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 |
| 4651 | 2016.02.22 21:20 | buy | 1526 | 1.00 | 112.939 | 0.000 | 0.000 | ||
| 4652 | 2016.02.22 21:20 | modify | 1526 | 1.00 | 112.939 | 111.839 | 113.939 | ||
| 4653 | 2016.02.23 00:35 | close | 1526 | 1.00 | 112.964 | 111.839 | 113.939 | 2500.00 | 6646000.00 |
| 4654 | 2016.02.24 09:05 | sell | 1527 | 1.00 | 112.010 | 0.000 | 0.000 | ||
| 4655 | 2016.02.24 09:05 | modify | 1527 | 1.00 | 112.010 | 113.110 | 111.010 | ||
| 4656 | 2016.02.24 11:30 | close | 1527 | 1.00 | 111.905 | 113.110 | 111.010 | 10500.00 | 6656500.00 |
| 4657 | 2016.02.24 21:25 | sell | 1528 | 1.00 | 111.685 | 0.000 | 0.000 | ||
| 4658 | 2016.02.24 21:25 | modify | 1528 | 1.00 | 111.685 | 112.785 | 110.685 | ||
| 4659 | 2016.02.25 01:05 | close | 1528 | 1.00 | 111.965 | 112.785 | 110.685 | -28000.00 | 6628500.00 |
| 4660 | 2016.02.25 08:40 | buy | 1529 | 1.00 | 112.201 | 0.000 | 0.000 | ||
| 4661 | 2016.02.25 08:40 | modify | 1529 | 1.00 | 112.201 | 111.101 | 113.201 | ||
| 4662 | 2016.02.25 13:40 | close | 1529 | 1.00 | 112.305 | 111.101 | 113.201 | 10400.00 | 6638900.00 |
| 4663 | 2016.02.26 07:25 | buy | 1530 | 1.00 | 112.685 | 0.000 | 0.000 | ||
| 4664 | 2016.02.26 07:25 | modify | 1530 | 1.00 | 112.685 | 111.585 | 113.685 | ||
| 4665 | 2016.02.26 09:20 | close | 1530 | 1.00 | 112.844 | 111.585 | 113.685 | 15900.00 | 6654800.00 |
| 4666 | 2016.02.29 01:00 | buy | 1531 | 1.00 | 113.697 | 0.000 | 0.000 | ||
| 4667 | 2016.02.29 01:00 | modify | 1531 | 1.00 | 113.697 | 112.597 | 114.697 | ||
| 4668 | 2016.02.29 07:10 | modify | 1531 | 1.00 | 113.697 | 112.597 | 113.297 | ||
| 4669 | 2016.02.29 09:30 | close | 1531 | 1.00 | 113.111 | 112.597 | 113.297 | -58600.00 | 6596200.00 |
| 4670 | 2016.03.01 06:05 | sell | 1532 | 1.00 | 112.556 | 0.000 | 0.000 | ||
| 4671 | 2016.03.01 06:05 | modify | 1532 | 1.00 | 112.556 | 113.656 | 111.556 | ||
| 4672 | 2016.03.01 10:35 | modify | 1532 | 1.00 | 112.556 | 113.656 | 112.956 | ||
| 4673 | 2016.03.01 13:50 | close | 1532 | 1.00 | 113.102 | 113.656 | 112.956 | -54600.00 | 6541600.00 |
| 4674 | 2016.03.02 02:10 | buy | 1533 | 1.00 | 113.838 | 0.000 | 0.000 | ||
| 4675 | 2016.03.02 02:10 | modify | 1533 | 1.00 | 113.838 | 112.738 | 114.838 | ||
| 4676 | 2016.03.02 03:05 | close | 1533 | 1.00 | 114.033 | 112.738 | 114.838 | 19500.00 | 6561100.00 |
| 4677 | 2016.03.03 03:35 | sell | 1534 | 1.00 | 113.879 | 0.000 | 0.000 | ||
| 4678 | 2016.03.03 03:35 | modify | 1534 | 1.00 | 113.879 | 114.979 | 112.879 | ||
| 4679 | 2016.03.03 04:15 | close | 1534 | 1.00 | 113.719 | 114.979 | 112.879 | 16000.00 | 6577100.00 |
| 4680 | 2016.03.03 06:15 | sell | 1535 | 1.00 | 114.076 | 0.000 | 0.000 | ||
