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 |
| 5551 | 2018.08.13 12:15 | modify | 1822 | 1.00 | 110.441 | 111.541 | 109.441 | ||
| 5552 | 2018.08.13 14:45 | close | 1822 | 1.00 | 110.320 | 111.541 | 109.441 | 12100.00 | 7583000.00 |
| 5553 | 2018.08.16 04:35 | sell | 1823 | 1.00 | 110.819 | 0.000 | 0.000 | ||
| 5554 | 2018.08.16 04:35 | modify | 1823 | 1.00 | 110.819 | 111.919 | 109.819 | ||
| 5555 | 2018.08.16 07:25 | close | 1823 | 1.00 | 110.729 | 111.919 | 109.819 | 9000.00 | 7592000.00 |
| 5556 | 2018.08.16 15:35 | buy | 1824 | 1.00 | 110.692 | 0.000 | 0.000 | ||
| 5557 | 2018.08.16 15:35 | modify | 1824 | 1.00 | 110.692 | 109.592 | 111.692 | ||
| 5558 | 2018.08.16 17:10 | close | 1824 | 1.00 | 110.786 | 109.592 | 111.692 | 9400.00 | 7601400.00 |
| 5559 | 2018.08.17 21:35 | sell | 1825 | 1.00 | 110.618 | 0.000 | 0.000 | ||
| 5560 | 2018.08.17 21:35 | modify | 1825 | 1.00 | 110.618 | 111.718 | 109.618 | ||
| 5561 | 2018.08.17 23:00 | close | 1825 | 1.00 | 110.627 | 111.718 | 109.618 | -900.00 | 7600500.00 |
| 5562 | 2018.08.30 04:45 | buy | 1826 | 1.00 | 111.574 | 0.000 | 0.000 | ||
| 5563 | 2018.08.30 04:45 | modify | 1826 | 1.00 | 111.574 | 110.474 | 112.574 | ||
| 5564 | 2018.08.30 07:55 | close | 1826 | 1.00 | 111.662 | 110.474 | 112.574 | 8800.00 | 7609300.00 |
| 5565 | 2018.08.31 19:20 | sell | 1827 | 1.00 | 111.000 | 0.000 | 0.000 | ||
| 5566 | 2018.08.31 19:20 | modify | 1827 | 1.00 | 111.000 | 112.100 | 110.000 | ||
| 5567 | 2018.08.31 23:00 | close | 1827 | 1.00 | 111.090 | 112.100 | 110.000 | -9000.00 | 7600300.00 |
| 5568 | 2018.09.14 05:30 | buy | 1828 | 1.00 | 111.860 | 0.000 | 0.000 | ||
| 5569 | 2018.09.14 05:30 | modify | 1828 | 1.00 | 111.860 | 110.760 | 112.860 | ||
| 5570 | 2018.09.14 09:20 | close | 1828 | 1.00 | 111.911 | 110.760 | 112.860 | 5100.00 | 7605400.00 |
| 5571 | 2018.09.14 14:35 | sell | 1829 | 1.00 | 111.885 | 0.000 | 0.000 | ||
| 5572 | 2018.09.14 14:35 | modify | 1829 | 1.00 | 111.885 | 112.985 | 110.885 | ||
| 5573 | 2018.09.14 19:10 | close | 1829 | 1.00 | 111.961 | 112.985 | 110.885 | -7600.00 | 7597800.00 |
| 5574 | 2018.09.19 03:05 | buy | 1830 | 1.00 | 112.258 | 0.000 | 0.000 | ||
| 5575 | 2018.09.19 03:05 | modify | 1830 | 1.00 | 112.258 | 111.158 | 113.258 | ||
| 5576 | 2018.09.19 06:20 | close | 1830 | 1.00 | 112.369 | 111.158 | 113.258 | 11100.00 | 7608900.00 |
| 5577 | 2018.10.05 03:40 | sell | 1831 | 1.00 | 114.024 | 0.000 | 0.000 | ||
| 5578 | 2018.10.05 03:40 | modify | 1831 | 1.00 | 114.024 | 115.124 | 113.024 | ||
| 5579 | 2018.10.05 05:15 | close | 1831 | 1.00 | 113.895 | 115.124 | 113.024 | 12900.00 | 7621800.00 |
