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 |
| 6601 | 2022.12.16 04:30 | modify | 2168 | 1.00 | 137.659 | 136.559 | 137.259 | ||
| 6602 | 2022.12.16 05:05 | t/p | 2168 | 1.00 | 137.261 | 136.559 | 137.259 | -39800.00 | 8785900.00 |
| 6603 | 2022.12.19 14:20 | sell | 2169 | 1.00 | 136.397 | 0.000 | 0.000 | ||
| 6604 | 2022.12.19 14:20 | modify | 2169 | 1.00 | 136.397 | 137.497 | 135.397 | ||
| 6605 | 2022.12.19 15:00 | close | 2169 | 1.00 | 136.391 | 137.497 | 135.397 | 600.00 | 8786500.00 |
| 6606 | 2022.12.20 22:55 | sell | 2170 | 1.00 | 131.799 | 0.000 | 0.000 | ||
| 6607 | 2022.12.20 22:55 | modify | 2170 | 1.00 | 131.799 | 132.899 | 130.799 | ||
| 6608 | 2022.12.20 23:30 | close | 2170 | 1.00 | 131.634 | 132.899 | 130.799 | 16500.00 | 8803000.00 |
| 6609 | 2023.01.03 10:10 | sell | 2171 | 1.00 | 130.417 | 0.000 | 0.000 | ||
| 6610 | 2023.01.03 10:10 | modify | 2171 | 1.00 | 130.417 | 131.517 | 129.417 | ||
| 6611 | 2023.01.03 14:05 | modify | 2171 | 1.00 | 130.417 | 131.517 | 130.817 | ||
| 6612 | 2023.01.03 15:10 | t/p | 2171 | 1.00 | 130.813 | 131.517 | 130.817 | -39600.00 | 8763400.00 |
| 6613 | 2023.01.05 01:25 | buy | 2172 | 1.00 | 132.295 | 0.000 | 0.000 | ||
| 6614 | 2023.01.05 01:25 | modify | 2172 | 1.00 | 132.295 | 131.195 | 133.295 | ||
| 6615 | 2023.01.05 01:30 | close | 2172 | 1.00 | 132.253 | 131.195 | 133.295 | -4200.00 | 8759200.00 |
| 6616 | 2023.01.05 02:15 | buy | 2173 | 1.00 | 132.075 | 0.000 | 0.000 | ||
| 6617 | 2023.01.05 02:15 | modify | 2173 | 1.00 | 132.075 | 130.975 | 133.075 | ||
| 6618 | 2023.01.05 05:55 | close | 2173 | 1.00 | 132.258 | 130.975 | 133.075 | 18300.00 | 8777500.00 |
| 6619 | 2023.01.05 19:25 | buy | 2174 | 1.00 | 133.118 | 0.000 | 0.000 | ||
| 6620 | 2023.01.05 19:25 | modify | 2174 | 1.00 | 133.118 | 132.018 | 134.118 | ||
| 6621 | 2023.01.05 19:30 | close | 2174 | 1.00 | 133.211 | 132.018 | 134.118 | 9300.00 | 8786800.00 |
| 6622 | 2023.01.06 15:35 | buy | 2175 | 1.00 | 134.024 | 0.000 | 0.000 | ||
| 6623 | 2023.01.06 15:35 | modify | 2175 | 1.00 | 134.024 | 132.924 | 135.024 | ||
| 6624 | 2023.01.06 15:45 | close | 2175 | 1.00 | 133.541 | 132.924 | 135.024 | -48300.00 | 8738500.00 |
| 6625 | 2023.01.06 15:45 | buy | 2176 | 1.00 | 133.554 | 0.000 | 0.000 | ||
| 6626 | 2023.01.06 15:45 | modify | 2176 | 1.00 | 133.554 | 132.454 | 134.554 | ||
| 6627 | 2023.01.06 16:20 | close | 2176 | 1.00 | 133.801 | 132.454 | 134.554 | 24700.00 | 8763200.00 |
| 6628 | 2023.01.09 09:55 | sell | 2177 | 1.00 | 132.240 | 0.000 | 0.000 | ||
| 6629 | 2023.01.09 09:55 | modify | 2177 | 1.00 | 132.240 | 133.340 | 131.240 | ||
| 6630 | 2023.01.09 10:45 | close | 2177 | 1.00 | 132.076 | 133.340 | 131.240 | 16400.00 | 8779600.00 |
