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 |
| 3751 | 2012.05.31 18:03 | modify | 779 | 0.05 | 79.327 | 78.751 | 0.000 | ||
| 3752 | 2012.05.31 18:03 | modify | 779 | 0.05 | 79.327 | 78.740 | 0.000 | ||
| 3753 | 2012.05.31 18:03 | modify | 779 | 0.05 | 79.327 | 78.727 | 0.000 | ||
| 3754 | 2012.05.31 18:03 | modify | 779 | 0.05 | 79.327 | 78.715 | 0.000 | ||
| 3755 | 2012.05.31 18:03 | modify | 779 | 0.05 | 79.327 | 78.702 | 0.000 | ||
| 3756 | 2012.05.31 18:03 | modify | 779 | 0.05 | 79.327 | 78.689 | 0.000 | ||
| 3757 | 2012.05.31 18:04 | modify | 779 | 0.05 | 79.327 | 78.678 | 0.000 | ||
| 3758 | 2012.05.31 18:49 | modify | 779 | 0.05 | 79.327 | 78.666 | 0.000 | ||
| 3759 | 2012.06.01 03:38 | close | 779 | 0.05 | 78.629 | 78.666 | 0.000 | 42.40 | 11125.32 |
| 3760 | 2012.06.05 08:55 | buy | 780 | 0.10 | 78.451 | 0.000 | 0.000 | ||
| 3761 | 2012.06.05 08:55 | modify | 780 | 0.10 | 78.451 | 78.201 | 0.000 | ||
| 3762 | 2012.06.05 10:10 | close | 780 | 0.05 | 78.317 | 78.201 | 0.000 | -8.55 | 11116.77 |
| 3763 | 2012.06.05 10:10 | buy | 781 | 0.05 | 78.451 | 78.201 | 0.000 | ||
| 3764 | 2012.06.05 10:15 | close | 781 | 0.05 | 78.281 | 78.201 | 0.000 | -10.86 | 11105.91 |
| 3765 | 2012.06.05 15:39 | buy | 782 | 0.10 | 78.473 | 0.000 | 0.000 | ||
| 3766 | 2012.06.05 15:39 | modify | 782 | 0.10 | 78.473 | 78.223 | 0.000 | ||
| 3767 | 2012.06.05 15:59 | close | 782 | 0.05 | 78.573 | 78.223 | 0.000 | 6.36 | 11112.27 |
| 3768 | 2012.06.05 15:59 | buy | 783 | 0.05 | 78.473 | 78.223 | 0.000 | ||
| 3769 | 2012.06.05 16:05 | modify | 783 | 0.05 | 78.473 | 78.523 | 0.000 | ||
| 3770 | 2012.06.06 10:36 | modify | 783 | 0.05 | 78.473 | 78.623 | 0.000 | ||
| 3771 | 2012.06.06 10:36 | modify | 783 | 0.05 | 78.473 | 78.634 | 0.000 | ||
| 3772 | 2012.06.06 10:37 | modify | 783 | 0.05 | 78.473 | 78.645 | 0.000 | ||
| 3773 | 2012.06.06 10:45 | modify | 783 | 0.05 | 78.473 | 78.655 | 0.000 | ||
| 3774 | 2012.06.06 10:46 | modify | 783 | 0.05 | 78.473 | 78.666 | 0.000 | ||
| 3775 | 2012.06.06 10:46 | modify | 783 | 0.05 | 78.473 | 78.676 | 0.000 | ||
| 3776 | 2012.06.06 10:46 | modify | 783 | 0.05 | 78.473 | 78.687 | 0.000 | ||
| 3777 | 2012.06.06 10:49 | modify | 783 | 0.05 | 78.473 | 78.697 | 0.000 | ||
| 3778 | 2012.06.06 10:50 | modify | 783 | 0.05 | 78.473 | 78.708 | 0.000 | ||
| 3779 | 2012.06.06 11:01 | modify | 783 | 0.05 | 78.473 | 78.718 | 0.000 | ||
| 3780 | 2012.06.06 11:01 | modify | 783 | 0.05 | 78.473 | 78.729 | 0.000 | ||