| 5580 | 2018.10.08 22:45 | sell | 1832 | 1.00 | 113.093 | 0.000 | 0.000 | ||
| 5581 | 2018.10.08 22:45 | modify | 1832 | 1.00 | 113.093 | 114.193 | 112.093 | ||
| 5582 | 2018.10.09 02:05 | close | 1832 | 1.00 | 113.101 | 114.193 | 112.093 | -800.00 | 7621000.00 |
| 5583 | 2018.10.19 03:55 | sell | 1833 | 1.00 | 112.307 | 0.000 | 0.000 | ||
| 5584 | 2018.10.19 03:55 | modify | 1833 | 1.00 | 112.307 | 113.407 | 111.307 | ||
| 5585 | 2018.10.19 13:05 | close | 1833 | 1.00 | 112.362 | 113.407 | 111.307 | -5500.00 | 7615500.00 |
| 5586 | 2018.10.25 10:40 | sell | 1834 | 1.00 | 112.328 | 0.000 | 0.000 | ||
| 5587 | 2018.10.25 10:40 | modify | 1834 | 1.00 | 112.328 | 113.428 | 111.328 | ||
| 5588 | 2018.10.25 16:05 | close | 1834 | 1.00 | 112.292 | 113.428 | 111.328 | 3600.00 | 7619100.00 |
| 5589 | 2018.10.25 23:10 | buy | 1835 | 1.00 | 112.441 | 0.000 | 0.000 | ||
| 5590 | 2018.10.25 23:10 | modify | 1835 | 1.00 | 112.441 | 111.341 | 113.441 | ||
| 5591 | 2018.10.26 04:15 | close | 1835 | 1.00 | 112.436 | 111.341 | 113.441 | -500.00 | 7618600.00 |
| 5592 | 2018.10.26 15:40 | sell | 1836 | 1.00 | 112.183 | 0.000 | 0.000 | ||
| 5593 | 2018.10.26 15:40 | modify | 1836 | 1.00 | 112.183 | 113.283 | 111.183 | ||
| 5594 | 2018.10.26 16:20 | close | 1836 | 1.00 | 112.022 | 113.283 | 111.183 | 16100.00 | 7634700.00 |
| 5595 | 2018.10.30 17:45 | buy | 1837 | 1.00 | 112.708 | 0.000 | 0.000 | ||
| 5596 | 2018.10.30 17:45 | modify | 1837 | 1.00 | 112.708 | 111.608 | 113.708 | ||
| 5597 | 2018.10.30 21:00 | close | 1837 | 1.00 | 112.872 | 111.608 | 113.708 | 16400.00 | 7651100.00 |
| 5598 | 2018.10.31 11:10 | buy | 1838 | 1.00 | 113.091 | 0.000 | 0.000 | ||
| 5599 | 2018.10.31 11:10 | modify | 1838 | 1.00 | 113.091 | 111.991 | 114.091 | ||
| 5600 | 2018.10.31 13:45 | close | 1838 | 1.00 | 113.187 | 111.991 | 114.091 | 9600.00 | 7660700.00 |
| 5601 | 2018.11.08 08:15 | buy | 1839 | 1.00 | 113.594 | 0.000 | 0.000 | ||
| 5602 | 2018.11.08 08:15 | modify | 1839 | 1.00 | 113.594 | 112.494 | 114.594 | ||
| 5603 | 2018.11.08 09:15 | close | 1839 | 1.00 | 113.696 | 112.494 | 114.594 | 10200.00 | 7670900.00 |
| 5604 | 2018.11.19 07:25 | sell | 1840 | 1.00 | 112.790 | 0.000 | 0.000 | ||
| 5605 | 2018.11.19 07:25 | modify | 1840 | 1.00 | 112.790 | 113.890 | 111.790 | ||
| 5606 | 2018.11.19 09:15 | close | 1840 | 1.00 | 112.679 | 113.890 | 111.790 | 11100.00 | 7682000.00 |
| 5607 | 2018.11.27 01:35 | buy | 1841 | 1.00 | 113.513 | 0.000 | 0.000 | ||
| 5608 | 2018.11.27 01:35 | modify | 1841 | 1.00 | 113.513 | 112.413 | 114.513 | ||
| 5609 | 2018.11.27 05:50 | close | 1841 | 1.00 | 113.509 | 112.413 | 114.513 | -400.00 | 7681600.00 |
| 5610 | 2018.11.29 13:20 | sell | 1842 | 1.00 | 113.408 | 0.000 | 0.000 | ||
