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 |
| 5851 | 2020.03.12 15:35 | sell | 1922 | 1.00 | 104.093 | 0.000 | 0.000 | ||
| 5852 | 2020.03.12 15:35 | modify | 1922 | 1.00 | 104.093 | 105.193 | 103.093 | ||
| 5853 | 2020.03.12 15:50 | close | 1922 | 1.00 | 103.911 | 105.193 | 103.093 | 18200.00 | 7965500.00 |
| 5854 | 2020.03.12 23:15 | buy | 1923 | 1.00 | 104.749 | 0.000 | 0.000 | ||
| 5855 | 2020.03.12 23:15 | modify | 1923 | 1.00 | 104.749 | 103.649 | 105.749 | ||
| 5856 | 2020.03.13 03:25 | close | 1923 | 1.00 | 105.080 | 103.649 | 105.749 | 33100.00 | 7998600.00 |
| 5857 | 2020.03.17 03:50 | sell | 1924 | 1.00 | 106.525 | 0.000 | 0.000 | ||
| 5858 | 2020.03.17 03:50 | modify | 1924 | 1.00 | 106.525 | 107.625 | 105.525 | ||
| 5859 | 2020.03.17 04:35 | modify | 1924 | 1.00 | 106.525 | 107.625 | 106.925 | ||
| 5860 | 2020.03.17 04:41 | t/p | 1924 | 1.00 | 106.921 | 107.625 | 106.925 | -39600.00 | 7959000.00 |
| 5861 | 2020.03.19 09:35 | buy | 1925 | 1.00 | 108.527 | 0.000 | 0.000 | ||
| 5862 | 2020.03.19 09:35 | modify | 1925 | 1.00 | 108.527 | 107.427 | 109.527 | ||
| 5863 | 2020.03.19 10:05 | close | 1925 | 1.00 | 108.707 | 107.427 | 109.527 | 18000.00 | 7977000.00 |
| 5864 | 2020.03.20 04:50 | buy | 1926 | 1.00 | 110.387 | 0.000 | 0.000 | ||
| 5865 | 2020.03.20 04:50 | modify | 1926 | 1.00 | 110.387 | 109.287 | 111.387 | ||
| 5866 | 2020.03.20 09:45 | modify | 1926 | 1.00 | 110.387 | 109.287 | 109.987 | ||
| 5867 | 2020.03.20 12:26 | t/p | 1926 | 1.00 | 109.989 | 109.287 | 109.987 | -39800.00 | 7937200.00 |
| 5868 | 2020.03.24 23:55 | buy | 1927 | 1.00 | 111.249 | 0.000 | 0.000 | ||
| 5869 | 2020.03.24 23:55 | modify | 1927 | 1.00 | 111.249 | 110.149 | 112.249 | ||
| 5870 | 2020.03.25 00:25 | close | 1927 | 1.00 | 111.465 | 110.149 | 112.249 | 21600.00 | 7958800.00 |
| 5871 | 2020.03.30 08:50 | sell | 1928 | 1.00 | 107.905 | 0.000 | 0.000 | ||
| 5872 | 2020.03.30 08:50 | modify | 1928 | 1.00 | 107.905 | 109.005 | 106.905 | ||
| 5873 | 2020.03.30 09:00 | close | 1928 | 1.00 | 107.735 | 109.005 | 106.905 | 17000.00 | 7975800.00 |
| 5874 | 2020.03.31 15:40 | buy | 1929 | 1.00 | 108.314 | 0.000 | 0.000 | ||
| 5875 | 2020.03.31 15:40 | modify | 1929 | 1.00 | 108.314 | 107.214 | 109.314 | ||
| 5876 | 2020.03.31 18:20 | modify | 1929 | 1.00 | 108.314 | 107.214 | 107.914 | ||
| 5877 | 2020.03.31 20:04 | t/p | 1929 | 1.00 | 107.913 | 107.214 | 107.914 | -40100.00 | 7935700.00 |
| 5878 | 2020.04.03 21:45 | buy | 1930 | 1.00 | 108.227 | 0.000 | 0.000 | ||
| 5879 | 2020.04.03 21:45 | modify | 1930 | 1.00 | 108.227 | 107.127 | 109.227 | ||
| 5880 | 2020.04.03 23:00 | close | 1930 | 1.00 | 108.420 | 107.127 | 109.227 | 19300.00 | 7955000.00 |
