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 |
| 901 | 2007.07.23 01:25 | modify | 276 | 1.00 | 121.579 | 121.871 | 121.379 | ||
| 902 | 2007.07.23 01:30 | close | 276 | 1.00 | 121.406 | 121.871 | 121.379 | 17300.00 | 1777300.00 |
| 903 | 2007.07.23 03:25 | buy | 277 | 1.00 | 121.256 | 0.000 | 0.000 | ||
| 904 | 2007.07.23 03:25 | modify | 277 | 1.00 | 121.256 | 120.056 | 121.456 | ||
| 905 | 2007.07.23 04:25 | modify | 277 | 1.00 | 121.256 | 120.056 | 121.356 | ||
| 906 | 2007.07.23 05:35 | close | 277 | 1.00 | 121.072 | 120.056 | 121.356 | -18400.00 | 1758900.00 |
| 907 | 2007.07.25 07:25 | sell | 278 | 1.00 | 120.164 | 0.000 | 0.000 | ||
| 908 | 2007.07.25 07:25 | modify | 278 | 1.00 | 120.164 | 121.364 | 119.964 | ||
| 909 | 2007.07.25 09:30 | close | 278 | 1.00 | 120.040 | 121.364 | 119.964 | 12400.00 | 1771300.00 |
| 910 | 2007.07.27 03:00 | sell | 279 | 1.00 | 118.877 | 0.000 | 0.000 | ||
| 911 | 2007.07.27 03:00 | modify | 279 | 1.00 | 118.877 | 120.077 | 118.677 | ||
| 912 | 2007.07.27 07:40 | close | 279 | 1.00 | 119.002 | 120.077 | 118.677 | -12500.00 | 1758800.00 |
| 913 | 2007.07.31 03:55 | buy | 280 | 1.00 | 118.895 | 0.000 | 0.000 | ||
| 914 | 2007.07.31 03:55 | modify | 280 | 1.00 | 118.895 | 117.695 | 119.095 | ||
| 915 | 2007.07.31 04:05 | modify | 280 | 1.00 | 118.895 | 118.600 | 119.095 | ||
| 916 | 2007.07.31 04:10 | modify | 280 | 1.00 | 118.895 | 118.610 | 119.095 | ||
| 917 | 2007.07.31 06:50 | close | 280 | 1.00 | 119.009 | 118.610 | 119.095 | 11400.00 | 1770200.00 |
| 918 | 2007.08.02 03:15 | buy | 281 | 1.00 | 118.754 | 0.000 | 0.000 | ||
| 919 | 2007.08.02 03:15 | modify | 281 | 1.00 | 118.754 | 117.554 | 118.954 | ||
| 920 | 2007.08.02 04:55 | close | 281 | 1.00 | 118.912 | 117.554 | 118.954 | 15800.00 | 1786000.00 |
| 921 | 2007.08.08 22:10 | buy | 282 | 1.00 | 119.586 | 0.000 | 0.000 | ||
| 922 | 2007.08.08 22:10 | modify | 282 | 1.00 | 119.586 | 118.386 | 119.786 | ||
| 923 | 2007.08.08 23:10 | modify | 282 | 1.00 | 119.586 | 119.290 | 119.786 | ||
| 924 | 2007.08.08 23:15 | close | 282 | 1.00 | 119.736 | 119.290 | 119.786 | 15000.00 | 1801000.00 |
| 925 | 2007.08.10 05:45 | sell | 283 | 1.00 | 118.167 | 0.000 | 0.000 | ||
| 926 | 2007.08.10 05:45 | modify | 283 | 1.00 | 118.167 | 119.367 | 117.967 | ||
| 927 | 2007.08.10 06:05 | close | 283 | 1.00 | 118.043 | 119.367 | 117.967 | 12400.00 | 1813400.00 |
| 928 | 2007.08.13 00:20 | buy | 284 | 1.00 | 118.199 | 0.000 | 0.000 | ||
| 929 | 2007.08.13 00:20 | modify | 284 | 1.00 | 118.199 | 116.999 | 118.399 | ||
| 930 | 2007.08.13 00:53 | t/p | 284 | 1.00 | 118.407 | 116.999 | 118.399 | 20800.00 | 1834200.00 |
