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 |
| 751 | 2006.03.27 00:25 | sell | 248 | 1.00 | 117.617 | 0.000 | 0.000 | ||
| 752 | 2006.03.27 00:25 | modify | 248 | 1.00 | 117.617 | 118.717 | 116.617 | ||
| 753 | 2006.03.27 01:30 | close | 248 | 1.00 | 117.485 | 118.717 | 116.617 | 13200.00 | 2109900.00 |
| 754 | 2006.03.27 22:15 | sell | 249 | 1.00 | 116.728 | 0.000 | 0.000 | ||
| 755 | 2006.03.27 22:15 | modify | 249 | 1.00 | 116.728 | 117.828 | 115.728 | ||
| 756 | 2006.03.28 01:15 | close | 249 | 1.00 | 116.667 | 117.828 | 115.728 | 6100.00 | 2116000.00 |
| 757 | 2006.04.03 17:05 | buy | 250 | 1.00 | 118.054 | 0.000 | 0.000 | ||
| 758 | 2006.04.03 17:05 | modify | 250 | 1.00 | 118.054 | 116.954 | 119.054 | ||
| 759 | 2006.04.04 02:00 | close | 250 | 1.00 | 117.789 | 116.954 | 119.054 | -26500.00 | 2089500.00 |
| 760 | 2006.04.05 00:10 | sell | 251 | 1.00 | 117.562 | 0.000 | 0.000 | ||
| 761 | 2006.04.05 00:10 | modify | 251 | 1.00 | 117.562 | 118.662 | 116.562 | ||
| 762 | 2006.04.05 01:15 | close | 251 | 1.00 | 117.456 | 118.662 | 116.562 | 10600.00 | 2100100.00 |
| 763 | 2006.04.05 11:25 | sell | 252 | 1.00 | 117.139 | 0.000 | 0.000 | ||
| 764 | 2006.04.05 11:25 | modify | 252 | 1.00 | 117.139 | 118.239 | 116.139 | ||
| 765 | 2006.04.05 17:55 | modify | 252 | 1.00 | 117.139 | 118.239 | 117.539 | ||
| 766 | 2006.04.05 19:36 | t/p | 252 | 1.00 | 117.538 | 118.239 | 117.539 | -39900.00 | 2060200.00 |
| 767 | 2006.04.11 00:00 | buy | 253 | 1.00 | 118.330 | 0.000 | 0.000 | ||
| 768 | 2006.04.11 00:00 | modify | 253 | 1.00 | 118.330 | 117.230 | 119.330 | ||
| 769 | 2006.04.11 01:30 | close | 253 | 1.00 | 118.439 | 117.230 | 119.330 | 10900.00 | 2071100.00 |
| 770 | 2006.04.12 09:10 | sell | 254 | 1.00 | 118.243 | 0.000 | 0.000 | ||
| 771 | 2006.04.12 09:10 | modify | 254 | 1.00 | 118.243 | 119.343 | 117.243 | ||
| 772 | 2006.04.12 09:35 | close | 254 | 1.00 | 118.099 | 119.343 | 117.243 | 14400.00 | 2085500.00 |
| 773 | 2006.04.12 11:00 | sell | 255 | 1.00 | 118.352 | 0.000 | 0.000 | ||
| 774 | 2006.04.12 11:00 | modify | 255 | 1.00 | 118.352 | 119.452 | 117.352 | ||
| 775 | 2006.04.12 11:45 | close | 255 | 1.00 | 118.196 | 119.452 | 117.352 | 15600.00 | 2101100.00 |
| 776 | 2006.04.20 16:55 | buy | 256 | 1.00 | 117.400 | 0.000 | 0.000 | ||
| 777 | 2006.04.20 16:55 | modify | 256 | 1.00 | 117.400 | 116.300 | 118.400 | ||
| 778 | 2006.04.20 17:55 | close | 256 | 1.00 | 117.574 | 116.300 | 118.400 | 17400.00 | 2118500.00 |
| 779 | 2006.04.24 23:55 | sell | 257 | 1.00 | 114.592 | 0.000 | 0.000 | ||
| 780 | 2006.04.24 23:55 | modify | 257 | 1.00 | 114.592 | 115.692 | 113.592 | ||
