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 |
| 5551 | 2022.08.08 21:25 | modify | 1757 | 1.00 | 134.824 | 136.024 | 134.624 | ||
| 5552 | 2022.08.09 02:50 | close | 1757 | 1.00 | 134.851 | 136.024 | 134.624 | -2700.00 | 6767500.00 |
| 5553 | 2022.08.11 04:20 | sell | 1758 | 1.00 | 133.094 | 0.000 | 0.000 | ||
| 5554 | 2022.08.11 04:20 | modify | 1758 | 1.00 | 133.094 | 134.294 | 132.894 | ||
| 5555 | 2022.08.11 07:10 | close | 1758 | 1.00 | 133.055 | 134.294 | 132.894 | 3900.00 | 6771400.00 |
| 5556 | 2022.08.16 22:05 | buy | 1759 | 1.00 | 134.203 | 0.000 | 0.000 | ||
| 5557 | 2022.08.16 22:05 | modify | 1759 | 1.00 | 134.203 | 133.003 | 134.403 | ||
| 5558 | 2022.08.17 01:45 | close | 1759 | 1.00 | 134.298 | 133.003 | 134.403 | 9500.00 | 6780900.00 |
| 5559 | 2022.08.19 02:55 | buy | 1760 | 1.00 | 135.756 | 0.000 | 0.000 | ||
| 5560 | 2022.08.19 02:55 | modify | 1760 | 1.00 | 135.756 | 134.556 | 135.956 | ||
| 5561 | 2022.08.19 03:03 | t/p | 1760 | 1.00 | 135.951 | 134.556 | 135.956 | 19500.00 | 6800400.00 |
| 5562 | 2022.08.23 20:20 | sell | 1761 | 1.00 | 136.727 | 0.000 | 0.000 | ||
| 5563 | 2022.08.23 20:20 | modify | 1761 | 1.00 | 136.727 | 137.927 | 136.527 | ||
| 5564 | 2022.08.24 01:00 | close | 1761 | 1.00 | 136.759 | 137.927 | 136.527 | -3200.00 | 6797200.00 |
| 5565 | 2022.08.26 02:10 | sell | 1762 | 1.00 | 136.558 | 0.000 | 0.000 | ||
| 5566 | 2022.08.26 02:10 | modify | 1762 | 1.00 | 136.558 | 137.758 | 136.358 | ||
| 5567 | 2022.08.26 09:25 | close | 1762 | 1.00 | 136.953 | 137.758 | 136.358 | -39500.00 | 6757700.00 |
| 5568 | 2022.08.29 04:00 | sell | 1763 | 1.00 | 138.380 | 0.000 | 0.000 | ||
| 5569 | 2022.08.29 04:00 | modify | 1763 | 1.00 | 138.380 | 139.580 | 138.180 | ||
| 5570 | 2022.08.29 04:05 | close | 1763 | 1.00 | 138.362 | 139.580 | 138.180 | 1800.00 | 6759500.00 |
| 5571 | 2022.09.02 03:10 | buy | 1764 | 1.00 | 139.985 | 0.000 | 0.000 | ||
| 5572 | 2022.09.02 03:10 | modify | 1764 | 1.00 | 139.985 | 138.785 | 140.185 | ||
| 5573 | 2022.09.02 05:00 | close | 1764 | 1.00 | 140.144 | 138.785 | 140.185 | 15900.00 | 6775400.00 |
| 5574 | 2022.09.05 02:45 | sell | 1765 | 1.00 | 140.451 | 0.000 | 0.000 | ||
| 5575 | 2022.09.05 02:45 | modify | 1765 | 1.00 | 140.451 | 141.651 | 140.251 | ||
| 5576 | 2022.09.05 03:55 | modify | 1765 | 1.00 | 140.451 | 140.713 | 140.251 | ||
| 5577 | 2022.09.05 04:04 | t/p | 1765 | 1.00 | 140.246 | 140.713 | 140.251 | 20500.00 | 6795900.00 |
| 5578 | 2022.09.08 03:35 | sell | 1766 | 1.00 | 144.367 | 0.000 | 0.000 | ||
| 5579 | 2022.09.08 03:35 | modify | 1766 | 1.00 | 144.367 | 145.567 | 144.167 | ||
