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 |
| 2401 | 2010.01.14 22:50 | close | 786 | 1.00 | 91.065 | 90.583 | 91.283 | -61800.00 | 4595800.00 |
| 2402 | 2010.01.14 23:20 | sell | 787 | 1.00 | 91.145 | 0.000 | 0.000 | ||
| 2403 | 2010.01.14 23:20 | modify | 787 | 1.00 | 91.145 | 92.245 | 90.145 | ||
| 2404 | 2010.01.15 03:10 | close | 787 | 1.00 | 91.083 | 92.245 | 90.145 | 6200.00 | 4602000.00 |
| 2405 | 2010.01.15 13:55 | sell | 788 | 1.00 | 91.031 | 0.000 | 0.000 | ||
| 2406 | 2010.01.15 13:55 | modify | 788 | 1.00 | 91.031 | 92.131 | 90.031 | ||
| 2407 | 2010.01.15 14:05 | close | 788 | 1.00 | 90.811 | 92.131 | 90.031 | 22000.00 | 4624000.00 |
| 2408 | 2010.01.20 09:35 | buy | 789 | 1.00 | 90.966 | 0.000 | 0.000 | ||
| 2409 | 2010.01.20 09:35 | modify | 789 | 1.00 | 90.966 | 89.866 | 91.966 | ||
| 2410 | 2010.01.20 14:30 | close | 789 | 1.00 | 90.973 | 89.866 | 91.966 | 700.00 | 4624700.00 |
| 2411 | 2010.01.22 08:35 | sell | 790 | 1.00 | 90.275 | 0.000 | 0.000 | ||
| 2412 | 2010.01.22 08:35 | modify | 790 | 1.00 | 90.275 | 91.375 | 89.275 | ||
| 2413 | 2010.01.22 13:55 | close | 790 | 1.00 | 90.217 | 91.375 | 89.275 | 5800.00 | 4630500.00 |
| 2414 | 2010.01.25 17:10 | buy | 791 | 1.00 | 90.081 | 0.000 | 0.000 | ||
| 2415 | 2010.01.25 17:10 | modify | 791 | 1.00 | 90.081 | 88.981 | 91.081 | ||
| 2416 | 2010.01.25 19:10 | close | 791 | 1.00 | 90.280 | 88.981 | 91.081 | 19900.00 | 4650400.00 |
| 2417 | 2010.01.29 04:15 | sell | 792 | 1.00 | 89.988 | 0.000 | 0.000 | ||
| 2418 | 2010.01.29 04:15 | modify | 792 | 1.00 | 89.988 | 91.088 | 88.988 | ||
| 2419 | 2010.01.29 07:35 | close | 792 | 1.00 | 89.839 | 91.088 | 88.988 | 14900.00 | 4665300.00 |
| 2420 | 2010.01.29 09:10 | sell | 793 | 1.00 | 90.093 | 0.000 | 0.000 | ||
| 2421 | 2010.01.29 09:10 | modify | 793 | 1.00 | 90.093 | 91.193 | 89.093 | ||
| 2422 | 2010.01.29 15:35 | modify | 793 | 1.00 | 90.093 | 91.193 | 90.493 | ||
| 2423 | 2010.01.29 18:07 | t/p | 793 | 1.00 | 90.493 | 91.193 | 90.493 | -40000.00 | 4625300.00 |
| 2424 | 2010.02.04 02:05 | buy | 794 | 1.00 | 90.843 | 0.000 | 0.000 | ||
| 2425 | 2010.02.04 02:05 | modify | 794 | 1.00 | 90.843 | 89.743 | 91.843 | ||
| 2426 | 2010.02.04 03:05 | close | 794 | 1.00 | 91.028 | 89.743 | 91.843 | 18500.00 | 4643800.00 |
| 2427 | 2010.02.05 01:10 | sell | 795 | 1.00 | 89.272 | 0.000 | 0.000 | ||
| 2428 | 2010.02.05 01:10 | modify | 795 | 1.00 | 89.272 | 90.372 | 88.272 | ||
| 2429 | 2010.02.05 06:15 | close | 795 | 1.00 | 89.625 | 90.372 | 88.272 | -35300.00 | 4608500.00 |
