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 |
| 2251 | 2009.09.18 10:40 | sell | 738 | 1.00 | 91.361 | 0.000 | 0.000 | ||
| 2252 | 2009.09.18 10:40 | modify | 738 | 1.00 | 91.361 | 92.461 | 90.361 | ||
| 2253 | 2009.09.18 10:50 | close | 738 | 1.00 | 91.203 | 92.461 | 90.361 | 15800.00 | 4468500.00 |
| 2254 | 2009.09.24 04:10 | buy | 739 | 1.00 | 91.125 | 0.000 | 0.000 | ||
| 2255 | 2009.09.24 04:10 | modify | 739 | 1.00 | 91.125 | 90.025 | 92.125 | ||
| 2256 | 2009.09.24 04:50 | close | 739 | 1.00 | 91.290 | 90.025 | 92.125 | 16500.00 | 4485000.00 |
| 2257 | 2009.09.24 16:55 | sell | 740 | 1.00 | 90.863 | 0.000 | 0.000 | ||
| 2258 | 2009.09.24 16:55 | modify | 740 | 1.00 | 90.863 | 91.963 | 89.863 | ||
| 2259 | 2009.09.24 20:45 | modify | 740 | 1.00 | 90.863 | 91.963 | 91.263 | ||
| 2260 | 2009.09.24 21:40 | close | 740 | 1.00 | 91.286 | 91.963 | 91.263 | -42300.00 | 4442700.00 |
| 2261 | 2009.09.25 02:45 | buy | 741 | 1.00 | 91.080 | 0.000 | 0.000 | ||
| 2262 | 2009.09.25 02:45 | modify | 741 | 1.00 | 91.080 | 89.980 | 92.080 | ||
| 2263 | 2009.09.25 06:40 | close | 741 | 1.00 | 90.736 | 89.980 | 92.080 | -34400.00 | 4408300.00 |
| 2264 | 2009.09.29 10:30 | buy | 742 | 1.00 | 89.696 | 0.000 | 0.000 | ||
| 2265 | 2009.09.29 10:30 | modify | 742 | 1.00 | 89.696 | 88.596 | 90.696 | ||
| 2266 | 2009.09.29 13:00 | close | 742 | 1.00 | 89.863 | 88.596 | 90.696 | 16700.00 | 4425000.00 |
| 2267 | 2009.09.30 00:15 | buy | 743 | 1.00 | 90.052 | 0.000 | 0.000 | ||
| 2268 | 2009.09.30 00:15 | modify | 743 | 1.00 | 90.052 | 88.952 | 91.052 | ||
| 2269 | 2009.09.30 01:25 | close | 743 | 1.00 | 90.166 | 88.952 | 91.052 | 11400.00 | 4436400.00 |
| 2270 | 2009.10.01 15:50 | buy | 744 | 1.00 | 89.795 | 0.000 | 0.000 | ||
| 2271 | 2009.10.01 15:50 | modify | 744 | 1.00 | 89.795 | 88.695 | 90.795 | ||
| 2272 | 2009.10.01 19:00 | close | 744 | 1.00 | 89.728 | 88.695 | 90.795 | -6700.00 | 4429700.00 |
| 2273 | 2009.10.06 09:45 | sell | 745 | 1.00 | 89.277 | 0.000 | 0.000 | ||
| 2274 | 2009.10.06 09:45 | modify | 745 | 1.00 | 89.277 | 90.377 | 88.277 | ||
| 2275 | 2009.10.06 10:25 | close | 745 | 1.00 | 89.126 | 90.377 | 88.277 | 15100.00 | 4444800.00 |
| 2276 | 2009.10.08 13:30 | sell | 746 | 1.00 | 88.517 | 0.000 | 0.000 | ||
| 2277 | 2009.10.08 13:30 | modify | 746 | 1.00 | 88.517 | 89.617 | 87.517 | ||
| 2278 | 2009.10.08 14:10 | close | 746 | 1.00 | 88.333 | 89.617 | 87.517 | 18400.00 | 4463200.00 |
| 2279 | 2009.10.09 12:40 | buy | 747 | 1.00 | 89.037 | 0.000 | 0.000 | ||
| 2280 | 2009.10.09 12:40 | modify | 747 | 1.00 | 89.037 | 87.937 | 90.037 | ||
