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 |
| 3751 | 2013.06.24 11:55 | buy | 1230 | 1.00 | 98.074 | 0.000 | 0.000 | ||
| 3752 | 2013.06.24 11:55 | modify | 1230 | 1.00 | 98.074 | 96.974 | 99.074 | ||
| 3753 | 2013.06.24 14:45 | close | 1230 | 1.00 | 98.259 | 96.974 | 99.074 | 18500.00 | 5674600.00 |
| 3754 | 2013.06.25 04:05 | sell | 1231 | 1.00 | 97.891 | 0.000 | 0.000 | ||
| 3755 | 2013.06.25 04:05 | modify | 1231 | 1.00 | 97.891 | 98.991 | 96.891 | ||
| 3756 | 2013.06.25 06:00 | close | 1231 | 1.00 | 97.677 | 98.991 | 96.891 | 21400.00 | 5696000.00 |
| 3757 | 2013.06.26 05:20 | buy | 1232 | 1.00 | 97.722 | 0.000 | 0.000 | ||
| 3758 | 2013.06.26 05:20 | modify | 1232 | 1.00 | 97.722 | 96.622 | 98.722 | ||
| 3759 | 2013.06.26 07:05 | close | 1232 | 1.00 | 97.889 | 96.622 | 98.722 | 16700.00 | 5712700.00 |
| 3760 | 2013.06.26 08:40 | buy | 1233 | 1.00 | 97.485 | 0.000 | 0.000 | ||
| 3761 | 2013.06.26 08:40 | modify | 1233 | 1.00 | 97.485 | 96.385 | 98.485 | ||
| 3762 | 2013.06.26 13:50 | close | 1233 | 1.00 | 97.599 | 96.385 | 98.485 | 11400.00 | 5724100.00 |
| 3763 | 2013.06.26 14:00 | sell | 1234 | 1.00 | 97.710 | 0.000 | 0.000 | ||
| 3764 | 2013.06.26 14:00 | modify | 1234 | 1.00 | 97.710 | 98.810 | 96.710 | ||
| 3765 | 2013.06.26 15:35 | close | 1234 | 1.00 | 97.439 | 98.810 | 96.710 | 27100.00 | 5751200.00 |
| 3766 | 2013.06.26 22:00 | sell | 1235 | 1.00 | 97.872 | 0.000 | 0.000 | ||
| 3767 | 2013.06.26 22:00 | modify | 1235 | 1.00 | 97.872 | 98.972 | 96.872 | ||
| 3768 | 2013.06.27 00:05 | close | 1235 | 1.00 | 97.715 | 98.972 | 96.872 | 15700.00 | 5766900.00 |
| 3769 | 2013.07.03 04:40 | buy | 1236 | 1.00 | 100.501 | 0.000 | 0.000 | ||
| 3770 | 2013.07.03 04:40 | modify | 1236 | 1.00 | 100.501 | 99.401 | 101.501 | ||
| 3771 | 2013.07.03 06:05 | close | 1236 | 1.00 | 100.635 | 99.401 | 101.501 | 13400.00 | 5780300.00 |
| 3772 | 2013.07.03 19:30 | sell | 1237 | 1.00 | 99.979 | 0.000 | 0.000 | ||
| 3773 | 2013.07.03 19:30 | modify | 1237 | 1.00 | 99.979 | 101.079 | 98.979 | ||
| 3774 | 2013.07.03 21:25 | close | 1237 | 1.00 | 99.848 | 101.079 | 98.979 | 13100.00 | 5793400.00 |
| 3775 | 2013.07.05 11:30 | buy | 1238 | 1.00 | 100.125 | 0.000 | 0.000 | ||
| 3776 | 2013.07.05 11:30 | modify | 1238 | 1.00 | 100.125 | 99.025 | 101.125 | ||
| 3777 | 2013.07.05 15:15 | close | 1238 | 1.00 | 100.110 | 99.025 | 101.125 | -1500.00 | 5791900.00 |
| 3778 | 2013.07.08 04:50 | buy | 1239 | 1.00 | 101.159 | 0.000 | 0.000 | ||
| 3779 | 2013.07.08 04:50 | modify | 1239 | 1.00 | 101.159 | 100.059 | 102.159 | ||
