Strategy Tester Report
X_USDJPY_M5_V4
| 通貨ペア | USDJPY (US Dollar vs Japanese Yen) | ||||
| 期間 | 5分足(M5) 2004.01.01 02:00 - 2025.12.31 23:55 (2004.01.01 - 2026.01.01) | ||||
| 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 | Basic_setting=""; MagicNumber=20200426; FixLots=1; Slippage=5; MaxSpread=3; Kuuhaku2=""; points_pips="1pips=10points"; Kuuhaku3=""; Money_management=""; MoneyManage=false; RiskRate=100; MoneyManageKind=1; Kuuhaku6=""; setumei2=""; Kuuhaku7=""; GMT_Title=""; GMT=2; _summertime=""; Summertime=1; PositionClose2_Title=""; WeekEnd_Close=true; EntryAvoidance_Title=""; EntryNG_MonthDay=true; | ||||
| テストバー数 | 1643256 | モデルティック数 | 376794091 | 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 | 9132900.00 | 総利益 | 24008200.00 | 総損失 | -14875300.00 |
| プロフィットファクタ | 1.61 | 期待利得 | 3574.52 | ||
| 絶対ドローダウン | 31300.00 | 最大ドローダウン | 287900.00 (2.87%) | 相対ドローダウン | 18.61% (228000.00) |
| 総取引数 | 2555 | 売りポジション(勝率%） | 1213 (69.66%) | 買いポジション(勝率%） | 1342 (71.83%) |
| 勝率(%) | 1809 (70.80%) | 負率 (%) | 746 (29.20%) | ||
| 最大 | 勝トレード | 101200.00 | 敗トレード | -112900.00 | |
| 平均 | 勝トレード | 13271.53 | 敗トレード | -19940.08 | |
| 最大 | 連勝(金額) | 16 (296900.00) | 連敗(金額) | 6 (-38000.00) | |
| 最大 | 連勝(トレード数) | 296900.00 (16) | 連敗(トレード数) | -160300.00 (3) | |
| 平均 | 連勝 | 3 | 連敗 | 1 | |
1ページ目次へ
| # | 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 | 2004.01.09 16:55 | buy | 1 | 1.00 | 106.429 | 0.000 | 0.000 | ||
| 2 | 2004.01.09 16:55 | modify | 1 | 1.00 | 106.429 | 105.329 | 107.429 | ||
| 3 | 2004.01.09 18:40 | close | 1 | 1.00 | 106.540 | 105.329 | 107.429 | 11100.00 | 1011100.00 |
| 4 | 2004.01.26 03:20 | buy | 2 | 1.00 | 106.259 | 0.000 | 0.000 | ||
| 5 | 2004.01.26 03:20 | modify | 2 | 1.00 | 106.259 | 105.159 | 107.259 | ||
| 6 | 2004.01.26 09:25 | close | 2 | 1.00 | 106.183 | 105.159 | 107.259 | -7600.00 | 1003500.00 |
| 7 | 2004.01.27 02:45 | buy | 3 | 1.00 | 106.164 | 0.000 | 0.000 | ||
| 8 | 2004.01.27 02:45 | modify | 3 | 1.00 | 106.164 | 105.064 | 107.164 | ||
| 9 | 2004.01.27 06:55 | close | 3 | 1.00 | 106.195 | 105.064 | 107.164 | 3100.00 | 1006600.00 |
| 10 | 2004.01.29 09:00 | buy | 4 | 1.00 | 105.915 | 0.000 | 0.000 | ||
| 11 | 2004.01.29 09:00 | modify | 4 | 1.00 | 105.915 | 104.815 | 106.915 | ||
| 12 | 2004.01.29 12:20 | close | 4 | 1.00 | 106.048 | 104.815 | 106.915 | 13300.00 | 1019900.00 |
