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 |
| 5851 | 2023.04.06 04:50 | modify | 1841 | 1.00 | 131.258 | 131.536 | 131.058 | ||
| 5852 | 2023.04.06 05:05 | close | 1841 | 1.00 | 131.079 | 131.536 | 131.058 | 17900.00 | 6987300.00 |
| 5853 | 2023.04.10 04:55 | sell | 1842 | 1.00 | 132.717 | 0.000 | 0.000 | ||
| 5854 | 2023.04.10 04:55 | modify | 1842 | 1.00 | 132.717 | 133.917 | 132.517 | ||
| 5855 | 2023.04.10 05:05 | modify | 1842 | 1.00 | 132.717 | 133.013 | 132.517 | ||
| 5856 | 2023.04.10 05:25 | modify | 1842 | 1.00 | 132.717 | 132.995 | 132.517 | ||
| 5857 | 2023.04.10 05:30 | close | 1842 | 1.00 | 132.572 | 132.995 | 132.517 | 14500.00 | 7001800.00 |
| 5858 | 2023.04.11 03:05 | buy | 1843 | 1.00 | 133.423 | 0.000 | 0.000 | ||
| 5859 | 2023.04.11 03:05 | modify | 1843 | 1.00 | 133.423 | 132.223 | 133.623 | ||
| 5860 | 2023.04.11 04:15 | close | 1843 | 1.00 | 133.540 | 132.223 | 133.623 | 11700.00 | 7013500.00 |
| 5861 | 2023.04.20 00:55 | buy | 1844 | 1.00 | 134.609 | 0.000 | 0.000 | ||
| 5862 | 2023.04.20 00:55 | modify | 1844 | 1.00 | 134.609 | 133.409 | 134.809 | ||
| 5863 | 2023.04.20 01:55 | modify | 1844 | 1.00 | 134.609 | 134.331 | 134.809 | ||
| 5864 | 2023.04.20 02:05 | close | 1844 | 1.00 | 134.734 | 134.331 | 134.809 | 12500.00 | 7026000.00 |
| 5865 | 2023.04.20 20:55 | sell | 1845 | 1.00 | 134.273 | 0.000 | 0.000 | ||
| 5866 | 2023.04.20 20:55 | modify | 1845 | 1.00 | 134.273 | 135.473 | 134.073 | ||
| 5867 | 2023.04.20 21:00 | close | 1845 | 1.00 | 134.287 | 135.473 | 134.073 | -1400.00 | 7024600.00 |
| 5868 | 2023.04.20 22:10 | sell | 1846 | 1.00 | 134.345 | 0.000 | 0.000 | ||
| 5869 | 2023.04.20 22:10 | modify | 1846 | 1.00 | 134.345 | 135.545 | 134.145 | ||
| 5870 | 2023.04.20 23:05 | close | 1846 | 1.00 | 134.222 | 135.545 | 134.145 | 12300.00 | 7036900.00 |
| 5871 | 2023.04.28 09:20 | sell | 1847 | 1.00 | 135.115 | 0.000 | 0.000 | ||
| 5872 | 2023.04.28 09:20 | modify | 1847 | 1.00 | 135.115 | 136.315 | 134.915 | ||
| 5873 | 2023.04.28 09:25 | close | 1847 | 1.00 | 135.251 | 136.315 | 134.915 | -13600.00 | 7023300.00 |
| 5874 | 2023.05.01 05:20 | sell | 1848 | 1.00 | 136.787 | 0.000 | 0.000 | ||
| 5875 | 2023.05.01 05:20 | modify | 1848 | 1.00 | 136.787 | 137.987 | 136.587 | ||
| 5876 | 2023.05.01 10:10 | close | 1848 | 1.00 | 136.851 | 137.987 | 136.587 | -6400.00 | 7016900.00 |
| 5877 | 2023.05.02 03:15 | buy | 1849 | 1.00 | 137.345 | 0.000 | 0.000 | ||
| 5878 | 2023.05.02 03:15 | modify | 1849 | 1.00 | 137.345 | 136.145 | 137.545 | ||
| 5879 | 2023.05.02 03:55 | close | 1849 | 1.00 | 137.512 | 136.145 | 137.545 | 16700.00 | 7033600.00 |