| 3781 | 2012.06.06 11:02 | modify | 783 | 0.05 | 78.473 | 78.740 | 0.000 | ||
| 3782 | 2012.06.06 11:04 | modify | 783 | 0.05 | 78.473 | 78.750 | 0.000 | ||
| 3783 | 2012.06.06 11:04 | modify | 783 | 0.05 | 78.473 | 78.761 | 0.000 | ||
| 3784 | 2012.06.06 11:04 | modify | 783 | 0.05 | 78.473 | 78.771 | 0.000 | ||
| 3785 | 2012.06.06 11:05 | modify | 783 | 0.05 | 78.473 | 78.783 | 0.000 | ||
| 3786 | 2012.06.06 11:05 | modify | 783 | 0.05 | 78.473 | 78.795 | 0.000 | ||
| 3787 | 2012.06.06 11:05 | modify | 783 | 0.05 | 78.473 | 78.806 | 0.000 | ||
| 3788 | 2012.06.06 11:05 | modify | 783 | 0.05 | 78.473 | 78.816 | 0.000 | ||
| 3789 | 2012.06.07 01:06 | modify | 783 | 0.05 | 78.473 | 78.827 | 0.000 | ||
| 3790 | 2012.06.07 01:06 | modify | 783 | 0.05 | 78.473 | 78.840 | 0.000 | ||
| 3791 | 2012.06.07 01:06 | modify | 783 | 0.05 | 78.473 | 78.852 | 0.000 | ||
| 3792 | 2012.06.07 01:06 | modify | 783 | 0.05 | 78.473 | 78.863 | 0.000 | ||
| 3793 | 2012.06.07 01:11 | modify | 783 | 0.05 | 78.473 | 78.874 | 0.000 | ||
| 3794 | 2012.06.07 01:18 | modify | 783 | 0.05 | 78.473 | 78.885 | 0.000 | ||
| 3795 | 2012.06.07 01:19 | modify | 783 | 0.05 | 78.473 | 78.896 | 0.000 | ||
| 3796 | 2012.06.07 01:19 | modify | 783 | 0.05 | 78.473 | 78.907 | 0.000 | ||
| 3797 | 2012.06.07 01:20 | modify | 783 | 0.05 | 78.473 | 78.917 | 0.000 | ||
| 3798 | 2012.06.07 01:26 | modify | 783 | 0.05 | 78.473 | 78.928 | 0.000 | ||
| 3799 | 2012.06.07 07:35 | modify | 783 | 0.05 | 78.473 | 78.938 | 0.000 | ||
| 3800 | 2012.06.07 07:35 | modify | 783 | 0.05 | 78.473 | 78.949 | 0.000 | ||
| 3801 | 2012.06.07 07:35 | modify | 783 | 0.05 | 78.473 | 78.959 | 0.000 | ||
| 3802 | 2012.06.07 07:39 | modify | 783 | 0.05 | 78.473 | 78.971 | 0.000 | ||
| 3803 | 2012.06.07 08:02 | modify | 783 | 0.05 | 78.473 | 78.982 | 0.000 | ||
| 3804 | 2012.06.07 08:38 | modify | 783 | 0.05 | 78.473 | 78.993 | 0.000 | ||
| 3805 | 2012.06.07 08:39 | modify | 783 | 0.05 | 78.473 | 79.003 | 0.000 | ||
| 3806 | 2012.06.07 08:46 | modify | 783 | 0.05 | 78.473 | 79.014 | 0.000 | ||
| 3807 | 2012.06.07 12:44 | modify | 783 | 0.05 | 78.473 | 79.024 | 0.000 | ||
| 3808 | 2012.06.07 13:04 | modify | 783 | 0.05 | 78.473 | 79.035 | 0.000 | ||
| 3809 | 2012.06.07 14:13 | close | 783 | 0.03 | 79.296 | 79.035 | 0.000 | 31.74 | 11144.01 |
| 3810 | 2012.06.07 14:13 | buy | 784 | 0.02 | 78.473 | 79.035 | 0.000 | ||
