Strategy Tester Report
Voyager_MCxJPY_v2_10
| 通貨ペア | USDJPY (United States Dollar vs. Japanese Yen) | ||||
| 期間 | 1時間足(H1) 2009.01.02 06:00 - 2018.12.30 23:00 (2009.01.01 - 2018.12.31) | ||||
| 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 | Lots=0.1; MGC_KB=30240; MGC_BB=30241; SL_depth_max=500; ServerTime=2; | ||||
| テストバー数 | 62352 | モデルティック数 | 165092004 | モデリング品質 | 90.00% |
| 不整合チャートエラー | 0 | ||||
| 初期証拠金 | 10000.00 | スプレッド | 10 | ||
| 純益 | 4018.68 | 総利益 | 12529.45 | 総損失 | -8510.78 |
| プロフィットファクタ | 1.47 | 期待利得 | 1.56 | ||
| 絶対ドローダウン | 13.51 | 最大ドローダウン | 263.66 (2.40%) | 相対ドローダウン | 2.40% (263.66) |
| 総取引数 | 2578 | 売りポジション(勝率%） | 1216 (50.66%) | 買いポジション(勝率%） | 1362 (56.02%) |
| 勝率(%) | 1379 (53.49%) | 負率 (%) | 1199 (46.51%) | ||
| 最大 | 勝トレード | 114.51 | 敗トレード | -31.24 | |
| 平均 | 勝トレード | 9.09 | 敗トレード | -7.10 | |
| 最大 | 連勝(金額) | 18 (195.51) | 連敗(金額) | 13 (-62.14) | |
| 最大 | 連勝(トレード数) | 258.94 (12) | 連敗(トレード数) | -89.62 (8) | |
| 平均 | 連勝 | 3 | 連敗 | 2 | |
1ページ目次へ
| # | 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 |
| 1 | 2009.03.09 10:43 | buy | 1 | 0.10 | 98.527 | 0.000 | 0.000 | ||
| 2 | 2009.03.09 10:43 | modify | 1 | 0.10 | 98.527 | 98.277 | 0.000 | ||
| 3 | 2009.03.09 10:44 | close | 1 | 0.05 | 98.629 | 98.277 | 0.000 | 5.17 | 10005.17 |
| 4 | 2009.03.09 10:44 | buy | 2 | 0.05 | 98.527 | 98.277 | 0.000 | ||
| 5 | 2009.03.09 13:20 | modify | 2 | 0.05 | 98.527 | 98.577 | 0.000 | ||
| 6 | 2009.03.09 14:07 | modify | 2 | 0.05 | 98.527 | 98.678 | 0.000 | ||
| 7 | 2009.03.09 14:07 | modify | 2 | 0.05 | 98.527 | 98.688 | 0.000 | ||
| 8 | 2009.03.09 14:13 | modify | 2 | 0.05 | 98.527 | 98.699 | 0.000 | ||
| 9 | 2009.03.09 14:14 | modify | 2 | 0.05 | 98.527 | 98.709 | 0.000 | ||
| 10 | 2009.03.09 14:15 | modify | 2 | 0.05 | 98.527 | 98.720 | 0.000 | ||
| 11 | 2009.03.09 17:15 | modify | 2 | 0.05 | 98.527 | 98.730 | 0.000 | ||
| 12 | 2009.03.09 18:07 | s/l | 2 | 0.05 | 98.730 | 98.730 | 0.000 | 10.28 | 10015.45 |
| 13 | 2009.03.17 09:25 | buy | 3 | 0.10 | 98.670 | 0.000 | 0.000 | ||
| 14 | 2009.03.17 09:25 | modify | 3 | 0.10 | 98.670 | 98.420 | 0.000 | ||
| 15 | 2009.03.17 09:50 | close | 3 | 0.05 | 98.774 | 98.420 | 0.000 | 5.26 | 10020.71 |
| 16 | 2009.03.17 09:50 | buy | 4 | 0.05 | 98.670 | 98.420 | 0.000 | ||
| 17 | 2009.03.17 21:59 | close | 4 | 0.05 | 98.475 | 98.420 | 0.000 | -9.90 | 10010.81 |
| 18 | 2009.03.18 15:31 | sell | 5 | 0.10 | 98.268 | 0.000 | 0.000 | ||
| 19 | 2009.03.18 15:31 | modify | 5 | 0.10 | 98.268 | 98.518 | 0.000 | ||
| 20 | 2009.03.18 15:31 | close | 5 | 0.05 | 98.164 | 98.518 | 0.000 | 5.30 | 10016.11 |
