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 |
| 3451 | 2023.05.01 13:10 | buy | 1151 | 0.10 | 136.593 | 0.000 | 0.000 | ||
| 3452 | 2023.05.01 13:10 | modify | 1151 | 0.10 | 136.593 | 135.493 | 137.293 | ||
| 3453 | 2023.05.01 17:05 | close | 1151 | 0.10 | 137.111 | 135.493 | 137.293 | 5180.00 | 1909246.68 |
| 3454 | 2023.05.04 23:35 | sell | 1152 | 0.10 | 134.331 | 0.000 | 0.000 | ||
| 3455 | 2023.05.04 23:35 | modify | 1152 | 0.10 | 134.331 | 135.431 | 133.631 | ||
| 3456 | 2023.05.05 04:30 | close | 1152 | 0.10 | 134.011 | 135.431 | 133.631 | 3018.72 | 1912265.41 |
| 3457 | 2023.05.15 15:35 | buy | 1153 | 0.10 | 135.889 | 0.000 | 0.000 | ||
| 3458 | 2023.05.15 15:35 | modify | 1153 | 0.10 | 135.889 | 134.789 | 136.589 | ||
| 3459 | 2023.05.16 15:35 | close | 1153 | 0.10 | 136.151 | 134.789 | 136.589 | 2650.43 | 1914915.83 |
| 3460 | 2023.05.19 02:10 | buy | 1154 | 0.10 | 138.537 | 0.000 | 0.000 | ||
| 3461 | 2023.05.19 02:10 | modify | 1154 | 0.10 | 138.537 | 137.437 | 139.237 | ||
| 3462 | 2023.05.19 14:25 | close | 1154 | 0.10 | 138.421 | 137.437 | 139.237 | -1160.00 | 1913755.83 |
| 3463 | 2023.05.26 02:15 | buy | 1155 | 0.10 | 139.886 | 0.000 | 0.000 | ||
| 3464 | 2023.05.26 02:15 | modify | 1155 | 0.10 | 139.886 | 138.786 | 140.586 | ||
| 3465 | 2023.05.26 15:35 | close | 1155 | 0.10 | 140.056 | 138.786 | 140.586 | 1700.00 | 1915455.83 |
| 3466 | 2023.05.29 18:10 | sell | 1156 | 0.10 | 140.359 | 0.000 | 0.000 | ||
| 3467 | 2023.05.29 18:10 | modify | 1156 | 0.10 | 140.359 | 141.459 | 139.659 | ||
| 3468 | 2023.05.30 04:05 | close | 1156 | 0.10 | 140.066 | 141.459 | 139.659 | 2748.72 | 1918204.55 |
| 3469 | 2023.06.01 13:45 | buy | 1157 | 0.10 | 139.594 | 0.000 | 0.000 | ||
| 3470 | 2023.06.01 13:45 | modify | 1157 | 0.10 | 139.594 | 138.494 | 140.294 | ||
| 3471 | 2023.06.01 17:00 | s/l | 1157 | 0.10 | 138.495 | 138.494 | 140.294 | -10990.00 | 1907214.55 |
| 3472 | 2023.06.08 02:55 | buy | 1158 | 0.10 | 139.891 | 0.000 | 0.000 | ||
| 3473 | 2023.06.08 02:55 | modify | 1158 | 0.10 | 139.891 | 138.791 | 140.591 | ||
| 3474 | 2023.06.09 02:51 | s/l | 1158 | 0.10 | 138.791 | 138.791 | 140.591 | -10969.57 | 1896244.98 |
| 3475 | 2023.06.14 21:05 | sell | 1159 | 0.10 | 139.898 | 0.000 | 0.000 | ||
| 3476 | 2023.06.14 21:05 | modify | 1159 | 0.10 | 139.898 | 140.998 | 139.198 | ||
| 3477 | 2023.06.15 04:59 | s/l | 1159 | 0.10 | 141.002 | 140.998 | 139.198 | -11583.84 | 1884661.14 |
| 3478 | 2023.06.15 12:25 | buy | 1160 | 0.10 | 140.869 | 0.000 | 0.000 | ||
| 3479 | 2023.06.15 12:25 | modify | 1160 | 0.10 | 140.869 | 139.769 | 141.569 | ||
| 3480 | 2023.06.16 05:50 | close | 1160 | 0.10 | 140.555 | 139.769 | 141.569 | -3109.57 | 1881551.57 |
