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 |
| 1651 | 2013.10.14 00:05 | buy | 551 | 0.10 | 98.329 | 0.000 | 0.000 | ||
| 1652 | 2013.10.14 00:05 | modify | 551 | 0.10 | 98.329 | 97.229 | 99.029 | ||
| 1653 | 2013.10.14 20:05 | close | 551 | 0.10 | 98.326 | 97.229 | 99.029 | -30.00 | 1534650.63 |
| 1654 | 2013.10.16 21:00 | buy | 552 | 0.10 | 98.624 | 0.000 | 0.000 | ||
| 1655 | 2013.10.16 21:00 | modify | 552 | 0.10 | 98.624 | 97.524 | 99.324 | ||
| 1656 | 2013.10.17 02:00 | close | 552 | 0.10 | 98.925 | 97.524 | 99.324 | 3101.28 | 1537751.91 |
| 1657 | 2013.10.22 15:30 | buy | 553 | 0.10 | 98.285 | 0.000 | 0.000 | ||
| 1658 | 2013.10.22 15:30 | modify | 553 | 0.10 | 98.285 | 97.185 | 98.985 | ||
| 1659 | 2013.10.23 11:13 | s/l | 553 | 0.10 | 97.186 | 97.185 | 98.985 | -10959.57 | 1526792.34 |
| 1660 | 2013.10.28 21:40 | buy | 554 | 0.10 | 97.637 | 0.000 | 0.000 | ||
| 1661 | 2013.10.28 21:40 | modify | 554 | 0.10 | 97.637 | 96.537 | 98.337 | ||
| 1662 | 2013.10.29 14:10 | close | 554 | 0.10 | 97.710 | 96.537 | 98.337 | 760.43 | 1527552.77 |
| 1663 | 2013.11.05 23:55 | buy | 555 | 0.10 | 98.501 | 0.000 | 0.000 | ||
| 1664 | 2013.11.05 23:55 | modify | 555 | 0.10 | 98.501 | 97.401 | 99.201 | ||
| 1665 | 2013.11.06 05:35 | close | 555 | 0.10 | 98.665 | 97.401 | 99.201 | 1670.43 | 1529223.19 |
| 1666 | 2013.11.08 01:00 | sell | 556 | 0.10 | 98.192 | 0.000 | 0.000 | ||
| 1667 | 2013.11.08 01:00 | modify | 556 | 0.10 | 98.192 | 99.292 | 97.492 | ||
| 1668 | 2013.11.08 08:10 | close | 556 | 0.10 | 98.062 | 99.292 | 97.492 | 1300.00 | 1530523.19 |
| 1669 | 2013.11.15 15:45 | buy | 557 | 0.10 | 100.203 | 0.000 | 0.000 | ||
| 1670 | 2013.11.15 15:45 | modify | 557 | 0.10 | 100.203 | 99.103 | 100.903 | ||
| 1671 | 2013.11.18 01:30 | close | 557 | 0.10 | 100.361 | 99.103 | 100.903 | 1610.43 | 1532133.62 |
| 1672 | 2013.11.22 11:45 | sell | 558 | 0.10 | 101.150 | 0.000 | 0.000 | ||
| 1673 | 2013.11.22 11:45 | modify | 558 | 0.10 | 101.150 | 102.250 | 100.450 | ||
| 1674 | 2013.11.22 15:50 | close | 558 | 0.10 | 101.066 | 102.250 | 100.450 | 840.00 | 1532973.62 |
| 1675 | 2013.12.02 22:45 | buy | 559 | 0.10 | 102.989 | 0.000 | 0.000 | ||
| 1676 | 2013.12.02 22:45 | modify | 559 | 0.10 | 102.989 | 101.889 | 103.689 | ||
| 1677 | 2013.12.03 03:20 | close | 559 | 0.10 | 103.068 | 101.889 | 103.689 | 820.43 | 1533794.05 |
| 1678 | 2013.12.30 11:30 | buy | 560 | 0.10 | 105.296 | 0.000 | 0.000 | ||
| 1679 | 2013.12.30 11:30 | modify | 560 | 0.10 | 105.296 | 104.196 | 105.996 | ||
| 1680 | 2013.12.31 06:35 | close | 560 | 0.10 | 104.968 | 104.196 | 105.996 | -3249.57 | 1530544.47 |
