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 |
| 601 | 2007.08.15 21:50 | buy | 201 | 0.10 | 117.021 | 0.000 | 0.000 | ||
| 602 | 2007.08.15 21:50 | modify | 201 | 0.10 | 117.021 | 115.921 | 117.721 | ||
| 603 | 2007.08.16 03:45 | close | 201 | 0.10 | 116.641 | 115.921 | 117.721 | -3708.72 | 1181087.43 |
| 604 | 2007.08.16 23:05 | sell | 202 | 0.10 | 114.271 | 0.000 | 0.000 | ||
| 605 | 2007.08.16 23:05 | modify | 202 | 0.10 | 114.271 | 115.371 | 113.571 | ||
| 606 | 2007.08.17 02:10 | close | 202 | 0.10 | 113.639 | 115.371 | 113.571 | 6138.72 | 1187226.15 |
| 607 | 2007.08.20 02:05 | buy | 203 | 0.10 | 113.842 | 0.000 | 0.000 | ||
| 608 | 2007.08.20 02:05 | modify | 203 | 0.10 | 113.842 | 112.742 | 114.542 | ||
| 609 | 2007.08.20 04:02 | t/p | 203 | 0.10 | 114.543 | 112.742 | 114.542 | 7010.00 | 1194236.15 |
| 610 | 2007.08.20 16:45 | buy | 204 | 0.10 | 114.770 | 0.000 | 0.000 | ||
| 611 | 2007.08.20 16:45 | modify | 204 | 0.10 | 114.770 | 113.670 | 115.470 | ||
| 612 | 2007.08.20 21:35 | close | 204 | 0.10 | 114.881 | 113.670 | 115.470 | 1110.00 | 1195346.15 |
| 613 | 2007.09.03 14:05 | buy | 205 | 0.10 | 115.859 | 0.000 | 0.000 | ||
| 614 | 2007.09.03 14:05 | modify | 205 | 0.10 | 115.859 | 114.759 | 116.559 | ||
| 615 | 2007.09.04 16:45 | close | 205 | 0.10 | 115.851 | 114.759 | 116.559 | -49.57 | 1195296.58 |
| 616 | 2007.09.10 17:45 | buy | 206 | 0.10 | 113.320 | 0.000 | 0.000 | ||
| 617 | 2007.09.10 17:45 | modify | 206 | 0.10 | 113.320 | 112.220 | 114.020 | ||
| 618 | 2007.09.10 22:20 | close | 206 | 0.10 | 113.780 | 112.220 | 114.020 | 4600.00 | 1199896.58 |
| 619 | 2007.09.13 23:25 | buy | 207 | 0.10 | 115.180 | 0.000 | 0.000 | ||
| 620 | 2007.09.13 23:25 | modify | 207 | 0.10 | 115.180 | 114.080 | 115.880 | ||
| 621 | 2007.09.14 04:10 | close | 207 | 0.10 | 115.106 | 114.080 | 115.880 | -709.57 | 1199187.00 |
| 622 | 2007.09.18 00:30 | buy | 208 | 0.10 | 115.071 | 0.000 | 0.000 | ||
| 623 | 2007.09.18 00:30 | modify | 208 | 0.10 | 115.071 | 113.971 | 115.771 | ||
| 624 | 2007.09.18 11:25 | close | 208 | 0.10 | 115.151 | 113.971 | 115.771 | 800.00 | 1199987.00 |
| 625 | 2007.09.18 21:30 | buy | 209 | 0.10 | 115.501 | 0.000 | 0.000 | ||
| 626 | 2007.09.18 21:30 | modify | 209 | 0.10 | 115.501 | 114.401 | 116.201 | ||
| 627 | 2007.09.18 22:20 | t/p | 209 | 0.10 | 116.196 | 114.401 | 116.201 | 6950.00 | 1206937.00 |
| 628 | 2007.09.21 21:20 | buy | 210 | 0.10 | 115.361 | 0.000 | 0.000 | ||
| 629 | 2007.09.21 21:20 | modify | 210 | 0.10 | 115.361 | 114.261 | 116.061 | ||
| 630 | 2007.09.25 12:05 | close | 210 | 0.10 | 114.751 | 114.261 | 116.061 | -6039.15 | 1200897.86 |
