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 |
| 901 | 2009.04.22 17:25 | sell | 301 | 0.10 | 98.276 | 0.000 | 0.000 | ||
| 902 | 2009.04.22 17:25 | modify | 301 | 0.10 | 98.276 | 99.376 | 97.576 | ||
| 903 | 2009.04.23 03:50 | close | 301 | 0.10 | 97.815 | 99.376 | 97.576 | 4066.16 | 1364169.11 |
| 904 | 2009.04.24 16:45 | sell | 302 | 0.10 | 97.266 | 0.000 | 0.000 | ||
| 905 | 2009.04.24 16:45 | modify | 302 | 0.10 | 97.266 | 98.366 | 96.566 | ||
| 906 | 2009.04.24 19:05 | close | 302 | 0.10 | 97.029 | 98.366 | 96.566 | 2370.00 | 1366539.11 |
| 907 | 2009.04.27 15:45 | sell | 303 | 0.10 | 96.715 | 0.000 | 0.000 | ||
| 908 | 2009.04.27 15:45 | modify | 303 | 0.10 | 96.715 | 97.815 | 96.015 | ||
| 909 | 2009.04.28 01:50 | close | 303 | 0.10 | 96.505 | 97.815 | 96.015 | 1918.72 | 1368457.83 |
| 910 | 2009.04.28 13:35 | sell | 304 | 0.10 | 96.165 | 0.000 | 0.000 | ||
| 911 | 2009.04.28 13:35 | modify | 304 | 0.10 | 96.165 | 97.265 | 95.465 | ||
| 912 | 2009.04.29 16:00 | close | 304 | 0.10 | 96.825 | 97.265 | 95.465 | -6781.28 | 1361676.55 |
| 913 | 2009.05.05 14:50 | buy | 305 | 0.10 | 98.890 | 0.000 | 0.000 | ||
| 914 | 2009.05.05 14:50 | modify | 305 | 0.10 | 98.890 | 97.790 | 99.590 | ||
| 915 | 2009.05.05 21:15 | close | 305 | 0.10 | 98.991 | 97.790 | 99.590 | 1010.00 | 1362686.55 |
| 916 | 2009.05.07 17:10 | buy | 306 | 0.10 | 98.951 | 0.000 | 0.000 | ||
| 917 | 2009.05.07 17:10 | modify | 306 | 0.10 | 98.951 | 97.851 | 99.651 | ||
| 918 | 2009.05.08 00:05 | close | 306 | 0.10 | 99.195 | 97.851 | 99.651 | 2470.43 | 1365156.97 |
| 919 | 2009.05.12 00:26 | sell | 307 | 0.10 | 97.606 | 0.000 | 0.000 | ||
| 920 | 2009.05.12 00:26 | modify | 307 | 0.10 | 97.606 | 98.706 | 96.906 | ||
| 921 | 2009.05.12 04:20 | close | 307 | 0.10 | 97.290 | 98.706 | 96.906 | 3160.00 | 1368316.97 |
| 922 | 2009.05.25 18:25 | buy | 308 | 0.10 | 94.958 | 0.000 | 0.000 | ||
| 923 | 2009.05.25 18:25 | modify | 308 | 0.10 | 94.958 | 93.858 | 95.658 | ||
| 924 | 2009.05.26 03:20 | close | 308 | 0.10 | 95.026 | 93.858 | 95.658 | 710.43 | 1369027.40 |
| 925 | 2009.06.01 14:40 | sell | 309 | 0.10 | 94.949 | 0.000 | 0.000 | ||
| 926 | 2009.06.01 14:40 | modify | 309 | 0.10 | 94.949 | 96.049 | 94.249 | ||
| 927 | 2009.06.01 17:05 | s/l | 309 | 0.10 | 96.049 | 96.049 | 94.249 | -11000.00 | 1358027.40 |
| 928 | 2009.06.02 02:15 | buy | 310 | 0.10 | 96.384 | 0.000 | 0.000 | ||
| 929 | 2009.06.02 02:15 | modify | 310 | 0.10 | 96.384 | 95.284 | 97.084 | ||
| 930 | 2009.06.03 08:45 | close | 310 | 0.10 | 95.866 | 95.284 | 97.084 | -5149.57 | 1352877.83 |
