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 |
| 1501 | 2008.03.26 09:05 | sell | 494 | 1.00 | 100.111 | 0.000 | 0.000 | ||
| 1502 | 2008.03.26 09:05 | modify | 494 | 1.00 | 100.111 | 101.211 | 99.111 | ||
| 1503 | 2008.03.26 11:30 | close | 494 | 1.00 | 99.986 | 101.211 | 99.111 | 12500.00 | 3267800.00 |
| 1504 | 2008.03.27 09:40 | sell | 495 | 1.00 | 99.115 | 0.000 | 0.000 | ||
| 1505 | 2008.03.27 09:40 | modify | 495 | 1.00 | 99.115 | 100.215 | 98.115 | ||
| 1506 | 2008.03.27 14:20 | close | 495 | 1.00 | 99.290 | 100.215 | 98.115 | -17500.00 | 3250300.00 |
| 1507 | 2008.03.31 03:00 | sell | 496 | 1.00 | 99.352 | 0.000 | 0.000 | ||
| 1508 | 2008.03.31 03:00 | modify | 496 | 1.00 | 99.352 | 100.452 | 98.352 | ||
| 1509 | 2008.03.31 03:55 | modify | 496 | 1.00 | 99.352 | 100.452 | 99.752 | ||
| 1510 | 2008.03.31 07:12 | t/p | 496 | 1.00 | 99.748 | 100.452 | 99.752 | -39600.00 | 3210700.00 |
| 1511 | 2008.04.01 09:00 | buy | 497 | 1.00 | 99.613 | 0.000 | 0.000 | ||
| 1512 | 2008.04.01 09:00 | modify | 497 | 1.00 | 99.613 | 98.513 | 100.613 | ||
| 1513 | 2008.04.01 09:25 | close | 497 | 1.00 | 100.082 | 98.513 | 100.613 | 46900.00 | 3257600.00 |
| 1514 | 2008.04.02 03:00 | buy | 498 | 1.00 | 101.542 | 0.000 | 0.000 | ||
| 1515 | 2008.04.02 03:00 | modify | 498 | 1.00 | 101.542 | 100.442 | 102.542 | ||
| 1516 | 2008.04.02 03:25 | close | 498 | 1.00 | 101.718 | 100.442 | 102.542 | 17600.00 | 3275200.00 |
| 1517 | 2008.04.04 02:15 | sell | 499 | 1.00 | 102.415 | 0.000 | 0.000 | ||
| 1518 | 2008.04.04 02:15 | modify | 499 | 1.00 | 102.415 | 103.515 | 101.415 | ||
| 1519 | 2008.04.04 03:20 | close | 499 | 1.00 | 102.304 | 103.515 | 101.415 | 11100.00 | 3286300.00 |
| 1520 | 2008.04.04 04:15 | sell | 500 | 1.00 | 102.557 | 0.000 | 0.000 | ||
| 1521 | 2008.04.04 04:15 | modify | 500 | 1.00 | 102.557 | 103.657 | 101.557 | ||
| 1522 | 2008.04.04 09:45 | close | 500 | 1.00 | 102.464 | 103.657 | 101.557 | 9300.00 | 3295600.00 |
| 1523 | 2008.04.09 06:50 | buy | 501 | 1.00 | 102.433 | 0.000 | 0.000 | ||
| 1524 | 2008.04.09 06:50 | modify | 501 | 1.00 | 102.433 | 101.333 | 103.433 | ||
| 1525 | 2008.04.09 08:50 | close | 501 | 1.00 | 102.431 | 101.333 | 103.433 | -200.00 | 3295400.00 |
| 1526 | 2008.04.09 13:40 | sell | 502 | 1.00 | 102.537 | 0.000 | 0.000 | ||
| 1527 | 2008.04.09 13:40 | modify | 502 | 1.00 | 102.537 | 103.637 | 101.537 | ||
| 1528 | 2008.04.09 15:50 | close | 502 | 1.00 | 102.434 | 103.637 | 101.537 | 10300.00 | 3305700.00 |
| 1529 | 2008.04.11 10:35 | buy | 503 | 1.00 | 101.585 | 0.000 | 0.000 | ||
| 1530 | 2008.04.11 10:35 | modify | 503 | 1.00 | 101.585 | 100.485 | 102.585 | ||
