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 |
| 3151 | 2011.11.29 06:15 | modify | 1033 | 1.00 | 78.082 | 76.982 | 79.082 | ||
| 3152 | 2011.11.29 15:15 | close | 1033 | 1.00 | 77.842 | 76.982 | 79.082 | -24000.00 | 5086800.00 |
| 3153 | 2011.11.29 22:05 | sell | 1034 | 1.00 | 77.937 | 0.000 | 0.000 | ||
| 3154 | 2011.11.29 22:05 | modify | 1034 | 1.00 | 77.937 | 79.037 | 76.937 | ||
| 3155 | 2011.11.29 23:05 | close | 1034 | 1.00 | 77.871 | 79.037 | 76.937 | 6600.00 | 5093400.00 |
| 3156 | 2011.11.30 02:10 | sell | 1035 | 1.00 | 78.050 | 0.000 | 0.000 | ||
| 3157 | 2011.11.30 02:10 | modify | 1035 | 1.00 | 78.050 | 79.150 | 77.050 | ||
| 3158 | 2011.11.30 03:20 | close | 1035 | 1.00 | 77.907 | 79.150 | 77.050 | 14300.00 | 5107700.00 |
| 3159 | 2011.12.01 18:55 | buy | 1036 | 1.00 | 77.588 | 0.000 | 0.000 | ||
| 3160 | 2011.12.01 18:55 | modify | 1036 | 1.00 | 77.588 | 76.488 | 78.588 | ||
| 3161 | 2011.12.01 21:55 | close | 1036 | 1.00 | 77.704 | 76.488 | 78.588 | 11600.00 | 5119300.00 |
| 3162 | 2011.12.09 06:30 | buy | 1037 | 1.00 | 77.596 | 0.000 | 0.000 | ||
| 3163 | 2011.12.09 06:30 | modify | 1037 | 1.00 | 77.596 | 76.496 | 78.596 | ||
| 3164 | 2011.12.09 09:15 | close | 1037 | 1.00 | 77.651 | 76.496 | 78.596 | 5500.00 | 5124800.00 |
| 3165 | 2011.12.13 05:40 | buy | 1038 | 1.00 | 77.866 | 0.000 | 0.000 | ||
| 3166 | 2011.12.13 05:40 | modify | 1038 | 1.00 | 77.866 | 76.766 | 78.866 | ||
| 3167 | 2011.12.13 08:30 | close | 1038 | 1.00 | 77.900 | 76.766 | 78.866 | 3400.00 | 5128200.00 |
| 3168 | 2012.01.02 01:00 | sell | 1039 | 1.00 | 77.112 | 0.000 | 0.000 | ||
| 3169 | 2012.01.02 01:00 | modify | 1039 | 1.00 | 77.112 | 78.212 | 76.112 | ||
| 3170 | 2012.01.02 04:55 | close | 1039 | 1.00 | 77.011 | 78.212 | 76.112 | 10100.00 | 5138300.00 |
| 3171 | 2012.01.06 09:25 | buy | 1040 | 1.00 | 77.133 | 0.000 | 0.000 | ||
| 3172 | 2012.01.06 09:25 | modify | 1040 | 1.00 | 77.133 | 76.033 | 78.133 | ||
| 3173 | 2012.01.06 15:35 | close | 1040 | 1.00 | 77.258 | 76.033 | 78.133 | 12500.00 | 5150800.00 |
| 3174 | 2012.01.25 19:30 | buy | 1041 | 1.00 | 77.959 | 0.000 | 0.000 | ||
| 3175 | 2012.01.25 19:30 | modify | 1041 | 1.00 | 77.959 | 76.859 | 78.959 | ||
| 3176 | 2012.01.25 21:15 | close | 1041 | 1.00 | 77.936 | 76.859 | 78.959 | -2300.00 | 5148500.00 |
| 3177 | 2012.02.06 02:35 | buy | 1042 | 1.00 | 76.510 | 0.000 | 0.000 | ||
| 3178 | 2012.02.06 02:35 | modify | 1042 | 1.00 | 76.510 | 75.410 | 77.510 | ||
| 3179 | 2012.02.06 04:20 | close | 1042 | 1.00 | 76.575 | 75.410 | 77.510 | 6500.00 | 5155000.00 |
