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 |
| 3301 | 2021.05.18 11:15 | modify | 1101 | 0.20 | 108.920 | 105.120 | 110.120 | ||
| 3302 | 2021.05.19 13:35 | close | 1101 | 0.20 | 109.225 | 105.120 | 110.120 | 6074.00 | 3915492.00 |
| 3303 | 2021.05.19 13:35 | close | 1100 | 0.20 | 109.217 | 105.614 | 110.614 | -3992.00 | 3911500.00 |
| 3304 | 2021.05.20 02:00 | buy | 1102 | 0.20 | 109.218 | 0.000 | 0.000 | ||
| 3305 | 2021.05.20 02:00 | modify | 1102 | 0.20 | 109.218 | 105.418 | 110.418 | ||
| 3306 | 2021.05.21 09:05 | buy | 1103 | 0.20 | 108.702 | 0.000 | 0.000 | ||
| 3307 | 2021.05.21 09:05 | modify | 1103 | 0.20 | 108.702 | 104.902 | 109.902 | ||
| 3308 | 2021.05.25 15:55 | close | 1103 | 0.20 | 109.036 | 104.902 | 109.902 | 6628.00 | 3918128.00 |
| 3309 | 2021.05.25 15:55 | close | 1102 | 0.20 | 109.039 | 105.418 | 110.418 | -3658.00 | 3914470.00 |
| 3310 | 2021.06.15 02:00 | buy | 1104 | 0.20 | 110.055 | 0.000 | 0.000 | ||
| 3311 | 2021.06.15 02:00 | modify | 1104 | 0.20 | 110.055 | 106.255 | 111.255 | ||
| 3312 | 2021.06.16 21:05 | close | 1104 | 0.20 | 110.363 | 106.255 | 111.255 | 6134.00 | 3920604.00 |
| 3313 | 2021.06.17 02:00 | buy | 1105 | 0.20 | 110.698 | 0.000 | 0.000 | ||
| 3314 | 2021.06.17 02:00 | modify | 1105 | 0.20 | 110.698 | 106.898 | 111.898 | ||
| 3315 | 2021.06.17 03:15 | close | 1105 | 0.20 | 110.806 | 106.898 | 111.898 | 2160.00 | 3922764.00 |
| 3316 | 2021.06.25 02:00 | buy | 1106 | 0.20 | 110.874 | 0.000 | 0.000 | ||
| 3317 | 2021.06.25 02:00 | modify | 1106 | 0.20 | 110.874 | 107.074 | 112.074 | ||
| 3318 | 2021.06.30 18:30 | close | 1106 | 0.20 | 110.970 | 107.074 | 112.074 | 1842.00 | 3924606.00 |
| 3319 | 2021.07.05 02:00 | buy | 1107 | 0.20 | 111.156 | 0.000 | 0.000 | ||
| 3320 | 2021.07.05 02:00 | modify | 1107 | 0.20 | 111.156 | 107.356 | 112.356 | ||
| 3321 | 2021.07.06 14:35 | buy | 1108 | 0.20 | 110.659 | 0.000 | 0.000 | ||
| 3322 | 2021.07.06 14:35 | modify | 1108 | 0.20 | 110.659 | 106.859 | 111.859 | ||
| 3323 | 2021.07.08 10:05 | buy | 1109 | 0.20 | 110.110 | 0.000 | 0.000 | ||
| 3324 | 2021.07.08 10:05 | modify | 1109 | 0.20 | 110.110 | 106.310 | 111.310 | ||
| 3325 | 2021.07.08 17:15 | buy | 1110 | 0.20 | 109.580 | 0.000 | 0.000 | ||
| 3326 | 2021.07.08 17:15 | modify | 1110 | 0.20 | 109.580 | 105.780 | 110.780 | ||
| 3327 | 2021.07.13 05:05 | close | 1110 | 0.20 | 110.432 | 105.780 | 110.780 | 16962.00 | 3941568.00 |
| 3328 | 2021.07.13 05:05 | close | 1109 | 0.20 | 110.429 | 106.310 | 111.310 | 6302.00 | 3947870.00 |
| 3329 | 2021.07.13 05:05 | close | 1108 | 0.20 | 110.434 | 106.859 | 111.859 | -4682.00 | 3943188.00 |
