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 |
| 4501 | 2012.12.14 04:15 | modify | 972 | 0.05 | 82.506 | 83.271 | 0.000 | ||
| 4502 | 2012.12.14 04:58 | modify | 972 | 0.05 | 82.506 | 83.282 | 0.000 | ||
| 4503 | 2012.12.14 05:00 | modify | 972 | 0.05 | 82.506 | 83.296 | 0.000 | ||
| 4504 | 2012.12.14 05:00 | modify | 972 | 0.05 | 82.506 | 83.308 | 0.000 | ||
| 4505 | 2012.12.14 05:00 | modify | 972 | 0.05 | 82.506 | 83.321 | 0.000 | ||
| 4506 | 2012.12.14 05:00 | modify | 972 | 0.05 | 82.506 | 83.331 | 0.000 | ||
| 4507 | 2012.12.14 05:00 | modify | 972 | 0.05 | 82.506 | 83.344 | 0.000 | ||
| 4508 | 2012.12.14 05:00 | modify | 972 | 0.05 | 82.506 | 83.358 | 0.000 | ||
| 4509 | 2012.12.14 05:01 | modify | 972 | 0.05 | 82.506 | 83.370 | 0.000 | ||
| 4510 | 2012.12.14 05:01 | modify | 972 | 0.05 | 82.506 | 83.382 | 0.000 | ||
| 4511 | 2012.12.14 05:01 | modify | 972 | 0.05 | 82.506 | 83.394 | 0.000 | ||
| 4512 | 2012.12.14 05:02 | modify | 972 | 0.05 | 82.506 | 83.406 | 0.000 | ||
| 4513 | 2012.12.14 05:02 | modify | 972 | 0.05 | 82.506 | 83.417 | 0.000 | ||
| 4514 | 2012.12.14 05:02 | modify | 972 | 0.05 | 82.506 | 83.428 | 0.000 | ||
| 4515 | 2012.12.14 05:11 | modify | 972 | 0.05 | 82.506 | 83.442 | 0.000 | ||
| 4516 | 2012.12.14 05:15 | modify | 972 | 0.05 | 82.506 | 83.452 | 0.000 | ||
| 4517 | 2012.12.14 05:15 | modify | 972 | 0.05 | 82.506 | 83.462 | 0.000 | ||
| 4518 | 2012.12.14 08:00 | close | 972 | 0.05 | 83.888 | 83.462 | 0.000 | 83.62 | 11298.18 |
| 4519 | 2012.12.18 19:39 | buy | 973 | 0.10 | 84.078 | 0.000 | 0.000 | ||
| 4520 | 2012.12.18 19:39 | modify | 973 | 0.10 | 84.078 | 83.828 | 0.000 | ||
| 4521 | 2012.12.18 23:00 | close | 973 | 0.05 | 84.177 | 83.828 | 0.000 | 5.88 | 11304.06 |
| 4522 | 2012.12.18 23:00 | buy | 974 | 0.05 | 84.078 | 83.828 | 0.000 | ||
| 4523 | 2012.12.19 12:27 | modify | 974 | 0.05 | 84.078 | 84.128 | 0.000 | ||
| 4524 | 2012.12.19 17:23 | close | 974 | 0.03 | 84.277 | 84.128 | 0.000 | 7.23 | 11311.29 |
| 4525 | 2012.12.19 17:23 | buy | 975 | 0.02 | 84.078 | 84.128 | 0.000 | ||
| 4526 | 2012.12.20 00:09 | close | 975 | 0.02 | 84.264 | 84.128 | 0.000 | 4.81 | 11316.10 |
| 4527 | 2012.12.24 15:36 | buy | 976 | 0.10 | 84.497 | 0.000 | 0.000 | ||
| 4528 | 2012.12.24 15:36 | modify | 976 | 0.10 | 84.497 | 84.247 | 0.000 | ||
| 4529 | 2012.12.24 16:23 | close | 976 | 0.05 | 84.613 | 84.247 | 0.000 | 6.85 | 11322.95 |