| 931 | 2007.08.14 04:55 | buy | 285 | 1.00 | 117.820 | 0.000 | 0.000 | ||
| 932 | 2007.08.14 04:55 | modify | 285 | 1.00 | 117.820 | 116.620 | 118.020 | ||
| 933 | 2007.08.14 06:15 | modify | 285 | 1.00 | 117.820 | 117.530 | 118.020 | ||
| 934 | 2007.08.14 06:20 | close | 285 | 1.00 | 117.990 | 117.530 | 118.020 | 17000.00 | 1851200.00 |
| 935 | 2007.08.16 00:00 | buy | 286 | 1.00 | 116.622 | 0.000 | 0.000 | ||
| 936 | 2007.08.16 00:00 | modify | 286 | 1.00 | 116.622 | 115.422 | 116.822 | ||
| 937 | 2007.08.16 03:10 | close | 286 | 1.00 | 116.448 | 115.422 | 116.822 | -17400.00 | 1833800.00 |
| 938 | 2007.08.16 03:45 | sell | 287 | 1.00 | 116.645 | 0.000 | 0.000 | ||
| 939 | 2007.08.16 03:45 | modify | 287 | 1.00 | 116.645 | 117.845 | 116.445 | ||
| 940 | 2007.08.16 03:55 | close | 287 | 1.00 | 116.514 | 117.845 | 116.445 | 13100.00 | 1846900.00 |
| 941 | 2007.08.16 23:05 | sell | 288 | 1.00 | 114.266 | 0.000 | 0.000 | ||
| 942 | 2007.08.16 23:05 | modify | 288 | 1.00 | 114.266 | 115.466 | 114.066 | ||
| 943 | 2007.08.16 23:06 | t/p | 288 | 1.00 | 114.062 | 115.466 | 114.066 | 20400.00 | 1867300.00 |
| 944 | 2007.08.22 23:55 | sell | 289 | 1.00 | 115.363 | 0.000 | 0.000 | ||
| 945 | 2007.08.22 23:55 | modify | 289 | 1.00 | 115.363 | 116.563 | 115.163 | ||
| 946 | 2007.08.23 02:10 | modify | 289 | 1.00 | 115.363 | 116.563 | 115.263 | ||
| 947 | 2007.08.23 03:20 | close | 289 | 1.00 | 115.965 | 116.563 | 115.263 | -60200.00 | 1807100.00 |
| 948 | 2007.08.23 08:05 | buy | 290 | 1.00 | 115.753 | 0.000 | 0.000 | ||
| 949 | 2007.08.23 08:05 | modify | 290 | 1.00 | 115.753 | 114.553 | 115.953 | ||
| 950 | 2007.08.23 09:10 | close | 290 | 1.00 | 115.886 | 114.553 | 115.953 | 13300.00 | 1820400.00 |
| 951 | 2007.08.27 04:30 | buy | 291 | 1.00 | 116.427 | 0.000 | 0.000 | ||
| 952 | 2007.08.27 04:30 | modify | 291 | 1.00 | 116.427 | 115.227 | 116.627 | ||
| 953 | 2007.08.27 11:40 | close | 291 | 1.00 | 116.250 | 115.227 | 116.627 | -17700.00 | 1802700.00 |
| 954 | 2007.08.29 07:00 | sell | 292 | 1.00 | 114.275 | 0.000 | 0.000 | ||
| 955 | 2007.08.29 07:00 | modify | 292 | 1.00 | 114.275 | 115.475 | 114.075 | ||
| 956 | 2007.08.29 12:15 | modify | 292 | 1.00 | 114.275 | 115.475 | 114.175 | ||
| 957 | 2007.08.29 14:10 | close | 292 | 1.00 | 114.877 | 115.475 | 114.175 | -60200.00 | 1742500.00 |
| 958 | 2007.09.05 06:00 | buy | 293 | 1.00 | 116.074 | 0.000 | 0.000 | ||
| 959 | 2007.09.05 06:00 | modify | 293 | 1.00 | 116.074 | 114.874 | 116.274 | ||
| 960 | 2007.09.05 09:40 | modify | 293 | 1.00 | 116.074 | 114.874 | 116.174 | ||
