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 |
| 301 | 2005.08.30 02:00 | buy | 101 | 0.20 | 110.683 | 0.000 | 0.000 | ||
| 302 | 2005.08.30 02:00 | modify | 101 | 0.20 | 110.683 | 106.883 | 111.883 | ||
| 303 | 2005.08.30 04:55 | close | 101 | 0.20 | 110.814 | 106.883 | 111.883 | 2620.00 | 1318408.00 |
| 304 | 2005.09.05 02:00 | buy | 102 | 0.20 | 109.775 | 0.000 | 0.000 | ||
| 305 | 2005.09.05 02:00 | modify | 102 | 0.20 | 109.775 | 105.975 | 110.975 | ||
| 306 | 2005.09.05 04:45 | buy | 103 | 0.20 | 109.263 | 0.000 | 0.000 | ||
| 307 | 2005.09.05 04:45 | modify | 103 | 0.20 | 109.263 | 105.463 | 110.463 | ||
| 308 | 2005.09.06 10:30 | close | 103 | 0.20 | 109.730 | 105.463 | 110.463 | 9314.00 | 1327722.00 |
| 309 | 2005.09.06 10:30 | close | 102 | 0.20 | 109.734 | 105.975 | 110.975 | -846.00 | 1326876.00 |
| 310 | 2005.09.15 02:00 | buy | 104 | 0.20 | 110.486 | 0.000 | 0.000 | ||
| 311 | 2005.09.15 02:00 | modify | 104 | 0.20 | 110.486 | 106.686 | 111.686 | ||
| 312 | 2005.09.15 05:40 | close | 104 | 0.20 | 110.634 | 106.686 | 111.686 | 2960.00 | 1329836.00 |
| 313 | 2005.09.30 02:00 | buy | 105 | 0.20 | 113.238 | 0.000 | 0.000 | ||
| 314 | 2005.09.30 02:00 | modify | 105 | 0.20 | 113.238 | 109.438 | 114.438 | ||
| 315 | 2005.09.30 10:30 | close | 105 | 0.20 | 113.342 | 109.438 | 114.438 | 2080.00 | 1331916.00 |
| 316 | 2005.10.05 02:00 | buy | 106 | 0.20 | 114.355 | 0.000 | 0.000 | ||
| 317 | 2005.10.05 02:00 | modify | 106 | 0.20 | 114.355 | 110.555 | 115.555 | ||
| 318 | 2005.10.05 05:05 | buy | 107 | 0.20 | 113.843 | 0.000 | 0.000 | ||
| 319 | 2005.10.05 05:05 | modify | 107 | 0.20 | 113.843 | 110.043 | 115.043 | ||
| 320 | 2005.10.06 20:45 | buy | 108 | 0.20 | 113.346 | 0.000 | 0.000 | ||
| 321 | 2005.10.06 20:45 | modify | 108 | 0.20 | 113.346 | 109.546 | 114.546 | ||
| 322 | 2005.10.07 16:05 | close | 108 | 0.20 | 113.911 | 109.546 | 114.546 | 11274.00 | 1343190.00 |
| 323 | 2005.10.07 16:05 | close | 107 | 0.20 | 113.914 | 110.043 | 115.043 | 1316.00 | 1344506.00 |
| 324 | 2005.10.07 16:05 | close | 106 | 0.20 | 113.915 | 110.555 | 115.555 | -8904.00 | 1335602.00 |
| 325 | 2005.10.17 02:00 | buy | 109 | 0.20 | 114.251 | 0.000 | 0.000 | ||
| 326 | 2005.10.17 02:00 | modify | 109 | 0.20 | 114.251 | 110.451 | 115.451 | ||
| 327 | 2005.10.17 11:35 | close | 109 | 0.20 | 114.382 | 110.451 | 115.451 | 2620.00 | 1338222.00 |
| 328 | 2005.10.20 02:00 | buy | 110 | 0.20 | 115.544 | 0.000 | 0.000 | ||
| 329 | 2005.10.20 02:00 | modify | 110 | 0.20 | 115.544 | 111.744 | 116.744 | ||
