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 |
| 2401 | 2017.12.08 15:45 | buy | 801 | 0.10 | 113.348 | 0.000 | 0.000 | ||
| 2402 | 2017.12.08 15:45 | modify | 801 | 0.10 | 113.348 | 112.248 | 114.048 | ||
| 2403 | 2017.12.11 01:05 | close | 801 | 0.10 | 113.624 | 112.248 | 114.048 | 2790.43 | 1716523.49 |
| 2404 | 2017.12.18 21:35 | sell | 802 | 0.10 | 112.573 | 0.000 | 0.000 | ||
| 2405 | 2017.12.18 21:35 | modify | 802 | 0.10 | 112.573 | 113.673 | 111.873 | ||
| 2406 | 2017.12.19 08:15 | close | 802 | 0.10 | 112.541 | 113.673 | 111.873 | 138.72 | 1716662.21 |
| 2407 | 2017.12.19 22:40 | buy | 803 | 0.10 | 112.872 | 0.000 | 0.000 | ||
| 2408 | 2017.12.19 22:40 | modify | 803 | 0.10 | 112.872 | 111.772 | 113.572 | ||
| 2409 | 2017.12.20 01:55 | close | 803 | 0.10 | 112.960 | 111.772 | 113.572 | 910.43 | 1717572.63 |
| 2410 | 2017.12.21 01:45 | buy | 804 | 0.10 | 113.275 | 0.000 | 0.000 | ||
| 2411 | 2017.12.21 01:45 | modify | 804 | 0.10 | 113.275 | 112.175 | 113.975 | ||
| 2412 | 2017.12.21 05:00 | close | 804 | 0.10 | 113.423 | 112.175 | 113.975 | 1480.00 | 1719052.63 |
| 2413 | 2017.12.28 17:15 | sell | 805 | 0.10 | 112.927 | 0.000 | 0.000 | ||
| 2414 | 2017.12.28 17:15 | modify | 805 | 0.10 | 112.927 | 114.027 | 112.227 | ||
| 2415 | 2017.12.29 03:15 | close | 805 | 0.10 | 112.806 | 114.027 | 112.227 | 1028.72 | 1720081.36 |
| 2416 | 2017.12.29 18:05 | sell | 806 | 0.10 | 112.642 | 0.000 | 0.000 | ||
| 2417 | 2017.12.29 18:05 | modify | 806 | 0.10 | 112.642 | 113.742 | 111.942 | ||
| 2418 | 2018.01.02 08:05 | close | 806 | 0.10 | 112.670 | 113.742 | 111.942 | -642.56 | 1719438.80 |
| 2419 | 2018.01.05 15:40 | buy | 807 | 0.10 | 113.077 | 0.000 | 0.000 | ||
| 2420 | 2018.01.05 15:40 | modify | 807 | 0.10 | 113.077 | 111.977 | 113.777 | ||
| 2421 | 2018.01.08 07:35 | close | 807 | 0.10 | 113.231 | 111.977 | 113.777 | 1570.43 | 1721009.22 |
| 2422 | 2018.01.08 11:35 | buy | 808 | 0.10 | 113.165 | 0.000 | 0.000 | ||
| 2423 | 2018.01.08 11:35 | modify | 808 | 0.10 | 113.165 | 112.065 | 113.865 | ||
| 2424 | 2018.01.09 01:00 | close | 808 | 0.10 | 113.152 | 112.065 | 113.865 | -99.57 | 1720909.65 |
| 2425 | 2018.01.25 01:45 | sell | 809 | 0.10 | 109.311 | 0.000 | 0.000 | ||
| 2426 | 2018.01.25 01:45 | modify | 809 | 0.10 | 109.311 | 110.411 | 108.611 | ||
| 2427 | 2018.01.25 05:35 | close | 809 | 0.10 | 108.967 | 110.411 | 108.611 | 3440.00 | 1724349.65 |
| 2428 | 2018.02.01 15:45 | buy | 810 | 0.10 | 109.462 | 0.000 | 0.000 | ||
| 2429 | 2018.02.01 15:45 | modify | 810 | 0.10 | 109.462 | 108.362 | 110.162 | ||
| 2430 | 2018.02.02 03:20 | close | 810 | 0.10 | 109.588 | 108.362 | 110.162 | 1290.43 | 1725640.08 |
