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 |
| 4351 | 2017.09.13 05:10 | modify | 1377 | 1.00 | 110.015 | 108.815 | 110.215 | ||
| 4352 | 2017.09.13 07:50 | modify | 1377 | 1.00 | 110.015 | 109.721 | 110.215 | ||
| 4353 | 2017.09.13 07:55 | modify | 1377 | 1.00 | 110.015 | 109.725 | 110.215 | ||
| 4354 | 2017.09.13 08:05 | close | 1377 | 1.00 | 110.147 | 109.725 | 110.215 | 13200.00 | 5770100.00 |
| 4355 | 2017.09.18 21:40 | buy | 1378 | 1.00 | 111.421 | 0.000 | 0.000 | ||
| 4356 | 2017.09.18 21:40 | modify | 1378 | 1.00 | 111.421 | 110.221 | 111.621 | ||
| 4357 | 2017.09.18 22:35 | modify | 1378 | 1.00 | 111.421 | 111.123 | 111.621 | ||
| 4358 | 2017.09.18 22:40 | modify | 1378 | 1.00 | 111.421 | 111.130 | 111.621 | ||
| 4359 | 2017.09.18 23:25 | modify | 1378 | 1.00 | 111.421 | 111.131 | 111.621 | ||
| 4360 | 2017.09.18 23:30 | close | 1378 | 1.00 | 111.537 | 111.131 | 111.621 | 11600.00 | 5781700.00 |
| 4361 | 2017.09.22 06:35 | buy | 1379 | 1.00 | 111.732 | 0.000 | 0.000 | ||
| 4362 | 2017.09.22 06:35 | modify | 1379 | 1.00 | 111.732 | 110.532 | 111.932 | ||
| 4363 | 2017.09.22 07:05 | modify | 1379 | 1.00 | 111.732 | 111.434 | 111.932 | ||
| 4364 | 2017.09.22 08:05 | modify | 1379 | 1.00 | 111.732 | 111.438 | 111.932 | ||
| 4365 | 2017.09.22 08:35 | close | 1379 | 1.00 | 111.861 | 111.438 | 111.932 | 12900.00 | 5794600.00 |
| 4366 | 2017.09.22 08:55 | sell | 1380 | 1.00 | 111.985 | 0.000 | 0.000 | ||
| 4367 | 2017.09.22 08:55 | modify | 1380 | 1.00 | 111.985 | 113.185 | 111.785 | ||
| 4368 | 2017.09.22 09:55 | close | 1380 | 1.00 | 111.869 | 113.185 | 111.785 | 11600.00 | 5806200.00 |
| 4369 | 2017.09.29 03:15 | sell | 1381 | 1.00 | 112.574 | 0.000 | 0.000 | ||
| 4370 | 2017.09.29 03:15 | modify | 1381 | 1.00 | 112.574 | 113.774 | 112.374 | ||
| 4371 | 2017.09.29 09:45 | close | 1381 | 1.00 | 112.569 | 113.774 | 112.374 | 500.00 | 5806700.00 |
| 4372 | 2017.10.03 09:35 | buy | 1382 | 1.00 | 112.985 | 0.000 | 0.000 | ||
| 4373 | 2017.10.03 09:35 | modify | 1382 | 1.00 | 112.985 | 111.785 | 113.185 | ||
| 4374 | 2017.10.03 10:40 | modify | 1382 | 1.00 | 112.985 | 112.689 | 113.185 | ||
| 4375 | 2017.10.03 10:45 | close | 1382 | 1.00 | 113.131 | 112.689 | 113.185 | 14600.00 | 5821300.00 |
| 4376 | 2017.10.31 06:15 | sell | 1383 | 1.00 | 113.234 | 0.000 | 0.000 | ||
| 4377 | 2017.10.31 06:15 | modify | 1383 | 1.00 | 113.234 | 114.434 | 113.034 | ||
| 4378 | 2017.10.31 08:15 | close | 1383 | 1.00 | 113.089 | 114.434 | 113.034 | 14500.00 | 5835800.00 |
| 4379 | 2017.11.01 09:35 | buy | 1384 | 1.00 | 113.737 | 0.000 | 0.000 | ||
| 4380 | 2017.11.01 09:35 | modify | 1384 | 1.00 | 113.737 | 112.537 | 113.937 | ||
