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 |
| 1201 | 2011.02.01 17:05 | sell | 401 | 0.10 | 81.891 | 0.000 | 0.000 | ||
| 1202 | 2011.02.01 17:05 | modify | 401 | 0.10 | 81.891 | 82.991 | 81.191 | ||
| 1203 | 2011.02.01 19:20 | close | 401 | 0.10 | 81.335 | 82.991 | 81.191 | 5560.00 | 1421385.00 |
| 1204 | 2011.02.02 22:15 | buy | 402 | 0.10 | 81.584 | 0.000 | 0.000 | ||
| 1205 | 2011.02.02 22:15 | modify | 402 | 0.10 | 81.584 | 80.484 | 82.284 | ||
| 1206 | 2011.02.03 03:15 | close | 402 | 0.10 | 81.650 | 80.484 | 82.284 | 751.28 | 1422136.28 |
| 1207 | 2011.02.07 15:20 | buy | 403 | 0.10 | 82.271 | 0.000 | 0.000 | ||
| 1208 | 2011.02.07 15:20 | modify | 403 | 0.10 | 82.271 | 81.171 | 82.971 | ||
| 1209 | 2011.02.08 20:15 | close | 403 | 0.10 | 82.083 | 81.171 | 82.971 | -1849.57 | 1420286.71 |
| 1210 | 2011.02.16 01:05 | buy | 404 | 0.10 | 83.720 | 0.000 | 0.000 | ||
| 1211 | 2011.02.16 01:05 | modify | 404 | 0.10 | 83.720 | 82.620 | 84.420 | ||
| 1212 | 2011.02.16 14:15 | close | 404 | 0.10 | 83.812 | 82.620 | 84.420 | 920.00 | 1421206.71 |
| 1213 | 2011.03.02 21:15 | sell | 405 | 0.10 | 81.831 | 0.000 | 0.000 | ||
| 1214 | 2011.03.02 21:15 | modify | 405 | 0.10 | 81.831 | 82.931 | 81.131 | ||
| 1215 | 2011.03.03 04:45 | close | 405 | 0.10 | 81.797 | 82.931 | 81.131 | -203.84 | 1421002.87 |
| 1216 | 2011.03.09 18:20 | sell | 406 | 0.10 | 82.795 | 0.000 | 0.000 | ||
| 1217 | 2011.03.09 18:20 | modify | 406 | 0.10 | 82.795 | 83.895 | 82.095 | ||
| 1218 | 2011.03.10 20:40 | close | 406 | 0.10 | 82.842 | 83.895 | 82.095 | -1013.84 | 1419989.04 |
| 1219 | 2011.03.16 02:20 | sell | 407 | 0.10 | 80.886 | 0.000 | 0.000 | ||
| 1220 | 2011.03.16 02:20 | modify | 407 | 0.10 | 80.886 | 81.986 | 80.186 | ||
| 1221 | 2011.03.16 15:45 | close | 407 | 0.10 | 80.573 | 81.986 | 80.186 | 3130.00 | 1423119.04 |
| 1222 | 2011.04.20 23:55 | sell | 408 | 0.10 | 82.529 | 0.000 | 0.000 | ||
| 1223 | 2011.04.20 23:55 | modify | 408 | 0.10 | 82.529 | 83.629 | 81.829 | ||
| 1224 | 2011.04.21 08:35 | close | 408 | 0.10 | 82.075 | 83.629 | 81.829 | 3996.16 | 1427115.20 |
| 1225 | 2011.04.27 20:55 | buy | 409 | 0.10 | 82.234 | 0.000 | 0.000 | ||
| 1226 | 2011.04.27 20:55 | modify | 409 | 0.10 | 82.234 | 81.134 | 82.934 | ||
| 1227 | 2011.04.28 14:20 | close | 409 | 0.10 | 81.800 | 81.134 | 82.934 | -4248.72 | 1422866.48 |
| 1228 | 2011.04.29 16:35 | sell | 410 | 0.10 | 81.502 | 0.000 | 0.000 | ||
| 1229 | 2011.04.29 16:35 | modify | 410 | 0.10 | 81.502 | 82.602 | 80.802 | ||
| 1230 | 2011.05.02 03:25 | close | 410 | 0.10 | 81.046 | 82.602 | 80.802 | 4378.72 | 1427245.20 |
