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 |
| 7051 | 2024.03.13 03:25 | modify | 2316 | 1.00 | 147.494 | 146.394 | 148.494 | ||
| 7052 | 2024.03.13 07:20 | close | 2316 | 1.00 | 147.440 | 146.394 | 148.494 | -5400.00 | 9526600.00 |
| 7053 | 2024.03.15 07:50 | buy | 2317 | 1.00 | 148.285 | 0.000 | 0.000 | ||
| 7054 | 2024.03.15 07:50 | modify | 2317 | 1.00 | 148.285 | 147.185 | 149.285 | ||
| 7055 | 2024.03.15 10:50 | close | 2317 | 1.00 | 148.468 | 147.185 | 149.285 | 18300.00 | 9544900.00 |
| 7056 | 2024.03.18 05:45 | buy | 2318 | 1.00 | 148.944 | 0.000 | 0.000 | ||
| 7057 | 2024.03.18 05:45 | modify | 2318 | 1.00 | 148.944 | 147.844 | 149.944 | ||
| 7058 | 2024.03.18 07:05 | close | 2318 | 1.00 | 149.097 | 147.844 | 149.944 | 15300.00 | 9560200.00 |
| 7059 | 2024.03.20 00:35 | buy | 2319 | 1.00 | 150.812 | 0.000 | 0.000 | ||
| 7060 | 2024.03.20 00:35 | modify | 2319 | 1.00 | 150.812 | 149.712 | 151.812 | ||
| 7061 | 2024.03.20 02:05 | close | 2319 | 1.00 | 150.898 | 149.712 | 151.812 | 8600.00 | 9568800.00 |
| 7062 | 2024.04.29 07:20 | buy | 2320 | 1.00 | 156.810 | 0.000 | 0.000 | ||
| 7063 | 2024.04.29 07:20 | modify | 2320 | 1.00 | 156.810 | 155.710 | 157.810 | ||
| 7064 | 2024.04.29 07:25 | close | 2320 | 1.00 | 156.965 | 155.710 | 157.810 | 15500.00 | 9584300.00 |
| 7065 | 2024.05.02 04:35 | sell | 2321 | 1.00 | 156.220 | 0.000 | 0.000 | ||
| 7066 | 2024.05.02 04:35 | modify | 2321 | 1.00 | 156.220 | 157.320 | 155.220 | ||
| 7067 | 2024.05.02 05:05 | close | 2321 | 1.00 | 156.067 | 157.320 | 155.220 | 15300.00 | 9599600.00 |
| 7068 | 2024.05.06 15:25 | buy | 2322 | 1.00 | 153.589 | 0.000 | 0.000 | ||
| 7069 | 2024.05.06 15:25 | modify | 2322 | 1.00 | 153.589 | 152.489 | 154.589 | ||
| 7070 | 2024.05.06 16:00 | close | 2322 | 1.00 | 153.522 | 152.489 | 154.589 | -6700.00 | 9592900.00 |
| 7071 | 2024.05.08 18:55 | buy | 2323 | 1.00 | 155.432 | 0.000 | 0.000 | ||
| 7072 | 2024.05.08 18:55 | modify | 2323 | 1.00 | 155.432 | 154.332 | 156.432 | ||
| 7073 | 2024.05.08 20:30 | close | 2323 | 1.00 | 155.589 | 154.332 | 156.432 | 15700.00 | 9608600.00 |
| 7074 | 2024.05.16 09:05 | sell | 2324 | 1.00 | 154.269 | 0.000 | 0.000 | ||
| 7075 | 2024.05.16 09:05 | modify | 2324 | 1.00 | 154.269 | 155.369 | 153.269 | ||
| 7076 | 2024.05.16 14:30 | modify | 2324 | 1.00 | 154.269 | 155.369 | 154.669 | ||
| 7077 | 2024.05.16 15:30 | t/p | 2324 | 1.00 | 154.665 | 155.369 | 154.669 | -39600.00 | 9569000.00 |
| 7078 | 2024.05.17 17:45 | buy | 2325 | 1.00 | 155.440 | 0.000 | 0.000 | ||
| 7079 | 2024.05.17 17:45 | modify | 2325 | 1.00 | 155.440 | 154.340 | 156.440 | ||
