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 |
| 6301 | 2022.04.25 05:25 | modify | 2070 | 1.00 | 128.349 | 127.249 | 129.349 | ||
| 6302 | 2022.04.25 07:45 | close | 2070 | 1.00 | 128.474 | 127.249 | 129.349 | 12500.00 | 8236100.00 |
| 6303 | 2022.04.25 14:25 | sell | 2071 | 1.00 | 128.414 | 0.000 | 0.000 | ||
| 6304 | 2022.04.25 14:25 | modify | 2071 | 1.00 | 128.414 | 129.514 | 127.414 | ||
| 6305 | 2022.04.25 14:50 | close | 2071 | 1.00 | 128.244 | 129.514 | 127.414 | 17000.00 | 8253100.00 |
| 6306 | 2022.04.25 21:35 | sell | 2072 | 1.00 | 127.960 | 0.000 | 0.000 | ||
| 6307 | 2022.04.25 21:35 | modify | 2072 | 1.00 | 127.960 | 129.060 | 126.960 | ||
| 6308 | 2022.04.26 01:35 | close | 2072 | 1.00 | 128.045 | 129.060 | 126.960 | -8500.00 | 8244600.00 |
| 6309 | 2022.04.26 06:50 | sell | 2073 | 1.00 | 128.065 | 0.000 | 0.000 | ||
| 6310 | 2022.04.26 06:50 | modify | 2073 | 1.00 | 128.065 | 129.165 | 127.065 | ||
| 6311 | 2022.04.26 08:35 | close | 2073 | 1.00 | 127.935 | 129.165 | 127.065 | 13000.00 | 8257600.00 |
| 6312 | 2022.04.27 03:55 | sell | 2074 | 1.00 | 127.616 | 0.000 | 0.000 | ||
| 6313 | 2022.04.27 03:55 | modify | 2074 | 1.00 | 127.616 | 128.716 | 126.616 | ||
| 6314 | 2022.04.27 05:05 | close | 2074 | 1.00 | 127.439 | 128.716 | 126.616 | 17700.00 | 8275300.00 |
| 6315 | 2022.05.05 08:10 | sell | 2075 | 1.00 | 129.394 | 0.000 | 0.000 | ||
| 6316 | 2022.05.05 08:10 | modify | 2075 | 1.00 | 129.394 | 130.494 | 128.394 | ||
| 6317 | 2022.05.05 15:00 | modify | 2075 | 1.00 | 129.394 | 130.494 | 129.794 | ||
| 6318 | 2022.05.05 15:18 | t/p | 2075 | 1.00 | 129.793 | 130.494 | 129.794 | -39900.00 | 8235400.00 |
| 6319 | 2022.05.05 22:10 | buy | 2076 | 1.00 | 130.166 | 0.000 | 0.000 | ||
| 6320 | 2022.05.05 22:10 | modify | 2076 | 1.00 | 130.166 | 129.066 | 131.166 | ||
| 6321 | 2022.05.06 01:05 | close | 2076 | 1.00 | 130.258 | 129.066 | 131.166 | 9200.00 | 8244600.00 |
| 6322 | 2022.05.06 10:30 | buy | 2077 | 1.00 | 130.354 | 0.000 | 0.000 | ||
| 6323 | 2022.05.06 10:30 | modify | 2077 | 1.00 | 130.354 | 129.254 | 131.354 | ||
| 6324 | 2022.05.06 11:00 | close | 2077 | 1.00 | 130.518 | 129.254 | 131.354 | 16400.00 | 8261000.00 |
| 6325 | 2022.05.09 15:05 | buy | 2078 | 1.00 | 130.912 | 0.000 | 0.000 | ||
| 6326 | 2022.05.09 15:05 | modify | 2078 | 1.00 | 130.912 | 129.812 | 131.912 | ||
| 6327 | 2022.05.09 16:00 | close | 2078 | 1.00 | 130.720 | 129.812 | 131.912 | -19200.00 | 8241800.00 |
| 6328 | 2022.05.11 15:35 | sell | 2079 | 1.00 | 130.266 | 0.000 | 0.000 | ||
| 6329 | 2022.05.11 15:35 | modify | 2079 | 1.00 | 130.266 | 131.366 | 129.266 | ||
