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 |
| 4651 | 2018.11.02 03:00 | modify | 1470 | 1.00 | 112.733 | 113.933 | 112.533 | ||
| 4652 | 2018.11.02 06:45 | close | 1470 | 1.00 | 112.704 | 113.933 | 112.533 | 2900.00 | 6178200.00 |
| 4653 | 2018.11.08 08:15 | buy | 1471 | 1.00 | 113.592 | 0.000 | 0.000 | ||
| 4654 | 2018.11.08 08:15 | modify | 1471 | 1.00 | 113.592 | 112.392 | 113.792 | ||
| 4655 | 2018.11.08 09:15 | close | 1471 | 1.00 | 113.693 | 112.392 | 113.792 | 10100.00 | 6188300.00 |
| 4656 | 2018.11.09 01:50 | buy | 1472 | 1.00 | 113.945 | 0.000 | 0.000 | ||
| 4657 | 2018.11.09 01:50 | modify | 1472 | 1.00 | 113.945 | 112.745 | 114.145 | ||
| 4658 | 2018.11.09 06:50 | close | 1472 | 1.00 | 113.933 | 112.745 | 114.145 | -1200.00 | 6187100.00 |
| 4659 | 2018.11.19 07:25 | sell | 1473 | 1.00 | 112.787 | 0.000 | 0.000 | ||
| 4660 | 2018.11.19 07:25 | modify | 1473 | 1.00 | 112.787 | 113.987 | 112.587 | ||
| 4661 | 2018.11.19 09:15 | close | 1473 | 1.00 | 112.683 | 113.987 | 112.587 | 10400.00 | 6197500.00 |
| 4662 | 2018.11.27 01:35 | buy | 1474 | 1.00 | 113.509 | 0.000 | 0.000 | ||
| 4663 | 2018.11.27 01:35 | modify | 1474 | 1.00 | 113.509 | 112.309 | 113.709 | ||
| 4664 | 2018.11.27 05:50 | close | 1474 | 1.00 | 113.503 | 112.309 | 113.709 | -600.00 | 6196900.00 |
| 4665 | 2018.12.05 02:25 | sell | 1475 | 1.00 | 112.885 | 0.000 | 0.000 | ||
| 4666 | 2018.12.05 02:25 | modify | 1475 | 1.00 | 112.885 | 114.085 | 112.685 | ||
| 4667 | 2018.12.05 05:45 | close | 1475 | 1.00 | 112.921 | 114.085 | 112.685 | -3600.00 | 6193300.00 |
| 4668 | 2018.12.06 22:35 | sell | 1476 | 1.00 | 112.693 | 0.000 | 0.000 | ||
| 4669 | 2018.12.06 22:35 | modify | 1476 | 1.00 | 112.693 | 113.893 | 112.493 | ||
| 4670 | 2018.12.07 05:45 | close | 1476 | 1.00 | 112.773 | 113.893 | 112.493 | -8000.00 | 6185300.00 |
| 4671 | 2018.12.11 02:55 | buy | 1477 | 1.00 | 113.103 | 0.000 | 0.000 | ||
| 4672 | 2018.12.11 02:55 | modify | 1477 | 1.00 | 113.103 | 111.903 | 113.303 | ||
| 4673 | 2018.12.11 03:45 | close | 1477 | 1.00 | 113.195 | 111.903 | 113.303 | 9200.00 | 6194500.00 |
| 4674 | 2018.12.17 20:50 | buy | 1478 | 1.00 | 112.740 | 0.000 | 0.000 | ||
| 4675 | 2018.12.17 20:50 | modify | 1478 | 1.00 | 112.740 | 111.540 | 112.940 | ||
| 4676 | 2018.12.17 23:05 | close | 1478 | 1.00 | 112.810 | 111.540 | 112.940 | 7000.00 | 6201500.00 |
| 4677 | 2018.12.18 06:15 | buy | 1479 | 1.00 | 112.520 | 0.000 | 0.000 | ||
| 4678 | 2018.12.18 06:15 | modify | 1479 | 1.00 | 112.520 | 111.320 | 112.720 | ||
| 4679 | 2018.12.18 08:05 | close | 1479 | 1.00 | 112.594 | 111.320 | 112.720 | 7400.00 | 6208900.00 |
