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 |
| 151 | 2004.06.03 17:35 | buy | 50 | 1.00 | 110.913 | 0.000 | 0.000 | ||
| 152 | 2004.06.03 17:35 | modify | 50 | 1.00 | 110.913 | 109.813 | 111.913 | ||
| 153 | 2004.06.03 18:00 | close | 50 | 1.00 | 111.117 | 109.813 | 111.913 | 20400.00 | 1276000.00 |
| 154 | 2004.06.03 22:35 | buy | 51 | 1.00 | 110.798 | 0.000 | 0.000 | ||
| 155 | 2004.06.03 22:35 | modify | 51 | 1.00 | 110.798 | 109.698 | 111.798 | ||
| 156 | 2004.06.04 00:15 | close | 51 | 1.00 | 110.968 | 109.698 | 111.798 | 17000.00 | 1293000.00 |
| 157 | 2004.06.08 04:50 | sell | 52 | 1.00 | 109.858 | 0.000 | 0.000 | ||
| 158 | 2004.06.08 04:50 | modify | 52 | 1.00 | 109.858 | 110.958 | 108.858 | ||
| 159 | 2004.06.08 07:35 | close | 52 | 1.00 | 109.756 | 110.958 | 108.858 | 10200.00 | 1303200.00 |
| 160 | 2004.06.09 14:30 | sell | 53 | 1.00 | 109.112 | 0.000 | 0.000 | ||
| 161 | 2004.06.09 14:30 | modify | 53 | 1.00 | 109.112 | 110.212 | 108.112 | ||
| 162 | 2004.06.09 14:35 | close | 53 | 1.00 | 108.928 | 110.212 | 108.112 | 18400.00 | 1321600.00 |
| 163 | 2004.06.09 16:40 | sell | 54 | 1.00 | 109.275 | 0.000 | 0.000 | ||
| 164 | 2004.06.09 16:40 | modify | 54 | 1.00 | 109.275 | 110.375 | 108.275 | ||
| 165 | 2004.06.09 17:00 | close | 54 | 1.00 | 109.123 | 110.375 | 108.275 | 15200.00 | 1336800.00 |
| 166 | 2004.06.11 03:00 | sell | 55 | 1.00 | 109.476 | 0.000 | 0.000 | ||
| 167 | 2004.06.11 03:00 | modify | 55 | 1.00 | 109.476 | 110.576 | 108.476 | ||
| 168 | 2004.06.11 08:00 | modify | 55 | 1.00 | 109.476 | 110.576 | 109.876 | ||
| 169 | 2004.06.11 11:05 | close | 55 | 1.00 | 110.127 | 110.576 | 109.876 | -65100.00 | 1271700.00 |
| 170 | 2004.06.14 03:15 | buy | 56 | 1.00 | 110.092 | 0.000 | 0.000 | ||
| 171 | 2004.06.14 03:15 | modify | 56 | 1.00 | 110.092 | 108.992 | 111.092 | ||
| 172 | 2004.06.14 03:35 | close | 56 | 1.00 | 110.287 | 108.992 | 111.092 | 19500.00 | 1291200.00 |
| 173 | 2004.06.14 12:40 | buy | 57 | 1.00 | 110.574 | 0.000 | 0.000 | ||
| 174 | 2004.06.14 12:40 | modify | 57 | 1.00 | 110.574 | 109.474 | 111.574 | ||
| 175 | 2004.06.14 12:55 | close | 57 | 1.00 | 110.801 | 109.474 | 111.574 | 22700.00 | 1313900.00 |
| 176 | 2004.06.16 07:15 | sell | 58 | 1.00 | 109.679 | 0.000 | 0.000 | ||
| 177 | 2004.06.16 07:15 | modify | 58 | 1.00 | 109.679 | 110.779 | 108.679 | ||
| 178 | 2004.06.16 08:45 | close | 58 | 1.00 | 109.527 | 110.779 | 108.679 | 15200.00 | 1329100.00 |
| 179 | 2004.06.17 16:00 | sell | 59 | 1.00 | 109.690 | 0.000 | 0.000 | ||
| 180 | 2004.06.17 16:00 | modify | 59 | 1.00 | 109.690 | 110.790 | 108.690 | ||
