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 |
| 4201 | 2012.09.26 15:26 | close | 898 | 0.05 | 77.817 | 77.900 | 0.000 | -10.73 | 11190.60 |
| 4202 | 2012.09.27 15:30 | sell | 899 | 0.10 | 77.575 | 0.000 | 0.000 | ||
| 4203 | 2012.09.27 15:30 | modify | 899 | 0.10 | 77.575 | 77.825 | 0.000 | ||
| 4204 | 2012.09.27 16:00 | close | 899 | 0.05 | 77.700 | 77.825 | 0.000 | -8.04 | 11182.56 |
| 4205 | 2012.09.27 16:00 | sell | 900 | 0.05 | 77.575 | 77.825 | 0.000 | ||
| 4206 | 2012.09.27 17:34 | close | 900 | 0.03 | 77.697 | 77.825 | 0.000 | -4.71 | 11177.85 |
| 4207 | 2012.09.27 17:34 | sell | 901 | 0.02 | 77.575 | 77.825 | 0.000 | ||
| 4208 | 2012.09.28 08:00 | close | 901 | 0.02 | 77.529 | 77.825 | 0.000 | 0.99 | 11178.84 |
| 4209 | 2012.10.01 17:05 | buy | 902 | 0.10 | 78.108 | 0.000 | 0.000 | ||
| 4210 | 2012.10.01 17:05 | modify | 902 | 0.10 | 78.108 | 77.858 | 0.000 | ||
| 4211 | 2012.10.01 20:00 | close | 902 | 0.05 | 78.004 | 77.858 | 0.000 | -6.67 | 11172.17 |
| 4212 | 2012.10.01 20:00 | buy | 903 | 0.05 | 78.108 | 77.858 | 0.000 | ||
| 4213 | 2012.10.02 10:15 | close | 903 | 0.03 | 78.001 | 77.858 | 0.000 | -3.97 | 11168.20 |
| 4214 | 2012.10.02 10:15 | buy | 904 | 0.02 | 78.108 | 77.858 | 0.000 | ||
| 4215 | 2012.10.02 16:26 | close | 904 | 0.02 | 78.058 | 77.858 | 0.000 | -1.18 | 11167.03 |
| 4216 | 2012.10.03 01:54 | buy | 905 | 0.10 | 78.219 | 0.000 | 0.000 | ||
| 4217 | 2012.10.03 01:54 | modify | 905 | 0.10 | 78.219 | 77.969 | 0.000 | ||
| 4218 | 2012.10.03 15:12 | close | 905 | 0.05 | 78.331 | 77.969 | 0.000 | 7.15 | 11174.18 |
| 4219 | 2012.10.03 15:12 | buy | 906 | 0.05 | 78.219 | 77.969 | 0.000 | ||
| 4220 | 2012.10.03 18:21 | modify | 906 | 0.05 | 78.219 | 78.269 | 0.000 | ||
| 4221 | 2012.10.04 17:13 | close | 906 | 0.03 | 78.538 | 78.269 | 0.000 | 12.64 | 11186.82 |
| 4222 | 2012.10.04 17:13 | buy | 907 | 0.02 | 78.219 | 78.269 | 0.000 | ||
| 4223 | 2012.10.04 17:18 | close | 907 | 0.02 | 78.520 | 78.269 | 0.000 | 7.97 | 11194.79 |
| 4224 | 2012.10.05 06:44 | sell | 908 | 0.10 | 78.292 | 0.000 | 0.000 | ||
| 4225 | 2012.10.05 06:44 | modify | 908 | 0.10 | 78.292 | 78.542 | 0.000 | ||
| 4226 | 2012.10.05 08:00 | close | 908 | 0.10 | 78.389 | 78.542 | 0.000 | -12.37 | 11182.42 |
| 4227 | 2012.10.10 20:56 | sell | 909 | 0.10 | 78.144 | 0.000 | 0.000 | ||
| 4228 | 2012.10.10 20:56 | modify | 909 | 0.10 | 78.144 | 78.394 | 0.000 | ||
| 4229 | 2012.10.11 08:00 | close | 909 | 0.05 | 78.043 | 78.394 | 0.000 | 4.98 | 11187.40 |
