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 |
| 751 | 2006.12.08 21:05 | close | 231 | 1.00 | 116.387 | 117.606 | 116.206 | 1900.00 | 1611400.00 |
| 752 | 2006.12.11 04:20 | sell | 232 | 1.00 | 116.784 | 0.000 | 0.000 | ||
| 753 | 2006.12.11 04:20 | modify | 232 | 1.00 | 116.784 | 117.984 | 116.584 | ||
| 754 | 2006.12.11 05:40 | modify | 232 | 1.00 | 116.784 | 117.069 | 116.584 | ||
| 755 | 2006.12.11 06:05 | close | 232 | 1.00 | 116.667 | 117.069 | 116.584 | 11700.00 | 1623100.00 |
| 756 | 2006.12.11 19:40 | buy | 233 | 1.00 | 116.767 | 0.000 | 0.000 | ||
| 757 | 2006.12.11 19:40 | modify | 233 | 1.00 | 116.767 | 115.567 | 116.967 | ||
| 758 | 2006.12.11 20:50 | modify | 233 | 1.00 | 116.767 | 116.480 | 116.967 | ||
| 759 | 2006.12.11 20:55 | modify | 233 | 1.00 | 116.767 | 116.483 | 116.967 | ||
| 760 | 2006.12.11 21:00 | close | 233 | 1.00 | 116.895 | 116.483 | 116.967 | 12800.00 | 1635900.00 |
| 761 | 2006.12.14 02:00 | buy | 234 | 1.00 | 117.416 | 0.000 | 0.000 | ||
| 762 | 2006.12.14 02:00 | modify | 234 | 1.00 | 117.416 | 116.216 | 117.616 | ||
| 763 | 2006.12.14 02:15 | close | 234 | 1.00 | 117.508 | 116.216 | 117.616 | 9200.00 | 1645100.00 |
| 764 | 2007.01.03 22:00 | buy | 235 | 1.00 | 119.368 | 0.000 | 0.000 | ||
| 765 | 2007.01.03 22:00 | modify | 235 | 1.00 | 119.368 | 118.168 | 119.568 | ||
| 766 | 2007.01.04 05:10 | close | 235 | 1.00 | 119.357 | 118.168 | 119.568 | -1100.00 | 1644000.00 |
| 767 | 2007.01.05 07:10 | buy | 236 | 1.00 | 118.327 | 0.000 | 0.000 | ||
| 768 | 2007.01.05 07:10 | modify | 236 | 1.00 | 118.327 | 117.127 | 118.527 | ||
| 769 | 2007.01.05 10:00 | close | 236 | 1.00 | 118.427 | 117.127 | 118.527 | 10000.00 | 1654000.00 |
| 770 | 2007.01.09 19:35 | buy | 237 | 1.00 | 119.214 | 0.000 | 0.000 | ||
| 771 | 2007.01.09 19:35 | modify | 237 | 1.00 | 119.214 | 118.014 | 119.414 | ||
| 772 | 2007.01.09 21:55 | close | 237 | 1.00 | 119.314 | 118.014 | 119.414 | 10000.00 | 1664000.00 |
| 773 | 2007.01.12 06:50 | buy | 238 | 1.00 | 120.499 | 0.000 | 0.000 | ||
| 774 | 2007.01.12 06:50 | modify | 238 | 1.00 | 120.499 | 119.299 | 120.699 | ||
| 775 | 2007.01.12 07:55 | close | 238 | 1.00 | 120.671 | 119.299 | 120.699 | 17200.00 | 1681200.00 |
| 776 | 2007.01.26 04:05 | buy | 239 | 1.00 | 121.306 | 0.000 | 0.000 | ||
| 777 | 2007.01.26 04:05 | modify | 239 | 1.00 | 121.306 | 120.106 | 121.506 | ||
| 778 | 2007.01.26 05:05 | modify | 239 | 1.00 | 121.306 | 121.015 | 121.506 | ||
| 779 | 2007.01.26 05:10 | modify | 239 | 1.00 | 121.306 | 121.019 | 121.506 | ||
| 780 | 2007.01.26 05:15 | close | 239 | 1.00 | 121.465 | 121.019 | 121.506 | 15900.00 | 1697100.00 |