| 1681 | 2014.01.02 15:15 | buy | 561 | 0.10 | 105.301 | 0.000 | 0.000 | ||
| 1682 | 2014.01.02 15:15 | modify | 561 | 0.10 | 105.301 | 104.201 | 106.001 | ||
| 1683 | 2014.01.03 04:36 | s/l | 561 | 0.10 | 104.199 | 104.201 | 106.001 | -10989.57 | 1519554.90 |
| 1684 | 2014.01.08 12:40 | buy | 562 | 0.10 | 104.802 | 0.000 | 0.000 | ||
| 1685 | 2014.01.08 12:40 | modify | 562 | 0.10 | 104.802 | 103.702 | 105.502 | ||
| 1686 | 2014.01.08 15:00 | close | 562 | 0.10 | 104.780 | 103.702 | 105.502 | -220.00 | 1519334.90 |
| 1687 | 2014.01.13 14:50 | sell | 563 | 0.10 | 103.523 | 0.000 | 0.000 | ||
| 1688 | 2014.01.13 14:50 | modify | 563 | 0.10 | 103.523 | 104.623 | 102.823 | ||
| 1689 | 2014.01.13 15:45 | close | 563 | 0.10 | 103.336 | 104.623 | 102.823 | 1870.00 | 1521204.90 |
| 1690 | 2014.01.14 01:35 | sell | 564 | 0.10 | 103.162 | 0.000 | 0.000 | ||
| 1691 | 2014.01.14 01:35 | modify | 564 | 0.10 | 103.162 | 104.262 | 102.462 | ||
| 1692 | 2014.01.14 06:55 | close | 564 | 0.10 | 103.298 | 104.262 | 102.462 | -1360.00 | 1519844.90 |
| 1693 | 2014.01.16 20:25 | sell | 565 | 0.10 | 104.466 | 0.000 | 0.000 | ||
| 1694 | 2014.01.16 20:25 | modify | 565 | 0.10 | 104.466 | 105.566 | 103.766 | ||
| 1695 | 2014.01.17 15:35 | close | 565 | 0.10 | 104.330 | 105.566 | 103.766 | 1178.72 | 1521023.62 |
| 1696 | 2014.01.17 15:35 | buy | 566 | 0.10 | 104.329 | 0.000 | 0.000 | ||
| 1697 | 2014.01.17 15:35 | modify | 566 | 0.10 | 104.329 | 103.229 | 105.029 | ||
| 1698 | 2014.01.17 23:50 | close | 566 | 0.10 | 104.344 | 103.229 | 105.029 | 150.00 | 1521173.62 |
| 1699 | 2014.01.27 17:20 | buy | 567 | 0.10 | 102.458 | 0.000 | 0.000 | ||
| 1700 | 2014.01.27 17:20 | modify | 567 | 0.10 | 102.458 | 101.358 | 103.158 | ||
| 1701 | 2014.01.28 09:50 | close | 567 | 0.10 | 102.769 | 101.358 | 103.158 | 3140.43 | 1524314.05 |
| 1702 | 2014.01.28 15:35 | buy | 568 | 0.10 | 102.729 | 0.000 | 0.000 | ||
| 1703 | 2014.01.28 15:35 | modify | 568 | 0.10 | 102.729 | 101.629 | 103.429 | ||
| 1704 | 2014.01.29 00:05 | close | 568 | 0.10 | 103.209 | 101.629 | 103.429 | 4830.43 | 1529144.48 |
| 1705 | 2014.01.31 11:05 | sell | 569 | 0.10 | 102.727 | 0.000 | 0.000 | ||
| 1706 | 2014.01.31 11:05 | modify | 569 | 0.10 | 102.727 | 103.827 | 102.027 | ||
| 1707 | 2014.01.31 12:15 | close | 569 | 0.10 | 102.375 | 103.827 | 102.027 | 3520.00 | 1532664.48 |
| 1708 | 2014.02.17 16:10 | buy | 570 | 0.10 | 101.856 | 0.000 | 0.000 | ||
| 1709 | 2014.02.17 16:10 | modify | 570 | 0.10 | 101.856 | 100.756 | 102.556 | ||
| 1710 | 2014.02.17 22:25 | close | 570 | 0.10 | 101.957 | 100.756 | 102.556 | 1010.00 | 1533674.48 |
