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 |
| 3901 | 2013.10.17 05:55 | modify | 1279 | 1.00 | 98.570 | 97.470 | 99.570 | ||
| 3902 | 2013.10.17 10:55 | modify | 1279 | 1.00 | 98.570 | 97.470 | 98.170 | ||
| 3903 | 2013.10.18 01:05 | close | 1279 | 1.00 | 97.953 | 97.470 | 98.170 | -61700.00 | 5899200.00 |
| 3904 | 2013.11.04 09:05 | buy | 1280 | 1.00 | 98.671 | 0.000 | 0.000 | ||
| 3905 | 2013.11.04 09:05 | modify | 1280 | 1.00 | 98.671 | 97.571 | 99.671 | ||
| 3906 | 2013.11.04 15:00 | close | 1280 | 1.00 | 98.679 | 97.571 | 99.671 | 800.00 | 5900000.00 |
| 3907 | 2013.11.08 01:00 | sell | 1281 | 1.00 | 98.192 | 0.000 | 0.000 | ||
| 3908 | 2013.11.08 01:00 | modify | 1281 | 1.00 | 98.192 | 99.292 | 97.192 | ||
| 3909 | 2013.11.08 01:30 | close | 1281 | 1.00 | 98.064 | 99.292 | 97.192 | 12800.00 | 5912800.00 |
| 3910 | 2013.11.08 10:55 | sell | 1282 | 1.00 | 98.230 | 0.000 | 0.000 | ||
| 3911 | 2013.11.08 10:55 | modify | 1282 | 1.00 | 98.230 | 99.330 | 97.230 | ||
| 3912 | 2013.11.08 13:45 | close | 1282 | 1.00 | 98.169 | 99.330 | 97.230 | 6100.00 | 5918900.00 |
| 3913 | 2013.11.11 02:55 | buy | 1283 | 1.00 | 98.993 | 0.000 | 0.000 | ||
| 3914 | 2013.11.11 02:55 | modify | 1283 | 1.00 | 98.993 | 97.893 | 99.993 | ||
| 3915 | 2013.11.11 10:30 | close | 1283 | 1.00 | 99.031 | 97.893 | 99.993 | 3800.00 | 5922700.00 |
| 3916 | 2013.11.15 08:15 | buy | 1284 | 1.00 | 100.031 | 0.000 | 0.000 | ||
| 3917 | 2013.11.15 08:15 | modify | 1284 | 1.00 | 100.031 | 98.931 | 101.031 | ||
| 3918 | 2013.11.15 09:55 | close | 1284 | 1.00 | 100.172 | 98.931 | 101.031 | 14100.00 | 5936800.00 |
| 3919 | 2013.11.15 15:50 | buy | 1285 | 1.00 | 100.177 | 0.000 | 0.000 | ||
| 3920 | 2013.11.15 15:50 | modify | 1285 | 1.00 | 100.177 | 99.077 | 101.177 | ||
| 3921 | 2013.11.15 17:30 | close | 1285 | 1.00 | 100.320 | 99.077 | 101.177 | 14300.00 | 5951100.00 |
| 3922 | 2013.11.22 06:45 | buy | 1286 | 1.00 | 101.053 | 0.000 | 0.000 | ||
| 3923 | 2013.11.22 06:45 | modify | 1286 | 1.00 | 101.053 | 99.953 | 102.053 | ||
| 3924 | 2013.11.22 11:35 | close | 1286 | 1.00 | 101.096 | 99.953 | 102.053 | 4300.00 | 5955400.00 |
| 3925 | 2013.11.26 07:40 | sell | 1287 | 1.00 | 101.588 | 0.000 | 0.000 | ||
| 3926 | 2013.11.26 07:40 | modify | 1287 | 1.00 | 101.588 | 102.688 | 100.588 | ||
| 3927 | 2013.11.26 09:35 | close | 1287 | 1.00 | 101.465 | 102.688 | 100.588 | 12300.00 | 5967700.00 |
| 3928 | 2013.12.02 22:45 | buy | 1288 | 1.00 | 102.992 | 0.000 | 0.000 | ||
| 3929 | 2013.12.02 22:45 | modify | 1288 | 1.00 | 102.992 | 101.892 | 103.992 | ||
| 3930 | 2013.12.03 03:15 | close | 1288 | 1.00 | 103.038 | 101.892 | 103.992 | 4600.00 | 5972300.00 |
