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 |
| 3001 | 2011.06.13 15:15 | close | 983 | 1.00 | 80.381 | 79.337 | 81.437 | -5600.00 | 5003100.00 |
| 3002 | 2011.06.15 04:45 | buy | 984 | 1.00 | 80.415 | 0.000 | 0.000 | ||
| 3003 | 2011.06.15 04:45 | modify | 984 | 1.00 | 80.415 | 79.315 | 81.415 | ||
| 3004 | 2011.06.15 07:30 | close | 984 | 1.00 | 80.458 | 79.315 | 81.415 | 4300.00 | 5007400.00 |
| 3005 | 2011.06.16 08:55 | buy | 985 | 1.00 | 80.826 | 0.000 | 0.000 | ||
| 3006 | 2011.06.16 08:55 | modify | 985 | 1.00 | 80.826 | 79.726 | 81.826 | ||
| 3007 | 2011.06.16 15:35 | close | 985 | 1.00 | 80.830 | 79.726 | 81.826 | 400.00 | 5007800.00 |
| 3008 | 2011.06.24 17:55 | sell | 986 | 1.00 | 80.424 | 0.000 | 0.000 | ||
| 3009 | 2011.06.24 17:55 | modify | 986 | 1.00 | 80.424 | 81.524 | 79.424 | ||
| 3010 | 2011.06.24 19:05 | close | 986 | 1.00 | 80.300 | 81.524 | 79.424 | 12400.00 | 5020200.00 |
| 3011 | 2011.06.30 16:50 | sell | 987 | 1.00 | 80.594 | 0.000 | 0.000 | ||
| 3012 | 2011.06.30 16:50 | modify | 987 | 1.00 | 80.594 | 81.694 | 79.594 | ||
| 3013 | 2011.06.30 19:20 | close | 987 | 1.00 | 80.553 | 81.694 | 79.594 | 4100.00 | 5024300.00 |
| 3014 | 2011.07.01 09:15 | buy | 988 | 1.00 | 80.647 | 0.000 | 0.000 | ||
| 3015 | 2011.07.01 09:15 | modify | 988 | 1.00 | 80.647 | 79.547 | 81.647 | ||
| 3016 | 2011.07.01 10:35 | close | 988 | 1.00 | 80.705 | 79.547 | 81.647 | 5800.00 | 5030100.00 |
| 3017 | 2011.07.11 03:50 | sell | 989 | 1.00 | 80.731 | 0.000 | 0.000 | ||
| 3018 | 2011.07.11 03:50 | modify | 989 | 1.00 | 80.731 | 81.831 | 79.731 | ||
| 3019 | 2011.07.11 10:40 | close | 989 | 1.00 | 80.766 | 81.831 | 79.731 | -3500.00 | 5026600.00 |
| 3020 | 2011.07.11 13:55 | buy | 990 | 1.00 | 80.697 | 0.000 | 0.000 | ||
| 3021 | 2011.07.11 13:55 | modify | 990 | 1.00 | 80.697 | 79.597 | 81.697 | ||
| 3022 | 2011.07.11 16:00 | close | 990 | 1.00 | 80.395 | 79.597 | 81.697 | -30200.00 | 4996400.00 |
| 3023 | 2011.07.14 08:35 | sell | 991 | 1.00 | 79.184 | 0.000 | 0.000 | ||
| 3024 | 2011.07.14 08:35 | modify | 991 | 1.00 | 79.184 | 80.284 | 78.184 | ||
| 3025 | 2011.07.14 08:45 | close | 991 | 1.00 | 78.972 | 80.284 | 78.184 | 21200.00 | 5017600.00 |
| 3026 | 2011.07.15 02:40 | buy | 992 | 1.00 | 78.956 | 0.000 | 0.000 | ||
| 3027 | 2011.07.15 02:40 | modify | 992 | 1.00 | 78.956 | 77.856 | 79.956 | ||
| 3028 | 2011.07.15 03:55 | close | 992 | 1.00 | 79.118 | 77.856 | 79.956 | 16200.00 | 5033800.00 |
| 3029 | 2011.07.22 04:10 | sell | 993 | 1.00 | 78.680 | 0.000 | 0.000 | ||
| 3030 | 2011.07.22 04:10 | modify | 993 | 1.00 | 78.680 | 79.780 | 77.680 | ||
