通貨ペア | USDJPY (US Dollar vs Japanese Yen) | ||||
期間 | 5分足(M5) 2015.01.02 09:00 - 2024.05.02 23:50 (2015.01.01 - 2024.05.03) | ||||
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 | MagicNo=50795; Lots=0.01; A_SPREAD=15; E_Depth=16; E_Deviation=5; E_Backstep=3; STOP_LOSS=520; Position_Suu=5; Nanpin_Rieki_L1=650; Nanpin_Rieki_S1=1100; Nanpin_Rieki_L2=1700; Nanpin_Rieki_S2=1300; test=100; | ||||
テストバー数 | 694905 | モデルティック数 | 237025069 | モデリング品質 | 90.00% |
不整合チャートエラー | 3 | ||||
初期証拠金 | 500000.00 | スプレッド | 10 | ||
純益 | 325762.02 | 総利益 | 730311.24 | 総損失 | -404549.22 |
プロフィットファクタ | 1.81 | 期待利得 | 105.80 | ||
絶対ドローダウン | 17695.00 | 最大ドローダウン | 21785.74 (4.04%) | 相対ドローダウン | 4.05% (20354.00) |
総取引数 | 3079 | 売りポジション(勝率%) | 1510 (78.41%) | 買いポジション(勝率%) | 1569 (76.74%) |
勝率(%) | 2388 (77.56%) | 負率 (%) | 691 (22.44%) | ||
最大 | 勝トレード | 12800.00 | 敗トレード | -4160.00 | |
平均 | 勝トレード | 305.83 | 敗トレード | -585.45 | |
最大 | 連勝(金額) | 36 (9093.26) | 連敗(金額) | 7 (-4428.84) | |
最大 | 連勝(トレード数) | 18101.00 (7) | 連敗(トレード数) | -8026.00 (6) | |
平均 | 連勝 | 6 | 連敗 | 2 |
# | 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 | 2015.12.07 00:05 | buy | 301 | 0.01 | 123.215 | 122.695 | 123.715 | ||
602 | 2015.12.07 10:25 | close | 301 | 0.01 | 123.376 | 122.695 | 123.715 | 161.00 | 519205.44 |
603 | 2015.12.08 19:00 | sell | 302 | 0.01 | 123.002 | 123.522 | 122.502 | ||
604 | 2015.12.08 20:23 | close | 302 | 0.01 | 122.881 | 123.522 | 122.502 | 121.00 | 519326.44 |
605 | 2015.12.08 21:15 | sell | 303 | 0.01 | 122.989 | 123.509 | 122.489 | ||
606 | 2015.12.08 21:45 | sell | 304 | 0.02 | 123.031 | 123.551 | 122.901 | ||
607 | 2015.12.09 00:01 | t/p | 304 | 0.02 | 122.901 | 123.551 | 122.901 | 260.00 | 519586.44 |
608 | 2015.12.09 00:40 | close | 303 | 0.01 | 122.869 | 123.509 | 122.489 | 120.00 | 519706.44 |
609 | 2015.12.10 00:15 | sell | 305 | 0.01 | 121.526 | 122.046 | 121.026 | ||
610 | 2015.12.10 00:45 | sell | 306 | 0.02 | 121.567 | 122.087 | 121.437 | ||
611 | 2015.12.10 01:00 | sell | 307 | 0.04 | 121.629 | 122.149 | 121.429 | ||
612 | 2015.12.10 02:00 | sell | 308 | 0.08 | 121.688 | 122.208 | 121.288 | ||
613 | 2015.12.10 02:39 | close | 305 | 0.01 | 121.558 | 122.046 | 121.026 | -32.00 | 519674.44 |
614 | 2015.12.10 02:39 | close | 306 | 0.02 | 121.558 | 122.087 | 121.437 | 18.00 | 519692.44 |
615 | 2015.12.10 02:39 | close | 307 | 0.04 | 121.558 | 122.149 | 121.429 | 284.00 | 519976.44 |
616 | 2015.12.10 02:39 | close | 308 | 0.08 | 121.558 | 122.208 | 121.288 | 1040.00 | 521016.44 |
617 | 2015.12.16 14:15 | buy | 309 | 0.01 | 121.838 | 121.318 | 122.338 | ||
618 | 2015.12.16 15:00 | buy | 310 | 0.02 | 121.798 | 121.278 | 121.878 | ||
619 | 2015.12.16 15:17 | t/p | 310 | 0.02 | 121.878 | 121.278 | 121.878 | 160.00 | 521176.44 |
620 | 2015.12.16 21:00 | close | 309 | 0.01 | 122.000 | 121.318 | 122.338 | 162.00 | 521338.44 |