| 3931 | 2013.12.03 09:50 | buy | 1289 | 1.00 | 103.069 | 0.000 | 0.000 | ||
| 3932 | 2013.12.03 09:50 | modify | 1289 | 1.00 | 103.069 | 101.969 | 104.069 | ||
| 3933 | 2013.12.03 15:45 | modify | 1289 | 1.00 | 103.069 | 101.969 | 102.669 | ||
| 3934 | 2013.12.03 17:00 | close | 1289 | 1.00 | 102.657 | 101.969 | 102.669 | -41200.00 | 5931100.00 |
| 3935 | 2013.12.11 14:45 | sell | 1290 | 1.00 | 102.605 | 0.000 | 0.000 | ||
| 3936 | 2013.12.11 14:45 | modify | 1290 | 1.00 | 102.605 | 103.705 | 101.605 | ||
| 3937 | 2013.12.11 16:50 | close | 1290 | 1.00 | 102.536 | 103.705 | 101.605 | 6900.00 | 5938000.00 |
| 3938 | 2013.12.13 09:25 | buy | 1291 | 1.00 | 103.547 | 0.000 | 0.000 | ||
| 3939 | 2013.12.13 09:25 | modify | 1291 | 1.00 | 103.547 | 102.447 | 104.547 | ||
| 3940 | 2013.12.13 12:45 | close | 1291 | 1.00 | 103.627 | 102.447 | 104.547 | 8000.00 | 5946000.00 |
| 3941 | 2013.12.13 14:55 | buy | 1292 | 1.00 | 103.446 | 0.000 | 0.000 | ||
| 3942 | 2013.12.13 14:55 | modify | 1292 | 1.00 | 103.446 | 102.346 | 104.446 | ||
| 3943 | 2013.12.13 22:00 | close | 1292 | 1.00 | 103.186 | 102.346 | 104.446 | -26000.00 | 5920000.00 |
| 3944 | 2013.12.16 10:45 | sell | 1293 | 1.00 | 103.046 | 0.000 | 0.000 | ||
| 3945 | 2013.12.16 10:45 | modify | 1293 | 1.00 | 103.046 | 104.146 | 102.046 | ||
| 3946 | 2013.12.16 14:35 | close | 1293 | 1.00 | 102.972 | 104.146 | 102.046 | 7400.00 | 5927400.00 |
| 3947 | 2013.12.19 04:15 | buy | 1294 | 1.00 | 103.883 | 0.000 | 0.000 | ||
| 3948 | 2013.12.19 04:15 | modify | 1294 | 1.00 | 103.883 | 102.783 | 104.883 | ||
| 3949 | 2013.12.19 04:20 | close | 1294 | 1.00 | 103.873 | 102.783 | 104.883 | -1000.00 | 5926400.00 |
| 3950 | 2014.01.06 02:25 | buy | 1295 | 1.00 | 104.649 | 0.000 | 0.000 | ||
| 3951 | 2014.01.06 02:25 | modify | 1295 | 1.00 | 104.649 | 103.549 | 105.649 | ||
| 3952 | 2014.01.06 06:20 | close | 1295 | 1.00 | 104.432 | 103.549 | 105.649 | -21700.00 | 5904700.00 |
| 3953 | 2014.01.08 12:40 | buy | 1296 | 1.00 | 104.803 | 0.000 | 0.000 | ||
| 3954 | 2014.01.08 12:40 | modify | 1296 | 1.00 | 104.803 | 103.703 | 105.803 | ||
| 3955 | 2014.01.08 15:20 | close | 1296 | 1.00 | 104.965 | 103.703 | 105.803 | 16200.00 | 5920900.00 |
| 3956 | 2014.01.13 14:50 | sell | 1297 | 1.00 | 103.526 | 0.000 | 0.000 | ||
| 3957 | 2014.01.13 14:50 | modify | 1297 | 1.00 | 103.526 | 104.626 | 102.526 | ||
| 3958 | 2014.01.13 15:00 | close | 1297 | 1.00 | 103.543 | 104.626 | 102.526 | -1700.00 | 5919200.00 |
| 3959 | 2014.01.14 01:35 | sell | 1298 | 1.00 | 103.162 | 0.000 | 0.000 | ||
| 3960 | 2014.01.14 01:35 | modify | 1298 | 1.00 | 103.162 | 104.262 | 102.162 | ||
