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 |
| 151 | 2004.11.05 02:00 | buy | 51 | 0.20 | 106.151 | 0.000 | 0.000 | ||
| 152 | 2004.11.05 02:00 | modify | 51 | 0.20 | 106.151 | 102.351 | 107.351 | ||
| 153 | 2004.11.05 12:15 | close | 51 | 0.20 | 106.284 | 102.351 | 107.351 | 2660.00 | 1120376.00 |
| 154 | 2004.11.15 01:20 | buy | 52 | 0.20 | 105.550 | 0.000 | 0.000 | ||
| 155 | 2004.11.15 01:20 | modify | 52 | 0.20 | 105.550 | 101.750 | 106.750 | ||
| 156 | 2004.11.17 09:55 | buy | 53 | 0.20 | 105.062 | 0.000 | 0.000 | ||
| 157 | 2004.11.17 09:55 | modify | 53 | 0.20 | 105.062 | 101.262 | 106.262 | ||
| 158 | 2004.11.17 12:35 | buy | 54 | 0.20 | 104.423 | 0.000 | 0.000 | ||
| 159 | 2004.11.17 12:35 | modify | 54 | 0.20 | 104.423 | 100.623 | 105.623 | ||
| 160 | 2004.11.17 19:15 | buy | 55 | 0.20 | 103.933 | 0.000 | 0.000 | ||
| 161 | 2004.11.17 19:15 | modify | 55 | 0.20 | 103.933 | 100.133 | 105.133 | ||
| 162 | 2004.11.19 15:45 | buy | 56 | 0.20 | 103.234 | 0.000 | 0.000 | ||
| 163 | 2004.11.19 15:45 | modify | 56 | 0.20 | 103.234 | 99.434 | 104.434 | ||
| 164 | 2004.11.24 16:45 | buy | 57 | 0.20 | 102.702 | 0.000 | 0.000 | ||
| 165 | 2004.11.24 16:45 | modify | 57 | 0.20 | 102.702 | 98.902 | 103.902 | ||
| 166 | 2004.11.26 07:55 | buy | 58 | 0.20 | 102.205 | 0.000 | 0.000 | ||
| 167 | 2004.11.26 07:55 | modify | 58 | 0.20 | 102.205 | 98.405 | 103.405 | ||
| 168 | 2004.12.03 03:39 | t/p | 58 | 0.20 | 103.400 | 98.405 | 103.405 | 23718.00 | 1144094.00 |
| 169 | 2004.12.03 20:25 | buy | 59 | 0.20 | 102.211 | 0.000 | 0.000 | ||
| 170 | 2004.12.03 20:25 | modify | 59 | 0.20 | 102.211 | 98.411 | 103.411 | ||
| 171 | 2004.12.08 06:49 | t/p | 59 | 0.20 | 103.410 | 98.411 | 103.411 | 23902.00 | 1167996.00 |
| 172 | 2004.12.08 10:17 | t/p | 57 | 0.20 | 103.902 | 98.902 | 103.902 | 23636.00 | 1191632.00 |
| 173 | 2004.12.08 15:34 | t/p | 56 | 0.20 | 104.432 | 99.434 | 104.434 | 23518.00 | 1215150.00 |
| 174 | 2004.12.08 15:50 | close | 55 | 0.20 | 104.831 | 100.133 | 105.133 | 17414.00 | 1232564.00 |
| 175 | 2004.12.08 15:50 | close | 54 | 0.20 | 104.835 | 100.623 | 105.623 | 7694.00 | 1240258.00 |
| 176 | 2004.12.08 15:50 | close | 53 | 0.20 | 104.836 | 101.262 | 106.262 | -5066.00 | 1235192.00 |
| 177 | 2004.12.08 15:50 | close | 52 | 0.20 | 104.835 | 101.750 | 106.750 | -14898.00 | 1220294.00 |
| 178 | 2004.12.15 01:20 | buy | 60 | 0.20 | 105.518 | 0.000 | 0.000 | ||
| 179 | 2004.12.15 01:20 | modify | 60 | 0.20 | 105.518 | 101.718 | 106.718 | ||
| 180 | 2004.12.15 02:20 | buy | 61 | 0.20 | 105.002 | 0.000 | 0.000 | ||
