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 |
| 2851 | 2011.02.02 22:15 | buy | 934 | 1.00 | 81.590 | 0.000 | 0.000 | ||
| 2852 | 2011.02.02 22:15 | modify | 934 | 1.00 | 81.590 | 80.490 | 82.590 | ||
| 2853 | 2011.02.03 03:05 | close | 934 | 1.00 | 81.628 | 80.490 | 82.590 | 3800.00 | 4893300.00 |
| 2854 | 2011.02.25 09:05 | buy | 935 | 1.00 | 81.848 | 0.000 | 0.000 | ||
| 2855 | 2011.02.25 09:05 | modify | 935 | 1.00 | 81.848 | 80.748 | 82.848 | ||
| 2856 | 2011.02.25 10:40 | close | 935 | 1.00 | 81.929 | 80.748 | 82.848 | 8100.00 | 4901400.00 |
| 2857 | 2011.03.01 14:30 | buy | 936 | 1.00 | 82.015 | 0.000 | 0.000 | ||
| 2858 | 2011.03.01 14:30 | modify | 936 | 1.00 | 82.015 | 80.915 | 83.015 | ||
| 2859 | 2011.03.01 16:05 | close | 936 | 1.00 | 82.140 | 80.915 | 83.015 | 12500.00 | 4913900.00 |
| 2860 | 2011.03.01 18:35 | buy | 937 | 1.00 | 81.948 | 0.000 | 0.000 | ||
| 2861 | 2011.03.01 18:35 | modify | 937 | 1.00 | 81.948 | 80.848 | 82.948 | ||
| 2862 | 2011.03.01 21:45 | close | 937 | 1.00 | 81.958 | 80.848 | 82.948 | 1000.00 | 4914900.00 |
| 2863 | 2011.03.02 09:20 | sell | 938 | 1.00 | 81.966 | 0.000 | 0.000 | ||
| 2864 | 2011.03.02 09:20 | modify | 938 | 1.00 | 81.966 | 83.066 | 80.966 | ||
| 2865 | 2011.03.02 10:45 | close | 938 | 1.00 | 81.948 | 83.066 | 80.966 | 1800.00 | 4916700.00 |
| 2866 | 2011.03.04 02:30 | buy | 939 | 1.00 | 82.303 | 0.000 | 0.000 | ||
| 2867 | 2011.03.04 02:30 | modify | 939 | 1.00 | 82.303 | 81.203 | 83.303 | ||
| 2868 | 2011.03.04 03:45 | close | 939 | 1.00 | 82.410 | 81.203 | 83.303 | 10700.00 | 4927400.00 |
| 2869 | 2011.03.09 10:10 | buy | 940 | 1.00 | 82.769 | 0.000 | 0.000 | ||
| 2870 | 2011.03.09 10:10 | modify | 940 | 1.00 | 82.769 | 81.669 | 83.769 | ||
| 2871 | 2011.03.09 10:55 | close | 940 | 1.00 | 82.873 | 81.669 | 83.769 | 10400.00 | 4937800.00 |
| 2872 | 2011.03.14 04:05 | sell | 941 | 1.00 | 82.290 | 0.000 | 0.000 | ||
| 2873 | 2011.03.14 04:05 | modify | 941 | 1.00 | 82.290 | 83.390 | 81.290 | ||
| 2874 | 2011.03.14 06:30 | close | 941 | 1.00 | 82.125 | 83.390 | 81.290 | 16500.00 | 4954300.00 |
| 2875 | 2011.03.15 02:50 | sell | 942 | 1.00 | 81.808 | 0.000 | 0.000 | ||
| 2876 | 2011.03.15 02:50 | modify | 942 | 1.00 | 81.808 | 82.908 | 80.808 | ||
| 2877 | 2011.03.15 04:45 | close | 942 | 1.00 | 81.744 | 82.908 | 80.808 | 6400.00 | 4960700.00 |
| 2878 | 2011.03.16 02:20 | sell | 943 | 1.00 | 80.889 | 0.000 | 0.000 | ||
| 2879 | 2011.03.16 02:20 | modify | 943 | 1.00 | 80.889 | 81.989 | 79.889 | ||
| 2880 | 2011.03.16 05:05 | close | 943 | 1.00 | 80.875 | 81.989 | 79.889 | 1400.00 | 4962100.00 |
