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 |
| 3901 | 2016.07.19 03:20 | modify | 1235 | 1.00 | 105.989 | 104.789 | 106.189 | ||
| 3902 | 2016.07.19 03:30 | close | 1235 | 1.00 | 106.168 | 104.789 | 106.189 | 17900.00 | 5009000.00 |
| 3903 | 2016.07.20 22:25 | sell | 1236 | 1.00 | 106.960 | 0.000 | 0.000 | ||
| 3904 | 2016.07.20 22:25 | modify | 1236 | 1.00 | 106.960 | 108.160 | 106.760 | ||
| 3905 | 2016.07.20 23:20 | close | 1236 | 1.00 | 106.840 | 108.160 | 106.760 | 12000.00 | 5021000.00 |
| 3906 | 2016.07.21 08:15 | buy | 1237 | 1.00 | 106.939 | 0.000 | 0.000 | ||
| 3907 | 2016.07.21 08:15 | modify | 1237 | 1.00 | 106.939 | 105.739 | 107.139 | ||
| 3908 | 2016.07.21 08:30 | modify | 1237 | 1.00 | 106.939 | 106.644 | 107.139 | ||
| 3909 | 2016.07.21 08:45 | close | 1237 | 1.00 | 107.093 | 106.644 | 107.139 | 15400.00 | 5036400.00 |
| 3910 | 2016.07.22 00:45 | sell | 1238 | 1.00 | 106.103 | 0.000 | 0.000 | ||
| 3911 | 2016.07.22 00:45 | modify | 1238 | 1.00 | 106.103 | 107.303 | 105.903 | ||
| 3912 | 2016.07.22 01:40 | close | 1238 | 1.00 | 105.967 | 107.303 | 105.903 | 13600.00 | 5050000.00 |
| 3913 | 2016.07.25 07:15 | buy | 1239 | 1.00 | 106.282 | 0.000 | 0.000 | ||
| 3914 | 2016.07.25 07:15 | modify | 1239 | 1.00 | 106.282 | 105.082 | 106.482 | ||
| 3915 | 2016.07.25 10:15 | close | 1239 | 1.00 | 106.299 | 105.082 | 106.482 | 1700.00 | 5051700.00 |
| 3916 | 2016.07.26 05:05 | buy | 1240 | 1.00 | 104.719 | 0.000 | 0.000 | ||
| 3917 | 2016.07.26 05:05 | modify | 1240 | 1.00 | 104.719 | 103.519 | 104.919 | ||
| 3918 | 2016.07.26 05:55 | close | 1240 | 1.00 | 104.848 | 103.519 | 104.919 | 12900.00 | 5064600.00 |
| 3919 | 2016.07.26 09:25 | buy | 1241 | 1.00 | 104.271 | 0.000 | 0.000 | ||
| 3920 | 2016.07.26 09:25 | modify | 1241 | 1.00 | 104.271 | 103.071 | 104.471 | ||
| 3921 | 2016.07.26 09:40 | close | 1241 | 1.00 | 104.377 | 103.071 | 104.471 | 10600.00 | 5075200.00 |
| 3922 | 2016.07.29 03:45 | buy | 1242 | 1.00 | 104.299 | 0.000 | 0.000 | ||
| 3923 | 2016.07.29 03:45 | modify | 1242 | 1.00 | 104.299 | 103.099 | 104.499 | ||
| 3924 | 2016.07.29 04:05 | close | 1242 | 1.00 | 104.419 | 103.099 | 104.499 | 12000.00 | 5087200.00 |
| 3925 | 2016.07.29 06:05 | sell | 1243 | 1.00 | 104.715 | 0.000 | 0.000 | ||
| 3926 | 2016.07.29 06:05 | modify | 1243 | 1.00 | 104.715 | 105.915 | 104.515 | ||
| 3927 | 2016.07.29 06:16 | t/p | 1243 | 1.00 | 104.447 | 105.915 | 104.515 | 26800.00 | 5114000.00 |
| 3928 | 2016.08.02 20:10 | buy | 1244 | 1.00 | 100.711 | 0.000 | 0.000 | ||
| 3929 | 2016.08.02 20:10 | modify | 1244 | 1.00 | 100.711 | 99.511 | 100.911 | ||