| 781 | 2007.02.05 05:20 | buy | 240 | 1.00 | 120.751 | 0.000 | 0.000 | ||
| 782 | 2007.02.05 05:20 | modify | 240 | 1.00 | 120.751 | 119.551 | 120.951 | ||
| 783 | 2007.02.05 08:55 | close | 240 | 1.00 | 120.866 | 119.551 | 120.951 | 11500.00 | 1708600.00 |
| 784 | 2007.02.16 02:00 | sell | 241 | 1.00 | 119.375 | 0.000 | 0.000 | ||
| 785 | 2007.02.16 02:00 | modify | 241 | 1.00 | 119.375 | 120.575 | 119.175 | ||
| 786 | 2007.02.16 03:40 | close | 241 | 1.00 | 119.337 | 120.575 | 119.175 | 3800.00 | 1712400.00 |
| 787 | 2007.02.28 02:45 | sell | 242 | 1.00 | 118.455 | 0.000 | 0.000 | ||
| 788 | 2007.02.28 02:45 | modify | 242 | 1.00 | 118.455 | 119.655 | 118.255 | ||
| 789 | 2007.02.28 07:30 | close | 242 | 1.00 | 118.400 | 119.655 | 118.255 | 5500.00 | 1717900.00 |
| 790 | 2007.03.02 01:45 | sell | 243 | 1.00 | 117.772 | 0.000 | 0.000 | ||
| 791 | 2007.03.02 01:45 | modify | 243 | 1.00 | 117.772 | 118.972 | 117.572 | ||
| 792 | 2007.03.02 02:05 | modify | 243 | 1.00 | 117.772 | 118.063 | 117.572 | ||
| 793 | 2007.03.02 03:20 | close | 243 | 1.00 | 117.616 | 118.063 | 117.572 | 15600.00 | 1733500.00 |
| 794 | 2007.03.06 04:15 | sell | 244 | 1.00 | 116.361 | 0.000 | 0.000 | ||
| 795 | 2007.03.06 04:15 | modify | 244 | 1.00 | 116.361 | 117.561 | 116.161 | ||
| 796 | 2007.03.06 05:55 | close | 244 | 1.00 | 116.424 | 117.561 | 116.161 | -6300.00 | 1727200.00 |
| 797 | 2007.03.08 04:50 | sell | 245 | 1.00 | 116.100 | 0.000 | 0.000 | ||
| 798 | 2007.03.08 04:50 | modify | 245 | 1.00 | 116.100 | 117.300 | 115.900 | ||
| 799 | 2007.03.08 05:50 | modify | 245 | 1.00 | 116.100 | 117.300 | 116.000 | ||
| 800 | 2007.03.08 08:40 | close | 245 | 1.00 | 116.746 | 117.300 | 116.000 | -64600.00 | 1662600.00 |
| 801 | 2007.03.08 21:35 | buy | 246 | 1.00 | 117.110 | 0.000 | 0.000 | ||
| 802 | 2007.03.08 21:35 | modify | 246 | 1.00 | 117.110 | 115.910 | 117.310 | ||
| 803 | 2007.03.09 00:25 | close | 246 | 1.00 | 117.216 | 115.910 | 117.310 | 10600.00 | 1673200.00 |
| 804 | 2007.03.12 03:00 | buy | 247 | 1.00 | 118.206 | 0.000 | 0.000 | ||
| 805 | 2007.03.12 03:00 | modify | 247 | 1.00 | 118.206 | 117.006 | 118.406 | ||
| 806 | 2007.03.12 04:35 | modify | 247 | 1.00 | 118.206 | 117.914 | 118.406 | ||
| 807 | 2007.03.12 04:40 | close | 247 | 1.00 | 118.343 | 117.914 | 118.406 | 13700.00 | 1686900.00 |
| 808 | 2007.03.16 07:20 | sell | 248 | 1.00 | 117.101 | 0.000 | 0.000 | ||
| 809 | 2007.03.16 07:20 | modify | 248 | 1.00 | 117.101 | 118.301 | 116.901 | ||
| 810 | 2007.03.16 10:00 | close | 248 | 1.00 | 116.961 | 118.301 | 116.901 | 14000.00 | 1700900.00 |
