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 |
| 751 | 2008.05.19 21:30 | buy | 251 | 0.10 | 104.235 | 0.000 | 0.000 | ||
| 752 | 2008.05.19 21:30 | modify | 251 | 0.10 | 104.235 | 103.135 | 104.935 | ||
| 753 | 2008.05.20 02:50 | close | 251 | 0.10 | 104.461 | 103.135 | 104.935 | 2290.43 | 1284802.32 |
| 754 | 2008.06.02 22:55 | sell | 252 | 0.10 | 104.581 | 0.000 | 0.000 | ||
| 755 | 2008.06.02 22:55 | modify | 252 | 0.10 | 104.581 | 105.681 | 103.881 | ||
| 756 | 2008.06.03 07:15 | close | 252 | 0.10 | 104.394 | 105.681 | 103.881 | 1688.72 | 1286491.04 |
| 757 | 2008.06.23 22:05 | buy | 253 | 0.10 | 107.775 | 0.000 | 0.000 | ||
| 758 | 2008.06.23 22:05 | modify | 253 | 0.10 | 107.775 | 106.675 | 108.475 | ||
| 759 | 2008.06.24 03:25 | close | 253 | 0.10 | 108.001 | 106.675 | 108.475 | 2290.43 | 1288781.47 |
| 760 | 2008.06.30 14:25 | sell | 254 | 0.10 | 105.675 | 0.000 | 0.000 | ||
| 761 | 2008.06.30 14:25 | modify | 254 | 0.10 | 105.675 | 106.775 | 104.975 | ||
| 762 | 2008.07.01 08:30 | close | 254 | 0.10 | 105.815 | 106.775 | 104.975 | -1581.28 | 1287200.19 |
| 763 | 2008.07.01 17:05 | sell | 255 | 0.10 | 105.850 | 0.000 | 0.000 | ||
| 764 | 2008.07.01 17:05 | modify | 255 | 0.10 | 105.850 | 106.950 | 105.150 | ||
| 765 | 2008.07.02 04:30 | close | 255 | 0.10 | 105.889 | 106.950 | 105.150 | -571.28 | 1286628.91 |
| 766 | 2008.07.08 14:25 | sell | 256 | 0.10 | 106.891 | 0.000 | 0.000 | ||
| 767 | 2008.07.08 14:25 | modify | 256 | 0.10 | 106.891 | 107.991 | 106.191 | ||
| 768 | 2008.07.09 07:10 | close | 256 | 0.10 | 107.371 | 107.991 | 106.191 | -4981.28 | 1281647.63 |
| 769 | 2008.07.10 16:05 | buy | 257 | 0.10 | 107.046 | 0.000 | 0.000 | ||
| 770 | 2008.07.10 16:05 | modify | 257 | 0.10 | 107.046 | 105.946 | 107.746 | ||
| 771 | 2008.07.11 07:10 | close | 257 | 0.10 | 107.082 | 105.946 | 107.746 | 390.43 | 1282038.06 |
| 772 | 2008.07.11 21:05 | sell | 258 | 0.10 | 106.391 | 0.000 | 0.000 | ||
| 773 | 2008.07.11 21:05 | modify | 258 | 0.10 | 106.391 | 107.491 | 105.691 | ||
| 774 | 2008.07.14 16:10 | close | 258 | 0.10 | 106.461 | 107.491 | 105.691 | -881.28 | 1281156.78 |
| 775 | 2008.08.01 12:15 | sell | 259 | 0.10 | 107.680 | 0.000 | 0.000 | ||
| 776 | 2008.08.01 12:15 | modify | 259 | 0.10 | 107.680 | 108.780 | 106.980 | ||
| 777 | 2008.08.01 14:30 | close | 259 | 0.10 | 107.420 | 108.780 | 106.980 | 2600.00 | 1283756.78 |
| 778 | 2008.08.26 15:30 | buy | 260 | 0.10 | 109.626 | 0.000 | 0.000 | ||
| 779 | 2008.08.26 15:30 | modify | 260 | 0.10 | 109.626 | 108.526 | 110.326 | ||
