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 |
| 5101 | 2017.03.01 21:20 | close | 1673 | 1.00 | 113.679 | 112.413 | 114.513 | 16600.00 | 7030300.00 |
| 5102 | 2017.03.13 21:05 | sell | 1674 | 1.00 | 114.815 | 0.000 | 0.000 | ||
| 5103 | 2017.03.13 21:05 | modify | 1674 | 1.00 | 114.815 | 115.915 | 113.815 | ||
| 5104 | 2017.03.14 03:20 | close | 1674 | 1.00 | 114.867 | 115.915 | 113.815 | -5200.00 | 7025100.00 |
| 5105 | 2017.03.20 09:00 | sell | 1675 | 1.00 | 112.614 | 0.000 | 0.000 | ||
| 5106 | 2017.03.20 09:00 | modify | 1675 | 1.00 | 112.614 | 113.714 | 111.614 | ||
| 5107 | 2017.03.20 10:25 | close | 1675 | 1.00 | 112.470 | 113.714 | 111.614 | 14400.00 | 7039500.00 |
| 5108 | 2017.03.24 11:45 | buy | 1676 | 1.00 | 111.183 | 0.000 | 0.000 | ||
| 5109 | 2017.03.24 11:45 | modify | 1676 | 1.00 | 111.183 | 110.083 | 112.183 | ||
| 5110 | 2017.03.24 16:10 | close | 1676 | 1.00 | 111.154 | 110.083 | 112.183 | -2900.00 | 7036600.00 |
| 5111 | 2017.03.27 12:30 | sell | 1677 | 1.00 | 110.397 | 0.000 | 0.000 | ||
| 5112 | 2017.03.27 12:30 | modify | 1677 | 1.00 | 110.397 | 111.497 | 109.397 | ||
| 5113 | 2017.03.27 14:35 | close | 1677 | 1.00 | 110.262 | 111.497 | 109.397 | 13500.00 | 7050100.00 |
| 5114 | 2017.03.31 08:40 | buy | 1678 | 1.00 | 111.885 | 0.000 | 0.000 | ||
| 5115 | 2017.03.31 08:40 | modify | 1678 | 1.00 | 111.885 | 110.785 | 112.885 | ||
| 5116 | 2017.03.31 12:35 | close | 1678 | 1.00 | 111.960 | 110.785 | 112.885 | 7500.00 | 7057600.00 |
| 5117 | 2017.04.04 16:35 | sell | 1679 | 1.00 | 110.659 | 0.000 | 0.000 | ||
| 5118 | 2017.04.04 16:35 | modify | 1679 | 1.00 | 110.659 | 111.759 | 109.659 | ||
| 5119 | 2017.04.04 17:55 | close | 1679 | 1.00 | 110.490 | 111.759 | 109.659 | 16900.00 | 7074500.00 |
| 5120 | 2017.04.05 21:50 | buy | 1680 | 1.00 | 110.994 | 0.000 | 0.000 | ||
| 5121 | 2017.04.05 21:50 | modify | 1680 | 1.00 | 110.994 | 109.894 | 111.994 | ||
| 5122 | 2017.04.06 03:00 | modify | 1680 | 1.00 | 110.994 | 109.894 | 110.594 | ||
| 5123 | 2017.04.06 09:40 | close | 1680 | 1.00 | 110.588 | 109.894 | 110.594 | -40600.00 | 7033900.00 |
| 5124 | 2017.04.06 12:05 | sell | 1681 | 1.00 | 110.810 | 0.000 | 0.000 | ||
| 5125 | 2017.04.06 12:05 | modify | 1681 | 1.00 | 110.810 | 111.910 | 109.810 | ||
| 5126 | 2017.04.06 19:45 | close | 1681 | 1.00 | 110.872 | 111.910 | 109.810 | -6200.00 | 7027700.00 |
| 5127 | 2017.04.06 22:00 | buy | 1682 | 1.00 | 110.749 | 0.000 | 0.000 | ||
| 5128 | 2017.04.06 22:00 | modify | 1682 | 1.00 | 110.749 | 109.649 | 111.749 | ||
| 5129 | 2017.04.07 00:50 | close | 1682 | 1.00 | 110.848 | 109.649 | 111.749 | 9900.00 | 7037600.00 |
