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 |
| 601 | 2006.05.08 10:00 | modify | 184 | 1.00 | 111.750 | 112.043 | 111.550 | ||
| 602 | 2006.05.08 10:04 | t/p | 184 | 1.00 | 111.523 | 112.043 | 111.550 | 22700.00 | 1496000.00 |
| 603 | 2006.05.16 06:25 | buy | 185 | 1.00 | 110.136 | 0.000 | 0.000 | ||
| 604 | 2006.05.16 06:25 | modify | 185 | 1.00 | 110.136 | 108.936 | 110.336 | ||
| 605 | 2006.05.16 09:10 | close | 185 | 1.00 | 110.252 | 108.936 | 110.336 | 11600.00 | 1507600.00 |
| 606 | 2006.05.22 06:35 | buy | 186 | 1.00 | 111.864 | 0.000 | 0.000 | ||
| 607 | 2006.05.22 06:35 | modify | 186 | 1.00 | 111.864 | 110.664 | 112.064 | ||
| 608 | 2006.05.22 07:05 | modify | 186 | 1.00 | 111.864 | 111.565 | 112.064 | ||
| 609 | 2006.05.22 07:15 | modify | 186 | 1.00 | 111.864 | 111.567 | 112.064 | ||
| 610 | 2006.05.22 07:20 | close | 186 | 1.00 | 112.033 | 111.567 | 112.064 | 16900.00 | 1524500.00 |
| 611 | 2006.05.23 02:10 | sell | 187 | 1.00 | 111.704 | 0.000 | 0.000 | ||
| 612 | 2006.05.23 02:10 | modify | 187 | 1.00 | 111.704 | 112.904 | 111.504 | ||
| 613 | 2006.05.23 02:20 | close | 187 | 1.00 | 111.560 | 112.904 | 111.504 | 14400.00 | 1538900.00 |
| 614 | 2006.05.26 04:40 | sell | 188 | 1.00 | 112.024 | 0.000 | 0.000 | ||
| 615 | 2006.05.26 04:40 | modify | 188 | 1.00 | 112.024 | 113.224 | 111.824 | ||
| 616 | 2006.05.26 05:25 | modify | 188 | 1.00 | 112.024 | 112.319 | 111.824 | ||
| 617 | 2006.05.26 09:45 | close | 188 | 1.00 | 111.944 | 112.319 | 111.824 | 8000.00 | 1546900.00 |
| 618 | 2006.05.29 08:20 | sell | 189 | 1.00 | 112.328 | 0.000 | 0.000 | ||
| 619 | 2006.05.29 08:20 | modify | 189 | 1.00 | 112.328 | 113.528 | 112.128 | ||
| 620 | 2006.05.29 12:35 | close | 189 | 1.00 | 112.174 | 113.528 | 112.128 | 15400.00 | 1562300.00 |
| 621 | 2006.05.29 21:15 | buy | 190 | 1.00 | 112.470 | 0.000 | 0.000 | ||
| 622 | 2006.05.29 21:15 | modify | 190 | 1.00 | 112.470 | 111.270 | 112.670 | ||
| 623 | 2006.05.29 23:55 | close | 190 | 1.00 | 112.409 | 111.270 | 112.670 | -6100.00 | 1556200.00 |
| 624 | 2006.06.05 00:05 | sell | 191 | 1.00 | 111.709 | 0.000 | 0.000 | ||
| 625 | 2006.06.05 00:05 | modify | 191 | 1.00 | 111.709 | 112.909 | 111.509 | ||
| 626 | 2006.06.05 00:30 | close | 191 | 1.00 | 111.589 | 112.909 | 111.509 | 12000.00 | 1568200.00 |
| 627 | 2006.06.05 22:50 | sell | 192 | 1.00 | 112.131 | 0.000 | 0.000 | ||
| 628 | 2006.06.05 22:50 | modify | 192 | 1.00 | 112.131 | 113.331 | 111.931 | ||
| 629 | 2006.06.06 03:15 | close | 192 | 1.00 | 112.199 | 113.331 | 111.931 | -6800.00 | 1561400.00 |