| 3930 | 2016.08.02 20:55 | close | 1244 | 1.00 | 100.857 | 99.511 | 100.911 | 14600.00 | 5128600.00 |
| 3931 | 2016.08.03 03:25 | sell | 1245 | 1.00 | 101.194 | 0.000 | 0.000 | ||
| 3932 | 2016.08.03 03:25 | modify | 1245 | 1.00 | 101.194 | 102.394 | 100.994 | ||
| 3933 | 2016.08.03 06:45 | close | 1245 | 1.00 | 101.012 | 102.394 | 100.994 | 18200.00 | 5146800.00 |
| 3934 | 2016.08.08 21:30 | buy | 1246 | 1.00 | 102.388 | 0.000 | 0.000 | ||
| 3935 | 2016.08.08 21:30 | modify | 1246 | 1.00 | 102.388 | 101.188 | 102.588 | ||
| 3936 | 2016.08.09 01:40 | close | 1246 | 1.00 | 102.461 | 101.188 | 102.588 | 7300.00 | 5154100.00 |
| 3937 | 2016.08.10 05:10 | buy | 1247 | 1.00 | 101.216 | 0.000 | 0.000 | ||
| 3938 | 2016.08.10 05:10 | modify | 1247 | 1.00 | 101.216 | 100.016 | 101.416 | ||
| 3939 | 2016.08.10 05:30 | close | 1247 | 1.00 | 101.318 | 100.016 | 101.416 | 10200.00 | 5164300.00 |
| 3940 | 2016.08.12 22:15 | sell | 1248 | 1.00 | 101.310 | 0.000 | 0.000 | ||
| 3941 | 2016.08.12 22:15 | modify | 1248 | 1.00 | 101.310 | 102.510 | 101.110 | ||
| 3942 | 2016.08.12 23:00 | close | 1248 | 1.00 | 101.239 | 102.510 | 101.110 | 7100.00 | 5171400.00 |
| 3943 | 2016.08.16 06:50 | buy | 1249 | 1.00 | 100.447 | 0.000 | 0.000 | ||
| 3944 | 2016.08.16 06:50 | modify | 1249 | 1.00 | 100.447 | 99.247 | 100.647 | ||
| 3945 | 2016.08.16 07:50 | close | 1249 | 1.00 | 100.565 | 99.247 | 100.647 | 11800.00 | 5183200.00 |
| 3946 | 2016.08.18 05:50 | sell | 1250 | 1.00 | 100.111 | 0.000 | 0.000 | ||
| 3947 | 2016.08.18 05:50 | modify | 1250 | 1.00 | 100.111 | 101.311 | 99.911 | ||
| 3948 | 2016.08.18 06:45 | close | 1250 | 1.00 | 99.931 | 101.311 | 99.911 | 18000.00 | 5201200.00 |
| 3949 | 2016.08.26 20:50 | sell | 1251 | 1.00 | 101.484 | 0.000 | 0.000 | ||
| 3950 | 2016.08.26 20:50 | modify | 1251 | 1.00 | 101.484 | 102.684 | 101.284 | ||
| 3951 | 2016.08.26 20:55 | close | 1251 | 1.00 | 101.589 | 102.684 | 101.284 | -10500.00 | 5190700.00 |
| 3952 | 2016.09.01 00:55 | buy | 1252 | 1.00 | 103.345 | 0.000 | 0.000 | ||
| 3953 | 2016.09.01 00:55 | modify | 1252 | 1.00 | 103.345 | 102.145 | 103.545 | ||
| 3954 | 2016.09.01 06:25 | close | 1252 | 1.00 | 103.268 | 102.145 | 103.545 | -7700.00 | 5183000.00 |
| 3955 | 2016.09.05 03:05 | buy | 1253 | 1.00 | 103.871 | 0.000 | 0.000 | ||
| 3956 | 2016.09.05 03:05 | modify | 1253 | 1.00 | 103.871 | 102.671 | 104.071 | ||
| 3957 | 2016.09.05 04:05 | close | 1253 | 1.00 | 104.006 | 102.671 | 104.071 | 13500.00 | 5196500.00 |
| 3958 | 2016.09.05 23:00 | sell | 1254 | 1.00 | 103.431 | 0.000 | 0.000 | ||
| 3959 | 2016.09.05 23:00 | modify | 1254 | 1.00 | 103.431 | 104.631 | 103.231 | ||
| 3960 | 2016.09.06 01:15 | close | 1254 | 1.00 | 103.388 | 104.631 | 103.231 | 4300.00 | 5200800.00 |
