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 |
| 451 | 2005.05.02 02:10 | modify | 149 | 1.00 | 105.184 | 106.284 | 104.184 | ||
| 452 | 2005.05.02 07:20 | close | 149 | 1.00 | 105.260 | 106.284 | 104.184 | -7600.00 | 1797100.00 |
| 453 | 2005.05.02 15:40 | buy | 150 | 1.00 | 105.193 | 0.000 | 0.000 | ||
| 454 | 2005.05.02 15:40 | modify | 150 | 1.00 | 105.193 | 104.093 | 106.193 | ||
| 455 | 2005.05.02 16:00 | close | 150 | 1.00 | 105.127 | 104.093 | 106.193 | -6600.00 | 1790500.00 |
| 456 | 2005.05.04 18:40 | sell | 151 | 1.00 | 104.712 | 0.000 | 0.000 | ||
| 457 | 2005.05.04 18:40 | modify | 151 | 1.00 | 104.712 | 105.812 | 103.712 | ||
| 458 | 2005.05.04 21:05 | close | 151 | 1.00 | 104.614 | 105.812 | 103.712 | 9800.00 | 1800300.00 |
| 459 | 2005.05.17 05:25 | sell | 152 | 1.00 | 107.120 | 0.000 | 0.000 | ||
| 460 | 2005.05.17 05:25 | modify | 152 | 1.00 | 107.120 | 108.220 | 106.120 | ||
| 461 | 2005.05.17 06:20 | close | 152 | 1.00 | 106.965 | 108.220 | 106.120 | 15500.00 | 1815800.00 |
| 462 | 2005.05.18 11:05 | buy | 153 | 1.00 | 107.439 | 0.000 | 0.000 | ||
| 463 | 2005.05.18 11:05 | modify | 153 | 1.00 | 107.439 | 106.339 | 108.439 | ||
| 464 | 2005.05.18 12:10 | close | 153 | 1.00 | 107.533 | 106.339 | 108.439 | 9400.00 | 1825200.00 |
| 465 | 2005.05.19 00:10 | sell | 154 | 1.00 | 107.008 | 0.000 | 0.000 | ||
| 466 | 2005.05.19 00:10 | modify | 154 | 1.00 | 107.008 | 108.108 | 106.008 | ||
| 467 | 2005.05.19 02:10 | close | 154 | 1.00 | 106.954 | 108.108 | 106.008 | 5400.00 | 1830600.00 |
| 468 | 2005.05.19 04:00 | sell | 155 | 1.00 | 107.159 | 0.000 | 0.000 | ||
| 469 | 2005.05.19 04:00 | modify | 155 | 1.00 | 107.159 | 108.259 | 106.159 | ||
| 470 | 2005.05.19 06:10 | close | 155 | 1.00 | 107.050 | 108.259 | 106.159 | 10900.00 | 1841500.00 |
| 471 | 2005.05.26 18:05 | buy | 156 | 1.00 | 107.951 | 0.000 | 0.000 | ||
| 472 | 2005.05.26 18:05 | modify | 156 | 1.00 | 107.951 | 106.851 | 108.951 | ||
| 473 | 2005.05.26 18:30 | close | 156 | 1.00 | 108.102 | 106.851 | 108.951 | 15100.00 | 1856600.00 |
| 474 | 2005.06.02 17:00 | sell | 157 | 1.00 | 108.411 | 0.000 | 0.000 | ||
| 475 | 2005.06.02 17:00 | modify | 157 | 1.00 | 108.411 | 109.511 | 107.411 | ||
| 476 | 2005.06.02 17:20 | close | 157 | 1.00 | 108.231 | 109.511 | 107.411 | 18000.00 | 1874600.00 |
| 477 | 2005.06.03 09:10 | sell | 158 | 1.00 | 108.118 | 0.000 | 0.000 | ||
| 478 | 2005.06.03 09:10 | modify | 158 | 1.00 | 108.118 | 109.218 | 107.118 | ||
| 479 | 2005.06.03 10:00 | close | 158 | 1.00 | 107.957 | 109.218 | 107.118 | 16100.00 | 1890700.00 |
