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 |
| 6001 | 2020.12.03 20:20 | sell | 1971 | 1.00 | 103.932 | 0.000 | 0.000 | ||
| 6002 | 2020.12.03 20:20 | modify | 1971 | 1.00 | 103.932 | 105.032 | 102.932 | ||
| 6003 | 2020.12.03 22:45 | close | 1971 | 1.00 | 103.906 | 105.032 | 102.932 | 2600.00 | 7964300.00 |
| 6004 | 2020.12.04 07:15 | sell | 1972 | 1.00 | 103.950 | 0.000 | 0.000 | ||
| 6005 | 2020.12.04 07:15 | modify | 1972 | 1.00 | 103.950 | 105.050 | 102.950 | ||
| 6006 | 2020.12.04 08:30 | close | 1972 | 1.00 | 103.862 | 105.050 | 102.950 | 8800.00 | 7973100.00 |
| 6007 | 2020.12.11 09:45 | sell | 1973 | 1.00 | 104.074 | 0.000 | 0.000 | ||
| 6008 | 2020.12.11 09:45 | modify | 1973 | 1.00 | 104.074 | 105.174 | 103.074 | ||
| 6009 | 2020.12.11 12:05 | close | 1973 | 1.00 | 104.020 | 105.174 | 103.074 | 5400.00 | 7978500.00 |
| 6010 | 2020.12.16 16:10 | sell | 1974 | 1.00 | 103.533 | 0.000 | 0.000 | ||
| 6011 | 2020.12.16 16:10 | modify | 1974 | 1.00 | 103.533 | 104.633 | 102.533 | ||
| 6012 | 2020.12.16 22:05 | close | 1974 | 1.00 | 103.520 | 104.633 | 102.533 | 1300.00 | 7979800.00 |
| 6013 | 2020.12.17 18:05 | sell | 1975 | 1.00 | 103.087 | 0.000 | 0.000 | ||
| 6014 | 2020.12.17 18:05 | modify | 1975 | 1.00 | 103.087 | 104.187 | 102.087 | ||
| 6015 | 2020.12.17 23:40 | close | 1975 | 1.00 | 103.092 | 104.187 | 102.087 | -500.00 | 7979300.00 |
| 6016 | 2020.12.18 14:15 | buy | 1976 | 1.00 | 103.321 | 0.000 | 0.000 | ||
| 6017 | 2020.12.18 14:15 | modify | 1976 | 1.00 | 103.321 | 102.221 | 104.321 | ||
| 6018 | 2020.12.18 16:40 | close | 1976 | 1.00 | 103.338 | 102.221 | 104.321 | 1700.00 | 7981000.00 |
| 6019 | 2021.01.05 23:10 | sell | 1977 | 1.00 | 102.740 | 0.000 | 0.000 | ||
| 6020 | 2021.01.05 23:10 | modify | 1977 | 1.00 | 102.740 | 103.840 | 101.740 | ||
| 6021 | 2021.01.06 01:15 | close | 1977 | 1.00 | 102.688 | 103.840 | 101.740 | 5200.00 | 7986200.00 |
| 6022 | 2021.01.06 22:10 | buy | 1978 | 1.00 | 103.019 | 0.000 | 0.000 | ||
| 6023 | 2021.01.06 22:10 | modify | 1978 | 1.00 | 103.019 | 101.919 | 104.019 | ||
| 6024 | 2021.01.07 03:30 | close | 1978 | 1.00 | 103.130 | 101.919 | 104.019 | 11100.00 | 7997300.00 |
| 6025 | 2021.01.13 11:15 | sell | 1979 | 1.00 | 103.843 | 0.000 | 0.000 | ||
| 6026 | 2021.01.13 11:15 | modify | 1979 | 1.00 | 103.843 | 104.943 | 102.843 | ||
| 6027 | 2021.01.13 14:35 | close | 1979 | 1.00 | 103.880 | 104.943 | 102.843 | -3700.00 | 7993600.00 |
| 6028 | 2021.02.17 04:10 | buy | 1980 | 1.00 | 105.971 | 0.000 | 0.000 | ||
| 6029 | 2021.02.17 04:10 | modify | 1980 | 1.00 | 105.971 | 104.871 | 106.971 | ||
| 6030 | 2021.02.17 08:15 | close | 1980 | 1.00 | 105.938 | 104.871 | 106.971 | -3300.00 | 7990300.00 |
