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 |
| 301 | 2005.12.30 23:45 | buy | 101 | 0.10 | 117.781 | 0.000 | 0.000 | ||
| 302 | 2005.12.30 23:45 | modify | 101 | 0.10 | 117.781 | 116.681 | 118.481 | ||
| 303 | 2006.01.03 00:40 | close | 101 | 0.10 | 117.829 | 116.681 | 118.481 | 540.85 | 1086013.38 |
| 304 | 2006.01.09 23:05 | buy | 102 | 0.10 | 114.261 | 0.000 | 0.000 | ||
| 305 | 2006.01.09 23:05 | modify | 102 | 0.10 | 114.261 | 113.161 | 114.961 | ||
| 306 | 2006.01.10 00:30 | close | 102 | 0.10 | 114.527 | 113.161 | 114.961 | 2690.43 | 1088703.81 |
| 307 | 2006.01.11 12:45 | buy | 103 | 0.10 | 114.546 | 0.000 | 0.000 | ||
| 308 | 2006.01.11 12:45 | modify | 103 | 0.10 | 114.546 | 113.446 | 115.246 | ||
| 309 | 2006.01.11 15:00 | close | 103 | 0.10 | 114.317 | 113.446 | 115.246 | -2290.00 | 1086413.81 |
| 310 | 2006.01.17 21:25 | buy | 104 | 0.10 | 115.583 | 0.000 | 0.000 | ||
| 311 | 2006.01.17 21:25 | modify | 104 | 0.10 | 115.583 | 114.483 | 116.283 | ||
| 312 | 2006.01.18 02:10 | close | 104 | 0.10 | 115.649 | 114.483 | 116.283 | 690.43 | 1087104.24 |
| 313 | 2006.01.20 17:50 | sell | 105 | 0.10 | 115.394 | 0.000 | 0.000 | ||
| 314 | 2006.01.20 17:50 | modify | 105 | 0.10 | 115.394 | 116.494 | 114.694 | ||
| 315 | 2006.01.23 00:20 | close | 105 | 0.10 | 115.055 | 116.494 | 114.694 | 3208.72 | 1090312.96 |
| 316 | 2006.01.23 17:10 | sell | 106 | 0.10 | 114.610 | 0.000 | 0.000 | ||
| 317 | 2006.01.23 17:10 | modify | 106 | 0.10 | 114.610 | 115.710 | 113.910 | ||
| 318 | 2006.01.23 21:15 | close | 106 | 0.10 | 114.463 | 115.710 | 113.910 | 1470.00 | 1091782.96 |
| 319 | 2006.01.30 01:55 | buy | 107 | 0.10 | 117.039 | 0.000 | 0.000 | ||
| 320 | 2006.01.30 01:55 | modify | 107 | 0.10 | 117.039 | 115.939 | 117.739 | ||
| 321 | 2006.01.30 03:25 | close | 107 | 0.10 | 117.332 | 115.939 | 117.739 | 2930.00 | 1094712.96 |
| 322 | 2006.01.31 15:15 | sell | 108 | 0.10 | 117.301 | 0.000 | 0.000 | ||
| 323 | 2006.01.31 15:15 | modify | 108 | 0.10 | 117.301 | 118.401 | 116.601 | ||
| 324 | 2006.01.31 19:20 | close | 108 | 0.10 | 116.762 | 118.401 | 116.601 | 5390.00 | 1100102.96 |
| 325 | 2006.02.02 17:25 | buy | 109 | 0.10 | 118.351 | 0.000 | 0.000 | ||
| 326 | 2006.02.02 17:25 | modify | 109 | 0.10 | 118.351 | 117.251 | 119.051 | ||
| 327 | 2006.02.03 07:50 | close | 109 | 0.10 | 118.490 | 117.251 | 119.051 | 1420.43 | 1101523.38 |
| 328 | 2006.02.08 22:35 | buy | 110 | 0.10 | 118.516 | 0.000 | 0.000 | ||
| 329 | 2006.02.08 22:35 | modify | 110 | 0.10 | 118.516 | 117.416 | 119.216 | ||
| 330 | 2006.02.09 05:10 | close | 110 | 0.10 | 118.600 | 117.416 | 119.216 | 931.28 | 1102454.66 |
