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 | |
| # | 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 |
| 1501 | 2010.08.04 03:43 | modify | 231 | 0.05 | 86.289 | 86.014 | 0.000 | ||
| 1502 | 2010.08.04 03:43 | modify | 231 | 0.05 | 86.289 | 86.000 | 0.000 | ||
| 1503 | 2010.08.04 03:54 | modify | 231 | 0.05 | 86.289 | 85.986 | 0.000 | ||
| 1504 | 2010.08.04 03:56 | modify | 231 | 0.05 | 86.289 | 85.970 | 0.000 | ||
| 1505 | 2010.08.04 04:10 | modify | 231 | 0.05 | 86.289 | 85.956 | 0.000 | ||
| 1506 | 2010.08.04 04:10 | modify | 231 | 0.05 | 86.289 | 85.943 | 0.000 | ||
| 1507 | 2010.08.04 04:10 | modify | 231 | 0.05 | 86.289 | 85.926 | 0.000 | ||
| 1508 | 2010.08.04 04:10 | modify | 231 | 0.05 | 86.289 | 85.910 | 0.000 | ||
| 1509 | 2010.08.04 04:18 | modify | 231 | 0.05 | 86.289 | 85.899 | 0.000 | ||
| 1510 | 2010.08.04 04:18 | modify | 231 | 0.05 | 86.289 | 85.888 | 0.000 | ||
| 1511 | 2010.08.04 04:18 | modify | 231 | 0.05 | 86.289 | 85.870 | 0.000 | ||
| 1512 | 2010.08.04 04:19 | modify | 231 | 0.05 | 86.289 | 85.851 | 0.000 | ||
| 1513 | 2010.08.04 04:19 | modify | 231 | 0.05 | 86.289 | 85.840 | 0.000 | ||
| 1514 | 2010.08.04 04:20 | modify | 231 | 0.05 | 86.289 | 85.827 | 0.000 | ||
| 1515 | 2010.08.04 06:33 | modify | 231 | 0.05 | 86.289 | 85.810 | 0.000 | ||
| 1516 | 2010.08.04 06:34 | modify | 231 | 0.05 | 86.289 | 85.799 | 0.000 | ||
| 1517 | 2010.08.04 06:35 | modify | 231 | 0.05 | 86.289 | 85.787 | 0.000 | ||
| 1518 | 2010.08.04 06:36 | modify | 231 | 0.05 | 86.289 | 85.777 | 0.000 | ||
| 1519 | 2010.08.04 06:36 | modify | 231 | 0.05 | 86.289 | 85.763 | 0.000 | ||
| 1520 | 2010.08.04 06:40 | modify | 231 | 0.05 | 86.289 | 85.752 | 0.000 | ||
| 1521 | 2010.08.04 15:15 | close | 231 | 0.03 | 85.588 | 85.752 | 0.000 | 24.27 | 10513.03 |
| 1522 | 2010.08.04 15:15 | sell | 232 | 0.02 | 86.289 | 85.752 | 0.000 | ||
| 1523 | 2010.08.04 15:16 | close | 232 | 0.02 | 85.620 | 85.752 | 0.000 | 15.43 | 10528.46 |
| 1524 | 2010.08.10 15:08 | buy | 233 | 0.10 | 86.031 | 0.000 | 0.000 | ||
| 1525 | 2010.08.10 15:08 | modify | 233 | 0.10 | 86.031 | 85.781 | 0.000 | ||
| 1526 | 2010.08.10 15:14 | close | 233 | 0.05 | 86.136 | 85.781 | 0.000 | 6.10 | 10534.56 |
| 1527 | 2010.08.10 15:14 | buy | 234 | 0.05 | 86.031 | 85.781 | 0.000 | ||
| 1528 | 2010.08.10 17:57 | s/l | 234 | 0.05 | 85.781 | 85.781 | 0.000 | -14.57 | 10519.99 |
| 1529 | 2010.08.11 10:19 | sell | 235 | 0.10 | 85.136 | 0.000 | 0.000 | ||