| 6631 | 2023.01.09 11:40 | sell | 2178 | 1.00 | 132.472 | 0.000 | 0.000 | ||
| 6632 | 2023.01.09 11:40 | modify | 2178 | 1.00 | 132.472 | 133.572 | 131.472 | ||
| 6633 | 2023.01.09 14:25 | close | 2178 | 1.00 | 132.313 | 133.572 | 131.472 | 15900.00 | 8795500.00 |
| 6634 | 2023.01.11 07:45 | buy | 2179 | 1.00 | 132.165 | 0.000 | 0.000 | ||
| 6635 | 2023.01.11 07:45 | modify | 2179 | 1.00 | 132.165 | 131.065 | 133.165 | ||
| 6636 | 2023.01.11 08:30 | close | 2179 | 1.00 | 132.328 | 131.065 | 133.165 | 16300.00 | 8811800.00 |
| 6637 | 2023.01.16 21:25 | buy | 2180 | 1.00 | 128.523 | 0.000 | 0.000 | ||
| 6638 | 2023.01.16 21:25 | modify | 2180 | 1.00 | 128.523 | 127.423 | 129.523 | ||
| 6639 | 2023.01.17 02:10 | close | 2180 | 1.00 | 128.422 | 127.423 | 129.523 | -10100.00 | 8801700.00 |
| 6640 | 2023.01.18 02:05 | sell | 2181 | 1.00 | 128.443 | 0.000 | 0.000 | ||
| 6641 | 2023.01.18 02:05 | modify | 2181 | 1.00 | 128.443 | 129.543 | 127.443 | ||
| 6642 | 2023.01.18 04:05 | close | 2181 | 1.00 | 128.484 | 129.543 | 127.443 | -4100.00 | 8797600.00 |
| 6643 | 2023.01.18 10:20 | buy | 2182 | 1.00 | 129.757 | 0.000 | 0.000 | ||
| 6644 | 2023.01.18 10:20 | modify | 2182 | 1.00 | 129.757 | 128.657 | 130.757 | ||
| 6645 | 2023.01.18 10:25 | close | 2182 | 1.00 | 129.795 | 128.657 | 130.757 | 3800.00 | 8801400.00 |
| 6646 | 2023.01.18 11:35 | buy | 2183 | 1.00 | 129.303 | 0.000 | 0.000 | ||
| 6647 | 2023.01.18 11:35 | modify | 2183 | 1.00 | 129.303 | 128.203 | 130.303 | ||
| 6648 | 2023.01.18 12:05 | close | 2183 | 1.00 | 129.468 | 128.203 | 130.303 | 16500.00 | 8817900.00 |
| 6649 | 2023.01.24 23:10 | sell | 2184 | 1.00 | 130.181 | 0.000 | 0.000 | ||
| 6650 | 2023.01.24 23:10 | modify | 2184 | 1.00 | 130.181 | 131.281 | 129.181 | ||
| 6651 | 2023.01.25 01:05 | close | 2184 | 1.00 | 130.073 | 131.281 | 129.181 | 10800.00 | 8828700.00 |
| 6652 | 2023.01.26 09:20 | sell | 2185 | 1.00 | 129.695 | 0.000 | 0.000 | ||
| 6653 | 2023.01.26 09:20 | modify | 2185 | 1.00 | 129.695 | 130.795 | 128.695 | ||
| 6654 | 2023.01.26 09:50 | close | 2185 | 1.00 | 129.526 | 130.795 | 128.695 | 16900.00 | 8845600.00 |
| 6655 | 2023.01.27 01:05 | buy | 2186 | 1.00 | 130.094 | 0.000 | 0.000 | ||
| 6656 | 2023.01.27 01:05 | modify | 2186 | 1.00 | 130.094 | 128.994 | 131.094 | ||
| 6657 | 2023.01.27 05:30 | close | 2186 | 1.00 | 129.865 | 128.994 | 131.094 | -22900.00 | 8822700.00 |
| 6658 | 2023.01.31 03:20 | buy | 2187 | 1.00 | 130.140 | 0.000 | 0.000 | ||
| 6659 | 2023.01.31 03:20 | modify | 2187 | 1.00 | 130.140 | 129.040 | 131.140 | ||
| 6660 | 2023.01.31 06:30 | close | 2187 | 1.00 | 130.354 | 129.040 | 131.140 | 21400.00 | 8844100.00 |