| 5611 | 2018.11.29 13:20 | modify | 1842 | 1.00 | 113.408 | 114.508 | 112.408 | ||
| 5612 | 2018.11.29 14:50 | close | 1842 | 1.00 | 113.283 | 114.508 | 112.408 | 12500.00 | 7694100.00 |
| 5613 | 2018.12.05 02:25 | sell | 1843 | 1.00 | 112.889 | 0.000 | 0.000 | ||
| 5614 | 2018.12.05 02:25 | modify | 1843 | 1.00 | 112.889 | 113.989 | 111.889 | ||
| 5615 | 2018.12.05 05:45 | close | 1843 | 1.00 | 112.926 | 113.989 | 111.889 | -3700.00 | 7690400.00 |
| 5616 | 2018.12.06 22:40 | sell | 1844 | 1.00 | 112.749 | 0.000 | 0.000 | ||
| 5617 | 2018.12.06 22:40 | modify | 1844 | 1.00 | 112.749 | 113.849 | 111.749 | ||
| 5618 | 2018.12.07 08:25 | close | 1844 | 1.00 | 112.854 | 113.849 | 111.749 | -10500.00 | 7679900.00 |
| 5619 | 2018.12.11 02:55 | buy | 1845 | 1.00 | 113.105 | 0.000 | 0.000 | ||
| 5620 | 2018.12.11 02:55 | modify | 1845 | 1.00 | 113.105 | 112.005 | 114.105 | ||
| 5621 | 2018.12.11 03:45 | close | 1845 | 1.00 | 113.195 | 112.005 | 114.105 | 9000.00 | 7688900.00 |
| 5622 | 2018.12.18 16:25 | sell | 1846 | 1.00 | 112.517 | 0.000 | 0.000 | ||
| 5623 | 2018.12.18 16:25 | modify | 1846 | 1.00 | 112.517 | 113.617 | 111.517 | ||
| 5624 | 2018.12.18 21:00 | close | 1846 | 1.00 | 112.489 | 113.617 | 111.517 | 2800.00 | 7691700.00 |
| 5625 | 2019.01.03 09:25 | sell | 1847 | 1.00 | 107.404 | 0.000 | 0.000 | ||
| 5626 | 2019.01.03 09:25 | modify | 1847 | 1.00 | 107.404 | 108.504 | 106.404 | ||
| 5627 | 2019.01.03 12:30 | close | 1847 | 1.00 | 107.544 | 108.504 | 106.404 | -14000.00 | 7677700.00 |
| 5628 | 2019.01.04 09:40 | buy | 1848 | 1.00 | 107.898 | 0.000 | 0.000 | ||
| 5629 | 2019.01.04 09:40 | modify | 1848 | 1.00 | 107.898 | 106.798 | 108.898 | ||
| 5630 | 2019.01.04 15:20 | close | 1848 | 1.00 | 108.147 | 106.798 | 108.898 | 24900.00 | 7702600.00 |
| 5631 | 2019.01.08 14:20 | buy | 1849 | 1.00 | 108.629 | 0.000 | 0.000 | ||
| 5632 | 2019.01.08 14:20 | modify | 1849 | 1.00 | 108.629 | 107.529 | 109.629 | ||
| 5633 | 2019.01.08 15:15 | close | 1849 | 1.00 | 108.791 | 107.529 | 109.629 | 16200.00 | 7718800.00 |
| 5634 | 2019.01.15 14:00 | buy | 1850 | 1.00 | 108.386 | 0.000 | 0.000 | ||
| 5635 | 2019.01.15 14:00 | modify | 1850 | 1.00 | 108.386 | 107.286 | 109.386 | ||
| 5636 | 2019.01.15 15:05 | close | 1850 | 1.00 | 108.555 | 107.286 | 109.386 | 16900.00 | 7735700.00 |
| 5637 | 2019.01.15 21:30 | buy | 1851 | 1.00 | 108.466 | 0.000 | 0.000 | ||
| 5638 | 2019.01.15 21:30 | modify | 1851 | 1.00 | 108.466 | 107.366 | 109.466 | ||
| 5639 | 2019.01.15 22:35 | close | 1851 | 1.00 | 108.624 | 107.366 | 109.466 | 15800.00 | 7751500.00 |
| 5640 | 2019.01.31 17:05 | sell | 1852 | 1.00 | 108.724 | 0.000 | 0.000 | ||
