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 |
| 151 | 2004.08.05 03:40 | sell | 48 | 1.00 | 111.170 | 0.000 | 0.000 | ||
| 152 | 2004.08.05 03:40 | modify | 48 | 1.00 | 111.170 | 112.370 | 110.970 | ||
| 153 | 2004.08.05 04:15 | close | 48 | 1.00 | 111.053 | 112.370 | 110.970 | 11700.00 | 1116800.00 |
| 154 | 2004.08.06 20:05 | sell | 49 | 1.00 | 110.362 | 0.000 | 0.000 | ||
| 155 | 2004.08.06 20:05 | modify | 49 | 1.00 | 110.362 | 111.562 | 110.162 | ||
| 156 | 2004.08.06 22:25 | close | 49 | 1.00 | 110.342 | 111.562 | 110.162 | 2000.00 | 1118800.00 |
| 157 | 2004.08.09 02:05 | sell | 50 | 1.00 | 110.567 | 0.000 | 0.000 | ||
| 158 | 2004.08.09 02:05 | modify | 50 | 1.00 | 110.567 | 111.767 | 110.367 | ||
| 159 | 2004.08.09 02:55 | t/p | 50 | 1.00 | 110.362 | 111.767 | 110.367 | 20500.00 | 1139300.00 |
| 160 | 2004.08.12 05:55 | sell | 51 | 1.00 | 110.767 | 0.000 | 0.000 | ||
| 161 | 2004.08.12 05:55 | modify | 51 | 1.00 | 110.767 | 111.967 | 110.567 | ||
| 162 | 2004.08.12 08:45 | modify | 51 | 1.00 | 110.767 | 111.066 | 110.567 | ||
| 163 | 2004.08.12 08:50 | close | 51 | 1.00 | 110.654 | 111.066 | 110.567 | 11300.00 | 1150600.00 |
| 164 | 2004.08.12 20:40 | buy | 52 | 1.00 | 110.839 | 0.000 | 0.000 | ||
| 165 | 2004.08.12 20:40 | modify | 52 | 1.00 | 110.839 | 109.639 | 111.039 | ||
| 166 | 2004.08.12 21:00 | close | 52 | 1.00 | 110.873 | 109.639 | 111.039 | 3400.00 | 1154000.00 |
| 167 | 2004.08.13 04:20 | sell | 53 | 1.00 | 111.646 | 0.000 | 0.000 | ||
| 168 | 2004.08.13 04:20 | modify | 53 | 1.00 | 111.646 | 112.846 | 111.446 | ||
| 169 | 2004.08.13 05:00 | close | 53 | 1.00 | 111.787 | 112.846 | 111.446 | -14100.00 | 1139900.00 |
| 170 | 2004.08.20 05:55 | buy | 54 | 1.00 | 109.020 | 0.000 | 0.000 | ||
| 171 | 2004.08.20 05:55 | modify | 54 | 1.00 | 109.020 | 107.820 | 109.220 | ||
| 172 | 2004.08.20 06:05 | modify | 54 | 1.00 | 109.020 | 108.725 | 109.220 | ||
| 173 | 2004.08.20 06:40 | close | 54 | 1.00 | 109.154 | 108.725 | 109.220 | 13400.00 | 1153300.00 |
| 174 | 2004.09.03 20:15 | sell | 55 | 1.00 | 110.619 | 0.000 | 0.000 | ||
| 175 | 2004.09.03 20:15 | modify | 55 | 1.00 | 110.619 | 111.819 | 110.419 | ||
| 176 | 2004.09.03 20:20 | close | 55 | 1.00 | 110.688 | 111.819 | 110.419 | -6900.00 | 1146400.00 |
| 177 | 2004.09.06 02:45 | buy | 56 | 1.00 | 110.350 | 0.000 | 0.000 | ||
| 178 | 2004.09.06 02:45 | modify | 56 | 1.00 | 110.350 | 109.150 | 110.550 | ||
| 179 | 2004.09.06 03:20 | modify | 56 | 1.00 | 110.350 | 110.050 | 110.550 | ||
| 180 | 2004.09.06 03:25 | close | 56 | 1.00 | 110.483 | 110.050 | 110.550 | 13300.00 | 1159700.00 |
