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 |
| 4351 | 2015.05.27 02:20 | modify | 1427 | 1.00 | 122.974 | 121.874 | 123.974 | ||
| 4352 | 2015.05.27 04:10 | close | 1427 | 1.00 | 123.201 | 121.874 | 123.974 | 22700.00 | 6462700.00 |
| 4353 | 2015.05.27 12:35 | sell | 1428 | 1.00 | 123.207 | 0.000 | 0.000 | ||
| 4354 | 2015.05.27 12:35 | modify | 1428 | 1.00 | 123.207 | 124.307 | 122.207 | ||
| 4355 | 2015.05.27 16:35 | close | 1428 | 1.00 | 123.493 | 124.307 | 122.207 | -28600.00 | 6434100.00 |
| 4356 | 2015.05.27 23:20 | buy | 1429 | 1.00 | 123.700 | 0.000 | 0.000 | ||
| 4357 | 2015.05.27 23:20 | modify | 1429 | 1.00 | 123.700 | 122.600 | 124.700 | ||
| 4358 | 2015.05.28 02:30 | close | 1429 | 1.00 | 123.752 | 122.600 | 124.700 | 5200.00 | 6439300.00 |
| 4359 | 2015.05.29 08:40 | sell | 1430 | 1.00 | 123.861 | 0.000 | 0.000 | ||
| 4360 | 2015.05.29 08:40 | modify | 1430 | 1.00 | 123.861 | 124.961 | 122.861 | ||
| 4361 | 2015.05.29 10:35 | close | 1430 | 1.00 | 123.790 | 124.961 | 122.861 | 7100.00 | 6446400.00 |
| 4362 | 2015.06.03 03:40 | sell | 1431 | 1.00 | 124.225 | 0.000 | 0.000 | ||
| 4363 | 2015.06.03 03:40 | modify | 1431 | 1.00 | 124.225 | 125.325 | 123.225 | ||
| 4364 | 2015.06.03 04:35 | close | 1431 | 1.00 | 124.034 | 125.325 | 123.225 | 19100.00 | 6465500.00 |
| 4365 | 2015.06.03 10:20 | sell | 1432 | 1.00 | 124.119 | 0.000 | 0.000 | ||
| 4366 | 2015.06.03 10:20 | modify | 1432 | 1.00 | 124.119 | 125.219 | 123.119 | ||
| 4367 | 2015.06.03 16:35 | close | 1432 | 1.00 | 124.285 | 125.219 | 123.119 | -16600.00 | 6448900.00 |
| 4368 | 2015.06.04 16:10 | sell | 1433 | 1.00 | 124.393 | 0.000 | 0.000 | ||
| 4369 | 2015.06.04 16:10 | modify | 1433 | 1.00 | 124.393 | 125.493 | 123.393 | ||
| 4370 | 2015.06.04 20:25 | close | 1433 | 1.00 | 124.442 | 125.493 | 123.393 | -4900.00 | 6444000.00 |
| 4371 | 2015.06.08 03:20 | buy | 1434 | 1.00 | 125.551 | 0.000 | 0.000 | ||
| 4372 | 2015.06.08 03:20 | modify | 1434 | 1.00 | 125.551 | 124.451 | 126.551 | ||
| 4373 | 2015.06.08 08:45 | close | 1434 | 1.00 | 125.536 | 124.451 | 126.551 | -1500.00 | 6442500.00 |
| 4374 | 2015.06.11 21:45 | buy | 1435 | 1.00 | 123.470 | 0.000 | 0.000 | ||
| 4375 | 2015.06.11 21:45 | modify | 1435 | 1.00 | 123.470 | 122.370 | 124.470 | ||
| 4376 | 2015.06.12 00:50 | close | 1435 | 1.00 | 123.487 | 122.370 | 124.470 | 1700.00 | 6444200.00 |
| 4377 | 2015.06.17 21:05 | buy | 1436 | 1.00 | 123.926 | 0.000 | 0.000 | ||
| 4378 | 2015.06.17 21:05 | modify | 1436 | 1.00 | 123.926 | 122.826 | 124.926 | ||
| 4379 | 2015.06.17 22:20 | modify | 1436 | 1.00 | 123.926 | 122.826 | 123.526 | ||
