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 |
| 3301 | 2022.10.12 21:15 | buy | 1101 | 0.10 | 146.718 | 0.000 | 0.000 | ||
| 3302 | 2022.10.12 21:15 | modify | 1101 | 0.10 | 146.718 | 145.618 | 147.418 | ||
| 3303 | 2022.10.13 15:32 | t/p | 1101 | 0.10 | 147.418 | 145.618 | 147.418 | 7091.28 | 1880872.26 |
| 3304 | 2022.10.20 00:50 | buy | 1102 | 0.10 | 149.857 | 0.000 | 0.000 | ||
| 3305 | 2022.10.20 00:50 | modify | 1102 | 0.10 | 149.857 | 148.757 | 150.557 | ||
| 3306 | 2022.10.20 19:50 | close | 1102 | 0.10 | 149.937 | 148.757 | 150.557 | 800.00 | 1881672.26 |
| 3307 | 2022.10.21 17:40 | buy | 1103 | 0.10 | 150.647 | 0.000 | 0.000 | ||
| 3308 | 2022.10.21 17:40 | modify | 1103 | 0.10 | 150.647 | 149.547 | 151.347 | ||
| 3309 | 2022.10.21 17:50 | close | 1103 | 0.10 | 149.756 | 149.547 | 151.347 | -8910.00 | 1872762.26 |
| 3310 | 2022.10.24 14:50 | buy | 1104 | 0.10 | 148.853 | 0.000 | 0.000 | ||
| 3311 | 2022.10.24 14:50 | modify | 1104 | 0.10 | 148.853 | 147.753 | 149.553 | ||
| 3312 | 2022.10.25 16:59 | s/l | 1104 | 0.10 | 147.755 | 147.753 | 149.553 | -10949.57 | 1861812.69 |
| 3313 | 2022.10.27 12:10 | sell | 1105 | 0.10 | 146.164 | 0.000 | 0.000 | ||
| 3314 | 2022.10.27 12:10 | modify | 1105 | 0.10 | 146.164 | 147.264 | 145.464 | ||
| 3315 | 2022.10.27 16:20 | close | 1105 | 0.10 | 146.154 | 147.264 | 145.464 | 100.00 | 1861912.69 |
| 3316 | 2022.10.28 22:10 | buy | 1106 | 0.10 | 147.408 | 0.000 | 0.000 | ||
| 3317 | 2022.10.28 22:10 | modify | 1106 | 0.10 | 147.408 | 146.308 | 148.108 | ||
| 3318 | 2022.10.31 00:30 | close | 1106 | 0.10 | 147.620 | 146.308 | 148.108 | 2150.43 | 1864063.12 |
| 3319 | 2022.11.01 17:05 | sell | 1107 | 0.10 | 147.944 | 0.000 | 0.000 | ||
| 3320 | 2022.11.01 17:05 | modify | 1107 | 0.10 | 147.944 | 149.044 | 147.244 | ||
| 3321 | 2022.11.02 02:10 | close | 1107 | 0.10 | 147.943 | 149.044 | 147.244 | -171.28 | 1863891.84 |
| 3322 | 2022.11.02 02:10 | buy | 1108 | 0.10 | 147.943 | 0.000 | 0.000 | ||
| 3323 | 2022.11.02 02:10 | modify | 1108 | 0.10 | 147.943 | 146.843 | 148.643 | ||
| 3324 | 2022.11.02 07:10 | close | 1108 | 0.10 | 147.598 | 146.843 | 148.643 | -3450.00 | 1860441.84 |
| 3325 | 2022.11.03 17:05 | buy | 1109 | 0.10 | 147.678 | 0.000 | 0.000 | ||
| 3326 | 2022.11.03 17:05 | modify | 1109 | 0.10 | 147.678 | 146.578 | 148.378 | ||
| 3327 | 2022.11.03 19:30 | close | 1109 | 0.10 | 148.296 | 146.578 | 148.378 | 6180.00 | 1866621.84 |
| 3328 | 2022.11.15 01:05 | sell | 1110 | 0.10 | 140.156 | 0.000 | 0.000 | ||
| 3329 | 2022.11.15 01:05 | modify | 1110 | 0.10 | 140.156 | 141.256 | 139.456 | ||
| 3330 | 2022.11.15 09:20 | close | 1110 | 0.10 | 139.991 | 141.256 | 139.456 | 1650.00 | 1868271.84 |
