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 |
| 1801 | 2010.10.20 17:43 | sell | 283 | 0.10 | 81.105 | 0.000 | 0.000 | ||
| 1802 | 2010.10.20 17:43 | modify | 283 | 0.10 | 81.105 | 81.355 | 0.000 | ||
| 1803 | 2010.10.20 17:44 | close | 283 | 0.05 | 81.001 | 81.355 | 0.000 | 6.42 | 10602.98 |
| 1804 | 2010.10.20 17:44 | sell | 284 | 0.05 | 81.105 | 81.355 | 0.000 | ||
| 1805 | 2010.10.21 04:20 | close | 284 | 0.03 | 81.184 | 81.355 | 0.000 | -3.81 | 10599.17 |
| 1806 | 2010.10.21 04:20 | sell | 285 | 0.02 | 81.105 | 81.355 | 0.000 | ||
| 1807 | 2010.10.21 04:20 | close | 285 | 0.02 | 81.226 | 81.355 | 0.000 | -3.58 | 10595.59 |
| 1808 | 2010.10.28 10:03 | sell | 286 | 0.10 | 81.358 | 0.000 | 0.000 | ||
| 1809 | 2010.10.28 10:03 | modify | 286 | 0.10 | 81.358 | 81.608 | 0.000 | ||
| 1810 | 2010.10.28 10:26 | close | 286 | 0.05 | 81.256 | 81.608 | 0.000 | 6.28 | 10601.87 |
| 1811 | 2010.10.28 10:26 | sell | 287 | 0.05 | 81.358 | 81.608 | 0.000 | ||
| 1812 | 2010.10.28 17:02 | modify | 287 | 0.05 | 81.358 | 81.308 | 0.000 | ||
| 1813 | 2010.10.29 04:14 | modify | 287 | 0.05 | 81.358 | 81.206 | 0.000 | ||
| 1814 | 2010.10.29 04:15 | modify | 287 | 0.05 | 81.358 | 81.194 | 0.000 | ||
| 1815 | 2010.10.29 04:15 | modify | 287 | 0.05 | 81.358 | 81.183 | 0.000 | ||
| 1816 | 2010.10.29 04:15 | modify | 287 | 0.05 | 81.358 | 81.173 | 0.000 | ||
| 1817 | 2010.10.29 04:16 | modify | 287 | 0.05 | 81.358 | 81.162 | 0.000 | ||
| 1818 | 2010.10.29 04:16 | modify | 287 | 0.05 | 81.358 | 81.151 | 0.000 | ||
| 1819 | 2010.10.29 04:16 | modify | 287 | 0.05 | 81.358 | 81.138 | 0.000 | ||
| 1820 | 2010.10.29 04:18 | modify | 287 | 0.05 | 81.358 | 81.124 | 0.000 | ||
| 1821 | 2010.10.29 04:49 | modify | 287 | 0.05 | 81.358 | 81.113 | 0.000 | ||
| 1822 | 2010.10.29 04:49 | modify | 287 | 0.05 | 81.358 | 81.102 | 0.000 | ||
| 1823 | 2010.10.29 04:50 | modify | 287 | 0.05 | 81.358 | 81.091 | 0.000 | ||
| 1824 | 2010.10.29 04:50 | modify | 287 | 0.05 | 81.358 | 81.080 | 0.000 | ||
| 1825 | 2010.10.29 05:17 | modify | 287 | 0.05 | 81.358 | 81.069 | 0.000 | ||
| 1826 | 2010.10.29 05:21 | modify | 287 | 0.05 | 81.358 | 81.057 | 0.000 | ||
| 1827 | 2010.10.29 05:21 | modify | 287 | 0.05 | 81.358 | 81.045 | 0.000 | ||
| 1828 | 2010.10.29 05:22 | modify | 287 | 0.05 | 81.358 | 81.034 | 0.000 | ||
| 1829 | 2010.10.29 05:22 | modify | 287 | 0.05 | 81.358 | 81.024 | 0.000 | ||
| 1830 | 2010.10.29 05:23 | modify | 287 | 0.05 | 81.358 | 81.012 | 0.000 | ||
