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 |
| 7351 | 2024.12.04 02:05 | close | 2412 | 1.00 | 149.579 | 150.610 | 148.510 | -6900.00 | 9778400.00 |
| 7352 | 2024.12.04 17:05 | buy | 2413 | 1.00 | 150.567 | 0.000 | 0.000 | ||
| 7353 | 2024.12.04 17:05 | modify | 2413 | 1.00 | 150.567 | 149.467 | 151.567 | ||
| 7354 | 2024.12.04 20:55 | close | 2413 | 1.00 | 150.276 | 149.467 | 151.567 | -29100.00 | 9749300.00 |
| 7355 | 2024.12.06 10:15 | sell | 2414 | 1.00 | 150.282 | 0.000 | 0.000 | ||
| 7356 | 2024.12.06 10:15 | modify | 2414 | 1.00 | 150.282 | 151.382 | 149.282 | ||
| 7357 | 2024.12.06 14:45 | close | 2414 | 1.00 | 150.438 | 151.382 | 149.282 | -15600.00 | 9733700.00 |
| 7358 | 2024.12.09 08:20 | sell | 2415 | 1.00 | 150.123 | 0.000 | 0.000 | ||
| 7359 | 2024.12.09 08:20 | modify | 2415 | 1.00 | 150.123 | 151.223 | 149.123 | ||
| 7360 | 2024.12.09 14:50 | modify | 2415 | 1.00 | 150.123 | 151.223 | 150.523 | ||
| 7361 | 2024.12.09 15:00 | close | 2415 | 1.00 | 150.769 | 151.223 | 150.523 | -64600.00 | 9669100.00 |
| 7362 | 2024.12.11 15:40 | buy | 2416 | 1.00 | 152.351 | 0.000 | 0.000 | ||
| 7363 | 2024.12.11 15:40 | modify | 2416 | 1.00 | 152.351 | 151.251 | 153.351 | ||
| 7364 | 2024.12.11 17:35 | close | 2416 | 1.00 | 152.493 | 151.251 | 153.351 | 14200.00 | 9683300.00 |
| 7365 | 2024.12.13 09:00 | buy | 2417 | 1.00 | 152.713 | 0.000 | 0.000 | ||
| 7366 | 2024.12.13 09:00 | modify | 2417 | 1.00 | 152.713 | 151.613 | 153.713 | ||
| 7367 | 2024.12.13 09:15 | close | 2417 | 1.00 | 152.868 | 151.613 | 153.713 | 15500.00 | 9698800.00 |
| 7368 | 2024.12.16 01:20 | buy | 2418 | 1.00 | 153.492 | 0.000 | 0.000 | ||
| 7369 | 2024.12.16 01:20 | modify | 2418 | 1.00 | 153.492 | 152.392 | 154.492 | ||
| 7370 | 2024.12.16 02:40 | close | 2418 | 1.00 | 153.656 | 152.392 | 154.492 | 16400.00 | 9715200.00 |
| 7371 | 2024.12.17 22:45 | sell | 2419 | 1.00 | 153.489 | 0.000 | 0.000 | ||
| 7372 | 2024.12.17 22:45 | modify | 2419 | 1.00 | 153.489 | 154.589 | 152.489 | ||
| 7373 | 2024.12.18 00:05 | close | 2419 | 1.00 | 153.445 | 154.589 | 152.489 | 4400.00 | 9719600.00 |
| 7374 | 2024.12.19 04:25 | buy | 2420 | 1.00 | 154.495 | 0.000 | 0.000 | ||
| 7375 | 2024.12.19 04:25 | modify | 2420 | 1.00 | 154.495 | 153.395 | 155.495 | ||
| 7376 | 2024.12.19 04:55 | close | 2420 | 1.00 | 155.097 | 153.395 | 155.495 | 60200.00 | 9779800.00 |
| 7377 | 2024.12.20 03:25 | buy | 2421 | 1.00 | 157.229 | 0.000 | 0.000 | ||
| 7378 | 2024.12.20 03:25 | modify | 2421 | 1.00 | 157.229 | 156.129 | 158.229 | ||
| 7379 | 2024.12.20 03:35 | close | 2421 | 1.00 | 157.393 | 156.129 | 158.229 | 16400.00 | 9796200.00 |
