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 |
| 1051 | 2007.02.26 18:55 | sell | 347 | 1.00 | 120.741 | 0.000 | 0.000 | ||
| 1052 | 2007.02.26 18:55 | modify | 347 | 1.00 | 120.741 | 121.841 | 119.741 | ||
| 1053 | 2007.02.26 20:45 | close | 347 | 1.00 | 120.657 | 121.841 | 119.741 | 8400.00 | 2737600.00 |
| 1054 | 2007.03.01 04:20 | buy | 348 | 1.00 | 118.377 | 0.000 | 0.000 | ||
| 1055 | 2007.03.01 04:20 | modify | 348 | 1.00 | 118.377 | 117.277 | 119.377 | ||
| 1056 | 2007.03.01 10:40 | close | 348 | 1.00 | 118.422 | 117.277 | 119.377 | 4500.00 | 2742100.00 |
| 1057 | 2007.03.02 01:45 | sell | 349 | 1.00 | 117.772 | 0.000 | 0.000 | ||
| 1058 | 2007.03.02 01:45 | modify | 349 | 1.00 | 117.772 | 118.872 | 116.772 | ||
| 1059 | 2007.03.02 03:20 | close | 349 | 1.00 | 117.607 | 118.872 | 116.772 | 16500.00 | 2758600.00 |
| 1060 | 2007.03.02 12:00 | buy | 350 | 1.00 | 117.510 | 0.000 | 0.000 | ||
| 1061 | 2007.03.02 12:00 | modify | 350 | 1.00 | 117.510 | 116.410 | 118.510 | ||
| 1062 | 2007.03.02 14:15 | modify | 350 | 1.00 | 117.510 | 116.410 | 117.110 | ||
| 1063 | 2007.03.02 14:39 | t/p | 350 | 1.00 | 117.123 | 116.410 | 117.110 | -38700.00 | 2719900.00 |
| 1064 | 2007.03.05 16:45 | sell | 351 | 1.00 | 115.898 | 0.000 | 0.000 | ||
| 1065 | 2007.03.05 16:45 | modify | 351 | 1.00 | 115.898 | 116.998 | 114.898 | ||
| 1066 | 2007.03.05 20:25 | close | 351 | 1.00 | 115.826 | 116.998 | 114.898 | 7200.00 | 2727100.00 |
| 1067 | 2007.03.08 04:50 | sell | 352 | 1.00 | 116.101 | 0.000 | 0.000 | ||
| 1068 | 2007.03.08 04:50 | modify | 352 | 1.00 | 116.101 | 117.201 | 115.101 | ||
| 1069 | 2007.03.08 07:45 | modify | 352 | 1.00 | 116.101 | 117.201 | 116.501 | ||
| 1070 | 2007.03.08 13:07 | s/l | 352 | 1.00 | 117.230 | 117.201 | 116.501 | -112900.00 | 2614200.00 |
| 1071 | 2007.03.08 21:35 | buy | 353 | 1.00 | 117.109 | 0.000 | 0.000 | ||
| 1072 | 2007.03.08 21:35 | modify | 353 | 1.00 | 117.109 | 116.009 | 118.109 | ||
| 1073 | 2007.03.09 00:15 | close | 353 | 1.00 | 117.198 | 116.009 | 118.109 | 8900.00 | 2623100.00 |
| 1074 | 2007.03.12 03:00 | buy | 354 | 1.00 | 118.204 | 0.000 | 0.000 | ||
| 1075 | 2007.03.12 03:00 | modify | 354 | 1.00 | 118.204 | 117.104 | 119.204 | ||
| 1076 | 2007.03.12 04:40 | close | 354 | 1.00 | 118.338 | 117.104 | 119.204 | 13400.00 | 2636500.00 |
| 1077 | 2007.03.15 08:30 | buy | 355 | 1.00 | 117.085 | 0.000 | 0.000 | ||
| 1078 | 2007.03.15 08:30 | modify | 355 | 1.00 | 117.085 | 115.985 | 118.085 | ||
| 1079 | 2007.03.15 09:20 | close | 355 | 1.00 | 117.227 | 115.985 | 118.085 | 14200.00 | 2650700.00 |
| 1080 | 2007.03.16 02:55 | buy | 356 | 1.00 | 117.251 | 0.000 | 0.000 | ||