| 4680 | 2018.12.19 01:10 | buy | 1480 | 1.00 | 112.435 | 0.000 | 0.000 | ||
| 4681 | 2018.12.19 01:10 | modify | 1480 | 1.00 | 112.435 | 111.235 | 112.635 | ||
| 4682 | 2018.12.19 03:40 | close | 1480 | 1.00 | 112.601 | 111.235 | 112.635 | 16600.00 | 6225500.00 |
| 4683 | 2018.12.20 21:20 | buy | 1481 | 1.00 | 110.862 | 0.000 | 0.000 | ||
| 4684 | 2018.12.20 21:20 | modify | 1481 | 1.00 | 110.862 | 109.662 | 111.062 | ||
| 4685 | 2018.12.20 21:30 | close | 1481 | 1.00 | 110.989 | 109.662 | 111.062 | 12700.00 | 6238200.00 |
| 4686 | 2018.12.21 05:40 | sell | 1482 | 1.00 | 111.384 | 0.000 | 0.000 | ||
| 4687 | 2018.12.21 05:40 | modify | 1482 | 1.00 | 111.384 | 112.584 | 111.184 | ||
| 4688 | 2018.12.21 09:10 | close | 1482 | 1.00 | 111.338 | 112.584 | 111.184 | 4600.00 | 6242800.00 |
| 4689 | 2019.01.02 23:35 | buy | 1483 | 1.00 | 108.989 | 0.000 | 0.000 | ||
| 4690 | 2019.01.02 23:35 | modify | 1483 | 1.00 | 108.989 | 107.789 | 109.189 | ||
| 4691 | 2019.01.03 00:35 | close | 1483 | 1.00 | 108.164 | 107.789 | 109.189 | -82500.00 | 6160300.00 |
| 4692 | 2019.01.11 02:00 | buy | 1484 | 1.00 | 108.287 | 0.000 | 0.000 | ||
| 4693 | 2019.01.11 02:00 | modify | 1484 | 1.00 | 108.287 | 107.087 | 108.487 | ||
| 4694 | 2019.01.11 02:55 | close | 1484 | 1.00 | 108.404 | 107.087 | 108.487 | 11700.00 | 6172000.00 |
| 4695 | 2019.01.17 03:45 | buy | 1485 | 1.00 | 108.853 | 0.000 | 0.000 | ||
| 4696 | 2019.01.17 03:45 | modify | 1485 | 1.00 | 108.853 | 107.653 | 109.053 | ||
| 4697 | 2019.01.17 04:30 | modify | 1485 | 1.00 | 108.853 | 108.557 | 109.053 | ||
| 4698 | 2019.01.17 04:55 | close | 1485 | 1.00 | 108.959 | 108.557 | 109.053 | 10600.00 | 6182600.00 |
| 4699 | 2019.01.17 08:50 | buy | 1486 | 1.00 | 108.893 | 0.000 | 0.000 | ||
| 4700 | 2019.01.17 08:50 | modify | 1486 | 1.00 | 108.893 | 107.693 | 109.093 | ||
| 4701 | 2019.01.17 14:00 | close | 1486 | 1.00 | 108.874 | 107.693 | 109.093 | -1900.00 | 6180700.00 |
| 4702 | 2019.01.21 02:10 | buy | 1487 | 1.00 | 109.610 | 0.000 | 0.000 | ||
| 4703 | 2019.01.21 02:10 | modify | 1487 | 1.00 | 109.610 | 108.410 | 109.810 | ||
| 4704 | 2019.01.21 04:55 | close | 1487 | 1.00 | 109.678 | 108.410 | 109.810 | 6800.00 | 6187500.00 |
| 4705 | 2019.01.28 21:50 | sell | 1488 | 1.00 | 109.365 | 0.000 | 0.000 | ||
| 4706 | 2019.01.28 21:50 | modify | 1488 | 1.00 | 109.365 | 110.565 | 109.165 | ||
| 4707 | 2019.01.28 23:40 | close | 1488 | 1.00 | 109.338 | 110.565 | 109.165 | 2700.00 | 6190200.00 |
| 4708 | 2019.02.04 21:15 | buy | 1489 | 1.00 | 109.836 | 0.000 | 0.000 | ||
| 4709 | 2019.02.04 21:15 | modify | 1489 | 1.00 | 109.836 | 108.636 | 110.036 | ||
| 4710 | 2019.02.04 21:55 | close | 1489 | 1.00 | 109.906 | 108.636 | 110.036 | 7000.00 | 6197200.00 |
