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 |
| 4651 | 2013.01.08 00:38 | sell | 978 | 0.10 | 87.615 | 0.000 | 0.000 | ||
| 4652 | 2013.01.08 00:38 | modify | 978 | 0.10 | 87.615 | 87.865 | 0.000 | ||
| 4653 | 2013.01.08 00:42 | close | 978 | 0.05 | 87.514 | 87.865 | 0.000 | 5.77 | 11443.24 |
| 4654 | 2013.01.08 00:42 | sell | 979 | 0.05 | 87.615 | 87.865 | 0.000 | ||
| 4655 | 2013.01.08 01:52 | modify | 979 | 0.05 | 87.615 | 87.565 | 0.000 | ||
| 4656 | 2013.01.08 04:26 | s/l | 979 | 0.05 | 87.565 | 87.565 | 0.000 | 2.85 | 11446.09 |
| 4657 | 2013.01.09 16:30 | buy | 980 | 0.10 | 87.737 | 0.000 | 0.000 | ||
| 4658 | 2013.01.09 16:30 | modify | 980 | 0.10 | 87.737 | 87.487 | 0.000 | ||
| 4659 | 2013.01.09 23:00 | close | 980 | 0.05 | 87.771 | 87.487 | 0.000 | 1.94 | 11448.03 |
| 4660 | 2013.01.09 23:00 | buy | 981 | 0.05 | 87.737 | 87.487 | 0.000 | ||
| 4661 | 2013.01.10 01:23 | modify | 981 | 0.05 | 87.737 | 87.787 | 0.000 | ||
| 4662 | 2013.01.10 14:13 | close | 981 | 0.03 | 88.069 | 87.787 | 0.000 | 11.76 | 11459.79 |
| 4663 | 2013.01.10 14:13 | buy | 982 | 0.02 | 87.737 | 87.787 | 0.000 | ||
| 4664 | 2013.01.10 16:42 | close | 982 | 0.02 | 88.079 | 87.787 | 0.000 | 8.07 | 11467.86 |
| 4665 | 2013.01.21 03:29 | sell | 983 | 0.10 | 89.596 | 0.000 | 0.000 | ||
| 4666 | 2013.01.21 03:29 | modify | 983 | 0.10 | 89.596 | 89.846 | 0.000 | ||
| 4667 | 2013.01.21 03:41 | close | 983 | 0.05 | 89.495 | 89.846 | 0.000 | 5.64 | 11473.50 |
| 4668 | 2013.01.21 03:41 | sell | 984 | 0.05 | 89.596 | 89.846 | 0.000 | ||
| 4669 | 2013.01.21 16:06 | close | 984 | 0.03 | 89.639 | 89.846 | 0.000 | -1.44 | 11472.06 |
| 4670 | 2013.01.21 16:06 | sell | 985 | 0.02 | 89.596 | 89.846 | 0.000 | ||
| 4671 | 2013.01.21 17:20 | close | 985 | 0.02 | 89.715 | 89.846 | 0.000 | -2.65 | 11469.41 |
| 4672 | 2013.01.24 04:40 | buy | 986 | 0.10 | 88.795 | 0.000 | 0.000 | ||
| 4673 | 2013.01.24 04:40 | modify | 986 | 0.10 | 88.795 | 88.545 | 0.000 | ||
| 4674 | 2013.01.24 04:58 | close | 986 | 0.05 | 88.896 | 88.545 | 0.000 | 5.68 | 11475.09 |
| 4675 | 2013.01.24 04:58 | buy | 987 | 0.05 | 88.795 | 88.545 | 0.000 | ||
| 4676 | 2013.01.24 05:42 | modify | 987 | 0.05 | 88.795 | 88.845 | 0.000 | ||
| 4677 | 2013.01.24 07:35 | modify | 987 | 0.05 | 88.795 | 88.948 | 0.000 | ||
| 4678 | 2013.01.24 07:35 | modify | 987 | 0.05 | 88.795 | 88.958 | 0.000 | ||
| 4679 | 2013.01.24 07:35 | modify | 987 | 0.05 | 88.795 | 88.968 | 0.000 | ||
