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 |
| 1951 | 2010.02.23 05:10 | modify | 610 | 1.00 | 90.991 | 89.791 | 91.191 | ||
| 1952 | 2010.02.23 07:05 | close | 610 | 1.00 | 91.080 | 89.791 | 91.191 | 8900.00 | 3110000.00 |
| 1953 | 2010.02.23 19:00 | buy | 611 | 1.00 | 90.049 | 0.000 | 0.000 | ||
| 1954 | 2010.02.23 19:00 | modify | 611 | 1.00 | 90.049 | 88.849 | 90.249 | ||
| 1955 | 2010.02.23 19:05 | close | 611 | 1.00 | 90.161 | 88.849 | 90.249 | 11200.00 | 3121200.00 |
| 1956 | 2010.02.25 04:45 | buy | 612 | 1.00 | 89.738 | 0.000 | 0.000 | ||
| 1957 | 2010.02.25 04:45 | modify | 612 | 1.00 | 89.738 | 88.538 | 89.938 | ||
| 1958 | 2010.02.25 09:45 | modify | 612 | 1.00 | 89.738 | 88.538 | 89.838 | ||
| 1959 | 2010.02.25 11:55 | close | 612 | 1.00 | 89.356 | 88.538 | 89.838 | -38200.00 | 3083000.00 |
| 1960 | 2010.02.25 22:10 | sell | 613 | 1.00 | 89.161 | 0.000 | 0.000 | ||
| 1961 | 2010.02.25 22:10 | modify | 613 | 1.00 | 89.161 | 90.361 | 88.961 | ||
| 1962 | 2010.02.25 23:05 | close | 613 | 1.00 | 89.070 | 90.361 | 88.961 | 9100.00 | 3092100.00 |
| 1963 | 2010.03.01 04:20 | sell | 614 | 1.00 | 89.143 | 0.000 | 0.000 | ||
| 1964 | 2010.03.01 04:20 | modify | 614 | 1.00 | 89.143 | 90.343 | 88.943 | ||
| 1965 | 2010.03.01 06:00 | close | 614 | 1.00 | 89.099 | 90.343 | 88.943 | 4400.00 | 3096500.00 |
| 1966 | 2010.03.04 02:00 | sell | 615 | 1.00 | 88.594 | 0.000 | 0.000 | ||
| 1967 | 2010.03.04 02:00 | modify | 615 | 1.00 | 88.594 | 89.794 | 88.394 | ||
| 1968 | 2010.03.04 03:05 | close | 615 | 1.00 | 88.499 | 89.794 | 88.394 | 9500.00 | 3106000.00 |
| 1969 | 2010.03.05 02:20 | sell | 616 | 1.00 | 89.271 | 0.000 | 0.000 | ||
| 1970 | 2010.03.05 02:20 | modify | 616 | 1.00 | 89.271 | 90.471 | 89.071 | ||
| 1971 | 2010.03.05 09:35 | close | 616 | 1.00 | 89.369 | 90.471 | 89.071 | -9800.00 | 3096200.00 |
| 1972 | 2010.03.09 04:40 | buy | 617 | 1.00 | 89.946 | 0.000 | 0.000 | ||
| 1973 | 2010.03.09 04:40 | modify | 617 | 1.00 | 89.946 | 88.746 | 90.146 | ||
| 1974 | 2010.03.09 10:10 | close | 617 | 1.00 | 90.062 | 88.746 | 90.146 | 11600.00 | 3107800.00 |
| 1975 | 2010.03.11 01:50 | buy | 618 | 1.00 | 90.406 | 0.000 | 0.000 | ||
| 1976 | 2010.03.11 01:50 | modify | 618 | 1.00 | 90.406 | 89.206 | 90.606 | ||
| 1977 | 2010.03.11 02:05 | close | 618 | 1.00 | 90.501 | 89.206 | 90.606 | 9500.00 | 3117300.00 |
| 1978 | 2010.03.22 22:05 | sell | 619 | 1.00 | 90.160 | 0.000 | 0.000 | ||
| 1979 | 2010.03.22 22:05 | modify | 619 | 1.00 | 90.160 | 91.360 | 89.960 | ||
