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 |
| 6901 | 2023.08.24 04:25 | modify | 2266 | 1.00 | 144.977 | 146.077 | 143.977 | ||
| 6902 | 2023.08.24 09:50 | close | 2266 | 1.00 | 144.987 | 146.077 | 143.977 | -1000.00 | 9144900.00 |
| 6903 | 2023.08.30 03:10 | sell | 2267 | 1.00 | 146.050 | 0.000 | 0.000 | ||
| 6904 | 2023.08.30 03:10 | modify | 2267 | 1.00 | 146.050 | 147.150 | 145.050 | ||
| 6905 | 2023.08.30 12:20 | close | 2267 | 1.00 | 146.331 | 147.150 | 145.050 | -28100.00 | 9116800.00 |
| 6906 | 2023.08.30 15:35 | buy | 2268 | 1.00 | 145.955 | 0.000 | 0.000 | ||
| 6907 | 2023.08.30 15:35 | modify | 2268 | 1.00 | 145.955 | 144.855 | 146.955 | ||
| 6908 | 2023.08.30 19:05 | close | 2268 | 1.00 | 146.037 | 144.855 | 146.955 | 8200.00 | 9125000.00 |
| 6909 | 2023.09.01 03:25 | sell | 2269 | 1.00 | 145.634 | 0.000 | 0.000 | ||
| 6910 | 2023.09.01 03:25 | modify | 2269 | 1.00 | 145.634 | 146.734 | 144.634 | ||
| 6911 | 2023.09.01 04:05 | close | 2269 | 1.00 | 145.437 | 146.734 | 144.634 | 19700.00 | 9144700.00 |
| 6912 | 2023.09.04 02:15 | buy | 2270 | 1.00 | 146.089 | 0.000 | 0.000 | ||
| 6913 | 2023.09.04 02:15 | modify | 2270 | 1.00 | 146.089 | 144.989 | 147.089 | ||
| 6914 | 2023.09.04 03:55 | close | 2270 | 1.00 | 146.205 | 144.989 | 147.089 | 11600.00 | 9156300.00 |
| 6915 | 2023.09.06 02:05 | buy | 2271 | 1.00 | 147.492 | 0.000 | 0.000 | ||
| 6916 | 2023.09.06 02:05 | modify | 2271 | 1.00 | 147.492 | 146.392 | 148.492 | ||
| 6917 | 2023.09.06 03:35 | close | 2271 | 1.00 | 147.634 | 146.392 | 148.492 | 14200.00 | 9170500.00 |
| 6918 | 2023.09.11 11:40 | sell | 2272 | 1.00 | 146.444 | 0.000 | 0.000 | ||
| 6919 | 2023.09.11 11:40 | modify | 2272 | 1.00 | 146.444 | 147.544 | 145.444 | ||
| 6920 | 2023.09.11 15:10 | close | 2272 | 1.00 | 146.549 | 147.544 | 145.444 | -10500.00 | 9160000.00 |
| 6921 | 2023.09.12 23:35 | buy | 2273 | 1.00 | 147.007 | 0.000 | 0.000 | ||
| 6922 | 2023.09.12 23:35 | modify | 2273 | 1.00 | 147.007 | 145.907 | 148.007 | ||
| 6923 | 2023.09.13 02:15 | close | 2273 | 1.00 | 147.110 | 145.907 | 148.007 | 10300.00 | 9170300.00 |
| 6924 | 2023.09.13 09:10 | buy | 2274 | 1.00 | 147.286 | 0.000 | 0.000 | ||
| 6925 | 2023.09.13 09:10 | modify | 2274 | 1.00 | 147.286 | 146.186 | 148.286 | ||
| 6926 | 2023.09.13 13:35 | close | 2274 | 1.00 | 147.431 | 146.186 | 148.286 | 14500.00 | 9184800.00 |
| 6927 | 2023.09.22 04:55 | sell | 2275 | 1.00 | 147.764 | 0.000 | 0.000 | ||
| 6928 | 2023.09.22 04:55 | modify | 2275 | 1.00 | 147.764 | 148.864 | 146.764 | ||
| 6929 | 2023.09.22 07:45 | close | 2275 | 1.00 | 147.967 | 148.864 | 146.764 | -20300.00 | 9164500.00 |
