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 |
| 3151 | 2012.01.11 04:00 | close | 649 | 0.05 | 76.889 | 76.664 | 0.000 | -1.63 | 10750.52 |
| 3152 | 2012.01.11 04:00 | buy | 650 | 0.05 | 76.914 | 76.664 | 0.000 | ||
| 3153 | 2012.01.11 19:46 | close | 650 | 0.05 | 76.876 | 76.664 | 0.000 | -2.47 | 10748.05 |
| 3154 | 2012.01.12 16:27 | sell | 651 | 0.10 | 76.791 | 0.000 | 0.000 | ||
| 3155 | 2012.01.12 16:27 | modify | 651 | 0.10 | 76.791 | 77.041 | 0.000 | ||
| 3156 | 2012.01.12 16:57 | close | 651 | 0.05 | 76.690 | 77.041 | 0.000 | 6.58 | 10754.63 |
| 3157 | 2012.01.12 16:57 | sell | 652 | 0.05 | 76.791 | 77.041 | 0.000 | ||
| 3158 | 2012.01.13 05:14 | close | 652 | 0.03 | 76.787 | 77.041 | 0.000 | -0.14 | 10754.49 |
| 3159 | 2012.01.13 05:14 | sell | 653 | 0.02 | 76.791 | 77.041 | 0.000 | ||
| 3160 | 2012.01.13 05:46 | close | 653 | 0.02 | 76.814 | 77.041 | 0.000 | -0.80 | 10753.70 |
| 3161 | 2012.01.17 05:48 | sell | 654 | 0.10 | 76.678 | 0.000 | 0.000 | ||
| 3162 | 2012.01.17 05:48 | modify | 654 | 0.10 | 76.678 | 76.928 | 0.000 | ||
| 3163 | 2012.01.17 07:00 | close | 654 | 0.05 | 76.730 | 76.928 | 0.000 | -3.39 | 10750.31 |
| 3164 | 2012.01.17 07:00 | sell | 655 | 0.05 | 76.678 | 76.928 | 0.000 | ||
| 3165 | 2012.01.17 12:49 | close | 655 | 0.03 | 76.812 | 76.928 | 0.000 | -5.23 | 10745.08 |
| 3166 | 2012.01.17 12:49 | sell | 656 | 0.02 | 76.678 | 76.928 | 0.000 | ||
| 3167 | 2012.01.18 14:01 | close | 656 | 0.02 | 76.813 | 76.928 | 0.000 | -3.72 | 10741.36 |
| 3168 | 2012.01.18 16:16 | buy | 657 | 0.10 | 76.860 | 0.000 | 0.000 | ||
| 3169 | 2012.01.18 16:16 | modify | 657 | 0.10 | 76.860 | 76.610 | 0.000 | ||
| 3170 | 2012.01.18 23:45 | close | 657 | 0.10 | 76.721 | 76.610 | 0.000 | -18.12 | 10723.24 |
| 3171 | 2012.01.19 16:11 | buy | 658 | 0.10 | 76.873 | 0.000 | 0.000 | ||
| 3172 | 2012.01.19 16:11 | modify | 658 | 0.10 | 76.873 | 76.623 | 0.000 | ||
| 3173 | 2012.01.19 17:46 | close | 658 | 0.05 | 77.015 | 76.623 | 0.000 | 9.22 | 10732.46 |
| 3174 | 2012.01.19 17:46 | buy | 659 | 0.05 | 76.873 | 76.623 | 0.000 | ||
| 3175 | 2012.01.19 18:41 | modify | 659 | 0.05 | 76.873 | 76.923 | 0.000 | ||
| 3176 | 2012.01.20 08:00 | close | 659 | 0.05 | 77.145 | 76.923 | 0.000 | 17.88 | 10750.34 |
| 3177 | 2012.01.23 12:50 | sell | 660 | 0.10 | 76.905 | 0.000 | 0.000 | ||
| 3178 | 2012.01.23 12:50 | modify | 660 | 0.10 | 76.905 | 77.155 | 0.000 | ||
| 3179 | 2012.01.23 14:00 | close | 660 | 0.05 | 76.916 | 77.155 | 0.000 | -0.72 | 10749.62 |
