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 |
| 3151 | 2021.12.03 01:35 | buy | 1051 | 0.10 | 113.046 | 0.000 | 0.000 | ||
| 3152 | 2021.12.03 01:35 | modify | 1051 | 0.10 | 113.046 | 111.946 | 113.746 | ||
| 3153 | 2021.12.03 07:25 | close | 1051 | 0.10 | 113.246 | 111.946 | 113.746 | 2000.00 | 1822718.46 |
| 3154 | 2021.12.03 15:40 | buy | 1052 | 0.10 | 113.204 | 0.000 | 0.000 | ||
| 3155 | 2021.12.03 15:40 | modify | 1052 | 0.10 | 113.204 | 112.104 | 113.904 | ||
| 3156 | 2021.12.03 16:10 | close | 1052 | 0.10 | 113.583 | 112.104 | 113.904 | 3790.00 | 1826508.46 |
| 3157 | 2021.12.06 01:05 | sell | 1053 | 0.10 | 112.979 | 0.000 | 0.000 | ||
| 3158 | 2021.12.06 01:05 | modify | 1053 | 0.10 | 112.979 | 114.079 | 112.279 | ||
| 3159 | 2021.12.07 13:25 | close | 1053 | 0.10 | 113.518 | 114.079 | 112.279 | -5571.28 | 1820937.18 |
| 3160 | 2021.12.08 19:40 | buy | 1054 | 0.10 | 113.696 | 0.000 | 0.000 | ||
| 3161 | 2021.12.08 19:40 | modify | 1054 | 0.10 | 113.696 | 112.596 | 114.396 | ||
| 3162 | 2021.12.10 05:30 | close | 1054 | 0.10 | 113.546 | 112.596 | 114.396 | -1378.29 | 1819558.89 |
| 3163 | 2021.12.10 21:30 | sell | 1055 | 0.10 | 113.459 | 0.000 | 0.000 | ||
| 3164 | 2021.12.10 21:30 | modify | 1055 | 0.10 | 113.459 | 114.559 | 112.759 | ||
| 3165 | 2021.12.13 00:05 | close | 1055 | 0.10 | 113.403 | 114.559 | 112.759 | 378.72 | 1819937.61 |
| 3166 | 2021.12.13 14:40 | buy | 1056 | 0.10 | 113.577 | 0.000 | 0.000 | ||
| 3167 | 2021.12.13 14:40 | modify | 1056 | 0.10 | 113.577 | 112.477 | 114.277 | ||
| 3168 | 2021.12.13 22:40 | close | 1056 | 0.10 | 113.574 | 112.477 | 114.277 | -30.00 | 1819907.61 |
| 3169 | 2021.12.22 01:20 | buy | 1057 | 0.10 | 113.972 | 0.000 | 0.000 | ||
| 3170 | 2021.12.22 01:20 | modify | 1057 | 0.10 | 113.972 | 112.872 | 114.672 | ||
| 3171 | 2021.12.22 02:55 | close | 1057 | 0.10 | 114.156 | 112.872 | 114.672 | 1840.00 | 1821747.61 |
| 3172 | 2022.01.03 11:10 | buy | 1058 | 0.10 | 115.214 | 0.000 | 0.000 | ||
| 3173 | 2022.01.03 11:10 | modify | 1058 | 0.10 | 115.214 | 114.114 | 115.914 | ||
| 3174 | 2022.01.03 16:30 | close | 1058 | 0.10 | 115.276 | 114.114 | 115.914 | 620.00 | 1822367.61 |
| 3175 | 2022.01.11 01:45 | sell | 1059 | 0.10 | 115.287 | 0.000 | 0.000 | ||
| 3176 | 2022.01.11 01:45 | modify | 1059 | 0.10 | 115.287 | 116.387 | 114.587 | ||
| 3177 | 2022.01.11 07:00 | close | 1059 | 0.10 | 115.249 | 116.387 | 114.587 | 380.00 | 1822747.61 |
| 3178 | 2022.01.14 01:20 | sell | 1060 | 0.10 | 114.202 | 0.000 | 0.000 | ||
| 3179 | 2022.01.14 01:20 | modify | 1060 | 0.10 | 114.202 | 115.302 | 113.502 | ||
| 3180 | 2022.01.14 03:00 | close | 1060 | 0.10 | 113.928 | 115.302 | 113.502 | 2740.00 | 1825487.61 |
