| 通貨ペア | USDJPY (US Dollar vs Japanese Yen) | ||||
| 期間 | 5分足(M5) 2004.01.01 02:00 - 2025.02.28 23:55 (2004.01.01 - 2025.03.01) | ||||
| 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 | MagicNumber=21070311; FixLots=0.1; Slippage=3; MaxSpread=7; MoneyManage=false; RiskRate=200; GMT_Title=""; GMT=9; _summertime=""; Summertime=1; maxposition=1; | ||||
| テストバー数 | 1580576 | モデルティック数 | 351086875 | 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 | 1000000.00 | スプレッド | 変動 | ||
| 純益 | 905589.41 | 総利益 | 2038729.87 | 総損失 | -1133140.47 |
| プロフィットファクタ | 1.80 | 期待利得 | 708.04 | ||
| 絶対ドローダウン | 6703.84 | 最大ドローダウン | 55697.47 (2.90%) | 相対ドローダウン | 2.90% (55697.47) |
| 総取引数 | 1279 | 売りポジション(勝率%) | 576 (70.14%) | 買いポジション(勝率%) | 703 (70.98%) |
| 勝率(%) | 903 (70.60%) | 負率 (%) | 376 (29.40%) | ||
| 最大 | 勝トレード | 7091.28 | 敗トレード | -11583.84 | |
| 平均 | 勝トレード | 2257.73 | 敗トレード | -3013.67 | |
| 最大 | 連勝(金額) | 17 (35045.74) | 連敗(金額) | 6 (-7450.85) | |
| 最大 | 連勝(トレード数) | 51676.59 (12) | 連敗(トレード数) | -36652.98 (4) | |
| 平均 | 連勝 | 3 | 連敗 | 1 | |
| # | 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 |
| 3751 | 2024.09.30 02:00 | sell | 1251 | 0.10 | 142.677 | 0.000 | 0.000 | ||
| 3752 | 2024.09.30 02:00 | modify | 1251 | 0.10 | 142.677 | 143.777 | 141.977 | ||
| 3753 | 2024.09.30 08:05 | close | 1251 | 0.10 | 142.075 | 143.777 | 141.977 | 6020.00 | 1894207.50 |
| 3754 | 2024.10.01 15:55 | sell | 1252 | 0.10 | 143.991 | 0.000 | 0.000 | ||
| 3755 | 2024.10.01 15:55 | modify | 1252 | 0.10 | 143.991 | 145.091 | 143.291 | ||
| 3756 | 2024.10.01 16:34 | t/p | 1252 | 0.10 | 143.294 | 145.091 | 143.291 | 6970.00 | 1901177.50 |
| 3757 | 2024.10.04 23:50 | buy | 1253 | 0.10 | 148.668 | 0.000 | 0.000 | ||
| 3758 | 2024.10.04 23:50 | modify | 1253 | 0.10 | 148.668 | 147.568 | 149.368 | ||
| 3759 | 2024.10.07 01:05 | close | 1253 | 0.10 | 148.958 | 147.568 | 149.368 | 2930.43 | 1904107.93 |
| 3760 | 2024.10.15 14:45 | sell | 1254 | 0.10 | 149.355 | 0.000 | 0.000 | ||
| 3761 | 2024.10.15 14:45 | modify | 1254 | 0.10 | 149.355 | 150.455 | 148.655 | ||
| 3762 | 2024.10.15 22:10 | close | 1254 | 0.10 | 149.207 | 150.455 | 148.655 | 1480.00 | 1905587.93 |
| 3763 | 2024.10.17 00:05 | buy | 1255 | 0.10 | 149.618 | 0.000 | 0.000 | ||
| 3764 | 2024.10.17 00:05 | modify | 1255 | 0.10 | 149.618 | 148.518 | 150.318 | ||
| 3765 | 2024.10.17 11:45 | close | 1255 | 0.10 | 149.857 | 148.518 | 150.318 | 2390.00 | 1907977.93 |
| 3766 | 2024.10.18 02:55 | buy | 1256 | 0.10 | 150.083 | 0.000 | 0.000 | ||
| 3767 | 2024.10.18 02:55 | modify | 1256 | 0.10 | 150.083 | 148.983 | 150.783 | ||
| 3768 | 2024.10.18 10:30 | close | 1256 | 0.10 | 150.105 | 148.983 | 150.783 | 220.00 | 1908197.93 |
| 3769 | 2024.10.23 21:05 | buy | 1257 | 0.10 | 152.678 | 0.000 | 0.000 | ||
| 3770 | 2024.10.23 21:05 | modify | 1257 | 0.10 | 152.678 | 151.578 | 153.378 | ||
| 3771 | 2024.10.24 20:35 | s/l | 1257 | 0.10 | 151.580 | 151.578 | 153.378 | -10888.72 | 1897309.21 |