| 6930 | 2023.09.22 17:40 | buy | 2276 | 1.00 | 147.976 | 0.000 | 0.000 | ||
| 6931 | 2023.09.22 17:40 | modify | 2276 | 1.00 | 147.976 | 146.876 | 148.976 | ||
| 6932 | 2023.09.22 18:10 | close | 2276 | 1.00 | 148.154 | 146.876 | 148.976 | 17800.00 | 9182300.00 |
| 6933 | 2023.10.02 08:40 | buy | 2277 | 1.00 | 149.648 | 0.000 | 0.000 | ||
| 6934 | 2023.10.02 08:40 | modify | 2277 | 1.00 | 149.648 | 148.548 | 150.648 | ||
| 6935 | 2023.10.02 10:55 | close | 2277 | 1.00 | 149.749 | 148.548 | 150.648 | 10100.00 | 9192400.00 |
| 6936 | 2023.10.04 21:40 | sell | 2278 | 1.00 | 149.121 | 0.000 | 0.000 | ||
| 6937 | 2023.10.04 21:40 | modify | 2278 | 1.00 | 149.121 | 150.221 | 148.121 | ||
| 6938 | 2023.10.05 00:05 | close | 2278 | 1.00 | 149.062 | 150.221 | 148.121 | 5900.00 | 9198300.00 |
| 6939 | 2023.10.13 07:20 | buy | 2279 | 1.00 | 149.677 | 0.000 | 0.000 | ||
| 6940 | 2023.10.13 07:20 | modify | 2279 | 1.00 | 149.677 | 148.577 | 150.677 | ||
| 6941 | 2023.10.13 12:10 | close | 2279 | 1.00 | 149.768 | 148.577 | 150.677 | 9100.00 | 9207400.00 |
| 6942 | 2023.10.31 03:10 | sell | 2280 | 1.00 | 149.242 | 0.000 | 0.000 | ||
| 6943 | 2023.10.31 03:10 | modify | 2280 | 1.00 | 149.242 | 150.342 | 148.242 | ||
| 6944 | 2023.10.31 06:05 | close | 2280 | 1.00 | 149.389 | 150.342 | 148.242 | -14700.00 | 9192700.00 |
| 6945 | 2023.11.02 10:50 | sell | 2281 | 1.00 | 150.559 | 0.000 | 0.000 | ||
| 6946 | 2023.11.02 10:50 | modify | 2281 | 1.00 | 150.559 | 151.659 | 149.559 | ||
| 6947 | 2023.11.02 11:00 | close | 2281 | 1.00 | 150.380 | 151.659 | 149.559 | 17900.00 | 9210600.00 |
| 6948 | 2023.11.06 02:15 | sell | 2282 | 1.00 | 149.585 | 0.000 | 0.000 | ||
| 6949 | 2023.11.06 02:15 | modify | 2282 | 1.00 | 149.585 | 150.685 | 148.585 | ||
| 6950 | 2023.11.06 06:10 | close | 2282 | 1.00 | 149.560 | 150.685 | 148.585 | 2500.00 | 9213100.00 |
| 6951 | 2023.11.15 02:15 | sell | 2283 | 1.00 | 150.642 | 0.000 | 0.000 | ||
| 6952 | 2023.11.15 02:15 | modify | 2283 | 1.00 | 150.642 | 151.742 | 149.642 | ||
| 6953 | 2023.11.15 10:55 | close | 2283 | 1.00 | 150.523 | 151.742 | 149.642 | 11900.00 | 9225000.00 |
| 6954 | 2023.11.16 11:10 | buy | 2284 | 1.00 | 151.234 | 0.000 | 0.000 | ||
| 6955 | 2023.11.16 11:10 | modify | 2284 | 1.00 | 151.234 | 150.134 | 152.234 | ||
| 6956 | 2023.11.16 14:10 | close | 2284 | 1.00 | 151.274 | 150.134 | 152.234 | 4000.00 | 9229000.00 |
| 6957 | 2023.11.16 22:30 | sell | 2285 | 1.00 | 150.682 | 0.000 | 0.000 | ||
| 6958 | 2023.11.16 22:30 | modify | 2285 | 1.00 | 150.682 | 151.782 | 149.682 | ||
| 6959 | 2023.11.17 00:05 | close | 2285 | 1.00 | 150.737 | 151.782 | 149.682 | -5500.00 | 9223500.00 |
| 6960 | 2023.11.20 01:30 | sell | 2286 | 1.00 | 149.839 | 0.000 | 0.000 | ||