| 1081 | 2007.03.16 02:55 | modify | 356 | 1.00 | 117.251 | 116.151 | 118.251 | ||
| 1082 | 2007.03.16 07:00 | close | 356 | 1.00 | 116.971 | 116.151 | 118.251 | -28000.00 | 2622700.00 |
| 1083 | 2007.03.19 03:50 | sell | 357 | 1.00 | 116.678 | 0.000 | 0.000 | ||
| 1084 | 2007.03.19 03:50 | modify | 357 | 1.00 | 116.678 | 117.778 | 115.678 | ||
| 1085 | 2007.03.19 04:20 | modify | 357 | 1.00 | 116.678 | 117.778 | 117.078 | ||
| 1086 | 2007.03.19 04:26 | t/p | 357 | 1.00 | 117.079 | 117.778 | 117.078 | -40100.00 | 2582600.00 |
| 1087 | 2007.03.19 22:30 | buy | 358 | 1.00 | 117.486 | 0.000 | 0.000 | ||
| 1088 | 2007.03.19 22:30 | modify | 358 | 1.00 | 117.486 | 116.386 | 118.486 | ||
| 1089 | 2007.03.20 00:50 | close | 358 | 1.00 | 117.653 | 116.386 | 118.486 | 16700.00 | 2599300.00 |
| 1090 | 2007.03.22 12:40 | sell | 359 | 1.00 | 117.649 | 0.000 | 0.000 | ||
| 1091 | 2007.03.22 12:40 | modify | 359 | 1.00 | 117.649 | 118.749 | 116.649 | ||
| 1092 | 2007.03.22 15:10 | close | 359 | 1.00 | 117.589 | 118.749 | 116.649 | 6000.00 | 2605300.00 |
| 1093 | 2007.03.29 03:20 | sell | 360 | 1.00 | 117.100 | 0.000 | 0.000 | ||
| 1094 | 2007.03.29 03:20 | modify | 360 | 1.00 | 117.100 | 118.200 | 116.100 | ||
| 1095 | 2007.03.29 03:50 | close | 360 | 1.00 | 116.939 | 118.200 | 116.100 | 16100.00 | 2621400.00 |
| 1096 | 2007.03.30 04:40 | buy | 361 | 1.00 | 117.756 | 0.000 | 0.000 | ||
| 1097 | 2007.03.30 04:40 | modify | 361 | 1.00 | 117.756 | 116.656 | 118.756 | ||
| 1098 | 2007.03.30 07:00 | close | 361 | 1.00 | 117.775 | 116.656 | 118.756 | 1900.00 | 2623300.00 |
| 1099 | 2007.04.04 02:20 | buy | 362 | 1.00 | 118.783 | 0.000 | 0.000 | ||
| 1100 | 2007.04.04 02:20 | modify | 362 | 1.00 | 118.783 | 117.683 | 119.783 | ||
| 1101 | 2007.04.04 02:40 | close | 362 | 1.00 | 118.933 | 117.683 | 119.783 | 15000.00 | 2638300.00 |
| 1102 | 2007.04.09 07:25 | buy | 363 | 1.00 | 119.324 | 0.000 | 0.000 | ||
| 1103 | 2007.04.09 07:25 | modify | 363 | 1.00 | 119.324 | 118.224 | 120.324 | ||
| 1104 | 2007.04.09 16:00 | close | 363 | 1.00 | 119.222 | 118.224 | 120.324 | -10200.00 | 2628100.00 |
| 1105 | 2007.04.13 17:35 | sell | 364 | 1.00 | 118.923 | 0.000 | 0.000 | ||
| 1106 | 2007.04.13 17:35 | modify | 364 | 1.00 | 118.923 | 120.023 | 117.923 | ||
| 1107 | 2007.04.13 21:15 | close | 364 | 1.00 | 119.150 | 120.023 | 117.923 | -22700.00 | 2605400.00 |
| 1108 | 2007.04.17 03:20 | buy | 365 | 1.00 | 119.595 | 0.000 | 0.000 | ||
| 1109 | 2007.04.17 03:20 | modify | 365 | 1.00 | 119.595 | 118.495 | 120.595 | ||
| 1110 | 2007.04.17 07:50 | close | 365 | 1.00 | 119.670 | 118.495 | 120.595 | 7500.00 | 2612900.00 |
