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 |
| 451 | 2006.11.24 19:00 | sell | 151 | 0.10 | 115.921 | 0.000 | 0.000 | ||
| 452 | 2006.11.24 19:00 | modify | 151 | 0.10 | 115.921 | 117.021 | 115.221 | ||
| 453 | 2006.11.27 00:05 | close | 151 | 0.10 | 115.537 | 117.021 | 115.221 | 3658.72 | 1146056.57 |
| 454 | 2006.11.28 15:35 | buy | 152 | 0.10 | 116.068 | 0.000 | 0.000 | ||
| 455 | 2006.11.28 15:35 | modify | 152 | 0.10 | 116.068 | 114.968 | 116.768 | ||
| 456 | 2006.11.29 01:05 | close | 152 | 0.10 | 116.235 | 114.968 | 116.768 | 1700.43 | 1147756.99 |
| 457 | 2006.11.29 16:25 | buy | 153 | 0.10 | 116.021 | 0.000 | 0.000 | ||
| 458 | 2006.11.29 16:25 | modify | 153 | 0.10 | 116.021 | 114.921 | 116.721 | ||
| 459 | 2006.12.01 06:55 | close | 153 | 0.10 | 115.748 | 114.921 | 116.721 | -2608.29 | 1145148.70 |
| 460 | 2006.12.01 16:20 | buy | 154 | 0.10 | 115.967 | 0.000 | 0.000 | ||
| 461 | 2006.12.01 16:20 | modify | 154 | 0.10 | 115.967 | 114.867 | 116.667 | ||
| 462 | 2006.12.04 03:35 | close | 154 | 0.10 | 115.502 | 114.867 | 116.667 | -4619.57 | 1140529.13 |
| 463 | 2006.12.08 15:55 | buy | 155 | 0.10 | 115.189 | 0.000 | 0.000 | ||
| 464 | 2006.12.08 15:55 | modify | 155 | 0.10 | 115.189 | 114.089 | 115.889 | ||
| 465 | 2006.12.08 18:45 | close | 155 | 0.10 | 115.760 | 114.089 | 115.889 | 5710.00 | 1146239.13 |
| 466 | 2006.12.12 21:30 | buy | 156 | 0.10 | 116.897 | 0.000 | 0.000 | ||
| 467 | 2006.12.12 21:30 | modify | 156 | 0.10 | 116.897 | 115.797 | 117.597 | ||
| 468 | 2006.12.13 03:00 | close | 156 | 0.10 | 116.885 | 115.797 | 117.597 | -89.57 | 1146149.55 |
| 469 | 2006.12.15 15:35 | buy | 157 | 0.10 | 117.879 | 0.000 | 0.000 | ||
| 470 | 2006.12.15 15:35 | modify | 157 | 0.10 | 117.879 | 116.779 | 118.579 | ||
| 471 | 2006.12.15 19:35 | close | 157 | 0.10 | 118.134 | 116.779 | 118.579 | 2550.00 | 1148699.55 |
| 472 | 2007.01.03 22:00 | buy | 158 | 0.10 | 119.367 | 0.000 | 0.000 | ||
| 473 | 2007.01.03 22:00 | modify | 158 | 0.10 | 119.367 | 118.267 | 120.067 | ||
| 474 | 2007.01.05 06:38 | s/l | 158 | 0.10 | 118.264 | 118.267 | 120.067 | -10908.29 | 1137791.26 |
| 475 | 2007.01.05 15:35 | sell | 159 | 0.10 | 118.574 | 0.000 | 0.000 | ||
| 476 | 2007.01.05 15:35 | modify | 159 | 0.10 | 118.574 | 119.674 | 117.874 | ||
| 477 | 2007.01.08 02:10 | close | 159 | 0.10 | 118.524 | 119.674 | 117.874 | 318.72 | 1138109.98 |
| 478 | 2007.01.17 15:10 | sell | 160 | 0.10 | 120.725 | 0.000 | 0.000 | ||
| 479 | 2007.01.17 15:10 | modify | 160 | 0.10 | 120.725 | 121.825 | 120.025 | ||
| 480 | 2007.01.17 15:15 | close | 160 | 0.10 | 120.650 | 121.825 | 120.025 | 750.00 | 1138859.98 |