| 6661 | 2023.02.01 21:05 | sell | 2188 | 1.00 | 129.752 | 0.000 | 0.000 | ||
| 6662 | 2023.02.01 21:05 | modify | 2188 | 1.00 | 129.752 | 130.852 | 128.752 | ||
| 6663 | 2023.02.01 21:10 | close | 2188 | 1.00 | 129.587 | 130.852 | 128.752 | 16500.00 | 8860600.00 |
| 6664 | 2023.02.02 08:15 | sell | 2189 | 1.00 | 128.723 | 0.000 | 0.000 | ||
| 6665 | 2023.02.02 08:15 | modify | 2189 | 1.00 | 128.723 | 129.823 | 127.723 | ||
| 6666 | 2023.02.02 10:20 | close | 2189 | 1.00 | 128.574 | 129.823 | 127.723 | 14900.00 | 8875500.00 |
| 6667 | 2023.02.06 21:20 | buy | 2190 | 1.00 | 132.470 | 0.000 | 0.000 | ||
| 6668 | 2023.02.06 21:20 | modify | 2190 | 1.00 | 132.470 | 131.370 | 133.470 | ||
| 6669 | 2023.02.06 22:35 | close | 2190 | 1.00 | 132.651 | 131.370 | 133.470 | 18100.00 | 8893600.00 |
| 6670 | 2023.02.08 03:55 | sell | 2191 | 1.00 | 131.212 | 0.000 | 0.000 | ||
| 6671 | 2023.02.08 03:55 | modify | 2191 | 1.00 | 131.212 | 132.312 | 130.212 | ||
| 6672 | 2023.02.08 05:25 | close | 2191 | 1.00 | 131.104 | 132.312 | 130.212 | 10800.00 | 8904400.00 |
| 6673 | 2023.02.09 18:05 | sell | 2192 | 1.00 | 131.065 | 0.000 | 0.000 | ||
| 6674 | 2023.02.09 18:05 | modify | 2192 | 1.00 | 131.065 | 132.165 | 130.065 | ||
| 6675 | 2023.02.10 00:50 | close | 2192 | 1.00 | 131.502 | 132.165 | 130.065 | -43700.00 | 8860700.00 |
| 6676 | 2023.02.14 12:30 | sell | 2193 | 1.00 | 132.308 | 0.000 | 0.000 | ||
| 6677 | 2023.02.14 12:30 | modify | 2193 | 1.00 | 132.308 | 133.408 | 131.308 | ||
| 6678 | 2023.02.14 14:30 | close | 2193 | 1.00 | 132.149 | 133.408 | 131.308 | 15900.00 | 8876600.00 |
| 6679 | 2023.02.15 02:25 | buy | 2194 | 1.00 | 132.848 | 0.000 | 0.000 | ||
| 6680 | 2023.02.15 02:25 | modify | 2194 | 1.00 | 132.848 | 131.748 | 133.848 | ||
| 6681 | 2023.02.15 04:45 | close | 2194 | 1.00 | 132.843 | 131.748 | 133.848 | -500.00 | 8876100.00 |
| 6682 | 2023.02.16 01:10 | buy | 2195 | 1.00 | 133.912 | 0.000 | 0.000 | ||
| 6683 | 2023.02.16 01:10 | modify | 2195 | 1.00 | 133.912 | 132.812 | 134.912 | ||
| 6684 | 2023.02.16 03:00 | close | 2195 | 1.00 | 134.097 | 132.812 | 134.912 | 18500.00 | 8894600.00 |
| 6685 | 2023.02.16 15:35 | sell | 2196 | 1.00 | 134.065 | 0.000 | 0.000 | ||
| 6686 | 2023.02.16 15:35 | modify | 2196 | 1.00 | 134.065 | 135.165 | 133.065 | ||
| 6687 | 2023.02.16 17:35 | close | 2196 | 1.00 | 134.103 | 135.165 | 133.065 | -3800.00 | 8890800.00 |
| 6688 | 2023.02.17 17:20 | buy | 2197 | 1.00 | 134.211 | 0.000 | 0.000 | ||
| 6689 | 2023.02.17 17:20 | modify | 2197 | 1.00 | 134.211 | 133.111 | 135.211 | ||
| 6690 | 2023.02.17 17:30 | close | 2197 | 1.00 | 134.402 | 133.111 | 135.211 | 19100.00 | 8909900.00 |