| 4381 | 2017.11.01 09:50 | modify | 1384 | 1.00 | 113.737 | 113.441 | 113.937 | ||
| 4382 | 2017.11.01 09:55 | close | 1384 | 1.00 | 113.864 | 113.441 | 113.937 | 12700.00 | 5848500.00 |
| 4383 | 2017.11.08 21:05 | sell | 1385 | 1.00 | 113.844 | 0.000 | 0.000 | ||
| 4384 | 2017.11.08 21:05 | modify | 1385 | 1.00 | 113.844 | 115.044 | 113.644 | ||
| 4385 | 2017.11.09 04:15 | close | 1385 | 1.00 | 113.996 | 115.044 | 113.644 | -15200.00 | 5833300.00 |
| 4386 | 2017.11.09 23:15 | sell | 1386 | 1.00 | 113.395 | 0.000 | 0.000 | ||
| 4387 | 2017.11.09 23:15 | modify | 1386 | 1.00 | 113.395 | 114.595 | 113.195 | ||
| 4388 | 2017.11.10 01:40 | close | 1386 | 1.00 | 113.345 | 114.595 | 113.195 | 5000.00 | 5838300.00 |
| 4389 | 2017.11.21 01:05 | buy | 1387 | 1.00 | 112.573 | 0.000 | 0.000 | ||
| 4390 | 2017.11.21 01:05 | modify | 1387 | 1.00 | 112.573 | 111.373 | 112.773 | ||
| 4391 | 2017.11.21 04:10 | modify | 1387 | 1.00 | 112.573 | 112.276 | 112.773 | ||
| 4392 | 2017.11.21 04:15 | close | 1387 | 1.00 | 112.691 | 112.276 | 112.773 | 11800.00 | 5850100.00 |
| 4393 | 2017.11.21 08:10 | buy | 1388 | 1.00 | 112.473 | 0.000 | 0.000 | ||
| 4394 | 2017.11.21 08:10 | modify | 1388 | 1.00 | 112.473 | 111.273 | 112.673 | ||
| 4395 | 2017.11.21 09:50 | close | 1388 | 1.00 | 112.600 | 111.273 | 112.673 | 12700.00 | 5862800.00 |
| 4396 | 2017.11.23 05:10 | sell | 1389 | 1.00 | 111.344 | 0.000 | 0.000 | ||
| 4397 | 2017.11.23 05:10 | modify | 1389 | 1.00 | 111.344 | 112.544 | 111.144 | ||
| 4398 | 2017.11.23 07:10 | close | 1389 | 1.00 | 111.274 | 112.544 | 111.144 | 7000.00 | 5869800.00 |
| 4399 | 2017.11.29 05:05 | buy | 1390 | 1.00 | 111.423 | 0.000 | 0.000 | ||
| 4400 | 2017.11.29 05:05 | modify | 1390 | 1.00 | 111.423 | 110.223 | 111.623 | ||
| 4401 | 2017.11.29 05:35 | close | 1390 | 1.00 | 111.535 | 110.223 | 111.623 | 11200.00 | 5881000.00 |
| 4402 | 2017.12.01 02:50 | buy | 1391 | 1.00 | 112.392 | 0.000 | 0.000 | ||
| 4403 | 2017.12.01 02:50 | modify | 1391 | 1.00 | 112.392 | 111.192 | 112.592 | ||
| 4404 | 2017.12.01 03:40 | close | 1391 | 1.00 | 112.523 | 111.192 | 112.592 | 13100.00 | 5894100.00 |
| 4405 | 2017.12.04 01:55 | sell | 1392 | 1.00 | 112.844 | 0.000 | 0.000 | ||
| 4406 | 2017.12.04 01:55 | modify | 1392 | 1.00 | 112.844 | 114.044 | 112.644 | ||
| 4407 | 2017.12.04 02:25 | modify | 1392 | 1.00 | 112.844 | 113.133 | 112.644 | ||
| 4408 | 2017.12.04 02:35 | close | 1392 | 1.00 | 112.721 | 113.133 | 112.644 | 12300.00 | 5906400.00 |
| 4409 | 2017.12.14 01:30 | sell | 1393 | 1.00 | 112.755 | 0.000 | 0.000 | ||
| 4410 | 2017.12.14 01:30 | modify | 1393 | 1.00 | 112.755 | 113.955 | 112.555 | ||