| 4230 | 2012.10.11 08:00 | sell | 910 | 0.05 | 78.144 | 78.394 | 0.000 | ||
| 4231 | 2012.10.11 13:24 | close | 910 | 0.05 | 78.153 | 78.394 | 0.000 | -2.07 | 11185.33 |
| 4232 | 2012.10.15 07:05 | buy | 911 | 0.10 | 78.535 | 0.000 | 0.000 | ||
| 4233 | 2012.10.15 07:05 | modify | 911 | 0.10 | 78.535 | 78.285 | 0.000 | ||
| 4234 | 2012.10.15 11:00 | close | 911 | 0.05 | 78.564 | 78.285 | 0.000 | 1.85 | 11187.18 |
| 4235 | 2012.10.15 11:00 | buy | 912 | 0.05 | 78.535 | 78.285 | 0.000 | ||
| 4236 | 2012.10.16 00:02 | close | 912 | 0.05 | 78.624 | 78.285 | 0.000 | 5.91 | 11193.09 |
| 4237 | 2012.10.16 07:40 | buy | 913 | 0.10 | 78.875 | 0.000 | 0.000 | ||
| 4238 | 2012.10.16 07:40 | modify | 913 | 0.10 | 78.875 | 78.625 | 0.000 | ||
| 4239 | 2012.10.16 16:00 | close | 913 | 0.05 | 78.892 | 78.625 | 0.000 | 1.08 | 11194.17 |
| 4240 | 2012.10.16 16:00 | buy | 914 | 0.05 | 78.875 | 78.625 | 0.000 | ||
| 4241 | 2012.10.16 16:19 | close | 914 | 0.03 | 78.802 | 78.625 | 0.000 | -2.78 | 11191.39 |
| 4242 | 2012.10.16 16:19 | buy | 915 | 0.02 | 78.875 | 78.625 | 0.000 | ||
| 4243 | 2012.10.16 16:31 | close | 915 | 0.02 | 78.780 | 78.625 | 0.000 | -2.41 | 11188.98 |
| 4244 | 2012.10.16 18:10 | buy | 916 | 0.10 | 78.947 | 0.000 | 0.000 | ||
| 4245 | 2012.10.16 18:10 | modify | 916 | 0.10 | 78.947 | 78.697 | 0.000 | ||
| 4246 | 2012.10.16 20:48 | close | 916 | 0.05 | 78.844 | 78.697 | 0.000 | -6.53 | 11182.45 |
| 4247 | 2012.10.16 20:48 | buy | 917 | 0.05 | 78.947 | 78.697 | 0.000 | ||
| 4248 | 2012.10.17 00:16 | close | 917 | 0.03 | 78.847 | 78.697 | 0.000 | -3.65 | 11178.80 |
| 4249 | 2012.10.17 00:16 | buy | 918 | 0.02 | 78.947 | 78.697 | 0.000 | ||
| 4250 | 2012.10.17 01:38 | close | 918 | 0.02 | 78.829 | 78.697 | 0.000 | -2.89 | 11175.91 |
| 4251 | 2012.10.17 06:16 | sell | 919 | 0.10 | 78.618 | 0.000 | 0.000 | ||
| 4252 | 2012.10.17 06:16 | modify | 919 | 0.10 | 78.618 | 78.868 | 0.000 | ||
| 4253 | 2012.10.17 13:00 | close | 919 | 0.05 | 78.737 | 78.868 | 0.000 | -7.56 | 11168.35 |
| 4254 | 2012.10.17 13:00 | sell | 920 | 0.05 | 78.618 | 78.868 | 0.000 | ||
| 4255 | 2012.10.17 16:12 | close | 920 | 0.03 | 78.776 | 78.868 | 0.000 | -6.02 | 11162.33 |
| 4256 | 2012.10.17 16:12 | sell | 921 | 0.02 | 78.618 | 78.868 | 0.000 | ||
| 4257 | 2012.10.17 17:26 | close | 921 | 0.02 | 78.766 | 78.868 | 0.000 | -3.76 | 11158.57 |
| 4258 | 2012.10.17 21:22 | buy | 922 | 0.10 | 78.963 | 0.000 | 0.000 | ||
| 4259 | 2012.10.17 21:22 | modify | 922 | 0.10 | 78.963 | 78.713 | 0.000 | ||