| 4530 | 2012.12.24 16:23 | buy | 977 | 0.05 | 84.497 | 84.247 | 0.000 | ||
| 4531 | 2012.12.26 08:00 | modify | 977 | 0.05 | 84.497 | 84.547 | 0.000 | ||
| 4532 | 2012.12.26 08:00 | modify | 977 | 0.05 | 84.497 | 84.835 | 0.000 | ||
| 4533 | 2012.12.26 08:00 | modify | 977 | 0.05 | 84.497 | 84.845 | 0.000 | ||
| 4534 | 2012.12.26 08:00 | modify | 977 | 0.05 | 84.497 | 84.856 | 0.000 | ||
| 4535 | 2012.12.26 08:01 | modify | 977 | 0.05 | 84.497 | 84.867 | 0.000 | ||
| 4536 | 2012.12.26 09:40 | modify | 977 | 0.05 | 84.497 | 84.878 | 0.000 | ||
| 4537 | 2012.12.26 09:54 | modify | 977 | 0.05 | 84.497 | 84.889 | 0.000 | ||
| 4538 | 2012.12.26 09:55 | modify | 977 | 0.05 | 84.497 | 84.899 | 0.000 | ||
| 4539 | 2012.12.26 10:07 | modify | 977 | 0.05 | 84.497 | 84.910 | 0.000 | ||
| 4540 | 2012.12.26 10:12 | modify | 977 | 0.05 | 84.497 | 84.920 | 0.000 | ||
| 4541 | 2012.12.26 10:13 | modify | 977 | 0.05 | 84.497 | 84.931 | 0.000 | ||
| 4542 | 2012.12.26 10:14 | modify | 977 | 0.05 | 84.497 | 84.941 | 0.000 | ||
| 4543 | 2012.12.26 10:14 | modify | 977 | 0.05 | 84.497 | 84.952 | 0.000 | ||
| 4544 | 2012.12.26 10:15 | modify | 977 | 0.05 | 84.497 | 84.962 | 0.000 | ||
| 4545 | 2012.12.26 10:25 | modify | 977 | 0.05 | 84.497 | 84.973 | 0.000 | ||
| 4546 | 2012.12.26 10:32 | modify | 977 | 0.05 | 84.497 | 84.983 | 0.000 | ||
| 4547 | 2012.12.26 10:36 | modify | 977 | 0.05 | 84.497 | 84.994 | 0.000 | ||
| 4548 | 2012.12.26 10:42 | modify | 977 | 0.05 | 84.497 | 85.005 | 0.000 | ||
| 4549 | 2012.12.26 17:46 | modify | 977 | 0.05 | 84.497 | 85.015 | 0.000 | ||
| 4550 | 2012.12.26 17:47 | modify | 977 | 0.05 | 84.497 | 85.026 | 0.000 | ||
| 4551 | 2012.12.26 17:47 | modify | 977 | 0.05 | 84.497 | 85.036 | 0.000 | ||
| 4552 | 2012.12.26 17:47 | modify | 977 | 0.05 | 84.497 | 85.052 | 0.000 | ||
| 4553 | 2012.12.26 17:47 | modify | 977 | 0.05 | 84.497 | 85.064 | 0.000 | ||
| 4554 | 2012.12.26 17:47 | modify | 977 | 0.05 | 84.497 | 85.078 | 0.000 | ||
| 4555 | 2012.12.26 17:47 | modify | 977 | 0.05 | 84.497 | 85.092 | 0.000 | ||
| 4556 | 2012.12.26 17:47 | modify | 977 | 0.05 | 84.497 | 85.102 | 0.000 | ||
| 4557 | 2012.12.26 17:47 | modify | 977 | 0.05 | 84.497 | 85.115 | 0.000 | ||
| 4558 | 2012.12.26 17:55 | modify | 977 | 0.05 | 84.497 | 85.125 | 0.000 | ||
| 4559 | 2012.12.26 17:55 | modify | 977 | 0.05 | 84.497 | 85.139 | 0.000 | ||
