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 |
| 3151 | 2014.04.08 07:45 | close | 1006 | 1.00 | 102.926 | 104.234 | 102.834 | 10800.00 | 4455700.00 |
| 3152 | 2014.04.09 02:55 | sell | 1007 | 1.00 | 101.968 | 0.000 | 0.000 | ||
| 3153 | 2014.04.09 02:55 | modify | 1007 | 1.00 | 101.968 | 103.168 | 101.768 | ||
| 3154 | 2014.04.09 04:10 | close | 1007 | 1.00 | 101.890 | 103.168 | 101.768 | 7800.00 | 4463500.00 |
| 3155 | 2014.04.09 07:55 | sell | 1008 | 1.00 | 102.051 | 0.000 | 0.000 | ||
| 3156 | 2014.04.09 07:55 | modify | 1008 | 1.00 | 102.051 | 103.251 | 101.851 | ||
| 3157 | 2014.04.09 10:50 | close | 1008 | 1.00 | 101.977 | 103.251 | 101.851 | 7400.00 | 4470900.00 |
| 3158 | 2014.05.05 09:40 | sell | 1009 | 1.00 | 102.044 | 0.000 | 0.000 | ||
| 3159 | 2014.05.05 09:40 | modify | 1009 | 1.00 | 102.044 | 103.244 | 101.844 | ||
| 3160 | 2014.05.05 11:30 | close | 1009 | 1.00 | 101.996 | 103.244 | 101.844 | 4800.00 | 4475700.00 |
| 3161 | 2014.05.06 05:15 | buy | 1010 | 1.00 | 102.088 | 0.000 | 0.000 | ||
| 3162 | 2014.05.06 05:15 | modify | 1010 | 1.00 | 102.088 | 100.888 | 102.288 | ||
| 3163 | 2014.05.06 09:40 | close | 1010 | 1.00 | 102.055 | 100.888 | 102.288 | -3300.00 | 4472400.00 |
| 3164 | 2014.05.16 09:05 | sell | 1011 | 1.00 | 101.564 | 0.000 | 0.000 | ||
| 3165 | 2014.05.16 09:05 | modify | 1011 | 1.00 | 101.564 | 102.764 | 101.364 | ||
| 3166 | 2014.05.16 13:00 | close | 1011 | 1.00 | 101.501 | 102.764 | 101.364 | 6300.00 | 4478700.00 |
| 3167 | 2014.05.22 07:00 | sell | 1012 | 1.00 | 101.664 | 0.000 | 0.000 | ||
| 3168 | 2014.05.22 07:00 | modify | 1012 | 1.00 | 101.664 | 102.864 | 101.464 | ||
| 3169 | 2014.05.22 10:05 | close | 1012 | 1.00 | 101.572 | 102.864 | 101.464 | 9200.00 | 4487900.00 |
| 3170 | 2014.05.22 23:00 | buy | 1013 | 1.00 | 101.750 | 0.000 | 0.000 | ||
| 3171 | 2014.05.22 23:00 | modify | 1013 | 1.00 | 101.750 | 100.550 | 101.950 | ||
| 3172 | 2014.05.23 02:30 | close | 1013 | 1.00 | 101.792 | 100.550 | 101.950 | 4200.00 | 4492100.00 |
| 3173 | 2014.06.03 08:55 | buy | 1014 | 1.00 | 102.316 | 0.000 | 0.000 | ||
| 3174 | 2014.06.03 08:55 | modify | 1014 | 1.00 | 102.316 | 101.116 | 102.516 | ||
| 3175 | 2014.06.03 11:15 | close | 1014 | 1.00 | 102.357 | 101.116 | 102.516 | 4100.00 | 4496200.00 |
| 3176 | 2014.07.04 03:30 | buy | 1015 | 1.00 | 102.145 | 0.000 | 0.000 | ||
| 3177 | 2014.07.04 03:30 | modify | 1015 | 1.00 | 102.145 | 100.945 | 102.345 | ||
| 3178 | 2014.07.04 10:00 | close | 1015 | 1.00 | 102.083 | 100.945 | 102.345 | -6200.00 | 4490000.00 |
| 3179 | 2014.07.18 03:50 | sell | 1016 | 1.00 | 101.282 | 0.000 | 0.000 | ||
