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 |
| 6601 | 2024.11.28 03:50 | close | 2047 | 1.00 | 151.430 | 152.527 | 151.127 | -10300.00 | 7829900.00 |
| 6602 | 2024.11.29 21:20 | buy | 2048 | 1.00 | 149.494 | 0.000 | 0.000 | ||
| 6603 | 2024.11.29 21:20 | modify | 2048 | 1.00 | 149.494 | 148.294 | 149.694 | ||
| 6604 | 2024.11.29 21:35 | modify | 2048 | 1.00 | 149.494 | 149.208 | 149.694 | ||
| 6605 | 2024.11.29 21:40 | modify | 2048 | 1.00 | 149.494 | 149.221 | 149.694 | ||
| 6606 | 2024.11.29 22:00 | close | 2048 | 1.00 | 149.606 | 149.221 | 149.694 | 11200.00 | 7841100.00 |
| 6607 | 2024.12.02 01:30 | sell | 2049 | 1.00 | 149.999 | 0.000 | 0.000 | ||
| 6608 | 2024.12.02 01:30 | modify | 2049 | 1.00 | 149.999 | 151.199 | 149.799 | ||
| 6609 | 2024.12.02 01:55 | modify | 2049 | 1.00 | 149.999 | 150.285 | 149.799 | ||
| 6610 | 2024.12.02 02:00 | modify | 2049 | 1.00 | 149.999 | 150.274 | 149.799 | ||
| 6611 | 2024.12.02 02:10 | s/l | 2049 | 1.00 | 150.276 | 150.274 | 149.799 | -27700.00 | 7813400.00 |
| 6612 | 2024.12.03 01:25 | sell | 2050 | 1.00 | 149.762 | 0.000 | 0.000 | ||
| 6613 | 2024.12.03 01:25 | modify | 2050 | 1.00 | 149.762 | 150.962 | 149.562 | ||
| 6614 | 2024.12.03 01:45 | close | 2050 | 1.00 | 149.608 | 150.962 | 149.562 | 15400.00 | 7828800.00 |
| 6615 | 2024.12.03 22:00 | sell | 2051 | 1.00 | 149.510 | 0.000 | 0.000 | ||
| 6616 | 2024.12.03 22:00 | modify | 2051 | 1.00 | 149.510 | 150.710 | 149.310 | ||
| 6617 | 2024.12.04 02:05 | close | 2051 | 1.00 | 149.576 | 150.710 | 149.310 | -6600.00 | 7822200.00 |
| 6618 | 2024.12.04 19:10 | buy | 2052 | 1.00 | 150.086 | 0.000 | 0.000 | ||
| 6619 | 2024.12.04 19:10 | modify | 2052 | 1.00 | 150.086 | 148.886 | 150.286 | ||
| 6620 | 2024.12.04 19:40 | modify | 2052 | 1.00 | 150.086 | 149.789 | 150.286 | ||
| 6621 | 2024.12.04 20:52 | t/p | 2052 | 1.00 | 150.285 | 149.789 | 150.286 | 19900.00 | 7842100.00 |
| 6622 | 2024.12.16 01:20 | buy | 2053 | 1.00 | 153.498 | 0.000 | 0.000 | ||
| 6623 | 2024.12.16 01:20 | modify | 2053 | 1.00 | 153.498 | 152.298 | 153.698 | ||
| 6624 | 2024.12.16 02:40 | close | 2053 | 1.00 | 153.649 | 152.298 | 153.698 | 15100.00 | 7857200.00 |
| 6625 | 2024.12.17 22:45 | sell | 2054 | 1.00 | 153.495 | 0.000 | 0.000 | ||
| 6626 | 2024.12.17 22:45 | modify | 2054 | 1.00 | 153.495 | 154.695 | 153.295 | ||
| 6627 | 2024.12.18 00:04 | modify | 2054 | 1.00 | 153.495 | 153.771 | 153.295 | ||
| 6628 | 2024.12.18 00:05 | close | 2054 | 1.00 | 153.448 | 153.771 | 153.295 | 4700.00 | 7861900.00 |
| 6629 | 2024.12.18 19:50 | buy | 2055 | 1.00 | 153.755 | 0.000 | 0.000 | ||
