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 |
| 2551 | 2011.05.27 02:56 | modify | 453 | 0.05 | 81.785 | 81.601 | 0.000 | ||
| 2552 | 2011.05.27 02:56 | modify | 453 | 0.05 | 81.785 | 81.590 | 0.000 | ||
| 2553 | 2011.05.27 02:56 | modify | 453 | 0.05 | 81.785 | 81.578 | 0.000 | ||
| 2554 | 2011.05.27 02:56 | modify | 453 | 0.05 | 81.785 | 81.566 | 0.000 | ||
| 2555 | 2011.05.27 02:56 | modify | 453 | 0.05 | 81.785 | 81.555 | 0.000 | ||
| 2556 | 2011.05.27 02:58 | modify | 453 | 0.05 | 81.785 | 81.544 | 0.000 | ||
| 2557 | 2011.05.27 04:15 | modify | 453 | 0.05 | 81.785 | 81.533 | 0.000 | ||
| 2558 | 2011.05.27 04:24 | modify | 453 | 0.05 | 81.785 | 81.522 | 0.000 | ||
| 2559 | 2011.05.27 04:26 | modify | 453 | 0.05 | 81.785 | 81.511 | 0.000 | ||
| 2560 | 2011.05.27 04:27 | modify | 453 | 0.05 | 81.785 | 81.500 | 0.000 | ||
| 2561 | 2011.05.27 04:27 | modify | 453 | 0.05 | 81.785 | 81.489 | 0.000 | ||
| 2562 | 2011.05.27 04:28 | modify | 453 | 0.05 | 81.785 | 81.477 | 0.000 | ||
| 2563 | 2011.05.27 04:34 | modify | 453 | 0.05 | 81.785 | 81.466 | 0.000 | ||
| 2564 | 2011.05.27 06:14 | modify | 453 | 0.05 | 81.785 | 81.455 | 0.000 | ||
| 2565 | 2011.05.27 06:17 | modify | 453 | 0.05 | 81.785 | 81.443 | 0.000 | ||
| 2566 | 2011.05.27 06:18 | modify | 453 | 0.05 | 81.785 | 81.432 | 0.000 | ||
| 2567 | 2011.05.27 06:18 | modify | 453 | 0.05 | 81.785 | 81.421 | 0.000 | ||
| 2568 | 2011.05.27 06:24 | modify | 453 | 0.05 | 81.785 | 81.410 | 0.000 | ||
| 2569 | 2011.05.27 06:25 | modify | 453 | 0.05 | 81.785 | 81.399 | 0.000 | ||
| 2570 | 2011.05.27 06:25 | modify | 453 | 0.05 | 81.785 | 81.388 | 0.000 | ||
| 2571 | 2011.05.27 06:32 | modify | 453 | 0.05 | 81.785 | 81.377 | 0.000 | ||
| 2572 | 2011.05.27 06:33 | modify | 453 | 0.05 | 81.785 | 81.366 | 0.000 | ||
| 2573 | 2011.05.27 06:35 | modify | 453 | 0.05 | 81.785 | 81.355 | 0.000 | ||
| 2574 | 2011.05.27 06:35 | modify | 453 | 0.05 | 81.785 | 81.344 | 0.000 | ||
| 2575 | 2011.05.27 08:00 | close | 453 | 0.05 | 81.049 | 81.344 | 0.000 | 44.90 | 10956.72 |
| 2576 | 2011.05.31 01:29 | buy | 454 | 0.10 | 81.011 | 0.000 | 0.000 | ||
| 2577 | 2011.05.31 01:29 | modify | 454 | 0.10 | 81.011 | 80.761 | 0.000 | ||
| 2578 | 2011.05.31 02:36 | close | 454 | 0.10 | 80.804 | 80.761 | 0.000 | -25.62 | 10931.10 |
| 2579 | 2011.05.31 05:15 | sell | 455 | 0.10 | 80.709 | 0.000 | 0.000 | ||
| 2580 | 2011.05.31 05:15 | modify | 455 | 0.10 | 80.709 | 80.959 | 0.000 | ||
