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 |
| 2701 | 2019.08.27 02:50 | buy | 901 | 0.10 | 106.030 | 0.000 | 0.000 | ||
| 2702 | 2019.08.27 02:50 | modify | 901 | 0.10 | 106.030 | 104.930 | 106.730 | ||
| 2703 | 2019.08.27 12:05 | sell | 902 | 0.10 | 105.875 | 0.000 | 0.000 | ||
| 2704 | 2019.08.27 12:05 | modify | 902 | 0.10 | 105.875 | 106.975 | 105.175 | ||
| 2705 | 2019.08.27 16:50 | close | 901 | 0.10 | 106.006 | 104.930 | 106.730 | -240.00 | 1773538.96 |
| 2706 | 2019.08.28 09:15 | close | 902 | 0.10 | 105.806 | 106.975 | 105.175 | 508.72 | 1774047.68 |
| 2707 | 2019.08.30 02:55 | buy | 903 | 0.10 | 106.467 | 0.000 | 0.000 | ||
| 2708 | 2019.08.30 02:55 | modify | 903 | 0.10 | 106.467 | 105.367 | 107.167 | ||
| 2709 | 2019.08.30 18:50 | close | 903 | 0.10 | 106.324 | 105.367 | 107.167 | -1430.00 | 1772617.68 |
| 2710 | 2019.09.02 18:00 | buy | 904 | 0.10 | 106.255 | 0.000 | 0.000 | ||
| 2711 | 2019.09.02 18:00 | modify | 904 | 0.10 | 106.255 | 105.155 | 106.955 | ||
| 2712 | 2019.09.03 03:20 | close | 904 | 0.10 | 106.271 | 105.155 | 106.955 | 190.43 | 1772808.10 |
| 2713 | 2019.09.03 15:45 | sell | 905 | 0.10 | 106.214 | 0.000 | 0.000 | ||
| 2714 | 2019.09.03 15:45 | modify | 905 | 0.10 | 106.214 | 107.314 | 105.514 | ||
| 2715 | 2019.09.03 17:05 | close | 905 | 0.10 | 105.800 | 107.314 | 105.514 | 4140.00 | 1776948.10 |
| 2716 | 2019.09.03 21:55 | sell | 906 | 0.10 | 106.043 | 0.000 | 0.000 | ||
| 2717 | 2019.09.03 21:55 | modify | 906 | 0.10 | 106.043 | 107.143 | 105.343 | ||
| 2718 | 2019.09.03 23:55 | close | 906 | 0.10 | 105.916 | 107.143 | 105.343 | 1270.00 | 1778218.10 |
| 2719 | 2019.09.04 17:25 | buy | 907 | 0.10 | 106.135 | 0.000 | 0.000 | ||
| 2720 | 2019.09.04 17:25 | modify | 907 | 0.10 | 106.135 | 105.035 | 106.835 | ||
| 2721 | 2019.09.04 21:25 | close | 907 | 0.10 | 106.418 | 105.035 | 106.835 | 2830.00 | 1781048.10 |
| 2722 | 2019.09.06 20:20 | sell | 908 | 0.10 | 106.918 | 0.000 | 0.000 | ||
| 2723 | 2019.09.06 20:20 | modify | 908 | 0.10 | 106.918 | 108.018 | 106.218 | ||
| 2724 | 2019.09.09 04:50 | close | 908 | 0.10 | 106.830 | 108.018 | 106.218 | 698.72 | 1781746.82 |
| 2725 | 2019.09.26 02:35 | buy | 909 | 0.10 | 107.688 | 0.000 | 0.000 | ||
| 2726 | 2019.09.26 02:35 | modify | 909 | 0.10 | 107.688 | 106.588 | 108.388 | ||
| 2727 | 2019.09.26 19:40 | close | 909 | 0.10 | 107.809 | 106.588 | 108.388 | 1210.00 | 1782956.82 |
| 2728 | 2019.09.27 18:40 | buy | 910 | 0.10 | 107.915 | 0.000 | 0.000 | ||
| 2729 | 2019.09.27 18:40 | modify | 910 | 0.10 | 107.915 | 106.815 | 108.615 | ||
| 2730 | 2019.09.30 15:20 | close | 910 | 0.10 | 108.077 | 106.815 | 108.615 | 1650.43 | 1784607.25 |