| 21 | 2009.03.18 15:31 | sell | 6 | 0.05 | 98.268 | 98.518 | 0.000 | ||
| 22 | 2009.03.18 17:11 | modify | 6 | 0.05 | 98.268 | 98.218 | 0.000 | ||
| 23 | 2009.03.18 21:12 | s/l | 6 | 0.05 | 98.218 | 98.218 | 0.000 | 2.54 | 10018.65 |
| 24 | 2009.04.10 03:00 | buy | 7 | 0.10 | 100.681 | 0.000 | 0.000 | ||
| 25 | 2009.04.10 03:00 | modify | 7 | 0.10 | 100.681 | 100.431 | 0.000 | ||
| 26 | 2009.04.10 04:14 | s/l | 7 | 0.10 | 100.431 | 100.431 | 0.000 | -24.89 | 9993.76 |
| 27 | 2009.04.13 18:36 | sell | 8 | 0.10 | 100.178 | 0.000 | 0.000 | ||
| 28 | 2009.04.13 18:36 | modify | 8 | 0.10 | 100.178 | 100.428 | 0.000 | ||
| 29 | 2009.04.14 00:00 | close | 8 | 0.05 | 100.090 | 100.428 | 0.000 | 3.90 | 9997.66 |
| 30 | 2009.04.14 00:00 | sell | 9 | 0.05 | 100.178 | 100.428 | 0.000 | ||
| 31 | 2009.04.14 02:49 | close | 9 | 0.03 | 100.374 | 100.428 | 0.000 | -6.16 | 9991.51 |
| 32 | 2009.04.14 02:49 | sell | 10 | 0.02 | 100.178 | 100.428 | 0.000 | ||
| 33 | 2009.04.14 04:50 | modify | 10 | 0.02 | 100.178 | 100.128 | 0.000 | ||
| 34 | 2009.04.14 10:03 | modify | 10 | 0.02 | 100.178 | 100.026 | 0.000 | ||
| 35 | 2009.04.14 10:04 | modify | 10 | 0.02 | 100.178 | 100.015 | 0.000 | ||
| 36 | 2009.04.14 10:04 | modify | 10 | 0.02 | 100.178 | 100.004 | 0.000 | ||
| 37 | 2009.04.14 10:04 | modify | 10 | 0.02 | 100.178 | 99.992 | 0.000 | ||
| 38 | 2009.04.14 10:04 | modify | 10 | 0.02 | 100.178 | 99.981 | 0.000 | ||
| 39 | 2009.04.14 10:04 | modify | 10 | 0.02 | 100.178 | 99.969 | 0.000 | ||
| 40 | 2009.04.14 10:04 | modify | 10 | 0.02 | 100.178 | 99.958 | 0.000 | ||
| 41 | 2009.04.14 10:04 | modify | 10 | 0.02 | 100.178 | 99.946 | 0.000 | ||
| 42 | 2009.04.14 10:08 | modify | 10 | 0.02 | 100.178 | 99.935 | 0.000 | ||
| 43 | 2009.04.14 10:08 | modify | 10 | 0.02 | 100.178 | 99.924 | 0.000 | ||
| 44 | 2009.04.14 10:08 | modify | 10 | 0.02 | 100.178 | 99.914 | 0.000 | ||
| 45 | 2009.04.14 10:08 | modify | 10 | 0.02 | 100.178 | 99.903 | 0.000 | ||
| 46 | 2009.04.14 10:08 | modify | 10 | 0.02 | 100.178 | 99.891 | 0.000 | ||
| 47 | 2009.04.14 10:08 | modify | 10 | 0.02 | 100.178 | 99.879 | 0.000 | ||
| 48 | 2009.04.14 13:08 | s/l | 10 | 0.02 | 99.879 | 99.879 | 0.000 | 5.79 | 9997.30 |
| 49 | 2009.04.28 02:15 | sell | 11 | 0.10 | 96.419 | 0.000 | 0.000 | ||
| 50 | 2009.04.28 02:15 | modify | 11 | 0.10 | 96.419 | 96.669 | 0.000 | ||
| 51 | 2009.04.28 02:28 | close | 11 | 0.05 | 96.318 | 96.669 | 0.000 | 5.24 | 10002.54 |
| 52 | 2009.04.28 02:28 | sell | 12 | 0.05 | 96.419 | 96.669 | 0.000 | ||
