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 |
| 6901 | 2025.06.09 03:20 | modify | 2125 | 1.00 | 144.638 | 144.362 | 144.838 | ||
| 6902 | 2025.06.09 03:25 | modify | 2125 | 1.00 | 144.638 | 144.370 | 144.838 | ||
| 6903 | 2025.06.09 03:30 | close | 2125 | 1.00 | 144.802 | 144.370 | 144.838 | 16400.00 | 8242800.00 |
| 6904 | 2025.06.10 08:25 | buy | 2126 | 1.00 | 144.662 | 0.000 | 0.000 | ||
| 6905 | 2025.06.10 08:25 | modify | 2126 | 1.00 | 144.662 | 143.462 | 144.862 | ||
| 6906 | 2025.06.10 10:15 | close | 2126 | 1.00 | 144.771 | 143.462 | 144.862 | 10900.00 | 8253700.00 |
| 6907 | 2025.06.16 04:35 | buy | 2127 | 1.00 | 144.195 | 0.000 | 0.000 | ||
| 6908 | 2025.06.16 04:35 | modify | 2127 | 1.00 | 144.195 | 142.995 | 144.395 | ||
| 6909 | 2025.06.16 04:55 | modify | 2127 | 1.00 | 144.195 | 143.905 | 144.395 | ||
| 6910 | 2025.06.16 05:00 | close | 2127 | 1.00 | 144.344 | 143.905 | 144.395 | 14900.00 | 8268600.00 |
| 6911 | 2025.06.16 08:10 | buy | 2128 | 1.00 | 144.227 | 0.000 | 0.000 | ||
| 6912 | 2025.06.16 08:10 | modify | 2128 | 1.00 | 144.227 | 143.027 | 144.427 | ||
| 6913 | 2025.06.16 10:05 | close | 2128 | 1.00 | 144.273 | 143.027 | 144.427 | 4600.00 | 8273200.00 |
| 6914 | 2025.06.16 20:25 | sell | 2129 | 1.00 | 144.308 | 0.000 | 0.000 | ||
| 6915 | 2025.06.16 20:25 | modify | 2129 | 1.00 | 144.308 | 145.508 | 144.108 | ||
| 6916 | 2025.06.16 22:45 | modify | 2129 | 1.00 | 144.308 | 145.508 | 144.208 | ||
| 6917 | 2025.06.17 03:35 | close | 2129 | 1.00 | 144.914 | 145.508 | 144.208 | -60600.00 | 8212600.00 |
| 6918 | 2025.06.17 07:10 | buy | 2130 | 1.00 | 144.589 | 0.000 | 0.000 | ||
| 6919 | 2025.06.17 07:10 | modify | 2130 | 1.00 | 144.589 | 143.389 | 144.789 | ||
| 6920 | 2025.06.17 08:50 | close | 2130 | 1.00 | 144.698 | 143.389 | 144.789 | 10900.00 | 8223500.00 |
| 6921 | 2025.06.19 22:55 | buy | 2131 | 1.00 | 145.367 | 0.000 | 0.000 | ||
| 6922 | 2025.06.19 22:55 | modify | 2131 | 1.00 | 145.367 | 144.167 | 145.567 | ||
| 6923 | 2025.06.19 23:15 | modify | 2131 | 1.00 | 145.367 | 145.078 | 145.567 | ||
| 6924 | 2025.06.20 01:05 | modify | 2131 | 1.00 | 145.367 | 145.088 | 145.567 | ||
| 6925 | 2025.06.20 01:15 | modify | 2131 | 1.00 | 145.367 | 145.099 | 145.567 | ||
| 6926 | 2025.06.20 01:20 | close | 2131 | 1.00 | 145.517 | 145.099 | 145.567 | 15000.00 | 8238500.00 |
| 6927 | 2025.06.20 07:40 | sell | 2132 | 1.00 | 145.398 | 0.000 | 0.000 | ||
| 6928 | 2025.06.20 07:40 | modify | 2132 | 1.00 | 145.398 | 146.598 | 145.198 | ||
| 6929 | 2025.06.20 12:30 | modify | 2132 | 1.00 | 145.398 | 145.690 | 145.198 | ||
| 6930 | 2025.06.20 12:35 | modify | 2132 | 1.00 | 145.398 | 145.677 | 145.198 | ||
