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 |
| 2551 | 2017.04.20 02:00 | buy | 851 | 0.20 | 108.922 | 0.000 | 0.000 | ||
| 2552 | 2017.04.20 02:00 | modify | 851 | 0.20 | 108.922 | 105.122 | 110.122 | ||
| 2553 | 2017.04.20 04:50 | close | 851 | 0.20 | 109.038 | 105.122 | 110.122 | 2320.00 | 3416538.00 |
| 2554 | 2017.04.25 02:00 | buy | 852 | 0.20 | 109.832 | 0.000 | 0.000 | ||
| 2555 | 2017.04.25 02:00 | modify | 852 | 0.20 | 109.832 | 106.032 | 111.032 | ||
| 2556 | 2017.04.25 04:50 | close | 852 | 0.20 | 109.936 | 106.032 | 111.032 | 2080.00 | 3418618.00 |
| 2557 | 2017.05.05 02:00 | buy | 853 | 0.20 | 112.528 | 0.000 | 0.000 | ||
| 2558 | 2017.05.05 02:00 | modify | 853 | 0.20 | 112.528 | 108.728 | 113.728 | ||
| 2559 | 2017.05.05 03:35 | close | 853 | 0.20 | 112.631 | 108.728 | 113.728 | 2060.00 | 3420678.00 |
| 2560 | 2017.05.15 02:00 | buy | 854 | 0.20 | 113.318 | 0.000 | 0.000 | ||
| 2561 | 2017.05.15 02:00 | modify | 854 | 0.20 | 113.318 | 109.518 | 114.518 | ||
| 2562 | 2017.05.15 04:15 | close | 854 | 0.20 | 113.438 | 109.518 | 114.518 | 2400.00 | 3423078.00 |
| 2563 | 2017.05.17 02:00 | buy | 855 | 0.20 | 112.812 | 0.000 | 0.000 | ||
| 2564 | 2017.05.17 02:00 | modify | 855 | 0.20 | 112.812 | 109.012 | 114.012 | ||
| 2565 | 2017.05.17 09:35 | buy | 856 | 0.20 | 112.291 | 0.000 | 0.000 | ||
| 2566 | 2017.05.17 09:35 | modify | 856 | 0.20 | 112.291 | 108.491 | 113.491 | ||
| 2567 | 2017.05.17 16:15 | buy | 857 | 0.20 | 111.769 | 0.000 | 0.000 | ||
| 2568 | 2017.05.17 16:15 | modify | 857 | 0.20 | 111.769 | 107.969 | 112.969 | ||
| 2569 | 2017.05.17 19:35 | buy | 858 | 0.20 | 111.267 | 0.000 | 0.000 | ||
| 2570 | 2017.05.17 19:35 | modify | 858 | 0.20 | 111.267 | 107.467 | 112.467 | ||
| 2571 | 2017.05.18 00:10 | buy | 859 | 0.20 | 110.735 | 0.000 | 0.000 | ||
| 2572 | 2017.05.18 00:10 | modify | 859 | 0.20 | 110.735 | 106.935 | 111.935 | ||
| 2573 | 2017.05.23 22:05 | close | 859 | 0.20 | 111.805 | 106.935 | 111.935 | 21322.00 | 3444400.00 |
| 2574 | 2017.05.23 22:05 | close | 858 | 0.20 | 111.813 | 107.467 | 112.467 | 10764.00 | 3455164.00 |
| 2575 | 2017.05.23 22:05 | close | 857 | 0.20 | 111.808 | 107.969 | 112.969 | 624.00 | 3455788.00 |
| 2576 | 2017.05.23 22:05 | close | 856 | 0.20 | 111.808 | 108.491 | 113.491 | -9816.00 | 3445972.00 |
| 2577 | 2017.05.23 22:05 | close | 855 | 0.20 | 111.812 | 109.012 | 114.012 | -20156.00 | 3425816.00 |
| 2578 | 2017.05.25 02:00 | buy | 860 | 0.20 | 111.629 | 0.000 | 0.000 | ||
| 2579 | 2017.05.25 02:00 | modify | 860 | 0.20 | 111.629 | 107.829 | 112.829 | ||
| 2580 | 2017.05.25 09:50 | close | 860 | 0.20 | 111.730 | 107.829 | 112.829 | 2020.00 | 3427836.00 |
