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 |
| 3601 | 2024.02.20 22:05 | sell | 1201 | 0.10 | 150.060 | 0.000 | 0.000 | ||
| 3602 | 2024.02.20 22:05 | modify | 1201 | 0.10 | 150.060 | 151.160 | 149.360 | ||
| 3603 | 2024.02.21 12:50 | close | 1201 | 0.10 | 150.006 | 151.160 | 149.360 | 358.72 | 1904619.87 |
| 3604 | 2024.02.21 12:50 | buy | 1202 | 0.10 | 150.001 | 0.000 | 0.000 | ||
| 3605 | 2024.02.21 12:50 | modify | 1202 | 0.10 | 150.001 | 148.901 | 150.701 | ||
| 3606 | 2024.02.21 15:00 | close | 1202 | 0.10 | 150.017 | 148.901 | 150.701 | 160.00 | 1904779.87 |
| 3607 | 2024.02.29 12:45 | sell | 1203 | 0.10 | 150.033 | 0.000 | 0.000 | ||
| 3608 | 2024.02.29 12:45 | modify | 1203 | 0.10 | 150.033 | 151.133 | 149.333 | ||
| 3609 | 2024.02.29 15:50 | close | 1203 | 0.10 | 149.780 | 151.133 | 149.333 | 2530.00 | 1907309.87 |
| 3610 | 2024.03.05 01:00 | buy | 1204 | 0.10 | 150.454 | 0.000 | 0.000 | ||
| 3611 | 2024.03.05 01:00 | modify | 1204 | 0.10 | 150.454 | 149.354 | 151.154 | ||
| 3612 | 2024.03.06 09:45 | s/l | 1204 | 0.10 | 149.355 | 149.354 | 151.154 | -10959.57 | 1896350.29 |
| 3613 | 2024.03.07 16:50 | sell | 1205 | 0.10 | 148.159 | 0.000 | 0.000 | ||
| 3614 | 2024.03.07 16:50 | modify | 1205 | 0.10 | 148.159 | 149.259 | 147.459 | ||
| 3615 | 2024.03.08 00:05 | close | 1205 | 0.10 | 148.060 | 149.259 | 147.459 | 808.72 | 1897159.01 |
| 3616 | 2024.03.20 00:35 | buy | 1206 | 0.10 | 150.815 | 0.000 | 0.000 | ||
| 3617 | 2024.03.20 00:35 | modify | 1206 | 0.10 | 150.815 | 149.715 | 151.515 | ||
| 3618 | 2024.03.20 02:10 | close | 1206 | 0.10 | 150.941 | 149.715 | 151.515 | 1260.00 | 1898419.01 |
| 3619 | 2024.03.22 00:05 | buy | 1207 | 0.10 | 151.627 | 0.000 | 0.000 | ||
| 3620 | 2024.03.22 00:05 | modify | 1207 | 0.10 | 151.627 | 150.527 | 152.327 | ||
| 3621 | 2024.03.22 04:40 | close | 1207 | 0.10 | 151.791 | 150.527 | 152.327 | 1640.00 | 1900059.01 |
| 3622 | 2024.04.16 16:50 | buy | 1208 | 0.10 | 154.419 | 0.000 | 0.000 | ||
| 3623 | 2024.04.16 16:50 | modify | 1208 | 0.10 | 154.419 | 153.319 | 155.119 | ||
| 3624 | 2024.04.17 16:00 | close | 1208 | 0.10 | 154.626 | 153.319 | 155.119 | 2100.43 | 1902159.44 |
| 3625 | 2024.04.29 14:40 | sell | 1209 | 0.10 | 156.222 | 0.000 | 0.000 | ||
| 3626 | 2024.04.29 14:40 | modify | 1209 | 0.10 | 156.222 | 157.322 | 155.522 | ||
| 3627 | 2024.04.29 19:44 | t/p | 1209 | 0.10 | 155.521 | 157.322 | 155.522 | 7010.00 | 1909169.44 |
| 3628 | 2024.05.06 15:25 | buy | 1210 | 0.10 | 153.588 | 0.000 | 0.000 | ||
| 3629 | 2024.05.06 15:25 | modify | 1210 | 0.10 | 153.588 | 152.488 | 154.288 | ||
| 3630 | 2024.05.06 18:00 | close | 1210 | 0.10 | 153.927 | 152.488 | 154.288 | 3390.00 | 1912559.44 |
