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 |
| 4501 | 2018.04.26 04:00 | close | 1422 | 1.00 | 109.414 | 108.098 | 109.498 | 11600.00 | 6014500.00 |
| 4502 | 2018.05.01 20:10 | buy | 1423 | 1.00 | 109.524 | 0.000 | 0.000 | ||
| 4503 | 2018.05.01 20:10 | modify | 1423 | 1.00 | 109.524 | 108.324 | 109.724 | ||
| 4504 | 2018.05.01 20:20 | modify | 1423 | 1.00 | 109.524 | 109.227 | 109.724 | ||
| 4505 | 2018.05.01 20:30 | close | 1423 | 1.00 | 109.639 | 109.227 | 109.724 | 11500.00 | 6026000.00 |
| 4506 | 2018.05.01 23:00 | sell | 1424 | 1.00 | 109.881 | 0.000 | 0.000 | ||
| 4507 | 2018.05.01 23:00 | modify | 1424 | 1.00 | 109.881 | 111.081 | 109.681 | ||
| 4508 | 2018.05.02 03:15 | close | 1424 | 1.00 | 109.738 | 111.081 | 109.681 | 14300.00 | 6040300.00 |
| 4509 | 2018.05.02 03:15 | buy | 1425 | 1.00 | 109.730 | 0.000 | 0.000 | ||
| 4510 | 2018.05.02 03:15 | modify | 1425 | 1.00 | 109.730 | 108.530 | 109.930 | ||
| 4511 | 2018.05.02 03:50 | close | 1425 | 1.00 | 109.849 | 108.530 | 109.930 | 11900.00 | 6052200.00 |
| 4512 | 2018.05.04 08:05 | sell | 1426 | 1.00 | 109.102 | 0.000 | 0.000 | ||
| 4513 | 2018.05.04 08:05 | modify | 1426 | 1.00 | 109.102 | 110.302 | 108.902 | ||
| 4514 | 2018.05.04 10:25 | close | 1426 | 1.00 | 109.047 | 110.302 | 108.902 | 5500.00 | 6057700.00 |
| 4515 | 2018.05.16 02:10 | buy | 1427 | 1.00 | 110.228 | 0.000 | 0.000 | ||
| 4516 | 2018.05.16 02:10 | modify | 1427 | 1.00 | 110.228 | 109.028 | 110.428 | ||
| 4517 | 2018.05.16 04:00 | modify | 1427 | 1.00 | 110.228 | 109.929 | 110.428 | ||
| 4518 | 2018.05.16 04:05 | modify | 1427 | 1.00 | 110.228 | 109.934 | 110.428 | ||
| 4519 | 2018.05.16 04:10 | modify | 1427 | 1.00 | 110.228 | 109.937 | 110.428 | ||
| 4520 | 2018.05.16 04:30 | modify | 1427 | 1.00 | 110.228 | 109.938 | 110.428 | ||
| 4521 | 2018.05.16 04:35 | close | 1427 | 1.00 | 110.356 | 109.938 | 110.428 | 12800.00 | 6070500.00 |
| 4522 | 2018.05.18 08:30 | buy | 1428 | 1.00 | 110.855 | 0.000 | 0.000 | ||
| 4523 | 2018.05.18 08:30 | modify | 1428 | 1.00 | 110.855 | 109.655 | 111.055 | ||
| 4524 | 2018.05.18 11:05 | close | 1428 | 1.00 | 110.923 | 109.655 | 111.055 | 6800.00 | 6077300.00 |
| 4525 | 2018.05.23 23:30 | buy | 1429 | 1.00 | 110.018 | 0.000 | 0.000 | ||
| 4526 | 2018.05.23 23:30 | modify | 1429 | 1.00 | 110.018 | 108.818 | 110.218 | ||
| 4527 | 2018.05.24 02:15 | close | 1429 | 1.00 | 110.032 | 108.818 | 110.218 | 1400.00 | 6078700.00 |
| 4528 | 2018.05.25 09:20 | buy | 1430 | 1.00 | 109.456 | 0.000 | 0.000 | ||
| 4529 | 2018.05.25 09:20 | modify | 1430 | 1.00 | 109.456 | 108.256 | 109.656 | ||
| 4530 | 2018.05.25 11:35 | close | 1430 | 1.00 | 109.529 | 108.256 | 109.656 | 7300.00 | 6086000.00 |
