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 | |
| # | 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 |
| 1351 | 2007.11.27 06:22 | t/p | 444 | 1.00 | 108.236 | 108.942 | 108.242 | -39400.00 | 3007400.00 |
| 1352 | 2007.12.06 08:50 | buy | 445 | 1.00 | 110.767 | 0.000 | 0.000 | ||
| 1353 | 2007.12.06 08:50 | modify | 445 | 1.00 | 110.767 | 109.667 | 111.767 | ||
| 1354 | 2007.12.06 09:40 | close | 445 | 1.00 | 110.959 | 109.667 | 111.767 | 19200.00 | 3026600.00 |
| 1355 | 2007.12.12 02:40 | sell | 446 | 1.00 | 110.955 | 0.000 | 0.000 | ||
| 1356 | 2007.12.12 02:40 | modify | 446 | 1.00 | 110.955 | 112.055 | 109.955 | ||
| 1357 | 2007.12.12 11:35 | close | 446 | 1.00 | 111.137 | 112.055 | 109.955 | -18200.00 | 3008400.00 |
| 1358 | 2007.12.12 22:05 | buy | 447 | 1.00 | 111.986 | 0.000 | 0.000 | ||
| 1359 | 2007.12.12 22:05 | modify | 447 | 1.00 | 111.986 | 110.886 | 112.986 | ||
| 1360 | 2007.12.12 23:00 | close | 447 | 1.00 | 112.158 | 110.886 | 112.986 | 17200.00 | 3025600.00 |
| 1361 | 2007.12.13 07:25 | buy | 448 | 1.00 | 111.807 | 0.000 | 0.000 | ||
| 1362 | 2007.12.13 07:25 | modify | 448 | 1.00 | 111.807 | 110.707 | 112.807 | ||
| 1363 | 2007.12.13 11:00 | close | 448 | 1.00 | 111.770 | 110.707 | 112.807 | -3700.00 | 3021900.00 |
| 1364 | 2008.01.08 16:00 | buy | 449 | 1.00 | 109.250 | 0.000 | 0.000 | ||
| 1365 | 2008.01.08 16:00 | modify | 449 | 1.00 | 109.250 | 108.150 | 110.250 | ||
| 1366 | 2008.01.08 17:10 | close | 449 | 1.00 | 109.465 | 108.150 | 110.250 | 21500.00 | 3043400.00 |
| 1367 | 2008.01.08 22:20 | buy | 450 | 1.00 | 109.201 | 0.000 | 0.000 | ||
| 1368 | 2008.01.08 22:20 | modify | 450 | 1.00 | 109.201 | 108.101 | 110.201 | ||
| 1369 | 2008.01.09 02:55 | close | 450 | 1.00 | 109.034 | 108.101 | 110.201 | -16700.00 | 3026700.00 |
| 1370 | 2008.01.09 07:20 | sell | 451 | 1.00 | 109.270 | 0.000 | 0.000 | ||
| 1371 | 2008.01.09 07:20 | modify | 451 | 1.00 | 109.270 | 110.370 | 108.270 | ||
| 1372 | 2008.01.09 10:55 | close | 451 | 1.00 | 109.326 | 110.370 | 108.270 | -5600.00 | 3021100.00 |
| 1373 | 2008.01.15 07:30 | buy | 452 | 1.00 | 107.728 | 0.000 | 0.000 | ||
| 1374 | 2008.01.15 07:30 | modify | 452 | 1.00 | 107.728 | 106.628 | 108.728 | ||
| 1375 | 2008.01.15 08:10 | close | 452 | 1.00 | 107.897 | 106.628 | 108.728 | 16900.00 | 3038000.00 |
| 1376 | 2008.01.17 02:50 | buy | 453 | 1.00 | 107.089 | 0.000 | 0.000 | ||
| 1377 | 2008.01.17 02:50 | modify | 453 | 1.00 | 107.089 | 105.989 | 108.089 | ||
| 1378 | 2008.01.17 04:35 | close | 453 | 1.00 | 107.182 | 105.989 | 108.089 | 9300.00 | 3047300.00 |
| 1379 | 2008.01.18 03:10 | sell | 454 | 1.00 | 106.812 | 0.000 | 0.000 | ||
