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 |
| 5851 | 2014.01.08 22:15 | close | 1192 | 0.02 | 104.795 | 104.514 | 0.000 | 0.59 | 11928.56 |
| 5852 | 2014.01.09 19:14 | sell | 1193 | 0.10 | 104.655 | 0.000 | 0.000 | ||
| 5853 | 2014.01.09 19:14 | modify | 1193 | 0.10 | 104.655 | 104.905 | 0.000 | ||
| 5854 | 2014.01.09 20:00 | close | 1193 | 0.05 | 104.746 | 104.905 | 0.000 | -4.34 | 11924.22 |
| 5855 | 2014.01.09 20:00 | sell | 1194 | 0.05 | 104.655 | 104.905 | 0.000 | ||
| 5856 | 2014.01.10 03:28 | s/l | 1194 | 0.05 | 104.905 | 104.905 | 0.000 | -12.42 | 11911.80 |
| 5857 | 2014.01.20 03:06 | sell | 1195 | 0.10 | 104.182 | 0.000 | 0.000 | ||
| 5858 | 2014.01.20 03:06 | modify | 1195 | 0.10 | 104.182 | 104.432 | 0.000 | ||
| 5859 | 2014.01.20 03:22 | close | 1195 | 0.05 | 104.080 | 104.432 | 0.000 | 4.90 | 11916.70 |
| 5860 | 2014.01.20 03:22 | sell | 1196 | 0.05 | 104.182 | 104.432 | 0.000 | ||
| 5861 | 2014.01.21 03:06 | close | 1196 | 0.05 | 104.300 | 104.432 | 0.000 | -6.16 | 11910.54 |
| 5862 | 2014.01.21 03:19 | buy | 1197 | 0.10 | 104.389 | 0.000 | 0.000 | ||
| 5863 | 2014.01.21 03:19 | modify | 1197 | 0.10 | 104.389 | 104.139 | 0.000 | ||
| 5864 | 2014.01.21 04:55 | close | 1197 | 0.05 | 104.578 | 104.139 | 0.000 | 9.04 | 11919.58 |
| 5865 | 2014.01.21 04:55 | buy | 1198 | 0.05 | 104.389 | 104.139 | 0.000 | ||
| 5866 | 2014.01.21 11:37 | modify | 1198 | 0.05 | 104.389 | 104.439 | 0.000 | ||
| 5867 | 2014.01.21 17:05 | close | 1198 | 0.05 | 104.522 | 104.439 | 0.000 | 6.36 | 11925.94 |
| 5868 | 2014.01.22 06:48 | sell | 1199 | 0.10 | 104.017 | 0.000 | 0.000 | ||
| 5869 | 2014.01.22 06:48 | modify | 1199 | 0.10 | 104.017 | 104.267 | 0.000 | ||
| 5870 | 2014.01.22 08:02 | s/l | 1199 | 0.10 | 104.267 | 104.267 | 0.000 | -23.98 | 11901.96 |
| 5871 | 2014.01.23 00:33 | buy | 1200 | 0.10 | 104.574 | 0.000 | 0.000 | ||
| 5872 | 2014.01.23 00:33 | modify | 1200 | 0.10 | 104.574 | 104.324 | 0.000 | ||
| 5873 | 2014.01.23 01:00 | close | 1200 | 0.05 | 104.498 | 104.324 | 0.000 | -3.64 | 11898.32 |
| 5874 | 2014.01.23 01:00 | buy | 1201 | 0.05 | 104.574 | 104.324 | 0.000 | ||
| 5875 | 2014.01.23 06:41 | close | 1201 | 0.03 | 104.368 | 104.324 | 0.000 | -5.92 | 11892.40 |
| 5876 | 2014.01.23 06:41 | buy | 1202 | 0.02 | 104.574 | 104.324 | 0.000 | ||
| 5877 | 2014.01.23 07:26 | s/l | 1202 | 0.02 | 104.324 | 104.324 | 0.000 | -4.79 | 11887.61 |
| 5878 | 2014.01.28 12:10 | buy | 1203 | 0.10 | 102.984 | 0.000 | 0.000 | ||
| 5879 | 2014.01.28 12:10 | modify | 1203 | 0.10 | 102.984 | 102.734 | 0.000 | ||
