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 |
| 5251 | 2021.09.23 09:05 | close | 1665 | 1.00 | 109.851 | 108.606 | 110.006 | 4500.00 | 6280500.00 |
| 5252 | 2021.09.28 05:50 | sell | 1666 | 1.00 | 111.175 | 0.000 | 0.000 | ||
| 5253 | 2021.09.28 05:50 | modify | 1666 | 1.00 | 111.175 | 112.375 | 110.975 | ||
| 5254 | 2021.09.28 08:00 | close | 1666 | 1.00 | 111.165 | 112.375 | 110.975 | 1000.00 | 6281500.00 |
| 5255 | 2021.09.28 22:05 | sell | 1667 | 1.00 | 111.609 | 0.000 | 0.000 | ||
| 5256 | 2021.09.28 22:05 | modify | 1667 | 1.00 | 111.609 | 112.809 | 111.409 | ||
| 5257 | 2021.09.28 23:00 | close | 1667 | 1.00 | 111.467 | 112.809 | 111.409 | 14200.00 | 6295700.00 |
| 5258 | 2021.10.01 02:15 | sell | 1668 | 1.00 | 111.406 | 0.000 | 0.000 | ||
| 5259 | 2021.10.01 02:15 | modify | 1668 | 1.00 | 111.406 | 112.606 | 111.206 | ||
| 5260 | 2021.10.01 04:10 | close | 1668 | 1.00 | 111.310 | 112.606 | 111.206 | 9600.00 | 6305300.00 |
| 5261 | 2021.10.01 22:10 | sell | 1669 | 1.00 | 111.094 | 0.000 | 0.000 | ||
| 5262 | 2021.10.01 22:10 | modify | 1669 | 1.00 | 111.094 | 112.294 | 110.894 | ||
| 5263 | 2021.10.01 23:00 | close | 1669 | 1.00 | 111.028 | 112.294 | 110.894 | 6600.00 | 6311900.00 |
| 5264 | 2021.10.06 20:35 | sell | 1670 | 1.00 | 111.444 | 0.000 | 0.000 | ||
| 5265 | 2021.10.06 20:35 | modify | 1670 | 1.00 | 111.444 | 112.644 | 111.244 | ||
| 5266 | 2021.10.06 22:55 | close | 1670 | 1.00 | 111.395 | 112.644 | 111.244 | 4900.00 | 6316800.00 |
| 5267 | 2021.10.12 06:05 | buy | 1671 | 1.00 | 113.236 | 0.000 | 0.000 | ||
| 5268 | 2021.10.12 06:05 | modify | 1671 | 1.00 | 113.236 | 112.036 | 113.436 | ||
| 5269 | 2021.10.12 08:00 | modify | 1671 | 1.00 | 113.236 | 112.938 | 113.436 | ||
| 5270 | 2021.10.12 11:00 | close | 1671 | 1.00 | 113.301 | 112.938 | 113.436 | 6500.00 | 6323300.00 |
| 5271 | 2021.10.13 02:25 | buy | 1672 | 1.00 | 113.537 | 0.000 | 0.000 | ||
| 5272 | 2021.10.13 02:25 | modify | 1672 | 1.00 | 113.537 | 112.337 | 113.737 | ||
| 5273 | 2021.10.13 06:30 | close | 1672 | 1.00 | 113.490 | 112.337 | 113.737 | -4700.00 | 6318600.00 |
| 5274 | 2021.10.21 23:00 | sell | 1673 | 1.00 | 114.021 | 0.000 | 0.000 | ||
| 5275 | 2021.10.21 23:00 | modify | 1673 | 1.00 | 114.021 | 115.221 | 113.821 | ||
| 5276 | 2021.10.22 02:45 | close | 1673 | 1.00 | 113.934 | 115.221 | 113.821 | 8700.00 | 6327300.00 |
| 5277 | 2021.10.25 02:45 | sell | 1674 | 1.00 | 113.648 | 0.000 | 0.000 | ||
| 5278 | 2021.10.25 02:45 | modify | 1674 | 1.00 | 113.648 | 114.848 | 113.448 | ||
| 5279 | 2021.10.25 07:05 | close | 1674 | 1.00 | 113.611 | 114.848 | 113.448 | 3700.00 | 6331000.00 |
