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 |
| 3451 | 2012.03.15 03:34 | modify | 704 | 0.05 | 82.480 | 83.552 | 0.000 | ||
| 3452 | 2012.03.15 04:10 | modify | 704 | 0.05 | 82.480 | 83.564 | 0.000 | ||
| 3453 | 2012.03.15 04:10 | modify | 704 | 0.05 | 82.480 | 83.574 | 0.000 | ||
| 3454 | 2012.03.15 04:10 | modify | 704 | 0.05 | 82.480 | 83.584 | 0.000 | ||
| 3455 | 2012.03.15 04:11 | modify | 704 | 0.05 | 82.480 | 83.596 | 0.000 | ||
| 3456 | 2012.03.15 04:11 | modify | 704 | 0.05 | 82.480 | 83.607 | 0.000 | ||
| 3457 | 2012.03.15 04:12 | modify | 704 | 0.05 | 82.480 | 83.620 | 0.000 | ||
| 3458 | 2012.03.15 04:13 | modify | 704 | 0.05 | 82.480 | 83.631 | 0.000 | ||
| 3459 | 2012.03.15 04:14 | modify | 704 | 0.05 | 82.480 | 83.642 | 0.000 | ||
| 3460 | 2012.03.15 04:14 | modify | 704 | 0.05 | 82.480 | 83.652 | 0.000 | ||
| 3461 | 2012.03.15 04:16 | modify | 704 | 0.05 | 82.480 | 83.663 | 0.000 | ||
| 3462 | 2012.03.15 04:16 | modify | 704 | 0.05 | 82.480 | 83.673 | 0.000 | ||
| 3463 | 2012.03.15 04:16 | modify | 704 | 0.05 | 82.480 | 83.684 | 0.000 | ||
| 3464 | 2012.03.15 04:21 | modify | 704 | 0.05 | 82.480 | 83.695 | 0.000 | ||
| 3465 | 2012.03.15 04:21 | modify | 704 | 0.05 | 82.480 | 83.705 | 0.000 | ||
| 3466 | 2012.03.15 04:21 | modify | 704 | 0.05 | 82.480 | 83.716 | 0.000 | ||
| 3467 | 2012.03.15 10:17 | s/l | 704 | 0.05 | 83.716 | 83.716 | 0.000 | 74.82 | 11051.50 |
| 3468 | 2012.03.19 10:59 | sell | 705 | 0.10 | 83.163 | 0.000 | 0.000 | ||
| 3469 | 2012.03.19 10:59 | modify | 705 | 0.10 | 83.163 | 83.413 | 0.000 | ||
| 3470 | 2012.03.19 11:11 | close | 705 | 0.05 | 83.049 | 83.413 | 0.000 | 6.86 | 11058.36 |
| 3471 | 2012.03.19 11:11 | sell | 706 | 0.05 | 83.163 | 83.413 | 0.000 | ||
| 3472 | 2012.03.19 16:10 | s/l | 706 | 0.05 | 83.413 | 83.413 | 0.000 | -14.99 | 11043.37 |
| 3473 | 2012.03.20 11:13 | buy | 707 | 0.10 | 83.554 | 0.000 | 0.000 | ||
| 3474 | 2012.03.20 11:13 | modify | 707 | 0.10 | 83.554 | 83.304 | 0.000 | ||
| 3475 | 2012.03.20 11:20 | close | 707 | 0.05 | 83.655 | 83.304 | 0.000 | 6.04 | 11049.41 |
| 3476 | 2012.03.20 11:20 | buy | 708 | 0.05 | 83.554 | 83.304 | 0.000 | ||
| 3477 | 2012.03.20 17:20 | close | 708 | 0.03 | 83.324 | 83.304 | 0.000 | -8.28 | 11041.13 |
| 3478 | 2012.03.20 17:20 | buy | 709 | 0.02 | 83.554 | 83.304 | 0.000 | ||
| 3479 | 2012.03.21 03:09 | close | 709 | 0.02 | 83.556 | 83.304 | 0.000 | 0.15 | 11041.28 |
| 3480 | 2012.03.21 12:10 | buy | 710 | 0.10 | 83.837 | 0.000 | 0.000 | ||