| 2281 | 2009.10.09 15:20 | close | 747 | 1.00 | 88.965 | 87.937 | 90.037 | -7200.00 | 4456000.00 |
| 2282 | 2009.10.12 14:10 | buy | 748 | 1.00 | 90.054 | 0.000 | 0.000 | ||
| 2283 | 2009.10.12 14:10 | modify | 748 | 1.00 | 90.054 | 88.954 | 91.054 | ||
| 2284 | 2009.10.12 16:00 | close | 748 | 1.00 | 89.995 | 88.954 | 91.054 | -5900.00 | 4450100.00 |
| 2285 | 2009.10.13 04:30 | sell | 749 | 1.00 | 89.979 | 0.000 | 0.000 | ||
| 2286 | 2009.10.13 04:30 | modify | 749 | 1.00 | 89.979 | 91.079 | 88.979 | ||
| 2287 | 2009.10.13 05:50 | close | 749 | 1.00 | 89.790 | 91.079 | 88.979 | 18900.00 | 4469000.00 |
| 2288 | 2009.10.13 08:35 | sell | 750 | 1.00 | 90.015 | 0.000 | 0.000 | ||
| 2289 | 2009.10.13 08:35 | modify | 750 | 1.00 | 90.015 | 91.115 | 89.015 | ||
| 2290 | 2009.10.13 11:30 | close | 750 | 1.00 | 89.939 | 91.115 | 89.015 | 7600.00 | 4476600.00 |
| 2291 | 2009.10.14 13:15 | sell | 751 | 1.00 | 89.315 | 0.000 | 0.000 | ||
| 2292 | 2009.10.14 13:15 | modify | 751 | 1.00 | 89.315 | 90.415 | 88.315 | ||
| 2293 | 2009.10.14 16:35 | close | 751 | 1.00 | 89.340 | 90.415 | 88.315 | -2500.00 | 4474100.00 |
| 2294 | 2009.10.20 14:10 | sell | 752 | 1.00 | 90.527 | 0.000 | 0.000 | ||
| 2295 | 2009.10.20 14:10 | modify | 752 | 1.00 | 90.527 | 91.627 | 89.527 | ||
| 2296 | 2009.10.20 15:35 | close | 752 | 1.00 | 90.277 | 91.627 | 89.527 | 25000.00 | 4499100.00 |
| 2297 | 2009.10.26 03:10 | buy | 753 | 1.00 | 91.903 | 0.000 | 0.000 | ||
| 2298 | 2009.10.26 03:10 | modify | 753 | 1.00 | 91.903 | 90.803 | 92.903 | ||
| 2299 | 2009.10.26 07:10 | close | 753 | 1.00 | 91.781 | 90.803 | 92.903 | -12200.00 | 4486900.00 |
| 2300 | 2009.10.29 10:10 | sell | 754 | 1.00 | 90.529 | 0.000 | 0.000 | ||
| 2301 | 2009.10.29 10:10 | modify | 754 | 1.00 | 90.529 | 91.629 | 89.529 | ||
| 2302 | 2009.10.29 15:35 | modify | 754 | 1.00 | 90.529 | 91.629 | 90.929 | ||
| 2303 | 2009.10.29 20:10 | close | 754 | 1.00 | 91.595 | 91.629 | 90.929 | -106600.00 | 4380300.00 |
| 2304 | 2009.10.30 07:35 | buy | 755 | 1.00 | 91.193 | 0.000 | 0.000 | ||
| 2305 | 2009.10.30 07:35 | modify | 755 | 1.00 | 91.193 | 90.093 | 92.193 | ||
| 2306 | 2009.10.30 10:30 | close | 755 | 1.00 | 91.089 | 90.093 | 92.193 | -10400.00 | 4369900.00 |
| 2307 | 2009.10.30 15:00 | sell | 756 | 1.00 | 91.205 | 0.000 | 0.000 | ||
| 2308 | 2009.10.30 15:00 | modify | 756 | 1.00 | 91.205 | 92.305 | 90.205 | ||
| 2309 | 2009.10.30 16:05 | close | 756 | 1.00 | 90.956 | 92.305 | 90.205 | 24900.00 | 4394800.00 |
| 2310 | 2009.11.03 09:20 | buy | 757 | 1.00 | 90.087 | 0.000 | 0.000 | ||
