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 |
| 2551 | 2012.04.03 08:25 | sell | 808 | 1.00 | 82.054 | 0.000 | 0.000 | ||
| 2552 | 2012.04.03 08:25 | modify | 808 | 1.00 | 82.054 | 83.254 | 81.854 | ||
| 2553 | 2012.04.03 09:05 | close | 808 | 1.00 | 81.941 | 83.254 | 81.854 | 11300.00 | 3724200.00 |
| 2554 | 2012.04.10 00:00 | buy | 809 | 1.00 | 81.503 | 0.000 | 0.000 | ||
| 2555 | 2012.04.10 00:00 | modify | 809 | 1.00 | 81.503 | 80.303 | 81.703 | ||
| 2556 | 2012.04.10 01:25 | close | 809 | 1.00 | 81.588 | 80.303 | 81.703 | 8500.00 | 3732700.00 |
| 2557 | 2012.04.10 06:15 | buy | 810 | 1.00 | 81.578 | 0.000 | 0.000 | ||
| 2558 | 2012.04.10 06:15 | modify | 810 | 1.00 | 81.578 | 80.378 | 81.778 | ||
| 2559 | 2012.04.10 10:35 | modify | 810 | 1.00 | 81.578 | 80.378 | 81.678 | ||
| 2560 | 2012.04.10 13:25 | close | 810 | 1.00 | 81.180 | 80.378 | 81.678 | -39800.00 | 3692900.00 |
| 2561 | 2012.04.11 02:35 | sell | 811 | 1.00 | 80.831 | 0.000 | 0.000 | ||
| 2562 | 2012.04.11 02:35 | modify | 811 | 1.00 | 80.831 | 82.031 | 80.631 | ||
| 2563 | 2012.04.11 02:55 | close | 811 | 1.00 | 80.744 | 82.031 | 80.631 | 8700.00 | 3701600.00 |
| 2564 | 2012.04.17 03:55 | sell | 812 | 1.00 | 80.538 | 0.000 | 0.000 | ||
| 2565 | 2012.04.17 03:55 | modify | 812 | 1.00 | 80.538 | 81.738 | 80.338 | ||
| 2566 | 2012.04.17 04:35 | close | 812 | 1.00 | 80.454 | 81.738 | 80.338 | 8400.00 | 3710000.00 |
| 2567 | 2012.04.18 03:20 | sell | 813 | 1.00 | 81.096 | 0.000 | 0.000 | ||
| 2568 | 2012.04.18 03:20 | modify | 813 | 1.00 | 81.096 | 82.296 | 80.896 | ||
| 2569 | 2012.04.18 08:55 | close | 813 | 1.00 | 81.345 | 82.296 | 80.896 | -24900.00 | 3685100.00 |
| 2570 | 2012.04.18 09:40 | buy | 814 | 1.00 | 81.270 | 0.000 | 0.000 | ||
| 2571 | 2012.04.18 09:40 | modify | 814 | 1.00 | 81.270 | 80.070 | 81.470 | ||
| 2572 | 2012.04.18 11:30 | close | 814 | 1.00 | 81.364 | 80.070 | 81.470 | 9400.00 | 3694500.00 |
| 2573 | 2012.04.19 07:15 | buy | 815 | 1.00 | 81.392 | 0.000 | 0.000 | ||
| 2574 | 2012.04.19 07:15 | modify | 815 | 1.00 | 81.392 | 80.192 | 81.592 | ||
| 2575 | 2012.04.19 08:45 | close | 815 | 1.00 | 81.466 | 80.192 | 81.592 | 7400.00 | 3701900.00 |
| 2576 | 2012.04.23 23:05 | sell | 816 | 1.00 | 81.175 | 0.000 | 0.000 | ||
| 2577 | 2012.04.23 23:05 | modify | 816 | 1.00 | 81.175 | 82.375 | 80.975 | ||
| 2578 | 2012.04.24 01:45 | close | 816 | 1.00 | 81.155 | 82.375 | 80.975 | 2000.00 | 3703900.00 |
| 2579 | 2012.04.25 08:40 | buy | 817 | 1.00 | 81.366 | 0.000 | 0.000 | ||
| 2580 | 2012.04.25 08:40 | modify | 817 | 1.00 | 81.366 | 80.166 | 81.566 | ||
