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 |
| 3301 | 2014.12.03 08:50 | modify | 1055 | 1.00 | 119.175 | 118.886 | 119.375 | ||
| 3302 | 2014.12.03 08:55 | close | 1055 | 1.00 | 119.298 | 118.886 | 119.375 | 12300.00 | 4542100.00 |
| 3303 | 2014.12.08 08:45 | buy | 1056 | 1.00 | 121.357 | 0.000 | 0.000 | ||
| 3304 | 2014.12.08 08:45 | modify | 1056 | 1.00 | 121.357 | 120.157 | 121.557 | ||
| 3305 | 2014.12.08 09:30 | modify | 1056 | 1.00 | 121.357 | 121.070 | 121.557 | ||
| 3306 | 2014.12.08 11:13 | s/l | 1056 | 1.00 | 121.070 | 121.070 | 121.557 | -28700.00 | 4513400.00 |
| 3307 | 2014.12.08 23:20 | sell | 1057 | 1.00 | 120.790 | 0.000 | 0.000 | ||
| 3308 | 2014.12.08 23:20 | modify | 1057 | 1.00 | 120.790 | 121.990 | 120.590 | ||
| 3309 | 2014.12.09 00:25 | modify | 1057 | 1.00 | 120.790 | 121.076 | 120.590 | ||
| 3310 | 2014.12.09 00:30 | modify | 1057 | 1.00 | 120.790 | 121.072 | 120.590 | ||
| 3311 | 2014.12.09 00:35 | close | 1057 | 1.00 | 120.664 | 121.072 | 120.590 | 12600.00 | 4526000.00 |
| 3312 | 2014.12.09 02:45 | sell | 1058 | 1.00 | 120.889 | 0.000 | 0.000 | ||
| 3313 | 2014.12.09 02:45 | modify | 1058 | 1.00 | 120.889 | 122.089 | 120.689 | ||
| 3314 | 2014.12.09 03:35 | modify | 1058 | 1.00 | 120.889 | 121.179 | 120.689 | ||
| 3315 | 2014.12.09 03:50 | close | 1058 | 1.00 | 120.740 | 121.179 | 120.689 | 14900.00 | 4540900.00 |
| 3316 | 2014.12.09 22:15 | sell | 1059 | 1.00 | 119.703 | 0.000 | 0.000 | ||
| 3317 | 2014.12.09 22:15 | modify | 1059 | 1.00 | 119.703 | 120.903 | 119.503 | ||
| 3318 | 2014.12.09 22:40 | modify | 1059 | 1.00 | 119.703 | 119.991 | 119.503 | ||
| 3319 | 2014.12.09 22:55 | close | 1059 | 1.00 | 119.567 | 119.991 | 119.503 | 13600.00 | 4554500.00 |
| 3320 | 2014.12.11 03:50 | sell | 1060 | 1.00 | 118.305 | 0.000 | 0.000 | ||
| 3321 | 2014.12.11 03:50 | modify | 1060 | 1.00 | 118.305 | 119.505 | 118.105 | ||
| 3322 | 2014.12.11 03:55 | close | 1060 | 1.00 | 118.185 | 119.505 | 118.105 | 12000.00 | 4566500.00 |
| 3323 | 2014.12.11 21:55 | buy | 1061 | 1.00 | 119.113 | 0.000 | 0.000 | ||
| 3324 | 2014.12.11 21:55 | modify | 1061 | 1.00 | 119.113 | 117.913 | 119.313 | ||
| 3325 | 2014.12.11 22:15 | close | 1061 | 1.00 | 119.238 | 117.913 | 119.313 | 12500.00 | 4579000.00 |
| 3326 | 2014.12.11 23:05 | buy | 1062 | 1.00 | 118.909 | 0.000 | 0.000 | ||
| 3327 | 2014.12.11 23:05 | modify | 1062 | 1.00 | 118.909 | 117.709 | 119.109 | ||
| 3328 | 2014.12.11 23:15 | modify | 1062 | 1.00 | 118.909 | 118.627 | 119.109 | ||
| 3329 | 2014.12.11 23:48 | s/l | 1062 | 1.00 | 118.617 | 118.627 | 119.109 | -29200.00 | 4549800.00 |
| 3330 | 2014.12.16 08:00 | buy | 1063 | 1.00 | 117.188 | 0.000 | 0.000 | ||
