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 |
| 1051 | 2009.09.25 21:10 | buy | 352 | 0.20 | 89.741 | 0.000 | 0.000 | ||
| 1052 | 2009.09.25 21:10 | modify | 352 | 0.20 | 89.741 | 85.941 | 90.941 | ||
| 1053 | 2009.09.28 01:50 | buy | 353 | 0.20 | 89.226 | 0.000 | 0.000 | ||
| 1054 | 2009.09.28 01:50 | modify | 353 | 0.20 | 89.226 | 85.426 | 90.426 | ||
| 1055 | 2009.09.28 02:10 | buy | 354 | 0.20 | 88.704 | 0.000 | 0.000 | ||
| 1056 | 2009.09.28 02:10 | modify | 354 | 0.20 | 88.704 | 84.904 | 89.904 | ||
| 1057 | 2009.09.29 02:38 | t/p | 354 | 0.20 | 89.903 | 84.904 | 89.904 | 23954.00 | 1961540.00 |
| 1058 | 2009.09.29 17:00 | close | 353 | 0.20 | 90.307 | 85.426 | 90.426 | 21594.00 | 1983134.00 |
| 1059 | 2009.09.29 17:00 | close | 352 | 0.20 | 90.312 | 85.941 | 90.941 | 11368.00 | 1994502.00 |
| 1060 | 2009.09.29 17:00 | close | 351 | 0.20 | 90.306 | 86.425 | 91.425 | 1568.00 | 1996070.00 |
| 1061 | 2009.09.29 17:00 | close | 350 | 0.20 | 90.306 | 87.006 | 92.006 | -10052.00 | 1986018.00 |
| 1062 | 2009.09.29 17:00 | close | 349 | 0.20 | 90.305 | 87.515 | 92.515 | -20252.00 | 1965766.00 |
| 1063 | 2009.09.30 02:00 | buy | 355 | 0.20 | 90.151 | 0.000 | 0.000 | ||
| 1064 | 2009.09.30 02:00 | modify | 355 | 0.20 | 90.151 | 86.351 | 91.351 | ||
| 1065 | 2009.09.30 03:10 | close | 355 | 0.20 | 90.262 | 86.351 | 91.351 | 2220.00 | 1967986.00 |
| 1066 | 2009.10.05 02:00 | buy | 356 | 0.20 | 89.575 | 0.000 | 0.000 | ||
| 1067 | 2009.10.05 02:00 | modify | 356 | 0.20 | 89.575 | 85.775 | 90.775 | ||
| 1068 | 2009.10.05 02:35 | close | 356 | 0.20 | 89.687 | 85.775 | 90.775 | 2240.00 | 1970226.00 |
| 1069 | 2009.10.15 02:00 | buy | 357 | 0.20 | 89.431 | 0.000 | 0.000 | ||
| 1070 | 2009.10.15 02:00 | modify | 357 | 0.20 | 89.431 | 85.631 | 90.631 | ||
| 1071 | 2009.10.15 03:10 | close | 357 | 0.20 | 89.540 | 85.631 | 90.631 | 2180.00 | 1972406.00 |
| 1072 | 2009.10.20 02:00 | buy | 358 | 0.20 | 90.678 | 0.000 | 0.000 | ||
| 1073 | 2009.10.20 02:00 | modify | 358 | 0.20 | 90.678 | 86.878 | 91.878 | ||
| 1074 | 2009.10.20 07:55 | buy | 359 | 0.20 | 90.139 | 0.000 | 0.000 | ||
| 1075 | 2009.10.20 07:55 | modify | 359 | 0.20 | 90.139 | 86.339 | 91.339 | ||
| 1076 | 2009.10.20 14:05 | close | 359 | 0.20 | 90.466 | 86.339 | 91.339 | 6540.00 | 1978946.00 |
| 1077 | 2009.10.20 14:05 | close | 358 | 0.20 | 90.469 | 86.878 | 91.878 | -4180.00 | 1974766.00 |
| 1078 | 2009.10.30 02:00 | buy | 360 | 0.20 | 91.527 | 0.000 | 0.000 | ||
| 1079 | 2009.10.30 02:00 | modify | 360 | 0.20 | 91.527 | 87.727 | 92.727 | ||
