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 |
| 151 | 2004.12.29 21:40 | buy | 51 | 0.10 | 103.923 | 0.000 | 0.000 | ||
| 152 | 2004.12.29 21:40 | modify | 51 | 0.10 | 103.923 | 102.823 | 104.623 | ||
| 153 | 2004.12.30 02:55 | close | 51 | 0.10 | 104.111 | 102.823 | 104.623 | 1971.28 | 1060068.92 |
| 154 | 2005.01.18 15:20 | buy | 52 | 0.10 | 102.486 | 0.000 | 0.000 | ||
| 155 | 2005.01.18 15:20 | modify | 52 | 0.10 | 102.486 | 101.386 | 103.186 | ||
| 156 | 2005.01.19 15:00 | close | 52 | 0.10 | 102.260 | 101.386 | 103.186 | -2229.57 | 1057839.35 |
| 157 | 2005.02.04 20:20 | sell | 53 | 0.10 | 103.964 | 0.000 | 0.000 | ||
| 158 | 2005.02.04 20:20 | modify | 53 | 0.10 | 103.964 | 105.064 | 103.264 | ||
| 159 | 2005.02.07 02:10 | close | 53 | 0.10 | 104.150 | 105.064 | 103.264 | -2041.28 | 1055798.07 |
| 160 | 2005.02.16 15:30 | buy | 54 | 0.10 | 104.836 | 0.000 | 0.000 | ||
| 161 | 2005.02.16 15:30 | modify | 54 | 0.10 | 104.836 | 103.736 | 105.536 | ||
| 162 | 2005.02.16 15:35 | close | 54 | 0.10 | 104.956 | 103.736 | 105.536 | 1200.00 | 1056998.07 |
| 163 | 2005.03.04 22:25 | sell | 55 | 0.10 | 104.688 | 0.000 | 0.000 | ||
| 164 | 2005.03.04 22:25 | modify | 55 | 0.10 | 104.688 | 105.788 | 103.988 | ||
| 165 | 2005.03.07 01:35 | close | 55 | 0.10 | 104.615 | 105.788 | 103.988 | 548.72 | 1057546.79 |
| 166 | 2005.03.24 00:10 | buy | 56 | 0.10 | 105.908 | 0.000 | 0.000 | ||
| 167 | 2005.03.24 00:10 | modify | 56 | 0.10 | 105.908 | 104.808 | 106.608 | ||
| 168 | 2005.03.24 02:25 | close | 56 | 0.10 | 106.095 | 104.808 | 106.608 | 1870.00 | 1059416.79 |
| 169 | 2005.03.30 00:25 | buy | 57 | 0.10 | 107.350 | 0.000 | 0.000 | ||
| 170 | 2005.03.30 00:25 | modify | 57 | 0.10 | 107.350 | 106.250 | 108.050 | ||
| 171 | 2005.03.30 11:55 | close | 57 | 0.10 | 107.511 | 106.250 | 108.050 | 1610.00 | 1061026.79 |
| 172 | 2005.03.31 17:10 | sell | 58 | 0.10 | 107.083 | 0.000 | 0.000 | ||
| 173 | 2005.03.31 17:10 | modify | 58 | 0.10 | 107.083 | 108.183 | 106.383 | ||
| 174 | 2005.04.01 11:15 | close | 58 | 0.10 | 107.114 | 108.183 | 106.383 | -491.28 | 1060535.51 |
| 175 | 2005.04.06 02:40 | sell | 59 | 0.10 | 108.354 | 0.000 | 0.000 | ||
| 176 | 2005.04.06 02:40 | modify | 59 | 0.10 | 108.354 | 109.454 | 107.654 | ||
| 177 | 2005.04.06 04:35 | close | 59 | 0.10 | 108.129 | 109.454 | 107.654 | 2250.00 | 1062785.51 |
| 178 | 2005.04.11 02:15 | sell | 60 | 0.10 | 108.424 | 0.000 | 0.000 | ||
| 179 | 2005.04.11 02:15 | modify | 60 | 0.10 | 108.424 | 109.524 | 107.724 | ||
| 180 | 2005.04.11 10:50 | close | 60 | 0.10 | 108.164 | 109.524 | 107.724 | 2600.00 | 1065385.51 |
