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 |
| 4201 | 2017.05.04 09:55 | buy | 1331 | 1.00 | 112.697 | 0.000 | 0.000 | ||
| 4202 | 2017.05.04 09:55 | modify | 1331 | 1.00 | 112.697 | 111.497 | 112.897 | ||
| 4203 | 2017.05.04 10:35 | modify | 1331 | 1.00 | 112.697 | 112.407 | 112.897 | ||
| 4204 | 2017.05.04 11:05 | close | 1331 | 1.00 | 112.837 | 112.407 | 112.897 | 14000.00 | 5631400.00 |
| 4205 | 2017.05.05 00:35 | sell | 1332 | 1.00 | 112.533 | 0.000 | 0.000 | ||
| 4206 | 2017.05.05 00:35 | modify | 1332 | 1.00 | 112.533 | 113.733 | 112.333 | ||
| 4207 | 2017.05.05 06:35 | close | 1332 | 1.00 | 112.438 | 113.733 | 112.333 | 9500.00 | 5640900.00 |
| 4208 | 2017.05.05 08:05 | buy | 1333 | 1.00 | 112.174 | 0.000 | 0.000 | ||
| 4209 | 2017.05.05 08:05 | modify | 1333 | 1.00 | 112.174 | 110.974 | 112.374 | ||
| 4210 | 2017.05.05 10:25 | modify | 1333 | 1.00 | 112.174 | 111.876 | 112.374 | ||
| 4211 | 2017.05.05 10:30 | modify | 1333 | 1.00 | 112.174 | 111.877 | 112.374 | ||
| 4212 | 2017.05.05 10:40 | modify | 1333 | 1.00 | 112.174 | 111.882 | 112.374 | ||
| 4213 | 2017.05.05 10:45 | modify | 1333 | 1.00 | 112.174 | 111.886 | 112.374 | ||
| 4214 | 2017.05.05 11:15 | close | 1333 | 1.00 | 112.326 | 111.886 | 112.374 | 15200.00 | 5656100.00 |
| 4215 | 2017.05.05 22:45 | buy | 1334 | 1.00 | 112.514 | 0.000 | 0.000 | ||
| 4216 | 2017.05.05 22:45 | modify | 1334 | 1.00 | 112.514 | 111.314 | 112.714 | ||
| 4217 | 2017.05.05 23:00 | close | 1334 | 1.00 | 112.477 | 111.314 | 112.714 | -3700.00 | 5652400.00 |
| 4218 | 2017.05.09 00:45 | sell | 1335 | 1.00 | 113.291 | 0.000 | 0.000 | ||
| 4219 | 2017.05.09 00:45 | modify | 1335 | 1.00 | 113.291 | 114.491 | 113.091 | ||
| 4220 | 2017.05.09 02:20 | close | 1335 | 1.00 | 113.207 | 114.491 | 113.091 | 8400.00 | 5660800.00 |
| 4221 | 2017.05.09 22:40 | buy | 1336 | 1.00 | 113.890 | 0.000 | 0.000 | ||
| 4222 | 2017.05.09 22:40 | modify | 1336 | 1.00 | 113.890 | 112.690 | 114.090 | ||
| 4223 | 2017.05.09 23:50 | close | 1336 | 1.00 | 114.026 | 112.690 | 114.090 | 13600.00 | 5674400.00 |
| 4224 | 2017.05.10 09:40 | sell | 1337 | 1.00 | 113.922 | 0.000 | 0.000 | ||
| 4225 | 2017.05.10 09:40 | modify | 1337 | 1.00 | 113.922 | 115.122 | 113.722 | ||
| 4226 | 2017.05.10 11:05 | close | 1337 | 1.00 | 113.894 | 115.122 | 113.722 | 2800.00 | 5677200.00 |
| 4227 | 2017.05.11 04:20 | buy | 1338 | 1.00 | 114.147 | 0.000 | 0.000 | ||
| 4228 | 2017.05.11 04:20 | modify | 1338 | 1.00 | 114.147 | 112.947 | 114.347 | ||
| 4229 | 2017.05.11 07:00 | close | 1338 | 1.00 | 114.208 | 112.947 | 114.347 | 6100.00 | 5683300.00 |
| 4230 | 2017.05.16 00:10 | buy | 1339 | 1.00 | 113.637 | 0.000 | 0.000 | ||