| 3780 | 2013.07.08 06:35 | close | 1239 | 1.00 | 101.341 | 100.059 | 102.159 | 18200.00 | 5810100.00 |
| 3781 | 2013.07.15 22:40 | buy | 1240 | 1.00 | 99.731 | 0.000 | 0.000 | ||
| 3782 | 2013.07.15 22:40 | modify | 1240 | 1.00 | 99.731 | 98.631 | 100.731 | ||
| 3783 | 2013.07.15 23:50 | close | 1240 | 1.00 | 99.871 | 98.631 | 100.731 | 14000.00 | 5824100.00 |
| 3784 | 2013.07.16 05:25 | buy | 1241 | 1.00 | 99.674 | 0.000 | 0.000 | ||
| 3785 | 2013.07.16 05:25 | modify | 1241 | 1.00 | 99.674 | 98.574 | 100.674 | ||
| 3786 | 2013.07.16 08:25 | close | 1241 | 1.00 | 99.815 | 98.574 | 100.674 | 14100.00 | 5838200.00 |
| 3787 | 2013.07.16 09:55 | sell | 1242 | 1.00 | 99.936 | 0.000 | 0.000 | ||
| 3788 | 2013.07.16 09:55 | modify | 1242 | 1.00 | 99.936 | 101.036 | 98.936 | ||
| 3789 | 2013.07.16 10:45 | close | 1242 | 1.00 | 99.600 | 101.036 | 98.936 | 33600.00 | 5871800.00 |
| 3790 | 2013.07.17 02:15 | sell | 1243 | 1.00 | 99.238 | 0.000 | 0.000 | ||
| 3791 | 2013.07.17 02:15 | modify | 1243 | 1.00 | 99.238 | 100.338 | 98.238 | ||
| 3792 | 2013.07.17 06:30 | close | 1243 | 1.00 | 99.340 | 100.338 | 98.238 | -10200.00 | 5861600.00 |
| 3793 | 2013.07.17 15:45 | buy | 1244 | 1.00 | 99.475 | 0.000 | 0.000 | ||
| 3794 | 2013.07.17 15:45 | modify | 1244 | 1.00 | 99.475 | 98.375 | 100.475 | ||
| 3795 | 2013.07.17 17:40 | close | 1244 | 1.00 | 99.558 | 98.375 | 100.475 | 8300.00 | 5869900.00 |
| 3796 | 2013.07.19 04:30 | buy | 1245 | 1.00 | 100.321 | 0.000 | 0.000 | ||
| 3797 | 2013.07.19 04:30 | modify | 1245 | 1.00 | 100.321 | 99.221 | 101.321 | ||
| 3798 | 2013.07.19 10:35 | close | 1245 | 1.00 | 100.223 | 99.221 | 101.321 | -9800.00 | 5860100.00 |
| 3799 | 2013.07.26 22:10 | sell | 1246 | 1.00 | 98.276 | 0.000 | 0.000 | ||
| 3800 | 2013.07.26 22:10 | modify | 1246 | 1.00 | 98.276 | 99.376 | 97.276 | ||
| 3801 | 2013.07.26 23:00 | close | 1246 | 1.00 | 98.166 | 99.376 | 97.276 | 11000.00 | 5871100.00 |
| 3802 | 2013.07.30 12:00 | buy | 1247 | 1.00 | 98.020 | 0.000 | 0.000 | ||
| 3803 | 2013.07.30 12:00 | modify | 1247 | 1.00 | 98.020 | 96.920 | 99.020 | ||
| 3804 | 2013.07.30 16:00 | close | 1247 | 1.00 | 97.986 | 96.920 | 99.020 | -3400.00 | 5867700.00 |
| 3805 | 2013.07.31 15:15 | sell | 1248 | 1.00 | 97.916 | 0.000 | 0.000 | ||
| 3806 | 2013.07.31 15:15 | modify | 1248 | 1.00 | 97.916 | 99.016 | 96.916 | ||
| 3807 | 2013.07.31 21:00 | close | 1248 | 1.00 | 98.196 | 99.016 | 96.916 | -28000.00 | 5839700.00 |
| 3808 | 2013.08.02 15:35 | buy | 1249 | 1.00 | 99.408 | 0.000 | 0.000 | ||
| 3809 | 2013.08.02 15:35 | modify | 1249 | 1.00 | 99.408 | 98.308 | 100.408 | ||
| 3810 | 2013.08.02 17:55 | modify | 1249 | 1.00 | 99.408 | 98.308 | 99.008 | ||
