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 |
| 4051 | 2016.11.23 02:35 | modify | 1284 | 1.00 | 110.982 | 110.690 | 111.182 | ||
| 4052 | 2016.11.23 02:40 | close | 1284 | 1.00 | 111.094 | 110.690 | 111.182 | 11200.00 | 5419100.00 |
| 4053 | 2016.11.28 08:00 | sell | 1285 | 1.00 | 112.130 | 0.000 | 0.000 | ||
| 4054 | 2016.11.28 08:00 | modify | 1285 | 1.00 | 112.130 | 113.330 | 111.930 | ||
| 4055 | 2016.11.28 08:25 | close | 1285 | 1.00 | 111.995 | 113.330 | 111.930 | 13500.00 | 5432600.00 |
| 4056 | 2016.11.29 01:35 | buy | 1286 | 1.00 | 111.749 | 0.000 | 0.000 | ||
| 4057 | 2016.11.29 01:35 | modify | 1286 | 1.00 | 111.749 | 110.549 | 111.949 | ||
| 4058 | 2016.11.29 02:12 | t/p | 1286 | 1.00 | 111.948 | 110.549 | 111.949 | 19900.00 | 5452500.00 |
| 4059 | 2016.12.02 03:15 | buy | 1287 | 1.00 | 113.626 | 0.000 | 0.000 | ||
| 4060 | 2016.12.02 03:15 | modify | 1287 | 1.00 | 113.626 | 112.426 | 113.826 | ||
| 4061 | 2016.12.02 03:30 | modify | 1287 | 1.00 | 113.626 | 113.329 | 113.826 | ||
| 4062 | 2016.12.02 03:35 | modify | 1287 | 1.00 | 113.626 | 113.337 | 113.826 | ||
| 4063 | 2016.12.02 03:40 | close | 1287 | 1.00 | 113.784 | 113.337 | 113.826 | 15800.00 | 5468300.00 |
| 4064 | 2016.12.02 05:25 | sell | 1288 | 1.00 | 114.082 | 0.000 | 0.000 | ||
| 4065 | 2016.12.02 05:25 | modify | 1288 | 1.00 | 114.082 | 115.282 | 113.882 | ||
| 4066 | 2016.12.02 05:45 | close | 1288 | 1.00 | 113.951 | 115.282 | 113.882 | 13100.00 | 5481400.00 |
| 4067 | 2016.12.09 04:25 | sell | 1289 | 1.00 | 114.511 | 0.000 | 0.000 | ||
| 4068 | 2016.12.09 04:25 | modify | 1289 | 1.00 | 114.511 | 115.711 | 114.311 | ||
| 4069 | 2016.12.09 04:35 | modify | 1289 | 1.00 | 114.511 | 114.799 | 114.311 | ||
| 4070 | 2016.12.09 04:45 | modify | 1289 | 1.00 | 114.511 | 114.798 | 114.311 | ||
| 4071 | 2016.12.09 07:30 | close | 1289 | 1.00 | 114.365 | 114.798 | 114.311 | 14600.00 | 5496000.00 |
| 4072 | 2016.12.09 07:35 | buy | 1290 | 1.00 | 114.299 | 0.000 | 0.000 | ||
| 4073 | 2016.12.09 07:35 | modify | 1290 | 1.00 | 114.299 | 113.099 | 114.499 | ||
| 4074 | 2016.12.09 07:55 | close | 1290 | 1.00 | 114.452 | 113.099 | 114.499 | 15300.00 | 5511300.00 |
| 4075 | 2016.12.19 20:35 | sell | 1291 | 1.00 | 117.050 | 0.000 | 0.000 | ||
| 4076 | 2016.12.19 20:35 | modify | 1291 | 1.00 | 117.050 | 118.250 | 116.850 | ||
| 4077 | 2016.12.19 22:35 | close | 1291 | 1.00 | 117.019 | 118.250 | 116.850 | 3100.00 | 5514400.00 |
| 4078 | 2017.01.03 01:00 | buy | 1292 | 1.00 | 117.320 | 0.000 | 0.000 | ||
| 4079 | 2017.01.03 01:00 | modify | 1292 | 1.00 | 117.320 | 116.120 | 117.520 | ||
| 4080 | 2017.01.03 01:40 | modify | 1292 | 1.00 | 117.320 | 117.029 | 117.520 | ||
