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 |
| 3001 | 2013.08.19 20:35 | buy | 957 | 1.00 | 97.776 | 0.000 | 0.000 | ||
| 3002 | 2013.08.19 20:35 | modify | 957 | 1.00 | 97.776 | 96.576 | 97.976 | ||
| 3003 | 2013.08.20 03:45 | close | 957 | 1.00 | 97.693 | 96.576 | 97.976 | -8300.00 | 4135800.00 |
| 3004 | 2013.08.23 08:50 | buy | 958 | 1.00 | 98.870 | 0.000 | 0.000 | ||
| 3005 | 2013.08.23 08:50 | modify | 958 | 1.00 | 98.870 | 97.670 | 99.070 | ||
| 3006 | 2013.08.23 09:10 | close | 958 | 1.00 | 98.991 | 97.670 | 99.070 | 12100.00 | 4147900.00 |
| 3007 | 2013.08.26 02:00 | sell | 959 | 1.00 | 98.796 | 0.000 | 0.000 | ||
| 3008 | 2013.08.26 02:00 | modify | 959 | 1.00 | 98.796 | 99.996 | 98.596 | ||
| 3009 | 2013.08.26 03:50 | close | 959 | 1.00 | 98.660 | 99.996 | 98.596 | 13600.00 | 4161500.00 |
| 3010 | 2013.08.26 20:15 | sell | 960 | 1.00 | 98.739 | 0.000 | 0.000 | ||
| 3011 | 2013.08.26 20:15 | modify | 960 | 1.00 | 98.739 | 99.939 | 98.539 | ||
| 3012 | 2013.08.26 21:35 | close | 960 | 1.00 | 98.640 | 99.939 | 98.539 | 9900.00 | 4171400.00 |
| 3013 | 2013.08.29 20:35 | buy | 961 | 1.00 | 98.240 | 0.000 | 0.000 | ||
| 3014 | 2013.08.29 20:35 | modify | 961 | 1.00 | 98.240 | 97.040 | 98.440 | ||
| 3015 | 2013.08.29 21:00 | close | 961 | 1.00 | 98.183 | 97.040 | 98.440 | -5700.00 | 4165700.00 |
| 3016 | 2013.09.03 05:40 | buy | 962 | 1.00 | 99.392 | 0.000 | 0.000 | ||
| 3017 | 2013.09.03 05:40 | modify | 962 | 1.00 | 99.392 | 98.192 | 99.592 | ||
| 3018 | 2013.09.03 06:35 | close | 962 | 1.00 | 99.502 | 98.192 | 99.592 | 11000.00 | 4176700.00 |
| 3019 | 2013.09.03 20:25 | buy | 963 | 1.00 | 99.293 | 0.000 | 0.000 | ||
| 3020 | 2013.09.03 20:25 | modify | 963 | 1.00 | 99.293 | 98.093 | 99.493 | ||
| 3021 | 2013.09.03 21:30 | close | 963 | 1.00 | 99.416 | 98.093 | 99.493 | 12300.00 | 4189000.00 |
| 3022 | 2013.09.09 02:10 | sell | 964 | 1.00 | 99.925 | 0.000 | 0.000 | ||
| 3023 | 2013.09.09 02:10 | modify | 964 | 1.00 | 99.925 | 101.125 | 99.725 | ||
| 3024 | 2013.09.09 02:15 | close | 964 | 1.00 | 99.896 | 101.125 | 99.725 | 2900.00 | 4191900.00 |
| 3025 | 2013.09.11 03:15 | buy | 965 | 1.00 | 100.244 | 0.000 | 0.000 | ||
| 3026 | 2013.09.11 03:15 | modify | 965 | 1.00 | 100.244 | 99.044 | 100.444 | ||
| 3027 | 2013.09.11 04:15 | close | 965 | 1.00 | 100.407 | 99.044 | 100.444 | 16300.00 | 4208200.00 |
| 3028 | 2013.09.17 09:00 | buy | 966 | 1.00 | 99.118 | 0.000 | 0.000 | ||
| 3029 | 2013.09.17 09:00 | modify | 966 | 1.00 | 99.118 | 97.918 | 99.318 | ||
| 3030 | 2013.09.17 10:40 | close | 966 | 1.00 | 99.254 | 97.918 | 99.318 | 13600.00 | 4221800.00 |
