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 |
| 2701 | 2012.10.11 21:00 | close | 857 | 1.00 | 78.319 | 77.115 | 78.515 | 400.00 | 3822900.00 |
| 2702 | 2012.10.18 20:10 | buy | 858 | 1.00 | 79.171 | 0.000 | 0.000 | ||
| 2703 | 2012.10.18 20:10 | modify | 858 | 1.00 | 79.171 | 77.971 | 79.371 | ||
| 2704 | 2012.10.18 21:00 | close | 858 | 1.00 | 79.104 | 77.971 | 79.371 | -6700.00 | 3816200.00 |
| 2705 | 2012.10.23 04:15 | buy | 859 | 1.00 | 79.874 | 0.000 | 0.000 | ||
| 2706 | 2012.10.23 04:15 | modify | 859 | 1.00 | 79.874 | 78.674 | 80.074 | ||
| 2707 | 2012.10.23 07:55 | close | 859 | 1.00 | 79.904 | 78.674 | 80.074 | 3000.00 | 3819200.00 |
| 2708 | 2012.10.26 03:00 | buy | 860 | 1.00 | 80.228 | 0.000 | 0.000 | ||
| 2709 | 2012.10.26 03:00 | modify | 860 | 1.00 | 80.228 | 79.028 | 80.428 | ||
| 2710 | 2012.10.26 08:30 | close | 860 | 1.00 | 80.106 | 79.028 | 80.428 | -12200.00 | 3807000.00 |
| 2711 | 2012.11.01 04:50 | sell | 861 | 1.00 | 79.918 | 0.000 | 0.000 | ||
| 2712 | 2012.11.01 04:50 | modify | 861 | 1.00 | 79.918 | 81.118 | 79.718 | ||
| 2713 | 2012.11.01 08:35 | close | 861 | 1.00 | 80.033 | 81.118 | 79.718 | -11500.00 | 3795500.00 |
| 2714 | 2012.11.02 07:30 | buy | 862 | 1.00 | 80.209 | 0.000 | 0.000 | ||
| 2715 | 2012.11.02 07:30 | modify | 862 | 1.00 | 80.209 | 79.009 | 80.409 | ||
| 2716 | 2012.11.02 09:45 | close | 862 | 1.00 | 80.295 | 79.009 | 80.409 | 8600.00 | 3804100.00 |
| 2717 | 2012.11.05 06:20 | buy | 863 | 1.00 | 80.454 | 0.000 | 0.000 | ||
| 2718 | 2012.11.05 06:20 | modify | 863 | 1.00 | 80.454 | 79.254 | 80.654 | ||
| 2719 | 2012.11.05 13:05 | close | 863 | 1.00 | 80.313 | 79.254 | 80.654 | -14100.00 | 3790000.00 |
| 2720 | 2012.11.08 19:30 | buy | 864 | 1.00 | 79.644 | 0.000 | 0.000 | ||
| 2721 | 2012.11.08 19:30 | modify | 864 | 1.00 | 79.644 | 78.444 | 79.844 | ||
| 2722 | 2012.11.08 20:00 | close | 864 | 1.00 | 79.650 | 78.444 | 79.844 | 600.00 | 3790600.00 |
| 2723 | 2012.11.08 21:30 | buy | 865 | 1.00 | 79.351 | 0.000 | 0.000 | ||
| 2724 | 2012.11.08 21:30 | modify | 865 | 1.00 | 79.351 | 78.151 | 79.551 | ||
| 2725 | 2012.11.08 23:45 | close | 865 | 1.00 | 79.436 | 78.151 | 79.551 | 8500.00 | 3799100.00 |
| 2726 | 2012.11.09 02:50 | sell | 866 | 1.00 | 79.543 | 0.000 | 0.000 | ||
| 2727 | 2012.11.09 02:50 | modify | 866 | 1.00 | 79.543 | 80.743 | 79.343 | ||
| 2728 | 2012.11.09 06:25 | close | 866 | 1.00 | 79.496 | 80.743 | 79.343 | 4700.00 | 3803800.00 |
| 2729 | 2012.11.16 21:15 | buy | 867 | 1.00 | 81.225 | 0.000 | 0.000 | ||
