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 |
| 2101 | 2009.06.01 16:00 | close | 689 | 1.00 | 95.354 | 96.045 | 93.945 | -40900.00 | 4299100.00 |
| 2102 | 2009.06.02 02:15 | buy | 690 | 1.00 | 96.391 | 0.000 | 0.000 | ||
| 2103 | 2009.06.02 02:15 | modify | 690 | 1.00 | 96.391 | 95.291 | 97.391 | ||
| 2104 | 2009.06.02 04:35 | close | 690 | 1.00 | 96.537 | 95.291 | 97.391 | 14600.00 | 4313700.00 |
| 2105 | 2009.06.04 17:20 | buy | 691 | 1.00 | 96.242 | 0.000 | 0.000 | ||
| 2106 | 2009.06.04 17:20 | modify | 691 | 1.00 | 96.242 | 95.142 | 97.242 | ||
| 2107 | 2009.06.04 17:50 | close | 691 | 1.00 | 96.411 | 95.142 | 97.242 | 16900.00 | 4330600.00 |
| 2108 | 2009.06.08 02:30 | buy | 692 | 1.00 | 98.466 | 0.000 | 0.000 | ||
| 2109 | 2009.06.08 02:30 | modify | 692 | 1.00 | 98.466 | 97.366 | 99.466 | ||
| 2110 | 2009.06.08 02:35 | close | 692 | 1.00 | 98.523 | 97.366 | 99.466 | 5700.00 | 4336300.00 |
| 2111 | 2009.06.09 13:00 | sell | 693 | 1.00 | 98.330 | 0.000 | 0.000 | ||
| 2112 | 2009.06.09 13:00 | modify | 693 | 1.00 | 98.330 | 99.430 | 97.330 | ||
| 2113 | 2009.06.09 14:30 | close | 693 | 1.00 | 98.182 | 99.430 | 97.330 | 14800.00 | 4351100.00 |
| 2114 | 2009.06.11 14:00 | sell | 694 | 1.00 | 98.069 | 0.000 | 0.000 | ||
| 2115 | 2009.06.11 14:00 | modify | 694 | 1.00 | 98.069 | 99.169 | 97.069 | ||
| 2116 | 2009.06.11 17:20 | close | 694 | 1.00 | 97.997 | 99.169 | 97.069 | 7200.00 | 4358300.00 |
| 2117 | 2009.06.25 15:45 | buy | 695 | 1.00 | 96.164 | 0.000 | 0.000 | ||
| 2118 | 2009.06.25 15:45 | modify | 695 | 1.00 | 96.164 | 95.064 | 97.164 | ||
| 2119 | 2009.06.25 17:55 | close | 695 | 1.00 | 96.293 | 95.064 | 97.164 | 12900.00 | 4371200.00 |
| 2120 | 2009.06.26 11:05 | buy | 696 | 1.00 | 95.931 | 0.000 | 0.000 | ||
| 2121 | 2009.06.26 11:05 | modify | 696 | 1.00 | 95.931 | 94.831 | 96.931 | ||
| 2122 | 2009.06.26 16:05 | modify | 696 | 1.00 | 95.931 | 94.831 | 95.531 | ||
| 2123 | 2009.06.26 23:00 | close | 696 | 1.00 | 95.185 | 94.831 | 95.531 | -74600.00 | 4296600.00 |
| 2124 | 2009.06.29 06:00 | sell | 697 | 1.00 | 95.577 | 0.000 | 0.000 | ||
| 2125 | 2009.06.29 06:00 | modify | 697 | 1.00 | 95.577 | 96.677 | 94.577 | ||
| 2126 | 2009.06.29 07:55 | close | 697 | 1.00 | 95.425 | 96.677 | 94.577 | 15200.00 | 4311800.00 |
| 2127 | 2009.06.30 04:00 | buy | 698 | 1.00 | 95.969 | 0.000 | 0.000 | ||
| 2128 | 2009.06.30 04:00 | modify | 698 | 1.00 | 95.969 | 94.869 | 96.969 | ||
| 2129 | 2009.06.30 10:20 | modify | 698 | 1.00 | 95.969 | 94.869 | 95.569 | ||
