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 |
| 5701 | 2019.05.20 09:15 | modify | 1872 | 1.00 | 110.153 | 109.053 | 111.153 | ||
| 5702 | 2019.05.20 16:00 | close | 1872 | 1.00 | 109.915 | 109.053 | 111.153 | -23800.00 | 7820800.00 |
| 5703 | 2019.05.24 03:45 | sell | 1873 | 1.00 | 109.702 | 0.000 | 0.000 | ||
| 5704 | 2019.05.24 03:45 | modify | 1873 | 1.00 | 109.702 | 110.802 | 108.702 | ||
| 5705 | 2019.05.24 06:05 | close | 1873 | 1.00 | 109.600 | 110.802 | 108.702 | 10200.00 | 7831000.00 |
| 5706 | 2019.05.27 03:00 | sell | 1874 | 1.00 | 109.405 | 0.000 | 0.000 | ||
| 5707 | 2019.05.27 03:00 | modify | 1874 | 1.00 | 109.405 | 110.505 | 108.405 | ||
| 5708 | 2019.05.27 12:50 | close | 1874 | 1.00 | 109.478 | 110.505 | 108.405 | -7300.00 | 7823700.00 |
| 5709 | 2019.06.03 09:35 | sell | 1875 | 1.00 | 108.300 | 0.000 | 0.000 | ||
| 5710 | 2019.06.03 09:35 | modify | 1875 | 1.00 | 108.300 | 109.400 | 107.300 | ||
| 5711 | 2019.06.03 10:15 | close | 1875 | 1.00 | 108.203 | 109.400 | 107.300 | 9700.00 | 7833400.00 |
| 5712 | 2019.06.20 11:45 | sell | 1876 | 1.00 | 107.827 | 0.000 | 0.000 | ||
| 5713 | 2019.06.20 11:45 | modify | 1876 | 1.00 | 107.827 | 108.927 | 106.827 | ||
| 5714 | 2019.06.20 14:30 | close | 1876 | 1.00 | 107.742 | 108.927 | 106.827 | 8500.00 | 7841900.00 |
| 5715 | 2019.06.27 12:55 | buy | 1877 | 1.00 | 107.866 | 0.000 | 0.000 | ||
| 5716 | 2019.06.27 12:55 | modify | 1877 | 1.00 | 107.866 | 106.766 | 108.866 | ||
| 5717 | 2019.06.27 15:40 | close | 1877 | 1.00 | 107.905 | 106.766 | 108.866 | 3900.00 | 7845800.00 |
| 5718 | 2019.07.03 08:45 | sell | 1878 | 1.00 | 107.696 | 0.000 | 0.000 | ||
| 5719 | 2019.07.03 08:45 | modify | 1878 | 1.00 | 107.696 | 108.796 | 106.696 | ||
| 5720 | 2019.07.03 13:45 | close | 1878 | 1.00 | 107.662 | 108.796 | 106.696 | 3400.00 | 7849200.00 |
| 5721 | 2019.07.03 16:05 | sell | 1879 | 1.00 | 107.800 | 0.000 | 0.000 | ||
| 5722 | 2019.07.03 16:05 | modify | 1879 | 1.00 | 107.800 | 108.900 | 106.800 | ||
| 5723 | 2019.07.03 17:25 | close | 1879 | 1.00 | 107.673 | 108.900 | 106.800 | 12700.00 | 7861900.00 |
| 5724 | 2019.07.08 03:20 | buy | 1880 | 1.00 | 108.428 | 0.000 | 0.000 | ||
| 5725 | 2019.07.08 03:20 | modify | 1880 | 1.00 | 108.428 | 107.328 | 109.428 | ||
| 5726 | 2019.07.08 04:00 | close | 1880 | 1.00 | 108.528 | 107.328 | 109.428 | 10000.00 | 7871900.00 |
| 5727 | 2019.07.08 12:25 | sell | 1881 | 1.00 | 108.451 | 0.000 | 0.000 | ||
| 5728 | 2019.07.08 12:25 | modify | 1881 | 1.00 | 108.451 | 109.551 | 107.451 | ||
| 5729 | 2019.07.08 16:00 | close | 1881 | 1.00 | 108.575 | 109.551 | 107.451 | -12400.00 | 7859500.00 |
