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 |
| 1951 | 2015.06.22 00:05 | sell | 651 | 0.10 | 122.941 | 0.000 | 0.000 | ||
| 1952 | 2015.06.22 00:05 | modify | 651 | 0.10 | 122.941 | 124.041 | 122.241 | ||
| 1953 | 2015.06.22 04:10 | close | 651 | 0.10 | 122.618 | 124.041 | 122.241 | 3230.00 | 1573608.24 |
| 1954 | 2015.06.24 02:55 | buy | 652 | 0.10 | 123.856 | 0.000 | 0.000 | ||
| 1955 | 2015.06.24 02:55 | modify | 652 | 0.10 | 123.856 | 122.756 | 124.556 | ||
| 1956 | 2015.06.24 07:35 | close | 652 | 0.10 | 123.983 | 122.756 | 124.556 | 1270.00 | 1574878.24 |
| 1957 | 2015.06.24 20:05 | buy | 653 | 0.10 | 123.945 | 0.000 | 0.000 | ||
| 1958 | 2015.06.24 20:05 | modify | 653 | 0.10 | 123.945 | 122.845 | 124.645 | ||
| 1959 | 2015.06.25 09:50 | close | 653 | 0.10 | 123.775 | 122.845 | 124.645 | -1608.72 | 1573269.52 |
| 1960 | 2015.06.30 02:35 | sell | 654 | 0.10 | 122.631 | 0.000 | 0.000 | ||
| 1961 | 2015.06.30 02:35 | modify | 654 | 0.10 | 122.631 | 123.731 | 121.931 | ||
| 1962 | 2015.06.30 03:45 | close | 654 | 0.10 | 122.479 | 123.731 | 121.931 | 1520.00 | 1574789.52 |
| 1963 | 2015.07.03 21:55 | sell | 655 | 0.10 | 122.848 | 0.000 | 0.000 | ||
| 1964 | 2015.07.03 21:55 | modify | 655 | 0.10 | 122.848 | 123.948 | 122.148 | ||
| 1965 | 2015.07.06 00:00 | t/p | 655 | 0.10 | 122.148 | 123.948 | 122.148 | 6818.72 | 1581608.24 |
| 1966 | 2015.07.09 17:00 | buy | 656 | 0.10 | 121.242 | 0.000 | 0.000 | ||
| 1967 | 2015.07.09 17:00 | modify | 656 | 0.10 | 121.242 | 120.142 | 121.942 | ||
| 1968 | 2015.07.10 01:00 | close | 656 | 0.10 | 121.508 | 120.142 | 121.942 | 2690.43 | 1584298.67 |
| 1969 | 2015.07.13 00:05 | buy | 657 | 0.10 | 122.335 | 0.000 | 0.000 | ||
| 1970 | 2015.07.13 00:05 | modify | 657 | 0.10 | 122.335 | 121.235 | 123.035 | ||
| 1971 | 2015.07.13 06:15 | close | 657 | 0.10 | 122.680 | 121.235 | 123.035 | 3450.00 | 1587748.67 |
| 1972 | 2015.07.15 21:45 | buy | 658 | 0.10 | 123.711 | 0.000 | 0.000 | ||
| 1973 | 2015.07.15 21:45 | modify | 658 | 0.10 | 123.711 | 122.611 | 124.411 | ||
| 1974 | 2015.07.16 01:55 | close | 658 | 0.10 | 123.921 | 122.611 | 124.411 | 2191.28 | 1589939.95 |
| 1975 | 2015.07.16 17:05 | buy | 659 | 0.10 | 123.893 | 0.000 | 0.000 | ||
| 1976 | 2015.07.16 17:05 | modify | 659 | 0.10 | 123.893 | 122.793 | 124.593 | ||
| 1977 | 2015.07.17 21:50 | close | 659 | 0.10 | 124.091 | 122.793 | 124.593 | 2010.43 | 1591950.38 |
| 1978 | 2015.07.22 22:50 | buy | 660 | 0.10 | 124.008 | 0.000 | 0.000 | ||
| 1979 | 2015.07.22 22:50 | modify | 660 | 0.10 | 124.008 | 122.908 | 124.708 | ||
| 1980 | 2015.07.23 02:30 | close | 660 | 0.10 | 124.026 | 122.908 | 124.708 | 271.28 | 1592221.66 |