| 3031 | 2013.09.19 06:05 | sell | 967 | 1.00 | 98.345 | 0.000 | 0.000 | ||
| 3032 | 2013.09.19 06:05 | modify | 967 | 1.00 | 98.345 | 99.545 | 98.145 | ||
| 3033 | 2013.09.19 08:50 | close | 967 | 1.00 | 98.260 | 99.545 | 98.145 | 8500.00 | 4230300.00 |
| 3034 | 2013.09.19 20:35 | buy | 968 | 1.00 | 99.254 | 0.000 | 0.000 | ||
| 3035 | 2013.09.19 20:35 | modify | 968 | 1.00 | 99.254 | 98.054 | 99.454 | ||
| 3036 | 2013.09.19 20:45 | close | 968 | 1.00 | 99.386 | 98.054 | 99.454 | 13200.00 | 4243500.00 |
| 3037 | 2013.10.02 20:10 | sell | 969 | 1.00 | 97.521 | 0.000 | 0.000 | ||
| 3038 | 2013.10.02 20:10 | modify | 969 | 1.00 | 97.521 | 98.721 | 97.321 | ||
| 3039 | 2013.10.02 21:40 | close | 969 | 1.00 | 97.412 | 98.721 | 97.321 | 10900.00 | 4254400.00 |
| 3040 | 2013.10.03 06:15 | sell | 970 | 1.00 | 97.771 | 0.000 | 0.000 | ||
| 3041 | 2013.10.03 06:15 | modify | 970 | 1.00 | 97.771 | 98.971 | 97.571 | ||
| 3042 | 2013.10.03 06:45 | close | 970 | 1.00 | 97.594 | 98.971 | 97.571 | 17700.00 | 4272100.00 |
| 3043 | 2013.10.04 03:20 | sell | 971 | 1.00 | 97.379 | 0.000 | 0.000 | ||
| 3044 | 2013.10.04 03:20 | modify | 971 | 1.00 | 97.379 | 98.579 | 97.179 | ||
| 3045 | 2013.10.04 03:50 | close | 971 | 1.00 | 97.279 | 98.579 | 97.179 | 10000.00 | 4282100.00 |
| 3046 | 2013.10.08 00:40 | buy | 972 | 1.00 | 96.684 | 0.000 | 0.000 | ||
| 3047 | 2013.10.08 00:40 | modify | 972 | 1.00 | 96.684 | 95.484 | 96.884 | ||
| 3048 | 2013.10.08 04:35 | close | 972 | 1.00 | 96.793 | 95.484 | 96.884 | 10900.00 | 4293000.00 |
| 3049 | 2013.10.08 08:30 | sell | 973 | 1.00 | 97.116 | 0.000 | 0.000 | ||
| 3050 | 2013.10.08 08:30 | modify | 973 | 1.00 | 97.116 | 98.316 | 96.916 | ||
| 3051 | 2013.10.08 12:05 | close | 973 | 1.00 | 97.016 | 98.316 | 96.916 | 10000.00 | 4303000.00 |
| 3052 | 2013.10.11 06:10 | sell | 974 | 1.00 | 98.537 | 0.000 | 0.000 | ||
| 3053 | 2013.10.11 06:10 | modify | 974 | 1.00 | 98.537 | 99.737 | 98.337 | ||
| 3054 | 2013.10.11 07:30 | close | 974 | 1.00 | 98.422 | 99.737 | 98.337 | 11500.00 | 4314500.00 |
| 3055 | 2013.10.28 21:40 | buy | 975 | 1.00 | 97.636 | 0.000 | 0.000 | ||
| 3056 | 2013.10.28 21:40 | modify | 975 | 1.00 | 97.636 | 96.436 | 97.836 | ||
| 3057 | 2013.10.28 23:00 | close | 975 | 1.00 | 97.716 | 96.436 | 97.836 | 8000.00 | 4322500.00 |
| 3058 | 2013.11.08 01:00 | sell | 976 | 1.00 | 98.190 | 0.000 | 0.000 | ||
| 3059 | 2013.11.08 01:00 | modify | 976 | 1.00 | 98.190 | 99.390 | 97.990 | ||
| 3060 | 2013.11.08 01:30 | close | 976 | 1.00 | 98.065 | 99.390 | 97.990 | 12500.00 | 4335000.00 |
| 3061 | 2013.11.11 02:55 | buy | 977 | 1.00 | 98.992 | 0.000 | 0.000 | ||