| 3180 | 2014.07.18 03:50 | modify | 1016 | 1.00 | 101.282 | 102.482 | 101.082 | ||
| 3181 | 2014.07.18 11:00 | close | 1016 | 1.00 | 101.417 | 102.482 | 101.082 | -13500.00 | 4476500.00 |
| 3182 | 2014.07.31 04:15 | buy | 1017 | 1.00 | 102.776 | 0.000 | 0.000 | ||
| 3183 | 2014.07.31 04:15 | modify | 1017 | 1.00 | 102.776 | 101.576 | 102.976 | ||
| 3184 | 2014.07.31 07:40 | close | 1017 | 1.00 | 102.792 | 101.576 | 102.976 | 1600.00 | 4478100.00 |
| 3185 | 2014.08.20 08:25 | sell | 1018 | 1.00 | 103.198 | 0.000 | 0.000 | ||
| 3186 | 2014.08.20 08:25 | modify | 1018 | 1.00 | 103.198 | 104.398 | 102.998 | ||
| 3187 | 2014.08.20 15:20 | close | 1018 | 1.00 | 103.261 | 104.398 | 102.998 | -6300.00 | 4471800.00 |
| 3188 | 2014.08.20 22:45 | sell | 1019 | 1.00 | 103.814 | 0.000 | 0.000 | ||
| 3189 | 2014.08.20 22:45 | modify | 1019 | 1.00 | 103.814 | 105.014 | 103.614 | ||
| 3190 | 2014.08.21 01:00 | close | 1019 | 1.00 | 103.709 | 105.014 | 103.614 | 10500.00 | 4482300.00 |
| 3191 | 2014.08.21 09:20 | buy | 1020 | 1.00 | 103.785 | 0.000 | 0.000 | ||
| 3192 | 2014.08.21 09:20 | modify | 1020 | 1.00 | 103.785 | 102.585 | 103.985 | ||
| 3193 | 2014.08.21 11:20 | close | 1020 | 1.00 | 103.891 | 102.585 | 103.985 | 10600.00 | 4492900.00 |
| 3194 | 2014.08.21 23:25 | sell | 1021 | 1.00 | 103.852 | 0.000 | 0.000 | ||
| 3195 | 2014.08.21 23:25 | modify | 1021 | 1.00 | 103.852 | 105.052 | 103.652 | ||
| 3196 | 2014.08.22 05:20 | close | 1021 | 1.00 | 103.882 | 105.052 | 103.652 | -3000.00 | 4489900.00 |
| 3197 | 2014.08.22 05:30 | buy | 1022 | 1.00 | 103.846 | 0.000 | 0.000 | ||
| 3198 | 2014.08.22 05:30 | modify | 1022 | 1.00 | 103.846 | 102.646 | 104.046 | ||
| 3199 | 2014.08.22 10:20 | close | 1022 | 1.00 | 103.731 | 102.646 | 104.046 | -11500.00 | 4478400.00 |
| 3200 | 2014.08.25 08:30 | buy | 1023 | 1.00 | 104.176 | 0.000 | 0.000 | ||
| 3201 | 2014.08.25 08:30 | modify | 1023 | 1.00 | 104.176 | 102.976 | 104.376 | ||
| 3202 | 2014.08.25 15:45 | close | 1023 | 1.00 | 103.999 | 102.976 | 104.376 | -17700.00 | 4460700.00 |
| 3203 | 2014.08.25 23:20 | sell | 1024 | 1.00 | 104.019 | 0.000 | 0.000 | ||
| 3204 | 2014.08.25 23:20 | modify | 1024 | 1.00 | 104.019 | 105.219 | 103.819 | ||
| 3205 | 2014.08.26 04:00 | close | 1024 | 1.00 | 104.036 | 105.219 | 103.819 | -1700.00 | 4459000.00 |
| 3206 | 2014.09.01 09:40 | buy | 1025 | 1.00 | 104.112 | 0.000 | 0.000 | ||
| 3207 | 2014.09.01 09:40 | modify | 1025 | 1.00 | 104.112 | 102.912 | 104.312 | ||
| 3208 | 2014.09.01 12:10 | close | 1025 | 1.00 | 104.183 | 102.912 | 104.312 | 7100.00 | 4466100.00 |
| 3209 | 2014.09.02 06:15 | sell | 1026 | 1.00 | 104.759 | 0.000 | 0.000 | ||
| 3210 | 2014.09.02 06:15 | modify | 1026 | 1.00 | 104.759 | 105.959 | 104.559 | ||
