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 |
| 2401 | 2011.08.04 07:40 | close | 758 | 1.00 | 79.205 | 80.379 | 78.979 | -2600.00 | 3673700.00 |
| 2402 | 2011.08.05 07:45 | sell | 759 | 1.00 | 79.045 | 0.000 | 0.000 | ||
| 2403 | 2011.08.05 07:45 | modify | 759 | 1.00 | 79.045 | 80.245 | 78.845 | ||
| 2404 | 2011.08.05 07:46 | t/p | 759 | 1.00 | 78.842 | 80.245 | 78.845 | 20300.00 | 3694000.00 |
| 2405 | 2011.08.09 05:15 | buy | 760 | 1.00 | 77.167 | 0.000 | 0.000 | ||
| 2406 | 2011.08.09 05:15 | modify | 760 | 1.00 | 77.167 | 75.967 | 77.367 | ||
| 2407 | 2011.08.09 05:49 | t/p | 760 | 1.00 | 77.381 | 75.967 | 77.367 | 21400.00 | 3715400.00 |
| 2408 | 2011.08.10 20:10 | sell | 761 | 1.00 | 76.644 | 0.000 | 0.000 | ||
| 2409 | 2011.08.10 20:10 | modify | 761 | 1.00 | 76.644 | 77.844 | 76.444 | ||
| 2410 | 2011.08.11 00:45 | close | 761 | 1.00 | 76.821 | 77.844 | 76.444 | -17700.00 | 3697700.00 |
| 2411 | 2011.08.17 23:55 | sell | 762 | 1.00 | 76.547 | 0.000 | 0.000 | ||
| 2412 | 2011.08.17 23:55 | modify | 762 | 1.00 | 76.547 | 77.747 | 76.347 | ||
| 2413 | 2011.08.18 02:00 | close | 762 | 1.00 | 76.567 | 77.747 | 76.347 | -2000.00 | 3695700.00 |
| 2414 | 2011.08.22 04:00 | buy | 763 | 1.00 | 76.651 | 0.000 | 0.000 | ||
| 2415 | 2011.08.22 04:00 | modify | 763 | 1.00 | 76.651 | 75.451 | 76.851 | ||
| 2416 | 2011.08.22 05:02 | t/p | 763 | 1.00 | 76.854 | 75.451 | 76.851 | 20300.00 | 3716000.00 |
| 2417 | 2011.08.25 20:05 | sell | 764 | 1.00 | 77.451 | 0.000 | 0.000 | ||
| 2418 | 2011.08.25 20:05 | modify | 764 | 1.00 | 77.451 | 78.651 | 77.251 | ||
| 2419 | 2011.08.25 21:00 | close | 764 | 1.00 | 77.660 | 78.651 | 77.251 | -20900.00 | 3695100.00 |
| 2420 | 2011.08.29 22:35 | buy | 765 | 1.00 | 76.835 | 0.000 | 0.000 | ||
| 2421 | 2011.08.29 22:35 | modify | 765 | 1.00 | 76.835 | 75.635 | 77.035 | ||
| 2422 | 2011.08.30 01:35 | close | 765 | 1.00 | 76.904 | 75.635 | 77.035 | 6900.00 | 3702000.00 |
| 2423 | 2011.09.01 07:15 | buy | 766 | 1.00 | 76.836 | 0.000 | 0.000 | ||
| 2424 | 2011.09.01 07:15 | modify | 766 | 1.00 | 76.836 | 75.636 | 77.036 | ||
| 2425 | 2011.09.01 10:05 | close | 766 | 1.00 | 76.910 | 75.636 | 77.036 | 7400.00 | 3709400.00 |
| 2426 | 2011.09.01 23:20 | sell | 767 | 1.00 | 76.875 | 0.000 | 0.000 | ||
| 2427 | 2011.09.01 23:20 | modify | 767 | 1.00 | 76.875 | 78.075 | 76.675 | ||
| 2428 | 2011.09.02 04:25 | close | 767 | 1.00 | 76.873 | 78.075 | 76.675 | 200.00 | 3709600.00 |
| 2429 | 2011.09.06 20:10 | sell | 768 | 1.00 | 77.576 | 0.000 | 0.000 | ||