| 181 | 2004.06.17 17:50 | close | 59 | 1.00 | 109.465 | 110.790 | 108.690 | 22500.00 | 1351600.00 |
| 182 | 2004.06.29 13:15 | buy | 60 | 1.00 | 108.346 | 0.000 | 0.000 | ||
| 183 | 2004.06.29 13:15 | modify | 60 | 1.00 | 108.346 | 107.246 | 109.346 | ||
| 184 | 2004.06.29 16:10 | close | 60 | 1.00 | 108.415 | 107.246 | 109.346 | 6900.00 | 1358500.00 |
| 185 | 2004.06.29 18:15 | buy | 61 | 1.00 | 108.115 | 0.000 | 0.000 | ||
| 186 | 2004.06.29 18:15 | modify | 61 | 1.00 | 108.115 | 107.015 | 109.115 | ||
| 187 | 2004.06.29 21:40 | close | 61 | 1.00 | 108.334 | 107.015 | 109.115 | 21900.00 | 1380400.00 |
| 188 | 2004.07.01 10:15 | sell | 62 | 1.00 | 108.203 | 0.000 | 0.000 | ||
| 189 | 2004.07.01 10:15 | modify | 62 | 1.00 | 108.203 | 109.303 | 107.203 | ||
| 190 | 2004.07.01 12:55 | close | 62 | 1.00 | 108.045 | 109.303 | 107.203 | 15800.00 | 1396200.00 |
| 191 | 2004.07.02 15:30 | buy | 63 | 1.00 | 108.225 | 0.000 | 0.000 | ||
| 192 | 2004.07.02 15:30 | modify | 63 | 1.00 | 108.225 | 107.125 | 109.225 | ||
| 193 | 2004.07.02 16:25 | close | 63 | 1.00 | 108.397 | 107.125 | 109.225 | 17200.00 | 1413400.00 |
| 194 | 2004.07.05 03:30 | sell | 64 | 1.00 | 108.635 | 0.000 | 0.000 | ||
| 195 | 2004.07.05 03:30 | modify | 64 | 1.00 | 108.635 | 109.735 | 107.635 | ||
| 196 | 2004.07.05 04:00 | close | 64 | 1.00 | 108.461 | 109.735 | 107.635 | 17400.00 | 1430800.00 |
| 197 | 2004.07.08 00:15 | sell | 65 | 1.00 | 108.645 | 0.000 | 0.000 | ||
| 198 | 2004.07.08 00:15 | modify | 65 | 1.00 | 108.645 | 109.745 | 107.645 | ||
| 199 | 2004.07.08 01:20 | close | 65 | 1.00 | 108.550 | 109.745 | 107.645 | 9500.00 | 1440300.00 |
| 200 | 2004.07.13 12:45 | buy | 66 | 1.00 | 108.340 | 0.000 | 0.000 | ||
| 201 | 2004.07.13 12:45 | modify | 66 | 1.00 | 108.340 | 107.240 | 109.340 | ||
| 202 | 2004.07.13 15:40 | close | 66 | 1.00 | 108.506 | 107.240 | 109.340 | 16600.00 | 1456900.00 |
| 203 | 2004.07.13 21:25 | buy | 67 | 1.00 | 109.048 | 0.000 | 0.000 | ||
| 204 | 2004.07.13 21:25 | modify | 67 | 1.00 | 109.048 | 107.948 | 110.048 | ||
| 205 | 2004.07.13 21:30 | close | 67 | 1.00 | 108.998 | 107.948 | 110.048 | -5000.00 | 1451900.00 |
| 206 | 2004.07.13 21:40 | buy | 68 | 1.00 | 108.893 | 0.000 | 0.000 | ||
| 207 | 2004.07.13 21:40 | modify | 68 | 1.00 | 108.893 | 107.793 | 109.893 | ||
| 208 | 2004.07.14 03:00 | close | 68 | 1.00 | 108.593 | 107.793 | 109.893 | -30000.00 | 1421900.00 |
| 209 | 2004.07.15 08:40 | buy | 69 | 1.00 | 109.243 | 0.000 | 0.000 | ||
| 210 | 2004.07.15 08:40 | modify | 69 | 1.00 | 109.243 | 108.143 | 110.243 | ||