| 6961 | 2023.11.20 01:30 | modify | 2286 | 1.00 | 149.839 | 150.939 | 148.839 | ||
| 6962 | 2023.11.20 03:05 | close | 2286 | 1.00 | 149.681 | 150.939 | 148.839 | 15800.00 | 9239300.00 |
| 6963 | 2023.11.22 13:10 | buy | 2287 | 1.00 | 148.713 | 0.000 | 0.000 | ||
| 6964 | 2023.11.22 13:10 | modify | 2287 | 1.00 | 148.713 | 147.613 | 149.713 | ||
| 6965 | 2023.11.22 15:35 | close | 2287 | 1.00 | 148.897 | 147.613 | 149.713 | 18400.00 | 9257700.00 |
| 6966 | 2023.11.29 05:40 | sell | 2288 | 1.00 | 147.231 | 0.000 | 0.000 | ||
| 6967 | 2023.11.29 05:40 | modify | 2288 | 1.00 | 147.231 | 148.331 | 146.231 | ||
| 6968 | 2023.11.29 07:00 | close | 2288 | 1.00 | 147.103 | 148.331 | 146.231 | 12800.00 | 9270500.00 |
| 6969 | 2023.11.30 01:05 | buy | 2289 | 1.00 | 146.971 | 0.000 | 0.000 | ||
| 6970 | 2023.11.30 01:05 | modify | 2289 | 1.00 | 146.971 | 145.871 | 147.971 | ||
| 6971 | 2023.11.30 02:05 | close | 2289 | 1.00 | 147.124 | 145.871 | 147.971 | 15300.00 | 9285800.00 |
| 6972 | 2023.12.01 01:05 | buy | 2290 | 1.00 | 148.095 | 0.000 | 0.000 | ||
| 6973 | 2023.12.01 01:05 | modify | 2290 | 1.00 | 148.095 | 146.995 | 149.095 | ||
| 6974 | 2023.12.01 04:55 | close | 2290 | 1.00 | 147.944 | 146.995 | 149.095 | -15100.00 | 9270700.00 |
| 6975 | 2023.12.04 06:05 | sell | 2291 | 1.00 | 146.820 | 0.000 | 0.000 | ||
| 6976 | 2023.12.04 06:05 | modify | 2291 | 1.00 | 146.820 | 147.920 | 145.820 | ||
| 6977 | 2023.12.04 08:15 | close | 2291 | 1.00 | 146.688 | 147.920 | 145.820 | 13200.00 | 9283900.00 |
| 6978 | 2023.12.04 10:05 | sell | 2292 | 1.00 | 147.028 | 0.000 | 0.000 | ||
| 6979 | 2023.12.04 10:05 | modify | 2292 | 1.00 | 147.028 | 148.128 | 146.028 | ||
| 6980 | 2023.12.04 10:45 | close | 2292 | 1.00 | 146.861 | 148.128 | 146.028 | 16700.00 | 9300600.00 |
| 6981 | 2023.12.05 08:15 | buy | 2293 | 1.00 | 146.928 | 0.000 | 0.000 | ||
| 6982 | 2023.12.05 08:15 | modify | 2293 | 1.00 | 146.928 | 145.828 | 147.928 | ||
| 6983 | 2023.12.05 10:55 | close | 2293 | 1.00 | 147.012 | 145.828 | 147.928 | 8400.00 | 9309000.00 |
| 6984 | 2023.12.12 15:45 | sell | 2294 | 1.00 | 145.561 | 0.000 | 0.000 | ||
| 6985 | 2023.12.12 15:45 | modify | 2294 | 1.00 | 145.561 | 146.661 | 144.561 | ||
| 6986 | 2023.12.12 16:10 | close | 2294 | 1.00 | 145.380 | 146.661 | 144.561 | 18100.00 | 9327100.00 |
| 6987 | 2023.12.15 06:50 | buy | 2295 | 1.00 | 141.666 | 0.000 | 0.000 | ||
| 6988 | 2023.12.15 06:50 | modify | 2295 | 1.00 | 141.666 | 140.566 | 142.666 | ||
| 6989 | 2023.12.15 07:40 | close | 2295 | 1.00 | 141.816 | 140.566 | 142.666 | 15000.00 | 9342100.00 |
| 6990 | 2023.12.18 23:50 | buy | 2296 | 1.00 | 142.817 | 0.000 | 0.000 | ||