| 3031 | 2011.07.22 11:50 | close | 993 | 1.00 | 78.587 | 79.780 | 77.680 | 9300.00 | 5043100.00 |
| 3032 | 2011.07.25 18:00 | sell | 994 | 1.00 | 78.390 | 0.000 | 0.000 | ||
| 3033 | 2011.07.25 18:00 | modify | 994 | 1.00 | 78.390 | 79.490 | 77.390 | ||
| 3034 | 2011.07.25 20:35 | close | 994 | 1.00 | 78.253 | 79.490 | 77.390 | 13700.00 | 5056800.00 |
| 3035 | 2011.07.27 14:30 | sell | 995 | 1.00 | 77.904 | 0.000 | 0.000 | ||
| 3036 | 2011.07.27 14:30 | modify | 995 | 1.00 | 77.904 | 79.004 | 76.904 | ||
| 3037 | 2011.07.27 21:10 | close | 995 | 1.00 | 78.024 | 79.004 | 76.904 | -12000.00 | 5044800.00 |
| 3038 | 2011.08.01 00:20 | sell | 996 | 1.00 | 77.608 | 0.000 | 0.000 | ||
| 3039 | 2011.08.01 00:20 | modify | 996 | 1.00 | 77.608 | 78.708 | 76.608 | ||
| 3040 | 2011.08.01 00:50 | close | 996 | 1.00 | 77.427 | 78.708 | 76.608 | 18100.00 | 5062900.00 |
| 3041 | 2011.08.01 11:35 | buy | 997 | 1.00 | 77.448 | 0.000 | 0.000 | ||
| 3042 | 2011.08.01 11:35 | modify | 997 | 1.00 | 77.448 | 76.348 | 78.448 | ||
| 3043 | 2011.08.01 16:00 | close | 997 | 1.00 | 76.875 | 76.348 | 78.448 | -57300.00 | 5005600.00 |
| 3044 | 2011.08.01 20:20 | sell | 998 | 1.00 | 77.145 | 0.000 | 0.000 | ||
| 3045 | 2011.08.01 20:20 | modify | 998 | 1.00 | 77.145 | 78.245 | 76.145 | ||
| 3046 | 2011.08.02 09:05 | close | 998 | 1.00 | 77.318 | 78.245 | 76.145 | -17300.00 | 4988300.00 |
| 3047 | 2011.08.02 09:10 | buy | 999 | 1.00 | 77.264 | 0.000 | 0.000 | ||
| 3048 | 2011.08.02 09:10 | modify | 999 | 1.00 | 77.264 | 76.164 | 78.264 | ||
| 3049 | 2011.08.02 11:15 | close | 999 | 1.00 | 77.396 | 76.164 | 78.264 | 13200.00 | 5001500.00 |
| 3050 | 2011.08.04 16:25 | buy | 1000 | 1.00 | 79.334 | 0.000 | 0.000 | ||
| 3051 | 2011.08.04 16:25 | modify | 1000 | 1.00 | 79.334 | 78.234 | 80.334 | ||
| 3052 | 2011.08.04 16:30 | close | 1000 | 1.00 | 79.283 | 78.234 | 80.334 | -5100.00 | 4996400.00 |
| 3053 | 2011.08.04 17:45 | buy | 1001 | 1.00 | 78.936 | 0.000 | 0.000 | ||
| 3054 | 2011.08.04 17:45 | modify | 1001 | 1.00 | 78.936 | 77.836 | 79.936 | ||
| 3055 | 2011.08.04 21:35 | close | 1001 | 1.00 | 78.937 | 77.836 | 79.936 | 100.00 | 4996500.00 |
| 3056 | 2011.08.05 15:25 | sell | 1002 | 1.00 | 78.666 | 0.000 | 0.000 | ||
| 3057 | 2011.08.05 15:25 | modify | 1002 | 1.00 | 78.666 | 79.766 | 77.666 | ||
| 3058 | 2011.08.05 15:30 | close | 1002 | 1.00 | 78.495 | 79.766 | 77.666 | 17100.00 | 5013600.00 |
| 3059 | 2011.08.22 04:00 | buy | 1003 | 1.00 | 76.654 | 0.000 | 0.000 | ||
| 3060 | 2011.08.22 04:00 | modify | 1003 | 1.00 | 76.654 | 75.554 | 77.654 | ||
