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 |
| 1051 | 2007.12.12 07:25 | sell | 322 | 1.00 | 111.025 | 0.000 | 0.000 | ||
| 1052 | 2007.12.12 07:25 | modify | 322 | 1.00 | 111.025 | 112.225 | 110.825 | ||
| 1053 | 2007.12.12 11:35 | close | 322 | 1.00 | 111.141 | 112.225 | 110.825 | -11600.00 | 1766800.00 |
| 1054 | 2007.12.12 22:15 | buy | 323 | 1.00 | 111.901 | 0.000 | 0.000 | ||
| 1055 | 2007.12.12 22:15 | modify | 323 | 1.00 | 111.901 | 110.701 | 112.101 | ||
| 1056 | 2007.12.12 22:30 | modify | 323 | 1.00 | 111.901 | 111.610 | 112.101 | ||
| 1057 | 2007.12.12 22:49 | t/p | 323 | 1.00 | 112.101 | 111.610 | 112.101 | 20000.00 | 1786800.00 |
| 1058 | 2007.12.13 02:10 | buy | 324 | 1.00 | 111.938 | 0.000 | 0.000 | ||
| 1059 | 2007.12.13 02:10 | modify | 324 | 1.00 | 111.938 | 110.738 | 112.138 | ||
| 1060 | 2007.12.13 09:25 | close | 324 | 1.00 | 111.696 | 110.738 | 112.138 | -24200.00 | 1762600.00 |
| 1061 | 2007.12.14 08:50 | buy | 325 | 1.00 | 112.319 | 0.000 | 0.000 | ||
| 1062 | 2007.12.14 08:50 | modify | 325 | 1.00 | 112.319 | 111.119 | 112.519 | ||
| 1063 | 2007.12.14 09:25 | modify | 325 | 1.00 | 112.319 | 112.025 | 112.519 | ||
| 1064 | 2007.12.14 09:30 | close | 325 | 1.00 | 112.430 | 112.025 | 112.519 | 11100.00 | 1773700.00 |
| 1065 | 2007.12.14 19:10 | sell | 326 | 1.00 | 113.525 | 0.000 | 0.000 | ||
| 1066 | 2007.12.14 19:10 | modify | 326 | 1.00 | 113.525 | 114.725 | 113.325 | ||
| 1067 | 2007.12.14 19:30 | close | 326 | 1.00 | 113.446 | 114.725 | 113.325 | 7900.00 | 1781600.00 |
| 1068 | 2007.12.17 02:20 | buy | 327 | 1.00 | 113.131 | 0.000 | 0.000 | ||
| 1069 | 2007.12.17 02:20 | modify | 327 | 1.00 | 113.131 | 111.931 | 113.331 | ||
| 1070 | 2007.12.17 02:55 | close | 327 | 1.00 | 113.290 | 111.931 | 113.331 | 15900.00 | 1797500.00 |
| 1071 | 2007.12.18 04:05 | sell | 328 | 1.00 | 113.090 | 0.000 | 0.000 | ||
| 1072 | 2007.12.18 04:05 | modify | 328 | 1.00 | 113.090 | 114.290 | 112.890 | ||
| 1073 | 2007.12.18 08:40 | close | 328 | 1.00 | 112.989 | 114.290 | 112.890 | 10100.00 | 1807600.00 |
| 1074 | 2008.01.02 19:50 | buy | 329 | 1.00 | 109.436 | 0.000 | 0.000 | ||
| 1075 | 2008.01.02 19:50 | modify | 329 | 1.00 | 109.436 | 108.236 | 109.636 | ||
| 1076 | 2008.01.02 21:15 | modify | 329 | 1.00 | 109.436 | 109.140 | 109.636 | ||
| 1077 | 2008.01.02 21:20 | close | 329 | 1.00 | 109.622 | 109.140 | 109.636 | 18600.00 | 1826200.00 |
| 1078 | 2008.01.08 23:35 | buy | 330 | 1.00 | 108.878 | 0.000 | 0.000 | ||
| 1079 | 2008.01.08 23:35 | modify | 330 | 1.00 | 108.878 | 107.678 | 109.078 | ||
| 1080 | 2008.01.09 01:15 | modify | 330 | 1.00 | 108.878 | 108.585 | 109.078 | ||