| 2731 | 2019.10.01 14:20 | buy | 911 | 0.10 | 108.233 | 0.000 | 0.000 | ||
| 2732 | 2019.10.01 14:20 | modify | 911 | 0.10 | 108.233 | 107.133 | 108.933 | ||
| 2733 | 2019.10.02 06:05 | close | 911 | 0.10 | 107.819 | 107.133 | 108.933 | -4109.57 | 1780497.68 |
| 2734 | 2019.10.08 18:00 | sell | 912 | 0.10 | 107.105 | 0.000 | 0.000 | ||
| 2735 | 2019.10.08 18:00 | modify | 912 | 0.10 | 107.105 | 108.205 | 106.405 | ||
| 2736 | 2019.10.09 02:10 | close | 912 | 0.10 | 106.993 | 108.205 | 106.405 | 938.72 | 1781436.40 |
| 2737 | 2019.10.17 21:55 | sell | 913 | 0.10 | 108.676 | 0.000 | 0.000 | ||
| 2738 | 2019.10.17 21:55 | modify | 913 | 0.10 | 108.676 | 109.776 | 107.976 | ||
| 2739 | 2019.10.18 02:10 | close | 913 | 0.10 | 108.564 | 109.776 | 107.976 | 938.72 | 1782375.12 |
| 2740 | 2019.10.21 15:35 | buy | 914 | 0.10 | 108.503 | 0.000 | 0.000 | ||
| 2741 | 2019.10.21 15:35 | modify | 914 | 0.10 | 108.503 | 107.403 | 109.203 | ||
| 2742 | 2019.10.21 18:15 | close | 914 | 0.10 | 108.596 | 107.403 | 109.203 | 930.00 | 1783305.12 |
| 2743 | 2019.10.24 00:20 | buy | 915 | 0.10 | 108.640 | 0.000 | 0.000 | ||
| 2744 | 2019.10.24 00:20 | modify | 915 | 0.10 | 108.640 | 107.540 | 109.340 | ||
| 2745 | 2019.10.24 10:20 | close | 915 | 0.10 | 108.711 | 107.540 | 109.340 | 710.00 | 1784015.12 |
| 2746 | 2019.11.07 22:15 | buy | 916 | 0.10 | 109.256 | 0.000 | 0.000 | ||
| 2747 | 2019.11.07 22:15 | modify | 916 | 0.10 | 109.256 | 108.156 | 109.956 | ||
| 2748 | 2019.11.08 09:00 | close | 916 | 0.10 | 109.294 | 108.156 | 109.956 | 410.43 | 1784425.55 |
| 2749 | 2019.11.08 23:45 | sell | 917 | 0.10 | 109.238 | 0.000 | 0.000 | ||
| 2750 | 2019.11.08 23:45 | modify | 917 | 0.10 | 109.238 | 110.338 | 108.538 | ||
| 2751 | 2019.11.11 03:00 | close | 917 | 0.10 | 109.121 | 110.338 | 108.538 | 988.72 | 1785414.27 |
| 2752 | 2019.11.12 11:55 | buy | 918 | 0.10 | 109.153 | 0.000 | 0.000 | ||
| 2753 | 2019.11.12 11:55 | modify | 918 | 0.10 | 109.153 | 108.053 | 109.853 | ||
| 2754 | 2019.11.12 17:45 | close | 918 | 0.10 | 109.221 | 108.053 | 109.853 | 680.00 | 1786094.27 |
| 2755 | 2019.11.15 01:40 | sell | 919 | 0.10 | 108.465 | 0.000 | 0.000 | ||
| 2756 | 2019.11.15 01:40 | modify | 919 | 0.10 | 108.465 | 109.565 | 107.765 | ||
| 2757 | 2019.11.15 09:50 | close | 919 | 0.10 | 108.537 | 109.565 | 107.765 | -720.00 | 1785374.27 |
| 2758 | 2019.11.18 01:05 | buy | 920 | 0.10 | 108.734 | 0.000 | 0.000 | ||
| 2759 | 2019.11.18 01:05 | modify | 920 | 0.10 | 108.734 | 107.634 | 109.434 | ||
| 2760 | 2019.11.18 09:20 | close | 920 | 0.10 | 108.918 | 107.634 | 109.434 | 1840.00 | 1787214.27 |
