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 |
| 6001 | 2014.02.26 20:25 | buy | 1232 | 0.05 | 102.443 | 102.193 | 0.000 | ||
| 6002 | 2014.02.27 11:02 | close | 1232 | 0.03 | 102.311 | 102.193 | 0.000 | -3.42 | 11869.25 |
| 6003 | 2014.02.27 11:02 | buy | 1233 | 0.02 | 102.443 | 102.193 | 0.000 | ||
| 6004 | 2014.02.27 11:02 | close | 1233 | 0.02 | 102.301 | 102.193 | 0.000 | -2.48 | 11866.77 |
| 6005 | 2014.03.03 14:04 | sell | 1234 | 0.10 | 101.224 | 0.000 | 0.000 | ||
| 6006 | 2014.03.03 14:04 | modify | 1234 | 0.10 | 101.224 | 101.474 | 0.000 | ||
| 6007 | 2014.03.03 17:00 | close | 1234 | 0.05 | 101.365 | 101.474 | 0.000 | -6.96 | 11859.81 |
| 6008 | 2014.03.03 17:00 | sell | 1235 | 0.05 | 101.224 | 101.474 | 0.000 | ||
| 6009 | 2014.03.03 17:38 | s/l | 1235 | 0.05 | 101.474 | 101.474 | 0.000 | -12.32 | 11847.49 |
| 6010 | 2014.03.04 07:34 | buy | 1236 | 0.10 | 101.701 | 0.000 | 0.000 | ||
| 6011 | 2014.03.04 07:34 | modify | 1236 | 0.10 | 101.701 | 101.451 | 0.000 | ||
| 6012 | 2014.03.04 09:06 | close | 1236 | 0.05 | 101.927 | 101.451 | 0.000 | 11.09 | 11858.58 |
| 6013 | 2014.03.04 09:06 | buy | 1237 | 0.05 | 101.701 | 101.451 | 0.000 | ||
| 6014 | 2014.03.04 18:00 | modify | 1237 | 0.05 | 101.701 | 101.751 | 0.000 | ||
| 6015 | 2014.03.05 08:16 | close | 1237 | 0.03 | 102.168 | 101.751 | 0.000 | 13.86 | 11872.44 |
| 6016 | 2014.03.05 08:16 | buy | 1238 | 0.02 | 101.701 | 101.751 | 0.000 | ||
| 6017 | 2014.03.05 08:18 | close | 1238 | 0.02 | 102.137 | 101.751 | 0.000 | 8.64 | 11881.08 |
| 6018 | 2014.03.05 11:14 | buy | 1239 | 0.10 | 102.291 | 0.000 | 0.000 | ||
| 6019 | 2014.03.05 11:14 | modify | 1239 | 0.10 | 102.291 | 102.041 | 0.000 | ||
| 6020 | 2014.03.05 11:18 | close | 1239 | 0.05 | 102.392 | 102.041 | 0.000 | 4.93 | 11886.01 |
| 6021 | 2014.03.05 11:18 | buy | 1240 | 0.05 | 102.291 | 102.041 | 0.000 | ||
| 6022 | 2014.03.06 06:29 | modify | 1240 | 0.05 | 102.291 | 102.341 | 0.000 | ||
| 6023 | 2014.03.07 04:23 | close | 1240 | 0.05 | 102.929 | 102.341 | 0.000 | 31.99 | 11918.01 |
| 6024 | 2014.03.11 05:46 | buy | 1241 | 0.10 | 103.409 | 0.000 | 0.000 | ||
| 6025 | 2014.03.11 05:46 | modify | 1241 | 0.10 | 103.409 | 103.159 | 0.000 | ||
| 6026 | 2014.03.11 07:21 | close | 1241 | 0.05 | 103.214 | 103.159 | 0.000 | -9.45 | 11908.56 |
| 6027 | 2014.03.11 07:21 | buy | 1242 | 0.05 | 103.409 | 103.159 | 0.000 | ||
| 6028 | 2014.03.11 10:27 | close | 1242 | 0.03 | 103.231 | 103.159 | 0.000 | -5.17 | 11903.39 |
| 6029 | 2014.03.11 10:27 | buy | 1243 | 0.02 | 103.409 | 103.159 | 0.000 | ||
