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 |
| 901 | 2008.08.15 02:00 | buy | 301 | 0.20 | 109.761 | 0.000 | 0.000 | ||
| 902 | 2008.08.15 02:00 | modify | 301 | 0.20 | 109.761 | 105.961 | 110.961 | ||
| 903 | 2008.08.15 02:50 | close | 301 | 0.20 | 109.886 | 105.961 | 110.961 | 2500.00 | 1796090.00 |
| 904 | 2008.08.20 02:00 | buy | 302 | 0.20 | 109.713 | 0.000 | 0.000 | ||
| 905 | 2008.08.20 02:00 | modify | 302 | 0.20 | 109.713 | 105.913 | 110.913 | ||
| 906 | 2008.08.20 03:35 | close | 302 | 0.20 | 109.823 | 105.913 | 110.913 | 2200.00 | 1798290.00 |
| 907 | 2008.08.25 02:00 | buy | 303 | 0.20 | 109.869 | 0.000 | 0.000 | ||
| 908 | 2008.08.25 02:00 | modify | 303 | 0.20 | 109.869 | 106.069 | 111.069 | ||
| 909 | 2008.08.25 03:05 | close | 303 | 0.20 | 110.014 | 106.069 | 111.069 | 2900.00 | 1801190.00 |
| 910 | 2008.09.05 02:00 | buy | 304 | 0.20 | 106.779 | 0.000 | 0.000 | ||
| 911 | 2008.09.05 02:00 | modify | 304 | 0.20 | 106.779 | 102.979 | 107.979 | ||
| 912 | 2008.09.05 04:25 | close | 304 | 0.20 | 106.968 | 102.979 | 107.979 | 3780.00 | 1804970.00 |
| 913 | 2008.09.30 02:00 | buy | 305 | 0.20 | 103.879 | 0.000 | 0.000 | ||
| 914 | 2008.09.30 02:00 | modify | 305 | 0.20 | 103.879 | 100.079 | 105.079 | ||
| 915 | 2008.09.30 02:55 | close | 305 | 0.20 | 103.977 | 100.079 | 105.079 | 1960.00 | 1806930.00 |
| 916 | 2008.10.20 02:00 | buy | 306 | 0.20 | 101.495 | 0.000 | 0.000 | ||
| 917 | 2008.10.20 02:00 | modify | 306 | 0.20 | 101.495 | 97.695 | 102.695 | ||
| 918 | 2008.10.20 03:40 | close | 306 | 0.20 | 101.619 | 97.695 | 102.695 | 2480.00 | 1809410.00 |
| 919 | 2008.11.20 01:20 | buy | 307 | 0.20 | 95.948 | 0.000 | 0.000 | ||
| 920 | 2008.11.20 01:20 | modify | 307 | 0.20 | 95.948 | 92.148 | 97.148 | ||
| 921 | 2008.11.20 06:20 | buy | 308 | 0.20 | 95.363 | 0.000 | 0.000 | ||
| 922 | 2008.11.20 06:20 | modify | 308 | 0.20 | 95.363 | 91.563 | 96.563 | ||
| 923 | 2008.11.20 14:05 | close | 308 | 0.20 | 95.769 | 91.563 | 96.563 | 8120.00 | 1817530.00 |
| 924 | 2008.11.20 14:05 | close | 307 | 0.20 | 95.762 | 92.148 | 97.148 | -3720.00 | 1813810.00 |
| 925 | 2008.12.05 01:20 | buy | 309 | 0.20 | 92.402 | 0.000 | 0.000 | ||
| 926 | 2008.12.05 01:20 | modify | 309 | 0.20 | 92.402 | 88.602 | 93.602 | ||
| 927 | 2008.12.05 02:55 | close | 309 | 0.20 | 92.530 | 88.602 | 93.602 | 2560.00 | 1816370.00 |
| 928 | 2009.01.15 01:20 | buy | 310 | 0.20 | 88.959 | 0.000 | 0.000 | ||
| 929 | 2009.01.15 01:20 | modify | 310 | 0.20 | 88.959 | 85.159 | 90.159 | ||