| 3061 | 2011.08.22 05:05 | close | 1003 | 1.00 | 77.119 | 75.554 | 77.654 | 46500.00 | 5060100.00 |
| 3062 | 2011.08.26 04:35 | buy | 1004 | 1.00 | 77.293 | 0.000 | 0.000 | ||
| 3063 | 2011.08.26 04:35 | modify | 1004 | 1.00 | 77.293 | 76.193 | 78.293 | ||
| 3064 | 2011.08.26 14:55 | modify | 1004 | 1.00 | 77.293 | 76.193 | 76.893 | ||
| 3065 | 2011.08.26 17:20 | close | 1004 | 1.00 | 76.829 | 76.193 | 76.893 | -46400.00 | 5013700.00 |
| 3066 | 2011.08.29 22:35 | buy | 1005 | 1.00 | 76.839 | 0.000 | 0.000 | ||
| 3067 | 2011.08.29 22:35 | modify | 1005 | 1.00 | 76.839 | 75.739 | 77.839 | ||
| 3068 | 2011.08.30 01:35 | close | 1005 | 1.00 | 76.896 | 75.739 | 77.839 | 5700.00 | 5019400.00 |
| 3069 | 2011.09.01 07:15 | buy | 1006 | 1.00 | 76.843 | 0.000 | 0.000 | ||
| 3070 | 2011.09.01 07:15 | modify | 1006 | 1.00 | 76.843 | 75.743 | 77.843 | ||
| 3071 | 2011.09.01 10:05 | close | 1006 | 1.00 | 76.914 | 75.743 | 77.843 | 7100.00 | 5026500.00 |
| 3072 | 2011.09.01 19:10 | buy | 1007 | 1.00 | 76.755 | 0.000 | 0.000 | ||
| 3073 | 2011.09.01 19:10 | modify | 1007 | 1.00 | 76.755 | 75.655 | 77.755 | ||
| 3074 | 2011.09.01 23:10 | close | 1007 | 1.00 | 76.864 | 75.655 | 77.755 | 10900.00 | 5037400.00 |
| 3075 | 2011.09.01 23:20 | sell | 1008 | 1.00 | 76.882 | 0.000 | 0.000 | ||
| 3076 | 2011.09.01 23:20 | modify | 1008 | 1.00 | 76.882 | 77.982 | 75.882 | ||
| 3077 | 2011.09.02 02:05 | close | 1008 | 1.00 | 76.855 | 77.982 | 75.882 | 2700.00 | 5040100.00 |
| 3078 | 2011.09.09 18:10 | buy | 1009 | 1.00 | 77.611 | 0.000 | 0.000 | ||
| 3079 | 2011.09.09 18:10 | modify | 1009 | 1.00 | 77.611 | 76.511 | 78.611 | ||
| 3080 | 2011.09.09 22:55 | close | 1009 | 1.00 | 77.499 | 76.511 | 78.611 | -11200.00 | 5028900.00 |
| 3081 | 2011.09.13 04:45 | buy | 1010 | 1.00 | 77.064 | 0.000 | 0.000 | ||
| 3082 | 2011.09.13 04:45 | modify | 1010 | 1.00 | 77.064 | 75.964 | 78.064 | ||
| 3083 | 2011.09.13 08:10 | close | 1010 | 1.00 | 77.055 | 75.964 | 78.064 | -900.00 | 5028000.00 |
| 3084 | 2011.09.14 00:00 | sell | 1011 | 1.00 | 76.946 | 0.000 | 0.000 | ||
| 3085 | 2011.09.14 00:00 | modify | 1011 | 1.00 | 76.946 | 78.046 | 75.946 | ||
| 3086 | 2011.09.14 03:25 | close | 1011 | 1.00 | 76.923 | 78.046 | 75.946 | 2300.00 | 5030300.00 |
| 3087 | 2011.09.19 23:20 | sell | 1012 | 1.00 | 76.573 | 0.000 | 0.000 | ||
| 3088 | 2011.09.19 23:20 | modify | 1012 | 1.00 | 76.573 | 77.673 | 75.573 | ||
| 3089 | 2011.09.20 04:05 | close | 1012 | 1.00 | 76.623 | 77.673 | 75.573 | -5000.00 | 5025300.00 |
| 3090 | 2011.09.22 09:55 | buy | 1013 | 1.00 | 76.651 | 0.000 | 0.000 | ||
