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 |
| 1201 | 2007.08.13 14:15 | close | 395 | 1.00 | 118.080 | 116.846 | 118.946 | 13400.00 | 2810700.00 |
| 1202 | 2007.08.16 23:05 | sell | 396 | 1.00 | 114.271 | 0.000 | 0.000 | ||
| 1203 | 2007.08.16 23:05 | modify | 396 | 1.00 | 114.271 | 115.371 | 113.271 | ||
| 1204 | 2007.08.16 23:10 | close | 396 | 1.00 | 114.053 | 115.371 | 113.271 | 21800.00 | 2832500.00 |
| 1205 | 2007.08.17 11:35 | sell | 397 | 1.00 | 113.412 | 0.000 | 0.000 | ||
| 1206 | 2007.08.17 11:35 | modify | 397 | 1.00 | 113.412 | 114.512 | 112.412 | ||
| 1207 | 2007.08.17 11:40 | close | 397 | 1.00 | 113.263 | 114.512 | 112.412 | 14900.00 | 2847400.00 |
| 1208 | 2007.08.17 12:00 | sell | 398 | 1.00 | 113.889 | 0.000 | 0.000 | ||
| 1209 | 2007.08.17 12:00 | modify | 398 | 1.00 | 113.889 | 114.989 | 112.889 | ||
| 1210 | 2007.08.17 12:05 | close | 398 | 1.00 | 113.625 | 114.989 | 112.889 | 26400.00 | 2873800.00 |
| 1211 | 2007.08.20 19:15 | buy | 399 | 1.00 | 114.321 | 0.000 | 0.000 | ||
| 1212 | 2007.08.20 19:15 | modify | 399 | 1.00 | 114.321 | 113.221 | 115.321 | ||
| 1213 | 2007.08.20 19:35 | close | 399 | 1.00 | 114.498 | 113.221 | 115.321 | 17700.00 | 2891500.00 |
| 1214 | 2007.08.27 04:40 | buy | 400 | 1.00 | 116.345 | 0.000 | 0.000 | ||
| 1215 | 2007.08.27 04:40 | modify | 400 | 1.00 | 116.345 | 115.245 | 117.345 | ||
| 1216 | 2007.08.27 16:00 | close | 400 | 1.00 | 116.055 | 115.245 | 117.345 | -29000.00 | 2862500.00 |
| 1217 | 2007.08.29 07:00 | sell | 401 | 1.00 | 114.268 | 0.000 | 0.000 | ||
| 1218 | 2007.08.29 07:00 | modify | 401 | 1.00 | 114.268 | 115.368 | 113.268 | ||
| 1219 | 2007.08.29 12:35 | modify | 401 | 1.00 | 114.268 | 115.368 | 114.668 | ||
| 1220 | 2007.08.29 12:56 | t/p | 401 | 1.00 | 114.668 | 115.368 | 114.668 | -40000.00 | 2822500.00 |
| 1221 | 2007.08.30 07:55 | buy | 402 | 1.00 | 115.427 | 0.000 | 0.000 | ||
| 1222 | 2007.08.30 07:55 | modify | 402 | 1.00 | 115.427 | 114.327 | 116.427 | ||
| 1223 | 2007.08.30 09:40 | close | 402 | 1.00 | 115.611 | 114.327 | 116.427 | 18400.00 | 2840900.00 |
| 1224 | 2007.09.03 07:50 | sell | 403 | 1.00 | 115.971 | 0.000 | 0.000 | ||
| 1225 | 2007.09.03 07:50 | modify | 403 | 1.00 | 115.971 | 117.071 | 114.971 | ||
| 1226 | 2007.09.03 09:50 | close | 403 | 1.00 | 115.946 | 117.071 | 114.971 | 2500.00 | 2843400.00 |
| 1227 | 2007.09.05 06:00 | buy | 404 | 1.00 | 116.070 | 0.000 | 0.000 | ||
| 1228 | 2007.09.05 06:00 | modify | 404 | 1.00 | 116.070 | 114.970 | 117.070 | ||
| 1229 | 2007.09.05 10:20 | close | 404 | 1.00 | 115.866 | 114.970 | 117.070 | -20400.00 | 2823000.00 |
