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 |
| 5251 | 2013.08.27 20:30 | modify | 1057 | 0.05 | 98.262 | 97.457 | 0.000 | ||
| 5252 | 2013.08.27 21:14 | modify | 1057 | 0.05 | 98.262 | 97.444 | 0.000 | ||
| 5253 | 2013.08.28 02:51 | modify | 1057 | 0.05 | 98.262 | 97.431 | 0.000 | ||
| 5254 | 2013.08.28 02:52 | modify | 1057 | 0.05 | 98.262 | 97.420 | 0.000 | ||
| 5255 | 2013.08.28 02:52 | modify | 1057 | 0.05 | 98.262 | 97.409 | 0.000 | ||
| 5256 | 2013.08.28 02:52 | modify | 1057 | 0.05 | 98.262 | 97.399 | 0.000 | ||
| 5257 | 2013.08.28 02:52 | modify | 1057 | 0.05 | 98.262 | 97.388 | 0.000 | ||
| 5258 | 2013.08.28 02:53 | modify | 1057 | 0.05 | 98.262 | 97.376 | 0.000 | ||
| 5259 | 2013.08.28 02:57 | modify | 1057 | 0.05 | 98.262 | 97.364 | 0.000 | ||
| 5260 | 2013.08.28 02:57 | modify | 1057 | 0.05 | 98.262 | 97.352 | 0.000 | ||
| 5261 | 2013.08.28 02:57 | modify | 1057 | 0.05 | 98.262 | 97.341 | 0.000 | ||
| 5262 | 2013.08.28 02:57 | modify | 1057 | 0.05 | 98.262 | 97.330 | 0.000 | ||
| 5263 | 2013.08.28 02:57 | modify | 1057 | 0.05 | 98.262 | 97.319 | 0.000 | ||
| 5264 | 2013.08.28 02:58 | modify | 1057 | 0.05 | 98.262 | 97.308 | 0.000 | ||
| 5265 | 2013.08.28 02:59 | modify | 1057 | 0.05 | 98.262 | 97.297 | 0.000 | ||
| 5266 | 2013.08.28 02:59 | modify | 1057 | 0.05 | 98.262 | 97.283 | 0.000 | ||
| 5267 | 2013.08.28 03:59 | s/l | 1057 | 0.05 | 97.283 | 97.283 | 0.000 | 49.82 | 11648.24 |
| 5268 | 2013.08.29 03:07 | buy | 1058 | 0.10 | 97.842 | 0.000 | 0.000 | ||
| 5269 | 2013.08.29 03:07 | modify | 1058 | 0.10 | 97.842 | 97.592 | 0.000 | ||
| 5270 | 2013.08.29 04:58 | close | 1058 | 0.05 | 97.618 | 97.592 | 0.000 | -11.47 | 11636.77 |
| 5271 | 2013.08.29 04:58 | buy | 1059 | 0.05 | 97.842 | 97.592 | 0.000 | ||
| 5272 | 2013.08.29 05:08 | s/l | 1059 | 0.05 | 97.592 | 97.592 | 0.000 | -12.81 | 11623.96 |
| 5273 | 2013.08.29 09:44 | buy | 1060 | 0.10 | 97.914 | 0.000 | 0.000 | ||
| 5274 | 2013.08.29 09:44 | modify | 1060 | 0.10 | 97.914 | 97.664 | 0.000 | ||
| 5275 | 2013.08.29 09:47 | close | 1060 | 0.05 | 98.016 | 97.664 | 0.000 | 5.20 | 11629.16 |
| 5276 | 2013.08.29 09:47 | buy | 1061 | 0.05 | 97.914 | 97.664 | 0.000 | ||
| 5277 | 2013.08.29 15:04 | modify | 1061 | 0.05 | 97.914 | 97.964 | 0.000 | ||
| 5278 | 2013.08.30 04:21 | close | 1061 | 0.05 | 98.186 | 97.964 | 0.000 | 14.10 | 11643.26 |
| 5279 | 2013.09.02 03:20 | buy | 1062 | 0.10 | 98.483 | 0.000 | 0.000 | ||
