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 |
| 1801 | 2014.08.01 22:25 | sell | 601 | 0.10 | 102.594 | 0.000 | 0.000 | ||
| 1802 | 2014.08.01 22:25 | modify | 601 | 0.10 | 102.594 | 103.694 | 101.894 | ||
| 1803 | 2014.08.04 11:10 | close | 601 | 0.10 | 102.558 | 103.694 | 101.894 | 178.72 | 1523964.44 |
| 1804 | 2014.08.04 22:15 | sell | 602 | 0.10 | 102.573 | 0.000 | 0.000 | ||
| 1805 | 2014.08.04 22:15 | modify | 602 | 0.10 | 102.573 | 103.673 | 101.873 | ||
| 1806 | 2014.08.05 07:50 | close | 602 | 0.10 | 102.534 | 103.673 | 101.873 | 208.72 | 1524173.16 |
| 1807 | 2014.08.05 20:45 | buy | 603 | 0.10 | 102.626 | 0.000 | 0.000 | ||
| 1808 | 2014.08.05 20:45 | modify | 603 | 0.10 | 102.626 | 101.526 | 103.326 | ||
| 1809 | 2014.08.06 16:00 | close | 603 | 0.10 | 102.336 | 101.526 | 103.326 | -2869.57 | 1521303.59 |
| 1810 | 2014.08.25 23:20 | sell | 604 | 0.10 | 104.021 | 0.000 | 0.000 | ||
| 1811 | 2014.08.25 23:20 | modify | 604 | 0.10 | 104.021 | 105.121 | 103.321 | ||
| 1812 | 2014.08.26 04:05 | close | 604 | 0.10 | 103.955 | 105.121 | 103.321 | 478.72 | 1521782.31 |
| 1813 | 2014.08.29 17:25 | buy | 605 | 0.10 | 103.828 | 0.000 | 0.000 | ||
| 1814 | 2014.08.29 17:25 | modify | 605 | 0.10 | 103.828 | 102.728 | 104.528 | ||
| 1815 | 2014.08.29 19:30 | close | 605 | 0.10 | 104.034 | 102.728 | 104.528 | 2060.00 | 1523842.31 |
| 1816 | 2014.09.01 17:45 | buy | 606 | 0.10 | 104.230 | 0.000 | 0.000 | ||
| 1817 | 2014.09.01 17:45 | modify | 606 | 0.10 | 104.230 | 103.130 | 104.930 | ||
| 1818 | 2014.09.01 21:15 | close | 606 | 0.10 | 104.308 | 103.130 | 104.930 | 780.00 | 1524622.31 |
| 1819 | 2014.09.05 19:55 | sell | 607 | 0.10 | 105.088 | 0.000 | 0.000 | ||
| 1820 | 2014.09.05 19:55 | modify | 607 | 0.10 | 105.088 | 106.188 | 104.388 | ||
| 1821 | 2014.09.08 04:15 | close | 607 | 0.10 | 105.041 | 106.188 | 104.388 | 288.72 | 1524911.03 |
| 1822 | 2014.09.29 13:50 | buy | 608 | 0.10 | 109.443 | 0.000 | 0.000 | ||
| 1823 | 2014.09.29 13:50 | modify | 608 | 0.10 | 109.443 | 108.343 | 110.143 | ||
| 1824 | 2014.09.30 08:50 | close | 608 | 0.10 | 109.408 | 108.343 | 110.143 | -319.57 | 1524591.45 |
| 1825 | 2014.10.21 00:05 | sell | 609 | 0.10 | 106.965 | 0.000 | 0.000 | ||
| 1826 | 2014.10.21 00:05 | modify | 609 | 0.10 | 106.965 | 108.065 | 106.265 | ||
| 1827 | 2014.10.21 03:25 | close | 609 | 0.10 | 106.810 | 108.065 | 106.265 | 1550.00 | 1526141.45 |
| 1828 | 2014.10.30 12:20 | buy | 610 | 0.10 | 109.050 | 0.000 | 0.000 | ||
| 1829 | 2014.10.30 12:20 | modify | 610 | 0.10 | 109.050 | 107.950 | 109.750 | ||
| 1830 | 2014.10.30 20:15 | close | 610 | 0.10 | 109.123 | 107.950 | 109.750 | 730.00 | 1526871.45 |
