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 |
| 3001 | 2021.02.12 17:55 | buy | 1001 | 0.10 | 104.942 | 0.000 | 0.000 | ||
| 3002 | 2021.02.12 17:55 | modify | 1001 | 0.10 | 104.942 | 103.842 | 105.642 | ||
| 3003 | 2021.02.15 01:25 | close | 1001 | 0.10 | 105.038 | 103.842 | 105.642 | 990.43 | 1827033.38 |
| 3004 | 2021.02.26 21:35 | buy | 1002 | 0.10 | 106.514 | 0.000 | 0.000 | ||
| 3005 | 2021.02.26 21:35 | modify | 1002 | 0.10 | 106.514 | 105.414 | 107.214 | ||
| 3006 | 2021.03.01 11:05 | close | 1002 | 0.10 | 106.718 | 105.414 | 107.214 | 2070.43 | 1829103.81 |
| 3007 | 2021.03.01 16:15 | buy | 1003 | 0.10 | 106.588 | 0.000 | 0.000 | ||
| 3008 | 2021.03.01 16:15 | modify | 1003 | 0.10 | 106.588 | 105.488 | 107.288 | ||
| 3009 | 2021.03.01 20:00 | close | 1003 | 0.10 | 106.779 | 105.488 | 107.288 | 1910.00 | 1831013.81 |
| 3010 | 2021.03.10 01:15 | sell | 1004 | 0.10 | 108.603 | 0.000 | 0.000 | ||
| 3011 | 2021.03.10 01:15 | modify | 1004 | 0.10 | 108.603 | 109.703 | 107.903 | ||
| 3012 | 2021.03.10 15:00 | close | 1004 | 0.10 | 108.780 | 109.703 | 107.903 | -1770.00 | 1829243.81 |
| 3013 | 2021.03.26 19:00 | buy | 1005 | 0.10 | 109.561 | 0.000 | 0.000 | ||
| 3014 | 2021.03.26 19:00 | modify | 1005 | 0.10 | 109.561 | 108.461 | 110.261 | ||
| 3015 | 2021.03.29 21:30 | close | 1005 | 0.10 | 109.829 | 108.461 | 110.261 | 2710.43 | 1831954.23 |
| 3016 | 2021.04.02 23:45 | buy | 1006 | 0.10 | 110.648 | 0.000 | 0.000 | ||
| 3017 | 2021.04.02 23:45 | modify | 1006 | 0.10 | 110.648 | 109.548 | 111.348 | ||
| 3018 | 2021.04.05 07:55 | close | 1006 | 0.10 | 110.634 | 109.548 | 111.348 | -109.57 | 1831844.66 |
| 3019 | 2021.04.05 22:10 | sell | 1007 | 0.10 | 110.221 | 0.000 | 0.000 | ||
| 3020 | 2021.04.05 22:10 | modify | 1007 | 0.10 | 110.221 | 111.321 | 109.521 | ||
| 3021 | 2021.04.06 07:40 | close | 1007 | 0.10 | 110.260 | 111.321 | 109.521 | -571.28 | 1831273.38 |
| 3022 | 2021.04.20 16:50 | buy | 1008 | 0.10 | 108.296 | 0.000 | 0.000 | ||
| 3023 | 2021.04.20 16:50 | modify | 1008 | 0.10 | 108.296 | 107.196 | 108.996 | ||
| 3024 | 2021.04.21 07:30 | close | 1008 | 0.10 | 108.058 | 107.196 | 108.996 | -2349.57 | 1828923.81 |
| 3025 | 2021.04.23 22:45 | buy | 1009 | 0.10 | 107.882 | 0.000 | 0.000 | ||
| 3026 | 2021.04.23 22:45 | modify | 1009 | 0.10 | 107.882 | 106.782 | 108.582 | ||
| 3027 | 2021.04.26 14:15 | close | 1009 | 0.10 | 107.831 | 106.782 | 108.582 | -479.57 | 1828444.23 |
| 3028 | 2021.04.27 00:05 | buy | 1010 | 0.10 | 108.090 | 0.000 | 0.000 | ||
| 3029 | 2021.04.27 00:05 | modify | 1010 | 0.10 | 108.090 | 106.990 | 108.790 | ||
| 3030 | 2021.04.27 01:40 | close | 1010 | 0.10 | 108.192 | 106.990 | 108.790 | 1020.00 | 1829464.23 |