| 780 | 2008.08.27 15:10 | close | 260 | 0.10 | 109.080 | 108.526 | 110.326 | -5429.57 | 1278327.20 |
| 781 | 2008.08.27 23:20 | buy | 261 | 0.10 | 109.535 | 0.000 | 0.000 | ||
| 782 | 2008.08.27 23:20 | modify | 261 | 0.10 | 109.535 | 108.435 | 110.235 | ||
| 783 | 2008.08.28 13:05 | close | 261 | 0.10 | 109.251 | 108.435 | 110.235 | -2748.72 | 1275578.48 |
| 784 | 2008.08.28 13:05 | sell | 262 | 0.10 | 109.250 | 0.000 | 0.000 | ||
| 785 | 2008.08.28 13:05 | modify | 262 | 0.10 | 109.250 | 110.350 | 108.550 | ||
| 786 | 2008.08.28 16:20 | close | 262 | 0.10 | 108.950 | 110.350 | 108.550 | 3000.00 | 1278578.48 |
| 787 | 2008.09.01 16:15 | sell | 263 | 0.10 | 108.171 | 0.000 | 0.000 | ||
| 788 | 2008.09.01 16:15 | modify | 263 | 0.10 | 108.171 | 109.271 | 107.471 | ||
| 789 | 2008.09.01 23:55 | close | 263 | 0.10 | 108.066 | 109.271 | 107.471 | 1050.00 | 1279628.48 |
| 790 | 2008.09.02 17:40 | buy | 264 | 0.10 | 108.650 | 0.000 | 0.000 | ||
| 791 | 2008.09.02 17:40 | modify | 264 | 0.10 | 108.650 | 107.550 | 109.350 | ||
| 792 | 2008.09.03 03:40 | close | 264 | 0.10 | 108.752 | 107.550 | 109.350 | 1050.43 | 1280678.91 |
| 793 | 2008.09.04 02:05 | sell | 265 | 0.10 | 108.391 | 0.000 | 0.000 | ||
| 794 | 2008.09.04 02:05 | modify | 265 | 0.10 | 108.391 | 109.491 | 107.691 | ||
| 795 | 2008.09.04 18:21 | t/p | 265 | 0.10 | 107.690 | 109.491 | 107.691 | 7010.00 | 1287688.91 |
| 796 | 2008.09.08 23:20 | sell | 266 | 0.10 | 108.356 | 0.000 | 0.000 | ||
| 797 | 2008.09.08 23:20 | modify | 266 | 0.10 | 108.356 | 109.456 | 107.656 | ||
| 798 | 2008.09.09 03:58 | t/p | 266 | 0.10 | 107.657 | 109.456 | 107.656 | 6808.72 | 1294497.63 |
| 799 | 2008.09.23 02:10 | sell | 267 | 0.10 | 105.651 | 0.000 | 0.000 | ||
| 800 | 2008.09.23 02:10 | modify | 267 | 0.10 | 105.651 | 106.751 | 104.951 | ||
| 801 | 2008.09.23 13:05 | close | 267 | 0.10 | 105.255 | 106.751 | 104.951 | 3960.00 | 1298457.63 |
| 802 | 2008.10.01 00:20 | buy | 268 | 0.10 | 106.070 | 0.000 | 0.000 | ||
| 803 | 2008.10.01 00:20 | modify | 268 | 0.10 | 106.070 | 104.970 | 106.770 | ||
| 804 | 2008.10.01 03:40 | close | 268 | 0.10 | 106.325 | 104.970 | 106.770 | 2550.00 | 1301007.63 |
| 805 | 2008.10.06 23:20 | sell | 269 | 0.10 | 102.051 | 0.000 | 0.000 | ||
| 806 | 2008.10.06 23:20 | modify | 269 | 0.10 | 102.051 | 103.151 | 101.351 | ||
| 807 | 2008.10.07 00:24 | t/p | 269 | 0.10 | 101.350 | 103.151 | 101.351 | 6828.72 | 1307836.35 |
| 808 | 2008.10.09 13:45 | buy | 270 | 0.10 | 100.475 | 0.000 | 0.000 | ||
| 809 | 2008.10.09 13:45 | modify | 270 | 0.10 | 100.475 | 99.375 | 101.175 | ||