| 3811 | 2012.06.07 15:20 | modify | 784 | 0.02 | 78.473 | 79.045 | 0.000 | ||
| 3812 | 2012.06.07 15:20 | modify | 784 | 0.02 | 78.473 | 79.056 | 0.000 | ||
| 3813 | 2012.06.07 15:21 | modify | 784 | 0.02 | 78.473 | 79.067 | 0.000 | ||
| 3814 | 2012.06.07 15:21 | modify | 784 | 0.02 | 78.473 | 79.077 | 0.000 | ||
| 3815 | 2012.06.07 15:21 | modify | 784 | 0.02 | 78.473 | 79.087 | 0.000 | ||
| 3816 | 2012.06.07 15:22 | modify | 784 | 0.02 | 78.473 | 79.098 | 0.000 | ||
| 3817 | 2012.06.07 15:22 | modify | 784 | 0.02 | 78.473 | 79.108 | 0.000 | ||
| 3818 | 2012.06.07 15:24 | modify | 784 | 0.02 | 78.473 | 79.119 | 0.000 | ||
| 3819 | 2012.06.07 15:27 | modify | 784 | 0.02 | 78.473 | 79.129 | 0.000 | ||
| 3820 | 2012.06.07 15:27 | modify | 784 | 0.02 | 78.473 | 79.140 | 0.000 | ||
| 3821 | 2012.06.07 15:28 | modify | 784 | 0.02 | 78.473 | 79.151 | 0.000 | ||
| 3822 | 2012.06.07 15:28 | modify | 784 | 0.02 | 78.473 | 79.161 | 0.000 | ||
| 3823 | 2012.06.07 15:28 | modify | 784 | 0.02 | 78.473 | 79.173 | 0.000 | ||
| 3824 | 2012.06.07 15:31 | modify | 784 | 0.02 | 78.473 | 79.184 | 0.000 | ||
| 3825 | 2012.06.07 15:31 | modify | 784 | 0.02 | 78.473 | 79.195 | 0.000 | ||
| 3826 | 2012.06.07 15:32 | modify | 784 | 0.02 | 78.473 | 79.205 | 0.000 | ||
| 3827 | 2012.06.07 15:32 | modify | 784 | 0.02 | 78.473 | 79.215 | 0.000 | ||
| 3828 | 2012.06.07 15:32 | modify | 784 | 0.02 | 78.473 | 79.227 | 0.000 | ||
| 3829 | 2012.06.07 15:32 | modify | 784 | 0.02 | 78.473 | 79.238 | 0.000 | ||
| 3830 | 2012.06.07 15:32 | modify | 784 | 0.02 | 78.473 | 79.248 | 0.000 | ||
| 3831 | 2012.06.07 15:32 | modify | 784 | 0.02 | 78.473 | 79.260 | 0.000 | ||
| 3832 | 2012.06.07 15:50 | modify | 784 | 0.02 | 78.473 | 79.271 | 0.000 | ||
| 3833 | 2012.06.07 15:51 | modify | 784 | 0.02 | 78.473 | 79.281 | 0.000 | ||
| 3834 | 2012.06.07 15:51 | modify | 784 | 0.02 | 78.473 | 79.292 | 0.000 | ||
| 3835 | 2012.06.07 15:51 | modify | 784 | 0.02 | 78.473 | 79.304 | 0.000 | ||
| 3836 | 2012.06.07 15:51 | modify | 784 | 0.02 | 78.473 | 79.315 | 0.000 | ||
| 3837 | 2012.06.07 15:51 | modify | 784 | 0.02 | 78.473 | 79.325 | 0.000 | ||
| 3838 | 2012.06.08 03:31 | close | 784 | 0.02 | 79.573 | 79.325 | 0.000 | 28.15 | 11172.16 |
| 3839 | 2012.06.12 01:06 | sell | 785 | 0.10 | 79.341 | 0.000 | 0.000 | ||
| 3840 | 2012.06.12 01:06 | modify | 785 | 0.10 | 79.341 | 79.591 | 0.000 | ||
| 3841 | 2012.06.12 01:54 | close | 785 | 0.05 | 79.238 | 79.591 | 0.000 | 6.50 | 11178.66 |
