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 |
| 1201 | 2010.05.05 02:00 | buy | 401 | 0.20 | 94.722 | 0.000 | 0.000 | ||
| 1202 | 2010.05.05 02:00 | modify | 401 | 0.20 | 94.722 | 90.922 | 95.922 | ||
| 1203 | 2010.05.05 02:45 | close | 401 | 0.20 | 94.828 | 90.922 | 95.922 | 2120.00 | 2174174.00 |
| 1204 | 2010.05.17 02:00 | buy | 402 | 0.20 | 92.344 | 0.000 | 0.000 | ||
| 1205 | 2010.05.17 02:00 | modify | 402 | 0.20 | 92.344 | 88.544 | 93.544 | ||
| 1206 | 2010.05.17 06:50 | buy | 403 | 0.20 | 91.835 | 0.000 | 0.000 | ||
| 1207 | 2010.05.17 06:50 | modify | 403 | 0.20 | 91.835 | 88.035 | 93.035 | ||
| 1208 | 2010.05.17 09:55 | close | 403 | 0.20 | 92.181 | 88.035 | 93.035 | 6920.00 | 2181094.00 |
| 1209 | 2010.05.17 09:55 | close | 402 | 0.20 | 92.185 | 88.544 | 93.544 | -3180.00 | 2177914.00 |
| 1210 | 2010.05.20 02:00 | buy | 404 | 0.20 | 91.575 | 0.000 | 0.000 | ||
| 1211 | 2010.05.20 02:00 | modify | 404 | 0.20 | 91.575 | 87.775 | 92.775 | ||
| 1212 | 2010.05.20 02:50 | close | 404 | 0.20 | 91.723 | 87.775 | 92.775 | 2960.00 | 2180874.00 |
| 1213 | 2010.05.25 02:00 | buy | 405 | 0.20 | 90.220 | 0.000 | 0.000 | ||
| 1214 | 2010.05.25 02:00 | modify | 405 | 0.20 | 90.220 | 86.420 | 91.420 | ||
| 1215 | 2010.05.25 09:15 | buy | 406 | 0.20 | 89.646 | 0.000 | 0.000 | ||
| 1216 | 2010.05.25 09:15 | modify | 406 | 0.20 | 89.646 | 85.846 | 90.846 | ||
| 1217 | 2010.05.25 21:30 | close | 406 | 0.20 | 90.001 | 85.846 | 90.846 | 7100.00 | 2187974.00 |
| 1218 | 2010.05.25 21:30 | close | 405 | 0.20 | 90.000 | 86.420 | 91.420 | -4400.00 | 2183574.00 |
| 1219 | 2010.06.15 02:00 | buy | 407 | 0.20 | 91.645 | 0.000 | 0.000 | ||
| 1220 | 2010.06.15 02:00 | modify | 407 | 0.20 | 91.645 | 87.845 | 92.845 | ||
| 1221 | 2010.06.15 10:00 | buy | 408 | 0.20 | 91.109 | 0.000 | 0.000 | ||
| 1222 | 2010.06.15 10:00 | modify | 408 | 0.20 | 91.109 | 87.309 | 92.309 | ||
| 1223 | 2010.06.15 20:25 | close | 408 | 0.20 | 91.481 | 87.309 | 92.309 | 7440.00 | 2191014.00 |
| 1224 | 2010.06.15 20:25 | close | 407 | 0.20 | 91.489 | 87.845 | 92.845 | -3120.00 | 2187894.00 |
| 1225 | 2010.06.17 02:00 | buy | 409 | 0.20 | 91.421 | 0.000 | 0.000 | ||
| 1226 | 2010.06.17 02:00 | modify | 409 | 0.20 | 91.421 | 87.621 | 92.621 | ||
| 1227 | 2010.06.17 16:45 | buy | 410 | 0.20 | 90.726 | 0.000 | 0.000 | ||
| 1228 | 2010.06.17 16:45 | modify | 410 | 0.20 | 90.726 | 86.926 | 91.926 | ||
| 1229 | 2010.06.21 12:00 | close | 410 | 0.20 | 91.205 | 86.926 | 91.926 | 9528.00 | 2197422.00 |