| 3180 | 2012.02.06 09:00 | buy | 1043 | 1.00 | 76.645 | 0.000 | 0.000 | ||
| 3181 | 2012.02.06 09:00 | modify | 1043 | 1.00 | 76.645 | 75.545 | 77.645 | ||
| 3182 | 2012.02.06 10:30 | close | 1043 | 1.00 | 76.689 | 75.545 | 77.645 | 4400.00 | 5159400.00 |
| 3183 | 2012.02.08 13:55 | buy | 1044 | 1.00 | 76.960 | 0.000 | 0.000 | ||
| 3184 | 2012.02.08 13:55 | modify | 1044 | 1.00 | 76.960 | 75.860 | 77.960 | ||
| 3185 | 2012.02.08 17:15 | close | 1044 | 1.00 | 76.946 | 75.860 | 77.960 | -1400.00 | 5158000.00 |
| 3186 | 2012.02.17 01:50 | buy | 1045 | 1.00 | 78.810 | 0.000 | 0.000 | ||
| 3187 | 2012.02.17 01:50 | modify | 1045 | 1.00 | 78.810 | 77.710 | 79.810 | ||
| 3188 | 2012.02.17 02:30 | close | 1045 | 1.00 | 78.929 | 77.710 | 79.810 | 11900.00 | 5169900.00 |
| 3189 | 2012.02.17 10:50 | buy | 1046 | 1.00 | 78.998 | 0.000 | 0.000 | ||
| 3190 | 2012.02.17 10:50 | modify | 1046 | 1.00 | 78.998 | 77.898 | 79.998 | ||
| 3191 | 2012.02.17 13:55 | close | 1046 | 1.00 | 79.140 | 77.898 | 79.998 | 14200.00 | 5184100.00 |
| 3192 | 2012.02.20 04:15 | buy | 1047 | 1.00 | 79.498 | 0.000 | 0.000 | ||
| 3193 | 2012.02.20 04:15 | modify | 1047 | 1.00 | 79.498 | 78.398 | 80.498 | ||
| 3194 | 2012.02.20 05:30 | close | 1047 | 1.00 | 79.580 | 78.398 | 80.498 | 8200.00 | 5192300.00 |
| 3195 | 2012.02.22 22:00 | buy | 1048 | 1.00 | 80.226 | 0.000 | 0.000 | ||
| 3196 | 2012.02.22 22:00 | modify | 1048 | 1.00 | 80.226 | 79.126 | 81.226 | ||
| 3197 | 2012.02.22 23:05 | close | 1048 | 1.00 | 80.309 | 79.126 | 81.226 | 8300.00 | 5200600.00 |
| 3198 | 2012.02.27 08:35 | buy | 1049 | 1.00 | 81.070 | 0.000 | 0.000 | ||
| 3199 | 2012.02.27 08:35 | modify | 1049 | 1.00 | 81.070 | 79.970 | 82.070 | ||
| 3200 | 2012.02.27 09:55 | close | 1049 | 1.00 | 81.124 | 79.970 | 82.070 | 5400.00 | 5206000.00 |
| 3201 | 2012.02.27 23:40 | sell | 1050 | 1.00 | 80.593 | 0.000 | 0.000 | ||
| 3202 | 2012.02.27 23:40 | modify | 1050 | 1.00 | 80.593 | 81.693 | 79.593 | ||
| 3203 | 2012.02.28 00:45 | close | 1050 | 1.00 | 80.543 | 81.693 | 79.593 | 5000.00 | 5211000.00 |
| 3204 | 2012.03.01 06:35 | buy | 1051 | 1.00 | 80.945 | 0.000 | 0.000 | ||
| 3205 | 2012.03.01 06:35 | modify | 1051 | 1.00 | 80.945 | 79.845 | 81.945 | ||
| 3206 | 2012.03.01 08:10 | close | 1051 | 1.00 | 81.066 | 79.845 | 81.945 | 12100.00 | 5223100.00 |
| 3207 | 2012.03.05 16:10 | sell | 1052 | 1.00 | 81.550 | 0.000 | 0.000 | ||
| 3208 | 2012.03.05 16:10 | modify | 1052 | 1.00 | 81.550 | 82.650 | 80.550 | ||
| 3209 | 2012.03.05 17:00 | close | 1052 | 1.00 | 81.364 | 82.650 | 80.550 | 18600.00 | 5241700.00 |
| 3210 | 2012.03.05 22:40 | sell | 1053 | 1.00 | 81.523 | 0.000 | 0.000 | ||
