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 |
| 5401 | 2018.02.01 15:45 | modify | 1772 | 1.00 | 109.465 | 108.365 | 110.465 | ||
| 5402 | 2018.02.01 18:35 | close | 1772 | 1.00 | 109.495 | 108.365 | 110.465 | 3000.00 | 7330600.00 |
| 5403 | 2018.02.02 19:40 | buy | 1773 | 1.00 | 110.163 | 0.000 | 0.000 | ||
| 5404 | 2018.02.02 19:40 | modify | 1773 | 1.00 | 110.163 | 109.063 | 111.163 | ||
| 5405 | 2018.02.02 21:25 | close | 1773 | 1.00 | 110.322 | 109.063 | 111.163 | 15900.00 | 7346500.00 |
| 5406 | 2018.02.05 16:40 | sell | 1774 | 1.00 | 109.958 | 0.000 | 0.000 | ||
| 5407 | 2018.02.05 16:40 | modify | 1774 | 1.00 | 109.958 | 111.058 | 108.958 | ||
| 5408 | 2018.02.05 20:05 | close | 1774 | 1.00 | 109.919 | 111.058 | 108.958 | 3900.00 | 7350400.00 |
| 5409 | 2018.02.09 03:20 | sell | 1775 | 1.00 | 108.977 | 0.000 | 0.000 | ||
| 5410 | 2018.02.09 03:20 | modify | 1775 | 1.00 | 108.977 | 110.077 | 107.977 | ||
| 5411 | 2018.02.09 03:55 | close | 1775 | 1.00 | 108.819 | 110.077 | 107.977 | 15800.00 | 7366200.00 |
| 5412 | 2018.02.09 09:25 | sell | 1776 | 1.00 | 109.157 | 0.000 | 0.000 | ||
| 5413 | 2018.02.09 09:25 | modify | 1776 | 1.00 | 109.157 | 110.257 | 108.157 | ||
| 5414 | 2018.02.09 11:35 | close | 1776 | 1.00 | 109.133 | 110.257 | 108.157 | 2400.00 | 7368600.00 |
| 5415 | 2018.02.09 14:40 | buy | 1777 | 1.00 | 108.802 | 0.000 | 0.000 | ||
| 5416 | 2018.02.09 14:40 | modify | 1777 | 1.00 | 108.802 | 107.702 | 109.802 | ||
| 5417 | 2018.02.09 15:40 | close | 1777 | 1.00 | 108.961 | 107.702 | 109.802 | 15900.00 | 7384500.00 |
| 5418 | 2018.02.14 09:40 | sell | 1778 | 1.00 | 107.408 | 0.000 | 0.000 | ||
| 5419 | 2018.02.14 09:40 | modify | 1778 | 1.00 | 107.408 | 108.508 | 106.408 | ||
| 5420 | 2018.02.14 14:35 | close | 1778 | 1.00 | 107.332 | 108.508 | 106.408 | 7600.00 | 7392100.00 |
| 5421 | 2018.02.15 13:25 | sell | 1779 | 1.00 | 106.645 | 0.000 | 0.000 | ||
| 5422 | 2018.02.15 13:25 | modify | 1779 | 1.00 | 106.645 | 107.745 | 105.645 | ||
| 5423 | 2018.02.15 15:10 | close | 1779 | 1.00 | 106.534 | 107.745 | 105.645 | 11100.00 | 7403200.00 |
| 5424 | 2018.02.27 03:05 | buy | 1780 | 1.00 | 106.814 | 0.000 | 0.000 | ||
| 5425 | 2018.02.27 03:05 | modify | 1780 | 1.00 | 106.814 | 105.714 | 107.814 | ||
| 5426 | 2018.02.27 03:55 | close | 1780 | 1.00 | 106.989 | 105.714 | 107.814 | 17500.00 | 7420700.00 |
| 5427 | 2018.03.01 06:25 | sell | 1781 | 1.00 | 106.854 | 0.000 | 0.000 | ||
| 5428 | 2018.03.01 06:25 | modify | 1781 | 1.00 | 106.854 | 107.954 | 105.854 | ||
| 5429 | 2018.03.01 11:10 | close | 1781 | 1.00 | 106.698 | 107.954 | 105.854 | 15600.00 | 7436300.00 |