| 6931 | 2025.06.20 12:40 | close | 2132 | 1.00 | 145.264 | 145.677 | 145.198 | 13400.00 | 8251900.00 |
| 6932 | 2025.06.20 22:35 | sell | 2133 | 1.00 | 146.015 | 0.000 | 0.000 | ||
| 6933 | 2025.06.20 22:35 | modify | 2133 | 1.00 | 146.015 | 147.215 | 145.815 | ||
| 6934 | 2025.06.20 23:00 | close | 2133 | 1.00 | 146.184 | 147.215 | 145.815 | -16900.00 | 8235000.00 |
| 6935 | 2025.07.04 02:40 | buy | 2134 | 1.00 | 144.783 | 0.000 | 0.000 | ||
| 6936 | 2025.07.04 02:40 | modify | 2134 | 1.00 | 144.783 | 143.583 | 144.983 | ||
| 6937 | 2025.07.04 05:05 | close | 2134 | 1.00 | 144.766 | 143.583 | 144.983 | -1700.00 | 8233300.00 |
| 6938 | 2025.07.08 23:15 | buy | 2135 | 1.00 | 146.532 | 0.000 | 0.000 | ||
| 6939 | 2025.07.08 23:15 | modify | 2135 | 1.00 | 146.532 | 145.332 | 146.732 | ||
| 6940 | 2025.07.09 02:10 | close | 2135 | 1.00 | 146.657 | 145.332 | 146.732 | 12500.00 | 8245800.00 |
| 6941 | 2025.07.09 23:25 | sell | 2136 | 1.00 | 146.474 | 0.000 | 0.000 | ||
| 6942 | 2025.07.09 23:25 | modify | 2136 | 1.00 | 146.474 | 147.674 | 146.274 | ||
| 6943 | 2025.07.09 23:50 | modify | 2136 | 1.00 | 146.474 | 146.771 | 146.274 | ||
| 6944 | 2025.07.09 23:55 | modify | 2136 | 1.00 | 146.474 | 146.763 | 146.274 | ||
| 6945 | 2025.07.10 00:25 | modify | 2136 | 1.00 | 146.474 | 146.744 | 146.274 | ||
| 6946 | 2025.07.10 00:45 | close | 2136 | 1.00 | 146.299 | 146.744 | 146.274 | 17500.00 | 8263300.00 |
| 6947 | 2025.07.10 06:10 | sell | 2137 | 1.00 | 146.172 | 0.000 | 0.000 | ||
| 6948 | 2025.07.10 06:10 | modify | 2137 | 1.00 | 146.172 | 147.372 | 145.972 | ||
| 6949 | 2025.07.10 12:40 | close | 2137 | 1.00 | 146.266 | 147.372 | 145.972 | -9400.00 | 8253900.00 |
| 6950 | 2025.07.14 06:30 | sell | 2138 | 1.00 | 147.327 | 0.000 | 0.000 | ||
| 6951 | 2025.07.14 06:30 | modify | 2138 | 1.00 | 147.327 | 148.527 | 147.127 | ||
| 6952 | 2025.07.14 06:50 | t/p | 2138 | 1.00 | 147.124 | 148.527 | 147.127 | 20300.00 | 8274200.00 |
| 6953 | 2025.07.16 09:20 | buy | 2139 | 1.00 | 148.744 | 0.000 | 0.000 | ||
| 6954 | 2025.07.16 09:20 | modify | 2139 | 1.00 | 148.744 | 147.544 | 148.944 | ||
| 6955 | 2025.07.16 10:40 | close | 2139 | 1.00 | 148.851 | 147.544 | 148.944 | 10700.00 | 8284900.00 |
| 6956 | 2025.07.17 03:05 | sell | 2140 | 1.00 | 148.085 | 0.000 | 0.000 | ||
| 6957 | 2025.07.17 03:05 | modify | 2140 | 1.00 | 148.085 | 149.285 | 147.885 | ||
| 6958 | 2025.07.17 06:20 | modify | 2140 | 1.00 | 148.085 | 149.285 | 147.985 | ||
| 6959 | 2025.07.17 08:00 | close | 2140 | 1.00 | 148.428 | 149.285 | 147.985 | -34300.00 | 8250600.00 |
| 6960 | 2025.07.18 08:40 | sell | 2141 | 1.00 | 148.791 | 0.000 | 0.000 | ||
