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 |
| 4801 | 2019.07.11 04:35 | buy | 1520 | 1.00 | 108.106 | 0.000 | 0.000 | ||
| 4802 | 2019.07.11 04:35 | modify | 1520 | 1.00 | 108.106 | 106.906 | 108.306 | ||
| 4803 | 2019.07.11 10:15 | close | 1520 | 1.00 | 108.053 | 106.906 | 108.306 | -5300.00 | 6181600.00 |
| 4804 | 2019.07.19 04:30 | sell | 1521 | 1.00 | 107.583 | 0.000 | 0.000 | ||
| 4805 | 2019.07.19 04:30 | modify | 1521 | 1.00 | 107.583 | 108.783 | 107.383 | ||
| 4806 | 2019.07.19 06:05 | close | 1521 | 1.00 | 107.486 | 108.783 | 107.383 | 9700.00 | 6191300.00 |
| 4807 | 2019.08.01 22:00 | buy | 1522 | 1.00 | 107.339 | 0.000 | 0.000 | ||
| 4808 | 2019.08.01 22:00 | modify | 1522 | 1.00 | 107.339 | 106.139 | 107.539 | ||
| 4809 | 2019.08.01 22:25 | close | 1522 | 1.00 | 107.455 | 106.139 | 107.539 | 11600.00 | 6202900.00 |
| 4810 | 2019.08.06 06:40 | sell | 1523 | 1.00 | 106.290 | 0.000 | 0.000 | ||
| 4811 | 2019.08.06 06:40 | modify | 1523 | 1.00 | 106.290 | 107.490 | 106.090 | ||
| 4812 | 2019.08.06 07:05 | modify | 1523 | 1.00 | 106.290 | 107.490 | 106.190 | ||
| 4813 | 2019.08.06 08:20 | close | 1523 | 1.00 | 106.669 | 107.490 | 106.190 | -37900.00 | 6165000.00 |
| 4814 | 2019.08.14 03:10 | buy | 1524 | 1.00 | 106.512 | 0.000 | 0.000 | ||
| 4815 | 2019.08.14 03:10 | modify | 1524 | 1.00 | 106.512 | 105.312 | 106.712 | ||
| 4816 | 2019.08.14 07:10 | close | 1524 | 1.00 | 106.412 | 105.312 | 106.712 | -10000.00 | 6155000.00 |
| 4817 | 2019.08.26 04:20 | sell | 1525 | 1.00 | 105.307 | 0.000 | 0.000 | ||
| 4818 | 2019.08.26 04:20 | modify | 1525 | 1.00 | 105.307 | 106.507 | 105.107 | ||
| 4819 | 2019.08.26 05:50 | modify | 1525 | 1.00 | 105.307 | 106.507 | 105.207 | ||
| 4820 | 2019.08.26 07:10 | close | 1525 | 1.00 | 105.296 | 106.507 | 105.207 | 1100.00 | 6156100.00 |
| 4821 | 2019.08.27 02:50 | buy | 1526 | 1.00 | 106.030 | 0.000 | 0.000 | ||
| 4822 | 2019.08.27 02:50 | modify | 1526 | 1.00 | 106.030 | 104.830 | 106.230 | ||
| 4823 | 2019.08.27 10:00 | close | 1526 | 1.00 | 105.653 | 104.830 | 106.230 | -37700.00 | 6118400.00 |
| 4824 | 2019.08.29 23:00 | buy | 1527 | 1.00 | 106.502 | 0.000 | 0.000 | ||
| 4825 | 2019.08.29 23:00 | modify | 1527 | 1.00 | 106.502 | 105.302 | 106.702 | ||
| 4826 | 2019.08.30 01:20 | close | 1527 | 1.00 | 106.537 | 105.302 | 106.702 | 3500.00 | 6121900.00 |
| 4827 | 2019.09.05 09:15 | buy | 1528 | 1.00 | 106.475 | 0.000 | 0.000 | ||
| 4828 | 2019.09.05 09:15 | modify | 1528 | 1.00 | 106.475 | 105.275 | 106.675 | ||
| 4829 | 2019.09.05 12:05 | close | 1528 | 1.00 | 106.586 | 105.275 | 106.675 | 11100.00 | 6133000.00 |
| 4830 | 2019.09.06 20:20 | sell | 1529 | 1.00 | 106.914 | 0.000 | 0.000 | ||
