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 |
| 6151 | 2021.10.15 17:50 | buy | 2021 | 1.00 | 114.071 | 0.000 | 0.000 | ||
| 6152 | 2021.10.15 17:50 | modify | 2021 | 1.00 | 114.071 | 112.971 | 115.071 | ||
| 6153 | 2021.10.15 18:35 | close | 2021 | 1.00 | 114.249 | 112.971 | 115.071 | 17800.00 | 8142500.00 |
| 6154 | 2021.10.25 02:45 | sell | 2022 | 1.00 | 113.646 | 0.000 | 0.000 | ||
| 6155 | 2021.10.25 02:45 | modify | 2022 | 1.00 | 113.646 | 114.746 | 112.646 | ||
| 6156 | 2021.10.25 07:05 | close | 2022 | 1.00 | 113.610 | 114.746 | 112.646 | 3600.00 | 8146100.00 |
| 6157 | 2021.11.02 15:40 | sell | 2023 | 1.00 | 113.788 | 0.000 | 0.000 | ||
| 6158 | 2021.11.02 15:40 | modify | 2023 | 1.00 | 113.788 | 114.888 | 112.788 | ||
| 6159 | 2021.11.03 03:10 | close | 2023 | 1.00 | 113.918 | 114.888 | 112.788 | -13000.00 | 8133100.00 |
| 6160 | 2021.11.08 22:10 | sell | 2024 | 1.00 | 113.282 | 0.000 | 0.000 | ||
| 6161 | 2021.11.08 22:10 | modify | 2024 | 1.00 | 113.282 | 114.382 | 112.282 | ||
| 6162 | 2021.11.08 23:05 | close | 2024 | 1.00 | 113.203 | 114.382 | 112.282 | 7900.00 | 8141000.00 |
| 6163 | 2021.11.09 14:20 | sell | 2025 | 1.00 | 113.033 | 0.000 | 0.000 | ||
| 6164 | 2021.11.09 14:20 | modify | 2025 | 1.00 | 113.033 | 114.133 | 112.033 | ||
| 6165 | 2021.11.09 15:50 | close | 2025 | 1.00 | 112.922 | 114.133 | 112.033 | 11100.00 | 8152100.00 |
| 6166 | 2021.11.17 03:30 | buy | 2026 | 1.00 | 114.714 | 0.000 | 0.000 | ||
| 6167 | 2021.11.17 03:30 | modify | 2026 | 1.00 | 114.714 | 113.614 | 115.714 | ||
| 6168 | 2021.11.17 05:20 | close | 2026 | 1.00 | 114.867 | 113.614 | 115.714 | 15300.00 | 8167400.00 |
| 6169 | 2021.11.18 07:10 | sell | 2027 | 1.00 | 114.258 | 0.000 | 0.000 | ||
| 6170 | 2021.11.18 07:10 | modify | 2027 | 1.00 | 114.258 | 115.358 | 113.258 | ||
| 6171 | 2021.11.18 09:05 | close | 2027 | 1.00 | 114.138 | 115.358 | 113.258 | 12000.00 | 8179400.00 |
| 6172 | 2021.11.22 01:35 | sell | 2028 | 1.00 | 114.097 | 0.000 | 0.000 | ||
| 6173 | 2021.11.22 01:35 | modify | 2028 | 1.00 | 114.097 | 115.197 | 113.097 | ||
| 6174 | 2021.11.22 05:55 | close | 2028 | 1.00 | 114.119 | 115.197 | 113.097 | -2200.00 | 8177200.00 |
| 6175 | 2021.11.25 02:55 | buy | 2029 | 1.00 | 115.334 | 0.000 | 0.000 | ||
| 6176 | 2021.11.25 02:55 | modify | 2029 | 1.00 | 115.334 | 114.234 | 116.334 | ||
| 6177 | 2021.11.25 17:10 | close | 2029 | 1.00 | 115.342 | 114.234 | 116.334 | 800.00 | 8178000.00 |
| 6178 | 2021.11.29 01:20 | sell | 2030 | 1.00 | 113.784 | 0.000 | 0.000 | ||
| 6179 | 2021.11.29 01:20 | modify | 2030 | 1.00 | 113.784 | 114.884 | 112.784 | ||
| 6180 | 2021.11.29 03:20 | close | 2030 | 1.00 | 113.625 | 114.884 | 112.784 | 15900.00 | 8193900.00 |
