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=0; 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=0; fridayhour=18; monday=0; mondayhour=9; hourentry=0; 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 | -203539.00 | 総利益 | 70811.00 | 総損失 | -274350.00 |
| プロフィットファクタ | 0.26 | 期待利得 | -7018.59 | ||
| 絶対ドローダウン | 203539.00 | 最大ドローダウン | 248310.00 (72.02%) | 相対ドローダウン | 72.02% (248310.00) |
| 総取引数 | 29 | 売りポジション(勝率%） | 0 (0.00%) | 買いポジション(勝率%） | 29 (13.79%) |
| 勝率(%) | 4 (13.79%) | 負率 (%) | 25 (86.21%) | ||
| 最大 | 勝トレード | 40016.00 | 敗トレード | -66750.00 | |
| 平均 | 勝トレード | 17702.75 | 敗トレード | -10974.00 | |
| 最大 | 連勝(金額) | 1 (40016.00) | 連敗(金額) | 12 (-229050.00) | |
| 最大 | 連勝(トレード数) | 40016.00 (1) | 連敗(トレード数) | -229050.00 (12) | |
| 平均 | 連勝 | 1 | 連敗 | 6 | |
| # | 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 01:00 | buy | 1 | 0.01 | 144.289 | 144.139 | 0.000 | ||
| 2 | 2023.07.03 09:36 | close | 1 | 0.01 | 144.712 | 144.139 | 0.000 | 423.00 | 300423.00 |
| 3 | 2023.07.03 10:00 | buy | 2 | 0.11 | 144.746 | 144.596 | 0.000 | ||
| 4 | 2023.07.03 12:35 | s/l | 2 | 0.11 | 144.596 | 144.596 | 0.000 | -1650.00 | 298773.00 |
| 5 | 2023.07.03 13:00 | buy | 3 | 0.15 | 144.600 | 144.450 | 0.000 | ||
| 6 | 2023.07.03 16:17 | s/l | 3 | 0.15 | 144.450 | 144.450 | 0.000 | -2250.00 | 296523.00 |
| 7 | 2023.07.03 17:00 | buy | 4 | 0.21 | 144.403 | 144.253 | 0.000 | ||
| 8 | 2023.07.03 17:00 | s/l | 4 | 0.21 | 144.253 | 144.253 | 0.000 | -3150.00 | 293373.00 |
| 9 | 2023.07.03 17:00 | buy | 5 | 0.30 | 144.263 | 144.113 | 0.000 | ||
| 10 | 2023.07.03 17:00 | s/l | 5 | 0.30 | 144.113 | 144.113 | 0.000 | -4500.00 | 288873.00 |
| 11 | 2023.07.03 17:00 | buy | 6 | 0.42 | 144.122 | 143.972 | 0.000 | ||
| 12 | 2023.07.03 18:11 | close | 6 | 0.42 | 144.548 | 143.972 | 0.000 | 17892.00 | 306765.00 |
| 13 | 2023.07.03 19:00 | buy | 7 | 0.11 | 144.515 | 144.365 | 0.000 | ||
| 14 | 2023.07.04 09:41 | s/l | 7 | 0.11 | 144.365 | 144.365 | 0.000 | -1650.00 | 305115.00 |
| 15 | 2023.07.04 10:00 | buy | 8 | 0.15 | 144.400 | 144.250 | 0.000 | ||
| 16 | 2023.07.04 16:46 | s/l | 8 | 0.15 | 144.250 | 144.250 | 0.000 | -2250.00 | 302865.00 |
| 17 | 2023.07.04 17:00 | buy | 9 | 0.21 | 144.320 | 144.170 | 0.000 | ||
| 18 | 2023.07.05 16:31 | s/l | 9 | 0.21 | 144.170 | 144.170 | 0.000 | -3150.00 | 299715.00 |
| 19 | 2023.07.05 17:00 | buy | 10 | 0.30 | 144.155 | 144.005 | 0.000 | ||
| 20 | 2023.07.05 19:27 | close | 10 | 0.30 | 144.571 | 144.005 | 0.000 | 12480.00 | 312195.00 |
| 21 | 2023.07.05 20:00 | buy | 11 | 0.11 | 144.645 | 144.495 | 0.000 | ||
| 22 | 2023.07.06 02:10 | s/l | 11 | 0.11 | 144.495 | 144.495 | 0.000 | -1650.00 | 310545.00 |
| 23 | 2023.07.06 03:00 | buy | 12 | 0.15 | 144.506 | 144.356 | 0.000 | ||
| 24 | 2023.07.06 03:11 | s/l | 12 | 0.15 | 144.356 | 144.356 | 0.000 | -2250.00 | 308295.00 |
