Strategy Tester Report
ArcanaTokyo
通貨ペアUSDJPY (US Dollar vs Japanese Yen)
期間5分足(M5) 2018.01.02 00:00 - 2021.03.31 00:55 (2018.01.01 - 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Magic=72659199; AutoRisk=1; balance=1000000; Lot=0.01; maxlot=20; Slippeage=30;
テストバー数242312モデルティック数140998260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11183.36総利益21661.84総損失-10478.48
プロフィットファクタ2.07期待利得24.69
絶対ドローダウン1592.24最大ドローダウン3408.00 (28.18%)相対ドローダウン28.18% (3408.00)
総取引数453売りポジション(勝率%)0 (0.00%)買いポジション(勝率%)453 (90.07%)
勝率(%)408 (90.07%)負率 (%)45 (9.93%)
最大勝トレード270.00敗トレード-856.96
平均勝トレード53.09敗トレード-232.86
最大連勝(金額)58 (3542.76)連敗(金額)5 (-1057.80)
最大連勝(トレード数)3542.76 (58)連敗(トレード数)-1969.28 (4)
平均連勝16連敗2
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
12018.01.04 19:05buy10.01112.800111.397112.827
22018.01.04 19:07t/p10.01112.827111.397112.82727.0010027.00
32018.01.04 19:10buy20.01112.819111.417112.850
42018.01.04 19:18t/p20.01112.851111.417112.85032.0010059.00
52018.01.04 19:20buy30.01112.848111.445112.873
62018.01.04 19:25buy40.01112.834111.433112.862
72018.01.05 04:11close30.01112.842111.445112.8734.6810063.68
82018.01.05 04:11close40.01112.842111.433112.86218.6810082.36
92018.01.09 19:05buy50.01112.608111.205112.668
102018.01.09 19:13t/p50.01112.668111.205112.66860.0010142.36
112018.01.09 19:15buy60.01112.639111.236112.701
122018.01.09 19:20buy70.01112.636111.233112.700
132018.01.09 19:25buy80.01112.616111.214112.676
142018.01.09 22:21t/p80.01112.676111.214112.67660.0010202.36
152018.01.10 01:26t/p60.01112.701111.236112.70172.6810275.04
162018.01.10 01:26t/p70.01112.701111.233112.70075.6810350.72
172018.01.24 19:05buy90.01109.143107.742109.211
182018.01.24 19:07t/p90.01109.213107.742109.21170.0010420.72
192018.01.24 19:10buy100.01109.266107.864109.350
202018.01.24 19:15buy110.01109.231107.830109.314
212018.01.24 19:20buy120.01109.188107.786109.277
222018.01.24 19:25buy130.01109.184107.781109.269
232018.01.25 01:35t/p130.01109.269107.781109.269117.0410537.76
242018.01.25 01:35t/p120.01109.278107.786109.277122.0410659.80
252018.01.25 01:44t/p110.01109.315107.830109.314116.0410775.84
262018.01.25 02:33t/p100.01109.351107.864109.350117.0410892.88
272018.01.29 19:05buy140.01109.149107.747109.220
282018.01.29 19:10buy150.01109.142107.739109.216
292018.01.29 19:25buy160.01109.134107.732109.195
302018.01.30 04:32close140.01109.142107.747109.2203.6810896.56
312018.01.30 04:32close160.01109.142107.732109.19518.6810915.24
322018.01.30 04:32close150.01109.144107.739109.21612.6810927.92
332018.02.14 19:05buy170.01107.093105.690107.168
342018.02.14 19:20buy180.01107.093105.688107.173
352018.02.14 19:25buy190.01107.023105.621107.112
362018.02.14 21:54t/p190.01107.112105.621107.11289.0011016.92
372018.02.14 22:26t/p170.01107.170105.690107.16877.0011093.92
382018.02.15 04:35buy200.01106.5140.0000.000
392018.02.15 04:40buy210.01106.3970.0000.000
402018.02.15 04:45buy220.01106.3960.0000.000
412018.02.15 05:30close180.01106.601105.688107.173-459.9610633.96
422018.02.15 05:30close210.01106.6010.0000.000204.0010837.96
432018.02.15 05:30close200.01106.6010.0000.00087.0010924.96