| 6991 | 2023.12.18 23:50 | modify | 2296 | 1.00 | 142.817 | 141.717 | 143.817 | ||
| 6992 | 2023.12.19 04:20 | close | 2296 | 1.00 | 142.695 | 141.717 | 143.817 | -12200.00 | 9329900.00 |
| 6993 | 2023.12.19 14:55 | buy | 2297 | 1.00 | 144.363 | 0.000 | 0.000 | ||
| 6994 | 2023.12.19 14:55 | modify | 2297 | 1.00 | 144.363 | 143.263 | 145.363 | ||
| 6995 | 2023.12.19 15:00 | close | 2297 | 1.00 | 144.309 | 143.263 | 145.363 | -5400.00 | 9324500.00 |
| 6996 | 2023.12.19 17:30 | buy | 2298 | 1.00 | 143.751 | 0.000 | 0.000 | ||
| 6997 | 2023.12.19 17:30 | modify | 2298 | 1.00 | 143.751 | 142.651 | 144.751 | ||
| 6998 | 2023.12.19 20:20 | close | 2298 | 1.00 | 143.875 | 142.651 | 144.751 | 12400.00 | 9336900.00 |
| 6999 | 2024.01.02 01:50 | sell | 2299 | 1.00 | 141.089 | 0.000 | 0.000 | ||
| 7000 | 2024.01.02 01:50 | modify | 2299 | 1.00 | 141.089 | 142.189 | 140.089 | ||
| 7001 | 2024.01.02 07:15 | close | 2299 | 1.00 | 141.457 | 142.189 | 140.089 | -36800.00 | 9300100.00 |
| 7002 | 2024.01.04 01:55 | buy | 2300 | 1.00 | 142.969 | 0.000 | 0.000 | ||
| 7003 | 2024.01.04 01:55 | modify | 2300 | 1.00 | 142.969 | 141.869 | 143.969 | ||
| 7004 | 2024.01.04 02:40 | close | 2300 | 1.00 | 143.187 | 141.869 | 143.969 | 21800.00 | 9321900.00 |
| 7005 | 2024.01.04 09:45 | buy | 2301 | 1.00 | 143.207 | 0.000 | 0.000 | ||
| 7006 | 2024.01.04 09:45 | modify | 2301 | 1.00 | 143.207 | 142.107 | 144.207 | ||
| 7007 | 2024.01.04 09:55 | close | 2301 | 1.00 | 143.384 | 142.107 | 144.207 | 17700.00 | 9339600.00 |
| 7008 | 2024.01.08 01:15 | sell | 2302 | 1.00 | 144.842 | 0.000 | 0.000 | ||
| 7009 | 2024.01.08 01:15 | modify | 2302 | 1.00 | 144.842 | 145.942 | 143.842 | ||
| 7010 | 2024.01.08 02:20 | close | 2302 | 1.00 | 144.682 | 145.942 | 143.842 | 16000.00 | 9355600.00 |
| 7011 | 2024.01.09 07:45 | sell | 2303 | 1.00 | 143.820 | 0.000 | 0.000 | ||
| 7012 | 2024.01.09 07:45 | modify | 2303 | 1.00 | 143.820 | 144.920 | 142.820 | ||
| 7013 | 2024.01.09 11:30 | close | 2303 | 1.00 | 143.840 | 144.920 | 142.820 | -2000.00 | 9353600.00 |
| 7014 | 2024.01.12 15:05 | sell | 2304 | 1.00 | 145.453 | 0.000 | 0.000 | ||
| 7015 | 2024.01.12 15:05 | modify | 2304 | 1.00 | 145.453 | 146.553 | 144.453 | ||
| 7016 | 2024.01.12 15:35 | close | 2304 | 1.00 | 145.001 | 146.553 | 144.453 | 45200.00 | 9398800.00 |
| 7017 | 2024.01.16 02:15 | buy | 2305 | 1.00 | 145.608 | 0.000 | 0.000 | ||
| 7018 | 2024.01.16 02:15 | modify | 2305 | 1.00 | 145.608 | 144.508 | 146.608 | ||
| 7019 | 2024.01.16 02:40 | close | 2305 | 1.00 | 145.766 | 144.508 | 146.608 | 15800.00 | 9414600.00 |
| 7020 | 2024.01.16 15:45 | buy | 2306 | 1.00 | 146.340 | 0.000 | 0.000 | ||