| 2881 | 2011.03.18 11:50 | buy | 944 | 1.00 | 81.362 | 0.000 | 0.000 | ||
| 2882 | 2011.03.18 11:50 | modify | 944 | 1.00 | 81.362 | 80.262 | 82.362 | ||
| 2883 | 2011.03.18 14:50 | close | 944 | 1.00 | 81.542 | 80.262 | 82.362 | 18000.00 | 4980100.00 |
| 2884 | 2011.03.18 16:45 | buy | 945 | 1.00 | 80.918 | 0.000 | 0.000 | ||
| 2885 | 2011.03.18 16:45 | modify | 945 | 1.00 | 80.918 | 79.818 | 81.918 | ||
| 2886 | 2011.03.18 17:15 | close | 945 | 1.00 | 81.121 | 79.818 | 81.918 | 20300.00 | 5000400.00 |
| 2887 | 2011.03.30 15:20 | buy | 946 | 1.00 | 82.969 | 0.000 | 0.000 | ||
| 2888 | 2011.03.30 15:20 | modify | 946 | 1.00 | 82.969 | 81.869 | 83.969 | ||
| 2889 | 2011.03.31 01:00 | close | 946 | 1.00 | 82.926 | 81.869 | 83.969 | -4300.00 | 4996100.00 |
| 2890 | 2011.03.31 21:40 | sell | 947 | 1.00 | 83.034 | 0.000 | 0.000 | ||
| 2891 | 2011.03.31 21:40 | modify | 947 | 1.00 | 83.034 | 84.134 | 82.034 | ||
| 2892 | 2011.04.01 05:25 | modify | 947 | 1.00 | 83.034 | 84.134 | 83.434 | ||
| 2893 | 2011.04.01 07:25 | close | 947 | 1.00 | 83.652 | 84.134 | 83.434 | -61800.00 | 4934300.00 |
| 2894 | 2011.04.01 09:15 | buy | 948 | 1.00 | 83.444 | 0.000 | 0.000 | ||
| 2895 | 2011.04.01 09:15 | modify | 948 | 1.00 | 83.444 | 82.344 | 84.444 | ||
| 2896 | 2011.04.01 10:15 | close | 948 | 1.00 | 83.616 | 82.344 | 84.444 | 17200.00 | 4951500.00 |
| 2897 | 2011.04.05 00:50 | sell | 949 | 1.00 | 84.126 | 0.000 | 0.000 | ||
| 2898 | 2011.04.05 00:50 | modify | 949 | 1.00 | 84.126 | 85.226 | 83.126 | ||
| 2899 | 2011.04.05 10:00 | close | 949 | 1.00 | 84.284 | 85.226 | 83.126 | -15800.00 | 4935700.00 |
| 2900 | 2011.04.05 11:45 | buy | 950 | 1.00 | 84.200 | 0.000 | 0.000 | ||
| 2901 | 2011.04.05 11:45 | modify | 950 | 1.00 | 84.200 | 83.100 | 85.200 | ||
| 2902 | 2011.04.05 13:10 | close | 950 | 1.00 | 84.341 | 83.100 | 85.200 | 14100.00 | 4949800.00 |
| 2903 | 2011.04.06 10:45 | buy | 951 | 1.00 | 85.137 | 0.000 | 0.000 | ||
| 2904 | 2011.04.06 10:45 | modify | 951 | 1.00 | 85.137 | 84.037 | 86.137 | ||
| 2905 | 2011.04.06 13:50 | close | 951 | 1.00 | 85.180 | 84.037 | 86.137 | 4300.00 | 4954100.00 |
| 2906 | 2011.04.08 03:50 | sell | 952 | 1.00 | 85.102 | 0.000 | 0.000 | ||
| 2907 | 2011.04.08 03:50 | modify | 952 | 1.00 | 85.102 | 86.202 | 84.102 | ||
| 2908 | 2011.04.08 06:20 | close | 952 | 1.00 | 85.167 | 86.202 | 84.102 | -6500.00 | 4947600.00 |
| 2909 | 2011.04.08 18:00 | buy | 953 | 1.00 | 85.031 | 0.000 | 0.000 | ||
| 2910 | 2011.04.08 18:00 | modify | 953 | 1.00 | 85.031 | 83.931 | 86.031 | ||
