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 |
| 301 | 2004.11.12 16:00 | modify | 99 | 1.00 | 106.046 | 107.146 | 105.046 | ||
| 302 | 2004.11.12 17:05 | close | 99 | 1.00 | 105.826 | 107.146 | 105.046 | 22000.00 | 1596300.00 |
| 303 | 2004.11.15 10:20 | sell | 100 | 1.00 | 105.412 | 0.000 | 0.000 | ||
| 304 | 2004.11.15 10:20 | modify | 100 | 1.00 | 105.412 | 106.512 | 104.412 | ||
| 305 | 2004.11.15 15:00 | close | 100 | 1.00 | 105.465 | 106.512 | 104.412 | -5300.00 | 1591000.00 |
| 306 | 2004.11.18 11:45 | sell | 101 | 1.00 | 103.953 | 0.000 | 0.000 | ||
| 307 | 2004.11.18 11:45 | modify | 101 | 1.00 | 103.953 | 105.053 | 102.953 | ||
| 308 | 2004.11.18 17:55 | close | 101 | 1.00 | 104.237 | 105.053 | 102.953 | -28400.00 | 1562600.00 |
| 309 | 2004.11.18 20:40 | buy | 102 | 1.00 | 104.100 | 0.000 | 0.000 | ||
| 310 | 2004.11.18 20:40 | modify | 102 | 1.00 | 104.100 | 103.000 | 105.100 | ||
| 311 | 2004.11.18 22:40 | close | 102 | 1.00 | 104.107 | 103.000 | 105.100 | 700.00 | 1563300.00 |
| 312 | 2004.11.25 15:15 | sell | 103 | 1.00 | 102.694 | 0.000 | 0.000 | ||
| 313 | 2004.11.25 15:15 | modify | 103 | 1.00 | 102.694 | 103.794 | 101.694 | ||
| 314 | 2004.11.25 16:45 | close | 103 | 1.00 | 102.664 | 103.794 | 101.694 | 3000.00 | 1566300.00 |
| 315 | 2004.11.26 17:50 | buy | 104 | 1.00 | 102.763 | 0.000 | 0.000 | ||
| 316 | 2004.11.26 17:50 | modify | 104 | 1.00 | 102.763 | 101.663 | 103.763 | ||
| 317 | 2004.11.26 20:45 | close | 104 | 1.00 | 102.594 | 101.663 | 103.763 | -16900.00 | 1549400.00 |
| 318 | 2004.11.29 16:35 | buy | 105 | 1.00 | 102.622 | 0.000 | 0.000 | ||
| 319 | 2004.11.29 16:35 | modify | 105 | 1.00 | 102.622 | 101.522 | 103.622 | ||
| 320 | 2004.11.29 19:45 | close | 105 | 1.00 | 102.682 | 101.522 | 103.622 | 6000.00 | 1555400.00 |
| 321 | 2004.11.30 13:40 | buy | 106 | 1.00 | 102.698 | 0.000 | 0.000 | ||
| 322 | 2004.11.30 13:40 | modify | 106 | 1.00 | 102.698 | 101.598 | 103.698 | ||
| 323 | 2004.11.30 18:00 | close | 106 | 1.00 | 102.773 | 101.598 | 103.698 | 7500.00 | 1562900.00 |
| 324 | 2004.12.02 11:25 | sell | 107 | 1.00 | 102.414 | 0.000 | 0.000 | ||
| 325 | 2004.12.02 11:25 | modify | 107 | 1.00 | 102.414 | 103.514 | 101.414 | ||
| 326 | 2004.12.02 13:40 | close | 107 | 1.00 | 102.371 | 103.514 | 101.414 | 4300.00 | 1567200.00 |
| 327 | 2004.12.03 01:15 | buy | 108 | 1.00 | 103.059 | 0.000 | 0.000 | ||
| 328 | 2004.12.03 01:15 | modify | 108 | 1.00 | 103.059 | 101.959 | 104.059 | ||
| 329 | 2004.12.03 03:05 | close | 108 | 1.00 | 103.219 | 101.959 | 104.059 | 16000.00 | 1583200.00 |