| 2581 | 2017.05.30 02:00 | buy | 861 | 0.20 | 111.237 | 0.000 | 0.000 | ||
| 2582 | 2017.05.30 02:00 | modify | 861 | 0.20 | 111.237 | 107.437 | 112.437 | ||
| 2583 | 2017.05.30 19:00 | buy | 862 | 0.20 | 110.687 | 0.000 | 0.000 | ||
| 2584 | 2017.05.30 19:00 | modify | 862 | 0.20 | 110.687 | 106.887 | 111.887 | ||
| 2585 | 2017.05.31 05:30 | close | 862 | 0.20 | 111.062 | 106.887 | 111.887 | 7474.00 | 3435310.00 |
| 2586 | 2017.05.31 05:30 | close | 861 | 0.20 | 111.066 | 107.437 | 112.437 | -3446.00 | 3431864.00 |
| 2587 | 2017.06.05 02:00 | buy | 863 | 0.20 | 110.478 | 0.000 | 0.000 | ||
| 2588 | 2017.06.05 02:00 | modify | 863 | 0.20 | 110.478 | 106.678 | 111.678 | ||
| 2589 | 2017.06.05 05:25 | close | 863 | 0.20 | 110.619 | 106.678 | 111.678 | 2820.00 | 3434684.00 |
| 2590 | 2017.06.15 02:00 | buy | 864 | 0.20 | 109.344 | 0.000 | 0.000 | ||
| 2591 | 2017.06.15 02:00 | modify | 864 | 0.20 | 109.344 | 105.544 | 110.544 | ||
| 2592 | 2017.06.15 02:55 | close | 864 | 0.20 | 109.456 | 105.544 | 110.544 | 2240.00 | 3436924.00 |
| 2593 | 2017.06.20 02:00 | buy | 865 | 0.20 | 111.643 | 0.000 | 0.000 | ||
| 2594 | 2017.06.20 02:00 | modify | 865 | 0.20 | 111.643 | 107.843 | 112.843 | ||
| 2595 | 2017.06.20 03:10 | close | 865 | 0.20 | 111.749 | 107.843 | 112.843 | 2120.00 | 3439044.00 |
| 2596 | 2017.06.30 02:00 | buy | 866 | 0.20 | 111.971 | 0.000 | 0.000 | ||
| 2597 | 2017.06.30 02:00 | modify | 866 | 0.20 | 111.971 | 108.171 | 113.171 | ||
| 2598 | 2017.06.30 03:10 | close | 866 | 0.20 | 112.084 | 108.171 | 113.171 | 2260.00 | 3441304.00 |
| 2599 | 2017.07.05 02:00 | buy | 867 | 0.20 | 113.062 | 0.000 | 0.000 | ||
| 2600 | 2017.07.05 02:00 | modify | 867 | 0.20 | 113.062 | 109.262 | 114.262 | ||
| 2601 | 2017.07.05 08:00 | close | 867 | 0.20 | 113.166 | 109.262 | 114.262 | 2080.00 | 3443384.00 |
| 2602 | 2017.07.17 02:00 | buy | 868 | 0.20 | 112.576 | 0.000 | 0.000 | ||
| 2603 | 2017.07.17 02:00 | modify | 868 | 0.20 | 112.576 | 108.776 | 113.776 | ||
| 2604 | 2017.07.17 09:25 | close | 868 | 0.20 | 112.691 | 108.776 | 113.776 | 2300.00 | 3445684.00 |
| 2605 | 2017.07.20 02:00 | buy | 869 | 0.20 | 111.897 | 0.000 | 0.000 | ||
| 2606 | 2017.07.20 02:00 | modify | 869 | 0.20 | 111.897 | 108.097 | 113.097 | ||
| 2607 | 2017.07.20 05:30 | close | 869 | 0.20 | 112.065 | 108.097 | 113.097 | 3360.00 | 3449044.00 |
| 2608 | 2017.07.25 02:00 | buy | 870 | 0.20 | 111.199 | 0.000 | 0.000 | ||
| 2609 | 2017.07.25 02:00 | modify | 870 | 0.20 | 111.199 | 107.399 | 112.399 | ||
| 2610 | 2017.07.25 03:30 | close | 870 | 0.20 | 111.310 | 107.399 | 112.399 | 2220.00 | 3451264.00 |
