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 |
| 5701 | 2013.11.29 04:38 | modify | 1157 | 0.02 | 101.652 | 101.994 | 0.000 | ||
| 5702 | 2013.11.29 04:38 | modify | 1157 | 0.02 | 101.652 | 102.005 | 0.000 | ||
| 5703 | 2013.11.29 04:38 | modify | 1157 | 0.02 | 101.652 | 102.016 | 0.000 | ||
| 5704 | 2013.11.29 04:38 | modify | 1157 | 0.02 | 101.652 | 102.028 | 0.000 | ||
| 5705 | 2013.11.29 04:38 | modify | 1157 | 0.02 | 101.652 | 102.039 | 0.000 | ||
| 5706 | 2013.11.29 04:38 | modify | 1157 | 0.02 | 101.652 | 102.051 | 0.000 | ||
| 5707 | 2013.11.29 04:38 | modify | 1157 | 0.02 | 101.652 | 102.063 | 0.000 | ||
| 5708 | 2013.11.29 04:39 | modify | 1157 | 0.02 | 101.652 | 102.074 | 0.000 | ||
| 5709 | 2013.11.29 04:39 | modify | 1157 | 0.02 | 101.652 | 102.085 | 0.000 | ||
| 5710 | 2013.11.29 04:39 | modify | 1157 | 0.02 | 101.652 | 102.095 | 0.000 | ||
| 5711 | 2013.11.29 04:39 | modify | 1157 | 0.02 | 101.652 | 102.105 | 0.000 | ||
| 5712 | 2013.11.29 04:39 | modify | 1157 | 0.02 | 101.652 | 102.116 | 0.000 | ||
| 5713 | 2013.11.29 04:48 | modify | 1157 | 0.02 | 101.652 | 102.128 | 0.000 | ||
| 5714 | 2013.11.29 04:48 | modify | 1157 | 0.02 | 101.652 | 102.139 | 0.000 | ||
| 5715 | 2013.11.29 04:48 | modify | 1157 | 0.02 | 101.652 | 102.149 | 0.000 | ||
| 5716 | 2013.11.29 08:00 | close | 1157 | 0.02 | 102.275 | 102.149 | 0.000 | 12.58 | 11835.37 |
| 5717 | 2013.12.02 11:31 | buy | 1158 | 0.10 | 102.615 | 0.000 | 0.000 | ||
| 5718 | 2013.12.02 11:31 | modify | 1158 | 0.10 | 102.615 | 102.365 | 0.000 | ||
| 5719 | 2013.12.02 12:38 | close | 1158 | 0.05 | 102.799 | 102.365 | 0.000 | 8.95 | 11844.32 |
| 5720 | 2013.12.02 12:38 | buy | 1159 | 0.05 | 102.615 | 102.365 | 0.000 | ||
| 5721 | 2013.12.02 17:24 | modify | 1159 | 0.05 | 102.615 | 102.665 | 0.000 | ||
| 5722 | 2013.12.03 06:46 | modify | 1159 | 0.05 | 102.615 | 102.766 | 0.000 | ||
| 5723 | 2013.12.03 07:15 | modify | 1159 | 0.05 | 102.615 | 102.778 | 0.000 | ||
| 5724 | 2013.12.03 07:18 | modify | 1159 | 0.05 | 102.615 | 102.789 | 0.000 | ||
| 5725 | 2013.12.03 07:18 | modify | 1159 | 0.05 | 102.615 | 102.802 | 0.000 | ||
| 5726 | 2013.12.03 07:18 | modify | 1159 | 0.05 | 102.615 | 102.813 | 0.000 | ||
| 5727 | 2013.12.03 07:19 | modify | 1159 | 0.05 | 102.615 | 102.824 | 0.000 | ||
| 5728 | 2013.12.03 07:20 | modify | 1159 | 0.05 | 102.615 | 102.834 | 0.000 | ||
| 5729 | 2013.12.03 07:24 | modify | 1159 | 0.05 | 102.615 | 102.845 | 0.000 | ||
| 5730 | 2013.12.03 07:24 | modify | 1159 | 0.05 | 102.615 | 102.855 | 0.000 | ||
