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 |
| 6751 | 2023.04.13 21:15 | modify | 2217 | 1.00 | 132.656 | 133.756 | 131.656 | ||
| 6752 | 2023.04.13 23:25 | close | 2217 | 1.00 | 132.645 | 133.756 | 131.656 | 1100.00 | 8876300.00 |
| 6753 | 2023.04.17 15:00 | buy | 2218 | 1.00 | 133.783 | 0.000 | 0.000 | ||
| 6754 | 2023.04.17 15:00 | modify | 2218 | 1.00 | 133.783 | 132.683 | 134.783 | ||
| 6755 | 2023.04.17 15:35 | close | 2218 | 1.00 | 134.035 | 132.683 | 134.783 | 25200.00 | 8901500.00 |
| 6756 | 2023.04.19 15:45 | buy | 2219 | 1.00 | 134.446 | 0.000 | 0.000 | ||
| 6757 | 2023.04.19 15:45 | modify | 2219 | 1.00 | 134.446 | 133.346 | 135.446 | ||
| 6758 | 2023.04.19 17:50 | close | 2219 | 1.00 | 134.541 | 133.346 | 135.446 | 9500.00 | 8911000.00 |
| 6759 | 2023.04.20 20:55 | sell | 2220 | 1.00 | 134.269 | 0.000 | 0.000 | ||
| 6760 | 2023.04.20 20:55 | modify | 2220 | 1.00 | 134.269 | 135.369 | 133.269 | ||
| 6761 | 2023.04.20 23:05 | close | 2220 | 1.00 | 134.223 | 135.369 | 133.269 | 4600.00 | 8915600.00 |
| 6762 | 2023.04.24 17:45 | buy | 2221 | 1.00 | 134.380 | 0.000 | 0.000 | ||
| 6763 | 2023.04.24 17:45 | modify | 2221 | 1.00 | 134.380 | 133.280 | 135.380 | ||
| 6764 | 2023.04.25 03:15 | close | 2221 | 1.00 | 134.188 | 133.280 | 135.380 | -19200.00 | 8896400.00 |
| 6765 | 2023.04.26 14:45 | sell | 2222 | 1.00 | 133.746 | 0.000 | 0.000 | ||
| 6766 | 2023.04.26 14:45 | modify | 2222 | 1.00 | 133.746 | 134.846 | 132.746 | ||
| 6767 | 2023.04.26 16:10 | close | 2222 | 1.00 | 133.552 | 134.846 | 132.746 | 19400.00 | 8915800.00 |
| 6768 | 2023.05.01 10:20 | buy | 2223 | 1.00 | 136.706 | 0.000 | 0.000 | ||
| 6769 | 2023.05.01 10:20 | modify | 2223 | 1.00 | 136.706 | 135.606 | 137.706 | ||
| 6770 | 2023.05.01 14:35 | close | 2223 | 1.00 | 136.769 | 135.606 | 137.706 | 6300.00 | 8922100.00 |
| 6771 | 2023.05.04 10:35 | sell | 2224 | 1.00 | 134.774 | 0.000 | 0.000 | ||
| 6772 | 2023.05.04 10:35 | modify | 2224 | 1.00 | 134.774 | 135.874 | 133.774 | ||
| 6773 | 2023.05.04 11:15 | close | 2224 | 1.00 | 134.619 | 135.874 | 133.774 | 15500.00 | 8937600.00 |
| 6774 | 2023.05.08 21:05 | sell | 2225 | 1.00 | 135.010 | 0.000 | 0.000 | ||
| 6775 | 2023.05.08 21:05 | modify | 2225 | 1.00 | 135.010 | 136.110 | 134.010 | ||
| 6776 | 2023.05.09 00:05 | close | 2225 | 1.00 | 135.094 | 136.110 | 134.010 | -8400.00 | 8929200.00 |
| 6777 | 2023.05.11 10:10 | sell | 2226 | 1.00 | 134.510 | 0.000 | 0.000 | ||
| 6778 | 2023.05.11 10:10 | modify | 2226 | 1.00 | 134.510 | 135.610 | 133.510 | ||
| 6779 | 2023.05.11 13:50 | close | 2226 | 1.00 | 134.564 | 135.610 | 133.510 | -5400.00 | 8923800.00 |
