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 |
| 2101 | 2015.01.05 01:20 | buy | 701 | 0.20 | 120.413 | 0.000 | 0.000 | ||
| 2102 | 2015.01.05 01:20 | modify | 701 | 0.20 | 120.413 | 116.613 | 121.613 | ||
| 2103 | 2015.01.05 06:00 | close | 701 | 0.20 | 120.597 | 116.613 | 121.613 | 3680.00 | 2929304.00 |
| 2104 | 2015.01.15 01:20 | buy | 702 | 0.20 | 117.286 | 0.000 | 0.000 | ||
| 2105 | 2015.01.15 01:20 | modify | 702 | 0.20 | 117.286 | 113.486 | 118.486 | ||
| 2106 | 2015.01.15 01:55 | close | 702 | 0.20 | 117.446 | 113.486 | 118.486 | 3200.00 | 2932504.00 |
| 2107 | 2015.01.20 01:20 | buy | 703 | 0.20 | 117.774 | 0.000 | 0.000 | ||
| 2108 | 2015.01.20 01:20 | modify | 703 | 0.20 | 117.774 | 113.974 | 118.974 | ||
| 2109 | 2015.01.20 02:55 | close | 703 | 0.20 | 117.873 | 113.974 | 118.974 | 1980.00 | 2934484.00 |
| 2110 | 2015.01.30 01:20 | buy | 704 | 0.20 | 118.389 | 0.000 | 0.000 | ||
| 2111 | 2015.01.30 01:20 | modify | 704 | 0.20 | 118.389 | 114.589 | 119.589 | ||
| 2112 | 2015.01.30 07:25 | buy | 705 | 0.20 | 117.864 | 0.000 | 0.000 | ||
| 2113 | 2015.01.30 07:25 | modify | 705 | 0.20 | 117.864 | 114.064 | 119.064 | ||
| 2114 | 2015.01.30 18:10 | buy | 706 | 0.20 | 117.342 | 0.000 | 0.000 | ||
| 2115 | 2015.01.30 18:10 | modify | 706 | 0.20 | 117.342 | 113.542 | 118.542 | ||
| 2116 | 2015.02.04 03:20 | close | 706 | 0.20 | 117.914 | 113.542 | 118.542 | 11362.00 | 2945846.00 |
| 2117 | 2015.02.04 03:20 | close | 705 | 0.20 | 117.916 | 114.064 | 119.064 | 962.00 | 2946808.00 |
| 2118 | 2015.02.04 03:20 | close | 704 | 0.20 | 117.915 | 114.589 | 119.589 | -9558.00 | 2937250.00 |
| 2119 | 2015.02.05 01:20 | buy | 707 | 0.20 | 117.232 | 0.000 | 0.000 | ||
| 2120 | 2015.02.05 01:20 | modify | 707 | 0.20 | 117.232 | 113.432 | 118.432 | ||
| 2121 | 2015.02.05 05:50 | close | 707 | 0.20 | 117.425 | 113.432 | 118.432 | 3860.00 | 2941110.00 |
| 2122 | 2015.02.17 01:20 | buy | 708 | 0.20 | 118.448 | 0.000 | 0.000 | ||
| 2123 | 2015.02.17 01:20 | modify | 708 | 0.20 | 118.448 | 114.648 | 119.648 | ||
| 2124 | 2015.02.17 05:50 | close | 708 | 0.20 | 118.581 | 114.648 | 119.648 | 2660.00 | 2943770.00 |
| 2125 | 2015.02.20 01:20 | buy | 709 | 0.20 | 119.026 | 0.000 | 0.000 | ||
| 2126 | 2015.02.20 01:20 | modify | 709 | 0.20 | 119.026 | 115.226 | 120.226 | ||
| 2127 | 2015.02.20 15:15 | buy | 710 | 0.20 | 118.524 | 0.000 | 0.000 | ||
| 2128 | 2015.02.20 15:15 | modify | 710 | 0.20 | 118.524 | 114.724 | 119.724 | ||
| 2129 | 2015.02.20 20:30 | close | 710 | 0.20 | 118.874 | 114.724 | 119.724 | 7000.00 | 2950770.00 |
| 2130 | 2015.02.20 20:30 | close | 709 | 0.20 | 118.878 | 115.226 | 120.226 | -2960.00 | 2947810.00 |
