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 |
| 4951 | 2013.07.03 02:06 | modify | 1028 | 0.05 | 99.853 | 100.356 | 0.000 | ||
| 4952 | 2013.07.03 02:10 | modify | 1028 | 0.05 | 99.853 | 100.366 | 0.000 | ||
| 4953 | 2013.07.03 02:10 | modify | 1028 | 0.05 | 99.853 | 100.377 | 0.000 | ||
| 4954 | 2013.07.03 02:12 | modify | 1028 | 0.05 | 99.853 | 100.387 | 0.000 | ||
| 4955 | 2013.07.03 10:15 | close | 1028 | 0.03 | 100.577 | 100.387 | 0.000 | 21.75 | 11501.49 |
| 4956 | 2013.07.03 10:15 | buy | 1029 | 0.02 | 99.853 | 100.387 | 0.000 | ||
| 4957 | 2013.07.03 10:20 | close | 1029 | 0.02 | 100.507 | 100.387 | 0.000 | 13.11 | 11514.60 |
| 4958 | 2013.07.05 03:55 | buy | 1030 | 0.10 | 100.336 | 0.000 | 0.000 | ||
| 4959 | 2013.07.05 03:55 | modify | 1030 | 0.10 | 100.336 | 100.086 | 0.000 | ||
| 4960 | 2013.07.05 08:00 | close | 1030 | 0.10 | 100.297 | 100.086 | 0.000 | -3.89 | 11510.71 |
| 4961 | 2013.07.09 01:48 | sell | 1031 | 0.10 | 100.772 | 0.000 | 0.000 | ||
| 4962 | 2013.07.09 01:48 | modify | 1031 | 0.10 | 100.772 | 101.022 | 0.000 | ||
| 4963 | 2013.07.09 03:04 | s/l | 1031 | 0.10 | 101.022 | 101.022 | 0.000 | -24.75 | 11485.96 |
| 4964 | 2013.07.10 08:01 | sell | 1032 | 0.10 | 100.596 | 0.000 | 0.000 | ||
| 4965 | 2013.07.10 08:01 | modify | 1032 | 0.10 | 100.596 | 100.846 | 0.000 | ||
| 4966 | 2013.07.10 08:07 | close | 1032 | 0.05 | 100.495 | 100.846 | 0.000 | 5.03 | 11490.99 |
| 4967 | 2013.07.10 08:07 | sell | 1033 | 0.05 | 100.596 | 100.846 | 0.000 | ||
| 4968 | 2013.07.10 11:02 | modify | 1033 | 0.05 | 100.596 | 100.546 | 0.000 | ||
| 4969 | 2013.07.10 11:06 | modify | 1033 | 0.05 | 100.596 | 100.443 | 0.000 | ||
| 4970 | 2013.07.10 11:13 | modify | 1033 | 0.05 | 100.596 | 100.431 | 0.000 | ||
| 4971 | 2013.07.10 11:13 | modify | 1033 | 0.05 | 100.596 | 100.416 | 0.000 | ||
| 4972 | 2013.07.10 11:13 | modify | 1033 | 0.05 | 100.596 | 100.405 | 0.000 | ||
| 4973 | 2013.07.10 11:13 | modify | 1033 | 0.05 | 100.596 | 100.393 | 0.000 | ||
| 4974 | 2013.07.10 11:13 | modify | 1033 | 0.05 | 100.596 | 100.378 | 0.000 | ||
| 4975 | 2013.07.10 11:13 | modify | 1033 | 0.05 | 100.596 | 100.363 | 0.000 | ||
| 4976 | 2013.07.10 11:13 | modify | 1033 | 0.05 | 100.596 | 100.352 | 0.000 | ||
| 4977 | 2013.07.10 11:13 | modify | 1033 | 0.05 | 100.596 | 100.337 | 0.000 | ||
| 4978 | 2013.07.10 11:13 | modify | 1033 | 0.05 | 100.596 | 100.326 | 0.000 | ||
| 4979 | 2013.07.10 11:13 | modify | 1033 | 0.05 | 100.596 | 100.314 | 0.000 | ||