| 3772 | 2024.10.28 17:10 | sell | 1258 | 0.10 | 152.949 | 0.000 | 0.000 | ||
| 3773 | 2024.10.28 17:10 | modify | 1258 | 0.10 | 152.949 | 154.049 | 152.249 | ||
| 3774 | 2024.10.29 03:00 | close | 1258 | 0.10 | 153.149 | 154.049 | 152.249 | -2181.28 | 1895127.93 |
| 3775 | 2024.11.06 01:20 | sell | 1259 | 0.10 | 151.877 | 0.000 | 0.000 | ||
| 3776 | 2024.11.06 01:20 | modify | 1259 | 0.10 | 151.877 | 152.977 | 151.177 | ||
| 3777 | 2024.11.06 03:00 | s/l | 1259 | 0.10 | 152.975 | 152.977 | 151.177 | -10980.00 | 1884147.93 |
| 3778 | 2024.11.12 23:05 | buy | 1260 | 0.10 | 154.571 | 0.000 | 0.000 | ||
| 3779 | 2024.11.12 23:05 | modify | 1260 | 0.10 | 154.571 | 153.471 | 155.271 | ||
| 3780 | 2024.11.13 02:10 | close | 1260 | 0.10 | 154.790 | 153.471 | 155.271 | 2220.43 | 1886368.36 |
| 3781 | 2024.11.20 17:10 | buy | 1261 | 0.10 | 155.190 | 0.000 | 0.000 | ||
| 3782 | 2024.11.20 17:10 | modify | 1261 | 0.10 | 155.190 | 154.090 | 155.890 | ||
| 3783 | 2024.11.21 07:45 | close | 1261 | 0.10 | 155.231 | 154.090 | 155.890 | 501.28 | 1886869.64 |
| 3784 | 2024.12.02 01:30 | sell | 1262 | 0.10 | 150.004 | 0.000 | 0.000 | ||
| 3785 | 2024.12.02 01:30 | modify | 1262 | 0.10 | 150.004 | 151.104 | 149.304 | ||
| 3786 | 2024.12.02 09:35 | close | 1262 | 0.10 | 150.130 | 151.104 | 149.304 | -1260.00 | 1885609.64 |
| 3787 | 2024.12.03 01:25 | sell | 1263 | 0.10 | 149.760 | 0.000 | 0.000 | ||
| 3788 | 2024.12.03 01:25 | modify | 1263 | 0.10 | 149.760 | 150.860 | 149.060 | ||
| 3789 | 2024.12.03 15:25 | close | 1263 | 0.10 | 149.487 | 150.860 | 149.060 | 2730.00 | 1888339.64 |
| 3790 | 2024.12.04 17:05 | buy | 1264 | 0.10 | 150.570 | 0.000 | 0.000 | ||
| 3791 | 2024.12.04 17:05 | modify | 1264 | 0.10 | 150.570 | 149.470 | 151.270 | ||
| 3792 | 2024.12.04 21:05 | close | 1264 | 0.10 | 150.431 | 149.470 | 151.270 | -1390.00 | 1886949.64 |
| 3793 | 2024.12.06 15:35 | buy | 1265 | 0.10 | 150.239 | 0.000 | 0.000 | ||
| 3794 | 2024.12.06 15:35 | modify | 1265 | 0.10 | 150.239 | 149.139 | 150.939 | ||
| 3795 | 2024.12.09 08:20 | close | 1265 | 0.10 | 150.127 | 149.139 | 150.939 | -1089.57 | 1885860.06 |
| 3796 | 2024.12.20 23:00 | sell | 1266 | 0.10 | 156.354 | 0.000 | 0.000 | ||
| 3797 | 2024.12.20 23:00 | modify | 1266 | 0.10 | 156.354 | 157.454 | 155.654 | ||
| 3798 | 2024.12.24 06:20 | close | 1266 | 0.10 | 156.983 | 157.454 | 155.654 | -6652.56 | 1879207.51 |
| 3799 | 2024.12.24 22:40 | buy | 1267 | 0.10 | 157.226 | 0.000 | 0.000 | ||
| 3800 | 2024.12.24 22:40 | modify | 1267 | 0.10 | 157.226 | 156.126 | 157.926 | ||
| 3801 | 2024.12.25 02:55 | close | 1267 | 0.10 | 157.292 | 156.126 | 157.926 | 690.43 | 1879897.93 |
| 3802 | 2024.12.27 01:05 | buy | 1268 | 0.10 | 157.770 | 0.000 | 0.000 | ||
| 3803 | 2024.12.27 01:05 | modify | 1268 | 0.10 | 157.770 | 156.670 | 158.470 | ||
| 3804 | 2024.12.27 08:00 | close | 1268 | 0.10 | 157.757 | 156.670 | 158.470 | -130.00 | 1879767.93 |
