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 |
| 1501 | 2008.11.13 06:00 | close | 464 | 1.00 | 95.855 | 97.150 | 95.750 | 9500.00 | 2509900.00 |
| 1502 | 2008.11.17 05:30 | sell | 465 | 1.00 | 97.276 | 0.000 | 0.000 | ||
| 1503 | 2008.11.17 05:30 | modify | 465 | 1.00 | 97.276 | 98.476 | 97.076 | ||
| 1504 | 2008.11.17 07:20 | close | 465 | 1.00 | 97.137 | 98.476 | 97.076 | 13900.00 | 2523800.00 |
| 1505 | 2008.11.18 20:20 | buy | 466 | 1.00 | 96.681 | 0.000 | 0.000 | ||
| 1506 | 2008.11.18 20:20 | modify | 466 | 1.00 | 96.681 | 95.481 | 96.881 | ||
| 1507 | 2008.11.18 20:30 | close | 466 | 1.00 | 96.789 | 95.481 | 96.881 | 10800.00 | 2534600.00 |
| 1508 | 2008.11.20 23:35 | buy | 467 | 1.00 | 93.802 | 0.000 | 0.000 | ||
| 1509 | 2008.11.20 23:35 | modify | 467 | 1.00 | 93.802 | 92.602 | 94.002 | ||
| 1510 | 2008.11.21 00:15 | t/p | 467 | 1.00 | 94.035 | 92.602 | 94.002 | 23300.00 | 2557900.00 |
| 1511 | 2008.11.25 03:10 | buy | 468 | 1.00 | 96.532 | 0.000 | 0.000 | ||
| 1512 | 2008.11.25 03:10 | modify | 468 | 1.00 | 96.532 | 95.332 | 96.732 | ||
| 1513 | 2008.11.25 03:30 | close | 468 | 1.00 | 96.653 | 95.332 | 96.732 | 12100.00 | 2570000.00 |
| 1514 | 2008.11.25 05:45 | buy | 469 | 1.00 | 96.466 | 0.000 | 0.000 | ||
| 1515 | 2008.11.25 05:45 | modify | 469 | 1.00 | 96.466 | 95.266 | 96.666 | ||
| 1516 | 2008.11.25 08:05 | close | 469 | 1.00 | 96.479 | 95.266 | 96.666 | 1300.00 | 2571300.00 |
| 1517 | 2008.11.26 01:50 | sell | 470 | 1.00 | 95.540 | 0.000 | 0.000 | ||
| 1518 | 2008.11.26 01:50 | modify | 470 | 1.00 | 95.540 | 96.740 | 95.340 | ||
| 1519 | 2008.11.26 02:10 | close | 470 | 1.00 | 95.389 | 96.740 | 95.340 | 15100.00 | 2586400.00 |
| 1520 | 2008.12.02 02:25 | sell | 471 | 1.00 | 93.521 | 0.000 | 0.000 | ||
| 1521 | 2008.12.02 02:25 | modify | 471 | 1.00 | 93.521 | 94.721 | 93.321 | ||
| 1522 | 2008.12.02 04:50 | close | 471 | 1.00 | 93.591 | 94.721 | 93.321 | -7000.00 | 2579400.00 |
| 1523 | 2008.12.18 03:10 | sell | 472 | 1.00 | 87.705 | 0.000 | 0.000 | ||
| 1524 | 2008.12.18 03:10 | modify | 472 | 1.00 | 87.705 | 88.905 | 87.505 | ||
| 1525 | 2008.12.18 05:25 | close | 472 | 1.00 | 87.575 | 88.905 | 87.505 | 13000.00 | 2592400.00 |
| 1526 | 2008.12.18 19:30 | sell | 473 | 1.00 | 89.965 | 0.000 | 0.000 | ||
| 1527 | 2008.12.18 19:30 | modify | 473 | 1.00 | 89.965 | 91.165 | 89.765 | ||
| 1528 | 2008.12.18 19:35 | close | 473 | 1.00 | 89.918 | 91.165 | 89.765 | 4700.00 | 2597100.00 |
| 1529 | 2008.12.19 04:30 | buy | 474 | 1.00 | 88.980 | 0.000 | 0.000 | ||
