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 |
| 901 | 2006.08.04 23:00 | close | 297 | 1.00 | 114.422 | 115.531 | 113.431 | 900.00 | 2513100.00 |
| 902 | 2006.08.08 03:40 | buy | 298 | 1.00 | 114.999 | 0.000 | 0.000 | ||
| 903 | 2006.08.08 03:40 | modify | 298 | 1.00 | 114.999 | 113.899 | 115.999 | ||
| 904 | 2006.08.08 05:15 | close | 298 | 1.00 | 115.077 | 113.899 | 115.999 | 7800.00 | 2520900.00 |
| 905 | 2006.08.08 10:05 | buy | 299 | 1.00 | 115.074 | 0.000 | 0.000 | ||
| 906 | 2006.08.08 10:05 | modify | 299 | 1.00 | 115.074 | 113.974 | 116.074 | ||
| 907 | 2006.08.08 12:45 | close | 299 | 1.00 | 115.128 | 113.974 | 116.074 | 5400.00 | 2526300.00 |
| 908 | 2006.08.09 07:55 | buy | 300 | 1.00 | 115.570 | 0.000 | 0.000 | ||
| 909 | 2006.08.09 07:55 | modify | 300 | 1.00 | 115.570 | 114.470 | 116.570 | ||
| 910 | 2006.08.09 13:45 | modify | 300 | 1.00 | 115.570 | 114.470 | 115.170 | ||
| 911 | 2006.08.09 16:15 | close | 300 | 1.00 | 115.063 | 114.470 | 115.170 | -50700.00 | 2475600.00 |
| 912 | 2006.08.09 23:05 | sell | 301 | 1.00 | 115.372 | 0.000 | 0.000 | ||
| 913 | 2006.08.09 23:05 | modify | 301 | 1.00 | 115.372 | 116.472 | 114.372 | ||
| 914 | 2006.08.10 04:25 | close | 301 | 1.00 | 115.209 | 116.472 | 114.372 | 16300.00 | 2491900.00 |
| 915 | 2006.08.14 02:10 | buy | 302 | 1.00 | 116.193 | 0.000 | 0.000 | ||
| 916 | 2006.08.14 02:10 | modify | 302 | 1.00 | 116.193 | 115.093 | 117.193 | ||
| 917 | 2006.08.14 06:55 | close | 302 | 1.00 | 116.302 | 115.093 | 117.193 | 10900.00 | 2502800.00 |
| 918 | 2006.08.14 17:20 | buy | 303 | 1.00 | 116.366 | 0.000 | 0.000 | ||
| 919 | 2006.08.14 17:20 | modify | 303 | 1.00 | 116.366 | 115.266 | 117.366 | ||
| 920 | 2006.08.14 18:55 | close | 303 | 1.00 | 116.513 | 115.266 | 117.366 | 14700.00 | 2517500.00 |
| 921 | 2006.08.17 19:45 | sell | 304 | 1.00 | 115.695 | 0.000 | 0.000 | ||
| 922 | 2006.08.17 19:45 | modify | 304 | 1.00 | 115.695 | 116.795 | 114.695 | ||
| 923 | 2006.08.18 00:25 | close | 304 | 1.00 | 115.876 | 116.795 | 114.695 | -18100.00 | 2499400.00 |
| 924 | 2006.08.18 07:30 | buy | 305 | 1.00 | 115.925 | 0.000 | 0.000 | ||
| 925 | 2006.08.18 07:30 | modify | 305 | 1.00 | 115.925 | 114.825 | 116.925 | ||
| 926 | 2006.08.18 10:10 | close | 305 | 1.00 | 115.957 | 114.825 | 116.925 | 3200.00 | 2502600.00 |
| 927 | 2006.08.18 12:25 | buy | 306 | 1.00 | 115.734 | 0.000 | 0.000 | ||
| 928 | 2006.08.18 12:25 | modify | 306 | 1.00 | 115.734 | 114.634 | 116.734 | ||
| 929 | 2006.08.18 14:00 | close | 306 | 1.00 | 115.781 | 114.634 | 116.734 | 4700.00 | 2507300.00 |
| 930 | 2006.08.22 08:45 | buy | 307 | 1.00 | 116.031 | 0.000 | 0.000 | ||