| 2430 | 2010.02.05 14:55 | buy | 796 | 1.00 | 89.353 | 0.000 | 0.000 | ||
| 2431 | 2010.02.05 14:55 | modify | 796 | 1.00 | 89.353 | 88.253 | 90.353 | ||
| 2432 | 2010.02.05 15:30 | close | 796 | 1.00 | 89.722 | 88.253 | 90.353 | 36900.00 | 4645400.00 |
| 2433 | 2010.02.11 05:10 | buy | 797 | 1.00 | 89.887 | 0.000 | 0.000 | ||
| 2434 | 2010.02.11 05:10 | modify | 797 | 1.00 | 89.887 | 88.787 | 90.887 | ||
| 2435 | 2010.02.11 09:00 | close | 797 | 1.00 | 89.989 | 88.787 | 90.887 | 10200.00 | 4655600.00 |
| 2436 | 2010.02.15 11:40 | buy | 798 | 1.00 | 89.985 | 0.000 | 0.000 | ||
| 2437 | 2010.02.15 11:40 | modify | 798 | 1.00 | 89.985 | 88.885 | 90.985 | ||
| 2438 | 2010.02.15 15:00 | close | 798 | 1.00 | 89.977 | 88.885 | 90.985 | -800.00 | 4654800.00 |
| 2439 | 2010.02.18 18:10 | sell | 799 | 1.00 | 91.146 | 0.000 | 0.000 | ||
| 2440 | 2010.02.18 18:10 | modify | 799 | 1.00 | 91.146 | 92.246 | 90.146 | ||
| 2441 | 2010.02.18 22:20 | close | 799 | 1.00 | 91.268 | 92.246 | 90.146 | -12200.00 | 4642600.00 |
| 2442 | 2010.02.25 22:10 | sell | 800 | 1.00 | 89.160 | 0.000 | 0.000 | ||
| 2443 | 2010.02.25 22:10 | modify | 800 | 1.00 | 89.160 | 90.260 | 88.160 | ||
| 2444 | 2010.02.26 06:40 | close | 800 | 1.00 | 89.266 | 90.260 | 88.160 | -10600.00 | 4632000.00 |
| 2445 | 2010.02.26 15:00 | buy | 801 | 1.00 | 89.134 | 0.000 | 0.000 | ||
| 2446 | 2010.02.26 15:00 | modify | 801 | 1.00 | 89.134 | 88.034 | 90.134 | ||
| 2447 | 2010.02.26 16:10 | close | 801 | 1.00 | 89.225 | 88.034 | 90.134 | 9100.00 | 4641100.00 |
| 2448 | 2010.03.01 22:00 | buy | 802 | 1.00 | 89.054 | 0.000 | 0.000 | ||
| 2449 | 2010.03.01 22:00 | modify | 802 | 1.00 | 89.054 | 87.954 | 90.054 | ||
| 2450 | 2010.03.02 00:55 | close | 802 | 1.00 | 89.179 | 87.954 | 90.054 | 12500.00 | 4653600.00 |
| 2451 | 2010.03.03 08:00 | sell | 803 | 1.00 | 88.858 | 0.000 | 0.000 | ||
| 2452 | 2010.03.03 08:00 | modify | 803 | 1.00 | 88.858 | 89.958 | 87.858 | ||
| 2453 | 2010.03.03 10:00 | close | 803 | 1.00 | 88.805 | 89.958 | 87.858 | 5300.00 | 4658900.00 |
| 2454 | 2010.03.04 02:00 | sell | 804 | 1.00 | 88.586 | 0.000 | 0.000 | ||
| 2455 | 2010.03.04 02:00 | modify | 804 | 1.00 | 88.586 | 89.686 | 87.586 | ||
| 2456 | 2010.03.04 03:10 | close | 804 | 1.00 | 88.497 | 89.686 | 87.586 | 8900.00 | 4667800.00 |
| 2457 | 2010.03.04 11:50 | sell | 805 | 1.00 | 88.555 | 0.000 | 0.000 | ||
| 2458 | 2010.03.04 11:50 | modify | 805 | 1.00 | 88.555 | 89.655 | 87.555 | ||
| 2459 | 2010.03.04 13:20 | close | 805 | 1.00 | 88.393 | 89.655 | 87.555 | 16200.00 | 4684000.00 |
| 2460 | 2010.03.11 01:50 | buy | 806 | 1.00 | 90.412 | 0.000 | 0.000 | ||
