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 |
| 3301 | 2012.06.06 03:10 | buy | 1083 | 1.00 | 78.669 | 0.000 | 0.000 | ||
| 3302 | 2012.06.06 03:10 | modify | 1083 | 1.00 | 78.669 | 77.569 | 79.669 | ||
| 3303 | 2012.06.06 05:20 | close | 1083 | 1.00 | 78.788 | 77.569 | 79.669 | 11900.00 | 5212000.00 |
| 3304 | 2012.06.08 12:55 | sell | 1084 | 1.00 | 79.416 | 0.000 | 0.000 | ||
| 3305 | 2012.06.08 12:55 | modify | 1084 | 1.00 | 79.416 | 80.516 | 78.416 | ||
| 3306 | 2012.06.08 14:00 | close | 1084 | 1.00 | 79.259 | 80.516 | 78.416 | 15700.00 | 5227700.00 |
| 3307 | 2012.06.08 17:50 | sell | 1085 | 1.00 | 79.552 | 0.000 | 0.000 | ||
| 3308 | 2012.06.08 17:50 | modify | 1085 | 1.00 | 79.552 | 80.652 | 78.552 | ||
| 3309 | 2012.06.08 19:25 | close | 1085 | 1.00 | 79.414 | 80.652 | 78.552 | 13800.00 | 5241500.00 |
| 3310 | 2012.06.18 00:55 | sell | 1086 | 1.00 | 78.950 | 0.000 | 0.000 | ||
| 3311 | 2012.06.18 00:55 | modify | 1086 | 1.00 | 78.950 | 80.050 | 77.950 | ||
| 3312 | 2012.06.18 06:25 | close | 1086 | 1.00 | 79.190 | 80.050 | 77.950 | -24000.00 | 5217500.00 |
| 3313 | 2012.06.22 02:45 | buy | 1087 | 1.00 | 80.127 | 0.000 | 0.000 | ||
| 3314 | 2012.06.22 02:45 | modify | 1087 | 1.00 | 80.127 | 79.027 | 81.127 | ||
| 3315 | 2012.06.22 04:50 | close | 1087 | 1.00 | 80.187 | 79.027 | 81.127 | 6000.00 | 5223500.00 |
| 3316 | 2012.06.25 21:15 | sell | 1088 | 1.00 | 79.659 | 0.000 | 0.000 | ||
| 3317 | 2012.06.25 21:15 | modify | 1088 | 1.00 | 79.659 | 80.759 | 78.659 | ||
| 3318 | 2012.06.26 01:10 | close | 1088 | 1.00 | 79.611 | 80.759 | 78.659 | 4800.00 | 5228300.00 |
| 3319 | 2012.06.26 03:20 | sell | 1089 | 1.00 | 79.746 | 0.000 | 0.000 | ||
| 3320 | 2012.06.26 03:20 | modify | 1089 | 1.00 | 79.746 | 80.846 | 78.746 | ||
| 3321 | 2012.06.26 06:10 | close | 1089 | 1.00 | 79.678 | 80.846 | 78.746 | 6800.00 | 5235100.00 |
| 3322 | 2012.06.27 21:10 | buy | 1090 | 1.00 | 79.708 | 0.000 | 0.000 | ||
| 3323 | 2012.06.27 21:10 | modify | 1090 | 1.00 | 79.708 | 78.608 | 80.708 | ||
| 3324 | 2012.06.27 22:00 | close | 1090 | 1.00 | 79.743 | 78.608 | 80.708 | 3500.00 | 5238600.00 |
| 3325 | 2012.07.02 08:30 | buy | 1091 | 1.00 | 79.618 | 0.000 | 0.000 | ||
| 3326 | 2012.07.02 08:30 | modify | 1091 | 1.00 | 79.618 | 78.518 | 80.618 | ||
| 3327 | 2012.07.02 11:25 | close | 1091 | 1.00 | 79.703 | 78.518 | 80.618 | 8500.00 | 5247100.00 |
| 3328 | 2012.07.02 15:15 | sell | 1092 | 1.00 | 79.803 | 0.000 | 0.000 | ||
| 3329 | 2012.07.02 15:15 | modify | 1092 | 1.00 | 79.803 | 80.903 | 78.803 | ||
| 3330 | 2012.07.02 16:00 | close | 1092 | 1.00 | 79.728 | 80.903 | 78.803 | 7500.00 | 5254600.00 |