| 5730 | 2019.07.11 10:25 | sell | 1882 | 1.00 | 108.091 | 0.000 | 0.000 | ||
| 5731 | 2019.07.11 10:25 | modify | 1882 | 1.00 | 108.091 | 109.191 | 107.091 | ||
| 5732 | 2019.07.11 14:05 | close | 1882 | 1.00 | 108.111 | 109.191 | 107.091 | -2000.00 | 7857500.00 |
| 5733 | 2019.07.11 15:35 | sell | 1883 | 1.00 | 108.274 | 0.000 | 0.000 | ||
| 5734 | 2019.07.11 15:35 | modify | 1883 | 1.00 | 108.274 | 109.374 | 107.274 | ||
| 5735 | 2019.07.12 01:15 | close | 1883 | 1.00 | 108.466 | 109.374 | 107.274 | -19200.00 | 7838300.00 |
| 5736 | 2019.07.15 05:30 | sell | 1884 | 1.00 | 108.042 | 0.000 | 0.000 | ||
| 5737 | 2019.07.15 05:30 | modify | 1884 | 1.00 | 108.042 | 109.142 | 107.042 | ||
| 5738 | 2019.07.15 09:50 | close | 1884 | 1.00 | 107.983 | 109.142 | 107.042 | 5900.00 | 7844200.00 |
| 5739 | 2019.07.18 13:45 | sell | 1885 | 1.00 | 107.860 | 0.000 | 0.000 | ||
| 5740 | 2019.07.18 13:45 | modify | 1885 | 1.00 | 107.860 | 108.960 | 106.860 | ||
| 5741 | 2019.07.18 18:00 | close | 1885 | 1.00 | 107.836 | 108.960 | 106.860 | 2400.00 | 7846600.00 |
| 5742 | 2019.08.01 12:15 | buy | 1886 | 1.00 | 109.036 | 0.000 | 0.000 | ||
| 5743 | 2019.08.01 12:15 | modify | 1886 | 1.00 | 109.036 | 107.936 | 110.036 | ||
| 5744 | 2019.08.01 17:05 | modify | 1886 | 1.00 | 109.036 | 107.936 | 108.636 | ||
| 5745 | 2019.08.01 20:29 | s/l | 1886 | 1.00 | 107.935 | 107.936 | 108.636 | -110100.00 | 7736500.00 |
| 5746 | 2019.08.05 12:30 | sell | 1887 | 1.00 | 106.170 | 0.000 | 0.000 | ||
| 5747 | 2019.08.05 12:30 | modify | 1887 | 1.00 | 106.170 | 107.270 | 105.170 | ||
| 5748 | 2019.08.05 13:45 | close | 1887 | 1.00 | 105.977 | 107.270 | 105.170 | 19300.00 | 7755800.00 |
| 5749 | 2019.08.06 18:15 | buy | 1888 | 1.00 | 106.275 | 0.000 | 0.000 | ||
| 5750 | 2019.08.06 18:15 | modify | 1888 | 1.00 | 106.275 | 105.175 | 107.275 | ||
| 5751 | 2019.08.06 19:00 | close | 1888 | 1.00 | 106.449 | 105.175 | 107.275 | 17400.00 | 7773200.00 |
| 5752 | 2019.08.12 10:20 | sell | 1889 | 1.00 | 105.514 | 0.000 | 0.000 | ||
| 5753 | 2019.08.12 10:20 | modify | 1889 | 1.00 | 105.514 | 106.614 | 104.514 | ||
| 5754 | 2019.08.12 11:10 | close | 1889 | 1.00 | 105.367 | 106.614 | 104.514 | 14700.00 | 7787900.00 |
| 5755 | 2019.08.12 17:00 | sell | 1890 | 1.00 | 105.314 | 0.000 | 0.000 | ||
| 5756 | 2019.08.12 17:00 | modify | 1890 | 1.00 | 105.314 | 106.414 | 104.314 | ||
| 5757 | 2019.08.12 21:30 | close | 1890 | 1.00 | 105.237 | 106.414 | 104.314 | 7700.00 | 7795600.00 |
| 5758 | 2019.08.14 03:10 | buy | 1891 | 1.00 | 106.511 | 0.000 | 0.000 | ||
| 5759 | 2019.08.14 03:10 | modify | 1891 | 1.00 | 106.511 | 105.411 | 107.511 | ||
| 5760 | 2019.08.14 07:10 | close | 1891 | 1.00 | 106.418 | 105.411 | 107.511 | -9300.00 | 7786300.00 |