| 1081 | 2008.01.09 02:50 | close | 330 | 1.00 | 109.000 | 108.585 | 109.078 | 12200.00 | 1838400.00 |
| 1082 | 2008.01.10 04:15 | buy | 331 | 1.00 | 109.747 | 0.000 | 0.000 | ||
| 1083 | 2008.01.10 04:15 | modify | 331 | 1.00 | 109.747 | 108.547 | 109.947 | ||
| 1084 | 2008.01.10 06:10 | close | 331 | 1.00 | 109.792 | 108.547 | 109.947 | 4500.00 | 1842900.00 |
| 1085 | 2008.01.11 07:45 | buy | 332 | 1.00 | 109.088 | 0.000 | 0.000 | ||
| 1086 | 2008.01.11 07:45 | modify | 332 | 1.00 | 109.088 | 107.888 | 109.288 | ||
| 1087 | 2008.01.11 10:20 | close | 332 | 1.00 | 109.178 | 107.888 | 109.288 | 9000.00 | 1851900.00 |
| 1088 | 2008.01.16 07:40 | buy | 333 | 1.00 | 106.044 | 0.000 | 0.000 | ||
| 1089 | 2008.01.16 07:40 | modify | 333 | 1.00 | 106.044 | 104.844 | 106.244 | ||
| 1090 | 2008.01.16 08:45 | close | 333 | 1.00 | 106.190 | 104.844 | 106.244 | 14600.00 | 1866500.00 |
| 1091 | 2008.01.17 02:50 | buy | 334 | 1.00 | 107.088 | 0.000 | 0.000 | ||
| 1092 | 2008.01.17 02:50 | modify | 334 | 1.00 | 107.088 | 105.888 | 107.288 | ||
| 1093 | 2008.01.17 04:35 | close | 334 | 1.00 | 107.188 | 105.888 | 107.288 | 10000.00 | 1876500.00 |
| 1094 | 2008.01.18 03:10 | sell | 335 | 1.00 | 106.813 | 0.000 | 0.000 | ||
| 1095 | 2008.01.18 03:10 | modify | 335 | 1.00 | 106.813 | 108.013 | 106.613 | ||
| 1096 | 2008.01.18 03:15 | close | 335 | 1.00 | 106.688 | 108.013 | 106.613 | 12500.00 | 1889000.00 |
| 1097 | 2008.01.18 06:45 | sell | 336 | 1.00 | 107.095 | 0.000 | 0.000 | ||
| 1098 | 2008.01.18 06:45 | modify | 336 | 1.00 | 107.095 | 108.295 | 106.895 | ||
| 1099 | 2008.01.18 07:45 | close | 336 | 1.00 | 106.966 | 108.295 | 106.895 | 12900.00 | 1901900.00 |
| 1100 | 2008.01.21 02:10 | sell | 337 | 1.00 | 106.935 | 0.000 | 0.000 | ||
| 1101 | 2008.01.21 02:10 | modify | 337 | 1.00 | 106.935 | 108.135 | 106.735 | ||
| 1102 | 2008.01.21 02:30 | close | 337 | 1.00 | 106.808 | 108.135 | 106.735 | 12700.00 | 1914600.00 |
| 1103 | 2008.01.22 01:55 | buy | 338 | 1.00 | 105.638 | 0.000 | 0.000 | ||
| 1104 | 2008.01.22 01:55 | modify | 338 | 1.00 | 105.638 | 104.438 | 105.838 | ||
| 1105 | 2008.01.22 02:05 | close | 338 | 1.00 | 105.742 | 104.438 | 105.838 | 10400.00 | 1925000.00 |
| 1106 | 2008.01.22 03:25 | sell | 339 | 1.00 | 106.024 | 0.000 | 0.000 | ||
| 1107 | 2008.01.22 03:25 | modify | 339 | 1.00 | 106.024 | 107.224 | 105.824 | ||
| 1108 | 2008.01.22 04:30 | modify | 339 | 1.00 | 106.024 | 107.224 | 105.924 | ||
| 1109 | 2008.01.22 06:20 | close | 339 | 1.00 | 106.130 | 107.224 | 105.924 | -10600.00 | 1914400.00 |
