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 |
| 301 | 2009.08.12 07:43 | modify | 40 | 0.05 | 96.890 | 95.812 | 0.000 | ||
| 302 | 2009.08.12 07:43 | modify | 40 | 0.05 | 96.890 | 95.801 | 0.000 | ||
| 303 | 2009.08.12 07:43 | modify | 40 | 0.05 | 96.890 | 95.789 | 0.000 | ||
| 304 | 2009.08.12 09:51 | modify | 40 | 0.05 | 96.890 | 95.778 | 0.000 | ||
| 305 | 2009.08.12 09:51 | modify | 40 | 0.05 | 96.890 | 95.767 | 0.000 | ||
| 306 | 2009.08.12 09:51 | modify | 40 | 0.05 | 96.890 | 95.756 | 0.000 | ||
| 307 | 2009.08.12 09:51 | modify | 40 | 0.05 | 96.890 | 95.745 | 0.000 | ||
| 308 | 2009.08.12 09:51 | modify | 40 | 0.05 | 96.890 | 95.733 | 0.000 | ||
| 309 | 2009.08.12 09:51 | modify | 40 | 0.05 | 96.890 | 95.722 | 0.000 | ||
| 310 | 2009.08.12 10:27 | modify | 40 | 0.05 | 96.890 | 95.711 | 0.000 | ||
| 311 | 2009.08.12 10:46 | modify | 40 | 0.05 | 96.890 | 95.699 | 0.000 | ||
| 312 | 2009.08.12 10:46 | modify | 40 | 0.05 | 96.890 | 95.688 | 0.000 | ||
| 313 | 2009.08.12 10:46 | modify | 40 | 0.05 | 96.890 | 95.677 | 0.000 | ||
| 314 | 2009.08.12 10:46 | modify | 40 | 0.05 | 96.890 | 95.666 | 0.000 | ||
| 315 | 2009.08.12 10:46 | modify | 40 | 0.05 | 96.890 | 95.654 | 0.000 | ||
| 316 | 2009.08.12 10:46 | modify | 40 | 0.05 | 96.890 | 95.643 | 0.000 | ||
| 317 | 2009.08.12 10:46 | modify | 40 | 0.05 | 96.890 | 95.632 | 0.000 | ||
| 318 | 2009.08.12 10:46 | modify | 40 | 0.05 | 96.890 | 95.621 | 0.000 | ||
| 319 | 2009.08.12 10:46 | modify | 40 | 0.05 | 96.890 | 95.610 | 0.000 | ||
| 320 | 2009.08.12 10:46 | modify | 40 | 0.05 | 96.890 | 95.599 | 0.000 | ||
| 321 | 2009.08.12 10:46 | modify | 40 | 0.05 | 96.890 | 95.588 | 0.000 | ||
| 322 | 2009.08.12 10:46 | modify | 40 | 0.05 | 96.890 | 95.577 | 0.000 | ||
| 323 | 2009.08.12 11:51 | s/l | 40 | 0.05 | 95.577 | 95.577 | 0.000 | 68.19 | 10164.70 |
| 324 | 2009.08.19 09:16 | sell | 41 | 0.10 | 94.299 | 0.000 | 0.000 | ||
| 325 | 2009.08.19 09:16 | modify | 41 | 0.10 | 94.299 | 94.549 | 0.000 | ||
| 326 | 2009.08.19 09:47 | close | 41 | 0.05 | 94.199 | 94.549 | 0.000 | 5.31 | 10170.01 |
| 327 | 2009.08.19 09:47 | sell | 42 | 0.05 | 94.299 | 94.549 | 0.000 | ||
| 328 | 2009.08.19 15:02 | modify | 42 | 0.05 | 94.299 | 94.249 | 0.000 | ||
| 329 | 2009.08.19 17:56 | modify | 42 | 0.05 | 94.299 | 94.149 | 0.000 | ||
| 330 | 2009.08.19 17:56 | modify | 42 | 0.05 | 94.299 | 94.138 | 0.000 | ||
