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 |
| 2251 | 2017.02.03 20:40 | sell | 751 | 0.10 | 112.870 | 0.000 | 0.000 | ||
| 2252 | 2017.02.03 20:40 | modify | 751 | 0.10 | 112.870 | 113.970 | 112.170 | ||
| 2253 | 2017.02.06 00:05 | close | 751 | 0.10 | 112.515 | 113.970 | 112.170 | 3368.72 | 1660755.85 |
| 2254 | 2017.02.08 20:30 | sell | 752 | 0.10 | 112.111 | 0.000 | 0.000 | ||
| 2255 | 2017.02.08 20:30 | modify | 752 | 0.10 | 112.111 | 113.211 | 111.411 | ||
| 2256 | 2017.02.08 23:40 | close | 752 | 0.10 | 111.910 | 113.211 | 111.411 | 2010.00 | 1662765.85 |
| 2257 | 2017.02.21 16:55 | buy | 753 | 0.10 | 113.517 | 0.000 | 0.000 | ||
| 2258 | 2017.02.21 16:55 | modify | 753 | 0.10 | 113.517 | 112.417 | 114.217 | ||
| 2259 | 2017.02.21 23:20 | close | 753 | 0.10 | 113.684 | 112.417 | 114.217 | 1670.00 | 1664435.85 |
| 2260 | 2017.02.24 16:55 | sell | 754 | 0.10 | 112.464 | 0.000 | 0.000 | ||
| 2261 | 2017.02.24 16:55 | modify | 754 | 0.10 | 112.464 | 113.564 | 111.764 | ||
| 2262 | 2017.02.24 22:00 | close | 754 | 0.10 | 111.978 | 113.564 | 111.764 | 4860.00 | 1669295.85 |
| 2263 | 2017.03.14 14:25 | buy | 755 | 0.10 | 114.949 | 0.000 | 0.000 | ||
| 2264 | 2017.03.14 14:25 | modify | 755 | 0.10 | 114.949 | 113.849 | 115.649 | ||
| 2265 | 2017.03.15 03:40 | close | 755 | 0.10 | 114.795 | 113.849 | 115.649 | -1509.57 | 1667786.27 |
| 2266 | 2017.03.20 16:25 | buy | 756 | 0.10 | 112.673 | 0.000 | 0.000 | ||
| 2267 | 2017.03.20 16:25 | modify | 756 | 0.10 | 112.673 | 111.573 | 113.373 | ||
| 2268 | 2017.03.21 05:35 | close | 756 | 0.10 | 112.705 | 111.573 | 113.373 | 350.43 | 1668136.70 |
| 2269 | 2017.03.24 22:55 | sell | 757 | 0.10 | 111.190 | 0.000 | 0.000 | ||
| 2270 | 2017.03.24 22:55 | modify | 757 | 0.10 | 111.190 | 112.290 | 110.490 | ||
| 2271 | 2017.03.27 02:00 | close | 757 | 0.10 | 110.572 | 112.290 | 110.490 | 5998.72 | 1674135.42 |
| 2272 | 2017.03.27 12:30 | sell | 758 | 0.10 | 110.394 | 0.000 | 0.000 | ||
| 2273 | 2017.03.27 12:30 | modify | 758 | 0.10 | 110.394 | 111.494 | 109.694 | ||
| 2274 | 2017.03.27 15:00 | close | 758 | 0.10 | 110.179 | 111.494 | 109.694 | 2150.00 | 1676285.42 |
| 2275 | 2017.04.05 21:50 | buy | 759 | 0.10 | 110.997 | 0.000 | 0.000 | ||
| 2276 | 2017.04.05 21:50 | modify | 759 | 0.10 | 110.997 | 109.897 | 111.697 | ||
| 2277 | 2017.04.06 12:05 | close | 759 | 0.10 | 110.812 | 109.897 | 111.697 | -1758.72 | 1674526.70 |
| 2278 | 2017.04.06 22:00 | buy | 760 | 0.10 | 110.747 | 0.000 | 0.000 | ||
| 2279 | 2017.04.06 22:00 | modify | 760 | 0.10 | 110.747 | 109.647 | 111.447 | ||
| 2280 | 2017.04.07 19:55 | close | 760 | 0.10 | 110.951 | 109.647 | 111.447 | 2070.43 | 1676597.13 |
