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 |
| 1951 | 2009.01.29 09:45 | close | 640 | 1.00 | 90.066 | 88.782 | 90.882 | 18400.00 | 4051200.00 |
| 1952 | 2009.02.02 17:10 | sell | 641 | 1.00 | 89.676 | 0.000 | 0.000 | ||
| 1953 | 2009.02.02 17:10 | modify | 641 | 1.00 | 89.676 | 90.776 | 88.676 | ||
| 1954 | 2009.02.02 20:25 | close | 641 | 1.00 | 89.674 | 90.776 | 88.676 | 200.00 | 4051400.00 |
| 1955 | 2009.02.05 05:30 | buy | 642 | 1.00 | 89.262 | 0.000 | 0.000 | ||
| 1956 | 2009.02.05 05:30 | modify | 642 | 1.00 | 89.262 | 88.162 | 90.262 | ||
| 1957 | 2009.02.05 06:15 | close | 642 | 1.00 | 89.404 | 88.162 | 90.262 | 14200.00 | 4065600.00 |
| 1958 | 2009.02.09 03:50 | buy | 643 | 1.00 | 91.591 | 0.000 | 0.000 | ||
| 1959 | 2009.02.09 03:50 | modify | 643 | 1.00 | 91.591 | 90.491 | 92.591 | ||
| 1960 | 2009.02.09 04:15 | close | 643 | 1.00 | 91.751 | 90.491 | 92.591 | 16000.00 | 4081600.00 |
| 1961 | 2009.02.12 05:20 | buy | 644 | 1.00 | 90.033 | 0.000 | 0.000 | ||
| 1962 | 2009.02.12 05:20 | modify | 644 | 1.00 | 90.033 | 88.933 | 91.033 | ||
| 1963 | 2009.02.12 06:15 | close | 644 | 1.00 | 90.108 | 88.933 | 91.033 | 7500.00 | 4089100.00 |
| 1964 | 2009.02.17 10:05 | buy | 645 | 1.00 | 92.159 | 0.000 | 0.000 | ||
| 1965 | 2009.02.17 10:05 | modify | 645 | 1.00 | 92.159 | 91.059 | 93.159 | ||
| 1966 | 2009.02.17 15:25 | close | 645 | 1.00 | 92.051 | 91.059 | 93.159 | -10800.00 | 4078300.00 |
| 1967 | 2009.02.19 06:50 | buy | 646 | 1.00 | 93.438 | 0.000 | 0.000 | ||
| 1968 | 2009.02.19 06:50 | modify | 646 | 1.00 | 93.438 | 92.338 | 94.438 | ||
| 1969 | 2009.02.19 08:55 | close | 646 | 1.00 | 93.563 | 92.338 | 94.438 | 12500.00 | 4090800.00 |
| 1970 | 2009.02.20 01:55 | buy | 647 | 1.00 | 94.007 | 0.000 | 0.000 | ||
| 1971 | 2009.02.20 01:55 | modify | 647 | 1.00 | 94.007 | 92.907 | 95.007 | ||
| 1972 | 2009.02.20 02:55 | close | 647 | 1.00 | 94.159 | 92.907 | 95.007 | 15200.00 | 4106000.00 |
| 1973 | 2009.02.25 09:05 | buy | 648 | 1.00 | 96.716 | 0.000 | 0.000 | ||
| 1974 | 2009.02.25 09:05 | modify | 648 | 1.00 | 96.716 | 95.616 | 97.716 | ||
| 1975 | 2009.02.25 09:35 | close | 648 | 1.00 | 96.999 | 95.616 | 97.716 | 28300.00 | 4134300.00 |
| 1976 | 2009.02.27 08:40 | sell | 649 | 1.00 | 97.885 | 0.000 | 0.000 | ||
| 1977 | 2009.02.27 08:40 | modify | 649 | 1.00 | 97.885 | 98.985 | 96.885 | ||
| 1978 | 2009.02.27 10:10 | close | 649 | 1.00 | 97.611 | 98.985 | 96.885 | 27400.00 | 4161700.00 |
| 1979 | 2009.03.02 16:50 | sell | 650 | 1.00 | 97.631 | 0.000 | 0.000 | ||
| 1980 | 2009.03.02 16:50 | modify | 650 | 1.00 | 97.631 | 98.731 | 96.631 | ||