| 3811 | 2013.08.02 18:57 | t/p | 1249 | 1.00 | 99.015 | 98.308 | 99.008 | -39300.00 | 5800400.00 |
| 3812 | 2013.08.05 17:05 | sell | 1250 | 1.00 | 98.729 | 0.000 | 0.000 | ||
| 3813 | 2013.08.05 17:05 | modify | 1250 | 1.00 | 98.729 | 99.829 | 97.729 | ||
| 3814 | 2013.08.05 18:55 | close | 1250 | 1.00 | 98.565 | 99.829 | 97.729 | 16400.00 | 5816800.00 |
| 3815 | 2013.08.06 07:20 | sell | 1251 | 1.00 | 98.220 | 0.000 | 0.000 | ||
| 3816 | 2013.08.06 07:20 | modify | 1251 | 1.00 | 98.220 | 99.320 | 97.220 | ||
| 3817 | 2013.08.06 10:55 | close | 1251 | 1.00 | 98.393 | 99.320 | 97.220 | -17300.00 | 5799500.00 |
| 3818 | 2013.08.08 03:05 | sell | 1252 | 1.00 | 96.699 | 0.000 | 0.000 | ||
| 3819 | 2013.08.08 03:05 | modify | 1252 | 1.00 | 96.699 | 97.799 | 95.699 | ||
| 3820 | 2013.08.08 04:55 | close | 1252 | 1.00 | 96.599 | 97.799 | 95.699 | 10000.00 | 5809500.00 |
| 3821 | 2013.08.08 19:45 | sell | 1253 | 1.00 | 96.244 | 0.000 | 0.000 | ||
| 3822 | 2013.08.08 19:45 | modify | 1253 | 1.00 | 96.244 | 97.344 | 95.244 | ||
| 3823 | 2013.08.09 02:35 | modify | 1253 | 1.00 | 96.244 | 97.344 | 96.644 | ||
| 3824 | 2013.08.09 04:07 | t/p | 1253 | 1.00 | 96.649 | 97.344 | 96.644 | -40500.00 | 5769000.00 |
| 3825 | 2013.08.09 06:35 | buy | 1254 | 1.00 | 96.381 | 0.000 | 0.000 | ||
| 3826 | 2013.08.09 06:35 | modify | 1254 | 1.00 | 96.381 | 95.281 | 97.381 | ||
| 3827 | 2013.08.09 07:20 | close | 1254 | 1.00 | 96.536 | 95.281 | 97.381 | 15500.00 | 5784500.00 |
| 3828 | 2013.08.09 13:20 | buy | 1255 | 1.00 | 96.410 | 0.000 | 0.000 | ||
| 3829 | 2013.08.09 13:20 | modify | 1255 | 1.00 | 96.410 | 95.310 | 97.410 | ||
| 3830 | 2013.08.09 14:20 | close | 1255 | 1.00 | 96.562 | 95.310 | 97.410 | 15200.00 | 5799700.00 |
| 3831 | 2013.08.12 05:15 | sell | 1256 | 1.00 | 96.448 | 0.000 | 0.000 | ||
| 3832 | 2013.08.12 05:15 | modify | 1256 | 1.00 | 96.448 | 97.548 | 95.448 | ||
| 3833 | 2013.08.12 09:20 | close | 1256 | 1.00 | 96.419 | 97.548 | 95.448 | 2900.00 | 5802600.00 |
| 3834 | 2013.08.12 17:35 | buy | 1257 | 1.00 | 96.545 | 0.000 | 0.000 | ||
| 3835 | 2013.08.12 17:35 | modify | 1257 | 1.00 | 96.545 | 95.445 | 97.545 | ||
| 3836 | 2013.08.12 20:40 | close | 1257 | 1.00 | 96.570 | 95.445 | 97.545 | 2500.00 | 5805100.00 |
| 3837 | 2013.08.14 03:00 | buy | 1258 | 1.00 | 98.139 | 0.000 | 0.000 | ||
| 3838 | 2013.08.14 03:00 | modify | 1258 | 1.00 | 98.139 | 97.039 | 99.139 | ||
| 3839 | 2013.08.14 07:50 | close | 1258 | 1.00 | 98.105 | 97.039 | 99.139 | -3400.00 | 5801700.00 |
| 3840 | 2013.08.16 06:50 | sell | 1259 | 1.00 | 97.671 | 0.000 | 0.000 | ||
