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 |
| 301 | 2005.04.25 08:40 | close | 94 | 1.00 | 105.895 | 107.182 | 105.782 | 8700.00 | 1281100.00 |
| 302 | 2005.05.02 02:10 | sell | 95 | 1.00 | 105.185 | 0.000 | 0.000 | ||
| 303 | 2005.05.02 02:10 | modify | 95 | 1.00 | 105.185 | 106.385 | 104.985 | ||
| 304 | 2005.05.02 07:20 | close | 95 | 1.00 | 105.257 | 106.385 | 104.985 | -7200.00 | 1273900.00 |
| 305 | 2005.05.09 00:45 | sell | 96 | 1.00 | 105.077 | 0.000 | 0.000 | ||
| 306 | 2005.05.09 00:45 | modify | 96 | 1.00 | 105.077 | 106.277 | 104.877 | ||
| 307 | 2005.05.09 03:55 | close | 96 | 1.00 | 105.160 | 106.277 | 104.877 | -8300.00 | 1265600.00 |
| 308 | 2005.05.18 09:25 | buy | 97 | 1.00 | 107.566 | 0.000 | 0.000 | ||
| 309 | 2005.05.18 09:25 | modify | 97 | 1.00 | 107.566 | 106.366 | 107.766 | ||
| 310 | 2005.05.18 12:10 | close | 97 | 1.00 | 107.535 | 106.366 | 107.766 | -3100.00 | 1262500.00 |
| 311 | 2005.05.19 00:10 | sell | 98 | 1.00 | 107.008 | 0.000 | 0.000 | ||
| 312 | 2005.05.19 00:10 | modify | 98 | 1.00 | 107.008 | 108.208 | 106.808 | ||
| 313 | 2005.05.19 06:10 | close | 98 | 1.00 | 107.050 | 108.208 | 106.808 | -4200.00 | 1258300.00 |
| 314 | 2005.06.01 23:30 | sell | 99 | 1.00 | 108.823 | 0.000 | 0.000 | ||
| 315 | 2005.06.01 23:30 | modify | 99 | 1.00 | 108.823 | 110.023 | 108.623 | ||
| 316 | 2005.06.02 00:05 | modify | 99 | 1.00 | 108.823 | 109.122 | 108.623 | ||
| 317 | 2005.06.02 00:10 | close | 99 | 1.00 | 108.686 | 109.122 | 108.623 | 13700.00 | 1272000.00 |
| 318 | 2005.06.03 09:10 | sell | 100 | 1.00 | 108.121 | 0.000 | 0.000 | ||
| 319 | 2005.06.03 09:10 | modify | 100 | 1.00 | 108.121 | 109.321 | 107.921 | ||
| 320 | 2005.06.03 09:25 | close | 100 | 1.00 | 107.998 | 109.321 | 107.921 | 12300.00 | 1284300.00 |
| 321 | 2005.07.11 05:40 | buy | 101 | 1.00 | 111.910 | 0.000 | 0.000 | ||
| 322 | 2005.07.11 05:40 | modify | 101 | 1.00 | 111.910 | 110.710 | 112.110 | ||
| 323 | 2005.07.11 07:35 | close | 101 | 1.00 | 111.938 | 110.710 | 112.110 | 2800.00 | 1287100.00 |
| 324 | 2005.07.13 23:35 | buy | 102 | 1.00 | 111.809 | 0.000 | 0.000 | ||
| 325 | 2005.07.13 23:35 | modify | 102 | 1.00 | 111.809 | 110.609 | 112.009 | ||
| 326 | 2005.07.14 01:00 | modify | 102 | 1.00 | 111.809 | 111.510 | 112.009 | ||
| 327 | 2005.07.14 01:15 | modify | 102 | 1.00 | 111.809 | 111.513 | 112.009 | ||
| 328 | 2005.07.14 01:20 | close | 102 | 1.00 | 111.955 | 111.513 | 112.009 | 14600.00 | 1301700.00 |
| 329 | 2005.07.19 21:50 | buy | 103 | 1.00 | 112.679 | 0.000 | 0.000 | ||
| 330 | 2005.07.19 21:50 | modify | 103 | 1.00 | 112.679 | 111.479 | 112.879 | ||