| 6961 | 2025.07.18 08:40 | modify | 2141 | 1.00 | 148.791 | 149.991 | 148.591 | ||
| 6962 | 2025.07.18 11:05 | modify | 2141 | 1.00 | 148.791 | 149.069 | 148.591 | ||
| 6963 | 2025.07.18 11:30 | modify | 2141 | 1.00 | 148.791 | 149.065 | 148.591 | ||
| 6964 | 2025.07.18 11:32 | t/p | 2141 | 1.00 | 148.595 | 149.065 | 148.591 | 19600.00 | 8270200.00 |
| 6965 | 2025.07.25 07:10 | buy | 2142 | 1.00 | 147.174 | 0.000 | 0.000 | ||
| 6966 | 2025.07.25 07:10 | modify | 2142 | 1.00 | 147.174 | 145.974 | 147.374 | ||
| 6967 | 2025.07.25 10:35 | close | 2142 | 1.00 | 147.261 | 145.974 | 147.374 | 8700.00 | 8278900.00 |
| 6968 | 2025.07.29 02:35 | sell | 2143 | 1.00 | 148.632 | 0.000 | 0.000 | ||
| 6969 | 2025.07.29 02:35 | modify | 2143 | 1.00 | 148.632 | 149.832 | 148.432 | ||
| 6970 | 2025.07.29 02:50 | modify | 2143 | 1.00 | 148.632 | 148.903 | 148.432 | ||
| 6971 | 2025.07.29 03:00 | close | 2143 | 1.00 | 148.461 | 148.903 | 148.432 | 17100.00 | 8296000.00 |
| 6972 | 2025.07.31 05:00 | buy | 2144 | 1.00 | 148.977 | 0.000 | 0.000 | ||
| 6973 | 2025.07.31 05:00 | modify | 2144 | 1.00 | 148.977 | 147.777 | 149.177 | ||
| 6974 | 2025.07.31 07:45 | close | 2144 | 1.00 | 148.915 | 147.777 | 149.177 | -6200.00 | 8289800.00 |
| 6975 | 2025.08.01 08:45 | buy | 2145 | 1.00 | 150.467 | 0.000 | 0.000 | ||
| 6976 | 2025.08.01 08:45 | modify | 2145 | 1.00 | 150.467 | 149.267 | 150.667 | ||
| 6977 | 2025.08.01 09:45 | close | 2145 | 1.00 | 150.617 | 149.267 | 150.667 | 15000.00 | 8304800.00 |
| 6978 | 2025.08.04 04:10 | sell | 2146 | 1.00 | 147.766 | 0.000 | 0.000 | ||
| 6979 | 2025.08.04 04:10 | modify | 2146 | 1.00 | 147.766 | 148.966 | 147.566 | ||
| 6980 | 2025.08.04 06:15 | close | 2146 | 1.00 | 147.604 | 148.966 | 147.566 | 16200.00 | 8321000.00 |
| 6981 | 2025.08.06 07:25 | buy | 2147 | 1.00 | 147.336 | 0.000 | 0.000 | ||
| 6982 | 2025.08.06 07:25 | modify | 2147 | 1.00 | 147.336 | 146.136 | 147.536 | ||
| 6983 | 2025.08.06 08:20 | modify | 2147 | 1.00 | 147.336 | 147.041 | 147.536 | ||
| 6984 | 2025.08.06 08:35 | modify | 2147 | 1.00 | 147.336 | 147.076 | 147.536 | ||
| 6985 | 2025.08.06 08:40 | close | 2147 | 1.00 | 147.488 | 147.076 | 147.536 | 15200.00 | 8336200.00 |
| 6986 | 2025.08.11 09:55 | sell | 2148 | 1.00 | 147.606 | 0.000 | 0.000 | ||
| 6987 | 2025.08.11 09:55 | modify | 2148 | 1.00 | 147.606 | 148.806 | 147.406 | ||
| 6988 | 2025.08.11 10:40 | close | 2148 | 1.00 | 147.484 | 148.806 | 147.406 | 12200.00 | 8348400.00 |
| 6989 | 2025.08.12 08:35 | buy | 2149 | 1.00 | 148.265 | 0.000 | 0.000 | ||
| 6990 | 2025.08.12 08:35 | modify | 2149 | 1.00 | 148.265 | 147.065 | 148.465 | ||