| 4380 | 2015.06.18 01:49 | t/p | 1436 | 1.00 | 123.523 | 122.826 | 123.526 | -40300.00 | 6403900.00 |
| 4381 | 2015.06.18 17:25 | sell | 1437 | 1.00 | 122.967 | 0.000 | 0.000 | ||
| 4382 | 2015.06.18 17:25 | modify | 1437 | 1.00 | 122.967 | 124.067 | 121.967 | ||
| 4383 | 2015.06.18 22:30 | close | 1437 | 1.00 | 122.898 | 124.067 | 121.967 | 6900.00 | 6410800.00 |
| 4384 | 2015.06.22 00:05 | sell | 1438 | 1.00 | 122.934 | 0.000 | 0.000 | ||
| 4385 | 2015.06.22 00:05 | modify | 1438 | 1.00 | 122.934 | 124.034 | 121.934 | ||
| 4386 | 2015.06.22 01:45 | close | 1438 | 1.00 | 122.772 | 124.034 | 121.934 | 16200.00 | 6427000.00 |
| 4387 | 2015.06.30 02:35 | sell | 1439 | 1.00 | 122.628 | 0.000 | 0.000 | ||
| 4388 | 2015.06.30 02:35 | modify | 1439 | 1.00 | 122.628 | 123.728 | 121.628 | ||
| 4389 | 2015.06.30 03:35 | close | 1439 | 1.00 | 122.538 | 123.728 | 121.628 | 9000.00 | 6436000.00 |
| 4390 | 2015.06.30 13:10 | sell | 1440 | 1.00 | 122.553 | 0.000 | 0.000 | ||
| 4391 | 2015.06.30 13:10 | modify | 1440 | 1.00 | 122.553 | 123.653 | 121.553 | ||
| 4392 | 2015.06.30 13:45 | close | 1440 | 1.00 | 122.386 | 123.653 | 121.553 | 16700.00 | 6452700.00 |
| 4393 | 2015.07.03 21:55 | sell | 1441 | 1.00 | 122.848 | 0.000 | 0.000 | ||
| 4394 | 2015.07.03 21:55 | modify | 1441 | 1.00 | 122.848 | 123.948 | 121.848 | ||
| 4395 | 2015.07.03 22:20 | close | 1441 | 1.00 | 122.742 | 123.948 | 121.848 | 10600.00 | 6463300.00 |
| 4396 | 2015.07.06 09:50 | sell | 1442 | 1.00 | 122.638 | 0.000 | 0.000 | ||
| 4397 | 2015.07.06 09:50 | modify | 1442 | 1.00 | 122.638 | 123.738 | 121.638 | ||
| 4398 | 2015.07.06 15:40 | close | 1442 | 1.00 | 122.659 | 123.738 | 121.638 | -2100.00 | 6461200.00 |
| 4399 | 2015.07.06 20:25 | buy | 1443 | 1.00 | 122.452 | 0.000 | 0.000 | ||
| 4400 | 2015.07.06 20:25 | modify | 1443 | 1.00 | 122.452 | 121.352 | 123.452 | ||
| 4401 | 2015.07.06 23:05 | close | 1443 | 1.00 | 122.508 | 121.352 | 123.452 | 5600.00 | 6466800.00 |
| 4402 | 2015.07.09 03:00 | sell | 1444 | 1.00 | 120.884 | 0.000 | 0.000 | ||
| 4403 | 2015.07.09 03:00 | modify | 1444 | 1.00 | 120.884 | 121.984 | 119.884 | ||
| 4404 | 2015.07.09 03:25 | close | 1444 | 1.00 | 120.718 | 121.984 | 119.884 | 16600.00 | 6483400.00 |
| 4405 | 2015.07.09 05:05 | sell | 1445 | 1.00 | 121.113 | 0.000 | 0.000 | ||
| 4406 | 2015.07.09 05:05 | modify | 1445 | 1.00 | 121.113 | 122.213 | 120.113 | ||
| 4407 | 2015.07.09 09:40 | close | 1445 | 1.00 | 121.328 | 122.213 | 120.113 | -21500.00 | 6461900.00 |
| 4408 | 2015.07.09 17:00 | buy | 1446 | 1.00 | 121.244 | 0.000 | 0.000 | ||
| 4409 | 2015.07.09 17:00 | modify | 1446 | 1.00 | 121.244 | 120.144 | 122.244 | ||
| 4410 | 2015.07.09 21:10 | close | 1446 | 1.00 | 121.396 | 120.144 | 122.244 | 15200.00 | 6477100.00 |