| 331 | 2006.03.01 15:35 | buy | 111 | 0.10 | 115.826 | 0.000 | 0.000 | ||
| 332 | 2006.03.01 15:35 | modify | 111 | 0.10 | 115.826 | 114.726 | 116.526 | ||
| 333 | 2006.03.01 15:40 | close | 111 | 0.10 | 115.799 | 114.726 | 116.526 | -270.00 | 1102184.66 |
| 334 | 2006.03.08 19:50 | buy | 112 | 0.10 | 117.689 | 0.000 | 0.000 | ||
| 335 | 2006.03.08 19:50 | modify | 112 | 0.10 | 117.689 | 116.589 | 118.389 | ||
| 336 | 2006.03.09 07:50 | close | 112 | 0.10 | 118.149 | 116.589 | 118.389 | 4691.28 | 1106875.94 |
| 337 | 2006.03.13 00:05 | buy | 113 | 0.10 | 118.438 | 0.000 | 0.000 | ||
| 338 | 2006.03.13 00:05 | modify | 113 | 0.10 | 118.438 | 117.338 | 119.138 | ||
| 339 | 2006.03.13 01:55 | close | 113 | 0.10 | 119.040 | 117.338 | 119.138 | 6020.00 | 1112895.94 |
| 340 | 2006.03.15 00:10 | sell | 114 | 0.10 | 117.665 | 0.000 | 0.000 | ||
| 341 | 2006.03.15 00:10 | modify | 114 | 0.10 | 117.665 | 118.765 | 116.965 | ||
| 342 | 2006.03.15 03:20 | close | 114 | 0.10 | 117.425 | 118.765 | 116.965 | 2400.00 | 1115295.94 |
| 343 | 2006.03.20 00:05 | sell | 115 | 0.10 | 116.035 | 0.000 | 0.000 | ||
| 344 | 2006.03.20 00:05 | modify | 115 | 0.10 | 116.035 | 117.135 | 115.335 | ||
| 345 | 2006.03.20 11:35 | close | 115 | 0.10 | 115.914 | 117.135 | 115.335 | 1210.00 | 1116505.94 |
| 346 | 2006.03.27 00:25 | sell | 116 | 0.10 | 117.620 | 0.000 | 0.000 | ||
| 347 | 2006.03.27 00:25 | modify | 116 | 0.10 | 117.620 | 118.720 | 116.920 | ||
| 348 | 2006.03.27 02:35 | close | 116 | 0.10 | 117.273 | 118.720 | 116.920 | 3470.00 | 1119975.94 |
| 349 | 2006.04.03 13:20 | buy | 117 | 0.10 | 118.277 | 0.000 | 0.000 | ||
| 350 | 2006.04.03 13:20 | modify | 117 | 0.10 | 118.277 | 117.177 | 118.977 | ||
| 351 | 2006.04.05 00:10 | close | 117 | 0.10 | 117.558 | 117.177 | 118.977 | -7129.15 | 1112846.80 |
| 352 | 2006.04.05 21:00 | buy | 118 | 0.10 | 117.338 | 0.000 | 0.000 | ||
| 353 | 2006.04.05 21:00 | modify | 118 | 0.10 | 117.338 | 116.238 | 118.038 | ||
| 354 | 2006.04.06 01:35 | close | 118 | 0.10 | 117.448 | 116.238 | 118.038 | 1191.28 | 1114038.08 |
| 355 | 2006.04.10 00:05 | buy | 119 | 0.10 | 118.190 | 0.000 | 0.000 | ||
| 356 | 2006.04.10 00:05 | modify | 119 | 0.10 | 118.190 | 117.090 | 118.890 | ||
| 357 | 2006.04.10 09:05 | close | 119 | 0.10 | 118.168 | 117.090 | 118.890 | -220.00 | 1113818.08 |
| 358 | 2006.04.10 22:55 | buy | 120 | 0.10 | 118.406 | 0.000 | 0.000 | ||
| 359 | 2006.04.10 22:55 | modify | 120 | 0.10 | 118.406 | 117.306 | 119.106 | ||
| 360 | 2006.04.11 02:55 | close | 120 | 0.10 | 118.544 | 117.306 | 119.106 | 1410.43 | 1115228.50 |
