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 |
| 451 | 2009.09.21 15:24 | modify | 65 | 0.05 | 91.531 | 92.051 | 0.000 | ||
| 452 | 2009.09.21 15:25 | modify | 65 | 0.05 | 91.531 | 92.070 | 0.000 | ||
| 453 | 2009.09.21 18:16 | s/l | 65 | 0.05 | 92.070 | 92.070 | 0.000 | 29.27 | 10185.08 |
| 454 | 2009.10.02 06:03 | sell | 66 | 0.10 | 89.332 | 0.000 | 0.000 | ||
| 455 | 2009.10.02 06:03 | modify | 66 | 0.10 | 89.332 | 89.582 | 0.000 | ||
| 456 | 2009.10.02 08:00 | close | 66 | 0.10 | 89.420 | 89.582 | 0.000 | -9.84 | 10175.24 |
| 457 | 2009.10.06 04:09 | sell | 67 | 0.10 | 89.309 | 0.000 | 0.000 | ||
| 458 | 2009.10.06 04:09 | modify | 67 | 0.10 | 89.309 | 89.559 | 0.000 | ||
| 459 | 2009.10.06 04:13 | close | 67 | 0.05 | 89.208 | 89.559 | 0.000 | 5.66 | 10180.90 |
| 460 | 2009.10.06 04:13 | sell | 68 | 0.05 | 89.309 | 89.559 | 0.000 | ||
| 461 | 2009.10.06 08:24 | modify | 68 | 0.05 | 89.309 | 89.259 | 0.000 | ||
| 462 | 2009.10.06 09:41 | s/l | 68 | 0.05 | 89.259 | 89.259 | 0.000 | 2.80 | 10183.70 |
| 463 | 2009.10.09 03:00 | buy | 69 | 0.10 | 88.771 | 0.000 | 0.000 | ||
| 464 | 2009.10.09 03:00 | modify | 69 | 0.10 | 88.771 | 88.521 | 0.000 | ||
| 465 | 2009.10.09 04:00 | close | 69 | 0.05 | 88.720 | 88.521 | 0.000 | -2.87 | 10180.83 |
| 466 | 2009.10.09 04:00 | buy | 70 | 0.05 | 88.771 | 88.521 | 0.000 | ||
| 467 | 2009.10.09 04:49 | modify | 70 | 0.05 | 88.771 | 88.821 | 0.000 | ||
| 468 | 2009.10.09 08:00 | close | 70 | 0.05 | 89.170 | 88.821 | 0.000 | 22.37 | 10203.20 |
| 469 | 2009.10.19 10:38 | sell | 71 | 0.10 | 90.569 | 0.000 | 0.000 | ||
| 470 | 2009.10.19 10:38 | modify | 71 | 0.10 | 90.569 | 90.819 | 0.000 | ||
| 471 | 2009.10.19 11:31 | close | 71 | 0.05 | 90.363 | 90.819 | 0.000 | 11.40 | 10214.60 |
| 472 | 2009.10.19 11:31 | sell | 72 | 0.05 | 90.569 | 90.819 | 0.000 | ||
| 473 | 2009.10.19 14:00 | s/l | 72 | 0.05 | 90.819 | 90.819 | 0.000 | -13.76 | 10200.84 |
| 474 | 2009.10.20 05:11 | sell | 73 | 0.10 | 90.328 | 0.000 | 0.000 | ||
| 475 | 2009.10.20 05:11 | modify | 73 | 0.10 | 90.328 | 90.578 | 0.000 | ||
| 476 | 2009.10.20 09:00 | close | 73 | 0.05 | 90.170 | 90.578 | 0.000 | 8.76 | 10209.60 |
| 477 | 2009.10.20 09:00 | sell | 74 | 0.05 | 90.328 | 90.578 | 0.000 | ||
| 478 | 2009.10.20 14:12 | s/l | 74 | 0.05 | 90.578 | 90.578 | 0.000 | -13.80 | 10195.80 |
| 479 | 2009.10.21 14:55 | buy | 75 | 0.10 | 91.061 | 0.000 | 0.000 | ||
