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 |
| 3451 | 2015.05.19 04:50 | close | 1099 | 1.00 | 119.977 | 118.719 | 120.119 | 5800.00 | 4668300.00 |
| 3452 | 2015.05.21 03:45 | buy | 1100 | 1.00 | 121.133 | 0.000 | 0.000 | ||
| 3453 | 2015.05.21 03:45 | modify | 1100 | 1.00 | 121.133 | 119.933 | 121.333 | ||
| 3454 | 2015.05.21 05:00 | close | 1100 | 1.00 | 121.205 | 119.933 | 121.333 | 7200.00 | 4675500.00 |
| 3455 | 2015.05.25 23:30 | sell | 1101 | 1.00 | 121.541 | 0.000 | 0.000 | ||
| 3456 | 2015.05.25 23:30 | modify | 1101 | 1.00 | 121.541 | 122.741 | 121.341 | ||
| 3457 | 2015.05.26 00:10 | close | 1101 | 1.00 | 121.560 | 122.741 | 121.341 | -1900.00 | 4673600.00 |
| 3458 | 2015.05.27 02:20 | buy | 1102 | 1.00 | 122.976 | 0.000 | 0.000 | ||
| 3459 | 2015.05.27 02:20 | modify | 1102 | 1.00 | 122.976 | 121.776 | 123.176 | ||
| 3460 | 2015.05.27 04:05 | close | 1102 | 1.00 | 123.124 | 121.776 | 123.176 | 14800.00 | 4688400.00 |
| 3461 | 2015.05.27 23:20 | buy | 1103 | 1.00 | 123.703 | 0.000 | 0.000 | ||
| 3462 | 2015.05.27 23:20 | modify | 1103 | 1.00 | 123.703 | 122.503 | 123.903 | ||
| 3463 | 2015.05.28 02:35 | close | 1103 | 1.00 | 123.768 | 122.503 | 123.903 | 6500.00 | 4694900.00 |
| 3464 | 2015.05.28 07:05 | sell | 1104 | 1.00 | 124.225 | 0.000 | 0.000 | ||
| 3465 | 2015.05.28 07:05 | modify | 1104 | 1.00 | 124.225 | 125.425 | 124.025 | ||
| 3466 | 2015.05.28 07:25 | modify | 1104 | 1.00 | 124.225 | 124.512 | 124.025 | ||
| 3467 | 2015.05.28 07:35 | modify | 1104 | 1.00 | 124.225 | 124.510 | 124.025 | ||
| 3468 | 2015.05.28 07:40 | close | 1104 | 1.00 | 124.101 | 124.510 | 124.025 | 12400.00 | 4707300.00 |
| 3469 | 2015.06.03 03:35 | sell | 1105 | 1.00 | 124.209 | 0.000 | 0.000 | ||
| 3470 | 2015.06.03 03:35 | modify | 1105 | 1.00 | 124.209 | 125.409 | 124.009 | ||
| 3471 | 2015.06.03 04:15 | modify | 1105 | 1.00 | 124.209 | 124.500 | 124.009 | ||
| 3472 | 2015.06.03 04:30 | modify | 1105 | 1.00 | 124.209 | 124.496 | 124.009 | ||
| 3473 | 2015.06.03 04:33 | t/p | 1105 | 1.00 | 124.007 | 124.496 | 124.009 | 20200.00 | 4727500.00 |
| 3474 | 2015.06.03 22:45 | buy | 1106 | 1.00 | 124.265 | 0.000 | 0.000 | ||
| 3475 | 2015.06.03 22:45 | modify | 1106 | 1.00 | 124.265 | 123.065 | 124.465 | ||
| 3476 | 2015.06.04 02:20 | close | 1106 | 1.00 | 124.351 | 123.065 | 124.465 | 8600.00 | 4736100.00 |
| 3477 | 2015.06.08 03:20 | buy | 1107 | 1.00 | 125.544 | 0.000 | 0.000 | ||
| 3478 | 2015.06.08 03:20 | modify | 1107 | 1.00 | 125.544 | 124.344 | 125.744 | ||
| 3479 | 2015.06.08 08:45 | close | 1107 | 1.00 | 125.536 | 124.344 | 125.744 | -800.00 | 4735300.00 |
