Strategy Tester Report
Utility_Player_USDJPY_M5_V5
| 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=21061701; 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 | 7417600.00 | 総利益 | 17115500.00 | 総損失 | -9697900.00 |
| プロフィットファクタ | 1.76 | 期待利得 | 3383.94 | ||
| 絶対ドローダウン | 88000.00 | 最大ドローダウン | 200500.00 (9.61%) | 相対ドローダウン | 16.60% (181500.00) |
| 総取引数 | 2192 | 売りポジション(勝率%） | 1079 (70.25%) | 買いポジション(勝率%） | 1113 (75.92%) |
| 勝率(%) | 1603 (73.13%) | 負率 (%) | 589 (26.87%) | ||
| 最大 | 勝トレード | 32900.00 | 敗トレード | -119700.00 | |
| 平均 | 勝トレード | 10677.17 | 敗トレード | -16465.03 | |
| 最大 | 連勝(金額) | 20 (276400.00) | 連敗(金額) | 6 (-135700.00) | |
| 最大 | 連勝(トレード数) | 276400.00 (20) | 連敗(トレード数) | -143000.00 (3) | |
| 平均 | 連勝 | 4 | 連敗 | 1 | |
1ページ目次へ
| # | 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 |
| 1 | 2004.01.19 02:55 | buy | 1 | 1.00 | 106.481 | 0.000 | 0.000 | ||
| 2 | 2004.01.19 02:55 | modify | 1 | 1.00 | 106.481 | 105.281 | 106.681 | ||
| 3 | 2004.01.19 08:45 | close | 1 | 1.00 | 106.632 | 105.281 | 106.681 | 15100.00 | 1015100.00 |
| 4 | 2004.01.20 06:15 | sell | 2 | 1.00 | 107.442 | 0.000 | 0.000 | ||
| 5 | 2004.01.20 06:15 | modify | 2 | 1.00 | 107.442 | 108.642 | 107.242 | ||
| 6 | 2004.01.20 09:35 | close | 2 | 1.00 | 107.323 | 108.642 | 107.242 | 11900.00 | 1027000.00 |
| 7 | 2004.01.21 02:15 | sell | 3 | 1.00 | 107.155 | 0.000 | 0.000 | ||
| 8 | 2004.01.21 02:15 | modify | 3 | 1.00 | 107.155 | 108.355 | 106.955 | ||
| 9 | 2004.01.21 09:25 | close | 3 | 1.00 | 107.126 | 108.355 | 106.955 | 2900.00 | 1029900.00 |
| 10 | 2004.01.26 02:00 | sell | 4 | 1.00 | 106.694 | 0.000 | 0.000 | ||
| 11 | 2004.01.26 02:00 | modify | 4 | 1.00 | 106.694 | 107.894 | 106.494 | ||
| 12 | 2004.01.26 02:15 | close | 4 | 1.00 | 106.566 | 107.894 | 106.494 | 12800.00 | 1042700.00 |
| 13 | 2004.01.26 03:20 | buy | 5 | 1.00 | 106.257 | 0.000 | 0.000 | ||
| 14 | 2004.01.26 03:20 | modify | 5 | 1.00 | 106.257 | 105.057 | 106.457 | ||
| 15 | 2004.01.26 09:25 | close | 5 | 1.00 | 106.187 | 105.057 | 106.457 | -7000.00 | 1035700.00 |
| 16 | 2004.02.10 07:30 | buy | 6 | 1.00 | 105.559 | 0.000 | 0.000 | ||
| 17 | 2004.02.10 07:30 | modify | 6 | 1.00 | 105.559 | 104.359 | 105.759 | ||
| 18 | 2004.02.10 14:45 | close | 6 | 1.00 | 105.360 | 104.359 | 105.759 | -19900.00 | 1015800.00 |
| 19 | 2004.02.19 02:00 | buy | 7 | 1.00 | 106.308 | 0.000 | 0.000 | ||
| 20 | 2004.02.19 02:00 | modify | 7 | 1.00 | 106.308 | 105.108 | 106.508 | ||
| 21 | 2004.02.19 02:15 | close | 7 | 1.00 | 106.500 | 105.108 | 106.508 | 19200.00 | 1035000.00 |
| 22 | 2004.02.23 01:40 | buy | 8 | 1.00 | 108.739 | 0.000 | 0.000 | ||
| 23 | 2004.02.23 01:40 | modify | 8 | 1.00 | 108.739 | 107.539 | 108.939 | ||
