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 |
| 7501 | 2025.04.04 14:12 | s/l | 2460 | 1.00 | 144.684 | 144.693 | 145.393 | -110900.00 | 9780100.00 |
| 7502 | 2025.04.08 17:05 | sell | 2461 | 1.00 | 147.457 | 0.000 | 0.000 | ||
| 7503 | 2025.04.08 17:05 | modify | 2461 | 1.00 | 147.457 | 148.557 | 146.457 | ||
| 7504 | 2025.04.08 18:10 | close | 2461 | 1.00 | 147.232 | 148.557 | 146.457 | 22500.00 | 9802600.00 |
| 7505 | 2025.04.11 09:10 | sell | 2462 | 1.00 | 143.945 | 0.000 | 0.000 | ||
| 7506 | 2025.04.11 09:10 | modify | 2462 | 1.00 | 143.945 | 145.045 | 142.945 | ||
| 7507 | 2025.04.11 10:05 | close | 2462 | 1.00 | 143.619 | 145.045 | 142.945 | 32600.00 | 9835200.00 |
| 7508 | 2025.04.16 11:45 | sell | 2463 | 1.00 | 142.774 | 0.000 | 0.000 | ||
| 7509 | 2025.04.16 11:45 | modify | 2463 | 1.00 | 142.774 | 143.874 | 141.774 | ||
| 7510 | 2025.04.16 11:55 | close | 2463 | 1.00 | 142.577 | 143.874 | 141.774 | 19700.00 | 9854900.00 |
| 7511 | 2025.04.17 03:05 | sell | 2464 | 1.00 | 142.455 | 0.000 | 0.000 | ||
| 7512 | 2025.04.17 03:05 | modify | 2464 | 1.00 | 142.455 | 143.555 | 141.455 | ||
| 7513 | 2025.04.17 03:15 | close | 2464 | 1.00 | 142.218 | 143.555 | 141.455 | 23700.00 | 9878600.00 |
| 7514 | 2025.04.25 20:55 | buy | 2465 | 1.00 | 143.523 | 0.000 | 0.000 | ||
| 7515 | 2025.04.25 20:55 | modify | 2465 | 1.00 | 143.523 | 142.423 | 144.523 | ||
| 7516 | 2025.04.25 23:00 | close | 2465 | 1.00 | 143.647 | 142.423 | 144.523 | 12400.00 | 9891000.00 |
| 7517 | 2025.04.29 16:00 | buy | 2466 | 1.00 | 142.312 | 0.000 | 0.000 | ||
| 7518 | 2025.04.29 16:00 | modify | 2466 | 1.00 | 142.312 | 141.212 | 143.312 | ||
| 7519 | 2025.04.29 21:00 | close | 2466 | 1.00 | 142.292 | 141.212 | 143.312 | -2000.00 | 9889000.00 |
| 7520 | 2025.05.02 06:40 | buy | 2467 | 1.00 | 145.190 | 0.000 | 0.000 | ||
| 7521 | 2025.05.02 06:40 | modify | 2467 | 1.00 | 145.190 | 144.090 | 146.190 | ||
| 7522 | 2025.05.02 07:40 | close | 2467 | 1.00 | 145.355 | 144.090 | 146.190 | 16500.00 | 9905500.00 |
| 7523 | 2025.05.05 19:30 | sell | 2468 | 1.00 | 144.162 | 0.000 | 0.000 | ||
| 7524 | 2025.05.05 19:30 | modify | 2468 | 1.00 | 144.162 | 145.262 | 143.162 | ||
| 7525 | 2025.05.05 21:55 | close | 2468 | 1.00 | 143.991 | 145.262 | 143.162 | 17100.00 | 9922600.00 |
| 7526 | 2025.05.06 04:05 | sell | 2469 | 1.00 | 144.068 | 0.000 | 0.000 | ||
| 7527 | 2025.05.06 04:05 | modify | 2469 | 1.00 | 144.068 | 145.168 | 143.068 | ||
| 7528 | 2025.05.06 05:10 | close | 2469 | 1.00 | 143.850 | 145.168 | 143.068 | 21800.00 | 9944400.00 |
| 7529 | 2025.05.13 03:40 | buy | 2470 | 1.00 | 147.958 | 0.000 | 0.000 | ||