| 3842 | 2012.06.12 01:54 | sell | 786 | 0.05 | 79.341 | 79.591 | 0.000 | ||
| 3843 | 2012.06.12 06:26 | close | 786 | 0.03 | 79.470 | 79.591 | 0.000 | -4.87 | 11173.79 |
| 3844 | 2012.06.12 06:26 | sell | 787 | 0.02 | 79.341 | 79.591 | 0.000 | ||
| 3845 | 2012.06.12 06:27 | close | 787 | 0.02 | 79.565 | 79.591 | 0.000 | -5.63 | 11168.16 |
| 3846 | 2012.06.13 14:02 | buy | 788 | 0.10 | 79.721 | 0.000 | 0.000 | ||
| 3847 | 2012.06.13 14:02 | modify | 788 | 0.10 | 79.721 | 79.471 | 0.000 | ||
| 3848 | 2012.06.13 15:30 | close | 788 | 0.05 | 79.580 | 79.471 | 0.000 | -8.86 | 11159.30 |
| 3849 | 2012.06.13 15:30 | buy | 789 | 0.05 | 79.721 | 79.471 | 0.000 | ||
| 3850 | 2012.06.13 15:30 | close | 789 | 0.05 | 79.545 | 79.471 | 0.000 | -11.06 | 11148.24 |
| 3851 | 2012.06.13 16:19 | sell | 790 | 0.10 | 79.351 | 0.000 | 0.000 | ||
| 3852 | 2012.06.13 16:19 | modify | 790 | 0.10 | 79.351 | 79.601 | 0.000 | ||
| 3853 | 2012.06.13 18:00 | close | 790 | 0.05 | 79.414 | 79.601 | 0.000 | -3.97 | 11144.27 |
| 3854 | 2012.06.13 18:00 | sell | 791 | 0.05 | 79.351 | 79.601 | 0.000 | ||
| 3855 | 2012.06.14 22:08 | close | 791 | 0.03 | 79.352 | 79.601 | 0.000 | -0.93 | 11143.34 |
| 3856 | 2012.06.14 22:08 | sell | 792 | 0.02 | 79.351 | 79.601 | 0.000 | ||
| 3857 | 2012.06.14 22:59 | close | 792 | 0.02 | 79.374 | 79.601 | 0.000 | -1.18 | 11142.16 |
| 3858 | 2012.06.15 03:25 | buy | 793 | 0.10 | 79.492 | 0.000 | 0.000 | ||
| 3859 | 2012.06.15 03:25 | modify | 793 | 0.10 | 79.492 | 79.242 | 0.000 | ||
| 3860 | 2012.06.15 04:00 | close | 793 | 0.05 | 79.416 | 79.242 | 0.000 | -4.78 | 11137.38 |
| 3861 | 2012.06.15 04:00 | buy | 794 | 0.05 | 79.492 | 79.242 | 0.000 | ||
| 3862 | 2012.06.15 04:46 | close | 794 | 0.03 | 79.272 | 79.242 | 0.000 | -8.33 | 11129.05 |
| 3863 | 2012.06.15 04:46 | buy | 795 | 0.02 | 79.492 | 79.242 | 0.000 | ||
| 3864 | 2012.06.15 04:49 | s/l | 795 | 0.02 | 79.242 | 79.242 | 0.000 | -6.31 | 11122.74 |
| 3865 | 2012.06.15 05:45 | sell | 796 | 0.10 | 79.151 | 0.000 | 0.000 | ||
| 3866 | 2012.06.15 05:45 | modify | 796 | 0.10 | 79.151 | 79.401 | 0.000 | ||
| 3867 | 2012.06.15 05:45 | close | 796 | 0.05 | 79.047 | 79.401 | 0.000 | 6.58 | 11129.32 |
| 3868 | 2012.06.15 05:45 | sell | 797 | 0.05 | 79.151 | 79.401 | 0.000 | ||
| 3869 | 2012.06.15 08:00 | close | 797 | 0.05 | 78.865 | 79.401 | 0.000 | 18.13 | 11147.45 |
| 3870 | 2012.06.19 10:30 | sell | 798 | 0.10 | 78.850 | 0.000 | 0.000 | ||
