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 | |
| # | 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 |
| 1351 | 2008.07.18 22:30 | modify | 416 | 1.00 | 106.951 | 108.151 | 106.751 | ||
| 1352 | 2008.07.18 23:00 | close | 416 | 1.00 | 106.953 | 108.151 | 106.751 | -200.00 | 2140000.00 |
| 1353 | 2008.07.21 03:37 | buy | 417 | 1.00 | 106.842 | 0.000 | 0.000 | ||
| 1354 | 2008.07.21 03:37 | modify | 417 | 1.00 | 106.842 | 105.642 | 107.042 | ||
| 1355 | 2008.07.21 07:45 | close | 417 | 1.00 | 106.820 | 105.642 | 107.042 | -2200.00 | 2137800.00 |
| 1356 | 2008.07.22 08:00 | sell | 418 | 1.00 | 106.494 | 0.000 | 0.000 | ||
| 1357 | 2008.07.22 08:00 | modify | 418 | 1.00 | 106.494 | 107.694 | 106.294 | ||
| 1358 | 2008.07.22 11:20 | close | 418 | 1.00 | 106.350 | 107.694 | 106.294 | 14400.00 | 2152200.00 |
| 1359 | 2008.07.23 06:40 | buy | 419 | 1.00 | 107.186 | 0.000 | 0.000 | ||
| 1360 | 2008.07.23 06:40 | modify | 419 | 1.00 | 107.186 | 105.986 | 107.386 | ||
| 1361 | 2008.07.23 07:20 | close | 419 | 1.00 | 107.328 | 105.986 | 107.386 | 14200.00 | 2166400.00 |
| 1362 | 2008.07.28 06:20 | buy | 420 | 1.00 | 107.843 | 0.000 | 0.000 | ||
| 1363 | 2008.07.28 06:20 | modify | 420 | 1.00 | 107.843 | 106.643 | 108.043 | ||
| 1364 | 2008.07.28 08:55 | close | 420 | 1.00 | 107.852 | 106.643 | 108.043 | 900.00 | 2167300.00 |
| 1365 | 2008.08.05 20:15 | sell | 421 | 1.00 | 108.272 | 0.000 | 0.000 | ||
| 1366 | 2008.08.05 20:15 | modify | 421 | 1.00 | 108.272 | 109.472 | 108.072 | ||
| 1367 | 2008.08.05 21:20 | close | 421 | 1.00 | 108.229 | 109.472 | 108.072 | 4300.00 | 2171600.00 |
| 1368 | 2008.08.05 21:25 | buy | 422 | 1.00 | 108.113 | 0.000 | 0.000 | ||
| 1369 | 2008.08.05 21:25 | modify | 422 | 1.00 | 108.113 | 106.913 | 108.313 | ||
| 1370 | 2008.08.05 22:45 | close | 422 | 1.00 | 108.256 | 106.913 | 108.313 | 14300.00 | 2185900.00 |
| 1371 | 2008.08.11 02:30 | buy | 423 | 1.00 | 110.006 | 0.000 | 0.000 | ||
| 1372 | 2008.08.11 02:30 | modify | 423 | 1.00 | 110.006 | 108.806 | 110.206 | ||
| 1373 | 2008.08.11 07:25 | close | 423 | 1.00 | 109.990 | 108.806 | 110.206 | -1600.00 | 2184300.00 |
| 1374 | 2008.08.11 20:30 | sell | 424 | 1.00 | 110.332 | 0.000 | 0.000 | ||
| 1375 | 2008.08.11 20:30 | modify | 424 | 1.00 | 110.332 | 111.532 | 110.132 | ||
| 1376 | 2008.08.11 21:30 | close | 424 | 1.00 | 110.215 | 111.532 | 110.132 | 11700.00 | 2196000.00 |
| 1377 | 2008.08.12 23:50 | buy | 425 | 1.00 | 109.297 | 0.000 | 0.000 | ||
| 1378 | 2008.08.12 23:50 | modify | 425 | 1.00 | 109.297 | 108.097 | 109.497 | ||
| 1379 | 2008.08.13 01:05 | close | 425 | 1.00 | 109.324 | 108.097 | 109.497 | 2700.00 | 2198700.00 |
