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 |
| 5101 | 2020.12.18 08:45 | modify | 1616 | 1.00 | 103.337 | 102.137 | 103.537 | ||
| 5102 | 2020.12.18 10:00 | close | 1616 | 1.00 | 103.467 | 102.137 | 103.537 | 13000.00 | 6303500.00 |
| 5103 | 2021.01.06 03:20 | sell | 1617 | 1.00 | 102.768 | 0.000 | 0.000 | ||
| 5104 | 2021.01.06 03:20 | modify | 1617 | 1.00 | 102.768 | 103.968 | 102.568 | ||
| 5105 | 2021.01.06 08:25 | close | 1617 | 1.00 | 102.732 | 103.968 | 102.568 | 3600.00 | 6307100.00 |
| 5106 | 2021.01.06 22:10 | buy | 1618 | 1.00 | 103.020 | 0.000 | 0.000 | ||
| 5107 | 2021.01.06 22:10 | modify | 1618 | 1.00 | 103.020 | 101.820 | 103.220 | ||
| 5108 | 2021.01.07 03:30 | close | 1618 | 1.00 | 103.132 | 101.820 | 103.220 | 11200.00 | 6318300.00 |
| 5109 | 2021.01.28 07:45 | buy | 1619 | 1.00 | 104.245 | 0.000 | 0.000 | ||
| 5110 | 2021.01.28 07:45 | modify | 1619 | 1.00 | 104.245 | 103.045 | 104.445 | ||
| 5111 | 2021.01.28 09:25 | close | 1619 | 1.00 | 104.343 | 103.045 | 104.445 | 9800.00 | 6328100.00 |
| 5112 | 2021.02.01 03:30 | buy | 1620 | 1.00 | 104.623 | 0.000 | 0.000 | ||
| 5113 | 2021.02.01 03:30 | modify | 1620 | 1.00 | 104.623 | 103.423 | 104.823 | ||
| 5114 | 2021.02.01 04:30 | close | 1620 | 1.00 | 104.716 | 103.423 | 104.823 | 9300.00 | 6337400.00 |
| 5115 | 2021.02.09 06:15 | buy | 1621 | 1.00 | 104.910 | 0.000 | 0.000 | ||
| 5116 | 2021.02.09 06:15 | modify | 1621 | 1.00 | 104.910 | 103.710 | 105.110 | ||
| 5117 | 2021.02.09 13:15 | close | 1621 | 1.00 | 104.723 | 103.710 | 105.110 | -18700.00 | 6318700.00 |
| 5118 | 2021.02.16 07:40 | buy | 1622 | 1.00 | 105.478 | 0.000 | 0.000 | ||
| 5119 | 2021.02.16 07:40 | modify | 1622 | 1.00 | 105.478 | 104.278 | 105.678 | ||
| 5120 | 2021.02.16 13:45 | close | 1622 | 1.00 | 105.320 | 104.278 | 105.678 | -15800.00 | 6302900.00 |
| 5121 | 2021.02.17 04:10 | buy | 1623 | 1.00 | 105.976 | 0.000 | 0.000 | ||
| 5122 | 2021.02.17 04:10 | modify | 1623 | 1.00 | 105.976 | 104.776 | 106.176 | ||
| 5123 | 2021.02.17 08:15 | close | 1623 | 1.00 | 105.945 | 104.776 | 106.176 | -3100.00 | 6299800.00 |
| 5124 | 2021.02.23 08:10 | sell | 1624 | 1.00 | 105.090 | 0.000 | 0.000 | ||
| 5125 | 2021.02.23 08:10 | modify | 1624 | 1.00 | 105.090 | 106.290 | 104.890 | ||
| 5126 | 2021.02.23 13:55 | close | 1624 | 1.00 | 105.242 | 106.290 | 104.890 | -15200.00 | 6284600.00 |
| 5127 | 2021.02.26 21:20 | buy | 1625 | 1.00 | 106.529 | 0.000 | 0.000 | ||
| 5128 | 2021.02.26 21:20 | modify | 1625 | 1.00 | 106.529 | 105.329 | 106.729 | ||
| 5129 | 2021.02.26 22:00 | close | 1625 | 1.00 | 106.620 | 105.329 | 106.729 | 9100.00 | 6293700.00 |
