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 |
| 1951 | 2010.12.28 13:41 | modify | 328 | 0.05 | 82.639 | 82.356 | 0.000 | ||
| 1952 | 2010.12.28 13:41 | modify | 328 | 0.05 | 82.639 | 82.342 | 0.000 | ||
| 1953 | 2010.12.28 13:41 | modify | 328 | 0.05 | 82.639 | 82.321 | 0.000 | ||
| 1954 | 2010.12.28 13:41 | modify | 328 | 0.05 | 82.639 | 82.300 | 0.000 | ||
| 1955 | 2010.12.28 13:43 | modify | 328 | 0.05 | 82.639 | 82.288 | 0.000 | ||
| 1956 | 2010.12.28 13:43 | modify | 328 | 0.05 | 82.639 | 82.276 | 0.000 | ||
| 1957 | 2010.12.28 16:08 | modify | 328 | 0.05 | 82.639 | 82.263 | 0.000 | ||
| 1958 | 2010.12.28 20:03 | s/l | 328 | 0.05 | 82.263 | 82.263 | 0.000 | 22.85 | 10602.80 |
| 1959 | 2011.01.03 15:26 | buy | 329 | 0.10 | 81.511 | 0.000 | 0.000 | ||
| 1960 | 2011.01.03 15:26 | modify | 329 | 0.10 | 81.511 | 81.261 | 0.000 | ||
| 1961 | 2011.01.03 16:53 | close | 329 | 0.05 | 81.672 | 81.261 | 0.000 | 9.86 | 10612.66 |
| 1962 | 2011.01.03 16:53 | buy | 330 | 0.05 | 81.511 | 81.261 | 0.000 | ||
| 1963 | 2011.01.04 03:18 | modify | 330 | 0.05 | 81.511 | 81.561 | 0.000 | ||
| 1964 | 2011.01.04 06:56 | modify | 330 | 0.05 | 81.511 | 81.662 | 0.000 | ||
| 1965 | 2011.01.04 06:56 | modify | 330 | 0.05 | 81.511 | 81.673 | 0.000 | ||
| 1966 | 2011.01.04 06:56 | modify | 330 | 0.05 | 81.511 | 81.685 | 0.000 | ||
| 1967 | 2011.01.04 08:10 | modify | 330 | 0.05 | 81.511 | 81.697 | 0.000 | ||
| 1968 | 2011.01.04 08:11 | modify | 330 | 0.05 | 81.511 | 81.708 | 0.000 | ||
| 1969 | 2011.01.04 08:14 | modify | 330 | 0.05 | 81.511 | 81.718 | 0.000 | ||
| 1970 | 2011.01.04 08:17 | modify | 330 | 0.05 | 81.511 | 81.729 | 0.000 | ||
| 1971 | 2011.01.04 08:35 | modify | 330 | 0.05 | 81.511 | 81.741 | 0.000 | ||
| 1972 | 2011.01.04 08:36 | modify | 330 | 0.05 | 81.511 | 81.754 | 0.000 | ||
| 1973 | 2011.01.04 08:38 | modify | 330 | 0.05 | 81.511 | 81.765 | 0.000 | ||
| 1974 | 2011.01.04 09:49 | modify | 330 | 0.05 | 81.511 | 81.776 | 0.000 | ||
| 1975 | 2011.01.04 09:57 | modify | 330 | 0.05 | 81.511 | 81.786 | 0.000 | ||
| 1976 | 2011.01.04 09:58 | modify | 330 | 0.05 | 81.511 | 81.797 | 0.000 | ||
| 1977 | 2011.01.04 09:58 | modify | 330 | 0.05 | 81.511 | 81.808 | 0.000 | ||
| 1978 | 2011.01.04 17:49 | close | 330 | 0.03 | 82.029 | 81.808 | 0.000 | 19.09 | 10631.75 |
| 1979 | 2011.01.04 17:49 | buy | 331 | 0.02 | 81.511 | 81.808 | 0.000 | ||
| 1980 | 2011.01.04 17:50 | close | 331 | 0.02 | 81.978 | 81.808 | 0.000 | 11.49 | 10643.24 |