| 2730 | 2012.11.16 21:15 | modify | 867 | 1.00 | 81.225 | 80.025 | 81.425 | ||
| 2731 | 2012.11.16 22:00 | close | 867 | 1.00 | 81.221 | 80.025 | 81.425 | -400.00 | 3803400.00 |
| 2732 | 2012.11.21 04:40 | sell | 868 | 1.00 | 81.973 | 0.000 | 0.000 | ||
| 2733 | 2012.11.21 04:40 | modify | 868 | 1.00 | 81.973 | 83.173 | 81.773 | ||
| 2734 | 2012.11.21 05:40 | close | 868 | 1.00 | 81.866 | 83.173 | 81.773 | 10700.00 | 3814100.00 |
| 2735 | 2012.11.21 06:15 | buy | 869 | 1.00 | 81.746 | 0.000 | 0.000 | ||
| 2736 | 2012.11.21 06:15 | modify | 869 | 1.00 | 81.746 | 80.546 | 81.946 | ||
| 2737 | 2012.11.21 06:25 | close | 869 | 1.00 | 81.851 | 80.546 | 81.946 | 10500.00 | 3824600.00 |
| 2738 | 2012.11.22 02:50 | buy | 870 | 1.00 | 82.376 | 0.000 | 0.000 | ||
| 2739 | 2012.11.22 02:50 | modify | 870 | 1.00 | 82.376 | 81.176 | 82.576 | ||
| 2740 | 2012.11.22 03:00 | close | 870 | 1.00 | 82.466 | 81.176 | 82.576 | 9000.00 | 3833600.00 |
| 2741 | 2012.11.22 06:15 | buy | 871 | 1.00 | 82.398 | 0.000 | 0.000 | ||
| 2742 | 2012.11.22 06:15 | modify | 871 | 1.00 | 82.398 | 81.198 | 82.598 | ||
| 2743 | 2012.11.22 07:20 | close | 871 | 1.00 | 82.455 | 81.198 | 82.598 | 5700.00 | 3839300.00 |
| 2744 | 2012.11.26 03:45 | buy | 872 | 1.00 | 82.371 | 0.000 | 0.000 | ||
| 2745 | 2012.11.26 03:45 | modify | 872 | 1.00 | 82.371 | 81.171 | 82.571 | ||
| 2746 | 2012.11.26 07:00 | close | 872 | 1.00 | 82.330 | 81.171 | 82.571 | -4100.00 | 3835200.00 |
| 2747 | 2012.12.06 08:35 | buy | 873 | 1.00 | 82.389 | 0.000 | 0.000 | ||
| 2748 | 2012.12.06 08:35 | modify | 873 | 1.00 | 82.389 | 81.189 | 82.589 | ||
| 2749 | 2012.12.06 09:05 | close | 873 | 1.00 | 82.476 | 81.189 | 82.589 | 8700.00 | 3843900.00 |
| 2750 | 2012.12.14 08:35 | buy | 874 | 1.00 | 83.759 | 0.000 | 0.000 | ||
| 2751 | 2012.12.14 08:35 | modify | 874 | 1.00 | 83.759 | 82.559 | 83.959 | ||
| 2752 | 2012.12.14 11:15 | close | 874 | 1.00 | 83.846 | 82.559 | 83.959 | 8700.00 | 3852600.00 |
| 2753 | 2012.12.19 04:55 | buy | 875 | 1.00 | 84.226 | 0.000 | 0.000 | ||
| 2754 | 2012.12.19 04:55 | modify | 875 | 1.00 | 84.226 | 83.026 | 84.426 | ||
| 2755 | 2012.12.19 06:20 | close | 875 | 1.00 | 84.316 | 83.026 | 84.426 | 9000.00 | 3861600.00 |
| 2756 | 2012.12.21 08:20 | sell | 876 | 1.00 | 84.109 | 0.000 | 0.000 | ||
| 2757 | 2012.12.21 08:20 | modify | 876 | 1.00 | 84.109 | 85.309 | 83.909 | ||
| 2758 | 2012.12.21 09:00 | close | 876 | 1.00 | 84.017 | 85.309 | 83.909 | 9200.00 | 3870800.00 |
| 2759 | 2013.01.02 02:05 | buy | 877 | 1.00 | 86.550 | 0.000 | 0.000 | ||
| 2760 | 2013.01.02 02:05 | modify | 877 | 1.00 | 86.550 | 85.350 | 86.750 | ||