| 5580 | 2022.09.08 04:04 | t/p | 1766 | 1.00 | 144.168 | 145.567 | 144.167 | 19900.00 | 6815800.00 |
| 5581 | 2022.09.14 02:45 | buy | 1767 | 1.00 | 144.393 | 0.000 | 0.000 | ||
| 5582 | 2022.09.14 02:45 | modify | 1767 | 1.00 | 144.393 | 143.193 | 144.593 | ||
| 5583 | 2022.09.14 03:05 | modify | 1767 | 1.00 | 144.393 | 144.132 | 144.593 | ||
| 5584 | 2022.09.14 03:17 | t/p | 1767 | 1.00 | 144.598 | 144.132 | 144.593 | 20500.00 | 6836300.00 |
| 5585 | 2022.09.14 07:35 | buy | 1768 | 1.00 | 143.999 | 0.000 | 0.000 | ||
| 5586 | 2022.09.14 07:35 | modify | 1768 | 1.00 | 143.999 | 142.799 | 144.199 | ||
| 5587 | 2022.09.14 09:50 | modify | 1768 | 1.00 | 143.999 | 142.799 | 144.099 | ||
| 5588 | 2022.09.14 14:45 | close | 1768 | 1.00 | 143.307 | 142.799 | 144.099 | -69200.00 | 6767100.00 |
| 5589 | 2022.09.20 20:10 | buy | 1769 | 1.00 | 143.546 | 0.000 | 0.000 | ||
| 5590 | 2022.09.20 20:10 | modify | 1769 | 1.00 | 143.546 | 142.346 | 143.746 | ||
| 5591 | 2022.09.20 20:35 | modify | 1769 | 1.00 | 143.546 | 143.260 | 143.746 | ||
| 5592 | 2022.09.20 21:35 | modify | 1769 | 1.00 | 143.546 | 143.280 | 143.746 | ||
| 5593 | 2022.09.20 21:40 | close | 1769 | 1.00 | 143.689 | 143.280 | 143.746 | 14300.00 | 6781400.00 |
| 5594 | 2022.09.21 09:20 | buy | 1770 | 1.00 | 143.707 | 0.000 | 0.000 | ||
| 5595 | 2022.09.21 09:20 | modify | 1770 | 1.00 | 143.707 | 142.507 | 143.907 | ||
| 5596 | 2022.09.21 11:10 | modify | 1770 | 1.00 | 143.707 | 143.410 | 143.907 | ||
| 5597 | 2022.09.21 12:10 | modify | 1770 | 1.00 | 143.707 | 143.426 | 143.907 | ||
| 5598 | 2022.09.21 12:25 | modify | 1770 | 1.00 | 143.707 | 143.437 | 143.907 | ||
| 5599 | 2022.09.21 12:30 | close | 1770 | 1.00 | 143.853 | 143.437 | 143.907 | 14600.00 | 6796000.00 |
| 5600 | 2022.09.26 20:25 | sell | 1771 | 1.00 | 144.678 | 0.000 | 0.000 | ||
| 5601 | 2022.09.26 20:25 | modify | 1771 | 1.00 | 144.678 | 145.878 | 144.478 | ||
| 5602 | 2022.09.26 21:50 | close | 1771 | 1.00 | 144.617 | 145.878 | 144.478 | 6100.00 | 6802100.00 |
| 5603 | 2022.09.27 03:05 | buy | 1772 | 1.00 | 144.406 | 0.000 | 0.000 | ||
| 5604 | 2022.09.27 03:05 | modify | 1772 | 1.00 | 144.406 | 143.206 | 144.606 | ||
| 5605 | 2022.09.27 04:50 | modify | 1772 | 1.00 | 144.406 | 144.147 | 144.606 | ||
| 5606 | 2022.09.27 04:52 | t/p | 1772 | 1.00 | 144.604 | 144.147 | 144.606 | 19800.00 | 6821900.00 |
| 5607 | 2022.09.28 03:05 | buy | 1773 | 1.00 | 144.682 | 0.000 | 0.000 | ||
| 5608 | 2022.09.28 03:05 | modify | 1773 | 1.00 | 144.682 | 143.482 | 144.882 | ||
| 5609 | 2022.09.28 04:30 | modify | 1773 | 1.00 | 144.682 | 144.389 | 144.882 | ||
| 5610 | 2022.09.28 04:45 | s/l | 1773 | 1.00 | 144.391 | 144.389 | 144.882 | -29100.00 | 6792800.00 |