| 6691 | 2023.02.20 02:45 | sell | 2198 | 1.00 | 134.449 | 0.000 | 0.000 | ||
| 6692 | 2023.02.20 02:45 | modify | 2198 | 1.00 | 134.449 | 135.549 | 133.449 | ||
| 6693 | 2023.02.20 04:35 | close | 2198 | 1.00 | 134.315 | 135.549 | 133.449 | 13400.00 | 8923300.00 |
| 6694 | 2023.02.20 10:35 | sell | 2199 | 1.00 | 134.300 | 0.000 | 0.000 | ||
| 6695 | 2023.02.20 10:35 | modify | 2199 | 1.00 | 134.300 | 135.400 | 133.300 | ||
| 6696 | 2023.02.20 11:45 | close | 2199 | 1.00 | 134.101 | 135.400 | 133.300 | 19900.00 | 8943200.00 |
| 6697 | 2023.02.20 19:40 | sell | 2200 | 1.00 | 134.191 | 0.000 | 0.000 | ||
| 6698 | 2023.02.20 19:40 | modify | 2200 | 1.00 | 134.191 | 135.291 | 133.191 | ||
| 6699 | 2023.02.21 00:00 | close | 2200 | 1.00 | 134.323 | 135.291 | 133.191 | -13200.00 | 8930000.00 |
| 6700 | 2023.02.22 03:30 | buy | 2201 | 1.00 | 134.620 | 0.000 | 0.000 | ||
| 6701 | 2023.02.22 03:30 | modify | 2201 | 1.00 | 134.620 | 133.520 | 135.620 | ||
| 6702 | 2023.02.22 04:50 | close | 2201 | 1.00 | 134.807 | 133.520 | 135.620 | 18700.00 | 8948700.00 |
| 6703 | 2023.03.03 01:35 | buy | 2202 | 1.00 | 136.606 | 0.000 | 0.000 | ||
| 6704 | 2023.03.03 01:35 | modify | 2202 | 1.00 | 136.606 | 135.506 | 137.606 | ||
| 6705 | 2023.03.03 05:50 | close | 2202 | 1.00 | 136.696 | 135.506 | 137.606 | 9000.00 | 8957700.00 |
| 6706 | 2023.03.08 09:55 | buy | 2203 | 1.00 | 137.483 | 0.000 | 0.000 | ||
| 6707 | 2023.03.08 09:55 | modify | 2203 | 1.00 | 137.483 | 136.383 | 138.483 | ||
| 6708 | 2023.03.08 16:20 | modify | 2203 | 1.00 | 137.483 | 136.383 | 137.083 | ||
| 6709 | 2023.03.08 17:00 | t/p | 2203 | 1.00 | 137.091 | 136.383 | 137.083 | -39200.00 | 8918500.00 |
| 6710 | 2023.03.15 21:30 | sell | 2204 | 1.00 | 133.534 | 0.000 | 0.000 | ||
| 6711 | 2023.03.15 21:30 | modify | 2204 | 1.00 | 133.534 | 134.634 | 132.534 | ||
| 6712 | 2023.03.15 22:05 | close | 2204 | 1.00 | 133.361 | 134.634 | 132.534 | 17300.00 | 8935800.00 |
| 6713 | 2023.03.17 02:10 | buy | 2205 | 1.00 | 133.435 | 0.000 | 0.000 | ||
| 6714 | 2023.03.17 02:10 | modify | 2205 | 1.00 | 133.435 | 132.335 | 134.435 | ||
| 6715 | 2023.03.17 07:35 | close | 2205 | 1.00 | 133.330 | 132.335 | 134.435 | -10500.00 | 8925300.00 |
| 6716 | 2023.03.20 03:15 | sell | 2206 | 1.00 | 132.432 | 0.000 | 0.000 | ||
| 6717 | 2023.03.20 03:15 | modify | 2206 | 1.00 | 132.432 | 133.532 | 131.432 | ||
| 6718 | 2023.03.20 05:20 | close | 2206 | 1.00 | 132.265 | 133.532 | 131.432 | 16700.00 | 8942000.00 |
| 6719 | 2023.03.22 02:10 | buy | 2207 | 1.00 | 132.288 | 0.000 | 0.000 | ||
| 6720 | 2023.03.22 02:10 | modify | 2207 | 1.00 | 132.288 | 131.188 | 133.288 | ||
