05 04:05 | close | 602 | 0.20 | 100.380 | 96.461 | 101.461 | 2380.00 | 2699892.00 |
| 1807 | 2013.07.15 02:00 | buy | 603 | 0.20 | 99.213 | 0.000 | 0.000 | ||
| 1808 | 2013.07.15 02:00 | modify | 603 | 0.20 | 99.213 | 95.413 | 100.413 | ||
| 1809 | 2013.07.15 03:30 | close | 603 | 0.20 | 99.333 | 95.413 | 100.413 | 2400.00 | 2702292.00 |
| 1810 | 2013.07.17 02:00 | buy | 604 | 0.20 | 99.169 | 0.000 | 0.000 | ||
| 1811 | 2013.07.17 02:00 | modify | 604 | 0.20 | 99.169 | 95.369 | 100.369 | ||
| 1812 | 2013.07.17 03:40 | close | 604 | 0.20 | 99.276 | 95.369 | 100.369 | 2140.00 | 2704432.00 |
| 1813 | 2013.07.25 02:00 | buy | 605 | 0.20 | 100.307 | 0.000 | 0.000 | ||
| 1814 | 2013.07.25 02:00 | modify | 605 | 0.20 | 100.307 | 96.507 | 101.507 | ||
| 1815 | 2013.07.25 13:50 | buy | 606 | 0.20 | 99.719 | 0.000 | 0.000 | ||
| 1816 | 2013.07.25 13:50 | modify | 606 | 0.20 | 99.719 | 95.919 | 100.919 | ||
| 1817 | 2013.07.25 23:00 | buy | 607 | 0.20 | 99.165 | 0.000 | 0.000 | ||
| 1818 | 2013.07.25 23:00 | modify | 607 | 0.20 | 99.165 | 95.365 | 100.365 | ||
| 1819 | 2013.07.26 08:25 | buy | 608 | 0.20 | 98.663 | 0.000 | 0.000 | ||
| 1820 | 2013.07.26 08:25 | modify | 608 | 0.20 | 98.663 | 94.863 | 99.863 | ||
| 1821 | 2013.07.26 17:00 | buy | 609 | 0.20 | 98.142 | 0.000 | 0.000 | ||
| 1822 | 2013.07.26 17:00 | modify | 609 | 0.20 | 98.142 | 94.342 | 99.342 | ||
| 1823 | 2013.07.31 12:10 | buy | 610 | 0.20 | 97.630 | 0.000 | 0.000 | ||
| 1824 | 2013.07.31 12:10 | modify | 610 | 0.20 | 97.630 | 93.830 | 98.830 | ||
| 1825 | 2013.08.01 13:16 | t/p | 610 | 0.20 | 98.831 | 93.830 | 98.830 | 23942.00 | 2728374.00 |
| 1826 | 2013.08.01 17:05 | close | 609 | 0.20 | 99.228 | 94.342 | 99.342 | 21564.00 | 2749938.00 |
| 1827 | 2013.08.01 17:05 | close | 608 | 0.20 | 99.233 | 94.863 | 99.863 | 11244.00 | 2761182.00 |
| 1828 | 2013.08.01 17:05 | close | 607 | 0.20 | 99.231 | 95.365 | 100.365 | 1138.00 | 2762320.00 |
| 1829 | 2013.08.01 17:05 | close | 606 | 0.20 | 99.232 | 95.919 | 100.919 | -9922.00 | 2752398.00 |
| 1830 | 2013.08.01 17:05 | close | 605 | 0.20 | 99.226 | 96.507 | 101.507 | -21802.00 | 2730596.00 |
| 1831 | 2013.08.05 02:00 | buy | 611 | 0.20 | 98.920 | 0.000 | 0.000 | ||
| 1832 | 2013.08.05 02:00 | modify | 611 | 0.20 | 98.920 | 95.120 | 100.120 | ||
| 1833 | 2013.08.05 03:25 | close | 611 | 0.20 | 99.048 | 95.120 | 100.120 | 2560.00 | 2733156.00 |
| 1834 | 2013.08.15 02:00 | buy | 612 | 0.20 | 97.969 | 0.000 | 0.000 | ||
