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 |
| 3601 | 2013.03.22 17:55 | close | 1181 | 1.00 | 94.786 | 95.880 | 93.780 | -600.00 | 5425300.00 |
| 3602 | 2013.03.25 02:00 | sell | 1182 | 1.00 | 94.626 | 0.000 | 0.000 | ||
| 3603 | 2013.03.25 02:00 | modify | 1182 | 1.00 | 94.626 | 95.726 | 93.626 | ||
| 3604 | 2013.03.25 07:10 | close | 1182 | 1.00 | 94.782 | 95.726 | 93.626 | -15600.00 | 5409700.00 |
| 3605 | 2013.03.25 09:20 | buy | 1183 | 1.00 | 94.711 | 0.000 | 0.000 | ||
| 3606 | 2013.03.25 09:20 | modify | 1183 | 1.00 | 94.711 | 93.611 | 95.711 | ||
| 3607 | 2013.03.25 12:05 | close | 1183 | 1.00 | 94.749 | 93.611 | 95.711 | 3800.00 | 5413500.00 |
| 3608 | 2013.03.26 04:20 | sell | 1184 | 1.00 | 94.357 | 0.000 | 0.000 | ||
| 3609 | 2013.03.26 04:20 | modify | 1184 | 1.00 | 94.357 | 95.457 | 93.357 | ||
| 3610 | 2013.03.26 07:40 | close | 1184 | 1.00 | 94.210 | 95.457 | 93.357 | 14700.00 | 5428200.00 |
| 3611 | 2013.03.27 09:40 | buy | 1185 | 1.00 | 94.661 | 0.000 | 0.000 | ||
| 3612 | 2013.03.27 09:40 | modify | 1185 | 1.00 | 94.661 | 93.561 | 95.661 | ||
| 3613 | 2013.03.27 18:25 | close | 1185 | 1.00 | 94.471 | 93.561 | 95.661 | -19000.00 | 5409200.00 |
| 3614 | 2013.04.01 14:30 | sell | 1186 | 1.00 | 93.828 | 0.000 | 0.000 | ||
| 3615 | 2013.04.01 14:30 | modify | 1186 | 1.00 | 93.828 | 94.928 | 92.828 | ||
| 3616 | 2013.04.01 15:45 | close | 1186 | 1.00 | 93.661 | 94.928 | 92.828 | 16700.00 | 5425900.00 |
| 3617 | 2013.04.02 11:40 | sell | 1187 | 1.00 | 93.037 | 0.000 | 0.000 | ||
| 3618 | 2013.04.02 11:40 | modify | 1187 | 1.00 | 93.037 | 94.137 | 92.037 | ||
| 3619 | 2013.04.02 15:30 | close | 1187 | 1.00 | 93.116 | 94.137 | 92.037 | -7900.00 | 5418000.00 |
| 3620 | 2013.04.02 21:40 | buy | 1188 | 1.00 | 93.305 | 0.000 | 0.000 | ||
| 3621 | 2013.04.02 21:40 | modify | 1188 | 1.00 | 93.305 | 92.205 | 94.305 | ||
| 3622 | 2013.04.02 22:50 | close | 1188 | 1.00 | 93.426 | 92.205 | 94.305 | 12100.00 | 5430100.00 |
| 3623 | 2013.04.03 10:00 | buy | 1189 | 1.00 | 93.448 | 0.000 | 0.000 | ||
| 3624 | 2013.04.03 10:00 | modify | 1189 | 1.00 | 93.448 | 92.348 | 94.448 | ||
| 3625 | 2013.04.03 11:30 | close | 1189 | 1.00 | 93.555 | 92.348 | 94.448 | 10700.00 | 5440800.00 |
| 3626 | 2013.04.04 00:05 | sell | 1190 | 1.00 | 93.070 | 0.000 | 0.000 | ||
| 3627 | 2013.04.04 00:05 | modify | 1190 | 1.00 | 93.070 | 94.170 | 92.070 | ||
| 3628 | 2013.04.04 02:05 | close | 1190 | 1.00 | 92.964 | 94.170 | 92.070 | 10600.00 | 5451400.00 |
| 3629 | 2013.04.04 07:45 | sell | 1191 | 1.00 | 93.549 | 0.000 | 0.000 | ||
| 3630 | 2013.04.04 07:45 | modify | 1191 | 1.00 | 93.549 | 94.649 | 92.549 | ||
