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 |
| 5101 | 2013.08.20 09:02 | sell | 1050 | 0.10 | 97.221 | 0.000 | 0.000 | ||
| 5102 | 2013.08.20 09:02 | modify | 1050 | 0.10 | 97.221 | 97.471 | 0.000 | ||
| 5103 | 2013.08.20 10:39 | close | 1050 | 0.05 | 97.047 | 97.471 | 0.000 | 8.96 | 11551.29 |
| 5104 | 2013.08.20 10:39 | sell | 1051 | 0.05 | 97.221 | 97.471 | 0.000 | ||
| 5105 | 2013.08.21 01:22 | close | 1051 | 0.05 | 97.390 | 97.471 | 0.000 | -9.18 | 11542.12 |
| 5106 | 2013.08.21 16:35 | buy | 1052 | 0.10 | 97.689 | 0.000 | 0.000 | ||
| 5107 | 2013.08.21 16:35 | modify | 1052 | 0.10 | 97.689 | 97.439 | 0.000 | ||
| 5108 | 2013.08.21 18:00 | close | 1052 | 0.05 | 97.667 | 97.439 | 0.000 | -1.13 | 11540.99 |
| 5109 | 2013.08.21 18:00 | buy | 1053 | 0.05 | 97.689 | 97.439 | 0.000 | ||
| 5110 | 2013.08.22 04:35 | modify | 1053 | 0.05 | 97.689 | 97.739 | 0.000 | ||
| 5111 | 2013.08.22 05:04 | modify | 1053 | 0.05 | 97.689 | 97.841 | 0.000 | ||
| 5112 | 2013.08.22 05:04 | modify | 1053 | 0.05 | 97.689 | 97.852 | 0.000 | ||
| 5113 | 2013.08.22 05:04 | modify | 1053 | 0.05 | 97.689 | 97.865 | 0.000 | ||
| 5114 | 2013.08.22 05:04 | modify | 1053 | 0.05 | 97.689 | 97.875 | 0.000 | ||
| 5115 | 2013.08.22 11:06 | modify | 1053 | 0.05 | 97.689 | 97.887 | 0.000 | ||
| 5116 | 2013.08.22 11:07 | modify | 1053 | 0.05 | 97.689 | 97.899 | 0.000 | ||
| 5117 | 2013.08.22 11:07 | modify | 1053 | 0.05 | 97.689 | 97.910 | 0.000 | ||
| 5118 | 2013.08.22 11:07 | modify | 1053 | 0.05 | 97.689 | 97.920 | 0.000 | ||
| 5119 | 2013.08.22 11:07 | modify | 1053 | 0.05 | 97.689 | 97.931 | 0.000 | ||
| 5120 | 2013.08.22 11:07 | modify | 1053 | 0.05 | 97.689 | 97.942 | 0.000 | ||
| 5121 | 2013.08.22 11:07 | modify | 1053 | 0.05 | 97.689 | 97.952 | 0.000 | ||
| 5122 | 2013.08.22 11:09 | modify | 1053 | 0.05 | 97.689 | 97.962 | 0.000 | ||
| 5123 | 2013.08.22 11:10 | modify | 1053 | 0.05 | 97.689 | 97.973 | 0.000 | ||
| 5124 | 2013.08.22 11:11 | modify | 1053 | 0.05 | 97.689 | 97.983 | 0.000 | ||
| 5125 | 2013.08.22 12:00 | modify | 1053 | 0.05 | 97.689 | 97.994 | 0.000 | ||
| 5126 | 2013.08.22 12:00 | modify | 1053 | 0.05 | 97.689 | 98.005 | 0.000 | ||
| 5127 | 2013.08.22 12:02 | modify | 1053 | 0.05 | 97.689 | 98.016 | 0.000 | ||
| 5128 | 2013.08.22 12:02 | modify | 1053 | 0.05 | 97.689 | 98.028 | 0.000 | ||
| 5129 | 2013.08.22 12:04 | modify | 1053 | 0.05 | 97.689 | 98.039 | 0.000 | ||
