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 |
| 1801 | 2009.08.11 22:35 | close | 561 | 1.00 | 95.917 | 97.256 | 95.856 | 13900.00 | 2885700.00 |
| 1802 | 2009.08.14 09:00 | sell | 562 | 1.00 | 95.333 | 0.000 | 0.000 | ||
| 1803 | 2009.08.14 09:00 | modify | 562 | 1.00 | 95.333 | 96.533 | 95.133 | ||
| 1804 | 2009.08.14 09:40 | close | 562 | 1.00 | 95.218 | 96.533 | 95.133 | 11500.00 | 2897200.00 |
| 1805 | 2009.08.21 22:00 | buy | 563 | 1.00 | 94.243 | 0.000 | 0.000 | ||
| 1806 | 2009.08.21 22:00 | modify | 563 | 1.00 | 94.243 | 93.043 | 94.443 | ||
| 1807 | 2009.08.21 23:00 | close | 563 | 1.00 | 94.312 | 93.043 | 94.443 | 6900.00 | 2904100.00 |
| 1808 | 2009.08.25 05:05 | buy | 564 | 1.00 | 94.144 | 0.000 | 0.000 | ||
| 1809 | 2009.08.25 05:05 | modify | 564 | 1.00 | 94.144 | 92.944 | 94.344 | ||
| 1810 | 2009.08.25 10:05 | close | 564 | 1.00 | 94.161 | 92.944 | 94.344 | 1700.00 | 2905800.00 |
| 1811 | 2009.09.11 22:15 | sell | 565 | 1.00 | 90.657 | 0.000 | 0.000 | ||
| 1812 | 2009.09.11 22:15 | modify | 565 | 1.00 | 90.657 | 91.857 | 90.457 | ||
| 1813 | 2009.09.11 23:00 | close | 565 | 1.00 | 90.664 | 91.857 | 90.457 | -700.00 | 2905100.00 |
| 1814 | 2009.09.14 03:05 | sell | 566 | 1.00 | 90.555 | 0.000 | 0.000 | ||
| 1815 | 2009.09.14 03:05 | modify | 566 | 1.00 | 90.555 | 91.755 | 90.355 | ||
| 1816 | 2009.09.14 04:30 | close | 566 | 1.00 | 90.439 | 91.755 | 90.355 | 11600.00 | 2916700.00 |
| 1817 | 2009.09.17 09:25 | buy | 567 | 1.00 | 90.949 | 0.000 | 0.000 | ||
| 1818 | 2009.09.17 09:25 | modify | 567 | 1.00 | 90.949 | 89.749 | 91.149 | ||
| 1819 | 2009.09.17 10:55 | modify | 567 | 1.00 | 90.949 | 89.749 | 91.049 | ||
| 1820 | 2009.09.17 13:15 | close | 567 | 1.00 | 90.813 | 89.749 | 91.049 | -13600.00 | 2903100.00 |
| 1821 | 2009.09.25 02:45 | buy | 568 | 1.00 | 91.085 | 0.000 | 0.000 | ||
| 1822 | 2009.09.25 02:45 | modify | 568 | 1.00 | 91.085 | 89.885 | 91.285 | ||
| 1823 | 2009.09.25 04:20 | modify | 568 | 1.00 | 91.085 | 89.885 | 91.185 | ||
| 1824 | 2009.09.25 06:40 | close | 568 | 1.00 | 90.744 | 89.885 | 91.185 | -34100.00 | 2869000.00 |
| 1825 | 2009.09.28 06:10 | sell | 569 | 1.00 | 89.355 | 0.000 | 0.000 | ||
| 1826 | 2009.09.28 06:10 | modify | 569 | 1.00 | 89.355 | 90.555 | 89.155 | ||
| 1827 | 2009.09.28 08:50 | close | 569 | 1.00 | 89.253 | 90.555 | 89.155 | 10200.00 | 2879200.00 |
| 1828 | 2009.10.05 03:10 | sell | 570 | 1.00 | 89.767 | 0.000 | 0.000 | ||
| 1829 | 2009.10.05 03:10 | modify | 570 | 1.00 | 89.767 | 90.967 | 89.567 | ||
