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 |
| 3001 | 2019.09.30 02:00 | buy | 1001 | 0.20 | 107.887 | 0.000 | 0.000 | ||
| 3002 | 2019.09.30 02:00 | modify | 1001 | 0.20 | 107.887 | 104.087 | 109.087 | ||
| 3003 | 2019.09.30 04:10 | close | 1001 | 0.20 | 107.990 | 104.087 | 109.087 | 2060.00 | 3731986.00 |
| 3004 | 2019.10.15 02:00 | buy | 1002 | 0.20 | 108.372 | 0.000 | 0.000 | ||
| 3005 | 2019.10.15 02:00 | modify | 1002 | 0.20 | 108.372 | 104.572 | 109.572 | ||
| 3006 | 2019.10.15 17:30 | close | 1002 | 0.20 | 108.492 | 104.572 | 109.572 | 2400.00 | 3734386.00 |
| 3007 | 2019.10.17 02:00 | buy | 1003 | 0.20 | 108.702 | 0.000 | 0.000 | ||
| 3008 | 2019.10.17 02:00 | modify | 1003 | 0.20 | 108.702 | 104.902 | 109.902 | ||
| 3009 | 2019.10.17 04:50 | close | 1003 | 0.20 | 108.814 | 104.902 | 109.902 | 2240.00 | 3736626.00 |
| 3010 | 2019.10.25 02:00 | buy | 1004 | 0.20 | 108.634 | 0.000 | 0.000 | ||
| 3011 | 2019.10.25 02:00 | modify | 1004 | 0.20 | 108.634 | 104.834 | 109.834 | ||
| 3012 | 2019.10.25 19:00 | close | 1004 | 0.20 | 108.749 | 104.834 | 109.834 | 2300.00 | 3738926.00 |
| 3013 | 2019.10.30 02:00 | buy | 1005 | 0.20 | 108.879 | 0.000 | 0.000 | ||
| 3014 | 2019.10.30 02:00 | modify | 1005 | 0.20 | 108.879 | 105.079 | 110.079 | ||
| 3015 | 2019.10.30 21:25 | close | 1005 | 0.20 | 108.983 | 105.079 | 110.079 | 2080.00 | 3741006.00 |
| 3016 | 2019.11.05 01:20 | buy | 1006 | 0.20 | 108.609 | 0.000 | 0.000 | ||
| 3017 | 2019.11.05 01:20 | modify | 1006 | 0.20 | 108.609 | 104.809 | 109.809 | ||
| 3018 | 2019.11.05 01:35 | close | 1006 | 0.20 | 108.723 | 104.809 | 109.809 | 2280.00 | 3743286.00 |
| 3019 | 2019.11.15 01:20 | buy | 1007 | 0.20 | 108.389 | 0.000 | 0.000 | ||
| 3020 | 2019.11.15 01:20 | modify | 1007 | 0.20 | 108.389 | 104.589 | 109.589 | ||
| 3021 | 2019.11.15 01:55 | close | 1007 | 0.20 | 108.494 | 104.589 | 109.589 | 2100.00 | 3745386.00 |
| 3022 | 2019.11.20 01:20 | buy | 1008 | 0.20 | 108.439 | 0.000 | 0.000 | ||
| 3023 | 2019.11.20 01:20 | modify | 1008 | 0.20 | 108.439 | 104.639 | 109.639 | ||
| 3024 | 2019.11.20 02:40 | close | 1008 | 0.20 | 108.539 | 104.639 | 109.639 | 2000.00 | 3747386.00 |
| 3025 | 2019.11.25 01:20 | buy | 1009 | 0.20 | 108.705 | 0.000 | 0.000 | ||
| 3026 | 2019.11.25 01:20 | modify | 1009 | 0.20 | 108.705 | 104.905 | 109.905 | ||
| 3027 | 2019.11.25 07:45 | close | 1009 | 0.20 | 108.822 | 104.905 | 109.905 | 2340.00 | 3749726.00 |
| 3028 | 2019.12.05 01:20 | buy | 1010 | 0.20 | 108.852 | 0.000 | 0.000 | ||
| 3029 | 2019.12.05 01:20 | modify | 1010 | 0.20 | 108.852 | 105.052 | 110.052 | ||