| 1531 | 2008.04.11 10:55 | close | 503 | 1.00 | 101.767 | 100.485 | 102.585 | 18200.00 | 3323900.00 |
| 1532 | 2008.04.14 19:55 | sell | 504 | 1.00 | 101.133 | 0.000 | 0.000 | ||
| 1533 | 2008.04.14 19:55 | modify | 504 | 1.00 | 101.133 | 102.233 | 100.133 | ||
| 1534 | 2008.04.14 20:35 | close | 504 | 1.00 | 100.978 | 102.233 | 100.133 | 15500.00 | 3339400.00 |
| 1535 | 2008.04.15 08:40 | buy | 505 | 1.00 | 101.090 | 0.000 | 0.000 | ||
| 1536 | 2008.04.15 08:40 | modify | 505 | 1.00 | 101.090 | 99.990 | 102.090 | ||
| 1537 | 2008.04.15 14:40 | close | 505 | 1.00 | 101.110 | 99.990 | 102.090 | 2000.00 | 3341400.00 |
| 1538 | 2008.04.16 05:40 | buy | 506 | 1.00 | 101.622 | 0.000 | 0.000 | ||
| 1539 | 2008.04.16 05:40 | modify | 506 | 1.00 | 101.622 | 100.522 | 102.622 | ||
| 1540 | 2008.04.16 10:15 | close | 506 | 1.00 | 101.712 | 100.522 | 102.622 | 9000.00 | 3350400.00 |
| 1541 | 2008.04.18 20:40 | buy | 507 | 1.00 | 104.121 | 0.000 | 0.000 | ||
| 1542 | 2008.04.18 20:40 | modify | 507 | 1.00 | 104.121 | 103.021 | 105.121 | ||
| 1543 | 2008.04.18 20:45 | close | 507 | 1.00 | 104.052 | 103.021 | 105.121 | -6900.00 | 3343500.00 |
| 1544 | 2008.04.18 21:25 | buy | 508 | 1.00 | 103.967 | 0.000 | 0.000 | ||
| 1545 | 2008.04.18 21:25 | modify | 508 | 1.00 | 103.967 | 102.867 | 104.967 | ||
| 1546 | 2008.04.18 21:30 | close | 508 | 1.00 | 103.865 | 102.867 | 104.967 | -10200.00 | 3333300.00 |
| 1547 | 2008.04.22 08:35 | sell | 509 | 1.00 | 103.220 | 0.000 | 0.000 | ||
| 1548 | 2008.04.22 08:35 | modify | 509 | 1.00 | 103.220 | 104.320 | 102.220 | ||
| 1549 | 2008.04.22 08:45 | close | 509 | 1.00 | 103.054 | 104.320 | 102.220 | 16600.00 | 3349900.00 |
| 1550 | 2008.04.24 00:15 | buy | 510 | 1.00 | 103.347 | 0.000 | 0.000 | ||
| 1551 | 2008.04.24 00:15 | modify | 510 | 1.00 | 103.347 | 102.247 | 104.347 | ||
| 1552 | 2008.04.24 04:30 | close | 510 | 1.00 | 103.509 | 102.247 | 104.347 | 16200.00 | 3366100.00 |
| 1553 | 2008.04.25 06:25 | buy | 511 | 1.00 | 104.135 | 0.000 | 0.000 | ||
| 1554 | 2008.04.25 06:25 | modify | 511 | 1.00 | 104.135 | 103.035 | 105.135 | ||
| 1555 | 2008.04.25 07:05 | close | 511 | 1.00 | 104.281 | 103.035 | 105.135 | 14600.00 | 3380700.00 |
| 1556 | 2008.04.29 21:50 | sell | 512 | 1.00 | 103.905 | 0.000 | 0.000 | ||
| 1557 | 2008.04.29 21:50 | modify | 512 | 1.00 | 103.905 | 105.005 | 102.905 | ||
| 1558 | 2008.04.30 01:55 | close | 512 | 1.00 | 103.968 | 105.005 | 102.905 | -6300.00 | 3374400.00 |
| 1559 | 2008.04.30 22:00 | buy | 513 | 1.00 | 103.912 | 0.000 | 0.000 | ||
| 1560 | 2008.04.30 22:00 | modify | 513 | 1.00 | 103.912 | 102.812 | 104.912 | ||
