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 |
| 2701 | 2011.07.12 11:00 | modify | 496 | 0.05 | 80.489 | 80.142 | 0.000 | ||
| 2702 | 2011.07.12 11:01 | modify | 496 | 0.05 | 80.489 | 80.129 | 0.000 | ||
| 2703 | 2011.07.12 11:01 | modify | 496 | 0.05 | 80.489 | 80.116 | 0.000 | ||
| 2704 | 2011.07.12 11:01 | modify | 496 | 0.05 | 80.489 | 80.103 | 0.000 | ||
| 2705 | 2011.07.12 11:01 | modify | 496 | 0.05 | 80.489 | 80.090 | 0.000 | ||
| 2706 | 2011.07.12 11:01 | modify | 496 | 0.05 | 80.489 | 80.077 | 0.000 | ||
| 2707 | 2011.07.12 11:01 | modify | 496 | 0.05 | 80.489 | 80.064 | 0.000 | ||
| 2708 | 2011.07.12 11:01 | modify | 496 | 0.05 | 80.489 | 80.050 | 0.000 | ||
| 2709 | 2011.07.12 11:01 | modify | 496 | 0.05 | 80.489 | 80.037 | 0.000 | ||
| 2710 | 2011.07.12 11:01 | modify | 496 | 0.05 | 80.489 | 80.027 | 0.000 | ||
| 2711 | 2011.07.12 11:02 | modify | 496 | 0.05 | 80.489 | 80.016 | 0.000 | ||
| 2712 | 2011.07.12 11:02 | modify | 496 | 0.05 | 80.489 | 80.004 | 0.000 | ||
| 2713 | 2011.07.12 11:02 | modify | 496 | 0.05 | 80.489 | 79.991 | 0.000 | ||
| 2714 | 2011.07.12 11:02 | modify | 496 | 0.05 | 80.489 | 79.978 | 0.000 | ||
| 2715 | 2011.07.12 11:02 | modify | 496 | 0.05 | 80.489 | 79.965 | 0.000 | ||
| 2716 | 2011.07.12 11:02 | modify | 496 | 0.05 | 80.489 | 79.952 | 0.000 | ||
| 2717 | 2011.07.12 11:02 | modify | 496 | 0.05 | 80.489 | 79.937 | 0.000 | ||
| 2718 | 2011.07.12 11:02 | modify | 496 | 0.05 | 80.489 | 79.925 | 0.000 | ||
| 2719 | 2011.07.12 11:02 | modify | 496 | 0.05 | 80.489 | 79.912 | 0.000 | ||
| 2720 | 2011.07.12 11:02 | modify | 496 | 0.05 | 80.489 | 79.899 | 0.000 | ||
| 2721 | 2011.07.12 11:02 | modify | 496 | 0.05 | 80.489 | 79.883 | 0.000 | ||
| 2722 | 2011.07.12 11:02 | modify | 496 | 0.05 | 80.489 | 79.867 | 0.000 | ||
| 2723 | 2011.07.12 11:02 | modify | 496 | 0.05 | 80.489 | 79.851 | 0.000 | ||
| 2724 | 2011.07.12 11:02 | modify | 496 | 0.05 | 80.489 | 79.835 | 0.000 | ||
| 2725 | 2011.07.12 11:02 | modify | 496 | 0.05 | 80.489 | 79.819 | 0.000 | ||
| 2726 | 2011.07.12 11:03 | modify | 496 | 0.05 | 80.489 | 79.807 | 0.000 | ||
| 2727 | 2011.07.12 11:03 | modify | 496 | 0.05 | 80.489 | 79.794 | 0.000 | ||
| 2728 | 2011.07.12 11:03 | modify | 496 | 0.05 | 80.489 | 79.780 | 0.000 | ||
| 2729 | 2011.07.12 11:03 | modify | 496 | 0.05 | 80.489 | 79.766 | 0.000 | ||
| 2730 | 2011.07.12 11:03 | modify | 496 | 0.05 | 80.489 | 79.754 | 0.000 | ||
| 2731 | 2011.07.12 11:03 | modify | 496 | 0.05 | 80.489 | 79.741 | 0.000 | ||