| 630 | 2006.06.06 09:30 | buy | 193 | 1.00 | 112.225 | 0.000 | 0.000 | ||
| 631 | 2006.06.06 09:30 | modify | 193 | 1.00 | 112.225 | 111.025 | 112.425 | ||
| 632 | 2006.06.06 13:10 | close | 193 | 1.00 | 112.297 | 111.025 | 112.425 | 7200.00 | 1568600.00 |
| 633 | 2006.06.14 03:10 | buy | 194 | 1.00 | 115.130 | 0.000 | 0.000 | ||
| 634 | 2006.06.14 03:10 | modify | 194 | 1.00 | 115.130 | 113.930 | 115.330 | ||
| 635 | 2006.06.14 06:30 | close | 194 | 1.00 | 115.168 | 113.930 | 115.330 | 3800.00 | 1572400.00 |
| 636 | 2006.06.23 22:50 | sell | 195 | 1.00 | 116.549 | 0.000 | 0.000 | ||
| 637 | 2006.06.23 22:50 | modify | 195 | 1.00 | 116.549 | 117.749 | 116.349 | ||
| 638 | 2006.06.23 23:00 | close | 195 | 1.00 | 116.585 | 117.749 | 116.349 | -3600.00 | 1568800.00 |
| 639 | 2006.07.03 04:05 | sell | 196 | 1.00 | 114.459 | 0.000 | 0.000 | ||
| 640 | 2006.07.03 04:05 | modify | 196 | 1.00 | 114.459 | 115.659 | 114.259 | ||
| 641 | 2006.07.03 06:55 | close | 196 | 1.00 | 114.509 | 115.659 | 114.259 | -5000.00 | 1563800.00 |
| 642 | 2006.07.06 02:10 | buy | 197 | 1.00 | 115.507 | 0.000 | 0.000 | ||
| 643 | 2006.07.06 02:10 | modify | 197 | 1.00 | 115.507 | 114.307 | 115.707 | ||
| 644 | 2006.07.06 04:00 | close | 197 | 1.00 | 115.647 | 114.307 | 115.707 | 14000.00 | 1577800.00 |
| 645 | 2006.07.10 02:00 | sell | 198 | 1.00 | 114.018 | 0.000 | 0.000 | ||
| 646 | 2006.07.10 02:00 | modify | 198 | 1.00 | 114.018 | 115.218 | 113.818 | ||
| 647 | 2006.07.10 02:15 | close | 198 | 1.00 | 113.876 | 115.218 | 113.818 | 14200.00 | 1592000.00 |
| 648 | 2006.07.11 04:15 | buy | 199 | 1.00 | 114.108 | 0.000 | 0.000 | ||
| 649 | 2006.07.11 04:15 | modify | 199 | 1.00 | 114.108 | 112.908 | 114.308 | ||
| 650 | 2006.07.11 06:30 | close | 199 | 1.00 | 114.049 | 112.908 | 114.308 | -5900.00 | 1586100.00 |
| 651 | 2006.07.18 02:25 | buy | 200 | 1.00 | 117.026 | 0.000 | 0.000 | ||
| 652 | 2006.07.18 02:25 | modify | 200 | 1.00 | 117.026 | 115.826 | 117.226 | ||
| 653 | 2006.07.18 06:30 | close | 200 | 1.00 | 116.926 | 115.826 | 117.226 | -10000.00 | 1576100.00 |
| 654 | 2006.07.19 00:00 | buy | 201 | 1.00 | 117.309 | 0.000 | 0.000 | ||
| 655 | 2006.07.19 00:00 | modify | 201 | 1.00 | 117.309 | 116.109 | 117.509 | ||
| 656 | 2006.07.19 02:30 | close | 201 | 1.00 | 117.364 | 116.109 | 117.509 | 5500.00 | 1581600.00 |
| 657 | 2006.07.26 03:05 | buy | 202 | 1.00 | 117.079 | 0.000 | 0.000 | ||
| 658 | 2006.07.26 03:05 | modify | 202 | 1.00 | 117.079 | 115.879 | 117.279 | ||
| 659 | 2006.07.26 04:25 | close | 202 | 1.00 | 117.154 | 115.879 | 117.279 | 7500.00 | 1589100.00 |
| 660 | 2006.07.28 07:40 | buy | 203 | 1.00 | 115.542 | 0.000 | 0.000 | ||