| 7080 | 2024.05.17 19:50 | close | 2325 | 1.00 | 155.595 | 154.340 | 156.440 | 15500.00 | 9584500.00 |
| 7081 | 2024.05.30 21:20 | sell | 2326 | 1.00 | 156.813 | 0.000 | 0.000 | ||
| 7082 | 2024.05.30 21:20 | modify | 2326 | 1.00 | 156.813 | 157.913 | 155.813 | ||
| 7083 | 2024.05.31 00:05 | close | 2326 | 1.00 | 156.852 | 157.913 | 155.813 | -3900.00 | 9580600.00 |
| 7084 | 2024.05.31 02:50 | sell | 2327 | 1.00 | 156.925 | 0.000 | 0.000 | ||
| 7085 | 2024.05.31 02:50 | modify | 2327 | 1.00 | 156.925 | 158.025 | 155.925 | ||
| 7086 | 2024.05.31 03:45 | close | 2327 | 1.00 | 156.753 | 158.025 | 155.925 | 17200.00 | 9597800.00 |
| 7087 | 2024.06.04 03:55 | sell | 2328 | 1.00 | 156.407 | 0.000 | 0.000 | ||
| 7088 | 2024.06.04 03:55 | modify | 2328 | 1.00 | 156.407 | 157.507 | 155.407 | ||
| 7089 | 2024.06.04 07:50 | close | 2328 | 1.00 | 156.321 | 157.507 | 155.407 | 8600.00 | 9606400.00 |
| 7090 | 2024.06.04 23:30 | sell | 2329 | 1.00 | 154.843 | 0.000 | 0.000 | ||
| 7091 | 2024.06.04 23:30 | modify | 2329 | 1.00 | 154.843 | 155.943 | 153.843 | ||
| 7092 | 2024.06.05 05:05 | modify | 2329 | 1.00 | 154.843 | 155.943 | 155.243 | ||
| 7093 | 2024.06.05 10:01 | s/l | 2329 | 1.00 | 155.941 | 155.943 | 155.243 | -109800.00 | 9496600.00 |
| 7094 | 2024.06.06 09:25 | sell | 2330 | 1.00 | 156.097 | 0.000 | 0.000 | ||
| 7095 | 2024.06.06 09:25 | modify | 2330 | 1.00 | 156.097 | 157.197 | 155.097 | ||
| 7096 | 2024.06.06 12:15 | close | 2330 | 1.00 | 156.121 | 157.197 | 155.097 | -2400.00 | 9494200.00 |
| 7097 | 2024.06.12 21:05 | sell | 2331 | 1.00 | 156.192 | 0.000 | 0.000 | ||
| 7098 | 2024.06.12 21:05 | modify | 2331 | 1.00 | 156.192 | 157.292 | 155.192 | ||
| 7099 | 2024.06.12 22:35 | modify | 2331 | 1.00 | 156.192 | 157.292 | 156.592 | ||
| 7100 | 2024.06.13 00:10 | close | 2331 | 1.00 | 156.673 | 157.292 | 156.592 | -48100.00 | 9446100.00 |
| 7101 | 2024.06.13 15:30 | buy | 2332 | 1.00 | 157.064 | 0.000 | 0.000 | ||
| 7102 | 2024.06.13 15:30 | modify | 2332 | 1.00 | 157.064 | 155.964 | 158.064 | ||
| 7103 | 2024.06.13 16:50 | close | 2332 | 1.00 | 157.228 | 155.964 | 158.064 | 16400.00 | 9462500.00 |
| 7104 | 2024.06.14 11:10 | buy | 2333 | 1.00 | 157.289 | 0.000 | 0.000 | ||
| 7105 | 2024.06.14 11:10 | modify | 2333 | 1.00 | 157.289 | 156.189 | 158.289 | ||
| 7106 | 2024.06.14 11:15 | close | 2333 | 1.00 | 157.481 | 156.189 | 158.289 | 19200.00 | 9481700.00 |
| 7107 | 2024.06.17 02:25 | sell | 2334 | 1.00 | 157.637 | 0.000 | 0.000 | ||
| 7108 | 2024.06.17 02:25 | modify | 2334 | 1.00 | 157.637 | 158.737 | 156.637 | ||
| 7109 | 2024.06.17 03:05 | close | 2334 | 1.00 | 157.405 | 158.737 | 156.637 | 23200.00 | 9504900.00 |
| 7110 | 2024.06.27 02:20 | buy | 2335 | 1.00 | 160.619 | 0.000 | 0.000 | ||