| 3631 | 2013.04.04 08:05 | modify | 1191 | 1.00 | 93.549 | 94.649 | 93.949 | ||
| 3632 | 2013.04.04 08:55 | close | 1191 | 1.00 | 94.588 | 94.649 | 93.949 | -103900.00 | 5347500.00 |
| 3633 | 2013.04.05 07:20 | buy | 1192 | 1.00 | 96.399 | 0.000 | 0.000 | ||
| 3634 | 2013.04.05 07:20 | modify | 1192 | 1.00 | 96.399 | 95.299 | 97.399 | ||
| 3635 | 2013.04.05 07:25 | close | 1192 | 1.00 | 96.437 | 95.299 | 97.399 | 3800.00 | 5351300.00 |
| 3636 | 2013.04.05 07:35 | buy | 1193 | 1.00 | 96.259 | 0.000 | 0.000 | ||
| 3637 | 2013.04.05 07:35 | modify | 1193 | 1.00 | 96.259 | 95.159 | 97.259 | ||
| 3638 | 2013.04.05 07:45 | close | 1193 | 1.00 | 96.478 | 95.159 | 97.259 | 21900.00 | 5373200.00 |
| 3639 | 2013.04.05 09:25 | buy | 1194 | 1.00 | 95.960 | 0.000 | 0.000 | ||
| 3640 | 2013.04.05 09:25 | modify | 1194 | 1.00 | 95.960 | 94.860 | 96.960 | ||
| 3641 | 2013.04.05 09:40 | close | 1194 | 1.00 | 96.142 | 94.860 | 96.960 | 18200.00 | 5391400.00 |
| 3642 | 2013.04.09 17:20 | sell | 1195 | 1.00 | 99.175 | 0.000 | 0.000 | ||
| 3643 | 2013.04.09 17:20 | modify | 1195 | 1.00 | 99.175 | 100.275 | 98.175 | ||
| 3644 | 2013.04.09 17:35 | close | 1195 | 1.00 | 99.022 | 100.275 | 98.175 | 15300.00 | 5406700.00 |
| 3645 | 2013.04.11 02:50 | buy | 1196 | 1.00 | 99.648 | 0.000 | 0.000 | ||
| 3646 | 2013.04.11 02:50 | modify | 1196 | 1.00 | 99.648 | 98.548 | 100.648 | ||
| 3647 | 2013.04.11 08:55 | close | 1196 | 1.00 | 99.688 | 98.548 | 100.648 | 4000.00 | 5410700.00 |
| 3648 | 2013.04.15 03:35 | sell | 1197 | 1.00 | 98.690 | 0.000 | 0.000 | ||
| 3649 | 2013.04.15 03:35 | modify | 1197 | 1.00 | 98.690 | 99.790 | 97.690 | ||
| 3650 | 2013.04.15 04:05 | close | 1197 | 1.00 | 98.528 | 99.790 | 97.690 | 16200.00 | 5426900.00 |
| 3651 | 2013.04.16 06:25 | sell | 1198 | 1.00 | 97.288 | 0.000 | 0.000 | ||
| 3652 | 2013.04.16 06:25 | modify | 1198 | 1.00 | 97.288 | 98.388 | 96.288 | ||
| 3653 | 2013.04.16 12:40 | modify | 1198 | 1.00 | 97.288 | 98.388 | 97.688 | ||
| 3654 | 2013.04.16 17:15 | close | 1198 | 1.00 | 97.846 | 98.388 | 97.688 | -55800.00 | 5371100.00 |
| 3655 | 2013.04.16 19:50 | buy | 1199 | 1.00 | 97.405 | 0.000 | 0.000 | ||
| 3656 | 2013.04.16 19:50 | modify | 1199 | 1.00 | 97.405 | 96.305 | 98.405 | ||
| 3657 | 2013.04.16 20:00 | close | 1199 | 1.00 | 97.562 | 96.305 | 98.405 | 15700.00 | 5386800.00 |
| 3658 | 2013.04.18 08:35 | buy | 1200 | 1.00 | 97.870 | 0.000 | 0.000 | ||
| 3659 | 2013.04.18 08:35 | modify | 1200 | 1.00 | 97.870 | 96.770 | 98.870 | ||
| 3660 | 2013.04.18 09:05 | close | 1200 | 1.00 | 98.050 | 96.770 | 98.870 | 18000.00 | 5404800.00 |