| 181 | 2004.09.06 07:40 | buy | 57 | 1.00 | 110.286 | 0.000 | 0.000 | ||
| 182 | 2004.09.06 07:40 | modify | 57 | 1.00 | 110.286 | 109.086 | 110.486 | ||
| 183 | 2004.09.06 09:05 | close | 57 | 1.00 | 110.422 | 109.086 | 110.486 | 13600.00 | 1173300.00 |
| 184 | 2004.09.20 03:30 | sell | 58 | 1.00 | 110.115 | 0.000 | 0.000 | ||
| 185 | 2004.09.20 03:30 | modify | 58 | 1.00 | 110.115 | 111.315 | 109.915 | ||
| 186 | 2004.09.20 05:20 | close | 58 | 1.00 | 110.050 | 111.315 | 109.915 | 6500.00 | 1179800.00 |
| 187 | 2004.09.20 06:10 | buy | 59 | 1.00 | 109.972 | 0.000 | 0.000 | ||
| 188 | 2004.09.20 06:10 | modify | 59 | 1.00 | 109.972 | 108.772 | 110.172 | ||
| 189 | 2004.09.20 07:30 | close | 59 | 1.00 | 110.084 | 108.772 | 110.172 | 11200.00 | 1191000.00 |
| 190 | 2004.09.28 02:00 | buy | 60 | 1.00 | 111.188 | 0.000 | 0.000 | ||
| 191 | 2004.09.28 02:00 | modify | 60 | 1.00 | 111.188 | 109.988 | 111.388 | ||
| 192 | 2004.09.28 07:05 | modify | 60 | 1.00 | 111.188 | 110.893 | 111.388 | ||
| 193 | 2004.09.28 07:15 | close | 60 | 1.00 | 111.305 | 110.893 | 111.388 | 11700.00 | 1202700.00 |
| 194 | 2004.10.04 20:00 | buy | 61 | 1.00 | 110.864 | 0.000 | 0.000 | ||
| 195 | 2004.10.04 20:00 | modify | 61 | 1.00 | 110.864 | 109.664 | 111.064 | ||
| 196 | 2004.10.04 21:25 | modify | 61 | 1.00 | 110.864 | 110.571 | 111.064 | ||
| 197 | 2004.10.05 01:55 | close | 61 | 1.00 | 110.890 | 110.571 | 111.064 | 2600.00 | 1205300.00 |
| 198 | 2004.10.08 09:40 | buy | 62 | 1.00 | 110.335 | 0.000 | 0.000 | ||
| 199 | 2004.10.08 09:40 | modify | 62 | 1.00 | 110.335 | 109.135 | 110.535 | ||
| 200 | 2004.10.08 10:20 | close | 62 | 1.00 | 110.463 | 109.135 | 110.535 | 12800.00 | 1218100.00 |
| 201 | 2004.10.12 04:40 | sell | 63 | 1.00 | 109.672 | 0.000 | 0.000 | ||
| 202 | 2004.10.12 04:40 | modify | 63 | 1.00 | 109.672 | 110.872 | 109.472 | ||
| 203 | 2004.10.12 11:50 | close | 63 | 1.00 | 109.845 | 110.872 | 109.472 | -17300.00 | 1200800.00 |
| 204 | 2004.10.26 06:20 | buy | 64 | 1.00 | 106.603 | 0.000 | 0.000 | ||
| 205 | 2004.10.26 06:20 | modify | 64 | 1.00 | 106.603 | 105.403 | 106.803 | ||
| 206 | 2004.10.26 07:20 | close | 64 | 1.00 | 106.647 | 105.403 | 106.803 | 4400.00 | 1205200.00 |
| 207 | 2004.11.02 02:20 | buy | 65 | 1.00 | 106.386 | 0.000 | 0.000 | ||
| 208 | 2004.11.02 02:20 | modify | 65 | 1.00 | 106.386 | 105.186 | 106.586 | ||
| 209 | 2004.11.02 04:50 | close | 65 | 1.00 | 106.334 | 105.186 | 106.586 | -5200.00 | 1200000.00 |
| 210 | 2004.11.05 05:45 | buy | 66 | 1.00 | 105.903 | 0.000 | 0.000 | ||
