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 |
| 4501 | 2015.09.30 15:55 | modify | 1476 | 1.00 | 120.059 | 118.959 | 121.059 | ||
| 4502 | 2015.09.30 16:40 | close | 1476 | 1.00 | 120.230 | 118.959 | 121.059 | 17100.00 | 6476400.00 |
| 4503 | 2015.09.30 18:00 | buy | 1477 | 1.00 | 119.778 | 0.000 | 0.000 | ||
| 4504 | 2015.09.30 18:00 | modify | 1477 | 1.00 | 119.778 | 118.678 | 120.778 | ||
| 4505 | 2015.09.30 20:40 | close | 1477 | 1.00 | 119.874 | 118.678 | 120.778 | 9600.00 | 6486000.00 |
| 4506 | 2015.10.01 13:40 | buy | 1478 | 1.00 | 119.954 | 0.000 | 0.000 | ||
| 4507 | 2015.10.01 13:40 | modify | 1478 | 1.00 | 119.954 | 118.854 | 120.954 | ||
| 4508 | 2015.10.01 20:00 | close | 1478 | 1.00 | 119.740 | 118.854 | 120.954 | -21400.00 | 6464600.00 |
| 4509 | 2015.10.01 21:20 | sell | 1479 | 1.00 | 119.870 | 0.000 | 0.000 | ||
| 4510 | 2015.10.01 21:20 | modify | 1479 | 1.00 | 119.870 | 120.970 | 118.870 | ||
| 4511 | 2015.10.02 01:10 | close | 1479 | 1.00 | 119.881 | 120.970 | 118.870 | -1100.00 | 6463500.00 |
| 4512 | 2015.10.15 03:45 | sell | 1480 | 1.00 | 119.041 | 0.000 | 0.000 | ||
| 4513 | 2015.10.15 03:45 | modify | 1480 | 1.00 | 119.041 | 120.141 | 118.041 | ||
| 4514 | 2015.10.15 05:50 | close | 1480 | 1.00 | 118.983 | 120.141 | 118.041 | 5800.00 | 6469300.00 |
| 4515 | 2015.10.15 15:40 | sell | 1481 | 1.00 | 118.585 | 0.000 | 0.000 | ||
| 4516 | 2015.10.15 15:40 | modify | 1481 | 1.00 | 118.585 | 119.685 | 117.585 | ||
| 4517 | 2015.10.15 18:20 | close | 1481 | 1.00 | 118.361 | 119.685 | 117.585 | 22400.00 | 6491700.00 |
| 4518 | 2015.10.16 09:45 | buy | 1482 | 1.00 | 118.967 | 0.000 | 0.000 | ||
| 4519 | 2015.10.16 09:45 | modify | 1482 | 1.00 | 118.967 | 117.867 | 119.967 | ||
| 4520 | 2015.10.16 10:10 | close | 1482 | 1.00 | 119.118 | 117.867 | 119.967 | 15100.00 | 6506800.00 |
| 4521 | 2015.10.16 13:45 | buy | 1483 | 1.00 | 118.964 | 0.000 | 0.000 | ||
| 4522 | 2015.10.16 13:45 | modify | 1483 | 1.00 | 118.964 | 117.864 | 119.964 | ||
| 4523 | 2015.10.16 15:35 | close | 1483 | 1.00 | 119.106 | 117.864 | 119.964 | 14200.00 | 6521000.00 |
| 4524 | 2015.10.19 03:05 | buy | 1484 | 1.00 | 119.279 | 0.000 | 0.000 | ||
| 4525 | 2015.10.19 03:05 | modify | 1484 | 1.00 | 119.279 | 118.179 | 120.279 | ||
| 4526 | 2015.10.19 05:15 | close | 1484 | 1.00 | 119.402 | 118.179 | 120.279 | 12300.00 | 6533300.00 |
| 4527 | 2015.10.26 03:05 | buy | 1485 | 1.00 | 121.232 | 0.000 | 0.000 | ||
| 4528 | 2015.10.26 03:05 | modify | 1485 | 1.00 | 121.232 | 120.132 | 122.232 | ||
| 4529 | 2015.10.26 12:10 | close | 1485 | 1.00 | 121.002 | 120.132 | 122.232 | -23000.00 | 6510300.00 |
