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 |
| 2401 | 2016.07.06 12:55 | modify | 802 | 0.20 | 100.461 | 96.661 | 101.661 | ||
| 2402 | 2016.07.11 09:05 | close | 802 | 0.20 | 101.610 | 96.661 | 101.661 | 22850.00 | 3242586.00 |
| 2403 | 2016.07.11 09:05 | close | 801 | 0.20 | 101.610 | 97.177 | 102.177 | 12530.00 | 3255116.00 |
| 2404 | 2016.07.11 09:05 | close | 800 | 0.20 | 101.611 | 97.760 | 102.760 | 864.00 | 3255980.00 |
| 2405 | 2016.07.11 09:05 | close | 799 | 0.20 | 101.613 | 98.264 | 103.264 | -9176.00 | 3246804.00 |
| 2406 | 2016.07.11 09:05 | close | 798 | 0.20 | 101.615 | 98.753 | 103.753 | -18916.00 | 3227888.00 |
| 2407 | 2016.07.15 02:00 | buy | 803 | 0.20 | 105.262 | 0.000 | 0.000 | ||
| 2408 | 2016.07.15 02:00 | modify | 803 | 0.20 | 105.262 | 101.462 | 106.462 | ||
| 2409 | 2016.07.15 03:20 | close | 803 | 0.20 | 105.360 | 101.462 | 106.462 | 1960.00 | 3229848.00 |
| 2410 | 2016.07.20 02:00 | buy | 804 | 0.20 | 106.193 | 0.000 | 0.000 | ||
| 2411 | 2016.07.20 02:00 | modify | 804 | 0.20 | 106.193 | 102.393 | 107.393 | ||
| 2412 | 2016.07.20 10:55 | close | 804 | 0.20 | 106.386 | 102.393 | 107.393 | 3860.00 | 3233708.00 |
| 2413 | 2016.07.25 02:00 | buy | 805 | 0.20 | 106.355 | 0.000 | 0.000 | ||
| 2414 | 2016.07.25 02:00 | modify | 805 | 0.20 | 106.355 | 102.555 | 107.555 | ||
| 2415 | 2016.07.25 03:30 | close | 805 | 0.20 | 106.455 | 102.555 | 107.555 | 2000.00 | 3235708.00 |
| 2416 | 2016.08.05 02:00 | buy | 806 | 0.20 | 101.199 | 0.000 | 0.000 | ||
| 2417 | 2016.08.05 02:00 | modify | 806 | 0.20 | 101.199 | 97.399 | 102.399 | ||
| 2418 | 2016.08.05 03:10 | close | 806 | 0.20 | 101.333 | 97.399 | 102.399 | 2680.00 | 3238388.00 |
| 2419 | 2016.08.15 02:00 | buy | 807 | 0.20 | 101.263 | 0.000 | 0.000 | ||
| 2420 | 2016.08.15 02:00 | modify | 807 | 0.20 | 101.263 | 97.463 | 102.463 | ||
| 2421 | 2016.08.15 02:35 | close | 807 | 0.20 | 101.368 | 97.463 | 102.463 | 2100.00 | 3240488.00 |
| 2422 | 2016.08.17 02:00 | buy | 808 | 0.20 | 100.287 | 0.000 | 0.000 | ||
| 2423 | 2016.08.17 02:00 | modify | 808 | 0.20 | 100.287 | 96.487 | 101.487 | ||
| 2424 | 2016.08.17 03:10 | close | 808 | 0.20 | 100.447 | 96.487 | 101.487 | 3200.00 | 3243688.00 |
| 2425 | 2016.08.25 02:00 | buy | 809 | 0.20 | 100.461 | 0.000 | 0.000 | ||
| 2426 | 2016.08.25 02:00 | modify | 809 | 0.20 | 100.461 | 96.661 | 101.661 | ||
| 2427 | 2016.08.25 03:00 | close | 809 | 0.20 | 100.564 | 96.661 | 101.661 | 2060.00 | 3245748.00 |
| 2428 | 2016.08.30 02:00 | buy | 810 | 0.20 | 102.007 | 0.000 | 0.000 | ||
| 2429 | 2016.08.30 02:00 | modify | 810 | 0.20 | 102.007 | 98.207 | 103.207 | ||
