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 |
| 2551 | 2018.09.11 12:05 | buy | 851 | 0.10 | 111.365 | 0.000 | 0.000 | ||
| 2552 | 2018.09.11 12:05 | modify | 851 | 0.10 | 111.365 | 110.265 | 112.065 | ||
| 2553 | 2018.09.11 16:55 | close | 851 | 0.10 | 111.492 | 110.265 | 112.065 | 1270.00 | 1754151.98 |
| 2554 | 2018.10.08 22:45 | sell | 852 | 0.10 | 113.089 | 0.000 | 0.000 | ||
| 2555 | 2018.10.08 22:45 | modify | 852 | 0.10 | 113.089 | 114.189 | 112.389 | ||
| 2556 | 2018.10.09 22:25 | close | 852 | 0.10 | 112.946 | 114.189 | 112.389 | 1248.72 | 1755400.70 |
| 2557 | 2018.10.10 16:40 | buy | 853 | 0.10 | 113.046 | 0.000 | 0.000 | ||
| 2558 | 2018.10.10 16:40 | modify | 853 | 0.10 | 113.046 | 111.946 | 113.746 | ||
| 2559 | 2018.10.10 16:45 | close | 853 | 0.10 | 113.024 | 111.946 | 113.746 | -220.00 | 1755180.70 |
| 2560 | 2018.10.25 23:10 | buy | 854 | 0.10 | 112.437 | 0.000 | 0.000 | ||
| 2561 | 2018.10.25 23:10 | modify | 854 | 0.10 | 112.437 | 111.337 | 113.137 | ||
| 2562 | 2018.10.26 15:40 | close | 854 | 0.10 | 112.179 | 111.337 | 113.137 | -2549.57 | 1752631.13 |
| 2563 | 2018.10.30 17:45 | buy | 855 | 0.10 | 112.713 | 0.000 | 0.000 | ||
| 2564 | 2018.10.30 17:45 | modify | 855 | 0.10 | 112.713 | 111.613 | 113.413 | ||
| 2565 | 2018.10.31 00:00 | close | 855 | 0.10 | 113.115 | 111.613 | 113.413 | 4050.43 | 1756681.55 |
| 2566 | 2018.11.02 12:25 | buy | 856 | 0.10 | 112.758 | 0.000 | 0.000 | ||
| 2567 | 2018.11.02 12:25 | modify | 856 | 0.10 | 112.758 | 111.658 | 113.458 | ||
| 2568 | 2018.11.02 19:05 | close | 856 | 0.10 | 113.126 | 111.658 | 113.458 | 3680.00 | 1760361.55 |
| 2569 | 2018.11.07 21:45 | buy | 857 | 0.10 | 113.241 | 0.000 | 0.000 | ||
| 2570 | 2018.11.07 21:45 | modify | 857 | 0.10 | 113.241 | 112.141 | 113.941 | ||
| 2571 | 2018.11.07 23:20 | close | 857 | 0.10 | 113.558 | 112.141 | 113.941 | 3170.00 | 1763531.55 |
| 2572 | 2018.11.13 14:30 | buy | 858 | 0.10 | 113.942 | 0.000 | 0.000 | ||
| 2573 | 2018.11.13 14:30 | modify | 858 | 0.10 | 113.942 | 112.842 | 114.642 | ||
| 2574 | 2018.11.14 02:10 | close | 858 | 0.10 | 113.894 | 112.842 | 114.642 | -449.57 | 1763081.98 |
| 2575 | 2018.11.27 01:35 | buy | 859 | 0.10 | 113.517 | 0.000 | 0.000 | ||
| 2576 | 2018.11.27 01:35 | modify | 859 | 0.10 | 113.517 | 112.417 | 114.217 | ||
| 2577 | 2018.11.27 09:35 | close | 859 | 0.10 | 113.647 | 112.417 | 114.217 | 1300.00 | 1764381.98 |
| 2578 | 2018.11.30 23:00 | buy | 860 | 0.10 | 113.511 | 0.000 | 0.000 | ||
| 2579 | 2018.11.30 23:00 | modify | 860 | 0.10 | 113.511 | 112.411 | 114.211 | ||
| 2580 | 2018.12.03 01:15 | close | 860 | 0.10 | 113.800 | 112.411 | 114.211 | 2920.43 | 1767302.41 |
