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 |
| 601 | 2005.10.27 21:35 | sell | 198 | 1.00 | 115.506 | 0.000 | 0.000 | ||
| 602 | 2005.10.27 21:35 | modify | 198 | 1.00 | 115.506 | 116.606 | 114.506 | ||
| 603 | 2005.10.28 02:05 | close | 198 | 1.00 | 115.310 | 116.606 | 114.506 | 19600.00 | 1851000.00 |
| 604 | 2005.11.04 15:45 | buy | 199 | 1.00 | 117.476 | 0.000 | 0.000 | ||
| 605 | 2005.11.04 15:45 | modify | 199 | 1.00 | 117.476 | 116.376 | 118.476 | ||
| 606 | 2005.11.04 17:00 | close | 199 | 1.00 | 117.658 | 116.376 | 118.476 | 18200.00 | 1869200.00 |
| 607 | 2005.11.08 03:20 | sell | 200 | 1.00 | 117.890 | 0.000 | 0.000 | ||
| 608 | 2005.11.08 03:20 | modify | 200 | 1.00 | 117.890 | 118.990 | 116.890 | ||
| 609 | 2005.11.08 06:15 | close | 200 | 1.00 | 117.778 | 118.990 | 116.890 | 11200.00 | 1880400.00 |
| 610 | 2005.11.09 15:25 | buy | 201 | 1.00 | 117.205 | 0.000 | 0.000 | ||
| 611 | 2005.11.09 15:25 | modify | 201 | 1.00 | 117.205 | 116.105 | 118.205 | ||
| 612 | 2005.11.09 16:35 | close | 201 | 1.00 | 117.334 | 116.105 | 118.205 | 12900.00 | 1893300.00 |
| 613 | 2005.11.11 01:25 | buy | 202 | 1.00 | 117.991 | 0.000 | 0.000 | ||
| 614 | 2005.11.11 01:25 | modify | 202 | 1.00 | 117.991 | 116.891 | 118.991 | ||
| 615 | 2005.11.11 07:30 | close | 202 | 1.00 | 117.743 | 116.891 | 118.991 | -24800.00 | 1868500.00 |
| 616 | 2005.11.14 20:10 | buy | 203 | 1.00 | 118.668 | 0.000 | 0.000 | ||
| 617 | 2005.11.14 20:10 | modify | 203 | 1.00 | 118.668 | 117.568 | 119.668 | ||
| 618 | 2005.11.14 23:35 | close | 203 | 1.00 | 118.793 | 117.568 | 119.668 | 12500.00 | 1881000.00 |
| 619 | 2005.11.15 18:30 | buy | 204 | 1.00 | 118.796 | 0.000 | 0.000 | ||
| 620 | 2005.11.15 18:30 | modify | 204 | 1.00 | 118.796 | 117.696 | 119.796 | ||
| 621 | 2005.11.15 19:25 | close | 204 | 1.00 | 118.945 | 117.696 | 119.796 | 14900.00 | 1895900.00 |
| 622 | 2005.11.16 18:25 | buy | 205 | 1.00 | 118.975 | 0.000 | 0.000 | ||
| 623 | 2005.11.16 18:25 | modify | 205 | 1.00 | 118.975 | 117.875 | 119.975 | ||
| 624 | 2005.11.16 19:00 | close | 205 | 1.00 | 119.152 | 117.875 | 119.975 | 17700.00 | 1913600.00 |
| 625 | 2005.11.17 23:55 | sell | 206 | 1.00 | 118.801 | 0.000 | 0.000 | ||
| 626 | 2005.11.17 23:55 | modify | 206 | 1.00 | 118.801 | 119.901 | 117.801 | ||
| 627 | 2005.11.18 07:10 | close | 206 | 1.00 | 118.985 | 119.901 | 117.801 | -18400.00 | 1895200.00 |
| 628 | 2005.11.29 03:40 | sell | 207 | 1.00 | 119.188 | 0.000 | 0.000 | ||
| 629 | 2005.11.29 03:40 | modify | 207 | 1.00 | 119.188 | 120.288 | 118.188 | ||
| 630 | 2005.11.29 07:15 | close | 207 | 1.00 | 119.184 | 120.288 | 118.188 | 400.00 | 1895600.00 |
