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 |
| 5401 | 2022.03.25 03:10 | buy | 1714 | 1.00 | 122.215 | 0.000 | 0.000 | ||
| 5402 | 2022.03.25 03:10 | modify | 1714 | 1.00 | 122.215 | 121.015 | 122.415 | ||
| 5403 | 2022.03.25 04:25 | modify | 1714 | 1.00 | 122.215 | 121.015 | 122.315 | ||
| 5404 | 2022.03.25 07:25 | close | 1714 | 1.00 | 121.220 | 121.015 | 122.315 | -99500.00 | 6519900.00 |
| 5405 | 2022.03.25 09:20 | sell | 1715 | 1.00 | 121.836 | 0.000 | 0.000 | ||
| 5406 | 2022.03.25 09:20 | modify | 1715 | 1.00 | 121.836 | 123.036 | 121.636 | ||
| 5407 | 2022.03.25 10:50 | close | 1715 | 1.00 | 121.697 | 123.036 | 121.636 | 13900.00 | 6533800.00 |
| 5408 | 2022.03.28 22:30 | sell | 1716 | 1.00 | 123.764 | 0.000 | 0.000 | ||
| 5409 | 2022.03.28 22:30 | modify | 1716 | 1.00 | 123.764 | 124.964 | 123.564 | ||
| 5410 | 2022.03.29 02:30 | close | 1716 | 1.00 | 123.747 | 124.964 | 123.564 | 1700.00 | 6535500.00 |
| 5411 | 2022.04.14 23:50 | buy | 1717 | 1.00 | 125.884 | 0.000 | 0.000 | ||
| 5412 | 2022.04.14 23:50 | modify | 1717 | 1.00 | 125.884 | 124.684 | 126.084 | ||
| 5413 | 2022.04.15 01:05 | close | 1717 | 1.00 | 125.919 | 124.684 | 126.084 | 3500.00 | 6539000.00 |
| 5414 | 2022.04.20 05:30 | buy | 1718 | 1.00 | 128.699 | 0.000 | 0.000 | ||
| 5415 | 2022.04.20 05:30 | modify | 1718 | 1.00 | 128.699 | 127.499 | 128.899 | ||
| 5416 | 2022.04.20 06:15 | close | 1718 | 1.00 | 128.270 | 127.499 | 128.899 | -42900.00 | 6496100.00 |
| 5417 | 2022.04.22 20:50 | buy | 1719 | 1.00 | 128.486 | 0.000 | 0.000 | ||
| 5418 | 2022.04.22 20:50 | modify | 1719 | 1.00 | 128.486 | 127.286 | 128.686 | ||
| 5419 | 2022.04.22 21:15 | modify | 1719 | 1.00 | 128.486 | 128.202 | 128.686 | ||
| 5420 | 2022.04.22 21:35 | modify | 1719 | 1.00 | 128.486 | 128.210 | 128.686 | ||
| 5421 | 2022.04.22 21:40 | modify | 1719 | 1.00 | 128.486 | 128.211 | 128.686 | ||
| 5422 | 2022.04.22 23:00 | close | 1719 | 1.00 | 128.539 | 128.211 | 128.686 | 5300.00 | 6501400.00 |
| 5423 | 2022.04.25 21:50 | sell | 1720 | 1.00 | 127.993 | 0.000 | 0.000 | ||
| 5424 | 2022.04.25 21:50 | modify | 1720 | 1.00 | 127.993 | 129.193 | 127.793 | ||
| 5425 | 2022.04.26 01:35 | close | 1720 | 1.00 | 128.043 | 129.193 | 127.793 | -5000.00 | 6496400.00 |
| 5426 | 2022.04.26 08:10 | sell | 1721 | 1.00 | 128.193 | 0.000 | 0.000 | ||
| 5427 | 2022.04.26 08:10 | modify | 1721 | 1.00 | 128.193 | 129.393 | 127.993 | ||
| 5428 | 2022.04.26 08:30 | close | 1721 | 1.00 | 128.053 | 129.393 | 127.993 | 14000.00 | 6510400.00 |
| 5429 | 2022.05.05 08:10 | sell | 1722 | 1.00 | 129.393 | 0.000 | 0.000 | ||
| 5430 | 2022.05.05 08:10 | modify | 1722 | 1.00 | 129.393 | 130.593 | 129.193 | ||
