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 |
| 3901 | 2012.06.21 12:17 | modify | 804 | 0.05 | 79.127 | 79.434 | 0.000 | ||
| 3902 | 2012.06.21 12:20 | modify | 804 | 0.05 | 79.127 | 79.444 | 0.000 | ||
| 3903 | 2012.06.21 12:47 | modify | 804 | 0.05 | 79.127 | 79.455 | 0.000 | ||
| 3904 | 2012.06.21 12:47 | modify | 804 | 0.05 | 79.127 | 79.465 | 0.000 | ||
| 3905 | 2012.06.21 12:48 | modify | 804 | 0.05 | 79.127 | 79.476 | 0.000 | ||
| 3906 | 2012.06.21 12:49 | modify | 804 | 0.05 | 79.127 | 79.486 | 0.000 | ||
| 3907 | 2012.06.21 14:18 | modify | 804 | 0.05 | 79.127 | 79.497 | 0.000 | ||
| 3908 | 2012.06.21 14:20 | modify | 804 | 0.05 | 79.127 | 79.508 | 0.000 | ||
| 3909 | 2012.06.21 14:32 | modify | 804 | 0.05 | 79.127 | 79.518 | 0.000 | ||
| 3910 | 2012.06.21 14:36 | modify | 804 | 0.05 | 79.127 | 79.528 | 0.000 | ||
| 3911 | 2012.06.21 14:41 | modify | 804 | 0.05 | 79.127 | 79.539 | 0.000 | ||
| 3912 | 2012.06.21 14:44 | modify | 804 | 0.05 | 79.127 | 79.550 | 0.000 | ||
| 3913 | 2012.06.21 14:45 | modify | 804 | 0.05 | 79.127 | 79.565 | 0.000 | ||
| 3914 | 2012.06.21 14:49 | modify | 804 | 0.05 | 79.127 | 79.575 | 0.000 | ||
| 3915 | 2012.06.21 14:50 | modify | 804 | 0.05 | 79.127 | 79.586 | 0.000 | ||
| 3916 | 2012.06.21 14:50 | modify | 804 | 0.05 | 79.127 | 79.596 | 0.000 | ||
| 3917 | 2012.06.21 14:51 | modify | 804 | 0.05 | 79.127 | 79.607 | 0.000 | ||
| 3918 | 2012.06.21 15:06 | modify | 804 | 0.05 | 79.127 | 79.618 | 0.000 | ||
| 3919 | 2012.06.21 15:45 | modify | 804 | 0.05 | 79.127 | 79.628 | 0.000 | ||
| 3920 | 2012.06.21 16:10 | modify | 804 | 0.05 | 79.127 | 79.639 | 0.000 | ||
| 3921 | 2012.06.21 16:12 | modify | 804 | 0.05 | 79.127 | 79.649 | 0.000 | ||
| 3922 | 2012.06.21 16:12 | modify | 804 | 0.05 | 79.127 | 79.660 | 0.000 | ||
| 3923 | 2012.06.21 16:13 | modify | 804 | 0.05 | 79.127 | 79.670 | 0.000 | ||
| 3924 | 2012.06.21 16:18 | modify | 804 | 0.05 | 79.127 | 79.682 | 0.000 | ||
| 3925 | 2012.06.21 16:18 | modify | 804 | 0.05 | 79.127 | 79.693 | 0.000 | ||
| 3926 | 2012.06.21 16:20 | modify | 804 | 0.05 | 79.127 | 79.703 | 0.000 | ||
| 3927 | 2012.06.21 16:20 | modify | 804 | 0.05 | 79.127 | 79.714 | 0.000 | ||
| 3928 | 2012.06.21 16:20 | modify | 804 | 0.05 | 79.127 | 79.724 | 0.000 | ||
| 3929 | 2012.06.21 16:33 | modify | 804 | 0.05 | 79.127 | 79.735 | 0.000 | ||
| 3930 | 2012.06.21 16:33 | modify | 804 | 0.05 | 79.127 | 79.746 | 0.000 | ||
| 3931 | 2012.06.21 16:38 | modify | 804 | 0.05 | 79.127 | 79.756 | 0.000 | ||