| 3331 | 2012.07.03 15:15 | buy | 1093 | 1.00 | 79.728 | 0.000 | 0.000 | ||
| 3332 | 2012.07.03 15:15 | modify | 1093 | 1.00 | 79.728 | 78.628 | 80.728 | ||
| 3333 | 2012.07.03 16:00 | close | 1093 | 1.00 | 79.852 | 78.628 | 80.728 | 12400.00 | 5267000.00 |
| 3334 | 2012.07.06 20:55 | sell | 1094 | 1.00 | 79.705 | 0.000 | 0.000 | ||
| 3335 | 2012.07.06 20:55 | modify | 1094 | 1.00 | 79.705 | 80.805 | 78.705 | ||
| 3336 | 2012.07.06 22:05 | close | 1094 | 1.00 | 79.626 | 80.805 | 78.705 | 7900.00 | 5274900.00 |
| 3337 | 2012.07.09 08:30 | sell | 1095 | 1.00 | 79.709 | 0.000 | 0.000 | ||
| 3338 | 2012.07.09 08:30 | modify | 1095 | 1.00 | 79.709 | 80.809 | 78.709 | ||
| 3339 | 2012.07.09 10:25 | close | 1095 | 1.00 | 79.624 | 80.809 | 78.709 | 8500.00 | 5283400.00 |
| 3340 | 2012.07.12 03:05 | buy | 1096 | 1.00 | 79.586 | 0.000 | 0.000 | ||
| 3341 | 2012.07.12 03:05 | modify | 1096 | 1.00 | 79.586 | 78.486 | 80.586 | ||
| 3342 | 2012.07.12 06:55 | close | 1096 | 1.00 | 79.820 | 78.486 | 80.586 | 23400.00 | 5306800.00 |
| 3343 | 2012.07.19 12:35 | sell | 1097 | 1.00 | 78.669 | 0.000 | 0.000 | ||
| 3344 | 2012.07.19 12:35 | modify | 1097 | 1.00 | 78.669 | 79.769 | 77.669 | ||
| 3345 | 2012.07.19 13:40 | close | 1097 | 1.00 | 78.567 | 79.769 | 77.669 | 10200.00 | 5317000.00 |
| 3346 | 2012.07.19 16:50 | sell | 1098 | 1.00 | 78.678 | 0.000 | 0.000 | ||
| 3347 | 2012.07.19 16:50 | modify | 1098 | 1.00 | 78.678 | 79.778 | 77.678 | ||
| 3348 | 2012.07.19 17:30 | close | 1098 | 1.00 | 78.546 | 79.778 | 77.678 | 13200.00 | 5330200.00 |
| 3349 | 2012.07.24 00:50 | buy | 1099 | 1.00 | 78.337 | 0.000 | 0.000 | ||
| 3350 | 2012.07.24 00:50 | modify | 1099 | 1.00 | 78.337 | 77.237 | 79.337 | ||
| 3351 | 2012.07.24 06:15 | close | 1099 | 1.00 | 78.284 | 77.237 | 79.337 | -5300.00 | 5324900.00 |
| 3352 | 2012.07.27 22:55 | buy | 1100 | 1.00 | 78.475 | 0.000 | 0.000 | ||
| 3353 | 2012.07.27 22:55 | modify | 1100 | 1.00 | 78.475 | 77.375 | 79.475 | ||
| 3354 | 2012.07.27 23:00 | close | 1100 | 1.00 | 78.504 | 77.375 | 79.475 | 2900.00 | 5327800.00 |
| 3355 | 2012.07.30 05:20 | buy | 1101 | 1.00 | 78.374 | 0.000 | 0.000 | ||
| 3356 | 2012.07.30 05:20 | modify | 1101 | 1.00 | 78.374 | 77.274 | 79.374 | ||
| 3357 | 2012.07.30 06:50 | close | 1101 | 1.00 | 78.403 | 77.274 | 79.374 | 2900.00 | 5330700.00 |
| 3358 | 2012.08.02 11:55 | buy | 1102 | 1.00 | 78.380 | 0.000 | 0.000 | ||
| 3359 | 2012.08.02 11:55 | modify | 1102 | 1.00 | 78.380 | 77.280 | 79.380 | ||
| 3360 | 2012.08.02 20:20 | close | 1102 | 1.00 | 78.258 | 77.280 | 79.380 | -12200.00 | 5318500.00 |
