Strategy Tester Report
GBPUSD Smart 5M RSI MA Strategy
(Build 1420)

通貨ペアGBPUSD (Great Britain Pound vs US Dollar)
期間5分足(M5) 2010.01.01 02:00 - 2023.12.29 23:55 (2010.01.01 - 2024.01.01)
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Lots=0.01; Magic=486363282;
テストバー数1047452モデルティック数302630001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10000.00スプレッド変動
純益117511.51総利益410133.45総損失-292621.94
プロフィットファクタ1.40期待利得24.52
絶対ドローダウン356.72最大ドローダウン6967.50 (6.30%)相対ドローダウン20.02% (2515.09)
総取引数4792売りポジション(勝率%)2455 (83.87%)買いポジション(勝率%)2337 (84.94%)
勝率(%)4044 (84.39%)負率 (%)748 (15.61%)
最大勝トレード2926.82敗トレード-2355.97
平均勝トレード101.42敗トレード-391.21
最大連勝(金額)72 (5974.40)連敗(金額)5 (-1496.67)
最大連勝(トレード数)6047.44 (36)連敗(トレード数)-2355.97 (1)
平均連勝6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
12010.01.04 23:04buy10.011.609230.000000.00000
22010.01.04 23:18close10.011.609800.000000.0000089.9410089.94
32010.01.04 23:30buy20.011.608760.000000.00000
42010.01.05 00:12close20.011.609230.000000.0000071.7210161.66
52010.01.05 00:13sell30.011.609680.000000.00000
62010.01.05 00:30close30.011.609060.000000.0000097.9510259.61
72010.01.05 23:31sell40.011.600010.000000.00000
82010.01.05 23:48close40.011.599550.000000.0000072.6710332.28
92010.01.05 23:48buy50.011.599420.000000.00000
102010.01.06 02:37close50.011.596320.000000.00000-491.539840.75
112010.01.06 23:00sell60.011.602200.000000.00000
122010.01.06 23:35close60.011.601650.000000.0000086.899927.64
132010.01.06 23:37buy70.011.601450.000000.00000
142010.01.07 00:10close70.011.601970.000000.0000074.7610002.40
152010.01.07 00:14sell80.011.602360.000000.00000
162010.01.07 00:24close80.011.601810.000000.0000086.8910089.29
172010.01.07 00:45buy90.011.600480.000000.00000
182010.01.07 01:00close90.011.600970.000000.0000077.3110166.60
192010.01.07 23:26buy100.011.593270.000000.00000
202010.01.08 02:08close100.011.595000.000000.00000270.5310437.13
212010.01.11 00:06sell110.011.606030.000000.00000
222010.01.11 00:16close110.011.605550.000000.0000075.8310512.96
232010.01.11 23:16buy120.011.610380.000000.00000
242010.01.11 23:28close120.011.610870.000000.0000077.3110590.27
252010.01.12 01:00sell130.011.611790.000000.00000
262010.01.12 01:22close130.011.611310.000000.0000075.8310666.10
272010.01.12 23:01sell140.011.617250.000000.00000
282010.01.12 23:39close140.011.616710.000000.0000085.3110751.41
292010.01.12 23:39buy150.011.616530.000000.00000
302010.01.13 06:13close150.011.617050.000000.0000079.6110831.02
312010.01.13 23:24sell160.011.629170.000000.00000
322010.01.13 23:43close160.011.628590.000000.0000091.6310922.65
332010.01.13 23:53buy170.011.628030.000000.00000
342010.01.14 02:30close170.011.629710.000000.00000257.7811180.43
352010.01.14 23:00buy180.011.632540.000000.00000
362010.01.14 23:16close180.011.633150.000000.0000096.2411276.67
372010.01.14 23:25sell190.011.633560.000000.00000
382010.01.14 23:39close190.011.633030.000000.0000083.7311360.40
392010.01.18 00:12sell200.011.627070.000000.00000
402010.01.18 02:58close200.011.625420.000000.00000260.6611621.06
412010.01.18 23:00sell210.011.633840.000000.00000
422010.01.18 23:10close210.011.632870.000000.00000153.2411774.30
432010.01.18 23:11buy220.011.632250.000000.00000
442010.01.18 23:21close220.011.633010.000000.00000119.9111894.21
452010.01.19 00:14sell230.011.634330.000000.00000
462010.01.19 00:35close230.011.633560.000000.00000121.6412015.85
472010.01.19 01:00sell240.011.634730.000000.00000
482010.01.19 02:31close240.011.637760.000000.00000-478.6711537.18
492010.01.19 23:44buy250.011.636450.000000.00000
502010.01.20 00:37close250.011.637120.000000.00000103.2811640.46
512010.01.20 00:37sell260.011.637000.000000.00000
522010.01.20 00:51close260.011.636580.000000.0000066.3511706.81
532010.01.20 01:00buy270.011.636290.000000.00000