| 6030 | 2014.03.11 10:59 | close | 1243 | 0.02 | 103.198 | 103.159 | 0.000 | -4.09 | 11899.30 |
| 6031 | 2014.03.11 19:01 | sell | 1244 | 0.10 | 103.145 | 0.000 | 0.000 | ||
| 6032 | 2014.03.11 19:01 | modify | 1244 | 0.10 | 103.145 | 103.395 | 0.000 | ||
| 6033 | 2014.03.11 19:05 | close | 1244 | 0.05 | 103.042 | 103.395 | 0.000 | 5.00 | 11904.30 |
| 6034 | 2014.03.11 19:05 | sell | 1245 | 0.05 | 103.145 | 103.395 | 0.000 | ||
| 6035 | 2014.03.12 02:46 | modify | 1245 | 0.05 | 103.145 | 103.095 | 0.000 | ||
| 6036 | 2014.03.12 05:45 | s/l | 1245 | 0.05 | 103.095 | 103.095 | 0.000 | 1.92 | 11906.22 |
| 6037 | 2014.03.12 12:13 | sell | 1246 | 0.10 | 102.771 | 0.000 | 0.000 | ||
| 6038 | 2014.03.12 12:13 | modify | 1246 | 0.10 | 102.771 | 103.021 | 0.000 | ||
| 6039 | 2014.03.12 17:00 | close | 1246 | 0.05 | 102.673 | 103.021 | 0.000 | 4.77 | 11910.99 |
| 6040 | 2014.03.12 17:00 | sell | 1247 | 0.05 | 102.771 | 103.021 | 0.000 | ||
| 6041 | 2014.03.13 02:50 | close | 1247 | 0.05 | 102.791 | 103.021 | 0.000 | -2.46 | 11908.53 |
| 6042 | 2014.03.13 10:04 | sell | 1248 | 0.10 | 102.539 | 0.000 | 0.000 | ||
| 6043 | 2014.03.13 10:04 | modify | 1248 | 0.10 | 102.539 | 102.789 | 0.000 | ||
| 6044 | 2014.03.13 11:29 | close | 1248 | 0.05 | 102.434 | 102.789 | 0.000 | 5.13 | 11913.66 |
| 6045 | 2014.03.13 11:29 | sell | 1249 | 0.05 | 102.539 | 102.789 | 0.000 | ||
| 6046 | 2014.03.13 16:19 | s/l | 1249 | 0.05 | 102.789 | 102.789 | 0.000 | -12.16 | 11901.50 |
| 6047 | 2014.03.13 17:38 | sell | 1250 | 0.10 | 102.407 | 0.000 | 0.000 | ||
| 6048 | 2014.03.13 17:38 | modify | 1250 | 0.10 | 102.407 | 102.657 | 0.000 | ||
| 6049 | 2014.03.13 17:47 | close | 1250 | 0.05 | 102.306 | 102.657 | 0.000 | 4.94 | 11906.44 |
| 6050 | 2014.03.13 17:47 | sell | 1251 | 0.05 | 102.407 | 102.657 | 0.000 | ||
| 6051 | 2014.03.13 19:07 | modify | 1251 | 0.05 | 102.407 | 102.357 | 0.000 | ||
| 6052 | 2014.03.13 19:35 | modify | 1251 | 0.05 | 102.407 | 102.256 | 0.000 | ||
| 6053 | 2014.03.13 19:35 | modify | 1251 | 0.05 | 102.407 | 102.244 | 0.000 | ||
| 6054 | 2014.03.13 19:36 | modify | 1251 | 0.05 | 102.407 | 102.232 | 0.000 | ||
| 6055 | 2014.03.13 19:36 | modify | 1251 | 0.05 | 102.407 | 102.220 | 0.000 | ||
| 6056 | 2014.03.13 19:36 | modify | 1251 | 0.05 | 102.407 | 102.209 | 0.000 | ||
| 6057 | 2014.03.13 19:36 | modify | 1251 | 0.05 | 102.407 | 102.196 | 0.000 | ||
| 6058 | 2014.03.13 19:39 | modify | 1251 | 0.05 | 102.407 | 102.185 | 0.000 | ||
| 6059 | 2014.03.13 19:40 | modify | 1251 | 0.05 | 102.407 | 102.173 | 0.000 | ||