| 53 | 2009.04.28 07:25 | modify | 12 | 0.05 | 96.419 | 96.369 | 0.000 | ||
| 54 | 2009.04.28 09:04 | modify | 12 | 0.05 | 96.419 | 96.267 | 0.000 | ||
| 55 | 2009.04.28 09:04 | modify | 12 | 0.05 | 96.419 | 96.256 | 0.000 | ||
| 56 | 2009.04.28 09:04 | modify | 12 | 0.05 | 96.419 | 96.243 | 0.000 | ||
| 57 | 2009.04.28 09:04 | modify | 12 | 0.05 | 96.419 | 96.232 | 0.000 | ||
| 58 | 2009.04.28 09:04 | modify | 12 | 0.05 | 96.419 | 96.221 | 0.000 | ||
| 59 | 2009.04.28 09:04 | modify | 12 | 0.05 | 96.419 | 96.208 | 0.000 | ||
| 60 | 2009.04.28 09:11 | modify | 12 | 0.05 | 96.419 | 96.197 | 0.000 | ||
| 61 | 2009.04.28 09:36 | modify | 12 | 0.05 | 96.419 | 96.186 | 0.000 | ||
| 62 | 2009.04.28 09:36 | modify | 12 | 0.05 | 96.419 | 96.175 | 0.000 | ||
| 63 | 2009.04.28 09:36 | modify | 12 | 0.05 | 96.419 | 96.164 | 0.000 | ||
| 64 | 2009.04.28 09:39 | modify | 12 | 0.05 | 96.419 | 96.153 | 0.000 | ||
| 65 | 2009.04.28 09:39 | modify | 12 | 0.05 | 96.419 | 96.142 | 0.000 | ||
| 66 | 2009.04.28 09:39 | modify | 12 | 0.05 | 96.419 | 96.130 | 0.000 | ||
| 67 | 2009.04.28 09:47 | modify | 12 | 0.05 | 96.419 | 96.119 | 0.000 | ||
| 68 | 2009.04.28 09:47 | modify | 12 | 0.05 | 96.419 | 96.108 | 0.000 | ||
| 69 | 2009.04.28 09:47 | modify | 12 | 0.05 | 96.419 | 96.097 | 0.000 | ||
| 70 | 2009.04.28 09:47 | modify | 12 | 0.05 | 96.419 | 96.086 | 0.000 | ||
| 71 | 2009.04.28 09:47 | modify | 12 | 0.05 | 96.419 | 96.075 | 0.000 | ||
| 72 | 2009.04.28 13:00 | s/l | 12 | 0.05 | 96.075 | 96.075 | 0.000 | 17.90 | 10020.44 |
| 73 | 2009.05.06 04:12 | sell | 13 | 0.10 | 98.588 | 0.000 | 0.000 | ||
| 74 | 2009.05.06 04:12 | modify | 13 | 0.10 | 98.588 | 98.838 | 0.000 | ||
| 75 | 2009.05.06 04:17 | close | 13 | 0.05 | 98.486 | 98.838 | 0.000 | 5.18 | 10025.62 |
| 76 | 2009.05.06 04:17 | sell | 14 | 0.05 | 98.588 | 98.838 | 0.000 | ||
| 77 | 2009.05.06 04:38 | modify | 14 | 0.05 | 98.588 | 98.538 | 0.000 | ||
| 78 | 2009.05.06 07:10 | modify | 14 | 0.05 | 98.588 | 98.437 | 0.000 | ||
| 79 | 2009.05.06 07:10 | modify | 14 | 0.05 | 98.588 | 98.426 | 0.000 | ||
| 80 | 2009.05.06 07:11 | modify | 14 | 0.05 | 98.588 | 98.415 | 0.000 | ||
| 81 | 2009.05.06 07:11 | modify | 14 | 0.05 | 98.588 | 98.405 | 0.000 | ||
| 82 | 2009.05.06 07:11 | modify | 14 | 0.05 | 98.588 | 98.392 | 0.000 | ||
| 83 | 2009.05.06 10:45 | s/l | 14 | 0.05 | 98.392 | 98.392 | 0.000 | 9.96 | 10035.58 |
| 84 | 2009.05.20 03:47 | sell | 15 | 0.10 | 95.898 | 0.000 | 0.000 | ||
| 85 | 2009.05.20 03:47 | modify | 15 | 0.10 | 95.898 | 96.148 | 0.000 | ||