| 6031 | 2021.02.25 06:15 | buy | 1981 | 1.00 | 105.937 | 0.000 | 0.000 | ||
| 6032 | 2021.02.25 06:15 | modify | 1981 | 1.00 | 105.937 | 104.837 | 106.937 | ||
| 6033 | 2021.02.25 08:40 | close | 1981 | 1.00 | 105.951 | 104.837 | 106.937 | 1400.00 | 7991700.00 |
| 6034 | 2021.02.26 21:35 | buy | 1982 | 1.00 | 106.515 | 0.000 | 0.000 | ||
| 6035 | 2021.02.26 21:35 | modify | 1982 | 1.00 | 106.515 | 105.415 | 107.515 | ||
| 6036 | 2021.02.26 22:00 | close | 1982 | 1.00 | 106.622 | 105.415 | 107.515 | 10700.00 | 8002400.00 |
| 6037 | 2021.03.05 02:25 | buy | 1983 | 1.00 | 107.860 | 0.000 | 0.000 | ||
| 6038 | 2021.03.05 02:25 | modify | 1983 | 1.00 | 107.860 | 106.760 | 108.860 | ||
| 6039 | 2021.03.05 04:30 | close | 1983 | 1.00 | 107.942 | 106.760 | 108.860 | 8200.00 | 8010600.00 |
| 6040 | 2021.03.09 09:35 | buy | 1984 | 1.00 | 108.918 | 0.000 | 0.000 | ||
| 6041 | 2021.03.09 09:35 | modify | 1984 | 1.00 | 108.918 | 107.818 | 109.918 | ||
| 6042 | 2021.03.09 12:30 | close | 1984 | 1.00 | 108.803 | 107.818 | 109.918 | -11500.00 | 7999100.00 |
| 6043 | 2021.03.12 18:55 | buy | 1985 | 1.00 | 108.845 | 0.000 | 0.000 | ||
| 6044 | 2021.03.12 18:55 | modify | 1985 | 1.00 | 108.845 | 107.745 | 109.845 | ||
| 6045 | 2021.03.12 19:55 | close | 1985 | 1.00 | 109.006 | 107.745 | 109.845 | 16100.00 | 8015200.00 |
| 6046 | 2021.03.26 19:00 | buy | 1986 | 1.00 | 109.563 | 0.000 | 0.000 | ||
| 6047 | 2021.03.26 19:00 | modify | 1986 | 1.00 | 109.563 | 108.463 | 110.563 | ||
| 6048 | 2021.03.26 20:35 | close | 1986 | 1.00 | 109.666 | 108.463 | 110.563 | 10300.00 | 8025500.00 |
| 6049 | 2021.03.31 12:00 | buy | 1987 | 1.00 | 110.515 | 0.000 | 0.000 | ||
| 6050 | 2021.03.31 12:00 | modify | 1987 | 1.00 | 110.515 | 109.415 | 111.515 | ||
| 6051 | 2021.03.31 13:10 | close | 1987 | 1.00 | 110.675 | 109.415 | 111.515 | 16000.00 | 8041500.00 |
| 6052 | 2021.04.05 22:10 | sell | 1988 | 1.00 | 110.219 | 0.000 | 0.000 | ||
| 6053 | 2021.04.05 22:10 | modify | 1988 | 1.00 | 110.219 | 111.319 | 109.219 | ||
| 6054 | 2021.04.06 00:10 | close | 1988 | 1.00 | 110.179 | 111.319 | 109.219 | 4000.00 | 8045500.00 |
| 6055 | 2021.04.06 03:45 | sell | 1989 | 1.00 | 110.279 | 0.000 | 0.000 | ||
| 6056 | 2021.04.06 03:45 | modify | 1989 | 1.00 | 110.279 | 111.379 | 109.279 | ||
| 6057 | 2021.04.06 07:20 | close | 1989 | 1.00 | 110.309 | 111.379 | 109.279 | -3000.00 | 8042500.00 |
| 6058 | 2021.04.12 04:55 | buy | 1990 | 1.00 | 109.563 | 0.000 | 0.000 | ||
| 6059 | 2021.04.12 04:55 | modify | 1990 | 1.00 | 109.563 | 108.463 | 110.563 | ||
| 6060 | 2021.04.12 07:25 | close | 1990 | 1.00 | 109.578 | 108.463 | 110.563 | 1500.00 | 8044000.00 |