| 5430 | 2018.03.06 07:10 | buy | 1782 | 1.00 | 106.262 | 0.000 | 0.000 | ||
| 5431 | 2018.03.06 07:10 | modify | 1782 | 1.00 | 106.262 | 105.162 | 107.262 | ||
| 5432 | 2018.03.06 13:10 | close | 1782 | 1.00 | 106.108 | 105.162 | 107.262 | -15400.00 | 7420900.00 |
| 5433 | 2018.03.09 18:55 | buy | 1783 | 1.00 | 106.752 | 0.000 | 0.000 | ||
| 5434 | 2018.03.09 18:55 | modify | 1783 | 1.00 | 106.752 | 105.652 | 107.752 | ||
| 5435 | 2018.03.09 21:15 | close | 1783 | 1.00 | 106.877 | 105.652 | 107.752 | 12500.00 | 7433400.00 |
| 5436 | 2018.03.13 15:45 | buy | 1784 | 1.00 | 106.821 | 0.000 | 0.000 | ||
| 5437 | 2018.03.13 15:45 | modify | 1784 | 1.00 | 106.821 | 105.721 | 107.821 | ||
| 5438 | 2018.03.13 17:20 | close | 1784 | 1.00 | 107.079 | 105.721 | 107.821 | 25800.00 | 7459200.00 |
| 5439 | 2018.03.13 18:35 | buy | 1785 | 1.00 | 106.665 | 0.000 | 0.000 | ||
| 5440 | 2018.03.13 18:35 | modify | 1785 | 1.00 | 106.665 | 105.565 | 107.665 | ||
| 5441 | 2018.03.14 03:05 | close | 1785 | 1.00 | 106.634 | 105.565 | 107.665 | -3100.00 | 7456100.00 |
| 5442 | 2018.03.14 03:05 | sell | 1786 | 1.00 | 106.635 | 0.000 | 0.000 | ||
| 5443 | 2018.03.14 03:05 | modify | 1786 | 1.00 | 106.635 | 107.735 | 105.635 | ||
| 5444 | 2018.03.14 04:55 | close | 1786 | 1.00 | 106.509 | 107.735 | 105.635 | 12600.00 | 7468700.00 |
| 5445 | 2018.03.16 16:20 | sell | 1787 | 1.00 | 105.873 | 0.000 | 0.000 | ||
| 5446 | 2018.03.16 16:20 | modify | 1787 | 1.00 | 105.873 | 106.973 | 104.873 | ||
| 5447 | 2018.03.16 23:00 | close | 1787 | 1.00 | 106.049 | 106.973 | 104.873 | -17600.00 | 7451100.00 |
| 5448 | 2018.03.20 12:10 | buy | 1788 | 1.00 | 106.154 | 0.000 | 0.000 | ||
| 5449 | 2018.03.20 12:10 | modify | 1788 | 1.00 | 106.154 | 105.054 | 107.154 | ||
| 5450 | 2018.03.20 12:55 | close | 1788 | 1.00 | 106.347 | 105.054 | 107.154 | 19300.00 | 7470400.00 |
| 5451 | 2018.03.22 08:05 | sell | 1789 | 1.00 | 105.817 | 0.000 | 0.000 | ||
| 5452 | 2018.03.22 08:05 | modify | 1789 | 1.00 | 105.817 | 106.917 | 104.817 | ||
| 5453 | 2018.03.22 10:20 | close | 1789 | 1.00 | 105.795 | 106.917 | 104.817 | 2200.00 | 7472600.00 |
| 5454 | 2018.03.22 19:30 | sell | 1790 | 1.00 | 105.732 | 0.000 | 0.000 | ||
| 5455 | 2018.03.22 19:30 | modify | 1790 | 1.00 | 105.732 | 106.832 | 104.732 | ||
| 5456 | 2018.03.22 22:20 | close | 1790 | 1.00 | 105.521 | 106.832 | 104.732 | 21100.00 | 7493700.00 |
| 5457 | 2018.03.27 10:50 | buy | 1791 | 1.00 | 105.486 | 0.000 | 0.000 | ||
| 5458 | 2018.03.27 10:50 | modify | 1791 | 1.00 | 105.486 | 104.386 | 106.486 | ||
| 5459 | 2018.03.27 12:10 | close | 1791 | 1.00 | 105.612 | 104.386 | 106.486 | 12600.00 | 7506300.00 |
| 5460 | 2018.03.29 05:25 | buy | 1792 | 1.00 | 106.553 | 0.000 | 0.000 | ||
