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 |
| 3601 | 2015.09.17 03:05 | close | 1144 | 1.00 | 120.650 | 119.320 | 120.720 | 13000.00 | 4837700.00 |
| 3602 | 2015.09.17 23:05 | buy | 1145 | 1.00 | 119.866 | 0.000 | 0.000 | ||
| 3603 | 2015.09.17 23:05 | modify | 1145 | 1.00 | 119.866 | 118.666 | 120.066 | ||
| 3604 | 2015.09.17 23:20 | modify | 1145 | 1.00 | 119.866 | 119.579 | 120.066 | ||
| 3605 | 2015.09.17 23:25 | close | 1145 | 1.00 | 119.996 | 119.579 | 120.066 | 13000.00 | 4850700.00 |
| 3606 | 2015.09.21 03:30 | buy | 1146 | 1.00 | 119.848 | 0.000 | 0.000 | ||
| 3607 | 2015.09.21 03:30 | modify | 1146 | 1.00 | 119.848 | 118.648 | 120.048 | ||
| 3608 | 2015.09.21 08:05 | close | 1146 | 1.00 | 119.848 | 118.648 | 120.048 | 0.00 | 4850700.00 |
| 3609 | 2015.09.22 03:30 | buy | 1147 | 1.00 | 120.437 | 0.000 | 0.000 | ||
| 3610 | 2015.09.22 03:30 | modify | 1147 | 1.00 | 120.437 | 119.237 | 120.637 | ||
| 3611 | 2015.09.22 06:30 | close | 1147 | 1.00 | 120.419 | 119.237 | 120.637 | -1800.00 | 4848900.00 |
| 3612 | 2015.09.25 05:15 | buy | 1148 | 1.00 | 120.057 | 0.000 | 0.000 | ||
| 3613 | 2015.09.25 05:15 | modify | 1148 | 1.00 | 120.057 | 118.857 | 120.257 | ||
| 3614 | 2015.09.25 06:00 | close | 1148 | 1.00 | 120.187 | 118.857 | 120.257 | 13000.00 | 4861900.00 |
| 3615 | 2015.10.16 09:45 | buy | 1149 | 1.00 | 118.972 | 0.000 | 0.000 | ||
| 3616 | 2015.10.16 09:45 | modify | 1149 | 1.00 | 118.972 | 117.772 | 119.172 | ||
| 3617 | 2015.10.16 10:00 | close | 1149 | 1.00 | 119.096 | 117.772 | 119.172 | 12400.00 | 4874300.00 |
| 3618 | 2015.10.19 03:05 | buy | 1150 | 1.00 | 119.278 | 0.000 | 0.000 | ||
| 3619 | 2015.10.19 03:05 | modify | 1150 | 1.00 | 119.278 | 118.078 | 119.478 | ||
| 3620 | 2015.10.19 05:00 | t/p | 1150 | 1.00 | 119.489 | 118.078 | 119.478 | 21100.00 | 4895400.00 |
| 3621 | 2015.10.26 03:05 | buy | 1151 | 1.00 | 121.234 | 0.000 | 0.000 | ||
| 3622 | 2015.10.26 03:05 | modify | 1151 | 1.00 | 121.234 | 120.034 | 121.434 | ||
| 3623 | 2015.10.26 10:15 | close | 1151 | 1.00 | 121.038 | 120.034 | 121.434 | -19600.00 | 4875800.00 |
| 3624 | 2015.10.27 05:15 | buy | 1152 | 1.00 | 120.727 | 0.000 | 0.000 | ||
| 3625 | 2015.10.27 05:15 | modify | 1152 | 1.00 | 120.727 | 119.527 | 120.927 | ||
| 3626 | 2015.10.27 09:10 | close | 1152 | 1.00 | 120.683 | 119.527 | 120.927 | -4400.00 | 4871400.00 |
| 3627 | 2015.10.27 23:40 | sell | 1153 | 1.00 | 120.470 | 0.000 | 0.000 | ||
| 3628 | 2015.10.27 23:40 | modify | 1153 | 1.00 | 120.470 | 121.670 | 120.270 | ||
| 3629 | 2015.10.28 00:25 | close | 1153 | 1.00 | 120.406 | 121.670 | 120.270 | 6400.00 | 4877800.00 |