| 5731 | 2013.12.03 07:26 | modify | 1159 | 0.05 | 102.615 | 102.867 | 0.000 | ||
| 5732 | 2013.12.03 07:27 | modify | 1159 | 0.05 | 102.615 | 102.878 | 0.000 | ||
| 5733 | 2013.12.03 07:28 | modify | 1159 | 0.05 | 102.615 | 102.889 | 0.000 | ||
| 5734 | 2013.12.03 07:28 | modify | 1159 | 0.05 | 102.615 | 102.899 | 0.000 | ||
| 5735 | 2013.12.03 07:28 | modify | 1159 | 0.05 | 102.615 | 102.910 | 0.000 | ||
| 5736 | 2013.12.03 07:28 | modify | 1159 | 0.05 | 102.615 | 102.920 | 0.000 | ||
| 5737 | 2013.12.03 12:35 | close | 1159 | 0.03 | 102.948 | 102.920 | 0.000 | 9.85 | 11854.17 |
| 5738 | 2013.12.03 12:35 | buy | 1160 | 0.02 | 102.615 | 102.920 | 0.000 | ||
| 5739 | 2013.12.03 12:41 | s/l | 1160 | 0.02 | 102.920 | 102.920 | 0.000 | 6.03 | 11860.20 |
| 5740 | 2013.12.05 19:24 | sell | 1161 | 0.10 | 101.806 | 0.000 | 0.000 | ||
| 5741 | 2013.12.05 19:24 | modify | 1161 | 0.10 | 101.806 | 102.056 | 0.000 | ||
| 5742 | 2013.12.05 19:34 | close | 1161 | 0.05 | 101.702 | 102.056 | 0.000 | 5.11 | 11865.31 |
| 5743 | 2013.12.05 19:34 | sell | 1162 | 0.05 | 101.806 | 102.056 | 0.000 | ||
| 5744 | 2013.12.06 07:38 | close | 1162 | 0.05 | 102.007 | 102.056 | 0.000 | -10.35 | 11854.96 |
| 5745 | 2013.12.10 15:35 | sell | 1163 | 0.10 | 102.954 | 0.000 | 0.000 | ||
| 5746 | 2013.12.10 15:35 | modify | 1163 | 0.10 | 102.954 | 103.204 | 0.000 | ||
| 5747 | 2013.12.10 16:20 | close | 1163 | 0.05 | 102.768 | 103.204 | 0.000 | 9.05 | 11864.01 |
| 5748 | 2013.12.10 16:20 | sell | 1164 | 0.05 | 102.954 | 103.204 | 0.000 | ||
| 5749 | 2013.12.10 21:56 | modify | 1164 | 0.05 | 102.954 | 102.904 | 0.000 | ||
| 5750 | 2013.12.11 01:57 | s/l | 1164 | 0.05 | 102.904 | 102.904 | 0.000 | 1.93 | 11865.95 |
| 5751 | 2013.12.11 07:38 | sell | 1165 | 0.10 | 102.568 | 0.000 | 0.000 | ||
| 5752 | 2013.12.11 07:38 | modify | 1165 | 0.10 | 102.568 | 102.818 | 0.000 | ||
| 5753 | 2013.12.11 09:00 | close | 1165 | 0.05 | 102.764 | 102.818 | 0.000 | -9.54 | 11856.41 |
| 5754 | 2013.12.11 09:00 | sell | 1166 | 0.05 | 102.568 | 102.818 | 0.000 | ||
| 5755 | 2013.12.11 20:20 | modify | 1166 | 0.05 | 102.568 | 102.518 | 0.000 | ||
| 5756 | 2013.12.11 21:05 | s/l | 1166 | 0.05 | 102.518 | 102.518 | 0.000 | 2.44 | 11858.85 |
| 5757 | 2013.12.12 11:49 | buy | 1167 | 0.10 | 102.859 | 0.000 | 0.000 | ||
| 5758 | 2013.12.12 11:49 | modify | 1167 | 0.10 | 102.859 | 102.609 | 0.000 | ||
| 5759 | 2013.12.12 21:27 | modify | 1167 | 0.10 | 102.859 | 102.909 | 0.000 | ||
| 5760 | 2013.12.12 23:00 | close | 1167 | 0.05 | 103.262 | 102.909 | 0.000 | 19.51 | 11878.36 |