| 5280 | 2013.09.02 03:20 | modify | 1062 | 0.10 | 98.483 | 98.233 | 0.000 | ||
| 5281 | 2013.09.02 03:27 | close | 1062 | 0.05 | 98.584 | 98.233 | 0.000 | 5.12 | 11648.38 |
| 5282 | 2013.09.02 03:27 | buy | 1063 | 0.05 | 98.483 | 98.233 | 0.000 | ||
| 5283 | 2013.09.02 09:54 | modify | 1063 | 0.05 | 98.483 | 98.533 | 0.000 | ||
| 5284 | 2013.09.02 10:12 | modify | 1063 | 0.05 | 98.483 | 98.634 | 0.000 | ||
| 5285 | 2013.09.02 10:16 | modify | 1063 | 0.05 | 98.483 | 98.646 | 0.000 | ||
| 5286 | 2013.09.02 10:16 | modify | 1063 | 0.05 | 98.483 | 98.658 | 0.000 | ||
| 5287 | 2013.09.02 10:33 | modify | 1063 | 0.05 | 98.483 | 98.670 | 0.000 | ||
| 5288 | 2013.09.02 10:33 | modify | 1063 | 0.05 | 98.483 | 98.683 | 0.000 | ||
| 5289 | 2013.09.02 10:33 | modify | 1063 | 0.05 | 98.483 | 98.695 | 0.000 | ||
| 5290 | 2013.09.02 10:33 | modify | 1063 | 0.05 | 98.483 | 98.708 | 0.000 | ||
| 5291 | 2013.09.02 10:33 | modify | 1063 | 0.05 | 98.483 | 98.720 | 0.000 | ||
| 5292 | 2013.09.02 10:34 | modify | 1063 | 0.05 | 98.483 | 98.732 | 0.000 | ||
| 5293 | 2013.09.02 10:34 | modify | 1063 | 0.05 | 98.483 | 98.744 | 0.000 | ||
| 5294 | 2013.09.02 10:34 | modify | 1063 | 0.05 | 98.483 | 98.756 | 0.000 | ||
| 5295 | 2013.09.02 10:34 | modify | 1063 | 0.05 | 98.483 | 98.767 | 0.000 | ||
| 5296 | 2013.09.02 10:34 | modify | 1063 | 0.05 | 98.483 | 98.778 | 0.000 | ||
| 5297 | 2013.09.02 10:34 | modify | 1063 | 0.05 | 98.483 | 98.790 | 0.000 | ||
| 5298 | 2013.09.02 10:34 | modify | 1063 | 0.05 | 98.483 | 98.802 | 0.000 | ||
| 5299 | 2013.09.02 10:35 | modify | 1063 | 0.05 | 98.483 | 98.814 | 0.000 | ||
| 5300 | 2013.09.02 10:35 | modify | 1063 | 0.05 | 98.483 | 98.824 | 0.000 | ||
| 5301 | 2013.09.02 10:35 | modify | 1063 | 0.05 | 98.483 | 98.835 | 0.000 | ||
| 5302 | 2013.09.02 10:35 | modify | 1063 | 0.05 | 98.483 | 98.845 | 0.000 | ||
| 5303 | 2013.09.02 10:35 | modify | 1063 | 0.05 | 98.483 | 98.855 | 0.000 | ||
| 5304 | 2013.09.02 10:35 | modify | 1063 | 0.05 | 98.483 | 98.867 | 0.000 | ||
| 5305 | 2013.09.02 10:37 | modify | 1063 | 0.05 | 98.483 | 98.879 | 0.000 | ||
| 5306 | 2013.09.02 10:37 | modify | 1063 | 0.05 | 98.483 | 98.893 | 0.000 | ||
| 5307 | 2013.09.02 10:37 | modify | 1063 | 0.05 | 98.483 | 98.906 | 0.000 | ||
| 5308 | 2013.09.02 10:41 | modify | 1063 | 0.05 | 98.483 | 98.917 | 0.000 | ||
| 5309 | 2013.09.02 11:31 | modify | 1063 | 0.05 | 98.483 | 98.929 | 0.000 | ||
| 5310 | 2013.09.02 11:52 | modify | 1063 | 0.05 | 98.483 | 98.940 | 0.000 | ||
