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 |
| 5251 | 2017.08.01 02:20 | sell | 1723 | 1.00 | 110.379 | 0.000 | 0.000 | ||
| 5252 | 2017.08.01 02:20 | modify | 1723 | 1.00 | 110.379 | 111.479 | 109.379 | ||
| 5253 | 2017.08.01 05:15 | close | 1723 | 1.00 | 110.195 | 111.479 | 109.379 | 18400.00 | 7096600.00 |
| 5254 | 2017.08.02 18:00 | buy | 1724 | 1.00 | 110.383 | 0.000 | 0.000 | ||
| 5255 | 2017.08.02 18:00 | modify | 1724 | 1.00 | 110.383 | 109.283 | 111.383 | ||
| 5256 | 2017.08.02 20:55 | close | 1724 | 1.00 | 110.517 | 109.283 | 111.383 | 13400.00 | 7110000.00 |
| 5257 | 2017.08.04 04:10 | sell | 1725 | 1.00 | 110.071 | 0.000 | 0.000 | ||
| 5258 | 2017.08.04 04:10 | modify | 1725 | 1.00 | 110.071 | 111.171 | 109.071 | ||
| 5259 | 2017.08.04 07:15 | close | 1725 | 1.00 | 110.034 | 111.171 | 109.071 | 3700.00 | 7113700.00 |
| 5260 | 2017.08.09 08:45 | sell | 1726 | 1.00 | 110.046 | 0.000 | 0.000 | ||
| 5261 | 2017.08.09 08:45 | modify | 1726 | 1.00 | 110.046 | 111.146 | 109.046 | ||
| 5262 | 2017.08.09 10:45 | close | 1726 | 1.00 | 109.903 | 111.146 | 109.046 | 14300.00 | 7128000.00 |
| 5263 | 2017.08.11 10:00 | sell | 1727 | 1.00 | 109.217 | 0.000 | 0.000 | ||
| 5264 | 2017.08.11 10:00 | modify | 1727 | 1.00 | 109.217 | 110.317 | 108.217 | ||
| 5265 | 2017.08.11 11:15 | close | 1727 | 1.00 | 109.055 | 110.317 | 108.217 | 16200.00 | 7144200.00 |
| 5266 | 2017.08.15 18:55 | buy | 1728 | 1.00 | 110.421 | 0.000 | 0.000 | ||
| 5267 | 2017.08.15 18:55 | modify | 1728 | 1.00 | 110.421 | 109.321 | 111.421 | ||
| 5268 | 2017.08.15 22:00 | close | 1728 | 1.00 | 110.584 | 109.321 | 111.421 | 16300.00 | 7160500.00 |
| 5269 | 2017.08.17 10:20 | sell | 1729 | 1.00 | 110.052 | 0.000 | 0.000 | ||
| 5270 | 2017.08.17 10:20 | modify | 1729 | 1.00 | 110.052 | 111.152 | 109.052 | ||
| 5271 | 2017.08.17 16:30 | close | 1729 | 1.00 | 110.083 | 111.152 | 109.052 | -3100.00 | 7157400.00 |
| 5272 | 2017.08.18 18:30 | sell | 1730 | 1.00 | 109.202 | 0.000 | 0.000 | ||
| 5273 | 2017.08.18 18:30 | modify | 1730 | 1.00 | 109.202 | 110.302 | 108.202 | ||
| 5274 | 2017.08.18 22:05 | close | 1730 | 1.00 | 109.212 | 110.302 | 108.202 | -1000.00 | 7156400.00 |
| 5275 | 2017.08.24 03:55 | sell | 1731 | 1.00 | 109.146 | 0.000 | 0.000 | ||
| 5276 | 2017.08.24 03:55 | modify | 1731 | 1.00 | 109.146 | 110.246 | 108.146 | ||
| 5277 | 2017.08.24 08:25 | close | 1731 | 1.00 | 109.129 | 110.246 | 108.146 | 1700.00 | 7158100.00 |
| 5278 | 2017.08.30 07:15 | buy | 1732 | 1.00 | 109.689 | 0.000 | 0.000 | ||
| 5279 | 2017.08.30 07:15 | modify | 1732 | 1.00 | 109.689 | 108.589 | 110.689 | ||
| 5280 | 2017.08.30 08:05 | close | 1732 | 1.00 | 109.798 | 108.589 | 110.689 | 10900.00 | 7169000.00 |