| 1231 | 2011.05.11 18:25 | buy | 411 | 0.10 | 80.978 | 0.000 | 0.000 | ||
| 1232 | 2011.05.11 18:25 | modify | 411 | 0.10 | 80.978 | 79.878 | 81.678 | ||
| 1233 | 2011.05.12 00:30 | close | 411 | 0.10 | 81.079 | 79.878 | 81.678 | 1101.28 | 1428346.48 |
| 1234 | 2011.05.17 16:15 | buy | 412 | 0.10 | 81.444 | 0.000 | 0.000 | ||
| 1235 | 2011.05.17 16:15 | modify | 412 | 0.10 | 81.444 | 80.344 | 82.144 | ||
| 1236 | 2011.05.17 20:45 | close | 412 | 0.10 | 81.577 | 80.344 | 82.144 | 1330.00 | 1429676.48 |
| 1237 | 2011.05.24 20:10 | buy | 413 | 0.10 | 81.973 | 0.000 | 0.000 | ||
| 1238 | 2011.05.24 20:10 | modify | 413 | 0.10 | 81.973 | 80.873 | 82.673 | ||
| 1239 | 2011.05.25 01:10 | close | 413 | 0.10 | 82.049 | 80.873 | 82.673 | 790.43 | 1430466.91 |
| 1240 | 2011.05.31 17:05 | buy | 414 | 0.10 | 81.352 | 0.000 | 0.000 | ||
| 1241 | 2011.05.31 17:05 | modify | 414 | 0.10 | 81.352 | 80.252 | 82.052 | ||
| 1242 | 2011.05.31 22:00 | close | 414 | 0.10 | 81.477 | 80.252 | 82.052 | 1250.00 | 1431716.91 |
| 1243 | 2011.06.06 15:30 | sell | 415 | 0.10 | 80.227 | 0.000 | 0.000 | ||
| 1244 | 2011.06.06 15:30 | modify | 415 | 0.10 | 80.227 | 81.327 | 79.527 | ||
| 1245 | 2011.06.06 21:55 | close | 415 | 0.10 | 80.095 | 81.327 | 79.527 | 1320.00 | 1433036.91 |
| 1246 | 2011.06.13 15:25 | sell | 416 | 0.10 | 80.441 | 0.000 | 0.000 | ||
| 1247 | 2011.06.13 15:25 | modify | 416 | 0.10 | 80.441 | 81.541 | 79.741 | ||
| 1248 | 2011.06.13 17:15 | close | 416 | 0.10 | 80.249 | 81.541 | 79.741 | 1920.00 | 1434956.91 |
| 1249 | 2011.06.30 21:45 | buy | 417 | 0.10 | 80.488 | 0.000 | 0.000 | ||
| 1250 | 2011.06.30 21:45 | modify | 417 | 0.10 | 80.488 | 79.388 | 81.188 | ||
| 1251 | 2011.07.01 02:35 | close | 417 | 0.10 | 80.696 | 79.388 | 81.188 | 2110.43 | 1437067.33 |
| 1252 | 2011.07.04 22:10 | buy | 418 | 0.10 | 80.745 | 0.000 | 0.000 | ||
| 1253 | 2011.07.04 22:10 | modify | 418 | 0.10 | 80.745 | 79.645 | 81.445 | ||
| 1254 | 2011.07.05 03:05 | close | 418 | 0.10 | 80.846 | 79.645 | 81.445 | 1040.43 | 1438107.76 |
| 1255 | 2011.07.26 12:15 | sell | 419 | 0.10 | 78.173 | 0.000 | 0.000 | ||
| 1256 | 2011.07.26 12:15 | modify | 419 | 0.10 | 78.173 | 79.273 | 77.473 | ||
| 1257 | 2011.07.26 20:55 | close | 419 | 0.10 | 77.972 | 79.273 | 77.473 | 2010.00 | 1440117.76 |
| 1258 | 2011.07.27 02:45 | sell | 420 | 0.10 | 77.991 | 0.000 | 0.000 | ||
| 1259 | 2011.07.27 02:45 | modify | 420 | 0.10 | 77.991 | 79.091 | 77.291 | ||
| 1260 | 2011.07.27 04:00 | close | 420 | 0.10 | 77.876 | 79.091 | 77.291 | 1150.00 | 1441267.76 |