| 2130 | 2009.06.30 10:39 | t/p | 698 | 1.00 | 95.574 | 94.869 | 95.569 | -39500.00 | 4272300.00 |
| 2131 | 2009.07.01 08:40 | buy | 699 | 1.00 | 96.637 | 0.000 | 0.000 | ||
| 2132 | 2009.07.01 08:40 | modify | 699 | 1.00 | 96.637 | 95.537 | 97.637 | ||
| 2133 | 2009.07.01 09:50 | close | 699 | 1.00 | 96.798 | 95.537 | 97.637 | 16100.00 | 4288400.00 |
| 2134 | 2009.07.01 15:30 | buy | 700 | 1.00 | 96.701 | 0.000 | 0.000 | ||
| 2135 | 2009.07.01 15:30 | modify | 700 | 1.00 | 96.701 | 95.601 | 97.701 | ||
| 2136 | 2009.07.01 21:05 | close | 700 | 1.00 | 96.562 | 95.601 | 97.701 | -13900.00 | 4274500.00 |
| 2137 | 2009.07.02 10:00 | sell | 701 | 1.00 | 96.780 | 0.000 | 0.000 | ||
| 2138 | 2009.07.02 10:00 | modify | 701 | 1.00 | 96.780 | 97.880 | 95.780 | ||
| 2139 | 2009.07.02 13:05 | close | 701 | 1.00 | 96.618 | 97.880 | 95.780 | 16200.00 | 4290700.00 |
| 2140 | 2009.07.03 09:10 | sell | 702 | 1.00 | 96.087 | 0.000 | 0.000 | ||
| 2141 | 2009.07.03 09:10 | modify | 702 | 1.00 | 96.087 | 97.187 | 95.087 | ||
| 2142 | 2009.07.03 11:10 | close | 702 | 1.00 | 95.879 | 97.187 | 95.087 | 20800.00 | 4311500.00 |
| 2143 | 2009.07.09 04:30 | sell | 703 | 1.00 | 93.270 | 0.000 | 0.000 | ||
| 2144 | 2009.07.09 04:30 | modify | 703 | 1.00 | 93.270 | 94.370 | 92.270 | ||
| 2145 | 2009.07.09 07:00 | close | 703 | 1.00 | 93.120 | 94.370 | 92.270 | 15000.00 | 4326500.00 |
| 2146 | 2009.07.09 16:50 | buy | 704 | 1.00 | 92.546 | 0.000 | 0.000 | ||
| 2147 | 2009.07.09 16:50 | modify | 704 | 1.00 | 92.546 | 91.446 | 93.546 | ||
| 2148 | 2009.07.09 16:55 | close | 704 | 1.00 | 92.711 | 91.446 | 93.546 | 16500.00 | 4343000.00 |
| 2149 | 2009.07.14 10:05 | buy | 705 | 1.00 | 92.936 | 0.000 | 0.000 | ||
| 2150 | 2009.07.14 10:05 | modify | 705 | 1.00 | 92.936 | 91.836 | 93.936 | ||
| 2151 | 2009.07.14 11:10 | close | 705 | 1.00 | 93.195 | 91.836 | 93.936 | 25900.00 | 4368900.00 |
| 2152 | 2009.07.20 12:35 | buy | 706 | 1.00 | 94.404 | 0.000 | 0.000 | ||
| 2153 | 2009.07.20 12:35 | modify | 706 | 1.00 | 94.404 | 93.304 | 95.404 | ||
| 2154 | 2009.07.20 13:15 | close | 706 | 1.00 | 94.555 | 93.304 | 95.404 | 15100.00 | 4384000.00 |
| 2155 | 2009.07.24 03:05 | buy | 707 | 1.00 | 94.908 | 0.000 | 0.000 | ||
| 2156 | 2009.07.24 03:05 | modify | 707 | 1.00 | 94.908 | 93.808 | 95.908 | ||
| 2157 | 2009.07.24 07:40 | close | 707 | 1.00 | 94.729 | 93.808 | 95.908 | -17900.00 | 4366100.00 |
| 2158 | 2009.07.29 03:50 | sell | 708 | 1.00 | 94.655 | 0.000 | 0.000 | ||
| 2159 | 2009.07.29 03:50 | modify | 708 | 1.00 | 94.655 | 95.755 | 93.655 | ||
| 2160 | 2009.07.29 05:00 | close | 708 | 1.00 | 94.462 | 95.755 | 93.655 | 19300.00 | 4385400.00 |