| 5280 | 2021.10.28 09:55 | sell | 1675 | 1.00 | 113.686 | 0.000 | 0.000 | ||
| 5281 | 2021.10.28 09:55 | modify | 1675 | 1.00 | 113.686 | 114.886 | 113.486 | ||
| 5282 | 2021.10.28 11:10 | close | 1675 | 1.00 | 113.555 | 114.886 | 113.486 | 13100.00 | 6344100.00 |
| 5283 | 2021.11.02 02:45 | sell | 1676 | 1.00 | 114.126 | 0.000 | 0.000 | ||
| 5284 | 2021.11.02 02:45 | modify | 1676 | 1.00 | 114.126 | 115.326 | 113.926 | ||
| 5285 | 2021.11.02 03:15 | close | 1676 | 1.00 | 114.028 | 115.326 | 113.926 | 9800.00 | 6353900.00 |
| 5286 | 2021.11.03 04:00 | buy | 1677 | 1.00 | 113.876 | 0.000 | 0.000 | ||
| 5287 | 2021.11.03 04:00 | modify | 1677 | 1.00 | 113.876 | 112.676 | 114.076 | ||
| 5288 | 2021.11.03 08:00 | close | 1677 | 1.00 | 113.847 | 112.676 | 114.076 | -2900.00 | 6351000.00 |
| 5289 | 2021.11.08 01:25 | sell | 1678 | 1.00 | 113.503 | 0.000 | 0.000 | ||
| 5290 | 2021.11.08 01:25 | modify | 1678 | 1.00 | 113.503 | 114.703 | 113.303 | ||
| 5291 | 2021.11.08 06:25 | close | 1678 | 1.00 | 113.599 | 114.703 | 113.303 | -9600.00 | 6341400.00 |
| 5292 | 2021.11.08 22:10 | sell | 1679 | 1.00 | 113.276 | 0.000 | 0.000 | ||
| 5293 | 2021.11.08 22:10 | modify | 1679 | 1.00 | 113.276 | 114.476 | 113.076 | ||
| 5294 | 2021.11.08 23:05 | close | 1679 | 1.00 | 113.208 | 114.476 | 113.076 | 6800.00 | 6348200.00 |
| 5295 | 2021.11.09 07:05 | buy | 1680 | 1.00 | 112.765 | 0.000 | 0.000 | ||
| 5296 | 2021.11.09 07:05 | modify | 1680 | 1.00 | 112.765 | 111.565 | 112.965 | ||
| 5297 | 2021.11.09 08:50 | close | 1680 | 1.00 | 112.848 | 111.565 | 112.965 | 8300.00 | 6356500.00 |
| 5298 | 2021.11.11 04:55 | sell | 1681 | 1.00 | 114.117 | 0.000 | 0.000 | ||
| 5299 | 2021.11.11 04:55 | modify | 1681 | 1.00 | 114.117 | 115.317 | 113.917 | ||
| 5300 | 2021.11.11 05:35 | close | 1681 | 1.00 | 114.035 | 115.317 | 113.917 | 8200.00 | 6364700.00 |
| 5301 | 2021.11.11 06:20 | buy | 1682 | 1.00 | 113.949 | 0.000 | 0.000 | ||
| 5302 | 2021.11.11 06:20 | modify | 1682 | 1.00 | 113.949 | 112.749 | 114.149 | ||
| 5303 | 2021.11.11 09:30 | close | 1682 | 1.00 | 114.033 | 112.749 | 114.149 | 8400.00 | 6373100.00 |
| 5304 | 2021.11.17 03:30 | buy | 1683 | 1.00 | 114.724 | 0.000 | 0.000 | ||
| 5305 | 2021.11.17 03:30 | modify | 1683 | 1.00 | 114.724 | 113.524 | 114.924 | ||
| 5306 | 2021.11.17 04:15 | close | 1683 | 1.00 | 114.841 | 113.524 | 114.924 | 11700.00 | 6384800.00 |
| 5307 | 2021.11.18 01:15 | sell | 1684 | 1.00 | 114.228 | 0.000 | 0.000 | ||
| 5308 | 2021.11.18 01:15 | modify | 1684 | 1.00 | 114.228 | 115.428 | 114.028 | ||
| 5309 | 2021.11.18 02:45 | modify | 1684 | 1.00 | 114.228 | 114.514 | 114.028 | ||
| 5310 | 2021.11.18 03:25 | close | 1684 | 1.00 | 114.097 | 114.514 | 114.028 | 13100.00 | 6397900.00 |