| 961 | 2007.09.05 10:20 | close | 293 | 1.00 | 115.872 | 114.874 | 116.174 | -20200.00 | 1722300.00 |
| 962 | 2007.09.06 05:05 | sell | 294 | 1.00 | 115.332 | 0.000 | 0.000 | ||
| 963 | 2007.09.06 05:05 | modify | 294 | 1.00 | 115.332 | 116.532 | 115.132 | ||
| 964 | 2007.09.06 08:30 | close | 294 | 1.00 | 115.257 | 116.532 | 115.132 | 7500.00 | 1729800.00 |
| 965 | 2007.09.10 06:55 | sell | 295 | 1.00 | 113.164 | 0.000 | 0.000 | ||
| 966 | 2007.09.10 06:55 | modify | 295 | 1.00 | 113.164 | 114.364 | 112.964 | ||
| 967 | 2007.09.10 09:55 | close | 295 | 1.00 | 113.078 | 114.364 | 112.964 | 8600.00 | 1738400.00 |
| 968 | 2007.09.11 02:25 | buy | 296 | 1.00 | 113.479 | 0.000 | 0.000 | ||
| 969 | 2007.09.11 02:25 | modify | 296 | 1.00 | 113.479 | 112.279 | 113.679 | ||
| 970 | 2007.09.11 03:05 | close | 296 | 1.00 | 113.653 | 112.279 | 113.679 | 17400.00 | 1755800.00 |
| 971 | 2007.09.13 23:25 | buy | 297 | 1.00 | 115.181 | 0.000 | 0.000 | ||
| 972 | 2007.09.13 23:25 | modify | 297 | 1.00 | 115.181 | 113.981 | 115.381 | ||
| 973 | 2007.09.14 00:50 | modify | 297 | 1.00 | 115.181 | 113.981 | 115.281 | ||
| 974 | 2007.09.14 03:50 | close | 297 | 1.00 | 114.943 | 113.981 | 115.281 | -23800.00 | 1732000.00 |
| 975 | 2007.09.18 21:30 | buy | 298 | 1.00 | 115.502 | 0.000 | 0.000 | ||
| 976 | 2007.09.18 21:30 | modify | 298 | 1.00 | 115.502 | 114.302 | 115.702 | ||
| 977 | 2007.09.18 21:35 | close | 298 | 1.00 | 115.634 | 114.302 | 115.702 | 13200.00 | 1745200.00 |
| 978 | 2007.09.21 02:30 | sell | 299 | 1.00 | 114.852 | 0.000 | 0.000 | ||
| 979 | 2007.09.21 02:30 | modify | 299 | 1.00 | 114.852 | 116.052 | 114.652 | ||
| 980 | 2007.09.21 07:30 | close | 299 | 1.00 | 114.906 | 116.052 | 114.652 | -5400.00 | 1739800.00 |
| 981 | 2007.09.26 06:10 | sell | 300 | 1.00 | 114.987 | 0.000 | 0.000 | ||
| 982 | 2007.09.26 06:10 | modify | 300 | 1.00 | 114.987 | 116.187 | 114.787 | ||
| 983 | 2007.09.26 07:20 | modify | 300 | 1.00 | 114.987 | 115.281 | 114.787 | ||
| 984 | 2007.09.26 07:25 | close | 300 | 1.00 | 114.847 | 115.281 | 114.787 | 14000.00 | 1753800.00 |
| 985 | 2007.09.26 20:35 | buy | 301 | 1.00 | 115.508 | 0.000 | 0.000 | ||
| 986 | 2007.09.26 20:35 | modify | 301 | 1.00 | 115.508 | 114.308 | 115.708 | ||
| 987 | 2007.09.26 22:15 | close | 301 | 1.00 | 115.549 | 114.308 | 115.708 | 4100.00 | 1757900.00 |
| 988 | 2007.10.01 02:45 | sell | 302 | 1.00 | 114.943 | 0.000 | 0.000 | ||
| 989 | 2007.10.01 02:45 | modify | 302 | 1.00 | 114.943 | 116.143 | 114.743 | ||
| 990 | 2007.10.01 02:55 | close | 302 | 1.00 | 114.811 | 116.143 | 114.743 | 13200.00 | 1771100.00 |