| 2911 | 2011.04.08 23:00 | close | 953 | 1.00 | 84.843 | 83.931 | 86.031 | -18800.00 | 4928800.00 |
| 2912 | 2011.04.12 10:15 | sell | 954 | 1.00 | 84.187 | 0.000 | 0.000 | ||
| 2913 | 2011.04.12 10:15 | modify | 954 | 1.00 | 84.187 | 85.287 | 83.187 | ||
| 2914 | 2011.04.12 14:05 | close | 954 | 1.00 | 84.129 | 85.287 | 83.187 | 5800.00 | 4934600.00 |
| 2915 | 2011.04.13 18:40 | buy | 955 | 1.00 | 83.631 | 0.000 | 0.000 | ||
| 2916 | 2011.04.13 18:40 | modify | 955 | 1.00 | 83.631 | 82.531 | 84.631 | ||
| 2917 | 2011.04.13 20:00 | close | 955 | 1.00 | 83.804 | 82.531 | 84.631 | 17300.00 | 4951900.00 |
| 2918 | 2011.04.14 19:55 | sell | 956 | 1.00 | 83.434 | 0.000 | 0.000 | ||
| 2919 | 2011.04.14 19:55 | modify | 956 | 1.00 | 83.434 | 84.534 | 82.434 | ||
| 2920 | 2011.04.15 05:50 | close | 956 | 1.00 | 83.544 | 84.534 | 82.434 | -11000.00 | 4940900.00 |
| 2921 | 2011.04.15 05:55 | buy | 957 | 1.00 | 83.519 | 0.000 | 0.000 | ||
| 2922 | 2011.04.15 05:55 | modify | 957 | 1.00 | 83.519 | 82.419 | 84.519 | ||
| 2923 | 2011.04.15 11:50 | close | 957 | 1.00 | 83.250 | 82.419 | 84.519 | -26900.00 | 4914000.00 |
| 2924 | 2011.04.18 21:20 | sell | 958 | 1.00 | 82.574 | 0.000 | 0.000 | ||
| 2925 | 2011.04.18 21:20 | modify | 958 | 1.00 | 82.574 | 83.674 | 81.574 | ||
| 2926 | 2011.04.19 00:35 | close | 958 | 1.00 | 82.602 | 83.674 | 81.574 | -2800.00 | 4911200.00 |
| 2927 | 2011.04.20 10:40 | buy | 959 | 1.00 | 82.737 | 0.000 | 0.000 | ||
| 2928 | 2011.04.20 10:40 | modify | 959 | 1.00 | 82.737 | 81.637 | 83.737 | ||
| 2929 | 2011.04.20 19:00 | close | 959 | 1.00 | 82.575 | 81.637 | 83.737 | -16200.00 | 4895000.00 |
| 2930 | 2011.04.20 23:55 | sell | 960 | 1.00 | 82.528 | 0.000 | 0.000 | ||
| 2931 | 2011.04.20 23:55 | modify | 960 | 1.00 | 82.528 | 83.628 | 81.528 | ||
| 2932 | 2011.04.21 03:10 | close | 960 | 1.00 | 82.375 | 83.628 | 81.528 | 15300.00 | 4910300.00 |
| 2933 | 2011.04.25 07:25 | buy | 961 | 1.00 | 82.134 | 0.000 | 0.000 | ||
| 2934 | 2011.04.25 07:25 | modify | 961 | 1.00 | 82.134 | 81.034 | 83.134 | ||
| 2935 | 2011.04.25 08:50 | close | 961 | 1.00 | 82.215 | 81.034 | 83.134 | 8100.00 | 4918400.00 |
| 2936 | 2011.04.25 11:30 | buy | 962 | 1.00 | 82.026 | 0.000 | 0.000 | ||
| 2937 | 2011.04.25 11:30 | modify | 962 | 1.00 | 82.026 | 80.926 | 83.026 | ||
| 2938 | 2011.04.25 15:10 | close | 962 | 1.00 | 82.039 | 80.926 | 83.026 | 1300.00 | 4919700.00 |
| 2939 | 2011.04.26 04:15 | sell | 963 | 1.00 | 81.905 | 0.000 | 0.000 | ||
| 2940 | 2011.04.26 04:15 | modify | 963 | 1.00 | 81.905 | 83.005 | 80.905 | ||