| 3031 | 2021.05.04 14:45 | buy | 1011 | 0.10 | 109.271 | 0.000 | 0.000 | ||
| 3032 | 2021.05.04 14:45 | modify | 1011 | 0.10 | 109.271 | 108.171 | 109.971 | ||
| 3033 | 2021.05.05 08:50 | close | 1011 | 0.10 | 109.362 | 108.171 | 109.971 | 940.43 | 1830404.66 |
| 3034 | 2021.05.06 02:35 | sell | 1012 | 0.10 | 109.267 | 0.000 | 0.000 | ||
| 3035 | 2021.05.06 02:35 | modify | 1012 | 0.10 | 109.267 | 110.367 | 108.567 | ||
| 3036 | 2021.05.06 11:55 | close | 1012 | 0.10 | 109.212 | 110.367 | 108.567 | 550.00 | 1830954.66 |
| 3037 | 2021.05.11 21:15 | sell | 1013 | 0.10 | 108.660 | 0.000 | 0.000 | ||
| 3038 | 2021.05.11 21:15 | modify | 1013 | 0.10 | 108.660 | 109.760 | 107.960 | ||
| 3039 | 2021.05.12 14:00 | close | 1013 | 0.10 | 108.687 | 109.760 | 107.960 | -451.28 | 1830503.38 |
| 3040 | 2021.05.21 22:10 | buy | 1014 | 0.10 | 108.886 | 0.000 | 0.000 | ||
| 3041 | 2021.05.21 22:10 | modify | 1014 | 0.10 | 108.886 | 107.786 | 109.586 | ||
| 3042 | 2021.05.24 01:10 | close | 1014 | 0.10 | 108.967 | 107.786 | 109.586 | 840.43 | 1831343.81 |
| 3043 | 2021.05.31 22:45 | sell | 1015 | 0.10 | 109.548 | 0.000 | 0.000 | ||
| 3044 | 2021.05.31 22:45 | modify | 1015 | 0.10 | 109.548 | 110.648 | 108.848 | ||
| 3045 | 2021.06.01 02:25 | close | 1015 | 0.10 | 109.509 | 110.648 | 108.848 | 208.72 | 1831552.53 |
| 3046 | 2021.06.01 16:30 | buy | 1016 | 0.10 | 109.496 | 0.000 | 0.000 | ||
| 3047 | 2021.06.01 16:30 | modify | 1016 | 0.10 | 109.496 | 108.396 | 110.196 | ||
| 3048 | 2021.06.01 22:15 | close | 1016 | 0.10 | 109.468 | 108.396 | 110.196 | -280.00 | 1831272.53 |
| 3049 | 2021.06.01 22:15 | sell | 1017 | 0.10 | 109.467 | 0.000 | 0.000 | ||
| 3050 | 2021.06.01 22:15 | modify | 1017 | 0.10 | 109.467 | 110.567 | 108.767 | ||
| 3051 | 2021.06.02 16:00 | close | 1017 | 0.10 | 109.731 | 110.567 | 108.767 | -2821.28 | 1828451.25 |
| 3052 | 2021.06.03 13:05 | buy | 1018 | 0.10 | 109.671 | 0.000 | 0.000 | ||
| 3053 | 2021.06.03 13:05 | modify | 1018 | 0.10 | 109.671 | 108.571 | 110.371 | ||
| 3054 | 2021.06.03 15:20 | close | 1018 | 0.10 | 109.868 | 108.571 | 110.371 | 1970.00 | 1830421.25 |
| 3055 | 2021.06.04 02:50 | buy | 1019 | 0.10 | 110.255 | 0.000 | 0.000 | ||
| 3056 | 2021.06.04 02:50 | modify | 1019 | 0.10 | 110.255 | 109.155 | 110.955 | ||
| 3057 | 2021.06.07 17:30 | close | 1019 | 0.10 | 109.197 | 109.155 | 110.955 | -10549.57 | 1819871.68 |
| 3058 | 2021.06.11 23:00 | buy | 1020 | 0.10 | 109.665 | 0.000 | 0.000 | ||
| 3059 | 2021.06.11 23:00 | modify | 1020 | 0.10 | 109.665 | 108.565 | 110.365 | ||
| 3060 | 2021.06.14 03:40 | close | 1020 | 0.10 | 109.789 | 108.565 | 110.365 | 1270.43 | 1821142.10 |