| 3030 | 2019.12.05 12:30 | close | 1010 | 0.20 | 108.955 | 105.052 | 110.052 | 2060.00 | 3751786.00 |
| 3031 | 2019.12.17 01:20 | buy | 1011 | 0.20 | 109.614 | 0.000 | 0.000 | ||
| 3032 | 2019.12.17 01:20 | modify | 1011 | 0.20 | 109.614 | 105.814 | 110.814 | ||
| 3033 | 2019.12.30 04:50 | buy | 1012 | 0.20 | 109.122 | 0.000 | 0.000 | ||
| 3034 | 2019.12.30 04:50 | modify | 1012 | 0.20 | 109.122 | 105.322 | 110.322 | ||
| 3035 | 2019.12.31 11:10 | buy | 1013 | 0.20 | 108.607 | 0.000 | 0.000 | ||
| 3036 | 2019.12.31 11:10 | modify | 1013 | 0.20 | 108.607 | 104.807 | 109.807 | ||
| 3037 | 2020.01.03 04:30 | buy | 1014 | 0.20 | 108.072 | 0.000 | 0.000 | ||
| 3038 | 2020.01.03 04:30 | modify | 1014 | 0.20 | 108.072 | 104.272 | 109.272 | ||
| 3039 | 2020.01.08 18:40 | close | 1014 | 0.20 | 108.930 | 104.272 | 109.272 | 17082.00 | 3768868.00 |
| 3040 | 2020.01.08 18:40 | close | 1013 | 0.20 | 108.937 | 104.807 | 109.807 | 6392.00 | 3775260.00 |
| 3041 | 2020.01.08 18:40 | close | 1012 | 0.20 | 108.939 | 105.322 | 110.322 | -3894.00 | 3771366.00 |
| 3042 | 2020.01.08 18:40 | close | 1011 | 0.20 | 108.932 | 105.814 | 110.814 | -14212.00 | 3757154.00 |
| 3043 | 2020.01.15 01:20 | buy | 1015 | 0.20 | 109.981 | 0.000 | 0.000 | ||
| 3044 | 2020.01.15 01:20 | modify | 1015 | 0.20 | 109.981 | 106.181 | 111.181 | ||
| 3045 | 2020.01.16 16:35 | close | 1015 | 0.20 | 110.133 | 106.181 | 111.181 | 2962.00 | 3760116.00 |
| 3046 | 2020.01.17 01:20 | buy | 1016 | 0.20 | 110.233 | 0.000 | 0.000 | ||
| 3047 | 2020.01.17 01:20 | modify | 1016 | 0.20 | 110.233 | 106.433 | 111.433 | ||
| 3048 | 2020.01.23 01:35 | buy | 1017 | 0.20 | 109.725 | 0.000 | 0.000 | ||
| 3049 | 2020.01.23 01:35 | modify | 1017 | 0.20 | 109.725 | 105.925 | 110.925 | ||
| 3050 | 2020.01.24 21:20 | buy | 1018 | 0.20 | 109.228 | 0.000 | 0.000 | ||
| 3051 | 2020.01.24 21:20 | modify | 1018 | 0.20 | 109.228 | 105.428 | 110.428 | ||
| 3052 | 2020.01.30 18:00 | buy | 1019 | 0.20 | 108.682 | 0.000 | 0.000 | ||
| 3053 | 2020.01.30 18:00 | modify | 1019 | 0.20 | 108.682 | 104.882 | 109.882 | ||
| 3054 | 2020.02.04 20:40 | close | 1019 | 0.20 | 109.511 | 104.882 | 109.882 | 16502.00 | 3776618.00 |
| 3055 | 2020.02.04 20:40 | close | 1018 | 0.20 | 109.515 | 105.428 | 110.428 | 5506.00 | 3782124.00 |
| 3056 | 2020.02.04 20:40 | close | 1017 | 0.20 | 109.509 | 105.925 | 110.925 | -4580.00 | 3777544.00 |
| 3057 | 2020.02.04 20:40 | close | 1016 | 0.20 | 109.512 | 106.433 | 111.433 | -14836.00 | 3762708.00 |
| 3058 | 2020.02.05 01:20 | buy | 1020 | 0.20 | 109.472 | 0.000 | 0.000 | ||
| 3059 | 2020.02.05 01:20 | modify | 1020 | 0.20 | 109.472 | 105.672 | 110.672 | ||
