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 |
| 6301 | 2024.06.04 03:55 | sell | 1968 | 1.00 | 156.411 | 0.000 | 0.000 | ||
| 6302 | 2024.06.04 03:55 | modify | 1968 | 1.00 | 156.411 | 157.611 | 156.211 | ||
| 6303 | 2024.06.04 07:55 | close | 1968 | 1.00 | 156.280 | 157.611 | 156.211 | 13100.00 | 7530700.00 |
| 6304 | 2024.06.04 23:55 | sell | 1969 | 1.00 | 154.883 | 0.000 | 0.000 | ||
| 6305 | 2024.06.04 23:55 | modify | 1969 | 1.00 | 154.883 | 156.083 | 154.683 | ||
| 6306 | 2024.06.05 03:10 | modify | 1969 | 1.00 | 154.883 | 156.083 | 154.783 | ||
| 6307 | 2024.06.05 07:05 | close | 1969 | 1.00 | 155.488 | 156.083 | 154.783 | -60500.00 | 7470200.00 |
| 6308 | 2024.06.06 00:10 | buy | 1970 | 1.00 | 156.034 | 0.000 | 0.000 | ||
| 6309 | 2024.06.06 00:10 | modify | 1970 | 1.00 | 156.034 | 154.834 | 156.234 | ||
| 6310 | 2024.06.06 04:05 | modify | 1970 | 1.00 | 156.034 | 154.834 | 156.134 | ||
| 6311 | 2024.06.06 07:25 | close | 1970 | 1.00 | 155.775 | 154.834 | 156.134 | -25900.00 | 7444300.00 |
| 6312 | 2024.06.12 22:50 | sell | 1971 | 1.00 | 156.837 | 0.000 | 0.000 | ||
| 6313 | 2024.06.12 22:50 | modify | 1971 | 1.00 | 156.837 | 158.037 | 156.637 | ||
| 6314 | 2024.06.12 23:50 | modify | 1971 | 1.00 | 156.837 | 157.112 | 156.637 | ||
| 6315 | 2024.06.13 00:05 | modify | 1971 | 1.00 | 156.837 | 157.105 | 156.637 | ||
| 6316 | 2024.06.13 00:10 | close | 1971 | 1.00 | 156.677 | 157.105 | 156.637 | 16000.00 | 7460300.00 |
| 6317 | 2024.06.21 02:25 | buy | 1972 | 1.00 | 158.832 | 0.000 | 0.000 | ||
| 6318 | 2024.06.21 02:25 | modify | 1972 | 1.00 | 158.832 | 157.632 | 159.032 | ||
| 6319 | 2024.06.21 02:35 | modify | 1972 | 1.00 | 158.832 | 158.535 | 159.032 | ||
| 6320 | 2024.06.21 03:00 | modify | 1972 | 1.00 | 158.832 | 158.536 | 159.032 | ||
| 6321 | 2024.06.21 03:05 | modify | 1972 | 1.00 | 158.832 | 158.541 | 159.032 | ||
| 6322 | 2024.06.21 03:15 | modify | 1972 | 1.00 | 158.832 | 158.551 | 159.032 | ||
| 6323 | 2024.06.21 03:20 | modify | 1972 | 1.00 | 158.832 | 158.566 | 159.032 | ||
| 6324 | 2024.06.21 03:55 | close | 1972 | 1.00 | 158.992 | 158.566 | 159.032 | 16000.00 | 7476300.00 |
| 6325 | 2024.06.21 08:10 | buy | 1973 | 1.00 | 158.823 | 0.000 | 0.000 | ||
| 6326 | 2024.06.21 08:10 | modify | 1973 | 1.00 | 158.823 | 157.623 | 159.023 | ||
| 6327 | 2024.06.21 08:50 | modify | 1973 | 1.00 | 158.823 | 158.533 | 159.023 | ||
| 6328 | 2024.06.21 09:00 | modify | 1973 | 1.00 | 158.823 | 158.550 | 159.023 | ||
| 6329 | 2024.06.21 09:05 | close | 1973 | 1.00 | 158.995 | 158.550 | 159.023 | 17200.00 | 7493500.00 |
| 6330 | 2024.06.27 02:20 | buy | 1974 | 1.00 | 160.611 | 0.000 | 0.000 | ||