442018.02.15 05:30close220.01106.6010.0000.000205.0011129.96
452018.02.19 19:05buy230.01106.581105.179106.614
462018.02.19 19:10buy240.01106.579105.176106.612
472018.02.19 19:15buy250.01106.562105.159106.596
482018.02.19 19:20buy260.01106.551105.147106.582
492018.02.19 19:43t/p260.01106.582105.147106.58231.0011160.96
502018.02.19 23:00t/p250.01106.596105.159106.59634.0011194.96
512018.02.20 00:56t/p240.01106.612105.176106.61243.6811238.64
522018.02.20 00:58t/p230.01106.616105.179106.61445.6811284.32
532018.03.14 18:05buy270.01106.382104.979106.447
542018.03.14 18:10buy280.01106.363104.959106.422
552018.03.14 18:15buy290.01106.333104.929106.382
562018.03.14 18:20buy300.01106.277104.873106.335
572018.03.14 18:25buy310.01106.234104.832106.302
582018.03.14 20:33t/p310.01106.306104.832106.30272.0011356.32
592018.03.14 20:53t/p300.01106.335104.873106.33558.0011414.32
602018.03.14 21:32t/p290.01106.382104.929106.38249.0011463.32
612018.03.15 03:35buy320.01106.1300.0000.000
622018.03.15 03:40buy330.01106.0300.0000.000
632018.03.15 15:15close270.01105.943104.979106.447-406.9611056.36
642018.03.15 15:15close320.01105.9430.0000.000-187.0010869.36
652018.03.15 15:15close280.01105.943104.959106.422-387.9610481.40
662018.03.15 15:15close330.01105.9430.0000.000-87.0010394.40
672018.03.19 18:05buy340.01106.106104.703106.178
682018.03.19 18:10buy350.01106.105104.702106.180
692018.03.19 18:15buy360.01106.071104.668106.146
702018.03.19 18:20buy370.01106.022104.620106.095
712018.03.19 18:25buy380.01106.002104.600106.074
722018.03.19 22:20t/p380.01106.078104.600106.07476.0010470.40
732018.03.19 22:29t/p370.01106.099104.620106.09577.0010547.40
742018.03.19 23:08t/p360.01106.146104.668106.14675.0010622.40
752018.03.20 03:40close340.01106.106104.703106.17810.6810633.08
762018.03.20 03:40close350.01106.106104.702106.18011.6810644.76
772018.03.29 18:05buy390.01106.315104.914106.395
782018.03.29 18:15buy400.01106.305104.901106.376
792018.03.29 18:20buy410.01106.292104.889106.362
802018.03.29 18:25buy420.01106.284104.881106.350
812018.03.29 18:33t/p420.01106.350104.881106.35066.0010710.76
822018.03.29 18:33t/p410.01106.363104.889106.36271.0010781.76
832018.03.29 18:41t/p400.01106.376104.901106.37671.0010852.76
842018.03.29 18:49t/p390.01106.402104.914106.39587.0010939.76
852018.04.04 18:05buy430.01106.510105.107106.600
862018.04.04 18:10buy440.01106.496105.093106.584
872018.04.04 18:15buy450.01106.487105.084106.576
882018.04.04 18:23t/p450.01106.578105.084106.57691.0011030.76
892018.04.04 18:23t/p440.01106.585105.093106.58489.0011119.76
902018.04.04 18:31t/p430.01106.602105.107106.60092.0011211.76
912018.04.09 18:05buy460.01107.026105.623107.088
922018.04.09 18:33t/p460.01107.088105.623107.08862.0011273.76
932018.04.19 18:10buy470.01107.372105.970107.419
942018.04.19 18:15buy480.01107.370105.967107.416
952018.04.19 18:20buy490.01107.369105.967107.415
962018.04.19 18:24t/p470.01107.419105.970107.41947.0011320.76
972018.04.19 18:24t/p480.01107.419105.967107.41649.0011369.76
982018.04.19 18:24t/p490.01107.419105.967107.41550.0011419.76