| 3181 | 2022.01.19 11:05 | sell | 1061 | 0.10 | 114.489 | 0.000 | 0.000 | ||
| 3182 | 2022.01.19 11:05 | modify | 1061 | 0.10 | 114.489 | 115.589 | 113.789 | ||
| 3183 | 2022.01.19 15:00 | close | 1061 | 0.10 | 114.546 | 115.589 | 113.789 | -570.00 | 1824917.61 |
| 3184 | 2022.02.01 17:20 | sell | 1062 | 0.10 | 114.882 | 0.000 | 0.000 | ||
| 3185 | 2022.02.01 17:20 | modify | 1062 | 0.10 | 114.882 | 115.982 | 114.182 | ||
| 3186 | 2022.02.02 09:05 | close | 1062 | 0.10 | 114.658 | 115.982 | 114.182 | 2058.72 | 1826976.33 |
| 3187 | 2022.02.02 20:55 | sell | 1063 | 0.10 | 114.403 | 0.000 | 0.000 | ||
| 3188 | 2022.02.02 20:55 | modify | 1063 | 0.10 | 114.403 | 115.503 | 113.703 | ||
| 3189 | 2022.02.04 03:40 | close | 1063 | 0.10 | 114.858 | 115.503 | 113.703 | -5275.12 | 1821701.21 |
| 3190 | 2022.02.14 01:05 | sell | 1064 | 0.10 | 115.531 | 0.000 | 0.000 | ||
| 3191 | 2022.02.14 01:05 | modify | 1064 | 0.10 | 115.531 | 116.631 | 114.831 | ||
| 3192 | 2022.02.14 02:40 | close | 1064 | 0.10 | 115.321 | 116.631 | 114.831 | 2100.00 | 1823801.21 |
| 3193 | 2022.02.14 14:40 | sell | 1065 | 0.10 | 115.366 | 0.000 | 0.000 | ||
| 3194 | 2022.02.14 14:40 | modify | 1065 | 0.10 | 115.366 | 116.466 | 114.666 | ||
| 3195 | 2022.02.14 20:55 | close | 1065 | 0.10 | 115.464 | 116.466 | 114.666 | -980.00 | 1822821.21 |
| 3196 | 2022.02.21 23:15 | sell | 1066 | 0.10 | 114.837 | 0.000 | 0.000 | ||
| 3197 | 2022.02.21 23:15 | modify | 1066 | 0.10 | 114.837 | 115.937 | 114.137 | ||
| 3198 | 2022.02.22 00:45 | close | 1066 | 0.10 | 114.690 | 115.937 | 114.137 | 1288.72 | 1824109.94 |
| 3199 | 2022.02.22 18:20 | buy | 1067 | 0.10 | 114.973 | 0.000 | 0.000 | ||
| 3200 | 2022.02.22 18:20 | modify | 1067 | 0.10 | 114.973 | 113.873 | 115.673 | ||
| 3201 | 2022.02.22 21:30 | close | 1067 | 0.10 | 115.051 | 113.873 | 115.673 | 780.00 | 1824889.94 |
| 3202 | 2022.03.01 01:05 | sell | 1068 | 0.10 | 115.073 | 0.000 | 0.000 | ||
| 3203 | 2022.03.01 01:05 | modify | 1068 | 0.10 | 115.073 | 116.173 | 114.373 | ||
| 3204 | 2022.03.01 07:25 | close | 1068 | 0.10 | 115.070 | 116.173 | 114.373 | 30.00 | 1824919.94 |
| 3205 | 2022.03.03 01:10 | buy | 1069 | 0.10 | 115.477 | 0.000 | 0.000 | ||
| 3206 | 2022.03.03 01:10 | modify | 1069 | 0.10 | 115.477 | 114.377 | 116.177 | ||
| 3207 | 2022.03.04 01:25 | close | 1069 | 0.10 | 115.494 | 114.377 | 116.177 | 200.43 | 1825120.36 |
| 3208 | 2022.03.04 01:25 | sell | 1070 | 0.10 | 115.494 | 0.000 | 0.000 | ||
| 3209 | 2022.03.04 01:25 | modify | 1070 | 0.10 | 115.494 | 116.594 | 114.794 | ||
| 3210 | 2022.03.04 02:10 | close | 1070 | 0.10 | 115.407 | 116.594 | 114.794 | 870.00 | 1825990.36 |