| 1561 | 2008.05.01 06:20 | close | 513 | 1.00 | 103.755 | 102.812 | 104.912 | -15700.00 | 3358700.00 |
| 1562 | 2008.05.01 10:35 | sell | 514 | 1.00 | 103.965 | 0.000 | 0.000 | ||
| 1563 | 2008.05.01 10:35 | modify | 514 | 1.00 | 103.965 | 105.065 | 102.965 | ||
| 1564 | 2008.05.01 15:50 | close | 514 | 1.00 | 103.984 | 105.065 | 102.965 | -1900.00 | 3356800.00 |
| 1565 | 2008.05.05 05:55 | buy | 515 | 1.00 | 105.233 | 0.000 | 0.000 | ||
| 1566 | 2008.05.05 05:55 | modify | 515 | 1.00 | 105.233 | 104.133 | 106.233 | ||
| 1567 | 2008.05.05 16:00 | close | 515 | 1.00 | 105.148 | 104.133 | 106.233 | -8500.00 | 3348300.00 |
| 1568 | 2008.05.06 07:45 | sell | 516 | 1.00 | 104.843 | 0.000 | 0.000 | ||
| 1569 | 2008.05.06 07:45 | modify | 516 | 1.00 | 104.843 | 105.943 | 103.843 | ||
| 1570 | 2008.05.06 11:35 | close | 516 | 1.00 | 104.845 | 105.943 | 103.843 | -200.00 | 3348100.00 |
| 1571 | 2008.05.06 19:05 | sell | 517 | 1.00 | 104.647 | 0.000 | 0.000 | ||
| 1572 | 2008.05.06 19:05 | modify | 517 | 1.00 | 104.647 | 105.747 | 103.647 | ||
| 1573 | 2008.05.07 01:50 | close | 517 | 1.00 | 104.701 | 105.747 | 103.647 | -5400.00 | 3342700.00 |
| 1574 | 2008.05.08 13:55 | sell | 518 | 1.00 | 104.286 | 0.000 | 0.000 | ||
| 1575 | 2008.05.08 13:55 | modify | 518 | 1.00 | 104.286 | 105.386 | 103.286 | ||
| 1576 | 2008.05.08 15:00 | close | 518 | 1.00 | 104.121 | 105.386 | 103.286 | 16500.00 | 3359200.00 |
| 1577 | 2008.05.12 17:05 | buy | 519 | 1.00 | 103.495 | 0.000 | 0.000 | ||
| 1578 | 2008.05.12 17:05 | modify | 519 | 1.00 | 103.495 | 102.395 | 104.495 | ||
| 1579 | 2008.05.12 17:50 | close | 519 | 1.00 | 103.688 | 102.395 | 104.495 | 19300.00 | 3378500.00 |
| 1580 | 2008.05.19 03:10 | sell | 520 | 1.00 | 104.225 | 0.000 | 0.000 | ||
| 1581 | 2008.05.19 03:10 | modify | 520 | 1.00 | 104.225 | 105.325 | 103.225 | ||
| 1582 | 2008.05.19 04:10 | close | 520 | 1.00 | 104.074 | 105.325 | 103.225 | 15100.00 | 3393600.00 |
| 1583 | 2008.05.19 21:30 | buy | 521 | 1.00 | 104.234 | 0.000 | 0.000 | ||
| 1584 | 2008.05.19 21:30 | modify | 521 | 1.00 | 104.234 | 103.134 | 105.234 | ||
| 1585 | 2008.05.20 01:45 | close | 521 | 1.00 | 104.368 | 103.134 | 105.234 | 13400.00 | 3407000.00 |
| 1586 | 2008.05.20 04:05 | buy | 522 | 1.00 | 104.227 | 0.000 | 0.000 | ||
| 1587 | 2008.05.20 04:05 | modify | 522 | 1.00 | 104.227 | 103.127 | 105.227 | ||
| 1588 | 2008.05.20 15:00 | close | 522 | 1.00 | 104.129 | 103.127 | 105.227 | -9800.00 | 3397200.00 |
| 1589 | 2008.05.30 15:35 | sell | 523 | 1.00 | 105.680 | 0.000 | 0.000 | ||
| 1590 | 2008.05.30 15:35 | modify | 523 | 1.00 | 105.680 | 106.780 | 104.680 | ||
