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 |
| 3451 | 2022.03.15 02:00 | buy | 1151 | 0.20 | 118.285 | 0.000 | 0.000 | ||
| 3452 | 2022.03.15 02:00 | modify | 1151 | 0.20 | 118.285 | 114.485 | 119.485 | ||
| 3453 | 2022.03.15 04:30 | close | 1151 | 0.20 | 118.409 | 114.485 | 119.485 | 2480.00 | 4015780.00 |
| 3454 | 2022.03.17 02:00 | buy | 1152 | 0.20 | 118.851 | 0.000 | 0.000 | ||
| 3455 | 2022.03.17 02:00 | modify | 1152 | 0.20 | 118.851 | 115.051 | 120.051 | ||
| 3456 | 2022.03.17 03:30 | close | 1152 | 0.20 | 118.958 | 115.051 | 120.051 | 2140.00 | 4017920.00 |
| 3457 | 2022.03.25 02:00 | buy | 1153 | 0.20 | 122.388 | 0.000 | 0.000 | ||
| 3458 | 2022.03.25 02:00 | modify | 1153 | 0.20 | 122.388 | 118.588 | 123.588 | ||
| 3459 | 2022.03.25 04:25 | buy | 1154 | 0.20 | 121.789 | 0.000 | 0.000 | ||
| 3460 | 2022.03.25 04:25 | modify | 1154 | 0.20 | 121.789 | 117.989 | 122.989 | ||
| 3461 | 2022.03.25 07:25 | buy | 1155 | 0.20 | 121.222 | 0.000 | 0.000 | ||
| 3462 | 2022.03.25 07:25 | modify | 1155 | 0.20 | 121.222 | 117.422 | 122.422 | ||
| 3463 | 2022.03.25 09:20 | close | 1155 | 0.20 | 121.830 | 117.422 | 122.422 | 12160.00 | 4030080.00 |
| 3464 | 2022.03.25 09:20 | close | 1154 | 0.20 | 121.835 | 117.989 | 122.989 | 920.00 | 4031000.00 |
| 3465 | 2022.03.25 09:20 | close | 1153 | 0.20 | 121.840 | 118.588 | 123.588 | -10960.00 | 4020040.00 |
| 3466 | 2022.03.30 02:00 | buy | 1156 | 0.20 | 122.983 | 0.000 | 0.000 | ||
| 3467 | 2022.03.30 02:00 | modify | 1156 | 0.20 | 122.983 | 119.183 | 124.183 | ||
| 3468 | 2022.03.30 02:40 | close | 1156 | 0.20 | 123.142 | 119.183 | 124.183 | 3180.00 | 4023220.00 |
| 3469 | 2022.04.05 02:00 | buy | 1157 | 0.20 | 122.745 | 0.000 | 0.000 | ||
| 3470 | 2022.04.05 02:00 | modify | 1157 | 0.20 | 122.745 | 118.945 | 123.945 | ||
| 3471 | 2022.04.05 10:45 | close | 1157 | 0.20 | 122.889 | 118.945 | 123.945 | 2880.00 | 4026100.00 |
| 3472 | 2022.04.15 02:00 | buy | 1158 | 0.20 | 125.966 | 0.000 | 0.000 | ||
| 3473 | 2022.04.15 02:00 | modify | 1158 | 0.20 | 125.966 | 122.166 | 127.166 | ||
| 3474 | 2022.04.15 02:20 | close | 1158 | 0.20 | 126.124 | 122.166 | 127.166 | 3160.00 | 4029260.00 |
| 3475 | 2022.04.20 02:00 | buy | 1159 | 0.20 | 129.310 | 0.000 | 0.000 | ||
| 3476 | 2022.04.20 02:00 | modify | 1159 | 0.20 | 129.310 | 125.510 | 130.510 | ||
| 3477 | 2022.04.20 05:30 | buy | 1160 | 0.20 | 128.705 | 0.000 | 0.000 | ||
| 3478 | 2022.04.20 05:30 | modify | 1160 | 0.20 | 128.705 | 124.905 | 129.905 | ||
| 3479 | 2022.04.20 06:30 | buy | 1161 | 0.20 | 128.162 | 0.000 | 0.000 | ||
| 3480 | 2022.04.20 06:30 | modify | 1161 | 0.20 | 128.162 | 124.362 | 129.362 | ||
