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 |
| 5701 | 2022.12.16 09:25 | close | 1797 | 1.00 | 137.338 | 136.452 | 137.752 | -31400.00 | 6878000.00 |
| 5702 | 2022.12.20 22:50 | sell | 1798 | 1.00 | 131.781 | 0.000 | 0.000 | ||
| 5703 | 2022.12.20 22:50 | modify | 1798 | 1.00 | 131.781 | 132.981 | 131.581 | ||
| 5704 | 2022.12.20 23:25 | modify | 1798 | 1.00 | 131.781 | 132.062 | 131.581 | ||
| 5705 | 2022.12.20 23:30 | close | 1798 | 1.00 | 131.627 | 132.062 | 131.581 | 15400.00 | 6893400.00 |
| 5706 | 2022.12.22 04:30 | buy | 1799 | 1.00 | 131.684 | 0.000 | 0.000 | ||
| 5707 | 2022.12.22 04:30 | modify | 1799 | 1.00 | 131.684 | 130.484 | 131.884 | ||
| 5708 | 2022.12.22 04:45 | modify | 1799 | 1.00 | 131.684 | 131.404 | 131.884 | ||
| 5709 | 2022.12.22 06:15 | close | 1799 | 1.00 | 131.825 | 131.404 | 131.884 | 14100.00 | 6907500.00 |
| 5710 | 2023.01.03 05:25 | buy | 1800 | 1.00 | 129.801 | 0.000 | 0.000 | ||
| 5711 | 2023.01.03 05:25 | modify | 1800 | 1.00 | 129.801 | 128.601 | 130.001 | ||
| 5712 | 2023.01.03 07:35 | close | 1800 | 1.00 | 129.884 | 128.601 | 130.001 | 8300.00 | 6915800.00 |
| 5713 | 2023.01.03 23:45 | sell | 1801 | 1.00 | 131.031 | 0.000 | 0.000 | ||
| 5714 | 2023.01.03 23:45 | modify | 1801 | 1.00 | 131.031 | 132.231 | 130.831 | ||
| 5715 | 2023.01.04 02:08 | t/p | 1801 | 1.00 | 130.822 | 132.231 | 130.831 | 20900.00 | 6936700.00 |
| 5716 | 2023.01.04 19:20 | sell | 1802 | 1.00 | 132.230 | 0.000 | 0.000 | ||
| 5717 | 2023.01.04 19:20 | modify | 1802 | 1.00 | 132.230 | 133.430 | 132.030 | ||
| 5718 | 2023.01.04 19:25 | close | 1802 | 1.00 | 132.255 | 133.430 | 132.030 | -2500.00 | 6934200.00 |
| 5719 | 2023.01.05 01:25 | buy | 1803 | 1.00 | 132.289 | 0.000 | 0.000 | ||
| 5720 | 2023.01.05 01:25 | modify | 1803 | 1.00 | 132.289 | 131.089 | 132.489 | ||
| 5721 | 2023.01.05 02:30 | modify | 1803 | 1.00 | 132.289 | 131.089 | 132.389 | ||
| 5722 | 2023.01.05 05:55 | close | 1803 | 1.00 | 132.258 | 131.089 | 132.389 | -3100.00 | 6931100.00 |
| 5723 | 2023.01.05 19:25 | buy | 1804 | 1.00 | 133.118 | 0.000 | 0.000 | ||
| 5724 | 2023.01.05 19:25 | modify | 1804 | 1.00 | 133.118 | 131.918 | 133.318 | ||
| 5725 | 2023.01.05 19:35 | modify | 1804 | 1.00 | 133.118 | 132.849 | 133.318 | ||
| 5726 | 2023.01.05 19:40 | close | 1804 | 1.00 | 133.297 | 132.849 | 133.318 | 17900.00 | 6949000.00 |
| 5727 | 2023.01.06 19:00 | buy | 1805 | 1.00 | 132.214 | 0.000 | 0.000 | ||
| 5728 | 2023.01.06 19:00 | modify | 1805 | 1.00 | 132.214 | 131.014 | 132.414 | ||
| 5729 | 2023.01.06 19:25 | modify | 1805 | 1.00 | 132.214 | 131.936 | 132.414 | ||
