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 |
| 2851 | 2013.03.26 05:55 | close | 907 | 1.00 | 94.260 | 95.558 | 94.158 | 9800.00 | 4037300.00 |
| 2852 | 2013.03.27 09:40 | buy | 908 | 1.00 | 94.660 | 0.000 | 0.000 | ||
| 2853 | 2013.03.27 09:40 | modify | 908 | 1.00 | 94.660 | 93.460 | 94.860 | ||
| 2854 | 2013.03.27 10:15 | close | 908 | 1.00 | 94.768 | 93.460 | 94.860 | 10800.00 | 4048100.00 |
| 2855 | 2013.03.28 06:00 | buy | 909 | 1.00 | 94.018 | 0.000 | 0.000 | ||
| 2856 | 2013.03.28 06:00 | modify | 909 | 1.00 | 94.018 | 92.818 | 94.218 | ||
| 2857 | 2013.03.28 06:30 | close | 909 | 1.00 | 94.130 | 92.818 | 94.218 | 11200.00 | 4059300.00 |
| 2858 | 2013.04.02 21:40 | buy | 910 | 1.00 | 93.297 | 0.000 | 0.000 | ||
| 2859 | 2013.04.02 21:40 | modify | 910 | 1.00 | 93.297 | 92.097 | 93.497 | ||
| 2860 | 2013.04.02 22:30 | close | 910 | 1.00 | 93.395 | 92.097 | 93.497 | 9800.00 | 4069100.00 |
| 2861 | 2013.04.04 00:05 | sell | 911 | 1.00 | 93.073 | 0.000 | 0.000 | ||
| 2862 | 2013.04.04 00:05 | modify | 911 | 1.00 | 93.073 | 94.273 | 92.873 | ||
| 2863 | 2013.04.04 02:05 | close | 911 | 1.00 | 92.964 | 94.273 | 92.873 | 10900.00 | 4080000.00 |
| 2864 | 2013.04.04 04:20 | sell | 912 | 1.00 | 93.063 | 0.000 | 0.000 | ||
| 2865 | 2013.04.04 04:20 | modify | 912 | 1.00 | 93.063 | 94.263 | 92.863 | ||
| 2866 | 2013.04.04 05:10 | close | 912 | 1.00 | 92.952 | 94.263 | 92.863 | 11100.00 | 4091100.00 |
| 2867 | 2013.04.05 00:40 | sell | 913 | 1.00 | 96.383 | 0.000 | 0.000 | ||
| 2868 | 2013.04.05 00:40 | modify | 913 | 1.00 | 96.383 | 97.583 | 96.183 | ||
| 2869 | 2013.04.05 01:25 | close | 913 | 1.00 | 96.263 | 97.583 | 96.183 | 12000.00 | 4103100.00 |
| 2870 | 2013.04.05 05:20 | sell | 914 | 1.00 | 97.120 | 0.000 | 0.000 | ||
| 2871 | 2013.04.05 05:20 | modify | 914 | 1.00 | 97.120 | 98.320 | 96.920 | ||
| 2872 | 2013.04.05 05:25 | close | 914 | 1.00 | 97.064 | 98.320 | 96.920 | 5600.00 | 4108700.00 |
| 2873 | 2013.04.05 07:15 | buy | 915 | 1.00 | 96.580 | 0.000 | 0.000 | ||
| 2874 | 2013.04.05 07:15 | modify | 915 | 1.00 | 96.580 | 95.380 | 96.780 | ||
| 2875 | 2013.04.05 09:25 | modify | 915 | 1.00 | 96.580 | 95.380 | 96.680 | ||
| 2876 | 2013.04.05 14:10 | close | 915 | 1.00 | 96.310 | 95.380 | 96.680 | -27000.00 | 4081700.00 |
| 2877 | 2013.04.05 22:40 | sell | 916 | 1.00 | 97.715 | 0.000 | 0.000 | ||
| 2878 | 2013.04.05 22:40 | modify | 916 | 1.00 | 97.715 | 98.915 | 97.515 | ||
| 2879 | 2013.04.05 22:45 | close | 916 | 1.00 | 97.799 | 98.915 | 97.515 | -8400.00 | 4073300.00 |
| 2880 | 2013.04.08 22:40 | sell | 917 | 1.00 | 99.369 | 0.000 | 0.000 | ||