| 3481 | 2022.04.20 17:20 | buy | 1162 | 0.20 | 127.582 | 0.000 | 0.000 | ||
| 3482 | 2022.04.20 17:20 | modify | 1162 | 0.20 | 127.582 | 123.782 | 128.782 | ||
| 3483 | 2022.04.21 03:45 | close | 1162 | 0.20 | 128.473 | 123.782 | 128.782 | 17742.00 | 4047002.00 |
| 3484 | 2022.04.21 03:45 | close | 1161 | 0.20 | 128.467 | 124.362 | 129.362 | 6022.00 | 4053024.00 |
| 3485 | 2022.04.21 03:45 | close | 1160 | 0.20 | 128.476 | 124.905 | 129.905 | -4658.00 | 4048366.00 |
| 3486 | 2022.04.21 03:45 | close | 1159 | 0.20 | 128.475 | 125.510 | 130.510 | -16778.00 | 4031588.00 |
| 3487 | 2022.04.25 02:00 | buy | 1163 | 0.20 | 128.751 | 0.000 | 0.000 | ||
| 3488 | 2022.04.25 02:00 | modify | 1163 | 0.20 | 128.751 | 124.951 | 129.951 | ||
| 3489 | 2022.04.25 09:40 | buy | 1164 | 0.20 | 128.234 | 0.000 | 0.000 | ||
| 3490 | 2022.04.25 09:40 | modify | 1164 | 0.20 | 128.234 | 124.434 | 129.434 | ||
| 3491 | 2022.04.25 16:55 | buy | 1165 | 0.20 | 127.712 | 0.000 | 0.000 | ||
| 3492 | 2022.04.25 16:55 | modify | 1165 | 0.20 | 127.712 | 123.912 | 128.912 | ||
| 3493 | 2022.04.26 16:05 | buy | 1166 | 0.20 | 127.178 | 0.000 | 0.000 | ||
| 3494 | 2022.04.26 16:05 | modify | 1166 | 0.20 | 127.178 | 123.378 | 128.378 | ||
| 3495 | 2022.04.27 09:40 | close | 1166 | 0.20 | 128.039 | 123.378 | 128.378 | 17194.00 | 4048782.00 |
| 3496 | 2022.04.27 09:40 | close | 1165 | 0.20 | 128.036 | 123.912 | 128.912 | 6428.00 | 4055210.00 |
| 3497 | 2022.04.27 09:40 | close | 1164 | 0.20 | 128.040 | 124.434 | 129.434 | -3932.00 | 4051278.00 |
| 3498 | 2022.04.27 09:40 | close | 1163 | 0.20 | 128.043 | 124.951 | 129.951 | -14212.00 | 4037066.00 |
| 3499 | 2022.05.05 02:00 | buy | 1167 | 0.20 | 129.537 | 0.000 | 0.000 | ||
| 3500 | 2022.05.05 02:00 | modify | 1167 | 0.20 | 129.537 | 125.737 | 130.737 | ||
| 3501 | 2022.05.05 04:10 | buy | 1168 | 0.20 | 129.041 | 0.000 | 0.000 | ||
| 3502 | 2022.05.05 04:10 | modify | 1168 | 0.20 | 129.041 | 125.241 | 130.241 | ||
| 3503 | 2022.05.05 08:10 | close | 1168 | 0.20 | 129.390 | 125.241 | 130.241 | 6980.00 | 4044046.00 |
| 3504 | 2022.05.05 08:10 | close | 1167 | 0.20 | 129.391 | 125.737 | 130.737 | -2920.00 | 4041126.00 |
| 3505 | 2022.05.17 02:00 | buy | 1169 | 0.20 | 129.028 | 0.000 | 0.000 | ||
| 3506 | 2022.05.17 02:00 | modify | 1169 | 0.20 | 129.028 | 125.228 | 130.228 | ||
| 3507 | 2022.05.17 03:35 | close | 1169 | 0.20 | 129.130 | 125.228 | 130.228 | 2040.00 | 4043166.00 |
| 3508 | 2022.05.20 02:00 | buy | 1170 | 0.20 | 127.748 | 0.000 | 0.000 | ||
| 3509 | 2022.05.20 02:00 | modify | 1170 | 0.20 | 127.748 | 123.948 | 128.948 | ||
| 3510 | 2022.05.20 02:40 | close | 1170 | 0.20 | 127.869 | 123.948 | 128.948 | 2420.00 | 4045586.00 |