| 2581 | 2018.12.03 13:05 | sell | 861 | 0.10 | 113.553 | 0.000 | 0.000 | ||
| 2582 | 2018.12.03 13:05 | modify | 861 | 0.10 | 113.553 | 114.653 | 112.853 | ||
| 2583 | 2018.12.04 01:25 | close | 861 | 0.10 | 113.578 | 114.653 | 112.853 | -431.28 | 1766871.13 |
| 2584 | 2018.12.18 16:25 | sell | 862 | 0.10 | 112.517 | 0.000 | 0.000 | ||
| 2585 | 2018.12.18 16:25 | modify | 862 | 0.10 | 112.517 | 113.617 | 111.817 | ||
| 2586 | 2018.12.19 01:10 | close | 862 | 0.10 | 112.442 | 113.617 | 111.817 | 568.72 | 1767439.85 |
| 2587 | 2018.12.21 23:50 | buy | 863 | 0.10 | 111.228 | 0.000 | 0.000 | ||
| 2588 | 2018.12.21 23:50 | modify | 863 | 0.10 | 111.228 | 110.128 | 111.928 | ||
| 2589 | 2018.12.24 11:45 | close | 863 | 0.10 | 111.118 | 110.128 | 111.928 | -1069.57 | 1766370.27 |
| 2590 | 2018.12.28 17:55 | sell | 864 | 0.10 | 110.498 | 0.000 | 0.000 | ||
| 2591 | 2018.12.28 17:55 | modify | 864 | 0.10 | 110.498 | 111.598 | 109.798 | ||
| 2592 | 2018.12.28 22:55 | close | 864 | 0.10 | 110.200 | 111.598 | 109.798 | 2980.00 | 1769350.27 |
| 2593 | 2019.01.07 12:55 | sell | 865 | 0.10 | 108.347 | 0.000 | 0.000 | ||
| 2594 | 2019.01.07 12:55 | modify | 865 | 0.10 | 108.347 | 109.447 | 107.647 | ||
| 2595 | 2019.01.08 12:55 | close | 865 | 0.10 | 108.702 | 109.447 | 107.647 | -3731.28 | 1765618.99 |
| 2596 | 2019.01.08 22:40 | sell | 866 | 0.10 | 108.771 | 0.000 | 0.000 | ||
| 2597 | 2019.01.08 22:40 | modify | 866 | 0.10 | 108.771 | 109.871 | 108.071 | ||
| 2598 | 2019.01.09 15:00 | close | 866 | 0.10 | 108.890 | 109.871 | 108.071 | -1371.28 | 1764247.72 |
| 2599 | 2019.01.14 01:15 | buy | 867 | 0.10 | 108.409 | 0.000 | 0.000 | ||
| 2600 | 2019.01.14 01:15 | modify | 867 | 0.10 | 108.409 | 107.309 | 109.109 | ||
| 2601 | 2019.01.14 15:45 | close | 867 | 0.10 | 108.223 | 107.309 | 109.109 | -1860.00 | 1762387.72 |
| 2602 | 2019.01.14 15:45 | sell | 868 | 0.10 | 108.223 | 0.000 | 0.000 | ||
| 2603 | 2019.01.14 15:45 | modify | 868 | 0.10 | 108.223 | 109.323 | 107.523 | ||
| 2604 | 2019.01.15 14:00 | close | 868 | 0.10 | 108.382 | 109.323 | 107.523 | -1771.28 | 1760616.44 |
| 2605 | 2019.01.24 15:35 | buy | 869 | 0.10 | 109.603 | 0.000 | 0.000 | ||
| 2606 | 2019.01.24 15:35 | modify | 869 | 0.10 | 109.603 | 108.503 | 110.303 | ||
| 2607 | 2019.01.25 02:10 | close | 869 | 0.10 | 109.674 | 108.503 | 110.303 | 740.43 | 1761356.86 |
| 2608 | 2019.01.28 21:50 | sell | 870 | 0.10 | 109.363 | 0.000 | 0.000 | ||
| 2609 | 2019.01.28 21:50 | modify | 870 | 0.10 | 109.363 | 110.463 | 108.663 | ||
| 2610 | 2019.01.29 02:55 | close | 870 | 0.10 | 109.188 | 110.463 | 108.663 | 1568.72 | 1762925.58 |