| 3841 | 2013.08.16 06:50 | modify | 1259 | 1.00 | 97.671 | 98.771 | 96.671 | ||
| 3842 | 2013.08.16 10:15 | close | 1259 | 1.00 | 97.497 | 98.771 | 96.671 | 17400.00 | 5819100.00 |
| 3843 | 2013.08.19 20:40 | buy | 1260 | 1.00 | 97.736 | 0.000 | 0.000 | ||
| 3844 | 2013.08.19 20:40 | modify | 1260 | 1.00 | 97.736 | 96.636 | 98.736 | ||
| 3845 | 2013.08.20 00:55 | close | 1260 | 1.00 | 97.654 | 96.636 | 98.736 | -8200.00 | 5810900.00 |
| 3846 | 2013.08.26 18:40 | sell | 1261 | 1.00 | 98.657 | 0.000 | 0.000 | ||
| 3847 | 2013.08.26 18:40 | modify | 1261 | 1.00 | 98.657 | 99.757 | 97.657 | ||
| 3848 | 2013.08.26 21:35 | close | 1261 | 1.00 | 98.644 | 99.757 | 97.657 | 1300.00 | 5812200.00 |
| 3849 | 2013.08.29 20:35 | buy | 1262 | 1.00 | 98.246 | 0.000 | 0.000 | ||
| 3850 | 2013.08.29 20:35 | modify | 1262 | 1.00 | 98.246 | 97.146 | 99.246 | ||
| 3851 | 2013.08.29 23:45 | close | 1262 | 1.00 | 98.324 | 97.146 | 99.246 | 7800.00 | 5820000.00 |
| 3852 | 2013.09.02 17:00 | buy | 1263 | 1.00 | 99.124 | 0.000 | 0.000 | ||
| 3853 | 2013.09.02 17:00 | modify | 1263 | 1.00 | 99.124 | 98.024 | 100.124 | ||
| 3854 | 2013.09.02 17:45 | close | 1263 | 1.00 | 99.250 | 98.024 | 100.124 | 12600.00 | 5832600.00 |
| 3855 | 2013.09.06 21:45 | sell | 1264 | 1.00 | 99.266 | 0.000 | 0.000 | ||
| 3856 | 2013.09.06 21:45 | modify | 1264 | 1.00 | 99.266 | 100.366 | 98.266 | ||
| 3857 | 2013.09.06 22:15 | close | 1264 | 1.00 | 99.116 | 100.366 | 98.266 | 15000.00 | 5847600.00 |
| 3858 | 2013.09.09 00:05 | sell | 1265 | 1.00 | 99.696 | 0.000 | 0.000 | ||
| 3859 | 2013.09.09 00:05 | modify | 1265 | 1.00 | 99.696 | 100.796 | 98.696 | ||
| 3860 | 2013.09.09 03:25 | close | 1265 | 1.00 | 99.750 | 100.796 | 98.696 | -5400.00 | 5842200.00 |
| 3861 | 2013.09.11 03:15 | buy | 1266 | 1.00 | 100.240 | 0.000 | 0.000 | ||
| 3862 | 2013.09.11 03:15 | modify | 1266 | 1.00 | 100.240 | 99.140 | 101.240 | ||
| 3863 | 2013.09.11 04:15 | close | 1266 | 1.00 | 100.406 | 99.140 | 101.240 | 16600.00 | 5858800.00 |
| 3864 | 2013.09.12 15:35 | sell | 1267 | 1.00 | 99.598 | 0.000 | 0.000 | ||
| 3865 | 2013.09.12 15:35 | modify | 1267 | 1.00 | 99.598 | 100.698 | 98.598 | ||
| 3866 | 2013.09.12 16:35 | close | 1267 | 1.00 | 99.418 | 100.698 | 98.598 | 18000.00 | 5876800.00 |
| 3867 | 2013.09.13 15:35 | buy | 1268 | 1.00 | 99.422 | 0.000 | 0.000 | ||
| 3868 | 2013.09.13 15:35 | modify | 1268 | 1.00 | 99.422 | 98.322 | 100.422 | ||
| 3869 | 2013.09.13 16:40 | close | 1268 | 1.00 | 99.575 | 98.322 | 100.422 | 15300.00 | 5892100.00 |
| 3870 | 2013.09.16 18:40 | sell | 1269 | 1.00 | 98.936 | 0.000 | 0.000 | ||
