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 |
| 2851 | 2020.05.08 02:50 | sell | 951 | 0.10 | 106.375 | 0.000 | 0.000 | ||
| 2852 | 2020.05.08 02:50 | modify | 951 | 0.10 | 106.375 | 107.475 | 105.675 | ||
| 2853 | 2020.05.08 18:05 | close | 951 | 0.10 | 106.398 | 107.475 | 105.675 | -230.00 | 1828322.76 |
| 2854 | 2020.05.12 02:55 | buy | 952 | 0.10 | 107.562 | 0.000 | 0.000 | ||
| 2855 | 2020.05.12 02:55 | modify | 952 | 0.10 | 107.562 | 106.462 | 108.262 | ||
| 2856 | 2020.05.12 09:50 | close | 952 | 0.10 | 107.536 | 106.462 | 108.262 | -260.00 | 1828062.76 |
| 2857 | 2020.05.14 13:10 | sell | 953 | 0.10 | 106.922 | 0.000 | 0.000 | ||
| 2858 | 2020.05.14 13:10 | modify | 953 | 0.10 | 106.922 | 108.022 | 106.222 | ||
| 2859 | 2020.05.15 09:35 | close | 953 | 0.10 | 107.156 | 108.022 | 106.222 | -2521.28 | 1825541.48 |
| 2860 | 2020.05.15 17:20 | sell | 954 | 0.10 | 107.168 | 0.000 | 0.000 | ||
| 2861 | 2020.05.15 17:20 | modify | 954 | 0.10 | 107.168 | 108.268 | 106.468 | ||
| 2862 | 2020.05.15 23:05 | close | 954 | 0.10 | 107.196 | 108.268 | 106.468 | -280.00 | 1825261.48 |
| 2863 | 2020.05.15 23:05 | buy | 955 | 0.10 | 107.193 | 0.000 | 0.000 | ||
| 2864 | 2020.05.15 23:05 | modify | 955 | 0.10 | 107.193 | 106.093 | 107.893 | ||
| 2865 | 2020.05.18 01:55 | close | 955 | 0.10 | 107.267 | 106.093 | 107.893 | 770.43 | 1826031.90 |
| 2866 | 2020.05.18 19:10 | buy | 956 | 0.10 | 107.221 | 0.000 | 0.000 | ||
| 2867 | 2020.05.18 19:10 | modify | 956 | 0.10 | 107.221 | 106.121 | 107.921 | ||
| 2868 | 2020.05.19 10:00 | close | 956 | 0.10 | 107.511 | 106.121 | 107.921 | 2930.43 | 1828962.33 |
| 2869 | 2020.05.19 20:25 | buy | 957 | 0.10 | 107.766 | 0.000 | 0.000 | ||
| 2870 | 2020.05.19 20:25 | modify | 957 | 0.10 | 107.766 | 106.666 | 108.466 | ||
| 2871 | 2020.05.20 01:55 | close | 957 | 0.10 | 107.856 | 106.666 | 108.466 | 930.43 | 1829892.76 |
| 2872 | 2020.05.29 16:15 | sell | 958 | 0.10 | 107.328 | 0.000 | 0.000 | ||
| 2873 | 2020.05.29 16:15 | modify | 958 | 0.10 | 107.328 | 108.428 | 106.628 | ||
| 2874 | 2020.06.01 00:05 | close | 958 | 0.10 | 107.707 | 108.428 | 106.628 | -3971.28 | 1825921.48 |
| 2875 | 2020.06.01 00:05 | buy | 959 | 0.10 | 107.707 | 0.000 | 0.000 | ||
| 2876 | 2020.06.01 00:05 | modify | 959 | 0.10 | 107.707 | 106.607 | 108.407 | ||
| 2877 | 2020.06.01 13:05 | close | 959 | 0.10 | 107.618 | 106.607 | 108.407 | -890.00 | 1825031.48 |
| 2878 | 2020.06.04 12:30 | buy | 960 | 0.10 | 108.957 | 0.000 | 0.000 | ||
| 2879 | 2020.06.04 12:30 | modify | 960 | 0.10 | 108.957 | 107.857 | 109.657 | ||
| 2880 | 2020.06.04 21:05 | close | 960 | 0.10 | 109.100 | 107.857 | 109.657 | 1430.00 | 1826461.48 |