| 1831 | 2014.11.03 21:35 | buy | 611 | 0.10 | 113.665 | 0.000 | 0.000 | ||
| 1832 | 2014.11.03 21:35 | modify | 611 | 0.10 | 113.665 | 112.565 | 114.365 | ||
| 1833 | 2014.11.03 23:55 | close | 611 | 0.10 | 114.030 | 112.565 | 114.365 | 3650.00 | 1530521.45 |
| 1834 | 2014.11.11 15:30 | buy | 612 | 0.10 | 115.622 | 0.000 | 0.000 | ||
| 1835 | 2014.11.11 15:30 | modify | 612 | 0.10 | 115.622 | 114.522 | 116.322 | ||
| 1836 | 2014.11.11 23:45 | close | 612 | 0.10 | 115.695 | 114.522 | 116.322 | 730.00 | 1531251.45 |
| 1837 | 2014.11.12 18:40 | sell | 613 | 0.10 | 115.377 | 0.000 | 0.000 | ||
| 1838 | 2014.11.12 18:40 | modify | 613 | 0.10 | 115.377 | 116.477 | 114.677 | ||
| 1839 | 2014.11.13 10:10 | close | 613 | 0.10 | 115.621 | 116.477 | 114.677 | -2983.84 | 1528267.62 |
| 1840 | 2014.11.20 23:55 | sell | 614 | 0.10 | 118.231 | 0.000 | 0.000 | ||
| 1841 | 2014.11.20 23:55 | modify | 614 | 0.10 | 118.231 | 119.331 | 117.531 | ||
| 1842 | 2014.11.21 02:40 | close | 614 | 0.10 | 117.992 | 119.331 | 117.531 | 2208.72 | 1530476.34 |
| 1843 | 2014.11.26 20:25 | sell | 615 | 0.10 | 117.793 | 0.000 | 0.000 | ||
| 1844 | 2014.11.26 20:25 | modify | 615 | 0.10 | 117.793 | 118.893 | 117.093 | ||
| 1845 | 2014.11.27 01:00 | close | 615 | 0.10 | 117.604 | 118.893 | 117.093 | 1346.16 | 1531822.50 |
| 1846 | 2014.12.09 22:15 | sell | 616 | 0.10 | 119.706 | 0.000 | 0.000 | ||
| 1847 | 2014.12.09 22:15 | modify | 616 | 0.10 | 119.706 | 120.806 | 119.006 | ||
| 1848 | 2014.12.10 01:35 | close | 616 | 0.10 | 119.323 | 120.806 | 119.006 | 3648.72 | 1535471.22 |
| 1849 | 2014.12.11 21:55 | buy | 617 | 0.10 | 119.114 | 0.000 | 0.000 | ||
| 1850 | 2014.12.11 21:55 | modify | 617 | 0.10 | 119.114 | 118.014 | 119.814 | ||
| 1851 | 2014.12.12 17:00 | close | 617 | 0.10 | 118.967 | 118.014 | 119.814 | -1439.57 | 1534031.65 |
| 1852 | 2014.12.16 22:50 | buy | 618 | 0.10 | 116.804 | 0.000 | 0.000 | ||
| 1853 | 2014.12.16 22:50 | modify | 618 | 0.10 | 116.804 | 115.704 | 117.504 | ||
| 1854 | 2014.12.17 10:00 | close | 618 | 0.10 | 117.402 | 115.704 | 117.504 | 6010.43 | 1540042.07 |
| 1855 | 2014.12.26 21:00 | buy | 619 | 0.10 | 120.349 | 0.000 | 0.000 | ||
| 1856 | 2014.12.26 21:00 | modify | 619 | 0.10 | 120.349 | 119.249 | 121.049 | ||
| 1857 | 2014.12.29 02:55 | close | 619 | 0.10 | 120.483 | 119.249 | 121.049 | 1370.43 | 1541412.50 |
| 1858 | 2014.12.30 20:30 | sell | 620 | 0.10 | 119.598 | 0.000 | 0.000 | ||
| 1859 | 2014.12.30 20:30 | modify | 620 | 0.10 | 119.598 | 120.698 | 118.898 | ||
| 1860 | 2014.12.30 23:40 | close | 620 | 0.10 | 119.401 | 120.698 | 118.898 | 1970.00 | 1543382.50 |
