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 |
| 1801 | 2008.10.10 02:20 | modify | 591 | 1.00 | 99.992 | 98.892 | 99.592 | ||
| 1802 | 2008.10.10 02:45 | s/l | 591 | 1.00 | 98.880 | 98.892 | 99.592 | -111200.00 | 3509800.00 |
| 1803 | 2008.10.13 04:20 | buy | 592 | 1.00 | 100.055 | 0.000 | 0.000 | ||
| 1804 | 2008.10.13 04:20 | modify | 592 | 1.00 | 100.055 | 98.955 | 101.055 | ||
| 1805 | 2008.10.13 04:25 | close | 592 | 1.00 | 100.245 | 98.955 | 101.055 | 19000.00 | 3528800.00 |
| 1806 | 2008.10.13 05:35 | buy | 593 | 1.00 | 99.975 | 0.000 | 0.000 | ||
| 1807 | 2008.10.13 05:35 | modify | 593 | 1.00 | 99.975 | 98.875 | 100.975 | ||
| 1808 | 2008.10.13 08:35 | close | 593 | 1.00 | 100.172 | 98.875 | 100.975 | 19700.00 | 3548500.00 |
| 1809 | 2008.10.13 15:10 | buy | 594 | 1.00 | 100.155 | 0.000 | 0.000 | ||
| 1810 | 2008.10.13 15:10 | modify | 594 | 1.00 | 100.155 | 99.055 | 101.155 | ||
| 1811 | 2008.10.13 16:00 | close | 594 | 1.00 | 100.405 | 99.055 | 101.155 | 25000.00 | 3573500.00 |
| 1812 | 2008.10.14 06:35 | buy | 595 | 1.00 | 102.281 | 0.000 | 0.000 | ||
| 1813 | 2008.10.14 06:35 | modify | 595 | 1.00 | 102.281 | 101.181 | 103.281 | ||
| 1814 | 2008.10.14 09:00 | close | 595 | 1.00 | 102.465 | 101.181 | 103.281 | 18400.00 | 3591900.00 |
| 1815 | 2008.10.15 08:55 | sell | 596 | 1.00 | 101.725 | 0.000 | 0.000 | ||
| 1816 | 2008.10.15 08:55 | modify | 596 | 1.00 | 101.725 | 102.825 | 100.725 | ||
| 1817 | 2008.10.15 10:25 | close | 596 | 1.00 | 101.461 | 102.825 | 100.725 | 26400.00 | 3618300.00 |
| 1818 | 2008.10.16 10:35 | sell | 597 | 1.00 | 100.630 | 0.000 | 0.000 | ||
| 1819 | 2008.10.16 10:35 | modify | 597 | 1.00 | 100.630 | 101.730 | 99.630 | ||
| 1820 | 2008.10.16 11:00 | close | 597 | 1.00 | 100.448 | 101.730 | 99.630 | 18200.00 | 3636500.00 |
| 1821 | 2008.10.16 18:15 | buy | 598 | 1.00 | 100.256 | 0.000 | 0.000 | ||
| 1822 | 2008.10.16 18:15 | modify | 598 | 1.00 | 100.256 | 99.156 | 101.256 | ||
| 1823 | 2008.10.16 18:25 | close | 598 | 1.00 | 100.514 | 99.156 | 101.256 | 25800.00 | 3662300.00 |
| 1824 | 2008.10.17 12:35 | buy | 599 | 1.00 | 100.799 | 0.000 | 0.000 | ||
| 1825 | 2008.10.17 12:35 | modify | 599 | 1.00 | 100.799 | 99.699 | 101.799 | ||
| 1826 | 2008.10.17 14:30 | close | 599 | 1.00 | 100.964 | 99.699 | 101.799 | 16500.00 | 3678800.00 |
| 1827 | 2008.10.29 07:20 | buy | 600 | 1.00 | 96.249 | 0.000 | 0.000 | ||
| 1828 | 2008.10.29 07:20 | modify | 600 | 1.00 | 96.249 | 95.149 | 97.249 | ||
| 1829 | 2008.10.29 07:30 | close | 600 | 1.00 | 96.418 | 95.149 | 97.249 | 16900.00 | 3695700.00 |