| 7530 | 2025.05.13 03:40 | modify | 2470 | 1.00 | 147.958 | 146.858 | 148.958 | ||
| 7531 | 2025.05.13 13:20 | close | 2470 | 1.00 | 148.085 | 146.858 | 148.958 | 12700.00 | 9957100.00 |
| 7532 | 2025.05.14 03:10 | sell | 2471 | 1.00 | 147.608 | 0.000 | 0.000 | ||
| 7533 | 2025.05.14 03:10 | modify | 2471 | 1.00 | 147.608 | 148.708 | 146.608 | ||
| 7534 | 2025.05.14 03:35 | close | 2471 | 1.00 | 147.458 | 148.708 | 146.608 | 15000.00 | 9972100.00 |
| 7535 | 2025.05.14 19:45 | sell | 2472 | 1.00 | 146.831 | 0.000 | 0.000 | ||
| 7536 | 2025.05.14 19:45 | modify | 2472 | 1.00 | 146.831 | 147.931 | 145.831 | ||
| 7537 | 2025.05.14 19:55 | close | 2472 | 1.00 | 146.683 | 147.931 | 145.831 | 14800.00 | 9986900.00 |
| 7538 | 2025.05.16 12:50 | sell | 2473 | 1.00 | 145.547 | 0.000 | 0.000 | ||
| 7539 | 2025.05.16 12:50 | modify | 2473 | 1.00 | 145.547 | 146.647 | 144.547 | ||
| 7540 | 2025.05.16 16:15 | close | 2473 | 1.00 | 145.441 | 146.647 | 144.547 | 10600.00 | 9997500.00 |
| 7541 | 2025.05.20 16:05 | sell | 2474 | 1.00 | 144.909 | 0.000 | 0.000 | ||
| 7542 | 2025.05.20 16:05 | modify | 2474 | 1.00 | 144.909 | 146.009 | 143.909 | ||
| 7543 | 2025.05.20 17:10 | close | 2474 | 1.00 | 144.704 | 146.009 | 143.909 | 20500.00 | 10018000.00 |
| 7544 | 2025.05.29 10:05 | buy | 2475 | 1.00 | 145.427 | 0.000 | 0.000 | ||
| 7545 | 2025.05.29 10:05 | modify | 2475 | 1.00 | 145.427 | 144.327 | 146.427 | ||
| 7546 | 2025.05.29 15:20 | modify | 2475 | 1.00 | 145.427 | 144.327 | 145.027 | ||
| 7547 | 2025.05.29 16:24 | s/l | 2475 | 1.00 | 144.325 | 144.327 | 145.027 | -110200.00 | 9907800.00 |
| 7548 | 2025.06.03 04:30 | sell | 2476 | 1.00 | 143.033 | 0.000 | 0.000 | ||
| 7549 | 2025.06.03 04:30 | modify | 2476 | 1.00 | 143.033 | 144.133 | 142.033 | ||
| 7550 | 2025.06.03 07:55 | close | 2476 | 1.00 | 142.960 | 144.133 | 142.033 | 7300.00 | 9915100.00 |
| 7551 | 2025.06.05 15:35 | buy | 2477 | 1.00 | 142.893 | 0.000 | 0.000 | ||
| 7552 | 2025.06.05 15:35 | modify | 2477 | 1.00 | 142.893 | 141.793 | 143.893 | ||
| 7553 | 2025.06.05 15:50 | close | 2477 | 1.00 | 143.331 | 141.793 | 143.893 | 43800.00 | 9958900.00 |
| 7554 | 2025.06.09 02:15 | buy | 2478 | 1.00 | 144.636 | 0.000 | 0.000 | ||
| 7555 | 2025.06.09 02:15 | modify | 2478 | 1.00 | 144.636 | 143.536 | 145.636 | ||
| 7556 | 2025.06.09 03:30 | close | 2478 | 1.00 | 144.797 | 143.536 | 145.636 | 16100.00 | 9975000.00 |
| 7557 | 2025.06.09 14:20 | sell | 2479 | 1.00 | 144.267 | 0.000 | 0.000 | ||
| 7558 | 2025.06.09 14:20 | modify | 2479 | 1.00 | 144.267 | 145.367 | 143.267 | ||
| 7559 | 2025.06.09 16:00 | close | 2479 | 1.00 | 144.634 | 145.367 | 143.267 | -36700.00 | 9938300.00 |