| 2431 | 2018.02.16 17:50 | buy | 811 | 0.10 | 105.973 | 0.000 | 0.000 | ||
| 2432 | 2018.02.16 17:50 | modify | 811 | 0.10 | 105.973 | 104.873 | 106.673 | ||
| 2433 | 2018.02.16 21:10 | close | 811 | 0.10 | 106.329 | 104.873 | 106.673 | 3560.00 | 1729200.08 |
| 2434 | 2018.02.23 22:00 | sell | 812 | 0.10 | 106.734 | 0.000 | 0.000 | ||
| 2435 | 2018.02.23 22:00 | modify | 812 | 0.10 | 106.734 | 107.834 | 106.034 | ||
| 2436 | 2018.02.26 03:10 | close | 812 | 0.10 | 106.775 | 107.834 | 106.034 | -591.28 | 1728608.80 |
| 2437 | 2018.03.09 18:55 | buy | 813 | 0.10 | 106.754 | 0.000 | 0.000 | ||
| 2438 | 2018.03.09 18:55 | modify | 813 | 0.10 | 106.754 | 105.654 | 107.454 | ||
| 2439 | 2018.03.13 06:30 | close | 813 | 0.10 | 106.490 | 105.654 | 107.454 | -2579.15 | 1726029.65 |
| 2440 | 2018.03.16 16:20 | sell | 814 | 0.10 | 105.874 | 0.000 | 0.000 | ||
| 2441 | 2018.03.16 16:20 | modify | 814 | 0.10 | 105.874 | 106.974 | 105.174 | ||
| 2442 | 2018.03.19 00:05 | close | 814 | 0.10 | 105.937 | 106.974 | 105.174 | -811.28 | 1725218.37 |
| 2443 | 2018.03.19 00:05 | buy | 815 | 0.10 | 105.936 | 0.000 | 0.000 | ||
| 2444 | 2018.03.19 00:05 | modify | 815 | 0.10 | 105.936 | 104.836 | 106.636 | ||
| 2445 | 2018.03.19 10:50 | close | 815 | 0.10 | 105.890 | 104.836 | 106.636 | -460.00 | 1724758.37 |
| 2446 | 2018.03.20 12:10 | buy | 816 | 0.10 | 106.149 | 0.000 | 0.000 | ||
| 2447 | 2018.03.20 12:10 | modify | 816 | 0.10 | 106.149 | 105.049 | 106.849 | ||
| 2448 | 2018.03.20 15:25 | close | 816 | 0.10 | 106.579 | 105.049 | 106.849 | 4300.00 | 1729058.37 |
| 2449 | 2018.03.21 19:10 | sell | 817 | 0.10 | 106.396 | 0.000 | 0.000 | ||
| 2450 | 2018.03.21 19:10 | modify | 817 | 0.10 | 106.396 | 107.496 | 105.696 | ||
| 2451 | 2018.03.21 21:00 | close | 817 | 0.10 | 106.212 | 107.496 | 105.696 | 1840.00 | 1730898.37 |
| 2452 | 2018.03.22 19:30 | sell | 818 | 0.10 | 105.724 | 0.000 | 0.000 | ||
| 2453 | 2018.03.22 19:30 | modify | 818 | 0.10 | 105.724 | 106.824 | 105.024 | ||
| 2454 | 2018.03.22 22:50 | close | 818 | 0.10 | 105.415 | 106.824 | 105.024 | 3090.00 | 1733988.37 |
| 2455 | 2018.03.23 18:55 | buy | 819 | 0.10 | 104.922 | 0.000 | 0.000 | ||
| 2456 | 2018.03.23 18:55 | modify | 819 | 0.10 | 104.922 | 103.822 | 105.622 | ||
| 2457 | 2018.03.26 21:35 | close | 819 | 0.10 | 105.216 | 103.822 | 105.622 | 2970.43 | 1736958.80 |
| 2458 | 2018.03.28 02:50 | sell | 820 | 0.10 | 105.488 | 0.000 | 0.000 | ||
| 2459 | 2018.03.28 02:50 | modify | 820 | 0.10 | 105.488 | 106.588 | 104.788 | ||
| 2460 | 2018.03.28 16:00 | close | 820 | 0.10 | 106.113 | 106.588 | 104.788 | -6250.00 | 1730708.80 |