| 1530 | 2008.12.19 04:30 | modify | 474 | 1.00 | 88.980 | 87.780 | 89.180 | ||
| 1531 | 2008.12.19 04:35 | close | 474 | 1.00 | 89.125 | 87.780 | 89.180 | 14500.00 | 2611600.00 |
| 1532 | 2008.12.22 07:35 | buy | 475 | 1.00 | 89.796 | 0.000 | 0.000 | ||
| 1533 | 2008.12.22 07:35 | modify | 475 | 1.00 | 89.796 | 88.596 | 89.996 | ||
| 1534 | 2008.12.22 08:10 | close | 475 | 1.00 | 89.930 | 88.596 | 89.996 | 13400.00 | 2625000.00 |
| 1535 | 2009.01.06 19:20 | buy | 476 | 1.00 | 94.117 | 0.000 | 0.000 | ||
| 1536 | 2009.01.06 19:20 | modify | 476 | 1.00 | 94.117 | 92.917 | 94.317 | ||
| 1537 | 2009.01.06 21:50 | close | 476 | 1.00 | 94.003 | 92.917 | 94.317 | -11400.00 | 2613600.00 |
| 1538 | 2009.01.08 08:15 | buy | 477 | 1.00 | 92.396 | 0.000 | 0.000 | ||
| 1539 | 2009.01.08 08:15 | modify | 477 | 1.00 | 92.396 | 91.196 | 92.596 | ||
| 1540 | 2009.01.08 08:55 | modify | 477 | 1.00 | 92.396 | 91.196 | 92.496 | ||
| 1541 | 2009.01.08 10:05 | close | 477 | 1.00 | 91.650 | 91.196 | 92.496 | -74600.00 | 2539000.00 |
| 1542 | 2009.01.09 01:20 | sell | 478 | 1.00 | 91.352 | 0.000 | 0.000 | ||
| 1543 | 2009.01.09 01:20 | modify | 478 | 1.00 | 91.352 | 92.552 | 91.152 | ||
| 1544 | 2009.01.09 03:05 | close | 478 | 1.00 | 91.245 | 92.552 | 91.152 | 10700.00 | 2549700.00 |
| 1545 | 2009.01.16 06:35 | sell | 479 | 1.00 | 90.370 | 0.000 | 0.000 | ||
| 1546 | 2009.01.16 06:35 | modify | 479 | 1.00 | 90.370 | 91.570 | 90.170 | ||
| 1547 | 2009.01.16 08:50 | close | 479 | 1.00 | 90.299 | 91.570 | 90.170 | 7100.00 | 2556800.00 |
| 1548 | 2009.01.19 03:15 | buy | 480 | 1.00 | 90.835 | 0.000 | 0.000 | ||
| 1549 | 2009.01.19 03:15 | modify | 480 | 1.00 | 90.835 | 89.635 | 91.035 | ||
| 1550 | 2009.01.19 04:05 | close | 480 | 1.00 | 90.949 | 89.635 | 91.035 | 11400.00 | 2568200.00 |
| 1551 | 2009.01.19 22:45 | sell | 481 | 1.00 | 90.682 | 0.000 | 0.000 | ||
| 1552 | 2009.01.19 22:45 | modify | 481 | 1.00 | 90.682 | 91.882 | 90.482 | ||
| 1553 | 2009.01.20 00:00 | close | 481 | 1.00 | 90.669 | 91.882 | 90.482 | 1300.00 | 2569500.00 |
| 1554 | 2009.01.21 01:50 | sell | 482 | 1.00 | 89.885 | 0.000 | 0.000 | ||
| 1555 | 2009.01.21 01:50 | modify | 482 | 1.00 | 89.885 | 91.085 | 89.685 | ||
| 1556 | 2009.01.21 02:20 | close | 482 | 1.00 | 89.759 | 91.085 | 89.685 | 12600.00 | 2582100.00 |
| 1557 | 2009.01.21 21:30 | sell | 483 | 1.00 | 88.702 | 0.000 | 0.000 | ||
| 1558 | 2009.01.21 21:30 | modify | 483 | 1.00 | 88.702 | 89.902 | 88.502 | ||
| 1559 | 2009.01.21 21:35 | close | 483 | 1.00 | 88.873 | 89.902 | 88.502 | -17100.00 | 2565000.00 |
