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 |
| 6751 | 2025.02.26 11:15 | modify | 2087 | 1.00 | 149.431 | 149.687 | 149.231 | |
| 6752 | 2025.02.26 11:20 | modify | 2087 | 1.00 | 149.431 | 149.686 | 149.231 | |
| 6753 | 2025.02.26 12:05 | close | 2087 | 1.00 | 149.331 | 149.686 | 149.231 | 10000.00 | 8131300.00 |
| 6754 | 2025.02.26 19:45 | buy | 2088 | 1.00 | 149.054 | 0.000 | 0.000 | |
| 6755 | 2025.02.26 19:45 | modify | 2088 | 1.00 | 149.054 | 147.854 | 149.254 | |
| 6756 | 2025.02.26 23:25 | close | 2088 | 1.00 | 149.109 | 147.854 | 149.254 | 5500.00 | 8136800.00 |
| 6757 | 2025.02.27 22:15 | buy | 2089 | 1.00 | 149.701 | 0.000 | 0.000 | |
| 6758 | 2025.02.27 22:15 | modify | 2089 | 1.00 | 149.701 | 148.501 | 149.901 | |
| 6759 | 2025.02.27 23:45 | modify | 2089 | 1.00 | 149.701 | 149.406 | 149.901 | |
| 6760 | 2025.02.27 23:50 | modify | 2089 | 1.00 | 149.701 | 149.408 | 149.901 | |
| 6761 | 2025.02.28 01:30 | t/p | 2089 | 1.00 | 149.907 | 149.408 | 149.901 | 20600.00 | 8157400.00 |
| 6762 | 2025.03.05 01:10 | sell | 2090 | 1.00 | 149.948 | 0.000 | 0.000 | |
| 6763 | 2025.03.05 01:10 | modify | 2090 | 1.00 | 149.948 | 151.148 | 149.748 | |
| 6764 | 2025.03.05 01:15 | close | 2090 | 1.00 | 149.970 | 151.148 | 149.748 | -2200.00 | 8155200.00 |
| 6765 | 2025.03.06 02:15 | sell | 2091 | 1.00 | 149.123 | 0.000 | 0.000 | |
| 6766 | 2025.03.06 02:15 | modify | 2091 | 1.00 | 149.123 | 150.323 | 148.923 | |
| 6767 | 2025.03.06 03:45 | modify | 2091 | 1.00 | 149.123 | 149.385 | 148.923 | |
| 6768 | 2025.03.06 04:05 | modify | 2091 | 1.00 | 149.123 | 149.382 | 148.923 | |
| 6769 | 2025.03.06 07:25 | close | 2091 | 1.00 | 149.089 | 149.382 | 148.923 | 3400.00 | 8158600.00 |
| 6770 | 2025.03.10 06:45 | sell | 2092 | 1.00 | 147.700 | 0.000 | 0.000 | |
| 6771 | 2025.03.10 06:45 | modify | 2092 | 1.00 | 147.700 | 148.900 | 147.500 | |
| 6772 | 2025.03.10 07:40 | modify | 2092 | 1.00 | 147.700 | 147.980 | 147.500 | |
| 6773 | 2025.03.10 07:45 | modify | 2092 | 1.00 | 147.700 | 147.963 | 147.500 | |
| 6774 | 2025.03.10 09:00 | close | 2092 | 1.00 | 147.527 | 147.963 | 147.500 | 17300.00 | 8175900.00 |
| 6775 | 2025.03.13 09:00 | buy | 2093 | 1.00 | 147.725 | 0.000 | 0.000 | |
| 6776 | 2025.03.13 09:00 | modify | 2093 | 1.00 | 147.725 | 146.525 | 147.925 | |
| 6777 | 2025.03.13 10:25 | modify | 2093 | 1.00 | 147.725 | 147.448 | 147.925 | |
| 6778 | 2025.03.13 10:30 | close | 2093 | 1.00 | 147.895 | 147.448 | 147.925 | 17000.00 | 8192900.00 |
| 6779 | 2025.03.19 09:20 | sell | 2094 | 1.00 | 149.811 | 0.000 | 0.000 | |
| 6780 | 2025.03.19 09:20 | modify | 2094 | 1.00 | 149.811 | 151.011 | 149.611 | |