| 3630 | 2015.10.29 02:55 | buy | 1154 | 1.00 | 120.864 | 0.000 | 0.000 | ||
| 3631 | 2015.10.29 02:55 | modify | 1154 | 1.00 | 120.864 | 119.664 | 121.064 | ||
| 3632 | 2015.10.29 07:50 | close | 1154 | 1.00 | 120.739 | 119.664 | 121.064 | -12500.00 | 4865300.00 |
| 3633 | 2015.11.03 19:45 | buy | 1155 | 1.00 | 121.041 | 0.000 | 0.000 | ||
| 3634 | 2015.11.03 19:45 | modify | 1155 | 1.00 | 121.041 | 119.841 | 121.241 | ||
| 3635 | 2015.11.03 20:40 | close | 1155 | 1.00 | 121.141 | 119.841 | 121.241 | 10000.00 | 4875300.00 |
| 3636 | 2015.11.04 07:25 | buy | 1156 | 1.00 | 121.083 | 0.000 | 0.000 | ||
| 3637 | 2015.11.04 07:25 | modify | 1156 | 1.00 | 121.083 | 119.883 | 121.283 | ||
| 3638 | 2015.11.04 09:40 | close | 1156 | 1.00 | 121.125 | 119.883 | 121.283 | 4200.00 | 4879500.00 |
| 3639 | 2015.11.05 03:10 | buy | 1157 | 1.00 | 121.428 | 0.000 | 0.000 | ||
| 3640 | 2015.11.05 03:10 | modify | 1157 | 1.00 | 121.428 | 120.228 | 121.628 | ||
| 3641 | 2015.11.05 09:05 | close | 1157 | 1.00 | 121.546 | 120.228 | 121.628 | 11800.00 | 4891300.00 |
| 3642 | 2015.11.09 08:15 | buy | 1158 | 1.00 | 123.247 | 0.000 | 0.000 | ||
| 3643 | 2015.11.09 08:15 | modify | 1158 | 1.00 | 123.247 | 122.047 | 123.447 | ||
| 3644 | 2015.11.09 08:50 | modify | 1158 | 1.00 | 123.247 | 122.955 | 123.447 | ||
| 3645 | 2015.11.09 09:10 | close | 1158 | 1.00 | 123.387 | 122.955 | 123.447 | 14000.00 | 4905300.00 |
| 3646 | 2015.11.25 06:35 | sell | 1159 | 1.00 | 122.436 | 0.000 | 0.000 | ||
| 3647 | 2015.11.25 06:35 | modify | 1159 | 1.00 | 122.436 | 123.636 | 122.236 | ||
| 3648 | 2015.11.25 08:05 | close | 1159 | 1.00 | 122.340 | 123.636 | 122.236 | 9600.00 | 4914900.00 |
| 3649 | 2015.12.01 02:20 | sell | 1160 | 1.00 | 123.273 | 0.000 | 0.000 | ||
| 3650 | 2015.12.01 02:20 | modify | 1160 | 1.00 | 123.273 | 124.473 | 123.073 | ||
| 3651 | 2015.12.01 02:55 | close | 1160 | 1.00 | 123.111 | 124.473 | 123.073 | 16200.00 | 4931100.00 |
| 3652 | 2015.12.03 08:30 | sell | 1161 | 1.00 | 123.479 | 0.000 | 0.000 | ||
| 3653 | 2015.12.03 08:30 | modify | 1161 | 1.00 | 123.479 | 124.679 | 123.279 | ||
| 3654 | 2015.12.03 09:50 | close | 1161 | 1.00 | 123.404 | 124.679 | 123.279 | 7500.00 | 4938600.00 |
| 3655 | 2015.12.04 01:40 | sell | 1162 | 1.00 | 122.754 | 0.000 | 0.000 | ||
| 3656 | 2015.12.04 01:40 | modify | 1162 | 1.00 | 122.754 | 123.954 | 122.554 | ||
| 3657 | 2015.12.04 02:00 | modify | 1162 | 1.00 | 122.754 | 123.054 | 122.554 | ||
| 3658 | 2015.12.04 02:05 | close | 1162 | 1.00 | 122.590 | 123.054 | 122.554 | 16400.00 | 4955000.00 |
| 3659 | 2015.12.10 01:00 | sell | 1163 | 1.00 | 121.635 | 0.000 | 0.000 | ||
| 3660 | 2015.12.10 01:00 | modify | 1163 | 1.00 | 121.635 | 122.835 | 121.435 | ||