| 7560 | 2025.06.13 06:35 | sell | 2480 | 1.00 | 143.573 | 0.000 | 0.000 | ||
| 7561 | 2025.06.13 06:35 | modify | 2480 | 1.00 | 143.573 | 144.673 | 142.573 | ||
| 7562 | 2025.06.13 09:05 | close | 2480 | 1.00 | 143.432 | 144.673 | 142.573 | 14100.00 | 9952400.00 |
| 7563 | 2025.06.16 20:25 | sell | 2481 | 1.00 | 144.305 | 0.000 | 0.000 | ||
| 7564 | 2025.06.16 20:25 | modify | 2481 | 1.00 | 144.305 | 145.405 | 143.305 | ||
| 7565 | 2025.06.17 01:40 | close | 2481 | 1.00 | 144.643 | 145.405 | 143.305 | -33800.00 | 9918600.00 |
| 7566 | 2025.06.17 07:10 | buy | 2482 | 1.00 | 144.587 | 0.000 | 0.000 | ||
| 7567 | 2025.06.17 07:10 | modify | 2482 | 1.00 | 144.587 | 143.487 | 145.587 | ||
| 7568 | 2025.06.17 08:50 | close | 2482 | 1.00 | 144.692 | 143.487 | 145.587 | 10500.00 | 9929100.00 |
| 7569 | 2025.06.18 21:55 | sell | 2483 | 1.00 | 145.036 | 0.000 | 0.000 | ||
| 7570 | 2025.06.18 21:55 | modify | 2483 | 1.00 | 145.036 | 146.136 | 144.036 | ||
| 7571 | 2025.06.19 01:20 | close | 2483 | 1.00 | 144.915 | 146.136 | 144.036 | 12100.00 | 9941200.00 |
| 7572 | 2025.06.19 21:25 | buy | 2484 | 1.00 | 145.481 | 0.000 | 0.000 | ||
| 7573 | 2025.06.19 21:25 | modify | 2484 | 1.00 | 145.481 | 144.381 | 146.481 | ||
| 7574 | 2025.06.20 07:30 | close | 2484 | 1.00 | 145.318 | 144.381 | 146.481 | -16300.00 | 9924900.00 |
| 7575 | 2025.06.25 21:25 | buy | 2485 | 1.00 | 145.322 | 0.000 | 0.000 | ||
| 7576 | 2025.06.25 21:25 | modify | 2485 | 1.00 | 145.322 | 144.222 | 146.322 | ||
| 7577 | 2025.06.25 23:20 | close | 2485 | 1.00 | 145.288 | 144.222 | 146.322 | -3400.00 | 9921500.00 |
| 7578 | 2025.06.26 14:25 | sell | 2486 | 1.00 | 144.360 | 0.000 | 0.000 | ||
| 7579 | 2025.06.26 14:25 | modify | 2486 | 1.00 | 144.360 | 145.460 | 143.360 | ||
| 7580 | 2025.06.26 15:30 | close | 2486 | 1.00 | 144.210 | 145.460 | 143.360 | 15000.00 | 9936500.00 |
| 7581 | 2025.06.30 15:25 | sell | 2487 | 1.00 | 144.409 | 0.000 | 0.000 | ||
| 7582 | 2025.06.30 15:25 | modify | 2487 | 1.00 | 144.409 | 145.509 | 143.409 | ||
| 7583 | 2025.06.30 16:00 | close | 2487 | 1.00 | 144.465 | 145.509 | 143.409 | -5600.00 | 9930900.00 |
| 7584 | 2025.07.01 16:25 | sell | 2488 | 1.00 | 143.248 | 0.000 | 0.000 | ||
| 7585 | 2025.07.01 16:25 | modify | 2488 | 1.00 | 143.248 | 144.348 | 142.248 | ||
| 7586 | 2025.07.01 16:50 | close | 2488 | 1.00 | 143.009 | 144.348 | 142.248 | 23900.00 | 9954800.00 |
| 7587 | 2025.07.02 19:25 | buy | 2489 | 1.00 | 143.664 | 0.000 | 0.000 | ||
| 7588 | 2025.07.02 19:25 | modify | 2489 | 1.00 | 143.664 | 142.564 | 144.664 | ||
| 7589 | 2025.07.03 05:10 | close | 2489 | 1.00 | 143.629 | 142.564 | 144.664 | -3500.00 | 9951300.00 |
| 7590 | 2025.07.04 02:45 | buy | 2490 | 1.00 | 144.756 | 0.000 | 0.000 | ||