| 6331 | 2024.06.27 02:20 | modify | 1974 | 1.00 | 160.611 | 159.411 | 160.811 | ||
| 6332 | 2024.06.27 04:00 | close | 1974 | 1.00 | 160.696 | 159.411 | 160.811 | 8500.00 | 7502000.00 |
| 6333 | 2024.06.27 04:55 | buy | 1975 | 1.00 | 160.464 | 0.000 | 0.000 | ||
| 6334 | 2024.06.27 04:55 | modify | 1975 | 1.00 | 160.464 | 159.264 | 160.664 | ||
| 6335 | 2024.06.27 08:30 | close | 1975 | 1.00 | 160.444 | 159.264 | 160.664 | -2000.00 | 7500000.00 |
| 6336 | 2024.06.27 23:00 | sell | 1976 | 1.00 | 160.817 | 0.000 | 0.000 | ||
| 6337 | 2024.06.27 23:00 | modify | 1976 | 1.00 | 160.817 | 162.017 | 160.617 | ||
| 6338 | 2024.06.28 00:05 | close | 1976 | 1.00 | 160.775 | 162.017 | 160.617 | 4200.00 | 7504200.00 |
| 6339 | 2024.07.12 02:00 | sell | 1977 | 1.00 | 159.258 | 0.000 | 0.000 | ||
| 6340 | 2024.07.12 02:00 | modify | 1977 | 1.00 | 159.258 | 160.458 | 159.058 | ||
| 6341 | 2024.07.12 02:28 | t/p | 1977 | 1.00 | 159.029 | 160.458 | 159.058 | 22900.00 | 7527100.00 |
| 6342 | 2024.07.16 04:55 | sell | 1978 | 1.00 | 158.580 | 0.000 | 0.000 | ||
| 6343 | 2024.07.16 04:55 | modify | 1978 | 1.00 | 158.580 | 159.780 | 158.380 | ||
| 6344 | 2024.07.16 09:30 | close | 1978 | 1.00 | 158.567 | 159.780 | 158.380 | 1300.00 | 7528400.00 |
| 6345 | 2024.07.16 22:55 | buy | 1979 | 1.00 | 158.332 | 0.000 | 0.000 | ||
| 6346 | 2024.07.16 22:55 | modify | 1979 | 1.00 | 158.332 | 157.132 | 158.532 | ||
| 6347 | 2024.07.17 03:10 | close | 1979 | 1.00 | 158.424 | 157.132 | 158.532 | 9200.00 | 7537600.00 |
| 6348 | 2024.07.18 04:45 | sell | 1980 | 1.00 | 156.133 | 0.000 | 0.000 | ||
| 6349 | 2024.07.18 04:45 | modify | 1980 | 1.00 | 156.133 | 157.333 | 155.933 | ||
| 6350 | 2024.07.18 06:50 | modify | 1980 | 1.00 | 156.133 | 157.333 | 156.033 | ||
| 6351 | 2024.07.18 08:40 | close | 1980 | 1.00 | 156.165 | 157.333 | 156.033 | -3200.00 | 7534400.00 |
| 6352 | 2024.07.18 20:40 | sell | 1981 | 1.00 | 157.204 | 0.000 | 0.000 | ||
| 6353 | 2024.07.18 20:40 | modify | 1981 | 1.00 | 157.204 | 158.404 | 157.004 | ||
| 6354 | 2024.07.18 21:00 | close | 1981 | 1.00 | 157.191 | 158.404 | 157.004 | 1300.00 | 7535700.00 |
| 6355 | 2024.07.19 02:30 | buy | 1982 | 1.00 | 157.184 | 0.000 | 0.000 | ||
| 6356 | 2024.07.19 02:30 | modify | 1982 | 1.00 | 157.184 | 155.984 | 157.384 | ||
| 6357 | 2024.07.19 03:20 | modify | 1982 | 1.00 | 157.184 | 156.908 | 157.384 | ||
| 6358 | 2024.07.19 03:25 | modify | 1982 | 1.00 | 157.184 | 156.923 | 157.384 | ||
| 6359 | 2024.07.19 03:26 | t/p | 1982 | 1.00 | 157.386 | 156.923 | 157.384 | 20200.00 | 7555900.00 |
| 6360 | 2024.07.19 09:55 | buy | 1983 | 1.00 | 157.212 | 0.000 | 0.000 | ||