| 3331 | 2022.11.17 20:35 | buy | 1111 | 0.10 | 140.113 | 0.000 | 0.000 | ||
| 3332 | 2022.11.17 20:35 | modify | 1111 | 0.10 | 140.113 | 139.013 | 140.813 | ||
| 3333 | 2022.11.18 01:45 | close | 1111 | 0.10 | 140.351 | 139.013 | 140.813 | 2410.43 | 1870682.27 |
| 3334 | 2022.11.21 16:25 | buy | 1112 | 0.10 | 141.419 | 0.000 | 0.000 | ||
| 3335 | 2022.11.21 16:25 | modify | 1112 | 0.10 | 141.419 | 140.319 | 142.119 | ||
| 3336 | 2022.11.21 18:00 | close | 1112 | 0.10 | 141.944 | 140.319 | 142.119 | 5250.00 | 1875932.27 |
| 3337 | 2022.11.28 14:05 | sell | 1113 | 0.10 | 138.286 | 0.000 | 0.000 | ||
| 3338 | 2022.11.28 14:05 | modify | 1113 | 0.10 | 138.286 | 139.386 | 137.586 | ||
| 3339 | 2022.11.29 02:20 | close | 1113 | 0.10 | 138.563 | 139.386 | 137.586 | -2951.28 | 1872980.99 |
| 3340 | 2022.11.30 20:40 | buy | 1114 | 0.10 | 138.626 | 0.000 | 0.000 | ||
| 3341 | 2022.11.30 20:40 | modify | 1114 | 0.10 | 138.626 | 137.526 | 139.326 | ||
| 3342 | 2022.12.01 01:42 | s/l | 1114 | 0.10 | 137.526 | 137.526 | 139.326 | -10908.72 | 1862072.27 |
| 3343 | 2022.12.02 15:35 | sell | 1115 | 0.10 | 135.681 | 0.000 | 0.000 | ||
| 3344 | 2022.12.02 15:35 | modify | 1115 | 0.10 | 135.681 | 136.781 | 134.981 | ||
| 3345 | 2022.12.02 18:45 | close | 1115 | 0.10 | 134.990 | 136.781 | 134.981 | 6910.00 | 1868982.27 |
| 3346 | 2022.12.07 23:35 | sell | 1116 | 0.10 | 136.589 | 0.000 | 0.000 | ||
| 3347 | 2022.12.07 23:35 | modify | 1116 | 0.10 | 136.589 | 137.689 | 135.889 | ||
| 3348 | 2022.12.08 01:25 | close | 1116 | 0.10 | 136.358 | 137.689 | 135.889 | 1766.16 | 1870748.43 |
| 3349 | 2022.12.13 01:00 | buy | 1117 | 0.10 | 137.582 | 0.000 | 0.000 | ||
| 3350 | 2022.12.13 01:00 | modify | 1117 | 0.10 | 137.582 | 136.482 | 138.282 | ||
| 3351 | 2022.12.13 02:30 | close | 1117 | 0.10 | 137.863 | 136.482 | 138.282 | 2810.00 | 1873558.43 |
| 3352 | 2022.12.16 23:00 | sell | 1118 | 0.10 | 136.691 | 0.000 | 0.000 | ||
| 3353 | 2022.12.16 23:00 | modify | 1118 | 0.10 | 136.691 | 137.791 | 135.991 | ||
| 3354 | 2022.12.19 00:01 | t/p | 1118 | 0.10 | 135.991 | 137.791 | 135.991 | 6818.72 | 1880377.15 |
| 3355 | 2022.12.20 22:50 | sell | 1119 | 0.10 | 131.779 | 0.000 | 0.000 | ||
| 3356 | 2022.12.20 22:50 | modify | 1119 | 0.10 | 131.779 | 132.879 | 131.079 | ||
| 3357 | 2022.12.21 10:55 | close | 1119 | 0.10 | 131.577 | 132.879 | 131.079 | 1838.72 | 1882215.87 |
| 3358 | 2023.01.03 16:40 | buy | 1120 | 0.10 | 130.366 | 0.000 | 0.000 | ||
| 3359 | 2023.01.03 16:40 | modify | 1120 | 0.10 | 130.366 | 129.266 | 131.066 | ||
| 3360 | 2023.01.03 18:45 | close | 1120 | 0.10 | 130.985 | 129.266 | 131.066 | 6190.00 | 1888405.87 |