| 4081 | 2017.01.03 01:41 | t/p | 1292 | 1.00 | 117.525 | 117.029 | 117.520 | 20500.00 | 5534900.00 |
| 4082 | 2017.01.03 19:45 | buy | 1293 | 1.00 | 117.473 | 0.000 | 0.000 | ||
| 4083 | 2017.01.03 19:45 | modify | 1293 | 1.00 | 117.473 | 116.273 | 117.673 | ||
| 4084 | 2017.01.03 21:00 | close | 1293 | 1.00 | 117.598 | 116.273 | 117.673 | 12500.00 | 5547400.00 |
| 4085 | 2017.01.06 03:10 | sell | 1294 | 1.00 | 115.828 | 0.000 | 0.000 | ||
| 4086 | 2017.01.06 03:10 | modify | 1294 | 1.00 | 115.828 | 117.028 | 115.628 | ||
| 4087 | 2017.01.06 05:10 | close | 1294 | 1.00 | 115.684 | 117.028 | 115.628 | 14400.00 | 5561800.00 |
| 4088 | 2017.01.13 08:20 | buy | 1295 | 1.00 | 114.829 | 0.000 | 0.000 | ||
| 4089 | 2017.01.13 08:20 | modify | 1295 | 1.00 | 114.829 | 113.629 | 115.029 | ||
| 4090 | 2017.01.13 15:10 | modify | 1295 | 1.00 | 114.829 | 113.629 | 114.929 | ||
| 4091 | 2017.01.13 15:30 | close | 1295 | 1.00 | 114.243 | 113.629 | 114.929 | -58600.00 | 5503200.00 |
| 4092 | 2017.01.13 21:15 | buy | 1296 | 1.00 | 114.463 | 0.000 | 0.000 | ||
| 4093 | 2017.01.13 21:15 | modify | 1296 | 1.00 | 114.463 | 113.263 | 114.663 | ||
| 4094 | 2017.01.13 22:00 | close | 1296 | 1.00 | 114.466 | 113.263 | 114.663 | 300.00 | 5503500.00 |
| 4095 | 2017.01.18 23:35 | sell | 1297 | 1.00 | 114.516 | 0.000 | 0.000 | ||
| 4096 | 2017.01.18 23:35 | modify | 1297 | 1.00 | 114.516 | 115.716 | 114.316 | ||
| 4097 | 2017.01.18 23:40 | close | 1297 | 1.00 | 114.690 | 115.716 | 114.316 | -17400.00 | 5486100.00 |
| 4098 | 2017.01.19 21:50 | buy | 1298 | 1.00 | 114.861 | 0.000 | 0.000 | ||
| 4099 | 2017.01.19 21:50 | modify | 1298 | 1.00 | 114.861 | 113.661 | 115.061 | ||
| 4100 | 2017.01.20 00:25 | close | 1298 | 1.00 | 114.948 | 113.661 | 115.061 | 8700.00 | 5494800.00 |
| 4101 | 2017.01.20 07:55 | sell | 1299 | 1.00 | 114.867 | 0.000 | 0.000 | ||
| 4102 | 2017.01.20 07:55 | modify | 1299 | 1.00 | 114.867 | 116.067 | 114.667 | ||
| 4103 | 2017.01.20 08:10 | close | 1299 | 1.00 | 114.731 | 116.067 | 114.667 | 13600.00 | 5508400.00 |
| 4104 | 2017.01.25 03:40 | buy | 1300 | 1.00 | 113.519 | 0.000 | 0.000 | ||
| 4105 | 2017.01.25 03:40 | modify | 1300 | 1.00 | 113.519 | 112.319 | 113.719 | ||
| 4106 | 2017.01.25 07:35 | close | 1300 | 1.00 | 113.648 | 112.319 | 113.719 | 12900.00 | 5521300.00 |
| 4107 | 2017.02.13 08:00 | buy | 1301 | 1.00 | 113.716 | 0.000 | 0.000 | ||
| 4108 | 2017.02.13 08:00 | modify | 1301 | 1.00 | 113.716 | 112.516 | 113.916 | ||
| 4109 | 2017.02.13 11:10 | close | 1301 | 1.00 | 113.741 | 112.516 | 113.916 | 2500.00 | 5523800.00 |
| 4110 | 2017.02.14 19:35 | sell | 1302 | 1.00 | 114.495 | 0.000 | 0.000 | ||