| 2881 | 2013.04.08 22:40 | modify | 917 | 1.00 | 99.369 | 100.569 | 99.169 | ||
| 2882 | 2013.04.08 23:15 | close | 917 | 1.00 | 99.372 | 100.569 | 99.169 | -300.00 | 4073000.00 |
| 2883 | 2013.04.09 04:10 | buy | 918 | 1.00 | 99.149 | 0.000 | 0.000 | ||
| 2884 | 2013.04.09 04:10 | modify | 918 | 1.00 | 99.149 | 97.949 | 99.349 | ||
| 2885 | 2013.04.09 04:35 | close | 918 | 1.00 | 99.270 | 97.949 | 99.349 | 12100.00 | 4085100.00 |
| 2886 | 2013.04.11 02:50 | buy | 919 | 1.00 | 99.647 | 0.000 | 0.000 | ||
| 2887 | 2013.04.11 02:50 | modify | 919 | 1.00 | 99.647 | 98.447 | 99.847 | ||
| 2888 | 2013.04.11 08:55 | close | 919 | 1.00 | 99.679 | 98.447 | 99.847 | 3200.00 | 4088300.00 |
| 2889 | 2013.04.12 00:00 | buy | 920 | 1.00 | 99.668 | 0.000 | 0.000 | ||
| 2890 | 2013.04.12 00:00 | modify | 920 | 1.00 | 99.668 | 98.468 | 99.868 | ||
| 2891 | 2013.04.12 01:00 | close | 920 | 1.00 | 99.797 | 98.468 | 99.868 | 12900.00 | 4101200.00 |
| 2892 | 2013.04.16 06:25 | sell | 921 | 1.00 | 97.289 | 0.000 | 0.000 | ||
| 2893 | 2013.04.16 06:25 | modify | 921 | 1.00 | 97.289 | 98.489 | 97.089 | ||
| 2894 | 2013.04.16 08:15 | close | 921 | 1.00 | 97.411 | 98.489 | 97.089 | -12200.00 | 4089000.00 |
| 2895 | 2013.04.22 08:10 | buy | 922 | 1.00 | 99.716 | 0.000 | 0.000 | ||
| 2896 | 2013.04.22 08:10 | modify | 922 | 1.00 | 99.716 | 98.516 | 99.916 | ||
| 2897 | 2013.04.22 10:25 | close | 922 | 1.00 | 99.823 | 98.516 | 99.916 | 10700.00 | 4099700.00 |
| 2898 | 2013.05.02 22:10 | buy | 923 | 1.00 | 97.894 | 0.000 | 0.000 | ||
| 2899 | 2013.05.02 22:10 | modify | 923 | 1.00 | 97.894 | 96.694 | 98.094 | ||
| 2900 | 2013.05.02 22:55 | close | 923 | 1.00 | 97.999 | 96.694 | 98.094 | 10500.00 | 4110200.00 |
| 2901 | 2013.05.09 22:10 | sell | 924 | 1.00 | 100.663 | 0.000 | 0.000 | ||
| 2902 | 2013.05.09 22:10 | modify | 924 | 1.00 | 100.663 | 101.863 | 100.463 | ||
| 2903 | 2013.05.09 22:15 | close | 924 | 1.00 | 100.751 | 101.863 | 100.463 | -8800.00 | 4101400.00 |
| 2904 | 2013.05.13 02:15 | sell | 925 | 1.00 | 101.973 | 0.000 | 0.000 | ||
| 2905 | 2013.05.13 02:15 | modify | 925 | 1.00 | 101.973 | 103.173 | 101.773 | ||
| 2906 | 2013.05.13 03:10 | close | 925 | 1.00 | 101.857 | 103.173 | 101.773 | 11600.00 | 4113000.00 |
| 2907 | 2013.05.13 08:05 | buy | 926 | 1.00 | 101.745 | 0.000 | 0.000 | ||
| 2908 | 2013.05.13 08:05 | modify | 926 | 1.00 | 101.745 | 100.545 | 101.945 | ||
| 2909 | 2013.05.13 11:45 | close | 926 | 1.00 | 101.773 | 100.545 | 101.945 | 2800.00 | 4115800.00 |
| 2910 | 2013.05.14 20:35 | sell | 927 | 1.00 | 102.359 | 0.000 | 0.000 | ||