| 2581 | 2012.04.25 14:05 | close | 817 | 1.00 | 81.269 | 80.166 | 81.566 | -9700.00 | 3694200.00 |
| 2582 | 2012.04.27 09:30 | buy | 818 | 1.00 | 80.715 | 0.000 | 0.000 | ||
| 2583 | 2012.04.27 09:30 | modify | 818 | 1.00 | 80.715 | 79.515 | 80.915 | ||
| 2584 | 2012.04.27 10:00 | close | 818 | 1.00 | 80.853 | 79.515 | 80.915 | 13800.00 | 3708000.00 |
| 2585 | 2012.05.01 03:00 | sell | 819 | 1.00 | 79.930 | 0.000 | 0.000 | ||
| 2586 | 2012.05.01 03:00 | modify | 819 | 1.00 | 79.930 | 81.130 | 79.730 | ||
| 2587 | 2012.05.01 04:45 | close | 819 | 1.00 | 79.846 | 81.130 | 79.730 | 8400.00 | 3716400.00 |
| 2588 | 2012.05.01 22:55 | buy | 820 | 1.00 | 80.159 | 0.000 | 0.000 | ||
| 2589 | 2012.05.01 22:55 | modify | 820 | 1.00 | 80.159 | 78.959 | 80.359 | ||
| 2590 | 2012.05.02 01:15 | close | 820 | 1.00 | 80.129 | 78.959 | 80.359 | -3000.00 | 3713400.00 |
| 2591 | 2012.05.16 04:55 | sell | 821 | 1.00 | 80.437 | 0.000 | 0.000 | ||
| 2592 | 2012.05.16 04:55 | modify | 821 | 1.00 | 80.437 | 81.637 | 80.237 | ||
| 2593 | 2012.05.16 11:15 | close | 821 | 1.00 | 80.345 | 81.637 | 80.237 | 9200.00 | 3722600.00 |
| 2594 | 2012.05.23 22:10 | sell | 822 | 1.00 | 79.466 | 0.000 | 0.000 | ||
| 2595 | 2012.05.23 22:10 | modify | 822 | 1.00 | 79.466 | 80.666 | 79.266 | ||
| 2596 | 2012.05.24 00:25 | close | 822 | 1.00 | 79.453 | 80.666 | 79.266 | 1300.00 | 3723900.00 |
| 2597 | 2012.05.31 05:15 | buy | 823 | 1.00 | 78.773 | 0.000 | 0.000 | ||
| 2598 | 2012.05.31 05:15 | modify | 823 | 1.00 | 78.773 | 77.573 | 78.973 | ||
| 2599 | 2012.05.31 09:05 | close | 823 | 1.00 | 78.824 | 77.573 | 78.973 | 5100.00 | 3729000.00 |
| 2600 | 2012.05.31 09:10 | sell | 824 | 1.00 | 78.832 | 0.000 | 0.000 | ||
| 2601 | 2012.05.31 09:10 | modify | 824 | 1.00 | 78.832 | 80.032 | 78.632 | ||
| 2602 | 2012.05.31 13:10 | close | 824 | 1.00 | 78.815 | 80.032 | 78.632 | 1700.00 | 3730700.00 |
| 2603 | 2012.06.01 02:40 | sell | 825 | 1.00 | 78.457 | 0.000 | 0.000 | ||
| 2604 | 2012.06.01 02:40 | modify | 825 | 1.00 | 78.457 | 79.657 | 78.257 | ||
| 2605 | 2012.06.01 05:10 | close | 825 | 1.00 | 78.477 | 79.657 | 78.257 | -2000.00 | 3728700.00 |
| 2606 | 2012.06.05 21:15 | sell | 826 | 1.00 | 78.754 | 0.000 | 0.000 | ||
| 2607 | 2012.06.05 21:15 | modify | 826 | 1.00 | 78.754 | 79.954 | 78.554 | ||
| 2608 | 2012.06.06 03:05 | close | 826 | 1.00 | 78.696 | 79.954 | 78.554 | 5800.00 | 3734500.00 |
| 2609 | 2012.06.06 03:10 | buy | 827 | 1.00 | 78.667 | 0.000 | 0.000 | ||
| 2610 | 2012.06.06 03:10 | modify | 827 | 1.00 | 78.667 | 77.467 | 78.867 | ||