| 6181 | 2021.11.30 07:10 | buy | 2031 | 1.00 | 113.442 | 0.000 | 0.000 | ||
| 6182 | 2021.11.30 07:10 | modify | 2031 | 1.00 | 113.442 | 112.342 | 114.442 | ||
| 6183 | 2021.11.30 11:05 | modify | 2031 | 1.00 | 113.442 | 112.342 | 113.042 | ||
| 6184 | 2021.11.30 13:55 | close | 2031 | 1.00 | 112.993 | 112.342 | 113.042 | -44900.00 | 8149000.00 |
| 6185 | 2021.11.30 17:40 | sell | 2032 | 1.00 | 113.148 | 0.000 | 0.000 | ||
| 6186 | 2021.11.30 17:40 | modify | 2032 | 1.00 | 113.148 | 114.248 | 112.148 | ||
| 6187 | 2021.11.30 22:55 | close | 2032 | 1.00 | 113.041 | 114.248 | 112.148 | 10700.00 | 8159700.00 |
| 6188 | 2021.12.01 16:05 | buy | 2033 | 1.00 | 113.062 | 0.000 | 0.000 | ||
| 6189 | 2021.12.01 16:05 | modify | 2033 | 1.00 | 113.062 | 111.962 | 114.062 | ||
| 6190 | 2021.12.02 01:00 | close | 2033 | 1.00 | 112.822 | 111.962 | 114.062 | -24000.00 | 8135700.00 |
| 6191 | 2021.12.02 01:15 | sell | 2034 | 1.00 | 112.912 | 0.000 | 0.000 | ||
| 6192 | 2021.12.02 01:15 | modify | 2034 | 1.00 | 112.912 | 114.012 | 111.912 | ||
| 6193 | 2021.12.02 12:00 | close | 2034 | 1.00 | 113.147 | 114.012 | 111.912 | -23500.00 | 8112200.00 |
| 6194 | 2021.12.02 12:15 | buy | 2035 | 1.00 | 113.013 | 0.000 | 0.000 | ||
| 6195 | 2021.12.02 12:15 | modify | 2035 | 1.00 | 113.013 | 111.913 | 114.013 | ||
| 6196 | 2021.12.02 18:10 | close | 2035 | 1.00 | 113.014 | 111.913 | 114.013 | 100.00 | 8112300.00 |
| 6197 | 2021.12.06 01:10 | sell | 2036 | 1.00 | 113.023 | 0.000 | 0.000 | ||
| 6198 | 2021.12.06 01:10 | modify | 2036 | 1.00 | 113.023 | 114.123 | 112.023 | ||
| 6199 | 2021.12.06 14:10 | close | 2036 | 1.00 | 113.128 | 114.123 | 112.023 | -10500.00 | 8101800.00 |
| 6200 | 2021.12.17 02:50 | sell | 2037 | 1.00 | 113.772 | 0.000 | 0.000 | ||
| 6201 | 2021.12.17 02:50 | modify | 2037 | 1.00 | 113.772 | 114.872 | 112.772 | ||
| 6202 | 2021.12.17 03:40 | close | 2037 | 1.00 | 113.657 | 114.872 | 112.772 | 11500.00 | 8113300.00 |
| 6203 | 2021.12.17 10:05 | sell | 2038 | 1.00 | 113.673 | 0.000 | 0.000 | ||
| 6204 | 2021.12.17 10:05 | modify | 2038 | 1.00 | 113.673 | 114.773 | 112.673 | ||
| 6205 | 2021.12.17 10:45 | close | 2038 | 1.00 | 113.560 | 114.773 | 112.673 | 11300.00 | 8124600.00 |
| 6206 | 2021.12.17 17:55 | sell | 2039 | 1.00 | 113.617 | 0.000 | 0.000 | ||
| 6207 | 2021.12.17 17:55 | modify | 2039 | 1.00 | 113.617 | 114.717 | 112.617 | ||
| 6208 | 2021.12.17 22:00 | close | 2039 | 1.00 | 113.703 | 114.717 | 112.617 | -8600.00 | 8116000.00 |
| 6209 | 2021.12.22 01:20 | buy | 2040 | 1.00 | 113.975 | 0.000 | 0.000 | ||
| 6210 | 2021.12.22 01:20 | modify | 2040 | 1.00 | 113.975 | 112.875 | 114.975 | ||