| 1230 | 2010.06.21 12:00 | close | 409 | 0.20 | 91.213 | 87.621 | 92.621 | -4212.00 | 2193210.00 |
| 1231 | 2010.06.25 02:00 | buy | 411 | 0.20 | 89.638 | 0.000 | 0.000 | ||
| 1232 | 2010.06.25 02:00 | modify | 411 | 0.20 | 89.638 | 85.838 | 90.838 | ||
| 1233 | 2010.06.25 10:35 | close | 411 | 0.20 | 89.749 | 85.838 | 90.838 | 2220.00 | 2195430.00 |
| 1234 | 2010.06.30 02:00 | buy | 412 | 0.20 | 88.638 | 0.000 | 0.000 | ||
| 1235 | 2010.06.30 02:00 | modify | 412 | 0.20 | 88.638 | 84.838 | 89.838 | ||
| 1236 | 2010.06.30 14:55 | close | 412 | 0.20 | 88.756 | 84.838 | 89.838 | 2360.00 | 2197790.00 |
| 1237 | 2010.07.05 02:00 | buy | 413 | 0.20 | 87.767 | 0.000 | 0.000 | ||
| 1238 | 2010.07.05 02:00 | modify | 413 | 0.20 | 87.767 | 83.967 | 88.967 | ||
| 1239 | 2010.07.05 03:30 | close | 413 | 0.20 | 87.870 | 83.967 | 88.967 | 2060.00 | 2199850.00 |
| 1240 | 2010.07.15 02:00 | buy | 414 | 0.20 | 88.303 | 0.000 | 0.000 | ||
| 1241 | 2010.07.15 02:00 | modify | 414 | 0.20 | 88.303 | 84.503 | 89.503 | ||
| 1242 | 2010.07.15 15:55 | buy | 415 | 0.20 | 87.689 | 0.000 | 0.000 | ||
| 1243 | 2010.07.15 15:55 | modify | 415 | 0.20 | 87.689 | 83.889 | 88.889 | ||
| 1244 | 2010.07.16 04:50 | buy | 416 | 0.20 | 87.181 | 0.000 | 0.000 | ||
| 1245 | 2010.07.16 04:50 | modify | 416 | 0.20 | 87.181 | 83.381 | 88.381 | ||
| 1246 | 2010.07.16 14:50 | buy | 417 | 0.20 | 86.652 | 0.000 | 0.000 | ||
| 1247 | 2010.07.16 14:50 | modify | 417 | 0.20 | 86.652 | 82.852 | 87.852 | ||
| 1248 | 2010.07.20 23:10 | close | 417 | 0.20 | 87.499 | 82.852 | 87.852 | 16888.00 | 2216738.00 |
| 1249 | 2010.07.20 23:10 | close | 416 | 0.20 | 87.498 | 83.381 | 88.381 | 6288.00 | 2223026.00 |
| 1250 | 2010.07.20 23:10 | close | 415 | 0.20 | 87.497 | 83.889 | 88.889 | -3918.00 | 2219108.00 |
| 1251 | 2010.07.20 23:10 | close | 414 | 0.20 | 87.499 | 84.503 | 89.503 | -16158.00 | 2202950.00 |
| 1252 | 2010.07.30 02:00 | buy | 418 | 0.20 | 86.705 | 0.000 | 0.000 | ||
| 1253 | 2010.07.30 02:00 | modify | 418 | 0.20 | 86.705 | 82.905 | 87.905 | ||
| 1254 | 2010.07.30 12:30 | buy | 419 | 0.20 | 86.210 | 0.000 | 0.000 | ||
| 1255 | 2010.07.30 12:30 | modify | 419 | 0.20 | 86.210 | 82.410 | 87.410 | ||
| 1256 | 2010.07.30 17:05 | close | 419 | 0.20 | 86.658 | 82.410 | 87.410 | 8960.00 | 2211910.00 |
| 1257 | 2010.07.30 17:05 | close | 418 | 0.20 | 86.654 | 82.905 | 87.905 | -1020.00 | 2210890.00 |
| 1258 | 2010.08.05 02:00 | buy | 420 | 0.20 | 86.306 | 0.000 | 0.000 | ||
| 1259 | 2010.08.05 02:00 | modify | 420 | 0.20 | 86.306 | 82.506 | 87.506 | ||
| 1260 | 2010.08.05 03:20 | close | 420 | 0.20 | 86.411 | 82.506 | 87.506 | 2100.00 | 2212990.00 |