| 1981 | 2011.01.05 14:55 | buy | 332 | 0.10 | 82.276 | 0.000 | 0.000 | ||
| 1982 | 2011.01.05 14:55 | modify | 332 | 0.10 | 82.276 | 82.026 | 0.000 | ||
| 1983 | 2011.01.05 15:15 | close | 332 | 0.05 | 82.383 | 82.026 | 0.000 | 6.49 | 10649.73 |
| 1984 | 2011.01.05 15:15 | buy | 333 | 0.05 | 82.276 | 82.026 | 0.000 | ||
| 1985 | 2011.01.05 15:15 | modify | 333 | 0.05 | 82.276 | 82.326 | 0.000 | ||
| 1986 | 2011.01.06 07:49 | close | 333 | 0.05 | 83.163 | 82.326 | 0.000 | 54.08 | 10703.81 |
| 1987 | 2011.01.07 06:33 | buy | 334 | 0.10 | 83.413 | 0.000 | 0.000 | ||
| 1988 | 2011.01.07 06:33 | modify | 334 | 0.10 | 83.413 | 83.163 | 0.000 | ||
| 1989 | 2011.01.07 07:59 | close | 334 | 0.05 | 83.514 | 83.163 | 0.000 | 6.05 | 10709.86 |
| 1990 | 2011.01.07 07:59 | buy | 335 | 0.05 | 83.413 | 83.163 | 0.000 | ||
| 1991 | 2011.01.07 08:00 | close | 335 | 0.05 | 83.505 | 83.163 | 0.000 | 5.51 | 10715.37 |
| 1992 | 2011.01.10 17:30 | sell | 336 | 0.10 | 82.748 | 0.000 | 0.000 | ||
| 1993 | 2011.01.10 17:30 | modify | 336 | 0.10 | 82.748 | 82.998 | 0.000 | ||
| 1994 | 2011.01.10 22:00 | close | 336 | 0.05 | 82.788 | 82.998 | 0.000 | -2.42 | 10712.95 |
| 1995 | 2011.01.10 22:00 | sell | 337 | 0.05 | 82.748 | 82.998 | 0.000 | ||
| 1996 | 2011.01.11 03:07 | s/l | 337 | 0.05 | 82.998 | 82.998 | 0.000 | -15.56 | 10697.39 |
| 1997 | 2011.01.11 17:15 | buy | 338 | 0.10 | 83.280 | 0.000 | 0.000 | ||
| 1998 | 2011.01.11 17:15 | modify | 338 | 0.10 | 83.280 | 83.030 | 0.000 | ||
| 1999 | 2011.01.11 17:21 | close | 338 | 0.05 | 83.381 | 83.030 | 0.000 | 6.06 | 10703.45 |
| 2000 | 2011.01.11 17:21 | buy | 339 | 0.05 | 83.280 | 83.030 | 0.000 | ||
| 2001 | 2011.01.12 05:06 | close | 339 | 0.05 | 83.131 | 83.030 | 0.000 | -8.71 | 10694.74 |
| 2002 | 2011.01.13 15:35 | sell | 340 | 0.10 | 82.798 | 0.000 | 0.000 | ||
| 2003 | 2011.01.13 15:35 | modify | 340 | 0.10 | 82.798 | 83.048 | 0.000 | ||
| 2004 | 2011.01.13 15:39 | close | 340 | 0.05 | 82.697 | 83.048 | 0.000 | 6.11 | 10700.85 |
| 2005 | 2011.01.13 15:39 | sell | 341 | 0.05 | 82.798 | 83.048 | 0.000 | ||
| 2006 | 2011.01.14 08:00 | close | 341 | 0.05 | 82.539 | 83.048 | 0.000 | 15.19 | 10716.05 |
| 2007 | 2011.01.18 16:31 | sell | 342 | 0.10 | 82.340 | 0.000 | 0.000 | ||
| 2008 | 2011.01.18 16:31 | modify | 342 | 0.10 | 82.340 | 82.590 | 0.000 | ||
| 2009 | 2011.01.18 17:25 | close | 342 | 0.05 | 82.567 | 82.590 | 0.000 | -13.75 | 10702.30 |
| 2010 | 2011.01.18 17:25 | sell | 343 | 0.05 | 82.340 | 82.590 | 0.000 | ||