| 2761 | 2013.01.02 02:20 | close | 877 | 1.00 | 86.634 | 85.350 | 86.750 | 8400.00 | 3879200.00 |
| 2762 | 2013.01.03 03:00 | buy | 878 | 1.00 | 87.180 | 0.000 | 0.000 | ||
| 2763 | 2013.01.03 03:00 | modify | 878 | 1.00 | 87.180 | 85.980 | 87.380 | ||
| 2764 | 2013.01.03 05:00 | close | 878 | 1.00 | 87.254 | 85.980 | 87.380 | 7400.00 | 3886600.00 |
| 2765 | 2013.01.09 03:25 | sell | 879 | 1.00 | 87.257 | 0.000 | 0.000 | ||
| 2766 | 2013.01.09 03:25 | modify | 879 | 1.00 | 87.257 | 88.457 | 87.057 | ||
| 2767 | 2013.01.09 08:20 | close | 879 | 1.00 | 87.392 | 88.457 | 87.057 | -13500.00 | 3873100.00 |
| 2768 | 2013.01.09 21:10 | buy | 880 | 1.00 | 87.774 | 0.000 | 0.000 | ||
| 2769 | 2013.01.09 21:10 | modify | 880 | 1.00 | 87.774 | 86.574 | 87.974 | ||
| 2770 | 2013.01.09 23:45 | close | 880 | 1.00 | 87.832 | 86.574 | 87.974 | 5800.00 | 3878900.00 |
| 2771 | 2013.01.11 08:35 | buy | 881 | 1.00 | 88.919 | 0.000 | 0.000 | ||
| 2772 | 2013.01.11 08:35 | modify | 881 | 1.00 | 88.919 | 87.719 | 89.119 | ||
| 2773 | 2013.01.11 09:30 | close | 881 | 1.00 | 89.041 | 87.719 | 89.119 | 12200.00 | 3891100.00 |
| 2774 | 2013.01.17 04:25 | buy | 882 | 1.00 | 88.462 | 0.000 | 0.000 | ||
| 2775 | 2013.01.17 04:25 | modify | 882 | 1.00 | 88.462 | 87.262 | 88.662 | ||
| 2776 | 2013.01.17 07:50 | close | 882 | 1.00 | 88.381 | 87.262 | 88.662 | -8100.00 | 3883000.00 |
| 2777 | 2013.01.18 03:15 | buy | 883 | 1.00 | 89.671 | 0.000 | 0.000 | ||
| 2778 | 2013.01.18 03:15 | modify | 883 | 1.00 | 89.671 | 88.471 | 89.871 | ||
| 2779 | 2013.01.18 03:25 | close | 883 | 1.00 | 89.814 | 88.471 | 89.871 | 14300.00 | 3897300.00 |
| 2780 | 2013.01.23 08:10 | buy | 884 | 1.00 | 88.235 | 0.000 | 0.000 | ||
| 2781 | 2013.01.23 08:10 | modify | 884 | 1.00 | 88.235 | 87.035 | 88.435 | ||
| 2782 | 2013.01.23 10:10 | close | 884 | 1.00 | 88.397 | 87.035 | 88.435 | 16200.00 | 3913500.00 |
| 2783 | 2013.01.29 05:20 | sell | 885 | 1.00 | 90.935 | 0.000 | 0.000 | ||
| 2784 | 2013.01.29 05:20 | modify | 885 | 1.00 | 90.935 | 92.135 | 90.735 | ||
| 2785 | 2013.01.29 06:50 | close | 885 | 1.00 | 90.751 | 92.135 | 90.735 | 18400.00 | 3931900.00 |
| 2786 | 2013.02.04 03:10 | buy | 886 | 1.00 | 92.540 | 0.000 | 0.000 | ||
| 2787 | 2013.02.04 03:10 | modify | 886 | 1.00 | 92.540 | 91.340 | 92.740 | ||
| 2788 | 2013.02.04 03:40 | close | 886 | 1.00 | 92.658 | 91.340 | 92.740 | 11800.00 | 3943700.00 |
| 2789 | 2013.02.11 07:30 | sell | 887 | 1.00 | 92.665 | 0.000 | 0.000 | ||
| 2790 | 2013.02.11 07:30 | modify | 887 | 1.00 | 92.665 | 93.865 | 92.465 | ||