| 5311 | 2021.11.18 07:10 | sell | 1685 | 1.00 | 114.259 | 0.000 | 0.000 | ||
| 5312 | 2021.11.18 07:10 | modify | 1685 | 1.00 | 114.259 | 115.459 | 114.059 | ||
| 5313 | 2021.11.18 09:05 | close | 1685 | 1.00 | 114.139 | 115.459 | 114.059 | 12000.00 | 6409900.00 |
| 5314 | 2021.11.25 02:55 | buy | 1686 | 1.00 | 115.339 | 0.000 | 0.000 | ||
| 5315 | 2021.11.25 02:55 | modify | 1686 | 1.00 | 115.339 | 114.139 | 115.539 | ||
| 5316 | 2021.11.25 10:05 | close | 1686 | 1.00 | 115.370 | 114.139 | 115.539 | 3100.00 | 6413000.00 |
| 5317 | 2021.11.29 01:20 | sell | 1687 | 1.00 | 113.779 | 0.000 | 0.000 | ||
| 5318 | 2021.11.29 01:20 | modify | 1687 | 1.00 | 113.779 | 114.979 | 113.579 | ||
| 5319 | 2021.11.29 03:20 | close | 1687 | 1.00 | 113.624 | 114.979 | 113.579 | 15500.00 | 6428500.00 |
| 5320 | 2021.12.02 01:15 | sell | 1688 | 1.00 | 112.913 | 0.000 | 0.000 | ||
| 5321 | 2021.12.02 01:15 | modify | 1688 | 1.00 | 112.913 | 114.113 | 112.713 | ||
| 5322 | 2021.12.02 08:30 | close | 1688 | 1.00 | 113.046 | 114.113 | 112.713 | -13300.00 | 6415200.00 |
| 5323 | 2021.12.06 01:05 | sell | 1689 | 1.00 | 112.977 | 0.000 | 0.000 | ||
| 5324 | 2021.12.06 01:05 | modify | 1689 | 1.00 | 112.977 | 114.177 | 112.777 | ||
| 5325 | 2021.12.06 02:20 | modify | 1689 | 1.00 | 112.977 | 113.274 | 112.777 | ||
| 5326 | 2021.12.06 08:20 | close | 1689 | 1.00 | 113.044 | 113.274 | 112.777 | -6700.00 | 6408500.00 |
| 5327 | 2021.12.17 02:50 | sell | 1690 | 1.00 | 113.777 | 0.000 | 0.000 | ||
| 5328 | 2021.12.17 02:50 | modify | 1690 | 1.00 | 113.777 | 114.977 | 113.577 | ||
| 5329 | 2021.12.17 03:40 | close | 1690 | 1.00 | 113.661 | 114.977 | 113.577 | 11600.00 | 6420100.00 |
| 5330 | 2021.12.22 01:20 | buy | 1691 | 1.00 | 113.973 | 0.000 | 0.000 | ||
| 5331 | 2021.12.22 01:20 | modify | 1691 | 1.00 | 113.973 | 112.773 | 114.173 | ||
| 5332 | 2021.12.22 02:30 | close | 1691 | 1.00 | 114.085 | 112.773 | 114.173 | 11200.00 | 6431300.00 |
| 5333 | 2022.01.11 01:45 | sell | 1692 | 1.00 | 115.282 | 0.000 | 0.000 | ||
| 5334 | 2022.01.11 01:45 | modify | 1692 | 1.00 | 115.282 | 116.482 | 115.082 | ||
| 5335 | 2022.01.11 02:25 | close | 1692 | 1.00 | 115.187 | 116.482 | 115.082 | 9500.00 | 6440800.00 |
| 5336 | 2022.01.14 05:30 | buy | 1693 | 1.00 | 113.694 | 0.000 | 0.000 | ||
| 5337 | 2022.01.14 05:30 | modify | 1693 | 1.00 | 113.694 | 112.494 | 113.894 | ||
| 5338 | 2022.01.14 06:10 | modify | 1693 | 1.00 | 113.694 | 113.397 | 113.894 | ||
| 5339 | 2022.01.14 06:15 | close | 1693 | 1.00 | 113.811 | 113.397 | 113.894 | 11700.00 | 6452500.00 |
| 5340 | 2022.01.18 02:10 | buy | 1694 | 1.00 | 114.539 | 0.000 | 0.000 | ||
