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 |
| 2251 | 2015.11.25 01:20 | buy | 751 | 0.20 | 122.487 | 0.000 | 0.000 | ||
| 2252 | 2015.11.25 01:20 | modify | 751 | 0.20 | 122.487 | 118.687 | 123.687 | ||
| 2253 | 2015.11.25 11:40 | close | 751 | 0.20 | 122.586 | 118.687 | 123.687 | 1980.00 | 3050476.00 |
| 2254 | 2015.11.30 01:20 | buy | 752 | 0.20 | 122.769 | 0.000 | 0.000 | ||
| 2255 | 2015.11.30 01:20 | modify | 752 | 0.20 | 122.769 | 118.969 | 123.969 | ||
| 2256 | 2015.11.30 10:45 | close | 752 | 0.20 | 122.881 | 118.969 | 123.969 | 2240.00 | 3052716.00 |
| 2257 | 2015.12.15 01:20 | buy | 753 | 0.20 | 120.966 | 0.000 | 0.000 | ||
| 2258 | 2015.12.15 01:20 | modify | 753 | 0.20 | 120.966 | 117.166 | 122.166 | ||
| 2259 | 2015.12.15 01:50 | close | 753 | 0.20 | 121.076 | 117.166 | 122.166 | 2200.00 | 3054916.00 |
| 2260 | 2015.12.17 01:20 | buy | 754 | 0.20 | 122.428 | 0.000 | 0.000 | ||
| 2261 | 2015.12.17 01:20 | modify | 754 | 0.20 | 122.428 | 118.628 | 123.628 | ||
| 2262 | 2015.12.17 03:50 | close | 754 | 0.20 | 122.562 | 118.628 | 123.628 | 2680.00 | 3057596.00 |
| 2263 | 2015.12.25 01:20 | buy | 755 | 0.20 | 120.250 | 0.000 | 0.000 | ||
| 2264 | 2015.12.25 01:20 | modify | 755 | 0.20 | 120.250 | 116.450 | 121.450 | ||
| 2265 | 2015.12.28 02:55 | close | 755 | 0.20 | 120.485 | 116.450 | 121.450 | 4674.00 | 3062270.00 |
| 2266 | 2015.12.30 01:20 | buy | 756 | 0.20 | 120.539 | 0.000 | 0.000 | ||
| 2267 | 2015.12.30 01:20 | modify | 756 | 0.20 | 120.539 | 116.739 | 121.739 | ||
| 2268 | 2015.12.30 20:45 | close | 756 | 0.20 | 120.655 | 116.739 | 121.739 | 2320.00 | 3064590.00 |
| 2269 | 2016.01.05 01:20 | buy | 757 | 0.20 | 119.343 | 0.000 | 0.000 | ||
| 2270 | 2016.01.05 01:20 | modify | 757 | 0.20 | 119.343 | 115.543 | 120.543 | ||
| 2271 | 2016.01.05 02:00 | close | 757 | 0.20 | 119.470 | 115.543 | 120.543 | 2540.00 | 3067130.00 |
| 2272 | 2016.01.15 01:20 | buy | 758 | 0.20 | 118.184 | 0.000 | 0.000 | ||
| 2273 | 2016.01.15 01:20 | modify | 758 | 0.20 | 118.184 | 114.384 | 119.384 | ||
| 2274 | 2016.01.15 06:30 | buy | 759 | 0.20 | 117.676 | 0.000 | 0.000 | ||
| 2275 | 2016.01.15 06:30 | modify | 759 | 0.20 | 117.676 | 113.876 | 118.876 | ||
| 2276 | 2016.01.15 15:15 | buy | 760 | 0.20 | 117.092 | 0.000 | 0.000 | ||
| 2277 | 2016.01.15 15:15 | modify | 760 | 0.20 | 117.092 | 113.292 | 118.292 | ||
| 2278 | 2016.01.15 19:35 | buy | 761 | 0.20 | 116.549 | 0.000 | 0.000 | ||
| 2279 | 2016.01.15 19:35 | modify | 761 | 0.20 | 116.549 | 112.749 | 117.749 | ||
| 2280 | 2016.01.18 10:30 | close | 761 | 0.20 | 117.424 | 112.749 | 117.749 | 17474.00 | 3084604.00 |
