Strategy Tester Report
Nice_Shot_USDJPY_M5_V3
| 通貨ペア | USDJPY (US Dollar vs Japanese Yen) | ||||
| 期間 | 5分足(M5) 2004.01.01 02:00 - 2025.02.28 23:55 (2004.01.01 - 2025.03.01) | ||||
| 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 | MagicNumber=21070311; FixLots=0.1; Slippage=3; MaxSpread=7; MoneyManage=false; RiskRate=200; GMT_Title=""; GMT=9; _summertime=""; Summertime=1; maxposition=1; | ||||
| テストバー数 | 1580576 | モデルティック数 | 351086875 | 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 | 905589.41 | 総利益 | 2038729.87 | 総損失 | -1133140.47 |
| プロフィットファクタ | 1.80 | 期待利得 | 708.04 | ||
| 絶対ドローダウン | 6703.84 | 最大ドローダウン | 55697.47 (2.90%) | 相対ドローダウン | 2.90% (55697.47) |
| 総取引数 | 1279 | 売りポジション(勝率%） | 576 (70.14%) | 買いポジション(勝率%） | 703 (70.98%) |
| 勝率(%) | 903 (70.60%) | 負率 (%) | 376 (29.40%) | ||
| 最大 | 勝トレード | 7091.28 | 敗トレード | -11583.84 | |
| 平均 | 勝トレード | 2257.73 | 敗トレード | -3013.67 | |
| 最大 | 連勝(金額) | 17 (35045.74) | 連敗(金額) | 6 (-7450.85) | |
| 最大 | 連勝(トレード数) | 51676.59 (12) | 連敗(トレード数) | -36652.98 (4) | |
| 平均 | 連勝 | 3 | 連敗 | 1 | |
1ページ目次へ
| # | 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 |
| 1 | 2004.01.19 15:15 | buy | 1 | 0.10 | 107.019 | 0.000 | 0.000 | ||
| 2 | 2004.01.19 15:15 | modify | 1 | 0.10 | 107.019 | 105.919 | 107.719 | ||
| 3 | 2004.01.19 18:10 | close | 1 | 0.10 | 107.337 | 105.919 | 107.719 | 3180.00 | 1003180.00 |
| 4 | 2004.01.28 21:20 | sell | 2 | 0.10 | 105.802 | 0.000 | 0.000 | ||
| 5 | 2004.01.28 21:20 | modify | 2 | 0.10 | 105.802 | 106.902 | 105.102 | ||
| 6 | 2004.01.29 03:30 | close | 2 | 0.10 | 105.930 | 106.902 | 105.102 | -1823.84 | 1001356.16 |
| 7 | 2004.02.06 15:40 | buy | 3 | 0.10 | 106.160 | 0.000 | 0.000 | ||
| 8 | 2004.02.06 15:40 | modify | 3 | 0.10 | 106.160 | 105.060 | 106.860 | ||
| 9 | 2004.02.09 11:05 | close | 3 | 0.10 | 105.738 | 105.060 | 106.860 | -4189.57 | 997166.59 |
| 10 | 2004.02.23 01:40 | buy | 4 | 0.10 | 108.735 | 0.000 | 0.000 | ||
| 11 | 2004.02.23 01:40 | modify | 4 | 0.10 | 108.735 | 107.635 | 109.435 | ||
| 12 | 2004.02.23 02:25 | close | 4 | 0.10 | 109.135 | 107.635 | 109.435 | 4000.00 | 1001166.59 |
| 13 | 2004.02.25 16:35 | buy | 5 | 0.10 | 108.384 | 0.000 | 0.000 | ||
| 14 | 2004.02.25 16:35 | modify | 5 | 0.10 | 108.384 | 107.284 | 109.084 | ||
| 15 | 2004.02.25 18:10 | close | 5 | 0.10 | 108.884 | 107.284 | 109.084 | 5000.00 | 1006166.59 |
| 16 | 2004.03.11 23:40 | buy | 6 | 0.10 | 110.764 | 0.000 | 0.000 | ||
| 17 | 2004.03.11 23:40 | modify | 6 | 0.10 | 110.764 | 109.664 | 111.464 | ||
| 18 | 2004.03.12 06:30 | close | 6 | 0.10 | 111.068 | 109.664 | 111.464 | 3070.43 | 1009237.02 |
| 19 | 2004.03.17 22:15 | sell | 7 | 0.10 | 108.274 | 0.000 | 0.000 | ||
| 20 | 2004.03.17 22:15 | modify | 7 | 0.10 | 108.274 | 109.374 | 107.574 | ||
