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 |
| 3001 | 2011.11.18 05:26 | modify | 590 | 0.10 | 76.909 | 77.159 | 0.000 | ||
| 3002 | 2011.11.18 08:00 | close | 590 | 0.10 | 76.861 | 77.159 | 0.000 | 6.25 | 10812.27 |
| 3003 | 2011.11.22 03:27 | buy | 591 | 0.10 | 77.013 | 0.000 | 0.000 | ||
| 3004 | 2011.11.22 03:27 | modify | 591 | 0.10 | 77.013 | 76.763 | 0.000 | ||
| 3005 | 2011.11.22 03:27 | close | 591 | 0.05 | 77.114 | 76.763 | 0.000 | 6.55 | 10818.82 |
| 3006 | 2011.11.22 03:27 | buy | 592 | 0.05 | 77.013 | 76.763 | 0.000 | ||
| 3007 | 2011.11.22 12:30 | close | 592 | 0.05 | 76.834 | 76.763 | 0.000 | -11.65 | 10807.17 |
| 3008 | 2011.11.23 12:13 | buy | 593 | 0.10 | 77.137 | 0.000 | 0.000 | ||
| 3009 | 2011.11.23 12:13 | modify | 593 | 0.10 | 77.137 | 76.887 | 0.000 | ||
| 3010 | 2011.11.23 16:00 | close | 593 | 0.05 | 77.185 | 76.887 | 0.000 | 3.11 | 10810.28 |
| 3011 | 2011.11.23 16:00 | buy | 594 | 0.05 | 77.137 | 76.887 | 0.000 | ||
| 3012 | 2011.11.23 18:08 | modify | 594 | 0.05 | 77.137 | 77.187 | 0.000 | ||
| 3013 | 2011.11.24 02:15 | s/l | 594 | 0.05 | 77.187 | 77.187 | 0.000 | 3.99 | 10814.27 |
| 3014 | 2011.11.25 03:51 | buy | 595 | 0.10 | 77.432 | 0.000 | 0.000 | ||
| 3015 | 2011.11.25 03:51 | modify | 595 | 0.10 | 77.432 | 77.182 | 0.000 | ||
| 3016 | 2011.11.25 08:00 | close | 595 | 0.10 | 77.428 | 77.182 | 0.000 | -0.52 | 10813.75 |
| 3017 | 2011.11.28 15:50 | buy | 596 | 0.10 | 77.795 | 0.000 | 0.000 | ||
| 3018 | 2011.11.28 15:50 | modify | 596 | 0.10 | 77.795 | 77.545 | 0.000 | ||
| 3019 | 2011.11.28 16:10 | close | 596 | 0.05 | 77.902 | 77.545 | 0.000 | 6.87 | 10820.62 |
| 3020 | 2011.11.28 16:10 | buy | 597 | 0.05 | 77.795 | 77.545 | 0.000 | ||
| 3021 | 2011.11.28 17:49 | modify | 597 | 0.05 | 77.795 | 77.845 | 0.000 | ||
| 3022 | 2011.11.29 10:39 | close | 597 | 0.05 | 77.864 | 77.845 | 0.000 | 4.68 | 10825.30 |
| 3023 | 2011.11.30 12:31 | buy | 598 | 0.10 | 78.114 | 0.000 | 0.000 | ||
| 3024 | 2011.11.30 12:31 | modify | 598 | 0.10 | 78.114 | 77.864 | 0.000 | ||
| 3025 | 2011.11.30 15:00 | close | 598 | 0.05 | 77.897 | 77.864 | 0.000 | -13.93 | 10811.37 |
| 3026 | 2011.11.30 15:00 | buy | 599 | 0.05 | 78.114 | 77.864 | 0.000 | ||
| 3027 | 2011.11.30 15:00 | s/l | 599 | 0.05 | 77.864 | 77.864 | 0.000 | -16.06 | 10795.31 |
| 3028 | 2011.12.02 03:32 | buy | 600 | 0.10 | 77.813 | 0.000 | 0.000 | ||
| 3029 | 2011.12.02 03:32 | modify | 600 | 0.10 | 77.813 | 77.563 | 0.000 | ||
| 3030 | 2011.12.02 06:00 | close | 600 | 0.05 | 77.825 | 77.563 | 0.000 | 0.77 | 10796.08 |