| 2911 | 2013.05.14 20:35 | modify | 927 | 1.00 | 102.359 | 103.559 | 102.159 | ||
| 2912 | 2013.05.14 20:40 | close | 927 | 1.00 | 102.370 | 103.559 | 102.159 | -1100.00 | 4114700.00 |
| 2913 | 2013.05.20 00:05 | buy | 928 | 1.00 | 102.868 | 0.000 | 0.000 | ||
| 2914 | 2013.05.20 00:05 | modify | 928 | 1.00 | 102.868 | 101.668 | 103.068 | ||
| 2915 | 2013.05.20 00:40 | close | 928 | 1.00 | 102.220 | 101.668 | 103.068 | -64800.00 | 4049900.00 |
| 2916 | 2013.06.04 02:10 | sell | 929 | 1.00 | 99.675 | 0.000 | 0.000 | ||
| 2917 | 2013.06.04 02:10 | modify | 929 | 1.00 | 99.675 | 100.875 | 99.475 | ||
| 2918 | 2013.06.04 03:40 | close | 929 | 1.00 | 99.544 | 100.875 | 99.475 | 13100.00 | 4063000.00 |
| 2919 | 2013.06.05 03:05 | sell | 930 | 1.00 | 100.299 | 0.000 | 0.000 | ||
| 2920 | 2013.06.05 03:05 | modify | 930 | 1.00 | 100.299 | 101.499 | 100.099 | ||
| 2921 | 2013.06.05 03:20 | close | 930 | 1.00 | 100.196 | 101.499 | 100.099 | 10300.00 | 4073300.00 |
| 2922 | 2013.06.06 03:35 | sell | 931 | 1.00 | 99.254 | 0.000 | 0.000 | ||
| 2923 | 2013.06.06 03:35 | modify | 931 | 1.00 | 99.254 | 100.454 | 99.054 | ||
| 2924 | 2013.06.06 05:30 | close | 931 | 1.00 | 99.152 | 100.454 | 99.054 | 10200.00 | 4083500.00 |
| 2925 | 2013.06.10 03:55 | buy | 932 | 1.00 | 97.772 | 0.000 | 0.000 | ||
| 2926 | 2013.06.10 03:55 | modify | 932 | 1.00 | 97.772 | 96.572 | 97.972 | ||
| 2927 | 2013.06.10 04:20 | close | 932 | 1.00 | 97.958 | 96.572 | 97.972 | 18600.00 | 4102100.00 |
| 2928 | 2013.06.14 03:50 | buy | 933 | 1.00 | 94.974 | 0.000 | 0.000 | ||
| 2929 | 2013.06.14 03:50 | modify | 933 | 1.00 | 94.974 | 93.774 | 95.174 | ||
| 2930 | 2013.06.14 03:55 | close | 933 | 1.00 | 94.619 | 93.774 | 95.174 | -35500.00 | 4066600.00 |
| 2931 | 2013.06.19 22:45 | sell | 934 | 1.00 | 96.861 | 0.000 | 0.000 | ||
| 2932 | 2013.06.19 22:45 | modify | 934 | 1.00 | 96.861 | 98.061 | 96.661 | ||
| 2933 | 2013.06.19 22:50 | close | 934 | 1.00 | 96.849 | 98.061 | 96.661 | 1200.00 | 4067800.00 |
| 2934 | 2013.06.25 04:00 | sell | 935 | 1.00 | 97.797 | 0.000 | 0.000 | ||
| 2935 | 2013.06.25 04:00 | modify | 935 | 1.00 | 97.797 | 98.997 | 97.597 | ||
| 2936 | 2013.06.25 06:00 | close | 935 | 1.00 | 97.676 | 98.997 | 97.597 | 12100.00 | 4079900.00 |
| 2937 | 2013.06.26 22:00 | sell | 936 | 1.00 | 97.862 | 0.000 | 0.000 | ||
| 2938 | 2013.06.26 22:00 | modify | 936 | 1.00 | 97.862 | 99.062 | 97.662 | ||
| 2939 | 2013.06.26 23:40 | close | 936 | 1.00 | 97.758 | 99.062 | 97.662 | 10400.00 | 4090300.00 |
| 2940 | 2013.06.28 09:25 | buy | 937 | 1.00 | 98.697 | 0.000 | 0.000 | ||
