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 |
| 4951 | 2020.04.16 04:45 | modify | 1567 | 1.00 | 107.827 | 109.027 | 107.627 | ||
| 4952 | 2020.04.16 09:25 | close | 1567 | 1.00 | 107.752 | 109.027 | 107.627 | 7500.00 | 6253000.00 |
| 4953 | 2020.04.29 04:15 | buy | 1568 | 1.00 | 106.592 | 0.000 | 0.000 | ||
| 4954 | 2020.04.29 04:15 | modify | 1568 | 1.00 | 106.592 | 105.392 | 106.792 | ||
| 4955 | 2020.04.29 11:25 | close | 1568 | 1.00 | 106.472 | 105.392 | 106.792 | -12000.00 | 6241000.00 |
| 4956 | 2020.05.11 22:55 | buy | 1569 | 1.00 | 107.634 | 0.000 | 0.000 | ||
| 4957 | 2020.05.11 22:55 | modify | 1569 | 1.00 | 107.634 | 106.434 | 107.834 | ||
| 4958 | 2020.05.12 01:05 | close | 1569 | 1.00 | 107.676 | 106.434 | 107.834 | 4200.00 | 6245200.00 |
| 4959 | 2020.05.12 02:55 | buy | 1570 | 1.00 | 107.563 | 0.000 | 0.000 | ||
| 4960 | 2020.05.12 02:55 | modify | 1570 | 1.00 | 107.563 | 106.363 | 107.763 | ||
| 4961 | 2020.05.12 03:30 | close | 1570 | 1.00 | 107.670 | 106.363 | 107.763 | 10700.00 | 6255900.00 |
| 4962 | 2020.05.19 20:25 | buy | 1571 | 1.00 | 107.767 | 0.000 | 0.000 | ||
| 4963 | 2020.05.19 20:25 | modify | 1571 | 1.00 | 107.767 | 106.567 | 107.967 | ||
| 4964 | 2020.05.20 01:45 | close | 1571 | 1.00 | 107.813 | 106.567 | 107.967 | 4600.00 | 6260500.00 |
| 4965 | 2020.06.01 00:05 | buy | 1572 | 1.00 | 107.713 | 0.000 | 0.000 | ||
| 4966 | 2020.06.01 00:05 | modify | 1572 | 1.00 | 107.713 | 106.513 | 107.913 | ||
| 4967 | 2020.06.01 01:30 | close | 1572 | 1.00 | 107.796 | 106.513 | 107.913 | 8300.00 | 6268800.00 |
| 4968 | 2020.06.02 21:00 | sell | 1573 | 1.00 | 108.764 | 0.000 | 0.000 | ||
| 4969 | 2020.06.02 21:00 | modify | 1573 | 1.00 | 108.764 | 109.964 | 108.564 | ||
| 4970 | 2020.06.02 21:05 | close | 1573 | 1.00 | 108.766 | 109.964 | 108.564 | -200.00 | 6268600.00 |
| 4971 | 2020.06.03 04:15 | buy | 1574 | 1.00 | 108.538 | 0.000 | 0.000 | ||
| 4972 | 2020.06.03 04:15 | modify | 1574 | 1.00 | 108.538 | 107.338 | 108.738 | ||
| 4973 | 2020.06.03 06:10 | close | 1574 | 1.00 | 108.560 | 107.338 | 108.738 | 2200.00 | 6270800.00 |
| 4974 | 2020.06.04 03:20 | buy | 1575 | 1.00 | 108.837 | 0.000 | 0.000 | ||
| 4975 | 2020.06.04 03:20 | modify | 1575 | 1.00 | 108.837 | 107.637 | 109.037 | ||
| 4976 | 2020.06.04 04:35 | close | 1575 | 1.00 | 108.953 | 107.637 | 109.037 | 11600.00 | 6282400.00 |
| 4977 | 2020.06.11 08:15 | sell | 1576 | 1.00 | 107.148 | 0.000 | 0.000 | ||
| 4978 | 2020.06.11 08:15 | modify | 1576 | 1.00 | 107.148 | 108.348 | 106.948 | ||
| 4979 | 2020.06.11 09:55 | modify | 1576 | 1.00 | 107.148 | 107.446 | 106.948 | ||
| 4980 | 2020.06.11 10:00 | close | 1576 | 1.00 | 107.024 | 107.446 | 106.948 | 12400.00 | 6294800.00 |