| 2611 | 2019.01.31 17:05 | sell | 871 | 0.10 | 108.726 | 0.000 | 0.000 | ||
| 2612 | 2019.01.31 17:05 | modify | 871 | 0.10 | 108.726 | 109.826 | 108.026 | ||
| 2613 | 2019.02.04 07:45 | close | 871 | 0.10 | 109.736 | 109.826 | 108.026 | -10462.56 | 1752463.03 |
| 2614 | 2019.02.19 15:55 | buy | 872 | 0.10 | 110.651 | 0.000 | 0.000 | ||
| 2615 | 2019.02.19 15:55 | modify | 872 | 0.10 | 110.651 | 109.551 | 111.351 | ||
| 2616 | 2019.02.19 21:40 | close | 872 | 0.10 | 110.659 | 109.551 | 111.351 | 80.00 | 1752543.03 |
| 2617 | 2019.02.22 15:35 | buy | 873 | 0.10 | 110.756 | 0.000 | 0.000 | ||
| 2618 | 2019.02.22 15:35 | modify | 873 | 0.10 | 110.756 | 109.656 | 111.456 | ||
| 2619 | 2019.02.25 00:55 | close | 873 | 0.10 | 110.766 | 109.656 | 111.456 | 130.43 | 1752673.45 |
| 2620 | 2019.02.28 01:05 | buy | 874 | 0.10 | 110.931 | 0.000 | 0.000 | ||
| 2621 | 2019.02.28 01:05 | modify | 874 | 0.10 | 110.931 | 109.831 | 111.631 | ||
| 2622 | 2019.02.28 15:35 | close | 874 | 0.10 | 110.954 | 109.831 | 111.631 | 230.00 | 1752903.45 |
| 2623 | 2019.03.04 15:00 | sell | 875 | 0.10 | 111.948 | 0.000 | 0.000 | ||
| 2624 | 2019.03.04 15:00 | modify | 875 | 0.10 | 111.948 | 113.048 | 111.248 | ||
| 2625 | 2019.03.04 18:10 | close | 875 | 0.10 | 111.782 | 113.048 | 111.248 | 1660.00 | 1754563.45 |
| 2626 | 2019.03.11 15:05 | buy | 876 | 0.10 | 111.143 | 0.000 | 0.000 | ||
| 2627 | 2019.03.11 15:05 | modify | 876 | 0.10 | 111.143 | 110.043 | 111.843 | ||
| 2628 | 2019.03.12 03:45 | close | 876 | 0.10 | 111.385 | 110.043 | 111.843 | 2450.43 | 1757013.88 |
| 2629 | 2019.03.15 00:05 | buy | 877 | 0.10 | 111.665 | 0.000 | 0.000 | ||
| 2630 | 2019.03.15 00:05 | modify | 877 | 0.10 | 111.665 | 110.565 | 112.365 | ||
| 2631 | 2019.03.15 02:15 | close | 877 | 0.10 | 111.715 | 110.565 | 112.365 | 500.00 | 1757513.88 |
| 2632 | 2019.03.18 02:45 | sell | 878 | 0.10 | 111.539 | 0.000 | 0.000 | ||
| 2633 | 2019.03.18 02:45 | modify | 878 | 0.10 | 111.539 | 112.639 | 110.839 | ||
| 2634 | 2019.03.18 11:00 | close | 878 | 0.10 | 111.490 | 112.639 | 110.839 | 490.00 | 1758003.88 |
| 2635 | 2019.03.21 13:55 | sell | 879 | 0.10 | 110.588 | 0.000 | 0.000 | ||
| 2636 | 2019.03.21 13:55 | modify | 879 | 0.10 | 110.588 | 111.688 | 109.888 | ||
| 2637 | 2019.03.22 11:40 | close | 879 | 0.10 | 110.650 | 111.688 | 109.888 | -801.28 | 1757202.60 |
| 2638 | 2019.03.22 21:15 | sell | 880 | 0.10 | 110.147 | 0.000 | 0.000 | ||
| 2639 | 2019.03.22 21:15 | modify | 880 | 0.10 | 110.147 | 111.247 | 109.447 | ||
| 2640 | 2019.03.22 22:45 | close | 880 | 0.10 | 109.913 | 111.247 | 109.447 | 2340.00 | 1759542.60 |
