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 |
| 4801 | 2013.02.19 22:49 | close | 993 | 0.05 | 93.567 | 93.595 | 0.000 | -11.86 | 11552.33 |
| 4802 | 2013.02.19 22:49 | sell | 994 | 0.05 | 93.345 | 93.595 | 0.000 | ||
| 4803 | 2013.02.19 22:51 | s/l | 994 | 0.05 | 93.595 | 93.595 | 0.000 | -13.36 | 11538.97 |
| 4804 | 2013.02.20 07:20 | sell | 995 | 0.10 | 93.282 | 0.000 | 0.000 | ||
| 4805 | 2013.02.20 07:20 | modify | 995 | 0.10 | 93.282 | 93.532 | 0.000 | ||
| 4806 | 2013.02.20 07:31 | close | 995 | 0.05 | 93.154 | 93.532 | 0.000 | 6.87 | 11545.84 |
| 4807 | 2013.02.20 07:31 | sell | 996 | 0.05 | 93.282 | 93.532 | 0.000 | ||
| 4808 | 2013.02.20 13:08 | s/l | 996 | 0.05 | 93.532 | 93.532 | 0.000 | -13.36 | 11532.48 |
| 4809 | 2013.03.05 05:22 | sell | 997 | 0.10 | 93.161 | 0.000 | 0.000 | ||
| 4810 | 2013.03.05 05:22 | modify | 997 | 0.10 | 93.161 | 93.411 | 0.000 | ||
| 4811 | 2013.03.05 07:32 | close | 997 | 0.05 | 92.946 | 93.411 | 0.000 | 11.57 | 11544.05 |
| 4812 | 2013.03.05 07:32 | sell | 998 | 0.05 | 93.161 | 93.411 | 0.000 | ||
| 4813 | 2013.03.05 17:01 | close | 998 | 0.05 | 93.257 | 93.411 | 0.000 | -5.15 | 11538.90 |
| 4814 | 2013.03.12 01:16 | buy | 999 | 0.10 | 96.405 | 0.000 | 0.000 | ||
| 4815 | 2013.03.12 01:16 | modify | 999 | 0.10 | 96.405 | 96.155 | 0.000 | ||
| 4816 | 2013.03.12 01:29 | close | 999 | 0.05 | 96.523 | 96.155 | 0.000 | 6.11 | 11545.01 |
| 4817 | 2013.03.12 01:29 | buy | 1000 | 0.05 | 96.405 | 96.155 | 0.000 | ||
| 4818 | 2013.03.12 11:21 | close | 1000 | 0.05 | 96.220 | 96.155 | 0.000 | -9.61 | 11535.40 |
| 4819 | 2013.03.13 08:22 | sell | 1001 | 0.10 | 95.634 | 0.000 | 0.000 | ||
| 4820 | 2013.03.13 08:22 | modify | 1001 | 0.10 | 95.634 | 95.884 | 0.000 | ||
| 4821 | 2013.03.13 09:00 | close | 1001 | 0.05 | 95.712 | 95.884 | 0.000 | -4.07 | 11531.33 |
| 4822 | 2013.03.13 09:00 | sell | 1002 | 0.05 | 95.634 | 95.884 | 0.000 | ||
| 4823 | 2013.03.13 11:54 | s/l | 1002 | 0.05 | 95.884 | 95.884 | 0.000 | -13.04 | 11518.29 |
| 4824 | 2013.03.14 10:46 | buy | 1003 | 0.10 | 96.254 | 0.000 | 0.000 | ||
| 4825 | 2013.03.14 10:46 | modify | 1003 | 0.10 | 96.254 | 96.004 | 0.000 | ||
| 4826 | 2013.03.14 11:16 | close | 1003 | 0.05 | 96.428 | 96.004 | 0.000 | 9.02 | 11527.31 |
| 4827 | 2013.03.14 11:16 | buy | 1004 | 0.05 | 96.254 | 96.004 | 0.000 | ||
| 4828 | 2013.03.14 19:21 | s/l | 1004 | 0.05 | 96.004 | 96.004 | 0.000 | -13.02 | 11514.29 |
| 4829 | 2013.03.28 06:00 | sell | 1005 | 0.10 | 94.003 | 0.000 | 0.000 | ||
