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 |
| 1651 | 2008.07.11 21:05 | sell | 543 | 1.00 | 106.389 | 0.000 | 0.000 | ||
| 1652 | 2008.07.11 21:05 | modify | 543 | 1.00 | 106.389 | 107.489 | 105.389 | ||
| 1653 | 2008.07.11 23:00 | close | 543 | 1.00 | 106.400 | 107.489 | 105.389 | -1100.00 | 3460500.00 |
| 1654 | 2008.07.14 03:00 | sell | 544 | 1.00 | 106.578 | 0.000 | 0.000 | ||
| 1655 | 2008.07.14 03:00 | modify | 544 | 1.00 | 106.578 | 107.678 | 105.578 | ||
| 1656 | 2008.07.14 05:40 | close | 544 | 1.00 | 106.504 | 107.678 | 105.578 | 7400.00 | 3467900.00 |
| 1657 | 2008.07.16 17:55 | sell | 545 | 1.00 | 104.829 | 0.000 | 0.000 | ||
| 1658 | 2008.07.16 17:55 | modify | 545 | 1.00 | 104.829 | 105.929 | 103.829 | ||
| 1659 | 2008.07.16 18:40 | close | 545 | 1.00 | 104.676 | 105.929 | 103.829 | 15300.00 | 3483200.00 |
| 1660 | 2008.07.17 03:15 | buy | 546 | 1.00 | 105.002 | 0.000 | 0.000 | ||
| 1661 | 2008.07.17 03:15 | modify | 546 | 1.00 | 105.002 | 103.902 | 106.002 | ||
| 1662 | 2008.07.17 07:40 | close | 546 | 1.00 | 104.942 | 103.902 | 106.002 | -6000.00 | 3477200.00 |
| 1663 | 2008.07.18 07:40 | buy | 547 | 1.00 | 106.266 | 0.000 | 0.000 | ||
| 1664 | 2008.07.18 07:40 | modify | 547 | 1.00 | 106.266 | 105.166 | 107.266 | ||
| 1665 | 2008.07.18 10:30 | close | 547 | 1.00 | 106.318 | 105.166 | 107.266 | 5200.00 | 3482400.00 |
| 1666 | 2008.07.22 08:00 | sell | 548 | 1.00 | 106.486 | 0.000 | 0.000 | ||
| 1667 | 2008.07.22 08:00 | modify | 548 | 1.00 | 106.486 | 107.586 | 105.486 | ||
| 1668 | 2008.07.22 11:10 | close | 548 | 1.00 | 106.427 | 107.586 | 105.486 | 5900.00 | 3488300.00 |
| 1669 | 2008.07.22 15:35 | sell | 549 | 1.00 | 106.667 | 0.000 | 0.000 | ||
| 1670 | 2008.07.22 15:35 | modify | 549 | 1.00 | 106.667 | 107.767 | 105.667 | ||
| 1671 | 2008.07.22 19:25 | modify | 549 | 1.00 | 106.667 | 107.767 | 107.067 | ||
| 1672 | 2008.07.23 01:45 | close | 549 | 1.00 | 107.222 | 107.767 | 107.067 | -55500.00 | 3432800.00 |
| 1673 | 2008.07.25 11:30 | sell | 550 | 1.00 | 107.041 | 0.000 | 0.000 | ||
| 1674 | 2008.07.25 11:30 | modify | 550 | 1.00 | 107.041 | 108.141 | 106.041 | ||
| 1675 | 2008.07.25 12:25 | close | 550 | 1.00 | 106.884 | 108.141 | 106.041 | 15700.00 | 3448500.00 |
| 1676 | 2008.07.25 13:15 | sell | 551 | 1.00 | 107.300 | 0.000 | 0.000 | ||
| 1677 | 2008.07.25 13:15 | modify | 551 | 1.00 | 107.300 | 108.400 | 106.300 | ||
| 1678 | 2008.07.25 18:00 | modify | 551 | 1.00 | 107.300 | 108.400 | 107.700 | ||
| 1679 | 2008.07.25 23:00 | close | 551 | 1.00 | 107.900 | 108.400 | 107.700 | -60000.00 | 3388500.00 |
| 1680 | 2008.07.29 09:10 | sell | 552 | 1.00 | 107.507 | 0.000 | 0.000 | ||
