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 |
| 7051 | 2025.09.19 07:05 | modify | 2166 | 1.00 | 147.852 | 146.652 | 147.952 | |
| 7052 | 2025.09.19 09:20 | close | 2166 | 1.00 | 147.640 | 146.652 | 147.952 | -21200.00 | 8289100.00 |
| 7053 | 2025.09.25 03:45 | buy | 2167 | 1.00 | 148.643 | 0.000 | 0.000 | |
| 7054 | 2025.09.25 03:45 | modify | 2167 | 1.00 | 148.643 | 147.443 | 148.843 | |
| 7055 | 2025.09.25 04:40 | close | 2167 | 1.00 | 148.781 | 147.443 | 148.843 | 13800.00 | 8302900.00 |
| 7056 | 2025.09.26 04:05 | buy | 2168 | 1.00 | 149.673 | 0.000 | 0.000 | |
| 7057 | 2025.09.26 04:05 | modify | 2168 | 1.00 | 149.673 | 148.473 | 149.873 | |
| 7058 | 2025.09.26 04:40 | modify | 2168 | 1.00 | 149.673 | 149.410 | 149.873 | |
| 7059 | 2025.09.26 04:50 | close | 2168 | 1.00 | 149.823 | 149.410 | 149.873 | 15000.00 | 8317900.00 |
| 7060 | 2025.10.01 09:05 | buy | 2169 | 1.00 | 147.482 | 0.000 | 0.000 | |
| 7061 | 2025.10.01 09:05 | modify | 2169 | 1.00 | 147.482 | 146.282 | 147.682 | |
| 7062 | 2025.10.01 10:15 | modify | 2169 | 1.00 | 147.482 | 146.282 | 147.582 | |
| 7063 | 2025.10.01 15:20 | close | 2169 | 1.00 | 146.679 | 146.282 | 147.582 | -80300.00 | 8237600.00 |
| 7064 | 2025.10.02 03:05 | sell | 2170 | 1.00 | 147.167 | 0.000 | 0.000 | |
| 7065 | 2025.10.02 03:05 | modify | 2170 | 1.00 | 147.167 | 148.367 | 146.967 | |
| 7066 | 2025.10.02 04:35 | modify | 2170 | 1.00 | 147.167 | 147.452 | 146.967 | |
| 7067 | 2025.10.02 04:40 | close | 2170 | 1.00 | 146.982 | 147.452 | 146.967 | 18500.00 | 8256100.00 |
| 7068 | 2025.10.08 04:55 | sell | 2171 | 1.00 | 152.530 | 0.000 | 0.000 | |
| 7069 | 2025.10.08 04:55 | modify | 2171 | 1.00 | 152.530 | 153.730 | 152.330 | |
| 7070 | 2025.10.08 05:45 | modify | 2171 | 1.00 | 152.530 | 152.802 | 152.330 | |
| 7071 | 2025.10.08 05:49 | t/p | 2171 | 1.00 | 152.328 | 152.802 | 152.330 | 20200.00 | 8276300.00 |
| 7072 | 2025.10.14 08:40 | buy | 2172 | 1.00 | 151.707 | 0.000 | 0.000 | |
| 7073 | 2025.10.14 08:40 | modify | 2172 | 1.00 | 151.707 | 150.507 | 151.907 | |
| 7074 | 2025.10.14 09:10 | modify | 2172 | 1.00 | 151.707 | 151.422 | 151.907 | |
| 7075 | 2025.10.14 09:15 | modify | 2172 | 1.00 | 151.707 | 151.452 | 151.907 | |
| 7076 | 2025.10.14 09:45 | close | 2172 | 1.00 | 151.897 | 151.452 | 151.907 | 19000.00 | 8295300.00 |
| 7077 | 2025.10.16 04:50 | buy | 2173 | 1.00 | 150.542 | 0.000 | 0.000 | |
| 7078 | 2025.10.16 04:50 | modify | 2173 | 1.00 | 150.542 | 149.342 | 150.742 | |
| 7079 | 2025.10.16 05:15 | modify | 2173 | 1.00 | 150.542 | 150.274 | 150.742 | |
| 7080 | 2025.10.16 05:30 | close | 2173 | 1.00 | 150.730 | 150.274 | 150.742 | 18800.00 | 8314100.00 |
| 7081 | 2025.10.20 07:25 | buy | 2174 | 1.00 | 150.651 | 0.000 | 0.000 | |
| 7082 | 2025.10.20 07:25 | modify | 2174 | 1.00 | 150.651 | 149.451 | 150.851 | |