| 3061 | 2021.06.22 21:50 | buy | 1021 | 0.10 | 110.627 | 0.000 | 0.000 | ||
| 3062 | 2021.06.22 21:50 | modify | 1021 | 0.10 | 110.627 | 109.527 | 111.327 | ||
| 3063 | 2021.06.23 03:05 | close | 1021 | 0.10 | 110.710 | 109.527 | 111.327 | 860.43 | 1822002.53 |
| 3064 | 2021.06.25 23:00 | buy | 1022 | 0.10 | 110.759 | 0.000 | 0.000 | ||
| 3065 | 2021.06.25 23:00 | modify | 1022 | 0.10 | 110.759 | 109.659 | 111.459 | ||
| 3066 | 2021.06.28 09:10 | close | 1022 | 0.10 | 110.703 | 109.659 | 111.459 | -529.57 | 1821472.96 |
| 3067 | 2021.07.05 02:15 | sell | 1023 | 0.10 | 111.147 | 0.000 | 0.000 | ||
| 3068 | 2021.07.05 02:15 | modify | 1023 | 0.10 | 111.147 | 112.247 | 110.447 | ||
| 3069 | 2021.07.05 09:40 | close | 1023 | 0.10 | 111.029 | 112.247 | 110.447 | 1180.00 | 1822652.96 |
| 3070 | 2021.07.05 16:30 | sell | 1024 | 0.10 | 110.974 | 0.000 | 0.000 | ||
| 3071 | 2021.07.05 16:30 | modify | 1024 | 0.10 | 110.974 | 112.074 | 110.274 | ||
| 3072 | 2021.07.06 01:25 | close | 1024 | 0.10 | 110.908 | 112.074 | 110.274 | 478.72 | 1823131.68 |
| 3073 | 2021.07.09 13:20 | buy | 1025 | 0.10 | 109.933 | 0.000 | 0.000 | ||
| 3074 | 2021.07.09 13:20 | modify | 1025 | 0.10 | 109.933 | 108.833 | 110.633 | ||
| 3075 | 2021.07.09 16:55 | close | 1025 | 0.10 | 110.152 | 108.833 | 110.633 | 2190.00 | 1825321.68 |
| 3076 | 2021.07.15 13:10 | sell | 1026 | 0.10 | 109.927 | 0.000 | 0.000 | ||
| 3077 | 2021.07.15 13:10 | modify | 1026 | 0.10 | 109.927 | 111.027 | 109.227 | ||
| 3078 | 2021.07.15 20:45 | close | 1026 | 0.10 | 109.929 | 111.027 | 109.227 | -20.00 | 1825301.68 |
| 3079 | 2021.07.26 00:05 | buy | 1027 | 0.10 | 110.536 | 0.000 | 0.000 | ||
| 3080 | 2021.07.26 00:05 | modify | 1027 | 0.10 | 110.536 | 109.436 | 111.236 | ||
| 3081 | 2021.07.26 21:55 | close | 1027 | 0.10 | 110.385 | 109.436 | 111.236 | -1510.00 | 1823791.68 |
| 3082 | 2021.07.27 02:45 | buy | 1028 | 0.10 | 110.328 | 0.000 | 0.000 | ||
| 3083 | 2021.07.27 02:45 | modify | 1028 | 0.10 | 110.328 | 109.228 | 111.028 | ||
| 3084 | 2021.07.27 22:15 | close | 1028 | 0.10 | 109.748 | 109.228 | 111.028 | -5800.00 | 1817991.68 |
| 3085 | 2021.07.27 23:50 | sell | 1029 | 0.10 | 109.785 | 0.000 | 0.000 | ||
| 3086 | 2021.07.27 23:50 | modify | 1029 | 0.10 | 109.785 | 110.885 | 109.085 | ||
| 3087 | 2021.07.28 16:00 | close | 1029 | 0.10 | 110.149 | 110.885 | 109.085 | -3821.28 | 1814170.40 |
| 3088 | 2021.07.30 23:00 | buy | 1030 | 0.10 | 109.714 | 0.000 | 0.000 | ||
| 3089 | 2021.07.30 23:00 | modify | 1030 | 0.10 | 109.714 | 108.614 | 110.414 | ||
| 3090 | 2021.08.02 22:30 | close | 1030 | 0.10 | 109.342 | 108.614 | 110.414 | -3689.57 | 1810480.83 |