| 2791 | 2013.02.11 08:20 | close | 887 | 1.00 | 92.563 | 93.865 | 92.465 | 10200.00 | 3953900.00 |
| 2792 | 2013.02.12 07:25 | buy | 888 | 1.00 | 94.086 | 0.000 | 0.000 | ||
| 2793 | 2013.02.12 07:25 | modify | 888 | 1.00 | 94.086 | 92.886 | 94.286 | ||
| 2794 | 2013.02.12 09:05 | close | 888 | 1.00 | 94.146 | 92.886 | 94.286 | 6000.00 | 3959900.00 |
| 2795 | 2013.02.13 08:15 | sell | 889 | 1.00 | 93.191 | 0.000 | 0.000 | ||
| 2796 | 2013.02.13 08:15 | modify | 889 | 1.00 | 93.191 | 94.391 | 92.991 | ||
| 2797 | 2013.02.13 08:35 | close | 889 | 1.00 | 93.076 | 94.391 | 92.991 | 11500.00 | 3971400.00 |
| 2798 | 2013.02.18 07:50 | buy | 890 | 1.00 | 93.889 | 0.000 | 0.000 | ||
| 2799 | 2013.02.18 07:50 | modify | 890 | 1.00 | 93.889 | 92.689 | 94.089 | ||
| 2800 | 2013.02.18 08:25 | close | 890 | 1.00 | 93.983 | 92.689 | 94.089 | 9400.00 | 3980800.00 |
| 2801 | 2013.02.19 22:50 | sell | 891 | 1.00 | 93.565 | 0.000 | 0.000 | ||
| 2802 | 2013.02.19 22:50 | modify | 891 | 1.00 | 93.565 | 94.765 | 93.365 | ||
| 2803 | 2013.02.20 04:25 | close | 891 | 1.00 | 93.585 | 94.765 | 93.365 | -2000.00 | 3978800.00 |
| 2804 | 2013.02.25 20:45 | buy | 892 | 1.00 | 93.258 | 0.000 | 0.000 | ||
| 2805 | 2013.02.25 20:45 | modify | 892 | 1.00 | 93.258 | 92.058 | 93.458 | ||
| 2806 | 2013.02.25 21:00 | close | 892 | 1.00 | 92.984 | 92.058 | 93.458 | -27400.00 | 3951400.00 |
| 2807 | 2013.02.28 06:15 | buy | 893 | 1.00 | 92.208 | 0.000 | 0.000 | ||
| 2808 | 2013.02.28 06:15 | modify | 893 | 1.00 | 92.208 | 91.008 | 92.408 | ||
| 2809 | 2013.02.28 07:15 | close | 893 | 1.00 | 92.352 | 91.008 | 92.408 | 14400.00 | 3965800.00 |
| 2810 | 2013.03.01 08:20 | buy | 894 | 1.00 | 92.525 | 0.000 | 0.000 | ||
| 2811 | 2013.03.01 08:20 | modify | 894 | 1.00 | 92.525 | 91.325 | 92.725 | ||
| 2812 | 2013.03.01 09:55 | close | 894 | 1.00 | 92.617 | 91.325 | 92.725 | 9200.00 | 3975000.00 |
| 2813 | 2013.03.01 19:25 | sell | 895 | 1.00 | 93.590 | 0.000 | 0.000 | ||
| 2814 | 2013.03.01 19:25 | modify | 895 | 1.00 | 93.590 | 94.790 | 93.390 | ||
| 2815 | 2013.03.01 19:30 | close | 895 | 1.00 | 93.576 | 94.790 | 93.390 | 1400.00 | 3976400.00 |
| 2816 | 2013.03.04 03:55 | buy | 896 | 1.00 | 93.423 | 0.000 | 0.000 | ||
| 2817 | 2013.03.04 03:55 | modify | 896 | 1.00 | 93.423 | 92.223 | 93.623 | ||
| 2818 | 2013.03.04 07:35 | close | 896 | 1.00 | 93.487 | 92.223 | 93.623 | 6400.00 | 3982800.00 |
| 2819 | 2013.03.05 07:25 | buy | 897 | 1.00 | 93.049 | 0.000 | 0.000 | ||
| 2820 | 2013.03.05 07:25 | modify | 897 | 1.00 | 93.049 | 91.849 | 93.249 | ||