| 5611 | 2022.09.29 02:10 | sell | 1774 | 1.00 | 144.264 | 0.000 | 0.000 | ||
| 5612 | 2022.09.29 02:10 | modify | 1774 | 1.00 | 144.264 | 145.464 | 144.064 | ||
| 5613 | 2022.09.29 04:05 | close | 1774 | 1.00 | 144.224 | 145.464 | 144.064 | 4000.00 | 6796800.00 |
| 5614 | 2022.10.05 04:55 | sell | 1775 | 1.00 | 144.253 | 0.000 | 0.000 | ||
| 5615 | 2022.10.05 04:55 | modify | 1775 | 1.00 | 144.253 | 145.453 | 144.053 | ||
| 5616 | 2022.10.05 06:30 | modify | 1775 | 1.00 | 144.253 | 144.552 | 144.053 | ||
| 5617 | 2022.10.05 06:45 | modify | 1775 | 1.00 | 144.253 | 144.541 | 144.053 | ||
| 5618 | 2022.10.05 06:50 | modify | 1775 | 1.00 | 144.253 | 144.529 | 144.053 | ||
| 5619 | 2022.10.05 06:55 | close | 1775 | 1.00 | 144.093 | 144.529 | 144.053 | 16000.00 | 6812800.00 |
| 5620 | 2022.10.05 22:00 | buy | 1776 | 1.00 | 144.487 | 0.000 | 0.000 | ||
| 5621 | 2022.10.05 22:00 | modify | 1776 | 1.00 | 144.487 | 143.287 | 144.687 | ||
| 5622 | 2022.10.05 23:05 | close | 1776 | 1.00 | 144.577 | 143.287 | 144.687 | 9000.00 | 6821800.00 |
| 5623 | 2022.10.13 02:15 | buy | 1777 | 1.00 | 146.729 | 0.000 | 0.000 | ||
| 5624 | 2022.10.13 02:15 | modify | 1777 | 1.00 | 146.729 | 145.529 | 146.929 | ||
| 5625 | 2022.10.13 03:55 | close | 1777 | 1.00 | 146.865 | 145.529 | 146.929 | 13600.00 | 6835400.00 |
| 5626 | 2022.10.19 20:05 | sell | 1778 | 1.00 | 149.870 | 0.000 | 0.000 | ||
| 5627 | 2022.10.19 20:05 | modify | 1778 | 1.00 | 149.870 | 151.070 | 149.670 | ||
| 5628 | 2022.10.20 00:10 | close | 1778 | 1.00 | 149.909 | 151.070 | 149.670 | -3900.00 | 6831500.00 |
| 5629 | 2022.10.20 20:55 | sell | 1779 | 1.00 | 150.031 | 0.000 | 0.000 | ||
| 5630 | 2022.10.20 20:55 | modify | 1779 | 1.00 | 150.031 | 151.231 | 149.831 | ||
| 5631 | 2022.10.20 21:00 | close | 1779 | 1.00 | 150.057 | 151.231 | 149.831 | -2600.00 | 6828900.00 |
| 5632 | 2022.10.27 05:35 | sell | 1780 | 1.00 | 146.383 | 0.000 | 0.000 | ||
| 5633 | 2022.10.27 05:35 | modify | 1780 | 1.00 | 146.383 | 147.583 | 146.183 | ||
| 5634 | 2022.10.27 05:55 | modify | 1780 | 1.00 | 146.383 | 146.665 | 146.183 | ||
| 5635 | 2022.10.27 06:00 | modify | 1780 | 1.00 | 146.383 | 146.662 | 146.183 | ||
| 5636 | 2022.10.27 06:05 | modify | 1780 | 1.00 | 146.383 | 146.658 | 146.183 | ||
| 5637 | 2022.10.27 06:10 | close | 1780 | 1.00 | 146.194 | 146.658 | 146.183 | 18900.00 | 6847800.00 |
| 5638 | 2022.10.28 22:05 | buy | 1781 | 1.00 | 147.441 | 0.000 | 0.000 | ||
| 5639 | 2022.10.28 22:05 | modify | 1781 | 1.00 | 147.441 | 146.241 | 147.641 | ||
| 5640 | 2022.10.28 23:00 | close | 1781 | 1.00 | 147.420 | 146.241 | 147.641 | -2100.00 | 6845700.00 |