| 4680 | 2013.01.24 07:35 | modify | 987 | 0.05 | 88.795 | 88.979 | 0.000 | ||
| 4681 | 2013.01.24 07:35 | modify | 987 | 0.05 | 88.795 | 88.991 | 0.000 | ||
| 4682 | 2013.01.24 11:13 | modify | 987 | 0.05 | 88.795 | 89.003 | 0.000 | ||
| 4683 | 2013.01.24 11:13 | modify | 987 | 0.05 | 88.795 | 89.015 | 0.000 | ||
| 4684 | 2013.01.24 11:13 | modify | 987 | 0.05 | 88.795 | 89.027 | 0.000 | ||
| 4685 | 2013.01.24 11:13 | modify | 987 | 0.05 | 88.795 | 89.040 | 0.000 | ||
| 4686 | 2013.01.24 11:13 | modify | 987 | 0.05 | 88.795 | 89.053 | 0.000 | ||
| 4687 | 2013.01.24 11:13 | modify | 987 | 0.05 | 88.795 | 89.065 | 0.000 | ||
| 4688 | 2013.01.24 11:13 | modify | 987 | 0.05 | 88.795 | 89.075 | 0.000 | ||
| 4689 | 2013.01.24 11:13 | modify | 987 | 0.05 | 88.795 | 89.086 | 0.000 | ||
| 4690 | 2013.01.24 11:13 | modify | 987 | 0.05 | 88.795 | 89.096 | 0.000 | ||
| 4691 | 2013.01.24 11:13 | modify | 987 | 0.05 | 88.795 | 89.108 | 0.000 | ||
| 4692 | 2013.01.24 11:13 | modify | 987 | 0.05 | 88.795 | 89.121 | 0.000 | ||
| 4693 | 2013.01.24 11:16 | modify | 987 | 0.05 | 88.795 | 89.132 | 0.000 | ||
| 4694 | 2013.01.24 11:16 | modify | 987 | 0.05 | 88.795 | 89.143 | 0.000 | ||
| 4695 | 2013.01.24 11:16 | modify | 987 | 0.05 | 88.795 | 89.154 | 0.000 | ||
| 4696 | 2013.01.24 11:22 | modify | 987 | 0.05 | 88.795 | 89.164 | 0.000 | ||
| 4697 | 2013.01.24 11:22 | modify | 987 | 0.05 | 88.795 | 89.175 | 0.000 | ||
| 4698 | 2013.01.24 12:14 | modify | 987 | 0.05 | 88.795 | 89.185 | 0.000 | ||
| 4699 | 2013.01.24 12:15 | modify | 987 | 0.05 | 88.795 | 89.199 | 0.000 | ||
| 4700 | 2013.01.24 12:15 | modify | 987 | 0.05 | 88.795 | 89.210 | 0.000 | ||
| 4701 | 2013.01.24 12:15 | modify | 987 | 0.05 | 88.795 | 89.221 | 0.000 | ||
| 4702 | 2013.01.24 12:15 | modify | 987 | 0.05 | 88.795 | 89.232 | 0.000 | ||
| 4703 | 2013.01.24 12:15 | modify | 987 | 0.05 | 88.795 | 89.243 | 0.000 | ||
| 4704 | 2013.01.24 15:30 | modify | 987 | 0.05 | 88.795 | 89.254 | 0.000 | ||
| 4705 | 2013.01.24 15:30 | modify | 987 | 0.05 | 88.795 | 89.265 | 0.000 | ||
| 4706 | 2013.01.24 15:30 | modify | 987 | 0.05 | 88.795 | 89.277 | 0.000 | ||
| 4707 | 2013.01.24 15:30 | modify | 987 | 0.05 | 88.795 | 89.290 | 0.000 | ||
| 4708 | 2013.01.24 15:30 | modify | 987 | 0.05 | 88.795 | 89.301 | 0.000 | ||
| 4709 | 2013.01.24 15:30 | modify | 987 | 0.05 | 88.795 | 89.312 | 0.000 | ||
