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 |
| 2251 | 2011.02.01 22:20 | close | 709 | 1.00 | 81.423 | 80.138 | 81.538 | 8500.00 | 3517600.00 |
| 2252 | 2011.02.02 03:50 | sell | 710 | 1.00 | 81.519 | 0.000 | 0.000 | ||
| 2253 | 2011.02.02 03:50 | modify | 710 | 1.00 | 81.519 | 82.719 | 81.319 | ||
| 2254 | 2011.02.02 05:55 | close | 710 | 1.00 | 81.421 | 82.719 | 81.319 | 9800.00 | 3527400.00 |
| 2255 | 2011.02.02 22:15 | buy | 711 | 1.00 | 81.583 | 0.000 | 0.000 | ||
| 2256 | 2011.02.02 22:15 | modify | 711 | 1.00 | 81.583 | 80.383 | 81.783 | ||
| 2257 | 2011.02.03 03:05 | close | 711 | 1.00 | 81.632 | 80.383 | 81.783 | 4900.00 | 3532300.00 |
| 2258 | 2011.02.11 07:50 | sell | 712 | 1.00 | 83.481 | 0.000 | 0.000 | ||
| 2259 | 2011.02.11 07:50 | modify | 712 | 1.00 | 83.481 | 84.681 | 83.281 | ||
| 2260 | 2011.02.11 08:55 | close | 712 | 1.00 | 83.428 | 84.681 | 83.281 | 5300.00 | 3537600.00 |
| 2261 | 2011.02.14 04:15 | buy | 713 | 1.00 | 83.214 | 0.000 | 0.000 | ||
| 2262 | 2011.02.14 04:15 | modify | 713 | 1.00 | 83.214 | 82.014 | 83.414 | ||
| 2263 | 2011.02.14 05:50 | close | 713 | 1.00 | 83.233 | 82.014 | 83.414 | 1900.00 | 3539500.00 |
| 2264 | 2011.02.16 01:05 | buy | 714 | 1.00 | 83.722 | 0.000 | 0.000 | ||
| 2265 | 2011.02.16 01:05 | modify | 714 | 1.00 | 83.722 | 82.522 | 83.922 | ||
| 2266 | 2011.02.16 08:15 | close | 714 | 1.00 | 83.730 | 82.522 | 83.922 | 800.00 | 3540300.00 |
| 2267 | 2011.02.23 06:20 | buy | 715 | 1.00 | 82.560 | 0.000 | 0.000 | ||
| 2268 | 2011.02.23 06:20 | modify | 715 | 1.00 | 82.560 | 81.360 | 82.760 | ||
| 2269 | 2011.02.23 07:10 | close | 715 | 1.00 | 82.657 | 81.360 | 82.760 | 9700.00 | 3550000.00 |
| 2270 | 2011.02.25 05:55 | buy | 716 | 1.00 | 81.880 | 0.000 | 0.000 | ||
| 2271 | 2011.02.25 05:55 | modify | 716 | 1.00 | 81.880 | 80.680 | 82.080 | ||
| 2272 | 2011.02.25 08:10 | close | 716 | 1.00 | 81.965 | 80.680 | 82.080 | 8500.00 | 3558500.00 |
| 2273 | 2011.03.02 21:15 | sell | 717 | 1.00 | 81.834 | 0.000 | 0.000 | ||
| 2274 | 2011.03.02 21:15 | modify | 717 | 1.00 | 81.834 | 83.034 | 81.634 | ||
| 2275 | 2011.03.02 23:55 | close | 717 | 1.00 | 81.860 | 83.034 | 81.634 | -2600.00 | 3555900.00 |
| 2276 | 2011.03.04 02:25 | buy | 718 | 1.00 | 82.308 | 0.000 | 0.000 | ||
| 2277 | 2011.03.04 02:25 | modify | 718 | 1.00 | 82.308 | 81.108 | 82.508 | ||
| 2278 | 2011.03.04 03:45 | close | 718 | 1.00 | 82.400 | 81.108 | 82.508 | 9200.00 | 3565100.00 |
| 2279 | 2011.03.16 02:15 | sell | 719 | 1.00 | 80.865 | 0.000 | 0.000 | ||