| 5730 | 2023.01.06 22:00 | close | 1805 | 1.00 | 132.037 | 131.936 | 132.414 | -17700.00 | 6931300.00 |
| 5731 | 2023.01.09 05:00 | buy | 1806 | 1.00 | 131.358 | 0.000 | 0.000 | ||
| 5732 | 2023.01.09 05:00 | modify | 1806 | 1.00 | 131.358 | 130.158 | 131.558 | ||
| 5733 | 2023.01.09 05:20 | close | 1806 | 1.00 | 131.531 | 130.158 | 131.558 | 17300.00 | 6948600.00 |
| 5734 | 2023.01.16 01:20 | sell | 1807 | 1.00 | 128.046 | 0.000 | 0.000 | ||
| 5735 | 2023.01.16 01:20 | modify | 1807 | 1.00 | 128.046 | 129.246 | 127.846 | ||
| 5736 | 2023.01.16 02:55 | close | 1807 | 1.00 | 127.903 | 129.246 | 127.846 | 14300.00 | 6962900.00 |
| 5737 | 2023.01.16 21:25 | buy | 1808 | 1.00 | 128.517 | 0.000 | 0.000 | ||
| 5738 | 2023.01.16 21:25 | modify | 1808 | 1.00 | 128.517 | 127.317 | 128.717 | ||
| 5739 | 2023.01.17 02:10 | close | 1808 | 1.00 | 128.421 | 127.317 | 128.717 | -9600.00 | 6953300.00 |
| 5740 | 2023.01.18 02:05 | sell | 1809 | 1.00 | 128.446 | 0.000 | 0.000 | ||
| 5741 | 2023.01.18 02:05 | modify | 1809 | 1.00 | 128.446 | 129.646 | 128.246 | ||
| 5742 | 2023.01.18 03:00 | modify | 1809 | 1.00 | 128.446 | 129.646 | 128.346 | ||
| 5743 | 2023.01.18 04:05 | close | 1809 | 1.00 | 128.490 | 129.646 | 128.346 | -4400.00 | 6948900.00 |
| 5744 | 2023.01.18 06:40 | sell | 1810 | 1.00 | 131.418 | 0.000 | 0.000 | ||
| 5745 | 2023.01.18 06:40 | modify | 1810 | 1.00 | 131.418 | 132.618 | 131.218 | ||
| 5746 | 2023.01.18 06:45 | close | 1810 | 1.00 | 131.372 | 132.618 | 131.218 | 4600.00 | 6953500.00 |
| 5747 | 2023.01.18 19:35 | sell | 1811 | 1.00 | 128.902 | 0.000 | 0.000 | ||
| 5748 | 2023.01.18 19:35 | modify | 1811 | 1.00 | 128.902 | 130.102 | 128.702 | ||
| 5749 | 2023.01.18 19:45 | modify | 1811 | 1.00 | 128.902 | 129.195 | 128.702 | ||
| 5750 | 2023.01.18 20:05 | close | 1811 | 1.00 | 128.752 | 129.195 | 128.702 | 15000.00 | 6968500.00 |
| 5751 | 2023.01.23 06:10 | sell | 1812 | 1.00 | 129.458 | 0.000 | 0.000 | ||
| 5752 | 2023.01.23 06:10 | modify | 1812 | 1.00 | 129.458 | 130.658 | 129.258 | ||
| 5753 | 2023.01.23 08:00 | modify | 1812 | 1.00 | 129.458 | 130.658 | 129.358 | ||
| 5754 | 2023.01.23 10:40 | close | 1812 | 1.00 | 129.788 | 130.658 | 129.358 | -33000.00 | 6935500.00 |
| 5755 | 2023.01.27 01:05 | buy | 1813 | 1.00 | 130.094 | 0.000 | 0.000 | ||
| 5756 | 2023.01.27 01:05 | modify | 1813 | 1.00 | 130.094 | 128.894 | 130.294 | ||
| 5757 | 2023.01.27 01:40 | modify | 1813 | 1.00 | 130.094 | 128.894 | 130.194 | ||
| 5758 | 2023.01.27 05:30 | close | 1813 | 1.00 | 129.858 | 128.894 | 130.194 | -23600.00 | 6911900.00 |
| 5759 | 2023.02.01 21:05 | sell | 1814 | 1.00 | 129.751 | 0.000 | 0.000 | ||
| 5760 | 2023.02.01 21:05 | modify | 1814 | 1.00 | 129.751 | 130.951 | 129.551 | ||