| 3060 | 2020.02.05 10:40 | close | 1020 | 0.20 | 109.682 | 105.672 | 110.672 | 4200.00 | 3766908.00 |
| 3061 | 2020.02.17 01:20 | buy | 1021 | 0.20 | 109.815 | 0.000 | 0.000 | ||
| 3062 | 2020.02.17 01:20 | modify | 1021 | 0.20 | 109.815 | 106.015 | 111.015 | ||
| 3063 | 2020.02.17 16:55 | close | 1021 | 0.20 | 109.910 | 106.015 | 111.015 | 1900.00 | 3768808.00 |
| 3064 | 2020.02.20 01:20 | buy | 1022 | 0.20 | 111.280 | 0.000 | 0.000 | ||
| 3065 | 2020.02.20 01:20 | modify | 1022 | 0.20 | 111.280 | 107.480 | 112.480 | ||
| 3066 | 2020.02.20 05:10 | close | 1022 | 0.20 | 111.412 | 107.480 | 112.480 | 2640.00 | 3771448.00 |
| 3067 | 2020.02.25 01:20 | buy | 1023 | 0.20 | 110.805 | 0.000 | 0.000 | ||
| 3068 | 2020.02.25 01:20 | modify | 1023 | 0.20 | 110.805 | 107.005 | 112.005 | ||
| 3069 | 2020.02.25 02:05 | close | 1023 | 0.20 | 110.907 | 107.005 | 112.005 | 2040.00 | 3773488.00 |
| 3070 | 2020.03.05 01:20 | buy | 1024 | 0.20 | 107.551 | 0.000 | 0.000 | ||
| 3071 | 2020.03.05 01:20 | modify | 1024 | 0.20 | 107.551 | 103.751 | 108.751 | ||
| 3072 | 2020.03.05 01:55 | close | 1024 | 0.20 | 107.683 | 103.751 | 108.751 | 2640.00 | 3776128.00 |
| 3073 | 2020.03.17 02:00 | buy | 1025 | 0.20 | 106.304 | 0.000 | 0.000 | ||
| 3074 | 2020.03.17 02:00 | modify | 1025 | 0.20 | 106.304 | 102.504 | 107.504 | ||
| 3075 | 2020.03.17 03:45 | close | 1025 | 0.20 | 106.430 | 102.504 | 107.504 | 2520.00 | 3778648.00 |
| 3076 | 2020.03.20 02:00 | buy | 1026 | 0.20 | 110.868 | 0.000 | 0.000 | ||
| 3077 | 2020.03.20 02:00 | modify | 1026 | 0.20 | 110.868 | 107.068 | 112.068 | ||
| 3078 | 2020.03.20 02:20 | close | 1026 | 0.20 | 110.991 | 107.068 | 112.068 | 2460.00 | 3781108.00 |
| 3079 | 2020.03.25 02:00 | buy | 1027 | 0.20 | 111.220 | 0.000 | 0.000 | ||
| 3080 | 2020.03.25 02:00 | modify | 1027 | 0.20 | 111.220 | 107.420 | 112.420 | ||
| 3081 | 2020.03.25 08:05 | close | 1027 | 0.20 | 111.368 | 107.420 | 112.420 | 2960.00 | 3784068.00 |
| 3082 | 2020.03.30 02:00 | buy | 1028 | 0.20 | 107.669 | 0.000 | 0.000 | ||
| 3083 | 2020.03.30 02:00 | modify | 1028 | 0.20 | 107.669 | 103.869 | 108.869 | ||
| 3084 | 2020.03.30 05:20 | buy | 1029 | 0.20 | 107.158 | 0.000 | 0.000 | ||
| 3085 | 2020.03.30 05:20 | modify | 1029 | 0.20 | 107.158 | 103.358 | 108.358 | ||
| 3086 | 2020.03.30 06:30 | close | 1029 | 0.20 | 107.467 | 103.358 | 108.358 | 6180.00 | 3790248.00 |
| 3087 | 2020.03.30 06:30 | close | 1028 | 0.20 | 107.473 | 103.869 | 108.869 | -3920.00 | 3786328.00 |
| 3088 | 2020.04.15 02:00 | buy | 1030 | 0.20 | 107.190 | 0.000 | 0.000 | ||
| 3089 | 2020.04.15 02:00 | modify | 1030 | 0.20 | 107.190 | 103.390 | 108.390 | ||