| 3091 | 2011.09.22 09:55 | modify | 1013 | 1.00 | 76.651 | 75.551 | 77.651 | ||
| 3092 | 2011.09.22 18:00 | close | 1013 | 1.00 | 76.315 | 75.551 | 77.651 | -33600.00 | 4991700.00 |
| 3093 | 2011.09.26 08:35 | buy | 1014 | 1.00 | 76.295 | 0.000 | 0.000 | ||
| 3094 | 2011.09.26 08:35 | modify | 1014 | 1.00 | 76.295 | 75.195 | 77.295 | ||
| 3095 | 2011.09.26 10:40 | close | 1014 | 1.00 | 76.352 | 75.195 | 77.295 | 5700.00 | 4997400.00 |
| 3096 | 2011.09.30 16:25 | buy | 1015 | 1.00 | 76.748 | 0.000 | 0.000 | ||
| 3097 | 2011.09.30 16:25 | modify | 1015 | 1.00 | 76.748 | 75.648 | 77.748 | ||
| 3098 | 2011.09.30 16:45 | close | 1015 | 1.00 | 76.875 | 75.648 | 77.748 | 12700.00 | 5010100.00 |
| 3099 | 2011.10.04 23:30 | buy | 1016 | 1.00 | 76.844 | 0.000 | 0.000 | ||
| 3100 | 2011.10.04 23:30 | modify | 1016 | 1.00 | 76.844 | 75.744 | 77.844 | ||
| 3101 | 2011.10.05 02:20 | close | 1016 | 1.00 | 76.844 | 75.744 | 77.844 | 0.00 | 5010100.00 |
| 3102 | 2011.10.13 02:30 | buy | 1017 | 1.00 | 77.134 | 0.000 | 0.000 | ||
| 3103 | 2011.10.13 02:30 | modify | 1017 | 1.00 | 77.134 | 76.034 | 78.134 | ||
| 3104 | 2011.10.13 08:05 | close | 1017 | 1.00 | 77.101 | 76.034 | 78.134 | -3300.00 | 5006800.00 |
| 3105 | 2011.10.13 11:00 | sell | 1018 | 1.00 | 77.156 | 0.000 | 0.000 | ||
| 3106 | 2011.10.13 11:00 | modify | 1018 | 1.00 | 77.156 | 78.256 | 76.156 | ||
| 3107 | 2011.10.13 11:55 | close | 1018 | 1.00 | 76.965 | 78.256 | 76.156 | 19100.00 | 5025900.00 |
| 3108 | 2011.10.17 07:00 | buy | 1019 | 1.00 | 77.187 | 0.000 | 0.000 | ||
| 3109 | 2011.10.17 07:00 | modify | 1019 | 1.00 | 77.187 | 76.087 | 78.187 | ||
| 3110 | 2011.10.17 10:00 | close | 1019 | 1.00 | 77.219 | 76.087 | 78.187 | 3200.00 | 5029100.00 |
| 3111 | 2011.10.24 02:45 | sell | 1020 | 1.00 | 76.385 | 0.000 | 0.000 | ||
| 3112 | 2011.10.24 02:45 | modify | 1020 | 1.00 | 76.385 | 77.485 | 75.385 | ||
| 3113 | 2011.10.24 05:50 | close | 1020 | 1.00 | 76.281 | 77.485 | 75.385 | 10400.00 | 5039500.00 |
| 3114 | 2011.10.24 11:30 | buy | 1021 | 1.00 | 76.154 | 0.000 | 0.000 | ||
| 3115 | 2011.10.24 11:30 | modify | 1021 | 1.00 | 76.154 | 75.054 | 77.154 | ||
| 3116 | 2011.10.24 16:00 | close | 1021 | 1.00 | 76.160 | 75.054 | 77.154 | 600.00 | 5040100.00 |
| 3117 | 2011.10.27 04:45 | buy | 1022 | 1.00 | 76.073 | 0.000 | 0.000 | ||
| 3118 | 2011.10.27 04:45 | modify | 1022 | 1.00 | 76.073 | 74.973 | 77.073 | ||
| 3119 | 2011.10.27 07:15 | close | 1022 | 1.00 | 76.151 | 74.973 | 77.073 | 7800.00 | 5047900.00 |
| 3120 | 2011.10.27 14:30 | sell | 1023 | 1.00 | 75.948 | 0.000 | 0.000 | ||