| 1380 | 2008.08.13 05:55 | buy | 426 | 1.00 | 108.465 | 0.000 | 0.000 | ||
| 1381 | 2008.08.13 05:55 | modify | 426 | 1.00 | 108.465 | 107.265 | 108.665 | ||
| 1382 | 2008.08.13 06:10 | close | 426 | 1.00 | 108.576 | 107.265 | 108.665 | 11100.00 | 2209800.00 |
| 1383 | 2008.08.13 08:20 | sell | 427 | 1.00 | 108.904 | 0.000 | 0.000 | ||
| 1384 | 2008.08.13 08:20 | modify | 427 | 1.00 | 108.904 | 110.104 | 108.704 | ||
| 1385 | 2008.08.13 08:35 | close | 427 | 1.00 | 108.776 | 110.104 | 108.704 | 12800.00 | 2222600.00 |
| 1386 | 2008.08.14 22:15 | buy | 428 | 1.00 | 109.602 | 0.000 | 0.000 | ||
| 1387 | 2008.08.14 22:15 | modify | 428 | 1.00 | 109.602 | 108.402 | 109.802 | ||
| 1388 | 2008.08.14 22:45 | modify | 428 | 1.00 | 109.602 | 109.310 | 109.802 | ||
| 1389 | 2008.08.14 23:40 | close | 428 | 1.00 | 109.762 | 109.310 | 109.802 | 16000.00 | 2238600.00 |
| 1390 | 2008.08.19 08:05 | sell | 429 | 1.00 | 109.972 | 0.000 | 0.000 | ||
| 1391 | 2008.08.19 08:05 | modify | 429 | 1.00 | 109.972 | 111.172 | 109.772 | ||
| 1392 | 2008.08.19 10:05 | close | 429 | 1.00 | 109.986 | 111.172 | 109.772 | -1400.00 | 2237200.00 |
| 1393 | 2008.08.20 00:30 | buy | 430 | 1.00 | 109.661 | 0.000 | 0.000 | ||
| 1394 | 2008.08.20 00:30 | modify | 430 | 1.00 | 109.661 | 108.461 | 109.861 | ||
| 1395 | 2008.08.20 03:25 | modify | 430 | 1.00 | 109.661 | 109.365 | 109.861 | ||
| 1396 | 2008.08.20 03:30 | close | 430 | 1.00 | 109.792 | 109.365 | 109.861 | 13100.00 | 2250300.00 |
| 1397 | 2008.08.21 09:50 | buy | 431 | 1.00 | 108.756 | 0.000 | 0.000 | ||
| 1398 | 2008.08.21 09:50 | modify | 431 | 1.00 | 108.756 | 107.556 | 108.956 | ||
| 1399 | 2008.08.21 10:10 | modify | 431 | 1.00 | 108.756 | 108.460 | 108.956 | ||
| 1400 | 2008.08.21 10:55 | close | 431 | 1.00 | 108.918 | 108.460 | 108.956 | 16200.00 | 2266500.00 |
| 1401 | 2008.08.22 03:40 | sell | 432 | 1.00 | 108.674 | 0.000 | 0.000 | ||
| 1402 | 2008.08.22 03:40 | modify | 432 | 1.00 | 108.674 | 109.874 | 108.474 | ||
| 1403 | 2008.08.22 04:10 | modify | 432 | 1.00 | 108.674 | 108.966 | 108.474 | ||
| 1404 | 2008.08.22 06:09 | s/l | 432 | 1.00 | 108.968 | 108.966 | 108.474 | -29400.00 | 2237100.00 |
| 1405 | 2008.08.25 08:35 | buy | 433 | 1.00 | 109.970 | 0.000 | 0.000 | ||
| 1406 | 2008.08.25 08:35 | modify | 433 | 1.00 | 109.970 | 108.770 | 110.170 | ||
| 1407 | 2008.08.25 08:55 | close | 433 | 1.00 | 110.078 | 108.770 | 110.170 | 10800.00 | 2247900.00 |
| 1408 | 2008.08.26 03:45 | sell | 434 | 1.00 | 109.475 | 0.000 | 0.000 | ||
| 1409 | 2008.08.26 03:45 | modify | 434 | 1.00 | 109.475 | 110.675 | 109.275 | ||