| 5761 | 2019.08.15 20:50 | buy | 1892 | 1.00 | 105.909 | 0.000 | 0.000 | ||
| 5762 | 2019.08.15 20:50 | modify | 1892 | 1.00 | 105.909 | 104.809 | 106.909 | ||
| 5763 | 2019.08.15 21:45 | close | 1892 | 1.00 | 106.100 | 104.809 | 106.909 | 19100.00 | 7805400.00 |
| 5764 | 2019.08.26 04:20 | sell | 1893 | 1.00 | 105.312 | 0.000 | 0.000 | ||
| 5765 | 2019.08.26 04:20 | modify | 1893 | 1.00 | 105.312 | 106.412 | 104.312 | ||
| 5766 | 2019.08.26 07:10 | close | 1893 | 1.00 | 105.303 | 106.412 | 104.312 | 900.00 | 7806300.00 |
| 5767 | 2019.08.27 02:50 | buy | 1894 | 1.00 | 106.026 | 0.000 | 0.000 | ||
| 5768 | 2019.08.27 02:50 | modify | 1894 | 1.00 | 106.026 | 104.926 | 107.026 | ||
| 5769 | 2019.08.27 11:15 | close | 1894 | 1.00 | 105.788 | 104.926 | 107.026 | -23800.00 | 7782500.00 |
| 5770 | 2019.08.27 16:50 | sell | 1895 | 1.00 | 106.009 | 0.000 | 0.000 | ||
| 5771 | 2019.08.27 16:50 | modify | 1895 | 1.00 | 106.009 | 107.109 | 105.009 | ||
| 5772 | 2019.08.27 18:20 | close | 1895 | 1.00 | 105.837 | 107.109 | 105.009 | 17200.00 | 7799700.00 |
| 5773 | 2019.08.30 03:00 | buy | 1896 | 1.00 | 106.464 | 0.000 | 0.000 | ||
| 5774 | 2019.08.30 03:00 | modify | 1896 | 1.00 | 106.464 | 105.364 | 107.464 | ||
| 5775 | 2019.08.30 05:55 | close | 1896 | 1.00 | 106.506 | 105.364 | 107.464 | 4200.00 | 7803900.00 |
| 5776 | 2019.09.05 09:15 | buy | 1897 | 1.00 | 106.465 | 0.000 | 0.000 | ||
| 5777 | 2019.09.05 09:15 | modify | 1897 | 1.00 | 106.465 | 105.365 | 107.465 | ||
| 5778 | 2019.09.05 12:05 | close | 1897 | 1.00 | 106.577 | 105.365 | 107.465 | 11200.00 | 7815100.00 |
| 5779 | 2019.09.06 20:25 | sell | 1898 | 1.00 | 106.924 | 0.000 | 0.000 | ||
| 5780 | 2019.09.06 20:25 | modify | 1898 | 1.00 | 106.924 | 108.024 | 105.924 | ||
| 5781 | 2019.09.06 23:00 | close | 1898 | 1.00 | 106.938 | 108.024 | 105.924 | -1400.00 | 7813700.00 |
| 5782 | 2019.09.19 22:25 | sell | 1899 | 1.00 | 108.054 | 0.000 | 0.000 | ||
| 5783 | 2019.09.19 22:25 | modify | 1899 | 1.00 | 108.054 | 109.154 | 107.054 | ||
| 5784 | 2019.09.20 00:05 | close | 1899 | 1.00 | 108.017 | 109.154 | 107.054 | 3700.00 | 7817400.00 |
| 5785 | 2019.09.25 05:45 | sell | 1900 | 1.00 | 107.338 | 0.000 | 0.000 | ||
| 5786 | 2019.09.25 05:45 | modify | 1900 | 1.00 | 107.338 | 108.438 | 106.338 | ||
| 5787 | 2019.09.25 10:20 | close | 1900 | 1.00 | 107.286 | 108.438 | 106.338 | 5200.00 | 7822600.00 |
| 5788 | 2019.09.26 02:35 | buy | 1901 | 1.00 | 107.686 | 0.000 | 0.000 | ||
| 5789 | 2019.09.26 02:35 | modify | 1901 | 1.00 | 107.686 | 106.586 | 108.686 | ||
| 5790 | 2019.09.26 04:00 | close | 1901 | 1.00 | 107.724 | 106.586 | 108.686 | 3800.00 | 7826400.00 |
