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 |
| 1501 | 2013.01.02 11:30 | buy | 501 | 0.10 | 87.028 | 0.000 | 0.000 | ||
| 1502 | 2013.01.02 11:30 | modify | 501 | 0.10 | 87.028 | 85.928 | 87.728 | ||
| 1503 | 2013.01.02 15:00 | close | 501 | 0.10 | 87.017 | 85.928 | 87.728 | -110.00 | 1437957.03 |
| 1504 | 2013.01.04 15:35 | buy | 502 | 0.10 | 88.045 | 0.000 | 0.000 | ||
| 1505 | 2013.01.04 15:35 | modify | 502 | 0.10 | 88.045 | 86.945 | 88.745 | ||
| 1506 | 2013.01.04 19:45 | close | 502 | 0.10 | 88.281 | 86.945 | 88.745 | 2360.00 | 1440317.03 |
| 1507 | 2013.01.21 15:25 | sell | 503 | 0.10 | 89.631 | 0.000 | 0.000 | ||
| 1508 | 2013.01.21 15:25 | modify | 503 | 0.10 | 89.631 | 90.731 | 88.931 | ||
| 1509 | 2013.01.21 22:30 | close | 503 | 0.10 | 89.604 | 90.731 | 88.931 | 270.00 | 1440587.03 |
| 1510 | 2013.01.21 22:30 | buy | 504 | 0.10 | 89.603 | 0.000 | 0.000 | ||
| 1511 | 2013.01.21 22:30 | modify | 504 | 0.10 | 89.603 | 88.503 | 90.303 | ||
| 1512 | 2013.01.22 00:55 | close | 504 | 0.10 | 89.860 | 88.503 | 90.303 | 2600.43 | 1443187.45 |
| 1513 | 2013.01.22 16:15 | sell | 505 | 0.10 | 88.973 | 0.000 | 0.000 | ||
| 1514 | 2013.01.22 16:15 | modify | 505 | 0.10 | 88.973 | 90.073 | 88.273 | ||
| 1515 | 2013.01.23 01:40 | close | 505 | 0.10 | 88.567 | 90.073 | 88.273 | 3878.72 | 1447066.17 |
| 1516 | 2013.01.28 14:25 | sell | 506 | 0.10 | 90.911 | 0.000 | 0.000 | ||
| 1517 | 2013.01.28 14:25 | modify | 506 | 0.10 | 90.911 | 92.011 | 90.211 | ||
| 1518 | 2013.01.28 17:00 | close | 506 | 0.10 | 90.707 | 92.011 | 90.211 | 2040.00 | 1449106.17 |
| 1519 | 2013.01.30 15:35 | buy | 507 | 0.10 | 91.112 | 0.000 | 0.000 | ||
| 1520 | 2013.01.30 15:35 | modify | 507 | 0.10 | 91.112 | 90.012 | 91.812 | ||
| 1521 | 2013.01.30 15:40 | close | 507 | 0.10 | 91.091 | 90.012 | 91.812 | -210.00 | 1448896.17 |
| 1522 | 2013.02.08 16:40 | sell | 508 | 0.10 | 92.844 | 0.000 | 0.000 | ||
| 1523 | 2013.02.08 16:40 | modify | 508 | 0.10 | 92.844 | 93.944 | 92.144 | ||
| 1524 | 2013.02.11 00:25 | close | 508 | 0.10 | 92.486 | 93.944 | 92.144 | 3398.72 | 1452294.89 |
| 1525 | 2013.03.08 19:40 | buy | 509 | 0.10 | 95.538 | 0.000 | 0.000 | ||
| 1526 | 2013.03.08 19:40 | modify | 509 | 0.10 | 95.538 | 94.438 | 96.238 | ||
| 1527 | 2013.03.08 22:50 | close | 509 | 0.10 | 96.068 | 94.438 | 96.238 | 5300.00 | 1457594.89 |
| 1528 | 2013.03.14 17:30 | buy | 510 | 0.10 | 96.171 | 0.000 | 0.000 | ||
| 1529 | 2013.03.14 17:30 | modify | 510 | 0.10 | 96.171 | 95.071 | 96.871 | ||
| 1530 | 2013.03.15 07:10 | close | 510 | 0.10 | 96.208 | 95.071 | 96.871 | 400.43 | 1457995.32 |
