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 |
| 4351 | 2012.11.21 10:58 | modify | 952 | 0.05 | 81.439 | 81.664 | 0.000 | ||
| 4352 | 2012.11.21 10:58 | modify | 952 | 0.05 | 81.439 | 81.675 | 0.000 | ||
| 4353 | 2012.11.21 10:58 | modify | 952 | 0.05 | 81.439 | 81.685 | 0.000 | ||
| 4354 | 2012.11.21 11:00 | modify | 952 | 0.05 | 81.439 | 81.696 | 0.000 | ||
| 4355 | 2012.11.21 11:07 | modify | 952 | 0.05 | 81.439 | 81.707 | 0.000 | ||
| 4356 | 2012.11.21 11:07 | modify | 952 | 0.05 | 81.439 | 81.717 | 0.000 | ||
| 4357 | 2012.11.21 11:09 | modify | 952 | 0.05 | 81.439 | 81.727 | 0.000 | ||
| 4358 | 2012.11.21 11:17 | modify | 952 | 0.05 | 81.439 | 81.738 | 0.000 | ||
| 4359 | 2012.11.21 11:17 | modify | 952 | 0.05 | 81.439 | 81.749 | 0.000 | ||
| 4360 | 2012.11.21 11:19 | modify | 952 | 0.05 | 81.439 | 81.759 | 0.000 | ||
| 4361 | 2012.11.21 11:21 | modify | 952 | 0.05 | 81.439 | 81.770 | 0.000 | ||
| 4362 | 2012.11.21 11:22 | modify | 952 | 0.05 | 81.439 | 81.780 | 0.000 | ||
| 4363 | 2012.11.21 11:22 | modify | 952 | 0.05 | 81.439 | 81.791 | 0.000 | ||
| 4364 | 2012.11.21 12:45 | modify | 952 | 0.05 | 81.439 | 81.801 | 0.000 | ||
| 4365 | 2012.11.21 12:46 | modify | 952 | 0.05 | 81.439 | 81.812 | 0.000 | ||
| 4366 | 2012.11.21 12:47 | modify | 952 | 0.05 | 81.439 | 81.822 | 0.000 | ||
| 4367 | 2012.11.21 12:48 | modify | 952 | 0.05 | 81.439 | 81.833 | 0.000 | ||
| 4368 | 2012.11.21 13:03 | modify | 952 | 0.05 | 81.439 | 81.843 | 0.000 | ||
| 4369 | 2012.11.21 13:04 | modify | 952 | 0.05 | 81.439 | 81.854 | 0.000 | ||
| 4370 | 2012.11.21 13:04 | modify | 952 | 0.05 | 81.439 | 81.865 | 0.000 | ||
| 4371 | 2012.11.21 13:05 | modify | 952 | 0.05 | 81.439 | 81.875 | 0.000 | ||
| 4372 | 2012.11.21 13:06 | modify | 952 | 0.05 | 81.439 | 81.886 | 0.000 | ||
| 4373 | 2012.11.21 13:51 | modify | 952 | 0.05 | 81.439 | 81.896 | 0.000 | ||
| 4374 | 2012.11.21 13:51 | modify | 952 | 0.05 | 81.439 | 81.907 | 0.000 | ||
| 4375 | 2012.11.21 13:59 | modify | 952 | 0.05 | 81.439 | 81.917 | 0.000 | ||
| 4376 | 2012.11.21 14:53 | modify | 952 | 0.05 | 81.439 | 81.929 | 0.000 | ||
| 4377 | 2012.11.21 15:15 | modify | 952 | 0.05 | 81.439 | 81.940 | 0.000 | ||
| 4378 | 2012.11.21 15:18 | modify | 952 | 0.05 | 81.439 | 81.950 | 0.000 | ||
| 4379 | 2012.11.21 15:18 | modify | 952 | 0.05 | 81.439 | 81.962 | 0.000 | ||
| 4380 | 2012.11.21 15:18 | modify | 952 | 0.05 | 81.439 | 81.973 | 0.000 | ||