| 181 | 2005.04.12 21:25 | buy | 61 | 0.10 | 107.928 | 0.000 | 0.000 | ||
| 182 | 2005.04.12 21:25 | modify | 61 | 0.10 | 107.928 | 106.828 | 108.628 | ||
| 183 | 2005.04.13 16:00 | close | 61 | 0.10 | 107.553 | 106.828 | 108.628 | -3719.57 | 1061665.94 |
| 184 | 2005.04.14 22:05 | buy | 62 | 0.10 | 108.087 | 0.000 | 0.000 | ||
| 185 | 2005.04.14 22:05 | modify | 62 | 0.10 | 108.087 | 106.987 | 108.787 | ||
| 186 | 2005.04.15 07:30 | close | 62 | 0.10 | 108.360 | 106.987 | 108.787 | 2760.43 | 1064426.36 |
| 187 | 2005.04.21 00:10 | sell | 63 | 0.10 | 106.875 | 0.000 | 0.000 | ||
| 188 | 2005.04.21 00:10 | modify | 63 | 0.10 | 106.875 | 107.975 | 106.175 | ||
| 189 | 2005.04.21 18:40 | close | 63 | 0.10 | 106.857 | 107.975 | 106.175 | 180.00 | 1064606.36 |
| 190 | 2005.05.06 13:25 | buy | 64 | 0.10 | 104.579 | 0.000 | 0.000 | ||
| 191 | 2005.05.06 13:25 | modify | 64 | 0.10 | 104.579 | 103.479 | 105.279 | ||
| 192 | 2005.05.06 15:35 | close | 64 | 0.10 | 105.003 | 103.479 | 105.279 | 4240.00 | 1068846.36 |
| 193 | 2005.05.17 12:05 | buy | 65 | 0.10 | 107.003 | 0.000 | 0.000 | ||
| 194 | 2005.05.17 12:05 | modify | 65 | 0.10 | 107.003 | 105.903 | 107.703 | ||
| 195 | 2005.05.17 14:00 | close | 65 | 0.10 | 107.323 | 105.903 | 107.703 | 3200.00 | 1072046.36 |
| 196 | 2005.05.19 00:35 | sell | 66 | 0.10 | 107.061 | 0.000 | 0.000 | ||
| 197 | 2005.05.19 00:35 | modify | 66 | 0.10 | 107.061 | 108.161 | 106.361 | ||
| 198 | 2005.05.20 04:30 | close | 66 | 0.10 | 107.516 | 108.161 | 106.361 | -4731.28 | 1067315.09 |
| 199 | 2005.05.25 16:25 | buy | 67 | 0.10 | 107.476 | 0.000 | 0.000 | ||
| 200 | 2005.05.25 16:25 | modify | 67 | 0.10 | 107.476 | 106.376 | 108.176 | ||
| 201 | 2005.05.25 16:30 | close | 67 | 0.10 | 107.470 | 106.376 | 108.176 | -60.00 | 1067255.09 |
| 202 | 2005.06.02 17:00 | sell | 68 | 0.10 | 108.409 | 0.000 | 0.000 | ||
| 203 | 2005.06.02 17:00 | modify | 68 | 0.10 | 108.409 | 109.509 | 107.709 | ||
| 204 | 2005.06.03 04:00 | close | 68 | 0.10 | 107.957 | 109.509 | 107.709 | 4338.72 | 1071593.81 |
| 205 | 2005.06.29 17:55 | buy | 69 | 0.10 | 110.303 | 0.000 | 0.000 | ||
| 206 | 2005.06.29 17:55 | modify | 69 | 0.10 | 110.303 | 109.203 | 111.003 | ||
| 207 | 2005.06.30 12:05 | close | 69 | 0.10 | 110.546 | 109.203 | 111.003 | 2521.28 | 1074115.09 |
| 208 | 2005.07.12 15:45 | sell | 70 | 0.10 | 111.322 | 0.000 | 0.000 | ||
| 209 | 2005.07.12 15:45 | modify | 70 | 0.10 | 111.322 | 112.422 | 110.622 | ||
| 210 | 2005.07.12 16:30 | close | 70 | 0.10 | 110.933 | 112.422 | 110.622 | 3890.00 | 1078005.09 |