| 331 | 2009.08.19 17:56 | modify | 42 | 0.05 | 94.299 | 94.126 | 0.000 | ||
| 332 | 2009.08.19 17:56 | modify | 42 | 0.05 | 94.299 | 94.114 | 0.000 | ||
| 333 | 2009.08.20 01:25 | s/l | 42 | 0.05 | 94.114 | 94.114 | 0.000 | 8.34 | 10178.35 |
| 334 | 2009.08.21 04:36 | sell | 43 | 0.10 | 93.828 | 0.000 | 0.000 | ||
| 335 | 2009.08.21 04:36 | modify | 43 | 0.10 | 93.828 | 94.078 | 0.000 | ||
| 336 | 2009.08.21 06:26 | close | 43 | 0.05 | 93.624 | 94.078 | 0.000 | 10.89 | 10189.24 |
| 337 | 2009.08.21 06:26 | sell | 44 | 0.05 | 93.828 | 94.078 | 0.000 | ||
| 338 | 2009.08.21 08:00 | close | 44 | 0.05 | 93.570 | 94.078 | 0.000 | 13.79 | 10203.03 |
| 339 | 2009.08.27 04:05 | sell | 45 | 0.10 | 93.859 | 0.000 | 0.000 | ||
| 340 | 2009.08.27 04:05 | modify | 45 | 0.10 | 93.859 | 94.109 | 0.000 | ||
| 341 | 2009.08.27 06:00 | close | 45 | 0.05 | 93.850 | 94.109 | 0.000 | 0.48 | 10203.51 |
| 342 | 2009.08.27 06:00 | sell | 46 | 0.05 | 93.859 | 94.109 | 0.000 | ||
| 343 | 2009.08.27 09:44 | modify | 46 | 0.05 | 93.859 | 93.809 | 0.000 | ||
| 344 | 2009.08.27 15:31 | s/l | 46 | 0.05 | 93.809 | 93.809 | 0.000 | 2.66 | 10206.17 |
| 345 | 2009.09.01 10:16 | buy | 47 | 0.10 | 93.323 | 0.000 | 0.000 | ||
| 346 | 2009.09.01 10:16 | modify | 47 | 0.10 | 93.323 | 93.073 | 0.000 | ||
| 347 | 2009.09.01 11:00 | close | 47 | 0.05 | 93.250 | 93.073 | 0.000 | -3.91 | 10202.26 |
| 348 | 2009.09.01 11:00 | buy | 48 | 0.05 | 93.323 | 93.073 | 0.000 | ||
| 349 | 2009.09.01 11:29 | s/l | 48 | 0.05 | 93.073 | 93.073 | 0.000 | -13.43 | 10188.83 |
| 350 | 2009.09.01 17:01 | buy | 49 | 0.10 | 93.371 | 0.000 | 0.000 | ||
| 351 | 2009.09.01 17:01 | modify | 49 | 0.10 | 93.371 | 93.121 | 0.000 | ||
| 352 | 2009.09.01 17:53 | s/l | 49 | 0.10 | 93.121 | 93.121 | 0.000 | -26.85 | 10161.98 |
| 353 | 2009.09.02 02:06 | sell | 50 | 0.10 | 92.738 | 0.000 | 0.000 | ||
| 354 | 2009.09.02 02:06 | modify | 50 | 0.10 | 92.738 | 92.988 | 0.000 | ||
| 355 | 2009.09.02 02:44 | close | 50 | 0.05 | 92.575 | 92.988 | 0.000 | 8.80 | 10170.78 |
| 356 | 2009.09.02 02:44 | sell | 51 | 0.05 | 92.738 | 92.988 | 0.000 | ||
| 357 | 2009.09.02 04:55 | s/l | 51 | 0.05 | 92.988 | 92.988 | 0.000 | -13.44 | 10157.34 |
| 358 | 2009.09.02 11:07 | sell | 52 | 0.10 | 92.483 | 0.000 | 0.000 | ||
| 359 | 2009.09.02 11:07 | modify | 52 | 0.10 | 92.483 | 92.733 | 0.000 | ||