| 2461 | 2018.04.04 02:55 | buy | 821 | 0.10 | 106.453 | 0.000 | 0.000 | ||
| 2462 | 2018.04.04 02:55 | modify | 821 | 0.10 | 106.453 | 105.353 | 107.153 | ||
| 2463 | 2018.04.04 16:00 | close | 821 | 0.10 | 106.249 | 105.353 | 107.153 | -2040.00 | 1728668.80 |
| 2464 | 2018.04.13 17:30 | buy | 822 | 0.10 | 107.512 | 0.000 | 0.000 | ||
| 2465 | 2018.04.13 17:30 | modify | 822 | 0.10 | 107.512 | 106.412 | 108.212 | ||
| 2466 | 2018.04.16 00:15 | close | 822 | 0.10 | 107.514 | 106.412 | 108.212 | 50.43 | 1728719.23 |
| 2467 | 2018.04.17 12:35 | sell | 823 | 0.10 | 107.057 | 0.000 | 0.000 | ||
| 2468 | 2018.04.17 12:35 | modify | 823 | 0.10 | 107.057 | 108.157 | 106.357 | ||
| 2469 | 2018.04.17 19:50 | close | 823 | 0.10 | 107.018 | 108.157 | 106.357 | 390.00 | 1729109.23 |
| 2470 | 2018.04.25 12:25 | buy | 824 | 0.10 | 109.003 | 0.000 | 0.000 | ||
| 2471 | 2018.04.25 12:25 | modify | 824 | 0.10 | 109.003 | 107.903 | 109.703 | ||
| 2472 | 2018.04.25 16:00 | close | 824 | 0.10 | 109.201 | 107.903 | 109.703 | 1980.00 | 1731089.23 |
| 2473 | 2018.05.01 20:10 | buy | 825 | 0.10 | 109.527 | 0.000 | 0.000 | ||
| 2474 | 2018.05.01 20:10 | modify | 825 | 0.10 | 109.527 | 108.427 | 110.227 | ||
| 2475 | 2018.05.01 22:20 | close | 825 | 0.10 | 109.848 | 108.427 | 110.227 | 3210.00 | 1734299.23 |
| 2476 | 2018.05.08 02:00 | sell | 826 | 0.10 | 109.136 | 0.000 | 0.000 | ||
| 2477 | 2018.05.08 02:00 | modify | 826 | 0.10 | 109.136 | 110.236 | 108.436 | ||
| 2478 | 2018.05.08 02:50 | close | 826 | 0.10 | 108.991 | 110.236 | 108.436 | 1450.00 | 1735749.23 |
| 2479 | 2018.05.16 02:10 | buy | 827 | 0.10 | 110.229 | 0.000 | 0.000 | ||
| 2480 | 2018.05.16 02:10 | modify | 827 | 0.10 | 110.229 | 109.129 | 110.929 | ||
| 2481 | 2018.05.16 16:00 | close | 827 | 0.10 | 110.118 | 109.129 | 110.929 | -1110.00 | 1734639.23 |
| 2482 | 2018.05.18 23:20 | sell | 828 | 0.10 | 110.772 | 0.000 | 0.000 | ||
| 2483 | 2018.05.18 23:20 | modify | 828 | 0.10 | 110.772 | 111.872 | 110.072 | ||
| 2484 | 2018.05.21 16:40 | close | 828 | 0.10 | 111.166 | 111.872 | 110.072 | -4121.28 | 1730517.95 |
| 2485 | 2018.05.23 16:20 | sell | 829 | 0.10 | 110.064 | 0.000 | 0.000 | ||
| 2486 | 2018.05.23 16:20 | modify | 829 | 0.10 | 110.064 | 111.164 | 109.364 | ||
| 2487 | 2018.05.23 16:25 | close | 829 | 0.10 | 110.089 | 111.164 | 109.364 | -250.00 | 1730267.95 |
| 2488 | 2018.06.06 16:30 | buy | 830 | 0.10 | 110.032 | 0.000 | 0.000 | ||
| 2489 | 2018.06.06 16:30 | modify | 830 | 0.10 | 110.032 | 108.932 | 110.732 | ||
| 2490 | 2018.06.06 16:35 | close | 830 | 0.10 | 110.042 | 108.932 | 110.732 | 100.00 | 1730367.95 |
