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 |
| 2101 | 2010.08.12 11:33 | t/p | 659 | 1.00 | 85.377 | 86.782 | 85.382 | 20500.00 | 3317000.00 |
| 2102 | 2010.08.16 04:15 | buy | 660 | 1.00 | 85.785 | 0.000 | 0.000 | ||
| 2103 | 2010.08.16 04:15 | modify | 660 | 1.00 | 85.785 | 84.585 | 85.985 | ||
| 2104 | 2010.08.16 07:35 | close | 660 | 1.00 | 85.848 | 84.585 | 85.985 | 6300.00 | 3323300.00 |
| 2105 | 2010.08.16 09:50 | sell | 661 | 1.00 | 85.930 | 0.000 | 0.000 | ||
| 2106 | 2010.08.16 09:50 | modify | 661 | 1.00 | 85.930 | 87.130 | 85.730 | ||
| 2107 | 2010.08.16 11:05 | close | 661 | 1.00 | 85.836 | 87.130 | 85.730 | 9400.00 | 3332700.00 |
| 2108 | 2010.08.23 20:30 | sell | 662 | 1.00 | 85.299 | 0.000 | 0.000 | ||
| 2109 | 2010.08.23 20:30 | modify | 662 | 1.00 | 85.299 | 86.499 | 85.099 | ||
| 2110 | 2010.08.23 22:35 | close | 662 | 1.00 | 85.187 | 86.499 | 85.099 | 11200.00 | 3343900.00 |
| 2111 | 2010.08.25 22:15 | sell | 663 | 1.00 | 84.803 | 0.000 | 0.000 | ||
| 2112 | 2010.08.25 22:15 | modify | 663 | 1.00 | 84.803 | 86.003 | 84.603 | ||
| 2113 | 2010.08.25 23:00 | close | 663 | 1.00 | 84.710 | 86.003 | 84.603 | 9300.00 | 3353200.00 |
| 2114 | 2010.08.31 23:55 | sell | 664 | 1.00 | 84.221 | 0.000 | 0.000 | ||
| 2115 | 2010.08.31 23:55 | modify | 664 | 1.00 | 84.221 | 85.421 | 84.021 | ||
| 2116 | 2010.09.01 02:10 | close | 664 | 1.00 | 84.101 | 85.421 | 84.021 | 12000.00 | 3365200.00 |
| 2117 | 2010.09.01 05:45 | sell | 665 | 1.00 | 84.452 | 0.000 | 0.000 | ||
| 2118 | 2010.09.01 05:45 | modify | 665 | 1.00 | 84.452 | 85.652 | 84.252 | ||
| 2119 | 2010.09.01 07:35 | close | 665 | 1.00 | 84.370 | 85.652 | 84.252 | 8200.00 | 3373400.00 |
| 2120 | 2010.09.02 06:40 | buy | 666 | 1.00 | 84.121 | 0.000 | 0.000 | ||
| 2121 | 2010.09.02 06:40 | modify | 666 | 1.00 | 84.121 | 82.921 | 84.321 | ||
| 2122 | 2010.09.02 08:20 | close | 666 | 1.00 | 84.235 | 82.921 | 84.321 | 11400.00 | 3384800.00 |
| 2123 | 2010.09.10 07:45 | buy | 667 | 1.00 | 84.048 | 0.000 | 0.000 | ||
| 2124 | 2010.09.10 07:45 | modify | 667 | 1.00 | 84.048 | 82.848 | 84.248 | ||
| 2125 | 2010.09.10 09:30 | close | 667 | 1.00 | 84.006 | 82.848 | 84.248 | -4200.00 | 3380600.00 |
| 2126 | 2010.09.14 09:00 | sell | 668 | 1.00 | 83.570 | 0.000 | 0.000 | ||
| 2127 | 2010.09.14 09:00 | modify | 668 | 1.00 | 83.570 | 84.770 | 83.370 | ||
| 2128 | 2010.09.14 09:36 | t/p | 668 | 1.00 | 83.369 | 84.770 | 83.370 | 20100.00 | 3400700.00 |
| 2129 | 2010.09.16 03:10 | buy | 669 | 1.00 | 85.442 | 0.000 | 0.000 | ||