| 5311 | 2013.09.02 11:52 | modify | 1063 | 0.05 | 98.483 | 98.950 | 0.000 | ||
| 5312 | 2013.09.02 11:52 | modify | 1063 | 0.05 | 98.483 | 98.963 | 0.000 | ||
| 5313 | 2013.09.03 01:15 | modify | 1063 | 0.05 | 98.483 | 98.973 | 0.000 | ||
| 5314 | 2013.09.03 01:17 | modify | 1063 | 0.05 | 98.483 | 98.983 | 0.000 | ||
| 5315 | 2013.09.03 01:39 | modify | 1063 | 0.05 | 98.483 | 98.995 | 0.000 | ||
| 5316 | 2013.09.03 01:39 | modify | 1063 | 0.05 | 98.483 | 99.006 | 0.000 | ||
| 5317 | 2013.09.03 01:40 | modify | 1063 | 0.05 | 98.483 | 99.018 | 0.000 | ||
| 5318 | 2013.09.03 01:40 | modify | 1063 | 0.05 | 98.483 | 99.030 | 0.000 | ||
| 5319 | 2013.09.03 01:48 | modify | 1063 | 0.05 | 98.483 | 99.042 | 0.000 | ||
| 5320 | 2013.09.03 01:54 | modify | 1063 | 0.05 | 98.483 | 99.053 | 0.000 | ||
| 5321 | 2013.09.03 01:54 | modify | 1063 | 0.05 | 98.483 | 99.064 | 0.000 | ||
| 5322 | 2013.09.03 01:55 | modify | 1063 | 0.05 | 98.483 | 99.074 | 0.000 | ||
| 5323 | 2013.09.03 02:04 | modify | 1063 | 0.05 | 98.483 | 99.084 | 0.000 | ||
| 5324 | 2013.09.03 02:05 | modify | 1063 | 0.05 | 98.483 | 99.099 | 0.000 | ||
| 5325 | 2013.09.03 02:23 | modify | 1063 | 0.05 | 98.483 | 99.111 | 0.000 | ||
| 5326 | 2013.09.03 02:24 | modify | 1063 | 0.05 | 98.483 | 99.122 | 0.000 | ||
| 5327 | 2013.09.03 02:35 | modify | 1063 | 0.05 | 98.483 | 99.133 | 0.000 | ||
| 5328 | 2013.09.03 02:35 | modify | 1063 | 0.05 | 98.483 | 99.145 | 0.000 | ||
| 5329 | 2013.09.03 02:35 | modify | 1063 | 0.05 | 98.483 | 99.156 | 0.000 | ||
| 5330 | 2013.09.03 02:35 | modify | 1063 | 0.05 | 98.483 | 99.168 | 0.000 | ||
| 5331 | 2013.09.03 02:37 | modify | 1063 | 0.05 | 98.483 | 99.179 | 0.000 | ||
| 5332 | 2013.09.03 02:39 | modify | 1063 | 0.05 | 98.483 | 99.190 | 0.000 | ||
| 5333 | 2013.09.03 02:39 | modify | 1063 | 0.05 | 98.483 | 99.200 | 0.000 | ||
| 5334 | 2013.09.03 02:39 | modify | 1063 | 0.05 | 98.483 | 99.211 | 0.000 | ||
| 5335 | 2013.09.03 03:58 | modify | 1063 | 0.05 | 98.483 | 99.230 | 0.000 | ||
| 5336 | 2013.09.03 10:31 | modify | 1063 | 0.05 | 98.483 | 99.241 | 0.000 | ||
| 5337 | 2013.09.03 11:53 | close | 1063 | 0.03 | 99.384 | 99.241 | 0.000 | 27.35 | 11675.73 |
| 5338 | 2013.09.03 11:53 | buy | 1064 | 0.02 | 98.483 | 99.241 | 0.000 | ||
| 5339 | 2013.09.03 11:54 | close | 1064 | 0.02 | 99.294 | 99.241 | 0.000 | 16.44 | 11692.17 |
| 5340 | 2013.09.05 07:58 | buy | 1065 | 0.10 | 99.828 | 0.000 | 0.000 | ||
| 5341 | 2013.09.05 07:58 | modify | 1065 | 0.10 | 99.828 | 99.578 | 0.000 | ||