| 24 | 2004.02.23 02:10 | close | 8 | 1.00 | 108.867 | 107.539 | 108.939 | 12800.00 | 1047800.00 |
| 25 | 2004.02.23 20:45 | sell | 9 | 1.00 | 108.491 | 0.000 | 0.000 | ||
| 26 | 2004.02.23 20:45 | modify | 9 | 1.00 | 108.491 | 109.691 | 108.291 | ||
| 27 | 2004.02.23 23:00 | close | 9 | 1.00 | 108.396 | 109.691 | 108.291 | 9500.00 | 1057300.00 |
| 28 | 2004.03.05 08:00 | buy | 10 | 1.00 | 111.160 | 0.000 | 0.000 | ||
| 29 | 2004.03.05 08:00 | modify | 10 | 1.00 | 111.160 | 109.960 | 111.360 | ||
| 30 | 2004.03.05 10:45 | modify | 10 | 1.00 | 111.160 | 110.865 | 111.360 | ||
| 31 | 2004.03.05 13:15 | close | 10 | 1.00 | 111.145 | 110.865 | 111.360 | -1500.00 | 1055800.00 |
| 32 | 2004.03.10 23:55 | sell | 11 | 1.00 | 110.934 | 0.000 | 0.000 | ||
| 33 | 2004.03.10 23:55 | modify | 11 | 1.00 | 110.934 | 112.134 | 110.734 | ||
| 34 | 2004.03.11 02:20 | close | 11 | 1.00 | 110.851 | 112.134 | 110.734 | 8300.00 | 1064100.00 |
| 35 | 2004.03.11 05:55 | buy | 12 | 1.00 | 110.697 | 0.000 | 0.000 | ||
| 36 | 2004.03.11 05:55 | modify | 12 | 1.00 | 110.697 | 109.497 | 110.897 | ||
| 37 | 2004.03.11 08:15 | close | 12 | 1.00 | 110.630 | 109.497 | 110.897 | -6700.00 | 1057400.00 |
| 38 | 2004.03.11 23:40 | buy | 13 | 1.00 | 110.761 | 0.000 | 0.000 | ||
| 39 | 2004.03.11 23:40 | modify | 13 | 1.00 | 110.761 | 109.561 | 110.961 | ||
| 40 | 2004.03.12 01:00 | close | 13 | 1.00 | 110.845 | 109.561 | 110.961 | 8400.00 | 1065800.00 |
| 41 | 2004.03.17 22:15 | sell | 14 | 1.00 | 108.283 | 0.000 | 0.000 | ||
| 42 | 2004.03.17 22:15 | modify | 14 | 1.00 | 108.283 | 109.483 | 108.083 | ||
| 43 | 2004.03.17 22:25 | close | 14 | 1.00 | 108.159 | 109.483 | 108.083 | 12400.00 | 1078200.00 |
| 44 | 2004.03.22 09:30 | buy | 15 | 1.00 | 107.130 | 0.000 | 0.000 | ||
| 45 | 2004.03.22 09:30 | modify | 15 | 1.00 | 107.130 | 105.930 | 107.330 | ||
| 46 | 2004.03.22 12:00 | close | 15 | 1.00 | 107.211 | 105.930 | 107.330 | 8100.00 | 1086300.00 |
| 47 | 2004.03.31 05:35 | buy | 16 | 1.00 | 104.543 | 0.000 | 0.000 | ||
| 48 | 2004.03.31 05:35 | modify | 16 | 1.00 | 104.543 | 103.343 | 104.743 | ||
| 49 | 2004.03.31 06:15 | modify | 16 | 1.00 | 104.543 | 103.343 | 104.643 | ||
| 50 | 2004.03.31 10:20 | close | 16 | 1.00 | 103.577 | 103.343 | 104.643 | -96600.00 | 989700.00 |
| 51 | 2004.04.05 22:25 | buy | 17 | 1.00 | 104.932 | 0.000 | 0.000 | ||
| 52 | 2004.04.05 22:25 | modify | 17 | 1.00 | 104.932 | 103.732 | 105.132 | ||
| 53 | 2004.04.06 00:50 | close | 17 | 1.00 | 105.042 | 103.732 | 105.132 | 11000.00 | 1000700.00 |
| 54 | 2004.04.12 20:00 | buy | 18 | 1.00 | 105.356 | 0.000 | 0.000 | ||
| 55 | 2004.04.12 20:00 | modify | 18 | 1.00 | 105.356 | 104.156 | 105.556 | ||