| 3481 | 2012.03.21 12:10 | modify | 710 | 0.10 | 83.837 | 83.587 | 0.000 | ||
| 3482 | 2012.03.21 12:34 | close | 710 | 0.05 | 83.938 | 83.587 | 0.000 | 6.02 | 11047.30 |
| 3483 | 2012.03.21 12:34 | buy | 711 | 0.05 | 83.837 | 83.587 | 0.000 | ||
| 3484 | 2012.03.21 18:47 | close | 711 | 0.03 | 83.647 | 83.587 | 0.000 | -6.81 | 11040.49 |
| 3485 | 2012.03.21 18:47 | buy | 712 | 0.02 | 83.837 | 83.587 | 0.000 | ||
| 3486 | 2012.03.21 19:00 | s/l | 712 | 0.02 | 83.587 | 83.587 | 0.000 | -5.98 | 11034.51 |
| 3487 | 2012.03.22 11:08 | sell | 713 | 0.10 | 83.129 | 0.000 | 0.000 | ||
| 3488 | 2012.03.22 11:08 | modify | 713 | 0.10 | 83.129 | 83.379 | 0.000 | ||
| 3489 | 2012.03.22 11:37 | close | 713 | 0.05 | 83.024 | 83.379 | 0.000 | 6.32 | 11040.83 |
| 3490 | 2012.03.22 11:37 | sell | 714 | 0.05 | 83.129 | 83.379 | 0.000 | ||
| 3491 | 2012.03.22 11:48 | modify | 714 | 0.05 | 83.129 | 83.079 | 0.000 | ||
| 3492 | 2012.03.22 15:37 | s/l | 714 | 0.05 | 83.079 | 83.079 | 0.000 | 3.01 | 11043.84 |
| 3493 | 2012.03.26 14:06 | buy | 715 | 0.10 | 82.923 | 0.000 | 0.000 | ||
| 3494 | 2012.03.26 14:06 | modify | 715 | 0.10 | 82.923 | 82.673 | 0.000 | ||
| 3495 | 2012.03.26 15:15 | s/l | 715 | 0.10 | 82.673 | 82.673 | 0.000 | -30.24 | 11013.60 |
| 3496 | 2012.03.27 02:39 | buy | 716 | 0.10 | 83.001 | 0.000 | 0.000 | ||
| 3497 | 2012.03.27 02:39 | modify | 716 | 0.10 | 83.001 | 82.751 | 0.000 | ||
| 3498 | 2012.03.27 06:00 | close | 716 | 0.05 | 82.829 | 82.751 | 0.000 | -10.38 | 11003.22 |
| 3499 | 2012.03.27 06:00 | buy | 717 | 0.05 | 83.001 | 82.751 | 0.000 | ||
| 3500 | 2012.03.27 10:55 | close | 717 | 0.03 | 82.808 | 82.751 | 0.000 | -6.99 | 10996.23 |
| 3501 | 2012.03.27 10:55 | buy | 718 | 0.02 | 83.001 | 82.751 | 0.000 | ||
| 3502 | 2012.03.27 10:58 | close | 718 | 0.02 | 82.762 | 82.751 | 0.000 | -5.78 | 10990.45 |
| 3503 | 2012.03.27 14:56 | buy | 719 | 0.10 | 83.035 | 0.000 | 0.000 | ||
| 3504 | 2012.03.27 14:56 | modify | 719 | 0.10 | 83.035 | 82.785 | 0.000 | ||
| 3505 | 2012.03.27 15:33 | close | 719 | 0.05 | 83.138 | 82.785 | 0.000 | 6.19 | 10996.64 |
| 3506 | 2012.03.27 15:33 | buy | 720 | 0.05 | 83.035 | 82.785 | 0.000 | ||
| 3507 | 2012.03.28 03:43 | close | 720 | 0.05 | 83.023 | 82.785 | 0.000 | -0.47 | 10996.17 |
| 3508 | 2012.03.29 04:56 | sell | 721 | 0.10 | 82.597 | 0.000 | 0.000 | ||
| 3509 | 2012.03.29 04:56 | modify | 721 | 0.10 | 82.597 | 82.847 | 0.000 | ||
| 3510 | 2012.03.29 09:00 | close | 721 | 0.05 | 82.679 | 82.847 | 0.000 | -4.96 | 10991.21 |