| 2611 | 2012.06.06 05:20 | close | 827 | 1.00 | 78.788 | 77.467 | 78.867 | 12100.00 | 3746600.00 |
| 2612 | 2012.06.08 08:45 | buy | 828 | 1.00 | 79.221 | 0.000 | 0.000 | ||
| 2613 | 2012.06.08 08:45 | modify | 828 | 1.00 | 79.221 | 78.021 | 79.421 | ||
| 2614 | 2012.06.08 09:55 | close | 828 | 1.00 | 79.311 | 78.021 | 79.421 | 9000.00 | 3755600.00 |
| 2615 | 2012.06.13 23:50 | sell | 829 | 1.00 | 79.452 | 0.000 | 0.000 | ||
| 2616 | 2012.06.13 23:50 | modify | 829 | 1.00 | 79.452 | 80.652 | 79.252 | ||
| 2617 | 2012.06.14 02:45 | close | 829 | 1.00 | 79.408 | 80.652 | 79.252 | 4400.00 | 3760000.00 |
| 2618 | 2012.06.18 06:50 | buy | 830 | 1.00 | 79.147 | 0.000 | 0.000 | ||
| 2619 | 2012.06.18 06:50 | modify | 830 | 1.00 | 79.147 | 77.947 | 79.347 | ||
| 2620 | 2012.06.18 08:05 | close | 830 | 1.00 | 79.211 | 77.947 | 79.347 | 6400.00 | 3766400.00 |
| 2621 | 2012.06.22 02:30 | buy | 831 | 1.00 | 80.166 | 0.000 | 0.000 | ||
| 2622 | 2012.06.22 02:30 | modify | 831 | 1.00 | 80.166 | 78.966 | 80.366 | ||
| 2623 | 2012.06.22 04:50 | close | 831 | 1.00 | 80.192 | 78.966 | 80.366 | 2600.00 | 3769000.00 |
| 2624 | 2012.06.25 21:15 | sell | 832 | 1.00 | 79.657 | 0.000 | 0.000 | ||
| 2625 | 2012.06.25 21:15 | modify | 832 | 1.00 | 79.657 | 80.857 | 79.457 | ||
| 2626 | 2012.06.25 23:05 | close | 832 | 1.00 | 79.634 | 80.857 | 79.457 | 2300.00 | 3771300.00 |
| 2627 | 2012.06.26 03:20 | sell | 833 | 1.00 | 79.750 | 0.000 | 0.000 | ||
| 2628 | 2012.06.26 03:20 | modify | 833 | 1.00 | 79.750 | 80.950 | 79.550 | ||
| 2629 | 2012.06.26 06:10 | close | 833 | 1.00 | 79.683 | 80.950 | 79.550 | 6700.00 | 3778000.00 |
| 2630 | 2012.06.28 06:00 | buy | 834 | 1.00 | 79.404 | 0.000 | 0.000 | ||
| 2631 | 2012.06.28 06:00 | modify | 834 | 1.00 | 79.404 | 78.204 | 79.604 | ||
| 2632 | 2012.06.28 07:35 | close | 834 | 1.00 | 79.466 | 78.204 | 79.604 | 6200.00 | 3784200.00 |
| 2633 | 2012.07.03 05:55 | sell | 835 | 1.00 | 79.668 | 0.000 | 0.000 | ||
| 2634 | 2012.07.03 05:55 | modify | 835 | 1.00 | 79.668 | 80.868 | 79.468 | ||
| 2635 | 2012.07.03 13:05 | close | 835 | 1.00 | 79.836 | 80.868 | 79.468 | -16800.00 | 3767400.00 |
| 2636 | 2012.07.06 20:55 | sell | 836 | 1.00 | 79.710 | 0.000 | 0.000 | ||
| 2637 | 2012.07.06 20:55 | modify | 836 | 1.00 | 79.710 | 80.910 | 79.510 | ||
| 2638 | 2012.07.06 22:05 | close | 836 | 1.00 | 79.632 | 80.910 | 79.510 | 7800.00 | 3775200.00 |
| 2639 | 2012.07.09 05:50 | sell | 837 | 1.00 | 79.649 | 0.000 | 0.000 | ||
| 2640 | 2012.07.09 05:50 | modify | 837 | 1.00 | 79.649 | 80.849 | 79.449 | ||