| 2281 | 2016.01.18 10:30 | close | 760 | 0.20 | 117.428 | 113.292 | 118.292 | 6694.00 | 3091298.00 |
| 2282 | 2016.01.18 10:30 | close | 759 | 0.20 | 117.425 | 113.876 | 118.876 | -5046.00 | 3086252.00 |
| 2283 | 2016.01.18 10:30 | close | 758 | 0.20 | 117.433 | 114.384 | 119.384 | -15046.00 | 3071206.00 |
| 2284 | 2016.01.20 01:20 | buy | 762 | 0.20 | 117.654 | 0.000 | 0.000 | ||
| 2285 | 2016.01.20 01:20 | modify | 762 | 0.20 | 117.654 | 113.854 | 118.854 | ||
| 2286 | 2016.01.20 05:20 | buy | 763 | 0.20 | 117.153 | 0.000 | 0.000 | ||
| 2287 | 2016.01.20 05:20 | modify | 763 | 0.20 | 117.153 | 113.353 | 118.353 | ||
| 2288 | 2016.01.20 08:50 | buy | 764 | 0.20 | 116.656 | 0.000 | 0.000 | ||
| 2289 | 2016.01.20 08:50 | modify | 764 | 0.20 | 116.656 | 112.856 | 117.856 | ||
| 2290 | 2016.01.20 10:50 | buy | 765 | 0.20 | 116.122 | 0.000 | 0.000 | ||
| 2291 | 2016.01.20 10:50 | modify | 765 | 0.20 | 116.122 | 112.322 | 117.322 | ||
| 2292 | 2016.01.20 22:20 | close | 765 | 0.20 | 116.955 | 112.322 | 117.322 | 16660.00 | 3087866.00 |
| 2293 | 2016.01.20 22:20 | close | 764 | 0.20 | 116.960 | 112.856 | 117.856 | 6080.00 | 3093946.00 |
| 2294 | 2016.01.20 22:20 | close | 763 | 0.20 | 116.956 | 113.353 | 118.353 | -3940.00 | 3090006.00 |
| 2295 | 2016.01.20 22:20 | close | 762 | 0.20 | 116.953 | 113.854 | 118.854 | -14020.00 | 3075986.00 |
| 2296 | 2016.01.25 01:20 | buy | 766 | 0.20 | 118.744 | 0.000 | 0.000 | ||
| 2297 | 2016.01.25 01:20 | modify | 766 | 0.20 | 118.744 | 114.944 | 119.944 | ||
| 2298 | 2016.01.25 11:05 | buy | 767 | 0.20 | 118.190 | 0.000 | 0.000 | ||
| 2299 | 2016.01.25 11:05 | modify | 767 | 0.20 | 118.190 | 114.390 | 119.390 | ||
| 2300 | 2016.01.25 14:40 | close | 767 | 0.20 | 118.527 | 114.390 | 119.390 | 6740.00 | 3082726.00 |
| 2301 | 2016.01.25 14:40 | close | 766 | 0.20 | 118.526 | 114.944 | 119.944 | -4360.00 | 3078366.00 |
| 2302 | 2016.02.05 01:20 | buy | 768 | 0.20 | 116.849 | 0.000 | 0.000 | ||
| 2303 | 2016.02.05 01:20 | modify | 768 | 0.20 | 116.849 | 113.049 | 118.049 | ||
| 2304 | 2016.02.05 02:30 | close | 768 | 0.20 | 116.956 | 113.049 | 118.049 | 2140.00 | 3080506.00 |
| 2305 | 2016.02.15 01:20 | buy | 769 | 0.20 | 113.685 | 0.000 | 0.000 | ||
| 2306 | 2016.02.15 01:20 | modify | 769 | 0.20 | 113.685 | 109.885 | 114.885 | ||
| 2307 | 2016.02.15 04:55 | close | 769 | 0.20 | 113.801 | 109.885 | 114.885 | 2320.00 | 3082826.00 |
| 2308 | 2016.02.17 01:20 | buy | 770 | 0.20 | 114.179 | 0.000 | 0.000 | ||
| 2309 | 2016.02.17 01:20 | modify | 770 | 0.20 | 114.179 | 110.379 | 115.379 | ||