| 810 | 2008.10.09 16:22 | t/p | 270 | 0.10 | 101.175 | 99.375 | 101.175 | 7000.00 | 1314836.35 |
| 811 | 2008.10.27 14:30 | sell | 271 | 0.10 | 93.628 | 0.000 | 0.000 | ||
| 812 | 2008.10.27 14:30 | modify | 271 | 0.10 | 93.628 | 94.728 | 92.928 | ||
| 813 | 2008.10.27 15:26 | t/p | 271 | 0.10 | 92.927 | 94.728 | 92.928 | 7010.00 | 1321846.35 |
| 814 | 2008.11.18 20:20 | buy | 272 | 0.10 | 96.675 | 0.000 | 0.000 | ||
| 815 | 2008.11.18 20:20 | modify | 272 | 0.10 | 96.675 | 95.575 | 97.375 | ||
| 816 | 2008.11.18 23:20 | close | 272 | 0.10 | 97.078 | 95.575 | 97.375 | 4030.00 | 1325876.35 |
| 817 | 2008.11.27 11:50 | sell | 273 | 0.10 | 95.342 | 0.000 | 0.000 | ||
| 818 | 2008.11.27 11:50 | modify | 273 | 0.10 | 95.342 | 96.442 | 94.642 | ||
| 819 | 2008.11.28 00:00 | close | 273 | 0.10 | 95.186 | 96.442 | 94.642 | 1378.72 | 1327255.07 |
| 820 | 2008.11.28 23:30 | buy | 274 | 0.10 | 95.494 | 0.000 | 0.000 | ||
| 821 | 2008.11.28 23:30 | modify | 274 | 0.10 | 95.494 | 94.394 | 96.194 | ||
| 822 | 2008.12.01 11:09 | s/l | 274 | 0.10 | 94.395 | 94.394 | 96.194 | -10959.57 | 1316295.50 |
| 823 | 2008.12.02 21:05 | buy | 275 | 0.10 | 93.195 | 0.000 | 0.000 | ||
| 824 | 2008.12.02 21:05 | modify | 275 | 0.10 | 93.195 | 92.095 | 93.895 | ||
| 825 | 2008.12.03 04:15 | close | 275 | 0.10 | 93.371 | 92.095 | 93.895 | 1790.43 | 1318085.93 |
| 826 | 2008.12.08 17:00 | buy | 276 | 0.10 | 93.030 | 0.000 | 0.000 | ||
| 827 | 2008.12.08 17:00 | modify | 276 | 0.10 | 93.030 | 91.930 | 93.730 | ||
| 828 | 2008.12.09 01:45 | close | 276 | 0.10 | 93.046 | 91.930 | 93.730 | 190.43 | 1318276.35 |
| 829 | 2008.12.09 01:45 | sell | 277 | 0.10 | 93.051 | 0.000 | 0.000 | ||
| 830 | 2008.12.09 01:45 | modify | 277 | 0.10 | 93.051 | 94.151 | 92.351 | ||
| 831 | 2008.12.09 03:00 | close | 277 | 0.10 | 92.749 | 94.151 | 92.351 | 3020.00 | 1321296.35 |
| 832 | 2008.12.09 13:00 | sell | 278 | 0.10 | 92.747 | 0.000 | 0.000 | ||
| 833 | 2008.12.09 13:00 | modify | 278 | 0.10 | 92.747 | 93.847 | 92.047 | ||
| 834 | 2008.12.09 20:25 | close | 278 | 0.10 | 92.160 | 93.847 | 92.047 | 5870.00 | 1327166.35 |
| 835 | 2008.12.12 11:25 | sell | 279 | 0.10 | 90.438 | 0.000 | 0.000 | ||
| 836 | 2008.12.12 11:25 | modify | 279 | 0.10 | 90.438 | 91.538 | 89.738 | ||
| 837 | 2008.12.12 18:08 | s/l | 279 | 0.10 | 91.538 | 91.538 | 89.738 | -11000.00 | 1316166.35 |
| 838 | 2008.12.15 01:25 | buy | 280 | 0.10 | 90.650 | 0.000 | 0.000 | ||
| 839 | 2008.12.15 01:25 | modify | 280 | 0.10 | 90.650 | 89.550 | 91.350 | ||