| 330 | 2005.10.20 06:10 | close | 110 | 0.20 | 115.659 | 111.744 | 116.744 | 2300.00 | 1340522.00 |
| 331 | 2005.10.25 02:00 | buy | 111 | 0.20 | 115.462 | 0.000 | 0.000 | ||
| 332 | 2005.10.25 02:00 | modify | 111 | 0.20 | 115.462 | 111.662 | 116.662 | ||
| 333 | 2005.10.25 02:20 | close | 111 | 0.20 | 115.577 | 111.662 | 116.662 | 2300.00 | 1342822.00 |
| 334 | 2005.11.15 01:20 | buy | 112 | 0.20 | 118.769 | 0.000 | 0.000 | ||
| 335 | 2005.11.15 01:20 | modify | 112 | 0.20 | 118.769 | 114.969 | 119.969 | ||
| 336 | 2005.11.15 08:00 | close | 112 | 0.20 | 118.878 | 114.969 | 119.969 | 2180.00 | 1345002.00 |
| 337 | 2005.11.17 01:20 | buy | 113 | 0.20 | 119.243 | 0.000 | 0.000 | ||
| 338 | 2005.11.17 01:20 | modify | 113 | 0.20 | 119.243 | 115.443 | 120.443 | ||
| 339 | 2005.11.17 10:35 | buy | 114 | 0.20 | 118.707 | 0.000 | 0.000 | ||
| 340 | 2005.11.17 10:35 | modify | 114 | 0.20 | 118.707 | 114.907 | 119.907 | ||
| 341 | 2005.11.18 04:55 | close | 114 | 0.20 | 119.050 | 114.907 | 119.907 | 6834.00 | 1351836.00 |
| 342 | 2005.11.18 04:55 | close | 113 | 0.20 | 119.043 | 115.443 | 120.443 | -4026.00 | 1347810.00 |
| 343 | 2005.11.25 01:20 | buy | 115 | 0.20 | 118.937 | 0.000 | 0.000 | ||
| 344 | 2005.11.25 01:20 | modify | 115 | 0.20 | 118.937 | 115.137 | 120.137 | ||
| 345 | 2005.11.25 01:35 | close | 115 | 0.20 | 119.070 | 115.137 | 120.137 | 2660.00 | 1350470.00 |
| 346 | 2005.11.30 01:20 | buy | 116 | 0.20 | 119.754 | 0.000 | 0.000 | ||
| 347 | 2005.11.30 01:20 | modify | 116 | 0.20 | 119.754 | 115.954 | 120.954 | ||
| 348 | 2005.12.01 07:45 | close | 116 | 0.20 | 119.872 | 115.954 | 120.954 | 2282.00 | 1352752.00 |
| 349 | 2005.12.05 01:20 | buy | 117 | 0.20 | 121.219 | 0.000 | 0.000 | ||
| 350 | 2005.12.05 01:20 | modify | 117 | 0.20 | 121.219 | 117.419 | 122.419 | ||
| 351 | 2005.12.05 04:25 | close | 117 | 0.20 | 121.328 | 117.419 | 122.419 | 2180.00 | 1354932.00 |
| 352 | 2005.12.15 01:20 | buy | 118 | 0.20 | 117.602 | 0.000 | 0.000 | ||
| 353 | 2005.12.15 01:20 | modify | 118 | 0.20 | 117.602 | 113.802 | 118.802 | ||
| 354 | 2005.12.15 09:10 | buy | 119 | 0.20 | 117.014 | 0.000 | 0.000 | ||
| 355 | 2005.12.15 09:10 | modify | 119 | 0.20 | 117.014 | 113.214 | 118.214 | ||
| 356 | 2005.12.15 09:55 | buy | 120 | 0.20 | 116.473 | 0.000 | 0.000 | ||
| 357 | 2005.12.15 09:55 | modify | 120 | 0.20 | 116.473 | 112.673 | 117.673 | ||
| 358 | 2005.12.15 11:45 | buy | 121 | 0.20 | 115.949 | 0.000 | 0.000 | ||
| 359 | 2005.12.15 11:45 | modify | 121 | 0.20 | 115.949 | 112.149 | 117.149 | ||
| 360 | 2005.12.20 17:05 | close | 121 | 0.20 | 116.898 | 112.149 | 117.149 | 18902.00 | 1373834.00 |