| 3961 | 2014.01.14 06:55 | close | 1298 | 1.00 | 103.302 | 104.262 | 102.162 | -14000.00 | 5905200.00 |
| 3962 | 2014.01.15 02:20 | buy | 1299 | 1.00 | 104.154 | 0.000 | 0.000 | ||
| 3963 | 2014.01.15 02:20 | modify | 1299 | 1.00 | 104.154 | 103.054 | 105.154 | ||
| 3964 | 2014.01.15 03:15 | close | 1299 | 1.00 | 104.311 | 103.054 | 105.154 | 15700.00 | 5920900.00 |
| 3965 | 2014.01.15 09:35 | buy | 1300 | 1.00 | 104.306 | 0.000 | 0.000 | ||
| 3966 | 2014.01.15 09:35 | modify | 1300 | 1.00 | 104.306 | 103.206 | 105.306 | ||
| 3967 | 2014.01.15 15:35 | close | 1300 | 1.00 | 104.470 | 103.206 | 105.306 | 16400.00 | 5937300.00 |
| 3968 | 2014.01.16 20:25 | sell | 1301 | 1.00 | 104.468 | 0.000 | 0.000 | ||
| 3969 | 2014.01.16 20:25 | modify | 1301 | 1.00 | 104.468 | 105.568 | 103.468 | ||
| 3970 | 2014.01.16 21:20 | close | 1301 | 1.00 | 104.336 | 105.568 | 103.468 | 13200.00 | 5950500.00 |
| 3971 | 2014.01.27 17:20 | buy | 1302 | 1.00 | 102.460 | 0.000 | 0.000 | ||
| 3972 | 2014.01.27 17:20 | modify | 1302 | 1.00 | 102.460 | 101.360 | 103.460 | ||
| 3973 | 2014.01.27 20:50 | close | 1302 | 1.00 | 102.608 | 101.360 | 103.460 | 14800.00 | 5965300.00 |
| 3974 | 2014.01.29 11:15 | buy | 1303 | 1.00 | 102.979 | 0.000 | 0.000 | ||
| 3975 | 2014.01.29 11:15 | modify | 1303 | 1.00 | 102.979 | 101.879 | 103.979 | ||
| 3976 | 2014.01.29 15:45 | modify | 1303 | 1.00 | 102.979 | 101.879 | 102.579 | ||
| 3977 | 2014.01.29 21:05 | close | 1303 | 1.00 | 102.313 | 101.879 | 102.579 | -66600.00 | 5898700.00 |
| 3978 | 2014.01.30 06:10 | sell | 1304 | 1.00 | 102.446 | 0.000 | 0.000 | ||
| 3979 | 2014.01.30 06:10 | modify | 1304 | 1.00 | 102.446 | 103.546 | 101.446 | ||
| 3980 | 2014.01.30 09:05 | close | 1304 | 1.00 | 102.387 | 103.546 | 101.446 | 5900.00 | 5904600.00 |
| 3981 | 2014.01.30 11:20 | buy | 1305 | 1.00 | 102.147 | 0.000 | 0.000 | ||
| 3982 | 2014.01.30 11:20 | modify | 1305 | 1.00 | 102.147 | 101.047 | 103.147 | ||
| 3983 | 2014.01.30 12:10 | close | 1305 | 1.00 | 102.303 | 101.047 | 103.147 | 15600.00 | 5920200.00 |
| 3984 | 2014.01.31 05:50 | buy | 1306 | 1.00 | 102.555 | 0.000 | 0.000 | ||
| 3985 | 2014.01.31 05:50 | modify | 1306 | 1.00 | 102.555 | 101.455 | 103.555 | ||
| 3986 | 2014.01.31 11:00 | close | 1306 | 1.00 | 102.649 | 101.455 | 103.555 | 9400.00 | 5929600.00 |
| 3987 | 2014.02.05 02:35 | buy | 1307 | 1.00 | 101.477 | 0.000 | 0.000 | ||
| 3988 | 2014.02.05 02:35 | modify | 1307 | 1.00 | 101.477 | 100.377 | 102.477 | ||
| 3989 | 2014.02.05 05:55 | close | 1307 | 1.00 | 101.444 | 100.377 | 102.477 | -3300.00 | 5926300.00 |
| 3990 | 2014.02.05 17:05 | sell | 1308 | 1.00 | 101.584 | 0.000 | 0.000 | ||