| 2280 | 2011.03.16 02:15 | modify | 719 | 1.00 | 80.865 | 82.065 | 80.665 | ||
| 2281 | 2011.03.16 05:05 | close | 719 | 1.00 | 80.876 | 82.065 | 80.665 | -1100.00 | 3564000.00 |
| 2282 | 2011.03.18 04:40 | sell | 720 | 1.00 | 81.276 | 0.000 | 0.000 | ||
| 2283 | 2011.03.18 04:40 | modify | 720 | 1.00 | 81.276 | 82.476 | 81.076 | ||
| 2284 | 2011.03.18 04:45 | close | 720 | 1.00 | 81.345 | 82.476 | 81.076 | -6900.00 | 3557100.00 |
| 2285 | 2011.03.18 05:05 | sell | 721 | 1.00 | 81.356 | 0.000 | 0.000 | ||
| 2286 | 2011.03.18 05:05 | modify | 721 | 1.00 | 81.356 | 82.556 | 81.156 | ||
| 2287 | 2011.03.18 05:10 | close | 721 | 1.00 | 81.455 | 82.556 | 81.156 | -9900.00 | 3547200.00 |
| 2288 | 2011.03.18 05:35 | sell | 722 | 1.00 | 81.467 | 0.000 | 0.000 | ||
| 2289 | 2011.03.18 05:35 | modify | 722 | 1.00 | 81.467 | 82.667 | 81.267 | ||
| 2290 | 2011.03.18 05:40 | close | 722 | 1.00 | 81.468 | 82.667 | 81.267 | -100.00 | 3547100.00 |
| 2291 | 2011.03.21 03:00 | sell | 723 | 1.00 | 81.017 | 0.000 | 0.000 | ||
| 2292 | 2011.03.21 03:00 | modify | 723 | 1.00 | 81.017 | 82.217 | 80.817 | ||
| 2293 | 2011.03.21 03:05 | close | 723 | 1.00 | 80.847 | 82.217 | 80.817 | 17000.00 | 3564100.00 |
| 2294 | 2011.03.22 05:45 | buy | 724 | 1.00 | 80.914 | 0.000 | 0.000 | ||
| 2295 | 2011.03.22 05:45 | modify | 724 | 1.00 | 80.914 | 79.714 | 81.114 | ||
| 2296 | 2011.03.22 10:50 | close | 724 | 1.00 | 80.970 | 79.714 | 81.114 | 5600.00 | 3569700.00 |
| 2297 | 2011.03.28 08:20 | sell | 725 | 1.00 | 81.811 | 0.000 | 0.000 | ||
| 2298 | 2011.03.28 08:20 | modify | 725 | 1.00 | 81.811 | 83.011 | 81.611 | ||
| 2299 | 2011.03.28 09:25 | close | 725 | 1.00 | 81.702 | 83.011 | 81.611 | 10900.00 | 3580600.00 |
| 2300 | 2011.03.31 06:35 | buy | 726 | 1.00 | 82.792 | 0.000 | 0.000 | ||
| 2301 | 2011.03.31 06:35 | modify | 726 | 1.00 | 82.792 | 81.592 | 82.992 | ||
| 2302 | 2011.03.31 07:55 | close | 726 | 1.00 | 82.790 | 81.592 | 82.992 | -200.00 | 3580400.00 |
| 2303 | 2011.04.01 06:00 | sell | 727 | 1.00 | 83.687 | 0.000 | 0.000 | ||
| 2304 | 2011.04.01 06:00 | modify | 727 | 1.00 | 83.687 | 84.887 | 83.487 | ||
| 2305 | 2011.04.01 06:05 | close | 727 | 1.00 | 83.699 | 84.887 | 83.487 | -1200.00 | 3579200.00 |
| 2306 | 2011.04.01 09:15 | buy | 728 | 1.00 | 83.449 | 0.000 | 0.000 | ||
| 2307 | 2011.04.01 09:15 | modify | 728 | 1.00 | 83.449 | 82.249 | 83.649 | ||
| 2308 | 2011.04.01 09:45 | close | 728 | 1.00 | 83.556 | 82.249 | 83.649 | 10700.00 | 3589900.00 |
| 2309 | 2011.04.04 08:20 | buy | 729 | 1.00 | 84.113 | 0.000 | 0.000 | ||
| 2310 | 2011.04.04 08:20 | modify | 729 | 1.00 | 84.113 | 82.913 | 84.313 | ||
