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 |
| 3751 | 2016.03.08 06:55 | sell | 1189 | 1.00 | 113.183 | 0.000 | 0.000 | ||
| 3752 | 2016.03.08 06:55 | modify | 1189 | 1.00 | 113.183 | 114.383 | 112.983 | ||
| 3753 | 2016.03.08 08:30 | modify | 1189 | 1.00 | 113.183 | 113.470 | 112.983 | ||
| 3754 | 2016.03.08 08:35 | close | 1189 | 1.00 | 113.018 | 113.470 | 112.983 | 16500.00 | 4924900.00 |
| 3755 | 2016.03.09 01:40 | sell | 1190 | 1.00 | 112.730 | 0.000 | 0.000 | ||
| 3756 | 2016.03.09 01:40 | modify | 1190 | 1.00 | 112.730 | 113.930 | 112.530 | ||
| 3757 | 2016.03.09 02:05 | close | 1190 | 1.00 | 112.607 | 113.930 | 112.530 | 12300.00 | 4937200.00 |
| 3758 | 2016.03.10 22:30 | sell | 1191 | 1.00 | 113.279 | 0.000 | 0.000 | ||
| 3759 | 2016.03.10 22:30 | modify | 1191 | 1.00 | 113.279 | 114.479 | 113.079 | ||
| 3760 | 2016.03.10 23:05 | close | 1191 | 1.00 | 113.154 | 114.479 | 113.079 | 12500.00 | 4949700.00 |
| 3761 | 2016.03.22 04:05 | buy | 1192 | 1.00 | 111.882 | 0.000 | 0.000 | ||
| 3762 | 2016.03.22 04:05 | modify | 1192 | 1.00 | 111.882 | 110.682 | 112.082 | ||
| 3763 | 2016.03.22 04:25 | modify | 1192 | 1.00 | 111.882 | 111.584 | 112.082 | ||
| 3764 | 2016.03.22 04:30 | modify | 1192 | 1.00 | 111.882 | 111.588 | 112.082 | ||
| 3765 | 2016.03.22 04:35 | close | 1192 | 1.00 | 112.039 | 111.588 | 112.082 | 15700.00 | 4965400.00 |
| 3766 | 2016.03.23 02:20 | buy | 1193 | 1.00 | 112.237 | 0.000 | 0.000 | ||
| 3767 | 2016.03.23 02:20 | modify | 1193 | 1.00 | 112.237 | 111.037 | 112.437 | ||
| 3768 | 2016.03.23 03:05 | close | 1193 | 1.00 | 112.363 | 111.037 | 112.437 | 12600.00 | 4978000.00 |
| 3769 | 2016.03.25 09:45 | buy | 1194 | 1.00 | 113.009 | 0.000 | 0.000 | ||
| 3770 | 2016.03.25 09:45 | modify | 1194 | 1.00 | 113.009 | 111.809 | 113.209 | ||
| 3771 | 2016.03.25 15:00 | close | 1194 | 1.00 | 113.027 | 111.809 | 113.209 | 1800.00 | 4979800.00 |
| 3772 | 2016.03.28 07:35 | buy | 1195 | 1.00 | 113.500 | 0.000 | 0.000 | ||
| 3773 | 2016.03.28 07:35 | modify | 1195 | 1.00 | 113.500 | 112.300 | 113.700 | ||
| 3774 | 2016.03.28 08:30 | modify | 1195 | 1.00 | 113.500 | 113.205 | 113.700 | ||
| 3775 | 2016.03.28 08:35 | close | 1195 | 1.00 | 113.637 | 113.205 | 113.700 | 13700.00 | 4993500.00 |
| 3776 | 2016.04.04 22:10 | sell | 1196 | 1.00 | 111.335 | 0.000 | 0.000 | ||
| 3777 | 2016.04.04 22:10 | modify | 1196 | 1.00 | 111.335 | 112.535 | 111.135 | ||
| 3778 | 2016.04.05 02:10 | close | 1196 | 1.00 | 111.246 | 112.535 | 111.135 | 8900.00 | 5002400.00 |
| 3779 | 2016.04.05 05:05 | buy | 1197 | 1.00 | 110.824 | 0.000 | 0.000 | ||
| 3780 | 2016.04.05 05:05 | modify | 1197 | 1.00 | 110.824 | 109.624 | 111.024 | ||