| 1980 | 2010.03.23 00:10 | close | 619 | 1.00 | 90.135 | 91.360 | 89.960 | 2500.00 | 3119800.00 |
| 1981 | 2010.03.23 02:10 | sell | 620 | 1.00 | 90.224 | 0.000 | 0.000 | ||
| 1982 | 2010.03.23 02:10 | modify | 620 | 1.00 | 90.224 | 91.424 | 90.024 | ||
| 1983 | 2010.03.23 09:25 | close | 620 | 1.00 | 90.321 | 91.424 | 90.024 | -9700.00 | 3110100.00 |
| 1984 | 2010.03.25 03:10 | buy | 621 | 1.00 | 91.988 | 0.000 | 0.000 | ||
| 1985 | 2010.03.25 03:10 | modify | 621 | 1.00 | 91.988 | 90.788 | 92.188 | ||
| 1986 | 2010.03.25 07:25 | close | 621 | 1.00 | 91.902 | 90.788 | 92.188 | -8600.00 | 3101500.00 |
| 1987 | 2010.03.25 09:10 | sell | 622 | 1.00 | 92.109 | 0.000 | 0.000 | ||
| 1988 | 2010.03.25 09:10 | modify | 622 | 1.00 | 92.109 | 93.309 | 91.909 | ||
| 1989 | 2010.03.25 09:55 | close | 622 | 1.00 | 92.020 | 93.309 | 91.909 | 8900.00 | 3110400.00 |
| 1990 | 2010.03.25 20:05 | sell | 623 | 1.00 | 92.849 | 0.000 | 0.000 | ||
| 1991 | 2010.03.25 20:05 | modify | 623 | 1.00 | 92.849 | 94.049 | 92.649 | ||
| 1992 | 2010.03.25 20:10 | close | 623 | 1.00 | 92.790 | 94.049 | 92.649 | 5900.00 | 3116300.00 |
| 1993 | 2010.03.26 02:50 | buy | 624 | 1.00 | 92.539 | 0.000 | 0.000 | ||
| 1994 | 2010.03.26 02:50 | modify | 624 | 1.00 | 92.539 | 91.339 | 92.739 | ||
| 1995 | 2010.03.26 04:40 | close | 624 | 1.00 | 92.535 | 91.339 | 92.739 | -400.00 | 3115900.00 |
| 1996 | 2010.03.29 05:30 | sell | 625 | 1.00 | 92.684 | 0.000 | 0.000 | ||
| 1997 | 2010.03.29 05:30 | modify | 625 | 1.00 | 92.684 | 93.884 | 92.484 | ||
| 1998 | 2010.03.29 08:35 | close | 625 | 1.00 | 92.584 | 93.884 | 92.484 | 10000.00 | 3125900.00 |
| 1999 | 2010.03.31 09:50 | buy | 626 | 1.00 | 93.152 | 0.000 | 0.000 | ||
| 2000 | 2010.03.31 09:50 | modify | 626 | 1.00 | 93.152 | 91.952 | 93.352 | ||
| 2001 | 2010.03.31 10:30 | close | 626 | 1.00 | 93.254 | 91.952 | 93.352 | 10200.00 | 3136100.00 |
| 2002 | 2010.04.02 03:00 | buy | 627 | 1.00 | 93.745 | 0.000 | 0.000 | ||
| 2003 | 2010.04.02 03:00 | modify | 627 | 1.00 | 93.745 | 92.545 | 93.945 | ||
| 2004 | 2010.04.02 08:25 | close | 627 | 1.00 | 93.786 | 92.545 | 93.945 | 4100.00 | 3140200.00 |
| 2005 | 2010.04.05 04:00 | buy | 628 | 1.00 | 94.378 | 0.000 | 0.000 | ||
| 2006 | 2010.04.05 04:00 | modify | 628 | 1.00 | 94.378 | 93.178 | 94.578 | ||
| 2007 | 2010.04.05 07:55 | close | 628 | 1.00 | 94.432 | 93.178 | 94.578 | 5400.00 | 3145600.00 |
| 2008 | 2010.04.08 09:15 | sell | 629 | 1.00 | 93.325 | 0.000 | 0.000 | ||
| 2009 | 2010.04.08 09:15 | modify | 629 | 1.00 | 93.325 | 94.525 | 93.125 | ||
| 2010 | 2010.04.08 09:30 | close | 629 | 1.00 | 93.224 | 94.525 | 93.125 | 10100.00 | 3155700.00 |