| 1230 | 2007.09.06 05:10 | sell | 405 | 1.00 | 115.378 | 0.000 | 0.000 | ||
| 1231 | 2007.09.06 05:10 | modify | 405 | 1.00 | 115.378 | 116.478 | 114.378 | ||
| 1232 | 2007.09.06 08:20 | close | 405 | 1.00 | 115.327 | 116.478 | 114.378 | 5100.00 | 2828100.00 |
| 1233 | 2007.09.11 02:25 | buy | 406 | 1.00 | 113.479 | 0.000 | 0.000 | ||
| 1234 | 2007.09.11 02:25 | modify | 406 | 1.00 | 113.479 | 112.379 | 114.479 | ||
| 1235 | 2007.09.11 03:05 | close | 406 | 1.00 | 113.645 | 112.379 | 114.479 | 16600.00 | 2844700.00 |
| 1236 | 2007.09.11 10:00 | buy | 407 | 1.00 | 113.514 | 0.000 | 0.000 | ||
| 1237 | 2007.09.11 10:00 | modify | 407 | 1.00 | 113.514 | 112.414 | 114.514 | ||
| 1238 | 2007.09.11 11:35 | close | 407 | 1.00 | 113.701 | 112.414 | 114.514 | 18700.00 | 2863400.00 |
| 1239 | 2007.09.12 08:25 | buy | 408 | 1.00 | 113.999 | 0.000 | 0.000 | ||
| 1240 | 2007.09.12 08:25 | modify | 408 | 1.00 | 113.999 | 112.899 | 114.999 | ||
| 1241 | 2007.09.12 10:35 | close | 408 | 1.00 | 114.058 | 112.899 | 114.999 | 5900.00 | 2869300.00 |
| 1242 | 2007.09.12 16:25 | sell | 409 | 1.00 | 114.217 | 0.000 | 0.000 | ||
| 1243 | 2007.09.12 16:25 | modify | 409 | 1.00 | 114.217 | 115.317 | 113.217 | ||
| 1244 | 2007.09.12 19:25 | close | 409 | 1.00 | 114.114 | 115.317 | 113.217 | 10300.00 | 2879600.00 |
| 1245 | 2007.09.13 23:30 | buy | 410 | 1.00 | 115.137 | 0.000 | 0.000 | ||
| 1246 | 2007.09.13 23:30 | modify | 410 | 1.00 | 115.137 | 114.037 | 116.137 | ||
| 1247 | 2007.09.14 03:45 | close | 410 | 1.00 | 114.934 | 114.037 | 116.137 | -20300.00 | 2859300.00 |
| 1248 | 2007.09.14 17:30 | sell | 411 | 1.00 | 115.095 | 0.000 | 0.000 | ||
| 1249 | 2007.09.14 17:30 | modify | 411 | 1.00 | 115.095 | 116.195 | 114.095 | ||
| 1250 | 2007.09.14 20:10 | close | 411 | 1.00 | 115.113 | 116.195 | 114.095 | -1800.00 | 2857500.00 |
| 1251 | 2007.09.18 21:30 | buy | 412 | 1.00 | 115.499 | 0.000 | 0.000 | ||
| 1252 | 2007.09.18 21:30 | modify | 412 | 1.00 | 115.499 | 114.399 | 116.499 | ||
| 1253 | 2007.09.18 21:40 | close | 412 | 1.00 | 115.759 | 114.399 | 116.499 | 26000.00 | 2883500.00 |
| 1254 | 2007.09.24 02:25 | buy | 413 | 1.00 | 115.264 | 0.000 | 0.000 | ||
| 1255 | 2007.09.24 02:25 | modify | 413 | 1.00 | 115.264 | 114.164 | 116.264 | ||
| 1256 | 2007.09.24 13:05 | close | 413 | 1.00 | 115.066 | 114.164 | 116.264 | -19800.00 | 2863700.00 |
| 1257 | 2007.09.26 20:45 | buy | 414 | 1.00 | 115.401 | 0.000 | 0.000 | ||
| 1258 | 2007.09.26 20:45 | modify | 414 | 1.00 | 115.401 | 114.301 | 116.401 | ||
| 1259 | 2007.09.26 22:15 | close | 414 | 1.00 | 115.546 | 114.301 | 116.401 | 14500.00 | 2878200.00 |
