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 |
| 6151 | 2014.04.03 05:00 | close | 1269 | 0.05 | 103.852 | 103.701 | 0.000 | -4.77 | 11942.72 |
| 6152 | 2014.04.03 05:00 | buy | 1270 | 0.05 | 103.951 | 103.701 | 0.000 | ||
| 6153 | 2014.04.03 15:33 | close | 1270 | 0.03 | 103.879 | 103.701 | 0.000 | -2.08 | 11940.64 |
| 6154 | 2014.04.03 15:33 | buy | 1271 | 0.02 | 103.951 | 103.701 | 0.000 | ||
| 6155 | 2014.04.03 17:22 | close | 1271 | 0.02 | 103.902 | 103.701 | 0.000 | -0.94 | 11939.70 |
| 6156 | 2014.04.07 07:43 | sell | 1272 | 0.10 | 103.163 | 0.000 | 0.000 | ||
| 6157 | 2014.04.07 07:43 | modify | 1272 | 0.10 | 103.163 | 103.413 | 0.000 | ||
| 6158 | 2014.04.07 08:04 | close | 1272 | 0.05 | 103.026 | 103.413 | 0.000 | 6.65 | 11946.35 |
| 6159 | 2014.04.07 08:04 | sell | 1273 | 0.05 | 103.163 | 103.413 | 0.000 | ||
| 6160 | 2014.04.07 17:11 | close | 1273 | 0.03 | 103.259 | 103.413 | 0.000 | -2.79 | 11943.56 |
| 6161 | 2014.04.07 17:11 | sell | 1274 | 0.02 | 103.163 | 103.413 | 0.000 | ||
| 6162 | 2014.04.08 04:03 | modify | 1274 | 0.02 | 103.163 | 103.113 | 0.000 | ||
| 6163 | 2014.04.08 11:40 | modify | 1274 | 0.02 | 103.163 | 103.012 | 0.000 | ||
| 6164 | 2014.04.08 11:40 | modify | 1274 | 0.02 | 103.163 | 102.999 | 0.000 | ||
| 6165 | 2014.04.08 11:40 | modify | 1274 | 0.02 | 103.163 | 102.988 | 0.000 | ||
| 6166 | 2014.04.08 11:40 | modify | 1274 | 0.02 | 103.163 | 102.977 | 0.000 | ||
| 6167 | 2014.04.08 14:11 | modify | 1274 | 0.02 | 103.163 | 102.966 | 0.000 | ||
| 6168 | 2014.04.08 14:12 | modify | 1274 | 0.02 | 103.163 | 102.954 | 0.000 | ||
| 6169 | 2014.04.08 14:13 | modify | 1274 | 0.02 | 103.163 | 102.943 | 0.000 | ||
| 6170 | 2014.04.08 14:13 | modify | 1274 | 0.02 | 103.163 | 102.931 | 0.000 | ||
| 6171 | 2014.04.08 14:13 | modify | 1274 | 0.02 | 103.163 | 102.919 | 0.000 | ||
| 6172 | 2014.04.08 14:13 | modify | 1274 | 0.02 | 103.163 | 102.907 | 0.000 | ||
| 6173 | 2014.04.08 14:14 | modify | 1274 | 0.02 | 103.163 | 102.896 | 0.000 | ||
| 6174 | 2014.04.08 14:14 | modify | 1274 | 0.02 | 103.163 | 102.885 | 0.000 | ||
| 6175 | 2014.04.08 14:14 | modify | 1274 | 0.02 | 103.163 | 102.874 | 0.000 | ||
| 6176 | 2014.04.08 14:21 | modify | 1274 | 0.02 | 103.163 | 102.863 | 0.000 | ||
| 6177 | 2014.04.08 14:22 | modify | 1274 | 0.02 | 103.163 | 102.852 | 0.000 | ||
| 6178 | 2014.04.08 14:22 | modify | 1274 | 0.02 | 103.163 | 102.840 | 0.000 | ||
| 6179 | 2014.04.08 14:22 | modify | 1274 | 0.02 | 103.163 | 102.828 | 0.000 | ||