| 1560 | 2009.01.21 21:50 | sell | 484 | 1.00 | 88.939 | 0.000 | 0.000 | ||
| 1561 | 2009.01.21 21:50 | modify | 484 | 1.00 | 88.939 | 90.139 | 88.739 | ||
| 1562 | 2009.01.21 21:55 | close | 484 | 1.00 | 88.833 | 90.139 | 88.739 | 10600.00 | 2575600.00 |
| 1563 | 2009.01.21 22:00 | sell | 485 | 1.00 | 89.174 | 0.000 | 0.000 | ||
| 1564 | 2009.01.21 22:00 | modify | 485 | 1.00 | 89.174 | 90.374 | 88.974 | ||
| 1565 | 2009.01.22 01:10 | close | 485 | 1.00 | 89.368 | 90.374 | 88.974 | -19400.00 | 2556200.00 |
| 1566 | 2009.01.26 07:55 | buy | 486 | 1.00 | 88.864 | 0.000 | 0.000 | ||
| 1567 | 2009.01.26 07:55 | modify | 486 | 1.00 | 88.864 | 87.664 | 89.064 | ||
| 1568 | 2009.01.26 08:00 | close | 486 | 1.00 | 88.952 | 87.664 | 89.064 | 8800.00 | 2565000.00 |
| 1569 | 2009.01.29 06:30 | buy | 487 | 1.00 | 89.933 | 0.000 | 0.000 | ||
| 1570 | 2009.01.29 06:30 | modify | 487 | 1.00 | 89.933 | 88.733 | 90.133 | ||
| 1571 | 2009.01.29 09:45 | close | 487 | 1.00 | 90.063 | 88.733 | 90.133 | 13000.00 | 2578000.00 |
| 1572 | 2009.02.03 07:55 | buy | 488 | 1.00 | 89.397 | 0.000 | 0.000 | ||
| 1573 | 2009.02.03 07:55 | modify | 488 | 1.00 | 89.397 | 88.197 | 89.597 | ||
| 1574 | 2009.02.03 08:05 | close | 488 | 1.00 | 89.499 | 88.197 | 89.597 | 10200.00 | 2588200.00 |
| 1575 | 2009.02.09 03:40 | buy | 489 | 1.00 | 91.671 | 0.000 | 0.000 | ||
| 1576 | 2009.02.09 03:40 | modify | 489 | 1.00 | 91.671 | 90.471 | 91.871 | ||
| 1577 | 2009.02.09 07:40 | modify | 489 | 1.00 | 91.671 | 90.471 | 91.771 | ||
| 1578 | 2009.02.09 10:25 | close | 489 | 1.00 | 91.394 | 90.471 | 91.771 | -27700.00 | 2560500.00 |
| 1579 | 2009.02.16 01:25 | buy | 490 | 1.00 | 91.597 | 0.000 | 0.000 | ||
| 1580 | 2009.02.16 01:25 | modify | 490 | 1.00 | 91.597 | 90.397 | 91.797 | ||
| 1581 | 2009.02.16 01:35 | close | 490 | 1.00 | 91.736 | 90.397 | 91.797 | 13900.00 | 2574400.00 |
| 1582 | 2009.02.17 05:40 | sell | 491 | 1.00 | 92.539 | 0.000 | 0.000 | ||
| 1583 | 2009.02.17 05:40 | modify | 491 | 1.00 | 92.539 | 93.739 | 92.339 | ||
| 1584 | 2009.02.17 05:45 | close | 491 | 1.00 | 92.635 | 93.739 | 92.339 | -9600.00 | 2564800.00 |
| 1585 | 2009.02.19 06:50 | buy | 492 | 1.00 | 93.441 | 0.000 | 0.000 | ||
| 1586 | 2009.02.19 06:50 | modify | 492 | 1.00 | 93.441 | 92.241 | 93.641 | ||
| 1587 | 2009.02.19 08:55 | close | 492 | 1.00 | 93.564 | 92.241 | 93.641 | 12300.00 | 2577100.00 |
| 1588 | 2009.02.20 01:55 | buy | 493 | 1.00 | 94.011 | 0.000 | 0.000 | ||
| 1589 | 2009.02.20 01:55 | modify | 493 | 1.00 | 94.011 | 92.811 | 94.211 | ||
| 1590 | 2009.02.20 02:55 | close | 493 | 1.00 | 94.165 | 92.811 | 94.211 | 15400.00 | 2592500.00 |