| 3480 | 2015.06.08 22:05 | buy | 1108 | 1.00 | 124.575 | 0.000 | 0.000 | ||
| 3481 | 2015.06.08 22:05 | modify | 1108 | 1.00 | 124.575 | 123.375 | 124.775 | ||
| 3482 | 2015.06.09 00:50 | close | 1108 | 1.00 | 124.570 | 123.375 | 124.775 | -500.00 | 4734800.00 |
| 3483 | 2015.06.09 03:30 | sell | 1109 | 1.00 | 124.713 | 0.000 | 0.000 | ||
| 3484 | 2015.06.09 03:30 | modify | 1109 | 1.00 | 124.713 | 125.913 | 124.513 | ||
| 3485 | 2015.06.09 04:05 | modify | 1109 | 1.00 | 124.713 | 124.992 | 124.513 | ||
| 3486 | 2015.06.09 04:10 | close | 1109 | 1.00 | 124.574 | 124.992 | 124.513 | 13900.00 | 4748700.00 |
| 3487 | 2015.06.10 09:05 | buy | 1110 | 1.00 | 122.690 | 0.000 | 0.000 | ||
| 3488 | 2015.06.10 09:05 | modify | 1110 | 1.00 | 122.690 | 121.490 | 122.890 | ||
| 3489 | 2015.06.10 09:15 | close | 1110 | 1.00 | 122.843 | 121.490 | 122.890 | 15300.00 | 4764000.00 |
| 3490 | 2015.06.11 02:15 | sell | 1111 | 1.00 | 122.845 | 0.000 | 0.000 | ||
| 3491 | 2015.06.11 02:15 | modify | 1111 | 1.00 | 122.845 | 124.045 | 122.645 | ||
| 3492 | 2015.06.11 08:25 | modify | 1111 | 1.00 | 122.845 | 124.045 | 122.745 | ||
| 3493 | 2015.06.11 09:25 | close | 1111 | 1.00 | 123.255 | 124.045 | 122.745 | -41000.00 | 4723000.00 |
| 3494 | 2015.06.11 23:05 | buy | 1112 | 1.00 | 123.354 | 0.000 | 0.000 | ||
| 3495 | 2015.06.11 23:05 | modify | 1112 | 1.00 | 123.354 | 122.154 | 123.554 | ||
| 3496 | 2015.06.11 23:45 | modify | 1112 | 1.00 | 123.354 | 123.065 | 123.554 | ||
| 3497 | 2015.06.12 00:50 | close | 1112 | 1.00 | 123.480 | 123.065 | 123.554 | 12600.00 | 4735600.00 |
| 3498 | 2015.06.29 03:10 | sell | 1113 | 1.00 | 123.040 | 0.000 | 0.000 | ||
| 3499 | 2015.06.29 03:10 | modify | 1113 | 1.00 | 123.040 | 124.240 | 122.840 | ||
| 3500 | 2015.06.29 03:20 | close | 1113 | 1.00 | 122.883 | 124.240 | 122.840 | 15700.00 | 4751300.00 |
| 3501 | 2015.06.29 08:05 | buy | 1114 | 1.00 | 122.627 | 0.000 | 0.000 | ||
| 3502 | 2015.06.29 08:05 | modify | 1114 | 1.00 | 122.627 | 121.427 | 122.827 | ||
| 3503 | 2015.06.29 09:40 | close | 1114 | 1.00 | 122.769 | 121.427 | 122.827 | 14200.00 | 4765500.00 |
| 3504 | 2015.07.06 20:25 | buy | 1115 | 1.00 | 122.445 | 0.000 | 0.000 | ||
| 3505 | 2015.07.06 20:25 | modify | 1115 | 1.00 | 122.445 | 121.245 | 122.645 | ||
| 3506 | 2015.07.06 23:15 | close | 1115 | 1.00 | 122.525 | 121.245 | 122.645 | 8000.00 | 4773500.00 |
| 3507 | 2015.07.06 23:55 | sell | 1116 | 1.00 | 122.568 | 0.000 | 0.000 | ||
| 3508 | 2015.07.06 23:55 | modify | 1116 | 1.00 | 122.568 | 123.768 | 122.368 | ||
| 3509 | 2015.07.07 05:25 | close | 1116 | 1.00 | 122.654 | 123.768 | 122.368 | -8600.00 | 4764900.00 |
| 3510 | 2015.07.09 03:00 | sell | 1117 | 1.00 | 120.892 | 0.000 | 0.000 | ||
