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 | |
| # | 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 |
| 1351 | 2012.03.15 22:50 | sell | 451 | 0.10 | 83.481 | 0.000 | 0.000 | ||
| 1352 | 2012.03.15 22:50 | modify | 451 | 0.10 | 83.481 | 84.581 | 82.781 | ||
| 1353 | 2012.03.16 03:05 | close | 451 | 0.10 | 83.424 | 84.581 | 82.781 | 388.72 | 1447789.19 |
| 1354 | 2012.03.19 15:45 | sell | 452 | 0.10 | 83.271 | 0.000 | 0.000 | ||
| 1355 | 2012.03.19 15:45 | modify | 452 | 0.10 | 83.271 | 84.371 | 82.571 | ||
| 1356 | 2012.03.19 18:25 | close | 452 | 0.10 | 83.227 | 84.371 | 82.571 | 440.00 | 1448229.19 |
| 1357 | 2012.03.20 17:00 | buy | 453 | 0.10 | 83.580 | 0.000 | 0.000 | ||
| 1358 | 2012.03.20 17:00 | modify | 453 | 0.10 | 83.580 | 82.480 | 84.280 | ||
| 1359 | 2012.03.20 22:20 | close | 453 | 0.10 | 83.755 | 82.480 | 84.280 | 1750.00 | 1449979.19 |
| 1360 | 2012.03.21 17:20 | buy | 454 | 0.10 | 83.730 | 0.000 | 0.000 | ||
| 1361 | 2012.03.21 17:20 | modify | 454 | 0.10 | 83.730 | 82.630 | 84.430 | ||
| 1362 | 2012.03.22 15:40 | close | 454 | 0.10 | 83.164 | 82.630 | 84.430 | -5568.72 | 1444410.47 |
| 1363 | 2012.03.23 20:20 | sell | 455 | 0.10 | 82.537 | 0.000 | 0.000 | ||
| 1364 | 2012.03.23 20:20 | modify | 455 | 0.10 | 82.537 | 83.637 | 81.837 | ||
| 1365 | 2012.03.26 00:00 | close | 455 | 0.10 | 82.420 | 83.637 | 81.837 | 988.72 | 1445399.19 |
| 1366 | 2012.03.30 02:20 | buy | 456 | 0.10 | 82.296 | 0.000 | 0.000 | ||
| 1367 | 2012.03.30 02:20 | modify | 456 | 0.10 | 82.296 | 81.196 | 82.996 | ||
| 1368 | 2012.03.30 10:00 | close | 456 | 0.10 | 82.206 | 81.196 | 82.996 | -900.00 | 1444499.19 |
| 1369 | 2012.04.06 02:30 | buy | 457 | 0.10 | 82.274 | 0.000 | 0.000 | ||
| 1370 | 2012.04.06 02:30 | modify | 457 | 0.10 | 82.274 | 81.174 | 82.974 | ||
| 1371 | 2012.04.06 10:45 | close | 457 | 0.10 | 82.380 | 81.174 | 82.974 | 1060.00 | 1445559.19 |
| 1372 | 2012.04.11 02:35 | sell | 458 | 0.10 | 80.829 | 0.000 | 0.000 | ||
| 1373 | 2012.04.11 02:35 | modify | 458 | 0.10 | 80.829 | 81.929 | 80.129 | ||
| 1374 | 2012.04.11 11:00 | close | 458 | 0.10 | 80.611 | 81.929 | 80.129 | 2180.00 | 1447739.19 |
| 1375 | 2012.04.16 12:40 | sell | 459 | 0.10 | 80.740 | 0.000 | 0.000 | ||
| 1376 | 2012.04.16 12:40 | modify | 459 | 0.10 | 80.740 | 81.840 | 80.040 | ||
| 1377 | 2012.04.16 16:35 | close | 459 | 0.10 | 80.647 | 81.840 | 80.040 | 930.00 | 1448669.19 |
| 1378 | 2012.04.24 02:30 | buy | 460 | 0.10 | 81.120 | 0.000 | 0.000 | ||
| 1379 | 2012.04.24 02:30 | modify | 460 | 0.10 | 81.120 | 80.020 | 81.820 | ||
