Strategy Tester Report
ナマケモノ

通貨ペアUSDJPY (US Dollar vs Japanese Yen)
期間5分足(M5) 2015.06.01 00:05 - 2018.07.31 23:55 (2015.06.01 - 2018.08.01)
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)
パラメーターロット数=10; マジックナンバー=7554; 買い=true; 売り=false;
テストバー数237405モデルティック数85442174モデリング品質90.00%
不整合チャートエラー0
初期証拠金10000.00スプレッド8
純益28628.22総利益31674.64総損失-3046.42
プロフィットファクタ10.40期待利得177.82
絶対ドローダウン4250.95最大ドローダウン8860.07 (35.40%)相対ドローダウン57.22% (7688.69)
総取引数161売りポジション(勝率%)0 (0.00%)買いポジション(勝率%)161 (99.38%)
勝率(%)160 (99.38%)負率 (%)1 (0.62%)
最大勝トレード721.17敗トレード-3046.42
平均勝トレード197.97敗トレード-3046.42
最大連勝(金額)103 (22847.49)連敗(金額)1 (-3046.42)
最大連勝(トレード数)22847.49 (103)連敗(トレード数)-3046.42 (1)
平均連勝80連敗1
Graph
#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
12015.06.08 03:30buy110.00125.550124.600125.630
22015.06.08 04:00close110.00125.559124.600125.63011.6810011.68
32015.06.08 04:45buy210.00125.406124.456125.486
42015.06.08 04:52close210.00125.415124.456125.48611.7610023.44
52015.06.11 15:50buy310.00123.471122.521123.551
62015.06.11 15:53t/p310.00123.551122.521123.551587.5010610.94
72015.06.16 10:55buy410.00123.452122.502123.532
82015.06.16 11:01close410.00123.461122.502123.53212.9010623.84
92015.06.17 21:20buy510.00123.816122.866123.896
102015.06.17 21:23t/p510.00123.896122.866123.896585.7011209.54
112015.06.23 18:40buy610.00123.701122.751123.781
122015.06.23 19:14t/p610.00123.781122.751123.781586.3011795.84
132015.07.02 15:40buy710.00123.163122.213123.243
142015.07.02 15:47close710.00123.172122.213123.24313.0711808.91
152015.07.10 07:55buy810.00121.790120.840121.870
162015.07.10 08:21t/p810.00121.870120.840121.870596.4412405.35
172015.07.13 00:35buy910.00122.471121.521122.551
182015.07.13 00:56t/p910.00122.551121.521122.551592.7712998.12
192015.07.14 05:45buy1010.00123.447122.497123.527
202015.07.14 06:28close1010.00123.456122.497123.52712.9013011.02
212015.07.15 21:55buy1110.00123.698122.748123.778
222015.07.15 22:22close1110.00123.707122.748123.77812.7513023.77
232015.07.21 11:10buy1210.00124.309123.359124.389
242015.07.21 11:20close1210.00124.318123.359124.38912.3913036.16
252015.07.28 17:15buy1310.00123.620122.670123.700
262015.07.28 17:53close1310.00123.629122.670123.70012.8013048.96
272015.08.06 02:15buy1410.00124.789123.839124.869
282015.08.06 03:15close1410.00124.798123.839124.86912.1213061.08
292015.08.31 01:45buy1510.00121.322120.372121.402
302015.08.31 01:48close1510.00121.331120.372121.40214.1813075.26
312015.09.09 21:10buy1610.00120.844119.894120.924
322015.09.10 07:54t/p1610.00120.924119.894120.924595.3213670.58
332015.09.10 15:55buy1710.00120.796119.846120.876
342015.09.10 16:09t/p1710.00120.876119.846120.876601.8414272.42
352015.09.23 18:50buy1810.00120.107119.157120.187
362015.09.23 19:16close1810.00120.116119.157120.18714.9314287.35
372015.09.25 16:50buy1910.00120.673119.723120.753
382015.09.25 16:54close1910.00120.682119.723120.75314.5814301.93
392015.10.21 01:55buy2010.00119.799118.849119.879
402015.10.21 02:36close2010.00119.808118.849119.87915.1214317.05
412015.10.23 10:30buy2110.00120.435119.485120.515
422015.10.23 13:10t/p2110.00120.515119.485120.515603.8114920.86
432015.10.26 02:40buy2210.00121.173120.223121.253
442015.10.26 02:53close2210.00121.182120.223121.25314.2714935.13