| 3511 | 2015.07.09 03:00 | modify | 1117 | 1.00 | 120.892 | 122.092 | 120.692 | ||
| 3512 | 2015.07.09 03:15 | close | 1117 | 1.00 | 120.761 | 122.092 | 120.692 | 13100.00 | 4778000.00 |
| 3513 | 2015.07.10 05:55 | sell | 1118 | 1.00 | 121.990 | 0.000 | 0.000 | ||
| 3514 | 2015.07.10 05:55 | modify | 1118 | 1.00 | 121.990 | 123.190 | 121.790 | ||
| 3515 | 2015.07.10 07:15 | close | 1118 | 1.00 | 121.860 | 123.190 | 121.790 | 13000.00 | 4791000.00 |
| 3516 | 2015.07.10 07:50 | buy | 1119 | 1.00 | 121.782 | 0.000 | 0.000 | ||
| 3517 | 2015.07.10 07:50 | modify | 1119 | 1.00 | 121.782 | 120.582 | 121.982 | ||
| 3518 | 2015.07.10 08:30 | modify | 1119 | 1.00 | 121.782 | 121.495 | 121.982 | ||
| 3519 | 2015.07.10 08:45 | close | 1119 | 1.00 | 121.961 | 121.495 | 121.982 | 17900.00 | 4808900.00 |
| 3520 | 2015.07.14 05:40 | buy | 1120 | 1.00 | 123.423 | 0.000 | 0.000 | ||
| 3521 | 2015.07.14 05:40 | modify | 1120 | 1.00 | 123.423 | 122.223 | 123.623 | ||
| 3522 | 2015.07.14 07:40 | close | 1120 | 1.00 | 123.522 | 122.223 | 123.623 | 9900.00 | 4818800.00 |
| 3523 | 2015.07.22 22:50 | buy | 1121 | 1.00 | 124.005 | 0.000 | 0.000 | ||
| 3524 | 2015.07.22 22:50 | modify | 1121 | 1.00 | 124.005 | 122.805 | 124.205 | ||
| 3525 | 2015.07.23 02:05 | close | 1121 | 1.00 | 123.990 | 122.805 | 124.205 | -1500.00 | 4817300.00 |
| 3526 | 2015.07.23 05:40 | buy | 1122 | 1.00 | 123.952 | 0.000 | 0.000 | ||
| 3527 | 2015.07.23 05:40 | modify | 1122 | 1.00 | 123.952 | 122.752 | 124.152 | ||
| 3528 | 2015.07.23 07:30 | close | 1122 | 1.00 | 124.039 | 122.752 | 124.152 | 8700.00 | 4826000.00 |
| 3529 | 2015.07.28 02:15 | sell | 1123 | 1.00 | 123.305 | 0.000 | 0.000 | ||
| 3530 | 2015.07.28 02:15 | modify | 1123 | 1.00 | 123.305 | 124.505 | 123.105 | ||
| 3531 | 2015.07.28 03:25 | close | 1123 | 1.00 | 123.244 | 124.505 | 123.105 | 6100.00 | 4832100.00 |
| 3532 | 2015.07.28 07:45 | sell | 1124 | 1.00 | 123.575 | 0.000 | 0.000 | ||
| 3533 | 2015.07.28 07:45 | modify | 1124 | 1.00 | 123.575 | 124.775 | 123.375 | ||
| 3534 | 2015.07.28 14:55 | close | 1124 | 1.00 | 123.739 | 124.775 | 123.375 | -16400.00 | 4815700.00 |
| 3535 | 2015.07.31 08:45 | sell | 1125 | 1.00 | 124.053 | 0.000 | 0.000 | ||
| 3536 | 2015.07.31 08:45 | modify | 1125 | 1.00 | 124.053 | 125.253 | 123.853 | ||
| 3537 | 2015.07.31 15:35 | close | 1125 | 1.00 | 123.941 | 125.253 | 123.853 | 11200.00 | 4826900.00 |
| 3538 | 2015.08.06 02:10 | buy | 1126 | 1.00 | 124.774 | 0.000 | 0.000 | ||
| 3539 | 2015.08.06 02:10 | modify | 1126 | 1.00 | 124.774 | 123.574 | 124.974 | ||
| 3540 | 2015.08.06 08:00 | close | 1126 | 1.00 | 124.793 | 123.574 | 124.974 | 1900.00 | 4828800.00 |