542010.01.20 03:18close270.011.633150.000000.00000-495.4111211.40
552010.01.20 23:45sell280.011.629060.000000.00000
562010.01.21 00:18close280.011.628470.000000.0000067.9411279.34
572010.01.21 00:19buy290.011.628280.000000.00000
582010.01.21 00:29close290.011.628870.000000.0000093.0811372.42
592010.01.21 00:52sell300.011.629550.000000.00000
602010.01.21 01:41close300.011.628950.000000.0000094.7911467.21
612010.01.25 00:57sell310.011.610590.000000.00000
622010.01.25 01:48close310.011.613690.000000.00000-489.7310977.48
632010.01.25 23:25sell320.011.624390.000000.00000
642010.01.26 04:54close320.011.623740.000000.0000094.2611071.73
652010.01.26 23:36sell330.011.614500.000000.00000
662010.01.27 00:32close330.011.613870.000000.0000091.1111162.84
672010.01.27 00:58sell340.011.614890.000000.00000
682010.01.27 01:08close340.011.613610.000000.00000202.2111365.05
692010.01.28 00:22sell350.011.616970.000000.00000
702010.01.28 01:20close350.011.616460.000000.0000080.5711445.62
712010.01.28 23:32sell360.011.613540.000000.00000
722010.01.29 00:26close360.011.612890.000000.0000094.2611539.87
732010.02.01 23:02sell370.011.596420.000000.00000
742010.02.01 23:18close370.011.595920.000000.0000078.9911618.86
752010.02.01 23:18buy380.011.595690.000000.00000
762010.02.02 00:06close380.011.596270.000000.0000089.0811707.94
772010.02.02 00:11buy390.011.595220.000000.00000
782010.02.02 00:21close390.011.595960.000000.00000116.7511824.69
792010.02.02 00:38buy400.011.595180.000000.00000
802010.02.02 00:49close400.011.596150.000000.00000153.0511977.74
812010.02.02 23:00sell410.011.598130.000000.00000
822010.02.02 23:21close410.011.597590.000000.0000085.3112063.05
832010.02.02 23:28buy420.011.597430.000000.00000
842010.02.03 00:09close420.011.598030.000000.0000092.2312155.28
852010.02.03 00:09sell430.011.597930.000000.00000
862010.02.03 00:20close430.011.597280.000000.00000102.6912257.97
872010.02.03 23:22buy440.011.589580.000000.00000
882010.02.03 23:37close440.011.590060.000000.0000075.7412333.71
892010.02.03 23:45buy450.011.589240.000000.00000
902010.02.04 00:19close450.011.589870.000000.0000092.1112425.83
912010.02.04 23:16buy460.011.574880.000000.00000
922010.02.04 23:31close460.011.575470.000000.0000093.0912518.92
932010.02.08 23:00buy470.011.560120.000000.00000
942010.02.09 00:06close470.011.556810.000000.00000-524.6611994.26
952010.02.09 00:06buy480.011.557110.000000.00000
962010.02.09 00:32close480.011.557750.000000.00000100.9812095.24
972010.02.09 00:55sell490.011.558060.000000.00000
982010.02.09 04:07close490.011.561080.000000.00000-477.1011618.14
992010.02.09 23:02sell500.011.570780.000000.00000
1002010.02.09 23:13close500.011.570150.000000.0000099.5211717.66
1012010.02.09 23:26sell510.011.571310.000000.00000
1022010.02.10 01:56close510.011.569800.000000.00000230.1311947.78
1032010.02.10 23:02buy520.011.558180.000000.00000
1042010.02.10 23:30close520.011.558680.000000.0000078.8912026.67
1052010.02.10 23:30sell530.011.558810.000000.00000
1062010.02.11 02:05close530.011.561850.000000.00000-505.5211521.15
1072010.02.11 23:27sell540.011.570060.000000.00000
1082010.02.12 00:18close540.011.569400.000000.0000095.8511616.99
1092010.02.15 23:00buy550.011.565780.000000.00000
1102010.02.15 23:19close550.011.566280.000000.0000078.8911695.88
1112010.02.15 23:54buy560.011.565340.000000.00000
1122010.02.16 00:06close560.011.566000.000000.00000101.7011797.58
1132010.02.16 00:46sell570.011.566450.000000.00000
1142010.02.16 06:38close570.011.569430.000000.00000-470.7711326.81
1152010.02.17 01:00buy580.011.578160.000000.00000
1162010.02.17 01:32close580.011.578710.000000.0000086.7811413.59
1172010.02.17 23:13buy590.011.567770.000000.00000
1182010.02.18 02:39close590.011.564720.000000.00000-488.5010925.09
1192010.02.18 23:07sell600.011.562460.000000.00000