| 6630 | 2024.12.18 19:50 | modify | 2055 | 1.00 | 153.755 | 152.555 | 153.955 | ||
| 6631 | 2024.12.18 21:00 | t/p | 2055 | 1.00 | 154.084 | 152.555 | 153.955 | 32900.00 | 7894800.00 |
| 6632 | 2024.12.19 04:25 | buy | 2056 | 1.00 | 154.501 | 0.000 | 0.000 | ||
| 6633 | 2024.12.19 04:25 | modify | 2056 | 1.00 | 154.501 | 153.301 | 154.701 | ||
| 6634 | 2024.12.19 04:40 | modify | 2056 | 1.00 | 154.501 | 154.210 | 154.701 | ||
| 6635 | 2024.12.19 04:45 | modify | 2056 | 1.00 | 154.501 | 154.218 | 154.701 | ||
| 6636 | 2024.12.19 04:52 | t/p | 2056 | 1.00 | 154.704 | 154.218 | 154.701 | 20300.00 | 7915100.00 |
| 6637 | 2024.12.20 03:25 | buy | 2057 | 1.00 | 157.232 | 0.000 | 0.000 | ||
| 6638 | 2024.12.20 03:25 | modify | 2057 | 1.00 | 157.232 | 156.032 | 157.432 | ||
| 6639 | 2024.12.20 03:33 | t/p | 2057 | 1.00 | 157.430 | 156.032 | 157.432 | 19800.00 | 7934900.00 |
| 6640 | 2025.01.02 05:10 | buy | 2058 | 1.00 | 157.203 | 0.000 | 0.000 | ||
| 6641 | 2025.01.02 05:10 | modify | 2058 | 1.00 | 157.203 | 156.003 | 157.403 | ||
| 6642 | 2025.01.02 07:35 | close | 2058 | 1.00 | 157.180 | 156.003 | 157.403 | -2300.00 | 7932600.00 |
| 6643 | 2025.01.03 02:05 | buy | 2059 | 1.00 | 157.318 | 0.000 | 0.000 | ||
| 6644 | 2025.01.03 02:05 | modify | 2059 | 1.00 | 157.318 | 156.118 | 157.518 | ||
| 6645 | 2025.01.03 05:50 | close | 2059 | 1.00 | 157.444 | 156.118 | 157.518 | 12600.00 | 7945200.00 |
| 6646 | 2025.01.16 02:00 | buy | 2060 | 1.00 | 156.226 | 0.000 | 0.000 | ||
| 6647 | 2025.01.16 02:00 | modify | 2060 | 1.00 | 156.226 | 155.026 | 156.426 | ||
| 6648 | 2025.01.16 02:15 | modify | 2060 | 1.00 | 156.226 | 155.927 | 156.426 | ||
| 6649 | 2025.01.16 02:20 | close | 2060 | 1.00 | 156.395 | 155.927 | 156.426 | 16900.00 | 7962100.00 |
| 6650 | 2025.01.16 07:20 | sell | 2061 | 1.00 | 156.067 | 0.000 | 0.000 | ||
| 6651 | 2025.01.16 07:20 | modify | 2061 | 1.00 | 156.067 | 157.267 | 155.867 | ||
| 6652 | 2025.01.16 10:20 | modify | 2061 | 1.00 | 156.067 | 156.340 | 155.867 | ||
| 6653 | 2025.01.16 10:21 | t/p | 2061 | 1.00 | 155.866 | 156.340 | 155.867 | 20100.00 | 7982200.00 |
| 6654 | 2025.01.17 01:35 | sell | 2062 | 1.00 | 155.312 | 0.000 | 0.000 | ||
| 6655 | 2025.01.17 01:35 | modify | 2062 | 1.00 | 155.312 | 156.512 | 155.112 | ||
| 6656 | 2025.01.17 02:35 | modify | 2062 | 1.00 | 155.312 | 155.607 | 155.112 | ||
| 6657 | 2025.01.17 02:45 | modify | 2062 | 1.00 | 155.312 | 155.585 | 155.112 | ||
| 6658 | 2025.01.17 02:47 | t/p | 2062 | 1.00 | 155.111 | 155.585 | 155.112 | 20100.00 | 8002300.00 |
| 6659 | 2025.01.20 03:00 | buy | 2063 | 1.00 | 155.988 | 0.000 | 0.000 | ||
| 6660 | 2025.01.20 03:00 | modify | 2063 | 1.00 | 155.988 | 154.788 | 156.188 | ||