| 5791 | 2019.10.02 06:05 | sell | 1902 | 1.00 | 107.820 | 0.000 | 0.000 | ||
| 5792 | 2019.10.02 06:05 | modify | 1902 | 1.00 | 107.820 | 108.920 | 106.820 | ||
| 5793 | 2019.10.02 08:50 | close | 1902 | 1.00 | 107.796 | 108.920 | 106.820 | 2400.00 | 7828800.00 |
| 5794 | 2019.10.08 10:40 | buy | 1903 | 1.00 | 107.298 | 0.000 | 0.000 | ||
| 5795 | 2019.10.08 10:40 | modify | 1903 | 1.00 | 107.298 | 106.198 | 108.298 | ||
| 5796 | 2019.10.08 18:00 | close | 1903 | 1.00 | 107.101 | 106.198 | 108.298 | -19700.00 | 7809100.00 |
| 5797 | 2019.10.08 18:00 | sell | 1904 | 1.00 | 107.104 | 0.000 | 0.000 | ||
| 5798 | 2019.10.08 18:00 | modify | 1904 | 1.00 | 107.104 | 108.204 | 106.104 | ||
| 5799 | 2019.10.08 22:00 | close | 1904 | 1.00 | 107.129 | 108.204 | 106.104 | -2500.00 | 7806600.00 |
| 5800 | 2019.10.16 03:40 | buy | 1905 | 1.00 | 108.629 | 0.000 | 0.000 | ||
| 5801 | 2019.10.16 03:40 | modify | 1905 | 1.00 | 108.629 | 107.529 | 109.629 | ||
| 5802 | 2019.10.16 14:00 | close | 1905 | 1.00 | 108.735 | 107.529 | 109.629 | 10600.00 | 7817200.00 |
| 5803 | 2019.10.16 14:25 | sell | 1906 | 1.00 | 108.787 | 0.000 | 0.000 | ||
| 5804 | 2019.10.16 14:25 | modify | 1906 | 1.00 | 108.787 | 109.887 | 107.787 | ||
| 5805 | 2019.10.16 15:40 | close | 1906 | 1.00 | 108.664 | 109.887 | 107.787 | 12300.00 | 7829500.00 |
| 5806 | 2019.11.06 03:00 | buy | 1907 | 1.00 | 109.068 | 0.000 | 0.000 | ||
| 5807 | 2019.11.06 03:00 | modify | 1907 | 1.00 | 109.068 | 107.968 | 110.068 | ||
| 5808 | 2019.11.06 06:20 | close | 1907 | 1.00 | 109.066 | 107.968 | 110.068 | -200.00 | 7829300.00 |
| 5809 | 2019.11.08 04:20 | buy | 1908 | 1.00 | 109.173 | 0.000 | 0.000 | ||
| 5810 | 2019.11.08 04:20 | modify | 1908 | 1.00 | 109.173 | 108.073 | 110.173 | ||
| 5811 | 2019.11.08 07:55 | close | 1908 | 1.00 | 109.268 | 108.073 | 110.173 | 9500.00 | 7838800.00 |
| 5812 | 2019.12.03 01:00 | sell | 1909 | 1.00 | 109.062 | 0.000 | 0.000 | ||
| 5813 | 2019.12.03 01:00 | modify | 1909 | 1.00 | 109.062 | 110.162 | 108.062 | ||
| 5814 | 2019.12.03 08:45 | close | 1909 | 1.00 | 109.146 | 110.162 | 108.062 | -8400.00 | 7830400.00 |
| 5815 | 2019.12.13 15:00 | buy | 1910 | 1.00 | 109.532 | 0.000 | 0.000 | ||
| 5816 | 2019.12.13 15:00 | modify | 1910 | 1.00 | 109.532 | 108.432 | 110.532 | ||
| 5817 | 2019.12.13 17:05 | close | 1910 | 1.00 | 109.603 | 108.432 | 110.532 | 7100.00 | 7837500.00 |
| 5818 | 2019.12.16 01:35 | sell | 1911 | 1.00 | 109.423 | 0.000 | 0.000 | ||
| 5819 | 2019.12.16 01:35 | modify | 1911 | 1.00 | 109.423 | 110.523 | 108.423 | ||
| 5820 | 2019.12.16 12:00 | close | 1911 | 1.00 | 109.417 | 110.523 | 108.423 | 600.00 | 7838100.00 |