| 4531 | 2018.06.11 07:05 | sell | 1431 | 1.00 | 109.741 | 0.000 | 0.000 | ||
| 4532 | 2018.06.11 07:05 | modify | 1431 | 1.00 | 109.741 | 110.941 | 109.541 | ||
| 4533 | 2018.06.11 14:20 | close | 1431 | 1.00 | 110.015 | 110.941 | 109.541 | -27400.00 | 6058600.00 |
| 4534 | 2018.06.12 00:30 | buy | 1432 | 1.00 | 110.016 | 0.000 | 0.000 | ||
| 4535 | 2018.06.12 00:30 | modify | 1432 | 1.00 | 110.016 | 108.816 | 110.216 | ||
| 4536 | 2018.06.12 01:10 | close | 1432 | 1.00 | 110.070 | 108.816 | 110.216 | 5400.00 | 6064000.00 |
| 4537 | 2018.06.13 06:10 | sell | 1433 | 1.00 | 110.634 | 0.000 | 0.000 | ||
| 4538 | 2018.06.13 06:10 | modify | 1433 | 1.00 | 110.634 | 111.834 | 110.434 | ||
| 4539 | 2018.06.13 07:55 | close | 1433 | 1.00 | 110.619 | 111.834 | 110.434 | 1500.00 | 6065500.00 |
| 4540 | 2018.06.26 09:50 | sell | 1434 | 1.00 | 109.684 | 0.000 | 0.000 | ||
| 4541 | 2018.06.26 09:50 | modify | 1434 | 1.00 | 109.684 | 110.884 | 109.484 | ||
| 4542 | 2018.06.26 14:40 | close | 1434 | 1.00 | 109.607 | 110.884 | 109.484 | 7700.00 | 6073200.00 |
| 4543 | 2018.06.27 03:55 | buy | 1435 | 1.00 | 109.921 | 0.000 | 0.000 | ||
| 4544 | 2018.06.27 03:55 | modify | 1435 | 1.00 | 109.921 | 108.721 | 110.121 | ||
| 4545 | 2018.06.27 07:35 | close | 1435 | 1.00 | 109.958 | 108.721 | 110.121 | 3700.00 | 6076900.00 |
| 4546 | 2018.07.02 05:15 | sell | 1436 | 1.00 | 111.018 | 0.000 | 0.000 | ||
| 4547 | 2018.07.02 05:15 | modify | 1436 | 1.00 | 111.018 | 112.218 | 110.818 | ||
| 4548 | 2018.07.02 06:35 | close | 1436 | 1.00 | 110.940 | 112.218 | 110.818 | 7800.00 | 6084700.00 |
| 4549 | 2018.07.02 06:55 | buy | 1437 | 1.00 | 110.857 | 0.000 | 0.000 | ||
| 4550 | 2018.07.02 06:55 | modify | 1437 | 1.00 | 110.857 | 109.657 | 111.057 | ||
| 4551 | 2018.07.02 11:55 | close | 1437 | 1.00 | 110.840 | 109.657 | 111.057 | -1700.00 | 6083000.00 |
| 4552 | 2018.07.10 08:40 | sell | 1438 | 1.00 | 111.188 | 0.000 | 0.000 | ||
| 4553 | 2018.07.10 08:40 | modify | 1438 | 1.00 | 111.188 | 112.388 | 110.988 | ||
| 4554 | 2018.07.10 09:15 | close | 1438 | 1.00 | 111.106 | 112.388 | 110.988 | 8200.00 | 6091200.00 |
| 4555 | 2018.07.11 05:30 | sell | 1439 | 1.00 | 111.068 | 0.000 | 0.000 | ||
| 4556 | 2018.07.11 05:30 | modify | 1439 | 1.00 | 111.068 | 112.268 | 110.868 | ||
| 4557 | 2018.07.11 09:20 | close | 1439 | 1.00 | 111.028 | 112.268 | 110.868 | 4000.00 | 6095200.00 |
| 4558 | 2018.07.12 05:00 | sell | 1440 | 1.00 | 112.239 | 0.000 | 0.000 | ||
| 4559 | 2018.07.12 05:00 | modify | 1440 | 1.00 | 112.239 | 113.439 | 112.039 | ||
| 4560 | 2018.07.12 07:30 | close | 1440 | 1.00 | 112.221 | 113.439 | 112.039 | 1800.00 | 6097000.00 |