621 | 2015.12.18 00:00 | buy | 311 | 0.01 | 122.558 | 122.038 | 123.058 | ||
622 | 2015.12.18 00:30 | buy | 312 | 0.02 | 122.516 | 121.996 | 122.596 | ||
623 | 2015.12.18 01:03 | t/p | 312 | 0.02 | 122.596 | 121.996 | 122.596 | 160.00 | 521498.44 |
624 | 2015.12.18 03:00 | buy | 313 | 0.02 | 122.478 | 121.958 | 122.558 | ||
625 | 2015.12.18 04:45 | buy | 314 | 0.04 | 122.399 | 121.879 | 122.599 | ||
626 | 2015.12.18 05:18 | close | 311 | 0.01 | 122.539 | 122.038 | 123.058 | -19.00 | 521479.44 |
627 | 2015.12.18 05:18 | close | 313 | 0.02 | 122.539 | 121.958 | 122.558 | 122.00 | 521601.44 |
628 | 2015.12.18 05:18 | close | 314 | 0.04 | 122.539 | 121.879 | 122.599 | 560.00 | 522161.44 |
629 | 2015.12.21 06:45 | sell | 315 | 0.01 | 121.272 | 121.792 | 120.772 | ||
630 | 2015.12.21 06:50 | sell | 316 | 0.02 | 121.327 | 121.847 | 121.197 | ||
631 | 2015.12.21 07:15 | sell | 317 | 0.04 | 121.441 | 121.961 | 121.241 | ||
632 | 2015.12.21 15:44 | t/p | 317 | 0.04 | 121.241 | 121.961 | 121.241 | 800.00 | 522961.44 |
633 | 2015.12.21 15:55 | t/p | 316 | 0.02 | 121.197 | 121.847 | 121.197 | 260.00 | 523221.44 |
634 | 2015.12.21 16:56 | close | 315 | 0.01 | 121.152 | 121.792 | 120.772 | 120.00 | 523341.44 |
635 | 2015.12.21 23:30 | sell | 318 | 0.01 | 121.171 | 121.691 | 120.671 | ||
636 | 2015.12.21 23:45 | sell | 319 | 0.02 | 121.212 | 121.732 | 121.082 | ||
637 | 2015.12.22 03:15 | sell | 320 | 0.04 | 121.276 | 121.796 | 121.076 | ||
638 | 2015.12.22 10:18 | close | 318 | 0.01 | 121.085 | 121.691 | 120.671 | 86.00 | 523427.44 |
639 | 2015.12.22 10:18 | close | 319 | 0.02 | 121.085 | 121.732 | 121.082 | 254.00 | 523681.44 |
640 | 2015.12.22 10:18 | close | 320 | 0.04 | 121.085 | 121.796 | 121.076 | 764.00 | 524445.44 |
641 | 2015.12.22 21:00 | sell | 321 | 0.01 | 121.047 | 121.567 | 120.547 | ||
642 | 2015.12.23 08:42 | close | 321 | 0.01 | 120.925 | 121.567 | 120.547 | 122.00 | 524567.44 |
643 | 2015.12.24 00:15 | sell | 322 | 0.01 | 120.879 | 121.399 | 120.379 | ||
644 | 2015.12.24 01:45 | sell | 323 | 0.02 | 120.955 | 121.475 | 120.825 | ||
645 | 2015.12.24 04:04 | t/p | 323 | 0.02 | 120.825 | 121.475 | 120.825 | 260.00 | 524827.44 |
646 | 2015.12.24 04:09 | close | 322 | 0.01 | 120.759 | 121.399 | 120.379 | 120.00 | 524947.44 |
647 | 2015.12.24 14:45 | sell | 324 | 0.01 | 120.469 | 120.989 | 119.969 | ||
648 | 2015.12.24 16:01 | close | 324 | 0.01 | 120.348 | 120.989 | 119.969 | 121.00 | 525068.44 |
649 | 2015.12.28 02:15 | sell | 325 | 0.01 | 120.267 | 120.787 | 119.767 | ||
650 | 2015.12.30 22:00 | buy | 326 | 0.01 | 120.542 | 120.022 | 121.042 | ||
651 | 2015.12.30 23:15 | buy | 327 | 0.02 | 120.493 | 119.973 | 120.573 | ||
652 | 2015.12.31 01:08 | t/p | 327 | 0.02 | 120.573 | 119.973 | 120.573 | 179.56 | 525248.00 |
653 | 2015.12.31 02:00 | buy | 328 | 0.02 | 120.467 | 119.947 | 120.547 | ||