| 631 | 2007.09.27 00:15 | buy | 211 | 0.10 | 115.435 | 0.000 | 0.000 | ||
| 632 | 2007.09.27 00:15 | modify | 211 | 0.10 | 115.435 | 114.335 | 116.135 | ||
| 633 | 2007.09.27 18:55 | close | 211 | 0.10 | 115.785 | 114.335 | 116.135 | 3500.00 | 1204397.86 |
| 634 | 2007.10.01 02:45 | sell | 212 | 0.10 | 114.941 | 0.000 | 0.000 | ||
| 635 | 2007.10.01 02:45 | modify | 212 | 0.10 | 114.941 | 116.041 | 114.241 | ||
| 636 | 2007.10.01 07:45 | close | 212 | 0.10 | 114.859 | 116.041 | 114.241 | 820.00 | 1205217.86 |
| 637 | 2007.10.08 19:35 | buy | 213 | 0.10 | 117.301 | 0.000 | 0.000 | ||
| 638 | 2007.10.08 19:35 | modify | 213 | 0.10 | 117.301 | 116.201 | 118.001 | ||
| 639 | 2007.10.09 22:10 | close | 213 | 0.10 | 117.250 | 116.201 | 118.001 | -479.57 | 1204738.28 |
| 640 | 2007.10.11 21:20 | buy | 214 | 0.10 | 117.399 | 0.000 | 0.000 | ||
| 641 | 2007.10.11 21:20 | modify | 214 | 0.10 | 117.399 | 116.299 | 118.099 | ||
| 642 | 2007.10.12 03:00 | close | 214 | 0.10 | 117.460 | 116.299 | 118.099 | 640.43 | 1205378.71 |
| 643 | 2007.10.16 23:50 | sell | 215 | 0.10 | 116.846 | 0.000 | 0.000 | ||
| 644 | 2007.10.16 23:50 | modify | 215 | 0.10 | 116.846 | 117.946 | 116.146 | ||
| 645 | 2007.10.17 03:45 | close | 215 | 0.10 | 116.705 | 117.946 | 116.146 | 1228.72 | 1206607.43 |
| 646 | 2007.10.18 21:05 | sell | 216 | 0.10 | 115.840 | 0.000 | 0.000 | ||
| 647 | 2007.10.18 21:05 | modify | 216 | 0.10 | 115.840 | 116.940 | 115.140 | ||
| 648 | 2007.10.19 03:50 | close | 216 | 0.10 | 115.180 | 116.940 | 115.140 | 6418.72 | 1213026.15 |
| 649 | 2007.10.30 17:10 | buy | 217 | 0.10 | 114.631 | 0.000 | 0.000 | ||
| 650 | 2007.10.30 17:10 | modify | 217 | 0.10 | 114.631 | 113.531 | 115.331 | ||
| 651 | 2007.10.30 20:05 | close | 217 | 0.10 | 114.950 | 113.531 | 115.331 | 3190.00 | 1216216.15 |
| 652 | 2007.10.31 21:25 | buy | 218 | 0.10 | 114.980 | 0.000 | 0.000 | ||
| 653 | 2007.10.31 21:25 | modify | 218 | 0.10 | 114.980 | 113.880 | 115.680 | ||
| 654 | 2007.11.01 09:50 | close | 218 | 0.10 | 115.481 | 113.880 | 115.680 | 5101.28 | 1221317.43 |
| 655 | 2007.11.08 16:20 | buy | 219 | 0.10 | 112.831 | 0.000 | 0.000 | ||
| 656 | 2007.11.08 16:20 | modify | 219 | 0.10 | 112.831 | 111.731 | 113.531 | ||
| 657 | 2007.11.09 02:30 | close | 219 | 0.10 | 112.862 | 111.731 | 113.531 | 340.43 | 1221657.86 |
| 658 | 2007.11.15 17:40 | sell | 220 | 0.10 | 110.976 | 0.000 | 0.000 | ||
| 659 | 2007.11.15 17:40 | modify | 220 | 0.10 | 110.976 | 112.076 | 110.276 | ||
| 660 | 2007.11.15 22:05 | close | 220 | 0.10 | 110.380 | 112.076 | 110.276 | 5960.00 | 1227617.86 |