| 2430 | 2016.08.30 04:35 | close | 810 | 0.20 | 102.154 | 98.207 | 103.207 | 2940.00 | 3248688.00 |
| 2431 | 2016.09.05 02:00 | buy | 811 | 0.20 | 104.073 | 0.000 | 0.000 | ||
| 2432 | 2016.09.05 02:00 | modify | 811 | 0.20 | 104.073 | 100.273 | 105.273 | ||
| 2433 | 2016.09.05 08:05 | buy | 812 | 0.20 | 103.475 | 0.000 | 0.000 | ||
| 2434 | 2016.09.05 08:05 | modify | 812 | 0.20 | 103.475 | 99.675 | 104.675 | ||
| 2435 | 2016.09.06 17:05 | buy | 813 | 0.20 | 102.660 | 0.000 | 0.000 | ||
| 2436 | 2016.09.06 17:05 | modify | 813 | 0.20 | 102.660 | 98.860 | 103.860 | ||
| 2437 | 2016.09.06 17:55 | buy | 814 | 0.20 | 102.146 | 0.000 | 0.000 | ||
| 2438 | 2016.09.06 17:55 | modify | 814 | 0.20 | 102.146 | 98.346 | 103.346 | ||
| 2439 | 2016.09.07 02:40 | buy | 815 | 0.20 | 101.461 | 0.000 | 0.000 | ||
| 2440 | 2016.09.07 02:40 | modify | 815 | 0.20 | 101.461 | 97.661 | 102.661 | ||
| 2441 | 2016.09.09 13:38 | t/p | 815 | 0.20 | 102.661 | 97.661 | 102.661 | 23896.00 | 3272584.00 |
| 2442 | 2016.09.12 21:05 | buy | 816 | 0.20 | 101.613 | 0.000 | 0.000 | ||
| 2443 | 2016.09.12 21:05 | modify | 816 | 0.20 | 101.613 | 97.813 | 102.813 | ||
| 2444 | 2016.09.14 03:29 | t/p | 816 | 0.20 | 102.816 | 97.813 | 102.813 | 24008.00 | 3296592.00 |
| 2445 | 2016.09.14 04:35 | close | 814 | 0.20 | 103.135 | 98.346 | 103.346 | 19572.00 | 3316164.00 |
| 2446 | 2016.09.14 04:35 | close | 813 | 0.20 | 103.134 | 98.860 | 103.860 | 9272.00 | 3325436.00 |
| 2447 | 2016.09.14 04:35 | close | 812 | 0.20 | 103.138 | 99.675 | 104.675 | -6974.00 | 3318462.00 |
| 2448 | 2016.09.14 04:35 | close | 811 | 0.20 | 103.134 | 100.273 | 105.273 | -19014.00 | 3299448.00 |
| 2449 | 2016.09.15 02:00 | buy | 817 | 0.20 | 102.468 | 0.000 | 0.000 | ||
| 2450 | 2016.09.15 02:00 | modify | 817 | 0.20 | 102.468 | 98.668 | 103.668 | ||
| 2451 | 2016.09.15 02:45 | close | 817 | 0.20 | 102.574 | 98.668 | 103.668 | 2120.00 | 3301568.00 |
| 2452 | 2016.09.20 02:00 | buy | 818 | 0.20 | 101.850 | 0.000 | 0.000 | ||
| 2453 | 2016.09.20 02:00 | modify | 818 | 0.20 | 101.850 | 98.050 | 103.050 | ||
| 2454 | 2016.09.20 04:10 | close | 818 | 0.20 | 101.948 | 98.050 | 103.050 | 1960.00 | 3303528.00 |
| 2455 | 2016.09.30 02:00 | buy | 819 | 0.20 | 101.195 | 0.000 | 0.000 | ||
| 2456 | 2016.09.30 02:00 | modify | 819 | 0.20 | 101.195 | 97.395 | 102.395 | ||
| 2457 | 2016.09.30 06:05 | close | 819 | 0.20 | 101.708 | 97.395 | 102.395 | 10260.00 | 3313788.00 |
| 2458 | 2016.10.05 02:00 | buy | 820 | 0.20 | 102.840 | 0.000 | 0.000 | ||
| 2459 | 2016.10.05 02:00 | modify | 820 | 0.20 | 102.840 | 99.040 | 104.040 | ||