| 331 | 2005.07.20 01:00 | modify | 103 | 1.00 | 112.679 | 112.387 | 112.879 | ||
| 332 | 2005.07.20 01:05 | modify | 103 | 1.00 | 112.679 | 112.388 | 112.879 | ||
| 333 | 2005.07.20 01:10 | close | 103 | 1.00 | 112.796 | 112.388 | 112.879 | 11700.00 | 1313400.00 |
| 334 | 2005.07.22 02:40 | sell | 104 | 1.00 | 110.553 | 0.000 | 0.000 | ||
| 335 | 2005.07.22 02:40 | modify | 104 | 1.00 | 110.553 | 111.753 | 110.353 | ||
| 336 | 2005.07.22 03:55 | modify | 104 | 1.00 | 110.553 | 111.753 | 110.453 | ||
| 337 | 2005.07.22 05:15 | close | 104 | 1.00 | 111.066 | 111.753 | 110.453 | -51300.00 | 1262100.00 |
| 338 | 2005.08.03 09:40 | buy | 105 | 1.00 | 111.661 | 0.000 | 0.000 | ||
| 339 | 2005.08.03 09:40 | modify | 105 | 1.00 | 111.661 | 110.461 | 111.861 | ||
| 340 | 2005.08.03 12:45 | modify | 105 | 1.00 | 111.661 | 110.461 | 111.761 | ||
| 341 | 2005.08.03 16:50 | close | 105 | 1.00 | 111.241 | 110.461 | 111.761 | -42000.00 | 1220100.00 |
| 342 | 2005.08.05 09:35 | buy | 106 | 1.00 | 111.438 | 0.000 | 0.000 | ||
| 343 | 2005.08.05 09:35 | modify | 106 | 1.00 | 111.438 | 110.238 | 111.638 | ||
| 344 | 2005.08.05 11:25 | close | 106 | 1.00 | 111.510 | 110.238 | 111.638 | 7200.00 | 1227300.00 |
| 345 | 2005.08.12 02:40 | sell | 107 | 1.00 | 109.825 | 0.000 | 0.000 | ||
| 346 | 2005.08.12 02:40 | modify | 107 | 1.00 | 109.825 | 111.025 | 109.625 | ||
| 347 | 2005.08.12 08:05 | close | 107 | 1.00 | 109.788 | 111.025 | 109.625 | 3700.00 | 1231000.00 |
| 348 | 2005.08.18 00:30 | buy | 108 | 1.00 | 109.812 | 0.000 | 0.000 | ||
| 349 | 2005.08.18 00:30 | modify | 108 | 1.00 | 109.812 | 108.612 | 110.012 | ||
| 350 | 2005.08.18 02:15 | close | 108 | 1.00 | 109.923 | 108.612 | 110.012 | 11100.00 | 1242100.00 |
| 351 | 2005.08.26 06:30 | buy | 109 | 1.00 | 110.114 | 0.000 | 0.000 | ||
| 352 | 2005.08.26 06:30 | modify | 109 | 1.00 | 110.114 | 108.914 | 110.314 | ||
| 353 | 2005.08.26 10:35 | modify | 109 | 1.00 | 110.114 | 108.914 | 110.214 | ||
| 354 | 2005.08.26 13:45 | close | 109 | 1.00 | 109.604 | 108.914 | 110.214 | -51000.00 | 1191100.00 |
| 355 | 2005.09.01 06:15 | sell | 110 | 1.00 | 110.809 | 0.000 | 0.000 | ||
| 356 | 2005.09.01 06:15 | modify | 110 | 1.00 | 110.809 | 112.009 | 110.609 | ||
| 357 | 2005.09.01 11:25 | close | 110 | 1.00 | 110.642 | 112.009 | 110.609 | 16700.00 | 1207800.00 |
| 358 | 2005.09.12 06:10 | sell | 111 | 1.00 | 109.638 | 0.000 | 0.000 | ||
| 359 | 2005.09.12 06:10 | modify | 111 | 1.00 | 109.638 | 110.838 | 109.438 | ||
| 360 | 2005.09.12 07:30 | close | 111 | 1.00 | 109.550 | 110.838 | 109.438 | 8800.00 | 1216600.00 |