| 3331 | 2014.12.16 08:00 | modify | 1063 | 1.00 | 117.188 | 115.988 | 117.388 | ||
| 3332 | 2014.12.16 08:35 | close | 1063 | 1.00 | 117.328 | 115.988 | 117.388 | 14000.00 | 4563800.00 |
| 3333 | 2014.12.18 04:45 | buy | 1064 | 1.00 | 118.508 | 0.000 | 0.000 | ||
| 3334 | 2014.12.18 04:45 | modify | 1064 | 1.00 | 118.508 | 117.308 | 118.708 | ||
| 3335 | 2014.12.18 08:10 | close | 1064 | 1.00 | 118.618 | 117.308 | 118.708 | 11000.00 | 4574800.00 |
| 3336 | 2015.01.06 22:15 | sell | 1065 | 1.00 | 118.756 | 0.000 | 0.000 | ||
| 3337 | 2015.01.06 22:15 | modify | 1065 | 1.00 | 118.756 | 119.956 | 118.556 | ||
| 3338 | 2015.01.06 22:55 | close | 1065 | 1.00 | 118.623 | 119.956 | 118.556 | 13300.00 | 4588100.00 |
| 3339 | 2015.01.08 04:25 | sell | 1066 | 1.00 | 119.705 | 0.000 | 0.000 | ||
| 3340 | 2015.01.08 04:25 | modify | 1066 | 1.00 | 119.705 | 120.905 | 119.505 | ||
| 3341 | 2015.01.08 10:05 | close | 1066 | 1.00 | 119.746 | 120.905 | 119.505 | -4100.00 | 4584000.00 |
| 3342 | 2015.01.13 06:35 | sell | 1067 | 1.00 | 118.251 | 0.000 | 0.000 | ||
| 3343 | 2015.01.13 06:35 | modify | 1067 | 1.00 | 118.251 | 119.451 | 118.051 | ||
| 3344 | 2015.01.13 07:45 | modify | 1067 | 1.00 | 118.251 | 119.451 | 118.151 | ||
| 3345 | 2015.01.13 09:25 | close | 1067 | 1.00 | 118.402 | 119.451 | 118.151 | -15100.00 | 4568900.00 |
| 3346 | 2015.01.19 03:20 | buy | 1068 | 1.00 | 117.194 | 0.000 | 0.000 | ||
| 3347 | 2015.01.19 03:20 | modify | 1068 | 1.00 | 117.194 | 115.994 | 117.394 | ||
| 3348 | 2015.01.19 07:30 | close | 1068 | 1.00 | 117.209 | 115.994 | 117.394 | 1500.00 | 4570400.00 |
| 3349 | 2015.01.22 22:05 | sell | 1069 | 1.00 | 118.423 | 0.000 | 0.000 | ||
| 3350 | 2015.01.22 22:05 | modify | 1069 | 1.00 | 118.423 | 119.623 | 118.223 | ||
| 3351 | 2015.01.22 23:05 | close | 1069 | 1.00 | 118.614 | 119.623 | 118.223 | -19100.00 | 4551300.00 |
| 3352 | 2015.01.27 20:20 | sell | 1070 | 1.00 | 117.959 | 0.000 | 0.000 | ||
| 3353 | 2015.01.27 20:20 | modify | 1070 | 1.00 | 117.959 | 119.159 | 117.759 | ||
| 3354 | 2015.01.27 20:55 | modify | 1070 | 1.00 | 117.959 | 118.245 | 117.759 | ||
| 3355 | 2015.01.27 21:00 | close | 1070 | 1.00 | 117.826 | 118.245 | 117.759 | 13300.00 | 4564600.00 |
| 3356 | 2015.02.02 22:40 | sell | 1071 | 1.00 | 117.434 | 0.000 | 0.000 | ||
| 3357 | 2015.02.02 22:40 | modify | 1071 | 1.00 | 117.434 | 118.634 | 117.234 | ||
| 3358 | 2015.02.03 02:10 | close | 1071 | 1.00 | 117.494 | 118.634 | 117.234 | -6000.00 | 4558600.00 |
| 3359 | 2015.02.04 07:20 | buy | 1072 | 1.00 | 117.676 | 0.000 | 0.000 | ||
| 3360 | 2015.02.04 07:20 | modify | 1072 | 1.00 | 117.676 | 116.476 | 117.876 | ||
