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 |
| 3451 | 2012.12.05 13:55 | buy | 1133 | 1.00 | 82.087 | 0.000 | 0.000 | ||
| 3452 | 2012.12.05 13:55 | modify | 1133 | 1.00 | 82.087 | 80.987 | 83.087 | ||
| 3453 | 2012.12.05 17:10 | close | 1133 | 1.00 | 82.172 | 80.987 | 83.087 | 8500.00 | 5466100.00 |
| 3454 | 2012.12.06 12:35 | buy | 1134 | 1.00 | 82.386 | 0.000 | 0.000 | ||
| 3455 | 2012.12.06 12:35 | modify | 1134 | 1.00 | 82.386 | 81.286 | 83.386 | ||
| 3456 | 2012.12.06 16:50 | close | 1134 | 1.00 | 82.422 | 81.286 | 83.386 | 3600.00 | 5469700.00 |
| 3457 | 2012.12.13 10:05 | buy | 1135 | 1.00 | 83.476 | 0.000 | 0.000 | ||
| 3458 | 2012.12.13 10:05 | modify | 1135 | 1.00 | 83.476 | 82.376 | 84.476 | ||
| 3459 | 2012.12.13 12:55 | close | 1135 | 1.00 | 83.423 | 82.376 | 84.476 | -5300.00 | 5464400.00 |
| 3460 | 2012.12.14 09:10 | buy | 1136 | 1.00 | 83.660 | 0.000 | 0.000 | ||
| 3461 | 2012.12.14 09:10 | modify | 1136 | 1.00 | 83.660 | 82.560 | 84.660 | ||
| 3462 | 2012.12.14 11:15 | close | 1136 | 1.00 | 83.856 | 82.560 | 84.660 | 19600.00 | 5484000.00 |
| 3463 | 2012.12.17 11:25 | buy | 1137 | 1.00 | 83.737 | 0.000 | 0.000 | ||
| 3464 | 2012.12.17 11:25 | modify | 1137 | 1.00 | 83.737 | 82.637 | 84.737 | ||
| 3465 | 2012.12.17 14:25 | close | 1137 | 1.00 | 83.803 | 82.637 | 84.737 | 6600.00 | 5490600.00 |
| 3466 | 2012.12.18 09:15 | buy | 1138 | 1.00 | 83.924 | 0.000 | 0.000 | ||
| 3467 | 2012.12.18 09:15 | modify | 1138 | 1.00 | 83.924 | 82.824 | 84.924 | ||
| 3468 | 2012.12.18 11:50 | close | 1138 | 1.00 | 83.953 | 82.824 | 84.924 | 2900.00 | 5493500.00 |
| 3469 | 2012.12.19 04:55 | buy | 1139 | 1.00 | 84.231 | 0.000 | 0.000 | ||
| 3470 | 2012.12.19 04:55 | modify | 1139 | 1.00 | 84.231 | 83.131 | 85.231 | ||
| 3471 | 2012.12.19 08:10 | close | 1139 | 1.00 | 84.349 | 83.131 | 85.231 | 11800.00 | 5505300.00 |
| 3472 | 2012.12.19 17:20 | buy | 1140 | 1.00 | 84.365 | 0.000 | 0.000 | ||
| 3473 | 2012.12.19 17:20 | modify | 1140 | 1.00 | 84.365 | 83.265 | 85.365 | ||
| 3474 | 2012.12.19 19:50 | close | 1140 | 1.00 | 84.430 | 83.265 | 85.365 | 6500.00 | 5511800.00 |
| 3475 | 2012.12.20 13:35 | sell | 1141 | 1.00 | 84.107 | 0.000 | 0.000 | ||
| 3476 | 2012.12.20 13:35 | modify | 1141 | 1.00 | 84.107 | 85.207 | 83.107 | ||
| 3477 | 2012.12.20 19:20 | close | 1141 | 1.00 | 84.287 | 85.207 | 83.107 | -18000.00 | 5493800.00 |
| 3478 | 2012.12.24 05:30 | buy | 1142 | 1.00 | 84.355 | 0.000 | 0.000 | ||
| 3479 | 2012.12.24 05:30 | modify | 1142 | 1.00 | 84.355 | 83.255 | 85.355 | ||
| 3480 | 2012.12.24 07:20 | close | 1142 | 1.00 | 84.397 | 83.255 | 85.355 | 4200.00 | 5498000.00 |