| 1261 | 2011.08.01 20:15 | sell | 421 | 0.10 | 77.127 | 0.000 | 0.000 | ||
| 1262 | 2011.08.01 20:15 | modify | 421 | 0.10 | 77.127 | 78.227 | 76.427 | ||
| 1263 | 2011.08.02 09:10 | close | 421 | 0.10 | 77.262 | 78.227 | 76.427 | -1531.28 | 1439736.48 |
| 1264 | 2011.08.04 16:25 | buy | 422 | 0.10 | 79.339 | 0.000 | 0.000 | ||
| 1265 | 2011.08.04 16:25 | modify | 422 | 0.10 | 79.339 | 78.239 | 80.039 | ||
| 1266 | 2011.08.05 02:00 | close | 422 | 0.10 | 79.311 | 78.239 | 80.039 | -249.57 | 1439486.91 |
| 1267 | 2011.08.10 20:10 | sell | 423 | 0.10 | 76.648 | 0.000 | 0.000 | ||
| 1268 | 2011.08.10 20:10 | modify | 423 | 0.10 | 76.648 | 77.748 | 75.948 | ||
| 1269 | 2011.08.11 01:20 | close | 423 | 0.10 | 76.617 | 77.748 | 75.948 | -233.84 | 1439253.07 |
| 1270 | 2011.08.12 23:55 | buy | 424 | 0.10 | 76.712 | 0.000 | 0.000 | ||
| 1271 | 2011.08.12 23:55 | modify | 424 | 0.10 | 76.712 | 75.612 | 77.412 | ||
| 1272 | 2011.08.15 03:20 | close | 424 | 0.10 | 77.081 | 75.612 | 77.412 | 3720.43 | 1442973.50 |
| 1273 | 2011.08.29 22:35 | buy | 425 | 0.10 | 76.838 | 0.000 | 0.000 | ||
| 1274 | 2011.08.29 22:35 | modify | 425 | 0.10 | 76.838 | 75.738 | 77.538 | ||
| 1275 | 2011.08.30 02:15 | close | 425 | 0.10 | 76.957 | 75.738 | 77.538 | 1220.43 | 1444193.92 |
| 1276 | 2011.09.01 23:20 | sell | 426 | 0.10 | 76.880 | 0.000 | 0.000 | ||
| 1277 | 2011.09.01 23:20 | modify | 426 | 0.10 | 76.880 | 77.980 | 76.180 | ||
| 1278 | 2011.09.02 07:55 | close | 426 | 0.10 | 76.843 | 77.980 | 76.180 | 188.72 | 1444382.64 |
| 1279 | 2011.09.09 18:10 | buy | 427 | 0.10 | 77.609 | 0.000 | 0.000 | ||
| 1280 | 2011.09.09 18:10 | modify | 427 | 0.10 | 77.609 | 76.509 | 78.309 | ||
| 1281 | 2011.09.09 23:25 | close | 427 | 0.10 | 77.573 | 76.509 | 78.309 | -360.00 | 1444022.64 |
| 1282 | 2011.09.09 23:25 | sell | 428 | 0.10 | 77.573 | 0.000 | 0.000 | ||
| 1283 | 2011.09.09 23:25 | modify | 428 | 0.10 | 77.573 | 78.673 | 76.873 | ||
| 1284 | 2011.09.12 07:40 | close | 428 | 0.10 | 77.452 | 78.673 | 76.873 | 1028.72 | 1445051.36 |
| 1285 | 2011.09.12 16:15 | sell | 429 | 0.10 | 77.199 | 0.000 | 0.000 | ||
| 1286 | 2011.09.12 16:15 | modify | 429 | 0.10 | 77.199 | 78.299 | 76.499 | ||
| 1287 | 2011.09.13 01:00 | close | 429 | 0.10 | 77.133 | 78.299 | 76.499 | 478.72 | 1445530.08 |
| 1288 | 2011.09.19 23:10 | sell | 430 | 0.10 | 76.565 | 0.000 | 0.000 | ||
| 1289 | 2011.09.19 23:10 | modify | 430 | 0.10 | 76.565 | 77.665 | 75.865 | ||
| 1290 | 2011.09.20 04:40 | close | 430 | 0.10 | 76.532 | 77.665 | 75.865 | 148.72 | 1445678.80 |
