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 |
| 5401 | 2013.09.18 21:09 | modify | 1079 | 0.05 | 99.045 | 98.512 | 0.000 | ||
| 5402 | 2013.09.18 21:09 | modify | 1079 | 0.05 | 99.045 | 98.499 | 0.000 | ||
| 5403 | 2013.09.18 21:09 | modify | 1079 | 0.05 | 99.045 | 98.486 | 0.000 | ||
| 5404 | 2013.09.18 21:09 | modify | 1079 | 0.05 | 99.045 | 98.473 | 0.000 | ||
| 5405 | 2013.09.18 21:09 | modify | 1079 | 0.05 | 99.045 | 98.460 | 0.000 | ||
| 5406 | 2013.09.18 21:09 | modify | 1079 | 0.05 | 99.045 | 98.447 | 0.000 | ||
| 5407 | 2013.09.18 21:10 | modify | 1079 | 0.05 | 99.045 | 98.434 | 0.000 | ||
| 5408 | 2013.09.18 21:10 | modify | 1079 | 0.05 | 99.045 | 98.423 | 0.000 | ||
| 5409 | 2013.09.18 21:10 | modify | 1079 | 0.05 | 99.045 | 98.412 | 0.000 | ||
| 5410 | 2013.09.18 21:10 | modify | 1079 | 0.05 | 99.045 | 98.401 | 0.000 | ||
| 5411 | 2013.09.18 21:28 | s/l | 1079 | 0.05 | 98.401 | 98.401 | 0.000 | 32.72 | 11706.47 |
| 5412 | 2013.09.18 21:30 | sell | 1080 | 0.10 | 98.505 | 0.000 | 0.000 | ||
| 5413 | 2013.09.18 21:30 | modify | 1080 | 0.10 | 98.505 | 98.755 | 0.000 | ||
| 5414 | 2013.09.18 21:32 | close | 1080 | 0.05 | 98.398 | 98.755 | 0.000 | 5.44 | 11711.91 |
| 5415 | 2013.09.18 21:32 | sell | 1081 | 0.05 | 98.505 | 98.755 | 0.000 | ||
| 5416 | 2013.09.18 21:49 | modify | 1081 | 0.05 | 98.505 | 98.455 | 0.000 | ||
| 5417 | 2013.09.18 22:00 | modify | 1081 | 0.05 | 98.505 | 98.354 | 0.000 | ||
| 5418 | 2013.09.18 22:00 | modify | 1081 | 0.05 | 98.505 | 98.341 | 0.000 | ||
| 5419 | 2013.09.18 22:00 | modify | 1081 | 0.05 | 98.505 | 98.330 | 0.000 | ||
| 5420 | 2013.09.18 23:30 | modify | 1081 | 0.05 | 98.505 | 98.319 | 0.000 | ||
| 5421 | 2013.09.18 23:30 | modify | 1081 | 0.05 | 98.505 | 98.307 | 0.000 | ||
| 5422 | 2013.09.18 23:30 | modify | 1081 | 0.05 | 98.505 | 98.295 | 0.000 | ||
| 5423 | 2013.09.18 23:30 | modify | 1081 | 0.05 | 98.505 | 98.282 | 0.000 | ||
| 5424 | 2013.09.18 23:30 | modify | 1081 | 0.05 | 98.505 | 98.268 | 0.000 | ||
| 5425 | 2013.09.18 23:30 | modify | 1081 | 0.05 | 98.505 | 98.256 | 0.000 | ||
| 5426 | 2013.09.18 23:37 | modify | 1081 | 0.05 | 98.505 | 98.243 | 0.000 | ||
| 5427 | 2013.09.18 23:37 | modify | 1081 | 0.05 | 98.505 | 98.229 | 0.000 | ||
| 5428 | 2013.09.18 23:37 | modify | 1081 | 0.05 | 98.505 | 98.215 | 0.000 | ||
| 5429 | 2013.09.19 01:10 | s/l | 1081 | 0.05 | 98.215 | 98.215 | 0.000 | 13.27 | 11725.18 |
| 5430 | 2013.09.23 03:40 | sell | 1082 | 0.10 | 99.161 | 0.000 | 0.000 | ||