| 931 | 2006.08.22 08:45 | modify | 307 | 1.00 | 116.031 | 114.931 | 117.031 | ||
| 932 | 2006.08.22 10:10 | close | 307 | 1.00 | 116.155 | 114.931 | 117.031 | 12400.00 | 2519700.00 |
| 933 | 2006.08.22 23:00 | buy | 308 | 1.00 | 116.534 | 0.000 | 0.000 | ||
| 934 | 2006.08.22 23:00 | modify | 308 | 1.00 | 116.534 | 115.434 | 117.534 | ||
| 935 | 2006.08.23 07:55 | close | 308 | 1.00 | 116.387 | 115.434 | 117.534 | -14700.00 | 2505000.00 |
| 936 | 2006.09.11 02:55 | buy | 309 | 1.00 | 116.764 | 0.000 | 0.000 | ||
| 937 | 2006.09.11 02:55 | modify | 309 | 1.00 | 116.764 | 115.664 | 117.764 | ||
| 938 | 2006.09.11 04:15 | close | 309 | 1.00 | 116.861 | 115.664 | 117.764 | 9700.00 | 2514700.00 |
| 939 | 2006.09.12 03:15 | buy | 310 | 1.00 | 117.462 | 0.000 | 0.000 | ||
| 940 | 2006.09.12 03:15 | modify | 310 | 1.00 | 117.462 | 116.362 | 118.462 | ||
| 941 | 2006.09.12 03:55 | close | 310 | 1.00 | 117.591 | 116.362 | 118.462 | 12900.00 | 2527600.00 |
| 942 | 2006.09.19 20:15 | sell | 311 | 1.00 | 117.751 | 0.000 | 0.000 | ||
| 943 | 2006.09.19 20:15 | modify | 311 | 1.00 | 117.751 | 118.851 | 116.751 | ||
| 944 | 2006.09.19 21:15 | close | 311 | 1.00 | 117.593 | 118.851 | 116.751 | 15800.00 | 2543400.00 |
| 945 | 2006.09.22 09:40 | sell | 312 | 1.00 | 116.507 | 0.000 | 0.000 | ||
| 946 | 2006.09.22 09:40 | modify | 312 | 1.00 | 116.507 | 117.607 | 115.507 | ||
| 947 | 2006.09.22 11:30 | close | 312 | 1.00 | 116.321 | 117.607 | 115.507 | 18600.00 | 2562000.00 |
| 948 | 2006.10.09 03:55 | buy | 313 | 1.00 | 118.843 | 0.000 | 0.000 | ||
| 949 | 2006.10.09 03:55 | modify | 313 | 1.00 | 118.843 | 117.743 | 119.843 | ||
| 950 | 2006.10.09 05:40 | close | 313 | 1.00 | 119.017 | 117.743 | 119.843 | 17400.00 | 2579400.00 |
| 951 | 2006.10.16 18:35 | sell | 314 | 1.00 | 119.323 | 0.000 | 0.000 | ||
| 952 | 2006.10.16 18:35 | modify | 314 | 1.00 | 119.323 | 120.423 | 118.323 | ||
| 953 | 2006.10.16 19:45 | close | 314 | 1.00 | 119.150 | 120.423 | 118.323 | 17300.00 | 2596700.00 |
| 954 | 2006.10.17 20:05 | sell | 315 | 1.00 | 118.751 | 0.000 | 0.000 | ||
| 955 | 2006.10.17 20:05 | modify | 315 | 1.00 | 118.751 | 119.851 | 117.751 | ||
| 956 | 2006.10.17 23:55 | close | 315 | 1.00 | 118.789 | 119.851 | 117.751 | -3800.00 | 2592900.00 |
| 957 | 2006.10.27 02:55 | sell | 316 | 1.00 | 118.567 | 0.000 | 0.000 | ||
| 958 | 2006.10.27 02:55 | modify | 316 | 1.00 | 118.567 | 119.667 | 117.567 | ||
| 959 | 2006.10.27 04:20 | close | 316 | 1.00 | 118.482 | 119.667 | 117.567 | 8500.00 | 2601400.00 |
| 960 | 2006.11.01 05:25 | sell | 317 | 1.00 | 116.989 | 0.000 | 0.000 | ||