| 3211 | 2022.03.07 21:55 | buy | 1071 | 0.10 | 115.273 | 0.000 | 0.000 | ||
| 3212 | 2022.03.07 21:55 | modify | 1071 | 0.10 | 115.273 | 114.173 | 115.973 | ||
| 3213 | 2022.03.08 02:50 | close | 1071 | 0.10 | 115.420 | 114.173 | 115.973 | 1500.43 | 1827490.79 |
| 3214 | 2022.03.08 16:55 | buy | 1072 | 0.10 | 115.564 | 0.000 | 0.000 | ||
| 3215 | 2022.03.08 16:55 | modify | 1072 | 0.10 | 115.564 | 114.464 | 116.264 | ||
| 3216 | 2022.03.09 02:20 | close | 1072 | 0.10 | 115.824 | 114.464 | 116.264 | 2630.43 | 1830121.22 |
| 3217 | 2022.03.18 22:10 | buy | 1073 | 0.10 | 119.097 | 0.000 | 0.000 | ||
| 3218 | 2022.03.18 22:10 | modify | 1073 | 0.10 | 119.097 | 117.997 | 119.797 | ||
| 3219 | 2022.03.21 01:15 | close | 1073 | 0.10 | 119.269 | 117.997 | 119.797 | 1750.43 | 1831871.64 |
| 3220 | 2022.03.28 15:50 | buy | 1074 | 0.10 | 123.429 | 0.000 | 0.000 | ||
| 3221 | 2022.03.28 15:50 | modify | 1074 | 0.10 | 123.429 | 122.329 | 124.129 | ||
| 3222 | 2022.03.28 21:20 | close | 1074 | 0.10 | 123.668 | 122.329 | 124.129 | 2390.00 | 1834261.64 |
| 3223 | 2022.03.30 16:25 | sell | 1075 | 0.10 | 122.146 | 0.000 | 0.000 | ||
| 3224 | 2022.03.30 16:25 | modify | 1075 | 0.10 | 122.146 | 123.246 | 121.446 | ||
| 3225 | 2022.03.30 16:30 | close | 1075 | 0.10 | 122.090 | 123.246 | 121.446 | 560.00 | 1834821.64 |
| 3226 | 2022.04.07 18:50 | buy | 1076 | 0.10 | 123.772 | 0.000 | 0.000 | ||
| 3227 | 2022.04.07 18:50 | modify | 1076 | 0.10 | 123.772 | 122.672 | 124.472 | ||
| 3228 | 2022.04.08 01:45 | close | 1076 | 0.10 | 124.138 | 122.672 | 124.472 | 3690.43 | 1838512.07 |
| 3229 | 2022.04.14 23:50 | buy | 1077 | 0.10 | 125.879 | 0.000 | 0.000 | ||
| 3230 | 2022.04.14 23:50 | modify | 1077 | 0.10 | 125.879 | 124.779 | 126.579 | ||
| 3231 | 2022.04.15 02:15 | close | 1077 | 0.10 | 126.040 | 124.779 | 126.579 | 1640.43 | 1840152.49 |
| 3232 | 2022.04.15 18:30 | buy | 1078 | 0.10 | 126.420 | 0.000 | 0.000 | ||
| 3233 | 2022.04.15 18:30 | modify | 1078 | 0.10 | 126.420 | 125.320 | 127.120 | ||
| 3234 | 2022.04.15 23:35 | sell | 1079 | 0.10 | 126.471 | 0.000 | 0.000 | ||
| 3235 | 2022.04.15 23:35 | modify | 1079 | 0.10 | 126.471 | 127.571 | 125.771 | ||
| 3236 | 2022.04.18 01:20 | close | 1078 | 0.10 | 126.591 | 125.320 | 127.120 | 1740.43 | 1841892.92 |
| 3237 | 2022.04.18 04:25 | close | 1079 | 0.10 | 126.347 | 127.571 | 125.771 | 1058.72 | 1842951.64 |
| 3238 | 2022.04.25 14:25 | sell | 1080 | 0.10 | 128.414 | 0.000 | 0.000 | ||
| 3239 | 2022.04.25 14:25 | modify | 1080 | 0.10 | 128.414 | 129.514 | 127.714 | ||
| 3240 | 2022.04.25 16:50 | close | 1080 | 0.10 | 127.770 | 129.514 | 127.714 | 6440.00 | 1849391.64 |