| 4561 | 2018.07.13 03:35 | sell | 1441 | 1.00 | 112.732 | 0.000 | 0.000 | ||
| 4562 | 2018.07.13 03:35 | modify | 1441 | 1.00 | 112.732 | 113.932 | 112.532 | ||
| 4563 | 2018.07.13 04:30 | close | 1441 | 1.00 | 112.632 | 113.932 | 112.532 | 10000.00 | 6107000.00 |
| 4564 | 2018.07.20 03:35 | sell | 1442 | 1.00 | 112.577 | 0.000 | 0.000 | ||
| 4565 | 2018.07.20 03:35 | modify | 1442 | 1.00 | 112.577 | 113.777 | 112.377 | ||
| 4566 | 2018.07.20 04:36 | t/p | 1442 | 1.00 | 112.377 | 113.777 | 112.377 | 20000.00 | 6127000.00 |
| 4567 | 2018.07.27 03:25 | buy | 1443 | 1.00 | 111.128 | 0.000 | 0.000 | ||
| 4568 | 2018.07.27 03:25 | modify | 1443 | 1.00 | 111.128 | 109.928 | 111.328 | ||
| 4569 | 2018.07.27 07:35 | close | 1443 | 1.00 | 111.018 | 109.928 | 111.328 | -11000.00 | 6116000.00 |
| 4570 | 2018.08.06 05:10 | sell | 1444 | 1.00 | 111.334 | 0.000 | 0.000 | ||
| 4571 | 2018.08.06 05:10 | modify | 1444 | 1.00 | 111.334 | 112.534 | 111.134 | ||
| 4572 | 2018.08.06 08:10 | close | 1444 | 1.00 | 111.316 | 112.534 | 111.134 | 1800.00 | 6117800.00 |
| 4573 | 2018.08.09 08:00 | sell | 1445 | 1.00 | 110.925 | 0.000 | 0.000 | ||
| 4574 | 2018.08.09 08:00 | modify | 1445 | 1.00 | 110.925 | 112.125 | 110.725 | ||
| 4575 | 2018.08.09 15:10 | close | 1445 | 1.00 | 111.159 | 112.125 | 110.725 | -23400.00 | 6094400.00 |
| 4576 | 2018.08.13 06:00 | buy | 1446 | 1.00 | 110.157 | 0.000 | 0.000 | ||
| 4577 | 2018.08.13 06:00 | modify | 1446 | 1.00 | 110.157 | 108.957 | 110.357 | ||
| 4578 | 2018.08.13 06:40 | close | 1446 | 1.00 | 110.278 | 108.957 | 110.357 | 12100.00 | 6106500.00 |
| 4579 | 2018.08.14 20:45 | sell | 1447 | 1.00 | 111.241 | 0.000 | 0.000 | ||
| 4580 | 2018.08.14 20:45 | modify | 1447 | 1.00 | 111.241 | 112.441 | 111.041 | ||
| 4581 | 2018.08.14 23:20 | close | 1447 | 1.00 | 111.170 | 112.441 | 111.041 | 7100.00 | 6113600.00 |
| 4582 | 2018.08.16 04:35 | sell | 1448 | 1.00 | 110.824 | 0.000 | 0.000 | ||
| 4583 | 2018.08.16 04:35 | modify | 1448 | 1.00 | 110.824 | 112.024 | 110.624 | ||
| 4584 | 2018.08.16 07:25 | close | 1448 | 1.00 | 110.731 | 112.024 | 110.624 | 9300.00 | 6122900.00 |
| 4585 | 2018.08.17 02:50 | sell | 1449 | 1.00 | 111.002 | 0.000 | 0.000 | ||
| 4586 | 2018.08.17 02:50 | modify | 1449 | 1.00 | 111.002 | 112.202 | 110.802 | ||
| 4587 | 2018.08.17 03:30 | close | 1449 | 1.00 | 110.900 | 112.202 | 110.802 | 10200.00 | 6133100.00 |
| 4588 | 2018.08.17 03:35 | buy | 1450 | 1.00 | 110.861 | 0.000 | 0.000 | ||
| 4589 | 2018.08.17 03:35 | modify | 1450 | 1.00 | 110.861 | 109.661 | 111.061 | ||
| 4590 | 2018.08.17 09:00 | close | 1450 | 1.00 | 110.891 | 109.661 | 111.061 | 3000.00 | 6136100.00 |