| 2581 | 2011.05.31 05:27 | s/l | 455 | 0.10 | 80.959 | 80.959 | 0.000 | -30.88 | 10900.22 |
| 2582 | 2011.06.01 15:16 | sell | 456 | 0.10 | 81.142 | 0.000 | 0.000 | ||
| 2583 | 2011.06.01 15:16 | modify | 456 | 0.10 | 81.142 | 81.392 | 0.000 | ||
| 2584 | 2011.06.01 15:16 | close | 456 | 0.05 | 81.038 | 81.392 | 0.000 | 6.42 | 10906.64 |
| 2585 | 2011.06.01 15:16 | sell | 457 | 0.05 | 81.142 | 81.392 | 0.000 | ||
| 2586 | 2011.06.01 17:01 | modify | 457 | 0.05 | 81.142 | 81.092 | 0.000 | ||
| 2587 | 2011.06.02 03:05 | close | 457 | 0.05 | 81.015 | 81.092 | 0.000 | 6.35 | 10912.99 |
| 2588 | 2011.06.07 22:09 | sell | 458 | 0.10 | 80.029 | 0.000 | 0.000 | ||
| 2589 | 2011.06.07 22:09 | modify | 458 | 0.10 | 80.029 | 80.279 | 0.000 | ||
| 2590 | 2011.06.08 01:00 | close | 458 | 0.05 | 80.116 | 80.279 | 0.000 | -5.93 | 10907.06 |
| 2591 | 2011.06.08 01:00 | sell | 459 | 0.05 | 80.029 | 80.279 | 0.000 | ||
| 2592 | 2011.06.08 08:04 | close | 459 | 0.03 | 80.169 | 80.279 | 0.000 | -5.54 | 10901.52 |
| 2593 | 2011.06.08 08:04 | sell | 460 | 0.02 | 80.029 | 80.279 | 0.000 | ||
| 2594 | 2011.06.08 21:58 | close | 460 | 0.02 | 79.931 | 80.279 | 0.000 | 2.25 | 10903.78 |
| 2595 | 2011.06.09 06:06 | buy | 461 | 0.10 | 80.275 | 0.000 | 0.000 | ||
| 2596 | 2011.06.09 06:06 | modify | 461 | 0.10 | 80.275 | 80.025 | 0.000 | ||
| 2597 | 2011.06.09 06:52 | s/l | 461 | 0.10 | 80.025 | 80.025 | 0.000 | -31.24 | 10872.54 |
| 2598 | 2011.06.09 20:20 | buy | 462 | 0.10 | 80.300 | 0.000 | 0.000 | ||
| 2599 | 2011.06.09 20:20 | modify | 462 | 0.10 | 80.300 | 80.050 | 0.000 | ||
| 2600 | 2011.06.09 20:51 | close | 462 | 0.05 | 80.401 | 80.050 | 0.000 | 6.28 | 10878.82 |
| 2601 | 2011.06.09 20:51 | buy | 463 | 0.05 | 80.300 | 80.050 | 0.000 | ||
| 2602 | 2011.06.10 04:05 | close | 463 | 0.03 | 80.131 | 80.050 | 0.000 | -6.18 | 10872.64 |
| 2603 | 2011.06.10 04:05 | buy | 464 | 0.02 | 80.300 | 80.050 | 0.000 | ||
| 2604 | 2011.06.10 04:11 | s/l | 464 | 0.02 | 80.050 | 80.050 | 0.000 | -6.15 | 10866.49 |
| 2605 | 2011.06.13 03:56 | buy | 465 | 0.10 | 80.455 | 0.000 | 0.000 | ||
| 2606 | 2011.06.13 03:56 | modify | 465 | 0.10 | 80.455 | 80.205 | 0.000 | ||
| 2607 | 2011.06.13 04:23 | close | 465 | 0.05 | 80.589 | 80.205 | 0.000 | 8.31 | 10874.80 |
| 2608 | 2011.06.13 04:23 | buy | 466 | 0.05 | 80.455 | 80.205 | 0.000 | ||
| 2609 | 2011.06.13 14:34 | close | 466 | 0.05 | 80.244 | 80.205 | 0.000 | -13.15 | 10861.65 |
| 2610 | 2011.06.14 15:46 | buy | 467 | 0.10 | 80.494 | 0.000 | 0.000 | ||