| 661 | 2006.07.28 07:40 | modify | 203 | 1.00 | 115.542 | 114.342 | 115.742 | ||
| 662 | 2006.07.28 10:30 | close | 203 | 1.00 | 115.562 | 114.342 | 115.742 | 2000.00 | 1591100.00 |
| 663 | 2006.07.31 06:00 | buy | 204 | 1.00 | 114.549 | 0.000 | 0.000 | ||
| 664 | 2006.07.31 06:00 | modify | 204 | 1.00 | 114.549 | 113.349 | 114.749 | ||
| 665 | 2006.07.31 10:15 | close | 204 | 1.00 | 114.383 | 113.349 | 114.749 | -16600.00 | 1574500.00 |
| 666 | 2006.08.01 02:00 | buy | 205 | 1.00 | 114.521 | 0.000 | 0.000 | ||
| 667 | 2006.08.01 02:00 | modify | 205 | 1.00 | 114.521 | 113.321 | 114.721 | ||
| 668 | 2006.08.01 04:45 | close | 205 | 1.00 | 114.633 | 113.321 | 114.721 | 11200.00 | 1585700.00 |
| 669 | 2006.08.04 22:10 | sell | 206 | 1.00 | 114.429 | 0.000 | 0.000 | ||
| 670 | 2006.08.04 22:10 | modify | 206 | 1.00 | 114.429 | 115.629 | 114.229 | ||
| 671 | 2006.08.04 23:00 | close | 206 | 1.00 | 114.423 | 115.629 | 114.229 | 600.00 | 1586300.00 |
| 672 | 2006.08.08 03:40 | buy | 207 | 1.00 | 115.003 | 0.000 | 0.000 | ||
| 673 | 2006.08.08 03:40 | modify | 207 | 1.00 | 115.003 | 113.803 | 115.203 | ||
| 674 | 2006.08.08 05:15 | close | 207 | 1.00 | 115.071 | 113.803 | 115.203 | 6800.00 | 1593100.00 |
| 675 | 2006.08.09 07:55 | buy | 208 | 1.00 | 115.571 | 0.000 | 0.000 | ||
| 676 | 2006.08.09 07:55 | modify | 208 | 1.00 | 115.571 | 114.371 | 115.771 | ||
| 677 | 2006.08.09 10:10 | modify | 208 | 1.00 | 115.571 | 114.371 | 115.671 | ||
| 678 | 2006.08.09 15:10 | close | 208 | 1.00 | 114.997 | 114.371 | 115.671 | -57400.00 | 1535700.00 |
| 679 | 2006.08.09 23:05 | sell | 209 | 1.00 | 115.379 | 0.000 | 0.000 | ||
| 680 | 2006.08.09 23:05 | modify | 209 | 1.00 | 115.379 | 116.579 | 115.179 | ||
| 681 | 2006.08.10 04:25 | close | 209 | 1.00 | 115.207 | 116.579 | 115.179 | 17200.00 | 1552900.00 |
| 682 | 2006.08.10 22:10 | buy | 210 | 1.00 | 115.234 | 0.000 | 0.000 | ||
| 683 | 2006.08.10 22:10 | modify | 210 | 1.00 | 115.234 | 114.034 | 115.434 | ||
| 684 | 2006.08.11 02:55 | close | 210 | 1.00 | 115.364 | 114.034 | 115.434 | 13000.00 | 1565900.00 |
| 685 | 2006.08.14 02:10 | buy | 211 | 1.00 | 116.197 | 0.000 | 0.000 | ||
| 686 | 2006.08.14 02:10 | modify | 211 | 1.00 | 116.197 | 114.997 | 116.397 | ||
| 687 | 2006.08.14 06:55 | close | 211 | 1.00 | 116.293 | 114.997 | 116.397 | 9600.00 | 1575500.00 |
| 688 | 2006.08.18 07:30 | buy | 212 | 1.00 | 115.922 | 0.000 | 0.000 | ||
| 689 | 2006.08.18 07:30 | modify | 212 | 1.00 | 115.922 | 114.722 | 116.122 | ||
| 690 | 2006.08.18 10:10 | close | 212 | 1.00 | 115.960 | 114.722 | 116.122 | 3800.00 | 1579300.00 |