| 21 | 2004.03.18 03:00 | close | 7 | 0.10 | 108.060 | 109.374 | 107.574 | 1596.16 | 1010833.18 |
| 22 | 2004.03.26 17:40 | sell | 8 | 0.10 | 105.854 | 0.000 | 0.000 | ||
| 23 | 2004.03.26 17:40 | modify | 8 | 0.10 | 105.854 | 106.954 | 105.154 | ||
| 24 | 2004.03.29 00:05 | close | 8 | 0.10 | 105.572 | 106.954 | 105.154 | 2638.72 | 1013471.90 |
| 25 | 2004.03.30 15:20 | buy | 9 | 0.10 | 105.670 | 0.000 | 0.000 | ||
| 26 | 2004.03.30 15:20 | modify | 9 | 0.10 | 105.670 | 104.570 | 106.370 | ||
| 27 | 2004.03.31 00:55 | close | 9 | 0.10 | 105.803 | 104.570 | 106.370 | 1360.43 | 1014832.33 |
| 28 | 2004.04.01 00:10 | buy | 10 | 0.10 | 104.134 | 0.000 | 0.000 | ||
| 29 | 2004.04.01 00:10 | modify | 10 | 0.10 | 104.134 | 103.034 | 104.834 | ||
| 30 | 2004.04.02 04:40 | close | 10 | 0.10 | 104.106 | 103.034 | 104.834 | -249.57 | 1014582.75 |
| 31 | 2004.04.05 22:25 | buy | 11 | 0.10 | 104.928 | 0.000 | 0.000 | ||
| 32 | 2004.04.05 22:25 | modify | 11 | 0.10 | 104.928 | 103.828 | 105.628 | ||
| 33 | 2004.04.06 03:05 | close | 11 | 0.10 | 105.305 | 103.828 | 105.628 | 3800.43 | 1018383.18 |
| 34 | 2004.04.06 15:30 | buy | 12 | 0.10 | 105.768 | 0.000 | 0.000 | ||
| 35 | 2004.04.06 15:30 | modify | 12 | 0.10 | 105.768 | 104.668 | 106.468 | ||
| 36 | 2004.04.07 04:10 | close | 12 | 0.10 | 106.019 | 104.668 | 106.468 | 2540.43 | 1020923.61 |
| 37 | 2004.04.20 15:35 | sell | 13 | 0.10 | 108.080 | 0.000 | 0.000 | ||
| 38 | 2004.04.20 15:35 | modify | 13 | 0.10 | 108.080 | 109.180 | 107.380 | ||
| 39 | 2004.04.21 04:05 | close | 13 | 0.10 | 108.603 | 109.180 | 107.380 | -5411.28 | 1015512.33 |
| 40 | 2004.04.23 02:35 | sell | 14 | 0.10 | 109.583 | 0.000 | 0.000 | ||
| 41 | 2004.04.23 02:35 | modify | 14 | 0.10 | 109.583 | 110.683 | 108.883 | ||
| 42 | 2004.04.23 10:15 | close | 14 | 0.10 | 109.242 | 110.683 | 108.883 | 3410.00 | 1018922.33 |
| 43 | 2004.05.12 23:05 | buy | 15 | 0.10 | 112.963 | 0.000 | 0.000 | ||
| 44 | 2004.05.12 23:05 | modify | 15 | 0.10 | 112.963 | 111.863 | 113.663 | ||
| 45 | 2004.05.13 04:25 | close | 15 | 0.10 | 113.489 | 111.863 | 113.663 | 5351.28 | 1024273.61 |
| 46 | 2004.05.17 02:10 | sell | 16 | 0.10 | 114.508 | 0.000 | 0.000 | ||
| 47 | 2004.05.17 02:10 | modify | 16 | 0.10 | 114.508 | 115.608 | 113.808 | ||
| 48 | 2004.05.17 03:50 | close | 16 | 0.10 | 114.025 | 115.608 | 113.808 | 4830.00 | 1029103.61 |
| 49 | 2004.05.17 14:50 | sell | 17 | 0.10 | 113.671 | 0.000 | 0.000 | ||
| 50 | 2004.05.17 14:50 | modify | 17 | 0.10 | 113.671 | 114.771 | 112.971 | ||
| 51 | 2004.05.18 03:00 | close | 17 | 0.10 | 113.855 | 114.771 | 112.971 | -2021.28 | 1027082.33 |
| 52 | 2004.05.20 13:20 | buy | 18 | 0.10 | 113.143 | 0.000 | 0.000 | ||
| 53 | 2004.05.20 13:20 | modify | 18 | 0.10 | 113.143 | 112.043 | 113.843 | ||
