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 |
| 1051 | 2010.02.05 01:10 | sell | 351 | 0.10 | 89.271 | 0.000 | 0.000 | ||
| 1052 | 2010.02.05 01:10 | modify | 351 | 0.10 | 89.271 | 90.371 | 88.571 | ||
| 1053 | 2010.02.05 14:55 | close | 351 | 0.10 | 89.350 | 90.371 | 88.571 | -790.00 | 1383483.57 |
| 1054 | 2010.02.25 22:10 | sell | 352 | 0.10 | 89.165 | 0.000 | 0.000 | ||
| 1055 | 2010.02.25 22:10 | modify | 352 | 0.10 | 89.165 | 90.265 | 88.465 | ||
| 1056 | 2010.02.26 15:00 | close | 352 | 0.10 | 89.130 | 90.265 | 88.465 | 168.72 | 1383652.29 |
| 1057 | 2010.03.16 16:45 | buy | 353 | 0.10 | 90.402 | 0.000 | 0.000 | ||
| 1058 | 2010.03.16 16:45 | modify | 353 | 0.10 | 90.402 | 89.302 | 91.102 | ||
| 1059 | 2010.03.16 20:15 | close | 353 | 0.10 | 90.560 | 89.302 | 91.102 | 1580.00 | 1385232.29 |
| 1060 | 2010.03.23 02:10 | sell | 354 | 0.10 | 90.226 | 0.000 | 0.000 | ||
| 1061 | 2010.03.23 02:10 | modify | 354 | 0.10 | 90.226 | 91.326 | 89.526 | ||
| 1062 | 2010.03.23 10:50 | close | 354 | 0.10 | 90.180 | 91.326 | 89.526 | 460.00 | 1385692.29 |
| 1063 | 2010.04.06 15:15 | sell | 355 | 0.10 | 94.087 | 0.000 | 0.000 | ||
| 1064 | 2010.04.06 15:15 | modify | 355 | 0.10 | 94.087 | 95.187 | 93.387 | ||
| 1065 | 2010.04.07 02:50 | close | 355 | 0.10 | 93.602 | 95.187 | 93.387 | 4668.72 | 1390361.01 |
| 1066 | 2010.04.16 13:10 | sell | 356 | 0.10 | 92.981 | 0.000 | 0.000 | ||
| 1067 | 2010.04.16 13:10 | modify | 356 | 0.10 | 92.981 | 94.081 | 92.281 | ||
| 1068 | 2010.04.16 17:15 | t/p | 356 | 0.10 | 92.280 | 94.081 | 92.281 | 7010.00 | 1397371.01 |
| 1069 | 2010.04.23 23:25 | buy | 357 | 0.10 | 93.979 | 0.000 | 0.000 | ||
| 1070 | 2010.04.23 23:25 | modify | 357 | 0.10 | 93.979 | 92.879 | 94.679 | ||
| 1071 | 2010.04.26 01:05 | close | 357 | 0.10 | 94.154 | 92.879 | 94.679 | 1780.43 | 1399151.44 |
| 1072 | 2010.04.30 16:15 | buy | 358 | 0.10 | 94.191 | 0.000 | 0.000 | ||
| 1073 | 2010.04.30 16:15 | modify | 358 | 0.10 | 94.191 | 93.091 | 94.891 | ||
| 1074 | 2010.05.03 14:20 | close | 358 | 0.10 | 94.167 | 93.091 | 94.891 | -209.57 | 1398941.86 |
| 1075 | 2010.05.07 02:45 | sell | 359 | 0.10 | 91.302 | 0.000 | 0.000 | ||
| 1076 | 2010.05.07 02:45 | modify | 359 | 0.10 | 91.302 | 92.402 | 90.602 | ||
| 1077 | 2010.05.07 05:46 | s/l | 359 | 0.10 | 92.401 | 92.402 | 90.602 | -10990.00 | 1387951.86 |
| 1078 | 2010.05.10 16:05 | buy | 360 | 0.10 | 92.919 | 0.000 | 0.000 | ||
| 1079 | 2010.05.10 16:05 | modify | 360 | 0.10 | 92.919 | 91.819 | 93.619 | ||
| 1080 | 2010.05.10 18:15 | close | 360 | 0.10 | 93.461 | 91.819 | 93.619 | 5420.00 | 1393371.86 |
