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 |
| 6001 | 2023.07.20 08:40 | modify | 1883 | 1.00 | 139.458 | 140.658 | 139.258 | ||
| 6002 | 2023.07.20 08:56 | t/p | 1883 | 1.00 | 139.260 | 140.658 | 139.258 | 19800.00 | 7093000.00 |
| 6003 | 2023.07.20 20:45 | buy | 1884 | 1.00 | 140.164 | 0.000 | 0.000 | ||
| 6004 | 2023.07.20 20:45 | modify | 1884 | 1.00 | 140.164 | 138.964 | 140.364 | ||
| 6005 | 2023.07.20 21:00 | close | 1884 | 1.00 | 140.190 | 138.964 | 140.364 | 2600.00 | 7095600.00 |
| 6006 | 2023.07.21 02:00 | buy | 1885 | 1.00 | 139.947 | 0.000 | 0.000 | ||
| 6007 | 2023.07.21 02:00 | modify | 1885 | 1.00 | 139.947 | 138.747 | 140.147 | ||
| 6008 | 2023.07.21 04:15 | modify | 1885 | 1.00 | 139.947 | 139.649 | 140.147 | ||
| 6009 | 2023.07.21 04:30 | close | 1885 | 1.00 | 140.108 | 139.649 | 140.147 | 16100.00 | 7111700.00 |
| 6010 | 2023.07.27 08:20 | sell | 1886 | 1.00 | 140.086 | 0.000 | 0.000 | ||
| 6011 | 2023.07.27 08:20 | modify | 1886 | 1.00 | 140.086 | 141.286 | 139.886 | ||
| 6012 | 2023.07.27 10:05 | close | 1886 | 1.00 | 139.933 | 141.286 | 139.886 | 15300.00 | 7127000.00 |
| 6013 | 2023.07.27 22:25 | buy | 1887 | 1.00 | 139.171 | 0.000 | 0.000 | ||
| 6014 | 2023.07.27 22:25 | modify | 1887 | 1.00 | 139.171 | 137.971 | 139.371 | ||
| 6015 | 2023.07.27 23:12 | t/p | 1887 | 1.00 | 139.382 | 137.971 | 139.371 | 21100.00 | 7148100.00 |
| 6016 | 2023.07.31 05:45 | sell | 1888 | 1.00 | 141.575 | 0.000 | 0.000 | ||
| 6017 | 2023.07.31 05:45 | modify | 1888 | 1.00 | 141.575 | 142.775 | 141.375 | ||
| 6018 | 2023.07.31 09:15 | close | 1888 | 1.00 | 141.718 | 142.775 | 141.375 | -14300.00 | 7133800.00 |
| 6019 | 2023.08.01 09:40 | buy | 1889 | 1.00 | 142.559 | 0.000 | 0.000 | ||
| 6020 | 2023.08.01 09:40 | modify | 1889 | 1.00 | 142.559 | 141.359 | 142.759 | ||
| 6021 | 2023.08.01 09:55 | modify | 1889 | 1.00 | 142.559 | 142.266 | 142.759 | ||
| 6022 | 2023.08.01 10:10 | close | 1889 | 1.00 | 142.742 | 142.266 | 142.759 | 18300.00 | 7152100.00 |
| 6023 | 2023.08.02 09:55 | buy | 1890 | 1.00 | 142.570 | 0.000 | 0.000 | ||
| 6024 | 2023.08.02 09:55 | modify | 1890 | 1.00 | 142.570 | 141.370 | 142.770 | ||
| 6025 | 2023.08.02 10:05 | modify | 1890 | 1.00 | 142.570 | 142.279 | 142.770 | ||
| 6026 | 2023.08.02 10:10 | close | 1890 | 1.00 | 142.729 | 142.279 | 142.770 | 15900.00 | 7168000.00 |
| 6027 | 2023.08.02 23:10 | sell | 1891 | 1.00 | 143.399 | 0.000 | 0.000 | ||
| 6028 | 2023.08.02 23:10 | modify | 1891 | 1.00 | 143.399 | 144.599 | 143.199 | ||
| 6029 | 2023.08.03 00:00 | close | 1891 | 1.00 | 143.346 | 144.599 | 143.199 | 5300.00 | 7173300.00 |