| 6060 | 2014.03.13 19:40 | modify | 1251 | 0.05 | 102.407 | 102.162 | 0.000 | ||
| 6061 | 2014.03.13 19:40 | modify | 1251 | 0.05 | 102.407 | 102.150 | 0.000 | ||
| 6062 | 2014.03.13 19:40 | modify | 1251 | 0.05 | 102.407 | 102.139 | 0.000 | ||
| 6063 | 2014.03.13 19:57 | modify | 1251 | 0.05 | 102.407 | 102.128 | 0.000 | ||
| 6064 | 2014.03.13 19:57 | modify | 1251 | 0.05 | 102.407 | 102.114 | 0.000 | ||
| 6065 | 2014.03.13 19:57 | modify | 1251 | 0.05 | 102.407 | 102.101 | 0.000 | ||
| 6066 | 2014.03.13 20:05 | modify | 1251 | 0.05 | 102.407 | 102.090 | 0.000 | ||
| 6067 | 2014.03.13 20:06 | modify | 1251 | 0.05 | 102.407 | 102.079 | 0.000 | ||
| 6068 | 2014.03.13 20:06 | modify | 1251 | 0.05 | 102.407 | 102.068 | 0.000 | ||
| 6069 | 2014.03.13 20:07 | modify | 1251 | 0.05 | 102.407 | 102.057 | 0.000 | ||
| 6070 | 2014.03.13 20:07 | modify | 1251 | 0.05 | 102.407 | 102.044 | 0.000 | ||
| 6071 | 2014.03.13 20:07 | modify | 1251 | 0.05 | 102.407 | 102.033 | 0.000 | ||
| 6072 | 2014.03.13 21:49 | modify | 1251 | 0.05 | 102.407 | 102.021 | 0.000 | ||
| 6073 | 2014.03.13 21:49 | modify | 1251 | 0.05 | 102.407 | 102.009 | 0.000 | ||
| 6074 | 2014.03.13 22:56 | modify | 1251 | 0.05 | 102.407 | 101.997 | 0.000 | ||
| 6075 | 2014.03.14 08:00 | close | 1251 | 0.05 | 101.688 | 101.997 | 0.000 | 34.85 | 11941.29 |
| 6076 | 2014.03.18 02:59 | buy | 1252 | 0.10 | 101.890 | 0.000 | 0.000 | ||
| 6077 | 2014.03.18 02:59 | modify | 1252 | 0.10 | 101.890 | 101.640 | 0.000 | ||
| 6078 | 2014.03.18 07:00 | close | 1252 | 0.05 | 101.771 | 101.640 | 0.000 | -5.85 | 11935.44 |
| 6079 | 2014.03.18 07:00 | buy | 1253 | 0.05 | 101.890 | 101.640 | 0.000 | ||
| 6080 | 2014.03.18 09:44 | close | 1253 | 0.05 | 101.673 | 101.640 | 0.000 | -10.67 | 11924.77 |
| 6081 | 2014.03.18 12:26 | sell | 1254 | 0.10 | 101.356 | 0.000 | 0.000 | ||
| 6082 | 2014.03.18 12:26 | modify | 1254 | 0.10 | 101.356 | 101.606 | 0.000 | ||
| 6083 | 2014.03.18 14:00 | close | 1254 | 0.05 | 101.400 | 101.606 | 0.000 | -2.17 | 11922.60 |
| 6084 | 2014.03.18 14:00 | sell | 1255 | 0.05 | 101.356 | 101.606 | 0.000 | ||
| 6085 | 2014.03.18 14:31 | s/l | 1255 | 0.05 | 101.606 | 101.606 | 0.000 | -12.30 | 11910.30 |
| 6086 | 2014.03.19 21:00 | buy | 1256 | 0.10 | 101.766 | 0.000 | 0.000 | ||
| 6087 | 2014.03.19 21:00 | modify | 1256 | 0.10 | 101.766 | 101.516 | 0.000 | ||
| 6088 | 2014.03.19 21:00 | close | 1256 | 0.05 | 101.867 | 101.516 | 0.000 | 4.96 | 11915.26 |
| 6089 | 2014.03.19 21:00 | buy | 1257 | 0.05 | 101.766 | 101.516 | 0.000 | ||