| 2881 | 2020.06.29 22:55 | buy | 961 | 0.10 | 107.604 | 0.000 | 0.000 | ||
| 2882 | 2020.06.29 22:55 | modify | 961 | 0.10 | 107.604 | 106.504 | 108.304 | ||
| 2883 | 2020.06.30 04:10 | close | 961 | 0.10 | 107.765 | 106.504 | 108.304 | 1640.43 | 1828101.90 |
| 2884 | 2020.07.07 15:55 | buy | 962 | 0.10 | 107.624 | 0.000 | 0.000 | ||
| 2885 | 2020.07.07 15:55 | modify | 962 | 0.10 | 107.624 | 106.524 | 108.324 | ||
| 2886 | 2020.07.08 03:05 | close | 962 | 0.10 | 107.643 | 106.524 | 108.324 | 220.43 | 1828322.33 |
| 2887 | 2020.07.09 02:25 | sell | 963 | 0.10 | 107.319 | 0.000 | 0.000 | ||
| 2888 | 2020.07.09 02:25 | modify | 963 | 0.10 | 107.319 | 108.419 | 106.619 | ||
| 2889 | 2020.07.09 03:20 | close | 963 | 0.10 | 107.200 | 108.419 | 106.619 | 1190.00 | 1829512.33 |
| 2890 | 2020.07.10 19:40 | sell | 964 | 0.10 | 106.880 | 0.000 | 0.000 | ||
| 2891 | 2020.07.10 19:40 | modify | 964 | 0.10 | 106.880 | 107.980 | 106.180 | ||
| 2892 | 2020.07.13 02:10 | close | 964 | 0.10 | 106.876 | 107.980 | 106.180 | -141.28 | 1829371.05 |
| 2893 | 2020.07.13 02:15 | buy | 965 | 0.10 | 106.859 | 0.000 | 0.000 | ||
| 2894 | 2020.07.13 02:15 | modify | 965 | 0.10 | 106.859 | 105.759 | 107.559 | ||
| 2895 | 2020.07.13 08:55 | close | 965 | 0.10 | 106.919 | 105.759 | 107.559 | 600.00 | 1829971.05 |
| 2896 | 2020.07.14 23:00 | sell | 966 | 0.10 | 107.273 | 0.000 | 0.000 | ||
| 2897 | 2020.07.14 23:00 | modify | 966 | 0.10 | 107.273 | 108.373 | 106.573 | ||
| 2898 | 2020.07.15 09:50 | close | 966 | 0.10 | 107.184 | 108.373 | 106.573 | 708.72 | 1830679.77 |
| 2899 | 2020.07.21 00:05 | buy | 967 | 0.10 | 107.226 | 0.000 | 0.000 | ||
| 2900 | 2020.07.21 00:05 | modify | 967 | 0.10 | 107.226 | 106.126 | 107.926 | ||
| 2901 | 2020.07.21 07:55 | close | 967 | 0.10 | 107.323 | 106.126 | 107.926 | 970.00 | 1831649.77 |
| 2902 | 2020.07.24 21:35 | sell | 968 | 0.10 | 105.958 | 0.000 | 0.000 | ||
| 2903 | 2020.07.24 21:35 | modify | 968 | 0.10 | 105.958 | 107.058 | 105.258 | ||
| 2904 | 2020.07.27 01:35 | close | 968 | 0.10 | 105.894 | 107.058 | 105.258 | 458.72 | 1832108.49 |
| 2905 | 2020.07.28 21:20 | sell | 969 | 0.10 | 105.184 | 0.000 | 0.000 | ||
| 2906 | 2020.07.28 21:20 | modify | 969 | 0.10 | 105.184 | 106.284 | 104.484 | ||
| 2907 | 2020.07.29 03:15 | close | 969 | 0.10 | 104.991 | 106.284 | 104.484 | 1748.72 | 1833857.21 |
| 2908 | 2020.08.11 23:15 | buy | 970 | 0.10 | 106.445 | 0.000 | 0.000 | ||
| 2909 | 2020.08.11 23:15 | modify | 970 | 0.10 | 106.445 | 105.345 | 107.145 | ||
| 2910 | 2020.08.12 03:35 | close | 970 | 0.10 | 106.624 | 105.345 | 107.145 | 1820.43 | 1835677.64 |