| 4411 | 2015.07.13 00:05 | buy | 1447 | 1.00 | 122.337 | 0.000 | 0.000 | ||
| 4412 | 2015.07.13 00:05 | modify | 1447 | 1.00 | 122.337 | 121.237 | 123.337 | ||
| 4413 | 2015.07.13 00:35 | close | 1447 | 1.00 | 122.492 | 121.237 | 123.337 | 15500.00 | 6492600.00 |
| 4414 | 2015.07.22 13:30 | sell | 1448 | 1.00 | 123.838 | 0.000 | 0.000 | ||
| 4415 | 2015.07.22 13:30 | modify | 1448 | 1.00 | 123.838 | 124.938 | 122.838 | ||
| 4416 | 2015.07.22 22:15 | close | 1448 | 1.00 | 124.050 | 124.938 | 122.838 | -21200.00 | 6471400.00 |
| 4417 | 2015.07.22 22:50 | buy | 1449 | 1.00 | 124.010 | 0.000 | 0.000 | ||
| 4418 | 2015.07.22 22:50 | modify | 1449 | 1.00 | 124.010 | 122.910 | 125.010 | ||
| 4419 | 2015.07.23 02:05 | close | 1449 | 1.00 | 123.983 | 122.910 | 125.010 | -2700.00 | 6468700.00 |
| 4420 | 2015.07.30 22:10 | buy | 1450 | 1.00 | 124.162 | 0.000 | 0.000 | ||
| 4421 | 2015.07.30 22:10 | modify | 1450 | 1.00 | 124.162 | 123.062 | 125.162 | ||
| 4422 | 2015.07.31 00:40 | close | 1450 | 1.00 | 124.180 | 123.062 | 125.162 | 1800.00 | 6470500.00 |
| 4423 | 2015.08.06 02:10 | buy | 1451 | 1.00 | 124.776 | 0.000 | 0.000 | ||
| 4424 | 2015.08.06 02:10 | modify | 1451 | 1.00 | 124.776 | 123.676 | 125.776 | ||
| 4425 | 2015.08.06 08:00 | close | 1451 | 1.00 | 124.792 | 123.676 | 125.776 | 1600.00 | 6472100.00 |
| 4426 | 2015.08.12 20:55 | sell | 1452 | 1.00 | 124.170 | 0.000 | 0.000 | ||
| 4427 | 2015.08.12 20:55 | modify | 1452 | 1.00 | 124.170 | 125.270 | 123.170 | ||
| 4428 | 2015.08.13 01:30 | close | 1452 | 1.00 | 124.151 | 125.270 | 123.170 | 1900.00 | 6474000.00 |
| 4429 | 2015.08.13 04:15 | sell | 1453 | 1.00 | 124.379 | 0.000 | 0.000 | ||
| 4430 | 2015.08.13 04:15 | modify | 1453 | 1.00 | 124.379 | 125.479 | 123.379 | ||
| 4431 | 2015.08.13 04:30 | close | 1453 | 1.00 | 124.095 | 125.479 | 123.379 | 28400.00 | 6502400.00 |
| 4432 | 2015.08.13 15:00 | buy | 1454 | 1.00 | 124.418 | 0.000 | 0.000 | ||
| 4433 | 2015.08.13 15:00 | modify | 1454 | 1.00 | 124.418 | 123.318 | 125.418 | ||
| 4434 | 2015.08.13 15:40 | close | 1454 | 1.00 | 124.564 | 123.318 | 125.418 | 14600.00 | 6517000.00 |
| 4435 | 2015.08.20 08:15 | sell | 1455 | 1.00 | 124.037 | 0.000 | 0.000 | ||
| 4436 | 2015.08.20 08:15 | modify | 1455 | 1.00 | 124.037 | 125.137 | 123.037 | ||
| 4437 | 2015.08.20 11:45 | close | 1455 | 1.00 | 123.987 | 125.137 | 123.037 | 5000.00 | 6522000.00 |
| 4438 | 2015.08.25 04:10 | sell | 1456 | 1.00 | 119.343 | 0.000 | 0.000 | ||
| 4439 | 2015.08.25 04:10 | modify | 1456 | 1.00 | 119.343 | 120.443 | 118.343 | ||
| 4440 | 2015.08.25 04:30 | close | 1456 | 1.00 | 119.182 | 120.443 | 118.343 | 16100.00 | 6538100.00 |