452015.11.03 20:20buy2310.00121.025120.075121.105
462015.11.03 20:24close2310.00121.034120.075121.10514.3614949.49
472015.11.09 08:25buy2410.00123.251122.301123.331
482015.11.09 08:39t/p2410.00123.331122.301123.331588.6615538.15
492015.11.09 17:00buy2510.00123.366122.416123.446
502015.11.10 16:35close2510.00123.375122.416123.44610.8715549.02
512015.11.23 10:25buy2610.00123.111122.161123.191
522015.11.23 10:43close2610.00123.120122.161123.19113.1015562.12
532015.12.02 21:10buy2710.00123.336122.386123.416
542015.12.03 06:52close2710.00123.345122.386123.4166.7315568.85
552015.12.17 06:30buy2810.00122.480121.530122.560
562015.12.17 07:18close2810.00122.489121.530122.56013.4815582.33
572016.01.19 16:55buy2910.00117.667116.717117.747
582016.01.19 17:00close2910.00117.676116.717117.74716.4815598.81
592016.01.25 02:25buy3010.00118.571117.621118.651
602016.01.25 02:56close3010.00118.579117.621118.6517.4715606.28
612016.01.25 09:45buy3110.00118.538117.588118.618
622016.01.25 09:49close3110.00118.547117.588118.61815.9215622.20
632016.01.27 21:15buy3210.00118.659117.709118.739
642016.01.27 21:16t/p3210.00118.739117.709118.739613.7516235.95
652016.02.15 10:10buy3310.00113.674112.724113.754
662016.02.15 10:12close3310.00113.683112.724113.75419.1716255.12
672016.02.15 23:10buy3410.00114.584113.634114.664
682016.02.16 00:06close3410.00114.592113.634114.6647.7316262.85
692016.02.16 01:15buy3510.00114.446113.496114.526
702016.02.16 01:33close3510.00114.455113.496114.52618.6316281.48
712016.02.25 08:50buy3610.00112.210111.260112.290
722016.02.25 08:55close3610.00112.219111.260112.29020.2016301.68
732016.02.29 00:55buy3710.00113.767112.817113.847
742016.02.29 02:25t/p3710.00113.847112.817113.847642.7016944.38
752016.03.01 22:35buy3810.00113.886112.936113.966
762016.03.01 23:06close3810.00113.895112.936113.96619.0216963.40
772016.03.02 02:30buy3910.00113.839112.889113.919
782016.03.02 02:35t/p3910.00113.919112.889113.919642.2517605.65
792016.03.11 15:45buy4010.00113.590112.640113.670
802016.03.11 15:53close4010.00113.599112.640113.67019.2317624.88
812016.03.23 01:30buy4110.00112.255111.305112.335
822016.03.23 02:00close4110.00112.264111.305112.33520.1717645.05
832016.03.23 02:00buy4210.00112.270111.320112.350
842016.03.23 02:04t/p4210.00112.350111.320112.350652.0618297.11
852016.03.28 07:45buy4310.00113.490112.540113.570
862016.03.28 08:20t/p4310.00113.570112.540113.570644.4018941.51
872016.04.19 09:15buy4410.00108.944107.994109.024
882016.04.19 09:17close4410.00108.953107.994109.02422.6018964.11
892016.04.21 04:45buy4510.00109.639108.689109.719
902016.04.21 04:47t/p4510.00109.719108.689109.719669.1419633.25
912016.04.25 01:25buy4610.00111.590110.640111.670
922016.04.25 01:29close4610.00111.599110.640111.67020.6519653.90
932016.04.25 02:15buy4710.00111.528110.578111.608
942016.04.25 02:35close4710.00111.537110.578111.60820.6919674.59
952016.04.25 03:20buy4810.00111.410110.460111.490
962016.04.25 03:54close4810.00111.418110.460111.49011.8019686.39
972016.05.04 09:40buy4910.00106.934105.984107.014
982016.05.04 11:05t/p4910.00107.014105.984107.014687.5720373.96
992016.05.10 03:00buy5010.00108.365107.415108.445
1002016.05.10 03:00close5010.00108.374107.415108.44523.0520397.01
1012016.05.11 03:15buy5110.00109.129108.179109.209