| 2311 | 2009.11.03 09:20 | modify | 757 | 1.00 | 90.087 | 88.987 | 91.087 | ||
| 2312 | 2009.11.03 12:45 | close | 757 | 1.00 | 90.165 | 88.987 | 91.087 | 7800.00 | 4402600.00 |
| 2313 | 2009.11.06 08:10 | buy | 758 | 1.00 | 90.557 | 0.000 | 0.000 | ||
| 2314 | 2009.11.06 08:10 | modify | 758 | 1.00 | 90.557 | 89.457 | 91.557 | ||
| 2315 | 2009.11.06 11:00 | close | 758 | 1.00 | 90.574 | 89.457 | 91.557 | 1700.00 | 4404300.00 |
| 2316 | 2009.11.09 03:35 | sell | 759 | 1.00 | 90.068 | 0.000 | 0.000 | ||
| 2317 | 2009.11.09 03:35 | modify | 759 | 1.00 | 90.068 | 91.168 | 89.068 | ||
| 2318 | 2009.11.09 06:25 | close | 759 | 1.00 | 90.056 | 91.168 | 89.068 | 1200.00 | 4405500.00 |
| 2319 | 2009.11.11 08:20 | sell | 760 | 1.00 | 89.730 | 0.000 | 0.000 | ||
| 2320 | 2009.11.11 08:20 | modify | 760 | 1.00 | 89.730 | 90.830 | 88.730 | ||
| 2321 | 2009.11.11 15:05 | close | 760 | 1.00 | 89.851 | 90.830 | 88.730 | -12100.00 | 4393400.00 |
| 2322 | 2009.11.18 06:10 | buy | 761 | 1.00 | 89.196 | 0.000 | 0.000 | ||
| 2323 | 2009.11.18 06:10 | modify | 761 | 1.00 | 89.196 | 88.096 | 90.196 | ||
| 2324 | 2009.11.18 15:35 | close | 761 | 1.00 | 89.235 | 88.096 | 90.196 | 3900.00 | 4397300.00 |
| 2325 | 2009.11.19 21:40 | sell | 762 | 1.00 | 89.040 | 0.000 | 0.000 | ||
| 2326 | 2009.11.19 21:40 | modify | 762 | 1.00 | 89.040 | 90.140 | 88.040 | ||
| 2327 | 2009.11.20 00:00 | close | 762 | 1.00 | 88.997 | 90.140 | 88.040 | 4300.00 | 4401600.00 |
| 2328 | 2009.11.30 06:30 | buy | 763 | 1.00 | 86.514 | 0.000 | 0.000 | ||
| 2329 | 2009.11.30 06:30 | modify | 763 | 1.00 | 86.514 | 85.414 | 87.514 | ||
| 2330 | 2009.11.30 10:20 | modify | 763 | 1.00 | 86.514 | 85.414 | 86.114 | ||
| 2331 | 2009.11.30 10:35 | t/p | 763 | 1.00 | 86.123 | 85.414 | 86.114 | -39100.00 | 4362500.00 |
| 2332 | 2009.11.30 11:35 | sell | 764 | 1.00 | 86.471 | 0.000 | 0.000 | ||
| 2333 | 2009.11.30 11:35 | modify | 764 | 1.00 | 86.471 | 87.571 | 85.471 | ||
| 2334 | 2009.11.30 13:15 | close | 764 | 1.00 | 86.252 | 87.571 | 85.471 | 21900.00 | 4384400.00 |
| 2335 | 2009.11.30 22:40 | sell | 765 | 1.00 | 86.435 | 0.000 | 0.000 | ||
| 2336 | 2009.11.30 22:40 | modify | 765 | 1.00 | 86.435 | 87.535 | 85.435 | ||
| 2337 | 2009.12.01 00:10 | close | 765 | 1.00 | 86.271 | 87.535 | 85.435 | 16400.00 | 4400800.00 |
| 2338 | 2009.12.01 17:15 | buy | 766 | 1.00 | 86.640 | 0.000 | 0.000 | ||
| 2339 | 2009.12.01 17:15 | modify | 766 | 1.00 | 86.640 | 85.540 | 87.640 | ||
| 2340 | 2009.12.01 22:25 | close | 766 | 1.00 | 86.705 | 85.540 | 87.640 | 6500.00 | 4407300.00 |
