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 |
| 751 | 2007.10.30 02:00 | buy | 251 | 0.20 | 114.709 | 0.000 | 0.000 | ||
| 752 | 2007.10.30 02:00 | modify | 251 | 0.20 | 114.709 | 110.909 | 115.909 | ||
| 753 | 2007.10.30 13:05 | close | 251 | 0.20 | 114.845 | 110.909 | 115.909 | 2720.00 | 1689320.00 |
| 754 | 2007.11.05 01:20 | buy | 252 | 0.20 | 114.556 | 0.000 | 0.000 | ||
| 755 | 2007.11.05 01:20 | modify | 252 | 0.20 | 114.556 | 110.756 | 115.756 | ||
| 756 | 2007.11.05 03:15 | close | 252 | 0.20 | 114.692 | 110.756 | 115.756 | 2720.00 | 1692040.00 |
| 757 | 2007.11.15 01:20 | buy | 253 | 0.20 | 111.160 | 0.000 | 0.000 | ||
| 758 | 2007.11.15 01:20 | modify | 253 | 0.20 | 111.160 | 107.360 | 112.360 | ||
| 759 | 2007.11.15 01:55 | close | 253 | 0.20 | 111.267 | 107.360 | 112.360 | 2140.00 | 1694180.00 |
| 760 | 2007.11.20 01:20 | buy | 254 | 0.20 | 109.768 | 0.000 | 0.000 | ||
| 761 | 2007.11.20 01:20 | modify | 254 | 0.20 | 109.768 | 105.968 | 110.968 | ||
| 762 | 2007.11.20 01:45 | close | 254 | 0.20 | 109.880 | 105.968 | 110.968 | 2240.00 | 1696420.00 |
| 763 | 2007.11.30 01:20 | buy | 255 | 0.20 | 109.799 | 0.000 | 0.000 | ||
| 764 | 2007.11.30 01:20 | modify | 255 | 0.20 | 109.799 | 105.999 | 110.999 | ||
| 765 | 2007.11.30 02:40 | close | 255 | 0.20 | 109.918 | 105.999 | 110.999 | 2380.00 | 1698800.00 |
| 766 | 2007.12.05 01:20 | buy | 256 | 0.20 | 109.891 | 0.000 | 0.000 | ||
| 767 | 2007.12.05 01:20 | modify | 256 | 0.20 | 109.891 | 106.091 | 111.091 | ||
| 768 | 2007.12.05 04:35 | close | 256 | 0.20 | 110.085 | 106.091 | 111.091 | 3880.00 | 1702680.00 |
| 769 | 2007.12.17 01:20 | buy | 257 | 0.20 | 113.340 | 0.000 | 0.000 | ||
| 770 | 2007.12.17 01:20 | modify | 257 | 0.20 | 113.340 | 109.540 | 114.540 | ||
| 771 | 2007.12.17 13:55 | close | 257 | 0.20 | 113.452 | 109.540 | 114.540 | 2240.00 | 1704920.00 |
| 772 | 2007.12.20 01:20 | buy | 258 | 0.20 | 113.391 | 0.000 | 0.000 | ||
| 773 | 2007.12.20 01:20 | modify | 258 | 0.20 | 113.391 | 109.591 | 114.591 | ||
| 774 | 2007.12.20 18:15 | buy | 259 | 0.20 | 112.858 | 0.000 | 0.000 | ||
| 775 | 2007.12.20 18:15 | modify | 259 | 0.20 | 112.858 | 109.058 | 114.058 | ||
| 776 | 2007.12.21 00:35 | close | 259 | 0.20 | 113.176 | 109.058 | 114.058 | 6334.00 | 1711254.00 |
| 777 | 2007.12.21 00:35 | close | 258 | 0.20 | 113.178 | 109.591 | 114.591 | -4286.00 | 1706968.00 |
| 778 | 2008.01.15 01:20 | buy | 260 | 0.20 | 108.341 | 0.000 | 0.000 | ||
| 779 | 2008.01.15 01:20 | modify | 260 | 0.20 | 108.341 | 104.541 | 109.541 | ||
| 780 | 2008.01.15 06:05 | buy | 261 | 0.20 | 107.841 | 0.000 | 0.000 | ||