| 2310 | 2016.02.17 02:15 | close | 770 | 0.20 | 114.289 | 110.379 | 115.379 | 2200.00 | 3085026.00 |
| 2311 | 2016.02.25 01:20 | buy | 771 | 0.20 | 111.943 | 0.000 | 0.000 | ||
| 2312 | 2016.02.25 01:20 | modify | 771 | 0.20 | 111.943 | 108.143 | 113.143 | ||
| 2313 | 2016.02.25 01:55 | close | 771 | 0.20 | 112.044 | 108.143 | 113.143 | 2020.00 | 3087046.00 |
| 2314 | 2016.03.15 02:00 | buy | 772 | 0.20 | 113.794 | 0.000 | 0.000 | ||
| 2315 | 2016.03.15 02:00 | modify | 772 | 0.20 | 113.794 | 109.994 | 114.994 | ||
| 2316 | 2016.03.15 04:00 | close | 772 | 0.20 | 113.905 | 109.994 | 114.994 | 2220.00 | 3089266.00 |
| 2317 | 2016.03.17 02:00 | buy | 773 | 0.20 | 112.773 | 0.000 | 0.000 | ||
| 2318 | 2016.03.17 02:00 | modify | 773 | 0.20 | 112.773 | 108.973 | 113.973 | ||
| 2319 | 2016.03.17 03:25 | close | 773 | 0.20 | 112.896 | 108.973 | 113.973 | 2460.00 | 3091726.00 |
| 2320 | 2016.03.25 02:00 | buy | 774 | 0.20 | 112.805 | 0.000 | 0.000 | ||
| 2321 | 2016.03.25 02:00 | modify | 774 | 0.20 | 112.805 | 109.005 | 114.005 | ||
| 2322 | 2016.03.25 03:15 | close | 774 | 0.20 | 112.912 | 109.005 | 114.005 | 2140.00 | 3093866.00 |
| 2323 | 2016.03.30 02:00 | buy | 775 | 0.20 | 112.795 | 0.000 | 0.000 | ||
| 2324 | 2016.03.30 02:00 | modify | 775 | 0.20 | 112.795 | 108.995 | 113.995 | ||
| 2325 | 2016.03.30 08:15 | buy | 776 | 0.20 | 112.276 | 0.000 | 0.000 | ||
| 2326 | 2016.03.30 08:15 | modify | 776 | 0.20 | 112.276 | 108.476 | 113.476 | ||
| 2327 | 2016.03.30 15:30 | close | 776 | 0.20 | 112.598 | 108.476 | 113.476 | 6440.00 | 3100306.00 |
| 2328 | 2016.03.30 15:30 | close | 775 | 0.20 | 112.605 | 108.995 | 113.995 | -3800.00 | 3096506.00 |
| 2329 | 2016.04.05 02:00 | buy | 777 | 0.20 | 111.304 | 0.000 | 0.000 | ||
| 2330 | 2016.04.05 02:00 | modify | 777 | 0.20 | 111.304 | 107.504 | 112.504 | ||
| 2331 | 2016.04.05 08:10 | buy | 778 | 0.20 | 110.793 | 0.000 | 0.000 | ||
| 2332 | 2016.04.05 08:10 | modify | 778 | 0.20 | 110.793 | 106.993 | 111.993 | ||
| 2333 | 2016.04.05 19:00 | buy | 779 | 0.20 | 110.082 | 0.000 | 0.000 | ||
| 2334 | 2016.04.05 19:00 | modify | 779 | 0.20 | 110.082 | 106.282 | 111.282 | ||
| 2335 | 2016.04.06 21:05 | buy | 780 | 0.20 | 109.498 | 0.000 | 0.000 | ||
| 2336 | 2016.04.06 21:05 | modify | 780 | 0.20 | 109.498 | 105.698 | 110.698 | ||
| 2337 | 2016.04.07 08:20 | buy | 781 | 0.20 | 108.937 | 0.000 | 0.000 | ||
| 2338 | 2016.04.07 08:20 | modify | 781 | 0.20 | 108.937 | 105.137 | 110.137 | ||
| 2339 | 2016.04.07 12:00 | buy | 782 | 0.20 | 108.388 | 0.000 | 0.000 | ||
| 2340 | 2016.04.07 12:00 | modify | 782 | 0.20 | 108.388 | 104.588 | 109.588 | ||