| 6030 | 2023.08.04 02:30 | sell | 1892 | 1.00 | 142.631 | 0.000 | 0.000 | ||
| 6031 | 2023.08.04 02:30 | modify | 1892 | 1.00 | 142.631 | 143.831 | 142.431 | ||
| 6032 | 2023.08.04 05:40 | modify | 1892 | 1.00 | 142.631 | 142.906 | 142.431 | ||
| 6033 | 2023.08.04 05:42 | t/p | 1892 | 1.00 | 142.432 | 142.906 | 142.431 | 19900.00 | 7193200.00 |
| 6034 | 2023.08.08 05:45 | sell | 1893 | 1.00 | 143.349 | 0.000 | 0.000 | ||
| 6035 | 2023.08.08 05:45 | modify | 1893 | 1.00 | 143.349 | 144.549 | 143.149 | ||
| 6036 | 2023.08.08 08:00 | close | 1893 | 1.00 | 143.231 | 144.549 | 143.149 | 11800.00 | 7205000.00 |
| 6037 | 2023.08.08 09:55 | buy | 1894 | 1.00 | 142.923 | 0.000 | 0.000 | ||
| 6038 | 2023.08.08 09:55 | modify | 1894 | 1.00 | 142.923 | 141.723 | 143.123 | ||
| 6039 | 2023.08.08 10:05 | modify | 1894 | 1.00 | 142.923 | 142.640 | 143.123 | ||
| 6040 | 2023.08.08 10:10 | close | 1894 | 1.00 | 143.077 | 142.640 | 143.123 | 15400.00 | 7220400.00 |
| 6041 | 2023.08.10 22:00 | sell | 1895 | 1.00 | 144.719 | 0.000 | 0.000 | ||
| 6042 | 2023.08.10 22:00 | modify | 1895 | 1.00 | 144.719 | 145.919 | 144.519 | ||
| 6043 | 2023.08.11 00:10 | close | 1895 | 1.00 | 144.746 | 145.919 | 144.519 | -2700.00 | 7217700.00 |
| 6044 | 2023.08.11 04:45 | buy | 1896 | 1.00 | 144.674 | 0.000 | 0.000 | ||
| 6045 | 2023.08.11 04:45 | modify | 1896 | 1.00 | 144.674 | 143.474 | 144.874 | ||
| 6046 | 2023.08.11 05:35 | modify | 1896 | 1.00 | 144.674 | 144.377 | 144.874 | ||
| 6047 | 2023.08.11 05:40 | modify | 1896 | 1.00 | 144.674 | 144.383 | 144.874 | ||
| 6048 | 2023.08.11 08:20 | close | 1896 | 1.00 | 144.718 | 144.383 | 144.874 | 4400.00 | 7222100.00 |
| 6049 | 2023.08.18 22:40 | sell | 1897 | 1.00 | 145.368 | 0.000 | 0.000 | ||
| 6050 | 2023.08.18 22:40 | modify | 1897 | 1.00 | 145.368 | 146.568 | 145.168 | ||
| 6051 | 2023.08.18 23:00 | close | 1897 | 1.00 | 145.350 | 146.568 | 145.168 | 1800.00 | 7223900.00 |
| 6052 | 2023.08.25 03:00 | sell | 1898 | 1.00 | 146.056 | 0.000 | 0.000 | ||
| 6053 | 2023.08.25 03:00 | modify | 1898 | 1.00 | 146.056 | 147.256 | 145.856 | ||
| 6054 | 2023.08.25 03:10 | modify | 1898 | 1.00 | 146.056 | 146.351 | 145.856 | ||
| 6055 | 2023.08.25 05:30 | close | 1898 | 1.00 | 146.047 | 146.351 | 145.856 | 900.00 | 7224800.00 |
| 6056 | 2023.08.28 08:20 | buy | 1899 | 1.00 | 146.402 | 0.000 | 0.000 | ||
| 6057 | 2023.08.28 08:20 | modify | 1899 | 1.00 | 146.402 | 145.202 | 146.602 | ||
| 6058 | 2023.08.28 10:35 | close | 1899 | 1.00 | 146.454 | 145.202 | 146.602 | 5200.00 | 7230000.00 |
| 6059 | 2023.09.01 03:25 | sell | 1900 | 1.00 | 145.640 | 0.000 | 0.000 | ||
| 6060 | 2023.09.01 03:25 | modify | 1900 | 1.00 | 145.640 | 146.840 | 145.440 | ||