| 6361 | 2024.07.19 09:55 | modify | 1983 | 1.00 | 157.212 | 156.012 | 157.412 | ||
| 6362 | 2024.07.19 10:33 | t/p | 1983 | 1.00 | 157.412 | 156.012 | 157.412 | 20000.00 | 7575900.00 |
| 6363 | 2024.07.25 08:20 | sell | 1984 | 1.00 | 152.882 | 0.000 | 0.000 | ||
| 6364 | 2024.07.25 08:20 | modify | 1984 | 1.00 | 152.882 | 154.082 | 152.682 | ||
| 6365 | 2024.07.25 08:42 | t/p | 1984 | 1.00 | 152.672 | 154.082 | 152.682 | 21000.00 | 7596900.00 |
| 6366 | 2024.07.26 02:05 | buy | 1985 | 1.00 | 153.654 | 0.000 | 0.000 | ||
| 6367 | 2024.07.26 02:05 | modify | 1985 | 1.00 | 153.654 | 152.454 | 153.854 | ||
| 6368 | 2024.07.26 03:39 | t/p | 1985 | 1.00 | 153.859 | 152.454 | 153.854 | 20500.00 | 7617400.00 |
| 6369 | 2024.07.29 05:20 | buy | 1986 | 1.00 | 153.260 | 0.000 | 0.000 | ||
| 6370 | 2024.07.29 05:20 | modify | 1986 | 1.00 | 153.260 | 152.060 | 153.460 | ||
| 6371 | 2024.07.29 06:00 | close | 1986 | 1.00 | 153.418 | 152.060 | 153.460 | 15800.00 | 7633200.00 |
| 6372 | 2024.07.31 05:15 | sell | 1987 | 1.00 | 152.963 | 0.000 | 0.000 | ||
| 6373 | 2024.07.31 05:15 | modify | 1987 | 1.00 | 152.963 | 154.163 | 152.763 | ||
| 6374 | 2024.07.31 05:16 | t/p | 1987 | 1.00 | 152.762 | 154.163 | 152.763 | 20100.00 | 7653300.00 |
| 6375 | 2024.07.31 20:35 | sell | 1988 | 1.00 | 150.801 | 0.000 | 0.000 | ||
| 6376 | 2024.07.31 20:35 | modify | 1988 | 1.00 | 150.801 | 152.001 | 150.601 | ||
| 6377 | 2024.07.31 21:35 | modify | 1988 | 1.00 | 150.801 | 151.078 | 150.601 | ||
| 6378 | 2024.07.31 21:37 | t/p | 1988 | 1.00 | 150.596 | 151.078 | 150.601 | 20500.00 | 7673800.00 |
| 6379 | 2024.08.01 02:05 | sell | 1989 | 1.00 | 150.307 | 0.000 | 0.000 | ||
| 6380 | 2024.08.01 02:05 | modify | 1989 | 1.00 | 150.307 | 151.507 | 150.107 | ||
| 6381 | 2024.08.01 02:20 | modify | 1989 | 1.00 | 150.307 | 150.561 | 150.107 | ||
| 6382 | 2024.08.01 02:22 | t/p | 1989 | 1.00 | 150.107 | 150.561 | 150.107 | 20000.00 | 7693800.00 |
| 6383 | 2024.08.01 08:50 | sell | 1990 | 1.00 | 149.994 | 0.000 | 0.000 | ||
| 6384 | 2024.08.01 08:50 | modify | 1990 | 1.00 | 149.994 | 151.194 | 149.794 | ||
| 6385 | 2024.08.01 08:55 | modify | 1990 | 1.00 | 149.994 | 150.247 | 149.794 | ||
| 6386 | 2024.08.01 08:58 | t/p | 1990 | 1.00 | 149.789 | 150.247 | 149.794 | 20500.00 | 7714300.00 |
| 6387 | 2024.08.05 08:35 | buy | 1991 | 1.00 | 142.899 | 0.000 | 0.000 | ||
| 6388 | 2024.08.05 08:35 | modify | 1991 | 1.00 | 142.899 | 141.699 | 143.099 | ||
| 6389 | 2024.08.05 08:40 | close | 1991 | 1.00 | 142.506 | 141.699 | 143.099 | -39300.00 | 7675000.00 |
| 6390 | 2024.08.05 09:05 | buy | 1992 | 1.00 | 142.033 | 0.000 | 0.000 | ||