| 3961 | 2016.09.08 00:40 | buy | 1255 | 1.00 | 101.691 | 0.000 | 0.000 | ||
| 3962 | 2016.09.08 00:40 | modify | 1255 | 1.00 | 101.691 | 100.491 | 101.891 | ||
| 3963 | 2016.09.08 02:35 | close | 1255 | 1.00 | 101.751 | 100.491 | 101.891 | 6000.00 | 5206800.00 |
| 3964 | 2016.09.09 02:15 | buy | 1256 | 1.00 | 102.296 | 0.000 | 0.000 | ||
| 3965 | 2016.09.09 02:15 | modify | 1256 | 1.00 | 102.296 | 101.096 | 102.496 | ||
| 3966 | 2016.09.09 08:50 | close | 1256 | 1.00 | 102.180 | 101.096 | 102.496 | -11600.00 | 5195200.00 |
| 3967 | 2016.09.12 00:35 | buy | 1257 | 1.00 | 102.597 | 0.000 | 0.000 | ||
| 3968 | 2016.09.12 00:35 | modify | 1257 | 1.00 | 102.597 | 101.397 | 102.797 | ||
| 3969 | 2016.09.12 07:50 | close | 1257 | 1.00 | 102.517 | 101.397 | 102.797 | -8000.00 | 5187200.00 |
| 3970 | 2016.09.13 07:20 | sell | 1258 | 1.00 | 101.867 | 0.000 | 0.000 | ||
| 3971 | 2016.09.13 07:20 | modify | 1258 | 1.00 | 101.867 | 103.067 | 101.667 | ||
| 3972 | 2016.09.13 11:05 | close | 1258 | 1.00 | 101.758 | 103.067 | 101.667 | 10900.00 | 5198100.00 |
| 3973 | 2016.09.13 21:55 | sell | 1259 | 1.00 | 102.737 | 0.000 | 0.000 | ||
| 3974 | 2016.09.13 21:55 | modify | 1259 | 1.00 | 102.737 | 103.937 | 102.537 | ||
| 3975 | 2016.09.13 23:05 | close | 1259 | 1.00 | 102.614 | 103.937 | 102.537 | 12300.00 | 5210400.00 |
| 3976 | 2016.09.19 00:05 | buy | 1260 | 1.00 | 102.225 | 0.000 | 0.000 | ||
| 3977 | 2016.09.19 00:05 | modify | 1260 | 1.00 | 102.225 | 101.025 | 102.425 | ||
| 3978 | 2016.09.19 02:25 | close | 1260 | 1.00 | 102.341 | 101.025 | 102.425 | 11600.00 | 5222000.00 |
| 3979 | 2016.09.19 05:35 | buy | 1261 | 1.00 | 102.073 | 0.000 | 0.000 | ||
| 3980 | 2016.09.19 05:35 | modify | 1261 | 1.00 | 102.073 | 100.873 | 102.273 | ||
| 3981 | 2016.09.19 08:15 | close | 1261 | 1.00 | 102.096 | 100.873 | 102.273 | 2300.00 | 5224300.00 |
| 3982 | 2016.09.19 23:55 | sell | 1262 | 1.00 | 101.899 | 0.000 | 0.000 | ||
| 3983 | 2016.09.19 23:55 | modify | 1262 | 1.00 | 101.899 | 103.099 | 101.699 | ||
| 3984 | 2016.09.20 00:35 | close | 1262 | 1.00 | 101.851 | 103.099 | 101.699 | 4800.00 | 5229100.00 |
| 3985 | 2016.09.21 20:50 | sell | 1263 | 1.00 | 100.861 | 0.000 | 0.000 | ||
| 3986 | 2016.09.21 20:50 | modify | 1263 | 1.00 | 100.861 | 102.061 | 100.661 | ||
| 3987 | 2016.09.21 21:00 | t/p | 1263 | 1.00 | 100.656 | 102.061 | 100.661 | 20500.00 | 5249600.00 |
| 3988 | 2016.09.22 05:10 | sell | 1264 | 1.00 | 100.439 | 0.000 | 0.000 | ||
| 3989 | 2016.09.22 05:10 | modify | 1264 | 1.00 | 100.439 | 101.639 | 100.239 | ||
| 3990 | 2016.09.22 07:20 | close | 1264 | 1.00 | 100.310 | 101.639 | 100.239 | 12900.00 | 5262500.00 |