| 480 | 2005.06.24 20:15 | buy | 159 | 1.00 | 109.042 | 0.000 | 0.000 | ||
| 481 | 2005.06.24 20:15 | modify | 159 | 1.00 | 109.042 | 107.942 | 110.042 | ||
| 482 | 2005.06.24 23:00 | close | 159 | 1.00 | 109.045 | 107.942 | 110.042 | 300.00 | 1891000.00 |
| 483 | 2005.06.29 17:55 | buy | 160 | 1.00 | 110.298 | 0.000 | 0.000 | ||
| 484 | 2005.06.29 17:55 | modify | 160 | 1.00 | 110.298 | 109.198 | 111.298 | ||
| 485 | 2005.06.29 21:00 | close | 160 | 1.00 | 110.441 | 109.198 | 111.298 | 14300.00 | 1905300.00 |
| 486 | 2005.07.08 02:50 | sell | 161 | 1.00 | 112.156 | 0.000 | 0.000 | ||
| 487 | 2005.07.08 02:50 | modify | 161 | 1.00 | 112.156 | 113.256 | 111.156 | ||
| 488 | 2005.07.08 10:50 | close | 161 | 1.00 | 112.222 | 113.256 | 111.156 | -6600.00 | 1898700.00 |
| 489 | 2005.07.12 15:45 | sell | 162 | 1.00 | 111.318 | 0.000 | 0.000 | ||
| 490 | 2005.07.12 15:45 | modify | 162 | 1.00 | 111.318 | 112.418 | 110.318 | ||
| 491 | 2005.07.12 16:20 | close | 162 | 1.00 | 111.099 | 112.418 | 110.318 | 21900.00 | 1920600.00 |
| 492 | 2005.07.13 21:55 | buy | 163 | 1.00 | 111.890 | 0.000 | 0.000 | ||
| 493 | 2005.07.13 21:55 | modify | 163 | 1.00 | 111.890 | 110.790 | 112.890 | ||
| 494 | 2005.07.14 01:30 | close | 163 | 1.00 | 112.022 | 110.790 | 112.890 | 13200.00 | 1933800.00 |
| 495 | 2005.07.19 07:35 | sell | 164 | 1.00 | 112.103 | 0.000 | 0.000 | ||
| 496 | 2005.07.19 07:35 | modify | 164 | 1.00 | 112.103 | 113.203 | 111.103 | ||
| 497 | 2005.07.19 10:40 | modify | 164 | 1.00 | 112.103 | 113.203 | 112.503 | ||
| 498 | 2005.07.19 19:25 | close | 164 | 1.00 | 112.893 | 113.203 | 112.503 | -79000.00 | 1854800.00 |
| 499 | 2005.07.19 19:40 | buy | 165 | 1.00 | 112.821 | 0.000 | 0.000 | ||
| 500 | 2005.07.19 19:40 | modify | 165 | 1.00 | 112.821 | 111.721 | 113.821 | ||
| 501 | 2005.07.20 01:10 | close | 165 | 1.00 | 112.803 | 111.721 | 113.821 | -1800.00 | 1853000.00 |
| 502 | 2005.07.22 02:40 | sell | 166 | 1.00 | 110.549 | 0.000 | 0.000 | ||
| 503 | 2005.07.22 02:40 | modify | 166 | 1.00 | 110.549 | 111.649 | 109.549 | ||
| 504 | 2005.07.22 04:20 | modify | 166 | 1.00 | 110.549 | 111.649 | 110.949 | ||
| 505 | 2005.07.22 04:33 | t/p | 166 | 1.00 | 110.943 | 111.649 | 110.949 | -39400.00 | 1813600.00 |
| 506 | 2005.08.01 18:05 | sell | 167 | 1.00 | 112.152 | 0.000 | 0.000 | ||
| 507 | 2005.08.01 18:05 | modify | 167 | 1.00 | 112.152 | 113.252 | 111.152 | ||
| 508 | 2005.08.02 02:05 | close | 167 | 1.00 | 112.146 | 113.252 | 111.152 | 600.00 | 1814200.00 |
| 509 | 2005.08.03 09:40 | buy | 168 | 1.00 | 111.665 | 0.000 | 0.000 | ||
| 510 | 2005.08.03 09:40 | modify | 168 | 1.00 | 111.665 | 110.565 | 112.665 | ||