| 480 | 2009.10.21 14:55 | modify | 75 | 0.10 | 91.061 | 90.811 | 0.000 | ||
| 481 | 2009.10.21 16:00 | close | 75 | 0.05 | 91.000 | 90.811 | 0.000 | -3.35 | 10192.45 |
| 482 | 2009.10.21 16:00 | buy | 76 | 0.05 | 91.061 | 90.811 | 0.000 | ||
| 483 | 2009.10.21 16:49 | s/l | 76 | 0.05 | 90.811 | 90.811 | 0.000 | -13.77 | 10178.68 |
| 484 | 2009.10.22 08:46 | buy | 77 | 0.10 | 91.271 | 0.000 | 0.000 | ||
| 485 | 2009.10.22 08:46 | modify | 77 | 0.10 | 91.271 | 91.021 | 0.000 | ||
| 486 | 2009.10.22 08:48 | close | 77 | 0.05 | 91.373 | 91.021 | 0.000 | 5.58 | 10184.26 |
| 487 | 2009.10.22 08:48 | buy | 78 | 0.05 | 91.271 | 91.021 | 0.000 | ||
| 488 | 2009.10.22 16:59 | modify | 78 | 0.05 | 91.271 | 91.321 | 0.000 | ||
| 489 | 2009.10.22 21:01 | s/l | 78 | 0.05 | 91.321 | 91.321 | 0.000 | 2.74 | 10187.00 |
| 490 | 2009.10.27 21:10 | sell | 79 | 0.10 | 91.749 | 0.000 | 0.000 | ||
| 491 | 2009.10.27 21:10 | modify | 79 | 0.10 | 91.749 | 91.999 | 0.000 | ||
| 492 | 2009.10.28 01:00 | close | 79 | 0.05 | 91.790 | 91.999 | 0.000 | -2.73 | 10184.28 |
| 493 | 2009.10.28 01:00 | sell | 80 | 0.05 | 91.749 | 91.999 | 0.000 | ||
| 494 | 2009.10.28 04:08 | modify | 80 | 0.05 | 91.749 | 91.699 | 0.000 | ||
| 495 | 2009.10.28 07:17 | modify | 80 | 0.05 | 91.749 | 91.598 | 0.000 | ||
| 496 | 2009.10.28 07:18 | modify | 80 | 0.05 | 91.749 | 91.587 | 0.000 | ||
| 497 | 2009.10.28 07:18 | modify | 80 | 0.05 | 91.749 | 91.576 | 0.000 | ||
| 498 | 2009.10.28 07:25 | modify | 80 | 0.05 | 91.749 | 91.565 | 0.000 | ||
| 499 | 2009.10.28 07:26 | modify | 80 | 0.05 | 91.749 | 91.553 | 0.000 | ||
| 500 | 2009.10.28 07:26 | modify | 80 | 0.05 | 91.749 | 91.542 | 0.000 | ||
| 501 | 2009.10.28 10:43 | modify | 80 | 0.05 | 91.749 | 91.531 | 0.000 | ||
| 502 | 2009.10.28 10:43 | modify | 80 | 0.05 | 91.749 | 91.519 | 0.000 | ||
| 503 | 2009.10.28 12:16 | modify | 80 | 0.05 | 91.749 | 91.508 | 0.000 | ||
| 504 | 2009.10.28 12:20 | modify | 80 | 0.05 | 91.749 | 91.496 | 0.000 | ||
| 505 | 2009.10.28 12:20 | modify | 80 | 0.05 | 91.749 | 91.485 | 0.000 | ||
| 506 | 2009.10.28 12:20 | modify | 80 | 0.05 | 91.749 | 91.473 | 0.000 | ||
| 507 | 2009.10.28 12:20 | modify | 80 | 0.05 | 91.749 | 91.460 | 0.000 | ||
| 508 | 2009.10.28 12:21 | modify | 80 | 0.05 | 91.749 | 91.449 | 0.000 | ||
| 509 | 2009.10.28 12:21 | modify | 80 | 0.05 | 91.749 | 91.438 | 0.000 | ||