| 6061 | 2021.04.20 16:50 | buy | 1991 | 1.00 | 108.295 | 0.000 | 0.000 | ||
| 6062 | 2021.04.20 16:50 | modify | 1991 | 1.00 | 108.295 | 107.195 | 109.295 | ||
| 6063 | 2021.04.21 01:45 | close | 1991 | 1.00 | 108.118 | 107.195 | 109.295 | -17700.00 | 8026300.00 |
| 6064 | 2021.04.27 00:05 | buy | 1992 | 1.00 | 108.091 | 0.000 | 0.000 | ||
| 6065 | 2021.04.27 00:05 | modify | 1992 | 1.00 | 108.091 | 106.991 | 109.091 | ||
| 6066 | 2021.04.27 01:30 | close | 1992 | 1.00 | 108.147 | 106.991 | 109.091 | 5600.00 | 8031900.00 |
| 6067 | 2021.04.29 06:10 | sell | 1993 | 1.00 | 108.609 | 0.000 | 0.000 | ||
| 6068 | 2021.04.29 06:10 | modify | 1993 | 1.00 | 108.609 | 109.709 | 107.609 | ||
| 6069 | 2021.04.29 07:55 | close | 1993 | 1.00 | 108.581 | 109.709 | 107.609 | 2800.00 | 8034700.00 |
| 6070 | 2021.05.03 13:55 | buy | 1994 | 1.00 | 109.435 | 0.000 | 0.000 | ||
| 6071 | 2021.05.03 13:55 | modify | 1994 | 1.00 | 109.435 | 108.335 | 110.435 | ||
| 6072 | 2021.05.03 15:15 | close | 1994 | 1.00 | 109.507 | 108.335 | 110.435 | 7200.00 | 8041900.00 |
| 6073 | 2021.05.03 15:30 | buy | 1995 | 1.00 | 109.348 | 0.000 | 0.000 | ||
| 6074 | 2021.05.03 15:30 | modify | 1995 | 1.00 | 109.348 | 108.248 | 110.348 | ||
| 6075 | 2021.05.03 16:00 | close | 1995 | 1.00 | 109.372 | 108.248 | 110.348 | 2400.00 | 8044300.00 |
| 6076 | 2021.05.04 05:15 | sell | 1996 | 1.00 | 109.259 | 0.000 | 0.000 | ||
| 6077 | 2021.05.04 05:15 | modify | 1996 | 1.00 | 109.259 | 110.359 | 108.259 | ||
| 6078 | 2021.05.04 11:20 | close | 1996 | 1.00 | 109.337 | 110.359 | 108.259 | -7800.00 | 8036500.00 |
| 6079 | 2021.05.04 14:45 | buy | 1997 | 1.00 | 109.275 | 0.000 | 0.000 | ||
| 6080 | 2021.05.04 14:45 | modify | 1997 | 1.00 | 109.275 | 108.175 | 110.275 | ||
| 6081 | 2021.05.04 18:15 | close | 1997 | 1.00 | 109.341 | 108.175 | 110.275 | 6600.00 | 8043100.00 |
| 6082 | 2021.05.13 04:45 | buy | 1998 | 1.00 | 109.522 | 0.000 | 0.000 | ||
| 6083 | 2021.05.13 04:45 | modify | 1998 | 1.00 | 109.522 | 108.422 | 110.522 | ||
| 6084 | 2021.05.13 06:10 | close | 1998 | 1.00 | 109.663 | 108.422 | 110.522 | 14100.00 | 8057200.00 |
| 6085 | 2021.05.13 10:10 | buy | 1999 | 1.00 | 109.518 | 0.000 | 0.000 | ||
| 6086 | 2021.05.13 10:10 | modify | 1999 | 1.00 | 109.518 | 108.418 | 110.518 | ||
| 6087 | 2021.05.13 10:55 | close | 1999 | 1.00 | 109.689 | 108.418 | 110.518 | 17100.00 | 8074300.00 |
| 6088 | 2021.06.04 02:50 | buy | 2000 | 1.00 | 110.251 | 0.000 | 0.000 | ||
| 6089 | 2021.06.04 02:50 | modify | 2000 | 1.00 | 110.251 | 109.151 | 111.251 | ||
| 6090 | 2021.06.04 07:00 | close | 2000 | 1.00 | 110.230 | 109.151 | 111.251 | -2100.00 | 8072200.00 |