654 | 2015.12.31 05:30 | buy | 329 | 0.04 | 120.416 | 119.896 | 120.616 | ||
655 | 2015.12.31 17:18 | s/l | 326 | 0.01 | 120.022 | 120.022 | 121.042 | -510.22 | 524737.78 |
656 | 2016.01.04 01:15 | sell | 330 | 0.02 | 120.339 | 120.859 | 120.209 | ||
657 | 2016.01.04 03:52 | t/p | 330 | 0.02 | 120.209 | 120.859 | 120.209 | 260.00 | 524997.78 |
658 | 2016.01.04 04:00 | s/l | 328 | 0.02 | 119.947 | 119.947 | 120.547 | -1026.96 | 523970.82 |
659 | 2016.01.04 04:01 | s/l | 329 | 0.04 | 119.896 | 119.896 | 120.616 | -2053.92 | 521916.90 |
660 | 2016.01.04 04:01 | close | 325 | 0.01 | 119.905 | 120.787 | 119.767 | 362.00 | 522278.90 |
661 | 2016.01.13 14:00 | buy | 331 | 0.01 | 118.152 | 117.632 | 118.652 | ||
662 | 2016.01.13 17:23 | close | 331 | 0.01 | 118.313 | 117.632 | 118.652 | 161.00 | 522439.90 |
663 | 2016.01.14 23:30 | buy | 332 | 0.01 | 118.039 | 117.519 | 118.539 | ||
664 | 2016.01.15 01:23 | close | 332 | 0.01 | 118.200 | 117.519 | 118.539 | 164.26 | 522604.16 |
665 | 2016.01.22 03:15 | buy | 333 | 0.01 | 117.589 | 117.069 | 118.089 | ||
666 | 2016.01.22 04:21 | close | 333 | 0.01 | 117.750 | 117.069 | 118.089 | 161.00 | 522765.16 |
667 | 2016.01.22 16:00 | buy | 334 | 0.01 | 118.040 | 117.520 | 118.540 | ||
668 | 2016.01.22 16:17 | close | 334 | 0.01 | 118.201 | 117.520 | 118.540 | 161.00 | 522926.16 |
669 | 2016.01.25 01:15 | buy | 335 | 0.01 | 118.743 | 118.223 | 119.243 | ||
670 | 2016.01.25 01:30 | buy | 336 | 0.02 | 118.696 | 118.176 | 118.776 | ||
671 | 2016.01.25 02:15 | buy | 337 | 0.04 | 118.525 | 118.005 | 118.725 | ||
672 | 2016.01.25 02:45 | buy | 338 | 0.08 | 118.475 | 117.955 | 118.875 | ||
673 | 2016.01.25 03:53 | close | 335 | 0.01 | 118.650 | 118.223 | 119.243 | -93.00 | 522833.16 |
674 | 2016.01.25 03:53 | close | 336 | 0.02 | 118.650 | 118.176 | 118.776 | -92.00 | 522741.16 |
675 | 2016.01.25 03:53 | close | 337 | 0.04 | 118.650 | 118.005 | 118.725 | 500.00 | 523241.16 |
676 | 2016.01.25 03:53 | close | 338 | 0.08 | 118.650 | 117.955 | 118.875 | 1400.00 | 524641.16 |
677 | 2016.01.26 11:15 | sell | 339 | 0.01 | 118.118 | 118.638 | 117.618 | ||
678 | 2016.01.26 12:00 | sell | 340 | 0.02 | 118.225 | 118.745 | 118.095 | ||
679 | 2016.01.26 12:30 | sell | 341 | 0.04 | 118.284 | 118.804 | 118.084 | ||
680 | 2016.01.26 13:00 | sell | 342 | 0.08 | 118.374 | 118.894 | 117.974 | ||
681 | 2016.01.26 14:05 | sell | 343 | 0.16 | 118.447 | 118.967 | 117.647 | ||
682 | 2016.01.26 14:24 | close | 339 | 0.01 | 118.340 | 118.638 | 117.618 | -222.00 | 524419.16 |
683 | 2016.01.26 14:24 | close | 340 | 0.02 | 118.340 | 118.745 | 118.095 | -230.00 | 524189.16 |
684 | 2016.01.26 14:24 | close | 341 | 0.04 | 118.340 | 118.804 | 118.084 | -224.00 | 523965.16 |
685 | 2016.01.26 14:24 | close | 342 | 0.08 | 118.340 | 118.894 | 117.974 | 272.00 | 524237.16 |