| 211 | 2004.11.05 05:45 | modify | 66 | 1.00 | 105.903 | 104.703 | 106.103 | ||
| 212 | 2004.11.05 06:25 | close | 66 | 1.00 | 106.004 | 104.703 | 106.103 | 10100.00 | 1210100.00 |
| 213 | 2004.11.11 01:40 | buy | 67 | 1.00 | 106.968 | 0.000 | 0.000 | ||
| 214 | 2004.11.11 01:40 | modify | 67 | 1.00 | 106.968 | 105.768 | 107.168 | ||
| 215 | 2004.11.11 03:10 | close | 67 | 1.00 | 106.982 | 105.768 | 107.168 | 1400.00 | 1211500.00 |
| 216 | 2004.11.25 02:25 | sell | 68 | 1.00 | 102.997 | 0.000 | 0.000 | ||
| 217 | 2004.11.25 02:25 | modify | 68 | 1.00 | 102.997 | 104.197 | 102.797 | ||
| 218 | 2004.11.25 02:55 | close | 68 | 1.00 | 102.872 | 104.197 | 102.797 | 12500.00 | 1224000.00 |
| 219 | 2004.11.29 20:05 | sell | 69 | 1.00 | 102.742 | 0.000 | 0.000 | ||
| 220 | 2004.11.29 20:05 | modify | 69 | 1.00 | 102.742 | 103.942 | 102.542 | ||
| 221 | 2004.11.30 02:15 | modify | 69 | 1.00 | 102.742 | 103.942 | 102.642 | ||
| 222 | 2004.11.30 03:15 | close | 69 | 1.00 | 103.185 | 103.942 | 102.642 | -44300.00 | 1179700.00 |
| 223 | 2004.12.03 01:15 | buy | 70 | 1.00 | 103.064 | 0.000 | 0.000 | ||
| 224 | 2004.12.03 01:15 | modify | 70 | 1.00 | 103.064 | 101.864 | 103.264 | ||
| 225 | 2004.12.03 02:55 | close | 70 | 1.00 | 103.184 | 101.864 | 103.264 | 12000.00 | 1191700.00 |
| 226 | 2004.12.06 08:05 | sell | 71 | 1.00 | 102.235 | 0.000 | 0.000 | ||
| 227 | 2004.12.06 08:05 | modify | 71 | 1.00 | 102.235 | 103.435 | 102.035 | ||
| 228 | 2004.12.06 15:15 | close | 71 | 1.00 | 102.316 | 103.435 | 102.035 | -8100.00 | 1183600.00 |
| 229 | 2004.12.08 01:15 | buy | 72 | 1.00 | 102.806 | 0.000 | 0.000 | ||
| 230 | 2004.12.08 01:15 | modify | 72 | 1.00 | 102.806 | 101.606 | 103.006 | ||
| 231 | 2004.12.08 01:50 | close | 72 | 1.00 | 102.942 | 101.606 | 103.006 | 13600.00 | 1197200.00 |
| 232 | 2004.12.08 21:40 | buy | 73 | 1.00 | 104.162 | 0.000 | 0.000 | ||
| 233 | 2004.12.08 21:40 | modify | 73 | 1.00 | 104.162 | 102.962 | 104.362 | ||
| 234 | 2004.12.09 01:45 | close | 73 | 1.00 | 104.048 | 102.962 | 104.362 | -11400.00 | 1185800.00 |
| 235 | 2004.12.17 02:50 | buy | 74 | 1.00 | 104.521 | 0.000 | 0.000 | ||
| 236 | 2004.12.17 02:50 | modify | 74 | 1.00 | 104.521 | 103.321 | 104.721 | ||
| 237 | 2004.12.17 04:55 | close | 74 | 1.00 | 104.628 | 103.321 | 104.721 | 10700.00 | 1196500.00 |
| 238 | 2004.12.20 02:55 | sell | 75 | 1.00 | 104.332 | 0.000 | 0.000 | ||
| 239 | 2004.12.20 02:55 | modify | 75 | 1.00 | 104.332 | 105.532 | 104.132 | ||
| 240 | 2004.12.20 06:20 | close | 75 | 1.00 | 104.372 | 105.532 | 104.132 | -4000.00 | 1192500.00 |