| 5341 | 2022.01.18 02:10 | modify | 1694 | 1.00 | 114.539 | 113.339 | 114.739 | ||
| 5342 | 2022.01.18 04:50 | close | 1694 | 1.00 | 114.694 | 113.339 | 114.739 | 15500.00 | 6468000.00 |
| 5343 | 2022.01.27 01:10 | sell | 1695 | 1.00 | 114.725 | 0.000 | 0.000 | ||
| 5344 | 2022.01.27 01:10 | modify | 1695 | 1.00 | 114.725 | 115.925 | 114.525 | ||
| 5345 | 2022.01.27 02:55 | close | 1695 | 1.00 | 114.653 | 115.925 | 114.525 | 7200.00 | 6475200.00 |
| 5346 | 2022.01.27 03:20 | buy | 1696 | 1.00 | 114.573 | 0.000 | 0.000 | ||
| 5347 | 2022.01.27 03:20 | modify | 1696 | 1.00 | 114.573 | 113.373 | 114.773 | ||
| 5348 | 2022.01.27 05:40 | close | 1696 | 1.00 | 114.652 | 113.373 | 114.773 | 7900.00 | 6483100.00 |
| 5349 | 2022.01.31 01:10 | sell | 1697 | 1.00 | 115.363 | 0.000 | 0.000 | ||
| 5350 | 2022.01.31 01:10 | modify | 1697 | 1.00 | 115.363 | 116.563 | 115.163 | ||
| 5351 | 2022.01.31 01:45 | close | 1697 | 1.00 | 115.264 | 116.563 | 115.163 | 9900.00 | 6493000.00 |
| 5352 | 2022.02.02 02:30 | sell | 1698 | 1.00 | 114.782 | 0.000 | 0.000 | ||
| 5353 | 2022.02.02 02:30 | modify | 1698 | 1.00 | 114.782 | 115.982 | 114.582 | ||
| 5354 | 2022.02.02 03:05 | close | 1698 | 1.00 | 114.657 | 115.982 | 114.582 | 12500.00 | 6505500.00 |
| 5355 | 2022.02.04 03:40 | buy | 1699 | 1.00 | 114.860 | 0.000 | 0.000 | ||
| 5356 | 2022.02.04 03:40 | modify | 1699 | 1.00 | 114.860 | 113.660 | 115.060 | ||
| 5357 | 2022.02.04 07:50 | close | 1699 | 1.00 | 114.931 | 113.660 | 115.060 | 7100.00 | 6512600.00 |
| 5358 | 2022.02.11 02:20 | sell | 1700 | 1.00 | 116.114 | 0.000 | 0.000 | ||
| 5359 | 2022.02.11 02:20 | modify | 1700 | 1.00 | 116.114 | 117.314 | 115.914 | ||
| 5360 | 2022.02.11 03:45 | modify | 1700 | 1.00 | 116.114 | 116.413 | 115.914 | ||
| 5361 | 2022.02.11 03:50 | close | 1700 | 1.00 | 115.966 | 116.413 | 115.914 | 14800.00 | 6527400.00 |
| 5362 | 2022.02.14 01:05 | sell | 1701 | 1.00 | 115.529 | 0.000 | 0.000 | ||
| 5363 | 2022.02.14 01:05 | modify | 1701 | 1.00 | 115.529 | 116.729 | 115.329 | ||
| 5364 | 2022.02.14 02:30 | close | 1701 | 1.00 | 115.425 | 116.729 | 115.329 | 10400.00 | 6537800.00 |
| 5365 | 2022.02.14 20:55 | buy | 1702 | 1.00 | 115.469 | 0.000 | 0.000 | ||
| 5366 | 2022.02.14 20:55 | modify | 1702 | 1.00 | 115.469 | 114.269 | 115.669 | ||
| 5367 | 2022.02.14 21:55 | close | 1702 | 1.00 | 115.615 | 114.269 | 115.669 | 14600.00 | 6552400.00 |
| 5368 | 2022.02.25 05:45 | buy | 1703 | 1.00 | 115.200 | 0.000 | 0.000 | ||
| 5369 | 2022.02.25 05:45 | modify | 1703 | 1.00 | 115.200 | 114.000 | 115.400 | ||
| 5370 | 2022.02.25 08:50 | close | 1703 | 1.00 | 115.273 | 114.000 | 115.400 | 7300.00 | 6559700.00 |