| 481 | 2007.01.24 23:45 | sell | 161 | 0.10 | 121.152 | 0.000 | 0.000 | ||
| 482 | 2007.01.24 23:45 | modify | 161 | 0.10 | 121.152 | 122.252 | 120.452 | ||
| 483 | 2007.01.25 02:00 | close | 161 | 0.10 | 120.901 | 122.252 | 120.452 | 1966.16 | 1140826.14 |
| 484 | 2007.02.07 23:05 | buy | 162 | 0.10 | 120.642 | 0.000 | 0.000 | ||
| 485 | 2007.02.07 23:05 | modify | 162 | 0.10 | 120.642 | 119.542 | 121.342 | ||
| 486 | 2007.02.08 03:15 | close | 162 | 0.10 | 120.770 | 119.542 | 121.342 | 1371.28 | 1142197.42 |
| 487 | 2007.02.09 01:15 | sell | 163 | 0.10 | 121.151 | 0.000 | 0.000 | ||
| 488 | 2007.02.09 01:15 | modify | 163 | 0.10 | 121.151 | 122.251 | 120.451 | ||
| 489 | 2007.02.09 09:50 | close | 163 | 0.10 | 121.149 | 122.251 | 120.451 | 20.00 | 1142217.42 |
| 490 | 2007.02.15 11:35 | sell | 164 | 0.10 | 120.333 | 0.000 | 0.000 | ||
| 491 | 2007.02.15 11:35 | modify | 164 | 0.10 | 120.333 | 121.433 | 119.633 | ||
| 492 | 2007.02.15 16:10 | close | 164 | 0.10 | 119.905 | 121.433 | 119.633 | 4280.00 | 1146497.42 |
| 493 | 2007.02.26 18:55 | sell | 165 | 0.10 | 120.741 | 0.000 | 0.000 | ||
| 494 | 2007.02.26 18:55 | modify | 165 | 0.10 | 120.741 | 121.841 | 120.041 | ||
| 495 | 2007.02.26 21:30 | close | 165 | 0.10 | 120.619 | 121.841 | 120.041 | 1220.00 | 1147717.42 |
| 496 | 2007.03.05 23:20 | buy | 166 | 0.10 | 115.636 | 0.000 | 0.000 | ||
| 497 | 2007.03.05 23:20 | modify | 166 | 0.10 | 115.636 | 114.536 | 116.336 | ||
| 498 | 2007.03.06 02:35 | close | 166 | 0.10 | 115.928 | 114.536 | 116.336 | 2950.43 | 1150667.85 |
| 499 | 2007.03.08 21:35 | buy | 167 | 0.10 | 117.104 | 0.000 | 0.000 | ||
| 500 | 2007.03.08 21:35 | modify | 167 | 0.10 | 117.104 | 116.004 | 117.804 | ||
| 501 | 2007.03.09 03:00 | close | 167 | 0.10 | 117.402 | 116.004 | 117.804 | 3010.43 | 1153678.28 |
| 502 | 2007.03.16 16:20 | sell | 168 | 0.10 | 116.926 | 0.000 | 0.000 | ||
| 503 | 2007.03.16 16:20 | modify | 168 | 0.10 | 116.926 | 118.026 | 116.226 | ||
| 504 | 2007.03.19 00:05 | close | 168 | 0.10 | 116.404 | 118.026 | 116.226 | 5038.72 | 1158717.00 |
| 505 | 2007.03.19 22:30 | buy | 169 | 0.10 | 117.491 | 0.000 | 0.000 | ||
| 506 | 2007.03.19 22:30 | modify | 169 | 0.10 | 117.491 | 116.391 | 118.191 | ||
| 507 | 2007.03.20 03:55 | close | 169 | 0.10 | 117.803 | 116.391 | 118.191 | 3150.43 | 1161867.42 |
| 508 | 2007.03.26 00:30 | buy | 170 | 0.10 | 117.838 | 0.000 | 0.000 | ||
| 509 | 2007.03.26 00:30 | modify | 170 | 0.10 | 117.838 | 116.738 | 118.538 | ||
| 510 | 2007.03.26 10:15 | close | 170 | 0.10 | 118.153 | 116.738 | 118.538 | 3150.00 | 1165017.42 |
