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 |
| 4201 | 2015.01.14 20:45 | close | 1377 | 1.00 | 116.897 | 118.196 | 116.096 | 19900.00 | 6329700.00 |
| 4202 | 2015.01.15 11:35 | buy | 1378 | 1.00 | 117.212 | 0.000 | 0.000 | ||
| 4203 | 2015.01.15 11:35 | modify | 1378 | 1.00 | 117.212 | 116.112 | 118.212 | ||
| 4204 | 2015.01.15 13:05 | modify | 1378 | 1.00 | 117.212 | 116.112 | 116.812 | ||
| 4205 | 2015.01.15 14:17 | t/p | 1378 | 1.00 | 116.820 | 116.112 | 116.812 | -39200.00 | 6290500.00 |
| 4206 | 2015.01.16 08:05 | sell | 1379 | 1.00 | 116.640 | 0.000 | 0.000 | ||
| 4207 | 2015.01.16 08:05 | modify | 1379 | 1.00 | 116.640 | 117.740 | 115.640 | ||
| 4208 | 2015.01.16 09:30 | close | 1379 | 1.00 | 116.466 | 117.740 | 115.640 | 17400.00 | 6307900.00 |
| 4209 | 2015.01.19 03:25 | buy | 1380 | 1.00 | 117.152 | 0.000 | 0.000 | ||
| 4210 | 2015.01.19 03:25 | modify | 1380 | 1.00 | 117.152 | 116.052 | 118.152 | ||
| 4211 | 2015.01.19 07:30 | close | 1380 | 1.00 | 117.216 | 116.052 | 118.152 | 6400.00 | 6314300.00 |
| 4212 | 2015.01.22 11:05 | buy | 1381 | 1.00 | 117.750 | 0.000 | 0.000 | ||
| 4213 | 2015.01.22 11:05 | modify | 1381 | 1.00 | 117.750 | 116.650 | 118.750 | ||
| 4214 | 2015.01.22 15:50 | close | 1381 | 1.00 | 117.902 | 116.650 | 118.750 | 15200.00 | 6329500.00 |
| 4215 | 2015.01.26 08:20 | sell | 1382 | 1.00 | 117.881 | 0.000 | 0.000 | ||
| 4216 | 2015.01.26 08:20 | modify | 1382 | 1.00 | 117.881 | 118.981 | 116.881 | ||
| 4217 | 2015.01.26 12:00 | close | 1382 | 1.00 | 118.103 | 118.981 | 116.881 | -22200.00 | 6307300.00 |
| 4218 | 2015.01.27 04:20 | buy | 1383 | 1.00 | 118.306 | 0.000 | 0.000 | ||
| 4219 | 2015.01.27 04:20 | modify | 1383 | 1.00 | 118.306 | 117.206 | 119.306 | ||
| 4220 | 2015.01.27 11:25 | close | 1383 | 1.00 | 118.207 | 117.206 | 119.306 | -9900.00 | 6297400.00 |
| 4221 | 2015.01.27 20:20 | sell | 1384 | 1.00 | 117.960 | 0.000 | 0.000 | ||
| 4222 | 2015.01.27 20:20 | modify | 1384 | 1.00 | 117.960 | 119.060 | 116.960 | ||
| 4223 | 2015.01.27 22:00 | close | 1384 | 1.00 | 117.760 | 119.060 | 116.960 | 20000.00 | 6317400.00 |
| 4224 | 2015.01.29 04:15 | sell | 1385 | 1.00 | 117.946 | 0.000 | 0.000 | ||
| 4225 | 2015.01.29 04:15 | modify | 1385 | 1.00 | 117.946 | 119.046 | 116.946 | ||
| 4226 | 2015.01.29 07:15 | close | 1385 | 1.00 | 117.855 | 119.046 | 116.946 | 9100.00 | 6326500.00 |
| 4227 | 2015.01.30 02:25 | buy | 1386 | 1.00 | 118.200 | 0.000 | 0.000 | ||
| 4228 | 2015.01.30 02:25 | modify | 1386 | 1.00 | 118.200 | 117.100 | 119.200 | ||
| 4229 | 2015.01.30 06:05 | close | 1386 | 1.00 | 118.069 | 117.100 | 119.200 | -13100.00 | 6313400.00 |
