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 |
| 451 | 2006.05.26 16:35 | close | 151 | 0.20 | 112.419 | 107.934 | 112.934 | 13674.00 | 1432410.00 |
| 452 | 2006.05.26 16:35 | close | 150 | 0.20 | 112.420 | 108.438 | 113.438 | 3614.00 | 1436024.00 |
| 453 | 2006.05.26 16:35 | close | 149 | 0.20 | 112.425 | 108.945 | 113.945 | -6426.00 | 1429598.00 |
| 454 | 2006.05.30 02:00 | buy | 152 | 0.20 | 112.559 | 0.000 | 0.000 | ||
| 455 | 2006.05.30 02:00 | modify | 152 | 0.20 | 112.559 | 108.759 | 113.759 | ||
| 456 | 2006.05.30 03:05 | close | 152 | 0.20 | 112.668 | 108.759 | 113.759 | 2180.00 | 1431778.00 |
| 457 | 2006.06.05 02:00 | buy | 153 | 0.20 | 111.645 | 0.000 | 0.000 | ||
| 458 | 2006.06.05 02:00 | modify | 153 | 0.20 | 111.645 | 107.845 | 112.845 | ||
| 459 | 2006.06.05 10:50 | close | 153 | 0.20 | 111.771 | 107.845 | 112.845 | 2520.00 | 1434298.00 |
| 460 | 2006.06.15 02:00 | buy | 154 | 0.20 | 114.873 | 0.000 | 0.000 | ||
| 461 | 2006.06.15 02:00 | modify | 154 | 0.20 | 114.873 | 111.073 | 116.073 | ||
| 462 | 2006.06.15 03:20 | close | 154 | 0.20 | 114.991 | 111.073 | 116.073 | 2360.00 | 1436658.00 |
| 463 | 2006.06.20 02:00 | buy | 155 | 0.20 | 115.410 | 0.000 | 0.000 | ||
| 464 | 2006.06.20 02:00 | modify | 155 | 0.20 | 115.410 | 111.610 | 116.610 | ||
| 465 | 2006.06.20 03:30 | close | 155 | 0.20 | 115.515 | 111.610 | 116.610 | 2100.00 | 1438758.00 |
| 466 | 2006.06.30 02:00 | buy | 156 | 0.20 | 115.153 | 0.000 | 0.000 | ||
| 467 | 2006.06.30 02:00 | modify | 156 | 0.20 | 115.153 | 111.353 | 116.353 | ||
| 468 | 2006.06.30 08:50 | buy | 157 | 0.20 | 114.669 | 0.000 | 0.000 | ||
| 469 | 2006.06.30 08:50 | modify | 157 | 0.20 | 114.669 | 110.869 | 115.869 | ||
| 470 | 2006.07.03 02:55 | buy | 158 | 0.20 | 114.118 | 0.000 | 0.000 | ||
| 471 | 2006.07.03 02:55 | modify | 158 | 0.20 | 114.118 | 110.318 | 115.318 | ||
| 472 | 2006.07.03 04:35 | close | 158 | 0.20 | 114.708 | 110.318 | 115.318 | 11800.00 | 1450558.00 |
| 473 | 2006.07.03 04:35 | close | 157 | 0.20 | 114.706 | 110.869 | 115.869 | 714.00 | 1451272.00 |
| 474 | 2006.07.03 04:35 | close | 156 | 0.20 | 114.708 | 111.353 | 116.353 | -8926.00 | 1442346.00 |
| 475 | 2006.07.05 02:00 | buy | 159 | 0.20 | 115.113 | 0.000 | 0.000 | ||
| 476 | 2006.07.05 02:00 | modify | 159 | 0.20 | 115.113 | 111.313 | 116.313 | ||
| 477 | 2006.07.05 08:40 | buy | 160 | 0.20 | 114.615 | 0.000 | 0.000 | ||
| 478 | 2006.07.05 08:40 | modify | 160 | 0.20 | 114.615 | 110.815 | 115.815 | ||
| 479 | 2006.07.05 10:00 | close | 160 | 0.20 | 114.932 | 110.815 | 115.815 | 6340.00 | 1448686.00 |