| 360 | 2009.09.02 11:37 | s/l | 52 | 0.10 | 92.733 | 92.733 | 0.000 | -26.96 | 10130.38 |
| 361 | 2009.09.03 22:50 | buy | 53 | 0.10 | 92.652 | 0.000 | 0.000 | ||
| 362 | 2009.09.03 22:50 | modify | 53 | 0.10 | 92.652 | 92.402 | 0.000 | ||
| 363 | 2009.09.03 22:52 | close | 53 | 0.05 | 92.753 | 92.402 | 0.000 | 5.44 | 10135.82 |
| 364 | 2009.09.03 22:52 | buy | 54 | 0.05 | 92.652 | 92.402 | 0.000 | ||
| 365 | 2009.09.04 04:31 | close | 54 | 0.03 | 92.514 | 92.402 | 0.000 | -4.32 | 10131.50 |
| 366 | 2009.09.04 04:31 | buy | 55 | 0.02 | 92.652 | 92.402 | 0.000 | ||
| 367 | 2009.09.04 08:00 | close | 55 | 0.02 | 92.580 | 92.402 | 0.000 | -1.46 | 10130.04 |
| 368 | 2009.09.07 09:01 | buy | 56 | 0.10 | 93.250 | 0.000 | 0.000 | ||
| 369 | 2009.09.07 09:01 | modify | 56 | 0.10 | 93.250 | 93.000 | 0.000 | ||
| 370 | 2009.09.07 12:21 | close | 56 | 0.05 | 93.047 | 93.000 | 0.000 | -10.91 | 10119.13 |
| 371 | 2009.09.07 12:21 | buy | 57 | 0.05 | 93.250 | 93.000 | 0.000 | ||
| 372 | 2009.09.07 12:25 | s/l | 57 | 0.05 | 93.000 | 93.000 | 0.000 | -13.44 | 10105.69 |
| 373 | 2009.09.08 04:33 | sell | 58 | 0.10 | 92.799 | 0.000 | 0.000 | ||
| 374 | 2009.09.08 04:33 | modify | 58 | 0.10 | 92.799 | 93.049 | 0.000 | ||
| 375 | 2009.09.08 07:00 | close | 58 | 0.05 | 92.810 | 93.049 | 0.000 | -0.59 | 10105.10 |
| 376 | 2009.09.08 07:00 | sell | 59 | 0.05 | 92.799 | 93.049 | 0.000 | ||
| 377 | 2009.09.08 10:00 | modify | 59 | 0.05 | 92.799 | 92.749 | 0.000 | ||
| 378 | 2009.09.08 11:19 | modify | 59 | 0.05 | 92.799 | 92.647 | 0.000 | ||
| 379 | 2009.09.08 11:19 | modify | 59 | 0.05 | 92.799 | 92.633 | 0.000 | ||
| 380 | 2009.09.08 11:19 | modify | 59 | 0.05 | 92.799 | 92.621 | 0.000 | ||
| 381 | 2009.09.08 11:19 | modify | 59 | 0.05 | 92.799 | 92.609 | 0.000 | ||
| 382 | 2009.09.08 11:19 | modify | 59 | 0.05 | 92.799 | 92.596 | 0.000 | ||
| 383 | 2009.09.08 11:21 | modify | 59 | 0.05 | 92.799 | 92.584 | 0.000 | ||
| 384 | 2009.09.08 12:56 | modify | 59 | 0.05 | 92.799 | 92.573 | 0.000 | ||
| 385 | 2009.09.08 12:56 | modify | 59 | 0.05 | 92.799 | 92.562 | 0.000 | ||
| 386 | 2009.09.08 12:56 | modify | 59 | 0.05 | 92.799 | 92.551 | 0.000 | ||
| 387 | 2009.09.08 12:57 | modify | 59 | 0.05 | 92.799 | 92.540 | 0.000 | ||
| 388 | 2009.09.08 12:57 | modify | 59 | 0.05 | 92.799 | 92.529 | 0.000 | ||
| 389 | 2009.09.08 12:57 | modify | 59 | 0.05 | 92.799 | 92.517 | 0.000 | ||