| 1681 | 2008.07.29 09:10 | modify | 552 | 1.00 | 107.507 | 108.607 | 106.507 | ||
| 1682 | 2008.07.29 17:05 | modify | 552 | 1.00 | 107.507 | 108.607 | 107.907 | ||
| 1683 | 2008.07.29 21:15 | close | 552 | 1.00 | 108.083 | 108.607 | 107.907 | -57600.00 | 3330900.00 |
| 1684 | 2008.07.30 06:30 | buy | 553 | 1.00 | 107.915 | 0.000 | 0.000 | ||
| 1685 | 2008.07.30 06:30 | modify | 553 | 1.00 | 107.915 | 106.815 | 108.915 | ||
| 1686 | 2008.07.30 07:55 | close | 553 | 1.00 | 107.972 | 106.815 | 108.915 | 5700.00 | 3336600.00 |
| 1687 | 2008.07.30 15:40 | sell | 554 | 1.00 | 108.171 | 0.000 | 0.000 | ||
| 1688 | 2008.07.30 15:40 | modify | 554 | 1.00 | 108.171 | 109.271 | 107.171 | ||
| 1689 | 2008.07.30 19:10 | close | 554 | 1.00 | 108.131 | 109.271 | 107.171 | 4000.00 | 3340600.00 |
| 1690 | 2008.08.05 17:05 | sell | 555 | 1.00 | 108.148 | 0.000 | 0.000 | ||
| 1691 | 2008.08.05 17:05 | modify | 555 | 1.00 | 108.148 | 109.248 | 107.148 | ||
| 1692 | 2008.08.05 21:20 | close | 555 | 1.00 | 108.223 | 109.248 | 107.148 | -7500.00 | 3333100.00 |
| 1693 | 2008.08.11 02:35 | buy | 556 | 1.00 | 109.909 | 0.000 | 0.000 | ||
| 1694 | 2008.08.11 02:35 | modify | 556 | 1.00 | 109.909 | 108.809 | 110.909 | ||
| 1695 | 2008.08.11 05:00 | close | 556 | 1.00 | 110.000 | 108.809 | 110.909 | 9100.00 | 3342200.00 |
| 1696 | 2008.08.11 20:30 | sell | 557 | 1.00 | 110.339 | 0.000 | 0.000 | ||
| 1697 | 2008.08.11 20:30 | modify | 557 | 1.00 | 110.339 | 111.439 | 109.339 | ||
| 1698 | 2008.08.11 21:35 | close | 557 | 1.00 | 110.095 | 111.439 | 109.339 | 24400.00 | 3366600.00 |
| 1699 | 2008.08.14 22:15 | buy | 558 | 1.00 | 109.598 | 0.000 | 0.000 | ||
| 1700 | 2008.08.14 22:15 | modify | 558 | 1.00 | 109.598 | 108.498 | 110.598 | ||
| 1701 | 2008.08.14 23:40 | close | 558 | 1.00 | 109.755 | 108.498 | 110.598 | 15700.00 | 3382300.00 |
| 1702 | 2008.08.19 08:05 | sell | 559 | 1.00 | 109.972 | 0.000 | 0.000 | ||
| 1703 | 2008.08.19 08:05 | modify | 559 | 1.00 | 109.972 | 111.072 | 108.972 | ||
| 1704 | 2008.08.19 10:05 | close | 559 | 1.00 | 109.993 | 111.072 | 108.972 | -2100.00 | 3380200.00 |
| 1705 | 2008.08.26 03:45 | sell | 560 | 1.00 | 109.481 | 0.000 | 0.000 | ||
| 1706 | 2008.08.26 03:45 | modify | 560 | 1.00 | 109.481 | 110.581 | 108.481 | ||
| 1707 | 2008.08.26 04:25 | close | 560 | 1.00 | 109.320 | 110.581 | 108.481 | 16100.00 | 3396300.00 |
| 1708 | 2008.08.26 07:20 | sell | 561 | 1.00 | 109.663 | 0.000 | 0.000 | ||
| 1709 | 2008.08.26 07:20 | modify | 561 | 1.00 | 109.663 | 110.763 | 108.663 | ||
| 1710 | 2008.08.26 12:05 | close | 561 | 1.00 | 109.724 | 110.763 | 108.663 | -6100.00 | 3390200.00 |