| 1380 | 2012.04.24 10:50 | close | 460 | 0.10 | 81.139 | 80.020 | 81.820 | 190.00 | 1448859.19 |
| 1381 | 2012.04.24 15:50 | buy | 461 | 0.10 | 81.070 | 0.000 | 0.000 | ||
| 1382 | 2012.04.24 15:50 | modify | 461 | 0.10 | 81.070 | 79.970 | 81.770 | ||
| 1383 | 2012.04.24 22:05 | close | 461 | 0.10 | 81.286 | 79.970 | 81.770 | 2160.00 | 1451019.19 |
| 1384 | 2012.04.26 21:10 | sell | 462 | 0.10 | 80.969 | 0.000 | 0.000 | ||
| 1385 | 2012.04.26 21:10 | modify | 462 | 0.10 | 80.969 | 82.069 | 80.269 | ||
| 1386 | 2012.04.27 05:20 | close | 462 | 0.10 | 80.962 | 82.069 | 80.269 | -111.28 | 1450907.91 |
| 1387 | 2012.05.01 23:10 | buy | 463 | 0.10 | 80.130 | 0.000 | 0.000 | ||
| 1388 | 2012.05.01 23:10 | modify | 463 | 0.10 | 80.130 | 79.030 | 80.830 | ||
| 1389 | 2012.05.02 02:30 | close | 463 | 0.10 | 80.179 | 79.030 | 80.830 | 520.43 | 1451428.34 |
| 1390 | 2012.05.22 22:40 | buy | 464 | 0.10 | 79.980 | 0.000 | 0.000 | ||
| 1391 | 2012.05.22 22:40 | modify | 464 | 0.10 | 79.980 | 78.880 | 80.680 | ||
| 1392 | 2012.05.23 16:00 | close | 464 | 0.10 | 79.446 | 78.880 | 80.680 | -5309.57 | 1446118.77 |
| 1393 | 2012.05.25 17:00 | sell | 465 | 0.10 | 79.635 | 0.000 | 0.000 | ||
| 1394 | 2012.05.25 17:00 | modify | 465 | 0.10 | 79.635 | 80.735 | 78.935 | ||
| 1395 | 2012.05.28 01:10 | close | 465 | 0.10 | 79.574 | 80.735 | 78.935 | 428.72 | 1446547.49 |
| 1396 | 2012.05.28 16:30 | sell | 466 | 0.10 | 79.433 | 0.000 | 0.000 | ||
| 1397 | 2012.05.28 16:30 | modify | 466 | 0.10 | 79.433 | 80.533 | 78.733 | ||
| 1398 | 2012.05.29 05:40 | close | 466 | 0.10 | 79.469 | 80.533 | 78.733 | -541.28 | 1446006.21 |
| 1399 | 2012.05.30 21:55 | sell | 467 | 0.10 | 79.075 | 0.000 | 0.000 | ||
| 1400 | 2012.05.30 21:55 | modify | 467 | 0.10 | 79.075 | 80.175 | 78.375 | ||
| 1401 | 2012.05.31 03:00 | close | 467 | 0.10 | 78.981 | 80.175 | 78.375 | 396.16 | 1446402.37 |
| 1402 | 2012.06.01 02:40 | sell | 468 | 0.10 | 78.457 | 0.000 | 0.000 | ||
| 1403 | 2012.06.01 02:40 | modify | 468 | 0.10 | 78.457 | 79.557 | 77.757 | ||
| 1404 | 2012.06.01 11:35 | close | 468 | 0.10 | 78.349 | 79.557 | 77.757 | 1080.00 | 1447482.37 |
| 1405 | 2012.06.08 12:55 | sell | 469 | 0.10 | 79.418 | 0.000 | 0.000 | ||
| 1406 | 2012.06.08 12:55 | modify | 469 | 0.10 | 79.418 | 80.518 | 78.718 | ||
| 1407 | 2012.06.11 12:50 | close | 469 | 0.10 | 79.425 | 80.518 | 78.718 | -251.28 | 1447231.09 |
| 1408 | 2012.06.13 23:50 | sell | 470 | 0.10 | 79.453 | 0.000 | 0.000 | ||
| 1409 | 2012.06.13 23:50 | modify | 470 | 0.10 | 79.453 | 80.553 | 78.753 | ||