| 5881 | 2020.04.06 14:25 | buy | 1931 | 1.00 | 108.943 | 0.000 | 0.000 | ||
| 5882 | 2020.04.06 14:25 | modify | 1931 | 1.00 | 108.943 | 107.843 | 109.943 | ||
| 5883 | 2020.04.06 16:00 | close | 1931 | 1.00 | 109.037 | 107.843 | 109.943 | 9400.00 | 7964400.00 |
| 5884 | 2020.04.13 23:05 | sell | 1932 | 1.00 | 107.681 | 0.000 | 0.000 | ||
| 5885 | 2020.04.13 23:05 | modify | 1932 | 1.00 | 107.681 | 108.781 | 106.681 | ||
| 5886 | 2020.04.14 02:40 | close | 1932 | 1.00 | 107.645 | 108.781 | 106.681 | 3600.00 | 7968000.00 |
| 5887 | 2020.04.16 15:25 | buy | 1933 | 1.00 | 107.456 | 0.000 | 0.000 | ||
| 5888 | 2020.04.16 15:25 | modify | 1933 | 1.00 | 107.456 | 106.356 | 108.456 | ||
| 5889 | 2020.04.16 18:00 | close | 1933 | 1.00 | 107.542 | 106.356 | 108.456 | 8600.00 | 7976600.00 |
| 5890 | 2020.04.27 17:15 | sell | 1934 | 1.00 | 107.298 | 0.000 | 0.000 | ||
| 5891 | 2020.04.27 17:15 | modify | 1934 | 1.00 | 107.298 | 108.398 | 106.298 | ||
| 5892 | 2020.04.27 20:35 | close | 1934 | 1.00 | 107.209 | 108.398 | 106.298 | 8900.00 | 7985500.00 |
| 5893 | 2020.04.29 15:30 | sell | 1935 | 1.00 | 106.688 | 0.000 | 0.000 | ||
| 5894 | 2020.04.29 15:30 | modify | 1935 | 1.00 | 106.688 | 107.788 | 105.688 | ||
| 5895 | 2020.04.29 17:00 | close | 1935 | 1.00 | 106.541 | 107.788 | 105.688 | 14700.00 | 8000200.00 |
| 5896 | 2020.05.01 10:45 | buy | 1936 | 1.00 | 106.963 | 0.000 | 0.000 | ||
| 5897 | 2020.05.01 10:45 | modify | 1936 | 1.00 | 106.963 | 105.863 | 107.963 | ||
| 5898 | 2020.05.01 16:40 | close | 1936 | 1.00 | 106.773 | 105.863 | 107.963 | -19000.00 | 7981200.00 |
| 5899 | 2020.05.01 17:00 | sell | 1937 | 1.00 | 106.883 | 0.000 | 0.000 | ||
| 5900 | 2020.05.01 17:00 | modify | 1937 | 1.00 | 106.883 | 107.983 | 105.883 | ||
| 5901 | 2020.05.01 22:35 | close | 1937 | 1.00 | 106.798 | 107.983 | 105.883 | 8500.00 | 7989700.00 |
| 5902 | 2020.05.11 22:55 | buy | 1938 | 1.00 | 107.636 | 0.000 | 0.000 | ||
| 5903 | 2020.05.11 22:55 | modify | 1938 | 1.00 | 107.636 | 106.536 | 108.636 | ||
| 5904 | 2020.05.12 01:05 | close | 1938 | 1.00 | 107.683 | 106.536 | 108.636 | 4700.00 | 7994400.00 |
| 5905 | 2020.05.12 02:55 | buy | 1939 | 1.00 | 107.563 | 0.000 | 0.000 | ||
| 5906 | 2020.05.12 02:55 | modify | 1939 | 1.00 | 107.563 | 106.463 | 108.563 | ||
| 5907 | 2020.05.12 09:15 | close | 1939 | 1.00 | 107.473 | 106.463 | 108.563 | -9000.00 | 7985400.00 |
| 5908 | 2020.05.19 20:25 | buy | 1940 | 1.00 | 107.765 | 0.000 | 0.000 | ||
| 5909 | 2020.05.19 20:25 | modify | 1940 | 1.00 | 107.765 | 106.665 | 108.765 | ||
| 5910 | 2020.05.20 01:40 | close | 1940 | 1.00 | 107.792 | 106.665 | 108.765 | 2700.00 | 7988100.00 |