| 930 | 2009.01.15 01:50 | close | 310 | 0.20 | 89.119 | 85.159 | 90.159 | 3200.00 | 1819570.00 |
| 931 | 2009.01.20 01:20 | buy | 311 | 0.20 | 90.562 | 0.000 | 0.000 | ||
| 932 | 2009.01.20 01:20 | modify | 311 | 0.20 | 90.562 | 86.762 | 91.762 | ||
| 933 | 2009.01.20 01:55 | close | 311 | 0.20 | 90.662 | 86.762 | 91.762 | 2000.00 | 1821570.00 |
| 934 | 2009.01.30 01:20 | buy | 312 | 0.20 | 89.926 | 0.000 | 0.000 | ||
| 935 | 2009.01.30 01:20 | modify | 312 | 0.20 | 89.926 | 86.126 | 91.126 | ||
| 936 | 2009.01.30 03:30 | buy | 313 | 0.20 | 89.431 | 0.000 | 0.000 | ||
| 937 | 2009.01.30 03:30 | modify | 313 | 0.20 | 89.431 | 85.631 | 90.631 | ||
| 938 | 2009.01.30 14:15 | close | 313 | 0.20 | 89.846 | 85.631 | 90.631 | 8300.00 | 1829870.00 |
| 939 | 2009.01.30 14:15 | close | 312 | 0.20 | 89.853 | 86.126 | 91.126 | -1460.00 | 1828410.00 |
| 940 | 2009.02.17 01:20 | buy | 314 | 0.20 | 91.665 | 0.000 | 0.000 | ||
| 941 | 2009.02.17 01:20 | modify | 314 | 0.20 | 91.665 | 87.865 | 92.865 | ||
| 942 | 2009.02.17 02:55 | close | 314 | 0.20 | 91.838 | 87.865 | 92.865 | 3460.00 | 1831870.00 |
| 943 | 2009.02.20 01:20 | buy | 315 | 0.20 | 94.139 | 0.000 | 0.000 | ||
| 944 | 2009.02.20 01:20 | modify | 315 | 0.20 | 94.139 | 90.339 | 95.339 | ||
| 945 | 2009.02.20 11:15 | buy | 316 | 0.20 | 93.650 | 0.000 | 0.000 | ||
| 946 | 2009.02.20 11:15 | modify | 316 | 0.20 | 93.650 | 89.850 | 94.850 | ||
| 947 | 2009.02.20 12:10 | close | 316 | 0.20 | 93.955 | 89.850 | 94.850 | 6100.00 | 1837970.00 |
| 948 | 2009.02.20 12:10 | close | 315 | 0.20 | 93.964 | 90.339 | 95.339 | -3500.00 | 1834470.00 |
| 949 | 2009.02.25 01:20 | buy | 317 | 0.20 | 96.719 | 0.000 | 0.000 | ||
| 950 | 2009.02.25 01:20 | modify | 317 | 0.20 | 96.719 | 92.919 | 97.919 | ||
| 951 | 2009.02.25 04:55 | close | 317 | 0.20 | 96.996 | 92.919 | 97.919 | 5540.00 | 1840010.00 |
| 952 | 2009.03.05 01:20 | buy | 318 | 0.20 | 99.142 | 0.000 | 0.000 | ||
| 953 | 2009.03.05 01:20 | modify | 318 | 0.20 | 99.142 | 95.342 | 100.342 | ||
| 954 | 2009.03.05 03:00 | close | 318 | 0.20 | 99.284 | 95.342 | 100.342 | 2840.00 | 1842850.00 |
| 955 | 2009.03.17 02:00 | buy | 319 | 0.20 | 98.252 | 0.000 | 0.000 | ||
| 956 | 2009.03.17 02:00 | modify | 319 | 0.20 | 98.252 | 94.452 | 99.452 | ||
| 957 | 2009.03.17 03:15 | close | 319 | 0.20 | 98.371 | 94.452 | 99.452 | 2380.00 | 1845230.00 |
| 958 | 2009.03.20 02:00 | buy | 320 | 0.20 | 94.550 | 0.000 | 0.000 | ||
| 959 | 2009.03.20 02:00 | modify | 320 | 0.20 | 94.550 | 90.750 | 95.750 | ||