| 5461 | 2018.03.29 05:25 | modify | 1792 | 1.00 | 106.553 | 105.453 | 107.553 | ||
| 5462 | 2018.03.29 09:15 | close | 1792 | 1.00 | 106.584 | 105.453 | 107.553 | 3100.00 | 7509400.00 |
| 5463 | 2018.03.29 21:45 | sell | 1793 | 1.00 | 106.524 | 0.000 | 0.000 | ||
| 5464 | 2018.03.29 21:45 | modify | 1793 | 1.00 | 106.524 | 107.624 | 105.524 | ||
| 5465 | 2018.03.30 03:25 | close | 1793 | 1.00 | 106.442 | 107.624 | 105.524 | 8200.00 | 7517600.00 |
| 5466 | 2018.04.04 02:55 | buy | 1794 | 1.00 | 106.459 | 0.000 | 0.000 | ||
| 5467 | 2018.04.04 02:55 | modify | 1794 | 1.00 | 106.459 | 105.359 | 107.459 | ||
| 5468 | 2018.04.04 03:45 | close | 1794 | 1.00 | 106.542 | 105.359 | 107.459 | 8300.00 | 7525900.00 |
| 5469 | 2018.04.04 10:45 | buy | 1795 | 1.00 | 106.381 | 0.000 | 0.000 | ||
| 5470 | 2018.04.04 10:45 | modify | 1795 | 1.00 | 106.381 | 105.281 | 107.381 | ||
| 5471 | 2018.04.04 16:40 | close | 1795 | 1.00 | 106.339 | 105.281 | 107.381 | -4200.00 | 7521700.00 |
| 5472 | 2018.04.04 17:55 | sell | 1796 | 1.00 | 106.497 | 0.000 | 0.000 | ||
| 5473 | 2018.04.04 17:55 | modify | 1796 | 1.00 | 106.497 | 107.597 | 105.497 | ||
| 5474 | 2018.04.04 20:25 | close | 1796 | 1.00 | 106.533 | 107.597 | 105.497 | -3600.00 | 7518100.00 |
| 5475 | 2018.04.09 06:35 | sell | 1797 | 1.00 | 107.035 | 0.000 | 0.000 | ||
| 5476 | 2018.04.09 06:35 | modify | 1797 | 1.00 | 107.035 | 108.135 | 106.035 | ||
| 5477 | 2018.04.09 08:30 | close | 1797 | 1.00 | 106.984 | 108.135 | 106.035 | 5100.00 | 7523200.00 |
| 5478 | 2018.04.13 17:10 | buy | 1798 | 1.00 | 107.540 | 0.000 | 0.000 | ||
| 5479 | 2018.04.13 17:10 | modify | 1798 | 1.00 | 107.540 | 106.440 | 108.540 | ||
| 5480 | 2018.04.13 23:00 | close | 1798 | 1.00 | 107.375 | 106.440 | 108.540 | -16500.00 | 7506700.00 |
| 5481 | 2018.04.24 19:50 | buy | 1799 | 1.00 | 108.826 | 0.000 | 0.000 | ||
| 5482 | 2018.04.24 19:50 | modify | 1799 | 1.00 | 108.826 | 107.726 | 109.826 | ||
| 5483 | 2018.04.24 23:10 | close | 1799 | 1.00 | 108.781 | 107.726 | 109.826 | -4500.00 | 7502200.00 |
| 5484 | 2018.04.26 03:15 | buy | 1800 | 1.00 | 109.297 | 0.000 | 0.000 | ||
| 5485 | 2018.04.26 03:15 | modify | 1800 | 1.00 | 109.297 | 108.197 | 110.297 | ||
| 5486 | 2018.04.26 09:25 | close | 1800 | 1.00 | 109.383 | 108.197 | 110.297 | 8600.00 | 7510800.00 |
| 5487 | 2018.05.02 03:15 | buy | 1801 | 1.00 | 109.728 | 0.000 | 0.000 | ||
| 5488 | 2018.05.02 03:15 | modify | 1801 | 1.00 | 109.728 | 108.628 | 110.728 | ||
| 5489 | 2018.05.02 07:20 | close | 1801 | 1.00 | 109.755 | 108.628 | 110.728 | 2700.00 | 7513500.00 |
| 5490 | 2018.05.04 09:15 | sell | 1802 | 1.00 | 109.148 | 0.000 | 0.000 | ||
