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 |
| 4051 | 2014.09.05 19:55 | modify | 1328 | 1.00 | 105.086 | 106.186 | 104.086 | ||
| 4052 | 2014.09.05 23:00 | close | 1328 | 1.00 | 105.089 | 106.186 | 104.086 | -300.00 | 5975800.00 |
| 4053 | 2014.09.09 13:55 | buy | 1329 | 1.00 | 106.160 | 0.000 | 0.000 | ||
| 4054 | 2014.09.09 13:55 | modify | 1329 | 1.00 | 106.160 | 105.060 | 107.160 | ||
| 4055 | 2014.09.09 16:05 | close | 1329 | 1.00 | 106.267 | 105.060 | 107.160 | 10700.00 | 5986500.00 |
| 4056 | 2014.09.11 15:45 | buy | 1330 | 1.00 | 106.879 | 0.000 | 0.000 | ||
| 4057 | 2014.09.11 15:45 | modify | 1330 | 1.00 | 106.879 | 105.779 | 107.879 | ||
| 4058 | 2014.09.11 17:10 | close | 1330 | 1.00 | 107.065 | 105.779 | 107.879 | 18600.00 | 6005100.00 |
| 4059 | 2014.09.19 11:55 | buy | 1331 | 1.00 | 108.902 | 0.000 | 0.000 | ||
| 4060 | 2014.09.19 11:55 | modify | 1331 | 1.00 | 108.902 | 107.802 | 109.902 | ||
| 4061 | 2014.09.19 16:55 | close | 1331 | 1.00 | 108.899 | 107.802 | 109.902 | -300.00 | 6004800.00 |
| 4062 | 2014.09.25 16:00 | buy | 1332 | 1.00 | 109.147 | 0.000 | 0.000 | ||
| 4063 | 2014.09.25 16:00 | modify | 1332 | 1.00 | 109.147 | 108.047 | 110.147 | ||
| 4064 | 2014.09.25 17:45 | modify | 1332 | 1.00 | 109.147 | 108.047 | 108.747 | ||
| 4065 | 2014.09.25 18:03 | t/p | 1332 | 1.00 | 108.748 | 108.047 | 108.747 | -39900.00 | 5964900.00 |
| 4066 | 2014.09.29 13:50 | buy | 1333 | 1.00 | 109.442 | 0.000 | 0.000 | ||
| 4067 | 2014.09.29 13:50 | modify | 1333 | 1.00 | 109.442 | 108.342 | 110.442 | ||
| 4068 | 2014.09.29 16:00 | close | 1333 | 1.00 | 109.243 | 108.342 | 110.442 | -19900.00 | 5945000.00 |
| 4069 | 2014.10.02 15:05 | sell | 1334 | 1.00 | 108.842 | 0.000 | 0.000 | ||
| 4070 | 2014.10.02 15:05 | modify | 1334 | 1.00 | 108.842 | 109.942 | 107.842 | ||
| 4071 | 2014.10.02 15:50 | close | 1334 | 1.00 | 108.686 | 109.942 | 107.842 | 15600.00 | 5960600.00 |
| 4072 | 2014.10.03 02:50 | sell | 1335 | 1.00 | 108.533 | 0.000 | 0.000 | ||
| 4073 | 2014.10.03 02:50 | modify | 1335 | 1.00 | 108.533 | 109.633 | 107.533 | ||
| 4074 | 2014.10.03 06:30 | close | 1335 | 1.00 | 108.757 | 109.633 | 107.533 | -22400.00 | 5938200.00 |
| 4075 | 2014.10.06 03:15 | buy | 1336 | 1.00 | 109.676 | 0.000 | 0.000 | ||
| 4076 | 2014.10.06 03:15 | modify | 1336 | 1.00 | 109.676 | 108.576 | 110.676 | ||
| 4077 | 2014.10.06 16:00 | close | 1336 | 1.00 | 109.333 | 108.576 | 110.676 | -34300.00 | 5903900.00 |
| 4078 | 2014.10.08 03:30 | sell | 1337 | 1.00 | 108.270 | 0.000 | 0.000 | ||
| 4079 | 2014.10.08 03:30 | modify | 1337 | 1.00 | 108.270 | 109.370 | 107.270 | ||
