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 |
| 1201 | 2008.03.19 07:50 | modify | 368 | 1.00 | 99.159 | 97.959 | 99.359 | ||
| 1202 | 2008.03.19 09:15 | close | 368 | 1.00 | 99.265 | 97.959 | 99.359 | 10600.00 | 1996500.00 |
| 1203 | 2008.03.20 22:25 | sell | 369 | 1.00 | 99.296 | 0.000 | 0.000 | ||
| 1204 | 2008.03.20 22:25 | modify | 369 | 1.00 | 99.296 | 100.496 | 99.096 | ||
| 1205 | 2008.03.20 22:45 | close | 369 | 1.00 | 99.196 | 100.496 | 99.096 | 10000.00 | 2006500.00 |
| 1206 | 2008.03.25 00:55 | buy | 370 | 1.00 | 100.584 | 0.000 | 0.000 | ||
| 1207 | 2008.03.25 00:55 | modify | 370 | 1.00 | 100.584 | 99.384 | 100.784 | ||
| 1208 | 2008.03.25 01:40 | close | 370 | 1.00 | 100.726 | 99.384 | 100.784 | 14200.00 | 2020700.00 |
| 1209 | 2008.03.25 05:35 | buy | 371 | 1.00 | 100.539 | 0.000 | 0.000 | ||
| 1210 | 2008.03.25 05:35 | modify | 371 | 1.00 | 100.539 | 99.339 | 100.739 | ||
| 1211 | 2008.03.25 08:45 | modify | 371 | 1.00 | 100.539 | 99.339 | 100.639 | ||
| 1212 | 2008.03.25 10:05 | close | 371 | 1.00 | 100.393 | 99.339 | 100.639 | -14600.00 | 2006100.00 |
| 1213 | 2008.03.31 03:00 | sell | 372 | 1.00 | 99.347 | 0.000 | 0.000 | ||
| 1214 | 2008.03.31 03:00 | modify | 372 | 1.00 | 99.347 | 100.547 | 99.147 | ||
| 1215 | 2008.03.31 03:50 | modify | 372 | 1.00 | 99.347 | 100.547 | 99.247 | ||
| 1216 | 2008.03.31 05:35 | close | 372 | 1.00 | 99.919 | 100.547 | 99.247 | -57200.00 | 1948900.00 |
| 1217 | 2008.03.31 07:45 | buy | 373 | 1.00 | 99.651 | 0.000 | 0.000 | ||
| 1218 | 2008.03.31 07:45 | modify | 373 | 1.00 | 99.651 | 98.451 | 99.851 | ||
| 1219 | 2008.03.31 08:00 | close | 373 | 1.00 | 99.761 | 98.451 | 99.851 | 11000.00 | 1959900.00 |
| 1220 | 2008.04.02 03:00 | buy | 374 | 1.00 | 101.536 | 0.000 | 0.000 | ||
| 1221 | 2008.04.02 03:00 | modify | 374 | 1.00 | 101.536 | 100.336 | 101.736 | ||
| 1222 | 2008.04.02 03:22 | t/p | 374 | 1.00 | 101.737 | 100.336 | 101.736 | 20100.00 | 1980000.00 |
| 1223 | 2008.04.02 20:10 | buy | 375 | 1.00 | 102.434 | 0.000 | 0.000 | ||
| 1224 | 2008.04.02 20:10 | modify | 375 | 1.00 | 102.434 | 101.234 | 102.634 | ||
| 1225 | 2008.04.02 20:45 | close | 375 | 1.00 | 102.549 | 101.234 | 102.634 | 11500.00 | 1991500.00 |
| 1226 | 2008.04.02 22:15 | buy | 376 | 1.00 | 102.274 | 0.000 | 0.000 | ||
| 1227 | 2008.04.02 22:15 | modify | 376 | 1.00 | 102.274 | 101.074 | 102.474 | ||
| 1228 | 2008.04.02 23:00 | close | 376 | 1.00 | 102.433 | 101.074 | 102.474 | 15900.00 | 2007400.00 |
| 1229 | 2008.04.04 02:15 | sell | 377 | 1.00 | 102.424 | 0.000 | 0.000 | ||
| 1230 | 2008.04.04 02:15 | modify | 377 | 1.00 | 102.424 | 103.624 | 102.224 | ||