| 4441 | 2015.08.25 04:50 | sell | 1457 | 1.00 | 119.819 | 0.000 | 0.000 | ||
| 4442 | 2015.08.25 04:50 | modify | 1457 | 1.00 | 119.819 | 120.919 | 118.819 | ||
| 4443 | 2015.08.25 07:40 | close | 1457 | 1.00 | 119.794 | 120.919 | 118.819 | 2500.00 | 6540600.00 |
| 4444 | 2015.08.25 16:35 | buy | 1458 | 1.00 | 119.520 | 0.000 | 0.000 | ||
| 4445 | 2015.08.25 16:35 | modify | 1458 | 1.00 | 119.520 | 118.420 | 120.520 | ||
| 4446 | 2015.08.25 17:05 | close | 1458 | 1.00 | 119.674 | 118.420 | 120.520 | 15400.00 | 6556000.00 |
| 4447 | 2015.08.25 22:30 | buy | 1459 | 1.00 | 119.385 | 0.000 | 0.000 | ||
| 4448 | 2015.08.25 22:30 | modify | 1459 | 1.00 | 119.385 | 118.285 | 120.385 | ||
| 4449 | 2015.08.25 23:30 | modify | 1459 | 1.00 | 119.385 | 118.285 | 118.985 | ||
| 4450 | 2015.08.26 00:23 | t/p | 1459 | 1.00 | 118.986 | 118.285 | 118.985 | -39900.00 | 6516100.00 |
| 4451 | 2015.08.27 22:05 | buy | 1460 | 1.00 | 120.537 | 0.000 | 0.000 | ||
| 4452 | 2015.08.27 22:05 | modify | 1460 | 1.00 | 120.537 | 119.437 | 121.537 | ||
| 4453 | 2015.08.27 22:10 | close | 1460 | 1.00 | 120.722 | 119.437 | 121.537 | 18500.00 | 6534600.00 |
| 4454 | 2015.09.02 03:05 | sell | 1461 | 1.00 | 119.885 | 0.000 | 0.000 | ||
| 4455 | 2015.09.02 03:05 | modify | 1461 | 1.00 | 119.885 | 120.985 | 118.885 | ||
| 4456 | 2015.09.02 08:25 | close | 1461 | 1.00 | 120.030 | 120.985 | 118.885 | -14500.00 | 6520100.00 |
| 4457 | 2015.09.03 10:10 | buy | 1462 | 1.00 | 120.238 | 0.000 | 0.000 | ||
| 4458 | 2015.09.03 10:10 | modify | 1462 | 1.00 | 120.238 | 119.138 | 121.238 | ||
| 4459 | 2015.09.03 10:35 | close | 1462 | 1.00 | 120.402 | 119.138 | 121.238 | 16400.00 | 6536500.00 |
| 4460 | 2015.09.03 14:25 | buy | 1463 | 1.00 | 120.192 | 0.000 | 0.000 | ||
| 4461 | 2015.09.03 14:25 | modify | 1463 | 1.00 | 120.192 | 119.092 | 121.192 | ||
| 4462 | 2015.09.03 17:40 | close | 1463 | 1.00 | 120.189 | 119.092 | 121.192 | -300.00 | 6536200.00 |
| 4463 | 2015.09.08 18:30 | buy | 1464 | 1.00 | 119.688 | 0.000 | 0.000 | ||
| 4464 | 2015.09.08 18:30 | modify | 1464 | 1.00 | 119.688 | 118.588 | 120.688 | ||
| 4465 | 2015.09.08 19:30 | close | 1464 | 1.00 | 119.871 | 118.588 | 120.688 | 18300.00 | 6554500.00 |
| 4466 | 2015.09.09 21:05 | buy | 1465 | 1.00 | 120.824 | 0.000 | 0.000 | ||
| 4467 | 2015.09.09 21:05 | modify | 1465 | 1.00 | 120.824 | 119.724 | 121.824 | ||
| 4468 | 2015.09.10 03:05 | modify | 1465 | 1.00 | 120.824 | 119.724 | 120.424 | ||
| 4469 | 2015.09.10 05:05 | close | 1465 | 1.00 | 120.349 | 119.724 | 120.424 | -47500.00 | 6507000.00 |
| 4470 | 2015.09.15 16:05 | sell | 1466 | 1.00 | 119.890 | 0.000 | 0.000 | ||