| 4711 | 2019.02.05 06:15 | buy | 1490 | 1.00 | 109.926 | 0.000 | 0.000 | ||
| 4712 | 2019.02.05 06:15 | modify | 1490 | 1.00 | 109.926 | 108.726 | 110.126 | ||
| 4713 | 2019.02.05 08:50 | close | 1490 | 1.00 | 109.911 | 108.726 | 110.126 | -1500.00 | 6195700.00 |
| 4714 | 2019.02.28 01:05 | buy | 1491 | 1.00 | 110.934 | 0.000 | 0.000 | ||
| 4715 | 2019.02.28 01:05 | modify | 1491 | 1.00 | 110.934 | 109.734 | 111.134 | ||
| 4716 | 2019.02.28 06:10 | close | 1491 | 1.00 | 110.892 | 109.734 | 111.134 | -4200.00 | 6191500.00 |
| 4717 | 2019.03.25 02:30 | sell | 1492 | 1.00 | 110.108 | 0.000 | 0.000 | ||
| 4718 | 2019.03.25 02:30 | modify | 1492 | 1.00 | 110.108 | 111.308 | 109.908 | ||
| 4719 | 2019.03.25 03:25 | close | 1492 | 1.00 | 109.966 | 111.308 | 109.908 | 14200.00 | 6205700.00 |
| 4720 | 2019.03.25 07:50 | sell | 1493 | 1.00 | 109.959 | 0.000 | 0.000 | ||
| 4721 | 2019.03.25 07:50 | modify | 1493 | 1.00 | 109.959 | 111.159 | 109.759 | ||
| 4722 | 2019.03.25 15:00 | close | 1493 | 1.00 | 110.165 | 111.159 | 109.759 | -20600.00 | 6185100.00 |
| 4723 | 2019.03.29 07:40 | buy | 1494 | 1.00 | 110.668 | 0.000 | 0.000 | ||
| 4724 | 2019.03.29 07:40 | modify | 1494 | 1.00 | 110.668 | 109.468 | 110.868 | ||
| 4725 | 2019.03.29 07:55 | close | 1494 | 1.00 | 110.825 | 109.468 | 110.868 | 15700.00 | 6200800.00 |
| 4726 | 2019.04.01 04:50 | sell | 1495 | 1.00 | 111.146 | 0.000 | 0.000 | ||
| 4727 | 2019.04.01 04:50 | modify | 1495 | 1.00 | 111.146 | 112.346 | 110.946 | ||
| 4728 | 2019.04.01 06:35 | close | 1495 | 1.00 | 111.057 | 112.346 | 110.946 | 8900.00 | 6209700.00 |
| 4729 | 2019.04.11 22:05 | sell | 1496 | 1.00 | 111.679 | 0.000 | 0.000 | ||
| 4730 | 2019.04.11 22:05 | modify | 1496 | 1.00 | 111.679 | 112.879 | 111.479 | ||
| 4731 | 2019.04.12 00:55 | close | 1496 | 1.00 | 111.643 | 112.879 | 111.479 | 3600.00 | 6213300.00 |
| 4732 | 2019.04.12 02:35 | buy | 1497 | 1.00 | 111.602 | 0.000 | 0.000 | ||
| 4733 | 2019.04.12 02:35 | modify | 1497 | 1.00 | 111.602 | 110.402 | 111.802 | ||
| 4734 | 2019.04.12 03:00 | close | 1497 | 1.00 | 111.644 | 110.402 | 111.802 | 4200.00 | 6217500.00 |
| 4735 | 2019.04.26 02:10 | buy | 1498 | 1.00 | 111.547 | 0.000 | 0.000 | ||
| 4736 | 2019.04.26 02:10 | modify | 1498 | 1.00 | 111.547 | 110.347 | 111.747 | ||
| 4737 | 2019.04.26 03:55 | close | 1498 | 1.00 | 111.685 | 110.347 | 111.747 | 13800.00 | 6231300.00 |
| 4738 | 2019.05.01 06:40 | sell | 1499 | 1.00 | 111.496 | 0.000 | 0.000 | ||
| 4739 | 2019.05.01 06:40 | modify | 1499 | 1.00 | 111.496 | 112.696 | 111.296 | ||
| 4740 | 2019.05.01 08:30 | close | 1499 | 1.00 | 111.476 | 112.696 | 111.296 | 2000.00 | 6233300.00 |