| 1835 | 2013.08.15 02:00 | modify | 612 | 0.20 | 97.969 | 94.169 | 99.169 | ||
| 1836 | 2013.08.15 04:35 | close | 612 | 0.20 | 98.084 | 94.169 | 99.169 | 2300.00 | 2735456.00 |
| 1837 | 2013.08.20 02:00 | buy | 613 | 0.20 | 97.646 | 0.000 | 0.000 | ||
| 1838 | 2013.08.20 02:00 | modify | 613 | 0.20 | 97.646 | 93.846 | 98.846 | ||
| 1839 | 2013.08.20 04:35 | close | 613 | 0.20 | 97.783 | 93.846 | 98.846 | 2740.00 | 2738196.00 |
| 1840 | 2013.08.30 02:00 | buy | 614 | 0.20 | 98.360 | 0.000 | 0.000 | ||
| 1841 | 2013.08.30 02:00 | modify | 614 | 0.20 | 98.360 | 94.560 | 99.560 | ||
| 1842 | 2013.08.30 03:05 | close | 614 | 0.20 | 98.473 | 94.560 | 99.560 | 2260.00 | 2740456.00 |
| 1843 | 2013.09.05 02:00 | buy | 615 | 0.20 | 99.765 | 0.000 | 0.000 | ||
| 1844 | 2013.09.05 02:00 | modify | 615 | 0.20 | 99.765 | 95.965 | 100.965 | ||
| 1845 | 2013.09.05 08:00 | close | 615 | 0.20 | 99.880 | 95.965 | 100.965 | 2300.00 | 2742756.00 |
| 1846 | 2013.09.17 02:00 | buy | 616 | 0.20 | 99.076 | 0.000 | 0.000 | ||
| 1847 | 2013.09.17 02:00 | modify | 616 | 0.20 | 99.076 | 95.276 | 100.276 | ||
| 1848 | 2013.09.17 03:40 | close | 616 | 0.20 | 99.186 | 95.276 | 100.276 | 2200.00 | 2744956.00 |
| 1849 | 2013.09.20 02:00 | buy | 617 | 0.20 | 99.437 | 0.000 | 0.000 | ||
| 1850 | 2013.09.20 02:00 | modify | 617 | 0.20 | 99.437 | 95.637 | 100.637 | ||
| 1851 | 2013.09.20 04:10 | close | 617 | 0.20 | 99.545 | 95.637 | 100.637 | 2160.00 | 2747116.00 |
| 1852 | 2013.09.25 02:00 | buy | 618 | 0.20 | 98.780 | 0.000 | 0.000 | ||
| 1853 | 2013.09.25 02:00 | modify | 618 | 0.20 | 98.780 | 94.980 | 99.980 | ||
| 1854 | 2013.09.26 05:30 | close | 618 | 0.20 | 98.936 | 94.980 | 99.980 | 3042.00 | 2750158.00 |
| 1855 | 2013.09.30 02:00 | buy | 619 | 0.20 | 97.883 | 0.000 | 0.000 | ||
| 1856 | 2013.09.30 02:00 | modify | 619 | 0.20 | 97.883 | 94.083 | 99.083 | ||
| 1857 | 2013.09.30 06:55 | close | 619 | 0.20 | 97.989 | 94.083 | 99.083 | 2120.00 | 2752278.00 |
| 1858 | 2013.10.15 02:00 | buy | 620 | 0.20 | 98.656 | 0.000 | 0.000 | ||
| 1859 | 2013.10.15 02:00 | modify | 620 | 0.20 | 98.656 | 94.856 | 99.856 | ||
| 1860 | 2013.10.15 23:45 | buy | 621 | 0.20 | 98.081 | 0.000 | 0.000 | ||
| 1861 | 2013.10.15 23:45 | modify | 621 | 0.20 | 98.081 | 94.281 | 99.281 | ||
| 1862 | 2013.10.16 03:00 | close | 621 | 0.20 | 98.577 | 94.281 | 99.281 | 9894.00 | 2762172.00 |
| 1863 | 2013.10.16 03:00 | close | 620 | 0.20 | 98.574 | 94.856 | 99.856 | -1666.00 | 2760506.00 |
| 1864 | 2013.10.17 02:00 | buy | 622 | 0.20 | 98.930 | 0.000 | 0.000 | ||