| 181 | 2004.12.15 02:20 | modify | 61 | 0.20 | 105.002 | 101.202 | 106.202 | ||
| 182 | 2004.12.15 03:00 | close | 61 | 0.20 | 105.315 | 101.202 | 106.202 | 6260.00 | 1226554.00 |
| 183 | 2004.12.15 03:00 | close | 60 | 0.20 | 105.317 | 101.718 | 106.718 | -4020.00 | 1222534.00 |
| 184 | 2004.12.17 01:20 | buy | 62 | 0.20 | 104.624 | 0.000 | 0.000 | ||
| 185 | 2004.12.17 01:20 | modify | 62 | 0.20 | 104.624 | 100.824 | 105.824 | ||
| 186 | 2004.12.17 12:20 | buy | 63 | 0.20 | 104.132 | 0.000 | 0.000 | ||
| 187 | 2004.12.17 12:20 | modify | 63 | 0.20 | 104.132 | 100.332 | 105.332 | ||
| 188 | 2004.12.17 14:15 | close | 63 | 0.20 | 104.451 | 100.332 | 105.332 | 6380.00 | 1228914.00 |
| 189 | 2004.12.17 14:15 | close | 62 | 0.20 | 104.454 | 100.824 | 105.824 | -3400.00 | 1225514.00 |
| 190 | 2004.12.20 01:20 | buy | 64 | 0.20 | 104.159 | 0.000 | 0.000 | ||
| 191 | 2004.12.20 01:20 | modify | 64 | 0.20 | 104.159 | 100.359 | 105.359 | ||
| 192 | 2004.12.20 02:55 | close | 64 | 0.20 | 104.339 | 100.359 | 105.359 | 3600.00 | 1229114.00 |
| 193 | 2004.12.30 01:20 | buy | 65 | 0.20 | 103.789 | 0.000 | 0.000 | ||
| 194 | 2004.12.30 01:20 | modify | 65 | 0.20 | 103.789 | 99.989 | 104.989 | ||
| 195 | 2004.12.30 01:30 | close | 65 | 0.20 | 103.920 | 99.989 | 104.989 | 2620.00 | 1231734.00 |
| 196 | 2005.01.05 01:20 | buy | 66 | 0.20 | 104.374 | 0.000 | 0.000 | ||
| 197 | 2005.01.05 01:20 | modify | 66 | 0.20 | 104.374 | 100.574 | 105.574 | ||
| 198 | 2005.01.05 03:40 | close | 66 | 0.20 | 104.512 | 100.574 | 105.574 | 2760.00 | 1234494.00 |
| 199 | 2005.01.17 01:20 | buy | 67 | 0.20 | 102.005 | 0.000 | 0.000 | ||
| 200 | 2005.01.17 01:20 | modify | 67 | 0.20 | 102.005 | 98.205 | 103.205 | ||
| 201 | 2005.01.17 02:40 | close | 67 | 0.20 | 102.142 | 98.205 | 103.205 | 2740.00 | 1237234.00 |
| 202 | 2005.01.20 01:20 | buy | 68 | 0.20 | 102.871 | 0.000 | 0.000 | ||
| 203 | 2005.01.20 01:20 | modify | 68 | 0.20 | 102.871 | 99.071 | 104.071 | ||
| 204 | 2005.01.20 10:45 | close | 68 | 0.20 | 103.018 | 99.071 | 104.071 | 2940.00 | 1240174.00 |
| 205 | 2005.01.25 01:20 | buy | 69 | 0.20 | 102.580 | 0.000 | 0.000 | ||
| 206 | 2005.01.25 01:20 | modify | 69 | 0.20 | 102.580 | 98.780 | 103.780 | ||
| 207 | 2005.01.25 03:35 | close | 69 | 0.20 | 102.738 | 98.780 | 103.780 | 3160.00 | 1243334.00 |
| 208 | 2005.02.15 01:20 | buy | 70 | 0.20 | 105.040 | 0.000 | 0.000 | ||
| 209 | 2005.02.15 01:20 | modify | 70 | 0.20 | 105.040 | 101.240 | 106.240 | ||
| 210 | 2005.02.15 01:45 | close | 70 | 0.20 | 105.154 | 101.240 | 106.240 | 2280.00 | 1245614.00 |