| 4260 | 2012.10.17 23:00 | close | 922 | 0.05 | 78.964 | 78.713 | 0.000 | 0.06 | 11158.63 |
| 4261 | 2012.10.17 23:00 | buy | 923 | 0.05 | 78.963 | 78.713 | 0.000 | ||
| 4262 | 2012.10.18 10:21 | close | 923 | 0.03 | 79.003 | 78.713 | 0.000 | 1.97 | 11160.60 |
| 4263 | 2012.10.18 10:21 | buy | 924 | 0.02 | 78.963 | 78.713 | 0.000 | ||
| 4264 | 2012.10.18 14:19 | modify | 924 | 0.02 | 78.963 | 79.013 | 0.000 | ||
| 4265 | 2012.10.18 20:07 | close | 924 | 0.02 | 79.131 | 79.013 | 0.000 | 4.55 | 11165.15 |
| 4266 | 2012.10.22 07:53 | buy | 925 | 0.10 | 79.434 | 0.000 | 0.000 | ||
| 4267 | 2012.10.22 07:53 | modify | 925 | 0.10 | 79.434 | 79.184 | 0.000 | ||
| 4268 | 2012.10.22 07:57 | close | 925 | 0.05 | 79.535 | 79.184 | 0.000 | 6.35 | 11171.50 |
| 4269 | 2012.10.22 07:57 | buy | 926 | 0.05 | 79.434 | 79.184 | 0.000 | ||
| 4270 | 2012.10.22 11:44 | modify | 926 | 0.05 | 79.434 | 79.484 | 0.000 | ||
| 4271 | 2012.10.23 04:49 | close | 926 | 0.03 | 79.824 | 79.484 | 0.000 | 14.81 | 11186.31 |
| 4272 | 2012.10.23 04:49 | buy | 927 | 0.02 | 79.434 | 79.484 | 0.000 | ||
| 4273 | 2012.10.23 05:42 | close | 927 | 0.02 | 79.830 | 79.484 | 0.000 | 10.02 | 11196.33 |
| 4274 | 2012.10.24 11:17 | sell | 928 | 0.10 | 79.701 | 0.000 | 0.000 | ||
| 4275 | 2012.10.24 11:17 | modify | 928 | 0.10 | 79.701 | 79.951 | 0.000 | ||
| 4276 | 2012.10.24 12:00 | close | 928 | 0.05 | 79.767 | 79.951 | 0.000 | -4.14 | 11192.19 |
| 4277 | 2012.10.24 12:00 | sell | 929 | 0.05 | 79.701 | 79.951 | 0.000 | ||
| 4278 | 2012.10.24 15:15 | close | 929 | 0.03 | 79.844 | 79.951 | 0.000 | -5.37 | 11186.82 |
| 4279 | 2012.10.24 15:15 | sell | 930 | 0.02 | 79.701 | 79.951 | 0.000 | ||
| 4280 | 2012.10.24 17:18 | close | 930 | 0.02 | 79.835 | 79.951 | 0.000 | -3.36 | 11183.46 |
| 4281 | 2012.10.25 04:02 | buy | 931 | 0.10 | 79.933 | 0.000 | 0.000 | ||
| 4282 | 2012.10.25 04:02 | modify | 931 | 0.10 | 79.933 | 79.683 | 0.000 | ||
| 4283 | 2012.10.25 06:00 | close | 931 | 0.05 | 79.941 | 79.683 | 0.000 | 0.50 | 11183.96 |
| 4284 | 2012.10.25 06:00 | buy | 932 | 0.05 | 79.933 | 79.683 | 0.000 | ||
| 4285 | 2012.10.25 16:34 | modify | 932 | 0.05 | 79.933 | 79.983 | 0.000 | ||
| 4286 | 2012.10.25 18:32 | close | 932 | 0.03 | 80.014 | 79.983 | 0.000 | 3.04 | 11187.00 |
| 4287 | 2012.10.25 18:32 | buy | 933 | 0.02 | 79.933 | 79.983 | 0.000 | ||
| 4288 | 2012.10.25 18:39 | s/l | 933 | 0.02 | 79.983 | 79.983 | 0.000 | 1.26 | 11188.26 |
| 4289 | 2012.10.25 22:28 | buy | 934 | 0.10 | 80.332 | 0.000 | 0.000 | ||