1202010.02.18 23:30close600.011.561790.000000.00000105.8511030.94
1212010.02.18 23:30buy610.011.561700.000000.00000
1222010.02.18 23:30close610.011.558320.000000.00000-533.2810497.66
1232010.02.22 00:17buy620.011.545900.000000.00000
1242010.02.22 02:15close620.011.547370.000000.00000231.9310729.59
1252010.02.23 00:06sell630.011.548730.000000.00000
1262010.02.23 00:29close630.011.548250.000000.0000075.8310805.42
1272010.02.23 00:34buy640.011.547760.000000.00000
1282010.02.23 00:57close640.011.548380.000000.0000097.8210903.24
1292010.02.24 00:07sell650.011.542940.000000.00000
1302010.02.24 05:17close650.011.545890.000000.00000-466.0310437.21
1312010.02.24 23:03sell660.011.540300.000000.00000
1322010.02.25 02:53close660.011.539540.000000.0000094.7910532.00
1332010.03.01 23:31buy670.011.498500.000000.00000
1342010.03.02 00:12close670.011.498990.000000.0000074.8810606.88
1352010.03.02 00:22sell680.011.499590.000000.00000
1362010.03.02 00:34close680.011.498980.000000.0000096.3710703.25
1372010.03.02 23:30buy690.011.495220.000000.00000
1382010.03.02 23:40close690.011.496190.000000.00000153.0410856.29
1392010.03.02 23:43sell700.011.496570.000000.00000
1402010.03.03 00:14close700.011.496100.000000.0000065.8310922.11
1412010.03.03 23:40buy710.011.509930.000000.00000
1422010.03.04 00:28close710.011.510440.000000.0000073.1710995.28
1432010.03.04 00:28sell720.011.510430.000000.00000
1442010.03.04 00:38close720.011.509960.000000.0000074.2511069.53
1452010.03.04 23:00sell730.011.503710.000000.00000
1462010.03.04 23:19close730.011.503210.000000.0000078.9911148.52
1472010.03.04 23:19buy740.011.503110.000000.00000
1482010.03.05 00:14close740.011.503700.000000.0000090.6611239.19
1492010.03.08 00:28sell750.011.513930.000000.00000
1502010.03.08 01:26close750.011.513460.000000.0000074.2511313.44
1512010.03.08 23:02buy760.011.506150.000000.00000
1522010.03.08 23:28close760.011.506760.000000.0000096.2411409.68
1532010.03.08 23:28sell770.011.506790.000000.00000
1542010.03.09 00:14close770.011.506260.000000.0000075.3111484.98
1552010.03.09 00:14buy780.011.506110.000000.00000
1562010.03.09 00:24close780.011.506720.000000.0000096.2411581.22
1572010.03.09 00:36buy790.011.505760.000000.00000
1582010.03.09 02:18close790.011.502630.000000.00000-493.8311087.39
1592010.03.09 23:10sell800.011.500000.000000.00000
1602010.03.09 23:29close800.011.499440.000000.0000088.4711175.86
1612010.03.10 00:10sell810.011.500060.000000.00000
1622010.03.10 00:21close810.011.499380.000000.00000107.4311283.29
1632010.03.10 00:30buy820.011.498770.000000.00000
1642010.03.10 00:43close820.011.499390.000000.0000097.8211381.11
1652010.03.10 00:50sell830.011.499950.000000.00000
1662010.03.10 02:41close830.011.498330.000000.00000255.9211637.03
1672010.03.10 23:07sell840.011.497200.000000.00000
1682010.03.11 02:57close840.011.496680.000000.0000056.8811693.91
1692010.03.11 23:01sell850.011.506250.000000.00000
1702010.03.12 02:51close850.011.506140.000000.000008.9611702.86
1712010.03.15 00:43buy860.011.517070.000000.00000
1722010.03.15 01:21close860.011.517640.000000.0000089.9311792.79
1732010.03.15 23:07sell870.011.505310.000000.00000
1742010.03.16 02:58close870.011.505250.000000.000001.0611793.85
1752010.03.16 23:53buy880.011.524210.000000.00000
1762010.03.17 00:06close880.011.525030.000000.00000126.9511920.80
1772010.03.17 00:06buy890.011.523770.000000.00000
1782010.03.17 00:16close890.011.524740.000000.00000153.0412073.84
1792010.03.17 00:46sell900.011.525470.000000.00000
1802010.03.17 00:58close900.011.524920.000000.0000086.8912160.73
1812010.03.18 00:18buy910.011.532150.000000.00000
1822010.03.18 00:31close910.011.532650.000000.0000078.8812239.61
1832010.03.18 00:54buy920.011.531850.000000.00000
1842010.03.18 04:13close920.011.528730.000000.00000-492.2511747.36