| 1111 | 2007.04.18 09:25 | sell | 366 | 1.00 | 118.871 | 0.000 | 0.000 | ||
| 1112 | 2007.04.18 09:25 | modify | 366 | 1.00 | 118.871 | 119.971 | 117.871 | ||
| 1113 | 2007.04.18 10:35 | close | 366 | 1.00 | 118.699 | 119.971 | 117.871 | 17200.00 | 2630100.00 |
| 1114 | 2007.04.18 20:25 | sell | 367 | 1.00 | 118.465 | 0.000 | 0.000 | ||
| 1115 | 2007.04.18 20:25 | modify | 367 | 1.00 | 118.465 | 119.565 | 117.465 | ||
| 1116 | 2007.04.19 00:20 | close | 367 | 1.00 | 118.587 | 119.565 | 117.465 | -12200.00 | 2617900.00 |
| 1117 | 2007.04.19 16:50 | sell | 368 | 1.00 | 118.287 | 0.000 | 0.000 | ||
| 1118 | 2007.04.19 16:50 | modify | 368 | 1.00 | 118.287 | 119.387 | 117.287 | ||
| 1119 | 2007.04.20 01:15 | close | 368 | 1.00 | 118.342 | 119.387 | 117.287 | -5500.00 | 2612400.00 |
| 1120 | 2007.04.20 13:45 | buy | 369 | 1.00 | 118.571 | 0.000 | 0.000 | ||
| 1121 | 2007.04.20 13:45 | modify | 369 | 1.00 | 118.571 | 117.471 | 119.571 | ||
| 1122 | 2007.04.20 15:55 | close | 369 | 1.00 | 118.724 | 117.471 | 119.571 | 15300.00 | 2627700.00 |
| 1123 | 2007.04.20 19:50 | buy | 370 | 1.00 | 118.718 | 0.000 | 0.000 | ||
| 1124 | 2007.04.20 19:50 | modify | 370 | 1.00 | 118.718 | 117.618 | 119.718 | ||
| 1125 | 2007.04.20 20:25 | close | 370 | 1.00 | 118.833 | 117.618 | 119.718 | 11500.00 | 2639200.00 |
| 1126 | 2007.04.24 12:50 | sell | 371 | 1.00 | 118.775 | 0.000 | 0.000 | ||
| 1127 | 2007.04.24 12:50 | modify | 371 | 1.00 | 118.775 | 119.875 | 117.775 | ||
| 1128 | 2007.04.24 16:10 | close | 371 | 1.00 | 118.711 | 119.875 | 117.775 | 6400.00 | 2645600.00 |
| 1129 | 2007.04.27 07:55 | buy | 372 | 1.00 | 119.486 | 0.000 | 0.000 | ||
| 1130 | 2007.04.27 07:55 | modify | 372 | 1.00 | 119.486 | 118.386 | 120.486 | ||
| 1131 | 2007.04.27 08:55 | close | 372 | 1.00 | 119.538 | 118.386 | 120.486 | 5200.00 | 2650800.00 |
| 1132 | 2007.04.27 17:55 | sell | 373 | 1.00 | 119.421 | 0.000 | 0.000 | ||
| 1133 | 2007.04.27 17:55 | modify | 373 | 1.00 | 119.421 | 120.521 | 118.421 | ||
| 1134 | 2007.04.27 22:10 | close | 373 | 1.00 | 119.571 | 120.521 | 118.421 | -15000.00 | 2635800.00 |
| 1135 | 2007.06.08 18:15 | buy | 374 | 1.00 | 121.529 | 0.000 | 0.000 | ||
| 1136 | 2007.06.08 18:15 | modify | 374 | 1.00 | 121.529 | 120.429 | 122.529 | ||
| 1137 | 2007.06.08 19:15 | close | 374 | 1.00 | 121.681 | 120.429 | 122.529 | 15200.00 | 2651000.00 |
| 1138 | 2007.06.11 02:10 | buy | 375 | 1.00 | 121.606 | 0.000 | 0.000 | ||
| 1139 | 2007.06.11 02:10 | modify | 375 | 1.00 | 121.606 | 120.506 | 122.606 | ||
| 1140 | 2007.06.11 05:55 | close | 375 | 1.00 | 121.641 | 120.506 | 122.606 | 3500.00 | 2654500.00 |