| 5431 | 2013.09.23 03:40 | modify | 1082 | 0.10 | 99.161 | 99.411 | 0.000 | ||
| 5432 | 2013.09.23 05:00 | close | 1082 | 0.05 | 99.138 | 99.411 | 0.000 | 1.16 | 11726.34 |
| 5433 | 2013.09.23 05:00 | sell | 1083 | 0.05 | 99.161 | 99.411 | 0.000 | ||
| 5434 | 2013.09.23 15:24 | modify | 1083 | 0.05 | 99.161 | 99.111 | 0.000 | ||
| 5435 | 2013.09.24 03:07 | close | 1083 | 0.03 | 98.860 | 99.111 | 0.000 | 8.83 | 11735.18 |
| 5436 | 2013.09.24 03:07 | sell | 1084 | 0.02 | 99.161 | 99.111 | 0.000 | ||
| 5437 | 2013.09.24 07:44 | close | 1084 | 0.02 | 98.842 | 99.111 | 0.000 | 6.25 | 11741.43 |
| 5438 | 2013.09.25 11:01 | sell | 1085 | 0.10 | 98.466 | 0.000 | 0.000 | ||
| 5439 | 2013.09.25 11:01 | modify | 1085 | 0.10 | 98.466 | 98.716 | 0.000 | ||
| 5440 | 2013.09.25 12:00 | close | 1085 | 0.05 | 98.519 | 98.716 | 0.000 | -2.69 | 11738.74 |
| 5441 | 2013.09.25 12:00 | sell | 1086 | 0.05 | 98.466 | 98.716 | 0.000 | ||
| 5442 | 2013.09.25 15:54 | close | 1086 | 0.03 | 98.681 | 98.716 | 0.000 | -6.54 | 11732.20 |
| 5443 | 2013.09.25 15:54 | sell | 1087 | 0.02 | 98.466 | 98.716 | 0.000 | ||
| 5444 | 2013.09.25 15:55 | s/l | 1087 | 0.02 | 98.716 | 98.716 | 0.000 | -5.07 | 11727.13 |
| 5445 | 2013.09.26 03:40 | sell | 1088 | 0.10 | 98.300 | 0.000 | 0.000 | ||
| 5446 | 2013.09.26 03:40 | modify | 1088 | 0.10 | 98.300 | 98.550 | 0.000 | ||
| 5447 | 2013.09.26 05:03 | s/l | 1088 | 0.10 | 98.550 | 98.550 | 0.000 | -25.37 | 11701.76 |
| 5448 | 2013.10.02 08:30 | sell | 1089 | 0.10 | 97.648 | 0.000 | 0.000 | ||
| 5449 | 2013.10.02 08:30 | modify | 1089 | 0.10 | 97.648 | 97.898 | 0.000 | ||
| 5450 | 2013.10.02 11:25 | modify | 1089 | 0.10 | 97.648 | 97.598 | 0.000 | ||
| 5451 | 2013.10.02 18:00 | close | 1089 | 0.05 | 97.271 | 97.598 | 0.000 | 19.38 | 11721.14 |
| 5452 | 2013.10.02 18:00 | sell | 1090 | 0.05 | 97.648 | 97.598 | 0.000 | ||
| 5453 | 2013.10.03 04:15 | close | 1090 | 0.03 | 97.440 | 97.598 | 0.000 | 5.51 | 11726.64 |
| 5454 | 2013.10.03 04:15 | sell | 1091 | 0.02 | 97.648 | 97.598 | 0.000 | ||
| 5455 | 2013.10.03 04:18 | close | 1091 | 0.02 | 97.514 | 97.598 | 0.000 | 2.15 | 11728.80 |
| 5456 | 2013.10.07 23:06 | sell | 1092 | 0.10 | 96.794 | 0.000 | 0.000 | ||
| 5457 | 2013.10.07 23:06 | modify | 1092 | 0.10 | 96.794 | 97.044 | 0.000 | ||
| 5458 | 2013.10.07 23:51 | close | 1092 | 0.05 | 96.693 | 97.044 | 0.000 | 5.22 | 11734.02 |
| 5459 | 2013.10.07 23:51 | sell | 1093 | 0.05 | 96.794 | 97.044 | 0.000 | ||
| 5460 | 2013.10.08 06:38 | close | 1093 | 0.03 | 96.947 | 97.044 | 0.000 | -5.03 | 11728.99 |
