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 |
| 4051 | 2012.08.06 20:00 | close | 847 | 0.05 | 78.177 | 78.442 | 0.000 | 0.96 | 11129.63 |
| 4052 | 2012.08.06 20:00 | sell | 848 | 0.05 | 78.192 | 78.442 | 0.000 | ||
| 4053 | 2012.08.07 04:39 | close | 848 | 0.03 | 78.267 | 78.442 | 0.000 | -3.17 | 11126.46 |
| 4054 | 2012.08.07 04:39 | sell | 849 | 0.02 | 78.192 | 78.442 | 0.000 | ||
| 4055 | 2012.08.07 05:41 | close | 849 | 0.02 | 78.284 | 78.442 | 0.000 | -2.55 | 11123.91 |
| 4056 | 2012.08.07 15:02 | buy | 850 | 0.10 | 78.473 | 0.000 | 0.000 | ||
| 4057 | 2012.08.07 15:02 | modify | 850 | 0.10 | 78.473 | 78.223 | 0.000 | ||
| 4058 | 2012.08.07 15:45 | close | 850 | 0.05 | 78.575 | 78.223 | 0.000 | 6.49 | 11130.40 |
| 4059 | 2012.08.07 15:45 | buy | 851 | 0.05 | 78.473 | 78.223 | 0.000 | ||
| 4060 | 2012.08.08 04:02 | close | 851 | 0.05 | 78.511 | 78.223 | 0.000 | 2.67 | 11133.07 |
| 4061 | 2012.08.09 15:36 | buy | 852 | 0.10 | 78.583 | 0.000 | 0.000 | ||
| 4062 | 2012.08.09 15:36 | modify | 852 | 0.10 | 78.583 | 78.333 | 0.000 | ||
| 4063 | 2012.08.09 16:31 | close | 852 | 0.05 | 78.706 | 78.333 | 0.000 | 7.81 | 11140.88 |
| 4064 | 2012.08.09 16:31 | buy | 853 | 0.05 | 78.583 | 78.333 | 0.000 | ||
| 4065 | 2012.08.10 03:16 | close | 853 | 0.05 | 78.494 | 78.333 | 0.000 | -5.42 | 11135.46 |
| 4066 | 2012.08.14 03:13 | buy | 854 | 0.10 | 78.378 | 0.000 | 0.000 | ||
| 4067 | 2012.08.14 03:13 | modify | 854 | 0.10 | 78.378 | 78.128 | 0.000 | ||
| 4068 | 2012.08.14 05:00 | close | 854 | 0.05 | 78.417 | 78.128 | 0.000 | 2.49 | 11137.95 |
| 4069 | 2012.08.14 05:00 | buy | 855 | 0.05 | 78.378 | 78.128 | 0.000 | ||
| 4070 | 2012.08.14 15:30 | modify | 855 | 0.05 | 78.378 | 78.428 | 0.000 | ||
| 4071 | 2012.08.15 10:42 | modify | 855 | 0.05 | 78.378 | 78.529 | 0.000 | ||
| 4072 | 2012.08.15 15:13 | modify | 855 | 0.05 | 78.378 | 78.541 | 0.000 | ||
| 4073 | 2012.08.15 15:13 | modify | 855 | 0.05 | 78.378 | 78.553 | 0.000 | ||
| 4074 | 2012.08.15 15:16 | modify | 855 | 0.05 | 78.378 | 78.563 | 0.000 | ||
| 4075 | 2012.08.15 15:18 | modify | 855 | 0.05 | 78.378 | 78.574 | 0.000 | ||
| 4076 | 2012.08.15 15:18 | modify | 855 | 0.05 | 78.378 | 78.584 | 0.000 | ||
| 4077 | 2012.08.15 15:31 | close | 855 | 0.03 | 78.791 | 78.584 | 0.000 | 15.88 | 11153.83 |
| 4078 | 2012.08.15 15:31 | buy | 856 | 0.02 | 78.378 | 78.584 | 0.000 | ||
| 4079 | 2012.08.15 15:42 | close | 856 | 0.02 | 78.721 | 78.584 | 0.000 | 8.81 | 11162.64 |
| 4080 | 2012.08.16 03:11 | buy | 857 | 0.10 | 79.101 | 0.000 | 0.000 | ||