| 3932 | 2012.06.21 16:38 | modify | 804 | 0.05 | 79.127 | 79.767 | 0.000 | ||
| 3933 | 2012.06.21 16:39 | modify | 804 | 0.05 | 79.127 | 79.777 | 0.000 | ||
| 3934 | 2012.06.21 16:40 | modify | 804 | 0.05 | 79.127 | 79.788 | 0.000 | ||
| 3935 | 2012.06.21 16:40 | modify | 804 | 0.05 | 79.127 | 79.798 | 0.000 | ||
| 3936 | 2012.06.21 16:41 | modify | 804 | 0.05 | 79.127 | 79.809 | 0.000 | ||
| 3937 | 2012.06.21 18:00 | modify | 804 | 0.05 | 79.127 | 79.819 | 0.000 | ||
| 3938 | 2012.06.21 18:00 | modify | 804 | 0.05 | 79.127 | 79.831 | 0.000 | ||
| 3939 | 2012.06.21 18:05 | modify | 804 | 0.05 | 79.127 | 79.842 | 0.000 | ||
| 3940 | 2012.06.21 18:07 | modify | 804 | 0.05 | 79.127 | 79.853 | 0.000 | ||
| 3941 | 2012.06.21 18:07 | modify | 804 | 0.05 | 79.127 | 79.863 | 0.000 | ||
| 3942 | 2012.06.21 23:26 | modify | 804 | 0.05 | 79.127 | 79.873 | 0.000 | ||
| 3943 | 2012.06.22 02:50 | close | 804 | 0.03 | 80.062 | 79.873 | 0.000 | 35.64 | 11162.95 |
| 3944 | 2012.06.22 02:50 | buy | 805 | 0.02 | 79.127 | 79.873 | 0.000 | ||
| 3945 | 2012.06.22 02:58 | close | 805 | 0.02 | 79.999 | 79.873 | 0.000 | 22.20 | 11185.15 |
| 3946 | 2012.06.29 03:56 | sell | 806 | 0.10 | 79.212 | 0.000 | 0.000 | ||
| 3947 | 2012.06.29 03:56 | modify | 806 | 0.10 | 79.212 | 79.462 | 0.000 | ||
| 3948 | 2012.06.29 05:00 | close | 806 | 0.05 | 79.259 | 79.462 | 0.000 | -2.96 | 11182.19 |
| 3949 | 2012.06.29 05:00 | sell | 807 | 0.05 | 79.212 | 79.462 | 0.000 | ||
| 3950 | 2012.06.29 08:00 | close | 807 | 0.05 | 79.309 | 79.462 | 0.000 | -6.12 | 11176.07 |
| 3951 | 2012.07.03 17:13 | buy | 808 | 0.10 | 79.909 | 0.000 | 0.000 | ||
| 3952 | 2012.07.03 17:13 | modify | 808 | 0.10 | 79.909 | 79.659 | 0.000 | ||
| 3953 | 2012.07.04 00:01 | close | 808 | 0.10 | 79.757 | 79.659 | 0.000 | -18.56 | 11157.51 |
| 3954 | 2012.07.05 01:49 | buy | 809 | 0.10 | 79.904 | 0.000 | 0.000 | ||
| 3955 | 2012.07.05 01:49 | modify | 809 | 0.10 | 79.904 | 79.654 | 0.000 | ||
| 3956 | 2012.07.05 04:05 | close | 809 | 0.05 | 80.023 | 79.654 | 0.000 | 7.44 | 11164.95 |
| 3957 | 2012.07.05 04:05 | buy | 810 | 0.05 | 79.904 | 79.654 | 0.000 | ||
| 3958 | 2012.07.05 06:27 | close | 810 | 0.03 | 79.805 | 79.654 | 0.000 | -3.72 | 11161.23 |
| 3959 | 2012.07.05 06:27 | buy | 811 | 0.02 | 79.904 | 79.654 | 0.000 | ||
| 3960 | 2012.07.05 08:40 | close | 811 | 0.02 | 79.730 | 79.654 | 0.000 | -4.36 | 11156.87 |
| 3961 | 2012.07.05 10:20 | sell | 812 | 0.10 | 79.584 | 0.000 | 0.000 | ||
