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 |
| 1651 | 2009.04.17 06:35 | modify | 513 | 1.00 | 99.382 | 98.182 | 99.582 | ||
| 1652 | 2009.04.17 08:55 | close | 513 | 1.00 | 99.495 | 98.182 | 99.582 | 11300.00 | 2718300.00 |
| 1653 | 2009.04.17 20:35 | sell | 514 | 1.00 | 99.395 | 0.000 | 0.000 | ||
| 1654 | 2009.04.17 20:35 | modify | 514 | 1.00 | 99.395 | 100.595 | 99.195 | ||
| 1655 | 2009.04.17 21:05 | close | 514 | 1.00 | 99.266 | 100.595 | 99.195 | 12900.00 | 2731200.00 |
| 1656 | 2009.04.20 05:55 | buy | 515 | 1.00 | 98.759 | 0.000 | 0.000 | ||
| 1657 | 2009.04.20 05:55 | modify | 515 | 1.00 | 98.759 | 97.559 | 98.959 | ||
| 1658 | 2009.04.20 06:55 | close | 515 | 1.00 | 98.860 | 97.559 | 98.959 | 10100.00 | 2741300.00 |
| 1659 | 2009.04.20 21:10 | buy | 516 | 1.00 | 97.741 | 0.000 | 0.000 | ||
| 1660 | 2009.04.20 21:10 | modify | 516 | 1.00 | 97.741 | 96.541 | 97.941 | ||
| 1661 | 2009.04.20 21:45 | close | 516 | 1.00 | 97.889 | 96.541 | 97.941 | 14800.00 | 2756100.00 |
| 1662 | 2009.04.21 04:10 | sell | 517 | 1.00 | 98.215 | 0.000 | 0.000 | ||
| 1663 | 2009.04.21 04:10 | modify | 517 | 1.00 | 98.215 | 99.415 | 98.015 | ||
| 1664 | 2009.04.21 04:45 | close | 517 | 1.00 | 98.100 | 99.415 | 98.015 | 11500.00 | 2767600.00 |
| 1665 | 2009.04.22 03:15 | buy | 518 | 1.00 | 98.492 | 0.000 | 0.000 | ||
| 1666 | 2009.04.22 03:15 | modify | 518 | 1.00 | 98.492 | 97.292 | 98.692 | ||
| 1667 | 2009.04.22 08:40 | close | 518 | 1.00 | 98.362 | 97.292 | 98.692 | -13000.00 | 2754600.00 |
| 1668 | 2009.04.23 08:25 | sell | 519 | 1.00 | 97.953 | 0.000 | 0.000 | ||
| 1669 | 2009.04.23 08:25 | modify | 519 | 1.00 | 97.953 | 99.153 | 97.753 | ||
| 1670 | 2009.04.23 11:40 | modify | 519 | 1.00 | 97.953 | 99.153 | 97.853 | ||
| 1671 | 2009.04.23 15:35 | close | 519 | 1.00 | 98.323 | 99.153 | 97.853 | -37000.00 | 2717600.00 |
| 1672 | 2009.04.28 07:20 | buy | 520 | 1.00 | 96.160 | 0.000 | 0.000 | ||
| 1673 | 2009.04.28 07:20 | modify | 520 | 1.00 | 96.160 | 94.960 | 96.360 | ||
| 1674 | 2009.04.28 09:40 | modify | 520 | 1.00 | 96.160 | 94.960 | 96.260 | ||
| 1675 | 2009.04.28 11:10 | close | 520 | 1.00 | 95.981 | 94.960 | 96.260 | -17900.00 | 2699700.00 |
| 1676 | 2009.05.01 22:25 | buy | 521 | 1.00 | 99.283 | 0.000 | 0.000 | ||
| 1677 | 2009.05.01 22:25 | modify | 521 | 1.00 | 99.283 | 98.083 | 99.483 | ||
| 1678 | 2009.05.01 23:00 | close | 521 | 1.00 | 99.266 | 98.083 | 99.483 | -1700.00 | 2698000.00 |
| 1679 | 2009.05.05 09:10 | sell | 522 | 1.00 | 98.845 | 0.000 | 0.000 | ||
| 1680 | 2009.05.05 09:10 | modify | 522 | 1.00 | 98.845 | 100.045 | 98.645 | ||