| 691 | 2006.08.22 23:00 | buy | 213 | 1.00 | 116.535 | 0.000 | 0.000 | ||
| 692 | 2006.08.22 23:00 | modify | 213 | 1.00 | 116.535 | 115.335 | 116.735 | ||
| 693 | 2006.08.23 06:10 | close | 213 | 1.00 | 116.277 | 115.335 | 116.735 | -25800.00 | 1553500.00 |
| 694 | 2006.08.31 08:10 | sell | 214 | 1.00 | 117.437 | 0.000 | 0.000 | ||
| 695 | 2006.08.31 08:10 | modify | 214 | 1.00 | 117.437 | 118.637 | 117.237 | ||
| 696 | 2006.08.31 08:50 | close | 214 | 1.00 | 117.323 | 118.637 | 117.237 | 11400.00 | 1564900.00 |
| 697 | 2006.09.11 02:55 | buy | 215 | 1.00 | 116.763 | 0.000 | 0.000 | ||
| 698 | 2006.09.11 02:55 | modify | 215 | 1.00 | 116.763 | 115.563 | 116.963 | ||
| 699 | 2006.09.11 04:15 | close | 215 | 1.00 | 116.858 | 115.563 | 116.963 | 9500.00 | 1574400.00 |
| 700 | 2006.09.12 03:15 | buy | 216 | 1.00 | 117.469 | 0.000 | 0.000 | ||
| 701 | 2006.09.12 03:15 | modify | 216 | 1.00 | 117.469 | 116.269 | 117.669 | ||
| 702 | 2006.09.12 03:55 | close | 216 | 1.00 | 117.593 | 116.269 | 117.669 | 12400.00 | 1586800.00 |
| 703 | 2006.09.13 02:10 | buy | 217 | 1.00 | 117.772 | 0.000 | 0.000 | ||
| 704 | 2006.09.13 02:10 | modify | 217 | 1.00 | 117.772 | 116.572 | 117.972 | ||
| 705 | 2006.09.13 04:20 | close | 217 | 1.00 | 117.919 | 116.572 | 117.972 | 14700.00 | 1601500.00 |
| 706 | 2006.09.19 20:15 | sell | 218 | 1.00 | 117.745 | 0.000 | 0.000 | ||
| 707 | 2006.09.19 20:15 | modify | 218 | 1.00 | 117.745 | 118.945 | 117.545 | ||
| 708 | 2006.09.19 21:15 | close | 218 | 1.00 | 117.599 | 118.945 | 117.545 | 14600.00 | 1616100.00 |
| 709 | 2006.09.22 09:40 | sell | 219 | 1.00 | 116.509 | 0.000 | 0.000 | ||
| 710 | 2006.09.22 09:40 | modify | 219 | 1.00 | 116.509 | 117.709 | 116.309 | ||
| 711 | 2006.09.22 10:30 | modify | 219 | 1.00 | 116.509 | 116.805 | 116.309 | ||
| 712 | 2006.09.22 10:45 | modify | 219 | 1.00 | 116.509 | 116.796 | 116.309 | ||
| 713 | 2006.09.22 10:50 | close | 219 | 1.00 | 116.390 | 116.796 | 116.309 | 11900.00 | 1628000.00 |
| 714 | 2006.10.09 03:50 | buy | 220 | 1.00 | 118.853 | 0.000 | 0.000 | ||
| 715 | 2006.10.09 03:50 | modify | 220 | 1.00 | 118.853 | 117.653 | 119.053 | ||
| 716 | 2006.10.09 05:40 | close | 220 | 1.00 | 119.009 | 117.653 | 119.053 | 15600.00 | 1643600.00 |
| 717 | 2006.10.17 20:05 | sell | 221 | 1.00 | 118.754 | 0.000 | 0.000 | ||
| 718 | 2006.10.17 20:05 | modify | 221 | 1.00 | 118.754 | 119.954 | 118.554 | ||
| 719 | 2006.10.18 00:00 | close | 221 | 1.00 | 118.749 | 119.954 | 118.554 | 500.00 | 1644100.00 |
| 720 | 2006.10.27 02:55 | sell | 222 | 1.00 | 118.562 | 0.000 | 0.000 | ||