| 931 | 2009.06.08 02:30 | buy | 311 | 0.10 | 98.459 | 0.000 | 0.000 | ||
| 932 | 2009.06.08 02:30 | modify | 311 | 0.10 | 98.459 | 97.359 | 99.159 | ||
| 933 | 2009.06.08 09:00 | close | 311 | 0.10 | 98.551 | 97.359 | 99.159 | 920.00 | 1353797.83 |
| 934 | 2009.07.01 02:30 | buy | 312 | 0.10 | 96.234 | 0.000 | 0.000 | ||
| 935 | 2009.07.01 02:30 | modify | 312 | 0.10 | 96.234 | 95.134 | 96.934 | ||
| 936 | 2009.07.01 04:10 | close | 312 | 0.10 | 96.726 | 95.134 | 96.934 | 4920.00 | 1358717.83 |
| 937 | 2009.07.10 23:35 | sell | 313 | 0.10 | 92.482 | 0.000 | 0.000 | ||
| 938 | 2009.07.10 23:35 | modify | 313 | 0.10 | 92.482 | 93.582 | 91.782 | ||
| 939 | 2009.07.13 09:00 | close | 313 | 0.10 | 92.244 | 93.582 | 91.782 | 2198.72 | 1360916.55 |
| 940 | 2009.07.21 16:45 | buy | 314 | 0.10 | 93.998 | 0.000 | 0.000 | ||
| 941 | 2009.07.21 16:45 | modify | 314 | 0.10 | 93.998 | 92.898 | 94.698 | ||
| 942 | 2009.07.21 23:10 | close | 314 | 0.10 | 93.756 | 92.898 | 94.698 | -2420.00 | 1358496.55 |
| 943 | 2009.07.21 23:10 | sell | 315 | 0.10 | 93.751 | 0.000 | 0.000 | ||
| 944 | 2009.07.21 23:10 | modify | 315 | 0.10 | 93.751 | 94.851 | 93.051 | ||
| 945 | 2009.07.22 11:20 | close | 315 | 0.10 | 93.376 | 94.851 | 93.051 | 3568.72 | 1362065.27 |
| 946 | 2009.07.29 16:35 | buy | 316 | 0.10 | 94.626 | 0.000 | 0.000 | ||
| 947 | 2009.07.29 16:35 | modify | 316 | 0.10 | 94.626 | 93.526 | 95.326 | ||
| 948 | 2009.07.29 16:40 | close | 316 | 0.10 | 94.881 | 93.526 | 95.326 | 2550.00 | 1364615.27 |
| 949 | 2009.07.30 22:45 | buy | 317 | 0.10 | 95.444 | 0.000 | 0.000 | ||
| 950 | 2009.07.30 22:45 | modify | 317 | 0.10 | 95.444 | 94.344 | 96.144 | ||
| 951 | 2009.07.31 10:40 | close | 317 | 0.10 | 95.466 | 94.344 | 96.144 | 250.43 | 1364865.70 |
| 952 | 2009.08.04 17:05 | sell | 318 | 0.10 | 94.985 | 0.000 | 0.000 | ||
| 953 | 2009.08.04 17:05 | modify | 318 | 0.10 | 94.985 | 96.085 | 94.285 | ||
| 954 | 2009.08.04 21:00 | close | 318 | 0.10 | 95.160 | 96.085 | 94.285 | -1750.00 | 1363115.70 |
| 955 | 2009.08.10 02:55 | buy | 319 | 0.10 | 97.329 | 0.000 | 0.000 | ||
| 956 | 2009.08.10 02:55 | modify | 319 | 0.10 | 97.329 | 96.229 | 98.029 | ||
| 957 | 2009.08.10 10:35 | close | 319 | 0.10 | 97.421 | 96.229 | 98.029 | 920.00 | 1364035.70 |
| 958 | 2009.08.14 21:45 | sell | 320 | 0.10 | 94.865 | 0.000 | 0.000 | ||
| 959 | 2009.08.14 21:45 | modify | 320 | 0.10 | 94.865 | 95.965 | 94.165 | ||
| 960 | 2009.08.17 18:05 | close | 320 | 0.10 | 94.357 | 95.965 | 94.165 | 4898.72 | 1368934.42 |