| 1830 | 2008.10.31 13:45 | sell | 601 | 1.00 | 97.523 | 0.000 | 0.000 | ||
| 1831 | 2008.10.31 13:45 | modify | 601 | 1.00 | 97.523 | 98.623 | 96.523 | ||
| 1832 | 2008.10.31 13:50 | close | 601 | 1.00 | 97.433 | 98.623 | 96.523 | 9000.00 | 3704700.00 |
| 1833 | 2008.10.31 16:40 | sell | 602 | 1.00 | 98.213 | 0.000 | 0.000 | ||
| 1834 | 2008.10.31 16:40 | modify | 602 | 1.00 | 98.213 | 99.313 | 97.213 | ||
| 1835 | 2008.10.31 16:50 | close | 602 | 1.00 | 97.946 | 99.313 | 97.213 | 26700.00 | 3731400.00 |
| 1836 | 2008.11.03 14:55 | buy | 603 | 1.00 | 98.841 | 0.000 | 0.000 | ||
| 1837 | 2008.11.03 14:55 | modify | 603 | 1.00 | 98.841 | 97.741 | 99.841 | ||
| 1838 | 2008.11.03 15:00 | close | 603 | 1.00 | 98.775 | 97.741 | 99.841 | -6600.00 | 3724800.00 |
| 1839 | 2008.11.11 06:05 | sell | 604 | 1.00 | 98.234 | 0.000 | 0.000 | ||
| 1840 | 2008.11.11 06:05 | modify | 604 | 1.00 | 98.234 | 99.334 | 97.234 | ||
| 1841 | 2008.11.11 06:55 | close | 604 | 1.00 | 98.058 | 99.334 | 97.234 | 17600.00 | 3742400.00 |
| 1842 | 2008.11.13 02:40 | sell | 605 | 1.00 | 95.629 | 0.000 | 0.000 | ||
| 1843 | 2008.11.13 02:40 | modify | 605 | 1.00 | 95.629 | 96.729 | 94.629 | ||
| 1844 | 2008.11.13 09:35 | close | 605 | 1.00 | 95.512 | 96.729 | 94.629 | 11700.00 | 3754100.00 |
| 1845 | 2008.11.13 20:05 | buy | 606 | 1.00 | 95.286 | 0.000 | 0.000 | ||
| 1846 | 2008.11.13 20:05 | modify | 606 | 1.00 | 95.286 | 94.186 | 96.286 | ||
| 1847 | 2008.11.13 20:30 | close | 606 | 1.00 | 95.469 | 94.186 | 96.286 | 18300.00 | 3772400.00 |
| 1848 | 2008.11.14 14:10 | buy | 607 | 1.00 | 96.598 | 0.000 | 0.000 | ||
| 1849 | 2008.11.14 14:10 | modify | 607 | 1.00 | 96.598 | 95.498 | 97.598 | ||
| 1850 | 2008.11.14 16:45 | close | 607 | 1.00 | 97.077 | 95.498 | 97.598 | 47900.00 | 3820300.00 |
| 1851 | 2008.11.18 04:10 | sell | 608 | 1.00 | 96.735 | 0.000 | 0.000 | ||
| 1852 | 2008.11.18 04:10 | modify | 608 | 1.00 | 96.735 | 97.835 | 95.735 | ||
| 1853 | 2008.11.18 08:35 | close | 608 | 1.00 | 96.528 | 97.835 | 95.735 | 20700.00 | 3841000.00 |
| 1854 | 2008.11.18 20:20 | buy | 609 | 1.00 | 96.679 | 0.000 | 0.000 | ||
| 1855 | 2008.11.18 20:20 | modify | 609 | 1.00 | 96.679 | 95.579 | 97.679 | ||
| 1856 | 2008.11.18 20:25 | close | 609 | 1.00 | 96.740 | 95.579 | 97.679 | 6100.00 | 3847100.00 |
| 1857 | 2008.11.18 20:50 | buy | 610 | 1.00 | 96.489 | 0.000 | 0.000 | ||
| 1858 | 2008.11.18 20:50 | modify | 610 | 1.00 | 96.489 | 95.389 | 97.489 | ||
| 1859 | 2008.11.18 22:50 | close | 610 | 1.00 | 96.804 | 95.389 | 97.489 | 31500.00 | 3878600.00 |