| 56 | 2004.04.12 22:10 | close | 18 | 1.00 | 105.424 | 104.156 | 105.556 | 6800.00 | 1007500.00 |
| 57 | 2004.04.13 09:35 | sell | 19 | 1.00 | 105.372 | 0.000 | 0.000 | ||
| 58 | 2004.04.13 09:35 | modify | 19 | 1.00 | 105.372 | 106.572 | 105.172 | ||
| 59 | 2004.04.13 11:25 | modify | 19 | 1.00 | 105.372 | 106.572 | 105.272 | ||
| 60 | 2004.04.13 13:15 | close | 19 | 1.00 | 105.810 | 106.572 | 105.272 | -43800.00 | 963700.00 |
| 61 | 2004.04.16 03:05 | sell | 20 | 1.00 | 108.358 | 0.000 | 0.000 | ||
| 62 | 2004.04.16 03:05 | modify | 20 | 1.00 | 108.358 | 109.558 | 108.158 | ||
| 63 | 2004.04.16 04:10 | modify | 20 | 1.00 | 108.358 | 109.558 | 108.258 | ||
| 64 | 2004.04.16 10:00 | close | 20 | 1.00 | 108.309 | 109.558 | 108.258 | 4900.00 | 968600.00 |
| 65 | 2004.04.21 04:05 | buy | 21 | 1.00 | 108.608 | 0.000 | 0.000 | ||
| 66 | 2004.04.21 04:05 | modify | 21 | 1.00 | 108.608 | 107.408 | 108.808 | ||
| 67 | 2004.04.21 04:50 | close | 21 | 1.00 | 108.794 | 107.408 | 108.808 | 18600.00 | 987200.00 |
| 68 | 2004.04.22 23:55 | buy | 22 | 1.00 | 109.376 | 0.000 | 0.000 | ||
| 69 | 2004.04.22 23:55 | modify | 22 | 1.00 | 109.376 | 108.176 | 109.576 | ||
| 70 | 2004.04.23 02:25 | close | 22 | 1.00 | 109.484 | 108.176 | 109.576 | 10800.00 | 998000.00 |
| 71 | 2004.05.12 09:20 | sell | 23 | 1.00 | 112.855 | 0.000 | 0.000 | ||
| 72 | 2004.05.12 09:20 | modify | 23 | 1.00 | 112.855 | 114.055 | 112.655 | ||
| 73 | 2004.05.12 10:10 | close | 23 | 1.00 | 112.688 | 114.055 | 112.655 | 16700.00 | 1014700.00 |
| 74 | 2004.05.14 03:05 | buy | 24 | 1.00 | 114.457 | 0.000 | 0.000 | ||
| 75 | 2004.05.14 03:05 | modify | 24 | 1.00 | 114.457 | 113.257 | 114.657 | ||
| 76 | 2004.05.14 05:20 | close | 24 | 1.00 | 114.557 | 113.257 | 114.657 | 10000.00 | 1024700.00 |
| 77 | 2004.05.19 22:35 | sell | 25 | 1.00 | 112.957 | 0.000 | 0.000 | ||
| 78 | 2004.05.19 22:35 | modify | 25 | 1.00 | 112.957 | 114.157 | 112.757 | ||
| 79 | 2004.05.20 00:30 | close | 25 | 1.00 | 112.960 | 114.157 | 112.757 | -300.00 | 1024400.00 |
| 80 | 2004.05.27 06:10 | buy | 26 | 1.00 | 111.451 | 0.000 | 0.000 | ||
| 81 | 2004.05.27 06:10 | modify | 26 | 1.00 | 111.451 | 110.251 | 111.651 | ||
| 82 | 2004.05.27 06:45 | close | 26 | 1.00 | 111.571 | 110.251 | 111.651 | 12000.00 | 1036400.00 |
| 83 | 2004.06.01 21:35 | sell | 27 | 1.00 | 110.609 | 0.000 | 0.000 | ||
| 84 | 2004.06.01 21:35 | modify | 27 | 1.00 | 110.609 | 111.809 | 110.409 | ||
| 85 | 2004.06.01 21:40 | close | 27 | 1.00 | 110.648 | 111.809 | 110.409 | -3900.00 | 1032500.00 |
| 86 | 2004.06.02 09:00 | buy | 28 | 1.00 | 110.548 | 0.000 | 0.000 | ||
| 87 | 2004.06.02 09:00 | modify | 28 | 1.00 | 110.548 | 109.348 | 110.748 | ||