| 1110 | 2008.01.22 21:10 | buy | 340 | 1.00 | 106.431 | 0.000 | 0.000 | ||
| 1111 | 2008.01.22 21:10 | modify | 340 | 1.00 | 106.431 | 105.231 | 106.631 | ||
| 1112 | 2008.01.22 22:40 | close | 340 | 1.00 | 106.566 | 105.231 | 106.631 | 13500.00 | 1927900.00 |
| 1113 | 2008.01.23 05:25 | buy | 341 | 1.00 | 106.599 | 0.000 | 0.000 | ||
| 1114 | 2008.01.23 05:25 | modify | 341 | 1.00 | 106.599 | 105.399 | 106.799 | ||
| 1115 | 2008.01.23 06:40 | modify | 341 | 1.00 | 106.599 | 105.399 | 106.699 | ||
| 1116 | 2008.01.23 09:40 | close | 341 | 1.00 | 106.530 | 105.399 | 106.699 | -6900.00 | 1921000.00 |
| 1117 | 2008.01.28 07:10 | buy | 342 | 1.00 | 106.217 | 0.000 | 0.000 | ||
| 1118 | 2008.01.28 07:10 | modify | 342 | 1.00 | 106.217 | 105.017 | 106.417 | ||
| 1119 | 2008.01.28 09:29 | t/p | 342 | 1.00 | 106.417 | 105.017 | 106.417 | 20000.00 | 1941000.00 |
| 1120 | 2008.01.31 06:20 | sell | 343 | 1.00 | 106.578 | 0.000 | 0.000 | ||
| 1121 | 2008.01.31 06:20 | modify | 343 | 1.00 | 106.578 | 107.778 | 106.378 | ||
| 1122 | 2008.01.31 07:05 | close | 343 | 1.00 | 106.442 | 107.778 | 106.378 | 13600.00 | 1954600.00 |
| 1123 | 2008.02.14 01:10 | buy | 344 | 1.00 | 108.116 | 0.000 | 0.000 | ||
| 1124 | 2008.02.14 01:10 | modify | 344 | 1.00 | 108.116 | 106.916 | 108.316 | ||
| 1125 | 2008.02.14 01:55 | close | 344 | 1.00 | 108.260 | 106.916 | 108.316 | 14400.00 | 1969000.00 |
| 1126 | 2008.02.21 01:25 | buy | 345 | 1.00 | 107.983 | 0.000 | 0.000 | ||
| 1127 | 2008.02.21 01:25 | modify | 345 | 1.00 | 107.983 | 106.783 | 108.183 | ||
| 1128 | 2008.02.21 02:35 | modify | 345 | 1.00 | 107.983 | 107.685 | 108.183 | ||
| 1129 | 2008.02.21 02:40 | close | 345 | 1.00 | 108.095 | 107.685 | 108.183 | 11200.00 | 1980200.00 |
| 1130 | 2008.02.22 02:40 | sell | 346 | 1.00 | 107.534 | 0.000 | 0.000 | ||
| 1131 | 2008.02.22 02:40 | modify | 346 | 1.00 | 107.534 | 108.734 | 107.334 | ||
| 1132 | 2008.02.22 04:30 | modify | 346 | 1.00 | 107.534 | 107.831 | 107.334 | ||
| 1133 | 2008.02.22 04:35 | close | 346 | 1.00 | 107.386 | 107.831 | 107.334 | 14800.00 | 1995000.00 |
| 1134 | 2008.02.22 08:10 | sell | 347 | 1.00 | 107.543 | 0.000 | 0.000 | ||
| 1135 | 2008.02.22 08:10 | modify | 347 | 1.00 | 107.543 | 108.743 | 107.343 | ||
| 1136 | 2008.02.22 08:45 | modify | 347 | 1.00 | 107.543 | 107.841 | 107.343 | ||
| 1137 | 2008.02.22 08:50 | close | 347 | 1.00 | 107.428 | 107.841 | 107.343 | 11500.00 | 2006500.00 |
| 1138 | 2008.02.25 01:50 | sell | 348 | 1.00 | 107.362 | 0.000 | 0.000 | ||
| 1139 | 2008.02.25 01:50 | modify | 348 | 1.00 | 107.362 | 108.562 | 107.162 | ||
| 1140 | 2008.02.25 03:15 | close | 348 | 1.00 | 107.253 | 108.562 | 107.162 | 10900.00 | 2017400.00 |