| 6781 | 2025.03.19 09:49 | t/p | 2094 | 1.00 | 149.591 | 151.011 | 149.611 | 22000.00 | 8214900.00 |
| 6782 | 2025.03.19 22:40 | buy | 2095 | 1.00 | 148.845 | 0.000 | 0.000 | |
| 6783 | 2025.03.19 22:40 | modify | 2095 | 1.00 | 148.845 | 147.645 | 149.045 | |
| 6784 | 2025.03.19 22:45 | modify | 2095 | 1.00 | 148.845 | 148.561 | 149.045 | |
| 6785 | 2025.03.20 00:50 | close | 2095 | 1.00 | 148.797 | 148.561 | 149.045 | -4800.00 | 8210100.00 |
| 6786 | 2025.03.21 08:35 | sell | 2096 | 1.00 | 149.599 | 0.000 | 0.000 | |
| 6787 | 2025.03.21 08:35 | modify | 2096 | 1.00 | 149.599 | 150.799 | 149.399 | |
| 6788 | 2025.03.21 09:35 | modify | 2096 | 1.00 | 149.599 | 149.897 | 149.399 | |
| 6789 | 2025.03.21 09:40 | modify | 2096 | 1.00 | 149.599 | 149.894 | 149.399 | |
| 6790 | 2025.03.21 10:12 | t/p | 2096 | 1.00 | 149.400 | 149.894 | 149.399 | 19900.00 | 8230000.00 |
| 6791 | 2025.03.26 07:45 | sell | 2097 | 1.00 | 150.515 | 0.000 | 0.000 | |
| 6792 | 2025.03.26 07:45 | modify | 2097 | 1.00 | 150.515 | 151.715 | 150.315 | |
| 6793 | 2025.03.26 10:45 | modify | 2097 | 1.00 | 150.515 | 150.809 | 150.315 | |
| 6794 | 2025.03.26 11:00 | modify | 2097 | 1.00 | 150.515 | 150.802 | 150.315 | |
| 6795 | 2025.03.26 11:05 | close | 2097 | 1.00 | 150.325 | 150.802 | 150.315 | 19000.00 | 8249000.00 |
| 6796 | 2025.03.28 02:35 | buy | 2098 | 1.00 | 150.909 | 0.000 | 0.000 | |
| 6797 | 2025.03.28 02:35 | modify | 2098 | 1.00 | 150.909 | 149.709 | 151.109 | |
| 6798 | 2025.03.28 03:20 | close | 2098 | 1.00 | 151.091 | 149.709 | 151.109 | 18200.00 | 8267200.00 |
| 6799 | 2025.04.03 02:05 | buy | 2099 | 1.00 | 148.239 | 0.000 | 0.000 | |
| 6800 | 2025.04.03 02:05 | modify | 2099 | 1.00 | 148.239 | 147.039 | 148.439 | |
| 6801 | 2025.04.03 02:45 | modify | 2099 | 1.00 | 148.239 | 147.039 | 148.339 | |
| 6802 | 2025.04.03 08:34 | s/l | 2099 | 1.00 | 147.042 | 147.039 | 148.339 | -119700.00 | 8147500.00 |
| 6803 | 2025.04.04 03:05 | sell | 2100 | 1.00 | 146.341 | 0.000 | 0.000 | |
| 6804 | 2025.04.04 03:05 | modify | 2100 | 1.00 | 146.341 | 147.541 | 146.141 | |
| 6805 | 2025.04.04 03:25 | modify | 2100 | 1.00 | 146.341 | 146.614 | 146.141 | |
| 6806 | 2025.04.04 03:33 | t/p | 2100 | 1.00 | 146.138 | 146.614 | 146.141 | 20300.00 | 8167800.00 |
| 6807 | 2025.04.09 22:40 | sell | 2101 | 1.00 | 148.140 | 0.000 | 0.000 | |
| 6808 | 2025.04.09 22:40 | modify | 2101 | 1.00 | 148.140 | 149.340 | 147.940 | |
| 6809 | 2025.04.09 22:45 | close | 2101 | 1.00 | 148.017 | 149.340 | 147.940 | 12300.00 | 8180100.00 |
| 6810 | 2025.04.10 03:30 | buy | 2102 | 1.00 | 146.959 | 0.000 | 0.000 | |
