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 |
| 2701 | 2010.09.29 18:00 | close | 884 | 1.00 | 83.641 | 84.902 | 82.802 | 16100.00 | 4872600.00 |
| 2702 | 2010.09.30 16:45 | sell | 885 | 1.00 | 83.500 | 0.000 | 0.000 | ||
| 2703 | 2010.09.30 16:45 | modify | 885 | 1.00 | 83.500 | 84.600 | 82.500 | ||
| 2704 | 2010.09.30 19:50 | close | 885 | 1.00 | 83.456 | 84.600 | 82.500 | 4400.00 | 4877000.00 |
| 2705 | 2010.10.04 08:50 | buy | 886 | 1.00 | 83.415 | 0.000 | 0.000 | ||
| 2706 | 2010.10.04 08:50 | modify | 886 | 1.00 | 83.415 | 82.315 | 84.415 | ||
| 2707 | 2010.10.04 13:35 | close | 886 | 1.00 | 83.319 | 82.315 | 84.415 | -9600.00 | 4867400.00 |
| 2708 | 2010.10.05 11:05 | buy | 887 | 1.00 | 83.368 | 0.000 | 0.000 | ||
| 2709 | 2010.10.05 11:05 | modify | 887 | 1.00 | 83.368 | 82.268 | 84.368 | ||
| 2710 | 2010.10.05 19:10 | close | 887 | 1.00 | 83.251 | 82.268 | 84.368 | -11700.00 | 4855700.00 |
| 2711 | 2010.10.06 20:30 | sell | 888 | 1.00 | 83.024 | 0.000 | 0.000 | ||
| 2712 | 2010.10.06 20:30 | modify | 888 | 1.00 | 83.024 | 84.124 | 82.024 | ||
| 2713 | 2010.10.07 03:35 | close | 888 | 1.00 | 82.895 | 84.124 | 82.024 | 12900.00 | 4868600.00 |
| 2714 | 2010.10.08 20:15 | sell | 889 | 1.00 | 82.011 | 0.000 | 0.000 | ||
| 2715 | 2010.10.08 20:15 | modify | 889 | 1.00 | 82.011 | 83.111 | 81.011 | ||
| 2716 | 2010.10.08 23:00 | close | 889 | 1.00 | 82.086 | 83.111 | 81.011 | -7500.00 | 4861100.00 |
| 2717 | 2010.10.11 03:55 | sell | 890 | 1.00 | 82.125 | 0.000 | 0.000 | ||
| 2718 | 2010.10.11 03:55 | modify | 890 | 1.00 | 82.125 | 83.225 | 81.125 | ||
| 2719 | 2010.10.11 04:55 | close | 890 | 1.00 | 81.968 | 83.225 | 81.125 | 15700.00 | 4876800.00 |
| 2720 | 2010.10.11 14:40 | buy | 891 | 1.00 | 81.896 | 0.000 | 0.000 | ||
| 2721 | 2010.10.11 14:40 | modify | 891 | 1.00 | 81.896 | 80.796 | 82.896 | ||
| 2722 | 2010.10.11 16:00 | close | 891 | 1.00 | 81.918 | 80.796 | 82.896 | 2200.00 | 4879000.00 |
| 2723 | 2010.10.14 16:10 | sell | 892 | 1.00 | 81.336 | 0.000 | 0.000 | ||
| 2724 | 2010.10.14 16:10 | modify | 892 | 1.00 | 81.336 | 82.436 | 80.336 | ||
| 2725 | 2010.10.14 22:20 | close | 892 | 1.00 | 81.394 | 82.436 | 80.336 | -5800.00 | 4873200.00 |
| 2726 | 2010.10.15 05:20 | buy | 893 | 1.00 | 81.374 | 0.000 | 0.000 | ||
| 2727 | 2010.10.15 05:20 | modify | 893 | 1.00 | 81.374 | 80.274 | 82.374 | ||
| 2728 | 2010.10.15 10:35 | close | 893 | 1.00 | 81.289 | 80.274 | 82.374 | -8500.00 | 4864700.00 |
| 2729 | 2010.10.20 02:45 | buy | 894 | 1.00 | 81.450 | 0.000 | 0.000 | ||