| 480 | 2006.07.05 10:00 | close | 159 | 0.20 | 114.923 | 111.313 | 116.313 | -3800.00 | 1444886.00 |
| 481 | 2006.07.17 02:00 | buy | 161 | 0.20 | 116.242 | 0.000 | 0.000 | ||
| 482 | 2006.07.17 02:00 | modify | 161 | 0.20 | 116.242 | 112.442 | 117.442 | ||
| 483 | 2006.07.17 06:40 | close | 161 | 0.20 | 116.343 | 112.442 | 117.442 | 2020.00 | 1446906.00 |
| 484 | 2006.07.25 02:00 | buy | 162 | 0.20 | 116.754 | 0.000 | 0.000 | ||
| 485 | 2006.07.25 02:00 | modify | 162 | 0.20 | 116.754 | 112.954 | 117.954 | ||
| 486 | 2006.07.25 03:25 | close | 162 | 0.20 | 116.886 | 112.954 | 117.954 | 2640.00 | 1449546.00 |
| 487 | 2006.08.15 02:00 | buy | 163 | 0.20 | 116.612 | 0.000 | 0.000 | ||
| 488 | 2006.08.15 02:00 | modify | 163 | 0.20 | 116.612 | 112.812 | 117.812 | ||
| 489 | 2006.08.15 16:00 | buy | 164 | 0.20 | 116.128 | 0.000 | 0.000 | ||
| 490 | 2006.08.15 16:00 | modify | 164 | 0.20 | 116.128 | 112.328 | 117.328 | ||
| 491 | 2006.08.17 04:15 | buy | 165 | 0.20 | 115.614 | 0.000 | 0.000 | ||
| 492 | 2006.08.17 04:15 | modify | 165 | 0.20 | 115.614 | 111.814 | 116.814 | ||
| 493 | 2006.08.22 05:05 | close | 165 | 0.20 | 116.148 | 111.814 | 116.814 | 10602.00 | 1460148.00 |
| 494 | 2006.08.22 05:05 | close | 164 | 0.20 | 116.149 | 112.328 | 117.328 | 238.00 | 1460386.00 |
| 495 | 2006.08.22 05:05 | close | 163 | 0.20 | 116.153 | 112.812 | 117.812 | -9362.00 | 1451024.00 |
| 496 | 2006.08.25 02:00 | buy | 166 | 0.20 | 116.463 | 0.000 | 0.000 | ||
| 497 | 2006.08.25 02:00 | modify | 166 | 0.20 | 116.463 | 112.663 | 117.663 | ||
| 498 | 2006.08.25 02:50 | close | 166 | 0.20 | 116.588 | 112.663 | 117.663 | 2500.00 | 1453524.00 |
| 499 | 2006.08.30 02:00 | buy | 167 | 0.20 | 116.719 | 0.000 | 0.000 | ||
| 500 | 2006.08.30 02:00 | modify | 167 | 0.20 | 116.719 | 112.919 | 117.919 | ||
| 501 | 2006.08.30 05:30 | close | 167 | 0.20 | 116.816 | 112.919 | 117.919 | 1940.00 | 1455464.00 |
| 502 | 2006.09.05 02:00 | buy | 168 | 0.20 | 116.160 | 0.000 | 0.000 | ||
| 503 | 2006.09.05 02:00 | modify | 168 | 0.20 | 116.160 | 112.360 | 117.360 | ||
| 504 | 2006.09.05 10:15 | buy | 169 | 0.20 | 115.647 | 0.000 | 0.000 | ||
| 505 | 2006.09.05 10:15 | modify | 169 | 0.20 | 115.647 | 111.847 | 116.847 | ||
| 506 | 2006.09.05 17:30 | close | 169 | 0.20 | 115.966 | 111.847 | 116.847 | 6380.00 | 1461844.00 |
| 507 | 2006.09.05 17:30 | close | 168 | 0.20 | 115.962 | 112.360 | 117.360 | -3960.00 | 1457884.00 |
| 508 | 2006.09.15 02:00 | buy | 170 | 0.20 | 117.599 | 0.000 | 0.000 | ||
| 509 | 2006.09.15 02:00 | modify | 170 | 0.20 | 117.599 | 113.799 | 118.799 | ||