| 1681 | 2009.05.05 13:40 | close | 522 | 1.00 | 99.071 | 100.045 | 98.645 | -22600.00 | 2675400.00 |
| 1682 | 2009.05.06 04:10 | buy | 523 | 1.00 | 98.648 | 0.000 | 0.000 | ||
| 1683 | 2009.05.06 04:10 | modify | 523 | 1.00 | 98.648 | 97.448 | 98.848 | ||
| 1684 | 2009.05.06 04:45 | modify | 523 | 1.00 | 98.648 | 97.448 | 98.748 | ||
| 1685 | 2009.05.06 08:20 | close | 523 | 1.00 | 98.213 | 97.448 | 98.748 | -43500.00 | 2631900.00 |
| 1686 | 2009.05.11 00:15 | sell | 524 | 1.00 | 98.676 | 0.000 | 0.000 | ||
| 1687 | 2009.05.11 00:15 | modify | 524 | 1.00 | 98.676 | 99.876 | 98.476 | ||
| 1688 | 2009.05.11 03:35 | close | 524 | 1.00 | 98.638 | 99.876 | 98.476 | 3800.00 | 2635700.00 |
| 1689 | 2009.05.12 00:26 | sell | 525 | 1.00 | 97.607 | 0.000 | 0.000 | ||
| 1690 | 2009.05.12 00:26 | modify | 525 | 1.00 | 97.607 | 98.807 | 97.407 | ||
| 1691 | 2009.05.12 00:40 | close | 525 | 1.00 | 97.465 | 98.807 | 97.407 | 14200.00 | 2649900.00 |
| 1692 | 2009.05.12 22:35 | sell | 526 | 1.00 | 96.587 | 0.000 | 0.000 | ||
| 1693 | 2009.05.12 22:35 | modify | 526 | 1.00 | 96.587 | 97.787 | 96.387 | ||
| 1694 | 2009.05.12 22:55 | close | 526 | 1.00 | 96.427 | 97.787 | 96.387 | 16000.00 | 2665900.00 |
| 1695 | 2009.05.13 03:55 | buy | 527 | 1.00 | 95.916 | 0.000 | 0.000 | ||
| 1696 | 2009.05.13 03:55 | modify | 527 | 1.00 | 95.916 | 94.716 | 96.116 | ||
| 1697 | 2009.05.13 04:20 | close | 527 | 1.00 | 96.049 | 94.716 | 96.116 | 13300.00 | 2679200.00 |
| 1698 | 2009.05.13 07:10 | sell | 528 | 1.00 | 96.388 | 0.000 | 0.000 | ||
| 1699 | 2009.05.13 07:10 | modify | 528 | 1.00 | 96.388 | 97.588 | 96.188 | ||
| 1700 | 2009.05.13 10:10 | close | 528 | 1.00 | 96.197 | 97.588 | 96.188 | 19100.00 | 2698300.00 |
| 1701 | 2009.05.13 23:35 | buy | 529 | 1.00 | 95.266 | 0.000 | 0.000 | ||
| 1702 | 2009.05.13 23:35 | modify | 529 | 1.00 | 95.266 | 94.066 | 95.466 | ||
| 1703 | 2009.05.14 00:25 | close | 529 | 1.00 | 95.377 | 94.066 | 95.466 | 11100.00 | 2709400.00 |
| 1704 | 2009.05.18 08:20 | sell | 530 | 1.00 | 94.965 | 0.000 | 0.000 | ||
| 1705 | 2009.05.18 08:20 | modify | 530 | 1.00 | 94.965 | 96.165 | 94.765 | ||
| 1706 | 2009.05.18 09:10 | close | 530 | 1.00 | 94.842 | 96.165 | 94.765 | 12300.00 | 2721700.00 |
| 1707 | 2009.05.18 20:15 | sell | 531 | 1.00 | 96.260 | 0.000 | 0.000 | ||
| 1708 | 2009.05.18 20:15 | modify | 531 | 1.00 | 96.260 | 97.460 | 96.060 | ||
| 1709 | 2009.05.18 21:50 | close | 531 | 1.00 | 96.447 | 97.460 | 96.060 | -18700.00 | 2703000.00 |