| 5342 | 2013.09.05 08:05 | close | 1065 | 0.05 | 99.930 | 99.578 | 0.000 | 5.10 | 11697.27 |
| 5343 | 2013.09.05 08:05 | buy | 1066 | 0.05 | 99.828 | 99.578 | 0.000 | ||
| 5344 | 2013.09.05 09:45 | close | 1066 | 0.03 | 99.675 | 99.578 | 0.000 | -4.60 | 11692.67 |
| 5345 | 2013.09.05 09:45 | buy | 1067 | 0.02 | 99.828 | 99.578 | 0.000 | ||
| 5346 | 2013.09.05 09:45 | close | 1067 | 0.02 | 99.615 | 99.578 | 0.000 | -4.28 | 11688.39 |
| 5347 | 2013.09.05 10:39 | buy | 1068 | 0.10 | 99.994 | 0.000 | 0.000 | ||
| 5348 | 2013.09.05 10:39 | modify | 1068 | 0.10 | 99.994 | 99.744 | 0.000 | ||
| 5349 | 2013.09.05 11:07 | close | 1068 | 0.05 | 100.096 | 99.744 | 0.000 | 5.10 | 11693.49 |
| 5350 | 2013.09.05 11:07 | buy | 1069 | 0.05 | 99.994 | 99.744 | 0.000 | ||
| 5351 | 2013.09.05 15:14 | s/l | 1069 | 0.05 | 99.744 | 99.744 | 0.000 | -12.53 | 11680.96 |
| 5352 | 2013.09.05 17:08 | buy | 1070 | 0.10 | 100.122 | 0.000 | 0.000 | ||
| 5353 | 2013.09.05 17:08 | modify | 1070 | 0.10 | 100.122 | 99.872 | 0.000 | ||
| 5354 | 2013.09.05 22:00 | close | 1070 | 0.05 | 100.122 | 99.872 | 0.000 | 0.00 | 11680.96 |
| 5355 | 2013.09.05 22:00 | buy | 1071 | 0.05 | 100.122 | 99.872 | 0.000 | ||
| 5356 | 2013.09.06 03:34 | close | 1071 | 0.03 | 99.933 | 99.872 | 0.000 | -5.52 | 11675.44 |
| 5357 | 2013.09.06 03:34 | buy | 1072 | 0.02 | 100.122 | 99.872 | 0.000 | ||
| 5358 | 2013.09.06 04:00 | s/l | 1072 | 0.02 | 99.872 | 99.872 | 0.000 | -4.91 | 11670.53 |
| 5359 | 2013.09.10 10:02 | buy | 1073 | 0.10 | 99.954 | 0.000 | 0.000 | ||
| 5360 | 2013.09.10 10:02 | modify | 1073 | 0.10 | 99.954 | 99.704 | 0.000 | ||
| 5361 | 2013.09.10 10:39 | close | 1073 | 0.05 | 100.056 | 99.704 | 0.000 | 5.10 | 11675.63 |
| 5362 | 2013.09.10 10:39 | buy | 1074 | 0.05 | 99.954 | 99.704 | 0.000 | ||
| 5363 | 2013.09.10 14:13 | modify | 1074 | 0.05 | 99.954 | 100.004 | 0.000 | ||
| 5364 | 2013.09.11 03:12 | close | 1074 | 0.05 | 100.227 | 100.004 | 0.000 | 13.87 | 11689.50 |
| 5365 | 2013.09.17 17:15 | buy | 1075 | 0.10 | 99.362 | 0.000 | 0.000 | ||
| 5366 | 2013.09.17 17:15 | modify | 1075 | 0.10 | 99.362 | 99.112 | 0.000 | ||
| 5367 | 2013.09.17 21:00 | close | 1075 | 0.05 | 99.192 | 99.112 | 0.000 | -8.57 | 11680.93 |
| 5368 | 2013.09.17 21:00 | buy | 1076 | 0.05 | 99.362 | 99.112 | 0.000 | ||
| 5369 | 2013.09.17 21:56 | close | 1076 | 0.03 | 99.123 | 99.112 | 0.000 | -7.23 | 11673.70 |
