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 |
| 2551 | 2010.06.01 08:15 | sell | 836 | 1.00 | 91.206 | 0.000 | 0.000 | ||
| 2552 | 2010.06.01 08:15 | modify | 836 | 1.00 | 91.206 | 92.306 | 90.206 | ||
| 2553 | 2010.06.01 10:05 | close | 836 | 1.00 | 91.024 | 92.306 | 90.206 | 18200.00 | 4750200.00 |
| 2554 | 2010.06.11 15:35 | buy | 837 | 1.00 | 91.370 | 0.000 | 0.000 | ||
| 2555 | 2010.06.11 15:35 | modify | 837 | 1.00 | 91.370 | 90.270 | 92.370 | ||
| 2556 | 2010.06.11 16:50 | close | 837 | 1.00 | 91.532 | 90.270 | 92.370 | 16200.00 | 4766400.00 |
| 2557 | 2010.06.15 19:15 | sell | 838 | 1.00 | 91.380 | 0.000 | 0.000 | ||
| 2558 | 2010.06.15 19:15 | modify | 838 | 1.00 | 91.380 | 92.480 | 90.380 | ||
| 2559 | 2010.06.15 21:40 | close | 838 | 1.00 | 91.382 | 92.480 | 90.380 | -200.00 | 4766200.00 |
| 2560 | 2010.06.16 14:45 | buy | 839 | 1.00 | 91.434 | 0.000 | 0.000 | ||
| 2561 | 2010.06.16 14:45 | modify | 839 | 1.00 | 91.434 | 90.334 | 92.434 | ||
| 2562 | 2010.06.16 16:45 | close | 839 | 1.00 | 91.356 | 90.334 | 92.434 | -7800.00 | 4758400.00 |
| 2563 | 2010.06.17 22:55 | sell | 840 | 1.00 | 90.971 | 0.000 | 0.000 | ||
| 2564 | 2010.06.17 22:55 | modify | 840 | 1.00 | 90.971 | 92.071 | 89.971 | ||
| 2565 | 2010.06.18 00:40 | close | 840 | 1.00 | 90.946 | 92.071 | 89.971 | 2500.00 | 4760900.00 |
| 2566 | 2010.06.24 20:50 | sell | 841 | 1.00 | 89.580 | 0.000 | 0.000 | ||
| 2567 | 2010.06.24 20:50 | modify | 841 | 1.00 | 89.580 | 90.680 | 88.580 | ||
| 2568 | 2010.06.24 22:25 | close | 841 | 1.00 | 89.411 | 90.680 | 88.580 | 16900.00 | 4777800.00 |
| 2569 | 2010.06.25 15:15 | buy | 842 | 1.00 | 89.485 | 0.000 | 0.000 | ||
| 2570 | 2010.06.25 15:15 | modify | 842 | 1.00 | 89.485 | 88.385 | 90.485 | ||
| 2571 | 2010.06.25 21:20 | close | 842 | 1.00 | 89.491 | 88.385 | 90.485 | 600.00 | 4778400.00 |
| 2572 | 2010.06.30 02:05 | sell | 843 | 1.00 | 88.679 | 0.000 | 0.000 | ||
| 2573 | 2010.06.30 02:05 | modify | 843 | 1.00 | 88.679 | 89.779 | 87.679 | ||
| 2574 | 2010.06.30 03:55 | close | 843 | 1.00 | 88.498 | 89.779 | 87.679 | 18100.00 | 4796500.00 |
| 2575 | 2010.07.01 10:00 | sell | 844 | 1.00 | 88.483 | 0.000 | 0.000 | ||
| 2576 | 2010.07.01 10:00 | modify | 844 | 1.00 | 88.483 | 89.583 | 87.483 | ||
| 2577 | 2010.07.01 11:45 | close | 844 | 1.00 | 88.326 | 89.583 | 87.483 | 15700.00 | 4812200.00 |
| 2578 | 2010.07.02 10:40 | buy | 845 | 1.00 | 87.876 | 0.000 | 0.000 | ||
| 2579 | 2010.07.02 10:40 | modify | 845 | 1.00 | 87.876 | 86.776 | 88.876 | ||