992018.04.19 18:25buy500.01107.422106.020107.472
1002018.04.19 22:35t/p500.01107.476106.020107.47254.0011473.76
1012018.04.24 18:05buy510.01109.194107.792109.256
1022018.04.24 18:10buy520.01109.173107.770109.233
1032018.04.24 18:15buy530.01109.142107.740109.201
1042018.04.24 18:20buy540.01109.134107.730109.189
1052018.04.24 18:25buy550.01109.133107.731109.193
1062018.04.25 09:57close510.01109.156107.792109.256-27.3211446.44
1072018.04.25 09:57close530.01109.156107.740109.20124.6811471.12
1082018.04.25 09:57close550.01109.156107.731109.19333.6811504.80
1092018.04.25 09:57close520.01109.156107.770109.233-6.3211498.48
1102018.04.25 09:57close540.01109.156107.730109.18932.6811531.16
1112018.05.09 18:05buy560.01109.724108.321109.776
1122018.05.09 18:10buy570.01109.723108.322109.780
1132018.05.09 19:43t/p560.01109.776108.321109.77652.0011583.16
1142018.05.09 19:43t/p570.01109.780108.322109.78057.0011640.16
1152018.05.14 18:05buy580.01109.605108.202109.654
1162018.05.14 18:10buy590.01109.605108.203109.653
1172018.05.14 21:12t/p590.01109.653108.203109.65348.0011688.16
1182018.05.14 21:12t/p580.01109.655108.202109.65450.0011738.16
1192018.05.24 18:05buy600.01109.133107.730109.254
1202018.05.24 18:10buy610.01109.129107.726109.240
1212018.05.24 18:15buy620.01109.127107.724109.226
1222018.05.24 18:45t/p620.01109.227107.724109.226100.0011838.16
1232018.05.24 18:45t/p610.01109.241107.726109.240112.0011950.16
1242018.05.24 18:57t/p600.01109.254107.730109.254121.0012071.16
1252018.05.29 18:05buy630.01108.858107.457108.947
1262018.05.29 18:10buy640.01108.822107.420108.912
1272018.05.29 18:15buy650.01108.794107.393108.890
1282018.05.29 18:20buy660.01108.737107.335108.830
1292018.05.29 18:25buy670.01108.728107.325108.818
1302018.05.30 09:06close630.01108.788107.457108.947-59.3212011.84
1312018.05.30 09:06close650.01108.788107.393108.8904.6812016.52
1322018.05.30 09:06close670.01108.788107.325108.81870.6812087.20
1332018.05.30 09:06close640.01108.788107.420108.912-23.3212063.88
1342018.05.30 09:06close660.01108.788107.335108.83061.6812125.56
1352018.06.04 18:05buy680.01109.652108.250109.715
1362018.06.04 18:39t/p680.01109.715108.250109.71563.0012188.56
1372018.06.14 18:10buy690.01110.294108.890110.360
1382018.06.14 18:20t/p690.01110.360108.890110.36066.0012254.56
1392018.06.14 18:20buy700.01110.363108.960110.425
1402018.06.14 18:41t/p700.01110.425108.960110.42562.0012316.56
1412018.06.19 18:05buy710.01109.828108.425109.892
1422018.06.19 18:20t/p710.01109.892108.425109.89264.0012380.56
1432018.06.19 18:20buy720.01109.894108.492109.964
1442018.06.19 18:23t/p720.01109.964108.492109.96470.0012450.56
1452018.06.19 18:25buy730.01109.974108.570110.050
1462018.06.19 18:27t/p730.01110.051108.570110.05077.0012527.56
1472018.07.04 18:05buy740.01110.536109.133110.561
1482018.07.05 03:03close740.01110.537109.133110.56133.0412560.60
1492018.07.09 18:10buy750.01110.732109.328110.760
1502018.07.09 18:13t/p750.01110.761109.328110.76029.0012589.60
1512018.07.09 18:15buy760.01110.755109.351110.786
1522018.07.09 18:25buy770.01110.747109.345110.777
1532018.07.09 18:59t/p770.01110.780109.345110.77733.0012622.60