| 1860 | 2008.11.20 14:00 | sell | 611 | 1.00 | 95.633 | 0.000 | 0.000 | ||
| 1861 | 2008.11.20 14:00 | modify | 611 | 1.00 | 95.633 | 96.733 | 94.633 | ||
| 1862 | 2008.11.20 15:35 | close | 611 | 1.00 | 95.337 | 96.733 | 94.633 | 29600.00 | 3908200.00 |
| 1863 | 2008.11.20 19:30 | sell | 612 | 1.00 | 95.750 | 0.000 | 0.000 | ||
| 1864 | 2008.11.20 19:30 | modify | 612 | 1.00 | 95.750 | 96.850 | 94.750 | ||
| 1865 | 2008.11.20 20:20 | close | 612 | 1.00 | 95.505 | 96.850 | 94.750 | 24500.00 | 3932700.00 |
| 1866 | 2008.11.25 05:45 | buy | 613 | 1.00 | 96.458 | 0.000 | 0.000 | ||
| 1867 | 2008.11.25 05:45 | modify | 613 | 1.00 | 96.458 | 95.358 | 97.458 | ||
| 1868 | 2008.11.25 08:05 | close | 613 | 1.00 | 96.479 | 95.358 | 97.458 | 2100.00 | 3934800.00 |
| 1869 | 2008.11.25 15:35 | sell | 614 | 1.00 | 96.615 | 0.000 | 0.000 | ||
| 1870 | 2008.11.25 15:35 | modify | 614 | 1.00 | 96.615 | 97.715 | 95.615 | ||
| 1871 | 2008.11.25 15:40 | close | 614 | 1.00 | 96.395 | 97.715 | 95.615 | 22000.00 | 3956800.00 |
| 1872 | 2008.11.26 14:00 | sell | 615 | 1.00 | 95.446 | 0.000 | 0.000 | ||
| 1873 | 2008.11.26 14:00 | modify | 615 | 1.00 | 95.446 | 96.546 | 94.446 | ||
| 1874 | 2008.11.26 14:40 | close | 615 | 1.00 | 95.211 | 96.546 | 94.446 | 23500.00 | 3980300.00 |
| 1875 | 2008.11.27 04:00 | buy | 616 | 1.00 | 95.237 | 0.000 | 0.000 | ||
| 1876 | 2008.11.27 04:00 | modify | 616 | 1.00 | 95.237 | 94.137 | 96.237 | ||
| 1877 | 2008.11.27 08:05 | close | 616 | 1.00 | 95.172 | 94.137 | 96.237 | -6500.00 | 3973800.00 |
| 1878 | 2008.12.02 02:25 | sell | 617 | 1.00 | 93.525 | 0.000 | 0.000 | ||
| 1879 | 2008.12.02 02:25 | modify | 617 | 1.00 | 93.525 | 94.625 | 92.525 | ||
| 1880 | 2008.12.02 04:50 | close | 617 | 1.00 | 93.591 | 94.625 | 92.525 | -6600.00 | 3967200.00 |
| 1881 | 2008.12.04 07:33 | buy | 618 | 1.00 | 92.996 | 0.000 | 0.000 | ||
| 1882 | 2008.12.04 07:33 | modify | 618 | 1.00 | 92.996 | 91.896 | 93.996 | ||
| 1883 | 2008.12.04 14:40 | close | 618 | 1.00 | 92.885 | 91.896 | 93.996 | -11100.00 | 3956100.00 |
| 1884 | 2008.12.09 13:00 | sell | 619 | 1.00 | 92.749 | 0.000 | 0.000 | ||
| 1885 | 2008.12.09 13:00 | modify | 619 | 1.00 | 92.749 | 93.849 | 91.749 | ||
| 1886 | 2008.12.09 14:35 | close | 619 | 1.00 | 92.591 | 93.849 | 91.749 | 15800.00 | 3971900.00 |
| 1887 | 2008.12.12 11:00 | sell | 620 | 1.00 | 90.353 | 0.000 | 0.000 | ||
| 1888 | 2008.12.12 11:00 | modify | 620 | 1.00 | 90.353 | 91.453 | 89.353 | ||
| 1889 | 2008.12.12 11:05 | close | 620 | 1.00 | 90.303 | 91.453 | 89.353 | 5000.00 | 3976900.00 |