| 840 | 2008.12.15 02:35 | close | 280 | 0.10 | 91.257 | 89.550 | 91.350 | 6070.00 | 1322236.35 |
| 841 | 2008.12.19 22:30 | buy | 281 | 0.10 | 89.266 | 0.000 | 0.000 | ||
| 842 | 2008.12.19 22:30 | modify | 281 | 0.10 | 89.266 | 88.166 | 89.966 | ||
| 843 | 2008.12.22 02:05 | close | 281 | 0.10 | 89.591 | 88.166 | 89.966 | 3280.43 | 1325516.78 |
| 844 | 2008.12.24 21:55 | buy | 282 | 0.10 | 90.445 | 0.000 | 0.000 | ||
| 845 | 2008.12.24 21:55 | modify | 282 | 0.10 | 90.445 | 89.345 | 91.145 | ||
| 846 | 2008.12.26 02:25 | close | 282 | 0.10 | 90.608 | 89.345 | 91.145 | 1751.71 | 1327268.48 |
| 847 | 2009.01.06 19:20 | buy | 283 | 0.10 | 94.120 | 0.000 | 0.000 | ||
| 848 | 2009.01.06 19:20 | modify | 283 | 0.10 | 94.120 | 93.020 | 94.820 | ||
| 849 | 2009.01.07 02:50 | close | 283 | 0.10 | 93.957 | 93.020 | 94.820 | -1599.57 | 1325668.91 |
| 850 | 2009.01.09 15:35 | sell | 284 | 0.10 | 91.326 | 0.000 | 0.000 | ||
| 851 | 2009.01.09 15:35 | modify | 284 | 0.10 | 91.326 | 92.426 | 90.626 | ||
| 852 | 2009.01.09 17:25 | close | 284 | 0.10 | 90.708 | 92.426 | 90.626 | 6180.00 | 1331848.91 |
| 853 | 2009.01.21 01:50 | sell | 285 | 0.10 | 89.890 | 0.000 | 0.000 | ||
| 854 | 2009.01.21 01:50 | modify | 285 | 0.10 | 89.890 | 90.990 | 89.190 | ||
| 855 | 2009.01.21 15:00 | close | 285 | 0.10 | 89.926 | 90.990 | 89.190 | -360.00 | 1331488.91 |
| 856 | 2009.01.21 21:50 | sell | 286 | 0.10 | 88.935 | 0.000 | 0.000 | ||
| 857 | 2009.01.21 21:50 | modify | 286 | 0.10 | 88.935 | 90.035 | 88.235 | ||
| 858 | 2009.01.22 02:15 | close | 286 | 0.10 | 88.639 | 90.035 | 88.235 | 2416.16 | 1333905.07 |
| 859 | 2009.02.02 15:05 | sell | 287 | 0.10 | 89.340 | 0.000 | 0.000 | ||
| 860 | 2009.02.02 15:05 | modify | 287 | 0.10 | 89.340 | 90.440 | 88.640 | ||
| 861 | 2009.02.03 00:05 | close | 287 | 0.10 | 89.365 | 90.440 | 88.640 | -431.28 | 1333473.79 |
| 862 | 2009.02.23 17:05 | buy | 288 | 0.10 | 94.245 | 0.000 | 0.000 | ||
| 863 | 2009.02.23 17:05 | modify | 288 | 0.10 | 94.245 | 93.145 | 94.945 | ||
| 864 | 2009.02.23 20:10 | close | 288 | 0.10 | 94.856 | 93.145 | 94.945 | 6110.00 | 1339583.79 |
| 865 | 2009.03.09 02:55 | buy | 289 | 0.10 | 97.965 | 0.000 | 0.000 | ||
| 866 | 2009.03.09 02:55 | modify | 289 | 0.10 | 97.965 | 96.865 | 98.665 | ||
| 867 | 2009.03.09 05:30 | close | 289 | 0.10 | 98.448 | 96.865 | 98.665 | 4830.00 | 1344413.79 |
| 868 | 2009.03.13 18:15 | buy | 290 | 0.10 | 97.915 | 0.000 | 0.000 | ||
| 869 | 2009.03.13 18:15 | modify | 290 | 0.10 | 97.915 | 96.815 | 98.615 | ||
| 870 | 2009.03.16 14:50 | close | 290 | 0.10 | 98.586 | 96.815 | 98.615 | 6740.43 | 1351154.22 |