1542018.07.09 18:59t/p760.01110.787109.351110.78632.0012654.60
1552018.07.19 18:05buy780.01112.925111.522112.983
1562018.07.19 18:15buy790.01112.922111.519112.981
1572018.07.19 18:20buy800.01112.921111.518112.977
1582018.07.19 18:50t/p800.01112.977111.518112.97756.0012710.60
1592018.07.19 18:51t/p790.01112.981111.519112.98159.0012769.60
1602018.07.19 18:51t/p780.01112.985111.522112.98360.0012829.60
1612018.07.24 18:05buy810.01111.100109.697111.157
1622018.07.24 18:10buy820.01111.099109.696111.155
1632018.07.24 18:24t/p820.01111.156109.696111.15557.0012886.60
1642018.07.24 18:24t/p810.01111.157109.697111.15757.0012943.60
1652018.07.24 18:25buy830.01111.176109.773111.233
1662018.07.24 18:30t/p830.01111.235109.773111.23359.0013002.60
1672018.08.09 18:05buy840.01110.921109.519110.970
1682018.08.09 18:10buy850.01110.911109.509110.957
1692018.08.09 19:03t/p850.01110.957109.509110.95746.0013048.60
1702018.08.09 19:51t/p840.01110.971109.519110.97050.0013098.60
1712018.08.14 18:05buy860.01110.855109.453110.904
1722018.08.14 18:10buy870.01110.844109.442110.896
1732018.08.14 18:15buy880.01110.835109.432110.886
1742018.08.14 18:20buy890.01110.813109.411110.872
1752018.08.14 18:38t/p890.01110.872109.411110.87259.0013157.60
1762018.08.14 18:39t/p880.01110.886109.432110.88651.0013208.60
1772018.08.14 18:40t/p870.01110.897109.442110.89653.0013261.60
1782018.08.14 18:40t/p860.01110.908109.453110.90453.0013314.60
1792018.08.29 18:05buy900.01111.723110.321111.816
1802018.08.29 18:10buy910.01111.708110.307111.802
1812018.08.29 18:20buy920.01111.698110.296111.793
1822018.08.29 18:45t/p920.01111.793110.296111.79395.0013409.60
1832018.08.29 18:46t/p910.01111.803110.307111.80295.0013504.60
1842018.08.29 18:46t/p900.01111.818110.321111.81695.0013599.60
1852018.09.04 18:05buy930.01111.379109.977111.450
1862018.09.04 18:23t/p930.01111.450109.977111.45071.0013670.60
1872018.09.04 18:25buy940.01111.450110.047111.524
1882018.09.05 01:55close940.01111.477110.047111.52437.6813708.28
1892018.09.19 18:05buy950.01112.315110.913112.366
1902018.09.19 18:10buy960.01112.313110.911112.366
1912018.09.19 18:15buy970.01112.312110.910112.357
1922018.09.19 18:25buy980.01112.287110.885112.333
1932018.09.20 02:17close950.01112.307110.913112.36624.0413732.32
1942018.09.20 02:17close970.01112.307110.910112.35727.0413759.36
1952018.09.20 02:17close960.01112.307110.911112.36626.0413785.40
1962018.09.20 02:17close980.01112.307110.885112.33352.0413837.44
1972018.09.24 18:05buy990.01112.547111.145112.641
1982018.09.24 18:10buy1000.01112.539111.137112.628
1992018.09.24 18:25t/p1000.01112.629111.137112.62890.0013927.44
2002018.09.24 18:25t/p990.01112.641111.145112.64194.0014021.44
2012018.09.24 18:25buy1010.01112.642111.241112.703
2022018.09.24 20:26t/p1010.01112.705111.241112.70363.0014084.44
2032018.10.04 18:05buy1020.01113.766112.362113.845
2042018.10.04 18:10buy1030.01113.744112.341113.818
2052018.10.04 18:20buy1040.01113.740112.339113.816
2062018.10.04 18:24t/p1040.01113.816112.339113.81676.0014160.44
2072018.10.04 18:24t/p1030.01113.820112.341113.81876.0014236.44