| 6391 | 2024.08.05 09:05 | modify | 1992 | 1.00 | 142.033 | 140.833 | 142.233 | ||
| 6392 | 2024.08.05 09:10 | t/p | 1992 | 1.00 | 142.231 | 140.833 | 142.233 | 19800.00 | 7694800.00 |
| 6393 | 2024.08.14 03:05 | sell | 1993 | 1.00 | 147.120 | 0.000 | 0.000 | ||
| 6394 | 2024.08.14 03:05 | modify | 1993 | 1.00 | 147.120 | 148.320 | 146.920 | ||
| 6395 | 2024.08.14 04:25 | modify | 1993 | 1.00 | 147.120 | 147.382 | 146.920 | ||
| 6396 | 2024.08.14 04:27 | t/p | 1993 | 1.00 | 146.919 | 147.382 | 146.920 | 20100.00 | 7714900.00 |
| 6397 | 2024.08.16 03:35 | buy | 1994 | 1.00 | 148.972 | 0.000 | 0.000 | ||
| 6398 | 2024.08.16 03:35 | modify | 1994 | 1.00 | 148.972 | 147.772 | 149.172 | ||
| 6399 | 2024.08.16 04:00 | close | 1994 | 1.00 | 149.150 | 147.772 | 149.172 | 17800.00 | 7732700.00 |
| 6400 | 2024.08.19 02:20 | sell | 1995 | 1.00 | 147.944 | 0.000 | 0.000 | ||
| 6401 | 2024.08.19 02:20 | modify | 1995 | 1.00 | 147.944 | 149.144 | 147.744 | ||
| 6402 | 2024.08.19 03:10 | modify | 1995 | 1.00 | 147.944 | 148.209 | 147.744 | ||
| 6403 | 2024.08.19 03:57 | t/p | 1995 | 1.00 | 147.743 | 148.209 | 147.744 | 20100.00 | 7752800.00 |
| 6404 | 2024.08.19 08:20 | buy | 1996 | 1.00 | 146.013 | 0.000 | 0.000 | ||
| 6405 | 2024.08.19 08:20 | modify | 1996 | 1.00 | 146.013 | 144.813 | 146.213 | ||
| 6406 | 2024.08.19 08:35 | modify | 1996 | 1.00 | 146.013 | 144.813 | 146.113 | ||
| 6407 | 2024.08.19 10:36 | t/p | 1996 | 1.00 | 146.118 | 144.813 | 146.113 | 10500.00 | 7763300.00 |
| 6408 | 2024.08.20 20:40 | buy | 1997 | 1.00 | 145.386 | 0.000 | 0.000 | ||
| 6409 | 2024.08.20 20:40 | modify | 1997 | 1.00 | 145.386 | 144.186 | 145.586 | ||
| 6410 | 2024.08.20 21:05 | modify | 1997 | 1.00 | 145.386 | 145.127 | 145.586 | ||
| 6411 | 2024.08.21 00:36 | s/l | 1997 | 1.00 | 145.116 | 145.127 | 145.586 | -27000.00 | 7736300.00 |
| 6412 | 2024.08.21 07:45 | sell | 1998 | 1.00 | 145.672 | 0.000 | 0.000 | ||
| 6413 | 2024.08.21 07:45 | modify | 1998 | 1.00 | 145.672 | 146.872 | 145.472 | ||
| 6414 | 2024.08.21 10:45 | modify | 1998 | 1.00 | 145.672 | 146.872 | 145.572 | ||
| 6415 | 2024.08.21 14:55 | close | 1998 | 1.00 | 146.087 | 146.872 | 145.572 | -41500.00 | 7694800.00 |
| 6416 | 2024.08.23 02:15 | buy | 1999 | 1.00 | 146.035 | 0.000 | 0.000 | ||
| 6417 | 2024.08.23 02:15 | modify | 1999 | 1.00 | 146.035 | 144.835 | 146.235 | ||
| 6418 | 2024.08.23 02:45 | modify | 1999 | 1.00 | 146.035 | 145.768 | 146.235 | ||
| 6419 | 2024.08.23 02:50 | modify | 1999 | 1.00 | 146.035 | 145.773 | 146.235 | ||
| 6420 | 2024.08.23 03:00 | close | 1999 | 1.00 | 146.204 | 145.773 | 146.235 | 16900.00 | 7711700.00 |
