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 |
| 3151 | 2020.08.19 23:35 | close | 1051 | 0.20 | 106.139 | 101.797 | 106.797 | 10814.00 | 3837258.00 |
| 3152 | 2020.08.19 23:35 | close | 1050 | 0.20 | 106.143 | 102.303 | 107.303 | 748.00 | 3838006.00 |
| 3153 | 2020.08.19 23:35 | close | 1049 | 0.20 | 106.141 | 102.812 | 107.812 | -9472.00 | 3828534.00 |
| 3154 | 2020.08.20 02:00 | buy | 1052 | 0.20 | 105.983 | 0.000 | 0.000 | ||
| 3155 | 2020.08.20 02:00 | modify | 1052 | 0.20 | 105.983 | 102.183 | 107.183 | ||
| 3156 | 2020.08.20 02:55 | close | 1052 | 0.20 | 106.087 | 102.183 | 107.183 | 2080.00 | 3830614.00 |
| 3157 | 2020.08.25 02:00 | buy | 1053 | 0.20 | 105.960 | 0.000 | 0.000 | ||
| 3158 | 2020.08.25 02:00 | modify | 1053 | 0.20 | 105.960 | 102.160 | 107.160 | ||
| 3159 | 2020.08.25 09:45 | close | 1053 | 0.20 | 106.063 | 102.160 | 107.160 | 2060.00 | 3832674.00 |
| 3160 | 2020.09.15 02:00 | buy | 1054 | 0.20 | 105.729 | 0.000 | 0.000 | ||
| 3161 | 2020.09.15 02:00 | modify | 1054 | 0.20 | 105.729 | 101.929 | 106.929 | ||
| 3162 | 2020.09.16 11:10 | buy | 1055 | 0.20 | 105.228 | 0.000 | 0.000 | ||
| 3163 | 2020.09.16 11:10 | modify | 1055 | 0.20 | 105.228 | 101.428 | 106.428 | ||
| 3164 | 2020.09.17 10:40 | buy | 1056 | 0.20 | 104.709 | 0.000 | 0.000 | ||
| 3165 | 2020.09.17 10:40 | modify | 1056 | 0.20 | 104.709 | 100.909 | 105.909 | ||
| 3166 | 2020.09.21 10:15 | buy | 1057 | 0.20 | 104.176 | 0.000 | 0.000 | ||
| 3167 | 2020.09.21 10:15 | modify | 1057 | 0.20 | 104.176 | 100.376 | 105.376 | ||
| 3168 | 2020.09.22 18:20 | close | 1057 | 0.20 | 104.998 | 100.376 | 105.376 | 16414.00 | 3849088.00 |
| 3169 | 2020.09.22 18:20 | close | 1056 | 0.20 | 105.001 | 100.909 | 105.909 | 5762.00 | 3854850.00 |
| 3170 | 2020.09.22 18:20 | close | 1055 | 0.20 | 105.002 | 101.428 | 106.428 | -4676.00 | 3850174.00 |
| 3171 | 2020.09.22 18:20 | close | 1054 | 0.20 | 105.004 | 101.929 | 106.929 | -14682.00 | 3835492.00 |
| 3172 | 2020.09.25 02:00 | buy | 1058 | 0.20 | 105.423 | 0.000 | 0.000 | ||
| 3173 | 2020.09.25 02:00 | modify | 1058 | 0.20 | 105.423 | 101.623 | 106.623 | ||
| 3174 | 2020.09.25 03:55 | close | 1058 | 0.20 | 105.542 | 101.623 | 106.623 | 2380.00 | 3837872.00 |
| 3175 | 2020.09.30 02:00 | buy | 1059 | 0.20 | 105.656 | 0.000 | 0.000 | ||
| 3176 | 2020.09.30 02:00 | modify | 1059 | 0.20 | 105.656 | 101.856 | 106.856 | ||
| 3177 | 2020.09.30 03:55 | close | 1059 | 0.20 | 105.769 | 101.856 | 106.856 | 2260.00 | 3840132.00 |
| 3178 | 2020.10.05 02:00 | buy | 1060 | 0.20 | 105.522 | 0.000 | 0.000 | ||
| 3179 | 2020.10.05 02:00 | modify | 1060 | 0.20 | 105.522 | 101.722 | 106.722 | ||