| 3511 | 2022.05.25 02:00 | buy | 1171 | 0.20 | 126.816 | 0.000 | 0.000 | ||
| 3512 | 2022.05.25 02:00 | modify | 1171 | 0.20 | 126.816 | 123.016 | 128.016 | ||
| 3513 | 2022.05.25 03:40 | close | 1171 | 0.20 | 126.926 | 123.016 | 128.016 | 2200.00 | 4047786.00 |
| 3514 | 2022.05.30 02:00 | buy | 1172 | 0.20 | 127.206 | 0.000 | 0.000 | ||
| 3515 | 2022.05.30 02:00 | modify | 1172 | 0.20 | 127.206 | 123.406 | 128.406 | ||
| 3516 | 2022.05.30 02:40 | close | 1172 | 0.20 | 127.311 | 123.406 | 128.406 | 2100.00 | 4049886.00 |
| 3517 | 2022.06.15 02:00 | buy | 1173 | 0.20 | 135.428 | 0.000 | 0.000 | ||
| 3518 | 2022.06.15 02:00 | modify | 1173 | 0.20 | 135.428 | 131.628 | 136.628 | ||
| 3519 | 2022.06.15 08:15 | buy | 1174 | 0.20 | 134.841 | 0.000 | 0.000 | ||
| 3520 | 2022.06.15 08:15 | modify | 1174 | 0.20 | 134.841 | 131.041 | 136.041 | ||
| 3521 | 2022.06.15 13:40 | buy | 1175 | 0.20 | 134.303 | 0.000 | 0.000 | ||
| 3522 | 2022.06.15 13:40 | modify | 1175 | 0.20 | 134.303 | 130.503 | 135.503 | ||
| 3523 | 2022.06.15 22:25 | buy | 1176 | 0.20 | 133.757 | 0.000 | 0.000 | ||
| 3524 | 2022.06.15 22:25 | modify | 1176 | 0.20 | 133.757 | 129.957 | 134.957 | ||
| 3525 | 2022.06.16 05:00 | close | 1176 | 0.20 | 134.609 | 129.957 | 134.957 | 16962.00 | 4066848.00 |
| 3526 | 2022.06.16 05:00 | close | 1175 | 0.20 | 134.611 | 130.503 | 135.503 | 6082.00 | 4072930.00 |
| 3527 | 2022.06.16 05:00 | close | 1174 | 0.20 | 134.617 | 131.041 | 136.041 | -4558.00 | 4068372.00 |
| 3528 | 2022.06.16 05:00 | close | 1173 | 0.20 | 134.613 | 131.628 | 136.628 | -16378.00 | 4051994.00 |
| 3529 | 2022.06.17 02:00 | buy | 1177 | 0.20 | 132.611 | 0.000 | 0.000 | ||
| 3530 | 2022.06.17 02:00 | modify | 1177 | 0.20 | 132.611 | 128.811 | 133.811 | ||
| 3531 | 2022.06.17 03:30 | close | 1177 | 0.20 | 132.718 | 128.811 | 133.811 | 2140.00 | 4054134.00 |
| 3532 | 2022.06.20 02:00 | buy | 1178 | 0.20 | 135.212 | 0.000 | 0.000 | ||
| 3533 | 2022.06.20 02:00 | modify | 1178 | 0.20 | 135.212 | 131.412 | 136.412 | ||
| 3534 | 2022.06.20 02:50 | close | 1178 | 0.20 | 135.365 | 131.412 | 136.412 | 3060.00 | 4057194.00 |
| 3535 | 2022.06.30 02:00 | buy | 1179 | 0.20 | 136.560 | 0.000 | 0.000 | ||
| 3536 | 2022.06.30 02:00 | modify | 1179 | 0.20 | 136.560 | 132.760 | 137.760 | ||
| 3537 | 2022.06.30 03:10 | close | 1179 | 0.20 | 136.688 | 132.760 | 137.760 | 2560.00 | 4059754.00 |
| 3538 | 2022.07.05 02:00 | buy | 1180 | 0.20 | 135.720 | 0.000 | 0.000 | ||
| 3539 | 2022.07.05 02:00 | modify | 1180 | 0.20 | 135.720 | 131.920 | 136.920 | ||
| 3540 | 2022.07.05 02:15 | close | 1180 | 0.20 | 135.848 | 131.920 | 136.920 | 2560.00 | 4062314.00 |