| 5431 | 2022.05.05 08:50 | modify | 1722 | 1.00 | 129.393 | 129.669 | 129.193 | ||
| 5432 | 2022.05.05 10:38 | s/l | 1722 | 1.00 | 129.669 | 129.669 | 129.193 | -27600.00 | 6482800.00 |
| 5433 | 2022.05.05 22:10 | buy | 1723 | 1.00 | 130.167 | 0.000 | 0.000 | ||
| 5434 | 2022.05.05 22:10 | modify | 1723 | 1.00 | 130.167 | 128.967 | 130.367 | ||
| 5435 | 2022.05.06 01:05 | close | 1723 | 1.00 | 130.249 | 128.967 | 130.367 | 8200.00 | 6491000.00 |
| 5436 | 2022.05.09 09:45 | sell | 1724 | 1.00 | 131.170 | 0.000 | 0.000 | ||
| 5437 | 2022.05.09 09:45 | modify | 1724 | 1.00 | 131.170 | 132.370 | 130.970 | ||
| 5438 | 2022.05.09 14:40 | close | 1724 | 1.00 | 131.045 | 132.370 | 130.970 | 12500.00 | 6503500.00 |
| 5439 | 2022.05.23 08:50 | sell | 1725 | 1.00 | 127.639 | 0.000 | 0.000 | ||
| 5440 | 2022.05.23 08:50 | modify | 1725 | 1.00 | 127.639 | 128.839 | 127.439 | ||
| 5441 | 2022.05.23 11:15 | modify | 1725 | 1.00 | 127.639 | 127.917 | 127.439 | ||
| 5442 | 2022.05.23 11:20 | close | 1725 | 1.00 | 127.503 | 127.917 | 127.439 | 13600.00 | 6517100.00 |
| 5443 | 2022.05.26 22:05 | buy | 1726 | 1.00 | 127.144 | 0.000 | 0.000 | ||
| 5444 | 2022.05.26 22:05 | modify | 1726 | 1.00 | 127.144 | 125.944 | 127.344 | ||
| 5445 | 2022.05.27 01:20 | close | 1726 | 1.00 | 127.157 | 125.944 | 127.344 | 1300.00 | 6518400.00 |
| 5446 | 2022.05.31 04:05 | sell | 1727 | 1.00 | 128.229 | 0.000 | 0.000 | ||
| 5447 | 2022.05.31 04:05 | modify | 1727 | 1.00 | 128.229 | 129.429 | 128.029 | ||
| 5448 | 2022.05.31 04:30 | modify | 1727 | 1.00 | 128.229 | 128.520 | 128.029 | ||
| 5449 | 2022.05.31 04:45 | close | 1727 | 1.00 | 128.103 | 128.520 | 128.029 | 12600.00 | 6531000.00 |
| 5450 | 2022.05.31 08:45 | buy | 1728 | 1.00 | 127.824 | 0.000 | 0.000 | ||
| 5451 | 2022.05.31 08:45 | modify | 1728 | 1.00 | 127.824 | 126.624 | 128.024 | ||
| 5452 | 2022.05.31 09:40 | modify | 1728 | 1.00 | 127.824 | 127.542 | 128.024 | ||
| 5453 | 2022.05.31 09:45 | close | 1728 | 1.00 | 127.962 | 127.542 | 128.024 | 13800.00 | 6544800.00 |
| 5454 | 2022.06.02 03:35 | buy | 1729 | 1.00 | 129.931 | 0.000 | 0.000 | ||
| 5455 | 2022.06.02 03:35 | modify | 1729 | 1.00 | 129.931 | 128.731 | 130.131 | ||
| 5456 | 2022.06.02 04:00 | modify | 1729 | 1.00 | 129.931 | 129.638 | 130.131 | ||
| 5457 | 2022.06.02 04:05 | close | 1729 | 1.00 | 130.062 | 129.638 | 130.131 | 13100.00 | 6557900.00 |
| 5458 | 2022.06.06 04:25 | buy | 1730 | 1.00 | 130.600 | 0.000 | 0.000 | ||
| 5459 | 2022.06.06 04:25 | modify | 1730 | 1.00 | 130.600 | 129.400 | 130.800 | ||
| 5460 | 2022.06.06 08:15 | close | 1730 | 1.00 | 130.700 | 129.400 | 130.800 | 10000.00 | 6567900.00 |