| 3631 | 2024.05.08 18:55 | buy | 1211 | 0.10 | 155.433 | 0.000 | 0.000 | ||
| 3632 | 2024.05.08 18:55 | modify | 1211 | 0.10 | 155.433 | 154.333 | 156.133 | ||
| 3633 | 2024.05.08 22:25 | close | 1211 | 0.10 | 155.642 | 154.333 | 156.133 | 2090.00 | 1914649.44 |
| 3634 | 2024.05.14 12:30 | buy | 1212 | 0.10 | 156.298 | 0.000 | 0.000 | ||
| 3635 | 2024.05.14 12:30 | modify | 1212 | 0.10 | 156.298 | 155.198 | 156.998 | ||
| 3636 | 2024.05.14 15:35 | close | 1212 | 0.10 | 156.654 | 155.198 | 156.998 | 3560.00 | 1918209.44 |
| 3637 | 2024.05.23 21:10 | buy | 1213 | 0.10 | 156.883 | 0.000 | 0.000 | ||
| 3638 | 2024.05.23 21:10 | modify | 1213 | 0.10 | 156.883 | 155.783 | 157.583 | ||
| 3639 | 2024.05.24 03:35 | close | 1213 | 0.10 | 157.116 | 155.783 | 157.583 | 2360.43 | 1920569.87 |
| 3640 | 2024.05.30 00:05 | buy | 1214 | 0.10 | 157.653 | 0.000 | 0.000 | ||
| 3641 | 2024.05.30 00:05 | modify | 1214 | 0.10 | 157.653 | 156.553 | 158.353 | ||
| 3642 | 2024.05.30 10:12 | s/l | 1214 | 0.10 | 156.554 | 156.553 | 158.353 | -10990.00 | 1909579.87 |
| 3643 | 2024.05.30 21:20 | sell | 1215 | 0.10 | 156.817 | 0.000 | 0.000 | ||
| 3644 | 2024.05.30 21:20 | modify | 1215 | 0.10 | 156.817 | 157.917 | 156.117 | ||
| 3645 | 2024.05.31 03:50 | close | 1215 | 0.10 | 156.667 | 157.917 | 156.117 | 1318.72 | 1910898.59 |
| 3646 | 2024.06.04 23:30 | sell | 1216 | 0.10 | 154.848 | 0.000 | 0.000 | ||
| 3647 | 2024.06.04 23:30 | modify | 1216 | 0.10 | 154.848 | 155.948 | 154.148 | ||
| 3648 | 2024.06.05 10:01 | s/l | 1216 | 0.10 | 155.953 | 155.948 | 154.148 | -11231.28 | 1899667.31 |
| 3649 | 2024.06.05 17:00 | buy | 1217 | 0.10 | 155.759 | 0.000 | 0.000 | ||
| 3650 | 2024.06.05 17:00 | modify | 1217 | 0.10 | 155.759 | 154.659 | 156.459 | ||
| 3651 | 2024.06.05 17:15 | close | 1217 | 0.10 | 156.435 | 154.659 | 156.459 | 6760.00 | 1906427.31 |
| 3652 | 2024.06.12 21:05 | sell | 1218 | 0.10 | 156.185 | 0.000 | 0.000 | ||
| 3653 | 2024.06.12 21:05 | modify | 1218 | 0.10 | 156.185 | 157.285 | 155.485 | ||
| 3654 | 2024.06.13 10:38 | s/l | 1218 | 0.10 | 157.285 | 157.285 | 155.485 | -11543.84 | 1894883.47 |
| 3655 | 2024.06.13 23:00 | sell | 1219 | 0.10 | 157.061 | 0.000 | 0.000 | ||
| 3656 | 2024.06.13 23:00 | modify | 1219 | 0.10 | 157.061 | 158.161 | 156.361 | ||
| 3657 | 2024.06.14 08:56 | s/l | 1219 | 0.10 | 158.159 | 158.161 | 156.361 | -11161.28 | 1883722.19 |
| 3658 | 2024.06.18 15:35 | buy | 1220 | 0.10 | 157.801 | 0.000 | 0.000 | ||
| 3659 | 2024.06.18 15:35 | modify | 1220 | 0.10 | 157.801 | 156.701 | 158.501 | ||
| 3660 | 2024.06.19 13:05 | close | 1220 | 0.10 | 157.881 | 156.701 | 158.501 | 830.43 | 1884552.62 |