| 631 | 2005.11.30 05:55 | buy | 208 | 1.00 | 119.435 | 0.000 | 0.000 | ||
| 632 | 2005.11.30 05:55 | modify | 208 | 1.00 | 119.435 | 118.335 | 120.435 | ||
| 633 | 2005.11.30 09:35 | close | 208 | 1.00 | 119.434 | 118.335 | 120.435 | -100.00 | 1895500.00 |
| 634 | 2005.12.02 01:55 | buy | 209 | 1.00 | 120.407 | 0.000 | 0.000 | ||
| 635 | 2005.12.02 01:55 | modify | 209 | 1.00 | 120.407 | 119.307 | 121.407 | ||
| 636 | 2005.12.02 02:55 | close | 209 | 1.00 | 120.583 | 119.307 | 121.407 | 17600.00 | 1913100.00 |
| 637 | 2005.12.05 11:00 | buy | 210 | 1.00 | 121.132 | 0.000 | 0.000 | ||
| 638 | 2005.12.05 11:00 | modify | 210 | 1.00 | 121.132 | 120.032 | 122.132 | ||
| 639 | 2005.12.05 15:00 | close | 210 | 1.00 | 120.885 | 120.032 | 122.132 | -24700.00 | 1888400.00 |
| 640 | 2005.12.06 01:00 | sell | 211 | 1.00 | 120.904 | 0.000 | 0.000 | ||
| 641 | 2005.12.06 01:00 | modify | 211 | 1.00 | 120.904 | 122.004 | 119.904 | ||
| 642 | 2005.12.06 07:40 | close | 211 | 1.00 | 120.923 | 122.004 | 119.904 | -1900.00 | 1886500.00 |
| 643 | 2005.12.06 09:25 | sell | 212 | 1.00 | 121.048 | 0.000 | 0.000 | ||
| 644 | 2005.12.06 09:25 | modify | 212 | 1.00 | 121.048 | 122.148 | 120.048 | ||
| 645 | 2005.12.06 14:35 | close | 212 | 1.00 | 120.991 | 122.148 | 120.048 | 5700.00 | 1892200.00 |
| 646 | 2005.12.08 15:05 | sell | 213 | 1.00 | 120.591 | 0.000 | 0.000 | ||
| 647 | 2005.12.08 15:05 | modify | 213 | 1.00 | 120.591 | 121.691 | 119.591 | ||
| 648 | 2005.12.08 17:15 | close | 213 | 1.00 | 120.524 | 121.691 | 119.591 | 6700.00 | 1898900.00 |
| 649 | 2005.12.09 02:40 | sell | 214 | 1.00 | 120.642 | 0.000 | 0.000 | ||
| 650 | 2005.12.09 02:40 | modify | 214 | 1.00 | 120.642 | 121.742 | 119.642 | ||
| 651 | 2005.12.09 05:00 | close | 214 | 1.00 | 120.540 | 121.742 | 119.642 | 10200.00 | 1909100.00 |
| 652 | 2005.12.13 01:55 | sell | 215 | 1.00 | 119.957 | 0.000 | 0.000 | ||
| 653 | 2005.12.13 01:55 | modify | 215 | 1.00 | 119.957 | 121.057 | 118.957 | ||
| 654 | 2005.12.13 03:50 | close | 215 | 1.00 | 119.733 | 121.057 | 118.957 | 22400.00 | 1931500.00 |
| 655 | 2005.12.13 08:40 | sell | 216 | 1.00 | 119.921 | 0.000 | 0.000 | ||
| 656 | 2005.12.13 08:40 | modify | 216 | 1.00 | 119.921 | 121.021 | 118.921 | ||
| 657 | 2005.12.13 17:00 | close | 216 | 1.00 | 120.118 | 121.021 | 118.921 | -19700.00 | 1911800.00 |
| 658 | 2005.12.13 21:20 | buy | 217 | 1.00 | 119.923 | 0.000 | 0.000 | ||
| 659 | 2005.12.13 21:20 | modify | 217 | 1.00 | 119.923 | 118.823 | 120.923 | ||
| 660 | 2005.12.13 23:00 | close | 217 | 1.00 | 120.086 | 118.823 | 120.923 | 16300.00 | 1928100.00 |