| 4981 | 2020.06.11 20:50 | sell | 1577 | 1.00 | 106.861 | 0.000 | 0.000 | ||
| 4982 | 2020.06.11 20:50 | modify | 1577 | 1.00 | 106.861 | 108.061 | 106.661 | ||
| 4983 | 2020.06.11 21:00 | close | 1577 | 1.00 | 106.846 | 108.061 | 106.661 | 1500.00 | 6296300.00 |
| 4984 | 2020.06.12 08:55 | sell | 1578 | 1.00 | 107.292 | 0.000 | 0.000 | ||
| 4985 | 2020.06.12 08:55 | modify | 1578 | 1.00 | 107.292 | 108.492 | 107.092 | ||
| 4986 | 2020.06.12 09:15 | close | 1578 | 1.00 | 107.181 | 108.492 | 107.092 | 11100.00 | 6307400.00 |
| 4987 | 2020.06.18 20:10 | sell | 1579 | 1.00 | 106.902 | 0.000 | 0.000 | ||
| 4988 | 2020.06.18 20:10 | modify | 1579 | 1.00 | 106.902 | 108.102 | 106.702 | ||
| 4989 | 2020.06.18 21:00 | close | 1579 | 1.00 | 106.886 | 108.102 | 106.702 | 1600.00 | 6309000.00 |
| 4990 | 2020.06.29 22:55 | buy | 1580 | 1.00 | 107.607 | 0.000 | 0.000 | ||
| 4991 | 2020.06.29 22:55 | modify | 1580 | 1.00 | 107.607 | 106.407 | 107.807 | ||
| 4992 | 2020.06.30 01:35 | close | 1580 | 1.00 | 107.604 | 106.407 | 107.807 | -300.00 | 6308700.00 |
| 4993 | 2020.07.01 04:30 | buy | 1581 | 1.00 | 107.860 | 0.000 | 0.000 | ||
| 4994 | 2020.07.01 04:30 | modify | 1581 | 1.00 | 107.860 | 106.660 | 108.060 | ||
| 4995 | 2020.07.01 09:20 | close | 1581 | 1.00 | 107.666 | 106.660 | 108.060 | -19400.00 | 6289300.00 |
| 4996 | 2020.07.14 04:35 | buy | 1582 | 1.00 | 107.194 | 0.000 | 0.000 | ||
| 4997 | 2020.07.14 04:35 | modify | 1582 | 1.00 | 107.194 | 105.994 | 107.394 | ||
| 4998 | 2020.07.14 07:55 | close | 1582 | 1.00 | 107.212 | 105.994 | 107.394 | 1800.00 | 6291100.00 |
| 4999 | 2020.07.17 07:10 | buy | 1583 | 1.00 | 107.214 | 0.000 | 0.000 | ||
| 5000 | 2020.07.17 07:10 | modify | 1583 | 1.00 | 107.214 | 106.014 | 107.414 | ||
| 5001 | 2020.07.17 14:20 | close | 1583 | 1.00 | 107.161 | 106.014 | 107.414 | -5300.00 | 6285800.00 |
| 5002 | 2020.07.22 07:20 | sell | 1584 | 1.00 | 106.859 | 0.000 | 0.000 | ||
| 5003 | 2020.07.22 07:20 | modify | 1584 | 1.00 | 106.859 | 108.059 | 106.659 | ||
| 5004 | 2020.07.22 08:35 | close | 1584 | 1.00 | 106.803 | 108.059 | 106.659 | 5600.00 | 6291400.00 |
| 5005 | 2020.07.23 04:10 | buy | 1585 | 1.00 | 107.127 | 0.000 | 0.000 | ||
| 5006 | 2020.07.23 04:10 | modify | 1585 | 1.00 | 107.127 | 105.927 | 107.327 | ||
| 5007 | 2020.07.23 07:40 | close | 1585 | 1.00 | 107.156 | 105.927 | 107.327 | 2900.00 | 6294300.00 |
| 5008 | 2020.07.27 22:15 | sell | 1586 | 1.00 | 105.428 | 0.000 | 0.000 | ||
| 5009 | 2020.07.27 22:15 | modify | 1586 | 1.00 | 105.428 | 106.628 | 105.228 | ||
| 5010 | 2020.07.28 00:50 | close | 1586 | 1.00 | 105.361 | 106.628 | 105.228 | 6700.00 | 6301000.00 |