| 3361 | 2015.02.04 11:55 | modify | 1072 | 1.00 | 117.676 | 116.476 | 117.776 | ||
| 3362 | 2015.02.04 13:15 | close | 1072 | 1.00 | 117.482 | 116.476 | 117.776 | -19400.00 | 4539200.00 |
| 3363 | 2015.02.11 02:15 | buy | 1073 | 1.00 | 119.306 | 0.000 | 0.000 | ||
| 3364 | 2015.02.11 02:15 | modify | 1073 | 1.00 | 119.306 | 118.106 | 119.506 | ||
| 3365 | 2015.02.11 02:55 | modify | 1073 | 1.00 | 119.306 | 119.017 | 119.506 | ||
| 3366 | 2015.02.11 03:04 | t/p | 1073 | 1.00 | 119.510 | 119.017 | 119.506 | 20400.00 | 4559600.00 |
| 3367 | 2015.02.12 02:05 | buy | 1074 | 1.00 | 120.118 | 0.000 | 0.000 | ||
| 3368 | 2015.02.12 02:05 | modify | 1074 | 1.00 | 120.118 | 118.918 | 120.318 | ||
| 3369 | 2015.02.12 04:30 | close | 1074 | 1.00 | 120.138 | 118.918 | 120.318 | 2000.00 | 4561600.00 |
| 3370 | 2015.02.18 04:50 | buy | 1075 | 1.00 | 119.048 | 0.000 | 0.000 | ||
| 3371 | 2015.02.18 04:50 | modify | 1075 | 1.00 | 119.048 | 117.848 | 119.248 | ||
| 3372 | 2015.02.18 05:00 | close | 1075 | 1.00 | 119.185 | 117.848 | 119.248 | 13700.00 | 4575300.00 |
| 3373 | 2015.02.18 22:40 | buy | 1076 | 1.00 | 118.574 | 0.000 | 0.000 | ||
| 3374 | 2015.02.18 22:40 | modify | 1076 | 1.00 | 118.574 | 117.374 | 118.774 | ||
| 3375 | 2015.02.18 23:05 | modify | 1076 | 1.00 | 118.574 | 118.288 | 118.774 | ||
| 3376 | 2015.02.18 23:15 | close | 1076 | 1.00 | 118.704 | 118.288 | 118.774 | 13000.00 | 4588300.00 |
| 3377 | 2015.02.19 07:45 | sell | 1077 | 1.00 | 118.712 | 0.000 | 0.000 | ||
| 3378 | 2015.02.19 07:45 | modify | 1077 | 1.00 | 118.712 | 119.912 | 118.512 | ||
| 3379 | 2015.02.19 10:25 | close | 1077 | 1.00 | 118.636 | 119.912 | 118.512 | 7600.00 | 4595900.00 |
| 3380 | 2015.02.25 08:30 | sell | 1078 | 1.00 | 118.830 | 0.000 | 0.000 | ||
| 3381 | 2015.02.25 08:30 | modify | 1078 | 1.00 | 118.830 | 120.030 | 118.630 | ||
| 3382 | 2015.02.25 09:05 | modify | 1078 | 1.00 | 118.830 | 119.120 | 118.630 | ||
| 3383 | 2015.02.25 09:10 | close | 1078 | 1.00 | 118.691 | 119.120 | 118.630 | 13900.00 | 4609800.00 |
| 3384 | 2015.02.27 02:20 | buy | 1079 | 1.00 | 119.255 | 0.000 | 0.000 | ||
| 3385 | 2015.02.27 02:20 | modify | 1079 | 1.00 | 119.255 | 118.055 | 119.455 | ||
| 3386 | 2015.02.27 08:20 | close | 1079 | 1.00 | 119.222 | 118.055 | 119.455 | -3300.00 | 4606500.00 |
| 3387 | 2015.03.02 07:40 | buy | 1080 | 1.00 | 119.798 | 0.000 | 0.000 | ||
| 3388 | 2015.03.02 07:40 | modify | 1080 | 1.00 | 119.798 | 118.598 | 119.998 | ||
| 3389 | 2015.03.02 09:50 | close | 1080 | 1.00 | 119.904 | 118.598 | 119.998 | 10600.00 | 4617100.00 |
| 3390 | 2015.03.03 03:10 | buy | 1081 | 1.00 | 120.054 | 0.000 | 0.000 | ||