| 3991 | 2016.09.23 08:25 | buy | 1265 | 1.00 | 101.013 | 0.000 | 0.000 | ||
| 3992 | 2016.09.23 08:25 | modify | 1265 | 1.00 | 101.013 | 99.813 | 101.213 | ||
| 3993 | 2016.09.23 10:35 | close | 1265 | 1.00 | 101.024 | 99.813 | 101.213 | 1100.00 | 5263600.00 |
| 3994 | 2016.09.28 00:00 | sell | 1266 | 1.00 | 100.424 | 0.000 | 0.000 | ||
| 3995 | 2016.09.28 00:00 | modify | 1266 | 1.00 | 100.424 | 101.624 | 100.224 | ||
| 3996 | 2016.09.28 02:05 | close | 1266 | 1.00 | 100.335 | 101.624 | 100.224 | 8900.00 | 5272500.00 |
| 3997 | 2016.10.05 03:30 | buy | 1267 | 1.00 | 102.702 | 0.000 | 0.000 | ||
| 3998 | 2016.10.05 03:30 | modify | 1267 | 1.00 | 102.702 | 101.502 | 102.902 | ||
| 3999 | 2016.10.05 04:05 | close | 1267 | 1.00 | 102.821 | 101.502 | 102.902 | 11900.00 | 5284400.00 |
| 4000 | 2016.10.06 02:50 | buy | 1268 | 1.00 | 103.388 | 0.000 | 0.000 | ||
| 4001 | 2016.10.06 02:50 | modify | 1268 | 1.00 | 103.388 | 102.188 | 103.588 | ||
| 4002 | 2016.10.06 03:05 | close | 1268 | 1.00 | 103.501 | 102.188 | 103.588 | 11300.00 | 5295700.00 |
| 4003 | 2016.10.10 09:05 | sell | 1269 | 1.00 | 103.044 | 0.000 | 0.000 | ||
| 4004 | 2016.10.10 09:05 | modify | 1269 | 1.00 | 103.044 | 104.244 | 102.844 | ||
| 4005 | 2016.10.10 12:00 | close | 1269 | 1.00 | 103.118 | 104.244 | 102.844 | -7400.00 | 5288300.00 |
| 4006 | 2016.10.10 23:25 | buy | 1270 | 1.00 | 103.611 | 0.000 | 0.000 | ||
| 4007 | 2016.10.10 23:25 | modify | 1270 | 1.00 | 103.611 | 102.411 | 103.811 | ||
| 4008 | 2016.10.11 01:45 | close | 1270 | 1.00 | 103.699 | 102.411 | 103.811 | 8800.00 | 5297100.00 |
| 4009 | 2016.10.12 00:35 | sell | 1271 | 1.00 | 103.545 | 0.000 | 0.000 | ||
| 4010 | 2016.10.12 00:35 | modify | 1271 | 1.00 | 103.545 | 104.745 | 103.345 | ||
| 4011 | 2016.10.12 01:40 | close | 1271 | 1.00 | 103.444 | 104.745 | 103.345 | 10100.00 | 5307200.00 |
| 4012 | 2016.10.13 05:05 | buy | 1272 | 1.00 | 104.144 | 0.000 | 0.000 | ||
| 4013 | 2016.10.13 05:05 | modify | 1272 | 1.00 | 104.144 | 102.944 | 104.344 | ||
| 4014 | 2016.10.13 05:35 | modify | 1272 | 1.00 | 104.144 | 102.944 | 104.244 | ||
| 4015 | 2016.10.13 10:40 | close | 1272 | 1.00 | 103.978 | 102.944 | 104.244 | -16600.00 | 5290600.00 |
| 4016 | 2016.10.14 20:35 | buy | 1273 | 1.00 | 103.880 | 0.000 | 0.000 | ||
| 4017 | 2016.10.14 20:35 | modify | 1273 | 1.00 | 103.880 | 102.680 | 104.080 | ||
| 4018 | 2016.10.14 21:00 | close | 1273 | 1.00 | 104.067 | 102.680 | 104.080 | 18700.00 | 5309300.00 |
| 4019 | 2016.10.21 08:30 | buy | 1274 | 1.00 | 103.956 | 0.000 | 0.000 | ||
| 4020 | 2016.10.21 08:30 | modify | 1274 | 1.00 | 103.956 | 102.756 | 104.156 | ||