| 1861 | 2014.12.31 23:55 | buy | 621 | 0.10 | 119.677 | 0.000 | 0.000 | ||
| 1862 | 2014.12.31 23:55 | modify | 621 | 0.10 | 119.677 | 118.577 | 120.377 | ||
| 1863 | 2015.01.02 01:35 | close | 621 | 0.10 | 119.905 | 118.577 | 120.377 | 2401.71 | 1545784.21 |
| 1864 | 2015.01.06 13:25 | sell | 622 | 0.10 | 119.160 | 0.000 | 0.000 | ||
| 1865 | 2015.01.06 13:25 | modify | 622 | 0.10 | 119.160 | 120.260 | 118.460 | ||
| 1866 | 2015.01.06 17:10 | close | 622 | 0.10 | 118.728 | 120.260 | 118.460 | 4320.00 | 1550104.21 |
| 1867 | 2015.01.06 22:15 | sell | 623 | 0.10 | 118.753 | 0.000 | 0.000 | ||
| 1868 | 2015.01.06 22:15 | modify | 623 | 0.10 | 118.753 | 119.853 | 118.053 | ||
| 1869 | 2015.01.07 11:30 | close | 623 | 0.10 | 118.764 | 119.853 | 118.053 | -291.28 | 1549812.93 |
| 1870 | 2015.01.12 16:40 | buy | 624 | 0.10 | 118.606 | 0.000 | 0.000 | ||
| 1871 | 2015.01.12 16:40 | modify | 624 | 0.10 | 118.606 | 117.506 | 119.306 | ||
| 1872 | 2015.01.13 06:35 | close | 624 | 0.10 | 118.246 | 117.506 | 119.306 | -3569.57 | 1546243.36 |
| 1873 | 2015.01.30 21:30 | sell | 625 | 0.10 | 117.650 | 0.000 | 0.000 | ||
| 1874 | 2015.01.30 21:30 | modify | 625 | 0.10 | 117.650 | 118.750 | 116.950 | ||
| 1875 | 2015.02.02 00:00 | close | 625 | 0.10 | 116.994 | 118.750 | 116.950 | 6378.72 | 1552622.08 |
| 1876 | 2015.02.04 15:40 | sell | 626 | 0.10 | 117.643 | 0.000 | 0.000 | ||
| 1877 | 2015.02.04 15:40 | modify | 626 | 0.10 | 117.643 | 118.743 | 116.943 | ||
| 1878 | 2015.02.04 15:45 | close | 626 | 0.10 | 117.619 | 118.743 | 116.943 | 240.00 | 1552862.08 |
| 1879 | 2015.02.06 22:30 | buy | 627 | 0.10 | 118.927 | 0.000 | 0.000 | ||
| 1880 | 2015.02.06 22:30 | modify | 627 | 0.10 | 118.927 | 117.827 | 119.627 | ||
| 1881 | 2015.02.09 09:10 | close | 627 | 0.10 | 118.945 | 117.827 | 119.627 | 210.43 | 1553072.50 |
| 1882 | 2015.02.19 18:55 | buy | 628 | 0.10 | 118.816 | 0.000 | 0.000 | ||
| 1883 | 2015.02.19 18:55 | modify | 628 | 0.10 | 118.816 | 117.716 | 119.516 | ||
| 1884 | 2015.02.20 17:50 | close | 628 | 0.10 | 118.765 | 117.716 | 119.516 | -479.57 | 1552592.93 |
| 1885 | 2015.02.24 17:25 | buy | 629 | 0.10 | 119.250 | 0.000 | 0.000 | ||
| 1886 | 2015.02.24 17:25 | modify | 629 | 0.10 | 119.250 | 118.150 | 119.950 | ||
| 1887 | 2015.02.25 08:30 | close | 629 | 0.10 | 118.834 | 118.150 | 119.950 | -4129.57 | 1548463.36 |
| 1888 | 2015.03.03 21:35 | sell | 630 | 0.10 | 119.669 | 0.000 | 0.000 | ||
| 1889 | 2015.03.03 21:35 | modify | 630 | 0.10 | 119.669 | 120.769 | 118.969 | ||
| 1890 | 2015.03.04 11:05 | close | 630 | 0.10 | 119.561 | 120.769 | 118.969 | 898.72 | 1549362.08 |