| 6091 | 2021.06.17 15:55 | buy | 2001 | 1.00 | 110.519 | 0.000 | 0.000 | ||
| 6092 | 2021.06.17 15:55 | modify | 2001 | 1.00 | 110.519 | 109.419 | 111.519 | ||
| 6093 | 2021.06.17 22:40 | close | 2001 | 1.00 | 110.310 | 109.419 | 111.519 | -20900.00 | 8051300.00 |
| 6094 | 2021.06.22 22:05 | buy | 2002 | 1.00 | 110.611 | 0.000 | 0.000 | ||
| 6095 | 2021.06.22 22:05 | modify | 2002 | 1.00 | 110.611 | 109.511 | 111.611 | ||
| 6096 | 2021.06.22 23:35 | close | 2002 | 1.00 | 110.677 | 109.511 | 111.611 | 6600.00 | 8057900.00 |
| 6097 | 2021.07.01 04:25 | buy | 2003 | 1.00 | 111.044 | 0.000 | 0.000 | ||
| 6098 | 2021.07.01 04:25 | modify | 2003 | 1.00 | 111.044 | 109.944 | 112.044 | ||
| 6099 | 2021.07.01 06:05 | close | 2003 | 1.00 | 111.089 | 109.944 | 112.044 | 4500.00 | 8062400.00 |
| 6100 | 2021.07.05 03:10 | sell | 2004 | 1.00 | 111.179 | 0.000 | 0.000 | ||
| 6101 | 2021.07.05 03:10 | modify | 2004 | 1.00 | 111.179 | 112.279 | 110.179 | ||
| 6102 | 2021.07.05 04:40 | close | 2004 | 1.00 | 111.081 | 112.279 | 110.179 | 9800.00 | 8072200.00 |
| 6103 | 2021.07.08 18:55 | sell | 2005 | 1.00 | 109.842 | 0.000 | 0.000 | ||
| 6104 | 2021.07.08 18:55 | modify | 2005 | 1.00 | 109.842 | 110.942 | 108.842 | ||
| 6105 | 2021.07.08 23:00 | close | 2005 | 1.00 | 109.784 | 110.942 | 108.842 | 5800.00 | 8078000.00 |
| 6106 | 2021.07.09 13:20 | buy | 2006 | 1.00 | 109.940 | 0.000 | 0.000 | ||
| 6107 | 2021.07.09 13:20 | modify | 2006 | 1.00 | 109.940 | 108.840 | 110.940 | ||
| 6108 | 2021.07.09 14:45 | close | 2006 | 1.00 | 110.075 | 108.840 | 110.940 | 13500.00 | 8091500.00 |
| 6109 | 2021.07.15 13:10 | sell | 2007 | 1.00 | 109.925 | 0.000 | 0.000 | ||
| 6110 | 2021.07.15 13:10 | modify | 2007 | 1.00 | 109.925 | 111.025 | 108.925 | ||
| 6111 | 2021.07.15 16:10 | close | 2007 | 1.00 | 109.962 | 111.025 | 108.925 | -3700.00 | 8087800.00 |
| 6112 | 2021.07.20 12:50 | buy | 2008 | 1.00 | 109.436 | 0.000 | 0.000 | ||
| 6113 | 2021.07.20 12:50 | modify | 2008 | 1.00 | 109.436 | 108.336 | 110.436 | ||
| 6114 | 2021.07.20 14:25 | close | 2008 | 1.00 | 109.542 | 108.336 | 110.436 | 10600.00 | 8098400.00 |
| 6115 | 2021.07.22 03:10 | buy | 2009 | 1.00 | 110.224 | 0.000 | 0.000 | ||
| 6116 | 2021.07.22 03:10 | modify | 2009 | 1.00 | 110.224 | 109.124 | 111.224 | ||
| 6117 | 2021.07.22 08:55 | close | 2009 | 1.00 | 110.150 | 109.124 | 111.224 | -7400.00 | 8091000.00 |
| 6118 | 2021.07.27 22:15 | sell | 2010 | 1.00 | 109.748 | 0.000 | 0.000 | ||
| 6119 | 2021.07.27 22:15 | modify | 2010 | 1.00 | 109.748 | 110.848 | 108.748 | ||
| 6120 | 2021.07.28 05:10 | close | 2010 | 1.00 | 109.783 | 110.848 | 108.748 | -3500.00 | 8087500.00 |