| 2130 | 2010.09.16 03:10 | modify | 669 | 1.00 | 85.442 | 84.242 | 85.642 | ||
| 2131 | 2010.09.16 03:40 | close | 669 | 1.00 | 85.536 | 84.242 | 85.642 | 9400.00 | 3410100.00 |
| 2132 | 2010.09.16 06:05 | buy | 670 | 1.00 | 85.314 | 0.000 | 0.000 | ||
| 2133 | 2010.09.16 06:05 | modify | 670 | 1.00 | 85.314 | 84.114 | 85.514 | ||
| 2134 | 2010.09.16 07:55 | close | 670 | 1.00 | 85.364 | 84.114 | 85.514 | 5000.00 | 3415100.00 |
| 2135 | 2010.09.16 08:05 | sell | 671 | 1.00 | 85.436 | 0.000 | 0.000 | ||
| 2136 | 2010.09.16 08:05 | modify | 671 | 1.00 | 85.436 | 86.636 | 85.236 | ||
| 2137 | 2010.09.16 08:30 | close | 671 | 1.00 | 85.322 | 86.636 | 85.236 | 11400.00 | 3426500.00 |
| 2138 | 2010.09.17 03:30 | buy | 672 | 1.00 | 85.699 | 0.000 | 0.000 | ||
| 2139 | 2010.09.17 03:30 | modify | 672 | 1.00 | 85.699 | 84.499 | 85.899 | ||
| 2140 | 2010.09.17 03:55 | close | 672 | 1.00 | 85.813 | 84.499 | 85.899 | 11400.00 | 3437900.00 |
| 2141 | 2010.09.28 21:45 | sell | 673 | 1.00 | 83.889 | 0.000 | 0.000 | ||
| 2142 | 2010.09.28 21:45 | modify | 673 | 1.00 | 83.889 | 85.089 | 83.689 | ||
| 2143 | 2010.09.29 00:55 | close | 673 | 1.00 | 83.817 | 85.089 | 83.689 | 7200.00 | 3445100.00 |
| 2144 | 2010.09.29 08:40 | buy | 674 | 1.00 | 83.679 | 0.000 | 0.000 | ||
| 2145 | 2010.09.29 08:40 | modify | 674 | 1.00 | 83.679 | 82.479 | 83.879 | ||
| 2146 | 2010.09.29 10:40 | close | 674 | 1.00 | 83.690 | 82.479 | 83.879 | 1100.00 | 3446200.00 |
| 2147 | 2010.10.06 20:30 | sell | 675 | 1.00 | 83.027 | 0.000 | 0.000 | ||
| 2148 | 2010.10.06 20:30 | modify | 675 | 1.00 | 83.027 | 84.227 | 82.827 | ||
| 2149 | 2010.10.06 21:35 | close | 675 | 1.00 | 82.941 | 84.227 | 82.827 | 8600.00 | 3454800.00 |
| 2150 | 2010.10.08 20:15 | sell | 676 | 1.00 | 82.018 | 0.000 | 0.000 | ||
| 2151 | 2010.10.08 20:15 | modify | 676 | 1.00 | 82.018 | 83.218 | 81.818 | ||
| 2152 | 2010.10.08 23:00 | close | 676 | 1.00 | 82.082 | 83.218 | 81.818 | -6400.00 | 3448400.00 |
| 2153 | 2010.10.14 06:50 | buy | 677 | 1.00 | 81.216 | 0.000 | 0.000 | ||
| 2154 | 2010.10.14 06:50 | modify | 677 | 1.00 | 81.216 | 80.016 | 81.416 | ||
| 2155 | 2010.10.14 07:15 | close | 677 | 1.00 | 81.300 | 80.016 | 81.416 | 8400.00 | 3456800.00 |
| 2156 | 2010.10.20 22:00 | sell | 678 | 1.00 | 81.169 | 0.000 | 0.000 | ||
| 2157 | 2010.10.20 22:00 | modify | 678 | 1.00 | 81.169 | 82.369 | 80.969 | ||
| 2158 | 2010.10.20 23:50 | close | 678 | 1.00 | 81.118 | 82.369 | 80.969 | 5100.00 | 3461900.00 |
| 2159 | 2010.10.25 21:05 | sell | 679 | 1.00 | 80.758 | 0.000 | 0.000 | ||
| 2160 | 2010.10.25 21:05 | modify | 679 | 1.00 | 80.758 | 81.958 | 80.558 | ||