| 5880 | 2023.05.04 23:35 | sell | 1850 | 1.00 | 134.328 | 0.000 | 0.000 | ||
| 5881 | 2023.05.04 23:35 | modify | 1850 | 1.00 | 134.328 | 135.528 | 134.128 | ||
| 5882 | 2023.05.05 02:05 | modify | 1850 | 1.00 | 134.328 | 134.628 | 134.128 | ||
| 5883 | 2023.05.05 02:45 | close | 1850 | 1.00 | 134.176 | 134.628 | 134.128 | 15200.00 | 7048800.00 |
| 5884 | 2023.05.05 09:30 | sell | 1851 | 1.00 | 134.167 | 0.000 | 0.000 | ||
| 5885 | 2023.05.05 09:30 | modify | 1851 | 1.00 | 134.167 | 135.367 | 133.967 | ||
| 5886 | 2023.05.05 09:50 | modify | 1851 | 1.00 | 134.167 | 134.461 | 133.967 | ||
| 5887 | 2023.05.05 10:05 | modify | 1851 | 1.00 | 134.167 | 134.448 | 133.967 | ||
| 5888 | 2023.05.05 11:05 | close | 1851 | 1.00 | 133.972 | 134.448 | 133.967 | 19500.00 | 7068300.00 |
| 5889 | 2023.05.08 05:30 | buy | 1852 | 1.00 | 134.777 | 0.000 | 0.000 | ||
| 5890 | 2023.05.08 05:30 | modify | 1852 | 1.00 | 134.777 | 133.577 | 134.977 | ||
| 5891 | 2023.05.08 10:10 | close | 1852 | 1.00 | 134.869 | 133.577 | 134.977 | 9200.00 | 7077500.00 |
| 5892 | 2023.05.08 22:30 | sell | 1853 | 1.00 | 135.139 | 0.000 | 0.000 | ||
| 5893 | 2023.05.08 22:30 | modify | 1853 | 1.00 | 135.139 | 136.339 | 134.939 | ||
| 5894 | 2023.05.09 00:05 | close | 1853 | 1.00 | 135.092 | 136.339 | 134.939 | 4700.00 | 7082200.00 |
| 5895 | 2023.05.18 04:10 | buy | 1854 | 1.00 | 137.356 | 0.000 | 0.000 | ||
| 5896 | 2023.05.18 04:10 | modify | 1854 | 1.00 | 137.356 | 136.156 | 137.556 | ||
| 5897 | 2023.05.18 05:30 | modify | 1854 | 1.00 | 137.356 | 137.062 | 137.556 | ||
| 5898 | 2023.05.18 05:35 | modify | 1854 | 1.00 | 137.356 | 137.081 | 137.556 | ||
| 5899 | 2023.05.18 06:00 | modify | 1854 | 1.00 | 137.356 | 137.085 | 137.556 | ||
| 5900 | 2023.05.18 06:05 | close | 1854 | 1.00 | 137.495 | 137.085 | 137.556 | 13900.00 | 7096100.00 |
| 5901 | 2023.05.19 02:10 | buy | 1855 | 1.00 | 138.540 | 0.000 | 0.000 | ||
| 5902 | 2023.05.19 02:10 | modify | 1855 | 1.00 | 138.540 | 137.340 | 138.740 | ||
| 5903 | 2023.05.19 02:40 | modify | 1855 | 1.00 | 138.540 | 138.274 | 138.740 | ||
| 5904 | 2023.05.19 08:59 | s/l | 1855 | 1.00 | 138.270 | 138.274 | 138.740 | -27000.00 | 7069100.00 |
| 5905 | 2023.05.19 22:00 | sell | 1856 | 1.00 | 138.072 | 0.000 | 0.000 | ||
| 5906 | 2023.05.19 22:00 | modify | 1856 | 1.00 | 138.072 | 139.272 | 137.872 | ||
| 5907 | 2023.05.19 23:00 | close | 1856 | 1.00 | 137.972 | 139.272 | 137.872 | 10000.00 | 7079100.00 |
| 5908 | 2023.05.22 08:05 | sell | 1857 | 1.00 | 137.806 | 0.000 | 0.000 | ||
| 5909 | 2023.05.22 08:05 | modify | 1857 | 1.00 | 137.806 | 139.006 | 137.606 | ||
| 5910 | 2023.05.22 14:40 | modify | 1857 | 1.00 | 137.806 | 139.006 | 137.706 | ||