| 6330 | 2022.05.11 16:50 | close | 2079 | 1.00 | 129.984 | 131.366 | 129.266 | 28200.00 | 8270000.00 |
| 6331 | 2022.05.16 04:55 | buy | 2080 | 1.00 | 129.059 | 0.000 | 0.000 | ||
| 6332 | 2022.05.16 04:55 | modify | 2080 | 1.00 | 129.059 | 127.959 | 130.059 | ||
| 6333 | 2022.05.16 10:30 | close | 2080 | 1.00 | 129.169 | 127.959 | 130.059 | 11000.00 | 8281000.00 |
| 6334 | 2022.05.16 21:10 | sell | 2081 | 1.00 | 129.327 | 0.000 | 0.000 | ||
| 6335 | 2022.05.16 21:10 | modify | 2081 | 1.00 | 129.327 | 130.427 | 128.327 | ||
| 6336 | 2022.05.16 21:55 | close | 2081 | 1.00 | 129.150 | 130.427 | 128.327 | 17700.00 | 8298700.00 |
| 6337 | 2022.05.19 06:10 | sell | 2082 | 1.00 | 128.766 | 0.000 | 0.000 | ||
| 6338 | 2022.05.19 06:10 | modify | 2082 | 1.00 | 128.766 | 129.866 | 127.766 | ||
| 6339 | 2022.05.19 08:40 | close | 2082 | 1.00 | 128.663 | 129.866 | 127.766 | 10300.00 | 8309000.00 |
| 6340 | 2022.05.26 14:25 | sell | 2083 | 1.00 | 127.038 | 0.000 | 0.000 | ||
| 6341 | 2022.05.26 14:25 | modify | 2083 | 1.00 | 127.038 | 128.138 | 126.038 | ||
| 6342 | 2022.05.26 20:30 | close | 2083 | 1.00 | 127.217 | 128.138 | 126.038 | -17900.00 | 8291100.00 |
| 6343 | 2022.05.31 08:45 | buy | 2084 | 1.00 | 127.817 | 0.000 | 0.000 | ||
| 6344 | 2022.05.31 08:45 | modify | 2084 | 1.00 | 127.817 | 126.717 | 128.817 | ||
| 6345 | 2022.05.31 09:50 | close | 2084 | 1.00 | 128.005 | 126.717 | 128.817 | 18800.00 | 8309900.00 |
| 6346 | 2022.06.01 16:05 | buy | 2085 | 1.00 | 129.269 | 0.000 | 0.000 | ||
| 6347 | 2022.06.01 16:05 | modify | 2085 | 1.00 | 129.269 | 128.169 | 130.269 | ||
| 6348 | 2022.06.01 17:05 | close | 2085 | 1.00 | 129.672 | 128.169 | 130.269 | 40300.00 | 8350200.00 |
| 6349 | 2022.06.02 03:35 | buy | 2086 | 1.00 | 129.933 | 0.000 | 0.000 | ||
| 6350 | 2022.06.02 03:35 | modify | 2086 | 1.00 | 129.933 | 128.833 | 130.933 | ||
| 6351 | 2022.06.02 04:40 | close | 2086 | 1.00 | 130.098 | 128.833 | 130.933 | 16500.00 | 8366700.00 |
| 6352 | 2022.06.06 04:30 | buy | 2087 | 1.00 | 130.575 | 0.000 | 0.000 | ||
| 6353 | 2022.06.06 04:30 | modify | 2087 | 1.00 | 130.575 | 129.475 | 131.575 | ||
| 6354 | 2022.06.06 08:15 | close | 2087 | 1.00 | 130.699 | 129.475 | 131.575 | 12400.00 | 8379100.00 |
| 6355 | 2022.06.06 15:45 | sell | 2088 | 1.00 | 130.840 | 0.000 | 0.000 | ||
| 6356 | 2022.06.06 15:45 | modify | 2088 | 1.00 | 130.840 | 131.940 | 129.840 | ||
| 6357 | 2022.06.06 16:00 | close | 2088 | 1.00 | 130.796 | 131.940 | 129.840 | 4400.00 | 8383500.00 |
| 6358 | 2022.06.09 14:50 | sell | 2089 | 1.00 | 133.654 | 0.000 | 0.000 | ||
| 6359 | 2022.06.09 14:50 | modify | 2089 | 1.00 | 133.654 | 134.754 | 132.654 | ||
| 6360 | 2022.06.09 17:55 | modify | 2089 | 1.00 | 133.654 | 134.754 | 134.054 | ||