| 511 | 2007.03.26 17:05 | buy | 171 | 0.10 | 117.981 | 0.000 | 0.000 | ||
| 512 | 2007.03.26 17:05 | modify | 171 | 0.10 | 117.981 | 116.881 | 118.681 | ||
| 513 | 2007.03.26 22:50 | close | 171 | 0.10 | 118.083 | 116.881 | 118.681 | 1020.00 | 1166037.42 |
| 514 | 2007.03.30 18:15 | buy | 172 | 0.10 | 117.709 | 0.000 | 0.000 | ||
| 515 | 2007.03.30 18:15 | modify | 172 | 0.10 | 117.709 | 116.609 | 118.409 | ||
| 516 | 2007.04.02 03:20 | close | 172 | 0.10 | 118.033 | 116.609 | 118.409 | 3270.43 | 1169307.85 |
| 517 | 2007.04.04 02:20 | buy | 173 | 0.10 | 118.786 | 0.000 | 0.000 | ||
| 518 | 2007.04.04 02:20 | modify | 173 | 0.10 | 118.786 | 117.686 | 119.486 | ||
| 519 | 2007.04.04 07:10 | close | 173 | 0.10 | 118.908 | 117.686 | 119.486 | 1220.00 | 1170527.85 |
| 520 | 2007.04.06 22:40 | buy | 174 | 0.10 | 119.311 | 0.000 | 0.000 | ||
| 521 | 2007.04.06 22:40 | modify | 174 | 0.10 | 119.311 | 118.211 | 120.011 | ||
| 522 | 2007.04.09 01:45 | close | 174 | 0.10 | 119.318 | 118.211 | 120.011 | 100.43 | 1170628.28 |
| 523 | 2007.04.12 23:20 | sell | 175 | 0.10 | 119.152 | 0.000 | 0.000 | ||
| 524 | 2007.04.12 23:20 | modify | 175 | 0.10 | 119.152 | 120.252 | 118.452 | ||
| 525 | 2007.04.13 03:45 | close | 175 | 0.10 | 118.913 | 120.252 | 118.452 | 2208.72 | 1172837.00 |
| 526 | 2007.04.18 20:25 | sell | 176 | 0.10 | 118.465 | 0.000 | 0.000 | ||
| 527 | 2007.04.18 20:25 | modify | 176 | 0.10 | 118.465 | 119.565 | 117.765 | ||
| 528 | 2007.04.19 00:45 | close | 176 | 0.10 | 118.520 | 119.565 | 117.765 | -1093.84 | 1171743.16 |
| 529 | 2007.04.20 13:45 | buy | 177 | 0.10 | 118.570 | 0.000 | 0.000 | ||
| 530 | 2007.04.20 13:45 | modify | 177 | 0.10 | 118.570 | 117.470 | 119.270 | ||
| 531 | 2007.04.20 16:35 | close | 177 | 0.10 | 118.902 | 117.470 | 119.270 | 3320.00 | 1175063.16 |
| 532 | 2007.04.23 13:45 | sell | 178 | 0.10 | 118.597 | 0.000 | 0.000 | ||
| 533 | 2007.04.23 13:45 | modify | 178 | 0.10 | 118.597 | 119.697 | 117.897 | ||
| 534 | 2007.04.23 18:35 | close | 178 | 0.10 | 118.565 | 119.697 | 117.897 | 320.00 | 1175383.16 |
| 535 | 2007.04.23 18:35 | buy | 179 | 0.10 | 118.564 | 0.000 | 0.000 | ||
| 536 | 2007.04.23 18:35 | modify | 179 | 0.10 | 118.564 | 117.464 | 119.264 | ||
| 537 | 2007.04.23 23:05 | close | 179 | 0.10 | 118.661 | 117.464 | 119.264 | 970.00 | 1176353.16 |
| 538 | 2007.04.24 17:05 | buy | 180 | 0.10 | 118.575 | 0.000 | 0.000 | ||
| 539 | 2007.04.24 17:05 | modify | 180 | 0.10 | 118.575 | 117.475 | 119.275 | ||
| 540 | 2007.04.25 12:50 | close | 180 | 0.10 | 118.640 | 117.475 | 119.275 | 680.43 | 1177033.59 |