| 1831 | 2010.10.29 06:00 | modify | 287 | 0.05 | 81.358 | 81.001 | 0.000 | ||
| 1832 | 2010.10.29 06:01 | modify | 287 | 0.05 | 81.358 | 80.990 | 0.000 | ||
| 1833 | 2010.10.29 08:00 | close | 287 | 0.05 | 80.600 | 80.990 | 0.000 | 46.52 | 10648.40 |
| 1834 | 2010.11.02 13:20 | buy | 288 | 0.10 | 80.802 | 0.000 | 0.000 | ||
| 1835 | 2010.11.02 13:20 | modify | 288 | 0.10 | 80.802 | 80.552 | 0.000 | ||
| 1836 | 2010.11.02 14:32 | close | 288 | 0.05 | 80.905 | 80.552 | 0.000 | 6.37 | 10654.77 |
| 1837 | 2010.11.02 14:32 | buy | 289 | 0.05 | 80.802 | 80.552 | 0.000 | ||
| 1838 | 2010.11.03 08:42 | close | 289 | 0.03 | 80.610 | 80.552 | 0.000 | -7.00 | 10647.77 |
| 1839 | 2010.11.03 08:42 | buy | 290 | 0.02 | 80.802 | 80.552 | 0.000 | ||
| 1840 | 2010.11.03 09:05 | close | 290 | 0.02 | 80.611 | 80.552 | 0.000 | -4.64 | 10643.13 |
| 1841 | 2010.11.03 16:05 | buy | 291 | 0.10 | 80.964 | 0.000 | 0.000 | ||
| 1842 | 2010.11.03 16:05 | modify | 291 | 0.10 | 80.964 | 80.714 | 0.000 | ||
| 1843 | 2010.11.03 16:10 | close | 291 | 0.05 | 81.069 | 80.714 | 0.000 | 6.48 | 10649.61 |
| 1844 | 2010.11.03 16:10 | buy | 292 | 0.05 | 80.964 | 80.714 | 0.000 | ||
| 1845 | 2010.11.03 16:43 | modify | 292 | 0.05 | 80.964 | 81.014 | 0.000 | ||
| 1846 | 2010.11.03 21:16 | s/l | 292 | 0.05 | 81.014 | 81.014 | 0.000 | 3.09 | 10652.70 |
| 1847 | 2010.11.09 04:23 | sell | 293 | 0.10 | 80.988 | 0.000 | 0.000 | ||
| 1848 | 2010.11.09 04:23 | modify | 293 | 0.10 | 80.988 | 81.238 | 0.000 | ||
| 1849 | 2010.11.09 04:32 | close | 293 | 0.05 | 80.886 | 81.238 | 0.000 | 6.31 | 10659.01 |
| 1850 | 2010.11.09 04:32 | sell | 294 | 0.05 | 80.988 | 81.238 | 0.000 | ||
| 1851 | 2010.11.09 14:02 | modify | 294 | 0.05 | 80.988 | 80.938 | 0.000 | ||
| 1852 | 2010.11.09 18:29 | s/l | 294 | 0.05 | 80.938 | 80.938 | 0.000 | 3.09 | 10662.10 |
| 1853 | 2010.11.15 03:40 | buy | 295 | 0.10 | 82.652 | 0.000 | 0.000 | ||
| 1854 | 2010.11.15 03:40 | modify | 295 | 0.10 | 82.652 | 82.402 | 0.000 | ||
| 1855 | 2010.11.15 14:01 | modify | 295 | 0.10 | 82.652 | 82.702 | 0.000 | ||
| 1856 | 2010.11.15 16:23 | s/l | 295 | 0.10 | 82.702 | 82.702 | 0.000 | 6.05 | 10668.15 |
| 1857 | 2010.11.16 17:45 | buy | 296 | 0.10 | 83.331 | 0.000 | 0.000 | ||
| 1858 | 2010.11.16 17:45 | modify | 296 | 0.10 | 83.331 | 83.081 | 0.000 | ||
| 1859 | 2010.11.17 02:00 | close | 296 | 0.05 | 83.360 | 83.081 | 0.000 | 1.99 | 10670.14 |
| 1860 | 2010.11.17 02:00 | buy | 297 | 0.05 | 83.331 | 83.081 | 0.000 | ||
