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 |
| 1951 | 2014.03.05 01:20 | buy | 651 | 0.20 | 102.251 | 0.000 | 0.000 | ||
| 1952 | 2014.03.05 01:20 | modify | 651 | 0.20 | 102.251 | 98.451 | 103.451 | ||
| 1953 | 2014.03.05 10:15 | close | 651 | 0.20 | 102.358 | 98.451 | 103.451 | 2140.00 | 2824480.00 |
| 1954 | 2014.03.17 02:00 | buy | 652 | 0.20 | 101.371 | 0.000 | 0.000 | ||
| 1955 | 2014.03.17 02:00 | modify | 652 | 0.20 | 101.371 | 97.571 | 102.571 | ||
| 1956 | 2014.03.17 04:25 | close | 652 | 0.20 | 101.557 | 97.571 | 102.571 | 3720.00 | 2828200.00 |
| 1957 | 2014.03.20 02:00 | buy | 653 | 0.20 | 102.375 | 0.000 | 0.000 | ||
| 1958 | 2014.03.20 02:00 | modify | 653 | 0.20 | 102.375 | 98.575 | 103.575 | ||
| 1959 | 2014.03.20 13:30 | close | 653 | 0.20 | 102.496 | 98.575 | 103.575 | 2420.00 | 2830620.00 |
| 1960 | 2014.03.25 02:00 | buy | 654 | 0.20 | 102.231 | 0.000 | 0.000 | ||
| 1961 | 2014.03.25 02:00 | modify | 654 | 0.20 | 102.231 | 98.431 | 103.431 | ||
| 1962 | 2014.03.25 07:40 | close | 654 | 0.20 | 102.333 | 98.431 | 103.431 | 2040.00 | 2832660.00 |
| 1963 | 2014.04.15 02:00 | buy | 655 | 0.20 | 101.884 | 0.000 | 0.000 | ||
| 1964 | 2014.04.15 02:00 | modify | 655 | 0.20 | 101.884 | 98.084 | 103.084 | ||
| 1965 | 2014.04.16 03:15 | close | 655 | 0.20 | 102.038 | 98.084 | 103.084 | 3054.00 | 2835714.00 |
| 1966 | 2014.04.17 02:00 | buy | 656 | 0.20 | 102.195 | 0.000 | 0.000 | ||
| 1967 | 2014.04.17 02:00 | modify | 656 | 0.20 | 102.195 | 98.395 | 103.395 | ||
| 1968 | 2014.04.17 19:25 | close | 656 | 0.20 | 102.299 | 98.395 | 103.395 | 2080.00 | 2837794.00 |
| 1969 | 2014.04.25 02:00 | buy | 657 | 0.20 | 102.260 | 0.000 | 0.000 | ||
| 1970 | 2014.04.25 02:00 | modify | 657 | 0.20 | 102.260 | 98.460 | 103.460 | ||
| 1971 | 2014.04.25 03:55 | close | 657 | 0.20 | 102.372 | 98.460 | 103.460 | 2240.00 | 2840034.00 |
| 1972 | 2014.04.30 02:00 | buy | 658 | 0.20 | 102.638 | 0.000 | 0.000 | ||
| 1973 | 2014.04.30 02:00 | modify | 658 | 0.20 | 102.638 | 98.838 | 103.838 | ||
| 1974 | 2014.04.30 19:05 | buy | 659 | 0.20 | 102.102 | 0.000 | 0.000 | ||
| 1975 | 2014.04.30 19:05 | modify | 659 | 0.20 | 102.102 | 98.302 | 103.302 | ||
| 1976 | 2014.05.02 08:40 | close | 659 | 0.20 | 102.427 | 98.302 | 103.302 | 6396.00 | 2846430.00 |
| 1977 | 2014.05.02 08:40 | close | 658 | 0.20 | 102.428 | 98.838 | 103.838 | -4304.00 | 2842126.00 |
| 1978 | 2014.05.05 02:00 | buy | 660 | 0.20 | 102.247 | 0.000 | 0.000 | ||
| 1979 | 2014.05.05 02:00 | modify | 660 | 0.20 | 102.247 | 98.447 | 103.447 | ||
| 1980 | 2014.05.06 14:10 | buy | 661 | 0.20 | 101.727 | 0.000 | 0.000 | ||