| 1981 | 2009.03.02 18:15 | close | 650 | 1.00 | 97.437 | 98.731 | 96.631 | 19400.00 | 4181100.00 |
| 1982 | 2009.03.06 02:35 | sell | 651 | 1.00 | 98.399 | 0.000 | 0.000 | ||
| 1983 | 2009.03.06 02:35 | modify | 651 | 1.00 | 98.399 | 99.499 | 97.399 | ||
| 1984 | 2009.03.06 03:55 | close | 651 | 1.00 | 98.219 | 99.499 | 97.399 | 18000.00 | 4199100.00 |
| 1985 | 2009.03.06 16:50 | sell | 652 | 1.00 | 98.007 | 0.000 | 0.000 | ||
| 1986 | 2009.03.06 16:50 | modify | 652 | 1.00 | 98.007 | 99.107 | 97.007 | ||
| 1987 | 2009.03.06 17:45 | close | 652 | 1.00 | 97.842 | 99.107 | 97.007 | 16500.00 | 4215600.00 |
| 1988 | 2009.03.12 14:35 | sell | 653 | 1.00 | 96.519 | 0.000 | 0.000 | ||
| 1989 | 2009.03.12 14:35 | modify | 653 | 1.00 | 96.519 | 97.619 | 95.519 | ||
| 1990 | 2009.03.12 15:15 | close | 653 | 1.00 | 96.363 | 97.619 | 95.519 | 15600.00 | 4231200.00 |
| 1991 | 2009.03.12 15:45 | sell | 654 | 1.00 | 96.832 | 0.000 | 0.000 | ||
| 1992 | 2009.03.12 15:45 | modify | 654 | 1.00 | 96.832 | 97.932 | 95.832 | ||
| 1993 | 2009.03.12 17:00 | modify | 654 | 1.00 | 96.832 | 97.932 | 97.232 | ||
| 1994 | 2009.03.12 17:04 | s/l | 654 | 1.00 | 97.938 | 97.932 | 97.232 | -110600.00 | 4120600.00 |
| 1995 | 2009.03.13 03:00 | buy | 655 | 1.00 | 97.329 | 0.000 | 0.000 | ||
| 1996 | 2009.03.13 03:00 | modify | 655 | 1.00 | 97.329 | 96.229 | 98.329 | ||
| 1997 | 2009.03.13 03:55 | close | 655 | 1.00 | 97.568 | 96.229 | 98.329 | 23900.00 | 4144500.00 |
| 1998 | 2009.03.13 18:15 | buy | 656 | 1.00 | 97.911 | 0.000 | 0.000 | ||
| 1999 | 2009.03.13 18:15 | modify | 656 | 1.00 | 97.911 | 96.811 | 98.911 | ||
| 2000 | 2009.03.13 19:35 | close | 656 | 1.00 | 98.135 | 96.811 | 98.911 | 22400.00 | 4166900.00 |
| 2001 | 2009.03.18 10:30 | sell | 657 | 1.00 | 98.713 | 0.000 | 0.000 | ||
| 2002 | 2009.03.18 10:30 | modify | 657 | 1.00 | 98.713 | 99.813 | 97.713 | ||
| 2003 | 2009.03.18 11:00 | close | 657 | 1.00 | 98.557 | 99.813 | 97.713 | 15600.00 | 4182500.00 |
| 2004 | 2009.03.19 03:05 | sell | 658 | 1.00 | 96.555 | 0.000 | 0.000 | ||
| 2005 | 2009.03.19 03:05 | modify | 658 | 1.00 | 96.555 | 97.655 | 95.555 | ||
| 2006 | 2009.03.19 03:45 | close | 658 | 1.00 | 96.368 | 97.655 | 95.555 | 18700.00 | 4201200.00 |
| 2007 | 2009.03.24 18:00 | buy | 659 | 1.00 | 98.015 | 0.000 | 0.000 | ||
| 2008 | 2009.03.24 18:00 | modify | 659 | 1.00 | 98.015 | 96.915 | 99.015 | ||
| 2009 | 2009.03.24 20:25 | close | 659 | 1.00 | 98.181 | 96.915 | 99.015 | 16600.00 | 4217800.00 |
| 2010 | 2009.03.26 00:55 | sell | 660 | 1.00 | 97.674 | 0.000 | 0.000 | ||