| 6811 | 2025.04.10 03:30 | modify | 2102 | 1.00 | 146.959 | 145.759 | 147.159 | |
| 6812 | 2025.04.10 07:35 | modify | 2102 | 1.00 | 146.959 | 145.759 | 147.059 | |
| 6813 | 2025.04.10 09:50 | t/p | 2102 | 1.00 | 147.064 | 145.759 | 147.059 | 10500.00 | 8190600.00 |
| 6814 | 2025.04.10 22:25 | sell | 2103 | 1.00 | 145.030 | 0.000 | 0.000 | |
| 6815 | 2025.04.10 22:25 | modify | 2103 | 1.00 | 145.030 | 146.230 | 144.830 | |
| 6816 | 2025.04.10 22:40 | modify | 2103 | 1.00 | 145.030 | 145.298 | 144.830 | |
| 6817 | 2025.04.10 22:40 | t/p | 2103 | 1.00 | 144.825 | 145.298 | 144.830 | 20500.00 | 8211100.00 |
| 6818 | 2025.04.11 08:45 | sell | 2104 | 1.00 | 143.711 | 0.000 | 0.000 | |
| 6819 | 2025.04.11 08:45 | modify | 2104 | 1.00 | 143.711 | 144.911 | 143.511 | |
| 6820 | 2025.04.11 09:00 | modify | 2104 | 1.00 | 143.711 | 144.008 | 143.511 | |
| 6821 | 2025.04.11 09:17 | s/l | 2104 | 1.00 | 144.007 | 144.008 | 143.511 | -29600.00 | 8181500.00 |
| 6822 | 2025.04.11 09:20 | sell | 2105 | 1.00 | 144.045 | 0.000 | 0.000 | |
| 6823 | 2025.04.11 09:20 | modify | 2105 | 1.00 | 144.045 | 145.245 | 143.845 | |
| 6824 | 2025.04.11 09:25 | modify | 2105 | 1.00 | 144.045 | 144.339 | 143.845 | |
| 6825 | 2025.04.11 09:30 | modify | 2105 | 1.00 | 144.045 | 144.317 | 143.845 | |
| 6826 | 2025.04.11 09:35 | close | 2105 | 1.00 | 143.888 | 144.317 | 143.845 | 15700.00 | 8197200.00 |
| 6827 | 2025.04.17 04:45 | sell | 2106 | 1.00 | 142.844 | 0.000 | 0.000 | |
| 6828 | 2025.04.17 04:45 | modify | 2106 | 1.00 | 142.844 | 144.044 | 142.644 | |
| 6829 | 2025.04.17 04:55 | modify | 2106 | 1.00 | 142.844 | 143.135 | 142.644 | |
| 6830 | 2025.04.17 05:00 | modify | 2106 | 1.00 | 142.844 | 143.124 | 142.644 | |
| 6831 | 2025.04.17 05:01 | t/p | 2106 | 1.00 | 142.640 | 143.124 | 142.644 | 20400.00 | 8217600.00 |
| 6832 | 2025.04.18 08:55 | sell | 2107 | 1.00 | 142.397 | 0.000 | 0.000 | |
| 6833 | 2025.04.18 08:55 | modify | 2107 | 1.00 | 142.397 | 143.597 | 142.197 | |
| 6834 | 2025.04.18 14:55 | close | 2107 | 1.00 | 142.306 | 143.597 | 142.197 | 9100.00 | 8226700.00 |
| 6835 | 2025.04.21 21:55 | buy | 2108 | 1.00 | 140.583 | 0.000 | 0.000 | |
| 6836 | 2025.04.21 21:55 | modify | 2108 | 1.00 | 140.583 | 139.383 | 140.783 | |
| 6837 | 2025.04.21 22:20 | modify | 2108 | 1.00 | 140.583 | 140.294 | 140.783 | |
| 6838 | 2025.04.21 22:25 | modify | 2108 | 1.00 | 140.583 | 140.304 | 140.783 | |
| 6839 | 2025.04.21 22:30 | close | 2108 | 1.00 | 140.734 | 140.304 | 140.783 | 15100.00 | 8241800.00 |
| 6840 | 2025.04.21 23:00 | sell | 2109 | 1.00 | 140.858 | 0.000 | 0.000 | |