| 3361 | 2012.08.06 04:50 | buy | 1103 | 1.00 | 78.441 | 0.000 | 0.000 | ||
| 3362 | 2012.08.06 04:50 | modify | 1103 | 1.00 | 78.441 | 77.341 | 79.441 | ||
| 3363 | 2012.08.06 12:05 | close | 1103 | 1.00 | 78.412 | 77.341 | 79.441 | -2900.00 | 5315600.00 |
| 3364 | 2012.08.06 22:10 | sell | 1104 | 1.00 | 78.233 | 0.000 | 0.000 | ||
| 3365 | 2012.08.06 22:10 | modify | 1104 | 1.00 | 78.233 | 79.333 | 77.233 | ||
| 3366 | 2012.08.07 02:55 | close | 1104 | 1.00 | 78.206 | 79.333 | 77.233 | 2700.00 | 5318300.00 |
| 3367 | 2012.08.08 16:15 | sell | 1105 | 1.00 | 78.478 | 0.000 | 0.000 | ||
| 3368 | 2012.08.08 16:15 | modify | 1105 | 1.00 | 78.478 | 79.578 | 77.478 | ||
| 3369 | 2012.08.08 18:00 | close | 1105 | 1.00 | 78.358 | 79.578 | 77.478 | 12000.00 | 5330300.00 |
| 3370 | 2012.09.06 22:00 | buy | 1106 | 1.00 | 78.861 | 0.000 | 0.000 | ||
| 3371 | 2012.09.06 22:00 | modify | 1106 | 1.00 | 78.861 | 77.761 | 79.861 | ||
| 3372 | 2012.09.07 01:30 | close | 1106 | 1.00 | 78.904 | 77.761 | 79.861 | 4300.00 | 5334600.00 |
| 3373 | 2012.09.12 03:35 | sell | 1107 | 1.00 | 77.834 | 0.000 | 0.000 | ||
| 3374 | 2012.09.12 03:35 | modify | 1107 | 1.00 | 77.834 | 78.934 | 76.834 | ||
| 3375 | 2012.09.12 06:10 | close | 1107 | 1.00 | 77.850 | 78.934 | 76.834 | -1600.00 | 5333000.00 |
| 3376 | 2012.09.13 19:40 | sell | 1108 | 1.00 | 77.676 | 0.000 | 0.000 | ||
| 3377 | 2012.09.13 19:40 | modify | 1108 | 1.00 | 77.676 | 78.776 | 76.676 | ||
| 3378 | 2012.09.13 20:20 | close | 1108 | 1.00 | 77.527 | 78.776 | 76.676 | 14900.00 | 5347900.00 |
| 3379 | 2012.09.14 02:00 | sell | 1109 | 1.00 | 77.628 | 0.000 | 0.000 | ||
| 3380 | 2012.09.14 02:00 | modify | 1109 | 1.00 | 77.628 | 78.728 | 76.628 | ||
| 3381 | 2012.09.14 04:20 | close | 1109 | 1.00 | 77.581 | 78.728 | 76.628 | 4700.00 | 5352600.00 |
| 3382 | 2012.09.17 04:50 | buy | 1110 | 1.00 | 78.246 | 0.000 | 0.000 | ||
| 3383 | 2012.09.17 04:50 | modify | 1110 | 1.00 | 78.246 | 77.146 | 79.246 | ||
| 3384 | 2012.09.17 07:15 | close | 1110 | 1.00 | 78.255 | 77.146 | 79.246 | 900.00 | 5353500.00 |
| 3385 | 2012.09.18 03:10 | buy | 1111 | 1.00 | 78.645 | 0.000 | 0.000 | ||
| 3386 | 2012.09.18 03:10 | modify | 1111 | 1.00 | 78.645 | 77.545 | 79.645 | ||
| 3387 | 2012.09.18 07:45 | close | 1111 | 1.00 | 78.635 | 77.545 | 79.645 | -1000.00 | 5352500.00 |
| 3388 | 2012.10.01 09:35 | buy | 1112 | 1.00 | 77.839 | 0.000 | 0.000 | ||
| 3389 | 2012.10.01 09:35 | modify | 1112 | 1.00 | 77.839 | 76.739 | 78.839 | ||
| 3390 | 2012.10.01 10:10 | close | 1112 | 1.00 | 77.879 | 76.739 | 78.839 | 4000.00 | 5356500.00 |