| 1080 | 2009.10.30 08:50 | buy | 361 | 0.20 | 90.994 | 0.000 | 0.000 | ||
| 1081 | 2009.10.30 08:50 | modify | 361 | 0.20 | 90.994 | 87.194 | 92.194 | ||
| 1082 | 2009.10.30 19:30 | buy | 362 | 0.20 | 90.468 | 0.000 | 0.000 | ||
| 1083 | 2009.10.30 19:30 | modify | 362 | 0.20 | 90.468 | 86.668 | 91.668 | ||
| 1084 | 2009.10.30 20:35 | buy | 363 | 0.20 | 89.968 | 0.000 | 0.000 | ||
| 1085 | 2009.10.30 20:35 | modify | 363 | 0.20 | 89.968 | 86.168 | 91.168 | ||
| 1086 | 2009.11.02 00:20 | buy | 364 | 0.20 | 89.442 | 0.000 | 0.000 | ||
| 1087 | 2009.11.02 00:20 | modify | 364 | 0.20 | 89.442 | 85.642 | 90.642 | ||
| 1088 | 2009.11.02 17:04 | t/p | 364 | 0.20 | 90.641 | 85.642 | 90.642 | 23980.00 | 1998746.00 |
| 1089 | 2009.11.04 10:40 | close | 363 | 0.20 | 90.776 | 86.168 | 91.168 | 16082.00 | 2014828.00 |
| 1090 | 2009.11.04 10:40 | close | 362 | 0.20 | 90.770 | 86.668 | 91.668 | 5962.00 | 2020790.00 |
| 1091 | 2009.11.04 10:40 | close | 361 | 0.20 | 90.775 | 87.194 | 92.194 | -4458.00 | 2016332.00 |
| 1092 | 2009.11.04 10:40 | close | 360 | 0.20 | 90.777 | 87.727 | 92.727 | -15078.00 | 2001254.00 |
| 1093 | 2009.11.05 01:20 | buy | 365 | 0.20 | 90.714 | 0.000 | 0.000 | ||
| 1094 | 2009.11.05 01:20 | modify | 365 | 0.20 | 90.714 | 86.914 | 91.914 | ||
| 1095 | 2009.11.05 10:50 | buy | 366 | 0.20 | 90.199 | 0.000 | 0.000 | ||
| 1096 | 2009.11.05 10:50 | modify | 366 | 0.20 | 90.199 | 86.399 | 91.399 | ||
| 1097 | 2009.11.05 16:00 | close | 366 | 0.20 | 90.566 | 86.399 | 91.399 | 7340.00 | 2008594.00 |
| 1098 | 2009.11.05 16:00 | close | 365 | 0.20 | 90.570 | 86.914 | 91.914 | -2880.00 | 2005714.00 |
| 1099 | 2009.11.17 01:20 | buy | 367 | 0.20 | 88.981 | 0.000 | 0.000 | ||
| 1100 | 2009.11.17 01:20 | modify | 367 | 0.20 | 88.981 | 85.181 | 90.181 | ||
| 1101 | 2009.11.17 02:40 | close | 367 | 0.20 | 89.082 | 85.181 | 90.181 | 2020.00 | 2007734.00 |
| 1102 | 2009.11.20 01:20 | buy | 368 | 0.20 | 88.899 | 0.000 | 0.000 | ||
| 1103 | 2009.11.20 01:20 | modify | 368 | 0.20 | 88.899 | 85.099 | 90.099 | ||
| 1104 | 2009.11.20 02:45 | close | 368 | 0.20 | 89.002 | 85.099 | 90.099 | 2060.00 | 2009794.00 |
| 1105 | 2009.11.25 01:20 | buy | 369 | 0.20 | 88.575 | 0.000 | 0.000 | ||
| 1106 | 2009.11.25 01:20 | modify | 369 | 0.20 | 88.575 | 84.775 | 89.775 | ||
| 1107 | 2009.11.25 11:20 | buy | 370 | 0.20 | 87.832 | 0.000 | 0.000 | ||
| 1108 | 2009.11.25 11:20 | modify | 370 | 0.20 | 87.832 | 84.032 | 89.032 | ||
| 1109 | 2009.11.25 21:30 | buy | 371 | 0.20 | 87.347 | 0.000 | 0.000 | ||
| 1110 | 2009.11.25 21:30 | modify | 371 | 0.20 | 87.347 | 83.547 | 88.547 | ||