| 2580 | 2010.07.02 16:25 | close | 845 | 1.00 | 87.802 | 86.776 | 88.876 | -7400.00 | 4804800.00 |
| 2581 | 2010.07.08 11:25 | buy | 846 | 1.00 | 88.176 | 0.000 | 0.000 | ||
| 2582 | 2010.07.08 11:25 | modify | 846 | 1.00 | 88.176 | 87.076 | 89.176 | ||
| 2583 | 2010.07.08 15:45 | close | 846 | 1.00 | 88.249 | 87.076 | 89.176 | 7300.00 | 4812100.00 |
| 2584 | 2010.07.09 10:45 | buy | 847 | 1.00 | 88.390 | 0.000 | 0.000 | ||
| 2585 | 2010.07.09 10:45 | modify | 847 | 1.00 | 88.390 | 87.290 | 89.390 | ||
| 2586 | 2010.07.09 11:20 | close | 847 | 1.00 | 88.544 | 87.290 | 89.390 | 15400.00 | 4827500.00 |
| 2587 | 2010.07.12 08:05 | buy | 848 | 1.00 | 89.006 | 0.000 | 0.000 | ||
| 2588 | 2010.07.12 08:05 | modify | 848 | 1.00 | 89.006 | 87.906 | 90.006 | ||
| 2589 | 2010.07.12 11:20 | close | 848 | 1.00 | 88.932 | 87.906 | 90.006 | -7400.00 | 4820100.00 |
| 2590 | 2010.07.13 03:10 | sell | 849 | 1.00 | 88.790 | 0.000 | 0.000 | ||
| 2591 | 2010.07.13 03:10 | modify | 849 | 1.00 | 88.790 | 89.890 | 87.790 | ||
| 2592 | 2010.07.13 05:40 | close | 849 | 1.00 | 88.652 | 89.890 | 87.790 | 13800.00 | 4833900.00 |
| 2593 | 2010.07.13 22:00 | sell | 850 | 1.00 | 88.572 | 0.000 | 0.000 | ||
| 2594 | 2010.07.13 22:00 | modify | 850 | 1.00 | 88.572 | 89.672 | 87.572 | ||
| 2595 | 2010.07.13 22:35 | close | 850 | 1.00 | 88.424 | 89.672 | 87.572 | 14800.00 | 4848700.00 |
| 2596 | 2010.07.13 23:20 | sell | 851 | 1.00 | 88.651 | 0.000 | 0.000 | ||
| 2597 | 2010.07.13 23:20 | modify | 851 | 1.00 | 88.651 | 89.751 | 87.651 | ||
| 2598 | 2010.07.14 04:35 | close | 851 | 1.00 | 88.813 | 89.751 | 87.651 | -16200.00 | 4832500.00 |
| 2599 | 2010.07.14 12:45 | buy | 852 | 1.00 | 88.721 | 0.000 | 0.000 | ||
| 2600 | 2010.07.14 12:45 | modify | 852 | 1.00 | 88.721 | 87.621 | 89.721 | ||
| 2601 | 2010.07.14 18:20 | close | 852 | 1.00 | 88.564 | 87.621 | 89.721 | -15700.00 | 4816800.00 |
| 2602 | 2010.07.16 10:05 | sell | 853 | 1.00 | 87.304 | 0.000 | 0.000 | ||
| 2603 | 2010.07.16 10:05 | modify | 853 | 1.00 | 87.304 | 88.404 | 86.304 | ||
| 2604 | 2010.07.16 11:15 | close | 853 | 1.00 | 87.148 | 88.404 | 86.304 | 15600.00 | 4832400.00 |
| 2605 | 2010.07.16 20:40 | sell | 854 | 1.00 | 86.815 | 0.000 | 0.000 | ||
| 2606 | 2010.07.16 20:40 | modify | 854 | 1.00 | 86.815 | 87.915 | 85.815 | ||
| 2607 | 2010.07.16 22:25 | close | 854 | 1.00 | 86.657 | 87.915 | 85.815 | 15800.00 | 4848200.00 |
| 2608 | 2010.07.19 17:30 | buy | 855 | 1.00 | 86.763 | 0.000 | 0.000 | ||
| 2609 | 2010.07.19 17:30 | modify | 855 | 1.00 | 86.763 | 85.663 | 87.763 | ||
| 2610 | 2010.07.19 21:55 | close | 855 | 1.00 | 86.859 | 85.663 | 87.763 | 9600.00 | 4857800.00 |