| 5011 | 2020.07.28 21:20 | sell | 1587 | 1.00 | 105.182 | 0.000 | 0.000 | ||
| 5012 | 2020.07.28 21:20 | modify | 1587 | 1.00 | 105.182 | 106.382 | 104.982 | ||
| 5013 | 2020.07.28 22:35 | modify | 1587 | 1.00 | 105.182 | 105.481 | 104.982 | ||
| 5014 | 2020.07.28 22:40 | close | 1587 | 1.00 | 105.068 | 105.481 | 104.982 | 11400.00 | 6312400.00 |
| 5015 | 2020.08.03 21:40 | buy | 1588 | 1.00 | 105.999 | 0.000 | 0.000 | ||
| 5016 | 2020.08.03 21:40 | modify | 1588 | 1.00 | 105.999 | 104.799 | 106.199 | ||
| 5017 | 2020.08.04 02:00 | close | 1588 | 1.00 | 106.035 | 104.799 | 106.199 | 3600.00 | 6316000.00 |
| 5018 | 2020.08.05 09:05 | sell | 1589 | 1.00 | 105.683 | 0.000 | 0.000 | ||
| 5019 | 2020.08.05 09:05 | modify | 1589 | 1.00 | 105.683 | 106.883 | 105.483 | ||
| 5020 | 2020.08.05 14:55 | close | 1589 | 1.00 | 105.705 | 106.883 | 105.483 | -2200.00 | 6313800.00 |
| 5021 | 2020.08.11 22:05 | sell | 1590 | 1.00 | 106.667 | 0.000 | 0.000 | ||
| 5022 | 2020.08.11 22:05 | modify | 1590 | 1.00 | 106.667 | 107.867 | 106.467 | ||
| 5023 | 2020.08.11 22:20 | close | 1590 | 1.00 | 106.551 | 107.867 | 106.467 | 11600.00 | 6325400.00 |
| 5024 | 2020.08.11 23:15 | buy | 1591 | 1.00 | 106.444 | 0.000 | 0.000 | ||
| 5025 | 2020.08.11 23:15 | modify | 1591 | 1.00 | 106.444 | 105.244 | 106.644 | ||
| 5026 | 2020.08.12 02:20 | close | 1591 | 1.00 | 106.523 | 105.244 | 106.644 | 7900.00 | 6333300.00 |
| 5027 | 2020.08.18 05:20 | buy | 1592 | 1.00 | 105.675 | 0.000 | 0.000 | ||
| 5028 | 2020.08.18 05:20 | modify | 1592 | 1.00 | 105.675 | 104.475 | 105.875 | ||
| 5029 | 2020.08.18 11:10 | close | 1592 | 1.00 | 105.559 | 104.475 | 105.875 | -11600.00 | 6321700.00 |
| 5030 | 2020.08.25 21:45 | buy | 1593 | 1.00 | 106.330 | 0.000 | 0.000 | ||
| 5031 | 2020.08.25 21:45 | modify | 1593 | 1.00 | 106.330 | 105.130 | 106.530 | ||
| 5032 | 2020.08.25 23:00 | close | 1593 | 1.00 | 106.406 | 105.130 | 106.530 | 7600.00 | 6329300.00 |
| 5033 | 2020.08.27 04:10 | sell | 1594 | 1.00 | 106.009 | 0.000 | 0.000 | ||
| 5034 | 2020.08.27 04:10 | modify | 1594 | 1.00 | 106.009 | 107.209 | 105.809 | ||
| 5035 | 2020.08.27 07:40 | close | 1594 | 1.00 | 105.942 | 107.209 | 105.809 | 6700.00 | 6336000.00 |
| 5036 | 2020.08.28 08:00 | buy | 1595 | 1.00 | 106.702 | 0.000 | 0.000 | ||
| 5037 | 2020.08.28 08:00 | modify | 1595 | 1.00 | 106.702 | 105.502 | 106.902 | ||
| 5038 | 2020.08.28 08:10 | close | 1595 | 1.00 | 106.262 | 105.502 | 106.902 | -44000.00 | 6292000.00 |
| 5039 | 2020.09.02 23:00 | buy | 1596 | 1.00 | 106.182 | 0.000 | 0.000 | ||
| 5040 | 2020.09.02 23:00 | modify | 1596 | 1.00 | 106.182 | 104.982 | 106.382 | ||