| 4980 | 2013.07.10 11:13 | modify | 1033 | 0.05 | 100.596 | 100.302 | 0.000 | ||
| 4981 | 2013.07.10 11:13 | modify | 1033 | 0.05 | 100.596 | 100.290 | 0.000 | ||
| 4982 | 2013.07.10 11:13 | modify | 1033 | 0.05 | 100.596 | 100.278 | 0.000 | ||
| 4983 | 2013.07.10 11:13 | modify | 1033 | 0.05 | 100.596 | 100.266 | 0.000 | ||
| 4984 | 2013.07.10 15:10 | s/l | 1033 | 0.05 | 100.266 | 100.266 | 0.000 | 16.46 | 11507.45 |
| 4985 | 2013.07.18 06:49 | buy | 1034 | 0.10 | 99.943 | 0.000 | 0.000 | ||
| 4986 | 2013.07.18 06:49 | modify | 1034 | 0.10 | 99.943 | 99.693 | 0.000 | ||
| 4987 | 2013.07.18 06:59 | close | 1034 | 0.05 | 100.045 | 99.693 | 0.000 | 5.10 | 11512.55 |
| 4988 | 2013.07.18 06:59 | buy | 1035 | 0.05 | 99.943 | 99.693 | 0.000 | ||
| 4989 | 2013.07.18 10:04 | modify | 1035 | 0.05 | 99.943 | 99.993 | 0.000 | ||
| 4990 | 2013.07.18 13:20 | s/l | 1035 | 0.05 | 99.993 | 99.993 | 0.000 | 2.50 | 11515.05 |
| 4991 | 2013.07.30 06:57 | buy | 1036 | 0.10 | 98.338 | 0.000 | 0.000 | ||
| 4992 | 2013.07.30 06:57 | modify | 1036 | 0.10 | 98.338 | 98.088 | 0.000 | ||
| 4993 | 2013.07.30 08:00 | close | 1036 | 0.05 | 98.317 | 98.088 | 0.000 | -1.07 | 11513.98 |
| 4994 | 2013.07.30 08:00 | buy | 1037 | 0.05 | 98.338 | 98.088 | 0.000 | ||
| 4995 | 2013.07.30 11:46 | s/l | 1037 | 0.05 | 98.088 | 98.088 | 0.000 | -12.74 | 11501.24 |
| 4996 | 2013.07.31 11:02 | sell | 1038 | 0.10 | 97.748 | 0.000 | 0.000 | ||
| 4997 | 2013.07.31 11:02 | modify | 1038 | 0.10 | 97.748 | 97.998 | 0.000 | ||
| 4998 | 2013.07.31 11:37 | close | 1038 | 0.05 | 97.647 | 97.998 | 0.000 | 5.17 | 11506.41 |
| 4999 | 2013.07.31 11:37 | sell | 1039 | 0.05 | 97.748 | 97.998 | 0.000 | ||
| 5000 | 2013.07.31 15:15 | s/l | 1039 | 0.05 | 97.998 | 97.998 | 0.000 | -12.76 | 11493.65 |
| 5001 | 2013.08.05 08:47 | sell | 1040 | 0.10 | 98.654 | 0.000 | 0.000 | ||
| 5002 | 2013.08.05 08:47 | modify | 1040 | 0.10 | 98.654 | 98.904 | 0.000 | ||
| 5003 | 2013.08.05 09:22 | close | 1040 | 0.05 | 98.449 | 98.904 | 0.000 | 10.41 | 11504.06 |
| 5004 | 2013.08.05 09:22 | sell | 1041 | 0.05 | 98.654 | 98.904 | 0.000 | ||
| 5005 | 2013.08.05 10:23 | modify | 1041 | 0.05 | 98.654 | 98.604 | 0.000 | ||
| 5006 | 2013.08.05 15:18 | s/l | 1041 | 0.05 | 98.604 | 98.604 | 0.000 | 2.54 | 11506.60 |
| 5007 | 2013.08.12 23:47 | buy | 1042 | 0.10 | 96.915 | 0.000 | 0.000 | ||
| 5008 | 2013.08.12 23:47 | modify | 1042 | 0.10 | 96.915 | 96.665 | 0.000 | ||