| 2732 | 2011.07.12 11:03 | modify | 496 | 0.05 | 80.489 | 79.728 | 0.000 | ||
| 2733 | 2011.07.12 11:03 | modify | 496 | 0.05 | 80.489 | 79.716 | 0.000 | ||
| 2734 | 2011.07.12 11:03 | modify | 496 | 0.05 | 80.489 | 79.703 | 0.000 | ||
| 2735 | 2011.07.12 11:04 | modify | 496 | 0.05 | 80.489 | 79.688 | 0.000 | ||
| 2736 | 2011.07.12 11:04 | modify | 496 | 0.05 | 80.489 | 79.673 | 0.000 | ||
| 2737 | 2011.07.12 11:04 | modify | 496 | 0.05 | 80.489 | 79.659 | 0.000 | ||
| 2738 | 2011.07.12 11:04 | modify | 496 | 0.05 | 80.489 | 79.649 | 0.000 | ||
| 2739 | 2011.07.12 11:04 | modify | 496 | 0.05 | 80.489 | 79.634 | 0.000 | ||
| 2740 | 2011.07.12 11:04 | modify | 496 | 0.05 | 80.489 | 79.623 | 0.000 | ||
| 2741 | 2011.07.12 11:35 | s/l | 496 | 0.05 | 79.623 | 79.623 | 0.000 | 53.88 | 10954.59 |
| 2742 | 2011.07.18 09:58 | sell | 497 | 0.10 | 78.945 | 0.000 | 0.000 | ||
| 2743 | 2011.07.18 09:58 | modify | 497 | 0.10 | 78.945 | 79.195 | 0.000 | ||
| 2744 | 2011.07.18 13:00 | close | 497 | 0.05 | 79.066 | 79.195 | 0.000 | -7.65 | 10946.94 |
| 2745 | 2011.07.18 13:00 | sell | 498 | 0.05 | 78.945 | 79.195 | 0.000 | ||
| 2746 | 2011.07.18 14:33 | close | 498 | 0.05 | 79.114 | 79.195 | 0.000 | -10.68 | 10936.26 |
| 2747 | 2011.07.19 13:30 | sell | 499 | 0.10 | 78.940 | 0.000 | 0.000 | ||
| 2748 | 2011.07.19 13:30 | modify | 499 | 0.10 | 78.940 | 79.190 | 0.000 | ||
| 2749 | 2011.07.19 15:31 | close | 499 | 0.05 | 79.080 | 79.190 | 0.000 | -8.85 | 10927.41 |
| 2750 | 2011.07.19 15:31 | sell | 500 | 0.05 | 78.940 | 79.190 | 0.000 | ||
| 2751 | 2011.07.19 21:13 | close | 500 | 0.03 | 79.025 | 79.190 | 0.000 | -3.23 | 10924.18 |
| 2752 | 2011.07.19 21:13 | sell | 501 | 0.02 | 78.940 | 79.190 | 0.000 | ||
| 2753 | 2011.07.19 21:16 | close | 501 | 0.02 | 79.072 | 79.190 | 0.000 | -3.34 | 10920.84 |
| 2754 | 2011.07.19 22:16 | buy | 502 | 0.10 | 79.241 | 0.000 | 0.000 | ||
| 2755 | 2011.07.19 22:16 | modify | 502 | 0.10 | 79.241 | 78.991 | 0.000 | ||
| 2756 | 2011.07.20 01:00 | close | 502 | 0.05 | 79.155 | 78.991 | 0.000 | -5.18 | 10915.66 |
| 2757 | 2011.07.20 01:00 | buy | 503 | 0.05 | 79.241 | 78.991 | 0.000 | ||
| 2758 | 2011.07.20 08:35 | close | 503 | 0.03 | 79.043 | 78.991 | 0.000 | -7.36 | 10908.31 |
| 2759 | 2011.07.20 08:35 | buy | 504 | 0.02 | 79.241 | 78.991 | 0.000 | ||
| 2760 | 2011.07.20 09:19 | close | 504 | 0.02 | 79.051 | 78.991 | 0.000 | -4.71 | 10903.60 |