| 3962 | 2012.07.05 10:20 | modify | 812 | 0.10 | 79.584 | 79.834 | 0.000 | ||
| 3963 | 2012.07.05 11:00 | close | 812 | 0.05 | 79.664 | 79.834 | 0.000 | -5.02 | 11151.85 |
| 3964 | 2012.07.05 11:00 | sell | 813 | 0.05 | 79.584 | 79.834 | 0.000 | ||
| 3965 | 2012.07.05 15:15 | s/l | 813 | 0.05 | 79.834 | 79.834 | 0.000 | -15.66 | 11136.19 |
| 3966 | 2012.07.10 09:35 | sell | 814 | 0.10 | 79.446 | 0.000 | 0.000 | ||
| 3967 | 2012.07.10 09:35 | modify | 814 | 0.10 | 79.446 | 79.696 | 0.000 | ||
| 3968 | 2012.07.10 10:23 | close | 814 | 0.05 | 79.345 | 79.696 | 0.000 | 6.36 | 11142.55 |
| 3969 | 2012.07.10 10:23 | sell | 815 | 0.05 | 79.446 | 79.696 | 0.000 | ||
| 3970 | 2012.07.11 16:50 | close | 815 | 0.03 | 79.343 | 79.696 | 0.000 | 3.59 | 11146.15 |
| 3971 | 2012.07.11 16:50 | sell | 816 | 0.02 | 79.446 | 79.696 | 0.000 | ||
| 3972 | 2012.07.11 16:51 | close | 816 | 0.02 | 79.390 | 79.696 | 0.000 | 1.21 | 11147.36 |
| 3973 | 2012.07.11 17:10 | buy | 817 | 0.10 | 79.505 | 0.000 | 0.000 | ||
| 3974 | 2012.07.11 17:10 | modify | 817 | 0.10 | 79.505 | 79.255 | 0.000 | ||
| 3975 | 2012.07.11 17:55 | close | 817 | 0.05 | 79.607 | 79.255 | 0.000 | 6.41 | 11153.77 |
| 3976 | 2012.07.11 17:55 | buy | 818 | 0.05 | 79.505 | 79.255 | 0.000 | ||
| 3977 | 2012.07.12 05:18 | close | 818 | 0.05 | 79.547 | 79.255 | 0.000 | 3.39 | 11157.16 |
| 3978 | 2012.07.12 06:51 | buy | 819 | 0.10 | 79.803 | 0.000 | 0.000 | ||
| 3979 | 2012.07.12 06:51 | modify | 819 | 0.10 | 79.803 | 79.553 | 0.000 | ||
| 3980 | 2012.07.12 06:51 | close | 819 | 0.05 | 79.905 | 79.553 | 0.000 | 6.38 | 11163.54 |
| 3981 | 2012.07.12 06:51 | buy | 820 | 0.05 | 79.803 | 79.553 | 0.000 | ||
| 3982 | 2012.07.12 07:10 | close | 820 | 0.03 | 79.596 | 79.553 | 0.000 | -7.80 | 11155.74 |
| 3983 | 2012.07.12 07:10 | buy | 821 | 0.02 | 79.803 | 79.553 | 0.000 | ||
| 3984 | 2012.07.12 07:15 | s/l | 821 | 0.02 | 79.553 | 79.553 | 0.000 | -6.29 | 11149.45 |
| 3985 | 2012.07.16 06:39 | sell | 822 | 0.10 | 79.066 | 0.000 | 0.000 | ||
| 3986 | 2012.07.16 06:39 | modify | 822 | 0.10 | 79.066 | 79.316 | 0.000 | ||
| 3987 | 2012.07.16 11:00 | close | 822 | 0.05 | 79.024 | 79.316 | 0.000 | 2.66 | 11152.11 |
| 3988 | 2012.07.16 11:00 | sell | 823 | 0.05 | 79.066 | 79.316 | 0.000 | ||
| 3989 | 2012.07.16 16:29 | modify | 823 | 0.05 | 79.066 | 79.016 | 0.000 | ||
| 3990 | 2012.07.17 04:28 | close | 823 | 0.05 | 78.905 | 79.016 | 0.000 | 9.70 | 11161.81 |
| 3991 | 2012.07.17 15:25 | buy | 824 | 0.10 | 79.147 | 0.000 | 0.000 | ||