| 2430 | 2011.09.06 20:10 | modify | 768 | 1.00 | 77.576 | 78.776 | 77.376 | ||
| 2431 | 2011.09.07 00:30 | close | 768 | 1.00 | 77.633 | 78.776 | 77.376 | -5700.00 | 3703900.00 |
| 2432 | 2011.09.08 00:55 | buy | 769 | 1.00 | 77.234 | 0.000 | 0.000 | ||
| 2433 | 2011.09.08 00:55 | modify | 769 | 1.00 | 77.234 | 76.034 | 77.434 | ||
| 2434 | 2011.09.08 01:20 | close | 769 | 1.00 | 77.274 | 76.034 | 77.434 | 4000.00 | 3707900.00 |
| 2435 | 2011.09.08 03:10 | sell | 770 | 1.00 | 77.386 | 0.000 | 0.000 | ||
| 2436 | 2011.09.08 03:10 | modify | 770 | 1.00 | 77.386 | 78.586 | 77.186 | ||
| 2437 | 2011.09.08 04:00 | close | 770 | 1.00 | 77.336 | 78.586 | 77.186 | 5000.00 | 3712900.00 |
| 2438 | 2011.09.13 05:30 | buy | 771 | 1.00 | 77.012 | 0.000 | 0.000 | ||
| 2439 | 2011.09.13 05:30 | modify | 771 | 1.00 | 77.012 | 75.812 | 77.212 | ||
| 2440 | 2011.09.13 08:10 | close | 771 | 1.00 | 77.061 | 75.812 | 77.212 | 4900.00 | 3717800.00 |
| 2441 | 2011.09.14 00:00 | sell | 772 | 1.00 | 76.939 | 0.000 | 0.000 | ||
| 2442 | 2011.09.14 00:00 | modify | 772 | 1.00 | 76.939 | 78.139 | 76.739 | ||
| 2443 | 2011.09.14 03:25 | close | 772 | 1.00 | 76.919 | 78.139 | 76.739 | 2000.00 | 3719800.00 |
| 2444 | 2011.09.19 23:10 | sell | 773 | 1.00 | 76.567 | 0.000 | 0.000 | ||
| 2445 | 2011.09.19 23:10 | modify | 773 | 1.00 | 76.567 | 77.767 | 76.367 | ||
| 2446 | 2011.09.20 04:05 | close | 773 | 1.00 | 76.622 | 77.767 | 76.367 | -5500.00 | 3714300.00 |
| 2447 | 2011.09.22 09:55 | buy | 774 | 1.00 | 76.654 | 0.000 | 0.000 | ||
| 2448 | 2011.09.22 09:55 | modify | 774 | 1.00 | 76.654 | 75.454 | 76.854 | ||
| 2449 | 2011.09.22 12:15 | modify | 774 | 1.00 | 76.654 | 75.454 | 76.754 | ||
| 2450 | 2011.09.22 17:05 | close | 774 | 1.00 | 76.234 | 75.454 | 76.754 | -42000.00 | 3672300.00 |
| 2451 | 2011.09.28 03:10 | buy | 775 | 1.00 | 76.662 | 0.000 | 0.000 | ||
| 2452 | 2011.09.28 03:10 | modify | 775 | 1.00 | 76.662 | 75.462 | 76.862 | ||
| 2453 | 2011.09.28 07:00 | close | 775 | 1.00 | 76.579 | 75.462 | 76.862 | -8300.00 | 3664000.00 |
| 2454 | 2011.10.04 23:30 | buy | 776 | 1.00 | 76.834 | 0.000 | 0.000 | ||
| 2455 | 2011.10.04 23:30 | modify | 776 | 1.00 | 76.834 | 75.634 | 77.034 | ||
| 2456 | 2011.10.05 02:20 | close | 776 | 1.00 | 76.842 | 75.634 | 77.034 | 800.00 | 3664800.00 |
| 2457 | 2011.10.13 02:30 | buy | 777 | 1.00 | 77.143 | 0.000 | 0.000 | ||
| 2458 | 2011.10.13 02:30 | modify | 777 | 1.00 | 77.143 | 75.943 | 77.343 | ||
| 2459 | 2011.10.13 08:05 | close | 777 | 1.00 | 77.108 | 75.943 | 77.343 | -3500.00 | 3661300.00 |
| 2460 | 2011.10.17 07:00 | buy | 778 | 1.00 | 77.181 | 0.000 | 0.000 | ||