| 5911 | 2020.05.29 16:15 | sell | 1941 | 1.00 | 107.333 | 0.000 | 0.000 | ||
| 5912 | 2020.05.29 16:15 | modify | 1941 | 1.00 | 107.333 | 108.433 | 106.333 | ||
| 5913 | 2020.05.29 21:45 | close | 1941 | 1.00 | 107.771 | 108.433 | 106.333 | -43800.00 | 7944300.00 |
| 5914 | 2020.06.01 00:05 | buy | 1942 | 1.00 | 107.707 | 0.000 | 0.000 | ||
| 5915 | 2020.06.01 00:05 | modify | 1942 | 1.00 | 107.707 | 106.607 | 108.707 | ||
| 5916 | 2020.06.01 01:30 | close | 1942 | 1.00 | 107.802 | 106.607 | 108.707 | 9500.00 | 7953800.00 |
| 5917 | 2020.06.01 07:55 | buy | 1943 | 1.00 | 107.534 | 0.000 | 0.000 | ||
| 5918 | 2020.06.01 07:55 | modify | 1943 | 1.00 | 107.534 | 106.434 | 108.534 | ||
| 5919 | 2020.06.01 09:55 | close | 1943 | 1.00 | 107.641 | 106.434 | 108.534 | 10700.00 | 7964500.00 |
| 5920 | 2020.06.01 13:10 | sell | 1944 | 1.00 | 107.640 | 0.000 | 0.000 | ||
| 5921 | 2020.06.01 13:10 | modify | 1944 | 1.00 | 107.640 | 108.740 | 106.640 | ||
| 5922 | 2020.06.01 15:25 | close | 1944 | 1.00 | 107.668 | 108.740 | 106.640 | -2800.00 | 7961700.00 |
| 5923 | 2020.06.03 04:15 | buy | 1945 | 1.00 | 108.535 | 0.000 | 0.000 | ||
| 5924 | 2020.06.03 04:15 | modify | 1945 | 1.00 | 108.535 | 107.435 | 109.535 | ||
| 5925 | 2020.06.03 06:10 | close | 1945 | 1.00 | 108.568 | 107.435 | 109.535 | 3300.00 | 7965000.00 |
| 5926 | 2020.06.09 14:45 | sell | 1946 | 1.00 | 108.202 | 0.000 | 0.000 | ||
| 5927 | 2020.06.09 14:45 | modify | 1946 | 1.00 | 108.202 | 109.302 | 107.202 | ||
| 5928 | 2020.06.09 15:40 | close | 1946 | 1.00 | 108.012 | 109.302 | 107.202 | 19000.00 | 7984000.00 |
| 5929 | 2020.06.15 09:55 | sell | 1947 | 1.00 | 107.286 | 0.000 | 0.000 | ||
| 5930 | 2020.06.15 09:55 | modify | 1947 | 1.00 | 107.286 | 108.386 | 106.286 | ||
| 5931 | 2020.06.15 16:00 | close | 1947 | 1.00 | 107.420 | 108.386 | 106.286 | -13400.00 | 7970600.00 |
| 5932 | 2020.06.18 11:05 | sell | 1948 | 1.00 | 107.025 | 0.000 | 0.000 | ||
| 5933 | 2020.06.18 11:05 | modify | 1948 | 1.00 | 107.025 | 108.125 | 106.025 | ||
| 5934 | 2020.06.18 14:50 | close | 1948 | 1.00 | 106.895 | 108.125 | 106.025 | 13000.00 | 7983600.00 |
| 5935 | 2020.06.18 20:15 | sell | 1949 | 1.00 | 106.913 | 0.000 | 0.000 | ||
| 5936 | 2020.06.18 20:15 | modify | 1949 | 1.00 | 106.913 | 108.013 | 105.913 | ||
| 5937 | 2020.06.18 21:55 | close | 1949 | 1.00 | 106.843 | 108.013 | 105.913 | 7000.00 | 7990600.00 |
| 5938 | 2020.06.29 22:55 | buy | 1950 | 1.00 | 107.604 | 0.000 | 0.000 | ||
| 5939 | 2020.06.29 22:55 | modify | 1950 | 1.00 | 107.604 | 106.504 | 108.604 | ||
| 5940 | 2020.06.30 01:35 | close | 1950 | 1.00 | 107.601 | 106.504 | 108.604 | -300.00 | 7990300.00 |
