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 |
| 2851 | 2018.12.17 01:20 | buy | 951 | 0.20 | 113.345 | 0.000 | 0.000 | ||
| 2852 | 2018.12.17 01:20 | modify | 951 | 0.20 | 113.345 | 109.545 | 114.545 | ||
| 2853 | 2018.12.17 03:35 | close | 951 | 0.20 | 113.445 | 109.545 | 114.545 | 2000.00 | 3632404.00 |
| 2854 | 2018.12.20 01:20 | buy | 952 | 0.20 | 112.395 | 0.000 | 0.000 | ||
| 2855 | 2018.12.20 01:20 | modify | 952 | 0.20 | 112.395 | 108.595 | 113.595 | ||
| 2856 | 2018.12.20 02:35 | close | 952 | 0.20 | 112.524 | 108.595 | 113.595 | 2580.00 | 3634984.00 |
| 2857 | 2018.12.25 01:20 | buy | 953 | 0.20 | 110.433 | 0.000 | 0.000 | ||
| 2858 | 2018.12.25 01:20 | modify | 953 | 0.20 | 110.433 | 106.633 | 111.633 | ||
| 2859 | 2018.12.26 02:45 | close | 953 | 0.20 | 110.545 | 106.633 | 111.633 | 2214.00 | 3637198.00 |
| 2860 | 2019.01.15 01:20 | buy | 954 | 0.20 | 108.196 | 0.000 | 0.000 | ||
| 2861 | 2019.01.15 01:20 | modify | 954 | 0.20 | 108.196 | 104.396 | 109.396 | ||
| 2862 | 2019.01.15 02:20 | close | 954 | 0.20 | 108.308 | 104.396 | 109.396 | 2240.00 | 3639438.00 |
| 2863 | 2019.01.17 01:20 | buy | 955 | 0.20 | 109.101 | 0.000 | 0.000 | ||
| 2864 | 2019.01.17 01:20 | modify | 955 | 0.20 | 109.101 | 105.301 | 110.301 | ||
| 2865 | 2019.01.17 21:45 | close | 955 | 0.20 | 109.353 | 105.301 | 110.301 | 5040.00 | 3644478.00 |
| 2866 | 2019.01.25 01:20 | buy | 956 | 0.20 | 109.524 | 0.000 | 0.000 | ||
| 2867 | 2019.01.25 01:20 | modify | 956 | 0.20 | 109.524 | 105.724 | 110.724 | ||
| 2868 | 2019.01.25 02:10 | close | 956 | 0.20 | 109.674 | 105.724 | 110.724 | 3000.00 | 3647478.00 |
| 2869 | 2019.01.30 01:20 | buy | 957 | 0.20 | 109.418 | 0.000 | 0.000 | ||
| 2870 | 2019.01.30 01:20 | modify | 957 | 0.20 | 109.418 | 105.618 | 110.618 | ||
| 2871 | 2019.01.30 15:25 | close | 957 | 0.20 | 109.531 | 105.618 | 110.618 | 2260.00 | 3649738.00 |
| 2872 | 2019.02.05 01:20 | buy | 958 | 0.20 | 109.950 | 0.000 | 0.000 | ||
| 2873 | 2019.02.05 01:20 | modify | 958 | 0.20 | 109.950 | 106.150 | 111.150 | ||
| 2874 | 2019.02.07 10:25 | close | 958 | 0.20 | 110.054 | 106.150 | 111.150 | 1976.00 | 3651714.00 |
| 2875 | 2019.02.15 01:20 | buy | 959 | 0.20 | 110.515 | 0.000 | 0.000 | ||
| 2876 | 2019.02.15 01:20 | modify | 959 | 0.20 | 110.515 | 106.715 | 111.715 | ||
| 2877 | 2019.02.15 15:40 | close | 959 | 0.20 | 110.616 | 106.715 | 111.715 | 2020.00 | 3653734.00 |
| 2878 | 2019.02.20 01:20 | buy | 960 | 0.20 | 110.583 | 0.000 | 0.000 | ||
| 2879 | 2019.02.20 01:20 | modify | 960 | 0.20 | 110.583 | 106.783 | 111.783 | ||
| 2880 | 2019.02.20 02:45 | close | 960 | 0.20 | 110.698 | 106.783 | 111.783 | 2300.00 | 3656034.00 |