| 960 | 2009.03.20 03:25 | close | 320 | 0.20 | 94.679 | 90.750 | 95.750 | 2580.00 | 1847810.00 |
| 961 | 2009.03.25 02:00 | buy | 321 | 0.20 | 98.141 | 0.000 | 0.000 | ||
| 962 | 2009.03.25 02:00 | modify | 321 | 0.20 | 98.141 | 94.341 | 99.341 | ||
| 963 | 2009.03.25 02:55 | close | 321 | 0.20 | 98.249 | 94.341 | 99.341 | 2160.00 | 1849970.00 |
| 964 | 2009.03.30 02:00 | buy | 322 | 0.20 | 98.203 | 0.000 | 0.000 | ||
| 965 | 2009.03.30 02:00 | modify | 322 | 0.20 | 98.203 | 94.403 | 99.403 | ||
| 966 | 2009.03.30 05:45 | buy | 323 | 0.20 | 97.705 | 0.000 | 0.000 | ||
| 967 | 2009.03.30 05:45 | modify | 323 | 0.20 | 97.705 | 93.905 | 98.905 | ||
| 968 | 2009.03.30 07:30 | buy | 324 | 0.20 | 97.156 | 0.000 | 0.000 | ||
| 969 | 2009.03.30 07:30 | modify | 324 | 0.20 | 97.156 | 93.356 | 98.356 | ||
| 970 | 2009.03.30 09:25 | buy | 325 | 0.20 | 96.632 | 0.000 | 0.000 | ||
| 971 | 2009.03.30 09:25 | modify | 325 | 0.20 | 96.632 | 92.832 | 97.832 | ||
| 972 | 2009.03.30 10:45 | buy | 326 | 0.20 | 96.001 | 0.000 | 0.000 | ||
| 973 | 2009.03.30 10:45 | modify | 326 | 0.20 | 96.001 | 92.201 | 97.201 | ||
| 974 | 2009.03.30 18:44 | t/p | 326 | 0.20 | 97.196 | 92.201 | 97.201 | 23900.00 | 1873870.00 |
| 975 | 2009.03.30 19:05 | close | 325 | 0.20 | 97.466 | 92.832 | 97.832 | 16680.00 | 1890550.00 |
| 976 | 2009.03.30 19:05 | close | 324 | 0.20 | 97.470 | 93.356 | 98.356 | 6280.00 | 1896830.00 |
| 977 | 2009.03.30 19:05 | close | 323 | 0.20 | 97.474 | 93.905 | 98.905 | -4620.00 | 1892210.00 |
| 978 | 2009.03.30 19:05 | close | 322 | 0.20 | 97.471 | 94.403 | 99.403 | -14640.00 | 1877570.00 |
| 979 | 2009.04.15 02:00 | buy | 327 | 0.20 | 98.991 | 0.000 | 0.000 | ||
| 980 | 2009.04.15 02:00 | modify | 327 | 0.20 | 98.991 | 95.191 | 100.191 | ||
| 981 | 2009.04.15 03:20 | close | 327 | 0.20 | 99.103 | 95.191 | 100.191 | 2240.00 | 1879810.00 |
| 982 | 2009.04.17 02:00 | buy | 328 | 0.20 | 99.356 | 0.000 | 0.000 | ||
| 983 | 2009.04.17 02:00 | modify | 328 | 0.20 | 99.356 | 95.556 | 100.556 | ||
| 984 | 2009.04.17 02:30 | close | 328 | 0.20 | 99.457 | 95.556 | 100.556 | 2020.00 | 1881830.00 |
| 985 | 2009.04.30 02:00 | buy | 329 | 0.20 | 97.518 | 0.000 | 0.000 | ||
| 986 | 2009.04.30 02:00 | modify | 329 | 0.20 | 97.518 | 93.718 | 98.718 | ||
| 987 | 2009.04.30 03:20 | close | 329 | 0.20 | 97.632 | 93.718 | 98.718 | 2280.00 | 1884110.00 |
| 988 | 2009.05.15 02:00 | buy | 330 | 0.20 | 96.037 | 0.000 | 0.000 | ||
| 989 | 2009.05.15 02:00 | modify | 330 | 0.20 | 96.037 | 92.237 | 97.237 | ||
| 990 | 2009.05.15 09:40 | buy | 331 | 0.20 | 95.534 | 0.000 | 0.000 | ||