| 781 | 2008.01.15 06:05 | modify | 261 | 0.20 | 107.841 | 104.041 | 109.041 | ||
| 782 | 2008.01.15 15:35 | buy | 262 | 0.20 | 106.943 | 0.000 | 0.000 | ||
| 783 | 2008.01.15 15:35 | modify | 262 | 0.20 | 106.943 | 103.143 | 108.143 | ||
| 784 | 2008.01.16 05:45 | buy | 263 | 0.20 | 106.391 | 0.000 | 0.000 | ||
| 785 | 2008.01.16 05:45 | modify | 263 | 0.20 | 106.391 | 102.591 | 107.591 | ||
| 786 | 2008.01.16 19:05 | close | 263 | 0.20 | 107.447 | 102.591 | 107.591 | 21120.00 | 1728088.00 |
| 787 | 2008.01.16 19:05 | close | 262 | 0.20 | 107.444 | 103.143 | 108.143 | 9994.00 | 1738082.00 |
| 788 | 2008.01.16 19:05 | close | 261 | 0.20 | 107.442 | 104.041 | 109.041 | -8006.00 | 1730076.00 |
| 789 | 2008.01.16 19:05 | close | 260 | 0.20 | 107.443 | 104.541 | 109.541 | -17986.00 | 1712090.00 |
| 790 | 2008.01.17 01:20 | buy | 264 | 0.20 | 107.319 | 0.000 | 0.000 | ||
| 791 | 2008.01.17 01:20 | modify | 264 | 0.20 | 107.319 | 103.519 | 108.519 | ||
| 792 | 2008.01.17 02:20 | close | 264 | 0.20 | 107.436 | 103.519 | 108.519 | 2340.00 | 1714430.00 |
| 793 | 2008.01.25 01:20 | buy | 265 | 0.20 | 107.148 | 0.000 | 0.000 | ||
| 794 | 2008.01.25 01:20 | modify | 265 | 0.20 | 107.148 | 103.348 | 108.348 | ||
| 795 | 2008.01.25 03:25 | close | 265 | 0.20 | 107.275 | 103.348 | 108.348 | 2540.00 | 1716970.00 |
| 796 | 2008.01.30 01:20 | buy | 266 | 0.20 | 107.026 | 0.000 | 0.000 | ||
| 797 | 2008.01.30 01:20 | modify | 266 | 0.20 | 107.026 | 103.226 | 108.226 | ||
| 798 | 2008.01.30 15:25 | close | 266 | 0.20 | 107.315 | 103.226 | 108.226 | 5780.00 | 1722750.00 |
| 799 | 2008.02.05 01:20 | buy | 267 | 0.20 | 106.686 | 0.000 | 0.000 | ||
| 800 | 2008.02.05 01:20 | modify | 267 | 0.20 | 106.686 | 102.886 | 107.886 | ||
| 801 | 2008.02.05 04:30 | close | 267 | 0.20 | 106.800 | 102.886 | 107.886 | 2280.00 | 1725030.00 |
| 802 | 2008.02.15 01:20 | buy | 268 | 0.20 | 107.778 | 0.000 | 0.000 | ||
| 803 | 2008.02.15 01:20 | modify | 268 | 0.20 | 107.778 | 103.978 | 108.978 | ||
| 804 | 2008.02.15 02:45 | close | 268 | 0.20 | 107.903 | 103.978 | 108.978 | 2500.00 | 1727530.00 |
| 805 | 2008.02.20 01:20 | buy | 269 | 0.20 | 107.911 | 0.000 | 0.000 | ||
| 806 | 2008.02.20 01:20 | modify | 269 | 0.20 | 107.911 | 104.111 | 109.111 | ||
| 807 | 2008.02.20 04:45 | close | 269 | 0.20 | 108.053 | 104.111 | 109.111 | 2840.00 | 1730370.00 |
| 808 | 2008.02.25 01:20 | buy | 270 | 0.20 | 107.299 | 0.000 | 0.000 | ||
| 809 | 2008.02.25 01:20 | modify | 270 | 0.20 | 107.299 | 103.499 | 108.499 | ||
| 810 | 2008.02.25 02:50 | close | 270 | 0.20 | 107.397 | 103.499 | 108.499 | 1960.00 | 1732330.00 |