| 961 | 2006.11.01 05:25 | modify | 317 | 1.00 | 116.989 | 118.089 | 115.989 | ||
| 962 | 2006.11.01 11:05 | close | 317 | 1.00 | 116.971 | 118.089 | 115.989 | 1800.00 | 2603200.00 |
| 963 | 2006.11.08 09:20 | sell | 318 | 1.00 | 117.761 | 0.000 | 0.000 | ||
| 964 | 2006.11.08 09:20 | modify | 318 | 1.00 | 117.761 | 118.861 | 116.761 | ||
| 965 | 2006.11.08 10:50 | close | 318 | 1.00 | 117.553 | 118.861 | 116.761 | 20800.00 | 2624000.00 |
| 966 | 2006.11.09 18:35 | buy | 319 | 1.00 | 117.950 | 0.000 | 0.000 | ||
| 967 | 2006.11.09 18:35 | modify | 319 | 1.00 | 117.950 | 116.850 | 118.950 | ||
| 968 | 2006.11.09 21:55 | close | 319 | 1.00 | 117.945 | 116.850 | 118.950 | -500.00 | 2623500.00 |
| 969 | 2006.11.14 01:55 | buy | 320 | 1.00 | 117.727 | 0.000 | 0.000 | ||
| 970 | 2006.11.14 01:55 | modify | 320 | 1.00 | 117.727 | 116.627 | 118.727 | ||
| 971 | 2006.11.14 10:20 | close | 320 | 1.00 | 117.634 | 116.627 | 118.727 | -9300.00 | 2614200.00 |
| 972 | 2006.11.14 11:45 | sell | 321 | 1.00 | 117.884 | 0.000 | 0.000 | ||
| 973 | 2006.11.14 11:45 | modify | 321 | 1.00 | 117.884 | 118.984 | 116.884 | ||
| 974 | 2006.11.14 13:45 | close | 321 | 1.00 | 117.755 | 118.984 | 116.884 | 12900.00 | 2627100.00 |
| 975 | 2006.11.15 20:40 | buy | 322 | 1.00 | 117.953 | 0.000 | 0.000 | ||
| 976 | 2006.11.15 20:40 | modify | 322 | 1.00 | 117.953 | 116.853 | 118.953 | ||
| 977 | 2006.11.15 21:35 | close | 322 | 1.00 | 118.102 | 116.853 | 118.953 | 14900.00 | 2642000.00 |
| 978 | 2006.11.20 05:20 | sell | 323 | 1.00 | 117.970 | 0.000 | 0.000 | ||
| 979 | 2006.11.20 05:20 | modify | 323 | 1.00 | 117.970 | 119.070 | 116.970 | ||
| 980 | 2006.11.20 08:50 | close | 323 | 1.00 | 117.862 | 119.070 | 116.970 | 10800.00 | 2652800.00 |
| 981 | 2006.11.22 19:50 | sell | 324 | 1.00 | 116.912 | 0.000 | 0.000 | ||
| 982 | 2006.11.22 19:50 | modify | 324 | 1.00 | 116.912 | 118.012 | 115.912 | ||
| 983 | 2006.11.22 20:10 | close | 324 | 1.00 | 116.744 | 118.012 | 115.912 | 16800.00 | 2669600.00 |
| 984 | 2006.11.24 19:00 | sell | 325 | 1.00 | 115.920 | 0.000 | 0.000 | ||
| 985 | 2006.11.24 19:00 | modify | 325 | 1.00 | 115.920 | 117.020 | 114.920 | ||
| 986 | 2006.11.24 21:00 | close | 325 | 1.00 | 115.768 | 117.020 | 114.920 | 15200.00 | 2684800.00 |
| 987 | 2006.11.29 10:20 | sell | 326 | 1.00 | 116.076 | 0.000 | 0.000 | ||
| 988 | 2006.11.29 10:20 | modify | 326 | 1.00 | 116.076 | 117.176 | 115.076 | ||
| 989 | 2006.11.29 16:10 | close | 326 | 1.00 | 116.119 | 117.176 | 115.076 | -4300.00 | 2680500.00 |
| 990 | 2006.11.30 04:15 | buy | 327 | 1.00 | 116.186 | 0.000 | 0.000 | ||