| 4081 | 2012.08.16 03:11 | modify | 857 | 0.10 | 79.101 | 78.851 | 0.000 | ||
| 4082 | 2012.08.16 06:00 | close | 857 | 0.05 | 79.122 | 78.851 | 0.000 | 1.33 | 11163.97 |
| 4083 | 2012.08.16 06:00 | buy | 858 | 0.05 | 79.101 | 78.851 | 0.000 | ||
| 4084 | 2012.08.16 17:00 | close | 858 | 0.05 | 79.108 | 78.851 | 0.000 | 0.44 | 11164.41 |
| 4085 | 2012.08.20 04:19 | buy | 859 | 0.10 | 79.603 | 0.000 | 0.000 | ||
| 4086 | 2012.08.20 04:19 | modify | 859 | 0.10 | 79.603 | 79.353 | 0.000 | ||
| 4087 | 2012.08.20 07:42 | close | 859 | 0.10 | 79.478 | 79.353 | 0.000 | -15.73 | 11148.68 |
| 4088 | 2012.08.20 17:20 | sell | 860 | 0.10 | 79.349 | 0.000 | 0.000 | ||
| 4089 | 2012.08.20 17:20 | modify | 860 | 0.10 | 79.349 | 79.599 | 0.000 | ||
| 4090 | 2012.08.20 20:00 | close | 860 | 0.05 | 79.403 | 79.599 | 0.000 | -3.40 | 11145.28 |
| 4091 | 2012.08.20 20:00 | sell | 861 | 0.05 | 79.349 | 79.599 | 0.000 | ||
| 4092 | 2012.08.21 00:46 | close | 861 | 0.03 | 79.503 | 79.599 | 0.000 | -6.11 | 11139.18 |
| 4093 | 2012.08.21 00:46 | sell | 862 | 0.02 | 79.349 | 79.599 | 0.000 | ||
| 4094 | 2012.08.21 10:47 | close | 862 | 0.02 | 79.418 | 79.599 | 0.000 | -1.94 | 11137.24 |
| 4095 | 2012.08.21 21:21 | sell | 863 | 0.10 | 79.255 | 0.000 | 0.000 | ||
| 4096 | 2012.08.21 21:21 | modify | 863 | 0.10 | 79.255 | 79.505 | 0.000 | ||
| 4097 | 2012.08.22 01:00 | close | 863 | 0.05 | 79.280 | 79.505 | 0.000 | -2.08 | 11135.16 |
| 4098 | 2012.08.22 01:00 | sell | 864 | 0.05 | 79.255 | 79.505 | 0.000 | ||
| 4099 | 2012.08.22 09:36 | close | 864 | 0.05 | 79.310 | 79.505 | 0.000 | -3.97 | 11131.19 |
| 4100 | 2012.08.22 15:55 | sell | 865 | 0.10 | 79.154 | 0.000 | 0.000 | ||
| 4101 | 2012.08.22 15:55 | modify | 865 | 0.10 | 79.154 | 79.404 | 0.000 | ||
| 4102 | 2012.08.22 20:00 | close | 865 | 0.05 | 79.045 | 79.404 | 0.000 | 6.89 | 11138.08 |
| 4103 | 2012.08.22 20:00 | sell | 866 | 0.05 | 79.154 | 79.404 | 0.000 | ||
| 4104 | 2012.08.22 20:24 | modify | 866 | 0.05 | 79.154 | 79.104 | 0.000 | ||
| 4105 | 2012.08.22 20:32 | modify | 866 | 0.05 | 79.154 | 79.000 | 0.000 | ||
| 4106 | 2012.08.22 20:32 | modify | 866 | 0.05 | 79.154 | 78.989 | 0.000 | ||
| 4107 | 2012.08.22 20:32 | modify | 866 | 0.05 | 79.154 | 78.975 | 0.000 | ||
| 4108 | 2012.08.22 20:32 | modify | 866 | 0.05 | 79.154 | 78.963 | 0.000 | ||
| 4109 | 2012.08.22 20:32 | modify | 866 | 0.05 | 79.154 | 78.952 | 0.000 | ||
| 4110 | 2012.08.22 20:32 | modify | 866 | 0.05 | 79.154 | 78.940 | 0.000 | ||
