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 |
| 6151 | 2023.11.29 04:05 | close | 1927 | 1.00 | 146.939 | 146.498 | 146.985 | 15400.00 | 7279300.00 |
| 6152 | 2023.11.29 05:40 | sell | 1928 | 1.00 | 147.223 | 0.000 | 0.000 | ||
| 6153 | 2023.11.29 05:40 | modify | 1928 | 1.00 | 147.223 | 148.423 | 147.023 | ||
| 6154 | 2023.11.29 06:55 | close | 1928 | 1.00 | 147.106 | 148.423 | 147.023 | 11700.00 | 7291000.00 |
| 6155 | 2023.12.01 01:05 | buy | 1929 | 1.00 | 148.095 | 0.000 | 0.000 | ||
| 6156 | 2023.12.01 01:05 | modify | 1929 | 1.00 | 148.095 | 146.895 | 148.295 | ||
| 6157 | 2023.12.01 03:05 | modify | 1929 | 1.00 | 148.095 | 146.895 | 148.195 | ||
| 6158 | 2023.12.01 05:00 | close | 1929 | 1.00 | 147.990 | 146.895 | 148.195 | -10500.00 | 7280500.00 |
| 6159 | 2023.12.01 19:15 | buy | 1930 | 1.00 | 146.903 | 0.000 | 0.000 | ||
| 6160 | 2023.12.01 19:15 | modify | 1930 | 1.00 | 146.903 | 145.703 | 147.103 | ||
| 6161 | 2023.12.01 19:20 | modify | 1930 | 1.00 | 146.903 | 146.615 | 147.103 | ||
| 6162 | 2023.12.01 19:30 | close | 1930 | 1.00 | 147.058 | 146.615 | 147.103 | 15500.00 | 7296000.00 |
| 6163 | 2023.12.04 06:05 | sell | 1931 | 1.00 | 146.818 | 0.000 | 0.000 | ||
| 6164 | 2023.12.04 06:05 | modify | 1931 | 1.00 | 146.818 | 148.018 | 146.618 | ||
| 6165 | 2023.12.04 06:30 | modify | 1931 | 1.00 | 146.818 | 147.117 | 146.618 | ||
| 6166 | 2023.12.04 08:15 | close | 1931 | 1.00 | 146.695 | 147.117 | 146.618 | 12300.00 | 7308300.00 |
| 6167 | 2023.12.13 23:05 | buy | 1932 | 1.00 | 142.893 | 0.000 | 0.000 | ||
| 6168 | 2023.12.13 23:05 | modify | 1932 | 1.00 | 142.893 | 141.693 | 143.093 | ||
| 6169 | 2023.12.13 23:19 | t/p | 1932 | 1.00 | 143.091 | 141.693 | 143.093 | 19800.00 | 7328100.00 |
| 6170 | 2023.12.18 23:50 | buy | 1933 | 1.00 | 142.818 | 0.000 | 0.000 | ||
| 6171 | 2023.12.18 23:50 | modify | 1933 | 1.00 | 142.818 | 141.618 | 143.018 | ||
| 6172 | 2023.12.19 02:15 | modify | 1933 | 1.00 | 142.818 | 141.618 | 142.918 | ||
| 6173 | 2023.12.19 04:20 | close | 1933 | 1.00 | 142.685 | 141.618 | 142.918 | -13300.00 | 7314800.00 |
| 6174 | 2023.12.22 19:10 | sell | 1934 | 1.00 | 142.659 | 0.000 | 0.000 | ||
| 6175 | 2023.12.22 19:10 | modify | 1934 | 1.00 | 142.659 | 143.859 | 142.459 | ||
| 6176 | 2023.12.22 19:20 | modify | 1934 | 1.00 | 142.659 | 142.954 | 142.459 | ||
| 6177 | 2023.12.22 19:25 | modify | 1934 | 1.00 | 142.659 | 142.924 | 142.459 | ||
| 6178 | 2023.12.22 19:40 | close | 1934 | 1.00 | 142.521 | 142.924 | 142.459 | 13800.00 | 7328600.00 |
| 6179 | 2024.01.02 01:50 | sell | 1935 | 1.00 | 141.091 | 0.000 | 0.000 | ||