| 1410 | 2012.06.14 02:50 | close | 470 | 0.10 | 79.378 | 80.553 | 78.753 | 206.16 | 1447437.26 |
| 1411 | 2012.06.22 02:30 | buy | 471 | 0.10 | 80.160 | 0.000 | 0.000 | ||
| 1412 | 2012.06.22 02:30 | modify | 471 | 0.10 | 80.160 | 79.060 | 80.860 | ||
| 1413 | 2012.06.22 06:20 | close | 471 | 0.10 | 80.280 | 79.060 | 80.860 | 1200.00 | 1448637.26 |
| 1414 | 2012.06.25 21:15 | sell | 472 | 0.10 | 79.660 | 0.000 | 0.000 | ||
| 1415 | 2012.06.25 21:15 | modify | 472 | 0.10 | 79.660 | 80.760 | 78.960 | ||
| 1416 | 2012.06.26 06:30 | close | 472 | 0.10 | 79.572 | 80.760 | 78.960 | 698.72 | 1449335.98 |
| 1417 | 2012.07.03 15:15 | buy | 473 | 0.10 | 79.737 | 0.000 | 0.000 | ||
| 1418 | 2012.07.03 15:15 | modify | 473 | 0.10 | 79.737 | 78.637 | 80.437 | ||
| 1419 | 2012.07.04 16:00 | close | 473 | 0.10 | 79.814 | 78.637 | 80.437 | 800.43 | 1450136.40 |
| 1420 | 2012.07.06 20:55 | sell | 474 | 0.10 | 79.708 | 0.000 | 0.000 | ||
| 1421 | 2012.07.06 20:55 | modify | 474 | 0.10 | 79.708 | 80.808 | 79.008 | ||
| 1422 | 2012.07.09 02:40 | close | 474 | 0.10 | 79.466 | 80.808 | 79.008 | 2238.72 | 1452375.12 |
| 1423 | 2012.07.19 12:35 | sell | 475 | 0.10 | 78.669 | 0.000 | 0.000 | ||
| 1424 | 2012.07.19 12:35 | modify | 475 | 0.10 | 78.669 | 79.769 | 77.969 | ||
| 1425 | 2012.07.20 06:05 | close | 475 | 0.10 | 78.590 | 79.769 | 77.969 | 608.72 | 1452983.84 |
| 1426 | 2012.07.23 13:30 | sell | 476 | 0.10 | 78.129 | 0.000 | 0.000 | ||
| 1427 | 2012.07.23 13:30 | modify | 476 | 0.10 | 78.129 | 79.229 | 77.429 | ||
| 1428 | 2012.07.24 00:50 | close | 476 | 0.10 | 78.341 | 79.229 | 77.429 | -2301.28 | 1450682.57 |
| 1429 | 2012.07.24 00:50 | buy | 477 | 0.10 | 78.340 | 0.000 | 0.000 | ||
| 1430 | 2012.07.24 00:50 | modify | 477 | 0.10 | 78.340 | 77.240 | 79.040 | ||
| 1431 | 2012.07.24 08:15 | close | 477 | 0.10 | 78.317 | 77.240 | 79.040 | -230.00 | 1450452.57 |
| 1432 | 2012.07.27 22:55 | buy | 478 | 0.10 | 78.473 | 0.000 | 0.000 | ||
| 1433 | 2012.07.27 22:55 | modify | 478 | 0.10 | 78.473 | 77.373 | 79.173 | ||
| 1434 | 2012.07.31 08:35 | close | 478 | 0.10 | 78.265 | 77.373 | 79.173 | -2019.15 | 1448433.42 |
| 1435 | 2012.08.01 20:25 | buy | 479 | 0.10 | 78.147 | 0.000 | 0.000 | ||
| 1436 | 2012.08.01 20:25 | modify | 479 | 0.10 | 78.147 | 77.047 | 78.847 | ||
| 1437 | 2012.08.01 21:20 | close | 479 | 0.10 | 78.281 | 77.047 | 78.847 | 1340.00 | 1449773.42 |
| 1438 | 2012.08.06 00:00 | buy | 480 | 0.10 | 78.622 | 0.000 | 0.000 | ||
| 1439 | 2012.08.06 00:00 | modify | 480 | 0.10 | 78.622 | 77.522 | 79.322 | ||
| 1440 | 2012.08.06 21:50 | close | 480 | 0.10 | 78.230 | 77.522 | 79.322 | -3920.00 | 1445853.42 |