| 811 | 2007.03.19 03:50 | sell | 249 | 1.00 | 116.678 | 0.000 | 0.000 | ||
| 812 | 2007.03.19 03:50 | modify | 249 | 1.00 | 116.678 | 117.878 | 116.478 | ||
| 813 | 2007.03.19 04:20 | modify | 249 | 1.00 | 116.678 | 117.878 | 116.578 | ||
| 814 | 2007.03.19 06:00 | close | 249 | 1.00 | 117.001 | 117.878 | 116.578 | -32300.00 | 1668600.00 |
| 815 | 2007.03.19 22:30 | buy | 250 | 1.00 | 117.486 | 0.000 | 0.000 | ||
| 816 | 2007.03.19 22:30 | modify | 250 | 1.00 | 117.486 | 116.286 | 117.686 | ||
| 817 | 2007.03.20 00:50 | close | 250 | 1.00 | 117.648 | 116.286 | 117.686 | 16200.00 | 1684800.00 |
| 818 | 2007.04.04 02:20 | buy | 251 | 1.00 | 118.786 | 0.000 | 0.000 | ||
| 819 | 2007.04.04 02:20 | modify | 251 | 1.00 | 118.786 | 117.586 | 118.986 | ||
| 820 | 2007.04.04 02:40 | close | 251 | 1.00 | 118.935 | 117.586 | 118.986 | 14900.00 | 1699700.00 |
| 821 | 2007.04.06 22:40 | buy | 252 | 1.00 | 119.309 | 0.000 | 0.000 | ||
| 822 | 2007.04.06 22:40 | modify | 252 | 1.00 | 119.309 | 118.109 | 119.509 | ||
| 823 | 2007.04.06 23:01 | close | 252 | 1.00 | 119.294 | 118.109 | 119.509 | -1500.00 | 1698200.00 |
| 824 | 2007.04.09 07:25 | buy | 253 | 1.00 | 119.325 | 0.000 | 0.000 | ||
| 825 | 2007.04.09 07:25 | modify | 253 | 1.00 | 119.325 | 118.125 | 119.525 | ||
| 826 | 2007.04.09 14:35 | close | 253 | 1.00 | 119.286 | 118.125 | 119.525 | -3900.00 | 1694300.00 |
| 827 | 2007.04.16 03:10 | sell | 254 | 1.00 | 119.295 | 0.000 | 0.000 | ||
| 828 | 2007.04.16 03:10 | modify | 254 | 1.00 | 119.295 | 120.495 | 119.095 | ||
| 829 | 2007.04.16 08:50 | close | 254 | 1.00 | 119.375 | 120.495 | 119.095 | -8000.00 | 1686300.00 |
| 830 | 2007.04.18 09:25 | sell | 255 | 1.00 | 118.873 | 0.000 | 0.000 | ||
| 831 | 2007.04.18 09:25 | modify | 255 | 1.00 | 118.873 | 120.073 | 118.673 | ||
| 832 | 2007.04.18 10:10 | modify | 255 | 1.00 | 118.873 | 119.171 | 118.673 | ||
| 833 | 2007.04.18 10:15 | close | 255 | 1.00 | 118.749 | 119.171 | 118.673 | 12400.00 | 1698700.00 |
| 834 | 2007.04.18 20:25 | sell | 256 | 1.00 | 118.467 | 0.000 | 0.000 | ||
| 835 | 2007.04.18 20:25 | modify | 256 | 1.00 | 118.467 | 119.667 | 118.267 | ||
| 836 | 2007.04.19 00:20 | close | 256 | 1.00 | 118.596 | 119.667 | 118.267 | -12900.00 | 1685800.00 |
| 837 | 2007.04.20 02:00 | buy | 257 | 1.00 | 118.270 | 0.000 | 0.000 | ||
| 838 | 2007.04.20 02:00 | modify | 257 | 1.00 | 118.270 | 117.070 | 118.470 | ||
| 839 | 2007.04.20 02:10 | modify | 257 | 1.00 | 118.270 | 117.970 | 118.470 | ||
| 840 | 2007.04.20 02:30 | close | 257 | 1.00 | 118.400 | 117.970 | 118.470 | 13000.00 | 1698800.00 |