| 7591 | 2025.07.04 02:45 | modify | 2490 | 1.00 | 144.756 | 143.656 | 145.756 | ||
| 7592 | 2025.07.04 05:05 | close | 2490 | 1.00 | 144.769 | 143.656 | 145.756 | 1300.00 | 9952600.00 |
| 7593 | 2025.07.08 23:15 | buy | 2491 | 1.00 | 146.538 | 0.000 | 0.000 | ||
| 7594 | 2025.07.08 23:15 | modify | 2491 | 1.00 | 146.538 | 145.438 | 147.538 | ||
| 7595 | 2025.07.09 02:10 | close | 2491 | 1.00 | 146.654 | 145.438 | 147.538 | 11600.00 | 9964200.00 |
| 7596 | 2025.07.09 23:25 | sell | 2492 | 1.00 | 146.481 | 0.000 | 0.000 | ||
| 7597 | 2025.07.09 23:25 | modify | 2492 | 1.00 | 146.481 | 147.581 | 145.481 | ||
| 7598 | 2025.07.10 00:45 | close | 2492 | 1.00 | 146.295 | 147.581 | 145.481 | 18600.00 | 9982800.00 |
| 7599 | 2025.07.14 03:55 | buy | 2493 | 1.00 | 147.003 | 0.000 | 0.000 | ||
| 7600 | 2025.07.14 03:55 | modify | 2493 | 1.00 | 147.003 | 145.903 | 148.003 | ||
| 7601 | 2025.07.14 05:10 | close | 2493 | 1.00 | 147.177 | 145.903 | 148.003 | 17400.00 | 10000200.00 |
| 7602 | 2025.07.17 03:05 | sell | 2494 | 1.00 | 148.094 | 0.000 | 0.000 | ||
| 7603 | 2025.07.17 03:05 | modify | 2494 | 1.00 | 148.094 | 149.194 | 147.094 | ||
| 7604 | 2025.07.17 08:00 | close | 2494 | 1.00 | 148.426 | 149.194 | 147.094 | -33200.00 | 9967000.00 |
| 7605 | 2025.07.22 03:15 | sell | 2495 | 1.00 | 147.703 | 0.000 | 0.000 | ||
| 7606 | 2025.07.22 03:15 | modify | 2495 | 1.00 | 147.703 | 148.803 | 146.703 | ||
| 7607 | 2025.07.22 03:30 | close | 2495 | 1.00 | 147.518 | 148.803 | 146.703 | 18500.00 | 9985500.00 |
| 7608 | 2025.07.22 14:40 | buy | 2496 | 1.00 | 147.310 | 0.000 | 0.000 | ||
| 7609 | 2025.07.22 14:40 | modify | 2496 | 1.00 | 147.310 | 146.210 | 148.310 | ||
| 7610 | 2025.07.22 16:45 | modify | 2496 | 1.00 | 147.310 | 146.210 | 146.910 | ||
| 7611 | 2025.07.22 23:15 | close | 2496 | 1.00 | 146.655 | 146.210 | 146.910 | -65500.00 | 9920000.00 |
| 7612 | 2025.07.24 09:45 | sell | 2497 | 1.00 | 146.269 | 0.000 | 0.000 | ||
| 7613 | 2025.07.24 09:45 | modify | 2497 | 1.00 | 146.269 | 147.369 | 145.269 | ||
| 7614 | 2025.07.24 16:50 | close | 2497 | 1.00 | 146.533 | 147.369 | 145.269 | -26400.00 | 9893600.00 |
| 7615 | 2025.07.25 07:10 | buy | 2498 | 1.00 | 147.174 | 0.000 | 0.000 | ||
| 7616 | 2025.07.25 07:10 | modify | 2498 | 1.00 | 147.174 | 146.074 | 148.174 | ||
| 7617 | 2025.07.25 10:35 | close | 2498 | 1.00 | 147.261 | 146.074 | 148.174 | 8700.00 | 9902300.00 |
| 7618 | 2025.07.30 21:00 | buy | 2499 | 1.00 | 148.815 | 0.000 | 0.000 | ||
| 7619 | 2025.07.30 21:00 | modify | 2499 | 1.00 | 148.815 | 147.715 | 149.815 | ||
| 7620 | 2025.07.30 21:45 | close | 2499 | 1.00 | 149.082 | 147.715 | 149.815 | 26700.00 | 9929000.00 |