| 6211 | 2021.12.22 02:50 | close | 2040 | 1.00 | 114.129 | 112.875 | 114.975 | 15400.00 | 8131400.00 |
| 6212 | 2022.01.04 17:35 | buy | 2041 | 1.00 | 116.059 | 0.000 | 0.000 | ||
| 6213 | 2022.01.04 17:35 | modify | 2041 | 1.00 | 116.059 | 114.959 | 117.059 | ||
| 6214 | 2022.01.04 17:40 | close | 2041 | 1.00 | 116.048 | 114.959 | 117.059 | -1100.00 | 8130300.00 |
| 6215 | 2022.01.11 01:45 | sell | 2042 | 1.00 | 115.284 | 0.000 | 0.000 | ||
| 6216 | 2022.01.11 01:45 | modify | 2042 | 1.00 | 115.284 | 116.384 | 114.284 | ||
| 6217 | 2022.01.11 02:25 | close | 2042 | 1.00 | 115.177 | 116.384 | 114.284 | 10700.00 | 8141000.00 |
| 6218 | 2022.01.14 09:20 | sell | 2043 | 1.00 | 113.859 | 0.000 | 0.000 | ||
| 6219 | 2022.01.14 09:20 | modify | 2043 | 1.00 | 113.859 | 114.959 | 112.859 | ||
| 6220 | 2022.01.14 14:10 | close | 2043 | 1.00 | 113.803 | 114.959 | 112.859 | 5600.00 | 8146600.00 |
| 6221 | 2022.01.17 10:05 | buy | 2044 | 1.00 | 114.369 | 0.000 | 0.000 | ||
| 6222 | 2022.01.17 10:05 | modify | 2044 | 1.00 | 114.369 | 113.269 | 115.369 | ||
| 6223 | 2022.01.17 11:20 | close | 2044 | 1.00 | 114.436 | 113.269 | 115.369 | 6700.00 | 8153300.00 |
| 6224 | 2022.01.18 02:15 | buy | 2045 | 1.00 | 114.519 | 0.000 | 0.000 | ||
| 6225 | 2022.01.18 02:15 | modify | 2045 | 1.00 | 114.519 | 113.419 | 115.519 | ||
| 6226 | 2022.01.18 04:50 | close | 2045 | 1.00 | 114.697 | 113.419 | 115.519 | 17800.00 | 8171100.00 |
| 6227 | 2022.02.04 03:40 | buy | 2046 | 1.00 | 114.851 | 0.000 | 0.000 | ||
| 6228 | 2022.02.04 03:40 | modify | 2046 | 1.00 | 114.851 | 113.751 | 115.851 | ||
| 6229 | 2022.02.04 07:50 | close | 2046 | 1.00 | 114.925 | 113.751 | 115.851 | 7400.00 | 8178500.00 |
| 6230 | 2022.02.14 01:05 | sell | 2047 | 1.00 | 115.535 | 0.000 | 0.000 | ||
| 6231 | 2022.02.14 01:05 | modify | 2047 | 1.00 | 115.535 | 116.635 | 114.535 | ||
| 6232 | 2022.02.14 02:30 | close | 2047 | 1.00 | 115.416 | 116.635 | 114.535 | 11900.00 | 8190400.00 |
| 6233 | 2022.02.14 14:40 | sell | 2048 | 1.00 | 115.368 | 0.000 | 0.000 | ||
| 6234 | 2022.02.14 14:40 | modify | 2048 | 1.00 | 115.368 | 116.468 | 114.368 | ||
| 6235 | 2022.02.14 15:00 | close | 2048 | 1.00 | 115.464 | 116.468 | 114.368 | -9600.00 | 8180800.00 |
| 6236 | 2022.02.18 03:35 | sell | 2049 | 1.00 | 115.200 | 0.000 | 0.000 | ||
| 6237 | 2022.02.18 03:35 | modify | 2049 | 1.00 | 115.200 | 116.300 | 114.200 | ||
| 6238 | 2022.02.18 09:15 | close | 2049 | 1.00 | 115.140 | 116.300 | 114.200 | 6000.00 | 8186800.00 |
| 6239 | 2022.02.25 05:45 | buy | 2050 | 1.00 | 115.198 | 0.000 | 0.000 | ||
| 6240 | 2022.02.25 05:45 | modify | 2050 | 1.00 | 115.198 | 114.098 | 116.198 | ||