| 4230 | 2015.01.30 21:30 | sell | 1387 | 1.00 | 117.652 | 0.000 | 0.000 | ||
| 4231 | 2015.01.30 21:30 | modify | 1387 | 1.00 | 117.652 | 118.752 | 116.652 | ||
| 4232 | 2015.01.30 22:00 | close | 1387 | 1.00 | 117.528 | 118.752 | 116.652 | 12400.00 | 6325800.00 |
| 4233 | 2015.02.02 04:00 | sell | 1388 | 1.00 | 117.610 | 0.000 | 0.000 | ||
| 4234 | 2015.02.02 04:00 | modify | 1388 | 1.00 | 117.610 | 118.710 | 116.610 | ||
| 4235 | 2015.02.02 07:30 | close | 1388 | 1.00 | 117.612 | 118.710 | 116.610 | -200.00 | 6325600.00 |
| 4236 | 2015.02.02 23:10 | sell | 1389 | 1.00 | 117.517 | 0.000 | 0.000 | ||
| 4237 | 2015.02.02 23:10 | modify | 1389 | 1.00 | 117.517 | 118.617 | 116.517 | ||
| 4238 | 2015.02.03 02:10 | close | 1389 | 1.00 | 117.496 | 118.617 | 116.517 | 2100.00 | 6327700.00 |
| 4239 | 2015.02.04 07:20 | buy | 1390 | 1.00 | 117.677 | 0.000 | 0.000 | ||
| 4240 | 2015.02.04 07:20 | modify | 1390 | 1.00 | 117.677 | 116.577 | 118.677 | ||
| 4241 | 2015.02.04 13:10 | close | 1390 | 1.00 | 117.485 | 116.577 | 118.677 | -19200.00 | 6308500.00 |
| 4242 | 2015.02.12 02:05 | buy | 1391 | 1.00 | 120.120 | 0.000 | 0.000 | ||
| 4243 | 2015.02.12 02:05 | modify | 1391 | 1.00 | 120.120 | 119.020 | 121.120 | ||
| 4244 | 2015.02.12 04:30 | close | 1391 | 1.00 | 120.136 | 119.020 | 121.120 | 1600.00 | 6310100.00 |
| 4245 | 2015.02.18 04:50 | buy | 1392 | 1.00 | 119.052 | 0.000 | 0.000 | ||
| 4246 | 2015.02.18 04:50 | modify | 1392 | 1.00 | 119.052 | 117.952 | 120.052 | ||
| 4247 | 2015.02.18 08:35 | close | 1392 | 1.00 | 119.138 | 117.952 | 120.052 | 8600.00 | 6318700.00 |
| 4248 | 2015.02.19 12:00 | sell | 1393 | 1.00 | 118.877 | 0.000 | 0.000 | ||
| 4249 | 2015.02.19 12:00 | modify | 1393 | 1.00 | 118.877 | 119.977 | 117.877 | ||
| 4250 | 2015.02.19 17:05 | close | 1393 | 1.00 | 118.922 | 119.977 | 117.877 | -4500.00 | 6314200.00 |
| 4251 | 2015.02.24 19:45 | buy | 1394 | 1.00 | 118.877 | 0.000 | 0.000 | ||
| 4252 | 2015.02.24 19:45 | modify | 1394 | 1.00 | 118.877 | 117.777 | 119.877 | ||
| 4253 | 2015.02.24 23:50 | close | 1394 | 1.00 | 118.956 | 117.777 | 119.877 | 7900.00 | 6322100.00 |
| 4254 | 2015.02.25 08:30 | sell | 1395 | 1.00 | 118.835 | 0.000 | 0.000 | ||
| 4255 | 2015.02.25 08:30 | modify | 1395 | 1.00 | 118.835 | 119.935 | 117.835 | ||
| 4256 | 2015.02.25 11:25 | close | 1395 | 1.00 | 118.736 | 119.935 | 117.835 | 9900.00 | 6332000.00 |
| 4257 | 2015.02.27 02:20 | buy | 1396 | 1.00 | 119.257 | 0.000 | 0.000 | ||
| 4258 | 2015.02.27 02:20 | modify | 1396 | 1.00 | 119.257 | 118.157 | 120.257 | ||
| 4259 | 2015.02.27 08:20 | close | 1396 | 1.00 | 119.224 | 118.157 | 120.257 | -3300.00 | 6328700.00 |
| 4260 | 2015.03.02 07:40 | buy | 1397 | 1.00 | 119.797 | 0.000 | 0.000 | ||