| 4021 | 2016.10.21 15:40 | close | 1274 | 1.00 | 103.717 | 102.756 | 104.156 | -23900.00 | 5285400.00 |
| 4022 | 2016.10.26 04:35 | sell | 1275 | 1.00 | 104.334 | 0.000 | 0.000 | ||
| 4023 | 2016.10.26 04:35 | modify | 1275 | 1.00 | 104.334 | 105.534 | 104.134 | ||
| 4024 | 2016.10.26 08:45 | close | 1275 | 1.00 | 104.296 | 105.534 | 104.134 | 3800.00 | 5289200.00 |
| 4025 | 2016.10.31 03:30 | sell | 1276 | 1.00 | 104.834 | 0.000 | 0.000 | ||
| 4026 | 2016.10.31 03:30 | modify | 1276 | 1.00 | 104.834 | 106.034 | 104.634 | ||
| 4027 | 2016.10.31 04:15 | close | 1276 | 1.00 | 104.724 | 106.034 | 104.634 | 11000.00 | 5300200.00 |
| 4028 | 2016.11.01 02:25 | sell | 1277 | 1.00 | 104.876 | 0.000 | 0.000 | ||
| 4029 | 2016.11.01 02:25 | modify | 1277 | 1.00 | 104.876 | 106.076 | 104.676 | ||
| 4030 | 2016.11.01 03:10 | close | 1277 | 1.00 | 104.748 | 106.076 | 104.676 | 12800.00 | 5313000.00 |
| 4031 | 2016.11.01 21:15 | buy | 1278 | 1.00 | 104.077 | 0.000 | 0.000 | ||
| 4032 | 2016.11.01 21:15 | modify | 1278 | 1.00 | 104.077 | 102.877 | 104.277 | ||
| 4033 | 2016.11.01 23:55 | close | 1278 | 1.00 | 104.147 | 102.877 | 104.277 | 7000.00 | 5320000.00 |
| 4034 | 2016.11.09 02:10 | buy | 1279 | 1.00 | 104.848 | 0.000 | 0.000 | ||
| 4035 | 2016.11.09 02:10 | modify | 1279 | 1.00 | 104.848 | 103.648 | 105.048 | ||
| 4036 | 2016.11.09 02:30 | close | 1279 | 1.00 | 104.976 | 103.648 | 105.048 | 12800.00 | 5332800.00 |
| 4037 | 2016.11.09 05:25 | buy | 1280 | 1.00 | 101.703 | 0.000 | 0.000 | ||
| 4038 | 2016.11.09 05:25 | modify | 1280 | 1.00 | 101.703 | 100.503 | 101.903 | ||
| 4039 | 2016.11.09 05:36 | t/p | 1280 | 1.00 | 101.902 | 100.503 | 101.903 | 19900.00 | 5352700.00 |
| 4040 | 2016.11.09 08:25 | sell | 1281 | 1.00 | 102.541 | 0.000 | 0.000 | ||
| 4041 | 2016.11.09 08:25 | modify | 1281 | 1.00 | 102.541 | 103.741 | 102.341 | ||
| 4042 | 2016.11.09 08:29 | t/p | 1281 | 1.00 | 102.337 | 103.741 | 102.341 | 20400.00 | 5373100.00 |
| 4043 | 2016.11.10 03:55 | buy | 1282 | 1.00 | 105.322 | 0.000 | 0.000 | ||
| 4044 | 2016.11.10 03:55 | modify | 1282 | 1.00 | 105.322 | 104.122 | 105.522 | ||
| 4045 | 2016.11.10 06:45 | close | 1282 | 1.00 | 105.508 | 104.122 | 105.522 | 18600.00 | 5391700.00 |
| 4046 | 2016.11.11 03:20 | buy | 1283 | 1.00 | 106.572 | 0.000 | 0.000 | ||
| 4047 | 2016.11.11 03:20 | modify | 1283 | 1.00 | 106.572 | 105.372 | 106.772 | ||
| 4048 | 2016.11.11 03:40 | close | 1283 | 1.00 | 106.734 | 105.372 | 106.772 | 16200.00 | 5407900.00 |
| 4049 | 2016.11.23 01:50 | buy | 1284 | 1.00 | 110.982 | 0.000 | 0.000 | ||
| 4050 | 2016.11.23 01:50 | modify | 1284 | 1.00 | 110.982 | 109.782 | 111.182 | ||