| 1231 | 2008.04.04 03:20 | close | 377 | 1.00 | 102.298 | 103.624 | 102.224 | 12600.00 | 2020000.00 |
| 1232 | 2008.04.09 08:05 | buy | 378 | 1.00 | 102.329 | 0.000 | 0.000 | ||
| 1233 | 2008.04.09 08:05 | modify | 378 | 1.00 | 102.329 | 101.129 | 102.529 | ||
| 1234 | 2008.04.09 08:40 | close | 378 | 1.00 | 102.421 | 101.129 | 102.529 | 9200.00 | 2029200.00 |
| 1235 | 2008.04.10 09:00 | buy | 379 | 1.00 | 100.816 | 0.000 | 0.000 | ||
| 1236 | 2008.04.10 09:00 | modify | 379 | 1.00 | 100.816 | 99.616 | 101.016 | ||
| 1237 | 2008.04.10 09:20 | close | 379 | 1.00 | 100.929 | 99.616 | 101.016 | 11300.00 | 2040500.00 |
| 1238 | 2008.04.16 05:40 | buy | 380 | 1.00 | 101.625 | 0.000 | 0.000 | ||
| 1239 | 2008.04.16 05:40 | modify | 380 | 1.00 | 101.625 | 100.425 | 101.825 | ||
| 1240 | 2008.04.16 06:35 | close | 380 | 1.00 | 101.742 | 100.425 | 101.825 | 11700.00 | 2052200.00 |
| 1241 | 2008.04.17 06:35 | buy | 381 | 1.00 | 101.786 | 0.000 | 0.000 | ||
| 1242 | 2008.04.17 06:35 | modify | 381 | 1.00 | 101.786 | 100.586 | 101.986 | ||
| 1243 | 2008.04.17 07:30 | close | 381 | 1.00 | 101.916 | 100.586 | 101.986 | 13000.00 | 2065200.00 |
| 1244 | 2008.04.18 20:40 | buy | 382 | 1.00 | 104.124 | 0.000 | 0.000 | ||
| 1245 | 2008.04.18 20:40 | modify | 382 | 1.00 | 104.124 | 102.924 | 104.324 | ||
| 1246 | 2008.04.18 22:25 | modify | 382 | 1.00 | 104.124 | 102.924 | 104.224 | ||
| 1247 | 2008.04.18 23:00 | close | 382 | 1.00 | 103.688 | 102.924 | 104.224 | -43600.00 | 2021600.00 |
| 1248 | 2008.04.22 08:35 | sell | 383 | 1.00 | 103.215 | 0.000 | 0.000 | ||
| 1249 | 2008.04.22 08:35 | modify | 383 | 1.00 | 103.215 | 104.415 | 103.015 | ||
| 1250 | 2008.04.22 08:45 | close | 383 | 1.00 | 103.055 | 104.415 | 103.015 | 16000.00 | 2037600.00 |
| 1251 | 2008.04.23 03:25 | sell | 384 | 1.00 | 103.016 | 0.000 | 0.000 | ||
| 1252 | 2008.04.23 03:25 | modify | 384 | 1.00 | 103.016 | 104.216 | 102.816 | ||
| 1253 | 2008.04.23 05:30 | close | 384 | 1.00 | 102.951 | 104.216 | 102.816 | 6500.00 | 2044100.00 |
| 1254 | 2008.04.25 06:20 | buy | 385 | 1.00 | 104.151 | 0.000 | 0.000 | ||
| 1255 | 2008.04.25 06:20 | modify | 385 | 1.00 | 104.151 | 102.951 | 104.351 | ||
| 1256 | 2008.04.25 07:05 | close | 385 | 1.00 | 104.281 | 102.951 | 104.351 | 13000.00 | 2057100.00 |
| 1257 | 2008.04.28 05:05 | sell | 386 | 1.00 | 104.776 | 0.000 | 0.000 | ||
| 1258 | 2008.04.28 05:05 | modify | 386 | 1.00 | 104.776 | 105.976 | 104.576 | ||
| 1259 | 2008.04.28 05:55 | close | 386 | 1.00 | 104.667 | 105.976 | 104.576 | 10900.00 | 2068000.00 |
| 1260 | 2008.04.28 07:40 | buy | 387 | 1.00 | 104.505 | 0.000 | 0.000 | ||