| 1830 | 2009.10.05 05:20 | close | 570 | 1.00 | 89.760 | 90.967 | 89.567 | 700.00 | 2879900.00 |
| 1831 | 2009.10.06 09:45 | sell | 571 | 1.00 | 89.270 | 0.000 | 0.000 | ||
| 1832 | 2009.10.06 09:45 | modify | 571 | 1.00 | 89.270 | 90.470 | 89.070 | ||
| 1833 | 2009.10.06 10:20 | close | 571 | 1.00 | 89.156 | 90.470 | 89.070 | 11400.00 | 2891300.00 |
| 1834 | 2009.10.13 04:05 | sell | 572 | 1.00 | 89.845 | 0.000 | 0.000 | ||
| 1835 | 2009.10.13 04:05 | modify | 572 | 1.00 | 89.845 | 91.045 | 89.645 | ||
| 1836 | 2009.10.13 06:00 | close | 572 | 1.00 | 89.752 | 91.045 | 89.645 | 9300.00 | 2900600.00 |
| 1837 | 2009.10.14 05:55 | buy | 573 | 1.00 | 89.186 | 0.000 | 0.000 | ||
| 1838 | 2009.10.14 05:55 | modify | 573 | 1.00 | 89.186 | 87.986 | 89.386 | ||
| 1839 | 2009.10.14 09:50 | close | 573 | 1.00 | 89.182 | 87.986 | 89.386 | -400.00 | 2900200.00 |
| 1840 | 2009.10.21 20:20 | buy | 574 | 1.00 | 90.894 | 0.000 | 0.000 | ||
| 1841 | 2009.10.21 20:20 | modify | 574 | 1.00 | 90.894 | 89.694 | 91.094 | ||
| 1842 | 2009.10.21 21:05 | close | 574 | 1.00 | 91.050 | 89.694 | 91.094 | 15600.00 | 2915800.00 |
| 1843 | 2009.10.23 05:55 | sell | 575 | 1.00 | 91.692 | 0.000 | 0.000 | ||
| 1844 | 2009.10.23 05:55 | modify | 575 | 1.00 | 91.692 | 92.892 | 91.492 | ||
| 1845 | 2009.10.23 06:50 | close | 575 | 1.00 | 91.588 | 92.892 | 91.492 | 10400.00 | 2926200.00 |
| 1846 | 2009.10.26 03:10 | buy | 576 | 1.00 | 91.911 | 0.000 | 0.000 | ||
| 1847 | 2009.10.26 03:10 | modify | 576 | 1.00 | 91.911 | 90.711 | 92.111 | ||
| 1848 | 2009.10.26 03:25 | close | 576 | 1.00 | 92.032 | 90.711 | 92.111 | 12100.00 | 2938300.00 |
| 1849 | 2009.11.02 05:45 | sell | 577 | 1.00 | 90.193 | 0.000 | 0.000 | ||
| 1850 | 2009.11.02 05:45 | modify | 577 | 1.00 | 90.193 | 91.393 | 89.993 | ||
| 1851 | 2009.11.02 06:05 | close | 577 | 1.00 | 90.097 | 91.393 | 89.993 | 9600.00 | 2947900.00 |
| 1852 | 2009.11.09 03:35 | sell | 578 | 1.00 | 90.066 | 0.000 | 0.000 | ||
| 1853 | 2009.11.09 03:35 | modify | 578 | 1.00 | 90.066 | 91.266 | 89.866 | ||
| 1854 | 2009.11.09 06:25 | close | 578 | 1.00 | 90.054 | 91.266 | 89.866 | 1200.00 | 2949100.00 |
| 1855 | 2009.11.13 02:25 | buy | 579 | 1.00 | 90.217 | 0.000 | 0.000 | ||
| 1856 | 2009.11.13 02:25 | modify | 579 | 1.00 | 90.217 | 89.017 | 90.417 | ||
| 1857 | 2009.11.13 02:50 | close | 579 | 1.00 | 90.314 | 89.017 | 90.417 | 9700.00 | 2958800.00 |
| 1858 | 2009.11.25 04:20 | buy | 580 | 1.00 | 88.236 | 0.000 | 0.000 | ||
| 1859 | 2009.11.25 04:20 | modify | 580 | 1.00 | 88.236 | 87.036 | 88.436 | ||
| 1860 | 2009.11.25 04:55 | close | 580 | 1.00 | 88.325 | 87.036 | 88.436 | 8900.00 | 2967700.00 |
