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 |
| 4951 | 2016.10.20 15:20 | buy | 1624 | 1.00 | 103.567 | 0.000 | 0.000 | ||
| 4952 | 2016.10.20 15:20 | modify | 1624 | 1.00 | 103.567 | 102.467 | 104.567 | ||
| 4953 | 2016.10.20 15:45 | close | 1624 | 1.00 | 103.749 | 102.467 | 104.567 | 18200.00 | 6833400.00 |
| 4954 | 2016.10.25 18:25 | buy | 1625 | 1.00 | 104.441 | 0.000 | 0.000 | ||
| 4955 | 2016.10.25 18:25 | modify | 1625 | 1.00 | 104.441 | 103.341 | 105.441 | ||
| 4956 | 2016.10.26 04:15 | close | 1625 | 1.00 | 104.264 | 103.341 | 105.441 | -17700.00 | 6815700.00 |
| 4957 | 2016.10.26 04:40 | sell | 1626 | 1.00 | 104.377 | 0.000 | 0.000 | ||
| 4958 | 2016.10.26 04:40 | modify | 1626 | 1.00 | 104.377 | 105.477 | 103.377 | ||
| 4959 | 2016.10.26 08:45 | close | 1626 | 1.00 | 104.297 | 105.477 | 103.377 | 8000.00 | 6823700.00 |
| 4960 | 2016.10.31 03:30 | sell | 1627 | 1.00 | 104.831 | 0.000 | 0.000 | ||
| 4961 | 2016.10.31 03:30 | modify | 1627 | 1.00 | 104.831 | 105.931 | 103.831 | ||
| 4962 | 2016.10.31 06:55 | close | 1627 | 1.00 | 104.800 | 105.931 | 103.831 | 3100.00 | 6826800.00 |
| 4963 | 2016.10.31 11:10 | sell | 1628 | 1.00 | 104.958 | 0.000 | 0.000 | ||
| 4964 | 2016.10.31 11:10 | modify | 1628 | 1.00 | 104.958 | 106.058 | 103.958 | ||
| 4965 | 2016.10.31 15:20 | close | 1628 | 1.00 | 104.961 | 106.058 | 103.958 | -300.00 | 6826500.00 |
| 4966 | 2016.10.31 21:15 | buy | 1629 | 1.00 | 104.870 | 0.000 | 0.000 | ||
| 4967 | 2016.10.31 21:15 | modify | 1629 | 1.00 | 104.870 | 103.770 | 105.870 | ||
| 4968 | 2016.11.01 01:50 | close | 1629 | 1.00 | 104.841 | 103.770 | 105.870 | -2900.00 | 6823600.00 |
| 4969 | 2016.11.09 02:10 | buy | 1630 | 1.00 | 104.848 | 0.000 | 0.000 | ||
| 4970 | 2016.11.09 02:10 | modify | 1630 | 1.00 | 104.848 | 103.748 | 105.848 | ||
| 4971 | 2016.11.09 02:55 | close | 1630 | 1.00 | 105.067 | 103.748 | 105.848 | 21900.00 | 6845500.00 |
| 4972 | 2016.11.09 09:55 | sell | 1631 | 1.00 | 103.099 | 0.000 | 0.000 | ||
| 4973 | 2016.11.09 09:55 | modify | 1631 | 1.00 | 103.099 | 104.199 | 102.099 | ||
| 4974 | 2016.11.09 10:00 | close | 1631 | 1.00 | 103.334 | 104.199 | 102.099 | -23500.00 | 6822000.00 |
| 4975 | 2016.11.09 10:15 | sell | 1632 | 1.00 | 103.726 | 0.000 | 0.000 | ||
| 4976 | 2016.11.09 10:15 | modify | 1632 | 1.00 | 103.726 | 104.826 | 102.726 | ||
| 4977 | 2016.11.09 10:20 | close | 1632 | 1.00 | 103.427 | 104.826 | 102.726 | 29900.00 | 6851900.00 |
| 4978 | 2016.11.09 14:50 | sell | 1633 | 1.00 | 103.614 | 0.000 | 0.000 | ||
| 4979 | 2016.11.09 14:50 | modify | 1633 | 1.00 | 103.614 | 104.714 | 102.614 | ||
| 4980 | 2016.11.09 16:35 | modify | 1633 | 1.00 | 103.614 | 104.714 | 104.014 | ||