| 4681 | 2016.03.03 06:15 | modify | 1535 | 1.00 | 114.076 | 115.176 | 113.076 | ||
| 4682 | 2016.03.03 10:30 | close | 1535 | 1.00 | 113.922 | 115.176 | 113.076 | 15400.00 | 6592500.00 |
| 4683 | 2016.03.08 07:00 | sell | 1536 | 1.00 | 113.214 | 0.000 | 0.000 | ||
| 4684 | 2016.03.08 07:00 | modify | 1536 | 1.00 | 113.214 | 114.314 | 112.214 | ||
| 4685 | 2016.03.08 08:35 | close | 1536 | 1.00 | 113.018 | 114.314 | 112.214 | 19600.00 | 6612100.00 |
| 4686 | 2016.03.08 14:15 | sell | 1537 | 1.00 | 113.128 | 0.000 | 0.000 | ||
| 4687 | 2016.03.08 14:15 | modify | 1537 | 1.00 | 113.128 | 114.228 | 112.128 | ||
| 4688 | 2016.03.08 15:20 | close | 1537 | 1.00 | 112.978 | 114.228 | 112.128 | 15000.00 | 6627100.00 |
| 4689 | 2016.03.09 01:40 | sell | 1538 | 1.00 | 112.735 | 0.000 | 0.000 | ||
| 4690 | 2016.03.09 01:40 | modify | 1538 | 1.00 | 112.735 | 113.835 | 111.735 | ||
| 4691 | 2016.03.09 02:10 | close | 1538 | 1.00 | 112.584 | 113.835 | 111.735 | 15100.00 | 6642200.00 |
| 4692 | 2016.03.11 05:40 | sell | 1539 | 1.00 | 113.454 | 0.000 | 0.000 | ||
| 4693 | 2016.03.11 05:40 | modify | 1539 | 1.00 | 113.454 | 114.554 | 112.454 | ||
| 4694 | 2016.03.11 07:45 | close | 1539 | 1.00 | 113.361 | 114.554 | 112.454 | 9300.00 | 6651500.00 |
| 4695 | 2016.03.11 15:35 | buy | 1540 | 1.00 | 113.617 | 0.000 | 0.000 | ||
| 4696 | 2016.03.11 15:35 | modify | 1540 | 1.00 | 113.617 | 112.517 | 114.617 | ||
| 4697 | 2016.03.11 18:30 | close | 1540 | 1.00 | 113.709 | 112.517 | 114.617 | 9200.00 | 6660700.00 |
| 4698 | 2016.03.16 21:05 | buy | 1541 | 1.00 | 113.288 | 0.000 | 0.000 | ||
| 4699 | 2016.03.16 21:05 | modify | 1541 | 1.00 | 113.288 | 112.188 | 114.288 | ||
| 4700 | 2016.03.16 21:45 | modify | 1541 | 1.00 | 113.288 | 112.188 | 112.888 | ||
| 4701 | 2016.03.17 01:35 | close | 1541 | 1.00 | 112.822 | 112.188 | 112.888 | -46600.00 | 6614100.00 |
| 4702 | 2016.03.17 21:50 | sell | 1542 | 1.00 | 111.523 | 0.000 | 0.000 | ||
| 4703 | 2016.03.17 21:50 | modify | 1542 | 1.00 | 111.523 | 112.623 | 110.523 | ||
| 4704 | 2016.03.18 00:05 | close | 1542 | 1.00 | 111.386 | 112.623 | 110.523 | 13700.00 | 6627800.00 |
| 4705 | 2016.03.22 10:45 | buy | 1543 | 1.00 | 111.794 | 0.000 | 0.000 | ||
| 4706 | 2016.03.22 10:45 | modify | 1543 | 1.00 | 111.794 | 110.694 | 112.794 | ||
| 4707 | 2016.03.22 14:35 | close | 1543 | 1.00 | 111.782 | 110.694 | 112.794 | -1200.00 | 6626600.00 |
| 4708 | 2016.03.24 13:10 | buy | 1544 | 1.00 | 112.710 | 0.000 | 0.000 | ||
| 4709 | 2016.03.24 13:10 | modify | 1544 | 1.00 | 112.710 | 111.610 | 113.710 | ||
| 4710 | 2016.03.24 18:05 | close | 1544 | 1.00 | 112.597 | 111.610 | 113.710 | -11300.00 | 6615300.00 |