| 3330 | 2021.07.13 05:05 | close | 1107 | 0.20 | 110.432 | 107.356 | 112.356 | -14688.00 | 3928500.00 |
| 3331 | 2021.07.15 02:00 | buy | 1111 | 0.20 | 109.990 | 0.000 | 0.000 | ||
| 3332 | 2021.07.15 02:00 | modify | 1111 | 0.20 | 109.990 | 106.190 | 111.190 | ||
| 3333 | 2021.07.16 10:35 | close | 1111 | 0.20 | 110.120 | 106.190 | 111.190 | 2574.00 | 3931074.00 |
| 3334 | 2021.07.20 02:00 | buy | 1112 | 0.20 | 109.487 | 0.000 | 0.000 | ||
| 3335 | 2021.07.20 02:00 | modify | 1112 | 0.20 | 109.487 | 105.687 | 110.687 | ||
| 3336 | 2021.07.20 06:20 | close | 1112 | 0.20 | 109.591 | 105.687 | 110.687 | 2080.00 | 3933154.00 |
| 3337 | 2021.07.30 02:00 | buy | 1113 | 0.20 | 109.465 | 0.000 | 0.000 | ||
| 3338 | 2021.07.30 02:00 | modify | 1113 | 0.20 | 109.465 | 105.665 | 110.665 | ||
| 3339 | 2021.07.30 09:20 | close | 1113 | 0.20 | 109.567 | 105.665 | 110.665 | 2040.00 | 3935194.00 |
| 3340 | 2021.08.05 02:00 | buy | 1114 | 0.20 | 109.488 | 0.000 | 0.000 | ||
| 3341 | 2021.08.05 02:00 | modify | 1114 | 0.20 | 109.488 | 105.688 | 110.688 | ||
| 3342 | 2021.08.05 03:30 | close | 1114 | 0.20 | 109.592 | 105.688 | 110.688 | 2080.00 | 3937274.00 |
| 3343 | 2021.08.17 02:00 | buy | 1115 | 0.20 | 109.260 | 0.000 | 0.000 | ||
| 3344 | 2021.08.17 02:00 | modify | 1115 | 0.20 | 109.260 | 105.460 | 110.460 | ||
| 3345 | 2021.08.17 11:05 | close | 1115 | 0.20 | 109.409 | 105.460 | 110.460 | 2980.00 | 3940254.00 |
| 3346 | 2021.08.20 02:00 | buy | 1116 | 0.20 | 109.759 | 0.000 | 0.000 | ||
| 3347 | 2021.08.20 02:00 | modify | 1116 | 0.20 | 109.759 | 105.959 | 110.959 | ||
| 3348 | 2021.08.20 03:35 | close | 1116 | 0.20 | 109.867 | 105.959 | 110.959 | 2160.00 | 3942414.00 |
| 3349 | 2021.08.25 02:00 | buy | 1117 | 0.20 | 109.689 | 0.000 | 0.000 | ||
| 3350 | 2021.08.25 02:00 | modify | 1117 | 0.20 | 109.689 | 105.889 | 110.889 | ||
| 3351 | 2021.08.25 03:35 | close | 1117 | 0.20 | 109.826 | 105.889 | 110.889 | 2740.00 | 3945154.00 |
| 3352 | 2021.08.30 02:00 | buy | 1118 | 0.20 | 109.862 | 0.000 | 0.000 | ||
| 3353 | 2021.08.30 02:00 | modify | 1118 | 0.20 | 109.862 | 106.062 | 111.062 | ||
| 3354 | 2021.08.31 01:40 | close | 1118 | 0.20 | 109.966 | 106.062 | 111.062 | 2054.00 | 3947208.00 |
| 3355 | 2021.09.15 02:00 | buy | 1119 | 0.20 | 109.737 | 0.000 | 0.000 | ||
| 3356 | 2021.09.15 02:00 | modify | 1119 | 0.20 | 109.737 | 105.937 | 110.937 | ||
| 3357 | 2021.09.15 14:35 | buy | 1120 | 0.20 | 109.229 | 0.000 | 0.000 | ||
| 3358 | 2021.09.15 14:35 | modify | 1120 | 0.20 | 109.229 | 105.429 | 110.429 | ||
| 3359 | 2021.09.16 15:35 | close | 1120 | 0.20 | 109.540 | 105.429 | 110.429 | 6142.00 | 3953350.00 |
| 3360 | 2021.09.16 15:35 | close | 1119 | 0.20 | 109.531 | 105.937 | 110.937 | -4198.00 | 3949152.00 |