| 2881 | 2019.02.25 01:20 | buy | 961 | 0.20 | 110.777 | 0.000 | 0.000 | ||
| 2882 | 2019.02.25 01:20 | modify | 961 | 0.20 | 110.777 | 106.977 | 111.977 | ||
| 2883 | 2019.02.25 17:55 | close | 961 | 0.20 | 110.900 | 106.977 | 111.977 | 2460.00 | 3658494.00 |
| 2884 | 2019.03.05 01:20 | buy | 962 | 0.20 | 111.745 | 0.000 | 0.000 | ||
| 2885 | 2019.03.05 01:20 | modify | 962 | 0.20 | 111.745 | 107.945 | 112.945 | ||
| 2886 | 2019.03.05 02:35 | close | 962 | 0.20 | 111.853 | 107.945 | 112.945 | 2160.00 | 3660654.00 |
| 2887 | 2019.03.15 02:00 | buy | 963 | 0.20 | 111.704 | 0.000 | 0.000 | ||
| 2888 | 2019.03.15 02:00 | modify | 963 | 0.20 | 111.704 | 107.904 | 112.904 | ||
| 2889 | 2019.03.15 03:40 | close | 963 | 0.20 | 111.804 | 107.904 | 112.904 | 2000.00 | 3662654.00 |
| 2890 | 2019.03.20 02:00 | buy | 964 | 0.20 | 111.367 | 0.000 | 0.000 | ||
| 2891 | 2019.03.20 02:00 | modify | 964 | 0.20 | 111.367 | 107.567 | 112.567 | ||
| 2892 | 2019.03.20 03:05 | close | 964 | 0.20 | 111.490 | 107.567 | 112.567 | 2460.00 | 3665114.00 |
| 2893 | 2019.03.25 02:00 | buy | 965 | 0.20 | 110.016 | 0.000 | 0.000 | ||
| 2894 | 2019.03.25 02:00 | modify | 965 | 0.20 | 110.016 | 106.216 | 111.216 | ||
| 2895 | 2019.03.25 02:35 | close | 965 | 0.20 | 110.133 | 106.216 | 111.216 | 2340.00 | 3667454.00 |
| 2896 | 2019.04.05 02:00 | buy | 966 | 0.20 | 111.638 | 0.000 | 0.000 | ||
| 2897 | 2019.04.05 02:00 | modify | 966 | 0.20 | 111.638 | 107.838 | 112.838 | ||
| 2898 | 2019.04.05 03:05 | close | 966 | 0.20 | 111.767 | 107.838 | 112.838 | 2580.00 | 3670034.00 |
| 2899 | 2019.04.15 02:00 | buy | 967 | 0.20 | 111.996 | 0.000 | 0.000 | ||
| 2900 | 2019.04.15 02:00 | modify | 967 | 0.20 | 111.996 | 108.196 | 113.196 | ||
| 2901 | 2019.04.17 03:10 | close | 967 | 0.20 | 112.103 | 108.196 | 113.196 | 2088.00 | 3672122.00 |
| 2902 | 2019.04.25 02:00 | buy | 968 | 0.20 | 112.106 | 0.000 | 0.000 | ||
| 2903 | 2019.04.25 02:00 | modify | 968 | 0.20 | 112.106 | 108.306 | 113.306 | ||
| 2904 | 2019.04.25 03:10 | close | 968 | 0.20 | 112.211 | 108.306 | 113.306 | 2100.00 | 3674222.00 |
| 2905 | 2019.04.30 02:00 | buy | 969 | 0.20 | 111.673 | 0.000 | 0.000 | ||
| 2906 | 2019.04.30 02:00 | modify | 969 | 0.20 | 111.673 | 107.873 | 112.873 | ||
| 2907 | 2019.05.01 17:05 | buy | 970 | 0.20 | 111.156 | 0.000 | 0.000 | ||
| 2908 | 2019.05.01 17:05 | modify | 970 | 0.20 | 111.156 | 107.356 | 112.356 | ||
| 2909 | 2019.05.01 21:40 | close | 970 | 0.20 | 111.487 | 107.356 | 112.356 | 6620.00 | 3680842.00 |
| 2910 | 2019.05.01 21:40 | close | 969 | 0.20 | 111.488 | 107.873 | 112.873 | -3726.00 | 3677116.00 |