1022016.05.11 04:06t/p5110.00109.209108.179109.209672.5421069.55
1032016.05.17 03:50buy5210.00108.942107.992109.022
1042016.05.17 04:03close5210.00108.951107.992109.02222.6121092.16
1052016.05.25 18:35buy5310.00110.114109.164110.194
1062016.05.25 18:55t/p5310.00110.194109.164110.194665.9921758.15
1072016.05.30 18:05buy5410.00111.097110.147111.177
1082016.05.30 20:31close5410.00111.106110.147111.17721.0021779.15
1092016.05.31 01:40buy5510.00111.090110.140111.170
1102016.05.31 04:57close5510.00111.099110.140111.17021.0121800.16
1112016.06.21 15:45buy5610.00104.418103.468104.498
1122016.06.21 15:55close5610.00104.427103.468104.49826.1821826.34
1132016.06.22 01:40buy5710.00104.660103.710104.740
1142016.06.22 01:44close5710.00104.668103.710104.74016.4321842.77
1152016.06.24 02:40buy5810.00105.090104.140105.170
1162016.06.24 03:07t/p5810.00105.170104.140105.170700.6722543.44
1172016.06.29 03:15buy5910.00102.517101.567102.597
1182016.06.29 04:47close5910.00102.526101.567102.59727.7822571.22
1192016.07.12 01:30buy6010.00102.692101.742102.772
1202016.07.12 03:58t/p6010.00102.772101.742102.772718.4223289.64
1212016.07.13 03:25buy6110.00104.499103.549104.579
1222016.07.13 03:34close6110.00104.508103.549104.57926.1223315.76
1232016.07.13 03:35buy6210.00104.532103.582104.612
1242016.07.13 03:51t/p6210.00104.612103.582104.612704.7324020.49
1252016.07.15 13:40buy6310.00105.635104.685105.715
1262016.07.15 13:42close6310.00105.644104.685105.71525.1924045.68
1272016.07.21 08:20buy6410.00106.945105.995107.025
1282016.07.21 08:24close6410.00106.953105.995107.02514.8024060.48
1292016.07.21 10:50buy6510.00106.887105.937106.967
1302016.07.21 10:51close6510.00106.896105.937106.96724.1924084.67
1312016.08.08 21:35buy6610.00102.411101.461102.491
1322016.08.08 22:41close6610.00102.420101.461102.49127.8724112.54
1332016.08.09 02:30buy6710.00102.374101.424102.454
1342016.08.09 04:40t/p6710.00102.454101.424102.454720.8324833.37
1352016.09.01 17:15buy6810.00103.678102.728103.758
1362016.09.02 16:04t/p6810.00103.758102.728103.758708.9425542.31
1372016.09.09 02:20buy6910.00102.331101.381102.411
1382016.09.09 03:02t/p6910.00102.411101.381102.411721.1726263.48
1392016.10.05 03:35buy7010.00102.711101.761102.791
1402016.10.05 03:51close7010.00102.720101.761102.79127.6226291.10
1412016.10.05 15:30buy7110.00102.948101.998103.028
1422016.10.05 15:43t/p7110.00103.028101.998103.028716.4927007.59
1432016.10.06 02:55buy7210.00103.438102.488103.518
1442016.10.06 02:59close7210.00103.448102.488103.51836.6727044.26
1452016.10.10 23:35buy7310.00103.610102.660103.690
1462016.10.11 00:39close7310.00103.618102.660103.69015.1327059.39
1472016.10.11 10:10buy7410.00103.731102.781103.811
1482016.10.11 10:14t/p7410.00103.811102.781103.811710.6327770.02
1492016.10.21 08:45buy7510.00103.920102.970104.000
1502016.10.21 10:07close7510.00103.928102.970104.00016.9827787.00
1512016.11.07 14:10buy7610.00104.331103.381104.411
1522016.11.07 14:49close7610.00104.340103.381104.41126.2627813.26
1532016.11.09 02:20buy7710.00104.821103.871104.901
1542016.11.09 02:26t/p7710.00104.901103.871104.901702.6228515.88
1552016.11.11 00:50buy7810.00106.739105.789106.819
1562016.11.11 01:00t/p7810.00106.819105.789106.819688.9329204.81
1572016.11.11 03:30buy7910.00106.611105.661106.691
