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 |
| 6301 | 2014.04.23 23:33 | close | 1295 | 0.05 | 102.512 | 102.655 | 0.000 | -5.22 | 11920.38 |
| 6302 | 2014.04.24 15:48 | buy | 1296 | 0.10 | 102.637 | 0.000 | 0.000 | ||
| 6303 | 2014.04.24 15:48 | modify | 1296 | 0.10 | 102.637 | 102.387 | 0.000 | ||
| 6304 | 2014.04.24 16:38 | s/l | 1296 | 0.10 | 102.387 | 102.387 | 0.000 | -24.42 | 11895.96 |
| 6305 | 2014.04.24 16:47 | sell | 1297 | 0.10 | 102.154 | 0.000 | 0.000 | ||
| 6306 | 2014.04.24 16:47 | modify | 1297 | 0.10 | 102.154 | 102.404 | 0.000 | ||
| 6307 | 2014.04.24 18:00 | close | 1297 | 0.05 | 102.233 | 102.404 | 0.000 | -3.86 | 11892.10 |
| 6308 | 2014.04.24 18:00 | sell | 1298 | 0.05 | 102.154 | 102.404 | 0.000 | ||
| 6309 | 2014.04.25 03:58 | s/l | 1298 | 0.05 | 102.404 | 102.404 | 0.000 | -12.71 | 11879.39 |
| 6310 | 2014.04.28 16:59 | buy | 1299 | 0.10 | 102.411 | 0.000 | 0.000 | ||
| 6311 | 2014.04.28 16:59 | modify | 1299 | 0.10 | 102.411 | 102.161 | 0.000 | ||
| 6312 | 2014.04.28 17:20 | close | 1299 | 0.05 | 102.577 | 102.161 | 0.000 | 8.09 | 11887.48 |
| 6313 | 2014.04.28 17:20 | buy | 1300 | 0.05 | 102.411 | 102.161 | 0.000 | ||
| 6314 | 2014.04.29 13:54 | modify | 1300 | 0.05 | 102.411 | 102.461 | 0.000 | ||
| 6315 | 2014.04.30 04:40 | close | 1300 | 0.05 | 102.508 | 102.461 | 0.000 | 5.23 | 11892.71 |
| 6316 | 2014.04.30 05:02 | sell | 1301 | 0.10 | 102.443 | 0.000 | 0.000 | ||
| 6317 | 2014.04.30 05:02 | modify | 1301 | 0.10 | 102.443 | 102.693 | 0.000 | ||
| 6318 | 2014.04.30 05:59 | close | 1301 | 0.05 | 102.342 | 102.693 | 0.000 | 4.93 | 11897.64 |
| 6319 | 2014.04.30 05:59 | sell | 1302 | 0.05 | 102.443 | 102.693 | 0.000 | ||
| 6320 | 2014.04.30 15:15 | close | 1302 | 0.05 | 102.635 | 102.693 | 0.000 | -9.35 | 11888.29 |
| 6321 | 2014.04.30 15:34 | sell | 1303 | 0.10 | 102.273 | 0.000 | 0.000 | ||
| 6322 | 2014.04.30 15:34 | modify | 1303 | 0.10 | 102.273 | 102.523 | 0.000 | ||
| 6323 | 2014.04.30 17:00 | close | 1303 | 0.05 | 102.305 | 102.523 | 0.000 | -1.56 | 11886.73 |
| 6324 | 2014.04.30 17:00 | sell | 1304 | 0.05 | 102.273 | 102.523 | 0.000 | ||
| 6325 | 2014.05.01 06:31 | close | 1304 | 0.05 | 102.298 | 102.523 | 0.000 | -2.71 | 11884.02 |
| 6326 | 2014.05.02 03:57 | buy | 1305 | 0.10 | 102.364 | 0.000 | 0.000 | ||
| 6327 | 2014.05.02 03:57 | modify | 1305 | 0.10 | 102.364 | 102.114 | 0.000 | ||
| 6328 | 2014.05.02 05:00 | close | 1305 | 0.05 | 102.348 | 102.114 | 0.000 | -0.78 | 11883.24 |
| 6329 | 2014.05.02 05:00 | buy | 1306 | 0.05 | 102.364 | 102.114 | 0.000 | ||