| 1891 | 2015.03.06 20:45 | buy | 631 | 0.10 | 120.744 | 0.000 | 0.000 | ||
| 1892 | 2015.03.06 20:45 | modify | 631 | 0.10 | 120.744 | 119.644 | 121.444 | ||
| 1893 | 2015.03.09 00:05 | close | 631 | 0.10 | 120.848 | 119.644 | 121.444 | 1070.43 | 1550432.50 |
| 1894 | 2015.03.13 22:25 | sell | 632 | 0.10 | 121.377 | 0.000 | 0.000 | ||
| 1895 | 2015.03.13 22:25 | modify | 632 | 0.10 | 121.377 | 122.477 | 120.677 | ||
| 1896 | 2015.03.16 09:00 | close | 632 | 0.10 | 121.175 | 122.477 | 120.677 | 1838.72 | 1552271.22 |
| 1897 | 2015.03.19 23:35 | buy | 633 | 0.10 | 120.734 | 0.000 | 0.000 | ||
| 1898 | 2015.03.19 23:35 | modify | 633 | 0.10 | 120.734 | 119.634 | 121.434 | ||
| 1899 | 2015.03.20 10:00 | close | 633 | 0.10 | 120.817 | 119.634 | 121.434 | 860.43 | 1553131.65 |
| 1900 | 2015.03.31 02:35 | buy | 634 | 0.10 | 120.042 | 0.000 | 0.000 | ||
| 1901 | 2015.03.31 02:35 | modify | 634 | 0.10 | 120.042 | 118.942 | 120.742 | ||
| 1902 | 2015.03.31 04:10 | close | 634 | 0.10 | 120.243 | 118.942 | 120.742 | 2010.00 | 1555141.65 |
| 1903 | 2015.03.31 17:10 | sell | 635 | 0.10 | 120.136 | 0.000 | 0.000 | ||
| 1904 | 2015.03.31 17:10 | modify | 635 | 0.10 | 120.136 | 121.236 | 119.436 | ||
| 1905 | 2015.04.01 03:10 | close | 635 | 0.10 | 119.910 | 121.236 | 119.436 | 2078.72 | 1557220.37 |
| 1906 | 2015.04.13 15:25 | buy | 636 | 0.10 | 120.467 | 0.000 | 0.000 | ||
| 1907 | 2015.04.13 15:25 | modify | 636 | 0.10 | 120.467 | 119.367 | 121.167 | ||
| 1908 | 2015.04.14 14:20 | close | 636 | 0.10 | 119.906 | 119.367 | 121.167 | -5579.57 | 1551640.80 |
| 1909 | 2015.04.21 00:00 | buy | 637 | 0.10 | 119.199 | 0.000 | 0.000 | ||
| 1910 | 2015.04.21 00:00 | modify | 637 | 0.10 | 119.199 | 118.099 | 119.899 | ||
| 1911 | 2015.04.21 03:50 | close | 637 | 0.10 | 119.400 | 118.099 | 119.899 | 2010.00 | 1553650.80 |
| 1912 | 2015.04.27 18:00 | buy | 638 | 0.10 | 119.139 | 0.000 | 0.000 | ||
| 1913 | 2015.04.27 18:00 | modify | 638 | 0.10 | 119.139 | 118.039 | 119.839 | ||
| 1914 | 2015.04.28 01:30 | close | 638 | 0.10 | 119.148 | 118.039 | 119.839 | 120.43 | 1553771.23 |
| 1915 | 2015.04.30 21:55 | buy | 639 | 0.10 | 119.450 | 0.000 | 0.000 | ||
| 1916 | 2015.04.30 21:55 | modify | 639 | 0.10 | 119.450 | 118.350 | 120.150 | ||
| 1917 | 2015.05.01 03:20 | close | 639 | 0.10 | 119.592 | 118.350 | 120.150 | 1450.43 | 1555221.65 |
| 1918 | 2015.05.01 23:15 | buy | 640 | 0.10 | 120.123 | 0.000 | 0.000 | ||
| 1919 | 2015.05.01 23:15 | modify | 640 | 0.10 | 120.123 | 119.023 | 120.823 | ||
| 1920 | 2015.05.04 10:15 | close | 640 | 0.10 | 120.184 | 119.023 | 120.823 | 640.43 | 1555862.08 |