| 4591 | 2018.08.21 06:50 | sell | 1451 | 1.00 | 110.091 | 0.000 | 0.000 | ||
| 4592 | 2018.08.21 06:50 | modify | 1451 | 1.00 | 110.091 | 111.291 | 109.891 | ||
| 4593 | 2018.08.21 09:10 | close | 1451 | 1.00 | 110.032 | 111.291 | 109.891 | 5900.00 | 6142000.00 |
| 4594 | 2018.08.21 20:50 | buy | 1452 | 1.00 | 110.344 | 0.000 | 0.000 | ||
| 4595 | 2018.08.21 20:50 | modify | 1452 | 1.00 | 110.344 | 109.144 | 110.544 | ||
| 4596 | 2018.08.21 22:35 | close | 1452 | 1.00 | 110.468 | 109.144 | 110.544 | 12400.00 | 6154400.00 |
| 4597 | 2018.08.22 02:00 | buy | 1453 | 1.00 | 110.080 | 0.000 | 0.000 | ||
| 4598 | 2018.08.22 02:00 | modify | 1453 | 1.00 | 110.080 | 108.880 | 110.280 | ||
| 4599 | 2018.08.22 04:05 | close | 1453 | 1.00 | 110.208 | 108.880 | 110.280 | 12800.00 | 6167200.00 |
| 4600 | 2018.09.03 03:40 | buy | 1454 | 1.00 | 111.027 | 0.000 | 0.000 | ||
| 4601 | 2018.09.03 03:40 | modify | 1454 | 1.00 | 111.027 | 109.827 | 111.227 | ||
| 4602 | 2018.09.03 10:15 | close | 1454 | 1.00 | 110.973 | 109.827 | 111.227 | -5400.00 | 6161800.00 |
| 4603 | 2018.09.10 02:15 | buy | 1455 | 1.00 | 110.928 | 0.000 | 0.000 | ||
| 4604 | 2018.09.10 02:15 | modify | 1455 | 1.00 | 110.928 | 109.728 | 111.128 | ||
| 4605 | 2018.09.10 05:50 | close | 1455 | 1.00 | 111.045 | 109.728 | 111.128 | 11700.00 | 6173500.00 |
| 4606 | 2018.09.14 05:30 | buy | 1456 | 1.00 | 111.861 | 0.000 | 0.000 | ||
| 4607 | 2018.09.14 05:30 | modify | 1456 | 1.00 | 111.861 | 110.661 | 112.061 | ||
| 4608 | 2018.09.14 09:25 | close | 1456 | 1.00 | 111.926 | 110.661 | 112.061 | 6500.00 | 6180000.00 |
| 4609 | 2018.09.19 03:00 | buy | 1457 | 1.00 | 112.290 | 0.000 | 0.000 | ||
| 4610 | 2018.09.19 03:00 | modify | 1457 | 1.00 | 112.290 | 111.090 | 112.490 | ||
| 4611 | 2018.09.19 06:20 | close | 1457 | 1.00 | 112.370 | 111.090 | 112.490 | 8000.00 | 6188000.00 |
| 4612 | 2018.09.28 09:50 | buy | 1458 | 1.00 | 113.375 | 0.000 | 0.000 | ||
| 4613 | 2018.09.28 09:50 | modify | 1458 | 1.00 | 113.375 | 112.175 | 113.575 | ||
| 4614 | 2018.09.28 11:45 | modify | 1458 | 1.00 | 113.375 | 113.082 | 113.575 | ||
| 4615 | 2018.09.28 11:50 | modify | 1458 | 1.00 | 113.375 | 113.086 | 113.575 | ||
| 4616 | 2018.09.28 12:00 | close | 1458 | 1.00 | 113.492 | 113.086 | 113.575 | 11700.00 | 6199700.00 |
| 4617 | 2018.10.01 02:10 | sell | 1459 | 1.00 | 113.762 | 0.000 | 0.000 | ||
| 4618 | 2018.10.01 02:10 | modify | 1459 | 1.00 | 113.762 | 114.962 | 113.562 | ||
| 4619 | 2018.10.01 09:25 | close | 1459 | 1.00 | 113.933 | 114.962 | 113.562 | -17100.00 | 6182600.00 |
| 4620 | 2018.10.04 06:40 | buy | 1460 | 1.00 | 114.226 | 0.000 | 0.000 | ||