| 3541 | 2022.07.15 02:00 | buy | 1181 | 0.20 | 139.053 | 0.000 | 0.000 | ||
| 3542 | 2022.07.15 02:00 | modify | 1181 | 0.20 | 139.053 | 135.253 | 140.253 | ||
| 3543 | 2022.07.15 17:30 | buy | 1182 | 0.20 | 138.533 | 0.000 | 0.000 | ||
| 3544 | 2022.07.15 17:30 | modify | 1182 | 0.20 | 138.533 | 134.733 | 139.733 | ||
| 3545 | 2022.07.18 04:50 | buy | 1183 | 0.20 | 138.036 | 0.000 | 0.000 | ||
| 3546 | 2022.07.18 04:50 | modify | 1183 | 0.20 | 138.036 | 134.236 | 139.236 | ||
| 3547 | 2022.07.19 13:20 | buy | 1184 | 0.20 | 137.539 | 0.000 | 0.000 | ||
| 3548 | 2022.07.19 13:20 | modify | 1184 | 0.20 | 137.539 | 133.739 | 138.739 | ||
| 3549 | 2022.07.20 03:15 | close | 1184 | 0.20 | 138.350 | 133.739 | 138.739 | 16194.00 | 4078508.00 |
| 3550 | 2022.07.20 03:15 | close | 1183 | 0.20 | 138.340 | 134.236 | 139.236 | 6028.00 | 4084536.00 |
| 3551 | 2022.07.20 03:15 | close | 1182 | 0.20 | 138.345 | 134.733 | 139.733 | -3838.00 | 4080698.00 |
| 3552 | 2022.07.20 03:15 | close | 1181 | 0.20 | 138.346 | 135.253 | 140.253 | -14218.00 | 4066480.00 |
| 3553 | 2022.07.25 02:00 | buy | 1185 | 0.20 | 136.320 | 0.000 | 0.000 | ||
| 3554 | 2022.07.25 02:00 | modify | 1185 | 0.20 | 136.320 | 132.520 | 137.520 | ||
| 3555 | 2022.07.25 03:05 | close | 1185 | 0.20 | 136.445 | 132.520 | 137.520 | 2500.00 | 4068980.00 |
| 3556 | 2022.08.05 02:00 | buy | 1186 | 0.20 | 132.883 | 0.000 | 0.000 | ||
| 3557 | 2022.08.05 02:00 | modify | 1186 | 0.20 | 132.883 | 129.083 | 134.083 | ||
| 3558 | 2022.08.05 04:10 | close | 1186 | 0.20 | 133.212 | 129.083 | 134.083 | 6580.00 | 4075560.00 |
| 3559 | 2022.08.15 02:00 | buy | 1187 | 0.20 | 133.507 | 0.000 | 0.000 | ||
| 3560 | 2022.08.15 02:00 | modify | 1187 | 0.20 | 133.507 | 129.707 | 134.707 | ||
| 3561 | 2022.08.15 03:55 | buy | 1188 | 0.20 | 132.974 | 0.000 | 0.000 | ||
| 3562 | 2022.08.15 03:55 | modify | 1188 | 0.20 | 132.974 | 129.174 | 134.174 | ||
| 3563 | 2022.08.15 05:05 | close | 1188 | 0.20 | 133.334 | 129.174 | 134.174 | 7200.00 | 4082760.00 |
| 3564 | 2022.08.15 05:05 | close | 1187 | 0.20 | 133.343 | 129.707 | 134.707 | -3280.00 | 4079480.00 |
| 3565 | 2022.08.17 02:00 | buy | 1189 | 0.20 | 134.296 | 0.000 | 0.000 | ||
| 3566 | 2022.08.17 02:00 | modify | 1189 | 0.20 | 134.296 | 130.496 | 135.496 | ||
| 3567 | 2022.08.17 09:20 | close | 1189 | 0.20 | 134.473 | 130.496 | 135.496 | 3540.00 | 4083020.00 |
| 3568 | 2022.08.25 02:00 | buy | 1190 | 0.20 | 137.091 | 0.000 | 0.000 | ||
| 3569 | 2022.08.25 02:00 | modify | 1190 | 0.20 | 137.091 | 133.291 | 138.291 | ||
| 3570 | 2022.08.25 08:05 | buy | 1191 | 0.20 | 136.554 | 0.000 | 0.000 | ||