| 2941 | 2013.06.28 09:25 | modify | 937 | 1.00 | 98.697 | 97.497 | 98.897 | ||
| 2942 | 2013.06.28 09:50 | close | 937 | 1.00 | 98.830 | 97.497 | 98.897 | 13300.00 | 4103600.00 |
| 2943 | 2013.07.03 04:35 | buy | 938 | 1.00 | 100.540 | 0.000 | 0.000 | ||
| 2944 | 2013.07.03 04:35 | modify | 938 | 1.00 | 100.540 | 99.340 | 100.740 | ||
| 2945 | 2013.07.03 06:05 | close | 938 | 1.00 | 100.633 | 99.340 | 100.740 | 9300.00 | 4112900.00 |
| 2946 | 2013.07.05 06:10 | buy | 939 | 1.00 | 100.222 | 0.000 | 0.000 | ||
| 2947 | 2013.07.05 06:10 | modify | 939 | 1.00 | 100.222 | 99.022 | 100.422 | ||
| 2948 | 2013.07.05 07:40 | close | 939 | 1.00 | 100.330 | 99.022 | 100.422 | 10800.00 | 4123700.00 |
| 2949 | 2013.07.08 04:45 | buy | 940 | 1.00 | 101.210 | 0.000 | 0.000 | ||
| 2950 | 2013.07.08 04:45 | modify | 940 | 1.00 | 101.210 | 100.010 | 101.410 | ||
| 2951 | 2013.07.08 06:35 | close | 940 | 1.00 | 101.336 | 100.010 | 101.410 | 12600.00 | 4136300.00 |
| 2952 | 2013.07.08 08:15 | buy | 941 | 1.00 | 101.088 | 0.000 | 0.000 | ||
| 2953 | 2013.07.08 08:15 | modify | 941 | 1.00 | 101.088 | 99.888 | 101.288 | ||
| 2954 | 2013.07.08 10:35 | close | 941 | 1.00 | 101.201 | 99.888 | 101.288 | 11300.00 | 4147600.00 |
| 2955 | 2013.07.09 03:10 | sell | 942 | 1.00 | 101.056 | 0.000 | 0.000 | ||
| 2956 | 2013.07.09 03:10 | modify | 942 | 1.00 | 101.056 | 102.256 | 100.856 | ||
| 2957 | 2013.07.09 10:05 | close | 942 | 1.00 | 101.088 | 102.256 | 100.856 | -3200.00 | 4144400.00 |
| 2958 | 2013.07.17 02:15 | sell | 943 | 1.00 | 99.233 | 0.000 | 0.000 | ||
| 2959 | 2013.07.17 02:15 | modify | 943 | 1.00 | 99.233 | 100.433 | 99.033 | ||
| 2960 | 2013.07.17 03:00 | close | 943 | 1.00 | 99.128 | 100.433 | 99.033 | 10500.00 | 4154900.00 |
| 2961 | 2013.07.17 03:50 | sell | 944 | 1.00 | 99.349 | 0.000 | 0.000 | ||
| 2962 | 2013.07.17 03:50 | modify | 944 | 1.00 | 99.349 | 100.549 | 99.149 | ||
| 2963 | 2013.07.17 06:30 | close | 944 | 1.00 | 99.341 | 100.549 | 99.149 | 800.00 | 4155700.00 |
| 2964 | 2013.07.19 06:30 | buy | 945 | 1.00 | 100.024 | 0.000 | 0.000 | ||
| 2965 | 2013.07.19 06:30 | modify | 945 | 1.00 | 100.024 | 98.824 | 100.224 | ||
| 2966 | 2013.07.19 07:25 | close | 945 | 1.00 | 100.142 | 98.824 | 100.224 | 11800.00 | 4167500.00 |
| 2967 | 2013.07.23 00:00 | sell | 946 | 1.00 | 99.645 | 0.000 | 0.000 | ||
| 2968 | 2013.07.23 00:00 | modify | 946 | 1.00 | 99.645 | 100.845 | 99.445 | ||
| 2969 | 2013.07.23 00:20 | close | 946 | 1.00 | 99.538 | 100.845 | 99.445 | 10700.00 | 4178200.00 |
| 2970 | 2013.07.26 22:10 | sell | 947 | 1.00 | 98.280 | 0.000 | 0.000 | ||