| 5130 | 2021.03.01 21:15 | sell | 1626 | 1.00 | 106.852 | 0.000 | 0.000 | ||
| 5131 | 2021.03.01 21:15 | modify | 1626 | 1.00 | 106.852 | 108.052 | 106.652 | ||
| 5132 | 2021.03.01 21:55 | close | 1626 | 1.00 | 106.799 | 108.052 | 106.652 | 5300.00 | 6299000.00 |
| 5133 | 2021.03.05 02:25 | buy | 1627 | 1.00 | 107.856 | 0.000 | 0.000 | ||
| 5134 | 2021.03.05 02:25 | modify | 1627 | 1.00 | 107.856 | 106.656 | 108.056 | ||
| 5135 | 2021.03.05 04:30 | close | 1627 | 1.00 | 107.936 | 106.656 | 108.056 | 8000.00 | 6307000.00 |
| 5136 | 2021.03.05 08:00 | sell | 1628 | 1.00 | 108.111 | 0.000 | 0.000 | ||
| 5137 | 2021.03.05 08:00 | modify | 1628 | 1.00 | 108.111 | 109.311 | 107.911 | ||
| 5138 | 2021.03.05 12:40 | modify | 1628 | 1.00 | 108.111 | 109.311 | 108.011 | ||
| 5139 | 2021.03.05 13:35 | close | 1628 | 1.00 | 108.347 | 109.311 | 108.011 | -23600.00 | 6283400.00 |
| 5140 | 2021.03.09 20:15 | buy | 1629 | 1.00 | 108.443 | 0.000 | 0.000 | ||
| 5141 | 2021.03.09 20:15 | modify | 1629 | 1.00 | 108.443 | 107.243 | 108.643 | ||
| 5142 | 2021.03.09 23:05 | close | 1629 | 1.00 | 108.517 | 107.243 | 108.643 | 7400.00 | 6290800.00 |
| 5143 | 2021.03.10 01:15 | sell | 1630 | 1.00 | 108.597 | 0.000 | 0.000 | ||
| 5144 | 2021.03.10 01:15 | modify | 1630 | 1.00 | 108.597 | 109.797 | 108.397 | ||
| 5145 | 2021.03.10 08:25 | close | 1630 | 1.00 | 108.864 | 109.797 | 108.397 | -26700.00 | 6264100.00 |
| 5146 | 2021.04.05 22:10 | sell | 1631 | 1.00 | 110.222 | 0.000 | 0.000 | ||
| 5147 | 2021.04.05 22:10 | modify | 1631 | 1.00 | 110.222 | 111.422 | 110.022 | ||
| 5148 | 2021.04.06 00:10 | close | 1631 | 1.00 | 110.172 | 111.422 | 110.022 | 5000.00 | 6269100.00 |
| 5149 | 2021.04.06 03:45 | sell | 1632 | 1.00 | 110.287 | 0.000 | 0.000 | ||
| 5150 | 2021.04.06 03:45 | modify | 1632 | 1.00 | 110.287 | 111.487 | 110.087 | ||
| 5151 | 2021.04.06 07:20 | close | 1632 | 1.00 | 110.314 | 111.487 | 110.087 | -2700.00 | 6266400.00 |
| 5152 | 2021.04.27 21:00 | sell | 1633 | 1.00 | 108.691 | 0.000 | 0.000 | ||
| 5153 | 2021.04.27 21:00 | modify | 1633 | 1.00 | 108.691 | 109.891 | 108.491 | ||
| 5154 | 2021.04.28 00:00 | close | 1633 | 1.00 | 108.733 | 109.891 | 108.491 | -4200.00 | 6262200.00 |
| 5155 | 2021.04.29 06:10 | sell | 1634 | 1.00 | 108.607 | 0.000 | 0.000 | ||
| 5156 | 2021.04.29 06:10 | modify | 1634 | 1.00 | 108.607 | 109.807 | 108.407 | ||
| 5157 | 2021.04.29 07:55 | close | 1634 | 1.00 | 108.588 | 109.807 | 108.407 | 1900.00 | 6264100.00 |
| 5158 | 2021.05.03 05:15 | sell | 1635 | 1.00 | 109.451 | 0.000 | 0.000 | ||
| 5159 | 2021.05.03 05:15 | modify | 1635 | 1.00 | 109.451 | 110.651 | 109.251 | ||
| 5160 | 2021.05.03 09:30 | close | 1635 | 1.00 | 109.560 | 110.651 | 109.251 | -10900.00 | 6253200.00 |