| 2281 | 2017.04.13 19:50 | buy | 761 | 0.10 | 109.064 | 0.000 | 0.000 | ||
| 2282 | 2017.04.13 19:50 | modify | 761 | 0.10 | 109.064 | 107.964 | 109.764 | ||
| 2283 | 2017.04.17 00:05 | close | 761 | 0.10 | 108.748 | 107.964 | 109.764 | -3099.15 | 1673497.98 |
| 2284 | 2017.04.17 00:05 | sell | 762 | 0.10 | 108.751 | 0.000 | 0.000 | ||
| 2285 | 2017.04.17 00:05 | modify | 762 | 0.10 | 108.751 | 109.851 | 108.051 | ||
| 2286 | 2017.04.17 02:35 | close | 762 | 0.10 | 108.355 | 109.851 | 108.051 | 3960.00 | 1677457.98 |
| 2287 | 2017.05.02 16:45 | buy | 763 | 0.10 | 112.123 | 0.000 | 0.000 | ||
| 2288 | 2017.05.02 16:45 | modify | 763 | 0.10 | 112.123 | 111.023 | 112.823 | ||
| 2289 | 2017.05.03 08:25 | close | 763 | 0.10 | 112.085 | 111.023 | 112.823 | -349.57 | 1677108.41 |
| 2290 | 2017.05.05 00:35 | sell | 764 | 0.10 | 112.539 | 0.000 | 0.000 | ||
| 2291 | 2017.05.05 00:35 | modify | 764 | 0.10 | 112.539 | 113.639 | 111.839 | ||
| 2292 | 2017.05.05 06:35 | close | 764 | 0.10 | 112.434 | 113.639 | 111.839 | 1050.00 | 1678158.41 |
| 2293 | 2017.05.05 22:45 | buy | 765 | 0.10 | 112.522 | 0.000 | 0.000 | ||
| 2294 | 2017.05.05 22:45 | modify | 765 | 0.10 | 112.522 | 111.422 | 113.222 | ||
| 2295 | 2017.05.05 23:50 | close | 765 | 0.10 | 112.787 | 111.422 | 113.222 | 2650.00 | 1680808.41 |
| 2296 | 2017.05.09 22:40 | buy | 766 | 0.10 | 113.894 | 0.000 | 0.000 | ||
| 2297 | 2017.05.09 22:40 | modify | 766 | 0.10 | 113.894 | 112.794 | 114.594 | ||
| 2298 | 2017.05.10 09:40 | close | 766 | 0.10 | 113.925 | 112.794 | 114.594 | 340.43 | 1681148.83 |
| 2299 | 2017.05.16 00:30 | buy | 767 | 0.10 | 113.571 | 0.000 | 0.000 | ||
| 2300 | 2017.05.16 00:30 | modify | 767 | 0.10 | 113.571 | 112.471 | 114.271 | ||
| 2301 | 2017.05.16 11:40 | close | 767 | 0.10 | 113.607 | 112.471 | 114.271 | 360.00 | 1681508.83 |
| 2302 | 2017.05.18 02:50 | sell | 768 | 0.10 | 111.112 | 0.000 | 0.000 | ||
| 2303 | 2017.05.18 02:50 | modify | 768 | 0.10 | 111.112 | 112.212 | 110.412 | ||
| 2304 | 2017.05.18 10:45 | close | 768 | 0.10 | 110.991 | 112.212 | 110.412 | 1210.00 | 1682718.83 |
| 2305 | 2017.05.26 16:10 | sell | 769 | 0.10 | 111.288 | 0.000 | 0.000 | ||
| 2306 | 2017.05.26 16:10 | modify | 769 | 0.10 | 111.288 | 112.388 | 110.588 | ||
| 2307 | 2017.05.29 07:55 | close | 769 | 0.10 | 111.288 | 112.388 | 110.588 | -181.28 | 1682537.56 |
| 2308 | 2017.06.06 21:50 | sell | 770 | 0.10 | 109.524 | 0.000 | 0.000 | ||
| 2309 | 2017.06.06 21:50 | modify | 770 | 0.10 | 109.524 | 110.624 | 108.824 | ||
| 2310 | 2017.06.07 09:35 | close | 770 | 0.10 | 109.380 | 110.624 | 108.824 | 1258.72 | 1683796.28 |