| 5761 | 2013.12.12 23:00 | buy | 1168 | 0.05 | 102.859 | 102.909 | 0.000 | ||
| 5762 | 2013.12.13 01:39 | modify | 1168 | 0.05 | 102.859 | 103.011 | 0.000 | ||
| 5763 | 2013.12.13 01:39 | modify | 1168 | 0.05 | 102.859 | 103.023 | 0.000 | ||
| 5764 | 2013.12.13 01:39 | modify | 1168 | 0.05 | 102.859 | 103.035 | 0.000 | ||
| 5765 | 2013.12.13 01:39 | modify | 1168 | 0.05 | 102.859 | 103.052 | 0.000 | ||
| 5766 | 2013.12.13 01:39 | modify | 1168 | 0.05 | 102.859 | 103.071 | 0.000 | ||
| 5767 | 2013.12.13 01:39 | modify | 1168 | 0.05 | 102.859 | 103.084 | 0.000 | ||
| 5768 | 2013.12.13 01:39 | modify | 1168 | 0.05 | 102.859 | 103.100 | 0.000 | ||
| 5769 | 2013.12.13 01:40 | modify | 1168 | 0.05 | 102.859 | 103.119 | 0.000 | ||
| 5770 | 2013.12.13 01:44 | modify | 1168 | 0.05 | 102.859 | 103.131 | 0.000 | ||
| 5771 | 2013.12.13 01:45 | modify | 1168 | 0.05 | 102.859 | 103.144 | 0.000 | ||
| 5772 | 2013.12.13 01:45 | modify | 1168 | 0.05 | 102.859 | 103.156 | 0.000 | ||
| 5773 | 2013.12.13 02:31 | modify | 1168 | 0.05 | 102.859 | 103.168 | 0.000 | ||
| 5774 | 2013.12.13 02:31 | modify | 1168 | 0.05 | 102.859 | 103.179 | 0.000 | ||
| 5775 | 2013.12.13 02:43 | modify | 1168 | 0.05 | 102.859 | 103.190 | 0.000 | ||
| 5776 | 2013.12.13 02:43 | modify | 1168 | 0.05 | 102.859 | 103.200 | 0.000 | ||
| 5777 | 2013.12.13 06:40 | modify | 1168 | 0.05 | 102.859 | 103.211 | 0.000 | ||
| 5778 | 2013.12.13 06:40 | modify | 1168 | 0.05 | 102.859 | 103.221 | 0.000 | ||
| 5779 | 2013.12.13 06:41 | modify | 1168 | 0.05 | 102.859 | 103.232 | 0.000 | ||
| 5780 | 2013.12.13 06:53 | modify | 1168 | 0.05 | 102.859 | 103.243 | 0.000 | ||
| 5781 | 2013.12.13 06:53 | modify | 1168 | 0.05 | 102.859 | 103.253 | 0.000 | ||
| 5782 | 2013.12.13 06:53 | modify | 1168 | 0.05 | 102.859 | 103.264 | 0.000 | ||
| 5783 | 2013.12.13 06:53 | modify | 1168 | 0.05 | 102.859 | 103.278 | 0.000 | ||
| 5784 | 2013.12.13 06:53 | modify | 1168 | 0.05 | 102.859 | 103.292 | 0.000 | ||
| 5785 | 2013.12.13 06:53 | modify | 1168 | 0.05 | 102.859 | 103.303 | 0.000 | ||
| 5786 | 2013.12.13 06:53 | modify | 1168 | 0.05 | 102.859 | 103.314 | 0.000 | ||
| 5787 | 2013.12.13 06:53 | modify | 1168 | 0.05 | 102.859 | 103.326 | 0.000 | ||
| 5788 | 2013.12.13 06:53 | modify | 1168 | 0.05 | 102.859 | 103.337 | 0.000 | ||
| 5789 | 2013.12.13 06:53 | modify | 1168 | 0.05 | 102.859 | 103.351 | 0.000 | ||
| 5790 | 2013.12.13 06:53 | modify | 1168 | 0.05 | 102.859 | 103.362 | 0.000 | ||
| 5791 | 2013.12.13 06:53 | modify | 1168 | 0.05 | 102.859 | 103.373 | 0.000 | ||