| 4231 | 2017.05.16 00:10 | modify | 1339 | 1.00 | 113.637 | 112.437 | 113.837 | ||
| 4232 | 2017.05.16 03:15 | close | 1339 | 1.00 | 113.710 | 112.437 | 113.837 | 7300.00 | 5690600.00 |
| 4233 | 2017.05.18 02:50 | sell | 1340 | 1.00 | 111.112 | 0.000 | 0.000 | ||
| 4234 | 2017.05.18 02:50 | modify | 1340 | 1.00 | 111.112 | 112.312 | 110.912 | ||
| 4235 | 2017.05.18 04:00 | close | 1340 | 1.00 | 110.960 | 112.312 | 110.912 | 15200.00 | 5705800.00 |
| 4236 | 2017.05.18 08:10 | sell | 1341 | 1.00 | 111.224 | 0.000 | 0.000 | ||
| 4237 | 2017.05.18 08:10 | modify | 1341 | 1.00 | 111.224 | 112.424 | 111.024 | ||
| 4238 | 2017.05.18 10:25 | close | 1341 | 1.00 | 111.173 | 112.424 | 111.024 | 5100.00 | 5710900.00 |
| 4239 | 2017.05.29 07:55 | buy | 1342 | 1.00 | 111.284 | 0.000 | 0.000 | ||
| 4240 | 2017.05.29 07:55 | modify | 1342 | 1.00 | 111.284 | 110.084 | 111.484 | ||
| 4241 | 2017.05.29 10:35 | close | 1342 | 1.00 | 111.348 | 110.084 | 111.484 | 6400.00 | 5717300.00 |
| 4242 | 2017.06.06 21:50 | sell | 1343 | 1.00 | 109.517 | 0.000 | 0.000 | ||
| 4243 | 2017.06.06 21:50 | modify | 1343 | 1.00 | 109.517 | 110.717 | 109.317 | ||
| 4244 | 2017.06.06 22:35 | close | 1343 | 1.00 | 109.404 | 110.717 | 109.317 | 11300.00 | 5728600.00 |
| 4245 | 2017.06.08 07:50 | buy | 1344 | 1.00 | 109.743 | 0.000 | 0.000 | ||
| 4246 | 2017.06.08 07:50 | modify | 1344 | 1.00 | 109.743 | 108.543 | 109.943 | ||
| 4247 | 2017.06.08 10:25 | close | 1344 | 1.00 | 109.676 | 108.543 | 109.943 | -6700.00 | 5721900.00 |
| 4248 | 2017.06.09 20:40 | buy | 1345 | 1.00 | 110.379 | 0.000 | 0.000 | ||
| 4249 | 2017.06.09 20:40 | modify | 1345 | 1.00 | 110.379 | 109.179 | 110.579 | ||
| 4250 | 2017.06.09 23:00 | close | 1345 | 1.00 | 110.231 | 109.179 | 110.579 | -14800.00 | 5707100.00 |
| 4251 | 2017.06.16 08:50 | buy | 1346 | 1.00 | 111.085 | 0.000 | 0.000 | ||
| 4252 | 2017.06.16 08:50 | modify | 1346 | 1.00 | 111.085 | 109.885 | 111.285 | ||
| 4253 | 2017.06.16 09:42 | t/p | 1346 | 1.00 | 111.298 | 109.885 | 111.285 | 21300.00 | 5728400.00 |
| 4254 | 2017.06.20 08:40 | buy | 1347 | 1.00 | 111.584 | 0.000 | 0.000 | ||
| 4255 | 2017.06.20 08:40 | modify | 1347 | 1.00 | 111.584 | 110.384 | 111.784 | ||
| 4256 | 2017.06.20 09:55 | close | 1347 | 1.00 | 111.652 | 110.384 | 111.784 | 6800.00 | 5735200.00 |
| 4257 | 2017.06.27 08:05 | buy | 1348 | 1.00 | 111.785 | 0.000 | 0.000 | ||
| 4258 | 2017.06.27 08:05 | modify | 1348 | 1.00 | 111.785 | 110.585 | 111.985 | ||
| 4259 | 2017.06.27 13:00 | close | 1348 | 1.00 | 111.727 | 110.585 | 111.985 | -5800.00 | 5729400.00 |
| 4260 | 2017.07.03 06:55 | sell | 1349 | 1.00 | 112.509 | 0.000 | 0.000 | ||