| 1380 | 2008.01.18 03:10 | modify | 454 | 1.00 | 106.812 | 107.912 | 105.812 | ||
| 1381 | 2008.01.18 03:55 | close | 454 | 1.00 | 106.642 | 107.912 | 105.812 | 17000.00 | 3064300.00 |
| 1382 | 2008.01.18 05:45 | sell | 455 | 1.00 | 106.951 | 0.000 | 0.000 | ||
| 1383 | 2008.01.18 05:45 | modify | 455 | 1.00 | 106.951 | 108.051 | 105.951 | ||
| 1384 | 2008.01.18 07:55 | close | 455 | 1.00 | 106.916 | 108.051 | 105.951 | 3500.00 | 3067800.00 |
| 1385 | 2008.01.22 03:30 | sell | 456 | 1.00 | 106.050 | 0.000 | 0.000 | ||
| 1386 | 2008.01.22 03:30 | modify | 456 | 1.00 | 106.050 | 107.150 | 105.050 | ||
| 1387 | 2008.01.22 06:20 | close | 456 | 1.00 | 106.133 | 107.150 | 105.050 | -8300.00 | 3059500.00 |
| 1388 | 2008.01.22 21:10 | buy | 457 | 1.00 | 106.437 | 0.000 | 0.000 | ||
| 1389 | 2008.01.22 21:10 | modify | 457 | 1.00 | 106.437 | 105.337 | 107.437 | ||
| 1390 | 2008.01.22 22:45 | close | 457 | 1.00 | 106.610 | 105.337 | 107.437 | 17300.00 | 3076800.00 |
| 1391 | 2008.01.25 14:10 | buy | 458 | 1.00 | 107.362 | 0.000 | 0.000 | ||
| 1392 | 2008.01.25 14:10 | modify | 458 | 1.00 | 107.362 | 106.262 | 108.362 | ||
| 1393 | 2008.01.25 14:45 | close | 458 | 1.00 | 107.529 | 106.262 | 108.362 | 16700.00 | 3093500.00 |
| 1394 | 2008.01.25 17:35 | buy | 459 | 1.00 | 107.363 | 0.000 | 0.000 | ||
| 1395 | 2008.01.25 17:35 | modify | 459 | 1.00 | 107.363 | 106.263 | 108.363 | ||
| 1396 | 2008.01.25 22:00 | close | 459 | 1.00 | 106.991 | 106.263 | 108.363 | -37200.00 | 3056300.00 |
| 1397 | 2008.01.29 04:30 | buy | 460 | 1.00 | 106.535 | 0.000 | 0.000 | ||
| 1398 | 2008.01.29 04:30 | modify | 460 | 1.00 | 106.535 | 105.435 | 107.535 | ||
| 1399 | 2008.01.29 06:15 | close | 460 | 1.00 | 106.695 | 105.435 | 107.535 | 16000.00 | 3072300.00 |
| 1400 | 2008.01.30 03:25 | buy | 461 | 1.00 | 106.772 | 0.000 | 0.000 | ||
| 1401 | 2008.01.30 03:25 | modify | 461 | 1.00 | 106.772 | 105.672 | 107.772 | ||
| 1402 | 2008.01.30 04:55 | close | 461 | 1.00 | 106.972 | 105.672 | 107.772 | 20000.00 | 3092300.00 |
| 1403 | 2008.01.31 06:20 | sell | 462 | 1.00 | 106.584 | 0.000 | 0.000 | ||
| 1404 | 2008.01.31 06:20 | modify | 462 | 1.00 | 106.584 | 107.684 | 105.584 | ||
| 1405 | 2008.01.31 08:15 | close | 462 | 1.00 | 106.358 | 107.684 | 105.584 | 22600.00 | 3114900.00 |
| 1406 | 2008.01.31 09:50 | sell | 463 | 1.00 | 106.750 | 0.000 | 0.000 | ||
| 1407 | 2008.01.31 09:50 | modify | 463 | 1.00 | 106.750 | 107.850 | 105.750 | ||
| 1408 | 2008.01.31 11:05 | close | 463 | 1.00 | 106.572 | 107.850 | 105.750 | 17800.00 | 3132700.00 |
| 1409 | 2008.02.04 17:35 | buy | 464 | 1.00 | 106.643 | 0.000 | 0.000 | ||