| 1530 | 2010.08.11 10:19 | modify | 235 | 0.10 | 85.136 | 85.386 | 0.000 | ||
| 1531 | 2010.08.11 10:47 | close | 235 | 0.05 | 85.034 | 85.386 | 0.000 | 6.00 | 10525.99 |
| 1532 | 2010.08.11 10:47 | sell | 236 | 0.05 | 85.136 | 85.386 | 0.000 | ||
| 1533 | 2010.08.11 14:04 | modify | 236 | 0.05 | 85.136 | 85.086 | 0.000 | ||
| 1534 | 2010.08.11 17:27 | s/l | 236 | 0.05 | 85.086 | 85.086 | 0.000 | 2.94 | 10528.93 |
| 1535 | 2010.08.19 04:59 | buy | 237 | 0.10 | 85.672 | 0.000 | 0.000 | ||
| 1536 | 2010.08.19 04:59 | modify | 237 | 0.10 | 85.672 | 85.422 | 0.000 | ||
| 1537 | 2010.08.19 12:25 | close | 237 | 0.05 | 85.455 | 85.422 | 0.000 | -12.70 | 10516.23 |
| 1538 | 2010.08.19 12:25 | buy | 238 | 0.05 | 85.672 | 85.422 | 0.000 | ||
| 1539 | 2010.08.19 15:30 | s/l | 238 | 0.05 | 85.422 | 85.422 | 0.000 | -14.63 | 10501.60 |
| 1540 | 2010.08.23 14:16 | sell | 239 | 0.10 | 85.209 | 0.000 | 0.000 | ||
| 1541 | 2010.08.23 14:16 | modify | 239 | 0.10 | 85.209 | 85.459 | 0.000 | ||
| 1542 | 2010.08.23 14:25 | close | 239 | 0.05 | 85.105 | 85.459 | 0.000 | 6.11 | 10507.71 |
| 1543 | 2010.08.23 14:25 | sell | 240 | 0.05 | 85.209 | 85.459 | 0.000 | ||
| 1544 | 2010.08.24 07:46 | modify | 240 | 0.05 | 85.209 | 85.159 | 0.000 | ||
| 1545 | 2010.08.24 10:20 | modify | 240 | 0.05 | 85.209 | 85.058 | 0.000 | ||
| 1546 | 2010.08.24 10:20 | modify | 240 | 0.05 | 85.209 | 85.045 | 0.000 | ||
| 1547 | 2010.08.24 10:20 | modify | 240 | 0.05 | 85.209 | 85.033 | 0.000 | ||
| 1548 | 2010.08.24 10:20 | modify | 240 | 0.05 | 85.209 | 85.020 | 0.000 | ||
| 1549 | 2010.08.24 10:59 | modify | 240 | 0.05 | 85.209 | 85.007 | 0.000 | ||
| 1550 | 2010.08.24 10:59 | modify | 240 | 0.05 | 85.209 | 84.993 | 0.000 | ||
| 1551 | 2010.08.24 10:59 | modify | 240 | 0.05 | 85.209 | 84.980 | 0.000 | ||
| 1552 | 2010.08.24 10:59 | modify | 240 | 0.05 | 85.209 | 84.967 | 0.000 | ||
| 1553 | 2010.08.24 10:59 | modify | 240 | 0.05 | 85.209 | 84.953 | 0.000 | ||
| 1554 | 2010.08.24 10:59 | modify | 240 | 0.05 | 85.209 | 84.940 | 0.000 | ||
| 1555 | 2010.08.24 10:59 | modify | 240 | 0.05 | 85.209 | 84.927 | 0.000 | ||
| 1556 | 2010.08.24 10:59 | modify | 240 | 0.05 | 85.209 | 84.917 | 0.000 | ||
| 1557 | 2010.08.24 10:59 | modify | 240 | 0.05 | 85.209 | 84.906 | 0.000 | ||
| 1558 | 2010.08.24 10:59 | modify | 240 | 0.05 | 85.209 | 84.890 | 0.000 | ||
| 1559 | 2010.08.24 11:04 | modify | 240 | 0.05 | 85.209 | 84.877 | 0.000 | ||