| 4261 | 2017.07.03 06:55 | modify | 1349 | 1.00 | 112.509 | 113.709 | 112.309 | ||
| 4262 | 2017.07.03 08:50 | close | 1349 | 1.00 | 112.469 | 113.709 | 112.309 | 4000.00 | 5733400.00 |
| 4263 | 2017.07.04 03:55 | buy | 1350 | 1.00 | 113.219 | 0.000 | 0.000 | ||
| 4264 | 2017.07.04 03:55 | modify | 1350 | 1.00 | 113.219 | 112.019 | 113.419 | ||
| 4265 | 2017.07.04 09:50 | modify | 1350 | 1.00 | 113.219 | 112.019 | 113.319 | ||
| 4266 | 2017.07.04 11:00 | close | 1350 | 1.00 | 113.106 | 112.019 | 113.319 | -11300.00 | 5722100.00 |
| 4267 | 2017.07.06 08:30 | sell | 1351 | 1.00 | 113.173 | 0.000 | 0.000 | ||
| 4268 | 2017.07.06 08:30 | modify | 1351 | 1.00 | 113.173 | 114.373 | 112.973 | ||
| 4269 | 2017.07.06 11:50 | close | 1351 | 1.00 | 113.267 | 114.373 | 112.973 | -9400.00 | 5712700.00 |
| 4270 | 2017.07.13 02:00 | sell | 1352 | 1.00 | 113.309 | 0.000 | 0.000 | ||
| 4271 | 2017.07.13 02:00 | modify | 1352 | 1.00 | 113.309 | 114.509 | 113.109 | ||
| 4272 | 2017.07.13 03:55 | close | 1352 | 1.00 | 113.238 | 114.509 | 113.109 | 7100.00 | 5719800.00 |
| 4273 | 2017.07.13 05:55 | buy | 1353 | 1.00 | 113.036 | 0.000 | 0.000 | ||
| 4274 | 2017.07.13 05:55 | modify | 1353 | 1.00 | 113.036 | 111.836 | 113.236 | ||
| 4275 | 2017.07.13 07:50 | close | 1353 | 1.00 | 113.073 | 111.836 | 113.236 | 3700.00 | 5723500.00 |
| 4276 | 2017.07.18 05:45 | buy | 1354 | 1.00 | 112.094 | 0.000 | 0.000 | ||
| 4277 | 2017.07.18 05:45 | modify | 1354 | 1.00 | 112.094 | 110.894 | 112.294 | ||
| 4278 | 2017.07.18 09:55 | close | 1354 | 1.00 | 112.185 | 110.894 | 112.294 | 9100.00 | 5732600.00 |
| 4279 | 2017.07.25 05:25 | buy | 1355 | 1.00 | 111.090 | 0.000 | 0.000 | ||
| 4280 | 2017.07.25 05:25 | modify | 1355 | 1.00 | 111.090 | 109.890 | 111.290 | ||
| 4281 | 2017.07.25 08:50 | close | 1355 | 1.00 | 111.088 | 109.890 | 111.290 | -200.00 | 5732400.00 |
| 4282 | 2017.07.26 22:30 | buy | 1356 | 1.00 | 111.172 | 0.000 | 0.000 | ||
| 4283 | 2017.07.26 22:30 | modify | 1356 | 1.00 | 111.172 | 109.972 | 111.372 | ||
| 4284 | 2017.07.27 05:40 | close | 1356 | 1.00 | 110.960 | 109.972 | 111.372 | -21200.00 | 5711200.00 |
| 4285 | 2017.07.27 20:00 | buy | 1357 | 1.00 | 111.319 | 0.000 | 0.000 | ||
| 4286 | 2017.07.27 20:00 | modify | 1357 | 1.00 | 111.319 | 110.119 | 111.519 | ||
| 4287 | 2017.07.27 21:00 | close | 1357 | 1.00 | 111.082 | 110.119 | 111.519 | -23700.00 | 5687500.00 |
| 4288 | 2017.08.01 02:20 | sell | 1358 | 1.00 | 110.378 | 0.000 | 0.000 | ||
| 4289 | 2017.08.01 02:20 | modify | 1358 | 1.00 | 110.378 | 111.578 | 110.178 | ||
| 4290 | 2017.08.01 03:55 | modify | 1358 | 1.00 | 110.378 | 110.674 | 110.178 | ||