| 4261 | 2015.03.02 07:40 | modify | 1397 | 1.00 | 119.797 | 118.697 | 120.797 | ||
| 4262 | 2015.03.02 09:50 | close | 1397 | 1.00 | 119.905 | 118.697 | 120.797 | 10800.00 | 6339500.00 |
| 4263 | 2015.03.02 13:40 | buy | 1398 | 1.00 | 119.720 | 0.000 | 0.000 | ||
| 4264 | 2015.03.02 13:40 | modify | 1398 | 1.00 | 119.720 | 118.620 | 120.720 | ||
| 4265 | 2015.03.02 15:00 | close | 1398 | 1.00 | 119.777 | 118.620 | 120.720 | 5700.00 | 6345200.00 |
| 4266 | 2015.03.03 21:35 | sell | 1399 | 1.00 | 119.667 | 0.000 | 0.000 | ||
| 4267 | 2015.03.03 21:35 | modify | 1399 | 1.00 | 119.667 | 120.767 | 118.667 | ||
| 4268 | 2015.03.04 00:45 | close | 1399 | 1.00 | 119.678 | 120.767 | 118.667 | -1100.00 | 6344100.00 |
| 4269 | 2015.03.06 20:45 | buy | 1400 | 1.00 | 120.744 | 0.000 | 0.000 | ||
| 4270 | 2015.03.06 20:45 | modify | 1400 | 1.00 | 120.744 | 119.644 | 121.744 | ||
| 4271 | 2015.03.06 20:50 | close | 1400 | 1.00 | 120.728 | 119.644 | 121.744 | -1600.00 | 6342500.00 |
| 4272 | 2015.03.06 21:30 | buy | 1401 | 1.00 | 120.648 | 0.000 | 0.000 | ||
| 4273 | 2015.03.06 21:30 | modify | 1401 | 1.00 | 120.648 | 119.548 | 121.648 | ||
| 4274 | 2015.03.06 22:00 | close | 1401 | 1.00 | 120.694 | 119.548 | 121.648 | 4600.00 | 6347100.00 |
| 4275 | 2015.03.09 03:20 | buy | 1402 | 1.00 | 120.625 | 0.000 | 0.000 | ||
| 4276 | 2015.03.09 03:20 | modify | 1402 | 1.00 | 120.625 | 119.525 | 121.625 | ||
| 4277 | 2015.03.09 04:10 | close | 1402 | 1.00 | 120.803 | 119.525 | 121.625 | 17800.00 | 6364900.00 |
| 4278 | 2015.03.09 10:40 | buy | 1403 | 1.00 | 120.846 | 0.000 | 0.000 | ||
| 4279 | 2015.03.09 10:40 | modify | 1403 | 1.00 | 120.846 | 119.746 | 121.846 | ||
| 4280 | 2015.03.09 14:10 | close | 1403 | 1.00 | 120.909 | 119.746 | 121.846 | 6300.00 | 6371200.00 |
| 4281 | 2015.03.11 03:45 | sell | 1404 | 1.00 | 121.265 | 0.000 | 0.000 | ||
| 4282 | 2015.03.11 03:45 | modify | 1404 | 1.00 | 121.265 | 122.365 | 120.265 | ||
| 4283 | 2015.03.11 08:15 | close | 1404 | 1.00 | 121.359 | 122.365 | 120.265 | -9400.00 | 6361800.00 |
| 4284 | 2015.03.19 07:00 | sell | 1405 | 1.00 | 120.412 | 0.000 | 0.000 | ||
| 4285 | 2015.03.19 07:00 | modify | 1405 | 1.00 | 120.412 | 121.512 | 119.412 | ||
| 4286 | 2015.03.19 13:05 | close | 1405 | 1.00 | 120.463 | 121.512 | 119.412 | -5100.00 | 6356700.00 |
| 4287 | 2015.03.19 23:35 | buy | 1406 | 1.00 | 120.725 | 0.000 | 0.000 | ||
| 4288 | 2015.03.19 23:35 | modify | 1406 | 1.00 | 120.725 | 119.625 | 121.725 | ||
| 4289 | 2015.03.20 05:30 | close | 1406 | 1.00 | 120.770 | 119.625 | 121.725 | 4500.00 | 6361200.00 |
| 4290 | 2015.03.26 15:45 | sell | 1407 | 1.00 | 118.931 | 0.000 | 0.000 | ||