| 1591 | 2009.02.25 06:45 | sell | 494 | 1.00 | 97.186 | 0.000 | 0.000 | ||
| 1592 | 2009.02.25 06:45 | modify | 494 | 1.00 | 97.186 | 98.386 | 96.986 | ||
| 1593 | 2009.02.25 08:15 | close | 494 | 1.00 | 97.066 | 98.386 | 96.986 | 12000.00 | 2604500.00 |
| 1594 | 2009.02.26 19:10 | sell | 495 | 1.00 | 98.676 | 0.000 | 0.000 | ||
| 1595 | 2009.02.26 19:10 | modify | 495 | 1.00 | 98.676 | 99.876 | 98.476 | ||
| 1596 | 2009.02.26 19:30 | close | 495 | 1.00 | 98.658 | 99.876 | 98.476 | 1800.00 | 2606300.00 |
| 1597 | 2009.02.27 01:45 | buy | 496 | 1.00 | 98.299 | 0.000 | 0.000 | ||
| 1598 | 2009.02.27 01:45 | modify | 496 | 1.00 | 98.299 | 97.099 | 98.499 | ||
| 1599 | 2009.02.27 02:30 | modify | 496 | 1.00 | 98.299 | 97.099 | 98.399 | ||
| 1600 | 2009.02.27 05:05 | close | 496 | 1.00 | 97.499 | 97.099 | 98.399 | -80000.00 | 2526300.00 |
| 1601 | 2009.02.27 08:40 | sell | 497 | 1.00 | 97.884 | 0.000 | 0.000 | ||
| 1602 | 2009.02.27 08:40 | modify | 497 | 1.00 | 97.884 | 99.084 | 97.684 | ||
| 1603 | 2009.02.27 09:00 | close | 497 | 1.00 | 97.754 | 99.084 | 97.684 | 13000.00 | 2539300.00 |
| 1604 | 2009.03.04 23:00 | buy | 498 | 1.00 | 99.070 | 0.000 | 0.000 | ||
| 1605 | 2009.03.04 23:00 | modify | 498 | 1.00 | 99.070 | 97.870 | 99.270 | ||
| 1606 | 2009.03.05 00:35 | close | 498 | 1.00 | 99.184 | 97.870 | 99.270 | 11400.00 | 2550700.00 |
| 1607 | 2009.03.05 04:05 | sell | 499 | 1.00 | 99.401 | 0.000 | 0.000 | ||
| 1608 | 2009.03.05 04:05 | modify | 499 | 1.00 | 99.401 | 100.601 | 99.201 | ||
| 1609 | 2009.03.05 04:15 | close | 499 | 1.00 | 99.245 | 100.601 | 99.201 | 15600.00 | 2566300.00 |
| 1610 | 2009.03.06 02:20 | sell | 500 | 1.00 | 98.350 | 0.000 | 0.000 | ||
| 1611 | 2009.03.06 02:20 | modify | 500 | 1.00 | 98.350 | 99.550 | 98.150 | ||
| 1612 | 2009.03.06 03:55 | close | 500 | 1.00 | 98.220 | 99.550 | 98.150 | 13000.00 | 2579300.00 |
| 1613 | 2009.03.09 02:55 | buy | 501 | 1.00 | 97.957 | 0.000 | 0.000 | ||
| 1614 | 2009.03.09 02:55 | modify | 501 | 1.00 | 97.957 | 96.757 | 98.157 | ||
| 1615 | 2009.03.09 03:14 | t/p | 501 | 1.00 | 98.163 | 96.757 | 98.157 | 20600.00 | 2599900.00 |
| 1616 | 2009.03.12 06:10 | buy | 502 | 1.00 | 96.641 | 0.000 | 0.000 | ||
| 1617 | 2009.03.12 06:10 | modify | 502 | 1.00 | 96.641 | 95.441 | 96.841 | ||
| 1618 | 2009.03.12 06:35 | modify | 502 | 1.00 | 96.641 | 95.441 | 96.741 | ||
| 1619 | 2009.03.12 08:55 | close | 502 | 1.00 | 96.375 | 95.441 | 96.741 | -26600.00 | 2573300.00 |
| 1620 | 2009.03.12 23:05 | buy | 503 | 1.00 | 97.604 | 0.000 | 0.000 | ||