| 3180 | 2020.10.05 10:00 | close | 1060 | 0.20 | 105.628 | 101.722 | 106.722 | 2120.00 | 3842252.00 |
| 3181 | 2020.10.15 02:00 | buy | 1061 | 0.20 | 105.192 | 0.000 | 0.000 | ||
| 3182 | 2020.10.15 02:00 | modify | 1061 | 0.20 | 105.192 | 101.392 | 106.392 | ||
| 3183 | 2020.10.15 09:40 | close | 1061 | 0.20 | 105.312 | 101.392 | 106.392 | 2400.00 | 3844652.00 |
| 3184 | 2020.10.20 02:00 | buy | 1062 | 0.20 | 105.463 | 0.000 | 0.000 | ||
| 3185 | 2020.10.20 02:00 | modify | 1062 | 0.20 | 105.463 | 101.663 | 106.663 | ||
| 3186 | 2020.10.20 03:20 | close | 1062 | 0.20 | 105.588 | 101.663 | 106.663 | 2500.00 | 3847152.00 |
| 3187 | 2020.10.30 02:00 | buy | 1063 | 0.20 | 104.621 | 0.000 | 0.000 | ||
| 3188 | 2020.10.30 02:00 | modify | 1063 | 0.20 | 104.621 | 100.821 | 105.821 | ||
| 3189 | 2020.11.02 02:35 | close | 1063 | 0.20 | 104.728 | 100.821 | 105.821 | 2114.00 | 3849266.00 |
| 3190 | 2020.11.05 01:20 | buy | 1064 | 0.20 | 104.482 | 0.000 | 0.000 | ||
| 3191 | 2020.11.05 01:20 | modify | 1064 | 0.20 | 104.482 | 100.682 | 105.682 | ||
| 3192 | 2020.11.05 14:45 | buy | 1065 | 0.20 | 103.872 | 0.000 | 0.000 | ||
| 3193 | 2020.11.05 14:45 | modify | 1065 | 0.20 | 103.872 | 100.072 | 105.072 | ||
| 3194 | 2020.11.06 05:50 | buy | 1066 | 0.20 | 103.372 | 0.000 | 0.000 | ||
| 3195 | 2020.11.06 05:50 | modify | 1066 | 0.20 | 103.372 | 99.572 | 104.572 | ||
| 3196 | 2020.11.09 13:50 | close | 1066 | 0.20 | 103.965 | 99.572 | 104.572 | 11834.00 | 3861100.00 |
| 3197 | 2020.11.09 13:50 | close | 1065 | 0.20 | 103.966 | 100.072 | 105.072 | 1828.00 | 3862928.00 |
| 3198 | 2020.11.09 13:50 | close | 1064 | 0.20 | 103.969 | 100.682 | 105.682 | -10312.00 | 3852616.00 |
| 3199 | 2020.11.17 01:20 | buy | 1067 | 0.20 | 104.543 | 0.000 | 0.000 | ||
| 3200 | 2020.11.17 01:20 | modify | 1067 | 0.20 | 104.543 | 100.743 | 105.743 | ||
| 3201 | 2020.11.18 07:25 | buy | 1068 | 0.20 | 104.043 | 0.000 | 0.000 | ||
| 3202 | 2020.11.18 07:25 | modify | 1068 | 0.20 | 104.043 | 100.243 | 105.243 | ||
| 3203 | 2020.11.23 18:00 | close | 1068 | 0.20 | 104.480 | 100.243 | 105.243 | 8610.00 | 3861226.00 |
| 3204 | 2020.11.23 18:00 | close | 1067 | 0.20 | 104.481 | 100.743 | 105.743 | -1396.00 | 3859830.00 |
| 3205 | 2020.11.25 01:20 | buy | 1069 | 0.20 | 104.529 | 0.000 | 0.000 | ||
| 3206 | 2020.11.25 01:20 | modify | 1069 | 0.20 | 104.529 | 100.729 | 105.729 | ||
| 3207 | 2020.11.27 03:40 | buy | 1070 | 0.20 | 104.023 | 0.000 | 0.000 | ||
| 3208 | 2020.11.27 03:40 | modify | 1070 | 0.20 | 104.023 | 100.223 | 105.223 | ||
| 3209 | 2020.11.30 18:15 | close | 1070 | 0.20 | 104.325 | 100.223 | 105.223 | 6014.00 | 3865844.00 |