| 2611 | 2011.06.14 15:46 | modify | 467 | 0.10 | 80.494 | 80.244 | 0.000 | ||
| 2612 | 2011.06.14 21:00 | close | 467 | 0.05 | 80.494 | 80.244 | 0.000 | 0.00 | 10861.65 |
| 2613 | 2011.06.14 21:00 | buy | 468 | 0.05 | 80.494 | 80.244 | 0.000 | ||
| 2614 | 2011.06.15 04:02 | close | 468 | 0.03 | 80.461 | 80.244 | 0.000 | -1.08 | 10860.57 |
| 2615 | 2011.06.15 04:02 | buy | 469 | 0.02 | 80.494 | 80.244 | 0.000 | ||
| 2616 | 2011.06.15 04:25 | close | 469 | 0.02 | 80.428 | 80.244 | 0.000 | -1.54 | 10859.03 |
| 2617 | 2011.06.15 10:40 | buy | 470 | 0.10 | 80.640 | 0.000 | 0.000 | ||
| 2618 | 2011.06.15 10:40 | modify | 470 | 0.10 | 80.640 | 80.390 | 0.000 | ||
| 2619 | 2011.06.15 11:52 | close | 470 | 0.05 | 80.741 | 80.390 | 0.000 | 6.25 | 10865.28 |
| 2620 | 2011.06.15 11:52 | buy | 471 | 0.05 | 80.640 | 80.390 | 0.000 | ||
| 2621 | 2011.06.15 15:33 | modify | 471 | 0.05 | 80.640 | 80.690 | 0.000 | ||
| 2622 | 2011.06.15 16:35 | s/l | 471 | 0.05 | 80.690 | 80.690 | 0.000 | 3.10 | 10868.38 |
| 2623 | 2011.06.22 16:42 | sell | 472 | 0.10 | 80.043 | 0.000 | 0.000 | ||
| 2624 | 2011.06.22 16:42 | modify | 472 | 0.10 | 80.043 | 80.293 | 0.000 | ||
| 2625 | 2011.06.22 18:00 | close | 472 | 0.05 | 80.077 | 80.293 | 0.000 | -2.12 | 10866.26 |
| 2626 | 2011.06.22 18:00 | sell | 473 | 0.05 | 80.043 | 80.293 | 0.000 | ||
| 2627 | 2011.06.22 20:46 | close | 473 | 0.03 | 80.244 | 80.293 | 0.000 | -7.51 | 10858.75 |
| 2628 | 2011.06.22 20:46 | sell | 474 | 0.02 | 80.043 | 80.293 | 0.000 | ||
| 2629 | 2011.06.22 20:56 | s/l | 474 | 0.02 | 80.293 | 80.293 | 0.000 | -6.23 | 10852.52 |
| 2630 | 2011.06.22 21:39 | buy | 475 | 0.10 | 80.339 | 0.000 | 0.000 | ||
| 2631 | 2011.06.22 21:39 | modify | 475 | 0.10 | 80.339 | 80.089 | 0.000 | ||
| 2632 | 2011.06.22 23:00 | close | 475 | 0.05 | 80.291 | 80.089 | 0.000 | -2.99 | 10849.53 |
| 2633 | 2011.06.22 23:00 | buy | 476 | 0.05 | 80.339 | 80.089 | 0.000 | ||
| 2634 | 2011.06.23 15:20 | modify | 476 | 0.05 | 80.339 | 80.389 | 0.000 | ||
| 2635 | 2011.06.23 18:35 | close | 476 | 0.03 | 80.436 | 80.389 | 0.000 | 4.07 | 10853.60 |
| 2636 | 2011.06.23 18:35 | buy | 477 | 0.02 | 80.339 | 80.389 | 0.000 | ||
| 2637 | 2011.06.23 18:46 | s/l | 477 | 0.02 | 80.389 | 80.389 | 0.000 | 1.54 | 10855.14 |
| 2638 | 2011.06.27 03:16 | buy | 478 | 0.10 | 80.622 | 0.000 | 0.000 | ||
| 2639 | 2011.06.27 03:16 | modify | 478 | 0.10 | 80.622 | 80.372 | 0.000 | ||
| 2640 | 2011.06.27 03:23 | close | 478 | 0.05 | 80.723 | 80.372 | 0.000 | 6.26 | 10861.40 |