| 2761 | 2019.11.28 01:05 | buy | 921 | 0.10 | 109.411 | 0.000 | 0.000 | ||
| 2762 | 2019.11.28 01:05 | modify | 921 | 0.10 | 109.411 | 108.311 | 110.111 | ||
| 2763 | 2019.11.28 14:05 | close | 921 | 0.10 | 109.496 | 108.311 | 110.111 | 850.00 | 1788064.27 |
| 2764 | 2019.12.03 01:00 | sell | 922 | 0.10 | 109.060 | 0.000 | 0.000 | ||
| 2765 | 2019.12.03 01:00 | modify | 922 | 0.10 | 109.060 | 110.160 | 108.360 | ||
| 2766 | 2019.12.03 09:20 | close | 922 | 0.10 | 109.123 | 110.160 | 108.360 | -630.00 | 1787434.27 |
| 2767 | 2019.12.05 21:55 | sell | 923 | 0.10 | 108.783 | 0.000 | 0.000 | ||
| 2768 | 2019.12.05 21:55 | modify | 923 | 0.10 | 108.783 | 109.883 | 108.083 | ||
| 2769 | 2019.12.06 02:25 | close | 923 | 0.10 | 108.684 | 109.883 | 108.083 | 808.72 | 1788242.99 |
| 2770 | 2019.12.09 23:45 | buy | 924 | 0.10 | 108.579 | 0.000 | 0.000 | ||
| 2771 | 2019.12.09 23:45 | modify | 924 | 0.10 | 108.579 | 107.479 | 109.279 | ||
| 2772 | 2019.12.10 15:35 | close | 924 | 0.10 | 108.659 | 107.479 | 109.279 | 830.43 | 1789073.41 |
| 2773 | 2019.12.13 15:00 | buy | 925 | 0.10 | 109.526 | 0.000 | 0.000 | ||
| 2774 | 2019.12.13 15:00 | modify | 925 | 0.10 | 109.526 | 108.426 | 110.226 | ||
| 2775 | 2019.12.16 01:35 | close | 925 | 0.10 | 109.428 | 108.426 | 110.226 | -949.57 | 1788123.84 |
| 2776 | 2019.12.16 01:35 | sell | 926 | 0.10 | 109.427 | 0.000 | 0.000 | ||
| 2777 | 2019.12.16 01:35 | modify | 926 | 0.10 | 109.427 | 110.527 | 108.727 | ||
| 2778 | 2019.12.17 00:00 | close | 926 | 0.10 | 109.547 | 110.527 | 108.727 | -1381.28 | 1786742.56 |
| 2779 | 2019.12.19 22:20 | sell | 927 | 0.10 | 109.305 | 0.000 | 0.000 | ||
| 2780 | 2019.12.19 22:20 | modify | 927 | 0.10 | 109.305 | 110.405 | 108.605 | ||
| 2781 | 2019.12.20 09:05 | close | 927 | 0.10 | 109.268 | 110.405 | 108.605 | 188.72 | 1786931.28 |
| 2782 | 2019.12.30 14:20 | sell | 928 | 0.10 | 109.180 | 0.000 | 0.000 | ||
| 2783 | 2019.12.30 14:20 | modify | 928 | 0.10 | 109.180 | 110.280 | 108.480 | ||
| 2784 | 2019.12.30 16:15 | close | 928 | 0.10 | 109.086 | 110.280 | 108.480 | 940.00 | 1787871.28 |
| 2785 | 2019.12.31 16:50 | sell | 929 | 0.10 | 108.659 | 0.000 | 0.000 | ||
| 2786 | 2019.12.31 16:50 | modify | 929 | 0.10 | 108.659 | 109.759 | 107.959 | ||
| 2787 | 2020.01.02 15:25 | close | 929 | 0.10 | 108.722 | 109.759 | 107.959 | -1355.12 | 1786516.17 |
| 2788 | 2020.01.03 01:30 | sell | 930 | 0.10 | 108.609 | 0.000 | 0.000 | ||
| 2789 | 2020.01.03 01:30 | modify | 930 | 0.10 | 108.609 | 109.709 | 107.909 | ||
| 2790 | 2020.01.03 03:00 | close | 930 | 0.10 | 108.409 | 109.709 | 107.909 | 2000.00 | 1788516.17 |