| 1410 | 2008.02.04 17:35 | modify | 464 | 1.00 | 106.643 | 105.543 | 107.643 | ||
| 1411 | 2008.02.05 04:25 | close | 464 | 1.00 | 106.774 | 105.543 | 107.643 | 13100.00 | 3145800.00 |
| 1412 | 2008.02.05 16:00 | buy | 465 | 1.00 | 106.905 | 0.000 | 0.000 | ||
| 1413 | 2008.02.05 16:00 | modify | 465 | 1.00 | 106.905 | 105.805 | 107.905 | ||
| 1414 | 2008.02.05 21:35 | close | 465 | 1.00 | 106.965 | 105.805 | 107.905 | 6000.00 | 3151800.00 |
| 1415 | 2008.02.13 04:30 | buy | 466 | 1.00 | 107.180 | 0.000 | 0.000 | ||
| 1416 | 2008.02.13 04:30 | modify | 466 | 1.00 | 107.180 | 106.080 | 108.180 | ||
| 1417 | 2008.02.13 09:40 | close | 466 | 1.00 | 107.198 | 106.080 | 108.180 | 1800.00 | 3153600.00 |
| 1418 | 2008.02.14 01:25 | buy | 467 | 1.00 | 108.073 | 0.000 | 0.000 | ||
| 1419 | 2008.02.14 01:25 | modify | 467 | 1.00 | 108.073 | 106.973 | 109.073 | ||
| 1420 | 2008.02.14 01:55 | close | 467 | 1.00 | 108.260 | 106.973 | 109.073 | 18700.00 | 3172300.00 |
| 1421 | 2008.02.15 07:15 | sell | 468 | 1.00 | 107.912 | 0.000 | 0.000 | ||
| 1422 | 2008.02.15 07:15 | modify | 468 | 1.00 | 107.912 | 109.012 | 106.912 | ||
| 1423 | 2008.02.15 11:45 | close | 468 | 1.00 | 108.161 | 109.012 | 106.912 | -24900.00 | 3147400.00 |
| 1424 | 2008.02.19 15:25 | sell | 469 | 1.00 | 107.749 | 0.000 | 0.000 | ||
| 1425 | 2008.02.19 15:25 | modify | 469 | 1.00 | 107.749 | 108.849 | 106.749 | ||
| 1426 | 2008.02.19 17:35 | close | 469 | 1.00 | 107.592 | 108.849 | 106.749 | 15700.00 | 3163100.00 |
| 1427 | 2008.02.20 08:00 | buy | 470 | 1.00 | 107.743 | 0.000 | 0.000 | ||
| 1428 | 2008.02.20 08:00 | modify | 470 | 1.00 | 107.743 | 106.643 | 108.743 | ||
| 1429 | 2008.02.20 11:40 | close | 470 | 1.00 | 107.726 | 106.643 | 108.743 | -1700.00 | 3161400.00 |
| 1430 | 2008.02.22 02:40 | sell | 471 | 1.00 | 107.526 | 0.000 | 0.000 | ||
| 1431 | 2008.02.22 02:40 | modify | 471 | 1.00 | 107.526 | 108.626 | 106.526 | ||
| 1432 | 2008.02.22 04:35 | close | 471 | 1.00 | 107.386 | 108.626 | 106.526 | 14000.00 | 3175400.00 |
| 1433 | 2008.02.22 08:10 | sell | 472 | 1.00 | 107.538 | 0.000 | 0.000 | ||
| 1434 | 2008.02.22 08:10 | modify | 472 | 1.00 | 107.538 | 108.638 | 106.538 | ||
| 1435 | 2008.02.22 08:45 | close | 472 | 1.00 | 107.443 | 108.638 | 106.538 | 9500.00 | 3184900.00 |
| 1436 | 2008.02.25 08:45 | buy | 473 | 1.00 | 107.247 | 0.000 | 0.000 | ||
| 1437 | 2008.02.25 08:45 | modify | 473 | 1.00 | 107.247 | 106.147 | 108.247 | ||
| 1438 | 2008.02.25 09:45 | close | 473 | 1.00 | 107.396 | 106.147 | 108.247 | 14900.00 | 3199800.00 |
| 1439 | 2008.02.26 05:40 | buy | 474 | 1.00 | 107.881 | 0.000 | 0.000 | ||