| 5041 | 2020.09.03 01:50 | close | 1596 | 1.00 | 106.217 | 104.982 | 106.382 | 3500.00 | 6295500.00 |
| 5042 | 2020.09.16 08:55 | sell | 1597 | 1.00 | 105.384 | 0.000 | 0.000 | ||
| 5043 | 2020.09.16 08:55 | modify | 1597 | 1.00 | 105.384 | 106.584 | 105.184 | ||
| 5044 | 2020.09.16 10:35 | close | 1597 | 1.00 | 105.319 | 106.584 | 105.184 | 6500.00 | 6302000.00 |
| 5045 | 2020.09.21 20:15 | sell | 1598 | 1.00 | 104.796 | 0.000 | 0.000 | ||
| 5046 | 2020.09.21 20:15 | modify | 1598 | 1.00 | 104.796 | 105.996 | 104.596 | ||
| 5047 | 2020.09.21 22:10 | close | 1598 | 1.00 | 104.728 | 105.996 | 104.596 | 6800.00 | 6308800.00 |
| 5048 | 2020.09.22 04:10 | buy | 1599 | 1.00 | 104.587 | 0.000 | 0.000 | ||
| 5049 | 2020.09.22 04:10 | modify | 1599 | 1.00 | 104.587 | 103.387 | 104.787 | ||
| 5050 | 2020.09.22 09:30 | close | 1599 | 1.00 | 104.634 | 103.387 | 104.787 | 4700.00 | 6313500.00 |
| 5051 | 2020.10.13 03:35 | sell | 1600 | 1.00 | 105.394 | 0.000 | 0.000 | ||
| 5052 | 2020.10.13 03:35 | modify | 1600 | 1.00 | 105.394 | 106.594 | 105.194 | ||
| 5053 | 2020.10.13 08:25 | close | 1600 | 1.00 | 105.385 | 106.594 | 105.194 | 900.00 | 6314400.00 |
| 5054 | 2020.10.22 02:15 | sell | 1601 | 1.00 | 104.623 | 0.000 | 0.000 | ||
| 5055 | 2020.10.22 02:15 | modify | 1601 | 1.00 | 104.623 | 105.823 | 104.423 | ||
| 5056 | 2020.10.22 08:35 | close | 1601 | 1.00 | 104.668 | 105.823 | 104.423 | -4500.00 | 6309900.00 |
| 5057 | 2020.10.28 07:20 | buy | 1602 | 1.00 | 104.265 | 0.000 | 0.000 | ||
| 5058 | 2020.10.28 07:20 | modify | 1602 | 1.00 | 104.265 | 103.065 | 104.465 | ||
| 5059 | 2020.10.28 11:20 | close | 1602 | 1.00 | 104.249 | 103.065 | 104.465 | -1600.00 | 6308300.00 |
| 5060 | 2020.11.05 08:45 | sell | 1603 | 1.00 | 104.415 | 0.000 | 0.000 | ||
| 5061 | 2020.11.05 08:45 | modify | 1603 | 1.00 | 104.415 | 105.615 | 104.215 | ||
| 5062 | 2020.11.05 09:25 | close | 1603 | 1.00 | 104.297 | 105.615 | 104.215 | 11800.00 | 6320100.00 |
| 5063 | 2020.11.06 01:20 | sell | 1604 | 1.00 | 103.694 | 0.000 | 0.000 | ||
| 5064 | 2020.11.06 01:20 | modify | 1604 | 1.00 | 103.694 | 104.894 | 103.494 | ||
| 5065 | 2020.11.06 01:50 | close | 1604 | 1.00 | 103.590 | 104.894 | 103.494 | 10400.00 | 6330500.00 |
| 5066 | 2020.11.10 01:00 | buy | 1605 | 1.00 | 105.266 | 0.000 | 0.000 | ||
| 5067 | 2020.11.10 01:00 | modify | 1605 | 1.00 | 105.266 | 104.066 | 105.466 | ||
| 5068 | 2020.11.10 04:10 | modify | 1605 | 1.00 | 105.266 | 104.066 | 105.366 | ||
| 5069 | 2020.11.10 06:00 | close | 1605 | 1.00 | 104.964 | 104.066 | 105.366 | -30200.00 | 6300300.00 |
| 5070 | 2020.11.10 23:50 | buy | 1606 | 1.00 | 105.249 | 0.000 | 0.000 | ||