| 2911 | 2020.08.12 16:15 | buy | 971 | 0.10 | 106.711 | 0.000 | 0.000 | ||
| 2912 | 2020.08.12 16:15 | modify | 971 | 0.10 | 106.711 | 105.611 | 107.411 | ||
| 2913 | 2020.08.12 16:20 | close | 971 | 0.10 | 106.728 | 105.611 | 107.411 | 170.00 | 1835847.64 |
| 2914 | 2020.08.14 20:45 | sell | 972 | 0.10 | 106.596 | 0.000 | 0.000 | ||
| 2915 | 2020.08.14 20:45 | modify | 972 | 0.10 | 106.596 | 107.696 | 105.896 | ||
| 2916 | 2020.08.17 10:05 | close | 972 | 0.10 | 106.420 | 107.696 | 105.896 | 1578.72 | 1837426.36 |
| 2917 | 2020.08.25 21:45 | buy | 973 | 0.10 | 106.325 | 0.000 | 0.000 | ||
| 2918 | 2020.08.25 21:45 | modify | 973 | 0.10 | 106.325 | 105.225 | 107.025 | ||
| 2919 | 2020.08.26 03:05 | close | 973 | 0.10 | 106.480 | 105.225 | 107.025 | 1580.43 | 1839006.79 |
| 2920 | 2020.09.04 19:55 | buy | 974 | 0.10 | 106.248 | 0.000 | 0.000 | ||
| 2921 | 2020.09.04 19:55 | modify | 974 | 0.10 | 106.248 | 105.148 | 106.948 | ||
| 2922 | 2020.09.07 03:55 | close | 974 | 0.10 | 106.367 | 105.148 | 106.948 | 1220.43 | 1840227.21 |
| 2923 | 2020.09.08 00:00 | buy | 975 | 0.10 | 106.273 | 0.000 | 0.000 | ||
| 2924 | 2020.09.08 00:00 | modify | 975 | 0.10 | 106.273 | 105.173 | 106.973 | ||
| 2925 | 2020.09.08 12:05 | close | 975 | 0.10 | 106.334 | 105.173 | 106.973 | 610.00 | 1840837.21 |
| 2926 | 2020.09.21 16:25 | sell | 976 | 0.10 | 104.388 | 0.000 | 0.000 | ||
| 2927 | 2020.09.21 16:25 | modify | 976 | 0.10 | 104.388 | 105.488 | 103.688 | ||
| 2928 | 2020.09.22 04:10 | close | 976 | 0.10 | 104.585 | 105.488 | 103.688 | -2151.28 | 1838685.94 |
| 2929 | 2020.10.12 00:35 | sell | 977 | 0.10 | 105.770 | 0.000 | 0.000 | ||
| 2930 | 2020.10.12 00:35 | modify | 977 | 0.10 | 105.770 | 106.870 | 105.070 | ||
| 2931 | 2020.10.12 06:15 | close | 977 | 0.10 | 105.516 | 106.870 | 105.070 | 2540.00 | 1841225.94 |
| 2932 | 2020.10.16 02:05 | buy | 978 | 0.10 | 105.372 | 0.000 | 0.000 | ||
| 2933 | 2020.10.16 02:05 | modify | 978 | 0.10 | 105.372 | 104.272 | 106.072 | ||
| 2934 | 2020.10.16 15:50 | close | 978 | 0.10 | 105.384 | 104.272 | 106.072 | 120.00 | 1841345.94 |
| 2935 | 2020.10.22 02:15 | sell | 979 | 0.10 | 104.620 | 0.000 | 0.000 | ||
| 2936 | 2020.10.22 02:15 | modify | 979 | 0.10 | 104.620 | 105.720 | 103.920 | ||
| 2937 | 2020.10.22 09:20 | close | 979 | 0.10 | 104.636 | 105.720 | 103.920 | -160.00 | 1841185.94 |
| 2938 | 2020.10.28 12:00 | sell | 980 | 0.10 | 104.303 | 0.000 | 0.000 | ||
| 2939 | 2020.10.28 12:00 | modify | 980 | 0.10 | 104.303 | 105.403 | 103.603 | ||
| 2940 | 2020.10.28 16:00 | close | 980 | 0.10 | 104.395 | 105.403 | 103.603 | -920.00 | 1840265.94 |