| 6330 | 2014.05.02 08:00 | close | 1306 | 0.05 | 102.349 | 102.114 | 0.000 | -0.73 | 11882.51 |
| 6331 | 2014.05.06 13:50 | sell | 1307 | 0.10 | 101.876 | 0.000 | 0.000 | ||
| 6332 | 2014.05.06 13:50 | modify | 1307 | 0.10 | 101.876 | 102.126 | 0.000 | ||
| 6333 | 2014.05.06 14:09 | close | 1307 | 0.05 | 101.702 | 102.126 | 0.000 | 8.55 | 11891.06 |
| 6334 | 2014.05.06 14:09 | sell | 1308 | 0.05 | 101.876 | 102.126 | 0.000 | ||
| 6335 | 2014.05.06 17:13 | modify | 1308 | 0.05 | 101.876 | 101.826 | 0.000 | ||
| 6336 | 2014.05.07 03:05 | close | 1308 | 0.05 | 101.765 | 101.826 | 0.000 | 4.95 | 11896.01 |
| 6337 | 2014.05.07 08:55 | sell | 1309 | 0.10 | 101.487 | 0.000 | 0.000 | ||
| 6338 | 2014.05.07 08:55 | modify | 1309 | 0.10 | 101.487 | 101.737 | 0.000 | ||
| 6339 | 2014.05.07 10:00 | close | 1309 | 0.05 | 101.484 | 101.737 | 0.000 | 0.15 | 11896.16 |
| 6340 | 2014.05.07 10:00 | sell | 1310 | 0.05 | 101.487 | 101.737 | 0.000 | ||
| 6341 | 2014.05.07 14:20 | close | 1310 | 0.03 | 101.647 | 101.737 | 0.000 | -4.72 | 11891.44 |
| 6342 | 2014.05.07 14:20 | sell | 1311 | 0.02 | 101.487 | 101.737 | 0.000 | ||
| 6343 | 2014.05.07 15:02 | close | 1311 | 0.02 | 101.695 | 101.737 | 0.000 | -4.09 | 11887.35 |
| 6344 | 2014.05.08 20:18 | sell | 1312 | 0.10 | 101.529 | 0.000 | 0.000 | ||
| 6345 | 2014.05.08 20:18 | modify | 1312 | 0.10 | 101.529 | 101.779 | 0.000 | ||
| 6346 | 2014.05.09 01:00 | close | 1312 | 0.05 | 101.656 | 101.779 | 0.000 | -6.75 | 11880.61 |
| 6347 | 2014.05.09 01:00 | sell | 1313 | 0.05 | 101.529 | 101.779 | 0.000 | ||
| 6348 | 2014.05.09 04:58 | close | 1313 | 0.05 | 101.748 | 101.779 | 0.000 | -11.26 | 11869.35 |
| 6349 | 2014.05.12 03:19 | buy | 1314 | 0.10 | 101.928 | 0.000 | 0.000 | ||
| 6350 | 2014.05.12 03:19 | modify | 1314 | 0.10 | 101.928 | 101.678 | 0.000 | ||
| 6351 | 2014.05.12 03:30 | close | 1314 | 0.05 | 102.029 | 101.678 | 0.000 | 4.95 | 11874.30 |
| 6352 | 2014.05.12 03:30 | buy | 1315 | 0.05 | 101.928 | 101.678 | 0.000 | ||
| 6353 | 2014.05.13 07:26 | modify | 1315 | 0.05 | 101.928 | 101.978 | 0.000 | ||
| 6354 | 2014.05.13 15:30 | close | 1315 | 0.03 | 102.215 | 101.978 | 0.000 | 8.57 | 11882.87 |
| 6355 | 2014.05.13 15:30 | buy | 1316 | 0.02 | 101.928 | 101.978 | 0.000 | ||
| 6356 | 2014.05.13 15:30 | close | 1316 | 0.02 | 102.170 | 101.978 | 0.000 | 4.84 | 11887.71 |
| 6357 | 2014.05.14 11:04 | sell | 1317 | 0.10 | 102.047 | 0.000 | 0.000 | ||
| 6358 | 2014.05.14 11:04 | modify | 1317 | 0.10 | 102.047 | 102.297 | 0.000 | ||
| 6359 | 2014.05.14 11:11 | close | 1317 | 0.05 | 101.944 | 102.297 | 0.000 | 5.05 | 11892.76 |