| 2341 | 2009.12.02 14:20 | buy | 767 | 1.00 | 87.116 | 0.000 | 0.000 | ||
| 2342 | 2009.12.02 14:20 | modify | 767 | 1.00 | 87.116 | 86.016 | 88.116 | ||
| 2343 | 2009.12.02 17:30 | close | 767 | 1.00 | 87.262 | 86.016 | 88.116 | 14600.00 | 4421900.00 |
| 2344 | 2009.12.03 09:00 | buy | 768 | 1.00 | 87.700 | 0.000 | 0.000 | ||
| 2345 | 2009.12.03 09:00 | modify | 768 | 1.00 | 87.700 | 86.600 | 88.700 | ||
| 2346 | 2009.12.03 11:00 | close | 768 | 1.00 | 87.870 | 86.600 | 88.700 | 17000.00 | 4438900.00 |
| 2347 | 2009.12.04 02:20 | buy | 769 | 1.00 | 88.094 | 0.000 | 0.000 | ||
| 2348 | 2009.12.04 02:20 | modify | 769 | 1.00 | 88.094 | 86.994 | 89.094 | ||
| 2349 | 2009.12.04 03:35 | close | 769 | 1.00 | 88.271 | 86.994 | 89.094 | 17700.00 | 4456600.00 |
| 2350 | 2009.12.09 02:15 | sell | 770 | 1.00 | 88.637 | 0.000 | 0.000 | ||
| 2351 | 2009.12.09 02:15 | modify | 770 | 1.00 | 88.637 | 89.737 | 87.637 | ||
| 2352 | 2009.12.09 03:20 | close | 770 | 1.00 | 88.454 | 89.737 | 87.637 | 18300.00 | 4474900.00 |
| 2353 | 2009.12.14 18:40 | sell | 771 | 1.00 | 88.736 | 0.000 | 0.000 | ||
| 2354 | 2009.12.14 18:40 | modify | 771 | 1.00 | 88.736 | 89.836 | 87.736 | ||
| 2355 | 2009.12.14 19:05 | close | 771 | 1.00 | 88.577 | 89.836 | 87.736 | 15900.00 | 4490800.00 |
| 2356 | 2009.12.15 01:45 | sell | 772 | 1.00 | 88.726 | 0.000 | 0.000 | ||
| 2357 | 2009.12.15 01:45 | modify | 772 | 1.00 | 88.726 | 89.826 | 87.726 | ||
| 2358 | 2009.12.15 02:40 | close | 772 | 1.00 | 88.630 | 89.826 | 87.726 | 9600.00 | 4500400.00 |
| 2359 | 2009.12.15 22:15 | buy | 773 | 1.00 | 89.650 | 0.000 | 0.000 | ||
| 2360 | 2009.12.15 22:15 | modify | 773 | 1.00 | 89.650 | 88.550 | 90.650 | ||
| 2361 | 2009.12.16 09:20 | close | 773 | 1.00 | 89.577 | 88.550 | 90.650 | -7300.00 | 4493100.00 |
| 2362 | 2009.12.17 09:10 | buy | 774 | 1.00 | 89.925 | 0.000 | 0.000 | ||
| 2363 | 2009.12.17 09:10 | modify | 774 | 1.00 | 89.925 | 88.825 | 90.925 | ||
| 2364 | 2009.12.17 11:40 | close | 774 | 1.00 | 89.920 | 88.825 | 90.925 | -500.00 | 4492600.00 |
| 2365 | 2009.12.17 20:50 | buy | 775 | 1.00 | 89.957 | 0.000 | 0.000 | ||
| 2366 | 2009.12.17 20:50 | modify | 775 | 1.00 | 89.957 | 88.857 | 90.957 | ||
| 2367 | 2009.12.17 22:30 | close | 775 | 1.00 | 90.022 | 88.857 | 90.957 | 6500.00 | 4499100.00 |
| 2368 | 2009.12.22 01:50 | buy | 776 | 1.00 | 91.081 | 0.000 | 0.000 | ||
| 2369 | 2009.12.22 01:50 | modify | 776 | 1.00 | 91.081 | 89.981 | 92.081 | ||
| 2370 | 2009.12.22 03:10 | close | 776 | 1.00 | 91.351 | 89.981 | 92.081 | 27000.00 | 4526100.00 |