| 2011 | 2009.03.26 00:55 | modify | 660 | 1.00 | 97.674 | 98.774 | 96.674 | ||
| 2012 | 2009.03.26 01:25 | close | 660 | 1.00 | 97.505 | 98.774 | 96.674 | 16900.00 | 4234700.00 |
| 2013 | 2009.03.27 03:15 | buy | 661 | 1.00 | 98.461 | 0.000 | 0.000 | ||
| 2014 | 2009.03.27 03:15 | modify | 661 | 1.00 | 98.461 | 97.361 | 99.461 | ||
| 2015 | 2009.03.27 04:25 | close | 661 | 1.00 | 98.667 | 97.361 | 99.461 | 20600.00 | 4255300.00 |
| 2016 | 2009.03.30 15:20 | sell | 662 | 1.00 | 97.027 | 0.000 | 0.000 | ||
| 2017 | 2009.03.30 15:20 | modify | 662 | 1.00 | 97.027 | 98.127 | 96.027 | ||
| 2018 | 2009.03.30 16:00 | close | 662 | 1.00 | 96.927 | 98.127 | 96.027 | 10000.00 | 4265300.00 |
| 2019 | 2009.03.30 19:00 | sell | 663 | 1.00 | 97.444 | 0.000 | 0.000 | ||
| 2020 | 2009.03.30 19:00 | modify | 663 | 1.00 | 97.444 | 98.544 | 96.444 | ||
| 2021 | 2009.03.30 20:40 | close | 663 | 1.00 | 97.268 | 98.544 | 96.444 | 17600.00 | 4282900.00 |
| 2022 | 2009.04.01 06:45 | buy | 664 | 1.00 | 98.566 | 0.000 | 0.000 | ||
| 2023 | 2009.04.01 06:45 | modify | 664 | 1.00 | 98.566 | 97.466 | 99.566 | ||
| 2024 | 2009.04.01 08:25 | close | 664 | 1.00 | 98.680 | 97.466 | 99.566 | 11400.00 | 4294300.00 |
| 2025 | 2009.04.06 14:35 | buy | 665 | 1.00 | 100.978 | 0.000 | 0.000 | ||
| 2026 | 2009.04.06 14:35 | modify | 665 | 1.00 | 100.978 | 99.878 | 101.978 | ||
| 2027 | 2009.04.06 16:00 | close | 665 | 1.00 | 100.823 | 99.878 | 101.978 | -15500.00 | 4278800.00 |
| 2028 | 2009.04.14 02:45 | sell | 666 | 1.00 | 100.310 | 0.000 | 0.000 | ||
| 2029 | 2009.04.14 02:45 | modify | 666 | 1.00 | 100.310 | 101.410 | 99.310 | ||
| 2030 | 2009.04.14 04:05 | close | 666 | 1.00 | 100.076 | 101.410 | 99.310 | 23400.00 | 4302200.00 |
| 2031 | 2009.04.15 11:10 | sell | 667 | 1.00 | 98.929 | 0.000 | 0.000 | ||
| 2032 | 2009.04.15 11:10 | modify | 667 | 1.00 | 98.929 | 100.029 | 97.929 | ||
| 2033 | 2009.04.15 16:10 | modify | 667 | 1.00 | 98.929 | 100.029 | 99.329 | ||
| 2034 | 2009.04.15 18:07 | t/p | 667 | 1.00 | 99.324 | 100.029 | 99.329 | -39500.00 | 4262700.00 |
| 2035 | 2009.04.15 20:25 | buy | 668 | 1.00 | 99.171 | 0.000 | 0.000 | ||
| 2036 | 2009.04.15 20:25 | modify | 668 | 1.00 | 99.171 | 98.071 | 100.171 | ||
| 2037 | 2009.04.15 23:00 | close | 668 | 1.00 | 99.309 | 98.071 | 100.171 | 13800.00 | 4276500.00 |
| 2038 | 2009.04.16 05:25 | buy | 669 | 1.00 | 99.150 | 0.000 | 0.000 | ||
| 2039 | 2009.04.16 05:25 | modify | 669 | 1.00 | 99.150 | 98.050 | 100.150 | ||
| 2040 | 2009.04.16 13:15 | close | 669 | 1.00 | 98.881 | 98.050 | 100.150 | -26900.00 | 4249600.00 |