| 5461 | 2022.06.06 20:05 | sell | 1731 | 1.00 | 131.746 | 0.000 | 0.000 | ||
| 5462 | 2022.06.06 20:05 | modify | 1731 | 1.00 | 131.746 | 132.946 | 131.546 | ||
| 5463 | 2022.06.06 20:10 | close | 1731 | 1.00 | 131.734 | 132.946 | 131.546 | 1200.00 | 6569100.00 |
| 5464 | 2022.06.08 22:55 | sell | 1732 | 1.00 | 134.274 | 0.000 | 0.000 | ||
| 5465 | 2022.06.08 22:55 | modify | 1732 | 1.00 | 134.274 | 135.474 | 134.074 | ||
| 5466 | 2022.06.09 00:06 | t/p | 1732 | 1.00 | 134.059 | 135.474 | 134.074 | 21500.00 | 6590600.00 |
| 5467 | 2022.06.09 22:40 | sell | 1733 | 1.00 | 134.351 | 0.000 | 0.000 | ||
| 5468 | 2022.06.09 22:40 | modify | 1733 | 1.00 | 134.351 | 135.551 | 134.151 | ||
| 5469 | 2022.06.10 03:05 | close | 1733 | 1.00 | 134.327 | 135.551 | 134.151 | 2400.00 | 6593000.00 |
| 5470 | 2022.06.10 03:05 | buy | 1734 | 1.00 | 134.326 | 0.000 | 0.000 | ||
| 5471 | 2022.06.10 03:05 | modify | 1734 | 1.00 | 134.326 | 133.126 | 134.526 | ||
| 5472 | 2022.06.10 07:55 | close | 1734 | 1.00 | 134.187 | 133.126 | 134.526 | -13900.00 | 6579100.00 |
| 5473 | 2022.06.13 09:20 | buy | 1735 | 1.00 | 134.541 | 0.000 | 0.000 | ||
| 5474 | 2022.06.13 09:20 | modify | 1735 | 1.00 | 134.541 | 133.341 | 134.741 | ||
| 5475 | 2022.06.13 09:30 | modify | 1735 | 1.00 | 134.541 | 134.257 | 134.741 | ||
| 5476 | 2022.06.13 09:35 | close | 1735 | 1.00 | 134.705 | 134.257 | 134.741 | 16400.00 | 6595500.00 |
| 5477 | 2022.06.13 22:00 | sell | 1736 | 1.00 | 134.297 | 0.000 | 0.000 | ||
| 5478 | 2022.06.13 22:00 | modify | 1736 | 1.00 | 134.297 | 135.497 | 134.097 | ||
| 5479 | 2022.06.14 01:35 | close | 1736 | 1.00 | 134.325 | 135.497 | 134.097 | -2800.00 | 6592700.00 |
| 5480 | 2022.06.14 23:50 | sell | 1737 | 1.00 | 135.415 | 0.000 | 0.000 | ||
| 5481 | 2022.06.14 23:50 | modify | 1737 | 1.00 | 135.415 | 136.615 | 135.215 | ||
| 5482 | 2022.06.15 02:10 | modify | 1737 | 1.00 | 135.415 | 135.694 | 135.215 | ||
| 5483 | 2022.06.15 02:15 | close | 1737 | 1.00 | 135.247 | 135.694 | 135.215 | 16800.00 | 6609500.00 |
| 5484 | 2022.06.20 04:40 | buy | 1738 | 1.00 | 134.938 | 0.000 | 0.000 | ||
| 5485 | 2022.06.20 04:40 | modify | 1738 | 1.00 | 134.938 | 133.738 | 135.138 | ||
| 5486 | 2022.06.20 09:00 | close | 1738 | 1.00 | 135.065 | 133.738 | 135.138 | 12700.00 | 6622200.00 |
| 5487 | 2022.06.20 22:55 | buy | 1739 | 1.00 | 135.041 | 0.000 | 0.000 | ||
| 5488 | 2022.06.20 22:55 | modify | 1739 | 1.00 | 135.041 | 133.841 | 135.241 | ||
| 5489 | 2022.06.21 01:00 | close | 1739 | 1.00 | 135.094 | 133.841 | 135.241 | 5300.00 | 6627500.00 |
| 5490 | 2022.06.22 04:45 | buy | 1740 | 1.00 | 136.096 | 0.000 | 0.000 | ||