| 6421 | 2024.08.23 22:40 | buy | 2000 | 1.00 | 144.112 | 0.000 | 0.000 | ||
| 6422 | 2024.08.23 22:40 | modify | 2000 | 1.00 | 144.112 | 142.912 | 144.312 | ||
| 6423 | 2024.08.23 22:55 | modify | 2000 | 1.00 | 144.112 | 143.816 | 144.312 | ||
| 6424 | 2024.08.23 23:00 | close | 2000 | 1.00 | 144.227 | 143.816 | 144.312 | 11500.00 | 7723200.00 |
| 6425 | 2024.08.27 02:05 | buy | 2001 | 1.00 | 144.341 | 0.000 | 0.000 | ||
| 6426 | 2024.08.27 02:05 | modify | 2001 | 1.00 | 144.341 | 143.141 | 144.541 | ||
| 6427 | 2024.08.27 02:40 | modify | 2001 | 1.00 | 144.341 | 144.070 | 144.541 | ||
| 6428 | 2024.08.27 02:45 | close | 2001 | 1.00 | 144.489 | 144.070 | 144.541 | 14800.00 | 7738000.00 |
| 6429 | 2024.08.28 03:10 | sell | 2002 | 1.00 | 144.031 | 0.000 | 0.000 | ||
| 6430 | 2024.08.28 03:10 | modify | 2002 | 1.00 | 144.031 | 145.231 | 143.831 | ||
| 6431 | 2024.08.28 06:00 | modify | 2002 | 1.00 | 144.031 | 145.231 | 143.931 | ||
| 6432 | 2024.08.28 10:20 | close | 2002 | 1.00 | 144.375 | 145.231 | 143.931 | -34400.00 | 7703600.00 |
| 6433 | 2024.08.28 23:25 | buy | 2003 | 1.00 | 144.475 | 0.000 | 0.000 | ||
| 6434 | 2024.08.28 23:25 | modify | 2003 | 1.00 | 144.475 | 143.275 | 144.675 | ||
| 6435 | 2024.08.28 23:35 | modify | 2003 | 1.00 | 144.475 | 144.219 | 144.675 | ||
| 6436 | 2024.08.28 23:40 | close | 2003 | 1.00 | 144.647 | 144.219 | 144.675 | 17200.00 | 7720800.00 |
| 6437 | 2024.09.02 05:55 | buy | 2004 | 1.00 | 145.935 | 0.000 | 0.000 | ||
| 6438 | 2024.09.02 05:55 | modify | 2004 | 1.00 | 145.935 | 144.735 | 146.135 | ||
| 6439 | 2024.09.02 08:05 | close | 2004 | 1.00 | 146.017 | 144.735 | 146.135 | 8200.00 | 7729000.00 |
| 6440 | 2024.09.02 20:00 | buy | 2005 | 1.00 | 146.833 | 0.000 | 0.000 | ||
| 6441 | 2024.09.02 20:00 | modify | 2005 | 1.00 | 146.833 | 145.633 | 147.033 | ||
| 6442 | 2024.09.03 02:00 | close | 2005 | 1.00 | 146.947 | 145.633 | 147.033 | 11400.00 | 7740400.00 |
| 6443 | 2024.09.03 02:40 | buy | 2006 | 1.00 | 146.722 | 0.000 | 0.000 | ||
| 6444 | 2024.09.03 02:40 | modify | 2006 | 1.00 | 146.722 | 145.522 | 146.922 | ||
| 6445 | 2024.09.03 03:05 | modify | 2006 | 1.00 | 146.722 | 146.439 | 146.922 | ||
| 6446 | 2024.09.03 03:30 | close | 2006 | 1.00 | 146.889 | 146.439 | 146.922 | 16700.00 | 7757100.00 |
| 6447 | 2024.09.09 04:50 | sell | 2007 | 1.00 | 142.884 | 0.000 | 0.000 | ||
| 6448 | 2024.09.09 04:50 | modify | 2007 | 1.00 | 142.884 | 144.084 | 142.684 | ||
| 6449 | 2024.09.09 05:35 | modify | 2007 | 1.00 | 142.884 | 143.183 | 142.684 | ||
| 6450 | 2024.09.09 05:40 | close | 2007 | 1.00 | 142.726 | 143.183 | 142.684 | 15800.00 | 7772900.00 |