| 1861 | 2009.11.27 06:30 | sell | 581 | 1.00 | 86.261 | 0.000 | 0.000 | ||
| 1862 | 2009.11.27 06:30 | modify | 581 | 1.00 | 86.261 | 87.461 | 86.061 | ||
| 1863 | 2009.11.27 07:52 | t/p | 581 | 1.00 | 86.061 | 87.461 | 86.061 | 20000.00 | 2987700.00 |
| 1864 | 2009.12.01 08:40 | buy | 582 | 1.00 | 87.049 | 0.000 | 0.000 | ||
| 1865 | 2009.12.01 08:40 | modify | 582 | 1.00 | 87.049 | 85.849 | 87.249 | ||
| 1866 | 2009.12.01 14:10 | close | 582 | 1.00 | 86.900 | 85.849 | 87.249 | -14900.00 | 2972800.00 |
| 1867 | 2009.12.04 02:20 | buy | 583 | 1.00 | 88.091 | 0.000 | 0.000 | ||
| 1868 | 2009.12.04 02:20 | modify | 583 | 1.00 | 88.091 | 86.891 | 88.291 | ||
| 1869 | 2009.12.04 03:25 | close | 583 | 1.00 | 88.201 | 86.891 | 88.291 | 11000.00 | 2983800.00 |
| 1870 | 2009.12.04 06:10 | buy | 584 | 1.00 | 88.130 | 0.000 | 0.000 | ||
| 1871 | 2009.12.04 06:10 | modify | 584 | 1.00 | 88.130 | 86.930 | 88.330 | ||
| 1872 | 2009.12.04 08:00 | close | 584 | 1.00 | 88.240 | 86.930 | 88.330 | 11000.00 | 2994800.00 |
| 1873 | 2009.12.10 05:55 | buy | 585 | 1.00 | 88.029 | 0.000 | 0.000 | ||
| 1874 | 2009.12.10 05:55 | modify | 585 | 1.00 | 88.029 | 86.829 | 88.229 | ||
| 1875 | 2009.12.10 09:10 | close | 585 | 1.00 | 87.975 | 86.829 | 88.229 | -5400.00 | 2989400.00 |
| 1876 | 2009.12.11 21:50 | buy | 586 | 1.00 | 89.171 | 0.000 | 0.000 | ||
| 1877 | 2009.12.11 21:50 | modify | 586 | 1.00 | 89.171 | 87.971 | 89.371 | ||
| 1878 | 2009.12.11 22:00 | close | 586 | 1.00 | 89.178 | 87.971 | 89.371 | 700.00 | 2990100.00 |
| 1879 | 2009.12.14 04:40 | buy | 587 | 1.00 | 88.559 | 0.000 | 0.000 | ||
| 1880 | 2009.12.14 04:40 | modify | 587 | 1.00 | 88.559 | 87.359 | 88.759 | ||
| 1881 | 2009.12.14 06:21 | t/p | 587 | 1.00 | 88.760 | 87.359 | 88.759 | 20100.00 | 3010200.00 |
| 1882 | 2009.12.16 02:00 | buy | 588 | 1.00 | 89.515 | 0.000 | 0.000 | ||
| 1883 | 2009.12.16 02:00 | modify | 588 | 1.00 | 89.515 | 88.315 | 89.715 | ||
| 1884 | 2009.12.16 02:30 | close | 588 | 1.00 | 89.620 | 88.315 | 89.715 | 10500.00 | 3020700.00 |
| 1885 | 2009.12.17 03:45 | sell | 589 | 1.00 | 89.995 | 0.000 | 0.000 | ||
| 1886 | 2009.12.17 03:45 | modify | 589 | 1.00 | 89.995 | 91.195 | 89.795 | ||
| 1887 | 2009.12.17 09:05 | close | 589 | 1.00 | 89.982 | 91.195 | 89.795 | 1300.00 | 3022000.00 |
| 1888 | 2009.12.18 08:05 | sell | 590 | 1.00 | 89.739 | 0.000 | 0.000 | ||
| 1889 | 2009.12.18 08:05 | modify | 590 | 1.00 | 89.739 | 90.939 | 89.539 | ||
| 1890 | 2009.12.18 08:25 | close | 590 | 1.00 | 89.622 | 90.939 | 89.539 | 11700.00 | 3033700.00 |