| 6090 | 2014.03.19 21:01 | modify | 1257 | 0.05 | 101.766 | 101.816 | 0.000 | ||
| 6091 | 2014.03.19 21:17 | modify | 1257 | 0.05 | 101.766 | 101.920 | 0.000 | ||
| 6092 | 2014.03.19 21:17 | modify | 1257 | 0.05 | 101.766 | 101.932 | 0.000 | ||
| 6093 | 2014.03.19 21:17 | modify | 1257 | 0.05 | 101.766 | 101.944 | 0.000 | ||
| 6094 | 2014.03.19 21:17 | modify | 1257 | 0.05 | 101.766 | 101.957 | 0.000 | ||
| 6095 | 2014.03.19 21:17 | modify | 1257 | 0.05 | 101.766 | 101.968 | 0.000 | ||
| 6096 | 2014.03.19 21:17 | modify | 1257 | 0.05 | 101.766 | 101.979 | 0.000 | ||
| 6097 | 2014.03.19 21:32 | modify | 1257 | 0.05 | 101.766 | 101.990 | 0.000 | ||
| 6098 | 2014.03.19 21:32 | modify | 1257 | 0.05 | 101.766 | 102.000 | 0.000 | ||
| 6099 | 2014.03.19 21:59 | modify | 1257 | 0.05 | 101.766 | 102.011 | 0.000 | ||
| 6100 | 2014.03.19 21:59 | modify | 1257 | 0.05 | 101.766 | 102.022 | 0.000 | ||
| 6101 | 2014.03.19 21:59 | modify | 1257 | 0.05 | 101.766 | 102.033 | 0.000 | ||
| 6102 | 2014.03.19 21:59 | modify | 1257 | 0.05 | 101.766 | 102.045 | 0.000 | ||
| 6103 | 2014.03.19 22:00 | modify | 1257 | 0.05 | 101.766 | 102.058 | 0.000 | ||
| 6104 | 2014.03.19 22:00 | modify | 1257 | 0.05 | 101.766 | 102.070 | 0.000 | ||
| 6105 | 2014.03.19 22:00 | modify | 1257 | 0.05 | 101.766 | 102.080 | 0.000 | ||
| 6106 | 2014.03.19 22:00 | modify | 1257 | 0.05 | 101.766 | 102.090 | 0.000 | ||
| 6107 | 2014.03.19 22:01 | modify | 1257 | 0.05 | 101.766 | 102.102 | 0.000 | ||
| 6108 | 2014.03.19 22:01 | modify | 1257 | 0.05 | 101.766 | 102.113 | 0.000 | ||
| 6109 | 2014.03.19 22:02 | modify | 1257 | 0.05 | 101.766 | 102.125 | 0.000 | ||
| 6110 | 2014.03.19 22:02 | modify | 1257 | 0.05 | 101.766 | 102.137 | 0.000 | ||
| 6111 | 2014.03.19 22:02 | modify | 1257 | 0.05 | 101.766 | 102.148 | 0.000 | ||
| 6112 | 2014.03.19 22:02 | modify | 1257 | 0.05 | 101.766 | 102.158 | 0.000 | ||
| 6113 | 2014.03.19 22:02 | modify | 1257 | 0.05 | 101.766 | 102.169 | 0.000 | ||
| 6114 | 2014.03.19 22:03 | modify | 1257 | 0.05 | 101.766 | 102.179 | 0.000 | ||
| 6115 | 2014.03.19 22:03 | modify | 1257 | 0.05 | 101.766 | 102.191 | 0.000 | ||
| 6116 | 2014.03.19 22:03 | modify | 1257 | 0.05 | 101.766 | 102.204 | 0.000 | ||
| 6117 | 2014.03.19 22:03 | modify | 1257 | 0.05 | 101.766 | 102.216 | 0.000 | ||
| 6118 | 2014.03.20 07:30 | s/l | 1257 | 0.05 | 102.216 | 102.216 | 0.000 | 22.76 | 11938.02 |
| 6119 | 2014.03.24 05:00 | buy | 1258 | 0.10 | 102.501 | 0.000 | 0.000 | ||
| 6120 | 2014.03.24 05:00 | modify | 1258 | 0.10 | 102.501 | 102.251 | 0.000 | ||