| 3805 | 2025.01.02 12:55 | sell | 1269 | 0.10 | 157.123 | 0.000 | 0.000 | ||
| 3806 | 2025.01.02 12:55 | modify | 1269 | 0.10 | 157.123 | 158.223 | 156.423 | ||
| 3807 | 2025.01.03 00:01 | close | 1269 | 0.10 | 157.539 | 158.223 | 156.423 | -4341.28 | 1875426.65 |
| 3808 | 2025.01.20 15:35 | buy | 1270 | 0.10 | 155.902 | 0.000 | 0.000 | ||
| 3809 | 2025.01.20 15:35 | modify | 1270 | 0.10 | 155.902 | 154.802 | 156.602 | ||
| 3810 | 2025.01.21 02:55 | close | 1270 | 0.10 | 156.092 | 154.802 | 156.602 | 1930.43 | 1877357.08 |
| 3811 | 2025.01.21 15:35 | buy | 1271 | 0.10 | 155.575 | 0.000 | 0.000 | ||
| 3812 | 2025.01.21 15:35 | modify | 1271 | 0.10 | 155.575 | 154.475 | 156.275 | ||
| 3813 | 2025.01.22 01:10 | close | 1271 | 0.10 | 155.822 | 154.475 | 156.275 | 2500.43 | 1879857.51 |
| 3814 | 2025.01.24 01:55 | sell | 1272 | 0.10 | 156.164 | 0.000 | 0.000 | ||
| 3815 | 2025.01.24 01:55 | modify | 1272 | 0.10 | 156.164 | 157.264 | 155.464 | ||
| 3816 | 2025.01.24 04:50 | close | 1272 | 0.10 | 155.916 | 157.264 | 155.464 | 2480.00 | 1882337.51 |
| 3817 | 2025.01.24 17:35 | buy | 1273 | 0.10 | 155.793 | 0.000 | 0.000 | ||
| 3818 | 2025.01.24 17:35 | modify | 1273 | 0.10 | 155.793 | 154.693 | 156.493 | ||
| 3819 | 2025.01.24 20:45 | close | 1273 | 0.10 | 155.991 | 154.693 | 156.493 | 1980.00 | 1884317.51 |
| 3820 | 2025.01.29 21:05 | sell | 1274 | 0.10 | 155.355 | 0.000 | 0.000 | ||
| 3821 | 2025.01.29 21:05 | modify | 1274 | 0.10 | 155.355 | 156.455 | 154.655 | ||
| 3822 | 2025.01.30 02:25 | close | 1274 | 0.10 | 154.938 | 156.455 | 154.655 | 3626.16 | 1887943.67 |
| 3823 | 2025.02.03 20:40 | sell | 1275 | 0.10 | 154.910 | 0.000 | 0.000 | ||
| 3824 | 2025.02.03 20:40 | modify | 1275 | 0.10 | 154.910 | 156.010 | 154.210 | ||
| 3825 | 2025.02.04 07:10 | close | 1275 | 0.10 | 154.938 | 156.010 | 154.210 | -461.28 | 1887482.39 |
| 3826 | 2025.02.05 22:05 | sell | 1276 | 0.10 | 152.601 | 0.000 | 0.000 | ||
| 3827 | 2025.02.05 22:05 | modify | 1276 | 0.10 | 152.601 | 153.701 | 151.901 | ||
| 3828 | 2025.02.06 03:35 | close | 1276 | 0.10 | 152.078 | 153.701 | 151.901 | 4686.16 | 1892168.55 |
| 3829 | 2025.02.14 01:35 | sell | 1277 | 0.10 | 153.072 | 0.000 | 0.000 | ||
| 3830 | 2025.02.14 01:35 | modify | 1277 | 0.10 | 153.072 | 154.172 | 152.372 | ||
| 3831 | 2025.02.14 02:25 | close | 1277 | 0.10 | 152.646 | 154.172 | 152.372 | 4260.00 | 1896428.55 |
| 3832 | 2025.02.24 16:55 | buy | 1278 | 0.10 | 149.377 | 0.000 | 0.000 | ||
| 3833 | 2025.02.24 16:55 | modify | 1278 | 0.10 | 149.377 | 148.277 | 150.077 | ||
| 3834 | 2025.02.25 01:15 | close | 1278 | 0.10 | 149.896 | 148.277 | 150.077 | 5220.43 | 1901648.98 |
| 3835 | 2025.02.27 22:15 | buy | 1279 | 0.10 | 149.696 | 0.000 | 0.000 | ||
| 3836 | 2025.02.27 22:15 | modify | 1279 | 0.10 | 149.696 | 148.596 | 150.396 | ||
| 3837 | 2025.02.28 02:00 | close | 1279 | 0.10 | 150.087 | 148.596 | 150.396 | 3940.43 | 1905589.41 |