| 5641 | 2022.10.31 07:05 | buy | 1782 | 1.00 | 147.821 | 0.000 | 0.000 | ||
| 5642 | 2022.10.31 07:05 | modify | 1782 | 1.00 | 147.821 | 146.621 | 148.021 | ||
| 5643 | 2022.10.31 07:15 | modify | 1782 | 1.00 | 147.821 | 147.528 | 148.021 | ||
| 5644 | 2022.10.31 07:35 | modify | 1782 | 1.00 | 147.821 | 147.554 | 148.021 | ||
| 5645 | 2022.10.31 07:40 | modify | 1782 | 1.00 | 147.821 | 147.562 | 148.021 | ||
| 5646 | 2022.10.31 08:00 | modify | 1782 | 1.00 | 147.821 | 147.563 | 148.021 | ||
| 5647 | 2022.10.31 10:20 | close | 1782 | 1.00 | 147.982 | 147.563 | 148.021 | 16100.00 | 6861800.00 |
| 5648 | 2022.11.02 07:10 | sell | 1783 | 1.00 | 147.592 | 0.000 | 0.000 | ||
| 5649 | 2022.11.02 07:10 | modify | 1783 | 1.00 | 147.592 | 148.792 | 147.392 | ||
| 5650 | 2022.11.02 08:40 | modify | 1783 | 1.00 | 147.592 | 147.850 | 147.392 | ||
| 5651 | 2022.11.02 08:45 | close | 1783 | 1.00 | 147.425 | 147.850 | 147.392 | 16700.00 | 6878500.00 |
| 5652 | 2022.11.02 23:50 | sell | 1784 | 1.00 | 147.927 | 0.000 | 0.000 | ||
| 5653 | 2022.11.02 23:50 | modify | 1784 | 1.00 | 147.927 | 149.127 | 147.727 | ||
| 5654 | 2022.11.03 00:40 | close | 1784 | 1.00 | 147.857 | 149.127 | 147.727 | 7000.00 | 6885500.00 |
| 5655 | 2022.11.03 03:55 | buy | 1785 | 1.00 | 147.519 | 0.000 | 0.000 | ||
| 5656 | 2022.11.03 03:55 | modify | 1785 | 1.00 | 147.519 | 146.319 | 147.719 | ||
| 5657 | 2022.11.03 09:00 | close | 1785 | 1.00 | 147.398 | 146.319 | 147.719 | -12100.00 | 6873400.00 |
| 5658 | 2022.11.10 02:00 | buy | 1786 | 1.00 | 146.206 | 0.000 | 0.000 | ||
| 5659 | 2022.11.10 02:00 | modify | 1786 | 1.00 | 146.206 | 145.006 | 146.406 | ||
| 5660 | 2022.11.10 02:55 | modify | 1786 | 1.00 | 146.206 | 145.916 | 146.406 | ||
| 5661 | 2022.11.10 03:40 | modify | 1786 | 1.00 | 146.206 | 145.947 | 146.406 | ||
| 5662 | 2022.11.10 08:30 | close | 1786 | 1.00 | 146.233 | 145.947 | 146.406 | 2700.00 | 6876100.00 |
| 5663 | 2022.11.11 01:05 | sell | 1787 | 1.00 | 141.799 | 0.000 | 0.000 | ||
| 5664 | 2022.11.11 01:05 | modify | 1787 | 1.00 | 141.799 | 142.999 | 141.599 | ||
| 5665 | 2022.11.11 01:18 | t/p | 1787 | 1.00 | 141.593 | 142.999 | 141.599 | 20600.00 | 6896700.00 |
| 5666 | 2022.11.11 03:35 | sell | 1788 | 1.00 | 142.417 | 0.000 | 0.000 | ||
| 5667 | 2022.11.11 03:35 | modify | 1788 | 1.00 | 142.417 | 143.617 | 142.217 | ||
| 5668 | 2022.11.11 04:25 | modify | 1788 | 1.00 | 142.417 | 142.707 | 142.217 | ||
| 5669 | 2022.11.11 04:30 | close | 1788 | 1.00 | 142.243 | 142.707 | 142.217 | 17400.00 | 6914100.00 |
| 5670 | 2022.11.11 19:55 | buy | 1789 | 1.00 | 138.738 | 0.000 | 0.000 | ||