| 6360 | 2014.05.14 11:11 | sell | 1318 | 0.05 | 102.047 | 102.297 | 0.000 | ||
| 6361 | 2014.05.15 03:06 | modify | 1318 | 0.05 | 102.047 | 101.997 | 0.000 | ||
| 6362 | 2014.05.15 04:17 | close | 1318 | 0.03 | 101.845 | 101.997 | 0.000 | 5.06 | 11897.82 |
| 6363 | 2014.05.15 04:17 | sell | 1319 | 0.02 | 102.047 | 101.997 | 0.000 | ||
| 6364 | 2014.05.15 04:42 | close | 1319 | 0.02 | 101.882 | 101.997 | 0.000 | 2.64 | 11900.46 |
| 6365 | 2014.05.15 16:56 | sell | 1320 | 0.10 | 101.656 | 0.000 | 0.000 | ||
| 6366 | 2014.05.15 16:56 | modify | 1320 | 0.10 | 101.656 | 101.906 | 0.000 | ||
| 6367 | 2014.05.15 17:14 | close | 1320 | 0.05 | 101.555 | 101.906 | 0.000 | 4.97 | 11905.43 |
| 6368 | 2014.05.15 17:14 | sell | 1321 | 0.05 | 101.656 | 101.906 | 0.000 | ||
| 6369 | 2014.05.16 08:00 | close | 1321 | 0.05 | 101.488 | 101.906 | 0.000 | 7.78 | 11913.21 |
| 6370 | 2014.05.19 09:02 | sell | 1322 | 0.10 | 101.352 | 0.000 | 0.000 | ||
| 6371 | 2014.05.19 09:02 | modify | 1322 | 0.10 | 101.352 | 101.602 | 0.000 | ||
| 6372 | 2014.05.19 09:19 | close | 1322 | 0.05 | 101.248 | 101.602 | 0.000 | 5.14 | 11918.35 |
| 6373 | 2014.05.19 09:19 | sell | 1323 | 0.05 | 101.352 | 101.602 | 0.000 | ||
| 6374 | 2014.05.19 23:13 | close | 1323 | 0.05 | 101.432 | 101.602 | 0.000 | -3.94 | 11914.41 |
| 6375 | 2014.05.21 06:01 | sell | 1324 | 0.10 | 101.179 | 0.000 | 0.000 | ||
| 6376 | 2014.05.21 06:01 | modify | 1324 | 0.10 | 101.179 | 101.429 | 0.000 | ||
| 6377 | 2014.05.21 09:35 | close | 1324 | 0.05 | 101.072 | 101.429 | 0.000 | 5.29 | 11919.70 |
| 6378 | 2014.05.21 09:35 | sell | 1325 | 0.05 | 101.179 | 101.429 | 0.000 | ||
| 6379 | 2014.05.21 09:45 | modify | 1325 | 0.05 | 101.179 | 101.129 | 0.000 | ||
| 6380 | 2014.05.21 14:05 | s/l | 1325 | 0.05 | 101.129 | 101.129 | 0.000 | 2.47 | 11922.17 |
| 6381 | 2014.05.22 06:39 | buy | 1326 | 0.10 | 101.620 | 0.000 | 0.000 | ||
| 6382 | 2014.05.22 06:39 | modify | 1326 | 0.10 | 101.620 | 101.370 | 0.000 | ||
| 6383 | 2014.05.22 07:53 | close | 1326 | 0.05 | 101.731 | 101.370 | 0.000 | 5.46 | 11927.63 |
| 6384 | 2014.05.22 07:53 | buy | 1327 | 0.05 | 101.620 | 101.370 | 0.000 | ||
| 6385 | 2014.05.23 08:00 | close | 1327 | 0.05 | 101.769 | 101.370 | 0.000 | 7.57 | 11935.20 |
| 6386 | 2014.05.26 03:45 | buy | 1328 | 0.10 | 102.050 | 0.000 | 0.000 | ||
| 6387 | 2014.05.26 03:45 | modify | 1328 | 0.10 | 102.050 | 101.800 | 0.000 | ||
| 6388 | 2014.05.26 06:41 | close | 1328 | 0.05 | 101.886 | 101.800 | 0.000 | -8.05 | 11927.15 |
| 6389 | 2014.05.26 06:41 | buy | 1329 | 0.05 | 102.050 | 101.800 | 0.000 | ||