| 5461 | 2013.10.08 06:38 | sell | 1094 | 0.02 | 96.794 | 97.044 | 0.000 | ||
| 5462 | 2013.10.08 07:37 | s/l | 1094 | 0.02 | 97.044 | 97.044 | 0.000 | -5.35 | 11723.64 |
| 5463 | 2013.10.09 05:05 | buy | 1095 | 0.10 | 97.253 | 0.000 | 0.000 | ||
| 5464 | 2013.10.09 05:05 | modify | 1095 | 0.10 | 97.253 | 97.003 | 0.000 | ||
| 5465 | 2013.10.09 08:00 | close | 1095 | 0.05 | 97.320 | 97.003 | 0.000 | 3.44 | 11727.08 |
| 5466 | 2013.10.09 08:00 | buy | 1096 | 0.05 | 97.253 | 97.003 | 0.000 | ||
| 5467 | 2013.10.09 17:40 | close | 1096 | 0.05 | 97.247 | 97.003 | 0.000 | -0.31 | 11726.77 |
| 5468 | 2013.10.09 21:01 | buy | 1097 | 0.10 | 97.476 | 0.000 | 0.000 | ||
| 5469 | 2013.10.09 21:01 | modify | 1097 | 0.10 | 97.476 | 97.226 | 0.000 | ||
| 5470 | 2013.10.09 21:02 | close | 1097 | 0.05 | 97.576 | 97.226 | 0.000 | 5.12 | 11731.89 |
| 5471 | 2013.10.09 21:02 | buy | 1098 | 0.05 | 97.476 | 97.226 | 0.000 | ||
| 5472 | 2013.10.09 23:29 | close | 1098 | 0.03 | 97.247 | 97.226 | 0.000 | -7.06 | 11724.83 |
| 5473 | 2013.10.09 23:29 | buy | 1099 | 0.02 | 97.476 | 97.226 | 0.000 | ||
| 5474 | 2013.10.10 11:43 | modify | 1099 | 0.02 | 97.476 | 97.526 | 0.000 | ||
| 5475 | 2013.10.10 15:30 | close | 1099 | 0.02 | 97.617 | 97.526 | 0.000 | 3.19 | 11728.02 |
| 5476 | 2013.10.14 15:38 | sell | 1100 | 0.10 | 98.108 | 0.000 | 0.000 | ||
| 5477 | 2013.10.14 15:38 | modify | 1100 | 0.10 | 98.108 | 98.358 | 0.000 | ||
| 5478 | 2013.10.14 19:37 | close | 1100 | 0.05 | 98.291 | 98.358 | 0.000 | -9.31 | 11718.71 |
| 5479 | 2013.10.14 19:37 | sell | 1101 | 0.05 | 98.108 | 98.358 | 0.000 | ||
| 5480 | 2013.10.14 20:06 | s/l | 1101 | 0.05 | 98.358 | 98.358 | 0.000 | -12.71 | 11706.00 |
| 5481 | 2013.10.14 23:56 | buy | 1102 | 0.10 | 98.577 | 0.000 | 0.000 | ||
| 5482 | 2013.10.14 23:56 | modify | 1102 | 0.10 | 98.577 | 98.327 | 0.000 | ||
| 5483 | 2013.10.15 00:00 | close | 1102 | 0.05 | 98.541 | 98.327 | 0.000 | -1.58 | 11704.42 |
| 5484 | 2013.10.15 00:00 | buy | 1103 | 0.05 | 98.577 | 98.327 | 0.000 | ||
| 5485 | 2013.10.15 16:42 | close | 1103 | 0.03 | 98.417 | 98.327 | 0.000 | -4.73 | 11699.69 |
| 5486 | 2013.10.15 16:42 | buy | 1104 | 0.02 | 98.577 | 98.327 | 0.000 | ||
| 5487 | 2013.10.15 21:24 | close | 1104 | 0.02 | 98.366 | 98.327 | 0.000 | -4.19 | 11695.50 |
| 5488 | 2013.10.16 16:53 | buy | 1105 | 0.10 | 98.708 | 0.000 | 0.000 | ||
| 5489 | 2013.10.16 16:53 | modify | 1105 | 0.10 | 98.708 | 98.458 | 0.000 | ||
| 5490 | 2013.10.16 17:49 | close | 1105 | 0.05 | 98.873 | 98.458 | 0.000 | 8.34 | 11703.84 |