| 4530 | 2015.10.27 23:45 | sell | 1486 | 1.00 | 120.475 | 0.000 | 0.000 | ||
| 4531 | 2015.10.27 23:45 | modify | 1486 | 1.00 | 120.475 | 121.575 | 119.475 | ||
| 4532 | 2015.10.28 00:25 | close | 1486 | 1.00 | 120.408 | 121.575 | 119.475 | 6700.00 | 6517000.00 |
| 4533 | 2015.10.29 02:55 | buy | 1487 | 1.00 | 120.870 | 0.000 | 0.000 | ||
| 4534 | 2015.10.29 02:55 | modify | 1487 | 1.00 | 120.870 | 119.770 | 121.870 | ||
| 4535 | 2015.10.29 07:50 | close | 1487 | 1.00 | 120.740 | 119.770 | 121.870 | -13000.00 | 6504000.00 |
| 4536 | 2015.10.30 19:00 | sell | 1488 | 1.00 | 120.715 | 0.000 | 0.000 | ||
| 4537 | 2015.10.30 19:00 | modify | 1488 | 1.00 | 120.715 | 121.815 | 119.715 | ||
| 4538 | 2015.10.30 23:00 | close | 1488 | 1.00 | 120.675 | 121.815 | 119.715 | 4000.00 | 6508000.00 |
| 4539 | 2015.11.05 16:10 | buy | 1489 | 1.00 | 121.662 | 0.000 | 0.000 | ||
| 4540 | 2015.11.05 16:10 | modify | 1489 | 1.00 | 121.662 | 120.562 | 122.662 | ||
| 4541 | 2015.11.05 19:35 | close | 1489 | 1.00 | 121.770 | 120.562 | 122.662 | 10800.00 | 6518800.00 |
| 4542 | 2015.11.09 08:15 | buy | 1490 | 1.00 | 123.254 | 0.000 | 0.000 | ||
| 4543 | 2015.11.09 08:15 | modify | 1490 | 1.00 | 123.254 | 122.154 | 124.254 | ||
| 4544 | 2015.11.09 09:15 | close | 1490 | 1.00 | 123.404 | 122.154 | 124.254 | 15000.00 | 6533800.00 |
| 4545 | 2015.11.17 10:20 | buy | 1491 | 1.00 | 123.211 | 0.000 | 0.000 | ||
| 4546 | 2015.11.17 10:20 | modify | 1491 | 1.00 | 123.211 | 122.111 | 124.211 | ||
| 4547 | 2015.11.17 14:10 | close | 1491 | 1.00 | 123.307 | 122.111 | 124.211 | 9600.00 | 6543400.00 |
| 4548 | 2015.11.20 03:10 | sell | 1492 | 1.00 | 123.019 | 0.000 | 0.000 | ||
| 4549 | 2015.11.20 03:10 | modify | 1492 | 1.00 | 123.019 | 124.119 | 122.019 | ||
| 4550 | 2015.11.20 04:25 | close | 1492 | 1.00 | 122.932 | 124.119 | 122.019 | 8700.00 | 6552100.00 |
| 4551 | 2015.11.24 23:45 | sell | 1493 | 1.00 | 122.567 | 0.000 | 0.000 | ||
| 4552 | 2015.11.24 23:45 | modify | 1493 | 1.00 | 122.567 | 123.667 | 121.567 | ||
| 4553 | 2015.11.25 02:15 | close | 1493 | 1.00 | 122.441 | 123.667 | 121.567 | 12600.00 | 6564700.00 |
| 4554 | 2015.12.02 21:05 | buy | 1494 | 1.00 | 123.313 | 0.000 | 0.000 | ||
| 4555 | 2015.12.02 21:05 | modify | 1494 | 1.00 | 123.313 | 122.213 | 124.313 | ||
| 4556 | 2015.12.03 01:00 | close | 1494 | 1.00 | 123.280 | 122.213 | 124.313 | -3300.00 | 6561400.00 |
| 4557 | 2015.12.04 01:40 | sell | 1495 | 1.00 | 122.758 | 0.000 | 0.000 | ||
| 4558 | 2015.12.04 01:40 | modify | 1495 | 1.00 | 122.758 | 123.858 | 121.758 | ||
| 4559 | 2015.12.04 02:05 | close | 1495 | 1.00 | 122.589 | 123.858 | 121.758 | 16900.00 | 6578300.00 |
| 4560 | 2015.12.04 09:50 | sell | 1496 | 1.00 | 122.781 | 0.000 | 0.000 | ||