| 1710 | 2009.05.20 02:30 | sell | 532 | 1.00 | 96.194 | 0.000 | 0.000 | ||
| 1711 | 2009.05.20 02:30 | modify | 532 | 1.00 | 96.194 | 97.394 | 95.994 | ||
| 1712 | 2009.05.20 03:10 | close | 532 | 1.00 | 96.037 | 97.394 | 95.994 | 15700.00 | 2718700.00 |
| 1713 | 2009.05.20 05:05 | buy | 533 | 1.00 | 95.730 | 0.000 | 0.000 | ||
| 1714 | 2009.05.20 05:05 | modify | 533 | 1.00 | 95.730 | 94.530 | 95.930 | ||
| 1715 | 2009.05.20 07:35 | close | 533 | 1.00 | 95.779 | 94.530 | 95.930 | 4900.00 | 2723600.00 |
| 1716 | 2009.05.21 09:15 | sell | 534 | 1.00 | 94.679 | 0.000 | 0.000 | ||
| 1717 | 2009.05.21 09:15 | modify | 534 | 1.00 | 94.679 | 95.879 | 94.479 | ||
| 1718 | 2009.05.21 11:24 | t/p | 534 | 1.00 | 94.472 | 95.879 | 94.479 | 20700.00 | 2744300.00 |
| 1719 | 2009.05.25 09:05 | sell | 535 | 1.00 | 95.088 | 0.000 | 0.000 | ||
| 1720 | 2009.05.25 09:05 | modify | 535 | 1.00 | 95.088 | 96.288 | 94.888 | ||
| 1721 | 2009.05.25 10:20 | close | 535 | 1.00 | 95.033 | 96.288 | 94.888 | 5500.00 | 2749800.00 |
| 1722 | 2009.05.27 09:40 | buy | 536 | 1.00 | 95.243 | 0.000 | 0.000 | ||
| 1723 | 2009.05.27 09:40 | modify | 536 | 1.00 | 95.243 | 94.043 | 95.443 | ||
| 1724 | 2009.05.27 11:15 | close | 536 | 1.00 | 95.412 | 94.043 | 95.443 | 16900.00 | 2766700.00 |
| 1725 | 2009.05.28 04:45 | sell | 537 | 1.00 | 95.945 | 0.000 | 0.000 | ||
| 1726 | 2009.05.28 04:45 | modify | 537 | 1.00 | 95.945 | 97.145 | 95.745 | ||
| 1727 | 2009.05.28 04:50 | close | 537 | 1.00 | 95.918 | 97.145 | 95.745 | 2700.00 | 2769400.00 |
| 1728 | 2009.05.29 07:40 | sell | 538 | 1.00 | 96.503 | 0.000 | 0.000 | ||
| 1729 | 2009.05.29 07:40 | modify | 538 | 1.00 | 96.503 | 97.703 | 96.303 | ||
| 1730 | 2009.05.29 11:00 | close | 538 | 1.00 | 96.478 | 97.703 | 96.303 | 2500.00 | 2771900.00 |
| 1731 | 2009.06.01 07:25 | sell | 539 | 1.00 | 95.114 | 0.000 | 0.000 | ||
| 1732 | 2009.06.01 07:25 | modify | 539 | 1.00 | 95.114 | 96.314 | 94.914 | ||
| 1733 | 2009.06.01 09:55 | close | 539 | 1.00 | 95.050 | 96.314 | 94.914 | 6400.00 | 2778300.00 |
| 1734 | 2009.06.02 02:15 | buy | 540 | 1.00 | 96.389 | 0.000 | 0.000 | ||
| 1735 | 2009.06.02 02:15 | modify | 540 | 1.00 | 96.389 | 95.189 | 96.589 | ||
| 1736 | 2009.06.02 04:35 | close | 540 | 1.00 | 96.539 | 95.189 | 96.589 | 15000.00 | 2793300.00 |
| 1737 | 2009.06.08 02:30 | buy | 541 | 1.00 | 98.462 | 0.000 | 0.000 | ||
| 1738 | 2009.06.08 02:30 | modify | 541 | 1.00 | 98.462 | 97.262 | 98.662 | ||
| 1739 | 2009.06.08 02:50 | close | 541 | 1.00 | 98.623 | 97.262 | 98.662 | 16100.00 | 2809400.00 |
| 1740 | 2009.06.10 05:25 | sell | 542 | 1.00 | 97.516 | 0.000 | 0.000 | ||