| 2311 | 2011.04.04 13:15 | close | 729 | 1.00 | 84.148 | 82.913 | 84.313 | 3500.00 | 3593400.00 |
| 2312 | 2011.04.12 05:25 | buy | 730 | 1.00 | 84.063 | 0.000 | 0.000 | ||
| 2313 | 2011.04.12 05:25 | modify | 730 | 1.00 | 84.063 | 82.863 | 84.263 | ||
| 2314 | 2011.04.12 06:20 | modify | 730 | 1.00 | 84.063 | 82.863 | 84.163 | ||
| 2315 | 2011.04.12 10:14 | t/p | 730 | 1.00 | 84.167 | 82.863 | 84.163 | 10400.00 | 3603800.00 |
| 2316 | 2011.04.18 21:20 | sell | 731 | 1.00 | 82.569 | 0.000 | 0.000 | ||
| 2317 | 2011.04.18 21:20 | modify | 731 | 1.00 | 82.569 | 83.769 | 82.369 | ||
| 2318 | 2011.04.19 00:35 | close | 731 | 1.00 | 82.608 | 83.769 | 82.369 | -3900.00 | 3599900.00 |
| 2319 | 2011.04.20 23:55 | sell | 732 | 1.00 | 82.523 | 0.000 | 0.000 | ||
| 2320 | 2011.04.20 23:55 | modify | 732 | 1.00 | 82.523 | 83.723 | 82.323 | ||
| 2321 | 2011.04.21 03:05 | close | 732 | 1.00 | 82.390 | 83.723 | 82.323 | 13300.00 | 3613200.00 |
| 2322 | 2011.04.25 07:25 | buy | 733 | 1.00 | 82.132 | 0.000 | 0.000 | ||
| 2323 | 2011.04.25 07:25 | modify | 733 | 1.00 | 82.132 | 80.932 | 82.332 | ||
| 2324 | 2011.04.25 08:50 | close | 733 | 1.00 | 82.216 | 80.932 | 82.332 | 8400.00 | 3621600.00 |
| 2325 | 2011.04.26 04:15 | sell | 734 | 1.00 | 81.895 | 0.000 | 0.000 | ||
| 2326 | 2011.04.26 04:15 | modify | 734 | 1.00 | 81.895 | 83.095 | 81.695 | ||
| 2327 | 2011.04.26 04:40 | close | 734 | 1.00 | 81.806 | 83.095 | 81.695 | 8900.00 | 3630500.00 |
| 2328 | 2011.04.26 22:10 | buy | 735 | 1.00 | 81.611 | 0.000 | 0.000 | ||
| 2329 | 2011.04.26 22:10 | modify | 735 | 1.00 | 81.611 | 80.411 | 81.811 | ||
| 2330 | 2011.04.27 01:00 | close | 735 | 1.00 | 81.598 | 80.411 | 81.811 | -1300.00 | 3629200.00 |
| 2331 | 2011.04.27 20:55 | buy | 736 | 1.00 | 82.229 | 0.000 | 0.000 | ||
| 2332 | 2011.04.27 20:55 | modify | 736 | 1.00 | 82.229 | 81.029 | 82.429 | ||
| 2333 | 2011.04.27 21:20 | close | 736 | 1.00 | 82.358 | 81.029 | 82.429 | 12900.00 | 3642100.00 |
| 2334 | 2011.04.28 20:15 | sell | 737 | 1.00 | 81.674 | 0.000 | 0.000 | ||
| 2335 | 2011.04.28 20:15 | modify | 737 | 1.00 | 81.674 | 82.874 | 81.474 | ||
| 2336 | 2011.04.28 20:45 | close | 737 | 1.00 | 81.578 | 82.874 | 81.474 | 9600.00 | 3651700.00 |
| 2337 | 2011.05.05 20:15 | sell | 738 | 1.00 | 80.224 | 0.000 | 0.000 | ||
| 2338 | 2011.05.05 20:15 | modify | 738 | 1.00 | 80.224 | 81.424 | 80.024 | ||
| 2339 | 2011.05.05 21:00 | close | 738 | 1.00 | 80.240 | 81.424 | 80.024 | -1600.00 | 3650100.00 |
| 2340 | 2011.05.09 22:10 | buy | 739 | 1.00 | 80.306 | 0.000 | 0.000 | ||