| 2341 | 2016.04.11 04:20 | buy | 783 | 0.20 | 107.880 | 0.000 | 0.000 | ||
| 2342 | 2016.04.11 04:20 | modify | 783 | 0.20 | 107.880 | 104.080 | 109.080 | ||
| 2343 | 2016.04.13 11:26 | t/p | 783 | 0.20 | 109.075 | 104.080 | 109.080 | 23848.00 | 3120354.00 |
| 2344 | 2016.04.15 03:30 | t/p | 782 | 0.20 | 109.591 | 104.588 | 109.588 | 23852.00 | 3144206.00 |
| 2345 | 2016.04.18 00:00 | buy | 784 | 0.20 | 108.218 | 0.000 | 0.000 | ||
| 2346 | 2016.04.18 00:00 | modify | 784 | 0.20 | 108.218 | 104.418 | 109.418 | ||
| 2347 | 2016.04.19 12:40 | t/p | 784 | 0.20 | 109.415 | 104.418 | 109.418 | 23914.00 | 3168120.00 |
| 2348 | 2016.04.22 07:44 | t/p | 781 | 0.20 | 110.141 | 105.137 | 110.137 | 23690.00 | 3191810.00 |
| 2349 | 2016.04.22 09:30 | close | 780 | 0.20 | 110.499 | 105.698 | 110.698 | 19552.00 | 3211362.00 |
| 2350 | 2016.04.22 09:30 | close | 779 | 0.20 | 110.504 | 106.282 | 111.282 | 7946.00 | 3219308.00 |
| 2351 | 2016.04.22 09:30 | close | 778 | 0.20 | 110.503 | 106.993 | 111.993 | -6294.00 | 3213014.00 |
| 2352 | 2016.04.22 09:30 | close | 777 | 0.20 | 110.503 | 107.504 | 112.504 | -16514.00 | 3196500.00 |
| 2353 | 2016.04.25 02:00 | buy | 785 | 0.20 | 111.581 | 0.000 | 0.000 | ||
| 2354 | 2016.04.25 02:00 | modify | 785 | 0.20 | 111.581 | 107.781 | 112.781 | ||
| 2355 | 2016.04.25 05:30 | buy | 786 | 0.20 | 111.071 | 0.000 | 0.000 | ||
| 2356 | 2016.04.25 05:30 | modify | 786 | 0.20 | 111.071 | 107.271 | 112.271 | ||
| 2357 | 2016.04.26 19:30 | close | 786 | 0.20 | 111.384 | 107.271 | 112.271 | 6234.00 | 3202734.00 |
| 2358 | 2016.04.26 19:30 | close | 785 | 0.20 | 111.391 | 107.781 | 112.781 | -3826.00 | 3198908.00 |
| 2359 | 2016.05.05 02:00 | buy | 787 | 0.20 | 106.976 | 0.000 | 0.000 | ||
| 2360 | 2016.05.05 02:00 | modify | 787 | 0.20 | 106.976 | 103.176 | 108.176 | ||
| 2361 | 2016.05.05 03:25 | close | 787 | 0.20 | 107.101 | 103.176 | 108.176 | 2500.00 | 3201408.00 |
| 2362 | 2016.05.17 02:00 | buy | 788 | 0.20 | 109.071 | 0.000 | 0.000 | ||
| 2363 | 2016.05.17 02:00 | modify | 788 | 0.20 | 109.071 | 105.271 | 110.271 | ||
| 2364 | 2016.05.17 09:05 | close | 788 | 0.20 | 109.201 | 105.271 | 110.271 | 2600.00 | 3204008.00 |
| 2365 | 2016.05.20 02:00 | buy | 789 | 0.20 | 109.934 | 0.000 | 0.000 | ||
| 2366 | 2016.05.20 02:00 | modify | 789 | 0.20 | 109.934 | 106.134 | 111.134 | ||
| 2367 | 2016.05.20 03:35 | close | 789 | 0.20 | 110.061 | 106.134 | 111.134 | 2540.00 | 3206548.00 |
| 2368 | 2016.05.25 02:00 | buy | 790 | 0.20 | 110.040 | 0.000 | 0.000 | ||
| 2369 | 2016.05.25 02:00 | modify | 790 | 0.20 | 110.040 | 106.240 | 111.240 | ||
