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 |
| 7201 | 2024.08.19 02:20 | modify | 2364 | 1.00 | 147.935 | 149.035 | 146.935 | ||
| 7202 | 2024.08.19 04:05 | close | 2364 | 1.00 | 147.744 | 149.035 | 146.935 | 19100.00 | 9728700.00 |
| 7203 | 2024.08.20 03:05 | buy | 2365 | 1.00 | 146.405 | 0.000 | 0.000 | ||
| 7204 | 2024.08.20 03:05 | modify | 2365 | 1.00 | 146.405 | 145.305 | 147.405 | ||
| 7205 | 2024.08.20 05:10 | close | 2365 | 1.00 | 146.560 | 145.305 | 147.405 | 15500.00 | 9744200.00 |
| 7206 | 2024.08.20 10:40 | buy | 2366 | 1.00 | 146.508 | 0.000 | 0.000 | ||
| 7207 | 2024.08.20 10:40 | modify | 2366 | 1.00 | 146.508 | 145.408 | 147.508 | ||
| 7208 | 2024.08.20 10:50 | close | 2366 | 1.00 | 146.668 | 145.408 | 147.508 | 16000.00 | 9760200.00 |
| 7209 | 2024.08.22 04:20 | sell | 2367 | 1.00 | 145.485 | 0.000 | 0.000 | ||
| 7210 | 2024.08.22 04:20 | modify | 2367 | 1.00 | 145.485 | 146.585 | 144.485 | ||
| 7211 | 2024.08.22 06:15 | close | 2367 | 1.00 | 145.335 | 146.585 | 144.485 | 15000.00 | 9775200.00 |
| 7212 | 2024.08.22 18:45 | buy | 2368 | 1.00 | 145.903 | 0.000 | 0.000 | ||
| 7213 | 2024.08.22 18:45 | modify | 2368 | 1.00 | 145.903 | 144.803 | 146.903 | ||
| 7214 | 2024.08.22 19:20 | close | 2368 | 1.00 | 146.099 | 144.803 | 146.903 | 19600.00 | 9794800.00 |
| 7215 | 2024.08.27 02:05 | buy | 2369 | 1.00 | 144.343 | 0.000 | 0.000 | ||
| 7216 | 2024.08.27 02:05 | modify | 2369 | 1.00 | 144.343 | 143.243 | 145.343 | ||
| 7217 | 2024.08.27 02:45 | close | 2369 | 1.00 | 144.486 | 143.243 | 145.343 | 14300.00 | 9809100.00 |
| 7218 | 2024.08.29 19:30 | buy | 2370 | 1.00 | 144.915 | 0.000 | 0.000 | ||
| 7219 | 2024.08.29 19:30 | modify | 2370 | 1.00 | 144.915 | 143.815 | 145.915 | ||
| 7220 | 2024.08.29 22:40 | close | 2370 | 1.00 | 144.934 | 143.815 | 145.915 | 1900.00 | 9811000.00 |
| 7221 | 2024.09.02 05:55 | buy | 2371 | 1.00 | 145.939 | 0.000 | 0.000 | ||
| 7222 | 2024.09.02 05:55 | modify | 2371 | 1.00 | 145.939 | 144.839 | 146.939 | ||
| 7223 | 2024.09.02 08:05 | close | 2371 | 1.00 | 146.015 | 144.839 | 146.939 | 7600.00 | 9818600.00 |
| 7224 | 2024.09.02 20:00 | buy | 2372 | 1.00 | 146.827 | 0.000 | 0.000 | ||
| 7225 | 2024.09.02 20:00 | modify | 2372 | 1.00 | 146.827 | 145.727 | 147.827 | ||
| 7226 | 2024.09.03 01:55 | close | 2372 | 1.00 | 146.918 | 145.727 | 147.827 | 9100.00 | 9827700.00 |
| 7227 | 2024.09.06 12:35 | sell | 2373 | 1.00 | 142.843 | 0.000 | 0.000 | ||
| 7228 | 2024.09.06 12:35 | modify | 2373 | 1.00 | 142.843 | 143.943 | 141.843 | ||
| 7229 | 2024.09.06 15:30 | s/l | 2373 | 1.00 | 143.953 | 143.943 | 141.843 | -111000.00 | 9716700.00 |