| 1621 | 2009.03.12 23:05 | modify | 503 | 1.00 | 97.604 | 96.404 | 97.804 | ||
| 1622 | 2009.03.12 23:10 | close | 503 | 1.00 | 97.742 | 96.404 | 97.804 | 13800.00 | 2587100.00 |
| 1623 | 2009.03.13 03:00 | buy | 504 | 1.00 | 97.334 | 0.000 | 0.000 | ||
| 1624 | 2009.03.13 03:00 | modify | 504 | 1.00 | 97.334 | 96.134 | 97.534 | ||
| 1625 | 2009.03.13 03:40 | close | 504 | 1.00 | 97.457 | 96.134 | 97.534 | 12300.00 | 2599400.00 |
| 1626 | 2009.03.18 08:40 | sell | 505 | 1.00 | 98.595 | 0.000 | 0.000 | ||
| 1627 | 2009.03.18 08:40 | modify | 505 | 1.00 | 98.595 | 99.795 | 98.395 | ||
| 1628 | 2009.03.18 09:40 | close | 505 | 1.00 | 98.459 | 99.795 | 98.395 | 13600.00 | 2613000.00 |
| 1629 | 2009.03.19 03:05 | sell | 506 | 1.00 | 96.562 | 0.000 | 0.000 | ||
| 1630 | 2009.03.19 03:05 | modify | 506 | 1.00 | 96.562 | 97.762 | 96.362 | ||
| 1631 | 2009.03.19 03:25 | close | 506 | 1.00 | 96.456 | 97.762 | 96.362 | 10600.00 | 2623600.00 |
| 1632 | 2009.03.20 04:15 | sell | 507 | 1.00 | 94.781 | 0.000 | 0.000 | ||
| 1633 | 2009.03.20 04:15 | modify | 507 | 1.00 | 94.781 | 95.981 | 94.581 | ||
| 1634 | 2009.03.20 05:40 | close | 507 | 1.00 | 94.683 | 95.981 | 94.581 | 9800.00 | 2633400.00 |
| 1635 | 2009.03.23 07:55 | buy | 508 | 1.00 | 96.064 | 0.000 | 0.000 | ||
| 1636 | 2009.03.23 07:55 | modify | 508 | 1.00 | 96.064 | 94.864 | 96.264 | ||
| 1637 | 2009.03.23 08:30 | close | 508 | 1.00 | 96.219 | 94.864 | 96.264 | 15500.00 | 2648900.00 |
| 1638 | 2009.03.23 20:10 | buy | 509 | 1.00 | 96.831 | 0.000 | 0.000 | ||
| 1639 | 2009.03.23 20:10 | modify | 509 | 1.00 | 96.831 | 95.631 | 97.031 | ||
| 1640 | 2009.03.23 20:15 | close | 509 | 1.00 | 97.003 | 95.631 | 97.031 | 17200.00 | 2666100.00 |
| 1641 | 2009.03.23 20:55 | buy | 510 | 1.00 | 96.682 | 0.000 | 0.000 | ||
| 1642 | 2009.03.23 20:55 | modify | 510 | 1.00 | 96.682 | 95.482 | 96.882 | ||
| 1643 | 2009.03.23 21:30 | close | 510 | 1.00 | 96.798 | 95.482 | 96.882 | 11600.00 | 2677700.00 |
| 1644 | 2009.03.26 00:55 | sell | 511 | 1.00 | 97.673 | 0.000 | 0.000 | ||
| 1645 | 2009.03.26 00:55 | modify | 511 | 1.00 | 97.673 | 98.873 | 97.473 | ||
| 1646 | 2009.03.26 01:25 | close | 511 | 1.00 | 97.504 | 98.873 | 97.473 | 16900.00 | 2694600.00 |
| 1647 | 2009.03.27 03:15 | buy | 512 | 1.00 | 98.460 | 0.000 | 0.000 | ||
| 1648 | 2009.03.27 03:15 | modify | 512 | 1.00 | 98.460 | 97.260 | 98.660 | ||
| 1649 | 2009.03.27 03:40 | close | 512 | 1.00 | 98.584 | 97.260 | 98.660 | 12400.00 | 2707000.00 |
| 1650 | 2009.04.17 06:35 | buy | 513 | 1.00 | 99.382 | 0.000 | 0.000 | ||