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 |
| 2701 | 2018.02.15 01:20 | buy | 901 | 0.20 | 106.835 | 0.000 | 0.000 | ||
| 2702 | 2018.02.15 01:20 | modify | 901 | 0.20 | 106.835 | 103.035 | 108.035 | ||
| 2703 | 2018.02.15 09:25 | buy | 902 | 0.20 | 106.283 | 0.000 | 0.000 | ||
| 2704 | 2018.02.15 09:25 | modify | 902 | 0.20 | 106.283 | 102.483 | 107.483 | ||
| 2705 | 2018.02.15 13:20 | close | 902 | 0.20 | 106.638 | 102.483 | 107.483 | 7100.00 | 3528786.00 |
| 2706 | 2018.02.15 13:20 | close | 901 | 0.20 | 106.639 | 103.035 | 108.035 | -3920.00 | 3524866.00 |
| 2707 | 2018.02.20 01:20 | buy | 903 | 0.20 | 106.638 | 0.000 | 0.000 | ||
| 2708 | 2018.02.20 01:20 | modify | 903 | 0.20 | 106.638 | 102.838 | 107.838 | ||
| 2709 | 2018.02.20 02:05 | close | 903 | 0.20 | 106.760 | 102.838 | 107.838 | 2440.00 | 3527306.00 |
| 2710 | 2018.03.05 01:20 | buy | 904 | 0.20 | 105.632 | 0.000 | 0.000 | ||
| 2711 | 2018.03.05 01:20 | modify | 904 | 0.20 | 105.632 | 101.832 | 106.832 | ||
| 2712 | 2018.03.05 16:30 | close | 904 | 0.20 | 105.738 | 101.832 | 106.832 | 2120.00 | 3529426.00 |
| 2713 | 2018.03.15 02:00 | buy | 905 | 0.20 | 106.327 | 0.000 | 0.000 | ||
| 2714 | 2018.03.15 02:00 | modify | 905 | 0.20 | 106.327 | 102.527 | 107.527 | ||
| 2715 | 2018.03.15 08:20 | buy | 906 | 0.20 | 105.808 | 0.000 | 0.000 | ||
| 2716 | 2018.03.15 08:20 | modify | 906 | 0.20 | 105.808 | 102.008 | 107.008 | ||
| 2717 | 2018.03.15 10:35 | close | 906 | 0.20 | 106.121 | 102.008 | 107.008 | 6260.00 | 3535686.00 |
| 2718 | 2018.03.15 10:35 | close | 905 | 0.20 | 106.123 | 102.527 | 107.527 | -4080.00 | 3531606.00 |
| 2719 | 2018.03.20 02:00 | buy | 907 | 0.20 | 106.048 | 0.000 | 0.000 | ||
| 2720 | 2018.03.20 02:00 | modify | 907 | 0.20 | 106.048 | 102.248 | 107.248 | ||
| 2721 | 2018.03.20 04:35 | close | 907 | 0.20 | 106.157 | 102.248 | 107.248 | 2180.00 | 3533786.00 |
| 2722 | 2018.03.30 02:00 | buy | 908 | 0.20 | 106.496 | 0.000 | 0.000 | ||
| 2723 | 2018.03.30 02:00 | modify | 908 | 0.20 | 106.496 | 102.696 | 107.696 | ||
| 2724 | 2018.04.02 19:00 | buy | 909 | 0.20 | 106.000 | 0.000 | 0.000 | ||
| 2725 | 2018.04.02 19:00 | modify | 909 | 0.20 | 106.000 | 102.200 | 107.200 | ||
| 2726 | 2018.04.03 16:10 | close | 909 | 0.20 | 106.315 | 102.200 | 107.200 | 6274.00 | 3540060.00 |
| 2727 | 2018.04.03 16:10 | close | 908 | 0.20 | 106.317 | 102.696 | 107.696 | -3632.00 | 3536428.00 |
| 2728 | 2018.04.05 02:00 | buy | 910 | 0.20 | 106.785 | 0.000 | 0.000 | ||
| 2729 | 2018.04.05 02:00 | modify | 910 | 0.20 | 106.785 | 102.985 | 107.985 | ||
| 2730 | 2018.04.05 04:50 | close | 910 | 0.20 | 106.918 | 102.985 | 107.985 | 2660.00 | 3539088.00 |