| 7111 | 2024.06.27 02:20 | modify | 2335 | 1.00 | 160.619 | 159.519 | 161.619 | ||
| 7112 | 2024.06.27 04:00 | close | 2335 | 1.00 | 160.692 | 159.519 | 161.619 | 7300.00 | 9512200.00 |
| 7113 | 2024.06.27 04:55 | buy | 2336 | 1.00 | 160.460 | 0.000 | 0.000 | ||
| 7114 | 2024.06.27 04:55 | modify | 2336 | 1.00 | 160.460 | 159.360 | 161.460 | ||
| 7115 | 2024.06.27 08:30 | close | 2336 | 1.00 | 160.450 | 159.360 | 161.460 | -1000.00 | 9511200.00 |
| 7116 | 2024.07.04 21:05 | sell | 2337 | 1.00 | 161.197 | 0.000 | 0.000 | ||
| 7117 | 2024.07.04 21:05 | modify | 2337 | 1.00 | 161.197 | 162.297 | 160.197 | ||
| 7118 | 2024.07.04 22:20 | close | 2337 | 1.00 | 161.194 | 162.297 | 160.197 | 300.00 | 9511500.00 |
| 7119 | 2024.07.12 02:10 | sell | 2338 | 1.00 | 159.360 | 0.000 | 0.000 | ||
| 7120 | 2024.07.12 02:10 | modify | 2338 | 1.00 | 159.360 | 160.460 | 158.360 | ||
| 7121 | 2024.07.12 02:28 | t/p | 2338 | 1.00 | 158.348 | 160.460 | 158.360 | 101200.00 | 9612700.00 |
| 7122 | 2024.07.12 14:25 | buy | 2339 | 1.00 | 158.966 | 0.000 | 0.000 | ||
| 7123 | 2024.07.12 14:25 | modify | 2339 | 1.00 | 158.966 | 157.866 | 159.966 | ||
| 7124 | 2024.07.12 16:09 | s/l | 2339 | 1.00 | 157.867 | 157.866 | 159.966 | -109900.00 | 9502800.00 |
| 7125 | 2024.07.16 21:40 | buy | 2340 | 1.00 | 158.397 | 0.000 | 0.000 | ||
| 7126 | 2024.07.16 21:40 | modify | 2340 | 1.00 | 158.397 | 157.297 | 159.397 | ||
| 7127 | 2024.07.17 03:10 | close | 2340 | 1.00 | 158.424 | 157.297 | 159.397 | 2700.00 | 9505500.00 |
| 7128 | 2024.07.18 06:20 | sell | 2341 | 1.00 | 156.486 | 0.000 | 0.000 | ||
| 7129 | 2024.07.18 06:20 | modify | 2341 | 1.00 | 156.486 | 157.586 | 155.486 | ||
| 7130 | 2024.07.18 07:50 | close | 2341 | 1.00 | 156.324 | 157.586 | 155.486 | 16200.00 | 9521700.00 |
| 7131 | 2024.07.19 02:30 | buy | 2342 | 1.00 | 157.184 | 0.000 | 0.000 | ||
| 7132 | 2024.07.19 02:30 | modify | 2342 | 1.00 | 157.184 | 156.084 | 158.184 | ||
| 7133 | 2024.07.19 03:30 | close | 2342 | 1.00 | 157.344 | 156.084 | 158.184 | 16000.00 | 9537700.00 |
| 7134 | 2024.07.19 09:55 | buy | 2343 | 1.00 | 157.218 | 0.000 | 0.000 | ||
| 7135 | 2024.07.19 09:55 | modify | 2343 | 1.00 | 157.218 | 156.118 | 158.218 | ||
| 7136 | 2024.07.19 10:35 | close | 2343 | 1.00 | 157.453 | 156.118 | 158.218 | 23500.00 | 9561200.00 |
| 7137 | 2024.07.24 02:10 | sell | 2344 | 1.00 | 155.728 | 0.000 | 0.000 | ||
| 7138 | 2024.07.24 02:10 | modify | 2344 | 1.00 | 155.728 | 156.828 | 154.728 | ||
| 7139 | 2024.07.24 04:10 | close | 2344 | 1.00 | 155.656 | 156.828 | 154.728 | 7200.00 | 9568400.00 |
| 7140 | 2024.07.24 21:05 | sell | 2345 | 1.00 | 153.850 | 0.000 | 0.000 | ||