| 2311 | 2017.06.12 00:50 | sell | 771 | 0.10 | 110.416 | 0.000 | 0.000 | ||
| 2312 | 2017.06.12 00:50 | modify | 771 | 0.10 | 110.416 | 111.516 | 109.716 | ||
| 2313 | 2017.06.12 11:20 | close | 771 | 0.10 | 110.056 | 111.516 | 109.716 | 3600.00 | 1687396.28 |
| 2314 | 2017.06.14 21:35 | sell | 772 | 0.10 | 109.581 | 0.000 | 0.000 | ||
| 2315 | 2017.06.14 21:35 | modify | 772 | 0.10 | 109.581 | 110.681 | 108.881 | ||
| 2316 | 2017.06.15 01:50 | close | 772 | 0.10 | 109.379 | 110.681 | 108.881 | 1476.16 | 1688872.44 |
| 2317 | 2017.06.26 15:40 | buy | 773 | 0.10 | 111.476 | 0.000 | 0.000 | ||
| 2318 | 2017.06.26 15:40 | modify | 773 | 0.10 | 111.476 | 110.376 | 112.176 | ||
| 2319 | 2017.06.26 19:40 | close | 773 | 0.10 | 111.648 | 110.376 | 112.176 | 1720.00 | 1690592.44 |
| 2320 | 2017.07.03 00:05 | buy | 774 | 0.10 | 112.174 | 0.000 | 0.000 | ||
| 2321 | 2017.07.03 00:05 | modify | 774 | 0.10 | 112.174 | 111.074 | 112.874 | ||
| 2322 | 2017.07.03 06:40 | close | 774 | 0.10 | 112.475 | 111.074 | 112.874 | 3010.00 | 1693602.44 |
| 2323 | 2017.07.05 17:05 | buy | 775 | 0.10 | 113.313 | 0.000 | 0.000 | ||
| 2324 | 2017.07.05 17:05 | modify | 775 | 0.10 | 113.313 | 112.213 | 114.013 | ||
| 2325 | 2017.07.05 21:10 | close | 775 | 0.10 | 113.430 | 112.213 | 114.013 | 1170.00 | 1694772.44 |
| 2326 | 2017.07.07 22:55 | buy | 776 | 0.10 | 113.872 | 0.000 | 0.000 | ||
| 2327 | 2017.07.07 22:55 | modify | 776 | 0.10 | 113.872 | 112.772 | 114.572 | ||
| 2328 | 2017.07.10 00:40 | close | 776 | 0.10 | 114.030 | 112.772 | 114.572 | 1610.43 | 1696382.87 |
| 2329 | 2017.07.19 22:20 | sell | 777 | 0.10 | 111.852 | 0.000 | 0.000 | ||
| 2330 | 2017.07.19 22:20 | modify | 777 | 0.10 | 111.852 | 112.952 | 111.152 | ||
| 2331 | 2017.07.20 14:25 | close | 777 | 0.10 | 112.178 | 112.952 | 111.152 | -3803.84 | 1692579.03 |
| 2332 | 2017.07.24 16:30 | sell | 778 | 0.10 | 110.939 | 0.000 | 0.000 | ||
| 2333 | 2017.07.24 16:30 | modify | 778 | 0.10 | 110.939 | 112.039 | 110.239 | ||
| 2334 | 2017.07.25 05:25 | close | 778 | 0.10 | 111.091 | 112.039 | 110.239 | -1701.28 | 1690877.75 |
| 2335 | 2017.07.27 20:20 | buy | 779 | 0.10 | 111.195 | 0.000 | 0.000 | ||
| 2336 | 2017.07.27 20:20 | modify | 779 | 0.10 | 111.195 | 110.095 | 111.895 | ||
| 2337 | 2017.07.31 10:10 | close | 779 | 0.10 | 110.747 | 110.095 | 111.895 | -4419.15 | 1686458.60 |
| 2338 | 2017.08.01 02:20 | sell | 780 | 0.10 | 110.373 | 0.000 | 0.000 | ||
| 2339 | 2017.08.01 02:20 | modify | 780 | 0.10 | 110.373 | 111.473 | 109.673 | ||
| 2340 | 2017.08.01 05:15 | close | 780 | 0.10 | 110.190 | 111.473 | 109.673 | 1830.00 | 1688288.60 |