| 4710 | 2013.01.24 15:30 | modify | 987 | 0.05 | 88.795 | 89.322 | 0.000 | ||
| 4711 | 2013.01.24 15:30 | modify | 987 | 0.05 | 88.795 | 89.335 | 0.000 | ||
| 4712 | 2013.01.24 15:31 | modify | 987 | 0.05 | 88.795 | 89.346 | 0.000 | ||
| 4713 | 2013.01.24 15:31 | modify | 987 | 0.05 | 88.795 | 89.357 | 0.000 | ||
| 4714 | 2013.01.24 15:52 | modify | 987 | 0.05 | 88.795 | 89.369 | 0.000 | ||
| 4715 | 2013.01.24 15:52 | modify | 987 | 0.05 | 88.795 | 89.381 | 0.000 | ||
| 4716 | 2013.01.24 15:52 | modify | 987 | 0.05 | 88.795 | 89.394 | 0.000 | ||
| 4717 | 2013.01.24 15:58 | modify | 987 | 0.05 | 88.795 | 89.406 | 0.000 | ||
| 4718 | 2013.01.24 15:58 | modify | 987 | 0.05 | 88.795 | 89.417 | 0.000 | ||
| 4719 | 2013.01.24 16:00 | modify | 987 | 0.05 | 88.795 | 89.429 | 0.000 | ||
| 4720 | 2013.01.24 16:55 | modify | 987 | 0.05 | 88.795 | 89.442 | 0.000 | ||
| 4721 | 2013.01.24 16:56 | modify | 987 | 0.05 | 88.795 | 89.453 | 0.000 | ||
| 4722 | 2013.01.24 16:56 | modify | 987 | 0.05 | 88.795 | 89.464 | 0.000 | ||
| 4723 | 2013.01.24 16:56 | modify | 987 | 0.05 | 88.795 | 89.474 | 0.000 | ||
| 4724 | 2013.01.24 17:40 | modify | 987 | 0.05 | 88.795 | 89.485 | 0.000 | ||
| 4725 | 2013.01.24 17:40 | modify | 987 | 0.05 | 88.795 | 89.498 | 0.000 | ||
| 4726 | 2013.01.24 17:40 | modify | 987 | 0.05 | 88.795 | 89.510 | 0.000 | ||
| 4727 | 2013.01.24 17:47 | modify | 987 | 0.05 | 88.795 | 89.521 | 0.000 | ||
| 4728 | 2013.01.24 17:52 | modify | 987 | 0.05 | 88.795 | 89.532 | 0.000 | ||
| 4729 | 2013.01.24 17:52 | modify | 987 | 0.05 | 88.795 | 89.542 | 0.000 | ||
| 4730 | 2013.01.24 18:00 | modify | 987 | 0.05 | 88.795 | 89.553 | 0.000 | ||
| 4731 | 2013.01.24 18:00 | modify | 987 | 0.05 | 88.795 | 89.563 | 0.000 | ||
| 4732 | 2013.01.24 18:01 | modify | 987 | 0.05 | 88.795 | 89.576 | 0.000 | ||
| 4733 | 2013.01.24 18:01 | modify | 987 | 0.05 | 88.795 | 89.586 | 0.000 | ||
| 4734 | 2013.01.24 18:58 | modify | 987 | 0.05 | 88.795 | 89.596 | 0.000 | ||
| 4735 | 2013.01.24 19:01 | modify | 987 | 0.05 | 88.795 | 89.607 | 0.000 | ||
| 4736 | 2013.01.24 19:01 | modify | 987 | 0.05 | 88.795 | 89.618 | 0.000 | ||
| 4737 | 2013.01.24 19:26 | modify | 987 | 0.05 | 88.795 | 89.628 | 0.000 | ||
| 4738 | 2013.01.24 19:27 | modify | 987 | 0.05 | 88.795 | 89.638 | 0.000 | ||
| 4739 | 2013.01.24 19:27 | modify | 987 | 0.05 | 88.795 | 89.649 | 0.000 | ||
| 4740 | 2013.01.24 19:28 | modify | 987 | 0.05 | 88.795 | 89.659 | 0.000 | ||