| 5130 | 2017.04.12 10:05 | sell | 1683 | 1.00 | 109.649 | 0.000 | 0.000 | ||
| 5131 | 2017.04.12 10:05 | modify | 1683 | 1.00 | 109.649 | 110.749 | 108.649 | ||
| 5132 | 2017.04.12 15:20 | close | 1683 | 1.00 | 109.568 | 110.749 | 108.649 | 8100.00 | 7045700.00 |
| 5133 | 2017.04.13 08:25 | sell | 1684 | 1.00 | 108.934 | 0.000 | 0.000 | ||
| 5134 | 2017.04.13 08:25 | modify | 1684 | 1.00 | 108.934 | 110.034 | 107.934 | ||
| 5135 | 2017.04.13 11:05 | close | 1684 | 1.00 | 108.961 | 110.034 | 107.934 | -2700.00 | 7043000.00 |
| 5136 | 2017.04.13 19:50 | buy | 1685 | 1.00 | 109.062 | 0.000 | 0.000 | ||
| 5137 | 2017.04.13 19:50 | modify | 1685 | 1.00 | 109.062 | 107.962 | 110.062 | ||
| 5138 | 2017.04.13 21:35 | close | 1685 | 1.00 | 109.163 | 107.962 | 110.062 | 10100.00 | 7053100.00 |
| 5139 | 2017.04.14 08:00 | buy | 1686 | 1.00 | 109.121 | 0.000 | 0.000 | ||
| 5140 | 2017.04.14 08:00 | modify | 1686 | 1.00 | 109.121 | 108.021 | 110.121 | ||
| 5141 | 2017.04.14 14:50 | close | 1686 | 1.00 | 108.876 | 108.021 | 110.121 | -24500.00 | 7028600.00 |
| 5142 | 2017.04.18 10:40 | buy | 1687 | 1.00 | 108.882 | 0.000 | 0.000 | ||
| 5143 | 2017.04.18 10:40 | modify | 1687 | 1.00 | 108.882 | 107.782 | 109.882 | ||
| 5144 | 2017.04.18 14:10 | close | 1687 | 1.00 | 108.906 | 107.782 | 109.882 | 2400.00 | 7031000.00 |
| 5145 | 2017.04.19 02:50 | sell | 1688 | 1.00 | 108.520 | 0.000 | 0.000 | ||
| 5146 | 2017.04.19 02:50 | modify | 1688 | 1.00 | 108.520 | 109.620 | 107.520 | ||
| 5147 | 2017.04.19 04:40 | close | 1688 | 1.00 | 108.472 | 109.620 | 107.520 | 4800.00 | 7035800.00 |
| 5148 | 2017.04.25 05:20 | sell | 1689 | 1.00 | 110.066 | 0.000 | 0.000 | ||
| 5149 | 2017.04.25 05:20 | modify | 1689 | 1.00 | 110.066 | 111.166 | 109.066 | ||
| 5150 | 2017.04.25 16:20 | modify | 1689 | 1.00 | 110.066 | 111.166 | 110.466 | ||
| 5151 | 2017.04.25 21:18 | s/l | 1689 | 1.00 | 111.167 | 111.166 | 110.466 | -110100.00 | 6925700.00 |
| 5152 | 2017.05.01 17:15 | buy | 1690 | 1.00 | 111.477 | 0.000 | 0.000 | ||
| 5153 | 2017.05.01 17:15 | modify | 1690 | 1.00 | 111.477 | 110.377 | 112.477 | ||
| 5154 | 2017.05.01 18:00 | close | 1690 | 1.00 | 111.630 | 110.377 | 112.477 | 15300.00 | 6941000.00 |
| 5155 | 2017.05.02 16:40 | buy | 1691 | 1.00 | 112.138 | 0.000 | 0.000 | ||
| 5156 | 2017.05.02 16:40 | modify | 1691 | 1.00 | 112.138 | 111.038 | 113.138 | ||
| 5157 | 2017.05.03 00:45 | close | 1691 | 1.00 | 112.052 | 111.038 | 113.138 | -8600.00 | 6932400.00 |
| 5158 | 2017.05.04 09:55 | buy | 1692 | 1.00 | 112.689 | 0.000 | 0.000 | ||
| 5159 | 2017.05.04 09:55 | modify | 1692 | 1.00 | 112.689 | 111.589 | 113.689 | ||
| 5160 | 2017.05.04 11:40 | close | 1692 | 1.00 | 112.858 | 111.589 | 113.689 | 16900.00 | 6949300.00 |