| 2641 | 2011.06.27 03:23 | buy | 479 | 0.05 | 80.622 | 80.372 | 0.000 | ||
| 2642 | 2011.06.27 16:51 | modify | 479 | 0.05 | 80.622 | 80.672 | 0.000 | ||
| 2643 | 2011.06.28 01:42 | close | 479 | 0.03 | 80.784 | 80.672 | 0.000 | 6.17 | 10867.57 |
| 2644 | 2011.06.28 01:42 | buy | 480 | 0.02 | 80.622 | 80.672 | 0.000 | ||
| 2645 | 2011.06.28 02:58 | close | 480 | 0.02 | 80.748 | 80.672 | 0.000 | 3.22 | 10870.79 |
| 2646 | 2011.06.28 19:28 | buy | 481 | 0.10 | 80.986 | 0.000 | 0.000 | ||
| 2647 | 2011.06.28 19:28 | modify | 481 | 0.10 | 80.986 | 80.736 | 0.000 | ||
| 2648 | 2011.06.28 20:17 | close | 481 | 0.05 | 81.087 | 80.736 | 0.000 | 6.23 | 10877.02 |
| 2649 | 2011.06.28 20:17 | buy | 482 | 0.05 | 80.986 | 80.736 | 0.000 | ||
| 2650 | 2011.06.29 11:09 | close | 482 | 0.03 | 81.008 | 80.736 | 0.000 | 0.96 | 10877.98 |
| 2651 | 2011.06.29 11:09 | buy | 483 | 0.02 | 80.986 | 80.736 | 0.000 | ||
| 2652 | 2011.06.29 14:16 | close | 483 | 0.02 | 81.014 | 80.736 | 0.000 | 0.79 | 10878.77 |
| 2653 | 2011.06.30 04:15 | sell | 484 | 0.10 | 80.550 | 0.000 | 0.000 | ||
| 2654 | 2011.06.30 04:15 | modify | 484 | 0.10 | 80.550 | 80.800 | 0.000 | ||
| 2655 | 2011.06.30 05:51 | close | 484 | 0.05 | 80.417 | 80.800 | 0.000 | 8.27 | 10887.04 |
| 2656 | 2011.06.30 05:51 | sell | 485 | 0.05 | 80.550 | 80.800 | 0.000 | ||
| 2657 | 2011.06.30 16:47 | close | 485 | 0.03 | 80.512 | 80.800 | 0.000 | 1.42 | 10888.46 |
| 2658 | 2011.06.30 16:47 | sell | 486 | 0.02 | 80.550 | 80.800 | 0.000 | ||
| 2659 | 2011.06.30 16:48 | close | 486 | 0.02 | 80.548 | 80.800 | 0.000 | 0.05 | 10888.51 |
| 2660 | 2011.07.04 10:19 | sell | 487 | 0.10 | 80.542 | 0.000 | 0.000 | ||
| 2661 | 2011.07.04 10:19 | modify | 487 | 0.10 | 80.542 | 80.792 | 0.000 | ||
| 2662 | 2011.07.04 11:00 | close | 487 | 0.05 | 80.666 | 80.792 | 0.000 | -7.69 | 10880.82 |
| 2663 | 2011.07.04 11:00 | sell | 488 | 0.05 | 80.542 | 80.792 | 0.000 | ||
| 2664 | 2011.07.04 14:52 | s/l | 488 | 0.05 | 80.792 | 80.792 | 0.000 | -15.47 | 10865.35 |
| 2665 | 2011.07.05 04:18 | buy | 489 | 0.10 | 80.913 | 0.000 | 0.000 | ||
| 2666 | 2011.07.05 04:18 | modify | 489 | 0.10 | 80.913 | 80.663 | 0.000 | ||
| 2667 | 2011.07.05 04:26 | close | 489 | 0.05 | 81.015 | 80.663 | 0.000 | 6.30 | 10871.65 |
| 2668 | 2011.07.05 04:26 | buy | 490 | 0.05 | 80.913 | 80.663 | 0.000 | ||
| 2669 | 2011.07.05 21:09 | close | 490 | 0.03 | 81.057 | 80.663 | 0.000 | 5.33 | 10876.98 |