| 5130 | 2013.08.22 12:04 | modify | 1053 | 0.05 | 97.689 | 98.050 | 0.000 | ||
| 5131 | 2013.08.22 12:04 | modify | 1053 | 0.05 | 97.689 | 98.060 | 0.000 | ||
| 5132 | 2013.08.22 12:04 | modify | 1053 | 0.05 | 97.689 | 98.071 | 0.000 | ||
| 5133 | 2013.08.22 12:05 | modify | 1053 | 0.05 | 97.689 | 98.081 | 0.000 | ||
| 5134 | 2013.08.22 12:06 | modify | 1053 | 0.05 | 97.689 | 98.093 | 0.000 | ||
| 5135 | 2013.08.22 12:07 | modify | 1053 | 0.05 | 97.689 | 98.104 | 0.000 | ||
| 5136 | 2013.08.22 12:09 | modify | 1053 | 0.05 | 97.689 | 98.115 | 0.000 | ||
| 5137 | 2013.08.22 12:09 | modify | 1053 | 0.05 | 97.689 | 98.125 | 0.000 | ||
| 5138 | 2013.08.22 12:19 | modify | 1053 | 0.05 | 97.689 | 98.137 | 0.000 | ||
| 5139 | 2013.08.22 12:36 | modify | 1053 | 0.05 | 97.689 | 98.149 | 0.000 | ||
| 5140 | 2013.08.22 12:36 | modify | 1053 | 0.05 | 97.689 | 98.160 | 0.000 | ||
| 5141 | 2013.08.22 12:36 | modify | 1053 | 0.05 | 97.689 | 98.171 | 0.000 | ||
| 5142 | 2013.08.22 12:36 | modify | 1053 | 0.05 | 97.689 | 98.182 | 0.000 | ||
| 5143 | 2013.08.22 12:41 | modify | 1053 | 0.05 | 97.689 | 98.195 | 0.000 | ||
| 5144 | 2013.08.22 12:41 | modify | 1053 | 0.05 | 97.689 | 98.206 | 0.000 | ||
| 5145 | 2013.08.22 12:41 | modify | 1053 | 0.05 | 97.689 | 98.218 | 0.000 | ||
| 5146 | 2013.08.22 12:41 | modify | 1053 | 0.05 | 97.689 | 98.230 | 0.000 | ||
| 5147 | 2013.08.22 12:44 | modify | 1053 | 0.05 | 97.689 | 98.241 | 0.000 | ||
| 5148 | 2013.08.22 12:44 | modify | 1053 | 0.05 | 97.689 | 98.253 | 0.000 | ||
| 5149 | 2013.08.22 12:44 | modify | 1053 | 0.05 | 97.689 | 98.265 | 0.000 | ||
| 5150 | 2013.08.22 12:45 | modify | 1053 | 0.05 | 97.689 | 98.276 | 0.000 | ||
| 5151 | 2013.08.22 12:52 | modify | 1053 | 0.05 | 97.689 | 98.286 | 0.000 | ||
| 5152 | 2013.08.22 13:22 | modify | 1053 | 0.05 | 97.689 | 98.297 | 0.000 | ||
| 5153 | 2013.08.22 13:24 | modify | 1053 | 0.05 | 97.689 | 98.307 | 0.000 | ||
| 5154 | 2013.08.22 13:24 | modify | 1053 | 0.05 | 97.689 | 98.318 | 0.000 | ||
| 5155 | 2013.08.22 13:24 | modify | 1053 | 0.05 | 97.689 | 98.329 | 0.000 | ||
| 5156 | 2013.08.22 13:24 | modify | 1053 | 0.05 | 97.689 | 98.339 | 0.000 | ||
| 5157 | 2013.08.22 13:26 | modify | 1053 | 0.05 | 97.689 | 98.349 | 0.000 | ||
| 5158 | 2013.08.23 02:41 | modify | 1053 | 0.05 | 97.689 | 98.362 | 0.000 | ||
| 5159 | 2013.08.23 02:41 | modify | 1053 | 0.05 | 97.689 | 98.373 | 0.000 | ||
| 5160 | 2013.08.23 02:41 | modify | 1053 | 0.05 | 97.689 | 98.384 | 0.000 | ||