| 5370 | 2013.09.17 21:56 | buy | 1077 | 0.02 | 99.362 | 99.112 | 0.000 | ||
| 5371 | 2013.09.17 21:56 | s/l | 1077 | 0.02 | 99.112 | 99.112 | 0.000 | -5.05 | 11668.65 |
| 5372 | 2013.09.18 11:06 | sell | 1078 | 0.10 | 99.045 | 0.000 | 0.000 | ||
| 5373 | 2013.09.18 11:06 | modify | 1078 | 0.10 | 99.045 | 99.295 | 0.000 | ||
| 5374 | 2013.09.18 11:18 | close | 1078 | 0.05 | 98.944 | 99.295 | 0.000 | 5.10 | 11673.75 |
| 5375 | 2013.09.18 11:18 | sell | 1079 | 0.05 | 99.045 | 99.295 | 0.000 | ||
| 5376 | 2013.09.18 21:00 | modify | 1079 | 0.05 | 99.045 | 98.995 | 0.000 | ||
| 5377 | 2013.09.18 21:00 | modify | 1079 | 0.05 | 99.045 | 98.882 | 0.000 | ||
| 5378 | 2013.09.18 21:00 | modify | 1079 | 0.05 | 99.045 | 98.865 | 0.000 | ||
| 5379 | 2013.09.18 21:00 | modify | 1079 | 0.05 | 99.045 | 98.847 | 0.000 | ||
| 5380 | 2013.09.18 21:00 | modify | 1079 | 0.05 | 99.045 | 98.830 | 0.000 | ||
| 5381 | 2013.09.18 21:00 | modify | 1079 | 0.05 | 99.045 | 98.812 | 0.000 | ||
| 5382 | 2013.09.18 21:00 | modify | 1079 | 0.05 | 99.045 | 98.795 | 0.000 | ||
| 5383 | 2013.09.18 21:00 | modify | 1079 | 0.05 | 99.045 | 98.777 | 0.000 | ||
| 5384 | 2013.09.18 21:00 | modify | 1079 | 0.05 | 99.045 | 98.760 | 0.000 | ||
| 5385 | 2013.09.18 21:00 | modify | 1079 | 0.05 | 99.045 | 98.742 | 0.000 | ||
| 5386 | 2013.09.18 21:01 | modify | 1079 | 0.05 | 99.045 | 98.724 | 0.000 | ||
| 5387 | 2013.09.18 21:01 | modify | 1079 | 0.05 | 99.045 | 98.704 | 0.000 | ||
| 5388 | 2013.09.18 21:01 | modify | 1079 | 0.05 | 99.045 | 98.689 | 0.000 | ||
| 5389 | 2013.09.18 21:01 | modify | 1079 | 0.05 | 99.045 | 98.678 | 0.000 | ||
| 5390 | 2013.09.18 21:01 | modify | 1079 | 0.05 | 99.045 | 98.658 | 0.000 | ||
| 5391 | 2013.09.18 21:01 | modify | 1079 | 0.05 | 99.045 | 98.636 | 0.000 | ||
| 5392 | 2013.09.18 21:01 | modify | 1079 | 0.05 | 99.045 | 98.623 | 0.000 | ||
| 5393 | 2013.09.18 21:01 | modify | 1079 | 0.05 | 99.045 | 98.611 | 0.000 | ||
| 5394 | 2013.09.18 21:01 | modify | 1079 | 0.05 | 99.045 | 98.598 | 0.000 | ||
| 5395 | 2013.09.18 21:02 | modify | 1079 | 0.05 | 99.045 | 98.586 | 0.000 | ||
| 5396 | 2013.09.18 21:08 | modify | 1079 | 0.05 | 99.045 | 98.574 | 0.000 | ||
| 5397 | 2013.09.18 21:08 | modify | 1079 | 0.05 | 99.045 | 98.561 | 0.000 | ||
| 5398 | 2013.09.18 21:09 | modify | 1079 | 0.05 | 99.045 | 98.549 | 0.000 | ||
| 5399 | 2013.09.18 21:09 | modify | 1079 | 0.05 | 99.045 | 98.538 | 0.000 | ||
| 5400 | 2013.09.18 21:09 | modify | 1079 | 0.05 | 99.045 | 98.525 | 0.000 | ||