| 6121 | 2014.03.24 12:00 | close | 1258 | 0.05 | 102.549 | 102.251 | 0.000 | 2.34 | 11940.36 |
| 6122 | 2014.03.24 12:00 | buy | 1259 | 0.05 | 102.501 | 102.251 | 0.000 | ||
| 6123 | 2014.03.24 16:46 | close | 1259 | 0.05 | 102.375 | 102.251 | 0.000 | -6.15 | 11934.21 |
| 6124 | 2014.03.25 10:58 | sell | 1260 | 0.10 | 102.119 | 0.000 | 0.000 | ||
| 6125 | 2014.03.25 10:58 | modify | 1260 | 0.10 | 102.119 | 102.369 | 0.000 | ||
| 6126 | 2014.03.25 14:00 | close | 1260 | 0.05 | 102.249 | 102.369 | 0.000 | -6.36 | 11927.85 |
| 6127 | 2014.03.25 14:00 | sell | 1261 | 0.05 | 102.119 | 102.369 | 0.000 | ||
| 6128 | 2014.03.25 14:39 | close | 1261 | 0.05 | 102.334 | 102.369 | 0.000 | -10.50 | 11917.35 |
| 6129 | 2014.03.26 20:26 | sell | 1262 | 0.10 | 102.189 | 0.000 | 0.000 | ||
| 6130 | 2014.03.26 20:26 | modify | 1262 | 0.10 | 102.189 | 102.439 | 0.000 | ||
| 6131 | 2014.03.26 20:46 | close | 1262 | 0.05 | 102.088 | 102.439 | 0.000 | 4.95 | 11922.30 |
| 6132 | 2014.03.26 20:46 | sell | 1263 | 0.05 | 102.189 | 102.439 | 0.000 | ||
| 6133 | 2014.03.27 03:04 | modify | 1263 | 0.05 | 102.189 | 102.139 | 0.000 | ||
| 6134 | 2014.03.27 07:06 | s/l | 1263 | 0.05 | 102.139 | 102.139 | 0.000 | 0.96 | 11923.26 |
| 6135 | 2014.03.31 10:21 | buy | 1264 | 0.10 | 102.981 | 0.000 | 0.000 | ||
| 6136 | 2014.03.31 10:21 | modify | 1264 | 0.10 | 102.981 | 102.731 | 0.000 | ||
| 6137 | 2014.03.31 11:42 | close | 1264 | 0.05 | 103.082 | 102.731 | 0.000 | 4.90 | 11928.16 |
| 6138 | 2014.03.31 11:42 | buy | 1265 | 0.05 | 102.981 | 102.731 | 0.000 | ||
| 6139 | 2014.03.31 15:59 | modify | 1265 | 0.05 | 102.981 | 103.031 | 0.000 | ||
| 6140 | 2014.03.31 17:59 | s/l | 1265 | 0.05 | 103.031 | 103.031 | 0.000 | 2.43 | 11930.59 |
| 6141 | 2014.04.01 16:34 | buy | 1266 | 0.10 | 103.440 | 0.000 | 0.000 | ||
| 6142 | 2014.04.01 16:34 | modify | 1266 | 0.10 | 103.440 | 103.190 | 0.000 | ||
| 6143 | 2014.04.01 17:01 | close | 1266 | 0.05 | 103.541 | 103.190 | 0.000 | 4.88 | 11935.47 |
| 6144 | 2014.04.01 17:01 | buy | 1267 | 0.05 | 103.440 | 103.190 | 0.000 | ||
| 6145 | 2014.04.02 04:06 | modify | 1267 | 0.05 | 103.440 | 103.490 | 0.000 | ||
| 6146 | 2014.04.02 13:18 | close | 1267 | 0.03 | 103.694 | 103.490 | 0.000 | 7.50 | 11942.97 |
| 6147 | 2014.04.02 13:18 | buy | 1268 | 0.02 | 103.440 | 103.490 | 0.000 | ||
| 6148 | 2014.04.02 15:29 | close | 1268 | 0.02 | 103.669 | 103.490 | 0.000 | 4.52 | 11947.49 |
| 6149 | 2014.04.03 04:27 | buy | 1269 | 0.10 | 103.951 | 0.000 | 0.000 | ||
| 6150 | 2014.04.03 04:27 | modify | 1269 | 0.10 | 103.951 | 103.701 | 0.000 | ||