| 5491 | 2022.06.22 04:45 | modify | 1740 | 1.00 | 136.096 | 134.896 | 136.296 | ||
| 5492 | 2022.06.22 05:05 | modify | 1740 | 1.00 | 136.096 | 135.797 | 136.296 | ||
| 5493 | 2022.06.22 05:15 | modify | 1740 | 1.00 | 136.096 | 135.823 | 136.296 | ||
| 5494 | 2022.06.22 05:20 | close | 1740 | 1.00 | 136.245 | 135.823 | 136.296 | 14900.00 | 6642400.00 |
| 5495 | 2022.06.23 09:15 | sell | 1741 | 1.00 | 135.810 | 0.000 | 0.000 | ||
| 5496 | 2022.06.23 09:15 | modify | 1741 | 1.00 | 135.810 | 137.010 | 135.610 | ||
| 5497 | 2022.06.23 10:17 | t/p | 1741 | 1.00 | 135.608 | 137.010 | 135.610 | 20200.00 | 6662600.00 |
| 5498 | 2022.06.27 21:45 | sell | 1742 | 1.00 | 135.478 | 0.000 | 0.000 | ||
| 5499 | 2022.06.27 21:45 | modify | 1742 | 1.00 | 135.478 | 136.678 | 135.278 | ||
| 5500 | 2022.06.28 00:10 | close | 1742 | 1.00 | 135.474 | 136.678 | 135.278 | 400.00 | 6663000.00 |
| 5501 | 2022.07.01 06:45 | buy | 1743 | 1.00 | 135.126 | 0.000 | 0.000 | ||
| 5502 | 2022.07.01 06:45 | modify | 1743 | 1.00 | 135.126 | 133.926 | 135.326 | ||
| 5503 | 2022.07.01 10:50 | close | 1743 | 1.00 | 135.241 | 133.926 | 135.326 | 11500.00 | 6674500.00 |
| 5504 | 2022.07.05 02:45 | sell | 1744 | 1.00 | 135.931 | 0.000 | 0.000 | ||
| 5505 | 2022.07.05 02:45 | modify | 1744 | 1.00 | 135.931 | 137.131 | 135.731 | ||
| 5506 | 2022.07.05 04:45 | modify | 1744 | 1.00 | 135.931 | 137.131 | 135.831 | ||
| 5507 | 2022.07.05 09:10 | close | 1744 | 1.00 | 136.169 | 137.131 | 135.831 | -23800.00 | 6650700.00 |
| 5508 | 2022.07.06 07:25 | sell | 1745 | 1.00 | 135.487 | 0.000 | 0.000 | ||
| 5509 | 2022.07.06 07:25 | modify | 1745 | 1.00 | 135.487 | 136.687 | 135.287 | ||
| 5510 | 2022.07.06 07:55 | modify | 1745 | 1.00 | 135.487 | 135.772 | 135.287 | ||
| 5511 | 2022.07.06 08:00 | close | 1745 | 1.00 | 135.341 | 135.772 | 135.287 | 14600.00 | 6665300.00 |
| 5512 | 2022.07.18 06:35 | sell | 1746 | 1.00 | 138.338 | 0.000 | 0.000 | ||
| 5513 | 2022.07.18 06:35 | modify | 1746 | 1.00 | 138.338 | 139.538 | 138.138 | ||
| 5514 | 2022.07.18 08:30 | close | 1746 | 1.00 | 138.223 | 139.538 | 138.138 | 11500.00 | 6676800.00 |
| 5515 | 2022.07.19 20:40 | sell | 1747 | 1.00 | 138.112 | 0.000 | 0.000 | ||
| 5516 | 2022.07.19 20:40 | modify | 1747 | 1.00 | 138.112 | 139.312 | 137.912 | ||
| 5517 | 2022.07.20 03:55 | close | 1747 | 1.00 | 138.133 | 139.312 | 137.912 | -2100.00 | 6674700.00 |
| 5518 | 2022.07.22 06:25 | sell | 1748 | 1.00 | 137.735 | 0.000 | 0.000 | ||
| 5519 | 2022.07.22 06:25 | modify | 1748 | 1.00 | 137.735 | 138.935 | 137.535 | ||
| 5520 | 2022.07.22 10:15 | modify | 1748 | 1.00 | 137.735 | 138.033 | 137.535 | ||