| 5161 | 2021.05.10 03:10 | sell | 1636 | 1.00 | 108.676 | 0.000 | 0.000 | ||
| 5162 | 2021.05.10 03:10 | modify | 1636 | 1.00 | 108.676 | 109.876 | 108.476 | ||
| 5163 | 2021.05.10 08:25 | close | 1636 | 1.00 | 108.824 | 109.876 | 108.476 | -14800.00 | 6238400.00 |
| 5164 | 2021.05.13 04:45 | buy | 1637 | 1.00 | 109.518 | 0.000 | 0.000 | ||
| 5165 | 2021.05.13 04:45 | modify | 1637 | 1.00 | 109.518 | 108.318 | 109.718 | ||
| 5166 | 2021.05.13 06:00 | close | 1637 | 1.00 | 109.622 | 108.318 | 109.718 | 10400.00 | 6248800.00 |
| 5167 | 2021.05.13 07:10 | sell | 1638 | 1.00 | 109.741 | 0.000 | 0.000 | ||
| 5168 | 2021.05.13 07:10 | modify | 1638 | 1.00 | 109.741 | 110.941 | 109.541 | ||
| 5169 | 2021.05.13 08:30 | close | 1638 | 1.00 | 109.658 | 110.941 | 109.541 | 8300.00 | 6257100.00 |
| 5170 | 2021.05.13 09:55 | buy | 1639 | 1.00 | 109.560 | 0.000 | 0.000 | ||
| 5171 | 2021.05.13 09:55 | modify | 1639 | 1.00 | 109.560 | 108.360 | 109.760 | ||
| 5172 | 2021.05.13 10:55 | close | 1639 | 1.00 | 109.682 | 108.360 | 109.760 | 12200.00 | 6269300.00 |
| 5173 | 2021.05.31 05:35 | buy | 1640 | 1.00 | 109.654 | 0.000 | 0.000 | ||
| 5174 | 2021.05.31 05:35 | modify | 1640 | 1.00 | 109.654 | 108.454 | 109.854 | ||
| 5175 | 2021.05.31 08:45 | close | 1640 | 1.00 | 109.714 | 108.454 | 109.854 | 6000.00 | 6275300.00 |
| 5176 | 2021.06.01 08:05 | sell | 1641 | 1.00 | 109.524 | 0.000 | 0.000 | ||
| 5177 | 2021.06.01 08:05 | modify | 1641 | 1.00 | 109.524 | 110.724 | 109.324 | ||
| 5178 | 2021.06.01 15:20 | close | 1641 | 1.00 | 109.652 | 110.724 | 109.324 | -12800.00 | 6262500.00 |
| 5179 | 2021.06.04 02:40 | buy | 1642 | 1.00 | 110.266 | 0.000 | 0.000 | ||
| 5180 | 2021.06.04 02:40 | modify | 1642 | 1.00 | 110.266 | 109.066 | 110.466 | ||
| 5181 | 2021.06.04 07:00 | close | 1642 | 1.00 | 110.232 | 109.066 | 110.466 | -3400.00 | 6259100.00 |
| 5182 | 2021.06.18 03:00 | sell | 1643 | 1.00 | 110.328 | 0.000 | 0.000 | ||
| 5183 | 2021.06.18 03:00 | modify | 1643 | 1.00 | 110.328 | 111.528 | 110.128 | ||
| 5184 | 2021.06.18 04:45 | close | 1643 | 1.00 | 110.230 | 111.528 | 110.128 | 9800.00 | 6268900.00 |
| 5185 | 2021.06.22 21:50 | buy | 1644 | 1.00 | 110.626 | 0.000 | 0.000 | ||
| 5186 | 2021.06.22 21:50 | modify | 1644 | 1.00 | 110.626 | 109.426 | 110.826 | ||
| 5187 | 2021.06.22 23:35 | close | 1644 | 1.00 | 110.681 | 109.426 | 110.826 | 5500.00 | 6274400.00 |
| 5188 | 2021.06.23 20:00 | sell | 1645 | 1.00 | 110.958 | 0.000 | 0.000 | ||
| 5189 | 2021.06.23 20:00 | modify | 1645 | 1.00 | 110.958 | 112.158 | 110.758 | ||
| 5190 | 2021.06.23 23:45 | close | 1645 | 1.00 | 110.961 | 112.158 | 110.758 | -300.00 | 6274100.00 |