| 6661 | 2025.01.20 03:40 | modify | 2063 | 1.00 | 155.988 | 155.692 | 156.188 | ||
| 6662 | 2025.01.20 06:55 | close | 2063 | 1.00 | 156.010 | 155.692 | 156.188 | 2200.00 | 8004500.00 |
| 6663 | 2025.01.21 08:35 | sell | 2064 | 1.00 | 155.481 | 0.000 | 0.000 | ||
| 6664 | 2025.01.21 08:35 | modify | 2064 | 1.00 | 155.481 | 156.681 | 155.281 | ||
| 6665 | 2025.01.21 11:35 | modify | 2064 | 1.00 | 155.481 | 156.681 | 155.381 | ||
| 6666 | 2025.01.21 14:30 | close | 2064 | 1.00 | 155.782 | 156.681 | 155.381 | -30100.00 | 7974400.00 |
| 6667 | 2025.01.22 19:25 | sell | 2065 | 1.00 | 156.674 | 0.000 | 0.000 | ||
| 6668 | 2025.01.22 19:25 | modify | 2065 | 1.00 | 156.674 | 157.874 | 156.474 | ||
| 6669 | 2025.01.22 19:40 | modify | 2065 | 1.00 | 156.674 | 156.969 | 156.474 | ||
| 6670 | 2025.01.22 20:20 | modify | 2065 | 1.00 | 156.674 | 156.958 | 156.474 | ||
| 6671 | 2025.01.22 20:25 | modify | 2065 | 1.00 | 156.674 | 156.922 | 156.474 | ||
| 6672 | 2025.01.22 21:10 | close | 2065 | 1.00 | 156.492 | 156.922 | 156.474 | 18200.00 | 7992600.00 |
| 6673 | 2025.01.23 02:10 | buy | 2066 | 1.00 | 156.330 | 0.000 | 0.000 | ||
| 6674 | 2025.01.23 02:10 | modify | 2066 | 1.00 | 156.330 | 155.130 | 156.530 | ||
| 6675 | 2025.01.23 03:45 | close | 2066 | 1.00 | 156.467 | 155.130 | 156.530 | 13700.00 | 8006300.00 |
| 6676 | 2025.01.23 23:20 | sell | 2067 | 1.00 | 156.036 | 0.000 | 0.000 | ||
| 6677 | 2025.01.23 23:20 | modify | 2067 | 1.00 | 156.036 | 157.236 | 155.836 | ||
| 6678 | 2025.01.24 04:40 | close | 2067 | 1.00 | 156.116 | 157.236 | 155.836 | -8000.00 | 7998300.00 |
| 6679 | 2025.01.27 21:35 | sell | 2068 | 1.00 | 154.694 | 0.000 | 0.000 | ||
| 6680 | 2025.01.27 21:35 | modify | 2068 | 1.00 | 154.694 | 155.894 | 154.494 | ||
| 6681 | 2025.01.27 21:50 | close | 2068 | 1.00 | 154.525 | 155.894 | 154.494 | 16900.00 | 8015200.00 |
| 6682 | 2025.01.28 03:15 | sell | 2069 | 1.00 | 155.340 | 0.000 | 0.000 | ||
| 6683 | 2025.01.28 03:15 | modify | 2069 | 1.00 | 155.340 | 156.540 | 155.140 | ||
| 6684 | 2025.01.28 04:50 | close | 2069 | 1.00 | 155.610 | 156.540 | 155.140 | -27000.00 | 7988200.00 |
| 6685 | 2025.01.28 05:25 | sell | 2070 | 1.00 | 155.678 | 0.000 | 0.000 | ||
| 6686 | 2025.01.28 05:25 | modify | 2070 | 1.00 | 155.678 | 156.878 | 155.478 | ||
| 6687 | 2025.01.28 05:30 | close | 2070 | 1.00 | 155.696 | 156.878 | 155.478 | -1800.00 | 7986400.00 |
| 6688 | 2025.01.29 07:05 | buy | 2071 | 1.00 | 155.236 | 0.000 | 0.000 | ||
| 6689 | 2025.01.29 07:05 | modify | 2071 | 1.00 | 155.236 | 154.036 | 155.436 | ||
| 6690 | 2025.01.29 09:35 | modify | 2071 | 1.00 | 155.236 | 154.970 | 155.436 | ||