| 361 | 2005.12.20 17:05 | close | 120 | 0.20 | 116.904 | 112.673 | 117.673 | 8542.00 | 1382376.00 |
| 362 | 2005.12.20 17:05 | close | 119 | 0.20 | 116.902 | 113.214 | 118.214 | -2318.00 | 1380058.00 |
| 363 | 2005.12.20 17:05 | close | 118 | 0.20 | 116.904 | 113.802 | 118.802 | -14038.00 | 1366020.00 |
| 364 | 2005.12.30 01:20 | buy | 122 | 0.20 | 117.786 | 0.000 | 0.000 | ||
| 365 | 2005.12.30 01:20 | modify | 122 | 0.20 | 117.786 | 113.986 | 118.986 | ||
| 366 | 2005.12.30 02:15 | close | 122 | 0.20 | 117.893 | 113.986 | 118.986 | 2140.00 | 1368160.00 |
| 367 | 2006.01.05 01:20 | buy | 123 | 0.20 | 116.263 | 0.000 | 0.000 | ||
| 368 | 2006.01.05 01:20 | modify | 123 | 0.20 | 116.263 | 112.463 | 117.463 | ||
| 369 | 2006.01.05 03:10 | close | 123 | 0.20 | 116.408 | 112.463 | 117.463 | 2900.00 | 1371060.00 |
| 370 | 2006.01.17 01:20 | buy | 124 | 0.20 | 115.186 | 0.000 | 0.000 | ||
| 371 | 2006.01.17 01:20 | modify | 124 | 0.20 | 115.186 | 111.386 | 116.386 | ||
| 372 | 2006.01.17 09:30 | buy | 125 | 0.20 | 114.692 | 0.000 | 0.000 | ||
| 373 | 2006.01.17 09:30 | modify | 125 | 0.20 | 114.692 | 110.892 | 115.892 | ||
| 374 | 2006.01.17 11:55 | close | 125 | 0.20 | 115.040 | 110.892 | 115.892 | 6960.00 | 1378020.00 |
| 375 | 2006.01.17 11:55 | close | 124 | 0.20 | 115.037 | 111.386 | 116.386 | -2980.00 | 1375040.00 |
| 376 | 2006.01.20 01:20 | buy | 126 | 0.20 | 115.467 | 0.000 | 0.000 | ||
| 377 | 2006.01.20 01:20 | modify | 126 | 0.20 | 115.467 | 111.667 | 116.667 | ||
| 378 | 2006.01.20 02:35 | close | 126 | 0.20 | 115.594 | 111.667 | 116.667 | 2540.00 | 1377580.00 |
| 379 | 2006.01.25 01:20 | buy | 127 | 0.20 | 114.904 | 0.000 | 0.000 | ||
| 380 | 2006.01.25 01:20 | modify | 127 | 0.20 | 114.904 | 111.104 | 116.104 | ||
| 381 | 2006.01.25 01:35 | close | 127 | 0.20 | 115.037 | 111.104 | 116.104 | 2660.00 | 1380240.00 |
| 382 | 2006.01.30 01:20 | buy | 128 | 0.20 | 117.210 | 0.000 | 0.000 | ||
| 383 | 2006.01.30 01:20 | modify | 128 | 0.20 | 117.210 | 113.410 | 118.410 | ||
| 384 | 2006.01.30 03:25 | close | 128 | 0.20 | 117.335 | 113.410 | 118.410 | 2500.00 | 1382740.00 |
| 385 | 2006.02.15 01:20 | buy | 129 | 0.20 | 117.549 | 0.000 | 0.000 | ||
| 386 | 2006.02.15 01:20 | modify | 129 | 0.20 | 117.549 | 113.749 | 118.749 | ||
| 387 | 2006.02.15 01:40 | close | 129 | 0.20 | 117.654 | 113.749 | 118.749 | 2100.00 | 1384840.00 |
| 388 | 2006.02.17 01:20 | buy | 130 | 0.20 | 117.658 | 0.000 | 0.000 | ||
| 389 | 2006.02.17 01:20 | modify | 130 | 0.20 | 117.658 | 113.858 | 118.858 | ||
| 390 | 2006.02.17 03:00 | close | 130 | 0.20 | 117.840 | 113.858 | 118.858 | 3640.00 | 1388480.00 |
