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 |
| 5551 | 2013.11.01 06:43 | close | 1125 | 0.05 | 97.978 | 98.329 | 0.000 | 5.15 | 11712.26 |
| 5552 | 2013.11.01 06:43 | sell | 1126 | 0.05 | 98.079 | 98.329 | 0.000 | ||
| 5553 | 2013.11.01 08:00 | close | 1126 | 0.05 | 97.867 | 98.329 | 0.000 | 10.83 | 11723.09 |
| 5554 | 2013.11.05 03:28 | sell | 1127 | 0.10 | 98.524 | 0.000 | 0.000 | ||
| 5555 | 2013.11.05 03:28 | modify | 1127 | 0.10 | 98.524 | 98.774 | 0.000 | ||
| 5556 | 2013.11.05 04:29 | close | 1127 | 0.05 | 98.422 | 98.774 | 0.000 | 5.18 | 11728.27 |
| 5557 | 2013.11.05 04:29 | sell | 1128 | 0.05 | 98.524 | 98.774 | 0.000 | ||
| 5558 | 2013.11.05 11:07 | modify | 1128 | 0.05 | 98.524 | 98.474 | 0.000 | ||
| 5559 | 2013.11.05 18:00 | close | 1128 | 0.03 | 98.439 | 98.474 | 0.000 | 2.59 | 11730.86 |
| 5560 | 2013.11.05 18:00 | sell | 1129 | 0.02 | 98.524 | 98.474 | 0.000 | ||
| 5561 | 2013.11.05 18:01 | s/l | 1129 | 0.02 | 98.474 | 98.474 | 0.000 | 1.02 | 11731.88 |
| 5562 | 2013.11.06 06:35 | buy | 1130 | 0.10 | 98.681 | 0.000 | 0.000 | ||
| 5563 | 2013.11.06 06:35 | modify | 1130 | 0.10 | 98.681 | 98.431 | 0.000 | ||
| 5564 | 2013.11.06 09:00 | close | 1130 | 0.05 | 98.647 | 98.431 | 0.000 | -1.72 | 11730.16 |
| 5565 | 2013.11.06 09:00 | buy | 1131 | 0.05 | 98.681 | 98.431 | 0.000 | ||
| 5566 | 2013.11.06 11:21 | close | 1131 | 0.03 | 98.482 | 98.431 | 0.000 | -6.06 | 11724.10 |
| 5567 | 2013.11.06 11:21 | buy | 1132 | 0.02 | 98.681 | 98.431 | 0.000 | ||
| 5568 | 2013.11.07 03:01 | close | 1132 | 0.02 | 98.620 | 98.431 | 0.000 | -0.94 | 11723.16 |
| 5569 | 2013.11.07 15:45 | buy | 1133 | 0.10 | 98.757 | 0.000 | 0.000 | ||
| 5570 | 2013.11.07 15:45 | modify | 1133 | 0.10 | 98.757 | 98.507 | 0.000 | ||
| 5571 | 2013.11.07 16:30 | close | 1133 | 0.05 | 98.861 | 98.507 | 0.000 | 5.26 | 11728.42 |
| 5572 | 2013.11.07 16:30 | buy | 1134 | 0.05 | 98.757 | 98.507 | 0.000 | ||
| 5573 | 2013.11.07 16:30 | modify | 1134 | 0.05 | 98.757 | 98.807 | 0.000 | ||
| 5574 | 2013.11.07 16:35 | modify | 1134 | 0.05 | 98.757 | 98.908 | 0.000 | ||
| 5575 | 2013.11.07 16:36 | modify | 1134 | 0.05 | 98.757 | 98.920 | 0.000 | ||
| 5576 | 2013.11.07 16:59 | modify | 1134 | 0.05 | 98.757 | 98.931 | 0.000 | ||
| 5577 | 2013.11.07 17:00 | modify | 1134 | 0.05 | 98.757 | 98.941 | 0.000 | ||
| 5578 | 2013.11.07 17:00 | modify | 1134 | 0.05 | 98.757 | 98.952 | 0.000 | ||
| 5579 | 2013.11.07 19:11 | s/l | 1134 | 0.05 | 98.952 | 98.952 | 0.000 | 9.85 | 11738.27 |