| 3211 | 2014.09.02 11:30 | close | 1026 | 1.00 | 104.780 | 105.959 | 104.559 | -2100.00 | 4464000.00 |
| 3212 | 2014.09.03 08:05 | buy | 1027 | 1.00 | 105.102 | 0.000 | 0.000 | ||
| 3213 | 2014.09.03 08:05 | modify | 1027 | 1.00 | 105.102 | 103.902 | 105.302 | ||
| 3214 | 2014.09.03 11:05 | close | 1027 | 1.00 | 105.117 | 103.902 | 105.302 | 1500.00 | 4465500.00 |
| 3215 | 2014.09.05 04:25 | buy | 1028 | 1.00 | 105.304 | 0.000 | 0.000 | ||
| 3216 | 2014.09.05 04:25 | modify | 1028 | 1.00 | 105.304 | 104.104 | 105.504 | ||
| 3217 | 2014.09.05 11:35 | close | 1028 | 1.00 | 105.249 | 104.104 | 105.504 | -5500.00 | 4460000.00 |
| 3218 | 2014.09.09 00:25 | sell | 1029 | 1.00 | 106.074 | 0.000 | 0.000 | ||
| 3219 | 2014.09.09 00:25 | modify | 1029 | 1.00 | 106.074 | 107.274 | 105.874 | ||
| 3220 | 2014.09.09 00:55 | close | 1029 | 1.00 | 106.003 | 107.274 | 105.874 | 7100.00 | 4467100.00 |
| 3221 | 2014.09.09 22:15 | buy | 1030 | 1.00 | 106.297 | 0.000 | 0.000 | ||
| 3222 | 2014.09.09 22:15 | modify | 1030 | 1.00 | 106.297 | 105.097 | 106.497 | ||
| 3223 | 2014.09.10 00:45 | close | 1030 | 1.00 | 106.250 | 105.097 | 106.497 | -4700.00 | 4462400.00 |
| 3224 | 2014.09.11 03:15 | buy | 1031 | 1.00 | 106.732 | 0.000 | 0.000 | ||
| 3225 | 2014.09.11 03:15 | modify | 1031 | 1.00 | 106.732 | 105.532 | 106.932 | ||
| 3226 | 2014.09.11 07:25 | close | 1031 | 1.00 | 106.824 | 105.532 | 106.932 | 9200.00 | 4471600.00 |
| 3227 | 2014.09.11 22:50 | sell | 1032 | 1.00 | 107.096 | 0.000 | 0.000 | ||
| 3228 | 2014.09.11 22:50 | modify | 1032 | 1.00 | 107.096 | 108.296 | 106.896 | ||
| 3229 | 2014.09.12 00:05 | close | 1032 | 1.00 | 107.045 | 108.296 | 106.896 | 5100.00 | 4476700.00 |
| 3230 | 2014.09.12 08:05 | buy | 1033 | 1.00 | 107.231 | 0.000 | 0.000 | ||
| 3231 | 2014.09.12 08:05 | modify | 1033 | 1.00 | 107.231 | 106.031 | 107.431 | ||
| 3232 | 2014.09.12 14:50 | close | 1033 | 1.00 | 107.233 | 106.031 | 107.431 | 200.00 | 4476900.00 |
| 3233 | 2014.09.26 05:05 | sell | 1034 | 1.00 | 108.746 | 0.000 | 0.000 | ||
| 3234 | 2014.09.26 05:05 | modify | 1034 | 1.00 | 108.746 | 109.946 | 108.546 | ||
| 3235 | 2014.09.26 10:20 | close | 1034 | 1.00 | 108.938 | 109.946 | 108.546 | -19200.00 | 4457700.00 |
| 3236 | 2014.10.02 09:50 | sell | 1035 | 1.00 | 108.930 | 0.000 | 0.000 | ||
| 3237 | 2014.10.02 09:50 | modify | 1035 | 1.00 | 108.930 | 110.130 | 108.730 | ||
| 3238 | 2014.10.02 10:05 | modify | 1035 | 1.00 | 108.930 | 109.229 | 108.730 | ||
| 3239 | 2014.10.02 10:45 | close | 1035 | 1.00 | 108.806 | 109.229 | 108.730 | 12400.00 | 4470100.00 |
| 3240 | 2014.10.03 02:50 | sell | 1036 | 1.00 | 108.535 | 0.000 | 0.000 | ||