| 510 | 2006.09.15 03:10 | close | 170 | 0.20 | 117.715 | 113.799 | 118.799 | 2320.00 | 1460204.00 |
| 511 | 2006.09.20 02:00 | buy | 171 | 0.20 | 117.622 | 0.000 | 0.000 | ||
| 512 | 2006.09.20 02:00 | modify | 171 | 0.20 | 117.622 | 113.822 | 118.822 | ||
| 513 | 2006.09.20 10:00 | buy | 172 | 0.20 | 117.113 | 0.000 | 0.000 | ||
| 514 | 2006.09.20 10:00 | modify | 172 | 0.20 | 117.113 | 113.313 | 118.313 | ||
| 515 | 2006.09.20 12:45 | close | 172 | 0.20 | 117.417 | 113.313 | 118.313 | 6080.00 | 1466284.00 |
| 516 | 2006.09.20 12:45 | close | 171 | 0.20 | 117.421 | 113.822 | 118.822 | -4020.00 | 1462264.00 |
| 517 | 2006.09.25 02:00 | buy | 173 | 0.20 | 116.531 | 0.000 | 0.000 | ||
| 518 | 2006.09.25 02:00 | modify | 173 | 0.20 | 116.531 | 112.731 | 117.731 | ||
| 519 | 2006.09.25 03:15 | close | 173 | 0.20 | 116.632 | 112.731 | 117.731 | 2020.00 | 1464284.00 |
| 520 | 2006.10.05 02:00 | buy | 174 | 0.20 | 117.842 | 0.000 | 0.000 | ||
| 521 | 2006.10.05 02:00 | modify | 174 | 0.20 | 117.842 | 114.042 | 119.042 | ||
| 522 | 2006.10.06 04:15 | close | 174 | 0.20 | 117.940 | 114.042 | 119.042 | 1934.00 | 1466218.00 |
| 523 | 2006.10.17 02:00 | buy | 175 | 0.20 | 118.983 | 0.000 | 0.000 | ||
| 524 | 2006.10.17 02:00 | modify | 175 | 0.20 | 118.983 | 115.183 | 120.183 | ||
| 525 | 2006.10.17 03:05 | close | 175 | 0.20 | 119.083 | 115.183 | 120.183 | 2000.00 | 1468218.00 |
| 526 | 2006.10.20 02:00 | buy | 176 | 0.20 | 118.308 | 0.000 | 0.000 | ||
| 527 | 2006.10.20 02:00 | modify | 176 | 0.20 | 118.308 | 114.508 | 119.508 | ||
| 528 | 2006.10.20 17:05 | close | 176 | 0.20 | 118.569 | 114.508 | 119.508 | 5220.00 | 1473438.00 |
| 529 | 2006.10.25 02:00 | buy | 177 | 0.20 | 119.384 | 0.000 | 0.000 | ||
| 530 | 2006.10.25 02:00 | modify | 177 | 0.20 | 119.384 | 115.584 | 120.584 | ||
| 531 | 2006.10.26 03:15 | buy | 178 | 0.20 | 118.883 | 0.000 | 0.000 | ||
| 532 | 2006.10.26 03:15 | modify | 178 | 0.20 | 118.883 | 115.083 | 120.083 | ||
| 533 | 2006.10.26 19:45 | buy | 179 | 0.20 | 118.397 | 0.000 | 0.000 | ||
| 534 | 2006.10.26 19:45 | modify | 179 | 0.20 | 118.397 | 114.597 | 119.597 | ||
| 535 | 2006.10.27 16:00 | buy | 180 | 0.20 | 117.912 | 0.000 | 0.000 | ||
| 536 | 2006.10.27 16:00 | modify | 180 | 0.20 | 117.912 | 114.112 | 119.112 | ||
| 537 | 2006.10.27 16:35 | buy | 181 | 0.20 | 117.300 | 0.000 | 0.000 | ||
| 538 | 2006.10.27 16:35 | modify | 181 | 0.20 | 117.300 | 113.500 | 118.500 | ||
| 539 | 2006.10.31 19:10 | buy | 182 | 0.20 | 116.788 | 0.000 | 0.000 | ||
| 540 | 2006.10.31 19:10 | modify | 182 | 0.20 | 116.788 | 112.988 | 117.988 | ||