| 4711 | 2016.03.25 09:45 | buy | 1545 | 1.00 | 113.008 | 0.000 | 0.000 | ||
| 4712 | 2016.03.25 09:45 | modify | 1545 | 1.00 | 113.008 | 111.908 | 114.008 | ||
| 4713 | 2016.03.25 14:55 | close | 1545 | 1.00 | 113.020 | 111.908 | 114.008 | 1200.00 | 6616500.00 |
| 4714 | 2016.03.30 15:35 | sell | 1546 | 1.00 | 112.675 | 0.000 | 0.000 | ||
| 4715 | 2016.03.30 15:35 | modify | 1546 | 1.00 | 112.675 | 113.775 | 111.675 | ||
| 4716 | 2016.03.30 17:10 | close | 1546 | 1.00 | 112.493 | 113.775 | 111.675 | 18200.00 | 6634700.00 |
| 4717 | 2016.04.04 22:10 | sell | 1547 | 1.00 | 111.335 | 0.000 | 0.000 | ||
| 4718 | 2016.04.04 22:10 | modify | 1547 | 1.00 | 111.335 | 112.435 | 110.335 | ||
| 4719 | 2016.04.05 02:10 | close | 1547 | 1.00 | 111.246 | 112.435 | 110.335 | 8900.00 | 6643600.00 |
| 4720 | 2016.04.05 21:55 | sell | 1548 | 1.00 | 110.527 | 0.000 | 0.000 | ||
| 4721 | 2016.04.05 21:55 | modify | 1548 | 1.00 | 110.527 | 111.627 | 109.527 | ||
| 4722 | 2016.04.05 22:55 | close | 1548 | 1.00 | 110.366 | 111.627 | 109.527 | 16100.00 | 6659700.00 |
| 4723 | 2016.04.11 11:15 | sell | 1549 | 1.00 | 108.175 | 0.000 | 0.000 | ||
| 4724 | 2016.04.11 11:15 | modify | 1549 | 1.00 | 108.175 | 109.275 | 107.175 | ||
| 4725 | 2016.04.11 16:00 | close | 1549 | 1.00 | 108.176 | 109.275 | 107.175 | -100.00 | 6659600.00 |
| 4726 | 2016.04.15 09:15 | buy | 1550 | 1.00 | 109.477 | 0.000 | 0.000 | ||
| 4727 | 2016.04.15 09:15 | modify | 1550 | 1.00 | 109.477 | 108.377 | 110.477 | ||
| 4728 | 2016.04.15 14:25 | modify | 1550 | 1.00 | 109.477 | 108.377 | 109.077 | ||
| 4729 | 2016.04.15 16:10 | close | 1550 | 1.00 | 109.022 | 108.377 | 109.077 | -45500.00 | 6614100.00 |
| 4730 | 2016.04.18 10:55 | sell | 1551 | 1.00 | 108.241 | 0.000 | 0.000 | ||
| 4731 | 2016.04.18 10:55 | modify | 1551 | 1.00 | 108.241 | 109.341 | 107.241 | ||
| 4732 | 2016.04.18 14:00 | close | 1551 | 1.00 | 108.332 | 109.341 | 107.241 | -9100.00 | 6605000.00 |
| 4733 | 2016.04.19 09:45 | buy | 1552 | 1.00 | 108.845 | 0.000 | 0.000 | ||
| 4734 | 2016.04.19 09:45 | modify | 1552 | 1.00 | 108.845 | 107.745 | 109.845 | ||
| 4735 | 2016.04.19 10:40 | close | 1552 | 1.00 | 109.095 | 107.745 | 109.845 | 25000.00 | 6630000.00 |
| 4736 | 2016.04.25 03:05 | buy | 1553 | 1.00 | 111.394 | 0.000 | 0.000 | ||
| 4737 | 2016.04.25 03:05 | modify | 1553 | 1.00 | 111.394 | 110.294 | 112.394 | ||
| 4738 | 2016.04.25 06:45 | close | 1553 | 1.00 | 111.229 | 110.294 | 112.394 | -16500.00 | 6613500.00 |
| 4739 | 2016.04.25 20:00 | sell | 1554 | 1.00 | 111.232 | 0.000 | 0.000 | ||
| 4740 | 2016.04.25 20:00 | modify | 1554 | 1.00 | 111.232 | 112.332 | 110.232 | ||