| 4080 | 2014.10.08 09:45 | close | 1337 | 1.00 | 108.351 | 109.370 | 107.270 | -8100.00 | 5895800.00 |
| 4081 | 2014.10.09 18:15 | sell | 1338 | 1.00 | 108.118 | 0.000 | 0.000 | ||
| 4082 | 2014.10.09 18:15 | modify | 1338 | 1.00 | 108.118 | 109.218 | 107.118 | ||
| 4083 | 2014.10.09 18:50 | close | 1338 | 1.00 | 107.892 | 109.218 | 107.118 | 22600.00 | 5918400.00 |
| 4084 | 2014.10.17 06:45 | buy | 1339 | 1.00 | 106.163 | 0.000 | 0.000 | ||
| 4085 | 2014.10.17 06:45 | modify | 1339 | 1.00 | 106.163 | 105.063 | 107.163 | ||
| 4086 | 2014.10.17 09:50 | close | 1339 | 1.00 | 106.299 | 105.063 | 107.163 | 13600.00 | 5932000.00 |
| 4087 | 2014.10.24 03:30 | buy | 1340 | 1.00 | 108.101 | 0.000 | 0.000 | ||
| 4088 | 2014.10.24 03:30 | modify | 1340 | 1.00 | 108.101 | 107.001 | 109.101 | ||
| 4089 | 2014.10.24 10:00 | close | 1340 | 1.00 | 108.093 | 107.001 | 109.101 | -800.00 | 5931200.00 |
| 4090 | 2014.10.30 12:50 | buy | 1341 | 1.00 | 108.982 | 0.000 | 0.000 | ||
| 4091 | 2014.10.30 12:50 | modify | 1341 | 1.00 | 108.982 | 107.882 | 109.982 | ||
| 4092 | 2014.10.30 15:10 | close | 1341 | 1.00 | 109.068 | 107.882 | 109.982 | 8600.00 | 5939800.00 |
| 4093 | 2014.11.03 08:30 | buy | 1342 | 1.00 | 112.637 | 0.000 | 0.000 | ||
| 4094 | 2014.11.03 08:30 | modify | 1342 | 1.00 | 112.637 | 111.537 | 113.637 | ||
| 4095 | 2014.11.03 09:35 | close | 1342 | 1.00 | 112.823 | 111.537 | 113.637 | 18600.00 | 5958400.00 |
| 4096 | 2014.11.03 21:35 | buy | 1343 | 1.00 | 113.663 | 0.000 | 0.000 | ||
| 4097 | 2014.11.03 21:35 | modify | 1343 | 1.00 | 113.663 | 112.563 | 114.663 | ||
| 4098 | 2014.11.03 23:10 | close | 1343 | 1.00 | 113.867 | 112.563 | 114.663 | 20400.00 | 5978800.00 |
| 4099 | 2014.11.04 16:25 | sell | 1344 | 1.00 | 113.645 | 0.000 | 0.000 | ||
| 4100 | 2014.11.04 16:25 | modify | 1344 | 1.00 | 113.645 | 114.745 | 112.645 | ||
| 4101 | 2014.11.04 17:30 | close | 1344 | 1.00 | 113.440 | 114.745 | 112.645 | 20500.00 | 5999300.00 |
| 4102 | 2014.11.11 03:40 | buy | 1345 | 1.00 | 114.649 | 0.000 | 0.000 | ||
| 4103 | 2014.11.11 03:40 | modify | 1345 | 1.00 | 114.649 | 113.549 | 115.649 | ||
| 4104 | 2014.11.11 05:40 | close | 1345 | 1.00 | 114.873 | 113.549 | 115.649 | 22400.00 | 6021700.00 |
| 4105 | 2014.11.11 15:30 | buy | 1346 | 1.00 | 115.623 | 0.000 | 0.000 | ||
| 4106 | 2014.11.11 15:30 | modify | 1346 | 1.00 | 115.623 | 114.523 | 116.623 | ||
| 4107 | 2014.11.11 15:55 | close | 1346 | 1.00 | 115.774 | 114.523 | 116.623 | 15100.00 | 6036800.00 |
| 4108 | 2014.11.11 18:40 | buy | 1347 | 1.00 | 115.507 | 0.000 | 0.000 | ||
| 4109 | 2014.11.11 18:40 | modify | 1347 | 1.00 | 115.507 | 114.407 | 116.507 | ||
| 4110 | 2014.11.11 19:20 | close | 1347 | 1.00 | 115.753 | 114.407 | 116.507 | 24600.00 | 6061400.00 |