| 1711 | 2008.08.26 15:30 | buy | 562 | 1.00 | 109.627 | 0.000 | 0.000 | ||
| 1712 | 2008.08.26 15:30 | modify | 562 | 1.00 | 109.627 | 108.527 | 110.627 | ||
| 1713 | 2008.08.26 17:35 | close | 562 | 1.00 | 109.856 | 108.527 | 110.627 | 22900.00 | 3413100.00 |
| 1714 | 2008.08.26 21:25 | buy | 563 | 1.00 | 109.606 | 0.000 | 0.000 | ||
| 1715 | 2008.08.26 21:25 | modify | 563 | 1.00 | 109.606 | 108.506 | 110.606 | ||
| 1716 | 2008.08.27 01:05 | close | 563 | 1.00 | 109.688 | 108.506 | 110.606 | 8200.00 | 3421300.00 |
| 1717 | 2008.08.27 15:35 | sell | 564 | 1.00 | 109.302 | 0.000 | 0.000 | ||
| 1718 | 2008.08.27 15:35 | modify | 564 | 1.00 | 109.302 | 110.402 | 108.302 | ||
| 1719 | 2008.08.27 21:20 | close | 564 | 1.00 | 109.669 | 110.402 | 108.302 | -36700.00 | 3384600.00 |
| 1720 | 2008.08.27 23:20 | buy | 565 | 1.00 | 109.530 | 0.000 | 0.000 | ||
| 1721 | 2008.08.27 23:20 | modify | 565 | 1.00 | 109.530 | 108.430 | 110.530 | ||
| 1722 | 2008.08.28 04:00 | close | 565 | 1.00 | 109.559 | 108.430 | 110.530 | 2900.00 | 3387500.00 |
| 1723 | 2008.08.29 04:25 | buy | 566 | 1.00 | 109.226 | 0.000 | 0.000 | ||
| 1724 | 2008.08.29 04:25 | modify | 566 | 1.00 | 109.226 | 108.126 | 110.226 | ||
| 1725 | 2008.08.29 08:45 | close | 566 | 1.00 | 109.133 | 108.126 | 110.226 | -9300.00 | 3378200.00 |
| 1726 | 2008.09.02 17:40 | buy | 567 | 1.00 | 108.648 | 0.000 | 0.000 | ||
| 1727 | 2008.09.02 17:40 | modify | 567 | 1.00 | 108.648 | 107.548 | 109.648 | ||
| 1728 | 2008.09.02 18:00 | close | 567 | 1.00 | 108.829 | 107.548 | 109.648 | 18100.00 | 3396300.00 |
| 1729 | 2008.09.03 02:55 | buy | 568 | 1.00 | 108.501 | 0.000 | 0.000 | ||
| 1730 | 2008.09.03 02:55 | modify | 568 | 1.00 | 108.501 | 107.401 | 109.501 | ||
| 1731 | 2008.09.03 03:35 | close | 568 | 1.00 | 108.702 | 107.401 | 109.501 | 20100.00 | 3416400.00 |
| 1732 | 2008.09.04 02:05 | sell | 569 | 1.00 | 108.390 | 0.000 | 0.000 | ||
| 1733 | 2008.09.04 02:05 | modify | 569 | 1.00 | 108.390 | 109.490 | 107.390 | ||
| 1734 | 2008.09.04 03:35 | close | 569 | 1.00 | 108.239 | 109.490 | 107.390 | 15100.00 | 3431500.00 |
| 1735 | 2008.09.05 04:35 | sell | 570 | 1.00 | 107.154 | 0.000 | 0.000 | ||
| 1736 | 2008.09.05 04:35 | modify | 570 | 1.00 | 107.154 | 108.254 | 106.154 | ||
| 1737 | 2008.09.05 05:00 | close | 570 | 1.00 | 106.997 | 108.254 | 106.154 | 15700.00 | 3447200.00 |
| 1738 | 2008.09.08 09:40 | buy | 571 | 1.00 | 108.416 | 0.000 | 0.000 | ||
| 1739 | 2008.09.08 09:40 | modify | 571 | 1.00 | 108.416 | 107.316 | 109.416 | ||
| 1740 | 2008.09.08 10:05 | close | 571 | 1.00 | 108.595 | 107.316 | 109.416 | 17900.00 | 3465100.00 |