| 6241 | 2022.02.25 08:50 | close | 2050 | 1.00 | 115.267 | 114.098 | 116.198 | 6900.00 | 8193700.00 |
| 6242 | 2022.02.25 13:25 | sell | 2051 | 1.00 | 115.481 | 0.000 | 0.000 | ||
| 6243 | 2022.02.25 13:25 | modify | 2051 | 1.00 | 115.481 | 116.581 | 114.481 | ||
| 6244 | 2022.02.25 21:10 | close | 2051 | 1.00 | 115.653 | 116.581 | 114.481 | -17200.00 | 8176500.00 |
| 6245 | 2022.03.01 01:05 | sell | 2052 | 1.00 | 115.070 | 0.000 | 0.000 | ||
| 6246 | 2022.03.01 01:05 | modify | 2052 | 1.00 | 115.070 | 116.170 | 114.070 | ||
| 6247 | 2022.03.01 07:15 | close | 2052 | 1.00 | 115.107 | 116.170 | 114.070 | -3700.00 | 8172800.00 |
| 6248 | 2022.03.03 01:10 | buy | 2053 | 1.00 | 115.482 | 0.000 | 0.000 | ||
| 6249 | 2022.03.03 01:10 | modify | 2053 | 1.00 | 115.482 | 114.382 | 116.482 | ||
| 6250 | 2022.03.03 02:05 | close | 2053 | 1.00 | 115.536 | 114.382 | 116.482 | 5400.00 | 8178200.00 |
| 6251 | 2022.03.08 16:55 | buy | 2054 | 1.00 | 115.566 | 0.000 | 0.000 | ||
| 6252 | 2022.03.08 16:55 | modify | 2054 | 1.00 | 115.566 | 114.466 | 116.566 | ||
| 6253 | 2022.03.08 18:05 | close | 2054 | 1.00 | 115.628 | 114.466 | 116.566 | 6200.00 | 8184400.00 |
| 6254 | 2022.03.17 06:20 | buy | 2055 | 1.00 | 118.616 | 0.000 | 0.000 | ||
| 6255 | 2022.03.17 06:20 | modify | 2055 | 1.00 | 118.616 | 117.516 | 119.616 | ||
| 6256 | 2022.03.17 07:45 | close | 2055 | 1.00 | 118.765 | 117.516 | 119.616 | 14900.00 | 8199300.00 |
| 6257 | 2022.03.17 16:25 | sell | 2056 | 1.00 | 118.833 | 0.000 | 0.000 | ||
| 6258 | 2022.03.17 16:25 | modify | 2056 | 1.00 | 118.833 | 119.933 | 117.833 | ||
| 6259 | 2022.03.17 17:45 | close | 2056 | 1.00 | 118.645 | 119.933 | 117.833 | 18800.00 | 8218100.00 |
| 6260 | 2022.03.18 22:10 | buy | 2057 | 1.00 | 119.104 | 0.000 | 0.000 | ||
| 6261 | 2022.03.18 22:10 | modify | 2057 | 1.00 | 119.104 | 118.004 | 120.104 | ||
| 6262 | 2022.03.18 23:00 | close | 2057 | 1.00 | 119.125 | 118.004 | 120.104 | 2100.00 | 8220200.00 |
| 6263 | 2022.03.25 03:10 | buy | 2058 | 1.00 | 122.215 | 0.000 | 0.000 | ||
| 6264 | 2022.03.25 03:10 | modify | 2058 | 1.00 | 122.215 | 121.115 | 123.215 | ||
| 6265 | 2022.03.25 06:45 | modify | 2058 | 1.00 | 122.215 | 121.115 | 121.815 | ||
| 6266 | 2022.03.25 08:35 | close | 2058 | 1.00 | 121.619 | 121.115 | 121.815 | -59600.00 | 8160600.00 |
| 6267 | 2022.03.25 16:15 | sell | 2059 | 1.00 | 121.860 | 0.000 | 0.000 | ||
| 6268 | 2022.03.25 16:15 | modify | 2059 | 1.00 | 121.860 | 122.960 | 120.860 | ||
| 6269 | 2022.03.25 18:30 | close | 2059 | 1.00 | 121.822 | 122.960 | 120.860 | 3800.00 | 8164400.00 |
| 6270 | 2022.03.30 02:40 | sell | 2060 | 1.00 | 123.143 | 0.000 | 0.000 | ||