| 5491 | 2013.10.16 17:49 | buy | 1106 | 0.05 | 98.708 | 98.458 | 0.000 | ||
| 5492 | 2013.10.17 05:13 | close | 1106 | 0.05 | 98.630 | 98.458 | 0.000 | -3.20 | 11700.64 |
| 5493 | 2013.10.21 15:17 | buy | 1107 | 0.10 | 98.195 | 0.000 | 0.000 | ||
| 5494 | 2013.10.21 15:17 | modify | 1107 | 0.10 | 98.195 | 97.945 | 0.000 | ||
| 5495 | 2013.10.21 23:00 | close | 1107 | 0.05 | 98.176 | 97.945 | 0.000 | -0.97 | 11699.67 |
| 5496 | 2013.10.21 23:00 | buy | 1108 | 0.05 | 98.195 | 97.945 | 0.000 | ||
| 5497 | 2013.10.22 03:10 | close | 1108 | 0.03 | 98.145 | 97.945 | 0.000 | -1.38 | 11698.29 |
| 5498 | 2013.10.22 03:10 | buy | 1109 | 0.02 | 98.195 | 97.945 | 0.000 | ||
| 5499 | 2013.10.22 03:29 | close | 1109 | 0.02 | 98.131 | 97.945 | 0.000 | -1.20 | 11697.09 |
| 5500 | 2013.10.22 04:10 | buy | 1110 | 0.10 | 98.246 | 0.000 | 0.000 | ||
| 5501 | 2013.10.22 04:10 | modify | 1110 | 0.10 | 98.246 | 97.996 | 0.000 | ||
| 5502 | 2013.10.22 15:29 | close | 1110 | 0.05 | 98.245 | 97.996 | 0.000 | -0.05 | 11697.04 |
| 5503 | 2013.10.22 15:29 | buy | 1111 | 0.05 | 98.246 | 97.996 | 0.000 | ||
| 5504 | 2013.10.22 15:30 | close | 1111 | 0.05 | 98.171 | 97.996 | 0.000 | -3.82 | 11693.22 |
| 5505 | 2013.10.22 16:18 | buy | 1112 | 0.10 | 98.445 | 0.000 | 0.000 | ||
| 5506 | 2013.10.22 16:18 | modify | 1112 | 0.10 | 98.445 | 98.195 | 0.000 | ||
| 5507 | 2013.10.22 17:30 | close | 1112 | 0.05 | 98.252 | 98.195 | 0.000 | -9.82 | 11683.40 |
| 5508 | 2013.10.22 17:30 | buy | 1113 | 0.05 | 98.445 | 98.195 | 0.000 | ||
| 5509 | 2013.10.22 17:40 | s/l | 1113 | 0.05 | 98.195 | 98.195 | 0.000 | -12.73 | 11670.67 |
| 5510 | 2013.10.23 05:46 | sell | 1114 | 0.10 | 97.865 | 0.000 | 0.000 | ||
| 5511 | 2013.10.23 05:46 | modify | 1114 | 0.10 | 97.865 | 98.115 | 0.000 | ||
| 5512 | 2013.10.23 06:15 | close | 1114 | 0.05 | 97.763 | 98.115 | 0.000 | 5.22 | 11675.89 |
| 5513 | 2013.10.23 06:15 | sell | 1115 | 0.05 | 97.865 | 98.115 | 0.000 | ||
| 5514 | 2013.10.23 07:00 | modify | 1115 | 0.05 | 97.865 | 97.815 | 0.000 | ||
| 5515 | 2013.10.23 11:10 | modify | 1115 | 0.05 | 97.865 | 97.714 | 0.000 | ||
| 5516 | 2013.10.23 11:10 | modify | 1115 | 0.05 | 97.865 | 97.702 | 0.000 | ||
| 5517 | 2013.10.23 11:10 | modify | 1115 | 0.05 | 97.865 | 97.691 | 0.000 | ||
| 5518 | 2013.10.23 11:11 | modify | 1115 | 0.05 | 97.865 | 97.678 | 0.000 | ||
| 5519 | 2013.10.23 11:12 | modify | 1115 | 0.05 | 97.865 | 97.667 | 0.000 | ||
| 5520 | 2013.10.23 11:13 | modify | 1115 | 0.05 | 97.865 | 97.655 | 0.000 | ||