| 4111 | 2014.11.11 21:05 | buy | 1348 | 1.00 | 115.188 | 0.000 | 0.000 | ||
| 4112 | 2014.11.11 21:05 | modify | 1348 | 1.00 | 115.188 | 114.088 | 116.188 | ||
| 4113 | 2014.11.11 21:55 | close | 1348 | 1.00 | 115.342 | 114.088 | 116.188 | 15400.00 | 6076800.00 |
| 4114 | 2014.11.12 18:40 | sell | 1349 | 1.00 | 115.372 | 0.000 | 0.000 | ||
| 4115 | 2014.11.12 18:40 | modify | 1349 | 1.00 | 115.372 | 116.472 | 114.372 | ||
| 4116 | 2014.11.12 23:55 | close | 1349 | 1.00 | 115.461 | 116.472 | 114.372 | -8900.00 | 6067900.00 |
| 4117 | 2014.11.13 10:10 | buy | 1350 | 1.00 | 115.622 | 0.000 | 0.000 | ||
| 4118 | 2014.11.13 10:10 | modify | 1350 | 1.00 | 115.622 | 114.522 | 116.622 | ||
| 4119 | 2014.11.13 13:30 | close | 1350 | 1.00 | 115.626 | 114.522 | 116.622 | 400.00 | 6068300.00 |
| 4120 | 2014.11.14 19:15 | buy | 1351 | 1.00 | 116.254 | 0.000 | 0.000 | ||
| 4121 | 2014.11.14 19:15 | modify | 1351 | 1.00 | 116.254 | 115.154 | 117.254 | ||
| 4122 | 2014.11.14 22:00 | close | 1351 | 1.00 | 116.238 | 115.154 | 117.254 | -1600.00 | 6066700.00 |
| 4123 | 2014.11.17 10:10 | sell | 1352 | 1.00 | 116.084 | 0.000 | 0.000 | ||
| 4124 | 2014.11.17 10:10 | modify | 1352 | 1.00 | 116.084 | 117.184 | 115.084 | ||
| 4125 | 2014.11.17 11:30 | close | 1352 | 1.00 | 115.908 | 117.184 | 115.084 | 17600.00 | 6084300.00 |
| 4126 | 2014.11.17 12:45 | sell | 1353 | 1.00 | 116.331 | 0.000 | 0.000 | ||
| 4127 | 2014.11.17 12:45 | modify | 1353 | 1.00 | 116.331 | 117.431 | 115.331 | ||
| 4128 | 2014.11.17 13:15 | close | 1353 | 1.00 | 116.180 | 117.431 | 115.331 | 15100.00 | 6099400.00 |
| 4129 | 2014.11.20 13:35 | buy | 1354 | 1.00 | 118.082 | 0.000 | 0.000 | ||
| 4130 | 2014.11.20 13:35 | modify | 1354 | 1.00 | 118.082 | 116.982 | 119.082 | ||
| 4131 | 2014.11.20 14:05 | close | 1354 | 1.00 | 118.243 | 116.982 | 119.082 | 16100.00 | 6115500.00 |
| 4132 | 2014.11.25 02:55 | buy | 1355 | 1.00 | 118.088 | 0.000 | 0.000 | ||
| 4133 | 2014.11.25 02:55 | modify | 1355 | 1.00 | 118.088 | 116.988 | 119.088 | ||
| 4134 | 2014.11.25 06:45 | close | 1355 | 1.00 | 118.035 | 116.988 | 119.088 | -5300.00 | 6110200.00 |
| 4135 | 2014.12.01 09:20 | buy | 1356 | 1.00 | 118.739 | 0.000 | 0.000 | ||
| 4136 | 2014.12.01 09:20 | modify | 1356 | 1.00 | 118.739 | 117.639 | 119.739 | ||
| 4137 | 2014.12.01 10:35 | close | 1356 | 1.00 | 119.107 | 117.639 | 119.739 | 36800.00 | 6147000.00 |
| 4138 | 2014.12.08 23:40 | sell | 1357 | 1.00 | 120.791 | 0.000 | 0.000 | ||
| 4139 | 2014.12.08 23:40 | modify | 1357 | 1.00 | 120.791 | 121.891 | 119.791 | ||
| 4140 | 2014.12.09 00:45 | close | 1357 | 1.00 | 120.602 | 121.891 | 119.791 | 18900.00 | 6165900.00 |