| 661 | 2007.12.12 22:15 | buy | 221 | 0.10 | 111.900 | 0.000 | 0.000 | ||
| 662 | 2007.12.12 22:15 | modify | 221 | 0.10 | 111.900 | 110.800 | 112.600 | ||
| 663 | 2007.12.13 13:20 | close | 221 | 0.10 | 111.942 | 110.800 | 112.600 | 511.28 | 1228129.14 |
| 664 | 2008.01.14 18:20 | sell | 222 | 0.10 | 108.160 | 0.000 | 0.000 | ||
| 665 | 2008.01.14 18:20 | modify | 222 | 0.10 | 108.160 | 109.260 | 107.460 | ||
| 666 | 2008.01.15 03:30 | close | 222 | 0.10 | 107.939 | 109.260 | 107.460 | 2028.72 | 1230157.86 |
| 667 | 2008.01.23 21:30 | sell | 223 | 0.10 | 105.913 | 0.000 | 0.000 | ||
| 668 | 2008.01.23 21:30 | modify | 223 | 0.10 | 105.913 | 107.013 | 105.213 | ||
| 669 | 2008.01.24 10:25 | close | 223 | 0.10 | 106.052 | 107.013 | 105.213 | -1933.84 | 1228224.02 |
| 670 | 2008.01.30 21:15 | buy | 224 | 0.10 | 107.073 | 0.000 | 0.000 | ||
| 671 | 2008.01.30 21:15 | modify | 224 | 0.10 | 107.073 | 105.973 | 107.773 | ||
| 672 | 2008.01.31 06:20 | close | 224 | 0.10 | 106.581 | 105.973 | 107.773 | -4828.72 | 1223395.30 |
| 673 | 2008.02.05 16:00 | buy | 225 | 0.10 | 106.905 | 0.000 | 0.000 | ||
| 674 | 2008.02.05 16:00 | modify | 225 | 0.10 | 106.905 | 105.805 | 107.605 | ||
| 675 | 2008.02.05 21:40 | close | 225 | 0.10 | 107.110 | 105.805 | 107.605 | 2050.00 | 1225445.30 |
| 676 | 2008.02.05 21:40 | sell | 226 | 0.10 | 107.112 | 0.000 | 0.000 | ||
| 677 | 2008.02.05 21:40 | modify | 226 | 0.10 | 107.112 | 108.212 | 106.412 | ||
| 678 | 2008.02.06 01:10 | close | 226 | 0.10 | 106.640 | 108.212 | 106.412 | 4538.72 | 1229984.02 |
| 679 | 2008.02.06 21:00 | buy | 227 | 0.10 | 106.529 | 0.000 | 0.000 | ||
| 680 | 2008.02.06 21:00 | modify | 227 | 0.10 | 106.529 | 105.429 | 107.229 | ||
| 681 | 2008.02.07 06:35 | close | 227 | 0.10 | 106.446 | 105.429 | 107.229 | -738.72 | 1229245.30 |
| 682 | 2008.02.11 15:25 | sell | 228 | 0.10 | 107.004 | 0.000 | 0.000 | ||
| 683 | 2008.02.11 15:25 | modify | 228 | 0.10 | 107.004 | 108.104 | 106.304 | ||
| 684 | 2008.02.11 17:10 | close | 228 | 0.10 | 106.489 | 108.104 | 106.304 | 5150.00 | 1234395.30 |
| 685 | 2008.02.14 01:10 | buy | 229 | 0.10 | 108.120 | 0.000 | 0.000 | ||
| 686 | 2008.02.14 01:10 | modify | 229 | 0.10 | 108.120 | 107.020 | 108.820 | ||
| 687 | 2008.02.14 16:05 | close | 229 | 0.10 | 108.537 | 107.020 | 108.820 | 4170.00 | 1238565.30 |
| 688 | 2008.02.15 22:50 | sell | 230 | 0.10 | 107.795 | 0.000 | 0.000 | ||
| 689 | 2008.02.15 22:50 | modify | 230 | 0.10 | 107.795 | 108.895 | 107.095 | ||
| 690 | 2008.02.18 06:05 | close | 230 | 0.10 | 107.786 | 108.895 | 107.095 | -91.28 | 1238474.02 |