| 5911 | 2023.05.22 15:15 | close | 1857 | 1.00 | 138.338 | 139.006 | 137.706 | -53200.00 | 7025900.00 |
| 5912 | 2023.05.23 03:55 | buy | 1858 | 1.00 | 138.445 | 0.000 | 0.000 | ||
| 5913 | 2023.05.23 03:55 | modify | 1858 | 1.00 | 138.445 | 137.245 | 138.645 | ||
| 5914 | 2023.05.23 04:05 | close | 1858 | 1.00 | 138.595 | 137.245 | 138.645 | 15000.00 | 7040900.00 |
| 5915 | 2023.05.23 06:45 | buy | 1859 | 1.00 | 138.521 | 0.000 | 0.000 | ||
| 5916 | 2023.05.23 06:45 | modify | 1859 | 1.00 | 138.521 | 137.321 | 138.721 | ||
| 5917 | 2023.05.23 07:00 | modify | 1859 | 1.00 | 138.521 | 138.224 | 138.721 | ||
| 5918 | 2023.05.23 09:05 | modify | 1859 | 1.00 | 138.521 | 138.234 | 138.721 | ||
| 5919 | 2023.05.23 13:05 | close | 1859 | 1.00 | 138.494 | 138.234 | 138.721 | -2700.00 | 7038200.00 |
| 5920 | 2023.05.25 05:15 | sell | 1860 | 1.00 | 139.612 | 0.000 | 0.000 | ||
| 5921 | 2023.05.25 05:15 | modify | 1860 | 1.00 | 139.612 | 140.812 | 139.412 | ||
| 5922 | 2023.05.25 07:40 | close | 1860 | 1.00 | 139.583 | 140.812 | 139.412 | 2900.00 | 7041100.00 |
| 5923 | 2023.05.25 08:05 | buy | 1861 | 1.00 | 139.526 | 0.000 | 0.000 | ||
| 5924 | 2023.05.25 08:05 | modify | 1861 | 1.00 | 139.526 | 138.326 | 139.726 | ||
| 5925 | 2023.05.25 08:25 | modify | 1861 | 1.00 | 139.526 | 139.259 | 139.726 | ||
| 5926 | 2023.05.25 08:35 | close | 1861 | 1.00 | 139.671 | 139.259 | 139.726 | 14500.00 | 7055600.00 |
| 5927 | 2023.05.26 02:15 | buy | 1862 | 1.00 | 139.888 | 0.000 | 0.000 | ||
| 5928 | 2023.05.26 02:15 | modify | 1862 | 1.00 | 139.888 | 138.688 | 140.088 | ||
| 5929 | 2023.05.26 02:50 | close | 1862 | 1.00 | 140.066 | 138.688 | 140.088 | 17800.00 | 7073400.00 |
| 5930 | 2023.05.29 04:35 | buy | 1863 | 1.00 | 140.556 | 0.000 | 0.000 | ||
| 5931 | 2023.05.29 04:35 | modify | 1863 | 1.00 | 140.556 | 139.356 | 140.756 | ||
| 5932 | 2023.05.29 06:25 | close | 1863 | 1.00 | 140.590 | 139.356 | 140.756 | 3400.00 | 7076800.00 |
| 5933 | 2023.05.29 07:50 | buy | 1864 | 1.00 | 140.414 | 0.000 | 0.000 | ||
| 5934 | 2023.05.29 07:50 | modify | 1864 | 1.00 | 140.414 | 139.214 | 140.614 | ||
| 5935 | 2023.05.29 10:10 | close | 1864 | 1.00 | 140.405 | 139.214 | 140.614 | -900.00 | 7075900.00 |
| 5936 | 2023.06.02 06:25 | buy | 1865 | 1.00 | 138.651 | 0.000 | 0.000 | ||
| 5937 | 2023.06.02 06:25 | modify | 1865 | 1.00 | 138.651 | 137.451 | 138.851 | ||
| 5938 | 2023.06.02 07:15 | close | 1865 | 1.00 | 138.808 | 137.451 | 138.851 | 15700.00 | 7091600.00 |
| 5939 | 2023.06.02 08:05 | sell | 1866 | 1.00 | 138.962 | 0.000 | 0.000 | ||
| 5940 | 2023.06.02 08:05 | modify | 1866 | 1.00 | 138.962 | 140.162 | 138.762 | ||