| 3090 | 2020.04.15 10:55 | close | 1030 | 0.20 | 107.332 | 103.390 | 108.390 | 2840.00 | 3789168.00 |
| 3091 | 2020.04.17 02:00 | buy | 1031 | 0.20 | 107.979 | 0.000 | 0.000 | ||
| 3092 | 2020.04.17 02:00 | modify | 1031 | 0.20 | 107.979 | 104.179 | 109.179 | ||
| 3093 | 2020.04.17 15:30 | buy | 1032 | 0.20 | 107.480 | 0.000 | 0.000 | ||
| 3094 | 2020.04.17 15:30 | modify | 1032 | 0.20 | 107.480 | 103.680 | 108.680 | ||
| 3095 | 2020.04.20 03:20 | close | 1032 | 0.20 | 107.780 | 103.680 | 108.680 | 5974.00 | 3795142.00 |
| 3096 | 2020.04.20 03:20 | close | 1031 | 0.20 | 107.779 | 104.179 | 109.179 | -4026.00 | 3791116.00 |
| 3097 | 2020.04.30 02:00 | buy | 1033 | 0.20 | 106.593 | 0.000 | 0.000 | ||
| 3098 | 2020.04.30 02:00 | modify | 1033 | 0.20 | 106.593 | 102.793 | 107.793 | ||
| 3099 | 2020.04.30 03:30 | close | 1033 | 0.20 | 106.712 | 102.793 | 107.793 | 2380.00 | 3793496.00 |
| 3100 | 2020.05.05 02:00 | buy | 1034 | 0.20 | 106.697 | 0.000 | 0.000 | ||
| 3101 | 2020.05.05 02:00 | modify | 1034 | 0.20 | 106.697 | 102.897 | 107.897 | ||
| 3102 | 2020.05.05 11:45 | close | 1034 | 0.20 | 106.799 | 102.897 | 107.897 | 2040.00 | 3795536.00 |
| 3103 | 2020.05.15 02:00 | buy | 1035 | 0.20 | 107.253 | 0.000 | 0.000 | ||
| 3104 | 2020.05.15 02:00 | modify | 1035 | 0.20 | 107.253 | 103.453 | 108.453 | ||
| 3105 | 2020.05.15 03:00 | close | 1035 | 0.20 | 107.355 | 103.453 | 108.453 | 2040.00 | 3797576.00 |
| 3106 | 2020.05.20 02:00 | buy | 1036 | 0.20 | 107.832 | 0.000 | 0.000 | ||
| 3107 | 2020.05.20 02:00 | modify | 1036 | 0.20 | 107.832 | 104.032 | 109.032 | ||
| 3108 | 2020.05.20 03:35 | close | 1036 | 0.20 | 107.967 | 104.032 | 109.032 | 2700.00 | 3800276.00 |
| 3109 | 2020.05.25 02:00 | buy | 1037 | 0.20 | 107.692 | 0.000 | 0.000 | ||
| 3110 | 2020.05.25 02:00 | modify | 1037 | 0.20 | 107.692 | 103.892 | 108.892 | ||
| 3111 | 2020.05.26 04:10 | close | 1037 | 0.20 | 107.851 | 103.892 | 108.892 | 3154.00 | 3803430.00 |
| 3112 | 2020.06.05 02:00 | buy | 1038 | 0.20 | 109.155 | 0.000 | 0.000 | ||
| 3113 | 2020.06.05 02:00 | modify | 1038 | 0.20 | 109.155 | 105.355 | 110.355 | ||
| 3114 | 2020.06.05 08:55 | close | 1038 | 0.20 | 109.271 | 105.355 | 110.355 | 2320.00 | 3805750.00 |
| 3115 | 2020.06.15 02:00 | buy | 1039 | 0.20 | 107.468 | 0.000 | 0.000 | ||
| 3116 | 2020.06.15 02:00 | modify | 1039 | 0.20 | 107.468 | 103.668 | 108.668 | ||
| 3117 | 2020.06.16 06:00 | close | 1039 | 0.20 | 107.614 | 103.668 | 108.668 | 2894.00 | 3808644.00 |
| 3118 | 2020.06.17 02:00 | buy | 1040 | 0.20 | 107.381 | 0.000 | 0.000 | ||
| 3119 | 2020.06.17 02:00 | modify | 1040 | 0.20 | 107.381 | 103.581 | 108.581 | ||
| 3120 | 2020.06.18 03:00 | buy | 1041 | 0.20 | 106.879 | 0.000 | 0.000 | ||