| 3361 | 2023.01.05 01:00 | buy | 1121 | 0.10 | 132.406 | 0.000 | 0.000 | ||
| 3362 | 2023.01.05 01:00 | modify | 1121 | 0.10 | 132.406 | 131.306 | 133.106 | ||
| 3363 | 2023.01.05 06:00 | close | 1121 | 0.10 | 132.344 | 131.306 | 133.106 | -620.00 | 1887785.87 |
| 3364 | 2023.01.06 15:35 | buy | 1122 | 0.10 | 134.031 | 0.000 | 0.000 | ||
| 3365 | 2023.01.06 15:35 | modify | 1122 | 0.10 | 134.031 | 132.931 | 134.731 | ||
| 3366 | 2023.01.06 17:05 | close | 1122 | 0.10 | 133.210 | 132.931 | 134.731 | -8210.00 | 1879575.87 |
| 3367 | 2023.01.09 15:25 | buy | 1123 | 0.10 | 131.960 | 0.000 | 0.000 | ||
| 3368 | 2023.01.09 15:25 | modify | 1123 | 0.10 | 131.960 | 130.860 | 132.660 | ||
| 3369 | 2023.01.10 02:30 | close | 1123 | 0.10 | 132.198 | 130.860 | 132.660 | 2410.43 | 1881986.30 |
| 3370 | 2023.01.16 01:20 | sell | 1124 | 0.10 | 128.042 | 0.000 | 0.000 | ||
| 3371 | 2023.01.16 01:20 | modify | 1124 | 0.10 | 128.042 | 129.142 | 127.342 | ||
| 3372 | 2023.01.16 03:25 | close | 1124 | 0.10 | 127.602 | 129.142 | 127.342 | 4400.00 | 1886386.30 |
| 3373 | 2023.01.18 19:35 | sell | 1125 | 0.10 | 128.899 | 0.000 | 0.000 | ||
| 3374 | 2023.01.18 19:35 | modify | 1125 | 0.10 | 128.899 | 129.999 | 128.199 | ||
| 3375 | 2023.01.19 01:15 | close | 1125 | 0.10 | 128.642 | 129.999 | 128.199 | 2026.16 | 1888412.46 |
| 3376 | 2023.01.24 01:30 | buy | 1126 | 0.10 | 130.470 | 0.000 | 0.000 | ||
| 3377 | 2023.01.24 01:30 | modify | 1126 | 0.10 | 130.470 | 129.370 | 131.170 | ||
| 3378 | 2023.01.24 16:50 | close | 1126 | 0.10 | 130.729 | 129.370 | 131.170 | 2590.00 | 1891002.46 |
| 3379 | 2023.01.27 01:05 | buy | 1127 | 0.10 | 130.091 | 0.000 | 0.000 | ||
| 3380 | 2023.01.27 01:05 | modify | 1127 | 0.10 | 130.091 | 128.991 | 130.791 | ||
| 3381 | 2023.01.27 06:05 | close | 1127 | 0.10 | 130.067 | 128.991 | 130.791 | -240.00 | 1890762.46 |
| 3382 | 2023.02.01 21:05 | sell | 1128 | 0.10 | 129.754 | 0.000 | 0.000 | ||
| 3383 | 2023.02.01 21:05 | modify | 1128 | 0.10 | 129.754 | 130.854 | 129.054 | ||
| 3384 | 2023.02.01 21:42 | t/p | 1128 | 0.10 | 129.054 | 130.854 | 129.054 | 7000.00 | 1897762.46 |
| 3385 | 2023.02.06 21:20 | buy | 1129 | 0.10 | 132.467 | 0.000 | 0.000 | ||
| 3386 | 2023.02.06 21:20 | modify | 1129 | 0.10 | 132.467 | 131.367 | 133.167 | ||
| 3387 | 2023.02.07 13:25 | close | 1129 | 0.10 | 132.160 | 131.367 | 133.167 | -3039.57 | 1894722.89 |
| 3388 | 2023.02.08 15:00 | sell | 1130 | 0.10 | 131.067 | 0.000 | 0.000 | ||
| 3389 | 2023.02.08 15:00 | modify | 1130 | 0.10 | 131.067 | 132.167 | 130.367 | ||
| 3390 | 2023.02.08 15:05 | close | 1130 | 0.10 | 131.092 | 132.167 | 130.367 | -250.00 | 1894472.89 |