| 6780 | 2023.05.15 10:15 | buy | 2227 | 1.00 | 135.888 | 0.000 | 0.000 | ||
| 6781 | 2023.05.15 10:15 | modify | 2227 | 1.00 | 135.888 | 134.788 | 136.888 | ||
| 6782 | 2023.05.15 11:30 | close | 2227 | 1.00 | 136.047 | 134.788 | 136.888 | 15900.00 | 8939700.00 |
| 6783 | 2023.05.15 15:35 | buy | 2228 | 1.00 | 135.892 | 0.000 | 0.000 | ||
| 6784 | 2023.05.15 15:35 | modify | 2228 | 1.00 | 135.892 | 134.792 | 136.892 | ||
| 6785 | 2023.05.15 16:00 | close | 2228 | 1.00 | 135.892 | 134.792 | 136.892 | 0.00 | 8939700.00 |
| 6786 | 2023.05.16 21:15 | buy | 2229 | 1.00 | 136.303 | 0.000 | 0.000 | ||
| 6787 | 2023.05.16 21:15 | modify | 2229 | 1.00 | 136.303 | 135.203 | 137.303 | ||
| 6788 | 2023.05.16 23:15 | close | 2229 | 1.00 | 136.386 | 135.203 | 137.303 | 8300.00 | 8948000.00 |
| 6789 | 2023.05.18 04:10 | buy | 2230 | 1.00 | 137.357 | 0.000 | 0.000 | ||
| 6790 | 2023.05.18 04:10 | modify | 2230 | 1.00 | 137.357 | 136.257 | 138.357 | ||
| 6791 | 2023.05.18 06:10 | close | 2230 | 1.00 | 137.520 | 136.257 | 138.357 | 16300.00 | 8964300.00 |
| 6792 | 2023.05.19 02:10 | buy | 2231 | 1.00 | 138.533 | 0.000 | 0.000 | ||
| 6793 | 2023.05.19 02:10 | modify | 2231 | 1.00 | 138.533 | 137.433 | 139.533 | ||
| 6794 | 2023.05.19 13:20 | close | 2231 | 1.00 | 138.251 | 137.433 | 139.533 | -28200.00 | 8936100.00 |
| 6795 | 2023.05.19 14:25 | sell | 2232 | 1.00 | 138.423 | 0.000 | 0.000 | ||
| 6796 | 2023.05.19 14:25 | modify | 2232 | 1.00 | 138.423 | 139.523 | 137.423 | ||
| 6797 | 2023.05.19 15:40 | close | 2232 | 1.00 | 138.265 | 139.523 | 137.423 | 15800.00 | 8951900.00 |
| 6798 | 2023.05.19 22:15 | sell | 2233 | 1.00 | 138.090 | 0.000 | 0.000 | ||
| 6799 | 2023.05.19 22:15 | modify | 2233 | 1.00 | 138.090 | 139.190 | 137.090 | ||
| 6800 | 2023.05.19 23:00 | close | 2233 | 1.00 | 137.974 | 139.190 | 137.090 | 11600.00 | 8963500.00 |
| 6801 | 2023.05.22 08:05 | sell | 2234 | 1.00 | 137.816 | 0.000 | 0.000 | ||
| 6802 | 2023.05.22 08:05 | modify | 2234 | 1.00 | 137.816 | 138.916 | 136.816 | ||
| 6803 | 2023.05.22 15:45 | modify | 2234 | 1.00 | 137.816 | 138.916 | 138.216 | ||
| 6804 | 2023.05.22 16:00 | close | 2234 | 1.00 | 138.427 | 138.916 | 138.216 | -61100.00 | 8902400.00 |
| 6805 | 2023.05.29 05:10 | buy | 2235 | 1.00 | 140.464 | 0.000 | 0.000 | ||
| 6806 | 2023.05.29 05:10 | modify | 2235 | 1.00 | 140.464 | 139.364 | 141.464 | ||
| 6807 | 2023.05.29 06:30 | close | 2235 | 1.00 | 140.605 | 139.364 | 141.464 | 14100.00 | 8916500.00 |
| 6808 | 2023.05.29 18:10 | sell | 2236 | 1.00 | 140.356 | 0.000 | 0.000 | ||
| 6809 | 2023.05.29 18:10 | modify | 2236 | 1.00 | 140.356 | 141.456 | 139.356 | ||
| 6810 | 2023.05.30 03:40 | close | 2236 | 1.00 | 140.285 | 141.456 | 139.356 | 7100.00 | 8923600.00 |