| 7380 | 2025.01.02 05:10 | buy | 2422 | 1.00 | 157.203 | 0.000 | 0.000 | ||
| 7381 | 2025.01.02 05:10 | modify | 2422 | 1.00 | 157.203 | 156.103 | 158.203 | ||
| 7382 | 2025.01.02 07:35 | close | 2422 | 1.00 | 157.182 | 156.103 | 158.203 | -2100.00 | 9794100.00 |
| 7383 | 2025.01.02 08:30 | buy | 2423 | 1.00 | 156.861 | 0.000 | 0.000 | ||
| 7384 | 2025.01.02 08:30 | modify | 2423 | 1.00 | 156.861 | 155.761 | 157.861 | ||
| 7385 | 2025.01.02 11:05 | close | 2423 | 1.00 | 156.871 | 155.761 | 157.861 | 1000.00 | 9795100.00 |
| 7386 | 2025.01.03 02:05 | buy | 2424 | 1.00 | 157.328 | 0.000 | 0.000 | ||
| 7387 | 2025.01.03 02:05 | modify | 2424 | 1.00 | 157.328 | 156.228 | 158.328 | ||
| 7388 | 2025.01.03 05:50 | close | 2424 | 1.00 | 157.439 | 156.228 | 158.328 | 11100.00 | 9806200.00 |
| 7389 | 2025.01.13 02:00 | sell | 2425 | 1.00 | 157.910 | 0.000 | 0.000 | ||
| 7390 | 2025.01.13 02:00 | modify | 2425 | 1.00 | 157.910 | 159.010 | 156.910 | ||
| 7391 | 2025.01.13 03:20 | close | 2425 | 1.00 | 157.747 | 159.010 | 156.910 | 16300.00 | 9822500.00 |
| 7392 | 2025.01.16 07:20 | sell | 2426 | 1.00 | 156.067 | 0.000 | 0.000 | ||
| 7393 | 2025.01.16 07:20 | modify | 2426 | 1.00 | 156.067 | 157.167 | 155.067 | ||
| 7394 | 2025.01.16 11:00 | close | 2426 | 1.00 | 155.899 | 157.167 | 155.067 | 16800.00 | 9839300.00 |
| 7395 | 2025.01.16 14:25 | sell | 2427 | 1.00 | 156.079 | 0.000 | 0.000 | ||
| 7396 | 2025.01.16 14:25 | modify | 2427 | 1.00 | 156.079 | 157.179 | 155.079 | ||
| 7397 | 2025.01.16 15:55 | close | 2427 | 1.00 | 155.929 | 157.179 | 155.079 | 15000.00 | 9854300.00 |
| 7398 | 2025.01.17 02:05 | sell | 2428 | 1.00 | 155.451 | 0.000 | 0.000 | ||
| 7399 | 2025.01.17 02:05 | modify | 2428 | 1.00 | 155.451 | 156.551 | 154.451 | ||
| 7400 | 2025.01.17 02:30 | close | 2428 | 1.00 | 155.242 | 156.551 | 154.451 | 20900.00 | 9875200.00 |
| 7401 | 2025.01.20 03:00 | buy | 2429 | 1.00 | 155.990 | 0.000 | 0.000 | ||
| 7402 | 2025.01.20 03:00 | modify | 2429 | 1.00 | 155.990 | 154.890 | 156.990 | ||
| 7403 | 2025.01.20 06:55 | close | 2429 | 1.00 | 156.016 | 154.890 | 156.990 | 2600.00 | 9877800.00 |
| 7404 | 2025.01.24 01:55 | sell | 2430 | 1.00 | 156.159 | 0.000 | 0.000 | ||
| 7405 | 2025.01.24 01:55 | modify | 2430 | 1.00 | 156.159 | 157.259 | 155.159 | ||
| 7406 | 2025.01.24 04:40 | close | 2430 | 1.00 | 156.120 | 157.259 | 155.159 | 3900.00 | 9881700.00 |
| 7407 | 2025.01.24 13:10 | sell | 2431 | 1.00 | 156.070 | 0.000 | 0.000 | ||
| 7408 | 2025.01.24 13:10 | modify | 2431 | 1.00 | 156.070 | 157.170 | 155.070 | ||
| 7409 | 2025.01.24 17:10 | close | 2431 | 1.00 | 156.013 | 157.170 | 155.070 | 5700.00 | 9887400.00 |