| 1410 | 2008.08.26 04:25 | close | 434 | 1.00 | 109.319 | 110.675 | 109.275 | 15600.00 | 2263500.00 |
| 1411 | 2008.08.27 23:20 | buy | 435 | 1.00 | 109.526 | 0.000 | 0.000 | ||
| 1412 | 2008.08.27 23:20 | modify | 435 | 1.00 | 109.526 | 108.326 | 109.726 | ||
| 1413 | 2008.08.28 06:35 | close | 435 | 1.00 | 109.385 | 108.326 | 109.726 | -14100.00 | 2249400.00 |
| 1414 | 2008.09.04 02:05 | sell | 436 | 1.00 | 108.386 | 0.000 | 0.000 | ||
| 1415 | 2008.09.04 02:05 | modify | 436 | 1.00 | 108.386 | 109.586 | 108.186 | ||
| 1416 | 2008.09.04 03:20 | close | 436 | 1.00 | 108.271 | 109.586 | 108.186 | 11500.00 | 2260900.00 |
| 1417 | 2008.09.05 04:35 | sell | 437 | 1.00 | 107.152 | 0.000 | 0.000 | ||
| 1418 | 2008.09.05 04:35 | modify | 437 | 1.00 | 107.152 | 108.352 | 106.952 | ||
| 1419 | 2008.09.05 04:50 | close | 437 | 1.00 | 107.046 | 108.352 | 106.952 | 10600.00 | 2271500.00 |
| 1420 | 2008.09.08 09:40 | buy | 438 | 1.00 | 108.414 | 0.000 | 0.000 | ||
| 1421 | 2008.09.08 09:40 | modify | 438 | 1.00 | 108.414 | 107.214 | 108.614 | ||
| 1422 | 2008.09.08 10:04 | t/p | 438 | 1.00 | 108.618 | 107.214 | 108.614 | 20400.00 | 2291900.00 |
| 1423 | 2008.09.08 23:15 | sell | 439 | 1.00 | 108.265 | 0.000 | 0.000 | ||
| 1424 | 2008.09.08 23:15 | modify | 439 | 1.00 | 108.265 | 109.465 | 108.065 | ||
| 1425 | 2008.09.09 00:15 | close | 439 | 1.00 | 108.142 | 109.465 | 108.065 | 12300.00 | 2304200.00 |
| 1426 | 2008.09.17 06:25 | buy | 440 | 1.00 | 105.810 | 0.000 | 0.000 | ||
| 1427 | 2008.09.17 06:25 | modify | 440 | 1.00 | 105.810 | 104.610 | 106.010 | ||
| 1428 | 2008.09.17 06:30 | modify | 440 | 1.00 | 105.810 | 105.515 | 106.010 | ||
| 1429 | 2008.09.17 06:35 | close | 440 | 1.00 | 105.929 | 105.515 | 106.010 | 11900.00 | 2316100.00 |
| 1430 | 2008.09.18 03:35 | sell | 441 | 1.00 | 104.759 | 0.000 | 0.000 | ||
| 1431 | 2008.09.18 03:35 | modify | 441 | 1.00 | 104.759 | 105.959 | 104.559 | ||
| 1432 | 2008.09.18 04:23 | t/p | 441 | 1.00 | 104.561 | 105.959 | 104.559 | 19800.00 | 2335900.00 |
| 1433 | 2008.09.18 09:05 | sell | 442 | 1.00 | 104.790 | 0.000 | 0.000 | ||
| 1434 | 2008.09.18 09:05 | modify | 442 | 1.00 | 104.790 | 105.990 | 104.590 | ||
| 1435 | 2008.09.18 09:14 | t/p | 442 | 1.00 | 104.583 | 105.990 | 104.590 | 20700.00 | 2356600.00 |
| 1436 | 2008.09.19 05:00 | sell | 443 | 1.00 | 106.497 | 0.000 | 0.000 | ||
| 1437 | 2008.09.19 05:00 | modify | 443 | 1.00 | 106.497 | 107.697 | 106.297 | ||
| 1438 | 2008.09.19 05:05 | close | 443 | 1.00 | 106.655 | 107.697 | 106.297 | -15800.00 | 2340800.00 |
| 1439 | 2008.09.22 22:55 | buy | 444 | 1.00 | 105.222 | 0.000 | 0.000 | ||
