Strategy Tester Report
IB0716-2
HFMarketsSV-Demo Server (Build 1380)
| 通貨ペア | USDJPY (US Dollar vs Japanese Yen) | ||||
| 期間 | 5分足(M5) 2023.07.03 00:00 - 2023.07.14 23:55 (2023.07.01 - 2023.07.15) | ||||
| 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 | lot=0.11; lotup=1.4; entry=3; TP=30; SL=15; TR=1; stoploseON=0; stoplose=5; stopAMON=0; stopAM=300000; LineNoticeOP=0; LineNoticeCL=0; LineNoticeLS=0; LineNoticeAM=0; LineNoticeDY=0; LineToken=""; mgk=88977; spf=7; Slip=5; name_ea="EA1"; friday=1; fridayhour=18; monday=1; mondayhour=9; hourentry=1; h0=3; h1=0; h2=1; h3=1; h4=2; h5=2; h6=2; h7=2; h8=2; h9=3; h10=3; h11=3; h12=3; h13=3; h14=3; h15=3; h16=3; h17=3; h18=3; h19=3; h20=3; h21=3; h22=3; h23=3; | ||||
| テストバー数 | 3878 | モデルティック数 | 968423 | 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 | 300000.00 | スプレッド | 10 | ||
| 純益 | 59444.60 | 総利益 | 141681.80 | 総損失 | -82237.20 |
| プロフィットファクタ | 1.72 | 期待利得 | 1292.27 | ||
| 絶対ドローダウン | 11622.00 | 最大ドローダウン | 41631.00 (10.73%) | 相対ドローダウン | 10.73% (41631.00) |
| 総取引数 | 46 | 売りポジション(勝率%） | 44 (38.64%) | 買いポジション(勝率%） | 2 (0.00%) |
| 勝率(%) | 17 (36.96%) | 負率 (%) | 29 (63.04%) | ||
| 最大 | 勝トレード | 16716.00 | 敗トレード | -8850.00 | |
| 平均 | 勝トレード | 8334.22 | 敗トレード | -2835.77 | |
| 最大 | 連勝(金額) | 3 (29918.40) | 連敗(金額) | 6 (-26700.00) | |
| 最大 | 連勝(トレード数) | 29918.40 (3) | 連敗(トレード数) | -26700.00 (6) | |
| 平均 | 連勝 | 2 | 連敗 | 3 | |
| # | 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 |
| 1 | 2023.07.03 03:00 | sell | 1 | 0.01 | 144.392 | 144.542 | 0.000 | ||
| 2 | 2023.07.03 04:27 | s/l | 1 | 0.01 | 144.542 | 144.542 | 0.000 | -150.00 | 299850.00 |
| 3 | 2023.07.03 05:00 | sell | 2 | 0.15 | 144.509 | 144.659 | 0.000 | ||
| 4 | 2023.07.03 05:34 | s/l | 2 | 0.15 | 144.659 | 144.659 | 0.000 | -2250.00 | 297600.00 |
| 5 | 2023.07.03 06:00 | sell | 3 | 0.21 | 144.666 | 144.816 | 0.000 | ||
| 6 | 2023.07.03 10:18 | s/l | 3 | 0.21 | 144.816 | 144.816 | 0.000 | -3150.00 | 294450.00 |
| 7 | 2023.07.03 11:00 | sell | 4 | 0.30 | 144.828 | 144.978 | 0.000 | ||
| 8 | 2023.07.03 16:46 | close | 4 | 0.30 | 144.421 | 144.978 | 0.000 | 12210.00 | 306660.00 |
| 9 | 2023.07.03 18:00 | sell | 5 | 0.11 | 144.457 | 144.607 | 0.000 | ||
| 10 | 2023.07.03 18:07 | s/l | 5 | 0.11 | 144.607 | 144.607 | 0.000 | -1650.00 | 305010.00 |
| 11 | 2023.07.03 19:00 | buy | 6 | 0.15 | 144.515 | 144.365 | 0.000 | ||