| 5671 | 2022.11.11 19:55 | modify | 1789 | 1.00 | 138.738 | 137.538 | 138.938 | ||
| 5672 | 2022.11.11 22:00 | close | 1789 | 1.00 | 138.479 | 137.538 | 138.938 | -25900.00 | 6888200.00 |
| 5673 | 2022.11.14 20:30 | buy | 1790 | 1.00 | 139.997 | 0.000 | 0.000 | ||
| 5674 | 2022.11.14 20:30 | modify | 1790 | 1.00 | 139.997 | 138.797 | 140.197 | ||
| 5675 | 2022.11.15 00:55 | close | 1790 | 1.00 | 139.960 | 138.797 | 140.197 | -3700.00 | 6884500.00 |
| 5676 | 2022.11.23 03:25 | sell | 1791 | 1.00 | 141.335 | 0.000 | 0.000 | ||
| 5677 | 2022.11.23 03:25 | modify | 1791 | 1.00 | 141.335 | 142.535 | 141.135 | ||
| 5678 | 2022.11.23 05:00 | modify | 1791 | 1.00 | 141.335 | 141.632 | 141.135 | ||
| 5679 | 2022.11.23 07:30 | close | 1791 | 1.00 | 141.320 | 141.632 | 141.135 | 1500.00 | 6886000.00 |
| 5680 | 2022.11.28 04:15 | buy | 1792 | 1.00 | 138.696 | 0.000 | 0.000 | ||
| 5681 | 2022.11.28 04:15 | modify | 1792 | 1.00 | 138.696 | 137.496 | 138.896 | ||
| 5682 | 2022.11.28 05:50 | close | 1792 | 1.00 | 138.718 | 137.496 | 138.896 | 2200.00 | 6888200.00 |
| 5683 | 2022.12.05 19:00 | sell | 1793 | 1.00 | 136.549 | 0.000 | 0.000 | ||
| 5684 | 2022.12.05 19:00 | modify | 1793 | 1.00 | 136.549 | 137.749 | 136.349 | ||
| 5685 | 2022.12.05 19:05 | close | 1793 | 1.00 | 136.670 | 137.749 | 136.349 | -12100.00 | 6876100.00 |
| 5686 | 2022.12.06 02:20 | buy | 1794 | 1.00 | 136.444 | 0.000 | 0.000 | ||
| 5687 | 2022.12.06 02:20 | modify | 1794 | 1.00 | 136.444 | 135.244 | 136.644 | ||
| 5688 | 2022.12.06 03:02 | t/p | 1794 | 1.00 | 136.648 | 135.244 | 136.644 | 20400.00 | 6896500.00 |
| 5689 | 2022.12.06 20:55 | sell | 1795 | 1.00 | 137.016 | 0.000 | 0.000 | ||
| 5690 | 2022.12.06 20:55 | modify | 1795 | 1.00 | 137.016 | 138.216 | 136.816 | ||
| 5691 | 2022.12.06 21:25 | modify | 1795 | 1.00 | 137.016 | 137.299 | 136.816 | ||
| 5692 | 2022.12.06 21:50 | modify | 1795 | 1.00 | 137.016 | 137.295 | 136.816 | ||
| 5693 | 2022.12.07 00:05 | close | 1795 | 1.00 | 137.030 | 137.295 | 136.816 | -1400.00 | 6895100.00 |
| 5694 | 2022.12.09 05:20 | buy | 1796 | 1.00 | 135.844 | 0.000 | 0.000 | ||
| 5695 | 2022.12.09 05:20 | modify | 1796 | 1.00 | 135.844 | 134.644 | 136.044 | ||
| 5696 | 2022.12.09 05:40 | modify | 1796 | 1.00 | 135.844 | 135.559 | 136.044 | ||
| 5697 | 2022.12.09 06:55 | close | 1796 | 1.00 | 135.987 | 135.559 | 136.044 | 14300.00 | 6909400.00 |
| 5698 | 2022.12.16 02:10 | buy | 1797 | 1.00 | 137.652 | 0.000 | 0.000 | ||
| 5699 | 2022.12.16 02:10 | modify | 1797 | 1.00 | 137.652 | 136.452 | 137.852 | ||
| 5700 | 2022.12.16 04:20 | modify | 1797 | 1.00 | 137.652 | 136.452 | 137.752 | ||