| 2491 | 2018.06.11 16:05 | buy | 831 | 0.10 | 109.879 | 0.000 | 0.000 | ||
| 2492 | 2018.06.11 16:05 | modify | 831 | 0.10 | 109.879 | 108.779 | 110.579 | ||
| 2493 | 2018.06.11 19:20 | close | 831 | 0.10 | 110.009 | 108.779 | 110.579 | 1300.00 | 1731667.95 |
| 2494 | 2018.06.12 00:30 | buy | 832 | 0.10 | 110.016 | 0.000 | 0.000 | ||
| 2495 | 2018.06.12 00:30 | modify | 832 | 0.10 | 110.016 | 108.916 | 110.716 | ||
| 2496 | 2018.06.12 01:20 | close | 832 | 0.10 | 110.091 | 108.916 | 110.716 | 750.00 | 1732417.95 |
| 2497 | 2018.06.13 13:25 | buy | 833 | 0.10 | 110.537 | 0.000 | 0.000 | ||
| 2498 | 2018.06.13 13:25 | modify | 833 | 0.10 | 110.537 | 109.437 | 111.237 | ||
| 2499 | 2018.06.13 16:00 | close | 833 | 0.10 | 110.479 | 109.437 | 111.237 | -580.00 | 1731837.95 |
| 2500 | 2018.06.22 16:00 | buy | 834 | 0.10 | 110.064 | 0.000 | 0.000 | ||
| 2501 | 2018.06.22 16:00 | modify | 834 | 0.10 | 110.064 | 108.964 | 110.764 | ||
| 2502 | 2018.06.22 23:10 | close | 834 | 0.10 | 109.990 | 108.964 | 110.764 | -740.00 | 1731097.95 |
| 2503 | 2018.06.22 23:10 | sell | 835 | 0.10 | 109.989 | 0.000 | 0.000 | ||
| 2504 | 2018.06.22 23:10 | modify | 835 | 0.10 | 109.989 | 111.089 | 109.289 | ||
| 2505 | 2018.06.25 03:30 | close | 835 | 0.10 | 109.699 | 111.089 | 109.289 | 2718.72 | 1733816.67 |
| 2506 | 2018.06.29 13:30 | buy | 836 | 0.10 | 110.511 | 0.000 | 0.000 | ||
| 2507 | 2018.06.29 13:30 | modify | 836 | 0.10 | 110.511 | 109.411 | 111.211 | ||
| 2508 | 2018.06.29 18:15 | close | 836 | 0.10 | 110.853 | 109.411 | 111.211 | 3420.00 | 1737236.67 |
| 2509 | 2018.06.29 23:00 | buy | 837 | 0.10 | 110.712 | 0.000 | 0.000 | ||
| 2510 | 2018.06.29 23:00 | modify | 837 | 0.10 | 110.712 | 109.612 | 111.412 | ||
| 2511 | 2018.07.02 04:15 | close | 837 | 0.10 | 111.021 | 109.612 | 111.412 | 3120.43 | 1740357.09 |
| 2512 | 2018.07.17 02:10 | sell | 838 | 0.10 | 112.347 | 0.000 | 0.000 | ||
| 2513 | 2018.07.17 02:10 | modify | 838 | 0.10 | 112.347 | 113.447 | 111.647 | ||
| 2514 | 2018.07.17 10:25 | close | 838 | 0.10 | 112.271 | 113.447 | 111.647 | 760.00 | 1741117.09 |
| 2515 | 2018.07.24 00:30 | buy | 839 | 0.10 | 111.297 | 0.000 | 0.000 | ||
| 2516 | 2018.07.24 00:30 | modify | 839 | 0.10 | 111.297 | 110.197 | 111.997 | ||
| 2517 | 2018.07.24 02:05 | close | 839 | 0.10 | 111.417 | 110.197 | 111.997 | 1200.00 | 1742317.09 |
| 2518 | 2018.07.26 12:35 | sell | 840 | 0.10 | 110.824 | 0.000 | 0.000 | ||
| 2519 | 2018.07.26 12:35 | modify | 840 | 0.10 | 110.824 | 111.924 | 110.124 | ||
| 2520 | 2018.07.27 03:25 | close | 840 | 0.10 | 111.129 | 111.924 | 110.124 | -3231.28 | 1739085.81 |