| 2370 | 2016.05.25 02:40 | close | 790 | 0.20 | 110.141 | 106.240 | 111.240 | 2020.00 | 3208568.00 |
| 2371 | 2016.05.30 02:00 | buy | 791 | 0.20 | 110.732 | 0.000 | 0.000 | ||
| 2372 | 2016.05.30 02:00 | modify | 791 | 0.20 | 110.732 | 106.932 | 111.932 | ||
| 2373 | 2016.05.30 02:35 | close | 791 | 0.20 | 110.840 | 106.932 | 111.932 | 2160.00 | 3210728.00 |
| 2374 | 2016.06.15 02:00 | buy | 792 | 0.20 | 106.043 | 0.000 | 0.000 | ||
| 2375 | 2016.06.15 02:00 | modify | 792 | 0.20 | 106.043 | 102.243 | 107.243 | ||
| 2376 | 2016.06.15 03:10 | close | 792 | 0.20 | 106.170 | 102.243 | 107.243 | 2540.00 | 3213268.00 |
| 2377 | 2016.06.17 02:00 | buy | 793 | 0.20 | 104.362 | 0.000 | 0.000 | ||
| 2378 | 2016.06.17 02:00 | modify | 793 | 0.20 | 104.362 | 100.562 | 105.562 | ||
| 2379 | 2016.06.17 02:30 | close | 793 | 0.20 | 104.461 | 100.562 | 105.562 | 1980.00 | 3215248.00 |
| 2380 | 2016.06.20 02:00 | buy | 794 | 0.20 | 104.794 | 0.000 | 0.000 | ||
| 2381 | 2016.06.20 02:00 | modify | 794 | 0.20 | 104.794 | 100.994 | 105.994 | ||
| 2382 | 2016.06.20 19:05 | buy | 795 | 0.20 | 104.288 | 0.000 | 0.000 | ||
| 2383 | 2016.06.20 19:05 | modify | 795 | 0.20 | 104.288 | 100.488 | 105.488 | ||
| 2384 | 2016.06.21 00:10 | buy | 796 | 0.20 | 103.788 | 0.000 | 0.000 | ||
| 2385 | 2016.06.21 00:10 | modify | 796 | 0.20 | 103.788 | 99.988 | 104.988 | ||
| 2386 | 2016.06.21 08:35 | close | 796 | 0.20 | 104.330 | 99.988 | 104.988 | 10840.00 | 3226088.00 |
| 2387 | 2016.06.21 08:35 | close | 795 | 0.20 | 104.326 | 100.488 | 105.488 | 734.00 | 3226822.00 |
| 2388 | 2016.06.21 08:35 | close | 794 | 0.20 | 104.334 | 100.994 | 105.994 | -9226.00 | 3217596.00 |
| 2389 | 2016.06.30 02:00 | buy | 797 | 0.20 | 102.896 | 0.000 | 0.000 | ||
| 2390 | 2016.06.30 02:00 | modify | 797 | 0.20 | 102.896 | 99.096 | 104.096 | ||
| 2391 | 2016.06.30 19:20 | close | 797 | 0.20 | 103.003 | 99.096 | 104.096 | 2140.00 | 3219736.00 |
| 2392 | 2016.07.05 02:00 | buy | 798 | 0.20 | 102.553 | 0.000 | 0.000 | ||
| 2393 | 2016.07.05 02:00 | modify | 798 | 0.20 | 102.553 | 98.753 | 103.753 | ||
| 2394 | 2016.07.05 04:30 | buy | 799 | 0.20 | 102.064 | 0.000 | 0.000 | ||
| 2395 | 2016.07.05 04:30 | modify | 799 | 0.20 | 102.064 | 98.264 | 103.264 | ||
| 2396 | 2016.07.05 17:00 | buy | 800 | 0.20 | 101.560 | 0.000 | 0.000 | ||
| 2397 | 2016.07.05 17:00 | modify | 800 | 0.20 | 101.560 | 97.760 | 102.760 | ||
| 2398 | 2016.07.06 04:05 | buy | 801 | 0.20 | 100.977 | 0.000 | 0.000 | ||
| 2399 | 2016.07.06 04:05 | modify | 801 | 0.20 | 100.977 | 97.177 | 102.177 | ||
| 2400 | 2016.07.06 12:55 | buy | 802 | 0.20 | 100.461 | 0.000 | 0.000 | ||