| 13 | 2004.02.06 15:40 | buy | 5 | 1.00 | 106.165 | 0.000 | 0.000 | ||
| 14 | 2004.02.06 15:40 | modify | 5 | 1.00 | 106.165 | 105.065 | 107.165 | ||
| 15 | 2004.02.06 15:45 | close | 5 | 1.00 | 106.090 | 105.065 | 107.165 | -7500.00 | 1012400.00 |
| 16 | 2004.02.06 16:30 | buy | 6 | 1.00 | 105.791 | 0.000 | 0.000 | ||
| 17 | 2004.02.06 16:30 | modify | 6 | 1.00 | 105.791 | 104.691 | 106.791 | ||
| 18 | 2004.02.06 21:55 | close | 6 | 1.00 | 105.465 | 104.691 | 106.791 | -32600.00 | 979800.00 |
| 19 | 2004.02.09 11:05 | sell | 7 | 1.00 | 105.740 | 0.000 | 0.000 | ||
| 20 | 2004.02.09 11:05 | modify | 7 | 1.00 | 105.740 | 106.840 | 104.740 | ||
| 21 | 2004.02.09 15:00 | close | 7 | 1.00 | 105.676 | 106.840 | 104.740 | 6400.00 | 986200.00 |
| 22 | 2004.02.19 02:00 | buy | 8 | 1.00 | 106.309 | 0.000 | 0.000 | ||
| 23 | 2004.02.19 02:00 | modify | 8 | 1.00 | 106.309 | 105.209 | 107.309 | ||
| 24 | 2004.02.19 02:15 | close | 8 | 1.00 | 106.505 | 105.209 | 107.309 | 19600.00 | 1005800.00 |
| 25 | 2004.02.24 03:05 | sell | 9 | 1.00 | 108.499 | 0.000 | 0.000 | ||
| 26 | 2004.02.24 03:05 | modify | 9 | 1.00 | 108.499 | 109.599 | 107.499 | ||
| 27 | 2004.02.24 09:35 | close | 9 | 1.00 | 108.521 | 109.599 | 107.499 | -2200.00 | 1003600.00 |
| 28 | 2004.02.25 16:35 | buy | 10 | 1.00 | 108.387 | 0.000 | 0.000 | ||
| 29 | 2004.02.25 16:35 | modify | 10 | 1.00 | 108.387 | 107.287 | 109.387 | ||
| 30 | 2004.02.25 17:15 | close | 10 | 1.00 | 108.558 | 107.287 | 109.387 | 17100.00 | 1020700.00 |
| 31 | 2004.02.26 07:25 | buy | 11 | 1.00 | 108.778 | 0.000 | 0.000 | ||
| 32 | 2004.02.26 07:25 | modify | 11 | 1.00 | 108.778 | 107.678 | 109.778 | ||
| 33 | 2004.02.26 09:15 | close | 11 | 1.00 | 108.844 | 107.678 | 109.778 | 6600.00 | 1027300.00 |
| 34 | 2004.02.27 14:55 | sell | 12 | 1.00 | 109.223 | 0.000 | 0.000 | ||
| 35 | 2004.02.27 14:55 | modify | 12 | 1.00 | 109.223 | 110.323 | 108.223 | ||
| 36 | 2004.02.27 17:00 | close | 12 | 1.00 | 109.063 | 110.323 | 108.223 | 16000.00 | 1043300.00 |
| 37 | 2004.03.01 03:00 | sell | 13 | 1.00 | 109.250 | 0.000 | 0.000 | ||
| 38 | 2004.03.01 03:00 | modify | 13 | 1.00 | 109.250 | 110.350 | 108.250 | ||
| 39 | 2004.03.01 06:25 | close | 13 | 1.00 | 109.265 | 110.350 | 108.250 | -1500.00 | 1041800.00 |
| 40 | 2004.03.01 09:15 | buy | 14 | 1.00 | 109.108 | 0.000 | 0.000 | ||