| 2521 | 2018.08.06 17:30 | buy | 841 | 0.10 | 111.349 | 0.000 | 0.000 | ||
| 2522 | 2018.08.06 17:30 | modify | 841 | 0.10 | 111.349 | 110.249 | 112.049 | ||
| 2523 | 2018.08.07 17:30 | close | 841 | 0.10 | 111.237 | 110.249 | 112.049 | -1089.57 | 1737996.24 |
| 2524 | 2018.08.07 17:30 | sell | 842 | 0.10 | 111.236 | 0.000 | 0.000 | ||
| 2525 | 2018.08.07 17:30 | modify | 842 | 0.10 | 111.236 | 112.336 | 110.536 | ||
| 2526 | 2018.08.08 07:45 | close | 842 | 0.10 | 111.308 | 112.336 | 110.536 | -901.28 | 1737094.96 |
| 2527 | 2018.08.09 16:00 | buy | 843 | 0.10 | 110.997 | 0.000 | 0.000 | ||
| 2528 | 2018.08.09 16:00 | modify | 843 | 0.10 | 110.997 | 109.897 | 111.697 | ||
| 2529 | 2018.08.09 22:10 | close | 843 | 0.10 | 111.093 | 109.897 | 111.697 | 960.00 | 1738054.96 |
| 2530 | 2018.08.10 22:20 | sell | 844 | 0.10 | 110.931 | 0.000 | 0.000 | ||
| 2531 | 2018.08.10 22:20 | modify | 844 | 0.10 | 110.931 | 112.031 | 110.231 | ||
| 2532 | 2018.08.13 00:05 | close | 844 | 0.10 | 110.489 | 112.031 | 110.231 | 4238.72 | 1742293.68 |
| 2533 | 2018.08.17 00:10 | buy | 845 | 0.10 | 110.895 | 0.000 | 0.000 | ||
| 2534 | 2018.08.17 00:10 | modify | 845 | 0.10 | 110.895 | 109.795 | 111.595 | ||
| 2535 | 2018.08.17 02:50 | close | 845 | 0.10 | 110.999 | 109.795 | 111.595 | 1040.00 | 1743333.68 |
| 2536 | 2018.08.17 21:35 | sell | 846 | 0.10 | 110.620 | 0.000 | 0.000 | ||
| 2537 | 2018.08.17 21:35 | modify | 846 | 0.10 | 110.620 | 111.720 | 109.920 | ||
| 2538 | 2018.08.20 14:40 | close | 846 | 0.10 | 110.574 | 111.720 | 109.920 | 278.72 | 1743612.40 |
| 2539 | 2018.08.22 12:20 | buy | 847 | 0.10 | 110.277 | 0.000 | 0.000 | ||
| 2540 | 2018.08.22 12:20 | modify | 847 | 0.10 | 110.277 | 109.177 | 110.977 | ||
| 2541 | 2018.08.22 16:00 | close | 847 | 0.10 | 110.369 | 109.177 | 110.977 | 920.00 | 1744532.40 |
| 2542 | 2018.08.24 23:55 | sell | 848 | 0.10 | 111.257 | 0.000 | 0.000 | ||
| 2543 | 2018.08.24 23:55 | modify | 848 | 0.10 | 111.257 | 112.357 | 110.557 | ||
| 2544 | 2018.08.27 05:25 | close | 848 | 0.10 | 111.031 | 112.357 | 110.557 | 2078.72 | 1746611.12 |
| 2545 | 2018.09.03 18:00 | buy | 849 | 0.10 | 111.026 | 0.000 | 0.000 | ||
| 2546 | 2018.09.03 18:00 | modify | 849 | 0.10 | 111.026 | 109.926 | 111.726 | ||
| 2547 | 2018.09.04 09:05 | close | 849 | 0.10 | 111.283 | 109.926 | 111.726 | 2600.43 | 1749211.55 |
| 2548 | 2018.09.04 14:25 | buy | 850 | 0.10 | 111.275 | 0.000 | 0.000 | ||
| 2549 | 2018.09.04 14:25 | modify | 850 | 0.10 | 111.275 | 110.175 | 111.975 | ||
| 2550 | 2018.09.05 04:00 | close | 850 | 0.10 | 111.639 | 110.175 | 111.975 | 3670.43 | 1752881.98 |