1852010.03.18 23:02buy930.011.523810.000000.00000
1862010.03.18 23:20close930.011.524280.000000.0000074.1611821.52
1872010.03.18 23:30sell940.011.525160.000000.00000
1882010.03.18 23:46close940.011.524570.000000.0000093.2111914.73
1892010.03.22 00:08sell950.011.502290.000000.00000
1902010.03.22 00:15close950.011.500250.000000.00000322.2812237.01
1912010.03.22 23:32sell960.011.510190.000000.00000
1922010.03.23 00:22close960.011.509750.000000.0000061.0912298.09
1932010.03.23 00:22buy970.011.509450.000000.00000
1942010.03.23 00:37close970.011.510090.000000.00000100.9812399.07
1952010.03.23 00:45sell980.011.510640.000000.00000
1962010.03.23 01:05close980.011.510010.000000.0000099.5312498.60
1972010.03.24 00:41buy990.011.503660.000000.00000
1982010.03.24 04:18close990.011.500720.000000.00000-463.8612034.74
1992010.03.24 23:15buy1000.011.488220.000000.00000
2002010.03.25 02:46close1000.011.489940.000000.00000264.0812298.82
2012010.03.25 23:25sell1010.011.482550.000000.00000
2022010.03.25 23:35close1010.011.481920.000000.0000099.5212398.34
2032010.03.25 23:40buy1020.011.481100.000000.00000
2042010.03.25 23:51close1020.011.481670.000000.0000089.9312488.27
2052010.03.29 23:03sell1030.011.498520.000000.00000
2062010.03.30 03:28close1030.011.497850.000000.0000097.4212585.69
2072010.03.30 23:45sell1040.011.506990.000000.00000
2082010.03.31 03:27close1040.011.510020.000000.00000-487.0912098.59
2092010.04.01 00:33buy1050.011.517550.000000.00000
2102010.04.01 00:43close1050.011.518250.000000.00000110.4412209.03
2112010.04.01 23:04sell1060.011.528890.000000.00000
2122010.04.02 03:07close1060.011.528330.000000.0000080.0412289.07
2132010.04.05 23:22sell1070.011.528840.000000.00000
2142010.04.06 03:02close1070.011.527150.000000.00000258.5712547.63
2152010.04.06 23:01sell1080.011.527930.000000.00000
2162010.04.06 23:13close1080.011.527520.000000.0000064.7812612.41
2172010.04.06 23:14buy1090.011.527080.000000.00000
2182010.04.07 02:58close1090.011.523910.000000.00000-502.5812109.83
2192010.04.07 23:19buy1100.011.524260.000000.00000
2202010.04.07 23:29close1100.011.524900.000000.00000100.9812210.81
2212010.04.07 23:54buy1110.011.524300.000000.00000
2222010.04.08 05:24close1110.011.521330.000000.00000-475.8811734.93
2232010.04.08 23:03buy1120.011.526410.000000.00000
2242010.04.08 23:13close1120.011.527070.000000.00000104.1311839.06
2252010.04.08 23:41sell1130.011.527560.000000.00000
2262010.04.09 05:14close1130.011.527020.000000.0000076.8811915.94
2272010.04.13 00:16buy1140.011.536450.000000.00000
2282010.04.13 08:36close1140.011.537190.000000.00000116.7512032.69
2292010.04.13 23:00buy1150.011.536410.000000.00000
2302010.04.13 23:10close1150.011.537580.000000.00000184.5912217.28
2312010.04.13 23:17sell1160.011.538070.000000.00000
2322010.04.13 23:31close1160.011.537470.000000.0000094.7812312.06
2332010.04.13 23:38sell1170.011.538330.000000.00000
2342010.04.13 23:53close1170.011.537780.000000.0000086.8912398.95
2352010.04.14 00:35sell1180.011.538250.000000.00000
2362010.04.14 00:59close1180.011.537820.000000.0000067.9312466.88
2372010.04.14 00:59buy1190.011.537810.000000.00000
2382010.04.14 02:19close1190.011.539380.000000.00000247.7112714.59
2392010.04.14 23:19buy1200.011.546400.000000.00000
2402010.04.14 23:29close1200.011.547040.000000.00000100.9812815.57
2412010.04.15 00:06buy1210.011.546520.000000.00000
2422010.04.15 00:27close1210.011.547100.000000.0000091.5112907.08
2432010.04.15 00:41buy1220.011.546110.000000.00000
2442010.04.15 00:51close1220.011.546670.000000.0000088.3512995.43
2452010.04.15 23:00sell1230.011.549750.000000.00000
2462010.04.16 00:45close1230.011.548160.000000.00000242.7713238.19
2472010.04.19 23:00sell1240.011.533790.000000.00000
2482010.04.19 23:10close1240.011.533310.000000.0000075.8313314.02