| 1741 | 2008.09.08 18:00 | buy | 572 | 1.00 | 107.975 | 0.000 | 0.000 | ||
| 1742 | 2008.09.08 18:00 | modify | 572 | 1.00 | 107.975 | 106.875 | 108.975 | ||
| 1743 | 2008.09.08 18:10 | close | 572 | 1.00 | 108.135 | 106.875 | 108.975 | 16000.00 | 3481100.00 |
| 1744 | 2008.09.11 02:35 | buy | 573 | 1.00 | 107.364 | 0.000 | 0.000 | ||
| 1745 | 2008.09.11 02:35 | modify | 573 | 1.00 | 107.364 | 106.264 | 108.364 | ||
| 1746 | 2008.09.11 04:35 | close | 573 | 1.00 | 107.531 | 106.264 | 108.364 | 16700.00 | 3497800.00 |
| 1747 | 2008.09.12 14:10 | buy | 574 | 1.00 | 107.181 | 0.000 | 0.000 | ||
| 1748 | 2008.09.12 14:10 | modify | 574 | 1.00 | 107.181 | 106.081 | 108.181 | ||
| 1749 | 2008.09.12 17:45 | close | 574 | 1.00 | 107.384 | 106.081 | 108.181 | 20300.00 | 3518100.00 |
| 1750 | 2008.09.16 12:40 | sell | 575 | 1.00 | 104.507 | 0.000 | 0.000 | ||
| 1751 | 2008.09.16 12:40 | modify | 575 | 1.00 | 104.507 | 105.607 | 103.507 | ||
| 1752 | 2008.09.16 13:15 | close | 575 | 1.00 | 104.266 | 105.607 | 103.507 | 24100.00 | 3542200.00 |
| 1753 | 2008.09.16 17:55 | sell | 576 | 1.00 | 104.721 | 0.000 | 0.000 | ||
| 1754 | 2008.09.16 17:55 | modify | 576 | 1.00 | 104.721 | 105.821 | 103.721 | ||
| 1755 | 2008.09.16 18:25 | close | 576 | 1.00 | 104.520 | 105.821 | 103.721 | 20100.00 | 3562300.00 |
| 1756 | 2008.09.17 06:25 | buy | 577 | 1.00 | 105.816 | 0.000 | 0.000 | ||
| 1757 | 2008.09.17 06:25 | modify | 577 | 1.00 | 105.816 | 104.716 | 106.816 | ||
| 1758 | 2008.09.17 06:40 | close | 577 | 1.00 | 105.966 | 104.716 | 106.816 | 15000.00 | 3577300.00 |
| 1759 | 2008.09.17 10:45 | buy | 578 | 1.00 | 105.453 | 0.000 | 0.000 | ||
| 1760 | 2008.09.17 10:45 | modify | 578 | 1.00 | 105.453 | 104.353 | 106.453 | ||
| 1761 | 2008.09.17 11:30 | close | 578 | 1.00 | 105.608 | 104.353 | 106.453 | 15500.00 | 3592800.00 |
| 1762 | 2008.09.18 03:35 | sell | 579 | 1.00 | 104.755 | 0.000 | 0.000 | ||
| 1763 | 2008.09.18 03:35 | modify | 579 | 1.00 | 104.755 | 105.855 | 103.755 | ||
| 1764 | 2008.09.18 04:25 | close | 579 | 1.00 | 104.566 | 105.855 | 103.755 | 18900.00 | 3611700.00 |
| 1765 | 2008.09.18 09:05 | sell | 580 | 1.00 | 104.792 | 0.000 | 0.000 | ||
| 1766 | 2008.09.18 09:05 | modify | 580 | 1.00 | 104.792 | 105.892 | 103.792 | ||
| 1767 | 2008.09.18 09:15 | close | 580 | 1.00 | 104.536 | 105.892 | 103.792 | 25600.00 | 3637300.00 |
| 1768 | 2008.09.18 10:10 | sell | 581 | 1.00 | 105.127 | 0.000 | 0.000 | ||
| 1769 | 2008.09.18 10:10 | modify | 581 | 1.00 | 105.127 | 106.227 | 104.127 | ||
| 1770 | 2008.09.18 11:30 | close | 581 | 1.00 | 104.948 | 106.227 | 104.127 | 17900.00 | 3655200.00 |