| 5491 | 2018.05.04 09:15 | modify | 1802 | 1.00 | 109.148 | 110.248 | 108.148 | ||
| 5492 | 2018.05.04 10:25 | close | 1802 | 1.00 | 109.040 | 110.248 | 108.148 | 10800.00 | 7524300.00 |
| 5493 | 2018.05.04 13:50 | buy | 1803 | 1.00 | 109.005 | 0.000 | 0.000 | ||
| 5494 | 2018.05.04 13:50 | modify | 1803 | 1.00 | 109.005 | 107.905 | 110.005 | ||
| 5495 | 2018.05.04 16:25 | close | 1803 | 1.00 | 109.068 | 107.905 | 110.005 | 6300.00 | 7530600.00 |
| 5496 | 2018.05.18 08:30 | buy | 1804 | 1.00 | 110.858 | 0.000 | 0.000 | ||
| 5497 | 2018.05.18 08:30 | modify | 1804 | 1.00 | 110.858 | 109.758 | 111.858 | ||
| 5498 | 2018.05.18 11:05 | close | 1804 | 1.00 | 110.928 | 109.758 | 111.858 | 7000.00 | 7537600.00 |
| 5499 | 2018.05.22 09:30 | sell | 1805 | 1.00 | 111.071 | 0.000 | 0.000 | ||
| 5500 | 2018.05.22 09:30 | modify | 1805 | 1.00 | 111.071 | 112.171 | 110.071 | ||
| 5501 | 2018.05.22 11:10 | close | 1805 | 1.00 | 110.922 | 112.171 | 110.071 | 14900.00 | 7552500.00 |
| 5502 | 2018.05.31 02:40 | buy | 1806 | 1.00 | 108.749 | 0.000 | 0.000 | ||
| 5503 | 2018.05.31 02:40 | modify | 1806 | 1.00 | 108.749 | 107.649 | 109.749 | ||
| 5504 | 2018.05.31 06:20 | close | 1806 | 1.00 | 108.728 | 107.649 | 109.749 | -2100.00 | 7550400.00 |
| 5505 | 2018.06.11 15:05 | buy | 1807 | 1.00 | 109.928 | 0.000 | 0.000 | ||
| 5506 | 2018.06.11 15:05 | modify | 1807 | 1.00 | 109.928 | 108.828 | 110.928 | ||
| 5507 | 2018.06.11 16:00 | close | 1807 | 1.00 | 109.904 | 108.828 | 110.928 | -2400.00 | 7548000.00 |
| 5508 | 2018.06.14 14:50 | sell | 1808 | 1.00 | 110.090 | 0.000 | 0.000 | ||
| 5509 | 2018.06.14 14:50 | modify | 1808 | 1.00 | 110.090 | 111.190 | 109.090 | ||
| 5510 | 2018.06.15 01:45 | close | 1808 | 1.00 | 110.583 | 111.190 | 109.090 | -49300.00 | 7498700.00 |
| 5511 | 2018.06.15 10:40 | buy | 1809 | 1.00 | 110.565 | 0.000 | 0.000 | ||
| 5512 | 2018.06.15 10:40 | modify | 1809 | 1.00 | 110.565 | 109.465 | 111.565 | ||
| 5513 | 2018.06.15 13:40 | close | 1809 | 1.00 | 110.598 | 109.465 | 111.565 | 3300.00 | 7502000.00 |
| 5514 | 2018.06.19 18:30 | sell | 1810 | 1.00 | 110.016 | 0.000 | 0.000 | ||
| 5515 | 2018.06.19 18:30 | modify | 1810 | 1.00 | 110.016 | 111.116 | 109.016 | ||
| 5516 | 2018.06.20 01:00 | close | 1810 | 1.00 | 110.034 | 111.116 | 109.016 | -1800.00 | 7500200.00 |
| 5517 | 2018.06.20 04:05 | buy | 1811 | 1.00 | 109.929 | 0.000 | 0.000 | ||
| 5518 | 2018.06.20 04:05 | modify | 1811 | 1.00 | 109.929 | 108.829 | 110.929 | ||
| 5519 | 2018.06.20 04:40 | close | 1811 | 1.00 | 110.091 | 108.829 | 110.929 | 16200.00 | 7516400.00 |
| 5520 | 2018.06.22 10:15 | sell | 1812 | 1.00 | 110.159 | 0.000 | 0.000 | ||