| 541 | 2007.04.25 17:15 | buy | 181 | 0.10 | 118.430 | 0.000 | 0.000 | ||
| 542 | 2007.04.25 17:15 | modify | 181 | 0.10 | 118.430 | 117.330 | 119.130 | ||
| 543 | 2007.04.26 09:10 | close | 181 | 0.10 | 118.801 | 117.330 | 119.130 | 3801.28 | 1180834.87 |
| 544 | 2007.04.27 22:25 | buy | 182 | 0.10 | 119.524 | 0.000 | 0.000 | ||
| 545 | 2007.04.27 22:25 | modify | 182 | 0.10 | 119.524 | 118.424 | 120.224 | ||
| 546 | 2007.04.30 03:50 | close | 182 | 0.10 | 119.560 | 118.424 | 120.224 | 390.43 | 1181225.29 |
| 547 | 2007.04.30 22:00 | sell | 183 | 0.10 | 119.552 | 0.000 | 0.000 | ||
| 548 | 2007.04.30 22:00 | modify | 183 | 0.10 | 119.552 | 120.652 | 118.852 | ||
| 549 | 2007.05.01 10:25 | close | 183 | 0.10 | 119.465 | 120.652 | 118.852 | 688.72 | 1181914.02 |
| 550 | 2007.05.10 19:05 | buy | 184 | 0.10 | 120.290 | 0.000 | 0.000 | ||
| 551 | 2007.05.10 19:05 | modify | 184 | 0.10 | 120.290 | 119.190 | 120.990 | ||
| 552 | 2007.05.11 18:05 | close | 184 | 0.10 | 120.181 | 119.190 | 120.990 | -1059.57 | 1180854.44 |
| 553 | 2007.05.14 21:20 | buy | 185 | 0.10 | 120.280 | 0.000 | 0.000 | ||
| 554 | 2007.05.14 21:20 | modify | 185 | 0.10 | 120.280 | 119.180 | 120.980 | ||
| 555 | 2007.05.15 03:00 | close | 185 | 0.10 | 120.449 | 119.180 | 120.980 | 1720.43 | 1182574.87 |
| 556 | 2007.05.21 21:15 | buy | 186 | 0.10 | 121.454 | 0.000 | 0.000 | ||
| 557 | 2007.05.21 21:15 | modify | 186 | 0.10 | 121.454 | 120.354 | 122.154 | ||
| 558 | 2007.05.22 05:50 | close | 186 | 0.10 | 121.526 | 120.354 | 122.154 | 750.43 | 1183325.30 |
| 559 | 2007.05.29 20:40 | buy | 187 | 0.10 | 121.480 | 0.000 | 0.000 | ||
| 560 | 2007.05.29 20:40 | modify | 187 | 0.10 | 121.480 | 120.380 | 122.180 | ||
| 561 | 2007.05.30 13:00 | close | 187 | 0.10 | 121.760 | 120.380 | 122.180 | 2830.43 | 1186155.72 |
| 562 | 2007.06.06 02:55 | sell | 188 | 0.10 | 121.442 | 0.000 | 0.000 | ||
| 563 | 2007.06.06 02:55 | modify | 188 | 0.10 | 121.442 | 122.542 | 120.742 | ||
| 564 | 2007.06.06 05:35 | close | 188 | 0.10 | 121.320 | 122.542 | 120.742 | 1220.00 | 1187375.72 |
| 565 | 2007.06.08 02:55 | sell | 189 | 0.10 | 121.181 | 0.000 | 0.000 | ||
| 566 | 2007.06.08 02:55 | modify | 189 | 0.10 | 121.181 | 122.281 | 120.481 | ||
| 567 | 2007.06.08 08:40 | close | 189 | 0.10 | 121.190 | 122.281 | 120.481 | -90.00 | 1187285.72 |
| 568 | 2007.06.11 02:10 | buy | 190 | 0.10 | 121.615 | 0.000 | 0.000 | ||
| 569 | 2007.06.11 02:10 | modify | 190 | 0.10 | 121.615 | 120.515 | 122.315 | ||
| 570 | 2007.06.11 14:15 | close | 190 | 0.10 | 121.781 | 120.515 | 122.315 | 1660.00 | 1188945.72 |