| 4741 | 2019.05.06 07:45 | sell | 1500 | 1.00 | 110.672 | 0.000 | 0.000 | ||
| 4742 | 2019.05.06 07:45 | modify | 1500 | 1.00 | 110.672 | 111.872 | 110.472 | ||
| 4743 | 2019.05.06 09:45 | close | 1500 | 1.00 | 110.693 | 111.872 | 110.472 | -2100.00 | 6231200.00 |
| 4744 | 2019.05.08 06:45 | buy | 1501 | 1.00 | 109.956 | 0.000 | 0.000 | ||
| 4745 | 2019.05.08 06:45 | modify | 1501 | 1.00 | 109.956 | 108.756 | 110.156 | ||
| 4746 | 2019.05.08 08:55 | close | 1501 | 1.00 | 110.052 | 108.756 | 110.156 | 9600.00 | 6240800.00 |
| 4747 | 2019.05.14 03:50 | sell | 1502 | 1.00 | 109.354 | 0.000 | 0.000 | ||
| 4748 | 2019.05.14 03:50 | modify | 1502 | 1.00 | 109.354 | 110.554 | 109.154 | ||
| 4749 | 2019.05.14 09:20 | close | 1502 | 1.00 | 109.577 | 110.554 | 109.154 | -22300.00 | 6218500.00 |
| 4750 | 2019.05.17 06:20 | buy | 1503 | 1.00 | 109.830 | 0.000 | 0.000 | ||
| 4751 | 2019.05.17 06:20 | modify | 1503 | 1.00 | 109.830 | 108.630 | 110.030 | ||
| 4752 | 2019.05.17 10:30 | close | 1503 | 1.00 | 109.718 | 108.630 | 110.030 | -11200.00 | 6207300.00 |
| 4753 | 2019.05.20 08:35 | buy | 1504 | 1.00 | 110.172 | 0.000 | 0.000 | ||
| 4754 | 2019.05.20 08:35 | modify | 1504 | 1.00 | 110.172 | 108.972 | 110.372 | ||
| 4755 | 2019.05.20 15:50 | close | 1504 | 1.00 | 109.908 | 108.972 | 110.372 | -26400.00 | 6180900.00 |
| 4756 | 2019.05.21 22:45 | buy | 1505 | 1.00 | 110.559 | 0.000 | 0.000 | ||
| 4757 | 2019.05.21 22:45 | modify | 1505 | 1.00 | 110.559 | 109.359 | 110.759 | ||
| 4758 | 2019.05.22 01:55 | close | 1505 | 1.00 | 110.544 | 109.359 | 110.759 | -1500.00 | 6179400.00 |
| 4759 | 2019.05.22 03:40 | buy | 1506 | 1.00 | 110.498 | 0.000 | 0.000 | ||
| 4760 | 2019.05.22 03:40 | modify | 1506 | 1.00 | 110.498 | 109.298 | 110.698 | ||
| 4761 | 2019.05.22 04:55 | close | 1506 | 1.00 | 110.598 | 109.298 | 110.698 | 10000.00 | 6189400.00 |
| 4762 | 2019.05.27 03:00 | sell | 1507 | 1.00 | 109.396 | 0.000 | 0.000 | ||
| 4763 | 2019.05.27 03:00 | modify | 1507 | 1.00 | 109.396 | 110.596 | 109.196 | ||
| 4764 | 2019.05.27 10:10 | close | 1507 | 1.00 | 109.538 | 110.596 | 109.196 | -14200.00 | 6175200.00 |
| 4765 | 2019.06.03 09:35 | sell | 1508 | 1.00 | 108.292 | 0.000 | 0.000 | ||
| 4766 | 2019.06.03 09:35 | modify | 1508 | 1.00 | 108.292 | 109.492 | 108.092 | ||
| 4767 | 2019.06.03 10:15 | close | 1508 | 1.00 | 108.201 | 109.492 | 108.092 | 9100.00 | 6184300.00 |
| 4768 | 2019.06.11 04:00 | sell | 1509 | 1.00 | 108.484 | 0.000 | 0.000 | ||
| 4769 | 2019.06.11 04:00 | modify | 1509 | 1.00 | 108.484 | 109.684 | 108.284 | ||
| 4770 | 2019.06.11 11:10 | close | 1509 | 1.00 | 108.570 | 109.684 | 108.284 | -8600.00 | 6175700.00 |
