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 |
| 4801 | 2016.07.01 07:35 | close | 1574 | 1.00 | 102.919 | 101.898 | 103.998 | -7900.00 | 6741100.00 |
| 4802 | 2016.07.05 22:40 | sell | 1575 | 1.00 | 101.670 | 0.000 | 0.000 | ||
| 4803 | 2016.07.05 22:40 | modify | 1575 | 1.00 | 101.670 | 102.770 | 100.670 | ||
| 4804 | 2016.07.06 01:45 | close | 1575 | 1.00 | 101.658 | 102.770 | 100.670 | 1200.00 | 6742300.00 |
| 4805 | 2016.07.06 16:20 | sell | 1576 | 1.00 | 100.843 | 0.000 | 0.000 | ||
| 4806 | 2016.07.06 16:20 | modify | 1576 | 1.00 | 100.843 | 101.943 | 99.843 | ||
| 4807 | 2016.07.06 20:05 | modify | 1576 | 1.00 | 100.843 | 101.943 | 101.243 | ||
| 4808 | 2016.07.06 20:45 | t/p | 1576 | 1.00 | 101.242 | 101.943 | 101.243 | -39900.00 | 6702400.00 |
| 4809 | 2016.07.12 02:25 | buy | 1577 | 1.00 | 102.643 | 0.000 | 0.000 | ||
| 4810 | 2016.07.12 02:25 | modify | 1577 | 1.00 | 102.643 | 101.543 | 103.643 | ||
| 4811 | 2016.07.12 04:00 | close | 1577 | 1.00 | 102.853 | 101.543 | 103.643 | 21000.00 | 6723400.00 |
| 4812 | 2016.07.13 03:10 | buy | 1578 | 1.00 | 104.542 | 0.000 | 0.000 | ||
| 4813 | 2016.07.13 03:10 | modify | 1578 | 1.00 | 104.542 | 103.442 | 105.542 | ||
| 4814 | 2016.07.13 09:50 | close | 1578 | 1.00 | 104.443 | 103.442 | 105.542 | -9900.00 | 6713500.00 |
| 4815 | 2016.07.14 17:50 | buy | 1579 | 1.00 | 105.390 | 0.000 | 0.000 | ||
| 4816 | 2016.07.14 17:50 | modify | 1579 | 1.00 | 105.390 | 104.290 | 106.390 | ||
| 4817 | 2016.07.15 03:45 | close | 1579 | 1.00 | 105.518 | 104.290 | 106.390 | 12800.00 | 6726300.00 |
| 4818 | 2016.07.19 04:15 | buy | 1580 | 1.00 | 105.821 | 0.000 | 0.000 | ||
| 4819 | 2016.07.19 04:15 | modify | 1580 | 1.00 | 105.821 | 104.721 | 106.821 | ||
| 4820 | 2016.07.19 08:25 | close | 1580 | 1.00 | 105.914 | 104.721 | 106.821 | 9300.00 | 6735600.00 |
| 4821 | 2016.07.22 00:45 | sell | 1581 | 1.00 | 106.107 | 0.000 | 0.000 | ||
| 4822 | 2016.07.22 00:45 | modify | 1581 | 1.00 | 106.107 | 107.207 | 105.107 | ||
| 4823 | 2016.07.22 01:50 | close | 1581 | 1.00 | 105.952 | 107.207 | 105.107 | 15500.00 | 6751100.00 |
| 4824 | 2016.07.22 16:40 | buy | 1582 | 1.00 | 105.905 | 0.000 | 0.000 | ||
| 4825 | 2016.07.22 16:40 | modify | 1582 | 1.00 | 105.905 | 104.805 | 106.905 | ||
| 4826 | 2016.07.22 17:55 | close | 1582 | 1.00 | 106.058 | 104.805 | 106.905 | 15300.00 | 6766400.00 |
| 4827 | 2016.07.25 06:45 | buy | 1583 | 1.00 | 106.298 | 0.000 | 0.000 | ||
| 4828 | 2016.07.25 06:45 | modify | 1583 | 1.00 | 106.298 | 105.198 | 107.298 | ||
| 4829 | 2016.07.25 10:15 | close | 1583 | 1.00 | 106.303 | 105.198 | 107.298 | 500.00 | 6766900.00 |