1582016.11.11 03:32close7910.00106.620105.661106.69124.4129229.22
1592016.11.11 04:40buy8010.00106.406105.456106.486
1602016.11.11 04:56close8010.00106.415105.456106.48624.5729253.79
1612016.11.15 02:35buy8110.00107.938106.988108.018
1622016.11.15 02:40t/p8110.00108.018106.988108.018680.6229934.41
1632016.11.15 02:55buy8210.00107.890106.940107.970
1642016.11.15 03:00t/p8210.00107.970106.940107.970680.9530615.36
1652016.11.16 15:45buy8310.00109.367108.417109.447
1662016.11.16 15:46close8310.00109.376108.417109.44722.2830637.64
1672016.12.12 15:35buy8410.00115.507114.557115.587
1682016.12.12 15:59close8410.00115.516114.557115.58717.9130655.55
1692016.12.12 15:59buy8510.00115.523114.573115.603
1702016.12.12 16:04close8510.00115.532114.573115.60317.9030673.45
1712016.12.15 15:50buy8610.00117.761116.811117.841
1722016.12.15 15:51close8610.00117.770116.811117.84116.4230689.87
1732016.12.16 18:35buy8710.00117.801116.851117.881
1742016.12.16 18:36close8710.00117.809116.851117.8817.9130697.78
1752017.01.03 00:45buy8810.00117.385116.435117.465
1762017.01.03 01:15close8810.00117.394116.435117.46516.6630714.44
1772017.01.03 18:55buy8910.00117.666116.716117.746
1782017.01.03 19:05close8910.00117.675116.716117.74616.4830730.92
1792017.01.11 18:55buy9010.00116.172115.222116.252
1802017.01.11 18:56close9010.00116.181115.222116.25217.4730748.39
1812017.01.19 11:30buy9110.00114.533113.583114.613
1822017.01.19 11:39close9110.00114.542113.583114.61318.5730766.96
1832017.01.20 15:45buy9210.00115.040114.090115.120
1842017.01.20 16:08close9210.00115.049114.090115.12018.2330785.19
1852017.01.27 11:55buy9310.00114.987114.037115.067
1862017.01.27 12:13close9310.00114.996114.037115.06718.2630803.45
1872017.02.10 13:20buy9410.00113.436112.486113.516
1882017.02.10 13:55t/p9410.00113.516112.486113.516644.7431448.19
1892017.02.15 18:55buy9510.00114.160113.210114.240
1902017.02.15 18:59close9510.00114.169113.210114.24018.8331467.02
1912017.03.01 20:55buy9610.00113.509112.559113.589
1922017.03.01 20:59close9610.00113.518112.559113.58919.2831486.30
1932017.03.10 15:35buy9710.00115.311114.361115.391
1942017.03.10 15:36t/p9710.00115.391114.361115.391633.2932119.59
1952017.03.30 08:40buy9810.00111.142110.192111.222
1962017.03.30 08:49close9810.00111.151110.192111.22220.9732140.56
1972017.03.31 08:50buy9910.00111.914110.964111.994
1982017.03.31 08:55close9910.00111.922110.964111.99411.4832152.04
1992017.05.09 23:00buy10010.00113.928112.978114.008
2002017.05.09 23:45t/p10010.00114.008112.978114.008641.7132793.75
2012017.05.11 04:25buy10110.00114.171113.221114.251
2022017.05.11 04:58close10110.00114.180113.221114.25118.8232812.57
2032017.05.24 21:15buy10210.00111.848110.898111.928
2042017.05.25 10:55close10210.00111.857110.898111.92814.2232826.79
2052017.06.02 11:15buy10310.00111.511110.561111.591
2062017.06.02 12:29close10310.00111.520110.561111.59120.7032847.49
2072017.06.16 15:50buy10410.00111.166110.216111.246
2082017.06.16 19:00close10410.00110.835110.216111.246-3046.4229801.07
2092017.06.20 08:45buy10510.00111.623110.673111.703
2102017.06.20 09:58close10510.00111.632110.673111.70320.6229821.69
2112017.07.07 15:40buy10610.00113.796112.846113.876
2122017.07.07 15:40close10610.00113.805112.846113.87619.0829840.77