| 7083 | 2025.10.20 10:15 | modify | 2174 | 1.00 | 150.651 | 150.371 | 150.851 | |
| 7084 | 2025.10.20 10:20 | close | 2174 | 1.00 | 150.806 | 150.371 | 150.851 | 15500.00 | 8329600.00 |
| 7085 | 2025.10.20 21:10 | sell | 2175 | 1.00 | 150.807 | 0.000 | 0.000 | |
| 7086 | 2025.10.20 21:10 | modify | 2175 | 1.00 | 150.807 | 152.007 | 150.607 | |
| 7087 | 2025.10.20 22:00 | close | 2175 | 1.00 | 150.691 | 152.007 | 150.607 | 11600.00 | 8341200.00 |
| 7088 | 2025.10.22 03:05 | buy | 2176 | 1.00 | 151.790 | 0.000 | 0.000 | |
| 7089 | 2025.10.22 03:05 | modify | 2176 | 1.00 | 151.790 | 150.590 | 151.990 | |
| 7090 | 2025.10.22 06:25 | close | 2176 | 1.00 | 151.754 | 150.590 | 151.990 | -3600.00 | 8337600.00 |
| 7091 | 2025.10.31 02:50 | buy | 2177 | 1.00 | 153.904 | 0.000 | 0.000 | |
| 7092 | 2025.10.31 02:50 | modify | 2177 | 1.00 | 153.904 | 152.704 | 154.104 | |
| 7093 | 2025.10.31 06:05 | close | 2177 | 1.00 | 153.898 | 152.704 | 154.104 | -600.00 | 8337000.00 |
| 7094 | 2025.11.06 01:05 | buy | 2178 | 1.00 | 154.052 | 0.000 | 0.000 | |
| 7095 | 2025.11.06 01:05 | modify | 2178 | 1.00 | 154.052 | 152.852 | 154.252 | |
| 7096 | 2025.11.06 02:05 | close | 2178 | 1.00 | 154.136 | 152.852 | 154.252 | 8400.00 | 8345400.00 |
| 7097 | 2025.11.11 07:45 | buy | 2179 | 1.00 | 154.164 | 0.000 | 0.000 | |
| 7098 | 2025.11.11 07:45 | modify | 2179 | 1.00 | 154.164 | 152.964 | 154.364 | |
| 7099 | 2025.11.11 10:20 | modify | 2179 | 1.00 | 154.164 | 153.902 | 154.364 | |
| 7100 | 2025.11.11 10:30 | modify | 2179 | 1.00 | 154.164 | 153.909 | 154.364 | |
| 7101 | 2025.11.11 10:35 | close | 2179 | 1.00 | 154.330 | 153.909 | 154.364 | 16600.00 | 8362000.00 |
| 7102 | 2025.11.18 19:40 | sell | 2180 | 1.00 | 155.586 | 0.000 | 0.000 | |
| 7103 | 2025.11.18 19:40 | modify | 2180 | 1.00 | 155.586 | 156.786 | 155.386 | |
| 7104 | 2025.11.18 21:25 | close | 2180 | 1.00 | 155.544 | 156.786 | 155.386 | 4200.00 | 8366200.00 |
| 7105 | 2025.11.20 02:10 | buy | 2181 | 1.00 | 156.902 | 0.000 | 0.000 | |
| 7106 | 2025.11.20 02:10 | modify | 2181 | 1.00 | 156.902 | 155.702 | 157.102 | |
| 7107 | 2025.11.20 02:25 | modify | 2181 | 1.00 | 156.902 | 156.639 | 157.102 | |
| 7108 | 2025.11.20 02:25 | t/p | 2181 | 1.00 | 157.108 | 156.639 | 157.102 | 20600.00 | 8386800.00 |
| 7109 | 2025.11.25 22:45 | sell | 2182 | 1.00 | 156.132 | 0.000 | 0.000 | |
| 7110 | 2025.11.25 22:45 | modify | 2182 | 1.00 | 156.132 | 157.332 | 155.932 | |
| 7111 | 2025.11.26 00:05 | close | 2182 | 1.00 | 156.068 | 157.332 | 155.932 | 6400.00 | 8393200.00 |
| 7112 | 2025.11.26 01:50 | sell | 2183 | 1.00 | 156.216 | 0.000 | 0.000 | |
| 7113 | 2025.11.26 01:50 | modify | 2183 | 1.00 | 156.216 | 157.416 | 156.016 | |
| 7114 | 2025.11.26 03:34 | t/p | 2183 | 1.00 | 156.016 | 157.416 | 156.016 | 20000.00 | 8413200.00 |