| 4981 | 2016.11.09 16:59 | s/l | 1633 | 1.00 | 104.716 | 104.714 | 104.014 | -110200.00 | 6741700.00 |
| 4982 | 2016.11.17 08:30 | sell | 1634 | 1.00 | 109.334 | 0.000 | 0.000 | ||
| 4983 | 2016.11.17 08:30 | modify | 1634 | 1.00 | 109.334 | 110.434 | 108.334 | ||
| 4984 | 2016.11.17 09:55 | close | 1634 | 1.00 | 109.160 | 110.434 | 108.334 | 17400.00 | 6759100.00 |
| 4985 | 2016.11.18 12:50 | buy | 1635 | 1.00 | 110.390 | 0.000 | 0.000 | ||
| 4986 | 2016.11.18 12:50 | modify | 1635 | 1.00 | 110.390 | 109.290 | 111.390 | ||
| 4987 | 2016.11.18 17:15 | close | 1635 | 1.00 | 110.472 | 109.290 | 111.390 | 8200.00 | 6767300.00 |
| 4988 | 2016.11.22 14:45 | sell | 1636 | 1.00 | 110.955 | 0.000 | 0.000 | ||
| 4989 | 2016.11.22 14:45 | modify | 1636 | 1.00 | 110.955 | 112.055 | 109.955 | ||
| 4990 | 2016.11.22 18:45 | close | 1636 | 1.00 | 111.010 | 112.055 | 109.955 | -5500.00 | 6761800.00 |
| 4991 | 2016.12.05 09:40 | sell | 1637 | 1.00 | 113.884 | 0.000 | 0.000 | ||
| 4992 | 2016.12.05 09:40 | modify | 1637 | 1.00 | 113.884 | 114.984 | 112.884 | ||
| 4993 | 2016.12.05 15:00 | close | 1637 | 1.00 | 114.288 | 114.984 | 112.884 | -40400.00 | 6721400.00 |
| 4994 | 2016.12.05 19:40 | buy | 1638 | 1.00 | 113.752 | 0.000 | 0.000 | ||
| 4995 | 2016.12.05 19:40 | modify | 1638 | 1.00 | 113.752 | 112.652 | 114.752 | ||
| 4996 | 2016.12.05 23:40 | close | 1638 | 1.00 | 113.866 | 112.652 | 114.752 | 11400.00 | 6732800.00 |
| 4997 | 2016.12.06 08:05 | sell | 1639 | 1.00 | 113.935 | 0.000 | 0.000 | ||
| 4998 | 2016.12.06 08:05 | modify | 1639 | 1.00 | 113.935 | 115.035 | 112.935 | ||
| 4999 | 2016.12.06 09:55 | close | 1639 | 1.00 | 113.785 | 115.035 | 112.935 | 15000.00 | 6747800.00 |
| 5000 | 2016.12.13 07:50 | sell | 1640 | 1.00 | 115.318 | 0.000 | 0.000 | ||
| 5001 | 2016.12.13 07:50 | modify | 1640 | 1.00 | 115.318 | 116.418 | 114.318 | ||
| 5002 | 2016.12.13 09:00 | close | 1640 | 1.00 | 115.164 | 116.418 | 114.318 | 15400.00 | 6763200.00 |
| 5003 | 2016.12.13 15:35 | buy | 1641 | 1.00 | 114.995 | 0.000 | 0.000 | ||
| 5004 | 2016.12.13 15:35 | modify | 1641 | 1.00 | 114.995 | 113.895 | 115.995 | ||
| 5005 | 2016.12.13 16:30 | close | 1641 | 1.00 | 115.146 | 113.895 | 115.995 | 15100.00 | 6778300.00 |
| 5006 | 2016.12.19 21:05 | sell | 1642 | 1.00 | 117.219 | 0.000 | 0.000 | ||
| 5007 | 2016.12.19 21:05 | modify | 1642 | 1.00 | 117.219 | 118.319 | 116.219 | ||
| 5008 | 2016.12.19 22:35 | close | 1642 | 1.00 | 117.020 | 118.319 | 116.219 | 19900.00 | 6798200.00 |
| 5009 | 2017.01.03 01:00 | buy | 1643 | 1.00 | 117.323 | 0.000 | 0.000 | ||
| 5010 | 2017.01.03 01:00 | modify | 1643 | 1.00 | 117.323 | 116.223 | 118.323 | ||