| 3031 | 2011.12.02 06:00 | buy | 601 | 0.05 | 77.813 | 77.563 | 0.000 | ||
| 3032 | 2011.12.02 08:00 | close | 601 | 0.05 | 77.778 | 77.563 | 0.000 | -2.25 | 10793.83 |
| 3033 | 2011.12.05 18:37 | sell | 602 | 0.10 | 77.769 | 0.000 | 0.000 | ||
| 3034 | 2011.12.05 18:37 | modify | 602 | 0.10 | 77.769 | 78.019 | 0.000 | ||
| 3035 | 2011.12.05 20:00 | close | 602 | 0.05 | 77.782 | 78.019 | 0.000 | -0.84 | 10792.99 |
| 3036 | 2011.12.05 20:00 | sell | 603 | 0.05 | 77.769 | 78.019 | 0.000 | ||
| 3037 | 2011.12.06 05:39 | close | 603 | 0.03 | 77.837 | 78.019 | 0.000 | -2.92 | 10790.07 |
| 3038 | 2011.12.06 05:39 | sell | 604 | 0.02 | 77.769 | 78.019 | 0.000 | ||
| 3039 | 2011.12.06 15:15 | close | 604 | 0.02 | 77.784 | 78.019 | 0.000 | -0.59 | 10789.49 |
| 3040 | 2011.12.07 02:58 | sell | 605 | 0.10 | 77.628 | 0.000 | 0.000 | ||
| 3041 | 2011.12.07 02:58 | modify | 605 | 0.10 | 77.628 | 77.878 | 0.000 | ||
| 3042 | 2011.12.07 04:20 | close | 605 | 0.05 | 77.756 | 77.878 | 0.000 | -8.23 | 10781.26 |
| 3043 | 2011.12.07 04:20 | sell | 606 | 0.05 | 77.628 | 77.878 | 0.000 | ||
| 3044 | 2011.12.07 13:58 | close | 606 | 0.05 | 77.765 | 77.878 | 0.000 | -8.81 | 10772.45 |
| 3045 | 2011.12.08 02:25 | sell | 607 | 0.10 | 77.590 | 0.000 | 0.000 | ||
| 3046 | 2011.12.08 02:25 | modify | 607 | 0.10 | 77.590 | 77.840 | 0.000 | ||
| 3047 | 2011.12.08 04:00 | close | 607 | 0.05 | 77.648 | 77.840 | 0.000 | -3.73 | 10768.72 |
| 3048 | 2011.12.08 04:00 | sell | 608 | 0.05 | 77.590 | 77.840 | 0.000 | ||
| 3049 | 2011.12.08 04:49 | close | 608 | 0.03 | 77.705 | 77.840 | 0.000 | -4.44 | 10764.28 |
| 3050 | 2011.12.08 04:49 | sell | 609 | 0.02 | 77.590 | 77.840 | 0.000 | ||
| 3051 | 2011.12.08 15:33 | modify | 609 | 0.02 | 77.590 | 77.540 | 0.000 | ||
| 3052 | 2011.12.08 17:29 | s/l | 609 | 0.02 | 77.540 | 77.540 | 0.000 | 1.29 | 10765.57 |
| 3053 | 2011.12.12 11:22 | buy | 610 | 0.10 | 77.783 | 0.000 | 0.000 | ||
| 3054 | 2011.12.12 11:22 | modify | 610 | 0.10 | 77.783 | 77.533 | 0.000 | ||
| 3055 | 2011.12.12 12:01 | close | 610 | 0.05 | 77.903 | 77.533 | 0.000 | 7.70 | 10773.27 |
| 3056 | 2011.12.12 12:01 | buy | 611 | 0.05 | 77.783 | 77.533 | 0.000 | ||
| 3057 | 2011.12.13 05:38 | close | 611 | 0.03 | 77.863 | 77.533 | 0.000 | 3.23 | 10776.50 |
| 3058 | 2011.12.13 05:38 | buy | 612 | 0.02 | 77.783 | 77.533 | 0.000 | ||
| 3059 | 2011.12.13 09:55 | close | 612 | 0.02 | 77.836 | 77.533 | 0.000 | 1.46 | 10777.96 |
| 3060 | 2011.12.14 14:17 | buy | 613 | 0.10 | 78.049 | 0.000 | 0.000 | ||