| 3211 | 2012.03.05 22:40 | modify | 1053 | 1.00 | 81.523 | 82.623 | 80.523 | ||
| 3212 | 2012.03.06 02:50 | close | 1053 | 1.00 | 81.473 | 82.623 | 80.523 | 5000.00 | 5246700.00 |
| 3213 | 2012.03.06 03:40 | buy | 1054 | 1.00 | 81.365 | 0.000 | 0.000 | ||
| 3214 | 2012.03.06 03:40 | modify | 1054 | 1.00 | 81.365 | 80.265 | 82.365 | ||
| 3215 | 2012.03.06 05:55 | close | 1054 | 1.00 | 81.485 | 80.265 | 82.365 | 12000.00 | 5258700.00 |
| 3216 | 2012.03.09 08:20 | buy | 1055 | 1.00 | 81.535 | 0.000 | 0.000 | ||
| 3217 | 2012.03.09 08:20 | modify | 1055 | 1.00 | 81.535 | 80.435 | 82.535 | ||
| 3218 | 2012.03.09 10:50 | close | 1055 | 1.00 | 81.749 | 80.435 | 82.535 | 21400.00 | 5280100.00 |
| 3219 | 2012.03.12 03:45 | buy | 1056 | 1.00 | 82.254 | 0.000 | 0.000 | ||
| 3220 | 2012.03.12 03:45 | modify | 1056 | 1.00 | 82.254 | 81.154 | 83.254 | ||
| 3221 | 2012.03.12 06:55 | close | 1056 | 1.00 | 82.271 | 81.154 | 83.254 | 1700.00 | 5281800.00 |
| 3222 | 2012.03.15 09:35 | buy | 1057 | 1.00 | 83.802 | 0.000 | 0.000 | ||
| 3223 | 2012.03.15 09:35 | modify | 1057 | 1.00 | 83.802 | 82.702 | 84.802 | ||
| 3224 | 2012.03.15 15:30 | close | 1057 | 1.00 | 83.586 | 82.702 | 84.802 | -21600.00 | 5260200.00 |
| 3225 | 2012.03.15 22:50 | sell | 1058 | 1.00 | 83.478 | 0.000 | 0.000 | ||
| 3226 | 2012.03.15 22:50 | modify | 1058 | 1.00 | 83.478 | 84.578 | 82.478 | ||
| 3227 | 2012.03.16 02:50 | close | 1058 | 1.00 | 83.547 | 84.578 | 82.478 | -6900.00 | 5253300.00 |
| 3228 | 2012.03.16 16:50 | buy | 1059 | 1.00 | 83.424 | 0.000 | 0.000 | ||
| 3229 | 2012.03.16 16:50 | modify | 1059 | 1.00 | 83.424 | 82.324 | 84.424 | ||
| 3230 | 2012.03.16 22:05 | close | 1059 | 1.00 | 83.385 | 82.324 | 84.424 | -3900.00 | 5249400.00 |
| 3231 | 2012.03.19 15:50 | sell | 1060 | 1.00 | 83.307 | 0.000 | 0.000 | ||
| 3232 | 2012.03.19 15:50 | modify | 1060 | 1.00 | 83.307 | 84.407 | 82.307 | ||
| 3233 | 2012.03.19 16:00 | close | 1060 | 1.00 | 83.327 | 84.407 | 82.307 | -2000.00 | 5247400.00 |
| 3234 | 2012.03.20 17:00 | buy | 1061 | 1.00 | 83.574 | 0.000 | 0.000 | ||
| 3235 | 2012.03.20 17:00 | modify | 1061 | 1.00 | 83.574 | 82.474 | 84.574 | ||
| 3236 | 2012.03.20 19:00 | close | 1061 | 1.00 | 83.625 | 82.474 | 84.574 | 5100.00 | 5252500.00 |
| 3237 | 2012.03.22 15:40 | sell | 1062 | 1.00 | 83.167 | 0.000 | 0.000 | ||
| 3238 | 2012.03.22 15:40 | modify | 1062 | 1.00 | 83.167 | 84.267 | 82.167 | ||
| 3239 | 2012.03.22 16:20 | close | 1062 | 1.00 | 82.990 | 84.267 | 82.167 | 17700.00 | 5270200.00 |
| 3240 | 2012.03.30 10:00 | sell | 1063 | 1.00 | 82.201 | 0.000 | 0.000 | ||