| 211 | 2005.07.13 21:55 | buy | 71 | 0.10 | 111.887 | 0.000 | 0.000 | ||
| 212 | 2005.07.13 21:55 | modify | 71 | 0.10 | 111.887 | 110.787 | 112.587 | ||
| 213 | 2005.07.14 01:40 | close | 71 | 0.10 | 112.060 | 110.787 | 112.587 | 1821.28 | 1079826.37 |
| 214 | 2005.07.19 21:50 | buy | 72 | 0.10 | 112.673 | 0.000 | 0.000 | ||
| 215 | 2005.07.19 21:50 | modify | 72 | 0.10 | 112.673 | 111.573 | 113.373 | ||
| 216 | 2005.07.20 01:15 | close | 72 | 0.10 | 112.842 | 111.573 | 113.373 | 1720.43 | 1081546.79 |
| 217 | 2005.07.22 02:40 | sell | 73 | 0.10 | 110.553 | 0.000 | 0.000 | ||
| 218 | 2005.07.22 02:40 | modify | 73 | 0.10 | 110.553 | 111.653 | 109.853 | ||
| 219 | 2005.07.22 08:50 | close | 73 | 0.10 | 110.897 | 111.653 | 109.853 | -3440.00 | 1078106.79 |
| 220 | 2005.08.04 18:20 | buy | 74 | 0.10 | 111.204 | 0.000 | 0.000 | ||
| 221 | 2005.08.04 18:20 | modify | 74 | 0.10 | 111.204 | 110.104 | 111.904 | ||
| 222 | 2005.08.05 05:35 | close | 74 | 0.10 | 111.435 | 110.104 | 111.904 | 2340.43 | 1080447.22 |
| 223 | 2005.08.09 02:15 | buy | 75 | 0.10 | 111.962 | 0.000 | 0.000 | ||
| 224 | 2005.08.09 02:15 | modify | 75 | 0.10 | 111.962 | 110.862 | 112.662 | ||
| 225 | 2005.08.09 11:30 | close | 75 | 0.10 | 112.071 | 110.862 | 112.662 | 1090.00 | 1081537.22 |
| 226 | 2005.08.12 02:40 | sell | 76 | 0.10 | 109.822 | 0.000 | 0.000 | ||
| 227 | 2005.08.12 02:40 | modify | 76 | 0.10 | 109.822 | 110.922 | 109.122 | ||
| 228 | 2005.08.12 10:00 | close | 76 | 0.10 | 109.612 | 110.922 | 109.122 | 2100.00 | 1083637.22 |
| 229 | 2005.08.17 13:50 | buy | 77 | 0.10 | 109.778 | 0.000 | 0.000 | ||
| 230 | 2005.08.17 13:50 | modify | 77 | 0.10 | 109.778 | 108.678 | 110.478 | ||
| 231 | 2005.08.17 16:00 | close | 77 | 0.10 | 109.676 | 108.678 | 110.478 | -1020.00 | 1082617.22 |
| 232 | 2005.08.26 18:45 | sell | 78 | 0.10 | 109.869 | 0.000 | 0.000 | ||
| 233 | 2005.08.26 18:45 | modify | 78 | 0.10 | 109.869 | 110.969 | 109.169 | ||
| 234 | 2005.08.29 02:10 | close | 78 | 0.10 | 109.903 | 110.969 | 109.169 | -521.28 | 1082095.94 |
| 235 | 2005.08.29 02:10 | buy | 79 | 0.10 | 109.902 | 0.000 | 0.000 | ||
| 236 | 2005.08.29 02:10 | modify | 79 | 0.10 | 109.902 | 108.802 | 110.602 | ||
| 237 | 2005.08.29 04:15 | close | 79 | 0.10 | 110.315 | 108.802 | 110.602 | 4130.00 | 1086225.94 |
| 238 | 2005.09.05 17:50 | sell | 80 | 0.10 | 109.166 | 0.000 | 0.000 | ||
| 239 | 2005.09.05 17:50 | modify | 80 | 0.10 | 109.166 | 110.266 | 108.466 | ||
| 240 | 2005.09.06 15:25 | close | 80 | 0.10 | 109.502 | 110.266 | 108.466 | -3541.28 | 1082684.66 |