| 5011 | 2017.01.03 01:50 | close | 1643 | 1.00 | 117.501 | 116.223 | 118.323 | 17800.00 | 6816000.00 |
| 5012 | 2017.01.03 18:20 | buy | 1644 | 1.00 | 117.813 | 0.000 | 0.000 | ||
| 5013 | 2017.01.03 18:20 | modify | 1644 | 1.00 | 117.813 | 116.713 | 118.813 | ||
| 5014 | 2017.01.03 21:10 | close | 1644 | 1.00 | 117.631 | 116.713 | 118.813 | -18200.00 | 6797800.00 |
| 5015 | 2017.01.04 21:35 | sell | 1645 | 1.00 | 117.666 | 0.000 | 0.000 | ||
| 5016 | 2017.01.04 21:35 | modify | 1645 | 1.00 | 117.666 | 118.766 | 116.666 | ||
| 5017 | 2017.01.04 22:20 | close | 1645 | 1.00 | 117.514 | 118.766 | 116.666 | 15200.00 | 6813000.00 |
| 5018 | 2017.01.05 11:30 | sell | 1646 | 1.00 | 116.601 | 0.000 | 0.000 | ||
| 5019 | 2017.01.05 11:30 | modify | 1646 | 1.00 | 116.601 | 117.701 | 115.601 | ||
| 5020 | 2017.01.05 14:40 | close | 1646 | 1.00 | 116.459 | 117.701 | 115.601 | 14200.00 | 6827200.00 |
| 5021 | 2017.01.06 03:20 | sell | 1647 | 1.00 | 115.950 | 0.000 | 0.000 | ||
| 5022 | 2017.01.06 03:20 | modify | 1647 | 1.00 | 115.950 | 117.050 | 114.950 | ||
| 5023 | 2017.01.06 04:35 | close | 1647 | 1.00 | 115.796 | 117.050 | 114.950 | 15400.00 | 6842600.00 |
| 5024 | 2017.01.09 11:20 | buy | 1648 | 1.00 | 117.050 | 0.000 | 0.000 | ||
| 5025 | 2017.01.09 11:20 | modify | 1648 | 1.00 | 117.050 | 115.950 | 118.050 | ||
| 5026 | 2017.01.09 15:00 | close | 1648 | 1.00 | 116.670 | 115.950 | 118.050 | -38000.00 | 6804600.00 |
| 5027 | 2017.01.11 18:45 | buy | 1649 | 1.00 | 115.914 | 0.000 | 0.000 | ||
| 5028 | 2017.01.11 18:45 | modify | 1649 | 1.00 | 115.914 | 114.814 | 116.914 | ||
| 5029 | 2017.01.11 18:55 | close | 1649 | 1.00 | 116.174 | 114.814 | 116.914 | 26000.00 | 6830600.00 |
| 5030 | 2017.01.12 21:55 | sell | 1650 | 1.00 | 114.591 | 0.000 | 0.000 | ||
| 5031 | 2017.01.12 21:55 | modify | 1650 | 1.00 | 114.591 | 115.691 | 113.591 | ||
| 5032 | 2017.01.13 08:10 | close | 1650 | 1.00 | 114.884 | 115.691 | 113.591 | -29300.00 | 6801300.00 |
| 5033 | 2017.01.13 08:20 | buy | 1651 | 1.00 | 114.834 | 0.000 | 0.000 | ||
| 5034 | 2017.01.13 08:20 | modify | 1651 | 1.00 | 114.834 | 113.734 | 115.834 | ||
| 5035 | 2017.01.13 15:35 | close | 1651 | 1.00 | 114.920 | 113.734 | 115.834 | 8600.00 | 6809900.00 |
| 5036 | 2017.01.13 19:35 | buy | 1652 | 1.00 | 114.686 | 0.000 | 0.000 | ||
| 5037 | 2017.01.13 19:35 | modify | 1652 | 1.00 | 114.686 | 113.586 | 115.686 | ||
| 5038 | 2017.01.13 22:00 | close | 1652 | 1.00 | 114.471 | 113.586 | 115.686 | -21500.00 | 6788400.00 |
| 5039 | 2017.01.19 11:25 | buy | 1653 | 1.00 | 114.484 | 0.000 | 0.000 | ||
| 5040 | 2017.01.19 11:25 | modify | 1653 | 1.00 | 114.484 | 113.384 | 115.484 | ||