| 1260 | 2007.10.01 02:45 | sell | 415 | 1.00 | 114.940 | 0.000 | 0.000 | ||
| 1261 | 2007.10.01 02:45 | modify | 415 | 1.00 | 114.940 | 116.040 | 113.940 | ||
| 1262 | 2007.10.01 07:20 | close | 415 | 1.00 | 114.942 | 116.040 | 113.940 | -200.00 | 2878000.00 |
| 1263 | 2007.10.02 04:25 | buy | 416 | 1.00 | 115.552 | 0.000 | 0.000 | ||
| 1264 | 2007.10.02 04:25 | modify | 416 | 1.00 | 115.552 | 114.452 | 116.552 | ||
| 1265 | 2007.10.02 08:00 | close | 416 | 1.00 | 115.443 | 114.452 | 116.552 | -10900.00 | 2867100.00 |
| 1266 | 2007.10.02 11:25 | sell | 417 | 1.00 | 115.663 | 0.000 | 0.000 | ||
| 1267 | 2007.10.02 11:25 | modify | 417 | 1.00 | 115.663 | 116.763 | 114.663 | ||
| 1268 | 2007.10.02 23:50 | close | 417 | 1.00 | 115.753 | 116.763 | 114.663 | -9000.00 | 2858100.00 |
| 1269 | 2007.10.08 19:35 | buy | 418 | 1.00 | 117.302 | 0.000 | 0.000 | ||
| 1270 | 2007.10.08 19:35 | modify | 418 | 1.00 | 117.302 | 116.202 | 118.302 | ||
| 1271 | 2007.10.08 23:00 | close | 418 | 1.00 | 117.407 | 116.202 | 118.302 | 10500.00 | 2868600.00 |
| 1272 | 2007.10.11 21:20 | buy | 419 | 1.00 | 117.403 | 0.000 | 0.000 | ||
| 1273 | 2007.10.11 21:20 | modify | 419 | 1.00 | 117.403 | 116.303 | 118.403 | ||
| 1274 | 2007.10.12 00:15 | close | 419 | 1.00 | 117.301 | 116.303 | 118.403 | -10200.00 | 2858400.00 |
| 1275 | 2007.10.16 23:50 | sell | 420 | 1.00 | 116.849 | 0.000 | 0.000 | ||
| 1276 | 2007.10.16 23:50 | modify | 420 | 1.00 | 116.849 | 117.949 | 115.849 | ||
| 1277 | 2007.10.17 03:15 | close | 420 | 1.00 | 116.869 | 117.949 | 115.849 | -2000.00 | 2856400.00 |
| 1278 | 2007.10.17 17:15 | buy | 421 | 1.00 | 116.765 | 0.000 | 0.000 | ||
| 1279 | 2007.10.17 17:15 | modify | 421 | 1.00 | 116.765 | 115.665 | 117.765 | ||
| 1280 | 2007.10.17 22:10 | close | 421 | 1.00 | 116.641 | 115.665 | 117.765 | -12400.00 | 2844000.00 |
| 1281 | 2007.10.18 08:40 | sell | 422 | 1.00 | 116.558 | 0.000 | 0.000 | ||
| 1282 | 2007.10.18 08:40 | modify | 422 | 1.00 | 116.558 | 117.658 | 115.558 | ||
| 1283 | 2007.10.18 10:35 | close | 422 | 1.00 | 116.470 | 117.658 | 115.558 | 8800.00 | 2852800.00 |
| 1284 | 2007.10.19 11:00 | sell | 423 | 1.00 | 115.328 | 0.000 | 0.000 | ||
| 1285 | 2007.10.19 11:00 | modify | 423 | 1.00 | 115.328 | 116.428 | 114.328 | ||
| 1286 | 2007.10.19 11:55 | close | 423 | 1.00 | 115.167 | 116.428 | 114.328 | 16100.00 | 2868900.00 |
| 1287 | 2007.10.19 13:15 | sell | 424 | 1.00 | 115.474 | 0.000 | 0.000 | ||
| 1288 | 2007.10.19 13:15 | modify | 424 | 1.00 | 115.474 | 116.574 | 114.474 | ||
| 1289 | 2007.10.19 15:05 | close | 424 | 1.00 | 115.380 | 116.574 | 114.474 | 9400.00 | 2878300.00 |
| 1290 | 2007.10.22 06:50 | sell | 425 | 1.00 | 114.145 | 0.000 | 0.000 | ||