| 3180 | 2012.01.23 14:00 | sell | 661 | 0.05 | 76.905 | 77.155 | 0.000 | ||
| 3181 | 2012.01.24 04:57 | close | 661 | 0.05 | 77.035 | 77.155 | 0.000 | -8.94 | 10740.68 |
| 3182 | 2012.01.24 10:35 | buy | 662 | 0.10 | 77.084 | 0.000 | 0.000 | ||
| 3183 | 2012.01.24 10:35 | modify | 662 | 0.10 | 77.084 | 76.834 | 0.000 | ||
| 3184 | 2012.01.24 10:48 | close | 662 | 0.05 | 77.185 | 76.834 | 0.000 | 6.54 | 10747.22 |
| 3185 | 2012.01.24 10:48 | buy | 663 | 0.05 | 77.084 | 76.834 | 0.000 | ||
| 3186 | 2012.01.24 14:52 | modify | 663 | 0.05 | 77.084 | 77.134 | 0.000 | ||
| 3187 | 2012.01.24 15:41 | modify | 663 | 0.05 | 77.084 | 77.236 | 0.000 | ||
| 3188 | 2012.01.24 15:41 | modify | 663 | 0.05 | 77.084 | 77.247 | 0.000 | ||
| 3189 | 2012.01.24 15:41 | modify | 663 | 0.05 | 77.084 | 77.258 | 0.000 | ||
| 3190 | 2012.01.24 15:41 | modify | 663 | 0.05 | 77.084 | 77.269 | 0.000 | ||
| 3191 | 2012.01.24 15:45 | modify | 663 | 0.05 | 77.084 | 77.280 | 0.000 | ||
| 3192 | 2012.01.24 15:45 | modify | 663 | 0.05 | 77.084 | 77.292 | 0.000 | ||
| 3193 | 2012.01.24 16:01 | modify | 663 | 0.05 | 77.084 | 77.303 | 0.000 | ||
| 3194 | 2012.01.24 16:01 | modify | 663 | 0.05 | 77.084 | 77.314 | 0.000 | ||
| 3195 | 2012.01.24 16:09 | modify | 663 | 0.05 | 77.084 | 77.324 | 0.000 | ||
| 3196 | 2012.01.24 16:10 | modify | 663 | 0.05 | 77.084 | 77.334 | 0.000 | ||
| 3197 | 2012.01.24 16:11 | modify | 663 | 0.05 | 77.084 | 77.345 | 0.000 | ||
| 3198 | 2012.01.24 16:12 | modify | 663 | 0.05 | 77.084 | 77.355 | 0.000 | ||
| 3199 | 2012.01.24 17:00 | modify | 663 | 0.05 | 77.084 | 77.366 | 0.000 | ||
| 3200 | 2012.01.24 17:01 | modify | 663 | 0.05 | 77.084 | 77.377 | 0.000 | ||
| 3201 | 2012.01.24 17:01 | modify | 663 | 0.05 | 77.084 | 77.387 | 0.000 | ||
| 3202 | 2012.01.25 04:18 | modify | 663 | 0.05 | 77.084 | 77.398 | 0.000 | ||
| 3203 | 2012.01.25 04:19 | modify | 663 | 0.05 | 77.084 | 77.408 | 0.000 | ||
| 3204 | 2012.01.25 04:19 | modify | 663 | 0.05 | 77.084 | 77.419 | 0.000 | ||
| 3205 | 2012.01.25 04:35 | modify | 663 | 0.05 | 77.084 | 77.429 | 0.000 | ||
| 3206 | 2012.01.25 04:48 | modify | 663 | 0.05 | 77.084 | 77.441 | 0.000 | ||
| 3207 | 2012.01.25 04:49 | modify | 663 | 0.05 | 77.084 | 77.452 | 0.000 | ||
| 3208 | 2012.01.25 04:52 | modify | 663 | 0.05 | 77.084 | 77.463 | 0.000 | ||
| 3209 | 2012.01.25 04:52 | modify | 663 | 0.05 | 77.084 | 77.473 | 0.000 | ||