| 5071 | 2020.11.10 23:50 | modify | 1606 | 1.00 | 105.249 | 104.049 | 105.449 | ||
| 5072 | 2020.11.11 07:00 | close | 1606 | 1.00 | 105.157 | 104.049 | 105.449 | -9200.00 | 6291100.00 |
| 5073 | 2020.11.11 07:20 | sell | 1607 | 1.00 | 105.193 | 0.000 | 0.000 | ||
| 5074 | 2020.11.11 07:20 | modify | 1607 | 1.00 | 105.193 | 106.393 | 104.993 | ||
| 5075 | 2020.11.11 14:30 | close | 1607 | 1.00 | 105.517 | 106.393 | 104.993 | -32400.00 | 6258700.00 |
| 5076 | 2020.11.11 21:45 | buy | 1608 | 1.00 | 105.467 | 0.000 | 0.000 | ||
| 5077 | 2020.11.11 21:45 | modify | 1608 | 1.00 | 105.467 | 104.267 | 105.667 | ||
| 5078 | 2020.11.12 02:15 | close | 1608 | 1.00 | 105.462 | 104.267 | 105.667 | -500.00 | 6258200.00 |
| 5079 | 2020.11.13 08:35 | sell | 1609 | 1.00 | 105.023 | 0.000 | 0.000 | ||
| 5080 | 2020.11.13 08:35 | modify | 1609 | 1.00 | 105.023 | 106.223 | 104.823 | ||
| 5081 | 2020.11.13 11:50 | close | 1609 | 1.00 | 105.052 | 106.223 | 104.823 | -2900.00 | 6255300.00 |
| 5082 | 2020.11.13 19:10 | buy | 1610 | 1.00 | 104.588 | 0.000 | 0.000 | ||
| 5083 | 2020.11.13 19:10 | modify | 1610 | 1.00 | 104.588 | 103.388 | 104.788 | ||
| 5084 | 2020.11.13 20:55 | close | 1610 | 1.00 | 104.649 | 103.388 | 104.788 | 6100.00 | 6261400.00 |
| 5085 | 2020.11.18 22:55 | sell | 1611 | 1.00 | 103.882 | 0.000 | 0.000 | ||
| 5086 | 2020.11.18 22:55 | modify | 1611 | 1.00 | 103.882 | 105.082 | 103.682 | ||
| 5087 | 2020.11.18 23:45 | close | 1611 | 1.00 | 103.817 | 105.082 | 103.682 | 6500.00 | 6267900.00 |
| 5088 | 2020.11.19 06:15 | buy | 1612 | 1.00 | 103.742 | 0.000 | 0.000 | ||
| 5089 | 2020.11.19 06:15 | modify | 1612 | 1.00 | 103.742 | 102.542 | 103.942 | ||
| 5090 | 2020.11.19 07:05 | close | 1612 | 1.00 | 103.784 | 102.542 | 103.942 | 4200.00 | 6272100.00 |
| 5091 | 2020.12.04 07:15 | sell | 1613 | 1.00 | 103.956 | 0.000 | 0.000 | ||
| 5092 | 2020.12.04 07:15 | modify | 1613 | 1.00 | 103.956 | 105.156 | 103.756 | ||
| 5093 | 2020.12.04 08:30 | close | 1613 | 1.00 | 103.867 | 105.156 | 103.756 | 8900.00 | 6281000.00 |
| 5094 | 2020.12.16 08:20 | sell | 1614 | 1.00 | 103.597 | 0.000 | 0.000 | ||
| 5095 | 2020.12.16 08:20 | modify | 1614 | 1.00 | 103.597 | 104.797 | 103.397 | ||
| 5096 | 2020.12.16 09:05 | close | 1614 | 1.00 | 103.487 | 104.797 | 103.397 | 11000.00 | 6292000.00 |
| 5097 | 2020.12.18 04:55 | sell | 1615 | 1.00 | 103.362 | 0.000 | 0.000 | ||
| 5098 | 2020.12.18 04:55 | modify | 1615 | 1.00 | 103.362 | 104.562 | 103.162 | ||
| 5099 | 2020.12.18 08:15 | close | 1615 | 1.00 | 103.377 | 104.562 | 103.162 | -1500.00 | 6290500.00 |
| 5100 | 2020.12.18 08:45 | buy | 1616 | 1.00 | 103.337 | 0.000 | 0.000 | ||