| 4560 | 2012.12.26 17:55 | modify | 977 | 0.05 | 84.497 | 85.150 | 0.000 | ||
| 4561 | 2012.12.26 17:55 | modify | 977 | 0.05 | 84.497 | 85.162 | 0.000 | ||
| 4562 | 2012.12.26 17:55 | modify | 977 | 0.05 | 84.497 | 85.173 | 0.000 | ||
| 4563 | 2012.12.26 17:59 | modify | 977 | 0.05 | 84.497 | 85.184 | 0.000 | ||
| 4564 | 2012.12.26 18:00 | modify | 977 | 0.05 | 84.497 | 85.195 | 0.000 | ||
| 4565 | 2012.12.26 18:00 | modify | 977 | 0.05 | 84.497 | 85.205 | 0.000 | ||
| 4566 | 2012.12.26 18:00 | modify | 977 | 0.05 | 84.497 | 85.216 | 0.000 | ||
| 4567 | 2012.12.26 18:00 | modify | 977 | 0.05 | 84.497 | 85.226 | 0.000 | ||
| 4568 | 2012.12.26 18:00 | modify | 977 | 0.05 | 84.497 | 85.237 | 0.000 | ||
| 4569 | 2012.12.26 18:00 | modify | 977 | 0.05 | 84.497 | 85.247 | 0.000 | ||
| 4570 | 2012.12.26 18:00 | modify | 977 | 0.05 | 84.497 | 85.258 | 0.000 | ||
| 4571 | 2012.12.27 03:08 | modify | 977 | 0.05 | 84.497 | 85.268 | 0.000 | ||
| 4572 | 2012.12.27 03:08 | modify | 977 | 0.05 | 84.497 | 85.279 | 0.000 | ||
| 4573 | 2012.12.27 03:08 | modify | 977 | 0.05 | 84.497 | 85.289 | 0.000 | ||
| 4574 | 2012.12.27 03:08 | modify | 977 | 0.05 | 84.497 | 85.300 | 0.000 | ||
| 4575 | 2012.12.27 03:08 | modify | 977 | 0.05 | 84.497 | 85.311 | 0.000 | ||
| 4576 | 2012.12.27 04:27 | modify | 977 | 0.05 | 84.497 | 85.322 | 0.000 | ||
| 4577 | 2012.12.27 04:27 | modify | 977 | 0.05 | 84.497 | 85.333 | 0.000 | ||
| 4578 | 2012.12.27 04:28 | modify | 977 | 0.05 | 84.497 | 85.343 | 0.000 | ||
| 4579 | 2012.12.27 04:29 | modify | 977 | 0.05 | 84.497 | 85.354 | 0.000 | ||
| 4580 | 2012.12.27 04:33 | modify | 977 | 0.05 | 84.497 | 85.366 | 0.000 | ||
| 4581 | 2012.12.27 06:13 | modify | 977 | 0.05 | 84.497 | 85.378 | 0.000 | ||
| 4582 | 2012.12.27 06:17 | modify | 977 | 0.05 | 84.497 | 85.390 | 0.000 | ||
| 4583 | 2012.12.27 06:17 | modify | 977 | 0.05 | 84.497 | 85.401 | 0.000 | ||
| 4584 | 2012.12.27 06:18 | modify | 977 | 0.05 | 84.497 | 85.411 | 0.000 | ||
| 4585 | 2012.12.27 15:27 | modify | 977 | 0.05 | 84.497 | 85.423 | 0.000 | ||
| 4586 | 2012.12.27 15:27 | modify | 977 | 0.05 | 84.497 | 85.434 | 0.000 | ||
| 4587 | 2012.12.27 15:29 | modify | 977 | 0.05 | 84.497 | 85.445 | 0.000 | ||
| 4588 | 2012.12.27 15:29 | modify | 977 | 0.05 | 84.497 | 85.455 | 0.000 | ||
| 4589 | 2012.12.27 15:51 | modify | 977 | 0.05 | 84.497 | 85.465 | 0.000 | ||
| 4590 | 2012.12.27 16:03 | modify | 977 | 0.05 | 84.497 | 85.476 | 0.000 | ||