| 2131 | 2015.02.25 01:20 | buy | 711 | 0.20 | 118.957 | 0.000 | 0.000 | ||
| 2132 | 2015.02.25 01:20 | modify | 711 | 0.20 | 118.957 | 115.157 | 120.157 | ||
| 2133 | 2015.02.26 03:00 | close | 711 | 0.20 | 119.074 | 115.157 | 120.157 | 2262.00 | 2950072.00 |
| 2134 | 2015.03.05 01:20 | buy | 712 | 0.20 | 119.687 | 0.000 | 0.000 | ||
| 2135 | 2015.03.05 01:20 | modify | 712 | 0.20 | 119.687 | 115.887 | 120.887 | ||
| 2136 | 2015.03.05 02:55 | close | 712 | 0.20 | 119.796 | 115.887 | 120.887 | 2180.00 | 2952252.00 |
| 2137 | 2015.03.17 02:00 | buy | 713 | 0.20 | 121.359 | 0.000 | 0.000 | ||
| 2138 | 2015.03.17 02:00 | modify | 713 | 0.20 | 121.359 | 117.559 | 122.559 | ||
| 2139 | 2015.03.17 03:35 | close | 713 | 0.20 | 121.472 | 117.559 | 122.559 | 2260.00 | 2954512.00 |
| 2140 | 2015.03.20 02:00 | buy | 714 | 0.20 | 120.839 | 0.000 | 0.000 | ||
| 2141 | 2015.03.20 02:00 | modify | 714 | 0.20 | 120.839 | 117.039 | 122.039 | ||
| 2142 | 2015.03.20 12:05 | close | 714 | 0.20 | 120.942 | 117.039 | 122.039 | 2060.00 | 2956572.00 |
| 2143 | 2015.03.25 02:00 | buy | 715 | 0.20 | 119.736 | 0.000 | 0.000 | ||
| 2144 | 2015.03.25 02:00 | modify | 715 | 0.20 | 119.736 | 115.936 | 120.936 | ||
| 2145 | 2015.03.26 07:10 | buy | 716 | 0.20 | 119.138 | 0.000 | 0.000 | ||
| 2146 | 2015.03.26 07:10 | modify | 716 | 0.20 | 119.138 | 115.338 | 120.338 | ||
| 2147 | 2015.03.26 10:00 | buy | 717 | 0.20 | 118.613 | 0.000 | 0.000 | ||
| 2148 | 2015.03.26 10:00 | modify | 717 | 0.20 | 118.613 | 114.813 | 119.813 | ||
| 2149 | 2015.03.26 17:10 | close | 717 | 0.20 | 119.212 | 114.813 | 119.813 | 11980.00 | 2968552.00 |
| 2150 | 2015.03.26 17:10 | close | 716 | 0.20 | 119.208 | 115.338 | 120.338 | 1400.00 | 2969952.00 |
| 2151 | 2015.03.26 17:10 | close | 715 | 0.20 | 119.214 | 115.936 | 120.936 | -10518.00 | 2959434.00 |
| 2152 | 2015.03.30 02:00 | buy | 718 | 0.20 | 119.232 | 0.000 | 0.000 | ||
| 2153 | 2015.03.30 02:00 | modify | 718 | 0.20 | 119.232 | 115.432 | 120.432 | ||
| 2154 | 2015.03.30 09:55 | close | 718 | 0.20 | 119.331 | 115.432 | 120.432 | 1980.00 | 2961414.00 |
| 2155 | 2015.04.15 02:00 | buy | 719 | 0.20 | 119.398 | 0.000 | 0.000 | ||
| 2156 | 2015.04.15 02:00 | modify | 719 | 0.20 | 119.398 | 115.598 | 120.598 | ||
| 2157 | 2015.04.15 03:05 | close | 719 | 0.20 | 119.504 | 115.598 | 120.598 | 2120.00 | 2963534.00 |
| 2158 | 2015.04.17 02:00 | buy | 720 | 0.20 | 119.040 | 0.000 | 0.000 | ||
| 2159 | 2015.04.17 02:00 | modify | 720 | 0.20 | 119.040 | 115.240 | 120.240 | ||
| 2160 | 2015.04.17 15:55 | close | 720 | 0.20 | 119.168 | 115.240 | 120.240 | 2560.00 | 2966094.00 |