| 2911 | 2019.05.15 02:00 | buy | 971 | 0.20 | 109.663 | 0.000 | 0.000 | ||
| 2912 | 2019.05.15 02:00 | modify | 971 | 0.20 | 109.663 | 105.863 | 110.863 | ||
| 2913 | 2019.05.16 15:40 | close | 971 | 0.20 | 109.767 | 105.863 | 110.863 | 2002.00 | 3679118.00 |
| 2914 | 2019.05.17 02:00 | buy | 972 | 0.20 | 109.870 | 0.000 | 0.000 | ||
| 2915 | 2019.05.17 02:00 | modify | 972 | 0.20 | 109.870 | 106.070 | 111.070 | ||
| 2916 | 2019.05.17 04:05 | close | 972 | 0.20 | 109.998 | 106.070 | 111.070 | 2560.00 | 3681678.00 |
| 2917 | 2019.05.20 02:00 | buy | 973 | 0.20 | 110.035 | 0.000 | 0.000 | ||
| 2918 | 2019.05.20 02:00 | modify | 973 | 0.20 | 110.035 | 106.235 | 111.235 | ||
| 2919 | 2019.05.20 02:55 | close | 973 | 0.20 | 110.194 | 106.235 | 111.235 | 3180.00 | 3684858.00 |
| 2920 | 2019.05.30 02:00 | buy | 974 | 0.20 | 109.594 | 0.000 | 0.000 | ||
| 2921 | 2019.05.30 02:00 | modify | 974 | 0.20 | 109.594 | 105.794 | 110.794 | ||
| 2922 | 2019.05.30 07:55 | close | 974 | 0.20 | 109.697 | 105.794 | 110.794 | 2060.00 | 3686918.00 |
| 2923 | 2019.06.05 02:00 | buy | 975 | 0.20 | 108.212 | 0.000 | 0.000 | ||
| 2924 | 2019.06.05 02:00 | modify | 975 | 0.20 | 108.212 | 104.412 | 109.412 | ||
| 2925 | 2019.06.05 12:30 | close | 975 | 0.20 | 108.322 | 104.412 | 109.412 | 2200.00 | 3689118.00 |
| 2926 | 2019.06.17 02:00 | buy | 976 | 0.20 | 108.548 | 0.000 | 0.000 | ||
| 2927 | 2019.06.17 02:00 | modify | 976 | 0.20 | 108.548 | 104.748 | 109.748 | ||
| 2928 | 2019.06.17 03:50 | close | 976 | 0.20 | 108.647 | 104.748 | 109.748 | 1980.00 | 3691098.00 |
| 2929 | 2019.06.20 02:00 | buy | 977 | 0.20 | 108.092 | 0.000 | 0.000 | ||
| 2930 | 2019.06.20 02:00 | modify | 977 | 0.20 | 108.092 | 104.292 | 109.292 | ||
| 2931 | 2019.06.20 04:30 | buy | 978 | 0.20 | 107.566 | 0.000 | 0.000 | ||
| 2932 | 2019.06.20 04:30 | modify | 978 | 0.20 | 107.566 | 103.766 | 108.766 | ||
| 2933 | 2019.06.21 06:05 | buy | 979 | 0.20 | 107.070 | 0.000 | 0.000 | ||
| 2934 | 2019.06.21 06:05 | modify | 979 | 0.20 | 107.070 | 103.270 | 108.270 | ||
| 2935 | 2019.06.21 17:15 | close | 979 | 0.20 | 107.674 | 103.270 | 108.270 | 12080.00 | 3703178.00 |
| 2936 | 2019.06.21 17:15 | close | 978 | 0.20 | 107.681 | 103.766 | 108.766 | 2274.00 | 3705452.00 |
| 2937 | 2019.06.21 17:15 | close | 977 | 0.20 | 107.682 | 104.292 | 109.292 | -8226.00 | 3697226.00 |
| 2938 | 2019.06.25 02:00 | buy | 980 | 0.20 | 107.334 | 0.000 | 0.000 | ||
| 2939 | 2019.06.25 02:00 | modify | 980 | 0.20 | 107.334 | 103.534 | 108.534 | ||
| 2940 | 2019.06.25 07:40 | buy | 981 | 0.20 | 106.801 | 0.000 | 0.000 | ||