| 991 | 2009.05.15 09:40 | modify | 331 | 0.20 | 95.534 | 91.734 | 96.734 | ||
| 992 | 2009.05.15 12:15 | buy | 332 | 0.20 | 94.873 | 0.000 | 0.000 | ||
| 993 | 2009.05.15 12:15 | modify | 332 | 0.20 | 94.873 | 91.073 | 96.073 | ||
| 994 | 2009.05.18 11:45 | close | 332 | 0.20 | 95.732 | 91.073 | 96.073 | 17154.00 | 1901264.00 |
| 995 | 2009.05.18 11:45 | close | 331 | 0.20 | 95.730 | 91.734 | 96.734 | 3894.00 | 1905158.00 |
| 996 | 2009.05.18 11:45 | close | 330 | 0.20 | 95.725 | 92.237 | 97.237 | -6266.00 | 1898892.00 |
| 997 | 2009.05.20 02:00 | buy | 333 | 0.20 | 96.143 | 0.000 | 0.000 | ||
| 998 | 2009.05.20 02:00 | modify | 333 | 0.20 | 96.143 | 92.343 | 97.343 | ||
| 999 | 2009.05.20 05:20 | buy | 334 | 0.20 | 95.491 | 0.000 | 0.000 | ||
| 1000 | 2009.05.20 05:20 | modify | 334 | 0.20 | 95.491 | 91.691 | 96.691 | ||
| 1001 | 2009.05.20 10:15 | close | 334 | 0.20 | 95.919 | 91.691 | 96.691 | 8560.00 | 1907452.00 |
| 1002 | 2009.05.20 10:15 | close | 333 | 0.20 | 95.917 | 92.343 | 97.343 | -4520.00 | 1902932.00 |
| 1003 | 2009.06.05 02:00 | buy | 335 | 0.20 | 96.658 | 0.000 | 0.000 | ||
| 1004 | 2009.06.05 02:00 | modify | 335 | 0.20 | 96.658 | 92.858 | 97.858 | ||
| 1005 | 2009.06.05 04:40 | close | 335 | 0.20 | 96.756 | 92.858 | 97.858 | 1960.00 | 1904892.00 |
| 1006 | 2009.06.25 02:00 | buy | 336 | 0.20 | 95.859 | 0.000 | 0.000 | ||
| 1007 | 2009.06.25 02:00 | modify | 336 | 0.20 | 95.859 | 92.059 | 97.059 | ||
| 1008 | 2009.06.25 03:50 | close | 336 | 0.20 | 96.009 | 92.059 | 97.059 | 3000.00 | 1907892.00 |
| 1009 | 2009.06.30 02:00 | buy | 337 | 0.20 | 96.114 | 0.000 | 0.000 | ||
| 1010 | 2009.06.30 02:00 | modify | 337 | 0.20 | 96.114 | 92.314 | 97.314 | ||
| 1011 | 2009.06.30 02:20 | close | 337 | 0.20 | 96.225 | 92.314 | 97.314 | 2220.00 | 1910112.00 |
| 1012 | 2009.07.15 02:00 | buy | 338 | 0.20 | 93.442 | 0.000 | 0.000 | ||
| 1013 | 2009.07.15 02:00 | modify | 338 | 0.20 | 93.442 | 89.642 | 94.642 | ||
| 1014 | 2009.07.15 02:35 | close | 338 | 0.20 | 93.570 | 89.642 | 94.642 | 2560.00 | 1912672.00 |
| 1015 | 2009.07.17 02:00 | buy | 339 | 0.20 | 93.792 | 0.000 | 0.000 | ||
| 1016 | 2009.07.17 02:00 | modify | 339 | 0.20 | 93.792 | 89.992 | 94.992 | ||
| 1017 | 2009.07.17 16:00 | close | 339 | 0.20 | 93.968 | 89.992 | 94.992 | 3520.00 | 1916192.00 |
| 1018 | 2009.07.20 02:00 | buy | 340 | 0.20 | 94.271 | 0.000 | 0.000 | ||
| 1019 | 2009.07.20 02:00 | modify | 340 | 0.20 | 94.271 | 90.471 | 95.471 | ||
| 1020 | 2009.07.20 03:10 | close | 340 | 0.20 | 94.380 | 90.471 | 95.471 | 2180.00 | 1918372.00 |