| 3871 | 2013.09.16 18:40 | modify | 1269 | 1.00 | 98.936 | 100.036 | 97.936 | ||
| 3872 | 2013.09.16 22:45 | close | 1269 | 1.00 | 99.057 | 100.036 | 97.936 | -12100.00 | 5880000.00 |
| 3873 | 2013.09.17 09:00 | buy | 1270 | 1.00 | 99.116 | 0.000 | 0.000 | ||
| 3874 | 2013.09.17 09:00 | modify | 1270 | 1.00 | 99.116 | 98.016 | 100.116 | ||
| 3875 | 2013.09.17 10:40 | close | 1270 | 1.00 | 99.246 | 98.016 | 100.116 | 13000.00 | 5893000.00 |
| 3876 | 2013.09.19 06:05 | sell | 1271 | 1.00 | 98.347 | 0.000 | 0.000 | ||
| 3877 | 2013.09.19 06:05 | modify | 1271 | 1.00 | 98.347 | 99.447 | 97.347 | ||
| 3878 | 2013.09.19 08:50 | close | 1271 | 1.00 | 98.252 | 99.447 | 97.347 | 9500.00 | 5902500.00 |
| 3879 | 2013.09.19 20:35 | buy | 1272 | 1.00 | 99.254 | 0.000 | 0.000 | ||
| 3880 | 2013.09.19 20:35 | modify | 1272 | 1.00 | 99.254 | 98.154 | 100.254 | ||
| 3881 | 2013.09.19 22:40 | close | 1272 | 1.00 | 99.384 | 98.154 | 100.254 | 13000.00 | 5915500.00 |
| 3882 | 2013.09.24 08:50 | sell | 1273 | 1.00 | 98.927 | 0.000 | 0.000 | ||
| 3883 | 2013.09.24 08:50 | modify | 1273 | 1.00 | 98.927 | 100.027 | 97.927 | ||
| 3884 | 2013.09.24 12:40 | close | 1273 | 1.00 | 98.907 | 100.027 | 97.927 | 2000.00 | 5917500.00 |
| 3885 | 2013.09.26 11:55 | buy | 1274 | 1.00 | 98.700 | 0.000 | 0.000 | ||
| 3886 | 2013.09.26 11:55 | modify | 1274 | 1.00 | 98.700 | 97.600 | 99.700 | ||
| 3887 | 2013.09.26 14:20 | close | 1274 | 1.00 | 98.708 | 97.600 | 99.700 | 800.00 | 5918300.00 |
| 3888 | 2013.10.04 03:20 | sell | 1275 | 1.00 | 97.385 | 0.000 | 0.000 | ||
| 3889 | 2013.10.04 03:20 | modify | 1275 | 1.00 | 97.385 | 98.485 | 96.385 | ||
| 3890 | 2013.10.04 04:00 | close | 1275 | 1.00 | 97.136 | 98.485 | 96.385 | 24900.00 | 5943200.00 |
| 3891 | 2013.10.08 06:40 | sell | 1276 | 1.00 | 96.946 | 0.000 | 0.000 | ||
| 3892 | 2013.10.08 06:40 | modify | 1276 | 1.00 | 96.946 | 98.046 | 95.946 | ||
| 3893 | 2013.10.08 12:05 | close | 1276 | 1.00 | 97.008 | 98.046 | 95.946 | -6200.00 | 5937000.00 |
| 3894 | 2013.10.09 14:40 | buy | 1277 | 1.00 | 97.239 | 0.000 | 0.000 | ||
| 3895 | 2013.10.09 14:40 | modify | 1277 | 1.00 | 97.239 | 96.139 | 98.239 | ||
| 3896 | 2013.10.09 15:20 | close | 1277 | 1.00 | 97.354 | 96.139 | 98.239 | 11500.00 | 5948500.00 |
| 3897 | 2013.10.09 17:55 | buy | 1278 | 1.00 | 97.203 | 0.000 | 0.000 | ||
| 3898 | 2013.10.09 17:55 | modify | 1278 | 1.00 | 97.203 | 96.103 | 98.203 | ||
| 3899 | 2013.10.09 20:20 | close | 1278 | 1.00 | 97.327 | 96.103 | 98.203 | 12400.00 | 5960900.00 |
| 3900 | 2013.10.17 05:55 | buy | 1279 | 1.00 | 98.570 | 0.000 | 0.000 | ||