| 7230 | 2024.09.09 03:25 | sell | 2374 | 1.00 | 142.681 | 0.000 | 0.000 | ||
| 7231 | 2024.09.09 03:25 | modify | 2374 | 1.00 | 142.681 | 143.781 | 141.681 | ||
| 7232 | 2024.09.09 06:55 | close | 2374 | 1.00 | 142.671 | 143.781 | 141.681 | 1000.00 | 9717700.00 |
| 7233 | 2024.09.09 15:35 | buy | 2375 | 1.00 | 143.206 | 0.000 | 0.000 | ||
| 7234 | 2024.09.09 15:35 | modify | 2375 | 1.00 | 143.206 | 142.106 | 144.206 | ||
| 7235 | 2024.09.09 16:00 | close | 2375 | 1.00 | 143.236 | 142.106 | 144.206 | 3000.00 | 9720700.00 |
| 7236 | 2024.09.11 15:35 | sell | 2376 | 1.00 | 142.230 | 0.000 | 0.000 | ||
| 7237 | 2024.09.11 15:35 | modify | 2376 | 1.00 | 142.230 | 143.330 | 141.230 | ||
| 7238 | 2024.09.11 16:50 | close | 2376 | 1.00 | 141.976 | 143.330 | 141.230 | 25400.00 | 9746100.00 |
| 7239 | 2024.09.16 12:45 | sell | 2377 | 1.00 | 140.169 | 0.000 | 0.000 | ||
| 7240 | 2024.09.16 12:45 | modify | 2377 | 1.00 | 140.169 | 141.269 | 139.169 | ||
| 7241 | 2024.09.16 15:00 | close | 2377 | 1.00 | 139.897 | 141.269 | 139.169 | 27200.00 | 9773300.00 |
| 7242 | 2024.09.18 02:30 | buy | 2378 | 1.00 | 141.989 | 0.000 | 0.000 | ||
| 7243 | 2024.09.18 02:30 | modify | 2378 | 1.00 | 141.989 | 140.889 | 142.989 | ||
| 7244 | 2024.09.18 06:05 | modify | 2378 | 1.00 | 141.989 | 140.889 | 141.589 | ||
| 7245 | 2024.09.18 09:00 | close | 2378 | 1.00 | 141.534 | 140.889 | 141.589 | -45500.00 | 9727800.00 |
| 7246 | 2024.09.19 10:00 | buy | 2379 | 1.00 | 142.257 | 0.000 | 0.000 | ||
| 7247 | 2024.09.19 10:00 | modify | 2379 | 1.00 | 142.257 | 141.157 | 143.257 | ||
| 7248 | 2024.09.19 10:55 | close | 2379 | 1.00 | 142.450 | 141.157 | 143.257 | 19300.00 | 9747100.00 |
| 7249 | 2024.09.20 02:15 | sell | 2380 | 1.00 | 142.755 | 0.000 | 0.000 | ||
| 7250 | 2024.09.20 02:15 | modify | 2380 | 1.00 | 142.755 | 143.855 | 141.755 | ||
| 7251 | 2024.09.20 03:35 | close | 2380 | 1.00 | 142.576 | 143.855 | 141.755 | 17900.00 | 9765000.00 |
| 7252 | 2024.09.20 11:10 | sell | 2381 | 1.00 | 143.653 | 0.000 | 0.000 | ||
| 7253 | 2024.09.20 11:10 | modify | 2381 | 1.00 | 143.653 | 144.753 | 142.653 | ||
| 7254 | 2024.09.20 14:00 | modify | 2381 | 1.00 | 143.653 | 144.753 | 144.053 | ||
| 7255 | 2024.09.20 15:15 | t/p | 2381 | 1.00 | 144.049 | 144.753 | 144.053 | -39600.00 | 9725400.00 |
| 7256 | 2024.09.20 16:05 | buy | 2382 | 1.00 | 143.610 | 0.000 | 0.000 | ||
| 7257 | 2024.09.20 16:05 | modify | 2382 | 1.00 | 143.610 | 142.510 | 144.610 | ||
| 7258 | 2024.09.20 16:10 | close | 2382 | 1.00 | 143.625 | 142.510 | 144.610 | 1500.00 | 9726900.00 |
| 7259 | 2024.09.20 16:15 | buy | 2383 | 1.00 | 143.555 | 0.000 | 0.000 | ||
| 7260 | 2024.09.20 16:15 | modify | 2383 | 1.00 | 143.555 | 142.455 | 144.555 | ||