| 5371 | 2022.03.01 01:05 | sell | 1704 | 1.00 | 115.071 | 0.000 | 0.000 | ||
| 5372 | 2022.03.01 01:05 | modify | 1704 | 1.00 | 115.071 | 116.271 | 114.871 | ||
| 5373 | 2022.03.01 07:20 | close | 1704 | 1.00 | 115.074 | 116.271 | 114.871 | -300.00 | 6559400.00 |
| 5374 | 2022.03.03 01:10 | buy | 1705 | 1.00 | 115.479 | 0.000 | 0.000 | ||
| 5375 | 2022.03.03 01:10 | modify | 1705 | 1.00 | 115.479 | 114.279 | 115.679 | ||
| 5376 | 2022.03.03 02:05 | close | 1705 | 1.00 | 115.541 | 114.279 | 115.679 | 6200.00 | 6565600.00 |
| 5377 | 2022.03.03 22:05 | buy | 1706 | 1.00 | 115.387 | 0.000 | 0.000 | ||
| 5378 | 2022.03.03 22:05 | modify | 1706 | 1.00 | 115.387 | 114.187 | 115.587 | ||
| 5379 | 2022.03.04 01:10 | close | 1706 | 1.00 | 115.481 | 114.187 | 115.587 | 9400.00 | 6575000.00 |
| 5380 | 2022.03.09 07:25 | buy | 1707 | 1.00 | 115.768 | 0.000 | 0.000 | ||
| 5381 | 2022.03.09 07:25 | modify | 1707 | 1.00 | 115.768 | 114.568 | 115.968 | ||
| 5382 | 2022.03.09 09:15 | close | 1707 | 1.00 | 115.813 | 114.568 | 115.968 | 4500.00 | 6579500.00 |
| 5383 | 2022.03.11 19:35 | sell | 1708 | 1.00 | 117.189 | 0.000 | 0.000 | ||
| 5384 | 2022.03.11 19:35 | modify | 1708 | 1.00 | 117.189 | 118.389 | 116.989 | ||
| 5385 | 2022.03.11 22:00 | close | 1708 | 1.00 | 117.360 | 118.389 | 116.989 | -17100.00 | 6562400.00 |
| 5386 | 2022.03.14 08:00 | buy | 1709 | 1.00 | 117.646 | 0.000 | 0.000 | ||
| 5387 | 2022.03.14 08:00 | modify | 1709 | 1.00 | 117.646 | 116.446 | 117.846 | ||
| 5388 | 2022.03.14 08:10 | close | 1709 | 1.00 | 117.771 | 116.446 | 117.846 | 12500.00 | 6574900.00 |
| 5389 | 2022.03.17 03:15 | sell | 1710 | 1.00 | 118.949 | 0.000 | 0.000 | ||
| 5390 | 2022.03.17 03:15 | modify | 1710 | 1.00 | 118.949 | 120.149 | 118.749 | ||
| 5391 | 2022.03.17 04:04 | t/p | 1710 | 1.00 | 118.749 | 120.149 | 118.749 | 20000.00 | 6594900.00 |
| 5392 | 2022.03.17 06:20 | buy | 1711 | 1.00 | 118.615 | 0.000 | 0.000 | ||
| 5393 | 2022.03.17 06:20 | modify | 1711 | 1.00 | 118.615 | 117.415 | 118.815 | ||
| 5394 | 2022.03.17 07:10 | close | 1711 | 1.00 | 118.739 | 117.415 | 118.815 | 12400.00 | 6607300.00 |
| 5395 | 2022.03.17 22:40 | sell | 1712 | 1.00 | 118.660 | 0.000 | 0.000 | ||
| 5396 | 2022.03.17 22:40 | modify | 1712 | 1.00 | 118.660 | 119.860 | 118.460 | ||
| 5397 | 2022.03.17 23:45 | close | 1712 | 1.00 | 118.569 | 119.860 | 118.460 | 9100.00 | 6616400.00 |
| 5398 | 2022.03.18 22:10 | buy | 1713 | 1.00 | 119.098 | 0.000 | 0.000 | ||
| 5399 | 2022.03.18 22:10 | modify | 1713 | 1.00 | 119.098 | 117.898 | 119.298 | ||
| 5400 | 2022.03.18 23:00 | close | 1713 | 1.00 | 119.128 | 117.898 | 119.298 | 3000.00 | 6619400.00 |