| 3210 | 2020.11.30 18:15 | close | 1069 | 0.20 | 104.332 | 100.729 | 105.729 | -4070.00 | 3861774.00 |
| 3211 | 2020.12.15 01:20 | buy | 1071 | 0.20 | 104.030 | 0.000 | 0.000 | ||
| 3212 | 2020.12.15 01:20 | modify | 1071 | 0.20 | 104.030 | 100.230 | 105.230 | ||
| 3213 | 2020.12.15 05:40 | close | 1071 | 0.20 | 104.136 | 100.230 | 105.230 | 2120.00 | 3863894.00 |
| 3214 | 2020.12.17 01:20 | buy | 1072 | 0.20 | 103.503 | 0.000 | 0.000 | ||
| 3215 | 2020.12.17 01:20 | modify | 1072 | 0.20 | 103.503 | 99.703 | 104.703 | ||
| 3216 | 2020.12.17 15:55 | buy | 1073 | 0.20 | 103.000 | 0.000 | 0.000 | ||
| 3217 | 2020.12.17 15:55 | modify | 1073 | 0.20 | 103.000 | 99.200 | 104.200 | ||
| 3218 | 2020.12.18 03:20 | close | 1073 | 0.20 | 103.317 | 99.200 | 104.200 | 6314.00 | 3870208.00 |
| 3219 | 2020.12.18 03:20 | close | 1072 | 0.20 | 103.319 | 99.703 | 104.703 | -3706.00 | 3866502.00 |
| 3220 | 2020.12.30 01:20 | buy | 1074 | 0.20 | 103.528 | 0.000 | 0.000 | ||
| 3221 | 2020.12.30 01:20 | modify | 1074 | 0.20 | 103.528 | 99.728 | 104.728 | ||
| 3222 | 2020.12.30 15:20 | buy | 1075 | 0.20 | 103.017 | 0.000 | 0.000 | ||
| 3223 | 2020.12.30 15:20 | modify | 1075 | 0.20 | 103.017 | 99.217 | 104.217 | ||
| 3224 | 2020.12.30 18:40 | close | 1075 | 0.20 | 103.348 | 99.217 | 104.217 | 6620.00 | 3873122.00 |
| 3225 | 2020.12.30 18:40 | close | 1074 | 0.20 | 103.350 | 99.728 | 104.728 | -3560.00 | 3869562.00 |
| 3226 | 2021.01.05 01:20 | buy | 1076 | 0.20 | 103.121 | 0.000 | 0.000 | ||
| 3227 | 2021.01.05 01:20 | modify | 1076 | 0.20 | 103.121 | 99.321 | 104.321 | ||
| 3228 | 2021.01.06 02:25 | buy | 1077 | 0.20 | 102.618 | 0.000 | 0.000 | ||
| 3229 | 2021.01.06 02:25 | modify | 1077 | 0.20 | 102.618 | 98.818 | 103.818 | ||
| 3230 | 2021.01.06 14:50 | close | 1077 | 0.20 | 102.958 | 98.818 | 103.818 | 6800.00 | 3876362.00 |
| 3231 | 2021.01.06 14:50 | close | 1076 | 0.20 | 102.957 | 99.321 | 104.321 | -3306.00 | 3873056.00 |
| 3232 | 2021.01.15 01:20 | buy | 1078 | 0.20 | 103.805 | 0.000 | 0.000 | ||
| 3233 | 2021.01.15 01:20 | modify | 1078 | 0.20 | 103.805 | 100.005 | 105.005 | ||
| 3234 | 2021.01.15 23:50 | close | 1078 | 0.20 | 103.912 | 100.005 | 105.005 | 2140.00 | 3875196.00 |
| 3235 | 2021.01.20 01:20 | buy | 1079 | 0.20 | 103.894 | 0.000 | 0.000 | ||
| 3236 | 2021.01.20 01:20 | modify | 1079 | 0.20 | 103.894 | 100.094 | 105.094 | ||
| 3237 | 2021.01.21 07:20 | buy | 1080 | 0.20 | 103.386 | 0.000 | 0.000 | ||
| 3238 | 2021.01.21 07:20 | modify | 1080 | 0.20 | 103.386 | 99.586 | 104.586 | ||
| 3239 | 2021.01.22 12:25 | close | 1080 | 0.20 | 103.710 | 99.586 | 104.586 | 6454.00 | 3881650.00 |