| 4291 | 2017.08.01 04:00 | close | 1358 | 1.00 | 110.271 | 110.674 | 110.178 | 10700.00 | 5698200.00 |
| 4292 | 2017.08.02 22:55 | sell | 1359 | 1.00 | 110.681 | 0.000 | 0.000 | ||
| 4293 | 2017.08.02 22:55 | modify | 1359 | 1.00 | 110.681 | 111.881 | 110.481 | ||
| 4294 | 2017.08.03 04:40 | close | 1359 | 1.00 | 110.639 | 111.881 | 110.481 | 4200.00 | 5702400.00 |
| 4295 | 2017.08.04 04:10 | sell | 1360 | 1.00 | 110.072 | 0.000 | 0.000 | ||
| 4296 | 2017.08.04 04:10 | modify | 1360 | 1.00 | 110.072 | 111.272 | 109.872 | ||
| 4297 | 2017.08.04 07:15 | close | 1360 | 1.00 | 110.036 | 111.272 | 109.872 | 3600.00 | 5706000.00 |
| 4298 | 2017.08.09 02:30 | buy | 1361 | 1.00 | 110.092 | 0.000 | 0.000 | ||
| 4299 | 2017.08.09 02:30 | modify | 1361 | 1.00 | 110.092 | 108.892 | 110.292 | ||
| 4300 | 2017.08.09 07:50 | close | 1361 | 1.00 | 109.934 | 108.892 | 110.292 | -15800.00 | 5690200.00 |
| 4301 | 2017.08.09 08:45 | sell | 1362 | 1.00 | 110.053 | 0.000 | 0.000 | ||
| 4302 | 2017.08.09 08:45 | modify | 1362 | 1.00 | 110.053 | 111.253 | 109.853 | ||
| 4303 | 2017.08.09 09:20 | modify | 1362 | 1.00 | 110.053 | 110.350 | 109.853 | ||
| 4304 | 2017.08.09 10:20 | modify | 1362 | 1.00 | 110.053 | 110.347 | 109.853 | ||
| 4305 | 2017.08.09 10:45 | close | 1362 | 1.00 | 109.912 | 110.347 | 109.853 | 14100.00 | 5704300.00 |
| 4306 | 2017.08.11 08:50 | sell | 1363 | 1.00 | 109.066 | 0.000 | 0.000 | ||
| 4307 | 2017.08.11 08:50 | modify | 1363 | 1.00 | 109.066 | 110.266 | 108.866 | ||
| 4308 | 2017.08.11 10:45 | close | 1363 | 1.00 | 109.112 | 110.266 | 108.866 | -4600.00 | 5699700.00 |
| 4309 | 2017.08.21 02:15 | sell | 1364 | 1.00 | 109.401 | 0.000 | 0.000 | ||
| 4310 | 2017.08.21 02:15 | modify | 1364 | 1.00 | 109.401 | 110.601 | 109.201 | ||
| 4311 | 2017.08.21 03:10 | close | 1364 | 1.00 | 109.278 | 110.601 | 109.201 | 12300.00 | 5712000.00 |
| 4312 | 2017.08.21 23:25 | sell | 1365 | 1.00 | 108.993 | 0.000 | 0.000 | ||
| 4313 | 2017.08.21 23:25 | modify | 1365 | 1.00 | 108.993 | 110.193 | 108.793 | ||
| 4314 | 2017.08.22 02:40 | close | 1365 | 1.00 | 108.965 | 110.193 | 108.793 | 2800.00 | 5714800.00 |
| 4315 | 2017.08.22 06:10 | sell | 1366 | 1.00 | 109.328 | 0.000 | 0.000 | ||
| 4316 | 2017.08.22 06:10 | modify | 1366 | 1.00 | 109.328 | 110.528 | 109.128 | ||
| 4317 | 2017.08.22 07:55 | modify | 1366 | 1.00 | 109.328 | 109.627 | 109.128 | ||
| 4318 | 2017.08.22 09:10 | close | 1366 | 1.00 | 109.182 | 109.627 | 109.128 | 14600.00 | 5729400.00 |
| 4319 | 2017.08.23 02:50 | sell | 1367 | 1.00 | 109.742 | 0.000 | 0.000 | ||
| 4320 | 2017.08.23 02:50 | modify | 1367 | 1.00 | 109.742 | 110.942 | 109.542 | ||