| 1921 | 2015.05.05 15:55 | buy | 641 | 0.10 | 120.115 | 0.000 | 0.000 | ||
| 1922 | 2015.05.05 15:55 | modify | 641 | 0.10 | 120.115 | 119.015 | 120.815 | ||
| 1923 | 2015.05.06 01:50 | close | 641 | 0.10 | 119.938 | 119.015 | 120.815 | -1739.57 | 1554122.50 |
| 1924 | 2015.05.13 23:25 | sell | 642 | 0.10 | 119.184 | 0.000 | 0.000 | ||
| 1925 | 2015.05.13 23:25 | modify | 642 | 0.10 | 119.184 | 120.284 | 118.484 | ||
| 1926 | 2015.05.14 07:10 | close | 642 | 0.10 | 119.118 | 120.284 | 118.484 | 116.16 | 1554238.67 |
| 1927 | 2015.05.15 17:05 | buy | 643 | 0.10 | 119.536 | 0.000 | 0.000 | ||
| 1928 | 2015.05.15 17:05 | modify | 643 | 0.10 | 119.536 | 118.436 | 120.236 | ||
| 1929 | 2015.05.18 03:50 | close | 643 | 0.10 | 119.486 | 118.436 | 120.236 | -469.57 | 1553769.09 |
| 1930 | 2015.05.19 02:15 | buy | 644 | 0.10 | 119.915 | 0.000 | 0.000 | ||
| 1931 | 2015.05.19 02:15 | modify | 644 | 0.10 | 119.915 | 118.815 | 120.615 | ||
| 1932 | 2015.05.19 15:05 | close | 644 | 0.10 | 120.176 | 118.815 | 120.615 | 2610.00 | 1556379.09 |
| 1933 | 2015.05.27 02:20 | buy | 645 | 0.10 | 122.972 | 0.000 | 0.000 | ||
| 1934 | 2015.05.27 02:20 | modify | 645 | 0.10 | 122.972 | 121.872 | 123.672 | ||
| 1935 | 2015.05.27 04:15 | close | 645 | 0.10 | 123.259 | 121.872 | 123.672 | 2870.00 | 1559249.09 |
| 1936 | 2015.05.27 23:20 | buy | 646 | 0.10 | 123.700 | 0.000 | 0.000 | ||
| 1937 | 2015.05.27 23:20 | modify | 646 | 0.10 | 123.700 | 122.600 | 124.400 | ||
| 1938 | 2015.05.28 05:40 | close | 646 | 0.10 | 123.966 | 122.600 | 124.400 | 2751.28 | 1562000.37 |
| 1939 | 2015.05.28 19:55 | buy | 647 | 0.10 | 123.939 | 0.000 | 0.000 | ||
| 1940 | 2015.05.28 19:55 | modify | 647 | 0.10 | 123.939 | 122.839 | 124.639 | ||
| 1941 | 2015.05.29 08:40 | close | 647 | 0.10 | 123.866 | 122.839 | 124.639 | -699.57 | 1561300.80 |
| 1942 | 2015.06.10 13:45 | sell | 648 | 0.10 | 123.307 | 0.000 | 0.000 | ||
| 1943 | 2015.06.10 13:45 | modify | 648 | 0.10 | 123.307 | 124.407 | 122.607 | ||
| 1944 | 2015.06.10 15:45 | close | 648 | 0.10 | 122.707 | 124.407 | 122.607 | 6000.00 | 1567300.80 |
| 1945 | 2015.06.12 21:30 | sell | 649 | 0.10 | 123.521 | 0.000 | 0.000 | ||
| 1946 | 2015.06.12 21:30 | modify | 649 | 0.10 | 123.521 | 124.621 | 122.821 | ||
| 1947 | 2015.06.15 00:05 | close | 649 | 0.10 | 123.221 | 124.621 | 122.821 | 2818.72 | 1570119.52 |
| 1948 | 2015.06.18 17:25 | sell | 650 | 0.10 | 122.972 | 0.000 | 0.000 | ||
| 1949 | 2015.06.18 17:25 | modify | 650 | 0.10 | 122.972 | 124.072 | 122.272 | ||
| 1950 | 2015.06.19 16:05 | close | 650 | 0.10 | 122.928 | 124.072 | 122.272 | 258.72 | 1570378.24 |