| 2341 | 2011.05.09 22:10 | modify | 739 | 1.00 | 80.306 | 79.106 | 80.506 | ||
| 2342 | 2011.05.09 23:55 | close | 739 | 1.00 | 80.352 | 79.106 | 80.506 | 4600.00 | 3654700.00 |
| 2343 | 2011.05.10 07:05 | sell | 740 | 1.00 | 80.416 | 0.000 | 0.000 | ||
| 2344 | 2011.05.10 07:05 | modify | 740 | 1.00 | 80.416 | 81.616 | 80.216 | ||
| 2345 | 2011.05.10 10:50 | modify | 740 | 1.00 | 80.416 | 81.616 | 80.316 | ||
| 2346 | 2011.05.10 14:20 | close | 740 | 1.00 | 80.653 | 81.616 | 80.316 | -23700.00 | 3631000.00 |
| 2347 | 2011.05.12 00:30 | sell | 741 | 1.00 | 81.078 | 0.000 | 0.000 | ||
| 2348 | 2011.05.12 00:30 | modify | 741 | 1.00 | 81.078 | 82.278 | 80.878 | ||
| 2349 | 2011.05.12 01:50 | close | 741 | 1.00 | 81.046 | 82.278 | 80.878 | 3200.00 | 3634200.00 |
| 2350 | 2011.05.17 09:50 | sell | 742 | 1.00 | 81.468 | 0.000 | 0.000 | ||
| 2351 | 2011.05.17 09:50 | modify | 742 | 1.00 | 81.468 | 82.668 | 81.268 | ||
| 2352 | 2011.05.17 10:30 | close | 742 | 1.00 | 81.468 | 82.668 | 81.268 | 0.00 | 3634200.00 |
| 2353 | 2011.05.19 22:40 | buy | 743 | 1.00 | 81.526 | 0.000 | 0.000 | ||
| 2354 | 2011.05.19 22:40 | modify | 743 | 1.00 | 81.526 | 80.326 | 81.726 | ||
| 2355 | 2011.05.19 23:55 | close | 743 | 1.00 | 81.616 | 80.326 | 81.726 | 9000.00 | 3643200.00 |
| 2356 | 2011.05.23 09:25 | buy | 744 | 1.00 | 81.853 | 0.000 | 0.000 | ||
| 2357 | 2011.05.23 09:25 | modify | 744 | 1.00 | 81.853 | 80.653 | 82.053 | ||
| 2358 | 2011.05.23 10:20 | modify | 744 | 1.00 | 81.853 | 80.653 | 81.953 | ||
| 2359 | 2011.05.23 12:50 | close | 744 | 1.00 | 81.653 | 80.653 | 81.953 | -20000.00 | 3623200.00 |
| 2360 | 2011.05.27 06:20 | buy | 745 | 1.00 | 81.000 | 0.000 | 0.000 | ||
| 2361 | 2011.05.27 06:20 | modify | 745 | 1.00 | 81.000 | 79.800 | 81.200 | ||
| 2362 | 2011.05.27 07:20 | close | 745 | 1.00 | 81.100 | 79.800 | 81.200 | 10000.00 | 3633200.00 |
| 2363 | 2011.05.31 09:55 | sell | 746 | 1.00 | 81.528 | 0.000 | 0.000 | ||
| 2364 | 2011.05.31 09:55 | modify | 746 | 1.00 | 81.528 | 82.728 | 81.328 | ||
| 2365 | 2011.05.31 10:15 | close | 746 | 1.00 | 81.653 | 82.728 | 81.328 | -12500.00 | 3620700.00 |
| 2366 | 2011.05.31 23:30 | sell | 747 | 1.00 | 81.551 | 0.000 | 0.000 | ||
| 2367 | 2011.05.31 23:30 | modify | 747 | 1.00 | 81.551 | 82.751 | 81.351 | ||
| 2368 | 2011.06.01 01:10 | close | 747 | 1.00 | 81.472 | 82.751 | 81.351 | 7900.00 | 3628600.00 |
| 2369 | 2011.06.01 09:15 | sell | 748 | 1.00 | 81.368 | 0.000 | 0.000 | ||
| 2370 | 2011.06.01 09:15 | modify | 748 | 1.00 | 81.368 | 82.568 | 81.168 | ||