| 2731 | 2018.04.17 02:00 | buy | 911 | 0.20 | 107.121 | 0.000 | 0.000 | ||
| 2732 | 2018.04.17 02:00 | modify | 911 | 0.20 | 107.121 | 103.321 | 108.321 | ||
| 2733 | 2018.04.18 04:20 | close | 911 | 0.20 | 107.255 | 103.321 | 108.321 | 2654.00 | 3541742.00 |
| 2734 | 2018.04.20 02:00 | buy | 912 | 0.20 | 107.432 | 0.000 | 0.000 | ||
| 2735 | 2018.04.20 02:00 | modify | 912 | 0.20 | 107.432 | 103.632 | 108.632 | ||
| 2736 | 2018.04.20 04:25 | close | 912 | 0.20 | 107.538 | 103.632 | 108.632 | 2120.00 | 3543862.00 |
| 2737 | 2018.04.25 02:00 | buy | 913 | 0.20 | 108.863 | 0.000 | 0.000 | ||
| 2738 | 2018.04.25 02:00 | modify | 913 | 0.20 | 108.863 | 105.063 | 110.063 | ||
| 2739 | 2018.04.25 04:20 | close | 913 | 0.20 | 109.023 | 105.063 | 110.063 | 3200.00 | 3547062.00 |
| 2740 | 2018.04.30 02:00 | buy | 914 | 0.20 | 109.143 | 0.000 | 0.000 | ||
| 2741 | 2018.04.30 02:00 | modify | 914 | 0.20 | 109.143 | 105.343 | 110.343 | ||
| 2742 | 2018.04.30 10:15 | close | 914 | 0.20 | 109.243 | 105.343 | 110.343 | 2000.00 | 3549062.00 |
| 2743 | 2018.05.15 02:00 | buy | 915 | 0.20 | 109.716 | 0.000 | 0.000 | ||
| 2744 | 2018.05.15 02:00 | modify | 915 | 0.20 | 109.716 | 105.916 | 110.916 | ||
| 2745 | 2018.05.15 07:30 | close | 915 | 0.20 | 109.834 | 105.916 | 110.916 | 2360.00 | 3551422.00 |
| 2746 | 2018.05.17 02:00 | buy | 916 | 0.20 | 110.297 | 0.000 | 0.000 | ||
| 2747 | 2018.05.17 02:00 | modify | 916 | 0.20 | 110.297 | 106.497 | 111.497 | ||
| 2748 | 2018.05.17 09:15 | close | 916 | 0.20 | 110.436 | 106.497 | 111.497 | 2780.00 | 3554202.00 |
| 2749 | 2018.05.25 02:00 | buy | 917 | 0.20 | 109.268 | 0.000 | 0.000 | ||
| 2750 | 2018.05.25 02:00 | modify | 917 | 0.20 | 109.268 | 105.468 | 110.468 | ||
| 2751 | 2018.05.25 03:15 | close | 917 | 0.20 | 109.443 | 105.468 | 110.468 | 3500.00 | 3557702.00 |
| 2752 | 2018.05.30 02:00 | buy | 918 | 0.20 | 108.637 | 0.000 | 0.000 | ||
| 2753 | 2018.05.30 02:00 | modify | 918 | 0.20 | 108.637 | 104.837 | 109.837 | ||
| 2754 | 2018.05.30 09:10 | close | 918 | 0.20 | 108.817 | 104.837 | 109.837 | 3600.00 | 3561302.00 |
| 2755 | 2018.06.05 02:00 | buy | 919 | 0.20 | 109.907 | 0.000 | 0.000 | ||
| 2756 | 2018.06.05 02:00 | modify | 919 | 0.20 | 109.907 | 106.107 | 111.107 | ||
| 2757 | 2018.06.06 10:00 | close | 919 | 0.20 | 110.016 | 106.107 | 111.107 | 2154.00 | 3563456.00 |
| 2758 | 2018.06.15 02:00 | buy | 920 | 0.20 | 110.579 | 0.000 | 0.000 | ||
| 2759 | 2018.06.15 02:00 | modify | 920 | 0.20 | 110.579 | 106.779 | 111.779 | ||
| 2760 | 2018.06.15 05:45 | close | 920 | 0.20 | 110.748 | 106.779 | 111.779 | 3380.00 | 3566836.00 |