| 4741 | 2016.04.26 02:15 | close | 1554 | 1.00 | 111.143 | 112.332 | 110.232 | 8900.00 | 6622400.00 |
| 4742 | 2016.04.27 03:05 | buy | 1555 | 1.00 | 111.179 | 0.000 | 0.000 | ||
| 4743 | 2016.04.27 03:05 | modify | 1555 | 1.00 | 111.179 | 110.079 | 112.179 | ||
| 4744 | 2016.04.27 09:00 | close | 1555 | 1.00 | 111.212 | 110.079 | 112.179 | 3300.00 | 6625700.00 |
| 4745 | 2016.05.04 09:25 | buy | 1556 | 1.00 | 106.930 | 0.000 | 0.000 | ||
| 4746 | 2016.05.04 09:25 | modify | 1556 | 1.00 | 106.930 | 105.830 | 107.930 | ||
| 4747 | 2016.05.04 11:10 | close | 1556 | 1.00 | 107.031 | 105.830 | 107.930 | 10100.00 | 6635800.00 |
| 4748 | 2016.05.04 14:50 | buy | 1557 | 1.00 | 106.581 | 0.000 | 0.000 | ||
| 4749 | 2016.05.04 14:50 | modify | 1557 | 1.00 | 106.581 | 105.481 | 107.581 | ||
| 4750 | 2016.05.04 17:00 | close | 1557 | 1.00 | 106.765 | 105.481 | 107.581 | 18400.00 | 6654200.00 |
| 4751 | 2016.05.05 08:20 | buy | 1558 | 1.00 | 107.040 | 0.000 | 0.000 | ||
| 4752 | 2016.05.05 08:20 | modify | 1558 | 1.00 | 107.040 | 105.940 | 108.040 | ||
| 4753 | 2016.05.05 10:10 | close | 1558 | 1.00 | 107.183 | 105.940 | 108.040 | 14300.00 | 6668500.00 |
| 4754 | 2016.05.06 21:05 | sell | 1559 | 1.00 | 106.890 | 0.000 | 0.000 | ||
| 4755 | 2016.05.06 21:05 | modify | 1559 | 1.00 | 106.890 | 107.990 | 105.890 | ||
| 4756 | 2016.05.06 23:00 | close | 1559 | 1.00 | 107.149 | 107.990 | 105.890 | -25900.00 | 6642600.00 |
| 4757 | 2016.05.12 16:45 | buy | 1560 | 1.00 | 108.934 | 0.000 | 0.000 | ||
| 4758 | 2016.05.12 16:45 | modify | 1560 | 1.00 | 108.934 | 107.834 | 109.934 | ||
| 4759 | 2016.05.12 19:25 | close | 1560 | 1.00 | 108.902 | 107.834 | 109.934 | -3200.00 | 6639400.00 |
| 4760 | 2016.05.17 03:40 | buy | 1561 | 1.00 | 108.909 | 0.000 | 0.000 | ||
| 4761 | 2016.05.17 03:40 | modify | 1561 | 1.00 | 108.909 | 107.809 | 109.909 | ||
| 4762 | 2016.05.17 07:40 | close | 1561 | 1.00 | 109.008 | 107.809 | 109.909 | 9900.00 | 6649300.00 |
| 4763 | 2016.05.17 16:35 | buy | 1562 | 1.00 | 109.146 | 0.000 | 0.000 | ||
| 4764 | 2016.05.17 16:35 | modify | 1562 | 1.00 | 109.146 | 108.046 | 110.146 | ||
| 4765 | 2016.05.17 20:55 | close | 1562 | 1.00 | 109.133 | 108.046 | 110.146 | -1300.00 | 6648000.00 |
| 4766 | 2016.05.18 05:45 | sell | 1563 | 1.00 | 109.350 | 0.000 | 0.000 | ||
| 4767 | 2016.05.18 05:45 | modify | 1563 | 1.00 | 109.350 | 110.450 | 108.350 | ||
| 4768 | 2016.05.18 06:35 | close | 1563 | 1.00 | 109.190 | 110.450 | 108.350 | 16000.00 | 6664000.00 |
| 4769 | 2016.05.20 20:35 | buy | 1564 | 1.00 | 110.252 | 0.000 | 0.000 | ||
| 4770 | 2016.05.20 20:35 | modify | 1564 | 1.00 | 110.252 | 109.152 | 111.252 | ||