| 41 | 2004.03.01 09:15 | modify | 14 | 1.00 | 109.108 | 108.008 | 110.108 | ||
| 42 | 2004.03.01 10:05 | close | 14 | 1.00 | 109.280 | 108.008 | 110.108 | 17200.00 | 1059000.00 |
| 43 | 2004.03.05 08:00 | buy | 15 | 1.00 | 111.162 | 0.000 | 0.000 | ||
| 44 | 2004.03.05 08:00 | modify | 15 | 1.00 | 111.162 | 110.062 | 112.162 | ||
| 45 | 2004.03.05 13:15 | close | 15 | 1.00 | 111.150 | 110.062 | 112.162 | -1200.00 | 1057800.00 |
| 46 | 2004.03.09 12:10 | sell | 16 | 1.00 | 111.569 | 0.000 | 0.000 | ||
| 47 | 2004.03.09 12:10 | modify | 16 | 1.00 | 111.569 | 112.669 | 110.569 | ||
| 48 | 2004.03.09 13:25 | close | 16 | 1.00 | 111.378 | 112.669 | 110.569 | 19100.00 | 1076900.00 |
| 49 | 2004.03.15 06:50 | sell | 17 | 1.00 | 110.910 | 0.000 | 0.000 | ||
| 50 | 2004.03.15 06:50 | modify | 17 | 1.00 | 110.910 | 112.010 | 109.910 | ||
| 51 | 2004.03.15 12:00 | close | 17 | 1.00 | 110.646 | 112.010 | 109.910 | 26400.00 | 1103300.00 |
| 52 | 2004.03.19 09:45 | buy | 18 | 1.00 | 106.782 | 0.000 | 0.000 | ||
| 53 | 2004.03.19 09:45 | modify | 18 | 1.00 | 106.782 | 105.682 | 107.782 | ||
| 54 | 2004.03.19 11:30 | close | 18 | 1.00 | 106.948 | 105.682 | 107.782 | 16600.00 | 1119900.00 |
| 55 | 2004.03.22 17:20 | buy | 19 | 1.00 | 106.834 | 0.000 | 0.000 | ||
| 56 | 2004.03.22 17:20 | modify | 19 | 1.00 | 106.834 | 105.734 | 107.834 | ||
| 57 | 2004.03.22 21:40 | close | 19 | 1.00 | 106.855 | 105.734 | 107.834 | 2100.00 | 1122000.00 |
| 58 | 2004.03.26 17:40 | sell | 20 | 1.00 | 105.848 | 0.000 | 0.000 | ||
| 59 | 2004.03.26 17:40 | modify | 20 | 1.00 | 105.848 | 106.948 | 104.848 | ||
| 60 | 2004.03.26 23:00 | close | 20 | 1.00 | 105.940 | 106.948 | 104.848 | -9200.00 | 1112800.00 |
| 61 | 2004.03.30 15:20 | buy | 21 | 1.00 | 105.669 | 0.000 | 0.000 | ||
| 62 | 2004.03.30 15:20 | modify | 21 | 1.00 | 105.669 | 104.569 | 106.669 | ||
| 63 | 2004.03.30 19:30 | close | 21 | 1.00 | 105.683 | 104.569 | 106.669 | 1400.00 | 1114200.00 |
| 64 | 2004.03.31 15:15 | sell | 22 | 1.00 | 104.069 | 0.000 | 0.000 | ||
| 65 | 2004.03.31 15:15 | modify | 22 | 1.00 | 104.069 | 105.169 | 103.069 | ||
| 66 | 2004.03.31 15:45 | close | 22 | 1.00 | 103.908 | 105.169 | 103.069 | 16100.00 | 1130300.00 |
| 67 | 2004.04.02 14:30 | buy | 23 | 1.00 | 104.035 | 0.000 | 0.000 | ||
| 68 | 2004.04.02 14:30 | modify | 23 | 1.00 | 104.035 | 102.935 | 105.035 | ||