| 2641 | 2012.07.09 10:25 | close | 837 | 1.00 | 79.621 | 80.849 | 79.449 | 2800.00 | 3778000.00 |
| 2642 | 2012.07.12 03:05 | buy | 838 | 1.00 | 79.590 | 0.000 | 0.000 | ||
| 2643 | 2012.07.12 03:05 | modify | 838 | 1.00 | 79.590 | 78.390 | 79.790 | ||
| 2644 | 2012.07.12 06:51 | t/p | 838 | 1.00 | 79.800 | 78.390 | 79.790 | 21000.00 | 3799000.00 |
| 2645 | 2012.07.19 05:50 | buy | 839 | 1.00 | 78.572 | 0.000 | 0.000 | ||
| 2646 | 2012.07.19 05:50 | modify | 839 | 1.00 | 78.572 | 77.372 | 78.772 | ||
| 2647 | 2012.07.19 07:10 | close | 839 | 1.00 | 78.611 | 77.372 | 78.772 | 3900.00 | 3802900.00 |
| 2648 | 2012.07.20 03:10 | sell | 840 | 1.00 | 78.759 | 0.000 | 0.000 | ||
| 2649 | 2012.07.20 03:10 | modify | 840 | 1.00 | 78.759 | 79.959 | 78.559 | ||
| 2650 | 2012.07.20 04:00 | close | 840 | 1.00 | 78.697 | 79.959 | 78.559 | 6200.00 | 3809100.00 |
| 2651 | 2012.07.20 06:05 | buy | 841 | 1.00 | 78.590 | 0.000 | 0.000 | ||
| 2652 | 2012.07.20 06:05 | modify | 841 | 1.00 | 78.590 | 77.390 | 78.790 | ||
| 2653 | 2012.07.20 13:15 | close | 841 | 1.00 | 78.592 | 77.390 | 78.790 | 200.00 | 3809300.00 |
| 2654 | 2012.07.27 22:55 | buy | 842 | 1.00 | 78.478 | 0.000 | 0.000 | ||
| 2655 | 2012.07.27 22:55 | modify | 842 | 1.00 | 78.478 | 77.278 | 78.678 | ||
| 2656 | 2012.07.27 23:00 | close | 842 | 1.00 | 78.494 | 77.278 | 78.678 | 1600.00 | 3810900.00 |
| 2657 | 2012.08.03 06:20 | sell | 843 | 1.00 | 78.196 | 0.000 | 0.000 | ||
| 2658 | 2012.08.03 06:20 | modify | 843 | 1.00 | 78.196 | 79.396 | 77.996 | ||
| 2659 | 2012.08.03 11:40 | close | 843 | 1.00 | 78.200 | 79.396 | 77.996 | -400.00 | 3810500.00 |
| 2660 | 2012.08.06 21:50 | sell | 844 | 1.00 | 78.234 | 0.000 | 0.000 | ||
| 2661 | 2012.08.06 21:50 | modify | 844 | 1.00 | 78.234 | 79.434 | 78.034 | ||
| 2662 | 2012.08.07 02:55 | close | 844 | 1.00 | 78.200 | 79.434 | 78.034 | 3400.00 | 3813900.00 |
| 2663 | 2012.08.14 22:40 | buy | 845 | 1.00 | 78.707 | 0.000 | 0.000 | ||
| 2664 | 2012.08.14 22:40 | modify | 845 | 1.00 | 78.707 | 77.507 | 78.907 | ||
| 2665 | 2012.08.15 01:45 | close | 845 | 1.00 | 78.768 | 77.507 | 78.907 | 6100.00 | 3820000.00 |
| 2666 | 2012.08.16 05:20 | sell | 846 | 1.00 | 79.159 | 0.000 | 0.000 | ||
| 2667 | 2012.08.16 05:20 | modify | 846 | 1.00 | 79.159 | 80.359 | 78.959 | ||
| 2668 | 2012.08.16 09:35 | close | 846 | 1.00 | 79.257 | 80.359 | 78.959 | -9800.00 | 3810200.00 |
| 2669 | 2012.09.06 22:00 | buy | 847 | 1.00 | 78.870 | 0.000 | 0.000 | ||
| 2670 | 2012.09.06 22:00 | modify | 847 | 1.00 | 78.870 | 77.670 | 79.070 | ||