| 4591 | 2012.12.27 16:21 | modify | 977 | 0.05 | 84.497 | 85.486 | 0.000 | ||
| 4592 | 2012.12.27 16:24 | modify | 977 | 0.05 | 84.497 | 85.497 | 0.000 | ||
| 4593 | 2012.12.27 16:25 | modify | 977 | 0.05 | 84.497 | 85.509 | 0.000 | ||
| 4594 | 2012.12.27 16:27 | modify | 977 | 0.05 | 84.497 | 85.519 | 0.000 | ||
| 4595 | 2012.12.27 16:39 | modify | 977 | 0.05 | 84.497 | 85.530 | 0.000 | ||
| 4596 | 2012.12.27 16:39 | modify | 977 | 0.05 | 84.497 | 85.541 | 0.000 | ||
| 4597 | 2012.12.27 16:39 | modify | 977 | 0.05 | 84.497 | 85.554 | 0.000 | ||
| 4598 | 2012.12.27 16:39 | modify | 977 | 0.05 | 84.497 | 85.567 | 0.000 | ||
| 4599 | 2012.12.27 16:39 | modify | 977 | 0.05 | 84.497 | 85.578 | 0.000 | ||
| 4600 | 2012.12.27 16:39 | modify | 977 | 0.05 | 84.497 | 85.593 | 0.000 | ||
| 4601 | 2012.12.27 16:39 | modify | 977 | 0.05 | 84.497 | 85.605 | 0.000 | ||
| 4602 | 2012.12.27 16:39 | modify | 977 | 0.05 | 84.497 | 85.616 | 0.000 | ||
| 4603 | 2012.12.27 16:39 | modify | 977 | 0.05 | 84.497 | 85.628 | 0.000 | ||
| 4604 | 2012.12.27 16:40 | modify | 977 | 0.05 | 84.497 | 85.638 | 0.000 | ||
| 4605 | 2012.12.27 16:42 | modify | 977 | 0.05 | 84.497 | 85.650 | 0.000 | ||
| 4606 | 2012.12.27 16:42 | modify | 977 | 0.05 | 84.497 | 85.661 | 0.000 | ||
| 4607 | 2012.12.27 16:42 | modify | 977 | 0.05 | 84.497 | 85.673 | 0.000 | ||
| 4608 | 2012.12.27 16:43 | modify | 977 | 0.05 | 84.497 | 85.684 | 0.000 | ||
| 4609 | 2012.12.28 00:32 | modify | 977 | 0.05 | 84.497 | 85.694 | 0.000 | ||
| 4610 | 2012.12.28 00:32 | modify | 977 | 0.05 | 84.497 | 85.705 | 0.000 | ||
| 4611 | 2012.12.28 00:33 | modify | 977 | 0.05 | 84.497 | 85.715 | 0.000 | ||
| 4612 | 2012.12.28 00:33 | modify | 977 | 0.05 | 84.497 | 85.727 | 0.000 | ||
| 4613 | 2012.12.28 00:33 | modify | 977 | 0.05 | 84.497 | 85.740 | 0.000 | ||
| 4614 | 2012.12.28 00:33 | modify | 977 | 0.05 | 84.497 | 85.750 | 0.000 | ||
| 4615 | 2012.12.28 00:33 | modify | 977 | 0.05 | 84.497 | 85.763 | 0.000 | ||
| 4616 | 2012.12.28 00:33 | modify | 977 | 0.05 | 84.497 | 85.776 | 0.000 | ||
| 4617 | 2012.12.28 00:33 | modify | 977 | 0.05 | 84.497 | 85.786 | 0.000 | ||
| 4618 | 2012.12.28 00:35 | modify | 977 | 0.05 | 84.497 | 85.797 | 0.000 | ||
| 4619 | 2012.12.28 00:36 | modify | 977 | 0.05 | 84.497 | 85.807 | 0.000 | ||
| 4620 | 2012.12.28 00:36 | modify | 977 | 0.05 | 84.497 | 85.821 | 0.000 | ||