| 661 | 2005.12.14 21:55 | sell | 218 | 1.00 | 117.325 | 0.000 | 0.000 | ||
| 662 | 2005.12.14 21:55 | modify | 218 | 1.00 | 117.325 | 118.425 | 116.325 | ||
| 663 | 2005.12.15 03:20 | close | 218 | 1.00 | 117.150 | 118.425 | 116.325 | 17500.00 | 1945600.00 |
| 664 | 2005.12.15 17:20 | sell | 219 | 1.00 | 116.519 | 0.000 | 0.000 | ||
| 665 | 2005.12.15 17:20 | modify | 219 | 1.00 | 116.519 | 117.619 | 115.519 | ||
| 666 | 2005.12.15 18:15 | close | 219 | 1.00 | 116.358 | 117.619 | 115.519 | 16100.00 | 1961700.00 |
| 667 | 2005.12.19 13:25 | buy | 220 | 1.00 | 116.085 | 0.000 | 0.000 | ||
| 668 | 2005.12.19 13:25 | modify | 220 | 1.00 | 116.085 | 114.985 | 117.085 | ||
| 669 | 2005.12.19 14:40 | close | 220 | 1.00 | 116.240 | 114.985 | 117.085 | 15500.00 | 1977200.00 |
| 670 | 2005.12.22 23:45 | sell | 221 | 1.00 | 116.723 | 0.000 | 0.000 | ||
| 671 | 2005.12.22 23:45 | modify | 221 | 1.00 | 116.723 | 117.823 | 115.723 | ||
| 672 | 2005.12.23 00:25 | close | 221 | 1.00 | 116.596 | 117.823 | 115.723 | 12700.00 | 1989900.00 |
| 673 | 2006.01.03 15:20 | sell | 222 | 1.00 | 117.479 | 0.000 | 0.000 | ||
| 674 | 2006.01.03 15:20 | modify | 222 | 1.00 | 117.479 | 118.579 | 116.479 | ||
| 675 | 2006.01.03 16:25 | close | 222 | 1.00 | 117.274 | 118.579 | 116.479 | 20500.00 | 2010400.00 |
| 676 | 2006.01.04 09:15 | sell | 223 | 1.00 | 115.958 | 0.000 | 0.000 | ||
| 677 | 2006.01.04 09:15 | modify | 223 | 1.00 | 115.958 | 117.058 | 114.958 | ||
| 678 | 2006.01.04 14:10 | close | 223 | 1.00 | 116.174 | 117.058 | 114.958 | -21600.00 | 1988800.00 |
| 679 | 2006.01.09 08:45 | sell | 224 | 1.00 | 114.172 | 0.000 | 0.000 | ||
| 680 | 2006.01.09 08:45 | modify | 224 | 1.00 | 114.172 | 115.272 | 113.172 | ||
| 681 | 2006.01.09 10:55 | close | 224 | 1.00 | 114.014 | 115.272 | 113.172 | 15800.00 | 2004600.00 |
| 682 | 2006.01.16 06:00 | sell | 225 | 1.00 | 114.254 | 0.000 | 0.000 | ||
| 683 | 2006.01.16 06:00 | modify | 225 | 1.00 | 114.254 | 115.354 | 113.254 | ||
| 684 | 2006.01.16 15:00 | close | 225 | 1.00 | 114.769 | 115.354 | 113.254 | -51500.00 | 1953100.00 |
| 685 | 2006.01.17 05:10 | buy | 226 | 1.00 | 114.829 | 0.000 | 0.000 | ||
| 686 | 2006.01.17 05:10 | modify | 226 | 1.00 | 114.829 | 113.729 | 115.829 | ||
| 687 | 2006.01.17 06:20 | close | 226 | 1.00 | 114.959 | 113.729 | 115.829 | 13000.00 | 1966100.00 |
| 688 | 2006.01.17 21:25 | buy | 227 | 1.00 | 115.590 | 0.000 | 0.000 | ||
| 689 | 2006.01.17 21:25 | modify | 227 | 1.00 | 115.590 | 114.490 | 116.590 | ||
| 690 | 2006.01.18 00:05 | close | 227 | 1.00 | 115.497 | 114.490 | 116.590 | -9300.00 | 1956800.00 |