| 4741 | 2013.01.24 19:29 | modify | 987 | 0.05 | 88.795 | 89.670 | 0.000 | ||
| 4742 | 2013.01.24 22:23 | modify | 987 | 0.05 | 88.795 | 89.681 | 0.000 | ||
| 4743 | 2013.01.24 22:23 | modify | 987 | 0.05 | 88.795 | 89.691 | 0.000 | ||
| 4744 | 2013.01.24 22:23 | modify | 987 | 0.05 | 88.795 | 89.703 | 0.000 | ||
| 4745 | 2013.01.24 22:23 | modify | 987 | 0.05 | 88.795 | 89.715 | 0.000 | ||
| 4746 | 2013.01.24 22:23 | modify | 987 | 0.05 | 88.795 | 89.726 | 0.000 | ||
| 4747 | 2013.01.24 22:24 | modify | 987 | 0.05 | 88.795 | 89.736 | 0.000 | ||
| 4748 | 2013.01.24 22:28 | modify | 987 | 0.05 | 88.795 | 89.748 | 0.000 | ||
| 4749 | 2013.01.24 22:28 | modify | 987 | 0.05 | 88.795 | 89.759 | 0.000 | ||
| 4750 | 2013.01.24 22:28 | modify | 987 | 0.05 | 88.795 | 89.771 | 0.000 | ||
| 4751 | 2013.01.24 22:29 | modify | 987 | 0.05 | 88.795 | 89.782 | 0.000 | ||
| 4752 | 2013.01.24 23:00 | modify | 987 | 0.05 | 88.795 | 89.795 | 0.000 | ||
| 4753 | 2013.01.24 23:00 | modify | 987 | 0.05 | 88.795 | 89.807 | 0.000 | ||
| 4754 | 2013.01.24 23:00 | modify | 987 | 0.05 | 88.795 | 89.819 | 0.000 | ||
| 4755 | 2013.01.24 23:00 | modify | 987 | 0.05 | 88.795 | 89.830 | 0.000 | ||
| 4756 | 2013.01.24 23:00 | modify | 987 | 0.05 | 88.795 | 89.842 | 0.000 | ||
| 4757 | 2013.01.24 23:00 | modify | 987 | 0.05 | 88.795 | 89.853 | 0.000 | ||
| 4758 | 2013.01.24 23:00 | modify | 987 | 0.05 | 88.795 | 89.867 | 0.000 | ||
| 4759 | 2013.01.24 23:00 | modify | 987 | 0.05 | 88.795 | 89.881 | 0.000 | ||
| 4760 | 2013.01.24 23:00 | modify | 987 | 0.05 | 88.795 | 89.896 | 0.000 | ||
| 4761 | 2013.01.24 23:00 | modify | 987 | 0.05 | 88.795 | 89.909 | 0.000 | ||
| 4762 | 2013.01.24 23:00 | modify | 987 | 0.05 | 88.795 | 89.924 | 0.000 | ||
| 4763 | 2013.01.24 23:00 | modify | 987 | 0.05 | 88.795 | 89.938 | 0.000 | ||
| 4764 | 2013.01.24 23:00 | modify | 987 | 0.05 | 88.795 | 89.952 | 0.000 | ||
| 4765 | 2013.01.24 23:01 | modify | 987 | 0.05 | 88.795 | 89.964 | 0.000 | ||
| 4766 | 2013.01.24 23:05 | modify | 987 | 0.05 | 88.795 | 89.974 | 0.000 | ||
| 4767 | 2013.01.24 23:05 | modify | 987 | 0.05 | 88.795 | 89.985 | 0.000 | ||
| 4768 | 2013.01.24 23:05 | modify | 987 | 0.05 | 88.795 | 89.997 | 0.000 | ||
| 4769 | 2013.01.24 23:05 | modify | 987 | 0.05 | 88.795 | 90.009 | 0.000 | ||
| 4770 | 2013.01.24 23:06 | modify | 987 | 0.05 | 88.795 | 90.020 | 0.000 | ||