| 1531 | 2013.04.01 14:30 | sell | 511 | 0.10 | 93.826 | 0.000 | 0.000 | ||
| 1532 | 2013.04.01 14:30 | modify | 511 | 0.10 | 93.826 | 94.926 | 93.126 | ||
| 1533 | 2013.04.01 17:05 | close | 511 | 0.10 | 93.457 | 94.926 | 93.126 | 3690.00 | 1461685.32 |
| 1534 | 2013.04.02 21:40 | buy | 512 | 0.10 | 93.298 | 0.000 | 0.000 | ||
| 1535 | 2013.04.02 21:40 | modify | 512 | 0.10 | 93.298 | 92.198 | 93.998 | ||
| 1536 | 2013.04.03 03:40 | close | 512 | 0.10 | 93.552 | 92.198 | 93.998 | 2570.43 | 1464255.75 |
| 1537 | 2013.04.04 00:05 | sell | 513 | 0.10 | 93.071 | 0.000 | 0.000 | ||
| 1538 | 2013.04.04 00:05 | modify | 513 | 0.10 | 93.071 | 94.171 | 92.371 | ||
| 1539 | 2013.04.04 02:15 | close | 513 | 0.10 | 92.880 | 94.171 | 92.371 | 1910.00 | 1466165.75 |
| 1540 | 2013.04.09 17:20 | sell | 514 | 0.10 | 99.170 | 0.000 | 0.000 | ||
| 1541 | 2013.04.09 17:20 | modify | 514 | 0.10 | 99.170 | 100.270 | 98.470 | ||
| 1542 | 2013.04.09 18:20 | close | 514 | 0.10 | 98.657 | 100.270 | 98.470 | 5130.00 | 1471295.75 |
| 1543 | 2013.04.11 02:50 | buy | 515 | 0.10 | 99.649 | 0.000 | 0.000 | ||
| 1544 | 2013.04.11 02:50 | modify | 515 | 0.10 | 99.649 | 98.549 | 100.349 | ||
| 1545 | 2013.04.11 20:40 | close | 515 | 0.10 | 99.783 | 98.549 | 100.349 | 1340.00 | 1472635.75 |
| 1546 | 2013.04.17 00:45 | sell | 516 | 0.10 | 97.751 | 0.000 | 0.000 | ||
| 1547 | 2013.04.17 00:45 | modify | 516 | 0.10 | 97.751 | 98.851 | 97.051 | ||
| 1548 | 2013.04.17 10:50 | close | 516 | 0.10 | 98.075 | 98.851 | 97.051 | -3240.00 | 1469395.75 |
| 1549 | 2013.04.18 16:45 | buy | 517 | 0.10 | 98.089 | 0.000 | 0.000 | ||
| 1550 | 2013.04.18 16:45 | modify | 517 | 0.10 | 98.089 | 96.989 | 98.789 | ||
| 1551 | 2013.04.19 05:30 | close | 517 | 0.10 | 98.500 | 96.989 | 98.789 | 4140.43 | 1473536.17 |
| 1552 | 2013.04.23 15:05 | sell | 518 | 0.10 | 98.933 | 0.000 | 0.000 | ||
| 1553 | 2013.04.23 15:05 | modify | 518 | 0.10 | 98.933 | 100.033 | 98.233 | ||
| 1554 | 2013.04.23 20:10 | close | 518 | 0.10 | 98.674 | 100.033 | 98.233 | 2590.00 | 1476126.17 |
| 1555 | 2013.05.02 22:10 | buy | 519 | 0.10 | 97.899 | 0.000 | 0.000 | ||
| 1556 | 2013.05.02 22:10 | modify | 519 | 0.10 | 97.899 | 96.799 | 98.599 | ||
| 1557 | 2013.05.03 09:10 | close | 519 | 0.10 | 98.068 | 96.799 | 98.599 | 1720.43 | 1477846.60 |
| 1558 | 2013.05.06 13:35 | buy | 520 | 0.10 | 99.207 | 0.000 | 0.000 | ||
| 1559 | 2013.05.06 13:35 | modify | 520 | 0.10 | 99.207 | 98.107 | 99.907 | ||
| 1560 | 2013.05.07 01:25 | close | 520 | 0.10 | 99.417 | 98.107 | 99.907 | 2130.43 | 1479977.03 |