| 7141 | 2024.07.24 21:05 | modify | 2345 | 1.00 | 153.850 | 154.950 | 152.850 | ||
| 7142 | 2024.07.25 00:00 | close | 2345 | 1.00 | 153.939 | 154.950 | 152.850 | -8900.00 | 9559500.00 |
| 7143 | 2024.07.25 15:35 | sell | 2346 | 1.00 | 153.583 | 0.000 | 0.000 | ||
| 7144 | 2024.07.25 15:35 | modify | 2346 | 1.00 | 153.583 | 154.683 | 152.583 | ||
| 7145 | 2024.07.25 15:40 | close | 2346 | 1.00 | 153.335 | 154.683 | 152.583 | 24800.00 | 9584300.00 |
| 7146 | 2024.07.26 02:05 | buy | 2347 | 1.00 | 153.661 | 0.000 | 0.000 | ||
| 7147 | 2024.07.26 02:05 | modify | 2347 | 1.00 | 153.661 | 152.561 | 154.661 | ||
| 7148 | 2024.07.26 03:40 | close | 2347 | 1.00 | 153.901 | 152.561 | 154.661 | 24000.00 | 9608300.00 |
| 7149 | 2024.07.29 11:15 | sell | 2348 | 1.00 | 153.881 | 0.000 | 0.000 | ||
| 7150 | 2024.07.29 11:15 | modify | 2348 | 1.00 | 153.881 | 154.981 | 152.881 | ||
| 7151 | 2024.07.29 11:50 | close | 2348 | 1.00 | 153.641 | 154.981 | 152.881 | 24000.00 | 9632300.00 |
| 7152 | 2024.07.30 02:10 | buy | 2349 | 1.00 | 153.828 | 0.000 | 0.000 | ||
| 7153 | 2024.07.30 02:10 | modify | 2349 | 1.00 | 153.828 | 152.728 | 154.828 | ||
| 7154 | 2024.07.30 03:55 | close | 2349 | 1.00 | 154.021 | 152.728 | 154.828 | 19300.00 | 9651600.00 |
| 7155 | 2024.07.30 16:20 | buy | 2350 | 1.00 | 154.460 | 0.000 | 0.000 | ||
| 7156 | 2024.07.30 16:20 | modify | 2350 | 1.00 | 154.460 | 153.360 | 155.460 | ||
| 7157 | 2024.07.30 18:50 | modify | 2350 | 1.00 | 154.460 | 153.360 | 154.060 | ||
| 7158 | 2024.07.30 19:30 | s/l | 2350 | 1.00 | 153.360 | 153.360 | 154.060 | -110000.00 | 9541600.00 |
| 7159 | 2024.07.31 07:00 | sell | 2351 | 1.00 | 153.583 | 0.000 | 0.000 | ||
| 7160 | 2024.07.31 07:00 | modify | 2351 | 1.00 | 153.583 | 154.683 | 152.583 | ||
| 7161 | 2024.07.31 07:05 | close | 2351 | 1.00 | 153.008 | 154.683 | 152.583 | 57500.00 | 9599100.00 |
| 7162 | 2024.07.31 20:45 | sell | 2352 | 1.00 | 150.821 | 0.000 | 0.000 | ||
| 7163 | 2024.07.31 20:45 | modify | 2352 | 1.00 | 150.821 | 151.921 | 149.821 | ||
| 7164 | 2024.07.31 21:40 | close | 2352 | 1.00 | 150.548 | 151.921 | 149.821 | 27300.00 | 9626400.00 |
| 7165 | 2024.08.01 17:45 | buy | 2353 | 1.00 | 149.914 | 0.000 | 0.000 | ||
| 7166 | 2024.08.01 17:45 | modify | 2353 | 1.00 | 149.914 | 148.814 | 150.914 | ||
| 7167 | 2024.08.01 17:55 | close | 2353 | 1.00 | 150.153 | 148.814 | 150.914 | 23900.00 | 9650300.00 |
| 7168 | 2024.08.01 23:55 | buy | 2354 | 1.00 | 149.370 | 0.000 | 0.000 | ||
| 7169 | 2024.08.01 23:55 | modify | 2354 | 1.00 | 149.370 | 148.270 | 150.370 | ||
| 7170 | 2024.08.02 04:15 | close | 2354 | 1.00 | 149.549 | 148.270 | 150.370 | 17900.00 | 9668200.00 |