| 781 | 2006.04.25 03:10 | close | 257 | 1.00 | 114.533 | 115.692 | 113.592 | 5900.00 | 2124400.00 |
| 782 | 2006.04.26 15:05 | buy | 258 | 1.00 | 114.979 | 0.000 | 0.000 | ||
| 783 | 2006.04.26 15:05 | modify | 258 | 1.00 | 114.979 | 113.879 | 115.979 | ||
| 784 | 2006.04.26 15:35 | close | 258 | 1.00 | 115.191 | 113.879 | 115.979 | 21200.00 | 2145600.00 |
| 785 | 2006.05.02 15:20 | buy | 259 | 1.00 | 113.296 | 0.000 | 0.000 | ||
| 786 | 2006.05.02 15:20 | modify | 259 | 1.00 | 113.296 | 112.196 | 114.296 | ||
| 787 | 2006.05.02 16:00 | close | 259 | 1.00 | 113.449 | 112.196 | 114.296 | 15300.00 | 2160900.00 |
| 788 | 2006.05.03 11:25 | sell | 260 | 1.00 | 113.375 | 0.000 | 0.000 | ||
| 789 | 2006.05.03 11:25 | modify | 260 | 1.00 | 113.375 | 114.475 | 112.375 | ||
| 790 | 2006.05.03 18:20 | close | 260 | 1.00 | 113.364 | 114.475 | 112.375 | 1100.00 | 2162000.00 |
| 791 | 2006.05.05 06:10 | sell | 261 | 1.00 | 113.769 | 0.000 | 0.000 | ||
| 792 | 2006.05.05 06:10 | modify | 261 | 1.00 | 113.769 | 114.869 | 112.769 | ||
| 793 | 2006.05.05 07:40 | close | 261 | 1.00 | 113.658 | 114.869 | 112.769 | 11100.00 | 2173100.00 |
| 794 | 2006.05.08 17:00 | sell | 262 | 1.00 | 111.487 | 0.000 | 0.000 | ||
| 795 | 2006.05.08 17:00 | modify | 262 | 1.00 | 111.487 | 112.587 | 110.487 | ||
| 796 | 2006.05.08 21:25 | close | 262 | 1.00 | 111.586 | 112.587 | 110.487 | -9900.00 | 2163200.00 |
| 797 | 2006.05.11 15:35 | buy | 263 | 1.00 | 110.676 | 0.000 | 0.000 | ||
| 798 | 2006.05.11 15:35 | modify | 263 | 1.00 | 110.676 | 109.576 | 111.676 | ||
| 799 | 2006.05.11 15:50 | close | 263 | 1.00 | 110.848 | 109.576 | 111.676 | 17200.00 | 2180400.00 |
| 800 | 2006.05.11 17:40 | buy | 264 | 1.00 | 110.633 | 0.000 | 0.000 | ||
| 801 | 2006.05.11 17:40 | modify | 264 | 1.00 | 110.633 | 109.533 | 111.633 | ||
| 802 | 2006.05.11 21:05 | close | 264 | 1.00 | 110.559 | 109.533 | 111.633 | -7400.00 | 2173000.00 |
| 803 | 2006.05.12 15:35 | sell | 265 | 1.00 | 109.880 | 0.000 | 0.000 | ||
| 804 | 2006.05.12 15:35 | modify | 265 | 1.00 | 109.880 | 110.980 | 108.880 | ||
| 805 | 2006.05.12 15:50 | close | 265 | 1.00 | 109.685 | 110.980 | 108.880 | 19500.00 | 2192500.00 |
| 806 | 2006.05.12 17:40 | sell | 266 | 1.00 | 110.406 | 0.000 | 0.000 | ||
| 807 | 2006.05.12 17:40 | modify | 266 | 1.00 | 110.406 | 111.506 | 109.406 | ||
| 808 | 2006.05.12 18:15 | close | 266 | 1.00 | 110.197 | 111.506 | 109.406 | 20900.00 | 2213400.00 |
| 809 | 2006.05.16 04:50 | buy | 267 | 1.00 | 110.207 | 0.000 | 0.000 | ||
| 810 | 2006.05.16 04:50 | modify | 267 | 1.00 | 110.207 | 109.107 | 111.207 | ||
