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 |
| 451 | 2005.12.22 23:45 | modify | 139 | 1.00 | 116.733 | 117.933 | 116.533 | ||
| 452 | 2005.12.23 00:05 | modify | 139 | 1.00 | 116.733 | 117.030 | 116.533 | ||
| 453 | 2005.12.23 00:10 | close | 139 | 1.00 | 116.611 | 117.030 | 116.533 | 12200.00 | 1266600.00 |
| 454 | 2005.12.23 19:35 | buy | 140 | 1.00 | 116.165 | 0.000 | 0.000 | ||
| 455 | 2005.12.23 19:35 | modify | 140 | 1.00 | 116.165 | 114.965 | 116.365 | ||
| 456 | 2005.12.23 20:10 | modify | 140 | 1.00 | 116.165 | 115.867 | 116.365 | ||
| 457 | 2005.12.23 20:15 | modify | 140 | 1.00 | 116.165 | 115.872 | 116.365 | ||
| 458 | 2005.12.23 20:20 | close | 140 | 1.00 | 116.298 | 115.872 | 116.365 | 13300.00 | 1279900.00 |
| 459 | 2006.01.03 19:10 | buy | 141 | 1.00 | 116.327 | 0.000 | 0.000 | ||
| 460 | 2006.01.03 19:10 | modify | 141 | 1.00 | 116.327 | 115.127 | 116.527 | ||
| 461 | 2006.01.03 20:05 | close | 141 | 1.00 | 116.480 | 115.127 | 116.527 | 15300.00 | 1295200.00 |
| 462 | 2006.01.09 08:45 | sell | 142 | 1.00 | 114.173 | 0.000 | 0.000 | ||
| 463 | 2006.01.09 08:45 | modify | 142 | 1.00 | 114.173 | 115.373 | 113.973 | ||
| 464 | 2006.01.09 08:50 | modify | 142 | 1.00 | 114.173 | 114.465 | 113.973 | ||
| 465 | 2006.01.09 09:30 | close | 142 | 1.00 | 114.057 | 114.465 | 113.973 | 11600.00 | 1306800.00 |
| 466 | 2006.01.09 23:05 | buy | 143 | 1.00 | 114.266 | 0.000 | 0.000 | ||
| 467 | 2006.01.09 23:05 | modify | 143 | 1.00 | 114.266 | 113.066 | 114.466 | ||
| 468 | 2006.01.09 23:50 | modify | 143 | 1.00 | 114.266 | 113.971 | 114.466 | ||
| 469 | 2006.01.09 23:55 | close | 143 | 1.00 | 114.430 | 113.971 | 114.466 | 16400.00 | 1323200.00 |
| 470 | 2006.01.13 01:25 | sell | 144 | 1.00 | 114.554 | 0.000 | 0.000 | ||
| 471 | 2006.01.13 01:25 | modify | 144 | 1.00 | 114.554 | 115.754 | 114.354 | ||
| 472 | 2006.01.13 04:35 | close | 144 | 1.00 | 114.523 | 115.754 | 114.354 | 3100.00 | 1326300.00 |
| 473 | 2006.01.16 06:00 | sell | 145 | 1.00 | 114.259 | 0.000 | 0.000 | ||
| 474 | 2006.01.16 06:00 | modify | 145 | 1.00 | 114.259 | 115.459 | 114.059 | ||
| 475 | 2006.01.16 11:35 | modify | 145 | 1.00 | 114.259 | 115.459 | 114.159 | ||
| 476 | 2006.01.16 13:15 | close | 145 | 1.00 | 114.644 | 115.459 | 114.159 | -38500.00 | 1287800.00 |
| 477 | 2006.01.17 04:00 | buy | 146 | 1.00 | 114.964 | 0.000 | 0.000 | ||
| 478 | 2006.01.17 04:00 | modify | 146 | 1.00 | 114.964 | 113.764 | 115.164 | ||
| 479 | 2006.01.17 06:20 | close | 146 | 1.00 | 114.959 | 113.764 | 115.164 | -500.00 | 1287300.00 |
| 480 | 2006.01.17 07:35 | sell | 147 | 1.00 | 115.065 | 0.000 | 0.000 | ||