| 691 | 2008.02.22 22:35 | sell | 231 | 0.10 | 107.147 | 0.000 | 0.000 | ||
| 692 | 2008.02.22 22:35 | modify | 231 | 0.10 | 107.147 | 108.247 | 106.447 | ||
| 693 | 2008.02.25 08:45 | close | 231 | 0.10 | 107.249 | 108.247 | 106.447 | -1201.28 | 1237272.74 |
| 694 | 2008.03.03 11:55 | sell | 232 | 0.10 | 103.161 | 0.000 | 0.000 | ||
| 695 | 2008.03.03 11:55 | modify | 232 | 0.10 | 103.161 | 104.261 | 102.461 | ||
| 696 | 2008.03.03 16:45 | close | 232 | 0.10 | 102.824 | 104.261 | 102.461 | 3370.00 | 1240642.74 |
| 697 | 2008.03.05 15:25 | buy | 233 | 0.10 | 103.531 | 0.000 | 0.000 | ||
| 698 | 2008.03.05 15:25 | modify | 233 | 0.10 | 103.531 | 102.431 | 104.231 | ||
| 699 | 2008.03.05 15:30 | close | 233 | 0.10 | 103.512 | 102.431 | 104.231 | -190.00 | 1240452.74 |
| 700 | 2008.03.07 15:00 | sell | 234 | 0.10 | 102.225 | 0.000 | 0.000 | ||
| 701 | 2008.03.07 15:00 | modify | 234 | 0.10 | 102.225 | 103.325 | 101.525 | ||
| 702 | 2008.03.07 15:39 | t/p | 234 | 0.10 | 101.525 | 103.325 | 101.525 | 7000.00 | 1247452.74 |
| 703 | 2008.03.21 12:45 | buy | 235 | 0.10 | 99.494 | 0.000 | 0.000 | ||
| 704 | 2008.03.21 12:45 | modify | 235 | 0.10 | 99.494 | 98.394 | 100.194 | ||
| 705 | 2008.03.21 23:35 | close | 235 | 0.10 | 99.592 | 98.394 | 100.194 | 980.00 | 1248432.74 |
| 706 | 2008.03.25 00:55 | buy | 236 | 0.10 | 100.581 | 0.000 | 0.000 | ||
| 707 | 2008.03.25 00:55 | modify | 236 | 0.10 | 100.581 | 99.481 | 101.281 | ||
| 708 | 2008.03.25 04:20 | close | 236 | 0.10 | 100.930 | 99.481 | 101.281 | 3490.00 | 1251922.74 |
| 709 | 2008.04.07 16:50 | buy | 237 | 0.10 | 102.449 | 0.000 | 0.000 | ||
| 710 | 2008.04.07 16:50 | modify | 237 | 0.10 | 102.449 | 101.349 | 103.149 | ||
| 711 | 2008.04.08 02:15 | close | 237 | 0.10 | 102.581 | 101.349 | 103.149 | 1350.43 | 1253273.17 |
| 712 | 2008.04.08 14:20 | sell | 238 | 0.10 | 102.322 | 0.000 | 0.000 | ||
| 713 | 2008.04.08 14:20 | modify | 238 | 0.10 | 102.322 | 103.422 | 101.622 | ||
| 714 | 2008.04.08 21:25 | close | 238 | 0.10 | 102.265 | 103.422 | 101.622 | 570.00 | 1253843.17 |
| 715 | 2008.04.08 21:25 | buy | 239 | 0.10 | 102.261 | 0.000 | 0.000 | ||
| 716 | 2008.04.08 21:25 | modify | 239 | 0.10 | 102.261 | 101.161 | 102.961 | ||
| 717 | 2008.04.09 01:30 | close | 239 | 0.10 | 102.752 | 101.161 | 102.961 | 4940.43 | 1258783.60 |
| 718 | 2008.04.14 00:10 | sell | 240 | 0.10 | 101.392 | 0.000 | 0.000 | ||
| 719 | 2008.04.14 00:10 | modify | 240 | 0.10 | 101.392 | 102.492 | 100.692 | ||
| 720 | 2008.04.14 07:35 | close | 240 | 0.10 | 100.856 | 102.492 | 100.692 | 5360.00 | 1264143.60 |