| 2611 | 2010.07.22 12:40 | sell | 856 | 1.00 | 86.771 | 0.000 | 0.000 | ||
| 2612 | 2010.07.22 12:40 | modify | 856 | 1.00 | 86.771 | 87.871 | 85.771 | ||
| 2613 | 2010.07.22 15:40 | close | 856 | 1.00 | 86.655 | 87.871 | 85.771 | 11600.00 | 4869400.00 |
| 2614 | 2010.07.26 09:05 | buy | 857 | 1.00 | 87.464 | 0.000 | 0.000 | ||
| 2615 | 2010.07.26 09:05 | modify | 857 | 1.00 | 87.464 | 86.364 | 88.464 | ||
| 2616 | 2010.07.26 15:15 | modify | 857 | 1.00 | 87.464 | 86.364 | 87.064 | ||
| 2617 | 2010.07.26 16:00 | close | 857 | 1.00 | 86.950 | 86.364 | 87.064 | -51400.00 | 4818000.00 |
| 2618 | 2010.07.26 17:15 | sell | 858 | 1.00 | 87.353 | 0.000 | 0.000 | ||
| 2619 | 2010.07.26 17:15 | modify | 858 | 1.00 | 87.353 | 88.453 | 86.353 | ||
| 2620 | 2010.07.26 19:05 | close | 858 | 1.00 | 87.111 | 88.453 | 86.353 | 24200.00 | 4842200.00 |
| 2621 | 2010.07.29 10:10 | sell | 859 | 1.00 | 87.407 | 0.000 | 0.000 | ||
| 2622 | 2010.07.29 10:10 | modify | 859 | 1.00 | 87.407 | 88.507 | 86.407 | ||
| 2623 | 2010.07.29 11:35 | close | 859 | 1.00 | 87.190 | 88.507 | 86.407 | 21700.00 | 4863900.00 |
| 2624 | 2010.07.30 17:05 | sell | 860 | 1.00 | 86.659 | 0.000 | 0.000 | ||
| 2625 | 2010.07.30 17:05 | modify | 860 | 1.00 | 86.659 | 87.759 | 85.659 | ||
| 2626 | 2010.07.30 18:45 | close | 860 | 1.00 | 86.456 | 87.759 | 85.659 | 20300.00 | 4884200.00 |
| 2627 | 2010.08.02 15:25 | buy | 861 | 1.00 | 86.621 | 0.000 | 0.000 | ||
| 2628 | 2010.08.02 15:25 | modify | 861 | 1.00 | 86.621 | 85.521 | 87.621 | ||
| 2629 | 2010.08.02 16:00 | close | 861 | 1.00 | 86.537 | 85.521 | 87.621 | -8400.00 | 4875800.00 |
| 2630 | 2010.08.04 15:20 | sell | 862 | 1.00 | 85.636 | 0.000 | 0.000 | ||
| 2631 | 2010.08.04 15:20 | modify | 862 | 1.00 | 85.636 | 86.736 | 84.636 | ||
| 2632 | 2010.08.04 17:45 | modify | 862 | 1.00 | 85.636 | 86.736 | 86.036 | ||
| 2633 | 2010.08.04 20:45 | close | 862 | 1.00 | 86.168 | 86.736 | 86.036 | -53200.00 | 4822600.00 |
| 2634 | 2010.08.05 04:45 | buy | 863 | 1.00 | 86.126 | 0.000 | 0.000 | ||
| 2635 | 2010.08.05 04:45 | modify | 863 | 1.00 | 86.126 | 85.026 | 87.126 | ||
| 2636 | 2010.08.05 07:50 | close | 863 | 1.00 | 86.147 | 85.026 | 87.126 | 2100.00 | 4824700.00 |
| 2637 | 2010.08.06 05:25 | sell | 864 | 1.00 | 85.985 | 0.000 | 0.000 | ||
| 2638 | 2010.08.06 05:25 | modify | 864 | 1.00 | 85.985 | 87.085 | 84.985 | ||
| 2639 | 2010.08.06 12:15 | close | 864 | 1.00 | 86.020 | 87.085 | 84.985 | -3500.00 | 4821200.00 |
| 2640 | 2010.08.06 21:25 | sell | 865 | 1.00 | 85.376 | 0.000 | 0.000 | ||