| 1261 | 2010.08.17 02:00 | buy | 421 | 0.20 | 85.336 | 0.000 | 0.000 | ||
| 1262 | 2010.08.17 02:00 | modify | 421 | 0.20 | 85.336 | 81.536 | 86.536 | ||
| 1263 | 2010.08.17 13:25 | close | 421 | 0.20 | 85.437 | 81.536 | 86.536 | 2020.00 | 2215010.00 |
| 1264 | 2010.08.20 02:00 | buy | 422 | 0.20 | 85.361 | 0.000 | 0.000 | ||
| 1265 | 2010.08.20 02:00 | modify | 422 | 0.20 | 85.361 | 81.561 | 86.561 | ||
| 1266 | 2010.08.20 05:45 | close | 422 | 0.20 | 85.480 | 81.561 | 86.561 | 2380.00 | 2217390.00 |
| 1267 | 2010.08.25 02:00 | buy | 423 | 0.20 | 84.206 | 0.000 | 0.000 | ||
| 1268 | 2010.08.25 02:00 | modify | 423 | 0.20 | 84.206 | 80.406 | 85.406 | ||
| 1269 | 2010.08.25 03:50 | close | 423 | 0.20 | 84.352 | 80.406 | 85.406 | 2920.00 | 2220310.00 |
| 1270 | 2010.08.30 02:00 | buy | 424 | 0.20 | 85.518 | 0.000 | 0.000 | ||
| 1271 | 2010.08.30 02:00 | modify | 424 | 0.20 | 85.518 | 81.718 | 86.718 | ||
| 1272 | 2010.08.30 03:10 | close | 424 | 0.20 | 85.651 | 81.718 | 86.718 | 2660.00 | 2222970.00 |
| 1273 | 2010.09.15 02:00 | buy | 425 | 0.20 | 83.075 | 0.000 | 0.000 | ||
| 1274 | 2010.09.15 02:00 | modify | 425 | 0.20 | 83.075 | 79.275 | 84.275 | ||
| 1275 | 2010.09.15 04:35 | close | 425 | 0.20 | 83.690 | 79.275 | 84.275 | 12300.00 | 2235270.00 |
| 1276 | 2010.09.17 02:00 | buy | 426 | 0.20 | 85.863 | 0.000 | 0.000 | ||
| 1277 | 2010.09.17 02:00 | modify | 426 | 0.20 | 85.863 | 82.063 | 87.063 | ||
| 1278 | 2010.09.21 10:00 | buy | 427 | 0.20 | 85.352 | 0.000 | 0.000 | ||
| 1279 | 2010.09.21 10:00 | modify | 427 | 0.20 | 85.352 | 81.552 | 86.552 | ||
| 1280 | 2010.09.22 03:35 | buy | 428 | 0.20 | 84.839 | 0.000 | 0.000 | ||
| 1281 | 2010.09.22 03:35 | modify | 428 | 0.20 | 84.839 | 81.039 | 86.039 | ||
| 1282 | 2010.09.23 14:50 | buy | 429 | 0.20 | 84.344 | 0.000 | 0.000 | ||
| 1283 | 2010.09.23 14:50 | modify | 429 | 0.20 | 84.344 | 80.544 | 85.544 | ||
| 1284 | 2010.09.24 07:20 | close | 429 | 0.20 | 85.190 | 80.544 | 85.544 | 16894.00 | 2252164.00 |
| 1285 | 2010.09.24 07:20 | close | 428 | 0.20 | 85.200 | 81.039 | 86.039 | 7116.00 | 2259280.00 |
| 1286 | 2010.09.24 07:20 | close | 427 | 0.20 | 85.197 | 81.552 | 86.552 | -3230.00 | 2256050.00 |
| 1287 | 2010.09.24 07:20 | close | 426 | 0.20 | 85.193 | 82.063 | 87.063 | -13582.00 | 2242468.00 |
| 1288 | 2010.09.30 02:00 | buy | 430 | 0.20 | 83.782 | 0.000 | 0.000 | ||
| 1289 | 2010.09.30 02:00 | modify | 430 | 0.20 | 83.782 | 79.982 | 84.982 | ||
| 1290 | 2010.09.30 09:55 | buy | 431 | 0.20 | 83.246 | 0.000 | 0.000 | ||