| 3240 | 2021.01.22 12:25 | close | 1079 | 0.20 | 103.719 | 100.094 | 105.094 | -3604.00 | 3878046.00 |
| 3241 | 2021.01.25 01:20 | buy | 1081 | 0.20 | 103.807 | 0.000 | 0.000 | ||
| 3242 | 2021.01.25 01:20 | modify | 1081 | 0.20 | 103.807 | 100.007 | 105.007 | ||
| 3243 | 2021.01.25 16:50 | close | 1081 | 0.20 | 103.907 | 100.007 | 105.007 | 2000.00 | 3880046.00 |
| 3244 | 2021.02.05 01:20 | buy | 1082 | 0.20 | 105.556 | 0.000 | 0.000 | ||
| 3245 | 2021.02.05 01:20 | modify | 1082 | 0.20 | 105.556 | 101.756 | 106.756 | ||
| 3246 | 2021.02.05 14:15 | close | 1082 | 0.20 | 105.682 | 101.756 | 106.756 | 2520.00 | 3882566.00 |
| 3247 | 2021.02.15 01:20 | buy | 1083 | 0.20 | 104.989 | 0.000 | 0.000 | ||
| 3248 | 2021.02.15 01:20 | modify | 1083 | 0.20 | 104.989 | 101.189 | 106.189 | ||
| 3249 | 2021.02.15 02:10 | close | 1083 | 0.20 | 105.102 | 101.189 | 106.189 | 2260.00 | 3884826.00 |
| 3250 | 2021.02.17 01:20 | buy | 1084 | 0.20 | 106.122 | 0.000 | 0.000 | ||
| 3251 | 2021.02.17 01:20 | modify | 1084 | 0.20 | 106.122 | 102.322 | 107.322 | ||
| 3252 | 2021.02.19 06:55 | buy | 1085 | 0.20 | 105.617 | 0.000 | 0.000 | ||
| 3253 | 2021.02.19 06:55 | modify | 1085 | 0.20 | 105.617 | 101.817 | 106.817 | ||
| 3254 | 2021.02.22 18:00 | buy | 1086 | 0.20 | 105.081 | 0.000 | 0.000 | ||
| 3255 | 2021.02.22 18:00 | modify | 1086 | 0.20 | 105.081 | 101.281 | 106.281 | ||
| 3256 | 2021.02.24 10:45 | close | 1086 | 0.20 | 105.655 | 101.281 | 106.281 | 11428.00 | 3896254.00 |
| 3257 | 2021.02.24 10:45 | close | 1085 | 0.20 | 105.660 | 101.817 | 106.817 | 782.00 | 3897036.00 |
| 3258 | 2021.02.24 10:45 | close | 1084 | 0.20 | 105.656 | 102.322 | 107.322 | -9502.00 | 3887534.00 |
| 3259 | 2021.02.25 01:20 | buy | 1087 | 0.20 | 105.922 | 0.000 | 0.000 | ||
| 3260 | 2021.02.25 01:20 | modify | 1087 | 0.20 | 105.922 | 102.122 | 107.122 | ||
| 3261 | 2021.02.25 02:55 | close | 1087 | 0.20 | 106.030 | 102.122 | 107.122 | 2160.00 | 3889694.00 |
| 3262 | 2021.03.05 01:20 | buy | 1088 | 0.20 | 107.959 | 0.000 | 0.000 | ||
| 3263 | 2021.03.05 01:20 | modify | 1088 | 0.20 | 107.959 | 104.159 | 109.159 | ||
| 3264 | 2021.03.05 06:30 | close | 1088 | 0.20 | 108.092 | 104.159 | 109.159 | 2660.00 | 3892354.00 |
| 3265 | 2021.03.15 02:00 | buy | 1089 | 0.20 | 109.089 | 0.000 | 0.000 | ||
| 3266 | 2021.03.15 02:00 | modify | 1089 | 0.20 | 109.089 | 105.289 | 110.289 | ||
| 3267 | 2021.03.15 08:25 | close | 1089 | 0.20 | 109.229 | 105.289 | 110.289 | 2800.00 | 3895154.00 |
| 3268 | 2021.03.17 02:00 | buy | 1090 | 0.20 | 108.997 | 0.000 | 0.000 | ||
| 3269 | 2021.03.17 02:00 | modify | 1090 | 0.20 | 108.997 | 105.197 | 110.197 | ||
| 3270 | 2021.03.17 03:45 | close | 1090 | 0.20 | 109.096 | 105.197 | 110.197 | 1980.00 | 3897134.00 |
