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 |
| 6451 | 2022.08.08 21:25 | modify | 2119 | 1.00 | 134.817 | 135.917 | 133.817 | ||
| 6452 | 2022.08.09 02:50 | close | 2119 | 1.00 | 134.857 | 135.917 | 133.817 | -4000.00 | 8454700.00 |
| 6453 | 2022.08.11 04:20 | sell | 2120 | 1.00 | 133.087 | 0.000 | 0.000 | ||
| 6454 | 2022.08.11 04:20 | modify | 2120 | 1.00 | 133.087 | 134.187 | 132.087 | ||
| 6455 | 2022.08.11 07:10 | close | 2120 | 1.00 | 133.053 | 134.187 | 132.087 | 3400.00 | 8458100.00 |
| 6456 | 2022.08.11 18:15 | sell | 2121 | 1.00 | 132.815 | 0.000 | 0.000 | ||
| 6457 | 2022.08.11 18:15 | modify | 2121 | 1.00 | 132.815 | 133.915 | 131.815 | ||
| 6458 | 2022.08.11 18:40 | close | 2121 | 1.00 | 132.653 | 133.915 | 131.815 | 16200.00 | 8474300.00 |
| 6459 | 2022.08.15 02:40 | buy | 2122 | 1.00 | 133.333 | 0.000 | 0.000 | ||
| 6460 | 2022.08.15 02:40 | modify | 2122 | 1.00 | 133.333 | 132.233 | 134.333 | ||
| 6461 | 2022.08.15 05:05 | close | 2122 | 1.00 | 133.341 | 132.233 | 134.333 | 800.00 | 8475100.00 |
| 6462 | 2022.08.16 22:10 | buy | 2123 | 1.00 | 134.201 | 0.000 | 0.000 | ||
| 6463 | 2022.08.16 22:10 | modify | 2123 | 1.00 | 134.201 | 133.101 | 135.201 | ||
| 6464 | 2022.08.17 01:45 | close | 2123 | 1.00 | 134.295 | 133.101 | 135.201 | 9400.00 | 8484500.00 |
| 6465 | 2022.08.17 21:05 | buy | 2124 | 1.00 | 135.082 | 0.000 | 0.000 | ||
| 6466 | 2022.08.17 21:05 | modify | 2124 | 1.00 | 135.082 | 133.982 | 136.082 | ||
| 6467 | 2022.08.18 01:15 | close | 2124 | 1.00 | 135.167 | 133.982 | 136.082 | 8500.00 | 8493000.00 |
| 6468 | 2022.08.19 02:55 | buy | 2125 | 1.00 | 135.759 | 0.000 | 0.000 | ||
| 6469 | 2022.08.19 02:55 | modify | 2125 | 1.00 | 135.759 | 134.659 | 136.759 | ||
| 6470 | 2022.08.19 03:05 | close | 2125 | 1.00 | 135.968 | 134.659 | 136.759 | 20900.00 | 8513900.00 |
| 6471 | 2022.08.25 04:35 | buy | 2126 | 1.00 | 136.787 | 0.000 | 0.000 | ||
| 6472 | 2022.08.25 04:35 | modify | 2126 | 1.00 | 136.787 | 135.687 | 137.787 | ||
| 6473 | 2022.08.25 15:25 | close | 2126 | 1.00 | 136.584 | 135.687 | 137.787 | -20300.00 | 8493600.00 |
| 6474 | 2022.08.25 15:40 | sell | 2127 | 1.00 | 136.766 | 0.000 | 0.000 | ||
| 6475 | 2022.08.25 15:40 | modify | 2127 | 1.00 | 136.766 | 137.866 | 135.766 | ||
| 6476 | 2022.08.25 19:50 | close | 2127 | 1.00 | 136.648 | 137.866 | 135.766 | 11800.00 | 8505400.00 |
| 6477 | 2022.08.29 13:45 | buy | 2128 | 1.00 | 138.391 | 0.000 | 0.000 | ||
| 6478 | 2022.08.29 13:45 | modify | 2128 | 1.00 | 138.391 | 137.291 | 139.391 | ||
| 6479 | 2022.08.29 14:15 | close | 2128 | 1.00 | 138.559 | 137.291 | 139.391 | 16800.00 | 8522200.00 |