| 2941 | 2011.04.26 06:10 | close | 963 | 1.00 | 81.740 | 83.005 | 80.905 | 16500.00 | 4936200.00 |
| 2942 | 2011.04.27 20:55 | buy | 964 | 1.00 | 82.230 | 0.000 | 0.000 | ||
| 2943 | 2011.04.27 20:55 | modify | 964 | 1.00 | 82.230 | 81.130 | 83.230 | ||
| 2944 | 2011.04.28 00:10 | close | 964 | 1.00 | 82.198 | 81.130 | 83.230 | -3200.00 | 4933000.00 |
| 2945 | 2011.05.02 05:50 | sell | 965 | 1.00 | 81.447 | 0.000 | 0.000 | ||
| 2946 | 2011.05.02 05:50 | modify | 965 | 1.00 | 81.447 | 82.547 | 80.447 | ||
| 2947 | 2011.05.02 09:45 | close | 965 | 1.00 | 81.443 | 82.547 | 80.447 | 400.00 | 4933400.00 |
| 2948 | 2011.05.02 17:10 | buy | 966 | 1.00 | 81.213 | 0.000 | 0.000 | ||
| 2949 | 2011.05.02 17:10 | modify | 966 | 1.00 | 81.213 | 80.113 | 82.213 | ||
| 2950 | 2011.05.02 18:50 | close | 966 | 1.00 | 81.219 | 80.113 | 82.213 | 600.00 | 4934000.00 |
| 2951 | 2011.05.03 18:50 | sell | 967 | 1.00 | 81.037 | 0.000 | 0.000 | ||
| 2952 | 2011.05.03 18:50 | modify | 967 | 1.00 | 81.037 | 82.137 | 80.037 | ||
| 2953 | 2011.05.03 21:40 | close | 967 | 1.00 | 80.889 | 82.137 | 80.037 | 14800.00 | 4948800.00 |
| 2954 | 2011.05.05 19:05 | sell | 968 | 1.00 | 80.165 | 0.000 | 0.000 | ||
| 2955 | 2011.05.05 19:05 | modify | 968 | 1.00 | 80.165 | 81.265 | 79.165 | ||
| 2956 | 2011.05.05 22:15 | close | 968 | 1.00 | 80.069 | 81.265 | 79.165 | 9600.00 | 4958400.00 |
| 2957 | 2011.05.06 19:30 | buy | 969 | 1.00 | 80.361 | 0.000 | 0.000 | ||
| 2958 | 2011.05.06 19:30 | modify | 969 | 1.00 | 80.361 | 79.261 | 81.361 | ||
| 2959 | 2011.05.06 21:15 | close | 969 | 1.00 | 80.435 | 79.261 | 81.361 | 7400.00 | 4965800.00 |
| 2960 | 2011.05.11 10:05 | buy | 970 | 1.00 | 80.765 | 0.000 | 0.000 | ||
| 2961 | 2011.05.11 10:05 | modify | 970 | 1.00 | 80.765 | 79.665 | 81.765 | ||
| 2962 | 2011.05.11 12:40 | close | 970 | 1.00 | 80.763 | 79.665 | 81.765 | -200.00 | 4965600.00 |
| 2963 | 2011.05.11 18:25 | buy | 971 | 1.00 | 80.972 | 0.000 | 0.000 | ||
| 2964 | 2011.05.11 18:25 | modify | 971 | 1.00 | 80.972 | 79.872 | 81.972 | ||
| 2965 | 2011.05.11 22:20 | close | 971 | 1.00 | 80.959 | 79.872 | 81.972 | -1300.00 | 4964300.00 |
| 2966 | 2011.05.12 09:20 | buy | 972 | 1.00 | 81.034 | 0.000 | 0.000 | ||
| 2967 | 2011.05.12 09:20 | modify | 972 | 1.00 | 81.034 | 79.934 | 82.034 | ||
| 2968 | 2011.05.12 15:25 | close | 972 | 1.00 | 81.019 | 79.934 | 82.034 | -1500.00 | 4962800.00 |
| 2969 | 2011.05.13 15:20 | sell | 973 | 1.00 | 80.792 | 0.000 | 0.000 | ||
| 2970 | 2011.05.13 15:20 | modify | 973 | 1.00 | 80.792 | 81.892 | 79.792 | ||