| 4411 | 2017.12.14 03:35 | close | 1393 | 1.00 | 112.652 | 113.955 | 112.555 | 10300.00 | 5916700.00 |
| 4412 | 2017.12.14 21:25 | buy | 1394 | 1.00 | 112.124 | 0.000 | 0.000 | ||
| 4413 | 2017.12.14 21:25 | modify | 1394 | 1.00 | 112.124 | 110.924 | 112.324 | ||
| 4414 | 2017.12.14 22:35 | close | 1394 | 1.00 | 112.246 | 110.924 | 112.324 | 12200.00 | 5928900.00 |
| 4415 | 2017.12.18 21:35 | sell | 1395 | 1.00 | 112.567 | 0.000 | 0.000 | ||
| 4416 | 2017.12.18 21:35 | modify | 1395 | 1.00 | 112.567 | 113.767 | 112.367 | ||
| 4417 | 2017.12.19 04:45 | close | 1395 | 1.00 | 112.589 | 113.767 | 112.367 | -2200.00 | 5926700.00 |
| 4418 | 2017.12.21 01:45 | buy | 1396 | 1.00 | 113.274 | 0.000 | 0.000 | ||
| 4419 | 2017.12.21 01:45 | modify | 1396 | 1.00 | 113.274 | 112.074 | 113.474 | ||
| 4420 | 2017.12.21 04:30 | close | 1396 | 1.00 | 113.367 | 112.074 | 113.474 | 9300.00 | 5936000.00 |
| 4421 | 2018.01.17 23:30 | sell | 1397 | 1.00 | 111.269 | 0.000 | 0.000 | ||
| 4422 | 2018.01.17 23:30 | modify | 1397 | 1.00 | 111.269 | 112.469 | 111.069 | ||
| 4423 | 2018.01.18 02:15 | close | 1397 | 1.00 | 111.214 | 112.469 | 111.069 | 5500.00 | 5941500.00 |
| 4424 | 2018.01.18 07:20 | buy | 1398 | 1.00 | 111.258 | 0.000 | 0.000 | ||
| 4425 | 2018.01.18 07:20 | modify | 1398 | 1.00 | 111.258 | 110.058 | 111.458 | ||
| 4426 | 2018.01.18 12:10 | close | 1398 | 1.00 | 111.331 | 110.058 | 111.458 | 7300.00 | 5948800.00 |
| 4427 | 2018.01.25 01:45 | sell | 1399 | 1.00 | 109.310 | 0.000 | 0.000 | ||
| 4428 | 2018.01.25 01:45 | modify | 1399 | 1.00 | 109.310 | 110.510 | 109.110 | ||
| 4429 | 2018.01.25 04:00 | close | 1399 | 1.00 | 109.217 | 110.510 | 109.110 | 9300.00 | 5958100.00 |
| 4430 | 2018.01.26 21:25 | sell | 1400 | 1.00 | 109.031 | 0.000 | 0.000 | ||
| 4431 | 2018.01.26 21:25 | modify | 1400 | 1.00 | 109.031 | 110.231 | 108.831 | ||
| 4432 | 2018.01.26 21:28 | t/p | 1400 | 1.00 | 108.829 | 110.231 | 108.831 | 20200.00 | 5978300.00 |
| 4433 | 2018.01.29 03:20 | sell | 1401 | 1.00 | 108.853 | 0.000 | 0.000 | ||
| 4434 | 2018.01.29 03:20 | modify | 1401 | 1.00 | 108.853 | 110.053 | 108.653 | ||
| 4435 | 2018.01.29 05:35 | close | 1401 | 1.00 | 108.723 | 110.053 | 108.653 | 13000.00 | 5991300.00 |
| 4436 | 2018.01.29 21:35 | buy | 1402 | 1.00 | 108.922 | 0.000 | 0.000 | ||
| 4437 | 2018.01.29 21:35 | modify | 1402 | 1.00 | 108.922 | 107.722 | 109.122 | ||
| 4438 | 2018.01.30 02:45 | close | 1402 | 1.00 | 109.039 | 107.722 | 109.122 | 11700.00 | 6003000.00 |
| 4439 | 2018.02.02 19:25 | buy | 1403 | 1.00 | 110.232 | 0.000 | 0.000 | ||
| 4440 | 2018.02.02 19:25 | modify | 1403 | 1.00 | 110.232 | 109.032 | 110.432 | ||
