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 |
| 6451 | 2024.09.11 08:25 | buy | 2008 | 1.00 | 140.740 | 0.000 | 0.000 | ||
| 6452 | 2024.09.11 08:25 | modify | 2008 | 1.00 | 140.740 | 139.540 | 140.940 | ||
| 6453 | 2024.09.11 08:32 | t/p | 2008 | 1.00 | 140.947 | 139.540 | 140.940 | 20700.00 | 7793600.00 |
| 6454 | 2024.09.11 20:40 | sell | 2009 | 1.00 | 142.314 | 0.000 | 0.000 | ||
| 6455 | 2024.09.11 20:40 | modify | 2009 | 1.00 | 142.314 | 143.514 | 142.114 | ||
| 6456 | 2024.09.11 21:00 | modify | 2009 | 1.00 | 142.314 | 142.609 | 142.114 | ||
| 6457 | 2024.09.11 21:05 | modify | 2009 | 1.00 | 142.314 | 142.598 | 142.114 | ||
| 6458 | 2024.09.11 21:10 | close | 2009 | 1.00 | 142.136 | 142.598 | 142.114 | 17800.00 | 7811400.00 |
| 6459 | 2024.09.12 03:45 | sell | 2010 | 1.00 | 142.906 | 0.000 | 0.000 | ||
| 6460 | 2024.09.12 03:45 | modify | 2010 | 1.00 | 142.906 | 144.106 | 142.706 | ||
| 6461 | 2024.09.12 03:55 | close | 2010 | 1.00 | 142.746 | 144.106 | 142.706 | 16000.00 | 7827400.00 |
| 6462 | 2024.09.12 04:15 | buy | 2011 | 1.00 | 142.265 | 0.000 | 0.000 | ||
| 6463 | 2024.09.12 04:15 | modify | 2011 | 1.00 | 142.265 | 141.065 | 142.465 | ||
| 6464 | 2024.09.12 04:20 | close | 2011 | 1.00 | 142.425 | 141.065 | 142.465 | 16000.00 | 7843400.00 |
| 6465 | 2024.09.18 03:10 | buy | 2012 | 1.00 | 141.840 | 0.000 | 0.000 | ||
| 6466 | 2024.09.18 03:10 | modify | 2012 | 1.00 | 141.840 | 140.640 | 142.040 | ||
| 6467 | 2024.09.18 05:40 | modify | 2012 | 1.00 | 141.840 | 140.640 | 141.940 | ||
| 6468 | 2024.09.18 07:25 | close | 2012 | 1.00 | 141.524 | 140.640 | 141.940 | -31600.00 | 7811800.00 |
| 6469 | 2024.09.19 09:00 | buy | 2013 | 1.00 | 142.573 | 0.000 | 0.000 | ||
| 6470 | 2024.09.19 09:00 | modify | 2013 | 1.00 | 142.573 | 141.373 | 142.773 | ||
| 6471 | 2024.09.19 09:25 | modify | 2013 | 1.00 | 142.573 | 142.287 | 142.773 | ||
| 6472 | 2024.09.19 09:30 | close | 2013 | 1.00 | 142.715 | 142.287 | 142.773 | 14200.00 | 7826000.00 |
| 6473 | 2024.09.20 02:15 | sell | 2014 | 1.00 | 142.755 | 0.000 | 0.000 | ||
| 6474 | 2024.09.20 02:15 | modify | 2014 | 1.00 | 142.755 | 143.955 | 142.555 | ||
| 6475 | 2024.09.20 03:30 | modify | 2014 | 1.00 | 142.755 | 143.054 | 142.555 | ||
| 6476 | 2024.09.20 03:35 | close | 2014 | 1.00 | 142.576 | 143.054 | 142.555 | 17900.00 | 7843900.00 |
| 6477 | 2024.09.23 09:30 | buy | 2015 | 1.00 | 144.034 | 0.000 | 0.000 | ||
| 6478 | 2024.09.23 09:30 | modify | 2015 | 1.00 | 144.034 | 142.834 | 144.234 | ||
| 6479 | 2024.09.23 10:45 | modify | 2015 | 1.00 | 144.034 | 142.834 | 144.134 | ||
| 6480 | 2024.09.23 14:55 | close | 2015 | 1.00 | 143.607 | 142.834 | 144.134 | -42700.00 | 7801200.00 |