| 1771 | 2008.09.19 17:50 | buy | 582 | 1.00 | 107.066 | 0.000 | 0.000 | ||
| 1772 | 2008.09.19 17:50 | modify | 582 | 1.00 | 107.066 | 105.966 | 108.066 | ||
| 1773 | 2008.09.19 19:30 | close | 582 | 1.00 | 107.265 | 105.966 | 108.066 | 19900.00 | 3675100.00 |
| 1774 | 2008.09.24 14:50 | buy | 583 | 1.00 | 105.847 | 0.000 | 0.000 | ||
| 1775 | 2008.09.24 14:50 | modify | 583 | 1.00 | 105.847 | 104.747 | 106.847 | ||
| 1776 | 2008.09.24 17:30 | close | 583 | 1.00 | 105.840 | 104.747 | 106.847 | -700.00 | 3674400.00 |
| 1777 | 2008.09.26 03:00 | buy | 584 | 1.00 | 106.036 | 0.000 | 0.000 | ||
| 1778 | 2008.09.26 03:00 | modify | 584 | 1.00 | 106.036 | 104.936 | 107.036 | ||
| 1779 | 2008.09.26 09:20 | close | 584 | 1.00 | 105.803 | 104.936 | 107.036 | -23300.00 | 3651100.00 |
| 1780 | 2008.09.26 17:30 | sell | 585 | 1.00 | 106.083 | 0.000 | 0.000 | ||
| 1781 | 2008.09.26 17:30 | modify | 585 | 1.00 | 106.083 | 107.183 | 105.083 | ||
| 1782 | 2008.09.26 17:50 | close | 585 | 1.00 | 105.913 | 107.183 | 105.083 | 17000.00 | 3668100.00 |
| 1783 | 2008.09.29 07:35 | buy | 586 | 1.00 | 106.294 | 0.000 | 0.000 | ||
| 1784 | 2008.09.29 07:35 | modify | 586 | 1.00 | 106.294 | 105.194 | 107.294 | ||
| 1785 | 2008.09.29 10:35 | close | 586 | 1.00 | 106.470 | 105.194 | 107.294 | 17600.00 | 3685700.00 |
| 1786 | 2008.09.30 10:45 | sell | 587 | 1.00 | 104.748 | 0.000 | 0.000 | ||
| 1787 | 2008.09.30 10:45 | modify | 587 | 1.00 | 104.748 | 105.848 | 103.748 | ||
| 1788 | 2008.09.30 16:25 | modify | 587 | 1.00 | 104.748 | 105.848 | 105.148 | ||
| 1789 | 2008.09.30 17:25 | s/l | 587 | 1.00 | 105.854 | 105.848 | 105.148 | -110600.00 | 3575100.00 |
| 1790 | 2008.10.01 05:20 | buy | 588 | 1.00 | 105.916 | 0.000 | 0.000 | ||
| 1791 | 2008.10.01 05:20 | modify | 588 | 1.00 | 105.916 | 104.816 | 106.916 | ||
| 1792 | 2008.10.01 08:10 | close | 588 | 1.00 | 105.998 | 104.816 | 106.916 | 8200.00 | 3583300.00 |
| 1793 | 2008.10.06 23:20 | sell | 589 | 1.00 | 102.052 | 0.000 | 0.000 | ||
| 1794 | 2008.10.06 23:20 | modify | 589 | 1.00 | 102.052 | 103.152 | 101.052 | ||
| 1795 | 2008.10.06 23:30 | close | 589 | 1.00 | 101.894 | 103.152 | 101.052 | 15800.00 | 3599100.00 |
| 1796 | 2008.10.09 13:45 | buy | 590 | 1.00 | 100.473 | 0.000 | 0.000 | ||
| 1797 | 2008.10.09 13:45 | modify | 590 | 1.00 | 100.473 | 99.373 | 101.473 | ||
| 1798 | 2008.10.09 13:55 | close | 590 | 1.00 | 100.692 | 99.373 | 101.473 | 21900.00 | 3621000.00 |
| 1799 | 2008.10.09 22:20 | buy | 591 | 1.00 | 99.992 | 0.000 | 0.000 | ||
| 1800 | 2008.10.09 22:20 | modify | 591 | 1.00 | 99.992 | 98.892 | 100.992 | ||