| 511 | 2005.08.03 15:25 | modify | 168 | 1.00 | 111.665 | 110.565 | 111.265 | ||
| 512 | 2005.08.03 16:47 | t/p | 168 | 1.00 | 111.262 | 110.565 | 111.265 | -40300.00 | 1773900.00 |
| 513 | 2005.08.04 18:20 | buy | 169 | 1.00 | 111.204 | 0.000 | 0.000 | ||
| 514 | 2005.08.04 18:20 | modify | 169 | 1.00 | 111.204 | 110.104 | 112.204 | ||
| 515 | 2005.08.04 23:10 | close | 169 | 1.00 | 111.323 | 110.104 | 112.204 | 11900.00 | 1785800.00 |
| 516 | 2005.08.08 10:35 | buy | 170 | 1.00 | 112.111 | 0.000 | 0.000 | ||
| 517 | 2005.08.08 10:35 | modify | 170 | 1.00 | 112.111 | 111.011 | 113.111 | ||
| 518 | 2005.08.08 16:00 | close | 170 | 1.00 | 111.696 | 111.011 | 113.111 | -41500.00 | 1744300.00 |
| 519 | 2005.08.08 22:20 | sell | 171 | 1.00 | 112.150 | 0.000 | 0.000 | ||
| 520 | 2005.08.08 22:20 | modify | 171 | 1.00 | 112.150 | 113.250 | 111.150 | ||
| 521 | 2005.08.09 01:50 | close | 171 | 1.00 | 112.072 | 113.250 | 111.150 | 7800.00 | 1752100.00 |
| 522 | 2005.08.12 02:40 | sell | 172 | 1.00 | 109.827 | 0.000 | 0.000 | ||
| 523 | 2005.08.12 02:40 | modify | 172 | 1.00 | 109.827 | 110.927 | 108.827 | ||
| 524 | 2005.08.12 08:05 | close | 172 | 1.00 | 109.798 | 110.927 | 108.827 | 2900.00 | 1755000.00 |
| 525 | 2005.08.12 15:50 | sell | 173 | 1.00 | 109.738 | 0.000 | 0.000 | ||
| 526 | 2005.08.12 15:50 | modify | 173 | 1.00 | 109.738 | 110.838 | 108.738 | ||
| 527 | 2005.08.12 16:50 | close | 173 | 1.00 | 109.535 | 110.838 | 108.738 | 20300.00 | 1775300.00 |
| 528 | 2005.08.18 00:30 | buy | 174 | 1.00 | 109.807 | 0.000 | 0.000 | ||
| 529 | 2005.08.18 00:30 | modify | 174 | 1.00 | 109.807 | 108.707 | 110.807 | ||
| 530 | 2005.08.18 02:15 | close | 174 | 1.00 | 109.924 | 108.707 | 110.807 | 11700.00 | 1787000.00 |
| 531 | 2005.08.24 15:35 | buy | 175 | 1.00 | 110.203 | 0.000 | 0.000 | ||
| 532 | 2005.08.24 15:35 | modify | 175 | 1.00 | 110.203 | 109.103 | 111.203 | ||
| 533 | 2005.08.24 17:50 | close | 175 | 1.00 | 110.309 | 109.103 | 111.203 | 10600.00 | 1797600.00 |
| 534 | 2005.08.25 11:10 | sell | 176 | 1.00 | 110.040 | 0.000 | 0.000 | ||
| 535 | 2005.08.25 11:10 | modify | 176 | 1.00 | 110.040 | 111.140 | 109.040 | ||
| 536 | 2005.08.25 12:10 | close | 176 | 1.00 | 109.881 | 111.140 | 109.040 | 15900.00 | 1813500.00 |
| 537 | 2005.08.26 18:45 | sell | 177 | 1.00 | 109.870 | 0.000 | 0.000 | ||
| 538 | 2005.08.26 18:45 | modify | 177 | 1.00 | 109.870 | 110.970 | 108.870 | ||
| 539 | 2005.08.26 23:00 | close | 177 | 1.00 | 110.179 | 110.970 | 108.870 | -30900.00 | 1782600.00 |
| 540 | 2005.09.02 15:20 | sell | 178 | 1.00 | 109.797 | 0.000 | 0.000 | ||