| 841 | 2007.04.27 07:55 | buy | 258 | 1.00 | 119.476 | 0.000 | 0.000 | ||
| 842 | 2007.04.27 07:55 | modify | 258 | 1.00 | 119.476 | 118.276 | 119.676 | ||
| 843 | 2007.04.27 08:55 | close | 258 | 1.00 | 119.538 | 118.276 | 119.676 | 6200.00 | 1705000.00 |
| 844 | 2007.04.27 22:25 | buy | 259 | 1.00 | 119.517 | 0.000 | 0.000 | ||
| 845 | 2007.04.27 22:25 | modify | 259 | 1.00 | 119.517 | 118.317 | 119.717 | ||
| 846 | 2007.04.27 23:00 | close | 259 | 1.00 | 119.480 | 118.317 | 119.717 | -3700.00 | 1701300.00 |
| 847 | 2007.05.02 08:50 | buy | 260 | 1.00 | 119.848 | 0.000 | 0.000 | ||
| 848 | 2007.05.02 08:50 | modify | 260 | 1.00 | 119.848 | 118.648 | 120.048 | ||
| 849 | 2007.05.02 10:25 | modify | 260 | 1.00 | 119.848 | 119.550 | 120.048 | ||
| 850 | 2007.05.02 11:00 | close | 260 | 1.00 | 119.978 | 119.550 | 120.048 | 13000.00 | 1714300.00 |
| 851 | 2007.05.18 09:35 | buy | 261 | 1.00 | 121.248 | 0.000 | 0.000 | ||
| 852 | 2007.05.18 09:35 | modify | 261 | 1.00 | 121.248 | 120.048 | 121.448 | ||
| 853 | 2007.05.18 11:50 | modify | 261 | 1.00 | 121.248 | 120.960 | 121.448 | ||
| 854 | 2007.05.18 12:00 | close | 261 | 1.00 | 121.376 | 120.960 | 121.448 | 12800.00 | 1727100.00 |
| 855 | 2007.05.28 03:50 | buy | 262 | 1.00 | 121.678 | 0.000 | 0.000 | ||
| 856 | 2007.05.28 03:50 | modify | 262 | 1.00 | 121.678 | 120.478 | 121.878 | ||
| 857 | 2007.05.28 10:25 | close | 262 | 1.00 | 121.678 | 120.478 | 121.878 | 0.00 | 1727100.00 |
| 858 | 2007.06.06 02:55 | sell | 263 | 1.00 | 121.441 | 0.000 | 0.000 | ||
| 859 | 2007.06.06 02:55 | modify | 263 | 1.00 | 121.441 | 122.641 | 121.241 | ||
| 860 | 2007.06.06 04:35 | close | 263 | 1.00 | 121.401 | 122.641 | 121.241 | 4000.00 | 1731100.00 |
| 861 | 2007.06.06 09:35 | sell | 264 | 1.00 | 121.423 | 0.000 | 0.000 | ||
| 862 | 2007.06.06 09:35 | modify | 264 | 1.00 | 121.423 | 122.623 | 121.223 | ||
| 863 | 2007.06.06 10:35 | close | 264 | 1.00 | 121.372 | 122.623 | 121.223 | 5100.00 | 1736200.00 |
| 864 | 2007.06.11 02:10 | buy | 265 | 1.00 | 121.607 | 0.000 | 0.000 | ||
| 865 | 2007.06.11 02:10 | modify | 265 | 1.00 | 121.607 | 120.407 | 121.807 | ||
| 866 | 2007.06.11 03:15 | modify | 265 | 1.00 | 121.607 | 121.320 | 121.807 | ||
| 867 | 2007.06.11 05:55 | close | 265 | 1.00 | 121.635 | 121.320 | 121.807 | 2800.00 | 1739000.00 |
| 868 | 2007.06.11 23:00 | buy | 266 | 1.00 | 121.736 | 0.000 | 0.000 | ||
| 869 | 2007.06.11 23:00 | modify | 266 | 1.00 | 121.736 | 120.536 | 121.936 | ||
| 870 | 2007.06.12 01:50 | close | 266 | 1.00 | 121.724 | 120.536 | 121.936 | -1200.00 | 1737800.00 |