| 2011 | 2011.01.18 17:26 | s/l | 343 | 0.05 | 82.590 | 82.590 | 0.000 | -15.14 | 10687.16 |
| 2012 | 2011.01.19 04:43 | sell | 344 | 0.10 | 82.320 | 0.000 | 0.000 | ||
| 2013 | 2011.01.19 04:43 | modify | 344 | 0.10 | 82.320 | 82.570 | 0.000 | ||
| 2014 | 2011.01.19 04:54 | close | 344 | 0.05 | 82.219 | 82.570 | 0.000 | 6.14 | 10693.30 |
| 2015 | 2011.01.19 04:54 | sell | 345 | 0.05 | 82.320 | 82.570 | 0.000 | ||
| 2016 | 2011.01.19 20:09 | modify | 345 | 0.05 | 82.320 | 82.270 | 0.000 | ||
| 2017 | 2011.01.20 03:31 | close | 345 | 0.05 | 82.211 | 82.270 | 0.000 | 5.14 | 10698.44 |
| 2018 | 2011.01.20 16:00 | buy | 346 | 0.10 | 82.294 | 0.000 | 0.000 | ||
| 2019 | 2011.01.20 16:00 | modify | 346 | 0.10 | 82.294 | 82.044 | 0.000 | ||
| 2020 | 2011.01.20 16:31 | close | 346 | 0.05 | 82.396 | 82.044 | 0.000 | 6.19 | 10704.63 |
| 2021 | 2011.01.20 16:31 | buy | 347 | 0.05 | 82.294 | 82.044 | 0.000 | ||
| 2022 | 2011.01.20 16:37 | modify | 347 | 0.05 | 82.294 | 82.344 | 0.000 | ||
| 2023 | 2011.01.21 06:19 | close | 347 | 0.05 | 82.901 | 82.344 | 0.000 | 36.86 | 10741.49 |
| 2024 | 2011.01.24 19:05 | sell | 348 | 0.10 | 82.419 | 0.000 | 0.000 | ||
| 2025 | 2011.01.24 19:05 | modify | 348 | 0.10 | 82.419 | 82.669 | 0.000 | ||
| 2026 | 2011.01.24 19:07 | close | 348 | 0.05 | 82.316 | 82.669 | 0.000 | 6.26 | 10747.75 |
| 2027 | 2011.01.24 19:07 | sell | 349 | 0.05 | 82.419 | 82.669 | 0.000 | ||
| 2028 | 2011.01.25 12:36 | close | 349 | 0.03 | 82.517 | 82.669 | 0.000 | -3.86 | 10743.89 |
| 2029 | 2011.01.25 12:36 | sell | 350 | 0.02 | 82.419 | 82.669 | 0.000 | ||
| 2030 | 2011.01.25 16:05 | close | 350 | 0.02 | 82.498 | 82.669 | 0.000 | -2.12 | 10741.77 |
| 2031 | 2011.01.25 21:17 | sell | 351 | 0.10 | 82.249 | 0.000 | 0.000 | ||
| 2032 | 2011.01.25 21:17 | modify | 351 | 0.10 | 82.249 | 82.499 | 0.000 | ||
| 2033 | 2011.01.25 21:23 | close | 351 | 0.05 | 82.148 | 82.499 | 0.000 | 6.15 | 10747.92 |
| 2034 | 2011.01.25 21:23 | sell | 352 | 0.05 | 82.249 | 82.499 | 0.000 | ||
| 2035 | 2011.01.26 12:46 | close | 352 | 0.03 | 82.196 | 82.499 | 0.000 | 1.63 | 10749.55 |
| 2036 | 2011.01.26 12:46 | sell | 353 | 0.02 | 82.249 | 82.499 | 0.000 | ||
| 2037 | 2011.01.26 15:57 | close | 353 | 0.02 | 82.228 | 82.499 | 0.000 | 0.31 | 10749.86 |
| 2038 | 2011.01.31 19:01 | sell | 354 | 0.10 | 81.893 | 0.000 | 0.000 | ||
| 2039 | 2011.01.31 19:01 | modify | 354 | 0.10 | 81.893 | 82.143 | 0.000 | ||
| 2040 | 2011.01.31 21:00 | close | 354 | 0.05 | 81.970 | 82.143 | 0.000 | -4.70 | 10745.16 |