| 3091 | 2021.08.02 22:30 | sell | 1031 | 0.10 | 109.338 | 0.000 | 0.000 | ||
| 3092 | 2021.08.02 22:30 | modify | 1031 | 0.10 | 109.338 | 110.438 | 108.638 | ||
| 3093 | 2021.08.03 03:05 | close | 1031 | 0.10 | 109.265 | 110.438 | 108.638 | 548.72 | 1811029.55 |
| 3094 | 2021.08.25 21:35 | buy | 1032 | 0.10 | 109.989 | 0.000 | 0.000 | ||
| 3095 | 2021.08.25 21:35 | modify | 1032 | 0.10 | 109.989 | 108.889 | 110.689 | ||
| 3096 | 2021.08.26 09:35 | close | 1032 | 0.10 | 110.051 | 108.889 | 110.689 | 711.28 | 1811740.83 |
| 3097 | 2021.09.03 23:05 | sell | 1033 | 0.10 | 109.701 | 0.000 | 0.000 | ||
| 3098 | 2021.09.03 23:05 | modify | 1033 | 0.10 | 109.701 | 110.801 | 109.001 | ||
| 3099 | 2021.09.07 03:10 | close | 1033 | 0.10 | 109.806 | 110.801 | 109.001 | -1412.56 | 1810328.27 |
| 3100 | 2021.09.13 15:10 | buy | 1034 | 0.10 | 110.032 | 0.000 | 0.000 | ||
| 3101 | 2021.09.13 15:10 | modify | 1034 | 0.10 | 110.032 | 108.932 | 110.732 | ||
| 3102 | 2021.09.13 20:10 | close | 1034 | 0.10 | 110.025 | 108.932 | 110.732 | -70.00 | 1810258.27 |
| 3103 | 2021.09.27 00:00 | buy | 1035 | 0.10 | 110.695 | 0.000 | 0.000 | ||
| 3104 | 2021.09.27 00:00 | modify | 1035 | 0.10 | 110.695 | 109.595 | 111.395 | ||
| 3105 | 2021.09.27 09:05 | close | 1035 | 0.10 | 110.674 | 109.595 | 111.395 | -210.00 | 1810048.27 |
| 3106 | 2021.10.01 02:15 | sell | 1036 | 0.10 | 111.408 | 0.000 | 0.000 | ||
| 3107 | 2021.10.01 02:15 | modify | 1036 | 0.10 | 111.408 | 112.508 | 110.708 | ||
| 3108 | 2021.10.01 07:00 | close | 1036 | 0.10 | 111.160 | 112.508 | 110.708 | 2480.00 | 1812528.27 |
| 3109 | 2021.10.01 22:10 | sell | 1037 | 0.10 | 111.097 | 0.000 | 0.000 | ||
| 3110 | 2021.10.01 22:10 | modify | 1037 | 0.10 | 111.097 | 112.197 | 110.397 | ||
| 3111 | 2021.10.04 00:05 | close | 1037 | 0.10 | 110.964 | 112.197 | 110.397 | 1148.72 | 1813676.99 |
| 3112 | 2021.10.06 20:35 | sell | 1038 | 0.10 | 111.449 | 0.000 | 0.000 | ||
| 3113 | 2021.10.06 20:35 | modify | 1038 | 0.10 | 111.449 | 112.549 | 110.749 | ||
| 3114 | 2021.10.07 02:45 | close | 1038 | 0.10 | 111.387 | 112.549 | 110.749 | 76.16 | 1813753.15 |
| 3115 | 2021.10.13 02:25 | buy | 1039 | 0.10 | 113.534 | 0.000 | 0.000 | ||
| 3116 | 2021.10.13 02:25 | modify | 1039 | 0.10 | 113.534 | 112.434 | 114.234 | ||
| 3117 | 2021.10.13 08:15 | close | 1039 | 0.10 | 113.518 | 112.434 | 114.234 | -160.00 | 1813593.15 |
| 3118 | 2021.10.15 17:50 | buy | 1040 | 0.10 | 114.067 | 0.000 | 0.000 | ||
| 3119 | 2021.10.15 17:50 | modify | 1040 | 0.10 | 114.067 | 112.967 | 114.767 | ||
| 3120 | 2021.10.18 01:20 | close | 1040 | 0.10 | 114.355 | 112.967 | 114.767 | 2910.43 | 1816503.58 |