| 1291 | 2010.09.30 09:55 | modify | 431 | 0.20 | 83.246 | 79.446 | 84.446 | ||
| 1292 | 2010.09.30 16:50 | close | 431 | 0.20 | 83.608 | 79.446 | 84.446 | 7240.00 | 2249708.00 |
| 1293 | 2010.09.30 16:50 | close | 430 | 0.20 | 83.606 | 79.982 | 84.982 | -3520.00 | 2246188.00 |
| 1294 | 2010.10.05 02:00 | buy | 432 | 0.20 | 83.525 | 0.000 | 0.000 | ||
| 1295 | 2010.10.05 02:00 | modify | 432 | 0.20 | 83.525 | 79.725 | 84.725 | ||
| 1296 | 2010.10.05 07:40 | close | 432 | 0.20 | 83.762 | 79.725 | 84.725 | 4740.00 | 2250928.00 |
| 1297 | 2010.10.15 02:00 | buy | 433 | 0.20 | 81.492 | 0.000 | 0.000 | ||
| 1298 | 2010.10.15 02:00 | modify | 433 | 0.20 | 81.492 | 77.692 | 82.692 | ||
| 1299 | 2010.10.15 02:25 | close | 433 | 0.20 | 81.603 | 77.692 | 82.692 | 2220.00 | 2253148.00 |
| 1300 | 2010.10.20 02:00 | buy | 434 | 0.20 | 81.563 | 0.000 | 0.000 | ||
| 1301 | 2010.10.20 02:00 | modify | 434 | 0.20 | 81.563 | 77.763 | 82.763 | ||
| 1302 | 2010.10.20 17:45 | buy | 435 | 0.20 | 80.998 | 0.000 | 0.000 | ||
| 1303 | 2010.10.20 17:45 | modify | 435 | 0.20 | 80.998 | 77.198 | 82.198 | ||
| 1304 | 2010.10.21 04:25 | close | 435 | 0.20 | 81.359 | 77.198 | 82.198 | 7142.00 | 2260290.00 |
| 1305 | 2010.10.21 04:25 | close | 434 | 0.20 | 81.350 | 77.763 | 82.763 | -4338.00 | 2255952.00 |
| 1306 | 2010.10.25 02:00 | buy | 436 | 0.20 | 81.326 | 0.000 | 0.000 | ||
| 1307 | 2010.10.25 02:00 | modify | 436 | 0.20 | 81.326 | 77.526 | 82.526 | ||
| 1308 | 2010.10.25 08:50 | buy | 437 | 0.20 | 80.720 | 0.000 | 0.000 | ||
| 1309 | 2010.10.25 08:50 | modify | 437 | 0.20 | 80.720 | 76.920 | 81.920 | ||
| 1310 | 2010.10.26 10:50 | close | 437 | 0.20 | 81.149 | 76.920 | 81.920 | 8554.00 | 2264506.00 |
| 1311 | 2010.10.26 10:50 | close | 436 | 0.20 | 81.150 | 77.526 | 82.526 | -3546.00 | 2260960.00 |
| 1312 | 2010.11.05 02:00 | buy | 438 | 0.20 | 80.768 | 0.000 | 0.000 | ||
| 1313 | 2010.11.05 02:00 | modify | 438 | 0.20 | 80.768 | 76.968 | 81.968 | ||
| 1314 | 2010.11.05 03:40 | close | 438 | 0.20 | 80.871 | 76.968 | 81.968 | 2060.00 | 2263020.00 |
| 1315 | 2010.11.15 01:20 | buy | 439 | 0.20 | 82.504 | 0.000 | 0.000 | ||
| 1316 | 2010.11.15 01:20 | modify | 439 | 0.20 | 82.504 | 78.704 | 83.704 | ||
| 1317 | 2010.11.15 03:40 | close | 439 | 0.20 | 82.644 | 78.704 | 83.704 | 2800.00 | 2265820.00 |
| 1318 | 2010.11.17 01:20 | buy | 440 | 0.20 | 83.351 | 0.000 | 0.000 | ||
| 1319 | 2010.11.17 01:20 | modify | 440 | 0.20 | 83.351 | 79.551 | 84.551 | ||
| 1320 | 2010.11.17 02:10 | close | 440 | 0.20 | 83.454 | 79.551 | 84.551 | 2060.00 | 2267880.00 |