| 4831 | 2019.09.06 20:20 | modify | 1529 | 1.00 | 106.914 | 108.114 | 106.714 | ||
| 4832 | 2019.09.06 23:00 | close | 1529 | 1.00 | 106.943 | 108.114 | 106.714 | -2900.00 | 6130100.00 |
| 4833 | 2019.09.10 09:10 | buy | 1530 | 1.00 | 107.348 | 0.000 | 0.000 | ||
| 4834 | 2019.09.10 09:10 | modify | 1530 | 1.00 | 107.348 | 106.148 | 107.548 | ||
| 4835 | 2019.09.10 13:25 | close | 1530 | 1.00 | 107.373 | 106.148 | 107.548 | 2500.00 | 6132600.00 |
| 4836 | 2019.09.12 04:00 | sell | 1531 | 1.00 | 108.047 | 0.000 | 0.000 | ||
| 4837 | 2019.09.12 04:00 | modify | 1531 | 1.00 | 108.047 | 109.247 | 107.847 | ||
| 4838 | 2019.09.12 08:50 | close | 1531 | 1.00 | 108.006 | 109.247 | 107.847 | 4100.00 | 6136700.00 |
| 4839 | 2019.09.25 05:35 | sell | 1532 | 1.00 | 107.302 | 0.000 | 0.000 | ||
| 4840 | 2019.09.25 05:35 | modify | 1532 | 1.00 | 107.302 | 108.502 | 107.102 | ||
| 4841 | 2019.09.25 10:20 | close | 1532 | 1.00 | 107.290 | 108.502 | 107.102 | 1200.00 | 6137900.00 |
| 4842 | 2019.09.26 02:35 | buy | 1533 | 1.00 | 107.694 | 0.000 | 0.000 | ||
| 4843 | 2019.09.26 02:35 | modify | 1533 | 1.00 | 107.694 | 106.494 | 107.894 | ||
| 4844 | 2019.09.26 04:00 | close | 1533 | 1.00 | 107.714 | 106.494 | 107.894 | 2000.00 | 6139900.00 |
| 4845 | 2019.10.02 06:05 | sell | 1534 | 1.00 | 107.821 | 0.000 | 0.000 | ||
| 4846 | 2019.10.02 06:05 | modify | 1534 | 1.00 | 107.821 | 109.021 | 107.621 | ||
| 4847 | 2019.10.02 08:50 | close | 1534 | 1.00 | 107.796 | 109.021 | 107.621 | 2500.00 | 6142400.00 |
| 4848 | 2019.10.03 09:55 | sell | 1535 | 1.00 | 107.226 | 0.000 | 0.000 | ||
| 4849 | 2019.10.03 09:55 | modify | 1535 | 1.00 | 107.226 | 108.426 | 107.026 | ||
| 4850 | 2019.10.03 11:50 | close | 1535 | 1.00 | 107.137 | 108.426 | 107.026 | 8900.00 | 6151300.00 |
| 4851 | 2019.10.08 21:15 | sell | 1536 | 1.00 | 107.270 | 0.000 | 0.000 | ||
| 4852 | 2019.10.08 21:15 | modify | 1536 | 1.00 | 107.270 | 108.470 | 107.070 | ||
| 4853 | 2019.10.08 21:57 | t/p | 1536 | 1.00 | 107.068 | 108.470 | 107.070 | 20200.00 | 6171500.00 |
| 4854 | 2019.10.16 03:40 | buy | 1537 | 1.00 | 108.625 | 0.000 | 0.000 | ||
| 4855 | 2019.10.16 03:40 | modify | 1537 | 1.00 | 108.625 | 107.425 | 108.825 | ||
| 4856 | 2019.10.16 04:00 | modify | 1537 | 1.00 | 108.625 | 108.326 | 108.825 | ||
| 4857 | 2019.10.16 09:25 | modify | 1537 | 1.00 | 108.625 | 108.328 | 108.825 | ||
| 4858 | 2019.10.16 09:30 | close | 1537 | 1.00 | 108.740 | 108.328 | 108.825 | 11500.00 | 6183000.00 |
| 4859 | 2019.11.06 03:00 | buy | 1538 | 1.00 | 109.066 | 0.000 | 0.000 | ||
| 4860 | 2019.11.06 03:00 | modify | 1538 | 1.00 | 109.066 | 107.866 | 109.266 | ||