| 3511 | 2012.03.29 09:00 | sell | 722 | 0.05 | 82.597 | 82.847 | 0.000 | ||
| 3512 | 2012.03.29 13:42 | modify | 722 | 0.05 | 82.597 | 82.547 | 0.000 | ||
| 3513 | 2012.03.29 16:18 | modify | 722 | 0.05 | 82.597 | 82.443 | 0.000 | ||
| 3514 | 2012.03.29 16:18 | modify | 722 | 0.05 | 82.597 | 82.430 | 0.000 | ||
| 3515 | 2012.03.29 16:18 | modify | 722 | 0.05 | 82.597 | 82.417 | 0.000 | ||
| 3516 | 2012.03.29 16:18 | modify | 722 | 0.05 | 82.597 | 82.406 | 0.000 | ||
| 3517 | 2012.03.29 16:18 | modify | 722 | 0.05 | 82.597 | 82.394 | 0.000 | ||
| 3518 | 2012.03.29 16:18 | modify | 722 | 0.05 | 82.597 | 82.382 | 0.000 | ||
| 3519 | 2012.03.29 16:18 | modify | 722 | 0.05 | 82.597 | 82.371 | 0.000 | ||
| 3520 | 2012.03.29 16:18 | modify | 722 | 0.05 | 82.597 | 82.359 | 0.000 | ||
| 3521 | 2012.03.29 18:08 | s/l | 722 | 0.05 | 82.359 | 82.359 | 0.000 | 14.45 | 11005.66 |
| 3522 | 2012.04.05 12:38 | sell | 723 | 0.10 | 82.086 | 0.000 | 0.000 | ||
| 3523 | 2012.04.05 12:38 | modify | 723 | 0.10 | 82.086 | 82.336 | 0.000 | ||
| 3524 | 2012.04.05 12:47 | close | 723 | 0.05 | 81.977 | 82.336 | 0.000 | 6.65 | 11012.31 |
| 3525 | 2012.04.05 12:47 | sell | 724 | 0.05 | 82.086 | 82.336 | 0.000 | ||
| 3526 | 2012.04.05 17:06 | s/l | 724 | 0.05 | 82.336 | 82.336 | 0.000 | -15.18 | 10997.13 |
| 3527 | 2012.04.12 10:17 | buy | 725 | 0.10 | 81.124 | 0.000 | 0.000 | ||
| 3528 | 2012.04.12 10:17 | modify | 725 | 0.10 | 81.124 | 80.874 | 0.000 | ||
| 3529 | 2012.04.12 13:55 | close | 725 | 0.05 | 80.897 | 80.874 | 0.000 | -14.03 | 10983.10 |
| 3530 | 2012.04.12 13:55 | buy | 726 | 0.05 | 81.124 | 80.874 | 0.000 | ||
| 3531 | 2012.04.12 15:30 | close | 726 | 0.03 | 80.916 | 80.874 | 0.000 | -7.71 | 10975.39 |
| 3532 | 2012.04.12 15:30 | buy | 727 | 0.02 | 81.124 | 80.874 | 0.000 | ||
| 3533 | 2012.04.12 15:45 | s/l | 727 | 0.02 | 80.874 | 80.874 | 0.000 | -6.18 | 10969.21 |
| 3534 | 2012.04.12 20:28 | sell | 728 | 0.10 | 80.765 | 0.000 | 0.000 | ||
| 3535 | 2012.04.12 20:28 | modify | 728 | 0.10 | 80.765 | 81.015 | 0.000 | ||
| 3536 | 2012.04.12 22:00 | close | 728 | 0.05 | 80.802 | 81.015 | 0.000 | -2.29 | 10966.92 |
| 3537 | 2012.04.12 22:00 | sell | 729 | 0.05 | 80.765 | 81.015 | 0.000 | ||
| 3538 | 2012.04.13 03:00 | close | 729 | 0.05 | 80.975 | 81.015 | 0.000 | -13.47 | 10953.46 |
| 3539 | 2012.04.13 04:53 | buy | 730 | 0.10 | 81.136 | 0.000 | 0.000 | ||
| 3540 | 2012.04.13 04:53 | modify | 730 | 0.10 | 81.136 | 80.886 | 0.000 | ||