| 1865 | 2013.10.17 02:00 | modify | 622 | 0.20 | 98.930 | 95.130 | 100.130 | ||
| 1866 | 2013.10.17 08:15 | buy | 623 | 0.20 | 98.436 | 0.000 | 0.000 | ||
| 1867 | 2013.10.17 08:15 | modify | 623 | 0.20 | 98.436 | 94.636 | 99.636 | ||
| 1868 | 2013.10.17 11:05 | buy | 624 | 0.20 | 97.900 | 0.000 | 0.000 | ||
| 1869 | 2013.10.17 11:05 | modify | 624 | 0.20 | 97.900 | 94.100 | 99.100 | ||
| 1870 | 2013.10.22 16:30 | close | 624 | 0.20 | 98.470 | 94.100 | 99.100 | 11322.00 | 2771828.00 |
| 1871 | 2013.10.22 16:30 | close | 623 | 0.20 | 98.474 | 94.636 | 99.636 | 682.00 | 2772510.00 |
| 1872 | 2013.10.22 16:30 | close | 622 | 0.20 | 98.473 | 95.130 | 100.130 | -9218.00 | 2763292.00 |
| 1873 | 2013.10.25 02:00 | buy | 625 | 0.20 | 97.398 | 0.000 | 0.000 | ||
| 1874 | 2013.10.25 02:00 | modify | 625 | 0.20 | 97.398 | 93.598 | 98.598 | ||
| 1875 | 2013.10.28 00:00 | close | 625 | 0.20 | 97.734 | 93.598 | 98.598 | 6694.00 | 2769986.00 |
| 1876 | 2013.10.30 02:00 | buy | 626 | 0.20 | 98.164 | 0.000 | 0.000 | ||
| 1877 | 2013.10.30 02:00 | modify | 626 | 0.20 | 98.164 | 94.364 | 99.364 | ||
| 1878 | 2013.10.30 10:35 | close | 626 | 0.20 | 98.271 | 94.364 | 99.364 | 2140.00 | 2772126.00 |
| 1879 | 2013.11.05 01:20 | buy | 627 | 0.20 | 98.624 | 0.000 | 0.000 | ||
| 1880 | 2013.11.05 01:20 | modify | 627 | 0.20 | 98.624 | 94.824 | 99.824 | ||
| 1881 | 2013.11.07 02:40 | close | 627 | 0.20 | 98.738 | 94.824 | 99.824 | 2176.00 | 2774302.00 |
| 1882 | 2013.11.15 01:20 | buy | 628 | 0.20 | 100.123 | 0.000 | 0.000 | ||
| 1883 | 2013.11.15 01:20 | modify | 628 | 0.20 | 100.123 | 96.323 | 101.323 | ||
| 1884 | 2013.11.15 01:55 | close | 628 | 0.20 | 100.237 | 96.323 | 101.323 | 2280.00 | 2776582.00 |
| 1885 | 2013.11.20 01:20 | buy | 629 | 0.20 | 100.133 | 0.000 | 0.000 | ||
| 1886 | 2013.11.20 01:20 | modify | 629 | 0.20 | 100.133 | 96.333 | 101.333 | ||
| 1887 | 2013.11.21 02:00 | close | 629 | 0.20 | 100.246 | 96.333 | 101.333 | 2182.00 | 2778764.00 |
| 1888 | 2013.11.25 01:20 | buy | 630 | 0.20 | 101.263 | 0.000 | 0.000 | ||
| 1889 | 2013.11.25 01:20 | modify | 630 | 0.20 | 101.263 | 97.463 | 102.463 | ||
| 1890 | 2013.11.25 02:55 | close | 630 | 0.20 | 101.432 | 97.463 | 102.463 | 3380.00 | 2782144.00 |
| 1891 | 2013.12.05 01:20 | buy | 631 | 0.20 | 102.419 | 0.000 | 0.000 | ||
| 1892 | 2013.12.05 01:20 | modify | 631 | 0.20 | 102.419 | 98.619 | 103.619 | ||
| 1893 | 2013.12.05 09:20 | buy | 632 | 0.20 | 101.901 | 0.000 | 0.000 | ||