| 1981 | 2014.05.06 14:10 | modify | 661 | 0.20 | 101.727 | 97.927 | 102.927 | ||
| 1982 | 2014.05.12 16:45 | close | 661 | 0.20 | 102.042 | 97.927 | 102.927 | 6144.00 | 2848270.00 |
| 1983 | 2014.05.12 16:45 | close | 660 | 0.20 | 102.041 | 98.447 | 103.447 | -4302.00 | 2843968.00 |
| 1984 | 2014.05.15 02:00 | buy | 662 | 0.20 | 101.834 | 0.000 | 0.000 | ||
| 1985 | 2014.05.15 02:00 | modify | 662 | 0.20 | 101.834 | 98.034 | 103.034 | ||
| 1986 | 2014.05.15 09:10 | close | 662 | 0.20 | 101.969 | 98.034 | 103.034 | 2700.00 | 2846668.00 |
| 1987 | 2014.05.20 02:00 | buy | 663 | 0.20 | 101.493 | 0.000 | 0.000 | ||
| 1988 | 2014.05.20 02:00 | modify | 663 | 0.20 | 101.493 | 97.693 | 102.693 | ||
| 1989 | 2014.05.21 09:40 | buy | 664 | 0.20 | 100.945 | 0.000 | 0.000 | ||
| 1990 | 2014.05.21 09:40 | modify | 664 | 0.20 | 100.945 | 97.145 | 102.145 | ||
| 1991 | 2014.05.21 15:50 | close | 664 | 0.20 | 101.279 | 97.145 | 102.145 | 6680.00 | 2853348.00 |
| 1992 | 2014.05.21 15:50 | close | 663 | 0.20 | 101.278 | 97.693 | 102.693 | -4326.00 | 2849022.00 |
| 1993 | 2014.05.30 02:00 | buy | 665 | 0.20 | 101.742 | 0.000 | 0.000 | ||
| 1994 | 2014.05.30 02:00 | modify | 665 | 0.20 | 101.742 | 97.942 | 102.942 | ||
| 1995 | 2014.06.02 00:00 | close | 665 | 0.20 | 101.850 | 97.942 | 102.942 | 2134.00 | 2851156.00 |
| 1996 | 2014.06.05 02:00 | buy | 666 | 0.20 | 102.696 | 0.000 | 0.000 | ||
| 1997 | 2014.06.05 02:00 | modify | 666 | 0.20 | 102.696 | 98.896 | 103.896 | ||
| 1998 | 2014.06.06 15:50 | buy | 667 | 0.20 | 102.175 | 0.000 | 0.000 | ||
| 1999 | 2014.06.06 15:50 | modify | 667 | 0.20 | 102.175 | 98.375 | 103.375 | ||
| 2000 | 2014.06.06 16:45 | close | 667 | 0.20 | 102.507 | 98.375 | 103.375 | 6640.00 | 2857796.00 |
| 2001 | 2014.06.06 16:45 | close | 666 | 0.20 | 102.508 | 98.896 | 103.896 | -3786.00 | 2854010.00 |
| 2002 | 2014.06.17 02:00 | buy | 668 | 0.20 | 101.840 | 0.000 | 0.000 | ||
| 2003 | 2014.06.17 02:00 | modify | 668 | 0.20 | 101.840 | 98.040 | 103.040 | ||
| 2004 | 2014.06.17 04:30 | close | 668 | 0.20 | 101.950 | 98.040 | 103.040 | 2200.00 | 2856210.00 |
| 2005 | 2014.06.20 02:00 | buy | 669 | 0.20 | 101.939 | 0.000 | 0.000 | ||
| 2006 | 2014.06.20 02:00 | modify | 669 | 0.20 | 101.939 | 98.139 | 103.139 | ||
| 2007 | 2014.06.20 12:15 | close | 669 | 0.20 | 102.039 | 98.139 | 103.139 | 2000.00 | 2858210.00 |
| 2008 | 2014.06.25 02:00 | buy | 670 | 0.20 | 101.940 | 0.000 | 0.000 | ||
| 2009 | 2014.06.25 02:00 | modify | 670 | 0.20 | 101.940 | 98.140 | 103.140 | ||
| 2010 | 2014.06.27 06:15 | buy | 671 | 0.20 | 101.440 | 0.000 | 0.000 | ||