| 6721 | 2023.03.22 03:10 | close | 2207 | 1.00 | 132.442 | 131.188 | 133.288 | 15400.00 | 8957400.00 |
| 6722 | 2023.03.29 12:25 | buy | 2208 | 1.00 | 131.663 | 0.000 | 0.000 | ||
| 6723 | 2023.03.29 12:25 | modify | 2208 | 1.00 | 131.663 | 130.563 | 132.663 | ||
| 6724 | 2023.03.29 13:30 | close | 2208 | 1.00 | 131.844 | 130.563 | 132.663 | 18100.00 | 8975500.00 |
| 6725 | 2023.03.30 23:55 | sell | 2209 | 1.00 | 132.702 | 0.000 | 0.000 | ||
| 6726 | 2023.03.30 23:55 | modify | 2209 | 1.00 | 132.702 | 133.802 | 131.702 | ||
| 6727 | 2023.03.31 03:10 | modify | 2209 | 1.00 | 132.702 | 133.802 | 133.102 | ||
| 6728 | 2023.03.31 04:22 | t/p | 2209 | 1.00 | 133.104 | 133.802 | 133.102 | -40200.00 | 8935300.00 |
| 6729 | 2023.03.31 15:35 | buy | 2210 | 1.00 | 132.795 | 0.000 | 0.000 | ||
| 6730 | 2023.03.31 15:35 | modify | 2210 | 1.00 | 132.795 | 131.695 | 133.795 | ||
| 6731 | 2023.03.31 15:45 | close | 2210 | 1.00 | 133.007 | 131.695 | 133.795 | 21200.00 | 8956500.00 |
| 6732 | 2023.04.03 13:15 | buy | 2211 | 1.00 | 133.245 | 0.000 | 0.000 | ||
| 6733 | 2023.04.03 13:15 | modify | 2211 | 1.00 | 133.245 | 132.145 | 134.245 | ||
| 6734 | 2023.04.03 16:00 | close | 2211 | 1.00 | 133.097 | 132.145 | 134.245 | -14800.00 | 8941700.00 |
| 6735 | 2023.04.04 04:05 | sell | 2212 | 1.00 | 132.623 | 0.000 | 0.000 | ||
| 6736 | 2023.04.04 04:05 | modify | 2212 | 1.00 | 132.623 | 133.723 | 131.623 | ||
| 6737 | 2023.04.04 07:45 | close | 2212 | 1.00 | 132.720 | 133.723 | 131.623 | -9700.00 | 8932000.00 |
| 6738 | 2023.04.04 16:40 | buy | 2213 | 1.00 | 132.658 | 0.000 | 0.000 | ||
| 6739 | 2023.04.04 16:40 | modify | 2213 | 1.00 | 132.658 | 131.558 | 133.658 | ||
| 6740 | 2023.04.04 17:05 | close | 2213 | 1.00 | 132.117 | 131.558 | 133.658 | -54100.00 | 8877900.00 |
| 6741 | 2023.04.05 23:00 | sell | 2214 | 1.00 | 131.309 | 0.000 | 0.000 | ||
| 6742 | 2023.04.05 23:00 | modify | 2214 | 1.00 | 131.309 | 132.409 | 130.309 | ||
| 6743 | 2023.04.06 01:00 | close | 2214 | 1.00 | 131.269 | 132.409 | 130.309 | 4000.00 | 8881900.00 |
| 6744 | 2023.04.11 03:05 | buy | 2215 | 1.00 | 133.424 | 0.000 | 0.000 | ||
| 6745 | 2023.04.11 03:05 | modify | 2215 | 1.00 | 133.424 | 132.324 | 134.424 | ||
| 6746 | 2023.04.11 04:15 | close | 2215 | 1.00 | 133.542 | 132.324 | 134.424 | 11800.00 | 8893700.00 |
| 6747 | 2023.04.11 17:50 | sell | 2216 | 1.00 | 133.499 | 0.000 | 0.000 | ||
| 6748 | 2023.04.11 17:50 | modify | 2216 | 1.00 | 133.499 | 134.599 | 132.499 | ||
| 6749 | 2023.04.11 22:40 | close | 2216 | 1.00 | 133.684 | 134.599 | 132.499 | -18500.00 | 8875200.00 |
| 6750 | 2023.04.13 21:15 | sell | 2217 | 1.00 | 132.656 | 0.000 | 0.000 | ||