| 3541 | 2012.04.13 08:00 | close | 730 | 0.10 | 81.007 | 80.886 | 0.000 | -15.92 | 10937.54 |
| 3542 | 2012.04.16 07:57 | sell | 731 | 0.10 | 80.775 | 0.000 | 0.000 | ||
| 3543 | 2012.04.16 07:57 | modify | 731 | 0.10 | 80.775 | 81.025 | 0.000 | ||
| 3544 | 2012.04.16 08:15 | close | 731 | 0.05 | 80.598 | 81.025 | 0.000 | 10.98 | 10948.52 |
| 3545 | 2012.04.16 08:15 | sell | 732 | 0.05 | 80.775 | 81.025 | 0.000 | ||
| 3546 | 2012.04.16 17:15 | modify | 732 | 0.05 | 80.775 | 80.725 | 0.000 | ||
| 3547 | 2012.04.17 05:01 | close | 732 | 0.05 | 80.518 | 80.725 | 0.000 | 15.46 | 10963.98 |
| 3548 | 2012.04.18 01:43 | buy | 733 | 0.10 | 80.960 | 0.000 | 0.000 | ||
| 3549 | 2012.04.18 01:43 | modify | 733 | 0.10 | 80.960 | 80.710 | 0.000 | ||
| 3550 | 2012.04.18 05:00 | close | 733 | 0.05 | 81.152 | 80.710 | 0.000 | 11.83 | 10975.81 |
| 3551 | 2012.04.18 05:00 | buy | 734 | 0.05 | 80.960 | 80.710 | 0.000 | ||
| 3552 | 2012.04.18 05:19 | modify | 734 | 0.05 | 80.960 | 81.010 | 0.000 | ||
| 3553 | 2012.04.18 17:25 | close | 734 | 0.05 | 81.237 | 81.010 | 0.000 | 17.05 | 10992.86 |
| 3554 | 2012.04.19 13:10 | buy | 735 | 0.10 | 81.633 | 0.000 | 0.000 | ||
| 3555 | 2012.04.19 13:10 | modify | 735 | 0.10 | 81.633 | 81.383 | 0.000 | ||
| 3556 | 2012.04.19 16:58 | close | 735 | 0.05 | 81.422 | 81.383 | 0.000 | -12.96 | 10979.90 |
| 3557 | 2012.04.19 16:58 | buy | 736 | 0.05 | 81.633 | 81.383 | 0.000 | ||
| 3558 | 2012.04.19 17:00 | s/l | 736 | 0.05 | 81.383 | 81.383 | 0.000 | -15.36 | 10964.54 |
| 3559 | 2012.04.23 04:09 | sell | 737 | 0.10 | 81.471 | 0.000 | 0.000 | ||
| 3560 | 2012.04.23 04:09 | modify | 737 | 0.10 | 81.471 | 81.721 | 0.000 | ||
| 3561 | 2012.04.23 04:24 | close | 737 | 0.05 | 81.370 | 81.721 | 0.000 | 6.21 | 10970.75 |
| 3562 | 2012.04.23 04:24 | sell | 738 | 0.05 | 81.471 | 81.721 | 0.000 | ||
| 3563 | 2012.04.23 10:18 | modify | 738 | 0.05 | 81.471 | 81.421 | 0.000 | ||
| 3564 | 2012.04.23 22:41 | close | 738 | 0.05 | 81.162 | 81.421 | 0.000 | 19.04 | 10989.79 |
| 3565 | 2012.04.24 06:00 | sell | 739 | 0.10 | 80.963 | 0.000 | 0.000 | ||
| 3566 | 2012.04.24 06:00 | modify | 739 | 0.10 | 80.963 | 81.213 | 0.000 | ||
| 3567 | 2012.04.24 06:57 | close | 739 | 0.05 | 80.861 | 81.213 | 0.000 | 6.31 | 10996.10 |
| 3568 | 2012.04.24 06:57 | sell | 740 | 0.05 | 80.963 | 81.213 | 0.000 | ||
| 3569 | 2012.04.24 10:49 | close | 740 | 0.03 | 81.175 | 81.213 | 0.000 | -7.83 | 10988.27 |
| 3570 | 2012.04.24 10:49 | sell | 741 | 0.02 | 80.963 | 81.213 | 0.000 | ||