| 7410 | 2025.01.24 17:25 | buy | 2432 | 1.00 | 155.863 | 0.000 | 0.000 | ||
| 7411 | 2025.01.24 17:25 | modify | 2432 | 1.00 | 155.863 | 154.763 | 156.863 | ||
| 7412 | 2025.01.24 20:10 | close | 2432 | 1.00 | 155.785 | 154.763 | 156.863 | -7800.00 | 9879600.00 |
| 7413 | 2025.01.27 21:35 | sell | 2433 | 1.00 | 154.696 | 0.000 | 0.000 | ||
| 7414 | 2025.01.27 21:35 | modify | 2433 | 1.00 | 154.696 | 155.796 | 153.696 | ||
| 7415 | 2025.01.27 21:50 | close | 2433 | 1.00 | 154.523 | 155.796 | 153.696 | 17300.00 | 9896900.00 |
| 7416 | 2025.02.03 08:25 | buy | 2434 | 1.00 | 155.364 | 0.000 | 0.000 | ||
| 7417 | 2025.02.03 08:25 | modify | 2434 | 1.00 | 155.364 | 154.264 | 156.364 | ||
| 7418 | 2025.02.03 09:10 | close | 2434 | 1.00 | 155.517 | 154.264 | 156.364 | 15300.00 | 9912200.00 |
| 7419 | 2025.02.03 11:20 | buy | 2435 | 1.00 | 155.221 | 0.000 | 0.000 | ||
| 7420 | 2025.02.03 11:20 | modify | 2435 | 1.00 | 155.221 | 154.121 | 156.221 | ||
| 7421 | 2025.02.03 14:00 | modify | 2435 | 1.00 | 155.221 | 154.121 | 154.821 | ||
| 7422 | 2025.02.03 15:00 | close | 2435 | 1.00 | 154.567 | 154.121 | 154.821 | -65400.00 | 9846800.00 |
| 7423 | 2025.02.03 20:40 | sell | 2436 | 1.00 | 154.908 | 0.000 | 0.000 | ||
| 7424 | 2025.02.03 20:40 | modify | 2436 | 1.00 | 154.908 | 156.008 | 153.908 | ||
| 7425 | 2025.02.03 22:25 | close | 2436 | 1.00 | 154.737 | 156.008 | 153.908 | 17100.00 | 9863900.00 |
| 7426 | 2025.02.04 01:20 | sell | 2437 | 1.00 | 155.144 | 0.000 | 0.000 | ||
| 7427 | 2025.02.04 01:20 | modify | 2437 | 1.00 | 155.144 | 156.244 | 154.144 | ||
| 7428 | 2025.02.04 03:55 | close | 2437 | 1.00 | 155.085 | 156.244 | 154.144 | 5900.00 | 9869800.00 |
| 7429 | 2025.02.05 22:05 | sell | 2438 | 1.00 | 152.601 | 0.000 | 0.000 | ||
| 7430 | 2025.02.05 22:05 | modify | 2438 | 1.00 | 152.601 | 153.701 | 151.601 | ||
| 7431 | 2025.02.06 00:05 | close | 2438 | 1.00 | 152.620 | 153.701 | 151.601 | -1900.00 | 9867900.00 |
| 7432 | 2025.02.14 01:35 | sell | 2439 | 1.00 | 153.080 | 0.000 | 0.000 | ||
| 7433 | 2025.02.14 01:35 | modify | 2439 | 1.00 | 153.080 | 154.180 | 152.080 | ||
| 7434 | 2025.02.14 02:15 | close | 2439 | 1.00 | 152.910 | 154.180 | 152.080 | 17000.00 | 9884900.00 |
| 7435 | 2025.02.24 04:20 | sell | 2440 | 1.00 | 149.471 | 0.000 | 0.000 | ||
| 7436 | 2025.02.24 04:20 | modify | 2440 | 1.00 | 149.471 | 150.571 | 148.471 | ||
| 7437 | 2025.02.24 04:40 | close | 2440 | 1.00 | 149.299 | 150.571 | 148.471 | 17200.00 | 9902100.00 |
| 7438 | 2025.02.24 17:00 | buy | 2441 | 1.00 | 149.327 | 0.000 | 0.000 | ||
| 7439 | 2025.02.24 17:00 | modify | 2441 | 1.00 | 149.327 | 148.227 | 150.327 | ||
| 7440 | 2025.02.24 18:20 | close | 2441 | 1.00 | 149.536 | 148.227 | 150.327 | 20900.00 | 9923000.00 |