| 961 | 2009.08.21 22:00 | buy | 321 | 0.10 | 94.245 | 0.000 | 0.000 | ||
| 962 | 2009.08.21 22:00 | modify | 321 | 0.10 | 94.245 | 93.145 | 94.945 | ||
| 963 | 2009.08.24 01:35 | close | 321 | 0.10 | 94.516 | 93.145 | 94.945 | 2740.43 | 1371674.84 |
| 964 | 2009.08.25 20:15 | buy | 322 | 0.10 | 94.154 | 0.000 | 0.000 | ||
| 965 | 2009.08.25 20:15 | modify | 322 | 0.10 | 94.154 | 93.054 | 94.854 | ||
| 966 | 2009.08.26 01:30 | close | 322 | 0.10 | 94.252 | 93.054 | 94.854 | 1010.43 | 1372685.27 |
| 967 | 2009.09.09 21:00 | sell | 323 | 0.10 | 92.076 | 0.000 | 0.000 | ||
| 968 | 2009.09.09 21:00 | modify | 323 | 0.10 | 92.076 | 93.176 | 91.376 | ||
| 969 | 2009.09.10 00:55 | close | 323 | 0.10 | 91.980 | 93.176 | 91.376 | 416.16 | 1373101.43 |
| 970 | 2009.09.11 22:15 | sell | 324 | 0.10 | 90.656 | 0.000 | 0.000 | ||
| 971 | 2009.09.11 22:15 | modify | 324 | 0.10 | 90.656 | 91.756 | 89.956 | ||
| 972 | 2009.09.14 00:05 | close | 324 | 0.10 | 90.310 | 91.756 | 89.956 | 3278.72 | 1376380.15 |
| 973 | 2009.09.16 16:45 | sell | 325 | 0.10 | 90.682 | 0.000 | 0.000 | ||
| 974 | 2009.09.16 16:45 | modify | 325 | 0.10 | 90.682 | 91.782 | 89.982 | ||
| 975 | 2009.09.16 16:50 | close | 325 | 0.10 | 90.564 | 91.782 | 89.982 | 1180.00 | 1377560.15 |
| 976 | 2009.09.17 21:30 | buy | 326 | 0.10 | 91.040 | 0.000 | 0.000 | ||
| 977 | 2009.09.17 21:30 | modify | 326 | 0.10 | 91.040 | 89.940 | 91.740 | ||
| 978 | 2009.09.18 04:35 | close | 326 | 0.10 | 91.301 | 89.940 | 91.740 | 2640.43 | 1380200.58 |
| 979 | 2009.09.21 18:35 | buy | 327 | 0.10 | 91.971 | 0.000 | 0.000 | ||
| 980 | 2009.09.21 18:35 | modify | 327 | 0.10 | 91.971 | 90.871 | 92.671 | ||
| 981 | 2009.09.23 02:20 | s/l | 327 | 0.10 | 90.872 | 90.871 | 92.671 | -10929.15 | 1369271.43 |
| 982 | 2009.09.23 21:25 | buy | 328 | 0.10 | 91.039 | 0.000 | 0.000 | ||
| 983 | 2009.09.23 21:25 | modify | 328 | 0.10 | 91.039 | 89.939 | 91.739 | ||
| 984 | 2009.09.24 01:20 | close | 328 | 0.10 | 91.572 | 89.939 | 91.739 | 5421.28 | 1374692.71 |
| 985 | 2009.09.24 16:55 | sell | 329 | 0.10 | 90.866 | 0.000 | 0.000 | ||
| 986 | 2009.09.24 16:55 | modify | 329 | 0.10 | 90.866 | 91.966 | 90.166 | ||
| 987 | 2009.09.25 02:45 | close | 329 | 0.10 | 91.086 | 91.966 | 90.166 | -2381.28 | 1372311.43 |
| 988 | 2009.09.25 02:45 | buy | 330 | 0.10 | 91.080 | 0.000 | 0.000 | ||
| 989 | 2009.09.25 02:45 | modify | 330 | 0.10 | 91.080 | 89.980 | 91.780 | ||
| 990 | 2009.09.25 13:25 | s/l | 330 | 0.10 | 89.980 | 89.980 | 91.780 | -11000.00 | 1361311.43 |