| 4861 | 2019.11.06 06:20 | close | 1538 | 1.00 | 109.071 | 107.866 | 109.266 | 500.00 | 6183500.00 |
| 4862 | 2019.11.14 22:45 | sell | 1539 | 1.00 | 108.453 | 0.000 | 0.000 | ||
| 4863 | 2019.11.14 22:45 | modify | 1539 | 1.00 | 108.453 | 109.653 | 108.253 | ||
| 4864 | 2019.11.15 00:10 | close | 1539 | 1.00 | 108.416 | 109.653 | 108.253 | 3700.00 | 6187200.00 |
| 4865 | 2019.11.28 01:05 | buy | 1540 | 1.00 | 109.407 | 0.000 | 0.000 | ||
| 4866 | 2019.11.28 01:05 | modify | 1540 | 1.00 | 109.407 | 108.207 | 109.607 | ||
| 4867 | 2019.11.28 04:30 | close | 1540 | 1.00 | 109.450 | 108.207 | 109.607 | 4300.00 | 6191500.00 |
| 4868 | 2019.11.28 07:30 | buy | 1541 | 1.00 | 109.419 | 0.000 | 0.000 | ||
| 4869 | 2019.11.28 07:30 | modify | 1541 | 1.00 | 109.419 | 108.219 | 109.619 | ||
| 4870 | 2019.11.28 08:20 | close | 1541 | 1.00 | 109.457 | 108.219 | 109.619 | 3800.00 | 6195300.00 |
| 4871 | 2019.12.03 01:00 | sell | 1542 | 1.00 | 109.063 | 0.000 | 0.000 | ||
| 4872 | 2019.12.03 01:00 | modify | 1542 | 1.00 | 109.063 | 110.263 | 108.863 | ||
| 4873 | 2019.12.03 08:10 | close | 1542 | 1.00 | 109.177 | 110.263 | 108.863 | -11400.00 | 6183900.00 |
| 4874 | 2019.12.16 01:35 | sell | 1543 | 1.00 | 109.422 | 0.000 | 0.000 | ||
| 4875 | 2019.12.16 01:35 | modify | 1543 | 1.00 | 109.422 | 110.622 | 109.222 | ||
| 4876 | 2019.12.16 08:45 | close | 1543 | 1.00 | 109.387 | 110.622 | 109.222 | 3500.00 | 6187400.00 |
| 4877 | 2020.01.08 04:45 | sell | 1544 | 1.00 | 108.350 | 0.000 | 0.000 | ||
| 4878 | 2020.01.08 04:45 | modify | 1544 | 1.00 | 108.350 | 109.550 | 108.150 | ||
| 4879 | 2020.01.08 11:55 | close | 1544 | 1.00 | 108.449 | 109.550 | 108.150 | -9900.00 | 6177500.00 |
| 4880 | 2020.01.08 21:25 | sell | 1545 | 1.00 | 109.198 | 0.000 | 0.000 | ||
| 4881 | 2020.01.08 21:25 | modify | 1545 | 1.00 | 109.198 | 110.398 | 108.998 | ||
| 4882 | 2020.01.08 22:50 | close | 1545 | 1.00 | 109.011 | 110.398 | 108.998 | 18700.00 | 6196200.00 |
| 4883 | 2020.01.08 22:50 | buy | 1546 | 1.00 | 109.009 | 0.000 | 0.000 | ||
| 4884 | 2020.01.08 22:50 | modify | 1546 | 1.00 | 109.009 | 107.809 | 109.209 | ||
| 4885 | 2020.01.08 23:15 | close | 1546 | 1.00 | 109.171 | 107.809 | 109.209 | 16200.00 | 6212400.00 |
| 4886 | 2020.01.23 21:20 | sell | 1547 | 1.00 | 109.509 | 0.000 | 0.000 | ||
| 4887 | 2020.01.23 21:20 | modify | 1547 | 1.00 | 109.509 | 110.709 | 109.309 | ||
| 4888 | 2020.01.24 03:50 | close | 1547 | 1.00 | 109.455 | 110.709 | 109.309 | 5400.00 | 6217800.00 |
| 4889 | 2020.01.27 06:40 | sell | 1548 | 1.00 | 109.083 | 0.000 | 0.000 | ||
| 4890 | 2020.01.27 06:40 | modify | 1548 | 1.00 | 109.083 | 110.283 | 108.883 | ||