| 1861 | 2010.11.17 12:45 | close | 297 | 0.03 | 83.312 | 83.081 | 0.000 | -0.53 | 10669.61 |
| 1862 | 2010.11.17 12:45 | buy | 298 | 0.02 | 83.331 | 83.081 | 0.000 | ||
| 1863 | 2010.11.17 15:30 | close | 298 | 0.02 | 83.338 | 83.081 | 0.000 | 0.27 | 10669.88 |
| 1864 | 2010.11.22 21:10 | sell | 299 | 0.10 | 83.326 | 0.000 | 0.000 | ||
| 1865 | 2010.11.22 21:10 | modify | 299 | 0.10 | 83.326 | 83.576 | 0.000 | ||
| 1866 | 2010.11.22 23:00 | close | 299 | 0.05 | 83.270 | 83.576 | 0.000 | 3.36 | 10673.24 |
| 1867 | 2010.11.22 23:00 | sell | 300 | 0.05 | 83.326 | 83.576 | 0.000 | ||
| 1868 | 2010.11.23 08:08 | close | 300 | 0.05 | 83.436 | 83.576 | 0.000 | -7.09 | 10666.15 |
| 1869 | 2010.11.23 08:14 | buy | 301 | 0.10 | 83.565 | 0.000 | 0.000 | ||
| 1870 | 2010.11.23 08:14 | modify | 301 | 0.10 | 83.565 | 83.315 | 0.000 | ||
| 1871 | 2010.11.23 08:18 | close | 301 | 0.05 | 83.666 | 83.315 | 0.000 | 6.04 | 10672.19 |
| 1872 | 2010.11.23 08:18 | buy | 302 | 0.05 | 83.565 | 83.315 | 0.000 | ||
| 1873 | 2010.11.23 12:08 | s/l | 302 | 0.05 | 83.315 | 83.315 | 0.000 | -15.00 | 10657.19 |
| 1874 | 2010.11.25 11:40 | buy | 303 | 0.10 | 83.666 | 0.000 | 0.000 | ||
| 1875 | 2010.11.25 11:40 | modify | 303 | 0.10 | 83.666 | 83.416 | 0.000 | ||
| 1876 | 2010.11.25 16:00 | close | 303 | 0.05 | 83.550 | 83.416 | 0.000 | -6.94 | 10650.25 |
| 1877 | 2010.11.25 16:00 | buy | 304 | 0.05 | 83.666 | 83.416 | 0.000 | ||
| 1878 | 2010.11.26 00:12 | close | 304 | 0.03 | 83.560 | 83.416 | 0.000 | -3.66 | 10646.59 |
| 1879 | 2010.11.26 00:12 | buy | 305 | 0.02 | 83.666 | 83.416 | 0.000 | ||
| 1880 | 2010.11.26 08:00 | close | 305 | 0.02 | 83.800 | 83.416 | 0.000 | 3.30 | 10649.89 |
| 1881 | 2010.11.29 14:22 | buy | 306 | 0.10 | 84.239 | 0.000 | 0.000 | ||
| 1882 | 2010.11.29 14:22 | modify | 306 | 0.10 | 84.239 | 83.989 | 0.000 | ||
| 1883 | 2010.11.29 15:00 | close | 306 | 0.05 | 84.180 | 83.989 | 0.000 | -3.50 | 10646.39 |
| 1884 | 2010.11.29 15:00 | buy | 307 | 0.05 | 84.239 | 83.989 | 0.000 | ||
| 1885 | 2010.11.30 02:28 | close | 307 | 0.05 | 84.161 | 83.989 | 0.000 | -4.38 | 10642.01 |
| 1886 | 2010.12.09 20:01 | sell | 308 | 0.10 | 83.647 | 0.000 | 0.000 | ||
| 1887 | 2010.12.09 20:01 | modify | 308 | 0.10 | 83.647 | 83.897 | 0.000 | ||
| 1888 | 2010.12.09 20:04 | close | 308 | 0.05 | 83.545 | 83.897 | 0.000 | 6.10 | 10648.11 |
| 1889 | 2010.12.09 20:04 | sell | 309 | 0.05 | 83.647 | 83.897 | 0.000 | ||
| 1890 | 2010.12.10 08:00 | close | 309 | 0.05 | 83.670 | 83.897 | 0.000 | -1.87 | 10646.25 |