| 721 | 2006.10.27 02:55 | modify | 222 | 1.00 | 118.562 | 119.762 | 118.362 | ||
| 722 | 2006.10.27 04:20 | close | 222 | 1.00 | 118.489 | 119.762 | 118.362 | 7300.00 | 1651400.00 |
| 723 | 2006.10.31 04:20 | buy | 223 | 1.00 | 117.500 | 0.000 | 0.000 | ||
| 724 | 2006.10.31 04:20 | modify | 223 | 1.00 | 117.500 | 116.300 | 117.700 | ||
| 725 | 2006.10.31 09:25 | close | 223 | 1.00 | 117.632 | 116.300 | 117.700 | 13200.00 | 1664600.00 |
| 726 | 2006.11.01 05:25 | sell | 224 | 1.00 | 116.995 | 0.000 | 0.000 | ||
| 727 | 2006.11.01 05:25 | modify | 224 | 1.00 | 116.995 | 118.195 | 116.795 | ||
| 728 | 2006.11.01 11:05 | close | 224 | 1.00 | 116.966 | 118.195 | 116.795 | 2900.00 | 1667500.00 |
| 729 | 2006.11.13 08:20 | sell | 225 | 1.00 | 117.367 | 0.000 | 0.000 | ||
| 730 | 2006.11.13 08:20 | modify | 225 | 1.00 | 117.367 | 118.567 | 117.167 | ||
| 731 | 2006.11.13 08:55 | modify | 225 | 1.00 | 117.367 | 117.663 | 117.167 | ||
| 732 | 2006.11.13 11:38 | s/l | 225 | 1.00 | 117.670 | 117.663 | 117.167 | -30300.00 | 1637200.00 |
| 733 | 2006.11.20 22:25 | buy | 226 | 1.00 | 118.038 | 0.000 | 0.000 | ||
| 734 | 2006.11.20 22:25 | modify | 226 | 1.00 | 118.038 | 116.838 | 118.238 | ||
| 735 | 2006.11.21 04:25 | close | 226 | 1.00 | 118.029 | 116.838 | 118.238 | -900.00 | 1636300.00 |
| 736 | 2006.11.22 19:50 | sell | 227 | 1.00 | 116.914 | 0.000 | 0.000 | ||
| 737 | 2006.11.22 19:50 | modify | 227 | 1.00 | 116.914 | 118.114 | 116.714 | ||
| 738 | 2006.11.22 20:00 | close | 227 | 1.00 | 116.779 | 118.114 | 116.714 | 13500.00 | 1649800.00 |
| 739 | 2006.11.27 03:05 | sell | 228 | 1.00 | 115.702 | 0.000 | 0.000 | ||
| 740 | 2006.11.27 03:05 | modify | 228 | 1.00 | 115.702 | 116.902 | 115.502 | ||
| 741 | 2006.11.27 07:45 | modify | 228 | 1.00 | 115.702 | 116.902 | 115.602 | ||
| 742 | 2006.11.27 10:20 | close | 228 | 1.00 | 115.996 | 116.902 | 115.602 | -29400.00 | 1620400.00 |
| 743 | 2006.12.01 06:55 | sell | 229 | 1.00 | 115.742 | 0.000 | 0.000 | ||
| 744 | 2006.12.01 06:55 | modify | 229 | 1.00 | 115.742 | 116.942 | 115.542 | ||
| 745 | 2006.12.01 09:55 | close | 229 | 1.00 | 115.817 | 116.942 | 115.542 | -7500.00 | 1612900.00 |
| 746 | 2006.12.08 19:30 | sell | 230 | 1.00 | 116.297 | 0.000 | 0.000 | ||
| 747 | 2006.12.08 19:30 | modify | 230 | 1.00 | 116.297 | 117.497 | 116.097 | ||
| 748 | 2006.12.08 20:25 | close | 230 | 1.00 | 116.331 | 117.497 | 116.097 | -3400.00 | 1609500.00 |
| 749 | 2006.12.08 21:00 | sell | 231 | 1.00 | 116.406 | 0.000 | 0.000 | ||
| 750 | 2006.12.08 21:00 | modify | 231 | 1.00 | 116.406 | 117.606 | 116.206 | ||