686 | 2016.01.26 14:24 | close | 343 | 0.16 | 118.340 | 118.967 | 117.647 | 1712.00 | 525949.16 |
687 | 2016.01.26 15:45 | sell | 344 | 0.01 | 118.480 | 119.000 | 117.980 | ||
688 | 2016.01.26 16:15 | sell | 345 | 0.02 | 118.589 | 119.109 | 118.459 | ||
689 | 2016.01.26 16:39 | t/p | 345 | 0.02 | 118.459 | 119.109 | 118.459 | 260.00 | 526209.16 |
690 | 2016.01.26 19:45 | sell | 346 | 0.02 | 118.553 | 119.073 | 118.423 | ||
691 | 2016.01.26 22:05 | t/p | 346 | 0.02 | 118.423 | 119.073 | 118.423 | 260.00 | 526469.16 |
692 | 2016.01.27 01:07 | close | 344 | 0.01 | 118.360 | 119.000 | 117.980 | 120.00 | 526589.16 |
693 | 2016.02.03 09:15 | sell | 347 | 0.01 | 119.824 | 120.344 | 119.324 | ||
694 | 2016.02.03 09:45 | sell | 348 | 0.02 | 119.906 | 120.426 | 119.776 | ||
695 | 2016.02.03 10:00 | sell | 349 | 0.04 | 119.955 | 120.475 | 119.755 | ||
696 | 2016.02.03 11:20 | t/p | 348 | 0.02 | 119.776 | 120.426 | 119.776 | 260.00 | 526849.16 |
697 | 2016.02.03 11:20 | t/p | 349 | 0.04 | 119.755 | 120.475 | 119.755 | 800.00 | 527649.16 |
698 | 2016.02.03 11:45 | close | 347 | 0.01 | 119.703 | 120.344 | 119.324 | 121.00 | 527770.16 |
699 | 2016.02.04 00:30 | sell | 350 | 0.01 | 118.040 | 118.560 | 117.540 | ||
700 | 2016.02.04 01:11 | close | 350 | 0.01 | 117.920 | 118.560 | 117.540 | 120.00 | 527890.16 |
701 | 2016.02.04 01:30 | sell | 351 | 0.01 | 118.065 | 118.585 | 117.565 | ||
702 | 2016.02.04 01:45 | sell | 352 | 0.02 | 118.134 | 118.654 | 118.004 | ||
703 | 2016.02.04 01:50 | sell | 353 | 0.04 | 118.194 | 118.714 | 117.994 | ||
704 | 2016.02.04 02:02 | t/p | 352 | 0.02 | 118.004 | 118.654 | 118.004 | 260.00 | 528150.16 |
705 | 2016.02.04 02:02 | t/p | 353 | 0.04 | 117.994 | 118.714 | 117.994 | 800.00 | 528950.16 |
706 | 2016.02.04 02:05 | close | 351 | 0.01 | 117.944 | 118.585 | 117.565 | 121.00 | 529071.16 |
707 | 2016.02.04 02:10 | sell | 354 | 0.01 | 118.029 | 118.549 | 117.529 | ||
708 | 2016.02.04 02:30 | close | 354 | 0.01 | 117.908 | 118.549 | 117.529 | 121.00 | 529192.16 |
709 | 2016.02.08 10:30 | buy | 355 | 0.01 | 117.120 | 116.600 | 117.620 | ||
710 | 2016.02.08 11:30 | buy | 356 | 0.02 | 116.950 | 116.430 | 117.030 | ||
711 | 2016.02.08 13:17 | s/l | 355 | 0.01 | 116.600 | 116.600 | 117.620 | -520.00 | 528672.16 |
712 | 2016.02.08 14:13 | s/l | 356 | 0.02 | 116.430 | 116.430 | 117.030 | -1040.00 | 527632.16 |
713 | 2016.02.09 09:00 | sell | 357 | 0.01 | 114.921 | 115.441 | 114.421 | ||
714 | 2016.02.09 09:04 | close | 357 | 0.01 | 114.801 | 115.441 | 114.421 | 120.00 | 527752.16 |
715 | 2016.02.09 09:15 | sell | 358 | 0.01 | 114.768 | 115.288 | 114.268 | ||
716 | 2016.02.09 09:30 | sell | 359 | 0.02 | 115.211 | 115.731 | 115.081 | ||
717 | 2016.02.09 09:30 | s/l | 358 | 0.01 | 115.288 | 115.288 | 114.268 | -520.00 | 527232.16 |
718 | 2016.02.09 09:45 | sell | 360 | 0.03 | 115.251 | 115.771 | 115.121 | ||