| 2971 | 2011.05.13 15:45 | close | 973 | 1.00 | 80.640 | 81.892 | 79.792 | 15200.00 | 4978000.00 |
| 2972 | 2011.05.16 11:10 | buy | 974 | 1.00 | 80.867 | 0.000 | 0.000 | ||
| 2973 | 2011.05.16 11:10 | modify | 974 | 1.00 | 80.867 | 79.767 | 81.867 | ||
| 2974 | 2011.05.16 14:55 | close | 974 | 1.00 | 80.843 | 79.767 | 81.867 | -2400.00 | 4975600.00 |
| 2975 | 2011.05.17 16:15 | buy | 975 | 1.00 | 81.440 | 0.000 | 0.000 | ||
| 2976 | 2011.05.17 16:15 | modify | 975 | 1.00 | 81.440 | 80.340 | 82.440 | ||
| 2977 | 2011.05.17 20:40 | close | 975 | 1.00 | 81.505 | 80.340 | 82.440 | 6500.00 | 4982100.00 |
| 2978 | 2011.05.18 16:10 | sell | 976 | 1.00 | 81.310 | 0.000 | 0.000 | ||
| 2979 | 2011.05.18 16:10 | modify | 976 | 1.00 | 81.310 | 82.410 | 80.310 | ||
| 2980 | 2011.05.18 21:05 | close | 976 | 1.00 | 81.398 | 82.410 | 80.310 | -8800.00 | 4973300.00 |
| 2981 | 2011.05.20 08:50 | sell | 977 | 1.00 | 81.771 | 0.000 | 0.000 | ||
| 2982 | 2011.05.20 08:50 | modify | 977 | 1.00 | 81.771 | 82.871 | 80.771 | ||
| 2983 | 2011.05.20 10:55 | close | 977 | 1.00 | 81.679 | 82.871 | 80.771 | 9200.00 | 4982500.00 |
| 2984 | 2011.05.24 20:10 | buy | 978 | 1.00 | 81.979 | 0.000 | 0.000 | ||
| 2985 | 2011.05.24 20:10 | modify | 978 | 1.00 | 81.979 | 80.879 | 82.979 | ||
| 2986 | 2011.05.24 22:30 | close | 978 | 1.00 | 81.960 | 80.879 | 82.979 | -1900.00 | 4980600.00 |
| 2987 | 2011.05.31 17:05 | buy | 979 | 1.00 | 81.354 | 0.000 | 0.000 | ||
| 2988 | 2011.05.31 17:05 | modify | 979 | 1.00 | 81.354 | 80.254 | 82.354 | ||
| 2989 | 2011.05.31 20:05 | close | 979 | 1.00 | 81.344 | 80.254 | 82.354 | -1000.00 | 4979600.00 |
| 2990 | 2011.06.01 03:05 | buy | 980 | 1.00 | 81.285 | 0.000 | 0.000 | ||
| 2991 | 2011.06.01 03:05 | modify | 980 | 1.00 | 81.285 | 80.185 | 82.285 | ||
| 2992 | 2011.06.01 04:00 | close | 980 | 1.00 | 81.436 | 80.185 | 82.285 | 15100.00 | 4994700.00 |
| 2993 | 2011.06.01 10:05 | sell | 981 | 1.00 | 81.405 | 0.000 | 0.000 | ||
| 2994 | 2011.06.01 10:05 | modify | 981 | 1.00 | 81.405 | 82.505 | 80.405 | ||
| 2995 | 2011.06.01 12:35 | close | 981 | 1.00 | 81.297 | 82.505 | 80.405 | 10800.00 | 5005500.00 |
| 2996 | 2011.06.02 03:50 | sell | 982 | 1.00 | 81.079 | 0.000 | 0.000 | ||
| 2997 | 2011.06.02 03:50 | modify | 982 | 1.00 | 81.079 | 82.179 | 80.079 | ||
| 2998 | 2011.06.02 06:00 | close | 982 | 1.00 | 81.047 | 82.179 | 80.079 | 3200.00 | 5008700.00 |
| 2999 | 2011.06.13 09:05 | buy | 983 | 1.00 | 80.437 | 0.000 | 0.000 | ||
| 3000 | 2011.06.13 09:05 | modify | 983 | 1.00 | 80.437 | 79.337 | 81.437 | ||