| 1891 | 2010.12.13 05:39 | buy | 310 | 0.10 | 84.021 | 0.000 | 0.000 | ||
| 1892 | 2010.12.13 05:39 | modify | 310 | 0.10 | 84.021 | 83.771 | 0.000 | ||
| 1893 | 2010.12.13 06:30 | close | 310 | 0.05 | 84.128 | 83.771 | 0.000 | 6.36 | 10652.61 |
| 1894 | 2010.12.13 06:30 | buy | 311 | 0.05 | 84.021 | 83.771 | 0.000 | ||
| 1895 | 2010.12.13 13:38 | close | 311 | 0.03 | 83.959 | 83.771 | 0.000 | -2.22 | 10650.39 |
| 1896 | 2010.12.13 13:38 | buy | 312 | 0.02 | 84.021 | 83.771 | 0.000 | ||
| 1897 | 2010.12.13 15:57 | close | 312 | 0.02 | 83.845 | 83.771 | 0.000 | -4.20 | 10646.19 |
| 1898 | 2010.12.15 12:09 | buy | 313 | 0.10 | 84.052 | 0.000 | 0.000 | ||
| 1899 | 2010.12.15 12:09 | modify | 313 | 0.10 | 84.052 | 83.802 | 0.000 | ||
| 1900 | 2010.12.15 14:08 | s/l | 313 | 0.10 | 83.802 | 83.802 | 0.000 | -29.83 | 10616.36 |
| 1901 | 2010.12.15 19:07 | buy | 314 | 0.10 | 84.078 | 0.000 | 0.000 | ||
| 1902 | 2010.12.15 19:07 | modify | 314 | 0.10 | 84.078 | 83.828 | 0.000 | ||
| 1903 | 2010.12.15 20:00 | close | 314 | 0.05 | 84.020 | 83.828 | 0.000 | -3.45 | 10612.91 |
| 1904 | 2010.12.15 20:00 | buy | 315 | 0.05 | 84.078 | 83.828 | 0.000 | ||
| 1905 | 2010.12.15 21:38 | modify | 315 | 0.05 | 84.078 | 84.128 | 0.000 | ||
| 1906 | 2010.12.16 04:13 | s/l | 315 | 0.05 | 84.128 | 84.128 | 0.000 | 3.72 | 10616.63 |
| 1907 | 2010.12.20 14:51 | sell | 316 | 0.10 | 83.679 | 0.000 | 0.000 | ||
| 1908 | 2010.12.20 14:51 | modify | 316 | 0.10 | 83.679 | 83.929 | 0.000 | ||
| 1909 | 2010.12.20 21:20 | close | 316 | 0.05 | 83.828 | 83.929 | 0.000 | -8.89 | 10607.74 |
| 1910 | 2010.12.20 21:20 | sell | 317 | 0.05 | 83.679 | 83.929 | 0.000 | ||
| 1911 | 2010.12.21 17:13 | close | 317 | 0.03 | 83.712 | 83.929 | 0.000 | -1.48 | 10606.26 |
| 1912 | 2010.12.21 17:13 | sell | 318 | 0.02 | 83.679 | 83.929 | 0.000 | ||
| 1913 | 2010.12.21 19:14 | close | 318 | 0.02 | 83.787 | 83.929 | 0.000 | -2.78 | 10603.48 |
| 1914 | 2010.12.21 19:28 | buy | 319 | 0.10 | 83.852 | 0.000 | 0.000 | ||
| 1915 | 2010.12.21 19:28 | modify | 319 | 0.10 | 83.852 | 83.602 | 0.000 | ||
| 1916 | 2010.12.21 20:00 | close | 319 | 0.05 | 83.750 | 83.602 | 0.000 | -6.09 | 10597.39 |
| 1917 | 2010.12.21 20:00 | buy | 320 | 0.05 | 83.852 | 83.602 | 0.000 | ||
| 1918 | 2010.12.22 07:59 | close | 320 | 0.05 | 83.701 | 83.602 | 0.000 | -8.77 | 10588.62 |
| 1919 | 2010.12.22 11:54 | sell | 321 | 0.10 | 83.482 | 0.000 | 0.000 | ||
| 1920 | 2010.12.22 11:54 | modify | 321 | 0.10 | 83.482 | 83.732 | 0.000 | ||