| 2941 | 2019.06.25 07:40 | modify | 981 | 0.20 | 106.801 | 103.001 | 108.001 | ||
| 2942 | 2019.06.25 11:40 | close | 981 | 0.20 | 107.138 | 103.001 | 108.001 | 6740.00 | 3703966.00 |
| 2943 | 2019.06.25 11:40 | close | 980 | 0.20 | 107.137 | 103.534 | 108.534 | -3940.00 | 3700026.00 |
| 2944 | 2019.07.05 02:00 | buy | 982 | 0.20 | 107.810 | 0.000 | 0.000 | ||
| 2945 | 2019.07.05 02:00 | modify | 982 | 0.20 | 107.810 | 104.010 | 109.010 | ||
| 2946 | 2019.07.05 09:15 | close | 982 | 0.20 | 107.925 | 104.010 | 109.010 | 2300.00 | 3702326.00 |
| 2947 | 2019.07.15 02:00 | buy | 983 | 0.20 | 107.889 | 0.000 | 0.000 | ||
| 2948 | 2019.07.15 02:00 | modify | 983 | 0.20 | 107.889 | 104.089 | 109.089 | ||
| 2949 | 2019.07.15 05:30 | close | 983 | 0.20 | 108.042 | 104.089 | 109.089 | 3060.00 | 3705386.00 |
| 2950 | 2019.07.17 02:00 | buy | 984 | 0.20 | 108.239 | 0.000 | 0.000 | ||
| 2951 | 2019.07.17 02:00 | modify | 984 | 0.20 | 108.239 | 104.439 | 109.439 | ||
| 2952 | 2019.07.18 04:00 | buy | 985 | 0.20 | 107.733 | 0.000 | 0.000 | ||
| 2953 | 2019.07.18 04:00 | modify | 985 | 0.20 | 107.733 | 103.933 | 108.933 | ||
| 2954 | 2019.07.18 22:50 | buy | 986 | 0.20 | 107.229 | 0.000 | 0.000 | ||
| 2955 | 2019.07.18 22:50 | modify | 986 | 0.20 | 107.229 | 103.429 | 108.429 | ||
| 2956 | 2019.07.19 15:25 | close | 986 | 0.20 | 107.763 | 103.429 | 108.429 | 10654.00 | 3716040.00 |
| 2957 | 2019.07.19 15:25 | close | 985 | 0.20 | 107.771 | 103.933 | 108.933 | 734.00 | 3716774.00 |
| 2958 | 2019.07.19 15:25 | close | 984 | 0.20 | 107.764 | 104.439 | 109.439 | -9604.00 | 3707170.00 |
| 2959 | 2019.07.25 02:00 | buy | 987 | 0.20 | 108.167 | 0.000 | 0.000 | ||
| 2960 | 2019.07.25 02:00 | modify | 987 | 0.20 | 108.167 | 104.367 | 109.367 | ||
| 2961 | 2019.07.25 16:25 | close | 987 | 0.20 | 108.294 | 104.367 | 109.367 | 2540.00 | 3709710.00 |
| 2962 | 2019.07.30 02:00 | buy | 988 | 0.20 | 108.822 | 0.000 | 0.000 | ||
| 2963 | 2019.07.30 02:00 | modify | 988 | 0.20 | 108.822 | 105.022 | 110.022 | ||
| 2964 | 2019.07.30 03:10 | close | 988 | 0.20 | 108.926 | 105.022 | 110.022 | 2080.00 | 3711790.00 |
| 2965 | 2019.08.05 02:00 | buy | 989 | 0.20 | 106.636 | 0.000 | 0.000 | ||
| 2966 | 2019.08.05 02:00 | modify | 989 | 0.20 | 106.636 | 102.836 | 107.836 | ||
| 2967 | 2019.08.05 04:20 | buy | 990 | 0.20 | 106.063 | 0.000 | 0.000 | ||
| 2968 | 2019.08.05 04:20 | modify | 990 | 0.20 | 106.063 | 102.263 | 107.263 | ||
| 2969 | 2019.08.06 01:10 | buy | 991 | 0.20 | 105.552 | 0.000 | 0.000 | ||
| 2970 | 2019.08.06 01:10 | modify | 991 | 0.20 | 105.552 | 101.752 | 106.752 | ||