2082018.10.04 18:26t/p1020.01113.845112.362113.84579.0014315.44
2092018.10.09 18:05buy1050.01113.148111.746113.206
2102018.10.09 18:10buy1060.01113.048111.646113.118
2112018.10.09 18:15buy1070.01113.046111.645113.114
2122018.10.09 18:20buy1080.01113.046111.644113.114
2132018.10.09 18:25buy1090.01113.022111.621113.094
2142018.10.09 18:28t/p1090.01113.094111.621113.09472.0014387.44
2152018.10.09 18:50t/p1070.01113.115111.645113.11469.0014456.44
2162018.10.09 18:50t/p1080.01113.115111.644113.11469.0014525.44
2172018.10.09 18:50t/p1060.01113.118111.646113.11870.0014595.44
2182018.10.10 11:23close1050.01113.151111.746113.20613.6814609.12
2192018.10.24 18:05buy1100.01112.500111.097112.574
2202018.10.24 18:10buy1110.01112.393110.991112.480
2212018.10.24 18:37t/p1110.01112.480110.991112.48087.0014696.12
2222018.10.24 18:53t/p1100.01112.574111.097112.57474.0014770.12
2232018.10.29 18:05buy1120.01112.479111.077112.538
2242018.10.29 18:10buy1130.01112.478111.076112.534
2252018.10.29 18:15buy1140.01112.452111.051112.511
2262018.10.29 18:20buy1150.01112.448111.046112.511
2272018.10.29 18:25buy1160.01112.444111.041112.499
2282018.10.29 18:49t/p1160.01112.499111.041112.49955.0014825.12
2292018.10.29 18:50t/p1140.01112.512111.051112.51160.0014885.12
2302018.10.29 18:50t/p1150.01112.512111.046112.51164.0014949.12
2312018.10.29 19:45t/p1130.01112.534111.076112.53456.0015005.12
2322018.10.29 19:45t/p1120.01112.538111.077112.53859.0015064.12
2332018.11.14 19:05buy1170.01113.703112.301113.759
2342018.11.14 19:10buy1180.01113.695112.292113.745
2352018.11.14 19:15buy1190.01113.663112.260113.717
2362018.11.14 19:41t/p1190.01113.717112.260113.71754.0015118.12
2372018.11.15 16:15close1170.01113.107112.301113.759-563.9614554.16
2382018.11.15 16:15close1180.01113.107112.292113.745-555.9613998.20
2392018.11.19 19:05buy1200.01112.554111.151112.616
2402018.11.19 19:10buy1210.01112.527111.125112.591
2412018.11.19 19:15buy1220.01112.526111.125112.592
2422018.11.19 19:25buy1230.01112.518111.114112.579
2432018.11.19 21:49t/p1230.01112.582111.114112.57964.0014062.20
2442018.11.20 02:53t/p1210.01112.597111.125112.59180.6814142.88
2452018.11.20 02:53t/p1220.01112.597111.125112.59281.6814224.56
2462018.11.20 02:55close1200.01112.600111.151112.61656.6814281.24
2472018.11.29 19:05buy1240.01113.428112.026113.461
2482018.11.29 19:10buy1250.01113.424112.022113.457
2492018.11.29 19:20buy1260.01113.423112.021113.456
2502018.11.29 19:34t/p1260.01113.456112.021113.45633.0014314.24
2512018.11.29 19:35t/p1250.01113.457112.022113.45733.0014347.24
2522018.11.29 19:35t/p1240.01113.471112.026113.46143.0014390.24
2532018.12.04 19:05buy1270.01112.978111.576113.024
2542018.12.04 19:10buy1280.01112.934111.530112.991
2552018.12.04 19:15buy1290.01112.895111.493112.957
2562018.12.04 19:20buy1300.01112.874111.470112.940
2572018.12.04 19:25buy1310.01112.861111.458112.928
2582018.12.05 03:23close1270.01112.909111.576113.024-58.3214331.92
2592018.12.05 03:23close1290.01112.909111.493112.95724.6814356.60
2602018.12.05 03:23close1310.01112.909111.458112.92858.6814415.28
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