| 5641 | 2019.01.31 17:05 | modify | 1852 | 1.00 | 108.724 | 109.824 | 107.724 | ||
| 5642 | 2019.01.31 22:15 | close | 1852 | 1.00 | 108.804 | 109.824 | 107.724 | -8000.00 | 7743500.00 |
| 5643 | 2019.02.04 21:05 | buy | 1853 | 1.00 | 109.844 | 0.000 | 0.000 | ||
| 5644 | 2019.02.04 21:05 | modify | 1853 | 1.00 | 109.844 | 108.744 | 110.844 | ||
| 5645 | 2019.02.04 21:55 | close | 1853 | 1.00 | 109.911 | 108.744 | 110.844 | 6700.00 | 7750200.00 |
| 5646 | 2019.02.12 12:45 | buy | 1854 | 1.00 | 110.482 | 0.000 | 0.000 | ||
| 5647 | 2019.02.12 12:45 | modify | 1854 | 1.00 | 110.482 | 109.382 | 111.482 | ||
| 5648 | 2019.02.12 17:00 | close | 1854 | 1.00 | 110.466 | 109.382 | 111.482 | -1600.00 | 7748600.00 |
| 5649 | 2019.02.15 09:15 | sell | 1855 | 1.00 | 110.472 | 0.000 | 0.000 | ||
| 5650 | 2019.02.15 09:15 | modify | 1855 | 1.00 | 110.472 | 111.572 | 109.472 | ||
| 5651 | 2019.02.15 09:40 | close | 1855 | 1.00 | 110.318 | 111.572 | 109.472 | 15400.00 | 7764000.00 |
| 5652 | 2019.02.26 04:05 | buy | 1856 | 1.00 | 110.855 | 0.000 | 0.000 | ||
| 5653 | 2019.02.26 04:05 | modify | 1856 | 1.00 | 110.855 | 109.755 | 111.855 | ||
| 5654 | 2019.02.26 10:45 | close | 1856 | 1.00 | 110.854 | 109.755 | 111.855 | -100.00 | 7763900.00 |
| 5655 | 2019.03.08 13:05 | sell | 1857 | 1.00 | 111.187 | 0.000 | 0.000 | ||
| 5656 | 2019.03.08 13:05 | modify | 1857 | 1.00 | 111.187 | 112.287 | 110.187 | ||
| 5657 | 2019.03.08 14:50 | close | 1857 | 1.00 | 111.143 | 112.287 | 110.187 | 4400.00 | 7768300.00 |
| 5658 | 2019.03.15 00:05 | buy | 1858 | 1.00 | 111.666 | 0.000 | 0.000 | ||
| 5659 | 2019.03.15 00:05 | modify | 1858 | 1.00 | 111.666 | 110.566 | 112.666 | ||
| 5660 | 2019.03.15 01:55 | close | 1858 | 1.00 | 111.677 | 110.566 | 112.666 | 1100.00 | 7769400.00 |
| 5661 | 2019.03.15 06:05 | buy | 1859 | 1.00 | 111.642 | 0.000 | 0.000 | ||
| 5662 | 2019.03.15 06:05 | modify | 1859 | 1.00 | 111.642 | 110.542 | 112.642 | ||
| 5663 | 2019.03.15 08:05 | close | 1859 | 1.00 | 111.721 | 110.542 | 112.642 | 7900.00 | 7777300.00 |
| 5664 | 2019.03.22 21:15 | sell | 1860 | 1.00 | 110.144 | 0.000 | 0.000 | ||
| 5665 | 2019.03.22 21:15 | modify | 1860 | 1.00 | 110.144 | 111.244 | 109.144 | ||
| 5666 | 2019.03.22 22:35 | close | 1860 | 1.00 | 109.976 | 111.244 | 109.144 | 16800.00 | 7794100.00 |
| 5667 | 2019.03.25 02:30 | sell | 1861 | 1.00 | 110.116 | 0.000 | 0.000 | ||
| 5668 | 2019.03.25 02:30 | modify | 1861 | 1.00 | 110.116 | 111.216 | 109.116 | ||
| 5669 | 2019.03.25 03:25 | close | 1861 | 1.00 | 109.968 | 111.216 | 109.116 | 14800.00 | 7808900.00 |
| 5670 | 2019.03.25 07:50 | sell | 1862 | 1.00 | 109.958 | 0.000 | 0.000 | ||