| 3781 | 2016.04.05 07:10 | close | 1197 | 1.00 | 110.933 | 109.624 | 111.024 | 10900.00 | 5013300.00 |
| 3782 | 2016.04.05 21:35 | sell | 1198 | 1.00 | 110.466 | 0.000 | 0.000 | ||
| 3783 | 2016.04.05 21:35 | modify | 1198 | 1.00 | 110.466 | 111.666 | 110.266 | ||
| 3784 | 2016.04.05 23:00 | close | 1198 | 1.00 | 110.323 | 111.666 | 110.266 | 14300.00 | 5027600.00 |
| 3785 | 2016.04.19 09:15 | buy | 1199 | 1.00 | 108.941 | 0.000 | 0.000 | ||
| 3786 | 2016.04.19 09:15 | modify | 1199 | 1.00 | 108.941 | 107.741 | 109.141 | ||
| 3787 | 2016.04.19 10:40 | close | 1199 | 1.00 | 109.095 | 107.741 | 109.141 | 15400.00 | 5043000.00 |
| 3788 | 2016.04.21 04:35 | buy | 1200 | 1.00 | 109.607 | 0.000 | 0.000 | ||
| 3789 | 2016.04.21 04:35 | modify | 1200 | 1.00 | 109.607 | 108.407 | 109.807 | ||
| 3790 | 2016.04.21 04:50 | close | 1200 | 1.00 | 109.739 | 108.407 | 109.807 | 13200.00 | 5056200.00 |
| 3791 | 2016.04.21 08:15 | buy | 1201 | 1.00 | 109.648 | 0.000 | 0.000 | ||
| 3792 | 2016.04.21 08:15 | modify | 1201 | 1.00 | 109.648 | 108.448 | 109.848 | ||
| 3793 | 2016.04.21 09:25 | close | 1201 | 1.00 | 109.751 | 108.448 | 109.848 | 10300.00 | 5066500.00 |
| 3794 | 2016.04.22 09:25 | sell | 1202 | 1.00 | 110.386 | 0.000 | 0.000 | ||
| 3795 | 2016.04.22 09:25 | modify | 1202 | 1.00 | 110.386 | 111.586 | 110.186 | ||
| 3796 | 2016.04.22 09:40 | close | 1202 | 1.00 | 110.579 | 111.586 | 110.186 | -19300.00 | 5047200.00 |
| 3797 | 2016.04.22 20:55 | sell | 1203 | 1.00 | 111.765 | 0.000 | 0.000 | ||
| 3798 | 2016.04.22 20:55 | modify | 1203 | 1.00 | 111.765 | 112.965 | 111.565 | ||
| 3799 | 2016.04.22 21:00 | close | 1203 | 1.00 | 111.781 | 112.965 | 111.565 | -1600.00 | 5045600.00 |
| 3800 | 2016.04.25 02:10 | buy | 1204 | 1.00 | 111.520 | 0.000 | 0.000 | ||
| 3801 | 2016.04.25 02:10 | modify | 1204 | 1.00 | 111.520 | 110.320 | 111.720 | ||
| 3802 | 2016.04.25 05:25 | modify | 1204 | 1.00 | 111.520 | 110.320 | 111.620 | ||
| 3803 | 2016.04.25 06:45 | close | 1204 | 1.00 | 111.230 | 110.320 | 111.620 | -29000.00 | 5016600.00 |
| 3804 | 2016.04.25 20:00 | sell | 1205 | 1.00 | 111.233 | 0.000 | 0.000 | ||
| 3805 | 2016.04.25 20:00 | modify | 1205 | 1.00 | 111.233 | 112.433 | 111.033 | ||
| 3806 | 2016.04.25 22:55 | modify | 1205 | 1.00 | 111.233 | 111.532 | 111.033 | ||
| 3807 | 2016.04.25 23:20 | modify | 1205 | 1.00 | 111.233 | 111.530 | 111.033 | ||
| 3808 | 2016.04.26 02:15 | close | 1205 | 1.00 | 111.143 | 111.530 | 111.033 | 9000.00 | 5025600.00 |
| 3809 | 2016.04.28 09:35 | buy | 1206 | 1.00 | 108.583 | 0.000 | 0.000 | ||
| 3810 | 2016.04.28 09:35 | modify | 1206 | 1.00 | 108.583 | 107.383 | 108.783 | ||