| 12 | 2023.07.04 09:41 | s/l | 6 | 0.15 | 144.365 | 144.365 | 0.000 | -2250.00 | 302760.00 |
| 13 | 2023.07.04 10:00 | sell | 7 | 0.21 | 144.390 | 144.540 | 0.000 | ||
| 14 | 2023.07.04 10:26 | s/l | 7 | 0.21 | 144.540 | 144.540 | 0.000 | -3150.00 | 299610.00 |
| 15 | 2023.07.04 11:00 | sell | 8 | 0.30 | 144.495 | 144.645 | 0.000 | ||
| 16 | 2023.07.05 04:30 | s/l | 8 | 0.30 | 144.645 | 144.645 | 0.000 | -5184.00 | 294426.00 |
| 17 | 2023.07.05 05:00 | sell | 9 | 0.42 | 144.599 | 144.749 | 0.000 | ||
| 18 | 2023.07.05 16:33 | close | 9 | 0.42 | 144.201 | 144.749 | 0.000 | 16716.00 | 311142.00 |
| 19 | 2023.07.05 18:00 | sell | 10 | 0.11 | 144.459 | 144.609 | 0.000 | ||
| 20 | 2023.07.05 19:01 | s/l | 10 | 0.11 | 144.609 | 144.609 | 0.000 | -1650.00 | 309492.00 |
| 21 | 2023.07.05 20:00 | sell | 11 | 0.15 | 144.635 | 144.785 | 0.000 | ||
| 22 | 2023.07.06 06:40 | close | 11 | 0.15 | 144.225 | 144.785 | 0.000 | 5124.00 | 314616.00 |
| 23 | 2023.07.06 07:00 | sell | 12 | 0.11 | 144.228 | 144.378 | 0.000 | ||
| 24 | 2023.07.06 08:35 | close | 12 | 0.11 | 143.768 | 144.378 | 0.000 | 5060.00 | 319676.00 |
| 25 | 2023.07.06 09:00 | sell | 13 | 0.11 | 143.716 | 143.866 | 0.000 | ||
| 26 | 2023.07.06 09:35 | s/l | 13 | 0.11 | 143.866 | 143.866 | 0.000 | -1650.00 | 318026.00 |
| 27 | 2023.07.06 10:00 | sell | 14 | 0.15 | 143.838 | 143.988 | 0.000 | ||
| 28 | 2023.07.06 10:50 | s/l | 14 | 0.15 | 143.988 | 143.988 | 0.000 | -2250.00 | 315776.00 |
| 29 | 2023.07.06 11:00 | sell | 15 | 0.21 | 143.911 | 144.061 | 0.000 | ||
| 30 | 2023.07.06 11:18 | s/l | 15 | 0.21 | 144.061 | 144.061 | 0.000 | -3150.00 | 312626.00 |
| 31 | 2023.07.06 18:00 | sell | 16 | 0.30 | 144.278 | 144.428 | 0.000 | ||
| 32 | 2023.07.07 03:27 | close | 16 | 0.30 | 143.855 | 144.428 | 0.000 | 12006.00 | 324632.00 |
| 33 | 2023.07.07 04:00 | sell | 17 | 0.11 | 144.072 | 144.222 | 0.000 | ||
| 34 | 2023.07.07 08:59 | close | 17 | 0.11 | 143.586 | 144.222 | 0.000 | 5346.00 | 329978.00 |
| 35 | 2023.07.07 09:00 | sell | 18 | 0.11 | 143.572 | 143.722 | 0.000 | ||
| 36 | 2023.07.07 11:09 | close | 18 | 0.11 | 143.181 | 143.722 | 0.000 | 4301.00 | 334279.00 |
| 37 | 2023.07.07 18:00 | sell | 19 | 0.11 | 142.219 | 142.369 | 0.000 | ||
| 38 | 2023.07.10 03:07 | s/l | 19 | 0.11 | 142.369 | 142.369 | 0.000 | -1900.80 | 332378.20 |
