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 |
| 2851 | 2011.08.31 16:43 | sell | 533 | 0.02 | 76.590 | 76.840 | 0.000 | ||
| 2852 | 2011.08.31 16:49 | close | 533 | 0.02 | 76.647 | 76.840 | 0.000 | -1.49 | 10875.54 |
| 2853 | 2011.08.31 17:59 | sell | 534 | 0.10 | 76.439 | 0.000 | 0.000 | ||
| 2854 | 2011.08.31 17:59 | modify | 534 | 0.10 | 76.439 | 76.689 | 0.000 | ||
| 2855 | 2011.08.31 21:00 | close | 534 | 0.05 | 76.522 | 76.689 | 0.000 | -5.42 | 10870.12 |
| 2856 | 2011.08.31 21:00 | sell | 535 | 0.05 | 76.439 | 76.689 | 0.000 | ||
| 2857 | 2011.08.31 23:40 | close | 535 | 0.05 | 76.651 | 76.689 | 0.000 | -13.83 | 10856.29 |
| 2858 | 2011.09.01 03:19 | buy | 536 | 0.10 | 76.839 | 0.000 | 0.000 | ||
| 2859 | 2011.09.01 03:19 | modify | 536 | 0.10 | 76.839 | 76.589 | 0.000 | ||
| 2860 | 2011.09.01 03:51 | close | 536 | 0.05 | 76.942 | 76.589 | 0.000 | 6.69 | 10862.98 |
| 2861 | 2011.09.01 03:51 | buy | 537 | 0.05 | 76.839 | 76.589 | 0.000 | ||
| 2862 | 2011.09.01 04:27 | modify | 537 | 0.05 | 76.839 | 76.889 | 0.000 | ||
| 2863 | 2011.09.01 07:09 | s/l | 537 | 0.05 | 76.889 | 76.889 | 0.000 | 3.26 | 10866.24 |
| 2864 | 2011.09.05 16:54 | buy | 538 | 0.10 | 76.949 | 0.000 | 0.000 | ||
| 2865 | 2011.09.05 16:54 | modify | 538 | 0.10 | 76.949 | 76.699 | 0.000 | ||
| 2866 | 2011.09.05 20:00 | close | 538 | 0.05 | 76.863 | 76.699 | 0.000 | -5.59 | 10860.65 |
| 2867 | 2011.09.05 20:00 | buy | 539 | 0.05 | 76.949 | 76.699 | 0.000 | ||
| 2868 | 2011.09.06 04:04 | close | 539 | 0.03 | 76.871 | 76.699 | 0.000 | -2.89 | 10857.76 |
| 2869 | 2011.09.06 04:04 | buy | 540 | 0.02 | 76.949 | 76.699 | 0.000 | ||
| 2870 | 2011.09.06 04:11 | close | 540 | 0.02 | 76.849 | 76.699 | 0.000 | -2.50 | 10855.26 |
| 2871 | 2011.09.06 11:10 | buy | 541 | 0.10 | 76.977 | 0.000 | 0.000 | ||
| 2872 | 2011.09.06 11:10 | modify | 541 | 0.10 | 76.977 | 76.727 | 0.000 | ||
| 2873 | 2011.09.06 11:11 | close | 541 | 0.05 | 77.078 | 76.727 | 0.000 | 6.55 | 10861.81 |
| 2874 | 2011.09.06 11:11 | buy | 542 | 0.05 | 76.977 | 76.727 | 0.000 | ||
| 2875 | 2011.09.06 11:46 | modify | 542 | 0.05 | 76.977 | 77.027 | 0.000 | ||
| 2876 | 2011.09.06 11:47 | modify | 542 | 0.05 | 76.977 | 77.131 | 0.000 | ||
| 2877 | 2011.09.06 11:47 | modify | 542 | 0.05 | 76.977 | 77.142 | 0.000 | ||
| 2878 | 2011.09.06 12:15 | s/l | 542 | 0.05 | 77.142 | 77.142 | 0.000 | 10.69 | 10872.50 |
| 2879 | 2011.09.08 19:40 | buy | 543 | 0.10 | 77.464 | 0.000 | 0.000 | ||
| 2880 | 2011.09.08 19:40 | modify | 543 | 0.10 | 77.464 | 77.214 | 0.000 | ||