| 2611 | 2017.08.15 02:00 | buy | 871 | 0.20 | 109.745 | 0.000 | 0.000 | ||
| 2612 | 2017.08.15 02:00 | modify | 871 | 0.20 | 109.745 | 105.945 | 110.945 | ||
| 2613 | 2017.08.15 02:35 | close | 871 | 0.20 | 109.918 | 105.945 | 110.945 | 3460.00 | 3454724.00 |
| 2614 | 2017.08.17 02:00 | buy | 872 | 0.20 | 110.097 | 0.000 | 0.000 | ||
| 2615 | 2017.08.17 02:00 | modify | 872 | 0.20 | 110.097 | 106.297 | 111.297 | ||
| 2616 | 2017.08.17 14:35 | close | 872 | 0.20 | 110.298 | 106.297 | 111.297 | 4020.00 | 3458744.00 |
| 2617 | 2017.08.25 02:00 | buy | 873 | 0.20 | 109.584 | 0.000 | 0.000 | ||
| 2618 | 2017.08.25 02:00 | modify | 873 | 0.20 | 109.584 | 105.784 | 110.784 | ||
| 2619 | 2017.08.25 03:55 | close | 873 | 0.20 | 109.769 | 105.784 | 110.784 | 3700.00 | 3462444.00 |
| 2620 | 2017.08.30 02:00 | buy | 874 | 0.20 | 109.572 | 0.000 | 0.000 | ||
| 2621 | 2017.08.30 02:00 | modify | 874 | 0.20 | 109.572 | 105.772 | 110.772 | ||
| 2622 | 2017.08.30 02:20 | close | 874 | 0.20 | 109.709 | 105.772 | 110.772 | 2740.00 | 3465184.00 |
| 2623 | 2017.09.05 02:00 | buy | 875 | 0.20 | 109.678 | 0.000 | 0.000 | ||
| 2624 | 2017.09.05 02:00 | modify | 875 | 0.20 | 109.678 | 105.878 | 110.878 | ||
| 2625 | 2017.09.05 02:40 | close | 875 | 0.20 | 109.784 | 105.878 | 110.878 | 2120.00 | 3467304.00 |
| 2626 | 2017.09.15 02:00 | buy | 876 | 0.20 | 109.948 | 0.000 | 0.000 | ||
| 2627 | 2017.09.15 02:00 | modify | 876 | 0.20 | 109.948 | 106.148 | 111.148 | ||
| 2628 | 2017.09.15 02:10 | close | 876 | 0.20 | 110.067 | 106.148 | 111.148 | 2380.00 | 3469684.00 |
| 2629 | 2017.09.20 02:00 | buy | 877 | 0.20 | 111.564 | 0.000 | 0.000 | ||
| 2630 | 2017.09.20 02:00 | modify | 877 | 0.20 | 111.564 | 107.764 | 112.764 | ||
| 2631 | 2017.09.20 21:05 | close | 877 | 0.20 | 111.933 | 107.764 | 112.764 | 7380.00 | 3477064.00 |
| 2632 | 2017.09.25 02:00 | buy | 878 | 0.20 | 112.346 | 0.000 | 0.000 | ||
| 2633 | 2017.09.25 02:00 | modify | 878 | 0.20 | 112.346 | 108.546 | 113.546 | ||
| 2634 | 2017.09.25 02:55 | close | 878 | 0.20 | 112.457 | 108.546 | 113.546 | 2220.00 | 3479284.00 |
| 2635 | 2017.10.05 02:00 | buy | 879 | 0.20 | 112.777 | 0.000 | 0.000 | ||
| 2636 | 2017.10.05 02:00 | modify | 879 | 0.20 | 112.777 | 108.977 | 113.977 | ||
| 2637 | 2017.10.05 03:25 | close | 879 | 0.20 | 112.889 | 108.977 | 113.977 | 2240.00 | 3481524.00 |
| 2638 | 2017.10.17 02:00 | buy | 880 | 0.20 | 112.179 | 0.000 | 0.000 | ||
| 2639 | 2017.10.17 02:00 | modify | 880 | 0.20 | 112.179 | 108.379 | 113.379 | ||
| 2640 | 2017.10.17 03:40 | close | 880 | 0.20 | 112.296 | 108.379 | 113.379 | 2340.00 | 3483864.00 |