| 2041 | 2011.01.31 21:00 | sell | 355 | 0.05 | 81.893 | 82.143 | 0.000 | ||
| 2042 | 2011.02.01 03:13 | s/l | 355 | 0.05 | 82.143 | 82.143 | 0.000 | -15.72 | 10729.45 |
| 2043 | 2011.02.01 07:07 | sell | 356 | 0.10 | 81.891 | 0.000 | 0.000 | ||
| 2044 | 2011.02.01 07:07 | modify | 356 | 0.10 | 81.891 | 82.141 | 0.000 | ||
| 2045 | 2011.02.01 08:03 | close | 356 | 0.05 | 81.788 | 82.141 | 0.000 | 6.30 | 10735.75 |
| 2046 | 2011.02.01 08:03 | sell | 357 | 0.05 | 81.891 | 82.141 | 0.000 | ||
| 2047 | 2011.02.01 12:27 | modify | 357 | 0.05 | 81.891 | 81.841 | 0.000 | ||
| 2048 | 2011.02.01 18:02 | s/l | 357 | 0.05 | 81.841 | 81.841 | 0.000 | 3.05 | 10738.80 |
| 2049 | 2011.02.03 17:46 | buy | 358 | 0.10 | 81.852 | 0.000 | 0.000 | ||
| 2050 | 2011.02.03 17:46 | modify | 358 | 0.10 | 81.852 | 81.602 | 0.000 | ||
| 2051 | 2011.02.03 18:01 | close | 358 | 0.05 | 81.953 | 81.602 | 0.000 | 6.16 | 10744.96 |
| 2052 | 2011.02.03 18:01 | buy | 359 | 0.05 | 81.852 | 81.602 | 0.000 | ||
| 2053 | 2011.02.03 19:11 | s/l | 359 | 0.05 | 81.602 | 81.602 | 0.000 | -15.32 | 10729.64 |
| 2054 | 2011.02.08 10:53 | sell | 360 | 0.10 | 82.158 | 0.000 | 0.000 | ||
| 2055 | 2011.02.08 10:53 | modify | 360 | 0.10 | 82.158 | 82.408 | 0.000 | ||
| 2056 | 2011.02.08 11:31 | close | 360 | 0.05 | 82.057 | 82.408 | 0.000 | 6.15 | 10735.79 |
| 2057 | 2011.02.08 11:31 | sell | 361 | 0.05 | 82.158 | 82.408 | 0.000 | ||
| 2058 | 2011.02.08 18:56 | modify | 361 | 0.05 | 82.158 | 82.108 | 0.000 | ||
| 2059 | 2011.02.08 21:12 | s/l | 361 | 0.05 | 82.108 | 82.108 | 0.000 | 3.04 | 10738.83 |
| 2060 | 2011.02.09 11:46 | buy | 362 | 0.10 | 82.506 | 0.000 | 0.000 | ||
| 2061 | 2011.02.09 11:46 | modify | 362 | 0.10 | 82.506 | 82.256 | 0.000 | ||
| 2062 | 2011.02.09 13:00 | close | 362 | 0.05 | 82.551 | 82.256 | 0.000 | 2.73 | 10741.56 |
| 2063 | 2011.02.09 13:00 | buy | 363 | 0.05 | 82.506 | 82.256 | 0.000 | ||
| 2064 | 2011.02.09 17:42 | close | 363 | 0.03 | 82.376 | 82.256 | 0.000 | -4.73 | 10736.83 |
| 2065 | 2011.02.09 17:42 | buy | 364 | 0.02 | 82.506 | 82.256 | 0.000 | ||
| 2066 | 2011.02.09 18:01 | close | 364 | 0.02 | 82.285 | 82.256 | 0.000 | -5.37 | 10731.46 |
| 2067 | 2011.02.10 09:44 | buy | 365 | 0.10 | 82.662 | 0.000 | 0.000 | ||
| 2068 | 2011.02.10 09:44 | modify | 365 | 0.10 | 82.662 | 82.412 | 0.000 | ||
| 2069 | 2011.02.10 11:00 | close | 365 | 0.05 | 82.628 | 82.412 | 0.000 | -2.06 | 10729.40 |