| 2641 | 2019.03.25 02:30 | sell | 881 | 0.10 | 110.114 | 0.000 | 0.000 | ||
| 2642 | 2019.03.25 02:30 | modify | 881 | 0.10 | 110.114 | 111.214 | 109.414 | ||
| 2643 | 2019.03.25 03:50 | close | 881 | 0.10 | 109.892 | 111.214 | 109.414 | 2220.00 | 1761762.60 |
| 2644 | 2019.03.25 15:45 | buy | 882 | 0.10 | 110.011 | 0.000 | 0.000 | ||
| 2645 | 2019.03.25 15:45 | modify | 882 | 0.10 | 110.011 | 108.911 | 110.711 | ||
| 2646 | 2019.03.26 03:35 | close | 882 | 0.10 | 110.141 | 108.911 | 110.711 | 1330.43 | 1763093.03 |
| 2647 | 2019.04.09 14:35 | sell | 883 | 0.10 | 111.363 | 0.000 | 0.000 | ||
| 2648 | 2019.04.09 14:35 | modify | 883 | 0.10 | 111.363 | 112.463 | 110.663 | ||
| 2649 | 2019.04.09 15:35 | close | 883 | 0.10 | 111.167 | 112.463 | 110.663 | 1960.00 | 1765053.03 |
| 2650 | 2019.04.12 02:35 | buy | 884 | 0.10 | 111.601 | 0.000 | 0.000 | ||
| 2651 | 2019.04.12 02:35 | modify | 884 | 0.10 | 111.601 | 110.501 | 112.301 | ||
| 2652 | 2019.04.12 03:20 | close | 884 | 0.10 | 111.690 | 110.501 | 112.301 | 890.00 | 1765943.03 |
| 2653 | 2019.05.01 16:00 | sell | 885 | 0.10 | 111.412 | 0.000 | 0.000 | ||
| 2654 | 2019.05.01 16:00 | modify | 885 | 0.10 | 111.412 | 112.512 | 110.712 | ||
| 2655 | 2019.05.01 16:05 | close | 885 | 0.10 | 111.388 | 112.512 | 110.712 | 240.00 | 1766183.03 |
| 2656 | 2019.05.01 21:35 | sell | 886 | 0.10 | 111.347 | 0.000 | 0.000 | ||
| 2657 | 2019.05.01 21:35 | modify | 886 | 0.10 | 111.347 | 112.447 | 110.647 | ||
| 2658 | 2019.05.02 10:20 | close | 886 | 0.10 | 111.471 | 112.447 | 110.647 | -1783.84 | 1764399.19 |
| 2659 | 2019.05.09 13:45 | sell | 887 | 0.10 | 109.911 | 0.000 | 0.000 | ||
| 2660 | 2019.05.09 13:45 | modify | 887 | 0.10 | 109.911 | 111.011 | 109.211 | ||
| 2661 | 2019.05.09 16:55 | close | 887 | 0.10 | 109.646 | 111.011 | 109.211 | 2650.00 | 1767049.19 |
| 2662 | 2019.05.14 15:20 | buy | 888 | 0.10 | 109.550 | 0.000 | 0.000 | ||
| 2663 | 2019.05.14 15:20 | modify | 888 | 0.10 | 109.550 | 108.450 | 110.250 | ||
| 2664 | 2019.05.14 18:40 | close | 888 | 0.10 | 109.704 | 108.450 | 110.250 | 1540.00 | 1768589.19 |
| 2665 | 2019.05.15 17:15 | sell | 889 | 0.10 | 109.609 | 0.000 | 0.000 | ||
| 2666 | 2019.05.15 17:15 | modify | 889 | 0.10 | 109.609 | 110.709 | 108.909 | ||
| 2667 | 2019.05.16 02:40 | close | 889 | 0.10 | 109.483 | 110.709 | 108.909 | 716.16 | 1769305.35 |
| 2668 | 2019.05.16 02:40 | buy | 890 | 0.10 | 109.482 | 0.000 | 0.000 | ||
| 2669 | 2019.05.16 02:40 | modify | 890 | 0.10 | 109.482 | 108.382 | 110.182 | ||
| 2670 | 2019.05.16 13:15 | close | 890 | 0.10 | 109.661 | 108.382 | 110.182 | 1790.00 | 1771095.35 |