| 2641 | 2017.10.20 02:00 | buy | 881 | 0.20 | 112.593 | 0.000 | 0.000 | ||
| 2642 | 2017.10.20 02:00 | modify | 881 | 0.20 | 112.593 | 108.793 | 113.793 | ||
| 2643 | 2017.10.20 03:55 | close | 881 | 0.20 | 112.732 | 108.793 | 113.793 | 2780.00 | 3486644.00 |
| 2644 | 2017.10.25 02:00 | buy | 882 | 0.20 | 113.980 | 0.000 | 0.000 | ||
| 2645 | 2017.10.25 02:00 | modify | 882 | 0.20 | 113.980 | 110.180 | 115.180 | ||
| 2646 | 2017.10.25 12:00 | close | 882 | 0.20 | 114.125 | 110.180 | 115.180 | 2900.00 | 3489544.00 |
| 2647 | 2017.10.30 02:00 | buy | 883 | 0.20 | 113.747 | 0.000 | 0.000 | ||
| 2648 | 2017.10.30 02:00 | modify | 883 | 0.20 | 113.747 | 109.947 | 114.947 | ||
| 2649 | 2017.10.30 19:05 | buy | 884 | 0.20 | 113.171 | 0.000 | 0.000 | ||
| 2650 | 2017.10.30 19:05 | modify | 884 | 0.20 | 113.171 | 109.371 | 114.371 | ||
| 2651 | 2017.10.31 17:05 | close | 884 | 0.20 | 113.511 | 109.371 | 114.371 | 6774.00 | 3496318.00 |
| 2652 | 2017.10.31 17:05 | close | 883 | 0.20 | 113.513 | 109.947 | 114.947 | -4706.00 | 3491612.00 |
| 2653 | 2017.11.15 01:20 | buy | 885 | 0.20 | 113.433 | 0.000 | 0.000 | ||
| 2654 | 2017.11.15 01:20 | modify | 885 | 0.20 | 113.433 | 109.633 | 114.633 | ||
| 2655 | 2017.11.15 09:25 | buy | 886 | 0.20 | 112.924 | 0.000 | 0.000 | ||
| 2656 | 2017.11.15 09:25 | modify | 886 | 0.20 | 112.924 | 109.124 | 114.124 | ||
| 2657 | 2017.11.16 09:20 | close | 886 | 0.20 | 113.234 | 109.124 | 114.124 | 6122.00 | 3497734.00 |
| 2658 | 2017.11.16 09:20 | close | 885 | 0.20 | 113.237 | 109.633 | 114.633 | -3998.00 | 3493736.00 |
| 2659 | 2017.11.17 01:20 | buy | 887 | 0.20 | 113.110 | 0.000 | 0.000 | ||
| 2660 | 2017.11.17 01:20 | modify | 887 | 0.20 | 113.110 | 109.310 | 114.310 | ||
| 2661 | 2017.11.17 03:40 | buy | 888 | 0.20 | 112.589 | 0.000 | 0.000 | ||
| 2662 | 2017.11.17 03:40 | modify | 888 | 0.20 | 112.589 | 108.789 | 113.789 | ||
| 2663 | 2017.11.17 18:20 | buy | 889 | 0.20 | 112.052 | 0.000 | 0.000 | ||
| 2664 | 2017.11.17 18:20 | modify | 889 | 0.20 | 112.052 | 108.252 | 113.252 | ||
| 2665 | 2017.11.20 21:00 | close | 889 | 0.20 | 112.625 | 108.252 | 113.252 | 11434.00 | 3505170.00 |
| 2666 | 2017.11.20 21:00 | close | 888 | 0.20 | 112.628 | 108.789 | 113.789 | 754.00 | 3505924.00 |
| 2667 | 2017.11.20 21:00 | close | 887 | 0.20 | 112.626 | 109.310 | 114.310 | -9706.00 | 3496218.00 |
| 2668 | 2017.11.30 01:20 | buy | 890 | 0.20 | 112.038 | 0.000 | 0.000 | ||
| 2669 | 2017.11.30 01:20 | modify | 890 | 0.20 | 112.038 | 108.238 | 113.238 | ||
| 2670 | 2017.11.30 08:10 | close | 890 | 0.20 | 112.175 | 108.238 | 113.238 | 2740.00 | 3498958.00 |