| 69 | 2004.04.02 15:30 | close | 23 | 1.00 | 104.725 | 102.935 | 105.035 | 69000.00 | 1199300.00 |
| 70 | 2004.04.05 22:25 | buy | 24 | 1.00 | 104.926 | 0.000 | 0.000 | ||
| 71 | 2004.04.05 22:25 | modify | 24 | 1.00 | 104.926 | 103.826 | 105.926 | ||
| 72 | 2004.04.06 00:50 | close | 24 | 1.00 | 105.040 | 103.826 | 105.926 | 11400.00 | 1210700.00 |
| 73 | 2004.04.08 03:25 | sell | 25 | 1.00 | 105.495 | 0.000 | 0.000 | ||
| 74 | 2004.04.08 03:25 | modify | 25 | 1.00 | 105.495 | 106.595 | 104.495 | ||
| 75 | 2004.04.08 09:00 | close | 25 | 1.00 | 105.582 | 106.595 | 104.495 | -8700.00 | 1202000.00 |
| 76 | 2004.04.09 05:10 | buy | 26 | 1.00 | 106.153 | 0.000 | 0.000 | ||
| 77 | 2004.04.09 05:10 | modify | 26 | 1.00 | 106.153 | 105.053 | 107.153 | ||
| 78 | 2004.04.09 07:00 | close | 26 | 1.00 | 106.316 | 105.053 | 107.153 | 16300.00 | 1218300.00 |
| 79 | 2004.04.13 09:35 | sell | 27 | 1.00 | 105.373 | 0.000 | 0.000 | ||
| 80 | 2004.04.13 09:35 | modify | 27 | 1.00 | 105.373 | 106.473 | 104.373 | ||
| 81 | 2004.04.13 14:10 | modify | 27 | 1.00 | 105.373 | 106.473 | 105.773 | ||
| 82 | 2004.04.13 16:23 | s/l | 27 | 1.00 | 106.480 | 106.473 | 105.773 | -110700.00 | 1107600.00 |
| 83 | 2004.04.15 03:00 | buy | 28 | 1.00 | 108.400 | 0.000 | 0.000 | ||
| 84 | 2004.04.15 03:00 | modify | 28 | 1.00 | 108.400 | 107.300 | 109.400 | ||
| 85 | 2004.04.15 03:15 | close | 28 | 1.00 | 108.580 | 107.300 | 109.400 | 18000.00 | 1125600.00 |
| 86 | 2004.04.19 05:40 | sell | 29 | 1.00 | 108.105 | 0.000 | 0.000 | ||
| 87 | 2004.04.19 05:40 | modify | 29 | 1.00 | 108.105 | 109.205 | 107.105 | ||
| 88 | 2004.04.19 06:15 | close | 29 | 1.00 | 107.937 | 109.205 | 107.105 | 16800.00 | 1142400.00 |
| 89 | 2004.04.20 08:00 | buy | 30 | 1.00 | 108.331 | 0.000 | 0.000 | ||
| 90 | 2004.04.20 08:00 | modify | 30 | 1.00 | 108.331 | 107.231 | 109.331 | ||
| 91 | 2004.04.20 14:10 | modify | 30 | 1.00 | 108.331 | 107.231 | 107.931 | ||
| 92 | 2004.04.20 15:24 | t/p | 30 | 1.00 | 107.931 | 107.231 | 107.931 | -40000.00 | 1102400.00 |
| 93 | 2004.04.20 15:35 | sell | 31 | 1.00 | 108.079 | 0.000 | 0.000 | ||
| 94 | 2004.04.20 15:35 | modify | 31 | 1.00 | 108.079 | 109.179 | 107.079 | ||
| 95 | 2004.04.20 23:05 | modify | 31 | 1.00 | 108.079 | 109.179 | 108.479 | ||
| 96 | 2004.04.21 04:00 | close | 31 | 1.00 | 108.736 | 109.179 | 108.479 | -65700.00 | 1036700.00 |