| 2881 | 2011.09.08 20:41 | close | 543 | 0.05 | 77.574 | 77.214 | 0.000 | 7.09 | 10879.59 |
| 2882 | 2011.09.08 20:41 | buy | 544 | 0.05 | 77.464 | 77.214 | 0.000 | ||
| 2883 | 2011.09.09 08:00 | close | 544 | 0.05 | 77.454 | 77.214 | 0.000 | -0.40 | 10879.19 |
| 2884 | 2011.09.14 12:54 | sell | 545 | 0.10 | 76.796 | 0.000 | 0.000 | ||
| 2885 | 2011.09.14 12:54 | modify | 545 | 0.10 | 76.796 | 77.046 | 0.000 | ||
| 2886 | 2011.09.14 15:36 | close | 545 | 0.05 | 76.695 | 77.046 | 0.000 | 6.58 | 10885.77 |
| 2887 | 2011.09.14 15:36 | sell | 546 | 0.05 | 76.796 | 77.046 | 0.000 | ||
| 2888 | 2011.09.15 03:12 | close | 546 | 0.05 | 76.766 | 77.046 | 0.000 | 0.46 | 10886.23 |
| 2889 | 2011.09.15 13:06 | sell | 547 | 0.10 | 76.591 | 0.000 | 0.000 | ||
| 2890 | 2011.09.15 13:06 | modify | 547 | 0.10 | 76.591 | 76.841 | 0.000 | ||
| 2891 | 2011.09.15 15:38 | close | 547 | 0.05 | 76.730 | 76.841 | 0.000 | -9.06 | 10877.17 |
| 2892 | 2011.09.15 15:38 | sell | 548 | 0.05 | 76.591 | 76.841 | 0.000 | ||
| 2893 | 2011.09.15 15:41 | close | 548 | 0.05 | 76.774 | 76.841 | 0.000 | -11.92 | 10865.25 |
| 2894 | 2011.09.15 16:00 | buy | 549 | 0.10 | 76.959 | 0.000 | 0.000 | ||
| 2895 | 2011.09.15 16:00 | modify | 549 | 0.10 | 76.959 | 76.709 | 0.000 | ||
| 2896 | 2011.09.15 16:00 | close | 549 | 0.05 | 77.069 | 76.709 | 0.000 | 7.14 | 10872.39 |
| 2897 | 2011.09.15 16:00 | buy | 550 | 0.05 | 76.959 | 76.709 | 0.000 | ||
| 2898 | 2011.09.15 16:59 | s/l | 550 | 0.05 | 76.709 | 76.709 | 0.000 | -16.30 | 10856.09 |
| 2899 | 2011.09.19 14:08 | sell | 551 | 0.10 | 76.664 | 0.000 | 0.000 | ||
| 2900 | 2011.09.19 14:08 | modify | 551 | 0.10 | 76.664 | 76.914 | 0.000 | ||
| 2901 | 2011.09.19 15:00 | close | 551 | 0.05 | 76.718 | 76.914 | 0.000 | -3.52 | 10852.57 |
| 2902 | 2011.09.19 15:00 | sell | 552 | 0.05 | 76.664 | 76.914 | 0.000 | ||
| 2903 | 2011.09.20 15:56 | close | 552 | 0.05 | 76.634 | 76.914 | 0.000 | 1.46 | 10854.03 |
| 2904 | 2011.09.21 03:51 | sell | 553 | 0.10 | 76.298 | 0.000 | 0.000 | ||
| 2905 | 2011.09.21 03:51 | modify | 553 | 0.10 | 76.298 | 76.548 | 0.000 | ||
| 2906 | 2011.09.21 04:07 | close | 553 | 0.05 | 76.154 | 76.548 | 0.000 | 9.45 | 10863.48 |
| 2907 | 2011.09.21 04:07 | sell | 554 | 0.05 | 76.298 | 76.548 | 0.000 | ||
| 2908 | 2011.09.21 04:18 | s/l | 554 | 0.05 | 76.548 | 76.548 | 0.000 | -16.33 | 10847.15 |
| 2909 | 2011.09.27 15:39 | buy | 555 | 0.10 | 76.554 | 0.000 | 0.000 | ||
| 2910 | 2011.09.27 15:39 | modify | 555 | 0.10 | 76.554 | 76.304 | 0.000 | ||
