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 |
| 601 | 2007.02.07 10:55 | close | 201 | 0.20 | 120.603 | 116.250 | 121.250 | 11034.00 | 1543876.00 |
| 602 | 2007.02.07 10:55 | close | 200 | 0.20 | 120.610 | 116.753 | 121.753 | 1088.00 | 1544964.00 |
| 603 | 2007.02.07 10:55 | close | 199 | 0.20 | 120.610 | 117.312 | 122.312 | -10092.00 | 1534872.00 |
| 604 | 2007.02.15 01:20 | buy | 202 | 0.20 | 120.750 | 0.000 | 0.000 | ||
| 605 | 2007.02.15 01:20 | modify | 202 | 0.20 | 120.750 | 116.950 | 121.950 | ||
| 606 | 2007.02.15 02:10 | buy | 203 | 0.20 | 120.209 | 0.000 | 0.000 | ||
| 607 | 2007.02.15 02:10 | modify | 203 | 0.20 | 120.209 | 116.409 | 121.409 | ||
| 608 | 2007.02.15 18:00 | buy | 204 | 0.20 | 119.480 | 0.000 | 0.000 | ||
| 609 | 2007.02.15 18:00 | modify | 204 | 0.20 | 119.480 | 115.680 | 120.680 | ||
| 610 | 2007.02.20 13:40 | close | 204 | 0.20 | 120.280 | 115.680 | 120.680 | 15922.00 | 1550794.00 |
| 611 | 2007.02.20 13:40 | close | 203 | 0.20 | 120.277 | 116.409 | 121.409 | 1282.00 | 1552076.00 |
| 612 | 2007.02.20 13:40 | close | 202 | 0.20 | 120.278 | 116.950 | 121.950 | -9518.00 | 1542558.00 |
| 613 | 2007.03.05 01:20 | buy | 205 | 0.20 | 116.455 | 0.000 | 0.000 | ||
| 614 | 2007.03.05 01:20 | modify | 205 | 0.20 | 116.455 | 112.655 | 117.655 | ||
| 615 | 2007.03.05 02:05 | buy | 206 | 0.20 | 115.875 | 0.000 | 0.000 | ||
| 616 | 2007.03.05 02:05 | modify | 206 | 0.20 | 115.875 | 112.075 | 117.075 | ||
| 617 | 2007.03.05 09:15 | buy | 207 | 0.20 | 115.350 | 0.000 | 0.000 | ||
| 618 | 2007.03.05 09:15 | modify | 207 | 0.20 | 115.350 | 111.550 | 116.550 | ||
| 619 | 2007.03.05 16:55 | close | 207 | 0.20 | 115.976 | 111.550 | 116.550 | 12520.00 | 1555078.00 |
| 620 | 2007.03.05 16:55 | close | 206 | 0.20 | 115.971 | 112.075 | 117.075 | 1920.00 | 1556998.00 |
| 621 | 2007.03.05 16:55 | close | 205 | 0.20 | 115.968 | 112.655 | 117.655 | -9740.00 | 1547258.00 |
| 622 | 2007.03.15 02:00 | buy | 208 | 0.20 | 117.280 | 0.000 | 0.000 | ||
| 623 | 2007.03.15 02:00 | modify | 208 | 0.20 | 117.280 | 113.480 | 118.480 | ||
| 624 | 2007.03.15 10:10 | close | 208 | 0.20 | 117.448 | 113.480 | 118.480 | 3360.00 | 1550618.00 |
| 625 | 2007.03.20 02:00 | buy | 209 | 0.20 | 117.432 | 0.000 | 0.000 | ||
| 626 | 2007.03.20 02:00 | modify | 209 | 0.20 | 117.432 | 113.632 | 118.632 | ||
| 627 | 2007.03.20 02:15 | close | 209 | 0.20 | 117.539 | 113.632 | 118.632 | 2140.00 | 1552758.00 |
| 628 | 2007.03.30 02:00 | buy | 210 | 0.20 | 117.992 | 0.000 | 0.000 | ||
| 629 | 2007.03.30 02:00 | modify | 210 | 0.20 | 117.992 | 114.192 | 119.192 | ||