| 86 | 2009.05.20 04:44 | close | 15 | 0.05 | 95.760 | 96.148 | 0.000 | 7.21 | 10042.79 |
| 87 | 2009.05.20 04:44 | sell | 16 | 0.05 | 95.898 | 96.148 | 0.000 | ||
| 88 | 2009.05.20 05:19 | modify | 16 | 0.05 | 95.898 | 95.848 | 0.000 | ||
| 89 | 2009.05.20 10:10 | s/l | 16 | 0.05 | 95.848 | 95.848 | 0.000 | 2.61 | 10045.40 |
| 90 | 2009.05.27 02:09 | buy | 17 | 0.10 | 95.170 | 0.000 | 0.000 | ||
| 91 | 2009.05.27 02:09 | modify | 17 | 0.10 | 95.170 | 94.920 | 0.000 | ||
| 92 | 2009.05.27 02:30 | close | 17 | 0.05 | 95.328 | 94.920 | 0.000 | 8.29 | 10053.69 |
| 93 | 2009.05.27 02:30 | buy | 18 | 0.05 | 95.170 | 94.920 | 0.000 | ||
| 94 | 2009.05.27 15:41 | close | 18 | 0.05 | 95.120 | 94.920 | 0.000 | -2.63 | 10051.06 |
| 95 | 2009.06.09 06:25 | sell | 19 | 0.10 | 98.189 | 0.000 | 0.000 | ||
| 96 | 2009.06.09 06:25 | modify | 19 | 0.10 | 98.189 | 98.439 | 0.000 | ||
| 97 | 2009.06.09 06:45 | close | 19 | 0.05 | 98.087 | 98.439 | 0.000 | 5.20 | 10056.26 |
| 98 | 2009.06.09 06:45 | sell | 20 | 0.05 | 98.189 | 98.439 | 0.000 | ||
| 99 | 2009.06.09 15:50 | modify | 20 | 0.05 | 98.189 | 98.139 | 0.000 | ||
| 100 | 2009.06.09 16:31 | modify | 20 | 0.05 | 98.189 | 98.038 | 0.000 | ||
| 101 | 2009.06.09 16:31 | modify | 20 | 0.05 | 98.189 | 98.027 | 0.000 | ||
| 102 | 2009.06.09 16:31 | modify | 20 | 0.05 | 98.189 | 98.015 | 0.000 | ||
| 103 | 2009.06.09 16:31 | modify | 20 | 0.05 | 98.189 | 98.004 | 0.000 | ||
| 104 | 2009.06.09 16:32 | modify | 20 | 0.05 | 98.189 | 97.993 | 0.000 | ||
| 105 | 2009.06.09 16:32 | modify | 20 | 0.05 | 98.189 | 97.982 | 0.000 | ||
| 106 | 2009.06.09 16:32 | modify | 20 | 0.05 | 98.189 | 97.971 | 0.000 | ||
| 107 | 2009.06.09 17:12 | modify | 20 | 0.05 | 98.189 | 97.960 | 0.000 | ||
| 108 | 2009.06.09 17:12 | modify | 20 | 0.05 | 98.189 | 97.949 | 0.000 | ||
| 109 | 2009.06.09 17:12 | modify | 20 | 0.05 | 98.189 | 97.938 | 0.000 | ||
| 110 | 2009.06.09 17:12 | modify | 20 | 0.05 | 98.189 | 97.927 | 0.000 | ||
| 111 | 2009.06.09 17:12 | modify | 20 | 0.05 | 98.189 | 97.917 | 0.000 | ||
| 112 | 2009.06.09 17:12 | modify | 20 | 0.05 | 98.189 | 97.904 | 0.000 | ||
| 113 | 2009.06.09 17:12 | modify | 20 | 0.05 | 98.189 | 97.891 | 0.000 | ||
| 114 | 2009.06.09 17:12 | modify | 20 | 0.05 | 98.189 | 97.880 | 0.000 | ||
| 115 | 2009.06.09 17:13 | modify | 20 | 0.05 | 98.189 | 97.869 | 0.000 | ||
| 116 | 2009.06.09 17:13 | modify | 20 | 0.05 | 98.189 | 97.858 | 0.000 | ||
| 117 | 2009.06.09 17:13 | modify | 20 | 0.05 | 98.189 | 97.846 | 0.000 | ||
| 118 | 2009.06.09 17:35 | modify | 20 | 0.05 | 98.189 | 97.834 | 0.000 | ||