| 1261 | 2008.04.28 07:40 | modify | 387 | 1.00 | 104.505 | 103.305 | 104.705 | ||
| 1262 | 2008.04.28 10:05 | close | 387 | 1.00 | 104.645 | 103.305 | 104.705 | 14000.00 | 2082000.00 |
| 1263 | 2008.04.29 23:15 | sell | 388 | 1.00 | 104.031 | 0.000 | 0.000 | ||
| 1264 | 2008.04.29 23:15 | modify | 388 | 1.00 | 104.031 | 105.231 | 103.831 | ||
| 1265 | 2008.04.30 01:50 | close | 388 | 1.00 | 104.001 | 105.231 | 103.831 | 3000.00 | 2085000.00 |
| 1266 | 2008.05.05 05:55 | buy | 389 | 1.00 | 105.226 | 0.000 | 0.000 | ||
| 1267 | 2008.05.05 05:55 | modify | 389 | 1.00 | 105.226 | 104.026 | 105.426 | ||
| 1268 | 2008.05.05 10:50 | modify | 389 | 1.00 | 105.226 | 104.930 | 105.426 | ||
| 1269 | 2008.05.05 10:55 | close | 389 | 1.00 | 105.341 | 104.930 | 105.426 | 11500.00 | 2096500.00 |
| 1270 | 2008.05.06 07:35 | sell | 390 | 1.00 | 104.823 | 0.000 | 0.000 | ||
| 1271 | 2008.05.06 07:35 | modify | 390 | 1.00 | 104.823 | 106.023 | 104.623 | ||
| 1272 | 2008.05.06 12:00 | close | 390 | 1.00 | 104.780 | 106.023 | 104.623 | 4300.00 | 2100800.00 |
| 1273 | 2008.05.08 02:25 | sell | 391 | 1.00 | 104.884 | 0.000 | 0.000 | ||
| 1274 | 2008.05.08 02:25 | modify | 391 | 1.00 | 104.884 | 106.084 | 104.684 | ||
| 1275 | 2008.05.08 04:35 | close | 391 | 1.00 | 104.756 | 106.084 | 104.684 | 12800.00 | 2113600.00 |
| 1276 | 2008.05.12 04:10 | sell | 392 | 1.00 | 103.033 | 0.000 | 0.000 | ||
| 1277 | 2008.05.12 04:10 | modify | 392 | 1.00 | 103.033 | 104.233 | 102.833 | ||
| 1278 | 2008.05.12 06:05 | modify | 392 | 1.00 | 103.033 | 104.233 | 102.933 | ||
| 1279 | 2008.05.12 11:20 | close | 392 | 1.00 | 103.816 | 104.233 | 102.933 | -78300.00 | 2035300.00 |
| 1280 | 2008.05.16 22:10 | sell | 393 | 1.00 | 104.190 | 0.000 | 0.000 | ||
| 1281 | 2008.05.16 22:10 | modify | 393 | 1.00 | 104.190 | 105.390 | 103.990 | ||
| 1282 | 2008.05.16 23:00 | close | 393 | 1.00 | 104.103 | 105.390 | 103.990 | 8700.00 | 2044000.00 |
| 1283 | 2008.05.19 03:10 | sell | 394 | 1.00 | 104.226 | 0.000 | 0.000 | ||
| 1284 | 2008.05.19 03:10 | modify | 394 | 1.00 | 104.226 | 105.426 | 104.026 | ||
| 1285 | 2008.05.19 03:55 | close | 394 | 1.00 | 104.106 | 105.426 | 104.026 | 12000.00 | 2056000.00 |
| 1286 | 2008.05.19 21:30 | buy | 395 | 1.00 | 104.234 | 0.000 | 0.000 | ||
| 1287 | 2008.05.19 21:30 | modify | 395 | 1.00 | 104.234 | 103.034 | 104.434 | ||
| 1288 | 2008.05.19 21:55 | close | 395 | 1.00 | 104.377 | 103.034 | 104.434 | 14300.00 | 2070300.00 |
| 1289 | 2008.05.22 04:45 | buy | 396 | 1.00 | 102.752 | 0.000 | 0.000 | ||
| 1290 | 2008.05.22 04:45 | modify | 396 | 1.00 | 102.752 | 101.552 | 102.952 | ||