| 6390 | 2014.05.26 08:28 | close | 1329 | 0.05 | 101.889 | 101.800 | 0.000 | -7.90 | 11919.25 |
| 6391 | 2014.05.27 09:34 | sell | 1330 | 0.10 | 101.831 | 0.000 | 0.000 | ||
| 6392 | 2014.05.27 09:34 | modify | 1330 | 0.10 | 101.831 | 102.081 | 0.000 | ||
| 6393 | 2014.05.27 15:30 | close | 1330 | 0.05 | 101.964 | 102.081 | 0.000 | -6.52 | 11912.73 |
| 6394 | 2014.05.27 15:30 | sell | 1331 | 0.05 | 101.831 | 102.081 | 0.000 | ||
| 6395 | 2014.05.27 17:21 | close | 1331 | 0.05 | 102.037 | 102.081 | 0.000 | -10.09 | 11902.64 |
| 6396 | 2014.05.27 17:21 | buy | 1332 | 0.10 | 102.049 | 0.000 | 0.000 | ||
| 6397 | 2014.05.27 17:21 | modify | 1332 | 0.10 | 102.049 | 101.799 | 0.000 | ||
| 6398 | 2014.05.27 21:00 | close | 1332 | 0.05 | 102.099 | 101.799 | 0.000 | 2.45 | 11905.09 |
| 6399 | 2014.05.27 21:00 | buy | 1333 | 0.05 | 102.049 | 101.799 | 0.000 | ||
| 6400 | 2014.05.28 09:10 | close | 1333 | 0.05 | 101.881 | 101.799 | 0.000 | -7.99 | 11897.10 |
| 6401 | 2014.05.28 15:54 | sell | 1334 | 0.10 | 101.715 | 0.000 | 0.000 | ||
| 6402 | 2014.05.28 15:54 | modify | 1334 | 0.10 | 101.715 | 101.965 | 0.000 | ||
| 6403 | 2014.05.28 18:00 | close | 1334 | 0.05 | 101.752 | 101.965 | 0.000 | -1.82 | 11895.28 |
| 6404 | 2014.05.28 18:00 | sell | 1335 | 0.05 | 101.715 | 101.965 | 0.000 | ||
| 6405 | 2014.05.29 15:48 | close | 1335 | 0.03 | 101.717 | 101.965 | 0.000 | -0.95 | 11894.33 |
| 6406 | 2014.05.29 15:48 | sell | 1336 | 0.02 | 101.715 | 101.965 | 0.000 | ||
| 6407 | 2014.05.29 20:31 | close | 1336 | 0.02 | 101.681 | 101.965 | 0.000 | 0.07 | 11894.40 |
| 6408 | 2014.06.02 03:02 | buy | 1337 | 0.10 | 101.919 | 0.000 | 0.000 | ||
| 6409 | 2014.06.02 03:02 | modify | 1337 | 0.10 | 101.919 | 101.669 | 0.000 | ||
| 6410 | 2014.06.02 07:00 | close | 1337 | 0.05 | 102.007 | 101.669 | 0.000 | 4.31 | 11898.71 |
| 6411 | 2014.06.02 07:00 | buy | 1338 | 0.05 | 101.919 | 101.669 | 0.000 | ||
| 6412 | 2014.06.02 16:24 | modify | 1338 | 0.05 | 101.919 | 101.969 | 0.000 | ||
| 6413 | 2014.06.03 07:35 | close | 1338 | 0.03 | 102.346 | 101.969 | 0.000 | 12.67 | 11911.38 |
| 6414 | 2014.06.03 07:35 | buy | 1339 | 0.02 | 101.919 | 101.969 | 0.000 | ||
| 6415 | 2014.06.03 07:35 | close | 1339 | 0.02 | 102.341 | 101.969 | 0.000 | 8.35 | 11919.73 |
| 6416 | 2014.06.03 17:05 | buy | 1340 | 0.10 | 102.485 | 0.000 | 0.000 | ||
| 6417 | 2014.06.03 17:05 | modify | 1340 | 0.10 | 102.485 | 102.235 | 0.000 | ||
| 6418 | 2014.06.03 18:00 | close | 1340 | 0.05 | 102.416 | 102.235 | 0.000 | -3.37 | 11916.36 |
| 6419 | 2014.06.03 18:00 | buy | 1341 | 0.05 | 102.485 | 102.235 | 0.000 | ||