| 2341 | 2017.08.01 16:40 | buy | 781 | 0.10 | 110.253 | 0.000 | 0.000 | ||
| 2342 | 2017.08.01 16:40 | modify | 781 | 0.10 | 110.253 | 109.153 | 110.953 | ||
| 2343 | 2017.08.02 02:40 | close | 781 | 0.10 | 110.454 | 109.153 | 110.953 | 2040.43 | 1690329.03 |
| 2344 | 2017.08.02 21:50 | sell | 782 | 0.10 | 110.616 | 0.000 | 0.000 | ||
| 2345 | 2017.08.02 21:50 | modify | 782 | 0.10 | 110.616 | 111.716 | 109.916 | ||
| 2346 | 2017.08.03 14:25 | close | 782 | 0.10 | 110.458 | 111.716 | 109.916 | 1036.16 | 1691365.19 |
| 2347 | 2017.08.15 18:55 | buy | 783 | 0.10 | 110.418 | 0.000 | 0.000 | ||
| 2348 | 2017.08.15 18:55 | modify | 783 | 0.10 | 110.418 | 109.318 | 111.118 | ||
| 2349 | 2017.08.15 23:30 | close | 783 | 0.10 | 110.634 | 109.318 | 111.118 | 2160.00 | 1693525.19 |
| 2350 | 2017.08.24 17:00 | buy | 784 | 0.10 | 109.208 | 0.000 | 0.000 | ||
| 2351 | 2017.08.24 17:00 | modify | 784 | 0.10 | 109.208 | 108.108 | 109.908 | ||
| 2352 | 2017.08.24 22:00 | close | 784 | 0.10 | 109.489 | 108.108 | 109.908 | 2810.00 | 1696335.19 |
| 2353 | 2017.09.01 02:45 | sell | 785 | 0.10 | 110.129 | 0.000 | 0.000 | ||
| 2354 | 2017.09.01 02:45 | modify | 785 | 0.10 | 110.129 | 111.229 | 109.429 | ||
| 2355 | 2017.09.01 11:20 | close | 785 | 0.10 | 110.062 | 111.229 | 109.429 | 670.00 | 1697005.19 |
| 2356 | 2017.09.04 13:35 | sell | 786 | 0.10 | 109.704 | 0.000 | 0.000 | ||
| 2357 | 2017.09.04 13:35 | modify | 786 | 0.10 | 109.704 | 110.804 | 109.004 | ||
| 2358 | 2017.09.04 16:15 | close | 786 | 0.10 | 109.571 | 110.804 | 109.004 | 1330.00 | 1698335.19 |
| 2359 | 2017.09.15 16:20 | buy | 787 | 0.10 | 110.689 | 0.000 | 0.000 | ||
| 2360 | 2017.09.15 16:20 | modify | 787 | 0.10 | 110.689 | 109.589 | 111.389 | ||
| 2361 | 2017.09.18 00:05 | close | 787 | 0.10 | 111.048 | 109.589 | 111.389 | 3620.43 | 1701955.62 |
| 2362 | 2017.09.27 17:50 | buy | 788 | 0.10 | 112.755 | 0.000 | 0.000 | ||
| 2363 | 2017.09.27 17:50 | modify | 788 | 0.10 | 112.755 | 111.655 | 113.455 | ||
| 2364 | 2017.09.28 01:50 | close | 788 | 0.10 | 112.911 | 111.655 | 113.455 | 1651.28 | 1703606.90 |
| 2365 | 2017.10.03 21:35 | sell | 789 | 0.10 | 112.944 | 0.000 | 0.000 | ||
| 2366 | 2017.10.03 21:35 | modify | 789 | 0.10 | 112.944 | 114.044 | 112.244 | ||
| 2367 | 2017.10.04 03:15 | close | 789 | 0.10 | 112.747 | 114.044 | 112.244 | 1788.72 | 1705395.62 |
| 2368 | 2017.10.10 21:15 | sell | 790 | 0.10 | 112.316 | 0.000 | 0.000 | ||
| 2369 | 2017.10.10 21:15 | modify | 790 | 0.10 | 112.316 | 113.416 | 111.616 | ||
| 2370 | 2017.10.11 03:20 | close | 790 | 0.10 | 112.276 | 113.416 | 111.616 | 218.72 | 1705614.34 |