| 5761 | 2023.02.01 21:10 | close | 1814 | 1.00 | 129.587 | 130.951 | 129.551 | 16400.00 | 6928300.00 |
| 5762 | 2023.02.02 08:15 | sell | 1815 | 1.00 | 128.717 | 0.000 | 0.000 | ||
| 5763 | 2023.02.02 08:15 | modify | 1815 | 1.00 | 128.717 | 129.917 | 128.517 | ||
| 5764 | 2023.02.02 09:10 | close | 1815 | 1.00 | 128.577 | 129.917 | 128.517 | 14000.00 | 6942300.00 |
| 5765 | 2023.02.06 21:20 | buy | 1816 | 1.00 | 132.471 | 0.000 | 0.000 | ||
| 5766 | 2023.02.06 21:20 | modify | 1816 | 1.00 | 132.471 | 131.271 | 132.671 | ||
| 5767 | 2023.02.06 22:30 | modify | 1816 | 1.00 | 132.471 | 132.188 | 132.671 | ||
| 5768 | 2023.02.06 22:30 | t/p | 1816 | 1.00 | 132.678 | 132.188 | 132.671 | 20700.00 | 6963000.00 |
| 5769 | 2023.02.08 03:55 | sell | 1817 | 1.00 | 131.212 | 0.000 | 0.000 | ||
| 5770 | 2023.02.08 03:55 | modify | 1817 | 1.00 | 131.212 | 132.412 | 131.012 | ||
| 5771 | 2023.02.08 05:25 | close | 1817 | 1.00 | 131.108 | 132.412 | 131.012 | 10400.00 | 6973400.00 |
| 5772 | 2023.02.08 22:30 | sell | 1818 | 1.00 | 131.451 | 0.000 | 0.000 | ||
| 5773 | 2023.02.08 22:30 | modify | 1818 | 1.00 | 131.451 | 132.651 | 131.251 | ||
| 5774 | 2023.02.09 00:45 | close | 1818 | 1.00 | 131.386 | 132.651 | 131.251 | 6500.00 | 6979900.00 |
| 5775 | 2023.02.09 21:15 | sell | 1819 | 1.00 | 131.482 | 0.000 | 0.000 | ||
| 5776 | 2023.02.09 21:15 | modify | 1819 | 1.00 | 131.482 | 132.682 | 131.282 | ||
| 5777 | 2023.02.10 00:50 | close | 1819 | 1.00 | 131.504 | 132.682 | 131.282 | -2200.00 | 6977700.00 |
| 5778 | 2023.02.10 08:05 | buy | 1820 | 1.00 | 131.450 | 0.000 | 0.000 | ||
| 5779 | 2023.02.10 08:05 | modify | 1820 | 1.00 | 131.450 | 130.250 | 131.650 | ||
| 5780 | 2023.02.10 08:20 | close | 1820 | 1.00 | 131.588 | 130.250 | 131.650 | 13800.00 | 6991500.00 |
| 5781 | 2023.02.13 06:35 | sell | 1821 | 1.00 | 132.151 | 0.000 | 0.000 | ||
| 5782 | 2023.02.13 06:35 | modify | 1821 | 1.00 | 132.151 | 133.351 | 131.951 | ||
| 5783 | 2023.02.13 09:30 | close | 1821 | 1.00 | 132.057 | 133.351 | 131.951 | 9400.00 | 7000900.00 |
| 5784 | 2023.02.16 01:05 | buy | 1822 | 1.00 | 133.941 | 0.000 | 0.000 | ||
| 5785 | 2023.02.16 01:05 | modify | 1822 | 1.00 | 133.941 | 132.741 | 134.141 | ||
| 5786 | 2023.02.16 02:55 | modify | 1822 | 1.00 | 133.941 | 133.642 | 134.141 | ||
| 5787 | 2023.02.16 03:00 | close | 1822 | 1.00 | 134.102 | 133.642 | 134.141 | 16100.00 | 7017000.00 |
| 5788 | 2023.02.17 02:50 | sell | 1823 | 1.00 | 134.271 | 0.000 | 0.000 | ||
| 5789 | 2023.02.17 02:50 | modify | 1823 | 1.00 | 134.271 | 135.471 | 134.071 | ||
| 5790 | 2023.02.17 04:05 | modify | 1823 | 1.00 | 134.271 | 135.471 | 134.171 | ||