| 3391 | 2012.10.04 03:10 | buy | 1113 | 1.00 | 78.431 | 0.000 | 0.000 | ||
| 3392 | 2012.10.04 03:10 | modify | 1113 | 1.00 | 78.431 | 77.331 | 79.431 | ||
| 3393 | 2012.10.04 03:55 | close | 1113 | 1.00 | 78.509 | 77.331 | 79.431 | 7800.00 | 5364300.00 |
| 3394 | 2012.10.08 06:15 | buy | 1114 | 1.00 | 78.562 | 0.000 | 0.000 | ||
| 3395 | 2012.10.08 06:15 | modify | 1114 | 1.00 | 78.562 | 77.462 | 79.562 | ||
| 3396 | 2012.10.08 08:20 | close | 1114 | 1.00 | 78.577 | 77.462 | 79.562 | 1500.00 | 5365800.00 |
| 3397 | 2012.10.08 20:45 | sell | 1115 | 1.00 | 78.278 | 0.000 | 0.000 | ||
| 3398 | 2012.10.08 20:45 | modify | 1115 | 1.00 | 78.278 | 79.378 | 77.278 | ||
| 3399 | 2012.10.08 23:25 | close | 1115 | 1.00 | 78.306 | 79.378 | 77.278 | -2800.00 | 5363000.00 |
| 3400 | 2012.10.09 10:55 | buy | 1116 | 1.00 | 78.256 | 0.000 | 0.000 | ||
| 3401 | 2012.10.09 10:55 | modify | 1116 | 1.00 | 78.256 | 77.156 | 79.256 | ||
| 3402 | 2012.10.09 16:20 | close | 1116 | 1.00 | 78.321 | 77.156 | 79.256 | 6500.00 | 5369500.00 |
| 3403 | 2012.10.11 20:40 | buy | 1117 | 1.00 | 78.318 | 0.000 | 0.000 | ||
| 3404 | 2012.10.11 20:40 | modify | 1117 | 1.00 | 78.318 | 77.218 | 79.318 | ||
| 3405 | 2012.10.12 00:40 | close | 1117 | 1.00 | 78.376 | 77.218 | 79.318 | 5800.00 | 5375300.00 |
| 3406 | 2012.10.12 07:40 | buy | 1118 | 1.00 | 78.346 | 0.000 | 0.000 | ||
| 3407 | 2012.10.12 07:40 | modify | 1118 | 1.00 | 78.346 | 77.246 | 79.346 | ||
| 3408 | 2012.10.12 09:05 | close | 1118 | 1.00 | 78.390 | 77.246 | 79.346 | 4400.00 | 5379700.00 |
| 3409 | 2012.10.15 21:55 | buy | 1119 | 1.00 | 78.691 | 0.000 | 0.000 | ||
| 3410 | 2012.10.15 21:55 | modify | 1119 | 1.00 | 78.691 | 77.591 | 79.691 | ||
| 3411 | 2012.10.16 01:20 | close | 1119 | 1.00 | 78.726 | 77.591 | 79.691 | 3500.00 | 5383200.00 |
| 3412 | 2012.10.18 10:25 | buy | 1120 | 1.00 | 79.052 | 0.000 | 0.000 | ||
| 3413 | 2012.10.18 10:25 | modify | 1120 | 1.00 | 79.052 | 77.952 | 80.052 | ||
| 3414 | 2012.10.18 11:35 | close | 1120 | 1.00 | 79.151 | 77.952 | 80.052 | 9900.00 | 5393100.00 |
| 3415 | 2012.10.18 20:15 | buy | 1121 | 1.00 | 79.169 | 0.000 | 0.000 | ||
| 3416 | 2012.10.18 20:15 | modify | 1121 | 1.00 | 79.169 | 78.069 | 80.169 | ||
| 3417 | 2012.10.18 21:55 | close | 1121 | 1.00 | 79.234 | 78.069 | 80.169 | 6500.00 | 5399600.00 |
| 3418 | 2012.10.25 18:30 | buy | 1122 | 1.00 | 80.089 | 0.000 | 0.000 | ||
| 3419 | 2012.10.25 18:30 | modify | 1122 | 1.00 | 80.089 | 78.989 | 81.089 | ||
| 3420 | 2012.10.25 20:00 | close | 1122 | 1.00 | 80.190 | 78.989 | 81.089 | 10100.00 | 5409700.00 |