| 4471 | 2015.09.15 16:05 | modify | 1466 | 1.00 | 119.890 | 120.990 | 118.890 | ||
| 4472 | 2015.09.16 01:35 | close | 1466 | 1.00 | 120.381 | 120.990 | 118.890 | -49100.00 | 6457900.00 |
| 4473 | 2015.09.16 03:15 | buy | 1467 | 1.00 | 120.307 | 0.000 | 0.000 | ||
| 4474 | 2015.09.16 03:15 | modify | 1467 | 1.00 | 120.307 | 119.207 | 121.307 | ||
| 4475 | 2015.09.16 09:20 | close | 1467 | 1.00 | 120.290 | 119.207 | 121.307 | -1700.00 | 6456200.00 |
| 4476 | 2015.09.17 02:25 | buy | 1468 | 1.00 | 120.521 | 0.000 | 0.000 | ||
| 4477 | 2015.09.17 02:25 | modify | 1468 | 1.00 | 120.521 | 119.421 | 121.521 | ||
| 4478 | 2015.09.17 03:05 | close | 1468 | 1.00 | 120.645 | 119.421 | 121.521 | 12400.00 | 6468600.00 |
| 4479 | 2015.09.18 17:15 | sell | 1469 | 1.00 | 119.649 | 0.000 | 0.000 | ||
| 4480 | 2015.09.18 17:15 | modify | 1469 | 1.00 | 119.649 | 120.749 | 118.649 | ||
| 4481 | 2015.09.18 23:00 | close | 1469 | 1.00 | 119.966 | 120.749 | 118.649 | -31700.00 | 6436900.00 |
| 4482 | 2015.09.22 03:40 | buy | 1470 | 1.00 | 120.411 | 0.000 | 0.000 | ||
| 4483 | 2015.09.22 03:40 | modify | 1470 | 1.00 | 120.411 | 119.311 | 121.411 | ||
| 4484 | 2015.09.22 06:30 | close | 1470 | 1.00 | 120.418 | 119.311 | 121.411 | 700.00 | 6437600.00 |
| 4485 | 2015.09.24 19:35 | sell | 1471 | 1.00 | 119.787 | 0.000 | 0.000 | ||
| 4486 | 2015.09.24 19:35 | modify | 1471 | 1.00 | 119.787 | 120.887 | 118.787 | ||
| 4487 | 2015.09.24 20:00 | close | 1471 | 1.00 | 119.587 | 120.887 | 118.787 | 20000.00 | 6457600.00 |
| 4488 | 2015.09.24 21:20 | sell | 1472 | 1.00 | 119.871 | 0.000 | 0.000 | ||
| 4489 | 2015.09.24 21:20 | modify | 1472 | 1.00 | 119.871 | 120.971 | 118.871 | ||
| 4490 | 2015.09.25 05:05 | close | 1472 | 1.00 | 120.122 | 120.971 | 118.871 | -25100.00 | 6432500.00 |
| 4491 | 2015.09.25 16:40 | buy | 1473 | 1.00 | 120.574 | 0.000 | 0.000 | ||
| 4492 | 2015.09.25 16:40 | modify | 1473 | 1.00 | 120.574 | 119.474 | 121.574 | ||
| 4493 | 2015.09.25 17:40 | close | 1473 | 1.00 | 120.751 | 119.474 | 121.574 | 17700.00 | 6450200.00 |
| 4494 | 2015.09.25 21:45 | buy | 1474 | 1.00 | 120.641 | 0.000 | 0.000 | ||
| 4495 | 2015.09.25 21:45 | modify | 1474 | 1.00 | 120.641 | 119.541 | 121.641 | ||
| 4496 | 2015.09.25 23:00 | close | 1474 | 1.00 | 120.567 | 119.541 | 121.641 | -7400.00 | 6442800.00 |
| 4497 | 2015.09.29 11:40 | sell | 1475 | 1.00 | 119.970 | 0.000 | 0.000 | ||
| 4498 | 2015.09.29 11:40 | modify | 1475 | 1.00 | 119.970 | 121.070 | 118.970 | ||
| 4499 | 2015.09.29 12:50 | close | 1475 | 1.00 | 119.805 | 121.070 | 118.970 | 16500.00 | 6459300.00 |
| 4500 | 2015.09.30 15:55 | buy | 1476 | 1.00 | 120.059 | 0.000 | 0.000 | ||