| 4561 | 2015.12.04 09:50 | modify | 1496 | 1.00 | 122.781 | 123.881 | 121.781 | ||
| 4562 | 2015.12.04 14:20 | close | 1496 | 1.00 | 122.783 | 123.881 | 121.781 | -200.00 | 6578100.00 |
| 4563 | 2015.12.11 12:25 | buy | 1497 | 1.00 | 121.725 | 0.000 | 0.000 | ||
| 4564 | 2015.12.11 12:25 | modify | 1497 | 1.00 | 121.725 | 120.625 | 122.725 | ||
| 4565 | 2015.12.11 15:35 | close | 1497 | 1.00 | 121.550 | 120.625 | 122.725 | -17500.00 | 6560600.00 |
| 4566 | 2015.12.17 09:00 | buy | 1498 | 1.00 | 122.308 | 0.000 | 0.000 | ||
| 4567 | 2015.12.17 09:00 | modify | 1498 | 1.00 | 122.308 | 121.208 | 123.308 | ||
| 4568 | 2015.12.17 09:45 | close | 1498 | 1.00 | 122.428 | 121.208 | 123.308 | 12000.00 | 6572600.00 |
| 4569 | 2015.12.17 23:50 | buy | 1499 | 1.00 | 122.619 | 0.000 | 0.000 | ||
| 4570 | 2015.12.17 23:50 | modify | 1499 | 1.00 | 122.619 | 121.519 | 123.619 | ||
| 4571 | 2015.12.18 05:40 | close | 1499 | 1.00 | 122.585 | 121.519 | 123.619 | -3400.00 | 6569200.00 |
| 4572 | 2015.12.24 14:35 | sell | 1500 | 1.00 | 120.492 | 0.000 | 0.000 | ||
| 4573 | 2015.12.24 14:35 | modify | 1500 | 1.00 | 120.492 | 121.592 | 119.492 | ||
| 4574 | 2015.12.24 16:40 | close | 1500 | 1.00 | 120.325 | 121.592 | 119.492 | 16700.00 | 6585900.00 |
| 4575 | 2016.01.05 10:20 | buy | 1501 | 1.00 | 119.262 | 0.000 | 0.000 | ||
| 4576 | 2016.01.05 10:20 | modify | 1501 | 1.00 | 119.262 | 118.162 | 120.262 | ||
| 4577 | 2016.01.05 13:05 | close | 1501 | 1.00 | 119.147 | 118.162 | 120.262 | -11500.00 | 6574400.00 |
| 4578 | 2016.01.06 15:55 | sell | 1502 | 1.00 | 118.644 | 0.000 | 0.000 | ||
| 4579 | 2016.01.06 15:55 | modify | 1502 | 1.00 | 118.644 | 119.744 | 117.644 | ||
| 4580 | 2016.01.06 21:05 | close | 1502 | 1.00 | 118.463 | 119.744 | 117.644 | 18100.00 | 6592500.00 |
| 4581 | 2016.01.11 10:35 | sell | 1503 | 1.00 | 117.672 | 0.000 | 0.000 | ||
| 4582 | 2016.01.11 10:35 | modify | 1503 | 1.00 | 117.672 | 118.772 | 116.672 | ||
| 4583 | 2016.01.11 12:40 | close | 1503 | 1.00 | 117.628 | 118.772 | 116.672 | 4400.00 | 6596900.00 |
| 4584 | 2016.01.12 11:20 | sell | 1504 | 1.00 | 117.685 | 0.000 | 0.000 | ||
| 4585 | 2016.01.12 11:20 | modify | 1504 | 1.00 | 117.685 | 118.785 | 116.685 | ||
| 4586 | 2016.01.12 16:05 | close | 1504 | 1.00 | 117.742 | 118.785 | 116.685 | -5700.00 | 6591200.00 |
| 4587 | 2016.01.14 08:05 | sell | 1505 | 1.00 | 117.725 | 0.000 | 0.000 | ||
| 4588 | 2016.01.14 08:05 | modify | 1505 | 1.00 | 117.725 | 118.825 | 116.725 | ||
| 4589 | 2016.01.14 10:55 | close | 1505 | 1.00 | 117.703 | 118.825 | 116.725 | 2200.00 | 6593400.00 |
| 4590 | 2016.01.15 03:30 | buy | 1506 | 1.00 | 117.887 | 0.000 | 0.000 | ||