| 5580 | 2013.11.11 16:37 | buy | 1135 | 0.10 | 99.234 | 0.000 | 0.000 | ||
| 5581 | 2013.11.11 16:37 | modify | 1135 | 0.10 | 99.234 | 98.984 | 0.000 | ||
| 5582 | 2013.11.12 02:00 | close | 1135 | 0.05 | 99.156 | 98.984 | 0.000 | -3.68 | 11734.59 |
| 5583 | 2013.11.12 02:00 | buy | 1136 | 0.05 | 99.234 | 98.984 | 0.000 | ||
| 5584 | 2013.11.12 02:39 | close | 1136 | 0.05 | 99.125 | 98.984 | 0.000 | -5.25 | 11729.34 |
| 5585 | 2013.11.12 04:06 | buy | 1137 | 0.10 | 99.305 | 0.000 | 0.000 | ||
| 5586 | 2013.11.12 04:06 | modify | 1137 | 0.10 | 99.305 | 99.055 | 0.000 | ||
| 5587 | 2013.11.12 04:11 | close | 1137 | 0.05 | 99.406 | 99.055 | 0.000 | 5.08 | 11734.42 |
| 5588 | 2013.11.12 04:11 | buy | 1138 | 0.05 | 99.305 | 99.055 | 0.000 | ||
| 5589 | 2013.11.12 10:04 | modify | 1138 | 0.05 | 99.305 | 99.355 | 0.000 | ||
| 5590 | 2013.11.12 17:54 | close | 1138 | 0.03 | 99.531 | 99.355 | 0.000 | 6.81 | 11741.23 |
| 5591 | 2013.11.12 17:54 | buy | 1139 | 0.02 | 99.305 | 99.355 | 0.000 | ||
| 5592 | 2013.11.12 20:38 | close | 1139 | 0.02 | 99.520 | 99.355 | 0.000 | 4.32 | 11745.55 |
| 5593 | 2013.11.13 12:30 | sell | 1140 | 0.10 | 99.411 | 0.000 | 0.000 | ||
| 5594 | 2013.11.13 12:30 | modify | 1140 | 0.10 | 99.411 | 99.661 | 0.000 | ||
| 5595 | 2013.11.13 16:28 | close | 1140 | 0.05 | 99.310 | 99.661 | 0.000 | 5.09 | 11750.64 |
| 5596 | 2013.11.13 16:28 | sell | 1141 | 0.05 | 99.411 | 99.661 | 0.000 | ||
| 5597 | 2013.11.14 04:18 | close | 1141 | 0.03 | 99.435 | 99.661 | 0.000 | -1.61 | 11749.03 |
| 5598 | 2013.11.14 04:18 | sell | 1142 | 0.02 | 99.411 | 99.661 | 0.000 | ||
| 5599 | 2013.11.14 05:52 | close | 1142 | 0.02 | 99.529 | 99.661 | 0.000 | -2.97 | 11746.06 |
| 5600 | 2013.11.14 06:22 | buy | 1143 | 0.10 | 99.690 | 0.000 | 0.000 | ||
| 5601 | 2013.11.14 06:22 | modify | 1143 | 0.10 | 99.690 | 99.440 | 0.000 | ||
| 5602 | 2013.11.14 08:00 | close | 1143 | 0.05 | 99.646 | 99.440 | 0.000 | -2.21 | 11743.85 |
| 5603 | 2013.11.14 08:00 | buy | 1144 | 0.05 | 99.690 | 99.440 | 0.000 | ||
| 5604 | 2013.11.14 17:20 | modify | 1144 | 0.05 | 99.690 | 99.740 | 0.000 | ||
| 5605 | 2013.11.15 08:00 | close | 1144 | 0.05 | 100.197 | 99.740 | 0.000 | 25.55 | 11769.40 |
| 5606 | 2013.11.18 10:49 | sell | 1145 | 0.10 | 99.933 | 0.000 | 0.000 | ||
| 5607 | 2013.11.18 10:49 | modify | 1145 | 0.10 | 99.933 | 100.183 | 0.000 | ||
| 5608 | 2013.11.18 18:00 | close | 1145 | 0.05 | 99.960 | 100.183 | 0.000 | -1.35 | 11768.05 |
| 5609 | 2013.11.18 18:00 | sell | 1146 | 0.05 | 99.933 | 100.183 | 0.000 | ||