| 2730 | 2010.10.20 02:45 | modify | 894 | 1.00 | 81.450 | 80.350 | 82.450 | ||
| 2731 | 2010.10.20 05:55 | close | 894 | 1.00 | 81.390 | 80.350 | 82.450 | -6000.00 | 4858700.00 |
| 2732 | 2010.10.25 14:55 | sell | 895 | 1.00 | 80.706 | 0.000 | 0.000 | ||
| 2733 | 2010.10.25 14:55 | modify | 895 | 1.00 | 80.706 | 81.806 | 79.706 | ||
| 2734 | 2010.10.25 16:00 | close | 895 | 1.00 | 80.586 | 81.806 | 79.706 | 12000.00 | 4870700.00 |
| 2735 | 2010.10.25 20:00 | sell | 896 | 1.00 | 80.710 | 0.000 | 0.000 | ||
| 2736 | 2010.10.25 20:00 | modify | 896 | 1.00 | 80.710 | 81.810 | 79.710 | ||
| 2737 | 2010.10.26 01:05 | close | 896 | 1.00 | 80.759 | 81.810 | 79.710 | -4900.00 | 4865800.00 |
| 2738 | 2010.10.26 08:40 | buy | 897 | 1.00 | 80.647 | 0.000 | 0.000 | ||
| 2739 | 2010.10.26 08:40 | modify | 897 | 1.00 | 80.647 | 79.547 | 81.647 | ||
| 2740 | 2010.10.26 10:10 | close | 897 | 1.00 | 80.792 | 79.547 | 81.647 | 14500.00 | 4880300.00 |
| 2741 | 2010.10.27 12:35 | buy | 898 | 1.00 | 81.629 | 0.000 | 0.000 | ||
| 2742 | 2010.10.27 12:35 | modify | 898 | 1.00 | 81.629 | 80.529 | 82.629 | ||
| 2743 | 2010.10.27 15:25 | close | 898 | 1.00 | 81.756 | 80.529 | 82.629 | 12700.00 | 4893000.00 |
| 2744 | 2010.10.29 08:50 | sell | 899 | 1.00 | 80.711 | 0.000 | 0.000 | ||
| 2745 | 2010.10.29 08:50 | modify | 899 | 1.00 | 80.711 | 81.811 | 79.711 | ||
| 2746 | 2010.10.29 10:00 | close | 899 | 1.00 | 80.591 | 81.811 | 79.711 | 12000.00 | 4905000.00 |
| 2747 | 2010.11.04 05:35 | buy | 900 | 1.00 | 80.958 | 0.000 | 0.000 | ||
| 2748 | 2010.11.04 05:35 | modify | 900 | 1.00 | 80.958 | 79.858 | 81.958 | ||
| 2749 | 2010.11.04 10:30 | close | 900 | 1.00 | 81.137 | 79.858 | 81.958 | 17900.00 | 4922900.00 |
| 2750 | 2010.11.08 16:15 | sell | 901 | 1.00 | 81.212 | 0.000 | 0.000 | ||
| 2751 | 2010.11.08 16:15 | modify | 901 | 1.00 | 81.212 | 82.312 | 80.212 | ||
| 2752 | 2010.11.08 19:00 | close | 901 | 1.00 | 81.156 | 82.312 | 80.212 | 5600.00 | 4928500.00 |
| 2753 | 2010.11.09 17:30 | sell | 902 | 1.00 | 80.817 | 0.000 | 0.000 | ||
| 2754 | 2010.11.09 17:30 | modify | 902 | 1.00 | 80.817 | 81.917 | 79.817 | ||
| 2755 | 2010.11.09 20:45 | modify | 902 | 1.00 | 80.817 | 81.917 | 81.217 | ||
| 2756 | 2010.11.09 22:15 | close | 902 | 1.00 | 81.724 | 81.917 | 81.217 | -90700.00 | 4837800.00 |
| 2757 | 2010.11.12 16:05 | sell | 903 | 1.00 | 82.373 | 0.000 | 0.000 | ||
| 2758 | 2010.11.12 16:05 | modify | 903 | 1.00 | 82.373 | 83.473 | 81.373 | ||
| 2759 | 2010.11.12 20:35 | close | 903 | 1.00 | 82.426 | 83.473 | 81.373 | -5300.00 | 4832500.00 |
| 2760 | 2010.11.18 21:50 | buy | 904 | 1.00 | 83.439 | 0.000 | 0.000 | ||