| 2011 | 2010.04.14 23:50 | sell | 630 | 1.00 | 93.255 | 0.000 | 0.000 | ||
| 2012 | 2010.04.14 23:50 | modify | 630 | 1.00 | 93.255 | 94.455 | 93.055 | ||
| 2013 | 2010.04.15 07:05 | close | 630 | 1.00 | 93.403 | 94.455 | 93.055 | -14800.00 | 3140900.00 |
| 2014 | 2010.04.22 04:00 | buy | 631 | 1.00 | 92.852 | 0.000 | 0.000 | ||
| 2015 | 2010.04.22 04:00 | modify | 631 | 1.00 | 92.852 | 91.652 | 93.052 | ||
| 2016 | 2010.04.22 07:00 | close | 631 | 1.00 | 92.888 | 91.652 | 93.052 | 3600.00 | 3144500.00 |
| 2017 | 2010.04.28 06:25 | sell | 632 | 1.00 | 93.344 | 0.000 | 0.000 | ||
| 2018 | 2010.04.28 06:25 | modify | 632 | 1.00 | 93.344 | 94.544 | 93.144 | ||
| 2019 | 2010.04.28 07:10 | close | 632 | 1.00 | 93.243 | 94.544 | 93.144 | 10100.00 | 3154600.00 |
| 2020 | 2010.05.06 20:20 | buy | 633 | 1.00 | 91.851 | 0.000 | 0.000 | ||
| 2021 | 2010.05.06 20:20 | modify | 633 | 1.00 | 91.851 | 90.651 | 92.051 | ||
| 2022 | 2010.05.06 21:00 | close | 633 | 1.00 | 91.725 | 90.651 | 92.051 | -12600.00 | 3142000.00 |
| 2023 | 2010.05.11 02:10 | buy | 634 | 1.00 | 93.096 | 0.000 | 0.000 | ||
| 2024 | 2010.05.11 02:10 | modify | 634 | 1.00 | 93.096 | 91.896 | 93.296 | ||
| 2025 | 2010.05.11 04:05 | close | 634 | 1.00 | 93.136 | 91.896 | 93.296 | 4000.00 | 3146000.00 |
| 2026 | 2010.05.19 06:40 | sell | 635 | 1.00 | 92.072 | 0.000 | 0.000 | ||
| 2027 | 2010.05.19 06:40 | modify | 635 | 1.00 | 92.072 | 93.272 | 91.872 | ||
| 2028 | 2010.05.19 06:55 | close | 635 | 1.00 | 91.976 | 93.272 | 91.872 | 9600.00 | 3155600.00 |
| 2029 | 2010.05.21 02:55 | sell | 636 | 1.00 | 89.933 | 0.000 | 0.000 | ||
| 2030 | 2010.05.21 02:55 | modify | 636 | 1.00 | 89.933 | 91.133 | 89.733 | ||
| 2031 | 2010.05.21 03:10 | close | 636 | 1.00 | 89.836 | 91.133 | 89.733 | 9700.00 | 3165300.00 |
| 2032 | 2010.05.21 03:15 | sell | 637 | 1.00 | 90.096 | 0.000 | 0.000 | ||
| 2033 | 2010.05.21 03:15 | modify | 637 | 1.00 | 90.096 | 91.296 | 89.896 | ||
| 2034 | 2010.05.21 03:45 | close | 637 | 1.00 | 89.912 | 91.296 | 89.896 | 18400.00 | 3183700.00 |
| 2035 | 2010.05.26 04:25 | buy | 638 | 1.00 | 90.038 | 0.000 | 0.000 | ||
| 2036 | 2010.05.26 04:25 | modify | 638 | 1.00 | 90.038 | 88.838 | 90.238 | ||
| 2037 | 2010.05.26 04:45 | close | 638 | 1.00 | 90.145 | 88.838 | 90.238 | 10700.00 | 3194400.00 |
| 2038 | 2010.05.31 23:20 | sell | 639 | 1.00 | 91.276 | 0.000 | 0.000 | ||
| 2039 | 2010.05.31 23:20 | modify | 639 | 1.00 | 91.276 | 92.476 | 91.076 | ||
| 2040 | 2010.06.01 01:40 | close | 639 | 1.00 | 91.184 | 92.476 | 91.076 | 9200.00 | 3203600.00 |