| 5941 | 2023.06.02 09:10 | close | 1866 | 1.00 | 138.819 | 140.162 | 138.762 | 14300.00 | 7105900.00 |
| 5942 | 2023.06.02 20:40 | sell | 1867 | 1.00 | 139.935 | 0.000 | 0.000 | ||
| 5943 | 2023.06.02 20:40 | modify | 1867 | 1.00 | 139.935 | 141.135 | 139.735 | ||
| 5944 | 2023.06.02 20:45 | close | 1867 | 1.00 | 139.968 | 141.135 | 139.735 | -3300.00 | 7102600.00 |
| 5945 | 2023.06.08 02:55 | buy | 1868 | 1.00 | 139.887 | 0.000 | 0.000 | ||
| 5946 | 2023.06.08 02:55 | modify | 1868 | 1.00 | 139.887 | 138.687 | 140.087 | ||
| 5947 | 2023.06.08 03:05 | modify | 1868 | 1.00 | 139.887 | 139.589 | 140.087 | ||
| 5948 | 2023.06.08 03:25 | modify | 1868 | 1.00 | 139.887 | 139.605 | 140.087 | ||
| 5949 | 2023.06.08 04:25 | close | 1868 | 1.00 | 140.041 | 139.605 | 140.087 | 15400.00 | 7118000.00 |
| 5950 | 2023.06.08 07:30 | buy | 1869 | 1.00 | 139.763 | 0.000 | 0.000 | ||
| 5951 | 2023.06.08 07:30 | modify | 1869 | 1.00 | 139.763 | 138.563 | 139.963 | ||
| 5952 | 2023.06.08 09:05 | close | 1869 | 1.00 | 139.862 | 138.563 | 139.963 | 9900.00 | 7127900.00 |
| 5953 | 2023.06.09 03:15 | sell | 1870 | 1.00 | 139.008 | 0.000 | 0.000 | ||
| 5954 | 2023.06.09 03:15 | modify | 1870 | 1.00 | 139.008 | 140.208 | 138.808 | ||
| 5955 | 2023.06.09 09:40 | modify | 1870 | 1.00 | 139.008 | 140.208 | 138.908 | ||
| 5956 | 2023.06.09 10:25 | close | 1870 | 1.00 | 139.566 | 140.208 | 138.908 | -55800.00 | 7072100.00 |
| 5957 | 2023.06.14 03:30 | buy | 1871 | 1.00 | 140.070 | 0.000 | 0.000 | ||
| 5958 | 2023.06.14 03:30 | modify | 1871 | 1.00 | 140.070 | 138.870 | 140.270 | ||
| 5959 | 2023.06.14 08:20 | close | 1871 | 1.00 | 140.128 | 138.870 | 140.270 | 5800.00 | 7077900.00 |
| 5960 | 2023.06.19 06:40 | buy | 1872 | 1.00 | 141.672 | 0.000 | 0.000 | ||
| 5961 | 2023.06.19 06:40 | modify | 1872 | 1.00 | 141.672 | 140.472 | 141.872 | ||
| 5962 | 2023.06.19 10:20 | close | 1872 | 1.00 | 141.740 | 140.472 | 141.872 | 6800.00 | 7084700.00 |
| 5963 | 2023.06.21 20:20 | buy | 1873 | 1.00 | 141.831 | 0.000 | 0.000 | ||
| 5964 | 2023.06.21 20:20 | modify | 1873 | 1.00 | 141.831 | 140.631 | 142.031 | ||
| 5965 | 2023.06.21 23:50 | close | 1873 | 1.00 | 141.895 | 140.631 | 142.031 | 6400.00 | 7091100.00 |
| 5966 | 2023.06.22 02:05 | buy | 1874 | 1.00 | 141.705 | 0.000 | 0.000 | ||
| 5967 | 2023.06.22 02:05 | modify | 1874 | 1.00 | 141.705 | 140.505 | 141.905 | ||
| 5968 | 2023.06.22 03:15 | close | 1874 | 1.00 | 141.757 | 140.505 | 141.905 | 5200.00 | 7096300.00 |
| 5969 | 2023.06.22 20:00 | sell | 1875 | 1.00 | 142.987 | 0.000 | 0.000 | ||
| 5970 | 2023.06.22 20:00 | modify | 1875 | 1.00 | 142.987 | 144.187 | 142.787 | ||