| 1081 | 2010.05.12 18:35 | buy | 361 | 0.10 | 92.851 | 0.000 | 0.000 | ||
| 1082 | 2010.05.12 18:35 | modify | 361 | 0.10 | 92.851 | 91.751 | 93.551 | ||
| 1083 | 2010.05.12 20:05 | close | 361 | 0.10 | 93.231 | 91.751 | 93.551 | 3800.00 | 1397171.86 |
| 1084 | 2010.05.14 23:00 | sell | 362 | 0.10 | 92.331 | 0.000 | 0.000 | ||
| 1085 | 2010.05.14 23:00 | modify | 362 | 0.10 | 92.331 | 93.431 | 91.631 | ||
| 1086 | 2010.05.17 03:25 | close | 362 | 0.10 | 92.020 | 93.431 | 91.631 | 2928.72 | 1400100.58 |
| 1087 | 2010.05.17 18:30 | buy | 363 | 0.10 | 92.171 | 0.000 | 0.000 | ||
| 1088 | 2010.05.17 18:30 | modify | 363 | 0.10 | 92.171 | 91.071 | 92.871 | ||
| 1089 | 2010.05.18 09:05 | close | 363 | 0.10 | 92.621 | 91.071 | 92.871 | 4530.43 | 1404631.01 |
| 1090 | 2010.06.01 22:50 | buy | 364 | 0.10 | 91.048 | 0.000 | 0.000 | ||
| 1091 | 2010.06.01 22:50 | modify | 364 | 0.10 | 91.048 | 89.948 | 91.748 | ||
| 1092 | 2010.06.02 04:00 | close | 364 | 0.10 | 91.385 | 89.948 | 91.748 | 3400.43 | 1408031.44 |
| 1093 | 2010.06.04 23:15 | sell | 365 | 0.10 | 91.936 | 0.000 | 0.000 | ||
| 1094 | 2010.06.04 23:15 | modify | 365 | 0.10 | 91.936 | 93.036 | 91.236 | ||
| 1095 | 2010.06.07 01:55 | close | 365 | 0.10 | 91.534 | 93.036 | 91.236 | 3838.72 | 1411870.16 |
| 1096 | 2010.06.15 19:15 | sell | 366 | 0.10 | 91.385 | 0.000 | 0.000 | ||
| 1097 | 2010.06.15 19:15 | modify | 366 | 0.10 | 91.385 | 92.485 | 90.685 | ||
| 1098 | 2010.06.16 07:50 | close | 366 | 0.10 | 91.424 | 92.485 | 90.685 | -571.28 | 1411298.88 |
| 1099 | 2010.06.17 22:55 | sell | 367 | 0.10 | 90.972 | 0.000 | 0.000 | ||
| 1100 | 2010.06.17 22:55 | modify | 367 | 0.10 | 90.972 | 92.072 | 90.272 | ||
| 1101 | 2010.06.18 01:45 | close | 367 | 0.10 | 90.795 | 92.072 | 90.272 | 1588.72 | 1412887.60 |
| 1102 | 2010.06.24 20:50 | sell | 368 | 0.10 | 89.581 | 0.000 | 0.000 | ||
| 1103 | 2010.06.24 20:50 | modify | 368 | 0.10 | 89.581 | 90.681 | 88.881 | ||
| 1104 | 2010.06.25 07:00 | close | 368 | 0.10 | 89.515 | 90.681 | 88.881 | 478.72 | 1413366.32 |
| 1105 | 2010.07.01 02:55 | sell | 369 | 0.10 | 88.522 | 0.000 | 0.000 | ||
| 1106 | 2010.07.01 02:55 | modify | 369 | 0.10 | 88.522 | 89.622 | 87.822 | ||
| 1107 | 2010.07.01 04:55 | close | 369 | 0.10 | 88.169 | 89.622 | 87.822 | 3530.00 | 1416896.32 |
| 1108 | 2010.07.16 20:40 | sell | 370 | 0.10 | 86.808 | 0.000 | 0.000 | ||
| 1109 | 2010.07.16 20:40 | modify | 370 | 0.10 | 86.808 | 87.908 | 86.108 | ||
| 1110 | 2010.07.19 17:25 | close | 370 | 0.10 | 86.806 | 87.908 | 86.108 | -161.28 | 1416735.04 |