| 2971 | 2013.07.26 22:10 | modify | 947 | 1.00 | 98.280 | 99.480 | 98.080 | ||
| 2972 | 2013.07.26 23:00 | close | 947 | 1.00 | 98.163 | 99.480 | 98.080 | 11700.00 | 4189900.00 |
| 2973 | 2013.08.01 06:55 | sell | 948 | 1.00 | 98.339 | 0.000 | 0.000 | ||
| 2974 | 2013.08.01 06:55 | modify | 948 | 1.00 | 98.339 | 99.539 | 98.139 | ||
| 2975 | 2013.08.01 09:55 | modify | 948 | 1.00 | 98.339 | 99.539 | 98.239 | ||
| 2976 | 2013.08.01 10:45 | close | 948 | 1.00 | 98.658 | 99.539 | 98.239 | -31900.00 | 4158000.00 |
| 2977 | 2013.08.05 23:45 | buy | 949 | 1.00 | 98.228 | 0.000 | 0.000 | ||
| 2978 | 2013.08.05 23:45 | modify | 949 | 1.00 | 98.228 | 97.028 | 98.428 | ||
| 2979 | 2013.08.06 07:00 | close | 949 | 1.00 | 98.132 | 97.028 | 98.428 | -9600.00 | 4148400.00 |
| 2980 | 2013.08.06 07:20 | sell | 950 | 1.00 | 98.229 | 0.000 | 0.000 | ||
| 2981 | 2013.08.06 07:20 | modify | 950 | 1.00 | 98.229 | 99.429 | 98.029 | ||
| 2982 | 2013.08.06 10:55 | close | 950 | 1.00 | 98.391 | 99.429 | 98.029 | -16200.00 | 4132200.00 |
| 2983 | 2013.08.08 03:05 | sell | 951 | 1.00 | 96.695 | 0.000 | 0.000 | ||
| 2984 | 2013.08.08 03:05 | modify | 951 | 1.00 | 96.695 | 97.895 | 96.495 | ||
| 2985 | 2013.08.08 04:55 | close | 951 | 1.00 | 96.598 | 97.895 | 96.495 | 9700.00 | 4141900.00 |
| 2986 | 2013.08.08 09:45 | buy | 952 | 1.00 | 96.116 | 0.000 | 0.000 | ||
| 2987 | 2013.08.08 09:45 | modify | 952 | 1.00 | 96.116 | 94.916 | 96.316 | ||
| 2988 | 2013.08.08 10:15 | close | 952 | 1.00 | 96.238 | 94.916 | 96.316 | 12200.00 | 4154100.00 |
| 2989 | 2013.08.08 22:55 | sell | 953 | 1.00 | 96.680 | 0.000 | 0.000 | ||
| 2990 | 2013.08.08 22:55 | modify | 953 | 1.00 | 96.680 | 97.880 | 96.480 | ||
| 2991 | 2013.08.08 23:25 | close | 953 | 1.00 | 96.570 | 97.880 | 96.480 | 11000.00 | 4165100.00 |
| 2992 | 2013.08.13 00:00 | sell | 954 | 1.00 | 96.899 | 0.000 | 0.000 | ||
| 2993 | 2013.08.13 00:00 | modify | 954 | 1.00 | 96.899 | 98.099 | 96.699 | ||
| 2994 | 2013.08.13 02:45 | close | 954 | 1.00 | 97.299 | 98.099 | 96.699 | -40000.00 | 4125100.00 |
| 2995 | 2013.08.14 03:00 | buy | 955 | 1.00 | 98.139 | 0.000 | 0.000 | ||
| 2996 | 2013.08.14 03:00 | modify | 955 | 1.00 | 98.139 | 96.939 | 98.339 | ||
| 2997 | 2013.08.14 03:50 | close | 955 | 1.00 | 98.258 | 96.939 | 98.339 | 11900.00 | 4137000.00 |
| 2998 | 2013.08.14 05:15 | buy | 956 | 1.00 | 98.036 | 0.000 | 0.000 | ||
| 2999 | 2013.08.14 05:15 | modify | 956 | 1.00 | 98.036 | 96.836 | 98.236 | ||
| 3000 | 2013.08.14 07:50 | close | 956 | 1.00 | 98.107 | 96.836 | 98.236 | 7100.00 | 4144100.00 |