| 5941 | 2020.07.24 21:35 | sell | 1951 | 1.00 | 105.960 | 0.000 | 0.000 | ||
| 5942 | 2020.07.24 21:35 | modify | 1951 | 1.00 | 105.960 | 107.060 | 104.960 | ||
| 5943 | 2020.07.24 23:00 | close | 1951 | 1.00 | 105.975 | 107.060 | 104.960 | -1500.00 | 7988800.00 |
| 5944 | 2020.07.31 11:25 | sell | 1952 | 1.00 | 104.536 | 0.000 | 0.000 | ||
| 5945 | 2020.07.31 11:25 | modify | 1952 | 1.00 | 104.536 | 105.636 | 103.536 | ||
| 5946 | 2020.07.31 13:10 | close | 1952 | 1.00 | 104.600 | 105.636 | 103.536 | -6400.00 | 7982400.00 |
| 5947 | 2020.08.03 11:40 | buy | 1953 | 1.00 | 105.689 | 0.000 | 0.000 | ||
| 5948 | 2020.08.03 11:40 | modify | 1953 | 1.00 | 105.689 | 104.589 | 106.689 | ||
| 5949 | 2020.08.03 13:25 | close | 1953 | 1.00 | 105.846 | 104.589 | 106.689 | 15700.00 | 7998100.00 |
| 5950 | 2020.08.05 09:05 | sell | 1954 | 1.00 | 105.687 | 0.000 | 0.000 | ||
| 5951 | 2020.08.05 09:05 | modify | 1954 | 1.00 | 105.687 | 106.787 | 104.687 | ||
| 5952 | 2020.08.05 14:55 | close | 1954 | 1.00 | 105.704 | 106.787 | 104.687 | -1700.00 | 7996400.00 |
| 5953 | 2020.08.11 23:15 | buy | 1955 | 1.00 | 106.449 | 0.000 | 0.000 | ||
| 5954 | 2020.08.11 23:15 | modify | 1955 | 1.00 | 106.449 | 105.349 | 107.449 | ||
| 5955 | 2020.08.12 02:20 | close | 1955 | 1.00 | 106.529 | 105.349 | 107.449 | 8000.00 | 8004400.00 |
| 5956 | 2020.08.12 16:15 | buy | 1956 | 1.00 | 106.707 | 0.000 | 0.000 | ||
| 5957 | 2020.08.12 16:15 | modify | 1956 | 1.00 | 106.707 | 105.607 | 107.707 | ||
| 5958 | 2020.08.12 17:10 | close | 1956 | 1.00 | 106.855 | 105.607 | 107.707 | 14800.00 | 8019200.00 |
| 5959 | 2020.08.19 11:00 | buy | 1957 | 1.00 | 105.431 | 0.000 | 0.000 | ||
| 5960 | 2020.08.19 11:00 | modify | 1957 | 1.00 | 105.431 | 104.331 | 106.431 | ||
| 5961 | 2020.08.19 15:05 | close | 1957 | 1.00 | 105.370 | 104.331 | 106.431 | -6100.00 | 8013100.00 |
| 5962 | 2020.08.25 21:50 | buy | 1958 | 1.00 | 106.304 | 0.000 | 0.000 | ||
| 5963 | 2020.08.25 21:50 | modify | 1958 | 1.00 | 106.304 | 105.204 | 107.304 | ||
| 5964 | 2020.08.25 23:00 | close | 1958 | 1.00 | 106.400 | 105.204 | 107.304 | 9600.00 | 8022700.00 |
| 5965 | 2020.09.01 04:15 | buy | 1959 | 1.00 | 105.755 | 0.000 | 0.000 | ||
| 5966 | 2020.09.01 04:15 | modify | 1959 | 1.00 | 105.755 | 104.655 | 106.755 | ||
| 5967 | 2020.09.01 07:40 | close | 1959 | 1.00 | 105.721 | 104.655 | 106.755 | -3400.00 | 8019300.00 |
| 5968 | 2020.09.22 04:15 | buy | 1960 | 1.00 | 104.565 | 0.000 | 0.000 | ||
| 5969 | 2020.09.22 04:15 | modify | 1960 | 1.00 | 104.565 | 103.465 | 105.565 | ||
| 5970 | 2020.09.22 09:20 | close | 1960 | 1.00 | 104.571 | 103.465 | 105.565 | 600.00 | 8019900.00 |