| 6061 | 2023.09.01 04:04 | t/p | 1900 | 1.00 | 145.437 | 146.840 | 145.440 | 20300.00 | 7250300.00 |
| 6062 | 2023.09.04 02:15 | buy | 1901 | 1.00 | 146.088 | 0.000 | 0.000 | ||
| 6063 | 2023.09.04 02:15 | modify | 1901 | 1.00 | 146.088 | 144.888 | 146.288 | ||
| 6064 | 2023.09.04 03:55 | close | 1901 | 1.00 | 146.211 | 144.888 | 146.288 | 12300.00 | 7262600.00 |
| 6065 | 2023.09.06 02:05 | buy | 1902 | 1.00 | 147.490 | 0.000 | 0.000 | ||
| 6066 | 2023.09.06 02:05 | modify | 1902 | 1.00 | 147.490 | 146.290 | 147.690 | ||
| 6067 | 2023.09.06 03:35 | close | 1902 | 1.00 | 147.633 | 146.290 | 147.690 | 14300.00 | 7276900.00 |
| 6068 | 2023.09.12 23:35 | buy | 1903 | 1.00 | 147.000 | 0.000 | 0.000 | ||
| 6069 | 2023.09.12 23:35 | modify | 1903 | 1.00 | 147.000 | 145.800 | 147.200 | ||
| 6070 | 2023.09.13 00:40 | modify | 1903 | 1.00 | 147.000 | 146.716 | 147.200 | ||
| 6071 | 2023.09.13 00:45 | modify | 1903 | 1.00 | 147.000 | 146.717 | 147.200 | ||
| 6072 | 2023.09.13 01:00 | modify | 1903 | 1.00 | 147.000 | 146.719 | 147.200 | ||
| 6073 | 2023.09.13 02:15 | close | 1903 | 1.00 | 147.105 | 146.719 | 147.200 | 10500.00 | 7287400.00 |
| 6074 | 2023.09.13 09:10 | buy | 1904 | 1.00 | 147.284 | 0.000 | 0.000 | ||
| 6075 | 2023.09.13 09:10 | modify | 1904 | 1.00 | 147.284 | 146.084 | 147.484 | ||
| 6076 | 2023.09.13 13:10 | modify | 1904 | 1.00 | 147.284 | 146.987 | 147.484 | ||
| 6077 | 2023.09.13 13:20 | modify | 1904 | 1.00 | 147.284 | 146.995 | 147.484 | ||
| 6078 | 2023.09.13 13:35 | close | 1904 | 1.00 | 147.434 | 146.995 | 147.484 | 15000.00 | 7302400.00 |
| 6079 | 2023.09.22 04:55 | sell | 1905 | 1.00 | 147.766 | 0.000 | 0.000 | ||
| 6080 | 2023.09.22 04:55 | modify | 1905 | 1.00 | 147.766 | 148.966 | 147.566 | ||
| 6081 | 2023.09.22 06:30 | modify | 1905 | 1.00 | 147.766 | 148.966 | 147.666 | ||
| 6082 | 2023.09.22 07:45 | close | 1905 | 1.00 | 147.962 | 148.966 | 147.666 | -19600.00 | 7282800.00 |
| 6083 | 2023.09.26 03:30 | buy | 1906 | 1.00 | 148.730 | 0.000 | 0.000 | ||
| 6084 | 2023.09.26 03:30 | modify | 1906 | 1.00 | 148.730 | 147.530 | 148.930 | ||
| 6085 | 2023.09.26 03:55 | close | 1906 | 1.00 | 148.883 | 147.530 | 148.930 | 15300.00 | 7298100.00 |
| 6086 | 2023.09.28 02:25 | buy | 1907 | 1.00 | 149.442 | 0.000 | 0.000 | ||
| 6087 | 2023.09.28 02:25 | modify | 1907 | 1.00 | 149.442 | 148.242 | 149.642 | ||
| 6088 | 2023.09.28 09:35 | close | 1907 | 1.00 | 149.421 | 148.242 | 149.642 | -2100.00 | 7296000.00 |
| 6089 | 2023.10.03 23:55 | sell | 1908 | 1.00 | 149.060 | 0.000 | 0.000 | ||
| 6090 | 2023.10.03 23:55 | modify | 1908 | 1.00 | 149.060 | 150.260 | 148.860 | ||