| 3661 | 2015.12.10 02:55 | modify | 1163 | 1.00 | 121.635 | 121.920 | 121.435 | ||
| 3662 | 2015.12.10 03:00 | close | 1163 | 1.00 | 121.469 | 121.920 | 121.435 | 16600.00 | 4971600.00 |
| 3663 | 2015.12.14 22:35 | sell | 1164 | 1.00 | 120.889 | 0.000 | 0.000 | ||
| 3664 | 2015.12.14 22:35 | modify | 1164 | 1.00 | 120.889 | 122.089 | 120.689 | ||
| 3665 | 2015.12.15 03:55 | close | 1164 | 1.00 | 120.963 | 122.089 | 120.689 | -7400.00 | 4964200.00 |
| 3666 | 2015.12.17 06:25 | buy | 1165 | 1.00 | 122.422 | 0.000 | 0.000 | ||
| 3667 | 2015.12.17 06:25 | modify | 1165 | 1.00 | 122.422 | 121.222 | 122.622 | ||
| 3668 | 2015.12.17 09:45 | close | 1165 | 1.00 | 122.431 | 121.222 | 122.622 | 900.00 | 4965100.00 |
| 3669 | 2015.12.17 23:50 | buy | 1166 | 1.00 | 122.624 | 0.000 | 0.000 | ||
| 3670 | 2015.12.17 23:50 | modify | 1166 | 1.00 | 122.624 | 121.424 | 122.824 | ||
| 3671 | 2015.12.18 05:40 | close | 1166 | 1.00 | 122.586 | 121.424 | 122.824 | -3800.00 | 4961300.00 |
| 3672 | 2015.12.21 23:25 | sell | 1167 | 1.00 | 121.180 | 0.000 | 0.000 | ||
| 3673 | 2015.12.21 23:25 | modify | 1167 | 1.00 | 121.180 | 122.380 | 120.980 | ||
| 3674 | 2015.12.22 02:20 | close | 1167 | 1.00 | 121.167 | 122.380 | 120.980 | 1300.00 | 4962600.00 |
| 3675 | 2016.01.04 07:15 | buy | 1168 | 1.00 | 119.490 | 0.000 | 0.000 | ||
| 3676 | 2016.01.04 07:15 | modify | 1168 | 1.00 | 119.490 | 118.290 | 119.690 | ||
| 3677 | 2016.01.04 09:50 | modify | 1168 | 1.00 | 119.490 | 118.290 | 119.590 | ||
| 3678 | 2016.01.04 14:25 | close | 1168 | 1.00 | 118.849 | 118.290 | 119.590 | -64100.00 | 4898500.00 |
| 3679 | 2016.01.14 08:05 | sell | 1169 | 1.00 | 117.727 | 0.000 | 0.000 | ||
| 3680 | 2016.01.14 08:05 | modify | 1169 | 1.00 | 117.727 | 118.927 | 117.527 | ||
| 3681 | 2016.01.14 09:35 | modify | 1169 | 1.00 | 117.727 | 118.927 | 117.627 | ||
| 3682 | 2016.01.14 10:55 | close | 1169 | 1.00 | 117.706 | 118.927 | 117.627 | 2100.00 | 4900600.00 |
| 3683 | 2016.01.21 06:00 | buy | 1170 | 1.00 | 117.144 | 0.000 | 0.000 | ||
| 3684 | 2016.01.21 06:00 | modify | 1170 | 1.00 | 117.144 | 115.944 | 117.344 | ||
| 3685 | 2016.01.21 08:20 | modify | 1170 | 1.00 | 117.144 | 115.944 | 117.244 | ||
| 3686 | 2016.01.21 10:10 | close | 1170 | 1.00 | 116.926 | 115.944 | 117.244 | -21800.00 | 4878800.00 |
| 3687 | 2016.01.25 02:00 | buy | 1171 | 1.00 | 118.562 | 0.000 | 0.000 | ||
| 3688 | 2016.01.25 02:00 | modify | 1171 | 1.00 | 118.562 | 117.362 | 118.762 | ||
| 3689 | 2016.01.25 04:00 | close | 1171 | 1.00 | 118.712 | 117.362 | 118.762 | 15000.00 | 4893800.00 |
| 3690 | 2016.01.26 22:10 | buy | 1172 | 1.00 | 118.404 | 0.000 | 0.000 | ||