| 391 | 2006.02.20 01:20 | buy | 131 | 0.20 | 118.220 | 0.000 | 0.000 | ||
| 392 | 2006.02.20 01:20 | modify | 131 | 0.20 | 118.220 | 114.420 | 119.420 | ||
| 393 | 2006.02.21 01:05 | close | 131 | 0.20 | 118.324 | 114.420 | 119.420 | 2054.00 | 1390534.00 |
| 394 | 2006.03.15 02:00 | buy | 132 | 0.20 | 117.681 | 0.000 | 0.000 | ||
| 395 | 2006.03.15 02:00 | modify | 132 | 0.20 | 117.681 | 113.881 | 118.881 | ||
| 396 | 2006.03.15 16:35 | buy | 133 | 0.20 | 117.165 | 0.000 | 0.000 | ||
| 397 | 2006.03.15 16:35 | modify | 133 | 0.20 | 117.165 | 113.365 | 118.365 | ||
| 398 | 2006.03.15 17:55 | close | 133 | 0.20 | 117.500 | 113.365 | 118.365 | 6700.00 | 1397234.00 |
| 399 | 2006.03.15 17:55 | close | 132 | 0.20 | 117.501 | 113.881 | 118.881 | -3600.00 | 1393634.00 |
| 400 | 2006.03.17 02:00 | buy | 134 | 0.20 | 116.891 | 0.000 | 0.000 | ||
| 401 | 2006.03.17 02:00 | modify | 134 | 0.20 | 116.891 | 113.091 | 118.091 | ||
| 402 | 2006.03.17 11:40 | buy | 135 | 0.20 | 116.292 | 0.000 | 0.000 | ||
| 403 | 2006.03.17 11:40 | modify | 135 | 0.20 | 116.292 | 112.492 | 117.492 | ||
| 404 | 2006.03.17 15:50 | buy | 136 | 0.20 | 115.730 | 0.000 | 0.000 | ||
| 405 | 2006.03.17 15:50 | modify | 136 | 0.20 | 115.730 | 111.930 | 116.930 | ||
| 406 | 2006.03.20 03:40 | close | 136 | 0.20 | 116.343 | 111.930 | 116.930 | 12234.00 | 1405868.00 |
| 407 | 2006.03.20 03:40 | close | 135 | 0.20 | 116.347 | 112.492 | 117.492 | 1074.00 | 1406942.00 |
| 408 | 2006.03.20 03:40 | close | 134 | 0.20 | 116.342 | 113.091 | 118.091 | -11006.00 | 1395936.00 |
| 409 | 2006.03.30 02:00 | buy | 137 | 0.20 | 117.828 | 0.000 | 0.000 | ||
| 410 | 2006.03.30 02:00 | modify | 137 | 0.20 | 117.828 | 114.028 | 119.028 | ||
| 411 | 2006.03.30 11:55 | buy | 138 | 0.20 | 117.305 | 0.000 | 0.000 | ||
| 412 | 2006.03.30 11:55 | modify | 138 | 0.20 | 117.305 | 113.505 | 118.505 | ||
| 413 | 2006.03.30 15:45 | close | 138 | 0.20 | 117.664 | 113.505 | 118.505 | 7180.00 | 1403116.00 |
| 414 | 2006.03.30 15:45 | close | 137 | 0.20 | 117.659 | 114.028 | 119.028 | -3380.00 | 1399736.00 |
| 415 | 2006.04.05 02:00 | buy | 139 | 0.20 | 117.467 | 0.000 | 0.000 | ||
| 416 | 2006.04.05 02:00 | modify | 139 | 0.20 | 117.467 | 113.667 | 118.667 | ||
| 417 | 2006.04.05 06:10 | buy | 140 | 0.20 | 116.956 | 0.000 | 0.000 | ||
| 418 | 2006.04.05 06:10 | modify | 140 | 0.20 | 116.956 | 113.156 | 118.156 | ||
| 419 | 2006.04.05 12:10 | close | 140 | 0.20 | 117.279 | 113.156 | 118.156 | 6460.00 | 1406196.00 |
| 420 | 2006.04.05 12:10 | close | 139 | 0.20 | 117.273 | 113.667 | 118.667 | -3880.00 | 1402316.00 |