| 510 | 2009.10.28 12:21 | modify | 80 | 0.05 | 91.749 | 91.427 | 0.000 | ||
| 511 | 2009.10.28 12:21 | modify | 80 | 0.05 | 91.749 | 91.417 | 0.000 | ||
| 512 | 2009.10.28 12:21 | modify | 80 | 0.05 | 91.749 | 91.406 | 0.000 | ||
| 513 | 2009.10.28 12:21 | modify | 80 | 0.05 | 91.749 | 91.394 | 0.000 | ||
| 514 | 2009.10.28 12:21 | modify | 80 | 0.05 | 91.749 | 91.383 | 0.000 | ||
| 515 | 2009.10.28 12:21 | modify | 80 | 0.05 | 91.749 | 91.372 | 0.000 | ||
| 516 | 2009.10.28 19:37 | modify | 80 | 0.05 | 91.749 | 91.360 | 0.000 | ||
| 517 | 2009.10.28 19:37 | modify | 80 | 0.05 | 91.749 | 91.348 | 0.000 | ||
| 518 | 2009.10.28 19:37 | modify | 80 | 0.05 | 91.749 | 91.337 | 0.000 | ||
| 519 | 2009.10.28 19:37 | modify | 80 | 0.05 | 91.749 | 91.325 | 0.000 | ||
| 520 | 2009.10.28 19:37 | modify | 80 | 0.05 | 91.749 | 91.314 | 0.000 | ||
| 521 | 2009.10.28 19:37 | modify | 80 | 0.05 | 91.749 | 91.302 | 0.000 | ||
| 522 | 2009.10.28 19:37 | modify | 80 | 0.05 | 91.749 | 91.292 | 0.000 | ||
| 523 | 2009.10.28 19:37 | modify | 80 | 0.05 | 91.749 | 91.281 | 0.000 | ||
| 524 | 2009.10.28 19:37 | modify | 80 | 0.05 | 91.749 | 91.270 | 0.000 | ||
| 525 | 2009.10.28 19:37 | modify | 80 | 0.05 | 91.749 | 91.259 | 0.000 | ||
| 526 | 2009.10.28 19:37 | modify | 80 | 0.05 | 91.749 | 91.248 | 0.000 | ||
| 527 | 2009.10.28 19:37 | modify | 80 | 0.05 | 91.749 | 91.237 | 0.000 | ||
| 528 | 2009.10.28 19:38 | modify | 80 | 0.05 | 91.749 | 91.226 | 0.000 | ||
| 529 | 2009.10.28 19:38 | modify | 80 | 0.05 | 91.749 | 91.215 | 0.000 | ||
| 530 | 2009.10.28 19:38 | modify | 80 | 0.05 | 91.749 | 91.204 | 0.000 | ||
| 531 | 2009.10.28 19:38 | modify | 80 | 0.05 | 91.749 | 91.193 | 0.000 | ||
| 532 | 2009.10.28 19:38 | modify | 80 | 0.05 | 91.749 | 91.182 | 0.000 | ||
| 533 | 2009.10.28 19:38 | modify | 80 | 0.05 | 91.749 | 91.171 | 0.000 | ||
| 534 | 2009.10.28 19:39 | modify | 80 | 0.05 | 91.749 | 91.160 | 0.000 | ||
| 535 | 2009.10.28 19:39 | modify | 80 | 0.05 | 91.749 | 91.149 | 0.000 | ||
| 536 | 2009.10.28 19:39 | modify | 80 | 0.05 | 91.749 | 91.137 | 0.000 | ||
| 537 | 2009.10.28 19:39 | modify | 80 | 0.05 | 91.749 | 91.126 | 0.000 | ||
| 538 | 2009.10.28 19:41 | modify | 80 | 0.05 | 91.749 | 91.114 | 0.000 | ||
| 539 | 2009.10.28 19:41 | modify | 80 | 0.05 | 91.749 | 91.102 | 0.000 | ||
| 540 | 2009.10.28 19:42 | modify | 80 | 0.05 | 91.749 | 91.090 | 0.000 | ||