| 6091 | 2023.10.04 07:05 | close | 1908 | 1.00 | 149.270 | 150.260 | 148.860 | -21000.00 | 7275000.00 |
| 6092 | 2023.10.05 09:15 | sell | 1909 | 1.00 | 148.695 | 0.000 | 0.000 | ||
| 6093 | 2023.10.05 09:15 | modify | 1909 | 1.00 | 148.695 | 149.895 | 148.495 | ||
| 6094 | 2023.10.05 12:25 | close | 1909 | 1.00 | 148.860 | 149.895 | 148.495 | -16500.00 | 7258500.00 |
| 6095 | 2023.10.10 07:20 | sell | 1910 | 1.00 | 148.692 | 0.000 | 0.000 | ||
| 6096 | 2023.10.10 07:20 | modify | 1910 | 1.00 | 148.692 | 149.892 | 148.492 | ||
| 6097 | 2023.10.10 11:40 | close | 1910 | 1.00 | 148.800 | 149.892 | 148.492 | -10800.00 | 7247700.00 |
| 6098 | 2023.10.13 07:20 | buy | 1911 | 1.00 | 149.669 | 0.000 | 0.000 | ||
| 6099 | 2023.10.13 07:20 | modify | 1911 | 1.00 | 149.669 | 148.469 | 149.869 | ||
| 6100 | 2023.10.13 12:10 | close | 1911 | 1.00 | 149.767 | 148.469 | 149.869 | 9800.00 | 7257500.00 |
| 6101 | 2023.10.31 03:10 | sell | 1912 | 1.00 | 149.234 | 0.000 | 0.000 | ||
| 6102 | 2023.10.31 03:10 | modify | 1912 | 1.00 | 149.234 | 150.434 | 149.034 | ||
| 6103 | 2023.10.31 06:05 | close | 1912 | 1.00 | 149.397 | 150.434 | 149.034 | -16300.00 | 7241200.00 |
| 6104 | 2023.10.31 08:00 | sell | 1913 | 1.00 | 150.147 | 0.000 | 0.000 | ||
| 6105 | 2023.10.31 08:00 | modify | 1913 | 1.00 | 150.147 | 151.347 | 149.947 | ||
| 6106 | 2023.10.31 08:45 | close | 1913 | 1.00 | 150.206 | 151.347 | 149.947 | -5900.00 | 7235300.00 |
| 6107 | 2023.10.31 20:00 | sell | 1914 | 1.00 | 151.706 | 0.000 | 0.000 | ||
| 6108 | 2023.10.31 20:00 | modify | 1914 | 1.00 | 151.706 | 152.906 | 151.506 | ||
| 6109 | 2023.10.31 20:03 | t/p | 1914 | 1.00 | 151.505 | 152.906 | 151.506 | 20100.00 | 7255400.00 |
| 6110 | 2023.11.02 03:15 | buy | 1915 | 1.00 | 150.526 | 0.000 | 0.000 | ||
| 6111 | 2023.11.02 03:15 | modify | 1915 | 1.00 | 150.526 | 149.326 | 150.726 | ||
| 6112 | 2023.11.02 06:15 | close | 1915 | 1.00 | 150.347 | 149.326 | 150.726 | -17900.00 | 7237500.00 |
| 6113 | 2023.11.03 07:20 | buy | 1916 | 1.00 | 150.291 | 0.000 | 0.000 | ||
| 6114 | 2023.11.03 07:20 | modify | 1916 | 1.00 | 150.291 | 149.091 | 150.491 | ||
| 6115 | 2023.11.03 11:00 | close | 1916 | 1.00 | 150.343 | 149.091 | 150.491 | 5200.00 | 7242700.00 |
| 6116 | 2023.11.06 02:05 | sell | 1917 | 1.00 | 149.506 | 0.000 | 0.000 | ||
| 6117 | 2023.11.06 02:05 | modify | 1917 | 1.00 | 149.506 | 150.706 | 149.306 | ||
| 6118 | 2023.11.06 06:10 | close | 1917 | 1.00 | 149.560 | 150.706 | 149.306 | -5400.00 | 7237300.00 |
| 6119 | 2023.11.06 23:05 | sell | 1918 | 1.00 | 150.004 | 0.000 | 0.000 | ||
| 6120 | 2023.11.06 23:05 | modify | 1918 | 1.00 | 150.004 | 151.204 | 149.804 | ||