| 2821 | 2013.03.05 09:20 | close | 897 | 1.00 | 93.143 | 91.849 | 93.249 | 9400.00 | 3992200.00 |
| 2822 | 2013.03.06 21:05 | sell | 898 | 1.00 | 93.972 | 0.000 | 0.000 | ||
| 2823 | 2013.03.06 21:05 | modify | 898 | 1.00 | 93.972 | 95.172 | 93.772 | ||
| 2824 | 2013.03.07 00:20 | close | 898 | 1.00 | 93.996 | 95.172 | 93.772 | -2400.00 | 3989800.00 |
| 2825 | 2013.03.08 19:40 | buy | 899 | 1.00 | 95.534 | 0.000 | 0.000 | ||
| 2826 | 2013.03.08 19:40 | modify | 899 | 1.00 | 95.534 | 94.334 | 95.734 | ||
| 2827 | 2013.03.08 19:50 | close | 899 | 1.00 | 95.674 | 94.334 | 95.734 | 14000.00 | 4003800.00 |
| 2828 | 2013.03.12 08:35 | buy | 900 | 1.00 | 96.428 | 0.000 | 0.000 | ||
| 2829 | 2013.03.12 08:35 | modify | 900 | 1.00 | 96.428 | 95.228 | 96.628 | ||
| 2830 | 2013.03.12 10:15 | close | 900 | 1.00 | 96.486 | 95.228 | 96.628 | 5800.00 | 4009600.00 |
| 2831 | 2013.03.19 09:05 | buy | 901 | 1.00 | 95.418 | 0.000 | 0.000 | ||
| 2832 | 2013.03.19 09:05 | modify | 901 | 1.00 | 95.418 | 94.218 | 95.618 | ||
| 2833 | 2013.03.19 09:55 | close | 901 | 1.00 | 95.522 | 94.218 | 95.618 | 10400.00 | 4020000.00 |
| 2834 | 2013.03.20 22:40 | sell | 902 | 1.00 | 96.083 | 0.000 | 0.000 | ||
| 2835 | 2013.03.20 22:40 | modify | 902 | 1.00 | 96.083 | 97.283 | 95.883 | ||
| 2836 | 2013.03.20 23:30 | close | 902 | 1.00 | 95.959 | 97.283 | 95.883 | 12400.00 | 4032400.00 |
| 2837 | 2013.03.21 02:55 | buy | 903 | 1.00 | 95.955 | 0.000 | 0.000 | ||
| 2838 | 2013.03.21 02:55 | modify | 903 | 1.00 | 95.955 | 94.755 | 96.155 | ||
| 2839 | 2013.03.21 05:25 | close | 903 | 1.00 | 95.988 | 94.755 | 96.155 | 3300.00 | 4035700.00 |
| 2840 | 2013.03.21 07:45 | buy | 904 | 1.00 | 95.795 | 0.000 | 0.000 | ||
| 2841 | 2013.03.21 07:45 | modify | 904 | 1.00 | 95.795 | 94.595 | 95.995 | ||
| 2842 | 2013.03.21 10:30 | close | 904 | 1.00 | 95.831 | 94.595 | 95.995 | 3600.00 | 4039300.00 |
| 2843 | 2013.03.25 02:00 | sell | 905 | 1.00 | 94.628 | 0.000 | 0.000 | ||
| 2844 | 2013.03.25 02:00 | modify | 905 | 1.00 | 94.628 | 95.828 | 94.428 | ||
| 2845 | 2013.03.25 07:10 | close | 905 | 1.00 | 94.780 | 95.828 | 94.428 | -15200.00 | 4024100.00 |
| 2846 | 2013.03.25 09:20 | buy | 906 | 1.00 | 94.715 | 0.000 | 0.000 | ||
| 2847 | 2013.03.25 09:20 | modify | 906 | 1.00 | 94.715 | 93.515 | 94.915 | ||
| 2848 | 2013.03.25 12:05 | close | 906 | 1.00 | 94.749 | 93.515 | 94.915 | 3400.00 | 4027500.00 |
| 2849 | 2013.03.26 04:20 | sell | 907 | 1.00 | 94.358 | 0.000 | 0.000 | ||
| 2850 | 2013.03.26 04:20 | modify | 907 | 1.00 | 94.358 | 95.558 | 94.158 | ||