| 1711 | 2014.02.19 16:40 | sell | 571 | 0.10 | 102.157 | 0.000 | 0.000 | ||
| 1712 | 2014.02.19 16:40 | modify | 571 | 0.10 | 102.157 | 103.257 | 101.457 | ||
| 1713 | 2014.02.20 03:05 | close | 571 | 0.10 | 102.144 | 103.257 | 101.457 | -413.84 | 1533260.64 |
| 1714 | 2014.02.20 12:35 | sell | 572 | 0.10 | 102.027 | 0.000 | 0.000 | ||
| 1715 | 2014.02.20 12:35 | modify | 572 | 0.10 | 102.027 | 103.127 | 101.327 | ||
| 1716 | 2014.02.21 10:15 | close | 572 | 0.10 | 102.417 | 103.127 | 101.327 | -4081.28 | 1529179.36 |
| 1717 | 2014.02.26 16:10 | buy | 573 | 0.10 | 102.305 | 0.000 | 0.000 | ||
| 1718 | 2014.02.26 16:10 | modify | 573 | 0.10 | 102.305 | 101.205 | 103.005 | ||
| 1719 | 2014.02.26 19:15 | close | 573 | 0.10 | 102.469 | 101.205 | 103.005 | 1640.00 | 1530819.36 |
| 1720 | 2014.02.27 16:00 | sell | 574 | 0.10 | 102.087 | 0.000 | 0.000 | ||
| 1721 | 2014.02.27 16:00 | modify | 574 | 0.10 | 102.087 | 103.187 | 101.387 | ||
| 1722 | 2014.02.28 02:15 | close | 574 | 0.10 | 102.048 | 103.187 | 101.387 | 208.72 | 1531028.08 |
| 1723 | 2014.02.28 21:55 | buy | 575 | 0.10 | 101.935 | 0.000 | 0.000 | ||
| 1724 | 2014.02.28 21:55 | modify | 575 | 0.10 | 101.935 | 100.835 | 102.635 | ||
| 1725 | 2014.03.03 14:50 | close | 575 | 0.10 | 101.366 | 100.835 | 102.635 | -5659.57 | 1525368.51 |
| 1726 | 2014.03.10 17:35 | buy | 576 | 0.10 | 103.170 | 0.000 | 0.000 | ||
| 1727 | 2014.03.10 17:35 | modify | 576 | 0.10 | 103.170 | 102.070 | 103.870 | ||
| 1728 | 2014.03.12 05:20 | close | 576 | 0.10 | 103.071 | 102.070 | 103.870 | -929.15 | 1524439.36 |
| 1729 | 2014.03.31 18:00 | buy | 577 | 0.10 | 102.987 | 0.000 | 0.000 | ||
| 1730 | 2014.03.31 18:00 | modify | 577 | 0.10 | 102.987 | 101.887 | 103.687 | ||
| 1731 | 2014.03.31 21:45 | close | 577 | 0.10 | 103.202 | 101.887 | 103.687 | 2150.00 | 1526589.36 |
| 1732 | 2014.04.07 12:40 | sell | 578 | 0.10 | 103.257 | 0.000 | 0.000 | ||
| 1733 | 2014.04.07 12:40 | modify | 578 | 0.10 | 103.257 | 104.357 | 102.557 | ||
| 1734 | 2014.04.07 16:40 | close | 578 | 0.10 | 103.079 | 104.357 | 102.557 | 1780.00 | 1528369.36 |
| 1735 | 2014.04.09 02:55 | sell | 579 | 0.10 | 101.961 | 0.000 | 0.000 | ||
| 1736 | 2014.04.09 02:55 | modify | 579 | 0.10 | 101.961 | 103.061 | 101.261 | ||
| 1737 | 2014.04.09 16:00 | close | 579 | 0.10 | 102.067 | 103.061 | 101.261 | -1060.00 | 1527309.36 |
| 1738 | 2014.04.11 12:25 | buy | 580 | 0.10 | 101.575 | 0.000 | 0.000 | ||
| 1739 | 2014.04.11 12:25 | modify | 580 | 0.10 | 101.575 | 100.475 | 102.275 | ||
| 1740 | 2014.04.11 17:55 | close | 580 | 0.10 | 101.687 | 100.475 | 102.275 | 1120.00 | 1528429.36 |