| 3481 | 2013.01.02 11:30 | buy | 1143 | 1.00 | 87.028 | 0.000 | 0.000 | ||
| 3482 | 2013.01.02 11:30 | modify | 1143 | 1.00 | 87.028 | 85.928 | 88.028 | ||
| 3483 | 2013.01.02 13:15 | close | 1143 | 1.00 | 87.103 | 85.928 | 88.028 | 7500.00 | 5505500.00 |
| 3484 | 2013.01.03 21:05 | sell | 1144 | 1.00 | 87.191 | 0.000 | 0.000 | ||
| 3485 | 2013.01.03 21:05 | modify | 1144 | 1.00 | 87.191 | 88.291 | 86.191 | ||
| 3486 | 2013.01.04 05:20 | modify | 1144 | 1.00 | 87.191 | 88.291 | 87.591 | ||
| 3487 | 2013.01.04 10:15 | close | 1144 | 1.00 | 88.194 | 88.291 | 87.591 | -100300.00 | 5405200.00 |
| 3488 | 2013.01.04 15:35 | buy | 1145 | 1.00 | 88.045 | 0.000 | 0.000 | ||
| 3489 | 2013.01.04 15:35 | modify | 1145 | 1.00 | 88.045 | 86.945 | 89.045 | ||
| 3490 | 2013.01.04 18:05 | close | 1145 | 1.00 | 88.108 | 86.945 | 89.045 | 6300.00 | 5411500.00 |
| 3491 | 2013.01.09 21:10 | buy | 1146 | 1.00 | 87.765 | 0.000 | 0.000 | ||
| 3492 | 2013.01.09 21:10 | modify | 1146 | 1.00 | 87.765 | 86.665 | 88.765 | ||
| 3493 | 2013.01.09 23:45 | close | 1146 | 1.00 | 87.835 | 86.665 | 88.765 | 7000.00 | 5418500.00 |
| 3494 | 2013.01.11 08:35 | buy | 1147 | 1.00 | 88.917 | 0.000 | 0.000 | ||
| 3495 | 2013.01.11 08:35 | modify | 1147 | 1.00 | 88.917 | 87.817 | 89.917 | ||
| 3496 | 2013.01.11 09:35 | close | 1147 | 1.00 | 89.075 | 87.817 | 89.917 | 15800.00 | 5434300.00 |
| 3497 | 2013.01.11 13:50 | buy | 1148 | 1.00 | 88.772 | 0.000 | 0.000 | ||
| 3498 | 2013.01.11 13:50 | modify | 1148 | 1.00 | 88.772 | 87.672 | 89.772 | ||
| 3499 | 2013.01.11 14:30 | close | 1148 | 1.00 | 88.918 | 87.672 | 89.772 | 14600.00 | 5448900.00 |
| 3500 | 2013.01.14 09:45 | buy | 1149 | 1.00 | 89.449 | 0.000 | 0.000 | ||
| 3501 | 2013.01.14 09:45 | modify | 1149 | 1.00 | 89.449 | 88.349 | 90.449 | ||
| 3502 | 2013.01.14 15:00 | close | 1149 | 1.00 | 89.294 | 88.349 | 90.449 | -15500.00 | 5433400.00 |
| 3503 | 2013.01.16 16:45 | sell | 1150 | 1.00 | 88.332 | 0.000 | 0.000 | ||
| 3504 | 2013.01.16 16:45 | modify | 1150 | 1.00 | 88.332 | 89.432 | 87.332 | ||
| 3505 | 2013.01.16 22:40 | close | 1150 | 1.00 | 88.395 | 89.432 | 87.332 | -6300.00 | 5427100.00 |
| 3506 | 2013.01.17 05:20 | buy | 1151 | 1.00 | 88.315 | 0.000 | 0.000 | ||
| 3507 | 2013.01.17 05:20 | modify | 1151 | 1.00 | 88.315 | 87.215 | 89.315 | ||
| 3508 | 2013.01.17 07:50 | close | 1151 | 1.00 | 88.384 | 87.215 | 89.315 | 6900.00 | 5434000.00 |
| 3509 | 2013.01.18 11:20 | buy | 1152 | 1.00 | 89.769 | 0.000 | 0.000 | ||
| 3510 | 2013.01.18 11:20 | modify | 1152 | 1.00 | 89.769 | 88.669 | 90.769 | ||