| 1021 | 2009.07.30 02:00 | buy | 341 | 0.20 | 95.015 | 0.000 | 0.000 | ||
| 1022 | 2009.07.30 02:00 | modify | 341 | 0.20 | 95.015 | 91.215 | 96.215 | ||
| 1023 | 2009.07.30 02:40 | close | 341 | 0.20 | 95.137 | 91.215 | 96.215 | 2440.00 | 1920812.00 |
| 1024 | 2009.08.05 02:00 | buy | 342 | 0.20 | 95.246 | 0.000 | 0.000 | ||
| 1025 | 2009.08.05 02:00 | modify | 342 | 0.20 | 95.246 | 91.446 | 96.446 | ||
| 1026 | 2009.08.05 02:30 | close | 342 | 0.20 | 95.388 | 91.446 | 96.446 | 2840.00 | 1923652.00 |
| 1027 | 2009.08.17 02:00 | buy | 343 | 0.20 | 94.728 | 0.000 | 0.000 | ||
| 1028 | 2009.08.17 02:00 | modify | 343 | 0.20 | 94.728 | 90.928 | 95.928 | ||
| 1029 | 2009.08.18 04:25 | close | 343 | 0.20 | 94.854 | 90.928 | 95.928 | 2494.00 | 1926146.00 |
| 1030 | 2009.08.20 02:00 | buy | 344 | 0.20 | 94.100 | 0.000 | 0.000 | ||
| 1031 | 2009.08.20 02:00 | modify | 344 | 0.20 | 94.100 | 90.300 | 95.300 | ||
| 1032 | 2009.08.20 03:35 | close | 344 | 0.20 | 94.232 | 90.300 | 95.300 | 2640.00 | 1928786.00 |
| 1033 | 2009.08.25 02:00 | buy | 345 | 0.20 | 94.452 | 0.000 | 0.000 | ||
| 1034 | 2009.08.25 02:00 | modify | 345 | 0.20 | 94.452 | 90.652 | 95.652 | ||
| 1035 | 2009.08.25 06:25 | buy | 346 | 0.20 | 93.942 | 0.000 | 0.000 | ||
| 1036 | 2009.08.25 06:25 | modify | 346 | 0.20 | 93.942 | 90.142 | 95.142 | ||
| 1037 | 2009.08.25 11:00 | close | 346 | 0.20 | 94.307 | 90.142 | 95.142 | 7300.00 | 1936086.00 |
| 1038 | 2009.08.25 11:00 | close | 345 | 0.20 | 94.306 | 90.652 | 95.652 | -2920.00 | 1933166.00 |
| 1039 | 2009.09.15 02:00 | buy | 347 | 0.20 | 90.874 | 0.000 | 0.000 | ||
| 1040 | 2009.09.15 02:00 | modify | 347 | 0.20 | 90.874 | 87.074 | 92.074 | ||
| 1041 | 2009.09.15 03:10 | close | 347 | 0.20 | 90.984 | 87.074 | 92.074 | 2200.00 | 1935366.00 |
| 1042 | 2009.09.17 02:00 | buy | 348 | 0.20 | 90.898 | 0.000 | 0.000 | ||
| 1043 | 2009.09.17 02:00 | modify | 348 | 0.20 | 90.898 | 87.098 | 92.098 | ||
| 1044 | 2009.09.17 02:45 | close | 348 | 0.20 | 91.009 | 87.098 | 92.098 | 2220.00 | 1937586.00 |
| 1045 | 2009.09.25 02:00 | buy | 349 | 0.20 | 91.315 | 0.000 | 0.000 | ||
| 1046 | 2009.09.25 02:00 | modify | 349 | 0.20 | 91.315 | 87.515 | 92.515 | ||
| 1047 | 2009.09.25 04:10 | buy | 350 | 0.20 | 90.806 | 0.000 | 0.000 | ||
| 1048 | 2009.09.25 04:10 | modify | 350 | 0.20 | 90.806 | 87.006 | 92.006 | ||
| 1049 | 2009.09.25 13:05 | buy | 351 | 0.20 | 90.225 | 0.000 | 0.000 | ||
| 1050 | 2009.09.25 13:05 | modify | 351 | 0.20 | 90.225 | 86.425 | 91.425 | ||