| 2460 | 2016.10.05 09:05 | close | 820 | 0.20 | 102.975 | 99.040 | 104.040 | 2700.00 | 3316488.00 |
| 2461 | 2016.10.17 02:00 | buy | 821 | 0.20 | 104.255 | 0.000 | 0.000 | ||
| 2462 | 2016.10.17 02:00 | modify | 821 | 0.20 | 104.255 | 100.455 | 105.455 | ||
| 2463 | 2016.10.18 03:05 | buy | 822 | 0.20 | 103.737 | 0.000 | 0.000 | ||
| 2464 | 2016.10.18 03:05 | modify | 822 | 0.20 | 103.737 | 99.937 | 104.937 | ||
| 2465 | 2016.10.18 09:05 | close | 822 | 0.20 | 104.050 | 99.937 | 104.937 | 6260.00 | 3322748.00 |
| 2466 | 2016.10.18 09:05 | close | 821 | 0.20 | 104.047 | 100.455 | 105.455 | -4186.00 | 3318562.00 |
| 2467 | 2016.10.20 02:00 | buy | 823 | 0.20 | 103.381 | 0.000 | 0.000 | ||
| 2468 | 2016.10.20 02:00 | modify | 823 | 0.20 | 103.381 | 99.581 | 104.581 | ||
| 2469 | 2016.10.20 03:35 | close | 823 | 0.20 | 103.550 | 99.581 | 104.581 | 3380.00 | 3321942.00 |
| 2470 | 2016.10.25 02:00 | buy | 824 | 0.20 | 104.328 | 0.000 | 0.000 | ||
| 2471 | 2016.10.25 02:00 | modify | 824 | 0.20 | 104.328 | 100.528 | 105.528 | ||
| 2472 | 2016.10.25 03:50 | close | 824 | 0.20 | 104.428 | 100.528 | 105.528 | 2000.00 | 3323942.00 |
| 2473 | 2016.11.15 01:20 | buy | 825 | 0.20 | 108.280 | 0.000 | 0.000 | ||
| 2474 | 2016.11.15 01:20 | modify | 825 | 0.20 | 108.280 | 104.480 | 109.480 | ||
| 2475 | 2016.11.15 15:40 | close | 825 | 0.20 | 108.544 | 104.480 | 109.480 | 5280.00 | 3329222.00 |
| 2476 | 2016.11.17 01:20 | buy | 826 | 0.20 | 108.685 | 0.000 | 0.000 | ||
| 2477 | 2016.11.17 01:20 | modify | 826 | 0.20 | 108.685 | 104.885 | 109.885 | ||
| 2478 | 2016.11.17 02:05 | close | 826 | 0.20 | 108.934 | 104.885 | 109.885 | 4980.00 | 3334202.00 |
| 2479 | 2016.11.25 01:20 | buy | 827 | 0.20 | 113.253 | 0.000 | 0.000 | ||
| 2480 | 2016.11.25 01:20 | modify | 827 | 0.20 | 113.253 | 109.453 | 114.453 | ||
| 2481 | 2016.11.25 02:10 | close | 827 | 0.20 | 113.398 | 109.453 | 114.453 | 2900.00 | 3337102.00 |
| 2482 | 2016.11.30 01:20 | buy | 828 | 0.20 | 112.441 | 0.000 | 0.000 | ||
| 2483 | 2016.11.30 01:20 | modify | 828 | 0.20 | 112.441 | 108.641 | 113.641 | ||
| 2484 | 2016.11.30 05:20 | close | 828 | 0.20 | 112.761 | 108.641 | 113.641 | 6400.00 | 3343502.00 |
| 2485 | 2016.12.05 01:20 | buy | 829 | 0.20 | 113.183 | 0.000 | 0.000 | ||
| 2486 | 2016.12.05 01:20 | modify | 829 | 0.20 | 113.183 | 109.383 | 114.383 | ||
| 2487 | 2016.12.05 01:45 | close | 829 | 0.20 | 113.428 | 109.383 | 114.383 | 4900.00 | 3348402.00 |
| 2488 | 2016.12.15 01:20 | buy | 830 | 0.20 | 117.184 | 0.000 | 0.000 | ||
| 2489 | 2016.12.15 01:20 | modify | 830 | 0.20 | 117.184 | 113.384 | 118.384 | ||
| 2490 | 2016.12.15 02:10 | close | 830 | 0.20 | 117.543 | 113.384 | 118.384 | 7180.00 | 3355582.00 |