| 4111 | 2012.08.22 20:32 | modify | 866 | 0.05 | 79.154 | 78.925 | 0.000 | ||
| 4112 | 2012.08.22 20:32 | modify | 866 | 0.05 | 79.154 | 78.910 | 0.000 | ||
| 4113 | 2012.08.22 20:32 | modify | 866 | 0.05 | 79.154 | 78.896 | 0.000 | ||
| 4114 | 2012.08.22 20:33 | modify | 866 | 0.05 | 79.154 | 78.885 | 0.000 | ||
| 4115 | 2012.08.22 20:33 | modify | 866 | 0.05 | 79.154 | 78.873 | 0.000 | ||
| 4116 | 2012.08.22 20:33 | modify | 866 | 0.05 | 79.154 | 78.860 | 0.000 | ||
| 4117 | 2012.08.22 20:33 | modify | 866 | 0.05 | 79.154 | 78.849 | 0.000 | ||
| 4118 | 2012.08.22 20:33 | modify | 866 | 0.05 | 79.154 | 78.836 | 0.000 | ||
| 4119 | 2012.08.22 20:33 | modify | 866 | 0.05 | 79.154 | 78.825 | 0.000 | ||
| 4120 | 2012.08.23 09:42 | close | 866 | 0.03 | 78.584 | 78.825 | 0.000 | 20.87 | 11158.95 |
| 4121 | 2012.08.23 09:42 | sell | 867 | 0.02 | 79.154 | 78.825 | 0.000 | ||
| 4122 | 2012.08.23 09:43 | close | 867 | 0.02 | 78.594 | 78.825 | 0.000 | 13.65 | 11172.60 |
| 4123 | 2012.08.28 02:59 | sell | 868 | 0.10 | 78.620 | 0.000 | 0.000 | ||
| 4124 | 2012.08.28 02:59 | modify | 868 | 0.10 | 78.620 | 78.870 | 0.000 | ||
| 4125 | 2012.08.28 03:15 | close | 868 | 0.05 | 78.519 | 78.870 | 0.000 | 6.43 | 11179.03 |
| 4126 | 2012.08.28 03:15 | sell | 869 | 0.05 | 78.620 | 78.870 | 0.000 | ||
| 4127 | 2012.08.28 12:24 | close | 869 | 0.03 | 78.688 | 78.870 | 0.000 | -2.59 | 11176.44 |
| 4128 | 2012.08.28 12:24 | sell | 870 | 0.02 | 78.620 | 78.870 | 0.000 | ||
| 4129 | 2012.08.29 00:57 | close | 870 | 0.02 | 78.583 | 78.870 | 0.000 | 0.74 | 11177.18 |
| 4130 | 2012.08.29 16:00 | buy | 871 | 0.10 | 78.708 | 0.000 | 0.000 | ||
| 4131 | 2012.08.29 16:00 | modify | 871 | 0.10 | 78.708 | 78.458 | 0.000 | ||
| 4132 | 2012.08.29 18:00 | close | 871 | 0.05 | 78.713 | 78.458 | 0.000 | 0.32 | 11177.50 |
| 4133 | 2012.08.29 18:00 | buy | 872 | 0.05 | 78.708 | 78.458 | 0.000 | ||
| 4134 | 2012.08.30 02:52 | close | 872 | 0.03 | 78.648 | 78.458 | 0.000 | -1.84 | 11175.67 |
| 4135 | 2012.08.30 02:52 | buy | 873 | 0.02 | 78.708 | 78.458 | 0.000 | ||
| 4136 | 2012.08.30 03:44 | close | 873 | 0.02 | 78.641 | 78.458 | 0.000 | -1.40 | 11174.27 |
| 4137 | 2012.08.31 04:40 | sell | 874 | 0.10 | 78.482 | 0.000 | 0.000 | ||
| 4138 | 2012.08.31 04:40 | modify | 874 | 0.10 | 78.482 | 78.732 | 0.000 | ||
| 4139 | 2012.08.31 08:00 | close | 874 | 0.10 | 78.458 | 78.732 | 0.000 | 3.06 | 11177.33 |
| 4140 | 2012.09.03 03:00 | sell | 875 | 0.10 | 78.183 | 0.000 | 0.000 | ||