| 5971 | 2020.09.22 16:35 | sell | 1961 | 1.00 | 104.700 | 0.000 | 0.000 | ||
| 5972 | 2020.09.22 16:35 | modify | 1961 | 1.00 | 104.700 | 105.800 | 103.700 | ||
| 5973 | 2020.09.22 20:20 | close | 1961 | 1.00 | 104.944 | 105.800 | 103.700 | -24400.00 | 7995500.00 |
| 5974 | 2020.10.22 02:25 | sell | 1962 | 1.00 | 104.641 | 0.000 | 0.000 | ||
| 5975 | 2020.10.22 02:25 | modify | 1962 | 1.00 | 104.641 | 105.741 | 103.641 | ||
| 5976 | 2020.10.22 08:35 | close | 1962 | 1.00 | 104.667 | 105.741 | 103.641 | -2600.00 | 7992900.00 |
| 5977 | 2020.11.04 12:20 | buy | 1963 | 1.00 | 104.664 | 0.000 | 0.000 | ||
| 5978 | 2020.11.04 12:20 | modify | 1963 | 1.00 | 104.664 | 103.564 | 105.664 | ||
| 5979 | 2020.11.04 15:55 | close | 1963 | 1.00 | 104.518 | 103.564 | 105.664 | -14600.00 | 7978300.00 |
| 5980 | 2020.11.05 08:45 | sell | 1964 | 1.00 | 104.415 | 0.000 | 0.000 | ||
| 5981 | 2020.11.05 08:45 | modify | 1964 | 1.00 | 104.415 | 105.515 | 103.415 | ||
| 5982 | 2020.11.05 11:10 | close | 1964 | 1.00 | 104.261 | 105.515 | 103.415 | 15400.00 | 7993700.00 |
| 5983 | 2020.11.06 01:20 | sell | 1965 | 1.00 | 103.687 | 0.000 | 0.000 | ||
| 5984 | 2020.11.06 01:20 | modify | 1965 | 1.00 | 103.687 | 104.787 | 102.687 | ||
| 5985 | 2020.11.06 02:10 | close | 1965 | 1.00 | 103.513 | 104.787 | 102.687 | 17400.00 | 8011100.00 |
| 5986 | 2020.11.11 07:20 | sell | 1966 | 1.00 | 105.201 | 0.000 | 0.000 | ||
| 5987 | 2020.11.11 07:20 | modify | 1966 | 1.00 | 105.201 | 106.301 | 104.201 | ||
| 5988 | 2020.11.11 15:20 | close | 1966 | 1.00 | 105.384 | 106.301 | 104.201 | -18300.00 | 7992800.00 |
| 5989 | 2020.11.16 12:35 | sell | 1967 | 1.00 | 104.642 | 0.000 | 0.000 | ||
| 5990 | 2020.11.16 12:35 | modify | 1967 | 1.00 | 104.642 | 105.742 | 103.642 | ||
| 5991 | 2020.11.16 15:00 | close | 1967 | 1.00 | 104.905 | 105.742 | 103.642 | -26300.00 | 7966500.00 |
| 5992 | 2020.11.18 14:05 | sell | 1968 | 1.00 | 104.062 | 0.000 | 0.000 | ||
| 5993 | 2020.11.18 14:05 | modify | 1968 | 1.00 | 104.062 | 105.162 | 103.062 | ||
| 5994 | 2020.11.18 15:05 | close | 1968 | 1.00 | 103.891 | 105.162 | 103.062 | 17100.00 | 7983600.00 |
| 5995 | 2020.11.24 07:10 | buy | 1969 | 1.00 | 104.498 | 0.000 | 0.000 | ||
| 5996 | 2020.11.24 07:10 | modify | 1969 | 1.00 | 104.498 | 103.398 | 105.498 | ||
| 5997 | 2020.11.24 13:15 | close | 1969 | 1.00 | 104.317 | 103.398 | 105.498 | -18100.00 | 7965500.00 |
| 5998 | 2020.11.24 20:45 | buy | 1970 | 1.00 | 104.533 | 0.000 | 0.000 | ||
| 5999 | 2020.11.24 20:45 | modify | 1970 | 1.00 | 104.533 | 103.433 | 105.533 | ||
| 6000 | 2020.11.25 01:05 | close | 1970 | 1.00 | 104.495 | 103.433 | 105.533 | -3800.00 | 7961700.00 |