| 3992 | 2012.07.17 15:25 | modify | 824 | 0.10 | 79.147 | 78.897 | 0.000 | ||
| 3993 | 2012.07.17 18:00 | close | 824 | 0.05 | 78.989 | 78.897 | 0.000 | -10.00 | 11151.81 |
| 3994 | 2012.07.17 18:00 | buy | 825 | 0.05 | 79.147 | 78.897 | 0.000 | ||
| 3995 | 2012.07.18 00:02 | close | 825 | 0.05 | 78.990 | 78.897 | 0.000 | -9.69 | 11142.12 |
| 3996 | 2012.07.18 17:15 | sell | 826 | 0.10 | 78.918 | 0.000 | 0.000 | ||
| 3997 | 2012.07.18 17:15 | modify | 826 | 0.10 | 78.918 | 79.168 | 0.000 | ||
| 3998 | 2012.07.18 18:20 | close | 826 | 0.05 | 78.816 | 79.168 | 0.000 | 6.47 | 11148.59 |
| 3999 | 2012.07.18 18:20 | sell | 827 | 0.05 | 78.918 | 79.168 | 0.000 | ||
| 4000 | 2012.07.19 05:48 | modify | 827 | 0.05 | 78.918 | 78.868 | 0.000 | ||
| 4001 | 2012.07.19 16:37 | close | 827 | 0.05 | 78.665 | 78.868 | 0.000 | 14.59 | 11163.18 |
| 4002 | 2012.07.23 04:06 | sell | 828 | 0.10 | 78.365 | 0.000 | 0.000 | ||
| 4003 | 2012.07.23 04:06 | modify | 828 | 0.10 | 78.365 | 78.615 | 0.000 | ||
| 4004 | 2012.07.23 05:26 | close | 828 | 0.05 | 78.262 | 78.615 | 0.000 | 6.58 | 11169.76 |
| 4005 | 2012.07.23 05:26 | sell | 829 | 0.05 | 78.365 | 78.615 | 0.000 | ||
| 4006 | 2012.07.23 09:40 | modify | 829 | 0.05 | 78.365 | 78.315 | 0.000 | ||
| 4007 | 2012.07.23 17:23 | s/l | 829 | 0.05 | 78.315 | 78.315 | 0.000 | 3.19 | 11172.95 |
| 4008 | 2012.07.25 02:51 | sell | 830 | 0.10 | 78.093 | 0.000 | 0.000 | ||
| 4009 | 2012.07.25 02:51 | modify | 830 | 0.10 | 78.093 | 78.343 | 0.000 | ||
| 4010 | 2012.07.25 04:00 | close | 830 | 0.05 | 78.119 | 78.343 | 0.000 | -1.66 | 11171.29 |
| 4011 | 2012.07.25 04:00 | sell | 831 | 0.05 | 78.093 | 78.343 | 0.000 | ||
| 4012 | 2012.07.25 06:36 | close | 831 | 0.03 | 78.192 | 78.343 | 0.000 | -3.80 | 11167.49 |
| 4013 | 2012.07.25 06:36 | sell | 832 | 0.02 | 78.093 | 78.343 | 0.000 | ||
| 4014 | 2012.07.25 07:04 | close | 832 | 0.02 | 78.217 | 78.343 | 0.000 | -3.17 | 11164.32 |
| 4015 | 2012.07.26 03:47 | sell | 833 | 0.10 | 78.060 | 0.000 | 0.000 | ||
| 4016 | 2012.07.26 03:47 | modify | 833 | 0.10 | 78.060 | 78.310 | 0.000 | ||
| 4017 | 2012.07.26 06:00 | close | 833 | 0.05 | 78.122 | 78.310 | 0.000 | -3.97 | 11160.35 |
| 4018 | 2012.07.26 06:00 | sell | 834 | 0.05 | 78.060 | 78.310 | 0.000 | ||
| 4019 | 2012.07.26 08:04 | close | 834 | 0.05 | 78.200 | 78.310 | 0.000 | -8.95 | 11151.40 |
| 4020 | 2012.07.26 15:29 | sell | 835 | 0.10 | 78.036 | 0.000 | 0.000 | ||