| 2671 | 2017.12.05 01:20 | buy | 891 | 0.20 | 112.456 | 0.000 | 0.000 | ||
| 2672 | 2017.12.05 01:20 | modify | 891 | 0.20 | 112.456 | 108.656 | 113.656 | ||
| 2673 | 2017.12.05 02:20 | close | 891 | 0.20 | 112.570 | 108.656 | 113.656 | 2280.00 | 3501238.00 |
| 2674 | 2017.12.15 01:20 | buy | 892 | 0.20 | 112.370 | 0.000 | 0.000 | ||
| 2675 | 2017.12.15 01:20 | modify | 892 | 0.20 | 112.370 | 108.570 | 113.570 | ||
| 2676 | 2017.12.15 17:05 | close | 892 | 0.20 | 112.488 | 108.570 | 113.570 | 2360.00 | 3503598.00 |
| 2677 | 2017.12.20 01:20 | buy | 893 | 0.20 | 112.866 | 0.000 | 0.000 | ||
| 2678 | 2017.12.20 01:20 | modify | 893 | 0.20 | 112.866 | 109.066 | 114.066 | ||
| 2679 | 2017.12.20 02:00 | close | 893 | 0.20 | 113.002 | 109.066 | 114.066 | 2720.00 | 3506318.00 |
| 2680 | 2018.01.05 01:20 | buy | 894 | 0.20 | 112.794 | 0.000 | 0.000 | ||
| 2681 | 2018.01.05 01:20 | modify | 894 | 0.20 | 112.794 | 108.994 | 113.994 | ||
| 2682 | 2018.01.05 07:05 | close | 894 | 0.20 | 112.930 | 108.994 | 113.994 | 2720.00 | 3509038.00 |
| 2683 | 2018.01.15 01:20 | buy | 895 | 0.20 | 111.157 | 0.000 | 0.000 | ||
| 2684 | 2018.01.15 01:20 | modify | 895 | 0.20 | 111.157 | 107.357 | 112.357 | ||
| 2685 | 2018.01.15 07:20 | buy | 896 | 0.20 | 110.626 | 0.000 | 0.000 | ||
| 2686 | 2018.01.15 07:20 | modify | 896 | 0.20 | 110.626 | 106.826 | 111.826 | ||
| 2687 | 2018.01.16 04:10 | close | 896 | 0.20 | 110.956 | 106.826 | 111.826 | 6574.00 | 3515612.00 |
| 2688 | 2018.01.16 04:10 | close | 895 | 0.20 | 110.949 | 107.357 | 112.357 | -4186.00 | 3511426.00 |
| 2689 | 2018.01.17 01:20 | buy | 897 | 0.20 | 110.384 | 0.000 | 0.000 | ||
| 2690 | 2018.01.17 01:20 | modify | 897 | 0.20 | 110.384 | 106.584 | 111.584 | ||
| 2691 | 2018.01.17 03:35 | close | 897 | 0.20 | 110.497 | 106.584 | 111.584 | 2260.00 | 3513686.00 |
| 2692 | 2018.01.25 01:20 | buy | 898 | 0.20 | 109.228 | 0.000 | 0.000 | ||
| 2693 | 2018.01.25 01:20 | modify | 898 | 0.20 | 109.228 | 105.428 | 110.428 | ||
| 2694 | 2018.01.25 02:35 | close | 898 | 0.20 | 109.368 | 105.428 | 110.428 | 2800.00 | 3516486.00 |
| 2695 | 2018.01.30 01:20 | buy | 899 | 0.20 | 108.937 | 0.000 | 0.000 | ||
| 2696 | 2018.01.30 01:20 | modify | 899 | 0.20 | 108.937 | 105.137 | 110.137 | ||
| 2697 | 2018.01.30 02:45 | close | 899 | 0.20 | 109.041 | 105.137 | 110.137 | 2080.00 | 3518566.00 |
| 2698 | 2018.02.05 01:20 | buy | 900 | 0.20 | 110.095 | 0.000 | 0.000 | ||
| 2699 | 2018.02.05 01:20 | modify | 900 | 0.20 | 110.095 | 106.295 | 111.295 | ||
| 2700 | 2018.02.05 17:25 | close | 900 | 0.20 | 110.251 | 106.295 | 111.295 | 3120.00 | 3521686.00 |