| 811 | 2008.03.05 01:20 | buy | 271 | 0.20 | 103.381 | 0.000 | 0.000 | ||
| 812 | 2008.03.05 01:20 | modify | 271 | 0.20 | 103.381 | 99.581 | 104.581 | ||
| 813 | 2008.03.05 08:05 | close | 271 | 0.20 | 103.491 | 99.581 | 104.581 | 2200.00 | 1734530.00 |
| 814 | 2008.03.17 02:00 | buy | 272 | 0.20 | 98.746 | 0.000 | 0.000 | ||
| 815 | 2008.03.17 02:00 | modify | 272 | 0.20 | 98.746 | 94.946 | 99.946 | ||
| 816 | 2008.03.17 02:20 | close | 272 | 0.20 | 99.055 | 94.946 | 99.946 | 6180.00 | 1740710.00 |
| 817 | 2008.03.20 02:00 | buy | 273 | 0.20 | 98.776 | 0.000 | 0.000 | ||
| 818 | 2008.03.20 02:00 | modify | 273 | 0.20 | 98.776 | 94.976 | 99.976 | ||
| 819 | 2008.03.20 02:30 | close | 273 | 0.20 | 98.876 | 94.976 | 99.976 | 2000.00 | 1742710.00 |
| 820 | 2008.04.15 02:00 | buy | 274 | 0.20 | 101.185 | 0.000 | 0.000 | ||
| 821 | 2008.04.15 02:00 | modify | 274 | 0.20 | 101.185 | 97.385 | 102.385 | ||
| 822 | 2008.04.15 04:40 | close | 274 | 0.20 | 101.318 | 97.385 | 102.385 | 2660.00 | 1745370.00 |
| 823 | 2008.04.17 02:00 | buy | 275 | 0.20 | 101.836 | 0.000 | 0.000 | ||
| 824 | 2008.04.17 02:00 | modify | 275 | 0.20 | 101.836 | 98.036 | 103.036 | ||
| 825 | 2008.04.17 03:10 | close | 275 | 0.20 | 101.955 | 98.036 | 103.036 | 2380.00 | 1747750.00 |
| 826 | 2008.04.25 02:00 | buy | 276 | 0.20 | 104.275 | 0.000 | 0.000 | ||
| 827 | 2008.04.25 02:00 | modify | 276 | 0.20 | 104.275 | 100.475 | 105.475 | ||
| 828 | 2008.04.25 03:05 | close | 276 | 0.20 | 104.401 | 100.475 | 105.475 | 2520.00 | 1750270.00 |
| 829 | 2008.04.30 02:00 | buy | 277 | 0.20 | 104.027 | 0.000 | 0.000 | ||
| 830 | 2008.04.30 02:00 | modify | 277 | 0.20 | 104.027 | 100.227 | 105.227 | ||
| 831 | 2008.04.30 03:50 | close | 277 | 0.20 | 104.135 | 100.227 | 105.227 | 2160.00 | 1752430.00 |
| 832 | 2008.05.15 02:00 | buy | 278 | 0.20 | 105.076 | 0.000 | 0.000 | ||
| 833 | 2008.05.15 02:00 | modify | 278 | 0.20 | 105.076 | 101.276 | 106.276 | ||
| 834 | 2008.05.15 02:10 | close | 278 | 0.20 | 105.184 | 101.276 | 106.276 | 2160.00 | 1754590.00 |
| 835 | 2008.05.20 02:00 | buy | 279 | 0.20 | 104.417 | 0.000 | 0.000 | ||
| 836 | 2008.05.20 02:00 | modify | 279 | 0.20 | 104.417 | 100.617 | 105.617 | ||
| 837 | 2008.05.20 09:35 | buy | 280 | 0.20 | 103.919 | 0.000 | 0.000 | ||
| 838 | 2008.05.20 09:35 | modify | 280 | 0.20 | 103.919 | 100.119 | 105.119 | ||
| 839 | 2008.05.21 04:15 | buy | 281 | 0.20 | 103.380 | 0.000 | 0.000 | ||
| 840 | 2008.05.21 04:15 | modify | 281 | 0.20 | 103.380 | 99.580 | 104.580 | ||