| 2461 | 2011.10.17 07:00 | modify | 778 | 1.00 | 77.181 | 75.981 | 77.381 | ||
| 2462 | 2011.10.17 10:00 | close | 778 | 1.00 | 77.210 | 75.981 | 77.381 | 2900.00 | 3664200.00 |
| 2463 | 2011.10.21 20:15 | sell | 779 | 1.00 | 76.240 | 0.000 | 0.000 | ||
| 2464 | 2011.10.21 20:15 | modify | 779 | 1.00 | 76.240 | 77.440 | 76.040 | ||
| 2465 | 2011.10.21 21:15 | close | 779 | 1.00 | 76.154 | 77.440 | 76.040 | 8600.00 | 3672800.00 |
| 2466 | 2011.10.27 20:20 | sell | 780 | 1.00 | 75.894 | 0.000 | 0.000 | ||
| 2467 | 2011.10.27 20:20 | modify | 780 | 1.00 | 75.894 | 77.094 | 75.694 | ||
| 2468 | 2011.10.27 21:00 | close | 780 | 1.00 | 75.917 | 77.094 | 75.694 | -2300.00 | 3670500.00 |
| 2469 | 2011.11.02 03:10 | buy | 781 | 1.00 | 78.282 | 0.000 | 0.000 | ||
| 2470 | 2011.11.02 03:10 | modify | 781 | 1.00 | 78.282 | 77.082 | 78.482 | ||
| 2471 | 2011.11.02 10:25 | close | 781 | 1.00 | 78.126 | 77.082 | 78.482 | -15600.00 | 3654900.00 |
| 2472 | 2011.11.09 05:05 | buy | 782 | 1.00 | 77.558 | 0.000 | 0.000 | ||
| 2473 | 2011.11.09 05:05 | modify | 782 | 1.00 | 77.558 | 76.358 | 77.758 | ||
| 2474 | 2011.11.09 08:35 | close | 782 | 1.00 | 77.583 | 76.358 | 77.758 | 2500.00 | 3657400.00 |
| 2475 | 2011.11.14 03:00 | sell | 783 | 1.00 | 77.236 | 0.000 | 0.000 | ||
| 2476 | 2011.11.14 03:00 | modify | 783 | 1.00 | 77.236 | 78.436 | 77.036 | ||
| 2477 | 2011.11.14 04:10 | close | 783 | 1.00 | 77.165 | 78.436 | 77.036 | 7100.00 | 3664500.00 |
| 2478 | 2011.11.29 06:15 | buy | 784 | 1.00 | 78.075 | 0.000 | 0.000 | ||
| 2479 | 2011.11.29 06:15 | modify | 784 | 1.00 | 78.075 | 76.875 | 78.275 | ||
| 2480 | 2011.11.29 12:35 | modify | 784 | 1.00 | 78.075 | 76.875 | 78.175 | ||
| 2481 | 2011.11.29 13:25 | close | 784 | 1.00 | 77.700 | 76.875 | 78.175 | -37500.00 | 3627000.00 |
| 2482 | 2011.12.01 02:40 | sell | 785 | 1.00 | 77.681 | 0.000 | 0.000 | ||
| 2483 | 2011.12.01 02:40 | modify | 785 | 1.00 | 77.681 | 78.881 | 77.481 | ||
| 2484 | 2011.12.01 03:00 | close | 785 | 1.00 | 77.583 | 78.881 | 77.481 | 9800.00 | 3636800.00 |
| 2485 | 2011.12.13 05:40 | buy | 786 | 1.00 | 77.866 | 0.000 | 0.000 | ||
| 2486 | 2011.12.13 05:40 | modify | 786 | 1.00 | 77.866 | 76.666 | 78.066 | ||
| 2487 | 2011.12.13 08:30 | close | 786 | 1.00 | 77.899 | 76.666 | 78.066 | 3300.00 | 3640100.00 |
| 2488 | 2012.01.02 01:00 | sell | 787 | 1.00 | 77.109 | 0.000 | 0.000 | ||
| 2489 | 2012.01.02 01:00 | modify | 787 | 1.00 | 77.109 | 78.309 | 76.909 | ||
| 2490 | 2012.01.02 04:55 | close | 787 | 1.00 | 77.013 | 78.309 | 76.909 | 9600.00 | 3649700.00 |