| 1561 | 2013.05.13 15:05 | sell | 521 | 0.10 | 101.797 | 0.000 | 0.000 | ||
| 1562 | 2013.05.13 15:05 | modify | 521 | 0.10 | 101.797 | 102.897 | 101.097 | ||
| 1563 | 2013.05.14 02:40 | close | 521 | 0.10 | 101.690 | 102.897 | 101.097 | 888.72 | 1480865.75 |
| 1564 | 2013.05.17 13:25 | buy | 522 | 0.10 | 102.304 | 0.000 | 0.000 | ||
| 1565 | 2013.05.17 13:25 | modify | 522 | 0.10 | 102.304 | 101.204 | 103.004 | ||
| 1566 | 2013.05.17 17:05 | close | 522 | 0.10 | 102.842 | 101.204 | 103.004 | 5380.00 | 1486245.75 |
| 1567 | 2013.05.21 17:55 | buy | 523 | 0.10 | 102.601 | 0.000 | 0.000 | ||
| 1568 | 2013.05.21 17:55 | modify | 523 | 0.10 | 102.601 | 101.501 | 103.301 | ||
| 1569 | 2013.05.22 04:00 | close | 523 | 0.10 | 102.636 | 101.501 | 103.301 | 380.43 | 1486626.17 |
| 1570 | 2013.05.22 21:40 | buy | 524 | 0.10 | 103.001 | 0.000 | 0.000 | ||
| 1571 | 2013.05.22 21:40 | modify | 524 | 0.10 | 103.001 | 101.901 | 103.701 | ||
| 1572 | 2013.05.23 03:10 | close | 524 | 0.10 | 103.328 | 101.901 | 103.701 | 3361.28 | 1489987.45 |
| 1573 | 2013.05.27 23:45 | buy | 525 | 0.10 | 101.012 | 0.000 | 0.000 | ||
| 1574 | 2013.05.27 23:45 | modify | 525 | 0.10 | 101.012 | 99.912 | 101.712 | ||
| 1575 | 2013.05.28 01:35 | close | 525 | 0.10 | 101.146 | 99.912 | 101.712 | 1370.43 | 1491357.88 |
| 1576 | 2013.05.31 16:45 | sell | 526 | 0.10 | 100.820 | 0.000 | 0.000 | ||
| 1577 | 2013.05.31 16:45 | modify | 526 | 0.10 | 100.820 | 101.920 | 100.120 | ||
| 1578 | 2013.05.31 22:00 | close | 526 | 0.10 | 100.668 | 101.920 | 100.120 | 1520.00 | 1492877.88 |
| 1579 | 2013.06.04 02:10 | sell | 527 | 0.10 | 99.673 | 0.000 | 0.000 | ||
| 1580 | 2013.06.04 02:10 | modify | 527 | 0.10 | 99.673 | 100.773 | 98.973 | ||
| 1581 | 2013.06.04 04:00 | close | 527 | 0.10 | 99.375 | 100.773 | 98.973 | 2980.00 | 1495857.88 |
| 1582 | 2013.06.04 13:55 | buy | 528 | 0.10 | 99.957 | 0.000 | 0.000 | ||
| 1583 | 2013.06.04 13:55 | modify | 528 | 0.10 | 99.957 | 98.857 | 100.657 | ||
| 1584 | 2013.06.05 01:45 | close | 528 | 0.10 | 100.186 | 98.857 | 100.657 | 2320.43 | 1498178.31 |
| 1585 | 2013.06.07 00:50 | sell | 529 | 0.10 | 97.428 | 0.000 | 0.000 | ||
| 1586 | 2013.06.07 00:50 | modify | 529 | 0.10 | 97.428 | 98.528 | 96.728 | ||
| 1587 | 2013.06.07 04:15 | close | 529 | 0.10 | 96.826 | 98.528 | 96.728 | 6020.00 | 1504198.31 |
| 1588 | 2013.06.13 16:10 | sell | 530 | 0.10 | 94.771 | 0.000 | 0.000 | ||
| 1589 | 2013.06.13 16:10 | modify | 530 | 0.10 | 94.771 | 95.871 | 94.071 | ||
| 1590 | 2013.06.13 17:10 | close | 530 | 0.10 | 94.158 | 95.871 | 94.071 | 6130.00 | 1510328.31 |