| 1560 | 2010.08.24 11:04 | modify | 240 | 0.05 | 85.209 | 84.862 | 0.000 | ||
| 1561 | 2010.08.24 11:04 | modify | 240 | 0.05 | 85.209 | 84.847 | 0.000 | ||
| 1562 | 2010.08.24 11:04 | modify | 240 | 0.05 | 85.209 | 84.827 | 0.000 | ||
| 1563 | 2010.08.24 11:04 | modify | 240 | 0.05 | 85.209 | 84.808 | 0.000 | ||
| 1564 | 2010.08.24 11:04 | modify | 240 | 0.05 | 85.209 | 84.789 | 0.000 | ||
| 1565 | 2010.08.24 11:04 | modify | 240 | 0.05 | 85.209 | 84.770 | 0.000 | ||
| 1566 | 2010.08.24 11:11 | modify | 240 | 0.05 | 85.209 | 84.759 | 0.000 | ||
| 1567 | 2010.08.24 11:11 | modify | 240 | 0.05 | 85.209 | 84.746 | 0.000 | ||
| 1568 | 2010.08.24 11:11 | modify | 240 | 0.05 | 85.209 | 84.734 | 0.000 | ||
| 1569 | 2010.08.24 11:11 | modify | 240 | 0.05 | 85.209 | 84.721 | 0.000 | ||
| 1570 | 2010.08.24 11:11 | modify | 240 | 0.05 | 85.209 | 84.706 | 0.000 | ||
| 1571 | 2010.08.24 11:11 | modify | 240 | 0.05 | 85.209 | 84.690 | 0.000 | ||
| 1572 | 2010.08.24 11:13 | modify | 240 | 0.05 | 85.209 | 84.677 | 0.000 | ||
| 1573 | 2010.08.24 11:13 | modify | 240 | 0.05 | 85.209 | 84.667 | 0.000 | ||
| 1574 | 2010.08.24 11:13 | modify | 240 | 0.05 | 85.209 | 84.648 | 0.000 | ||
| 1575 | 2010.08.24 11:13 | modify | 240 | 0.05 | 85.209 | 84.624 | 0.000 | ||
| 1576 | 2010.08.24 11:13 | modify | 240 | 0.05 | 85.209 | 84.609 | 0.000 | ||
| 1577 | 2010.08.24 11:13 | modify | 240 | 0.05 | 85.209 | 84.595 | 0.000 | ||
| 1578 | 2010.08.24 11:13 | modify | 240 | 0.05 | 85.209 | 84.580 | 0.000 | ||
| 1579 | 2010.08.24 15:18 | modify | 240 | 0.05 | 85.209 | 84.567 | 0.000 | ||
| 1580 | 2010.08.24 15:19 | modify | 240 | 0.05 | 85.209 | 84.555 | 0.000 | ||
| 1581 | 2010.08.24 15:19 | modify | 240 | 0.05 | 85.209 | 84.542 | 0.000 | ||
| 1582 | 2010.08.24 15:19 | modify | 240 | 0.05 | 85.209 | 84.530 | 0.000 | ||
| 1583 | 2010.08.24 15:20 | modify | 240 | 0.05 | 85.209 | 84.516 | 0.000 | ||
| 1584 | 2010.08.24 15:20 | modify | 240 | 0.05 | 85.209 | 84.503 | 0.000 | ||
| 1585 | 2010.08.24 15:20 | modify | 240 | 0.05 | 85.209 | 84.491 | 0.000 | ||
| 1586 | 2010.08.24 15:20 | modify | 240 | 0.05 | 85.209 | 84.480 | 0.000 | ||
| 1587 | 2010.08.24 15:21 | modify | 240 | 0.05 | 85.209 | 84.463 | 0.000 | ||
| 1588 | 2010.08.24 15:21 | modify | 240 | 0.05 | 85.209 | 84.451 | 0.000 | ||
| 1589 | 2010.08.24 15:21 | modify | 240 | 0.05 | 85.209 | 84.439 | 0.000 | ||
| 1590 | 2010.08.24 15:21 | modify | 240 | 0.05 | 85.209 | 84.427 | 0.000 | ||