| 3241 | 2022.05.09 15:05 | buy | 1081 | 0.10 | 130.916 | 0.000 | 0.000 | ||
| 3242 | 2022.05.09 15:05 | modify | 1081 | 0.10 | 130.916 | 129.816 | 131.616 | ||
| 3243 | 2022.05.10 01:15 | close | 1081 | 0.10 | 130.532 | 129.816 | 131.616 | -3809.57 | 1845582.07 |
| 3244 | 2022.05.26 22:05 | buy | 1082 | 0.10 | 127.148 | 0.000 | 0.000 | ||
| 3245 | 2022.05.26 22:05 | modify | 1082 | 0.10 | 127.148 | 126.048 | 127.848 | ||
| 3246 | 2022.05.27 09:50 | close | 1082 | 0.10 | 127.009 | 126.048 | 127.848 | -1359.57 | 1844222.50 |
| 3247 | 2022.06.01 16:05 | buy | 1083 | 0.10 | 129.267 | 0.000 | 0.000 | ||
| 3248 | 2022.06.01 16:05 | modify | 1083 | 0.10 | 129.267 | 128.167 | 129.967 | ||
| 3249 | 2022.06.01 16:10 | close | 1083 | 0.10 | 129.222 | 128.167 | 129.967 | -450.00 | 1843772.50 |
| 3250 | 2022.06.13 22:00 | sell | 1084 | 0.10 | 134.294 | 0.000 | 0.000 | ||
| 3251 | 2022.06.13 22:00 | modify | 1084 | 0.10 | 134.294 | 135.394 | 133.594 | ||
| 3252 | 2022.06.14 03:25 | close | 1084 | 0.10 | 134.049 | 135.394 | 133.594 | 2268.72 | 1846041.22 |
| 3253 | 2022.06.15 21:05 | sell | 1085 | 0.10 | 134.884 | 0.000 | 0.000 | ||
| 3254 | 2022.06.15 21:05 | modify | 1085 | 0.10 | 134.884 | 135.984 | 134.184 | ||
| 3255 | 2022.06.15 21:38 | t/p | 1085 | 0.10 | 134.185 | 135.984 | 134.184 | 6990.00 | 1853031.22 |
| 3256 | 2022.07.08 22:50 | buy | 1086 | 0.10 | 136.049 | 0.000 | 0.000 | ||
| 3257 | 2022.07.08 22:50 | modify | 1086 | 0.10 | 136.049 | 134.949 | 136.749 | ||
| 3258 | 2022.07.11 02:20 | close | 1086 | 0.10 | 136.221 | 134.949 | 136.749 | 1750.43 | 1854781.64 |
| 3259 | 2022.07.19 17:35 | sell | 1087 | 0.10 | 137.902 | 0.000 | 0.000 | ||
| 3260 | 2022.07.19 17:35 | modify | 1087 | 0.10 | 137.902 | 139.002 | 137.202 | ||
| 3261 | 2022.07.20 04:35 | close | 1087 | 0.10 | 137.942 | 139.002 | 137.202 | -581.28 | 1854200.36 |
| 3262 | 2022.08.10 21:25 | sell | 1088 | 0.10 | 132.936 | 0.000 | 0.000 | ||
| 3263 | 2022.08.10 21:25 | modify | 1088 | 0.10 | 132.936 | 134.036 | 132.236 | ||
| 3264 | 2022.08.11 01:05 | close | 1088 | 0.10 | 132.745 | 134.036 | 132.236 | 1366.16 | 1855566.53 |
| 3265 | 2022.08.16 22:05 | buy | 1089 | 0.10 | 134.206 | 0.000 | 0.000 | ||
| 3266 | 2022.08.16 22:05 | modify | 1089 | 0.10 | 134.206 | 133.106 | 134.906 | ||
| 3267 | 2022.08.17 09:05 | close | 1089 | 0.10 | 134.331 | 133.106 | 134.906 | 1280.43 | 1856846.95 |
| 3268 | 2022.08.19 02:55 | buy | 1090 | 0.10 | 135.754 | 0.000 | 0.000 | ||
| 3269 | 2022.08.19 02:55 | modify | 1090 | 0.10 | 135.754 | 134.654 | 136.454 | ||
| 3270 | 2022.08.19 03:10 | close | 1090 | 0.10 | 136.064 | 134.654 | 136.454 | 3100.00 | 1859946.95 |