| 5880 | 2014.01.28 12:16 | close | 1203 | 0.05 | 103.086 | 102.734 | 0.000 | 4.95 | 11892.56 |
| 5881 | 2014.01.28 12:16 | buy | 1204 | 0.05 | 102.984 | 102.734 | 0.000 | ||
| 5882 | 2014.01.28 16:33 | s/l | 1204 | 0.05 | 102.734 | 102.734 | 0.000 | -12.17 | 11880.39 |
| 5883 | 2014.01.31 04:01 | buy | 1205 | 0.10 | 102.893 | 0.000 | 0.000 | ||
| 5884 | 2014.01.31 04:01 | modify | 1205 | 0.10 | 102.893 | 102.643 | 0.000 | ||
| 5885 | 2014.01.31 05:38 | close | 1205 | 0.05 | 102.676 | 102.643 | 0.000 | -10.57 | 11869.82 |
| 5886 | 2014.01.31 05:38 | buy | 1206 | 0.05 | 102.893 | 102.643 | 0.000 | ||
| 5887 | 2014.01.31 06:33 | close | 1206 | 0.03 | 102.691 | 102.643 | 0.000 | -5.90 | 11863.92 |
| 5888 | 2014.01.31 06:33 | buy | 1207 | 0.02 | 102.893 | 102.643 | 0.000 | ||
| 5889 | 2014.01.31 06:37 | s/l | 1207 | 0.02 | 102.643 | 102.643 | 0.000 | -4.87 | 11859.05 |
| 5890 | 2014.02.03 12:19 | sell | 1208 | 0.10 | 101.947 | 0.000 | 0.000 | ||
| 5891 | 2014.02.03 12:19 | modify | 1208 | 0.10 | 101.947 | 102.197 | 0.000 | ||
| 5892 | 2014.02.03 12:58 | close | 1208 | 0.05 | 101.846 | 102.197 | 0.000 | 4.96 | 11864.01 |
| 5893 | 2014.02.03 12:58 | sell | 1209 | 0.05 | 101.947 | 102.197 | 0.000 | ||
| 5894 | 2014.02.03 18:00 | modify | 1209 | 0.05 | 101.947 | 101.897 | 0.000 | ||
| 5895 | 2014.02.03 18:02 | modify | 1209 | 0.05 | 101.947 | 101.796 | 0.000 | ||
| 5896 | 2014.02.03 18:06 | modify | 1209 | 0.05 | 101.947 | 101.786 | 0.000 | ||
| 5897 | 2014.02.03 18:06 | modify | 1209 | 0.05 | 101.947 | 101.774 | 0.000 | ||
| 5898 | 2014.02.03 18:11 | modify | 1209 | 0.05 | 101.947 | 101.762 | 0.000 | ||
| 5899 | 2014.02.03 18:12 | modify | 1209 | 0.05 | 101.947 | 101.751 | 0.000 | ||
| 5900 | 2014.02.03 18:23 | modify | 1209 | 0.05 | 101.947 | 101.740 | 0.000 | ||
| 5901 | 2014.02.03 18:23 | modify | 1209 | 0.05 | 101.947 | 101.729 | 0.000 | ||
| 5902 | 2014.02.03 18:23 | modify | 1209 | 0.05 | 101.947 | 101.717 | 0.000 | ||
| 5903 | 2014.02.03 18:23 | modify | 1209 | 0.05 | 101.947 | 101.706 | 0.000 | ||
| 5904 | 2014.02.03 18:23 | modify | 1209 | 0.05 | 101.947 | 101.694 | 0.000 | ||
| 5905 | 2014.02.03 18:23 | modify | 1209 | 0.05 | 101.947 | 101.683 | 0.000 | ||
| 5906 | 2014.02.03 18:23 | modify | 1209 | 0.05 | 101.947 | 101.672 | 0.000 | ||
| 5907 | 2014.02.03 19:05 | modify | 1209 | 0.05 | 101.947 | 101.661 | 0.000 | ||
| 5908 | 2014.02.03 19:14 | modify | 1209 | 0.05 | 101.947 | 101.648 | 0.000 | ||
| 5909 | 2014.02.03 19:14 | modify | 1209 | 0.05 | 101.947 | 101.637 | 0.000 | ||