| 3121 | 2020.06.18 03:00 | modify | 1041 | 0.20 | 106.879 | 103.079 | 108.079 | ||
| 3122 | 2020.06.23 05:45 | close | 1041 | 0.20 | 107.189 | 103.079 | 108.079 | 6122.00 | 3814766.00 |
| 3123 | 2020.06.23 05:45 | close | 1040 | 0.20 | 107.188 | 103.581 | 108.581 | -4016.00 | 3810750.00 |
| 3124 | 2020.06.25 02:00 | buy | 1042 | 0.20 | 107.057 | 0.000 | 0.000 | ||
| 3125 | 2020.06.25 02:00 | modify | 1042 | 0.20 | 107.057 | 103.257 | 108.257 | ||
| 3126 | 2020.06.25 05:40 | close | 1042 | 0.20 | 107.189 | 103.257 | 108.257 | 2640.00 | 3813390.00 |
| 3127 | 2020.06.30 02:00 | buy | 1043 | 0.20 | 107.565 | 0.000 | 0.000 | ||
| 3128 | 2020.06.30 02:00 | modify | 1043 | 0.20 | 107.565 | 103.765 | 108.765 | ||
| 3129 | 2020.06.30 03:55 | close | 1043 | 0.20 | 107.706 | 103.765 | 108.765 | 2820.00 | 3816210.00 |
| 3130 | 2020.07.15 02:00 | buy | 1044 | 0.20 | 107.275 | 0.000 | 0.000 | ||
| 3131 | 2020.07.15 02:00 | modify | 1044 | 0.20 | 107.275 | 103.475 | 108.475 | ||
| 3132 | 2020.07.15 15:55 | buy | 1045 | 0.20 | 106.773 | 0.000 | 0.000 | ||
| 3133 | 2020.07.15 15:55 | modify | 1045 | 0.20 | 106.773 | 102.973 | 107.973 | ||
| 3134 | 2020.07.16 12:45 | close | 1045 | 0.20 | 107.081 | 102.973 | 107.973 | 6082.00 | 3822292.00 |
| 3135 | 2020.07.16 12:45 | close | 1044 | 0.20 | 107.079 | 103.475 | 108.475 | -3998.00 | 3818294.00 |
| 3136 | 2020.07.17 02:00 | buy | 1046 | 0.20 | 107.318 | 0.000 | 0.000 | ||
| 3137 | 2020.07.17 02:00 | modify | 1046 | 0.20 | 107.318 | 103.518 | 108.518 | ||
| 3138 | 2020.07.20 03:55 | close | 1046 | 0.20 | 107.499 | 103.518 | 108.518 | 3594.00 | 3821888.00 |
| 3139 | 2020.07.30 02:00 | buy | 1047 | 0.20 | 104.971 | 0.000 | 0.000 | ||
| 3140 | 2020.07.30 02:00 | modify | 1047 | 0.20 | 104.971 | 101.171 | 106.171 | ||
| 3141 | 2020.07.30 03:20 | close | 1047 | 0.20 | 105.093 | 101.171 | 106.171 | 2440.00 | 3824328.00 |
| 3142 | 2020.08.05 02:00 | buy | 1048 | 0.20 | 105.783 | 0.000 | 0.000 | ||
| 3143 | 2020.08.05 02:00 | modify | 1048 | 0.20 | 105.783 | 101.983 | 106.983 | ||
| 3144 | 2020.08.07 17:05 | close | 1048 | 0.20 | 105.894 | 101.983 | 106.983 | 2116.00 | 3826444.00 |
| 3145 | 2020.08.17 02:00 | buy | 1049 | 0.20 | 106.612 | 0.000 | 0.000 | ||
| 3146 | 2020.08.17 02:00 | modify | 1049 | 0.20 | 106.612 | 102.812 | 107.812 | ||
| 3147 | 2020.08.17 17:15 | buy | 1050 | 0.20 | 106.103 | 0.000 | 0.000 | ||
| 3148 | 2020.08.17 17:15 | modify | 1050 | 0.20 | 106.103 | 102.303 | 107.303 | ||
| 3149 | 2020.08.18 06:05 | buy | 1051 | 0.20 | 105.597 | 0.000 | 0.000 | ||
| 3150 | 2020.08.18 06:05 | modify | 1051 | 0.20 | 105.597 | 101.797 | 106.797 | ||