| 2011 | 2014.06.27 06:15 | modify | 671 | 0.20 | 101.440 | 97.640 | 102.640 | ||
| 2012 | 2014.07.02 16:40 | close | 671 | 0.20 | 101.773 | 97.640 | 102.640 | 6582.00 | 2864792.00 |
| 2013 | 2014.07.02 16:40 | close | 670 | 0.20 | 101.778 | 98.140 | 103.140 | -3422.00 | 2861370.00 |
| 2014 | 2014.07.15 02:00 | buy | 672 | 0.20 | 101.546 | 0.000 | 0.000 | ||
| 2015 | 2014.07.15 02:00 | modify | 672 | 0.20 | 101.546 | 97.746 | 102.746 | ||
| 2016 | 2014.07.15 15:45 | close | 672 | 0.20 | 101.647 | 97.746 | 102.746 | 2020.00 | 2863390.00 |
| 2017 | 2014.07.17 02:00 | buy | 673 | 0.20 | 101.668 | 0.000 | 0.000 | ||
| 2018 | 2014.07.17 02:00 | modify | 673 | 0.20 | 101.668 | 97.868 | 102.868 | ||
| 2019 | 2014.07.18 00:00 | buy | 674 | 0.20 | 101.176 | 0.000 | 0.000 | ||
| 2020 | 2014.07.18 00:00 | modify | 674 | 0.20 | 101.176 | 97.376 | 102.376 | ||
| 2021 | 2014.07.22 03:05 | close | 674 | 0.20 | 101.480 | 97.376 | 102.376 | 6028.00 | 2869418.00 |
| 2022 | 2014.07.22 03:05 | close | 673 | 0.20 | 101.475 | 97.868 | 102.868 | -3938.00 | 2865480.00 |
| 2023 | 2014.07.25 02:00 | buy | 675 | 0.20 | 101.790 | 0.000 | 0.000 | ||
| 2024 | 2014.07.25 02:00 | modify | 675 | 0.20 | 101.790 | 97.990 | 102.990 | ||
| 2025 | 2014.07.25 11:00 | close | 675 | 0.20 | 101.900 | 97.990 | 102.990 | 2200.00 | 2867680.00 |
| 2026 | 2014.07.30 02:00 | buy | 676 | 0.20 | 102.112 | 0.000 | 0.000 | ||
| 2027 | 2014.07.30 02:00 | modify | 676 | 0.20 | 102.112 | 98.312 | 103.312 | ||
| 2028 | 2014.07.30 12:05 | close | 676 | 0.20 | 102.209 | 98.312 | 103.312 | 1940.00 | 2869620.00 |
| 2029 | 2014.08.05 02:00 | buy | 677 | 0.20 | 102.565 | 0.000 | 0.000 | ||
| 2030 | 2014.08.05 02:00 | modify | 677 | 0.20 | 102.565 | 98.765 | 103.765 | ||
| 2031 | 2014.08.05 13:05 | close | 677 | 0.20 | 102.663 | 98.765 | 103.765 | 1960.00 | 2871580.00 |
| 2032 | 2014.08.15 02:00 | buy | 678 | 0.20 | 102.484 | 0.000 | 0.000 | ||
| 2033 | 2014.08.15 02:00 | modify | 678 | 0.20 | 102.484 | 98.684 | 103.684 | ||
| 2034 | 2014.08.15 12:05 | close | 678 | 0.20 | 102.595 | 98.684 | 103.684 | 2220.00 | 2873800.00 |
| 2035 | 2014.08.20 02:00 | buy | 679 | 0.20 | 102.925 | 0.000 | 0.000 | ||
| 2036 | 2014.08.20 02:00 | modify | 679 | 0.20 | 102.925 | 99.125 | 104.125 | ||
| 2037 | 2014.08.20 06:30 | close | 679 | 0.20 | 103.034 | 99.125 | 104.125 | 2180.00 | 2875980.00 |
| 2038 | 2014.08.25 02:00 | buy | 680 | 0.20 | 104.244 | 0.000 | 0.000 | ||
| 2039 | 2014.08.25 02:00 | modify | 680 | 0.20 | 104.244 | 100.444 | 105.444 | ||
| 2040 | 2014.08.28 03:45 | buy | 681 | 0.20 | 103.737 | 0.000 | 0.000 | ||