| 7621 | 2025.07.31 05:00 | buy | 2500 | 1.00 | 148.977 | 0.000 | 0.000 | ||
| 7622 | 2025.07.31 05:00 | modify | 2500 | 1.00 | 148.977 | 147.877 | 149.977 | ||
| 7623 | 2025.07.31 07:50 | close | 2500 | 1.00 | 148.930 | 147.877 | 149.977 | -4700.00 | 9924300.00 |
| 7624 | 2025.08.04 04:35 | sell | 2501 | 1.00 | 147.841 | 0.000 | 0.000 | ||
| 7625 | 2025.08.04 04:35 | modify | 2501 | 1.00 | 147.841 | 148.941 | 146.841 | ||
| 7626 | 2025.08.04 05:10 | close | 2501 | 1.00 | 147.672 | 148.941 | 146.841 | 16900.00 | 9941200.00 |
| 7627 | 2025.08.06 06:20 | buy | 2502 | 1.00 | 147.429 | 0.000 | 0.000 | ||
| 7628 | 2025.08.06 06:20 | modify | 2502 | 1.00 | 147.429 | 146.329 | 148.429 | ||
| 7629 | 2025.08.06 08:40 | close | 2502 | 1.00 | 147.489 | 146.329 | 148.429 | 6000.00 | 9947200.00 |
| 7630 | 2025.08.12 15:35 | buy | 2503 | 1.00 | 148.100 | 0.000 | 0.000 | ||
| 7631 | 2025.08.12 15:35 | modify | 2503 | 1.00 | 148.100 | 147.000 | 149.100 | ||
| 7632 | 2025.08.12 16:25 | close | 2503 | 1.00 | 148.336 | 147.000 | 149.100 | 23600.00 | 9970800.00 |
| 7633 | 2025.08.12 23:35 | sell | 2504 | 1.00 | 147.853 | 0.000 | 0.000 | ||
| 7634 | 2025.08.12 23:35 | modify | 2504 | 1.00 | 147.853 | 148.953 | 146.853 | ||
| 7635 | 2025.08.13 08:00 | close | 2504 | 1.00 | 147.940 | 148.953 | 146.853 | -8700.00 | 9962100.00 |
| 7636 | 2025.08.13 21:10 | sell | 2505 | 1.00 | 147.476 | 0.000 | 0.000 | ||
| 7637 | 2025.08.13 21:10 | modify | 2505 | 1.00 | 147.476 | 148.576 | 146.476 | ||
| 7638 | 2025.08.13 23:30 | close | 2505 | 1.00 | 147.359 | 148.576 | 146.476 | 11700.00 | 9973800.00 |
| 7639 | 2025.08.14 15:35 | sell | 2506 | 1.00 | 146.903 | 0.000 | 0.000 | ||
| 7640 | 2025.08.14 15:35 | modify | 2506 | 1.00 | 146.903 | 148.003 | 145.903 | ||
| 7641 | 2025.08.14 18:05 | modify | 2506 | 1.00 | 146.903 | 148.003 | 147.303 | ||
| 7642 | 2025.08.14 22:35 | close | 2506 | 1.00 | 147.795 | 148.003 | 147.303 | -89200.00 | 9884600.00 |
| 7643 | 2025.08.15 04:00 | buy | 2507 | 1.00 | 147.487 | 0.000 | 0.000 | ||
| 7644 | 2025.08.15 04:00 | modify | 2507 | 1.00 | 147.487 | 146.387 | 148.487 | ||
| 7645 | 2025.08.15 11:50 | modify | 2507 | 1.00 | 147.487 | 146.387 | 147.087 | ||
| 7646 | 2025.08.15 14:55 | close | 2507 | 1.00 | 147.033 | 146.387 | 147.087 | -45400.00 | 9839200.00 |
| 7647 | 2025.08.15 19:35 | sell | 2508 | 1.00 | 147.143 | 0.000 | 0.000 | ||
| 7648 | 2025.08.15 19:35 | modify | 2508 | 1.00 | 147.143 | 148.243 | 146.143 | ||
| 7649 | 2025.08.15 23:00 | close | 2508 | 1.00 | 147.245 | 148.243 | 146.143 | -10200.00 | 9829000.00 |
| 7650 | 2025.08.18 10:15 | buy | 2509 | 1.00 | 147.156 | 0.000 | 0.000 | ||