| 5041 | 2017.01.19 12:20 | close | 1653 | 1.00 | 114.668 | 113.384 | 115.484 | 18400.00 | 6806800.00 |
| 5042 | 2017.01.19 21:50 | buy | 1654 | 1.00 | 114.861 | 0.000 | 0.000 | ||
| 5043 | 2017.01.19 21:50 | modify | 1654 | 1.00 | 114.861 | 113.761 | 115.861 | ||
| 5044 | 2017.01.20 00:25 | close | 1654 | 1.00 | 114.945 | 113.761 | 115.861 | 8400.00 | 6815200.00 |
| 5045 | 2017.01.20 12:20 | sell | 1655 | 1.00 | 115.236 | 0.000 | 0.000 | ||
| 5046 | 2017.01.20 12:20 | modify | 1655 | 1.00 | 115.236 | 116.336 | 114.236 | ||
| 5047 | 2017.01.20 14:40 | close | 1655 | 1.00 | 115.078 | 116.336 | 114.236 | 15800.00 | 6831000.00 |
| 5048 | 2017.01.24 06:45 | sell | 1656 | 1.00 | 113.020 | 0.000 | 0.000 | ||
| 5049 | 2017.01.24 06:45 | modify | 1656 | 1.00 | 113.020 | 114.120 | 112.020 | ||
| 5050 | 2017.01.24 07:15 | close | 1656 | 1.00 | 112.835 | 114.120 | 112.020 | 18500.00 | 6849500.00 |
| 5051 | 2017.01.25 03:40 | buy | 1657 | 1.00 | 113.527 | 0.000 | 0.000 | ||
| 5052 | 2017.01.25 03:40 | modify | 1657 | 1.00 | 113.527 | 112.427 | 114.527 | ||
| 5053 | 2017.01.25 07:35 | close | 1657 | 1.00 | 113.658 | 112.427 | 114.527 | 13100.00 | 6862600.00 |
| 5054 | 2017.01.25 16:25 | sell | 1658 | 1.00 | 113.807 | 0.000 | 0.000 | ||
| 5055 | 2017.01.25 16:25 | modify | 1658 | 1.00 | 113.807 | 114.907 | 112.807 | ||
| 5056 | 2017.01.25 17:05 | close | 1658 | 1.00 | 113.648 | 114.907 | 112.807 | 15900.00 | 6878500.00 |
| 5057 | 2017.01.27 11:50 | buy | 1659 | 1.00 | 114.933 | 0.000 | 0.000 | ||
| 5058 | 2017.01.27 11:50 | modify | 1659 | 1.00 | 114.933 | 113.833 | 115.933 | ||
| 5059 | 2017.01.27 12:35 | close | 1659 | 1.00 | 115.084 | 113.833 | 115.933 | 15100.00 | 6893600.00 |
| 5060 | 2017.01.30 08:10 | sell | 1660 | 1.00 | 114.651 | 0.000 | 0.000 | ||
| 5061 | 2017.01.30 08:10 | modify | 1660 | 1.00 | 114.651 | 115.751 | 113.651 | ||
| 5062 | 2017.01.30 11:25 | close | 1660 | 1.00 | 114.719 | 115.751 | 113.651 | -6800.00 | 6886800.00 |
| 5063 | 2017.01.31 11:00 | sell | 1661 | 1.00 | 113.933 | 0.000 | 0.000 | ||
| 5064 | 2017.01.31 11:00 | modify | 1661 | 1.00 | 113.933 | 115.033 | 112.933 | ||
| 5065 | 2017.01.31 12:35 | close | 1661 | 1.00 | 113.755 | 115.033 | 112.933 | 17800.00 | 6904600.00 |
| 5066 | 2017.02.03 15:35 | buy | 1662 | 1.00 | 112.818 | 0.000 | 0.000 | ||
| 5067 | 2017.02.03 15:35 | modify | 1662 | 1.00 | 112.818 | 111.718 | 113.818 | ||
| 5068 | 2017.02.03 15:40 | close | 1662 | 1.00 | 112.982 | 111.718 | 113.818 | 16400.00 | 6921000.00 |
| 5069 | 2017.02.06 09:05 | sell | 1663 | 1.00 | 112.696 | 0.000 | 0.000 | ||
| 5070 | 2017.02.06 09:05 | modify | 1663 | 1.00 | 112.696 | 113.796 | 111.696 | ||