| 2461 | 2010.03.11 01:50 | modify | 806 | 1.00 | 90.412 | 89.312 | 91.412 | ||
| 2462 | 2010.03.11 06:10 | close | 806 | 1.00 | 90.365 | 89.312 | 91.412 | -4700.00 | 4679300.00 |
| 2463 | 2010.03.11 13:50 | sell | 807 | 1.00 | 90.630 | 0.000 | 0.000 | ||
| 2464 | 2010.03.11 13:50 | modify | 807 | 1.00 | 90.630 | 91.730 | 89.630 | ||
| 2465 | 2010.03.11 15:35 | close | 807 | 1.00 | 90.463 | 91.730 | 89.630 | 16700.00 | 4696000.00 |
| 2466 | 2010.03.15 08:10 | buy | 808 | 1.00 | 90.569 | 0.000 | 0.000 | ||
| 2467 | 2010.03.15 08:10 | modify | 808 | 1.00 | 90.569 | 89.469 | 91.569 | ||
| 2468 | 2010.03.15 09:55 | close | 808 | 1.00 | 90.658 | 89.469 | 91.569 | 8900.00 | 4704900.00 |
| 2469 | 2010.03.16 11:05 | sell | 809 | 1.00 | 90.410 | 0.000 | 0.000 | ||
| 2470 | 2010.03.16 11:05 | modify | 809 | 1.00 | 90.410 | 91.510 | 89.410 | ||
| 2471 | 2010.03.16 15:45 | close | 809 | 1.00 | 90.559 | 91.510 | 89.410 | -14900.00 | 4690000.00 |
| 2472 | 2010.03.16 16:45 | buy | 810 | 1.00 | 90.403 | 0.000 | 0.000 | ||
| 2473 | 2010.03.16 16:45 | modify | 810 | 1.00 | 90.403 | 89.303 | 91.403 | ||
| 2474 | 2010.03.16 18:05 | close | 810 | 1.00 | 90.500 | 89.303 | 91.403 | 9700.00 | 4699700.00 |
| 2475 | 2010.03.18 14:15 | sell | 811 | 1.00 | 90.301 | 0.000 | 0.000 | ||
| 2476 | 2010.03.18 14:15 | modify | 811 | 1.00 | 90.301 | 91.401 | 89.301 | ||
| 2477 | 2010.03.18 15:35 | close | 811 | 1.00 | 90.079 | 91.401 | 89.301 | 22200.00 | 4721900.00 |
| 2478 | 2010.03.25 03:10 | buy | 812 | 1.00 | 91.981 | 0.000 | 0.000 | ||
| 2479 | 2010.03.25 03:10 | modify | 812 | 1.00 | 91.981 | 90.881 | 92.981 | ||
| 2480 | 2010.03.25 07:25 | close | 812 | 1.00 | 91.901 | 90.881 | 92.981 | -8000.00 | 4713900.00 |
| 2481 | 2010.03.26 02:50 | buy | 813 | 1.00 | 92.538 | 0.000 | 0.000 | ||
| 2482 | 2010.03.26 02:50 | modify | 813 | 1.00 | 92.538 | 91.438 | 93.538 | ||
| 2483 | 2010.03.26 04:40 | close | 813 | 1.00 | 92.540 | 91.438 | 93.538 | 200.00 | 4714100.00 |
| 2484 | 2010.03.31 09:50 | buy | 814 | 1.00 | 93.150 | 0.000 | 0.000 | ||
| 2485 | 2010.03.31 09:50 | modify | 814 | 1.00 | 93.150 | 92.050 | 94.150 | ||
| 2486 | 2010.03.31 10:35 | close | 814 | 1.00 | 93.310 | 92.050 | 94.150 | 16000.00 | 4730100.00 |
| 2487 | 2010.03.31 15:20 | buy | 815 | 1.00 | 93.080 | 0.000 | 0.000 | ||
| 2488 | 2010.03.31 15:20 | modify | 815 | 1.00 | 93.080 | 91.980 | 94.080 | ||
| 2489 | 2010.03.31 17:55 | close | 815 | 1.00 | 93.261 | 91.980 | 94.080 | 18100.00 | 4748200.00 |
| 2490 | 2010.04.05 03:10 | buy | 816 | 1.00 | 94.465 | 0.000 | 0.000 | ||