| 3661 | 2013.04.18 16:45 | buy | 1201 | 1.00 | 98.089 | 0.000 | 0.000 | ||
| 3662 | 2013.04.18 16:45 | modify | 1201 | 1.00 | 98.089 | 96.989 | 99.089 | ||
| 3663 | 2013.04.18 17:55 | close | 1201 | 1.00 | 98.299 | 96.989 | 99.089 | 21000.00 | 5425800.00 |
| 3664 | 2013.04.22 08:10 | buy | 1202 | 1.00 | 99.722 | 0.000 | 0.000 | ||
| 3665 | 2013.04.22 08:10 | modify | 1202 | 1.00 | 99.722 | 98.622 | 100.722 | ||
| 3666 | 2013.04.22 16:00 | close | 1202 | 1.00 | 99.605 | 98.622 | 100.722 | -11700.00 | 5414100.00 |
| 3667 | 2013.04.24 05:20 | buy | 1203 | 1.00 | 99.283 | 0.000 | 0.000 | ||
| 3668 | 2013.04.24 05:20 | modify | 1203 | 1.00 | 99.283 | 98.183 | 100.283 | ||
| 3669 | 2013.04.24 06:40 | close | 1203 | 1.00 | 99.460 | 98.183 | 100.283 | 17700.00 | 5431800.00 |
| 3670 | 2013.04.24 15:40 | buy | 1204 | 1.00 | 99.396 | 0.000 | 0.000 | ||
| 3671 | 2013.04.24 15:40 | modify | 1204 | 1.00 | 99.396 | 98.296 | 100.396 | ||
| 3672 | 2013.04.24 21:15 | close | 1204 | 1.00 | 99.516 | 98.296 | 100.396 | 12000.00 | 5443800.00 |
| 3673 | 2013.04.26 22:15 | sell | 1205 | 1.00 | 98.308 | 0.000 | 0.000 | ||
| 3674 | 2013.04.26 22:15 | modify | 1205 | 1.00 | 98.308 | 99.408 | 97.308 | ||
| 3675 | 2013.04.26 22:50 | close | 1205 | 1.00 | 98.138 | 99.408 | 97.308 | 17000.00 | 5460800.00 |
| 3676 | 2013.04.29 10:30 | sell | 1206 | 1.00 | 97.959 | 0.000 | 0.000 | ||
| 3677 | 2013.04.29 10:30 | modify | 1206 | 1.00 | 97.959 | 99.059 | 96.959 | ||
| 3678 | 2013.04.29 11:05 | close | 1206 | 1.00 | 97.801 | 99.059 | 96.959 | 15800.00 | 5476600.00 |
| 3679 | 2013.04.30 16:00 | sell | 1207 | 1.00 | 97.728 | 0.000 | 0.000 | ||
| 3680 | 2013.04.30 16:00 | modify | 1207 | 1.00 | 97.728 | 98.828 | 96.728 | ||
| 3681 | 2013.04.30 16:55 | close | 1207 | 1.00 | 97.540 | 98.828 | 96.728 | 18800.00 | 5495400.00 |
| 3682 | 2013.05.02 22:10 | buy | 1208 | 1.00 | 97.896 | 0.000 | 0.000 | ||
| 3683 | 2013.05.02 22:10 | modify | 1208 | 1.00 | 97.896 | 96.796 | 98.896 | ||
| 3684 | 2013.05.03 02:00 | close | 1208 | 1.00 | 97.999 | 96.796 | 98.896 | 10300.00 | 5505700.00 |
| 3685 | 2013.05.06 13:35 | buy | 1209 | 1.00 | 99.203 | 0.000 | 0.000 | ||
| 3686 | 2013.05.06 13:35 | modify | 1209 | 1.00 | 99.203 | 98.103 | 100.203 | ||
| 3687 | 2013.05.06 15:10 | close | 1209 | 1.00 | 99.311 | 98.103 | 100.203 | 10800.00 | 5516500.00 |
| 3688 | 2013.05.16 10:40 | sell | 1210 | 1.00 | 102.515 | 0.000 | 0.000 | ||
| 3689 | 2013.05.16 10:40 | modify | 1210 | 1.00 | 102.515 | 103.615 | 101.515 | ||
| 3690 | 2013.05.16 15:35 | close | 1210 | 1.00 | 102.291 | 103.615 | 101.515 | 22400.00 | 5538900.00 |