| 3661 | 2024.06.21 02:25 | buy | 1221 | 0.10 | 158.838 | 0.000 | 0.000 | ||
| 3662 | 2024.06.21 02:25 | modify | 1221 | 0.10 | 158.838 | 157.738 | 159.538 | ||
| 3663 | 2024.06.21 04:00 | close | 1221 | 0.10 | 159.106 | 157.738 | 159.538 | 2680.00 | 1887232.62 |
| 3664 | 2024.06.27 02:20 | buy | 1222 | 0.10 | 160.613 | 0.000 | 0.000 | ||
| 3665 | 2024.06.27 02:20 | modify | 1222 | 0.10 | 160.613 | 159.513 | 161.313 | ||
| 3666 | 2024.06.27 21:30 | close | 1222 | 0.10 | 160.762 | 159.513 | 161.313 | 1490.00 | 1888722.62 |
| 3667 | 2024.06.28 18:00 | sell | 1223 | 0.10 | 160.827 | 0.000 | 0.000 | ||
| 3668 | 2024.06.28 18:00 | modify | 1223 | 0.10 | 160.827 | 161.927 | 160.127 | ||
| 3669 | 2024.07.01 00:05 | close | 1223 | 0.10 | 160.789 | 161.927 | 160.127 | 198.72 | 1888921.34 |
| 3670 | 2024.07.03 02:30 | sell | 1224 | 0.10 | 161.506 | 0.000 | 0.000 | ||
| 3671 | 2024.07.03 02:30 | modify | 1224 | 0.10 | 161.506 | 162.606 | 160.806 | ||
| 3672 | 2024.07.03 15:45 | close | 1224 | 0.10 | 161.812 | 162.606 | 160.806 | -3060.00 | 1885861.34 |
| 3673 | 2024.07.03 16:05 | buy | 1225 | 0.10 | 161.777 | 0.000 | 0.000 | ||
| 3674 | 2024.07.03 16:05 | modify | 1225 | 0.10 | 161.777 | 160.677 | 162.477 | ||
| 3675 | 2024.07.03 16:10 | close | 1225 | 0.10 | 161.737 | 160.677 | 162.477 | -400.00 | 1885461.34 |
| 3676 | 2024.07.04 21:05 | sell | 1226 | 0.10 | 161.197 | 0.000 | 0.000 | ||
| 3677 | 2024.07.04 21:05 | modify | 1226 | 0.10 | 161.197 | 162.297 | 160.497 | ||
| 3678 | 2024.07.05 03:35 | close | 1226 | 0.10 | 161.073 | 162.297 | 160.497 | 1058.72 | 1886520.06 |
| 3679 | 2024.07.11 00:00 | buy | 1227 | 0.10 | 161.725 | 0.000 | 0.000 | ||
| 3680 | 2024.07.11 00:00 | modify | 1227 | 0.10 | 161.725 | 160.625 | 162.425 | ||
| 3681 | 2024.07.11 15:35 | close | 1227 | 0.10 | 160.852 | 160.625 | 162.425 | -8730.00 | 1877790.06 |
| 3682 | 2024.07.12 02:00 | sell | 1228 | 0.10 | 159.262 | 0.000 | 0.000 | ||
| 3683 | 2024.07.12 02:00 | modify | 1228 | 0.10 | 159.262 | 160.362 | 158.562 | ||
| 3684 | 2024.07.12 02:28 | t/p | 1228 | 0.10 | 158.561 | 160.362 | 158.562 | 7010.00 | 1884800.06 |
| 3685 | 2024.07.19 02:30 | buy | 1229 | 0.10 | 157.181 | 0.000 | 0.000 | ||
| 3686 | 2024.07.19 02:30 | modify | 1229 | 0.10 | 157.181 | 156.081 | 157.881 | ||
| 3687 | 2024.07.19 08:05 | close | 1229 | 0.10 | 157.693 | 156.081 | 157.881 | 5120.00 | 1889920.06 |
| 3688 | 2024.07.24 02:10 | sell | 1230 | 0.10 | 155.731 | 0.000 | 0.000 | ||
| 3689 | 2024.07.24 02:10 | modify | 1230 | 0.10 | 155.731 | 156.831 | 155.031 | ||
| 3690 | 2024.07.24 04:15 | close | 1230 | 0.10 | 155.430 | 156.831 | 155.031 | 3010.00 | 1892930.06 |