| 7021 | 2024.01.16 15:45 | modify | 2306 | 1.00 | 146.340 | 145.240 | 147.340 | ||
| 7022 | 2024.01.16 15:50 | close | 2306 | 1.00 | 146.502 | 145.240 | 147.340 | 16200.00 | 9430800.00 |
| 7023 | 2024.01.18 15:45 | sell | 2307 | 1.00 | 148.230 | 0.000 | 0.000 | ||
| 7024 | 2024.01.18 15:45 | modify | 2307 | 1.00 | 148.230 | 149.330 | 147.230 | ||
| 7025 | 2024.01.18 16:15 | close | 2307 | 1.00 | 148.024 | 149.330 | 147.230 | 20600.00 | 9451400.00 |
| 7026 | 2024.01.25 09:40 | buy | 2308 | 1.00 | 147.557 | 0.000 | 0.000 | ||
| 7027 | 2024.01.25 09:40 | modify | 2308 | 1.00 | 147.557 | 146.457 | 148.557 | ||
| 7028 | 2024.01.25 10:05 | close | 2308 | 1.00 | 147.717 | 146.457 | 148.557 | 16000.00 | 9467400.00 |
| 7029 | 2024.01.30 15:15 | sell | 2309 | 1.00 | 147.541 | 0.000 | 0.000 | ||
| 7030 | 2024.01.30 15:15 | modify | 2309 | 1.00 | 147.541 | 148.641 | 146.541 | ||
| 7031 | 2024.01.30 16:20 | close | 2309 | 1.00 | 147.339 | 148.641 | 146.541 | 20200.00 | 9487600.00 |
| 7032 | 2024.01.31 21:05 | sell | 2310 | 1.00 | 146.776 | 0.000 | 0.000 | ||
| 7033 | 2024.01.31 21:05 | modify | 2310 | 1.00 | 146.776 | 147.876 | 145.776 | ||
| 7034 | 2024.01.31 21:15 | close | 2310 | 1.00 | 146.618 | 147.876 | 145.776 | 15800.00 | 9503400.00 |
| 7035 | 2024.01.31 22:35 | sell | 2311 | 1.00 | 147.384 | 0.000 | 0.000 | ||
| 7036 | 2024.01.31 22:35 | modify | 2311 | 1.00 | 147.384 | 148.484 | 146.384 | ||
| 7037 | 2024.01.31 22:55 | close | 2311 | 1.00 | 147.216 | 148.484 | 146.384 | 16800.00 | 9520200.00 |
| 7038 | 2024.02.01 15:40 | buy | 2312 | 1.00 | 146.549 | 0.000 | 0.000 | ||
| 7039 | 2024.02.01 15:40 | modify | 2312 | 1.00 | 146.549 | 145.449 | 147.549 | ||
| 7040 | 2024.02.01 17:20 | close | 2312 | 1.00 | 146.700 | 145.449 | 147.549 | 15100.00 | 9535300.00 |
| 7041 | 2024.02.14 01:00 | buy | 2313 | 1.00 | 150.662 | 0.000 | 0.000 | ||
| 7042 | 2024.02.14 01:00 | modify | 2313 | 1.00 | 150.662 | 149.562 | 151.662 | ||
| 7043 | 2024.02.14 11:15 | close | 2313 | 1.00 | 150.589 | 149.562 | 151.662 | -7300.00 | 9528000.00 |
| 7044 | 2024.02.29 12:45 | sell | 2314 | 1.00 | 150.027 | 0.000 | 0.000 | ||
| 7045 | 2024.02.29 12:45 | modify | 2314 | 1.00 | 150.027 | 151.127 | 149.027 | ||
| 7046 | 2024.02.29 15:45 | close | 2314 | 1.00 | 149.841 | 151.127 | 149.027 | 18600.00 | 9546600.00 |
| 7047 | 2024.03.01 17:15 | buy | 2315 | 1.00 | 150.259 | 0.000 | 0.000 | ||
| 7048 | 2024.03.01 17:15 | modify | 2315 | 1.00 | 150.259 | 149.159 | 151.259 | ||
| 7049 | 2024.03.01 22:00 | close | 2315 | 1.00 | 150.113 | 149.159 | 151.259 | -14600.00 | 9532000.00 |
| 7050 | 2024.03.13 03:25 | buy | 2316 | 1.00 | 147.494 | 0.000 | 0.000 | ||