| 481 | 2006.01.17 07:35 | modify | 147 | 1.00 | 115.065 | 116.265 | 114.865 | ||
| 482 | 2006.01.17 08:30 | close | 147 | 1.00 | 114.955 | 116.265 | 114.865 | 11000.00 | 1298300.00 |
| 483 | 2006.01.17 21:25 | buy | 148 | 1.00 | 115.584 | 0.000 | 0.000 | ||
| 484 | 2006.01.17 21:25 | modify | 148 | 1.00 | 115.584 | 114.384 | 115.784 | ||
| 485 | 2006.01.18 00:05 | close | 148 | 1.00 | 115.499 | 114.384 | 115.784 | -8500.00 | 1289800.00 |
| 486 | 2006.01.25 08:00 | buy | 149 | 1.00 | 114.938 | 0.000 | 0.000 | ||
| 487 | 2006.01.25 08:00 | modify | 149 | 1.00 | 114.938 | 113.738 | 115.138 | ||
| 488 | 2006.01.25 09:25 | modify | 149 | 1.00 | 114.938 | 114.649 | 115.138 | ||
| 489 | 2006.01.25 09:30 | close | 149 | 1.00 | 115.075 | 114.649 | 115.138 | 13700.00 | 1303500.00 |
| 490 | 2006.01.26 02:50 | buy | 150 | 1.00 | 115.565 | 0.000 | 0.000 | ||
| 491 | 2006.01.26 02:50 | modify | 150 | 1.00 | 115.565 | 114.365 | 115.765 | ||
| 492 | 2006.01.26 03:05 | modify | 150 | 1.00 | 115.565 | 115.273 | 115.765 | ||
| 493 | 2006.01.26 08:55 | modify | 150 | 1.00 | 115.565 | 115.280 | 115.765 | ||
| 494 | 2006.01.26 09:05 | close | 150 | 1.00 | 115.701 | 115.280 | 115.765 | 13600.00 | 1317100.00 |
| 495 | 2006.01.27 02:30 | buy | 151 | 1.00 | 116.154 | 0.000 | 0.000 | ||
| 496 | 2006.01.27 02:30 | modify | 151 | 1.00 | 116.154 | 114.954 | 116.354 | ||
| 497 | 2006.01.27 03:30 | modify | 151 | 1.00 | 116.154 | 115.857 | 116.354 | ||
| 498 | 2006.01.27 07:25 | close | 151 | 1.00 | 116.311 | 115.857 | 116.354 | 15700.00 | 1332800.00 |
| 499 | 2006.01.27 21:00 | sell | 152 | 1.00 | 117.391 | 0.000 | 0.000 | ||
| 500 | 2006.01.27 21:00 | modify | 152 | 1.00 | 117.391 | 118.591 | 117.191 | ||
| 501 | 2006.01.27 21:05 | close | 152 | 1.00 | 117.388 | 118.591 | 117.191 | 300.00 | 1333100.00 |
| 502 | 2006.01.31 21:25 | sell | 153 | 1.00 | 117.249 | 0.000 | 0.000 | ||
| 503 | 2006.01.31 21:25 | modify | 153 | 1.00 | 117.249 | 118.449 | 117.049 | ||
| 504 | 2006.02.01 03:45 | close | 153 | 1.00 | 117.154 | 118.449 | 117.049 | 9500.00 | 1342600.00 |
| 505 | 2006.02.02 02:30 | buy | 154 | 1.00 | 117.883 | 0.000 | 0.000 | ||
| 506 | 2006.02.02 02:30 | modify | 154 | 1.00 | 117.883 | 116.683 | 118.083 | ||
| 507 | 2006.02.02 03:00 | close | 154 | 1.00 | 117.998 | 116.683 | 118.083 | 11500.00 | 1354100.00 |
| 508 | 2006.02.08 03:00 | sell | 155 | 1.00 | 117.999 | 0.000 | 0.000 | ||
| 509 | 2006.02.08 03:00 | modify | 155 | 1.00 | 117.999 | 119.199 | 117.799 | ||
| 510 | 2006.02.08 07:30 | close | 155 | 1.00 | 117.962 | 119.199 | 117.799 | 3700.00 | 1357800.00 |