| 361 | 2006.04.21 02:55 | sell | 121 | 0.10 | 117.592 | 0.000 | 0.000 | ||
| 362 | 2006.04.21 02:55 | modify | 121 | 0.10 | 117.592 | 118.692 | 116.892 | ||
| 363 | 2006.04.21 11:50 | close | 121 | 0.10 | 117.341 | 118.692 | 116.892 | 2510.00 | 1117738.50 |
| 364 | 2006.04.24 23:55 | sell | 122 | 0.10 | 114.598 | 0.000 | 0.000 | ||
| 365 | 2006.04.24 23:55 | modify | 122 | 0.10 | 114.598 | 115.698 | 113.898 | ||
| 366 | 2006.04.25 03:15 | close | 122 | 0.10 | 114.489 | 115.698 | 113.898 | 908.72 | 1118647.23 |
| 367 | 2006.05.11 23:50 | sell | 123 | 0.10 | 110.696 | 0.000 | 0.000 | ||
| 368 | 2006.05.11 23:50 | modify | 123 | 0.10 | 110.696 | 111.796 | 109.996 | ||
| 369 | 2006.05.12 01:55 | close | 123 | 0.10 | 110.490 | 111.796 | 109.996 | 1878.72 | 1120525.95 |
| 370 | 2006.05.12 22:50 | buy | 124 | 0.10 | 110.037 | 0.000 | 0.000 | ||
| 371 | 2006.05.12 22:50 | modify | 124 | 0.10 | 110.037 | 108.937 | 110.737 | ||
| 372 | 2006.05.15 03:45 | close | 124 | 0.10 | 109.854 | 108.937 | 110.737 | -1799.57 | 1118726.37 |
| 373 | 2006.05.23 02:10 | sell | 125 | 0.10 | 111.703 | 0.000 | 0.000 | ||
| 374 | 2006.05.23 02:10 | modify | 125 | 0.10 | 111.703 | 112.803 | 111.003 | ||
| 375 | 2006.05.23 06:30 | close | 125 | 0.10 | 111.505 | 112.803 | 111.003 | 1980.00 | 1120706.37 |
| 376 | 2006.05.29 00:40 | buy | 126 | 0.10 | 112.084 | 0.000 | 0.000 | ||
| 377 | 2006.05.29 00:40 | modify | 126 | 0.10 | 112.084 | 110.984 | 112.784 | ||
| 378 | 2006.05.29 08:20 | close | 126 | 0.10 | 112.333 | 110.984 | 112.784 | 2490.00 | 1123196.37 |
| 379 | 2006.05.30 14:40 | sell | 127 | 0.10 | 112.143 | 0.000 | 0.000 | ||
| 380 | 2006.05.30 14:40 | modify | 127 | 0.10 | 112.143 | 113.243 | 111.443 | ||
| 381 | 2006.05.30 17:05 | close | 127 | 0.10 | 111.833 | 113.243 | 111.443 | 3100.00 | 1126296.37 |
| 382 | 2006.06.05 00:10 | sell | 128 | 0.10 | 111.705 | 0.000 | 0.000 | ||
| 383 | 2006.06.05 00:10 | modify | 128 | 0.10 | 111.705 | 112.805 | 111.005 | ||
| 384 | 2006.06.05 19:10 | close | 128 | 0.10 | 111.562 | 112.805 | 111.005 | 1430.00 | 1127726.37 |
| 385 | 2006.06.21 19:00 | buy | 129 | 0.10 | 114.773 | 0.000 | 0.000 | ||
| 386 | 2006.06.21 19:00 | modify | 129 | 0.10 | 114.773 | 113.673 | 115.473 | ||
| 387 | 2006.06.21 23:40 | close | 129 | 0.10 | 114.859 | 113.673 | 115.473 | 860.00 | 1128586.37 |
| 388 | 2006.06.27 16:10 | buy | 130 | 0.10 | 116.164 | 0.000 | 0.000 | ||
| 389 | 2006.06.27 16:10 | modify | 130 | 0.10 | 116.164 | 115.064 | 116.864 | ||
| 390 | 2006.06.28 10:10 | close | 130 | 0.10 | 116.351 | 115.064 | 116.864 | 1900.43 | 1130486.80 |