| 241 | 2005.09.06 15:45 | buy | 81 | 0.10 | 109.473 | 0.000 | 0.000 | ||
| 242 | 2005.09.06 15:45 | modify | 81 | 0.10 | 109.473 | 108.373 | 110.173 | ||
| 243 | 2005.09.06 17:10 | close | 81 | 0.10 | 109.698 | 108.373 | 110.173 | 2250.00 | 1084934.66 |
| 244 | 2005.09.21 02:50 | buy | 82 | 0.10 | 111.849 | 0.000 | 0.000 | ||
| 245 | 2005.09.21 02:50 | modify | 82 | 0.10 | 111.849 | 110.749 | 112.549 | ||
| 246 | 2005.09.21 16:00 | close | 82 | 0.10 | 111.146 | 110.749 | 112.549 | -7030.00 | 1077904.66 |
| 247 | 2005.10.10 22:45 | buy | 83 | 0.10 | 114.085 | 0.000 | 0.000 | ||
| 248 | 2005.10.10 22:45 | modify | 83 | 0.10 | 114.085 | 112.985 | 114.785 | ||
| 249 | 2005.10.11 13:40 | close | 83 | 0.10 | 114.159 | 112.985 | 114.785 | 770.43 | 1078675.09 |
| 250 | 2005.10.18 18:50 | buy | 84 | 0.10 | 115.676 | 0.000 | 0.000 | ||
| 251 | 2005.10.18 18:50 | modify | 84 | 0.10 | 115.676 | 114.576 | 116.376 | ||
| 252 | 2005.10.19 09:40 | close | 84 | 0.10 | 115.960 | 114.576 | 116.376 | 2870.43 | 1081545.51 |
| 253 | 2005.10.24 14:00 | sell | 85 | 0.10 | 115.764 | 0.000 | 0.000 | ||
| 254 | 2005.10.24 14:00 | modify | 85 | 0.10 | 115.764 | 116.864 | 115.064 | ||
| 255 | 2005.10.24 16:05 | close | 85 | 0.10 | 115.515 | 116.864 | 115.064 | 2490.00 | 1084035.51 |
| 256 | 2005.10.25 22:45 | sell | 86 | 0.10 | 115.054 | 0.000 | 0.000 | ||
| 257 | 2005.10.25 22:45 | modify | 86 | 0.10 | 115.054 | 116.154 | 114.354 | ||
| 258 | 2005.10.26 08:45 | close | 86 | 0.10 | 115.050 | 116.154 | 114.354 | -141.28 | 1083894.23 |
| 259 | 2005.10.28 02:10 | buy | 87 | 0.10 | 115.256 | 0.000 | 0.000 | ||
| 260 | 2005.10.28 02:10 | modify | 87 | 0.10 | 115.256 | 114.156 | 115.956 | ||
| 261 | 2005.10.28 14:55 | close | 87 | 0.10 | 115.402 | 114.156 | 115.956 | 1460.00 | 1085354.23 |
| 262 | 2005.11.11 01:50 | buy | 88 | 0.10 | 117.961 | 0.000 | 0.000 | ||
| 263 | 2005.11.11 01:50 | modify | 88 | 0.10 | 117.961 | 116.861 | 118.661 | ||
| 264 | 2005.11.11 11:10 | close | 88 | 0.10 | 117.929 | 116.861 | 118.661 | -320.00 | 1085034.23 |
| 265 | 2005.12.02 01:55 | buy | 89 | 0.10 | 120.404 | 0.000 | 0.000 | ||
| 266 | 2005.12.02 01:55 | modify | 89 | 0.10 | 120.404 | 119.304 | 121.104 | ||
| 267 | 2005.12.02 12:55 | close | 89 | 0.10 | 120.802 | 119.304 | 121.104 | 3980.00 | 1089014.23 |
| 268 | 2005.12.05 11:00 | buy | 90 | 0.10 | 121.129 | 0.000 | 0.000 | ||
| 269 | 2005.12.05 11:00 | modify | 90 | 0.10 | 121.129 | 120.029 | 121.829 | ||
| 270 | 2005.12.06 01:00 | close | 90 | 0.10 | 120.903 | 120.029 | 121.829 | -2229.57 | 1086784.66 |