| 2041 | 2009.04.17 06:35 | buy | 670 | 1.00 | 99.391 | 0.000 | 0.000 | ||
| 2042 | 2009.04.17 06:35 | modify | 670 | 1.00 | 99.391 | 98.291 | 100.391 | ||
| 2043 | 2009.04.17 09:00 | close | 670 | 1.00 | 99.522 | 98.291 | 100.391 | 13100.00 | 4262700.00 |
| 2044 | 2009.04.20 02:05 | sell | 671 | 1.00 | 99.317 | 0.000 | 0.000 | ||
| 2045 | 2009.04.20 02:05 | modify | 671 | 1.00 | 99.317 | 100.417 | 98.317 | ||
| 2046 | 2009.04.20 03:50 | close | 671 | 1.00 | 99.158 | 100.417 | 98.317 | 15900.00 | 4278600.00 |
| 2047 | 2009.04.22 03:15 | buy | 672 | 1.00 | 98.488 | 0.000 | 0.000 | ||
| 2048 | 2009.04.22 03:15 | modify | 672 | 1.00 | 98.488 | 97.388 | 99.488 | ||
| 2049 | 2009.04.22 08:35 | close | 672 | 1.00 | 98.349 | 97.388 | 99.488 | -13900.00 | 4264700.00 |
| 2050 | 2009.04.22 21:50 | sell | 673 | 1.00 | 98.232 | 0.000 | 0.000 | ||
| 2051 | 2009.04.22 21:50 | modify | 673 | 1.00 | 98.232 | 99.332 | 97.232 | ||
| 2052 | 2009.04.22 22:50 | close | 673 | 1.00 | 98.039 | 99.332 | 97.232 | 19300.00 | 4284000.00 |
| 2053 | 2009.04.24 16:50 | sell | 674 | 1.00 | 97.255 | 0.000 | 0.000 | ||
| 2054 | 2009.04.24 16:50 | modify | 674 | 1.00 | 97.255 | 98.355 | 96.255 | ||
| 2055 | 2009.04.24 18:50 | close | 674 | 1.00 | 97.206 | 98.355 | 96.255 | 4900.00 | 4288900.00 |
| 2056 | 2009.04.30 07:05 | buy | 675 | 1.00 | 97.309 | 0.000 | 0.000 | ||
| 2057 | 2009.04.30 07:05 | modify | 675 | 1.00 | 97.309 | 96.209 | 98.309 | ||
| 2058 | 2009.04.30 09:55 | close | 675 | 1.00 | 97.455 | 96.209 | 98.309 | 14600.00 | 4303500.00 |
| 2059 | 2009.05.05 09:35 | sell | 676 | 1.00 | 98.935 | 0.000 | 0.000 | ||
| 2060 | 2009.05.05 09:35 | modify | 676 | 1.00 | 98.935 | 100.035 | 97.935 | ||
| 2061 | 2009.05.05 13:40 | close | 676 | 1.00 | 99.076 | 100.035 | 97.935 | -14100.00 | 4289400.00 |
| 2062 | 2009.05.06 10:50 | sell | 677 | 1.00 | 98.452 | 0.000 | 0.000 | ||
| 2063 | 2009.05.06 10:50 | modify | 677 | 1.00 | 98.452 | 99.552 | 97.452 | ||
| 2064 | 2009.05.06 13:05 | close | 677 | 1.00 | 98.286 | 99.552 | 97.452 | 16600.00 | 4306000.00 |
| 2065 | 2009.05.06 15:20 | sell | 678 | 1.00 | 98.653 | 0.000 | 0.000 | ||
| 2066 | 2009.05.06 15:20 | modify | 678 | 1.00 | 98.653 | 99.753 | 97.653 | ||
| 2067 | 2009.05.06 18:25 | close | 678 | 1.00 | 98.596 | 99.753 | 97.653 | 5700.00 | 4311700.00 |
| 2068 | 2009.05.08 06:00 | buy | 679 | 1.00 | 99.039 | 0.000 | 0.000 | ||
| 2069 | 2009.05.08 06:00 | modify | 679 | 1.00 | 99.039 | 97.939 | 100.039 | ||
| 2070 | 2009.05.08 07:45 | close | 679 | 1.00 | 99.169 | 97.939 | 100.039 | 13000.00 | 4324700.00 |