| 7441 | 2025.02.25 05:45 | buy | 2442 | 1.00 | 149.670 | 0.000 | 0.000 | ||
| 7442 | 2025.02.25 05:45 | modify | 2442 | 1.00 | 149.670 | 148.570 | 150.670 | ||
| 7443 | 2025.02.25 07:55 | close | 2442 | 1.00 | 149.713 | 148.570 | 150.670 | 4300.00 | 9927300.00 |
| 7444 | 2025.02.27 22:15 | buy | 2443 | 1.00 | 149.701 | 0.000 | 0.000 | ||
| 7445 | 2025.02.27 22:15 | modify | 2443 | 1.00 | 149.701 | 148.601 | 150.701 | ||
| 7446 | 2025.02.28 01:35 | close | 2443 | 1.00 | 149.875 | 148.601 | 150.701 | 17400.00 | 9944700.00 |
| 7447 | 2025.03.03 12:25 | sell | 2444 | 1.00 | 150.467 | 0.000 | 0.000 | ||
| 7448 | 2025.03.03 12:25 | modify | 2444 | 1.00 | 150.467 | 151.567 | 149.467 | ||
| 7449 | 2025.03.03 13:55 | modify | 2444 | 1.00 | 150.467 | 151.567 | 150.867 | ||
| 7450 | 2025.03.03 15:00 | close | 2444 | 1.00 | 151.244 | 151.567 | 150.867 | -77700.00 | 9867000.00 |
| 7451 | 2025.03.04 21:10 | sell | 2445 | 1.00 | 149.196 | 0.000 | 0.000 | ||
| 7452 | 2025.03.04 21:10 | modify | 2445 | 1.00 | 149.196 | 150.296 | 148.196 | ||
| 7453 | 2025.03.04 23:50 | modify | 2445 | 1.00 | 149.196 | 150.296 | 149.596 | ||
| 7454 | 2025.03.05 02:25 | t/p | 2445 | 1.00 | 149.580 | 150.296 | 149.596 | -38400.00 | 9828600.00 |
| 7455 | 2025.03.05 11:05 | buy | 2446 | 1.00 | 149.124 | 0.000 | 0.000 | ||
| 7456 | 2025.03.05 11:05 | modify | 2446 | 1.00 | 149.124 | 148.024 | 150.124 | ||
| 7457 | 2025.03.05 11:25 | close | 2446 | 1.00 | 149.308 | 148.024 | 150.124 | 18400.00 | 9847000.00 |
| 7458 | 2025.03.06 02:15 | sell | 2447 | 1.00 | 149.116 | 0.000 | 0.000 | ||
| 7459 | 2025.03.06 02:15 | modify | 2447 | 1.00 | 149.116 | 150.216 | 148.116 | ||
| 7460 | 2025.03.06 07:25 | close | 2447 | 1.00 | 149.080 | 150.216 | 148.116 | 3600.00 | 9850600.00 |
| 7461 | 2025.03.06 17:45 | sell | 2448 | 1.00 | 148.273 | 0.000 | 0.000 | ||
| 7462 | 2025.03.06 17:45 | modify | 2448 | 1.00 | 148.273 | 149.373 | 147.273 | ||
| 7463 | 2025.03.06 17:55 | close | 2448 | 1.00 | 148.080 | 149.373 | 147.273 | 19300.00 | 9869900.00 |
| 7464 | 2025.03.11 10:45 | buy | 2449 | 1.00 | 146.876 | 0.000 | 0.000 | ||
| 7465 | 2025.03.11 10:45 | modify | 2449 | 1.00 | 146.876 | 145.776 | 147.876 | ||
| 7466 | 2025.03.11 11:15 | close | 2449 | 1.00 | 147.120 | 145.776 | 147.876 | 24400.00 | 9894300.00 |
| 7467 | 2025.03.13 12:40 | sell | 2450 | 1.00 | 148.123 | 0.000 | 0.000 | ||
| 7468 | 2025.03.13 12:40 | modify | 2450 | 1.00 | 148.123 | 149.223 | 147.123 | ||
| 7469 | 2025.03.13 14:20 | close | 2450 | 1.00 | 148.036 | 149.223 | 147.123 | 8700.00 | 9903000.00 |
| 7470 | 2025.03.19 04:00 | sell | 2451 | 1.00 | 149.606 | 0.000 | 0.000 | ||