| 390 | 2009.09.08 13:04 | modify | 59 | 0.05 | 92.799 | 92.506 | 0.000 | ||
| 391 | 2009.09.08 13:05 | modify | 59 | 0.05 | 92.799 | 92.495 | 0.000 | ||
| 392 | 2009.09.08 13:07 | modify | 59 | 0.05 | 92.799 | 92.484 | 0.000 | ||
| 393 | 2009.09.08 23:12 | close | 59 | 0.05 | 92.285 | 92.484 | 0.000 | 27.85 | 10132.95 |
| 394 | 2009.09.15 05:27 | buy | 60 | 0.10 | 91.133 | 0.000 | 0.000 | ||
| 395 | 2009.09.15 05:27 | modify | 60 | 0.10 | 91.133 | 90.883 | 0.000 | ||
| 396 | 2009.09.15 08:00 | close | 60 | 0.05 | 91.060 | 90.883 | 0.000 | -4.01 | 10128.94 |
| 397 | 2009.09.15 08:00 | buy | 61 | 0.05 | 91.133 | 90.883 | 0.000 | ||
| 398 | 2009.09.15 15:51 | modify | 61 | 0.05 | 91.133 | 91.183 | 0.000 | ||
| 399 | 2009.09.15 17:12 | s/l | 61 | 0.05 | 91.183 | 91.183 | 0.000 | 2.74 | 10131.68 |
| 400 | 2009.09.16 09:04 | sell | 62 | 0.10 | 90.769 | 0.000 | 0.000 | ||
| 401 | 2009.09.16 09:04 | modify | 62 | 0.10 | 90.769 | 91.019 | 0.000 | ||
| 402 | 2009.09.16 09:08 | close | 62 | 0.05 | 90.668 | 91.019 | 0.000 | 5.57 | 10137.25 |
| 403 | 2009.09.16 09:08 | sell | 63 | 0.05 | 90.769 | 91.019 | 0.000 | ||
| 404 | 2009.09.16 10:21 | modify | 63 | 0.05 | 90.769 | 90.719 | 0.000 | ||
| 405 | 2009.09.16 11:58 | modify | 63 | 0.05 | 90.769 | 90.618 | 0.000 | ||
| 406 | 2009.09.16 11:59 | modify | 63 | 0.05 | 90.769 | 90.607 | 0.000 | ||
| 407 | 2009.09.16 11:59 | modify | 63 | 0.05 | 90.769 | 90.596 | 0.000 | ||
| 408 | 2009.09.16 11:59 | modify | 63 | 0.05 | 90.769 | 90.584 | 0.000 | ||
| 409 | 2009.09.16 12:00 | modify | 63 | 0.05 | 90.769 | 90.573 | 0.000 | ||
| 410 | 2009.09.16 16:34 | s/l | 63 | 0.05 | 90.573 | 90.573 | 0.000 | 10.82 | 10148.07 |
| 411 | 2009.09.21 04:16 | buy | 64 | 0.10 | 91.531 | 0.000 | 0.000 | ||
| 412 | 2009.09.21 04:16 | modify | 64 | 0.10 | 91.531 | 91.281 | 0.000 | ||
| 413 | 2009.09.21 08:07 | close | 64 | 0.05 | 91.673 | 91.281 | 0.000 | 7.74 | 10155.81 |
| 414 | 2009.09.21 08:07 | buy | 65 | 0.05 | 91.531 | 91.281 | 0.000 | ||
| 415 | 2009.09.21 08:12 | modify | 65 | 0.05 | 91.531 | 91.581 | 0.000 | ||
| 416 | 2009.09.21 09:33 | modify | 65 | 0.05 | 91.531 | 91.682 | 0.000 | ||
| 417 | 2009.09.21 09:33 | modify | 65 | 0.05 | 91.531 | 91.693 | 0.000 | ||
| 418 | 2009.09.21 09:35 | modify | 65 | 0.05 | 91.531 | 91.703 | 0.000 | ||
| 419 | 2009.09.21 09:36 | modify | 65 | 0.05 | 91.531 | 91.714 | 0.000 | ||