| 2161 | 2015.04.20 02:00 | buy | 721 | 0.20 | 118.954 | 0.000 | 0.000 | ||
| 2162 | 2015.04.20 02:00 | modify | 721 | 0.20 | 118.954 | 115.154 | 120.154 | ||
| 2163 | 2015.04.20 13:50 | close | 721 | 0.20 | 119.074 | 115.154 | 120.154 | 2400.00 | 2968494.00 |
| 2164 | 2015.04.30 02:00 | buy | 722 | 0.20 | 119.047 | 0.000 | 0.000 | ||
| 2165 | 2015.04.30 02:00 | modify | 722 | 0.20 | 119.047 | 115.247 | 120.247 | ||
| 2166 | 2015.04.30 15:40 | close | 722 | 0.20 | 119.173 | 115.247 | 120.247 | 2520.00 | 2971014.00 |
| 2167 | 2015.05.05 02:00 | buy | 723 | 0.20 | 120.137 | 0.000 | 0.000 | ||
| 2168 | 2015.05.05 02:00 | modify | 723 | 0.20 | 120.137 | 116.337 | 121.337 | ||
| 2169 | 2015.05.05 11:20 | close | 723 | 0.20 | 120.260 | 116.337 | 121.337 | 2460.00 | 2973474.00 |
| 2170 | 2015.05.15 02:00 | buy | 724 | 0.20 | 119.196 | 0.000 | 0.000 | ||
| 2171 | 2015.05.15 02:00 | modify | 724 | 0.20 | 119.196 | 115.396 | 120.396 | ||
| 2172 | 2015.05.15 03:55 | close | 724 | 0.20 | 119.360 | 115.396 | 120.396 | 3280.00 | 2976754.00 |
| 2173 | 2015.05.20 02:00 | buy | 725 | 0.20 | 120.687 | 0.000 | 0.000 | ||
| 2174 | 2015.05.20 02:00 | modify | 725 | 0.20 | 120.687 | 116.887 | 121.887 | ||
| 2175 | 2015.05.20 03:35 | close | 725 | 0.20 | 120.830 | 116.887 | 121.887 | 2860.00 | 2979614.00 |
| 2176 | 2015.05.25 02:00 | buy | 726 | 0.20 | 121.520 | 0.000 | 0.000 | ||
| 2177 | 2015.05.25 02:00 | modify | 726 | 0.20 | 121.520 | 117.720 | 122.720 | ||
| 2178 | 2015.05.25 03:15 | close | 726 | 0.20 | 121.646 | 117.720 | 122.720 | 2520.00 | 2982134.00 |
| 2179 | 2015.06.05 02:00 | buy | 727 | 0.20 | 124.458 | 0.000 | 0.000 | ||
| 2180 | 2015.06.05 02:00 | modify | 727 | 0.20 | 124.458 | 120.658 | 125.658 | ||
| 2181 | 2015.06.05 10:10 | close | 727 | 0.20 | 124.585 | 120.658 | 125.658 | 2540.00 | 2984674.00 |
| 2182 | 2015.06.15 02:00 | buy | 728 | 0.20 | 123.301 | 0.000 | 0.000 | ||
| 2183 | 2015.06.15 02:00 | modify | 728 | 0.20 | 123.301 | 119.501 | 124.501 | ||
| 2184 | 2015.06.15 03:10 | close | 728 | 0.20 | 123.412 | 119.501 | 124.501 | 2220.00 | 2986894.00 |
| 2185 | 2015.06.17 02:00 | buy | 729 | 0.20 | 123.391 | 0.000 | 0.000 | ||
| 2186 | 2015.06.17 02:00 | modify | 729 | 0.20 | 123.391 | 119.591 | 124.591 | ||
| 2187 | 2015.06.17 08:15 | close | 729 | 0.20 | 123.549 | 119.591 | 124.591 | 3160.00 | 2990054.00 |
| 2188 | 2015.06.25 02:00 | buy | 730 | 0.20 | 123.869 | 0.000 | 0.000 | ||
| 2189 | 2015.06.25 02:00 | modify | 730 | 0.20 | 123.869 | 120.069 | 125.069 | ||
| 2190 | 2015.06.26 05:25 | buy | 731 | 0.20 | 123.361 | 0.000 | 0.000 | ||