| 511 | 2006.02.08 22:35 | buy | 156 | 1.00 | 118.515 | 0.000 | 0.000 | ||
| 512 | 2006.02.08 22:35 | modify | 156 | 1.00 | 118.515 | 117.315 | 118.715 | ||
| 513 | 2006.02.09 00:55 | close | 156 | 1.00 | 118.534 | 117.315 | 118.715 | 1900.00 | 1359700.00 |
| 514 | 2006.02.09 03:00 | buy | 157 | 1.00 | 118.377 | 0.000 | 0.000 | ||
| 515 | 2006.02.09 03:00 | modify | 157 | 1.00 | 118.377 | 117.177 | 118.577 | ||
| 516 | 2006.02.09 03:25 | close | 157 | 1.00 | 118.561 | 117.177 | 118.577 | 18400.00 | 1378100.00 |
| 517 | 2006.02.09 05:10 | sell | 158 | 1.00 | 118.602 | 0.000 | 0.000 | ||
| 518 | 2006.02.09 05:10 | modify | 158 | 1.00 | 118.602 | 119.802 | 118.402 | ||
| 519 | 2006.02.09 06:35 | close | 158 | 1.00 | 118.531 | 119.802 | 118.402 | 7100.00 | 1385200.00 |
| 520 | 2006.02.21 21:05 | buy | 159 | 1.00 | 118.678 | 0.000 | 0.000 | ||
| 521 | 2006.02.21 21:05 | modify | 159 | 1.00 | 118.678 | 117.478 | 118.878 | ||
| 522 | 2006.02.21 22:40 | close | 159 | 1.00 | 118.762 | 117.478 | 118.878 | 8400.00 | 1393600.00 |
| 523 | 2006.02.23 08:10 | buy | 160 | 1.00 | 117.469 | 0.000 | 0.000 | ||
| 524 | 2006.02.23 08:10 | modify | 160 | 1.00 | 117.469 | 116.269 | 117.669 | ||
| 525 | 2006.02.23 09:35 | close | 160 | 1.00 | 117.618 | 116.269 | 117.669 | 14900.00 | 1408500.00 |
| 526 | 2006.02.27 05:50 | buy | 161 | 1.00 | 115.834 | 0.000 | 0.000 | ||
| 527 | 2006.02.27 05:50 | modify | 161 | 1.00 | 115.834 | 114.634 | 116.034 | ||
| 528 | 2006.02.27 06:10 | modify | 161 | 1.00 | 115.834 | 115.538 | 116.034 | ||
| 529 | 2006.02.27 06:35 | close | 161 | 1.00 | 115.958 | 115.538 | 116.034 | 12400.00 | 1420900.00 |
| 530 | 2006.03.06 06:30 | sell | 162 | 1.00 | 116.960 | 0.000 | 0.000 | ||
| 531 | 2006.03.06 06:30 | modify | 162 | 1.00 | 116.960 | 118.160 | 116.760 | ||
| 532 | 2006.03.06 09:00 | close | 162 | 1.00 | 116.887 | 118.160 | 116.760 | 7300.00 | 1428200.00 |
| 533 | 2006.03.09 19:35 | sell | 163 | 1.00 | 117.967 | 0.000 | 0.000 | ||
| 534 | 2006.03.09 19:35 | modify | 163 | 1.00 | 117.967 | 119.167 | 117.767 | ||
| 535 | 2006.03.09 20:00 | close | 163 | 1.00 | 118.216 | 119.167 | 117.767 | -24900.00 | 1403300.00 |
| 536 | 2006.03.10 07:55 | buy | 164 | 1.00 | 118.360 | 0.000 | 0.000 | ||
| 537 | 2006.03.10 07:55 | modify | 164 | 1.00 | 118.360 | 117.160 | 118.560 | ||
| 538 | 2006.03.10 11:15 | close | 164 | 1.00 | 118.283 | 117.160 | 118.560 | -7700.00 | 1395600.00 |
| 539 | 2006.03.14 00:00 | buy | 165 | 1.00 | 118.748 | 0.000 | 0.000 | ||
| 540 | 2006.03.14 00:00 | modify | 165 | 1.00 | 118.748 | 117.548 | 118.948 | ||