| 3871 | 2012.06.19 10:30 | modify | 798 | 0.10 | 78.850 | 79.100 | 0.000 | ||
| 3872 | 2012.06.19 13:00 | close | 798 | 0.05 | 78.929 | 79.100 | 0.000 | -5.00 | 11142.45 |
| 3873 | 2012.06.19 13:00 | sell | 799 | 0.05 | 78.850 | 79.100 | 0.000 | ||
| 3874 | 2012.06.19 16:08 | close | 799 | 0.03 | 78.995 | 79.100 | 0.000 | -5.51 | 11136.94 |
| 3875 | 2012.06.19 16:08 | sell | 800 | 0.02 | 78.850 | 79.100 | 0.000 | ||
| 3876 | 2012.06.19 16:10 | close | 800 | 0.02 | 79.035 | 79.100 | 0.000 | -4.68 | 11132.26 |
| 3877 | 2012.06.20 04:13 | sell | 801 | 0.10 | 78.839 | 0.000 | 0.000 | ||
| 3878 | 2012.06.20 04:13 | modify | 801 | 0.10 | 78.839 | 79.089 | 0.000 | ||
| 3879 | 2012.06.20 06:00 | close | 801 | 0.05 | 78.843 | 79.089 | 0.000 | -0.25 | 11132.01 |
| 3880 | 2012.06.20 06:00 | sell | 802 | 0.05 | 78.839 | 79.089 | 0.000 | ||
| 3881 | 2012.06.20 15:40 | close | 802 | 0.05 | 79.015 | 79.089 | 0.000 | -11.14 | 11120.87 |
| 3882 | 2012.06.20 15:59 | buy | 803 | 0.10 | 79.127 | 0.000 | 0.000 | ||
| 3883 | 2012.06.20 15:59 | modify | 803 | 0.10 | 79.127 | 78.877 | 0.000 | ||
| 3884 | 2012.06.20 16:24 | close | 803 | 0.05 | 79.229 | 78.877 | 0.000 | 6.44 | 11127.31 |
| 3885 | 2012.06.20 16:24 | buy | 804 | 0.05 | 79.127 | 78.877 | 0.000 | ||
| 3886 | 2012.06.20 17:08 | modify | 804 | 0.05 | 79.127 | 79.177 | 0.000 | ||
| 3887 | 2012.06.21 08:45 | modify | 804 | 0.05 | 79.127 | 79.278 | 0.000 | ||
| 3888 | 2012.06.21 12:09 | modify | 804 | 0.05 | 79.127 | 79.289 | 0.000 | ||
| 3889 | 2012.06.21 12:09 | modify | 804 | 0.05 | 79.127 | 79.300 | 0.000 | ||
| 3890 | 2012.06.21 12:09 | modify | 804 | 0.05 | 79.127 | 79.310 | 0.000 | ||
| 3891 | 2012.06.21 12:10 | modify | 804 | 0.05 | 79.127 | 79.321 | 0.000 | ||
| 3892 | 2012.06.21 12:10 | modify | 804 | 0.05 | 79.127 | 79.331 | 0.000 | ||
| 3893 | 2012.06.21 12:15 | modify | 804 | 0.05 | 79.127 | 79.343 | 0.000 | ||
| 3894 | 2012.06.21 12:15 | modify | 804 | 0.05 | 79.127 | 79.355 | 0.000 | ||
| 3895 | 2012.06.21 12:16 | modify | 804 | 0.05 | 79.127 | 79.367 | 0.000 | ||
| 3896 | 2012.06.21 12:16 | modify | 804 | 0.05 | 79.127 | 79.380 | 0.000 | ||
| 3897 | 2012.06.21 12:16 | modify | 804 | 0.05 | 79.127 | 79.391 | 0.000 | ||
| 3898 | 2012.06.21 12:16 | modify | 804 | 0.05 | 79.127 | 79.402 | 0.000 | ||
| 3899 | 2012.06.21 12:17 | modify | 804 | 0.05 | 79.127 | 79.413 | 0.000 | ||
| 3900 | 2012.06.21 12:17 | modify | 804 | 0.05 | 79.127 | 79.423 | 0.000 | ||