| 4621 | 2018.10.04 06:40 | modify | 1460 | 1.00 | 114.226 | 113.026 | 114.426 | ||
| 4622 | 2018.10.04 07:20 | close | 1460 | 1.00 | 114.357 | 113.026 | 114.426 | 13100.00 | 6195700.00 |
| 4623 | 2018.10.05 03:35 | sell | 1461 | 1.00 | 114.017 | 0.000 | 0.000 | ||
| 4624 | 2018.10.05 03:35 | modify | 1461 | 1.00 | 114.017 | 115.217 | 113.817 | ||
| 4625 | 2018.10.05 05:15 | close | 1461 | 1.00 | 113.900 | 115.217 | 113.817 | 11700.00 | 6207400.00 |
| 4626 | 2018.10.08 22:20 | sell | 1462 | 1.00 | 113.046 | 0.000 | 0.000 | ||
| 4627 | 2018.10.08 22:20 | modify | 1462 | 1.00 | 113.046 | 114.246 | 112.846 | ||
| 4628 | 2018.10.09 02:05 | close | 1462 | 1.00 | 113.099 | 114.246 | 112.846 | -5300.00 | 6202100.00 |
| 4629 | 2018.10.12 06:30 | sell | 1463 | 1.00 | 112.335 | 0.000 | 0.000 | ||
| 4630 | 2018.10.12 06:30 | modify | 1463 | 1.00 | 112.335 | 113.535 | 112.135 | ||
| 4631 | 2018.10.12 11:35 | close | 1463 | 1.00 | 112.264 | 113.535 | 112.135 | 7100.00 | 6209200.00 |
| 4632 | 2018.10.16 02:35 | sell | 1464 | 1.00 | 111.823 | 0.000 | 0.000 | ||
| 4633 | 2018.10.16 02:35 | modify | 1464 | 1.00 | 111.823 | 113.023 | 111.623 | ||
| 4634 | 2018.10.16 09:45 | close | 1464 | 1.00 | 112.063 | 113.023 | 111.623 | -24000.00 | 6185200.00 |
| 4635 | 2018.10.17 07:15 | buy | 1465 | 1.00 | 112.301 | 0.000 | 0.000 | ||
| 4636 | 2018.10.17 07:15 | modify | 1465 | 1.00 | 112.301 | 111.101 | 112.501 | ||
| 4637 | 2018.10.17 13:55 | close | 1465 | 1.00 | 112.269 | 111.101 | 112.501 | -3200.00 | 6182000.00 |
| 4638 | 2018.10.19 03:55 | sell | 1466 | 1.00 | 112.303 | 0.000 | 0.000 | ||
| 4639 | 2018.10.19 03:55 | modify | 1466 | 1.00 | 112.303 | 113.503 | 112.103 | ||
| 4640 | 2018.10.19 11:05 | close | 1466 | 1.00 | 112.445 | 113.503 | 112.103 | -14200.00 | 6167800.00 |
| 4641 | 2018.10.23 21:30 | sell | 1467 | 1.00 | 112.355 | 0.000 | 0.000 | ||
| 4642 | 2018.10.23 21:30 | modify | 1467 | 1.00 | 112.355 | 113.555 | 112.155 | ||
| 4643 | 2018.10.24 02:00 | close | 1467 | 1.00 | 112.391 | 113.555 | 112.155 | -3600.00 | 6164200.00 |
| 4644 | 2018.10.25 23:10 | buy | 1468 | 1.00 | 112.441 | 0.000 | 0.000 | ||
| 4645 | 2018.10.25 23:10 | modify | 1468 | 1.00 | 112.441 | 111.241 | 112.641 | ||
| 4646 | 2018.10.26 04:15 | close | 1468 | 1.00 | 112.436 | 111.241 | 112.641 | -500.00 | 6163700.00 |
| 4647 | 2018.10.26 20:05 | sell | 1469 | 1.00 | 112.092 | 0.000 | 0.000 | ||
| 4648 | 2018.10.26 20:05 | modify | 1469 | 1.00 | 112.092 | 113.292 | 111.892 | ||
| 4649 | 2018.10.26 20:25 | close | 1469 | 1.00 | 111.976 | 113.292 | 111.892 | 11600.00 | 6175300.00 |
| 4650 | 2018.11.02 03:00 | sell | 1470 | 1.00 | 112.733 | 0.000 | 0.000 | ||