| 25 | 2023.07.06 04:00 | buy | 13 | 0.21 | 144.239 | 144.089 | 0.000 | ||
| 26 | 2023.07.06 07:24 | s/l | 13 | 0.21 | 144.089 | 144.089 | 0.000 | -3150.00 | 305145.00 |
| 27 | 2023.07.06 08:00 | buy | 14 | 0.30 | 143.976 | 143.826 | 0.000 | ||
| 28 | 2023.07.06 08:17 | s/l | 14 | 0.30 | 143.826 | 143.826 | 0.000 | -4500.00 | 300645.00 |
| 29 | 2023.07.06 09:00 | buy | 15 | 0.42 | 143.726 | 143.576 | 0.000 | ||
| 30 | 2023.07.06 10:24 | s/l | 15 | 0.42 | 143.576 | 143.576 | 0.000 | -6300.00 | 294345.00 |
| 31 | 2023.07.06 11:00 | buy | 16 | 0.59 | 143.921 | 143.771 | 0.000 | ||
| 32 | 2023.07.06 14:10 | s/l | 16 | 0.59 | 143.771 | 143.771 | 0.000 | -8850.00 | 285495.00 |
| 33 | 2023.07.06 15:00 | buy | 17 | 0.82 | 143.690 | 143.540 | 0.000 | ||
| 34 | 2023.07.06 15:18 | close | 17 | 0.82 | 144.178 | 143.540 | 0.000 | 40016.00 | 325511.00 |
| 35 | 2023.07.06 16:00 | buy | 18 | 0.11 | 144.205 | 144.055 | 0.000 | ||
| 36 | 2023.07.06 16:36 | s/l | 18 | 0.11 | 144.055 | 144.055 | 0.000 | -1650.00 | 323861.00 |
| 37 | 2023.07.06 17:00 | buy | 19 | 0.15 | 144.356 | 144.206 | 0.000 | ||
| 38 | 2023.07.06 17:02 | s/l | 19 | 0.15 | 144.206 | 144.206 | 0.000 | -2250.00 | 321611.00 |
| 39 | 2023.07.06 18:00 | buy | 20 | 0.21 | 144.288 | 144.138 | 0.000 | ||
| 40 | 2023.07.06 18:07 | s/l | 20 | 0.21 | 144.138 | 144.138 | 0.000 | -3150.00 | 318461.00 |
| 41 | 2023.07.06 19:00 | buy | 21 | 0.30 | 144.099 | 143.949 | 0.000 | ||
| 42 | 2023.07.07 02:13 | s/l | 21 | 0.30 | 143.949 | 143.949 | 0.000 | -4500.00 | 313961.00 |
| 43 | 2023.07.07 03:00 | buy | 22 | 0.42 | 143.982 | 143.832 | 0.000 | ||
| 44 | 2023.07.07 03:19 | s/l | 22 | 0.42 | 143.832 | 143.832 | 0.000 | -6300.00 | 307661.00 |
| 45 | 2023.07.07 04:00 | buy | 23 | 0.59 | 144.082 | 143.932 | 0.000 | ||
| 46 | 2023.07.07 05:11 | s/l | 23 | 0.59 | 143.932 | 143.932 | 0.000 | -8850.00 | 298811.00 |
| 47 | 2023.07.07 06:00 | buy | 24 | 0.82 | 144.005 | 143.855 | 0.000 | ||
| 48 | 2023.07.07 07:30 | s/l | 24 | 0.82 | 143.855 | 143.855 | 0.000 | -12300.00 | 286511.00 |
| 49 | 2023.07.07 08:00 | buy | 25 | 1.15 | 143.847 | 143.697 | 0.000 | ||
| 50 | 2023.07.07 08:20 | s/l | 25 | 1.15 | 143.697 | 143.697 | 0.000 | -17250.00 | 269261.00 |
| 51 | 2023.07.07 09:00 | buy | 26 | 1.62 | 143.582 | 143.432 | 0.000 | ||
| 52 | 2023.07.07 09:31 | s/l | 26 | 1.62 | 143.432 | 143.432 | 0.000 | -24300.00 | 244961.00 |
| 53 | 2023.07.07 10:00 | buy | 27 | 2.27 | 143.409 | 143.259 | 0.000 | ||
| 54 | 2023.07.07 10:27 | s/l | 27 | 2.27 | 143.259 | 143.259 | 0.000 | -34050.00 | 210911.00 |
| 55 | 2023.07.07 11:00 | buy | 28 | 3.18 | 143.243 | 143.093 | 0.000 | ||
| 56 | 2023.07.07 11:32 | s/l | 28 | 3.18 | 143.093 | 143.093 | 0.000 | -47700.00 | 163211.00 |
| 57 | 2023.07.07 12:00 | buy | 29 | 4.45 | 142.970 | 142.820 | 0.000 | ||
| 58 | 2023.07.07 15:30 | s/l | 29 | 4.45 | 142.820 | 142.820 | 0.000 | -66750.00 | 96461.00 |