| 4830 | 2016.07.26 17:00 | sell | 1584 | 1.00 | 104.624 | 0.000 | 0.000 | ||
| 4831 | 2016.07.26 17:00 | modify | 1584 | 1.00 | 104.624 | 105.724 | 103.624 | ||
| 4832 | 2016.07.26 20:55 | close | 1584 | 1.00 | 104.691 | 105.724 | 103.624 | -6700.00 | 6760200.00 |
| 4833 | 2016.07.27 22:45 | buy | 1585 | 1.00 | 105.269 | 0.000 | 0.000 | ||
| 4834 | 2016.07.27 22:45 | modify | 1585 | 1.00 | 105.269 | 104.169 | 106.269 | ||
| 4835 | 2016.07.28 00:05 | close | 1585 | 1.00 | 105.424 | 104.169 | 106.269 | 15500.00 | 6775700.00 |
| 4836 | 2016.08.03 03:40 | sell | 1586 | 1.00 | 101.228 | 0.000 | 0.000 | ||
| 4837 | 2016.08.03 03:40 | modify | 1586 | 1.00 | 101.228 | 102.328 | 100.228 | ||
| 4838 | 2016.08.03 06:45 | close | 1586 | 1.00 | 101.014 | 102.328 | 100.228 | 21400.00 | 6797100.00 |
| 4839 | 2016.08.08 21:30 | buy | 1587 | 1.00 | 102.383 | 0.000 | 0.000 | ||
| 4840 | 2016.08.08 21:30 | modify | 1587 | 1.00 | 102.383 | 101.283 | 103.383 | ||
| 4841 | 2016.08.09 00:30 | close | 1587 | 1.00 | 102.484 | 101.283 | 103.383 | 10100.00 | 6807200.00 |
| 4842 | 2016.08.11 10:10 | buy | 1588 | 1.00 | 101.210 | 0.000 | 0.000 | ||
| 4843 | 2016.08.11 10:10 | modify | 1588 | 1.00 | 101.210 | 100.110 | 102.210 | ||
| 4844 | 2016.08.11 12:15 | close | 1588 | 1.00 | 101.365 | 100.110 | 102.210 | 15500.00 | 6822700.00 |
| 4845 | 2016.08.12 15:10 | buy | 1589 | 1.00 | 101.978 | 0.000 | 0.000 | ||
| 4846 | 2016.08.12 15:10 | modify | 1589 | 1.00 | 101.978 | 100.878 | 102.978 | ||
| 4847 | 2016.08.12 15:35 | close | 1589 | 1.00 | 101.387 | 100.878 | 102.978 | -59100.00 | 6763600.00 |
| 4848 | 2016.08.12 22:15 | sell | 1590 | 1.00 | 101.310 | 0.000 | 0.000 | ||
| 4849 | 2016.08.12 22:15 | modify | 1590 | 1.00 | 101.310 | 102.410 | 100.310 | ||
| 4850 | 2016.08.12 23:00 | close | 1590 | 1.00 | 101.245 | 102.410 | 100.310 | 6500.00 | 6770100.00 |
| 4851 | 2016.08.17 16:55 | buy | 1591 | 1.00 | 100.425 | 0.000 | 0.000 | ||
| 4852 | 2016.08.17 16:55 | modify | 1591 | 1.00 | 100.425 | 99.325 | 101.425 | ||
| 4853 | 2016.08.17 19:40 | close | 1591 | 1.00 | 100.383 | 99.325 | 101.425 | -4200.00 | 6765900.00 |
| 4854 | 2016.08.18 12:10 | sell | 1592 | 1.00 | 100.285 | 0.000 | 0.000 | ||
| 4855 | 2016.08.18 12:10 | modify | 1592 | 1.00 | 100.285 | 101.385 | 99.285 | ||
| 4856 | 2016.08.18 16:55 | close | 1592 | 1.00 | 100.230 | 101.385 | 99.285 | 5500.00 | 6771400.00 |
| 4857 | 2016.08.19 16:40 | buy | 1593 | 1.00 | 100.072 | 0.000 | 0.000 | ||
| 4858 | 2016.08.19 16:40 | modify | 1593 | 1.00 | 100.072 | 98.972 | 101.072 | ||
| 4859 | 2016.08.19 17:25 | close | 1593 | 1.00 | 100.240 | 98.972 | 101.072 | 16800.00 | 6788200.00 |
| 4860 | 2016.08.30 04:20 | sell | 1594 | 1.00 | 102.046 | 0.000 | 0.000 | ||