| 2911 | 2011.09.27 17:23 | close | 555 | 0.05 | 76.656 | 76.304 | 0.000 | 6.65 | 10853.80 |
| 2912 | 2011.09.27 17:23 | buy | 556 | 0.05 | 76.554 | 76.304 | 0.000 | ||
| 2913 | 2011.09.27 23:12 | modify | 556 | 0.05 | 76.554 | 76.604 | 0.000 | ||
| 2914 | 2011.09.28 03:35 | s/l | 556 | 0.05 | 76.604 | 76.604 | 0.000 | 3.51 | 10857.31 |
| 2915 | 2011.09.29 13:05 | buy | 557 | 0.10 | 76.634 | 0.000 | 0.000 | ||
| 2916 | 2011.09.29 13:05 | modify | 557 | 0.10 | 76.634 | 76.384 | 0.000 | ||
| 2917 | 2011.09.29 13:33 | close | 557 | 0.05 | 76.735 | 76.384 | 0.000 | 6.58 | 10863.89 |
| 2918 | 2011.09.29 13:33 | buy | 558 | 0.05 | 76.634 | 76.384 | 0.000 | ||
| 2919 | 2011.09.29 16:41 | modify | 558 | 0.05 | 76.634 | 76.684 | 0.000 | ||
| 2920 | 2011.09.29 18:47 | s/l | 558 | 0.05 | 76.684 | 76.684 | 0.000 | 3.26 | 10867.15 |
| 2921 | 2011.10.04 21:01 | buy | 559 | 0.10 | 76.948 | 0.000 | 0.000 | ||
| 2922 | 2011.10.04 21:01 | modify | 559 | 0.10 | 76.948 | 76.698 | 0.000 | ||
| 2923 | 2011.10.04 22:00 | close | 559 | 0.05 | 76.917 | 76.698 | 0.000 | -2.02 | 10865.13 |
| 2924 | 2011.10.04 22:00 | buy | 560 | 0.05 | 76.948 | 76.698 | 0.000 | ||
| 2925 | 2011.10.05 03:48 | close | 560 | 0.03 | 76.735 | 76.698 | 0.000 | -8.18 | 10856.95 |
| 2926 | 2011.10.05 03:48 | buy | 561 | 0.02 | 76.948 | 76.698 | 0.000 | ||
| 2927 | 2011.10.05 03:54 | s/l | 561 | 0.02 | 76.698 | 76.698 | 0.000 | -6.42 | 10850.53 |
| 2928 | 2011.10.06 12:58 | sell | 562 | 0.10 | 76.609 | 0.000 | 0.000 | ||
| 2929 | 2011.10.06 12:58 | modify | 562 | 0.10 | 76.609 | 76.859 | 0.000 | ||
| 2930 | 2011.10.06 15:00 | close | 562 | 0.05 | 76.667 | 76.859 | 0.000 | -3.78 | 10846.75 |
| 2931 | 2011.10.06 15:00 | sell | 563 | 0.05 | 76.609 | 76.859 | 0.000 | ||
| 2932 | 2011.10.06 15:14 | close | 563 | 0.03 | 76.767 | 76.859 | 0.000 | -6.17 | 10840.58 |
| 2933 | 2011.10.06 15:14 | sell | 564 | 0.02 | 76.609 | 76.859 | 0.000 | ||
| 2934 | 2011.10.06 15:19 | close | 564 | 0.02 | 76.811 | 76.859 | 0.000 | -5.26 | 10835.32 |
| 2935 | 2011.10.12 11:21 | sell | 565 | 0.10 | 76.594 | 0.000 | 0.000 | ||
| 2936 | 2011.10.12 11:21 | modify | 565 | 0.10 | 76.594 | 76.844 | 0.000 | ||
| 2937 | 2011.10.12 11:36 | close | 565 | 0.05 | 76.490 | 76.844 | 0.000 | 6.80 | 10842.12 |
| 2938 | 2011.10.12 11:36 | sell | 566 | 0.05 | 76.594 | 76.844 | 0.000 | ||
| 2939 | 2011.10.12 14:58 | close | 566 | 0.05 | 76.813 | 76.844 | 0.000 | -14.26 | 10827.86 |
| 2940 | 2011.10.12 15:20 | buy | 567 | 0.10 | 76.858 | 0.000 | 0.000 | ||