| 1741 | 2009.06.10 05:25 | modify | 542 | 1.00 | 97.516 | 98.716 | 97.316 | ||
| 1742 | 2009.06.10 12:20 | modify | 542 | 1.00 | 97.516 | 98.716 | 97.416 | ||
| 1743 | 2009.06.10 12:40 | close | 542 | 1.00 | 97.980 | 98.716 | 97.416 | -46400.00 | 2763000.00 |
| 1744 | 2009.06.12 08:40 | sell | 543 | 1.00 | 97.940 | 0.000 | 0.000 | ||
| 1745 | 2009.06.12 08:40 | modify | 543 | 1.00 | 97.940 | 99.140 | 97.740 | ||
| 1746 | 2009.06.12 15:30 | modify | 543 | 1.00 | 97.940 | 99.140 | 97.840 | ||
| 1747 | 2009.06.12 15:50 | close | 543 | 1.00 | 98.168 | 99.140 | 97.840 | -22800.00 | 2740200.00 |
| 1748 | 2009.06.23 04:05 | buy | 544 | 1.00 | 95.328 | 0.000 | 0.000 | ||
| 1749 | 2009.06.23 04:05 | modify | 544 | 1.00 | 95.328 | 94.128 | 95.528 | ||
| 1750 | 2009.06.23 04:45 | close | 544 | 1.00 | 95.448 | 94.128 | 95.528 | 12000.00 | 2752200.00 |
| 1751 | 2009.07.01 02:30 | buy | 545 | 1.00 | 96.231 | 0.000 | 0.000 | ||
| 1752 | 2009.07.01 02:30 | modify | 545 | 1.00 | 96.231 | 95.031 | 96.431 | ||
| 1753 | 2009.07.01 03:15 | close | 545 | 1.00 | 96.420 | 95.031 | 96.431 | 18900.00 | 2771100.00 |
| 1754 | 2009.07.01 08:40 | buy | 546 | 1.00 | 96.633 | 0.000 | 0.000 | ||
| 1755 | 2009.07.01 08:40 | modify | 546 | 1.00 | 96.633 | 95.433 | 96.833 | ||
| 1756 | 2009.07.01 08:50 | close | 546 | 1.00 | 96.742 | 95.433 | 96.833 | 10900.00 | 2782000.00 |
| 1757 | 2009.07.06 22:05 | sell | 547 | 1.00 | 95.277 | 0.000 | 0.000 | ||
| 1758 | 2009.07.06 22:05 | modify | 547 | 1.00 | 95.277 | 96.477 | 95.077 | ||
| 1759 | 2009.07.07 01:00 | close | 547 | 1.00 | 95.323 | 96.477 | 95.077 | -4600.00 | 2777400.00 |
| 1760 | 2009.07.09 04:30 | sell | 548 | 1.00 | 93.271 | 0.000 | 0.000 | ||
| 1761 | 2009.07.09 04:30 | modify | 548 | 1.00 | 93.271 | 94.471 | 93.071 | ||
| 1762 | 2009.07.09 05:40 | close | 548 | 1.00 | 93.377 | 94.471 | 93.071 | -10600.00 | 2766800.00 |
| 1763 | 2009.07.14 08:05 | sell | 549 | 1.00 | 93.191 | 0.000 | 0.000 | ||
| 1764 | 2009.07.14 08:05 | modify | 549 | 1.00 | 93.191 | 94.391 | 92.991 | ||
| 1765 | 2009.07.14 10:00 | close | 549 | 1.00 | 93.001 | 94.391 | 92.991 | 19000.00 | 2785800.00 |
| 1766 | 2009.07.21 03:45 | buy | 550 | 1.00 | 93.978 | 0.000 | 0.000 | ||
| 1767 | 2009.07.21 03:45 | modify | 550 | 1.00 | 93.978 | 92.778 | 94.178 | ||
| 1768 | 2009.07.21 07:00 | close | 550 | 1.00 | 93.903 | 92.778 | 94.178 | -7500.00 | 2778300.00 |
| 1769 | 2009.07.21 09:10 | sell | 551 | 1.00 | 94.032 | 0.000 | 0.000 | ||
| 1770 | 2009.07.21 09:10 | modify | 551 | 1.00 | 94.032 | 95.232 | 93.832 | ||