| 3811 | 2016.04.28 09:50 | modify | 1206 | 1.00 | 108.583 | 107.383 | 108.683 | ||
| 3812 | 2016.04.28 15:50 | close | 1206 | 1.00 | 108.383 | 107.383 | 108.683 | -20000.00 | 5005600.00 |
| 3813 | 2016.04.29 06:20 | buy | 1207 | 1.00 | 107.187 | 0.000 | 0.000 | ||
| 3814 | 2016.04.29 06:20 | modify | 1207 | 1.00 | 107.187 | 105.987 | 107.387 | ||
| 3815 | 2016.04.29 07:00 | close | 1207 | 1.00 | 107.331 | 105.987 | 107.387 | 14400.00 | 5020000.00 |
| 3816 | 2016.05.03 09:20 | buy | 1208 | 1.00 | 105.810 | 0.000 | 0.000 | ||
| 3817 | 2016.05.03 09:20 | modify | 1208 | 1.00 | 105.810 | 104.610 | 106.010 | ||
| 3818 | 2016.05.03 12:15 | close | 1208 | 1.00 | 105.833 | 104.610 | 106.010 | 2300.00 | 5022300.00 |
| 3819 | 2016.05.04 09:25 | buy | 1209 | 1.00 | 106.933 | 0.000 | 0.000 | ||
| 3820 | 2016.05.04 09:25 | modify | 1209 | 1.00 | 106.933 | 105.733 | 107.133 | ||
| 3821 | 2016.05.04 11:10 | close | 1209 | 1.00 | 107.038 | 105.733 | 107.133 | 10500.00 | 5032800.00 |
| 3822 | 2016.05.05 08:20 | buy | 1210 | 1.00 | 107.045 | 0.000 | 0.000 | ||
| 3823 | 2016.05.05 08:20 | modify | 1210 | 1.00 | 107.045 | 105.845 | 107.245 | ||
| 3824 | 2016.05.05 10:10 | close | 1210 | 1.00 | 107.191 | 105.845 | 107.245 | 14600.00 | 5047400.00 |
| 3825 | 2016.05.06 20:40 | sell | 1211 | 1.00 | 106.836 | 0.000 | 0.000 | ||
| 3826 | 2016.05.06 20:40 | modify | 1211 | 1.00 | 106.836 | 108.036 | 106.636 | ||
| 3827 | 2016.05.06 23:00 | close | 1211 | 1.00 | 107.147 | 108.036 | 106.636 | -31100.00 | 5016300.00 |
| 3828 | 2016.05.09 02:45 | sell | 1212 | 1.00 | 107.372 | 0.000 | 0.000 | ||
| 3829 | 2016.05.09 02:45 | modify | 1212 | 1.00 | 107.372 | 108.572 | 107.172 | ||
| 3830 | 2016.05.09 04:55 | close | 1212 | 1.00 | 107.263 | 108.572 | 107.172 | 10900.00 | 5027200.00 |
| 3831 | 2016.05.09 09:40 | sell | 1213 | 1.00 | 107.679 | 0.000 | 0.000 | ||
| 3832 | 2016.05.09 09:40 | modify | 1213 | 1.00 | 107.679 | 108.879 | 107.479 | ||
| 3833 | 2016.05.09 09:55 | close | 1213 | 1.00 | 107.571 | 108.879 | 107.479 | 10800.00 | 5038000.00 |
| 3834 | 2016.05.10 02:55 | buy | 1214 | 1.00 | 108.293 | 0.000 | 0.000 | ||
| 3835 | 2016.05.10 02:55 | modify | 1214 | 1.00 | 108.293 | 107.093 | 108.493 | ||
| 3836 | 2016.05.10 03:05 | close | 1214 | 1.00 | 108.430 | 107.093 | 108.493 | 13700.00 | 5051700.00 |
| 3837 | 2016.05.11 03:05 | buy | 1215 | 1.00 | 109.163 | 0.000 | 0.000 | ||
| 3838 | 2016.05.11 03:05 | modify | 1215 | 1.00 | 109.163 | 107.963 | 109.363 | ||
| 3839 | 2016.05.11 04:50 | modify | 1215 | 1.00 | 109.163 | 107.963 | 109.263 | ||
| 3840 | 2016.05.11 10:20 | close | 1215 | 1.00 | 108.619 | 107.963 | 109.263 | -54400.00 | 4997300.00 |