| 1891 | 2009.12.22 01:50 | buy | 591 | 1.00 | 91.081 | 0.000 | 0.000 | ||
| 1892 | 2009.12.22 01:50 | modify | 591 | 1.00 | 91.081 | 89.881 | 91.281 | ||
| 1893 | 2009.12.22 03:07 | t/p | 591 | 1.00 | 91.288 | 89.881 | 91.281 | 20700.00 | 3054400.00 |
| 1894 | 2009.12.22 07:55 | buy | 592 | 1.00 | 91.245 | 0.000 | 0.000 | ||
| 1895 | 2009.12.22 07:55 | modify | 592 | 1.00 | 91.245 | 90.045 | 91.445 | ||
| 1896 | 2009.12.22 10:55 | close | 592 | 1.00 | 91.304 | 90.045 | 91.445 | 5900.00 | 3060300.00 |
| 1897 | 2009.12.23 03:00 | buy | 593 | 1.00 | 91.735 | 0.000 | 0.000 | ||
| 1898 | 2009.12.23 03:00 | modify | 593 | 1.00 | 91.735 | 90.535 | 91.935 | ||
| 1899 | 2009.12.23 04:40 | close | 593 | 1.00 | 91.684 | 90.535 | 91.935 | -5100.00 | 3055200.00 |
| 1900 | 2009.12.23 22:15 | sell | 594 | 1.00 | 91.705 | 0.000 | 0.000 | ||
| 1901 | 2009.12.23 22:15 | modify | 594 | 1.00 | 91.705 | 92.905 | 91.505 | ||
| 1902 | 2009.12.24 01:00 | close | 594 | 1.00 | 91.601 | 92.905 | 91.505 | 10400.00 | 3065600.00 |
| 1903 | 2010.01.04 01:20 | buy | 595 | 1.00 | 92.826 | 0.000 | 0.000 | ||
| 1904 | 2010.01.04 01:20 | modify | 595 | 1.00 | 92.826 | 91.626 | 93.026 | ||
| 1905 | 2010.01.04 02:45 | close | 595 | 1.00 | 92.939 | 91.626 | 93.026 | 11300.00 | 3076900.00 |
| 1906 | 2010.01.06 21:15 | buy | 596 | 1.00 | 92.302 | 0.000 | 0.000 | ||
| 1907 | 2010.01.06 21:15 | modify | 596 | 1.00 | 92.302 | 91.102 | 92.502 | ||
| 1908 | 2010.01.06 21:55 | close | 596 | 1.00 | 92.414 | 91.102 | 92.502 | 11200.00 | 3088100.00 |
| 1909 | 2010.01.06 23:55 | buy | 597 | 1.00 | 92.301 | 0.000 | 0.000 | ||
| 1910 | 2010.01.06 23:55 | modify | 597 | 1.00 | 92.301 | 91.101 | 92.501 | ||
| 1911 | 2010.01.07 01:15 | close | 597 | 1.00 | 92.364 | 91.101 | 92.501 | 6300.00 | 3094400.00 |
| 1912 | 2010.01.13 02:35 | sell | 598 | 1.00 | 91.297 | 0.000 | 0.000 | ||
| 1913 | 2010.01.13 02:35 | modify | 598 | 1.00 | 91.297 | 92.497 | 91.097 | ||
| 1914 | 2010.01.13 03:00 | close | 598 | 1.00 | 91.177 | 92.497 | 91.097 | 12000.00 | 3106400.00 |
| 1915 | 2010.01.14 23:20 | sell | 599 | 1.00 | 91.148 | 0.000 | 0.000 | ||
| 1916 | 2010.01.14 23:20 | modify | 599 | 1.00 | 91.148 | 92.348 | 90.948 | ||
| 1917 | 2010.01.15 03:10 | close | 599 | 1.00 | 91.084 | 92.348 | 90.948 | 6400.00 | 3112800.00 |
| 1918 | 2010.01.21 02:55 | sell | 600 | 1.00 | 91.313 | 0.000 | 0.000 | ||
| 1919 | 2010.01.21 02:55 | modify | 600 | 1.00 | 91.313 | 92.513 | 91.113 | ||
| 1920 | 2010.01.21 08:50 | close | 600 | 1.00 | 91.462 | 92.513 | 91.113 | -14900.00 | 3097900.00 |
