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 | |
前へ25ページ目
| # | 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 |
| 3601 | 2022.10.20 02:00 | buy | 1201 | 0.20 | 149.839 | 0.000 | 0.000 | ||
| 3602 | 2022.10.20 02:00 | modify | 1201 | 0.20 | 149.839 | 146.039 | 151.039 | ||
| 3603 | 2022.10.20 04:05 | close | 1201 | 0.20 | 149.939 | 146.039 | 151.039 | 2000.00 | 4107400.00 |
| 3604 | 2022.10.25 02:00 | buy | 1202 | 0.20 | 148.888 | 0.000 | 0.000 | ||
| 3605 | 2022.10.25 02:00 | modify | 1202 | 0.20 | 148.888 | 145.088 | 150.088 | ||
| 3606 | 2022.10.25 16:30 | buy | 1203 | 0.20 | 148.173 | 0.000 | 0.000 | ||
| 3607 | 2022.10.25 16:30 | modify | 1203 | 0.20 | 148.173 | 144.373 | 149.373 | ||
| 3608 | 2022.10.25 17:05 | buy | 1204 | 0.20 | 147.609 | 0.000 | 0.000 | ||
| 3609 | 2022.10.25 17:05 | modify | 1204 | 0.20 | 147.609 | 143.809 | 148.809 | ||
| 3610 | 2022.10.26 01:05 | close | 1204 | 0.20 | 148.260 | 143.809 | 148.809 | 12994.00 | 4120394.00 |
| 3611 | 2022.10.26 01:05 | close | 1203 | 0.20 | 148.252 | 144.373 | 149.373 | 1554.00 | 4121948.00 |
| 3612 | 2022.10.26 01:05 | close | 1202 | 0.20 | 148.258 | 145.088 | 150.088 | -12626.00 | 4109322.00 |
| 3613 | 2022.11.15 01:20 | buy | 1205 | 0.20 | 140.134 | 0.000 | 0.000 | ||
| 3614 | 2022.11.15 01:20 | modify | 1205 | 0.20 | 140.134 | 136.334 | 141.334 | ||
| 3615 | 2022.11.15 02:10 | close | 1205 | 0.20 | 140.274 | 136.334 | 141.334 | 2800.00 | 4112122.00 |
| 3616 | 2022.11.17 01:20 | buy | 1206 | 0.20 | 139.374 | 0.000 | 0.000 | ||
| 3617 | 2022.11.17 01:20 | modify | 1206 | 0.20 | 139.374 | 135.574 | 140.574 | ||
| 3618 | 2022.11.17 02:45 | close | 1206 | 0.20 | 139.489 | 135.574 | 140.574 | 2300.00 | 4114422.00 |
| 3619 | 2022.11.25 01:20 | buy | 1207 | 0.20 | 138.696 | 0.000 | 0.000 | ||
| 3620 | 2022.11.25 01:20 | modify | 1207 | 0.20 | 138.696 | 134.896 | 139.896 | ||
| 3621 | 2022.11.25 02:50 | close | 1207 | 0.20 | 138.828 | 134.896 | 139.896 | 2640.00 | 4117062.00 |
| 3622 | 2022.11.30 01:20 | buy | 1208 | 0.20 | 138.763 | 0.000 | 0.000 | ||
| 3623 | 2022.11.30 01:20 | modify | 1208 | 0.20 | 138.763 | 134.963 | 139.963 | ||
| 3624 | 2022.11.30 02:30 | close | 1208 | 0.20 | 138.912 | 134.963 | 139.963 | 2980.00 | 4120042.00 |
| 3625 | 2022.12.05 01:20 | buy | 1209 | 0.20 | 134.574 | 0.000 | 0.000 | ||
| 3626 | 2022.12.05 01:20 | modify | 1209 | 0.20 | 134.574 | 130.774 | 135.774 | ||
| 3627 | 2022.12.05 02:35 | close | 1209 | 0.20 | 134.678 | 130.774 | 135.774 | 2080.00 | 4122122.00 |
| 3628 | 2022.12.15 01:20 | buy | 1210 | 0.20 | 135.270 | 0.000 | 0.000 | ||