| 2041 | 2010.06.01 08:15 | sell | 640 | 1.00 | 91.208 | 0.000 | 0.000 | ||
| 2042 | 2010.06.01 08:15 | modify | 640 | 1.00 | 91.208 | 92.408 | 91.008 | ||
| 2043 | 2010.06.01 10:05 | close | 640 | 1.00 | 91.022 | 92.408 | 91.008 | 18600.00 | 3222200.00 |
| 2044 | 2010.06.03 03:05 | buy | 641 | 1.00 | 92.069 | 0.000 | 0.000 | ||
| 2045 | 2010.06.03 03:05 | modify | 641 | 1.00 | 92.069 | 90.869 | 92.269 | ||
| 2046 | 2010.06.03 04:00 | close | 641 | 1.00 | 92.172 | 90.869 | 92.269 | 10300.00 | 3232500.00 |
| 2047 | 2010.06.08 00:20 | buy | 642 | 1.00 | 91.344 | 0.000 | 0.000 | ||
| 2048 | 2010.06.08 00:20 | modify | 642 | 1.00 | 91.344 | 90.144 | 91.544 | ||
| 2049 | 2010.06.08 00:55 | close | 642 | 1.00 | 91.445 | 90.144 | 91.544 | 10100.00 | 3242600.00 |
| 2050 | 2010.06.17 22:55 | sell | 643 | 1.00 | 90.974 | 0.000 | 0.000 | ||
| 2051 | 2010.06.17 22:55 | modify | 643 | 1.00 | 90.974 | 92.174 | 90.774 | ||
| 2052 | 2010.06.18 00:40 | close | 643 | 1.00 | 90.949 | 92.174 | 90.774 | 2500.00 | 3245100.00 |
| 2053 | 2010.07.01 08:10 | sell | 644 | 1.00 | 88.342 | 0.000 | 0.000 | ||
| 2054 | 2010.07.01 08:10 | modify | 644 | 1.00 | 88.342 | 89.542 | 88.142 | ||
| 2055 | 2010.07.01 13:40 | close | 644 | 1.00 | 88.226 | 89.542 | 88.142 | 11600.00 | 3256700.00 |
| 2056 | 2010.07.08 04:55 | sell | 645 | 1.00 | 88.159 | 0.000 | 0.000 | ||
| 2057 | 2010.07.08 04:55 | modify | 645 | 1.00 | 88.159 | 89.359 | 87.959 | ||
| 2058 | 2010.07.08 05:00 | close | 645 | 1.00 | 88.178 | 89.359 | 87.959 | -1900.00 | 3254800.00 |
| 2059 | 2010.07.12 05:10 | sell | 646 | 1.00 | 89.106 | 0.000 | 0.000 | ||
| 2060 | 2010.07.12 05:10 | modify | 646 | 1.00 | 89.106 | 90.306 | 88.906 | ||
| 2061 | 2010.07.12 08:05 | close | 646 | 1.00 | 89.007 | 90.306 | 88.906 | 9900.00 | 3264700.00 |
| 2062 | 2010.07.12 08:05 | buy | 647 | 1.00 | 89.004 | 0.000 | 0.000 | ||
| 2063 | 2010.07.12 08:05 | modify | 647 | 1.00 | 89.004 | 87.804 | 89.204 | ||
| 2064 | 2010.07.12 11:20 | close | 647 | 1.00 | 88.929 | 87.804 | 89.204 | -7500.00 | 3257200.00 |
| 2065 | 2010.07.16 09:30 | sell | 648 | 1.00 | 87.225 | 0.000 | 0.000 | ||
| 2066 | 2010.07.16 09:30 | modify | 648 | 1.00 | 87.225 | 88.425 | 87.025 | ||
| 2067 | 2010.07.16 11:20 | close | 648 | 1.00 | 87.120 | 88.425 | 87.025 | 10500.00 | 3267700.00 |
| 2068 | 2010.07.16 20:40 | sell | 649 | 1.00 | 86.810 | 0.000 | 0.000 | ||
| 2069 | 2010.07.16 20:40 | modify | 649 | 1.00 | 86.810 | 88.010 | 86.610 | ||
| 2070 | 2010.07.16 20:55 | close | 649 | 1.00 | 86.716 | 88.010 | 86.610 | 9400.00 | 3277100.00 |