| 1141 | 2007.06.26 18:50 | sell | 376 | 1.00 | 123.368 | 0.000 | 0.000 | ||
| 1142 | 2007.06.26 18:50 | modify | 376 | 1.00 | 123.368 | 124.468 | 122.368 | ||
| 1143 | 2007.06.26 21:40 | close | 376 | 1.00 | 123.290 | 124.468 | 122.368 | 7800.00 | 2662300.00 |
| 1144 | 2007.06.27 22:30 | sell | 377 | 1.00 | 122.631 | 0.000 | 0.000 | ||
| 1145 | 2007.06.27 22:30 | modify | 377 | 1.00 | 122.631 | 123.731 | 121.631 | ||
| 1146 | 2007.06.28 02:55 | modify | 377 | 1.00 | 122.631 | 123.731 | 123.031 | ||
| 1147 | 2007.06.28 03:54 | t/p | 377 | 1.00 | 123.030 | 123.731 | 123.031 | -39900.00 | 2622400.00 |
| 1148 | 2007.07.02 23:15 | sell | 378 | 1.00 | 122.415 | 0.000 | 0.000 | ||
| 1149 | 2007.07.02 23:15 | modify | 378 | 1.00 | 122.415 | 123.515 | 121.415 | ||
| 1150 | 2007.07.03 02:00 | close | 378 | 1.00 | 122.259 | 123.515 | 121.415 | 15600.00 | 2638000.00 |
| 1151 | 2007.07.03 15:40 | buy | 379 | 1.00 | 122.321 | 0.000 | 0.000 | ||
| 1152 | 2007.07.03 15:40 | modify | 379 | 1.00 | 122.321 | 121.221 | 123.321 | ||
| 1153 | 2007.07.03 18:15 | close | 379 | 1.00 | 122.417 | 121.221 | 123.321 | 9600.00 | 2647600.00 |
| 1154 | 2007.07.11 12:25 | sell | 380 | 1.00 | 121.627 | 0.000 | 0.000 | ||
| 1155 | 2007.07.11 12:25 | modify | 380 | 1.00 | 121.627 | 122.727 | 120.627 | ||
| 1156 | 2007.07.11 14:15 | close | 380 | 1.00 | 121.529 | 122.727 | 120.627 | 9800.00 | 2657400.00 |
| 1157 | 2007.07.12 05:15 | buy | 381 | 1.00 | 122.170 | 0.000 | 0.000 | ||
| 1158 | 2007.07.12 05:15 | modify | 381 | 1.00 | 122.170 | 121.070 | 123.170 | ||
| 1159 | 2007.07.12 07:00 | close | 381 | 1.00 | 122.364 | 121.070 | 123.170 | 19400.00 | 2676800.00 |
| 1160 | 2007.07.12 10:05 | buy | 382 | 1.00 | 121.898 | 0.000 | 0.000 | ||
| 1161 | 2007.07.12 10:05 | modify | 382 | 1.00 | 121.898 | 120.798 | 122.898 | ||
| 1162 | 2007.07.12 10:40 | close | 382 | 1.00 | 122.077 | 120.798 | 122.898 | 17900.00 | 2694700.00 |
| 1163 | 2007.07.16 17:30 | sell | 383 | 1.00 | 121.917 | 0.000 | 0.000 | ||
| 1164 | 2007.07.16 17:30 | modify | 383 | 1.00 | 121.917 | 123.017 | 120.917 | ||
| 1165 | 2007.07.16 19:05 | close | 383 | 1.00 | 121.859 | 123.017 | 120.917 | 5800.00 | 2700500.00 |
| 1166 | 2007.07.18 10:55 | sell | 384 | 1.00 | 121.955 | 0.000 | 0.000 | ||
| 1167 | 2007.07.18 10:55 | modify | 384 | 1.00 | 121.955 | 123.055 | 120.955 | ||
| 1168 | 2007.07.18 16:40 | close | 384 | 1.00 | 122.015 | 123.055 | 120.955 | -6000.00 | 2694500.00 |
| 1169 | 2007.07.25 07:45 | sell | 385 | 1.00 | 120.217 | 0.000 | 0.000 | ||
| 1170 | 2007.07.25 07:45 | modify | 385 | 1.00 | 120.217 | 121.317 | 119.217 | ||