| 421 | 2006.04.17 02:00 | buy | 141 | 0.20 | 118.519 | 0.000 | 0.000 | ||
| 422 | 2006.04.17 02:00 | modify | 141 | 0.20 | 118.519 | 114.719 | 119.719 | ||
| 423 | 2006.04.17 04:35 | buy | 142 | 0.20 | 118.001 | 0.000 | 0.000 | ||
| 424 | 2006.04.17 04:35 | modify | 142 | 0.20 | 118.001 | 114.201 | 119.201 | ||
| 425 | 2006.04.17 11:35 | close | 142 | 0.20 | 118.333 | 114.201 | 119.201 | 6640.00 | 1408956.00 |
| 426 | 2006.04.17 11:35 | close | 141 | 0.20 | 118.329 | 114.719 | 119.719 | -3800.00 | 1405156.00 |
| 427 | 2006.04.20 02:00 | buy | 143 | 0.20 | 117.374 | 0.000 | 0.000 | ||
| 428 | 2006.04.20 02:00 | modify | 143 | 0.20 | 117.374 | 113.574 | 118.574 | ||
| 429 | 2006.04.20 03:55 | close | 143 | 0.20 | 117.494 | 113.574 | 118.574 | 2400.00 | 1407556.00 |
| 430 | 2006.04.25 02:00 | buy | 144 | 0.20 | 114.610 | 0.000 | 0.000 | ||
| 431 | 2006.04.25 02:00 | modify | 144 | 0.20 | 114.610 | 110.810 | 115.810 | ||
| 432 | 2006.04.25 02:40 | close | 144 | 0.20 | 114.721 | 110.810 | 115.810 | 2220.00 | 1409776.00 |
| 433 | 2006.05.05 02:00 | buy | 145 | 0.20 | 113.596 | 0.000 | 0.000 | ||
| 434 | 2006.05.05 02:00 | modify | 145 | 0.20 | 113.596 | 109.796 | 114.796 | ||
| 435 | 2006.05.05 05:55 | close | 145 | 0.20 | 113.712 | 109.796 | 114.796 | 2320.00 | 1412096.00 |
| 436 | 2006.05.15 02:00 | buy | 146 | 0.20 | 109.489 | 0.000 | 0.000 | ||
| 437 | 2006.05.15 02:00 | modify | 146 | 0.20 | 109.489 | 105.689 | 110.689 | ||
| 438 | 2006.05.15 02:20 | close | 146 | 0.20 | 109.596 | 105.689 | 110.689 | 2140.00 | 1414236.00 |
| 439 | 2006.05.17 02:00 | buy | 147 | 0.20 | 109.779 | 0.000 | 0.000 | ||
| 440 | 2006.05.17 02:00 | modify | 147 | 0.20 | 109.779 | 105.979 | 110.979 | ||
| 441 | 2006.05.17 10:10 | buy | 148 | 0.20 | 109.258 | 0.000 | 0.000 | ||
| 442 | 2006.05.17 10:10 | modify | 148 | 0.20 | 109.258 | 105.458 | 110.458 | ||
| 443 | 2006.05.17 17:25 | close | 148 | 0.20 | 109.629 | 105.458 | 110.458 | 7420.00 | 1421656.00 |
| 444 | 2006.05.17 17:25 | close | 147 | 0.20 | 109.633 | 105.979 | 110.979 | -2920.00 | 1418736.00 |
| 445 | 2006.05.25 02:00 | buy | 149 | 0.20 | 112.745 | 0.000 | 0.000 | ||
| 446 | 2006.05.25 02:00 | modify | 149 | 0.20 | 112.745 | 108.945 | 113.945 | ||
| 447 | 2006.05.25 14:45 | buy | 150 | 0.20 | 112.238 | 0.000 | 0.000 | ||
| 448 | 2006.05.25 14:45 | modify | 150 | 0.20 | 112.238 | 108.438 | 113.438 | ||
| 449 | 2006.05.25 21:45 | buy | 151 | 0.20 | 111.734 | 0.000 | 0.000 | ||
| 450 | 2006.05.25 21:45 | modify | 151 | 0.20 | 111.734 | 107.934 | 112.934 | ||