| 6691 | 2025.01.29 12:14 | t/p | 2071 | 1.00 | 155.433 | 154.970 | 155.436 | 19700.00 | 8006100.00 |
| 6692 | 2025.01.31 07:10 | sell | 2072 | 1.00 | 154.485 | 0.000 | 0.000 | ||
| 6693 | 2025.01.31 07:10 | modify | 2072 | 1.00 | 154.485 | 155.685 | 154.285 | ||
| 6694 | 2025.01.31 08:15 | modify | 2072 | 1.00 | 154.485 | 155.685 | 154.385 | ||
| 6695 | 2025.01.31 14:20 | close | 2072 | 1.00 | 154.787 | 155.685 | 154.385 | -30200.00 | 7975900.00 |
| 6696 | 2025.02.03 03:05 | sell | 2073 | 1.00 | 155.855 | 0.000 | 0.000 | ||
| 6697 | 2025.02.03 03:05 | modify | 2073 | 1.00 | 155.855 | 157.055 | 155.655 | ||
| 6698 | 2025.02.03 03:40 | modify | 2073 | 1.00 | 155.855 | 156.133 | 155.655 | ||
| 6699 | 2025.02.03 03:45 | close | 2073 | 1.00 | 155.683 | 156.133 | 155.655 | 17200.00 | 7993100.00 |
| 6700 | 2025.02.03 08:25 | buy | 2074 | 1.00 | 155.354 | 0.000 | 0.000 | ||
| 6701 | 2025.02.03 08:25 | modify | 2074 | 1.00 | 155.354 | 154.154 | 155.554 | ||
| 6702 | 2025.02.03 09:10 | close | 2074 | 1.00 | 155.512 | 154.154 | 155.554 | 15800.00 | 8008900.00 |
| 6703 | 2025.02.03 20:40 | sell | 2075 | 1.00 | 154.913 | 0.000 | 0.000 | ||
| 6704 | 2025.02.03 20:40 | modify | 2075 | 1.00 | 154.913 | 156.113 | 154.713 | ||
| 6705 | 2025.02.03 22:10 | modify | 2075 | 1.00 | 154.913 | 155.210 | 154.713 | ||
| 6706 | 2025.02.03 22:15 | modify | 2075 | 1.00 | 154.913 | 155.199 | 154.713 | ||
| 6707 | 2025.02.03 22:20 | close | 2075 | 1.00 | 154.765 | 155.199 | 154.713 | 14800.00 | 8023700.00 |
| 6708 | 2025.02.05 04:25 | buy | 2076 | 1.00 | 153.257 | 0.000 | 0.000 | ||
| 6709 | 2025.02.05 04:25 | modify | 2076 | 1.00 | 153.257 | 152.057 | 153.457 | ||
| 6710 | 2025.02.05 04:55 | modify | 2076 | 1.00 | 153.257 | 152.983 | 153.457 | ||
| 6711 | 2025.02.05 05:00 | modify | 2076 | 1.00 | 153.257 | 152.989 | 153.457 | ||
| 6712 | 2025.02.05 05:05 | t/p | 2076 | 1.00 | 153.453 | 152.989 | 153.457 | 19600.00 | 8043300.00 |
| 6713 | 2025.02.05 22:05 | sell | 2077 | 1.00 | 152.602 | 0.000 | 0.000 | ||
| 6714 | 2025.02.05 22:05 | modify | 2077 | 1.00 | 152.602 | 153.802 | 152.402 | ||
| 6715 | 2025.02.06 00:05 | close | 2077 | 1.00 | 152.619 | 153.802 | 152.402 | -1700.00 | 8041600.00 |
| 6716 | 2025.02.10 21:30 | sell | 2078 | 1.00 | 152.051 | 0.000 | 0.000 | ||
| 6717 | 2025.02.10 21:30 | modify | 2078 | 1.00 | 152.051 | 153.251 | 151.851 | ||
| 6718 | 2025.02.10 23:05 | close | 2078 | 1.00 | 151.930 | 153.251 | 151.851 | 12100.00 | 8053700.00 |
| 6719 | 2025.02.12 04:10 | sell | 2079 | 1.00 | 153.445 | 0.000 | 0.000 | ||
| 6720 | 2025.02.12 04:10 | modify | 2079 | 1.00 | 153.445 | 154.645 | 153.245 | ||