| 3121 | 2011.10.27 14:30 | modify | 1023 | 1.00 | 75.948 | 77.048 | 74.948 | ||
| 3122 | 2011.10.27 14:40 | close | 1023 | 1.00 | 75.790 | 77.048 | 74.948 | 15800.00 | 5063700.00 |
| 3123 | 2011.10.27 20:20 | sell | 1024 | 1.00 | 75.894 | 0.000 | 0.000 | ||
| 3124 | 2011.10.27 20:20 | modify | 1024 | 1.00 | 75.894 | 76.994 | 74.894 | ||
| 3125 | 2011.10.28 01:40 | close | 1024 | 1.00 | 75.938 | 76.994 | 74.894 | -4400.00 | 5059300.00 |
| 3126 | 2011.10.31 11:35 | buy | 1025 | 1.00 | 78.311 | 0.000 | 0.000 | ||
| 3127 | 2011.10.31 11:35 | modify | 1025 | 1.00 | 78.311 | 77.211 | 79.311 | ||
| 3128 | 2011.10.31 11:40 | close | 1025 | 1.00 | 78.355 | 77.211 | 79.311 | 4400.00 | 5063700.00 |
| 3129 | 2011.10.31 12:05 | buy | 1026 | 1.00 | 78.031 | 0.000 | 0.000 | ||
| 3130 | 2011.10.31 12:05 | modify | 1026 | 1.00 | 78.031 | 76.931 | 79.031 | ||
| 3131 | 2011.10.31 12:10 | close | 1026 | 1.00 | 78.090 | 76.931 | 79.031 | 5900.00 | 5069600.00 |
| 3132 | 2011.10.31 12:45 | buy | 1027 | 1.00 | 77.938 | 0.000 | 0.000 | ||
| 3133 | 2011.10.31 12:45 | modify | 1027 | 1.00 | 77.938 | 76.838 | 78.938 | ||
| 3134 | 2011.10.31 15:20 | close | 1027 | 1.00 | 78.132 | 76.838 | 78.938 | 19400.00 | 5089000.00 |
| 3135 | 2011.11.01 02:30 | sell | 1028 | 1.00 | 78.429 | 0.000 | 0.000 | ||
| 3136 | 2011.11.01 02:30 | modify | 1028 | 1.00 | 78.429 | 79.529 | 77.429 | ||
| 3137 | 2011.11.01 04:30 | close | 1028 | 1.00 | 78.213 | 79.529 | 77.429 | 21600.00 | 5110600.00 |
| 3138 | 2011.11.09 09:05 | sell | 1029 | 1.00 | 77.609 | 0.000 | 0.000 | ||
| 3139 | 2011.11.09 09:05 | modify | 1029 | 1.00 | 77.609 | 78.709 | 76.609 | ||
| 3140 | 2011.11.09 13:40 | close | 1029 | 1.00 | 77.586 | 78.709 | 76.609 | 2300.00 | 5112900.00 |
| 3141 | 2011.11.14 03:00 | sell | 1030 | 1.00 | 77.239 | 0.000 | 0.000 | ||
| 3142 | 2011.11.14 03:00 | modify | 1030 | 1.00 | 77.239 | 78.339 | 76.239 | ||
| 3143 | 2011.11.14 04:10 | close | 1030 | 1.00 | 77.169 | 78.339 | 76.239 | 7000.00 | 5119900.00 |
| 3144 | 2011.11.24 02:10 | buy | 1031 | 1.00 | 77.226 | 0.000 | 0.000 | ||
| 3145 | 2011.11.24 02:10 | modify | 1031 | 1.00 | 77.226 | 76.126 | 78.226 | ||
| 3146 | 2011.11.24 05:45 | close | 1031 | 1.00 | 77.073 | 76.126 | 78.226 | -15300.00 | 5104600.00 |
| 3147 | 2011.11.24 08:00 | sell | 1032 | 1.00 | 77.141 | 0.000 | 0.000 | ||
| 3148 | 2011.11.24 08:00 | modify | 1032 | 1.00 | 77.141 | 78.241 | 76.141 | ||
| 3149 | 2011.11.24 09:05 | close | 1032 | 1.00 | 77.079 | 78.241 | 76.141 | 6200.00 | 5110800.00 |
| 3150 | 2011.11.29 06:15 | buy | 1033 | 1.00 | 78.082 | 0.000 | 0.000 | ||