| 5009 | 2013.08.13 01:41 | modify | 1042 | 0.10 | 96.915 | 96.965 | 0.000 | ||
| 5010 | 2013.08.13 03:00 | close | 1042 | 0.05 | 97.185 | 96.965 | 0.000 | 14.14 | 11520.74 |
| 5011 | 2013.08.13 03:00 | buy | 1043 | 0.05 | 96.915 | 96.965 | 0.000 | ||
| 5012 | 2013.08.13 08:17 | modify | 1043 | 0.05 | 96.915 | 97.066 | 0.000 | ||
| 5013 | 2013.08.13 08:21 | modify | 1043 | 0.05 | 96.915 | 97.077 | 0.000 | ||
| 5014 | 2013.08.13 08:22 | modify | 1043 | 0.05 | 96.915 | 97.087 | 0.000 | ||
| 5015 | 2013.08.13 08:22 | modify | 1043 | 0.05 | 96.915 | 97.098 | 0.000 | ||
| 5016 | 2013.08.13 10:11 | modify | 1043 | 0.05 | 96.915 | 97.108 | 0.000 | ||
| 5017 | 2013.08.13 10:11 | modify | 1043 | 0.05 | 96.915 | 97.120 | 0.000 | ||
| 5018 | 2013.08.13 10:11 | modify | 1043 | 0.05 | 96.915 | 97.131 | 0.000 | ||
| 5019 | 2013.08.13 10:11 | modify | 1043 | 0.05 | 96.915 | 97.142 | 0.000 | ||
| 5020 | 2013.08.13 10:13 | modify | 1043 | 0.05 | 96.915 | 97.152 | 0.000 | ||
| 5021 | 2013.08.13 10:15 | modify | 1043 | 0.05 | 96.915 | 97.163 | 0.000 | ||
| 5022 | 2013.08.13 10:16 | modify | 1043 | 0.05 | 96.915 | 97.173 | 0.000 | ||
| 5023 | 2013.08.13 10:16 | modify | 1043 | 0.05 | 96.915 | 97.184 | 0.000 | ||
| 5024 | 2013.08.13 10:16 | modify | 1043 | 0.05 | 96.915 | 97.194 | 0.000 | ||
| 5025 | 2013.08.13 10:18 | modify | 1043 | 0.05 | 96.915 | 97.206 | 0.000 | ||
| 5026 | 2013.08.13 10:18 | modify | 1043 | 0.05 | 96.915 | 97.217 | 0.000 | ||
| 5027 | 2013.08.13 10:18 | modify | 1043 | 0.05 | 96.915 | 97.227 | 0.000 | ||
| 5028 | 2013.08.13 10:19 | modify | 1043 | 0.05 | 96.915 | 97.238 | 0.000 | ||
| 5029 | 2013.08.13 10:19 | modify | 1043 | 0.05 | 96.915 | 97.249 | 0.000 | ||
| 5030 | 2013.08.13 10:23 | modify | 1043 | 0.05 | 96.915 | 97.259 | 0.000 | ||
| 5031 | 2013.08.13 10:23 | modify | 1043 | 0.05 | 96.915 | 97.270 | 0.000 | ||
| 5032 | 2013.08.13 10:25 | modify | 1043 | 0.05 | 96.915 | 97.282 | 0.000 | ||
| 5033 | 2013.08.13 10:25 | modify | 1043 | 0.05 | 96.915 | 97.293 | 0.000 | ||
| 5034 | 2013.08.13 10:28 | modify | 1043 | 0.05 | 96.915 | 97.305 | 0.000 | ||
| 5035 | 2013.08.13 10:46 | modify | 1043 | 0.05 | 96.915 | 97.316 | 0.000 | ||
| 5036 | 2013.08.13 10:47 | modify | 1043 | 0.05 | 96.915 | 97.327 | 0.000 | ||
| 5037 | 2013.08.13 10:48 | modify | 1043 | 0.05 | 96.915 | 97.337 | 0.000 | ||
| 5038 | 2013.08.13 10:50 | modify | 1043 | 0.05 | 96.915 | 97.349 | 0.000 | ||
| 5039 | 2013.08.13 10:50 | modify | 1043 | 0.05 | 96.915 | 97.361 | 0.000 | ||