| 5281 | 2017.09.01 02:35 | sell | 1733 | 1.00 | 110.104 | 0.000 | 0.000 | ||
| 5282 | 2017.09.01 02:35 | modify | 1733 | 1.00 | 110.104 | 111.204 | 109.104 | ||
| 5283 | 2017.09.01 05:15 | close | 1733 | 1.00 | 110.008 | 111.204 | 109.104 | 9600.00 | 7178600.00 |
| 5284 | 2017.09.01 08:45 | sell | 1734 | 1.00 | 110.109 | 0.000 | 0.000 | ||
| 5285 | 2017.09.01 08:45 | modify | 1734 | 1.00 | 110.109 | 111.209 | 109.109 | ||
| 5286 | 2017.09.01 11:15 | close | 1734 | 1.00 | 110.104 | 111.209 | 109.109 | 500.00 | 7179100.00 |
| 5287 | 2017.09.04 13:20 | sell | 1735 | 1.00 | 109.666 | 0.000 | 0.000 | ||
| 5288 | 2017.09.04 13:20 | modify | 1735 | 1.00 | 109.666 | 110.766 | 108.666 | ||
| 5289 | 2017.09.04 16:00 | close | 1735 | 1.00 | 109.685 | 110.766 | 108.666 | -1900.00 | 7177200.00 |
| 5290 | 2017.09.06 09:10 | sell | 1736 | 1.00 | 108.789 | 0.000 | 0.000 | ||
| 5291 | 2017.09.06 09:10 | modify | 1736 | 1.00 | 108.789 | 109.889 | 107.789 | ||
| 5292 | 2017.09.06 10:05 | close | 1736 | 1.00 | 108.580 | 109.889 | 107.789 | 20900.00 | 7198100.00 |
| 5293 | 2017.09.08 16:50 | sell | 1737 | 1.00 | 107.904 | 0.000 | 0.000 | ||
| 5294 | 2017.09.08 16:50 | modify | 1737 | 1.00 | 107.904 | 109.004 | 106.904 | ||
| 5295 | 2017.09.08 18:45 | close | 1737 | 1.00 | 107.717 | 109.004 | 106.904 | 18700.00 | 7216800.00 |
| 5296 | 2017.09.15 16:20 | buy | 1738 | 1.00 | 110.688 | 0.000 | 0.000 | ||
| 5297 | 2017.09.15 16:20 | modify | 1738 | 1.00 | 110.688 | 109.588 | 111.688 | ||
| 5298 | 2017.09.15 16:35 | close | 1738 | 1.00 | 110.881 | 109.588 | 111.688 | 19300.00 | 7236100.00 |
| 5299 | 2017.09.18 21:40 | buy | 1739 | 1.00 | 111.426 | 0.000 | 0.000 | ||
| 5300 | 2017.09.18 21:40 | modify | 1739 | 1.00 | 111.426 | 110.326 | 112.426 | ||
| 5301 | 2017.09.18 23:55 | close | 1739 | 1.00 | 111.590 | 110.326 | 112.426 | 16400.00 | 7252500.00 |
| 5302 | 2017.09.22 15:35 | sell | 1740 | 1.00 | 112.121 | 0.000 | 0.000 | ||
| 5303 | 2017.09.22 15:35 | modify | 1740 | 1.00 | 112.121 | 113.221 | 111.121 | ||
| 5304 | 2017.09.22 16:10 | close | 1740 | 1.00 | 111.976 | 113.221 | 111.121 | 14500.00 | 7267000.00 |
| 5305 | 2017.09.22 19:30 | sell | 1741 | 1.00 | 112.131 | 0.000 | 0.000 | ||
| 5306 | 2017.09.22 19:30 | modify | 1741 | 1.00 | 112.131 | 113.231 | 111.131 | ||
| 5307 | 2017.09.22 21:05 | close | 1741 | 1.00 | 112.006 | 113.231 | 111.131 | 12500.00 | 7279500.00 |
| 5308 | 2017.09.25 06:20 | buy | 1742 | 1.00 | 112.194 | 0.000 | 0.000 | ||
| 5309 | 2017.09.25 06:20 | modify | 1742 | 1.00 | 112.194 | 111.094 | 113.194 | ||
| 5310 | 2017.09.25 08:15 | close | 1742 | 1.00 | 112.277 | 111.094 | 113.194 | 8300.00 | 7287800.00 |