| 88 | 2004.06.02 10:55 | close | 28 | 1.00 | 110.635 | 109.348 | 110.748 | 8700.00 | 1041200.00 |
| 89 | 2004.06.03 09:35 | sell | 29 | 1.00 | 110.883 | 0.000 | 0.000 | ||
| 90 | 2004.06.03 09:35 | modify | 29 | 1.00 | 110.883 | 112.083 | 110.683 | ||
| 91 | 2004.06.03 09:40 | close | 29 | 1.00 | 110.929 | 112.083 | 110.683 | -4600.00 | 1036600.00 |
| 92 | 2004.06.03 22:30 | buy | 30 | 1.00 | 110.815 | 0.000 | 0.000 | ||
| 93 | 2004.06.03 22:30 | modify | 30 | 1.00 | 110.815 | 109.615 | 111.015 | ||
| 94 | 2004.06.04 00:15 | close | 30 | 1.00 | 110.969 | 109.615 | 111.015 | 15400.00 | 1052000.00 |
| 95 | 2004.06.11 03:00 | sell | 31 | 1.00 | 109.472 | 0.000 | 0.000 | ||
| 96 | 2004.06.11 03:00 | modify | 31 | 1.00 | 109.472 | 110.672 | 109.272 | ||
| 97 | 2004.06.11 03:45 | close | 31 | 1.00 | 109.329 | 110.672 | 109.272 | 14300.00 | 1066300.00 |
| 98 | 2004.06.11 06:40 | sell | 32 | 1.00 | 109.787 | 0.000 | 0.000 | ||
| 99 | 2004.06.11 06:40 | modify | 32 | 1.00 | 109.787 | 110.987 | 109.587 | ||
| 100 | 2004.06.11 09:05 | modify | 32 | 1.00 | 109.787 | 110.987 | 109.687 | ||
| 101 | 2004.06.11 09:20 | close | 32 | 1.00 | 110.091 | 110.987 | 109.687 | -30400.00 | 1035900.00 |
| 102 | 2004.06.14 20:15 | sell | 33 | 1.00 | 111.331 | 0.000 | 0.000 | ||
| 103 | 2004.06.14 20:15 | modify | 33 | 1.00 | 111.331 | 112.531 | 111.131 | ||
| 104 | 2004.06.14 21:55 | close | 33 | 1.00 | 111.177 | 112.531 | 111.131 | 15400.00 | 1051300.00 |
| 105 | 2004.06.16 07:15 | sell | 34 | 1.00 | 109.673 | 0.000 | 0.000 | ||
| 106 | 2004.06.16 07:15 | modify | 34 | 1.00 | 109.673 | 110.873 | 109.473 | ||
| 107 | 2004.06.16 08:15 | close | 34 | 1.00 | 109.557 | 110.873 | 109.473 | 11600.00 | 1062900.00 |
| 108 | 2004.06.23 00:45 | buy | 35 | 1.00 | 109.044 | 0.000 | 0.000 | ||
| 109 | 2004.06.23 00:45 | modify | 35 | 1.00 | 109.044 | 107.844 | 109.244 | ||
| 110 | 2004.06.23 01:35 | modify | 35 | 1.00 | 109.044 | 108.745 | 109.244 | ||
| 111 | 2004.06.23 01:55 | close | 35 | 1.00 | 109.185 | 108.745 | 109.244 | 14100.00 | 1077000.00 |
| 112 | 2004.07.01 04:20 | buy | 36 | 1.00 | 107.961 | 0.000 | 0.000 | ||
| 113 | 2004.07.01 04:20 | modify | 36 | 1.00 | 107.961 | 106.761 | 108.161 | ||
| 114 | 2004.07.01 05:05 | close | 36 | 1.00 | 108.074 | 106.761 | 108.161 | 11300.00 | 1088300.00 |
| 115 | 2004.07.02 04:55 | sell | 37 | 1.00 | 108.955 | 0.000 | 0.000 | ||
| 116 | 2004.07.02 04:55 | modify | 37 | 1.00 | 108.955 | 110.155 | 108.755 | ||
| 117 | 2004.07.02 05:35 | close | 37 | 1.00 | 108.892 | 110.155 | 108.755 | 6300.00 | 1094600.00 |
| 118 | 2004.07.06 04:20 | sell | 38 | 1.00 | 109.408 | 0.000 | 0.000 | ||
| 119 | 2004.07.06 04:20 | modify | 38 | 1.00 | 109.408 | 110.608 | 109.208 | ||