| 1291 | 2008.05.22 05:20 | close | 396 | 1.00 | 102.865 | 101.552 | 102.952 | 11300.00 | 2081600.00 |
| 1292 | 2008.06.02 22:55 | sell | 397 | 1.00 | 104.585 | 0.000 | 0.000 | ||
| 1293 | 2008.06.02 22:55 | modify | 397 | 1.00 | 104.585 | 105.785 | 104.385 | ||
| 1294 | 2008.06.03 00:00 | close | 397 | 1.00 | 104.441 | 105.785 | 104.385 | 14400.00 | 2096000.00 |
| 1295 | 2008.06.03 04:45 | sell | 398 | 1.00 | 104.594 | 0.000 | 0.000 | ||
| 1296 | 2008.06.03 04:45 | modify | 398 | 1.00 | 104.594 | 105.794 | 104.394 | ||
| 1297 | 2008.06.03 07:10 | close | 398 | 1.00 | 104.510 | 105.794 | 104.394 | 8400.00 | 2104400.00 |
| 1298 | 2008.06.03 21:25 | buy | 399 | 1.00 | 104.871 | 0.000 | 0.000 | ||
| 1299 | 2008.06.03 21:25 | modify | 399 | 1.00 | 104.871 | 103.671 | 105.071 | ||
| 1300 | 2008.06.03 22:05 | close | 399 | 1.00 | 105.007 | 103.671 | 105.071 | 13600.00 | 2118000.00 |
| 1301 | 2008.06.09 03:15 | sell | 400 | 1.00 | 105.006 | 0.000 | 0.000 | ||
| 1302 | 2008.06.09 03:15 | modify | 400 | 1.00 | 105.006 | 106.206 | 104.806 | ||
| 1303 | 2008.06.09 08:50 | close | 400 | 1.00 | 105.156 | 106.206 | 104.806 | -15000.00 | 2103000.00 |
| 1304 | 2008.06.12 03:55 | sell | 401 | 1.00 | 107.035 | 0.000 | 0.000 | ||
| 1305 | 2008.06.12 03:55 | modify | 401 | 1.00 | 107.035 | 108.235 | 106.835 | ||
| 1306 | 2008.06.12 09:35 | modify | 401 | 1.00 | 107.035 | 108.235 | 106.935 | ||
| 1307 | 2008.06.12 11:05 | close | 401 | 1.00 | 107.546 | 108.235 | 106.935 | -51100.00 | 2051900.00 |
| 1308 | 2008.06.16 07:50 | buy | 402 | 1.00 | 108.190 | 0.000 | 0.000 | ||
| 1309 | 2008.06.16 07:50 | modify | 402 | 1.00 | 108.190 | 106.990 | 108.390 | ||
| 1310 | 2008.06.16 09:00 | close | 402 | 1.00 | 108.305 | 106.990 | 108.390 | 11500.00 | 2063400.00 |
| 1311 | 2008.06.23 22:05 | buy | 403 | 1.00 | 107.774 | 0.000 | 0.000 | ||
| 1312 | 2008.06.23 22:05 | modify | 403 | 1.00 | 107.774 | 106.574 | 107.974 | ||
| 1313 | 2008.06.24 02:55 | close | 403 | 1.00 | 107.889 | 106.574 | 107.974 | 11500.00 | 2074900.00 |
| 1314 | 2008.06.27 08:05 | sell | 404 | 1.00 | 107.140 | 0.000 | 0.000 | ||
| 1315 | 2008.06.27 08:05 | modify | 404 | 1.00 | 107.140 | 108.340 | 106.940 | ||
| 1316 | 2008.06.27 09:10 | close | 404 | 1.00 | 106.976 | 108.340 | 106.940 | 16400.00 | 2091300.00 |
| 1317 | 2008.07.02 04:30 | buy | 405 | 1.00 | 105.890 | 0.000 | 0.000 | ||
| 1318 | 2008.07.02 04:30 | modify | 405 | 1.00 | 105.890 | 104.690 | 106.090 | ||
| 1319 | 2008.07.02 05:40 | close | 405 | 1.00 | 106.001 | 104.690 | 106.090 | 11100.00 | 2102400.00 |
| 1320 | 2008.07.08 05:25 | sell | 406 | 1.00 | 107.226 | 0.000 | 0.000 | ||