| 3691 | 2016.01.26 22:10 | modify | 1172 | 1.00 | 118.404 | 117.204 | 118.604 | ||
| 3692 | 2016.01.27 05:25 | close | 1172 | 1.00 | 118.162 | 117.204 | 118.604 | -24200.00 | 4869600.00 |
| 3693 | 2016.01.27 19:40 | sell | 1173 | 1.00 | 118.976 | 0.000 | 0.000 | ||
| 3694 | 2016.01.27 19:40 | modify | 1173 | 1.00 | 118.976 | 120.176 | 118.776 | ||
| 3695 | 2016.01.27 20:20 | modify | 1173 | 1.00 | 118.976 | 119.261 | 118.776 | ||
| 3696 | 2016.01.27 20:25 | close | 1173 | 1.00 | 118.862 | 119.261 | 118.776 | 11400.00 | 4881000.00 |
| 3697 | 2016.01.27 21:10 | buy | 1174 | 1.00 | 118.618 | 0.000 | 0.000 | ||
| 3698 | 2016.01.27 21:10 | modify | 1174 | 1.00 | 118.618 | 117.418 | 118.818 | ||
| 3699 | 2016.01.27 21:20 | close | 1174 | 1.00 | 118.802 | 117.418 | 118.818 | 18400.00 | 4899400.00 |
| 3700 | 2016.02.04 01:50 | sell | 1175 | 1.00 | 118.198 | 0.000 | 0.000 | ||
| 3701 | 2016.02.04 01:50 | modify | 1175 | 1.00 | 118.198 | 119.398 | 117.998 | ||
| 3702 | 2016.02.04 02:02 | t/p | 1175 | 1.00 | 117.992 | 119.398 | 117.998 | 20600.00 | 4920000.00 |
| 3703 | 2016.02.08 08:45 | sell | 1176 | 1.00 | 117.497 | 0.000 | 0.000 | ||
| 3704 | 2016.02.08 08:45 | modify | 1176 | 1.00 | 117.497 | 118.697 | 117.297 | ||
| 3705 | 2016.02.08 09:10 | modify | 1176 | 1.00 | 117.497 | 117.796 | 117.297 | ||
| 3706 | 2016.02.08 09:15 | modify | 1176 | 1.00 | 117.497 | 117.788 | 117.297 | ||
| 3707 | 2016.02.08 09:20 | close | 1176 | 1.00 | 117.342 | 117.788 | 117.297 | 15500.00 | 4935500.00 |
| 3708 | 2016.02.16 23:30 | sell | 1177 | 1.00 | 114.052 | 0.000 | 0.000 | ||
| 3709 | 2016.02.16 23:30 | modify | 1177 | 1.00 | 114.052 | 115.252 | 113.852 | ||
| 3710 | 2016.02.17 01:55 | close | 1177 | 1.00 | 114.063 | 115.252 | 113.852 | -1100.00 | 4934400.00 |
| 3711 | 2016.02.19 07:40 | sell | 1178 | 1.00 | 113.092 | 0.000 | 0.000 | ||
| 3712 | 2016.02.19 07:40 | modify | 1178 | 1.00 | 113.092 | 114.292 | 112.892 | ||
| 3713 | 2016.02.19 09:30 | close | 1178 | 1.00 | 113.025 | 114.292 | 112.892 | 6700.00 | 4941100.00 |
| 3714 | 2016.02.25 08:40 | buy | 1179 | 1.00 | 112.205 | 0.000 | 0.000 | ||
| 3715 | 2016.02.25 08:40 | modify | 1179 | 1.00 | 112.205 | 111.005 | 112.405 | ||
| 3716 | 2016.02.25 13:40 | close | 1179 | 1.00 | 112.305 | 111.005 | 112.405 | 10000.00 | 4951100.00 |
| 3717 | 2016.02.26 04:05 | buy | 1180 | 1.00 | 112.728 | 0.000 | 0.000 | ||
| 3718 | 2016.02.26 04:05 | modify | 1180 | 1.00 | 112.728 | 111.528 | 112.928 | ||
| 3719 | 2016.02.26 04:15 | modify | 1180 | 1.00 | 112.728 | 112.435 | 112.928 | ||
| 3720 | 2016.02.26 04:20 | close | 1180 | 1.00 | 112.846 | 112.435 | 112.928 | 11800.00 | 4962900.00 |