| 5191 | 2021.07.01 04:25 | buy | 1646 | 1.00 | 111.041 | 0.000 | 0.000 | ||
| 5192 | 2021.07.01 04:25 | modify | 1646 | 1.00 | 111.041 | 109.841 | 111.241 | ||
| 5193 | 2021.07.01 06:05 | close | 1646 | 1.00 | 111.094 | 109.841 | 111.241 | 5300.00 | 6279400.00 |
| 5194 | 2021.07.05 02:15 | sell | 1647 | 1.00 | 111.143 | 0.000 | 0.000 | ||
| 5195 | 2021.07.05 02:15 | modify | 1647 | 1.00 | 111.143 | 112.343 | 110.943 | ||
| 5196 | 2021.07.05 04:40 | close | 1647 | 1.00 | 111.080 | 112.343 | 110.943 | 6300.00 | 6285700.00 |
| 5197 | 2021.07.05 22:25 | sell | 1648 | 1.00 | 110.950 | 0.000 | 0.000 | ||
| 5198 | 2021.07.05 22:25 | modify | 1648 | 1.00 | 110.950 | 112.150 | 110.750 | ||
| 5199 | 2021.07.06 01:10 | close | 1648 | 1.00 | 110.928 | 112.150 | 110.750 | 2200.00 | 6287900.00 |
| 5200 | 2021.07.09 02:20 | sell | 1649 | 1.00 | 109.827 | 0.000 | 0.000 | ||
| 5201 | 2021.07.09 02:20 | modify | 1649 | 1.00 | 109.827 | 111.027 | 109.627 | ||
| 5202 | 2021.07.09 04:50 | close | 1649 | 1.00 | 109.769 | 111.027 | 109.627 | 5800.00 | 6293700.00 |
| 5203 | 2021.07.20 02:50 | sell | 1650 | 1.00 | 109.546 | 0.000 | 0.000 | ||
| 5204 | 2021.07.20 02:50 | modify | 1650 | 1.00 | 109.546 | 110.746 | 109.346 | ||
| 5205 | 2021.07.20 06:45 | close | 1650 | 1.00 | 109.377 | 110.746 | 109.346 | 16900.00 | 6310600.00 |
| 5206 | 2021.07.22 03:10 | buy | 1651 | 1.00 | 110.228 | 0.000 | 0.000 | ||
| 5207 | 2021.07.22 03:10 | modify | 1651 | 1.00 | 110.228 | 109.028 | 110.428 | ||
| 5208 | 2021.07.22 08:55 | close | 1651 | 1.00 | 110.155 | 109.028 | 110.428 | -7300.00 | 6303300.00 |
| 5209 | 2021.07.27 22:15 | sell | 1652 | 1.00 | 109.750 | 0.000 | 0.000 | ||
| 5210 | 2021.07.27 22:15 | modify | 1652 | 1.00 | 109.750 | 110.950 | 109.550 | ||
| 5211 | 2021.07.28 05:10 | close | 1652 | 1.00 | 109.787 | 110.950 | 109.550 | -3700.00 | 6299600.00 |
| 5212 | 2021.08.03 20:55 | sell | 1653 | 1.00 | 109.136 | 0.000 | 0.000 | ||
| 5213 | 2021.08.03 20:55 | modify | 1653 | 1.00 | 109.136 | 110.336 | 108.936 | ||
| 5214 | 2021.08.03 22:05 | close | 1653 | 1.00 | 109.095 | 110.336 | 108.936 | 4100.00 | 6303700.00 |
| 5215 | 2021.08.03 23:55 | buy | 1654 | 1.00 | 109.029 | 0.000 | 0.000 | ||
| 5216 | 2021.08.03 23:55 | modify | 1654 | 1.00 | 109.029 | 107.829 | 109.229 | ||
| 5217 | 2021.08.04 03:55 | close | 1654 | 1.00 | 109.032 | 107.829 | 109.229 | 300.00 | 6304000.00 |
| 5218 | 2021.08.04 05:10 | sell | 1655 | 1.00 | 109.075 | 0.000 | 0.000 | ||
| 5219 | 2021.08.04 05:10 | modify | 1655 | 1.00 | 109.075 | 110.275 | 108.875 | ||
| 5220 | 2021.08.04 12:20 | close | 1655 | 1.00 | 109.197 | 110.275 | 108.875 | -12200.00 | 6291800.00 |