| 1591 | 2013.06.18 18:55 | buy | 531 | 0.10 | 95.186 | 0.000 | 0.000 | ||
| 1592 | 2013.06.18 18:55 | modify | 531 | 0.10 | 95.186 | 94.086 | 95.886 | ||
| 1593 | 2013.06.18 23:25 | close | 531 | 0.10 | 95.444 | 94.086 | 95.886 | 2580.00 | 1512908.31 |
| 1594 | 2013.06.20 21:30 | buy | 532 | 0.10 | 97.671 | 0.000 | 0.000 | ||
| 1595 | 2013.06.20 21:30 | modify | 532 | 0.10 | 97.671 | 96.571 | 98.371 | ||
| 1596 | 2013.06.21 07:45 | close | 532 | 0.10 | 97.474 | 96.571 | 98.371 | -1939.57 | 1510968.73 |
| 1597 | 2013.06.21 12:40 | buy | 533 | 0.10 | 97.434 | 0.000 | 0.000 | ||
| 1598 | 2013.06.21 12:40 | modify | 533 | 0.10 | 97.434 | 96.334 | 98.134 | ||
| 1599 | 2013.06.21 19:45 | close | 533 | 0.10 | 97.930 | 96.334 | 98.134 | 4960.00 | 1515928.73 |
| 1600 | 2013.07.03 19:30 | sell | 534 | 0.10 | 99.978 | 0.000 | 0.000 | ||
| 1601 | 2013.07.03 19:30 | modify | 534 | 0.10 | 99.978 | 101.078 | 99.278 | ||
| 1602 | 2013.07.04 03:05 | close | 534 | 0.10 | 99.771 | 101.078 | 99.278 | 1526.16 | 1517454.90 |
| 1603 | 2013.07.04 21:55 | buy | 535 | 0.10 | 99.934 | 0.000 | 0.000 | ||
| 1604 | 2013.07.04 21:55 | modify | 535 | 0.10 | 99.934 | 98.834 | 100.634 | ||
| 1605 | 2013.07.05 01:05 | close | 535 | 0.10 | 100.124 | 98.834 | 100.634 | 1930.43 | 1519385.32 |
| 1606 | 2013.07.10 16:55 | sell | 536 | 0.10 | 100.492 | 0.000 | 0.000 | ||
| 1607 | 2013.07.10 16:55 | modify | 536 | 0.10 | 100.492 | 101.592 | 99.792 | ||
| 1608 | 2013.07.10 21:14 | t/p | 536 | 0.10 | 99.791 | 101.592 | 99.792 | 7010.00 | 1526395.32 |
| 1609 | 2013.07.17 02:15 | sell | 537 | 0.10 | 99.239 | 0.000 | 0.000 | ||
| 1610 | 2013.07.17 02:15 | modify | 537 | 0.10 | 99.239 | 100.339 | 98.539 | ||
| 1611 | 2013.07.17 15:40 | close | 537 | 0.10 | 99.490 | 100.339 | 98.539 | -2510.00 | 1523885.32 |
| 1612 | 2013.07.23 00:00 | sell | 538 | 0.10 | 99.649 | 0.000 | 0.000 | ||
| 1613 | 2013.07.23 00:00 | modify | 538 | 0.10 | 99.649 | 100.749 | 98.949 | ||
| 1614 | 2013.07.23 02:15 | close | 538 | 0.10 | 99.290 | 100.749 | 98.949 | 3590.00 | 1527475.32 |
| 1615 | 2013.07.23 17:50 | buy | 539 | 0.10 | 99.715 | 0.000 | 0.000 | ||
| 1616 | 2013.07.23 17:50 | modify | 539 | 0.10 | 99.715 | 98.615 | 100.415 | ||
| 1617 | 2013.07.24 08:55 | close | 539 | 0.10 | 99.828 | 98.615 | 100.415 | 1160.43 | 1528635.75 |
| 1618 | 2013.08.07 13:55 | sell | 540 | 0.10 | 97.280 | 0.000 | 0.000 | ||
| 1619 | 2013.08.07 13:55 | modify | 540 | 0.10 | 97.280 | 98.380 | 96.580 | ||
| 1620 | 2013.08.07 15:55 | close | 540 | 0.10 | 96.959 | 98.380 | 96.580 | 3210.00 | 1531845.75 |