| 5910 | 2014.02.03 19:14 | modify | 1209 | 0.05 | 101.947 | 101.624 | 0.000 | ||
| 5911 | 2014.02.03 19:14 | modify | 1209 | 0.05 | 101.947 | 101.610 | 0.000 | ||
| 5912 | 2014.02.03 19:15 | modify | 1209 | 0.05 | 101.947 | 101.598 | 0.000 | ||
| 5913 | 2014.02.03 19:15 | modify | 1209 | 0.05 | 101.947 | 101.587 | 0.000 | ||
| 5914 | 2014.02.03 19:15 | modify | 1209 | 0.05 | 101.947 | 101.575 | 0.000 | ||
| 5915 | 2014.02.03 19:52 | modify | 1209 | 0.05 | 101.947 | 101.564 | 0.000 | ||
| 5916 | 2014.02.03 19:53 | modify | 1209 | 0.05 | 101.947 | 101.553 | 0.000 | ||
| 5917 | 2014.02.03 19:59 | modify | 1209 | 0.05 | 101.947 | 101.542 | 0.000 | ||
| 5918 | 2014.02.03 20:00 | modify | 1209 | 0.05 | 101.947 | 101.531 | 0.000 | ||
| 5919 | 2014.02.03 20:00 | modify | 1209 | 0.05 | 101.947 | 101.518 | 0.000 | ||
| 5920 | 2014.02.03 20:01 | modify | 1209 | 0.05 | 101.947 | 101.507 | 0.000 | ||
| 5921 | 2014.02.03 22:43 | modify | 1209 | 0.05 | 101.947 | 101.495 | 0.000 | ||
| 5922 | 2014.02.03 22:43 | modify | 1209 | 0.05 | 101.947 | 101.483 | 0.000 | ||
| 5923 | 2014.02.03 22:51 | modify | 1209 | 0.05 | 101.947 | 101.472 | 0.000 | ||
| 5924 | 2014.02.03 22:52 | modify | 1209 | 0.05 | 101.947 | 101.461 | 0.000 | ||
| 5925 | 2014.02.03 22:52 | modify | 1209 | 0.05 | 101.947 | 101.449 | 0.000 | ||
| 5926 | 2014.02.03 22:52 | modify | 1209 | 0.05 | 101.947 | 101.438 | 0.000 | ||
| 5927 | 2014.02.03 22:52 | modify | 1209 | 0.05 | 101.947 | 101.423 | 0.000 | ||
| 5928 | 2014.02.03 22:52 | modify | 1209 | 0.05 | 101.947 | 101.410 | 0.000 | ||
| 5929 | 2014.02.03 22:52 | modify | 1209 | 0.05 | 101.947 | 101.394 | 0.000 | ||
| 5930 | 2014.02.03 22:52 | modify | 1209 | 0.05 | 101.947 | 101.382 | 0.000 | ||
| 5931 | 2014.02.03 22:52 | modify | 1209 | 0.05 | 101.947 | 101.369 | 0.000 | ||
| 5932 | 2014.02.03 22:52 | modify | 1209 | 0.05 | 101.947 | 101.356 | 0.000 | ||
| 5933 | 2014.02.03 22:52 | modify | 1209 | 0.05 | 101.947 | 101.340 | 0.000 | ||
| 5934 | 2014.02.03 22:52 | modify | 1209 | 0.05 | 101.947 | 101.325 | 0.000 | ||
| 5935 | 2014.02.03 22:52 | modify | 1209 | 0.05 | 101.947 | 101.309 | 0.000 | ||
| 5936 | 2014.02.03 22:52 | modify | 1209 | 0.05 | 101.947 | 101.293 | 0.000 | ||
| 5937 | 2014.02.03 22:53 | modify | 1209 | 0.05 | 101.947 | 101.282 | 0.000 | ||
| 5938 | 2014.02.03 22:54 | modify | 1209 | 0.05 | 101.947 | 101.271 | 0.000 | ||
| 5939 | 2014.02.03 22:54 | modify | 1209 | 0.05 | 101.947 | 101.259 | 0.000 | ||
| 5940 | 2014.02.03 22:54 | modify | 1209 | 0.05 | 101.947 | 101.245 | 0.000 | ||
| 5941 | 2014.02.03 22:54 | modify | 1209 | 0.05 | 101.947 | 101.231 | 0.000 | ||