| 3121 | 2021.10.22 02:50 | buy | 1041 | 0.10 | 113.903 | 0.000 | 0.000 | ||
| 3122 | 2021.10.22 02:50 | modify | 1041 | 0.10 | 113.903 | 112.803 | 114.603 | ||
| 3123 | 2021.10.22 04:00 | close | 1041 | 0.10 | 114.105 | 112.803 | 114.603 | 2020.00 | 1818523.58 |
| 3124 | 2021.10.25 02:40 | sell | 1042 | 0.10 | 113.625 | 0.000 | 0.000 | ||
| 3125 | 2021.10.25 02:40 | modify | 1042 | 0.10 | 113.625 | 114.725 | 112.925 | ||
| 3126 | 2021.10.27 06:50 | close | 1042 | 0.10 | 113.966 | 114.725 | 112.925 | -3772.56 | 1814751.02 |
| 3127 | 2021.11.02 02:45 | sell | 1043 | 0.10 | 114.122 | 0.000 | 0.000 | ||
| 3128 | 2021.11.02 02:45 | modify | 1043 | 0.10 | 114.122 | 115.222 | 113.422 | ||
| 3129 | 2021.11.02 05:10 | close | 1043 | 0.10 | 113.944 | 115.222 | 113.422 | 1780.00 | 1816531.02 |
| 3130 | 2021.11.02 15:40 | sell | 1044 | 0.10 | 113.793 | 0.000 | 0.000 | ||
| 3131 | 2021.11.02 15:40 | modify | 1044 | 0.10 | 113.793 | 114.893 | 113.093 | ||
| 3132 | 2021.11.03 04:00 | close | 1044 | 0.10 | 113.871 | 114.893 | 113.093 | -961.28 | 1815569.74 |
| 3133 | 2021.11.03 21:05 | buy | 1045 | 0.10 | 113.919 | 0.000 | 0.000 | ||
| 3134 | 2021.11.03 21:05 | modify | 1045 | 0.10 | 113.919 | 112.819 | 114.619 | ||
| 3135 | 2021.11.04 05:05 | close | 1045 | 0.10 | 114.224 | 112.819 | 114.619 | 3141.28 | 1818711.02 |
| 3136 | 2021.11.08 01:25 | sell | 1046 | 0.10 | 113.509 | 0.000 | 0.000 | ||
| 3137 | 2021.11.08 01:25 | modify | 1046 | 0.10 | 113.509 | 114.609 | 112.809 | ||
| 3138 | 2021.11.08 11:35 | close | 1046 | 0.10 | 113.416 | 114.609 | 112.809 | 930.00 | 1819641.02 |
| 3139 | 2021.11.08 22:10 | sell | 1047 | 0.10 | 113.282 | 0.000 | 0.000 | ||
| 3140 | 2021.11.08 22:10 | modify | 1047 | 0.10 | 113.282 | 114.382 | 112.582 | ||
| 3141 | 2021.11.09 03:30 | close | 1047 | 0.10 | 113.103 | 114.382 | 112.582 | 1608.72 | 1821249.74 |
| 3142 | 2021.11.12 22:00 | sell | 1048 | 0.10 | 113.955 | 0.000 | 0.000 | ||
| 3143 | 2021.11.12 22:00 | modify | 1048 | 0.10 | 113.955 | 115.055 | 113.255 | ||
| 3144 | 2021.11.15 03:50 | close | 1048 | 0.10 | 113.828 | 115.055 | 113.255 | 1088.72 | 1822338.46 |
| 3145 | 2021.11.24 11:00 | sell | 1049 | 0.10 | 115.068 | 0.000 | 0.000 | ||
| 3146 | 2021.11.24 11:00 | modify | 1049 | 0.10 | 115.068 | 116.168 | 114.368 | ||
| 3147 | 2021.11.24 15:00 | close | 1049 | 0.10 | 115.132 | 116.168 | 114.368 | -640.00 | 1821698.46 |
| 3148 | 2021.12.02 01:15 | sell | 1050 | 0.10 | 112.917 | 0.000 | 0.000 | ||
| 3149 | 2021.12.02 01:15 | modify | 1050 | 0.10 | 112.917 | 114.017 | 112.217 | ||
| 3150 | 2021.12.02 12:15 | close | 1050 | 0.10 | 113.015 | 114.017 | 112.217 | -980.00 | 1820718.46 |