| 6991 | 2025.08.12 09:05 | modify | 2149 | 1.00 | 148.265 | 147.977 | 148.465 | ||
| 6992 | 2025.08.12 11:35 | close | 2149 | 1.00 | 148.380 | 147.977 | 148.465 | 11500.00 | 8359900.00 |
| 6993 | 2025.08.12 23:35 | sell | 2150 | 1.00 | 147.849 | 0.000 | 0.000 | ||
| 6994 | 2025.08.12 23:35 | modify | 2150 | 1.00 | 147.849 | 149.049 | 147.649 | ||
| 6995 | 2025.08.13 02:45 | modify | 2150 | 1.00 | 147.849 | 148.149 | 147.649 | ||
| 6996 | 2025.08.13 03:05 | modify | 2150 | 1.00 | 147.849 | 148.117 | 147.649 | ||
| 6997 | 2025.08.13 05:07 | s/l | 2150 | 1.00 | 148.116 | 148.117 | 147.649 | -26700.00 | 8333200.00 |
| 6998 | 2025.08.14 02:55 | buy | 2151 | 1.00 | 147.162 | 0.000 | 0.000 | ||
| 6999 | 2025.08.14 02:55 | modify | 2151 | 1.00 | 147.162 | 145.962 | 147.362 | ||
| 7000 | 2025.08.14 03:40 | modify | 2151 | 1.00 | 147.162 | 145.962 | 147.262 | ||
| 7001 | 2025.08.14 10:05 | close | 2151 | 1.00 | 146.383 | 145.962 | 147.262 | -77900.00 | 8255300.00 |
| 7002 | 2025.08.19 04:15 | buy | 2152 | 1.00 | 147.730 | 0.000 | 0.000 | ||
| 7003 | 2025.08.19 04:15 | modify | 2152 | 1.00 | 147.730 | 146.530 | 147.930 | ||
| 7004 | 2025.08.19 04:25 | modify | 2152 | 1.00 | 147.730 | 147.432 | 147.930 | ||
| 7005 | 2025.08.19 04:30 | close | 2152 | 1.00 | 147.922 | 147.432 | 147.930 | 19200.00 | 8274500.00 |
| 7006 | 2025.08.25 02:10 | sell | 2153 | 1.00 | 147.116 | 0.000 | 0.000 | ||
| 7007 | 2025.08.25 02:10 | modify | 2153 | 1.00 | 147.116 | 148.316 | 146.916 | ||
| 7008 | 2025.08.25 07:35 | close | 2153 | 1.00 | 147.283 | 148.316 | 146.916 | -16700.00 | 8257800.00 |
| 7009 | 2025.08.25 07:45 | buy | 2154 | 1.00 | 147.228 | 0.000 | 0.000 | ||
| 7010 | 2025.08.25 07:45 | modify | 2154 | 1.00 | 147.228 | 146.028 | 147.428 | ||
| 7011 | 2025.08.25 08:15 | close | 2154 | 1.00 | 147.364 | 146.028 | 147.428 | 13600.00 | 8271400.00 |
| 7012 | 2025.08.26 07:10 | sell | 2155 | 1.00 | 147.787 | 0.000 | 0.000 | ||
| 7013 | 2025.08.26 07:10 | modify | 2155 | 1.00 | 147.787 | 148.987 | 147.587 | ||
| 7014 | 2025.08.26 09:35 | modify | 2155 | 1.00 | 147.787 | 148.076 | 147.587 | ||
| 7015 | 2025.08.26 09:40 | modify | 2155 | 1.00 | 147.787 | 148.057 | 147.587 | ||
| 7016 | 2025.08.26 11:05 | close | 2155 | 1.00 | 147.631 | 148.057 | 147.587 | 15600.00 | 8287000.00 |
| 7017 | 2025.08.28 03:10 | sell | 2156 | 1.00 | 147.479 | 0.000 | 0.000 | ||
| 7018 | 2025.08.28 03:10 | modify | 2156 | 1.00 | 147.479 | 148.679 | 147.279 | ||
| 7019 | 2025.08.28 03:55 | close | 2156 | 1.00 | 147.329 | 148.679 | 147.279 | 15000.00 | 8302000.00 |
| 7020 | 2025.08.28 23:15 | sell | 2157 | 1.00 | 146.969 | 0.000 | 0.000 | ||