| 5161 | 2017.05.05 00:35 | sell | 1693 | 1.00 | 112.539 | 0.000 | 0.000 | ||
| 5162 | 2017.05.05 00:35 | modify | 1693 | 1.00 | 112.539 | 113.639 | 111.539 | ||
| 5163 | 2017.05.05 06:35 | close | 1693 | 1.00 | 112.440 | 113.639 | 111.539 | 9900.00 | 6959200.00 |
| 5164 | 2017.05.05 14:05 | sell | 1694 | 1.00 | 112.424 | 0.000 | 0.000 | ||
| 5165 | 2017.05.05 14:05 | modify | 1694 | 1.00 | 112.424 | 113.524 | 111.424 | ||
| 5166 | 2017.05.05 22:30 | close | 1694 | 1.00 | 112.570 | 113.524 | 111.424 | -14600.00 | 6944600.00 |
| 5167 | 2017.05.09 22:40 | buy | 1695 | 1.00 | 113.890 | 0.000 | 0.000 | ||
| 5168 | 2017.05.09 22:40 | modify | 1695 | 1.00 | 113.890 | 112.790 | 114.890 | ||
| 5169 | 2017.05.10 00:40 | close | 1695 | 1.00 | 114.044 | 112.790 | 114.890 | 15400.00 | 6960000.00 |
| 5170 | 2017.05.11 04:20 | buy | 1696 | 1.00 | 114.143 | 0.000 | 0.000 | ||
| 5171 | 2017.05.11 04:20 | modify | 1696 | 1.00 | 114.143 | 113.043 | 115.143 | ||
| 5172 | 2017.05.11 07:00 | close | 1696 | 1.00 | 114.201 | 113.043 | 115.143 | 5800.00 | 6965800.00 |
| 5173 | 2017.05.16 00:10 | buy | 1697 | 1.00 | 113.638 | 0.000 | 0.000 | ||
| 5174 | 2017.05.16 00:10 | modify | 1697 | 1.00 | 113.638 | 112.538 | 114.638 | ||
| 5175 | 2017.05.16 03:15 | close | 1697 | 1.00 | 113.718 | 112.538 | 114.638 | 8000.00 | 6973800.00 |
| 5176 | 2017.05.18 02:50 | sell | 1698 | 1.00 | 111.118 | 0.000 | 0.000 | ||
| 5177 | 2017.05.18 02:50 | modify | 1698 | 1.00 | 111.118 | 112.218 | 110.118 | ||
| 5178 | 2017.05.18 04:00 | close | 1698 | 1.00 | 110.960 | 112.218 | 110.118 | 15800.00 | 6989600.00 |
| 5179 | 2017.05.19 15:05 | buy | 1699 | 1.00 | 111.234 | 0.000 | 0.000 | ||
| 5180 | 2017.05.19 15:05 | modify | 1699 | 1.00 | 111.234 | 110.134 | 112.234 | ||
| 5181 | 2017.05.19 16:40 | close | 1699 | 1.00 | 111.387 | 110.134 | 112.234 | 15300.00 | 7004900.00 |
| 5182 | 2017.05.26 19:20 | sell | 1700 | 1.00 | 111.421 | 0.000 | 0.000 | ||
| 5183 | 2017.05.26 19:20 | modify | 1700 | 1.00 | 111.421 | 112.521 | 110.421 | ||
| 5184 | 2017.05.26 20:45 | close | 1700 | 1.00 | 111.272 | 112.521 | 110.421 | 14900.00 | 7019800.00 |
| 5185 | 2017.05.29 07:55 | buy | 1701 | 1.00 | 111.283 | 0.000 | 0.000 | ||
| 5186 | 2017.05.29 07:55 | modify | 1701 | 1.00 | 111.283 | 110.183 | 112.283 | ||
| 5187 | 2017.05.29 10:35 | close | 1701 | 1.00 | 111.353 | 110.183 | 112.283 | 7000.00 | 7026800.00 |
| 5188 | 2017.06.05 08:10 | sell | 1702 | 1.00 | 110.716 | 0.000 | 0.000 | ||
| 5189 | 2017.06.05 08:10 | modify | 1702 | 1.00 | 110.716 | 111.816 | 109.716 | ||
| 5190 | 2017.06.05 09:10 | close | 1702 | 1.00 | 110.557 | 111.816 | 109.716 | 15900.00 | 7042700.00 |