| 211 | 2005.02.17 01:20 | buy | 71 | 0.20 | 105.405 | 0.000 | 0.000 | ||
| 212 | 2005.02.17 01:20 | modify | 71 | 0.20 | 105.405 | 101.605 | 106.605 | ||
| 213 | 2005.02.17 01:50 | close | 71 | 0.20 | 105.512 | 101.605 | 106.605 | 2140.00 | 1247754.00 |
| 214 | 2005.02.25 01:20 | buy | 72 | 0.20 | 105.431 | 0.000 | 0.000 | ||
| 215 | 2005.02.25 01:20 | modify | 72 | 0.20 | 105.431 | 101.631 | 106.631 | ||
| 216 | 2005.02.28 02:00 | buy | 73 | 0.20 | 104.834 | 0.000 | 0.000 | ||
| 217 | 2005.02.28 02:00 | modify | 73 | 0.20 | 104.834 | 101.034 | 106.034 | ||
| 218 | 2005.02.28 10:35 | buy | 74 | 0.20 | 104.346 | 0.000 | 0.000 | ||
| 219 | 2005.02.28 10:35 | modify | 74 | 0.20 | 104.346 | 100.546 | 105.546 | ||
| 220 | 2005.03.02 11:25 | close | 74 | 0.20 | 104.923 | 100.546 | 105.546 | 11488.00 | 1259242.00 |
| 221 | 2005.03.02 11:25 | close | 73 | 0.20 | 104.924 | 101.034 | 106.034 | 1748.00 | 1260990.00 |
| 222 | 2005.03.02 11:25 | close | 72 | 0.20 | 104.915 | 101.631 | 106.631 | -10398.00 | 1250592.00 |
| 223 | 2005.03.15 02:00 | buy | 75 | 0.20 | 104.977 | 0.000 | 0.000 | ||
| 224 | 2005.03.15 02:00 | modify | 75 | 0.20 | 104.977 | 101.177 | 106.177 | ||
| 225 | 2005.03.15 13:45 | buy | 76 | 0.20 | 104.485 | 0.000 | 0.000 | ||
| 226 | 2005.03.15 13:45 | modify | 76 | 0.20 | 104.485 | 100.685 | 105.685 | ||
| 227 | 2005.03.16 15:45 | buy | 77 | 0.20 | 103.931 | 0.000 | 0.000 | ||
| 228 | 2005.03.16 15:45 | modify | 77 | 0.20 | 103.931 | 100.131 | 105.131 | ||
| 229 | 2005.03.17 15:25 | close | 77 | 0.20 | 104.556 | 100.131 | 105.131 | 12422.00 | 1263014.00 |
| 230 | 2005.03.17 15:25 | close | 76 | 0.20 | 104.559 | 100.685 | 105.685 | 1376.00 | 1264390.00 |
| 231 | 2005.03.17 15:25 | close | 75 | 0.20 | 104.565 | 101.177 | 106.177 | -8344.00 | 1256046.00 |
| 232 | 2005.03.25 02:00 | buy | 78 | 0.20 | 106.401 | 0.000 | 0.000 | ||
| 233 | 2005.03.25 02:00 | modify | 78 | 0.20 | 106.401 | 102.601 | 107.601 | ||
| 234 | 2005.03.28 01:30 | close | 78 | 0.20 | 106.517 | 102.601 | 107.601 | 2294.00 | 1258340.00 |
| 235 | 2005.03.30 02:00 | buy | 79 | 0.20 | 107.518 | 0.000 | 0.000 | ||
| 236 | 2005.03.30 02:00 | modify | 79 | 0.20 | 107.518 | 103.718 | 108.718 | ||
| 237 | 2005.03.30 13:50 | close | 79 | 0.20 | 107.627 | 103.718 | 108.718 | 2180.00 | 1260520.00 |
| 238 | 2005.04.05 02:00 | buy | 80 | 0.20 | 108.301 | 0.000 | 0.000 | ||
| 239 | 2005.04.05 02:00 | modify | 80 | 0.20 | 108.301 | 104.501 | 109.501 | ||
| 240 | 2005.04.05 04:20 | close | 80 | 0.20 | 108.412 | 104.501 | 109.501 | 2220.00 | 1262740.00 |