| 3361 | 2021.09.17 02:00 | buy | 1121 | 0.20 | 109.736 | 0.000 | 0.000 | ||
| 3362 | 2021.09.17 02:00 | modify | 1121 | 0.20 | 109.736 | 105.936 | 110.936 | ||
| 3363 | 2021.09.17 04:50 | close | 1121 | 0.20 | 109.882 | 105.936 | 110.936 | 2920.00 | 3952072.00 |
| 3364 | 2021.09.20 02:00 | buy | 1122 | 0.20 | 109.972 | 0.000 | 0.000 | ||
| 3365 | 2021.09.20 02:00 | modify | 1122 | 0.20 | 109.972 | 106.172 | 111.172 | ||
| 3366 | 2021.09.20 15:15 | buy | 1123 | 0.20 | 109.461 | 0.000 | 0.000 | ||
| 3367 | 2021.09.20 15:15 | modify | 1123 | 0.20 | 109.461 | 105.661 | 110.661 | ||
| 3368 | 2021.09.22 21:45 | close | 1123 | 0.20 | 109.807 | 105.661 | 110.661 | 6868.00 | 3958940.00 |
| 3369 | 2021.09.22 21:45 | close | 1122 | 0.20 | 109.800 | 106.172 | 111.172 | -3492.00 | 3955448.00 |
| 3370 | 2021.09.30 02:00 | buy | 1124 | 0.20 | 111.974 | 0.000 | 0.000 | ||
| 3371 | 2021.09.30 02:00 | modify | 1124 | 0.20 | 111.974 | 108.174 | 113.174 | ||
| 3372 | 2021.09.30 19:10 | buy | 1125 | 0.20 | 111.454 | 0.000 | 0.000 | ||
| 3373 | 2021.09.30 19:10 | modify | 1125 | 0.20 | 111.454 | 107.654 | 112.654 | ||
| 3374 | 2021.10.01 16:50 | buy | 1126 | 0.20 | 110.942 | 0.000 | 0.000 | ||
| 3375 | 2021.10.01 16:50 | modify | 1126 | 0.20 | 110.942 | 107.142 | 112.142 | ||
| 3376 | 2021.10.05 17:45 | close | 1126 | 0.20 | 111.496 | 107.142 | 112.142 | 11028.00 | 3966476.00 |
| 3377 | 2021.10.05 17:45 | close | 1125 | 0.20 | 111.493 | 107.654 | 112.654 | 702.00 | 3967178.00 |
| 3378 | 2021.10.05 17:45 | close | 1124 | 0.20 | 111.486 | 108.174 | 113.174 | -9838.00 | 3957340.00 |
| 3379 | 2021.10.15 02:00 | buy | 1127 | 0.20 | 113.743 | 0.000 | 0.000 | ||
| 3380 | 2021.10.15 02:00 | modify | 1127 | 0.20 | 113.743 | 109.943 | 114.943 | ||
| 3381 | 2021.10.15 02:45 | close | 1127 | 0.20 | 113.851 | 109.943 | 114.943 | 2160.00 | 3959500.00 |
| 3382 | 2021.10.20 02:00 | buy | 1128 | 0.20 | 114.391 | 0.000 | 0.000 | ||
| 3383 | 2021.10.20 02:00 | modify | 1128 | 0.20 | 114.391 | 110.591 | 115.591 | ||
| 3384 | 2021.10.20 02:25 | close | 1128 | 0.20 | 114.540 | 110.591 | 115.591 | 2980.00 | 3962480.00 |
| 3385 | 2021.10.25 02:00 | buy | 1129 | 0.20 | 113.559 | 0.000 | 0.000 | ||
| 3386 | 2021.10.25 02:00 | modify | 1129 | 0.20 | 113.559 | 109.759 | 114.759 | ||
| 3387 | 2021.10.25 02:55 | close | 1129 | 0.20 | 113.682 | 109.759 | 114.759 | 2460.00 | 3964940.00 |
| 3388 | 2021.11.05 02:00 | buy | 1130 | 0.20 | 113.823 | 0.000 | 0.000 | ||
| 3389 | 2021.11.05 02:00 | modify | 1130 | 0.20 | 113.823 | 110.023 | 115.023 | ||
| 3390 | 2021.11.05 15:35 | close | 1130 | 0.20 | 114.008 | 110.023 | 115.023 | 3700.00 | 3968640.00 |