| 5191 | 2017.06.06 21:50 | sell | 1703 | 1.00 | 109.519 | 0.000 | 0.000 | ||
| 5192 | 2017.06.06 21:50 | modify | 1703 | 1.00 | 109.519 | 110.619 | 108.519 | ||
| 5193 | 2017.06.07 00:10 | close | 1703 | 1.00 | 109.387 | 110.619 | 108.519 | 13200.00 | 7055900.00 |
| 5194 | 2017.06.08 07:50 | buy | 1704 | 1.00 | 109.750 | 0.000 | 0.000 | ||
| 5195 | 2017.06.08 07:50 | modify | 1704 | 1.00 | 109.750 | 108.650 | 110.750 | ||
| 5196 | 2017.06.08 10:25 | close | 1704 | 1.00 | 109.678 | 108.650 | 110.750 | -7200.00 | 7048700.00 |
| 5197 | 2017.06.09 19:55 | buy | 1705 | 1.00 | 110.477 | 0.000 | 0.000 | ||
| 5198 | 2017.06.09 19:55 | modify | 1705 | 1.00 | 110.477 | 109.377 | 111.477 | ||
| 5199 | 2017.06.09 23:00 | close | 1705 | 1.00 | 110.229 | 109.377 | 111.477 | -24800.00 | 7023900.00 |
| 5200 | 2017.06.13 03:25 | sell | 1706 | 1.00 | 110.000 | 0.000 | 0.000 | ||
| 5201 | 2017.06.13 03:25 | modify | 1706 | 1.00 | 110.000 | 111.100 | 109.000 | ||
| 5202 | 2017.06.13 09:55 | close | 1706 | 1.00 | 109.984 | 111.100 | 109.000 | 1600.00 | 7025500.00 |
| 5203 | 2017.06.14 21:35 | sell | 1707 | 1.00 | 109.581 | 0.000 | 0.000 | ||
| 5204 | 2017.06.14 21:35 | modify | 1707 | 1.00 | 109.581 | 110.681 | 108.581 | ||
| 5205 | 2017.06.14 21:45 | close | 1707 | 1.00 | 109.376 | 110.681 | 108.581 | 20500.00 | 7046000.00 |
| 5206 | 2017.06.15 03:40 | sell | 1708 | 1.00 | 109.727 | 0.000 | 0.000 | ||
| 5207 | 2017.06.15 03:40 | modify | 1708 | 1.00 | 109.727 | 110.827 | 108.727 | ||
| 5208 | 2017.06.15 04:20 | close | 1708 | 1.00 | 109.572 | 110.827 | 108.727 | 15500.00 | 7061500.00 |
| 5209 | 2017.06.16 08:50 | buy | 1709 | 1.00 | 111.088 | 0.000 | 0.000 | ||
| 5210 | 2017.06.16 08:50 | modify | 1709 | 1.00 | 111.088 | 109.988 | 112.088 | ||
| 5211 | 2017.06.16 09:45 | close | 1709 | 1.00 | 111.312 | 109.988 | 112.088 | 22400.00 | 7083900.00 |
| 5212 | 2017.06.16 15:55 | buy | 1710 | 1.00 | 111.142 | 0.000 | 0.000 | ||
| 5213 | 2017.06.16 15:55 | modify | 1710 | 1.00 | 111.142 | 110.042 | 112.142 | ||
| 5214 | 2017.06.16 23:00 | close | 1710 | 1.00 | 110.838 | 110.042 | 112.142 | -30400.00 | 7053500.00 |
| 5215 | 2017.06.19 03:20 | sell | 1711 | 1.00 | 111.024 | 0.000 | 0.000 | ||
| 5216 | 2017.06.19 03:20 | modify | 1711 | 1.00 | 111.024 | 112.124 | 110.024 | ||
| 5217 | 2017.06.19 05:05 | close | 1711 | 1.00 | 110.955 | 112.124 | 110.024 | 6900.00 | 7060400.00 |
| 5218 | 2017.06.22 13:20 | sell | 1712 | 1.00 | 111.254 | 0.000 | 0.000 | ||
| 5219 | 2017.06.22 13:20 | modify | 1712 | 1.00 | 111.254 | 112.354 | 110.254 | ||
| 5220 | 2017.06.22 15:25 | close | 1712 | 1.00 | 111.232 | 112.354 | 110.254 | 2200.00 | 7062600.00 |