| 1591 | 2010.08.24 15:21 | modify | 240 | 0.05 | 85.209 | 84.415 | 0.000 | ||
| 1592 | 2010.08.24 15:21 | modify | 240 | 0.05 | 85.209 | 84.397 | 0.000 | ||
| 1593 | 2010.08.24 15:21 | modify | 240 | 0.05 | 85.209 | 84.376 | 0.000 | ||
| 1594 | 2010.08.24 15:21 | modify | 240 | 0.05 | 85.209 | 84.355 | 0.000 | ||
| 1595 | 2010.08.24 15:21 | modify | 240 | 0.05 | 85.209 | 84.342 | 0.000 | ||
| 1596 | 2010.08.24 15:21 | modify | 240 | 0.05 | 85.209 | 84.329 | 0.000 | ||
| 1597 | 2010.08.24 15:21 | modify | 240 | 0.05 | 85.209 | 84.316 | 0.000 | ||
| 1598 | 2010.08.24 15:21 | modify | 240 | 0.05 | 85.209 | 84.302 | 0.000 | ||
| 1599 | 2010.08.24 15:21 | modify | 240 | 0.05 | 85.209 | 84.289 | 0.000 | ||
| 1600 | 2010.08.24 15:21 | modify | 240 | 0.05 | 85.209 | 84.276 | 0.000 | ||
| 1601 | 2010.08.24 15:21 | modify | 240 | 0.05 | 85.209 | 84.263 | 0.000 | ||
| 1602 | 2010.08.24 15:21 | modify | 240 | 0.05 | 85.209 | 84.250 | 0.000 | ||
| 1603 | 2010.08.24 15:22 | modify | 240 | 0.05 | 85.209 | 84.239 | 0.000 | ||
| 1604 | 2010.08.24 15:23 | modify | 240 | 0.05 | 85.209 | 84.222 | 0.000 | ||
| 1605 | 2010.08.24 15:23 | modify | 240 | 0.05 | 85.209 | 84.211 | 0.000 | ||
| 1606 | 2010.08.24 15:23 | modify | 240 | 0.05 | 85.209 | 84.190 | 0.000 | ||
| 1607 | 2010.08.24 15:24 | modify | 240 | 0.05 | 85.209 | 84.177 | 0.000 | ||
| 1608 | 2010.08.24 15:24 | modify | 240 | 0.05 | 85.209 | 84.158 | 0.000 | ||
| 1609 | 2010.08.24 15:24 | modify | 240 | 0.05 | 85.209 | 84.140 | 0.000 | ||
| 1610 | 2010.08.24 17:00 | modify | 240 | 0.05 | 85.209 | 84.123 | 0.000 | ||
| 1611 | 2010.08.24 17:00 | modify | 240 | 0.05 | 85.209 | 84.107 | 0.000 | ||
| 1612 | 2010.08.24 17:00 | modify | 240 | 0.05 | 85.209 | 84.090 | 0.000 | ||
| 1613 | 2010.08.24 17:01 | modify | 240 | 0.05 | 85.209 | 84.074 | 0.000 | ||
| 1614 | 2010.08.24 17:01 | modify | 240 | 0.05 | 85.209 | 84.057 | 0.000 | ||
| 1615 | 2010.08.24 17:01 | modify | 240 | 0.05 | 85.209 | 84.040 | 0.000 | ||
| 1616 | 2010.08.24 17:02 | modify | 240 | 0.05 | 85.209 | 84.028 | 0.000 | ||
| 1617 | 2010.08.24 18:02 | s/l | 240 | 0.05 | 84.028 | 84.028 | 0.000 | 69.77 | 10577.48 |
| 1618 | 2010.08.25 18:20 | buy | 241 | 0.10 | 84.663 | 0.000 | 0.000 | ||
| 1619 | 2010.08.25 18:20 | modify | 241 | 0.10 | 84.663 | 84.413 | 0.000 | ||
| 1620 | 2010.08.25 23:00 | close | 241 | 0.05 | 84.680 | 84.413 | 0.000 | 1.00 | 10578.48 |
| 1621 | 2010.08.25 23:00 | buy | 242 | 0.05 | 84.663 | 84.413 | 0.000 | ||