| 5791 | 2023.02.17 09:40 | close | 1823 | 1.00 | 134.664 | 135.471 | 134.171 | -39300.00 | 6977700.00 |
| 5792 | 2023.02.20 02:40 | sell | 1824 | 1.00 | 134.427 | 0.000 | 0.000 | ||
| 5793 | 2023.02.20 02:40 | modify | 1824 | 1.00 | 134.427 | 135.627 | 134.227 | ||
| 5794 | 2023.02.20 04:30 | close | 1824 | 1.00 | 134.389 | 135.627 | 134.227 | 3800.00 | 6981500.00 |
| 5795 | 2023.02.20 06:25 | buy | 1825 | 1.00 | 134.142 | 0.000 | 0.000 | ||
| 5796 | 2023.02.20 06:25 | modify | 1825 | 1.00 | 134.142 | 132.942 | 134.342 | ||
| 5797 | 2023.02.20 10:20 | close | 1825 | 1.00 | 134.148 | 132.942 | 134.342 | 600.00 | 6982100.00 |
| 5798 | 2023.03.01 01:35 | sell | 1826 | 1.00 | 136.292 | 0.000 | 0.000 | ||
| 5799 | 2023.03.01 01:35 | modify | 1826 | 1.00 | 136.292 | 137.492 | 136.092 | ||
| 5800 | 2023.03.01 08:35 | close | 1826 | 1.00 | 136.228 | 137.492 | 136.092 | 6400.00 | 6988500.00 |
| 5801 | 2023.03.02 01:20 | buy | 1827 | 1.00 | 136.064 | 0.000 | 0.000 | ||
| 5802 | 2023.03.02 01:20 | modify | 1827 | 1.00 | 136.064 | 134.864 | 136.264 | ||
| 5803 | 2023.03.02 01:55 | close | 1827 | 1.00 | 136.190 | 134.864 | 136.264 | 12600.00 | 7001100.00 |
| 5804 | 2023.03.06 08:00 | sell | 1828 | 1.00 | 135.785 | 0.000 | 0.000 | ||
| 5805 | 2023.03.06 08:00 | modify | 1828 | 1.00 | 135.785 | 136.985 | 135.585 | ||
| 5806 | 2023.03.06 09:00 | modify | 1828 | 1.00 | 135.785 | 136.068 | 135.585 | ||
| 5807 | 2023.03.06 09:15 | close | 1828 | 1.00 | 135.598 | 136.068 | 135.585 | 18700.00 | 7019800.00 |
| 5808 | 2023.03.08 06:40 | sell | 1829 | 1.00 | 137.817 | 0.000 | 0.000 | ||
| 5809 | 2023.03.08 06:40 | modify | 1829 | 1.00 | 137.817 | 139.017 | 137.617 | ||
| 5810 | 2023.03.08 08:00 | close | 1829 | 1.00 | 137.715 | 139.017 | 137.617 | 10200.00 | 7030000.00 |
| 5811 | 2023.03.10 01:50 | sell | 1830 | 1.00 | 136.273 | 0.000 | 0.000 | ||
| 5812 | 2023.03.10 01:50 | modify | 1830 | 1.00 | 136.273 | 137.473 | 136.073 | ||
| 5813 | 2023.03.10 02:22 | t/p | 1830 | 1.00 | 136.064 | 137.473 | 136.073 | 20900.00 | 7050900.00 |
| 5814 | 2023.03.16 20:00 | sell | 1831 | 1.00 | 133.440 | 0.000 | 0.000 | ||
| 5815 | 2023.03.16 20:00 | modify | 1831 | 1.00 | 133.440 | 134.640 | 133.240 | ||
| 5816 | 2023.03.16 21:00 | close | 1831 | 1.00 | 133.680 | 134.640 | 133.240 | -24000.00 | 7026900.00 |
| 5817 | 2023.03.17 02:10 | buy | 1832 | 1.00 | 133.432 | 0.000 | 0.000 | ||
| 5818 | 2023.03.17 02:10 | modify | 1832 | 1.00 | 133.432 | 132.232 | 133.632 | ||
| 5819 | 2023.03.17 03:35 | modify | 1832 | 1.00 | 133.432 | 133.135 | 133.632 | ||
| 5820 | 2023.03.17 06:17 | s/l | 1832 | 1.00 | 133.126 | 133.135 | 133.632 | -30600.00 | 6996300.00 |