| 2371 | 2009.12.22 07:55 | buy | 777 | 1.00 | 91.246 | 0.000 | 0.000 | ||
| 2372 | 2009.12.22 07:55 | modify | 777 | 1.00 | 91.246 | 90.146 | 92.246 | ||
| 2373 | 2009.12.22 10:55 | close | 777 | 1.00 | 91.295 | 90.146 | 92.246 | 4900.00 | 4531000.00 |
| 2374 | 2010.01.04 01:50 | buy | 778 | 1.00 | 92.747 | 0.000 | 0.000 | ||
| 2375 | 2010.01.04 01:50 | modify | 778 | 1.00 | 92.747 | 91.647 | 93.747 | ||
| 2376 | 2010.01.04 02:40 | close | 778 | 1.00 | 92.910 | 91.647 | 93.747 | 16300.00 | 4547300.00 |
| 2377 | 2010.01.05 10:35 | sell | 779 | 1.00 | 92.051 | 0.000 | 0.000 | ||
| 2378 | 2010.01.05 10:35 | modify | 779 | 1.00 | 92.051 | 93.151 | 91.051 | ||
| 2379 | 2010.01.05 11:05 | close | 779 | 1.00 | 91.890 | 93.151 | 91.051 | 16100.00 | 4563400.00 |
| 2380 | 2010.01.05 13:20 | sell | 780 | 1.00 | 92.092 | 0.000 | 0.000 | ||
| 2381 | 2010.01.05 13:20 | modify | 780 | 1.00 | 92.092 | 93.192 | 91.092 | ||
| 2382 | 2010.01.05 14:45 | close | 780 | 1.00 | 91.853 | 93.192 | 91.092 | 23900.00 | 4587300.00 |
| 2383 | 2010.01.06 21:15 | buy | 781 | 1.00 | 92.310 | 0.000 | 0.000 | ||
| 2384 | 2010.01.06 21:15 | modify | 781 | 1.00 | 92.310 | 91.210 | 93.310 | ||
| 2385 | 2010.01.06 22:15 | close | 781 | 1.00 | 92.472 | 91.210 | 93.310 | 16200.00 | 4603500.00 |
| 2386 | 2010.01.06 23:55 | buy | 782 | 1.00 | 92.297 | 0.000 | 0.000 | ||
| 2387 | 2010.01.06 23:55 | modify | 782 | 1.00 | 92.297 | 91.197 | 93.297 | ||
| 2388 | 2010.01.07 01:15 | close | 782 | 1.00 | 92.362 | 91.197 | 93.297 | 6500.00 | 4610000.00 |
| 2389 | 2010.01.11 11:55 | sell | 783 | 1.00 | 92.518 | 0.000 | 0.000 | ||
| 2390 | 2010.01.11 11:55 | modify | 783 | 1.00 | 92.518 | 93.618 | 91.518 | ||
| 2391 | 2010.01.11 13:30 | close | 783 | 1.00 | 92.347 | 93.618 | 91.518 | 17100.00 | 4627100.00 |
| 2392 | 2010.01.12 02:55 | sell | 784 | 1.00 | 92.268 | 0.000 | 0.000 | ||
| 2393 | 2010.01.12 02:55 | modify | 784 | 1.00 | 92.268 | 93.368 | 91.268 | ||
| 2394 | 2010.01.12 03:15 | close | 784 | 1.00 | 92.118 | 93.368 | 91.268 | 15000.00 | 4642100.00 |
| 2395 | 2010.01.13 02:40 | sell | 785 | 1.00 | 91.331 | 0.000 | 0.000 | ||
| 2396 | 2010.01.13 02:40 | modify | 785 | 1.00 | 91.331 | 92.431 | 90.331 | ||
| 2397 | 2010.01.13 03:00 | close | 785 | 1.00 | 91.176 | 92.431 | 90.331 | 15500.00 | 4657600.00 |
| 2398 | 2010.01.14 15:00 | buy | 786 | 1.00 | 91.683 | 0.000 | 0.000 | ||
| 2399 | 2010.01.14 15:00 | modify | 786 | 1.00 | 91.683 | 90.583 | 92.683 | ||
| 2400 | 2010.01.14 18:25 | modify | 786 | 1.00 | 91.683 | 90.583 | 91.283 | ||