| 3841 | 2016.05.12 09:10 | sell | 1216 | 1.00 | 108.966 | 0.000 | 0.000 | ||
| 3842 | 2016.05.12 09:10 | modify | 1216 | 1.00 | 108.966 | 110.166 | 108.766 | ||
| 3843 | 2016.05.12 10:10 | close | 1216 | 1.00 | 108.853 | 110.166 | 108.766 | 11300.00 | 5008600.00 |
| 3844 | 2016.05.20 20:35 | buy | 1217 | 1.00 | 110.246 | 0.000 | 0.000 | ||
| 3845 | 2016.05.20 20:35 | modify | 1217 | 1.00 | 110.246 | 109.046 | 110.446 | ||
| 3846 | 2016.05.20 23:00 | close | 1217 | 1.00 | 110.163 | 109.046 | 110.446 | -8300.00 | 5000300.00 |
| 3847 | 2016.05.23 04:40 | buy | 1218 | 1.00 | 109.708 | 0.000 | 0.000 | ||
| 3848 | 2016.05.23 04:40 | modify | 1218 | 1.00 | 109.708 | 108.508 | 109.908 | ||
| 3849 | 2016.05.23 05:10 | close | 1218 | 1.00 | 109.820 | 108.508 | 109.908 | 11200.00 | 5011500.00 |
| 3850 | 2016.05.25 06:30 | buy | 1219 | 1.00 | 109.995 | 0.000 | 0.000 | ||
| 3851 | 2016.05.25 06:30 | modify | 1219 | 1.00 | 109.995 | 108.795 | 110.195 | ||
| 3852 | 2016.05.25 07:45 | close | 1219 | 1.00 | 110.034 | 108.795 | 110.195 | 3900.00 | 5015400.00 |
| 3853 | 2016.05.31 03:30 | buy | 1220 | 1.00 | 110.836 | 0.000 | 0.000 | ||
| 3854 | 2016.05.31 03:30 | modify | 1220 | 1.00 | 110.836 | 109.636 | 111.036 | ||
| 3855 | 2016.05.31 04:10 | close | 1220 | 1.00 | 110.965 | 109.636 | 111.036 | 12900.00 | 5028300.00 |
| 3856 | 2016.06.06 06:00 | sell | 1221 | 1.00 | 107.043 | 0.000 | 0.000 | ||
| 3857 | 2016.06.06 06:00 | modify | 1221 | 1.00 | 107.043 | 108.243 | 106.843 | ||
| 3858 | 2016.06.06 07:25 | modify | 1221 | 1.00 | 107.043 | 107.336 | 106.843 | ||
| 3859 | 2016.06.06 07:30 | close | 1221 | 1.00 | 106.930 | 107.336 | 106.843 | 11300.00 | 5039600.00 |
| 3860 | 2016.06.06 22:35 | sell | 1222 | 1.00 | 107.507 | 0.000 | 0.000 | ||
| 3861 | 2016.06.06 22:35 | modify | 1222 | 1.00 | 107.507 | 108.707 | 107.307 | ||
| 3862 | 2016.06.07 01:00 | close | 1222 | 1.00 | 107.540 | 108.707 | 107.307 | -3300.00 | 5036300.00 |
| 3863 | 2016.06.08 06:40 | sell | 1223 | 1.00 | 107.174 | 0.000 | 0.000 | ||
| 3864 | 2016.06.08 06:40 | modify | 1223 | 1.00 | 107.174 | 108.374 | 106.974 | ||
| 3865 | 2016.06.08 07:45 | close | 1223 | 1.00 | 107.018 | 108.374 | 106.974 | 15600.00 | 5051900.00 |
| 3866 | 2016.06.09 22:25 | sell | 1224 | 1.00 | 106.896 | 0.000 | 0.000 | ||
| 3867 | 2016.06.09 22:25 | modify | 1224 | 1.00 | 106.896 | 108.096 | 106.696 | ||
| 3868 | 2016.06.10 00:50 | close | 1224 | 1.00 | 106.975 | 108.096 | 106.696 | -7900.00 | 5044000.00 |
| 3869 | 2016.06.16 07:25 | buy | 1225 | 1.00 | 104.629 | 0.000 | 0.000 | ||
| 3870 | 2016.06.16 07:25 | modify | 1225 | 1.00 | 104.629 | 103.429 | 104.829 | ||