| 991 | 2009.09.30 00:15 | buy | 331 | 0.10 | 90.055 | 0.000 | 0.000 | ||
| 992 | 2009.09.30 00:15 | modify | 331 | 0.10 | 90.055 | 88.955 | 90.755 | ||
| 993 | 2009.09.30 03:30 | close | 331 | 0.10 | 90.382 | 88.955 | 90.755 | 3270.00 | 1364581.43 |
| 994 | 2009.10.05 00:05 | buy | 332 | 0.10 | 89.392 | 0.000 | 0.000 | ||
| 995 | 2009.10.05 00:05 | modify | 332 | 0.10 | 89.392 | 88.292 | 90.092 | ||
| 996 | 2009.10.05 03:10 | close | 332 | 0.10 | 89.772 | 88.292 | 90.092 | 3800.00 | 1368381.43 |
| 997 | 2009.10.08 13:30 | sell | 333 | 0.10 | 88.515 | 0.000 | 0.000 | ||
| 998 | 2009.10.08 13:30 | modify | 333 | 0.10 | 88.515 | 89.615 | 87.815 | ||
| 999 | 2009.10.09 12:40 | close | 333 | 0.10 | 89.036 | 89.615 | 87.815 | -5391.28 | 1362990.15 |
| 1000 | 2009.10.09 12:40 | buy | 334 | 0.10 | 89.036 | 0.000 | 0.000 | ||
| 1001 | 2009.10.09 12:40 | modify | 334 | 0.10 | 89.036 | 87.936 | 89.736 | ||
| 1002 | 2009.10.09 15:55 | close | 334 | 0.10 | 89.132 | 87.936 | 89.736 | 960.00 | 1363950.15 |
| 1003 | 2009.10.12 00:05 | buy | 335 | 0.10 | 89.586 | 0.000 | 0.000 | ||
| 1004 | 2009.10.12 00:05 | modify | 335 | 0.10 | 89.586 | 88.486 | 90.286 | ||
| 1005 | 2009.10.12 07:45 | close | 335 | 0.10 | 90.200 | 88.486 | 90.286 | 6140.00 | 1370090.15 |
| 1006 | 2009.10.12 14:10 | buy | 336 | 0.10 | 90.049 | 0.000 | 0.000 | ||
| 1007 | 2009.10.12 14:10 | modify | 336 | 0.10 | 90.049 | 88.949 | 90.749 | ||
| 1008 | 2009.10.13 04:05 | close | 336 | 0.10 | 89.846 | 88.949 | 90.749 | -1999.57 | 1368090.58 |
| 1009 | 2009.10.14 13:15 | sell | 337 | 0.10 | 89.316 | 0.000 | 0.000 | ||
| 1010 | 2009.10.14 13:15 | modify | 337 | 0.10 | 89.316 | 90.416 | 88.616 | ||
| 1011 | 2009.10.14 16:00 | close | 337 | 0.10 | 89.669 | 90.416 | 88.616 | -3530.00 | 1364560.58 |
| 1012 | 2009.10.19 00:05 | sell | 338 | 0.10 | 91.046 | 0.000 | 0.000 | ||
| 1013 | 2009.10.19 00:05 | modify | 338 | 0.10 | 91.046 | 92.146 | 90.346 | ||
| 1014 | 2009.10.19 03:10 | close | 338 | 0.10 | 90.877 | 92.146 | 90.346 | 1690.00 | 1366250.58 |
| 1015 | 2009.10.21 20:20 | buy | 339 | 0.10 | 90.895 | 0.000 | 0.000 | ||
| 1016 | 2009.10.21 20:20 | modify | 339 | 0.10 | 90.895 | 89.795 | 91.595 | ||
| 1017 | 2009.10.22 06:55 | close | 339 | 0.10 | 91.181 | 89.795 | 91.595 | 2951.28 | 1369201.86 |
| 1018 | 2009.11.06 22:00 | sell | 340 | 0.10 | 89.960 | 0.000 | 0.000 | ||
| 1019 | 2009.11.06 22:00 | modify | 340 | 0.10 | 89.960 | 91.060 | 89.260 | ||
| 1020 | 2009.11.09 01:10 | close | 340 | 0.10 | 89.706 | 91.060 | 89.260 | 2358.72 | 1371560.58 |