| 3571 | 2022.08.25 08:05 | modify | 1191 | 0.20 | 136.554 | 132.754 | 137.754 | ||
| 3572 | 2022.08.25 16:40 | close | 1191 | 0.20 | 136.902 | 132.754 | 137.754 | 6960.00 | 4089980.00 |
| 3573 | 2022.08.25 16:40 | close | 1190 | 0.20 | 136.893 | 133.291 | 138.291 | -3960.00 | 4086020.00 |
| 3574 | 2022.08.30 02:00 | buy | 1192 | 0.20 | 138.719 | 0.000 | 0.000 | ||
| 3575 | 2022.08.30 02:00 | modify | 1192 | 0.20 | 138.719 | 134.919 | 139.919 | ||
| 3576 | 2022.08.30 11:20 | buy | 1193 | 0.20 | 138.218 | 0.000 | 0.000 | ||
| 3577 | 2022.08.30 11:20 | modify | 1193 | 0.20 | 138.218 | 134.418 | 139.418 | ||
| 3578 | 2022.08.30 16:20 | close | 1193 | 0.20 | 138.521 | 134.418 | 139.418 | 6060.00 | 4092080.00 |
| 3579 | 2022.08.30 16:20 | close | 1192 | 0.20 | 138.523 | 134.919 | 139.919 | -3920.00 | 4088160.00 |
| 3580 | 2022.09.05 02:00 | buy | 1194 | 0.20 | 140.352 | 0.000 | 0.000 | ||
| 3581 | 2022.09.05 02:00 | modify | 1194 | 0.20 | 140.352 | 136.552 | 141.552 | ||
| 3582 | 2022.09.05 02:50 | close | 1194 | 0.20 | 140.486 | 136.552 | 141.552 | 2680.00 | 4090840.00 |
| 3583 | 2022.09.15 02:00 | buy | 1195 | 0.20 | 143.060 | 0.000 | 0.000 | ||
| 3584 | 2022.09.15 02:00 | modify | 1195 | 0.20 | 143.060 | 139.260 | 144.260 | ||
| 3585 | 2022.09.15 03:55 | close | 1195 | 0.20 | 143.249 | 139.260 | 144.260 | 3780.00 | 4094620.00 |
| 3586 | 2022.09.20 02:00 | buy | 1196 | 0.20 | 143.240 | 0.000 | 0.000 | ||
| 3587 | 2022.09.20 02:00 | modify | 1196 | 0.20 | 143.240 | 139.440 | 144.440 | ||
| 3588 | 2022.09.20 09:05 | close | 1196 | 0.20 | 143.425 | 139.440 | 144.440 | 3700.00 | 4098320.00 |
| 3589 | 2022.09.30 02:00 | buy | 1197 | 0.20 | 144.449 | 0.000 | 0.000 | ||
| 3590 | 2022.09.30 02:00 | modify | 1197 | 0.20 | 144.449 | 140.649 | 145.649 | ||
| 3591 | 2022.09.30 03:40 | close | 1197 | 0.20 | 144.566 | 140.649 | 145.649 | 2340.00 | 4100660.00 |
| 3592 | 2022.10.05 02:00 | buy | 1198 | 0.20 | 144.164 | 0.000 | 0.000 | ||
| 3593 | 2022.10.05 02:00 | modify | 1198 | 0.20 | 144.164 | 140.364 | 145.364 | ||
| 3594 | 2022.10.05 03:15 | buy | 1199 | 0.20 | 143.623 | 0.000 | 0.000 | ||
| 3595 | 2022.10.05 03:15 | modify | 1199 | 0.20 | 143.623 | 139.823 | 144.823 | ||
| 3596 | 2022.10.05 03:50 | close | 1199 | 0.20 | 143.952 | 139.823 | 144.823 | 6580.00 | 4107240.00 |
| 3597 | 2022.10.05 03:50 | close | 1198 | 0.20 | 143.950 | 140.364 | 145.364 | -4280.00 | 4102960.00 |
| 3598 | 2022.10.17 02:00 | buy | 1200 | 0.20 | 148.673 | 0.000 | 0.000 | ||
| 3599 | 2022.10.17 02:00 | modify | 1200 | 0.20 | 148.673 | 144.873 | 149.873 | ||
| 3600 | 2022.10.17 08:00 | close | 1200 | 0.20 | 148.795 | 144.873 | 149.873 | 2440.00 | 4105400.00 |