| 5971 | 2023.06.22 20:05 | close | 1875 | 1.00 | 143.004 | 144.187 | 142.787 | -1700.00 | 7094600.00 |
| 5972 | 2023.06.26 02:00 | buy | 1876 | 1.00 | 143.472 | 0.000 | 0.000 | ||
| 5973 | 2023.06.26 02:00 | modify | 1876 | 1.00 | 143.472 | 142.272 | 143.672 | ||
| 5974 | 2023.06.26 04:25 | modify | 1876 | 1.00 | 143.472 | 143.178 | 143.672 | ||
| 5975 | 2023.06.26 04:40 | close | 1876 | 1.00 | 143.658 | 143.178 | 143.672 | 18600.00 | 7113200.00 |
| 5976 | 2023.06.28 02:05 | buy | 1877 | 1.00 | 143.952 | 0.000 | 0.000 | ||
| 5977 | 2023.06.28 02:05 | modify | 1877 | 1.00 | 143.952 | 142.752 | 144.152 | ||
| 5978 | 2023.06.28 05:25 | close | 1877 | 1.00 | 143.985 | 142.752 | 144.152 | 3300.00 | 7116500.00 |
| 5979 | 2023.06.29 06:40 | sell | 1878 | 1.00 | 144.469 | 0.000 | 0.000 | ||
| 5980 | 2023.06.29 06:40 | modify | 1878 | 1.00 | 144.469 | 145.669 | 144.269 | ||
| 5981 | 2023.06.29 10:36 | t/p | 1878 | 1.00 | 144.263 | 145.669 | 144.269 | 20600.00 | 7137100.00 |
| 5982 | 2023.07.10 03:10 | sell | 1879 | 1.00 | 142.401 | 0.000 | 0.000 | ||
| 5983 | 2023.07.10 03:10 | modify | 1879 | 1.00 | 142.401 | 143.601 | 142.201 | ||
| 5984 | 2023.07.10 05:45 | modify | 1879 | 1.00 | 142.401 | 143.601 | 142.301 | ||
| 5985 | 2023.07.10 08:55 | close | 1879 | 1.00 | 142.735 | 143.601 | 142.301 | -33400.00 | 7103700.00 |
| 5986 | 2023.07.12 23:40 | sell | 1880 | 1.00 | 138.552 | 0.000 | 0.000 | ||
| 5987 | 2023.07.12 23:40 | modify | 1880 | 1.00 | 138.552 | 139.752 | 138.352 | ||
| 5988 | 2023.07.13 00:25 | modify | 1880 | 1.00 | 138.552 | 138.847 | 138.352 | ||
| 5989 | 2023.07.13 00:30 | modify | 1880 | 1.00 | 138.552 | 138.844 | 138.352 | ||
| 5990 | 2023.07.13 01:05 | modify | 1880 | 1.00 | 138.552 | 138.841 | 138.352 | ||
| 5991 | 2023.07.13 01:10 | close | 1880 | 1.00 | 138.410 | 138.841 | 138.352 | 14200.00 | 7117900.00 |
| 5992 | 2023.07.14 08:50 | sell | 1881 | 1.00 | 137.865 | 0.000 | 0.000 | ||
| 5993 | 2023.07.14 08:50 | modify | 1881 | 1.00 | 137.865 | 139.065 | 137.665 | ||
| 5994 | 2023.07.14 09:50 | modify | 1881 | 1.00 | 137.865 | 139.065 | 137.765 | ||
| 5995 | 2023.07.14 14:15 | close | 1881 | 1.00 | 138.390 | 139.065 | 137.765 | -52500.00 | 7065400.00 |
| 5996 | 2023.07.17 03:25 | buy | 1882 | 1.00 | 138.561 | 0.000 | 0.000 | ||
| 5997 | 2023.07.17 03:25 | modify | 1882 | 1.00 | 138.561 | 137.361 | 138.761 | ||
| 5998 | 2023.07.17 06:45 | modify | 1882 | 1.00 | 138.561 | 138.276 | 138.761 | ||
| 5999 | 2023.07.17 10:35 | close | 1882 | 1.00 | 138.639 | 138.276 | 138.761 | 7800.00 | 7073200.00 |
| 6000 | 2023.07.20 08:40 | sell | 1883 | 1.00 | 139.458 | 0.000 | 0.000 | ||