| 5610 | 2013.11.18 20:16 | close | 1146 | 0.05 | 100.139 | 100.183 | 0.000 | -10.29 | 11757.76 |
| 5611 | 2013.11.19 04:07 | sell | 1147 | 0.10 | 99.776 | 0.000 | 0.000 | ||
| 5612 | 2013.11.19 04:07 | modify | 1147 | 0.10 | 99.776 | 100.026 | 0.000 | ||
| 5613 | 2013.11.19 04:09 | close | 1147 | 0.05 | 99.658 | 100.026 | 0.000 | 5.92 | 11763.68 |
| 5614 | 2013.11.19 04:09 | sell | 1148 | 0.05 | 99.776 | 100.026 | 0.000 | ||
| 5615 | 2013.11.19 16:30 | close | 1148 | 0.05 | 99.935 | 100.026 | 0.000 | -7.96 | 11755.72 |
| 5616 | 2013.11.21 03:32 | buy | 1149 | 0.10 | 100.259 | 0.000 | 0.000 | ||
| 5617 | 2013.11.21 03:32 | modify | 1149 | 0.10 | 100.259 | 100.009 | 0.000 | ||
| 5618 | 2013.11.21 03:42 | close | 1149 | 0.05 | 100.360 | 100.009 | 0.000 | 5.03 | 11760.75 |
| 5619 | 2013.11.21 03:42 | buy | 1150 | 0.05 | 100.259 | 100.009 | 0.000 | ||
| 5620 | 2013.11.21 09:03 | modify | 1150 | 0.05 | 100.259 | 100.309 | 0.000 | ||
| 5621 | 2013.11.21 12:21 | modify | 1150 | 0.05 | 100.259 | 100.410 | 0.000 | ||
| 5622 | 2013.11.21 12:22 | modify | 1150 | 0.05 | 100.259 | 100.420 | 0.000 | ||
| 5623 | 2013.11.21 12:47 | modify | 1150 | 0.05 | 100.259 | 100.431 | 0.000 | ||
| 5624 | 2013.11.21 12:48 | modify | 1150 | 0.05 | 100.259 | 100.441 | 0.000 | ||
| 5625 | 2013.11.21 12:48 | modify | 1150 | 0.05 | 100.259 | 100.452 | 0.000 | ||
| 5626 | 2013.11.21 12:56 | modify | 1150 | 0.05 | 100.259 | 100.463 | 0.000 | ||
| 5627 | 2013.11.21 16:30 | modify | 1150 | 0.05 | 100.259 | 100.474 | 0.000 | ||
| 5628 | 2013.11.21 16:30 | modify | 1150 | 0.05 | 100.259 | 100.485 | 0.000 | ||
| 5629 | 2013.11.21 16:44 | modify | 1150 | 0.05 | 100.259 | 100.496 | 0.000 | ||
| 5630 | 2013.11.21 16:44 | modify | 1150 | 0.05 | 100.259 | 100.506 | 0.000 | ||
| 5631 | 2013.11.21 16:44 | modify | 1150 | 0.05 | 100.259 | 100.517 | 0.000 | ||
| 5632 | 2013.11.21 16:44 | modify | 1150 | 0.05 | 100.259 | 100.527 | 0.000 | ||
| 5633 | 2013.11.21 16:44 | modify | 1150 | 0.05 | 100.259 | 100.540 | 0.000 | ||
| 5634 | 2013.11.21 17:11 | modify | 1150 | 0.05 | 100.259 | 100.551 | 0.000 | ||
| 5635 | 2013.11.21 17:11 | modify | 1150 | 0.05 | 100.259 | 100.563 | 0.000 | ||
| 5636 | 2013.11.21 17:11 | modify | 1150 | 0.05 | 100.259 | 100.574 | 0.000 | ||
| 5637 | 2013.11.21 17:11 | modify | 1150 | 0.05 | 100.259 | 100.584 | 0.000 | ||
| 5638 | 2013.11.21 17:47 | modify | 1150 | 0.05 | 100.259 | 100.597 | 0.000 | ||
| 5639 | 2013.11.21 17:47 | modify | 1150 | 0.05 | 100.259 | 100.608 | 0.000 | ||