| 1921 | 2010.01.22 08:35 | sell | 601 | 1.00 | 90.275 | 0.000 | 0.000 | ||
| 1922 | 2010.01.22 08:35 | modify | 601 | 1.00 | 90.275 | 91.475 | 90.075 | ||
| 1923 | 2010.01.22 08:55 | close | 601 | 1.00 | 90.156 | 91.475 | 90.075 | 11900.00 | 3109800.00 |
| 1924 | 2010.01.26 03:20 | sell | 602 | 1.00 | 90.490 | 0.000 | 0.000 | ||
| 1925 | 2010.01.26 03:20 | modify | 602 | 1.00 | 90.490 | 91.690 | 90.290 | ||
| 1926 | 2010.01.26 04:30 | close | 602 | 1.00 | 90.394 | 91.690 | 90.290 | 9600.00 | 3119400.00 |
| 1927 | 2010.01.29 04:15 | sell | 603 | 1.00 | 89.990 | 0.000 | 0.000 | ||
| 1928 | 2010.01.29 04:15 | modify | 603 | 1.00 | 89.990 | 91.190 | 89.790 | ||
| 1929 | 2010.01.29 07:35 | close | 603 | 1.00 | 89.833 | 91.190 | 89.790 | 15700.00 | 3135100.00 |
| 1930 | 2010.02.03 22:00 | buy | 604 | 1.00 | 90.977 | 0.000 | 0.000 | ||
| 1931 | 2010.02.03 22:00 | modify | 604 | 1.00 | 90.977 | 89.777 | 91.177 | ||
| 1932 | 2010.02.04 03:05 | close | 604 | 1.00 | 91.024 | 89.777 | 91.177 | 4700.00 | 3139800.00 |
| 1933 | 2010.02.04 19:50 | buy | 605 | 1.00 | 89.035 | 0.000 | 0.000 | ||
| 1934 | 2010.02.04 19:50 | modify | 605 | 1.00 | 89.035 | 87.835 | 89.235 | ||
| 1935 | 2010.02.04 20:00 | close | 605 | 1.00 | 89.106 | 87.835 | 89.235 | 7100.00 | 3146900.00 |
| 1936 | 2010.02.05 01:05 | sell | 606 | 1.00 | 89.240 | 0.000 | 0.000 | ||
| 1937 | 2010.02.05 01:05 | modify | 606 | 1.00 | 89.240 | 90.440 | 89.040 | ||
| 1938 | 2010.02.05 03:00 | modify | 606 | 1.00 | 89.240 | 90.440 | 89.140 | ||
| 1939 | 2010.02.05 05:10 | close | 606 | 1.00 | 89.714 | 90.440 | 89.140 | -47400.00 | 3099500.00 |
| 1940 | 2010.02.11 05:10 | buy | 607 | 1.00 | 89.890 | 0.000 | 0.000 | ||
| 1941 | 2010.02.11 05:10 | modify | 607 | 1.00 | 89.890 | 88.690 | 90.090 | ||
| 1942 | 2010.02.11 09:00 | close | 607 | 1.00 | 89.982 | 88.690 | 90.090 | 9200.00 | 3108700.00 |
| 1943 | 2010.02.12 07:55 | sell | 608 | 1.00 | 89.718 | 0.000 | 0.000 | ||
| 1944 | 2010.02.12 07:55 | modify | 608 | 1.00 | 89.718 | 90.918 | 89.518 | ||
| 1945 | 2010.02.12 10:35 | modify | 608 | 1.00 | 89.718 | 90.918 | 89.618 | ||
| 1946 | 2010.02.12 12:00 | close | 608 | 1.00 | 89.935 | 90.918 | 89.618 | -21700.00 | 3087000.00 |
| 1947 | 2010.02.23 01:50 | sell | 609 | 1.00 | 91.285 | 0.000 | 0.000 | ||
| 1948 | 2010.02.23 01:50 | modify | 609 | 1.00 | 91.285 | 92.485 | 91.085 | ||
| 1949 | 2010.02.23 03:05 | close | 609 | 1.00 | 91.144 | 92.485 | 91.085 | 14100.00 | 3101100.00 |
| 1950 | 2010.02.23 05:10 | buy | 610 | 1.00 | 90.991 | 0.000 | 0.000 | ||