| 991 | 2007.10.02 06:00 | buy | 303 | 1.00 | 115.416 | 0.000 | 0.000 | ||
| 992 | 2007.10.02 06:00 | modify | 303 | 1.00 | 115.416 | 114.216 | 115.616 | ||
| 993 | 2007.10.02 08:00 | close | 303 | 1.00 | 115.438 | 114.216 | 115.616 | 2200.00 | 1773300.00 |
| 994 | 2007.10.16 23:50 | sell | 304 | 1.00 | 116.848 | 0.000 | 0.000 | ||
| 995 | 2007.10.16 23:50 | modify | 304 | 1.00 | 116.848 | 118.048 | 116.648 | ||
| 996 | 2007.10.17 03:20 | close | 304 | 1.00 | 116.853 | 118.048 | 116.648 | -500.00 | 1772800.00 |
| 997 | 2007.10.18 08:40 | sell | 305 | 1.00 | 116.565 | 0.000 | 0.000 | ||
| 998 | 2007.10.18 08:40 | modify | 305 | 1.00 | 116.565 | 117.765 | 116.365 | ||
| 999 | 2007.10.18 10:35 | close | 305 | 1.00 | 116.473 | 117.765 | 116.365 | 9200.00 | 1782000.00 |
| 1000 | 2007.10.22 06:50 | sell | 306 | 1.00 | 114.145 | 0.000 | 0.000 | ||
| 1001 | 2007.10.22 06:50 | modify | 306 | 1.00 | 114.145 | 115.345 | 113.945 | ||
| 1002 | 2007.10.22 09:49 | t/p | 306 | 1.00 | 113.941 | 115.345 | 113.945 | 20400.00 | 1802400.00 |
| 1003 | 2007.11.01 06:55 | buy | 307 | 1.00 | 115.303 | 0.000 | 0.000 | ||
| 1004 | 2007.11.01 06:55 | modify | 307 | 1.00 | 115.303 | 114.103 | 115.503 | ||
| 1005 | 2007.11.01 09:35 | close | 307 | 1.00 | 115.431 | 114.103 | 115.503 | 12800.00 | 1815200.00 |
| 1006 | 2007.11.02 05:00 | sell | 308 | 1.00 | 114.845 | 0.000 | 0.000 | ||
| 1007 | 2007.11.02 05:00 | modify | 308 | 1.00 | 114.845 | 116.045 | 114.645 | ||
| 1008 | 2007.11.02 07:35 | close | 308 | 1.00 | 114.704 | 116.045 | 114.645 | 14100.00 | 1829300.00 |
| 1009 | 2007.11.12 19:35 | sell | 309 | 1.00 | 110.060 | 0.000 | 0.000 | ||
| 1010 | 2007.11.12 19:35 | modify | 309 | 1.00 | 110.060 | 111.260 | 109.860 | ||
| 1011 | 2007.11.12 19:50 | close | 309 | 1.00 | 109.946 | 111.260 | 109.860 | 11400.00 | 1840700.00 |
| 1012 | 2007.11.13 02:35 | sell | 310 | 1.00 | 109.854 | 0.000 | 0.000 | ||
| 1013 | 2007.11.13 02:35 | modify | 310 | 1.00 | 109.854 | 111.054 | 109.654 | ||
| 1014 | 2007.11.13 03:55 | modify | 310 | 1.00 | 109.854 | 111.054 | 109.754 | ||
| 1015 | 2007.11.13 05:00 | close | 310 | 1.00 | 110.039 | 111.054 | 109.754 | -18500.00 | 1822200.00 |
| 1016 | 2007.11.13 23:15 | sell | 311 | 1.00 | 110.924 | 0.000 | 0.000 | ||
| 1017 | 2007.11.13 23:15 | modify | 311 | 1.00 | 110.924 | 112.124 | 110.724 | ||
| 1018 | 2007.11.14 00:00 | close | 311 | 1.00 | 110.924 | 112.124 | 110.724 | 0.00 | 1822200.00 |
| 1019 | 2007.11.14 04:20 | buy | 312 | 1.00 | 110.906 | 0.000 | 0.000 | ||
| 1020 | 2007.11.14 04:20 | modify | 312 | 1.00 | 110.906 | 109.706 | 111.106 | ||