| 2491 | 2012.01.31 08:35 | sell | 788 | 1.00 | 76.298 | 0.000 | 0.000 | ||
| 2492 | 2012.01.31 08:35 | modify | 788 | 1.00 | 76.298 | 77.498 | 76.098 | ||
| 2493 | 2012.01.31 15:45 | close | 788 | 1.00 | 76.317 | 77.498 | 76.098 | -1900.00 | 3647800.00 |
| 2494 | 2012.02.06 02:30 | buy | 789 | 1.00 | 76.517 | 0.000 | 0.000 | ||
| 2495 | 2012.02.06 02:30 | modify | 789 | 1.00 | 76.517 | 75.317 | 76.717 | ||
| 2496 | 2012.02.06 04:20 | close | 789 | 1.00 | 76.578 | 75.317 | 76.717 | 6100.00 | 3653900.00 |
| 2497 | 2012.02.08 07:55 | sell | 790 | 1.00 | 77.092 | 0.000 | 0.000 | ||
| 2498 | 2012.02.08 07:55 | modify | 790 | 1.00 | 77.092 | 78.292 | 76.892 | ||
| 2499 | 2012.02.08 09:00 | close | 790 | 1.00 | 77.001 | 78.292 | 76.892 | 9100.00 | 3663000.00 |
| 2500 | 2012.02.10 03:10 | buy | 791 | 1.00 | 77.602 | 0.000 | 0.000 | ||
| 2501 | 2012.02.10 03:10 | modify | 791 | 1.00 | 77.602 | 76.402 | 77.802 | ||
| 2502 | 2012.02.10 06:55 | close | 791 | 1.00 | 77.646 | 76.402 | 77.802 | 4400.00 | 3667400.00 |
| 2503 | 2012.02.17 01:45 | buy | 792 | 1.00 | 78.823 | 0.000 | 0.000 | ||
| 2504 | 2012.02.17 01:45 | modify | 792 | 1.00 | 78.823 | 77.623 | 79.023 | ||
| 2505 | 2012.02.17 02:30 | close | 792 | 1.00 | 78.929 | 77.623 | 79.023 | 10600.00 | 3678000.00 |
| 2506 | 2012.02.20 04:30 | buy | 793 | 1.00 | 79.468 | 0.000 | 0.000 | ||
| 2507 | 2012.02.20 04:30 | modify | 793 | 1.00 | 79.468 | 78.268 | 79.668 | ||
| 2508 | 2012.02.20 05:30 | close | 793 | 1.00 | 79.584 | 78.268 | 79.668 | 11600.00 | 3689600.00 |
| 2509 | 2012.02.22 22:00 | buy | 794 | 1.00 | 80.225 | 0.000 | 0.000 | ||
| 2510 | 2012.02.22 22:00 | modify | 794 | 1.00 | 80.225 | 79.025 | 80.425 | ||
| 2511 | 2012.02.22 23:05 | close | 794 | 1.00 | 80.310 | 79.025 | 80.425 | 8500.00 | 3698100.00 |
| 2512 | 2012.02.23 08:30 | sell | 795 | 1.00 | 80.251 | 0.000 | 0.000 | ||
| 2513 | 2012.02.23 08:30 | modify | 795 | 1.00 | 80.251 | 81.451 | 80.051 | ||
| 2514 | 2012.02.23 09:00 | close | 795 | 1.00 | 80.159 | 81.451 | 80.051 | 9200.00 | 3707300.00 |
| 2515 | 2012.02.27 04:30 | buy | 796 | 1.00 | 81.019 | 0.000 | 0.000 | ||
| 2516 | 2012.02.27 04:30 | modify | 796 | 1.00 | 81.019 | 79.819 | 81.219 | ||
| 2517 | 2012.02.27 04:45 | close | 796 | 1.00 | 81.148 | 79.819 | 81.219 | 12900.00 | 3720200.00 |
| 2518 | 2012.02.27 08:35 | buy | 797 | 1.00 | 81.067 | 0.000 | 0.000 | ||
| 2519 | 2012.02.27 08:35 | modify | 797 | 1.00 | 81.067 | 79.867 | 81.267 | ||
| 2520 | 2012.02.27 09:55 | close | 797 | 1.00 | 81.123 | 79.867 | 81.267 | 5600.00 | 3725800.00 |