| 4591 | 2016.01.15 03:30 | modify | 1506 | 1.00 | 117.887 | 116.787 | 118.887 | ||
| 4592 | 2016.01.15 08:05 | close | 1506 | 1.00 | 117.928 | 116.787 | 118.887 | 4100.00 | 6597500.00 |
| 4593 | 2016.01.15 21:55 | sell | 1507 | 1.00 | 117.003 | 0.000 | 0.000 | ||
| 4594 | 2016.01.15 21:55 | modify | 1507 | 1.00 | 117.003 | 118.103 | 116.003 | ||
| 4595 | 2016.01.15 22:00 | close | 1507 | 1.00 | 117.030 | 118.103 | 116.003 | -2700.00 | 6594800.00 |
| 4596 | 2016.01.18 03:20 | sell | 1508 | 1.00 | 117.307 | 0.000 | 0.000 | ||
| 4597 | 2016.01.18 03:20 | modify | 1508 | 1.00 | 117.307 | 118.407 | 116.307 | ||
| 4598 | 2016.01.18 04:35 | close | 1508 | 1.00 | 117.145 | 118.407 | 116.307 | 16200.00 | 6611000.00 |
| 4599 | 2016.01.19 16:45 | buy | 1509 | 1.00 | 117.677 | 0.000 | 0.000 | ||
| 4600 | 2016.01.19 16:45 | modify | 1509 | 1.00 | 117.677 | 116.577 | 118.677 | ||
| 4601 | 2016.01.19 17:25 | close | 1509 | 1.00 | 117.829 | 116.577 | 118.677 | 15200.00 | 6626200.00 |
| 4602 | 2016.01.20 22:25 | sell | 1510 | 1.00 | 116.974 | 0.000 | 0.000 | ||
| 4603 | 2016.01.20 22:25 | modify | 1510 | 1.00 | 116.974 | 118.074 | 115.974 | ||
| 4604 | 2016.01.21 05:40 | close | 1510 | 1.00 | 117.256 | 118.074 | 115.974 | -28200.00 | 6598000.00 |
| 4605 | 2016.01.25 02:00 | buy | 1511 | 1.00 | 118.567 | 0.000 | 0.000 | ||
| 4606 | 2016.01.25 02:00 | modify | 1511 | 1.00 | 118.567 | 117.467 | 119.567 | ||
| 4607 | 2016.01.25 04:00 | close | 1511 | 1.00 | 118.710 | 117.467 | 119.567 | 14300.00 | 6612300.00 |
| 4608 | 2016.01.26 12:00 | sell | 1512 | 1.00 | 118.225 | 0.000 | 0.000 | ||
| 4609 | 2016.01.26 12:00 | modify | 1512 | 1.00 | 118.225 | 119.325 | 117.225 | ||
| 4610 | 2016.01.26 21:35 | close | 1512 | 1.00 | 118.487 | 119.325 | 117.225 | -26200.00 | 6586100.00 |
| 4611 | 2016.01.26 22:10 | buy | 1513 | 1.00 | 118.395 | 0.000 | 0.000 | ||
| 4612 | 2016.01.26 22:10 | modify | 1513 | 1.00 | 118.395 | 117.295 | 119.395 | ||
| 4613 | 2016.01.27 06:40 | close | 1513 | 1.00 | 118.280 | 117.295 | 119.395 | -11500.00 | 6574600.00 |
| 4614 | 2016.02.03 09:05 | sell | 1514 | 1.00 | 119.808 | 0.000 | 0.000 | ||
| 4615 | 2016.02.03 09:05 | modify | 1514 | 1.00 | 119.808 | 120.908 | 118.808 | ||
| 4616 | 2016.02.03 11:50 | close | 1514 | 1.00 | 119.662 | 120.908 | 118.808 | 14600.00 | 6589200.00 |
| 4617 | 2016.02.04 01:50 | sell | 1515 | 1.00 | 118.199 | 0.000 | 0.000 | ||
| 4618 | 2016.02.04 01:50 | modify | 1515 | 1.00 | 118.199 | 119.299 | 117.199 | ||
| 4619 | 2016.02.04 02:05 | close | 1515 | 1.00 | 117.984 | 119.299 | 117.199 | 21500.00 | 6610700.00 |
| 4620 | 2016.02.08 10:30 | buy | 1516 | 1.00 | 117.122 | 0.000 | 0.000 | ||