| 6811 | 2023.06.06 14:20 | sell | 2237 | 1.00 | 139.506 | 0.000 | 0.000 | ||
| 6812 | 2023.06.06 14:20 | modify | 2237 | 1.00 | 139.506 | 140.606 | 138.506 | ||
| 6813 | 2023.06.06 18:35 | close | 2237 | 1.00 | 139.677 | 140.606 | 138.506 | -17100.00 | 8906500.00 |
| 6814 | 2023.06.08 02:55 | buy | 2238 | 1.00 | 139.894 | 0.000 | 0.000 | ||
| 6815 | 2023.06.08 02:55 | modify | 2238 | 1.00 | 139.894 | 138.794 | 140.894 | ||
| 6816 | 2023.06.08 04:25 | close | 2238 | 1.00 | 140.036 | 138.794 | 140.894 | 14200.00 | 8920700.00 |
| 6817 | 2023.06.08 07:30 | buy | 2239 | 1.00 | 139.762 | 0.000 | 0.000 | ||
| 6818 | 2023.06.08 07:30 | modify | 2239 | 1.00 | 139.762 | 138.662 | 140.762 | ||
| 6819 | 2023.06.08 09:05 | close | 2239 | 1.00 | 139.860 | 138.662 | 140.762 | 9800.00 | 8930500.00 |
| 6820 | 2023.06.09 03:15 | sell | 2240 | 1.00 | 139.011 | 0.000 | 0.000 | ||
| 6821 | 2023.06.09 03:15 | modify | 2240 | 1.00 | 139.011 | 140.111 | 138.011 | ||
| 6822 | 2023.06.09 11:05 | modify | 2240 | 1.00 | 139.011 | 140.111 | 139.411 | ||
| 6823 | 2023.06.09 14:20 | close | 2240 | 1.00 | 139.498 | 140.111 | 139.411 | -48700.00 | 8881800.00 |
| 6824 | 2023.06.09 15:35 | buy | 2241 | 1.00 | 139.110 | 0.000 | 0.000 | ||
| 6825 | 2023.06.09 15:35 | modify | 2241 | 1.00 | 139.110 | 138.010 | 140.110 | ||
| 6826 | 2023.06.09 15:55 | close | 2241 | 1.00 | 139.321 | 138.010 | 140.110 | 21100.00 | 8902900.00 |
| 6827 | 2023.06.14 03:30 | buy | 2242 | 1.00 | 140.076 | 0.000 | 0.000 | ||
| 6828 | 2023.06.14 03:30 | modify | 2242 | 1.00 | 140.076 | 138.976 | 141.076 | ||
| 6829 | 2023.06.14 08:20 | close | 2242 | 1.00 | 140.130 | 138.976 | 141.076 | 5400.00 | 8908300.00 |
| 6830 | 2023.06.14 21:05 | sell | 2243 | 1.00 | 139.902 | 0.000 | 0.000 | ||
| 6831 | 2023.06.14 21:05 | modify | 2243 | 1.00 | 139.902 | 141.002 | 138.902 | ||
| 6832 | 2023.06.14 21:50 | close | 2243 | 1.00 | 139.665 | 141.002 | 138.902 | 23700.00 | 8932000.00 |
| 6833 | 2023.06.15 12:25 | buy | 2244 | 1.00 | 140.869 | 0.000 | 0.000 | ||
| 6834 | 2023.06.15 12:25 | modify | 2244 | 1.00 | 140.869 | 139.769 | 141.869 | ||
| 6835 | 2023.06.15 12:35 | close | 2244 | 1.00 | 141.069 | 139.769 | 141.869 | 20000.00 | 8952000.00 |
| 6836 | 2023.06.15 15:55 | buy | 2245 | 1.00 | 140.699 | 0.000 | 0.000 | ||
| 6837 | 2023.06.15 15:55 | modify | 2245 | 1.00 | 140.699 | 139.599 | 141.699 | ||
| 6838 | 2023.06.15 18:10 | close | 2245 | 1.00 | 140.606 | 139.599 | 141.699 | -9300.00 | 8942700.00 |
| 6839 | 2023.06.16 05:50 | sell | 2246 | 1.00 | 140.549 | 0.000 | 0.000 | ||
| 6840 | 2023.06.16 05:50 | modify | 2246 | 1.00 | 140.549 | 141.649 | 139.549 | ||