| 361 | 2005.09.19 08:00 | buy | 112 | 1.00 | 111.325 | 0.000 | 0.000 | ||
| 362 | 2005.09.19 08:00 | modify | 112 | 1.00 | 111.325 | 110.125 | 111.525 | ||
| 363 | 2005.09.19 08:10 | close | 112 | 1.00 | 111.449 | 110.125 | 111.525 | 12400.00 | 1229000.00 |
| 364 | 2005.09.21 02:50 | buy | 113 | 1.00 | 111.852 | 0.000 | 0.000 | ||
| 365 | 2005.09.21 02:50 | modify | 113 | 1.00 | 111.852 | 110.652 | 112.052 | ||
| 366 | 2005.09.21 04:40 | close | 113 | 1.00 | 111.895 | 110.652 | 112.052 | 4300.00 | 1233300.00 |
| 367 | 2005.09.22 09:05 | buy | 114 | 1.00 | 111.499 | 0.000 | 0.000 | ||
| 368 | 2005.09.22 09:05 | modify | 114 | 1.00 | 111.499 | 110.299 | 111.699 | ||
| 369 | 2005.09.22 11:40 | modify | 114 | 1.00 | 111.499 | 110.299 | 111.599 | ||
| 370 | 2005.09.22 12:55 | close | 114 | 1.00 | 111.267 | 110.299 | 111.599 | -23200.00 | 1210100.00 |
| 371 | 2005.09.28 09:40 | buy | 115 | 1.00 | 112.908 | 0.000 | 0.000 | ||
| 372 | 2005.09.28 09:40 | modify | 115 | 1.00 | 112.908 | 111.708 | 113.108 | ||
| 373 | 2005.09.28 10:45 | close | 115 | 1.00 | 113.040 | 111.708 | 113.108 | 13200.00 | 1223300.00 |
| 374 | 2005.10.10 22:45 | buy | 116 | 1.00 | 114.091 | 0.000 | 0.000 | ||
| 375 | 2005.10.10 22:45 | modify | 116 | 1.00 | 114.091 | 112.891 | 114.291 | ||
| 376 | 2005.10.11 00:35 | close | 116 | 1.00 | 114.185 | 112.891 | 114.291 | 9400.00 | 1232700.00 |
| 377 | 2005.10.14 03:15 | sell | 117 | 1.00 | 114.653 | 0.000 | 0.000 | ||
| 378 | 2005.10.14 03:15 | modify | 117 | 1.00 | 114.653 | 115.853 | 114.453 | ||
| 379 | 2005.10.14 05:25 | close | 117 | 1.00 | 114.563 | 115.853 | 114.453 | 9000.00 | 1241700.00 |
| 380 | 2005.10.17 08:30 | sell | 118 | 1.00 | 114.038 | 0.000 | 0.000 | ||
| 381 | 2005.10.17 08:30 | modify | 118 | 1.00 | 114.038 | 115.238 | 113.838 | ||
| 382 | 2005.10.17 11:55 | modify | 118 | 1.00 | 114.038 | 115.238 | 113.938 | ||
| 383 | 2005.10.17 14:55 | close | 118 | 1.00 | 114.775 | 115.238 | 113.938 | -73700.00 | 1168000.00 |
| 384 | 2005.10.25 02:15 | sell | 119 | 1.00 | 115.554 | 0.000 | 0.000 | ||
| 385 | 2005.10.25 02:15 | modify | 119 | 1.00 | 115.554 | 116.754 | 115.354 | ||
| 386 | 2005.10.25 04:05 | close | 119 | 1.00 | 115.497 | 116.754 | 115.354 | 5700.00 | 1173700.00 |
| 387 | 2005.10.25 22:45 | sell | 120 | 1.00 | 115.058 | 0.000 | 0.000 | ||
| 388 | 2005.10.25 22:45 | modify | 120 | 1.00 | 115.058 | 116.258 | 114.858 | ||
| 389 | 2005.10.26 05:55 | close | 120 | 1.00 | 115.155 | 116.258 | 114.858 | -9700.00 | 1164000.00 |
| 390 | 2005.11.04 07:25 | sell | 121 | 1.00 | 117.717 | 0.000 | 0.000 | ||