| 6721 | 2025.02.12 04:45 | close | 2079 | 1.00 | 153.401 | 154.645 | 153.245 | 4400.00 | 8058100.00 |
| 6722 | 2025.02.12 05:15 | sell | 2080 | 1.00 | 153.602 | 0.000 | 0.000 | ||
| 6723 | 2025.02.12 05:15 | modify | 2080 | 1.00 | 153.602 | 154.802 | 153.402 | ||
| 6724 | 2025.02.12 05:20 | close | 2080 | 1.00 | 153.593 | 154.802 | 153.402 | 900.00 | 8059000.00 |
| 6725 | 2025.02.14 01:35 | sell | 2081 | 1.00 | 153.076 | 0.000 | 0.000 | ||
| 6726 | 2025.02.14 01:35 | modify | 2081 | 1.00 | 153.076 | 154.276 | 152.876 | ||
| 6727 | 2025.02.14 02:12 | t/p | 2081 | 1.00 | 152.878 | 154.276 | 152.876 | 19800.00 | 8078800.00 |
| 6728 | 2025.02.14 05:10 | sell | 2082 | 1.00 | 153.000 | 0.000 | 0.000 | ||
| 6729 | 2025.02.14 05:10 | modify | 2082 | 1.00 | 153.000 | 154.200 | 152.800 | ||
| 6730 | 2025.02.14 05:35 | modify | 2082 | 1.00 | 153.000 | 153.281 | 152.800 | ||
| 6731 | 2025.02.14 06:00 | close | 2082 | 1.00 | 152.845 | 153.281 | 152.800 | 15500.00 | 8094300.00 |
| 6732 | 2025.02.17 04:40 | buy | 2083 | 1.00 | 151.643 | 0.000 | 0.000 | ||
| 6733 | 2025.02.17 04:40 | modify | 2083 | 1.00 | 151.643 | 150.443 | 151.843 | ||
| 6734 | 2025.02.17 06:20 | close | 2083 | 1.00 | 151.731 | 150.443 | 151.843 | 8800.00 | 8103100.00 |
| 6735 | 2025.02.17 23:15 | sell | 2084 | 1.00 | 151.445 | 0.000 | 0.000 | ||
| 6736 | 2025.02.17 23:15 | modify | 2084 | 1.00 | 151.445 | 152.645 | 151.245 | ||
| 6737 | 2025.02.18 01:40 | close | 2084 | 1.00 | 151.328 | 152.645 | 151.245 | 11700.00 | 8114800.00 |
| 6738 | 2025.02.18 06:35 | sell | 2085 | 1.00 | 152.128 | 0.000 | 0.000 | ||
| 6739 | 2025.02.18 06:35 | modify | 2085 | 1.00 | 152.128 | 153.328 | 151.928 | ||
| 6740 | 2025.02.18 08:00 | modify | 2085 | 1.00 | 152.128 | 152.411 | 151.928 | ||
| 6741 | 2025.02.18 08:25 | close | 2085 | 1.00 | 151.971 | 152.411 | 151.928 | 15700.00 | 8130500.00 |
| 6742 | 2025.02.25 05:05 | buy | 2086 | 1.00 | 149.808 | 0.000 | 0.000 | ||
| 6743 | 2025.02.25 05:05 | modify | 2086 | 1.00 | 149.808 | 148.608 | 150.008 | ||
| 6744 | 2025.02.25 07:55 | close | 2086 | 1.00 | 149.716 | 148.608 | 150.008 | -9200.00 | 8121300.00 |
| 6745 | 2025.02.26 04:55 | sell | 2087 | 1.00 | 149.431 | 0.000 | 0.000 | ||
| 6746 | 2025.02.26 04:55 | modify | 2087 | 1.00 | 149.431 | 150.631 | 149.231 | ||
| 6747 | 2025.02.26 06:35 | modify | 2087 | 1.00 | 149.431 | 149.714 | 149.231 | ||
| 6748 | 2025.02.26 10:40 | modify | 2087 | 1.00 | 149.431 | 149.713 | 149.231 | ||
| 6749 | 2025.02.26 10:45 | modify | 2087 | 1.00 | 149.431 | 149.702 | 149.231 | ||
| 6750 | 2025.02.26 11:00 | modify | 2087 | 1.00 | 149.431 | 149.695 | 149.231 | ||