| 6481 | 2024.09.27 09:10 | sell | 2016 | 1.00 | 146.333 | 0.000 | 0.000 | ||
| 6482 | 2024.09.27 09:10 | modify | 2016 | 1.00 | 146.333 | 147.533 | 146.133 | ||
| 6483 | 2024.09.27 09:15 | close | 2016 | 1.00 | 146.199 | 147.533 | 146.133 | 13400.00 | 7814600.00 |
| 6484 | 2024.10.01 07:45 | sell | 2017 | 1.00 | 144.357 | 0.000 | 0.000 | ||
| 6485 | 2024.10.01 07:45 | modify | 2017 | 1.00 | 144.357 | 145.557 | 144.157 | ||
| 6486 | 2024.10.01 10:02 | t/p | 2017 | 1.00 | 144.152 | 145.557 | 144.157 | 20500.00 | 7835100.00 |
| 6487 | 2024.10.02 23:05 | sell | 2018 | 1.00 | 146.474 | 0.000 | 0.000 | ||
| 6488 | 2024.10.02 23:05 | modify | 2018 | 1.00 | 146.474 | 147.674 | 146.274 | ||
| 6489 | 2024.10.02 23:10 | close | 2018 | 1.00 | 146.494 | 147.674 | 146.274 | -2000.00 | 7833100.00 |
| 6490 | 2024.10.04 05:55 | buy | 2019 | 1.00 | 146.430 | 0.000 | 0.000 | ||
| 6491 | 2024.10.04 05:55 | modify | 2019 | 1.00 | 146.430 | 145.230 | 146.630 | ||
| 6492 | 2024.10.04 08:45 | modify | 2019 | 1.00 | 146.430 | 145.230 | 146.530 | ||
| 6493 | 2024.10.04 10:05 | close | 2019 | 1.00 | 146.322 | 145.230 | 146.530 | -10800.00 | 7822300.00 |
| 6494 | 2024.10.08 08:05 | sell | 2020 | 1.00 | 148.146 | 0.000 | 0.000 | ||
| 6495 | 2024.10.08 08:05 | modify | 2020 | 1.00 | 148.146 | 149.346 | 147.946 | ||
| 6496 | 2024.10.08 08:10 | modify | 2020 | 1.00 | 148.146 | 148.442 | 147.946 | ||
| 6497 | 2024.10.08 08:15 | close | 2020 | 1.00 | 147.977 | 148.442 | 147.946 | 16900.00 | 7839200.00 |
| 6498 | 2024.10.10 03:25 | buy | 2021 | 1.00 | 149.032 | 0.000 | 0.000 | ||
| 6499 | 2024.10.10 03:25 | modify | 2021 | 1.00 | 149.032 | 147.832 | 149.232 | ||
| 6500 | 2024.10.10 03:52 | t/p | 2021 | 1.00 | 149.227 | 147.832 | 149.232 | 19500.00 | 7858700.00 |
| 6501 | 2024.10.10 20:10 | sell | 2022 | 1.00 | 148.966 | 0.000 | 0.000 | ||
| 6502 | 2024.10.10 20:10 | modify | 2022 | 1.00 | 148.966 | 150.166 | 148.766 | ||
| 6503 | 2024.10.10 20:25 | modify | 2022 | 1.00 | 148.966 | 149.265 | 148.766 | ||
| 6504 | 2024.10.10 20:35 | modify | 2022 | 1.00 | 148.966 | 149.262 | 148.766 | ||
| 6505 | 2024.10.10 20:40 | close | 2022 | 1.00 | 148.770 | 149.262 | 148.766 | 19600.00 | 7878300.00 |
| 6506 | 2024.10.14 08:50 | buy | 2023 | 1.00 | 149.192 | 0.000 | 0.000 | ||
| 6507 | 2024.10.14 08:50 | modify | 2023 | 1.00 | 149.192 | 147.992 | 149.392 | ||
| 6508 | 2024.10.14 10:10 | modify | 2023 | 1.00 | 149.192 | 148.895 | 149.392 | ||
| 6509 | 2024.10.14 10:35 | close | 2023 | 1.00 | 149.331 | 148.895 | 149.392 | 13900.00 | 7892200.00 |
| 6510 | 2024.10.18 02:55 | buy | 2024 | 1.00 | 150.079 | 0.000 | 0.000 | ||