| 3511 | 2013.01.18 14:20 | close | 1152 | 1.00 | 89.923 | 88.669 | 90.769 | 15400.00 | 5449400.00 |
| 3512 | 2013.01.22 16:15 | sell | 1153 | 1.00 | 88.971 | 0.000 | 0.000 | ||
| 3513 | 2013.01.22 16:15 | modify | 1153 | 1.00 | 88.971 | 90.071 | 87.971 | ||
| 3514 | 2013.01.22 17:05 | close | 1153 | 1.00 | 88.701 | 90.071 | 87.971 | 27000.00 | 5476400.00 |
| 3515 | 2013.01.29 16:15 | sell | 1154 | 1.00 | 90.703 | 0.000 | 0.000 | ||
| 3516 | 2013.01.29 16:15 | modify | 1154 | 1.00 | 90.703 | 91.803 | 89.703 | ||
| 3517 | 2013.01.29 19:25 | close | 1154 | 1.00 | 90.567 | 91.803 | 89.703 | 13600.00 | 5490000.00 |
| 3518 | 2013.01.30 15:35 | buy | 1155 | 1.00 | 91.111 | 0.000 | 0.000 | ||
| 3519 | 2013.01.30 15:35 | modify | 1155 | 1.00 | 91.111 | 90.011 | 92.111 | ||
| 3520 | 2013.01.30 21:10 | close | 1155 | 1.00 | 91.169 | 90.011 | 92.111 | 5800.00 | 5495800.00 |
| 3521 | 2013.01.31 12:05 | sell | 1156 | 1.00 | 91.040 | 0.000 | 0.000 | ||
| 3522 | 2013.01.31 12:05 | modify | 1156 | 1.00 | 91.040 | 92.140 | 90.040 | ||
| 3523 | 2013.01.31 15:30 | close | 1156 | 1.00 | 90.992 | 92.140 | 90.040 | 4800.00 | 5500600.00 |
| 3524 | 2013.02.04 03:10 | buy | 1157 | 1.00 | 92.540 | 0.000 | 0.000 | ||
| 3525 | 2013.02.04 03:10 | modify | 1157 | 1.00 | 92.540 | 91.440 | 93.540 | ||
| 3526 | 2013.02.04 04:05 | close | 1157 | 1.00 | 92.744 | 91.440 | 93.540 | 20400.00 | 5521000.00 |
| 3527 | 2013.02.05 10:55 | sell | 1158 | 1.00 | 92.614 | 0.000 | 0.000 | ||
| 3528 | 2013.02.05 10:55 | modify | 1158 | 1.00 | 92.614 | 93.714 | 91.614 | ||
| 3529 | 2013.02.05 13:25 | modify | 1158 | 1.00 | 92.614 | 93.714 | 93.014 | ||
| 3530 | 2013.02.05 15:50 | close | 1158 | 1.00 | 93.127 | 93.714 | 93.014 | -51300.00 | 5469700.00 |
| 3531 | 2013.02.08 16:40 | sell | 1159 | 1.00 | 92.845 | 0.000 | 0.000 | ||
| 3532 | 2013.02.08 16:40 | modify | 1159 | 1.00 | 92.845 | 93.945 | 91.845 | ||
| 3533 | 2013.02.08 17:30 | close | 1159 | 1.00 | 92.654 | 93.945 | 91.845 | 19100.00 | 5488800.00 |
| 3534 | 2013.02.12 07:25 | buy | 1160 | 1.00 | 94.087 | 0.000 | 0.000 | ||
| 3535 | 2013.02.12 07:25 | modify | 1160 | 1.00 | 94.087 | 92.987 | 95.087 | ||
| 3536 | 2013.02.12 09:05 | close | 1160 | 1.00 | 94.144 | 92.987 | 95.087 | 5700.00 | 5494500.00 |
| 3537 | 2013.02.15 02:10 | sell | 1161 | 1.00 | 93.049 | 0.000 | 0.000 | ||
| 3538 | 2013.02.15 02:10 | modify | 1161 | 1.00 | 93.049 | 94.149 | 92.049 | ||
| 3539 | 2013.02.15 03:00 | close | 1161 | 1.00 | 92.900 | 94.149 | 92.049 | 14900.00 | 5509400.00 |
| 3540 | 2013.02.15 13:15 | sell | 1162 | 1.00 | 92.687 | 0.000 | 0.000 | ||