| 691 | 2006.01.19 01:45 | sell | 228 | 1.00 | 115.338 | 0.000 | 0.000 | ||
| 692 | 2006.01.19 01:45 | modify | 228 | 1.00 | 115.338 | 116.438 | 114.338 | ||
| 693 | 2006.01.19 06:35 | close | 228 | 1.00 | 115.232 | 116.438 | 114.338 | 10600.00 | 1967400.00 |
| 694 | 2006.01.25 08:00 | buy | 229 | 1.00 | 114.932 | 0.000 | 0.000 | ||
| 695 | 2006.01.25 08:00 | modify | 229 | 1.00 | 114.932 | 113.832 | 115.932 | ||
| 696 | 2006.01.25 14:35 | close | 229 | 1.00 | 114.878 | 113.832 | 115.932 | -5400.00 | 1962000.00 |
| 697 | 2006.01.26 02:50 | buy | 230 | 1.00 | 115.569 | 0.000 | 0.000 | ||
| 698 | 2006.01.26 02:50 | modify | 230 | 1.00 | 115.569 | 114.469 | 116.569 | ||
| 699 | 2006.01.26 08:55 | close | 230 | 1.00 | 115.684 | 114.469 | 116.569 | 11500.00 | 1973500.00 |
| 700 | 2006.01.27 02:30 | buy | 231 | 1.00 | 116.152 | 0.000 | 0.000 | ||
| 701 | 2006.01.27 02:30 | modify | 231 | 1.00 | 116.152 | 115.052 | 117.152 | ||
| 702 | 2006.01.27 07:25 | close | 231 | 1.00 | 116.306 | 115.052 | 117.152 | 15400.00 | 1988900.00 |
| 703 | 2006.01.30 01:55 | buy | 232 | 1.00 | 117.041 | 0.000 | 0.000 | ||
| 704 | 2006.01.30 01:55 | modify | 232 | 1.00 | 117.041 | 115.941 | 118.041 | ||
| 705 | 2006.01.30 03:20 | close | 232 | 1.00 | 117.206 | 115.941 | 118.041 | 16500.00 | 2005400.00 |
| 706 | 2006.01.31 15:15 | sell | 233 | 1.00 | 117.296 | 0.000 | 0.000 | ||
| 707 | 2006.01.31 15:15 | modify | 233 | 1.00 | 117.296 | 118.396 | 116.296 | ||
| 708 | 2006.01.31 17:15 | close | 233 | 1.00 | 117.147 | 118.396 | 116.296 | 14900.00 | 2020300.00 |
| 709 | 2006.01.31 21:25 | sell | 234 | 1.00 | 117.253 | 0.000 | 0.000 | ||
| 710 | 2006.01.31 21:25 | modify | 234 | 1.00 | 117.253 | 118.353 | 116.253 | ||
| 711 | 2006.02.01 03:45 | close | 234 | 1.00 | 117.155 | 118.353 | 116.253 | 9800.00 | 2030100.00 |
| 712 | 2006.02.02 17:25 | buy | 235 | 1.00 | 118.347 | 0.000 | 0.000 | ||
| 713 | 2006.02.02 17:25 | modify | 235 | 1.00 | 118.347 | 117.247 | 119.347 | ||
| 714 | 2006.02.02 20:20 | close | 235 | 1.00 | 118.519 | 117.247 | 119.347 | 17200.00 | 2047300.00 |
| 715 | 2006.02.06 13:45 | sell | 236 | 1.00 | 118.852 | 0.000 | 0.000 | ||
| 716 | 2006.02.06 13:45 | modify | 236 | 1.00 | 118.852 | 119.952 | 117.852 | ||
| 717 | 2006.02.06 15:00 | close | 236 | 1.00 | 118.753 | 119.952 | 117.852 | 9900.00 | 2057200.00 |
| 718 | 2006.02.08 03:25 | sell | 237 | 1.00 | 118.073 | 0.000 | 0.000 | ||
| 719 | 2006.02.08 03:25 | modify | 237 | 1.00 | 118.073 | 119.173 | 117.073 | ||
| 720 | 2006.02.08 04:05 | close | 237 | 1.00 | 117.916 | 119.173 | 117.073 | 15700.00 | 2072900.00 |