| 1111 | 2009.11.26 05:35 | buy | 372 | 0.20 | 86.686 | 0.000 | 0.000 | ||
| 1112 | 2009.11.26 05:35 | modify | 372 | 0.20 | 86.686 | 82.886 | 87.886 | ||
| 1113 | 2009.11.27 01:15 | buy | 373 | 0.20 | 86.157 | 0.000 | 0.000 | ||
| 1114 | 2009.11.27 01:15 | modify | 373 | 0.20 | 86.157 | 82.357 | 87.357 | ||
| 1115 | 2009.11.27 01:35 | buy | 374 | 0.20 | 85.511 | 0.000 | 0.000 | ||
| 1116 | 2009.11.27 01:35 | modify | 374 | 0.20 | 85.511 | 81.711 | 86.711 | ||
| 1117 | 2009.11.27 01:45 | buy | 375 | 0.20 | 84.982 | 0.000 | 0.000 | ||
| 1118 | 2009.11.27 01:45 | modify | 375 | 0.20 | 84.982 | 81.182 | 86.182 | ||
| 1119 | 2009.11.27 02:54 | t/p | 375 | 0.20 | 86.179 | 81.182 | 86.182 | 23940.00 | 2033734.00 |
| 1120 | 2009.11.27 12:17 | t/p | 374 | 0.20 | 86.706 | 81.711 | 86.711 | 23900.00 | 2057634.00 |
| 1121 | 2009.12.01 05:15 | t/p | 373 | 0.20 | 87.357 | 82.357 | 87.357 | 23948.00 | 2081582.00 |
| 1122 | 2009.12.03 00:55 | close | 372 | 0.20 | 87.635 | 82.886 | 87.886 | 18798.00 | 2100380.00 |
| 1123 | 2009.12.03 00:55 | close | 371 | 0.20 | 87.633 | 83.547 | 88.547 | 5460.00 | 2105840.00 |
| 1124 | 2009.12.03 00:55 | close | 370 | 0.20 | 87.636 | 84.032 | 89.032 | -4180.00 | 2101660.00 |
| 1125 | 2009.12.03 00:55 | close | 369 | 0.20 | 87.635 | 84.775 | 89.775 | -19060.00 | 2082600.00 |
| 1126 | 2009.12.15 01:20 | buy | 376 | 0.20 | 88.680 | 0.000 | 0.000 | ||
| 1127 | 2009.12.15 01:20 | modify | 376 | 0.20 | 88.680 | 84.880 | 89.880 | ||
| 1128 | 2009.12.15 06:35 | close | 376 | 0.20 | 88.832 | 84.880 | 89.880 | 3040.00 | 2085640.00 |
| 1129 | 2009.12.17 01:20 | buy | 377 | 0.20 | 89.862 | 0.000 | 0.000 | ||
| 1130 | 2009.12.17 01:20 | modify | 377 | 0.20 | 89.862 | 86.062 | 91.062 | ||
| 1131 | 2009.12.17 03:25 | close | 377 | 0.20 | 89.966 | 86.062 | 91.062 | 2080.00 | 2087720.00 |
| 1132 | 2009.12.30 01:20 | buy | 378 | 0.20 | 91.957 | 0.000 | 0.000 | ||
| 1133 | 2009.12.30 01:20 | modify | 378 | 0.20 | 91.957 | 88.157 | 93.157 | ||
| 1134 | 2009.12.30 02:55 | close | 378 | 0.20 | 92.059 | 88.157 | 93.157 | 2040.00 | 2089760.00 |
| 1135 | 2010.01.05 01:20 | buy | 379 | 0.20 | 92.476 | 0.000 | 0.000 | ||
| 1136 | 2010.01.05 01:20 | modify | 379 | 0.20 | 92.476 | 88.676 | 93.676 | ||
| 1137 | 2010.01.05 06:35 | buy | 380 | 0.20 | 91.953 | 0.000 | 0.000 | ||
| 1138 | 2010.01.05 06:35 | modify | 380 | 0.20 | 91.953 | 88.153 | 93.153 | ||
| 1139 | 2010.01.06 11:20 | close | 380 | 0.20 | 92.271 | 88.153 | 93.153 | 6334.00 | 2096094.00 |
| 1140 | 2010.01.06 11:20 | close | 379 | 0.20 | 92.267 | 88.676 | 93.676 | -4206.00 | 2091888.00 |