| 5640 | 2013.11.21 17:47 | modify | 1150 | 0.05 | 100.259 | 100.619 | 0.000 | ||
| 5641 | 2013.11.21 17:47 | modify | 1150 | 0.05 | 100.259 | 100.630 | 0.000 | ||
| 5642 | 2013.11.21 17:47 | modify | 1150 | 0.05 | 100.259 | 100.641 | 0.000 | ||
| 5643 | 2013.11.21 22:43 | modify | 1150 | 0.05 | 100.259 | 100.652 | 0.000 | ||
| 5644 | 2013.11.21 22:43 | modify | 1150 | 0.05 | 100.259 | 100.663 | 0.000 | ||
| 5645 | 2013.11.21 22:43 | modify | 1150 | 0.05 | 100.259 | 100.673 | 0.000 | ||
| 5646 | 2013.11.21 22:43 | modify | 1150 | 0.05 | 100.259 | 100.684 | 0.000 | ||
| 5647 | 2013.11.21 22:45 | modify | 1150 | 0.05 | 100.259 | 100.694 | 0.000 | ||
| 5648 | 2013.11.22 00:57 | modify | 1150 | 0.05 | 100.259 | 100.705 | 0.000 | ||
| 5649 | 2013.11.22 01:02 | modify | 1150 | 0.05 | 100.259 | 100.715 | 0.000 | ||
| 5650 | 2013.11.22 01:13 | modify | 1150 | 0.05 | 100.259 | 100.729 | 0.000 | ||
| 5651 | 2013.11.22 02:31 | modify | 1150 | 0.05 | 100.259 | 100.741 | 0.000 | ||
| 5652 | 2013.11.22 02:31 | modify | 1150 | 0.05 | 100.259 | 100.752 | 0.000 | ||
| 5653 | 2013.11.22 02:31 | modify | 1150 | 0.05 | 100.259 | 100.762 | 0.000 | ||
| 5654 | 2013.11.22 02:31 | modify | 1150 | 0.05 | 100.259 | 100.773 | 0.000 | ||
| 5655 | 2013.11.22 02:31 | modify | 1150 | 0.05 | 100.259 | 100.784 | 0.000 | ||
| 5656 | 2013.11.22 02:31 | modify | 1150 | 0.05 | 100.259 | 100.795 | 0.000 | ||
| 5657 | 2013.11.22 02:33 | modify | 1150 | 0.05 | 100.259 | 100.806 | 0.000 | ||
| 5658 | 2013.11.22 02:33 | modify | 1150 | 0.05 | 100.259 | 100.816 | 0.000 | ||
| 5659 | 2013.11.22 02:37 | modify | 1150 | 0.05 | 100.259 | 100.828 | 0.000 | ||
| 5660 | 2013.11.22 02:38 | modify | 1150 | 0.05 | 100.259 | 100.840 | 0.000 | ||
| 5661 | 2013.11.22 02:38 | modify | 1150 | 0.05 | 100.259 | 100.852 | 0.000 | ||
| 5662 | 2013.11.22 02:38 | modify | 1150 | 0.05 | 100.259 | 100.864 | 0.000 | ||
| 5663 | 2013.11.22 02:44 | modify | 1150 | 0.05 | 100.259 | 100.877 | 0.000 | ||
| 5664 | 2013.11.22 02:44 | modify | 1150 | 0.05 | 100.259 | 100.889 | 0.000 | ||
| 5665 | 2013.11.22 08:00 | close | 1150 | 0.05 | 101.106 | 100.889 | 0.000 | 42.14 | 11802.89 |
| 5666 | 2013.11.25 03:53 | buy | 1151 | 0.10 | 101.381 | 0.000 | 0.000 | ||
| 5667 | 2013.11.25 03:53 | modify | 1151 | 0.10 | 101.381 | 101.131 | 0.000 | ||
| 5668 | 2013.11.25 04:30 | close | 1151 | 0.05 | 101.535 | 101.131 | 0.000 | 7.58 | 11810.47 |
| 5669 | 2013.11.25 04:30 | buy | 1152 | 0.05 | 101.381 | 101.131 | 0.000 | ||
| 5670 | 2013.11.25 05:24 | modify | 1152 | 0.05 | 101.381 | 101.431 | 0.000 | ||