2492010.04.20 00:06sell1250.011.533500.000000.00000
2502010.04.20 01:02close1250.011.533020.000000.0000075.8313389.85
2512010.04.20 23:00sell1260.011.537260.000000.00000
2522010.04.20 23:21close1260.011.536570.000000.00000109.0013498.85
2532010.04.20 23:21buy1270.011.536420.000000.00000
2542010.04.20 23:32close1270.011.536920.000000.0000078.8813577.73
2552010.04.21 00:06buy1280.011.535980.000000.00000
2562010.04.21 00:16close1280.011.537030.000000.00000165.6713743.40
2572010.04.21 23:09buy1290.011.540180.000000.00000
2582010.04.21 23:35close1290.011.540730.000000.0000086.7813830.18
2592010.04.21 23:38sell1300.011.541290.000000.00000
2602010.04.22 00:07close1300.011.540810.000000.0000050.5613880.74
2612010.04.22 23:05buy1310.011.537650.000000.00000
2622010.04.23 00:09close1310.011.539230.000000.00000246.8514127.59
2632010.04.26 00:06sell1320.011.538650.000000.00000
2642010.04.26 03:38close1320.011.541680.000000.00000-478.6713648.92
2652010.04.26 23:17buy1330.011.545050.000000.00000
2662010.04.26 23:29close1330.011.545500.000000.0000071.0013719.92
2672010.04.27 00:10buy1340.011.544990.000000.00000
2682010.04.27 00:20close1340.011.545940.000000.00000149.8813869.80
2692010.04.27 23:47sell1350.011.526590.000000.00000
2702010.04.28 00:06close1350.011.525780.000000.00000119.5513989.34
2712010.04.28 00:07buy1360.011.525530.000000.00000
2722010.04.28 00:34close1360.011.522580.000000.00000-465.4413523.90
2732010.04.28 23:02sell1370.011.519370.000000.00000
2742010.04.29 02:54close1370.011.519210.000000.00000-0.0013523.90
2752010.04.29 23:45buy1380.011.531680.000000.00000
2762010.04.30 00:07close1380.011.532180.000000.0000076.4613600.36
2772010.05.03 00:46sell1390.011.531970.000000.00000
2782010.05.03 00:58close1390.011.531370.000000.0000094.7913695.15
2792010.05.03 23:00buy1400.011.524480.000000.00000
2802010.05.04 03:37close1400.011.525110.000000.0000096.9713792.12
2812010.05.04 23:34buy1410.011.515200.000000.00000
2822010.05.05 03:56close1410.011.512230.000000.00000-471.0213321.10
2832010.05.05 23:03sell1420.011.510480.000000.00000
2842010.05.06 02:53close1420.011.510030.000000.0000045.8213366.92
2852010.05.10 23:53buy1430.011.485450.000000.00000
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11712011.06.29 23:01sell5860.011.606400.000000.00000
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11732011.06.30 23:00buy5870.011.604820.000000.00000
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11812011.07.05 00:40sell5910.011.608890.000000.00000
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11832011.07.05 23:24buy5920.011.605310.000000.00000
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11912011.07.11 00:06buy5960.011.601770.000000.00000
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11932011.07.11 01:00sell5970.011.603500.000000.00000
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17932012.05.09 23:32buy8970.011.613740.000000.00000
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17992012.05.14 00:06buy9000.011.606630.000000.00000
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18332012.05.28 00:06sell9170.011.568500.000000.00000
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18432012.05.30 23:00buy9220.011.547830.000000.00000
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18612012.06.06 23:00sell9310.011.550390.000000.00000
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18712012.06.12 23:31buy9360.011.557470.000000.00000
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18732012.06.13 00:07sell9370.011.558020.000000.00000
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18832012.06.19 00:26sell9420.011.566810.000000.00000
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18912012.06.25 00:06buy9460.011.556960.000000.00000