| 7261 | 2024.09.20 16:20 | close | 2383 | 1.00 | 143.523 | 142.455 | 144.555 | -3200.00 | 9723700.00 |
| 7262 | 2024.09.24 13:40 | buy | 2384 | 1.00 | 144.006 | 0.000 | 0.000 | ||
| 7263 | 2024.09.24 13:40 | modify | 2384 | 1.00 | 144.006 | 142.906 | 145.006 | ||
| 7264 | 2024.09.24 16:45 | close | 2384 | 1.00 | 144.160 | 142.906 | 145.006 | 15400.00 | 9739100.00 |
| 7265 | 2024.09.25 09:55 | sell | 2385 | 1.00 | 143.636 | 0.000 | 0.000 | ||
| 7266 | 2024.09.25 09:55 | modify | 2385 | 1.00 | 143.636 | 144.736 | 142.636 | ||
| 7267 | 2024.09.25 12:35 | modify | 2385 | 1.00 | 143.636 | 144.736 | 144.036 | ||
| 7268 | 2024.09.25 15:50 | close | 2385 | 1.00 | 144.148 | 144.736 | 144.036 | -51200.00 | 9687900.00 |
| 7269 | 2024.09.25 16:20 | buy | 2386 | 1.00 | 143.961 | 0.000 | 0.000 | ||
| 7270 | 2024.09.25 16:20 | modify | 2386 | 1.00 | 143.961 | 142.861 | 144.961 | ||
| 7271 | 2024.09.25 17:05 | close | 2386 | 1.00 | 144.179 | 142.861 | 144.961 | 21800.00 | 9709700.00 |
| 7272 | 2024.09.26 13:25 | buy | 2387 | 1.00 | 144.549 | 0.000 | 0.000 | ||
| 7273 | 2024.09.26 13:25 | modify | 2387 | 1.00 | 144.549 | 143.449 | 145.549 | ||
| 7274 | 2024.09.26 15:35 | close | 2387 | 1.00 | 144.624 | 143.449 | 145.549 | 7500.00 | 9717200.00 |
| 7275 | 2024.09.30 02:00 | sell | 2388 | 1.00 | 142.675 | 0.000 | 0.000 | ||
| 7276 | 2024.09.30 02:00 | modify | 2388 | 1.00 | 142.675 | 143.775 | 141.675 | ||
| 7277 | 2024.09.30 04:35 | close | 2388 | 1.00 | 142.515 | 143.775 | 141.675 | 16000.00 | 9733200.00 |
| 7278 | 2024.09.30 11:25 | sell | 2389 | 1.00 | 142.478 | 0.000 | 0.000 | ||
| 7279 | 2024.09.30 11:25 | modify | 2389 | 1.00 | 142.478 | 143.578 | 141.478 | ||
| 7280 | 2024.09.30 16:00 | close | 2389 | 1.00 | 142.952 | 143.578 | 141.478 | -47400.00 | 9685800.00 |
| 7281 | 2024.10.01 10:20 | buy | 2390 | 1.00 | 143.940 | 0.000 | 0.000 | ||
| 7282 | 2024.10.01 10:20 | modify | 2390 | 1.00 | 143.940 | 142.840 | 144.940 | ||
| 7283 | 2024.10.01 10:50 | close | 2390 | 1.00 | 144.101 | 142.840 | 144.940 | 16100.00 | 9701900.00 |
| 7284 | 2024.10.01 11:25 | buy | 2391 | 1.00 | 143.767 | 0.000 | 0.000 | ||
| 7285 | 2024.10.01 11:25 | modify | 2391 | 1.00 | 143.767 | 142.667 | 144.767 | ||
| 7286 | 2024.10.01 15:45 | close | 2391 | 1.00 | 143.906 | 142.667 | 144.767 | 13900.00 | 9715800.00 |
| 7287 | 2024.10.02 03:10 | sell | 2392 | 1.00 | 143.824 | 0.000 | 0.000 | ||
| 7288 | 2024.10.02 03:10 | modify | 2392 | 1.00 | 143.824 | 144.924 | 142.824 | ||
| 7289 | 2024.10.02 03:30 | close | 2392 | 1.00 | 143.670 | 144.924 | 142.824 | 15400.00 | 9731200.00 |
| 7290 | 2024.10.08 08:05 | sell | 2393 | 1.00 | 148.154 | 0.000 | 0.000 | ||