| 4830 | 2013.03.28 06:00 | modify | 1005 | 0.10 | 94.003 | 94.253 | 0.000 | ||
| 4831 | 2013.03.28 10:04 | s/l | 1005 | 0.10 | 94.253 | 94.253 | 0.000 | -26.52 | 11487.77 |
| 4832 | 2013.04.01 04:56 | sell | 1006 | 0.10 | 93.922 | 0.000 | 0.000 | ||
| 4833 | 2013.04.01 04:56 | modify | 1006 | 0.10 | 93.922 | 94.172 | 0.000 | ||
| 4834 | 2013.04.01 06:00 | close | 1006 | 0.05 | 93.934 | 94.172 | 0.000 | -0.64 | 11487.13 |
| 4835 | 2013.04.01 06:00 | sell | 1007 | 0.05 | 93.922 | 94.172 | 0.000 | ||
| 4836 | 2013.04.01 10:10 | modify | 1007 | 0.05 | 93.922 | 93.872 | 0.000 | ||
| 4837 | 2013.04.01 10:26 | modify | 1007 | 0.05 | 93.922 | 93.771 | 0.000 | ||
| 4838 | 2013.04.01 10:26 | modify | 1007 | 0.05 | 93.922 | 93.760 | 0.000 | ||
| 4839 | 2013.04.01 10:26 | modify | 1007 | 0.05 | 93.922 | 93.748 | 0.000 | ||
| 4840 | 2013.04.01 10:26 | modify | 1007 | 0.05 | 93.922 | 93.737 | 0.000 | ||
| 4841 | 2013.04.01 13:17 | s/l | 1007 | 0.05 | 93.737 | 93.737 | 0.000 | 9.87 | 11497.00 |
| 4842 | 2013.04.03 03:39 | buy | 1008 | 0.10 | 93.560 | 0.000 | 0.000 | ||
| 4843 | 2013.04.03 03:39 | modify | 1008 | 0.10 | 93.560 | 93.310 | 0.000 | ||
| 4844 | 2013.04.03 04:05 | close | 1008 | 0.05 | 93.664 | 93.310 | 0.000 | 5.55 | 11502.55 |
| 4845 | 2013.04.03 04:05 | buy | 1009 | 0.05 | 93.560 | 93.310 | 0.000 | ||
| 4846 | 2013.04.03 15:15 | close | 1009 | 0.05 | 93.387 | 93.310 | 0.000 | -9.26 | 11493.29 |
| 4847 | 2013.04.23 05:38 | sell | 1010 | 0.10 | 98.935 | 0.000 | 0.000 | ||
| 4848 | 2013.04.23 05:38 | modify | 1010 | 0.10 | 98.935 | 99.185 | 0.000 | ||
| 4849 | 2013.04.23 05:52 | close | 1010 | 0.05 | 98.834 | 99.185 | 0.000 | 5.11 | 11498.40 |
| 4850 | 2013.04.23 05:52 | sell | 1011 | 0.05 | 98.935 | 99.185 | 0.000 | ||
| 4851 | 2013.04.23 06:39 | modify | 1011 | 0.05 | 98.935 | 98.885 | 0.000 | ||
| 4852 | 2013.04.23 10:27 | s/l | 1011 | 0.05 | 98.885 | 98.885 | 0.000 | 2.53 | 11500.93 |
| 4853 | 2013.04.25 08:54 | sell | 1012 | 0.10 | 99.171 | 0.000 | 0.000 | ||
| 4854 | 2013.04.25 08:54 | modify | 1012 | 0.10 | 99.171 | 99.421 | 0.000 | ||
| 4855 | 2013.04.25 09:08 | close | 1012 | 0.05 | 99.017 | 99.421 | 0.000 | 7.78 | 11508.71 |
| 4856 | 2013.04.25 09:08 | sell | 1013 | 0.05 | 99.171 | 99.421 | 0.000 | ||
| 4857 | 2013.04.25 16:51 | close | 1013 | 0.03 | 99.371 | 99.421 | 0.000 | -6.04 | 11502.67 |
| 4858 | 2013.04.25 16:51 | sell | 1014 | 0.02 | 99.171 | 99.421 | 0.000 | ||
| 4859 | 2013.04.25 17:06 | s/l | 1014 | 0.02 | 99.421 | 99.421 | 0.000 | -5.03 | 11497.64 |