| 5040 | 2013.08.13 10:50 | modify | 1043 | 0.05 | 96.915 | 97.372 | 0.000 | ||
| 5041 | 2013.08.13 11:16 | modify | 1043 | 0.05 | 96.915 | 97.383 | 0.000 | ||
| 5042 | 2013.08.13 11:16 | modify | 1043 | 0.05 | 96.915 | 97.393 | 0.000 | ||
| 5043 | 2013.08.13 11:19 | modify | 1043 | 0.05 | 96.915 | 97.404 | 0.000 | ||
| 5044 | 2013.08.13 11:21 | modify | 1043 | 0.05 | 96.915 | 97.416 | 0.000 | ||
| 5045 | 2013.08.13 11:21 | modify | 1043 | 0.05 | 96.915 | 97.426 | 0.000 | ||
| 5046 | 2013.08.13 11:21 | modify | 1043 | 0.05 | 96.915 | 97.438 | 0.000 | ||
| 5047 | 2013.08.13 11:21 | modify | 1043 | 0.05 | 96.915 | 97.449 | 0.000 | ||
| 5048 | 2013.08.13 11:29 | modify | 1043 | 0.05 | 96.915 | 97.460 | 0.000 | ||
| 5049 | 2013.08.13 12:01 | modify | 1043 | 0.05 | 96.915 | 97.471 | 0.000 | ||
| 5050 | 2013.08.13 12:01 | modify | 1043 | 0.05 | 96.915 | 97.483 | 0.000 | ||
| 5051 | 2013.08.13 12:02 | modify | 1043 | 0.05 | 96.915 | 97.495 | 0.000 | ||
| 5052 | 2013.08.13 12:02 | modify | 1043 | 0.05 | 96.915 | 97.506 | 0.000 | ||
| 5053 | 2013.08.13 13:18 | modify | 1043 | 0.05 | 96.915 | 97.516 | 0.000 | ||
| 5054 | 2013.08.13 13:18 | modify | 1043 | 0.05 | 96.915 | 97.528 | 0.000 | ||
| 5055 | 2013.08.13 13:19 | modify | 1043 | 0.05 | 96.915 | 97.542 | 0.000 | ||
| 5056 | 2013.08.13 13:20 | modify | 1043 | 0.05 | 96.915 | 97.554 | 0.000 | ||
| 5057 | 2013.08.13 13:22 | modify | 1043 | 0.05 | 96.915 | 97.566 | 0.000 | ||
| 5058 | 2013.08.13 13:22 | modify | 1043 | 0.05 | 96.915 | 97.577 | 0.000 | ||
| 5059 | 2013.08.13 13:22 | modify | 1043 | 0.05 | 96.915 | 97.587 | 0.000 | ||
| 5060 | 2013.08.13 13:30 | modify | 1043 | 0.05 | 96.915 | 97.598 | 0.000 | ||
| 5061 | 2013.08.13 13:31 | modify | 1043 | 0.05 | 96.915 | 97.609 | 0.000 | ||
| 5062 | 2013.08.13 13:31 | modify | 1043 | 0.05 | 96.915 | 97.620 | 0.000 | ||
| 5063 | 2013.08.13 13:39 | modify | 1043 | 0.05 | 96.915 | 97.631 | 0.000 | ||
| 5064 | 2013.08.13 13:39 | modify | 1043 | 0.05 | 96.915 | 97.642 | 0.000 | ||
| 5065 | 2013.08.13 13:39 | modify | 1043 | 0.05 | 96.915 | 97.652 | 0.000 | ||
| 5066 | 2013.08.13 15:32 | modify | 1043 | 0.05 | 96.915 | 97.665 | 0.000 | ||
| 5067 | 2013.08.13 15:32 | modify | 1043 | 0.05 | 96.915 | 97.679 | 0.000 | ||
| 5068 | 2013.08.13 15:32 | modify | 1043 | 0.05 | 96.915 | 97.694 | 0.000 | ||
| 5069 | 2013.08.13 15:32 | modify | 1043 | 0.05 | 96.915 | 97.709 | 0.000 | ||
| 5070 | 2013.08.13 15:32 | modify | 1043 | 0.05 | 96.915 | 97.722 | 0.000 | ||