| 1141 | 2010.01.15 01:20 | buy | 381 | 0.20 | 91.249 | 0.000 | 0.000 | ||
| 1142 | 2010.01.15 01:20 | modify | 381 | 0.20 | 91.249 | 87.449 | 92.449 | ||
| 1143 | 2010.01.15 10:30 | buy | 382 | 0.20 | 90.720 | 0.000 | 0.000 | ||
| 1144 | 2010.01.15 10:30 | modify | 382 | 0.20 | 90.720 | 86.920 | 91.920 | ||
| 1145 | 2010.01.15 13:55 | close | 382 | 0.20 | 91.039 | 86.920 | 91.920 | 6380.00 | 2098268.00 |
| 1146 | 2010.01.15 13:55 | close | 381 | 0.20 | 91.032 | 87.449 | 92.449 | -4340.00 | 2093928.00 |
| 1147 | 2010.01.20 01:20 | buy | 383 | 0.20 | 91.145 | 0.000 | 0.000 | ||
| 1148 | 2010.01.20 01:20 | modify | 383 | 0.20 | 91.145 | 87.345 | 92.345 | ||
| 1149 | 2010.01.20 05:05 | close | 383 | 0.20 | 91.267 | 87.345 | 92.345 | 2440.00 | 2096368.00 |
| 1150 | 2010.01.25 01:20 | buy | 384 | 0.20 | 89.953 | 0.000 | 0.000 | ||
| 1151 | 2010.01.25 01:20 | modify | 384 | 0.20 | 89.953 | 86.153 | 91.153 | ||
| 1152 | 2010.01.25 01:40 | close | 384 | 0.20 | 90.074 | 86.153 | 91.153 | 2420.00 | 2098788.00 |
| 1153 | 2010.02.05 01:20 | buy | 385 | 0.20 | 89.340 | 0.000 | 0.000 | ||
| 1154 | 2010.02.05 01:20 | modify | 385 | 0.20 | 89.340 | 85.540 | 90.540 | ||
| 1155 | 2010.02.05 02:15 | close | 385 | 0.20 | 89.507 | 85.540 | 90.540 | 3340.00 | 2102128.00 |
| 1156 | 2010.02.15 01:20 | buy | 386 | 0.20 | 90.028 | 0.000 | 0.000 | ||
| 1157 | 2010.02.15 01:20 | modify | 386 | 0.20 | 90.028 | 86.228 | 91.228 | ||
| 1158 | 2010.02.15 02:05 | close | 386 | 0.20 | 90.138 | 86.228 | 91.228 | 2200.00 | 2104328.00 |
| 1159 | 2010.02.17 01:20 | buy | 387 | 0.20 | 90.215 | 0.000 | 0.000 | ||
| 1160 | 2010.02.17 01:20 | modify | 387 | 0.20 | 90.215 | 86.415 | 91.415 | ||
| 1161 | 2010.02.17 05:30 | close | 387 | 0.20 | 90.315 | 86.415 | 91.415 | 2000.00 | 2106328.00 |
| 1162 | 2010.02.25 01:20 | buy | 388 | 0.20 | 90.171 | 0.000 | 0.000 | ||
| 1163 | 2010.02.25 01:20 | modify | 388 | 0.20 | 90.171 | 86.371 | 91.371 | ||
| 1164 | 2010.02.25 01:55 | close | 388 | 0.20 | 90.285 | 86.371 | 91.371 | 2280.00 | 2108608.00 |
| 1165 | 2010.03.05 01:20 | buy | 389 | 0.20 | 89.199 | 0.000 | 0.000 | ||
| 1166 | 2010.03.05 01:20 | modify | 389 | 0.20 | 89.199 | 85.399 | 90.399 | ||
| 1167 | 2010.03.05 02:50 | close | 389 | 0.20 | 89.297 | 85.399 | 90.399 | 1960.00 | 2110568.00 |
| 1168 | 2010.03.15 02:00 | buy | 390 | 0.20 | 90.626 | 0.000 | 0.000 | ||
| 1169 | 2010.03.15 02:00 | modify | 390 | 0.20 | 90.626 | 86.826 | 91.826 | ||
| 1170 | 2010.03.15 03:55 | close | 390 | 0.20 | 90.779 | 86.826 | 91.826 | 3060.00 | 2113628.00 |