| 4381 | 2012.11.21 15:19 | modify | 952 | 0.05 | 81.439 | 81.983 | 0.000 | ||
| 4382 | 2012.11.21 15:29 | modify | 952 | 0.05 | 81.439 | 81.994 | 0.000 | ||
| 4383 | 2012.11.21 15:41 | modify | 952 | 0.05 | 81.439 | 82.005 | 0.000 | ||
| 4384 | 2012.11.21 15:49 | modify | 952 | 0.05 | 81.439 | 82.015 | 0.000 | ||
| 4385 | 2012.11.21 15:52 | modify | 952 | 0.05 | 81.439 | 82.027 | 0.000 | ||
| 4386 | 2012.11.21 15:52 | modify | 952 | 0.05 | 81.439 | 82.038 | 0.000 | ||
| 4387 | 2012.11.21 15:52 | modify | 952 | 0.05 | 81.439 | 82.048 | 0.000 | ||
| 4388 | 2012.11.21 15:52 | modify | 952 | 0.05 | 81.439 | 82.059 | 0.000 | ||
| 4389 | 2012.11.21 15:52 | modify | 952 | 0.05 | 81.439 | 82.070 | 0.000 | ||
| 4390 | 2012.11.21 23:03 | modify | 952 | 0.05 | 81.439 | 82.081 | 0.000 | ||
| 4391 | 2012.11.22 01:38 | modify | 952 | 0.05 | 81.439 | 82.092 | 0.000 | ||
| 4392 | 2012.11.22 01:47 | modify | 952 | 0.05 | 81.439 | 82.102 | 0.000 | ||
| 4393 | 2012.11.22 01:56 | modify | 952 | 0.05 | 81.439 | 82.113 | 0.000 | ||
| 4394 | 2012.11.22 01:57 | modify | 952 | 0.05 | 81.439 | 82.123 | 0.000 | ||
| 4395 | 2012.11.22 02:49 | close | 952 | 0.03 | 82.368 | 82.123 | 0.000 | 34.44 | 11246.61 |
| 4396 | 2012.11.22 02:49 | buy | 953 | 0.02 | 81.439 | 82.123 | 0.000 | ||
| 4397 | 2012.11.22 06:23 | close | 953 | 0.02 | 82.356 | 82.123 | 0.000 | 22.67 | 11269.28 |
| 4398 | 2012.11.23 02:30 | sell | 954 | 0.10 | 82.252 | 0.000 | 0.000 | ||
| 4399 | 2012.11.23 02:30 | modify | 954 | 0.10 | 82.252 | 82.502 | 0.000 | ||
| 4400 | 2012.11.23 03:00 | close | 954 | 0.05 | 82.406 | 82.502 | 0.000 | -9.34 | 11259.94 |
| 4401 | 2012.11.23 03:00 | sell | 955 | 0.05 | 82.252 | 82.502 | 0.000 | ||
| 4402 | 2012.11.23 08:00 | close | 955 | 0.05 | 82.251 | 82.502 | 0.000 | 0.06 | 11260.00 |
| 4403 | 2012.11.27 01:39 | sell | 956 | 0.10 | 81.912 | 0.000 | 0.000 | ||
| 4404 | 2012.11.27 01:39 | modify | 956 | 0.10 | 81.912 | 82.162 | 0.000 | ||
| 4405 | 2012.11.27 06:00 | close | 956 | 0.05 | 82.006 | 82.162 | 0.000 | -5.73 | 11254.27 |
| 4406 | 2012.11.27 06:00 | sell | 957 | 0.05 | 81.912 | 82.162 | 0.000 | ||
| 4407 | 2012.11.27 06:55 | close | 957 | 0.03 | 82.130 | 82.162 | 0.000 | -7.96 | 11246.31 |
| 4408 | 2012.11.27 06:55 | sell | 958 | 0.02 | 81.912 | 82.162 | 0.000 | ||
| 4409 | 2012.11.27 06:55 | s/l | 958 | 0.02 | 82.162 | 82.162 | 0.000 | -6.09 | 11240.22 |
| 4410 | 2012.11.28 17:09 | sell | 959 | 0.10 | 81.692 | 0.000 | 0.000 | ||