| 2761 | 2010.11.18 21:50 | modify | 904 | 1.00 | 83.439 | 82.339 | 84.439 | ||
| 2762 | 2010.11.18 22:50 | close | 904 | 1.00 | 83.539 | 82.339 | 84.439 | 10000.00 | 4842500.00 |
| 2763 | 2010.11.19 14:25 | sell | 905 | 1.00 | 83.378 | 0.000 | 0.000 | ||
| 2764 | 2010.11.19 14:25 | modify | 905 | 1.00 | 83.378 | 84.478 | 82.378 | ||
| 2765 | 2010.11.19 17:55 | close | 905 | 1.00 | 83.388 | 84.478 | 82.378 | -1000.00 | 4841500.00 |
| 2766 | 2010.11.24 01:45 | sell | 906 | 1.00 | 83.219 | 0.000 | 0.000 | ||
| 2767 | 2010.11.24 01:45 | modify | 906 | 1.00 | 83.219 | 84.319 | 82.219 | ||
| 2768 | 2010.11.24 04:00 | close | 906 | 1.00 | 83.195 | 84.319 | 82.219 | 2400.00 | 4843900.00 |
| 2769 | 2010.11.25 02:50 | buy | 907 | 1.00 | 83.471 | 0.000 | 0.000 | ||
| 2770 | 2010.11.25 02:50 | modify | 907 | 1.00 | 83.471 | 82.371 | 84.471 | ||
| 2771 | 2010.11.25 04:50 | close | 907 | 1.00 | 83.525 | 82.371 | 84.471 | 5400.00 | 4849300.00 |
| 2772 | 2010.12.01 10:10 | sell | 908 | 1.00 | 83.631 | 0.000 | 0.000 | ||
| 2773 | 2010.12.01 10:10 | modify | 908 | 1.00 | 83.631 | 84.731 | 82.631 | ||
| 2774 | 2010.12.01 16:25 | modify | 908 | 1.00 | 83.631 | 84.731 | 84.031 | ||
| 2775 | 2010.12.01 18:50 | close | 908 | 1.00 | 84.160 | 84.731 | 84.031 | -52900.00 | 4796400.00 |
| 2776 | 2010.12.01 19:00 | buy | 909 | 1.00 | 84.022 | 0.000 | 0.000 | ||
| 2777 | 2010.12.01 19:00 | modify | 909 | 1.00 | 84.022 | 82.922 | 85.022 | ||
| 2778 | 2010.12.01 20:00 | close | 909 | 1.00 | 84.231 | 82.922 | 85.022 | 20900.00 | 4817300.00 |
| 2779 | 2010.12.02 02:10 | buy | 910 | 1.00 | 84.117 | 0.000 | 0.000 | ||
| 2780 | 2010.12.02 02:10 | modify | 910 | 1.00 | 84.117 | 83.017 | 85.117 | ||
| 2781 | 2010.12.02 07:55 | close | 910 | 1.00 | 84.111 | 83.017 | 85.117 | -600.00 | 4816700.00 |
| 2782 | 2010.12.02 22:00 | sell | 911 | 1.00 | 83.954 | 0.000 | 0.000 | ||
| 2783 | 2010.12.02 22:00 | modify | 911 | 1.00 | 83.954 | 85.054 | 82.954 | ||
| 2784 | 2010.12.03 00:00 | close | 911 | 1.00 | 83.839 | 85.054 | 82.954 | 11500.00 | 4828200.00 |
| 2785 | 2010.12.03 21:25 | sell | 912 | 1.00 | 82.889 | 0.000 | 0.000 | ||
| 2786 | 2010.12.03 21:25 | modify | 912 | 1.00 | 82.889 | 83.989 | 81.889 | ||
| 2787 | 2010.12.03 22:00 | close | 912 | 1.00 | 82.919 | 83.989 | 81.889 | -3000.00 | 4825200.00 |
| 2788 | 2010.12.06 02:55 | sell | 913 | 1.00 | 82.874 | 0.000 | 0.000 | ||
| 2789 | 2010.12.06 02:55 | modify | 913 | 1.00 | 82.874 | 83.974 | 81.874 | ||
| 2790 | 2010.12.06 08:00 | close | 913 | 1.00 | 82.867 | 83.974 | 81.874 | 700.00 | 4825900.00 |