| 2761 | 2011.07.21 04:05 | sell | 505 | 0.10 | 78.680 | 0.000 | 0.000 | ||
| 2762 | 2011.07.21 04:05 | modify | 505 | 0.10 | 78.680 | 78.930 | 0.000 | ||
| 2763 | 2011.07.21 08:15 | close | 505 | 0.05 | 78.798 | 78.930 | 0.000 | -7.49 | 10896.11 |
| 2764 | 2011.07.21 08:15 | sell | 506 | 0.05 | 78.680 | 78.930 | 0.000 | ||
| 2765 | 2011.07.21 08:16 | close | 506 | 0.05 | 78.838 | 78.930 | 0.000 | -10.02 | 10886.09 |
| 2766 | 2011.07.21 16:39 | sell | 507 | 0.10 | 78.606 | 0.000 | 0.000 | ||
| 2767 | 2011.07.21 16:39 | modify | 507 | 0.10 | 78.606 | 78.856 | 0.000 | ||
| 2768 | 2011.07.21 18:22 | close | 507 | 0.05 | 78.351 | 78.856 | 0.000 | 16.27 | 10902.36 |
| 2769 | 2011.07.21 18:22 | sell | 508 | 0.05 | 78.606 | 78.856 | 0.000 | ||
| 2770 | 2011.07.22 00:06 | modify | 508 | 0.05 | 78.606 | 78.556 | 0.000 | ||
| 2771 | 2011.07.22 01:21 | s/l | 508 | 0.05 | 78.556 | 78.556 | 0.000 | 2.68 | 10905.04 |
| 2772 | 2011.07.25 12:46 | sell | 509 | 0.10 | 78.121 | 0.000 | 0.000 | ||
| 2773 | 2011.07.25 12:46 | modify | 509 | 0.10 | 78.121 | 78.371 | 0.000 | ||
| 2774 | 2011.07.25 16:00 | close | 509 | 0.05 | 78.215 | 78.371 | 0.000 | -6.01 | 10899.03 |
| 2775 | 2011.07.25 16:00 | sell | 510 | 0.05 | 78.121 | 78.371 | 0.000 | ||
| 2776 | 2011.07.25 17:59 | s/l | 510 | 0.05 | 78.371 | 78.371 | 0.000 | -15.95 | 10883.08 |
| 2777 | 2011.07.26 04:04 | sell | 511 | 0.10 | 78.042 | 0.000 | 0.000 | ||
| 2778 | 2011.07.26 04:04 | modify | 511 | 0.10 | 78.042 | 78.292 | 0.000 | ||
| 2779 | 2011.07.26 04:58 | close | 511 | 0.05 | 77.941 | 78.292 | 0.000 | 6.48 | 10889.56 |
| 2780 | 2011.07.26 04:58 | sell | 512 | 0.05 | 78.042 | 78.292 | 0.000 | ||
| 2781 | 2011.07.26 05:07 | s/l | 512 | 0.05 | 78.292 | 78.292 | 0.000 | -15.96 | 10873.60 |
| 2782 | 2011.07.26 21:05 | sell | 513 | 0.10 | 77.883 | 0.000 | 0.000 | ||
| 2783 | 2011.07.26 21:05 | modify | 513 | 0.10 | 77.883 | 78.133 | 0.000 | ||
| 2784 | 2011.07.27 08:35 | close | 513 | 0.05 | 77.704 | 78.133 | 0.000 | 11.02 | 10884.62 |
| 2785 | 2011.07.27 08:35 | sell | 514 | 0.05 | 77.883 | 78.133 | 0.000 | ||
| 2786 | 2011.07.27 14:29 | close | 514 | 0.03 | 77.896 | 78.133 | 0.000 | -0.80 | 10883.82 |
| 2787 | 2011.07.27 14:29 | sell | 515 | 0.02 | 77.883 | 78.133 | 0.000 | ||
| 2788 | 2011.07.27 17:47 | close | 515 | 0.02 | 77.925 | 78.133 | 0.000 | -1.28 | 10882.54 |
| 2789 | 2011.07.29 05:26 | sell | 516 | 0.10 | 77.619 | 0.000 | 0.000 | ||
| 2790 | 2011.07.29 05:26 | modify | 516 | 0.10 | 77.619 | 77.869 | 0.000 | ||