| 2161 | 2009.07.29 11:45 | sell | 709 | 1.00 | 94.642 | 0.000 | 0.000 | ||
| 2162 | 2009.07.29 11:45 | modify | 709 | 1.00 | 94.642 | 95.742 | 93.642 | ||
| 2163 | 2009.07.29 15:40 | close | 709 | 1.00 | 94.770 | 95.742 | 93.642 | -12800.00 | 4372600.00 |
| 2164 | 2009.07.29 16:35 | buy | 710 | 1.00 | 94.627 | 0.000 | 0.000 | ||
| 2165 | 2009.07.29 16:35 | modify | 710 | 1.00 | 94.627 | 93.527 | 95.627 | ||
| 2166 | 2009.07.29 16:40 | close | 710 | 1.00 | 94.880 | 93.527 | 95.627 | 25300.00 | 4397900.00 |
| 2167 | 2009.07.31 04:45 | buy | 711 | 1.00 | 95.308 | 0.000 | 0.000 | ||
| 2168 | 2009.07.31 04:45 | modify | 711 | 1.00 | 95.308 | 94.208 | 96.308 | ||
| 2169 | 2009.07.31 07:00 | close | 711 | 1.00 | 95.348 | 94.208 | 96.308 | 4000.00 | 4401900.00 |
| 2170 | 2009.08.03 10:15 | sell | 712 | 1.00 | 94.826 | 0.000 | 0.000 | ||
| 2171 | 2009.08.03 10:15 | modify | 712 | 1.00 | 94.826 | 95.926 | 93.826 | ||
| 2172 | 2009.08.03 16:00 | close | 712 | 1.00 | 94.993 | 95.926 | 93.826 | -16700.00 | 4385200.00 |
| 2173 | 2009.08.04 07:55 | buy | 713 | 1.00 | 95.156 | 0.000 | 0.000 | ||
| 2174 | 2009.08.04 07:55 | modify | 713 | 1.00 | 95.156 | 94.056 | 96.156 | ||
| 2175 | 2009.08.04 11:45 | modify | 713 | 1.00 | 95.156 | 94.056 | 94.756 | ||
| 2176 | 2009.08.04 13:22 | t/p | 713 | 1.00 | 94.757 | 94.056 | 94.756 | -39900.00 | 4345300.00 |
| 2177 | 2009.08.04 17:05 | sell | 714 | 1.00 | 94.982 | 0.000 | 0.000 | ||
| 2178 | 2009.08.04 17:05 | modify | 714 | 1.00 | 94.982 | 96.082 | 93.982 | ||
| 2179 | 2009.08.04 20:40 | close | 714 | 1.00 | 95.287 | 96.082 | 93.982 | -30500.00 | 4314800.00 |
| 2180 | 2009.08.05 06:35 | buy | 715 | 1.00 | 95.084 | 0.000 | 0.000 | ||
| 2181 | 2009.08.05 06:35 | modify | 715 | 1.00 | 95.084 | 93.984 | 96.084 | ||
| 2182 | 2009.08.05 11:40 | close | 715 | 1.00 | 95.203 | 93.984 | 96.084 | 11900.00 | 4326700.00 |
| 2183 | 2009.08.05 14:00 | sell | 716 | 1.00 | 95.374 | 0.000 | 0.000 | ||
| 2184 | 2009.08.05 14:00 | modify | 716 | 1.00 | 95.374 | 96.474 | 94.374 | ||
| 2185 | 2009.08.05 15:40 | close | 716 | 1.00 | 95.199 | 96.474 | 94.374 | 17500.00 | 4344200.00 |
| 2186 | 2009.08.11 09:25 | sell | 717 | 1.00 | 96.907 | 0.000 | 0.000 | ||
| 2187 | 2009.08.11 09:25 | modify | 717 | 1.00 | 96.907 | 98.007 | 95.907 | ||
| 2188 | 2009.08.11 10:10 | close | 717 | 1.00 | 96.722 | 98.007 | 95.907 | 18500.00 | 4362700.00 |
| 2189 | 2009.08.11 22:05 | sell | 718 | 1.00 | 96.057 | 0.000 | 0.000 | ||
| 2190 | 2009.08.11 22:05 | modify | 718 | 1.00 | 96.057 | 97.157 | 95.057 | ||