| 4441 | 2018.02.02 21:25 | close | 1403 | 1.00 | 110.323 | 109.032 | 110.432 | 9100.00 | 6012100.00 |
| 4442 | 2018.02.05 01:25 | buy | 1404 | 1.00 | 110.052 | 0.000 | 0.000 | ||
| 4443 | 2018.02.05 01:25 | modify | 1404 | 1.00 | 110.052 | 108.852 | 110.252 | ||
| 4444 | 2018.02.05 06:45 | close | 1404 | 1.00 | 110.014 | 108.852 | 110.252 | -3800.00 | 6008300.00 |
| 4445 | 2018.02.08 19:55 | buy | 1405 | 1.00 | 108.688 | 0.000 | 0.000 | ||
| 4446 | 2018.02.08 19:55 | modify | 1405 | 1.00 | 108.688 | 107.488 | 108.888 | ||
| 4447 | 2018.02.08 20:00 | close | 1405 | 1.00 | 108.676 | 107.488 | 108.888 | -1200.00 | 6007100.00 |
| 4448 | 2018.02.09 03:20 | sell | 1406 | 1.00 | 108.977 | 0.000 | 0.000 | ||
| 4449 | 2018.02.09 03:20 | modify | 1406 | 1.00 | 108.977 | 110.177 | 108.777 | ||
| 4450 | 2018.02.09 03:35 | close | 1406 | 1.00 | 108.864 | 110.177 | 108.777 | 11300.00 | 6018400.00 |
| 4451 | 2018.02.23 02:05 | sell | 1407 | 1.00 | 106.875 | 0.000 | 0.000 | ||
| 4452 | 2018.02.23 02:05 | modify | 1407 | 1.00 | 106.875 | 108.075 | 106.675 | ||
| 4453 | 2018.02.23 03:50 | close | 1407 | 1.00 | 106.759 | 108.075 | 106.675 | 11600.00 | 6030000.00 |
| 4454 | 2018.02.23 21:55 | sell | 1408 | 1.00 | 106.724 | 0.000 | 0.000 | ||
| 4455 | 2018.02.23 21:55 | modify | 1408 | 1.00 | 106.724 | 107.924 | 106.524 | ||
| 4456 | 2018.02.23 22:00 | close | 1408 | 1.00 | 106.744 | 107.924 | 106.524 | -2000.00 | 6028000.00 |
| 4457 | 2018.02.26 04:30 | buy | 1409 | 1.00 | 106.557 | 0.000 | 0.000 | ||
| 4458 | 2018.02.26 04:30 | modify | 1409 | 1.00 | 106.557 | 105.357 | 106.757 | ||
| 4459 | 2018.02.26 07:05 | close | 1409 | 1.00 | 106.675 | 105.357 | 106.757 | 11800.00 | 6039800.00 |
| 4460 | 2018.02.27 02:50 | buy | 1410 | 1.00 | 106.848 | 0.000 | 0.000 | ||
| 4461 | 2018.02.27 02:50 | modify | 1410 | 1.00 | 106.848 | 105.648 | 107.048 | ||
| 4462 | 2018.02.27 03:55 | close | 1410 | 1.00 | 106.989 | 105.648 | 107.048 | 14100.00 | 6053900.00 |
| 4463 | 2018.03.05 19:40 | sell | 1411 | 1.00 | 106.078 | 0.000 | 0.000 | ||
| 4464 | 2018.03.05 19:40 | modify | 1411 | 1.00 | 106.078 | 107.278 | 105.878 | ||
| 4465 | 2018.03.06 02:50 | close | 1411 | 1.00 | 106.320 | 107.278 | 105.878 | -24200.00 | 6029700.00 |
| 4466 | 2018.03.06 07:10 | buy | 1412 | 1.00 | 106.264 | 0.000 | 0.000 | ||
| 4467 | 2018.03.06 07:10 | modify | 1412 | 1.00 | 106.264 | 105.064 | 106.464 | ||
| 4468 | 2018.03.06 12:00 | modify | 1412 | 1.00 | 106.264 | 105.064 | 106.364 | ||
| 4469 | 2018.03.06 13:10 | close | 1412 | 1.00 | 106.105 | 105.064 | 106.364 | -15900.00 | 6013800.00 |
| 4470 | 2018.03.09 02:40 | sell | 1413 | 1.00 | 106.489 | 0.000 | 0.000 | ||