| 6361 | 2022.06.09 18:30 | t/p | 2089 | 1.00 | 134.052 | 134.754 | 134.054 | -39800.00 | 8343700.00 |
| 6362 | 2022.06.09 22:50 | sell | 2090 | 1.00 | 134.372 | 0.000 | 0.000 | ||
| 6363 | 2022.06.09 22:50 | modify | 2090 | 1.00 | 134.372 | 135.472 | 133.372 | ||
| 6364 | 2022.06.10 03:05 | close | 2090 | 1.00 | 134.324 | 135.472 | 133.372 | 4800.00 | 8348500.00 |
| 6365 | 2022.06.13 11:45 | buy | 2091 | 1.00 | 134.258 | 0.000 | 0.000 | ||
| 6366 | 2022.06.13 11:45 | modify | 2091 | 1.00 | 134.258 | 133.158 | 135.258 | ||
| 6367 | 2022.06.13 12:45 | close | 2091 | 1.00 | 134.466 | 133.158 | 135.258 | 20800.00 | 8369300.00 |
| 6368 | 2022.06.13 22:25 | sell | 2092 | 1.00 | 134.388 | 0.000 | 0.000 | ||
| 6369 | 2022.06.13 22:25 | modify | 2092 | 1.00 | 134.388 | 135.488 | 133.388 | ||
| 6370 | 2022.06.14 01:35 | close | 2092 | 1.00 | 134.325 | 135.488 | 133.388 | 6300.00 | 8375600.00 |
| 6371 | 2022.06.14 11:30 | buy | 2093 | 1.00 | 134.147 | 0.000 | 0.000 | ||
| 6372 | 2022.06.14 11:30 | modify | 2093 | 1.00 | 134.147 | 133.047 | 135.147 | ||
| 6373 | 2022.06.14 12:45 | close | 2093 | 1.00 | 134.305 | 133.047 | 135.147 | 15800.00 | 8391400.00 |
| 6374 | 2022.06.15 08:15 | buy | 2094 | 1.00 | 134.839 | 0.000 | 0.000 | ||
| 6375 | 2022.06.15 08:15 | modify | 2094 | 1.00 | 134.839 | 133.739 | 135.839 | ||
| 6376 | 2022.06.15 08:35 | close | 2094 | 1.00 | 135.028 | 133.739 | 135.839 | 18900.00 | 8410300.00 |
| 6377 | 2022.06.15 15:20 | sell | 2095 | 1.00 | 134.719 | 0.000 | 0.000 | ||
| 6378 | 2022.06.15 15:20 | modify | 2095 | 1.00 | 134.719 | 135.819 | 133.719 | ||
| 6379 | 2022.06.15 15:45 | close | 2095 | 1.00 | 134.554 | 135.819 | 133.719 | 16500.00 | 8426800.00 |
| 6380 | 2022.06.15 21:05 | sell | 2096 | 1.00 | 134.889 | 0.000 | 0.000 | ||
| 6381 | 2022.06.15 21:05 | modify | 2096 | 1.00 | 134.889 | 135.989 | 133.889 | ||
| 6382 | 2022.06.15 21:10 | close | 2096 | 1.00 | 134.688 | 135.989 | 133.889 | 20100.00 | 8446900.00 |
| 6383 | 2022.06.16 04:15 | sell | 2097 | 1.00 | 134.409 | 0.000 | 0.000 | ||
| 6384 | 2022.06.16 04:15 | modify | 2097 | 1.00 | 134.409 | 135.509 | 133.409 | ||
| 6385 | 2022.06.16 06:35 | close | 2097 | 1.00 | 134.313 | 135.509 | 133.409 | 9600.00 | 8456500.00 |
| 6386 | 2022.06.17 03:55 | sell | 2098 | 1.00 | 133.159 | 0.000 | 0.000 | ||
| 6387 | 2022.06.17 03:55 | modify | 2098 | 1.00 | 133.159 | 134.259 | 132.159 | ||
| 6388 | 2022.06.17 05:43 | s/l | 2098 | 1.00 | 134.266 | 134.259 | 132.159 | -110700.00 | 8345800.00 |
| 6389 | 2022.06.20 04:40 | buy | 2099 | 1.00 | 134.943 | 0.000 | 0.000 | ||
| 6390 | 2022.06.20 04:40 | modify | 2099 | 1.00 | 134.943 | 133.843 | 135.943 | ||