| 2941 | 2020.10.30 02:35 | buy | 981 | 0.10 | 104.557 | 0.000 | 0.000 | ||
| 2942 | 2020.10.30 02:35 | modify | 981 | 0.10 | 104.557 | 103.457 | 105.257 | ||
| 2943 | 2020.10.30 16:10 | close | 981 | 0.10 | 104.604 | 103.457 | 105.257 | 470.00 | 1840735.94 |
| 2944 | 2020.11.06 01:20 | sell | 982 | 0.10 | 103.690 | 0.000 | 0.000 | ||
| 2945 | 2020.11.06 01:20 | modify | 982 | 0.10 | 103.690 | 104.790 | 102.990 | ||
| 2946 | 2020.11.06 05:30 | close | 982 | 0.10 | 103.464 | 104.790 | 102.990 | 2260.00 | 1842995.94 |
| 2947 | 2020.11.10 01:00 | buy | 983 | 0.10 | 105.263 | 0.000 | 0.000 | ||
| 2948 | 2020.11.10 01:00 | modify | 983 | 0.10 | 105.263 | 104.163 | 105.963 | ||
| 2949 | 2020.11.10 11:55 | close | 983 | 0.10 | 105.299 | 104.163 | 105.963 | 360.00 | 1843355.94 |
| 2950 | 2020.11.11 21:45 | buy | 984 | 0.10 | 105.461 | 0.000 | 0.000 | ||
| 2951 | 2020.11.11 21:45 | modify | 984 | 0.10 | 105.461 | 104.361 | 106.161 | ||
| 2952 | 2020.11.13 08:35 | close | 984 | 0.10 | 105.022 | 104.361 | 106.161 | -4268.29 | 1839087.64 |
| 2953 | 2020.11.20 01:25 | sell | 985 | 0.10 | 103.842 | 0.000 | 0.000 | ||
| 2954 | 2020.11.20 01:25 | modify | 985 | 0.10 | 103.842 | 104.942 | 103.142 | ||
| 2955 | 2020.11.23 03:20 | close | 985 | 0.10 | 103.735 | 104.942 | 103.142 | 888.72 | 1839976.36 |
| 2956 | 2020.11.24 20:45 | buy | 986 | 0.10 | 104.540 | 0.000 | 0.000 | ||
| 2957 | 2020.11.24 20:45 | modify | 986 | 0.10 | 104.540 | 103.440 | 105.240 | ||
| 2958 | 2020.11.25 01:15 | close | 986 | 0.10 | 104.526 | 103.440 | 105.240 | -109.57 | 1839866.79 |
| 2959 | 2020.12.03 20:55 | sell | 987 | 0.10 | 103.989 | 0.000 | 0.000 | ||
| 2960 | 2020.12.03 20:55 | modify | 987 | 0.10 | 103.989 | 105.089 | 103.289 | ||
| 2961 | 2020.12.03 23:30 | close | 987 | 0.10 | 103.836 | 105.089 | 103.289 | 1530.00 | 1841396.79 |
| 2962 | 2020.12.07 15:20 | buy | 988 | 0.10 | 104.128 | 0.000 | 0.000 | ||
| 2963 | 2020.12.07 15:20 | modify | 988 | 0.10 | 104.128 | 103.028 | 104.828 | ||
| 2964 | 2020.12.08 07:20 | close | 988 | 0.10 | 104.078 | 103.028 | 104.828 | -469.57 | 1840927.22 |
| 2965 | 2020.12.14 17:10 | sell | 989 | 0.10 | 103.911 | 0.000 | 0.000 | ||
| 2966 | 2020.12.14 17:10 | modify | 989 | 0.10 | 103.911 | 105.011 | 103.211 | ||
| 2967 | 2020.12.14 23:10 | close | 989 | 0.10 | 104.005 | 105.011 | 103.211 | -940.00 | 1839987.22 |
| 2968 | 2020.12.17 18:10 | sell | 990 | 0.10 | 103.129 | 0.000 | 0.000 | ||
| 2969 | 2020.12.17 18:10 | modify | 990 | 0.10 | 103.129 | 104.229 | 102.429 | ||
| 2970 | 2020.12.18 08:45 | close | 990 | 0.10 | 103.333 | 104.229 | 102.429 | -2221.28 | 1837765.94 |