| 391 | 2006.07.06 02:10 | buy | 131 | 0.10 | 115.514 | 0.000 | 0.000 | ||
| 392 | 2006.07.06 02:10 | modify | 131 | 0.10 | 115.514 | 114.414 | 116.214 | ||
| 393 | 2006.07.06 08:00 | close | 131 | 0.10 | 115.578 | 114.414 | 116.214 | 640.00 | 1131126.80 |
| 394 | 2006.07.10 12:35 | sell | 132 | 0.10 | 113.735 | 0.000 | 0.000 | ||
| 395 | 2006.07.10 12:35 | modify | 132 | 0.10 | 113.735 | 114.835 | 113.035 | ||
| 396 | 2006.07.11 04:15 | close | 132 | 0.10 | 114.107 | 114.835 | 113.035 | -3901.28 | 1127225.52 |
| 397 | 2006.07.14 21:45 | buy | 133 | 0.10 | 116.079 | 0.000 | 0.000 | ||
| 398 | 2006.07.14 21:45 | modify | 133 | 0.10 | 116.079 | 114.979 | 116.779 | ||
| 399 | 2006.07.17 05:20 | close | 133 | 0.10 | 116.324 | 114.979 | 116.779 | 2480.43 | 1129705.95 |
| 400 | 2006.07.19 00:05 | buy | 134 | 0.10 | 117.290 | 0.000 | 0.000 | ||
| 401 | 2006.07.19 00:05 | modify | 134 | 0.10 | 117.290 | 116.190 | 117.990 | ||
| 402 | 2006.07.19 07:35 | close | 134 | 0.10 | 117.317 | 116.190 | 117.990 | 270.00 | 1129975.95 |
| 403 | 2006.07.21 18:15 | sell | 135 | 0.10 | 116.169 | 0.000 | 0.000 | ||
| 404 | 2006.07.21 18:15 | modify | 135 | 0.10 | 116.169 | 117.269 | 115.469 | ||
| 405 | 2006.07.24 23:50 | close | 135 | 0.10 | 116.702 | 117.269 | 115.469 | -5511.28 | 1124464.67 |
| 406 | 2006.08.01 02:00 | buy | 136 | 0.10 | 114.520 | 0.000 | 0.000 | ||
| 407 | 2006.08.01 02:00 | modify | 136 | 0.10 | 114.520 | 113.420 | 115.220 | ||
| 408 | 2006.08.01 06:30 | close | 136 | 0.10 | 114.755 | 113.420 | 115.220 | 2350.00 | 1126814.67 |
| 409 | 2006.08.04 22:10 | sell | 137 | 0.10 | 114.424 | 0.000 | 0.000 | ||
| 410 | 2006.08.04 22:10 | modify | 137 | 0.10 | 114.424 | 115.524 | 113.724 | ||
| 411 | 2006.08.07 00:05 | close | 137 | 0.10 | 113.827 | 115.524 | 113.724 | 5788.72 | 1132603.39 |
| 412 | 2006.08.14 02:10 | buy | 138 | 0.10 | 116.201 | 0.000 | 0.000 | ||
| 413 | 2006.08.14 02:10 | modify | 138 | 0.10 | 116.201 | 115.101 | 116.901 | ||
| 414 | 2006.08.14 08:55 | close | 138 | 0.10 | 116.379 | 115.101 | 116.901 | 1780.00 | 1134383.39 |
| 415 | 2006.08.16 21:50 | sell | 139 | 0.10 | 115.932 | 0.000 | 0.000 | ||
| 416 | 2006.08.16 21:50 | modify | 139 | 0.10 | 115.932 | 117.032 | 115.232 | ||
| 417 | 2006.08.17 04:10 | close | 139 | 0.10 | 115.648 | 117.032 | 115.232 | 2296.16 | 1136679.55 |
| 418 | 2006.08.22 23:00 | buy | 140 | 0.10 | 116.539 | 0.000 | 0.000 | ||
| 419 | 2006.08.22 23:00 | modify | 140 | 0.10 | 116.539 | 115.439 | 117.239 | ||
| 420 | 2006.08.23 08:05 | close | 140 | 0.10 | 116.420 | 115.439 | 117.239 | -1159.57 | 1135519.98 |