| 1622 | 2010.08.26 11:34 | close | 242 | 0.03 | 84.618 | 84.413 | 0.000 | -1.15 | 10577.33 |
| 1623 | 2010.08.26 11:34 | buy | 243 | 0.02 | 84.663 | 84.413 | 0.000 | ||
| 1624 | 2010.08.26 11:47 | close | 243 | 0.02 | 84.552 | 84.413 | 0.000 | -2.33 | 10575.00 |
| 1625 | 2010.08.27 02:23 | sell | 244 | 0.10 | 84.268 | 0.000 | 0.000 | ||
| 1626 | 2010.08.27 02:23 | modify | 244 | 0.10 | 84.268 | 84.518 | 0.000 | ||
| 1627 | 2010.08.27 06:07 | s/l | 244 | 0.10 | 84.518 | 84.518 | 0.000 | -29.58 | 10545.42 |
| 1628 | 2010.08.31 01:12 | sell | 245 | 0.10 | 84.469 | 0.000 | 0.000 | ||
| 1629 | 2010.08.31 01:12 | modify | 245 | 0.10 | 84.469 | 84.719 | 0.000 | ||
| 1630 | 2010.08.31 02:00 | close | 245 | 0.05 | 84.540 | 84.719 | 0.000 | -4.20 | 10541.22 |
| 1631 | 2010.08.31 02:00 | sell | 246 | 0.05 | 84.469 | 84.719 | 0.000 | ||
| 1632 | 2010.08.31 08:43 | modify | 246 | 0.05 | 84.469 | 84.419 | 0.000 | ||
| 1633 | 2010.08.31 12:47 | s/l | 246 | 0.05 | 84.419 | 84.419 | 0.000 | 2.96 | 10544.18 |
| 1634 | 2010.09.06 11:17 | sell | 247 | 0.10 | 84.078 | 0.000 | 0.000 | ||
| 1635 | 2010.09.06 11:17 | modify | 247 | 0.10 | 84.078 | 84.328 | 0.000 | ||
| 1636 | 2010.09.06 14:00 | close | 247 | 0.05 | 84.220 | 84.328 | 0.000 | -8.43 | 10535.75 |
| 1637 | 2010.09.06 14:00 | sell | 248 | 0.05 | 84.078 | 84.328 | 0.000 | ||
| 1638 | 2010.09.07 00:01 | close | 248 | 0.05 | 84.230 | 84.328 | 0.000 | -9.52 | 10526.24 |
| 1639 | 2010.09.07 09:13 | sell | 249 | 0.10 | 84.009 | 0.000 | 0.000 | ||
| 1640 | 2010.09.07 09:13 | modify | 249 | 0.10 | 84.009 | 84.259 | 0.000 | ||
| 1641 | 2010.09.07 09:40 | close | 249 | 0.05 | 83.907 | 84.259 | 0.000 | 6.08 | 10532.32 |
| 1642 | 2010.09.07 09:40 | sell | 250 | 0.05 | 84.009 | 84.259 | 0.000 | ||
| 1643 | 2010.09.07 15:45 | modify | 250 | 0.05 | 84.009 | 83.959 | 0.000 | ||
| 1644 | 2010.09.08 03:48 | close | 250 | 0.05 | 83.845 | 83.959 | 0.000 | 9.28 | 10541.60 |
| 1645 | 2010.09.10 03:06 | buy | 251 | 0.10 | 84.011 | 0.000 | 0.000 | ||
| 1646 | 2010.09.10 03:06 | modify | 251 | 0.10 | 84.011 | 83.761 | 0.000 | ||
| 1647 | 2010.09.10 04:40 | close | 251 | 0.05 | 84.205 | 83.761 | 0.000 | 11.52 | 10553.12 |
| 1648 | 2010.09.10 04:40 | buy | 252 | 0.05 | 84.011 | 83.761 | 0.000 | ||
| 1649 | 2010.09.10 08:00 | close | 252 | 0.05 | 83.970 | 83.761 | 0.000 | -2.44 | 10550.68 |
| 1650 | 2010.09.13 18:10 | sell | 253 | 0.10 | 83.738 | 0.000 | 0.000 | ||