| 4111 | 2017.02.14 19:35 | modify | 1302 | 1.00 | 114.495 | 115.695 | 114.295 | ||
| 4112 | 2017.02.14 19:40 | close | 1302 | 1.00 | 114.432 | 115.695 | 114.295 | 6300.00 | 5530100.00 |
| 4113 | 2017.02.21 05:45 | sell | 1303 | 1.00 | 113.666 | 0.000 | 0.000 | ||
| 4114 | 2017.02.21 05:45 | modify | 1303 | 1.00 | 113.666 | 114.866 | 113.466 | ||
| 4115 | 2017.02.21 07:40 | close | 1303 | 1.00 | 113.587 | 114.866 | 113.466 | 7900.00 | 5538000.00 |
| 4116 | 2017.02.22 08:20 | sell | 1304 | 1.00 | 113.556 | 0.000 | 0.000 | ||
| 4117 | 2017.02.22 08:20 | modify | 1304 | 1.00 | 113.556 | 114.756 | 113.356 | ||
| 4118 | 2017.02.22 09:00 | close | 1304 | 1.00 | 113.443 | 114.756 | 113.356 | 11300.00 | 5549300.00 |
| 4119 | 2017.02.27 01:20 | sell | 1305 | 1.00 | 112.292 | 0.000 | 0.000 | ||
| 4120 | 2017.02.27 01:20 | modify | 1305 | 1.00 | 112.292 | 113.492 | 112.092 | ||
| 4121 | 2017.02.27 01:55 | close | 1305 | 1.00 | 112.171 | 113.492 | 112.092 | 12100.00 | 5561400.00 |
| 4122 | 2017.02.27 21:50 | sell | 1306 | 1.00 | 112.803 | 0.000 | 0.000 | ||
| 4123 | 2017.02.27 21:50 | modify | 1306 | 1.00 | 112.803 | 114.003 | 112.603 | ||
| 4124 | 2017.02.27 23:30 | modify | 1306 | 1.00 | 112.803 | 113.092 | 112.603 | ||
| 4125 | 2017.02.27 23:40 | close | 1306 | 1.00 | 112.692 | 113.092 | 112.603 | 11100.00 | 5572500.00 |
| 4126 | 2017.02.28 02:55 | buy | 1307 | 1.00 | 112.458 | 0.000 | 0.000 | ||
| 4127 | 2017.02.28 02:55 | modify | 1307 | 1.00 | 112.458 | 111.258 | 112.658 | ||
| 4128 | 2017.02.28 03:00 | close | 1307 | 1.00 | 112.632 | 111.258 | 112.658 | 17400.00 | 5589900.00 |
| 4129 | 2017.02.28 08:20 | buy | 1308 | 1.00 | 112.458 | 0.000 | 0.000 | ||
| 4130 | 2017.02.28 08:20 | modify | 1308 | 1.00 | 112.458 | 111.258 | 112.658 | ||
| 4131 | 2017.02.28 15:30 | close | 1308 | 1.00 | 112.232 | 111.258 | 112.658 | -22600.00 | 5567300.00 |
| 4132 | 2017.03.01 01:05 | sell | 1309 | 1.00 | 112.909 | 0.000 | 0.000 | ||
| 4133 | 2017.03.01 01:05 | modify | 1309 | 1.00 | 112.909 | 114.109 | 112.709 | ||
| 4134 | 2017.03.01 01:10 | close | 1309 | 1.00 | 112.923 | 114.109 | 112.709 | -1400.00 | 5565900.00 |
| 4135 | 2017.03.01 01:30 | sell | 1310 | 1.00 | 112.920 | 0.000 | 0.000 | ||
| 4136 | 2017.03.01 01:30 | modify | 1310 | 1.00 | 112.920 | 114.120 | 112.720 | ||
| 4137 | 2017.03.01 01:35 | close | 1310 | 1.00 | 113.009 | 114.120 | 112.720 | -8900.00 | 5557000.00 |
| 4138 | 2017.03.01 03:15 | sell | 1311 | 1.00 | 113.264 | 0.000 | 0.000 | ||
| 4139 | 2017.03.01 03:15 | modify | 1311 | 1.00 | 113.264 | 114.464 | 113.064 | ||
| 4140 | 2017.03.01 03:20 | close | 1311 | 1.00 | 113.345 | 114.464 | 113.064 | -8100.00 | 5548900.00 |