| 3541 | 2015.08.06 20:35 | sell | 1127 | 1.00 | 124.762 | 0.000 | 0.000 | ||
| 3542 | 2015.08.06 20:35 | modify | 1127 | 1.00 | 124.762 | 125.962 | 124.562 | ||
| 3543 | 2015.08.06 21:00 | close | 1127 | 1.00 | 124.733 | 125.962 | 124.562 | 2900.00 | 4831700.00 |
| 3544 | 2015.08.10 03:30 | sell | 1128 | 1.00 | 124.402 | 0.000 | 0.000 | ||
| 3545 | 2015.08.10 03:30 | modify | 1128 | 1.00 | 124.402 | 125.602 | 124.202 | ||
| 3546 | 2015.08.10 04:30 | close | 1128 | 1.00 | 124.327 | 125.602 | 124.202 | 7500.00 | 4839200.00 |
| 3547 | 2015.08.12 20:55 | sell | 1129 | 1.00 | 124.165 | 0.000 | 0.000 | ||
| 3548 | 2015.08.12 20:55 | modify | 1129 | 1.00 | 124.165 | 125.365 | 123.965 | ||
| 3549 | 2015.08.13 01:30 | close | 1129 | 1.00 | 124.154 | 125.365 | 123.965 | 1100.00 | 4840300.00 |
| 3550 | 2015.08.13 03:10 | sell | 1130 | 1.00 | 124.310 | 0.000 | 0.000 | ||
| 3551 | 2015.08.13 03:10 | modify | 1130 | 1.00 | 124.310 | 125.510 | 124.110 | ||
| 3552 | 2015.08.13 04:26 | t/p | 1130 | 1.00 | 124.115 | 125.510 | 124.110 | 19500.00 | 4859800.00 |
| 3553 | 2015.08.21 20:00 | buy | 1131 | 1.00 | 121.846 | 0.000 | 0.000 | ||
| 3554 | 2015.08.21 20:00 | modify | 1131 | 1.00 | 121.846 | 120.646 | 122.046 | ||
| 3555 | 2015.08.21 20:15 | close | 1131 | 1.00 | 122.004 | 120.646 | 122.046 | 15800.00 | 4875600.00 |
| 3556 | 2015.08.25 02:40 | sell | 1132 | 1.00 | 118.855 | 0.000 | 0.000 | ||
| 3557 | 2015.08.25 02:40 | modify | 1132 | 1.00 | 118.855 | 120.055 | 118.655 | ||
| 3558 | 2015.08.25 03:05 | close | 1132 | 1.00 | 118.695 | 120.055 | 118.655 | 16000.00 | 4891600.00 |
| 3559 | 2015.08.25 04:10 | sell | 1133 | 1.00 | 119.335 | 0.000 | 0.000 | ||
| 3560 | 2015.08.25 04:10 | modify | 1133 | 1.00 | 119.335 | 120.535 | 119.135 | ||
| 3561 | 2015.08.25 04:30 | close | 1133 | 1.00 | 119.177 | 120.535 | 119.135 | 15800.00 | 4907400.00 |
| 3562 | 2015.08.25 07:50 | buy | 1134 | 1.00 | 119.485 | 0.000 | 0.000 | ||
| 3563 | 2015.08.25 07:50 | modify | 1134 | 1.00 | 119.485 | 118.285 | 119.685 | ||
| 3564 | 2015.08.25 08:00 | modify | 1134 | 1.00 | 119.485 | 119.188 | 119.685 | ||
| 3565 | 2015.08.25 08:33 | s/l | 1134 | 1.00 | 119.178 | 119.188 | 119.685 | -30700.00 | 4876700.00 |
| 3566 | 2015.08.25 20:30 | buy | 1135 | 1.00 | 119.605 | 0.000 | 0.000 | ||
| 3567 | 2015.08.25 20:30 | modify | 1135 | 1.00 | 119.605 | 118.405 | 119.805 | ||
| 3568 | 2015.08.25 20:40 | modify | 1135 | 1.00 | 119.605 | 119.313 | 119.805 | ||
| 3569 | 2015.08.25 21:20 | close | 1135 | 1.00 | 119.753 | 119.313 | 119.805 | 14800.00 | 4891500.00 |
| 3570 | 2015.08.26 06:35 | sell | 1136 | 1.00 | 119.364 | 0.000 | 0.000 | ||