| 2491 | 2010.04.05 03:10 | modify | 816 | 1.00 | 94.465 | 93.365 | 95.465 | ||
| 2492 | 2010.04.05 07:55 | close | 816 | 1.00 | 94.440 | 93.365 | 95.465 | -2500.00 | 4745700.00 |
| 2493 | 2010.04.12 09:15 | sell | 817 | 1.00 | 93.292 | 0.000 | 0.000 | ||
| 2494 | 2010.04.12 09:15 | modify | 817 | 1.00 | 93.292 | 94.392 | 92.292 | ||
| 2495 | 2010.04.12 14:40 | close | 817 | 1.00 | 93.438 | 94.392 | 92.292 | -14600.00 | 4731100.00 |
| 2496 | 2010.04.13 10:15 | sell | 818 | 1.00 | 93.057 | 0.000 | 0.000 | ||
| 2497 | 2010.04.13 10:15 | modify | 818 | 1.00 | 93.057 | 94.157 | 92.057 | ||
| 2498 | 2010.04.13 11:55 | close | 818 | 1.00 | 93.042 | 94.157 | 92.057 | 1500.00 | 4732600.00 |
| 2499 | 2010.04.14 18:30 | buy | 819 | 1.00 | 93.236 | 0.000 | 0.000 | ||
| 2500 | 2010.04.14 18:30 | modify | 819 | 1.00 | 93.236 | 92.136 | 94.236 | ||
| 2501 | 2010.04.14 22:05 | close | 819 | 1.00 | 93.190 | 92.136 | 94.236 | -4600.00 | 4728000.00 |
| 2502 | 2010.04.16 13:10 | sell | 820 | 1.00 | 92.982 | 0.000 | 0.000 | ||
| 2503 | 2010.04.16 13:10 | modify | 820 | 1.00 | 92.982 | 94.082 | 91.982 | ||
| 2504 | 2010.04.16 13:25 | close | 820 | 1.00 | 92.766 | 94.082 | 91.982 | 21600.00 | 4749600.00 |
| 2505 | 2010.04.22 09:30 | sell | 821 | 1.00 | 93.055 | 0.000 | 0.000 | ||
| 2506 | 2010.04.22 09:30 | modify | 821 | 1.00 | 93.055 | 94.155 | 92.055 | ||
| 2507 | 2010.04.22 14:30 | close | 821 | 1.00 | 92.906 | 94.155 | 92.055 | 14900.00 | 4764500.00 |
| 2508 | 2010.04.30 16:15 | buy | 822 | 1.00 | 94.189 | 0.000 | 0.000 | ||
| 2509 | 2010.04.30 16:15 | modify | 822 | 1.00 | 94.189 | 93.089 | 95.189 | ||
| 2510 | 2010.04.30 18:55 | close | 822 | 1.00 | 94.265 | 93.089 | 95.189 | 7600.00 | 4772100.00 |
| 2511 | 2010.05.03 14:20 | sell | 823 | 1.00 | 94.162 | 0.000 | 0.000 | ||
| 2512 | 2010.05.03 14:20 | modify | 823 | 1.00 | 94.162 | 95.262 | 93.162 | ||
| 2513 | 2010.05.03 16:00 | close | 823 | 1.00 | 94.550 | 95.262 | 93.162 | -38800.00 | 4733300.00 |
| 2514 | 2010.05.05 00:05 | sell | 824 | 1.00 | 94.607 | 0.000 | 0.000 | ||
| 2515 | 2010.05.05 00:05 | modify | 824 | 1.00 | 94.607 | 95.707 | 93.607 | ||
| 2516 | 2010.05.05 06:45 | close | 824 | 1.00 | 94.701 | 95.707 | 93.607 | -9400.00 | 4723900.00 |
| 2517 | 2010.05.05 10:40 | buy | 825 | 1.00 | 94.617 | 0.000 | 0.000 | ||
| 2518 | 2010.05.05 10:40 | modify | 825 | 1.00 | 94.617 | 93.517 | 95.617 | ||
| 2519 | 2010.05.05 12:40 | close | 825 | 1.00 | 94.765 | 93.517 | 95.617 | 14800.00 | 4738700.00 |
| 2520 | 2010.05.11 02:10 | buy | 826 | 1.00 | 93.096 | 0.000 | 0.000 | ||