| 4291 | 2015.03.26 15:45 | modify | 1407 | 1.00 | 118.931 | 120.031 | 117.931 | ||
| 4292 | 2015.03.26 18:40 | close | 1407 | 1.00 | 119.033 | 120.031 | 117.931 | -10200.00 | 6351000.00 |
| 4293 | 2015.03.27 02:45 | buy | 1408 | 1.00 | 119.155 | 0.000 | 0.000 | ||
| 4294 | 2015.03.27 02:45 | modify | 1408 | 1.00 | 119.155 | 118.055 | 120.155 | ||
| 4295 | 2015.03.27 04:50 | close | 1408 | 1.00 | 119.286 | 118.055 | 120.155 | 13100.00 | 6364100.00 |
| 4296 | 2015.03.27 15:05 | buy | 1409 | 1.00 | 119.196 | 0.000 | 0.000 | ||
| 4297 | 2015.03.27 15:05 | modify | 1409 | 1.00 | 119.196 | 118.096 | 120.196 | ||
| 4298 | 2015.03.27 18:15 | close | 1409 | 1.00 | 119.195 | 118.096 | 120.196 | -100.00 | 6364000.00 |
| 4299 | 2015.03.31 02:35 | buy | 1410 | 1.00 | 120.038 | 0.000 | 0.000 | ||
| 4300 | 2015.03.31 02:35 | modify | 1410 | 1.00 | 120.038 | 118.938 | 121.038 | ||
| 4301 | 2015.03.31 04:05 | close | 1410 | 1.00 | 120.151 | 118.938 | 121.038 | 11300.00 | 6375300.00 |
| 4302 | 2015.03.31 09:10 | buy | 1411 | 1.00 | 120.013 | 0.000 | 0.000 | ||
| 4303 | 2015.03.31 09:10 | modify | 1411 | 1.00 | 120.013 | 118.913 | 121.013 | ||
| 4304 | 2015.03.31 10:15 | close | 1411 | 1.00 | 120.206 | 118.913 | 121.013 | 19300.00 | 6394600.00 |
| 4305 | 2015.04.06 04:10 | sell | 1412 | 1.00 | 119.078 | 0.000 | 0.000 | ||
| 4306 | 2015.04.06 04:10 | modify | 1412 | 1.00 | 119.078 | 120.178 | 118.078 | ||
| 4307 | 2015.04.06 06:40 | close | 1412 | 1.00 | 119.056 | 120.178 | 118.078 | 2200.00 | 6396800.00 |
| 4308 | 2015.04.08 04:25 | buy | 1413 | 1.00 | 120.173 | 0.000 | 0.000 | ||
| 4309 | 2015.04.08 04:25 | modify | 1413 | 1.00 | 120.173 | 119.073 | 121.173 | ||
| 4310 | 2015.04.08 11:15 | close | 1413 | 1.00 | 119.931 | 119.073 | 121.173 | -24200.00 | 6372600.00 |
| 4311 | 2015.04.08 21:05 | sell | 1414 | 1.00 | 120.234 | 0.000 | 0.000 | ||
| 4312 | 2015.04.08 21:05 | modify | 1414 | 1.00 | 120.234 | 121.334 | 119.234 | ||
| 4313 | 2015.04.08 21:25 | close | 1414 | 1.00 | 120.061 | 121.334 | 119.234 | 17300.00 | 6389900.00 |
| 4314 | 2015.04.09 12:30 | buy | 1415 | 1.00 | 120.148 | 0.000 | 0.000 | ||
| 4315 | 2015.04.09 12:30 | modify | 1415 | 1.00 | 120.148 | 119.048 | 121.148 | ||
| 4316 | 2015.04.09 15:45 | close | 1415 | 1.00 | 120.057 | 119.048 | 121.148 | -9100.00 | 6380800.00 |
| 4317 | 2015.04.14 14:20 | sell | 1416 | 1.00 | 119.911 | 0.000 | 0.000 | ||
| 4318 | 2015.04.14 14:20 | modify | 1416 | 1.00 | 119.911 | 121.011 | 118.911 | ||
| 4319 | 2015.04.14 15:35 | close | 1416 | 1.00 | 119.569 | 121.011 | 118.911 | 34200.00 | 6415000.00 |
| 4320 | 2015.04.15 03:05 | sell | 1417 | 1.00 | 119.494 | 0.000 | 0.000 | ||