| 4860 | 2013.05.08 01:41 | sell | 1015 | 0.10 | 98.817 | 0.000 | 0.000 | ||
| 4861 | 2013.05.08 01:41 | modify | 1015 | 0.10 | 98.817 | 99.067 | 0.000 | ||
| 4862 | 2013.05.08 01:43 | close | 1015 | 0.05 | 98.692 | 99.067 | 0.000 | 6.33 | 11503.97 |
| 4863 | 2013.05.08 01:43 | sell | 1016 | 0.05 | 98.817 | 99.067 | 0.000 | ||
| 4864 | 2013.05.08 04:15 | s/l | 1016 | 0.05 | 99.067 | 99.067 | 0.000 | -12.62 | 11491.35 |
| 4865 | 2013.05.08 16:03 | sell | 1017 | 0.10 | 98.626 | 0.000 | 0.000 | ||
| 4866 | 2013.05.08 16:03 | modify | 1017 | 0.10 | 98.626 | 98.876 | 0.000 | ||
| 4867 | 2013.05.08 17:00 | close | 1017 | 0.05 | 98.770 | 98.876 | 0.000 | -7.29 | 11484.06 |
| 4868 | 2013.05.08 17:00 | sell | 1018 | 0.05 | 98.626 | 98.876 | 0.000 | ||
| 4869 | 2013.05.08 17:11 | s/l | 1018 | 0.05 | 98.876 | 98.876 | 0.000 | -12.64 | 11471.42 |
| 4870 | 2013.05.14 03:35 | sell | 1019 | 0.10 | 101.468 | 0.000 | 0.000 | ||
| 4871 | 2013.05.14 03:35 | modify | 1019 | 0.10 | 101.468 | 101.718 | 0.000 | ||
| 4872 | 2013.05.14 13:44 | s/l | 1019 | 0.10 | 101.718 | 101.718 | 0.000 | -24.58 | 11446.84 |
| 4873 | 2013.05.15 09:48 | buy | 1020 | 0.10 | 102.436 | 0.000 | 0.000 | ||
| 4874 | 2013.05.15 09:48 | modify | 1020 | 0.10 | 102.436 | 102.186 | 0.000 | ||
| 4875 | 2013.05.15 09:57 | close | 1020 | 0.05 | 102.537 | 102.186 | 0.000 | 4.93 | 11451.77 |
| 4876 | 2013.05.15 09:57 | buy | 1021 | 0.05 | 102.436 | 102.186 | 0.000 | ||
| 4877 | 2013.05.15 16:15 | s/l | 1021 | 0.05 | 102.186 | 102.186 | 0.000 | -12.23 | 11439.54 |
| 4878 | 2013.05.22 11:21 | buy | 1022 | 0.10 | 102.885 | 0.000 | 0.000 | ||
| 4879 | 2013.05.22 11:21 | modify | 1022 | 0.10 | 102.885 | 102.635 | 0.000 | ||
| 4880 | 2013.05.22 15:00 | close | 1022 | 0.05 | 102.926 | 102.635 | 0.000 | 1.99 | 11441.53 |
| 4881 | 2013.05.22 15:00 | buy | 1023 | 0.05 | 102.885 | 102.635 | 0.000 | ||
| 4882 | 2013.05.22 17:30 | modify | 1023 | 0.05 | 102.885 | 102.935 | 0.000 | ||
| 4883 | 2013.05.22 17:38 | modify | 1023 | 0.05 | 102.885 | 103.036 | 0.000 | ||
| 4884 | 2013.05.22 17:38 | modify | 1023 | 0.05 | 102.885 | 103.048 | 0.000 | ||
| 4885 | 2013.05.22 17:38 | modify | 1023 | 0.05 | 102.885 | 103.059 | 0.000 | ||
| 4886 | 2013.05.22 17:38 | modify | 1023 | 0.05 | 102.885 | 103.069 | 0.000 | ||
| 4887 | 2013.05.22 17:38 | modify | 1023 | 0.05 | 102.885 | 103.080 | 0.000 | ||
| 4888 | 2013.05.22 17:38 | modify | 1023 | 0.05 | 102.885 | 103.091 | 0.000 | ||
| 4889 | 2013.05.22 17:38 | modify | 1023 | 0.05 | 102.885 | 103.101 | 0.000 | ||