| 54 | 2004.05.20 18:15 | close | 18 | 0.10 | 113.355 | 112.043 | 113.843 | 2120.00 | 1029202.33 |
| 55 | 2004.06.03 17:35 | buy | 19 | 0.10 | 110.913 | 0.000 | 0.000 | ||
| 56 | 2004.06.03 17:35 | modify | 19 | 0.10 | 110.913 | 109.813 | 111.613 | ||
| 57 | 2004.06.04 00:30 | close | 19 | 0.10 | 111.032 | 109.813 | 111.613 | 1220.43 | 1030422.75 |
| 58 | 2004.06.14 12:35 | buy | 20 | 0.10 | 110.580 | 0.000 | 0.000 | ||
| 59 | 2004.06.14 12:35 | modify | 20 | 0.10 | 110.580 | 109.480 | 111.280 | ||
| 60 | 2004.06.14 13:15 | close | 20 | 0.10 | 111.189 | 109.480 | 111.280 | 6090.00 | 1036512.75 |
| 61 | 2004.06.17 16:00 | sell | 21 | 0.10 | 109.693 | 0.000 | 0.000 | ||
| 62 | 2004.06.17 16:00 | modify | 21 | 0.10 | 109.693 | 110.793 | 108.993 | ||
| 63 | 2004.06.18 14:15 | close | 21 | 0.10 | 109.113 | 110.793 | 108.993 | 5618.72 | 1042131.47 |
| 64 | 2004.06.23 00:45 | buy | 22 | 0.10 | 109.046 | 0.000 | 0.000 | ||
| 65 | 2004.06.23 00:45 | modify | 22 | 0.10 | 109.046 | 107.946 | 109.746 | ||
| 66 | 2004.06.23 16:00 | close | 22 | 0.10 | 108.647 | 107.946 | 109.746 | -3990.00 | 1038141.47 |
| 67 | 2004.07.13 15:45 | sell | 23 | 0.10 | 108.724 | 0.000 | 0.000 | ||
| 68 | 2004.07.13 15:45 | modify | 23 | 0.10 | 108.724 | 109.824 | 108.024 | ||
| 69 | 2004.07.13 21:25 | close | 23 | 0.10 | 109.042 | 109.824 | 108.024 | -3180.00 | 1034961.47 |
| 70 | 2004.07.13 21:40 | buy | 24 | 0.10 | 108.888 | 0.000 | 0.000 | ||
| 71 | 2004.07.13 21:40 | modify | 24 | 0.10 | 108.888 | 107.788 | 109.588 | ||
| 72 | 2004.07.14 03:20 | close | 24 | 0.10 | 108.684 | 107.788 | 109.588 | -2009.57 | 1032951.90 |
| 73 | 2004.07.19 14:00 | sell | 25 | 0.10 | 108.504 | 0.000 | 0.000 | ||
| 74 | 2004.07.19 14:00 | modify | 25 | 0.10 | 108.504 | 109.604 | 107.804 | ||
| 75 | 2004.07.19 15:15 | close | 25 | 0.10 | 108.189 | 109.604 | 107.804 | 3150.00 | 1036101.90 |
| 76 | 2004.07.21 23:50 | buy | 26 | 0.10 | 109.781 | 0.000 | 0.000 | ||
| 77 | 2004.07.21 23:50 | modify | 26 | 0.10 | 109.781 | 108.681 | 110.481 | ||
| 78 | 2004.07.22 08:00 | close | 26 | 0.10 | 109.797 | 108.681 | 110.481 | 251.28 | 1036353.18 |
| 79 | 2004.07.23 02:20 | buy | 27 | 0.10 | 109.640 | 0.000 | 0.000 | ||
| 80 | 2004.07.23 02:20 | modify | 27 | 0.10 | 109.640 | 108.540 | 110.340 | ||
| 81 | 2004.07.23 18:00 | close | 27 | 0.10 | 110.250 | 108.540 | 110.340 | 6100.00 | 1042453.18 |
| 82 | 2004.07.26 22:20 | buy | 28 | 0.10 | 109.867 | 0.000 | 0.000 | ||
| 83 | 2004.07.26 22:20 | modify | 28 | 0.10 | 109.867 | 108.767 | 110.567 | ||
| 84 | 2004.07.27 02:35 | close | 28 | 0.10 | 110.052 | 108.767 | 110.567 | 1880.43 | 1044333.61 |
| 85 | 2004.08.04 17:10 | buy | 29 | 0.10 | 111.302 | 0.000 | 0.000 | ||