| 3391 | 2023.02.09 18:05 | sell | 1131 | 0.10 | 131.065 | 0.000 | 0.000 | ||
| 3392 | 2023.02.09 18:05 | modify | 1131 | 0.10 | 131.065 | 132.165 | 130.365 | ||
| 3393 | 2023.02.10 08:05 | close | 1131 | 0.10 | 131.446 | 132.165 | 130.365 | -3991.28 | 1890481.61 |
| 3394 | 2023.02.28 17:15 | buy | 1132 | 0.10 | 136.384 | 0.000 | 0.000 | ||
| 3395 | 2023.02.28 17:15 | modify | 1132 | 0.10 | 136.384 | 135.284 | 137.084 | ||
| 3396 | 2023.03.01 01:35 | close | 1132 | 0.10 | 136.293 | 135.284 | 137.084 | -879.57 | 1889602.03 |
| 3397 | 2023.03.01 01:35 | sell | 1133 | 0.10 | 136.294 | 0.000 | 0.000 | ||
| 3398 | 2023.03.01 01:35 | modify | 1133 | 0.10 | 136.294 | 137.394 | 135.594 | ||
| 3399 | 2023.03.01 10:00 | close | 1133 | 0.10 | 135.930 | 137.394 | 135.594 | 3640.00 | 1893242.03 |
| 3400 | 2023.03.01 16:30 | sell | 1134 | 0.10 | 135.967 | 0.000 | 0.000 | ||
| 3401 | 2023.03.01 16:30 | modify | 1134 | 0.10 | 135.967 | 137.067 | 135.267 | ||
| 3402 | 2023.03.02 01:20 | close | 1134 | 0.10 | 136.066 | 137.067 | 135.267 | -1533.84 | 1891708.20 |
| 3403 | 2023.03.02 01:20 | buy | 1135 | 0.10 | 136.065 | 0.000 | 0.000 | ||
| 3404 | 2023.03.02 01:20 | modify | 1135 | 0.10 | 136.065 | 134.965 | 136.765 | ||
| 3405 | 2023.03.02 03:35 | close | 1135 | 0.10 | 136.368 | 134.965 | 136.765 | 3030.00 | 1894738.20 |
| 3406 | 2023.03.06 15:25 | buy | 1136 | 0.10 | 135.773 | 0.000 | 0.000 | ||
| 3407 | 2023.03.06 15:25 | modify | 1136 | 0.10 | 135.773 | 134.673 | 136.473 | ||
| 3408 | 2023.03.07 02:15 | close | 1136 | 0.10 | 136.056 | 134.673 | 136.473 | 2860.43 | 1897598.62 |
| 3409 | 2023.03.10 01:50 | sell | 1137 | 0.10 | 136.270 | 0.000 | 0.000 | ||
| 3410 | 2023.03.10 01:50 | modify | 1137 | 0.10 | 136.270 | 137.370 | 135.570 | ||
| 3411 | 2023.03.10 02:35 | close | 1137 | 0.10 | 135.888 | 137.370 | 135.570 | 3820.00 | 1901418.62 |
| 3412 | 2023.03.10 23:45 | sell | 1138 | 0.10 | 135.131 | 0.000 | 0.000 | ||
| 3413 | 2023.03.10 23:45 | modify | 1138 | 0.10 | 135.131 | 136.231 | 134.431 | ||
| 3414 | 2023.03.13 00:05 | close | 1138 | 0.10 | 134.521 | 136.231 | 134.431 | 5918.72 | 1907337.34 |
| 3415 | 2023.03.15 12:20 | buy | 1139 | 0.10 | 134.414 | 0.000 | 0.000 | ||
| 3416 | 2023.03.15 12:20 | modify | 1139 | 0.10 | 134.414 | 133.314 | 135.114 | ||
| 3417 | 2023.03.15 15:03 | s/l | 1139 | 0.10 | 133.314 | 133.314 | 135.114 | -11000.00 | 1896337.34 |
| 3418 | 2023.03.15 21:30 | sell | 1140 | 0.10 | 133.529 | 0.000 | 0.000 | ||
| 3419 | 2023.03.15 21:30 | modify | 1140 | 0.10 | 133.529 | 134.629 | 132.829 | ||
| 3420 | 2023.03.16 02:25 | close | 1140 | 0.10 | 133.045 | 134.629 | 132.829 | 4296.16 | 1900633.51 |