| 3871 | 2016.06.16 07:55 | modify | 1225 | 1.00 | 104.629 | 103.429 | 104.729 | ||
| 3872 | 2016.06.16 09:40 | close | 1225 | 1.00 | 103.753 | 103.429 | 104.729 | -87600.00 | 4956400.00 |
| 3873 | 2016.06.21 05:00 | sell | 1226 | 1.00 | 104.133 | 0.000 | 0.000 | ||
| 3874 | 2016.06.21 05:00 | modify | 1226 | 1.00 | 104.133 | 105.333 | 103.933 | ||
| 3875 | 2016.06.21 05:04 | t/p | 1226 | 1.00 | 103.935 | 105.333 | 103.933 | 19800.00 | 4976200.00 |
| 3876 | 2016.06.29 22:20 | sell | 1227 | 1.00 | 102.750 | 0.000 | 0.000 | ||
| 3877 | 2016.06.29 22:20 | modify | 1227 | 1.00 | 102.750 | 103.950 | 102.550 | ||
| 3878 | 2016.06.30 01:25 | close | 1227 | 1.00 | 102.841 | 103.950 | 102.550 | -9100.00 | 4967100.00 |
| 3879 | 2016.07.01 02:30 | buy | 1228 | 1.00 | 103.115 | 0.000 | 0.000 | ||
| 3880 | 2016.07.01 02:30 | modify | 1228 | 1.00 | 103.115 | 101.915 | 103.315 | ||
| 3881 | 2016.07.01 07:35 | close | 1228 | 1.00 | 102.918 | 101.915 | 103.315 | -19700.00 | 4947400.00 |
| 3882 | 2016.07.05 22:40 | sell | 1229 | 1.00 | 101.667 | 0.000 | 0.000 | ||
| 3883 | 2016.07.05 22:40 | modify | 1229 | 1.00 | 101.667 | 102.867 | 101.467 | ||
| 3884 | 2016.07.06 01:45 | close | 1229 | 1.00 | 101.651 | 102.867 | 101.467 | 1600.00 | 4949000.00 |
| 3885 | 2016.07.06 04:05 | buy | 1230 | 1.00 | 100.985 | 0.000 | 0.000 | ||
| 3886 | 2016.07.06 04:05 | modify | 1230 | 1.00 | 100.985 | 99.785 | 101.185 | ||
| 3887 | 2016.07.06 06:40 | close | 1230 | 1.00 | 100.953 | 99.785 | 101.185 | -3200.00 | 4945800.00 |
| 3888 | 2016.07.06 08:45 | sell | 1231 | 1.00 | 101.128 | 0.000 | 0.000 | ||
| 3889 | 2016.07.06 08:45 | modify | 1231 | 1.00 | 101.128 | 102.328 | 100.928 | ||
| 3890 | 2016.07.06 09:10 | close | 1231 | 1.00 | 100.997 | 102.328 | 100.928 | 13100.00 | 4958900.00 |
| 3891 | 2016.07.11 09:50 | sell | 1232 | 1.00 | 101.906 | 0.000 | 0.000 | ||
| 3892 | 2016.07.11 09:50 | modify | 1232 | 1.00 | 101.906 | 103.106 | 101.706 | ||
| 3893 | 2016.07.11 09:55 | close | 1232 | 1.00 | 101.923 | 103.106 | 101.706 | -1700.00 | 4957200.00 |
| 3894 | 2016.07.12 02:25 | buy | 1233 | 1.00 | 102.646 | 0.000 | 0.000 | ||
| 3895 | 2016.07.12 02:25 | modify | 1233 | 1.00 | 102.646 | 101.446 | 102.846 | ||
| 3896 | 2016.07.12 03:59 | t/p | 1233 | 1.00 | 102.848 | 101.446 | 102.846 | 20200.00 | 4977400.00 |
| 3897 | 2016.07.13 03:10 | buy | 1234 | 1.00 | 104.533 | 0.000 | 0.000 | ||
| 3898 | 2016.07.13 03:10 | modify | 1234 | 1.00 | 104.533 | 103.333 | 104.733 | ||
| 3899 | 2016.07.13 04:00 | close | 1234 | 1.00 | 104.670 | 103.333 | 104.733 | 13700.00 | 4991100.00 |
| 3900 | 2016.07.19 03:20 | buy | 1235 | 1.00 | 105.989 | 0.000 | 0.000 | ||