| 4290 | 2012.10.25 22:28 | modify | 934 | 0.10 | 80.332 | 80.082 | 0.000 | ||
| 4291 | 2012.10.26 04:33 | close | 934 | 0.05 | 80.156 | 80.082 | 0.000 | -10.73 | 11177.53 |
| 4292 | 2012.10.26 04:33 | buy | 935 | 0.05 | 80.332 | 80.082 | 0.000 | ||
| 4293 | 2012.10.26 06:39 | s/l | 935 | 0.05 | 80.082 | 80.082 | 0.000 | -15.36 | 11162.17 |
| 4294 | 2012.10.30 07:13 | buy | 936 | 0.10 | 79.935 | 0.000 | 0.000 | ||
| 4295 | 2012.10.30 07:13 | modify | 936 | 0.10 | 79.935 | 79.685 | 0.000 | ||
| 4296 | 2012.10.30 07:46 | close | 936 | 0.05 | 80.041 | 79.685 | 0.000 | 6.62 | 11168.79 |
| 4297 | 2012.10.30 07:46 | buy | 937 | 0.05 | 79.935 | 79.685 | 0.000 | ||
| 4298 | 2012.10.30 07:46 | close | 937 | 0.05 | 79.736 | 79.685 | 0.000 | -12.48 | 11156.31 |
| 4299 | 2012.11.01 03:54 | buy | 938 | 0.10 | 79.964 | 0.000 | 0.000 | ||
| 4300 | 2012.11.01 03:54 | modify | 938 | 0.10 | 79.964 | 79.714 | 0.000 | ||
| 4301 | 2012.11.01 07:00 | close | 938 | 0.05 | 80.047 | 79.714 | 0.000 | 5.18 | 11161.49 |
| 4302 | 2012.11.01 07:00 | buy | 939 | 0.05 | 79.964 | 79.714 | 0.000 | ||
| 4303 | 2012.11.02 08:00 | close | 939 | 0.05 | 80.242 | 79.714 | 0.000 | 17.57 | 11179.06 |
| 4304 | 2012.11.06 01:54 | sell | 940 | 0.10 | 80.144 | 0.000 | 0.000 | ||
| 4305 | 2012.11.06 01:54 | modify | 940 | 0.10 | 80.144 | 80.394 | 0.000 | ||
| 4306 | 2012.11.06 06:54 | close | 940 | 0.05 | 80.039 | 80.394 | 0.000 | 6.56 | 11185.62 |
| 4307 | 2012.11.06 06:54 | sell | 941 | 0.05 | 80.144 | 80.394 | 0.000 | ||
| 4308 | 2012.11.06 17:42 | close | 941 | 0.05 | 80.312 | 80.394 | 0.000 | -10.46 | 11175.16 |
| 4309 | 2012.11.08 18:06 | sell | 942 | 0.10 | 79.749 | 0.000 | 0.000 | ||
| 4310 | 2012.11.08 18:06 | modify | 942 | 0.10 | 79.749 | 79.999 | 0.000 | ||
| 4311 | 2012.11.08 19:27 | close | 942 | 0.05 | 79.648 | 79.999 | 0.000 | 6.34 | 11181.50 |
| 4312 | 2012.11.08 19:27 | sell | 943 | 0.05 | 79.749 | 79.999 | 0.000 | ||
| 4313 | 2012.11.08 20:26 | modify | 943 | 0.05 | 79.749 | 79.699 | 0.000 | ||
| 4314 | 2012.11.09 08:00 | close | 943 | 0.05 | 79.529 | 79.699 | 0.000 | 13.33 | 11194.84 |
| 4315 | 2012.11.13 01:46 | buy | 944 | 0.10 | 79.569 | 0.000 | 0.000 | ||
| 4316 | 2012.11.13 01:46 | modify | 944 | 0.10 | 79.569 | 79.319 | 0.000 | ||
| 4317 | 2012.11.13 03:00 | close | 944 | 0.05 | 79.588 | 79.319 | 0.000 | 1.19 | 11196.03 |
| 4318 | 2012.11.13 03:00 | buy | 945 | 0.05 | 79.569 | 79.319 | 0.000 | ||
| 4319 | 2012.11.13 05:27 | close | 945 | 0.05 | 79.331 | 79.319 | 0.000 | -15.00 | 11181.03 |