| 5521 | 2022.07.22 10:18 | t/p | 1748 | 1.00 | 137.533 | 138.033 | 137.535 | 20200.00 | 6694900.00 |
| 5522 | 2022.07.25 03:20 | sell | 1749 | 1.00 | 136.582 | 0.000 | 0.000 | ||
| 5523 | 2022.07.25 03:20 | modify | 1749 | 1.00 | 136.582 | 137.782 | 136.382 | ||
| 5524 | 2022.07.25 03:40 | modify | 1749 | 1.00 | 136.582 | 136.856 | 136.382 | ||
| 5525 | 2022.07.25 04:10 | close | 1749 | 1.00 | 136.427 | 136.856 | 136.382 | 15500.00 | 6710400.00 |
| 5526 | 2022.07.26 02:00 | buy | 1750 | 1.00 | 136.557 | 0.000 | 0.000 | ||
| 5527 | 2022.07.26 02:00 | modify | 1750 | 1.00 | 136.557 | 135.357 | 136.757 | ||
| 5528 | 2022.07.26 06:00 | close | 1750 | 1.00 | 136.460 | 135.357 | 136.757 | -9700.00 | 6700700.00 |
| 5529 | 2022.07.29 08:25 | buy | 1751 | 1.00 | 132.878 | 0.000 | 0.000 | ||
| 5530 | 2022.07.29 08:25 | modify | 1751 | 1.00 | 132.878 | 131.678 | 133.078 | ||
| 5531 | 2022.07.29 08:30 | modify | 1751 | 1.00 | 132.878 | 132.588 | 133.078 | ||
| 5532 | 2022.07.29 08:31 | t/p | 1751 | 1.00 | 133.084 | 132.588 | 133.078 | 20600.00 | 6721300.00 |
| 5533 | 2022.08.01 02:25 | sell | 1752 | 1.00 | 133.465 | 0.000 | 0.000 | ||
| 5534 | 2022.08.01 02:25 | modify | 1752 | 1.00 | 133.465 | 134.665 | 133.265 | ||
| 5535 | 2022.08.01 03:05 | close | 1752 | 1.00 | 133.329 | 134.665 | 133.265 | 13600.00 | 6734900.00 |
| 5536 | 2022.08.02 09:25 | sell | 1753 | 1.00 | 131.017 | 0.000 | 0.000 | ||
| 5537 | 2022.08.02 09:25 | modify | 1753 | 1.00 | 131.017 | 132.217 | 130.817 | ||
| 5538 | 2022.08.02 09:34 | t/p | 1753 | 1.00 | 130.812 | 132.217 | 130.817 | 20500.00 | 6755400.00 |
| 5539 | 2022.08.02 21:55 | sell | 1754 | 1.00 | 132.901 | 0.000 | 0.000 | ||
| 5540 | 2022.08.02 21:55 | modify | 1754 | 1.00 | 132.901 | 134.101 | 132.701 | ||
| 5541 | 2022.08.02 22:00 | close | 1754 | 1.00 | 132.983 | 134.101 | 132.701 | -8200.00 | 6747200.00 |
| 5542 | 2022.08.03 05:55 | buy | 1755 | 1.00 | 133.097 | 0.000 | 0.000 | ||
| 5543 | 2022.08.03 05:55 | modify | 1755 | 1.00 | 133.097 | 131.897 | 133.297 | ||
| 5544 | 2022.08.03 07:00 | modify | 1755 | 1.00 | 133.097 | 131.897 | 133.197 | ||
| 5545 | 2022.08.03 08:55 | close | 1755 | 1.00 | 133.132 | 131.897 | 133.197 | 3500.00 | 6750700.00 |
| 5546 | 2022.08.04 03:05 | buy | 1756 | 1.00 | 133.720 | 0.000 | 0.000 | ||
| 5547 | 2022.08.04 03:05 | modify | 1756 | 1.00 | 133.720 | 132.520 | 133.920 | ||
| 5548 | 2022.08.04 03:15 | modify | 1756 | 1.00 | 133.720 | 133.440 | 133.920 | ||
| 5549 | 2022.08.04 03:25 | close | 1756 | 1.00 | 133.915 | 133.440 | 133.920 | 19500.00 | 6770200.00 |
| 5550 | 2022.08.08 21:25 | sell | 1757 | 1.00 | 134.824 | 0.000 | 0.000 | ||