| 5071 | 2017.02.06 11:30 | close | 1663 | 1.00 | 112.528 | 113.796 | 111.696 | 16800.00 | 6937800.00 |
| 5072 | 2017.02.08 03:50 | buy | 1664 | 1.00 | 112.158 | 0.000 | 0.000 | ||
| 5073 | 2017.02.08 03:50 | modify | 1664 | 1.00 | 112.158 | 111.058 | 113.158 | ||
| 5074 | 2017.02.08 06:35 | close | 1664 | 1.00 | 112.255 | 111.058 | 113.158 | 9700.00 | 6947500.00 |
| 5075 | 2017.02.08 15:00 | buy | 1665 | 1.00 | 112.022 | 0.000 | 0.000 | ||
| 5076 | 2017.02.08 15:00 | modify | 1665 | 1.00 | 112.022 | 110.922 | 113.022 | ||
| 5077 | 2017.02.08 20:05 | close | 1665 | 1.00 | 111.971 | 110.922 | 113.022 | -5100.00 | 6942400.00 |
| 5078 | 2017.02.08 20:35 | sell | 1666 | 1.00 | 112.196 | 0.000 | 0.000 | ||
| 5079 | 2017.02.08 20:35 | modify | 1666 | 1.00 | 112.196 | 113.296 | 111.196 | ||
| 5080 | 2017.02.08 22:25 | close | 1666 | 1.00 | 112.044 | 113.296 | 111.196 | 15200.00 | 6957600.00 |
| 5081 | 2017.02.13 08:00 | buy | 1667 | 1.00 | 113.716 | 0.000 | 0.000 | ||
| 5082 | 2017.02.13 08:00 | modify | 1667 | 1.00 | 113.716 | 112.616 | 114.716 | ||
| 5083 | 2017.02.13 11:10 | close | 1667 | 1.00 | 113.741 | 112.616 | 114.716 | 2500.00 | 6960100.00 |
| 5084 | 2017.02.14 01:05 | sell | 1668 | 1.00 | 113.803 | 0.000 | 0.000 | ||
| 5085 | 2017.02.14 01:05 | modify | 1668 | 1.00 | 113.803 | 114.903 | 112.803 | ||
| 5086 | 2017.02.14 02:00 | close | 1668 | 1.00 | 113.689 | 114.903 | 112.803 | 11400.00 | 6971500.00 |
| 5087 | 2017.02.20 17:20 | buy | 1669 | 1.00 | 113.062 | 0.000 | 0.000 | ||
| 5088 | 2017.02.20 17:20 | modify | 1669 | 1.00 | 113.062 | 111.962 | 114.062 | ||
| 5089 | 2017.02.20 19:25 | close | 1669 | 1.00 | 113.136 | 111.962 | 114.062 | 7400.00 | 6978900.00 |
| 5090 | 2017.02.22 17:50 | sell | 1670 | 1.00 | 113.371 | 0.000 | 0.000 | ||
| 5091 | 2017.02.22 17:50 | modify | 1670 | 1.00 | 113.371 | 114.471 | 112.371 | ||
| 5092 | 2017.02.22 21:05 | close | 1670 | 1.00 | 113.294 | 114.471 | 112.371 | 7700.00 | 6986600.00 |
| 5093 | 2017.02.24 03:20 | sell | 1671 | 1.00 | 112.891 | 0.000 | 0.000 | ||
| 5094 | 2017.02.24 03:20 | modify | 1671 | 1.00 | 112.891 | 113.991 | 111.891 | ||
| 5095 | 2017.02.24 05:35 | close | 1671 | 1.00 | 112.772 | 113.991 | 111.891 | 11900.00 | 6998500.00 |
| 5096 | 2017.02.24 16:55 | sell | 1672 | 1.00 | 112.463 | 0.000 | 0.000 | ||
| 5097 | 2017.02.24 16:55 | modify | 1672 | 1.00 | 112.463 | 113.563 | 111.463 | ||
| 5098 | 2017.02.24 17:20 | close | 1672 | 1.00 | 112.311 | 113.563 | 111.463 | 15200.00 | 7013700.00 |
| 5099 | 2017.03.01 20:45 | buy | 1673 | 1.00 | 113.513 | 0.000 | 0.000 | ||
| 5100 | 2017.03.01 20:45 | modify | 1673 | 1.00 | 113.513 | 112.413 | 114.513 | ||