| 391 | 2005.11.04 07:25 | modify | 121 | 1.00 | 117.717 | 118.917 | 117.517 | ||
| 392 | 2005.11.04 10:30 | modify | 121 | 1.00 | 117.717 | 118.010 | 117.517 | ||
| 393 | 2005.11.04 10:35 | modify | 121 | 1.00 | 117.717 | 118.004 | 117.517 | ||
| 394 | 2005.11.04 10:45 | close | 121 | 1.00 | 117.597 | 118.004 | 117.517 | 12000.00 | 1176000.00 |
| 395 | 2005.11.08 19:00 | buy | 122 | 1.00 | 117.110 | 0.000 | 0.000 | ||
| 396 | 2005.11.08 19:00 | modify | 122 | 1.00 | 117.110 | 115.910 | 117.310 | ||
| 397 | 2005.11.08 21:10 | close | 122 | 1.00 | 117.182 | 115.910 | 117.310 | 7200.00 | 1183200.00 |
| 398 | 2005.11.11 01:25 | buy | 123 | 1.00 | 117.985 | 0.000 | 0.000 | ||
| 399 | 2005.11.11 01:25 | modify | 123 | 1.00 | 117.985 | 116.785 | 118.185 | ||
| 400 | 2005.11.11 07:30 | close | 123 | 1.00 | 117.742 | 116.785 | 118.185 | -24300.00 | 1158900.00 |
| 401 | 2005.11.14 20:10 | buy | 124 | 1.00 | 118.670 | 0.000 | 0.000 | ||
| 402 | 2005.11.14 20:10 | modify | 124 | 1.00 | 118.670 | 117.470 | 118.870 | ||
| 403 | 2005.11.14 21:00 | modify | 124 | 1.00 | 118.670 | 118.379 | 118.870 | ||
| 404 | 2005.11.14 21:05 | close | 124 | 1.00 | 118.810 | 118.379 | 118.870 | 14000.00 | 1172900.00 |
| 405 | 2005.11.23 02:25 | sell | 125 | 1.00 | 118.934 | 0.000 | 0.000 | ||
| 406 | 2005.11.23 02:25 | modify | 125 | 1.00 | 118.934 | 120.134 | 118.734 | ||
| 407 | 2005.11.23 03:35 | close | 125 | 1.00 | 118.825 | 120.134 | 118.734 | 10900.00 | 1183800.00 |
| 408 | 2005.11.28 02:20 | sell | 126 | 1.00 | 119.748 | 0.000 | 0.000 | ||
| 409 | 2005.11.28 02:20 | modify | 126 | 1.00 | 119.748 | 120.948 | 119.548 | ||
| 410 | 2005.11.28 06:50 | close | 126 | 1.00 | 119.811 | 120.948 | 119.548 | -6300.00 | 1177500.00 |
| 411 | 2005.11.29 04:05 | sell | 127 | 1.00 | 119.259 | 0.000 | 0.000 | ||
| 412 | 2005.11.29 04:05 | modify | 127 | 1.00 | 119.259 | 120.459 | 119.059 | ||
| 413 | 2005.11.29 07:15 | close | 127 | 1.00 | 119.182 | 120.459 | 119.059 | 7700.00 | 1185200.00 |
| 414 | 2005.11.29 23:40 | sell | 128 | 1.00 | 119.638 | 0.000 | 0.000 | ||
| 415 | 2005.11.29 23:40 | modify | 128 | 1.00 | 119.638 | 120.838 | 119.438 | ||
| 416 | 2005.11.30 02:30 | close | 128 | 1.00 | 119.701 | 120.838 | 119.438 | -6300.00 | 1178900.00 |
| 417 | 2005.12.01 01:45 | buy | 129 | 1.00 | 119.734 | 0.000 | 0.000 | ||
| 418 | 2005.12.01 01:45 | modify | 129 | 1.00 | 119.734 | 118.534 | 119.934 | ||
| 419 | 2005.12.01 03:45 | close | 129 | 1.00 | 119.789 | 118.534 | 119.934 | 5500.00 | 1184400.00 |
| 420 | 2005.12.02 01:55 | buy | 130 | 1.00 | 120.409 | 0.000 | 0.000 | ||