| 3391 | 2015.03.03 03:10 | modify | 1081 | 1.00 | 120.054 | 118.854 | 120.254 | ||
| 3392 | 2015.03.03 05:35 | modify | 1081 | 1.00 | 120.054 | 118.854 | 120.154 | ||
| 3393 | 2015.03.03 10:05 | close | 1081 | 1.00 | 119.810 | 118.854 | 120.154 | -24400.00 | 4592700.00 |
| 3394 | 2015.03.03 21:35 | sell | 1082 | 1.00 | 119.673 | 0.000 | 0.000 | ||
| 3395 | 2015.03.03 21:35 | modify | 1082 | 1.00 | 119.673 | 120.873 | 119.473 | ||
| 3396 | 2015.03.04 00:45 | close | 1082 | 1.00 | 119.680 | 120.873 | 119.473 | -700.00 | 4592000.00 |
| 3397 | 2015.03.06 21:30 | buy | 1083 | 1.00 | 120.650 | 0.000 | 0.000 | ||
| 3398 | 2015.03.06 21:30 | modify | 1083 | 1.00 | 120.650 | 119.450 | 120.850 | ||
| 3399 | 2015.03.06 22:00 | close | 1083 | 1.00 | 120.684 | 119.450 | 120.850 | 3400.00 | 4595400.00 |
| 3400 | 2015.03.09 03:20 | buy | 1084 | 1.00 | 120.619 | 0.000 | 0.000 | ||
| 3401 | 2015.03.09 03:20 | modify | 1084 | 1.00 | 120.619 | 119.419 | 120.819 | ||
| 3402 | 2015.03.09 03:45 | modify | 1084 | 1.00 | 120.619 | 120.326 | 120.819 | ||
| 3403 | 2015.03.09 03:55 | close | 1084 | 1.00 | 120.758 | 120.326 | 120.819 | 13900.00 | 4609300.00 |
| 3404 | 2015.03.11 03:45 | sell | 1085 | 1.00 | 121.266 | 0.000 | 0.000 | ||
| 3405 | 2015.03.11 03:45 | modify | 1085 | 1.00 | 121.266 | 122.466 | 121.066 | ||
| 3406 | 2015.03.11 08:15 | close | 1085 | 1.00 | 121.361 | 122.466 | 121.066 | -9500.00 | 4599800.00 |
| 3407 | 2015.03.19 07:25 | sell | 1086 | 1.00 | 120.404 | 0.000 | 0.000 | ||
| 3408 | 2015.03.19 07:25 | modify | 1086 | 1.00 | 120.404 | 121.604 | 120.204 | ||
| 3409 | 2015.03.19 13:05 | close | 1086 | 1.00 | 120.470 | 121.604 | 120.204 | -6600.00 | 4593200.00 |
| 3410 | 2015.03.19 23:35 | buy | 1087 | 1.00 | 120.734 | 0.000 | 0.000 | ||
| 3411 | 2015.03.19 23:35 | modify | 1087 | 1.00 | 120.734 | 119.534 | 120.934 | ||
| 3412 | 2015.03.20 01:10 | close | 1087 | 1.00 | 120.853 | 119.534 | 120.934 | 11900.00 | 4605100.00 |
| 3413 | 2015.03.20 20:10 | buy | 1088 | 1.00 | 120.114 | 0.000 | 0.000 | ||
| 3414 | 2015.03.20 20:10 | modify | 1088 | 1.00 | 120.114 | 118.914 | 120.314 | ||
| 3415 | 2015.03.20 23:00 | close | 1088 | 1.00 | 120.022 | 118.914 | 120.314 | -9200.00 | 4595900.00 |
| 3416 | 2015.03.27 02:45 | buy | 1089 | 1.00 | 119.152 | 0.000 | 0.000 | ||
| 3417 | 2015.03.27 02:45 | modify | 1089 | 1.00 | 119.152 | 117.952 | 119.352 | ||
| 3418 | 2015.03.27 04:50 | close | 1089 | 1.00 | 119.287 | 117.952 | 119.352 | 13500.00 | 4609400.00 |
| 3419 | 2015.03.31 02:35 | buy | 1090 | 1.00 | 120.042 | 0.000 | 0.000 | ||
| 3420 | 2015.03.31 02:35 | modify | 1090 | 1.00 | 120.042 | 118.842 | 120.242 | ||