| 4891 | 2020.01.27 11:05 | close | 1548 | 1.00 | 108.975 | 110.283 | 108.883 | 10800.00 | 6228600.00 |
| 4892 | 2020.02.03 02:40 | sell | 1549 | 1.00 | 108.522 | 0.000 | 0.000 | ||
| 4893 | 2020.02.03 02:40 | modify | 1549 | 1.00 | 108.522 | 109.722 | 108.322 | ||
| 4894 | 2020.02.03 09:50 | close | 1549 | 1.00 | 108.670 | 109.722 | 108.322 | -14800.00 | 6213800.00 |
| 4895 | 2020.02.04 01:10 | buy | 1550 | 1.00 | 108.608 | 0.000 | 0.000 | ||
| 4896 | 2020.02.04 01:10 | modify | 1550 | 1.00 | 108.608 | 107.408 | 108.808 | ||
| 4897 | 2020.02.04 05:40 | close | 1550 | 1.00 | 108.755 | 107.408 | 108.808 | 14700.00 | 6228500.00 |
| 4898 | 2020.02.21 01:50 | buy | 1551 | 1.00 | 111.972 | 0.000 | 0.000 | ||
| 4899 | 2020.02.21 01:50 | modify | 1551 | 1.00 | 111.972 | 110.772 | 112.172 | ||
| 4900 | 2020.02.21 02:25 | close | 1551 | 1.00 | 112.098 | 110.772 | 112.172 | 12600.00 | 6241100.00 |
| 4901 | 2020.02.25 01:15 | sell | 1552 | 1.00 | 110.818 | 0.000 | 0.000 | ||
| 4902 | 2020.02.25 01:15 | modify | 1552 | 1.00 | 110.818 | 112.018 | 110.618 | ||
| 4903 | 2020.02.25 04:15 | close | 1552 | 1.00 | 110.890 | 112.018 | 110.618 | -7200.00 | 6233900.00 |
| 4904 | 2020.02.26 01:35 | sell | 1553 | 1.00 | 110.288 | 0.000 | 0.000 | ||
| 4905 | 2020.02.26 01:35 | modify | 1553 | 1.00 | 110.288 | 111.488 | 110.088 | ||
| 4906 | 2020.02.26 03:15 | close | 1553 | 1.00 | 110.160 | 111.488 | 110.088 | 12800.00 | 6246700.00 |
| 4907 | 2020.02.28 07:10 | buy | 1554 | 1.00 | 108.896 | 0.000 | 0.000 | ||
| 4908 | 2020.02.28 07:10 | modify | 1554 | 1.00 | 108.896 | 107.696 | 109.096 | ||
| 4909 | 2020.02.28 09:25 | close | 1554 | 1.00 | 109.036 | 107.696 | 109.096 | 14000.00 | 6260700.00 |
| 4910 | 2020.03.02 04:40 | sell | 1555 | 1.00 | 108.179 | 0.000 | 0.000 | ||
| 4911 | 2020.03.02 04:40 | modify | 1555 | 1.00 | 108.179 | 109.379 | 107.979 | ||
| 4912 | 2020.03.02 06:40 | modify | 1555 | 1.00 | 108.179 | 108.472 | 107.979 | ||
| 4913 | 2020.03.02 09:46 | s/l | 1555 | 1.00 | 108.474 | 108.472 | 107.979 | -29500.00 | 6231200.00 |
| 4914 | 2020.03.03 08:05 | buy | 1556 | 1.00 | 107.703 | 0.000 | 0.000 | ||
| 4915 | 2020.03.03 08:05 | modify | 1556 | 1.00 | 107.703 | 106.503 | 107.903 | ||
| 4916 | 2020.03.03 08:25 | close | 1556 | 1.00 | 107.834 | 106.503 | 107.903 | 13100.00 | 6244300.00 |
| 4917 | 2020.03.04 02:35 | sell | 1557 | 1.00 | 107.397 | 0.000 | 0.000 | ||
| 4918 | 2020.03.04 02:35 | modify | 1557 | 1.00 | 107.397 | 108.597 | 107.197 | ||
| 4919 | 2020.03.04 02:40 | modify | 1557 | 1.00 | 107.397 | 107.695 | 107.197 | ||
| 4920 | 2020.03.04 02:45 | close | 1557 | 1.00 | 107.284 | 107.695 | 107.197 | 11300.00 | 6255600.00 |