| 2371 | 2011.06.01 12:35 | close | 748 | 1.00 | 81.294 | 82.568 | 81.168 | 7400.00 | 3636000.00 |
| 2372 | 2011.06.13 09:05 | buy | 749 | 1.00 | 80.431 | 0.000 | 0.000 | ||
| 2373 | 2011.06.13 09:05 | modify | 749 | 1.00 | 80.431 | 79.231 | 80.631 | ||
| 2374 | 2011.06.13 15:15 | close | 749 | 1.00 | 80.377 | 79.231 | 80.631 | -5400.00 | 3630600.00 |
| 2375 | 2011.07.01 03:55 | sell | 750 | 1.00 | 80.823 | 0.000 | 0.000 | ||
| 2376 | 2011.07.01 03:55 | modify | 750 | 1.00 | 80.823 | 82.023 | 80.623 | ||
| 2377 | 2011.07.01 05:25 | close | 750 | 1.00 | 80.739 | 82.023 | 80.623 | 8400.00 | 3639000.00 |
| 2378 | 2011.07.01 09:15 | buy | 751 | 1.00 | 80.655 | 0.000 | 0.000 | ||
| 2379 | 2011.07.01 09:15 | modify | 751 | 1.00 | 80.655 | 79.455 | 80.855 | ||
| 2380 | 2011.07.01 10:35 | close | 751 | 1.00 | 80.703 | 79.455 | 80.855 | 4800.00 | 3643800.00 |
| 2381 | 2011.07.05 21:15 | buy | 752 | 1.00 | 81.072 | 0.000 | 0.000 | ||
| 2382 | 2011.07.05 21:15 | modify | 752 | 1.00 | 81.072 | 79.872 | 81.272 | ||
| 2383 | 2011.07.05 23:25 | close | 752 | 1.00 | 81.119 | 79.872 | 81.272 | 4700.00 | 3648500.00 |
| 2384 | 2011.07.06 08:35 | sell | 753 | 1.00 | 80.921 | 0.000 | 0.000 | ||
| 2385 | 2011.07.06 08:35 | modify | 753 | 1.00 | 80.921 | 82.121 | 80.721 | ||
| 2386 | 2011.07.06 09:35 | close | 753 | 1.00 | 80.856 | 82.121 | 80.721 | 6500.00 | 3655000.00 |
| 2387 | 2011.07.11 03:50 | sell | 754 | 1.00 | 80.734 | 0.000 | 0.000 | ||
| 2388 | 2011.07.11 03:50 | modify | 754 | 1.00 | 80.734 | 81.934 | 80.534 | ||
| 2389 | 2011.07.11 10:40 | close | 754 | 1.00 | 80.769 | 81.934 | 80.534 | -3500.00 | 3651500.00 |
| 2390 | 2011.07.27 02:40 | sell | 755 | 1.00 | 77.982 | 0.000 | 0.000 | ||
| 2391 | 2011.07.27 02:40 | modify | 755 | 1.00 | 77.982 | 79.182 | 77.782 | ||
| 2392 | 2011.07.27 03:55 | close | 755 | 1.00 | 77.899 | 79.182 | 77.782 | 8300.00 | 3659800.00 |
| 2393 | 2011.08.01 20:15 | sell | 756 | 1.00 | 77.128 | 0.000 | 0.000 | ||
| 2394 | 2011.08.01 20:15 | modify | 756 | 1.00 | 77.128 | 78.328 | 76.928 | ||
| 2395 | 2011.08.01 22:05 | close | 756 | 1.00 | 77.087 | 78.328 | 76.928 | 4100.00 | 3663900.00 |
| 2396 | 2011.08.02 22:05 | sell | 757 | 1.00 | 77.242 | 0.000 | 0.000 | ||
| 2397 | 2011.08.02 22:05 | modify | 757 | 1.00 | 77.242 | 78.442 | 77.042 | ||
| 2398 | 2011.08.02 22:30 | close | 757 | 1.00 | 77.118 | 78.442 | 77.042 | 12400.00 | 3676300.00 |
| 2399 | 2011.08.04 07:35 | sell | 758 | 1.00 | 79.179 | 0.000 | 0.000 | ||
| 2400 | 2011.08.04 07:35 | modify | 758 | 1.00 | 79.179 | 80.379 | 78.979 | ||