| 39 | 2023.07.10 04:00 | sell | 20 | 0.15 | 142.485 | 142.635 | 0.000 | ||
| 40 | 2023.07.10 05:08 | s/l | 20 | 0.15 | 142.635 | 142.635 | 0.000 | -2250.00 | 330128.20 |
| 41 | 2023.07.10 06:00 | sell | 21 | 0.21 | 142.815 | 142.965 | 0.000 | ||
| 42 | 2023.07.10 07:39 | s/l | 21 | 0.21 | 142.965 | 142.965 | 0.000 | -3150.00 | 326978.20 |
| 43 | 2023.07.10 08:00 | sell | 22 | 0.30 | 142.978 | 143.128 | 0.000 | ||
| 44 | 2023.07.10 09:27 | close | 22 | 0.30 | 142.555 | 143.128 | 0.000 | 12690.00 | 339668.20 |
| 45 | 2023.07.10 10:00 | sell | 23 | 0.11 | 142.457 | 142.607 | 0.000 | ||
| 46 | 2023.07.10 16:31 | close | 23 | 0.11 | 141.823 | 142.607 | 0.000 | 6974.00 | 346642.20 |
| 47 | 2023.07.10 18:00 | sell | 24 | 0.11 | 141.686 | 141.836 | 0.000 | ||
| 48 | 2023.07.11 01:35 | close | 24 | 0.11 | 141.267 | 141.836 | 0.000 | 4358.20 | 351000.40 |
| 49 | 2023.07.11 03:00 | sell | 25 | 0.11 | 141.302 | 141.452 | 0.000 | ||
| 50 | 2023.07.11 03:11 | s/l | 25 | 0.11 | 141.452 | 141.452 | 0.000 | -1650.00 | 349350.40 |
| 51 | 2023.07.11 04:00 | sell | 26 | 0.15 | 141.338 | 141.488 | 0.000 | ||
| 52 | 2023.07.11 05:38 | close | 26 | 0.15 | 140.876 | 141.488 | 0.000 | 6930.00 | 356280.40 |
| 53 | 2023.07.11 06:00 | sell | 27 | 0.11 | 140.618 | 140.768 | 0.000 | ||
| 54 | 2023.07.11 06:12 | s/l | 27 | 0.11 | 140.768 | 140.768 | 0.000 | -1650.00 | 354630.40 |
| 55 | 2023.07.11 07:00 | sell | 28 | 0.15 | 140.785 | 140.935 | 0.000 | ||
| 56 | 2023.07.11 09:07 | s/l | 28 | 0.15 | 140.935 | 140.935 | 0.000 | -2250.00 | 352380.40 |
| 57 | 2023.07.11 10:00 | sell | 29 | 0.21 | 140.586 | 140.736 | 0.000 | ||
| 58 | 2023.07.11 10:10 | s/l | 29 | 0.21 | 140.736 | 140.736 | 0.000 | -3150.00 | 349230.40 |
| 59 | 2023.07.11 11:00 | sell | 30 | 0.30 | 140.529 | 140.679 | 0.000 | ||
| 60 | 2023.07.11 16:34 | s/l | 30 | 0.30 | 140.679 | 140.679 | 0.000 | -4500.00 | 344730.40 |
| 61 | 2023.07.11 18:00 | sell | 31 | 0.42 | 140.603 | 140.753 | 0.000 | ||
| 62 | 2023.07.12 02:32 | close | 31 | 0.42 | 140.190 | 140.753 | 0.000 | 16388.40 | 361118.80 |
| 63 | 2023.07.12 03:00 | sell | 32 | 0.11 | 140.108 | 140.258 | 0.000 | ||
| 64 | 2023.07.12 03:41 | close | 32 | 0.11 | 139.683 | 140.258 | 0.000 | 4675.00 | 365793.80 |
| 65 | 2023.07.12 04:00 | sell | 33 | 0.11 | 139.727 | 139.877 | 0.000 | ||