| 3391 | 2021.11.15 01:20 | buy | 1131 | 0.20 | 114.032 | 0.000 | 0.000 | ||
| 3392 | 2021.11.15 01:20 | modify | 1131 | 0.20 | 114.032 | 110.232 | 115.232 | ||
| 3393 | 2021.11.15 22:40 | close | 1131 | 0.20 | 114.132 | 110.232 | 115.232 | 2000.00 | 3970640.00 |
| 3394 | 2021.11.17 01:20 | buy | 1132 | 0.20 | 114.939 | 0.000 | 0.000 | ||
| 3395 | 2021.11.17 01:20 | modify | 1132 | 0.20 | 114.939 | 111.139 | 116.139 | ||
| 3396 | 2021.11.17 18:40 | buy | 1133 | 0.20 | 114.434 | 0.000 | 0.000 | ||
| 3397 | 2021.11.17 18:40 | modify | 1133 | 0.20 | 114.434 | 110.634 | 115.634 | ||
| 3398 | 2021.11.18 04:15 | buy | 1134 | 0.20 | 113.923 | 0.000 | 0.000 | ||
| 3399 | 2021.11.18 04:15 | modify | 1134 | 0.20 | 113.923 | 110.123 | 115.123 | ||
| 3400 | 2021.11.19 11:05 | close | 1134 | 0.20 | 114.480 | 110.123 | 115.123 | 11114.00 | 3981754.00 |
| 3401 | 2021.11.19 11:05 | close | 1133 | 0.20 | 114.473 | 110.634 | 115.634 | 676.00 | 3982430.00 |
| 3402 | 2021.11.19 11:05 | close | 1132 | 0.20 | 114.479 | 111.139 | 116.139 | -9304.00 | 3973126.00 |
| 3403 | 2021.11.25 01:20 | buy | 1135 | 0.20 | 115.454 | 0.000 | 0.000 | ||
| 3404 | 2021.11.25 01:20 | modify | 1135 | 0.20 | 115.454 | 111.654 | 116.654 | ||
| 3405 | 2021.11.26 02:10 | buy | 1136 | 0.20 | 114.894 | 0.000 | 0.000 | ||
| 3406 | 2021.11.26 02:10 | modify | 1136 | 0.20 | 114.894 | 111.094 | 116.094 | ||
| 3407 | 2021.11.26 09:40 | buy | 1137 | 0.20 | 114.360 | 0.000 | 0.000 | ||
| 3408 | 2021.11.26 09:40 | modify | 1137 | 0.20 | 114.360 | 110.560 | 115.560 | ||
| 3409 | 2021.11.26 10:25 | buy | 1138 | 0.20 | 113.733 | 0.000 | 0.000 | ||
| 3410 | 2021.11.26 10:25 | modify | 1138 | 0.20 | 113.733 | 109.933 | 114.933 | ||
| 3411 | 2021.11.26 18:00 | buy | 1139 | 0.20 | 113.189 | 0.000 | 0.000 | ||
| 3412 | 2021.11.26 18:00 | modify | 1139 | 0.20 | 113.189 | 109.389 | 114.389 | ||
| 3413 | 2021.11.30 16:50 | buy | 1140 | 0.20 | 112.574 | 0.000 | 0.000 | ||
| 3414 | 2021.11.30 16:50 | modify | 1140 | 0.20 | 112.574 | 108.774 | 113.774 | ||
| 3415 | 2021.12.07 15:57 | t/p | 1140 | 0.20 | 113.777 | 108.774 | 113.774 | 23878.00 | 3997004.00 |
| 3416 | 2021.12.22 17:40 | close | 1139 | 0.20 | 114.343 | 109.389 | 114.389 | 22456.00 | 4019460.00 |
| 3417 | 2021.12.22 17:40 | close | 1138 | 0.20 | 114.342 | 109.933 | 114.933 | 11556.00 | 4031016.00 |
| 3418 | 2021.12.22 17:40 | close | 1137 | 0.20 | 114.351 | 110.560 | 115.560 | -804.00 | 4030212.00 |
| 3419 | 2021.12.22 17:40 | close | 1136 | 0.20 | 114.349 | 111.094 | 116.094 | -11524.00 | 4018688.00 |
| 3420 | 2021.12.22 17:40 | close | 1135 | 0.20 | 114.345 | 111.654 | 116.654 | -22830.00 | 3995858.00 |