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18932012.06.25 00:56sell9470.011.558720.000000.00000
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19032012.06.27 23:21buy9520.011.556140.000000.00000
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19112012.07.02 23:45buy9560.011.569200.000000.00000
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19132012.07.03 23:45sell9570.011.569450.000000.00000
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19172012.07.04 23:02sell9590.011.559550.000000.00000
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19192012.07.04 23:54buy9600.011.559060.000000.00000
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19212012.07.05 23:13buy9610.011.551940.000000.00000
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19232012.07.09 00:06buy9620.011.548300.000000.00000
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19292012.07.12 00:06buy9650.011.549880.000000.00000
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19312012.07.12 00:23sell9660.011.550340.000000.00000
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19332012.07.12 23:27buy9670.011.542840.000000.00000
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19392012.07.16 23:38buy9700.011.563410.000000.00000
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19412012.07.17 23:02sell9710.011.564920.000000.00000
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19432012.07.18 23:24sell9720.011.565640.000000.00000
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19512012.07.23 23:52buy9760.011.552020.000000.00000
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19532012.07.24 23:31buy9770.011.550870.000000.00000
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19612012.07.30 00:55buy9810.011.573430.000000.00000
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19632012.07.30 23:19sell9820.011.571230.000000.00000
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19692012.08.02 23:06sell9850.011.551280.000000.00000
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19712012.08.06 01:00sell9860.011.563650.000000.00000
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19732012.08.06 23:00buy9870.011.560590.000000.00000
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19792012.08.08 23:38sell9900.011.565550.000000.00000
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19812012.08.09 23:00sell9910.011.563350.000000.00000
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19832012.08.13 00:06buy9920.011.567630.000000.00000
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19912012.08.16 23:01buy9960.011.573640.000000.00000
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19932012.08.20 00:06sell9970.011.570000.000000.00000
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19992012.08.20 23:46sell10000.011.570850.000000.00000
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20012012.08.21 23:19sell10010.011.578030.000000.00000
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20032012.08.22 23:27sell10020.011.586960.000000.00000
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20052012.08.23 23:00buy10030.011.585850.000000.00000
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20092012.08.28 00:11buy10050.011.578930.000000.00000
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20112012.08.28 23:37buy10060.011.582060.000000.00000
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20132012.08.29 23:53buy10070.011.582860.000000.00000
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20152012.08.30 23:00buy10080.011.578870.000000.00000
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20232012.09.05 23:14sell10120.011.590870.000000.00000
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