| 2941 | 2011.10.12 15:20 | modify | 567 | 0.10 | 76.858 | 76.608 | 0.000 | ||
| 2942 | 2011.10.12 15:28 | close | 567 | 0.05 | 76.962 | 76.608 | 0.000 | 6.76 | 10834.62 |
| 2943 | 2011.10.12 15:28 | buy | 568 | 0.05 | 76.858 | 76.608 | 0.000 | ||
| 2944 | 2011.10.12 15:50 | modify | 568 | 0.05 | 76.858 | 76.908 | 0.000 | ||
| 2945 | 2011.10.12 17:31 | modify | 568 | 0.05 | 76.858 | 77.011 | 0.000 | ||
| 2946 | 2011.10.12 17:36 | modify | 568 | 0.05 | 76.858 | 77.022 | 0.000 | ||
| 2947 | 2011.10.13 04:08 | close | 568 | 0.05 | 77.086 | 77.022 | 0.000 | 15.54 | 10850.16 |
| 2948 | 2011.10.20 15:22 | buy | 569 | 0.10 | 76.880 | 0.000 | 0.000 | ||
| 2949 | 2011.10.20 15:22 | modify | 569 | 0.10 | 76.880 | 76.630 | 0.000 | ||
| 2950 | 2011.10.20 15:26 | close | 569 | 0.05 | 76.982 | 76.630 | 0.000 | 6.62 | 10856.78 |
| 2951 | 2011.10.20 15:26 | buy | 570 | 0.05 | 76.880 | 76.630 | 0.000 | ||
| 2952 | 2011.10.21 04:00 | close | 570 | 0.05 | 76.774 | 76.630 | 0.000 | -6.65 | 10850.14 |
| 2953 | 2011.10.25 16:53 | sell | 571 | 0.10 | 75.979 | 0.000 | 0.000 | ||
| 2954 | 2011.10.25 16:53 | modify | 571 | 0.10 | 75.979 | 76.229 | 0.000 | ||
| 2955 | 2011.10.25 17:16 | close | 571 | 0.05 | 75.876 | 76.229 | 0.000 | 6.79 | 10856.93 |
| 2956 | 2011.10.25 17:16 | sell | 572 | 0.05 | 75.979 | 76.229 | 0.000 | ||
| 2957 | 2011.10.26 17:00 | close | 572 | 0.03 | 76.013 | 76.229 | 0.000 | -1.64 | 10855.29 |
| 2958 | 2011.10.26 17:00 | sell | 573 | 0.02 | 75.979 | 76.229 | 0.000 | ||
| 2959 | 2011.10.26 18:17 | close | 573 | 0.02 | 76.073 | 76.229 | 0.000 | -2.67 | 10852.62 |
| 2960 | 2011.10.26 22:00 | buy | 574 | 0.10 | 76.176 | 0.000 | 0.000 | ||
| 2961 | 2011.10.26 22:00 | modify | 574 | 0.10 | 76.176 | 75.926 | 0.000 | ||
| 2962 | 2011.10.26 22:44 | close | 574 | 0.05 | 76.313 | 75.926 | 0.000 | 8.98 | 10861.60 |
| 2963 | 2011.10.26 22:44 | buy | 575 | 0.05 | 76.176 | 75.926 | 0.000 | ||
| 2964 | 2011.10.27 07:35 | close | 575 | 0.05 | 75.963 | 75.926 | 0.000 | -13.27 | 10848.33 |
| 2965 | 2011.10.31 04:17 | sell | 576 | 0.10 | 75.625 | 0.000 | 0.000 | ||
| 2966 | 2011.10.31 04:17 | modify | 576 | 0.10 | 75.625 | 75.875 | 0.000 | ||
| 2967 | 2011.10.31 04:25 | close | 576 | 0.10 | 75.804 | 75.875 | 0.000 | -23.61 | 10824.72 |
| 2968 | 2011.11.03 15:48 | sell | 577 | 0.10 | 77.936 | 0.000 | 0.000 | ||
| 2969 | 2011.11.03 15:48 | modify | 577 | 0.10 | 77.936 | 78.186 | 0.000 | ||
| 2970 | 2011.11.03 17:12 | close | 577 | 0.05 | 78.054 | 78.186 | 0.000 | -7.56 | 10817.16 |