| 4771 | 2019.06.21 06:15 | buy | 1510 | 1.00 | 107.071 | 0.000 | 0.000 | ||
| 4772 | 2019.06.21 06:15 | modify | 1510 | 1.00 | 107.071 | 105.871 | 107.271 | ||
| 4773 | 2019.06.21 08:55 | close | 1510 | 1.00 | 107.179 | 105.871 | 107.271 | 10800.00 | 6186500.00 |
| 4774 | 2019.06.21 09:00 | sell | 1511 | 1.00 | 107.210 | 0.000 | 0.000 | ||
| 4775 | 2019.06.21 09:00 | modify | 1511 | 1.00 | 107.210 | 108.410 | 107.010 | ||
| 4776 | 2019.06.21 16:10 | close | 1511 | 1.00 | 107.451 | 108.410 | 107.010 | -24100.00 | 6162400.00 |
| 4777 | 2019.06.21 20:25 | buy | 1512 | 1.00 | 107.392 | 0.000 | 0.000 | ||
| 4778 | 2019.06.21 20:25 | modify | 1512 | 1.00 | 107.392 | 106.192 | 107.592 | ||
| 4779 | 2019.06.21 23:00 | close | 1512 | 1.00 | 107.346 | 106.192 | 107.592 | -4600.00 | 6157800.00 |
| 4780 | 2019.06.27 06:25 | sell | 1513 | 1.00 | 108.023 | 0.000 | 0.000 | ||
| 4781 | 2019.06.27 06:25 | modify | 1513 | 1.00 | 108.023 | 109.223 | 107.823 | ||
| 4782 | 2019.06.27 10:25 | close | 1513 | 1.00 | 108.024 | 109.223 | 107.823 | -100.00 | 6157700.00 |
| 4783 | 2019.07.03 08:45 | sell | 1514 | 1.00 | 107.697 | 0.000 | 0.000 | ||
| 4784 | 2019.07.03 08:45 | modify | 1514 | 1.00 | 107.697 | 108.897 | 107.497 | ||
| 4785 | 2019.07.03 13:45 | close | 1514 | 1.00 | 107.659 | 108.897 | 107.497 | 3800.00 | 6161500.00 |
| 4786 | 2019.07.05 22:55 | buy | 1515 | 1.00 | 108.477 | 0.000 | 0.000 | ||
| 4787 | 2019.07.05 22:55 | modify | 1515 | 1.00 | 108.477 | 107.277 | 108.677 | ||
| 4788 | 2019.07.05 23:00 | close | 1515 | 1.00 | 108.492 | 107.277 | 108.677 | 1500.00 | 6163000.00 |
| 4789 | 2019.07.08 03:20 | buy | 1516 | 1.00 | 108.434 | 0.000 | 0.000 | ||
| 4790 | 2019.07.08 03:20 | modify | 1516 | 1.00 | 108.434 | 107.234 | 108.634 | ||
| 4791 | 2019.07.08 04:00 | close | 1516 | 1.00 | 108.534 | 107.234 | 108.634 | 10000.00 | 6173000.00 |
| 4792 | 2019.07.08 07:50 | buy | 1517 | 1.00 | 108.329 | 0.000 | 0.000 | ||
| 4793 | 2019.07.08 07:50 | modify | 1517 | 1.00 | 108.329 | 107.129 | 108.529 | ||
| 4794 | 2019.07.08 11:35 | close | 1517 | 1.00 | 108.368 | 107.129 | 108.529 | 3900.00 | 6176900.00 |
| 4795 | 2019.07.09 00:45 | buy | 1518 | 1.00 | 108.701 | 0.000 | 0.000 | ||
| 4796 | 2019.07.09 00:45 | modify | 1518 | 1.00 | 108.701 | 107.501 | 108.901 | ||
| 4797 | 2019.07.09 02:05 | close | 1518 | 1.00 | 108.746 | 107.501 | 108.901 | 4500.00 | 6181400.00 |
| 4798 | 2019.07.09 07:35 | buy | 1519 | 1.00 | 108.728 | 0.000 | 0.000 | ||
| 4799 | 2019.07.09 07:35 | modify | 1519 | 1.00 | 108.728 | 107.528 | 108.928 | ||
| 4800 | 2019.07.09 08:45 | close | 1519 | 1.00 | 108.783 | 107.528 | 108.928 | 5500.00 | 6186900.00 |