| 1171 | 2010.03.17 02:00 | buy | 391 | 0.20 | 90.341 | 0.000 | 0.000 | ||
| 1172 | 2010.03.17 02:00 | modify | 391 | 0.20 | 90.341 | 86.541 | 91.541 | ||
| 1173 | 2010.03.17 08:00 | close | 391 | 0.20 | 90.455 | 86.541 | 91.541 | 2280.00 | 2115908.00 |
| 1174 | 2010.03.25 02:00 | buy | 392 | 0.20 | 92.133 | 0.000 | 0.000 | ||
| 1175 | 2010.03.25 02:00 | modify | 392 | 0.20 | 92.133 | 88.333 | 93.333 | ||
| 1176 | 2010.03.25 16:10 | close | 392 | 0.20 | 92.266 | 88.333 | 93.333 | 2660.00 | 2118568.00 |
| 1177 | 2010.03.30 02:00 | buy | 393 | 0.20 | 92.513 | 0.000 | 0.000 | ||
| 1178 | 2010.03.30 02:00 | modify | 393 | 0.20 | 92.513 | 88.713 | 93.713 | ||
| 1179 | 2010.03.30 09:40 | close | 393 | 0.20 | 92.622 | 88.713 | 93.713 | 2180.00 | 2120748.00 |
| 1180 | 2010.04.05 02:00 | buy | 394 | 0.20 | 94.574 | 0.000 | 0.000 | ||
| 1181 | 2010.04.05 02:00 | modify | 394 | 0.20 | 94.574 | 90.774 | 95.774 | ||
| 1182 | 2010.04.06 04:05 | buy | 395 | 0.20 | 94.064 | 0.000 | 0.000 | ||
| 1183 | 2010.04.06 04:05 | modify | 395 | 0.20 | 94.064 | 90.264 | 95.264 | ||
| 1184 | 2010.04.07 15:25 | buy | 396 | 0.20 | 93.522 | 0.000 | 0.000 | ||
| 1185 | 2010.04.07 15:25 | modify | 396 | 0.20 | 93.522 | 89.722 | 94.722 | ||
| 1186 | 2010.04.08 12:15 | buy | 397 | 0.20 | 93.013 | 0.000 | 0.000 | ||
| 1187 | 2010.04.08 12:15 | modify | 397 | 0.20 | 93.013 | 89.213 | 94.213 | ||
| 1188 | 2010.04.16 17:20 | buy | 398 | 0.20 | 92.383 | 0.000 | 0.000 | ||
| 1189 | 2010.04.16 17:20 | modify | 398 | 0.20 | 92.383 | 88.583 | 93.583 | ||
| 1190 | 2010.04.19 00:00 | buy | 399 | 0.20 | 91.900 | 0.000 | 0.000 | ||
| 1191 | 2010.04.19 00:00 | modify | 399 | 0.20 | 91.900 | 88.100 | 93.100 | ||
| 1192 | 2010.04.20 16:24 | t/p | 399 | 0.20 | 93.102 | 88.100 | 93.100 | 24014.00 | 2144762.00 |
| 1193 | 2010.04.22 22:54 | t/p | 398 | 0.20 | 93.584 | 88.583 | 93.583 | 23864.00 | 2168626.00 |
| 1194 | 2010.04.23 14:45 | close | 397 | 0.20 | 93.838 | 89.213 | 94.213 | 16110.00 | 2184736.00 |
| 1195 | 2010.04.23 14:45 | close | 396 | 0.20 | 93.832 | 89.722 | 94.722 | 5732.00 | 2190468.00 |
| 1196 | 2010.04.23 14:45 | close | 395 | 0.20 | 93.835 | 90.264 | 95.264 | -5074.00 | 2185394.00 |
| 1197 | 2010.04.23 14:45 | close | 394 | 0.20 | 93.830 | 90.774 | 95.774 | -15400.00 | 2169994.00 |
| 1198 | 2010.04.30 02:00 | buy | 400 | 0.20 | 94.034 | 0.000 | 0.000 | ||
| 1199 | 2010.04.30 02:00 | modify | 400 | 0.20 | 94.034 | 90.234 | 95.234 | ||
| 1200 | 2010.04.30 04:20 | close | 400 | 0.20 | 94.137 | 90.234 | 95.234 | 2060.00 | 2172054.00 |