| 3421 | 2012.10.26 03:00 | buy | 1123 | 1.00 | 80.228 | 0.000 | 0.000 | ||
| 3422 | 2012.10.26 03:00 | modify | 1123 | 1.00 | 80.228 | 79.128 | 81.228 | ||
| 3423 | 2012.10.26 08:30 | close | 1123 | 1.00 | 80.110 | 79.128 | 81.228 | -11800.00 | 5397900.00 |
| 3424 | 2012.10.30 16:25 | sell | 1124 | 1.00 | 79.536 | 0.000 | 0.000 | ||
| 3425 | 2012.10.30 16:25 | modify | 1124 | 1.00 | 79.536 | 80.636 | 78.536 | ||
| 3426 | 2012.10.30 22:00 | close | 1124 | 1.00 | 79.605 | 80.636 | 78.536 | -6900.00 | 5391000.00 |
| 3427 | 2012.10.31 21:40 | buy | 1125 | 1.00 | 79.778 | 0.000 | 0.000 | ||
| 3428 | 2012.10.31 21:40 | modify | 1125 | 1.00 | 79.778 | 78.678 | 80.778 | ||
| 3429 | 2012.11.01 02:55 | close | 1125 | 1.00 | 79.859 | 78.678 | 80.778 | 8100.00 | 5399100.00 |
| 3430 | 2012.11.01 10:40 | buy | 1126 | 1.00 | 79.935 | 0.000 | 0.000 | ||
| 3431 | 2012.11.01 10:40 | modify | 1126 | 1.00 | 79.935 | 78.835 | 80.935 | ||
| 3432 | 2012.11.01 15:20 | close | 1126 | 1.00 | 80.082 | 78.835 | 80.935 | 14700.00 | 5413800.00 |
| 3433 | 2012.11.09 02:50 | sell | 1127 | 1.00 | 79.539 | 0.000 | 0.000 | ||
| 3434 | 2012.11.09 02:50 | modify | 1127 | 1.00 | 79.539 | 80.639 | 78.539 | ||
| 3435 | 2012.11.09 06:25 | close | 1127 | 1.00 | 79.499 | 80.639 | 78.539 | 4000.00 | 5417800.00 |
| 3436 | 2012.11.15 17:50 | buy | 1128 | 1.00 | 81.084 | 0.000 | 0.000 | ||
| 3437 | 2012.11.15 17:50 | modify | 1128 | 1.00 | 81.084 | 79.984 | 82.084 | ||
| 3438 | 2012.11.15 18:40 | close | 1128 | 1.00 | 81.219 | 79.984 | 82.084 | 13500.00 | 5431300.00 |
| 3439 | 2012.11.22 02:50 | buy | 1129 | 1.00 | 82.374 | 0.000 | 0.000 | ||
| 3440 | 2012.11.22 02:50 | modify | 1129 | 1.00 | 82.374 | 81.274 | 83.374 | ||
| 3441 | 2012.11.22 03:05 | close | 1129 | 1.00 | 82.544 | 81.274 | 83.374 | 17000.00 | 5448300.00 |
| 3442 | 2012.11.29 13:25 | buy | 1130 | 1.00 | 82.047 | 0.000 | 0.000 | ||
| 3443 | 2012.11.29 13:25 | modify | 1130 | 1.00 | 82.047 | 80.947 | 83.047 | ||
| 3444 | 2012.11.29 14:15 | close | 1130 | 1.00 | 82.146 | 80.947 | 83.047 | 9900.00 | 5458200.00 |
| 3445 | 2012.11.30 17:00 | buy | 1131 | 1.00 | 82.522 | 0.000 | 0.000 | ||
| 3446 | 2012.11.30 17:00 | modify | 1131 | 1.00 | 82.522 | 81.422 | 83.522 | ||
| 3447 | 2012.11.30 22:00 | close | 1131 | 1.00 | 82.393 | 81.422 | 83.522 | -12900.00 | 5445300.00 |
| 3448 | 2012.12.03 16:30 | sell | 1132 | 1.00 | 82.339 | 0.000 | 0.000 | ||
| 3449 | 2012.12.03 16:30 | modify | 1132 | 1.00 | 82.339 | 83.439 | 81.339 | ||
| 3450 | 2012.12.03 17:05 | close | 1132 | 1.00 | 82.216 | 83.439 | 81.339 | 12300.00 | 5457600.00 |