| 541 | 2006.03.14 05:50 | close | 165 | 1.00 | 118.643 | 117.548 | 118.948 | -10500.00 | 1385100.00 |
| 542 | 2006.03.14 23:40 | sell | 166 | 1.00 | 117.558 | 0.000 | 0.000 | ||
| 543 | 2006.03.14 23:40 | modify | 166 | 1.00 | 117.558 | 118.758 | 117.358 | ||
| 544 | 2006.03.15 03:05 | close | 166 | 1.00 | 117.549 | 118.758 | 117.358 | 900.00 | 1386000.00 |
| 545 | 2006.03.16 02:50 | sell | 167 | 1.00 | 117.623 | 0.000 | 0.000 | ||
| 546 | 2006.03.16 02:50 | modify | 167 | 1.00 | 117.623 | 118.823 | 117.423 | ||
| 547 | 2006.03.16 04:35 | close | 167 | 1.00 | 117.478 | 118.823 | 117.423 | 14500.00 | 1400500.00 |
| 548 | 2006.03.20 00:05 | sell | 168 | 1.00 | 116.030 | 0.000 | 0.000 | ||
| 549 | 2006.03.20 00:05 | modify | 168 | 1.00 | 116.030 | 117.230 | 115.830 | ||
| 550 | 2006.03.20 06:45 | close | 168 | 1.00 | 116.247 | 117.230 | 115.830 | -21700.00 | 1378800.00 |
| 551 | 2006.03.23 00:45 | sell | 169 | 1.00 | 117.055 | 0.000 | 0.000 | ||
| 552 | 2006.03.23 00:45 | modify | 169 | 1.00 | 117.055 | 118.255 | 116.855 | ||
| 553 | 2006.03.23 01:30 | close | 169 | 1.00 | 116.952 | 118.255 | 116.855 | 10300.00 | 1389100.00 |
| 554 | 2006.03.23 08:25 | sell | 170 | 1.00 | 117.204 | 0.000 | 0.000 | ||
| 555 | 2006.03.23 08:25 | modify | 170 | 1.00 | 117.204 | 118.404 | 117.004 | ||
| 556 | 2006.03.23 09:05 | modify | 170 | 1.00 | 117.204 | 117.490 | 117.004 | ||
| 557 | 2006.03.23 09:10 | close | 170 | 1.00 | 117.085 | 117.490 | 117.004 | 11900.00 | 1401000.00 |
| 558 | 2006.03.27 00:25 | sell | 171 | 1.00 | 117.621 | 0.000 | 0.000 | ||
| 559 | 2006.03.27 00:25 | modify | 171 | 1.00 | 117.621 | 118.821 | 117.421 | ||
| 560 | 2006.03.27 01:30 | close | 171 | 1.00 | 117.479 | 118.821 | 117.421 | 14200.00 | 1415200.00 |
| 561 | 2006.03.27 04:30 | buy | 172 | 1.00 | 116.727 | 0.000 | 0.000 | ||
| 562 | 2006.03.27 04:30 | modify | 172 | 1.00 | 116.727 | 115.527 | 116.927 | ||
| 563 | 2006.03.27 08:05 | close | 172 | 1.00 | 116.687 | 115.527 | 116.927 | -4000.00 | 1411200.00 |
| 564 | 2006.04.05 00:10 | sell | 173 | 1.00 | 117.553 | 0.000 | 0.000 | ||
| 565 | 2006.04.05 00:10 | modify | 173 | 1.00 | 117.553 | 118.753 | 117.353 | ||
| 566 | 2006.04.05 01:15 | close | 173 | 1.00 | 117.453 | 118.753 | 117.353 | 10000.00 | 1421200.00 |
| 567 | 2006.04.05 06:25 | buy | 174 | 1.00 | 116.882 | 0.000 | 0.000 | ||
| 568 | 2006.04.05 06:25 | modify | 174 | 1.00 | 116.882 | 115.682 | 117.082 | ||
| 569 | 2006.04.05 08:45 | close | 174 | 1.00 | 116.853 | 115.682 | 117.082 | -2900.00 | 1418300.00 |
| 570 | 2006.04.10 00:05 | buy | 175 | 1.00 | 118.196 | 0.000 | 0.000 | ||