| 5942 | 2014.02.04 03:48 | s/l | 1209 | 0.05 | 101.231 | 101.231 | 0.000 | 34.86 | 11898.88 |
| 5943 | 2014.02.06 17:46 | buy | 1210 | 0.10 | 101.667 | 0.000 | 0.000 | ||
| 5944 | 2014.02.06 17:46 | modify | 1210 | 0.10 | 101.667 | 101.417 | 0.000 | ||
| 5945 | 2014.02.06 17:54 | close | 1210 | 0.05 | 101.768 | 101.417 | 0.000 | 4.96 | 11903.84 |
| 5946 | 2014.02.06 17:54 | buy | 1211 | 0.05 | 101.667 | 101.417 | 0.000 | ||
| 5947 | 2014.02.06 22:15 | modify | 1211 | 0.05 | 101.667 | 101.717 | 0.000 | ||
| 5948 | 2014.02.07 08:00 | close | 1211 | 0.05 | 102.040 | 101.717 | 0.000 | 18.53 | 11922.37 |
| 5949 | 2014.02.11 13:06 | buy | 1212 | 0.10 | 102.467 | 0.000 | 0.000 | ||
| 5950 | 2014.02.11 13:06 | modify | 1212 | 0.10 | 102.467 | 102.217 | 0.000 | ||
| 5951 | 2014.02.11 16:33 | close | 1212 | 0.05 | 102.635 | 102.217 | 0.000 | 8.18 | 11930.55 |
| 5952 | 2014.02.11 16:33 | buy | 1213 | 0.05 | 102.467 | 102.217 | 0.000 | ||
| 5953 | 2014.02.11 17:01 | s/l | 1213 | 0.05 | 102.217 | 102.217 | 0.000 | -12.23 | 11918.32 |
| 5954 | 2014.02.11 20:04 | buy | 1214 | 0.10 | 102.679 | 0.000 | 0.000 | ||
| 5955 | 2014.02.11 20:04 | modify | 1214 | 0.10 | 102.679 | 102.429 | 0.000 | ||
| 5956 | 2014.02.11 21:00 | close | 1214 | 0.05 | 102.606 | 102.429 | 0.000 | -3.56 | 11914.76 |
| 5957 | 2014.02.11 21:00 | buy | 1215 | 0.05 | 102.679 | 102.429 | 0.000 | ||
| 5958 | 2014.02.12 04:00 | s/l | 1215 | 0.05 | 102.429 | 102.429 | 0.000 | -11.95 | 11902.81 |
| 5959 | 2014.02.13 06:28 | sell | 1216 | 0.10 | 102.215 | 0.000 | 0.000 | ||
| 5960 | 2014.02.13 06:28 | modify | 1216 | 0.10 | 102.215 | 102.465 | 0.000 | ||
| 5961 | 2014.02.13 10:00 | close | 1216 | 0.05 | 102.061 | 102.465 | 0.000 | 7.54 | 11910.35 |
| 5962 | 2014.02.13 10:00 | sell | 1217 | 0.05 | 102.215 | 102.465 | 0.000 | ||
| 5963 | 2014.02.13 16:30 | modify | 1217 | 0.05 | 102.215 | 102.165 | 0.000 | ||
| 5964 | 2014.02.13 19:00 | s/l | 1217 | 0.05 | 102.165 | 102.165 | 0.000 | 2.45 | 11912.80 |
| 5965 | 2014.02.17 03:17 | sell | 1218 | 0.10 | 101.527 | 0.000 | 0.000 | ||
| 5966 | 2014.02.17 03:17 | modify | 1218 | 0.10 | 101.527 | 101.777 | 0.000 | ||
| 5967 | 2014.02.17 03:27 | close | 1218 | 0.05 | 101.424 | 101.777 | 0.000 | 5.08 | 11917.88 |
| 5968 | 2014.02.17 03:27 | sell | 1219 | 0.05 | 101.527 | 101.777 | 0.000 | ||
| 5969 | 2014.02.17 11:01 | s/l | 1219 | 0.05 | 101.777 | 101.777 | 0.000 | -12.28 | 11905.60 |
| 5970 | 2014.02.18 02:11 | buy | 1220 | 0.10 | 101.988 | 0.000 | 0.000 | ||