| 4320 | 2012.11.13 05:54 | sell | 946 | 0.10 | 79.318 | 0.000 | 0.000 | ||
| 4321 | 2012.11.13 05:54 | modify | 946 | 0.10 | 79.318 | 79.568 | 0.000 | ||
| 4322 | 2012.11.13 07:00 | close | 946 | 0.05 | 79.290 | 79.568 | 0.000 | 1.77 | 11182.80 |
| 4323 | 2012.11.13 07:00 | sell | 947 | 0.05 | 79.318 | 79.568 | 0.000 | ||
| 4324 | 2012.11.13 13:39 | s/l | 947 | 0.05 | 79.568 | 79.568 | 0.000 | -15.71 | 11167.09 |
| 4325 | 2012.11.14 08:28 | buy | 948 | 0.10 | 79.640 | 0.000 | 0.000 | ||
| 4326 | 2012.11.14 08:28 | modify | 948 | 0.10 | 79.640 | 79.390 | 0.000 | ||
| 4327 | 2012.11.14 08:33 | close | 948 | 0.05 | 79.741 | 79.390 | 0.000 | 6.33 | 11173.42 |
| 4328 | 2012.11.14 08:33 | buy | 949 | 0.05 | 79.640 | 79.390 | 0.000 | ||
| 4329 | 2012.11.14 13:01 | modify | 949 | 0.05 | 79.640 | 79.690 | 0.000 | ||
| 4330 | 2012.11.14 15:49 | modify | 949 | 0.05 | 79.640 | 79.791 | 0.000 | ||
| 4331 | 2012.11.14 15:49 | modify | 949 | 0.05 | 79.640 | 79.801 | 0.000 | ||
| 4332 | 2012.11.14 15:49 | modify | 949 | 0.05 | 79.640 | 79.812 | 0.000 | ||
| 4333 | 2012.11.14 15:49 | modify | 949 | 0.05 | 79.640 | 79.823 | 0.000 | ||
| 4334 | 2012.11.14 15:49 | modify | 949 | 0.05 | 79.640 | 79.834 | 0.000 | ||
| 4335 | 2012.11.14 16:27 | modify | 949 | 0.05 | 79.640 | 79.845 | 0.000 | ||
| 4336 | 2012.11.15 03:39 | close | 949 | 0.03 | 80.160 | 79.845 | 0.000 | 19.91 | 11193.33 |
| 4337 | 2012.11.15 03:39 | buy | 950 | 0.02 | 79.640 | 79.845 | 0.000 | ||
| 4338 | 2012.11.15 03:46 | close | 950 | 0.02 | 80.135 | 79.845 | 0.000 | 12.65 | 11205.98 |
| 4339 | 2012.11.20 14:00 | buy | 951 | 0.10 | 81.439 | 0.000 | 0.000 | ||
| 4340 | 2012.11.20 14:00 | modify | 951 | 0.10 | 81.439 | 81.189 | 0.000 | ||
| 4341 | 2012.11.20 14:18 | close | 951 | 0.05 | 81.540 | 81.189 | 0.000 | 6.19 | 11212.17 |
| 4342 | 2012.11.20 14:18 | buy | 952 | 0.05 | 81.439 | 81.189 | 0.000 | ||
| 4343 | 2012.11.21 02:14 | modify | 952 | 0.05 | 81.439 | 81.489 | 0.000 | ||
| 4344 | 2012.11.21 09:44 | modify | 952 | 0.05 | 81.439 | 81.590 | 0.000 | ||
| 4345 | 2012.11.21 09:45 | modify | 952 | 0.05 | 81.439 | 81.601 | 0.000 | ||
| 4346 | 2012.11.21 09:47 | modify | 952 | 0.05 | 81.439 | 81.611 | 0.000 | ||
| 4347 | 2012.11.21 09:47 | modify | 952 | 0.05 | 81.439 | 81.622 | 0.000 | ||
| 4348 | 2012.11.21 09:49 | modify | 952 | 0.05 | 81.439 | 81.633 | 0.000 | ||
| 4349 | 2012.11.21 09:49 | modify | 952 | 0.05 | 81.439 | 81.643 | 0.000 | ||
| 4350 | 2012.11.21 10:57 | modify | 952 | 0.05 | 81.439 | 81.654 | 0.000 | ||