| 5311 | 2017.09.27 17:50 | buy | 1743 | 1.00 | 112.758 | 0.000 | 0.000 | ||
| 5312 | 2017.09.27 17:50 | modify | 1743 | 1.00 | 112.758 | 111.658 | 113.758 | ||
| 5313 | 2017.09.27 21:00 | close | 1743 | 1.00 | 112.800 | 111.658 | 113.758 | 4200.00 | 7292000.00 |
| 5314 | 2017.09.29 03:15 | sell | 1744 | 1.00 | 112.566 | 0.000 | 0.000 | ||
| 5315 | 2017.09.29 03:15 | modify | 1744 | 1.00 | 112.566 | 113.666 | 111.566 | ||
| 5316 | 2017.09.29 09:45 | close | 1744 | 1.00 | 112.569 | 113.666 | 111.566 | -300.00 | 7291700.00 |
| 5317 | 2017.10.04 17:05 | sell | 1745 | 1.00 | 112.840 | 0.000 | 0.000 | ||
| 5318 | 2017.10.04 17:05 | modify | 1745 | 1.00 | 112.840 | 113.940 | 111.840 | ||
| 5319 | 2017.10.04 17:45 | close | 1745 | 1.00 | 112.657 | 113.940 | 111.840 | 18300.00 | 7310000.00 |
| 5320 | 2017.10.20 02:55 | sell | 1746 | 1.00 | 112.694 | 0.000 | 0.000 | ||
| 5321 | 2017.10.20 02:55 | modify | 1746 | 1.00 | 112.694 | 113.794 | 111.694 | ||
| 5322 | 2017.10.20 10:25 | modify | 1746 | 1.00 | 112.694 | 113.794 | 113.094 | ||
| 5323 | 2017.10.20 14:00 | close | 1746 | 1.00 | 113.278 | 113.794 | 113.094 | -58400.00 | 7251600.00 |
| 5324 | 2017.10.20 14:40 | buy | 1747 | 1.00 | 113.184 | 0.000 | 0.000 | ||
| 5325 | 2017.10.20 14:40 | modify | 1747 | 1.00 | 113.184 | 112.084 | 114.184 | ||
| 5326 | 2017.10.20 15:55 | close | 1747 | 1.00 | 113.284 | 112.084 | 114.184 | 10000.00 | 7261600.00 |
| 5327 | 2017.10.24 08:30 | sell | 1748 | 1.00 | 113.437 | 0.000 | 0.000 | ||
| 5328 | 2017.10.24 08:30 | modify | 1748 | 1.00 | 113.437 | 114.537 | 112.437 | ||
| 5329 | 2017.10.24 20:00 | close | 1748 | 1.00 | 113.879 | 114.537 | 112.437 | -44200.00 | 7217400.00 |
| 5330 | 2017.10.24 21:50 | buy | 1749 | 1.00 | 113.672 | 0.000 | 0.000 | ||
| 5331 | 2017.10.24 21:50 | modify | 1749 | 1.00 | 113.672 | 112.572 | 114.672 | ||
| 5332 | 2017.10.24 22:25 | close | 1749 | 1.00 | 113.828 | 112.572 | 114.672 | 15600.00 | 7233000.00 |
| 5333 | 2017.10.25 08:15 | buy | 1750 | 1.00 | 113.788 | 0.000 | 0.000 | ||
| 5334 | 2017.10.25 08:15 | modify | 1750 | 1.00 | 113.788 | 112.688 | 114.788 | ||
| 5335 | 2017.10.25 11:40 | close | 1750 | 1.00 | 113.936 | 112.688 | 114.788 | 14800.00 | 7247800.00 |
| 5336 | 2017.10.25 16:20 | buy | 1751 | 1.00 | 113.933 | 0.000 | 0.000 | ||
| 5337 | 2017.10.25 16:20 | modify | 1751 | 1.00 | 113.933 | 112.833 | 114.933 | ||
| 5338 | 2017.10.25 20:45 | close | 1751 | 1.00 | 113.750 | 112.833 | 114.933 | -18300.00 | 7229500.00 |
| 5339 | 2017.10.26 11:00 | sell | 1752 | 1.00 | 113.776 | 0.000 | 0.000 | ||
| 5340 | 2017.10.26 11:00 | modify | 1752 | 1.00 | 113.776 | 114.876 | 112.776 | ||