| 6841 | 2023.06.16 06:25 | close | 2246 | 1.00 | 140.389 | 141.649 | 139.549 | 16000.00 | 8958700.00 |
| 6842 | 2023.06.19 06:40 | buy | 2247 | 1.00 | 141.677 | 0.000 | 0.000 | ||
| 6843 | 2023.06.19 06:40 | modify | 2247 | 1.00 | 141.677 | 140.577 | 142.677 | ||
| 6844 | 2023.06.19 10:20 | close | 2247 | 1.00 | 141.744 | 140.577 | 142.677 | 6700.00 | 8965400.00 |
| 6845 | 2023.06.26 02:00 | buy | 2248 | 1.00 | 143.470 | 0.000 | 0.000 | ||
| 6846 | 2023.06.26 02:00 | modify | 2248 | 1.00 | 143.470 | 142.370 | 144.470 | ||
| 6847 | 2023.06.26 04:40 | close | 2248 | 1.00 | 143.653 | 142.370 | 144.470 | 18300.00 | 8983700.00 |
| 6848 | 2023.06.26 17:10 | sell | 2249 | 1.00 | 143.528 | 0.000 | 0.000 | ||
| 6849 | 2023.06.26 17:10 | modify | 2249 | 1.00 | 143.528 | 144.628 | 142.528 | ||
| 6850 | 2023.06.27 00:55 | close | 2249 | 1.00 | 143.481 | 144.628 | 142.528 | 4700.00 | 8988400.00 |
| 6851 | 2023.07.06 15:50 | sell | 2250 | 1.00 | 144.322 | 0.000 | 0.000 | ||
| 6852 | 2023.07.06 15:50 | modify | 2250 | 1.00 | 144.322 | 145.422 | 143.322 | ||
| 6853 | 2023.07.06 16:05 | close | 2250 | 1.00 | 144.135 | 145.422 | 143.322 | 18700.00 | 9007100.00 |
| 6854 | 2023.07.06 17:35 | sell | 2251 | 1.00 | 144.606 | 0.000 | 0.000 | ||
| 6855 | 2023.07.06 17:35 | modify | 2251 | 1.00 | 144.606 | 145.706 | 143.606 | ||
| 6856 | 2023.07.06 17:50 | close | 2251 | 1.00 | 144.446 | 145.706 | 143.606 | 16000.00 | 9023100.00 |
| 6857 | 2023.07.11 16:40 | sell | 2252 | 1.00 | 140.801 | 0.000 | 0.000 | ||
| 6858 | 2023.07.11 16:40 | modify | 2252 | 1.00 | 140.801 | 141.901 | 139.801 | ||
| 6859 | 2023.07.11 18:00 | close | 2252 | 1.00 | 140.604 | 141.901 | 139.801 | 19700.00 | 9042800.00 |
| 6860 | 2023.07.14 08:50 | sell | 2253 | 1.00 | 137.869 | 0.000 | 0.000 | ||
| 6861 | 2023.07.14 08:50 | modify | 2253 | 1.00 | 137.869 | 138.969 | 136.869 | ||
| 6862 | 2023.07.14 12:45 | modify | 2253 | 1.00 | 137.869 | 138.969 | 138.269 | ||
| 6863 | 2023.07.14 14:15 | close | 2253 | 1.00 | 138.392 | 138.969 | 138.269 | -52300.00 | 8990500.00 |
| 6864 | 2023.07.17 03:25 | buy | 2254 | 1.00 | 138.560 | 0.000 | 0.000 | ||
| 6865 | 2023.07.17 03:25 | modify | 2254 | 1.00 | 138.560 | 137.460 | 139.560 | ||
| 6866 | 2023.07.17 10:40 | close | 2254 | 1.00 | 138.709 | 137.460 | 139.560 | 14900.00 | 9005400.00 |
| 6867 | 2023.07.26 19:35 | sell | 2255 | 1.00 | 140.569 | 0.000 | 0.000 | ||
| 6868 | 2023.07.26 19:35 | modify | 2255 | 1.00 | 140.569 | 141.669 | 139.569 | ||
| 6869 | 2023.07.26 20:50 | close | 2255 | 1.00 | 140.502 | 141.669 | 139.569 | 6700.00 | 9012100.00 |
| 6870 | 2023.07.27 20:05 | buy | 2256 | 1.00 | 140.271 | 0.000 | 0.000 | ||