| 3210 | 2012.01.25 04:52 | modify | 663 | 0.05 | 77.084 | 77.483 | 0.000 | ||
| 3211 | 2012.01.25 04:53 | modify | 663 | 0.05 | 77.084 | 77.494 | 0.000 | ||
| 3212 | 2012.01.25 04:53 | modify | 663 | 0.05 | 77.084 | 77.506 | 0.000 | ||
| 3213 | 2012.01.25 05:01 | modify | 663 | 0.05 | 77.084 | 77.517 | 0.000 | ||
| 3214 | 2012.01.25 10:35 | modify | 663 | 0.05 | 77.084 | 77.527 | 0.000 | ||
| 3215 | 2012.01.25 10:36 | modify | 663 | 0.05 | 77.084 | 77.538 | 0.000 | ||
| 3216 | 2012.01.25 10:48 | modify | 663 | 0.05 | 77.084 | 77.549 | 0.000 | ||
| 3217 | 2012.01.25 10:48 | modify | 663 | 0.05 | 77.084 | 77.560 | 0.000 | ||
| 3218 | 2012.01.25 10:48 | modify | 663 | 0.05 | 77.084 | 77.571 | 0.000 | ||
| 3219 | 2012.01.25 10:48 | modify | 663 | 0.05 | 77.084 | 77.581 | 0.000 | ||
| 3220 | 2012.01.25 10:56 | modify | 663 | 0.05 | 77.084 | 77.593 | 0.000 | ||
| 3221 | 2012.01.25 10:56 | modify | 663 | 0.05 | 77.084 | 77.605 | 0.000 | ||
| 3222 | 2012.01.25 11:01 | modify | 663 | 0.05 | 77.084 | 77.616 | 0.000 | ||
| 3223 | 2012.01.25 11:23 | modify | 663 | 0.05 | 77.084 | 77.627 | 0.000 | ||
| 3224 | 2012.01.25 11:45 | modify | 663 | 0.05 | 77.084 | 77.637 | 0.000 | ||
| 3225 | 2012.01.25 11:56 | modify | 663 | 0.05 | 77.084 | 77.648 | 0.000 | ||
| 3226 | 2012.01.25 11:56 | modify | 663 | 0.05 | 77.084 | 77.658 | 0.000 | ||
| 3227 | 2012.01.25 11:57 | modify | 663 | 0.05 | 77.084 | 77.669 | 0.000 | ||
| 3228 | 2012.01.25 12:39 | modify | 663 | 0.05 | 77.084 | 77.679 | 0.000 | ||
| 3229 | 2012.01.25 12:47 | modify | 663 | 0.05 | 77.084 | 77.690 | 0.000 | ||
| 3230 | 2012.01.25 12:48 | modify | 663 | 0.05 | 77.084 | 77.700 | 0.000 | ||
| 3231 | 2012.01.25 12:49 | modify | 663 | 0.05 | 77.084 | 77.711 | 0.000 | ||
| 3232 | 2012.01.25 12:50 | modify | 663 | 0.05 | 77.084 | 77.721 | 0.000 | ||
| 3233 | 2012.01.25 12:56 | modify | 663 | 0.05 | 77.084 | 77.732 | 0.000 | ||
| 3234 | 2012.01.25 13:21 | modify | 663 | 0.05 | 77.084 | 77.743 | 0.000 | ||
| 3235 | 2012.01.25 13:21 | modify | 663 | 0.05 | 77.084 | 77.753 | 0.000 | ||
| 3236 | 2012.01.25 13:21 | modify | 663 | 0.05 | 77.084 | 77.764 | 0.000 | ||
| 3237 | 2012.01.25 13:21 | modify | 663 | 0.05 | 77.084 | 77.774 | 0.000 | ||
| 3238 | 2012.01.25 17:36 | modify | 663 | 0.05 | 77.084 | 77.785 | 0.000 | ||
| 3239 | 2012.01.25 17:36 | modify | 663 | 0.05 | 77.084 | 77.795 | 0.000 | ||
| 3240 | 2012.01.25 17:36 | modify | 663 | 0.05 | 77.084 | 77.806 | 0.000 | ||
| 3241 | 2012.01.25 17:37 | modify | 663 | 0.05 | 77.084 | 77.816 | 0.000 | ||