| 1440 | 2008.09.22 22:55 | modify | 444 | 1.00 | 105.222 | 104.022 | 105.422 | ||
| 1441 | 2008.09.22 23:20 | close | 444 | 1.00 | 105.350 | 104.022 | 105.422 | 12800.00 | 2353600.00 |
| 1442 | 2008.09.23 02:10 | sell | 445 | 1.00 | 105.653 | 0.000 | 0.000 | ||
| 1443 | 2008.09.23 02:10 | modify | 445 | 1.00 | 105.653 | 106.853 | 105.453 | ||
| 1444 | 2008.09.23 02:20 | close | 445 | 1.00 | 105.546 | 106.853 | 105.453 | 10700.00 | 2364300.00 |
| 1445 | 2008.09.26 09:35 | sell | 446 | 1.00 | 105.908 | 0.000 | 0.000 | ||
| 1446 | 2008.09.26 09:35 | modify | 446 | 1.00 | 105.908 | 107.108 | 105.708 | ||
| 1447 | 2008.09.26 09:55 | close | 446 | 1.00 | 105.782 | 107.108 | 105.708 | 12600.00 | 2376900.00 |
| 1448 | 2008.09.29 07:35 | buy | 447 | 1.00 | 106.291 | 0.000 | 0.000 | ||
| 1449 | 2008.09.29 07:35 | modify | 447 | 1.00 | 106.291 | 105.091 | 106.491 | ||
| 1450 | 2008.09.29 08:40 | close | 447 | 1.00 | 106.395 | 105.091 | 106.491 | 10400.00 | 2387300.00 |
| 1451 | 2008.10.01 05:20 | buy | 448 | 1.00 | 105.926 | 0.000 | 0.000 | ||
| 1452 | 2008.10.01 05:20 | modify | 448 | 1.00 | 105.926 | 104.726 | 106.126 | ||
| 1453 | 2008.10.01 08:10 | close | 448 | 1.00 | 105.996 | 104.726 | 106.126 | 7000.00 | 2394300.00 |
| 1454 | 2008.10.02 02:00 | sell | 449 | 1.00 | 105.947 | 0.000 | 0.000 | ||
| 1455 | 2008.10.02 02:00 | modify | 449 | 1.00 | 105.947 | 107.147 | 105.747 | ||
| 1456 | 2008.10.02 04:40 | close | 449 | 1.00 | 105.972 | 107.147 | 105.747 | -2500.00 | 2391800.00 |
| 1457 | 2008.10.06 23:20 | sell | 450 | 1.00 | 102.059 | 0.000 | 0.000 | ||
| 1458 | 2008.10.06 23:20 | modify | 450 | 1.00 | 102.059 | 103.259 | 101.859 | ||
| 1459 | 2008.10.06 23:30 | close | 450 | 1.00 | 101.900 | 103.259 | 101.859 | 15900.00 | 2407700.00 |
| 1460 | 2008.10.13 04:20 | buy | 451 | 1.00 | 100.051 | 0.000 | 0.000 | ||
| 1461 | 2008.10.13 04:20 | modify | 451 | 1.00 | 100.051 | 98.851 | 100.251 | ||
| 1462 | 2008.10.13 04:20 | t/p | 451 | 1.00 | 100.251 | 98.851 | 100.251 | 20000.00 | 2427700.00 |
| 1463 | 2008.10.13 23:55 | sell | 452 | 1.00 | 101.994 | 0.000 | 0.000 | ||
| 1464 | 2008.10.13 23:55 | modify | 452 | 1.00 | 101.994 | 103.194 | 101.794 | ||
| 1465 | 2008.10.14 00:00 | close | 452 | 1.00 | 102.029 | 103.194 | 101.794 | -3500.00 | 2424200.00 |
| 1466 | 2008.10.14 06:35 | buy | 453 | 1.00 | 102.286 | 0.000 | 0.000 | ||
| 1467 | 2008.10.14 06:35 | modify | 453 | 1.00 | 102.286 | 101.086 | 102.486 | ||
| 1468 | 2008.10.14 06:45 | close | 453 | 1.00 | 102.411 | 101.086 | 102.486 | 12500.00 | 2436700.00 |
| 1469 | 2008.10.14 07:35 | buy | 454 | 1.00 | 102.055 | 0.000 | 0.000 | ||