| 4411 | 2012.11.28 17:09 | modify | 959 | 0.10 | 81.692 | 81.942 | 0.000 | ||
| 4412 | 2012.11.28 17:41 | close | 959 | 0.10 | 81.889 | 81.942 | 0.000 | -24.06 | 11216.16 |
| 4413 | 2012.11.30 03:37 | buy | 960 | 0.10 | 82.217 | 0.000 | 0.000 | ||
| 4414 | 2012.11.30 03:37 | modify | 960 | 0.10 | 82.217 | 81.967 | 0.000 | ||
| 4415 | 2012.11.30 03:44 | close | 960 | 0.05 | 82.319 | 81.967 | 0.000 | 6.20 | 11222.36 |
| 4416 | 2012.11.30 03:44 | buy | 961 | 0.05 | 82.217 | 81.967 | 0.000 | ||
| 4417 | 2012.11.30 08:00 | close | 961 | 0.05 | 82.376 | 81.967 | 0.000 | 9.65 | 11232.01 |
| 4418 | 2012.12.03 12:03 | sell | 962 | 0.10 | 82.094 | 0.000 | 0.000 | ||
| 4419 | 2012.12.03 12:03 | modify | 962 | 0.10 | 82.094 | 82.344 | 0.000 | ||
| 4420 | 2012.12.03 13:00 | close | 962 | 0.05 | 82.126 | 82.344 | 0.000 | -1.95 | 11230.06 |
| 4421 | 2012.12.03 13:00 | sell | 963 | 0.05 | 82.094 | 82.344 | 0.000 | ||
| 4422 | 2012.12.03 16:30 | s/l | 963 | 0.05 | 82.344 | 82.344 | 0.000 | -15.18 | 11214.88 |
| 4423 | 2012.12.04 09:49 | sell | 964 | 0.10 | 81.983 | 0.000 | 0.000 | ||
| 4424 | 2012.12.04 09:49 | modify | 964 | 0.10 | 81.983 | 82.233 | 0.000 | ||
| 4425 | 2012.12.04 15:53 | close | 964 | 0.05 | 81.812 | 82.233 | 0.000 | 10.45 | 11225.33 |
| 4426 | 2012.12.04 15:53 | sell | 965 | 0.05 | 81.983 | 82.233 | 0.000 | ||
| 4427 | 2012.12.05 03:53 | close | 965 | 0.05 | 81.919 | 82.233 | 0.000 | 3.41 | 11228.74 |
| 4428 | 2012.12.05 18:38 | buy | 966 | 0.10 | 82.341 | 0.000 | 0.000 | ||
| 4429 | 2012.12.05 18:38 | modify | 966 | 0.10 | 82.341 | 82.091 | 0.000 | ||
| 4430 | 2012.12.06 06:00 | close | 966 | 0.05 | 82.510 | 82.091 | 0.000 | 10.99 | 11239.74 |
| 4431 | 2012.12.06 06:00 | buy | 967 | 0.05 | 82.341 | 82.091 | 0.000 | ||
| 4432 | 2012.12.06 09:21 | close | 967 | 0.03 | 82.380 | 82.091 | 0.000 | 1.87 | 11241.61 |
| 4433 | 2012.12.06 09:21 | buy | 968 | 0.02 | 82.341 | 82.091 | 0.000 | ||
| 4434 | 2012.12.06 12:31 | close | 968 | 0.02 | 82.362 | 82.091 | 0.000 | 0.81 | 11242.42 |
| 4435 | 2012.12.10 12:15 | sell | 969 | 0.10 | 82.166 | 0.000 | 0.000 | ||
| 4436 | 2012.12.10 12:15 | modify | 969 | 0.10 | 82.166 | 82.416 | 0.000 | ||
| 4437 | 2012.12.10 15:00 | close | 969 | 0.05 | 82.207 | 82.416 | 0.000 | -2.49 | 11239.93 |
| 4438 | 2012.12.10 15:00 | sell | 970 | 0.05 | 82.166 | 82.416 | 0.000 | ||
| 4439 | 2012.12.10 18:15 | s/l | 970 | 0.05 | 82.416 | 82.416 | 0.000 | -15.17 | 11224.76 |