| 811 | 2006.05.16 09:10 | close | 267 | 1.00 | 110.259 | 109.107 | 111.207 | 5200.00 | 2218600.00 |
| 812 | 2006.05.17 15:35 | sell | 268 | 1.00 | 109.464 | 0.000 | 0.000 | ||
| 813 | 2006.05.17 15:35 | modify | 268 | 1.00 | 109.464 | 110.564 | 108.464 | ||
| 814 | 2006.05.17 15:40 | close | 268 | 1.00 | 109.256 | 110.564 | 108.464 | 20800.00 | 2239400.00 |
| 815 | 2006.05.24 10:45 | buy | 269 | 1.00 | 111.823 | 0.000 | 0.000 | ||
| 816 | 2006.05.24 10:45 | modify | 269 | 1.00 | 111.823 | 110.723 | 112.823 | ||
| 817 | 2006.05.24 12:15 | close | 269 | 1.00 | 111.975 | 110.723 | 112.823 | 15200.00 | 2254600.00 |
| 818 | 2006.05.26 04:40 | sell | 270 | 1.00 | 112.025 | 0.000 | 0.000 | ||
| 819 | 2006.05.26 04:40 | modify | 270 | 1.00 | 112.025 | 113.125 | 111.025 | ||
| 820 | 2006.05.26 09:40 | close | 270 | 1.00 | 111.959 | 113.125 | 111.025 | 6600.00 | 2261200.00 |
| 821 | 2006.05.29 00:40 | buy | 271 | 1.00 | 112.091 | 0.000 | 0.000 | ||
| 822 | 2006.05.29 00:40 | modify | 271 | 1.00 | 112.091 | 110.991 | 113.091 | ||
| 823 | 2006.05.29 00:55 | close | 271 | 1.00 | 112.613 | 110.991 | 113.091 | 52200.00 | 2313400.00 |
| 824 | 2006.05.29 17:05 | sell | 272 | 1.00 | 112.389 | 0.000 | 0.000 | ||
| 825 | 2006.05.29 17:05 | modify | 272 | 1.00 | 112.389 | 113.489 | 111.389 | ||
| 826 | 2006.05.29 21:10 | close | 272 | 1.00 | 112.538 | 113.489 | 111.389 | -14900.00 | 2298500.00 |
| 827 | 2006.05.30 14:40 | sell | 273 | 1.00 | 112.138 | 0.000 | 0.000 | ||
| 828 | 2006.05.30 14:40 | modify | 273 | 1.00 | 112.138 | 113.238 | 111.138 | ||
| 829 | 2006.05.30 16:55 | close | 273 | 1.00 | 112.034 | 113.238 | 111.138 | 10400.00 | 2308900.00 |
| 830 | 2006.05.31 04:15 | buy | 274 | 1.00 | 111.992 | 0.000 | 0.000 | ||
| 831 | 2006.05.31 04:15 | modify | 274 | 1.00 | 111.992 | 110.892 | 112.992 | ||
| 832 | 2006.05.31 05:00 | close | 274 | 1.00 | 112.243 | 110.892 | 112.992 | 25100.00 | 2334000.00 |
| 833 | 2006.06.01 17:10 | buy | 275 | 1.00 | 112.850 | 0.000 | 0.000 | ||
| 834 | 2006.06.01 17:10 | modify | 275 | 1.00 | 112.850 | 111.750 | 113.850 | ||
| 835 | 2006.06.01 20:20 | close | 275 | 1.00 | 112.651 | 111.750 | 113.850 | -19900.00 | 2314100.00 |
| 836 | 2006.06.02 10:15 | sell | 276 | 1.00 | 112.856 | 0.000 | 0.000 | ||
| 837 | 2006.06.02 10:15 | modify | 276 | 1.00 | 112.856 | 113.956 | 111.856 | ||
| 838 | 2006.06.02 13:10 | close | 276 | 1.00 | 112.734 | 113.956 | 111.856 | 12200.00 | 2326300.00 |
| 839 | 2006.06.05 00:10 | sell | 277 | 1.00 | 111.709 | 0.000 | 0.000 | ||
| 840 | 2006.06.05 00:10 | modify | 277 | 1.00 | 111.709 | 112.809 | 110.709 | ||