| 3629 | 2022.12.15 01:20 | modify | 1210 | 0.20 | 135.270 | 131.470 | 136.470 | ||
| 3630 | 2022.12.15 02:05 | close | 1210 | 0.20 | 135.463 | 131.470 | 136.470 | 3860.00 | 4125982.00 |
| 3631 | 2022.12.20 01:20 | buy | 1211 | 0.20 | 136.877 | 0.000 | 0.000 | ||
| 3632 | 2022.12.20 01:20 | modify | 1211 | 0.20 | 136.877 | 133.077 | 138.077 | ||
| 3633 | 2022.12.20 01:55 | close | 1211 | 0.20 | 136.980 | 133.077 | 138.077 | 2060.00 | 4128042.00 |
| 3634 | 2022.12.30 01:20 | buy | 1212 | 0.20 | 133.063 | 0.000 | 0.000 | ||
| 3635 | 2022.12.30 01:20 | modify | 1212 | 0.20 | 133.063 | 129.263 | 134.263 | ||
| 3636 | 2022.12.30 02:55 | buy | 1213 | 0.20 | 132.564 | 0.000 | 0.000 | ||
| 3637 | 2022.12.30 02:55 | modify | 1213 | 0.20 | 132.564 | 128.764 | 133.764 | ||
| 3638 | 2022.12.30 10:15 | buy | 1214 | 0.20 | 131.949 | 0.000 | 0.000 | ||
| 3639 | 2022.12.30 10:15 | modify | 1214 | 0.20 | 131.949 | 128.149 | 133.149 | ||
| 3640 | 2022.12.30 19:30 | buy | 1215 | 0.20 | 131.388 | 0.000 | 0.000 | ||
| 3641 | 2022.12.30 19:30 | modify | 1215 | 0.20 | 131.388 | 127.588 | 132.588 | ||
| 3642 | 2022.12.30 20:30 | buy | 1216 | 0.20 | 130.845 | 0.000 | 0.000 | ||
| 3643 | 2022.12.30 20:30 | modify | 1216 | 0.20 | 130.845 | 127.045 | 132.045 | ||
| 3644 | 2023.01.03 03:15 | buy | 1217 | 0.20 | 130.223 | 0.000 | 0.000 | ||
| 3645 | 2023.01.03 03:15 | modify | 1217 | 0.20 | 130.223 | 126.423 | 131.423 | ||
| 3646 | 2023.01.03 05:40 | buy | 1218 | 0.20 | 129.717 | 0.000 | 0.000 | ||
| 3647 | 2023.01.03 05:40 | modify | 1218 | 0.20 | 129.717 | 125.917 | 130.917 | ||
| 3648 | 2023.01.03 10:30 | t/p | 1218 | 0.20 | 130.915 | 125.917 | 130.917 | 23960.00 | 4152002.00 |
| 3649 | 2023.01.04 01:25 | t/p | 1217 | 0.20 | 131.420 | 126.423 | 131.423 | 23914.00 | 4175916.00 |
| 3650 | 2023.01.04 09:35 | buy | 1219 | 0.20 | 130.336 | 0.000 | 0.000 | ||
| 3651 | 2023.01.04 09:35 | modify | 1219 | 0.20 | 130.336 | 126.536 | 131.536 | ||
| 3652 | 2023.01.04 17:10 | t/p | 1219 | 0.20 | 131.536 | 126.536 | 131.536 | 24000.00 | 4199916.00 |
| 3653 | 2023.01.04 17:56 | t/p | 1216 | 0.20 | 132.050 | 127.045 | 132.045 | 24022.00 | 4223938.00 |
| 3654 | 2023.01.04 19:30 | close | 1215 | 0.20 | 132.322 | 127.588 | 132.588 | 18602.00 | 4242540.00 |
| 3655 | 2023.01.04 19:30 | close | 1214 | 0.20 | 132.322 | 128.149 | 133.149 | 7382.00 | 4249922.00 |
| 3656 | 2023.01.04 19:30 | close | 1213 | 0.20 | 132.324 | 128.764 | 133.764 | -4878.00 | 4245044.00 |
| 3657 | 2023.01.04 19:30 | close | 1212 | 0.20 | 132.324 | 129.263 | 134.263 | -14858.00 | 4230186.00 |
| 3658 | 2023.01.05 01:20 | buy | 1220 | 0.20 | 132.349 | 0.000 | 0.000 | ||