| 3421 | 2023.03.17 02:10 | buy | 1141 | 0.10 | 133.428 | 0.000 | 0.000 | ||
| 3422 | 2023.03.17 02:10 | modify | 1141 | 0.10 | 133.428 | 132.328 | 134.128 | ||
| 3423 | 2023.03.17 15:24 | s/l | 1141 | 0.10 | 132.328 | 132.328 | 134.128 | -11000.00 | 1889633.51 |
| 3424 | 2023.03.21 17:45 | buy | 1142 | 0.10 | 131.884 | 0.000 | 0.000 | ||
| 3425 | 2023.03.21 17:45 | modify | 1142 | 0.10 | 131.884 | 130.784 | 132.584 | ||
| 3426 | 2023.03.21 20:15 | close | 1142 | 0.10 | 132.527 | 130.784 | 132.584 | 6430.00 | 1896063.51 |
| 3427 | 2023.03.22 02:10 | buy | 1143 | 0.10 | 132.287 | 0.000 | 0.000 | ||
| 3428 | 2023.03.22 02:10 | modify | 1143 | 0.10 | 132.287 | 131.187 | 132.987 | ||
| 3429 | 2023.03.22 03:30 | close | 1143 | 0.10 | 132.586 | 131.187 | 132.987 | 2990.00 | 1899053.51 |
| 3430 | 2023.03.29 12:45 | buy | 1144 | 0.10 | 131.608 | 0.000 | 0.000 | ||
| 3431 | 2023.03.29 12:45 | modify | 1144 | 0.10 | 131.608 | 130.508 | 132.308 | ||
| 3432 | 2023.03.29 14:40 | close | 1144 | 0.10 | 132.173 | 130.508 | 132.308 | 5650.00 | 1904703.51 |
| 3433 | 2023.04.03 13:15 | buy | 1145 | 0.10 | 133.244 | 0.000 | 0.000 | ||
| 3434 | 2023.04.03 13:15 | modify | 1145 | 0.10 | 133.244 | 132.144 | 133.944 | ||
| 3435 | 2023.04.04 03:55 | close | 1145 | 0.10 | 132.564 | 132.144 | 133.944 | -6769.57 | 1897933.93 |
| 3436 | 2023.04.05 23:00 | sell | 1146 | 0.10 | 131.309 | 0.000 | 0.000 | ||
| 3437 | 2023.04.05 23:00 | modify | 1146 | 0.10 | 131.309 | 132.409 | 130.609 | ||
| 3438 | 2023.04.06 02:05 | close | 1146 | 0.10 | 131.030 | 132.409 | 130.609 | 2246.16 | 1900180.10 |
| 3439 | 2023.04.13 21:15 | sell | 1147 | 0.10 | 132.648 | 0.000 | 0.000 | ||
| 3440 | 2023.04.13 21:15 | modify | 1147 | 0.10 | 132.648 | 133.748 | 131.948 | ||
| 3441 | 2023.04.14 00:05 | close | 1147 | 0.10 | 132.565 | 133.748 | 131.948 | 648.72 | 1900828.82 |
| 3442 | 2023.04.18 16:05 | sell | 1148 | 0.10 | 134.218 | 0.000 | 0.000 | ||
| 3443 | 2023.04.18 16:05 | modify | 1148 | 0.10 | 134.218 | 135.318 | 133.518 | ||
| 3444 | 2023.04.19 01:20 | close | 1148 | 0.10 | 134.006 | 135.318 | 133.518 | 1938.72 | 1902767.54 |
| 3445 | 2023.04.20 20:55 | sell | 1149 | 0.10 | 134.274 | 0.000 | 0.000 | ||
| 3446 | 2023.04.20 20:55 | modify | 1149 | 0.10 | 134.274 | 135.374 | 133.574 | ||
| 3447 | 2023.04.21 02:30 | close | 1149 | 0.10 | 134.099 | 135.374 | 133.574 | 1568.72 | 1904336.26 |
| 3448 | 2023.04.24 17:45 | buy | 1150 | 0.10 | 134.384 | 0.000 | 0.000 | ||
| 3449 | 2023.04.24 17:45 | modify | 1150 | 0.10 | 134.384 | 133.284 | 135.084 | ||
| 3450 | 2023.04.25 04:10 | close | 1150 | 0.10 | 134.354 | 133.284 | 135.084 | -269.57 | 1904066.68 |