| 1441 | 2012.08.08 16:15 | sell | 481 | 0.10 | 78.482 | 0.000 | 0.000 | ||
| 1442 | 2012.08.08 16:15 | modify | 481 | 0.10 | 78.482 | 79.582 | 77.782 | ||
| 1443 | 2012.08.08 16:20 | close | 481 | 0.10 | 78.461 | 79.582 | 77.782 | 210.00 | 1446063.42 |
| 1444 | 2012.08.09 20:30 | buy | 482 | 0.10 | 78.561 | 0.000 | 0.000 | ||
| 1445 | 2012.08.09 20:30 | modify | 482 | 0.10 | 78.561 | 77.461 | 79.261 | ||
| 1446 | 2012.08.10 01:40 | close | 482 | 0.10 | 78.628 | 77.461 | 79.261 | 700.43 | 1446763.85 |
| 1447 | 2012.08.21 00:30 | sell | 483 | 0.10 | 79.460 | 0.000 | 0.000 | ||
| 1448 | 2012.08.21 00:30 | modify | 483 | 0.10 | 79.460 | 80.560 | 78.760 | ||
| 1449 | 2012.08.21 02:30 | close | 483 | 0.10 | 79.378 | 80.560 | 78.760 | 820.00 | 1447583.85 |
| 1450 | 2012.08.24 00:15 | sell | 484 | 0.10 | 78.531 | 0.000 | 0.000 | ||
| 1451 | 2012.08.24 00:15 | modify | 484 | 0.10 | 78.531 | 79.631 | 77.831 | ||
| 1452 | 2012.08.24 14:10 | close | 484 | 0.10 | 78.485 | 79.631 | 77.831 | 460.00 | 1448043.85 |
| 1453 | 2012.08.28 13:15 | sell | 485 | 0.10 | 78.630 | 0.000 | 0.000 | ||
| 1454 | 2012.08.28 13:15 | modify | 485 | 0.10 | 78.630 | 79.730 | 77.930 | ||
| 1455 | 2012.08.28 15:15 | close | 485 | 0.10 | 78.570 | 79.730 | 77.930 | 600.00 | 1448643.85 |
| 1456 | 2012.09.06 22:00 | buy | 486 | 0.10 | 78.864 | 0.000 | 0.000 | ||
| 1457 | 2012.09.06 22:00 | modify | 486 | 0.10 | 78.864 | 77.764 | 79.564 | ||
| 1458 | 2012.09.07 01:55 | close | 486 | 0.10 | 78.930 | 77.764 | 79.564 | 690.43 | 1449334.27 |
| 1459 | 2012.09.07 21:45 | sell | 487 | 0.10 | 78.276 | 0.000 | 0.000 | ||
| 1460 | 2012.09.07 21:45 | modify | 487 | 0.10 | 78.276 | 79.376 | 77.576 | ||
| 1461 | 2012.09.11 02:45 | close | 487 | 0.10 | 78.241 | 79.376 | 77.576 | -12.56 | 1449321.71 |
| 1462 | 2012.10.11 20:40 | buy | 488 | 0.10 | 78.316 | 0.000 | 0.000 | ||
| 1463 | 2012.10.11 20:40 | modify | 488 | 0.10 | 78.316 | 77.216 | 79.016 | ||
| 1464 | 2012.10.12 01:00 | close | 488 | 0.10 | 78.398 | 77.216 | 79.016 | 850.43 | 1450172.14 |
| 1465 | 2012.10.15 21:55 | buy | 489 | 0.10 | 78.689 | 0.000 | 0.000 | ||
| 1466 | 2012.10.15 21:55 | modify | 489 | 0.10 | 78.689 | 77.589 | 79.389 | ||
| 1467 | 2012.10.16 01:30 | close | 489 | 0.10 | 78.733 | 77.589 | 79.389 | 470.43 | 1450642.57 |
| 1468 | 2012.10.30 16:25 | sell | 490 | 0.10 | 79.531 | 0.000 | 0.000 | ||
| 1469 | 2012.10.30 16:25 | modify | 490 | 0.10 | 79.531 | 80.631 | 78.831 | ||
| 1470 | 2012.10.31 05:05 | close | 490 | 0.10 | 79.544 | 80.631 | 78.831 | -311.28 | 1450331.29 |