| 3421 | 2015.03.31 04:05 | close | 1090 | 1.00 | 120.153 | 118.842 | 120.242 | 11100.00 | 4620500.00 |
| 3422 | 2015.03.31 09:05 | buy | 1091 | 1.00 | 120.045 | 0.000 | 0.000 | ||
| 3423 | 2015.03.31 09:05 | modify | 1091 | 1.00 | 120.045 | 118.845 | 120.245 | ||
| 3424 | 2015.03.31 09:50 | modify | 1091 | 1.00 | 120.045 | 119.751 | 120.245 | ||
| 3425 | 2015.03.31 10:10 | modify | 1091 | 1.00 | 120.045 | 119.761 | 120.245 | ||
| 3426 | 2015.03.31 10:15 | close | 1091 | 1.00 | 120.199 | 119.761 | 120.245 | 15400.00 | 4635900.00 |
| 3427 | 2015.04.01 23:05 | sell | 1092 | 1.00 | 119.709 | 0.000 | 0.000 | ||
| 3428 | 2015.04.01 23:05 | modify | 1092 | 1.00 | 119.709 | 120.909 | 119.509 | ||
| 3429 | 2015.04.02 00:30 | close | 1092 | 1.00 | 119.669 | 120.909 | 119.509 | 4000.00 | 4639900.00 |
| 3430 | 2015.04.06 04:05 | sell | 1093 | 1.00 | 119.076 | 0.000 | 0.000 | ||
| 3431 | 2015.04.06 04:05 | modify | 1093 | 1.00 | 119.076 | 120.276 | 118.876 | ||
| 3432 | 2015.04.06 06:40 | close | 1093 | 1.00 | 119.053 | 120.276 | 118.876 | 2300.00 | 4642200.00 |
| 3433 | 2015.04.08 04:25 | buy | 1094 | 1.00 | 120.169 | 0.000 | 0.000 | ||
| 3434 | 2015.04.08 04:25 | modify | 1094 | 1.00 | 120.169 | 118.969 | 120.369 | ||
| 3435 | 2015.04.08 07:55 | modify | 1094 | 1.00 | 120.169 | 118.969 | 120.269 | ||
| 3436 | 2015.04.08 11:30 | close | 1094 | 1.00 | 119.983 | 118.969 | 120.269 | -18600.00 | 4623600.00 |
| 3437 | 2015.04.09 22:15 | sell | 1095 | 1.00 | 120.735 | 0.000 | 0.000 | ||
| 3438 | 2015.04.09 22:15 | modify | 1095 | 1.00 | 120.735 | 121.935 | 120.535 | ||
| 3439 | 2015.04.09 23:15 | close | 1095 | 1.00 | 120.597 | 121.935 | 120.535 | 13800.00 | 4637400.00 |
| 3440 | 2015.04.10 03:35 | buy | 1096 | 1.00 | 120.464 | 0.000 | 0.000 | ||
| 3441 | 2015.04.10 03:35 | modify | 1096 | 1.00 | 120.464 | 119.264 | 120.664 | ||
| 3442 | 2015.04.10 04:35 | close | 1096 | 1.00 | 120.596 | 119.264 | 120.664 | 13200.00 | 4650600.00 |
| 3443 | 2015.05.13 23:25 | sell | 1097 | 1.00 | 119.187 | 0.000 | 0.000 | ||
| 3444 | 2015.05.13 23:25 | modify | 1097 | 1.00 | 119.187 | 120.387 | 118.987 | ||
| 3445 | 2015.05.14 01:50 | close | 1097 | 1.00 | 119.132 | 120.387 | 118.987 | 5500.00 | 4656100.00 |
| 3446 | 2015.05.14 02:30 | sell | 1098 | 1.00 | 119.230 | 0.000 | 0.000 | ||
| 3447 | 2015.05.14 02:30 | modify | 1098 | 1.00 | 119.230 | 120.430 | 119.030 | ||
| 3448 | 2015.05.14 04:20 | close | 1098 | 1.00 | 119.166 | 120.430 | 119.030 | 6400.00 | 4662500.00 |
| 3449 | 2015.05.19 02:15 | buy | 1099 | 1.00 | 119.919 | 0.000 | 0.000 | ||
| 3450 | 2015.05.19 02:15 | modify | 1099 | 1.00 | 119.919 | 118.719 | 120.119 | ||