| 2491 | 2016.12.20 01:20 | buy | 831 | 0.20 | 117.086 | 0.000 | 0.000 | ||
| 2492 | 2016.12.20 01:20 | modify | 831 | 0.20 | 117.086 | 113.286 | 118.286 | ||
| 2493 | 2016.12.20 02:55 | close | 831 | 0.20 | 117.188 | 113.286 | 118.286 | 2040.00 | 3357622.00 |
| 2494 | 2016.12.30 01:20 | buy | 832 | 0.20 | 116.501 | 0.000 | 0.000 | ||
| 2495 | 2016.12.30 01:20 | modify | 832 | 0.20 | 116.501 | 112.701 | 117.701 | ||
| 2496 | 2016.12.30 05:20 | close | 832 | 0.20 | 116.807 | 112.701 | 117.701 | 6120.00 | 3363742.00 |
| 2497 | 2017.01.05 01:20 | buy | 833 | 0.20 | 117.353 | 0.000 | 0.000 | ||
| 2498 | 2017.01.05 01:20 | modify | 833 | 0.20 | 117.353 | 113.553 | 118.553 | ||
| 2499 | 2017.01.05 02:05 | buy | 834 | 0.20 | 116.742 | 0.000 | 0.000 | ||
| 2500 | 2017.01.05 02:05 | modify | 834 | 0.20 | 116.742 | 112.942 | 117.942 | ||
| 2501 | 2017.01.05 07:20 | buy | 835 | 0.20 | 116.169 | 0.000 | 0.000 | ||
| 2502 | 2017.01.05 07:20 | modify | 835 | 0.20 | 116.169 | 112.369 | 117.369 | ||
| 2503 | 2017.01.05 18:00 | buy | 836 | 0.20 | 115.496 | 0.000 | 0.000 | ||
| 2504 | 2017.01.05 18:00 | modify | 836 | 0.20 | 115.496 | 111.696 | 116.696 | ||
| 2505 | 2017.01.06 15:55 | close | 836 | 0.20 | 116.657 | 111.696 | 116.696 | 23194.00 | 3386936.00 |
| 2506 | 2017.01.06 15:55 | close | 835 | 0.20 | 116.661 | 112.369 | 117.369 | 9814.00 | 3396750.00 |
| 2507 | 2017.01.06 15:55 | close | 834 | 0.20 | 116.665 | 112.942 | 117.942 | -1566.00 | 3395184.00 |
| 2508 | 2017.01.06 15:55 | close | 833 | 0.20 | 116.665 | 113.553 | 118.553 | -13786.00 | 3381398.00 |
| 2509 | 2017.01.17 01:20 | buy | 837 | 0.20 | 114.125 | 0.000 | 0.000 | ||
| 2510 | 2017.01.17 01:20 | modify | 837 | 0.20 | 114.125 | 110.325 | 115.325 | ||
| 2511 | 2017.01.17 03:25 | close | 837 | 0.20 | 114.230 | 110.325 | 115.325 | 2100.00 | 3383498.00 |
| 2512 | 2017.01.20 01:20 | buy | 838 | 0.20 | 114.986 | 0.000 | 0.000 | ||
| 2513 | 2017.01.20 01:20 | modify | 838 | 0.20 | 114.986 | 111.186 | 116.186 | ||
| 2514 | 2017.01.20 02:55 | close | 838 | 0.20 | 115.121 | 111.186 | 116.186 | 2700.00 | 3386198.00 |
| 2515 | 2017.01.25 01:20 | buy | 839 | 0.20 | 113.945 | 0.000 | 0.000 | ||
| 2516 | 2017.01.25 01:20 | modify | 839 | 0.20 | 113.945 | 110.145 | 115.145 | ||
| 2517 | 2017.01.25 04:20 | buy | 840 | 0.20 | 113.418 | 0.000 | 0.000 | ||
| 2518 | 2017.01.25 04:20 | modify | 840 | 0.20 | 113.418 | 109.618 | 114.618 | ||
| 2519 | 2017.01.25 09:10 | close | 840 | 0.20 | 113.762 | 109.618 | 114.618 | 6880.00 | 3393078.00 |
| 2520 | 2017.01.25 09:10 | close | 839 | 0.20 | 113.763 | 110.145 | 115.145 | -3640.00 | 3389438.00 |