| 330 | 2004.12.06 08:05 | sell | 109 | 1.00 | 102.235 | 0.000 | 0.000 | ||
| 331 | 2004.12.06 08:05 | modify | 109 | 1.00 | 102.235 | 103.335 | 101.235 | ||
| 332 | 2004.12.06 15:00 | close | 109 | 1.00 | 102.341 | 103.335 | 101.235 | -10600.00 | 1572600.00 |
| 333 | 2004.12.08 20:00 | buy | 110 | 1.00 | 104.201 | 0.000 | 0.000 | ||
| 334 | 2004.12.08 20:00 | modify | 110 | 1.00 | 104.201 | 103.101 | 105.201 | ||
| 335 | 2004.12.08 20:05 | close | 110 | 1.00 | 104.214 | 103.101 | 105.201 | 1300.00 | 1573900.00 |
| 336 | 2004.12.08 21:40 | buy | 111 | 1.00 | 104.165 | 0.000 | 0.000 | ||
| 337 | 2004.12.08 21:40 | modify | 111 | 1.00 | 104.165 | 103.065 | 105.165 | ||
| 338 | 2004.12.09 01:45 | close | 111 | 1.00 | 104.054 | 103.065 | 105.165 | -11100.00 | 1562800.00 |
| 339 | 2004.12.09 13:35 | sell | 112 | 1.00 | 104.494 | 0.000 | 0.000 | ||
| 340 | 2004.12.09 13:35 | modify | 112 | 1.00 | 104.494 | 105.594 | 103.494 | ||
| 341 | 2004.12.09 20:05 | close | 112 | 1.00 | 104.740 | 105.594 | 103.494 | -24600.00 | 1538200.00 |
| 342 | 2004.12.09 20:55 | buy | 113 | 1.00 | 104.465 | 0.000 | 0.000 | ||
| 343 | 2004.12.09 20:55 | modify | 113 | 1.00 | 104.465 | 103.365 | 105.465 | ||
| 344 | 2004.12.09 23:25 | close | 113 | 1.00 | 104.609 | 103.365 | 105.465 | 14400.00 | 1552600.00 |
| 345 | 2004.12.14 04:20 | sell | 114 | 1.00 | 104.870 | 0.000 | 0.000 | ||
| 346 | 2004.12.14 04:20 | modify | 114 | 1.00 | 104.870 | 105.970 | 103.870 | ||
| 347 | 2004.12.14 08:05 | close | 114 | 1.00 | 104.853 | 105.970 | 103.870 | 1700.00 | 1554300.00 |
| 348 | 2004.12.15 02:00 | buy | 115 | 1.00 | 105.259 | 0.000 | 0.000 | ||
| 349 | 2004.12.15 02:00 | modify | 115 | 1.00 | 105.259 | 104.159 | 106.259 | ||
| 350 | 2004.12.15 03:55 | close | 115 | 1.00 | 105.449 | 104.159 | 106.259 | 19000.00 | 1573300.00 |
| 351 | 2004.12.17 11:20 | buy | 116 | 1.00 | 104.173 | 0.000 | 0.000 | ||
| 352 | 2004.12.17 11:20 | modify | 116 | 1.00 | 104.173 | 103.073 | 105.173 | ||
| 353 | 2004.12.17 13:55 | close | 116 | 1.00 | 104.393 | 103.073 | 105.173 | 22000.00 | 1595300.00 |
| 354 | 2004.12.17 15:45 | sell | 117 | 1.00 | 104.609 | 0.000 | 0.000 | ||
| 355 | 2004.12.17 15:45 | modify | 117 | 1.00 | 104.609 | 105.709 | 103.609 | ||
| 356 | 2004.12.17 16:20 | close | 117 | 1.00 | 104.456 | 105.709 | 103.609 | 15300.00 | 1610600.00 |
| 357 | 2004.12.20 03:05 | sell | 118 | 1.00 | 104.432 | 0.000 | 0.000 | ||
| 358 | 2004.12.20 03:05 | modify | 118 | 1.00 | 104.432 | 105.532 | 103.432 | ||
| 359 | 2004.12.20 06:20 | close | 118 | 1.00 | 104.375 | 105.532 | 103.432 | 5700.00 | 1616300.00 |
| 360 | 2005.01.03 21:30 | buy | 119 | 1.00 | 102.683 | 0.000 | 0.000 | ||