| 1591 | 2008.05.30 17:05 | close | 523 | 1.00 | 105.491 | 106.780 | 104.680 | 18900.00 | 3416100.00 |
| 1592 | 2008.06.02 22:55 | sell | 524 | 1.00 | 104.582 | 0.000 | 0.000 | ||
| 1593 | 2008.06.02 22:55 | modify | 524 | 1.00 | 104.582 | 105.682 | 103.582 | ||
| 1594 | 2008.06.03 00:00 | close | 524 | 1.00 | 104.433 | 105.682 | 103.582 | 14900.00 | 3431000.00 |
| 1595 | 2008.06.03 04:45 | sell | 525 | 1.00 | 104.591 | 0.000 | 0.000 | ||
| 1596 | 2008.06.03 04:45 | modify | 525 | 1.00 | 104.591 | 105.691 | 103.591 | ||
| 1597 | 2008.06.03 07:10 | close | 525 | 1.00 | 104.510 | 105.691 | 103.591 | 8100.00 | 3439100.00 |
| 1598 | 2008.06.03 13:10 | sell | 526 | 1.00 | 104.465 | 0.000 | 0.000 | ||
| 1599 | 2008.06.03 13:10 | modify | 526 | 1.00 | 104.465 | 105.565 | 103.465 | ||
| 1600 | 2008.06.03 13:40 | close | 526 | 1.00 | 104.286 | 105.565 | 103.465 | 17900.00 | 3457000.00 |
| 1601 | 2008.06.04 10:40 | buy | 527 | 1.00 | 104.831 | 0.000 | 0.000 | ||
| 1602 | 2008.06.04 10:40 | modify | 527 | 1.00 | 104.831 | 103.731 | 105.831 | ||
| 1603 | 2008.06.04 15:20 | close | 527 | 1.00 | 104.862 | 103.731 | 105.831 | 3100.00 | 3460100.00 |
| 1604 | 2008.06.05 21:10 | buy | 528 | 1.00 | 105.769 | 0.000 | 0.000 | ||
| 1605 | 2008.06.05 21:10 | modify | 528 | 1.00 | 105.769 | 104.669 | 106.769 | ||
| 1606 | 2008.06.05 22:40 | close | 528 | 1.00 | 105.906 | 104.669 | 106.769 | 13700.00 | 3473800.00 |
| 1607 | 2008.06.09 03:15 | sell | 529 | 1.00 | 105.009 | 0.000 | 0.000 | ||
| 1608 | 2008.06.09 03:15 | modify | 529 | 1.00 | 105.009 | 106.109 | 104.009 | ||
| 1609 | 2008.06.09 08:50 | close | 529 | 1.00 | 105.159 | 106.109 | 104.009 | -15000.00 | 3458800.00 |
| 1610 | 2008.06.12 03:55 | sell | 530 | 1.00 | 107.033 | 0.000 | 0.000 | ||
| 1611 | 2008.06.12 03:55 | modify | 530 | 1.00 | 107.033 | 108.133 | 106.033 | ||
| 1612 | 2008.06.12 12:50 | modify | 530 | 1.00 | 107.033 | 108.133 | 107.433 | ||
| 1613 | 2008.06.12 21:05 | close | 530 | 1.00 | 107.779 | 108.133 | 107.433 | -74600.00 | 3384200.00 |
| 1614 | 2008.06.19 11:50 | sell | 531 | 1.00 | 107.843 | 0.000 | 0.000 | ||
| 1615 | 2008.06.19 11:50 | modify | 531 | 1.00 | 107.843 | 108.943 | 106.843 | ||
| 1616 | 2008.06.19 13:40 | close | 531 | 1.00 | 107.688 | 108.943 | 106.843 | 15500.00 | 3399700.00 |
| 1617 | 2008.06.30 14:25 | sell | 532 | 1.00 | 105.680 | 0.000 | 0.000 | ||
| 1618 | 2008.06.30 14:25 | modify | 532 | 1.00 | 105.680 | 106.780 | 104.680 | ||
| 1619 | 2008.06.30 14:45 | close | 532 | 1.00 | 105.485 | 106.780 | 104.680 | 19500.00 | 3419200.00 |
| 1620 | 2008.06.30 17:55 | sell | 533 | 1.00 | 106.105 | 0.000 | 0.000 | ||