| 4621 | 2016.02.08 10:30 | modify | 1516 | 1.00 | 117.122 | 116.022 | 118.122 | ||
| 4622 | 2016.02.08 14:15 | modify | 1516 | 1.00 | 117.122 | 116.022 | 116.722 | ||
| 4623 | 2016.02.08 15:00 | close | 1516 | 1.00 | 116.261 | 116.022 | 116.722 | -86100.00 | 6524600.00 |
| 4624 | 2016.02.09 09:30 | sell | 1517 | 1.00 | 115.212 | 0.000 | 0.000 | ||
| 4625 | 2016.02.09 09:30 | modify | 1517 | 1.00 | 115.212 | 116.312 | 114.212 | ||
| 4626 | 2016.02.09 13:45 | close | 1517 | 1.00 | 115.107 | 116.312 | 114.212 | 10500.00 | 6535100.00 |
| 4627 | 2016.02.11 14:30 | sell | 1518 | 1.00 | 112.245 | 0.000 | 0.000 | ||
| 4628 | 2016.02.11 14:30 | modify | 1518 | 1.00 | 112.245 | 113.345 | 111.245 | ||
| 4629 | 2016.02.11 14:35 | close | 1518 | 1.00 | 112.058 | 113.345 | 111.245 | 18700.00 | 6553800.00 |
| 4630 | 2016.02.11 15:45 | sell | 1519 | 1.00 | 112.619 | 0.000 | 0.000 | ||
| 4631 | 2016.02.11 15:45 | modify | 1519 | 1.00 | 112.619 | 113.719 | 111.619 | ||
| 4632 | 2016.02.11 16:00 | close | 1519 | 1.00 | 112.428 | 113.719 | 111.619 | 19100.00 | 6572900.00 |
| 4633 | 2016.02.12 08:25 | buy | 1520 | 1.00 | 112.053 | 0.000 | 0.000 | ||
| 4634 | 2016.02.12 08:25 | modify | 1520 | 1.00 | 112.053 | 110.953 | 113.053 | ||
| 4635 | 2016.02.12 08:30 | close | 1520 | 1.00 | 112.199 | 110.953 | 113.053 | 14600.00 | 6587500.00 |
| 4636 | 2016.02.12 08:55 | buy | 1521 | 1.00 | 111.848 | 0.000 | 0.000 | ||
| 4637 | 2016.02.12 08:55 | modify | 1521 | 1.00 | 111.848 | 110.748 | 112.848 | ||
| 4638 | 2016.02.12 09:10 | close | 1521 | 1.00 | 112.039 | 110.748 | 112.848 | 19100.00 | 6606600.00 |
| 4639 | 2016.02.15 10:05 | buy | 1522 | 1.00 | 113.629 | 0.000 | 0.000 | ||
| 4640 | 2016.02.15 10:05 | modify | 1522 | 1.00 | 113.629 | 112.529 | 114.629 | ||
| 4641 | 2016.02.15 10:25 | close | 1522 | 1.00 | 113.848 | 112.529 | 114.629 | 21900.00 | 6628500.00 |
| 4642 | 2016.02.15 23:00 | buy | 1523 | 1.00 | 114.590 | 0.000 | 0.000 | ||
| 4643 | 2016.02.15 23:00 | modify | 1523 | 1.00 | 114.590 | 113.490 | 115.590 | ||
| 4644 | 2016.02.16 02:35 | close | 1523 | 1.00 | 114.596 | 113.490 | 115.590 | 600.00 | 6629100.00 |
| 4645 | 2016.02.16 23:30 | sell | 1524 | 1.00 | 114.047 | 0.000 | 0.000 | ||
| 4646 | 2016.02.16 23:30 | modify | 1524 | 1.00 | 114.047 | 115.147 | 113.047 | ||
| 4647 | 2016.02.17 01:55 | close | 1524 | 1.00 | 114.064 | 115.147 | 113.047 | -1700.00 | 6627400.00 |
| 4648 | 2016.02.19 07:40 | sell | 1525 | 1.00 | 113.098 | 0.000 | 0.000 | ||
| 4649 | 2016.02.19 07:40 | modify | 1525 | 1.00 | 113.098 | 114.198 | 112.098 | ||
| 4650 | 2016.02.19 09:35 | close | 1525 | 1.00 | 112.937 | 114.198 | 112.098 | 16100.00 | 6643500.00 |