| 1440 | 2008.02.26 05:40 | modify | 474 | 1.00 | 107.881 | 106.781 | 108.881 | ||
| 1441 | 2008.02.26 08:50 | close | 474 | 1.00 | 107.994 | 106.781 | 108.881 | 11300.00 | 3211100.00 |
| 1442 | 2008.03.03 06:55 | sell | 475 | 1.00 | 103.266 | 0.000 | 0.000 | ||
| 1443 | 2008.03.03 06:55 | modify | 475 | 1.00 | 103.266 | 104.366 | 102.266 | ||
| 1444 | 2008.03.03 08:05 | close | 475 | 1.00 | 103.066 | 104.366 | 102.266 | 20000.00 | 3231100.00 |
| 1445 | 2008.03.03 11:55 | sell | 476 | 1.00 | 103.155 | 0.000 | 0.000 | ||
| 1446 | 2008.03.03 11:55 | modify | 476 | 1.00 | 103.155 | 104.255 | 102.155 | ||
| 1447 | 2008.03.03 12:50 | close | 476 | 1.00 | 102.966 | 104.255 | 102.155 | 18900.00 | 3250000.00 |
| 1448 | 2008.03.03 21:50 | buy | 477 | 1.00 | 103.227 | 0.000 | 0.000 | ||
| 1449 | 2008.03.03 21:50 | modify | 477 | 1.00 | 103.227 | 102.127 | 104.227 | ||
| 1450 | 2008.03.03 23:25 | close | 477 | 1.00 | 103.329 | 102.127 | 104.227 | 10200.00 | 3260200.00 |
| 1451 | 2008.03.04 09:40 | buy | 478 | 1.00 | 103.115 | 0.000 | 0.000 | ||
| 1452 | 2008.03.04 09:40 | modify | 478 | 1.00 | 103.115 | 102.015 | 104.115 | ||
| 1453 | 2008.03.04 10:40 | close | 478 | 1.00 | 103.325 | 102.015 | 104.115 | 21000.00 | 3281200.00 |
| 1454 | 2008.03.05 15:25 | buy | 479 | 1.00 | 103.534 | 0.000 | 0.000 | ||
| 1455 | 2008.03.05 15:25 | modify | 479 | 1.00 | 103.534 | 102.434 | 104.534 | ||
| 1456 | 2008.03.05 17:05 | close | 479 | 1.00 | 103.884 | 102.434 | 104.534 | 35000.00 | 3316200.00 |
| 1457 | 2008.03.06 02:20 | buy | 480 | 1.00 | 103.814 | 0.000 | 0.000 | ||
| 1458 | 2008.03.06 02:20 | modify | 480 | 1.00 | 103.814 | 102.714 | 104.814 | ||
| 1459 | 2008.03.06 04:50 | close | 480 | 1.00 | 103.867 | 102.714 | 104.814 | 5300.00 | 3321500.00 |
| 1460 | 2008.03.06 08:05 | buy | 481 | 1.00 | 103.810 | 0.000 | 0.000 | ||
| 1461 | 2008.03.06 08:05 | modify | 481 | 1.00 | 103.810 | 102.710 | 104.810 | ||
| 1462 | 2008.03.06 16:10 | modify | 481 | 1.00 | 103.810 | 102.710 | 103.410 | ||
| 1463 | 2008.03.06 21:50 | close | 481 | 1.00 | 103.024 | 102.710 | 103.410 | -78600.00 | 3242900.00 |
| 1464 | 2008.03.12 03:40 | buy | 482 | 1.00 | 103.165 | 0.000 | 0.000 | ||
| 1465 | 2008.03.12 03:40 | modify | 482 | 1.00 | 103.165 | 102.065 | 104.165 | ||
| 1466 | 2008.03.12 09:55 | close | 482 | 1.00 | 103.044 | 102.065 | 104.165 | -12100.00 | 3230800.00 |
| 1467 | 2008.03.13 15:45 | sell | 483 | 1.00 | 100.706 | 0.000 | 0.000 | ||
| 1468 | 2008.03.13 15:45 | modify | 483 | 1.00 | 100.706 | 101.806 | 99.706 | ||
| 1469 | 2008.03.13 16:15 | close | 483 | 1.00 | 100.450 | 101.806 | 99.706 | 25600.00 | 3256400.00 |