| 3991 | 2014.02.05 17:05 | modify | 1308 | 1.00 | 101.584 | 102.684 | 100.584 | ||
| 3992 | 2014.02.05 17:15 | close | 1308 | 1.00 | 101.370 | 102.684 | 100.584 | 21400.00 | 5947700.00 |
| 3993 | 2014.02.13 18:00 | sell | 1309 | 1.00 | 102.148 | 0.000 | 0.000 | ||
| 3994 | 2014.02.13 18:00 | modify | 1309 | 1.00 | 102.148 | 103.248 | 101.148 | ||
| 3995 | 2014.02.13 23:05 | close | 1309 | 1.00 | 102.210 | 103.248 | 101.148 | -6200.00 | 5941500.00 |
| 3996 | 2014.02.17 09:10 | sell | 1310 | 1.00 | 101.729 | 0.000 | 0.000 | ||
| 3997 | 2014.02.17 09:10 | modify | 1310 | 1.00 | 101.729 | 102.829 | 100.729 | ||
| 3998 | 2014.02.17 15:00 | close | 1310 | 1.00 | 101.932 | 102.829 | 100.729 | -20300.00 | 5921200.00 |
| 3999 | 2014.02.18 17:05 | buy | 1311 | 1.00 | 102.302 | 0.000 | 0.000 | ||
| 4000 | 2014.02.18 17:05 | modify | 1311 | 1.00 | 102.302 | 101.202 | 103.302 | ||
| 4001 | 2014.02.18 23:10 | close | 1311 | 1.00 | 102.383 | 101.202 | 103.302 | 8100.00 | 5929300.00 |
| 4002 | 2014.02.20 12:35 | sell | 1312 | 1.00 | 102.029 | 0.000 | 0.000 | ||
| 4003 | 2014.02.20 12:35 | modify | 1312 | 1.00 | 102.029 | 103.129 | 101.029 | ||
| 4004 | 2014.02.20 21:05 | close | 1312 | 1.00 | 102.302 | 103.129 | 101.029 | -27300.00 | 5902000.00 |
| 4005 | 2014.02.27 15:40 | sell | 1313 | 1.00 | 102.035 | 0.000 | 0.000 | ||
| 4006 | 2014.02.27 15:40 | modify | 1313 | 1.00 | 102.035 | 103.135 | 101.035 | ||
| 4007 | 2014.02.27 21:45 | close | 1313 | 1.00 | 102.049 | 103.135 | 101.035 | -1400.00 | 5900600.00 |
| 4008 | 2014.03.27 07:00 | sell | 1314 | 1.00 | 102.023 | 0.000 | 0.000 | ||
| 4009 | 2014.03.27 07:00 | modify | 1314 | 1.00 | 102.023 | 103.123 | 101.023 | ||
| 4010 | 2014.03.27 10:30 | close | 1314 | 1.00 | 102.138 | 103.123 | 101.023 | -11500.00 | 5889100.00 |
| 4011 | 2014.03.31 18:00 | buy | 1315 | 1.00 | 102.983 | 0.000 | 0.000 | ||
| 4012 | 2014.03.31 18:00 | modify | 1315 | 1.00 | 102.983 | 101.883 | 103.983 | ||
| 4013 | 2014.03.31 21:10 | close | 1315 | 1.00 | 103.144 | 101.883 | 103.983 | 16100.00 | 5905200.00 |
| 4014 | 2014.04.02 08:10 | buy | 1316 | 1.00 | 103.768 | 0.000 | 0.000 | ||
| 4015 | 2014.04.02 08:10 | modify | 1316 | 1.00 | 103.768 | 102.668 | 104.768 | ||
| 4016 | 2014.04.02 09:30 | close | 1316 | 1.00 | 103.843 | 102.668 | 104.768 | 7500.00 | 5912700.00 |
| 4017 | 2014.04.09 03:25 | sell | 1317 | 1.00 | 102.029 | 0.000 | 0.000 | ||
| 4018 | 2014.04.09 03:25 | modify | 1317 | 1.00 | 102.029 | 103.129 | 101.029 | ||
| 4019 | 2014.04.09 04:10 | close | 1317 | 1.00 | 101.885 | 103.129 | 101.029 | 14400.00 | 5927100.00 |
| 4020 | 2014.04.09 16:50 | buy | 1318 | 1.00 | 101.894 | 0.000 | 0.000 | ||