| 4141 | 2012.09.03 03:00 | modify | 875 | 0.10 | 78.183 | 78.433 | 0.000 | ||
| 4142 | 2012.09.03 05:00 | close | 875 | 0.05 | 78.251 | 78.433 | 0.000 | -4.34 | 11172.99 |
| 4143 | 2012.09.03 05:00 | sell | 876 | 0.05 | 78.183 | 78.433 | 0.000 | ||
| 4144 | 2012.09.03 08:53 | close | 876 | 0.03 | 78.322 | 78.433 | 0.000 | -5.32 | 11167.67 |
| 4145 | 2012.09.03 08:53 | sell | 877 | 0.02 | 78.183 | 78.433 | 0.000 | ||
| 4146 | 2012.09.03 09:37 | close | 877 | 0.02 | 78.359 | 78.433 | 0.000 | -4.49 | 11163.18 |
| 4147 | 2012.09.04 03:37 | buy | 878 | 0.10 | 78.400 | 0.000 | 0.000 | ||
| 4148 | 2012.09.04 03:37 | modify | 878 | 0.10 | 78.400 | 78.150 | 0.000 | ||
| 4149 | 2012.09.04 11:00 | close | 878 | 0.05 | 78.424 | 78.150 | 0.000 | 1.53 | 11164.71 |
| 4150 | 2012.09.04 11:00 | buy | 879 | 0.05 | 78.400 | 78.150 | 0.000 | ||
| 4151 | 2012.09.04 14:13 | close | 879 | 0.03 | 78.345 | 78.150 | 0.000 | -2.11 | 11162.60 |
| 4152 | 2012.09.04 14:13 | buy | 880 | 0.02 | 78.400 | 78.150 | 0.000 | ||
| 4153 | 2012.09.04 15:24 | close | 880 | 0.02 | 78.354 | 78.150 | 0.000 | -1.17 | 11161.43 |
| 4154 | 2012.09.05 00:49 | buy | 881 | 0.10 | 78.471 | 0.000 | 0.000 | ||
| 4155 | 2012.09.05 00:49 | modify | 881 | 0.10 | 78.471 | 78.221 | 0.000 | ||
| 4156 | 2012.09.05 07:09 | close | 881 | 0.10 | 78.380 | 78.221 | 0.000 | -11.61 | 11149.82 |
| 4157 | 2012.09.06 11:13 | buy | 882 | 0.10 | 78.471 | 0.000 | 0.000 | ||
| 4158 | 2012.09.06 11:13 | modify | 882 | 0.10 | 78.471 | 78.221 | 0.000 | ||
| 4159 | 2012.09.06 14:13 | close | 882 | 0.05 | 78.572 | 78.221 | 0.000 | 6.43 | 11156.25 |
| 4160 | 2012.09.06 14:13 | buy | 883 | 0.05 | 78.471 | 78.221 | 0.000 | ||
| 4161 | 2012.09.06 14:32 | modify | 883 | 0.05 | 78.471 | 78.521 | 0.000 | ||
| 4162 | 2012.09.07 08:00 | close | 883 | 0.05 | 78.917 | 78.521 | 0.000 | 28.51 | 11184.76 |
| 4163 | 2012.09.11 05:46 | sell | 884 | 0.10 | 78.173 | 0.000 | 0.000 | ||
| 4164 | 2012.09.11 05:46 | modify | 884 | 0.10 | 78.173 | 78.423 | 0.000 | ||
| 4165 | 2012.09.11 06:00 | close | 884 | 0.05 | 78.211 | 78.423 | 0.000 | -2.43 | 11182.33 |
| 4166 | 2012.09.11 06:00 | sell | 885 | 0.05 | 78.173 | 78.423 | 0.000 | ||
| 4167 | 2012.09.11 16:03 | modify | 885 | 0.05 | 78.173 | 78.123 | 0.000 | ||
| 4168 | 2012.09.12 03:42 | close | 885 | 0.03 | 77.856 | 78.123 | 0.000 | 11.91 | 11194.24 |
| 4169 | 2012.09.12 03:42 | sell | 886 | 0.02 | 78.173 | 78.123 | 0.000 | ||
| 4170 | 2012.09.12 03:48 | close | 886 | 0.02 | 77.876 | 78.123 | 0.000 | 7.43 | 11201.67 |