| 4921 | 2020.03.05 07:45 | sell | 1558 | 1.00 | 107.424 | 0.000 | 0.000 | ||
| 4922 | 2020.03.05 07:45 | modify | 1558 | 1.00 | 107.424 | 108.624 | 107.224 | ||
| 4923 | 2020.03.05 08:25 | modify | 1558 | 1.00 | 107.424 | 107.722 | 107.224 | ||
| 4924 | 2020.03.05 08:35 | close | 1558 | 1.00 | 107.318 | 107.722 | 107.224 | 10600.00 | 6266200.00 |
| 4925 | 2020.03.10 04:40 | sell | 1559 | 1.00 | 103.537 | 0.000 | 0.000 | ||
| 4926 | 2020.03.10 04:40 | modify | 1559 | 1.00 | 103.537 | 104.737 | 103.337 | ||
| 4927 | 2020.03.10 04:45 | close | 1559 | 1.00 | 103.464 | 104.737 | 103.337 | 7300.00 | 6273500.00 |
| 4928 | 2020.03.11 08:35 | buy | 1560 | 1.00 | 104.236 | 0.000 | 0.000 | ||
| 4929 | 2020.03.11 08:35 | modify | 1560 | 1.00 | 104.236 | 103.036 | 104.436 | ||
| 4930 | 2020.03.11 09:24 | t/p | 1560 | 1.00 | 104.435 | 103.036 | 104.436 | 19900.00 | 6293400.00 |
| 4931 | 2020.03.12 07:40 | sell | 1561 | 1.00 | 104.008 | 0.000 | 0.000 | ||
| 4932 | 2020.03.12 07:40 | modify | 1561 | 1.00 | 104.008 | 105.208 | 103.808 | ||
| 4933 | 2020.03.12 08:25 | close | 1561 | 1.00 | 103.862 | 105.208 | 103.808 | 14600.00 | 6308000.00 |
| 4934 | 2020.03.12 23:15 | buy | 1562 | 1.00 | 104.750 | 0.000 | 0.000 | ||
| 4935 | 2020.03.12 23:15 | modify | 1562 | 1.00 | 104.750 | 103.550 | 104.950 | ||
| 4936 | 2020.03.12 23:30 | close | 1562 | 1.00 | 104.880 | 103.550 | 104.950 | 13000.00 | 6321000.00 |
| 4937 | 2020.03.20 04:45 | buy | 1563 | 1.00 | 110.595 | 0.000 | 0.000 | ||
| 4938 | 2020.03.20 04:45 | modify | 1563 | 1.00 | 110.595 | 109.395 | 110.795 | ||
| 4939 | 2020.03.20 05:30 | modify | 1563 | 1.00 | 110.595 | 109.395 | 110.695 | ||
| 4940 | 2020.03.20 09:50 | close | 1563 | 1.00 | 109.680 | 109.395 | 110.695 | -91500.00 | 6229500.00 |
| 4941 | 2020.03.20 20:00 | sell | 1564 | 1.00 | 111.461 | 0.000 | 0.000 | ||
| 4942 | 2020.03.20 20:00 | modify | 1564 | 1.00 | 111.461 | 112.661 | 111.261 | ||
| 4943 | 2020.03.20 20:05 | close | 1564 | 1.00 | 111.446 | 112.661 | 111.261 | 1500.00 | 6231000.00 |
| 4944 | 2020.03.31 09:05 | buy | 1565 | 1.00 | 108.112 | 0.000 | 0.000 | ||
| 4945 | 2020.03.31 09:05 | modify | 1565 | 1.00 | 108.112 | 106.912 | 108.312 | ||
| 4946 | 2020.03.31 09:20 | close | 1565 | 1.00 | 108.225 | 106.912 | 108.312 | 11300.00 | 6242300.00 |
| 4947 | 2020.04.13 23:05 | sell | 1566 | 1.00 | 107.677 | 0.000 | 0.000 | ||
| 4948 | 2020.04.13 23:05 | modify | 1566 | 1.00 | 107.677 | 108.877 | 107.477 | ||
| 4949 | 2020.04.14 02:40 | close | 1566 | 1.00 | 107.645 | 108.877 | 107.477 | 3200.00 | 6245500.00 |
| 4950 | 2020.04.16 04:45 | sell | 1567 | 1.00 | 107.827 | 0.000 | 0.000 | ||