2132017.07.10 18:40buy10710.00114.037113.087114.117
2142017.07.10 19:13t/p10710.00114.117113.087114.117641.0330481.80
2152017.07.11 18:35buy10810.00114.162113.212114.242
2162017.07.11 18:37close10810.00114.171113.212114.24218.8330500.63
2172017.07.20 14:30buy10910.00112.232111.282112.312
2182017.07.20 14:36close10910.00112.241111.282112.31220.1830520.81
2192017.08.15 19:00buy11010.00110.435109.485110.515
2202017.08.15 19:16t/p11010.00110.515109.485110.515663.8831184.69
2212017.08.16 15:45buy11110.00110.740109.790110.820
2222017.08.16 15:59t/p11110.00110.820109.790110.820661.8931846.58
2232017.08.25 17:15buy11210.00109.398108.448109.478
2242017.08.25 17:21close11210.00109.407108.448109.47822.2631868.84
2252017.08.25 17:35buy11310.00109.321108.371109.401
2262017.08.25 17:40close11310.00109.330108.371109.40122.3231891.16
2272017.08.30 07:30buy11410.00109.691108.741109.771
2282017.08.30 07:41close11410.00109.701108.741109.77131.1631922.32
2292017.09.13 05:15buy11510.00110.033109.083110.113
2302017.09.13 05:55close11510.00110.042109.083110.11321.7931944.11
2312017.09.18 21:50buy11610.00111.466110.516111.546
2322017.09.18 22:37t/p11610.00111.546110.516111.546657.1932601.30
2332017.09.27 17:45buy11710.00112.817111.867112.897
2342017.09.27 21:20close11710.00112.826111.867112.89719.7732621.07
2352017.09.28 10:50buy11810.00112.794111.844112.874
2362017.09.28 11:04close11810.00112.803111.844112.87419.7932640.86
2372017.10.03 09:40buy11910.00112.997112.047113.077
2382017.10.03 09:53close11910.00113.005112.047113.07710.7932651.65
2392017.11.01 09:40buy12010.00113.785112.835113.865
2402017.11.01 09:53t/p12010.00113.865112.835113.865642.5933294.24
2412017.11.01 17:45buy12110.00113.982113.032114.062
2422017.11.01 17:57close12110.00113.991113.032114.06218.9533313.19
2432017.11.02 03:25buy12210.00114.039113.089114.119
2442017.11.02 03:27close12210.00114.048113.089114.11918.9133332.10
2452017.11.02 03:50buy12310.00113.983113.033114.063
2462017.11.02 03:58close12310.00113.992113.033114.06318.9533351.05
2472017.11.27 03:55buy12410.00111.431110.481111.511
2482017.11.28 17:05close12410.00111.440110.481111.51118.6833369.73
2492017.12.01 02:55buy12510.00112.436111.486112.516
2502017.12.01 03:05close12510.00112.445111.486112.51620.0433389.77
2512017.12.01 10:50buy12610.00112.459111.509112.539
2522017.12.01 12:10close12610.00112.468111.509112.53920.0233409.79
2532017.12.01 18:40buy12710.00111.806110.856111.886
2542017.12.01 18:40close12710.00111.815110.856111.88620.4933430.28
2552017.12.01 18:55buy12810.00111.738110.788111.818
2562017.12.01 18:56close12810.00111.747110.788111.81820.5433450.82
2572017.12.12 19:35buy12910.00113.515112.565113.595
2582017.12.12 19:51t/p12910.00113.595112.565113.595644.2634095.08
2592017.12.19 22:55buy13010.00112.879111.929112.959
2602017.12.20 01:54t/p13010.00112.959111.929112.959646.1434741.22
2612017.12.21 15:45buy13110.00113.422112.472113.502
2622017.12.21 16:36close13110.00113.430112.472113.50210.5334751.75
2632017.12.28 00:10buy13210.00113.209112.259113.289
2642017.12.28 00:56close13210.00113.218112.259113.28919.4934771.24
2652018.01.04 08:30buy13310.00112.554111.604112.634
2662018.01.04 09:17close13310.00112.564111.604112.63428.8434800.08
2672018.01.05 15:45buy13410.00113.156112.206113.236