| 3062 | 2013.11.11 02:55 | modify | 977 | 1.00 | 98.992 | 97.792 | 99.192 | ||
| 3063 | 2013.11.11 10:05 | close | 977 | 1.00 | 98.958 | 97.792 | 99.192 | -3400.00 | 4331600.00 |
| 3064 | 2013.11.22 06:40 | buy | 978 | 1.00 | 101.068 | 0.000 | 0.000 | ||
| 3065 | 2013.11.22 06:40 | modify | 978 | 1.00 | 101.068 | 99.868 | 101.268 | ||
| 3066 | 2013.11.22 11:35 | close | 978 | 1.00 | 101.093 | 99.868 | 101.268 | 2500.00 | 4334100.00 |
| 3067 | 2013.11.26 07:40 | sell | 979 | 1.00 | 101.580 | 0.000 | 0.000 | ||
| 3068 | 2013.11.26 07:40 | modify | 979 | 1.00 | 101.580 | 102.780 | 101.380 | ||
| 3069 | 2013.11.26 09:35 | close | 979 | 1.00 | 101.464 | 102.780 | 101.380 | 11600.00 | 4345700.00 |
| 3070 | 2013.11.27 19:00 | sell | 980 | 1.00 | 102.183 | 0.000 | 0.000 | ||
| 3071 | 2013.11.27 19:00 | modify | 980 | 1.00 | 102.183 | 103.383 | 101.983 | ||
| 3072 | 2013.11.28 02:05 | close | 980 | 1.00 | 102.185 | 103.383 | 101.983 | -200.00 | 4345500.00 |
| 3073 | 2013.11.28 02:50 | buy | 981 | 1.00 | 102.025 | 0.000 | 0.000 | ||
| 3074 | 2013.11.28 02:50 | modify | 981 | 1.00 | 102.025 | 100.825 | 102.225 | ||
| 3075 | 2013.11.28 07:30 | close | 981 | 1.00 | 102.135 | 100.825 | 102.225 | 11000.00 | 4356500.00 |
| 3076 | 2013.11.29 06:05 | buy | 982 | 1.00 | 102.360 | 0.000 | 0.000 | ||
| 3077 | 2013.11.29 06:05 | modify | 982 | 1.00 | 102.360 | 101.160 | 102.560 | ||
| 3078 | 2013.11.29 10:50 | close | 982 | 1.00 | 102.361 | 101.160 | 102.560 | 100.00 | 4356600.00 |
| 3079 | 2013.12.02 22:45 | buy | 983 | 1.00 | 102.991 | 0.000 | 0.000 | ||
| 3080 | 2013.12.02 22:45 | modify | 983 | 1.00 | 102.991 | 101.791 | 103.191 | ||
| 3081 | 2013.12.03 03:15 | close | 983 | 1.00 | 103.036 | 101.791 | 103.191 | 4500.00 | 4361100.00 |
| 3082 | 2013.12.19 04:15 | buy | 984 | 1.00 | 103.879 | 0.000 | 0.000 | ||
| 3083 | 2013.12.19 04:15 | modify | 984 | 1.00 | 103.879 | 102.679 | 104.079 | ||
| 3084 | 2013.12.19 04:40 | close | 984 | 1.00 | 103.993 | 102.679 | 104.079 | 11400.00 | 4372500.00 |
| 3085 | 2014.01.03 05:35 | buy | 985 | 1.00 | 104.268 | 0.000 | 0.000 | ||
| 3086 | 2014.01.03 05:35 | modify | 985 | 1.00 | 104.268 | 103.068 | 104.468 | ||
| 3087 | 2014.01.03 09:35 | close | 985 | 1.00 | 104.404 | 103.068 | 104.468 | 13600.00 | 4386100.00 |
| 3088 | 2014.01.06 02:25 | buy | 986 | 1.00 | 104.645 | 0.000 | 0.000 | ||
| 3089 | 2014.01.06 02:25 | modify | 986 | 1.00 | 104.645 | 103.445 | 104.845 | ||
| 3090 | 2014.01.06 03:55 | modify | 986 | 1.00 | 104.645 | 103.445 | 104.745 | ||
| 3091 | 2014.01.06 09:40 | close | 986 | 1.00 | 104.352 | 103.445 | 104.745 | -29300.00 | 4356800.00 |