| 3061 | 2011.12.14 14:17 | modify | 613 | 0.10 | 78.049 | 77.799 | 0.000 | ||
| 3062 | 2011.12.14 16:00 | close | 613 | 0.05 | 78.062 | 77.799 | 0.000 | 0.83 | 10778.79 |
| 3063 | 2011.12.14 16:00 | buy | 614 | 0.05 | 78.049 | 77.799 | 0.000 | ||
| 3064 | 2011.12.15 00:00 | close | 614 | 0.03 | 77.996 | 77.799 | 0.000 | -1.59 | 10777.20 |
| 3065 | 2011.12.15 00:00 | buy | 615 | 0.02 | 78.049 | 77.799 | 0.000 | ||
| 3066 | 2011.12.15 00:00 | close | 615 | 0.02 | 77.980 | 77.799 | 0.000 | -1.47 | 10775.73 |
| 3067 | 2011.12.15 09:55 | sell | 616 | 0.10 | 77.913 | 0.000 | 0.000 | ||
| 3068 | 2011.12.15 09:55 | modify | 616 | 0.10 | 77.913 | 78.163 | 0.000 | ||
| 3069 | 2011.12.15 12:00 | close | 616 | 0.05 | 78.022 | 78.163 | 0.000 | -6.99 | 10768.74 |
| 3070 | 2011.12.15 12:00 | sell | 617 | 0.05 | 77.913 | 78.163 | 0.000 | ||
| 3071 | 2011.12.16 08:00 | close | 617 | 0.05 | 77.885 | 78.163 | 0.000 | 1.30 | 10770.04 |
| 3072 | 2011.12.19 05:17 | buy | 618 | 0.10 | 77.968 | 0.000 | 0.000 | ||
| 3073 | 2011.12.19 05:17 | modify | 618 | 0.10 | 77.968 | 77.718 | 0.000 | ||
| 3074 | 2011.12.19 05:18 | close | 618 | 0.05 | 78.070 | 77.718 | 0.000 | 6.53 | 10776.57 |
| 3075 | 2011.12.19 05:18 | buy | 619 | 0.05 | 77.968 | 77.718 | 0.000 | ||
| 3076 | 2011.12.20 08:57 | close | 619 | 0.05 | 77.920 | 77.718 | 0.000 | -2.83 | 10773.74 |
| 3077 | 2011.12.20 11:54 | sell | 620 | 0.10 | 77.818 | 0.000 | 0.000 | ||
| 3078 | 2011.12.20 11:54 | modify | 620 | 0.10 | 77.818 | 78.068 | 0.000 | ||
| 3079 | 2011.12.20 12:00 | close | 620 | 0.05 | 77.894 | 78.068 | 0.000 | -4.88 | 10768.86 |
| 3080 | 2011.12.20 12:00 | sell | 621 | 0.05 | 77.818 | 78.068 | 0.000 | ||
| 3081 | 2011.12.21 14:46 | close | 621 | 0.05 | 77.889 | 78.068 | 0.000 | -5.06 | 10763.81 |
| 3082 | 2011.12.21 21:25 | buy | 622 | 0.10 | 78.071 | 0.000 | 0.000 | ||
| 3083 | 2011.12.21 21:25 | modify | 622 | 0.10 | 78.071 | 77.821 | 0.000 | ||
| 3084 | 2011.12.22 08:00 | close | 622 | 0.05 | 78.038 | 77.821 | 0.000 | -1.36 | 10762.45 |
| 3085 | 2011.12.22 08:00 | buy | 623 | 0.05 | 78.071 | 77.821 | 0.000 | ||
| 3086 | 2011.12.22 10:05 | close | 623 | 0.03 | 78.039 | 77.821 | 0.000 | -0.78 | 10761.67 |
| 3087 | 2011.12.22 10:05 | buy | 624 | 0.02 | 78.071 | 77.821 | 0.000 | ||
| 3088 | 2011.12.22 10:13 | close | 624 | 0.02 | 78.021 | 77.821 | 0.000 | -0.98 | 10760.69 |
| 3089 | 2011.12.22 15:16 | buy | 625 | 0.10 | 78.137 | 0.000 | 0.000 | ||
| 3090 | 2011.12.22 15:16 | modify | 625 | 0.10 | 78.137 | 77.887 | 0.000 | ||