| 1171 | 2007.07.25 09:30 | close | 385 | 1.00 | 120.042 | 121.317 | 119.217 | 17500.00 | 2712000.00 |
| 1172 | 2007.07.25 17:50 | buy | 386 | 1.00 | 120.180 | 0.000 | 0.000 | ||
| 1173 | 2007.07.25 17:50 | modify | 386 | 1.00 | 120.180 | 119.080 | 121.180 | ||
| 1174 | 2007.07.25 18:05 | close | 386 | 1.00 | 120.379 | 119.080 | 121.180 | 19900.00 | 2731900.00 |
| 1175 | 2007.07.27 03:00 | sell | 387 | 1.00 | 118.876 | 0.000 | 0.000 | ||
| 1176 | 2007.07.27 03:00 | modify | 387 | 1.00 | 118.876 | 119.976 | 117.876 | ||
| 1177 | 2007.07.27 07:40 | close | 387 | 1.00 | 119.001 | 119.976 | 117.876 | -12500.00 | 2719400.00 |
| 1178 | 2007.07.31 03:55 | buy | 388 | 1.00 | 118.886 | 0.000 | 0.000 | ||
| 1179 | 2007.07.31 03:55 | modify | 388 | 1.00 | 118.886 | 117.786 | 119.886 | ||
| 1180 | 2007.07.31 06:50 | close | 388 | 1.00 | 119.008 | 117.786 | 119.886 | 12200.00 | 2731600.00 |
| 1181 | 2007.08.01 14:25 | sell | 389 | 1.00 | 118.418 | 0.000 | 0.000 | ||
| 1182 | 2007.08.01 14:25 | modify | 389 | 1.00 | 118.418 | 119.518 | 117.418 | ||
| 1183 | 2007.08.01 22:10 | close | 389 | 1.00 | 118.415 | 119.518 | 117.418 | 300.00 | 2731900.00 |
| 1184 | 2007.08.02 03:15 | buy | 390 | 1.00 | 118.746 | 0.000 | 0.000 | ||
| 1185 | 2007.08.02 03:15 | modify | 390 | 1.00 | 118.746 | 117.646 | 119.746 | ||
| 1186 | 2007.08.02 04:55 | close | 390 | 1.00 | 118.911 | 117.646 | 119.746 | 16500.00 | 2748400.00 |
| 1187 | 2007.08.02 06:40 | buy | 391 | 1.00 | 118.575 | 0.000 | 0.000 | ||
| 1188 | 2007.08.02 06:40 | modify | 391 | 1.00 | 118.575 | 117.475 | 119.575 | ||
| 1189 | 2007.08.02 08:20 | close | 391 | 1.00 | 118.733 | 117.475 | 119.575 | 15800.00 | 2764200.00 |
| 1190 | 2007.08.06 13:55 | sell | 392 | 1.00 | 117.955 | 0.000 | 0.000 | ||
| 1191 | 2007.08.06 13:55 | modify | 392 | 1.00 | 117.955 | 119.055 | 116.955 | ||
| 1192 | 2007.08.06 16:00 | close | 392 | 1.00 | 117.931 | 119.055 | 116.955 | 2400.00 | 2766600.00 |
| 1193 | 2007.08.08 22:10 | buy | 393 | 1.00 | 119.588 | 0.000 | 0.000 | ||
| 1194 | 2007.08.08 22:10 | modify | 393 | 1.00 | 119.588 | 118.488 | 120.588 | ||
| 1195 | 2007.08.08 23:15 | close | 393 | 1.00 | 119.744 | 118.488 | 120.588 | 15600.00 | 2782200.00 |
| 1196 | 2007.08.13 00:20 | buy | 394 | 1.00 | 118.199 | 0.000 | 0.000 | ||
| 1197 | 2007.08.13 00:20 | modify | 394 | 1.00 | 118.199 | 117.099 | 119.199 | ||
| 1198 | 2007.08.13 01:00 | close | 394 | 1.00 | 118.350 | 117.099 | 119.199 | 15100.00 | 2797300.00 |
| 1199 | 2007.08.13 12:50 | buy | 395 | 1.00 | 117.946 | 0.000 | 0.000 | ||
| 1200 | 2007.08.13 12:50 | modify | 395 | 1.00 | 117.946 | 116.846 | 118.946 | ||