| 1291 | 2011.09.22 19:40 | sell | 431 | 0.10 | 76.521 | 0.000 | 0.000 | ||
| 1292 | 2011.09.22 19:40 | modify | 431 | 0.10 | 76.521 | 77.621 | 75.821 | ||
| 1293 | 2011.09.26 08:05 | close | 431 | 0.10 | 76.331 | 77.621 | 75.821 | 1537.44 | 1447216.25 |
| 1294 | 2011.10.13 02:30 | buy | 432 | 0.10 | 77.137 | 0.000 | 0.000 | ||
| 1295 | 2011.10.13 02:30 | modify | 432 | 0.10 | 77.137 | 76.037 | 77.837 | ||
| 1296 | 2011.10.13 11:00 | close | 432 | 0.10 | 77.153 | 76.037 | 77.837 | 160.00 | 1447376.25 |
| 1297 | 2011.10.17 00:05 | buy | 433 | 0.10 | 77.113 | 0.000 | 0.000 | ||
| 1298 | 2011.10.17 00:05 | modify | 433 | 0.10 | 77.113 | 76.013 | 77.813 | ||
| 1299 | 2011.10.17 10:50 | close | 433 | 0.10 | 77.279 | 76.013 | 77.813 | 1660.00 | 1449036.25 |
| 1300 | 2011.10.25 23:55 | sell | 434 | 0.10 | 76.076 | 0.000 | 0.000 | ||
| 1301 | 2011.10.25 23:55 | modify | 434 | 0.10 | 76.076 | 77.176 | 75.376 | ||
| 1302 | 2011.10.26 07:10 | close | 434 | 0.10 | 75.980 | 77.176 | 75.376 | 778.72 | 1449814.97 |
| 1303 | 2011.10.26 17:00 | sell | 435 | 0.10 | 75.968 | 0.000 | 0.000 | ||
| 1304 | 2011.10.26 17:00 | modify | 435 | 0.10 | 75.968 | 77.068 | 75.268 | ||
| 1305 | 2011.10.27 04:45 | close | 435 | 0.10 | 76.075 | 77.068 | 75.268 | -1613.84 | 1448201.13 |
| 1306 | 2011.11.10 01:05 | buy | 436 | 0.10 | 77.718 | 0.000 | 0.000 | ||
| 1307 | 2011.11.10 01:05 | modify | 436 | 0.10 | 77.718 | 76.618 | 78.418 | ||
| 1308 | 2011.11.14 00:00 | close | 436 | 0.10 | 77.249 | 76.618 | 78.418 | -4629.15 | 1443571.98 |
| 1309 | 2011.11.18 16:35 | sell | 437 | 0.10 | 76.783 | 0.000 | 0.000 | ||
| 1310 | 2011.11.18 16:35 | modify | 437 | 0.10 | 76.783 | 77.883 | 76.083 | ||
| 1311 | 2011.11.22 07:15 | close | 437 | 0.10 | 77.070 | 77.883 | 76.083 | -3232.56 | 1440339.42 |
| 1312 | 2011.11.22 15:25 | sell | 438 | 0.10 | 76.995 | 0.000 | 0.000 | ||
| 1313 | 2011.11.22 15:25 | modify | 438 | 0.10 | 76.995 | 78.095 | 76.295 | ||
| 1314 | 2011.11.23 09:15 | close | 438 | 0.10 | 76.968 | 78.095 | 76.295 | 88.72 | 1440428.15 |
| 1315 | 2011.12.20 21:05 | sell | 439 | 0.10 | 77.829 | 0.000 | 0.000 | ||
| 1316 | 2011.12.20 21:05 | modify | 439 | 0.10 | 77.829 | 78.929 | 77.129 | ||
| 1317 | 2011.12.21 06:25 | close | 439 | 0.10 | 77.786 | 78.929 | 77.129 | 248.72 | 1440676.87 |
| 1318 | 2011.12.28 16:35 | sell | 440 | 0.10 | 77.742 | 0.000 | 0.000 | ||
| 1319 | 2011.12.28 16:35 | modify | 440 | 0.10 | 77.742 | 78.842 | 77.042 | ||
| 1320 | 2011.12.29 02:15 | close | 440 | 0.10 | 77.860 | 78.842 | 77.042 | -1723.84 | 1438953.03 |