| 4321 | 2017.08.23 05:25 | modify | 1367 | 1.00 | 109.742 | 110.039 | 109.542 | ||
| 4322 | 2017.08.23 05:58 | t/p | 1367 | 1.00 | 109.543 | 110.039 | 109.542 | 19900.00 | 5749300.00 |
| 4323 | 2017.08.29 21:05 | sell | 1368 | 1.00 | 109.332 | 0.000 | 0.000 | ||
| 4324 | 2017.08.29 21:05 | modify | 1368 | 1.00 | 109.332 | 110.532 | 109.132 | ||
| 4325 | 2017.08.29 21:15 | close | 1368 | 1.00 | 109.429 | 110.532 | 109.132 | -9700.00 | 5739600.00 |
| 4326 | 2017.08.29 22:50 | sell | 1369 | 1.00 | 109.811 | 0.000 | 0.000 | ||
| 4327 | 2017.08.29 22:50 | modify | 1369 | 1.00 | 109.811 | 111.011 | 109.611 | ||
| 4328 | 2017.08.29 22:55 | close | 1369 | 1.00 | 109.777 | 111.011 | 109.611 | 3400.00 | 5743000.00 |
| 4329 | 2017.09.01 02:10 | sell | 1370 | 1.00 | 110.072 | 0.000 | 0.000 | ||
| 4330 | 2017.09.01 02:10 | modify | 1370 | 1.00 | 110.072 | 111.272 | 109.872 | ||
| 4331 | 2017.09.01 05:15 | close | 1370 | 1.00 | 110.005 | 111.272 | 109.872 | 6700.00 | 5749700.00 |
| 4332 | 2017.09.01 08:45 | sell | 1371 | 1.00 | 110.112 | 0.000 | 0.000 | ||
| 4333 | 2017.09.01 08:45 | modify | 1371 | 1.00 | 110.112 | 111.312 | 109.912 | ||
| 4334 | 2017.09.01 11:15 | close | 1371 | 1.00 | 110.110 | 111.312 | 109.912 | 200.00 | 5749900.00 |
| 4335 | 2017.09.04 20:00 | sell | 1372 | 1.00 | 109.702 | 0.000 | 0.000 | ||
| 4336 | 2017.09.04 20:00 | modify | 1372 | 1.00 | 109.702 | 110.902 | 109.502 | ||
| 4337 | 2017.09.04 22:55 | close | 1372 | 1.00 | 109.656 | 110.902 | 109.502 | 4600.00 | 5754500.00 |
| 4338 | 2017.09.06 09:10 | sell | 1373 | 1.00 | 108.790 | 0.000 | 0.000 | ||
| 4339 | 2017.09.06 09:10 | modify | 1373 | 1.00 | 108.790 | 109.990 | 108.590 | ||
| 4340 | 2017.09.06 10:00 | close | 1373 | 1.00 | 108.676 | 109.990 | 108.590 | 11400.00 | 5765900.00 |
| 4341 | 2017.09.11 08:10 | buy | 1374 | 1.00 | 108.355 | 0.000 | 0.000 | ||
| 4342 | 2017.09.11 08:10 | modify | 1374 | 1.00 | 108.355 | 107.155 | 108.555 | ||
| 4343 | 2017.09.11 09:35 | close | 1374 | 1.00 | 108.459 | 107.155 | 108.555 | 10400.00 | 5776300.00 |
| 4344 | 2017.09.11 20:35 | sell | 1375 | 1.00 | 109.239 | 0.000 | 0.000 | ||
| 4345 | 2017.09.11 20:35 | modify | 1375 | 1.00 | 109.239 | 110.439 | 109.039 | ||
| 4346 | 2017.09.11 22:25 | close | 1375 | 1.00 | 109.454 | 110.439 | 109.039 | -21500.00 | 5754800.00 |
| 4347 | 2017.09.11 22:45 | sell | 1376 | 1.00 | 109.480 | 0.000 | 0.000 | ||
| 4348 | 2017.09.11 22:45 | modify | 1376 | 1.00 | 109.480 | 110.680 | 109.280 | ||
| 4349 | 2017.09.11 22:50 | close | 1376 | 1.00 | 109.459 | 110.680 | 109.280 | 2100.00 | 5756900.00 |
| 4350 | 2017.09.13 05:10 | buy | 1377 | 1.00 | 110.015 | 0.000 | 0.000 | ||