| 4890 | 2013.05.22 17:39 | modify | 1023 | 0.05 | 102.885 | 103.111 | 0.000 | ||
| 4891 | 2013.05.22 17:39 | modify | 1023 | 0.05 | 102.885 | 103.123 | 0.000 | ||
| 4892 | 2013.05.22 17:39 | modify | 1023 | 0.05 | 102.885 | 103.135 | 0.000 | ||
| 4893 | 2013.05.22 17:39 | modify | 1023 | 0.05 | 102.885 | 103.147 | 0.000 | ||
| 4894 | 2013.05.22 19:08 | modify | 1023 | 0.05 | 102.885 | 103.158 | 0.000 | ||
| 4895 | 2013.05.22 19:08 | modify | 1023 | 0.05 | 102.885 | 103.169 | 0.000 | ||
| 4896 | 2013.05.22 19:08 | modify | 1023 | 0.05 | 102.885 | 103.179 | 0.000 | ||
| 4897 | 2013.05.22 19:08 | modify | 1023 | 0.05 | 102.885 | 103.191 | 0.000 | ||
| 4898 | 2013.05.22 19:09 | modify | 1023 | 0.05 | 102.885 | 103.202 | 0.000 | ||
| 4899 | 2013.05.22 19:11 | modify | 1023 | 0.05 | 102.885 | 103.213 | 0.000 | ||
| 4900 | 2013.05.22 19:11 | modify | 1023 | 0.05 | 102.885 | 103.223 | 0.000 | ||
| 4901 | 2013.05.22 19:11 | modify | 1023 | 0.05 | 102.885 | 103.234 | 0.000 | ||
| 4902 | 2013.05.22 19:12 | modify | 1023 | 0.05 | 102.885 | 103.244 | 0.000 | ||
| 4903 | 2013.05.22 19:33 | modify | 1023 | 0.05 | 102.885 | 103.255 | 0.000 | ||
| 4904 | 2013.05.22 19:33 | modify | 1023 | 0.05 | 102.885 | 103.265 | 0.000 | ||
| 4905 | 2013.05.22 20:52 | s/l | 1023 | 0.05 | 103.265 | 103.265 | 0.000 | 18.40 | 11459.93 |
| 4906 | 2013.05.28 03:07 | buy | 1024 | 0.10 | 101.303 | 0.000 | 0.000 | ||
| 4907 | 2013.05.28 03:07 | modify | 1024 | 0.10 | 101.303 | 101.053 | 0.000 | ||
| 4908 | 2013.05.28 03:10 | close | 1024 | 0.05 | 101.406 | 101.053 | 0.000 | 5.08 | 11465.01 |
| 4909 | 2013.05.28 03:10 | buy | 1025 | 0.05 | 101.303 | 101.053 | 0.000 | ||
| 4910 | 2013.05.28 03:15 | modify | 1025 | 0.05 | 101.303 | 101.353 | 0.000 | ||
| 4911 | 2013.05.28 21:11 | close | 1025 | 0.05 | 101.896 | 101.353 | 0.000 | 29.10 | 11494.11 |
| 4912 | 2013.06.05 06:32 | buy | 1026 | 0.10 | 100.416 | 0.000 | 0.000 | ||
| 4913 | 2013.06.05 06:32 | modify | 1026 | 0.10 | 100.416 | 100.166 | 0.000 | ||
| 4914 | 2013.06.05 06:50 | s/l | 1026 | 0.10 | 100.166 | 100.166 | 0.000 | -24.96 | 11469.15 |
| 4915 | 2013.07.02 09:01 | buy | 1027 | 0.10 | 99.853 | 0.000 | 0.000 | ||
| 4916 | 2013.07.02 09:01 | modify | 1027 | 0.10 | 99.853 | 99.603 | 0.000 | ||
| 4917 | 2013.07.02 15:28 | close | 1027 | 0.05 | 100.065 | 99.603 | 0.000 | 10.59 | 11479.74 |
| 4918 | 2013.07.02 15:28 | buy | 1028 | 0.05 | 99.853 | 99.603 | 0.000 | ||
| 4919 | 2013.07.02 15:33 | modify | 1028 | 0.05 | 99.853 | 99.903 | 0.000 | ||