| 361 | 2005.01.03 21:30 | modify | 119 | 1.00 | 102.683 | 101.583 | 103.683 | ||
| 362 | 2005.01.03 23:50 | close | 119 | 1.00 | 102.742 | 101.583 | 103.683 | 5900.00 | 1622200.00 |
| 363 | 2005.01.11 11:05 | sell | 120 | 1.00 | 104.167 | 0.000 | 0.000 | ||
| 364 | 2005.01.11 11:05 | modify | 120 | 1.00 | 104.167 | 105.267 | 103.167 | ||
| 365 | 2005.01.11 12:10 | close | 120 | 1.00 | 104.013 | 105.267 | 103.167 | 15400.00 | 1637600.00 |
| 366 | 2005.01.14 11:55 | buy | 121 | 1.00 | 102.599 | 0.000 | 0.000 | ||
| 367 | 2005.01.14 11:55 | modify | 121 | 1.00 | 102.599 | 101.499 | 103.599 | ||
| 368 | 2005.01.14 16:30 | close | 121 | 1.00 | 102.745 | 101.499 | 103.599 | 14600.00 | 1652200.00 |
| 369 | 2005.01.18 15:20 | buy | 122 | 1.00 | 102.488 | 0.000 | 0.000 | ||
| 370 | 2005.01.18 15:20 | modify | 122 | 1.00 | 102.488 | 101.388 | 103.488 | ||
| 371 | 2005.01.19 02:55 | close | 122 | 1.00 | 102.365 | 101.388 | 103.488 | -12300.00 | 1639900.00 |
| 372 | 2005.01.20 03:55 | buy | 123 | 1.00 | 102.633 | 0.000 | 0.000 | ||
| 373 | 2005.01.20 03:55 | modify | 123 | 1.00 | 102.633 | 101.533 | 103.633 | ||
| 374 | 2005.01.20 07:30 | close | 123 | 1.00 | 102.641 | 101.533 | 103.633 | 800.00 | 1640700.00 |
| 375 | 2005.01.26 03:05 | buy | 124 | 1.00 | 103.759 | 0.000 | 0.000 | ||
| 376 | 2005.01.26 03:05 | modify | 124 | 1.00 | 103.759 | 102.659 | 104.759 | ||
| 377 | 2005.01.26 08:45 | close | 124 | 1.00 | 103.588 | 102.659 | 104.759 | -17100.00 | 1623600.00 |
| 378 | 2005.02.03 12:55 | buy | 125 | 1.00 | 103.907 | 0.000 | 0.000 | ||
| 379 | 2005.02.03 12:55 | modify | 125 | 1.00 | 103.907 | 102.807 | 104.907 | ||
| 380 | 2005.02.03 13:50 | close | 125 | 1.00 | 104.038 | 102.807 | 104.907 | 13100.00 | 1636700.00 |
| 381 | 2005.02.04 20:20 | sell | 126 | 1.00 | 103.968 | 0.000 | 0.000 | ||
| 382 | 2005.02.04 20:20 | modify | 126 | 1.00 | 103.968 | 105.068 | 102.968 | ||
| 383 | 2005.02.04 22:00 | close | 126 | 1.00 | 104.072 | 105.068 | 102.968 | -10400.00 | 1626300.00 |
| 384 | 2005.02.15 08:40 | buy | 127 | 1.00 | 104.996 | 0.000 | 0.000 | ||
| 385 | 2005.02.15 08:40 | modify | 127 | 1.00 | 104.996 | 103.896 | 105.996 | ||
| 386 | 2005.02.15 10:45 | close | 127 | 1.00 | 105.100 | 103.896 | 105.996 | 10400.00 | 1636700.00 |
| 387 | 2005.02.16 15:30 | buy | 128 | 1.00 | 104.843 | 0.000 | 0.000 | ||
| 388 | 2005.02.16 15:30 | modify | 128 | 1.00 | 104.843 | 103.743 | 105.843 | ||
| 389 | 2005.02.16 15:40 | close | 128 | 1.00 | 105.018 | 103.743 | 105.843 | 17500.00 | 1654200.00 |
| 390 | 2005.02.17 05:05 | buy | 129 | 1.00 | 105.262 | 0.000 | 0.000 | ||