| 2671 | 2012.09.07 01:30 | close | 847 | 1.00 | 78.908 | 77.670 | 79.070 | 3800.00 | 3814000.00 |
| 2672 | 2012.09.10 09:50 | sell | 848 | 1.00 | 78.273 | 0.000 | 0.000 | ||
| 2673 | 2012.09.10 09:50 | modify | 848 | 1.00 | 78.273 | 79.473 | 78.073 | ||
| 2674 | 2012.09.10 14:30 | close | 848 | 1.00 | 78.272 | 79.473 | 78.073 | 100.00 | 3814100.00 |
| 2675 | 2012.09.11 02:45 | buy | 849 | 1.00 | 78.244 | 0.000 | 0.000 | ||
| 2676 | 2012.09.11 02:45 | modify | 849 | 1.00 | 78.244 | 77.044 | 78.444 | ||
| 2677 | 2012.09.11 08:35 | close | 849 | 1.00 | 78.226 | 77.044 | 78.444 | -1800.00 | 3812300.00 |
| 2678 | 2012.09.12 03:25 | sell | 850 | 1.00 | 77.817 | 0.000 | 0.000 | ||
| 2679 | 2012.09.12 03:25 | modify | 850 | 1.00 | 77.817 | 79.017 | 77.617 | ||
| 2680 | 2012.09.12 06:10 | close | 850 | 1.00 | 77.842 | 79.017 | 77.617 | -2500.00 | 3809800.00 |
| 2681 | 2012.09.12 23:55 | buy | 851 | 1.00 | 77.834 | 0.000 | 0.000 | ||
| 2682 | 2012.09.12 23:55 | modify | 851 | 1.00 | 77.834 | 76.634 | 78.034 | ||
| 2683 | 2012.09.13 01:20 | close | 851 | 1.00 | 77.862 | 76.634 | 78.034 | 2800.00 | 3812600.00 |
| 2684 | 2012.09.17 04:50 | buy | 852 | 1.00 | 78.248 | 0.000 | 0.000 | ||
| 2685 | 2012.09.17 04:50 | modify | 852 | 1.00 | 78.248 | 77.048 | 78.448 | ||
| 2686 | 2012.09.17 07:15 | close | 852 | 1.00 | 78.248 | 77.048 | 78.448 | 0.00 | 3812600.00 |
| 2687 | 2012.09.18 03:10 | buy | 853 | 1.00 | 78.646 | 0.000 | 0.000 | ||
| 2688 | 2012.09.18 03:10 | modify | 853 | 1.00 | 78.646 | 77.446 | 78.846 | ||
| 2689 | 2012.09.18 07:45 | close | 853 | 1.00 | 78.641 | 77.446 | 78.846 | -500.00 | 3812100.00 |
| 2690 | 2012.09.18 22:25 | sell | 854 | 1.00 | 78.849 | 0.000 | 0.000 | ||
| 2691 | 2012.09.18 22:25 | modify | 854 | 1.00 | 78.849 | 80.049 | 78.649 | ||
| 2692 | 2012.09.18 23:15 | close | 854 | 1.00 | 78.787 | 80.049 | 78.649 | 6200.00 | 3818300.00 |
| 2693 | 2012.10.04 03:10 | buy | 855 | 1.00 | 78.434 | 0.000 | 0.000 | ||
| 2694 | 2012.10.04 03:10 | modify | 855 | 1.00 | 78.434 | 77.234 | 78.634 | ||
| 2695 | 2012.10.04 03:55 | close | 855 | 1.00 | 78.505 | 77.234 | 78.634 | 7100.00 | 3825400.00 |
| 2696 | 2012.10.08 20:40 | sell | 856 | 1.00 | 78.271 | 0.000 | 0.000 | ||
| 2697 | 2012.10.08 20:40 | modify | 856 | 1.00 | 78.271 | 79.471 | 78.071 | ||
| 2698 | 2012.10.08 23:25 | close | 856 | 1.00 | 78.300 | 79.471 | 78.071 | -2900.00 | 3822500.00 |
| 2699 | 2012.10.11 20:40 | buy | 857 | 1.00 | 78.315 | 0.000 | 0.000 | ||
| 2700 | 2012.10.11 20:40 | modify | 857 | 1.00 | 78.315 | 77.115 | 78.515 | ||