| 1894 | 2013.12.05 09:20 | modify | 632 | 0.20 | 101.901 | 98.101 | 103.101 | ||
| 1895 | 2013.12.05 15:35 | close | 632 | 0.20 | 102.270 | 98.101 | 103.101 | 7380.00 | 2789524.00 |
| 1896 | 2013.12.05 15:35 | close | 631 | 0.20 | 102.279 | 98.619 | 103.619 | -2800.00 | 2786724.00 |
| 1897 | 2013.12.17 01:20 | buy | 633 | 0.20 | 103.067 | 0.000 | 0.000 | ||
| 1898 | 2013.12.17 01:20 | modify | 633 | 0.20 | 103.067 | 99.267 | 104.267 | ||
| 1899 | 2013.12.17 18:35 | buy | 634 | 0.20 | 102.576 | 0.000 | 0.000 | ||
| 1900 | 2013.12.17 18:35 | modify | 634 | 0.20 | 102.576 | 98.776 | 103.776 | ||
| 1901 | 2013.12.18 02:35 | close | 634 | 0.20 | 102.885 | 98.776 | 103.776 | 6154.00 | 2792878.00 |
| 1902 | 2013.12.18 02:35 | close | 633 | 0.20 | 102.889 | 99.267 | 104.267 | -3586.00 | 2789292.00 |
| 1903 | 2013.12.20 01:20 | buy | 635 | 0.20 | 104.242 | 0.000 | 0.000 | ||
| 1904 | 2013.12.20 01:20 | modify | 635 | 0.20 | 104.242 | 100.442 | 105.442 | ||
| 1905 | 2013.12.20 02:35 | close | 635 | 0.20 | 104.427 | 100.442 | 105.442 | 3700.00 | 2792992.00 |
| 1906 | 2013.12.30 01:20 | buy | 636 | 0.20 | 105.364 | 0.000 | 0.000 | ||
| 1907 | 2013.12.30 01:20 | modify | 636 | 0.20 | 105.364 | 101.564 | 106.564 | ||
| 1908 | 2014.01.02 16:40 | buy | 637 | 0.20 | 104.818 | 0.000 | 0.000 | ||
| 1909 | 2014.01.02 16:40 | modify | 637 | 0.20 | 104.818 | 101.018 | 106.018 | ||
| 1910 | 2014.01.03 04:35 | buy | 638 | 0.20 | 104.315 | 0.000 | 0.000 | ||
| 1911 | 2014.01.03 04:35 | modify | 638 | 0.20 | 104.315 | 100.515 | 105.515 | ||
| 1912 | 2014.01.06 01:10 | close | 638 | 0.20 | 104.866 | 100.515 | 105.515 | 10994.00 | 2803986.00 |
| 1913 | 2014.01.06 01:10 | close | 637 | 0.20 | 104.867 | 101.018 | 106.018 | 928.00 | 2804914.00 |
| 1914 | 2014.01.06 01:10 | close | 636 | 0.20 | 104.869 | 101.564 | 106.564 | -10082.00 | 2794832.00 |
| 1915 | 2014.01.15 01:20 | buy | 639 | 0.20 | 104.254 | 0.000 | 0.000 | ||
| 1916 | 2014.01.15 01:20 | modify | 639 | 0.20 | 104.254 | 100.454 | 105.454 | ||
| 1917 | 2014.01.15 04:20 | close | 639 | 0.20 | 104.382 | 100.454 | 105.454 | 2560.00 | 2797392.00 |
| 1918 | 2014.01.17 01:20 | buy | 640 | 0.20 | 104.301 | 0.000 | 0.000 | ||
| 1919 | 2014.01.17 01:20 | modify | 640 | 0.20 | 104.301 | 100.501 | 105.501 | ||
| 1920 | 2014.01.17 06:55 | close | 640 | 0.20 | 104.400 | 100.501 | 105.501 | 1980.00 | 2799372.00 |
| 1921 | 2014.01.20 01:20 | buy | 641 | 0.20 | 104.281 | 0.000 | 0.000 | ||