| 2761 | 2018.06.20 02:00 | buy | 921 | 0.20 | 110.043 | 0.000 | 0.000 | ||
| 2762 | 2018.06.20 02:00 | modify | 921 | 0.20 | 110.043 | 106.243 | 111.243 | ||
| 2763 | 2018.06.20 05:05 | close | 921 | 0.20 | 110.179 | 106.243 | 111.243 | 2720.00 | 3569556.00 |
| 2764 | 2018.06.25 02:00 | buy | 922 | 0.20 | 109.926 | 0.000 | 0.000 | ||
| 2765 | 2018.06.25 02:00 | modify | 922 | 0.20 | 109.926 | 106.126 | 111.126 | ||
| 2766 | 2018.06.25 08:20 | buy | 923 | 0.20 | 109.410 | 0.000 | 0.000 | ||
| 2767 | 2018.06.25 08:20 | modify | 923 | 0.20 | 109.410 | 105.610 | 110.610 | ||
| 2768 | 2018.06.25 22:40 | close | 923 | 0.20 | 109.877 | 105.610 | 110.610 | 9340.00 | 3578896.00 |
| 2769 | 2018.06.25 22:40 | close | 922 | 0.20 | 109.877 | 106.126 | 111.126 | -980.00 | 3577916.00 |
| 2770 | 2018.07.05 02:00 | buy | 924 | 0.20 | 110.474 | 0.000 | 0.000 | ||
| 2771 | 2018.07.05 02:00 | modify | 924 | 0.20 | 110.474 | 106.674 | 111.674 | ||
| 2772 | 2018.07.05 03:10 | close | 924 | 0.20 | 110.585 | 106.674 | 111.674 | 2220.00 | 3580136.00 |
| 2773 | 2018.07.17 02:00 | buy | 925 | 0.20 | 112.312 | 0.000 | 0.000 | ||
| 2774 | 2018.07.17 02:00 | modify | 925 | 0.20 | 112.312 | 108.512 | 113.512 | ||
| 2775 | 2018.07.17 03:15 | close | 925 | 0.20 | 112.441 | 108.512 | 113.512 | 2580.00 | 3582716.00 |
| 2776 | 2018.07.20 02:00 | buy | 926 | 0.20 | 112.459 | 0.000 | 0.000 | ||
| 2777 | 2018.07.20 02:00 | modify | 926 | 0.20 | 112.459 | 108.659 | 113.659 | ||
| 2778 | 2018.07.20 03:35 | close | 926 | 0.20 | 112.570 | 108.659 | 113.659 | 2220.00 | 3584936.00 |
| 2779 | 2018.07.25 02:00 | buy | 927 | 0.20 | 111.247 | 0.000 | 0.000 | ||
| 2780 | 2018.07.25 02:00 | modify | 927 | 0.20 | 111.247 | 107.447 | 112.447 | ||
| 2781 | 2018.07.25 04:20 | close | 927 | 0.20 | 111.372 | 107.447 | 112.447 | 2500.00 | 3587436.00 |
| 2782 | 2018.07.30 02:00 | buy | 928 | 0.20 | 110.965 | 0.000 | 0.000 | ||
| 2783 | 2018.07.30 02:00 | modify | 928 | 0.20 | 110.965 | 107.165 | 112.165 | ||
| 2784 | 2018.07.30 04:05 | close | 928 | 0.20 | 111.082 | 107.165 | 112.165 | 2340.00 | 3589776.00 |
| 2785 | 2018.08.15 02:00 | buy | 929 | 0.20 | 111.181 | 0.000 | 0.000 | ||
| 2786 | 2018.08.15 02:00 | modify | 929 | 0.20 | 111.181 | 107.381 | 112.381 | ||
| 2787 | 2018.08.15 03:05 | close | 929 | 0.20 | 111.280 | 107.381 | 112.381 | 1980.00 | 3591756.00 |
| 2788 | 2018.08.17 02:00 | buy | 930 | 0.20 | 110.953 | 0.000 | 0.000 | ||
| 2789 | 2018.08.17 02:00 | modify | 930 | 0.20 | 110.953 | 107.153 | 112.153 | ||
| 2790 | 2018.08.17 14:20 | buy | 931 | 0.20 | 110.451 | 0.000 | 0.000 | ||