| 2971 | 2020.12.21 15:05 | buy | 991 | 0.10 | 103.552 | 0.000 | 0.000 | ||
| 2972 | 2020.12.21 15:05 | modify | 991 | 0.10 | 103.552 | 102.452 | 104.252 | ||
| 2973 | 2020.12.22 03:45 | close | 991 | 0.10 | 103.453 | 102.452 | 104.252 | -959.57 | 1836806.36 |
| 2974 | 2020.12.23 01:35 | buy | 992 | 0.10 | 103.567 | 0.000 | 0.000 | ||
| 2975 | 2020.12.23 01:35 | modify | 992 | 0.10 | 103.567 | 102.467 | 104.267 | ||
| 2976 | 2020.12.23 15:00 | close | 992 | 0.10 | 103.467 | 102.467 | 104.267 | -1000.00 | 1835806.36 |
| 2977 | 2020.12.28 12:30 | sell | 993 | 0.10 | 103.563 | 0.000 | 0.000 | ||
| 2978 | 2020.12.28 12:30 | modify | 993 | 0.10 | 103.563 | 104.663 | 102.863 | ||
| 2979 | 2020.12.29 00:16 | close | 993 | 0.10 | 103.771 | 104.663 | 102.863 | -2261.28 | 1833545.08 |
| 2980 | 2020.12.29 15:05 | sell | 994 | 0.10 | 103.721 | 0.000 | 0.000 | ||
| 2981 | 2020.12.29 15:05 | modify | 994 | 0.10 | 103.721 | 104.821 | 103.021 | ||
| 2982 | 2020.12.29 16:35 | close | 994 | 0.10 | 103.576 | 104.821 | 103.021 | 1450.00 | 1834995.08 |
| 2983 | 2020.12.30 17:55 | sell | 995 | 0.10 | 103.284 | 0.000 | 0.000 | ||
| 2984 | 2020.12.30 17:55 | modify | 995 | 0.10 | 103.284 | 104.384 | 102.584 | ||
| 2985 | 2020.12.31 00:00 | close | 995 | 0.10 | 103.192 | 104.384 | 102.584 | 376.16 | 1835371.25 |
| 2986 | 2021.01.05 23:10 | sell | 996 | 0.10 | 102.736 | 0.000 | 0.000 | ||
| 2987 | 2021.01.05 23:10 | modify | 996 | 0.10 | 102.736 | 103.836 | 102.036 | ||
| 2988 | 2021.01.06 15:00 | close | 996 | 0.10 | 102.934 | 103.836 | 102.036 | -2161.28 | 1833209.97 |
| 2989 | 2021.01.06 22:10 | buy | 997 | 0.10 | 103.014 | 0.000 | 0.000 | ||
| 2990 | 2021.01.06 22:10 | modify | 997 | 0.10 | 103.014 | 101.914 | 103.714 | ||
| 2991 | 2021.01.07 03:35 | close | 997 | 0.10 | 103.160 | 101.914 | 103.714 | 1551.28 | 1834761.25 |
| 2992 | 2021.01.19 14:25 | buy | 998 | 0.10 | 103.941 | 0.000 | 0.000 | ||
| 2993 | 2021.01.19 14:25 | modify | 998 | 0.10 | 103.941 | 102.841 | 104.641 | ||
| 2994 | 2021.01.20 15:00 | close | 998 | 0.10 | 103.828 | 102.841 | 104.641 | -1099.57 | 1833661.67 |
| 2995 | 2021.02.02 23:00 | buy | 999 | 0.10 | 105.027 | 0.000 | 0.000 | ||
| 2996 | 2021.02.02 23:00 | modify | 999 | 0.10 | 105.027 | 103.927 | 105.727 | ||
| 2997 | 2021.02.03 15:00 | close | 999 | 0.10 | 105.057 | 103.927 | 105.727 | 330.43 | 1833992.10 |
| 2998 | 2021.02.08 15:50 | buy | 1000 | 0.10 | 105.487 | 0.000 | 0.000 | ||
| 2999 | 2021.02.08 15:50 | modify | 1000 | 0.10 | 105.487 | 104.387 | 106.187 | ||
| 3000 | 2021.02.10 03:30 | close | 1000 | 0.10 | 104.686 | 104.387 | 106.187 | -7949.15 | 1826042.95 |