| 4771 | 2016.05.20 23:00 | close | 1564 | 1.00 | 110.160 | 109.152 | 111.252 | -9200.00 | 6654800.00 |
| 4772 | 2016.05.25 06:30 | buy | 1565 | 1.00 | 109.995 | 0.000 | 0.000 | ||
| 4773 | 2016.05.25 06:30 | modify | 1565 | 1.00 | 109.995 | 108.895 | 110.995 | ||
| 4774 | 2016.05.25 09:25 | close | 1565 | 1.00 | 110.054 | 108.895 | 110.995 | 5900.00 | 6660700.00 |
| 4775 | 2016.05.25 18:30 | buy | 1566 | 1.00 | 110.107 | 0.000 | 0.000 | ||
| 4776 | 2016.05.25 18:30 | modify | 1566 | 1.00 | 110.107 | 109.007 | 111.107 | ||
| 4777 | 2016.05.25 19:25 | close | 1566 | 1.00 | 110.262 | 109.007 | 111.107 | 15500.00 | 6676200.00 |
| 4778 | 2016.05.26 10:05 | sell | 1567 | 1.00 | 109.908 | 0.000 | 0.000 | ||
| 4779 | 2016.05.26 10:05 | modify | 1567 | 1.00 | 109.908 | 111.008 | 108.908 | ||
| 4780 | 2016.05.26 15:55 | close | 1567 | 1.00 | 109.932 | 111.008 | 108.908 | -2400.00 | 6673800.00 |
| 4781 | 2016.06.06 06:00 | sell | 1568 | 1.00 | 107.040 | 0.000 | 0.000 | ||
| 4782 | 2016.06.06 06:00 | modify | 1568 | 1.00 | 107.040 | 108.140 | 106.040 | ||
| 4783 | 2016.06.06 07:35 | close | 1568 | 1.00 | 106.905 | 108.140 | 106.040 | 13500.00 | 6687300.00 |
| 4784 | 2016.06.06 19:50 | buy | 1569 | 1.00 | 107.032 | 0.000 | 0.000 | ||
| 4785 | 2016.06.06 19:50 | modify | 1569 | 1.00 | 107.032 | 105.932 | 108.032 | ||
| 4786 | 2016.06.06 20:50 | close | 1569 | 1.00 | 107.239 | 105.932 | 108.032 | 20700.00 | 6708000.00 |
| 4787 | 2016.06.08 23:05 | sell | 1570 | 1.00 | 107.069 | 0.000 | 0.000 | ||
| 4788 | 2016.06.08 23:05 | modify | 1570 | 1.00 | 107.069 | 108.169 | 106.069 | ||
| 4789 | 2016.06.09 00:30 | close | 1570 | 1.00 | 106.950 | 108.169 | 106.069 | 11900.00 | 6719900.00 |
| 4790 | 2016.06.13 17:15 | sell | 1571 | 1.00 | 106.439 | 0.000 | 0.000 | ||
| 4791 | 2016.06.13 17:15 | modify | 1571 | 1.00 | 106.439 | 107.539 | 105.439 | ||
| 4792 | 2016.06.13 18:35 | close | 1571 | 1.00 | 106.275 | 107.539 | 105.439 | 16400.00 | 6736300.00 |
| 4793 | 2016.06.17 07:05 | buy | 1572 | 1.00 | 104.255 | 0.000 | 0.000 | ||
| 4794 | 2016.06.17 07:05 | modify | 1572 | 1.00 | 104.255 | 103.155 | 105.255 | ||
| 4795 | 2016.06.17 08:35 | close | 1572 | 1.00 | 104.382 | 103.155 | 105.255 | 12700.00 | 6749000.00 |
| 4796 | 2016.06.29 12:45 | sell | 1573 | 1.00 | 102.668 | 0.000 | 0.000 | ||
| 4797 | 2016.06.29 12:45 | modify | 1573 | 1.00 | 102.668 | 103.768 | 101.668 | ||
| 4798 | 2016.06.29 17:15 | close | 1573 | 1.00 | 102.668 | 103.768 | 101.668 | 0.00 | 6749000.00 |
| 4799 | 2016.07.01 03:20 | buy | 1574 | 1.00 | 102.998 | 0.000 | 0.000 | ||
| 4800 | 2016.07.01 03:20 | modify | 1574 | 1.00 | 102.998 | 101.898 | 103.998 | ||