| 991 | 2006.11.30 04:15 | modify | 327 | 1.00 | 116.186 | 115.086 | 117.186 | ||
| 992 | 2006.11.30 12:20 | close | 327 | 1.00 | 116.254 | 115.086 | 117.186 | 6800.00 | 2687300.00 |
| 993 | 2006.12.01 06:55 | sell | 328 | 1.00 | 115.748 | 0.000 | 0.000 | ||
| 994 | 2006.12.01 06:55 | modify | 328 | 1.00 | 115.748 | 116.848 | 114.748 | ||
| 995 | 2006.12.01 09:55 | close | 328 | 1.00 | 115.815 | 116.848 | 114.748 | -6700.00 | 2680600.00 |
| 996 | 2006.12.01 16:25 | buy | 329 | 1.00 | 115.979 | 0.000 | 0.000 | ||
| 997 | 2006.12.01 16:25 | modify | 329 | 1.00 | 115.979 | 114.879 | 116.979 | ||
| 998 | 2006.12.01 17:35 | modify | 329 | 1.00 | 115.979 | 114.879 | 115.579 | ||
| 999 | 2006.12.01 22:00 | close | 329 | 1.00 | 115.325 | 114.879 | 115.579 | -65400.00 | 2615200.00 |
| 1000 | 2006.12.04 03:45 | sell | 330 | 1.00 | 115.492 | 0.000 | 0.000 | ||
| 1001 | 2006.12.04 03:45 | modify | 330 | 1.00 | 115.492 | 116.592 | 114.492 | ||
| 1002 | 2006.12.04 07:30 | close | 330 | 1.00 | 115.616 | 116.592 | 114.492 | -12400.00 | 2602800.00 |
| 1003 | 2006.12.04 13:20 | buy | 331 | 1.00 | 115.499 | 0.000 | 0.000 | ||
| 1004 | 2006.12.04 13:20 | modify | 331 | 1.00 | 115.499 | 114.399 | 116.499 | ||
| 1005 | 2006.12.04 15:00 | close | 331 | 1.00 | 115.544 | 114.399 | 116.499 | 4500.00 | 2607300.00 |
| 1006 | 2006.12.08 15:55 | buy | 332 | 1.00 | 115.192 | 0.000 | 0.000 | ||
| 1007 | 2006.12.08 15:55 | modify | 332 | 1.00 | 115.192 | 114.092 | 116.192 | ||
| 1008 | 2006.12.08 17:30 | close | 332 | 1.00 | 115.391 | 114.092 | 116.192 | 19900.00 | 2627200.00 |
| 1009 | 2006.12.11 19:45 | buy | 333 | 1.00 | 116.739 | 0.000 | 0.000 | ||
| 1010 | 2006.12.11 19:45 | modify | 333 | 1.00 | 116.739 | 115.639 | 117.739 | ||
| 1011 | 2006.12.11 21:00 | close | 333 | 1.00 | 116.899 | 115.639 | 117.739 | 16000.00 | 2643200.00 |
| 1012 | 2006.12.14 02:00 | buy | 334 | 1.00 | 117.423 | 0.000 | 0.000 | ||
| 1013 | 2006.12.14 02:00 | modify | 334 | 1.00 | 117.423 | 116.323 | 118.423 | ||
| 1014 | 2006.12.14 02:15 | close | 334 | 1.00 | 117.516 | 116.323 | 118.423 | 9300.00 | 2652500.00 |
| 1015 | 2006.12.15 15:35 | buy | 335 | 1.00 | 117.883 | 0.000 | 0.000 | ||
| 1016 | 2006.12.15 15:35 | modify | 335 | 1.00 | 117.883 | 116.783 | 118.883 | ||
| 1017 | 2006.12.15 19:10 | close | 335 | 1.00 | 117.975 | 116.783 | 118.883 | 9200.00 | 2661700.00 |
| 1018 | 2007.01.03 22:00 | buy | 336 | 1.00 | 119.372 | 0.000 | 0.000 | ||
| 1019 | 2007.01.03 22:00 | modify | 336 | 1.00 | 119.372 | 118.272 | 120.372 | ||
| 1020 | 2007.01.04 07:05 | close | 336 | 1.00 | 119.383 | 118.272 | 120.372 | 1100.00 | 2662800.00 |