| 7291 | 2024.10.08 08:05 | modify | 2393 | 1.00 | 148.154 | 149.254 | 147.154 | ||
| 7292 | 2024.10.08 08:15 | close | 2393 | 1.00 | 147.982 | 149.254 | 147.154 | 17200.00 | 9748400.00 |
| 7293 | 2024.10.15 14:45 | sell | 2394 | 1.00 | 149.355 | 0.000 | 0.000 | ||
| 7294 | 2024.10.15 14:45 | modify | 2394 | 1.00 | 149.355 | 150.455 | 148.355 | ||
| 7295 | 2024.10.15 15:35 | close | 2394 | 1.00 | 149.131 | 150.455 | 148.355 | 22400.00 | 9770800.00 |
| 7296 | 2024.10.18 02:55 | buy | 2395 | 1.00 | 150.080 | 0.000 | 0.000 | ||
| 7297 | 2024.10.18 02:55 | modify | 2395 | 1.00 | 150.080 | 148.980 | 151.080 | ||
| 7298 | 2024.10.18 09:45 | close | 2395 | 1.00 | 149.954 | 148.980 | 151.080 | -12600.00 | 9758200.00 |
| 7299 | 2024.10.25 03:55 | sell | 2396 | 1.00 | 152.059 | 0.000 | 0.000 | ||
| 7300 | 2024.10.25 03:55 | modify | 2396 | 1.00 | 152.059 | 153.159 | 151.059 | ||
| 7301 | 2024.10.25 04:25 | close | 2396 | 1.00 | 151.909 | 153.159 | 151.059 | 15000.00 | 9773200.00 |
| 7302 | 2024.10.30 15:20 | sell | 2397 | 1.00 | 153.382 | 0.000 | 0.000 | ||
| 7303 | 2024.10.30 15:20 | modify | 2397 | 1.00 | 153.382 | 154.482 | 152.382 | ||
| 7304 | 2024.10.30 16:45 | close | 2397 | 1.00 | 153.112 | 154.482 | 152.382 | 27000.00 | 9800200.00 |
| 7305 | 2024.11.04 08:50 | sell | 2398 | 1.00 | 152.080 | 0.000 | 0.000 | ||
| 7306 | 2024.11.04 08:50 | modify | 2398 | 1.00 | 152.080 | 153.180 | 151.080 | ||
| 7307 | 2024.11.04 11:30 | close | 2398 | 1.00 | 151.918 | 153.180 | 151.080 | 16200.00 | 9816400.00 |
| 7308 | 2024.11.06 02:30 | sell | 2399 | 1.00 | 152.224 | 0.000 | 0.000 | ||
| 7309 | 2024.11.06 02:30 | modify | 2399 | 1.00 | 152.224 | 153.324 | 151.224 | ||
| 7310 | 2024.11.06 03:00 | modify | 2399 | 1.00 | 152.224 | 153.324 | 152.624 | ||
| 7311 | 2024.11.06 04:14 | s/l | 2399 | 1.00 | 153.332 | 153.324 | 152.624 | -110800.00 | 9705600.00 |
| 7312 | 2024.11.08 01:30 | sell | 2400 | 1.00 | 153.121 | 0.000 | 0.000 | ||
| 7313 | 2024.11.08 01:30 | modify | 2400 | 1.00 | 153.121 | 154.221 | 152.121 | ||
| 7314 | 2024.11.08 05:15 | close | 2400 | 1.00 | 152.949 | 154.221 | 152.121 | 17200.00 | 9722800.00 |
| 7315 | 2024.11.11 22:55 | buy | 2401 | 1.00 | 153.651 | 0.000 | 0.000 | ||
| 7316 | 2024.11.11 22:55 | modify | 2401 | 1.00 | 153.651 | 152.551 | 154.651 | ||
| 7317 | 2024.11.12 01:05 | close | 2401 | 1.00 | 153.760 | 152.551 | 154.651 | 10900.00 | 9733700.00 |
| 7318 | 2024.11.12 01:45 | buy | 2402 | 1.00 | 153.557 | 0.000 | 0.000 | ||
| 7319 | 2024.11.12 01:45 | modify | 2402 | 1.00 | 153.557 | 152.457 | 154.557 | ||
| 7320 | 2024.11.12 02:45 | close | 2402 | 1.00 | 153.721 | 152.457 | 154.557 | 16400.00 | 9750100.00 |