| 1921 | 2010.12.22 15:00 | close | 321 | 0.05 | 83.570 | 83.732 | 0.000 | -5.27 | 10583.35 |
| 1922 | 2010.12.22 15:00 | sell | 322 | 0.05 | 83.482 | 83.732 | 0.000 | ||
| 1923 | 2010.12.22 20:36 | close | 322 | 0.03 | 83.693 | 83.732 | 0.000 | -7.56 | 10575.79 |
| 1924 | 2010.12.22 20:36 | sell | 323 | 0.02 | 83.482 | 83.732 | 0.000 | ||
| 1925 | 2010.12.23 05:43 | modify | 323 | 0.02 | 83.482 | 83.432 | 0.000 | ||
| 1926 | 2010.12.23 10:03 | modify | 323 | 0.02 | 83.482 | 83.330 | 0.000 | ||
| 1927 | 2010.12.23 10:03 | modify | 323 | 0.02 | 83.482 | 83.317 | 0.000 | ||
| 1928 | 2010.12.23 10:03 | modify | 323 | 0.02 | 83.482 | 83.305 | 0.000 | ||
| 1929 | 2010.12.23 15:06 | s/l | 323 | 0.02 | 83.305 | 83.305 | 0.000 | 3.65 | 10579.45 |
| 1930 | 2010.12.27 07:50 | sell | 324 | 0.10 | 82.749 | 0.000 | 0.000 | ||
| 1931 | 2010.12.27 07:50 | modify | 324 | 0.10 | 82.749 | 82.999 | 0.000 | ||
| 1932 | 2010.12.27 10:00 | close | 324 | 0.05 | 82.760 | 82.999 | 0.000 | -0.66 | 10578.79 |
| 1933 | 2010.12.27 10:00 | sell | 325 | 0.05 | 82.749 | 82.999 | 0.000 | ||
| 1934 | 2010.12.27 16:15 | close | 325 | 0.03 | 82.896 | 82.999 | 0.000 | -5.32 | 10573.47 |
| 1935 | 2010.12.27 16:15 | sell | 326 | 0.02 | 82.749 | 82.999 | 0.000 | ||
| 1936 | 2010.12.27 19:38 | close | 326 | 0.02 | 82.930 | 82.999 | 0.000 | -4.37 | 10569.10 |
| 1937 | 2010.12.28 02:15 | sell | 327 | 0.10 | 82.639 | 0.000 | 0.000 | ||
| 1938 | 2010.12.28 02:15 | modify | 327 | 0.10 | 82.639 | 82.889 | 0.000 | ||
| 1939 | 2010.12.28 09:00 | close | 327 | 0.05 | 82.460 | 82.889 | 0.000 | 10.85 | 10579.95 |
| 1940 | 2010.12.28 09:00 | sell | 328 | 0.05 | 82.639 | 82.889 | 0.000 | ||
| 1941 | 2010.12.28 11:33 | modify | 328 | 0.05 | 82.639 | 82.589 | 0.000 | ||
| 1942 | 2010.12.28 13:33 | modify | 328 | 0.05 | 82.639 | 82.487 | 0.000 | ||
| 1943 | 2010.12.28 13:33 | modify | 328 | 0.05 | 82.639 | 82.475 | 0.000 | ||
| 1944 | 2010.12.28 13:36 | modify | 328 | 0.05 | 82.639 | 82.462 | 0.000 | ||
| 1945 | 2010.12.28 13:38 | modify | 328 | 0.05 | 82.639 | 82.450 | 0.000 | ||
| 1946 | 2010.12.28 13:41 | modify | 328 | 0.05 | 82.639 | 82.433 | 0.000 | ||
| 1947 | 2010.12.28 13:41 | modify | 328 | 0.05 | 82.639 | 82.417 | 0.000 | ||
| 1948 | 2010.12.28 13:41 | modify | 328 | 0.05 | 82.639 | 82.400 | 0.000 | ||
| 1949 | 2010.12.28 13:41 | modify | 328 | 0.05 | 82.639 | 82.389 | 0.000 | ||
| 1950 | 2010.12.28 13:41 | modify | 328 | 0.05 | 82.639 | 82.373 | 0.000 | ||