| 6480 | 2022.09.02 03:10 | buy | 2129 | 1.00 | 139.977 | 0.000 | 0.000 | ||
| 6481 | 2022.09.02 03:10 | modify | 2129 | 1.00 | 139.977 | 138.877 | 140.977 | ||
| 6482 | 2022.09.02 05:00 | close | 2129 | 1.00 | 140.139 | 138.877 | 140.977 | 16200.00 | 8538400.00 |
| 6483 | 2022.09.09 14:55 | sell | 2130 | 1.00 | 142.585 | 0.000 | 0.000 | ||
| 6484 | 2022.09.09 14:55 | modify | 2130 | 1.00 | 142.585 | 143.685 | 141.585 | ||
| 6485 | 2022.09.09 15:35 | close | 2130 | 1.00 | 142.401 | 143.685 | 141.585 | 18400.00 | 8556800.00 |
| 6486 | 2022.09.12 10:20 | buy | 2131 | 1.00 | 142.742 | 0.000 | 0.000 | ||
| 6487 | 2022.09.12 10:20 | modify | 2131 | 1.00 | 142.742 | 141.642 | 143.742 | ||
| 6488 | 2022.09.12 11:20 | close | 2131 | 1.00 | 142.929 | 141.642 | 143.742 | 18700.00 | 8575500.00 |
| 6489 | 2022.09.12 21:25 | sell | 2132 | 1.00 | 142.677 | 0.000 | 0.000 | ||
| 6490 | 2022.09.12 21:25 | modify | 2132 | 1.00 | 142.677 | 143.777 | 141.677 | ||
| 6491 | 2022.09.13 01:05 | close | 2132 | 1.00 | 142.789 | 143.777 | 141.677 | -11200.00 | 8564300.00 |
| 6492 | 2022.09.14 07:35 | buy | 2133 | 1.00 | 144.001 | 0.000 | 0.000 | ||
| 6493 | 2022.09.14 07:35 | modify | 2133 | 1.00 | 144.001 | 142.901 | 145.001 | ||
| 6494 | 2022.09.14 10:10 | modify | 2133 | 1.00 | 144.001 | 142.901 | 143.601 | ||
| 6495 | 2022.09.14 10:25 | t/p | 2133 | 1.00 | 143.602 | 142.901 | 143.601 | -39900.00 | 8524400.00 |
| 6496 | 2022.09.14 21:05 | sell | 2134 | 1.00 | 143.160 | 0.000 | 0.000 | ||
| 6497 | 2022.09.14 21:05 | modify | 2134 | 1.00 | 143.160 | 144.260 | 142.160 | ||
| 6498 | 2022.09.15 00:15 | close | 2134 | 1.00 | 143.191 | 144.260 | 142.160 | -3100.00 | 8521300.00 |
| 6499 | 2022.09.19 18:10 | buy | 2135 | 1.00 | 143.202 | 0.000 | 0.000 | ||
| 6500 | 2022.09.19 18:10 | modify | 2135 | 1.00 | 143.202 | 142.102 | 144.202 | ||
| 6501 | 2022.09.19 18:55 | close | 2135 | 1.00 | 143.361 | 142.102 | 144.202 | 15900.00 | 8537200.00 |
| 6502 | 2022.09.22 11:05 | buy | 2136 | 1.00 | 144.295 | 0.000 | 0.000 | ||
| 6503 | 2022.09.22 11:05 | modify | 2136 | 1.00 | 144.295 | 143.195 | 145.295 | ||
| 6504 | 2022.09.22 11:10 | close | 2136 | 1.00 | 144.373 | 143.195 | 145.295 | 7800.00 | 8545000.00 |
| 6505 | 2022.09.27 03:05 | buy | 2137 | 1.00 | 144.398 | 0.000 | 0.000 | ||
| 6506 | 2022.09.27 03:05 | modify | 2137 | 1.00 | 144.398 | 143.298 | 145.398 | ||
| 6507 | 2022.09.27 04:50 | close | 2137 | 1.00 | 144.546 | 143.298 | 145.398 | 14800.00 | 8559800.00 |
| 6508 | 2022.09.27 15:55 | sell | 2138 | 1.00 | 144.651 | 0.000 | 0.000 | ||
| 6509 | 2022.09.27 15:55 | modify | 2138 | 1.00 | 144.651 | 145.751 | 143.651 | ||
| 6510 | 2022.09.27 22:00 | close | 2138 | 1.00 | 144.754 | 145.751 | 143.651 | -10300.00 | 8549500.00 |