| 871 | 2009.03.16 18:00 | buy | 291 | 0.10 | 98.109 | 0.000 | 0.000 | ||
| 872 | 2009.03.16 18:00 | modify | 291 | 0.10 | 98.109 | 97.009 | 98.809 | ||
| 873 | 2009.03.17 03:15 | close | 291 | 0.10 | 98.370 | 97.009 | 98.809 | 2640.43 | 1353794.65 |
| 874 | 2009.03.17 19:55 | buy | 292 | 0.10 | 98.531 | 0.000 | 0.000 | ||
| 875 | 2009.03.17 19:55 | modify | 292 | 0.10 | 98.531 | 97.431 | 99.231 | ||
| 876 | 2009.03.18 02:05 | close | 292 | 0.10 | 98.767 | 97.431 | 99.231 | 2390.43 | 1356185.07 |
| 877 | 2009.03.23 00:05 | buy | 293 | 0.10 | 95.605 | 0.000 | 0.000 | ||
| 878 | 2009.03.23 00:05 | modify | 293 | 0.10 | 95.605 | 94.505 | 96.305 | ||
| 879 | 2009.03.23 03:05 | close | 293 | 0.10 | 96.027 | 94.505 | 96.305 | 4220.00 | 1360405.07 |
| 880 | 2009.03.24 18:00 | buy | 294 | 0.10 | 98.010 | 0.000 | 0.000 | ||
| 881 | 2009.03.24 18:00 | modify | 294 | 0.10 | 98.010 | 96.910 | 98.710 | ||
| 882 | 2009.03.25 02:00 | close | 294 | 0.10 | 98.115 | 96.910 | 98.710 | 1080.43 | 1361485.50 |
| 883 | 2009.03.30 15:20 | sell | 295 | 0.10 | 97.023 | 0.000 | 0.000 | ||
| 884 | 2009.03.30 15:20 | modify | 295 | 0.10 | 97.023 | 98.123 | 96.323 | ||
| 885 | 2009.03.31 03:54 | s/l | 295 | 0.10 | 98.123 | 98.123 | 96.323 | -11181.28 | 1350304.22 |
| 886 | 2009.04.06 14:35 | buy | 296 | 0.10 | 100.974 | 0.000 | 0.000 | ||
| 887 | 2009.04.06 14:35 | modify | 296 | 0.10 | 100.974 | 99.874 | 101.674 | ||
| 888 | 2009.04.06 21:10 | close | 296 | 0.10 | 100.948 | 99.874 | 101.674 | -260.00 | 1350044.22 |
| 889 | 2009.04.06 21:10 | sell | 297 | 0.10 | 100.951 | 0.000 | 0.000 | ||
| 890 | 2009.04.06 21:10 | modify | 297 | 0.10 | 100.951 | 102.051 | 100.251 | ||
| 891 | 2009.04.07 01:30 | close | 297 | 0.10 | 100.800 | 102.051 | 100.251 | 1328.72 | 1351372.94 |
| 892 | 2009.04.14 02:40 | sell | 298 | 0.10 | 100.226 | 0.000 | 0.000 | ||
| 893 | 2009.04.14 02:40 | modify | 298 | 0.10 | 100.226 | 101.326 | 99.526 | ||
| 894 | 2009.04.14 04:50 | close | 298 | 0.10 | 99.856 | 101.326 | 99.526 | 3700.00 | 1355072.94 |
| 895 | 2009.04.15 20:25 | buy | 299 | 0.10 | 99.169 | 0.000 | 0.000 | ||
| 896 | 2009.04.15 20:25 | modify | 299 | 0.10 | 99.169 | 98.069 | 99.869 | ||
| 897 | 2009.04.15 23:10 | close | 299 | 0.10 | 99.446 | 98.069 | 99.869 | 2770.00 | 1357842.94 |
| 898 | 2009.04.21 02:20 | sell | 300 | 0.10 | 98.145 | 0.000 | 0.000 | ||
| 899 | 2009.04.21 02:20 | modify | 300 | 0.10 | 98.145 | 99.245 | 97.445 | ||
| 900 | 2009.04.21 10:20 | close | 300 | 0.10 | 97.919 | 99.245 | 97.445 | 2260.00 | 1360102.94 |