| 241 | 2005.04.15 02:00 | buy | 81 | 0.20 | 108.315 | 0.000 | 0.000 | ||
| 242 | 2005.04.15 02:00 | modify | 81 | 0.20 | 108.315 | 104.515 | 109.515 | ||
| 243 | 2005.04.15 07:55 | close | 81 | 0.20 | 108.453 | 104.515 | 109.515 | 2760.00 | 1265500.00 |
| 244 | 2005.04.20 02:00 | buy | 82 | 0.20 | 106.866 | 0.000 | 0.000 | ||
| 245 | 2005.04.20 02:00 | modify | 82 | 0.20 | 106.866 | 103.066 | 108.066 | ||
| 246 | 2005.04.20 11:15 | close | 82 | 0.20 | 106.970 | 103.066 | 108.066 | 2080.00 | 1267580.00 |
| 247 | 2005.04.25 02:00 | buy | 83 | 0.20 | 105.644 | 0.000 | 0.000 | ||
| 248 | 2005.04.25 02:00 | modify | 83 | 0.20 | 105.644 | 101.844 | 106.844 | ||
| 249 | 2005.04.25 03:10 | close | 83 | 0.20 | 105.758 | 101.844 | 106.844 | 2280.00 | 1269860.00 |
| 250 | 2005.05.05 02:00 | buy | 84 | 0.20 | 104.514 | 0.000 | 0.000 | ||
| 251 | 2005.05.05 02:00 | modify | 84 | 0.20 | 104.514 | 100.714 | 105.714 | ||
| 252 | 2005.05.05 04:20 | close | 84 | 0.20 | 104.613 | 100.714 | 105.714 | 1980.00 | 1271840.00 |
| 253 | 2005.05.17 02:00 | buy | 85 | 0.20 | 106.843 | 0.000 | 0.000 | ||
| 254 | 2005.05.17 02:00 | modify | 85 | 0.20 | 106.843 | 103.043 | 108.043 | ||
| 255 | 2005.05.17 04:55 | close | 85 | 0.20 | 106.964 | 103.043 | 108.043 | 2420.00 | 1274260.00 |
| 256 | 2005.05.20 02:00 | buy | 86 | 0.20 | 107.602 | 0.000 | 0.000 | ||
| 257 | 2005.05.20 02:00 | modify | 86 | 0.20 | 107.602 | 103.802 | 108.802 | ||
| 258 | 2005.05.20 03:20 | close | 86 | 0.20 | 107.710 | 103.802 | 108.802 | 2160.00 | 1276420.00 |
| 259 | 2005.05.25 02:00 | buy | 87 | 0.20 | 107.646 | 0.000 | 0.000 | ||
| 260 | 2005.05.25 02:00 | modify | 87 | 0.20 | 107.646 | 103.846 | 108.846 | ||
| 261 | 2005.05.25 14:00 | close | 87 | 0.20 | 107.772 | 103.846 | 108.846 | 2520.00 | 1278940.00 |
| 262 | 2005.05.30 02:00 | buy | 88 | 0.20 | 108.079 | 0.000 | 0.000 | ||
| 263 | 2005.05.30 02:00 | modify | 88 | 0.20 | 108.079 | 104.279 | 109.279 | ||
| 264 | 2005.05.31 04:35 | close | 88 | 0.20 | 108.233 | 104.279 | 109.279 | 3054.00 | 1281994.00 |
| 265 | 2005.06.15 02:00 | buy | 89 | 0.20 | 109.417 | 0.000 | 0.000 | ||
| 266 | 2005.06.15 02:00 | modify | 89 | 0.20 | 109.417 | 105.617 | 110.617 | ||
| 267 | 2005.06.15 15:30 | close | 89 | 0.20 | 109.521 | 105.617 | 110.617 | 2080.00 | 1284074.00 |
| 268 | 2005.06.17 02:00 | buy | 90 | 0.20 | 109.004 | 0.000 | 0.000 | ||
| 269 | 2005.06.17 02:00 | modify | 90 | 0.20 | 109.004 | 105.204 | 110.204 | ||
| 270 | 2005.06.20 16:20 | close | 90 | 0.20 | 109.220 | 105.204 | 110.204 | 4294.00 | 1288368.00 |