| 86 | 2004.08.04 17:10 | modify | 29 | 0.10 | 111.302 | 110.202 | 112.002 | ||
| 87 | 2004.08.05 03:40 | close | 29 | 0.10 | 111.176 | 110.202 | 112.002 | -1168.72 | 1043164.89 |
| 88 | 2004.08.06 20:15 | sell | 30 | 0.10 | 110.423 | 0.000 | 0.000 | ||
| 89 | 2004.08.06 20:15 | modify | 30 | 0.10 | 110.423 | 111.523 | 109.723 | ||
| 90 | 2004.08.09 03:15 | close | 30 | 0.10 | 110.262 | 111.523 | 109.723 | 1428.72 | 1044593.61 |
| 91 | 2004.08.12 20:40 | buy | 31 | 0.10 | 110.844 | 0.000 | 0.000 | ||
| 92 | 2004.08.12 20:40 | modify | 31 | 0.10 | 110.844 | 109.744 | 111.544 | ||
| 93 | 2004.08.13 02:53 | t/p | 31 | 0.10 | 111.545 | 109.744 | 111.544 | 7040.43 | 1051634.04 |
| 94 | 2004.09.06 02:45 | buy | 32 | 0.10 | 110.351 | 0.000 | 0.000 | ||
| 95 | 2004.09.06 02:45 | modify | 32 | 0.10 | 110.351 | 109.251 | 111.051 | ||
| 96 | 2004.09.07 18:30 | s/l | 32 | 0.10 | 109.252 | 109.251 | 111.051 | -10959.57 | 1040674.46 |
| 97 | 2004.09.10 21:55 | sell | 33 | 0.10 | 109.504 | 0.000 | 0.000 | ||
| 98 | 2004.09.10 21:55 | modify | 33 | 0.10 | 109.504 | 110.604 | 108.804 | ||
| 99 | 2004.09.13 01:05 | close | 33 | 0.10 | 109.326 | 110.604 | 108.804 | 1598.72 | 1042273.18 |
| 100 | 2004.09.20 15:45 | sell | 34 | 0.10 | 109.932 | 0.000 | 0.000 | ||
| 101 | 2004.09.20 15:45 | modify | 34 | 0.10 | 109.932 | 111.032 | 109.232 | ||
| 102 | 2004.09.21 12:50 | close | 34 | 0.10 | 109.785 | 111.032 | 109.232 | 1288.72 | 1043561.90 |
| 103 | 2004.09.24 02:45 | buy | 35 | 0.10 | 110.616 | 0.000 | 0.000 | ||
| 104 | 2004.09.24 02:45 | modify | 35 | 0.10 | 110.616 | 109.516 | 111.316 | ||
| 105 | 2004.09.27 10:35 | close | 35 | 0.10 | 110.912 | 109.516 | 111.316 | 2990.43 | 1046552.33 |
| 106 | 2004.09.28 02:00 | buy | 36 | 0.10 | 111.192 | 0.000 | 0.000 | ||
| 107 | 2004.09.28 02:00 | modify | 36 | 0.10 | 111.192 | 110.092 | 111.892 | ||
| 108 | 2004.09.28 07:20 | close | 36 | 0.10 | 111.345 | 110.092 | 111.892 | 1530.00 | 1048082.33 |
| 109 | 2004.10.04 20:00 | buy | 37 | 0.10 | 110.864 | 0.000 | 0.000 | ||
| 110 | 2004.10.04 20:00 | modify | 37 | 0.10 | 110.864 | 109.764 | 111.564 | ||
| 111 | 2004.10.05 17:45 | close | 37 | 0.10 | 111.087 | 109.764 | 111.564 | 2260.43 | 1050342.76 |
| 112 | 2004.10.14 16:40 | sell | 38 | 0.10 | 109.649 | 0.000 | 0.000 | ||
| 113 | 2004.10.14 16:40 | modify | 38 | 0.10 | 109.649 | 110.749 | 108.949 | ||
| 114 | 2004.10.15 12:30 | close | 38 | 0.10 | 109.430 | 110.749 | 108.949 | 2008.72 | 1052351.48 |
| 115 | 2004.10.25 15:05 | sell | 39 | 0.10 | 106.607 | 0.000 | 0.000 | ||
| 116 | 2004.10.25 15:05 | modify | 39 | 0.10 | 106.607 | 107.707 | 105.907 | ||
| 117 | 2004.10.26 00:25 | close | 39 | 0.10 | 106.634 | 107.707 | 105.907 | -451.28 | 1051900.20 |
| 118 | 2004.10.26 00:25 | buy | 40 | 0.10 | 106.633 | 0.000 | 0.000 | ||