| 2071 | 2009.05.13 07:10 | sell | 680 | 1.00 | 96.393 | 0.000 | 0.000 | ||
| 2072 | 2009.05.13 07:10 | modify | 680 | 1.00 | 96.393 | 97.493 | 95.393 | ||
| 2073 | 2009.05.13 10:10 | close | 680 | 1.00 | 96.196 | 97.493 | 95.393 | 19700.00 | 4344400.00 |
| 2074 | 2009.05.15 08:35 | buy | 681 | 1.00 | 95.855 | 0.000 | 0.000 | ||
| 2075 | 2009.05.15 08:35 | modify | 681 | 1.00 | 95.855 | 94.755 | 96.855 | ||
| 2076 | 2009.05.15 10:15 | modify | 681 | 1.00 | 95.855 | 94.755 | 95.455 | ||
| 2077 | 2009.05.15 14:45 | close | 681 | 1.00 | 95.132 | 94.755 | 95.455 | -72300.00 | 4272100.00 |
| 2078 | 2009.05.19 14:30 | buy | 682 | 1.00 | 96.155 | 0.000 | 0.000 | ||
| 2079 | 2009.05.19 14:30 | modify | 682 | 1.00 | 96.155 | 95.055 | 97.155 | ||
| 2080 | 2009.05.19 17:20 | close | 682 | 1.00 | 96.274 | 95.055 | 97.155 | 11900.00 | 4284000.00 |
| 2081 | 2009.05.25 18:25 | buy | 683 | 1.00 | 94.951 | 0.000 | 0.000 | ||
| 2082 | 2009.05.25 18:25 | modify | 683 | 1.00 | 94.951 | 93.851 | 95.951 | ||
| 2083 | 2009.05.25 20:35 | close | 683 | 1.00 | 94.836 | 93.851 | 95.951 | -11500.00 | 4272500.00 |
| 2084 | 2009.05.26 12:15 | sell | 684 | 1.00 | 94.995 | 0.000 | 0.000 | ||
| 2085 | 2009.05.26 12:15 | modify | 684 | 1.00 | 94.995 | 96.095 | 93.995 | ||
| 2086 | 2009.05.26 15:30 | close | 684 | 1.00 | 94.815 | 96.095 | 93.995 | 18000.00 | 4290500.00 |
| 2087 | 2009.05.26 15:35 | buy | 685 | 1.00 | 94.783 | 0.000 | 0.000 | ||
| 2088 | 2009.05.26 15:35 | modify | 685 | 1.00 | 94.783 | 93.683 | 95.783 | ||
| 2089 | 2009.05.26 17:05 | close | 685 | 1.00 | 94.958 | 93.683 | 95.783 | 17500.00 | 4308000.00 |
| 2090 | 2009.05.27 10:00 | buy | 686 | 1.00 | 95.141 | 0.000 | 0.000 | ||
| 2091 | 2009.05.27 10:00 | modify | 686 | 1.00 | 95.141 | 94.041 | 96.141 | ||
| 2092 | 2009.05.27 10:20 | close | 686 | 1.00 | 95.297 | 94.041 | 96.141 | 15600.00 | 4323600.00 |
| 2093 | 2009.05.29 07:40 | sell | 687 | 1.00 | 96.509 | 0.000 | 0.000 | ||
| 2094 | 2009.05.29 07:40 | modify | 687 | 1.00 | 96.509 | 97.609 | 95.509 | ||
| 2095 | 2009.05.29 11:00 | close | 687 | 1.00 | 96.485 | 97.609 | 95.509 | 2400.00 | 4326000.00 |
| 2096 | 2009.06.01 08:00 | sell | 688 | 1.00 | 95.190 | 0.000 | 0.000 | ||
| 2097 | 2009.06.01 08:00 | modify | 688 | 1.00 | 95.190 | 96.290 | 94.190 | ||
| 2098 | 2009.06.01 09:55 | close | 688 | 1.00 | 95.050 | 96.290 | 94.190 | 14000.00 | 4340000.00 |
| 2099 | 2009.06.01 14:40 | sell | 689 | 1.00 | 94.945 | 0.000 | 0.000 | ||
| 2100 | 2009.06.01 14:40 | modify | 689 | 1.00 | 94.945 | 96.045 | 93.945 | ||