| 2041 | 2014.08.28 03:45 | modify | 681 | 0.20 | 103.737 | 99.937 | 104.937 | ||
| 2042 | 2014.08.29 20:10 | close | 681 | 0.20 | 104.064 | 99.937 | 104.937 | 6514.00 | 2882494.00 |
| 2043 | 2014.08.29 20:10 | close | 680 | 0.20 | 104.068 | 100.444 | 105.444 | -3676.00 | 2878818.00 |
| 2044 | 2014.09.05 02:00 | buy | 682 | 0.20 | 105.418 | 0.000 | 0.000 | ||
| 2045 | 2014.09.05 02:00 | modify | 682 | 0.20 | 105.418 | 101.618 | 106.618 | ||
| 2046 | 2014.09.05 02:45 | close | 682 | 0.20 | 105.544 | 101.618 | 106.618 | 2520.00 | 2881338.00 |
| 2047 | 2014.09.15 02:00 | buy | 683 | 0.20 | 107.326 | 0.000 | 0.000 | ||
| 2048 | 2014.09.15 02:00 | modify | 683 | 0.20 | 107.326 | 103.526 | 108.526 | ||
| 2049 | 2014.09.17 17:55 | close | 683 | 0.20 | 107.433 | 103.526 | 108.526 | 2088.00 | 2883426.00 |
| 2050 | 2014.09.25 02:00 | buy | 684 | 0.20 | 109.175 | 0.000 | 0.000 | ||
| 2051 | 2014.09.25 02:00 | modify | 684 | 0.20 | 109.175 | 105.375 | 110.375 | ||
| 2052 | 2014.09.25 02:50 | close | 684 | 0.20 | 109.291 | 105.375 | 110.375 | 2320.00 | 2885746.00 |
| 2053 | 2014.09.30 02:00 | buy | 685 | 0.20 | 109.412 | 0.000 | 0.000 | ||
| 2054 | 2014.09.30 02:00 | modify | 685 | 0.20 | 109.412 | 105.612 | 110.612 | ||
| 2055 | 2014.09.30 11:45 | close | 685 | 0.20 | 109.556 | 105.612 | 110.612 | 2880.00 | 2888626.00 |
| 2056 | 2014.10.15 02:00 | buy | 686 | 0.20 | 107.260 | 0.000 | 0.000 | ||
| 2057 | 2014.10.15 02:00 | modify | 686 | 0.20 | 107.260 | 103.460 | 108.460 | ||
| 2058 | 2014.10.15 02:35 | close | 686 | 0.20 | 107.368 | 103.460 | 108.460 | 2160.00 | 2890786.00 |
| 2059 | 2014.10.17 02:00 | buy | 687 | 0.20 | 106.363 | 0.000 | 0.000 | ||
| 2060 | 2014.10.17 02:00 | modify | 687 | 0.20 | 106.363 | 102.563 | 107.563 | ||
| 2061 | 2014.10.17 11:05 | close | 687 | 0.20 | 106.461 | 102.563 | 107.563 | 1960.00 | 2892746.00 |
| 2062 | 2014.10.20 02:00 | buy | 688 | 0.20 | 107.165 | 0.000 | 0.000 | ||
| 2063 | 2014.10.20 02:00 | modify | 688 | 0.20 | 107.165 | 103.365 | 108.365 | ||
| 2064 | 2014.10.20 06:30 | close | 688 | 0.20 | 107.327 | 103.365 | 108.365 | 3240.00 | 2895986.00 |
| 2065 | 2014.10.30 02:00 | buy | 689 | 0.20 | 108.807 | 0.000 | 0.000 | ||
| 2066 | 2014.10.30 02:00 | modify | 689 | 0.20 | 108.807 | 105.007 | 110.007 | ||
| 2067 | 2014.10.30 03:05 | close | 689 | 0.20 | 108.912 | 105.007 | 110.007 | 2100.00 | 2898086.00 |
| 2068 | 2014.11.05 01:20 | buy | 690 | 0.20 | 113.445 | 0.000 | 0.000 | ||
| 2069 | 2014.11.05 01:20 | modify | 690 | 0.20 | 113.445 | 109.645 | 114.645 | ||
| 2070 | 2014.11.05 01:30 | close | 690 | 0.20 | 113.550 | 109.645 | 114.645 | 2100.00 | 2900186.00 |