| 4141 | 2017.03.01 06:45 | sell | 1312 | 1.00 | 113.556 | 0.000 | 0.000 | ||
| 4142 | 2017.03.01 06:45 | modify | 1312 | 1.00 | 113.556 | 114.756 | 113.356 | ||
| 4143 | 2017.03.01 07:00 | close | 1312 | 1.00 | 113.587 | 114.756 | 113.356 | -3100.00 | 5545800.00 |
| 4144 | 2017.03.09 08:55 | buy | 1313 | 1.00 | 114.421 | 0.000 | 0.000 | ||
| 4145 | 2017.03.09 08:55 | modify | 1313 | 1.00 | 114.421 | 113.221 | 114.621 | ||
| 4146 | 2017.03.09 09:35 | close | 1313 | 1.00 | 114.536 | 113.221 | 114.621 | 11500.00 | 5557300.00 |
| 4147 | 2017.03.10 08:25 | sell | 1314 | 1.00 | 115.432 | 0.000 | 0.000 | ||
| 4148 | 2017.03.10 08:25 | modify | 1314 | 1.00 | 115.432 | 116.632 | 115.232 | ||
| 4149 | 2017.03.10 09:40 | close | 1314 | 1.00 | 115.361 | 116.632 | 115.232 | 7100.00 | 5564400.00 |
| 4150 | 2017.03.13 08:15 | buy | 1315 | 1.00 | 114.665 | 0.000 | 0.000 | ||
| 4151 | 2017.03.13 08:15 | modify | 1315 | 1.00 | 114.665 | 113.465 | 114.865 | ||
| 4152 | 2017.03.13 14:50 | close | 1315 | 1.00 | 114.656 | 113.465 | 114.865 | -900.00 | 5563500.00 |
| 4153 | 2017.03.14 04:50 | buy | 1316 | 1.00 | 114.786 | 0.000 | 0.000 | ||
| 4154 | 2017.03.14 04:50 | modify | 1316 | 1.00 | 114.786 | 113.586 | 114.986 | ||
| 4155 | 2017.03.14 07:50 | close | 1316 | 1.00 | 114.881 | 113.586 | 114.986 | 9500.00 | 5573000.00 |
| 4156 | 2017.03.20 09:00 | sell | 1317 | 1.00 | 112.609 | 0.000 | 0.000 | ||
| 4157 | 2017.03.20 09:00 | modify | 1317 | 1.00 | 112.609 | 113.809 | 112.409 | ||
| 4158 | 2017.03.20 10:25 | close | 1317 | 1.00 | 112.474 | 113.809 | 112.409 | 13500.00 | 5586500.00 |
| 4159 | 2017.03.21 06:25 | sell | 1318 | 1.00 | 112.779 | 0.000 | 0.000 | ||
| 4160 | 2017.03.21 06:25 | modify | 1318 | 1.00 | 112.779 | 113.979 | 112.579 | ||
| 4161 | 2017.03.21 07:45 | close | 1318 | 1.00 | 112.702 | 113.979 | 112.579 | 7700.00 | 5594200.00 |
| 4162 | 2017.03.22 22:40 | sell | 1319 | 1.00 | 111.137 | 0.000 | 0.000 | ||
| 4163 | 2017.03.22 22:40 | modify | 1319 | 1.00 | 111.137 | 112.337 | 110.937 | ||
| 4164 | 2017.03.23 04:45 | modify | 1319 | 1.00 | 111.137 | 112.337 | 111.037 | ||
| 4165 | 2017.03.23 05:55 | close | 1319 | 1.00 | 111.472 | 112.337 | 111.037 | -33500.00 | 5560700.00 |
| 4166 | 2017.03.27 04:05 | buy | 1320 | 1.00 | 110.301 | 0.000 | 0.000 | ||
| 4167 | 2017.03.27 04:05 | modify | 1320 | 1.00 | 110.301 | 109.101 | 110.501 | ||
| 4168 | 2017.03.27 04:35 | modify | 1320 | 1.00 | 110.301 | 110.007 | 110.501 | ||
| 4169 | 2017.03.27 04:45 | close | 1320 | 1.00 | 110.419 | 110.007 | 110.501 | 11800.00 | 5572500.00 |
| 4170 | 2017.03.31 08:40 | buy | 1321 | 1.00 | 111.887 | 0.000 | 0.000 | ||