| 2070 | 2011.02.10 11:00 | buy | 366 | 0.05 | 82.662 | 82.412 | 0.000 | ||
| 2071 | 2011.02.10 16:35 | modify | 366 | 0.05 | 82.662 | 82.712 | 0.000 | ||
| 2072 | 2011.02.10 18:47 | modify | 366 | 0.05 | 82.662 | 82.815 | 0.000 | ||
| 2073 | 2011.02.10 22:25 | modify | 366 | 0.05 | 82.662 | 82.825 | 0.000 | ||
| 2074 | 2011.02.10 22:25 | modify | 366 | 0.05 | 82.662 | 82.837 | 0.000 | ||
| 2075 | 2011.02.10 22:27 | modify | 366 | 0.05 | 82.662 | 82.848 | 0.000 | ||
| 2076 | 2011.02.10 22:29 | modify | 366 | 0.05 | 82.662 | 82.859 | 0.000 | ||
| 2077 | 2011.02.10 22:29 | modify | 366 | 0.05 | 82.662 | 82.869 | 0.000 | ||
| 2078 | 2011.02.10 22:33 | modify | 366 | 0.05 | 82.662 | 82.882 | 0.000 | ||
| 2079 | 2011.02.10 22:33 | modify | 366 | 0.05 | 82.662 | 82.893 | 0.000 | ||
| 2080 | 2011.02.11 02:15 | modify | 366 | 0.05 | 82.662 | 82.906 | 0.000 | ||
| 2081 | 2011.02.11 02:17 | modify | 366 | 0.05 | 82.662 | 82.917 | 0.000 | ||
| 2082 | 2011.02.11 06:05 | modify | 366 | 0.05 | 82.662 | 82.928 | 0.000 | ||
| 2083 | 2011.02.11 06:50 | modify | 366 | 0.05 | 82.662 | 82.938 | 0.000 | ||
| 2084 | 2011.02.11 06:51 | modify | 366 | 0.05 | 82.662 | 82.949 | 0.000 | ||
| 2085 | 2011.02.11 06:52 | modify | 366 | 0.05 | 82.662 | 82.960 | 0.000 | ||
| 2086 | 2011.02.11 06:52 | modify | 366 | 0.05 | 82.662 | 82.971 | 0.000 | ||
| 2087 | 2011.02.11 08:00 | close | 366 | 0.05 | 83.443 | 82.971 | 0.000 | 47.05 | 10776.45 |
| 2088 | 2011.02.14 05:38 | sell | 367 | 0.10 | 83.177 | 0.000 | 0.000 | ||
| 2089 | 2011.02.14 05:38 | modify | 367 | 0.10 | 83.177 | 83.427 | 0.000 | ||
| 2090 | 2011.02.14 08:00 | close | 367 | 0.05 | 83.229 | 83.427 | 0.000 | -3.12 | 10773.33 |
| 2091 | 2011.02.14 08:00 | sell | 368 | 0.05 | 83.177 | 83.427 | 0.000 | ||
| 2092 | 2011.02.14 15:00 | close | 368 | 0.05 | 83.406 | 83.427 | 0.000 | -13.73 | 10759.60 |
| 2093 | 2011.02.15 09:10 | buy | 369 | 0.10 | 83.496 | 0.000 | 0.000 | ||
| 2094 | 2011.02.15 09:10 | modify | 369 | 0.10 | 83.496 | 83.246 | 0.000 | ||
| 2095 | 2011.02.15 16:23 | modify | 369 | 0.10 | 83.496 | 83.546 | 0.000 | ||
| 2096 | 2011.02.15 17:00 | close | 369 | 0.05 | 83.715 | 83.546 | 0.000 | 13.08 | 10772.68 |
| 2097 | 2011.02.15 17:00 | buy | 370 | 0.05 | 83.496 | 83.546 | 0.000 | ||
| 2098 | 2011.02.16 05:20 | close | 370 | 0.03 | 83.728 | 83.546 | 0.000 | 8.46 | 10781.14 |
| 2099 | 2011.02.16 05:20 | buy | 371 | 0.02 | 83.496 | 83.546 | 0.000 | ||
| 2100 | 2011.02.16 07:45 | close | 371 | 0.02 | 83.683 | 83.546 | 0.000 | 4.57 | 10785.71 |