| 1321 | 2011.12.29 12:05 | sell | 441 | 0.10 | 77.842 | 0.000 | 0.000 | ||
| 1322 | 2011.12.29 12:05 | modify | 441 | 0.10 | 77.842 | 78.942 | 77.142 | ||
| 1323 | 2011.12.30 04:35 | close | 441 | 0.10 | 77.632 | 78.942 | 77.142 | 1918.72 | 1440871.75 |
| 1324 | 2012.01.02 01:00 | sell | 442 | 0.10 | 77.111 | 0.000 | 0.000 | ||
| 1325 | 2012.01.02 01:00 | modify | 442 | 0.10 | 77.111 | 78.211 | 76.411 | ||
| 1326 | 2012.01.02 04:55 | close | 442 | 0.10 | 77.013 | 78.211 | 76.411 | 980.00 | 1441851.75 |
| 1327 | 2012.01.17 12:35 | sell | 443 | 0.10 | 76.742 | 0.000 | 0.000 | ||
| 1328 | 2012.01.17 12:35 | modify | 443 | 0.10 | 76.742 | 77.842 | 76.042 | ||
| 1329 | 2012.01.18 02:35 | close | 443 | 0.10 | 76.779 | 77.842 | 76.042 | -551.28 | 1441300.47 |
| 1330 | 2012.01.23 16:50 | sell | 444 | 0.10 | 76.990 | 0.000 | 0.000 | ||
| 1331 | 2012.01.23 16:50 | modify | 444 | 0.10 | 76.990 | 78.090 | 76.290 | ||
| 1332 | 2012.01.23 18:40 | close | 444 | 0.10 | 76.907 | 78.090 | 76.290 | 830.00 | 1442130.47 |
| 1333 | 2012.02.07 22:00 | buy | 445 | 0.10 | 76.760 | 0.000 | 0.000 | ||
| 1334 | 2012.02.07 22:00 | modify | 445 | 0.10 | 76.760 | 75.660 | 77.460 | ||
| 1335 | 2012.02.08 02:25 | close | 445 | 0.10 | 76.849 | 75.660 | 77.460 | 920.43 | 1443050.90 |
| 1336 | 2012.02.13 22:00 | sell | 446 | 0.10 | 77.617 | 0.000 | 0.000 | ||
| 1337 | 2012.02.13 22:00 | modify | 446 | 0.10 | 77.617 | 78.717 | 76.917 | ||
| 1338 | 2012.02.14 01:05 | close | 446 | 0.10 | 77.494 | 78.717 | 76.917 | 1048.72 | 1444099.62 |
| 1339 | 2012.02.22 22:00 | buy | 447 | 0.10 | 80.226 | 0.000 | 0.000 | ||
| 1340 | 2012.02.22 22:00 | modify | 447 | 0.10 | 80.226 | 79.126 | 80.926 | ||
| 1341 | 2012.02.23 08:30 | close | 447 | 0.10 | 80.255 | 79.126 | 80.926 | 381.28 | 1444480.90 |
| 1342 | 2012.02.28 12:45 | buy | 448 | 0.10 | 80.390 | 0.000 | 0.000 | ||
| 1343 | 2012.02.28 12:45 | modify | 448 | 0.10 | 80.390 | 79.290 | 81.090 | ||
| 1344 | 2012.02.29 02:55 | close | 448 | 0.10 | 80.653 | 79.290 | 81.090 | 2660.43 | 1447141.32 |
| 1345 | 2012.03.05 15:25 | sell | 449 | 0.10 | 81.434 | 0.000 | 0.000 | ||
| 1346 | 2012.03.05 15:25 | modify | 449 | 0.10 | 81.434 | 82.534 | 80.734 | ||
| 1347 | 2012.03.06 03:40 | close | 449 | 0.10 | 81.366 | 82.534 | 80.734 | 498.72 | 1447640.05 |
| 1348 | 2012.03.09 22:40 | buy | 450 | 0.10 | 82.385 | 0.000 | 0.000 | ||
| 1349 | 2012.03.09 22:40 | modify | 450 | 0.10 | 82.385 | 81.285 | 83.085 | ||
| 1350 | 2012.03.12 07:20 | close | 450 | 0.10 | 82.358 | 81.285 | 83.085 | -239.57 | 1447400.47 |