| 2971 | 2019.08.06 04:20 | close | 991 | 0.20 | 106.138 | 101.752 | 106.752 | 11720.00 | 3723510.00 |
| 2972 | 2019.08.06 04:20 | close | 990 | 0.20 | 106.139 | 102.263 | 107.263 | 1494.00 | 3725004.00 |
| 2973 | 2019.08.06 04:20 | close | 989 | 0.20 | 106.140 | 102.836 | 107.836 | -9946.00 | 3715058.00 |
| 2974 | 2019.08.15 02:00 | buy | 992 | 0.20 | 105.802 | 0.000 | 0.000 | ||
| 2975 | 2019.08.15 02:00 | modify | 992 | 0.20 | 105.802 | 102.002 | 107.002 | ||
| 2976 | 2019.08.15 03:00 | close | 992 | 0.20 | 105.918 | 102.002 | 107.002 | 2320.00 | 3717378.00 |
| 2977 | 2019.08.20 02:00 | buy | 993 | 0.20 | 106.622 | 0.000 | 0.000 | ||
| 2978 | 2019.08.20 02:00 | modify | 993 | 0.20 | 106.622 | 102.822 | 107.822 | ||
| 2979 | 2019.08.23 15:00 | close | 993 | 0.20 | 106.732 | 102.822 | 107.822 | 2070.00 | 3719448.00 |
| 2980 | 2019.08.30 02:00 | buy | 994 | 0.20 | 106.510 | 0.000 | 0.000 | ||
| 2981 | 2019.08.30 02:00 | modify | 994 | 0.20 | 106.510 | 102.710 | 107.710 | ||
| 2982 | 2019.09.02 00:40 | buy | 995 | 0.20 | 106.004 | 0.000 | 0.000 | ||
| 2983 | 2019.09.02 00:40 | modify | 995 | 0.20 | 106.004 | 102.204 | 107.204 | ||
| 2984 | 2019.09.02 12:30 | close | 995 | 0.20 | 106.344 | 102.204 | 107.204 | 6800.00 | 3726248.00 |
| 2985 | 2019.09.02 12:30 | close | 994 | 0.20 | 106.339 | 102.710 | 107.710 | -3446.00 | 3722802.00 |
| 2986 | 2019.09.05 02:00 | buy | 996 | 0.20 | 106.347 | 0.000 | 0.000 | ||
| 2987 | 2019.09.05 02:00 | modify | 996 | 0.20 | 106.347 | 102.547 | 107.547 | ||
| 2988 | 2019.09.05 03:45 | close | 996 | 0.20 | 106.458 | 102.547 | 107.547 | 2220.00 | 3725022.00 |
| 2989 | 2019.09.17 02:00 | buy | 997 | 0.20 | 108.126 | 0.000 | 0.000 | ||
| 2990 | 2019.09.17 02:00 | modify | 997 | 0.20 | 108.126 | 104.326 | 109.326 | ||
| 2991 | 2019.09.17 04:15 | close | 997 | 0.20 | 108.232 | 104.326 | 109.326 | 2120.00 | 3727142.00 |
| 2992 | 2019.09.20 02:00 | buy | 998 | 0.20 | 108.027 | 0.000 | 0.000 | ||
| 2993 | 2019.09.20 02:00 | modify | 998 | 0.20 | 108.027 | 104.227 | 109.227 | ||
| 2994 | 2019.09.23 11:00 | buy | 999 | 0.20 | 107.515 | 0.000 | 0.000 | ||
| 2995 | 2019.09.23 11:00 | modify | 999 | 0.20 | 107.515 | 103.715 | 108.715 | ||
| 2996 | 2019.09.24 22:25 | buy | 1000 | 0.20 | 107.002 | 0.000 | 0.000 | ||
| 2997 | 2019.09.24 22:25 | modify | 1000 | 0.20 | 107.002 | 103.202 | 108.202 | ||
| 2998 | 2019.09.25 17:10 | close | 1000 | 0.20 | 107.560 | 103.202 | 108.202 | 11134.00 | 3738276.00 |
| 2999 | 2019.09.25 17:10 | close | 999 | 0.20 | 107.566 | 103.715 | 108.715 | 968.00 | 3739244.00 |
| 3000 | 2019.09.25 17:10 | close | 998 | 0.20 | 107.565 | 104.227 | 109.227 | -9318.00 | 3729926.00 |