| 3691 | 2024.07.24 21:05 | sell | 1231 | 0.10 | 153.855 | 0.000 | 0.000 | ||
| 3692 | 2024.07.24 21:05 | modify | 1231 | 0.10 | 153.855 | 154.955 | 153.155 | ||
| 3693 | 2024.07.25 00:45 | close | 1231 | 0.10 | 153.757 | 154.955 | 153.155 | 436.16 | 1893366.22 |
| 3694 | 2024.07.26 02:05 | buy | 1232 | 0.10 | 153.661 | 0.000 | 0.000 | ||
| 3695 | 2024.07.26 02:05 | modify | 1232 | 0.10 | 153.661 | 152.561 | 154.361 | ||
| 3696 | 2024.07.26 10:35 | close | 1232 | 0.10 | 154.087 | 152.561 | 154.361 | 4260.00 | 1897626.22 |
| 3697 | 2024.07.26 16:10 | buy | 1233 | 0.10 | 153.862 | 0.000 | 0.000 | ||
| 3698 | 2024.07.26 16:10 | modify | 1233 | 0.10 | 153.862 | 152.762 | 154.562 | ||
| 3699 | 2024.07.29 02:05 | close | 1233 | 0.10 | 154.060 | 152.762 | 154.562 | 2010.43 | 1899636.65 |
| 3700 | 2024.07.30 16:20 | buy | 1234 | 0.10 | 154.461 | 0.000 | 0.000 | ||
| 3701 | 2024.07.30 16:20 | modify | 1234 | 0.10 | 154.461 | 153.361 | 155.161 | ||
| 3702 | 2024.07.30 19:30 | s/l | 1234 | 0.10 | 153.361 | 153.361 | 155.161 | -11000.00 | 1888636.65 |
| 3703 | 2024.07.31 20:45 | sell | 1235 | 0.10 | 150.822 | 0.000 | 0.000 | ||
| 3704 | 2024.07.31 20:45 | modify | 1235 | 0.10 | 150.822 | 151.922 | 150.122 | ||
| 3705 | 2024.07.31 22:12 | t/p | 1235 | 0.10 | 150.121 | 151.922 | 150.122 | 7010.00 | 1895646.65 |
| 3706 | 2024.08.05 17:05 | sell | 1236 | 0.10 | 143.730 | 0.000 | 0.000 | ||
| 3707 | 2024.08.05 17:05 | modify | 1236 | 0.10 | 143.730 | 144.830 | 143.030 | ||
| 3708 | 2024.08.05 17:27 | t/p | 1236 | 0.10 | 143.032 | 144.830 | 143.030 | 6980.00 | 1902626.65 |
| 3709 | 2024.08.12 00:30 | sell | 1237 | 0.10 | 146.867 | 0.000 | 0.000 | ||
| 3710 | 2024.08.12 00:30 | modify | 1237 | 0.10 | 146.867 | 147.967 | 146.167 | ||
| 3711 | 2024.08.12 16:13 | s/l | 1237 | 0.10 | 147.965 | 147.967 | 146.167 | -10980.00 | 1891646.65 |
| 3712 | 2024.08.19 02:20 | sell | 1238 | 0.10 | 147.938 | 0.000 | 0.000 | ||
| 3713 | 2024.08.19 02:20 | modify | 1238 | 0.10 | 147.938 | 149.038 | 147.238 | ||
| 3714 | 2024.08.19 04:35 | close | 1238 | 0.10 | 147.471 | 149.038 | 147.238 | 4670.00 | 1896316.65 |
| 3715 | 2024.08.21 16:05 | buy | 1239 | 0.10 | 145.711 | 0.000 | 0.000 | ||
| 3716 | 2024.08.21 16:05 | modify | 1239 | 0.10 | 145.711 | 144.611 | 146.411 | ||
| 3717 | 2024.08.21 16:10 | close | 1239 | 0.10 | 145.605 | 144.611 | 146.411 | -1060.00 | 1895256.65 |
| 3718 | 2024.08.23 02:15 | buy | 1240 | 0.10 | 146.035 | 0.000 | 0.000 | ||
| 3719 | 2024.08.23 02:15 | modify | 1240 | 0.10 | 146.035 | 144.935 | 146.735 | ||
| 3720 | 2024.08.23 16:45 | close | 1240 | 0.10 | 146.362 | 144.935 | 146.735 | 3270.00 | 1898526.65 |