| 2791 | 2010.12.09 12:45 | sell | 914 | 1.00 | 84.019 | 0.000 | 0.000 | ||
| 2792 | 2010.12.09 12:45 | modify | 914 | 1.00 | 84.019 | 85.119 | 83.019 | ||
| 2793 | 2010.12.09 15:20 | close | 914 | 1.00 | 83.944 | 85.119 | 83.019 | 7500.00 | 4833400.00 |
| 2794 | 2010.12.13 13:15 | buy | 915 | 1.00 | 84.096 | 0.000 | 0.000 | ||
| 2795 | 2010.12.13 13:15 | modify | 915 | 1.00 | 84.096 | 82.996 | 85.096 | ||
| 2796 | 2010.12.13 15:00 | close | 915 | 1.00 | 84.049 | 82.996 | 85.096 | -4700.00 | 4828700.00 |
| 2797 | 2010.12.14 02:45 | sell | 916 | 1.00 | 83.521 | 0.000 | 0.000 | ||
| 2798 | 2010.12.14 02:45 | modify | 916 | 1.00 | 83.521 | 84.621 | 82.521 | ||
| 2799 | 2010.12.14 09:00 | close | 916 | 1.00 | 83.422 | 84.621 | 82.521 | 9900.00 | 4838600.00 |
| 2800 | 2010.12.15 14:10 | buy | 917 | 1.00 | 83.828 | 0.000 | 0.000 | ||
| 2801 | 2010.12.15 14:10 | modify | 917 | 1.00 | 83.828 | 82.728 | 84.828 | ||
| 2802 | 2010.12.15 15:35 | close | 917 | 1.00 | 83.989 | 82.728 | 84.828 | 16100.00 | 4854700.00 |
| 2803 | 2010.12.16 10:35 | buy | 918 | 1.00 | 84.155 | 0.000 | 0.000 | ||
| 2804 | 2010.12.16 10:35 | modify | 918 | 1.00 | 84.155 | 83.055 | 85.155 | ||
| 2805 | 2010.12.16 15:30 | close | 918 | 1.00 | 84.125 | 83.055 | 85.155 | -3000.00 | 4851700.00 |
| 2806 | 2010.12.17 08:00 | sell | 919 | 1.00 | 84.009 | 0.000 | 0.000 | ||
| 2807 | 2010.12.17 08:00 | modify | 919 | 1.00 | 84.009 | 85.109 | 83.009 | ||
| 2808 | 2010.12.17 11:20 | close | 919 | 1.00 | 83.837 | 85.109 | 83.009 | 17200.00 | 4868900.00 |
| 2809 | 2010.12.17 14:00 | sell | 920 | 1.00 | 84.050 | 0.000 | 0.000 | ||
| 2810 | 2010.12.17 14:00 | modify | 920 | 1.00 | 84.050 | 85.150 | 83.050 | ||
| 2811 | 2010.12.17 15:05 | close | 920 | 1.00 | 83.899 | 85.150 | 83.050 | 15100.00 | 4884000.00 |
| 2812 | 2010.12.24 06:45 | buy | 921 | 1.00 | 82.986 | 0.000 | 0.000 | ||
| 2813 | 2010.12.24 06:45 | modify | 921 | 1.00 | 82.986 | 81.886 | 83.986 | ||
| 2814 | 2010.12.24 22:00 | close | 921 | 1.00 | 82.861 | 81.886 | 83.986 | -12500.00 | 4871500.00 |
| 2815 | 2011.01.06 08:05 | buy | 922 | 1.00 | 83.158 | 0.000 | 0.000 | ||
| 2816 | 2011.01.06 08:05 | modify | 922 | 1.00 | 83.158 | 82.058 | 84.158 | ||
| 2817 | 2011.01.06 12:30 | close | 922 | 1.00 | 83.158 | 82.058 | 84.158 | 0.00 | 4871500.00 |
| 2818 | 2011.01.11 02:30 | sell | 923 | 1.00 | 82.829 | 0.000 | 0.000 | ||
| 2819 | 2011.01.11 02:30 | modify | 923 | 1.00 | 82.829 | 83.929 | 81.829 | ||
| 2820 | 2011.01.11 08:00 | close | 923 | 1.00 | 83.031 | 83.929 | 81.829 | -20200.00 | 4851300.00 |