| 4440 | 2012.12.11 12:34 | buy | 971 | 0.10 | 82.506 | 0.000 | 0.000 | ||
| 4441 | 2012.12.11 12:34 | modify | 971 | 0.10 | 82.506 | 82.256 | 0.000 | ||
| 4442 | 2012.12.11 15:53 | close | 971 | 0.05 | 82.338 | 82.256 | 0.000 | -10.20 | 11214.56 |
| 4443 | 2012.12.11 15:53 | buy | 972 | 0.05 | 82.506 | 82.256 | 0.000 | ||
| 4444 | 2012.12.12 10:21 | modify | 972 | 0.05 | 82.506 | 82.556 | 0.000 | ||
| 4445 | 2012.12.12 18:11 | modify | 972 | 0.05 | 82.506 | 82.657 | 0.000 | ||
| 4446 | 2012.12.12 18:12 | modify | 972 | 0.05 | 82.506 | 82.667 | 0.000 | ||
| 4447 | 2012.12.12 18:12 | modify | 972 | 0.05 | 82.506 | 82.678 | 0.000 | ||
| 4448 | 2012.12.12 18:17 | modify | 972 | 0.05 | 82.506 | 82.690 | 0.000 | ||
| 4449 | 2012.12.12 18:17 | modify | 972 | 0.05 | 82.506 | 82.701 | 0.000 | ||
| 4450 | 2012.12.12 18:17 | modify | 972 | 0.05 | 82.506 | 82.713 | 0.000 | ||
| 4451 | 2012.12.12 18:17 | modify | 972 | 0.05 | 82.506 | 82.726 | 0.000 | ||
| 4452 | 2012.12.12 18:31 | modify | 972 | 0.05 | 82.506 | 82.737 | 0.000 | ||
| 4453 | 2012.12.12 20:03 | modify | 972 | 0.05 | 82.506 | 82.747 | 0.000 | ||
| 4454 | 2012.12.12 20:03 | modify | 972 | 0.05 | 82.506 | 82.758 | 0.000 | ||
| 4455 | 2012.12.12 20:10 | modify | 972 | 0.05 | 82.506 | 82.768 | 0.000 | ||
| 4456 | 2012.12.12 20:12 | modify | 972 | 0.05 | 82.506 | 82.778 | 0.000 | ||
| 4457 | 2012.12.12 20:13 | modify | 972 | 0.05 | 82.506 | 82.789 | 0.000 | ||
| 4458 | 2012.12.12 20:14 | modify | 972 | 0.05 | 82.506 | 82.800 | 0.000 | ||
| 4459 | 2012.12.12 20:14 | modify | 972 | 0.05 | 82.506 | 82.811 | 0.000 | ||
| 4460 | 2012.12.12 20:15 | modify | 972 | 0.05 | 82.506 | 82.822 | 0.000 | ||
| 4461 | 2012.12.12 20:19 | modify | 972 | 0.05 | 82.506 | 82.833 | 0.000 | ||
| 4462 | 2012.12.13 02:21 | modify | 972 | 0.05 | 82.506 | 82.844 | 0.000 | ||
| 4463 | 2012.12.13 02:21 | modify | 972 | 0.05 | 82.506 | 82.854 | 0.000 | ||
| 4464 | 2012.12.13 02:22 | modify | 972 | 0.05 | 82.506 | 82.865 | 0.000 | ||
| 4465 | 2012.12.13 02:36 | modify | 972 | 0.05 | 82.506 | 82.875 | 0.000 | ||
| 4466 | 2012.12.13 02:42 | modify | 972 | 0.05 | 82.506 | 82.886 | 0.000 | ||
| 4467 | 2012.12.13 02:46 | modify | 972 | 0.05 | 82.506 | 82.896 | 0.000 | ||
| 4468 | 2012.12.13 02:58 | modify | 972 | 0.05 | 82.506 | 82.906 | 0.000 | ||
| 4469 | 2012.12.13 02:59 | modify | 972 | 0.05 | 82.506 | 82.918 | 0.000 | ||