| 541 | 2005.09.02 15:20 | modify | 178 | 1.00 | 109.797 | 110.897 | 108.797 | ||
| 542 | 2005.09.02 17:05 | close | 178 | 1.00 | 109.599 | 110.897 | 108.797 | 19800.00 | 1802400.00 |
| 543 | 2005.09.05 17:50 | sell | 179 | 1.00 | 109.168 | 0.000 | 0.000 | ||
| 544 | 2005.09.05 17:50 | modify | 179 | 1.00 | 109.168 | 110.268 | 108.168 | ||
| 545 | 2005.09.06 03:45 | close | 179 | 1.00 | 109.226 | 110.268 | 108.168 | -5800.00 | 1796600.00 |
| 546 | 2005.09.06 15:45 | buy | 180 | 1.00 | 109.475 | 0.000 | 0.000 | ||
| 547 | 2005.09.06 15:45 | modify | 180 | 1.00 | 109.475 | 108.375 | 110.475 | ||
| 548 | 2005.09.06 17:05 | close | 180 | 1.00 | 109.589 | 108.375 | 110.475 | 11400.00 | 1808000.00 |
| 549 | 2005.09.12 10:05 | sell | 181 | 1.00 | 109.905 | 0.000 | 0.000 | ||
| 550 | 2005.09.12 10:05 | modify | 181 | 1.00 | 109.905 | 111.005 | 108.905 | ||
| 551 | 2005.09.12 10:55 | close | 181 | 1.00 | 109.742 | 111.005 | 108.905 | 16300.00 | 1824300.00 |
| 552 | 2005.09.14 09:00 | sell | 182 | 1.00 | 110.658 | 0.000 | 0.000 | ||
| 553 | 2005.09.14 09:00 | modify | 182 | 1.00 | 110.658 | 111.758 | 109.658 | ||
| 554 | 2005.09.14 10:40 | close | 182 | 1.00 | 110.519 | 111.758 | 109.658 | 13900.00 | 1838200.00 |
| 555 | 2005.09.15 12:50 | buy | 183 | 1.00 | 110.349 | 0.000 | 0.000 | ||
| 556 | 2005.09.15 12:50 | modify | 183 | 1.00 | 110.349 | 109.249 | 111.349 | ||
| 557 | 2005.09.15 19:15 | close | 183 | 1.00 | 110.510 | 109.249 | 111.349 | 16100.00 | 1854300.00 |
| 558 | 2005.09.19 08:00 | buy | 184 | 1.00 | 111.320 | 0.000 | 0.000 | ||
| 559 | 2005.09.19 08:00 | modify | 184 | 1.00 | 111.320 | 110.220 | 112.320 | ||
| 560 | 2005.09.19 08:20 | close | 184 | 1.00 | 111.490 | 110.220 | 112.320 | 17000.00 | 1871300.00 |
| 561 | 2005.09.22 04:15 | sell | 185 | 1.00 | 111.559 | 0.000 | 0.000 | ||
| 562 | 2005.09.22 04:15 | modify | 185 | 1.00 | 111.559 | 112.659 | 110.559 | ||
| 563 | 2005.09.22 08:20 | close | 185 | 1.00 | 111.642 | 112.659 | 110.559 | -8300.00 | 1863000.00 |
| 564 | 2005.09.22 09:05 | buy | 186 | 1.00 | 111.499 | 0.000 | 0.000 | ||
| 565 | 2005.09.22 09:05 | modify | 186 | 1.00 | 111.499 | 110.399 | 112.499 | ||
| 566 | 2005.09.22 12:55 | close | 186 | 1.00 | 111.275 | 110.399 | 112.499 | -22400.00 | 1840600.00 |
| 567 | 2005.10.05 22:20 | sell | 187 | 1.00 | 114.055 | 0.000 | 0.000 | ||
| 568 | 2005.10.05 22:20 | modify | 187 | 1.00 | 114.055 | 115.155 | 113.055 | ||
| 569 | 2005.10.05 23:15 | close | 187 | 1.00 | 113.896 | 115.155 | 113.055 | 15900.00 | 1856500.00 |
| 570 | 2005.10.13 21:50 | buy | 188 | 1.00 | 114.558 | 0.000 | 0.000 | ||