| 841 | 2006.06.05 00:40 | close | 277 | 1.00 | 111.581 | 112.809 | 110.709 | 12800.00 | 2339100.00 |
| 842 | 2006.06.06 09:30 | buy | 278 | 1.00 | 112.227 | 0.000 | 0.000 | ||
| 843 | 2006.06.06 09:30 | modify | 278 | 1.00 | 112.227 | 111.127 | 113.227 | ||
| 844 | 2006.06.06 13:10 | close | 278 | 1.00 | 112.290 | 111.127 | 113.227 | 6300.00 | 2345400.00 |
| 845 | 2006.06.14 03:10 | buy | 279 | 1.00 | 115.121 | 0.000 | 0.000 | ||
| 846 | 2006.06.14 03:10 | modify | 279 | 1.00 | 115.121 | 114.021 | 116.121 | ||
| 847 | 2006.06.14 06:30 | close | 279 | 1.00 | 115.172 | 114.021 | 116.121 | 5100.00 | 2350500.00 |
| 848 | 2006.06.20 13:00 | sell | 280 | 1.00 | 115.259 | 0.000 | 0.000 | ||
| 849 | 2006.06.20 13:00 | modify | 280 | 1.00 | 115.259 | 116.359 | 114.259 | ||
| 850 | 2006.06.20 13:55 | close | 280 | 1.00 | 115.108 | 116.359 | 114.259 | 15100.00 | 2365600.00 |
| 851 | 2006.07.05 07:15 | buy | 281 | 1.00 | 114.794 | 0.000 | 0.000 | ||
| 852 | 2006.07.05 07:15 | modify | 281 | 1.00 | 114.794 | 113.694 | 115.794 | ||
| 853 | 2006.07.05 09:55 | close | 281 | 1.00 | 114.822 | 113.694 | 115.794 | 2800.00 | 2368400.00 |
| 854 | 2006.07.05 14:50 | buy | 282 | 1.00 | 114.721 | 0.000 | 0.000 | ||
| 855 | 2006.07.05 14:50 | modify | 282 | 1.00 | 114.721 | 113.621 | 115.721 | ||
| 856 | 2006.07.05 15:20 | close | 282 | 1.00 | 114.915 | 113.621 | 115.721 | 19400.00 | 2387800.00 |
| 857 | 2006.07.06 02:10 | buy | 283 | 1.00 | 115.508 | 0.000 | 0.000 | ||
| 858 | 2006.07.06 02:10 | modify | 283 | 1.00 | 115.508 | 114.408 | 116.508 | ||
| 859 | 2006.07.06 07:45 | close | 283 | 1.00 | 115.542 | 114.408 | 116.508 | 3400.00 | 2391200.00 |
| 860 | 2006.07.11 04:15 | buy | 284 | 1.00 | 114.108 | 0.000 | 0.000 | ||
| 861 | 2006.07.11 04:15 | modify | 284 | 1.00 | 114.108 | 113.008 | 115.108 | ||
| 862 | 2006.07.11 06:30 | close | 284 | 1.00 | 114.055 | 113.008 | 115.108 | -5300.00 | 2385900.00 |
| 863 | 2006.07.13 02:10 | buy | 285 | 1.00 | 115.318 | 0.000 | 0.000 | ||
| 864 | 2006.07.13 02:10 | modify | 285 | 1.00 | 115.318 | 114.218 | 116.318 | ||
| 865 | 2006.07.13 07:45 | close | 285 | 1.00 | 115.375 | 114.218 | 116.318 | 5700.00 | 2391600.00 |
| 866 | 2006.07.13 14:00 | sell | 286 | 1.00 | 115.380 | 0.000 | 0.000 | ||
| 867 | 2006.07.13 14:00 | modify | 286 | 1.00 | 115.380 | 116.480 | 114.380 | ||
| 868 | 2006.07.13 15:45 | close | 286 | 1.00 | 115.204 | 116.480 | 114.380 | 17600.00 | 2409200.00 |
| 869 | 2006.07.14 21:45 | buy | 287 | 1.00 | 116.075 | 0.000 | 0.000 | ||
| 870 | 2006.07.14 21:45 | modify | 287 | 1.00 | 116.075 | 114.975 | 117.075 | ||