| 3241 | 2014.10.03 02:50 | modify | 1036 | 1.00 | 108.535 | 109.735 | 108.335 | ||
| 3242 | 2014.10.03 06:30 | close | 1036 | 1.00 | 108.760 | 109.735 | 108.335 | -22500.00 | 4447600.00 |
| 3243 | 2014.10.06 03:15 | buy | 1037 | 1.00 | 109.678 | 0.000 | 0.000 | ||
| 3244 | 2014.10.06 03:15 | modify | 1037 | 1.00 | 109.678 | 108.478 | 109.878 | ||
| 3245 | 2014.10.06 10:25 | close | 1037 | 1.00 | 109.367 | 108.478 | 109.878 | -31100.00 | 4416500.00 |
| 3246 | 2014.10.08 03:30 | sell | 1038 | 1.00 | 108.264 | 0.000 | 0.000 | ||
| 3247 | 2014.10.08 03:30 | modify | 1038 | 1.00 | 108.264 | 109.464 | 108.064 | ||
| 3248 | 2014.10.08 09:45 | close | 1038 | 1.00 | 108.349 | 109.464 | 108.064 | -8500.00 | 4408000.00 |
| 3249 | 2014.10.08 20:20 | sell | 1039 | 1.00 | 108.586 | 0.000 | 0.000 | ||
| 3250 | 2014.10.08 20:20 | modify | 1039 | 1.00 | 108.586 | 109.786 | 108.386 | ||
| 3251 | 2014.10.08 21:01 | t/p | 1039 | 1.00 | 108.387 | 109.786 | 108.386 | 19900.00 | 4427900.00 |
| 3252 | 2014.10.17 06:40 | buy | 1040 | 1.00 | 106.161 | 0.000 | 0.000 | ||
| 3253 | 2014.10.17 06:40 | modify | 1040 | 1.00 | 106.161 | 104.961 | 106.361 | ||
| 3254 | 2014.10.17 07:20 | close | 1040 | 1.00 | 106.282 | 104.961 | 106.361 | 12100.00 | 4440000.00 |
| 3255 | 2014.10.21 00:05 | sell | 1041 | 1.00 | 106.968 | 0.000 | 0.000 | ||
| 3256 | 2014.10.21 00:05 | modify | 1041 | 1.00 | 106.968 | 108.168 | 106.768 | ||
| 3257 | 2014.10.21 03:05 | close | 1041 | 1.00 | 106.853 | 108.168 | 106.768 | 11500.00 | 4451500.00 |
| 3258 | 2014.10.21 23:05 | sell | 1042 | 1.00 | 106.918 | 0.000 | 0.000 | ||
| 3259 | 2014.10.21 23:05 | modify | 1042 | 1.00 | 106.918 | 108.118 | 106.718 | ||
| 3260 | 2014.10.22 02:30 | close | 1042 | 1.00 | 106.990 | 108.118 | 106.718 | -7200.00 | 4444300.00 |
| 3261 | 2014.10.23 22:10 | buy | 1043 | 1.00 | 108.079 | 0.000 | 0.000 | ||
| 3262 | 2014.10.23 22:10 | modify | 1043 | 1.00 | 108.079 | 106.879 | 108.279 | ||
| 3263 | 2014.10.23 22:35 | close | 1043 | 1.00 | 108.184 | 106.879 | 108.279 | 10500.00 | 4454800.00 |
| 3264 | 2014.10.29 22:40 | sell | 1044 | 1.00 | 108.874 | 0.000 | 0.000 | ||
| 3265 | 2014.10.29 22:40 | modify | 1044 | 1.00 | 108.874 | 110.074 | 108.674 | ||
| 3266 | 2014.10.29 23:05 | close | 1044 | 1.00 | 108.864 | 110.074 | 108.674 | 1000.00 | 4455800.00 |
| 3267 | 2014.10.29 23:10 | sell | 1045 | 1.00 | 108.947 | 0.000 | 0.000 | ||
| 3268 | 2014.10.29 23:10 | modify | 1045 | 1.00 | 108.947 | 110.147 | 108.747 | ||
| 3269 | 2014.10.29 23:15 | close | 1045 | 1.00 | 108.925 | 110.147 | 108.747 | 2200.00 | 4458000.00 |
| 3270 | 2014.11.03 08:30 | buy | 1046 | 1.00 | 112.637 | 0.000 | 0.000 | ||