| 271 | 2005.06.30 02:00 | buy | 91 | 0.20 | 110.464 | 0.000 | 0.000 | ||
| 272 | 2005.06.30 02:00 | modify | 91 | 0.20 | 110.464 | 106.664 | 111.664 | ||
| 273 | 2005.06.30 12:45 | close | 91 | 0.20 | 110.576 | 106.664 | 111.664 | 2240.00 | 1290608.00 |
| 274 | 2005.07.05 02:00 | buy | 92 | 0.20 | 111.584 | 0.000 | 0.000 | ||
| 275 | 2005.07.05 02:00 | modify | 92 | 0.20 | 111.584 | 107.784 | 112.784 | ||
| 276 | 2005.07.05 08:40 | close | 92 | 0.20 | 111.752 | 107.784 | 112.784 | 3360.00 | 1293968.00 |
| 277 | 2005.07.15 02:00 | buy | 93 | 0.20 | 112.313 | 0.000 | 0.000 | ||
| 278 | 2005.07.15 02:00 | modify | 93 | 0.20 | 112.313 | 108.513 | 113.513 | ||
| 279 | 2005.07.15 11:00 | buy | 94 | 0.20 | 111.804 | 0.000 | 0.000 | ||
| 280 | 2005.07.15 11:00 | modify | 94 | 0.20 | 111.804 | 108.004 | 113.004 | ||
| 281 | 2005.07.15 15:40 | close | 94 | 0.20 | 112.202 | 108.004 | 113.004 | 7960.00 | 1301928.00 |
| 282 | 2005.07.15 15:40 | close | 93 | 0.20 | 112.200 | 108.513 | 113.513 | -2260.00 | 1299668.00 |
| 283 | 2005.07.20 02:00 | buy | 95 | 0.20 | 112.895 | 0.000 | 0.000 | ||
| 284 | 2005.07.20 02:00 | modify | 95 | 0.20 | 112.895 | 109.095 | 114.095 | ||
| 285 | 2005.07.20 05:40 | close | 95 | 0.20 | 113.027 | 109.095 | 114.095 | 2640.00 | 1302308.00 |
| 286 | 2005.07.25 02:00 | buy | 96 | 0.20 | 111.641 | 0.000 | 0.000 | ||
| 287 | 2005.07.25 02:00 | modify | 96 | 0.20 | 111.641 | 107.841 | 112.841 | ||
| 288 | 2005.07.25 09:50 | close | 96 | 0.20 | 111.776 | 107.841 | 112.841 | 2700.00 | 1305008.00 |
| 289 | 2005.08.05 02:00 | buy | 97 | 0.20 | 111.267 | 0.000 | 0.000 | ||
| 290 | 2005.08.05 02:00 | modify | 97 | 0.20 | 111.267 | 107.467 | 112.467 | ||
| 291 | 2005.08.05 05:35 | close | 97 | 0.20 | 111.440 | 107.467 | 112.467 | 3460.00 | 1308468.00 |
| 292 | 2005.08.15 02:00 | buy | 98 | 0.20 | 109.370 | 0.000 | 0.000 | ||
| 293 | 2005.08.15 02:00 | modify | 98 | 0.20 | 109.370 | 105.570 | 110.570 | ||
| 294 | 2005.08.15 03:10 | close | 98 | 0.20 | 109.502 | 105.570 | 110.570 | 2640.00 | 1311108.00 |
| 295 | 2005.08.17 02:00 | buy | 99 | 0.20 | 109.624 | 0.000 | 0.000 | ||
| 296 | 2005.08.17 02:00 | modify | 99 | 0.20 | 109.624 | 105.824 | 110.824 | ||
| 297 | 2005.08.17 09:10 | close | 99 | 0.20 | 109.750 | 105.824 | 110.824 | 2520.00 | 1313628.00 |
| 298 | 2005.08.25 02:00 | buy | 100 | 0.20 | 110.245 | 0.000 | 0.000 | ||
| 299 | 2005.08.25 02:00 | modify | 100 | 0.20 | 110.245 | 106.445 | 111.445 | ||
| 300 | 2005.08.25 02:20 | close | 100 | 0.20 | 110.353 | 106.445 | 111.445 | 2160.00 | 1315788.00 |