| 2791 | 2020.01.07 23:35 | buy | 931 | 0.10 | 108.449 | 0.000 | 0.000 | ||
| 2792 | 2020.01.07 23:35 | modify | 931 | 0.10 | 108.449 | 107.349 | 109.149 | ||
| 2793 | 2020.01.08 04:45 | close | 931 | 0.10 | 108.350 | 107.349 | 109.149 | -959.57 | 1787556.59 |
| 2794 | 2020.01.10 15:35 | buy | 932 | 0.10 | 109.566 | 0.000 | 0.000 | ||
| 2795 | 2020.01.10 15:35 | modify | 932 | 0.10 | 109.566 | 108.466 | 110.266 | ||
| 2796 | 2020.01.13 03:20 | close | 932 | 0.10 | 109.635 | 108.466 | 110.266 | 720.43 | 1788277.02 |
| 2797 | 2020.01.21 13:10 | sell | 933 | 0.10 | 110.065 | 0.000 | 0.000 | ||
| 2798 | 2020.01.21 13:10 | modify | 933 | 0.10 | 110.065 | 111.165 | 109.365 | ||
| 2799 | 2020.01.21 17:20 | close | 933 | 0.10 | 109.935 | 111.165 | 109.365 | 1300.00 | 1789577.02 |
| 2800 | 2020.01.22 01:35 | sell | 934 | 0.10 | 109.899 | 0.000 | 0.000 | ||
| 2801 | 2020.01.22 01:35 | modify | 934 | 0.10 | 109.899 | 110.999 | 109.199 | ||
| 2802 | 2020.01.22 15:00 | close | 934 | 0.10 | 109.975 | 110.999 | 109.199 | -760.00 | 1788817.02 |
| 2803 | 2020.01.23 21:20 | sell | 935 | 0.10 | 109.508 | 0.000 | 0.000 | ||
| 2804 | 2020.01.23 21:20 | modify | 935 | 0.10 | 109.508 | 110.608 | 108.808 | ||
| 2805 | 2020.01.24 16:10 | close | 935 | 0.10 | 109.504 | 110.608 | 108.808 | -141.28 | 1788675.74 |
| 2806 | 2020.02.04 01:10 | buy | 936 | 0.10 | 108.613 | 0.000 | 0.000 | ||
| 2807 | 2020.02.04 01:10 | modify | 936 | 0.10 | 108.613 | 107.513 | 109.313 | ||
| 2808 | 2020.02.04 07:40 | close | 936 | 0.10 | 108.844 | 107.513 | 109.313 | 2310.00 | 1790985.74 |
| 2809 | 2020.02.20 18:35 | buy | 937 | 0.10 | 111.741 | 0.000 | 0.000 | ||
| 2810 | 2020.02.20 18:35 | modify | 937 | 0.10 | 111.741 | 110.641 | 112.441 | ||
| 2811 | 2020.02.20 23:30 | close | 937 | 0.10 | 112.154 | 110.641 | 112.441 | 4130.00 | 1795115.74 |
| 2812 | 2020.02.21 01:50 | buy | 938 | 0.10 | 111.972 | 0.000 | 0.000 | ||
| 2813 | 2020.02.21 01:50 | modify | 938 | 0.10 | 111.972 | 110.872 | 112.672 | ||
| 2814 | 2020.02.21 02:40 | close | 938 | 0.10 | 112.174 | 110.872 | 112.672 | 2020.00 | 1797135.74 |
| 2815 | 2020.02.26 01:35 | sell | 939 | 0.10 | 110.287 | 0.000 | 0.000 | ||
| 2816 | 2020.02.26 01:35 | modify | 939 | 0.10 | 110.287 | 111.387 | 109.587 | ||
| 2817 | 2020.02.26 10:50 | close | 939 | 0.10 | 110.250 | 111.387 | 109.587 | 370.00 | 1797505.74 |
| 2818 | 2020.03.02 11:00 | buy | 940 | 0.10 | 108.015 | 0.000 | 0.000 | ||
| 2819 | 2020.03.02 11:00 | modify | 940 | 0.10 | 108.015 | 106.915 | 108.715 | ||
| 2820 | 2020.03.02 18:20 | close | 940 | 0.10 | 108.065 | 106.915 | 108.715 | 500.00 | 1798005.74 |