| 3721 | 2016.02.29 01:00 | buy | 1181 | 1.00 | 113.699 | 0.000 | 0.000 | ||
| 3722 | 2016.02.29 01:00 | modify | 1181 | 1.00 | 113.699 | 112.499 | 113.899 | ||
| 3723 | 2016.02.29 02:25 | modify | 1181 | 1.00 | 113.699 | 113.412 | 113.899 | ||
| 3724 | 2016.02.29 02:30 | close | 1181 | 1.00 | 113.822 | 113.412 | 113.899 | 12300.00 | 4975200.00 |
| 3725 | 2016.02.29 03:25 | buy | 1182 | 1.00 | 113.473 | 0.000 | 0.000 | ||
| 3726 | 2016.02.29 03:25 | modify | 1182 | 1.00 | 113.473 | 112.273 | 113.673 | ||
| 3727 | 2016.02.29 07:10 | modify | 1182 | 1.00 | 113.473 | 112.273 | 113.573 | ||
| 3728 | 2016.02.29 09:30 | close | 1182 | 1.00 | 113.117 | 112.273 | 113.573 | -35600.00 | 4939600.00 |
| 3729 | 2016.03.01 06:05 | sell | 1183 | 1.00 | 112.558 | 0.000 | 0.000 | ||
| 3730 | 2016.03.01 06:05 | modify | 1183 | 1.00 | 112.558 | 113.758 | 112.358 | ||
| 3731 | 2016.03.01 09:40 | modify | 1183 | 1.00 | 112.558 | 113.758 | 112.458 | ||
| 3732 | 2016.03.01 11:35 | close | 1183 | 1.00 | 113.153 | 113.758 | 112.458 | -59500.00 | 4880100.00 |
| 3733 | 2016.03.01 19:30 | sell | 1184 | 1.00 | 113.991 | 0.000 | 0.000 | ||
| 3734 | 2016.03.01 19:30 | modify | 1184 | 1.00 | 113.991 | 115.191 | 113.791 | ||
| 3735 | 2016.03.01 19:35 | close | 1184 | 1.00 | 114.053 | 115.191 | 113.791 | -6200.00 | 4873900.00 |
| 3736 | 2016.03.01 21:05 | sell | 1185 | 1.00 | 114.134 | 0.000 | 0.000 | ||
| 3737 | 2016.03.01 21:05 | modify | 1185 | 1.00 | 114.134 | 115.334 | 113.934 | ||
| 3738 | 2016.03.01 21:10 | close | 1185 | 1.00 | 114.184 | 115.334 | 113.934 | -5000.00 | 4868900.00 |
| 3739 | 2016.03.01 22:30 | buy | 1186 | 1.00 | 113.832 | 0.000 | 0.000 | ||
| 3740 | 2016.03.01 22:30 | modify | 1186 | 1.00 | 113.832 | 112.632 | 114.032 | ||
| 3741 | 2016.03.01 23:35 | modify | 1186 | 1.00 | 113.832 | 113.534 | 114.032 | ||
| 3742 | 2016.03.01 23:45 | close | 1186 | 1.00 | 113.973 | 113.534 | 114.032 | 14100.00 | 4883000.00 |
| 3743 | 2016.03.02 02:10 | buy | 1187 | 1.00 | 113.836 | 0.000 | 0.000 | ||
| 3744 | 2016.03.02 02:10 | modify | 1187 | 1.00 | 113.836 | 112.636 | 114.036 | ||
| 3745 | 2016.03.02 02:40 | modify | 1187 | 1.00 | 113.836 | 113.548 | 114.036 | ||
| 3746 | 2016.03.02 02:45 | close | 1187 | 1.00 | 113.952 | 113.548 | 114.036 | 11600.00 | 4894600.00 |
| 3747 | 2016.03.03 07:25 | sell | 1188 | 1.00 | 114.182 | 0.000 | 0.000 | ||
| 3748 | 2016.03.03 07:25 | modify | 1188 | 1.00 | 114.182 | 115.382 | 113.982 | ||
| 3749 | 2016.03.03 08:05 | modify | 1188 | 1.00 | 114.182 | 114.481 | 113.982 | ||
| 3750 | 2016.03.03 09:25 | close | 1188 | 1.00 | 114.044 | 114.481 | 113.982 | 13800.00 | 4908400.00 |