| 5792 | 2013.12.13 08:00 | close | 1168 | 0.05 | 103.810 | 103.373 | 0.000 | 46.05 | 11924.41 |
| 5793 | 2013.12.16 05:05 | sell | 1169 | 0.10 | 102.979 | 0.000 | 0.000 | ||
| 5794 | 2013.12.16 05:05 | modify | 1169 | 0.10 | 102.979 | 103.229 | 0.000 | ||
| 5795 | 2013.12.16 05:37 | close | 1169 | 0.05 | 102.877 | 103.229 | 0.000 | 4.96 | 11929.37 |
| 5796 | 2013.12.16 05:37 | sell | 1170 | 0.05 | 102.979 | 103.229 | 0.000 | ||
| 5797 | 2013.12.17 01:55 | close | 1170 | 0.05 | 103.081 | 103.229 | 0.000 | -5.45 | 11923.92 |
| 5798 | 2013.12.17 18:43 | sell | 1171 | 0.10 | 102.843 | 0.000 | 0.000 | ||
| 5799 | 2013.12.17 18:43 | modify | 1171 | 0.10 | 102.843 | 103.093 | 0.000 | ||
| 5800 | 2013.12.17 18:50 | close | 1171 | 0.05 | 102.742 | 103.093 | 0.000 | 4.92 | 11928.84 |
| 5801 | 2013.12.17 18:50 | sell | 1172 | 0.05 | 102.843 | 103.093 | 0.000 | ||
| 5802 | 2013.12.18 03:34 | close | 1172 | 0.03 | 102.878 | 103.093 | 0.000 | -1.32 | 11927.52 |
| 5803 | 2013.12.18 03:34 | sell | 1173 | 0.02 | 102.843 | 103.093 | 0.000 | ||
| 5804 | 2013.12.18 05:10 | close | 1173 | 0.02 | 102.943 | 103.093 | 0.000 | -2.14 | 11925.38 |
| 5805 | 2013.12.18 16:23 | buy | 1174 | 0.10 | 103.049 | 0.000 | 0.000 | ||
| 5806 | 2013.12.18 16:23 | modify | 1174 | 0.10 | 103.049 | 102.799 | 0.000 | ||
| 5807 | 2013.12.18 16:30 | close | 1174 | 0.05 | 103.151 | 102.799 | 0.000 | 4.94 | 11930.32 |
| 5808 | 2013.12.18 16:30 | buy | 1175 | 0.05 | 103.049 | 102.799 | 0.000 | ||
| 5809 | 2013.12.18 21:59 | close | 1175 | 0.03 | 102.902 | 102.799 | 0.000 | -4.29 | 11926.03 |
| 5810 | 2013.12.18 21:59 | buy | 1176 | 0.02 | 103.049 | 102.799 | 0.000 | ||
| 5811 | 2013.12.18 21:59 | close | 1176 | 0.02 | 102.817 | 102.799 | 0.000 | -4.51 | 11921.52 |
| 5812 | 2013.12.18 22:00 | buy | 1177 | 0.10 | 103.294 | 0.000 | 0.000 | ||
| 5813 | 2013.12.18 22:00 | modify | 1177 | 0.10 | 103.294 | 103.044 | 0.000 | ||
| 5814 | 2013.12.18 22:02 | close | 1177 | 0.05 | 103.403 | 103.044 | 0.000 | 5.27 | 11926.79 |
| 5815 | 2013.12.18 22:02 | buy | 1178 | 0.05 | 103.294 | 103.044 | 0.000 | ||
| 5816 | 2013.12.18 22:06 | modify | 1178 | 0.05 | 103.294 | 103.344 | 0.000 | ||
| 5817 | 2013.12.18 22:08 | s/l | 1178 | 0.05 | 103.344 | 103.344 | 0.000 | 2.42 | 11929.21 |
| 5818 | 2013.12.23 14:23 | sell | 1179 | 0.10 | 103.850 | 0.000 | 0.000 | ||
| 5819 | 2013.12.23 14:23 | modify | 1179 | 0.10 | 103.850 | 104.100 | 0.000 | ||
| 5820 | 2013.12.23 16:00 | close | 1179 | 0.05 | 103.849 | 104.100 | 0.000 | 0.05 | 11929.26 |
| 5821 | 2013.12.23 16:00 | sell | 1180 | 0.05 | 103.850 | 104.100 | 0.000 | ||