| 4861 | 2016.08.30 04:20 | modify | 1594 | 1.00 | 102.046 | 103.146 | 101.046 | ||
| 4862 | 2016.08.30 07:10 | close | 1594 | 1.00 | 102.044 | 103.146 | 101.046 | 200.00 | 6788400.00 |
| 4863 | 2016.09.02 09:10 | sell | 1595 | 1.00 | 103.462 | 0.000 | 0.000 | ||
| 4864 | 2016.09.02 09:10 | modify | 1595 | 1.00 | 103.462 | 104.562 | 102.462 | ||
| 4865 | 2016.09.02 14:30 | close | 1595 | 1.00 | 103.468 | 104.562 | 102.462 | -600.00 | 6787800.00 |
| 4866 | 2016.09.02 14:30 | buy | 1596 | 1.00 | 103.467 | 0.000 | 0.000 | ||
| 4867 | 2016.09.02 14:30 | modify | 1596 | 1.00 | 103.467 | 102.367 | 104.467 | ||
| 4868 | 2016.09.02 16:05 | close | 1596 | 1.00 | 103.708 | 102.367 | 104.467 | 24100.00 | 6811900.00 |
| 4869 | 2016.09.05 03:05 | buy | 1597 | 1.00 | 103.872 | 0.000 | 0.000 | ||
| 4870 | 2016.09.05 03:05 | modify | 1597 | 1.00 | 103.872 | 102.772 | 104.872 | ||
| 4871 | 2016.09.05 04:05 | close | 1597 | 1.00 | 103.999 | 102.772 | 104.872 | 12700.00 | 6824600.00 |
| 4872 | 2016.09.05 05:50 | buy | 1598 | 1.00 | 103.633 | 0.000 | 0.000 | ||
| 4873 | 2016.09.05 05:50 | modify | 1598 | 1.00 | 103.633 | 102.533 | 104.633 | ||
| 4874 | 2016.09.05 16:00 | close | 1598 | 1.00 | 103.368 | 102.533 | 104.633 | -26500.00 | 6798100.00 |
| 4875 | 2016.09.05 23:00 | sell | 1599 | 1.00 | 103.433 | 0.000 | 0.000 | ||
| 4876 | 2016.09.05 23:00 | modify | 1599 | 1.00 | 103.433 | 104.533 | 102.433 | ||
| 4877 | 2016.09.06 01:15 | close | 1599 | 1.00 | 103.381 | 104.533 | 102.433 | 5200.00 | 6803300.00 |
| 4878 | 2016.09.06 02:45 | sell | 1600 | 1.00 | 103.514 | 0.000 | 0.000 | ||
| 4879 | 2016.09.06 02:45 | modify | 1600 | 1.00 | 103.514 | 104.614 | 102.514 | ||
| 4880 | 2016.09.06 05:35 | close | 1600 | 1.00 | 103.545 | 104.614 | 102.514 | -3100.00 | 6800200.00 |
| 4881 | 2016.09.08 00:40 | buy | 1601 | 1.00 | 101.688 | 0.000 | 0.000 | ||
| 4882 | 2016.09.08 00:40 | modify | 1601 | 1.00 | 101.688 | 100.588 | 102.688 | ||
| 4883 | 2016.09.08 02:35 | close | 1601 | 1.00 | 101.758 | 100.588 | 102.688 | 7000.00 | 6807200.00 |
| 4884 | 2016.09.09 02:15 | buy | 1602 | 1.00 | 102.295 | 0.000 | 0.000 | ||
| 4885 | 2016.09.09 02:15 | modify | 1602 | 1.00 | 102.295 | 101.195 | 103.295 | ||
| 4886 | 2016.09.09 07:00 | close | 1602 | 1.00 | 102.211 | 101.195 | 103.295 | -8400.00 | 6798800.00 |
| 4887 | 2016.09.12 00:40 | buy | 1603 | 1.00 | 102.583 | 0.000 | 0.000 | ||
| 4888 | 2016.09.12 00:40 | modify | 1603 | 1.00 | 102.583 | 101.483 | 103.583 | ||
| 4889 | 2016.09.12 14:10 | modify | 1603 | 1.00 | 102.583 | 101.483 | 102.183 | ||
| 4890 | 2016.09.12 16:00 | close | 1603 | 1.00 | 101.830 | 101.483 | 102.183 | -75300.00 | 6723500.00 |