| 1291 | 2007.10.22 06:50 | modify | 425 | 1.00 | 114.145 | 115.245 | 113.145 | ||
| 1292 | 2007.10.22 09:50 | close | 425 | 1.00 | 113.958 | 115.245 | 113.145 | 18700.00 | 2897000.00 |
| 1293 | 2007.10.24 22:15 | sell | 426 | 1.00 | 114.280 | 0.000 | 0.000 | ||
| 1294 | 2007.10.24 22:15 | modify | 426 | 1.00 | 114.280 | 115.380 | 113.280 | ||
| 1295 | 2007.10.24 22:25 | close | 426 | 1.00 | 114.117 | 115.380 | 113.280 | 16300.00 | 2913300.00 |
| 1296 | 2007.10.25 15:40 | buy | 427 | 1.00 | 114.117 | 0.000 | 0.000 | ||
| 1297 | 2007.10.25 15:40 | modify | 427 | 1.00 | 114.117 | 113.017 | 115.117 | ||
| 1298 | 2007.10.25 17:15 | close | 427 | 1.00 | 114.318 | 113.017 | 115.117 | 20100.00 | 2933400.00 |
| 1299 | 2007.10.30 03:50 | buy | 428 | 1.00 | 114.593 | 0.000 | 0.000 | ||
| 1300 | 2007.10.30 03:50 | modify | 428 | 1.00 | 114.593 | 113.493 | 115.593 | ||
| 1301 | 2007.10.30 09:00 | close | 428 | 1.00 | 114.518 | 113.493 | 115.593 | -7500.00 | 2925900.00 |
| 1302 | 2007.10.30 11:10 | sell | 429 | 1.00 | 114.609 | 0.000 | 0.000 | ||
| 1303 | 2007.10.30 11:10 | modify | 429 | 1.00 | 114.609 | 115.709 | 113.609 | ||
| 1304 | 2007.10.30 14:00 | close | 429 | 1.00 | 114.698 | 115.709 | 113.609 | -8900.00 | 2917000.00 |
| 1305 | 2007.10.30 17:10 | buy | 430 | 1.00 | 114.632 | 0.000 | 0.000 | ||
| 1306 | 2007.10.30 17:10 | modify | 430 | 1.00 | 114.632 | 113.532 | 115.632 | ||
| 1307 | 2007.10.30 20:00 | close | 430 | 1.00 | 114.812 | 113.532 | 115.632 | 18000.00 | 2935000.00 |
| 1308 | 2007.10.31 21:25 | buy | 431 | 1.00 | 114.981 | 0.000 | 0.000 | ||
| 1309 | 2007.10.31 21:25 | modify | 431 | 1.00 | 114.981 | 113.881 | 115.981 | ||
| 1310 | 2007.10.31 21:35 | close | 431 | 1.00 | 115.207 | 113.881 | 115.981 | 22600.00 | 2957600.00 |
| 1311 | 2007.11.01 06:55 | buy | 432 | 1.00 | 115.296 | 0.000 | 0.000 | ||
| 1312 | 2007.11.01 06:55 | modify | 432 | 1.00 | 115.296 | 114.196 | 116.296 | ||
| 1313 | 2007.11.01 09:35 | close | 432 | 1.00 | 115.425 | 114.196 | 116.296 | 12900.00 | 2970500.00 |
| 1314 | 2007.11.01 15:40 | buy | 433 | 1.00 | 115.396 | 0.000 | 0.000 | ||
| 1315 | 2007.11.01 15:40 | modify | 433 | 1.00 | 115.396 | 114.296 | 116.396 | ||
| 1316 | 2007.11.01 17:05 | modify | 433 | 1.00 | 115.396 | 114.296 | 114.996 | ||
| 1317 | 2007.11.01 17:42 | t/p | 433 | 1.00 | 114.996 | 114.296 | 114.996 | -40000.00 | 2930500.00 |
| 1318 | 2007.11.02 05:00 | sell | 434 | 1.00 | 114.841 | 0.000 | 0.000 | ||
| 1319 | 2007.11.02 05:00 | modify | 434 | 1.00 | 114.841 | 115.941 | 113.841 | ||
| 1320 | 2007.11.02 07:35 | close | 434 | 1.00 | 114.706 | 115.941 | 113.841 | 13500.00 | 2944000.00 |