| 5221 | 2017.06.27 08:05 | buy | 1713 | 1.00 | 111.789 | 0.000 | 0.000 | ||
| 5222 | 2017.06.27 08:05 | modify | 1713 | 1.00 | 111.789 | 110.689 | 112.789 | ||
| 5223 | 2017.06.27 13:00 | close | 1713 | 1.00 | 111.727 | 110.689 | 112.789 | -6200.00 | 7056400.00 |
| 5224 | 2017.07.04 03:55 | buy | 1714 | 1.00 | 113.221 | 0.000 | 0.000 | ||
| 5225 | 2017.07.04 03:55 | modify | 1714 | 1.00 | 113.221 | 112.121 | 114.221 | ||
| 5226 | 2017.07.04 11:00 | close | 1714 | 1.00 | 113.110 | 112.121 | 114.221 | -11100.00 | 7045300.00 |
| 5227 | 2017.07.05 17:05 | buy | 1715 | 1.00 | 113.318 | 0.000 | 0.000 | ||
| 5228 | 2017.07.05 17:05 | modify | 1715 | 1.00 | 113.318 | 112.218 | 114.318 | ||
| 5229 | 2017.07.05 21:10 | close | 1715 | 1.00 | 113.428 | 112.218 | 114.318 | 11000.00 | 7056300.00 |
| 5230 | 2017.07.06 08:30 | sell | 1716 | 1.00 | 113.181 | 0.000 | 0.000 | ||
| 5231 | 2017.07.06 08:30 | modify | 1716 | 1.00 | 113.181 | 114.281 | 112.181 | ||
| 5232 | 2017.07.06 11:50 | close | 1716 | 1.00 | 113.266 | 114.281 | 112.181 | -8500.00 | 7047800.00 |
| 5233 | 2017.07.13 02:00 | sell | 1717 | 1.00 | 113.309 | 0.000 | 0.000 | ||
| 5234 | 2017.07.13 02:00 | modify | 1717 | 1.00 | 113.309 | 114.409 | 112.309 | ||
| 5235 | 2017.07.13 03:55 | close | 1717 | 1.00 | 113.238 | 114.409 | 112.309 | 7100.00 | 7054900.00 |
| 5236 | 2017.07.18 10:10 | sell | 1718 | 1.00 | 112.314 | 0.000 | 0.000 | ||
| 5237 | 2017.07.18 10:10 | modify | 1718 | 1.00 | 112.314 | 113.414 | 111.314 | ||
| 5238 | 2017.07.18 12:35 | close | 1718 | 1.00 | 112.237 | 113.414 | 111.314 | 7700.00 | 7062600.00 |
| 5239 | 2017.07.25 09:10 | buy | 1719 | 1.00 | 110.887 | 0.000 | 0.000 | ||
| 5240 | 2017.07.25 09:10 | modify | 1719 | 1.00 | 110.887 | 109.787 | 111.887 | ||
| 5241 | 2017.07.25 10:30 | close | 1719 | 1.00 | 111.056 | 109.787 | 111.887 | 16900.00 | 7079500.00 |
| 5242 | 2017.07.27 10:25 | sell | 1720 | 1.00 | 111.247 | 0.000 | 0.000 | ||
| 5243 | 2017.07.27 10:25 | modify | 1720 | 1.00 | 111.247 | 112.347 | 110.247 | ||
| 5244 | 2017.07.27 16:55 | close | 1720 | 1.00 | 111.333 | 112.347 | 110.247 | -8600.00 | 7070900.00 |
| 5245 | 2017.07.27 20:00 | buy | 1721 | 1.00 | 111.315 | 0.000 | 0.000 | ||
| 5246 | 2017.07.27 20:00 | modify | 1721 | 1.00 | 111.315 | 110.215 | 112.315 | ||
| 5247 | 2017.07.27 22:50 | close | 1721 | 1.00 | 111.213 | 110.215 | 112.315 | -10200.00 | 7060700.00 |
| 5248 | 2017.07.31 10:10 | sell | 1722 | 1.00 | 110.746 | 0.000 | 0.000 | ||
| 5249 | 2017.07.31 10:10 | modify | 1722 | 1.00 | 110.746 | 111.846 | 109.746 | ||
| 5250 | 2017.07.31 12:40 | close | 1722 | 1.00 | 110.571 | 111.846 | 109.746 | 17500.00 | 7078200.00 |