| 241 | 2005.01.20 03:55 | buy | 76 | 1.00 | 102.639 | 0.000 | 0.000 | ||
| 242 | 2005.01.20 03:55 | modify | 76 | 1.00 | 102.639 | 101.439 | 102.839 | ||
| 243 | 2005.01.20 07:30 | close | 76 | 1.00 | 102.646 | 101.439 | 102.839 | 700.00 | 1193200.00 |
| 244 | 2005.01.21 19:40 | buy | 77 | 1.00 | 102.739 | 0.000 | 0.000 | ||
| 245 | 2005.01.21 19:40 | modify | 77 | 1.00 | 102.739 | 101.539 | 102.939 | ||
| 246 | 2005.01.21 20:20 | close | 77 | 1.00 | 102.847 | 101.539 | 102.939 | 10800.00 | 1204000.00 |
| 247 | 2005.01.26 03:05 | buy | 78 | 1.00 | 103.762 | 0.000 | 0.000 | ||
| 248 | 2005.01.26 03:05 | modify | 78 | 1.00 | 103.762 | 102.562 | 103.962 | ||
| 249 | 2005.01.26 03:30 | close | 78 | 1.00 | 103.874 | 102.562 | 103.962 | 11200.00 | 1215200.00 |
| 250 | 2005.01.28 03:00 | sell | 79 | 1.00 | 103.092 | 0.000 | 0.000 | ||
| 251 | 2005.01.28 03:00 | modify | 79 | 1.00 | 103.092 | 104.292 | 102.892 | ||
| 252 | 2005.01.28 03:05 | modify | 79 | 1.00 | 103.092 | 103.389 | 102.892 | ||
| 253 | 2005.01.28 03:10 | close | 79 | 1.00 | 102.981 | 103.389 | 102.892 | 11100.00 | 1226300.00 |
| 254 | 2005.02.14 03:50 | buy | 80 | 1.00 | 104.922 | 0.000 | 0.000 | ||
| 255 | 2005.02.14 03:50 | modify | 80 | 1.00 | 104.922 | 103.722 | 105.122 | ||
| 256 | 2005.02.14 09:25 | close | 80 | 1.00 | 104.905 | 103.722 | 105.122 | -1700.00 | 1224600.00 |
| 257 | 2005.02.16 02:15 | sell | 81 | 1.00 | 104.660 | 0.000 | 0.000 | ||
| 258 | 2005.02.16 02:15 | modify | 81 | 1.00 | 104.660 | 105.860 | 104.460 | ||
| 259 | 2005.02.16 08:00 | modify | 81 | 1.00 | 104.660 | 105.860 | 104.560 | ||
| 260 | 2005.02.16 09:25 | close | 81 | 1.00 | 105.038 | 105.860 | 104.560 | -37800.00 | 1186800.00 |
| 261 | 2005.02.28 19:40 | sell | 82 | 1.00 | 104.404 | 0.000 | 0.000 | ||
| 262 | 2005.02.28 19:40 | modify | 82 | 1.00 | 104.404 | 105.604 | 104.204 | ||
| 263 | 2005.03.01 00:25 | close | 82 | 1.00 | 104.496 | 105.604 | 104.204 | -9200.00 | 1177600.00 |
| 264 | 2005.03.08 22:15 | sell | 83 | 1.00 | 104.740 | 0.000 | 0.000 | ||
| 265 | 2005.03.08 22:15 | modify | 83 | 1.00 | 104.740 | 105.940 | 104.540 | ||
| 266 | 2005.03.09 00:05 | close | 83 | 1.00 | 104.611 | 105.940 | 104.540 | 12900.00 | 1190500.00 |
| 267 | 2005.03.14 23:45 | buy | 84 | 1.00 | 104.823 | 0.000 | 0.000 | ||
| 268 | 2005.03.14 23:45 | modify | 84 | 1.00 | 104.823 | 103.623 | 105.023 | ||
| 269 | 2005.03.15 00:45 | close | 84 | 1.00 | 104.930 | 103.623 | 105.023 | 10700.00 | 1201200.00 |
| 270 | 2005.03.18 07:25 | sell | 85 | 1.00 | 104.760 | 0.000 | 0.000 | ||