| 3242 | 2012.01.25 19:28 | close | 663 | 0.03 | 77.949 | 77.816 | 0.000 | 33.44 | 10780.66 |
| 3243 | 2012.01.25 19:28 | buy | 664 | 0.02 | 77.084 | 77.816 | 0.000 | ||
| 3244 | 2012.01.25 19:32 | close | 664 | 0.02 | 77.851 | 77.816 | 0.000 | 19.80 | 10800.46 |
| 3245 | 2012.01.26 08:40 | sell | 665 | 0.10 | 77.552 | 0.000 | 0.000 | ||
| 3246 | 2012.01.26 08:40 | modify | 665 | 0.10 | 77.552 | 77.802 | 0.000 | ||
| 3247 | 2012.01.26 11:58 | close | 665 | 0.05 | 77.419 | 77.802 | 0.000 | 8.59 | 10809.05 |
| 3248 | 2012.01.26 11:58 | sell | 666 | 0.05 | 77.552 | 77.802 | 0.000 | ||
| 3249 | 2012.01.27 06:04 | modify | 666 | 0.05 | 77.552 | 77.502 | 0.000 | ||
| 3250 | 2012.01.27 06:43 | modify | 666 | 0.05 | 77.552 | 77.402 | 0.000 | ||
| 3251 | 2012.01.27 06:43 | modify | 666 | 0.05 | 77.552 | 77.391 | 0.000 | ||
| 3252 | 2012.01.27 06:43 | modify | 666 | 0.05 | 77.552 | 77.378 | 0.000 | ||
| 3253 | 2012.01.27 06:44 | modify | 666 | 0.05 | 77.552 | 77.363 | 0.000 | ||
| 3254 | 2012.01.27 06:44 | modify | 666 | 0.05 | 77.552 | 77.352 | 0.000 | ||
| 3255 | 2012.01.27 08:00 | close | 666 | 0.05 | 77.046 | 77.352 | 0.000 | 32.34 | 10841.40 |
| 3256 | 2012.01.30 15:47 | sell | 667 | 0.10 | 76.613 | 0.000 | 0.000 | ||
| 3257 | 2012.01.30 15:47 | modify | 667 | 0.10 | 76.613 | 76.863 | 0.000 | ||
| 3258 | 2012.01.30 16:43 | close | 667 | 0.05 | 76.512 | 76.863 | 0.000 | 6.60 | 10848.00 |
| 3259 | 2012.01.30 16:43 | sell | 668 | 0.05 | 76.613 | 76.863 | 0.000 | ||
| 3260 | 2012.01.30 19:06 | modify | 668 | 0.05 | 76.613 | 76.563 | 0.000 | ||
| 3261 | 2012.01.31 12:26 | close | 668 | 0.03 | 76.350 | 76.563 | 0.000 | 10.03 | 10858.03 |
| 3262 | 2012.01.31 12:26 | sell | 669 | 0.02 | 76.613 | 76.563 | 0.000 | ||
| 3263 | 2012.01.31 18:11 | close | 669 | 0.02 | 76.348 | 76.563 | 0.000 | 6.74 | 10864.77 |
| 3264 | 2012.02.01 03:21 | sell | 670 | 0.10 | 76.143 | 0.000 | 0.000 | ||
| 3265 | 2012.02.01 03:21 | modify | 670 | 0.10 | 76.143 | 76.393 | 0.000 | ||
| 3266 | 2012.02.01 06:00 | close | 670 | 0.05 | 76.201 | 76.393 | 0.000 | -3.81 | 10860.96 |
| 3267 | 2012.02.01 06:00 | sell | 671 | 0.05 | 76.143 | 76.393 | 0.000 | ||
| 3268 | 2012.02.01 08:58 | close | 671 | 0.03 | 76.263 | 76.393 | 0.000 | -4.72 | 10856.24 |
| 3269 | 2012.02.01 08:58 | sell | 672 | 0.02 | 76.143 | 76.393 | 0.000 | ||
| 3270 | 2012.02.01 19:27 | close | 672 | 0.02 | 76.191 | 76.393 | 0.000 | -1.26 | 10854.98 |