| 6121 | 2023.11.07 00:55 | close | 1918 | 1.00 | 149.994 | 151.204 | 149.804 | 1000.00 | 7238300.00 |
| 6122 | 2023.11.14 21:25 | buy | 1919 | 1.00 | 150.461 | 0.000 | 0.000 | ||
| 6123 | 2023.11.14 21:25 | modify | 1919 | 1.00 | 150.461 | 149.261 | 150.661 | ||
| 6124 | 2023.11.15 02:05 | close | 1919 | 1.00 | 150.539 | 149.261 | 150.661 | 7800.00 | 7246100.00 |
| 6125 | 2023.11.16 03:30 | buy | 1920 | 1.00 | 151.150 | 0.000 | 0.000 | ||
| 6126 | 2023.11.16 03:30 | modify | 1920 | 1.00 | 151.150 | 149.950 | 151.350 | ||
| 6127 | 2023.11.16 04:35 | modify | 1920 | 1.00 | 151.150 | 150.869 | 151.350 | ||
| 6128 | 2023.11.16 04:40 | close | 1920 | 1.00 | 151.298 | 150.869 | 151.350 | 14800.00 | 7260900.00 |
| 6129 | 2023.11.16 22:30 | sell | 1921 | 1.00 | 150.678 | 0.000 | 0.000 | ||
| 6130 | 2023.11.16 22:30 | modify | 1921 | 1.00 | 150.678 | 151.878 | 150.478 | ||
| 6131 | 2023.11.17 00:05 | close | 1921 | 1.00 | 150.733 | 151.878 | 150.478 | -5500.00 | 7255400.00 |
| 6132 | 2023.11.20 01:30 | sell | 1922 | 1.00 | 149.848 | 0.000 | 0.000 | ||
| 6133 | 2023.11.20 01:30 | modify | 1922 | 1.00 | 149.848 | 151.048 | 149.648 | ||
| 6134 | 2023.11.20 03:05 | close | 1922 | 1.00 | 149.682 | 151.048 | 149.648 | 16600.00 | 7272000.00 |
| 6135 | 2023.11.20 06:05 | buy | 1923 | 1.00 | 148.880 | 0.000 | 0.000 | ||
| 6136 | 2023.11.20 06:05 | modify | 1923 | 1.00 | 148.880 | 147.680 | 149.080 | ||
| 6137 | 2023.11.20 07:10 | close | 1923 | 1.00 | 149.035 | 147.680 | 149.080 | 15500.00 | 7287500.00 |
| 6138 | 2023.11.21 05:30 | buy | 1924 | 1.00 | 147.601 | 0.000 | 0.000 | ||
| 6139 | 2023.11.21 05:30 | modify | 1924 | 1.00 | 147.601 | 146.401 | 147.801 | ||
| 6140 | 2023.11.21 07:45 | close | 1924 | 1.00 | 147.616 | 146.401 | 147.801 | 1500.00 | 7289000.00 |
| 6141 | 2023.11.22 01:05 | buy | 1925 | 1.00 | 148.226 | 0.000 | 0.000 | ||
| 6142 | 2023.11.22 01:05 | modify | 1925 | 1.00 | 148.226 | 147.026 | 148.426 | ||
| 6143 | 2023.11.22 06:30 | close | 1925 | 1.00 | 148.301 | 147.026 | 148.426 | 7500.00 | 7296500.00 |
| 6144 | 2023.11.23 02:05 | buy | 1926 | 1.00 | 149.414 | 0.000 | 0.000 | ||
| 6145 | 2023.11.23 02:05 | modify | 1926 | 1.00 | 149.414 | 148.214 | 149.614 | ||
| 6146 | 2023.11.23 07:55 | modify | 1926 | 1.00 | 149.414 | 148.214 | 149.514 | ||
| 6147 | 2023.11.23 09:15 | close | 1926 | 1.00 | 149.088 | 148.214 | 149.514 | -32600.00 | 7263900.00 |
| 6148 | 2023.11.29 03:15 | buy | 1927 | 1.00 | 146.785 | 0.000 | 0.000 | ||
| 6149 | 2023.11.29 03:15 | modify | 1927 | 1.00 | 146.785 | 145.585 | 146.985 | ||
| 6150 | 2023.11.29 03:55 | modify | 1927 | 1.00 | 146.785 | 146.498 | 146.985 | ||