| 2161 | 2010.10.26 03:50 | close | 679 | 1.00 | 80.736 | 81.958 | 80.558 | 2200.00 | 3464100.00 |
| 2162 | 2010.10.29 08:50 | sell | 680 | 1.00 | 80.716 | 0.000 | 0.000 | ||
| 2163 | 2010.10.29 08:50 | modify | 680 | 1.00 | 80.716 | 81.916 | 80.516 | ||
| 2164 | 2010.10.29 10:00 | close | 680 | 1.00 | 80.594 | 81.916 | 80.516 | 12200.00 | 3476300.00 |
| 2165 | 2010.11.04 23:45 | sell | 681 | 1.00 | 80.767 | 0.000 | 0.000 | ||
| 2166 | 2010.11.04 23:45 | modify | 681 | 1.00 | 80.767 | 81.967 | 80.567 | ||
| 2167 | 2010.11.05 02:35 | close | 681 | 1.00 | 80.707 | 81.967 | 80.567 | 6000.00 | 3482300.00 |
| 2168 | 2010.11.09 19:25 | sell | 682 | 1.00 | 81.117 | 0.000 | 0.000 | ||
| 2169 | 2010.11.09 19:25 | modify | 682 | 1.00 | 81.117 | 82.317 | 80.917 | ||
| 2170 | 2010.11.09 20:55 | close | 682 | 1.00 | 81.480 | 82.317 | 80.917 | -36300.00 | 3446000.00 |
| 2171 | 2010.11.09 22:15 | sell | 683 | 1.00 | 81.720 | 0.000 | 0.000 | ||
| 2172 | 2010.11.09 22:15 | modify | 683 | 1.00 | 81.720 | 82.920 | 81.520 | ||
| 2173 | 2010.11.09 22:20 | close | 683 | 1.00 | 81.794 | 82.920 | 81.520 | -7400.00 | 3438600.00 |
| 2174 | 2010.11.10 01:55 | buy | 684 | 1.00 | 81.563 | 0.000 | 0.000 | ||
| 2175 | 2010.11.10 01:55 | modify | 684 | 1.00 | 81.563 | 80.363 | 81.763 | ||
| 2176 | 2010.11.10 02:25 | close | 684 | 1.00 | 81.678 | 80.363 | 81.763 | 11500.00 | 3450100.00 |
| 2177 | 2010.11.11 08:00 | sell | 685 | 1.00 | 82.274 | 0.000 | 0.000 | ||
| 2178 | 2010.11.11 08:00 | modify | 685 | 1.00 | 82.274 | 83.474 | 82.074 | ||
| 2179 | 2010.11.11 10:55 | close | 685 | 1.00 | 82.154 | 83.474 | 82.074 | 12000.00 | 3462100.00 |
| 2180 | 2010.11.17 07:40 | sell | 686 | 1.00 | 83.425 | 0.000 | 0.000 | ||
| 2181 | 2010.11.17 07:40 | modify | 686 | 1.00 | 83.425 | 84.625 | 83.225 | ||
| 2182 | 2010.11.17 11:55 | close | 686 | 1.00 | 83.358 | 84.625 | 83.225 | 6700.00 | 3468800.00 |
| 2183 | 2010.11.18 21:50 | buy | 687 | 1.00 | 83.444 | 0.000 | 0.000 | ||
| 2184 | 2010.11.18 21:50 | modify | 687 | 1.00 | 83.444 | 82.244 | 83.644 | ||
| 2185 | 2010.11.18 22:50 | close | 687 | 1.00 | 83.536 | 82.244 | 83.644 | 9200.00 | 3478000.00 |
| 2186 | 2010.11.23 21:20 | sell | 688 | 1.00 | 83.185 | 0.000 | 0.000 | ||
| 2187 | 2010.11.23 21:20 | modify | 688 | 1.00 | 83.185 | 84.385 | 82.985 | ||
| 2188 | 2010.11.24 04:00 | close | 688 | 1.00 | 83.203 | 84.385 | 82.985 | -1800.00 | 3476200.00 |
| 2189 | 2010.11.25 02:50 | buy | 689 | 1.00 | 83.466 | 0.000 | 0.000 | ||
| 2190 | 2010.11.25 02:50 | modify | 689 | 1.00 | 83.466 | 82.266 | 83.666 | ||