| 3571 | 2015.08.26 06:35 | modify | 1136 | 1.00 | 119.364 | 120.564 | 119.164 | ||
| 3572 | 2015.08.26 06:45 | modify | 1136 | 1.00 | 119.364 | 119.658 | 119.164 | ||
| 3573 | 2015.08.26 08:00 | s/l | 1136 | 1.00 | 119.659 | 119.658 | 119.164 | -29500.00 | 4862000.00 |
| 3574 | 2015.08.27 00:35 | sell | 1137 | 1.00 | 120.130 | 0.000 | 0.000 | ||
| 3575 | 2015.08.27 00:35 | modify | 1137 | 1.00 | 120.130 | 121.330 | 119.930 | ||
| 3576 | 2015.08.27 02:30 | close | 1137 | 1.00 | 120.106 | 121.330 | 119.930 | 2400.00 | 4864400.00 |
| 3577 | 2015.08.27 22:00 | buy | 1138 | 1.00 | 120.629 | 0.000 | 0.000 | ||
| 3578 | 2015.08.27 22:00 | modify | 1138 | 1.00 | 120.629 | 119.429 | 120.829 | ||
| 3579 | 2015.08.27 22:29 | t/p | 1138 | 1.00 | 120.834 | 119.429 | 120.829 | 20500.00 | 4884900.00 |
| 3580 | 2015.09.02 03:05 | sell | 1139 | 1.00 | 119.889 | 0.000 | 0.000 | ||
| 3581 | 2015.09.02 03:05 | modify | 1139 | 1.00 | 119.889 | 121.089 | 119.689 | ||
| 3582 | 2015.09.02 03:15 | modify | 1139 | 1.00 | 119.889 | 121.089 | 119.789 | ||
| 3583 | 2015.09.02 08:25 | close | 1139 | 1.00 | 120.026 | 121.089 | 119.789 | -13700.00 | 4871200.00 |
| 3584 | 2015.09.04 07:15 | buy | 1140 | 1.00 | 119.224 | 0.000 | 0.000 | ||
| 3585 | 2015.09.04 07:15 | modify | 1140 | 1.00 | 119.224 | 118.024 | 119.424 | ||
| 3586 | 2015.09.04 08:05 | modify | 1140 | 1.00 | 119.224 | 118.925 | 119.424 | ||
| 3587 | 2015.09.04 08:08 | t/p | 1140 | 1.00 | 119.423 | 118.925 | 119.424 | 19900.00 | 4891100.00 |
| 3588 | 2015.09.09 22:35 | buy | 1141 | 1.00 | 120.539 | 0.000 | 0.000 | ||
| 3589 | 2015.09.09 22:35 | modify | 1141 | 1.00 | 120.539 | 119.339 | 120.739 | ||
| 3590 | 2015.09.10 03:05 | modify | 1141 | 1.00 | 120.539 | 119.339 | 120.639 | ||
| 3591 | 2015.09.10 05:05 | close | 1141 | 1.00 | 120.341 | 119.339 | 120.639 | -19800.00 | 4871300.00 |
| 3592 | 2015.09.14 20:45 | sell | 1142 | 1.00 | 120.140 | 0.000 | 0.000 | ||
| 3593 | 2015.09.14 20:45 | modify | 1142 | 1.00 | 120.140 | 121.340 | 119.940 | ||
| 3594 | 2015.09.15 03:50 | modify | 1142 | 1.00 | 120.140 | 121.340 | 120.040 | ||
| 3595 | 2015.09.15 04:00 | close | 1142 | 1.00 | 120.613 | 121.340 | 120.040 | -47300.00 | 4824000.00 |
| 3596 | 2015.09.16 03:15 | buy | 1143 | 1.00 | 120.306 | 0.000 | 0.000 | ||
| 3597 | 2015.09.16 03:15 | modify | 1143 | 1.00 | 120.306 | 119.106 | 120.506 | ||
| 3598 | 2015.09.16 09:30 | close | 1143 | 1.00 | 120.313 | 119.106 | 120.506 | 700.00 | 4824700.00 |
| 3599 | 2015.09.17 02:25 | buy | 1144 | 1.00 | 120.520 | 0.000 | 0.000 | ||
| 3600 | 2015.09.17 02:25 | modify | 1144 | 1.00 | 120.520 | 119.320 | 120.720 | ||