| 6511 | 2024.10.18 02:55 | modify | 2024 | 1.00 | 150.079 | 148.879 | 150.279 | ||
| 6512 | 2024.10.18 09:45 | close | 2024 | 1.00 | 149.954 | 148.879 | 150.279 | -12500.00 | 7879700.00 |
| 6513 | 2024.10.21 07:55 | sell | 2025 | 1.00 | 149.351 | 0.000 | 0.000 | ||
| 6514 | 2024.10.21 07:55 | modify | 2025 | 1.00 | 149.351 | 150.551 | 149.151 | ||
| 6515 | 2024.10.21 08:10 | modify | 2025 | 1.00 | 149.351 | 149.643 | 149.151 | ||
| 6516 | 2024.10.21 08:20 | modify | 2025 | 1.00 | 149.351 | 149.642 | 149.151 | ||
| 6517 | 2024.10.21 09:58 | s/l | 2025 | 1.00 | 149.646 | 149.642 | 149.151 | -29500.00 | 7850200.00 |
| 6518 | 2024.10.21 21:25 | sell | 2026 | 1.00 | 150.773 | 0.000 | 0.000 | ||
| 6519 | 2024.10.21 21:25 | modify | 2026 | 1.00 | 150.773 | 151.973 | 150.573 | ||
| 6520 | 2024.10.22 00:10 | close | 2026 | 1.00 | 150.783 | 151.973 | 150.573 | -1000.00 | 7849200.00 |
| 6521 | 2024.10.23 05:10 | sell | 2027 | 1.00 | 151.729 | 0.000 | 0.000 | ||
| 6522 | 2024.10.23 05:10 | modify | 2027 | 1.00 | 151.729 | 152.929 | 151.529 | ||
| 6523 | 2024.10.23 08:10 | modify | 2027 | 1.00 | 151.729 | 152.929 | 151.629 | ||
| 6524 | 2024.10.23 10:25 | close | 2027 | 1.00 | 152.508 | 152.929 | 151.629 | -77900.00 | 7771300.00 |
| 6525 | 2024.10.28 09:30 | buy | 2028 | 1.00 | 153.308 | 0.000 | 0.000 | ||
| 6526 | 2024.10.28 09:30 | modify | 2028 | 1.00 | 153.308 | 152.108 | 153.508 | ||
| 6527 | 2024.10.28 09:55 | modify | 2028 | 1.00 | 153.308 | 153.014 | 153.508 | ||
| 6528 | 2024.10.28 10:05 | close | 2028 | 1.00 | 153.464 | 153.014 | 153.508 | 15600.00 | 7786900.00 |
| 6529 | 2024.11.04 01:35 | buy | 2029 | 1.00 | 152.287 | 0.000 | 0.000 | ||
| 6530 | 2024.11.04 01:35 | modify | 2029 | 1.00 | 152.287 | 151.087 | 152.487 | ||
| 6531 | 2024.11.04 03:25 | modify | 2029 | 1.00 | 152.287 | 151.087 | 152.387 | ||
| 6532 | 2024.11.04 07:05 | close | 2029 | 1.00 | 151.870 | 151.087 | 152.387 | -41700.00 | 7745200.00 |
| 6533 | 2024.11.04 08:50 | sell | 2030 | 1.00 | 152.080 | 0.000 | 0.000 | ||
| 6534 | 2024.11.04 08:50 | modify | 2030 | 1.00 | 152.080 | 153.280 | 151.880 | ||
| 6535 | 2024.11.04 11:30 | close | 2030 | 1.00 | 151.912 | 153.280 | 151.880 | 16800.00 | 7762000.00 |
| 6536 | 2024.11.05 07:15 | sell | 2031 | 1.00 | 152.508 | 0.000 | 0.000 | ||
| 6537 | 2024.11.05 07:15 | modify | 2031 | 1.00 | 152.508 | 153.708 | 152.308 | ||
| 6538 | 2024.11.05 07:40 | modify | 2031 | 1.00 | 152.508 | 152.797 | 152.308 | ||
| 6539 | 2024.11.05 07:50 | close | 2031 | 1.00 | 152.379 | 152.797 | 152.308 | 12900.00 | 7774900.00 |
| 6540 | 2024.11.06 01:20 | sell | 2032 | 1.00 | 151.878 | 0.000 | 0.000 | ||