| 3271 | 2022.08.26 02:10 | sell | 1091 | 0.10 | 136.555 | 0.000 | 0.000 | ||
| 3272 | 2022.08.26 02:10 | modify | 1091 | 0.10 | 136.555 | 137.655 | 135.855 | ||
| 3273 | 2022.08.26 15:35 | close | 1091 | 0.10 | 136.703 | 137.655 | 135.855 | -1480.00 | 1858466.95 |
| 3274 | 2022.08.29 13:25 | buy | 1092 | 0.10 | 138.448 | 0.000 | 0.000 | ||
| 3275 | 2022.08.29 13:25 | modify | 1092 | 0.10 | 138.448 | 137.348 | 139.148 | ||
| 3276 | 2022.08.29 18:45 | close | 1092 | 0.10 | 138.842 | 137.348 | 139.148 | 3940.00 | 1862406.95 |
| 3277 | 2022.09.02 22:50 | sell | 1093 | 0.10 | 140.277 | 0.000 | 0.000 | ||
| 3278 | 2022.09.02 22:50 | modify | 1093 | 0.10 | 140.277 | 141.377 | 139.577 | ||
| 3279 | 2022.09.05 04:20 | close | 1093 | 0.10 | 140.142 | 141.377 | 139.577 | 1168.72 | 1863575.67 |
| 3280 | 2022.09.12 21:25 | sell | 1094 | 0.10 | 142.674 | 0.000 | 0.000 | ||
| 3281 | 2022.09.12 21:25 | modify | 1094 | 0.10 | 142.674 | 143.774 | 141.974 | ||
| 3282 | 2022.09.13 01:20 | close | 1094 | 0.10 | 142.608 | 143.774 | 141.974 | 478.72 | 1864054.39 |
| 3283 | 2022.09.14 21:00 | sell | 1095 | 0.10 | 143.134 | 0.000 | 0.000 | ||
| 3284 | 2022.09.14 21:00 | modify | 1095 | 0.10 | 143.134 | 144.234 | 142.434 | ||
| 3285 | 2022.09.15 01:10 | close | 1095 | 0.10 | 142.970 | 144.234 | 142.434 | 1096.16 | 1865150.56 |
| 3286 | 2022.09.20 20:10 | buy | 1096 | 0.10 | 143.542 | 0.000 | 0.000 | ||
| 3287 | 2022.09.20 20:10 | modify | 1096 | 0.10 | 143.542 | 142.442 | 144.242 | ||
| 3288 | 2022.09.21 07:35 | close | 1096 | 0.10 | 143.937 | 142.442 | 144.242 | 3980.43 | 1869130.98 |
| 3289 | 2022.09.29 02:10 | sell | 1097 | 0.10 | 144.271 | 0.000 | 0.000 | ||
| 3290 | 2022.09.29 02:10 | modify | 1097 | 0.10 | 144.271 | 145.371 | 143.571 | ||
| 3291 | 2022.09.29 19:10 | close | 1097 | 0.10 | 144.307 | 145.371 | 143.571 | -360.00 | 1868770.98 |
| 3292 | 2022.10.03 22:10 | sell | 1098 | 0.10 | 144.770 | 0.000 | 0.000 | ||
| 3293 | 2022.10.03 22:10 | modify | 1098 | 0.10 | 144.770 | 145.870 | 144.070 | ||
| 3294 | 2022.10.04 00:00 | close | 1098 | 0.10 | 144.562 | 145.870 | 144.070 | 1898.72 | 1870669.70 |
| 3295 | 2022.10.05 21:45 | buy | 1099 | 0.10 | 144.522 | 0.000 | 0.000 | ||
| 3296 | 2022.10.05 21:45 | modify | 1099 | 0.10 | 144.522 | 143.422 | 145.222 | ||
| 3297 | 2022.10.06 04:30 | close | 1099 | 0.10 | 144.675 | 143.422 | 145.222 | 1621.28 | 1872290.98 |
| 3298 | 2022.10.07 02:20 | buy | 1100 | 0.10 | 144.942 | 0.000 | 0.000 | ||
| 3299 | 2022.10.07 02:20 | modify | 1100 | 0.10 | 144.942 | 143.842 | 145.642 | ||
| 3300 | 2022.10.07 15:40 | close | 1100 | 0.10 | 145.091 | 143.842 | 145.642 | 1490.00 | 1873780.98 |