| 1111 | 2010.07.19 17:25 | buy | 371 | 0.10 | 86.799 | 0.000 | 0.000 | ||
| 1112 | 2010.07.19 17:25 | modify | 371 | 0.10 | 86.799 | 85.699 | 87.499 | ||
| 1113 | 2010.07.20 03:35 | close | 371 | 0.10 | 86.888 | 85.699 | 87.499 | 920.43 | 1417655.47 |
| 1114 | 2010.07.21 02:00 | buy | 372 | 0.10 | 87.270 | 0.000 | 0.000 | ||
| 1115 | 2010.07.21 02:00 | modify | 372 | 0.10 | 87.270 | 86.170 | 87.970 | ||
| 1116 | 2010.07.21 16:00 | close | 372 | 0.10 | 87.202 | 86.170 | 87.970 | -680.00 | 1416975.47 |
| 1117 | 2010.07.26 17:05 | sell | 373 | 0.10 | 87.316 | 0.000 | 0.000 | ||
| 1118 | 2010.07.26 17:05 | modify | 373 | 0.10 | 87.316 | 88.416 | 86.616 | ||
| 1119 | 2010.07.26 19:25 | close | 373 | 0.10 | 87.030 | 88.416 | 86.616 | 2860.00 | 1419835.47 |
| 1120 | 2010.08.02 15:25 | buy | 374 | 0.10 | 86.620 | 0.000 | 0.000 | ||
| 1121 | 2010.08.02 15:25 | modify | 374 | 0.10 | 86.620 | 85.520 | 87.320 | ||
| 1122 | 2010.08.03 01:50 | close | 374 | 0.10 | 86.651 | 85.520 | 87.320 | 340.43 | 1420175.90 |
| 1123 | 2010.08.06 21:25 | sell | 375 | 0.10 | 85.379 | 0.000 | 0.000 | ||
| 1124 | 2010.08.06 21:25 | modify | 375 | 0.10 | 85.379 | 86.479 | 84.679 | ||
| 1125 | 2010.08.10 04:00 | close | 375 | 0.10 | 85.759 | 86.479 | 84.679 | -4162.56 | 1416013.34 |
| 1126 | 2010.08.11 17:40 | sell | 376 | 0.10 | 85.246 | 0.000 | 0.000 | ||
| 1127 | 2010.08.11 17:40 | modify | 376 | 0.10 | 85.246 | 86.346 | 84.546 | ||
| 1128 | 2010.08.12 03:10 | close | 376 | 0.10 | 85.010 | 86.346 | 84.546 | 1816.16 | 1417829.50 |
| 1129 | 2010.08.19 12:00 | buy | 377 | 0.10 | 85.634 | 0.000 | 0.000 | ||
| 1130 | 2010.08.19 12:00 | modify | 377 | 0.10 | 85.634 | 84.534 | 86.334 | ||
| 1131 | 2010.08.19 19:10 | close | 377 | 0.10 | 85.382 | 84.534 | 86.334 | -2520.00 | 1415309.50 |
| 1132 | 2010.08.20 23:15 | buy | 378 | 0.10 | 85.590 | 0.000 | 0.000 | ||
| 1133 | 2010.08.20 23:15 | modify | 378 | 0.10 | 85.590 | 84.490 | 86.290 | ||
| 1134 | 2010.08.23 20:30 | close | 378 | 0.10 | 85.295 | 84.490 | 86.290 | -2919.57 | 1412389.93 |
| 1135 | 2010.08.24 20:10 | sell | 379 | 0.10 | 84.385 | 0.000 | 0.000 | ||
| 1136 | 2010.08.24 20:10 | modify | 379 | 0.10 | 84.385 | 85.485 | 83.685 | ||
| 1137 | 2010.08.24 23:20 | close | 379 | 0.10 | 84.081 | 85.485 | 83.685 | 3040.00 | 1415429.93 |
| 1138 | 2010.08.31 23:55 | sell | 380 | 0.10 | 84.226 | 0.000 | 0.000 | ||
| 1139 | 2010.08.31 23:55 | modify | 380 | 0.10 | 84.226 | 85.326 | 83.526 | ||
| 1140 | 2010.09.01 02:20 | close | 380 | 0.10 | 84.067 | 85.326 | 83.526 | 1408.72 | 1416838.65 |