| 271 | 2005.12.06 01:00 | sell | 91 | 0.10 | 120.908 | 0.000 | 0.000 | ||
| 272 | 2005.12.06 01:00 | modify | 91 | 0.10 | 120.908 | 122.008 | 120.208 | ||
| 273 | 2005.12.07 01:30 | close | 91 | 0.10 | 120.664 | 122.008 | 120.208 | 2258.72 | 1089043.38 |
| 274 | 2005.12.08 15:05 | sell | 92 | 0.10 | 120.588 | 0.000 | 0.000 | ||
| 275 | 2005.12.08 15:05 | modify | 92 | 0.10 | 120.588 | 121.688 | 119.888 | ||
| 276 | 2005.12.08 17:30 | close | 92 | 0.10 | 120.373 | 121.688 | 119.888 | 2150.00 | 1091193.38 |
| 277 | 2005.12.13 01:55 | sell | 93 | 0.10 | 119.954 | 0.000 | 0.000 | ||
| 278 | 2005.12.13 01:55 | modify | 93 | 0.10 | 119.954 | 121.054 | 119.254 | ||
| 279 | 2005.12.13 17:20 | close | 93 | 0.10 | 120.050 | 121.054 | 119.254 | -960.00 | 1090233.38 |
| 280 | 2005.12.13 17:20 | buy | 94 | 0.10 | 120.050 | 0.000 | 0.000 | ||
| 281 | 2005.12.13 17:20 | modify | 94 | 0.10 | 120.050 | 118.950 | 120.750 | ||
| 282 | 2005.12.14 04:14 | s/l | 94 | 0.10 | 118.948 | 118.950 | 120.750 | -10989.57 | 1079243.81 |
| 283 | 2005.12.15 17:20 | sell | 95 | 0.10 | 116.526 | 0.000 | 0.000 | ||
| 284 | 2005.12.15 17:20 | modify | 95 | 0.10 | 116.526 | 117.626 | 115.826 | ||
| 285 | 2005.12.15 21:50 | close | 95 | 0.10 | 116.394 | 117.626 | 115.826 | 1320.00 | 1080563.81 |
| 286 | 2005.12.19 12:00 | buy | 96 | 0.10 | 116.172 | 0.000 | 0.000 | ||
| 287 | 2005.12.19 12:00 | modify | 96 | 0.10 | 116.172 | 115.072 | 116.872 | ||
| 288 | 2005.12.19 23:40 | close | 96 | 0.10 | 116.111 | 115.072 | 116.872 | -610.00 | 1079953.81 |
| 289 | 2005.12.19 23:40 | sell | 97 | 0.10 | 116.110 | 0.000 | 0.000 | ||
| 290 | 2005.12.19 23:40 | modify | 97 | 0.10 | 116.110 | 117.210 | 115.410 | ||
| 291 | 2005.12.20 02:10 | close | 97 | 0.10 | 115.994 | 117.210 | 115.410 | 978.72 | 1080932.53 |
| 292 | 2005.12.21 20:35 | buy | 98 | 0.10 | 117.191 | 0.000 | 0.000 | ||
| 293 | 2005.12.21 20:35 | modify | 98 | 0.10 | 117.191 | 116.091 | 117.891 | ||
| 294 | 2005.12.22 02:20 | close | 98 | 0.10 | 117.550 | 116.091 | 117.891 | 3681.28 | 1084613.81 |
| 295 | 2005.12.22 23:45 | sell | 99 | 0.10 | 116.724 | 0.000 | 0.000 | ||
| 296 | 2005.12.22 23:45 | modify | 99 | 0.10 | 116.724 | 117.824 | 116.024 | ||
| 297 | 2005.12.23 05:15 | close | 99 | 0.10 | 116.452 | 117.824 | 116.024 | 2538.72 | 1087152.53 |
| 298 | 2005.12.28 01:40 | buy | 100 | 0.10 | 117.349 | 0.000 | 0.000 | ||
| 299 | 2005.12.28 01:40 | modify | 100 | 0.10 | 117.349 | 116.249 | 118.049 | ||
| 300 | 2005.12.28 15:00 | close | 100 | 0.10 | 117.181 | 116.249 | 118.049 | -1680.00 | 1085472.53 |