| 5971 | 2014.02.18 02:11 | modify | 1220 | 0.10 | 101.988 | 101.738 | 0.000 | ||
| 5972 | 2014.02.18 02:20 | close | 1220 | 0.05 | 102.089 | 101.738 | 0.000 | 4.95 | 11910.55 |
| 5973 | 2014.02.18 02:20 | buy | 1221 | 0.05 | 101.988 | 101.738 | 0.000 | ||
| 5974 | 2014.02.18 06:29 | close | 1221 | 0.05 | 101.804 | 101.738 | 0.000 | -9.04 | 11901.51 |
| 5975 | 2014.02.18 06:36 | buy | 1222 | 0.10 | 102.176 | 0.000 | 0.000 | ||
| 5976 | 2014.02.18 06:36 | modify | 1222 | 0.10 | 102.176 | 101.926 | 0.000 | ||
| 5977 | 2014.02.18 06:37 | close | 1222 | 0.05 | 102.277 | 101.926 | 0.000 | 4.94 | 11906.45 |
| 5978 | 2014.02.18 06:37 | buy | 1223 | 0.05 | 102.176 | 101.926 | 0.000 | ||
| 5979 | 2014.02.18 07:20 | modify | 1223 | 0.05 | 102.176 | 102.226 | 0.000 | ||
| 5980 | 2014.02.19 02:38 | close | 1223 | 0.03 | 102.311 | 102.226 | 0.000 | 4.11 | 11910.56 |
| 5981 | 2014.02.19 02:38 | buy | 1224 | 0.02 | 102.176 | 102.226 | 0.000 | ||
| 5982 | 2014.02.19 03:02 | s/l | 1224 | 0.02 | 102.226 | 102.226 | 0.000 | 1.08 | 11911.64 |
| 5983 | 2014.02.19 13:54 | sell | 1225 | 0.10 | 102.015 | 0.000 | 0.000 | ||
| 5984 | 2014.02.19 13:54 | modify | 1225 | 0.10 | 102.015 | 102.265 | 0.000 | ||
| 5985 | 2014.02.19 18:18 | s/l | 1225 | 0.10 | 102.265 | 102.265 | 0.000 | -24.45 | 11887.19 |
| 5986 | 2014.02.24 06:37 | sell | 1226 | 0.10 | 102.247 | 0.000 | 0.000 | ||
| 5987 | 2014.02.24 06:37 | modify | 1226 | 0.10 | 102.247 | 102.497 | 0.000 | ||
| 5988 | 2014.02.24 11:00 | close | 1226 | 0.05 | 102.283 | 102.497 | 0.000 | -1.76 | 11885.43 |
| 5989 | 2014.02.24 11:00 | sell | 1227 | 0.05 | 102.247 | 102.497 | 0.000 | ||
| 5990 | 2014.02.24 15:09 | s/l | 1227 | 0.05 | 102.497 | 102.497 | 0.000 | -12.19 | 11873.24 |
| 5991 | 2014.02.25 17:54 | sell | 1228 | 0.10 | 102.156 | 0.000 | 0.000 | ||
| 5992 | 2014.02.25 17:54 | modify | 1228 | 0.10 | 102.156 | 102.406 | 0.000 | ||
| 5993 | 2014.02.25 19:00 | close | 1228 | 0.05 | 102.174 | 102.406 | 0.000 | -0.88 | 11872.36 |
| 5994 | 2014.02.25 19:00 | sell | 1229 | 0.05 | 102.156 | 102.406 | 0.000 | ||
| 5995 | 2014.02.26 04:10 | close | 1229 | 0.03 | 102.230 | 102.406 | 0.000 | -2.47 | 11869.89 |
| 5996 | 2014.02.26 04:10 | sell | 1230 | 0.02 | 102.156 | 102.406 | 0.000 | ||
| 5997 | 2014.02.26 04:20 | close | 1230 | 0.02 | 102.255 | 102.406 | 0.000 | -2.14 | 11867.75 |
| 5998 | 2014.02.26 20:11 | buy | 1231 | 0.10 | 102.443 | 0.000 | 0.000 | ||
| 5999 | 2014.02.26 20:11 | modify | 1231 | 0.10 | 102.443 | 102.193 | 0.000 | ||
| 6000 | 2014.02.26 20:25 | close | 1231 | 0.05 | 102.544 | 102.193 | 0.000 | 4.92 | 11872.67 |