| 6180 | 2024.01.02 01:50 | modify | 1935 | 1.00 | 141.091 | 142.291 | 140.891 | ||
| 6181 | 2024.01.02 04:35 | modify | 1935 | 1.00 | 141.091 | 142.291 | 140.991 | ||
| 6182 | 2024.01.02 07:10 | close | 1935 | 1.00 | 141.472 | 142.291 | 140.991 | -38100.00 | 7290500.00 |
| 6183 | 2024.01.04 01:05 | buy | 1936 | 1.00 | 143.127 | 0.000 | 0.000 | ||
| 6184 | 2024.01.04 01:05 | modify | 1936 | 1.00 | 143.127 | 141.927 | 143.327 | ||
| 6185 | 2024.01.04 02:40 | close | 1936 | 1.00 | 143.189 | 141.927 | 143.327 | 6200.00 | 7296700.00 |
| 6186 | 2024.01.09 07:45 | sell | 1937 | 1.00 | 143.825 | 0.000 | 0.000 | ||
| 6187 | 2024.01.09 07:45 | modify | 1937 | 1.00 | 143.825 | 145.025 | 143.625 | ||
| 6188 | 2024.01.09 10:15 | modify | 1937 | 1.00 | 143.825 | 145.025 | 143.725 | ||
| 6189 | 2024.01.09 11:40 | close | 1937 | 1.00 | 143.785 | 145.025 | 143.725 | 4000.00 | 7300700.00 |
| 6190 | 2024.01.10 01:10 | buy | 1938 | 1.00 | 144.341 | 0.000 | 0.000 | ||
| 6191 | 2024.01.10 01:10 | modify | 1938 | 1.00 | 144.341 | 143.141 | 144.541 | ||
| 6192 | 2024.01.10 01:55 | modify | 1938 | 1.00 | 144.341 | 144.046 | 144.541 | ||
| 6193 | 2024.01.10 02:05 | modify | 1938 | 1.00 | 144.341 | 144.066 | 144.541 | ||
| 6194 | 2024.01.10 02:15 | close | 1938 | 1.00 | 144.511 | 144.066 | 144.541 | 17000.00 | 7317700.00 |
| 6195 | 2024.01.11 23:35 | buy | 1939 | 1.00 | 145.308 | 0.000 | 0.000 | ||
| 6196 | 2024.01.11 23:35 | modify | 1939 | 1.00 | 145.308 | 144.108 | 145.508 | ||
| 6197 | 2024.01.12 02:40 | close | 1939 | 1.00 | 145.332 | 144.108 | 145.508 | 2400.00 | 7320100.00 |
| 6198 | 2024.01.18 23:40 | buy | 1940 | 1.00 | 148.098 | 0.000 | 0.000 | ||
| 6199 | 2024.01.18 23:40 | modify | 1940 | 1.00 | 148.098 | 146.898 | 148.298 | ||
| 6200 | 2024.01.19 03:20 | modify | 1940 | 1.00 | 148.098 | 147.819 | 148.298 | ||
| 6201 | 2024.01.19 03:25 | close | 1940 | 1.00 | 148.242 | 147.819 | 148.298 | 14400.00 | 7334500.00 |
| 6202 | 2024.01.31 21:05 | sell | 1941 | 1.00 | 146.777 | 0.000 | 0.000 | ||
| 6203 | 2024.01.31 21:05 | modify | 1941 | 1.00 | 146.777 | 147.977 | 146.577 | ||
| 6204 | 2024.01.31 21:06 | t/p | 1941 | 1.00 | 146.577 | 147.977 | 146.577 | 20000.00 | 7354500.00 |
| 6205 | 2024.02.08 01:05 | buy | 1942 | 1.00 | 148.058 | 0.000 | 0.000 | ||
| 6206 | 2024.02.08 01:05 | modify | 1942 | 1.00 | 148.058 | 146.858 | 148.258 | ||
| 6207 | 2024.02.08 03:34 | t/p | 1942 | 1.00 | 148.267 | 146.858 | 148.258 | 20900.00 | 7375400.00 |
| 6208 | 2024.02.13 19:55 | sell | 1943 | 1.00 | 150.790 | 0.000 | 0.000 | ||
| 6209 | 2024.02.13 19:55 | modify | 1943 | 1.00 | 150.790 | 151.990 | 150.590 | ||
| 6210 | 2024.02.13 20:00 | close | 1943 | 1.00 | 150.788 | 151.990 | 150.590 | 200.00 | 7375600.00 |