| 1141 | 2008.02.25 08:45 | buy | 349 | 1.00 | 107.249 | 0.000 | 0.000 | ||
| 1142 | 2008.02.25 08:45 | modify | 349 | 1.00 | 107.249 | 106.049 | 107.449 | ||
| 1143 | 2008.02.25 09:35 | modify | 349 | 1.00 | 107.249 | 106.950 | 107.449 | ||
| 1144 | 2008.02.25 09:45 | close | 349 | 1.00 | 107.395 | 106.950 | 107.449 | 14600.00 | 2032000.00 |
| 1145 | 2008.02.26 05:40 | buy | 350 | 1.00 | 107.884 | 0.000 | 0.000 | ||
| 1146 | 2008.02.26 05:40 | modify | 350 | 1.00 | 107.884 | 106.684 | 108.084 | ||
| 1147 | 2008.02.26 08:50 | close | 350 | 1.00 | 107.987 | 106.684 | 108.084 | 10300.00 | 2042300.00 |
| 1148 | 2008.02.26 21:35 | buy | 351 | 1.00 | 107.281 | 0.000 | 0.000 | ||
| 1149 | 2008.02.26 21:35 | modify | 351 | 1.00 | 107.281 | 106.081 | 107.481 | ||
| 1150 | 2008.02.27 04:45 | close | 351 | 1.00 | 107.125 | 106.081 | 107.481 | -15600.00 | 2026700.00 |
| 1151 | 2008.02.29 04:00 | buy | 352 | 1.00 | 104.608 | 0.000 | 0.000 | ||
| 1152 | 2008.02.29 04:00 | modify | 352 | 1.00 | 104.608 | 103.408 | 104.808 | ||
| 1153 | 2008.02.29 04:35 | close | 352 | 1.00 | 104.717 | 103.408 | 104.808 | 10900.00 | 2037600.00 |
| 1154 | 2008.03.03 02:00 | buy | 353 | 1.00 | 103.109 | 0.000 | 0.000 | ||
| 1155 | 2008.03.03 02:00 | modify | 353 | 1.00 | 103.109 | 101.909 | 103.309 | ||
| 1156 | 2008.03.03 06:35 | close | 353 | 1.00 | 103.147 | 101.909 | 103.309 | 3800.00 | 2041400.00 |
| 1157 | 2008.03.03 06:55 | sell | 354 | 1.00 | 103.272 | 0.000 | 0.000 | ||
| 1158 | 2008.03.03 06:55 | modify | 354 | 1.00 | 103.272 | 104.472 | 103.072 | ||
| 1159 | 2008.03.03 07:55 | close | 354 | 1.00 | 103.144 | 104.472 | 103.072 | 12800.00 | 2054200.00 |
| 1160 | 2008.03.04 02:30 | buy | 355 | 1.00 | 103.282 | 0.000 | 0.000 | ||
| 1161 | 2008.03.04 02:30 | modify | 355 | 1.00 | 103.282 | 102.082 | 103.482 | ||
| 1162 | 2008.03.04 03:55 | close | 355 | 1.00 | 103.443 | 102.082 | 103.482 | 16100.00 | 2070300.00 |
| 1163 | 2008.03.06 02:20 | buy | 356 | 1.00 | 103.813 | 0.000 | 0.000 | ||
| 1164 | 2008.03.06 02:20 | modify | 356 | 1.00 | 103.813 | 102.613 | 104.013 | ||
| 1165 | 2008.03.06 05:25 | close | 356 | 1.00 | 103.913 | 102.613 | 104.013 | 10000.00 | 2080300.00 |
| 1166 | 2008.03.06 08:05 | buy | 357 | 1.00 | 103.810 | 0.000 | 0.000 | ||
| 1167 | 2008.03.06 08:05 | modify | 357 | 1.00 | 103.810 | 102.610 | 104.010 | ||
| 1168 | 2008.03.06 11:00 | modify | 357 | 1.00 | 103.810 | 102.610 | 103.910 | ||
| 1169 | 2008.03.06 15:15 | close | 357 | 1.00 | 103.497 | 102.610 | 103.910 | -31300.00 | 2049000.00 |
| 1170 | 2008.03.11 23:10 | sell | 358 | 1.00 | 103.529 | 0.000 | 0.000 | ||