| 5071 | 2013.08.13 15:32 | modify | 1043 | 0.05 | 96.915 | 97.732 | 0.000 | ||
| 5072 | 2013.08.13 15:32 | modify | 1043 | 0.05 | 96.915 | 97.747 | 0.000 | ||
| 5073 | 2013.08.13 15:36 | modify | 1043 | 0.05 | 96.915 | 97.759 | 0.000 | ||
| 5074 | 2013.08.13 15:36 | modify | 1043 | 0.05 | 96.915 | 97.770 | 0.000 | ||
| 5075 | 2013.08.13 15:36 | modify | 1043 | 0.05 | 96.915 | 97.780 | 0.000 | ||
| 5076 | 2013.08.13 16:38 | modify | 1043 | 0.05 | 96.915 | 97.792 | 0.000 | ||
| 5077 | 2013.08.13 16:38 | modify | 1043 | 0.05 | 96.915 | 97.803 | 0.000 | ||
| 5078 | 2013.08.13 20:27 | modify | 1043 | 0.05 | 96.915 | 97.813 | 0.000 | ||
| 5079 | 2013.08.13 20:28 | modify | 1043 | 0.05 | 96.915 | 97.824 | 0.000 | ||
| 5080 | 2013.08.13 20:33 | modify | 1043 | 0.05 | 96.915 | 97.835 | 0.000 | ||
| 5081 | 2013.08.13 20:48 | modify | 1043 | 0.05 | 96.915 | 97.845 | 0.000 | ||
| 5082 | 2013.08.13 20:48 | modify | 1043 | 0.05 | 96.915 | 97.855 | 0.000 | ||
| 5083 | 2013.08.13 21:21 | modify | 1043 | 0.05 | 96.915 | 97.869 | 0.000 | ||
| 5084 | 2013.08.13 21:23 | modify | 1043 | 0.05 | 96.915 | 97.880 | 0.000 | ||
| 5085 | 2013.08.14 05:13 | close | 1043 | 0.05 | 98.043 | 97.880 | 0.000 | 58.03 | 11578.77 |
| 5086 | 2013.08.15 02:31 | sell | 1044 | 0.10 | 97.851 | 0.000 | 0.000 | ||
| 5087 | 2013.08.15 02:31 | modify | 1044 | 0.10 | 97.851 | 98.101 | 0.000 | ||
| 5088 | 2013.08.15 04:30 | s/l | 1044 | 0.10 | 98.101 | 98.101 | 0.000 | -25.48 | 11553.29 |
| 5089 | 2013.08.15 05:14 | sell | 1045 | 0.10 | 97.759 | 0.000 | 0.000 | ||
| 5090 | 2013.08.15 05:14 | modify | 1045 | 0.10 | 97.759 | 98.009 | 0.000 | ||
| 5091 | 2013.08.15 06:25 | close | 1045 | 0.05 | 97.603 | 98.009 | 0.000 | 7.99 | 11561.28 |
| 5092 | 2013.08.15 06:25 | sell | 1046 | 0.05 | 97.759 | 98.009 | 0.000 | ||
| 5093 | 2013.08.15 13:04 | s/l | 1046 | 0.05 | 98.009 | 98.009 | 0.000 | -12.75 | 11548.53 |
| 5094 | 2013.08.19 13:02 | buy | 1047 | 0.10 | 97.855 | 0.000 | 0.000 | ||
| 5095 | 2013.08.19 13:02 | modify | 1047 | 0.10 | 97.855 | 97.605 | 0.000 | ||
| 5096 | 2013.08.19 13:09 | close | 1047 | 0.05 | 97.956 | 97.605 | 0.000 | 5.16 | 11553.69 |
| 5097 | 2013.08.19 13:09 | buy | 1048 | 0.05 | 97.855 | 97.605 | 0.000 | ||
| 5098 | 2013.08.19 20:46 | close | 1048 | 0.03 | 97.652 | 97.605 | 0.000 | -6.24 | 11547.45 |
| 5099 | 2013.08.19 20:46 | buy | 1049 | 0.02 | 97.855 | 97.605 | 0.000 | ||
| 5100 | 2013.08.19 21:47 | s/l | 1049 | 0.02 | 97.605 | 97.605 | 0.000 | -5.12 | 11542.33 |