| 3481 | 2023.06.20 00:35 | buy | 1161 | 0.10 | 141.941 | 0.000 | 0.000 | ||
| 3482 | 2023.06.20 00:35 | modify | 1161 | 0.10 | 141.941 | 140.841 | 142.641 | ||
| 3483 | 2023.06.20 03:20 | close | 1161 | 0.10 | 142.044 | 140.841 | 142.641 | 1030.00 | 1882581.57 |
| 3484 | 2023.06.21 13:50 | buy | 1162 | 0.10 | 141.756 | 0.000 | 0.000 | ||
| 3485 | 2023.06.21 13:50 | modify | 1162 | 0.10 | 141.756 | 140.656 | 142.456 | ||
| 3486 | 2023.06.21 16:00 | close | 1162 | 0.10 | 141.882 | 140.656 | 142.456 | 1260.00 | 1883841.57 |
| 3487 | 2023.06.28 02:05 | buy | 1163 | 0.10 | 143.956 | 0.000 | 0.000 | ||
| 3488 | 2023.06.28 02:05 | modify | 1163 | 0.10 | 143.956 | 142.856 | 144.656 | ||
| 3489 | 2023.06.28 05:45 | close | 1163 | 0.10 | 144.026 | 142.856 | 144.656 | 700.00 | 1884541.57 |
| 3490 | 2023.06.30 02:30 | buy | 1164 | 0.10 | 144.703 | 0.000 | 0.000 | ||
| 3491 | 2023.06.30 02:30 | modify | 1164 | 0.10 | 144.703 | 143.603 | 145.403 | ||
| 3492 | 2023.06.30 04:30 | close | 1164 | 0.10 | 144.964 | 143.603 | 145.403 | 2610.00 | 1887151.57 |
| 3493 | 2023.07.03 15:55 | buy | 1165 | 0.10 | 144.550 | 0.000 | 0.000 | ||
| 3494 | 2023.07.03 15:55 | modify | 1165 | 0.10 | 144.550 | 143.450 | 145.250 | ||
| 3495 | 2023.07.04 19:40 | close | 1165 | 0.10 | 144.525 | 143.450 | 145.250 | -219.57 | 1886931.99 |
| 3496 | 2023.07.11 16:40 | sell | 1166 | 0.10 | 140.797 | 0.000 | 0.000 | ||
| 3497 | 2023.07.11 16:40 | modify | 1166 | 0.10 | 140.797 | 141.897 | 140.097 | ||
| 3498 | 2023.07.11 19:50 | close | 1166 | 0.10 | 140.374 | 141.897 | 140.097 | 4230.00 | 1891161.99 |
| 3499 | 2023.07.17 21:55 | buy | 1167 | 0.10 | 138.668 | 0.000 | 0.000 | ||
| 3500 | 2023.07.17 21:55 | modify | 1167 | 0.10 | 138.668 | 137.568 | 139.368 | ||
| 3501 | 2023.07.18 03:05 | close | 1167 | 0.10 | 138.831 | 137.568 | 139.368 | 1660.43 | 1892822.42 |
| 3502 | 2023.07.26 19:35 | sell | 1168 | 0.10 | 140.565 | 0.000 | 0.000 | ||
| 3503 | 2023.07.26 19:35 | modify | 1168 | 0.10 | 140.565 | 141.665 | 139.865 | ||
| 3504 | 2023.07.26 21:45 | close | 1168 | 0.10 | 140.151 | 141.665 | 139.865 | 4140.00 | 1896962.42 |
| 3505 | 2023.08.22 15:40 | sell | 1169 | 0.10 | 145.946 | 0.000 | 0.000 | ||
| 3506 | 2023.08.22 15:40 | modify | 1169 | 0.10 | 145.946 | 147.046 | 145.246 | ||
| 3507 | 2023.08.23 02:55 | close | 1169 | 0.10 | 145.736 | 147.046 | 145.246 | 1918.72 | 1898881.14 |
| 3508 | 2023.09.04 02:15 | buy | 1170 | 0.10 | 146.091 | 0.000 | 0.000 | ||
| 3509 | 2023.09.04 02:15 | modify | 1170 | 0.10 | 146.091 | 144.991 | 146.791 | ||
| 3510 | 2023.09.04 10:05 | close | 1170 | 0.10 | 146.308 | 144.991 | 146.791 | 2170.00 | 1901051.14 |