| 1741 | 2014.04.17 12:20 | sell | 581 | 0.10 | 102.103 | 0.000 | 0.000 | ||
| 1742 | 2014.04.17 12:20 | modify | 581 | 0.10 | 102.103 | 103.203 | 101.403 | ||
| 1743 | 2014.04.18 05:40 | close | 581 | 0.10 | 102.379 | 103.203 | 101.403 | -2941.28 | 1525488.08 |
| 1744 | 2014.04.23 21:45 | sell | 582 | 0.10 | 102.369 | 0.000 | 0.000 | ||
| 1745 | 2014.04.23 21:45 | modify | 582 | 0.10 | 102.369 | 103.469 | 101.669 | ||
| 1746 | 2014.04.24 05:30 | close | 582 | 0.10 | 102.418 | 103.469 | 101.669 | -1033.84 | 1524454.24 |
| 1747 | 2014.04.25 19:15 | sell | 583 | 0.10 | 102.151 | 0.000 | 0.000 | ||
| 1748 | 2014.04.25 19:15 | modify | 583 | 0.10 | 102.151 | 103.251 | 101.451 | ||
| 1749 | 2014.04.28 03:00 | close | 583 | 0.10 | 102.104 | 103.251 | 101.451 | 288.72 | 1524742.96 |
| 1750 | 2014.04.29 17:20 | buy | 584 | 0.10 | 102.567 | 0.000 | 0.000 | ||
| 1751 | 2014.04.29 17:20 | modify | 584 | 0.10 | 102.567 | 101.467 | 103.267 | ||
| 1752 | 2014.04.29 23:35 | close | 584 | 0.10 | 102.633 | 101.467 | 103.267 | 660.00 | 1525402.96 |
| 1753 | 2014.05.02 02:45 | buy | 585 | 0.10 | 102.268 | 0.000 | 0.000 | ||
| 1754 | 2014.05.02 02:45 | modify | 585 | 0.10 | 102.268 | 101.168 | 102.968 | ||
| 1755 | 2014.05.02 04:00 | close | 585 | 0.10 | 102.356 | 101.168 | 102.968 | 880.00 | 1526282.96 |
| 1756 | 2014.05.09 00:00 | sell | 586 | 0.10 | 101.657 | 0.000 | 0.000 | ||
| 1757 | 2014.05.09 00:00 | modify | 586 | 0.10 | 101.657 | 102.757 | 100.957 | ||
| 1758 | 2014.05.09 14:45 | close | 586 | 0.10 | 101.648 | 102.757 | 100.957 | 90.00 | 1526372.96 |
| 1759 | 2014.05.19 19:05 | sell | 587 | 0.10 | 101.313 | 0.000 | 0.000 | ||
| 1760 | 2014.05.19 19:05 | modify | 587 | 0.10 | 101.313 | 102.413 | 100.613 | ||
| 1761 | 2014.05.20 09:05 | close | 587 | 0.10 | 101.448 | 102.413 | 100.613 | -1531.28 | 1524841.68 |
| 1762 | 2014.05.22 23:20 | buy | 588 | 0.10 | 101.733 | 0.000 | 0.000 | ||
| 1763 | 2014.05.22 23:20 | modify | 588 | 0.10 | 101.733 | 100.633 | 102.433 | ||
| 1764 | 2014.05.23 11:40 | close | 588 | 0.10 | 101.797 | 100.633 | 102.433 | 670.43 | 1525512.11 |
| 1765 | 2014.05.28 21:55 | sell | 589 | 0.10 | 101.852 | 0.000 | 0.000 | ||
| 1766 | 2014.05.28 21:55 | modify | 589 | 0.10 | 101.852 | 102.952 | 101.152 | ||
| 1767 | 2014.05.29 01:45 | close | 589 | 0.10 | 101.768 | 102.952 | 101.152 | 296.16 | 1525808.27 |
| 1768 | 2014.05.30 22:00 | buy | 590 | 0.10 | 101.692 | 0.000 | 0.000 | ||
| 1769 | 2014.05.30 22:00 | modify | 590 | 0.10 | 101.692 | 100.592 | 102.392 | ||
| 1770 | 2014.06.02 03:05 | close | 590 | 0.10 | 101.914 | 100.592 | 102.392 | 2250.43 | 1528058.70 |