| 3091 | 2011.12.22 22:00 | close | 625 | 0.05 | 78.157 | 77.887 | 0.000 | 1.28 | 10761.97 |
| 3092 | 2011.12.22 22:00 | buy | 626 | 0.05 | 78.137 | 77.887 | 0.000 | ||
| 3093 | 2011.12.23 04:10 | close | 626 | 0.05 | 78.104 | 77.887 | 0.000 | -1.86 | 10760.11 |
| 3094 | 2011.12.26 03:02 | sell | 627 | 0.10 | 77.961 | 0.000 | 0.000 | ||
| 3095 | 2011.12.26 03:02 | modify | 627 | 0.10 | 77.961 | 78.211 | 0.000 | ||
| 3096 | 2011.12.26 05:00 | close | 627 | 0.05 | 77.976 | 78.211 | 0.000 | -0.96 | 10759.15 |
| 3097 | 2011.12.26 05:00 | sell | 628 | 0.05 | 77.961 | 78.211 | 0.000 | ||
| 3098 | 2011.12.27 00:09 | close | 628 | 0.05 | 77.976 | 78.211 | 0.000 | -1.46 | 10757.69 |
| 3099 | 2011.12.27 13:29 | sell | 629 | 0.10 | 77.824 | 0.000 | 0.000 | ||
| 3100 | 2011.12.27 13:29 | modify | 629 | 0.10 | 77.824 | 78.074 | 0.000 | ||
| 3101 | 2011.12.27 18:00 | close | 629 | 0.05 | 77.842 | 78.074 | 0.000 | -1.16 | 10756.53 |
| 3102 | 2011.12.27 18:00 | sell | 630 | 0.05 | 77.824 | 78.074 | 0.000 | ||
| 3103 | 2011.12.27 21:34 | close | 630 | 0.03 | 77.896 | 78.074 | 0.000 | -2.77 | 10753.76 |
| 3104 | 2011.12.27 21:34 | sell | 631 | 0.02 | 77.824 | 78.074 | 0.000 | ||
| 3105 | 2011.12.28 01:00 | close | 631 | 0.02 | 77.884 | 78.074 | 0.000 | -1.74 | 10752.03 |
| 3106 | 2011.12.28 02:37 | sell | 632 | 0.10 | 77.787 | 0.000 | 0.000 | ||
| 3107 | 2011.12.28 02:37 | modify | 632 | 0.10 | 77.787 | 78.037 | 0.000 | ||
| 3108 | 2011.12.28 04:00 | close | 632 | 0.05 | 77.805 | 78.037 | 0.000 | -1.16 | 10750.87 |
| 3109 | 2011.12.28 04:00 | sell | 633 | 0.05 | 77.787 | 78.037 | 0.000 | ||
| 3110 | 2011.12.28 17:33 | close | 633 | 0.05 | 77.876 | 78.037 | 0.000 | -5.71 | 10745.16 |
| 3111 | 2011.12.28 17:59 | buy | 634 | 0.10 | 77.924 | 0.000 | 0.000 | ||
| 3112 | 2011.12.28 17:59 | modify | 634 | 0.10 | 77.924 | 77.674 | 0.000 | ||
| 3113 | 2011.12.29 01:00 | close | 634 | 0.05 | 77.924 | 77.674 | 0.000 | 0.75 | 10745.91 |
| 3114 | 2011.12.29 01:00 | buy | 635 | 0.05 | 77.924 | 77.674 | 0.000 | ||
| 3115 | 2011.12.29 05:56 | close | 635 | 0.05 | 77.780 | 77.674 | 0.000 | -8.51 | 10737.40 |
| 3116 | 2011.12.30 04:43 | sell | 636 | 0.10 | 77.563 | 0.000 | 0.000 | ||
| 3117 | 2011.12.30 04:43 | modify | 636 | 0.10 | 77.563 | 77.813 | 0.000 | ||
| 3118 | 2011.12.30 08:00 | close | 636 | 0.10 | 77.525 | 77.813 | 0.000 | 4.90 | 10742.30 |
| 3119 | 2012.01.02 23:28 | sell | 637 | 0.10 | 76.861 | 0.000 | 0.000 | ||
| 3120 | 2012.01.02 23:28 | modify | 637 | 0.10 | 76.861 | 77.111 | 0.000 | ||