| 6511 | 2022.09.29 02:15 | sell | 2139 | 1.00 | 144.312 | 0.000 | 0.000 | ||
| 6512 | 2022.09.29 02:15 | modify | 2139 | 1.00 | 144.312 | 145.412 | 143.312 | ||
| 6513 | 2022.09.29 04:05 | close | 2139 | 1.00 | 144.216 | 145.412 | 143.312 | 9600.00 | 8559100.00 |
| 6514 | 2022.09.29 19:10 | buy | 2140 | 1.00 | 144.308 | 0.000 | 0.000 | ||
| 6515 | 2022.09.29 19:10 | modify | 2140 | 1.00 | 144.308 | 143.208 | 145.308 | ||
| 6516 | 2022.09.29 19:50 | close | 2140 | 1.00 | 144.498 | 143.208 | 145.308 | 19000.00 | 8578100.00 |
| 6517 | 2022.10.05 10:20 | sell | 2141 | 1.00 | 144.449 | 0.000 | 0.000 | ||
| 6518 | 2022.10.05 10:20 | modify | 2141 | 1.00 | 144.449 | 145.549 | 143.449 | ||
| 6519 | 2022.10.05 19:10 | close | 2141 | 1.00 | 144.646 | 145.549 | 143.449 | -19700.00 | 8558400.00 |
| 6520 | 2022.10.05 21:45 | buy | 2142 | 1.00 | 144.521 | 0.000 | 0.000 | ||
| 6521 | 2022.10.05 21:45 | modify | 2142 | 1.00 | 144.521 | 143.421 | 145.521 | ||
| 6522 | 2022.10.05 23:05 | close | 2142 | 1.00 | 144.576 | 143.421 | 145.521 | 5500.00 | 8563900.00 |
| 6523 | 2022.10.12 21:15 | buy | 2143 | 1.00 | 146.714 | 0.000 | 0.000 | ||
| 6524 | 2022.10.12 21:15 | modify | 2143 | 1.00 | 146.714 | 145.614 | 147.714 | ||
| 6525 | 2022.10.12 22:00 | close | 2143 | 1.00 | 146.870 | 145.614 | 147.714 | 15600.00 | 8579500.00 |
| 6526 | 2022.10.13 02:15 | buy | 2144 | 1.00 | 146.724 | 0.000 | 0.000 | ||
| 6527 | 2022.10.13 02:15 | modify | 2144 | 1.00 | 146.724 | 145.624 | 147.724 | ||
| 6528 | 2022.10.13 03:55 | close | 2144 | 1.00 | 146.867 | 145.624 | 147.724 | 14300.00 | 8593800.00 |
| 6529 | 2022.10.24 14:50 | buy | 2145 | 1.00 | 148.854 | 0.000 | 0.000 | ||
| 6530 | 2022.10.24 14:50 | modify | 2145 | 1.00 | 148.854 | 147.754 | 149.854 | ||
| 6531 | 2022.10.24 14:55 | close | 2145 | 1.00 | 149.024 | 147.754 | 149.854 | 17000.00 | 8610800.00 |
| 6532 | 2022.10.27 05:35 | sell | 2146 | 1.00 | 146.383 | 0.000 | 0.000 | ||
| 6533 | 2022.10.27 05:35 | modify | 2146 | 1.00 | 146.383 | 147.483 | 145.383 | ||
| 6534 | 2022.10.27 06:10 | close | 2146 | 1.00 | 146.197 | 147.483 | 145.383 | 18600.00 | 8629400.00 |
| 6535 | 2022.10.27 12:10 | sell | 2147 | 1.00 | 146.164 | 0.000 | 0.000 | ||
| 6536 | 2022.10.27 12:10 | modify | 2147 | 1.00 | 146.164 | 147.264 | 145.164 | ||
| 6537 | 2022.10.27 15:10 | modify | 2147 | 1.00 | 146.164 | 147.264 | 146.564 | ||
| 6538 | 2022.10.27 15:30 | t/p | 2147 | 1.00 | 146.563 | 147.264 | 146.564 | -39900.00 | 8589500.00 |
| 6539 | 2022.10.31 07:05 | buy | 2148 | 1.00 | 147.826 | 0.000 | 0.000 | ||
| 6540 | 2022.10.31 07:05 | modify | 2148 | 1.00 | 147.826 | 146.726 | 148.826 | ||