| 2641 | 2010.08.06 21:25 | modify | 865 | 1.00 | 85.376 | 86.476 | 84.376 | ||
| 2642 | 2010.08.06 23:00 | close | 865 | 1.00 | 85.402 | 86.476 | 84.376 | -2600.00 | 4818600.00 |
| 2643 | 2010.08.13 10:15 | buy | 866 | 1.00 | 85.917 | 0.000 | 0.000 | ||
| 2644 | 2010.08.13 10:15 | modify | 866 | 1.00 | 85.917 | 84.817 | 86.917 | ||
| 2645 | 2010.08.13 16:30 | close | 866 | 1.00 | 85.897 | 84.817 | 86.917 | -2000.00 | 4816600.00 |
| 2646 | 2010.08.19 12:00 | buy | 867 | 1.00 | 85.637 | 0.000 | 0.000 | ||
| 2647 | 2010.08.19 12:00 | modify | 867 | 1.00 | 85.637 | 84.537 | 86.637 | ||
| 2648 | 2010.08.19 17:05 | modify | 867 | 1.00 | 85.637 | 84.537 | 85.237 | ||
| 2649 | 2010.08.19 18:55 | t/p | 867 | 1.00 | 85.240 | 84.537 | 85.237 | -39700.00 | 4776900.00 |
| 2650 | 2010.08.20 04:15 | sell | 868 | 1.00 | 85.419 | 0.000 | 0.000 | ||
| 2651 | 2010.08.20 04:15 | modify | 868 | 1.00 | 85.419 | 86.519 | 84.419 | ||
| 2652 | 2010.08.20 07:20 | close | 868 | 1.00 | 85.370 | 86.519 | 84.419 | 4900.00 | 4781800.00 |
| 2653 | 2010.08.24 18:45 | sell | 869 | 1.00 | 84.296 | 0.000 | 0.000 | ||
| 2654 | 2010.08.24 18:45 | modify | 869 | 1.00 | 84.296 | 85.396 | 83.296 | ||
| 2655 | 2010.08.24 19:30 | close | 869 | 1.00 | 84.137 | 85.396 | 83.296 | 15900.00 | 4797700.00 |
| 2656 | 2010.08.24 20:10 | sell | 870 | 1.00 | 84.387 | 0.000 | 0.000 | ||
| 2657 | 2010.08.24 20:10 | modify | 870 | 1.00 | 84.387 | 85.487 | 83.387 | ||
| 2658 | 2010.08.24 20:55 | close | 870 | 1.00 | 84.181 | 85.487 | 83.387 | 20600.00 | 4818300.00 |
| 2659 | 2010.08.26 11:35 | buy | 871 | 1.00 | 84.648 | 0.000 | 0.000 | ||
| 2660 | 2010.08.26 11:35 | modify | 871 | 1.00 | 84.648 | 83.548 | 85.648 | ||
| 2661 | 2010.08.26 15:35 | close | 871 | 1.00 | 84.677 | 83.548 | 85.648 | 2900.00 | 4821200.00 |
| 2662 | 2010.08.27 06:10 | sell | 872 | 1.00 | 84.519 | 0.000 | 0.000 | ||
| 2663 | 2010.08.27 06:10 | modify | 872 | 1.00 | 84.519 | 85.619 | 83.519 | ||
| 2664 | 2010.08.27 10:55 | close | 872 | 1.00 | 84.638 | 85.619 | 83.519 | -11900.00 | 4809300.00 |
| 2665 | 2010.08.30 08:30 | buy | 873 | 1.00 | 85.362 | 0.000 | 0.000 | ||
| 2666 | 2010.08.30 08:30 | modify | 873 | 1.00 | 85.362 | 84.262 | 86.362 | ||
| 2667 | 2010.08.30 12:40 | modify | 873 | 1.00 | 85.362 | 84.262 | 84.962 | ||
| 2668 | 2010.08.30 15:35 | close | 873 | 1.00 | 84.787 | 84.262 | 84.962 | -57500.00 | 4751800.00 |
| 2669 | 2010.08.31 12:50 | sell | 874 | 1.00 | 84.470 | 0.000 | 0.000 | ||
| 2670 | 2010.08.31 12:50 | modify | 874 | 1.00 | 84.470 | 85.570 | 83.470 | ||