| 571 | 2005.10.13 21:50 | modify | 188 | 1.00 | 114.558 | 113.458 | 115.558 | ||
| 572 | 2005.10.13 23:55 | close | 188 | 1.00 | 114.518 | 113.458 | 115.558 | -4000.00 | 1852500.00 |
| 573 | 2005.10.14 03:15 | sell | 189 | 1.00 | 114.655 | 0.000 | 0.000 | ||
| 574 | 2005.10.14 03:15 | modify | 189 | 1.00 | 114.655 | 115.755 | 113.655 | ||
| 575 | 2005.10.14 05:25 | close | 189 | 1.00 | 114.560 | 115.755 | 113.655 | 9500.00 | 1862000.00 |
| 576 | 2005.10.14 12:20 | sell | 190 | 1.00 | 114.701 | 0.000 | 0.000 | ||
| 577 | 2005.10.14 12:20 | modify | 190 | 1.00 | 114.701 | 115.801 | 113.701 | ||
| 578 | 2005.10.14 15:35 | close | 190 | 1.00 | 114.549 | 115.801 | 113.701 | 15200.00 | 1877200.00 |
| 579 | 2005.10.17 08:35 | sell | 191 | 1.00 | 114.047 | 0.000 | 0.000 | ||
| 580 | 2005.10.17 08:35 | modify | 191 | 1.00 | 114.047 | 115.147 | 113.047 | ||
| 581 | 2005.10.17 13:00 | modify | 191 | 1.00 | 114.047 | 115.147 | 114.447 | ||
| 582 | 2005.10.17 16:00 | close | 191 | 1.00 | 114.792 | 115.147 | 114.447 | -74500.00 | 1802700.00 |
| 583 | 2005.10.18 18:50 | buy | 192 | 1.00 | 115.680 | 0.000 | 0.000 | ||
| 584 | 2005.10.18 18:50 | modify | 192 | 1.00 | 115.680 | 114.580 | 116.680 | ||
| 585 | 2005.10.18 21:40 | close | 192 | 1.00 | 115.755 | 114.580 | 116.680 | 7500.00 | 1810200.00 |
| 586 | 2005.10.24 09:15 | buy | 193 | 1.00 | 115.605 | 0.000 | 0.000 | ||
| 587 | 2005.10.24 09:15 | modify | 193 | 1.00 | 115.605 | 114.505 | 116.605 | ||
| 588 | 2005.10.24 11:05 | close | 193 | 1.00 | 115.709 | 114.505 | 116.605 | 10400.00 | 1820600.00 |
| 589 | 2005.10.24 14:00 | sell | 194 | 1.00 | 115.768 | 0.000 | 0.000 | ||
| 590 | 2005.10.24 14:00 | modify | 194 | 1.00 | 115.768 | 116.868 | 114.768 | ||
| 591 | 2005.10.24 14:25 | close | 194 | 1.00 | 115.656 | 116.868 | 114.768 | 11200.00 | 1831800.00 |
| 592 | 2005.10.25 02:15 | sell | 195 | 1.00 | 115.553 | 0.000 | 0.000 | ||
| 593 | 2005.10.25 02:15 | modify | 195 | 1.00 | 115.553 | 116.653 | 114.553 | ||
| 594 | 2005.10.25 04:05 | close | 195 | 1.00 | 115.493 | 116.653 | 114.553 | 6000.00 | 1837800.00 |
| 595 | 2005.10.25 22:45 | sell | 196 | 1.00 | 115.059 | 0.000 | 0.000 | ||
| 596 | 2005.10.25 22:45 | modify | 196 | 1.00 | 115.059 | 116.159 | 114.059 | ||
| 597 | 2005.10.26 03:55 | close | 196 | 1.00 | 115.016 | 116.159 | 114.059 | 4300.00 | 1842100.00 |
| 598 | 2005.10.27 06:10 | buy | 197 | 1.00 | 115.550 | 0.000 | 0.000 | ||
| 599 | 2005.10.27 06:10 | modify | 197 | 1.00 | 115.550 | 114.450 | 116.550 | ||
| 600 | 2005.10.27 08:30 | close | 197 | 1.00 | 115.443 | 114.450 | 116.550 | -10700.00 | 1831400.00 |