| 2671 | 2019.05.21 22:45 | buy | 891 | 0.10 | 110.562 | 0.000 | 0.000 | ||
| 2672 | 2019.05.21 22:45 | modify | 891 | 0.10 | 110.562 | 109.462 | 111.262 | ||
| 2673 | 2019.05.22 02:45 | close | 891 | 0.10 | 110.588 | 109.462 | 111.262 | 290.43 | 1771385.78 |
| 2674 | 2019.06.04 20:55 | buy | 892 | 0.10 | 108.094 | 0.000 | 0.000 | ||
| 2675 | 2019.06.04 20:55 | modify | 892 | 0.10 | 108.094 | 106.994 | 108.794 | ||
| 2676 | 2019.06.05 01:30 | close | 892 | 0.10 | 108.252 | 106.994 | 108.794 | 1610.43 | 1772996.20 |
| 2677 | 2019.06.07 21:45 | sell | 893 | 0.10 | 108.247 | 0.000 | 0.000 | ||
| 2678 | 2019.06.07 21:45 | modify | 893 | 0.10 | 108.247 | 109.347 | 107.547 | ||
| 2679 | 2019.06.10 12:35 | close | 893 | 0.10 | 108.529 | 109.347 | 107.547 | -3001.28 | 1769994.93 |
| 2680 | 2019.06.10 12:35 | buy | 894 | 0.10 | 108.534 | 0.000 | 0.000 | ||
| 2681 | 2019.06.10 12:35 | modify | 894 | 0.10 | 108.534 | 107.434 | 109.234 | ||
| 2682 | 2019.06.11 04:00 | close | 894 | 0.10 | 108.489 | 107.434 | 109.234 | -419.57 | 1769575.35 |
| 2683 | 2019.07.08 00:05 | buy | 895 | 0.10 | 108.459 | 0.000 | 0.000 | ||
| 2684 | 2019.07.08 00:05 | modify | 895 | 0.10 | 108.459 | 107.359 | 109.159 | ||
| 2685 | 2019.07.08 01:15 | close | 895 | 0.10 | 108.549 | 107.359 | 109.159 | 900.00 | 1770475.35 |
| 2686 | 2019.07.08 12:25 | sell | 896 | 0.10 | 108.453 | 0.000 | 0.000 | ||
| 2687 | 2019.07.08 12:25 | modify | 896 | 0.10 | 108.453 | 109.553 | 107.753 | ||
| 2688 | 2019.07.09 00:45 | close | 896 | 0.10 | 108.701 | 109.553 | 107.753 | -2661.28 | 1767814.07 |
| 2689 | 2019.07.16 12:15 | buy | 897 | 0.10 | 107.939 | 0.000 | 0.000 | ||
| 2690 | 2019.07.16 12:15 | modify | 897 | 0.10 | 107.939 | 106.839 | 108.639 | ||
| 2691 | 2019.07.16 15:35 | close | 897 | 0.10 | 108.151 | 106.839 | 108.639 | 2120.00 | 1769934.07 |
| 2692 | 2019.08.05 12:30 | sell | 898 | 0.10 | 106.169 | 0.000 | 0.000 | ||
| 2693 | 2019.08.05 12:30 | modify | 898 | 0.10 | 106.169 | 107.269 | 105.469 | ||
| 2694 | 2019.08.06 00:55 | close | 898 | 0.10 | 105.830 | 107.269 | 105.469 | 3208.72 | 1773142.79 |
| 2695 | 2019.08.07 20:50 | sell | 899 | 0.10 | 106.037 | 0.000 | 0.000 | ||
| 2696 | 2019.08.07 20:50 | modify | 899 | 0.10 | 106.037 | 107.137 | 105.337 | ||
| 2697 | 2019.08.08 09:10 | close | 899 | 0.10 | 106.046 | 107.137 | 105.337 | -633.84 | 1772508.96 |
| 2698 | 2019.08.12 17:00 | sell | 900 | 0.10 | 105.317 | 0.000 | 0.000 | ||
| 2699 | 2019.08.12 17:00 | modify | 900 | 0.10 | 105.317 | 106.417 | 104.617 | ||
| 2700 | 2019.08.12 21:45 | close | 900 | 0.10 | 105.190 | 106.417 | 104.617 | 1270.00 | 1773778.96 |