| 7171 | 2024.08.05 19:05 | sell | 2355 | 1.00 | 144.181 | 0.000 | 0.000 | ||
| 7172 | 2024.08.05 19:05 | modify | 2355 | 1.00 | 144.181 | 145.281 | 143.181 | ||
| 7173 | 2024.08.05 21:00 | close | 2355 | 1.00 | 144.029 | 145.281 | 143.181 | 15200.00 | 9683400.00 |
| 7174 | 2024.08.06 11:15 | buy | 2356 | 1.00 | 144.711 | 0.000 | 0.000 | ||
| 7175 | 2024.08.06 11:15 | modify | 2356 | 1.00 | 144.711 | 143.611 | 145.711 | ||
| 7176 | 2024.08.06 11:30 | close | 2356 | 1.00 | 144.904 | 143.611 | 145.711 | 19300.00 | 9702700.00 |
| 7177 | 2024.08.08 15:35 | sell | 2357 | 1.00 | 146.912 | 0.000 | 0.000 | ||
| 7178 | 2024.08.08 15:35 | modify | 2357 | 1.00 | 146.912 | 148.012 | 145.912 | ||
| 7179 | 2024.08.09 02:15 | modify | 2357 | 1.00 | 146.912 | 148.012 | 147.312 | ||
| 7180 | 2024.08.09 03:26 | t/p | 2357 | 1.00 | 147.304 | 148.012 | 147.312 | -39200.00 | 9663500.00 |
| 7181 | 2024.08.12 02:20 | sell | 2358 | 1.00 | 147.100 | 0.000 | 0.000 | ||
| 7182 | 2024.08.12 02:20 | modify | 2358 | 1.00 | 147.100 | 148.200 | 146.100 | ||
| 7183 | 2024.08.12 03:05 | close | 2358 | 1.00 | 146.930 | 148.200 | 146.100 | 17000.00 | 9680500.00 |
| 7184 | 2024.08.12 18:25 | buy | 2359 | 1.00 | 147.377 | 0.000 | 0.000 | ||
| 7185 | 2024.08.12 18:25 | modify | 2359 | 1.00 | 147.377 | 146.277 | 148.377 | ||
| 7186 | 2024.08.12 19:00 | close | 2359 | 1.00 | 147.547 | 146.277 | 148.377 | 17000.00 | 9697500.00 |
| 7187 | 2024.08.13 14:40 | buy | 2360 | 1.00 | 147.393 | 0.000 | 0.000 | ||
| 7188 | 2024.08.13 14:40 | modify | 2360 | 1.00 | 147.393 | 146.293 | 148.393 | ||
| 7189 | 2024.08.13 19:55 | modify | 2360 | 1.00 | 147.393 | 146.293 | 146.993 | ||
| 7190 | 2024.08.13 21:00 | close | 2360 | 1.00 | 146.902 | 146.293 | 146.993 | -49100.00 | 9648400.00 |
| 7191 | 2024.08.14 03:05 | sell | 2361 | 1.00 | 147.118 | 0.000 | 0.000 | ||
| 7192 | 2024.08.14 03:05 | modify | 2361 | 1.00 | 147.118 | 148.218 | 146.118 | ||
| 7193 | 2024.08.14 04:30 | close | 2361 | 1.00 | 146.858 | 148.218 | 146.118 | 26000.00 | 9674400.00 |
| 7194 | 2024.08.15 08:35 | buy | 2362 | 1.00 | 147.137 | 0.000 | 0.000 | ||
| 7195 | 2024.08.15 08:35 | modify | 2362 | 1.00 | 147.137 | 146.037 | 148.137 | ||
| 7196 | 2024.08.15 09:40 | close | 2362 | 1.00 | 147.319 | 146.037 | 148.137 | 18200.00 | 9692600.00 |
| 7197 | 2024.08.16 03:35 | buy | 2363 | 1.00 | 148.976 | 0.000 | 0.000 | ||
| 7198 | 2024.08.16 03:35 | modify | 2363 | 1.00 | 148.976 | 147.876 | 149.976 | ||
| 7199 | 2024.08.16 04:00 | close | 2363 | 1.00 | 149.146 | 147.876 | 149.976 | 17000.00 | 9709600.00 |
| 7200 | 2024.08.19 02:20 | sell | 2364 | 1.00 | 147.935 | 0.000 | 0.000 | ||