| 6391 | 2022.06.20 09:00 | close | 2099 | 1.00 | 135.063 | 133.843 | 135.943 | 12000.00 | 8357800.00 |
| 6392 | 2022.06.22 04:45 | buy | 2100 | 1.00 | 136.098 | 0.000 | 0.000 | ||
| 6393 | 2022.06.22 04:45 | modify | 2100 | 1.00 | 136.098 | 134.998 | 137.098 | ||
| 6394 | 2022.06.22 07:20 | close | 2100 | 1.00 | 136.248 | 134.998 | 137.098 | 15000.00 | 8372800.00 |
| 6395 | 2022.06.22 20:00 | sell | 2101 | 1.00 | 136.230 | 0.000 | 0.000 | ||
| 6396 | 2022.06.22 20:00 | modify | 2101 | 1.00 | 136.230 | 137.330 | 135.230 | ||
| 6397 | 2022.06.22 22:50 | close | 2101 | 1.00 | 136.155 | 137.330 | 135.230 | 7500.00 | 8380300.00 |
| 6398 | 2022.07.01 11:05 | sell | 2102 | 1.00 | 135.360 | 0.000 | 0.000 | ||
| 6399 | 2022.07.01 11:05 | modify | 2102 | 1.00 | 135.360 | 136.460 | 134.360 | ||
| 6400 | 2022.07.01 13:50 | close | 2102 | 1.00 | 135.336 | 136.460 | 134.360 | 2400.00 | 8382700.00 |
| 6401 | 2022.07.05 11:20 | buy | 2103 | 1.00 | 135.829 | 0.000 | 0.000 | ||
| 6402 | 2022.07.05 11:20 | modify | 2103 | 1.00 | 135.829 | 134.729 | 136.829 | ||
| 6403 | 2022.07.05 14:00 | close | 2103 | 1.00 | 135.987 | 134.729 | 136.829 | 15800.00 | 8398500.00 |
| 6404 | 2022.07.08 22:45 | buy | 2104 | 1.00 | 136.064 | 0.000 | 0.000 | ||
| 6405 | 2022.07.08 22:45 | modify | 2104 | 1.00 | 136.064 | 134.964 | 137.064 | ||
| 6406 | 2022.07.08 23:00 | close | 2104 | 1.00 | 136.052 | 134.964 | 137.064 | -1200.00 | 8397300.00 |
| 6407 | 2022.07.13 03:40 | sell | 2105 | 1.00 | 136.980 | 0.000 | 0.000 | ||
| 6408 | 2022.07.13 03:40 | modify | 2105 | 1.00 | 136.980 | 138.080 | 135.980 | ||
| 6409 | 2022.07.13 07:35 | close | 2105 | 1.00 | 137.038 | 138.080 | 135.980 | -5800.00 | 8391500.00 |
| 6410 | 2022.07.13 19:40 | buy | 2106 | 1.00 | 137.130 | 0.000 | 0.000 | ||
| 6411 | 2022.07.13 19:40 | modify | 2106 | 1.00 | 137.130 | 136.030 | 138.130 | ||
| 6412 | 2022.07.13 21:05 | close | 2106 | 1.00 | 137.305 | 136.030 | 138.130 | 17500.00 | 8409000.00 |
| 6413 | 2022.07.18 06:50 | sell | 2107 | 1.00 | 138.369 | 0.000 | 0.000 | ||
| 6414 | 2022.07.18 06:50 | modify | 2107 | 1.00 | 138.369 | 139.469 | 137.369 | ||
| 6415 | 2022.07.18 08:30 | close | 2107 | 1.00 | 138.224 | 139.469 | 137.369 | 14500.00 | 8423500.00 |
| 6416 | 2022.07.18 15:05 | sell | 2108 | 1.00 | 138.367 | 0.000 | 0.000 | ||
| 6417 | 2022.07.18 15:05 | modify | 2108 | 1.00 | 138.367 | 139.467 | 137.367 | ||
| 6418 | 2022.07.18 16:00 | close | 2108 | 1.00 | 138.303 | 139.467 | 137.367 | 6400.00 | 8429900.00 |
| 6419 | 2022.07.19 17:35 | sell | 2109 | 1.00 | 137.896 | 0.000 | 0.000 | ||
| 6420 | 2022.07.19 17:35 | modify | 2109 | 1.00 | 137.896 | 138.996 | 136.896 | ||