| 2191 | 2009.08.11 22:35 | close | 718 | 1.00 | 95.924 | 97.157 | 95.057 | 13300.00 | 4376000.00 |
| 2192 | 2009.08.12 11:55 | sell | 719 | 1.00 | 95.660 | 0.000 | 0.000 | ||
| 2193 | 2009.08.12 11:55 | modify | 719 | 1.00 | 95.660 | 96.760 | 94.660 | ||
| 2194 | 2009.08.12 17:50 | modify | 719 | 1.00 | 95.660 | 96.760 | 96.060 | ||
| 2195 | 2009.08.12 19:07 | t/p | 719 | 1.00 | 96.051 | 96.760 | 96.060 | -39100.00 | 4336900.00 |
| 2196 | 2009.08.14 09:00 | sell | 720 | 1.00 | 95.334 | 0.000 | 0.000 | ||
| 2197 | 2009.08.14 09:00 | modify | 720 | 1.00 | 95.334 | 96.434 | 94.334 | ||
| 2198 | 2009.08.14 10:20 | close | 720 | 1.00 | 95.150 | 96.434 | 94.334 | 18400.00 | 4355300.00 |
| 2199 | 2009.08.20 14:15 | buy | 721 | 1.00 | 94.163 | 0.000 | 0.000 | ||
| 2200 | 2009.08.20 14:15 | modify | 721 | 1.00 | 94.163 | 93.063 | 95.163 | ||
| 2201 | 2009.08.20 16:45 | close | 721 | 1.00 | 94.175 | 93.063 | 95.163 | 1200.00 | 4356500.00 |
| 2202 | 2009.08.24 14:45 | buy | 722 | 1.00 | 94.680 | 0.000 | 0.000 | ||
| 2203 | 2009.08.24 14:45 | modify | 722 | 1.00 | 94.680 | 93.580 | 95.680 | ||
| 2204 | 2009.08.24 16:00 | close | 722 | 1.00 | 94.683 | 93.580 | 95.680 | 300.00 | 4356800.00 |
| 2205 | 2009.08.24 18:35 | buy | 723 | 1.00 | 94.509 | 0.000 | 0.000 | ||
| 2206 | 2009.08.24 18:35 | modify | 723 | 1.00 | 94.509 | 93.409 | 95.509 | ||
| 2207 | 2009.08.24 23:40 | close | 723 | 1.00 | 94.549 | 93.409 | 95.509 | 4000.00 | 4360800.00 |
| 2208 | 2009.08.25 11:10 | sell | 724 | 1.00 | 94.368 | 0.000 | 0.000 | ||
| 2209 | 2009.08.25 11:10 | modify | 724 | 1.00 | 94.368 | 95.468 | 93.368 | ||
| 2210 | 2009.08.25 12:55 | close | 724 | 1.00 | 94.223 | 95.468 | 93.368 | 14500.00 | 4375300.00 |
| 2211 | 2009.08.25 17:05 | sell | 725 | 1.00 | 94.500 | 0.000 | 0.000 | ||
| 2212 | 2009.08.25 17:05 | modify | 725 | 1.00 | 94.500 | 95.600 | 93.500 | ||
| 2213 | 2009.08.25 17:30 | close | 725 | 1.00 | 94.323 | 95.600 | 93.500 | 17700.00 | 4393000.00 |
| 2214 | 2009.08.27 15:45 | sell | 726 | 1.00 | 93.884 | 0.000 | 0.000 | ||
| 2215 | 2009.08.27 15:45 | modify | 726 | 1.00 | 93.884 | 94.984 | 92.884 | ||
| 2216 | 2009.08.27 16:40 | close | 726 | 1.00 | 93.701 | 94.984 | 92.884 | 18300.00 | 4411300.00 |
| 2217 | 2009.08.31 11:40 | sell | 727 | 1.00 | 92.928 | 0.000 | 0.000 | ||
| 2218 | 2009.08.31 11:40 | modify | 727 | 1.00 | 92.928 | 94.028 | 91.928 | ||
| 2219 | 2009.08.31 16:00 | close | 727 | 1.00 | 93.202 | 94.028 | 91.928 | -27400.00 | 4383900.00 |
| 2220 | 2009.09.02 04:55 | sell | 728 | 1.00 | 92.980 | 0.000 | 0.000 | ||