| 571 | 2007.06.11 23:00 | buy | 191 | 0.10 | 121.740 | 0.000 | 0.000 | ||
| 572 | 2007.06.11 23:00 | modify | 191 | 0.10 | 121.740 | 120.640 | 122.440 | ||
| 573 | 2007.06.13 06:20 | close | 191 | 0.10 | 121.765 | 120.640 | 122.440 | 310.85 | 1189256.58 |
| 574 | 2007.06.20 02:00 | sell | 192 | 0.10 | 123.437 | 0.000 | 0.000 | ||
| 575 | 2007.06.20 02:00 | modify | 192 | 0.10 | 123.437 | 124.537 | 122.737 | ||
| 576 | 2007.06.20 09:15 | close | 192 | 0.10 | 123.265 | 124.537 | 122.737 | 1720.00 | 1190976.58 |
| 577 | 2007.07.02 23:15 | sell | 193 | 0.10 | 122.421 | 0.000 | 0.000 | ||
| 578 | 2007.07.02 23:15 | modify | 193 | 0.10 | 122.421 | 123.521 | 121.721 | ||
| 579 | 2007.07.03 02:00 | close | 193 | 0.10 | 122.260 | 123.521 | 121.721 | 1428.72 | 1192405.30 |
| 580 | 2007.07.11 12:25 | sell | 194 | 0.10 | 121.630 | 0.000 | 0.000 | ||
| 581 | 2007.07.11 12:25 | modify | 194 | 0.10 | 121.630 | 122.730 | 120.930 | ||
| 582 | 2007.07.11 16:00 | close | 194 | 0.10 | 121.920 | 122.730 | 120.930 | -2900.00 | 1189505.30 |
| 583 | 2007.07.16 17:30 | sell | 195 | 0.10 | 121.912 | 0.000 | 0.000 | ||
| 584 | 2007.07.16 17:30 | modify | 195 | 0.10 | 121.912 | 123.012 | 121.212 | ||
| 585 | 2007.07.16 20:40 | close | 195 | 0.10 | 121.750 | 123.012 | 121.212 | 1620.00 | 1191125.30 |
| 586 | 2007.07.18 00:20 | buy | 196 | 0.10 | 122.279 | 0.000 | 0.000 | ||
| 587 | 2007.07.18 00:20 | modify | 196 | 0.10 | 122.279 | 121.179 | 122.979 | ||
| 588 | 2007.07.18 10:55 | close | 196 | 0.10 | 121.956 | 121.179 | 122.979 | -3230.00 | 1187895.30 |
| 589 | 2007.07.23 00:05 | sell | 197 | 0.10 | 121.581 | 0.000 | 0.000 | ||
| 590 | 2007.07.23 00:05 | modify | 197 | 0.10 | 121.581 | 122.681 | 120.881 | ||
| 591 | 2007.07.23 03:25 | close | 197 | 0.10 | 121.260 | 122.681 | 120.881 | 3210.00 | 1191105.30 |
| 592 | 2007.07.25 17:50 | buy | 198 | 0.10 | 120.181 | 0.000 | 0.000 | ||
| 593 | 2007.07.25 17:50 | modify | 198 | 0.10 | 120.181 | 119.081 | 120.881 | ||
| 594 | 2007.07.25 22:05 | close | 198 | 0.10 | 120.572 | 119.081 | 120.881 | 3910.00 | 1195015.30 |
| 595 | 2007.08.13 00:25 | buy | 199 | 0.10 | 118.190 | 0.000 | 0.000 | ||
| 596 | 2007.08.13 00:25 | modify | 199 | 0.10 | 118.190 | 117.090 | 118.890 | ||
| 597 | 2007.08.14 11:55 | close | 199 | 0.10 | 118.261 | 117.090 | 118.890 | 740.43 | 1195755.72 |
| 598 | 2007.08.14 17:15 | buy | 200 | 0.10 | 118.070 | 0.000 | 0.000 | ||
| 599 | 2007.08.14 17:15 | modify | 200 | 0.10 | 118.070 | 116.970 | 118.770 | ||
| 600 | 2007.08.15 07:28 | s/l | 200 | 0.10 | 116.971 | 116.970 | 118.770 | -10959.57 | 1184796.15 |