| 3511 | 2023.09.05 00:00 | buy | 1171 | 0.10 | 146.502 | 0.000 | 0.000 | ||
| 3512 | 2023.09.05 00:00 | modify | 1171 | 0.10 | 146.502 | 145.402 | 147.202 | ||
| 3513 | 2023.09.05 03:15 | close | 1171 | 0.10 | 146.572 | 145.402 | 147.202 | 700.00 | 1901751.14 |
| 3514 | 2023.09.06 02:05 | buy | 1172 | 0.10 | 147.495 | 0.000 | 0.000 | ||
| 3515 | 2023.09.06 02:05 | modify | 1172 | 0.10 | 147.495 | 146.395 | 148.195 | ||
| 3516 | 2023.09.06 03:50 | close | 1172 | 0.10 | 147.713 | 146.395 | 148.195 | 2180.00 | 1903931.14 |
| 3517 | 2023.09.11 12:55 | sell | 1173 | 0.10 | 146.635 | 0.000 | 0.000 | ||
| 3518 | 2023.09.11 12:55 | modify | 1173 | 0.10 | 146.635 | 147.735 | 145.935 | ||
| 3519 | 2023.09.11 15:40 | close | 1173 | 0.10 | 146.327 | 147.735 | 145.935 | 3080.00 | 1907011.14 |
| 3520 | 2023.09.12 23:35 | buy | 1174 | 0.10 | 147.004 | 0.000 | 0.000 | ||
| 3521 | 2023.09.12 23:35 | modify | 1174 | 0.10 | 147.004 | 145.904 | 147.704 | ||
| 3522 | 2023.09.13 04:00 | close | 1174 | 0.10 | 147.302 | 145.904 | 147.704 | 3010.43 | 1910021.57 |
| 3523 | 2023.09.20 13:40 | buy | 1175 | 0.10 | 147.859 | 0.000 | 0.000 | ||
| 3524 | 2023.09.20 13:40 | modify | 1175 | 0.10 | 147.859 | 146.759 | 148.559 | ||
| 3525 | 2023.09.20 16:00 | close | 1175 | 0.10 | 147.861 | 146.759 | 148.559 | 20.00 | 1910041.57 |
| 3526 | 2023.09.20 21:05 | sell | 1176 | 0.10 | 148.034 | 0.000 | 0.000 | ||
| 3527 | 2023.09.20 21:05 | modify | 1176 | 0.10 | 148.034 | 149.134 | 147.334 | ||
| 3528 | 2023.09.21 11:25 | close | 1176 | 0.10 | 148.168 | 149.134 | 147.334 | -1883.84 | 1908157.73 |
| 3529 | 2023.09.28 02:25 | buy | 1177 | 0.10 | 149.442 | 0.000 | 0.000 | ||
| 3530 | 2023.09.28 02:25 | modify | 1177 | 0.10 | 149.442 | 148.342 | 150.142 | ||
| 3531 | 2023.09.29 02:50 | close | 1177 | 0.10 | 149.348 | 148.342 | 150.142 | -909.57 | 1907248.16 |
| 3532 | 2023.10.09 00:05 | buy | 1178 | 0.10 | 149.140 | 0.000 | 0.000 | ||
| 3533 | 2023.10.09 00:05 | modify | 1178 | 0.10 | 149.140 | 148.040 | 149.840 | ||
| 3534 | 2023.10.10 07:20 | close | 1178 | 0.10 | 148.687 | 148.040 | 149.840 | -4499.57 | 1902748.58 |
| 3535 | 2023.10.24 02:40 | sell | 1179 | 0.10 | 149.736 | 0.000 | 0.000 | ||
| 3536 | 2023.10.24 02:40 | modify | 1179 | 0.10 | 149.736 | 150.836 | 149.036 | ||
| 3537 | 2023.10.24 04:45 | close | 1179 | 0.10 | 149.595 | 150.836 | 149.036 | 1410.00 | 1904158.58 |
| 3538 | 2023.11.01 02:25 | buy | 1180 | 0.10 | 151.263 | 0.000 | 0.000 | ||
| 3539 | 2023.11.01 02:25 | modify | 1180 | 0.10 | 151.263 | 150.163 | 151.963 | ||
| 3540 | 2023.11.01 16:00 | close | 1180 | 0.10 | 151.178 | 150.163 | 151.963 | -850.00 | 1903308.58 |