| 1021 | 2009.11.27 22:50 | buy | 341 | 0.10 | 86.556 | 0.000 | 0.000 | ||
| 1022 | 2009.11.27 22:50 | modify | 341 | 0.10 | 86.556 | 85.456 | 87.256 | ||
| 1023 | 2009.11.30 00:05 | close | 341 | 0.10 | 86.856 | 85.456 | 87.256 | 3030.43 | 1374591.01 |
| 1024 | 2009.11.30 11:35 | sell | 342 | 0.10 | 86.476 | 0.000 | 0.000 | ||
| 1025 | 2009.11.30 11:35 | modify | 342 | 0.10 | 86.476 | 87.576 | 85.776 | ||
| 1026 | 2009.11.30 18:00 | close | 342 | 0.10 | 86.145 | 87.576 | 85.776 | 3310.00 | 1377901.01 |
| 1027 | 2009.12.07 01:45 | buy | 343 | 0.10 | 90.046 | 0.000 | 0.000 | ||
| 1028 | 2009.12.07 01:45 | modify | 343 | 0.10 | 90.046 | 88.946 | 90.746 | ||
| 1029 | 2009.12.08 03:30 | s/l | 343 | 0.10 | 88.946 | 88.946 | 90.746 | -10969.57 | 1366931.44 |
| 1030 | 2009.12.15 22:15 | buy | 344 | 0.10 | 89.644 | 0.000 | 0.000 | ||
| 1031 | 2009.12.15 22:15 | modify | 344 | 0.10 | 89.644 | 88.544 | 90.344 | ||
| 1032 | 2009.12.16 09:35 | close | 344 | 0.10 | 89.622 | 88.544 | 90.344 | -189.57 | 1366741.86 |
| 1033 | 2009.12.22 01:50 | buy | 345 | 0.10 | 91.075 | 0.000 | 0.000 | ||
| 1034 | 2009.12.22 01:50 | modify | 345 | 0.10 | 91.075 | 89.975 | 91.775 | ||
| 1035 | 2009.12.22 03:10 | close | 345 | 0.10 | 91.352 | 89.975 | 91.775 | 2770.00 | 1369511.86 |
| 1036 | 2009.12.24 20:55 | buy | 346 | 0.10 | 91.555 | 0.000 | 0.000 | ||
| 1037 | 2009.12.24 20:55 | modify | 346 | 0.10 | 91.555 | 90.455 | 92.255 | ||
| 1038 | 2009.12.28 02:55 | close | 346 | 0.10 | 91.745 | 90.455 | 92.255 | 1960.85 | 1371472.72 |
| 1039 | 2009.12.31 23:10 | buy | 347 | 0.10 | 92.965 | 0.000 | 0.000 | ||
| 1040 | 2009.12.31 23:10 | modify | 347 | 0.10 | 92.965 | 91.865 | 93.665 | ||
| 1041 | 2010.01.04 09:35 | close | 347 | 0.10 | 93.195 | 91.865 | 93.665 | 2360.85 | 1373833.57 |
| 1042 | 2010.01.05 13:20 | sell | 348 | 0.10 | 92.097 | 0.000 | 0.000 | ||
| 1043 | 2010.01.05 13:20 | modify | 348 | 0.10 | 92.097 | 93.197 | 91.397 | ||
| 1044 | 2010.01.05 16:20 | close | 348 | 0.10 | 91.600 | 93.197 | 91.397 | 4970.00 | 1378803.57 |
| 1045 | 2010.01.06 21:15 | buy | 349 | 0.10 | 92.306 | 0.000 | 0.000 | ||
| 1046 | 2010.01.06 21:15 | modify | 349 | 0.10 | 92.306 | 91.206 | 93.006 | ||
| 1047 | 2010.01.07 08:50 | close | 349 | 0.10 | 92.580 | 91.206 | 93.006 | 2831.28 | 1381634.85 |
| 1048 | 2010.01.14 23:20 | sell | 350 | 0.10 | 91.142 | 0.000 | 0.000 | ||
| 1049 | 2010.01.14 23:20 | modify | 350 | 0.10 | 91.142 | 92.242 | 90.442 | ||
| 1050 | 2010.01.15 09:15 | close | 350 | 0.10 | 90.860 | 92.242 | 90.442 | 2638.72 | 1384273.57 |