| 7471 | 2025.03.19 04:00 | modify | 2451 | 1.00 | 149.606 | 150.706 | 148.606 | ||
| 7472 | 2025.03.19 05:10 | close | 2451 | 1.00 | 149.400 | 150.706 | 148.606 | 20600.00 | 9923600.00 |
| 7473 | 2025.03.19 21:05 | buy | 2452 | 1.00 | 149.664 | 0.000 | 0.000 | ||
| 7474 | 2025.03.19 21:05 | modify | 2452 | 1.00 | 149.664 | 148.564 | 150.664 | ||
| 7475 | 2025.03.19 21:40 | modify | 2452 | 1.00 | 149.664 | 148.564 | 149.264 | ||
| 7476 | 2025.03.20 00:50 | close | 2452 | 1.00 | 148.801 | 148.564 | 149.264 | -86300.00 | 9837300.00 |
| 7477 | 2025.03.20 10:50 | sell | 2453 | 1.00 | 148.607 | 0.000 | 0.000 | ||
| 7478 | 2025.03.20 10:50 | modify | 2453 | 1.00 | 148.607 | 149.707 | 147.607 | ||
| 7479 | 2025.03.20 11:20 | close | 2453 | 1.00 | 148.443 | 149.707 | 147.607 | 16400.00 | 9853700.00 |
| 7480 | 2025.03.24 09:40 | buy | 2454 | 1.00 | 149.552 | 0.000 | 0.000 | ||
| 7481 | 2025.03.24 09:40 | modify | 2454 | 1.00 | 149.552 | 148.452 | 150.552 | ||
| 7482 | 2025.03.24 10:05 | close | 2454 | 1.00 | 149.767 | 148.452 | 150.552 | 21500.00 | 9875200.00 |
| 7483 | 2025.03.26 04:00 | sell | 2455 | 1.00 | 150.180 | 0.000 | 0.000 | ||
| 7484 | 2025.03.26 04:00 | modify | 2455 | 1.00 | 150.180 | 151.280 | 149.180 | ||
| 7485 | 2025.03.26 11:05 | close | 2455 | 1.00 | 150.331 | 151.280 | 149.180 | -15100.00 | 9860100.00 |
| 7486 | 2025.03.26 11:15 | buy | 2456 | 1.00 | 150.232 | 0.000 | 0.000 | ||
| 7487 | 2025.03.26 11:15 | modify | 2456 | 1.00 | 150.232 | 149.132 | 151.232 | ||
| 7488 | 2025.03.26 13:55 | close | 2456 | 1.00 | 150.225 | 149.132 | 151.232 | -700.00 | 9859400.00 |
| 7489 | 2025.03.31 13:50 | sell | 2457 | 1.00 | 149.399 | 0.000 | 0.000 | ||
| 7490 | 2025.03.31 13:50 | modify | 2457 | 1.00 | 149.399 | 150.499 | 148.399 | ||
| 7491 | 2025.03.31 14:10 | close | 2457 | 1.00 | 149.208 | 150.499 | 148.399 | 19100.00 | 9878500.00 |
| 7492 | 2025.03.31 15:50 | sell | 2458 | 1.00 | 149.571 | 0.000 | 0.000 | ||
| 7493 | 2025.03.31 15:50 | modify | 2458 | 1.00 | 149.571 | 150.671 | 148.571 | ||
| 7494 | 2025.03.31 16:00 | close | 2458 | 1.00 | 149.603 | 150.671 | 148.571 | -3200.00 | 9875300.00 |
| 7495 | 2025.04.01 07:10 | buy | 2459 | 1.00 | 149.610 | 0.000 | 0.000 | ||
| 7496 | 2025.04.01 07:10 | modify | 2459 | 1.00 | 149.610 | 148.510 | 150.610 | ||
| 7497 | 2025.04.01 08:20 | close | 2459 | 1.00 | 149.767 | 148.510 | 150.610 | 15700.00 | 9891000.00 |
| 7498 | 2025.04.04 13:20 | buy | 2460 | 1.00 | 145.793 | 0.000 | 0.000 | ||
| 7499 | 2025.04.04 13:20 | modify | 2460 | 1.00 | 145.793 | 144.693 | 146.793 | ||
| 7500 | 2025.04.04 13:45 | modify | 2460 | 1.00 | 145.793 | 144.693 | 145.393 | ||