| 2191 | 2010.11.25 04:50 | close | 689 | 1.00 | 83.526 | 82.266 | 83.666 | 6000.00 | 3482200.00 |
| 2192 | 2010.11.26 02:50 | sell | 690 | 1.00 | 83.725 | 0.000 | 0.000 | ||
| 2193 | 2010.11.26 02:50 | modify | 690 | 1.00 | 83.725 | 84.925 | 83.525 | ||
| 2194 | 2010.11.26 06:05 | close | 690 | 1.00 | 83.745 | 84.925 | 83.525 | -2000.00 | 3480200.00 |
| 2195 | 2010.12.01 19:00 | buy | 691 | 1.00 | 84.017 | 0.000 | 0.000 | ||
| 2196 | 2010.12.01 19:00 | modify | 691 | 1.00 | 84.017 | 82.817 | 84.217 | ||
| 2197 | 2010.12.01 19:40 | close | 691 | 1.00 | 84.119 | 82.817 | 84.217 | 10200.00 | 3490400.00 |
| 2198 | 2010.12.02 02:05 | buy | 692 | 1.00 | 84.117 | 0.000 | 0.000 | ||
| 2199 | 2010.12.02 02:05 | modify | 692 | 1.00 | 84.117 | 82.917 | 84.317 | ||
| 2200 | 2010.12.02 07:55 | close | 692 | 1.00 | 84.104 | 82.917 | 84.317 | -1300.00 | 3489100.00 |
| 2201 | 2010.12.02 22:00 | sell | 693 | 1.00 | 83.951 | 0.000 | 0.000 | ||
| 2202 | 2010.12.02 22:00 | modify | 693 | 1.00 | 83.951 | 85.151 | 83.751 | ||
| 2203 | 2010.12.02 23:05 | close | 693 | 1.00 | 83.862 | 85.151 | 83.751 | 8900.00 | 3498000.00 |
| 2204 | 2010.12.03 21:25 | sell | 694 | 1.00 | 82.889 | 0.000 | 0.000 | ||
| 2205 | 2010.12.03 21:25 | modify | 694 | 1.00 | 82.889 | 84.089 | 82.689 | ||
| 2206 | 2010.12.03 22:00 | close | 694 | 1.00 | 82.917 | 84.089 | 82.689 | -2800.00 | 3495200.00 |
| 2207 | 2010.12.06 02:55 | sell | 695 | 1.00 | 82.881 | 0.000 | 0.000 | ||
| 2208 | 2010.12.06 02:55 | modify | 695 | 1.00 | 82.881 | 84.081 | 82.681 | ||
| 2209 | 2010.12.06 08:00 | close | 695 | 1.00 | 82.874 | 84.081 | 82.681 | 700.00 | 3495900.00 |
| 2210 | 2010.12.09 04:20 | buy | 696 | 1.00 | 83.719 | 0.000 | 0.000 | ||
| 2211 | 2010.12.09 04:20 | modify | 696 | 1.00 | 83.719 | 82.519 | 83.919 | ||
| 2212 | 2010.12.09 05:45 | close | 696 | 1.00 | 83.837 | 82.519 | 83.919 | 11800.00 | 3507700.00 |
| 2213 | 2010.12.13 02:20 | buy | 697 | 1.00 | 83.919 | 0.000 | 0.000 | ||
| 2214 | 2010.12.13 02:20 | modify | 697 | 1.00 | 83.919 | 82.719 | 84.119 | ||
| 2215 | 2010.12.13 05:05 | close | 697 | 1.00 | 83.986 | 82.719 | 84.119 | 6700.00 | 3514400.00 |
| 2216 | 2010.12.13 20:10 | buy | 698 | 1.00 | 83.375 | 0.000 | 0.000 | ||
| 2217 | 2010.12.13 20:10 | modify | 698 | 1.00 | 83.375 | 82.175 | 83.575 | ||
| 2218 | 2010.12.13 22:05 | close | 698 | 1.00 | 83.403 | 82.175 | 83.575 | 2800.00 | 3517200.00 |
| 2219 | 2010.12.14 02:45 | sell | 699 | 1.00 | 83.515 | 0.000 | 0.000 | ||
| 2220 | 2010.12.14 02:45 | modify | 699 | 1.00 | 83.515 | 84.715 | 83.315 | ||