| 721 | 2006.02.08 22:35 | buy | 238 | 1.00 | 118.508 | 0.000 | 0.000 | ||
| 722 | 2006.02.08 22:35 | modify | 238 | 1.00 | 118.508 | 117.408 | 119.508 | ||
| 723 | 2006.02.09 00:55 | close | 238 | 1.00 | 118.537 | 117.408 | 119.508 | 2900.00 | 2075800.00 |
| 724 | 2006.02.09 03:00 | buy | 239 | 1.00 | 118.373 | 0.000 | 0.000 | ||
| 725 | 2006.02.09 03:00 | modify | 239 | 1.00 | 118.373 | 117.273 | 119.373 | ||
| 726 | 2006.02.09 03:25 | close | 239 | 1.00 | 118.558 | 117.273 | 119.373 | 18500.00 | 2094300.00 |
| 727 | 2006.02.14 15:35 | sell | 240 | 1.00 | 117.518 | 0.000 | 0.000 | ||
| 728 | 2006.02.14 15:35 | modify | 240 | 1.00 | 117.518 | 118.618 | 116.518 | ||
| 729 | 2006.02.14 16:45 | close | 240 | 1.00 | 117.339 | 118.618 | 116.518 | 17900.00 | 2112200.00 |
| 730 | 2006.02.16 06:50 | buy | 241 | 1.00 | 117.756 | 0.000 | 0.000 | ||
| 731 | 2006.02.16 06:50 | modify | 241 | 1.00 | 117.756 | 116.656 | 118.756 | ||
| 732 | 2006.02.16 10:25 | close | 241 | 1.00 | 117.810 | 116.656 | 118.756 | 5400.00 | 2117600.00 |
| 733 | 2006.02.17 20:15 | buy | 242 | 1.00 | 118.125 | 0.000 | 0.000 | ||
| 734 | 2006.02.17 20:15 | modify | 242 | 1.00 | 118.125 | 117.025 | 119.125 | ||
| 735 | 2006.02.17 20:40 | close | 242 | 1.00 | 118.288 | 117.025 | 119.125 | 16300.00 | 2133900.00 |
| 736 | 2006.02.24 10:15 | sell | 243 | 1.00 | 116.818 | 0.000 | 0.000 | ||
| 737 | 2006.02.24 10:15 | modify | 243 | 1.00 | 116.818 | 117.918 | 115.818 | ||
| 738 | 2006.02.24 11:45 | close | 243 | 1.00 | 116.611 | 117.918 | 115.818 | 20700.00 | 2154600.00 |
| 739 | 2006.03.13 14:30 | sell | 244 | 1.00 | 119.029 | 0.000 | 0.000 | ||
| 740 | 2006.03.13 14:30 | modify | 244 | 1.00 | 119.029 | 120.129 | 118.029 | ||
| 741 | 2006.03.13 16:00 | close | 244 | 1.00 | 119.173 | 120.129 | 118.029 | -14400.00 | 2140200.00 |
| 742 | 2006.03.14 23:40 | sell | 245 | 1.00 | 117.566 | 0.000 | 0.000 | ||
| 743 | 2006.03.14 23:40 | modify | 245 | 1.00 | 117.566 | 118.666 | 116.566 | ||
| 744 | 2006.03.15 03:05 | close | 245 | 1.00 | 117.557 | 118.666 | 116.566 | 900.00 | 2141100.00 |
| 745 | 2006.03.20 00:05 | sell | 246 | 1.00 | 116.038 | 0.000 | 0.000 | ||
| 746 | 2006.03.20 00:05 | modify | 246 | 1.00 | 116.038 | 117.138 | 115.038 | ||
| 747 | 2006.03.20 06:45 | close | 246 | 1.00 | 116.246 | 117.138 | 115.038 | -20800.00 | 2120300.00 |
| 748 | 2006.03.20 15:45 | buy | 247 | 1.00 | 115.841 | 0.000 | 0.000 | ||
| 749 | 2006.03.20 15:45 | modify | 247 | 1.00 | 115.841 | 114.741 | 116.841 | ||
| 750 | 2006.03.20 16:00 | close | 247 | 1.00 | 115.605 | 114.741 | 116.841 | -23600.00 | 2096700.00 |