| 6541 | 2022.10.31 10:20 | close | 2148 | 1.00 | 147.977 | 146.726 | 148.826 | 15100.00 | 8604600.00 |
| 6542 | 2022.11.01 17:05 | sell | 2149 | 1.00 | 147.948 | 0.000 | 0.000 | ||
| 6543 | 2022.11.01 17:05 | modify | 2149 | 1.00 | 147.948 | 149.048 | 146.948 | ||
| 6544 | 2022.11.02 01:30 | close | 2149 | 1.00 | 148.175 | 149.048 | 146.948 | -22700.00 | 8581900.00 |
| 6545 | 2022.11.02 07:50 | sell | 2150 | 1.00 | 147.681 | 0.000 | 0.000 | ||
| 6546 | 2022.11.02 07:50 | modify | 2150 | 1.00 | 147.681 | 148.781 | 146.681 | ||
| 6547 | 2022.11.02 08:40 | close | 2150 | 1.00 | 147.449 | 148.781 | 146.681 | 23200.00 | 8605100.00 |
| 6548 | 2022.11.03 03:55 | buy | 2151 | 1.00 | 147.509 | 0.000 | 0.000 | ||
| 6549 | 2022.11.03 03:55 | modify | 2151 | 1.00 | 147.509 | 146.409 | 148.509 | ||
| 6550 | 2022.11.03 09:00 | close | 2151 | 1.00 | 147.396 | 146.409 | 148.509 | -11300.00 | 8593800.00 |
| 6551 | 2022.11.03 17:05 | buy | 2152 | 1.00 | 147.679 | 0.000 | 0.000 | ||
| 6552 | 2022.11.03 17:05 | modify | 2152 | 1.00 | 147.679 | 146.579 | 148.679 | ||
| 6553 | 2022.11.03 17:10 | close | 2152 | 1.00 | 147.871 | 146.579 | 148.679 | 19200.00 | 8613000.00 |
| 6554 | 2022.11.08 11:45 | buy | 2153 | 1.00 | 146.236 | 0.000 | 0.000 | ||
| 6555 | 2022.11.08 11:45 | modify | 2153 | 1.00 | 146.236 | 145.136 | 147.236 | ||
| 6556 | 2022.11.08 14:15 | close | 2153 | 1.00 | 146.425 | 145.136 | 147.236 | 18900.00 | 8631900.00 |
| 6557 | 2022.11.11 03:50 | sell | 2154 | 1.00 | 142.469 | 0.000 | 0.000 | ||
| 6558 | 2022.11.11 03:50 | modify | 2154 | 1.00 | 142.469 | 143.569 | 141.469 | ||
| 6559 | 2022.11.11 04:25 | close | 2154 | 1.00 | 142.308 | 143.569 | 141.469 | 16100.00 | 8648000.00 |
| 6560 | 2022.11.14 20:50 | buy | 2155 | 1.00 | 139.874 | 0.000 | 0.000 | ||
| 6561 | 2022.11.14 20:50 | modify | 2155 | 1.00 | 139.874 | 138.774 | 140.874 | ||
| 6562 | 2022.11.15 00:55 | close | 2155 | 1.00 | 139.962 | 138.774 | 140.874 | 8800.00 | 8656800.00 |
| 6563 | 2022.11.16 10:00 | buy | 2156 | 1.00 | 139.375 | 0.000 | 0.000 | ||
| 6564 | 2022.11.16 10:00 | modify | 2156 | 1.00 | 139.375 | 138.275 | 140.375 | ||
| 6565 | 2022.11.16 10:35 | close | 2156 | 1.00 | 139.619 | 138.275 | 140.375 | 24400.00 | 8681200.00 |
| 6566 | 2022.11.17 20:35 | buy | 2157 | 1.00 | 140.118 | 0.000 | 0.000 | ||
| 6567 | 2022.11.17 20:35 | modify | 2157 | 1.00 | 140.118 | 139.018 | 141.118 | ||
| 6568 | 2022.11.17 21:10 | close | 2157 | 1.00 | 140.278 | 139.018 | 141.118 | 16000.00 | 8697200.00 |
| 6569 | 2022.11.18 18:50 | sell | 2158 | 1.00 | 140.117 | 0.000 | 0.000 | ||
| 6570 | 2022.11.18 18:50 | modify | 2158 | 1.00 | 140.117 | 141.217 | 139.117 | ||