| 2821 | 2011.01.12 05:00 | buy | 924 | 1.00 | 83.177 | 0.000 | 0.000 | ||
| 2822 | 2011.01.12 05:00 | modify | 924 | 1.00 | 83.177 | 82.077 | 84.177 | ||
| 2823 | 2011.01.12 12:15 | close | 924 | 1.00 | 83.139 | 82.077 | 84.177 | -3800.00 | 4847500.00 |
| 2824 | 2011.01.13 09:00 | sell | 925 | 1.00 | 83.106 | 0.000 | 0.000 | ||
| 2825 | 2011.01.13 09:00 | modify | 925 | 1.00 | 83.106 | 84.206 | 82.106 | ||
| 2826 | 2011.01.13 09:20 | close | 925 | 1.00 | 83.028 | 84.206 | 82.106 | 7800.00 | 4855300.00 |
| 2827 | 2011.01.14 11:40 | sell | 926 | 1.00 | 82.733 | 0.000 | 0.000 | ||
| 2828 | 2011.01.14 11:40 | modify | 926 | 1.00 | 82.733 | 83.833 | 81.733 | ||
| 2829 | 2011.01.14 16:30 | close | 926 | 1.00 | 82.748 | 83.833 | 81.733 | -1500.00 | 4853800.00 |
| 2830 | 2011.01.17 19:25 | sell | 927 | 1.00 | 82.756 | 0.000 | 0.000 | ||
| 2831 | 2011.01.17 19:25 | modify | 927 | 1.00 | 82.756 | 83.856 | 81.756 | ||
| 2832 | 2011.01.18 00:00 | close | 927 | 1.00 | 82.696 | 83.856 | 81.756 | 6000.00 | 4859800.00 |
| 2833 | 2011.01.20 01:55 | sell | 928 | 1.00 | 82.143 | 0.000 | 0.000 | ||
| 2834 | 2011.01.20 01:55 | modify | 928 | 1.00 | 82.143 | 83.243 | 81.143 | ||
| 2835 | 2011.01.20 05:25 | close | 928 | 1.00 | 82.150 | 83.243 | 81.143 | -700.00 | 4859100.00 |
| 2836 | 2011.01.26 09:05 | sell | 929 | 1.00 | 82.122 | 0.000 | 0.000 | ||
| 2837 | 2011.01.26 09:05 | modify | 929 | 1.00 | 82.122 | 83.222 | 81.122 | ||
| 2838 | 2011.01.26 10:45 | close | 929 | 1.00 | 82.052 | 83.222 | 81.122 | 7000.00 | 4866100.00 |
| 2839 | 2011.01.26 23:55 | buy | 930 | 1.00 | 82.187 | 0.000 | 0.000 | ||
| 2840 | 2011.01.26 23:55 | modify | 930 | 1.00 | 82.187 | 81.087 | 83.187 | ||
| 2841 | 2011.01.27 07:40 | close | 930 | 1.00 | 82.179 | 81.087 | 83.187 | -800.00 | 4865300.00 |
| 2842 | 2011.01.31 11:05 | sell | 931 | 1.00 | 82.168 | 0.000 | 0.000 | ||
| 2843 | 2011.01.31 11:05 | modify | 931 | 1.00 | 82.168 | 83.268 | 81.168 | ||
| 2844 | 2011.01.31 15:00 | close | 931 | 1.00 | 82.187 | 83.268 | 81.168 | -1900.00 | 4863400.00 |
| 2845 | 2011.02.01 17:05 | sell | 932 | 1.00 | 81.893 | 0.000 | 0.000 | ||
| 2846 | 2011.02.01 17:05 | modify | 932 | 1.00 | 81.893 | 82.993 | 80.893 | ||
| 2847 | 2011.02.01 17:30 | close | 932 | 1.00 | 81.736 | 82.993 | 80.893 | 15700.00 | 4879100.00 |
| 2848 | 2011.02.02 03:50 | sell | 933 | 1.00 | 81.518 | 0.000 | 0.000 | ||
| 2849 | 2011.02.02 03:50 | modify | 933 | 1.00 | 81.518 | 82.618 | 80.518 | ||
| 2850 | 2011.02.02 05:55 | close | 933 | 1.00 | 81.414 | 82.618 | 80.518 | 10400.00 | 4889500.00 |