| 5822 | 2013.12.23 17:47 | close | 1180 | 0.03 | 104.053 | 104.100 | 0.000 | -5.85 | 11923.41 |
| 5823 | 2013.12.23 17:47 | sell | 1181 | 0.02 | 103.850 | 104.100 | 0.000 | ||
| 5824 | 2013.12.23 18:11 | s/l | 1181 | 0.02 | 104.100 | 104.100 | 0.000 | -4.80 | 11918.61 |
| 5825 | 2013.12.24 03:57 | buy | 1182 | 0.10 | 104.270 | 0.000 | 0.000 | ||
| 5826 | 2013.12.24 03:57 | modify | 1182 | 0.10 | 104.270 | 104.020 | 0.000 | ||
| 5827 | 2013.12.24 07:00 | close | 1182 | 0.05 | 104.331 | 104.020 | 0.000 | 2.92 | 11921.53 |
| 5828 | 2013.12.24 07:00 | buy | 1183 | 0.05 | 104.270 | 104.020 | 0.000 | ||
| 5829 | 2013.12.26 09:00 | modify | 1183 | 0.05 | 104.270 | 104.320 | 0.000 | ||
| 5830 | 2013.12.26 22:28 | close | 1183 | 0.03 | 104.713 | 104.320 | 0.000 | 13.29 | 11934.82 |
| 5831 | 2013.12.26 22:28 | buy | 1184 | 0.02 | 104.270 | 104.320 | 0.000 | ||
| 5832 | 2013.12.26 22:59 | close | 1184 | 0.02 | 104.693 | 104.320 | 0.000 | 8.48 | 11943.31 |
| 5833 | 2013.12.27 01:46 | buy | 1185 | 0.10 | 104.838 | 0.000 | 0.000 | ||
| 5834 | 2013.12.27 01:46 | modify | 1185 | 0.10 | 104.838 | 104.588 | 0.000 | ||
| 5835 | 2013.12.27 03:27 | close | 1185 | 0.05 | 104.962 | 104.588 | 0.000 | 5.91 | 11949.22 |
| 5836 | 2013.12.27 03:27 | buy | 1186 | 0.05 | 104.838 | 104.588 | 0.000 | ||
| 5837 | 2013.12.27 08:00 | close | 1186 | 0.05 | 104.747 | 104.588 | 0.000 | -4.34 | 11944.88 |
| 5838 | 2013.12.31 02:44 | sell | 1187 | 0.10 | 104.932 | 0.000 | 0.000 | ||
| 5839 | 2013.12.31 02:44 | modify | 1187 | 0.10 | 104.932 | 105.182 | 0.000 | ||
| 5840 | 2013.12.31 11:31 | close | 1187 | 0.05 | 105.069 | 105.182 | 0.000 | -6.52 | 11938.36 |
| 5841 | 2013.12.31 11:31 | sell | 1188 | 0.05 | 104.932 | 105.182 | 0.000 | ||
| 5842 | 2013.12.31 18:58 | close | 1188 | 0.03 | 105.035 | 105.182 | 0.000 | -2.94 | 11935.42 |
| 5843 | 2013.12.31 18:58 | sell | 1189 | 0.02 | 104.932 | 105.182 | 0.000 | ||
| 5844 | 2013.12.31 18:59 | close | 1189 | 0.02 | 105.084 | 105.182 | 0.000 | -2.89 | 11932.53 |
| 5845 | 2014.01.08 03:05 | buy | 1190 | 0.10 | 104.764 | 0.000 | 0.000 | ||
| 5846 | 2014.01.08 03:05 | modify | 1190 | 0.10 | 104.764 | 104.514 | 0.000 | ||
| 5847 | 2014.01.08 04:00 | close | 1190 | 0.05 | 104.699 | 104.514 | 0.000 | -3.10 | 11929.43 |
| 5848 | 2014.01.08 04:00 | buy | 1191 | 0.05 | 104.764 | 104.514 | 0.000 | ||
| 5849 | 2014.01.08 13:46 | close | 1191 | 0.03 | 104.713 | 104.514 | 0.000 | -1.46 | 11927.97 |
| 5850 | 2014.01.08 13:46 | buy | 1192 | 0.02 | 104.764 | 104.514 | 0.000 | ||