| 271 | 2005.03.18 07:25 | modify | 85 | 1.00 | 104.760 | 105.960 | 104.560 | ||
| 272 | 2005.03.18 10:30 | close | 85 | 1.00 | 104.672 | 105.960 | 104.560 | 8800.00 | 1210000.00 |
| 273 | 2005.03.23 03:05 | buy | 86 | 1.00 | 105.355 | 0.000 | 0.000 | ||
| 274 | 2005.03.23 03:05 | modify | 86 | 1.00 | 105.355 | 104.155 | 105.555 | ||
| 275 | 2005.03.23 03:20 | modify | 86 | 1.00 | 105.355 | 105.059 | 105.555 | ||
| 276 | 2005.03.23 03:50 | close | 86 | 1.00 | 105.469 | 105.059 | 105.555 | 11400.00 | 1221400.00 |
| 277 | 2005.03.23 20:05 | sell | 87 | 1.00 | 106.069 | 0.000 | 0.000 | ||
| 278 | 2005.03.23 20:05 | modify | 87 | 1.00 | 106.069 | 107.269 | 105.869 | ||
| 279 | 2005.03.23 23:25 | close | 87 | 1.00 | 105.976 | 107.269 | 105.869 | 9300.00 | 1230700.00 |
| 280 | 2005.04.06 02:40 | sell | 88 | 1.00 | 108.352 | 0.000 | 0.000 | ||
| 281 | 2005.04.06 02:40 | modify | 88 | 1.00 | 108.352 | 109.552 | 108.152 | ||
| 282 | 2005.04.06 04:00 | modify | 88 | 1.00 | 108.352 | 108.650 | 108.152 | ||
| 283 | 2005.04.06 04:03 | t/p | 88 | 1.00 | 108.154 | 108.650 | 108.152 | 19800.00 | 1250500.00 |
| 284 | 2005.04.11 02:15 | sell | 89 | 1.00 | 108.427 | 0.000 | 0.000 | ||
| 285 | 2005.04.11 02:15 | modify | 89 | 1.00 | 108.427 | 109.627 | 108.227 | ||
| 286 | 2005.04.11 02:55 | close | 89 | 1.00 | 108.313 | 109.627 | 108.227 | 11400.00 | 1261900.00 |
| 287 | 2005.04.12 21:25 | buy | 90 | 1.00 | 107.934 | 0.000 | 0.000 | ||
| 288 | 2005.04.12 21:25 | modify | 90 | 1.00 | 107.934 | 106.734 | 108.134 | ||
| 289 | 2005.04.13 01:20 | close | 90 | 1.00 | 107.742 | 106.734 | 108.134 | -19200.00 | 1242700.00 |
| 290 | 2005.04.14 06:40 | sell | 91 | 1.00 | 107.780 | 0.000 | 0.000 | ||
| 291 | 2005.04.14 06:40 | modify | 91 | 1.00 | 107.780 | 108.980 | 107.580 | ||
| 292 | 2005.04.14 10:10 | close | 91 | 1.00 | 107.702 | 108.980 | 107.580 | 7800.00 | 1250500.00 |
| 293 | 2005.04.14 22:05 | buy | 92 | 1.00 | 108.084 | 0.000 | 0.000 | ||
| 294 | 2005.04.14 22:05 | modify | 92 | 1.00 | 108.084 | 106.884 | 108.284 | ||
| 295 | 2005.04.15 00:20 | close | 92 | 1.00 | 108.195 | 106.884 | 108.284 | 11100.00 | 1261600.00 |
| 296 | 2005.04.18 04:05 | sell | 93 | 1.00 | 107.846 | 0.000 | 0.000 | ||
| 297 | 2005.04.18 04:05 | modify | 93 | 1.00 | 107.846 | 109.046 | 107.646 | ||
| 298 | 2005.04.18 09:30 | close | 93 | 1.00 | 107.738 | 109.046 | 107.646 | 10800.00 | 1272400.00 |
| 299 | 2005.04.25 05:25 | sell | 94 | 1.00 | 105.982 | 0.000 | 0.000 | ||
| 300 | 2005.04.25 05:25 | modify | 94 | 1.00 | 105.982 | 107.182 | 105.782 | ||