| 4891 | 2016.09.13 07:25 | sell | 1604 | 1.00 | 101.954 | 0.000 | 0.000 | ||
| 4892 | 2016.09.13 07:25 | modify | 1604 | 1.00 | 101.954 | 103.054 | 100.954 | ||
| 4893 | 2016.09.13 11:05 | close | 1604 | 1.00 | 101.768 | 103.054 | 100.954 | 18600.00 | 6742100.00 |
| 4894 | 2016.09.14 12:05 | buy | 1605 | 1.00 | 102.815 | 0.000 | 0.000 | ||
| 4895 | 2016.09.14 12:05 | modify | 1605 | 1.00 | 102.815 | 101.715 | 103.815 | ||
| 4896 | 2016.09.14 15:10 | close | 1605 | 1.00 | 102.781 | 101.715 | 103.815 | -3400.00 | 6738700.00 |
| 4897 | 2016.09.15 02:45 | sell | 1606 | 1.00 | 102.568 | 0.000 | 0.000 | ||
| 4898 | 2016.09.15 02:45 | modify | 1606 | 1.00 | 102.568 | 103.668 | 101.568 | ||
| 4899 | 2016.09.15 03:45 | close | 1606 | 1.00 | 102.428 | 103.668 | 101.568 | 14000.00 | 6752700.00 |
| 4900 | 2016.09.15 10:20 | sell | 1607 | 1.00 | 102.479 | 0.000 | 0.000 | ||
| 4901 | 2016.09.15 10:20 | modify | 1607 | 1.00 | 102.479 | 103.579 | 101.479 | ||
| 4902 | 2016.09.15 14:20 | close | 1607 | 1.00 | 102.323 | 103.579 | 101.479 | 15600.00 | 6768300.00 |
| 4903 | 2016.09.19 00:05 | buy | 1608 | 1.00 | 102.218 | 0.000 | 0.000 | ||
| 4904 | 2016.09.19 00:05 | modify | 1608 | 1.00 | 102.218 | 101.118 | 103.218 | ||
| 4905 | 2016.09.19 02:25 | close | 1608 | 1.00 | 102.345 | 101.118 | 103.218 | 12700.00 | 6781000.00 |
| 4906 | 2016.09.19 05:00 | buy | 1609 | 1.00 | 102.116 | 0.000 | 0.000 | ||
| 4907 | 2016.09.19 05:00 | modify | 1609 | 1.00 | 102.116 | 101.016 | 103.116 | ||
| 4908 | 2016.09.19 08:15 | close | 1609 | 1.00 | 102.097 | 101.016 | 103.116 | -1900.00 | 6779100.00 |
| 4909 | 2016.09.19 23:55 | sell | 1610 | 1.00 | 101.902 | 0.000 | 0.000 | ||
| 4910 | 2016.09.19 23:55 | modify | 1610 | 1.00 | 101.902 | 103.002 | 100.902 | ||
| 4911 | 2016.09.20 05:55 | close | 1610 | 1.00 | 101.864 | 103.002 | 100.902 | 3800.00 | 6782900.00 |
| 4912 | 2016.09.22 10:50 | sell | 1611 | 1.00 | 100.650 | 0.000 | 0.000 | ||
| 4913 | 2016.09.22 10:50 | modify | 1611 | 1.00 | 100.650 | 101.750 | 99.650 | ||
| 4914 | 2016.09.22 15:30 | close | 1611 | 1.00 | 100.614 | 101.750 | 99.650 | 3600.00 | 6786500.00 |
| 4915 | 2016.09.27 04:50 | sell | 1612 | 1.00 | 100.739 | 0.000 | 0.000 | ||
| 4916 | 2016.09.27 04:50 | modify | 1612 | 1.00 | 100.739 | 101.839 | 99.739 | ||
| 4917 | 2016.09.27 10:20 | close | 1612 | 1.00 | 100.673 | 101.839 | 99.739 | 6600.00 | 6793100.00 |
| 4918 | 2016.09.27 10:45 | buy | 1613 | 1.00 | 100.541 | 0.000 | 0.000 | ||
| 4919 | 2016.09.27 10:45 | modify | 1613 | 1.00 | 100.541 | 99.441 | 101.541 | ||
| 4920 | 2016.09.27 16:50 | close | 1613 | 1.00 | 100.406 | 99.441 | 101.541 | -13500.00 | 6779600.00 |