| 4021 | 2014.04.09 16:50 | modify | 1318 | 1.00 | 101.894 | 100.794 | 102.894 | ||
| 4022 | 2014.04.09 19:35 | close | 1318 | 1.00 | 101.907 | 100.794 | 102.894 | 1300.00 | 5928400.00 |
| 4023 | 2014.04.18 05:40 | buy | 1319 | 1.00 | 102.376 | 0.000 | 0.000 | ||
| 4024 | 2014.04.18 05:40 | modify | 1319 | 1.00 | 102.376 | 101.276 | 103.376 | ||
| 4025 | 2014.04.18 11:20 | close | 1319 | 1.00 | 102.422 | 101.276 | 103.376 | 4600.00 | 5933000.00 |
| 4026 | 2014.05.05 09:40 | sell | 1320 | 1.00 | 102.044 | 0.000 | 0.000 | ||
| 4027 | 2014.05.05 09:40 | modify | 1320 | 1.00 | 102.044 | 103.144 | 101.044 | ||
| 4028 | 2014.05.05 11:30 | close | 1320 | 1.00 | 102.000 | 103.144 | 101.044 | 4400.00 | 5937400.00 |
| 4029 | 2014.05.16 09:05 | sell | 1321 | 1.00 | 101.557 | 0.000 | 0.000 | ||
| 4030 | 2014.05.16 09:05 | modify | 1321 | 1.00 | 101.557 | 102.657 | 100.557 | ||
| 4031 | 2014.05.16 13:00 | close | 1321 | 1.00 | 101.505 | 102.657 | 100.557 | 5200.00 | 5942600.00 |
| 4032 | 2014.05.22 23:00 | buy | 1322 | 1.00 | 101.746 | 0.000 | 0.000 | ||
| 4033 | 2014.05.22 23:00 | modify | 1322 | 1.00 | 101.746 | 100.646 | 102.746 | ||
| 4034 | 2014.05.23 01:55 | close | 1322 | 1.00 | 101.779 | 100.646 | 102.746 | 3300.00 | 5945900.00 |
| 4035 | 2014.08.04 04:35 | sell | 1323 | 1.00 | 102.628 | 0.000 | 0.000 | ||
| 4036 | 2014.08.04 04:35 | modify | 1323 | 1.00 | 102.628 | 103.728 | 101.628 | ||
| 4037 | 2014.08.04 10:20 | close | 1323 | 1.00 | 102.631 | 103.728 | 101.628 | -300.00 | 5945600.00 |
| 4038 | 2014.08.08 14:15 | sell | 1324 | 1.00 | 101.937 | 0.000 | 0.000 | ||
| 4039 | 2014.08.08 14:15 | modify | 1324 | 1.00 | 101.937 | 103.037 | 100.937 | ||
| 4040 | 2014.08.08 17:15 | close | 1324 | 1.00 | 101.774 | 103.037 | 100.937 | 16300.00 | 5961900.00 |
| 4041 | 2014.08.11 10:20 | buy | 1325 | 1.00 | 102.040 | 0.000 | 0.000 | ||
| 4042 | 2014.08.11 10:20 | modify | 1325 | 1.00 | 102.040 | 100.940 | 103.040 | ||
| 4043 | 2014.08.11 13:40 | close | 1325 | 1.00 | 102.100 | 100.940 | 103.040 | 6000.00 | 5967900.00 |
| 4044 | 2014.08.20 15:40 | buy | 1326 | 1.00 | 103.209 | 0.000 | 0.000 | ||
| 4045 | 2014.08.20 15:40 | modify | 1326 | 1.00 | 103.209 | 102.109 | 104.209 | ||
| 4046 | 2014.08.20 18:40 | close | 1326 | 1.00 | 103.346 | 102.109 | 104.209 | 13700.00 | 5981600.00 |
| 4047 | 2014.08.25 11:05 | buy | 1327 | 1.00 | 104.051 | 0.000 | 0.000 | ||
| 4048 | 2014.08.25 11:05 | modify | 1327 | 1.00 | 104.051 | 102.951 | 105.051 | ||
| 4049 | 2014.08.25 15:45 | close | 1327 | 1.00 | 103.996 | 102.951 | 105.051 | -5500.00 | 5976100.00 |
| 4050 | 2014.09.05 19:55 | sell | 1328 | 1.00 | 105.086 | 0.000 | 0.000 | ||