| 211 | 2004.07.15 09:40 | close | 69 | 1.00 | 109.441 | 108.143 | 110.243 | 19800.00 | 1441700.00 |
| 212 | 2004.07.15 13:15 | buy | 70 | 1.00 | 109.290 | 0.000 | 0.000 | ||
| 213 | 2004.07.15 13:15 | modify | 70 | 1.00 | 109.290 | 108.190 | 110.290 | ||
| 214 | 2004.07.15 15:45 | close | 70 | 1.00 | 109.262 | 108.190 | 110.290 | -2800.00 | 1438900.00 |
| 215 | 2004.07.19 14:00 | sell | 71 | 1.00 | 108.500 | 0.000 | 0.000 | ||
| 216 | 2004.07.19 14:00 | modify | 71 | 1.00 | 108.500 | 109.600 | 107.500 | ||
| 217 | 2004.07.19 14:35 | close | 71 | 1.00 | 108.307 | 109.600 | 107.500 | 19300.00 | 1458200.00 |
| 218 | 2004.07.20 10:20 | buy | 72 | 1.00 | 108.436 | 0.000 | 0.000 | ||
| 219 | 2004.07.20 10:20 | modify | 72 | 1.00 | 108.436 | 107.336 | 109.436 | ||
| 220 | 2004.07.20 13:00 | close | 72 | 1.00 | 108.477 | 107.336 | 109.436 | 4100.00 | 1462300.00 |
| 221 | 2004.07.26 17:40 | sell | 73 | 1.00 | 109.991 | 0.000 | 0.000 | ||
| 222 | 2004.07.26 17:40 | modify | 73 | 1.00 | 109.991 | 111.091 | 108.991 | ||
| 223 | 2004.07.26 19:30 | close | 73 | 1.00 | 109.947 | 111.091 | 108.991 | 4400.00 | 1466700.00 |
| 224 | 2004.07.27 03:50 | buy | 74 | 1.00 | 109.808 | 0.000 | 0.000 | ||
| 225 | 2004.07.27 03:50 | modify | 74 | 1.00 | 109.808 | 108.708 | 110.808 | ||
| 226 | 2004.07.27 05:40 | close | 74 | 1.00 | 109.946 | 108.708 | 110.808 | 13800.00 | 1480500.00 |
| 227 | 2004.08.02 15:10 | sell | 75 | 1.00 | 111.244 | 0.000 | 0.000 | ||
| 228 | 2004.08.02 15:10 | modify | 75 | 1.00 | 111.244 | 112.344 | 110.244 | ||
| 229 | 2004.08.02 15:30 | close | 75 | 1.00 | 111.020 | 112.344 | 110.244 | 22400.00 | 1502900.00 |
| 230 | 2004.08.04 17:10 | buy | 76 | 1.00 | 111.299 | 0.000 | 0.000 | ||
| 231 | 2004.08.04 17:10 | modify | 76 | 1.00 | 111.299 | 110.199 | 112.299 | ||
| 232 | 2004.08.05 03:25 | close | 76 | 1.00 | 111.129 | 110.199 | 112.299 | -17000.00 | 1485900.00 |
| 233 | 2004.08.06 20:05 | sell | 77 | 1.00 | 110.363 | 0.000 | 0.000 | ||
| 234 | 2004.08.06 20:05 | modify | 77 | 1.00 | 110.363 | 111.463 | 109.363 | ||
| 235 | 2004.08.06 22:25 | close | 77 | 1.00 | 110.346 | 111.463 | 109.363 | 1700.00 | 1487600.00 |
| 236 | 2004.08.09 02:05 | sell | 78 | 1.00 | 110.569 | 0.000 | 0.000 | ||
| 237 | 2004.08.09 02:05 | modify | 78 | 1.00 | 110.569 | 111.669 | 109.569 | ||
| 238 | 2004.08.09 02:55 | close | 78 | 1.00 | 110.363 | 111.669 | 109.569 | 20600.00 | 1508200.00 |
| 239 | 2004.08.12 20:40 | buy | 79 | 1.00 | 110.841 | 0.000 | 0.000 | ||
| 240 | 2004.08.12 20:40 | modify | 79 | 1.00 | 110.841 | 109.741 | 111.841 | ||