| 4171 | 2017.03.31 08:40 | modify | 1321 | 1.00 | 111.887 | 110.687 | 112.087 | ||
| 4172 | 2017.03.31 12:35 | close | 1321 | 1.00 | 111.961 | 110.687 | 112.087 | 7400.00 | 5579900.00 |
| 4173 | 2017.04.10 03:20 | sell | 1322 | 1.00 | 111.408 | 0.000 | 0.000 | ||
| 4174 | 2017.04.10 03:20 | modify | 1322 | 1.00 | 111.408 | 112.608 | 111.208 | ||
| 4175 | 2017.04.10 07:15 | close | 1322 | 1.00 | 111.395 | 112.608 | 111.208 | 1300.00 | 5581200.00 |
| 4176 | 2017.04.12 09:55 | sell | 1323 | 1.00 | 109.625 | 0.000 | 0.000 | ||
| 4177 | 2017.04.12 09:55 | modify | 1323 | 1.00 | 109.625 | 110.825 | 109.425 | ||
| 4178 | 2017.04.12 15:20 | close | 1323 | 1.00 | 109.572 | 110.825 | 109.425 | 5300.00 | 5586500.00 |
| 4179 | 2017.04.13 00:15 | buy | 1324 | 1.00 | 108.927 | 0.000 | 0.000 | ||
| 4180 | 2017.04.13 00:15 | modify | 1324 | 1.00 | 108.927 | 107.727 | 109.127 | ||
| 4181 | 2017.04.13 01:05 | modify | 1324 | 1.00 | 108.927 | 108.628 | 109.127 | ||
| 4182 | 2017.04.13 01:10 | close | 1324 | 1.00 | 109.041 | 108.628 | 109.127 | 11400.00 | 5597900.00 |
| 4183 | 2017.04.13 08:25 | sell | 1325 | 1.00 | 108.928 | 0.000 | 0.000 | ||
| 4184 | 2017.04.13 08:25 | modify | 1325 | 1.00 | 108.928 | 110.128 | 108.728 | ||
| 4185 | 2017.04.13 11:10 | close | 1325 | 1.00 | 108.924 | 110.128 | 108.728 | 400.00 | 5598300.00 |
| 4186 | 2017.04.14 09:40 | buy | 1326 | 1.00 | 108.878 | 0.000 | 0.000 | ||
| 4187 | 2017.04.14 09:40 | modify | 1326 | 1.00 | 108.878 | 107.678 | 109.078 | ||
| 4188 | 2017.04.14 14:50 | close | 1326 | 1.00 | 108.879 | 107.678 | 109.078 | 100.00 | 5598400.00 |
| 4189 | 2017.04.17 23:10 | sell | 1327 | 1.00 | 108.993 | 0.000 | 0.000 | ||
| 4190 | 2017.04.17 23:10 | modify | 1327 | 1.00 | 108.993 | 110.193 | 108.793 | ||
| 4191 | 2017.04.18 04:50 | close | 1327 | 1.00 | 109.026 | 110.193 | 108.793 | -3300.00 | 5595100.00 |
| 4192 | 2017.04.18 05:15 | buy | 1328 | 1.00 | 108.949 | 0.000 | 0.000 | ||
| 4193 | 2017.04.18 05:15 | modify | 1328 | 1.00 | 108.949 | 107.749 | 109.149 | ||
| 4194 | 2017.04.18 07:25 | close | 1328 | 1.00 | 109.018 | 107.749 | 109.149 | 6900.00 | 5602000.00 |
| 4195 | 2017.04.19 02:50 | sell | 1329 | 1.00 | 108.521 | 0.000 | 0.000 | ||
| 4196 | 2017.04.19 02:50 | modify | 1329 | 1.00 | 108.521 | 109.721 | 108.321 | ||
| 4197 | 2017.04.19 04:40 | close | 1329 | 1.00 | 108.466 | 109.721 | 108.321 | 5500.00 | 5607500.00 |
| 4198 | 2017.04.21 04:20 | buy | 1330 | 1.00 | 109.227 | 0.000 | 0.000 | ||
| 4199 | 2017.04.21 04:20 | modify | 1330 | 1.00 | 109.227 | 108.027 | 109.427 | ||
| 4200 | 2017.04.21 09:00 | close | 1330 | 1.00 | 109.326 | 108.027 | 109.427 | 9900.00 | 5617400.00 |