| 4171 | 2012.09.13 07:37 | sell | 887 | 0.10 | 77.692 | 0.000 | 0.000 | ||
| 4172 | 2012.09.13 07:37 | modify | 887 | 0.10 | 77.692 | 77.942 | 0.000 | ||
| 4173 | 2012.09.13 09:00 | close | 887 | 0.05 | 77.709 | 77.942 | 0.000 | -1.09 | 11200.58 |
| 4174 | 2012.09.13 09:00 | sell | 888 | 0.05 | 77.692 | 77.942 | 0.000 | ||
| 4175 | 2012.09.13 19:30 | modify | 888 | 0.05 | 77.692 | 77.642 | 0.000 | ||
| 4176 | 2012.09.13 19:36 | s/l | 888 | 0.05 | 77.642 | 77.642 | 0.000 | 3.22 | 11203.80 |
| 4177 | 2012.09.19 06:44 | buy | 889 | 0.10 | 78.907 | 0.000 | 0.000 | ||
| 4178 | 2012.09.19 06:44 | modify | 889 | 0.10 | 78.907 | 78.657 | 0.000 | ||
| 4179 | 2012.09.19 06:51 | close | 889 | 0.05 | 79.008 | 78.657 | 0.000 | 6.39 | 11210.19 |
| 4180 | 2012.09.19 06:51 | buy | 890 | 0.05 | 78.907 | 78.657 | 0.000 | ||
| 4181 | 2012.09.19 15:48 | s/l | 890 | 0.05 | 78.657 | 78.657 | 0.000 | -15.89 | 11194.30 |
| 4182 | 2012.09.20 07:03 | sell | 891 | 0.10 | 78.245 | 0.000 | 0.000 | ||
| 4183 | 2012.09.20 07:03 | modify | 891 | 0.10 | 78.245 | 78.495 | 0.000 | ||
| 4184 | 2012.09.20 08:01 | close | 891 | 0.05 | 78.144 | 78.495 | 0.000 | 6.46 | 11200.76 |
| 4185 | 2012.09.20 08:01 | sell | 892 | 0.05 | 78.245 | 78.495 | 0.000 | ||
| 4186 | 2012.09.20 17:38 | close | 892 | 0.03 | 78.281 | 78.495 | 0.000 | -1.38 | 11199.38 |
| 4187 | 2012.09.20 17:38 | sell | 893 | 0.02 | 78.245 | 78.495 | 0.000 | ||
| 4188 | 2012.09.20 18:56 | close | 893 | 0.02 | 78.315 | 78.495 | 0.000 | -1.79 | 11197.59 |
| 4189 | 2012.09.24 04:23 | sell | 894 | 0.10 | 78.059 | 0.000 | 0.000 | ||
| 4190 | 2012.09.24 04:23 | modify | 894 | 0.10 | 78.059 | 78.309 | 0.000 | ||
| 4191 | 2012.09.24 11:00 | close | 894 | 0.05 | 78.077 | 78.309 | 0.000 | -1.15 | 11196.44 |
| 4192 | 2012.09.24 11:00 | sell | 895 | 0.05 | 78.059 | 78.309 | 0.000 | ||
| 4193 | 2012.09.25 11:41 | modify | 895 | 0.05 | 78.059 | 78.009 | 0.000 | ||
| 4194 | 2012.09.25 16:58 | close | 895 | 0.03 | 77.835 | 78.009 | 0.000 | 8.33 | 11204.77 |
| 4195 | 2012.09.25 16:58 | sell | 896 | 0.02 | 78.059 | 78.009 | 0.000 | ||
| 4196 | 2012.09.25 17:00 | close | 896 | 0.02 | 77.877 | 78.009 | 0.000 | 4.47 | 11209.24 |
| 4197 | 2012.09.26 11:09 | sell | 897 | 0.10 | 77.650 | 0.000 | 0.000 | ||
| 4198 | 2012.09.26 11:09 | modify | 897 | 0.10 | 77.650 | 77.900 | 0.000 | ||
| 4199 | 2012.09.26 15:26 | close | 897 | 0.05 | 77.773 | 77.900 | 0.000 | -7.91 | 11201.33 |
| 4200 | 2012.09.26 15:26 | sell | 898 | 0.05 | 77.650 | 77.900 | 0.000 | ||