| 2821 | 2020.03.10 15:45 | buy | 941 | 0.10 | 103.986 | 0.000 | 0.000 | ||
| 2822 | 2020.03.10 15:45 | modify | 941 | 0.10 | 103.986 | 102.886 | 104.686 | ||
| 2823 | 2020.03.10 16:35 | close | 941 | 0.10 | 104.591 | 102.886 | 104.686 | 6050.00 | 1804055.74 |
| 2824 | 2020.03.12 23:15 | buy | 942 | 0.10 | 104.751 | 0.000 | 0.000 | ||
| 2825 | 2020.03.12 23:15 | modify | 942 | 0.10 | 104.751 | 103.651 | 105.451 | ||
| 2826 | 2020.03.13 07:43 | t/p | 942 | 0.10 | 105.453 | 103.651 | 105.451 | 7050.43 | 1811106.17 |
| 2827 | 2020.03.23 12:25 | sell | 943 | 0.10 | 110.514 | 0.000 | 0.000 | ||
| 2828 | 2020.03.23 12:25 | modify | 943 | 0.10 | 110.514 | 111.614 | 109.814 | ||
| 2829 | 2020.03.23 15:25 | close | 943 | 0.10 | 109.899 | 111.614 | 109.814 | 6150.00 | 1817256.17 |
| 2830 | 2020.03.24 23:55 | buy | 944 | 0.10 | 111.247 | 0.000 | 0.000 | ||
| 2831 | 2020.03.24 23:55 | modify | 944 | 0.10 | 111.247 | 110.147 | 111.947 | ||
| 2832 | 2020.03.25 08:05 | close | 944 | 0.10 | 111.370 | 110.147 | 111.947 | 1260.43 | 1818516.59 |
| 2833 | 2020.04.06 14:25 | buy | 945 | 0.10 | 108.942 | 0.000 | 0.000 | ||
| 2834 | 2020.04.06 14:25 | modify | 945 | 0.10 | 108.942 | 107.842 | 109.642 | ||
| 2835 | 2020.04.06 22:55 | close | 945 | 0.10 | 109.236 | 107.842 | 109.642 | 2940.00 | 1821456.59 |
| 2836 | 2020.04.13 13:15 | sell | 946 | 0.10 | 108.057 | 0.000 | 0.000 | ||
| 2837 | 2020.04.13 13:15 | modify | 946 | 0.10 | 108.057 | 109.157 | 107.357 | ||
| 2838 | 2020.04.13 17:20 | close | 946 | 0.10 | 107.735 | 109.157 | 107.357 | 3220.00 | 1824676.59 |
| 2839 | 2020.04.27 00:05 | sell | 947 | 0.10 | 107.604 | 0.000 | 0.000 | ||
| 2840 | 2020.04.27 00:05 | modify | 947 | 0.10 | 107.604 | 108.704 | 106.904 | ||
| 2841 | 2020.04.27 06:20 | close | 947 | 0.10 | 107.358 | 108.704 | 106.904 | 2460.00 | 1827136.59 |
| 2842 | 2020.04.27 17:10 | sell | 948 | 0.10 | 107.217 | 0.000 | 0.000 | ||
| 2843 | 2020.04.27 17:10 | modify | 948 | 0.10 | 107.217 | 108.317 | 106.517 | ||
| 2844 | 2020.04.28 08:45 | close | 948 | 0.10 | 107.215 | 108.317 | 106.517 | -161.28 | 1826975.31 |
| 2845 | 2020.04.28 17:35 | sell | 949 | 0.10 | 106.835 | 0.000 | 0.000 | ||
| 2846 | 2020.04.28 17:35 | modify | 949 | 0.10 | 106.835 | 107.935 | 106.135 | ||
| 2847 | 2020.04.29 02:30 | close | 949 | 0.10 | 106.764 | 107.935 | 106.135 | 528.72 | 1827504.03 |
| 2848 | 2020.05.01 17:00 | sell | 950 | 0.10 | 106.889 | 0.000 | 0.000 | ||
| 2849 | 2020.05.01 17:00 | modify | 950 | 0.10 | 106.889 | 107.989 | 106.189 | ||
| 2850 | 2020.05.04 21:35 | close | 950 | 0.10 | 106.766 | 107.989 | 106.189 | 1048.72 | 1828552.76 |