| 120 | 2004.07.06 07:25 | close | 38 | 1.00 | 109.450 | 110.608 | 109.208 | -4200.00 | 1090400.00 |
| 121 | 2004.07.09 05:10 | buy | 39 | 1.00 | 108.363 | 0.000 | 0.000 | ||
| 122 | 2004.07.09 05:10 | modify | 39 | 1.00 | 108.363 | 107.163 | 108.563 | ||
| 123 | 2004.07.09 05:35 | close | 39 | 1.00 | 108.519 | 107.163 | 108.563 | 15600.00 | 1106000.00 |
| 124 | 2004.07.12 02:15 | buy | 40 | 1.00 | 107.646 | 0.000 | 0.000 | ||
| 125 | 2004.07.12 02:15 | modify | 40 | 1.00 | 107.646 | 106.446 | 107.846 | ||
| 126 | 2004.07.12 03:25 | modify | 40 | 1.00 | 107.646 | 107.352 | 107.846 | ||
| 127 | 2004.07.12 03:30 | close | 40 | 1.00 | 107.787 | 107.352 | 107.846 | 14100.00 | 1120100.00 |
| 128 | 2004.07.13 21:25 | buy | 41 | 1.00 | 109.046 | 0.000 | 0.000 | ||
| 129 | 2004.07.13 21:25 | modify | 41 | 1.00 | 109.046 | 107.846 | 109.246 | ||
| 130 | 2004.07.13 22:40 | modify | 41 | 1.00 | 109.046 | 107.846 | 109.146 | ||
| 131 | 2004.07.14 03:00 | close | 41 | 1.00 | 108.593 | 107.846 | 109.146 | -45300.00 | 1074800.00 |
| 132 | 2004.07.14 09:20 | sell | 42 | 1.00 | 109.259 | 0.000 | 0.000 | ||
| 133 | 2004.07.14 09:20 | modify | 42 | 1.00 | 109.259 | 110.459 | 109.059 | ||
| 134 | 2004.07.14 09:40 | modify | 42 | 1.00 | 109.259 | 109.558 | 109.059 | ||
| 135 | 2004.07.14 09:50 | close | 42 | 1.00 | 109.140 | 109.558 | 109.059 | 11900.00 | 1086700.00 |
| 136 | 2004.07.20 08:30 | sell | 43 | 1.00 | 108.721 | 0.000 | 0.000 | ||
| 137 | 2004.07.20 08:30 | modify | 43 | 1.00 | 108.721 | 109.921 | 108.521 | ||
| 138 | 2004.07.20 08:55 | close | 43 | 1.00 | 108.584 | 109.921 | 108.521 | 13700.00 | 1100400.00 |
| 139 | 2004.07.26 22:00 | buy | 44 | 1.00 | 109.912 | 0.000 | 0.000 | ||
| 140 | 2004.07.26 22:00 | modify | 44 | 1.00 | 109.912 | 108.712 | 110.112 | ||
| 141 | 2004.07.27 02:15 | close | 44 | 1.00 | 109.951 | 108.712 | 110.112 | 3900.00 | 1104300.00 |
| 142 | 2004.07.28 09:10 | buy | 45 | 1.00 | 110.919 | 0.000 | 0.000 | ||
| 143 | 2004.07.28 09:10 | modify | 45 | 1.00 | 110.919 | 109.719 | 111.119 | ||
| 144 | 2004.07.28 09:35 | close | 45 | 1.00 | 111.034 | 109.719 | 111.119 | 11500.00 | 1115800.00 |
| 145 | 2004.08.03 09:40 | sell | 46 | 1.00 | 111.015 | 0.000 | 0.000 | ||
| 146 | 2004.08.03 09:40 | modify | 46 | 1.00 | 111.015 | 112.215 | 110.815 | ||
| 147 | 2004.08.03 10:40 | close | 46 | 1.00 | 110.899 | 112.215 | 110.815 | 11600.00 | 1127400.00 |
| 148 | 2004.08.04 06:05 | sell | 47 | 1.00 | 111.227 | 0.000 | 0.000 | ||
| 149 | 2004.08.04 06:05 | modify | 47 | 1.00 | 111.227 | 112.427 | 111.027 | ||
| 150 | 2004.08.04 13:20 | close | 47 | 1.00 | 111.450 | 112.427 | 111.027 | -22300.00 | 1105100.00 |
1ページ目次へ