| 4471 | 2018.03.09 02:40 | modify | 1413 | 1.00 | 106.489 | 107.689 | 106.289 | ||
| 4472 | 2018.03.09 03:35 | modify | 1413 | 1.00 | 106.489 | 107.689 | 106.389 | ||
| 4473 | 2018.03.09 04:45 | close | 1413 | 1.00 | 106.647 | 107.689 | 106.389 | -15800.00 | 5998000.00 |
| 4474 | 2018.03.14 03:05 | sell | 1414 | 1.00 | 106.636 | 0.000 | 0.000 | ||
| 4475 | 2018.03.14 03:05 | modify | 1414 | 1.00 | 106.636 | 107.836 | 106.436 | ||
| 4476 | 2018.03.14 04:55 | close | 1414 | 1.00 | 106.513 | 107.836 | 106.436 | 12300.00 | 6010300.00 |
| 4477 | 2018.03.16 05:55 | buy | 1415 | 1.00 | 105.907 | 0.000 | 0.000 | ||
| 4478 | 2018.03.16 05:55 | modify | 1415 | 1.00 | 105.907 | 104.707 | 106.107 | ||
| 4479 | 2018.03.16 08:15 | close | 1415 | 1.00 | 105.964 | 104.707 | 106.107 | 5700.00 | 6016000.00 |
| 4480 | 2018.03.22 08:05 | sell | 1416 | 1.00 | 105.824 | 0.000 | 0.000 | ||
| 4481 | 2018.03.22 08:05 | modify | 1416 | 1.00 | 105.824 | 107.024 | 105.624 | ||
| 4482 | 2018.03.22 10:20 | close | 1416 | 1.00 | 105.803 | 107.024 | 105.624 | 2100.00 | 6018100.00 |
| 4483 | 2018.03.22 23:35 | buy | 1417 | 1.00 | 105.347 | 0.000 | 0.000 | ||
| 4484 | 2018.03.22 23:35 | modify | 1417 | 1.00 | 105.347 | 104.147 | 105.547 | ||
| 4485 | 2018.03.23 01:40 | modify | 1417 | 1.00 | 105.347 | 104.147 | 105.447 | ||
| 4486 | 2018.03.23 03:10 | close | 1417 | 1.00 | 105.046 | 104.147 | 105.447 | -30100.00 | 5988000.00 |
| 4487 | 2018.03.28 02:50 | sell | 1418 | 1.00 | 105.489 | 0.000 | 0.000 | ||
| 4488 | 2018.03.28 02:50 | modify | 1418 | 1.00 | 105.489 | 106.689 | 105.289 | ||
| 4489 | 2018.03.28 06:20 | close | 1418 | 1.00 | 105.474 | 106.689 | 105.289 | 1500.00 | 5989500.00 |
| 4490 | 2018.03.29 05:15 | buy | 1419 | 1.00 | 106.594 | 0.000 | 0.000 | ||
| 4491 | 2018.03.29 05:15 | modify | 1419 | 1.00 | 106.594 | 105.394 | 106.794 | ||
| 4492 | 2018.03.29 09:15 | close | 1419 | 1.00 | 106.587 | 105.394 | 106.794 | -700.00 | 5988800.00 |
| 4493 | 2018.04.09 06:35 | sell | 1420 | 1.00 | 107.041 | 0.000 | 0.000 | ||
| 4494 | 2018.04.09 06:35 | modify | 1420 | 1.00 | 107.041 | 108.241 | 106.841 | ||
| 4495 | 2018.04.09 08:30 | close | 1420 | 1.00 | 106.984 | 108.241 | 106.841 | 5700.00 | 5994500.00 |
| 4496 | 2018.04.23 20:15 | sell | 1421 | 1.00 | 108.689 | 0.000 | 0.000 | ||
| 4497 | 2018.04.23 20:15 | modify | 1421 | 1.00 | 108.689 | 109.889 | 108.489 | ||
| 4498 | 2018.04.23 21:15 | close | 1421 | 1.00 | 108.605 | 109.889 | 108.489 | 8400.00 | 6002900.00 |
| 4499 | 2018.04.26 03:15 | buy | 1422 | 1.00 | 109.298 | 0.000 | 0.000 | ||
| 4500 | 2018.04.26 03:15 | modify | 1422 | 1.00 | 109.298 | 108.098 | 109.498 | ||