| 1981 | 2015.07.28 17:05 | buy | 661 | 0.10 | 123.569 | 0.000 | 0.000 | ||
| 1982 | 2015.07.28 17:05 | modify | 661 | 0.10 | 123.569 | 122.469 | 124.269 | ||
| 1983 | 2015.07.29 09:35 | close | 661 | 0.10 | 123.588 | 122.469 | 124.269 | 220.43 | 1592442.08 |
| 1984 | 2015.08.03 16:40 | buy | 662 | 0.10 | 124.046 | 0.000 | 0.000 | ||
| 1985 | 2015.08.03 16:40 | modify | 662 | 0.10 | 124.046 | 122.946 | 124.746 | ||
| 1986 | 2015.08.04 03:45 | close | 662 | 0.10 | 124.065 | 122.946 | 124.746 | 220.43 | 1592662.51 |
| 1987 | 2015.08.06 02:10 | buy | 663 | 0.10 | 124.778 | 0.000 | 0.000 | ||
| 1988 | 2015.08.06 02:10 | modify | 663 | 0.10 | 124.778 | 123.678 | 125.478 | ||
| 1989 | 2015.08.06 10:15 | close | 663 | 0.10 | 124.892 | 123.678 | 125.478 | 1140.00 | 1593802.51 |
| 1990 | 2015.08.12 20:55 | sell | 664 | 0.10 | 124.166 | 0.000 | 0.000 | ||
| 1991 | 2015.08.12 20:55 | modify | 664 | 0.10 | 124.166 | 125.266 | 123.466 | ||
| 1992 | 2015.08.13 04:30 | close | 664 | 0.10 | 124.096 | 125.266 | 123.466 | 156.16 | 1593958.67 |
| 1993 | 2015.08.14 16:25 | sell | 665 | 0.10 | 124.348 | 0.000 | 0.000 | ||
| 1994 | 2015.08.14 16:25 | modify | 665 | 0.10 | 124.348 | 125.448 | 123.648 | ||
| 1995 | 2015.08.17 15:35 | close | 665 | 0.10 | 124.366 | 125.448 | 123.648 | -361.28 | 1593597.39 |
| 1996 | 2015.08.17 15:35 | buy | 666 | 0.10 | 124.365 | 0.000 | 0.000 | ||
| 1997 | 2015.08.17 15:35 | modify | 666 | 0.10 | 124.365 | 123.265 | 125.065 | ||
| 1998 | 2015.08.17 21:25 | close | 666 | 0.10 | 124.426 | 123.265 | 125.065 | 610.00 | 1594207.39 |
| 1999 | 2015.08.17 21:25 | sell | 667 | 0.10 | 124.431 | 0.000 | 0.000 | ||
| 2000 | 2015.08.17 21:25 | modify | 667 | 0.10 | 124.431 | 125.531 | 123.731 | ||
| 2001 | 2015.08.18 09:35 | close | 667 | 0.10 | 124.398 | 125.531 | 123.731 | 148.72 | 1594356.11 |
| 2002 | 2015.08.18 16:00 | sell | 668 | 0.10 | 124.400 | 0.000 | 0.000 | ||
| 2003 | 2015.08.18 16:00 | modify | 668 | 0.10 | 124.400 | 125.500 | 123.700 | ||
| 2004 | 2015.08.19 04:35 | close | 668 | 0.10 | 124.279 | 125.500 | 123.700 | 1028.72 | 1595384.83 |
| 2005 | 2015.08.25 02:40 | sell | 669 | 0.10 | 118.852 | 0.000 | 0.000 | ||
| 2006 | 2015.08.25 02:40 | modify | 669 | 0.10 | 118.852 | 119.952 | 118.152 | ||
| 2007 | 2015.08.25 04:56 | s/l | 669 | 0.10 | 119.952 | 119.952 | 118.152 | -11000.00 | 1584384.83 |
| 2008 | 2015.09.08 18:05 | buy | 670 | 0.10 | 119.743 | 0.000 | 0.000 | ||
| 2009 | 2015.09.08 18:05 | modify | 670 | 0.10 | 119.743 | 118.643 | 120.443 | ||
| 2010 | 2015.09.08 21:20 | close | 670 | 0.10 | 119.957 | 118.643 | 120.443 | 2140.00 | 1586524.83 |