| 1621 | 2008.06.30 17:55 | modify | 533 | 1.00 | 106.105 | 107.205 | 105.105 | ||
| 1622 | 2008.06.30 20:30 | close | 533 | 1.00 | 106.085 | 107.205 | 105.105 | 2000.00 | 3421200.00 |
| 1623 | 2008.07.01 08:30 | buy | 534 | 1.00 | 105.818 | 0.000 | 0.000 | ||
| 1624 | 2008.07.01 08:30 | modify | 534 | 1.00 | 105.818 | 104.718 | 106.818 | ||
| 1625 | 2008.07.01 10:10 | close | 534 | 1.00 | 106.060 | 104.718 | 106.818 | 24200.00 | 3445400.00 |
| 1626 | 2008.07.01 17:05 | sell | 535 | 1.00 | 105.852 | 0.000 | 0.000 | ||
| 1627 | 2008.07.01 17:05 | modify | 535 | 1.00 | 105.852 | 106.952 | 104.852 | ||
| 1628 | 2008.07.01 17:15 | close | 535 | 1.00 | 105.611 | 106.952 | 104.852 | 24100.00 | 3469500.00 |
| 1629 | 2008.07.02 04:30 | buy | 536 | 1.00 | 105.894 | 0.000 | 0.000 | ||
| 1630 | 2008.07.02 04:30 | modify | 536 | 1.00 | 105.894 | 104.794 | 106.894 | ||
| 1631 | 2008.07.02 09:30 | close | 536 | 1.00 | 106.105 | 104.794 | 106.894 | 21100.00 | 3490600.00 |
| 1632 | 2008.07.02 15:20 | buy | 537 | 1.00 | 106.239 | 0.000 | 0.000 | ||
| 1633 | 2008.07.02 15:20 | modify | 537 | 1.00 | 106.239 | 105.139 | 107.239 | ||
| 1634 | 2008.07.02 15:25 | close | 537 | 1.00 | 106.294 | 105.139 | 107.239 | 5500.00 | 3496100.00 |
| 1635 | 2008.07.02 15:55 | buy | 538 | 1.00 | 106.128 | 0.000 | 0.000 | ||
| 1636 | 2008.07.02 15:55 | modify | 538 | 1.00 | 106.128 | 105.028 | 107.128 | ||
| 1637 | 2008.07.02 20:50 | close | 538 | 1.00 | 106.095 | 105.028 | 107.128 | -3300.00 | 3492800.00 |
| 1638 | 2008.07.08 05:25 | sell | 539 | 1.00 | 107.224 | 0.000 | 0.000 | ||
| 1639 | 2008.07.08 05:25 | modify | 539 | 1.00 | 107.224 | 108.324 | 106.224 | ||
| 1640 | 2008.07.08 06:05 | close | 539 | 1.00 | 107.071 | 108.324 | 106.224 | 15300.00 | 3508100.00 |
| 1641 | 2008.07.08 14:25 | sell | 540 | 1.00 | 106.894 | 0.000 | 0.000 | ||
| 1642 | 2008.07.08 14:25 | modify | 540 | 1.00 | 106.894 | 107.994 | 105.894 | ||
| 1643 | 2008.07.08 19:35 | modify | 540 | 1.00 | 106.894 | 107.994 | 107.294 | ||
| 1644 | 2008.07.09 03:50 | close | 540 | 1.00 | 107.415 | 107.994 | 107.294 | -52100.00 | 3456000.00 |
| 1645 | 2008.07.09 07:10 | buy | 541 | 1.00 | 107.375 | 0.000 | 0.000 | ||
| 1646 | 2008.07.09 07:10 | modify | 541 | 1.00 | 107.375 | 106.275 | 108.375 | ||
| 1647 | 2008.07.09 09:20 | close | 541 | 1.00 | 107.322 | 106.275 | 108.375 | -5300.00 | 3450700.00 |
| 1648 | 2008.07.11 03:10 | buy | 542 | 1.00 | 106.954 | 0.000 | 0.000 | ||
| 1649 | 2008.07.11 03:10 | modify | 542 | 1.00 | 106.954 | 105.854 | 107.954 | ||
| 1650 | 2008.07.11 05:00 | close | 542 | 1.00 | 107.063 | 105.854 | 107.954 | 10900.00 | 3461600.00 |