| 5521 | 2013.10.23 11:13 | modify | 1115 | 0.05 | 97.865 | 97.643 | 0.000 | ||
| 5522 | 2013.10.23 11:13 | modify | 1115 | 0.05 | 97.865 | 97.630 | 0.000 | ||
| 5523 | 2013.10.23 11:16 | modify | 1115 | 0.05 | 97.865 | 97.619 | 0.000 | ||
| 5524 | 2013.10.23 23:31 | close | 1115 | 0.05 | 97.422 | 97.619 | 0.000 | 22.74 | 11698.63 |
| 5525 | 2013.10.28 16:28 | buy | 1116 | 0.10 | 97.743 | 0.000 | 0.000 | ||
| 5526 | 2013.10.28 16:28 | modify | 1116 | 0.10 | 97.743 | 97.493 | 0.000 | ||
| 5527 | 2013.10.28 20:00 | close | 1116 | 0.05 | 97.696 | 97.493 | 0.000 | -2.41 | 11696.22 |
| 5528 | 2013.10.28 20:00 | buy | 1117 | 0.05 | 97.743 | 97.493 | 0.000 | ||
| 5529 | 2013.10.28 21:44 | close | 1117 | 0.03 | 97.608 | 97.493 | 0.000 | -4.15 | 11692.07 |
| 5530 | 2013.10.28 21:44 | buy | 1118 | 0.02 | 97.743 | 97.493 | 0.000 | ||
| 5531 | 2013.10.28 22:15 | close | 1118 | 0.02 | 97.612 | 97.493 | 0.000 | -2.68 | 11689.39 |
| 5532 | 2013.10.29 14:29 | buy | 1119 | 0.10 | 97.794 | 0.000 | 0.000 | ||
| 5533 | 2013.10.29 14:29 | modify | 1119 | 0.10 | 97.794 | 97.544 | 0.000 | ||
| 5534 | 2013.10.29 14:40 | close | 1119 | 0.05 | 97.895 | 97.544 | 0.000 | 5.16 | 11694.55 |
| 5535 | 2013.10.29 14:40 | buy | 1120 | 0.05 | 97.794 | 97.544 | 0.000 | ||
| 5536 | 2013.10.29 19:15 | modify | 1120 | 0.05 | 97.794 | 97.844 | 0.000 | ||
| 5537 | 2013.10.30 07:32 | close | 1120 | 0.05 | 98.129 | 97.844 | 0.000 | 17.32 | 11711.88 |
| 5538 | 2013.10.30 10:35 | buy | 1121 | 0.10 | 98.280 | 0.000 | 0.000 | ||
| 5539 | 2013.10.30 10:35 | modify | 1121 | 0.10 | 98.280 | 98.030 | 0.000 | ||
| 5540 | 2013.10.30 15:12 | close | 1121 | 0.05 | 98.168 | 98.030 | 0.000 | -5.70 | 11706.18 |
| 5541 | 2013.10.30 15:12 | buy | 1122 | 0.05 | 98.280 | 98.030 | 0.000 | ||
| 5542 | 2013.10.30 15:15 | close | 1122 | 0.05 | 98.131 | 98.030 | 0.000 | -7.59 | 11698.59 |
| 5543 | 2013.10.30 21:00 | buy | 1123 | 0.10 | 98.315 | 0.000 | 0.000 | ||
| 5544 | 2013.10.30 21:00 | modify | 1123 | 0.10 | 98.315 | 98.065 | 0.000 | ||
| 5545 | 2013.10.30 21:02 | close | 1123 | 0.05 | 98.418 | 98.065 | 0.000 | 5.23 | 11703.82 |
| 5546 | 2013.10.30 21:02 | buy | 1124 | 0.05 | 98.315 | 98.065 | 0.000 | ||
| 5547 | 2013.10.30 21:48 | modify | 1124 | 0.05 | 98.315 | 98.365 | 0.000 | ||
| 5548 | 2013.10.31 04:30 | s/l | 1124 | 0.05 | 98.365 | 98.365 | 0.000 | 3.29 | 11707.11 |
| 5549 | 2013.11.01 06:41 | sell | 1125 | 0.10 | 98.079 | 0.000 | 0.000 | ||
| 5550 | 2013.11.01 06:41 | modify | 1125 | 0.10 | 98.079 | 98.329 | 0.000 | ||