| 6211 | 2024.02.14 01:00 | buy | 1944 | 1.00 | 150.666 | 0.000 | 0.000 | ||
| 6212 | 2024.02.14 01:00 | modify | 1944 | 1.00 | 150.666 | 149.466 | 150.866 | ||
| 6213 | 2024.02.14 08:10 | close | 1944 | 1.00 | 150.532 | 149.466 | 150.866 | -13400.00 | 7362200.00 |
| 6214 | 2024.02.16 08:00 | buy | 1945 | 1.00 | 150.184 | 0.000 | 0.000 | ||
| 6215 | 2024.02.16 08:00 | modify | 1945 | 1.00 | 150.184 | 148.984 | 150.384 | ||
| 6216 | 2024.02.16 10:05 | modify | 1945 | 1.00 | 150.184 | 149.890 | 150.384 | ||
| 6217 | 2024.02.16 12:00 | close | 1945 | 1.00 | 150.283 | 149.890 | 150.384 | 9900.00 | 7372100.00 |
| 6218 | 2024.03.01 04:05 | sell | 1946 | 1.00 | 150.382 | 0.000 | 0.000 | ||
| 6219 | 2024.03.01 04:05 | modify | 1946 | 1.00 | 150.382 | 151.582 | 150.182 | ||
| 6220 | 2024.03.01 08:35 | close | 1946 | 1.00 | 150.391 | 151.582 | 150.182 | -900.00 | 7371200.00 |
| 6221 | 2024.03.04 08:45 | sell | 1947 | 1.00 | 150.372 | 0.000 | 0.000 | ||
| 6222 | 2024.03.04 08:45 | modify | 1947 | 1.00 | 150.372 | 151.572 | 150.172 | ||
| 6223 | 2024.03.04 10:15 | close | 1947 | 1.00 | 150.251 | 151.572 | 150.172 | 12100.00 | 7383300.00 |
| 6224 | 2024.03.11 05:45 | sell | 1948 | 1.00 | 147.064 | 0.000 | 0.000 | ||
| 6225 | 2024.03.11 05:45 | modify | 1948 | 1.00 | 147.064 | 148.264 | 146.864 | ||
| 6226 | 2024.03.11 06:35 | modify | 1948 | 1.00 | 147.064 | 147.355 | 146.864 | ||
| 6227 | 2024.03.11 06:50 | modify | 1948 | 1.00 | 147.064 | 147.351 | 146.864 | ||
| 6228 | 2024.03.11 07:00 | modify | 1948 | 1.00 | 147.064 | 147.340 | 146.864 | ||
| 6229 | 2024.03.11 07:45 | modify | 1948 | 1.00 | 147.064 | 147.329 | 146.864 | ||
| 6230 | 2024.03.11 07:50 | close | 1948 | 1.00 | 146.910 | 147.329 | 146.864 | 15400.00 | 7398700.00 |
| 6231 | 2024.03.18 05:45 | buy | 1949 | 1.00 | 148.944 | 0.000 | 0.000 | ||
| 6232 | 2024.03.18 05:45 | modify | 1949 | 1.00 | 148.944 | 147.744 | 149.144 | ||
| 6233 | 2024.03.18 06:25 | modify | 1949 | 1.00 | 148.944 | 148.647 | 149.144 | ||
| 6234 | 2024.03.18 06:40 | modify | 1949 | 1.00 | 148.944 | 148.666 | 149.144 | ||
| 6235 | 2024.03.18 06:55 | modify | 1949 | 1.00 | 148.944 | 148.677 | 149.144 | ||
| 6236 | 2024.03.18 07:00 | modify | 1949 | 1.00 | 148.944 | 148.690 | 149.144 | ||
| 6237 | 2024.03.18 07:05 | close | 1949 | 1.00 | 149.102 | 148.690 | 149.144 | 15800.00 | 7414500.00 |
| 6238 | 2024.03.20 00:35 | buy | 1950 | 1.00 | 150.821 | 0.000 | 0.000 | ||
| 6239 | 2024.03.20 00:35 | modify | 1950 | 1.00 | 150.821 | 149.621 | 151.021 | ||
| 6240 | 2024.03.20 02:05 | close | 1950 | 1.00 | 150.902 | 149.621 | 151.021 | 8100.00 | 7422600.00 |