| 3721 | 2024.08.27 02:05 | buy | 1241 | 0.10 | 144.336 | 0.000 | 0.000 | ||
| 3722 | 2024.08.27 02:05 | modify | 1241 | 0.10 | 144.336 | 143.236 | 145.036 | ||
| 3723 | 2024.08.27 03:15 | close | 1241 | 0.10 | 144.679 | 143.236 | 145.036 | 3430.00 | 1901956.65 |
| 3724 | 2024.08.28 12:10 | buy | 1242 | 0.10 | 144.164 | 0.000 | 0.000 | ||
| 3725 | 2024.08.28 12:10 | modify | 1242 | 0.10 | 144.164 | 143.064 | 144.864 | ||
| 3726 | 2024.08.28 15:25 | close | 1242 | 0.10 | 144.621 | 143.064 | 144.864 | 4570.00 | 1906526.65 |
| 3727 | 2024.08.28 23:25 | buy | 1243 | 0.10 | 144.474 | 0.000 | 0.000 | ||
| 3728 | 2024.08.28 23:25 | modify | 1243 | 0.10 | 144.474 | 143.374 | 145.174 | ||
| 3729 | 2024.08.29 08:05 | close | 1243 | 0.10 | 144.765 | 143.374 | 145.174 | 3001.28 | 1909527.93 |
| 3730 | 2024.09.02 20:00 | buy | 1244 | 0.10 | 146.833 | 0.000 | 0.000 | ||
| 3731 | 2024.09.02 20:00 | modify | 1244 | 0.10 | 146.833 | 145.733 | 147.533 | ||
| 3732 | 2024.09.03 11:16 | s/l | 1244 | 0.10 | 145.730 | 145.733 | 147.533 | -10999.57 | 1898528.36 |
| 3733 | 2024.09.06 12:35 | sell | 1245 | 0.10 | 142.848 | 0.000 | 0.000 | ||
| 3734 | 2024.09.06 12:35 | modify | 1245 | 0.10 | 142.848 | 143.948 | 142.148 | ||
| 3735 | 2024.09.06 15:30 | s/l | 1245 | 0.10 | 143.952 | 143.948 | 142.148 | -11040.00 | 1887488.36 |
| 3736 | 2024.09.09 23:20 | sell | 1246 | 0.10 | 143.115 | 0.000 | 0.000 | ||
| 3737 | 2024.09.09 23:20 | modify | 1246 | 0.10 | 143.115 | 144.215 | 142.415 | ||
| 3738 | 2024.09.10 01:20 | close | 1246 | 0.10 | 142.921 | 144.215 | 142.415 | 1758.72 | 1889247.08 |
| 3739 | 2024.09.20 02:15 | sell | 1247 | 0.10 | 142.761 | 0.000 | 0.000 | ||
| 3740 | 2024.09.20 02:15 | modify | 1247 | 0.10 | 142.761 | 143.861 | 142.061 | ||
| 3741 | 2024.09.20 04:10 | close | 1247 | 0.10 | 142.316 | 143.861 | 142.061 | 4450.00 | 1893697.08 |
| 3742 | 2024.09.23 15:35 | sell | 1248 | 0.10 | 143.863 | 0.000 | 0.000 | ||
| 3743 | 2024.09.23 15:35 | modify | 1248 | 0.10 | 143.863 | 144.963 | 143.163 | ||
| 3744 | 2024.09.23 19:20 | close | 1248 | 0.10 | 143.420 | 144.963 | 143.163 | 4430.00 | 1898127.08 |
| 3745 | 2024.09.24 13:40 | buy | 1249 | 0.10 | 144.014 | 0.000 | 0.000 | ||
| 3746 | 2024.09.24 13:40 | modify | 1249 | 0.10 | 144.014 | 142.914 | 144.714 | ||
| 3747 | 2024.09.25 01:53 | s/l | 1249 | 0.10 | 142.913 | 142.914 | 144.714 | -10979.57 | 1887147.50 |
| 3748 | 2024.09.25 16:40 | buy | 1250 | 0.10 | 143.889 | 0.000 | 0.000 | ||
| 3749 | 2024.09.25 16:40 | modify | 1250 | 0.10 | 143.889 | 142.789 | 144.589 | ||
| 3750 | 2024.09.25 16:45 | close | 1250 | 0.10 | 143.993 | 142.789 | 144.589 | 1040.00 | 1888187.50 |