| 3271 | 2014.11.03 08:30 | modify | 1046 | 1.00 | 112.637 | 111.437 | 112.837 | ||
| 3272 | 2014.11.03 09:30 | close | 1046 | 1.00 | 112.769 | 111.437 | 112.837 | 13200.00 | 4471200.00 |
| 3273 | 2014.11.03 21:35 | buy | 1047 | 1.00 | 113.669 | 0.000 | 0.000 | ||
| 3274 | 2014.11.03 21:35 | modify | 1047 | 1.00 | 113.669 | 112.469 | 113.869 | ||
| 3275 | 2014.11.03 21:50 | close | 1047 | 1.00 | 113.803 | 112.469 | 113.869 | 13400.00 | 4484600.00 |
| 3276 | 2014.11.04 02:05 | buy | 1048 | 1.00 | 113.556 | 0.000 | 0.000 | ||
| 3277 | 2014.11.04 02:05 | modify | 1048 | 1.00 | 113.556 | 112.356 | 113.756 | ||
| 3278 | 2014.11.04 02:35 | modify | 1048 | 1.00 | 113.556 | 113.265 | 113.756 | ||
| 3279 | 2014.11.04 02:40 | close | 1048 | 1.00 | 113.701 | 113.265 | 113.756 | 14500.00 | 4499100.00 |
| 3280 | 2014.11.05 08:10 | sell | 1049 | 1.00 | 114.304 | 0.000 | 0.000 | ||
| 3281 | 2014.11.05 08:10 | modify | 1049 | 1.00 | 114.304 | 115.504 | 114.104 | ||
| 3282 | 2014.11.05 08:45 | close | 1049 | 1.00 | 114.171 | 115.504 | 114.104 | 13300.00 | 4512400.00 |
| 3283 | 2014.11.11 03:40 | buy | 1050 | 1.00 | 114.650 | 0.000 | 0.000 | ||
| 3284 | 2014.11.11 03:40 | modify | 1050 | 1.00 | 114.650 | 113.450 | 114.850 | ||
| 3285 | 2014.11.11 04:10 | close | 1050 | 1.00 | 114.783 | 113.450 | 114.850 | 13300.00 | 4525700.00 |
| 3286 | 2014.11.14 19:15 | buy | 1051 | 1.00 | 116.254 | 0.000 | 0.000 | ||
| 3287 | 2014.11.14 19:15 | modify | 1051 | 1.00 | 116.254 | 115.054 | 116.454 | ||
| 3288 | 2014.11.14 19:40 | modify | 1051 | 1.00 | 116.254 | 115.961 | 116.454 | ||
| 3289 | 2014.11.14 22:00 | close | 1051 | 1.00 | 116.239 | 115.961 | 116.454 | -1500.00 | 4524200.00 |
| 3290 | 2014.11.17 04:15 | buy | 1052 | 1.00 | 115.849 | 0.000 | 0.000 | ||
| 3291 | 2014.11.17 04:15 | modify | 1052 | 1.00 | 115.849 | 114.649 | 116.049 | ||
| 3292 | 2014.11.17 09:25 | close | 1052 | 1.00 | 115.891 | 114.649 | 116.049 | 4200.00 | 4528400.00 |
| 3293 | 2014.11.20 23:45 | sell | 1053 | 1.00 | 118.143 | 0.000 | 0.000 | ||
| 3294 | 2014.11.20 23:45 | modify | 1053 | 1.00 | 118.143 | 119.343 | 117.943 | ||
| 3295 | 2014.11.21 02:10 | close | 1053 | 1.00 | 118.177 | 119.343 | 117.943 | -3400.00 | 4525000.00 |
| 3296 | 2014.11.28 08:20 | buy | 1054 | 1.00 | 118.157 | 0.000 | 0.000 | ||
| 3297 | 2014.11.28 08:20 | modify | 1054 | 1.00 | 118.157 | 116.957 | 118.357 | ||
| 3298 | 2014.11.28 13:00 | close | 1054 | 1.00 | 118.205 | 116.957 | 118.357 | 4800.00 | 4529800.00 |
| 3299 | 2014.12.03 06:20 | buy | 1055 | 1.00 | 119.175 | 0.000 | 0.000 | ||
| 3300 | 2014.12.03 06:20 | modify | 1055 | 1.00 | 119.175 | 117.975 | 119.375 | ||