| 66 | 2023.07.12 15:30 | close | 33 | 0.11 | 138.922 | 139.877 | 0.000 | 8855.00 | 374648.80 |
| 67 | 2023.07.12 18:00 | sell | 34 | 0.11 | 138.424 | 138.574 | 0.000 | ||
| 68 | 2023.07.13 03:58 | s/l | 34 | 0.11 | 138.574 | 138.574 | 0.000 | -2402.40 | 372246.40 |
| 69 | 2023.07.13 04:00 | sell | 35 | 0.15 | 138.533 | 138.683 | 0.000 | ||
| 70 | 2023.07.13 08:46 | s/l | 35 | 0.15 | 138.683 | 138.683 | 0.000 | -2250.00 | 369996.40 |
| 71 | 2023.07.13 09:00 | sell | 36 | 0.21 | 138.785 | 138.935 | 0.000 | ||
| 72 | 2023.07.13 09:56 | close | 36 | 0.21 | 138.353 | 138.935 | 0.000 | 9072.00 | 379068.40 |
| 73 | 2023.07.13 10:00 | sell | 37 | 0.11 | 138.395 | 138.545 | 0.000 | ||
| 74 | 2023.07.13 10:23 | s/l | 37 | 0.11 | 138.545 | 138.545 | 0.000 | -1650.00 | 377418.40 |
| 75 | 2023.07.13 11:00 | sell | 38 | 0.15 | 138.363 | 138.513 | 0.000 | ||
| 76 | 2023.07.13 11:25 | s/l | 38 | 0.15 | 138.513 | 138.513 | 0.000 | -2250.00 | 375168.40 |
| 77 | 2023.07.13 18:00 | sell | 39 | 0.21 | 138.190 | 138.340 | 0.000 | ||
| 78 | 2023.07.14 03:29 | close | 39 | 0.21 | 137.789 | 138.340 | 0.000 | 7942.20 | 383110.60 |
| 79 | 2023.07.14 04:00 | sell | 40 | 0.11 | 137.677 | 137.827 | 0.000 | ||
| 80 | 2023.07.14 08:42 | s/l | 40 | 0.11 | 137.827 | 137.827 | 0.000 | -1650.00 | 381460.60 |
| 81 | 2023.07.14 09:00 | sell | 41 | 0.15 | 137.830 | 137.980 | 0.000 | ||
| 82 | 2023.07.14 09:28 | s/l | 41 | 0.15 | 137.980 | 137.980 | 0.000 | -2250.00 | 379210.60 |
| 83 | 2023.07.14 10:00 | sell | 42 | 0.21 | 138.348 | 138.498 | 0.000 | ||
| 84 | 2023.07.14 12:57 | s/l | 42 | 0.21 | 138.498 | 138.498 | 0.000 | -3150.00 | 376060.60 |
| 85 | 2023.07.14 18:00 | sell | 43 | 0.30 | 138.497 | 138.647 | 0.000 | ||
| 86 | 2023.07.14 18:28 | s/l | 43 | 0.30 | 138.647 | 138.647 | 0.000 | -4500.00 | 371560.60 |
| 87 | 2023.07.14 19:00 | buy | 44 | 0.42 | 138.746 | 138.596 | 0.000 | ||
| 88 | 2023.07.14 19:41 | s/l | 44 | 0.42 | 138.596 | 138.596 | 0.000 | -6300.00 | 365260.60 |
| 89 | 2023.07.14 20:00 | sell | 45 | 0.59 | 138.647 | 138.797 | 0.000 | ||
| 90 | 2023.07.14 20:59 | s/l | 45 | 0.59 | 138.797 | 138.797 | 0.000 | -8850.00 | 356410.60 |
| 91 | 2023.07.14 21:00 | sell | 46 | 0.82 | 138.779 | 138.929 | 0.000 | ||
| 92 | 2023.07.14 23:58 | close at stop | 46 | 0.82 | 138.742 | 138.929 | 0.000 | 3034.00 | 359444.60 |