| 7021 | 2025.08.28 23:15 | modify | 2157 | 1.00 | 146.969 | 148.169 | 146.769 | ||
| 7022 | 2025.08.29 00:05 | close | 2157 | 1.00 | 146.905 | 148.169 | 146.769 | 6400.00 | 8308400.00 |
| 7023 | 2025.09.03 03:55 | sell | 2158 | 1.00 | 148.747 | 0.000 | 0.000 | ||
| 7024 | 2025.09.03 03:55 | modify | 2158 | 1.00 | 148.747 | 149.947 | 148.547 | ||
| 7025 | 2025.09.03 07:30 | close | 2158 | 1.00 | 148.749 | 149.947 | 148.547 | -200.00 | 8308200.00 |
| 7026 | 2025.09.03 07:45 | buy | 2159 | 1.00 | 148.634 | 0.000 | 0.000 | ||
| 7027 | 2025.09.03 07:45 | modify | 2159 | 1.00 | 148.634 | 147.434 | 148.834 | ||
| 7028 | 2025.09.03 10:05 | close | 2159 | 1.00 | 148.715 | 147.434 | 148.834 | 8100.00 | 8316300.00 |
| 7029 | 2025.09.04 07:15 | sell | 2160 | 1.00 | 148.269 | 0.000 | 0.000 | ||
| 7030 | 2025.09.04 07:15 | modify | 2160 | 1.00 | 148.269 | 149.469 | 148.069 | ||
| 7031 | 2025.09.04 07:40 | close | 2160 | 1.00 | 148.140 | 149.469 | 148.069 | 12900.00 | 8329200.00 |
| 7032 | 2025.09.04 22:10 | buy | 2161 | 1.00 | 148.526 | 0.000 | 0.000 | ||
| 7033 | 2025.09.04 22:10 | modify | 2161 | 1.00 | 148.526 | 147.326 | 148.726 | ||
| 7034 | 2025.09.05 01:15 | close | 2161 | 1.00 | 148.493 | 147.326 | 148.726 | -3300.00 | 8325900.00 |
| 7035 | 2025.09.08 02:00 | sell | 2162 | 1.00 | 148.425 | 0.000 | 0.000 | ||
| 7036 | 2025.09.08 02:00 | modify | 2162 | 1.00 | 148.425 | 149.625 | 148.225 | ||
| 7037 | 2025.09.08 02:05 | close | 2162 | 1.00 | 148.325 | 149.625 | 148.225 | 10000.00 | 8335900.00 |
| 7038 | 2025.09.08 05:05 | buy | 2163 | 1.00 | 148.096 | 0.000 | 0.000 | ||
| 7039 | 2025.09.08 05:05 | modify | 2163 | 1.00 | 148.096 | 146.896 | 148.296 | ||
| 7040 | 2025.09.08 06:50 | modify | 2163 | 1.00 | 148.096 | 147.812 | 148.296 | ||
| 7041 | 2025.09.08 07:15 | modify | 2163 | 1.00 | 148.096 | 147.836 | 148.296 | ||
| 7042 | 2025.09.08 09:52 | s/l | 2163 | 1.00 | 147.825 | 147.836 | 148.296 | -27100.00 | 8308800.00 |
| 7043 | 2025.09.12 20:20 | buy | 2164 | 1.00 | 147.603 | 0.000 | 0.000 | ||
| 7044 | 2025.09.12 20:20 | modify | 2164 | 1.00 | 147.603 | 146.403 | 147.803 | ||
| 7045 | 2025.09.12 22:40 | close | 2164 | 1.00 | 147.582 | 146.403 | 147.803 | -2100.00 | 8306700.00 |
| 7046 | 2025.09.18 08:45 | sell | 2165 | 1.00 | 147.259 | 0.000 | 0.000 | ||
| 7047 | 2025.09.18 08:45 | modify | 2165 | 1.00 | 147.259 | 148.459 | 147.059 | ||
| 7048 | 2025.09.18 10:15 | close | 2165 | 1.00 | 147.223 | 148.459 | 147.059 | 3600.00 | 8310300.00 |
| 7049 | 2025.09.19 06:25 | buy | 2166 | 1.00 | 147.852 | 0.000 | 0.000 | ||
| 7050 | 2025.09.19 06:25 | modify | 2166 | 1.00 | 147.852 | 146.652 | 148.052 | ||