| 5671 | 2019.03.25 07:50 | modify | 1862 | 1.00 | 109.958 | 111.058 | 108.958 | ||
| 5672 | 2019.03.25 15:25 | close | 1862 | 1.00 | 110.090 | 111.058 | 108.958 | -13200.00 | 7795700.00 |
| 5673 | 2019.03.25 15:45 | buy | 1863 | 1.00 | 110.009 | 0.000 | 0.000 | ||
| 5674 | 2019.03.25 15:45 | modify | 1863 | 1.00 | 110.009 | 108.909 | 111.009 | ||
| 5675 | 2019.03.25 16:00 | close | 1863 | 1.00 | 110.068 | 108.909 | 111.009 | 5900.00 | 7801600.00 |
| 5676 | 2019.03.29 07:40 | buy | 1864 | 1.00 | 110.671 | 0.000 | 0.000 | ||
| 5677 | 2019.03.29 07:40 | modify | 1864 | 1.00 | 110.671 | 109.571 | 111.671 | ||
| 5678 | 2019.03.29 07:55 | close | 1864 | 1.00 | 110.831 | 109.571 | 111.671 | 16000.00 | 7817600.00 |
| 5679 | 2019.03.29 09:55 | buy | 1865 | 1.00 | 110.599 | 0.000 | 0.000 | ||
| 5680 | 2019.03.29 09:55 | modify | 1865 | 1.00 | 110.599 | 109.499 | 111.599 | ||
| 5681 | 2019.03.29 11:00 | close | 1865 | 1.00 | 110.746 | 109.499 | 111.599 | 14700.00 | 7832300.00 |
| 5682 | 2019.04.12 02:35 | buy | 1866 | 1.00 | 111.605 | 0.000 | 0.000 | ||
| 5683 | 2019.04.12 02:35 | modify | 1866 | 1.00 | 111.605 | 110.505 | 112.605 | ||
| 5684 | 2019.04.12 03:00 | close | 1866 | 1.00 | 111.642 | 110.505 | 112.605 | 3700.00 | 7836000.00 |
| 5685 | 2019.04.26 04:25 | sell | 1867 | 1.00 | 111.758 | 0.000 | 0.000 | ||
| 5686 | 2019.04.26 04:25 | modify | 1867 | 1.00 | 111.758 | 112.858 | 110.758 | ||
| 5687 | 2019.04.26 10:00 | close | 1867 | 1.00 | 111.644 | 112.858 | 110.758 | 11400.00 | 7847400.00 |
| 5688 | 2019.05.06 07:45 | sell | 1868 | 1.00 | 110.668 | 0.000 | 0.000 | ||
| 5689 | 2019.05.06 07:45 | modify | 1868 | 1.00 | 110.668 | 111.768 | 109.668 | ||
| 5690 | 2019.05.06 09:45 | close | 1868 | 1.00 | 110.695 | 111.768 | 109.668 | -2700.00 | 7844700.00 |
| 5691 | 2019.05.08 10:15 | sell | 1869 | 1.00 | 110.170 | 0.000 | 0.000 | ||
| 5692 | 2019.05.08 10:15 | modify | 1869 | 1.00 | 110.170 | 111.270 | 109.170 | ||
| 5693 | 2019.05.08 12:35 | close | 1869 | 1.00 | 110.050 | 111.270 | 109.170 | 12000.00 | 7856700.00 |
| 5694 | 2019.05.14 03:55 | sell | 1870 | 1.00 | 109.390 | 0.000 | 0.000 | ||
| 5695 | 2019.05.14 03:55 | modify | 1870 | 1.00 | 109.390 | 110.490 | 108.390 | ||
| 5696 | 2019.05.14 09:20 | close | 1870 | 1.00 | 109.581 | 110.490 | 108.390 | -19100.00 | 7837600.00 |
| 5697 | 2019.05.14 15:20 | buy | 1871 | 1.00 | 109.550 | 0.000 | 0.000 | ||
| 5698 | 2019.05.14 15:20 | modify | 1871 | 1.00 | 109.550 | 108.450 | 110.550 | ||
| 5699 | 2019.05.14 16:45 | close | 1871 | 1.00 | 109.620 | 108.450 | 110.550 | 7000.00 | 7844600.00 |
| 5700 | 2019.05.20 09:15 | buy | 1872 | 1.00 | 110.153 | 0.000 | 0.000 | ||