| 119 | 2009.06.09 17:35 | modify | 20 | 0.05 | 98.189 | 97.822 | 0.000 | ||
| 120 | 2009.06.09 21:28 | modify | 20 | 0.05 | 98.189 | 97.810 | 0.000 | ||
| 121 | 2009.06.09 21:28 | modify | 20 | 0.05 | 98.189 | 97.799 | 0.000 | ||
| 122 | 2009.06.09 21:28 | modify | 20 | 0.05 | 98.189 | 97.788 | 0.000 | ||
| 123 | 2009.06.09 21:28 | modify | 20 | 0.05 | 98.189 | 97.777 | 0.000 | ||
| 124 | 2009.06.09 21:28 | modify | 20 | 0.05 | 98.189 | 97.764 | 0.000 | ||
| 125 | 2009.06.09 21:29 | modify | 20 | 0.05 | 98.189 | 97.753 | 0.000 | ||
| 126 | 2009.06.09 21:30 | modify | 20 | 0.05 | 98.189 | 97.742 | 0.000 | ||
| 127 | 2009.06.09 21:30 | modify | 20 | 0.05 | 98.189 | 97.729 | 0.000 | ||
| 128 | 2009.06.09 21:30 | modify | 20 | 0.05 | 98.189 | 97.716 | 0.000 | ||
| 129 | 2009.06.09 21:30 | modify | 20 | 0.05 | 98.189 | 97.705 | 0.000 | ||
| 130 | 2009.06.10 03:30 | modify | 20 | 0.05 | 98.189 | 97.694 | 0.000 | ||
| 131 | 2009.06.10 03:30 | modify | 20 | 0.05 | 98.189 | 97.682 | 0.000 | ||
| 132 | 2009.06.10 03:54 | modify | 20 | 0.05 | 98.189 | 97.670 | 0.000 | ||
| 133 | 2009.06.10 03:54 | modify | 20 | 0.05 | 98.189 | 97.658 | 0.000 | ||
| 134 | 2009.06.10 03:54 | modify | 20 | 0.05 | 98.189 | 97.645 | 0.000 | ||
| 135 | 2009.06.10 03:54 | modify | 20 | 0.05 | 98.189 | 97.633 | 0.000 | ||
| 136 | 2009.06.10 03:54 | modify | 20 | 0.05 | 98.189 | 97.620 | 0.000 | ||
| 137 | 2009.06.10 03:59 | modify | 20 | 0.05 | 98.189 | 97.609 | 0.000 | ||
| 138 | 2009.06.10 04:05 | modify | 20 | 0.05 | 98.189 | 97.598 | 0.000 | ||
| 139 | 2009.06.10 04:06 | modify | 20 | 0.05 | 98.189 | 97.587 | 0.000 | ||
| 140 | 2009.06.10 04:06 | modify | 20 | 0.05 | 98.189 | 97.575 | 0.000 | ||
| 141 | 2009.06.10 04:06 | modify | 20 | 0.05 | 98.189 | 97.564 | 0.000 | ||
| 142 | 2009.06.10 04:07 | modify | 20 | 0.05 | 98.189 | 97.552 | 0.000 | ||
| 143 | 2009.06.10 04:07 | modify | 20 | 0.05 | 98.189 | 97.542 | 0.000 | ||
| 144 | 2009.06.10 05:22 | s/l | 20 | 0.05 | 97.542 | 97.542 | 0.000 | 32.67 | 10088.93 |
| 145 | 2009.06.22 12:15 | sell | 21 | 0.10 | 95.779 | 0.000 | 0.000 | ||
| 146 | 2009.06.22 12:15 | modify | 21 | 0.10 | 95.779 | 96.029 | 0.000 | ||
| 147 | 2009.06.22 12:27 | s/l | 21 | 0.10 | 96.029 | 96.029 | 0.000 | -26.03 | 10062.90 |
| 148 | 2009.06.22 16:48 | sell | 22 | 0.10 | 95.769 | 0.000 | 0.000 | ||
| 149 | 2009.06.22 16:48 | modify | 22 | 0.10 | 95.769 | 96.019 | 0.000 | ||
| 150 | 2009.06.22 19:24 | s/l | 22 | 0.10 | 96.019 | 96.019 | 0.000 | -26.04 | 10036.86 |
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