| 241 | 2004.08.13 02:55 | close | 79 | 1.00 | 111.397 | 109.741 | 111.841 | 55600.00 | 1563800.00 |
| 242 | 2004.08.13 15:35 | buy | 80 | 1.00 | 111.293 | 0.000 | 0.000 | ||
| 243 | 2004.08.13 15:35 | modify | 80 | 1.00 | 111.293 | 110.193 | 112.293 | ||
| 244 | 2004.08.13 16:05 | modify | 80 | 1.00 | 111.293 | 110.193 | 110.893 | ||
| 245 | 2004.08.13 23:00 | close | 80 | 1.00 | 110.658 | 110.193 | 110.893 | -63500.00 | 1500300.00 |
| 246 | 2004.08.16 10:15 | sell | 81 | 1.00 | 110.855 | 0.000 | 0.000 | ||
| 247 | 2004.08.16 10:15 | modify | 81 | 1.00 | 110.855 | 111.955 | 109.855 | ||
| 248 | 2004.08.16 15:00 | close | 81 | 1.00 | 110.704 | 111.955 | 109.855 | 15100.00 | 1515400.00 |
| 249 | 2004.08.18 05:20 | sell | 82 | 1.00 | 110.144 | 0.000 | 0.000 | ||
| 250 | 2004.08.18 05:20 | modify | 82 | 1.00 | 110.144 | 111.244 | 109.144 | ||
| 251 | 2004.08.18 07:50 | close | 82 | 1.00 | 110.032 | 111.244 | 109.144 | 11200.00 | 1526600.00 |
| 252 | 2004.08.26 09:15 | sell | 83 | 1.00 | 110.214 | 0.000 | 0.000 | ||
| 253 | 2004.08.26 09:15 | modify | 83 | 1.00 | 110.214 | 111.314 | 109.214 | ||
| 254 | 2004.08.26 10:55 | close | 83 | 1.00 | 110.044 | 111.314 | 109.214 | 17000.00 | 1543600.00 |
| 255 | 2004.08.27 10:35 | sell | 84 | 1.00 | 109.396 | 0.000 | 0.000 | ||
| 256 | 2004.08.27 10:35 | modify | 84 | 1.00 | 109.396 | 110.496 | 108.396 | ||
| 257 | 2004.08.27 13:45 | close | 84 | 1.00 | 109.401 | 110.496 | 108.396 | -500.00 | 1543100.00 |
| 258 | 2004.08.30 11:20 | buy | 85 | 1.00 | 110.056 | 0.000 | 0.000 | ||
| 259 | 2004.08.30 11:20 | modify | 85 | 1.00 | 110.056 | 108.956 | 111.056 | ||
| 260 | 2004.08.30 15:40 | close | 85 | 1.00 | 110.228 | 108.956 | 111.056 | 17200.00 | 1560300.00 |
| 261 | 2004.08.31 03:00 | sell | 86 | 1.00 | 110.130 | 0.000 | 0.000 | ||
| 262 | 2004.08.31 03:00 | modify | 86 | 1.00 | 110.130 | 111.230 | 109.130 | ||
| 263 | 2004.08.31 03:40 | close | 86 | 1.00 | 109.946 | 111.230 | 109.130 | 18400.00 | 1578700.00 |
| 264 | 2004.08.31 10:20 | sell | 87 | 1.00 | 109.850 | 0.000 | 0.000 | ||
| 265 | 2004.08.31 10:20 | modify | 87 | 1.00 | 109.850 | 110.950 | 108.850 | ||
| 266 | 2004.08.31 13:05 | close | 87 | 1.00 | 109.737 | 110.950 | 108.850 | 11300.00 | 1590000.00 |
| 267 | 2004.09.06 02:45 | buy | 88 | 1.00 | 110.353 | 0.000 | 0.000 | ||
| 268 | 2004.09.06 02:45 | modify | 88 | 1.00 | 110.353 | 109.253 | 111.353 | ||
| 269 | 2004.09.06 09:05 | close | 88 | 1.00 | 110.417 | 109.253 | 111.353 | 6400.00 | 1596400.00 |
| 270 | 2004.09.16 04:00 | buy | 89 | 1.00 | 109.881 | 0.000 | 0.000 | ||