| 3541 | 2023.11.16 22:30 | sell | 1181 | 0.10 | 150.685 | 0.000 | 0.000 | ||
| 3542 | 2023.11.16 22:30 | modify | 1181 | 0.10 | 150.685 | 151.785 | 149.985 | ||
| 3543 | 2023.11.17 00:05 | close | 1181 | 0.10 | 150.738 | 151.785 | 149.985 | -711.28 | 1902597.31 |
| 3544 | 2023.11.22 01:05 | buy | 1182 | 0.10 | 148.226 | 0.000 | 0.000 | ||
| 3545 | 2023.11.22 01:05 | modify | 1182 | 0.10 | 148.226 | 147.126 | 148.926 | ||
| 3546 | 2023.11.22 07:05 | close | 1182 | 0.10 | 148.429 | 147.126 | 148.926 | 2030.00 | 1904627.31 |
| 3547 | 2023.11.24 01:00 | buy | 1183 | 0.10 | 149.488 | 0.000 | 0.000 | ||
| 3548 | 2023.11.24 01:00 | modify | 1183 | 0.10 | 149.488 | 148.388 | 150.188 | ||
| 3549 | 2023.11.24 02:10 | close | 1183 | 0.10 | 149.700 | 148.388 | 150.188 | 2120.00 | 1906747.31 |
| 3550 | 2023.11.27 11:55 | sell | 1184 | 0.10 | 149.199 | 0.000 | 0.000 | ||
| 3551 | 2023.11.27 11:55 | modify | 1184 | 0.10 | 149.199 | 150.299 | 148.499 | ||
| 3552 | 2023.11.27 15:10 | close | 1184 | 0.10 | 148.744 | 150.299 | 148.499 | 4550.00 | 1911297.31 |
| 3553 | 2023.11.29 17:05 | buy | 1185 | 0.10 | 147.172 | 0.000 | 0.000 | ||
| 3554 | 2023.11.29 17:05 | modify | 1185 | 0.10 | 147.172 | 146.072 | 147.872 | ||
| 3555 | 2023.11.30 09:45 | close | 1185 | 0.10 | 147.249 | 146.072 | 147.872 | 861.28 | 1912158.59 |
| 3556 | 2023.12.01 01:05 | buy | 1186 | 0.10 | 148.100 | 0.000 | 0.000 | ||
| 3557 | 2023.12.01 01:05 | modify | 1186 | 0.10 | 148.100 | 147.000 | 148.800 | ||
| 3558 | 2023.12.01 05:50 | close | 1186 | 0.10 | 148.138 | 147.000 | 148.800 | 380.00 | 1912538.59 |
| 3559 | 2023.12.18 23:50 | buy | 1187 | 0.10 | 142.820 | 0.000 | 0.000 | ||
| 3560 | 2023.12.18 23:50 | modify | 1187 | 0.10 | 142.820 | 141.720 | 143.520 | ||
| 3561 | 2023.12.19 04:50 | close | 1187 | 0.10 | 143.420 | 141.720 | 143.520 | 6030.43 | 1918569.01 |
| 3562 | 2023.12.19 14:55 | buy | 1188 | 0.10 | 144.363 | 0.000 | 0.000 | ||
| 3563 | 2023.12.19 14:55 | modify | 1188 | 0.10 | 144.363 | 143.263 | 145.063 | ||
| 3564 | 2023.12.20 01:40 | close | 1188 | 0.10 | 143.947 | 143.263 | 145.063 | -4129.57 | 1914439.44 |
| 3565 | 2023.12.20 22:30 | buy | 1189 | 0.10 | 143.553 | 0.000 | 0.000 | ||
| 3566 | 2023.12.20 22:30 | modify | 1189 | 0.10 | 143.553 | 142.453 | 144.253 | ||
| 3567 | 2023.12.21 15:34 | s/l | 1189 | 0.10 | 142.453 | 142.453 | 144.253 | -10908.72 | 1903530.72 |
| 3568 | 2023.12.22 15:35 | sell | 1190 | 0.10 | 142.342 | 0.000 | 0.000 | ||
| 3569 | 2023.12.22 15:35 | modify | 1190 | 0.10 | 142.342 | 143.442 | 141.642 | ||
| 3570 | 2023.12.25 01:35 | close | 1190 | 0.10 | 142.432 | 143.442 | 141.642 | -1081.28 | 1902449.44 |