| 1890 | 2008.12.12 11:35 | sell | 621 | 1.00 | 90.586 | 0.000 | 0.000 | ||
| 1891 | 2008.12.12 11:35 | modify | 621 | 1.00 | 90.586 | 91.686 | 89.586 | ||
| 1892 | 2008.12.12 12:00 | close | 621 | 1.00 | 90.396 | 91.686 | 89.586 | 19000.00 | 3995900.00 |
| 1893 | 2008.12.12 17:25 | sell | 622 | 1.00 | 90.784 | 0.000 | 0.000 | ||
| 1894 | 2008.12.12 17:25 | modify | 622 | 1.00 | 90.784 | 91.884 | 89.784 | ||
| 1895 | 2008.12.12 18:10 | modify | 622 | 1.00 | 90.784 | 91.884 | 91.184 | ||
| 1896 | 2008.12.12 18:13 | t/p | 622 | 1.00 | 91.175 | 91.884 | 91.184 | -39100.00 | 3956800.00 |
| 1897 | 2008.12.15 07:40 | buy | 623 | 1.00 | 90.815 | 0.000 | 0.000 | ||
| 1898 | 2008.12.15 07:40 | modify | 623 | 1.00 | 90.815 | 89.715 | 91.815 | ||
| 1899 | 2008.12.15 08:40 | close | 623 | 1.00 | 90.989 | 89.715 | 91.815 | 17400.00 | 3974200.00 |
| 1900 | 2008.12.15 10:25 | buy | 624 | 1.00 | 90.642 | 0.000 | 0.000 | ||
| 1901 | 2008.12.15 10:25 | modify | 624 | 1.00 | 90.642 | 89.542 | 91.642 | ||
| 1902 | 2008.12.15 12:30 | close | 624 | 1.00 | 90.814 | 89.542 | 91.642 | 17200.00 | 3991400.00 |
| 1903 | 2008.12.18 03:10 | sell | 625 | 1.00 | 87.709 | 0.000 | 0.000 | ||
| 1904 | 2008.12.18 03:10 | modify | 625 | 1.00 | 87.709 | 88.809 | 86.709 | ||
| 1905 | 2008.12.18 05:25 | close | 625 | 1.00 | 87.572 | 88.809 | 86.709 | 13700.00 | 4005100.00 |
| 1906 | 2008.12.19 04:30 | buy | 626 | 1.00 | 88.983 | 0.000 | 0.000 | ||
| 1907 | 2008.12.19 04:30 | modify | 626 | 1.00 | 88.983 | 87.883 | 89.983 | ||
| 1908 | 2008.12.19 04:50 | close | 626 | 1.00 | 89.146 | 87.883 | 89.983 | 16300.00 | 4021400.00 |
| 1909 | 2008.12.19 10:10 | buy | 627 | 1.00 | 88.622 | 0.000 | 0.000 | ||
| 1910 | 2008.12.19 10:10 | modify | 627 | 1.00 | 88.622 | 87.522 | 89.622 | ||
| 1911 | 2008.12.19 11:00 | close | 627 | 1.00 | 88.793 | 87.522 | 89.622 | 17100.00 | 4038500.00 |
| 1912 | 2008.12.24 02:50 | buy | 628 | 1.00 | 90.760 | 0.000 | 0.000 | ||
| 1913 | 2008.12.24 02:50 | modify | 628 | 1.00 | 90.760 | 89.660 | 91.760 | ||
| 1914 | 2008.12.24 06:00 | close | 628 | 1.00 | 90.489 | 89.660 | 91.760 | -27100.00 | 4011400.00 |
| 1915 | 2009.01.02 17:05 | buy | 629 | 1.00 | 90.921 | 0.000 | 0.000 | ||
| 1916 | 2009.01.02 17:05 | modify | 629 | 1.00 | 90.921 | 89.821 | 91.921 | ||
| 1917 | 2009.01.02 18:55 | close | 629 | 1.00 | 91.122 | 89.821 | 91.921 | 20100.00 | 4031500.00 |
| 1918 | 2009.01.06 09:45 | sell | 630 | 1.00 | 93.381 | 0.000 | 0.000 | ||
| 1919 | 2009.01.06 09:45 | modify | 630 | 1.00 | 93.381 | 94.481 | 92.381 | ||
| 1920 | 2009.01.06 12:50 | modify | 630 | 1.00 | 93.381 | 94.481 | 93.781 | ||