| 4920 | 2013.07.02 19:11 | modify | 1028 | 0.05 | 99.853 | 100.005 | 0.000 | ||
| 4921 | 2013.07.02 19:11 | modify | 1028 | 0.05 | 99.853 | 100.015 | 0.000 | ||
| 4922 | 2013.07.02 19:11 | modify | 1028 | 0.05 | 99.853 | 100.026 | 0.000 | ||
| 4923 | 2013.07.02 19:11 | modify | 1028 | 0.05 | 99.853 | 100.036 | 0.000 | ||
| 4924 | 2013.07.02 19:11 | modify | 1028 | 0.05 | 99.853 | 100.048 | 0.000 | ||
| 4925 | 2013.07.02 19:12 | modify | 1028 | 0.05 | 99.853 | 100.062 | 0.000 | ||
| 4926 | 2013.07.02 19:12 | modify | 1028 | 0.05 | 99.853 | 100.073 | 0.000 | ||
| 4927 | 2013.07.02 19:12 | modify | 1028 | 0.05 | 99.853 | 100.083 | 0.000 | ||
| 4928 | 2013.07.02 19:12 | modify | 1028 | 0.05 | 99.853 | 100.094 | 0.000 | ||
| 4929 | 2013.07.02 19:12 | modify | 1028 | 0.05 | 99.853 | 100.106 | 0.000 | ||
| 4930 | 2013.07.02 19:12 | modify | 1028 | 0.05 | 99.853 | 100.118 | 0.000 | ||
| 4931 | 2013.07.02 19:13 | modify | 1028 | 0.05 | 99.853 | 100.129 | 0.000 | ||
| 4932 | 2013.07.02 19:14 | modify | 1028 | 0.05 | 99.853 | 100.142 | 0.000 | ||
| 4933 | 2013.07.02 19:14 | modify | 1028 | 0.05 | 99.853 | 100.153 | 0.000 | ||
| 4934 | 2013.07.02 19:14 | modify | 1028 | 0.05 | 99.853 | 100.166 | 0.000 | ||
| 4935 | 2013.07.02 19:14 | modify | 1028 | 0.05 | 99.853 | 100.176 | 0.000 | ||
| 4936 | 2013.07.02 19:14 | modify | 1028 | 0.05 | 99.853 | 100.188 | 0.000 | ||
| 4937 | 2013.07.02 19:18 | modify | 1028 | 0.05 | 99.853 | 100.200 | 0.000 | ||
| 4938 | 2013.07.02 19:18 | modify | 1028 | 0.05 | 99.853 | 100.211 | 0.000 | ||
| 4939 | 2013.07.02 19:21 | modify | 1028 | 0.05 | 99.853 | 100.221 | 0.000 | ||
| 4940 | 2013.07.02 19:33 | modify | 1028 | 0.05 | 99.853 | 100.233 | 0.000 | ||
| 4941 | 2013.07.02 19:33 | modify | 1028 | 0.05 | 99.853 | 100.245 | 0.000 | ||
| 4942 | 2013.07.02 19:34 | modify | 1028 | 0.05 | 99.853 | 100.256 | 0.000 | ||
| 4943 | 2013.07.02 20:30 | modify | 1028 | 0.05 | 99.853 | 100.268 | 0.000 | ||
| 4944 | 2013.07.03 01:48 | modify | 1028 | 0.05 | 99.853 | 100.280 | 0.000 | ||
| 4945 | 2013.07.03 01:48 | modify | 1028 | 0.05 | 99.853 | 100.291 | 0.000 | ||
| 4946 | 2013.07.03 01:48 | modify | 1028 | 0.05 | 99.853 | 100.302 | 0.000 | ||
| 4947 | 2013.07.03 01:48 | modify | 1028 | 0.05 | 99.853 | 100.313 | 0.000 | ||
| 4948 | 2013.07.03 01:48 | modify | 1028 | 0.05 | 99.853 | 100.324 | 0.000 | ||
| 4949 | 2013.07.03 02:01 | modify | 1028 | 0.05 | 99.853 | 100.334 | 0.000 | ||
| 4950 | 2013.07.03 02:06 | modify | 1028 | 0.05 | 99.853 | 100.345 | 0.000 | ||