| 841 | 2008.05.22 03:10 | buy | 282 | 0.20 | 102.871 | 0.000 | 0.000 | ||
| 842 | 2008.05.22 03:10 | modify | 282 | 0.20 | 102.871 | 99.071 | 104.071 | ||
| 843 | 2008.05.22 16:05 | close | 282 | 0.20 | 103.736 | 99.071 | 104.071 | 17300.00 | 1771890.00 |
| 844 | 2008.05.22 16:05 | close | 281 | 0.20 | 103.737 | 99.580 | 104.580 | 7062.00 | 1778952.00 |
| 845 | 2008.05.22 16:05 | close | 280 | 0.20 | 103.740 | 100.119 | 105.119 | -3684.00 | 1775268.00 |
| 846 | 2008.05.22 16:05 | close | 279 | 0.20 | 103.745 | 100.617 | 105.617 | -13544.00 | 1761724.00 |
| 847 | 2008.05.30 02:00 | buy | 283 | 0.20 | 105.492 | 0.000 | 0.000 | ||
| 848 | 2008.05.30 02:00 | modify | 283 | 0.20 | 105.492 | 101.692 | 106.692 | ||
| 849 | 2008.05.30 02:55 | close | 283 | 0.20 | 105.599 | 101.692 | 106.692 | 2140.00 | 1763864.00 |
| 850 | 2008.06.05 02:00 | buy | 284 | 0.20 | 105.252 | 0.000 | 0.000 | ||
| 851 | 2008.06.05 02:00 | modify | 284 | 0.20 | 105.252 | 101.452 | 106.452 | ||
| 852 | 2008.06.05 03:35 | close | 284 | 0.20 | 105.370 | 101.452 | 106.452 | 2360.00 | 1766224.00 |
| 853 | 2008.06.17 02:00 | buy | 285 | 0.20 | 108.183 | 0.000 | 0.000 | ||
| 854 | 2008.06.17 02:00 | modify | 285 | 0.20 | 108.183 | 104.383 | 109.383 | ||
| 855 | 2008.06.17 10:25 | buy | 286 | 0.20 | 107.654 | 0.000 | 0.000 | ||
| 856 | 2008.06.17 10:25 | modify | 286 | 0.20 | 107.654 | 103.854 | 108.854 | ||
| 857 | 2008.06.17 11:30 | close | 286 | 0.20 | 107.975 | 103.854 | 108.854 | 6420.00 | 1772644.00 |
| 858 | 2008.06.17 11:30 | close | 285 | 0.20 | 107.972 | 104.383 | 109.383 | -4220.00 | 1768424.00 |
| 859 | 2008.06.20 02:00 | buy | 287 | 0.20 | 107.932 | 0.000 | 0.000 | ||
| 860 | 2008.06.20 02:00 | modify | 287 | 0.20 | 107.932 | 104.132 | 109.132 | ||
| 861 | 2008.06.20 02:55 | close | 287 | 0.20 | 108.053 | 104.132 | 109.132 | 2420.00 | 1770844.00 |
| 862 | 2008.06.25 02:00 | buy | 288 | 0.20 | 107.806 | 0.000 | 0.000 | ||
| 863 | 2008.06.25 02:00 | modify | 288 | 0.20 | 107.806 | 104.006 | 109.006 | ||
| 864 | 2008.06.25 09:10 | close | 288 | 0.20 | 107.915 | 104.006 | 109.006 | 2180.00 | 1773024.00 |
| 865 | 2008.06.30 02:00 | buy | 289 | 0.20 | 106.271 | 0.000 | 0.000 | ||
| 866 | 2008.06.30 02:00 | modify | 289 | 0.20 | 106.271 | 102.471 | 107.471 | ||
| 867 | 2008.06.30 03:45 | close | 289 | 0.20 | 106.371 | 102.471 | 107.471 | 2000.00 | 1775024.00 |
| 868 | 2008.07.15 02:00 | buy | 290 | 0.20 | 106.246 | 0.000 | 0.000 | ||
| 869 | 2008.07.15 02:00 | modify | 290 | 0.20 | 106.246 | 102.446 | 107.446 | ||
| 870 | 2008.07.15 09:40 | buy | 291 | 0.20 | 105.717 | 0.000 | 0.000 | ||