| 4321 | 2015.04.15 03:05 | modify | 1417 | 1.00 | 119.494 | 120.594 | 118.494 | ||
| 4322 | 2015.04.15 09:30 | close | 1417 | 1.00 | 119.585 | 120.594 | 118.494 | -9100.00 | 6405900.00 |
| 4323 | 2015.04.15 13:20 | buy | 1418 | 1.00 | 119.369 | 0.000 | 0.000 | ||
| 4324 | 2015.04.15 13:20 | modify | 1418 | 1.00 | 119.369 | 118.269 | 120.369 | ||
| 4325 | 2015.04.15 14:10 | close | 1418 | 1.00 | 119.493 | 118.269 | 120.369 | 12400.00 | 6418300.00 |
| 4326 | 2015.04.24 12:10 | sell | 1419 | 1.00 | 119.582 | 0.000 | 0.000 | ||
| 4327 | 2015.04.24 12:10 | modify | 1419 | 1.00 | 119.582 | 120.682 | 118.582 | ||
| 4328 | 2015.04.24 15:30 | close | 1419 | 1.00 | 119.406 | 120.682 | 118.582 | 17600.00 | 6435900.00 |
| 4329 | 2015.04.27 18:00 | buy | 1420 | 1.00 | 119.142 | 0.000 | 0.000 | ||
| 4330 | 2015.04.27 18:00 | modify | 1420 | 1.00 | 119.142 | 118.042 | 120.142 | ||
| 4331 | 2015.04.27 22:30 | close | 1420 | 1.00 | 119.102 | 118.042 | 120.142 | -4000.00 | 6431900.00 |
| 4332 | 2015.04.30 21:55 | buy | 1421 | 1.00 | 119.453 | 0.000 | 0.000 | ||
| 4333 | 2015.04.30 21:55 | modify | 1421 | 1.00 | 119.453 | 118.353 | 120.453 | ||
| 4334 | 2015.05.01 01:15 | close | 1421 | 1.00 | 119.491 | 118.353 | 120.453 | 3800.00 | 6435700.00 |
| 4335 | 2015.05.13 23:25 | sell | 1422 | 1.00 | 119.189 | 0.000 | 0.000 | ||
| 4336 | 2015.05.13 23:25 | modify | 1422 | 1.00 | 119.189 | 120.289 | 118.189 | ||
| 4337 | 2015.05.14 01:50 | close | 1422 | 1.00 | 119.135 | 120.289 | 118.189 | 5400.00 | 6441100.00 |
| 4338 | 2015.05.14 02:30 | sell | 1423 | 1.00 | 119.235 | 0.000 | 0.000 | ||
| 4339 | 2015.05.14 02:30 | modify | 1423 | 1.00 | 119.235 | 120.335 | 118.235 | ||
| 4340 | 2015.05.14 04:20 | close | 1423 | 1.00 | 119.167 | 120.335 | 118.235 | 6800.00 | 6447900.00 |
| 4341 | 2015.05.15 17:05 | buy | 1424 | 1.00 | 119.540 | 0.000 | 0.000 | ||
| 4342 | 2015.05.15 17:05 | modify | 1424 | 1.00 | 119.540 | 118.440 | 120.540 | ||
| 4343 | 2015.05.15 19:25 | close | 1424 | 1.00 | 119.422 | 118.440 | 120.540 | -11800.00 | 6436100.00 |
| 4344 | 2015.05.19 02:15 | buy | 1425 | 1.00 | 119.914 | 0.000 | 0.000 | ||
| 4345 | 2015.05.19 02:15 | modify | 1425 | 1.00 | 119.914 | 118.814 | 120.914 | ||
| 4346 | 2015.05.19 04:50 | close | 1425 | 1.00 | 119.972 | 118.814 | 120.914 | 5800.00 | 6441900.00 |
| 4347 | 2015.05.25 23:35 | sell | 1426 | 1.00 | 121.546 | 0.000 | 0.000 | ||
| 4348 | 2015.05.25 23:35 | modify | 1426 | 1.00 | 121.546 | 122.646 | 120.546 | ||
| 4349 | 2015.05.26 00:10 | close | 1426 | 1.00 | 121.565 | 122.646 | 120.546 | -1900.00 | 6440000.00 |
| 4350 | 2015.05.27 02:20 | buy | 1427 | 1.00 | 122.974 | 0.000 | 0.000 | ||