| 4141 | 2014.12.09 02:45 | sell | 1358 | 1.00 | 120.891 | 0.000 | 0.000 | ||
| 4142 | 2014.12.09 02:45 | modify | 1358 | 1.00 | 120.891 | 121.991 | 119.891 | ||
| 4143 | 2014.12.09 04:30 | close | 1358 | 1.00 | 120.720 | 121.991 | 119.891 | 17100.00 | 6183000.00 |
| 4144 | 2014.12.09 22:15 | sell | 1359 | 1.00 | 119.708 | 0.000 | 0.000 | ||
| 4145 | 2014.12.09 22:15 | modify | 1359 | 1.00 | 119.708 | 120.808 | 118.708 | ||
| 4146 | 2014.12.10 00:45 | close | 1359 | 1.00 | 119.495 | 120.808 | 118.708 | 21300.00 | 6204300.00 |
| 4147 | 2014.12.11 03:50 | sell | 1360 | 1.00 | 118.310 | 0.000 | 0.000 | ||
| 4148 | 2014.12.11 03:50 | modify | 1360 | 1.00 | 118.310 | 119.410 | 117.310 | ||
| 4149 | 2014.12.11 04:15 | close | 1360 | 1.00 | 118.099 | 119.410 | 117.310 | 21100.00 | 6225400.00 |
| 4150 | 2014.12.11 21:55 | buy | 1361 | 1.00 | 119.112 | 0.000 | 0.000 | ||
| 4151 | 2014.12.11 21:55 | modify | 1361 | 1.00 | 119.112 | 118.012 | 120.112 | ||
| 4152 | 2014.12.11 22:20 | close | 1361 | 1.00 | 119.262 | 118.012 | 120.112 | 15000.00 | 6240400.00 |
| 4153 | 2014.12.11 23:05 | buy | 1362 | 1.00 | 118.916 | 0.000 | 0.000 | ||
| 4154 | 2014.12.11 23:05 | modify | 1362 | 1.00 | 118.916 | 117.816 | 119.916 | ||
| 4155 | 2014.12.12 01:20 | close | 1362 | 1.00 | 119.029 | 117.816 | 119.916 | 11300.00 | 6251700.00 |
| 4156 | 2014.12.12 06:15 | buy | 1363 | 1.00 | 118.612 | 0.000 | 0.000 | ||
| 4157 | 2014.12.12 06:15 | modify | 1363 | 1.00 | 118.612 | 117.512 | 119.612 | ||
| 4158 | 2014.12.12 07:25 | close | 1363 | 1.00 | 118.774 | 117.512 | 119.612 | 16200.00 | 6267900.00 |
| 4159 | 2014.12.12 17:00 | sell | 1364 | 1.00 | 118.961 | 0.000 | 0.000 | ||
| 4160 | 2014.12.12 17:00 | modify | 1364 | 1.00 | 118.961 | 120.061 | 117.961 | ||
| 4161 | 2014.12.12 17:55 | close | 1364 | 1.00 | 118.654 | 120.061 | 117.961 | 30700.00 | 6298600.00 |
| 4162 | 2014.12.15 03:20 | sell | 1365 | 1.00 | 118.781 | 0.000 | 0.000 | ||
| 4163 | 2014.12.15 03:20 | modify | 1365 | 1.00 | 118.781 | 119.881 | 117.781 | ||
| 4164 | 2014.12.15 04:30 | close | 1365 | 1.00 | 118.588 | 119.881 | 117.781 | 19300.00 | 6317900.00 |
| 4165 | 2014.12.15 08:35 | buy | 1366 | 1.00 | 118.342 | 0.000 | 0.000 | ||
| 4166 | 2014.12.15 08:35 | modify | 1366 | 1.00 | 118.342 | 117.242 | 119.342 | ||
| 4167 | 2014.12.15 11:00 | close | 1366 | 1.00 | 118.544 | 117.242 | 119.342 | 20200.00 | 6338100.00 |
| 4168 | 2014.12.16 18:00 | sell | 1367 | 1.00 | 117.205 | 0.000 | 0.000 | ||
| 4169 | 2014.12.16 18:00 | modify | 1367 | 1.00 | 117.205 | 118.305 | 116.205 | ||
| 4170 | 2014.12.16 22:45 | close | 1367 | 1.00 | 117.034 | 118.305 | 116.205 | 17100.00 | 6355200.00 |