2682018.01.05 15:57close13410.00113.165112.206113.23619.5334819.61
2692018.01.18 07:35buy13510.00111.244110.294111.324
2702018.01.18 09:07close13510.00111.253110.294111.32420.9034840.51
2712018.02.05 01:30buy13610.00110.091109.141110.171
2722018.02.05 02:08close13610.00110.100109.141110.17121.7434862.25
2732018.02.21 10:55buy13710.00107.531106.581107.611
2742018.02.21 11:01close13710.00107.540106.581107.61123.6934885.94
2752018.02.21 21:25buy13810.00107.444106.494107.524
2762018.02.21 21:25t/p13810.00107.524106.494107.524684.0235569.96
2772018.02.22 01:40buy13910.00107.581106.631107.661
2782018.02.22 01:51close13910.00107.590106.631107.66123.6535593.61
2792018.03.06 07:15buy14010.00106.272105.322106.352
2802018.03.06 13:31t/p14010.00106.352105.322106.352692.2236285.83
2812018.03.20 11:15buy14110.00106.205105.255106.285
2822018.03.20 11:33close14110.00106.214105.255106.28524.7336310.56
2832018.03.27 10:55buy14210.00105.505104.555105.585
2842018.03.27 11:31close14210.00105.514104.555105.58525.3036335.86
2852018.03.29 05:30buy14310.00106.580105.630106.660
2862018.03.29 06:19close14310.00106.588105.630106.66015.0636350.92
2872018.04.04 01:45buy14410.00106.527105.577106.607
2882018.04.04 03:45close14410.00106.535105.577106.60715.0936366.01
2892018.04.13 17:20buy14510.00107.557106.607107.637
2902018.04.13 17:49close14510.00107.567106.607107.63732.9736398.98
2912018.04.20 09:30buy14610.00107.562106.612107.642
2922018.04.20 11:11close14610.00107.571106.612107.64223.6736422.65
2932018.04.24 19:40buy14710.00108.849107.899108.929
2942018.04.25 03:32t/p14710.00108.929107.899108.929672.3437094.99
2952018.04.25 12:30buy14810.00109.029108.079109.109
2962018.04.25 13:23t/p14810.00109.109108.079109.109673.2037768.19
2972018.04.26 03:20buy14910.00109.340108.390109.420
2982018.04.26 03:41close14910.00109.349108.390109.42022.3137790.50
2992018.05.02 03:25buy15010.00109.754108.804109.834
3002018.05.02 03:33close15010.00109.762108.804109.83412.8837803.38
3012018.05.10 04:50buy15110.00109.675108.725109.755
3022018.05.10 04:57close15110.00109.683108.725109.75512.9437816.32
3032018.05.16 02:15buy15210.00110.253109.303110.333
3042018.05.16 02:55close15210.00110.260109.303110.3333.4937819.81
3052018.05.18 08:35buy15310.00110.871109.921110.951
3062018.05.18 09:42close15310.00110.880109.921110.95121.1737840.98
3072018.05.21 16:45buy15410.00111.183110.233111.263
3082018.05.21 17:25close15410.00111.190110.233111.2632.9637843.94
3092018.06.04 10:40buy15510.00109.583108.633109.663
3102018.06.04 12:25close15510.00109.592108.633109.66322.1237866.06
3112018.06.06 16:35buy15610.00110.055109.105110.135
3122018.06.06 19:39close15610.00110.063109.105110.13512.6937878.75
3132018.06.11 15:15buy15710.00109.945108.995110.025
3142018.06.11 17:19close15710.00109.954108.995110.02521.8537900.60
3152018.06.12 00:35buy15810.00110.013109.063110.093
3162018.06.12 00:47close15810.00110.022109.063110.09321.8037922.40
3172018.06.13 13:35buy15910.00110.540109.590110.620
3182018.06.13 15:00close15910.00110.549109.590110.62021.4137943.81
3192018.06.15 02:00buy16010.00110.579109.629110.659
3202018.06.15 02:30t/p16010.00110.659109.629110.659662.9438606.75
3212018.06.21 11:55buy16110.00110.458109.508110.538
3222018.06.21 11:57close16110.00110.467109.508110.53821.4738628.22