| 1621 | 2013.08.08 19:55 | sell | 541 | 0.10 | 96.242 | 0.000 | 0.000 | ||
| 1622 | 2013.08.08 19:55 | modify | 541 | 0.10 | 96.242 | 97.342 | 95.542 | ||
| 1623 | 2013.08.09 06:35 | close | 541 | 0.10 | 96.383 | 97.342 | 95.542 | -1591.28 | 1530254.47 |
| 1624 | 2013.08.15 17:30 | buy | 542 | 0.10 | 97.879 | 0.000 | 0.000 | ||
| 1625 | 2013.08.15 17:30 | modify | 542 | 0.10 | 97.879 | 96.779 | 98.579 | ||
| 1626 | 2013.08.16 06:50 | close | 542 | 0.10 | 97.672 | 96.779 | 98.579 | -2039.57 | 1528214.90 |
| 1627 | 2013.08.19 20:35 | buy | 543 | 0.10 | 97.772 | 0.000 | 0.000 | ||
| 1628 | 2013.08.19 20:35 | modify | 543 | 0.10 | 97.772 | 96.672 | 98.472 | ||
| 1629 | 2013.08.20 04:45 | close | 543 | 0.10 | 97.841 | 96.672 | 98.472 | 720.43 | 1528935.32 |
| 1630 | 2013.08.29 20:55 | buy | 544 | 0.10 | 98.203 | 0.000 | 0.000 | ||
| 1631 | 2013.08.29 20:55 | modify | 544 | 0.10 | 98.203 | 97.103 | 98.903 | ||
| 1632 | 2013.08.30 07:40 | close | 544 | 0.10 | 98.354 | 97.103 | 98.903 | 1540.43 | 1530475.75 |
| 1633 | 2013.09.02 17:00 | buy | 545 | 0.10 | 99.127 | 0.000 | 0.000 | ||
| 1634 | 2013.09.02 17:00 | modify | 545 | 0.10 | 99.127 | 98.027 | 99.827 | ||
| 1635 | 2013.09.02 17:55 | close | 545 | 0.10 | 99.353 | 98.027 | 99.827 | 2260.00 | 1532735.75 |
| 1636 | 2013.09.06 21:10 | sell | 546 | 0.10 | 99.211 | 0.000 | 0.000 | ||
| 1637 | 2013.09.06 21:10 | modify | 546 | 0.10 | 99.211 | 100.311 | 98.511 | ||
| 1638 | 2013.09.09 15:45 | close | 546 | 0.10 | 99.366 | 100.311 | 98.511 | -1731.28 | 1531004.47 |
| 1639 | 2013.09.24 13:00 | buy | 547 | 0.10 | 98.789 | 0.000 | 0.000 | ||
| 1640 | 2013.09.24 13:00 | modify | 547 | 0.10 | 98.789 | 97.689 | 99.489 | ||
| 1641 | 2013.09.24 19:50 | close | 547 | 0.10 | 98.895 | 97.689 | 99.489 | 1060.00 | 1532064.47 |
| 1642 | 2013.10.02 19:50 | sell | 548 | 0.10 | 97.490 | 0.000 | 0.000 | ||
| 1643 | 2013.10.02 19:50 | modify | 548 | 0.10 | 97.490 | 98.590 | 96.790 | ||
| 1644 | 2013.10.03 02:45 | close | 548 | 0.10 | 97.312 | 98.590 | 96.790 | 1236.16 | 1533300.63 |
| 1645 | 2013.10.07 00:05 | buy | 549 | 0.10 | 97.257 | 0.000 | 0.000 | ||
| 1646 | 2013.10.07 00:05 | modify | 549 | 0.10 | 97.257 | 96.157 | 97.957 | ||
| 1647 | 2013.10.07 17:15 | close | 549 | 0.10 | 97.078 | 96.157 | 97.957 | -1790.00 | 1531510.63 |
| 1648 | 2013.10.07 17:15 | sell | 550 | 0.10 | 97.077 | 0.000 | 0.000 | ||
| 1649 | 2013.10.07 17:15 | modify | 550 | 0.10 | 97.077 | 98.177 | 96.377 | ||
| 1650 | 2013.10.07 23:10 | close | 550 | 0.10 | 96.760 | 98.177 | 96.377 | 3170.00 | 1534680.63 |