| 6841 | 2025.04.21 23:00 | modify | 2109 | 1.00 | 140.858 | 142.058 | 140.658 | |
| 6842 | 2025.04.22 01:25 | close | 2109 | 1.00 | 140.732 | 142.058 | 140.658 | 12600.00 | 8254400.00 |
| 6843 | 2025.04.22 06:00 | buy | 2110 | 1.00 | 140.551 | 0.000 | 0.000 | |
| 6844 | 2025.04.22 06:00 | modify | 2110 | 1.00 | 140.551 | 139.351 | 140.751 | |
| 6845 | 2025.04.22 06:25 | modify | 2110 | 1.00 | 140.551 | 139.351 | 140.651 | |
| 6846 | 2025.04.22 08:10 | close | 2110 | 1.00 | 140.308 | 139.351 | 140.651 | -24300.00 | 8230100.00 |
| 6847 | 2025.04.23 02:00 | sell | 2111 | 1.00 | 143.015 | 0.000 | 0.000 | |
| 6848 | 2025.04.23 02:00 | modify | 2111 | 1.00 | 143.015 | 144.215 | 142.815 | |
| 6849 | 2025.04.23 02:04 | t/p | 2111 | 1.00 | 142.814 | 144.215 | 142.815 | 20100.00 | 8250200.00 |
| 6850 | 2025.04.23 03:55 | buy | 2112 | 1.00 | 142.077 | 0.000 | 0.000 | |
| 6851 | 2025.04.23 03:55 | modify | 2112 | 1.00 | 142.077 | 140.877 | 142.277 | |
| 6852 | 2025.04.23 04:20 | modify | 2112 | 1.00 | 142.077 | 141.808 | 142.277 | |
| 6853 | 2025.04.23 04:44 | s/l | 2112 | 1.00 | 141.803 | 141.808 | 142.277 | -27400.00 | 8222800.00 |
| 6854 | 2025.04.25 20:50 | buy | 2113 | 1.00 | 143.578 | 0.000 | 0.000 | |
| 6855 | 2025.04.25 20:50 | modify | 2113 | 1.00 | 143.578 | 142.378 | 143.778 | |
| 6856 | 2025.04.25 23:00 | close | 2113 | 1.00 | 143.651 | 142.378 | 143.778 | 7300.00 | 8230100.00 |
| 6857 | 2025.05.01 08:00 | sell | 2114 | 1.00 | 143.878 | 0.000 | 0.000 | |
| 6858 | 2025.05.01 08:00 | modify | 2114 | 1.00 | 143.878 | 145.078 | 143.678 | |
| 6859 | 2025.05.01 08:35 | close | 2114 | 1.00 | 144.222 | 145.078 | 143.678 | -34400.00 | 8195700.00 |
| 6860 | 2025.05.02 06:40 | buy | 2115 | 1.00 | 145.189 | 0.000 | 0.000 | |
| 6861 | 2025.05.02 06:40 | modify | 2115 | 1.00 | 145.189 | 143.989 | 145.389 | |
| 6862 | 2025.05.02 07:10 | modify | 2115 | 1.00 | 145.189 | 144.926 | 145.389 | |
| 6863 | 2025.05.02 07:15 | modify | 2115 | 1.00 | 145.189 | 144.927 | 145.389 | |
| 6864 | 2025.05.02 07:40 | close | 2115 | 1.00 | 145.362 | 144.927 | 145.389 | 17300.00 | 8213000.00 |
| 6865 | 2025.05.06 03:25 | sell | 2116 | 1.00 | 143.921 | 0.000 | 0.000 | |
| 6866 | 2025.05.06 03:25 | modify | 2116 | 1.00 | 143.921 | 145.121 | 143.721 | |
| 6867 | 2025.05.06 05:20 | close | 2116 | 1.00 | 143.740 | 145.121 | 143.721 | 18100.00 | 8231100.00 |
| 6868 | 2025.05.08 20:05 | sell | 2117 | 1.00 | 145.753 | 0.000 | 0.000 | |
| 6869 | 2025.05.08 20:05 | modify | 2117 | 1.00 | 145.753 | 146.953 | 145.553 | |
| 6870 | 2025.05.08 20:15 | close | 2117 | 1.00 | 145.758 | 146.953 | 145.553 | -500.00 | 8230600.00 |