| 391 | 2005.02.17 05:05 | modify | 129 | 1.00 | 105.262 | 104.162 | 106.262 | ||
| 392 | 2005.02.17 10:35 | close | 129 | 1.00 | 105.362 | 104.162 | 106.262 | 10000.00 | 1664200.00 |
| 393 | 2005.02.17 14:40 | sell | 130 | 1.00 | 105.509 | 0.000 | 0.000 | ||
| 394 | 2005.02.17 14:40 | modify | 130 | 1.00 | 105.509 | 106.609 | 104.509 | ||
| 395 | 2005.02.17 18:05 | close | 130 | 1.00 | 105.412 | 106.609 | 104.509 | 9700.00 | 1673900.00 |
| 396 | 2005.03.01 07:55 | buy | 131 | 1.00 | 104.453 | 0.000 | 0.000 | ||
| 397 | 2005.03.01 07:55 | modify | 131 | 1.00 | 104.453 | 103.353 | 105.453 | ||
| 398 | 2005.03.01 09:45 | close | 131 | 1.00 | 104.610 | 103.353 | 105.453 | 15700.00 | 1689600.00 |
| 399 | 2005.03.01 11:50 | buy | 132 | 1.00 | 104.364 | 0.000 | 0.000 | ||
| 400 | 2005.03.01 11:50 | modify | 132 | 1.00 | 104.364 | 103.264 | 105.364 | ||
| 401 | 2005.03.01 16:15 | close | 132 | 1.00 | 104.384 | 103.264 | 105.364 | 2000.00 | 1691600.00 |
| 402 | 2005.03.02 22:45 | buy | 133 | 1.00 | 104.653 | 0.000 | 0.000 | ||
| 403 | 2005.03.02 22:45 | modify | 133 | 1.00 | 104.653 | 103.553 | 105.653 | ||
| 404 | 2005.03.03 00:35 | close | 133 | 1.00 | 104.749 | 103.553 | 105.653 | 9600.00 | 1701200.00 |
| 405 | 2005.03.14 23:50 | buy | 134 | 1.00 | 104.823 | 0.000 | 0.000 | ||
| 406 | 2005.03.14 23:50 | modify | 134 | 1.00 | 104.823 | 103.723 | 105.823 | ||
| 407 | 2005.03.15 01:50 | close | 134 | 1.00 | 104.973 | 103.723 | 105.823 | 15000.00 | 1716200.00 |
| 408 | 2005.03.18 10:30 | buy | 135 | 1.00 | 104.671 | 0.000 | 0.000 | ||
| 409 | 2005.03.18 10:30 | modify | 135 | 1.00 | 104.671 | 103.571 | 105.671 | ||
| 410 | 2005.03.18 11:15 | close | 135 | 1.00 | 104.844 | 103.571 | 105.671 | 17300.00 | 1733500.00 |
| 411 | 2005.03.24 00:10 | buy | 136 | 1.00 | 105.913 | 0.000 | 0.000 | ||
| 412 | 2005.03.24 00:10 | modify | 136 | 1.00 | 105.913 | 104.813 | 106.913 | ||
| 413 | 2005.03.24 02:20 | close | 136 | 1.00 | 106.011 | 104.813 | 106.913 | 9800.00 | 1743300.00 |
| 414 | 2005.03.30 00:25 | buy | 137 | 1.00 | 107.348 | 0.000 | 0.000 | ||
| 415 | 2005.03.30 00:25 | modify | 137 | 1.00 | 107.348 | 106.248 | 108.348 | ||
| 416 | 2005.03.30 01:25 | close | 137 | 1.00 | 107.487 | 106.248 | 108.348 | 13900.00 | 1757200.00 |
| 417 | 2005.03.31 17:10 | sell | 138 | 1.00 | 107.086 | 0.000 | 0.000 | ||
| 418 | 2005.03.31 17:10 | modify | 138 | 1.00 | 107.086 | 108.186 | 106.086 | ||
| 419 | 2005.03.31 23:15 | close | 138 | 1.00 | 107.123 | 108.186 | 106.086 | -3700.00 | 1753500.00 |
| 420 | 2005.04.01 11:15 | buy | 139 | 1.00 | 107.115 | 0.000 | 0.000 | ||