| 420 | 2009.09.21 12:16 | modify | 65 | 0.05 | 91.531 | 91.724 | 0.000 | ||
| 421 | 2009.09.21 12:49 | modify | 65 | 0.05 | 91.531 | 91.735 | 0.000 | ||
| 422 | 2009.09.21 13:17 | modify | 65 | 0.05 | 91.531 | 91.746 | 0.000 | ||
| 423 | 2009.09.21 13:31 | modify | 65 | 0.05 | 91.531 | 91.756 | 0.000 | ||
| 424 | 2009.09.21 13:32 | modify | 65 | 0.05 | 91.531 | 91.766 | 0.000 | ||
| 425 | 2009.09.21 13:43 | modify | 65 | 0.05 | 91.531 | 91.777 | 0.000 | ||
| 426 | 2009.09.21 13:43 | modify | 65 | 0.05 | 91.531 | 91.788 | 0.000 | ||
| 427 | 2009.09.21 13:43 | modify | 65 | 0.05 | 91.531 | 91.798 | 0.000 | ||
| 428 | 2009.09.21 13:43 | modify | 65 | 0.05 | 91.531 | 91.809 | 0.000 | ||
| 429 | 2009.09.21 13:44 | modify | 65 | 0.05 | 91.531 | 91.819 | 0.000 | ||
| 430 | 2009.09.21 13:44 | modify | 65 | 0.05 | 91.531 | 91.830 | 0.000 | ||
| 431 | 2009.09.21 13:44 | modify | 65 | 0.05 | 91.531 | 91.840 | 0.000 | ||
| 432 | 2009.09.21 13:44 | modify | 65 | 0.05 | 91.531 | 91.851 | 0.000 | ||
| 433 | 2009.09.21 13:44 | modify | 65 | 0.05 | 91.531 | 91.861 | 0.000 | ||
| 434 | 2009.09.21 13:46 | modify | 65 | 0.05 | 91.531 | 91.872 | 0.000 | ||
| 435 | 2009.09.21 13:46 | modify | 65 | 0.05 | 91.531 | 91.883 | 0.000 | ||
| 436 | 2009.09.21 15:13 | modify | 65 | 0.05 | 91.531 | 91.893 | 0.000 | ||
| 437 | 2009.09.21 15:13 | modify | 65 | 0.05 | 91.531 | 91.904 | 0.000 | ||
| 438 | 2009.09.21 15:14 | modify | 65 | 0.05 | 91.531 | 91.914 | 0.000 | ||
| 439 | 2009.09.21 15:14 | modify | 65 | 0.05 | 91.531 | 91.925 | 0.000 | ||
| 440 | 2009.09.21 15:14 | modify | 65 | 0.05 | 91.531 | 91.935 | 0.000 | ||
| 441 | 2009.09.21 15:14 | modify | 65 | 0.05 | 91.531 | 91.946 | 0.000 | ||
| 442 | 2009.09.21 15:15 | modify | 65 | 0.05 | 91.531 | 91.956 | 0.000 | ||
| 443 | 2009.09.21 15:16 | modify | 65 | 0.05 | 91.531 | 91.967 | 0.000 | ||
| 444 | 2009.09.21 15:16 | modify | 65 | 0.05 | 91.531 | 91.977 | 0.000 | ||
| 445 | 2009.09.21 15:20 | modify | 65 | 0.05 | 91.531 | 91.988 | 0.000 | ||
| 446 | 2009.09.21 15:21 | modify | 65 | 0.05 | 91.531 | 91.999 | 0.000 | ||
| 447 | 2009.09.21 15:22 | modify | 65 | 0.05 | 91.531 | 92.009 | 0.000 | ||
| 448 | 2009.09.21 15:24 | modify | 65 | 0.05 | 91.531 | 92.020 | 0.000 | ||
| 449 | 2009.09.21 15:24 | modify | 65 | 0.05 | 91.531 | 92.030 | 0.000 | ||
| 450 | 2009.09.21 15:24 | modify | 65 | 0.05 | 91.531 | 92.041 | 0.000 | ||