| 3421 | 2021.12.30 01:20 | buy | 1141 | 0.20 | 114.966 | 0.000 | 0.000 | ||
| 3422 | 2021.12.30 01:20 | modify | 1141 | 0.20 | 114.966 | 111.166 | 116.166 | ||
| 3423 | 2021.12.30 07:40 | close | 1141 | 0.20 | 115.082 | 111.166 | 116.166 | 2320.00 | 3998178.00 |
| 3424 | 2022.01.05 01:20 | buy | 1142 | 0.20 | 116.216 | 0.000 | 0.000 | ||
| 3425 | 2022.01.05 01:20 | modify | 1142 | 0.20 | 116.216 | 112.416 | 117.416 | ||
| 3426 | 2022.01.05 13:30 | buy | 1143 | 0.20 | 115.697 | 0.000 | 0.000 | ||
| 3427 | 2022.01.05 13:30 | modify | 1143 | 0.20 | 115.697 | 111.897 | 116.897 | ||
| 3428 | 2022.01.05 20:20 | close | 1143 | 0.20 | 116.021 | 111.897 | 116.897 | 6480.00 | 4004658.00 |
| 3429 | 2022.01.05 20:20 | close | 1142 | 0.20 | 116.013 | 112.416 | 117.416 | -4060.00 | 4000598.00 |
| 3430 | 2022.01.17 01:20 | buy | 1144 | 0.20 | 114.249 | 0.000 | 0.000 | ||
| 3431 | 2022.01.17 01:20 | modify | 1144 | 0.20 | 114.249 | 110.449 | 115.449 | ||
| 3432 | 2022.01.17 02:10 | close | 1144 | 0.20 | 114.353 | 110.449 | 115.449 | 2080.00 | 4002678.00 |
| 3433 | 2022.01.20 01:20 | buy | 1145 | 0.20 | 114.388 | 0.000 | 0.000 | ||
| 3434 | 2022.01.20 01:20 | modify | 1145 | 0.20 | 114.388 | 110.588 | 115.588 | ||
| 3435 | 2022.01.20 07:10 | close | 1145 | 0.20 | 114.492 | 110.588 | 115.588 | 2080.00 | 4004758.00 |
| 3436 | 2022.01.25 01:20 | buy | 1146 | 0.20 | 114.069 | 0.000 | 0.000 | ||
| 3437 | 2022.01.25 01:20 | modify | 1146 | 0.20 | 114.069 | 110.269 | 115.269 | ||
| 3438 | 2022.01.26 11:20 | close | 1146 | 0.20 | 114.174 | 110.269 | 115.269 | 2074.00 | 4006832.00 |
| 3439 | 2022.02.15 01:20 | buy | 1147 | 0.20 | 115.539 | 0.000 | 0.000 | ||
| 3440 | 2022.02.15 01:20 | modify | 1147 | 0.20 | 115.539 | 111.739 | 116.739 | ||
| 3441 | 2022.02.15 11:50 | close | 1147 | 0.20 | 115.647 | 111.739 | 116.739 | 2160.00 | 4008992.00 |
| 3442 | 2022.02.17 01:20 | buy | 1148 | 0.20 | 115.441 | 0.000 | 0.000 | ||
| 3443 | 2022.02.17 01:20 | modify | 1148 | 0.20 | 115.441 | 111.641 | 116.641 | ||
| 3444 | 2022.02.17 15:45 | buy | 1149 | 0.20 | 114.871 | 0.000 | 0.000 | ||
| 3445 | 2022.02.17 15:45 | modify | 1149 | 0.20 | 114.871 | 111.071 | 116.071 | ||
| 3446 | 2022.02.18 04:35 | close | 1149 | 0.20 | 115.213 | 111.071 | 116.071 | 6814.00 | 4015806.00 |
| 3447 | 2022.02.18 04:35 | close | 1148 | 0.20 | 115.214 | 111.641 | 116.641 | -4566.00 | 4011240.00 |
| 3448 | 2022.02.25 01:20 | buy | 1150 | 0.20 | 115.499 | 0.000 | 0.000 | ||
| 3449 | 2022.02.25 01:20 | modify | 1150 | 0.20 | 115.499 | 111.699 | 116.699 | ||
| 3450 | 2022.02.25 02:45 | close | 1150 | 0.20 | 115.602 | 111.699 | 116.699 | 2060.00 | 4013300.00 |