| 1771 | 2014.06.09 00:00 | buy | 591 | 0.10 | 102.535 | 0.000 | 0.000 | ||
| 1772 | 2014.06.09 00:00 | modify | 591 | 0.10 | 102.535 | 101.435 | 103.235 | ||
| 1773 | 2014.06.09 16:25 | close | 591 | 0.10 | 102.532 | 101.435 | 103.235 | -30.00 | 1528028.70 |
| 1774 | 2014.06.11 20:40 | sell | 592 | 0.10 | 102.043 | 0.000 | 0.000 | ||
| 1775 | 2014.06.11 20:40 | modify | 592 | 0.10 | 102.043 | 103.143 | 101.343 | ||
| 1776 | 2014.06.12 17:45 | close | 592 | 0.10 | 101.883 | 103.143 | 101.343 | 1056.16 | 1529084.86 |
| 1777 | 2014.06.18 13:10 | buy | 593 | 0.10 | 102.197 | 0.000 | 0.000 | ||
| 1778 | 2014.06.18 13:10 | modify | 593 | 0.10 | 102.197 | 101.097 | 102.897 | ||
| 1779 | 2014.06.18 16:00 | close | 593 | 0.10 | 102.142 | 101.097 | 102.897 | -550.00 | 1528534.86 |
| 1780 | 2014.06.20 23:15 | buy | 594 | 0.10 | 102.062 | 0.000 | 0.000 | ||
| 1781 | 2014.06.20 23:15 | modify | 594 | 0.10 | 102.062 | 100.962 | 102.762 | ||
| 1782 | 2014.06.23 23:55 | close | 594 | 0.10 | 101.949 | 100.962 | 102.762 | -1099.57 | 1527435.29 |
| 1783 | 2014.06.24 21:10 | buy | 595 | 0.10 | 102.002 | 0.000 | 0.000 | ||
| 1784 | 2014.06.24 21:10 | modify | 595 | 0.10 | 102.002 | 100.902 | 102.702 | ||
| 1785 | 2014.06.25 16:00 | close | 595 | 0.10 | 101.696 | 100.902 | 102.702 | -3029.57 | 1524405.72 |
| 1786 | 2014.06.25 20:15 | sell | 596 | 0.10 | 101.833 | 0.000 | 0.000 | ||
| 1787 | 2014.06.25 20:15 | modify | 596 | 0.10 | 101.833 | 102.933 | 101.133 | ||
| 1788 | 2014.06.26 01:25 | close | 596 | 0.10 | 101.790 | 102.933 | 101.133 | -113.84 | 1524291.88 |
| 1789 | 2014.07.01 16:10 | buy | 597 | 0.10 | 101.482 | 0.000 | 0.000 | ||
| 1790 | 2014.07.01 16:10 | modify | 597 | 0.10 | 101.482 | 100.382 | 102.182 | ||
| 1791 | 2014.07.02 02:35 | close | 597 | 0.10 | 101.577 | 100.382 | 102.182 | 980.43 | 1525272.30 |
| 1792 | 2014.07.02 23:25 | buy | 598 | 0.10 | 101.766 | 0.000 | 0.000 | ||
| 1793 | 2014.07.02 23:25 | modify | 598 | 0.10 | 101.766 | 100.666 | 102.466 | ||
| 1794 | 2014.07.03 02:45 | close | 598 | 0.10 | 101.822 | 100.666 | 102.466 | 651.28 | 1525923.58 |
| 1795 | 2014.07.09 21:15 | buy | 599 | 0.10 | 101.650 | 0.000 | 0.000 | ||
| 1796 | 2014.07.09 21:15 | modify | 599 | 0.10 | 101.650 | 100.550 | 102.350 | ||
| 1797 | 2014.07.11 03:45 | close | 599 | 0.10 | 101.369 | 100.550 | 102.350 | -2688.29 | 1523235.29 |
| 1798 | 2014.07.24 23:20 | buy | 600 | 0.10 | 101.769 | 0.000 | 0.000 | ||
| 1799 | 2014.07.24 23:20 | modify | 600 | 0.10 | 101.769 | 100.669 | 102.469 | ||
| 1800 | 2014.07.25 10:30 | close | 600 | 0.10 | 101.821 | 100.669 | 102.469 | 550.43 | 1523785.72 |