| 6871 | 2023.07.27 20:05 | modify | 2256 | 1.00 | 140.271 | 139.171 | 141.271 | ||
| 6872 | 2023.07.27 20:10 | close | 2256 | 1.00 | 140.111 | 139.171 | 141.271 | -16000.00 | 8996100.00 |
| 6873 | 2023.08.01 09:40 | buy | 2257 | 1.00 | 142.565 | 0.000 | 0.000 | ||
| 6874 | 2023.08.01 09:40 | modify | 2257 | 1.00 | 142.565 | 141.465 | 143.565 | ||
| 6875 | 2023.08.01 10:10 | close | 2257 | 1.00 | 142.739 | 141.465 | 143.565 | 17400.00 | 9013500.00 |
| 6876 | 2023.08.02 14:50 | sell | 2258 | 1.00 | 142.929 | 0.000 | 0.000 | ||
| 6877 | 2023.08.02 14:50 | modify | 2258 | 1.00 | 142.929 | 144.029 | 141.929 | ||
| 6878 | 2023.08.02 15:05 | close | 2258 | 1.00 | 142.738 | 144.029 | 141.929 | 19100.00 | 9032600.00 |
| 6879 | 2023.08.02 16:10 | sell | 2259 | 1.00 | 143.233 | 0.000 | 0.000 | ||
| 6880 | 2023.08.02 16:10 | modify | 2259 | 1.00 | 143.233 | 144.333 | 142.233 | ||
| 6881 | 2023.08.02 18:55 | close | 2259 | 1.00 | 143.167 | 144.333 | 142.233 | 6600.00 | 9039200.00 |
| 6882 | 2023.08.04 03:15 | sell | 2260 | 1.00 | 142.681 | 0.000 | 0.000 | ||
| 6883 | 2023.08.04 03:15 | modify | 2260 | 1.00 | 142.681 | 143.781 | 141.681 | ||
| 6884 | 2023.08.04 05:40 | close | 2260 | 1.00 | 142.506 | 143.781 | 141.681 | 17500.00 | 9056700.00 |
| 6885 | 2023.08.17 17:35 | sell | 2261 | 1.00 | 146.145 | 0.000 | 0.000 | ||
| 6886 | 2023.08.17 17:35 | modify | 2261 | 1.00 | 146.145 | 147.245 | 145.145 | ||
| 6887 | 2023.08.17 18:10 | close | 2261 | 1.00 | 145.965 | 147.245 | 145.145 | 18000.00 | 9074700.00 |
| 6888 | 2023.08.18 11:40 | sell | 2262 | 1.00 | 145.567 | 0.000 | 0.000 | ||
| 6889 | 2023.08.18 11:40 | modify | 2262 | 1.00 | 145.567 | 146.667 | 144.567 | ||
| 6890 | 2023.08.18 14:35 | close | 2262 | 1.00 | 145.402 | 146.667 | 144.567 | 16500.00 | 9091200.00 |
| 6891 | 2023.08.18 15:25 | sell | 2263 | 1.00 | 145.723 | 0.000 | 0.000 | ||
| 6892 | 2023.08.18 15:25 | modify | 2263 | 1.00 | 145.723 | 146.823 | 144.723 | ||
| 6893 | 2023.08.18 16:10 | close | 2263 | 1.00 | 145.526 | 146.823 | 144.723 | 19700.00 | 9110900.00 |
| 6894 | 2023.08.22 06:15 | buy | 2264 | 1.00 | 145.879 | 0.000 | 0.000 | ||
| 6895 | 2023.08.22 06:15 | modify | 2264 | 1.00 | 145.879 | 144.779 | 146.879 | ||
| 6896 | 2023.08.22 07:35 | close | 2264 | 1.00 | 146.042 | 144.779 | 146.879 | 16300.00 | 9127200.00 |
| 6897 | 2023.08.22 15:45 | sell | 2265 | 1.00 | 145.968 | 0.000 | 0.000 | ||
| 6898 | 2023.08.22 15:45 | modify | 2265 | 1.00 | 145.968 | 147.068 | 144.968 | ||
| 6899 | 2023.08.22 18:10 | close | 2265 | 1.00 | 145.781 | 147.068 | 144.968 | 18700.00 | 9145900.00 |
| 6900 | 2023.08.24 04:25 | sell | 2266 | 1.00 | 144.977 | 0.000 | 0.000 | ||