| 2221 | 2010.12.14 09:00 | close | 699 | 1.00 | 83.424 | 84.715 | 83.315 | 9100.00 | 3526300.00 |
| 2222 | 2010.12.17 08:00 | sell | 700 | 1.00 | 84.012 | 0.000 | 0.000 | ||
| 2223 | 2010.12.17 08:00 | modify | 700 | 1.00 | 84.012 | 85.212 | 83.812 | ||
| 2224 | 2010.12.17 08:25 | close | 700 | 1.00 | 83.917 | 85.212 | 83.812 | 9500.00 | 3535800.00 |
| 2225 | 2010.12.23 07:45 | buy | 701 | 1.00 | 83.098 | 0.000 | 0.000 | ||
| 2226 | 2010.12.23 07:45 | modify | 701 | 1.00 | 83.098 | 81.898 | 83.298 | ||
| 2227 | 2010.12.23 14:25 | close | 701 | 1.00 | 83.025 | 81.898 | 83.298 | -7300.00 | 3528500.00 |
| 2228 | 2011.01.04 01:35 | buy | 702 | 1.00 | 81.670 | 0.000 | 0.000 | ||
| 2229 | 2011.01.04 01:35 | modify | 702 | 1.00 | 81.670 | 80.470 | 81.870 | ||
| 2230 | 2011.01.04 02:45 | close | 702 | 1.00 | 81.751 | 80.470 | 81.870 | 8100.00 | 3536600.00 |
| 2231 | 2011.01.06 08:00 | buy | 703 | 1.00 | 83.173 | 0.000 | 0.000 | ||
| 2232 | 2011.01.06 08:00 | modify | 703 | 1.00 | 83.173 | 81.973 | 83.373 | ||
| 2233 | 2011.01.06 12:30 | close | 703 | 1.00 | 83.160 | 81.973 | 83.373 | -1300.00 | 3535300.00 |
| 2234 | 2011.01.10 05:05 | sell | 704 | 1.00 | 83.098 | 0.000 | 0.000 | ||
| 2235 | 2011.01.10 05:05 | modify | 704 | 1.00 | 83.098 | 84.298 | 82.898 | ||
| 2236 | 2011.01.10 12:15 | close | 704 | 1.00 | 83.185 | 84.298 | 82.898 | -8700.00 | 3526600.00 |
| 2237 | 2011.01.11 02:25 | sell | 705 | 1.00 | 82.803 | 0.000 | 0.000 | ||
| 2238 | 2011.01.11 02:25 | modify | 705 | 1.00 | 82.803 | 84.003 | 82.603 | ||
| 2239 | 2011.01.11 08:00 | close | 705 | 1.00 | 83.028 | 84.003 | 82.603 | -22500.00 | 3504100.00 |
| 2240 | 2011.01.17 19:25 | sell | 706 | 1.00 | 82.753 | 0.000 | 0.000 | ||
| 2241 | 2011.01.17 19:25 | modify | 706 | 1.00 | 82.753 | 83.953 | 82.553 | ||
| 2242 | 2011.01.18 00:00 | close | 706 | 1.00 | 82.695 | 83.953 | 82.553 | 5800.00 | 3509900.00 |
| 2243 | 2011.01.26 23:55 | buy | 707 | 1.00 | 82.184 | 0.000 | 0.000 | ||
| 2244 | 2011.01.26 23:55 | modify | 707 | 1.00 | 82.184 | 80.984 | 82.384 | ||
| 2245 | 2011.01.27 01:25 | close | 707 | 1.00 | 82.280 | 80.984 | 82.384 | 9600.00 | 3519500.00 |
| 2246 | 2011.01.28 02:55 | buy | 708 | 1.00 | 82.775 | 0.000 | 0.000 | ||
| 2247 | 2011.01.28 02:55 | modify | 708 | 1.00 | 82.775 | 81.575 | 82.975 | ||
| 2248 | 2011.01.28 10:05 | close | 708 | 1.00 | 82.671 | 81.575 | 82.975 | -10400.00 | 3509100.00 |
| 2249 | 2011.02.01 19:20 | buy | 709 | 1.00 | 81.338 | 0.000 | 0.000 | ||
| 2250 | 2011.02.01 19:20 | modify | 709 | 1.00 | 81.338 | 80.138 | 81.538 | ||