| 2791 | 2018.08.17 14:20 | modify | 931 | 0.20 | 110.451 | 106.651 | 111.651 | ||
| 2792 | 2018.08.21 01:50 | buy | 932 | 0.20 | 109.936 | 0.000 | 0.000 | ||
| 2793 | 2018.08.21 01:50 | modify | 932 | 0.20 | 109.936 | 106.136 | 111.136 | ||
| 2794 | 2018.08.21 18:00 | close | 932 | 0.20 | 110.484 | 106.136 | 111.136 | 10960.00 | 3602716.00 |
| 2795 | 2018.08.21 18:00 | close | 931 | 0.20 | 110.476 | 106.651 | 111.651 | 448.00 | 3603164.00 |
| 2796 | 2018.08.21 18:00 | close | 930 | 0.20 | 110.480 | 107.153 | 112.153 | -9512.00 | 3593652.00 |
| 2797 | 2018.08.30 02:00 | buy | 933 | 0.20 | 111.727 | 0.000 | 0.000 | ||
| 2798 | 2018.08.30 02:00 | modify | 933 | 0.20 | 111.727 | 107.927 | 112.927 | ||
| 2799 | 2018.08.30 19:00 | buy | 934 | 0.20 | 111.176 | 0.000 | 0.000 | ||
| 2800 | 2018.08.30 19:00 | modify | 934 | 0.20 | 111.176 | 107.376 | 112.376 | ||
| 2801 | 2018.09.04 11:20 | close | 934 | 0.20 | 111.506 | 107.376 | 112.376 | 6522.00 | 3600174.00 |
| 2802 | 2018.09.04 11:20 | close | 933 | 0.20 | 111.507 | 107.927 | 112.927 | -4478.00 | 3595696.00 |
| 2803 | 2018.09.05 02:00 | buy | 935 | 0.20 | 111.469 | 0.000 | 0.000 | ||
| 2804 | 2018.09.05 02:00 | modify | 935 | 0.20 | 111.469 | 107.669 | 112.669 | ||
| 2805 | 2018.09.05 04:00 | close | 935 | 0.20 | 111.634 | 107.669 | 112.669 | 3300.00 | 3598996.00 |
| 2806 | 2018.09.17 02:00 | buy | 936 | 0.20 | 111.970 | 0.000 | 0.000 | ||
| 2807 | 2018.09.17 02:00 | modify | 936 | 0.20 | 111.970 | 108.170 | 113.170 | ||
| 2808 | 2018.09.17 03:45 | close | 936 | 0.20 | 112.073 | 108.170 | 113.170 | 2060.00 | 3601056.00 |
| 2809 | 2018.09.20 02:00 | buy | 937 | 0.20 | 112.270 | 0.000 | 0.000 | ||
| 2810 | 2018.09.20 02:00 | modify | 937 | 0.20 | 112.270 | 108.470 | 113.470 | ||
| 2811 | 2018.09.20 18:00 | close | 937 | 0.20 | 112.433 | 108.470 | 113.470 | 3260.00 | 3604316.00 |
| 2812 | 2018.09.25 02:00 | buy | 938 | 0.20 | 112.807 | 0.000 | 0.000 | ||
| 2813 | 2018.09.25 02:00 | modify | 938 | 0.20 | 112.807 | 109.007 | 114.007 | ||
| 2814 | 2018.09.25 03:55 | close | 938 | 0.20 | 112.966 | 109.007 | 114.007 | 3180.00 | 3607496.00 |
| 2815 | 2018.10.05 02:00 | buy | 939 | 0.20 | 113.901 | 0.000 | 0.000 | ||
| 2816 | 2018.10.05 02:00 | modify | 939 | 0.20 | 113.901 | 110.101 | 115.101 | ||
| 2817 | 2018.10.05 03:35 | close | 939 | 0.20 | 114.018 | 110.101 | 115.101 | 2340.00 | 3609836.00 |
| 2818 | 2018.10.15 02:00 | buy | 940 | 0.20 | 112.189 | 0.000 | 0.000 | ||
| 2819 | 2018.10.15 02:00 | modify | 940 | 0.20 | 112.189 | 108.389 | 113.389 | ||
| 2820 | 2018.10.15 11:50 | buy | 941 | 0.20 | 111.674 | 0.000 | 0.000 | ||