| 2071 | 2010.07.21 02:00 | buy | 650 | 1.00 | 87.269 | 0.000 | 0.000 | ||
| 2072 | 2010.07.21 02:00 | modify | 650 | 1.00 | 87.269 | 86.069 | 87.469 | ||
| 2073 | 2010.07.21 02:35 | close | 650 | 1.00 | 87.388 | 86.069 | 87.469 | 11900.00 | 3289000.00 |
| 2074 | 2010.07.21 04:10 | buy | 651 | 1.00 | 87.217 | 0.000 | 0.000 | ||
| 2075 | 2010.07.21 04:10 | modify | 651 | 1.00 | 87.217 | 86.017 | 87.417 | ||
| 2076 | 2010.07.21 08:45 | close | 651 | 1.00 | 87.202 | 86.017 | 87.417 | -1500.00 | 3287500.00 |
| 2077 | 2010.07.23 05:30 | buy | 652 | 1.00 | 86.798 | 0.000 | 0.000 | ||
| 2078 | 2010.07.23 05:30 | modify | 652 | 1.00 | 86.798 | 85.598 | 86.998 | ||
| 2079 | 2010.07.23 07:25 | close | 652 | 1.00 | 86.905 | 85.598 | 86.998 | 10700.00 | 3298200.00 |
| 2080 | 2010.07.26 03:30 | sell | 653 | 1.00 | 87.702 | 0.000 | 0.000 | ||
| 2081 | 2010.07.26 03:30 | modify | 653 | 1.00 | 87.702 | 88.902 | 87.502 | ||
| 2082 | 2010.07.26 07:40 | close | 653 | 1.00 | 87.588 | 88.902 | 87.502 | 11400.00 | 3309600.00 |
| 2083 | 2010.07.26 09:00 | buy | 654 | 1.00 | 87.469 | 0.000 | 0.000 | ||
| 2084 | 2010.07.26 09:00 | modify | 654 | 1.00 | 87.469 | 86.269 | 87.669 | ||
| 2085 | 2010.07.26 14:20 | modify | 654 | 1.00 | 87.469 | 86.269 | 87.569 | ||
| 2086 | 2010.07.26 16:05 | close | 654 | 1.00 | 87.061 | 86.269 | 87.569 | -40800.00 | 3268800.00 |
| 2087 | 2010.07.27 00:40 | sell | 655 | 1.00 | 86.981 | 0.000 | 0.000 | ||
| 2088 | 2010.07.27 00:40 | modify | 655 | 1.00 | 86.981 | 88.181 | 86.781 | ||
| 2089 | 2010.07.27 03:05 | close | 655 | 1.00 | 86.887 | 88.181 | 86.781 | 9400.00 | 3278200.00 |
| 2090 | 2010.08.05 04:45 | buy | 656 | 1.00 | 86.124 | 0.000 | 0.000 | ||
| 2091 | 2010.08.05 04:45 | modify | 656 | 1.00 | 86.124 | 84.924 | 86.324 | ||
| 2092 | 2010.08.05 07:50 | close | 656 | 1.00 | 86.153 | 84.924 | 86.324 | 2900.00 | 3281100.00 |
| 2093 | 2010.08.06 22:00 | sell | 657 | 1.00 | 85.438 | 0.000 | 0.000 | ||
| 2094 | 2010.08.06 22:00 | modify | 657 | 1.00 | 85.438 | 86.638 | 85.238 | ||
| 2095 | 2010.08.06 23:00 | close | 657 | 1.00 | 85.405 | 86.638 | 85.238 | 3300.00 | 3284400.00 |
| 2096 | 2010.08.10 04:00 | buy | 658 | 1.00 | 85.762 | 0.000 | 0.000 | ||
| 2097 | 2010.08.10 04:00 | modify | 658 | 1.00 | 85.762 | 84.562 | 85.962 | ||
| 2098 | 2010.08.10 05:35 | close | 658 | 1.00 | 85.883 | 84.562 | 85.962 | 12100.00 | 3296500.00 |
| 2099 | 2010.08.12 09:45 | sell | 659 | 1.00 | 85.582 | 0.000 | 0.000 | ||
| 2100 | 2010.08.12 09:45 | modify | 659 | 1.00 | 85.582 | 86.782 | 85.382 | ||