| 6180 | 2014.04.08 14:22 | modify | 1274 | 0.02 | 103.163 | 102.817 | 0.000 | ||
| 6181 | 2014.04.08 14:22 | modify | 1274 | 0.02 | 103.163 | 102.806 | 0.000 | ||
| 6182 | 2014.04.08 14:22 | modify | 1274 | 0.02 | 103.163 | 102.794 | 0.000 | ||
| 6183 | 2014.04.08 15:00 | modify | 1274 | 0.02 | 103.163 | 102.782 | 0.000 | ||
| 6184 | 2014.04.08 15:00 | modify | 1274 | 0.02 | 103.163 | 102.769 | 0.000 | ||
| 6185 | 2014.04.08 15:00 | modify | 1274 | 0.02 | 103.163 | 102.756 | 0.000 | ||
| 6186 | 2014.04.08 15:01 | modify | 1274 | 0.02 | 103.163 | 102.744 | 0.000 | ||
| 6187 | 2014.04.08 15:01 | modify | 1274 | 0.02 | 103.163 | 102.732 | 0.000 | ||
| 6188 | 2014.04.08 15:08 | modify | 1274 | 0.02 | 103.163 | 102.721 | 0.000 | ||
| 6189 | 2014.04.08 15:08 | modify | 1274 | 0.02 | 103.163 | 102.709 | 0.000 | ||
| 6190 | 2014.04.08 15:21 | modify | 1274 | 0.02 | 103.163 | 102.698 | 0.000 | ||
| 6191 | 2014.04.08 15:21 | modify | 1274 | 0.02 | 103.163 | 102.684 | 0.000 | ||
| 6192 | 2014.04.08 15:22 | modify | 1274 | 0.02 | 103.163 | 102.673 | 0.000 | ||
| 6193 | 2014.04.08 15:22 | modify | 1274 | 0.02 | 103.163 | 102.661 | 0.000 | ||
| 6194 | 2014.04.08 15:22 | modify | 1274 | 0.02 | 103.163 | 102.650 | 0.000 | ||
| 6195 | 2014.04.08 15:24 | modify | 1274 | 0.02 | 103.163 | 102.637 | 0.000 | ||
| 6196 | 2014.04.08 15:24 | modify | 1274 | 0.02 | 103.163 | 102.624 | 0.000 | ||
| 6197 | 2014.04.08 15:24 | modify | 1274 | 0.02 | 103.163 | 102.611 | 0.000 | ||
| 6198 | 2014.04.08 15:24 | modify | 1274 | 0.02 | 103.163 | 102.598 | 0.000 | ||
| 6199 | 2014.04.08 15:24 | modify | 1274 | 0.02 | 103.163 | 102.585 | 0.000 | ||
| 6200 | 2014.04.08 16:26 | modify | 1274 | 0.02 | 103.163 | 102.574 | 0.000 | ||
| 6201 | 2014.04.08 16:26 | modify | 1274 | 0.02 | 103.163 | 102.561 | 0.000 | ||
| 6202 | 2014.04.08 16:26 | modify | 1274 | 0.02 | 103.163 | 102.550 | 0.000 | ||
| 6203 | 2014.04.08 16:26 | modify | 1274 | 0.02 | 103.163 | 102.535 | 0.000 | ||
| 6204 | 2014.04.08 17:29 | modify | 1274 | 0.02 | 103.163 | 102.524 | 0.000 | ||
| 6205 | 2014.04.08 18:51 | modify | 1274 | 0.02 | 103.163 | 102.513 | 0.000 | ||
| 6206 | 2014.04.08 19:38 | modify | 1274 | 0.02 | 103.163 | 102.502 | 0.000 | ||
| 6207 | 2014.04.08 19:39 | modify | 1274 | 0.02 | 103.163 | 102.491 | 0.000 | ||
| 6208 | 2014.04.08 19:40 | modify | 1274 | 0.02 | 103.163 | 102.479 | 0.000 | ||
| 6209 | 2014.04.08 19:40 | modify | 1274 | 0.02 | 103.163 | 102.468 | 0.000 | ||
| 6210 | 2014.04.08 19:51 | modify | 1274 | 0.02 | 103.163 | 102.457 | 0.000 | ||