| 1922 | 2014.01.20 01:20 | modify | 641 | 0.20 | 104.281 | 100.481 | 105.481 | ||
| 1923 | 2014.01.21 02:20 | close | 641 | 0.20 | 104.392 | 100.481 | 105.481 | 2194.00 | 2801566.00 |
| 1924 | 2014.01.30 01:20 | buy | 642 | 0.20 | 102.324 | 0.000 | 0.000 | ||
| 1925 | 2014.01.30 01:20 | modify | 642 | 0.20 | 102.324 | 98.524 | 103.524 | ||
| 1926 | 2014.01.30 06:10 | close | 642 | 0.20 | 102.441 | 98.524 | 103.524 | 2340.00 | 2803906.00 |
| 1927 | 2014.02.05 01:20 | buy | 643 | 0.20 | 101.667 | 0.000 | 0.000 | ||
| 1928 | 2014.02.05 01:20 | modify | 643 | 0.20 | 101.667 | 97.867 | 102.867 | ||
| 1929 | 2014.02.05 12:05 | buy | 644 | 0.20 | 101.116 | 0.000 | 0.000 | ||
| 1930 | 2014.02.05 12:05 | modify | 644 | 0.20 | 101.116 | 97.316 | 102.316 | ||
| 1931 | 2014.02.05 17:05 | close | 644 | 0.20 | 101.575 | 97.316 | 102.316 | 9180.00 | 2813086.00 |
| 1932 | 2014.02.05 17:05 | close | 643 | 0.20 | 101.580 | 97.867 | 102.867 | -1740.00 | 2811346.00 |
| 1933 | 2014.02.17 01:20 | buy | 645 | 0.20 | 101.752 | 0.000 | 0.000 | ||
| 1934 | 2014.02.17 01:20 | modify | 645 | 0.20 | 101.752 | 97.952 | 102.952 | ||
| 1935 | 2014.02.17 10:05 | close | 645 | 0.20 | 101.868 | 97.952 | 102.952 | 2320.00 | 2813666.00 |
| 1936 | 2014.02.20 01:20 | buy | 646 | 0.20 | 102.332 | 0.000 | 0.000 | ||
| 1937 | 2014.02.20 01:20 | modify | 646 | 0.20 | 102.332 | 98.532 | 103.532 | ||
| 1938 | 2014.02.20 08:30 | buy | 647 | 0.20 | 101.838 | 0.000 | 0.000 | ||
| 1939 | 2014.02.20 08:30 | modify | 647 | 0.20 | 101.838 | 98.038 | 103.038 | ||
| 1940 | 2014.02.20 16:00 | close | 647 | 0.20 | 102.230 | 98.038 | 103.038 | 7840.00 | 2821506.00 |
| 1941 | 2014.02.20 16:00 | close | 646 | 0.20 | 102.231 | 98.532 | 103.532 | -2020.00 | 2819486.00 |
| 1942 | 2014.02.25 01:20 | buy | 648 | 0.20 | 102.514 | 0.000 | 0.000 | ||
| 1943 | 2014.02.25 01:20 | modify | 648 | 0.20 | 102.514 | 98.714 | 103.714 | ||
| 1944 | 2014.02.27 11:45 | buy | 649 | 0.20 | 101.966 | 0.000 | 0.000 | ||
| 1945 | 2014.02.27 11:45 | modify | 649 | 0.20 | 101.966 | 98.166 | 103.166 | ||
| 1946 | 2014.03.03 01:00 | buy | 650 | 0.20 | 101.472 | 0.000 | 0.000 | ||
| 1947 | 2014.03.03 01:00 | modify | 650 | 0.20 | 101.472 | 97.672 | 102.672 | ||
| 1948 | 2014.03.04 17:05 | close | 650 | 0.20 | 102.041 | 97.672 | 102.672 | 11354.00 | 2830840.00 |
| 1949 | 2014.03.04 17:05 | close | 649 | 0.20 | 102.035 | 98.166 | 103.166 | 1302.00 | 2832142.00 |
| 1950 | 2014.03.04 17:05 | close | 648 | 0.20 | 102.033 | 98.714 | 103.714 | -9802.00 | 2822340.00 |