| 97 | 2004.04.30 03:30 | sell | 32 | 1.00 | 110.272 | 0.000 | 0.000 | ||
| 98 | 2004.04.30 03:30 | modify | 32 | 1.00 | 110.272 | 111.372 | 109.272 | ||
| 99 | 2004.04.30 04:50 | close | 32 | 1.00 | 110.100 | 111.372 | 109.272 | 17200.00 | 1053900.00 |
| 100 | 2004.04.30 10:15 | sell | 33 | 1.00 | 110.425 | 0.000 | 0.000 | ||
| 101 | 2004.04.30 10:15 | modify | 33 | 1.00 | 110.425 | 111.525 | 109.425 | ||
| 102 | 2004.04.30 12:00 | close | 33 | 1.00 | 110.266 | 111.525 | 109.425 | 15900.00 | 1069800.00 |
| 103 | 2004.05.12 09:20 | sell | 34 | 1.00 | 112.851 | 0.000 | 0.000 | ||
| 104 | 2004.05.12 09:20 | modify | 34 | 1.00 | 112.851 | 113.951 | 111.851 | ||
| 105 | 2004.05.12 10:10 | close | 34 | 1.00 | 112.681 | 113.951 | 111.851 | 17000.00 | 1086800.00 |
| 106 | 2004.05.12 12:25 | sell | 35 | 1.00 | 112.984 | 0.000 | 0.000 | ||
| 107 | 2004.05.12 12:25 | modify | 35 | 1.00 | 112.984 | 114.084 | 111.984 | ||
| 108 | 2004.05.12 20:20 | close | 35 | 1.00 | 113.089 | 114.084 | 111.984 | -10500.00 | 1076300.00 |
| 109 | 2004.05.12 23:05 | buy | 36 | 1.00 | 112.961 | 0.000 | 0.000 | ||
| 110 | 2004.05.12 23:05 | modify | 36 | 1.00 | 112.961 | 111.861 | 113.961 | ||
| 111 | 2004.05.13 03:45 | close | 36 | 1.00 | 113.159 | 111.861 | 113.961 | 19800.00 | 1096100.00 |
| 112 | 2004.05.14 03:05 | buy | 37 | 1.00 | 114.454 | 0.000 | 0.000 | ||
| 113 | 2004.05.14 03:05 | modify | 37 | 1.00 | 114.454 | 113.354 | 115.454 | ||
| 114 | 2004.05.14 05:20 | close | 37 | 1.00 | 114.557 | 113.354 | 115.454 | 10300.00 | 1106400.00 |
| 115 | 2004.05.17 02:10 | sell | 38 | 1.00 | 114.511 | 0.000 | 0.000 | ||
| 116 | 2004.05.17 02:10 | modify | 38 | 1.00 | 114.511 | 115.611 | 113.511 | ||
| 117 | 2004.05.17 03:20 | close | 38 | 1.00 | 114.342 | 115.611 | 113.511 | 16900.00 | 1123300.00 |
| 118 | 2004.05.17 14:50 | sell | 39 | 1.00 | 113.667 | 0.000 | 0.000 | ||
| 119 | 2004.05.17 14:50 | modify | 39 | 1.00 | 113.667 | 114.767 | 112.667 | ||
| 120 | 2004.05.17 16:00 | close | 39 | 1.00 | 113.557 | 114.767 | 112.667 | 11000.00 | 1134300.00 |
| 121 | 2004.05.18 03:00 | buy | 40 | 1.00 | 113.854 | 0.000 | 0.000 | ||
| 122 | 2004.05.18 03:00 | modify | 40 | 1.00 | 113.854 | 112.754 | 114.854 | ||
| 123 | 2004.05.18 03:10 | close | 40 | 1.00 | 114.226 | 112.754 | 114.854 | 37200.00 | 1171500.00 |