| 5161 | 2013.08.23 02:41 | modify | 1053 | 0.05 | 97.689 | 98.395 | 0.000 | ||
| 5162 | 2013.08.23 02:43 | modify | 1053 | 0.05 | 97.689 | 98.405 | 0.000 | ||
| 5163 | 2013.08.23 02:43 | modify | 1053 | 0.05 | 97.689 | 98.415 | 0.000 | ||
| 5164 | 2013.08.23 02:43 | modify | 1053 | 0.05 | 97.689 | 98.427 | 0.000 | ||
| 5165 | 2013.08.23 02:48 | modify | 1053 | 0.05 | 97.689 | 98.439 | 0.000 | ||
| 5166 | 2013.08.23 02:48 | modify | 1053 | 0.05 | 97.689 | 98.449 | 0.000 | ||
| 5167 | 2013.08.23 02:53 | modify | 1053 | 0.05 | 97.689 | 98.459 | 0.000 | ||
| 5168 | 2013.08.23 03:05 | modify | 1053 | 0.05 | 97.689 | 98.470 | 0.000 | ||
| 5169 | 2013.08.23 03:22 | modify | 1053 | 0.05 | 97.689 | 98.481 | 0.000 | ||
| 5170 | 2013.08.23 03:22 | modify | 1053 | 0.05 | 97.689 | 98.491 | 0.000 | ||
| 5171 | 2013.08.23 03:32 | modify | 1053 | 0.05 | 97.689 | 98.502 | 0.000 | ||
| 5172 | 2013.08.23 03:45 | modify | 1053 | 0.05 | 97.689 | 98.512 | 0.000 | ||
| 5173 | 2013.08.23 03:49 | modify | 1053 | 0.05 | 97.689 | 98.523 | 0.000 | ||
| 5174 | 2013.08.23 03:49 | modify | 1053 | 0.05 | 97.689 | 98.533 | 0.000 | ||
| 5175 | 2013.08.23 04:20 | modify | 1053 | 0.05 | 97.689 | 98.544 | 0.000 | ||
| 5176 | 2013.08.23 04:34 | modify | 1053 | 0.05 | 97.689 | 98.555 | 0.000 | ||
| 5177 | 2013.08.23 04:34 | modify | 1053 | 0.05 | 97.689 | 98.567 | 0.000 | ||
| 5178 | 2013.08.23 04:35 | modify | 1053 | 0.05 | 97.689 | 98.577 | 0.000 | ||
| 5179 | 2013.08.23 04:35 | modify | 1053 | 0.05 | 97.689 | 98.588 | 0.000 | ||
| 5180 | 2013.08.23 04:35 | modify | 1053 | 0.05 | 97.689 | 98.598 | 0.000 | ||
| 5181 | 2013.08.23 04:37 | modify | 1053 | 0.05 | 97.689 | 98.608 | 0.000 | ||
| 5182 | 2013.08.23 04:37 | modify | 1053 | 0.05 | 97.689 | 98.619 | 0.000 | ||
| 5183 | 2013.08.23 04:37 | modify | 1053 | 0.05 | 97.689 | 98.630 | 0.000 | ||
| 5184 | 2013.08.23 04:44 | modify | 1053 | 0.05 | 97.689 | 98.642 | 0.000 | ||
| 5185 | 2013.08.23 08:00 | close | 1053 | 0.05 | 99.063 | 98.642 | 0.000 | 70.35 | 11611.34 |
| 5186 | 2013.08.26 15:30 | sell | 1054 | 0.10 | 98.383 | 0.000 | 0.000 | ||
| 5187 | 2013.08.26 15:30 | modify | 1054 | 0.10 | 98.383 | 98.633 | 0.000 | ||
| 5188 | 2013.08.26 15:35 | close | 1054 | 0.05 | 98.281 | 98.633 | 0.000 | 5.19 | 11616.53 |
| 5189 | 2013.08.26 15:35 | sell | 1055 | 0.05 | 98.383 | 98.633 | 0.000 | ||
| 5190 | 2013.08.26 18:12 | s/l | 1055 | 0.05 | 98.633 | 98.633 | 0.000 | -12.67 | 11603.86 |