| 871 | 2008.07.15 09:40 | modify | 291 | 0.20 | 105.717 | 101.917 | 106.917 | ||
| 872 | 2008.07.15 11:20 | buy | 292 | 0.20 | 105.207 | 0.000 | 0.000 | ||
| 873 | 2008.07.15 11:20 | modify | 292 | 0.20 | 105.207 | 101.407 | 106.407 | ||
| 874 | 2008.07.15 13:50 | buy | 293 | 0.20 | 104.659 | 0.000 | 0.000 | ||
| 875 | 2008.07.15 13:50 | modify | 293 | 0.20 | 104.659 | 100.859 | 105.859 | ||
| 876 | 2008.07.16 10:15 | buy | 294 | 0.20 | 104.138 | 0.000 | 0.000 | ||
| 877 | 2008.07.16 10:15 | modify | 294 | 0.20 | 104.138 | 100.338 | 105.338 | ||
| 878 | 2008.07.17 01:10 | close | 294 | 0.20 | 105.225 | 100.338 | 105.338 | 21662.00 | 1796686.00 |
| 879 | 2008.07.17 01:10 | close | 293 | 0.20 | 105.225 | 100.859 | 105.859 | 11216.00 | 1807902.00 |
| 880 | 2008.07.17 01:10 | close | 292 | 0.20 | 105.223 | 101.407 | 106.407 | 216.00 | 1808118.00 |
| 881 | 2008.07.17 01:10 | close | 291 | 0.20 | 105.229 | 101.917 | 106.917 | -9864.00 | 1798254.00 |
| 882 | 2008.07.17 01:10 | close | 290 | 0.20 | 105.222 | 102.446 | 107.446 | -20584.00 | 1777670.00 |
| 883 | 2008.07.17 02:00 | buy | 295 | 0.20 | 105.185 | 0.000 | 0.000 | ||
| 884 | 2008.07.17 02:00 | modify | 295 | 0.20 | 105.185 | 101.385 | 106.385 | ||
| 885 | 2008.07.17 10:15 | close | 295 | 0.20 | 105.385 | 101.385 | 106.385 | 4000.00 | 1781670.00 |
| 886 | 2008.07.25 02:00 | buy | 296 | 0.20 | 107.401 | 0.000 | 0.000 | ||
| 887 | 2008.07.25 02:00 | modify | 296 | 0.20 | 107.401 | 103.601 | 108.601 | ||
| 888 | 2008.07.25 07:00 | buy | 297 | 0.20 | 106.889 | 0.000 | 0.000 | ||
| 889 | 2008.07.25 07:00 | modify | 297 | 0.20 | 106.889 | 103.089 | 108.089 | ||
| 890 | 2008.07.25 13:10 | close | 297 | 0.20 | 107.290 | 103.089 | 108.089 | 8020.00 | 1789690.00 |
| 891 | 2008.07.25 13:10 | close | 296 | 0.20 | 107.284 | 103.601 | 108.601 | -2340.00 | 1787350.00 |
| 892 | 2008.07.30 02:00 | buy | 298 | 0.20 | 108.104 | 0.000 | 0.000 | ||
| 893 | 2008.07.30 02:00 | modify | 298 | 0.20 | 108.104 | 104.304 | 109.304 | ||
| 894 | 2008.07.30 16:00 | close | 298 | 0.20 | 108.225 | 104.304 | 109.304 | 2420.00 | 1789770.00 |
| 895 | 2008.08.05 02:00 | buy | 299 | 0.20 | 108.195 | 0.000 | 0.000 | ||
| 896 | 2008.08.05 02:00 | modify | 299 | 0.20 | 108.195 | 104.395 | 109.395 | ||
| 897 | 2008.08.05 10:15 | buy | 300 | 0.20 | 107.696 | 0.000 | 0.000 | ||
| 898 | 2008.08.05 10:15 | modify | 300 | 0.20 | 107.696 | 103.896 | 108.896 | ||
| 899 | 2008.08.05 11:40 | close | 300 | 0.20 | 108.039 | 103.896 | 108.896 | 6860.00 | 1796630.00 |
| 900 | 2008.08.05 11:40 | close | 299 | 0.20 | 108.043 | 104.395 | 109.395 | -3040.00 | 1793590.00 |