| 630 | 2007.03.30 02:45 | close | 210 | 0.20 | 118.110 | 114.192 | 119.192 | 2360.00 | 1555118.00 |
| 631 | 2007.04.05 02:00 | buy | 211 | 0.20 | 118.772 | 0.000 | 0.000 | ||
| 632 | 2007.04.05 02:00 | modify | 211 | 0.20 | 118.772 | 114.972 | 119.972 | ||
| 633 | 2007.04.05 15:10 | close | 211 | 0.20 | 118.879 | 114.972 | 119.972 | 2140.00 | 1557258.00 |
| 634 | 2007.04.17 02:00 | buy | 212 | 0.20 | 119.780 | 0.000 | 0.000 | ||
| 635 | 2007.04.17 02:00 | modify | 212 | 0.20 | 119.780 | 115.980 | 120.980 | ||
| 636 | 2007.04.17 09:50 | buy | 213 | 0.20 | 119.211 | 0.000 | 0.000 | ||
| 637 | 2007.04.17 09:50 | modify | 213 | 0.20 | 119.211 | 115.411 | 120.411 | ||
| 638 | 2007.04.18 03:30 | buy | 214 | 0.20 | 118.722 | 0.000 | 0.000 | ||
| 639 | 2007.04.18 03:30 | modify | 214 | 0.20 | 118.722 | 114.922 | 119.922 | ||
| 640 | 2007.04.18 17:10 | buy | 215 | 0.20 | 118.209 | 0.000 | 0.000 | ||
| 641 | 2007.04.18 17:10 | modify | 215 | 0.20 | 118.209 | 114.409 | 119.409 | ||
| 642 | 2007.04.19 09:40 | buy | 216 | 0.20 | 117.642 | 0.000 | 0.000 | ||
| 643 | 2007.04.19 09:40 | modify | 216 | 0.20 | 117.642 | 113.842 | 118.842 | ||
| 644 | 2007.04.20 06:35 | close | 216 | 0.20 | 118.736 | 113.842 | 118.842 | 21854.00 | 1579112.00 |
| 645 | 2007.04.20 06:35 | close | 215 | 0.20 | 118.742 | 114.409 | 119.409 | 10556.00 | 1589668.00 |
| 646 | 2007.04.20 06:35 | close | 214 | 0.20 | 118.739 | 114.922 | 119.922 | 236.00 | 1589904.00 |
| 647 | 2007.04.20 06:35 | close | 213 | 0.20 | 118.740 | 115.411 | 120.411 | -9550.00 | 1580354.00 |
| 648 | 2007.04.20 06:35 | close | 212 | 0.20 | 118.740 | 115.980 | 120.980 | -20930.00 | 1559424.00 |
| 649 | 2007.04.25 02:00 | buy | 217 | 0.20 | 118.523 | 0.000 | 0.000 | ||
| 650 | 2007.04.25 02:00 | modify | 217 | 0.20 | 118.523 | 114.723 | 119.723 | ||
| 651 | 2007.04.25 12:50 | close | 217 | 0.20 | 118.638 | 114.723 | 119.723 | 2300.00 | 1561724.00 |
| 652 | 2007.04.30 02:00 | buy | 218 | 0.20 | 119.354 | 0.000 | 0.000 | ||
| 653 | 2007.04.30 02:00 | modify | 218 | 0.20 | 119.354 | 115.554 | 120.554 | ||
| 654 | 2007.04.30 03:25 | close | 218 | 0.20 | 119.534 | 115.554 | 120.554 | 3600.00 | 1565324.00 |
| 655 | 2007.05.15 02:00 | buy | 219 | 0.20 | 120.368 | 0.000 | 0.000 | ||
| 656 | 2007.05.15 02:00 | modify | 219 | 0.20 | 120.368 | 116.568 | 121.568 | ||
| 657 | 2007.05.15 03:05 | close | 219 | 0.20 | 120.490 | 116.568 | 121.568 | 2440.00 | 1567764.00 |
| 658 | 2007.05.17 02:00 | buy | 220 | 0.20 | 120.753 | 0.000 | 0.000 | ||
| 659 | 2007.05.17 02:00 | modify | 220 | 0.20 | 120.753 | 116.953 | 121.953 | ||