| 6541 | 2024.11.06 01:20 | modify | 2032 | 1.00 | 151.878 | 153.078 | 151.678 | ||
| 6542 | 2024.11.06 01:35 | modify | 2032 | 1.00 | 151.878 | 152.173 | 151.678 | ||
| 6543 | 2024.11.06 01:45 | close | 2032 | 1.00 | 151.704 | 152.173 | 151.678 | 17400.00 | 7792300.00 |
| 6544 | 2024.11.06 04:10 | sell | 2033 | 1.00 | 153.200 | 0.000 | 0.000 | ||
| 6545 | 2024.11.06 04:10 | modify | 2033 | 1.00 | 153.200 | 154.400 | 153.000 | ||
| 6546 | 2024.11.06 04:15 | close | 2033 | 1.00 | 153.297 | 154.400 | 153.000 | -9700.00 | 7782600.00 |
| 6547 | 2024.11.08 01:30 | sell | 2034 | 1.00 | 153.120 | 0.000 | 0.000 | ||
| 6548 | 2024.11.08 01:30 | modify | 2034 | 1.00 | 153.120 | 154.320 | 152.920 | ||
| 6549 | 2024.11.08 04:20 | modify | 2034 | 1.00 | 153.120 | 153.381 | 152.920 | ||
| 6550 | 2024.11.08 05:15 | close | 2034 | 1.00 | 152.951 | 153.381 | 152.920 | 16900.00 | 7799500.00 |
| 6551 | 2024.11.11 03:00 | sell | 2035 | 1.00 | 153.140 | 0.000 | 0.000 | ||
| 6552 | 2024.11.11 03:00 | modify | 2035 | 1.00 | 153.140 | 154.340 | 152.940 | ||
| 6553 | 2024.11.11 06:45 | modify | 2035 | 1.00 | 153.140 | 154.340 | 153.040 | ||
| 6554 | 2024.11.11 08:10 | close | 2035 | 1.00 | 153.481 | 154.340 | 153.040 | -34100.00 | 7765400.00 |
| 6555 | 2024.11.11 22:55 | buy | 2036 | 1.00 | 153.659 | 0.000 | 0.000 | ||
| 6556 | 2024.11.11 22:55 | modify | 2036 | 1.00 | 153.659 | 152.459 | 153.859 | ||
| 6557 | 2024.11.12 01:05 | close | 2036 | 1.00 | 153.761 | 152.459 | 153.859 | 10200.00 | 7775600.00 |
| 6558 | 2024.11.12 04:10 | sell | 2037 | 1.00 | 154.024 | 0.000 | 0.000 | ||
| 6559 | 2024.11.12 04:10 | modify | 2037 | 1.00 | 154.024 | 155.224 | 153.824 | ||
| 6560 | 2024.11.12 04:15 | modify | 2037 | 1.00 | 154.024 | 154.319 | 153.824 | ||
| 6561 | 2024.11.12 04:20 | close | 2037 | 1.00 | 153.870 | 154.319 | 153.824 | 15400.00 | 7791000.00 |
| 6562 | 2024.11.12 23:05 | buy | 2038 | 1.00 | 154.566 | 0.000 | 0.000 | ||
| 6563 | 2024.11.12 23:05 | modify | 2038 | 1.00 | 154.566 | 153.366 | 154.766 | ||
| 6564 | 2024.11.13 02:05 | close | 2038 | 1.00 | 154.734 | 153.366 | 154.766 | 16800.00 | 7807800.00 |
| 6565 | 2024.11.13 19:05 | sell | 2039 | 1.00 | 155.412 | 0.000 | 0.000 | ||
| 6566 | 2024.11.13 19:05 | modify | 2039 | 1.00 | 155.412 | 156.612 | 155.212 | ||
| 6567 | 2024.11.13 19:10 | modify | 2039 | 1.00 | 155.412 | 155.695 | 155.212 | ||
| 6568 | 2024.11.13 19:15 | modify | 2039 | 1.00 | 155.412 | 155.672 | 155.212 | ||
| 6569 | 2024.11.13 23:30 | close | 2039 | 1.00 | 155.448 | 155.672 | 155.212 | -3600.00 | 7804200.00 |
| 6570 | 2024.11.14 03:45 | sell | 2040 | 1.00 | 155.878 | 0.000 | 0.000 | ||