| 421 | 2006.09.11 02:55 | buy | 141 | 0.10 | 116.767 | 0.000 | 0.000 | ||
| 422 | 2006.09.11 02:55 | modify | 141 | 0.10 | 116.767 | 115.667 | 117.467 | ||
| 423 | 2006.09.11 09:15 | close | 141 | 0.10 | 116.976 | 115.667 | 117.467 | 2090.00 | 1137609.98 |
| 424 | 2006.09.20 12:45 | sell | 142 | 0.10 | 117.419 | 0.000 | 0.000 | ||
| 425 | 2006.09.20 12:45 | modify | 142 | 0.10 | 117.419 | 118.519 | 116.719 | ||
| 426 | 2006.09.20 16:00 | close | 142 | 0.10 | 117.251 | 118.519 | 116.719 | 1680.00 | 1139289.98 |
| 427 | 2006.09.28 12:25 | buy | 143 | 0.10 | 117.445 | 0.000 | 0.000 | ||
| 428 | 2006.09.28 12:25 | modify | 143 | 0.10 | 117.445 | 116.345 | 118.145 | ||
| 429 | 2006.09.29 09:25 | close | 143 | 0.10 | 117.906 | 116.345 | 118.145 | 4640.43 | 1143930.40 |
| 430 | 2006.09.29 13:35 | buy | 144 | 0.10 | 117.722 | 0.000 | 0.000 | ||
| 431 | 2006.09.29 13:35 | modify | 144 | 0.10 | 117.722 | 116.622 | 118.422 | ||
| 432 | 2006.09.29 15:40 | close | 144 | 0.10 | 118.087 | 116.622 | 118.422 | 3650.00 | 1147580.40 |
| 433 | 2006.10.16 18:35 | sell | 145 | 0.10 | 119.321 | 0.000 | 0.000 | ||
| 434 | 2006.10.16 18:35 | modify | 145 | 0.10 | 119.321 | 120.421 | 118.621 | ||
| 435 | 2006.10.17 02:05 | close | 145 | 0.10 | 118.957 | 120.421 | 118.621 | 3458.72 | 1151039.13 |
| 436 | 2006.10.27 02:55 | sell | 146 | 0.10 | 118.566 | 0.000 | 0.000 | ||
| 437 | 2006.10.27 02:55 | modify | 146 | 0.10 | 118.566 | 119.666 | 117.866 | ||
| 438 | 2006.10.27 08:25 | close | 146 | 0.10 | 118.368 | 119.666 | 117.866 | 1980.00 | 1153019.13 |
| 439 | 2006.10.31 17:05 | buy | 147 | 0.10 | 117.628 | 0.000 | 0.000 | ||
| 440 | 2006.10.31 17:05 | modify | 147 | 0.10 | 117.628 | 116.528 | 118.328 | ||
| 441 | 2006.11.01 05:25 | close | 147 | 0.10 | 116.990 | 116.528 | 118.328 | -6349.57 | 1146669.55 |
| 442 | 2006.11.02 16:15 | sell | 148 | 0.10 | 117.128 | 0.000 | 0.000 | ||
| 443 | 2006.11.02 16:15 | modify | 148 | 0.10 | 117.128 | 118.228 | 116.428 | ||
| 444 | 2006.11.03 08:55 | close | 148 | 0.10 | 117.084 | 118.228 | 116.428 | 258.72 | 1146928.27 |
| 445 | 2006.11.07 21:30 | sell | 149 | 0.10 | 117.601 | 0.000 | 0.000 | ||
| 446 | 2006.11.07 21:30 | modify | 149 | 0.10 | 117.601 | 118.701 | 116.901 | ||
| 447 | 2006.11.08 11:00 | close | 149 | 0.10 | 117.459 | 118.701 | 116.901 | 1238.72 | 1148166.99 |
| 448 | 2006.11.09 18:35 | buy | 150 | 0.10 | 117.945 | 0.000 | 0.000 | ||
| 449 | 2006.11.09 18:35 | modify | 150 | 0.10 | 117.945 | 116.845 | 118.645 | ||
| 450 | 2006.11.13 08:20 | close | 150 | 0.10 | 117.362 | 116.845 | 118.645 | -5769.15 | 1142397.85 |