| 1321 | 2010.11.25 01:20 | buy | 441 | 0.20 | 83.567 | 0.000 | 0.000 | ||
| 1322 | 2010.11.25 01:20 | modify | 441 | 0.20 | 83.567 | 79.767 | 84.767 | ||
| 1323 | 2010.11.25 12:30 | close | 441 | 0.20 | 83.688 | 79.767 | 84.767 | 2420.00 | 2270300.00 |
| 1324 | 2010.11.30 01:20 | buy | 442 | 0.20 | 84.272 | 0.000 | 0.000 | ||
| 1325 | 2010.11.30 01:20 | modify | 442 | 0.20 | 84.272 | 80.472 | 85.472 | ||
| 1326 | 2010.11.30 12:25 | buy | 443 | 0.20 | 83.765 | 0.000 | 0.000 | ||
| 1327 | 2010.11.30 12:25 | modify | 443 | 0.20 | 83.765 | 79.965 | 84.965 | ||
| 1328 | 2010.12.01 15:10 | close | 443 | 0.20 | 84.107 | 79.965 | 84.965 | 6814.00 | 2277114.00 |
| 1329 | 2010.12.01 15:10 | close | 442 | 0.20 | 84.106 | 80.472 | 85.472 | -3346.00 | 2273768.00 |
| 1330 | 2010.12.15 01:20 | buy | 444 | 0.20 | 83.742 | 0.000 | 0.000 | ||
| 1331 | 2010.12.15 01:20 | modify | 444 | 0.20 | 83.742 | 79.942 | 84.942 | ||
| 1332 | 2010.12.15 02:20 | close | 444 | 0.20 | 83.844 | 79.942 | 84.942 | 2040.00 | 2275808.00 |
| 1333 | 2010.12.17 01:20 | buy | 445 | 0.20 | 84.024 | 0.000 | 0.000 | ||
| 1334 | 2010.12.17 01:20 | modify | 445 | 0.20 | 84.024 | 80.224 | 85.224 | ||
| 1335 | 2010.12.17 17:50 | close | 445 | 0.20 | 84.132 | 80.224 | 85.224 | 2160.00 | 2277968.00 |
| 1336 | 2010.12.20 01:20 | buy | 446 | 0.20 | 84.021 | 0.000 | 0.000 | ||
| 1337 | 2010.12.20 01:20 | modify | 446 | 0.20 | 84.021 | 80.221 | 85.221 | ||
| 1338 | 2010.12.21 15:35 | buy | 447 | 0.20 | 83.522 | 0.000 | 0.000 | ||
| 1339 | 2010.12.21 15:35 | modify | 447 | 0.20 | 83.522 | 79.722 | 84.722 | ||
| 1340 | 2010.12.21 19:25 | close | 447 | 0.20 | 83.824 | 79.722 | 84.722 | 6040.00 | 2284008.00 |
| 1341 | 2010.12.21 19:25 | close | 446 | 0.20 | 83.825 | 80.221 | 85.221 | -3946.00 | 2280062.00 |
| 1342 | 2010.12.30 01:20 | buy | 448 | 0.20 | 81.669 | 0.000 | 0.000 | ||
| 1343 | 2010.12.30 01:20 | modify | 448 | 0.20 | 81.669 | 77.869 | 82.869 | ||
| 1344 | 2010.12.30 17:00 | close | 448 | 0.20 | 81.808 | 77.869 | 82.869 | 2780.00 | 2282842.00 |
| 1345 | 2011.01.05 01:20 | buy | 449 | 0.20 | 82.076 | 0.000 | 0.000 | ||
| 1346 | 2011.01.05 01:20 | modify | 449 | 0.20 | 82.076 | 78.276 | 83.276 | ||
| 1347 | 2011.01.05 03:25 | close | 449 | 0.20 | 82.186 | 78.276 | 83.276 | 2200.00 | 2285042.00 |
| 1348 | 2011.01.17 01:20 | buy | 450 | 0.20 | 82.957 | 0.000 | 0.000 | ||
| 1349 | 2011.01.17 01:20 | modify | 450 | 0.20 | 82.957 | 79.157 | 84.157 | ||
| 1350 | 2011.01.17 13:55 | buy | 451 | 0.20 | 82.371 | 0.000 | 0.000 | ||