| 3271 | 2021.03.25 02:00 | buy | 1091 | 0.20 | 108.748 | 0.000 | 0.000 | ||
| 3272 | 2021.03.25 02:00 | modify | 1091 | 0.20 | 108.748 | 104.948 | 109.948 | ||
| 3273 | 2021.03.25 03:15 | close | 1091 | 0.20 | 108.856 | 104.948 | 109.948 | 2160.00 | 3899294.00 |
| 3274 | 2021.03.30 02:00 | buy | 1092 | 0.20 | 109.813 | 0.000 | 0.000 | ||
| 3275 | 2021.03.30 02:00 | modify | 1092 | 0.20 | 109.813 | 106.013 | 111.013 | ||
| 3276 | 2021.03.30 04:30 | close | 1092 | 0.20 | 109.915 | 106.013 | 111.013 | 2040.00 | 3901334.00 |
| 3277 | 2021.04.05 02:00 | buy | 1093 | 0.20 | 110.726 | 0.000 | 0.000 | ||
| 3278 | 2021.04.05 02:00 | modify | 1093 | 0.20 | 110.726 | 106.926 | 111.926 | ||
| 3279 | 2021.04.05 17:05 | buy | 1094 | 0.20 | 110.154 | 0.000 | 0.000 | ||
| 3280 | 2021.04.05 17:05 | modify | 1094 | 0.20 | 110.154 | 106.354 | 111.354 | ||
| 3281 | 2021.04.06 12:45 | close | 1094 | 0.20 | 110.491 | 106.354 | 111.354 | 6714.00 | 3908048.00 |
| 3282 | 2021.04.06 12:45 | close | 1093 | 0.20 | 110.497 | 106.926 | 111.926 | -4606.00 | 3903442.00 |
| 3283 | 2021.04.15 02:00 | buy | 1095 | 0.20 | 108.961 | 0.000 | 0.000 | ||
| 3284 | 2021.04.15 02:00 | modify | 1095 | 0.20 | 108.961 | 105.161 | 110.161 | ||
| 3285 | 2021.04.19 10:35 | buy | 1096 | 0.20 | 108.417 | 0.000 | 0.000 | ||
| 3286 | 2021.04.19 10:35 | modify | 1096 | 0.20 | 108.417 | 104.617 | 109.617 | ||
| 3287 | 2021.04.21 03:20 | buy | 1097 | 0.20 | 107.906 | 0.000 | 0.000 | ||
| 3288 | 2021.04.21 03:20 | modify | 1097 | 0.20 | 107.906 | 104.106 | 109.106 | ||
| 3289 | 2021.04.27 17:40 | close | 1097 | 0.20 | 108.464 | 104.106 | 109.106 | 11004.00 | 3914446.00 |
| 3290 | 2021.04.27 17:40 | close | 1096 | 0.20 | 108.465 | 104.617 | 109.617 | 752.00 | 3915198.00 |
| 3291 | 2021.04.27 17:40 | close | 1095 | 0.20 | 108.466 | 105.161 | 110.161 | -10160.00 | 3905038.00 |
| 3292 | 2021.04.30 02:00 | buy | 1098 | 0.20 | 108.923 | 0.000 | 0.000 | ||
| 3293 | 2021.04.30 02:00 | modify | 1098 | 0.20 | 108.923 | 105.123 | 110.123 | ||
| 3294 | 2021.04.30 16:55 | close | 1098 | 0.20 | 109.034 | 105.123 | 110.123 | 2220.00 | 3907258.00 |
| 3295 | 2021.05.05 02:00 | buy | 1099 | 0.20 | 109.310 | 0.000 | 0.000 | ||
| 3296 | 2021.05.05 02:00 | modify | 1099 | 0.20 | 109.310 | 105.510 | 110.510 | ||
| 3297 | 2021.05.05 09:25 | close | 1099 | 0.20 | 109.418 | 105.510 | 110.510 | 2160.00 | 3909418.00 |
| 3298 | 2021.05.17 02:00 | buy | 1100 | 0.20 | 109.414 | 0.000 | 0.000 | ||
| 3299 | 2021.05.17 02:00 | modify | 1100 | 0.20 | 109.414 | 105.614 | 110.614 | ||
| 3300 | 2021.05.18 11:15 | buy | 1101 | 0.20 | 108.920 | 0.000 | 0.000 | ||