| 4621 | 2012.12.28 00:36 | modify | 977 | 0.05 | 84.497 | 85.834 | 0.000 | ||
| 4622 | 2012.12.28 00:36 | modify | 977 | 0.05 | 84.497 | 85.845 | 0.000 | ||
| 4623 | 2012.12.28 00:36 | modify | 977 | 0.05 | 84.497 | 85.858 | 0.000 | ||
| 4624 | 2012.12.28 01:02 | modify | 977 | 0.05 | 84.497 | 85.869 | 0.000 | ||
| 4625 | 2012.12.28 01:02 | modify | 977 | 0.05 | 84.497 | 85.881 | 0.000 | ||
| 4626 | 2012.12.28 01:02 | modify | 977 | 0.05 | 84.497 | 85.893 | 0.000 | ||
| 4627 | 2012.12.28 01:25 | modify | 977 | 0.05 | 84.497 | 85.905 | 0.000 | ||
| 4628 | 2012.12.28 01:26 | modify | 977 | 0.05 | 84.497 | 85.916 | 0.000 | ||
| 4629 | 2012.12.28 01:26 | modify | 977 | 0.05 | 84.497 | 85.927 | 0.000 | ||
| 4630 | 2012.12.28 01:26 | modify | 977 | 0.05 | 84.497 | 85.938 | 0.000 | ||
| 4631 | 2012.12.28 01:26 | modify | 977 | 0.05 | 84.497 | 85.949 | 0.000 | ||
| 4632 | 2012.12.28 01:26 | modify | 977 | 0.05 | 84.497 | 85.959 | 0.000 | ||
| 4633 | 2012.12.28 01:27 | modify | 977 | 0.05 | 84.497 | 85.970 | 0.000 | ||
| 4634 | 2012.12.28 01:29 | modify | 977 | 0.05 | 84.497 | 85.982 | 0.000 | ||
| 4635 | 2012.12.28 01:29 | modify | 977 | 0.05 | 84.497 | 85.998 | 0.000 | ||
| 4636 | 2012.12.28 01:29 | modify | 977 | 0.05 | 84.497 | 86.010 | 0.000 | ||
| 4637 | 2012.12.28 01:29 | modify | 977 | 0.05 | 84.497 | 86.023 | 0.000 | ||
| 4638 | 2012.12.28 01:29 | modify | 977 | 0.05 | 84.497 | 86.033 | 0.000 | ||
| 4639 | 2012.12.28 01:30 | modify | 977 | 0.05 | 84.497 | 86.045 | 0.000 | ||
| 4640 | 2012.12.28 01:30 | modify | 977 | 0.05 | 84.497 | 86.057 | 0.000 | ||
| 4641 | 2012.12.28 01:31 | modify | 977 | 0.05 | 84.497 | 86.069 | 0.000 | ||
| 4642 | 2012.12.28 01:31 | modify | 977 | 0.05 | 84.497 | 86.081 | 0.000 | ||
| 4643 | 2012.12.28 01:31 | modify | 977 | 0.05 | 84.497 | 86.094 | 0.000 | ||
| 4644 | 2012.12.28 01:31 | modify | 977 | 0.05 | 84.497 | 86.106 | 0.000 | ||
| 4645 | 2012.12.28 01:31 | modify | 977 | 0.05 | 84.497 | 86.116 | 0.000 | ||
| 4646 | 2012.12.28 01:31 | modify | 977 | 0.05 | 84.497 | 86.127 | 0.000 | ||
| 4647 | 2012.12.28 01:31 | modify | 977 | 0.05 | 84.497 | 86.137 | 0.000 | ||
| 4648 | 2012.12.28 01:31 | modify | 977 | 0.05 | 84.497 | 86.149 | 0.000 | ||
| 4649 | 2012.12.28 01:31 | modify | 977 | 0.05 | 84.497 | 86.161 | 0.000 | ||
| 4650 | 2012.12.28 08:00 | close | 977 | 0.05 | 86.451 | 86.161 | 0.000 | 114.51 | 11437.47 |