| 3571 | 2012.04.24 10:49 | s/l | 741 | 0.02 | 81.213 | 81.213 | 0.000 | -6.16 | 10982.11 |
| 3572 | 2012.04.24 22:22 | buy | 742 | 0.10 | 81.300 | 0.000 | 0.000 | ||
| 3573 | 2012.04.24 22:22 | modify | 742 | 0.10 | 81.300 | 81.050 | 0.000 | ||
| 3574 | 2012.04.25 00:00 | close | 742 | 0.05 | 81.299 | 81.050 | 0.000 | 0.19 | 10982.30 |
| 3575 | 2012.04.25 00:00 | buy | 743 | 0.05 | 81.300 | 81.050 | 0.000 | ||
| 3576 | 2012.04.25 10:47 | close | 743 | 0.03 | 81.306 | 81.050 | 0.000 | 0.37 | 10982.67 |
| 3577 | 2012.04.25 10:47 | buy | 744 | 0.02 | 81.300 | 81.050 | 0.000 | ||
| 3578 | 2012.04.25 11:07 | close | 744 | 0.02 | 81.253 | 81.050 | 0.000 | -1.06 | 10981.61 |
| 3579 | 2012.04.25 21:02 | buy | 745 | 0.10 | 81.578 | 0.000 | 0.000 | ||
| 3580 | 2012.04.25 21:02 | modify | 745 | 0.10 | 81.578 | 81.328 | 0.000 | ||
| 3581 | 2012.04.25 21:05 | close | 745 | 0.05 | 81.679 | 81.328 | 0.000 | 6.18 | 10987.79 |
| 3582 | 2012.04.25 21:05 | buy | 746 | 0.05 | 81.578 | 81.328 | 0.000 | ||
| 3583 | 2012.04.25 21:58 | s/l | 746 | 0.05 | 81.328 | 81.328 | 0.000 | -15.37 | 10972.42 |
| 3584 | 2012.04.26 12:28 | sell | 747 | 0.10 | 81.021 | 0.000 | 0.000 | ||
| 3585 | 2012.04.26 12:28 | modify | 747 | 0.10 | 81.021 | 81.271 | 0.000 | ||
| 3586 | 2012.04.26 12:33 | close | 747 | 0.05 | 80.907 | 81.271 | 0.000 | 7.05 | 10979.47 |
| 3587 | 2012.04.26 12:33 | sell | 748 | 0.05 | 81.021 | 81.271 | 0.000 | ||
| 3588 | 2012.04.26 15:47 | modify | 748 | 0.05 | 81.021 | 80.971 | 0.000 | ||
| 3589 | 2012.04.26 21:06 | s/l | 748 | 0.05 | 80.971 | 80.971 | 0.000 | 3.09 | 10982.56 |
| 3590 | 2012.05.02 07:31 | buy | 749 | 0.10 | 80.309 | 0.000 | 0.000 | ||
| 3591 | 2012.05.02 07:31 | modify | 749 | 0.10 | 80.309 | 80.059 | 0.000 | ||
| 3592 | 2012.05.02 09:00 | close | 749 | 0.05 | 80.361 | 80.059 | 0.000 | 3.24 | 10985.80 |
| 3593 | 2012.05.02 09:00 | buy | 750 | 0.05 | 80.309 | 80.059 | 0.000 | ||
| 3594 | 2012.05.02 15:15 | close | 750 | 0.03 | 80.185 | 80.059 | 0.000 | -4.64 | 10981.16 |
| 3595 | 2012.05.02 15:15 | buy | 751 | 0.02 | 80.309 | 80.059 | 0.000 | ||
| 3596 | 2012.05.02 15:15 | close | 751 | 0.02 | 80.076 | 80.059 | 0.000 | -5.82 | 10975.34 |
| 3597 | 2012.05.08 03:51 | buy | 752 | 0.10 | 80.001 | 0.000 | 0.000 | ||
| 3598 | 2012.05.08 03:51 | modify | 752 | 0.10 | 80.001 | 79.751 | 0.000 | ||
| 3599 | 2012.05.08 07:00 | close | 752 | 0.05 | 79.973 | 79.751 | 0.000 | -1.75 | 10973.59 |
| 3600 | 2012.05.08 07:00 | buy | 753 | 0.05 | 80.001 | 79.751 | 0.000 | ||