| 3541 | 2013.02.15 13:15 | modify | 1162 | 1.00 | 92.687 | 93.787 | 91.687 | ||
| 3542 | 2013.02.15 15:35 | modify | 1162 | 1.00 | 92.687 | 93.787 | 93.087 | ||
| 3543 | 2013.02.15 17:50 | close | 1162 | 1.00 | 93.743 | 93.787 | 93.087 | -105600.00 | 5403800.00 |
| 3544 | 2013.02.18 07:50 | buy | 1163 | 1.00 | 93.884 | 0.000 | 0.000 | ||
| 3545 | 2013.02.18 07:50 | modify | 1163 | 1.00 | 93.884 | 92.784 | 94.884 | ||
| 3546 | 2013.02.18 09:25 | close | 1163 | 1.00 | 94.042 | 92.784 | 94.884 | 15800.00 | 5419600.00 |
| 3547 | 2013.02.18 14:20 | buy | 1164 | 1.00 | 93.930 | 0.000 | 0.000 | ||
| 3548 | 2013.02.18 14:20 | modify | 1164 | 1.00 | 93.930 | 92.830 | 94.930 | ||
| 3549 | 2013.02.18 15:00 | close | 1164 | 1.00 | 93.881 | 92.830 | 94.930 | -4900.00 | 5414700.00 |
| 3550 | 2013.02.19 16:40 | sell | 1165 | 1.00 | 93.594 | 0.000 | 0.000 | ||
| 3551 | 2013.02.19 16:40 | modify | 1165 | 1.00 | 93.594 | 94.694 | 92.594 | ||
| 3552 | 2013.02.19 20:15 | close | 1165 | 1.00 | 93.471 | 94.694 | 92.594 | 12300.00 | 5427000.00 |
| 3553 | 2013.02.19 23:00 | sell | 1166 | 1.00 | 93.566 | 0.000 | 0.000 | ||
| 3554 | 2013.02.19 23:00 | modify | 1166 | 1.00 | 93.566 | 94.666 | 92.566 | ||
| 3555 | 2013.02.20 04:25 | close | 1166 | 1.00 | 93.592 | 94.666 | 92.566 | -2600.00 | 5424400.00 |
| 3556 | 2013.02.22 02:10 | sell | 1167 | 1.00 | 93.251 | 0.000 | 0.000 | ||
| 3557 | 2013.02.22 02:10 | modify | 1167 | 1.00 | 93.251 | 94.351 | 92.251 | ||
| 3558 | 2013.02.22 03:35 | close | 1167 | 1.00 | 93.089 | 94.351 | 92.251 | 16200.00 | 5440600.00 |
| 3559 | 2013.02.25 10:55 | buy | 1168 | 1.00 | 93.870 | 0.000 | 0.000 | ||
| 3560 | 2013.02.25 10:55 | modify | 1168 | 1.00 | 93.870 | 92.770 | 94.870 | ||
| 3561 | 2013.02.25 14:50 | close | 1168 | 1.00 | 93.904 | 92.770 | 94.870 | 3400.00 | 5444000.00 |
| 3562 | 2013.02.26 10:30 | sell | 1169 | 1.00 | 92.166 | 0.000 | 0.000 | ||
| 3563 | 2013.02.26 10:30 | modify | 1169 | 1.00 | 92.166 | 93.266 | 91.166 | ||
| 3564 | 2013.02.26 11:00 | close | 1169 | 1.00 | 92.013 | 93.266 | 91.166 | 15300.00 | 5459300.00 |
| 3565 | 2013.02.26 17:05 | sell | 1170 | 1.00 | 92.252 | 0.000 | 0.000 | ||
| 3566 | 2013.02.26 17:05 | modify | 1170 | 1.00 | 92.252 | 93.352 | 91.252 | ||
| 3567 | 2013.02.26 17:15 | close | 1170 | 1.00 | 92.066 | 93.352 | 91.252 | 18600.00 | 5477900.00 |
| 3568 | 2013.03.01 08:20 | buy | 1171 | 1.00 | 92.522 | 0.000 | 0.000 | ||
| 3569 | 2013.03.01 08:20 | modify | 1171 | 1.00 | 92.522 | 91.422 | 93.522 | ||
| 3570 | 2013.03.01 09:55 | close | 1171 | 1.00 | 92.617 | 91.422 | 93.522 | 9500.00 | 5487400.00 |