| 421 | 2005.12.02 01:55 | modify | 130 | 1.00 | 120.409 | 119.209 | 120.609 | ||
| 422 | 2005.12.02 02:55 | close | 130 | 1.00 | 120.581 | 119.209 | 120.609 | 17200.00 | 1201600.00 |
| 423 | 2005.12.06 01:00 | sell | 131 | 1.00 | 120.902 | 0.000 | 0.000 | ||
| 424 | 2005.12.06 01:00 | modify | 131 | 1.00 | 120.902 | 122.102 | 120.702 | ||
| 425 | 2005.12.06 07:40 | close | 131 | 1.00 | 120.924 | 122.102 | 120.702 | -2200.00 | 1199400.00 |
| 426 | 2005.12.13 01:55 | sell | 132 | 1.00 | 119.953 | 0.000 | 0.000 | ||
| 427 | 2005.12.13 01:55 | modify | 132 | 1.00 | 119.953 | 121.153 | 119.753 | ||
| 428 | 2005.12.13 02:25 | modify | 132 | 1.00 | 119.953 | 120.251 | 119.753 | ||
| 429 | 2005.12.13 03:15 | close | 132 | 1.00 | 119.825 | 120.251 | 119.753 | 12800.00 | 1212200.00 |
| 430 | 2005.12.13 08:40 | sell | 133 | 1.00 | 119.920 | 0.000 | 0.000 | ||
| 431 | 2005.12.13 08:40 | modify | 133 | 1.00 | 119.920 | 121.120 | 119.720 | ||
| 432 | 2005.12.13 09:20 | modify | 133 | 1.00 | 119.920 | 120.219 | 119.720 | ||
| 433 | 2005.12.13 09:25 | modify | 133 | 1.00 | 119.920 | 120.211 | 119.720 | ||
| 434 | 2005.12.13 11:00 | s/l | 133 | 1.00 | 120.215 | 120.211 | 119.720 | -29500.00 | 1182700.00 |
| 435 | 2005.12.14 19:05 | buy | 134 | 1.00 | 116.765 | 0.000 | 0.000 | ||
| 436 | 2005.12.14 19:05 | modify | 134 | 1.00 | 116.765 | 115.565 | 116.965 | ||
| 437 | 2005.12.14 19:25 | close | 134 | 1.00 | 116.907 | 115.565 | 116.965 | 14200.00 | 1196900.00 |
| 438 | 2005.12.14 21:55 | sell | 135 | 1.00 | 117.323 | 0.000 | 0.000 | ||
| 439 | 2005.12.14 21:55 | modify | 135 | 1.00 | 117.323 | 118.523 | 117.123 | ||
| 440 | 2005.12.15 03:16 | t/p | 135 | 1.00 | 117.115 | 118.523 | 117.123 | 20800.00 | 1217700.00 |
| 441 | 2005.12.16 01:00 | sell | 136 | 1.00 | 116.416 | 0.000 | 0.000 | ||
| 442 | 2005.12.16 01:00 | modify | 136 | 1.00 | 116.416 | 117.616 | 116.216 | ||
| 443 | 2005.12.16 02:00 | close | 136 | 1.00 | 116.299 | 117.616 | 116.216 | 11700.00 | 1229400.00 |
| 444 | 2005.12.16 07:55 | buy | 137 | 1.00 | 115.701 | 0.000 | 0.000 | ||
| 445 | 2005.12.16 07:55 | modify | 137 | 1.00 | 115.701 | 114.501 | 115.901 | ||
| 446 | 2005.12.16 08:25 | close | 137 | 1.00 | 115.821 | 114.501 | 115.901 | 12000.00 | 1241400.00 |
| 447 | 2005.12.21 03:05 | buy | 138 | 1.00 | 116.879 | 0.000 | 0.000 | ||
| 448 | 2005.12.21 03:05 | modify | 138 | 1.00 | 116.879 | 115.679 | 117.079 | ||
| 449 | 2005.12.21 04:00 | close | 138 | 1.00 | 117.009 | 115.679 | 117.079 | 13000.00 | 1254400.00 |
| 450 | 2005.12.22 23:45 | sell | 139 | 1.00 | 116.733 | 0.000 | 0.000 | ||