| 2971 | 2011.11.03 17:12 | sell | 578 | 0.05 | 77.936 | 78.186 | 0.000 | ||
| 2972 | 2011.11.03 21:26 | close | 578 | 0.03 | 78.034 | 78.186 | 0.000 | -3.77 | 10813.39 |
| 2973 | 2011.11.03 21:26 | sell | 579 | 0.02 | 77.936 | 78.186 | 0.000 | ||
| 2974 | 2011.11.03 21:55 | close | 579 | 0.02 | 78.069 | 78.186 | 0.000 | -3.41 | 10809.98 |
| 2975 | 2011.11.08 14:45 | sell | 580 | 0.10 | 77.973 | 0.000 | 0.000 | ||
| 2976 | 2011.11.08 14:45 | modify | 580 | 0.10 | 77.973 | 78.223 | 0.000 | ||
| 2977 | 2011.11.08 16:02 | close | 580 | 0.05 | 77.867 | 78.223 | 0.000 | 6.81 | 10816.79 |
| 2978 | 2011.11.08 16:02 | sell | 581 | 0.05 | 77.973 | 78.223 | 0.000 | ||
| 2979 | 2011.11.08 17:00 | modify | 581 | 0.05 | 77.973 | 77.923 | 0.000 | ||
| 2980 | 2011.11.09 13:22 | close | 581 | 0.05 | 77.746 | 77.923 | 0.000 | 14.10 | 10830.89 |
| 2981 | 2011.11.10 17:59 | sell | 582 | 0.10 | 77.536 | 0.000 | 0.000 | ||
| 2982 | 2011.11.10 17:59 | modify | 582 | 0.10 | 77.536 | 77.786 | 0.000 | ||
| 2983 | 2011.11.10 20:53 | close | 582 | 0.05 | 77.687 | 77.786 | 0.000 | -9.72 | 10821.17 |
| 2984 | 2011.11.10 20:53 | sell | 583 | 0.05 | 77.536 | 77.786 | 0.000 | ||
| 2985 | 2011.11.11 08:00 | close | 583 | 0.05 | 77.562 | 77.786 | 0.000 | -2.18 | 10819.00 |
| 2986 | 2011.11.14 10:03 | sell | 584 | 0.10 | 77.042 | 0.000 | 0.000 | ||
| 2987 | 2011.11.14 10:03 | modify | 584 | 0.10 | 77.042 | 77.292 | 0.000 | ||
| 2988 | 2011.11.14 11:12 | close | 584 | 0.05 | 76.941 | 77.292 | 0.000 | 6.56 | 10825.56 |
| 2989 | 2011.11.14 11:12 | sell | 585 | 0.05 | 77.042 | 77.292 | 0.000 | ||
| 2990 | 2011.11.15 04:44 | close | 585 | 0.03 | 77.105 | 77.292 | 0.000 | -2.75 | 10822.81 |
| 2991 | 2011.11.15 04:44 | sell | 586 | 0.02 | 77.042 | 77.292 | 0.000 | ||
| 2992 | 2011.11.15 04:44 | close | 586 | 0.02 | 77.161 | 77.292 | 0.000 | -3.28 | 10819.53 |
| 2993 | 2011.11.16 11:25 | sell | 587 | 0.10 | 76.899 | 0.000 | 0.000 | ||
| 2994 | 2011.11.16 11:25 | modify | 587 | 0.10 | 76.899 | 77.149 | 0.000 | ||
| 2995 | 2011.11.16 14:00 | close | 587 | 0.05 | 76.976 | 77.149 | 0.000 | -5.00 | 10814.53 |
| 2996 | 2011.11.16 14:00 | sell | 588 | 0.05 | 76.899 | 77.149 | 0.000 | ||
| 2997 | 2011.11.16 18:29 | close | 588 | 0.03 | 77.018 | 77.149 | 0.000 | -4.64 | 10809.89 |
| 2998 | 2011.11.16 18:29 | sell | 589 | 0.02 | 76.899 | 77.149 | 0.000 | ||
| 2999 | 2011.11.16 18:42 | close | 589 | 0.02 | 77.048 | 77.149 | 0.000 | -3.87 | 10806.02 |
| 3000 | 2011.11.18 05:26 | sell | 590 | 0.10 | 76.909 | 0.000 | 0.000 | ||