| 1470 | 2008.10.14 07:35 | modify | 454 | 1.00 | 102.055 | 100.855 | 102.255 | ||
| 1471 | 2008.10.14 07:47 | t/p | 454 | 1.00 | 102.259 | 100.855 | 102.255 | 20400.00 | 2457100.00 |
| 1472 | 2008.10.16 23:40 | sell | 455 | 1.00 | 101.635 | 0.000 | 0.000 | ||
| 1473 | 2008.10.16 23:40 | modify | 455 | 1.00 | 101.635 | 102.835 | 101.435 | ||
| 1474 | 2008.10.16 23:45 | close | 455 | 1.00 | 101.656 | 102.835 | 101.435 | -2100.00 | 2455000.00 |
| 1475 | 2008.10.16 23:50 | sell | 456 | 1.00 | 101.671 | 0.000 | 0.000 | ||
| 1476 | 2008.10.16 23:50 | modify | 456 | 1.00 | 101.671 | 102.871 | 101.471 | ||
| 1477 | 2008.10.16 23:55 | close | 456 | 1.00 | 101.648 | 102.871 | 101.471 | 2300.00 | 2457300.00 |
| 1478 | 2008.10.21 21:00 | buy | 457 | 1.00 | 100.239 | 0.000 | 0.000 | ||
| 1479 | 2008.10.21 21:00 | modify | 457 | 1.00 | 100.239 | 99.039 | 100.439 | ||
| 1480 | 2008.10.21 21:29 | t/p | 457 | 1.00 | 100.440 | 99.039 | 100.439 | 20100.00 | 2477400.00 |
| 1481 | 2008.10.23 09:00 | sell | 458 | 1.00 | 97.741 | 0.000 | 0.000 | ||
| 1482 | 2008.10.23 09:00 | modify | 458 | 1.00 | 97.741 | 98.941 | 97.541 | ||
| 1483 | 2008.10.23 09:05 | close | 458 | 1.00 | 97.639 | 98.941 | 97.541 | 10200.00 | 2487600.00 |
| 1484 | 2008.10.28 21:25 | sell | 459 | 1.00 | 96.815 | 0.000 | 0.000 | ||
| 1485 | 2008.10.28 21:25 | modify | 459 | 1.00 | 96.815 | 98.015 | 96.615 | ||
| 1486 | 2008.10.28 21:30 | close | 459 | 1.00 | 97.032 | 98.015 | 96.615 | -21700.00 | 2465900.00 |
| 1487 | 2008.11.04 21:25 | buy | 460 | 1.00 | 99.815 | 0.000 | 0.000 | ||
| 1488 | 2008.11.04 21:25 | modify | 460 | 1.00 | 99.815 | 98.615 | 100.015 | ||
| 1489 | 2008.11.05 01:05 | close | 460 | 1.00 | 99.814 | 98.615 | 100.015 | -100.00 | 2465800.00 |
| 1490 | 2008.11.10 06:00 | buy | 461 | 1.00 | 98.778 | 0.000 | 0.000 | ||
| 1491 | 2008.11.10 06:00 | modify | 461 | 1.00 | 98.778 | 97.578 | 98.978 | ||
| 1492 | 2008.11.10 06:30 | close | 461 | 1.00 | 98.888 | 97.578 | 98.978 | 11000.00 | 2476800.00 |
| 1493 | 2008.11.11 05:35 | sell | 462 | 1.00 | 98.063 | 0.000 | 0.000 | ||
| 1494 | 2008.11.11 05:35 | modify | 462 | 1.00 | 98.063 | 99.263 | 97.863 | ||
| 1495 | 2008.11.11 07:30 | close | 462 | 1.00 | 97.930 | 99.263 | 97.863 | 13300.00 | 2490100.00 |
| 1496 | 2008.11.13 02:40 | sell | 463 | 1.00 | 95.634 | 0.000 | 0.000 | ||
| 1497 | 2008.11.13 02:40 | modify | 463 | 1.00 | 95.634 | 96.834 | 95.434 | ||
| 1498 | 2008.11.13 03:55 | close | 463 | 1.00 | 95.531 | 96.834 | 95.434 | 10300.00 | 2500400.00 |
| 1499 | 2008.11.13 05:40 | sell | 464 | 1.00 | 95.950 | 0.000 | 0.000 | ||
| 1500 | 2008.11.13 05:40 | modify | 464 | 1.00 | 95.950 | 97.150 | 95.750 | ||