| 3691 | 2013.05.17 13:25 | buy | 1211 | 1.00 | 102.301 | 0.000 | 0.000 | ||
| 3692 | 2013.05.17 13:25 | modify | 1211 | 1.00 | 102.301 | 101.201 | 103.301 | ||
| 3693 | 2013.05.17 14:35 | close | 1211 | 1.00 | 102.461 | 101.201 | 103.301 | 16000.00 | 5554900.00 |
| 3694 | 2013.05.20 00:05 | buy | 1212 | 1.00 | 102.873 | 0.000 | 0.000 | ||
| 3695 | 2013.05.20 00:05 | modify | 1212 | 1.00 | 102.873 | 101.773 | 103.873 | ||
| 3696 | 2013.05.20 00:10 | close | 1212 | 1.00 | 102.845 | 101.773 | 103.873 | -2800.00 | 5552100.00 |
| 3697 | 2013.05.22 21:40 | buy | 1213 | 1.00 | 103.001 | 0.000 | 0.000 | ||
| 3698 | 2013.05.22 21:40 | modify | 1213 | 1.00 | 103.001 | 101.901 | 104.001 | ||
| 3699 | 2013.05.22 21:55 | close | 1213 | 1.00 | 103.186 | 101.901 | 104.001 | 18500.00 | 5570600.00 |
| 3700 | 2013.05.22 22:30 | buy | 1214 | 1.00 | 102.824 | 0.000 | 0.000 | ||
| 3701 | 2013.05.22 22:30 | modify | 1214 | 1.00 | 102.824 | 101.724 | 103.824 | ||
| 3702 | 2013.05.22 23:30 | close | 1214 | 1.00 | 103.034 | 101.724 | 103.824 | 21000.00 | 5591600.00 |
| 3703 | 2013.05.24 06:55 | buy | 1215 | 1.00 | 101.886 | 0.000 | 0.000 | ||
| 3704 | 2013.05.24 06:55 | modify | 1215 | 1.00 | 101.886 | 100.786 | 102.886 | ||
| 3705 | 2013.05.24 07:25 | modify | 1215 | 1.00 | 101.886 | 100.786 | 101.486 | ||
| 3706 | 2013.05.24 08:03 | t/p | 1215 | 1.00 | 101.491 | 100.786 | 101.486 | -39500.00 | 5552100.00 |
| 3707 | 2013.05.30 04:00 | sell | 1216 | 1.00 | 101.282 | 0.000 | 0.000 | ||
| 3708 | 2013.05.30 04:00 | modify | 1216 | 1.00 | 101.282 | 102.382 | 100.282 | ||
| 3709 | 2013.05.30 05:35 | close | 1216 | 1.00 | 101.133 | 102.382 | 100.282 | 14900.00 | 5567000.00 |
| 3710 | 2013.05.31 16:45 | sell | 1217 | 1.00 | 100.820 | 0.000 | 0.000 | ||
| 3711 | 2013.05.31 16:45 | modify | 1217 | 1.00 | 100.820 | 101.920 | 99.820 | ||
| 3712 | 2013.05.31 21:55 | close | 1217 | 1.00 | 100.692 | 101.920 | 99.820 | 12800.00 | 5579800.00 |
| 3713 | 2013.06.04 02:10 | sell | 1218 | 1.00 | 99.675 | 0.000 | 0.000 | ||
| 3714 | 2013.06.04 02:10 | modify | 1218 | 1.00 | 99.675 | 100.775 | 98.675 | ||
| 3715 | 2013.06.04 03:50 | close | 1218 | 1.00 | 99.494 | 100.775 | 98.675 | 18100.00 | 5597900.00 |
| 3716 | 2013.06.04 13:55 | buy | 1219 | 1.00 | 99.953 | 0.000 | 0.000 | ||
| 3717 | 2013.06.04 13:55 | modify | 1219 | 1.00 | 99.953 | 98.853 | 100.953 | ||
| 3718 | 2013.06.04 14:30 | close | 1219 | 1.00 | 100.122 | 98.853 | 100.953 | 16900.00 | 5614800.00 |
| 3719 | 2013.06.06 03:35 | sell | 1220 | 1.00 | 99.260 | 0.000 | 0.000 | ||
| 3720 | 2013.06.06 03:35 | modify | 1220 | 1.00 | 99.260 | 100.360 | 98.260 | ||