| 2071 | 2014.11.17 01:20 | buy | 691 | 0.20 | 116.623 | 0.000 | 0.000 | ||
| 2072 | 2014.11.17 01:20 | modify | 691 | 0.20 | 116.623 | 112.823 | 117.823 | ||
| 2073 | 2014.11.17 01:55 | close | 691 | 0.20 | 116.942 | 112.823 | 117.823 | 6380.00 | 2906566.00 |
| 2074 | 2014.11.20 01:20 | buy | 692 | 0.20 | 118.197 | 0.000 | 0.000 | ||
| 2075 | 2014.11.20 01:20 | modify | 692 | 0.20 | 118.197 | 114.397 | 119.397 | ||
| 2076 | 2014.11.20 05:50 | close | 692 | 0.20 | 118.329 | 114.397 | 119.397 | 2640.00 | 2909206.00 |
| 2077 | 2014.11.25 01:20 | buy | 693 | 0.20 | 118.397 | 0.000 | 0.000 | ||
| 2078 | 2014.11.25 01:20 | modify | 693 | 0.20 | 118.397 | 114.597 | 119.597 | ||
| 2079 | 2014.11.25 01:55 | close | 693 | 0.20 | 118.519 | 114.597 | 119.597 | 2440.00 | 2911646.00 |
| 2080 | 2014.12.05 01:20 | buy | 694 | 0.20 | 119.806 | 0.000 | 0.000 | ||
| 2081 | 2014.12.05 01:20 | modify | 694 | 0.20 | 119.806 | 116.006 | 121.006 | ||
| 2082 | 2014.12.05 03:55 | close | 694 | 0.20 | 119.908 | 116.006 | 121.006 | 2040.00 | 2913686.00 |
| 2083 | 2014.12.15 01:20 | buy | 695 | 0.20 | 118.092 | 0.000 | 0.000 | ||
| 2084 | 2014.12.15 01:20 | modify | 695 | 0.20 | 118.092 | 114.292 | 119.292 | ||
| 2085 | 2014.12.15 02:30 | close | 695 | 0.20 | 118.218 | 114.292 | 119.292 | 2520.00 | 2916206.00 |
| 2086 | 2014.12.17 01:20 | buy | 696 | 0.20 | 116.652 | 0.000 | 0.000 | ||
| 2087 | 2014.12.17 01:20 | modify | 696 | 0.20 | 116.652 | 112.852 | 117.852 | ||
| 2088 | 2014.12.17 01:50 | close | 696 | 0.20 | 116.778 | 112.852 | 117.852 | 2520.00 | 2918726.00 |
| 2089 | 2014.12.25 01:20 | buy | 697 | 0.20 | 120.395 | 0.000 | 0.000 | ||
| 2090 | 2014.12.25 01:20 | modify | 697 | 0.20 | 120.395 | 116.595 | 121.595 | ||
| 2091 | 2014.12.29 03:05 | close | 697 | 0.20 | 120.553 | 116.595 | 121.595 | 3108.00 | 2921834.00 |
| 2092 | 2014.12.30 01:20 | buy | 698 | 0.20 | 120.663 | 0.000 | 0.000 | ||
| 2093 | 2014.12.30 01:20 | modify | 698 | 0.20 | 120.663 | 116.863 | 121.863 | ||
| 2094 | 2014.12.30 09:20 | buy | 699 | 0.20 | 120.168 | 0.000 | 0.000 | ||
| 2095 | 2014.12.30 09:20 | modify | 699 | 0.20 | 120.168 | 116.368 | 121.368 | ||
| 2096 | 2014.12.30 10:05 | buy | 700 | 0.20 | 119.367 | 0.000 | 0.000 | ||
| 2097 | 2014.12.30 10:05 | modify | 700 | 0.20 | 119.367 | 115.567 | 120.567 | ||
| 2098 | 2015.01.02 03:20 | close | 700 | 0.20 | 120.132 | 115.567 | 120.567 | 15170.00 | 2937004.00 |
| 2099 | 2015.01.02 03:20 | close | 699 | 0.20 | 120.137 | 116.368 | 121.368 | -750.00 | 2936254.00 |
| 2100 | 2015.01.02 03:20 | close | 698 | 0.20 | 120.138 | 116.863 | 121.863 | -10630.00 | 2925624.00 |