| 3271 | 2012.02.06 04:57 | buy | 673 | 0.10 | 76.740 | 0.000 | 0.000 | ||
| 3272 | 2012.02.06 04:57 | modify | 673 | 0.10 | 76.740 | 76.490 | 0.000 | ||
| 3273 | 2012.02.06 06:00 | close | 673 | 0.05 | 76.714 | 76.490 | 0.000 | -1.69 | 10853.29 |
| 3274 | 2012.02.06 06:00 | buy | 674 | 0.05 | 76.740 | 76.490 | 0.000 | ||
| 3275 | 2012.02.06 18:59 | close | 674 | 0.05 | 76.530 | 76.490 | 0.000 | -13.72 | 10839.57 |
| 3276 | 2012.02.07 14:16 | buy | 675 | 0.10 | 76.834 | 0.000 | 0.000 | ||
| 3277 | 2012.02.07 14:16 | modify | 675 | 0.10 | 76.834 | 76.584 | 0.000 | ||
| 3278 | 2012.02.07 17:49 | close | 675 | 0.05 | 76.935 | 76.584 | 0.000 | 6.56 | 10846.13 |
| 3279 | 2012.02.07 17:49 | buy | 676 | 0.05 | 76.834 | 76.584 | 0.000 | ||
| 3280 | 2012.02.08 14:19 | close | 676 | 0.05 | 76.859 | 76.584 | 0.000 | 1.88 | 10848.01 |
| 3281 | 2012.02.09 14:57 | buy | 677 | 0.10 | 77.246 | 0.000 | 0.000 | ||
| 3282 | 2012.02.09 14:57 | modify | 677 | 0.10 | 77.246 | 76.996 | 0.000 | ||
| 3283 | 2012.02.09 17:23 | close | 677 | 0.05 | 77.362 | 76.996 | 0.000 | 7.50 | 10855.51 |
| 3284 | 2012.02.09 17:23 | buy | 678 | 0.05 | 77.246 | 76.996 | 0.000 | ||
| 3285 | 2012.02.09 20:42 | modify | 678 | 0.05 | 77.246 | 77.296 | 0.000 | ||
| 3286 | 2012.02.10 08:00 | close | 678 | 0.05 | 77.627 | 77.296 | 0.000 | 24.79 | 10880.30 |
| 3287 | 2012.02.13 17:22 | sell | 679 | 0.10 | 77.534 | 0.000 | 0.000 | ||
| 3288 | 2012.02.13 17:22 | modify | 679 | 0.10 | 77.534 | 77.784 | 0.000 | ||
| 3289 | 2012.02.13 17:47 | close | 679 | 0.05 | 77.432 | 77.784 | 0.000 | 6.59 | 10886.89 |
| 3290 | 2012.02.13 17:47 | sell | 680 | 0.05 | 77.534 | 77.784 | 0.000 | ||
| 3291 | 2012.02.14 05:43 | close | 680 | 0.05 | 77.645 | 77.784 | 0.000 | -7.65 | 10879.24 |
| 3292 | 2012.02.14 06:00 | buy | 681 | 0.10 | 77.923 | 0.000 | 0.000 | ||
| 3293 | 2012.02.14 06:00 | modify | 681 | 0.10 | 77.923 | 77.673 | 0.000 | ||
| 3294 | 2012.02.14 07:00 | close | 681 | 0.05 | 77.877 | 77.673 | 0.000 | -2.95 | 10876.29 |
| 3295 | 2012.02.14 07:00 | buy | 682 | 0.05 | 77.923 | 77.673 | 0.000 | ||
| 3296 | 2012.02.14 17:11 | modify | 682 | 0.05 | 77.923 | 77.973 | 0.000 | ||
| 3297 | 2012.02.14 22:33 | modify | 682 | 0.05 | 77.923 | 78.075 | 0.000 | ||
| 3298 | 2012.02.15 03:06 | modify | 682 | 0.05 | 77.923 | 78.086 | 0.000 | ||
| 3299 | 2012.02.15 03:06 | modify | 682 | 0.05 | 77.923 | 78.098 | 0.000 | ||
| 3300 | 2012.02.15 03:06 | modify | 682 | 0.05 | 77.923 | 78.109 | 0.000 | ||