| 871 | 2007.06.13 22:55 | sell | 267 | 1.00 | 122.700 | 0.000 | 0.000 | ||
| 872 | 2007.06.13 22:55 | modify | 267 | 1.00 | 122.700 | 123.900 | 122.500 | ||
| 873 | 2007.06.14 00:35 | close | 267 | 1.00 | 122.620 | 123.900 | 122.500 | 8000.00 | 1745800.00 |
| 874 | 2007.06.27 22:30 | sell | 268 | 1.00 | 122.632 | 0.000 | 0.000 | ||
| 875 | 2007.06.27 22:30 | modify | 268 | 1.00 | 122.632 | 123.832 | 122.432 | ||
| 876 | 2007.06.28 01:30 | modify | 268 | 1.00 | 122.632 | 123.832 | 122.532 | ||
| 877 | 2007.06.28 03:55 | close | 268 | 1.00 | 123.056 | 123.832 | 122.532 | -42400.00 | 1703400.00 |
| 878 | 2007.06.28 04:20 | buy | 269 | 1.00 | 122.858 | 0.000 | 0.000 | ||
| 879 | 2007.06.28 04:20 | modify | 269 | 1.00 | 122.858 | 121.658 | 123.058 | ||
| 880 | 2007.06.28 07:10 | close | 269 | 1.00 | 122.943 | 121.658 | 123.058 | 8500.00 | 1711900.00 |
| 881 | 2007.07.02 23:15 | sell | 270 | 1.00 | 122.425 | 0.000 | 0.000 | ||
| 882 | 2007.07.02 23:15 | modify | 270 | 1.00 | 122.425 | 123.625 | 122.225 | ||
| 883 | 2007.07.03 02:00 | close | 270 | 1.00 | 122.263 | 123.625 | 122.225 | 16200.00 | 1728100.00 |
| 884 | 2007.07.09 05:50 | sell | 271 | 1.00 | 123.635 | 0.000 | 0.000 | ||
| 885 | 2007.07.09 05:50 | modify | 271 | 1.00 | 123.635 | 124.835 | 123.435 | ||
| 886 | 2007.07.09 07:50 | close | 271 | 1.00 | 123.625 | 124.835 | 123.435 | 1000.00 | 1729100.00 |
| 887 | 2007.07.12 05:15 | buy | 272 | 1.00 | 122.166 | 0.000 | 0.000 | ||
| 888 | 2007.07.12 05:15 | modify | 272 | 1.00 | 122.166 | 120.966 | 122.366 | ||
| 889 | 2007.07.12 06:58 | t/p | 272 | 1.00 | 122.365 | 120.966 | 122.366 | 19900.00 | 1749000.00 |
| 890 | 2007.07.16 04:25 | sell | 273 | 1.00 | 122.148 | 0.000 | 0.000 | ||
| 891 | 2007.07.16 04:25 | modify | 273 | 1.00 | 122.148 | 123.348 | 121.948 | ||
| 892 | 2007.07.16 06:00 | close | 273 | 1.00 | 122.044 | 123.348 | 121.948 | 10400.00 | 1759400.00 |
| 893 | 2007.07.16 08:00 | buy | 274 | 1.00 | 121.854 | 0.000 | 0.000 | ||
| 894 | 2007.07.16 08:00 | modify | 274 | 1.00 | 121.854 | 120.654 | 122.054 | ||
| 895 | 2007.07.16 14:55 | close | 274 | 1.00 | 121.759 | 120.654 | 122.054 | -9500.00 | 1749900.00 |
| 896 | 2007.07.16 20:40 | buy | 275 | 1.00 | 121.753 | 0.000 | 0.000 | ||
| 897 | 2007.07.16 20:40 | modify | 275 | 1.00 | 121.753 | 120.553 | 121.953 | ||
| 898 | 2007.07.16 23:05 | close | 275 | 1.00 | 121.854 | 120.553 | 121.953 | 10100.00 | 1760000.00 |
| 899 | 2007.07.23 00:05 | sell | 276 | 1.00 | 121.579 | 0.000 | 0.000 | ||
| 900 | 2007.07.23 00:05 | modify | 276 | 1.00 | 121.579 | 122.779 | 121.379 | ||