| 6211 | 2014.04.08 19:51 | modify | 1274 | 0.02 | 103.163 | 102.446 | 0.000 | ||
| 6212 | 2014.04.08 19:52 | modify | 1274 | 0.02 | 103.163 | 102.435 | 0.000 | ||
| 6213 | 2014.04.08 19:52 | modify | 1274 | 0.02 | 103.163 | 102.424 | 0.000 | ||
| 6214 | 2014.04.08 19:53 | modify | 1274 | 0.02 | 103.163 | 102.414 | 0.000 | ||
| 6215 | 2014.04.08 19:53 | modify | 1274 | 0.02 | 103.163 | 102.402 | 0.000 | ||
| 6216 | 2014.04.08 19:53 | modify | 1274 | 0.02 | 103.163 | 102.390 | 0.000 | ||
| 6217 | 2014.04.08 19:58 | modify | 1274 | 0.02 | 103.163 | 102.379 | 0.000 | ||
| 6218 | 2014.04.08 19:58 | modify | 1274 | 0.02 | 103.163 | 102.368 | 0.000 | ||
| 6219 | 2014.04.08 20:19 | modify | 1274 | 0.02 | 103.163 | 102.357 | 0.000 | ||
| 6220 | 2014.04.08 20:53 | modify | 1274 | 0.02 | 103.163 | 102.346 | 0.000 | ||
| 6221 | 2014.04.08 21:06 | modify | 1274 | 0.02 | 103.163 | 102.335 | 0.000 | ||
| 6222 | 2014.04.08 21:06 | modify | 1274 | 0.02 | 103.163 | 102.324 | 0.000 | ||
| 6223 | 2014.04.08 21:06 | modify | 1274 | 0.02 | 103.163 | 102.312 | 0.000 | ||
| 6224 | 2014.04.08 21:06 | modify | 1274 | 0.02 | 103.163 | 102.300 | 0.000 | ||
| 6225 | 2014.04.08 21:06 | modify | 1274 | 0.02 | 103.163 | 102.288 | 0.000 | ||
| 6226 | 2014.04.08 21:06 | modify | 1274 | 0.02 | 103.163 | 102.277 | 0.000 | ||
| 6227 | 2014.04.08 21:06 | modify | 1274 | 0.02 | 103.163 | 102.264 | 0.000 | ||
| 6228 | 2014.04.08 21:06 | modify | 1274 | 0.02 | 103.163 | 102.253 | 0.000 | ||
| 6229 | 2014.04.08 21:06 | modify | 1274 | 0.02 | 103.163 | 102.242 | 0.000 | ||
| 6230 | 2014.04.08 21:07 | modify | 1274 | 0.02 | 103.163 | 102.231 | 0.000 | ||
| 6231 | 2014.04.08 21:12 | modify | 1274 | 0.02 | 103.163 | 102.219 | 0.000 | ||
| 6232 | 2014.04.08 21:17 | modify | 1274 | 0.02 | 103.163 | 102.208 | 0.000 | ||
| 6233 | 2014.04.08 21:17 | modify | 1274 | 0.02 | 103.163 | 102.197 | 0.000 | ||
| 6234 | 2014.04.08 21:17 | modify | 1274 | 0.02 | 103.163 | 102.184 | 0.000 | ||
| 6235 | 2014.04.08 21:17 | modify | 1274 | 0.02 | 103.163 | 102.171 | 0.000 | ||
| 6236 | 2014.04.08 21:17 | modify | 1274 | 0.02 | 103.163 | 102.158 | 0.000 | ||
| 6237 | 2014.04.08 21:17 | modify | 1274 | 0.02 | 103.163 | 102.146 | 0.000 | ||
| 6238 | 2014.04.08 21:17 | modify | 1274 | 0.02 | 103.163 | 102.134 | 0.000 | ||
| 6239 | 2014.04.08 21:17 | modify | 1274 | 0.02 | 103.163 | 102.121 | 0.000 | ||
| 6240 | 2014.04.08 21:17 | modify | 1274 | 0.02 | 103.163 | 102.109 | 0.000 | ||
| 6241 | 2014.04.08 21:17 | modify | 1274 | 0.02 | 103.163 | 102.096 | 0.000 | ||