| 541 | 2006.11.03 15:46 | t/p | 182 | 0.20 | 117.986 | 112.988 | 117.988 | 23830.00 | 1497268.00 |
| 542 | 2006.11.06 15:05 | close | 181 | 0.20 | 118.411 | 113.500 | 118.500 | 22012.00 | 1519280.00 |
| 543 | 2006.11.06 15:05 | close | 180 | 0.20 | 118.408 | 114.112 | 119.112 | 9712.00 | 1528992.00 |
| 544 | 2006.11.06 15:05 | close | 179 | 0.20 | 118.409 | 114.597 | 119.597 | 6.00 | 1528998.00 |
| 545 | 2006.11.06 15:05 | close | 178 | 0.20 | 118.410 | 115.083 | 120.083 | -9694.00 | 1519304.00 |
| 546 | 2006.11.06 15:05 | close | 177 | 0.20 | 118.407 | 115.584 | 120.584 | -19852.00 | 1499452.00 |
| 547 | 2006.11.15 01:20 | buy | 183 | 0.20 | 117.559 | 0.000 | 0.000 | ||
| 548 | 2006.11.15 01:20 | modify | 183 | 0.20 | 117.559 | 113.759 | 118.759 | ||
| 549 | 2006.11.15 02:10 | close | 183 | 0.20 | 117.675 | 113.759 | 118.759 | 2320.00 | 1501772.00 |
| 550 | 2006.11.17 01:20 | buy | 184 | 0.20 | 118.226 | 0.000 | 0.000 | ||
| 551 | 2006.11.17 01:20 | modify | 184 | 0.20 | 118.226 | 114.426 | 119.426 | ||
| 552 | 2006.11.17 06:10 | close | 184 | 0.20 | 118.339 | 114.426 | 119.426 | 2260.00 | 1504032.00 |
| 553 | 2006.11.20 01:20 | buy | 185 | 0.20 | 117.846 | 0.000 | 0.000 | ||
| 554 | 2006.11.20 01:20 | modify | 185 | 0.20 | 117.846 | 114.046 | 119.046 | ||
| 555 | 2006.11.20 05:20 | close | 185 | 0.20 | 117.967 | 114.046 | 119.046 | 2420.00 | 1506452.00 |
| 556 | 2006.11.30 01:20 | buy | 186 | 0.20 | 116.377 | 0.000 | 0.000 | ||
| 557 | 2006.11.30 01:20 | modify | 186 | 0.20 | 116.377 | 112.577 | 117.577 | ||
| 558 | 2006.11.30 03:40 | close | 186 | 0.20 | 116.486 | 112.577 | 117.577 | 2180.00 | 1508632.00 |
| 559 | 2006.12.05 01:20 | buy | 187 | 0.20 | 115.350 | 0.000 | 0.000 | ||
| 560 | 2006.12.05 01:20 | modify | 187 | 0.20 | 115.350 | 111.550 | 116.550 | ||
| 561 | 2006.12.05 09:45 | buy | 188 | 0.20 | 114.864 | 0.000 | 0.000 | ||
| 562 | 2006.12.05 09:45 | modify | 188 | 0.20 | 114.864 | 111.064 | 116.064 | ||
| 563 | 2006.12.06 15:40 | close | 188 | 0.20 | 115.193 | 111.064 | 116.064 | 6554.00 | 1515186.00 |
| 564 | 2006.12.06 15:40 | close | 187 | 0.20 | 115.192 | 111.550 | 116.550 | -3186.00 | 1512000.00 |
| 565 | 2006.12.15 01:20 | buy | 189 | 0.20 | 117.750 | 0.000 | 0.000 | ||
| 566 | 2006.12.15 01:20 | modify | 189 | 0.20 | 117.750 | 113.950 | 118.950 | ||
| 567 | 2006.12.15 02:15 | close | 189 | 0.20 | 117.872 | 113.950 | 118.950 | 2440.00 | 1514440.00 |
| 568 | 2006.12.20 01:20 | buy | 190 | 0.20 | 118.053 | 0.000 | 0.000 | ||
| 569 | 2006.12.20 01:20 | modify | 190 | 0.20 | 118.053 | 114.253 | 119.253 | ||