| 871 | 2006.07.14 22:35 | close | 287 | 1.00 | 116.210 | 114.975 | 117.075 | 13500.00 | 2422700.00 |
| 872 | 2006.07.19 00:05 | buy | 288 | 1.00 | 117.292 | 0.000 | 0.000 | ||
| 873 | 2006.07.19 00:05 | modify | 288 | 1.00 | 117.292 | 116.192 | 118.292 | ||
| 874 | 2006.07.19 02:30 | close | 288 | 1.00 | 117.359 | 116.192 | 118.292 | 6700.00 | 2429400.00 |
| 875 | 2006.07.20 10:10 | sell | 289 | 1.00 | 116.831 | 0.000 | 0.000 | ||
| 876 | 2006.07.20 10:10 | modify | 289 | 1.00 | 116.831 | 117.931 | 115.831 | ||
| 877 | 2006.07.20 11:20 | close | 289 | 1.00 | 116.718 | 117.931 | 115.831 | 11300.00 | 2440700.00 |
| 878 | 2006.07.24 23:55 | buy | 290 | 1.00 | 116.681 | 0.000 | 0.000 | ||
| 879 | 2006.07.24 23:55 | modify | 290 | 1.00 | 116.681 | 115.581 | 117.681 | ||
| 880 | 2006.07.25 01:55 | close | 290 | 1.00 | 116.714 | 115.581 | 117.681 | 3300.00 | 2444000.00 |
| 881 | 2006.07.25 07:35 | buy | 291 | 1.00 | 116.654 | 0.000 | 0.000 | ||
| 882 | 2006.07.25 07:35 | modify | 291 | 1.00 | 116.654 | 115.554 | 117.654 | ||
| 883 | 2006.07.25 10:15 | close | 291 | 1.00 | 116.722 | 115.554 | 117.654 | 6800.00 | 2450800.00 |
| 884 | 2006.07.26 03:05 | buy | 292 | 1.00 | 117.082 | 0.000 | 0.000 | ||
| 885 | 2006.07.26 03:05 | modify | 292 | 1.00 | 117.082 | 115.982 | 118.082 | ||
| 886 | 2006.07.26 04:25 | close | 292 | 1.00 | 117.151 | 115.982 | 118.082 | 6900.00 | 2457700.00 |
| 887 | 2006.07.26 18:25 | sell | 293 | 1.00 | 117.035 | 0.000 | 0.000 | ||
| 888 | 2006.07.26 18:25 | modify | 293 | 1.00 | 117.035 | 118.135 | 116.035 | ||
| 889 | 2006.07.26 19:00 | close | 293 | 1.00 | 116.855 | 118.135 | 116.035 | 18000.00 | 2475700.00 |
| 890 | 2006.07.27 21:20 | sell | 294 | 1.00 | 115.836 | 0.000 | 0.000 | ||
| 891 | 2006.07.27 21:20 | modify | 294 | 1.00 | 115.836 | 116.936 | 114.836 | ||
| 892 | 2006.07.28 06:00 | close | 294 | 1.00 | 115.794 | 116.936 | 114.836 | 4200.00 | 2479900.00 |
| 893 | 2006.07.31 10:45 | sell | 295 | 1.00 | 114.477 | 0.000 | 0.000 | ||
| 894 | 2006.07.31 10:45 | modify | 295 | 1.00 | 114.477 | 115.577 | 113.477 | ||
| 895 | 2006.07.31 11:50 | close | 295 | 1.00 | 114.309 | 115.577 | 113.477 | 16800.00 | 2496700.00 |
| 896 | 2006.08.01 02:00 | buy | 296 | 1.00 | 114.516 | 0.000 | 0.000 | ||
| 897 | 2006.08.01 02:00 | modify | 296 | 1.00 | 114.516 | 113.416 | 115.516 | ||
| 898 | 2006.08.01 05:45 | close | 296 | 1.00 | 114.671 | 113.416 | 115.516 | 15500.00 | 2512200.00 |
| 899 | 2006.08.04 22:10 | sell | 297 | 1.00 | 114.431 | 0.000 | 0.000 | ||
| 900 | 2006.08.04 22:10 | modify | 297 | 1.00 | 114.431 | 115.531 | 113.431 | ||