| 2521 | 2010.05.11 02:10 | modify | 826 | 1.00 | 93.096 | 91.996 | 94.096 | ||
| 2522 | 2010.05.11 04:05 | close | 826 | 1.00 | 93.137 | 91.996 | 94.096 | 4100.00 | 4742800.00 |
| 2523 | 2010.05.11 17:25 | sell | 827 | 1.00 | 92.899 | 0.000 | 0.000 | ||
| 2524 | 2010.05.11 17:25 | modify | 827 | 1.00 | 92.899 | 93.999 | 91.899 | ||
| 2525 | 2010.05.11 18:00 | close | 827 | 1.00 | 92.678 | 93.999 | 91.899 | 22100.00 | 4764900.00 |
| 2526 | 2010.05.12 18:35 | buy | 828 | 1.00 | 92.852 | 0.000 | 0.000 | ||
| 2527 | 2010.05.12 18:35 | modify | 828 | 1.00 | 92.852 | 91.752 | 93.852 | ||
| 2528 | 2010.05.12 19:35 | close | 828 | 1.00 | 93.030 | 91.752 | 93.852 | 17800.00 | 4782700.00 |
| 2529 | 2010.05.13 12:20 | buy | 829 | 1.00 | 93.105 | 0.000 | 0.000 | ||
| 2530 | 2010.05.13 12:20 | modify | 829 | 1.00 | 93.105 | 92.005 | 94.105 | ||
| 2531 | 2010.05.13 20:15 | close | 829 | 1.00 | 92.850 | 92.005 | 94.105 | -25500.00 | 4757200.00 |
| 2532 | 2010.05.14 07:40 | sell | 830 | 1.00 | 92.915 | 0.000 | 0.000 | ||
| 2533 | 2010.05.14 07:40 | modify | 830 | 1.00 | 92.915 | 94.015 | 91.915 | ||
| 2534 | 2010.05.14 08:50 | close | 830 | 1.00 | 92.806 | 94.015 | 91.915 | 10900.00 | 4768100.00 |
| 2535 | 2010.05.18 17:05 | buy | 831 | 1.00 | 92.506 | 0.000 | 0.000 | ||
| 2536 | 2010.05.18 17:05 | modify | 831 | 1.00 | 92.506 | 91.406 | 93.506 | ||
| 2537 | 2010.05.19 03:00 | modify | 831 | 1.00 | 92.506 | 91.406 | 92.106 | ||
| 2538 | 2010.05.19 06:20 | close | 831 | 1.00 | 92.023 | 91.406 | 92.106 | -48300.00 | 4719800.00 |
| 2539 | 2010.05.20 08:35 | buy | 832 | 1.00 | 91.425 | 0.000 | 0.000 | ||
| 2540 | 2010.05.20 08:35 | modify | 832 | 1.00 | 91.425 | 90.325 | 92.425 | ||
| 2541 | 2010.05.20 12:35 | close | 832 | 1.00 | 91.424 | 90.325 | 92.425 | -100.00 | 4719700.00 |
| 2542 | 2010.05.25 00:15 | buy | 833 | 1.00 | 90.157 | 0.000 | 0.000 | ||
| 2543 | 2010.05.25 00:15 | modify | 833 | 1.00 | 90.157 | 89.057 | 91.157 | ||
| 2544 | 2010.05.25 04:55 | close | 833 | 1.00 | 90.260 | 89.057 | 91.157 | 10300.00 | 4730000.00 |
| 2545 | 2010.05.25 21:30 | sell | 834 | 1.00 | 89.999 | 0.000 | 0.000 | ||
| 2546 | 2010.05.25 21:30 | modify | 834 | 1.00 | 89.999 | 91.099 | 88.999 | ||
| 2547 | 2010.05.26 03:25 | close | 834 | 1.00 | 90.215 | 91.099 | 88.999 | -21600.00 | 4708400.00 |
| 2548 | 2010.05.31 23:20 | sell | 835 | 1.00 | 91.270 | 0.000 | 0.000 | ||
| 2549 | 2010.05.31 23:20 | modify | 835 | 1.00 | 91.270 | 92.370 | 90.270 | ||
| 2550 | 2010.06.01 03:05 | close | 835 | 1.00 | 91.034 | 92.370 | 90.270 | 23600.00 | 4732000.00 |