| 6242 | 2014.04.08 21:21 | modify | 1274 | 0.02 | 103.163 | 102.084 | 0.000 | ||
| 6243 | 2014.04.08 21:21 | modify | 1274 | 0.02 | 103.163 | 102.073 | 0.000 | ||
| 6244 | 2014.04.08 21:21 | modify | 1274 | 0.02 | 103.163 | 102.061 | 0.000 | ||
| 6245 | 2014.04.08 21:21 | modify | 1274 | 0.02 | 103.163 | 102.050 | 0.000 | ||
| 6246 | 2014.04.08 21:21 | modify | 1274 | 0.02 | 103.163 | 102.037 | 0.000 | ||
| 6247 | 2014.04.08 21:21 | modify | 1274 | 0.02 | 103.163 | 102.025 | 0.000 | ||
| 6248 | 2014.04.08 21:22 | modify | 1274 | 0.02 | 103.163 | 102.014 | 0.000 | ||
| 6249 | 2014.04.08 21:22 | modify | 1274 | 0.02 | 103.163 | 102.001 | 0.000 | ||
| 6250 | 2014.04.09 03:23 | s/l | 1274 | 0.02 | 102.001 | 102.001 | 0.000 | 22.38 | 11965.95 |
| 6251 | 2014.04.10 07:42 | sell | 1275 | 0.10 | 101.708 | 0.000 | 0.000 | ||
| 6252 | 2014.04.10 07:42 | modify | 1275 | 0.10 | 101.708 | 101.958 | 0.000 | ||
| 6253 | 2014.04.10 11:00 | close | 1275 | 0.05 | 101.732 | 101.958 | 0.000 | -1.18 | 11964.77 |
| 6254 | 2014.04.10 11:00 | sell | 1276 | 0.05 | 101.708 | 101.958 | 0.000 | ||
| 6255 | 2014.04.10 16:03 | s/l | 1276 | 0.05 | 101.958 | 101.958 | 0.000 | -12.26 | 11952.51 |
| 6256 | 2014.04.10 18:10 | sell | 1277 | 0.10 | 101.413 | 0.000 | 0.000 | ||
| 6257 | 2014.04.10 18:10 | modify | 1277 | 0.10 | 101.413 | 101.663 | 0.000 | ||
| 6258 | 2014.04.10 23:00 | close | 1277 | 0.05 | 101.437 | 101.663 | 0.000 | -1.18 | 11951.33 |
| 6259 | 2014.04.10 23:00 | sell | 1278 | 0.05 | 101.413 | 101.663 | 0.000 | ||
| 6260 | 2014.04.11 04:16 | close | 1278 | 0.03 | 101.637 | 101.663 | 0.000 | -6.91 | 11944.42 |
| 6261 | 2014.04.11 04:16 | sell | 1279 | 0.02 | 101.413 | 101.663 | 0.000 | ||
| 6262 | 2014.04.11 04:23 | s/l | 1279 | 0.02 | 101.663 | 101.663 | 0.000 | -5.12 | 11939.30 |
| 6263 | 2014.04.14 15:10 | buy | 1280 | 0.10 | 101.872 | 0.000 | 0.000 | ||
| 6264 | 2014.04.14 15:10 | modify | 1280 | 0.10 | 101.872 | 101.622 | 0.000 | ||
| 6265 | 2014.04.14 15:30 | close | 1280 | 0.05 | 101.974 | 101.622 | 0.000 | 5.00 | 11944.30 |
| 6266 | 2014.04.14 15:30 | buy | 1281 | 0.05 | 101.872 | 101.622 | 0.000 | ||
| 6267 | 2014.04.15 09:58 | close | 1281 | 0.03 | 101.781 | 101.622 | 0.000 | -2.53 | 11941.77 |
| 6268 | 2014.04.15 09:58 | buy | 1282 | 0.02 | 101.872 | 101.622 | 0.000 | ||
| 6269 | 2014.04.15 10:03 | close | 1282 | 0.02 | 101.749 | 101.622 | 0.000 | -2.32 | 11939.45 |
| 6270 | 2014.04.15 18:15 | sell | 1283 | 0.10 | 101.578 | 0.000 | 0.000 | ||
| 6271 | 2014.04.15 18:15 | modify | 1283 | 0.10 | 101.578 | 101.828 | 0.000 | ||