| 2221 | 2009.09.02 04:55 | modify | 728 | 1.00 | 92.980 | 94.080 | 91.980 | ||
| 2222 | 2009.09.02 06:25 | close | 728 | 1.00 | 92.800 | 94.080 | 91.980 | 18000.00 | 4401900.00 |
| 2223 | 2009.09.04 19:00 | buy | 729 | 1.00 | 92.760 | 0.000 | 0.000 | ||
| 2224 | 2009.09.04 19:00 | modify | 729 | 1.00 | 92.760 | 91.660 | 93.760 | ||
| 2225 | 2009.09.04 20:00 | close | 729 | 1.00 | 92.957 | 91.660 | 93.760 | 19700.00 | 4421600.00 |
| 2226 | 2009.09.09 15:25 | buy | 730 | 1.00 | 92.296 | 0.000 | 0.000 | ||
| 2227 | 2009.09.09 15:25 | modify | 730 | 1.00 | 92.296 | 91.196 | 93.296 | ||
| 2228 | 2009.09.09 17:10 | modify | 730 | 1.00 | 92.296 | 91.196 | 91.896 | ||
| 2229 | 2009.09.09 18:22 | t/p | 730 | 1.00 | 91.903 | 91.196 | 91.896 | -39300.00 | 4382300.00 |
| 2230 | 2009.09.09 21:00 | sell | 731 | 1.00 | 92.071 | 0.000 | 0.000 | ||
| 2231 | 2009.09.09 21:00 | modify | 731 | 1.00 | 92.071 | 93.171 | 91.071 | ||
| 2232 | 2009.09.10 00:55 | close | 731 | 1.00 | 91.977 | 93.171 | 91.071 | 9400.00 | 4391700.00 |
| 2233 | 2009.09.11 22:15 | sell | 732 | 1.00 | 90.650 | 0.000 | 0.000 | ||
| 2234 | 2009.09.11 22:15 | modify | 732 | 1.00 | 90.650 | 91.750 | 89.650 | ||
| 2235 | 2009.09.11 23:00 | close | 732 | 1.00 | 90.662 | 91.750 | 89.650 | -1200.00 | 4390500.00 |
| 2236 | 2009.09.15 02:20 | buy | 733 | 1.00 | 90.818 | 0.000 | 0.000 | ||
| 2237 | 2009.09.15 02:20 | modify | 733 | 1.00 | 90.818 | 89.718 | 91.818 | ||
| 2238 | 2009.09.15 03:05 | close | 733 | 1.00 | 90.912 | 89.718 | 91.818 | 9400.00 | 4399900.00 |
| 2239 | 2009.09.15 19:00 | buy | 734 | 1.00 | 90.959 | 0.000 | 0.000 | ||
| 2240 | 2009.09.15 19:00 | modify | 734 | 1.00 | 90.959 | 89.859 | 91.959 | ||
| 2241 | 2009.09.15 22:00 | close | 734 | 1.00 | 91.105 | 89.859 | 91.959 | 14600.00 | 4414500.00 |
| 2242 | 2009.09.16 17:30 | sell | 735 | 1.00 | 91.010 | 0.000 | 0.000 | ||
| 2243 | 2009.09.16 17:30 | modify | 735 | 1.00 | 91.010 | 92.110 | 90.010 | ||
| 2244 | 2009.09.16 19:25 | close | 735 | 1.00 | 90.727 | 92.110 | 90.010 | 28300.00 | 4442800.00 |
| 2245 | 2009.09.17 09:35 | buy | 736 | 1.00 | 90.892 | 0.000 | 0.000 | ||
| 2246 | 2009.09.17 09:35 | modify | 736 | 1.00 | 90.892 | 89.792 | 91.892 | ||
| 2247 | 2009.09.17 13:15 | close | 736 | 1.00 | 90.820 | 89.792 | 91.892 | -7200.00 | 4435600.00 |
| 2248 | 2009.09.18 08:40 | buy | 737 | 1.00 | 91.096 | 0.000 | 0.000 | ||
| 2249 | 2009.09.18 08:40 | modify | 737 | 1.00 | 91.096 | 89.996 | 92.096 | ||
| 2250 | 2009.09.18 10:35 | close | 737 | 1.00 | 91.267 | 89.996 | 92.096 | 17100.00 | 4452700.00 |