| 6871 | 2025.05.08 20:25 | sell | 2118 | 1.00 | 145.849 | 0.000 | 0.000 | |
| 6872 | 2025.05.08 20:25 | modify | 2118 | 1.00 | 145.849 | 147.049 | 145.649 | |
| 6873 | 2025.05.08 20:30 | close | 2118 | 1.00 | 145.859 | 147.049 | 145.649 | -1000.00 | 8229600.00 |
| 6874 | 2025.05.09 06:10 | buy | 2119 | 1.00 | 145.528 | 0.000 | 0.000 | |
| 6875 | 2025.05.09 06:10 | modify | 2119 | 1.00 | 145.528 | 144.328 | 145.728 | |
| 6876 | 2025.05.09 06:20 | modify | 2119 | 1.00 | 145.528 | 145.230 | 145.728 | |
| 6877 | 2025.05.09 06:25 | modify | 2119 | 1.00 | 145.528 | 145.241 | 145.728 | |
| 6878 | 2025.05.09 06:30 | modify | 2119 | 1.00 | 145.528 | 145.267 | 145.728 | |
| 6879 | 2025.05.09 06:40 | close | 2119 | 1.00 | 145.673 | 145.267 | 145.728 | 14500.00 | 8244100.00 |
| 6880 | 2025.05.13 03:10 | buy | 2120 | 1.00 | 148.081 | 0.000 | 0.000 | |
| 6881 | 2025.05.13 03:10 | modify | 2120 | 1.00 | 148.081 | 146.881 | 148.281 | |
| 6882 | 2025.05.13 08:15 | modify | 2120 | 1.00 | 148.081 | 146.881 | 148.181 | |
| 6883 | 2025.05.13 10:20 | close | 2120 | 1.00 | 147.996 | 146.881 | 148.181 | -8500.00 | 8235600.00 |
| 6884 | 2025.05.14 03:10 | sell | 2121 | 1.00 | 147.604 | 0.000 | 0.000 | |
| 6885 | 2025.05.14 03:10 | modify | 2121 | 1.00 | 147.604 | 148.804 | 147.404 | |
| 6886 | 2025.05.14 03:30 | modify | 2121 | 1.00 | 147.604 | 147.894 | 147.404 | |
| 6887 | 2025.05.14 03:35 | close | 2121 | 1.00 | 147.459 | 147.894 | 147.404 | 14500.00 | 8250100.00 |
| 6888 | 2025.05.20 22:25 | buy | 2122 | 1.00 | 144.486 | 0.000 | 0.000 | |
| 6889 | 2025.05.20 22:25 | modify | 2122 | 1.00 | 144.486 | 143.286 | 144.686 | |
| 6890 | 2025.05.21 05:10 | modify | 2122 | 1.00 | 144.486 | 143.286 | 144.586 | |
| 6891 | 2025.05.21 05:35 | close | 2122 | 1.00 | 143.981 | 143.286 | 144.586 | -50500.00 | 8199600.00 |
| 6892 | 2025.05.23 07:05 | buy | 2123 | 1.00 | 143.403 | 0.000 | 0.000 | |
| 6893 | 2025.05.23 07:05 | modify | 2123 | 1.00 | 143.403 | 142.203 | 143.603 | |
| 6894 | 2025.05.23 08:40 | modify | 2123 | 1.00 | 143.403 | 143.120 | 143.603 | |
| 6895 | 2025.05.23 08:45 | close | 2123 | 1.00 | 143.540 | 143.120 | 143.603 | 13700.00 | 8213300.00 |
| 6896 | 2025.05.28 03:05 | buy | 2124 | 1.00 | 144.077 | 0.000 | 0.000 | |
| 6897 | 2025.05.28 03:05 | modify | 2124 | 1.00 | 144.077 | 142.877 | 144.277 | |
| 6898 | 2025.05.28 04:05 | close | 2124 | 1.00 | 144.208 | 142.877 | 144.277 | 13100.00 | 8226400.00 |
| 6899 | 2025.06.09 02:15 | buy | 2125 | 1.00 | 144.638 | 0.000 | 0.000 | |
| 6900 | 2025.06.09 02:15 | modify | 2125 | 1.00 | 144.638 | 143.438 | 144.838 | |