| 6272 | 2014.04.15 21:05 | s/l | 1283 | 0.10 | 101.828 | 101.828 | 0.000 | -24.55 | 11914.90 |
| 6273 | 2014.04.16 03:17 | buy | 1284 | 0.10 | 102.065 | 0.000 | 0.000 | ||
| 6274 | 2014.04.16 03:17 | modify | 1284 | 0.10 | 102.065 | 101.815 | 0.000 | ||
| 6275 | 2014.04.16 08:00 | close | 1284 | 0.05 | 102.190 | 101.815 | 0.000 | 6.12 | 11921.02 |
| 6276 | 2014.04.16 08:00 | buy | 1285 | 0.05 | 102.065 | 101.815 | 0.000 | ||
| 6277 | 2014.04.16 19:48 | close | 1285 | 0.03 | 102.211 | 101.815 | 0.000 | 4.29 | 11925.31 |
| 6278 | 2014.04.16 19:48 | buy | 1286 | 0.02 | 102.065 | 101.815 | 0.000 | ||
| 6279 | 2014.04.16 23:11 | close | 1286 | 0.02 | 102.241 | 101.815 | 0.000 | 3.44 | 11928.75 |
| 6280 | 2014.04.17 19:35 | buy | 1287 | 0.10 | 102.353 | 0.000 | 0.000 | ||
| 6281 | 2014.04.17 19:35 | modify | 1287 | 0.10 | 102.353 | 102.103 | 0.000 | ||
| 6282 | 2014.04.17 23:00 | close | 1287 | 0.05 | 102.416 | 102.103 | 0.000 | 3.08 | 11931.83 |
| 6283 | 2014.04.17 23:00 | buy | 1288 | 0.05 | 102.353 | 102.103 | 0.000 | ||
| 6284 | 2014.04.18 08:00 | close | 1288 | 0.05 | 102.392 | 102.103 | 0.000 | 2.15 | 11933.98 |
| 6285 | 2014.04.21 04:05 | buy | 1289 | 0.10 | 102.629 | 0.000 | 0.000 | ||
| 6286 | 2014.04.21 04:05 | modify | 1289 | 0.10 | 102.629 | 102.379 | 0.000 | ||
| 6287 | 2014.04.21 06:00 | close | 1289 | 0.05 | 102.619 | 102.379 | 0.000 | -0.49 | 11933.49 |
| 6288 | 2014.04.21 06:00 | buy | 1290 | 0.05 | 102.629 | 102.379 | 0.000 | ||
| 6289 | 2014.04.21 17:39 | close | 1290 | 0.03 | 102.529 | 102.379 | 0.000 | -2.93 | 11930.56 |
| 6290 | 2014.04.21 17:39 | buy | 1291 | 0.02 | 102.629 | 102.379 | 0.000 | ||
| 6291 | 2014.04.22 08:12 | close | 1291 | 0.02 | 102.591 | 102.379 | 0.000 | -0.64 | 11929.92 |
| 6292 | 2014.04.22 09:02 | sell | 1292 | 0.10 | 102.493 | 0.000 | 0.000 | ||
| 6293 | 2014.04.22 09:02 | modify | 1292 | 0.10 | 102.493 | 102.743 | 0.000 | ||
| 6294 | 2014.04.22 11:00 | close | 1292 | 0.05 | 102.498 | 102.743 | 0.000 | -0.24 | 11929.68 |
| 6295 | 2014.04.22 11:00 | sell | 1293 | 0.05 | 102.493 | 102.743 | 0.000 | ||
| 6296 | 2014.04.23 03:03 | close | 1293 | 0.05 | 102.670 | 102.743 | 0.000 | -9.12 | 11920.57 |
| 6297 | 2014.04.23 12:48 | sell | 1294 | 0.10 | 102.405 | 0.000 | 0.000 | ||
| 6298 | 2014.04.23 12:48 | modify | 1294 | 0.10 | 102.405 | 102.655 | 0.000 | ||
| 6299 | 2014.04.23 12:49 | close | 1294 | 0.05 | 102.302 | 102.655 | 0.000 | 5.03 | 11925.60 |
| 6300 | 2014.04.23 12:49 | sell | 1295 | 0.05 | 102.405 | 102.655 | 0.000 | ||