| 1921 | 2009.01.06 16:50 | close | 630 | 1.00 | 94.465 | 94.481 | 93.781 | -108400.00 | 3923100.00 |
| 1922 | 2009.01.06 19:20 | buy | 631 | 1.00 | 94.116 | 0.000 | 0.000 | ||
| 1923 | 2009.01.06 19:20 | modify | 631 | 1.00 | 94.116 | 93.016 | 95.116 | ||
| 1924 | 2009.01.06 21:50 | close | 631 | 1.00 | 94.010 | 93.016 | 95.116 | -10600.00 | 3912500.00 |
| 1925 | 2009.01.09 01:20 | sell | 632 | 1.00 | 91.359 | 0.000 | 0.000 | ||
| 1926 | 2009.01.09 01:20 | modify | 632 | 1.00 | 91.359 | 92.459 | 90.359 | ||
| 1927 | 2009.01.09 03:05 | close | 632 | 1.00 | 91.242 | 92.459 | 90.359 | 11700.00 | 3924200.00 |
| 1928 | 2009.01.15 02:05 | sell | 633 | 1.00 | 89.218 | 0.000 | 0.000 | ||
| 1929 | 2009.01.15 02:05 | modify | 633 | 1.00 | 89.218 | 90.318 | 88.218 | ||
| 1930 | 2009.01.15 04:00 | close | 633 | 1.00 | 89.070 | 90.318 | 88.218 | 14800.00 | 3939000.00 |
| 1931 | 2009.01.16 10:20 | buy | 634 | 1.00 | 90.150 | 0.000 | 0.000 | ||
| 1932 | 2009.01.16 10:20 | modify | 634 | 1.00 | 90.150 | 89.050 | 91.150 | ||
| 1933 | 2009.01.16 10:55 | close | 634 | 1.00 | 90.408 | 89.050 | 91.150 | 25800.00 | 3964800.00 |
| 1934 | 2009.01.16 19:15 | buy | 635 | 1.00 | 90.195 | 0.000 | 0.000 | ||
| 1935 | 2009.01.16 19:15 | modify | 635 | 1.00 | 90.195 | 89.095 | 91.195 | ||
| 1936 | 2009.01.16 19:55 | close | 635 | 1.00 | 90.360 | 89.095 | 91.195 | 16500.00 | 3981300.00 |
| 1937 | 2009.01.19 22:15 | sell | 636 | 1.00 | 90.667 | 0.000 | 0.000 | ||
| 1938 | 2009.01.19 22:15 | modify | 636 | 1.00 | 90.667 | 91.767 | 89.667 | ||
| 1939 | 2009.01.20 00:00 | close | 636 | 1.00 | 90.665 | 91.767 | 89.667 | 200.00 | 3981500.00 |
| 1940 | 2009.01.22 15:15 | buy | 637 | 1.00 | 88.551 | 0.000 | 0.000 | ||
| 1941 | 2009.01.22 15:15 | modify | 637 | 1.00 | 88.551 | 87.451 | 89.551 | ||
| 1942 | 2009.01.22 17:05 | close | 637 | 1.00 | 88.751 | 87.451 | 89.551 | 20000.00 | 4001500.00 |
| 1943 | 2009.01.26 07:55 | buy | 638 | 1.00 | 88.871 | 0.000 | 0.000 | ||
| 1944 | 2009.01.26 07:55 | modify | 638 | 1.00 | 88.871 | 87.771 | 89.871 | ||
| 1945 | 2009.01.26 08:00 | close | 638 | 1.00 | 88.957 | 87.771 | 89.871 | 8600.00 | 4010100.00 |
| 1946 | 2009.01.26 09:30 | buy | 639 | 1.00 | 88.635 | 0.000 | 0.000 | ||
| 1947 | 2009.01.26 09:30 | modify | 639 | 1.00 | 88.635 | 87.535 | 89.635 | ||
| 1948 | 2009.01.26 10:10 | close | 639 | 1.00 | 88.862 | 87.535 | 89.635 | 22700.00 | 4032800.00 |
| 1949 | 2009.01.29 06:35 | buy | 640 | 1.00 | 89.882 | 0.000 | 0.000 | ||
| 1950 | 2009.01.29 06:35 | modify | 640 | 1.00 | 89.882 | 88.782 | 90.882 | ||