| 721 | 2008.04.18 20:40 | buy | 241 | 0.10 | 104.120 | 0.000 | 0.000 | ||
| 722 | 2008.04.18 20:40 | modify | 241 | 0.10 | 104.120 | 103.020 | 104.820 | ||
| 723 | 2008.04.21 01:50 | close | 241 | 0.10 | 103.997 | 103.020 | 104.820 | -1199.57 | 1262944.02 |
| 724 | 2008.04.24 00:15 | buy | 242 | 0.10 | 103.350 | 0.000 | 0.000 | ||
| 725 | 2008.04.24 00:15 | modify | 242 | 0.10 | 103.350 | 102.250 | 104.050 | ||
| 726 | 2008.04.24 04:40 | close | 242 | 0.10 | 103.569 | 102.250 | 104.050 | 2190.00 | 1265134.02 |
| 727 | 2008.04.29 21:45 | sell | 243 | 0.10 | 103.856 | 0.000 | 0.000 | ||
| 728 | 2008.04.29 21:45 | modify | 243 | 0.10 | 103.856 | 104.956 | 103.156 | ||
| 729 | 2008.04.30 02:45 | close | 243 | 0.10 | 103.890 | 104.956 | 103.156 | -521.28 | 1264612.74 |
| 730 | 2008.04.30 02:45 | buy | 244 | 0.10 | 103.892 | 0.000 | 0.000 | ||
| 731 | 2008.04.30 02:45 | modify | 244 | 0.10 | 103.892 | 102.792 | 104.592 | ||
| 732 | 2008.04.30 03:50 | close | 244 | 0.10 | 104.130 | 102.792 | 104.592 | 2380.00 | 1266992.74 |
| 733 | 2008.05.01 16:05 | buy | 245 | 0.10 | 103.810 | 0.000 | 0.000 | ||
| 734 | 2008.05.01 16:05 | modify | 245 | 0.10 | 103.810 | 102.710 | 104.510 | ||
| 735 | 2008.05.01 19:50 | close | 245 | 0.10 | 104.351 | 102.710 | 104.510 | 5410.00 | 1272402.74 |
| 736 | 2008.05.06 19:05 | sell | 246 | 0.10 | 104.645 | 0.000 | 0.000 | ||
| 737 | 2008.05.06 19:05 | modify | 246 | 0.10 | 104.645 | 105.745 | 103.945 | ||
| 738 | 2008.05.07 06:35 | close | 246 | 0.10 | 104.760 | 105.745 | 103.945 | -1331.28 | 1271071.47 |
| 739 | 2008.05.08 02:25 | sell | 247 | 0.10 | 104.881 | 0.000 | 0.000 | ||
| 740 | 2008.05.08 02:25 | modify | 247 | 0.10 | 104.881 | 105.981 | 104.181 | ||
| 741 | 2008.05.08 05:25 | close | 247 | 0.10 | 104.604 | 105.981 | 104.181 | 2770.00 | 1273841.47 |
| 742 | 2008.05.08 13:55 | sell | 248 | 0.10 | 104.288 | 0.000 | 0.000 | ||
| 743 | 2008.05.08 13:55 | modify | 248 | 0.10 | 104.288 | 105.388 | 103.588 | ||
| 744 | 2008.05.08 16:35 | close | 248 | 0.10 | 103.805 | 105.388 | 103.588 | 4830.00 | 1278671.47 |
| 745 | 2008.05.12 17:00 | buy | 249 | 0.10 | 103.542 | 0.000 | 0.000 | ||
| 746 | 2008.05.12 17:00 | modify | 249 | 0.10 | 103.542 | 102.442 | 104.242 | ||
| 747 | 2008.05.13 08:00 | close | 249 | 0.10 | 103.911 | 102.442 | 104.242 | 3720.43 | 1282391.89 |
| 748 | 2008.05.14 16:05 | buy | 250 | 0.10 | 104.939 | 0.000 | 0.000 | ||
| 749 | 2008.05.14 16:05 | modify | 250 | 0.10 | 104.939 | 103.839 | 105.639 | ||
| 750 | 2008.05.14 16:10 | close | 250 | 0.10 | 104.951 | 103.839 | 105.639 | 120.00 | 1282511.89 |