| 3121 | 2012.01.03 00:00 | close | 637 | 0.05 | 76.892 | 77.111 | 0.000 | -2.52 | 10739.78 |
| 3122 | 2012.01.03 00:00 | sell | 638 | 0.05 | 76.861 | 77.111 | 0.000 | ||
| 3123 | 2012.01.03 01:00 | close | 638 | 0.03 | 76.928 | 77.111 | 0.000 | -2.91 | 10736.87 |
| 3124 | 2012.01.03 01:00 | sell | 639 | 0.02 | 76.861 | 77.111 | 0.000 | ||
| 3125 | 2012.01.03 01:44 | close | 639 | 0.02 | 76.940 | 77.111 | 0.000 | -2.25 | 10734.63 |
| 3126 | 2012.01.03 04:07 | sell | 640 | 0.10 | 76.842 | 0.000 | 0.000 | ||
| 3127 | 2012.01.03 04:07 | modify | 640 | 0.10 | 76.842 | 77.092 | 0.000 | ||
| 3128 | 2012.01.03 09:00 | close | 640 | 0.05 | 76.775 | 77.092 | 0.000 | 4.36 | 10738.99 |
| 3129 | 2012.01.03 09:00 | sell | 641 | 0.05 | 76.842 | 77.092 | 0.000 | ||
| 3130 | 2012.01.04 00:30 | close | 641 | 0.05 | 76.775 | 77.092 | 0.000 | 3.86 | 10742.85 |
| 3131 | 2012.01.04 10:18 | sell | 642 | 0.10 | 76.605 | 0.000 | 0.000 | ||
| 3132 | 2012.01.04 10:18 | modify | 642 | 0.10 | 76.605 | 76.855 | 0.000 | ||
| 3133 | 2012.01.04 11:00 | close | 642 | 0.05 | 76.694 | 76.855 | 0.000 | -5.80 | 10737.05 |
| 3134 | 2012.01.04 11:00 | sell | 643 | 0.05 | 76.605 | 76.855 | 0.000 | ||
| 3135 | 2012.01.04 13:33 | close | 643 | 0.03 | 76.706 | 76.855 | 0.000 | -3.95 | 10733.10 |
| 3136 | 2012.01.04 13:33 | sell | 644 | 0.02 | 76.605 | 76.855 | 0.000 | ||
| 3137 | 2012.01.04 13:37 | close | 644 | 0.02 | 76.723 | 76.855 | 0.000 | -3.08 | 10730.02 |
| 3138 | 2012.01.05 12:06 | buy | 645 | 0.10 | 76.836 | 0.000 | 0.000 | ||
| 3139 | 2012.01.05 12:06 | modify | 645 | 0.10 | 76.836 | 76.586 | 0.000 | ||
| 3140 | 2012.01.05 15:43 | close | 645 | 0.05 | 76.944 | 76.586 | 0.000 | 7.02 | 10737.04 |
| 3141 | 2012.01.05 15:43 | buy | 646 | 0.05 | 76.836 | 76.586 | 0.000 | ||
| 3142 | 2012.01.05 18:04 | modify | 646 | 0.05 | 76.836 | 76.886 | 0.000 | ||
| 3143 | 2012.01.06 08:00 | close | 646 | 0.05 | 77.220 | 76.886 | 0.000 | 25.11 | 10762.15 |
| 3144 | 2012.01.09 13:12 | sell | 647 | 0.10 | 76.782 | 0.000 | 0.000 | ||
| 3145 | 2012.01.09 13:12 | modify | 647 | 0.10 | 76.782 | 77.032 | 0.000 | ||
| 3146 | 2012.01.09 14:00 | close | 647 | 0.05 | 76.819 | 77.032 | 0.000 | -2.41 | 10759.74 |
| 3147 | 2012.01.09 14:00 | sell | 648 | 0.05 | 76.782 | 77.032 | 0.000 | ||
| 3148 | 2012.01.10 02:09 | close | 648 | 0.05 | 76.891 | 77.032 | 0.000 | -7.59 | 10752.15 |
| 3149 | 2012.01.11 03:04 | buy | 649 | 0.10 | 76.914 | 0.000 | 0.000 | ||
| 3150 | 2012.01.11 03:04 | modify | 649 | 0.10 | 76.914 | 76.664 | 0.000 | ||