| 1321 | 2007.11.12 19:35 | sell | 435 | 1.00 | 110.060 | 0.000 | 0.000 | ||
| 1322 | 2007.11.12 19:35 | modify | 435 | 1.00 | 110.060 | 111.160 | 109.060 | ||
| 1323 | 2007.11.12 20:10 | close | 435 | 1.00 | 109.849 | 111.160 | 109.060 | 21100.00 | 2965100.00 |
| 1324 | 2007.11.14 04:30 | buy | 436 | 1.00 | 110.883 | 0.000 | 0.000 | ||
| 1325 | 2007.11.14 04:30 | modify | 436 | 1.00 | 110.883 | 109.783 | 111.883 | ||
| 1326 | 2007.11.14 05:20 | close | 436 | 1.00 | 111.056 | 109.783 | 111.883 | 17300.00 | 2982400.00 |
| 1327 | 2007.11.14 13:50 | buy | 437 | 1.00 | 110.874 | 0.000 | 0.000 | ||
| 1328 | 2007.11.14 13:50 | modify | 437 | 1.00 | 110.874 | 109.774 | 111.874 | ||
| 1329 | 2007.11.14 14:10 | close | 437 | 1.00 | 111.064 | 109.774 | 111.874 | 19000.00 | 3001400.00 |
| 1330 | 2007.11.15 17:40 | sell | 438 | 1.00 | 110.981 | 0.000 | 0.000 | ||
| 1331 | 2007.11.15 17:40 | modify | 438 | 1.00 | 110.981 | 112.081 | 109.981 | ||
| 1332 | 2007.11.15 18:55 | close | 438 | 1.00 | 110.793 | 112.081 | 109.981 | 18800.00 | 3020200.00 |
| 1333 | 2007.11.16 14:15 | sell | 439 | 1.00 | 110.496 | 0.000 | 0.000 | ||
| 1334 | 2007.11.16 14:15 | modify | 439 | 1.00 | 110.496 | 111.596 | 109.496 | ||
| 1335 | 2007.11.16 17:00 | close | 439 | 1.00 | 110.340 | 111.596 | 109.496 | 15600.00 | 3035800.00 |
| 1336 | 2007.11.19 04:35 | buy | 440 | 1.00 | 110.719 | 0.000 | 0.000 | ||
| 1337 | 2007.11.19 04:35 | modify | 440 | 1.00 | 110.719 | 109.619 | 111.719 | ||
| 1338 | 2007.11.19 09:55 | close | 440 | 1.00 | 110.668 | 109.619 | 111.719 | -5100.00 | 3030700.00 |
| 1339 | 2007.11.20 06:50 | sell | 441 | 1.00 | 109.991 | 0.000 | 0.000 | ||
| 1340 | 2007.11.20 06:50 | modify | 441 | 1.00 | 109.991 | 111.091 | 108.991 | ||
| 1341 | 2007.11.20 11:00 | close | 441 | 1.00 | 110.179 | 111.091 | 108.991 | -18800.00 | 3011900.00 |
| 1342 | 2007.11.20 15:25 | buy | 442 | 1.00 | 110.026 | 0.000 | 0.000 | ||
| 1343 | 2007.11.20 15:25 | modify | 442 | 1.00 | 110.026 | 108.926 | 111.026 | ||
| 1344 | 2007.11.20 16:55 | close | 442 | 1.00 | 110.198 | 108.926 | 111.026 | 17200.00 | 3029100.00 |
| 1345 | 2007.11.26 05:05 | buy | 443 | 1.00 | 108.211 | 0.000 | 0.000 | ||
| 1346 | 2007.11.26 05:05 | modify | 443 | 1.00 | 108.211 | 107.111 | 109.211 | ||
| 1347 | 2007.11.26 05:55 | close | 443 | 1.00 | 108.388 | 107.111 | 109.211 | 17700.00 | 3046800.00 |
| 1348 | 2007.11.27 05:05 | sell | 444 | 1.00 | 107.842 | 0.000 | 0.000 | ||
| 1349 | 2007.11.27 05:05 | modify | 444 | 1.00 | 107.842 | 108.942 | 106.842 | ||
| 1350 | 2007.11.27 05:40 | modify | 444 | 1.00 | 107.842 | 108.942 | 108.242 | ||