| 6241 | 2024.03.20 09:05 | sell | 1951 | 1.00 | 151.553 | 0.000 | 0.000 | ||
| 6242 | 2024.03.20 09:05 | modify | 1951 | 1.00 | 151.553 | 152.753 | 151.353 | ||
| 6243 | 2024.03.20 10:30 | modify | 1951 | 1.00 | 151.553 | 151.840 | 151.353 | ||
| 6244 | 2024.03.20 10:35 | close | 1951 | 1.00 | 151.379 | 151.840 | 151.353 | 17400.00 | 7440000.00 |
| 6245 | 2024.03.21 03:10 | buy | 1952 | 1.00 | 150.687 | 0.000 | 0.000 | ||
| 6246 | 2024.03.21 03:10 | modify | 1952 | 1.00 | 150.687 | 149.487 | 150.887 | ||
| 6247 | 2024.03.21 07:30 | close | 1952 | 1.00 | 150.646 | 149.487 | 150.887 | -4100.00 | 7435900.00 |
| 6248 | 2024.03.21 07:45 | sell | 1953 | 1.00 | 150.723 | 0.000 | 0.000 | ||
| 6249 | 2024.03.21 07:45 | modify | 1953 | 1.00 | 150.723 | 151.923 | 150.523 | ||
| 6250 | 2024.03.21 10:55 | modify | 1953 | 1.00 | 150.723 | 151.923 | 150.623 | ||
| 6251 | 2024.03.21 13:10 | close | 1953 | 1.00 | 151.010 | 151.923 | 150.623 | -28700.00 | 7407200.00 |
| 6252 | 2024.03.22 03:35 | buy | 1954 | 1.00 | 151.460 | 0.000 | 0.000 | ||
| 6253 | 2024.03.22 03:35 | modify | 1954 | 1.00 | 151.460 | 150.260 | 151.660 | ||
| 6254 | 2024.03.22 04:25 | modify | 1954 | 1.00 | 151.460 | 151.173 | 151.660 | ||
| 6255 | 2024.03.22 04:30 | close | 1954 | 1.00 | 151.624 | 151.173 | 151.660 | 16400.00 | 7423600.00 |
| 6256 | 2024.04.10 20:35 | buy | 1955 | 1.00 | 152.657 | 0.000 | 0.000 | ||
| 6257 | 2024.04.10 20:35 | modify | 1955 | 1.00 | 152.657 | 151.457 | 152.857 | ||
| 6258 | 2024.04.10 20:40 | modify | 1955 | 1.00 | 152.657 | 152.402 | 152.857 | ||
| 6259 | 2024.04.10 20:44 | t/p | 1955 | 1.00 | 152.855 | 152.402 | 152.857 | 19800.00 | 7443400.00 |
| 6260 | 2024.04.26 20:20 | sell | 1956 | 1.00 | 157.769 | 0.000 | 0.000 | ||
| 6261 | 2024.04.26 20:20 | modify | 1956 | 1.00 | 157.769 | 158.969 | 157.569 | ||
| 6262 | 2024.04.26 20:25 | close | 1956 | 1.00 | 157.762 | 158.969 | 157.569 | 700.00 | 7444100.00 |
| 6263 | 2024.04.29 06:00 | sell | 1957 | 1.00 | 159.366 | 0.000 | 0.000 | ||
| 6264 | 2024.04.29 06:00 | modify | 1957 | 1.00 | 159.366 | 160.566 | 159.166 | ||
| 6265 | 2024.04.29 06:05 | close | 1957 | 1.00 | 159.360 | 160.566 | 159.166 | 600.00 | 7444700.00 |
| 6266 | 2024.04.29 07:10 | buy | 1958 | 1.00 | 157.794 | 0.000 | 0.000 | ||
| 6267 | 2024.04.29 07:10 | modify | 1958 | 1.00 | 157.794 | 156.594 | 157.994 | ||
| 6268 | 2024.04.29 07:10 | t/p | 1958 | 1.00 | 158.001 | 156.594 | 157.994 | 20700.00 | 7465400.00 |
| 6269 | 2024.04.29 23:50 | sell | 1959 | 1.00 | 156.316 | 0.000 | 0.000 | ||
| 6270 | 2024.04.29 23:50 | modify | 1959 | 1.00 | 156.316 | 157.516 | 156.116 | ||