| 2191 | 2015.06.26 05:25 | modify | 731 | 0.20 | 123.361 | 119.561 | 124.561 | ||
| 2192 | 2015.06.26 15:15 | close | 731 | 0.20 | 123.704 | 119.561 | 124.561 | 6860.00 | 2996914.00 |
| 2193 | 2015.06.26 15:15 | close | 730 | 0.20 | 123.706 | 120.069 | 125.069 | -3286.00 | 2993628.00 |
| 2194 | 2015.06.30 02:00 | buy | 732 | 0.20 | 122.552 | 0.000 | 0.000 | ||
| 2195 | 2015.06.30 02:00 | modify | 732 | 0.20 | 122.552 | 118.752 | 123.752 | ||
| 2196 | 2015.06.30 02:50 | close | 732 | 0.20 | 122.671 | 118.752 | 123.752 | 2380.00 | 2996008.00 |
| 2197 | 2015.07.15 02:00 | buy | 733 | 0.20 | 123.347 | 0.000 | 0.000 | ||
| 2198 | 2015.07.15 02:00 | modify | 733 | 0.20 | 123.347 | 119.547 | 124.547 | ||
| 2199 | 2015.07.15 05:05 | close | 733 | 0.20 | 123.478 | 119.547 | 124.547 | 2620.00 | 2998628.00 |
| 2200 | 2015.07.17 02:00 | buy | 734 | 0.20 | 124.163 | 0.000 | 0.000 | ||
| 2201 | 2015.07.17 02:00 | modify | 734 | 0.20 | 124.163 | 120.363 | 125.363 | ||
| 2202 | 2015.07.20 11:25 | close | 734 | 0.20 | 124.297 | 120.363 | 125.363 | 2654.00 | 3001282.00 |
| 2203 | 2015.07.30 02:00 | buy | 735 | 0.20 | 123.929 | 0.000 | 0.000 | ||
| 2204 | 2015.07.30 02:00 | modify | 735 | 0.20 | 123.929 | 120.129 | 125.129 | ||
| 2205 | 2015.07.30 03:10 | close | 735 | 0.20 | 124.057 | 120.129 | 125.129 | 2560.00 | 3003842.00 |
| 2206 | 2015.08.05 02:00 | buy | 736 | 0.20 | 124.349 | 0.000 | 0.000 | ||
| 2207 | 2015.08.05 02:00 | modify | 736 | 0.20 | 124.349 | 120.549 | 125.549 | ||
| 2208 | 2015.08.05 05:15 | close | 736 | 0.20 | 124.460 | 120.549 | 125.549 | 2220.00 | 3006062.00 |
| 2209 | 2015.08.17 02:00 | buy | 737 | 0.20 | 124.331 | 0.000 | 0.000 | ||
| 2210 | 2015.08.17 02:00 | modify | 737 | 0.20 | 124.331 | 120.531 | 125.531 | ||
| 2211 | 2015.08.17 03:10 | close | 737 | 0.20 | 124.429 | 120.531 | 125.531 | 1960.00 | 3008022.00 |
| 2212 | 2015.08.20 02:00 | buy | 738 | 0.20 | 123.932 | 0.000 | 0.000 | ||
| 2213 | 2015.08.20 02:00 | modify | 738 | 0.20 | 123.932 | 120.132 | 125.132 | ||
| 2214 | 2015.08.20 08:15 | close | 738 | 0.20 | 124.039 | 120.132 | 125.132 | 2140.00 | 3010162.00 |
| 2215 | 2015.08.25 02:00 | buy | 739 | 0.20 | 118.406 | 0.000 | 0.000 | ||
| 2216 | 2015.08.25 02:00 | modify | 739 | 0.20 | 118.406 | 114.606 | 119.606 | ||
| 2217 | 2015.08.25 02:30 | close | 739 | 0.20 | 118.629 | 114.606 | 119.606 | 4460.00 | 3014622.00 |
| 2218 | 2015.09.15 02:00 | buy | 740 | 0.20 | 120.346 | 0.000 | 0.000 | ||
| 2219 | 2015.09.15 02:00 | modify | 740 | 0.20 | 120.346 | 116.546 | 121.546 | ||
| 2220 | 2015.09.15 03:30 | close | 740 | 0.20 | 120.456 | 116.546 | 121.546 | 2200.00 | 3016822.00 |