| 6421 | 2022.07.20 00:00 | close | 2109 | 1.00 | 138.225 | 138.996 | 136.896 | -32900.00 | 8397000.00 |
| 6422 | 2022.07.22 06:25 | sell | 2110 | 1.00 | 137.733 | 0.000 | 0.000 | ||
| 6423 | 2022.07.22 06:25 | modify | 2110 | 1.00 | 137.733 | 138.833 | 136.733 | ||
| 6424 | 2022.07.22 09:55 | close | 2110 | 1.00 | 137.696 | 138.833 | 136.733 | 3700.00 | 8400700.00 |
| 6425 | 2022.07.25 03:20 | sell | 2111 | 1.00 | 136.582 | 0.000 | 0.000 | ||
| 6426 | 2022.07.25 03:20 | modify | 2111 | 1.00 | 136.582 | 137.682 | 135.582 | ||
| 6427 | 2022.07.25 04:10 | close | 2111 | 1.00 | 136.428 | 137.682 | 135.582 | 15400.00 | 8416100.00 |
| 6428 | 2022.07.26 02:05 | buy | 2112 | 1.00 | 136.481 | 0.000 | 0.000 | ||
| 6429 | 2022.07.26 02:05 | modify | 2112 | 1.00 | 136.481 | 135.381 | 137.481 | ||
| 6430 | 2022.07.26 06:00 | close | 2112 | 1.00 | 136.457 | 135.381 | 137.481 | -2400.00 | 8413700.00 |
| 6431 | 2022.07.29 15:10 | sell | 2113 | 1.00 | 133.663 | 0.000 | 0.000 | ||
| 6432 | 2022.07.29 15:10 | modify | 2113 | 1.00 | 133.663 | 134.763 | 132.663 | ||
| 6433 | 2022.07.29 16:15 | modify | 2113 | 1.00 | 133.663 | 134.763 | 134.063 | ||
| 6434 | 2022.07.29 17:00 | t/p | 2113 | 1.00 | 134.058 | 134.763 | 134.063 | -39500.00 | 8374200.00 |
| 6435 | 2022.08.02 09:25 | sell | 2114 | 1.00 | 131.017 | 0.000 | 0.000 | ||
| 6436 | 2022.08.02 09:25 | modify | 2114 | 1.00 | 131.017 | 132.117 | 130.017 | ||
| 6437 | 2022.08.02 09:35 | close | 2114 | 1.00 | 130.846 | 132.117 | 130.017 | 17100.00 | 8391300.00 |
| 6438 | 2022.08.03 06:15 | buy | 2115 | 1.00 | 132.988 | 0.000 | 0.000 | ||
| 6439 | 2022.08.03 06:15 | modify | 2115 | 1.00 | 132.988 | 131.888 | 133.988 | ||
| 6440 | 2022.08.03 08:55 | close | 2115 | 1.00 | 133.132 | 131.888 | 133.988 | 14400.00 | 8405700.00 |
| 6441 | 2022.08.04 03:05 | buy | 2116 | 1.00 | 133.720 | 0.000 | 0.000 | ||
| 6442 | 2022.08.04 03:05 | modify | 2116 | 1.00 | 133.720 | 132.620 | 134.720 | ||
| 6443 | 2022.08.04 03:25 | close | 2116 | 1.00 | 133.911 | 132.620 | 134.720 | 19100.00 | 8424800.00 |
| 6444 | 2022.08.05 08:15 | sell | 2117 | 1.00 | 133.456 | 0.000 | 0.000 | ||
| 6445 | 2022.08.05 08:15 | modify | 2117 | 1.00 | 133.456 | 134.556 | 132.456 | ||
| 6446 | 2022.08.05 08:35 | close | 2117 | 1.00 | 133.302 | 134.556 | 132.456 | 15400.00 | 8440200.00 |
| 6447 | 2022.08.08 10:50 | buy | 2118 | 1.00 | 134.964 | 0.000 | 0.000 | ||
| 6448 | 2022.08.08 10:50 | modify | 2118 | 1.00 | 134.964 | 133.864 | 135.964 | ||
| 6449 | 2022.08.08 11:40 | close | 2118 | 1.00 | 135.149 | 133.864 | 135.964 | 18500.00 | 8458700.00 |
| 6450 | 2022.08.08 21:25 | sell | 2119 | 1.00 | 134.817 | 0.000 | 0.000 | ||