| 1771 | 2009.07.21 09:55 | close | 551 | 1.00 | 93.923 | 95.232 | 93.832 | 10900.00 | 2789200.00 |
| 1772 | 2009.07.21 23:10 | sell | 552 | 1.00 | 93.757 | 0.000 | 0.000 | ||
| 1773 | 2009.07.21 23:10 | modify | 552 | 1.00 | 93.757 | 94.957 | 93.557 | ||
| 1774 | 2009.07.22 00:55 | close | 552 | 1.00 | 93.629 | 94.957 | 93.557 | 12800.00 | 2802000.00 |
| 1775 | 2009.07.23 23:05 | buy | 553 | 1.00 | 94.999 | 0.000 | 0.000 | ||
| 1776 | 2009.07.23 23:05 | modify | 553 | 1.00 | 94.999 | 93.799 | 95.199 | ||
| 1777 | 2009.07.24 01:40 | close | 553 | 1.00 | 95.090 | 93.799 | 95.199 | 9100.00 | 2811100.00 |
| 1778 | 2009.07.28 23:10 | sell | 554 | 1.00 | 94.675 | 0.000 | 0.000 | ||
| 1779 | 2009.07.28 23:10 | modify | 554 | 1.00 | 94.675 | 95.875 | 94.475 | ||
| 1780 | 2009.07.28 23:55 | close | 554 | 1.00 | 94.575 | 95.875 | 94.475 | 10000.00 | 2821100.00 |
| 1781 | 2009.07.29 02:00 | buy | 555 | 1.00 | 94.379 | 0.000 | 0.000 | ||
| 1782 | 2009.07.29 02:00 | modify | 555 | 1.00 | 94.379 | 93.179 | 94.579 | ||
| 1783 | 2009.07.29 03:20 | close | 555 | 1.00 | 94.518 | 93.179 | 94.579 | 13900.00 | 2835000.00 |
| 1784 | 2009.08.04 21:00 | buy | 556 | 1.00 | 95.158 | 0.000 | 0.000 | ||
| 1785 | 2009.08.04 21:00 | modify | 556 | 1.00 | 95.158 | 93.958 | 95.358 | ||
| 1786 | 2009.08.04 21:15 | close | 556 | 1.00 | 95.283 | 93.958 | 95.358 | 12500.00 | 2847500.00 |
| 1787 | 2009.08.05 08:05 | buy | 557 | 1.00 | 94.968 | 0.000 | 0.000 | ||
| 1788 | 2009.08.05 08:05 | modify | 557 | 1.00 | 94.968 | 93.768 | 95.168 | ||
| 1789 | 2009.08.05 10:20 | close | 557 | 1.00 | 95.074 | 93.768 | 95.168 | 10600.00 | 2858100.00 |
| 1790 | 2009.08.10 02:35 | buy | 558 | 1.00 | 97.421 | 0.000 | 0.000 | ||
| 1791 | 2009.08.10 02:35 | modify | 558 | 1.00 | 97.421 | 96.221 | 97.621 | ||
| 1792 | 2009.08.10 05:35 | close | 558 | 1.00 | 97.339 | 96.221 | 97.621 | -8200.00 | 2849900.00 |
| 1793 | 2009.08.10 07:45 | buy | 559 | 1.00 | 97.127 | 0.000 | 0.000 | ||
| 1794 | 2009.08.10 07:45 | modify | 559 | 1.00 | 97.127 | 95.927 | 97.327 | ||
| 1795 | 2009.08.10 08:35 | close | 559 | 1.00 | 97.237 | 95.927 | 97.327 | 11000.00 | 2860900.00 |
| 1796 | 2009.08.11 09:25 | sell | 560 | 1.00 | 96.913 | 0.000 | 0.000 | ||
| 1797 | 2009.08.11 09:25 | modify | 560 | 1.00 | 96.913 | 98.113 | 96.713 | ||
| 1798 | 2009.08.11 09:45 | close | 560 | 1.00 | 96.804 | 98.113 | 96.713 | 10900.00 | 2871800.00 |
| 1799 | 2009.08.11 22:05 | sell | 561 | 1.00 | 96.056 | 0.000 | 0.000 | ||
| 1800 | 2009.08.11 22:05 | modify | 561 | 1.00 | 96.056 | 97.256 | 95.856 | ||