| 7115 | 2025.12.01 20:25 | sell | 2184 | 1.00 | 155.440 | 0.000 | 0.000 | |
| 7116 | 2025.12.01 20:25 | modify | 2184 | 1.00 | 155.440 | 156.640 | 155.240 | |
| 7117 | 2025.12.02 03:35 | close | 2184 | 1.00 | 155.641 | 156.640 | 155.240 | -20100.00 | 8393100.00 |
| 7118 | 2025.12.03 23:15 | sell | 2185 | 1.00 | 155.289 | 0.000 | 0.000 | |
| 7119 | 2025.12.03 23:15 | modify | 2185 | 1.00 | 155.289 | 156.489 | 155.089 | |
| 7120 | 2025.12.04 00:15 | close | 2185 | 1.00 | 155.247 | 156.489 | 155.089 | 4200.00 | 8397300.00 |
| 7121 | 2025.12.09 02:15 | buy | 2186 | 1.00 | 155.779 | 0.000 | 0.000 | |
| 7122 | 2025.12.09 02:15 | modify | 2186 | 1.00 | 155.779 | 154.579 | 155.979 | |
| 7123 | 2025.12.09 02:40 | modify | 2186 | 1.00 | 155.779 | 155.496 | 155.979 | |
| 7124 | 2025.12.09 02:55 | close | 2186 | 1.00 | 155.973 | 155.496 | 155.979 | 19400.00 | 8416700.00 |
| 7125 | 2025.12.10 03:05 | buy | 2187 | 1.00 | 156.684 | 0.000 | 0.000 | |
| 7126 | 2025.12.10 03:05 | modify | 2187 | 1.00 | 156.684 | 155.484 | 156.884 | |
| 7127 | 2025.12.10 08:00 | close | 2187 | 1.00 | 156.703 | 155.484 | 156.884 | 1900.00 | 8418600.00 |
| 7128 | 2025.12.11 07:50 | sell | 2188 | 1.00 | 155.981 | 0.000 | 0.000 | |
| 7129 | 2025.12.11 07:50 | modify | 2188 | 1.00 | 155.981 | 157.181 | 155.781 | |
| 7130 | 2025.12.11 09:40 | close | 2188 | 1.00 | 155.897 | 157.181 | 155.781 | 8400.00 | 8427000.00 |
| 7131 | 2025.12.11 21:10 | sell | 2189 | 1.00 | 155.458 | 0.000 | 0.000 | |
| 7132 | 2025.12.11 21:10 | modify | 2189 | 1.00 | 155.458 | 156.658 | 155.258 | |
| 7133 | 2025.12.12 01:10 | close | 2189 | 1.00 | 155.511 | 156.658 | 155.258 | -5300.00 | 8421700.00 |
| 7134 | 2025.12.18 01:55 | buy | 2190 | 1.00 | 155.491 | 0.000 | 0.000 | |
| 7135 | 2025.12.18 01:55 | modify | 2190 | 1.00 | 155.491 | 154.291 | 155.691 | |
| 7136 | 2025.12.18 03:20 | modify | 2190 | 1.00 | 155.491 | 155.200 | 155.691 | |
| 7137 | 2025.12.18 03:25 | modify | 2190 | 1.00 | 155.491 | 155.207 | 155.691 | |
| 7138 | 2025.12.18 03:40 | close | 2190 | 1.00 | 155.686 | 155.207 | 155.691 | 19500.00 | 8441200.00 |
| 7139 | 2025.12.22 04:05 | buy | 2191 | 1.00 | 157.278 | 0.000 | 0.000 | |
| 7140 | 2025.12.22 04:05 | modify | 2191 | 1.00 | 157.278 | 156.078 | 157.478 | |
| 7141 | 2025.12.22 04:50 | modify | 2191 | 1.00 | 157.278 | 157.003 | 157.478 | |
| 7142 | 2025.12.22 05:00 | modify | 2191 | 1.00 | 157.278 | 157.022 | 157.478 | |
| 7143 | 2025.12.22 05:10 | close | 2191 | 1.00 | 157.451 | 157.022 | 157.478 | 17300.00 | 8458500.00 |
| 7144 | 2025.12.23 03:30 | buy | 2192 | 1.00 | 156.571 | 0.000 | 0.000 | |
| 7145 | 2025.12.23 03:30 | modify | 2192 | 1.00 | 156.571 | 155.371 | 156.771 | |
| 7146 | 2025.12.23 06:05 | modify | 2192 | 1.00 | 156.571 | 155.371 | 156.671 | |
| 7147 | 2025.12.23 08:35 | close | 2192 | 1.00 | 156.162 | 155.371 | 156.671 | -40900.00 | 8417600.00 |