| 2670 | 2011.07.05 21:09 | buy | 491 | 0.02 | 80.913 | 80.663 | 0.000 | ||
| 2671 | 2011.07.05 21:21 | close | 491 | 0.02 | 81.026 | 80.663 | 0.000 | 2.79 | 10879.77 |
| 2672 | 2011.07.07 15:02 | buy | 492 | 0.10 | 81.103 | 0.000 | 0.000 | ||
| 2673 | 2011.07.07 15:02 | modify | 492 | 0.10 | 81.103 | 80.853 | 0.000 | ||
| 2674 | 2011.07.07 15:15 | close | 492 | 0.05 | 81.206 | 80.853 | 0.000 | 6.34 | 10886.11 |
| 2675 | 2011.07.07 15:15 | buy | 493 | 0.05 | 81.103 | 80.853 | 0.000 | ||
| 2676 | 2011.07.08 06:25 | close | 493 | 0.03 | 81.209 | 80.853 | 0.000 | 4.07 | 10890.18 |
| 2677 | 2011.07.08 06:25 | buy | 494 | 0.02 | 81.103 | 80.853 | 0.000 | ||
| 2678 | 2011.07.08 08:00 | close | 494 | 0.02 | 81.269 | 80.853 | 0.000 | 4.19 | 10894.37 |
| 2679 | 2011.07.11 15:15 | sell | 495 | 0.10 | 80.489 | 0.000 | 0.000 | ||
| 2680 | 2011.07.11 15:15 | modify | 495 | 0.10 | 80.489 | 80.739 | 0.000 | ||
| 2681 | 2011.07.11 15:20 | close | 495 | 0.05 | 80.387 | 80.739 | 0.000 | 6.34 | 10900.71 |
| 2682 | 2011.07.11 15:20 | sell | 496 | 0.05 | 80.489 | 80.739 | 0.000 | ||
| 2683 | 2011.07.11 21:19 | modify | 496 | 0.05 | 80.489 | 80.439 | 0.000 | ||
| 2684 | 2011.07.12 09:19 | modify | 496 | 0.05 | 80.489 | 80.336 | 0.000 | ||
| 2685 | 2011.07.12 09:19 | modify | 496 | 0.05 | 80.489 | 80.323 | 0.000 | ||
| 2686 | 2011.07.12 09:19 | modify | 496 | 0.05 | 80.489 | 80.311 | 0.000 | ||
| 2687 | 2011.07.12 09:35 | modify | 496 | 0.05 | 80.489 | 80.301 | 0.000 | ||
| 2688 | 2011.07.12 09:37 | modify | 496 | 0.05 | 80.489 | 80.290 | 0.000 | ||
| 2689 | 2011.07.12 10:09 | modify | 496 | 0.05 | 80.489 | 80.279 | 0.000 | ||
| 2690 | 2011.07.12 10:14 | modify | 496 | 0.05 | 80.489 | 80.268 | 0.000 | ||
| 2691 | 2011.07.12 10:24 | modify | 496 | 0.05 | 80.489 | 80.257 | 0.000 | ||
| 2692 | 2011.07.12 10:25 | modify | 496 | 0.05 | 80.489 | 80.246 | 0.000 | ||
| 2693 | 2011.07.12 10:25 | modify | 496 | 0.05 | 80.489 | 80.235 | 0.000 | ||
| 2694 | 2011.07.12 10:26 | modify | 496 | 0.05 | 80.489 | 80.223 | 0.000 | ||
| 2695 | 2011.07.12 10:43 | modify | 496 | 0.05 | 80.489 | 80.211 | 0.000 | ||
| 2696 | 2011.07.12 10:43 | modify | 496 | 0.05 | 80.489 | 80.197 | 0.000 | ||
| 2697 | 2011.07.12 10:43 | modify | 496 | 0.05 | 80.489 | 80.186 | 0.000 | ||
| 2698 | 2011.07.12 11:00 | modify | 496 | 0.05 | 80.489 | 80.176 | 0.000 | ||
| 2699 | 2011.07.12 11:00 | modify | 496 | 0.05 | 80.489 | 80.165 | 0.000 | ||
| 2700 | 2011.07.12 11:00 | modify | 496 | 0.05 | 80.489 | 80.155 | 0.000 | ||