| 2221 | 2015.09.17 02:00 | buy | 741 | 0.20 | 120.568 | 0.000 | 0.000 | ||
| 2222 | 2015.09.17 02:00 | modify | 741 | 0.20 | 120.568 | 116.768 | 121.768 | ||
| 2223 | 2015.09.17 07:55 | close | 741 | 0.20 | 120.685 | 116.768 | 121.768 | 2340.00 | 3019162.00 |
| 2224 | 2015.09.25 02:00 | buy | 742 | 0.20 | 120.291 | 0.000 | 0.000 | ||
| 2225 | 2015.09.25 02:00 | modify | 742 | 0.20 | 120.291 | 116.491 | 121.491 | ||
| 2226 | 2015.09.25 09:20 | close | 742 | 0.20 | 120.453 | 116.491 | 121.491 | 3240.00 | 3022402.00 |
| 2227 | 2015.09.30 02:00 | buy | 743 | 0.20 | 119.796 | 0.000 | 0.000 | ||
| 2228 | 2015.09.30 02:00 | modify | 743 | 0.20 | 119.796 | 115.996 | 120.996 | ||
| 2229 | 2015.09.30 03:25 | close | 743 | 0.20 | 119.926 | 115.996 | 120.996 | 2600.00 | 3025002.00 |
| 2230 | 2015.10.05 02:00 | buy | 744 | 0.20 | 119.988 | 0.000 | 0.000 | ||
| 2231 | 2015.10.05 02:00 | modify | 744 | 0.20 | 119.988 | 116.188 | 121.188 | ||
| 2232 | 2015.10.05 07:25 | close | 744 | 0.20 | 120.093 | 116.188 | 121.188 | 2100.00 | 3027102.00 |
| 2233 | 2015.10.15 02:00 | buy | 745 | 0.20 | 118.866 | 0.000 | 0.000 | ||
| 2234 | 2015.10.15 02:00 | modify | 745 | 0.20 | 118.866 | 115.066 | 120.066 | ||
| 2235 | 2015.10.15 03:35 | close | 745 | 0.20 | 119.020 | 115.066 | 120.066 | 3080.00 | 3030182.00 |
| 2236 | 2015.10.20 02:00 | buy | 746 | 0.20 | 119.508 | 0.000 | 0.000 | ||
| 2237 | 2015.10.20 02:00 | modify | 746 | 0.20 | 119.508 | 115.708 | 120.708 | ||
| 2238 | 2015.10.20 10:05 | close | 746 | 0.20 | 119.686 | 115.708 | 120.708 | 3560.00 | 3033742.00 |
| 2239 | 2015.10.30 02:00 | buy | 747 | 0.20 | 120.957 | 0.000 | 0.000 | ||
| 2240 | 2015.10.30 02:00 | modify | 747 | 0.20 | 120.957 | 117.157 | 122.157 | ||
| 2241 | 2015.10.30 07:35 | close | 747 | 0.20 | 121.326 | 117.157 | 122.157 | 7380.00 | 3041122.00 |
| 2242 | 2015.11.05 01:20 | buy | 748 | 0.20 | 121.561 | 0.000 | 0.000 | ||
| 2243 | 2015.11.05 01:20 | modify | 748 | 0.20 | 121.561 | 117.761 | 122.761 | ||
| 2244 | 2015.11.05 09:55 | close | 748 | 0.20 | 121.658 | 117.761 | 122.761 | 1940.00 | 3043062.00 |
| 2245 | 2015.11.17 01:20 | buy | 749 | 0.20 | 123.285 | 0.000 | 0.000 | ||
| 2246 | 2015.11.17 01:20 | modify | 749 | 0.20 | 123.285 | 119.485 | 124.485 | ||
| 2247 | 2015.11.17 04:30 | close | 749 | 0.20 | 123.398 | 119.485 | 124.485 | 2260.00 | 3045322.00 |
| 2248 | 2015.11.20 01:20 | buy | 750 | 0.20 | 122.939 | 0.000 | 0.000 | ||
| 2249 | 2015.11.20 01:20 | modify | 750 | 0.20 | 122.939 | 119.139 | 124.139 | ||
| 2250 | 2015.11.23 03:50 | close | 750 | 0.20 | 123.099 | 119.139 | 124.139 | 3174.00 | 3048496.00 |