| 2011 | 2015.09.09 21:05 | buy | 671 | 0.10 | 120.826 | 0.000 | 0.000 | ||
| 2012 | 2015.09.09 21:05 | modify | 671 | 0.10 | 120.826 | 119.726 | 121.526 | ||
| 2013 | 2015.09.10 07:55 | close | 671 | 0.10 | 120.960 | 119.726 | 121.526 | 1431.28 | 1587956.11 |
| 2014 | 2015.09.15 16:00 | sell | 672 | 0.10 | 119.831 | 0.000 | 0.000 | ||
| 2015 | 2015.09.15 16:00 | modify | 672 | 0.10 | 119.831 | 120.931 | 119.131 | ||
| 2016 | 2015.09.16 03:15 | close | 672 | 0.10 | 120.300 | 120.931 | 119.131 | -4871.28 | 1583084.84 |
| 2017 | 2015.09.22 17:05 | sell | 673 | 0.10 | 120.125 | 0.000 | 0.000 | ||
| 2018 | 2015.09.22 17:05 | modify | 673 | 0.10 | 120.125 | 121.225 | 119.425 | ||
| 2019 | 2015.09.23 04:50 | close | 673 | 0.10 | 119.966 | 121.225 | 119.425 | 1408.72 | 1584493.56 |
| 2020 | 2015.09.24 19:35 | sell | 674 | 0.10 | 119.790 | 0.000 | 0.000 | ||
| 2021 | 2015.09.24 19:35 | modify | 674 | 0.10 | 119.790 | 120.890 | 119.090 | ||
| 2022 | 2015.09.25 05:15 | close | 674 | 0.10 | 120.059 | 120.890 | 119.090 | -2871.28 | 1581622.28 |
| 2023 | 2015.09.25 16:40 | buy | 675 | 0.10 | 120.574 | 0.000 | 0.000 | ||
| 2024 | 2015.09.25 16:40 | modify | 675 | 0.10 | 120.574 | 119.474 | 121.274 | ||
| 2025 | 2015.09.25 20:45 | close | 675 | 0.10 | 120.879 | 119.474 | 121.274 | 3050.00 | 1584672.28 |
| 2026 | 2015.10.01 21:20 | sell | 676 | 0.10 | 119.874 | 0.000 | 0.000 | ||
| 2027 | 2015.10.01 21:20 | modify | 676 | 0.10 | 119.874 | 120.974 | 119.174 | ||
| 2028 | 2015.10.02 01:25 | close | 676 | 0.10 | 119.837 | 120.974 | 119.174 | 188.72 | 1584861.00 |
| 2029 | 2015.10.29 02:55 | buy | 677 | 0.10 | 120.866 | 0.000 | 0.000 | ||
| 2030 | 2015.10.29 02:55 | modify | 677 | 0.10 | 120.866 | 119.766 | 121.566 | ||
| 2031 | 2015.10.29 14:30 | close | 677 | 0.10 | 120.959 | 119.766 | 121.566 | 930.00 | 1585791.00 |
| 2032 | 2015.10.30 19:00 | sell | 678 | 0.10 | 120.719 | 0.000 | 0.000 | ||
| 2033 | 2015.10.30 19:00 | modify | 678 | 0.10 | 120.719 | 121.819 | 120.019 | ||
| 2034 | 2015.11.02 00:05 | close | 678 | 0.10 | 120.428 | 121.819 | 120.019 | 2728.72 | 1588519.72 |
| 2035 | 2015.11.03 20:10 | buy | 679 | 0.10 | 121.000 | 0.000 | 0.000 | ||
| 2036 | 2015.11.03 20:10 | modify | 679 | 0.10 | 121.000 | 119.900 | 121.700 | ||
| 2037 | 2015.11.04 00:20 | close | 679 | 0.10 | 121.106 | 119.900 | 121.700 | 1090.43 | 1589610.15 |
| 2038 | 2015.11.05 16:00 | buy | 680 | 0.10 | 121.691 | 0.000 | 0.000 | ||
| 2039 | 2015.11.05 16:00 | modify | 680 | 0.10 | 121.691 | 120.591 | 122.391 | ||
| 2040 | 2015.11.06 06:50 | close | 680 | 0.10 | 121.783 | 120.591 | 122.391 | 950.43 | 1590560.57 |