| 3241 | 2012.03.30 10:00 | modify | 1063 | 1.00 | 82.201 | 83.301 | 81.201 | ||
| 3242 | 2012.03.30 13:10 | close | 1063 | 1.00 | 82.034 | 83.301 | 81.201 | 16700.00 | 5286900.00 |
| 3243 | 2012.03.30 15:55 | sell | 1064 | 1.00 | 82.165 | 0.000 | 0.000 | ||
| 3244 | 2012.03.30 15:55 | modify | 1064 | 1.00 | 82.165 | 83.265 | 81.165 | ||
| 3245 | 2012.03.30 21:05 | modify | 1064 | 1.00 | 82.165 | 83.265 | 82.565 | ||
| 3246 | 2012.03.30 23:00 | close | 1064 | 1.00 | 82.797 | 83.265 | 82.565 | -63200.00 | 5223700.00 |
| 3247 | 2012.04.02 11:55 | buy | 1065 | 1.00 | 82.797 | 0.000 | 0.000 | ||
| 3248 | 2012.04.02 11:55 | modify | 1065 | 1.00 | 82.797 | 81.697 | 83.797 | ||
| 3249 | 2012.04.02 16:00 | close | 1065 | 1.00 | 82.356 | 81.697 | 83.797 | -44100.00 | 5179600.00 |
| 3250 | 2012.04.03 08:25 | sell | 1066 | 1.00 | 82.055 | 0.000 | 0.000 | ||
| 3251 | 2012.04.03 08:25 | modify | 1066 | 1.00 | 82.055 | 83.155 | 81.055 | ||
| 3252 | 2012.04.03 18:30 | close | 1066 | 1.00 | 82.157 | 83.155 | 81.055 | -10200.00 | 5169400.00 |
| 3253 | 2012.04.04 12:05 | buy | 1067 | 1.00 | 82.532 | 0.000 | 0.000 | ||
| 3254 | 2012.04.04 12:05 | modify | 1067 | 1.00 | 82.532 | 81.432 | 83.532 | ||
| 3255 | 2012.04.04 18:05 | close | 1067 | 1.00 | 82.518 | 81.432 | 83.532 | -1400.00 | 5168000.00 |
| 3256 | 2012.04.04 18:20 | sell | 1068 | 1.00 | 82.594 | 0.000 | 0.000 | ||
| 3257 | 2012.04.04 18:20 | modify | 1068 | 1.00 | 82.594 | 83.694 | 81.594 | ||
| 3258 | 2012.04.04 22:20 | close | 1068 | 1.00 | 82.481 | 83.694 | 81.594 | 11300.00 | 5179300.00 |
| 3259 | 2012.04.05 16:20 | sell | 1069 | 1.00 | 82.230 | 0.000 | 0.000 | ||
| 3260 | 2012.04.05 16:20 | modify | 1069 | 1.00 | 82.230 | 83.330 | 81.230 | ||
| 3261 | 2012.04.05 23:55 | close | 1069 | 1.00 | 82.356 | 83.330 | 81.230 | -12600.00 | 5166700.00 |
| 3262 | 2012.04.06 02:30 | buy | 1070 | 1.00 | 82.276 | 0.000 | 0.000 | ||
| 3263 | 2012.04.06 02:30 | modify | 1070 | 1.00 | 82.276 | 81.176 | 83.276 | ||
| 3264 | 2012.04.06 03:55 | close | 1070 | 1.00 | 82.339 | 81.176 | 83.276 | 6300.00 | 5173000.00 |
| 3265 | 2012.04.06 07:30 | buy | 1071 | 1.00 | 82.226 | 0.000 | 0.000 | ||
| 3266 | 2012.04.06 07:30 | modify | 1071 | 1.00 | 82.226 | 81.126 | 83.226 | ||
| 3267 | 2012.04.06 08:45 | close | 1071 | 1.00 | 82.303 | 81.126 | 83.226 | 7700.00 | 5180700.00 |
| 3268 | 2012.04.11 02:35 | sell | 1072 | 1.00 | 80.825 | 0.000 | 0.000 | ||
| 3269 | 2012.04.11 02:35 | modify | 1072 | 1.00 | 80.825 | 81.925 | 79.825 | ||
| 3270 | 2012.04.11 07:35 | close | 1072 | 1.00 | 80.734 | 81.925 | 79.825 | 9100.00 | 5189800.00 |