| 5191 | 2013.08.27 02:33 | sell | 1056 | 0.10 | 98.262 | 0.000 | 0.000 | ||
| 5192 | 2013.08.27 02:33 | modify | 1056 | 0.10 | 98.262 | 98.512 | 0.000 | ||
| 5193 | 2013.08.27 07:00 | close | 1056 | 0.05 | 98.369 | 98.512 | 0.000 | -5.44 | 11598.42 |
| 5194 | 2013.08.27 07:00 | sell | 1057 | 0.05 | 98.262 | 98.512 | 0.000 | ||
| 5195 | 2013.08.27 10:46 | modify | 1057 | 0.05 | 98.262 | 98.212 | 0.000 | ||
| 5196 | 2013.08.27 12:40 | modify | 1057 | 0.05 | 98.262 | 98.110 | 0.000 | ||
| 5197 | 2013.08.27 15:00 | modify | 1057 | 0.05 | 98.262 | 98.099 | 0.000 | ||
| 5198 | 2013.08.27 15:00 | modify | 1057 | 0.05 | 98.262 | 98.086 | 0.000 | ||
| 5199 | 2013.08.27 15:02 | modify | 1057 | 0.05 | 98.262 | 98.074 | 0.000 | ||
| 5200 | 2013.08.27 15:02 | modify | 1057 | 0.05 | 98.262 | 98.063 | 0.000 | ||
| 5201 | 2013.08.27 15:02 | modify | 1057 | 0.05 | 98.262 | 98.052 | 0.000 | ||
| 5202 | 2013.08.27 15:08 | modify | 1057 | 0.05 | 98.262 | 98.041 | 0.000 | ||
| 5203 | 2013.08.27 15:08 | modify | 1057 | 0.05 | 98.262 | 98.028 | 0.000 | ||
| 5204 | 2013.08.27 15:08 | modify | 1057 | 0.05 | 98.262 | 98.017 | 0.000 | ||
| 5205 | 2013.08.27 15:08 | modify | 1057 | 0.05 | 98.262 | 98.005 | 0.000 | ||
| 5206 | 2013.08.27 15:08 | modify | 1057 | 0.05 | 98.262 | 97.994 | 0.000 | ||
| 5207 | 2013.08.27 15:13 | modify | 1057 | 0.05 | 98.262 | 97.981 | 0.000 | ||
| 5208 | 2013.08.27 15:14 | modify | 1057 | 0.05 | 98.262 | 97.969 | 0.000 | ||
| 5209 | 2013.08.27 15:19 | modify | 1057 | 0.05 | 98.262 | 97.956 | 0.000 | ||
| 5210 | 2013.08.27 15:20 | modify | 1057 | 0.05 | 98.262 | 97.944 | 0.000 | ||
| 5211 | 2013.08.27 15:20 | modify | 1057 | 0.05 | 98.262 | 97.932 | 0.000 | ||
| 5212 | 2013.08.27 15:20 | modify | 1057 | 0.05 | 98.262 | 97.920 | 0.000 | ||
| 5213 | 2013.08.27 15:20 | modify | 1057 | 0.05 | 98.262 | 97.907 | 0.000 | ||
| 5214 | 2013.08.27 15:20 | modify | 1057 | 0.05 | 98.262 | 97.895 | 0.000 | ||
| 5215 | 2013.08.27 15:27 | modify | 1057 | 0.05 | 98.262 | 97.884 | 0.000 | ||
| 5216 | 2013.08.27 15:27 | modify | 1057 | 0.05 | 98.262 | 97.872 | 0.000 | ||
| 5217 | 2013.08.27 15:28 | modify | 1057 | 0.05 | 98.262 | 97.859 | 0.000 | ||
| 5218 | 2013.08.27 15:28 | modify | 1057 | 0.05 | 98.262 | 97.845 | 0.000 | ||
| 5219 | 2013.08.27 15:28 | modify | 1057 | 0.05 | 98.262 | 97.834 | 0.000 | ||
| 5220 | 2013.08.27 15:28 | modify | 1057 | 0.05 | 98.262 | 97.821 | 0.000 | ||