| 2041 | 2015.11.24 01:25 | sell | 681 | 0.10 | 122.929 | 0.000 | 0.000 | ||
| 2042 | 2015.11.24 01:25 | modify | 681 | 0.10 | 122.929 | 124.029 | 122.229 | ||
| 2043 | 2015.11.24 03:35 | close | 681 | 0.10 | 122.725 | 124.029 | 122.229 | 2040.00 | 1592600.57 |
| 2044 | 2015.11.25 19:10 | buy | 682 | 0.10 | 122.645 | 0.000 | 0.000 | ||
| 2045 | 2015.11.25 19:10 | modify | 682 | 0.10 | 122.645 | 121.545 | 123.345 | ||
| 2046 | 2015.11.26 09:15 | close | 682 | 0.10 | 122.652 | 121.545 | 123.345 | 161.28 | 1592761.85 |
| 2047 | 2015.12.01 17:05 | buy | 683 | 0.10 | 122.984 | 0.000 | 0.000 | ||
| 2048 | 2015.12.01 17:05 | modify | 683 | 0.10 | 122.984 | 121.884 | 123.684 | ||
| 2049 | 2015.12.02 01:10 | close | 683 | 0.10 | 122.943 | 121.884 | 123.684 | -379.57 | 1592382.28 |
| 2050 | 2015.12.02 01:10 | sell | 684 | 0.10 | 122.939 | 0.000 | 0.000 | ||
| 2051 | 2015.12.02 01:10 | modify | 684 | 0.10 | 122.939 | 124.039 | 122.239 | ||
| 2052 | 2015.12.02 15:00 | close | 684 | 0.10 | 123.143 | 124.039 | 122.239 | -2040.00 | 1590342.28 |
| 2053 | 2015.12.02 21:20 | buy | 685 | 0.10 | 123.303 | 0.000 | 0.000 | ||
| 2054 | 2015.12.02 21:20 | modify | 685 | 0.10 | 123.303 | 122.203 | 124.003 | ||
| 2055 | 2015.12.03 06:45 | close | 685 | 0.10 | 123.374 | 122.203 | 124.003 | 801.28 | 1591143.56 |
| 2056 | 2015.12.04 01:30 | sell | 686 | 0.10 | 122.712 | 0.000 | 0.000 | ||
| 2057 | 2015.12.04 01:30 | modify | 686 | 0.10 | 122.712 | 123.812 | 122.012 | ||
| 2058 | 2015.12.07 00:00 | close | 686 | 0.10 | 123.235 | 123.812 | 122.012 | -5411.28 | 1585732.28 |
| 2059 | 2015.12.10 01:00 | sell | 687 | 0.10 | 121.630 | 0.000 | 0.000 | ||
| 2060 | 2015.12.10 01:00 | modify | 687 | 0.10 | 121.630 | 122.730 | 120.930 | ||
| 2061 | 2015.12.10 03:10 | close | 687 | 0.10 | 121.347 | 122.730 | 120.930 | 2830.00 | 1588562.28 |
| 2062 | 2015.12.21 23:40 | sell | 688 | 0.10 | 121.203 | 0.000 | 0.000 | ||
| 2063 | 2015.12.21 23:40 | modify | 688 | 0.10 | 121.203 | 122.303 | 120.503 | ||
| 2064 | 2015.12.22 02:30 | close | 688 | 0.10 | 121.125 | 122.303 | 120.503 | 598.72 | 1589161.00 |
| 2065 | 2016.01.04 15:35 | sell | 689 | 0.10 | 119.261 | 0.000 | 0.000 | ||
| 2066 | 2016.01.04 15:35 | modify | 689 | 0.10 | 119.261 | 120.361 | 118.561 | ||
| 2067 | 2016.01.05 03:05 | close | 689 | 0.10 | 119.212 | 120.361 | 118.561 | 308.72 | 1589469.72 |
| 2068 | 2016.01.06 15:55 | sell | 690 | 0.10 | 118.644 | 0.000 | 0.000 | ||
| 2069 | 2016.01.06 15:55 | modify | 690 | 0.10 | 118.644 | 119.744 | 117.944 | ||
| 2070 | 2016.01.07 03:30 | close | 690 | 0.10 | 118.270 | 119.744 | 117.944 | 3196.16 | 1592665.88 |