| 2371 | 2017.10.12 12:25 | sell | 791 | 0.10 | 112.390 | 0.000 | 0.000 | ||
| 2372 | 2017.10.12 12:25 | modify | 791 | 0.10 | 112.390 | 113.490 | 111.690 | ||
| 2373 | 2017.10.12 14:20 | close | 791 | 0.10 | 112.246 | 113.490 | 111.690 | 1440.00 | 1707054.34 |
| 2374 | 2017.10.24 21:50 | buy | 792 | 0.10 | 113.676 | 0.000 | 0.000 | ||
| 2375 | 2017.10.24 21:50 | modify | 792 | 0.10 | 113.676 | 112.576 | 114.376 | ||
| 2376 | 2017.10.25 11:55 | close | 792 | 0.10 | 114.075 | 112.576 | 114.376 | 4020.43 | 1711074.77 |
| 2377 | 2017.10.25 16:20 | buy | 793 | 0.10 | 113.935 | 0.000 | 0.000 | ||
| 2378 | 2017.10.25 16:20 | modify | 793 | 0.10 | 113.935 | 112.835 | 114.635 | ||
| 2379 | 2017.10.25 16:25 | close | 793 | 0.10 | 113.905 | 112.835 | 114.635 | -300.00 | 1710774.77 |
| 2380 | 2017.11.03 22:05 | buy | 794 | 0.10 | 114.149 | 0.000 | 0.000 | ||
| 2381 | 2017.11.03 22:05 | modify | 794 | 0.10 | 114.149 | 113.049 | 114.849 | ||
| 2382 | 2017.11.06 02:50 | close | 794 | 0.10 | 114.339 | 113.049 | 114.849 | 1930.43 | 1712705.19 |
| 2383 | 2017.11.13 17:00 | sell | 795 | 0.10 | 113.470 | 0.000 | 0.000 | ||
| 2384 | 2017.11.13 17:00 | modify | 795 | 0.10 | 113.470 | 114.570 | 112.770 | ||
| 2385 | 2017.11.14 13:25 | close | 795 | 0.10 | 113.636 | 114.570 | 112.770 | -1841.28 | 1710863.91 |
| 2386 | 2017.11.16 15:35 | buy | 796 | 0.10 | 113.040 | 0.000 | 0.000 | ||
| 2387 | 2017.11.16 15:35 | modify | 796 | 0.10 | 113.040 | 111.940 | 113.740 | ||
| 2388 | 2017.11.16 21:15 | close | 796 | 0.10 | 113.055 | 111.940 | 113.740 | 150.00 | 1711013.91 |
| 2389 | 2017.11.16 21:15 | sell | 797 | 0.10 | 113.054 | 0.000 | 0.000 | ||
| 2390 | 2017.11.16 21:15 | modify | 797 | 0.10 | 113.054 | 114.154 | 112.354 | ||
| 2391 | 2017.11.17 02:10 | close | 797 | 0.10 | 112.937 | 114.154 | 112.354 | 988.72 | 1712002.63 |
| 2392 | 2017.11.21 01:05 | buy | 798 | 0.10 | 112.571 | 0.000 | 0.000 | ||
| 2393 | 2017.11.21 01:05 | modify | 798 | 0.10 | 112.571 | 111.471 | 113.271 | ||
| 2394 | 2017.11.22 15:00 | close | 798 | 0.10 | 112.078 | 111.471 | 113.271 | -4899.57 | 1707103.06 |
| 2395 | 2017.11.28 15:20 | buy | 799 | 0.10 | 111.208 | 0.000 | 0.000 | ||
| 2396 | 2017.11.28 15:20 | modify | 799 | 0.10 | 111.208 | 110.108 | 111.908 | ||
| 2397 | 2017.11.28 21:50 | close | 799 | 0.10 | 111.541 | 110.108 | 111.908 | 3330.00 | 1710433.06 |
| 2398 | 2017.12.07 16:00 | buy | 800 | 0.10 | 112.586 | 0.000 | 0.000 | ||
| 2399 | 2017.12.07 16:00 | modify | 800 | 0.10 | 112.586 | 111.486 | 113.286 | ||
| 2400 | 2017.12.07 20:30 | close | 800 | 0.10 | 112.916 | 111.486 | 113.286 | 3300.00 | 1713733.06 |