| 3571 | 2023.12.26 15:25 | buy | 1191 | 0.10 | 142.251 | 0.000 | 0.000 | ||
| 3572 | 2023.12.26 15:25 | modify | 1191 | 0.10 | 142.251 | 141.151 | 142.951 | ||
| 3573 | 2023.12.26 17:50 | close | 1191 | 0.10 | 142.538 | 141.151 | 142.951 | 2870.00 | 1905319.44 |
| 3574 | 2023.12.29 01:15 | buy | 1192 | 0.10 | 141.279 | 0.000 | 0.000 | ||
| 3575 | 2023.12.29 01:15 | modify | 1192 | 0.10 | 141.279 | 140.179 | 141.979 | ||
| 3576 | 2023.12.29 11:15 | close | 1192 | 0.10 | 141.619 | 140.179 | 141.979 | 3400.00 | 1908719.44 |
| 3577 | 2024.01.02 01:50 | sell | 1193 | 0.10 | 141.089 | 0.000 | 0.000 | ||
| 3578 | 2024.01.02 01:50 | modify | 1193 | 0.10 | 141.089 | 142.189 | 140.389 | ||
| 3579 | 2024.01.02 14:37 | s/l | 1193 | 0.10 | 142.187 | 142.189 | 140.389 | -10980.00 | 1897739.44 |
| 3580 | 2024.01.10 01:10 | buy | 1194 | 0.10 | 144.342 | 0.000 | 0.000 | ||
| 3581 | 2024.01.10 01:10 | modify | 1194 | 0.10 | 144.342 | 143.242 | 145.042 | ||
| 3582 | 2024.01.10 02:40 | close | 1194 | 0.10 | 144.650 | 143.242 | 145.042 | 3080.00 | 1900819.44 |
| 3583 | 2024.01.11 21:15 | buy | 1195 | 0.10 | 145.640 | 0.000 | 0.000 | ||
| 3584 | 2024.01.11 21:15 | modify | 1195 | 0.10 | 145.640 | 144.540 | 146.340 | ||
| 3585 | 2024.01.12 15:00 | close | 1195 | 0.10 | 145.367 | 144.540 | 146.340 | -2699.57 | 1898119.87 |
| 3586 | 2024.01.16 15:45 | buy | 1196 | 0.10 | 146.344 | 0.000 | 0.000 | ||
| 3587 | 2024.01.16 15:45 | modify | 1196 | 0.10 | 146.344 | 145.244 | 147.044 | ||
| 3588 | 2024.01.16 18:01 | t/p | 1196 | 0.10 | 147.041 | 145.244 | 147.044 | 6970.00 | 1905089.87 |
| 3589 | 2024.01.18 23:40 | buy | 1197 | 0.10 | 148.102 | 0.000 | 0.000 | ||
| 3590 | 2024.01.18 23:40 | modify | 1197 | 0.10 | 148.102 | 147.002 | 148.802 | ||
| 3591 | 2024.01.19 03:30 | close | 1197 | 0.10 | 148.309 | 147.002 | 148.802 | 2100.43 | 1907190.29 |
| 3592 | 2024.01.30 21:45 | buy | 1198 | 0.10 | 147.585 | 0.000 | 0.000 | ||
| 3593 | 2024.01.30 21:45 | modify | 1198 | 0.10 | 147.585 | 146.485 | 148.285 | ||
| 3594 | 2024.01.31 04:30 | close | 1198 | 0.10 | 147.674 | 146.485 | 148.285 | 920.43 | 1908110.72 |
| 3595 | 2024.02.06 15:10 | buy | 1199 | 0.10 | 148.534 | 0.000 | 0.000 | ||
| 3596 | 2024.02.06 15:10 | modify | 1199 | 0.10 | 148.534 | 147.434 | 149.234 | ||
| 3597 | 2024.02.07 15:00 | close | 1199 | 0.10 | 148.207 | 147.434 | 149.234 | -3239.57 | 1904871.15 |
| 3598 | 2024.02.14 01:00 | buy | 1200 | 0.10 | 150.664 | 0.000 | 0.000 | ||
| 3599 | 2024.02.14 01:00 | modify | 1200 | 0.10 | 150.664 | 149.564 | 151.364 | ||
| 3600 | 2024.02.14 15:00 | close | 1200 | 0.10 | 150.603 | 149.564 | 151.364 | -610.00 | 1904261.15 |