| 5821 | 2020.01.08 22:50 | buy | 1912 | 1.00 | 109.008 | 0.000 | 0.000 | ||
| 5822 | 2020.01.08 22:50 | modify | 1912 | 1.00 | 109.008 | 107.908 | 110.008 | ||
| 5823 | 2020.01.08 23:15 | close | 1912 | 1.00 | 109.163 | 107.908 | 110.008 | 15500.00 | 7853600.00 |
| 5824 | 2020.01.27 06:40 | sell | 1913 | 1.00 | 109.088 | 0.000 | 0.000 | ||
| 5825 | 2020.01.27 06:40 | modify | 1913 | 1.00 | 109.088 | 110.188 | 108.088 | ||
| 5826 | 2020.01.27 11:05 | close | 1913 | 1.00 | 108.981 | 110.188 | 108.088 | 10700.00 | 7864300.00 |
| 5827 | 2020.02.03 02:40 | sell | 1914 | 1.00 | 108.526 | 0.000 | 0.000 | ||
| 5828 | 2020.02.03 02:40 | modify | 1914 | 1.00 | 108.526 | 109.626 | 107.526 | ||
| 5829 | 2020.02.03 06:55 | close | 1914 | 1.00 | 108.488 | 109.626 | 107.526 | 3800.00 | 7868100.00 |
| 5830 | 2020.02.20 18:35 | buy | 1915 | 1.00 | 111.742 | 0.000 | 0.000 | ||
| 5831 | 2020.02.20 18:35 | modify | 1915 | 1.00 | 111.742 | 110.642 | 112.742 | ||
| 5832 | 2020.02.20 19:35 | close | 1915 | 1.00 | 111.906 | 110.642 | 112.742 | 16400.00 | 7884500.00 |
| 5833 | 2020.02.24 21:30 | sell | 1916 | 1.00 | 110.669 | 0.000 | 0.000 | ||
| 5834 | 2020.02.24 21:30 | modify | 1916 | 1.00 | 110.669 | 111.769 | 109.669 | ||
| 5835 | 2020.02.25 04:20 | close | 1916 | 1.00 | 110.884 | 111.769 | 109.669 | -21500.00 | 7863000.00 |
| 5836 | 2020.02.26 02:10 | sell | 1917 | 1.00 | 110.349 | 0.000 | 0.000 | ||
| 5837 | 2020.02.26 02:10 | modify | 1917 | 1.00 | 110.349 | 111.449 | 109.349 | ||
| 5838 | 2020.02.26 03:15 | close | 1917 | 1.00 | 110.157 | 111.449 | 109.349 | 19200.00 | 7882200.00 |
| 5839 | 2020.02.26 19:05 | buy | 1918 | 1.00 | 110.299 | 0.000 | 0.000 | ||
| 5840 | 2020.02.26 19:05 | modify | 1918 | 1.00 | 110.299 | 109.199 | 111.299 | ||
| 5841 | 2020.02.26 20:00 | close | 1918 | 1.00 | 110.455 | 109.199 | 111.299 | 15600.00 | 7897800.00 |
| 5842 | 2020.03.02 04:50 | sell | 1919 | 1.00 | 108.248 | 0.000 | 0.000 | ||
| 5843 | 2020.03.02 04:50 | modify | 1919 | 1.00 | 108.248 | 109.348 | 107.248 | ||
| 5844 | 2020.03.02 06:40 | close | 1919 | 1.00 | 108.074 | 109.348 | 107.248 | 17400.00 | 7915200.00 |
| 5845 | 2020.03.04 02:35 | sell | 1920 | 1.00 | 107.402 | 0.000 | 0.000 | ||
| 5846 | 2020.03.04 02:35 | modify | 1920 | 1.00 | 107.402 | 108.502 | 106.402 | ||
| 5847 | 2020.03.04 02:50 | close | 1920 | 1.00 | 107.251 | 108.502 | 106.402 | 15100.00 | 7930300.00 |
| 5848 | 2020.03.04 16:40 | buy | 1921 | 1.00 | 107.311 | 0.000 | 0.000 | ||
| 5849 | 2020.03.04 16:40 | modify | 1921 | 1.00 | 107.311 | 106.211 | 108.311 | ||
| 5850 | 2020.03.04 18:30 | close | 1921 | 1.00 | 107.481 | 106.211 | 108.311 | 17000.00 | 7947300.00 |