| 660 | 2007.05.17 03:35 | close | 220 | 0.20 | 120.853 | 116.953 | 121.953 | 2000.00 | 1569764.00 |
| 661 | 2007.05.25 02:00 | buy | 221 | 0.20 | 121.373 | 0.000 | 0.000 | ||
| 662 | 2007.05.25 02:00 | modify | 221 | 0.20 | 121.373 | 117.573 | 122.573 | ||
| 663 | 2007.05.25 04:15 | buy | 222 | 0.20 | 120.872 | 0.000 | 0.000 | ||
| 664 | 2007.05.25 04:15 | modify | 222 | 0.20 | 120.872 | 117.072 | 122.072 | ||
| 665 | 2007.05.25 08:15 | close | 222 | 0.20 | 121.184 | 117.072 | 122.072 | 6240.00 | 1576004.00 |
| 666 | 2007.05.25 08:15 | close | 221 | 0.20 | 121.180 | 117.573 | 122.573 | -3860.00 | 1572144.00 |
| 667 | 2007.05.30 02:00 | buy | 223 | 0.20 | 121.617 | 0.000 | 0.000 | ||
| 668 | 2007.05.30 02:00 | modify | 223 | 0.20 | 121.617 | 117.817 | 122.817 | ||
| 669 | 2007.05.30 12:55 | close | 223 | 0.20 | 121.725 | 117.817 | 122.817 | 2160.00 | 1574304.00 |
| 670 | 2007.06.05 02:00 | buy | 224 | 0.20 | 121.741 | 0.000 | 0.000 | ||
| 671 | 2007.06.05 02:00 | modify | 224 | 0.20 | 121.741 | 117.941 | 122.941 | ||
| 672 | 2007.06.05 08:25 | close | 224 | 0.20 | 121.850 | 117.941 | 122.941 | 2180.00 | 1576484.00 |
| 673 | 2007.06.20 02:00 | buy | 225 | 0.20 | 123.450 | 0.000 | 0.000 | ||
| 674 | 2007.06.20 02:00 | modify | 225 | 0.20 | 123.450 | 119.650 | 124.650 | ||
| 675 | 2007.06.20 13:35 | close | 225 | 0.20 | 123.555 | 119.650 | 124.650 | 2100.00 | 1578584.00 |
| 676 | 2007.06.25 02:00 | buy | 226 | 0.20 | 123.898 | 0.000 | 0.000 | ||
| 677 | 2007.06.25 02:00 | modify | 226 | 0.20 | 123.898 | 120.098 | 125.098 | ||
| 678 | 2007.06.25 13:00 | buy | 227 | 0.20 | 123.385 | 0.000 | 0.000 | ||
| 679 | 2007.06.25 13:00 | modify | 227 | 0.20 | 123.385 | 119.585 | 124.585 | ||
| 680 | 2007.06.25 17:35 | close | 227 | 0.20 | 123.695 | 119.585 | 124.585 | 6200.00 | 1584784.00 |
| 681 | 2007.06.25 17:35 | close | 226 | 0.20 | 123.705 | 120.098 | 125.098 | -3860.00 | 1580924.00 |
| 682 | 2007.07.05 02:00 | buy | 228 | 0.20 | 122.695 | 0.000 | 0.000 | ||
| 683 | 2007.07.05 02:00 | modify | 228 | 0.20 | 122.695 | 118.895 | 123.895 | ||
| 684 | 2007.07.05 03:40 | close | 228 | 0.20 | 122.799 | 118.895 | 123.895 | 2080.00 | 1583004.00 |
| 685 | 2007.07.17 02:00 | buy | 229 | 0.20 | 121.836 | 0.000 | 0.000 | ||
| 686 | 2007.07.17 02:00 | modify | 229 | 0.20 | 121.836 | 118.036 | 123.036 | ||
| 687 | 2007.07.17 03:20 | close | 229 | 0.20 | 121.935 | 118.036 | 123.036 | 1980.00 | 1584984.00 |
| 688 | 2007.07.20 02:00 | buy | 230 | 0.20 | 122.144 | 0.000 | 0.000 | ||
| 689 | 2007.07.20 02:00 | modify | 230 | 0.20 | 122.144 | 118.344 | 123.344 | ||
| 690 | 2007.07.20 05:10 | close | 230 | 0.20 | 122.259 | 118.344 | 123.344 | 2300.00 | 1587284.00 |