| 421 | 2005.04.01 11:15 | modify | 139 | 1.00 | 107.115 | 106.015 | 108.115 | ||
| 422 | 2005.04.01 14:10 | close | 139 | 1.00 | 107.275 | 106.015 | 108.115 | 16000.00 | 1769500.00 |
| 423 | 2005.04.05 15:40 | buy | 140 | 1.00 | 108.373 | 0.000 | 0.000 | ||
| 424 | 2005.04.05 15:40 | modify | 140 | 1.00 | 108.373 | 107.273 | 109.373 | ||
| 425 | 2005.04.06 00:35 | close | 140 | 1.00 | 108.208 | 107.273 | 109.373 | -16500.00 | 1753000.00 |
| 426 | 2005.04.06 02:45 | sell | 141 | 1.00 | 108.394 | 0.000 | 0.000 | ||
| 427 | 2005.04.06 02:45 | modify | 141 | 1.00 | 108.394 | 109.494 | 107.394 | ||
| 428 | 2005.04.06 04:05 | close | 141 | 1.00 | 108.182 | 109.494 | 107.394 | 21200.00 | 1774200.00 |
| 429 | 2005.04.06 12:45 | sell | 142 | 1.00 | 108.278 | 0.000 | 0.000 | ||
| 430 | 2005.04.06 12:45 | modify | 142 | 1.00 | 108.278 | 109.378 | 107.278 | ||
| 431 | 2005.04.06 19:25 | close | 142 | 1.00 | 108.560 | 109.378 | 107.278 | -28200.00 | 1746000.00 |
| 432 | 2005.04.11 02:15 | sell | 143 | 1.00 | 108.427 | 0.000 | 0.000 | ||
| 433 | 2005.04.11 02:15 | modify | 143 | 1.00 | 108.427 | 109.527 | 107.427 | ||
| 434 | 2005.04.11 02:55 | close | 143 | 1.00 | 108.311 | 109.527 | 107.427 | 11600.00 | 1757600.00 |
| 435 | 2005.04.12 21:55 | buy | 144 | 1.00 | 107.798 | 0.000 | 0.000 | ||
| 436 | 2005.04.12 21:55 | modify | 144 | 1.00 | 107.798 | 106.698 | 108.798 | ||
| 437 | 2005.04.13 01:40 | close | 144 | 1.00 | 107.745 | 106.698 | 108.798 | -5300.00 | 1752300.00 |
| 438 | 2005.04.14 22:05 | buy | 145 | 1.00 | 108.088 | 0.000 | 0.000 | ||
| 439 | 2005.04.14 22:05 | modify | 145 | 1.00 | 108.088 | 106.988 | 109.088 | ||
| 440 | 2005.04.15 00:40 | close | 145 | 1.00 | 108.240 | 106.988 | 109.088 | 15200.00 | 1767500.00 |
| 441 | 2005.04.18 04:05 | sell | 146 | 1.00 | 107.851 | 0.000 | 0.000 | ||
| 442 | 2005.04.18 04:05 | modify | 146 | 1.00 | 107.851 | 108.951 | 106.851 | ||
| 443 | 2005.04.18 09:30 | close | 146 | 1.00 | 107.739 | 108.951 | 106.851 | 11200.00 | 1778700.00 |
| 444 | 2005.04.19 12:05 | sell | 147 | 1.00 | 107.411 | 0.000 | 0.000 | ||
| 445 | 2005.04.19 12:05 | modify | 147 | 1.00 | 107.411 | 108.511 | 106.411 | ||
| 446 | 2005.04.19 13:00 | close | 147 | 1.00 | 107.232 | 108.511 | 106.411 | 17900.00 | 1796600.00 |
| 447 | 2005.04.25 05:25 | sell | 148 | 1.00 | 105.984 | 0.000 | 0.000 | ||
| 448 | 2005.04.25 05:25 | modify | 148 | 1.00 | 105.984 | 107.084 | 104.984 | ||
| 449 | 2005.04.25 08:40 | close | 148 | 1.00 | 105.903 | 107.084 | 104.984 | 8100.00 | 1804700.00 |
| 450 | 2005.05.02 02:10 | sell | 149 | 1.00 | 105.184 | 0.000 | 0.000 | ||