| 5341 | 2017.10.26 13:15 | close | 1752 | 1.00 | 113.618 | 114.876 | 112.776 | 15800.00 | 7245300.00 |
| 5342 | 2017.10.31 06:15 | sell | 1753 | 1.00 | 113.238 | 0.000 | 0.000 | ||
| 5343 | 2017.10.31 06:15 | modify | 1753 | 1.00 | 113.238 | 114.338 | 112.238 | ||
| 5344 | 2017.10.31 08:15 | close | 1753 | 1.00 | 113.094 | 114.338 | 112.238 | 14400.00 | 7259700.00 |
| 5345 | 2017.11.01 09:35 | buy | 1754 | 1.00 | 113.739 | 0.000 | 0.000 | ||
| 5346 | 2017.11.01 09:35 | modify | 1754 | 1.00 | 113.739 | 112.639 | 114.739 | ||
| 5347 | 2017.11.01 10:05 | close | 1754 | 1.00 | 113.920 | 112.639 | 114.739 | 18100.00 | 7277800.00 |
| 5348 | 2017.11.02 03:20 | buy | 1755 | 1.00 | 114.009 | 0.000 | 0.000 | ||
| 5349 | 2017.11.02 03:20 | modify | 1755 | 1.00 | 114.009 | 112.909 | 115.009 | ||
| 5350 | 2017.11.02 07:15 | close | 1755 | 1.00 | 113.948 | 112.909 | 115.009 | -6100.00 | 7271700.00 |
| 5351 | 2017.11.09 23:15 | sell | 1756 | 1.00 | 113.396 | 0.000 | 0.000 | ||
| 5352 | 2017.11.09 23:15 | modify | 1756 | 1.00 | 113.396 | 114.496 | 112.396 | ||
| 5353 | 2017.11.10 01:40 | close | 1756 | 1.00 | 113.346 | 114.496 | 112.396 | 5000.00 | 7276700.00 |
| 5354 | 2017.11.16 15:50 | buy | 1757 | 1.00 | 113.004 | 0.000 | 0.000 | ||
| 5355 | 2017.11.16 15:50 | modify | 1757 | 1.00 | 113.004 | 111.904 | 114.004 | ||
| 5356 | 2017.11.16 20:20 | close | 1757 | 1.00 | 112.940 | 111.904 | 114.004 | -6400.00 | 7270300.00 |
| 5357 | 2017.11.30 16:40 | buy | 1758 | 1.00 | 112.039 | 0.000 | 0.000 | ||
| 5358 | 2017.11.30 16:40 | modify | 1758 | 1.00 | 112.039 | 110.939 | 113.039 | ||
| 5359 | 2017.11.30 18:15 | close | 1758 | 1.00 | 112.093 | 110.939 | 113.039 | 5400.00 | 7275700.00 |
| 5360 | 2017.12.01 02:50 | buy | 1759 | 1.00 | 112.401 | 0.000 | 0.000 | ||
| 5361 | 2017.12.01 02:50 | modify | 1759 | 1.00 | 112.401 | 111.301 | 113.401 | ||
| 5362 | 2017.12.01 05:05 | close | 1759 | 1.00 | 112.561 | 111.301 | 113.401 | 16000.00 | 7291700.00 |
| 5363 | 2017.12.08 15:45 | buy | 1760 | 1.00 | 113.353 | 0.000 | 0.000 | ||
| 5364 | 2017.12.08 15:45 | modify | 1760 | 1.00 | 113.353 | 112.253 | 114.353 | ||
| 5365 | 2017.12.08 17:30 | close | 1760 | 1.00 | 113.446 | 112.253 | 114.353 | 9300.00 | 7301000.00 |
| 5366 | 2017.12.14 09:45 | sell | 1761 | 1.00 | 112.773 | 0.000 | 0.000 | ||
| 5367 | 2017.12.14 09:45 | modify | 1761 | 1.00 | 112.773 | 113.873 | 111.773 | ||
| 5368 | 2017.12.14 14:00 | close | 1761 | 1.00 | 112.663 | 113.873 | 111.773 | 11000.00 | 7312000.00 |
| 5369 | 2018.01.05 15:40 | buy | 1762 | 1.00 | 113.075 | 0.000 | 0.000 | ||
| 5370 | 2018.01.05 15:40 | modify | 1762 | 1.00 | 113.075 | 111.975 | 114.075 | ||