| 4021 | 2012.07.26 15:29 | modify | 835 | 0.10 | 78.036 | 78.286 | 0.000 | ||
| 4022 | 2012.07.26 16:00 | close | 835 | 0.05 | 78.159 | 78.286 | 0.000 | -7.87 | 11143.53 |
| 4023 | 2012.07.26 16:00 | sell | 836 | 0.05 | 78.036 | 78.286 | 0.000 | ||
| 4024 | 2012.07.26 16:35 | close | 836 | 0.05 | 78.207 | 78.286 | 0.000 | -10.93 | 11132.60 |
| 4025 | 2012.07.26 17:49 | buy | 837 | 0.10 | 78.282 | 0.000 | 0.000 | ||
| 4026 | 2012.07.26 17:49 | modify | 837 | 0.10 | 78.282 | 78.032 | 0.000 | ||
| 4027 | 2012.07.26 19:00 | close | 837 | 0.05 | 78.234 | 78.032 | 0.000 | -3.07 | 11129.53 |
| 4028 | 2012.07.26 19:00 | buy | 838 | 0.05 | 78.282 | 78.032 | 0.000 | ||
| 4029 | 2012.07.27 05:55 | close | 838 | 0.03 | 78.199 | 78.032 | 0.000 | -3.03 | 11126.50 |
| 4030 | 2012.07.27 05:55 | buy | 839 | 0.02 | 78.282 | 78.032 | 0.000 | ||
| 4031 | 2012.07.27 08:00 | close | 839 | 0.02 | 78.232 | 78.032 | 0.000 | -1.18 | 11125.32 |
| 4032 | 2012.07.31 02:55 | sell | 840 | 0.10 | 78.112 | 0.000 | 0.000 | ||
| 4033 | 2012.07.31 02:55 | modify | 840 | 0.10 | 78.112 | 78.362 | 0.000 | ||
| 4034 | 2012.07.31 05:45 | close | 840 | 0.05 | 78.207 | 78.362 | 0.000 | -6.07 | 11119.25 |
| 4035 | 2012.07.31 05:45 | sell | 841 | 0.05 | 78.112 | 78.362 | 0.000 | ||
| 4036 | 2012.07.31 05:56 | close | 841 | 0.05 | 78.235 | 78.362 | 0.000 | -7.86 | 11111.39 |
| 4037 | 2012.07.31 17:59 | sell | 842 | 0.10 | 78.095 | 0.000 | 0.000 | ||
| 4038 | 2012.07.31 17:59 | modify | 842 | 0.10 | 78.095 | 78.345 | 0.000 | ||
| 4039 | 2012.07.31 19:00 | close | 842 | 0.05 | 78.104 | 78.345 | 0.000 | -0.58 | 11110.81 |
| 4040 | 2012.07.31 19:00 | sell | 843 | 0.05 | 78.095 | 78.345 | 0.000 | ||
| 4041 | 2012.08.01 08:00 | close | 843 | 0.05 | 78.037 | 78.345 | 0.000 | 3.22 | 11114.04 |
| 4042 | 2012.08.01 21:15 | buy | 844 | 0.10 | 78.282 | 0.000 | 0.000 | ||
| 4043 | 2012.08.01 21:15 | modify | 844 | 0.10 | 78.282 | 78.032 | 0.000 | ||
| 4044 | 2012.08.01 21:29 | close | 844 | 0.05 | 78.383 | 78.032 | 0.000 | 6.44 | 11120.48 |
| 4045 | 2012.08.01 21:29 | buy | 845 | 0.05 | 78.282 | 78.032 | 0.000 | ||
| 4046 | 2012.08.02 11:43 | close | 845 | 0.03 | 78.411 | 78.032 | 0.000 | 5.39 | 11125.87 |
| 4047 | 2012.08.02 11:43 | buy | 846 | 0.02 | 78.282 | 78.032 | 0.000 | ||
| 4048 | 2012.08.02 11:51 | close | 846 | 0.02 | 78.380 | 78.032 | 0.000 | 2.80 | 11128.67 |
| 4049 | 2012.08.06 18:04 | sell | 847 | 0.10 | 78.192 | 0.000 | 0.000 | ||
| 4050 | 2012.08.06 18:04 | modify | 847 | 0.10 | 78.192 | 78.442 | 0.000 | ||