| 6571 | 2022.11.18 22:00 | close | 2158 | 1.00 | 140.381 | 141.217 | 139.117 | -26400.00 | 8670800.00 |
| 6572 | 2022.11.29 02:20 | buy | 2159 | 1.00 | 138.558 | 0.000 | 0.000 | ||
| 6573 | 2022.11.29 02:20 | modify | 2159 | 1.00 | 138.558 | 137.458 | 139.558 | ||
| 6574 | 2022.11.29 02:45 | close | 2159 | 1.00 | 138.714 | 137.458 | 139.558 | 15600.00 | 8686400.00 |
| 6575 | 2022.11.29 15:50 | sell | 2160 | 1.00 | 138.505 | 0.000 | 0.000 | ||
| 6576 | 2022.11.29 15:50 | modify | 2160 | 1.00 | 138.505 | 139.605 | 137.505 | ||
| 6577 | 2022.11.29 17:25 | close | 2160 | 1.00 | 138.328 | 139.605 | 137.505 | 17700.00 | 8704100.00 |
| 6578 | 2022.11.30 14:10 | buy | 2161 | 1.00 | 138.540 | 0.000 | 0.000 | ||
| 6579 | 2022.11.30 14:10 | modify | 2161 | 1.00 | 138.540 | 137.440 | 139.540 | ||
| 6580 | 2022.11.30 14:35 | close | 2161 | 1.00 | 138.731 | 137.440 | 139.540 | 19100.00 | 8723200.00 |
| 6581 | 2022.12.06 02:20 | buy | 2162 | 1.00 | 136.447 | 0.000 | 0.000 | ||
| 6582 | 2022.12.06 02:20 | modify | 2162 | 1.00 | 136.447 | 135.347 | 137.447 | ||
| 6583 | 2022.12.06 04:25 | close | 2162 | 1.00 | 136.629 | 135.347 | 137.447 | 18200.00 | 8741400.00 |
| 6584 | 2022.12.08 03:20 | sell | 2163 | 1.00 | 136.985 | 0.000 | 0.000 | ||
| 6585 | 2022.12.08 03:20 | modify | 2163 | 1.00 | 136.985 | 138.085 | 135.985 | ||
| 6586 | 2022.12.08 03:40 | close | 2163 | 1.00 | 136.823 | 138.085 | 135.985 | 16200.00 | 8757600.00 |
| 6587 | 2022.12.08 06:25 | sell | 2164 | 1.00 | 137.223 | 0.000 | 0.000 | ||
| 6588 | 2022.12.08 06:25 | modify | 2164 | 1.00 | 137.223 | 138.323 | 136.223 | ||
| 6589 | 2022.12.08 06:55 | close | 2164 | 1.00 | 137.051 | 138.323 | 136.223 | 17200.00 | 8774800.00 |
| 6590 | 2022.12.12 12:05 | buy | 2165 | 1.00 | 136.643 | 0.000 | 0.000 | ||
| 6591 | 2022.12.12 12:05 | modify | 2165 | 1.00 | 136.643 | 135.543 | 137.643 | ||
| 6592 | 2022.12.12 14:00 | close | 2165 | 1.00 | 136.817 | 135.543 | 137.643 | 17400.00 | 8792200.00 |
| 6593 | 2022.12.13 09:35 | buy | 2166 | 1.00 | 137.363 | 0.000 | 0.000 | ||
| 6594 | 2022.12.13 09:35 | modify | 2166 | 1.00 | 137.363 | 136.263 | 138.363 | ||
| 6595 | 2022.12.13 10:20 | close | 2166 | 1.00 | 137.515 | 136.263 | 138.363 | 15200.00 | 8807400.00 |
| 6596 | 2022.12.14 21:05 | sell | 2167 | 1.00 | 135.500 | 0.000 | 0.000 | ||
| 6597 | 2022.12.14 21:05 | modify | 2167 | 1.00 | 135.500 | 136.600 | 134.500 | ||
| 6598 | 2022.12.14 21:55 | close | 2167 | 1.00 | 135.317 | 136.600 | 134.500 | 18300.00 | 8825700.00 |
| 6599 | 2022.12.16 02:10 | buy | 2168 | 1.00 | 137.659 | 0.000 | 0.000 | ||
| 6600 | 2022.12.16 02:10 | modify | 2168 | 1.00 | 137.659 | 136.559 | 138.659 | ||