| 3092 | 2014.01.06 20:10 | buy | 987 | 1.00 | 103.964 | 0.000 | 0.000 | ||
| 3093 | 2014.01.06 20:10 | modify | 987 | 1.00 | 103.964 | 102.764 | 104.164 | ||
| 3094 | 2014.01.06 20:55 | close | 987 | 1.00 | 104.124 | 102.764 | 104.164 | 16000.00 | 4372800.00 |
| 3095 | 2014.01.13 21:20 | buy | 988 | 1.00 | 102.910 | 0.000 | 0.000 | ||
| 3096 | 2014.01.13 21:20 | modify | 988 | 1.00 | 102.910 | 101.710 | 103.110 | ||
| 3097 | 2014.01.13 23:50 | close | 988 | 1.00 | 103.038 | 101.710 | 103.110 | 12800.00 | 4385600.00 |
| 3098 | 2014.01.14 01:35 | sell | 989 | 1.00 | 103.166 | 0.000 | 0.000 | ||
| 3099 | 2014.01.14 01:35 | modify | 989 | 1.00 | 103.166 | 104.366 | 102.966 | ||
| 3100 | 2014.01.14 06:55 | close | 989 | 1.00 | 103.297 | 104.366 | 102.966 | -13100.00 | 4372500.00 |
| 3101 | 2014.01.14 06:55 | buy | 990 | 1.00 | 103.300 | 0.000 | 0.000 | ||
| 3102 | 2014.01.14 06:55 | modify | 990 | 1.00 | 103.300 | 102.100 | 103.500 | ||
| 3103 | 2014.01.14 08:50 | close | 990 | 1.00 | 103.409 | 102.100 | 103.500 | 10900.00 | 4383400.00 |
| 3104 | 2014.01.14 20:40 | sell | 991 | 1.00 | 104.054 | 0.000 | 0.000 | ||
| 3105 | 2014.01.14 20:40 | modify | 991 | 1.00 | 104.054 | 105.254 | 103.854 | ||
| 3106 | 2014.01.15 01:55 | close | 991 | 1.00 | 104.199 | 105.254 | 103.854 | -14500.00 | 4368900.00 |
| 3107 | 2014.01.21 08:10 | buy | 992 | 1.00 | 104.542 | 0.000 | 0.000 | ||
| 3108 | 2014.01.21 08:10 | modify | 992 | 1.00 | 104.542 | 103.342 | 104.742 | ||
| 3109 | 2014.01.21 09:55 | close | 992 | 1.00 | 104.643 | 103.342 | 104.742 | 10100.00 | 4379000.00 |
| 3110 | 2014.01.21 23:00 | sell | 993 | 1.00 | 104.364 | 0.000 | 0.000 | ||
| 3111 | 2014.01.21 23:00 | modify | 993 | 1.00 | 104.364 | 105.564 | 104.164 | ||
| 3112 | 2014.01.22 00:05 | close | 993 | 1.00 | 104.305 | 105.564 | 104.164 | 5900.00 | 4384900.00 |
| 3113 | 2014.01.22 07:15 | sell | 994 | 1.00 | 104.382 | 0.000 | 0.000 | ||
| 3114 | 2014.01.22 07:15 | modify | 994 | 1.00 | 104.382 | 105.582 | 104.182 | ||
| 3115 | 2014.01.22 09:25 | close | 994 | 1.00 | 104.333 | 105.582 | 104.182 | 4900.00 | 4389800.00 |
| 3116 | 2014.02.03 19:00 | buy | 995 | 1.00 | 101.121 | 0.000 | 0.000 | ||
| 3117 | 2014.02.03 19:00 | modify | 995 | 1.00 | 101.121 | 99.921 | 101.321 | ||
| 3118 | 2014.02.03 19:55 | close | 995 | 1.00 | 101.232 | 99.921 | 101.321 | 11100.00 | 4400900.00 |
| 3119 | 2014.02.05 02:35 | buy | 996 | 1.00 | 101.476 | 0.000 | 0.000 | ||
| 3120 | 2014.02.05 02:35 | modify | 996 | 1.00 | 101.476 | 100.276 | 101.676 | ||