| 2821 | 2018.10.15 11:50 | modify | 941 | 0.20 | 111.674 | 107.874 | 112.874 | ||
| 2822 | 2018.10.16 04:55 | close | 941 | 0.20 | 111.985 | 107.874 | 112.874 | 6194.00 | 3616030.00 |
| 2823 | 2018.10.16 04:55 | close | 940 | 0.20 | 111.978 | 108.389 | 113.389 | -4246.00 | 3611784.00 |
| 2824 | 2018.10.17 02:00 | buy | 942 | 0.20 | 112.317 | 0.000 | 0.000 | ||
| 2825 | 2018.10.17 02:00 | modify | 942 | 0.20 | 112.317 | 108.517 | 113.517 | ||
| 2826 | 2018.10.17 21:10 | close | 942 | 0.20 | 112.468 | 108.517 | 113.517 | 3020.00 | 3614804.00 |
| 2827 | 2018.10.25 02:00 | buy | 943 | 0.20 | 112.095 | 0.000 | 0.000 | ||
| 2828 | 2018.10.25 02:00 | modify | 943 | 0.20 | 112.095 | 108.295 | 113.295 | ||
| 2829 | 2018.10.25 10:25 | close | 943 | 0.20 | 112.198 | 108.295 | 113.295 | 2060.00 | 3616864.00 |
| 2830 | 2018.10.30 02:00 | buy | 944 | 0.20 | 112.347 | 0.000 | 0.000 | ||
| 2831 | 2018.10.30 02:00 | modify | 944 | 0.20 | 112.347 | 108.547 | 113.547 | ||
| 2832 | 2018.10.30 03:40 | close | 944 | 0.20 | 112.479 | 108.547 | 113.547 | 2640.00 | 3619504.00 |
| 2833 | 2018.11.05 01:20 | buy | 945 | 0.20 | 113.144 | 0.000 | 0.000 | ||
| 2834 | 2018.11.05 01:20 | modify | 945 | 0.20 | 113.144 | 109.344 | 114.344 | ||
| 2835 | 2018.11.05 07:15 | close | 945 | 0.20 | 113.246 | 109.344 | 114.344 | 2040.00 | 3621544.00 |
| 2836 | 2018.11.15 01:20 | buy | 946 | 0.20 | 113.650 | 0.000 | 0.000 | ||
| 2837 | 2018.11.15 01:20 | modify | 946 | 0.20 | 113.650 | 109.850 | 114.850 | ||
| 2838 | 2018.11.15 16:15 | buy | 947 | 0.20 | 113.117 | 0.000 | 0.000 | ||
| 2839 | 2018.11.15 16:15 | modify | 947 | 0.20 | 113.117 | 109.317 | 114.317 | ||
| 2840 | 2018.11.15 18:35 | close | 947 | 0.20 | 113.440 | 109.317 | 114.317 | 6460.00 | 3628004.00 |
| 2841 | 2018.11.15 18:35 | close | 946 | 0.20 | 113.448 | 109.850 | 114.850 | -4040.00 | 3623964.00 |
| 2842 | 2018.11.20 01:20 | buy | 948 | 0.20 | 112.459 | 0.000 | 0.000 | ||
| 2843 | 2018.11.20 01:20 | modify | 948 | 0.20 | 112.459 | 108.659 | 113.659 | ||
| 2844 | 2018.11.20 02:40 | close | 948 | 0.20 | 112.559 | 108.659 | 113.659 | 2000.00 | 3625964.00 |
| 2845 | 2018.11.30 01:20 | buy | 949 | 0.20 | 113.419 | 0.000 | 0.000 | ||
| 2846 | 2018.11.30 01:20 | modify | 949 | 0.20 | 113.419 | 109.619 | 114.619 | ||
| 2847 | 2018.11.30 12:15 | close | 949 | 0.20 | 113.538 | 109.619 | 114.619 | 2380.00 | 3628344.00 |
| 2848 | 2018.12.05 01:20 | buy | 950 | 0.20 | 112.703 | 0.000 | 0.000 | ||
| 2849 | 2018.12.05 01:20 | modify | 950 | 0.20 | 112.703 | 108.903 | 113.903 | ||
| 2850 | 2018.12.05 02:15 | close | 950 | 0.20 | 112.806 | 108.903 | 113.903 | 2060.00 | 3630404.00 |