| 5221 | 2021.08.05 04:40 | sell | 1656 | 1.00 | 109.670 | 0.000 | 0.000 | ||
| 5222 | 2021.08.05 04:40 | modify | 1656 | 1.00 | 109.670 | 110.870 | 109.470 | ||
| 5223 | 2021.08.05 08:21 | close | 1656 | 1.00 | 109.648 | 110.870 | 109.470 | 2200.00 | 6294000.00 |
| 5224 | 2021.08.06 08:05 | buy | 1657 | 1.00 | 109.820 | 0.000 | 0.000 | ||
| 5225 | 2021.08.06 08:05 | modify | 1657 | 1.00 | 109.820 | 108.620 | 110.020 | ||
| 5226 | 2021.08.06 09:30 | close | 1657 | 1.00 | 109.845 | 108.620 | 110.020 | 2500.00 | 6296500.00 |
| 5227 | 2021.08.09 08:25 | buy | 1658 | 1.00 | 110.194 | 0.000 | 0.000 | ||
| 5228 | 2021.08.09 08:25 | modify | 1658 | 1.00 | 110.194 | 108.994 | 110.394 | ||
| 5229 | 2021.08.09 10:05 | close | 1658 | 1.00 | 110.197 | 108.994 | 110.394 | 300.00 | 6296800.00 |
| 5230 | 2021.08.16 05:05 | buy | 1659 | 1.00 | 109.367 | 0.000 | 0.000 | ||
| 5231 | 2021.08.16 05:05 | modify | 1659 | 1.00 | 109.367 | 108.167 | 109.567 | ||
| 5232 | 2021.08.16 07:45 | close | 1659 | 1.00 | 109.431 | 108.167 | 109.567 | 6400.00 | 6303200.00 |
| 5233 | 2021.08.19 06:10 | sell | 1660 | 1.00 | 110.173 | 0.000 | 0.000 | ||
| 5234 | 2021.08.19 06:10 | modify | 1660 | 1.00 | 110.173 | 111.373 | 109.973 | ||
| 5235 | 2021.08.19 09:00 | close | 1660 | 1.00 | 110.138 | 111.373 | 109.973 | 3500.00 | 6306700.00 |
| 5236 | 2021.08.19 09:05 | buy | 1661 | 1.00 | 110.087 | 0.000 | 0.000 | ||
| 5237 | 2021.08.19 09:05 | modify | 1661 | 1.00 | 110.087 | 108.887 | 110.287 | ||
| 5238 | 2021.08.19 11:20 | modify | 1661 | 1.00 | 110.087 | 108.887 | 110.187 | ||
| 5239 | 2021.08.19 16:15 | close | 1661 | 1.00 | 109.753 | 108.887 | 110.187 | -33400.00 | 6273300.00 |
| 5240 | 2021.09.10 02:00 | sell | 1662 | 1.00 | 109.803 | 0.000 | 0.000 | ||
| 5241 | 2021.09.10 02:00 | modify | 1662 | 1.00 | 109.803 | 111.003 | 109.603 | ||
| 5242 | 2021.09.10 03:05 | close | 1662 | 1.00 | 109.755 | 111.003 | 109.603 | 4800.00 | 6278100.00 |
| 5243 | 2021.09.10 07:35 | sell | 1663 | 1.00 | 109.871 | 0.000 | 0.000 | ||
| 5244 | 2021.09.10 07:35 | modify | 1663 | 1.00 | 109.871 | 111.071 | 109.671 | ||
| 5245 | 2021.09.10 11:20 | close | 1663 | 1.00 | 109.901 | 111.071 | 109.671 | -3000.00 | 6275100.00 |
| 5246 | 2021.09.21 03:25 | sell | 1664 | 1.00 | 109.502 | 0.000 | 0.000 | ||
| 5247 | 2021.09.21 03:25 | modify | 1664 | 1.00 | 109.502 | 110.702 | 109.302 | ||
| 5248 | 2021.09.21 05:05 | close | 1664 | 1.00 | 109.493 | 110.702 | 109.302 | 900.00 | 6276000.00 |
| 5249 | 2021.09.23 06:50 | buy | 1665 | 1.00 | 109.806 | 0.000 | 0.000 | ||
| 5250 | 2021.09.23 06:50 | modify | 1665 | 1.00 | 109.806 | 108.606 | 110.006 | ||