| 124 | 2004.05.19 22:35 | sell | 41 | 1.00 | 112.965 | 0.000 | 0.000 | ||
| 125 | 2004.05.19 22:35 | modify | 41 | 1.00 | 112.965 | 114.065 | 111.965 | ||
| 126 | 2004.05.20 00:30 | close | 41 | 1.00 | 112.950 | 114.065 | 111.965 | 1500.00 | 1173000.00 |
| 127 | 2004.05.20 13:20 | buy | 42 | 1.00 | 113.141 | 0.000 | 0.000 | ||
| 128 | 2004.05.20 13:20 | modify | 42 | 1.00 | 113.141 | 112.041 | 114.141 | ||
| 129 | 2004.05.20 16:50 | close | 42 | 1.00 | 113.137 | 112.041 | 114.141 | -400.00 | 1172600.00 |
| 130 | 2004.05.25 04:55 | buy | 43 | 1.00 | 112.768 | 0.000 | 0.000 | ||
| 131 | 2004.05.25 04:55 | modify | 43 | 1.00 | 112.768 | 111.668 | 113.768 | ||
| 132 | 2004.05.25 05:40 | close | 43 | 1.00 | 112.918 | 111.668 | 113.768 | 15000.00 | 1187600.00 |
| 133 | 2004.05.25 10:00 | buy | 44 | 1.00 | 112.643 | 0.000 | 0.000 | ||
| 134 | 2004.05.25 10:00 | modify | 44 | 1.00 | 112.643 | 111.543 | 113.643 | ||
| 135 | 2004.05.25 14:10 | close | 44 | 1.00 | 112.825 | 111.543 | 113.643 | 18200.00 | 1205800.00 |
| 136 | 2004.05.26 15:05 | sell | 45 | 1.00 | 111.602 | 0.000 | 0.000 | ||
| 137 | 2004.05.26 15:05 | modify | 45 | 1.00 | 111.602 | 112.702 | 110.602 | ||
| 138 | 2004.05.26 15:50 | close | 45 | 1.00 | 111.388 | 112.702 | 110.602 | 21400.00 | 1227200.00 |
| 139 | 2004.06.01 09:20 | buy | 46 | 1.00 | 109.423 | 0.000 | 0.000 | ||
| 140 | 2004.06.01 09:20 | modify | 46 | 1.00 | 109.423 | 108.323 | 110.423 | ||
| 141 | 2004.06.01 10:05 | close | 46 | 1.00 | 109.583 | 108.323 | 110.423 | 16000.00 | 1243200.00 |
| 142 | 2004.06.01 10:55 | buy | 47 | 1.00 | 109.286 | 0.000 | 0.000 | ||
| 143 | 2004.06.01 10:55 | modify | 47 | 1.00 | 109.286 | 108.186 | 110.286 | ||
| 144 | 2004.06.01 12:10 | close | 47 | 1.00 | 109.445 | 108.186 | 110.286 | 15900.00 | 1259100.00 |
| 145 | 2004.06.02 09:00 | buy | 48 | 1.00 | 110.548 | 0.000 | 0.000 | ||
| 146 | 2004.06.02 09:00 | modify | 48 | 1.00 | 110.548 | 109.448 | 111.548 | ||
| 147 | 2004.06.02 11:05 | close | 48 | 1.00 | 110.674 | 109.448 | 111.548 | 12600.00 | 1271700.00 |
| 148 | 2004.06.03 07:20 | sell | 49 | 1.00 | 110.348 | 0.000 | 0.000 | ||
| 149 | 2004.06.03 07:20 | modify | 49 | 1.00 | 110.348 | 111.448 | 109.348 | ||
| 150 | 2004.06.03 11:10 | close | 49 | 1.00 | 110.509 | 111.448 | 109.348 | -16100.00 | 1255600.00 |
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