| 119 | 2004.10.26 00:25 | modify | 40 | 0.10 | 106.633 | 105.533 | 107.333 | ||
| 120 | 2004.10.26 03:10 | close | 40 | 0.10 | 106.780 | 105.533 | 107.333 | 1470.00 | 1053370.20 |
| 121 | 2004.11.11 01:40 | buy | 41 | 0.10 | 106.969 | 0.000 | 0.000 | ||
| 122 | 2004.11.11 01:40 | modify | 41 | 0.10 | 106.969 | 105.869 | 107.669 | ||
| 123 | 2004.11.12 04:23 | s/l | 41 | 0.10 | 105.867 | 105.869 | 107.669 | -10989.57 | 1042380.63 |
| 124 | 2004.11.12 16:00 | sell | 42 | 0.10 | 106.046 | 0.000 | 0.000 | ||
| 125 | 2004.11.12 16:00 | modify | 42 | 0.10 | 106.046 | 107.146 | 105.346 | ||
| 126 | 2004.11.12 17:15 | close | 42 | 0.10 | 105.792 | 107.146 | 105.346 | 2540.00 | 1044920.63 |
| 127 | 2004.11.16 01:50 | sell | 43 | 0.10 | 105.384 | 0.000 | 0.000 | ||
| 128 | 2004.11.16 01:50 | modify | 43 | 0.10 | 105.384 | 106.484 | 104.684 | ||
| 129 | 2004.11.17 09:55 | close | 43 | 0.10 | 105.059 | 106.484 | 104.684 | 3068.72 | 1047989.35 |
| 130 | 2004.11.25 15:15 | sell | 44 | 0.10 | 102.698 | 0.000 | 0.000 | ||
| 131 | 2004.11.25 15:15 | modify | 44 | 0.10 | 102.698 | 103.798 | 101.998 | ||
| 132 | 2004.11.26 00:05 | close | 44 | 0.10 | 102.378 | 103.798 | 101.998 | 3018.72 | 1051008.07 |
| 133 | 2004.11.26 18:05 | buy | 45 | 0.10 | 102.620 | 0.000 | 0.000 | ||
| 134 | 2004.11.26 18:05 | modify | 45 | 0.10 | 102.620 | 101.520 | 103.320 | ||
| 135 | 2004.11.29 00:05 | close | 45 | 0.10 | 102.755 | 101.520 | 103.320 | 1380.43 | 1052388.49 |
| 136 | 2004.11.30 18:15 | sell | 46 | 0.10 | 102.973 | 0.000 | 0.000 | ||
| 137 | 2004.11.30 18:15 | modify | 46 | 0.10 | 102.973 | 104.073 | 102.273 | ||
| 138 | 2004.12.01 02:15 | close | 46 | 0.10 | 102.818 | 104.073 | 102.273 | 1368.72 | 1053757.21 |
| 139 | 2004.12.02 11:25 | sell | 47 | 0.10 | 102.411 | 0.000 | 0.000 | ||
| 140 | 2004.12.02 11:25 | modify | 47 | 0.10 | 102.411 | 103.511 | 101.711 | ||
| 141 | 2004.12.03 01:15 | close | 47 | 0.10 | 103.063 | 103.511 | 101.711 | -6701.28 | 1047055.94 |
| 142 | 2004.12.08 01:15 | buy | 48 | 0.10 | 102.812 | 0.000 | 0.000 | ||
| 143 | 2004.12.08 01:15 | modify | 48 | 0.10 | 102.812 | 101.712 | 103.512 | ||
| 144 | 2004.12.08 06:45 | close | 48 | 0.10 | 103.240 | 101.712 | 103.512 | 4280.00 | 1051335.94 |
| 145 | 2004.12.08 21:40 | buy | 49 | 0.10 | 104.166 | 0.000 | 0.000 | ||
| 146 | 2004.12.08 21:40 | modify | 49 | 0.10 | 104.166 | 103.066 | 104.866 | ||
| 147 | 2004.12.09 04:25 | close | 49 | 0.10 | 104.129 | 103.066 | 104.866 | -278.72 | 1051057.22 |
| 148 | 2004.12.09 20:55 | buy | 50 | 0.10 | 104.460 | 0.000 | 0.000 | ||
| 149 | 2004.12.09 20:55 | modify | 50 | 0.10 | 104.460 | 103.360 | 105.160 | ||
| 150 | 2004.12.10 05:18 | t/p | 50 | 0.10 | 105.161 | 103.360 | 105.160 | 7040.43 | 1058097.64 |
1ページ目次へ