719 | 2016.02.09 10:15 | sell | 361 | 0.06 | 115.478 | 115.998 | 115.278 | ||
720 | 2016.02.09 10:21 | t/p | 361 | 0.06 | 115.278 | 115.998 | 115.278 | 1200.00 | 528432.16 |
721 | 2016.02.09 10:24 | t/p | 360 | 0.03 | 115.121 | 115.771 | 115.121 | 390.00 | 528822.16 |
722 | 2016.02.09 10:26 | t/p | 359 | 0.02 | 115.081 | 115.731 | 115.081 | 260.00 | 529082.16 |
723 | 2016.02.16 00:45 | buy | 362 | 0.01 | 114.565 | 114.045 | 115.065 | ||
724 | 2016.02.16 01:00 | buy | 363 | 0.02 | 114.452 | 113.932 | 114.532 | ||
725 | 2016.02.16 02:00 | buy | 364 | 0.04 | 114.357 | 113.837 | 114.557 | ||
726 | 2016.02.16 02:31 | close | 362 | 0.01 | 114.507 | 114.045 | 115.065 | -58.00 | 529024.16 |
727 | 2016.02.16 02:31 | close | 363 | 0.02 | 114.507 | 113.932 | 114.532 | 110.00 | 529134.16 |
728 | 2016.02.16 02:31 | close | 364 | 0.04 | 114.507 | 113.837 | 114.557 | 600.00 | 529734.16 |
729 | 2016.02.16 08:15 | buy | 365 | 0.01 | 114.535 | 114.015 | 115.035 | ||
730 | 2016.02.16 09:15 | buy | 366 | 0.02 | 114.368 | 113.848 | 114.448 | ||
731 | 2016.02.16 09:26 | t/p | 366 | 0.02 | 114.448 | 113.848 | 114.448 | 160.00 | 529894.16 |
732 | 2016.02.16 09:30 | buy | 367 | 0.02 | 114.471 | 113.951 | 114.551 | ||
733 | 2016.02.16 10:15 | buy | 368 | 0.04 | 114.323 | 113.803 | 114.523 | ||
734 | 2016.02.16 11:05 | s/l | 365 | 0.01 | 114.015 | 114.015 | 115.035 | -520.00 | 529374.16 |
735 | 2016.02.16 11:06 | s/l | 367 | 0.02 | 113.951 | 113.951 | 114.551 | -1040.00 | 528334.16 |
736 | 2016.02.16 12:03 | s/l | 368 | 0.04 | 113.803 | 113.803 | 114.523 | -2080.00 | 526254.16 |
737 | 2016.02.16 23:15 | sell | 369 | 0.01 | 113.974 | 114.494 | 113.474 | ||
738 | 2016.02.16 23:30 | sell | 370 | 0.02 | 114.048 | 114.568 | 113.918 | ||
739 | 2016.02.17 03:38 | t/p | 370 | 0.02 | 113.918 | 114.568 | 113.918 | 260.00 | 526514.16 |
740 | 2016.02.17 05:31 | close | 369 | 0.01 | 113.854 | 114.494 | 113.474 | 120.00 | 526634.16 |
741 | 2016.02.19 07:30 | sell | 371 | 0.01 | 113.040 | 113.560 | 112.540 | ||
742 | 2016.02.19 07:50 | sell | 372 | 0.02 | 113.083 | 113.603 | 112.953 | ||
743 | 2016.02.19 08:30 | sell | 373 | 0.04 | 113.141 | 113.661 | 112.941 | ||
744 | 2016.02.19 08:50 | sell | 374 | 0.08 | 113.182 | 113.702 | 112.782 | ||
745 | 2016.02.19 09:05 | close | 371 | 0.01 | 113.061 | 113.560 | 112.540 | -21.00 | 526613.16 |
746 | 2016.02.19 09:05 | close | 372 | 0.02 | 113.061 | 113.603 | 112.953 | 44.00 | 526657.16 |
747 | 2016.02.19 09:05 | close | 373 | 0.04 | 113.061 | 113.661 | 112.941 | 320.00 | 526977.16 |
748 | 2016.02.19 09:05 | close | 374 | 0.08 | 113.061 | 113.702 | 112.782 | 968.00 | 527945.16 |
749 | 2016.02.19 09:10 | sell | 375 | 0.01 | 113.064 | 113.584 | 112.564 | ||
750 | 2016.02.19 09:34 | close | 375 | 0.01 | 112.942 | 113.584 | 112.564 | 122.00 | 528067.16 |