| 541 | 2009.10.28 19:45 | modify | 80 | 0.05 | 91.749 | 91.079 | 0.000 | ||
| 542 | 2009.10.28 19:45 | modify | 80 | 0.05 | 91.749 | 91.067 | 0.000 | ||
| 543 | 2009.10.28 19:46 | modify | 80 | 0.05 | 91.749 | 91.056 | 0.000 | ||
| 544 | 2009.10.28 19:47 | modify | 80 | 0.05 | 91.749 | 91.045 | 0.000 | ||
| 545 | 2009.10.28 19:53 | modify | 80 | 0.05 | 91.749 | 91.032 | 0.000 | ||
| 546 | 2009.10.28 19:53 | modify | 80 | 0.05 | 91.749 | 91.021 | 0.000 | ||
| 547 | 2009.10.28 19:55 | modify | 80 | 0.05 | 91.749 | 91.009 | 0.000 | ||
| 548 | 2009.10.28 19:55 | modify | 80 | 0.05 | 91.749 | 90.998 | 0.000 | ||
| 549 | 2009.10.29 03:12 | modify | 80 | 0.05 | 91.749 | 90.987 | 0.000 | ||
| 550 | 2009.10.29 03:13 | modify | 80 | 0.05 | 91.749 | 90.976 | 0.000 | ||
| 551 | 2009.10.29 03:18 | modify | 80 | 0.05 | 91.749 | 90.965 | 0.000 | ||
| 552 | 2009.10.29 03:18 | modify | 80 | 0.05 | 91.749 | 90.953 | 0.000 | ||
| 553 | 2009.10.29 03:19 | modify | 80 | 0.05 | 91.749 | 90.942 | 0.000 | ||
| 554 | 2009.10.29 03:19 | modify | 80 | 0.05 | 91.749 | 90.930 | 0.000 | ||
| 555 | 2009.10.29 03:19 | modify | 80 | 0.05 | 91.749 | 90.920 | 0.000 | ||
| 556 | 2009.10.29 03:20 | modify | 80 | 0.05 | 91.749 | 90.908 | 0.000 | ||
| 557 | 2009.10.29 03:20 | modify | 80 | 0.05 | 91.749 | 90.894 | 0.000 | ||
| 558 | 2009.10.29 03:20 | modify | 80 | 0.05 | 91.749 | 90.880 | 0.000 | ||
| 559 | 2009.10.29 03:23 | modify | 80 | 0.05 | 91.749 | 90.868 | 0.000 | ||
| 560 | 2009.10.29 03:24 | modify | 80 | 0.05 | 91.749 | 90.856 | 0.000 | ||
| 561 | 2009.10.29 05:00 | modify | 80 | 0.05 | 91.749 | 90.845 | 0.000 | ||
| 562 | 2009.10.29 05:00 | modify | 80 | 0.05 | 91.749 | 90.834 | 0.000 | ||
| 563 | 2009.10.29 05:00 | modify | 80 | 0.05 | 91.749 | 90.822 | 0.000 | ||
| 564 | 2009.10.29 05:03 | modify | 80 | 0.05 | 91.749 | 90.811 | 0.000 | ||
| 565 | 2009.10.29 05:59 | modify | 80 | 0.05 | 91.749 | 90.800 | 0.000 | ||
| 566 | 2009.10.29 05:59 | modify | 80 | 0.05 | 91.749 | 90.789 | 0.000 | ||
| 567 | 2009.10.29 05:59 | modify | 80 | 0.05 | 91.749 | 90.777 | 0.000 | ||
| 568 | 2009.10.29 05:59 | modify | 80 | 0.05 | 91.749 | 90.766 | 0.000 | ||
| 569 | 2009.10.29 06:05 | modify | 80 | 0.05 | 91.749 | 90.755 | 0.000 | ||
| 570 | 2009.10.29 06:05 | modify | 80 | 0.05 | 91.749 | 90.743 | 0.000 | ||