| 4470 | 2012.12.13 02:59 | modify | 972 | 0.05 | 82.506 | 82.929 | 0.000 | ||
| 4471 | 2012.12.13 03:00 | modify | 972 | 0.05 | 82.506 | 82.940 | 0.000 | ||
| 4472 | 2012.12.13 03:00 | modify | 972 | 0.05 | 82.506 | 82.950 | 0.000 | ||
| 4473 | 2012.12.13 03:01 | modify | 972 | 0.05 | 82.506 | 82.961 | 0.000 | ||
| 4474 | 2012.12.13 03:43 | modify | 972 | 0.05 | 82.506 | 82.971 | 0.000 | ||
| 4475 | 2012.12.13 05:01 | modify | 972 | 0.05 | 82.506 | 82.982 | 0.000 | ||
| 4476 | 2012.12.13 05:05 | modify | 972 | 0.05 | 82.506 | 82.994 | 0.000 | ||
| 4477 | 2012.12.13 05:06 | modify | 972 | 0.05 | 82.506 | 83.005 | 0.000 | ||
| 4478 | 2012.12.13 05:08 | modify | 972 | 0.05 | 82.506 | 83.016 | 0.000 | ||
| 4479 | 2012.12.13 05:24 | modify | 972 | 0.05 | 82.506 | 83.027 | 0.000 | ||
| 4480 | 2012.12.13 05:25 | modify | 972 | 0.05 | 82.506 | 83.038 | 0.000 | ||
| 4481 | 2012.12.13 05:25 | modify | 972 | 0.05 | 82.506 | 83.049 | 0.000 | ||
| 4482 | 2012.12.13 05:25 | modify | 972 | 0.05 | 82.506 | 83.062 | 0.000 | ||
| 4483 | 2012.12.13 05:25 | modify | 972 | 0.05 | 82.506 | 83.073 | 0.000 | ||
| 4484 | 2012.12.13 05:26 | modify | 972 | 0.05 | 82.506 | 83.083 | 0.000 | ||
| 4485 | 2012.12.13 05:26 | modify | 972 | 0.05 | 82.506 | 83.094 | 0.000 | ||
| 4486 | 2012.12.13 05:27 | modify | 972 | 0.05 | 82.506 | 83.105 | 0.000 | ||
| 4487 | 2012.12.13 05:33 | modify | 972 | 0.05 | 82.506 | 83.117 | 0.000 | ||
| 4488 | 2012.12.13 05:33 | modify | 972 | 0.05 | 82.506 | 83.128 | 0.000 | ||
| 4489 | 2012.12.13 05:33 | modify | 972 | 0.05 | 82.506 | 83.139 | 0.000 | ||
| 4490 | 2012.12.13 05:33 | modify | 972 | 0.05 | 82.506 | 83.149 | 0.000 | ||
| 4491 | 2012.12.13 05:33 | modify | 972 | 0.05 | 82.506 | 83.160 | 0.000 | ||
| 4492 | 2012.12.13 05:34 | modify | 972 | 0.05 | 82.506 | 83.171 | 0.000 | ||
| 4493 | 2012.12.13 07:51 | modify | 972 | 0.05 | 82.506 | 83.184 | 0.000 | ||
| 4494 | 2012.12.13 07:52 | modify | 972 | 0.05 | 82.506 | 83.194 | 0.000 | ||
| 4495 | 2012.12.13 07:55 | modify | 972 | 0.05 | 82.506 | 83.205 | 0.000 | ||
| 4496 | 2012.12.13 07:55 | modify | 972 | 0.05 | 82.506 | 83.215 | 0.000 | ||
| 4497 | 2012.12.14 02:54 | modify | 972 | 0.05 | 82.506 | 83.226 | 0.000 | ||
| 4498 | 2012.12.14 02:55 | modify | 972 | 0.05 | 82.506 | 83.236 | 0.000 | ||
| 4499 | 2012.12.14 02:56 | modify | 972 | 0.05 | 82.506 | 83.248 | 0.000 | ||
| 4500 | 2012.12.14 02:56 | modify | 972 | 0.05 | 82.506 | 83.260 | 0.000 | ||