| 2071 | 2016.01.07 16:15 | sell | 691 | 0.10 | 117.887 | 0.000 | 0.000 | ||
| 2072 | 2016.01.07 16:15 | modify | 691 | 0.10 | 117.887 | 118.987 | 117.187 | ||
| 2073 | 2016.01.07 20:25 | close | 691 | 0.10 | 117.712 | 118.987 | 117.187 | 1750.00 | 1594415.88 |
| 2074 | 2016.01.26 22:10 | buy | 692 | 0.10 | 118.399 | 0.000 | 0.000 | ||
| 2075 | 2016.01.26 22:10 | modify | 692 | 0.10 | 118.399 | 117.299 | 119.099 | ||
| 2076 | 2016.01.27 15:00 | close | 692 | 0.10 | 118.395 | 117.299 | 119.099 | -9.57 | 1594406.31 |
| 2077 | 2016.02.04 01:50 | sell | 693 | 0.10 | 118.196 | 0.000 | 0.000 | ||
| 2078 | 2016.02.04 01:50 | modify | 693 | 0.10 | 118.196 | 119.296 | 117.496 | ||
| 2079 | 2016.02.04 11:03 | t/p | 693 | 0.10 | 117.495 | 119.296 | 117.496 | 7010.00 | 1601416.31 |
| 2080 | 2016.02.15 23:05 | buy | 694 | 0.10 | 114.583 | 0.000 | 0.000 | ||
| 2081 | 2016.02.15 23:05 | modify | 694 | 0.10 | 114.583 | 113.483 | 115.283 | ||
| 2082 | 2016.02.16 23:30 | close | 694 | 0.10 | 114.050 | 113.483 | 115.283 | -5299.57 | 1596116.74 |
| 2083 | 2016.02.23 15:55 | sell | 695 | 0.10 | 112.206 | 0.000 | 0.000 | ||
| 2084 | 2016.02.23 15:55 | modify | 695 | 0.10 | 112.206 | 113.306 | 111.506 | ||
| 2085 | 2016.02.23 17:55 | close | 695 | 0.10 | 111.900 | 113.306 | 111.506 | 3060.00 | 1599176.74 |
| 2086 | 2016.02.24 21:25 | sell | 696 | 0.10 | 111.691 | 0.000 | 0.000 | ||
| 2087 | 2016.02.24 21:25 | modify | 696 | 0.10 | 111.691 | 112.791 | 110.991 | ||
| 2088 | 2016.02.25 08:40 | close | 696 | 0.10 | 112.203 | 112.791 | 110.991 | -5663.84 | 1593512.90 |
| 2089 | 2016.02.29 01:00 | buy | 697 | 0.10 | 113.701 | 0.000 | 0.000 | ||
| 2090 | 2016.02.29 01:00 | modify | 697 | 0.10 | 113.701 | 112.601 | 114.401 | ||
| 2091 | 2016.02.29 15:40 | close | 697 | 0.10 | 113.236 | 112.601 | 114.401 | -4650.00 | 1588862.90 |
| 2092 | 2016.03.04 11:15 | buy | 698 | 0.10 | 113.671 | 0.000 | 0.000 | ||
| 2093 | 2016.03.04 11:15 | modify | 698 | 0.10 | 113.671 | 112.571 | 114.371 | ||
| 2094 | 2016.03.04 15:35 | close | 698 | 0.10 | 114.129 | 112.571 | 114.371 | 4580.00 | 1593442.90 |
| 2095 | 2016.03.08 14:15 | sell | 699 | 0.10 | 113.125 | 0.000 | 0.000 | ||
| 2096 | 2016.03.08 14:15 | modify | 699 | 0.10 | 113.125 | 114.225 | 112.425 | ||
| 2097 | 2016.03.08 16:35 | close | 699 | 0.10 | 112.705 | 114.225 | 112.425 | 4200.00 | 1597642.90 |
| 2098 | 2016.03.09 01:40 | sell | 700 | 0.10 | 112.728 | 0.000 | 0.000 | ||
| 2099 | 2016.03.09 01:40 | modify | 700 | 0.10 | 112.728 | 113.828 | 112.028 | ||
| 2100 | 2016.03.09 12:25 | close | 700 | 0.10 | 112.302 | 113.828 | 112.028 | 4260.00 | 1601902.90 |