| 571 | 2009.10.29 06:05 | modify | 80 | 0.05 | 91.749 | 90.732 | 0.000 | ||
| 572 | 2009.10.29 06:06 | modify | 80 | 0.05 | 91.749 | 90.721 | 0.000 | ||
| 573 | 2009.10.29 06:22 | modify | 80 | 0.05 | 91.749 | 90.710 | 0.000 | ||
| 574 | 2009.10.29 06:31 | modify | 80 | 0.05 | 91.749 | 90.699 | 0.000 | ||
| 575 | 2009.10.29 10:55 | s/l | 80 | 0.05 | 90.699 | 90.699 | 0.000 | 55.89 | 10240.17 |
| 576 | 2009.11.04 09:25 | buy | 81 | 0.10 | 90.581 | 0.000 | 0.000 | ||
| 577 | 2009.11.04 09:25 | modify | 81 | 0.10 | 90.581 | 90.331 | 0.000 | ||
| 578 | 2009.11.04 10:30 | close | 81 | 0.05 | 90.727 | 90.331 | 0.000 | 8.05 | 10248.22 |
| 579 | 2009.11.04 10:30 | buy | 82 | 0.05 | 90.581 | 90.331 | 0.000 | ||
| 580 | 2009.11.04 11:53 | modify | 82 | 0.05 | 90.581 | 90.631 | 0.000 | ||
| 581 | 2009.11.04 17:06 | s/l | 82 | 0.05 | 90.631 | 90.631 | 0.000 | 2.76 | 10250.98 |
| 582 | 2009.11.11 02:00 | sell | 83 | 0.10 | 89.662 | 0.000 | 0.000 | ||
| 583 | 2009.11.11 02:00 | modify | 83 | 0.10 | 89.662 | 89.912 | 0.000 | ||
| 584 | 2009.11.11 02:00 | close | 83 | 0.05 | 89.558 | 89.912 | 0.000 | 5.81 | 10256.79 |
| 585 | 2009.11.11 02:00 | sell | 84 | 0.05 | 89.662 | 89.912 | 0.000 | ||
| 586 | 2009.11.11 07:10 | modify | 84 | 0.05 | 89.662 | 89.612 | 0.000 | ||
| 587 | 2009.11.11 08:00 | s/l | 84 | 0.05 | 89.612 | 89.612 | 0.000 | 2.79 | 10259.58 |
| 588 | 2009.11.12 15:04 | buy | 85 | 0.10 | 90.041 | 0.000 | 0.000 | ||
| 589 | 2009.11.12 15:04 | modify | 85 | 0.10 | 90.041 | 89.791 | 0.000 | ||
| 590 | 2009.11.12 15:26 | close | 85 | 0.05 | 90.142 | 89.791 | 0.000 | 5.60 | 10265.18 |
| 591 | 2009.11.12 15:26 | buy | 86 | 0.05 | 90.041 | 89.791 | 0.000 | ||
| 592 | 2009.11.12 16:11 | modify | 86 | 0.05 | 90.041 | 90.091 | 0.000 | ||
| 593 | 2009.11.13 04:07 | close | 86 | 0.05 | 90.193 | 90.091 | 0.000 | 8.68 | 10273.86 |
| 594 | 2009.11.16 12:01 | sell | 87 | 0.10 | 89.369 | 0.000 | 0.000 | ||
| 595 | 2009.11.16 12:01 | modify | 87 | 0.10 | 89.369 | 89.619 | 0.000 | ||
| 596 | 2009.11.16 13:00 | close | 87 | 0.05 | 89.500 | 89.619 | 0.000 | -7.32 | 10266.54 |
| 597 | 2009.11.16 13:00 | sell | 88 | 0.05 | 89.369 | 89.619 | 0.000 | ||
| 598 | 2009.11.16 13:59 | s/l | 88 | 0.05 | 89.619 | 89.619 | 0.000 | -13.95 | 10252.59 |
| 599 | 2009.11.16 17:13 | sell | 89 | 0.10 | 89.349 | 0.000 | 0.000 | ||
| 600 | 2009.11.16 17:13 | modify | 89 | 0.10 | 89.349 | 89.599 | 0.000 | ||