| 1470 | 2008.03.13 20:30 | sell | 484 | 1.00 | 101.111 | 0.000 | 0.000 | ||
| 1471 | 2008.03.13 20:30 | modify | 484 | 1.00 | 101.111 | 102.211 | 100.111 | ||
| 1472 | 2008.03.13 20:50 | close | 484 | 1.00 | 100.941 | 102.211 | 100.111 | 17000.00 | 3273400.00 |
| 1473 | 2008.03.14 07:05 | buy | 485 | 1.00 | 100.396 | 0.000 | 0.000 | ||
| 1474 | 2008.03.14 07:05 | modify | 485 | 1.00 | 100.396 | 99.296 | 101.396 | ||
| 1475 | 2008.03.14 09:10 | close | 485 | 1.00 | 100.331 | 99.296 | 101.396 | -6500.00 | 3266900.00 |
| 1476 | 2008.03.19 03:10 | buy | 486 | 1.00 | 99.611 | 0.000 | 0.000 | ||
| 1477 | 2008.03.19 03:10 | modify | 486 | 1.00 | 99.611 | 98.511 | 100.611 | ||
| 1478 | 2008.03.19 03:15 | close | 486 | 1.00 | 99.458 | 98.511 | 100.611 | -15300.00 | 3251600.00 |
| 1479 | 2008.03.19 06:20 | buy | 487 | 1.00 | 99.376 | 0.000 | 0.000 | ||
| 1480 | 2008.03.19 06:20 | modify | 487 | 1.00 | 99.376 | 98.276 | 100.376 | ||
| 1481 | 2008.03.19 06:25 | close | 487 | 1.00 | 99.580 | 98.276 | 100.376 | 20400.00 | 3272000.00 |
| 1482 | 2008.03.19 08:15 | buy | 488 | 1.00 | 98.884 | 0.000 | 0.000 | ||
| 1483 | 2008.03.19 08:15 | modify | 488 | 1.00 | 98.884 | 97.784 | 99.884 | ||
| 1484 | 2008.03.19 08:45 | close | 488 | 1.00 | 99.062 | 97.784 | 99.884 | 17800.00 | 3289800.00 |
| 1485 | 2008.03.19 11:30 | buy | 489 | 1.00 | 98.590 | 0.000 | 0.000 | ||
| 1486 | 2008.03.19 11:30 | modify | 489 | 1.00 | 98.590 | 97.490 | 99.590 | ||
| 1487 | 2008.03.19 13:40 | close | 489 | 1.00 | 98.659 | 97.490 | 99.590 | 6900.00 | 3296700.00 |
| 1488 | 2008.03.20 15:30 | buy | 490 | 1.00 | 99.307 | 0.000 | 0.000 | ||
| 1489 | 2008.03.20 15:30 | modify | 490 | 1.00 | 99.307 | 98.207 | 100.307 | ||
| 1490 | 2008.03.20 18:45 | modify | 490 | 1.00 | 99.307 | 98.207 | 98.907 | ||
| 1491 | 2008.03.20 19:03 | t/p | 490 | 1.00 | 98.912 | 98.207 | 98.907 | -39500.00 | 3257200.00 |
| 1492 | 2008.03.24 14:00 | buy | 491 | 1.00 | 99.781 | 0.000 | 0.000 | ||
| 1493 | 2008.03.24 14:00 | modify | 491 | 1.00 | 99.781 | 98.681 | 100.781 | ||
| 1494 | 2008.03.24 16:00 | close | 491 | 1.00 | 99.755 | 98.681 | 100.781 | -2600.00 | 3254600.00 |
| 1495 | 2008.03.25 00:55 | buy | 492 | 1.00 | 100.576 | 0.000 | 0.000 | ||
| 1496 | 2008.03.25 00:55 | modify | 492 | 1.00 | 100.576 | 99.476 | 101.576 | ||
| 1497 | 2008.03.25 01:40 | close | 492 | 1.00 | 100.728 | 99.476 | 101.576 | 15200.00 | 3269800.00 |
| 1498 | 2008.03.25 05:35 | buy | 493 | 1.00 | 100.535 | 0.000 | 0.000 | ||
| 1499 | 2008.03.25 05:35 | modify | 493 | 1.00 | 100.535 | 99.435 | 101.535 | ||
| 1500 | 2008.03.25 10:05 | close | 493 | 1.00 | 100.390 | 99.435 | 101.535 | -14500.00 | 3255300.00 |