| 6271 | 2022.03.30 02:40 | modify | 2060 | 1.00 | 123.143 | 124.243 | 122.143 | ||
| 6272 | 2022.03.30 03:05 | close | 2060 | 1.00 | 122.986 | 124.243 | 122.143 | 15700.00 | 8180100.00 |
| 6273 | 2022.03.30 16:25 | sell | 2061 | 1.00 | 122.148 | 0.000 | 0.000 | ||
| 6274 | 2022.03.30 16:25 | modify | 2061 | 1.00 | 122.148 | 123.248 | 121.148 | ||
| 6275 | 2022.03.30 16:35 | close | 2061 | 1.00 | 121.969 | 123.248 | 121.148 | 17900.00 | 8198000.00 |
| 6276 | 2022.03.31 09:50 | buy | 2062 | 1.00 | 121.719 | 0.000 | 0.000 | ||
| 6277 | 2022.03.31 09:50 | modify | 2062 | 1.00 | 121.719 | 120.619 | 122.719 | ||
| 6278 | 2022.03.31 11:10 | close | 2062 | 1.00 | 121.847 | 120.619 | 122.719 | 12800.00 | 8210800.00 |
| 6279 | 2022.04.13 14:30 | buy | 2063 | 1.00 | 125.757 | 0.000 | 0.000 | ||
| 6280 | 2022.04.13 14:30 | modify | 2063 | 1.00 | 125.757 | 124.657 | 126.757 | ||
| 6281 | 2022.04.13 15:05 | close | 2063 | 1.00 | 125.926 | 124.657 | 126.757 | 16900.00 | 8227700.00 |
| 6282 | 2022.04.14 15:45 | sell | 2064 | 1.00 | 125.485 | 0.000 | 0.000 | ||
| 6283 | 2022.04.14 15:45 | modify | 2064 | 1.00 | 125.485 | 126.585 | 124.485 | ||
| 6284 | 2022.04.14 23:15 | close | 2064 | 1.00 | 125.935 | 126.585 | 124.485 | -45000.00 | 8182700.00 |
| 6285 | 2022.04.14 23:50 | buy | 2065 | 1.00 | 125.878 | 0.000 | 0.000 | ||
| 6286 | 2022.04.14 23:50 | modify | 2065 | 1.00 | 125.878 | 124.778 | 126.878 | ||
| 6287 | 2022.04.15 01:10 | close | 2065 | 1.00 | 125.931 | 124.778 | 126.878 | 5300.00 | 8188000.00 |
| 6288 | 2022.04.15 18:35 | buy | 2066 | 1.00 | 126.371 | 0.000 | 0.000 | ||
| 6289 | 2022.04.15 18:35 | modify | 2066 | 1.00 | 126.371 | 125.271 | 127.371 | ||
| 6290 | 2022.04.15 23:00 | close | 2066 | 1.00 | 126.375 | 125.271 | 127.371 | 400.00 | 8188400.00 |
| 6291 | 2022.04.20 06:15 | buy | 2067 | 1.00 | 128.273 | 0.000 | 0.000 | ||
| 6292 | 2022.04.20 06:15 | modify | 2067 | 1.00 | 128.273 | 127.173 | 129.273 | ||
| 6293 | 2022.04.20 07:10 | close | 2067 | 1.00 | 128.431 | 127.173 | 129.273 | 15800.00 | 8204200.00 |
| 6294 | 2022.04.22 07:25 | buy | 2068 | 1.00 | 128.218 | 0.000 | 0.000 | ||
| 6295 | 2022.04.22 07:25 | modify | 2068 | 1.00 | 128.218 | 127.118 | 129.218 | ||
| 6296 | 2022.04.22 11:30 | close | 2068 | 1.00 | 128.208 | 127.118 | 129.218 | -1000.00 | 8203200.00 |
| 6297 | 2022.04.22 12:15 | sell | 2069 | 1.00 | 128.405 | 0.000 | 0.000 | ||
| 6298 | 2022.04.22 12:15 | modify | 2069 | 1.00 | 128.405 | 129.505 | 127.405 | ||
| 6299 | 2022.04.22 17:20 | close | 2069 | 1.00 | 128.201 | 129.505 | 127.405 | 20400.00 | 8223600.00 |
| 6300 | 2022.04.25 05:25 | buy | 2070 | 1.00 | 128.349 | 0.000 | 0.000 | ||