| 691 | 2007.07.25 02:00 | buy | 231 | 0.20 | 120.275 | 0.000 | 0.000 | ||
| 692 | 2007.07.25 02:00 | modify | 231 | 0.20 | 120.275 | 116.475 | 121.475 | ||
| 693 | 2007.07.25 13:30 | close | 231 | 0.20 | 120.403 | 116.475 | 121.475 | 2560.00 | 1589844.00 |
| 694 | 2007.07.30 02:00 | buy | 232 | 0.20 | 118.355 | 0.000 | 0.000 | ||
| 695 | 2007.07.30 02:00 | modify | 232 | 0.20 | 118.355 | 114.555 | 119.555 | ||
| 696 | 2007.07.30 03:10 | close | 232 | 0.20 | 118.481 | 114.555 | 119.555 | 2520.00 | 1592364.00 |
| 697 | 2007.08.15 02:00 | buy | 233 | 0.20 | 117.456 | 0.000 | 0.000 | ||
| 698 | 2007.08.15 02:00 | modify | 233 | 0.20 | 117.456 | 113.656 | 118.656 | ||
| 699 | 2007.08.15 03:10 | close | 233 | 0.20 | 117.565 | 113.656 | 118.656 | 2180.00 | 1594544.00 |
| 700 | 2007.08.17 02:00 | buy | 234 | 0.20 | 114.074 | 0.000 | 0.000 | ||
| 701 | 2007.08.17 02:00 | modify | 234 | 0.20 | 114.074 | 110.274 | 115.274 | ||
| 702 | 2007.08.17 04:10 | buy | 235 | 0.20 | 113.526 | 0.000 | 0.000 | ||
| 703 | 2007.08.17 04:10 | modify | 235 | 0.20 | 113.526 | 109.726 | 114.726 | ||
| 704 | 2007.08.17 04:30 | buy | 236 | 0.20 | 113.041 | 0.000 | 0.000 | ||
| 705 | 2007.08.17 04:30 | modify | 236 | 0.20 | 113.041 | 109.241 | 114.241 | ||
| 706 | 2007.08.17 07:20 | buy | 237 | 0.20 | 112.178 | 0.000 | 0.000 | ||
| 707 | 2007.08.17 07:20 | modify | 237 | 0.20 | 112.178 | 108.378 | 113.378 | ||
| 708 | 2007.08.17 11:33 | t/p | 237 | 0.20 | 113.383 | 108.378 | 113.378 | 24100.00 | 1618644.00 |
| 709 | 2007.08.17 12:00 | close | 236 | 0.20 | 113.889 | 109.241 | 114.241 | 16960.00 | 1635604.00 |
| 710 | 2007.08.17 12:00 | close | 235 | 0.20 | 113.885 | 109.726 | 114.726 | 7180.00 | 1642784.00 |
| 711 | 2007.08.17 12:00 | close | 234 | 0.20 | 113.889 | 110.274 | 115.274 | -3700.00 | 1639084.00 |
| 712 | 2007.08.20 02:00 | buy | 238 | 0.20 | 114.006 | 0.000 | 0.000 | ||
| 713 | 2007.08.20 02:00 | modify | 238 | 0.20 | 114.006 | 110.206 | 115.206 | ||
| 714 | 2007.08.20 02:30 | close | 238 | 0.20 | 114.113 | 110.206 | 115.206 | 2140.00 | 1641224.00 |
| 715 | 2007.08.30 02:00 | buy | 239 | 0.20 | 115.903 | 0.000 | 0.000 | ||
| 716 | 2007.08.30 02:00 | modify | 239 | 0.20 | 115.903 | 112.103 | 117.103 | ||
| 717 | 2007.08.30 08:05 | buy | 240 | 0.20 | 115.411 | 0.000 | 0.000 | ||
| 718 | 2007.08.30 08:05 | modify | 240 | 0.20 | 115.411 | 111.611 | 116.611 | ||
| 719 | 2007.08.30 09:50 | close | 240 | 0.20 | 115.726 | 111.611 | 116.611 | 6300.00 | 1647524.00 |
| 720 | 2007.08.30 09:50 | close | 239 | 0.20 | 115.728 | 112.103 | 117.103 | -3500.00 | 1644024.00 |