| 2671 | 2010.08.31 14:20 | close | 874 | 1.00 | 84.341 | 85.570 | 83.470 | 12900.00 | 4764700.00 |
| 2672 | 2010.08.31 23:55 | sell | 875 | 1.00 | 84.226 | 0.000 | 0.000 | ||
| 2673 | 2010.08.31 23:55 | modify | 875 | 1.00 | 84.226 | 85.326 | 83.226 | ||
| 2674 | 2010.09.01 02:10 | close | 875 | 1.00 | 84.100 | 85.326 | 83.226 | 12600.00 | 4777300.00 |
| 2675 | 2010.09.02 06:40 | buy | 876 | 1.00 | 84.119 | 0.000 | 0.000 | ||
| 2676 | 2010.09.02 06:40 | modify | 876 | 1.00 | 84.119 | 83.019 | 85.119 | ||
| 2677 | 2010.09.02 12:55 | close | 876 | 1.00 | 84.248 | 83.019 | 85.119 | 12900.00 | 4790200.00 |
| 2678 | 2010.09.02 13:00 | sell | 877 | 1.00 | 84.270 | 0.000 | 0.000 | ||
| 2679 | 2010.09.02 13:00 | modify | 877 | 1.00 | 84.270 | 85.370 | 83.270 | ||
| 2680 | 2010.09.02 14:45 | close | 877 | 1.00 | 84.107 | 85.370 | 83.270 | 16300.00 | 4806500.00 |
| 2681 | 2010.09.09 04:35 | buy | 878 | 1.00 | 83.783 | 0.000 | 0.000 | ||
| 2682 | 2010.09.09 04:35 | modify | 878 | 1.00 | 83.783 | 82.683 | 84.783 | ||
| 2683 | 2010.09.09 11:20 | close | 878 | 1.00 | 83.783 | 82.683 | 84.783 | 0.00 | 4806500.00 |
| 2684 | 2010.09.14 09:00 | sell | 879 | 1.00 | 83.562 | 0.000 | 0.000 | ||
| 2685 | 2010.09.14 09:00 | modify | 879 | 1.00 | 83.562 | 84.662 | 82.562 | ||
| 2686 | 2010.09.14 09:40 | close | 879 | 1.00 | 83.306 | 84.662 | 82.562 | 25600.00 | 4832100.00 |
| 2687 | 2010.09.16 03:10 | buy | 880 | 1.00 | 85.442 | 0.000 | 0.000 | ||
| 2688 | 2010.09.16 03:10 | modify | 880 | 1.00 | 85.442 | 84.342 | 86.442 | ||
| 2689 | 2010.09.16 03:50 | close | 880 | 1.00 | 85.609 | 84.342 | 86.442 | 16700.00 | 4848800.00 |
| 2690 | 2010.09.16 11:20 | sell | 881 | 1.00 | 85.500 | 0.000 | 0.000 | ||
| 2691 | 2010.09.16 11:20 | modify | 881 | 1.00 | 85.500 | 86.600 | 84.500 | ||
| 2692 | 2010.09.16 15:15 | close | 881 | 1.00 | 85.592 | 86.600 | 84.500 | -9200.00 | 4839600.00 |
| 2693 | 2010.09.24 12:55 | buy | 882 | 1.00 | 84.370 | 0.000 | 0.000 | ||
| 2694 | 2010.09.24 12:55 | modify | 882 | 1.00 | 84.370 | 83.270 | 85.370 | ||
| 2695 | 2010.09.24 20:35 | close | 882 | 1.00 | 84.387 | 83.270 | 85.370 | 1700.00 | 4841300.00 |
| 2696 | 2010.09.29 03:25 | sell | 883 | 1.00 | 84.061 | 0.000 | 0.000 | ||
| 2697 | 2010.09.29 03:25 | modify | 883 | 1.00 | 84.061 | 85.161 | 83.061 | ||
| 2698 | 2010.09.29 04:35 | close | 883 | 1.00 | 83.909 | 85.161 | 83.061 | 15200.00 | 4856500.00 |
| 2699 | 2010.09.29 16:40 | sell | 884 | 1.00 | 83.802 | 0.000 | 0.000 | ||
| 2700 | 2010.09.29 16:40 | modify | 884 | 1.00 | 83.802 | 84.902 | 82.802 | ||