| 1171 | 2008.03.11 23:10 | modify | 358 | 1.00 | 103.529 | 104.729 | 103.329 | ||
| 1172 | 2008.03.11 23:15 | close | 358 | 1.00 | 103.512 | 104.729 | 103.329 | 1700.00 | 2050700.00 |
| 1173 | 2008.03.12 03:40 | buy | 359 | 1.00 | 103.159 | 0.000 | 0.000 | ||
| 1174 | 2008.03.12 03:40 | modify | 359 | 1.00 | 103.159 | 101.959 | 103.359 | ||
| 1175 | 2008.03.12 10:00 | close | 359 | 1.00 | 103.066 | 101.959 | 103.359 | -9300.00 | 2041400.00 |
| 1176 | 2008.03.12 22:25 | buy | 360 | 1.00 | 101.769 | 0.000 | 0.000 | ||
| 1177 | 2008.03.12 22:25 | modify | 360 | 1.00 | 101.769 | 100.569 | 101.969 | ||
| 1178 | 2008.03.13 00:45 | close | 360 | 1.00 | 101.176 | 100.569 | 101.969 | -59300.00 | 1982100.00 |
| 1179 | 2008.03.13 06:05 | buy | 361 | 1.00 | 101.033 | 0.000 | 0.000 | ||
| 1180 | 2008.03.13 06:05 | modify | 361 | 1.00 | 101.033 | 99.833 | 101.233 | ||
| 1181 | 2008.03.13 06:30 | close | 361 | 1.00 | 100.289 | 99.833 | 101.233 | -74400.00 | 1907700.00 |
| 1182 | 2008.03.13 08:00 | buy | 362 | 1.00 | 100.247 | 0.000 | 0.000 | ||
| 1183 | 2008.03.13 08:00 | modify | 362 | 1.00 | 100.247 | 99.047 | 100.447 | ||
| 1184 | 2008.03.13 08:25 | close | 362 | 1.00 | 100.346 | 99.047 | 100.447 | 9900.00 | 1917600.00 |
| 1185 | 2008.03.14 03:20 | sell | 363 | 1.00 | 100.845 | 0.000 | 0.000 | ||
| 1186 | 2008.03.14 03:20 | modify | 363 | 1.00 | 100.845 | 102.045 | 100.645 | ||
| 1187 | 2008.03.14 04:55 | close | 363 | 1.00 | 100.719 | 102.045 | 100.645 | 12600.00 | 1930200.00 |
| 1188 | 2008.03.17 21:05 | sell | 364 | 1.00 | 97.276 | 0.000 | 0.000 | ||
| 1189 | 2008.03.17 21:05 | modify | 364 | 1.00 | 97.276 | 98.476 | 97.076 | ||
| 1190 | 2008.03.17 21:12 | t/p | 364 | 1.00 | 97.071 | 98.476 | 97.076 | 20500.00 | 1950700.00 |
| 1191 | 2008.03.19 00:25 | sell | 365 | 1.00 | 99.908 | 0.000 | 0.000 | ||
| 1192 | 2008.03.19 00:25 | modify | 365 | 1.00 | 99.908 | 101.108 | 99.708 | ||
| 1193 | 2008.03.19 00:30 | close | 365 | 1.00 | 99.962 | 101.108 | 99.708 | -5400.00 | 1945300.00 |
| 1194 | 2008.03.19 03:10 | buy | 366 | 1.00 | 99.610 | 0.000 | 0.000 | ||
| 1195 | 2008.03.19 03:10 | modify | 366 | 1.00 | 99.610 | 98.410 | 99.810 | ||
| 1196 | 2008.03.19 04:02 | t/p | 366 | 1.00 | 99.805 | 98.410 | 99.810 | 19500.00 | 1964800.00 |
| 1197 | 2008.03.19 06:20 | buy | 367 | 1.00 | 99.379 | 0.000 | 0.000 | ||
| 1198 | 2008.03.19 06:20 | modify | 367 | 1.00 | 99.379 | 98.179 | 99.579 | ||
| 1199 | 2008.03.19 06:24 | t/p | 367 | 1.00 | 99.590 | 98.179 | 99.579 | 21100.00 | 1985900.00 |
| 1200 | 2008.03.19 07:50 | buy | 368 | 1.00 | 99.159 | 0.000 | 0.000 | ||