| 5371 | 2018.01.05 16:15 | close | 1762 | 1.00 | 113.228 | 111.975 | 114.075 | 15300.00 | 7327300.00 |
| 5372 | 2018.01.09 09:25 | sell | 1763 | 1.00 | 112.792 | 0.000 | 0.000 | ||
| 5373 | 2018.01.09 09:25 | modify | 1763 | 1.00 | 112.792 | 113.892 | 111.792 | ||
| 5374 | 2018.01.09 12:15 | close | 1763 | 1.00 | 112.838 | 113.892 | 111.792 | -4600.00 | 7322700.00 |
| 5375 | 2018.01.11 15:35 | buy | 1764 | 1.00 | 111.441 | 0.000 | 0.000 | ||
| 5376 | 2018.01.11 15:35 | modify | 1764 | 1.00 | 111.441 | 110.341 | 112.441 | ||
| 5377 | 2018.01.11 22:35 | close | 1764 | 1.00 | 111.176 | 110.341 | 112.441 | -26500.00 | 7296200.00 |
| 5378 | 2018.01.18 07:50 | buy | 1765 | 1.00 | 111.150 | 0.000 | 0.000 | ||
| 5379 | 2018.01.18 07:50 | modify | 1765 | 1.00 | 111.150 | 110.050 | 112.150 | ||
| 5380 | 2018.01.18 09:35 | close | 1765 | 1.00 | 111.303 | 110.050 | 112.150 | 15300.00 | 7311500.00 |
| 5381 | 2018.01.25 01:45 | sell | 1766 | 1.00 | 109.310 | 0.000 | 0.000 | ||
| 5382 | 2018.01.25 01:45 | modify | 1766 | 1.00 | 109.310 | 110.410 | 108.310 | ||
| 5383 | 2018.01.25 04:00 | close | 1766 | 1.00 | 109.225 | 110.410 | 108.310 | 8500.00 | 7320000.00 |
| 5384 | 2018.01.25 21:05 | sell | 1767 | 1.00 | 108.991 | 0.000 | 0.000 | ||
| 5385 | 2018.01.25 21:05 | modify | 1767 | 1.00 | 108.991 | 110.091 | 107.991 | ||
| 5386 | 2018.01.25 21:45 | modify | 1767 | 1.00 | 108.991 | 110.091 | 109.391 | ||
| 5387 | 2018.01.25 22:05 | t/p | 1767 | 1.00 | 109.391 | 110.091 | 109.391 | -40000.00 | 7280000.00 |
| 5388 | 2018.01.26 08:25 | buy | 1768 | 1.00 | 109.208 | 0.000 | 0.000 | ||
| 5389 | 2018.01.26 08:25 | modify | 1768 | 1.00 | 109.208 | 108.108 | 110.208 | ||
| 5390 | 2018.01.26 12:05 | close | 1768 | 1.00 | 109.170 | 108.108 | 110.208 | -3800.00 | 7276200.00 |
| 5391 | 2018.01.26 21:25 | sell | 1769 | 1.00 | 109.021 | 0.000 | 0.000 | ||
| 5392 | 2018.01.26 21:25 | modify | 1769 | 1.00 | 109.021 | 110.121 | 108.021 | ||
| 5393 | 2018.01.26 21:30 | close | 1769 | 1.00 | 108.774 | 110.121 | 108.021 | 24700.00 | 7300900.00 |
| 5394 | 2018.01.29 03:20 | sell | 1770 | 1.00 | 108.845 | 0.000 | 0.000 | ||
| 5395 | 2018.01.29 03:20 | modify | 1770 | 1.00 | 108.845 | 109.945 | 107.845 | ||
| 5396 | 2018.01.29 05:35 | close | 1770 | 1.00 | 108.723 | 109.945 | 107.845 | 12200.00 | 7313100.00 |
| 5397 | 2018.01.29 12:20 | buy | 1771 | 1.00 | 108.680 | 0.000 | 0.000 | ||
| 5398 | 2018.01.29 12:20 | modify | 1771 | 1.00 | 108.680 | 107.580 | 109.680 | ||
| 5399 | 2018.01.29 14:40 | close | 1771 | 1.00 | 108.825 | 107.580 | 109.680 | 14500.00 | 7327600.00 |
| 5400 | 2018.02.01 15:45 | buy | 1772 | 1.00 | 109.465 | 0.000 | 0.000 | ||