| 5221 | 2013.08.27 15:28 | modify | 1057 | 0.05 | 98.262 | 97.808 | 0.000 | ||
| 5222 | 2013.08.27 15:28 | modify | 1057 | 0.05 | 98.262 | 97.794 | 0.000 | ||
| 5223 | 2013.08.27 16:06 | modify | 1057 | 0.05 | 98.262 | 97.783 | 0.000 | ||
| 5224 | 2013.08.27 16:09 | modify | 1057 | 0.05 | 98.262 | 97.772 | 0.000 | ||
| 5225 | 2013.08.27 16:25 | modify | 1057 | 0.05 | 98.262 | 97.761 | 0.000 | ||
| 5226 | 2013.08.27 16:30 | modify | 1057 | 0.05 | 98.262 | 97.750 | 0.000 | ||
| 5227 | 2013.08.27 16:30 | modify | 1057 | 0.05 | 98.262 | 97.739 | 0.000 | ||
| 5228 | 2013.08.27 16:32 | modify | 1057 | 0.05 | 98.262 | 97.728 | 0.000 | ||
| 5229 | 2013.08.27 16:32 | modify | 1057 | 0.05 | 98.262 | 97.717 | 0.000 | ||
| 5230 | 2013.08.27 16:32 | modify | 1057 | 0.05 | 98.262 | 97.705 | 0.000 | ||
| 5231 | 2013.08.27 17:26 | modify | 1057 | 0.05 | 98.262 | 97.691 | 0.000 | ||
| 5232 | 2013.08.27 17:26 | modify | 1057 | 0.05 | 98.262 | 97.678 | 0.000 | ||
| 5233 | 2013.08.27 17:26 | modify | 1057 | 0.05 | 98.262 | 97.665 | 0.000 | ||
| 5234 | 2013.08.27 17:28 | modify | 1057 | 0.05 | 98.262 | 97.655 | 0.000 | ||
| 5235 | 2013.08.27 17:28 | modify | 1057 | 0.05 | 98.262 | 97.643 | 0.000 | ||
| 5236 | 2013.08.27 17:28 | modify | 1057 | 0.05 | 98.262 | 97.632 | 0.000 | ||
| 5237 | 2013.08.27 17:28 | modify | 1057 | 0.05 | 98.262 | 97.620 | 0.000 | ||
| 5238 | 2013.08.27 17:28 | modify | 1057 | 0.05 | 98.262 | 97.606 | 0.000 | ||
| 5239 | 2013.08.27 18:09 | modify | 1057 | 0.05 | 98.262 | 97.594 | 0.000 | ||
| 5240 | 2013.08.27 20:19 | modify | 1057 | 0.05 | 98.262 | 97.582 | 0.000 | ||
| 5241 | 2013.08.27 20:19 | modify | 1057 | 0.05 | 98.262 | 97.570 | 0.000 | ||
| 5242 | 2013.08.27 20:19 | modify | 1057 | 0.05 | 98.262 | 97.558 | 0.000 | ||
| 5243 | 2013.08.27 20:22 | modify | 1057 | 0.05 | 98.262 | 97.548 | 0.000 | ||
| 5244 | 2013.08.27 20:22 | modify | 1057 | 0.05 | 98.262 | 97.537 | 0.000 | ||
| 5245 | 2013.08.27 20:24 | modify | 1057 | 0.05 | 98.262 | 97.527 | 0.000 | ||
| 5246 | 2013.08.27 20:28 | modify | 1057 | 0.05 | 98.262 | 97.514 | 0.000 | ||
| 5247 | 2013.08.27 20:28 | modify | 1057 | 0.05 | 98.262 | 97.503 | 0.000 | ||
| 5248 | 2013.08.27 20:28 | modify | 1057 | 0.05 | 98.262 | 97.492 | 0.000 | ||
| 5249 | 2013.08.27 20:30 | modify | 1057 | 0.05 | 98.262 | 97.481 | 0.000 | ||
| 5250 | 2013.08.27 20:30 | modify | 1057 | 0.05 | 98.262 | 97.468 | 0.000 | ||