| 5671 | 2013.11.25 18:05 | close | 1152 | 0.05 | 101.620 | 101.431 | 0.000 | 11.76 | 11822.23 |
| 5672 | 2013.11.26 20:56 | sell | 1153 | 0.10 | 101.304 | 0.000 | 0.000 | ||
| 5673 | 2013.11.26 20:56 | modify | 1153 | 0.10 | 101.304 | 101.554 | 0.000 | ||
| 5674 | 2013.11.27 01:00 | close | 1153 | 0.05 | 101.288 | 101.554 | 0.000 | 0.29 | 11822.52 |
| 5675 | 2013.11.27 01:00 | sell | 1154 | 0.05 | 101.304 | 101.554 | 0.000 | ||
| 5676 | 2013.11.27 06:45 | close | 1154 | 0.05 | 101.477 | 101.554 | 0.000 | -9.02 | 11813.51 |
| 5677 | 2013.11.27 10:32 | buy | 1155 | 0.10 | 101.652 | 0.000 | 0.000 | ||
| 5678 | 2013.11.27 10:32 | modify | 1155 | 0.10 | 101.652 | 101.402 | 0.000 | ||
| 5679 | 2013.11.27 12:00 | close | 1155 | 0.05 | 101.668 | 101.402 | 0.000 | 0.79 | 11814.30 |
| 5680 | 2013.11.27 12:00 | buy | 1156 | 0.05 | 101.652 | 101.402 | 0.000 | ||
| 5681 | 2013.11.27 17:42 | modify | 1156 | 0.05 | 101.652 | 101.702 | 0.000 | ||
| 5682 | 2013.11.28 01:40 | modify | 1156 | 0.05 | 101.652 | 101.803 | 0.000 | ||
| 5683 | 2013.11.28 01:53 | modify | 1156 | 0.05 | 101.652 | 101.813 | 0.000 | ||
| 5684 | 2013.11.28 01:54 | modify | 1156 | 0.05 | 101.652 | 101.824 | 0.000 | ||
| 5685 | 2013.11.28 03:54 | close | 1156 | 0.03 | 101.925 | 101.824 | 0.000 | 8.49 | 11822.79 |
| 5686 | 2013.11.28 03:54 | buy | 1157 | 0.02 | 101.652 | 101.824 | 0.000 | ||
| 5687 | 2013.11.28 14:44 | modify | 1157 | 0.02 | 101.652 | 101.834 | 0.000 | ||
| 5688 | 2013.11.28 15:23 | modify | 1157 | 0.02 | 101.652 | 101.845 | 0.000 | ||
| 5689 | 2013.11.28 15:26 | modify | 1157 | 0.02 | 101.652 | 101.855 | 0.000 | ||
| 5690 | 2013.11.28 15:27 | modify | 1157 | 0.02 | 101.652 | 101.867 | 0.000 | ||
| 5691 | 2013.11.28 15:29 | modify | 1157 | 0.02 | 101.652 | 101.878 | 0.000 | ||
| 5692 | 2013.11.28 15:30 | modify | 1157 | 0.02 | 101.652 | 101.890 | 0.000 | ||
| 5693 | 2013.11.28 15:30 | modify | 1157 | 0.02 | 101.652 | 101.901 | 0.000 | ||
| 5694 | 2013.11.28 15:31 | modify | 1157 | 0.02 | 101.652 | 101.911 | 0.000 | ||
| 5695 | 2013.11.29 00:35 | modify | 1157 | 0.02 | 101.652 | 101.925 | 0.000 | ||
| 5696 | 2013.11.29 00:35 | modify | 1157 | 0.02 | 101.652 | 101.942 | 0.000 | ||
| 5697 | 2013.11.29 04:11 | modify | 1157 | 0.02 | 101.652 | 101.952 | 0.000 | ||
| 5698 | 2013.11.29 04:11 | modify | 1157 | 0.02 | 101.652 | 101.963 | 0.000 | ||
| 5699 | 2013.11.29 04:11 | modify | 1157 | 0.02 | 101.652 | 101.973 | 0.000 | ||
| 5700 | 2013.11.29 04:36 | modify | 1157 | 0.02 | 101.652 | 101.983 | 0.000 | ||