| 3121 | 2014.02.05 05:55 | close | 996 | 1.00 | 101.447 | 100.276 | 101.676 | -2900.00 | 4398000.00 |
| 3122 | 2014.02.12 02:15 | buy | 997 | 1.00 | 102.485 | 0.000 | 0.000 | ||
| 3123 | 2014.02.12 02:15 | modify | 997 | 1.00 | 102.485 | 101.285 | 102.685 | ||
| 3124 | 2014.02.12 03:55 | close | 997 | 1.00 | 102.549 | 101.285 | 102.685 | 6400.00 | 4404400.00 |
| 3125 | 2014.02.18 07:10 | sell | 998 | 1.00 | 102.648 | 0.000 | 0.000 | ||
| 3126 | 2014.02.18 07:10 | modify | 998 | 1.00 | 102.648 | 103.848 | 102.448 | ||
| 3127 | 2014.02.18 08:00 | close | 998 | 1.00 | 102.660 | 103.848 | 102.448 | -1200.00 | 4403200.00 |
| 3128 | 2014.03.03 01:35 | buy | 999 | 1.00 | 101.377 | 0.000 | 0.000 | ||
| 3129 | 2014.03.03 01:35 | modify | 999 | 1.00 | 101.377 | 100.177 | 101.577 | ||
| 3130 | 2014.03.03 04:15 | close | 999 | 1.00 | 101.426 | 100.177 | 101.577 | 4900.00 | 4408100.00 |
| 3131 | 2014.03.04 19:05 | sell | 1000 | 1.00 | 102.209 | 0.000 | 0.000 | ||
| 3132 | 2014.03.04 19:05 | modify | 1000 | 1.00 | 102.209 | 103.409 | 102.009 | ||
| 3133 | 2014.03.05 02:20 | close | 1000 | 1.00 | 102.228 | 103.409 | 102.009 | -1900.00 | 4406200.00 |
| 3134 | 2014.03.18 02:10 | sell | 1001 | 1.00 | 101.849 | 0.000 | 0.000 | ||
| 3135 | 2014.03.18 02:10 | modify | 1001 | 1.00 | 101.849 | 103.049 | 101.649 | ||
| 3136 | 2014.03.18 04:50 | close | 1001 | 1.00 | 101.742 | 103.049 | 101.649 | 10700.00 | 4416900.00 |
| 3137 | 2014.03.19 22:35 | sell | 1002 | 1.00 | 102.552 | 0.000 | 0.000 | ||
| 3138 | 2014.03.19 22:35 | modify | 1002 | 1.00 | 102.552 | 103.752 | 102.352 | ||
| 3139 | 2014.03.19 22:40 | close | 1002 | 1.00 | 102.531 | 103.752 | 102.352 | 2100.00 | 4419000.00 |
| 3140 | 2014.03.20 03:40 | buy | 1003 | 1.00 | 102.281 | 0.000 | 0.000 | ||
| 3141 | 2014.03.20 03:40 | modify | 1003 | 1.00 | 102.281 | 101.081 | 102.481 | ||
| 3142 | 2014.03.20 04:20 | close | 1003 | 1.00 | 102.421 | 101.081 | 102.481 | 14000.00 | 4433000.00 |
| 3143 | 2014.04.02 08:10 | buy | 1004 | 1.00 | 103.773 | 0.000 | 0.000 | ||
| 3144 | 2014.04.02 08:10 | modify | 1004 | 1.00 | 103.773 | 102.573 | 103.973 | ||
| 3145 | 2014.04.02 09:30 | close | 1004 | 1.00 | 103.838 | 102.573 | 103.973 | 6500.00 | 4439500.00 |
| 3146 | 2014.04.03 00:00 | sell | 1005 | 1.00 | 103.886 | 0.000 | 0.000 | ||
| 3147 | 2014.04.03 00:00 | modify | 1005 | 1.00 | 103.886 | 105.086 | 103.686 | ||
| 3148 | 2014.04.03 03:05 | close | 1005 | 1.00 | 103.832 | 105.086 | 103.686 | 5400.00 | 4444900.00 |
| 3149 | 2014.04.08 06:40 | sell | 1006 | 1.00 | 103.034 | 0.000 | 0.000 | ||
| 3150 | 2014.04.08 06:40 | modify | 1006 | 1.00 | 103.034 | 104.234 | 102.834 | ||