| 7321 | 2024.11.12 23:05 | buy | 2403 | 1.00 | 154.570 | 0.000 | 0.000 | ||
| 7322 | 2024.11.12 23:05 | modify | 2403 | 1.00 | 154.570 | 153.470 | 155.570 | ||
| 7323 | 2024.11.13 02:05 | close | 2403 | 1.00 | 154.725 | 153.470 | 155.570 | 15500.00 | 9765600.00 |
| 7324 | 2024.11.15 08:40 | buy | 2404 | 1.00 | 156.179 | 0.000 | 0.000 | ||
| 7325 | 2024.11.15 08:40 | modify | 2404 | 1.00 | 156.179 | 155.079 | 157.179 | ||
| 7326 | 2024.11.15 10:35 | modify | 2404 | 1.00 | 156.179 | 155.079 | 155.779 | ||
| 7327 | 2024.11.15 14:00 | close | 2404 | 1.00 | 155.489 | 155.079 | 155.779 | -69000.00 | 9696600.00 |
| 7328 | 2024.11.18 03:30 | sell | 2405 | 1.00 | 155.055 | 0.000 | 0.000 | ||
| 7329 | 2024.11.18 03:30 | modify | 2405 | 1.00 | 155.055 | 156.155 | 154.055 | ||
| 7330 | 2024.11.18 03:35 | close | 2405 | 1.00 | 154.848 | 156.155 | 154.055 | 20700.00 | 9717300.00 |
| 7331 | 2024.11.18 16:50 | buy | 2406 | 1.00 | 154.708 | 0.000 | 0.000 | ||
| 7332 | 2024.11.18 16:50 | modify | 2406 | 1.00 | 154.708 | 153.608 | 155.708 | ||
| 7333 | 2024.11.18 17:10 | close | 2406 | 1.00 | 154.857 | 153.608 | 155.708 | 14900.00 | 9732200.00 |
| 7334 | 2024.11.19 06:35 | sell | 2407 | 1.00 | 154.448 | 0.000 | 0.000 | ||
| 7335 | 2024.11.19 06:35 | modify | 2407 | 1.00 | 154.448 | 155.548 | 153.448 | ||
| 7336 | 2024.11.19 10:15 | close | 2407 | 1.00 | 154.316 | 155.548 | 153.448 | 13200.00 | 9745400.00 |
| 7337 | 2024.11.20 17:10 | buy | 2408 | 1.00 | 155.185 | 0.000 | 0.000 | ||
| 7338 | 2024.11.20 17:10 | modify | 2408 | 1.00 | 155.185 | 154.085 | 156.185 | ||
| 7339 | 2024.11.20 17:50 | close | 2408 | 1.00 | 155.422 | 154.085 | 156.185 | 23700.00 | 9769100.00 |
| 7340 | 2024.11.25 06:20 | sell | 2409 | 1.00 | 154.125 | 0.000 | 0.000 | ||
| 7341 | 2024.11.25 06:20 | modify | 2409 | 1.00 | 154.125 | 155.225 | 153.125 | ||
| 7342 | 2024.11.25 11:55 | close | 2409 | 1.00 | 154.396 | 155.225 | 153.125 | -27100.00 | 9742000.00 |
| 7343 | 2024.11.26 09:40 | sell | 2410 | 1.00 | 154.180 | 0.000 | 0.000 | ||
| 7344 | 2024.11.26 09:40 | modify | 2410 | 1.00 | 154.180 | 155.280 | 153.180 | ||
| 7345 | 2024.11.26 10:05 | close | 2410 | 1.00 | 153.944 | 155.280 | 153.180 | 23600.00 | 9765600.00 |
| 7346 | 2024.12.03 01:25 | sell | 2411 | 1.00 | 149.755 | 0.000 | 0.000 | ||
| 7347 | 2024.12.03 01:25 | modify | 2411 | 1.00 | 149.755 | 150.855 | 148.755 | ||
| 7348 | 2024.12.03 01:50 | close | 2411 | 1.00 | 149.558 | 150.855 | 148.755 | 19700.00 | 9785300.00 |
| 7349 | 2024.12.03 22:00 | sell | 2412 | 1.00 | 149.510 | 0.000 | 0.000 | ||
| 7350 | 2024.12.03 22:00 | modify | 2412 | 1.00 | 149.510 | 150.610 | 148.510 | ||