| 6271 | 2024.04.30 01:05 | modify | 1959 | 1.00 | 156.316 | 156.573 | 156.116 | ||
| 6272 | 2024.04.30 01:09 | t/p | 1959 | 1.00 | 156.121 | 156.573 | 156.116 | 19500.00 | 7484900.00 |
| 6273 | 2024.05.02 04:35 | sell | 1960 | 1.00 | 156.223 | 0.000 | 0.000 | ||
| 6274 | 2024.05.02 04:35 | modify | 1960 | 1.00 | 156.223 | 157.423 | 156.023 | ||
| 6275 | 2024.05.02 05:00 | modify | 1960 | 1.00 | 156.223 | 156.489 | 156.023 | ||
| 6276 | 2024.05.02 05:00 | t/p | 1960 | 1.00 | 156.013 | 156.489 | 156.023 | 21000.00 | 7505900.00 |
| 6277 | 2024.05.02 23:35 | sell | 1961 | 1.00 | 153.665 | 0.000 | 0.000 | ||
| 6278 | 2024.05.02 23:35 | modify | 1961 | 1.00 | 153.665 | 154.865 | 153.465 | ||
| 6279 | 2024.05.03 01:03 | t/p | 1961 | 1.00 | 153.455 | 154.865 | 153.465 | 21000.00 | 7526900.00 |
| 6280 | 2024.05.06 06:25 | sell | 1962 | 1.00 | 153.847 | 0.000 | 0.000 | ||
| 6281 | 2024.05.06 06:25 | modify | 1962 | 1.00 | 153.847 | 155.047 | 153.647 | ||
| 6282 | 2024.05.06 09:15 | close | 1962 | 1.00 | 153.802 | 155.047 | 153.647 | 4500.00 | 7531400.00 |
| 6283 | 2024.05.08 05:30 | sell | 1963 | 1.00 | 155.227 | 0.000 | 0.000 | ||
| 6284 | 2024.05.08 05:30 | modify | 1963 | 1.00 | 155.227 | 156.427 | 155.027 | ||
| 6285 | 2024.05.08 06:20 | modify | 1963 | 1.00 | 155.227 | 155.517 | 155.027 | ||
| 6286 | 2024.05.08 06:45 | modify | 1963 | 1.00 | 155.227 | 155.502 | 155.027 | ||
| 6287 | 2024.05.08 12:17 | s/l | 1963 | 1.00 | 155.503 | 155.502 | 155.027 | -27600.00 | 7503800.00 |
| 6288 | 2024.05.09 02:55 | buy | 1964 | 1.00 | 155.453 | 0.000 | 0.000 | ||
| 6289 | 2024.05.09 02:55 | modify | 1964 | 1.00 | 155.453 | 154.253 | 155.653 | ||
| 6290 | 2024.05.09 03:56 | t/p | 1964 | 1.00 | 155.660 | 154.253 | 155.653 | 20700.00 | 7524500.00 |
| 6291 | 2024.05.16 09:05 | sell | 1965 | 1.00 | 154.271 | 0.000 | 0.000 | ||
| 6292 | 2024.05.16 09:05 | modify | 1965 | 1.00 | 154.271 | 155.471 | 154.071 | ||
| 6293 | 2024.05.16 09:35 | modify | 1965 | 1.00 | 154.271 | 154.542 | 154.071 | ||
| 6294 | 2024.05.16 11:15 | s/l | 1965 | 1.00 | 154.547 | 154.542 | 154.071 | -27600.00 | 7496900.00 |
| 6295 | 2024.05.20 02:25 | sell | 1966 | 1.00 | 155.766 | 0.000 | 0.000 | ||
| 6296 | 2024.05.20 02:25 | modify | 1966 | 1.00 | 155.766 | 156.966 | 155.566 | ||
| 6297 | 2024.05.20 06:25 | close | 1966 | 1.00 | 155.713 | 156.966 | 155.566 | 5300.00 | 7502200.00 |
| 6298 | 2024.06.04 02:15 | sell | 1967 | 1.00 | 156.216 | 0.000 | 0.000 | ||
| 6299 | 2024.06.04 02:15 | modify | 1967 | 1.00 | 156.216 | 157.416 | 156.016 | ||
| 6300 | 2024.06.04 02:50 | close | 1967 | 1.00 | 156.062 | 157.416 | 156.016 | 15400.00 | 7517600.00 |