| 1141 | 2010.09.02 13:00 | sell | 381 | 0.10 | 84.272 | 0.000 | 0.000 | ||
| 1142 | 2010.09.02 13:00 | modify | 381 | 0.10 | 84.272 | 85.372 | 83.572 | ||
| 1143 | 2010.09.03 06:45 | close | 381 | 0.10 | 84.262 | 85.372 | 83.572 | -81.28 | 1416757.37 |
| 1144 | 2010.09.28 21:55 | sell | 382 | 0.10 | 83.955 | 0.000 | 0.000 | ||
| 1145 | 2010.09.28 21:55 | modify | 382 | 0.10 | 83.955 | 85.055 | 83.255 | ||
| 1146 | 2010.09.29 06:55 | close | 382 | 0.10 | 83.771 | 85.055 | 83.255 | 1658.72 | 1418416.09 |
| 1147 | 2010.09.29 16:40 | sell | 383 | 0.10 | 83.801 | 0.000 | 0.000 | ||
| 1148 | 2010.09.29 16:40 | modify | 383 | 0.10 | 83.801 | 84.901 | 83.101 | ||
| 1149 | 2010.09.29 16:45 | close | 383 | 0.10 | 83.809 | 84.901 | 83.101 | -80.00 | 1418336.09 |
| 1150 | 2010.09.30 16:45 | sell | 384 | 0.10 | 83.496 | 0.000 | 0.000 | ||
| 1151 | 2010.09.30 16:45 | modify | 384 | 0.10 | 83.496 | 84.596 | 82.796 | ||
| 1152 | 2010.10.01 07:00 | close | 384 | 0.10 | 83.389 | 84.596 | 82.796 | 888.72 | 1419224.81 |
| 1153 | 2010.10.01 16:15 | sell | 385 | 0.10 | 83.357 | 0.000 | 0.000 | ||
| 1154 | 2010.10.01 16:15 | modify | 385 | 0.10 | 83.357 | 84.457 | 82.657 | ||
| 1155 | 2010.10.01 22:30 | close | 385 | 0.10 | 83.290 | 84.457 | 82.657 | 670.00 | 1419894.81 |
| 1156 | 2010.10.06 20:30 | sell | 386 | 0.10 | 83.025 | 0.000 | 0.000 | ||
| 1157 | 2010.10.06 20:30 | modify | 386 | 0.10 | 83.025 | 84.125 | 82.325 | ||
| 1158 | 2010.10.07 09:45 | close | 386 | 0.10 | 82.685 | 84.125 | 82.325 | 2856.16 | 1422750.97 |
| 1159 | 2010.10.08 20:55 | sell | 387 | 0.10 | 82.067 | 0.000 | 0.000 | ||
| 1160 | 2010.10.08 20:55 | modify | 387 | 0.10 | 82.067 | 83.167 | 81.367 | ||
| 1161 | 2010.10.11 00:35 | close | 387 | 0.10 | 81.855 | 83.167 | 81.367 | 1938.72 | 1424689.69 |
| 1162 | 2010.10.12 12:00 | sell | 388 | 0.10 | 82.080 | 0.000 | 0.000 | ||
| 1163 | 2010.10.12 12:00 | modify | 388 | 0.10 | 82.080 | 83.180 | 81.380 | ||
| 1164 | 2010.10.12 14:55 | close | 388 | 0.10 | 81.851 | 83.180 | 81.380 | 2290.00 | 1426979.69 |
| 1165 | 2010.10.14 16:05 | sell | 389 | 0.10 | 81.325 | 0.000 | 0.000 | ||
| 1166 | 2010.10.14 16:05 | modify | 389 | 0.10 | 81.325 | 82.425 | 80.625 | ||
| 1167 | 2010.10.15 04:00 | close | 389 | 0.10 | 81.439 | 82.425 | 80.625 | -1321.28 | 1425658.41 |
| 1168 | 2010.10.25 14:55 | sell | 390 | 0.10 | 80.704 | 0.000 | 0.000 | ||
| 1169 | 2010.10.25 14:55 | modify | 390 | 0.10 | 80.704 | 81.804 | 80.004 | ||
| 1170 | 2010.10.25 16:05 | close | 390 | 0.10 | 80.551 | 81.804 | 80.004 | 1530.00 | 1427188.41 |