| 3271 | 2012.04.16 12:40 | sell | 1073 | 1.00 | 80.742 | 0.000 | 0.000 | ||
| 3272 | 2012.04.16 12:40 | modify | 1073 | 1.00 | 80.742 | 81.842 | 79.742 | ||
| 3273 | 2012.04.16 16:00 | close | 1073 | 1.00 | 80.782 | 81.842 | 79.742 | -4000.00 | 5185800.00 |
| 3274 | 2012.04.17 03:55 | sell | 1074 | 1.00 | 80.546 | 0.000 | 0.000 | ||
| 3275 | 2012.04.17 03:55 | modify | 1074 | 1.00 | 80.546 | 81.646 | 79.546 | ||
| 3276 | 2012.04.17 06:35 | close | 1074 | 1.00 | 80.453 | 81.646 | 79.546 | 9300.00 | 5195100.00 |
| 3277 | 2012.04.18 09:40 | buy | 1075 | 1.00 | 81.266 | 0.000 | 0.000 | ||
| 3278 | 2012.04.18 09:40 | modify | 1075 | 1.00 | 81.266 | 80.166 | 82.266 | ||
| 3279 | 2012.04.18 11:35 | close | 1075 | 1.00 | 81.387 | 80.166 | 82.266 | 12100.00 | 5207200.00 |
| 3280 | 2012.04.25 08:45 | buy | 1076 | 1.00 | 81.355 | 0.000 | 0.000 | ||
| 3281 | 2012.04.25 08:45 | modify | 1076 | 1.00 | 81.355 | 80.255 | 82.355 | ||
| 3282 | 2012.04.25 14:05 | close | 1076 | 1.00 | 81.268 | 80.255 | 82.355 | -8700.00 | 5198500.00 |
| 3283 | 2012.04.26 21:10 | sell | 1077 | 1.00 | 80.968 | 0.000 | 0.000 | ||
| 3284 | 2012.04.26 21:10 | modify | 1077 | 1.00 | 80.968 | 82.068 | 79.968 | ||
| 3285 | 2012.04.27 04:45 | close | 1077 | 1.00 | 81.050 | 82.068 | 79.968 | -8200.00 | 5190300.00 |
| 3286 | 2012.05.01 22:55 | buy | 1078 | 1.00 | 80.155 | 0.000 | 0.000 | ||
| 3287 | 2012.05.01 22:55 | modify | 1078 | 1.00 | 80.155 | 79.055 | 81.155 | ||
| 3288 | 2012.05.02 01:20 | close | 1078 | 1.00 | 80.130 | 79.055 | 81.155 | -2500.00 | 5187800.00 |
| 3289 | 2012.05.24 05:40 | sell | 1079 | 1.00 | 79.538 | 0.000 | 0.000 | ||
| 3290 | 2012.05.24 05:40 | modify | 1079 | 1.00 | 79.538 | 80.638 | 78.538 | ||
| 3291 | 2012.05.24 10:10 | close | 1079 | 1.00 | 79.448 | 80.638 | 78.538 | 9000.00 | 5196800.00 |
| 3292 | 2012.05.30 22:30 | sell | 1080 | 1.00 | 79.100 | 0.000 | 0.000 | ||
| 3293 | 2012.05.30 22:30 | modify | 1080 | 1.00 | 79.100 | 80.200 | 78.100 | ||
| 3294 | 2012.05.31 02:00 | close | 1080 | 1.00 | 79.067 | 80.200 | 78.100 | 3300.00 | 5200100.00 |
| 3295 | 2012.05.31 09:15 | sell | 1081 | 1.00 | 78.839 | 0.000 | 0.000 | ||
| 3296 | 2012.05.31 09:15 | modify | 1081 | 1.00 | 78.839 | 79.939 | 77.839 | ||
| 3297 | 2012.05.31 13:10 | close | 1081 | 1.00 | 78.815 | 79.939 | 77.839 | 2400.00 | 5202500.00 |
| 3298 | 2012.06.01 02:40 | sell | 1082 | 1.00 | 78.455 | 0.000 | 0.000 | ||
| 3299 | 2012.06.01 02:40 | modify | 1082 | 1.00 | 78.455 | 79.555 | 77.455 | ||
| 3300 | 2012.06.01 05:10 | close | 1082 | 1.00 | 78.479 | 79.555 | 77.455 | -2400.00 | 5200100.00 |