| 570 | 2006.12.20 02:55 | close | 190 | 0.20 | 118.225 | 114.253 | 119.253 | 3440.00 | 1517880.00 |
| 571 | 2006.12.25 01:20 | buy | 191 | 0.20 | 118.797 | 0.000 | 0.000 | ||
| 572 | 2006.12.25 01:20 | modify | 191 | 0.20 | 118.797 | 114.997 | 119.997 | ||
| 573 | 2006.12.25 07:25 | close | 191 | 0.20 | 118.913 | 114.997 | 119.997 | 2320.00 | 1520200.00 |
| 574 | 2007.01.05 01:20 | buy | 192 | 0.20 | 118.896 | 0.000 | 0.000 | ||
| 575 | 2007.01.05 01:20 | modify | 192 | 0.20 | 118.896 | 115.096 | 120.096 | ||
| 576 | 2007.01.05 03:00 | buy | 193 | 0.20 | 118.409 | 0.000 | 0.000 | ||
| 577 | 2007.01.05 03:00 | modify | 193 | 0.20 | 118.409 | 114.609 | 119.609 | ||
| 578 | 2007.01.05 15:50 | close | 193 | 0.20 | 118.722 | 114.609 | 119.609 | 6260.00 | 1526460.00 |
| 579 | 2007.01.05 15:50 | close | 192 | 0.20 | 118.730 | 115.096 | 120.096 | -3320.00 | 1523140.00 |
| 580 | 2007.01.15 01:20 | buy | 194 | 0.20 | 120.339 | 0.000 | 0.000 | ||
| 581 | 2007.01.15 01:20 | modify | 194 | 0.20 | 120.339 | 116.539 | 121.539 | ||
| 582 | 2007.01.15 11:00 | close | 194 | 0.20 | 120.446 | 116.539 | 121.539 | 2140.00 | 1525280.00 |
| 583 | 2007.01.17 01:20 | buy | 195 | 0.20 | 120.771 | 0.000 | 0.000 | ||
| 584 | 2007.01.17 01:20 | modify | 195 | 0.20 | 120.771 | 116.971 | 121.971 | ||
| 585 | 2007.01.18 08:20 | close | 195 | 0.20 | 120.882 | 116.971 | 121.971 | 2142.00 | 1527422.00 |
| 586 | 2007.01.25 01:20 | buy | 196 | 0.20 | 121.048 | 0.000 | 0.000 | ||
| 587 | 2007.01.25 01:20 | modify | 196 | 0.20 | 121.048 | 117.248 | 122.248 | ||
| 588 | 2007.01.25 04:30 | buy | 197 | 0.20 | 120.560 | 0.000 | 0.000 | ||
| 589 | 2007.01.25 04:30 | modify | 197 | 0.20 | 120.560 | 116.760 | 121.760 | ||
| 590 | 2007.01.25 14:45 | close | 197 | 0.20 | 120.879 | 116.760 | 121.760 | 6380.00 | 1533802.00 |
| 591 | 2007.01.25 14:45 | close | 196 | 0.20 | 120.884 | 117.248 | 122.248 | -3280.00 | 1530522.00 |
| 592 | 2007.01.30 01:20 | buy | 198 | 0.20 | 121.732 | 0.000 | 0.000 | ||
| 593 | 2007.01.30 01:20 | modify | 198 | 0.20 | 121.732 | 117.932 | 122.932 | ||
| 594 | 2007.01.30 08:00 | close | 198 | 0.20 | 121.848 | 117.932 | 122.932 | 2320.00 | 1532842.00 |
| 595 | 2007.02.05 01:20 | buy | 199 | 0.20 | 121.112 | 0.000 | 0.000 | ||
| 596 | 2007.02.05 01:20 | modify | 199 | 0.20 | 121.112 | 117.312 | 122.312 | ||
| 597 | 2007.02.05 09:55 | buy | 200 | 0.20 | 120.553 | 0.000 | 0.000 | ||
| 598 | 2007.02.05 09:55 | modify | 200 | 0.20 | 120.553 | 116.753 | 121.753 | ||
| 599 | 2007.02.06 02:50 | buy | 201 | 0.20 | 120.050 | 0.000 | 0.000 | ||
| 600 | 2007.02.06 02:50 | modify | 201 | 0.20 | 120.050 | 116.250 | 121.250 | ||