| 721 | 2007.09.20 02:00 | buy | 241 | 0.20 | 116.017 | 0.000 | 0.000 | ||
| 722 | 2007.09.20 02:00 | modify | 241 | 0.20 | 116.017 | 112.217 | 117.217 | ||
| 723 | 2007.09.20 10:20 | buy | 242 | 0.20 | 115.522 | 0.000 | 0.000 | ||
| 724 | 2007.09.20 10:20 | modify | 242 | 0.20 | 115.522 | 111.722 | 116.722 | ||
| 725 | 2007.09.20 14:55 | buy | 243 | 0.20 | 115.023 | 0.000 | 0.000 | ||
| 726 | 2007.09.20 14:55 | modify | 243 | 0.20 | 115.023 | 111.223 | 116.223 | ||
| 727 | 2007.09.20 19:00 | buy | 244 | 0.20 | 114.194 | 0.000 | 0.000 | ||
| 728 | 2007.09.20 19:00 | modify | 244 | 0.20 | 114.194 | 110.394 | 115.394 | ||
| 729 | 2007.09.21 11:43 | t/p | 244 | 0.20 | 115.397 | 110.394 | 115.394 | 24034.00 | 1668058.00 |
| 730 | 2007.09.21 13:10 | close | 243 | 0.20 | 115.637 | 111.223 | 116.223 | 12254.00 | 1680312.00 |
| 731 | 2007.09.21 13:10 | close | 242 | 0.20 | 115.637 | 111.722 | 116.722 | 2274.00 | 1682586.00 |
| 732 | 2007.09.21 13:10 | close | 241 | 0.20 | 115.645 | 112.217 | 117.217 | -7466.00 | 1675120.00 |
| 733 | 2007.09.25 02:00 | buy | 245 | 0.20 | 114.900 | 0.000 | 0.000 | ||
| 734 | 2007.09.25 02:00 | modify | 245 | 0.20 | 114.900 | 111.100 | 116.100 | ||
| 735 | 2007.09.25 14:05 | buy | 246 | 0.20 | 114.399 | 0.000 | 0.000 | ||
| 736 | 2007.09.25 14:05 | modify | 246 | 0.20 | 114.399 | 110.599 | 115.599 | ||
| 737 | 2007.09.25 23:00 | close | 246 | 0.20 | 114.732 | 110.599 | 115.599 | 6660.00 | 1681780.00 |
| 738 | 2007.09.25 23:00 | close | 245 | 0.20 | 114.735 | 111.100 | 116.100 | -3300.00 | 1678480.00 |
| 739 | 2007.10.05 02:00 | buy | 247 | 0.20 | 116.469 | 0.000 | 0.000 | ||
| 740 | 2007.10.05 02:00 | modify | 247 | 0.20 | 116.469 | 112.669 | 117.669 | ||
| 741 | 2007.10.05 09:00 | close | 247 | 0.20 | 116.615 | 112.669 | 117.669 | 2920.00 | 1681400.00 |
| 742 | 2007.10.17 02:00 | buy | 248 | 0.20 | 116.971 | 0.000 | 0.000 | ||
| 743 | 2007.10.17 02:00 | modify | 248 | 0.20 | 116.971 | 113.171 | 118.171 | ||
| 744 | 2007.10.17 04:45 | buy | 249 | 0.20 | 116.421 | 0.000 | 0.000 | ||
| 745 | 2007.10.17 04:45 | modify | 249 | 0.20 | 116.421 | 112.621 | 117.621 | ||
| 746 | 2007.10.17 11:55 | close | 249 | 0.20 | 116.764 | 112.621 | 117.621 | 6860.00 | 1688260.00 |
| 747 | 2007.10.17 11:55 | close | 248 | 0.20 | 116.755 | 113.171 | 118.171 | -4320.00 | 1683940.00 |
| 748 | 2007.10.25 02:00 | buy | 250 | 0.20 | 114.186 | 0.000 | 0.000 | ||
| 749 | 2007.10.25 02:00 | modify | 250 | 0.20 | 114.186 | 110.386 | 115.386 | ||
| 750 | 2007.10.25 11:10 | close | 250 | 0.20 | 114.319 | 110.386 | 115.386 | 2660.00 | 1686600.00 |