| 4771 | 2013.01.24 23:06 | modify | 987 | 0.05 | 88.795 | 90.035 | 0.000 | ||
| 4772 | 2013.01.24 23:06 | modify | 987 | 0.05 | 88.795 | 90.049 | 0.000 | ||
| 4773 | 2013.01.24 23:06 | modify | 987 | 0.05 | 88.795 | 90.063 | 0.000 | ||
| 4774 | 2013.01.24 23:06 | modify | 987 | 0.05 | 88.795 | 90.078 | 0.000 | ||
| 4775 | 2013.01.24 23:06 | modify | 987 | 0.05 | 88.795 | 90.090 | 0.000 | ||
| 4776 | 2013.01.25 01:36 | modify | 987 | 0.05 | 88.795 | 90.105 | 0.000 | ||
| 4777 | 2013.01.25 01:36 | modify | 987 | 0.05 | 88.795 | 90.117 | 0.000 | ||
| 4778 | 2013.01.25 01:36 | modify | 987 | 0.05 | 88.795 | 90.133 | 0.000 | ||
| 4779 | 2013.01.25 01:36 | modify | 987 | 0.05 | 88.795 | 90.146 | 0.000 | ||
| 4780 | 2013.01.25 01:36 | modify | 987 | 0.05 | 88.795 | 90.159 | 0.000 | ||
| 4781 | 2013.01.25 01:36 | modify | 987 | 0.05 | 88.795 | 90.172 | 0.000 | ||
| 4782 | 2013.01.25 01:39 | modify | 987 | 0.05 | 88.795 | 90.183 | 0.000 | ||
| 4783 | 2013.01.25 01:41 | modify | 987 | 0.05 | 88.795 | 90.196 | 0.000 | ||
| 4784 | 2013.01.25 01:41 | modify | 987 | 0.05 | 88.795 | 90.208 | 0.000 | ||
| 4785 | 2013.01.25 01:43 | modify | 987 | 0.05 | 88.795 | 90.219 | 0.000 | ||
| 4786 | 2013.01.25 08:00 | close | 987 | 0.05 | 90.515 | 90.219 | 0.000 | 95.26 | 11570.35 |
| 4787 | 2013.01.29 01:13 | sell | 988 | 0.10 | 90.553 | 0.000 | 0.000 | ||
| 4788 | 2013.01.29 01:13 | modify | 988 | 0.10 | 90.553 | 90.803 | 0.000 | ||
| 4789 | 2013.01.29 01:23 | close | 988 | 0.05 | 90.452 | 90.803 | 0.000 | 5.58 | 11575.93 |
| 4790 | 2013.01.29 01:23 | sell | 989 | 0.05 | 90.553 | 90.803 | 0.000 | ||
| 4791 | 2013.01.29 04:20 | s/l | 989 | 0.05 | 90.803 | 90.803 | 0.000 | -13.77 | 11562.16 |
| 4792 | 2013.01.30 09:57 | buy | 990 | 0.10 | 91.064 | 0.000 | 0.000 | ||
| 4793 | 2013.01.30 09:57 | modify | 990 | 0.10 | 91.064 | 90.814 | 0.000 | ||
| 4794 | 2013.01.30 10:34 | close | 990 | 0.05 | 91.258 | 90.814 | 0.000 | 10.63 | 11572.79 |
| 4795 | 2013.01.30 10:34 | buy | 991 | 0.05 | 91.064 | 90.814 | 0.000 | ||
| 4796 | 2013.01.30 15:30 | close | 991 | 0.03 | 90.890 | 90.814 | 0.000 | -5.74 | 11567.05 |
| 4797 | 2013.01.30 15:30 | buy | 992 | 0.02 | 91.064 | 90.814 | 0.000 | ||
| 4798 | 2013.01.30 21:21 | close | 992 | 0.02 | 90.934 | 90.814 | 0.000 | -2.86 | 11564.19 |
| 4799 | 2013.02.19 20:16 | sell | 993 | 0.10 | 93.345 | 0.000 | 0.000 | ||
| 4800 | 2013.02.19 20:16 | modify | 993 | 0.10 | 93.345 | 93.595 | 0.000 | ||