| 6571 | 2024.11.14 03:45 | modify | 2040 | 1.00 | 155.878 | 157.078 | 155.678 | ||
| 6572 | 2024.11.14 08:10 | close | 2040 | 1.00 | 155.864 | 157.078 | 155.678 | 1400.00 | 7805600.00 |
| 6573 | 2024.11.19 06:35 | sell | 2041 | 1.00 | 154.438 | 0.000 | 0.000 | ||
| 6574 | 2024.11.19 06:35 | modify | 2041 | 1.00 | 154.438 | 155.638 | 154.238 | ||
| 6575 | 2024.11.19 07:15 | modify | 2041 | 1.00 | 154.438 | 154.733 | 154.238 | ||
| 6576 | 2024.11.19 07:20 | modify | 2041 | 1.00 | 154.438 | 154.721 | 154.238 | ||
| 6577 | 2024.11.19 10:15 | close | 2041 | 1.00 | 154.319 | 154.721 | 154.238 | 11900.00 | 7817500.00 |
| 6578 | 2024.11.20 01:05 | buy | 2042 | 1.00 | 154.564 | 0.000 | 0.000 | ||
| 6579 | 2024.11.20 01:05 | modify | 2042 | 1.00 | 154.564 | 153.364 | 154.764 | ||
| 6580 | 2024.11.20 01:40 | modify | 2042 | 1.00 | 154.564 | 154.268 | 154.764 | ||
| 6581 | 2024.11.20 01:45 | close | 2042 | 1.00 | 154.703 | 154.268 | 154.764 | 13900.00 | 7831400.00 |
| 6582 | 2024.11.21 07:45 | sell | 2043 | 1.00 | 155.233 | 0.000 | 0.000 | ||
| 6583 | 2024.11.21 07:45 | modify | 2043 | 1.00 | 155.233 | 156.433 | 155.033 | ||
| 6584 | 2024.11.21 08:05 | modify | 2043 | 1.00 | 155.233 | 155.531 | 155.033 | ||
| 6585 | 2024.11.21 08:10 | modify | 2043 | 1.00 | 155.233 | 155.502 | 155.033 | ||
| 6586 | 2024.11.21 08:10 | t/p | 2043 | 1.00 | 155.029 | 155.502 | 155.033 | 20400.00 | 7851800.00 |
| 6587 | 2024.11.25 06:20 | sell | 2044 | 1.00 | 154.127 | 0.000 | 0.000 | ||
| 6588 | 2024.11.25 06:20 | modify | 2044 | 1.00 | 154.127 | 155.327 | 153.927 | ||
| 6589 | 2024.11.25 06:45 | modify | 2044 | 1.00 | 154.127 | 154.417 | 153.927 | ||
| 6590 | 2024.11.25 08:08 | s/l | 2044 | 1.00 | 154.423 | 154.417 | 153.927 | -29600.00 | 7822200.00 |
| 6591 | 2024.11.27 01:30 | sell | 2045 | 1.00 | 153.208 | 0.000 | 0.000 | ||
| 6592 | 2024.11.27 01:30 | modify | 2045 | 1.00 | 153.208 | 154.408 | 153.008 | ||
| 6593 | 2024.11.27 01:50 | modify | 2045 | 1.00 | 153.208 | 153.495 | 153.008 | ||
| 6594 | 2024.11.27 01:55 | modify | 2045 | 1.00 | 153.208 | 153.485 | 153.008 | ||
| 6595 | 2024.11.27 01:57 | t/p | 2045 | 1.00 | 152.999 | 153.485 | 153.008 | 20900.00 | 7843100.00 |
| 6596 | 2024.11.27 22:10 | sell | 2046 | 1.00 | 151.125 | 0.000 | 0.000 | ||
| 6597 | 2024.11.27 22:10 | modify | 2046 | 1.00 | 151.125 | 152.325 | 150.925 | ||
| 6598 | 2024.11.28 00:05 | close | 2046 | 1.00 | 151.154 | 152.325 | 150.925 | -2900.00 | 7840200.00 |
| 6599 | 2024.11.28 01:55 | sell | 2047 | 1.00 | 151.327 | 0.000 | 0.000 | ||
| 6600 | 2024.11.28 01:55 | modify | 2047 | 1.00 | 151.327 | 152.527 | 151.127 | ||