| 5521 | 2018.06.22 10:15 | modify | 1812 | 1.00 | 110.159 | 111.259 | 109.159 | ||
| 5522 | 2018.06.22 15:35 | close | 1812 | 1.00 | 110.122 | 111.259 | 109.159 | 3700.00 | 7520100.00 |
| 5523 | 2018.06.22 16:00 | buy | 1813 | 1.00 | 110.069 | 0.000 | 0.000 | ||
| 5524 | 2018.06.22 16:00 | modify | 1813 | 1.00 | 110.069 | 108.969 | 111.069 | ||
| 5525 | 2018.06.22 22:35 | close | 1813 | 1.00 | 109.966 | 108.969 | 111.069 | -10300.00 | 7509800.00 |
| 5526 | 2018.06.27 03:55 | buy | 1814 | 1.00 | 109.912 | 0.000 | 0.000 | ||
| 5527 | 2018.06.27 03:55 | modify | 1814 | 1.00 | 109.912 | 108.812 | 110.912 | ||
| 5528 | 2018.06.27 07:35 | close | 1814 | 1.00 | 109.961 | 108.812 | 110.912 | 4900.00 | 7514700.00 |
| 5529 | 2018.06.29 13:30 | buy | 1815 | 1.00 | 110.504 | 0.000 | 0.000 | ||
| 5530 | 2018.06.29 13:30 | modify | 1815 | 1.00 | 110.504 | 109.404 | 111.504 | ||
| 5531 | 2018.06.29 15:00 | close | 1815 | 1.00 | 110.661 | 109.404 | 111.504 | 15700.00 | 7530400.00 |
| 5532 | 2018.07.04 11:15 | sell | 1816 | 1.00 | 110.511 | 0.000 | 0.000 | ||
| 5533 | 2018.07.04 11:15 | modify | 1816 | 1.00 | 110.511 | 111.611 | 109.511 | ||
| 5534 | 2018.07.04 19:20 | close | 1816 | 1.00 | 110.480 | 111.611 | 109.511 | 3100.00 | 7533500.00 |
| 5535 | 2018.07.20 03:35 | sell | 1817 | 1.00 | 112.573 | 0.000 | 0.000 | ||
| 5536 | 2018.07.20 03:35 | modify | 1817 | 1.00 | 112.573 | 113.673 | 111.573 | ||
| 5537 | 2018.07.20 04:40 | close | 1817 | 1.00 | 112.296 | 113.673 | 111.573 | 27700.00 | 7561200.00 |
| 5538 | 2018.07.24 00:30 | buy | 1818 | 1.00 | 111.299 | 0.000 | 0.000 | ||
| 5539 | 2018.07.24 00:30 | modify | 1818 | 1.00 | 111.299 | 110.199 | 112.299 | ||
| 5540 | 2018.07.24 01:50 | close | 1818 | 1.00 | 111.372 | 110.199 | 112.299 | 7300.00 | 7568500.00 |
| 5541 | 2018.07.24 04:05 | buy | 1819 | 1.00 | 111.211 | 0.000 | 0.000 | ||
| 5542 | 2018.07.24 04:05 | modify | 1819 | 1.00 | 111.211 | 110.111 | 112.211 | ||
| 5543 | 2018.07.24 06:30 | close | 1819 | 1.00 | 111.298 | 110.111 | 112.211 | 8700.00 | 7577200.00 |
| 5544 | 2018.07.27 03:30 | buy | 1820 | 1.00 | 111.117 | 0.000 | 0.000 | ||
| 5545 | 2018.07.27 03:30 | modify | 1820 | 1.00 | 111.117 | 110.017 | 112.117 | ||
| 5546 | 2018.07.27 07:35 | close | 1820 | 1.00 | 111.027 | 110.017 | 112.117 | -9000.00 | 7568200.00 |
| 5547 | 2018.08.06 05:10 | sell | 1821 | 1.00 | 111.340 | 0.000 | 0.000 | ||
| 5548 | 2018.08.06 05:10 | modify | 1821 | 1.00 | 111.340 | 112.440 | 110.340 | ||
| 5549 | 2018.08.06 08:10 | close | 1821 | 1.00 | 111.313 | 112.440 | 110.340 | 2700.00 | 7570900.00 |
| 5550 | 2018.08.13 12:15 | sell | 1822 | 1.00 | 110.441 | 0.000 | 0.000 | ||