| 1021 | 2007.11.14 05:15 | close | 312 | 1.00 | 111.027 | 109.706 | 111.106 | 12100.00 | 1834300.00 |
| 1022 | 2007.11.14 22:55 | buy | 313 | 1.00 | 111.316 | 0.000 | 0.000 | ||
| 1023 | 2007.11.14 22:55 | modify | 313 | 1.00 | 111.316 | 110.116 | 111.516 | ||
| 1024 | 2007.11.14 23:10 | close | 313 | 1.00 | 111.435 | 110.116 | 111.516 | 11900.00 | 1846200.00 |
| 1025 | 2007.11.19 04:35 | buy | 314 | 1.00 | 110.726 | 0.000 | 0.000 | ||
| 1026 | 2007.11.19 04:35 | modify | 314 | 1.00 | 110.726 | 109.526 | 110.926 | ||
| 1027 | 2007.11.19 11:45 | close | 314 | 1.00 | 110.398 | 109.526 | 110.926 | -32800.00 | 1813400.00 |
| 1028 | 2007.11.20 06:50 | sell | 315 | 1.00 | 109.996 | 0.000 | 0.000 | ||
| 1029 | 2007.11.20 06:50 | modify | 315 | 1.00 | 109.996 | 111.196 | 109.796 | ||
| 1030 | 2007.11.20 07:55 | modify | 315 | 1.00 | 109.996 | 111.196 | 109.896 | ||
| 1031 | 2007.11.20 11:00 | close | 315 | 1.00 | 110.176 | 111.196 | 109.896 | -18000.00 | 1795400.00 |
| 1032 | 2007.11.21 22:10 | sell | 316 | 1.00 | 108.793 | 0.000 | 0.000 | ||
| 1033 | 2007.11.21 22:10 | modify | 316 | 1.00 | 108.793 | 109.993 | 108.593 | ||
| 1034 | 2007.11.21 22:20 | close | 316 | 1.00 | 108.638 | 109.993 | 108.593 | 15500.00 | 1810900.00 |
| 1035 | 2007.11.26 01:15 | sell | 317 | 1.00 | 108.500 | 0.000 | 0.000 | ||
| 1036 | 2007.11.26 01:15 | modify | 317 | 1.00 | 108.500 | 109.700 | 108.300 | ||
| 1037 | 2007.11.26 05:00 | close | 317 | 1.00 | 108.577 | 109.700 | 108.300 | -7700.00 | 1803200.00 |
| 1038 | 2007.11.27 05:05 | sell | 318 | 1.00 | 107.842 | 0.000 | 0.000 | ||
| 1039 | 2007.11.27 05:05 | modify | 318 | 1.00 | 107.842 | 109.042 | 107.642 | ||
| 1040 | 2007.11.27 05:20 | modify | 318 | 1.00 | 107.842 | 109.042 | 107.742 | ||
| 1041 | 2007.11.27 06:55 | close | 318 | 1.00 | 108.274 | 109.042 | 107.742 | -43200.00 | 1760000.00 |
| 1042 | 2007.11.28 02:45 | buy | 319 | 1.00 | 108.508 | 0.000 | 0.000 | ||
| 1043 | 2007.11.28 02:45 | modify | 319 | 1.00 | 108.508 | 107.308 | 108.708 | ||
| 1044 | 2007.11.28 03:50 | close | 319 | 1.00 | 108.671 | 107.308 | 108.708 | 16300.00 | 1776300.00 |
| 1045 | 2007.12.03 02:45 | buy | 320 | 1.00 | 110.779 | 0.000 | 0.000 | ||
| 1046 | 2007.12.03 02:45 | modify | 320 | 1.00 | 110.779 | 109.579 | 110.979 | ||
| 1047 | 2007.12.03 05:40 | close | 320 | 1.00 | 110.661 | 109.579 | 110.979 | -11800.00 | 1764500.00 |
| 1048 | 2007.12.12 02:40 | sell | 321 | 1.00 | 110.960 | 0.000 | 0.000 | ||
| 1049 | 2007.12.12 02:40 | modify | 321 | 1.00 | 110.960 | 112.160 | 110.760 | ||
| 1050 | 2007.12.12 03:05 | close | 321 | 1.00 | 110.821 | 112.160 | 110.760 | 13900.00 | 1778400.00 |