| 4921 | 2016.09.29 19:45 | buy | 1614 | 1.00 | 101.265 | 0.000 | 0.000 | ||
| 4922 | 2016.09.29 19:45 | modify | 1614 | 1.00 | 101.265 | 100.165 | 102.265 | ||
| 4923 | 2016.09.30 01:00 | close | 1614 | 1.00 | 101.097 | 100.165 | 102.265 | -16800.00 | 6762800.00 |
| 4924 | 2016.09.30 02:45 | sell | 1615 | 1.00 | 101.244 | 0.000 | 0.000 | ||
| 4925 | 2016.09.30 02:45 | modify | 1615 | 1.00 | 101.244 | 102.344 | 100.244 | ||
| 4926 | 2016.09.30 03:20 | close | 1615 | 1.00 | 101.107 | 102.344 | 100.244 | 13700.00 | 6776500.00 |
| 4927 | 2016.10.06 02:50 | buy | 1616 | 1.00 | 103.388 | 0.000 | 0.000 | ||
| 4928 | 2016.10.06 02:50 | modify | 1616 | 1.00 | 103.388 | 102.288 | 104.388 | ||
| 4929 | 2016.10.06 03:10 | close | 1616 | 1.00 | 103.560 | 102.288 | 104.388 | 17200.00 | 6793700.00 |
| 4930 | 2016.10.11 00:10 | buy | 1617 | 1.00 | 103.626 | 0.000 | 0.000 | ||
| 4931 | 2016.10.11 00:10 | modify | 1617 | 1.00 | 103.626 | 102.526 | 104.626 | ||
| 4932 | 2016.10.11 01:45 | close | 1617 | 1.00 | 103.693 | 102.526 | 104.626 | 6700.00 | 6800400.00 |
| 4933 | 2016.10.11 10:05 | buy | 1618 | 1.00 | 103.705 | 0.000 | 0.000 | ||
| 4934 | 2016.10.11 10:05 | modify | 1618 | 1.00 | 103.705 | 102.605 | 104.705 | ||
| 4935 | 2016.10.11 10:20 | close | 1618 | 1.00 | 103.881 | 102.605 | 104.705 | 17600.00 | 6818000.00 |
| 4936 | 2016.10.12 00:35 | sell | 1619 | 1.00 | 103.553 | 0.000 | 0.000 | ||
| 4937 | 2016.10.12 00:35 | modify | 1619 | 1.00 | 103.553 | 104.653 | 102.553 | ||
| 4938 | 2016.10.12 01:40 | close | 1619 | 1.00 | 103.436 | 104.653 | 102.553 | 11700.00 | 6829700.00 |
| 4939 | 2016.10.12 08:25 | sell | 1620 | 1.00 | 103.647 | 0.000 | 0.000 | ||
| 4940 | 2016.10.12 08:25 | modify | 1620 | 1.00 | 103.647 | 104.747 | 102.647 | ||
| 4941 | 2016.10.12 11:15 | close | 1620 | 1.00 | 103.488 | 104.747 | 102.647 | 15900.00 | 6845600.00 |
| 4942 | 2016.10.13 05:05 | buy | 1621 | 1.00 | 104.138 | 0.000 | 0.000 | ||
| 4943 | 2016.10.13 05:05 | modify | 1621 | 1.00 | 104.138 | 103.038 | 105.138 | ||
| 4944 | 2016.10.13 10:40 | close | 1621 | 1.00 | 103.973 | 103.038 | 105.138 | -16500.00 | 6829100.00 |
| 4945 | 2016.10.14 03:00 | sell | 1622 | 1.00 | 103.728 | 0.000 | 0.000 | ||
| 4946 | 2016.10.14 03:00 | modify | 1622 | 1.00 | 103.728 | 104.828 | 102.728 | ||
| 4947 | 2016.10.14 10:00 | close | 1622 | 1.00 | 103.973 | 104.828 | 102.728 | -24500.00 | 6804600.00 |
| 4948 | 2016.10.14 19:20 | buy | 1623 | 1.00 | 104.032 | 0.000 | 0.000 | ||
| 4949 | 2016.10.14 19:20 | modify | 1623 | 1.00 | 104.032 | 102.932 | 105.032 | ||
| 4950 | 2016.10.14 21:50 | close | 1623 | 1.00 | 104.138 | 102.932 | 105.032 | 10600.00 | 6815200.00 |