| 1471 | 2012.10.31 21:40 | buy | 491 | 0.10 | 79.781 | 0.000 | 0.000 | ||
| 1472 | 2012.10.31 21:40 | modify | 491 | 0.10 | 79.781 | 78.681 | 80.481 | ||
| 1473 | 2012.11.01 03:00 | close | 491 | 0.10 | 79.859 | 78.681 | 80.481 | 871.28 | 1451202.57 |
| 1474 | 2012.11.07 01:55 | buy | 492 | 0.10 | 80.307 | 0.000 | 0.000 | ||
| 1475 | 2012.11.07 01:55 | modify | 492 | 0.10 | 80.307 | 79.207 | 81.007 | ||
| 1476 | 2012.11.07 09:15 | close | 492 | 0.10 | 80.185 | 79.207 | 81.007 | -1220.00 | 1449982.57 |
| 1477 | 2012.11.07 22:45 | sell | 493 | 0.10 | 80.013 | 0.000 | 0.000 | ||
| 1478 | 2012.11.07 22:45 | modify | 493 | 0.10 | 80.013 | 81.113 | 79.313 | ||
| 1479 | 2012.11.08 05:20 | close | 493 | 0.10 | 79.797 | 81.113 | 79.313 | 1616.16 | 1451598.73 |
| 1480 | 2012.11.13 12:25 | sell | 494 | 0.10 | 79.375 | 0.000 | 0.000 | ||
| 1481 | 2012.11.13 12:25 | modify | 494 | 0.10 | 79.375 | 80.475 | 78.675 | ||
| 1482 | 2012.11.14 15:00 | close | 494 | 0.10 | 80.147 | 80.475 | 78.675 | -7901.28 | 1443697.45 |
| 1483 | 2012.11.15 17:50 | buy | 495 | 0.10 | 81.086 | 0.000 | 0.000 | ||
| 1484 | 2012.11.15 17:50 | modify | 495 | 0.10 | 81.086 | 79.986 | 81.786 | ||
| 1485 | 2012.11.16 02:30 | close | 495 | 0.10 | 81.254 | 79.986 | 81.786 | 1710.43 | 1445407.88 |
| 1486 | 2012.11.30 17:00 | buy | 496 | 0.10 | 82.524 | 0.000 | 0.000 | ||
| 1487 | 2012.11.30 17:00 | modify | 496 | 0.10 | 82.524 | 81.424 | 83.224 | ||
| 1488 | 2012.12.03 16:20 | close | 496 | 0.10 | 82.334 | 81.424 | 83.224 | -1869.57 | 1443538.30 |
| 1489 | 2012.12.17 15:20 | sell | 497 | 0.10 | 83.887 | 0.000 | 0.000 | ||
| 1490 | 2012.12.17 15:20 | modify | 497 | 0.10 | 83.887 | 84.987 | 83.187 | ||
| 1491 | 2012.12.18 09:05 | close | 497 | 0.10 | 83.928 | 84.987 | 83.187 | -591.28 | 1442947.03 |
| 1492 | 2012.12.19 17:20 | buy | 498 | 0.10 | 84.359 | 0.000 | 0.000 | ||
| 1493 | 2012.12.19 17:20 | modify | 498 | 0.10 | 84.359 | 83.259 | 85.059 | ||
| 1494 | 2012.12.20 13:35 | close | 498 | 0.10 | 84.100 | 83.259 | 85.059 | -2498.72 | 1440448.30 |
| 1495 | 2012.12.21 11:05 | sell | 499 | 0.10 | 84.154 | 0.000 | 0.000 | ||
| 1496 | 2012.12.21 11:05 | modify | 499 | 0.10 | 84.154 | 85.254 | 83.454 | ||
| 1497 | 2012.12.24 05:30 | close | 499 | 0.10 | 84.364 | 85.254 | 83.454 | -2281.28 | 1438167.03 |
| 1498 | 2012.12.25 01:15 | buy | 500 | 0.10 | 84.803 | 0.000 | 0.000 | ||
| 1499 | 2012.12.25 01:15 | modify | 500 | 0.10 | 84.803 | 83.703 | 85.503 | ||
| 1500 | 2012.12.25 06:15 | close | 500 | 0.10 | 84.793 | 83.703 | 85.503 | -100.00 | 1438067.03 |