| 1021 | 2007.01.05 15:35 | sell | 337 | 1.00 | 118.577 | 0.000 | 0.000 | ||
| 1022 | 2007.01.05 15:35 | modify | 337 | 1.00 | 118.577 | 119.677 | 117.577 | ||
| 1023 | 2007.01.05 21:30 | close | 337 | 1.00 | 118.652 | 119.677 | 117.577 | -7500.00 | 2655300.00 |
| 1024 | 2007.01.08 02:10 | buy | 338 | 1.00 | 118.525 | 0.000 | 0.000 | ||
| 1025 | 2007.01.08 02:10 | modify | 338 | 1.00 | 118.525 | 117.425 | 119.525 | ||
| 1026 | 2007.01.08 05:50 | close | 338 | 1.00 | 118.411 | 117.425 | 119.525 | -11400.00 | 2643900.00 |
| 1027 | 2007.01.09 19:55 | buy | 339 | 1.00 | 119.169 | 0.000 | 0.000 | ||
| 1028 | 2007.01.09 19:55 | modify | 339 | 1.00 | 119.169 | 118.069 | 120.169 | ||
| 1029 | 2007.01.09 21:50 | close | 339 | 1.00 | 119.307 | 118.069 | 120.169 | 13800.00 | 2657700.00 |
| 1030 | 2007.01.11 14:20 | buy | 340 | 1.00 | 120.154 | 0.000 | 0.000 | ||
| 1031 | 2007.01.11 14:20 | modify | 340 | 1.00 | 120.154 | 119.054 | 121.154 | ||
| 1032 | 2007.01.11 15:45 | close | 340 | 1.00 | 120.313 | 119.054 | 121.154 | 15900.00 | 2673600.00 |
| 1033 | 2007.01.12 06:50 | buy | 341 | 1.00 | 120.503 | 0.000 | 0.000 | ||
| 1034 | 2007.01.12 06:50 | modify | 341 | 1.00 | 120.503 | 119.403 | 121.503 | ||
| 1035 | 2007.01.12 07:55 | close | 341 | 1.00 | 120.663 | 119.403 | 121.503 | 16000.00 | 2689600.00 |
| 1036 | 2007.02.05 03:05 | buy | 342 | 1.00 | 120.869 | 0.000 | 0.000 | ||
| 1037 | 2007.02.05 03:05 | modify | 342 | 1.00 | 120.869 | 119.769 | 121.869 | ||
| 1038 | 2007.02.05 08:55 | close | 342 | 1.00 | 120.865 | 119.769 | 121.869 | -400.00 | 2689200.00 |
| 1039 | 2007.02.08 21:25 | buy | 343 | 1.00 | 121.031 | 0.000 | 0.000 | ||
| 1040 | 2007.02.08 21:25 | modify | 343 | 1.00 | 121.031 | 119.931 | 122.031 | ||
| 1041 | 2007.02.09 00:55 | close | 343 | 1.00 | 121.072 | 119.931 | 122.031 | 4100.00 | 2693300.00 |
| 1042 | 2007.02.14 02:20 | sell | 344 | 1.00 | 121.330 | 0.000 | 0.000 | ||
| 1043 | 2007.02.14 02:20 | modify | 344 | 1.00 | 121.330 | 122.430 | 120.330 | ||
| 1044 | 2007.02.14 03:05 | close | 344 | 1.00 | 121.159 | 122.430 | 120.330 | 17100.00 | 2710400.00 |
| 1045 | 2007.02.15 11:40 | sell | 345 | 1.00 | 120.327 | 0.000 | 0.000 | ||
| 1046 | 2007.02.15 11:40 | modify | 345 | 1.00 | 120.327 | 121.427 | 119.327 | ||
| 1047 | 2007.02.15 12:45 | close | 345 | 1.00 | 120.168 | 121.427 | 119.327 | 15900.00 | 2726300.00 |
| 1048 | 2007.02.16 02:00 | sell | 346 | 1.00 | 119.367 | 0.000 | 0.000 | ||
| 1049 | 2007.02.16 02:00 | modify | 346 | 1.00 | 119.367 | 120.467 | 118.367 | ||
| 1050 | 2007.02.16 03:40 | close | 346 | 1.00 | 119.338 | 120.467 | 118.367 | 2900.00 | 2729200.00 |