| 2521 | 2017.01.30 01:20 | buy | 841 | 0.20 | 114.780 | 0.000 | 0.000 | ||
| 2522 | 2017.01.30 01:20 | modify | 841 | 0.20 | 114.780 | 110.980 | 115.980 | ||
| 2523 | 2017.01.30 10:10 | close | 841 | 0.20 | 114.917 | 110.980 | 115.980 | 2740.00 | 3392178.00 |
| 2524 | 2017.02.15 01:20 | buy | 842 | 0.20 | 114.389 | 0.000 | 0.000 | ||
| 2525 | 2017.02.15 01:20 | modify | 842 | 0.20 | 114.389 | 110.589 | 115.589 | ||
| 2526 | 2017.02.15 09:20 | close | 842 | 0.20 | 114.560 | 110.589 | 115.589 | 3420.00 | 3395598.00 |
| 2527 | 2017.02.17 01:20 | buy | 843 | 0.20 | 113.329 | 0.000 | 0.000 | ||
| 2528 | 2017.02.17 01:20 | modify | 843 | 0.20 | 113.329 | 109.529 | 114.529 | ||
| 2529 | 2017.02.17 02:40 | close | 843 | 0.20 | 113.456 | 109.529 | 114.529 | 2540.00 | 3398138.00 |
| 2530 | 2017.02.20 01:20 | buy | 844 | 0.20 | 112.921 | 0.000 | 0.000 | ||
| 2531 | 2017.02.20 01:20 | modify | 844 | 0.20 | 112.921 | 109.121 | 114.121 | ||
| 2532 | 2017.02.20 04:05 | close | 844 | 0.20 | 113.051 | 109.121 | 114.121 | 2600.00 | 3400738.00 |
| 2533 | 2017.03.15 02:00 | buy | 845 | 0.20 | 114.705 | 0.000 | 0.000 | ||
| 2534 | 2017.03.15 02:00 | modify | 845 | 0.20 | 114.705 | 110.905 | 115.905 | ||
| 2535 | 2017.03.15 03:45 | close | 845 | 0.20 | 114.808 | 110.905 | 115.905 | 2060.00 | 3402798.00 |
| 2536 | 2017.03.17 02:00 | buy | 846 | 0.20 | 113.355 | 0.000 | 0.000 | ||
| 2537 | 2017.03.17 02:00 | modify | 846 | 0.20 | 113.355 | 109.555 | 114.555 | ||
| 2538 | 2017.03.17 04:20 | close | 846 | 0.20 | 113.458 | 109.555 | 114.555 | 2060.00 | 3404858.00 |
| 2539 | 2017.03.20 02:00 | buy | 847 | 0.20 | 112.738 | 0.000 | 0.000 | ||
| 2540 | 2017.03.20 02:00 | modify | 847 | 0.20 | 112.738 | 108.938 | 113.938 | ||
| 2541 | 2017.03.20 14:20 | close | 847 | 0.20 | 112.862 | 108.938 | 113.938 | 2480.00 | 3407338.00 |
| 2542 | 2017.03.30 02:00 | buy | 848 | 0.20 | 111.101 | 0.000 | 0.000 | ||
| 2543 | 2017.03.30 02:00 | modify | 848 | 0.20 | 111.101 | 107.301 | 112.301 | ||
| 2544 | 2017.03.30 03:10 | close | 848 | 0.20 | 111.207 | 107.301 | 112.301 | 2120.00 | 3409458.00 |
| 2545 | 2017.04.05 02:00 | buy | 849 | 0.20 | 110.828 | 0.000 | 0.000 | ||
| 2546 | 2017.04.05 02:00 | modify | 849 | 0.20 | 110.828 | 107.028 | 112.028 | ||
| 2547 | 2017.04.05 12:25 | close | 849 | 0.20 | 110.948 | 107.028 | 112.028 | 2400.00 | 3411858.00 |
| 2548 | 2017.04.17 02:00 | buy | 850 | 0.20 | 108.607 | 0.000 | 0.000 | ||
| 2549 | 2017.04.17 02:00 | modify | 850 | 0.20 | 108.607 | 104.807 | 109.807 | ||
| 2550 | 2017.04.17 21:40 | close | 850 | 0.20 | 108.725 | 104.807 | 109.807 | 2360.00 | 3414218.00 |