| 2521 | 2012.02.28 02:35 | buy | 798 | 1.00 | 80.436 | 0.000 | 0.000 | ||
| 2522 | 2012.02.28 02:35 | modify | 798 | 1.00 | 80.436 | 79.236 | 80.636 | ||
| 2523 | 2012.02.28 06:50 | close | 798 | 1.00 | 80.279 | 79.236 | 80.636 | -15700.00 | 3710100.00 |
| 2524 | 2012.02.28 07:05 | sell | 799 | 1.00 | 80.384 | 0.000 | 0.000 | ||
| 2525 | 2012.02.28 07:05 | modify | 799 | 1.00 | 80.384 | 81.584 | 80.184 | ||
| 2526 | 2012.02.28 12:30 | close | 799 | 1.00 | 80.540 | 81.584 | 80.184 | -15600.00 | 3694500.00 |
| 2527 | 2012.03.01 06:20 | buy | 800 | 1.00 | 80.979 | 0.000 | 0.000 | ||
| 2528 | 2012.03.01 06:20 | modify | 800 | 1.00 | 80.979 | 79.779 | 81.179 | ||
| 2529 | 2012.03.01 08:10 | close | 800 | 1.00 | 81.064 | 79.779 | 81.179 | 8500.00 | 3703000.00 |
| 2530 | 2012.03.05 08:50 | buy | 801 | 1.00 | 81.205 | 0.000 | 0.000 | ||
| 2531 | 2012.03.05 08:50 | modify | 801 | 1.00 | 81.205 | 80.005 | 81.405 | ||
| 2532 | 2012.03.05 09:05 | close | 801 | 1.00 | 81.288 | 80.005 | 81.405 | 8300.00 | 3711300.00 |
| 2533 | 2012.03.12 03:45 | buy | 802 | 1.00 | 82.248 | 0.000 | 0.000 | ||
| 2534 | 2012.03.12 03:45 | modify | 802 | 1.00 | 82.248 | 81.048 | 82.448 | ||
| 2535 | 2012.03.12 06:55 | close | 802 | 1.00 | 82.279 | 81.048 | 82.448 | 3100.00 | 3714400.00 |
| 2536 | 2012.03.23 05:20 | sell | 803 | 1.00 | 82.836 | 0.000 | 0.000 | ||
| 2537 | 2012.03.23 05:20 | modify | 803 | 1.00 | 82.836 | 84.036 | 82.636 | ||
| 2538 | 2012.03.23 06:45 | close | 803 | 1.00 | 82.771 | 84.036 | 82.636 | 6500.00 | 3720900.00 |
| 2539 | 2012.03.23 20:20 | sell | 804 | 1.00 | 82.536 | 0.000 | 0.000 | ||
| 2540 | 2012.03.23 20:20 | modify | 804 | 1.00 | 82.536 | 83.736 | 82.336 | ||
| 2541 | 2012.03.23 21:00 | close | 804 | 1.00 | 82.451 | 83.736 | 82.336 | 8500.00 | 3729400.00 |
| 2542 | 2012.03.26 09:00 | buy | 805 | 1.00 | 82.615 | 0.000 | 0.000 | ||
| 2543 | 2012.03.26 09:00 | modify | 805 | 1.00 | 82.615 | 81.415 | 82.815 | ||
| 2544 | 2012.03.26 10:10 | close | 805 | 1.00 | 82.716 | 81.415 | 82.815 | 10100.00 | 3739500.00 |
| 2545 | 2012.03.28 03:00 | buy | 806 | 1.00 | 83.080 | 0.000 | 0.000 | ||
| 2546 | 2012.03.28 03:00 | modify | 806 | 1.00 | 83.080 | 81.880 | 83.280 | ||
| 2547 | 2012.03.28 10:10 | close | 806 | 1.00 | 82.763 | 81.880 | 83.280 | -31700.00 | 3707800.00 |
| 2548 | 2012.03.29 04:55 | buy | 807 | 1.00 | 82.661 | 0.000 | 0.000 | ||
| 2549 | 2012.03.29 04:55 | modify | 807 | 1.00 | 82.661 | 81.461 | 82.861 | ||
| 2550 | 2012.03.29 07:35 | close | 807 | 1.00 | 82.712 | 81.461 | 82.861 | 5100.00 | 3712900.00 |