| 6121 | 2021.08.19 10:55 | buy | 2011 | 1.00 | 109.791 | 0.000 | 0.000 | ||
| 6122 | 2021.08.19 10:55 | modify | 2011 | 1.00 | 109.791 | 108.691 | 110.791 | ||
| 6123 | 2021.08.19 16:20 | close | 2011 | 1.00 | 109.785 | 108.691 | 110.791 | -600.00 | 8086900.00 |
| 6124 | 2021.08.20 03:30 | sell | 2012 | 1.00 | 109.852 | 0.000 | 0.000 | ||
| 6125 | 2021.08.20 03:30 | modify | 2012 | 1.00 | 109.852 | 110.952 | 108.852 | ||
| 6126 | 2021.08.20 04:40 | close | 2012 | 1.00 | 109.699 | 110.952 | 108.852 | 15300.00 | 8102200.00 |
| 6127 | 2021.09.01 15:45 | buy | 2013 | 1.00 | 110.112 | 0.000 | 0.000 | ||
| 6128 | 2021.09.01 15:45 | modify | 2013 | 1.00 | 110.112 | 109.012 | 111.112 | ||
| 6129 | 2021.09.01 23:05 | close | 2013 | 1.00 | 110.035 | 109.012 | 111.112 | -7700.00 | 8094500.00 |
| 6130 | 2021.09.08 10:25 | buy | 2014 | 1.00 | 110.213 | 0.000 | 0.000 | ||
| 6131 | 2021.09.08 10:25 | modify | 2014 | 1.00 | 110.213 | 109.113 | 111.213 | ||
| 6132 | 2021.09.08 14:45 | close | 2014 | 1.00 | 110.285 | 109.113 | 111.213 | 7200.00 | 8101700.00 |
| 6133 | 2021.09.24 11:15 | buy | 2015 | 1.00 | 110.362 | 0.000 | 0.000 | ||
| 6134 | 2021.09.24 11:15 | modify | 2015 | 1.00 | 110.362 | 109.262 | 111.362 | ||
| 6135 | 2021.09.24 14:15 | close | 2015 | 1.00 | 110.476 | 109.262 | 111.362 | 11400.00 | 8113100.00 |
| 6136 | 2021.09.30 03:10 | buy | 2016 | 1.00 | 111.926 | 0.000 | 0.000 | ||
| 6137 | 2021.09.30 03:10 | modify | 2016 | 1.00 | 111.926 | 110.826 | 112.926 | ||
| 6138 | 2021.09.30 07:00 | close | 2016 | 1.00 | 111.912 | 110.826 | 112.926 | -1400.00 | 8111700.00 |
| 6139 | 2021.10.01 02:15 | sell | 2017 | 1.00 | 111.406 | 0.000 | 0.000 | ||
| 6140 | 2021.10.01 02:15 | modify | 2017 | 1.00 | 111.406 | 112.506 | 110.406 | ||
| 6141 | 2021.10.01 04:10 | close | 2017 | 1.00 | 111.312 | 112.506 | 110.406 | 9400.00 | 8121100.00 |
| 6142 | 2021.10.01 22:10 | sell | 2018 | 1.00 | 111.098 | 0.000 | 0.000 | ||
| 6143 | 2021.10.01 22:10 | modify | 2018 | 1.00 | 111.098 | 112.198 | 110.098 | ||
| 6144 | 2021.10.01 23:00 | close | 2018 | 1.00 | 111.031 | 112.198 | 110.098 | 6700.00 | 8127800.00 |
| 6145 | 2021.10.06 11:50 | buy | 2019 | 1.00 | 111.516 | 0.000 | 0.000 | ||
| 6146 | 2021.10.06 11:50 | modify | 2019 | 1.00 | 111.516 | 110.416 | 112.516 | ||
| 6147 | 2021.10.06 18:25 | close | 2019 | 1.00 | 111.381 | 110.416 | 112.516 | -13500.00 | 8114300.00 |
| 6148 | 2021.10.08 14:20 | buy | 2020 | 1.00 | 111.772 | 0.000 | 0.000 | ||
| 6149 | 2021.10.08 14:20 | modify | 2020 | 1.00 | 111.772 | 110.672 | 112.772 | ||
| 6150 | 2021.10.08 16:40 | close | 2020 | 1.00 | 111.876 | 110.672 | 112.772 | 10400.00 | 8124700.00 |