| 3659 | 2023.01.05 01:20 | modify | 1220 | 0.20 | 132.349 | 128.549 | 133.549 | ||
| 3660 | 2023.01.05 03:05 | buy | 1221 | 0.20 | 131.823 | 0.000 | 0.000 | ||
| 3661 | 2023.01.05 03:05 | modify | 1221 | 0.20 | 131.823 | 128.023 | 133.023 | ||
| 3662 | 2023.01.05 05:25 | close | 1221 | 0.20 | 132.148 | 128.023 | 133.023 | 6500.00 | 4236686.00 |
| 3663 | 2023.01.05 05:25 | close | 1220 | 0.20 | 132.142 | 128.549 | 133.549 | -4140.00 | 4232546.00 |
| 3664 | 2023.01.17 01:20 | buy | 1222 | 0.20 | 128.291 | 0.000 | 0.000 | ||
| 3665 | 2023.01.17 01:20 | modify | 1222 | 0.20 | 128.291 | 124.491 | 129.491 | ||
| 3666 | 2023.01.17 02:10 | close | 1222 | 0.20 | 128.423 | 124.491 | 129.491 | 2640.00 | 4235186.00 |
| 3667 | 2023.01.20 01:20 | buy | 1223 | 0.20 | 128.386 | 0.000 | 0.000 | ||
| 3668 | 2023.01.20 01:20 | modify | 1223 | 0.20 | 128.386 | 124.586 | 129.586 | ||
| 3669 | 2023.01.20 02:10 | close | 1223 | 0.20 | 128.542 | 124.586 | 129.586 | 3120.00 | 4238306.00 |
| 3670 | 2023.01.25 01:20 | buy | 1224 | 0.20 | 130.156 | 0.000 | 0.000 | ||
| 3671 | 2023.01.25 01:20 | modify | 1224 | 0.20 | 130.156 | 126.356 | 131.356 | ||
| 3672 | 2023.01.25 02:10 | close | 1224 | 0.20 | 130.356 | 126.356 | 131.356 | 4000.00 | 4242306.00 |
| 3673 | 2023.01.30 01:20 | buy | 1225 | 0.20 | 129.832 | 0.000 | 0.000 | ||
| 3674 | 2023.01.30 01:20 | modify | 1225 | 0.20 | 129.832 | 126.032 | 131.032 | ||
| 3675 | 2023.01.30 02:10 | close | 1225 | 0.20 | 130.009 | 126.032 | 131.032 | 3540.00 | 4245846.00 |
| 3676 | 2023.02.15 01:20 | buy | 1226 | 0.20 | 133.084 | 0.000 | 0.000 | ||
| 3677 | 2023.02.15 01:20 | modify | 1226 | 0.20 | 133.084 | 129.284 | 134.284 | ||
| 3678 | 2023.02.15 03:45 | buy | 1227 | 0.20 | 132.556 | 0.000 | 0.000 | ||
| 3679 | 2023.02.15 03:45 | modify | 1227 | 0.20 | 132.556 | 128.756 | 133.756 | ||
| 3680 | 2023.02.15 05:25 | close | 1227 | 0.20 | 132.891 | 128.756 | 133.756 | 6700.00 | 4252546.00 |
| 3681 | 2023.02.15 05:25 | close | 1226 | 0.20 | 132.894 | 129.284 | 134.284 | -3800.00 | 4248746.00 |
| 3682 | 2023.02.17 01:20 | buy | 1228 | 0.20 | 134.140 | 0.000 | 0.000 | ||
| 3683 | 2023.02.17 01:20 | modify | 1228 | 0.20 | 134.140 | 130.340 | 135.340 | ||
| 3684 | 2023.02.17 02:35 | close | 1228 | 0.20 | 134.244 | 130.340 | 135.340 | 2080.00 | 4250826.00 |
| 3685 | 2023.02.20 01:20 | buy | 1229 | 0.20 | 134.287 | 0.000 | 0.000 | ||
| 3686 | 2023.02.20 01:20 | modify | 1229 | 0.20 | 134.287 | 130.487 | 135.487 | ||
| 3687 | 2023.02.20 02:40 | close | 1229 | 0.20 | 134.429 | 130.487 | 135.487 | 2840.00 | 4253666.00 |
前へ25ページ目