| 3571 | 2013.03.04 03:55 | buy | 1172 | 1.00 | 93.430 | 0.000 | 0.000 | ||
| 3572 | 2013.03.04 03:55 | modify | 1172 | 1.00 | 93.430 | 92.330 | 94.430 | ||
| 3573 | 2013.03.04 07:35 | close | 1172 | 1.00 | 93.489 | 92.330 | 94.430 | 5900.00 | 5493300.00 |
| 3574 | 2013.03.05 17:15 | sell | 1173 | 1.00 | 93.340 | 0.000 | 0.000 | ||
| 3575 | 2013.03.05 17:15 | modify | 1173 | 1.00 | 93.340 | 94.440 | 92.340 | ||
| 3576 | 2013.03.05 21:35 | close | 1173 | 1.00 | 93.264 | 94.440 | 92.340 | 7600.00 | 5500900.00 |
| 3577 | 2013.03.08 19:40 | buy | 1174 | 1.00 | 95.540 | 0.000 | 0.000 | ||
| 3578 | 2013.03.08 19:40 | modify | 1174 | 1.00 | 95.540 | 94.440 | 96.540 | ||
| 3579 | 2013.03.08 19:55 | close | 1174 | 1.00 | 95.736 | 94.440 | 96.540 | 19600.00 | 5520500.00 |
| 3580 | 2013.03.14 04:05 | buy | 1175 | 1.00 | 95.864 | 0.000 | 0.000 | ||
| 3581 | 2013.03.14 04:05 | modify | 1175 | 1.00 | 95.864 | 94.764 | 96.864 | ||
| 3582 | 2013.03.14 06:45 | close | 1175 | 1.00 | 95.909 | 94.764 | 96.864 | 4500.00 | 5525000.00 |
| 3583 | 2013.03.14 17:30 | buy | 1176 | 1.00 | 96.170 | 0.000 | 0.000 | ||
| 3584 | 2013.03.14 17:30 | modify | 1176 | 1.00 | 96.170 | 95.070 | 97.170 | ||
| 3585 | 2013.03.14 22:00 | close | 1176 | 1.00 | 96.049 | 95.070 | 97.170 | -12100.00 | 5512900.00 |
| 3586 | 2013.03.15 07:15 | sell | 1177 | 1.00 | 96.226 | 0.000 | 0.000 | ||
| 3587 | 2013.03.15 07:15 | modify | 1177 | 1.00 | 96.226 | 97.326 | 95.226 | ||
| 3588 | 2013.03.15 10:10 | close | 1177 | 1.00 | 96.007 | 97.326 | 95.226 | 21900.00 | 5534800.00 |
| 3589 | 2013.03.18 11:10 | sell | 1178 | 1.00 | 94.856 | 0.000 | 0.000 | ||
| 3590 | 2013.03.18 11:10 | modify | 1178 | 1.00 | 94.856 | 95.956 | 93.856 | ||
| 3591 | 2013.03.18 16:00 | close | 1178 | 1.00 | 95.096 | 95.956 | 93.856 | -24000.00 | 5510800.00 |
| 3592 | 2013.03.19 09:05 | buy | 1179 | 1.00 | 95.414 | 0.000 | 0.000 | ||
| 3593 | 2013.03.19 09:05 | modify | 1179 | 1.00 | 95.414 | 94.314 | 96.414 | ||
| 3594 | 2013.03.19 15:05 | close | 1179 | 1.00 | 95.413 | 94.314 | 96.414 | -100.00 | 5510700.00 |
| 3595 | 2013.03.20 09:55 | sell | 1180 | 1.00 | 95.172 | 0.000 | 0.000 | ||
| 3596 | 2013.03.20 09:55 | modify | 1180 | 1.00 | 95.172 | 96.272 | 94.172 | ||
| 3597 | 2013.03.20 21:10 | modify | 1180 | 1.00 | 95.172 | 96.272 | 95.572 | ||
| 3598 | 2013.03.21 02:50 | close | 1180 | 1.00 | 96.020 | 96.272 | 95.572 | -84800.00 | 5425900.00 |
| 3599 | 2013.03.22 14:40 | sell | 1181 | 1.00 | 94.780 | 0.000 | 0.000 | ||
| 3600 | 2013.03.22 14:40 | modify | 1181 | 1.00 | 94.780 | 95.880 | 93.780 | ||