| 1321 | 2008.07.08 05:25 | modify | 406 | 1.00 | 107.226 | 108.426 | 107.026 | ||
| 1322 | 2008.07.08 05:50 | close | 406 | 1.00 | 107.108 | 108.426 | 107.026 | 11800.00 | 2114200.00 |
| 1323 | 2008.07.09 07:10 | buy | 407 | 1.00 | 107.370 | 0.000 | 0.000 | ||
| 1324 | 2008.07.09 07:10 | modify | 407 | 1.00 | 107.370 | 106.170 | 107.570 | ||
| 1325 | 2008.07.09 09:20 | close | 407 | 1.00 | 107.323 | 106.170 | 107.570 | -4700.00 | 2109500.00 |
| 1326 | 2008.07.09 23:15 | buy | 408 | 1.00 | 106.714 | 0.000 | 0.000 | ||
| 1327 | 2008.07.09 23:15 | modify | 408 | 1.00 | 106.714 | 105.514 | 106.914 | ||
| 1328 | 2008.07.10 01:20 | close | 408 | 1.00 | 106.825 | 105.514 | 106.914 | 11100.00 | 2120600.00 |
| 1329 | 2008.07.10 03:20 | sell | 409 | 1.00 | 106.957 | 0.000 | 0.000 | ||
| 1330 | 2008.07.10 03:20 | modify | 409 | 1.00 | 106.957 | 108.157 | 106.757 | ||
| 1331 | 2008.07.10 04:00 | close | 409 | 1.00 | 106.820 | 108.157 | 106.757 | 13700.00 | 2134300.00 |
| 1332 | 2008.07.11 20:30 | sell | 410 | 1.00 | 106.286 | 0.000 | 0.000 | ||
| 1333 | 2008.07.11 20:30 | modify | 410 | 1.00 | 106.286 | 107.486 | 106.086 | ||
| 1334 | 2008.07.11 23:00 | close | 410 | 1.00 | 106.401 | 107.486 | 106.086 | -11500.00 | 2122800.00 |
| 1335 | 2008.07.14 03:00 | sell | 411 | 1.00 | 106.583 | 0.000 | 0.000 | ||
| 1336 | 2008.07.14 03:00 | modify | 411 | 1.00 | 106.583 | 107.783 | 106.383 | ||
| 1337 | 2008.07.14 05:40 | close | 411 | 1.00 | 106.501 | 107.783 | 106.383 | 8200.00 | 2131000.00 |
| 1338 | 2008.07.16 23:40 | sell | 412 | 1.00 | 105.136 | 0.000 | 0.000 | ||
| 1339 | 2008.07.16 23:40 | modify | 412 | 1.00 | 105.136 | 106.336 | 104.936 | ||
| 1340 | 2008.07.16 23:45 | close | 412 | 1.00 | 105.145 | 106.336 | 104.936 | -900.00 | 2130100.00 |
| 1341 | 2008.07.17 03:15 | buy | 413 | 1.00 | 105.005 | 0.000 | 0.000 | ||
| 1342 | 2008.07.17 03:15 | modify | 413 | 1.00 | 105.005 | 103.805 | 105.205 | ||
| 1343 | 2008.07.17 07:40 | close | 413 | 1.00 | 104.942 | 103.805 | 105.205 | -6300.00 | 2123800.00 |
| 1344 | 2008.07.17 23:55 | buy | 414 | 1.00 | 106.229 | 0.000 | 0.000 | ||
| 1345 | 2008.07.17 23:55 | modify | 414 | 1.00 | 106.229 | 105.029 | 106.429 | ||
| 1346 | 2008.07.18 01:25 | close | 414 | 1.00 | 106.344 | 105.029 | 106.429 | 11500.00 | 2135300.00 |
| 1347 | 2008.07.18 07:40 | buy | 415 | 1.00 | 106.270 | 0.000 | 0.000 | ||
| 1348 | 2008.07.18 07:40 | modify | 415 | 1.00 | 106.270 | 105.070 | 106.470 | ||
| 1349 | 2008.07.18 10:30 | close | 415 | 1.00 | 106.319 | 105.070 | 106.470 | 4900.00 | 2140200.00 |
| 1350 | 2008.07.18 22:30 | sell | 416 | 1.00 | 106.951 | 0.000 | 0.000 | ||