| 4171 | 2014.12.18 04:50 | buy | 1368 | 1.00 | 118.466 | 0.000 | 0.000 | ||
| 4172 | 2014.12.18 04:50 | modify | 1368 | 1.00 | 118.466 | 117.366 | 119.466 | ||
| 4173 | 2014.12.18 08:10 | close | 1368 | 1.00 | 118.619 | 117.366 | 119.466 | 15300.00 | 6370500.00 |
| 4174 | 2014.12.24 02:45 | buy | 1369 | 1.00 | 120.598 | 0.000 | 0.000 | ||
| 4175 | 2014.12.24 02:45 | modify | 1369 | 1.00 | 120.598 | 119.498 | 121.598 | ||
| 4176 | 2014.12.24 18:00 | close | 1369 | 1.00 | 120.493 | 119.498 | 121.598 | -10500.00 | 6360000.00 |
| 4177 | 2015.01.02 17:10 | buy | 1370 | 1.00 | 120.419 | 0.000 | 0.000 | ||
| 4178 | 2015.01.02 17:10 | modify | 1370 | 1.00 | 120.419 | 119.319 | 121.419 | ||
| 4179 | 2015.01.02 19:35 | close | 1370 | 1.00 | 120.348 | 119.319 | 121.419 | -7100.00 | 6352900.00 |
| 4180 | 2015.01.06 13:20 | sell | 1371 | 1.00 | 119.151 | 0.000 | 0.000 | ||
| 4181 | 2015.01.06 13:20 | modify | 1371 | 1.00 | 119.151 | 120.251 | 118.151 | ||
| 4182 | 2015.01.06 15:10 | close | 1371 | 1.00 | 119.009 | 120.251 | 118.151 | 14200.00 | 6367100.00 |
| 4183 | 2015.01.06 22:15 | sell | 1372 | 1.00 | 118.757 | 0.000 | 0.000 | ||
| 4184 | 2015.01.06 22:15 | modify | 1372 | 1.00 | 118.757 | 119.857 | 117.757 | ||
| 4185 | 2015.01.06 23:00 | close | 1372 | 1.00 | 118.504 | 119.857 | 117.757 | 25300.00 | 6392400.00 |
| 4186 | 2015.01.08 15:45 | buy | 1373 | 1.00 | 119.573 | 0.000 | 0.000 | ||
| 4187 | 2015.01.08 15:45 | modify | 1373 | 1.00 | 119.573 | 118.473 | 120.573 | ||
| 4188 | 2015.01.08 20:10 | close | 1373 | 1.00 | 119.659 | 118.473 | 120.573 | 8600.00 | 6401000.00 |
| 4189 | 2015.01.12 10:20 | sell | 1374 | 1.00 | 118.523 | 0.000 | 0.000 | ||
| 4190 | 2015.01.12 10:20 | modify | 1374 | 1.00 | 118.523 | 119.623 | 117.523 | ||
| 4191 | 2015.01.12 12:00 | modify | 1374 | 1.00 | 118.523 | 119.623 | 118.923 | ||
| 4192 | 2015.01.12 14:10 | close | 1374 | 1.00 | 119.082 | 119.623 | 118.923 | -55900.00 | 6345100.00 |
| 4193 | 2015.01.12 16:40 | buy | 1375 | 1.00 | 118.603 | 0.000 | 0.000 | ||
| 4194 | 2015.01.12 16:40 | modify | 1375 | 1.00 | 118.603 | 117.503 | 119.603 | ||
| 4195 | 2015.01.13 01:20 | close | 1375 | 1.00 | 118.407 | 117.503 | 119.603 | -19600.00 | 6325500.00 |
| 4196 | 2015.01.13 06:35 | sell | 1376 | 1.00 | 118.246 | 0.000 | 0.000 | ||
| 4197 | 2015.01.13 06:35 | modify | 1376 | 1.00 | 118.246 | 119.346 | 117.246 | ||
| 4198 | 2015.01.13 09:25 | close | 1376 | 1.00 | 118.403 | 119.346 | 117.246 | -15700.00 | 6309800.00 |
| 4199 | 2015.01.14 20:05 | sell | 1377 | 1.00 | 117.096 | 0.000 | 0.000 | ||
| 4200 | 2015.01.14 20:05 | modify | 1377 | 1.00 | 117.096 | 118.196 | 116.096 | ||