| 5821 | 2023.03.22 02:10 | buy | 1833 | 1.00 | 132.288 | 0.000 | 0.000 | ||
| 5822 | 2023.03.22 02:10 | modify | 1833 | 1.00 | 132.288 | 131.088 | 132.488 | ||
| 5823 | 2023.03.22 03:00 | modify | 1833 | 1.00 | 132.288 | 132.001 | 132.488 | ||
| 5824 | 2023.03.22 03:10 | close | 1833 | 1.00 | 132.444 | 132.001 | 132.488 | 15600.00 | 7011900.00 |
| 5825 | 2023.03.23 05:35 | buy | 1834 | 1.00 | 130.678 | 0.000 | 0.000 | ||
| 5826 | 2023.03.23 05:35 | modify | 1834 | 1.00 | 130.678 | 129.478 | 130.878 | ||
| 5827 | 2023.03.23 07:45 | modify | 1834 | 1.00 | 130.678 | 130.384 | 130.878 | ||
| 5828 | 2023.03.23 07:50 | close | 1834 | 1.00 | 130.814 | 130.384 | 130.878 | 13600.00 | 7025500.00 |
| 5829 | 2023.03.28 02:05 | buy | 1835 | 1.00 | 131.413 | 0.000 | 0.000 | ||
| 5830 | 2023.03.28 02:05 | modify | 1835 | 1.00 | 131.413 | 130.213 | 131.613 | ||
| 5831 | 2023.03.28 03:25 | modify | 1835 | 1.00 | 131.413 | 130.213 | 131.513 | ||
| 5832 | 2023.03.28 09:05 | close | 1835 | 1.00 | 130.745 | 130.213 | 131.513 | -66800.00 | 6958700.00 |
| 5833 | 2023.03.28 09:15 | sell | 1836 | 1.00 | 130.915 | 0.000 | 0.000 | ||
| 5834 | 2023.03.28 09:15 | modify | 1836 | 1.00 | 130.915 | 132.115 | 130.715 | ||
| 5835 | 2023.03.28 12:50 | close | 1836 | 1.00 | 130.942 | 132.115 | 130.715 | -2700.00 | 6956000.00 |
| 5836 | 2023.03.29 23:25 | sell | 1837 | 1.00 | 132.869 | 0.000 | 0.000 | ||
| 5837 | 2023.03.29 23:25 | modify | 1837 | 1.00 | 132.869 | 134.069 | 132.669 | ||
| 5838 | 2023.03.30 00:10 | close | 1837 | 1.00 | 132.792 | 134.069 | 132.669 | 7700.00 | 6963700.00 |
| 5839 | 2023.04.04 03:55 | sell | 1838 | 1.00 | 132.557 | 0.000 | 0.000 | ||
| 5840 | 2023.04.04 03:55 | modify | 1838 | 1.00 | 132.557 | 133.757 | 132.357 | ||
| 5841 | 2023.04.04 07:45 | close | 1838 | 1.00 | 132.717 | 133.757 | 132.357 | -16000.00 | 6947700.00 |
| 5842 | 2023.04.05 23:00 | sell | 1839 | 1.00 | 131.304 | 0.000 | 0.000 | ||
| 5843 | 2023.04.05 23:00 | modify | 1839 | 1.00 | 131.304 | 132.504 | 131.104 | ||
| 5844 | 2023.04.06 01:00 | close | 1839 | 1.00 | 131.268 | 132.504 | 131.104 | 3600.00 | 6951300.00 |
| 5845 | 2023.04.06 03:15 | buy | 1840 | 1.00 | 130.851 | 0.000 | 0.000 | ||
| 5846 | 2023.04.06 03:15 | modify | 1840 | 1.00 | 130.851 | 129.651 | 131.051 | ||
| 5847 | 2023.04.06 03:35 | modify | 1840 | 1.00 | 130.851 | 130.556 | 131.051 | ||
| 5848 | 2023.04.06 03:40 | close | 1840 | 1.00 | 131.032 | 130.556 | 131.051 | 18100.00 | 6969400.00 |
| 5849 | 2023.04.06 04:10 | sell | 1841 | 1.00 | 131.258 | 0.000 | 0.000 | ||
| 5850 | 2023.04.06 04:10 | modify | 1841 | 1.00 | 131.258 | 132.458 | 131.058 | ||