| 271 | 2004.09.16 04:00 | modify | 89 | 1.00 | 109.881 | 108.781 | 110.881 | ||
| 272 | 2004.09.16 15:30 | close | 89 | 1.00 | 109.729 | 108.781 | 110.881 | -15200.00 | 1581200.00 |
| 273 | 2004.09.20 06:10 | buy | 90 | 1.00 | 109.975 | 0.000 | 0.000 | ||
| 274 | 2004.09.20 06:10 | modify | 90 | 1.00 | 109.975 | 108.875 | 110.975 | ||
| 275 | 2004.09.20 07:30 | close | 90 | 1.00 | 110.088 | 108.875 | 110.975 | 11300.00 | 1592500.00 |
| 276 | 2004.10.04 10:20 | buy | 91 | 1.00 | 110.552 | 0.000 | 0.000 | ||
| 277 | 2004.10.04 10:20 | modify | 91 | 1.00 | 110.552 | 109.452 | 111.552 | ||
| 278 | 2004.10.04 13:00 | close | 91 | 1.00 | 110.682 | 109.452 | 111.552 | 13000.00 | 1605500.00 |
| 279 | 2004.10.04 20:00 | buy | 92 | 1.00 | 110.861 | 0.000 | 0.000 | ||
| 280 | 2004.10.04 20:00 | modify | 92 | 1.00 | 110.861 | 109.761 | 111.861 | ||
| 281 | 2004.10.05 01:55 | close | 92 | 1.00 | 110.885 | 109.761 | 111.861 | 2400.00 | 1607900.00 |
| 282 | 2004.10.15 19:35 | sell | 93 | 1.00 | 109.282 | 0.000 | 0.000 | ||
| 283 | 2004.10.15 19:35 | modify | 93 | 1.00 | 109.282 | 110.382 | 108.282 | ||
| 284 | 2004.10.15 21:55 | close | 93 | 1.00 | 109.193 | 110.382 | 108.282 | 8900.00 | 1616800.00 |
| 285 | 2004.10.25 15:05 | sell | 94 | 1.00 | 106.603 | 0.000 | 0.000 | ||
| 286 | 2004.10.25 15:05 | modify | 94 | 1.00 | 106.603 | 107.703 | 105.603 | ||
| 287 | 2004.10.25 16:00 | close | 94 | 1.00 | 106.691 | 107.703 | 105.603 | -8800.00 | 1608000.00 |
| 288 | 2004.10.26 06:20 | buy | 95 | 1.00 | 106.602 | 0.000 | 0.000 | ||
| 289 | 2004.10.26 06:20 | modify | 95 | 1.00 | 106.602 | 105.502 | 107.602 | ||
| 290 | 2004.10.26 07:20 | close | 95 | 1.00 | 106.642 | 105.502 | 107.602 | 4000.00 | 1612000.00 |
| 291 | 2004.11.02 02:20 | buy | 96 | 1.00 | 106.393 | 0.000 | 0.000 | ||
| 292 | 2004.11.02 02:20 | modify | 96 | 1.00 | 106.393 | 105.293 | 107.393 | ||
| 293 | 2004.11.02 04:50 | close | 96 | 1.00 | 106.344 | 105.293 | 107.393 | -4900.00 | 1607100.00 |
| 294 | 2004.11.03 14:45 | buy | 97 | 1.00 | 106.578 | 0.000 | 0.000 | ||
| 295 | 2004.11.03 14:45 | modify | 97 | 1.00 | 106.578 | 105.478 | 107.578 | ||
| 296 | 2004.11.03 20:45 | close | 97 | 1.00 | 106.242 | 105.478 | 107.578 | -33600.00 | 1573500.00 |
| 297 | 2004.11.11 01:40 | buy | 98 | 1.00 | 106.969 | 0.000 | 0.000 | ||
| 298 | 2004.11.11 01:40 | modify | 98 | 1.00 | 106.969 | 105.869 | 107.969 | ||
| 299 | 2004.11.11 03:10 | close | 98 | 1.00 | 106.977 | 105.869 | 107.969 | 800.00 | 1574300.00 |
| 300 | 2004.11.12 16:00 | sell | 99 | 1.00 | 106.046 | 0.000 | 0.000 | ||