| 571 | 2006.04.10 00:05 | modify | 175 | 1.00 | 118.196 | 116.996 | 118.396 | ||
| 572 | 2006.04.10 02:25 | close | 175 | 1.00 | 118.201 | 116.996 | 118.396 | 500.00 | 1418800.00 |
| 573 | 2006.04.10 22:55 | buy | 176 | 1.00 | 118.413 | 0.000 | 0.000 | ||
| 574 | 2006.04.10 22:55 | modify | 176 | 1.00 | 118.413 | 117.213 | 118.613 | ||
| 575 | 2006.04.11 01:30 | close | 176 | 1.00 | 118.440 | 117.213 | 118.613 | 2700.00 | 1421500.00 |
| 576 | 2006.04.11 21:15 | buy | 177 | 1.00 | 118.284 | 0.000 | 0.000 | ||
| 577 | 2006.04.11 21:15 | modify | 177 | 1.00 | 118.284 | 117.084 | 118.484 | ||
| 578 | 2006.04.11 21:55 | modify | 177 | 1.00 | 118.284 | 118.001 | 118.484 | ||
| 579 | 2006.04.12 00:10 | close | 177 | 1.00 | 118.290 | 118.001 | 118.484 | 600.00 | 1422100.00 |
| 580 | 2006.04.12 09:10 | sell | 178 | 1.00 | 118.246 | 0.000 | 0.000 | ||
| 581 | 2006.04.12 09:10 | modify | 178 | 1.00 | 118.246 | 119.446 | 118.046 | ||
| 582 | 2006.04.12 09:35 | close | 178 | 1.00 | 118.101 | 119.446 | 118.046 | 14500.00 | 1436600.00 |
| 583 | 2006.04.12 23:30 | buy | 179 | 1.00 | 118.457 | 0.000 | 0.000 | ||
| 584 | 2006.04.12 23:30 | modify | 179 | 1.00 | 118.457 | 117.257 | 118.657 | ||
| 585 | 2006.04.13 02:45 | close | 179 | 1.00 | 118.528 | 117.257 | 118.657 | 7100.00 | 1443700.00 |
| 586 | 2006.04.19 09:10 | sell | 180 | 1.00 | 117.091 | 0.000 | 0.000 | ||
| 587 | 2006.04.19 09:10 | modify | 180 | 1.00 | 117.091 | 118.291 | 116.891 | ||
| 588 | 2006.04.19 09:25 | modify | 180 | 1.00 | 117.091 | 117.389 | 116.891 | ||
| 589 | 2006.04.19 09:30 | close | 180 | 1.00 | 116.921 | 117.389 | 116.891 | 17000.00 | 1460700.00 |
| 590 | 2006.04.21 22:20 | buy | 181 | 1.00 | 116.733 | 0.000 | 0.000 | ||
| 591 | 2006.04.21 22:20 | modify | 181 | 1.00 | 116.733 | 115.533 | 116.933 | ||
| 592 | 2006.04.21 23:00 | close | 181 | 1.00 | 116.632 | 115.533 | 116.933 | -10100.00 | 1450600.00 |
| 593 | 2006.04.25 00:25 | sell | 182 | 1.00 | 114.630 | 0.000 | 0.000 | ||
| 594 | 2006.04.25 00:25 | modify | 182 | 1.00 | 114.630 | 115.830 | 114.430 | ||
| 595 | 2006.04.25 03:10 | close | 182 | 1.00 | 114.529 | 115.830 | 114.430 | 10100.00 | 1460700.00 |
| 596 | 2006.04.25 08:45 | sell | 183 | 1.00 | 114.659 | 0.000 | 0.000 | ||
| 597 | 2006.04.25 08:45 | modify | 183 | 1.00 | 114.659 | 115.859 | 114.459 | ||
| 598 | 2006.04.25 09:05 | close | 183 | 1.00 | 114.533 | 115.859 | 114.459 | 12600.00 | 1473300.00 |
| 599 | 2006.05.08 09:50 | sell | 184 | 1.00 | 111.750 | 0.000 | 0.000 | ||
| 600 | 2006.05.08 09:50 | modify | 184 | 1.00 | 111.750 | 112.950 | 111.550 | ||