| 1171 | 2010.10.25 19:55 | sell | 391 | 0.10 | 80.687 | 0.000 | 0.000 | ||
| 1172 | 2010.10.25 19:55 | modify | 391 | 0.10 | 80.687 | 81.787 | 79.987 | ||
| 1173 | 2010.10.26 08:35 | close | 391 | 0.10 | 80.716 | 81.787 | 79.987 | -471.28 | 1426717.13 |
| 1174 | 2010.11.01 17:10 | sell | 392 | 0.10 | 80.524 | 0.000 | 0.000 | ||
| 1175 | 2010.11.01 17:10 | modify | 392 | 0.10 | 80.524 | 81.624 | 79.824 | ||
| 1176 | 2010.11.01 23:45 | close | 392 | 0.10 | 80.528 | 81.624 | 79.824 | -40.00 | 1426677.13 |
| 1177 | 2010.11.04 23:45 | sell | 393 | 0.10 | 80.768 | 0.000 | 0.000 | ||
| 1178 | 2010.11.04 23:45 | modify | 393 | 0.10 | 80.768 | 81.868 | 80.068 | ||
| 1179 | 2010.11.05 10:10 | close | 393 | 0.10 | 80.681 | 81.868 | 80.068 | 688.72 | 1427365.86 |
| 1180 | 2010.11.09 17:30 | sell | 394 | 0.10 | 80.811 | 0.000 | 0.000 | ||
| 1181 | 2010.11.09 17:30 | modify | 394 | 0.10 | 80.811 | 81.911 | 80.111 | ||
| 1182 | 2010.11.09 22:32 | s/l | 394 | 0.10 | 81.909 | 81.911 | 80.111 | -10980.00 | 1416385.86 |
| 1183 | 2010.11.10 01:55 | buy | 395 | 0.10 | 81.566 | 0.000 | 0.000 | ||
| 1184 | 2010.11.10 01:55 | modify | 395 | 0.10 | 81.566 | 80.466 | 82.266 | ||
| 1185 | 2010.11.10 02:55 | close | 395 | 0.10 | 81.760 | 80.466 | 82.266 | 1940.00 | 1418325.86 |
| 1186 | 2010.11.18 21:50 | buy | 396 | 0.10 | 83.442 | 0.000 | 0.000 | ||
| 1187 | 2010.11.18 21:50 | modify | 396 | 0.10 | 83.442 | 82.342 | 84.142 | ||
| 1188 | 2010.11.19 02:55 | close | 396 | 0.10 | 83.640 | 82.342 | 84.142 | 2010.43 | 1420336.28 |
| 1189 | 2010.11.23 21:20 | sell | 397 | 0.10 | 83.182 | 0.000 | 0.000 | ||
| 1190 | 2010.11.23 21:20 | modify | 397 | 0.10 | 83.182 | 84.282 | 82.482 | ||
| 1191 | 2010.11.24 08:30 | close | 397 | 0.10 | 83.147 | 84.282 | 82.482 | 168.72 | 1420505.00 |
| 1192 | 2010.12.30 21:25 | buy | 398 | 0.10 | 81.598 | 0.000 | 0.000 | ||
| 1193 | 2010.12.30 21:25 | modify | 398 | 0.10 | 81.598 | 80.498 | 82.298 | ||
| 1194 | 2011.01.03 11:55 | close | 398 | 0.10 | 81.422 | 80.498 | 82.298 | -1699.15 | 1418805.86 |
| 1195 | 2011.01.17 19:25 | sell | 399 | 0.10 | 82.758 | 0.000 | 0.000 | ||
| 1196 | 2011.01.17 19:25 | modify | 399 | 0.10 | 82.758 | 83.858 | 82.058 | ||
| 1197 | 2011.01.18 03:55 | close | 399 | 0.10 | 82.545 | 83.858 | 82.058 | 1948.72 | 1420754.58 |
| 1198 | 2011.01.18 21:55 | buy | 400 | 0.10 | 82.573 | 0.000 | 0.000 | ||
| 1199 | 2011.01.18 21:55 | modify | 400 | 0.10 | 82.573 | 81.473 | 83.273 | ||
| 1200 | 2011.01.19 15:00 | close | 400 | 0.10 | 82.077 | 81.473 | 83.273 | -4929.57 | 1415825.00 |