| 3721 | 2013.06.06 05:30 | close | 1220 | 1.00 | 99.147 | 100.360 | 98.260 | 11300.00 | 5626100.00 |
| 3722 | 2013.06.12 16:55 | buy | 1221 | 1.00 | 96.148 | 0.000 | 0.000 | ||
| 3723 | 2013.06.12 16:55 | modify | 1221 | 1.00 | 96.148 | 95.048 | 97.148 | ||
| 3724 | 2013.06.12 18:55 | modify | 1221 | 1.00 | 96.148 | 95.048 | 95.748 | ||
| 3725 | 2013.06.12 20:06 | t/p | 1221 | 1.00 | 95.756 | 95.048 | 95.748 | -39200.00 | 5586900.00 |
| 3726 | 2013.06.13 16:10 | sell | 1222 | 1.00 | 94.770 | 0.000 | 0.000 | ||
| 3727 | 2013.06.13 16:10 | modify | 1222 | 1.00 | 94.770 | 95.870 | 93.770 | ||
| 3728 | 2013.06.13 16:15 | close | 1222 | 1.00 | 94.602 | 95.870 | 93.770 | 16800.00 | 5603700.00 |
| 3729 | 2013.06.14 03:50 | buy | 1223 | 1.00 | 94.971 | 0.000 | 0.000 | ||
| 3730 | 2013.06.14 03:50 | modify | 1223 | 1.00 | 94.971 | 93.871 | 95.971 | ||
| 3731 | 2013.06.14 07:15 | close | 1223 | 1.00 | 95.085 | 93.871 | 95.971 | 11400.00 | 5615100.00 |
| 3732 | 2013.06.17 04:15 | sell | 1224 | 1.00 | 94.717 | 0.000 | 0.000 | ||
| 3733 | 2013.06.17 04:15 | modify | 1224 | 1.00 | 94.717 | 95.817 | 93.717 | ||
| 3734 | 2013.06.17 05:15 | close | 1224 | 1.00 | 94.563 | 95.817 | 93.717 | 15400.00 | 5630500.00 |
| 3735 | 2013.06.17 22:25 | buy | 1225 | 1.00 | 94.493 | 0.000 | 0.000 | ||
| 3736 | 2013.06.17 22:25 | modify | 1225 | 1.00 | 94.493 | 93.393 | 95.493 | ||
| 3737 | 2013.06.18 00:50 | close | 1225 | 1.00 | 94.662 | 93.393 | 95.493 | 16900.00 | 5647400.00 |
| 3738 | 2013.06.18 04:25 | sell | 1226 | 1.00 | 94.912 | 0.000 | 0.000 | ||
| 3739 | 2013.06.18 04:25 | modify | 1226 | 1.00 | 94.912 | 96.012 | 93.912 | ||
| 3740 | 2013.06.18 04:55 | close | 1226 | 1.00 | 94.735 | 96.012 | 93.912 | 17700.00 | 5665100.00 |
| 3741 | 2013.06.18 18:55 | buy | 1227 | 1.00 | 95.186 | 0.000 | 0.000 | ||
| 3742 | 2013.06.18 18:55 | modify | 1227 | 1.00 | 95.186 | 94.086 | 96.186 | ||
| 3743 | 2013.06.18 23:10 | close | 1227 | 1.00 | 95.390 | 94.086 | 96.186 | 20400.00 | 5685500.00 |
| 3744 | 2013.06.19 05:55 | buy | 1228 | 1.00 | 95.275 | 0.000 | 0.000 | ||
| 3745 | 2013.06.19 05:55 | modify | 1228 | 1.00 | 95.275 | 94.175 | 96.275 | ||
| 3746 | 2013.06.19 07:20 | close | 1228 | 1.00 | 95.378 | 94.175 | 96.275 | 10300.00 | 5695800.00 |
| 3747 | 2013.06.20 21:30 | buy | 1229 | 1.00 | 97.663 | 0.000 | 0.000 | ||
| 3748 | 2013.06.20 21:30 | modify | 1229 | 1.00 | 97.663 | 96.563 | 98.663 | ||
| 3749 | 2013.06.21 02:05 | modify | 1229 | 1.00 | 97.663 | 96.563 | 97.263 | ||
| 3750 | 2013.06.21 03:12 | t/p | 1229 | 1.00 | 97.266 | 96.563 | 97.263 | -39700.00 | 5656100.00 |