| 2791 | 2011.07.29 05:39 | close | 516 | 0.05 | 77.516 | 77.869 | 0.000 | 6.64 | 10889.18 |
| 2792 | 2011.07.29 05:39 | sell | 517 | 0.05 | 77.619 | 77.869 | 0.000 | ||
| 2793 | 2011.07.29 08:00 | close | 517 | 0.05 | 77.511 | 77.869 | 0.000 | 6.97 | 10896.15 |
| 2794 | 2011.08.03 16:45 | sell | 518 | 0.10 | 76.948 | 0.000 | 0.000 | ||
| 2795 | 2011.08.03 16:45 | modify | 518 | 0.10 | 76.948 | 77.198 | 0.000 | ||
| 2796 | 2011.08.03 19:00 | close | 518 | 0.05 | 76.866 | 77.198 | 0.000 | 5.33 | 10901.48 |
| 2797 | 2011.08.03 19:00 | sell | 519 | 0.05 | 76.948 | 77.198 | 0.000 | ||
| 2798 | 2011.08.04 01:50 | close | 519 | 0.05 | 77.169 | 77.198 | 0.000 | -15.81 | 10885.67 |
| 2799 | 2011.08.15 03:17 | buy | 520 | 0.10 | 77.020 | 0.000 | 0.000 | ||
| 2800 | 2011.08.15 03:17 | modify | 520 | 0.10 | 77.020 | 76.770 | 0.000 | ||
| 2801 | 2011.08.15 07:00 | close | 520 | 0.05 | 76.820 | 76.770 | 0.000 | -13.02 | 10872.65 |
| 2802 | 2011.08.15 07:00 | buy | 521 | 0.05 | 77.020 | 76.770 | 0.000 | ||
| 2803 | 2011.08.15 15:12 | s/l | 521 | 0.05 | 76.770 | 76.770 | 0.000 | -16.28 | 10856.37 |
| 2804 | 2011.08.17 09:01 | sell | 522 | 0.10 | 76.619 | 0.000 | 0.000 | ||
| 2805 | 2011.08.17 09:01 | modify | 522 | 0.10 | 76.619 | 76.869 | 0.000 | ||
| 2806 | 2011.08.17 11:00 | close | 522 | 0.05 | 76.603 | 76.869 | 0.000 | 1.04 | 10857.41 |
| 2807 | 2011.08.17 11:00 | sell | 523 | 0.05 | 76.619 | 76.869 | 0.000 | ||
| 2808 | 2011.08.17 23:48 | close | 523 | 0.03 | 76.559 | 76.869 | 0.000 | 2.35 | 10859.76 |
| 2809 | 2011.08.17 23:48 | sell | 524 | 0.02 | 76.619 | 76.869 | 0.000 | ||
| 2810 | 2011.08.17 23:58 | close | 524 | 0.02 | 76.588 | 76.869 | 0.000 | 0.81 | 10860.57 |
| 2811 | 2011.08.19 03:11 | buy | 525 | 0.10 | 76.716 | 0.000 | 0.000 | ||
| 2812 | 2011.08.19 03:11 | modify | 525 | 0.10 | 76.716 | 76.466 | 0.000 | ||
| 2813 | 2011.08.19 03:11 | close | 525 | 0.05 | 76.822 | 76.466 | 0.000 | 6.90 | 10867.47 |
| 2814 | 2011.08.19 03:11 | buy | 526 | 0.05 | 76.716 | 76.466 | 0.000 | ||
| 2815 | 2011.08.19 07:01 | s/l | 526 | 0.05 | 76.466 | 76.466 | 0.000 | -16.35 | 10851.12 |
| 2816 | 2011.08.23 11:07 | sell | 527 | 0.10 | 76.630 | 0.000 | 0.000 | ||
| 2817 | 2011.08.23 11:07 | modify | 527 | 0.10 | 76.630 | 76.880 | 0.000 | ||
| 2818 | 2011.08.23 12:00 | close | 527 | 0.05 | 76.654 | 76.880 | 0.000 | -1.57 | 10849.55 |
| 2819 | 2011.08.23 12:00 | sell | 528 | 0.05 | 76.630 | 76.880 | 0.000 | ||
| 2820 | 2011.08.23 22:06 | close | 528 | 0.05 | 76.726 | 76.880 | 0.000 | -6.26 | 10843.29 |
| 2821 | 2011.08.24 20:20 | buy | 529 | 0.10 | 76.875 | 0.000 | 0.000 | ||
| 2822 | 2011.08.24 20:20 | modify | 529 | 0.10 | 76.875 | 76.625 | 0.000 | ||
| 2823 | 2011.08.24 20:27 | close | 529 | 0.05 | 76.977 | 76.625 | 0.000 | 6.63 | 10849.92 |
| 2824 | 2011.08.24 20:27 | buy | 530 | 0.05 | 76.875 | 76.625 | 0.000 | ||
| 2825 | 2011.08.25 13:57 | modify | 530 | 0.05 | 76.875 | 76.925 | 0.000 | ||
| 2826 | 2011.08.25 20:44 | modify | 530 | 0.05 | 76.875 | 77.026 | 0.000 | ||
| 2827 | 2011.08.25 20:45 | modify | 530 | 0.05 | 76.875 | 77.037 | 0.000 | ||
| 2828 | 2011.08.25 20:45 | modify | 530 | 0.05 | 76.875 | 77.049 | 0.000 | ||
| 2829 | 2011.08.25 20:45 | modify | 530 | 0.05 | 76.875 | 77.060 | 0.000 | ||
| 2830 | 2011.08.25 20:45 | modify | 530 | 0.05 | 76.875 | 77.072 | 0.000 | ||
| 2831 | 2011.08.25 20:45 | modify | 530 | 0.05 | 76.875 | 77.083 | 0.000 | ||
| 2832 | 2011.08.25 20:45 | modify | 530 | 0.05 | 76.875 | 77.095 | 0.000 | ||
| 2833 | 2011.08.25 20:46 | modify | 530 | 0.05 | 76.875 | 77.105 | 0.000 | ||
| 2834 | 2011.08.25 20:47 | modify | 530 | 0.05 | 76.875 | 77.118 | 0.000 | ||
| 2835 | 2011.08.25 20:47 | modify | 530 | 0.05 | 76.875 | 77.129 | 0.000 | ||
| 2836 | 2011.08.25 20:47 | modify | 530 | 0.05 | 76.875 | 77.140 | 0.000 | ||
| 2837 | 2011.08.25 20:47 | modify | 530 | 0.05 | 76.875 | 77.151 | 0.000 | ||
| 2838 | 2011.08.25 20:54 | modify | 530 | 0.05 | 76.875 | 77.162 | 0.000 | ||
| 2839 | 2011.08.25 20:55 | modify | 530 | 0.05 | 76.875 | 77.174 | 0.000 | ||
| 2840 | 2011.08.25 20:55 | modify | 530 | 0.05 | 76.875 | 77.185 | 0.000 | ||
| 2841 | 2011.08.25 20:55 | modify | 530 | 0.05 | 76.875 | 77.196 | 0.000 | ||
| 2842 | 2011.08.25 20:55 | modify | 530 | 0.05 | 76.875 | 77.206 | 0.000 | ||
| 2843 | 2011.08.25 21:01 | modify | 530 | 0.05 | 76.875 | 77.217 | 0.000 | ||
| 2844 | 2011.08.25 21:01 | modify | 530 | 0.05 | 76.875 | 77.228 | 0.000 | ||
| 2845 | 2011.08.26 08:00 | close | 530 | 0.05 | 77.269 | 77.228 | 0.000 | 26.50 | 10876.43 |
| 2846 | 2011.08.31 04:52 | sell | 531 | 0.10 | 76.590 | 0.000 | 0.000 | ||
| 2847 | 2011.08.31 04:52 | modify | 531 | 0.10 | 76.590 | 76.840 | 0.000 | ||
| 2848 | 2011.08.31 09:00 | close | 531 | 0.05 | 76.558 | 76.840 | 0.000 | 2.09 | 10878.52 |
| 2849 | 2011.08.31 09:00 | sell | 532 | 0.05 | 76.590 | 76.840 | 0.000 | ||
| 2850 | 2011.08.31 16:43 | close | 532 | 0.03 | 76.628 | 76.840 | 0.000 | -1.49 | 10877.03 |