| 6420 | 2014.06.04 14:20 | close | 1341 | 0.03 | 102.575 | 102.235 | 0.000 | 2.78 | 11919.14 |
| 6421 | 2014.06.04 14:20 | buy | 1342 | 0.02 | 102.485 | 102.235 | 0.000 | ||
| 6422 | 2014.06.04 15:15 | close | 1342 | 0.02 | 102.549 | 102.235 | 0.000 | 1.35 | 11920.49 |
| 6423 | 2014.06.05 17:18 | sell | 1343 | 0.10 | 102.429 | 0.000 | 0.000 | ||
| 6424 | 2014.06.05 17:18 | modify | 1343 | 0.10 | 102.429 | 102.679 | 0.000 | ||
| 6425 | 2014.06.05 19:00 | close | 1343 | 0.05 | 102.443 | 102.679 | 0.000 | -0.68 | 11919.81 |
| 6426 | 2014.06.05 19:00 | sell | 1344 | 0.05 | 102.429 | 102.679 | 0.000 | ||
| 6427 | 2014.06.06 08:00 | close | 1344 | 0.05 | 102.322 | 102.679 | 0.000 | 4.73 | 11924.55 |
| 6428 | 2014.06.10 04:26 | sell | 1345 | 0.10 | 102.367 | 0.000 | 0.000 | ||
| 6429 | 2014.06.10 04:26 | modify | 1345 | 0.10 | 102.367 | 102.617 | 0.000 | ||
| 6430 | 2014.06.10 15:00 | close | 1345 | 0.05 | 102.335 | 102.617 | 0.000 | 1.56 | 11926.11 |
| 6431 | 2014.06.10 15:00 | sell | 1346 | 0.05 | 102.367 | 102.617 | 0.000 | ||
| 6432 | 2014.06.10 17:24 | close | 1346 | 0.03 | 102.361 | 102.617 | 0.000 | 0.18 | 11926.29 |
| 6433 | 2014.06.10 17:24 | sell | 1347 | 0.02 | 102.367 | 102.617 | 0.000 | ||
| 6434 | 2014.06.10 17:25 | close | 1347 | 0.02 | 102.396 | 102.617 | 0.000 | -0.57 | 11925.72 |
| 6435 | 2014.06.11 12:05 | sell | 1348 | 0.10 | 102.206 | 0.000 | 0.000 | ||
| 6436 | 2014.06.11 12:05 | modify | 1348 | 0.10 | 102.206 | 102.456 | 0.000 | ||
| 6437 | 2014.06.11 12:06 | close | 1348 | 0.05 | 102.104 | 102.456 | 0.000 | 4.99 | 11930.71 |
| 6438 | 2014.06.11 12:06 | sell | 1349 | 0.05 | 102.206 | 102.456 | 0.000 | ||
| 6439 | 2014.06.12 05:13 | close | 1349 | 0.05 | 102.085 | 102.456 | 0.000 | 4.44 | 11935.15 |
| 6440 | 2014.06.12 17:47 | sell | 1350 | 0.10 | 101.851 | 0.000 | 0.000 | ||
| 6441 | 2014.06.12 17:47 | modify | 1350 | 0.10 | 101.851 | 102.101 | 0.000 | ||
| 6442 | 2014.06.12 22:00 | close | 1350 | 0.05 | 101.673 | 102.101 | 0.000 | 8.75 | 11943.90 |
| 6443 | 2014.06.12 22:00 | sell | 1351 | 0.05 | 101.851 | 102.101 | 0.000 | ||
| 6444 | 2014.06.13 07:05 | close | 1351 | 0.05 | 101.887 | 102.101 | 0.000 | -2.27 | 11941.63 |
| 6445 | 2014.06.17 15:30 | buy | 1352 | 0.10 | 102.072 | 0.000 | 0.000 | ||
| 6446 | 2014.06.17 15:30 | modify | 1352 | 0.10 | 102.072 | 101.822 | 0.000 | ||
| 6447 | 2014.06.17 15:44 | close | 1352 | 0.05 | 102.174 | 101.822 | 0.000 | 4.99 | 11946.62 |
| 6448 | 2014.06.17 15:44 | buy | 1353 | 0.05 | 102.072 | 101.822 | 0.000 | ||
| 6449 | 2014.06.18 04:30 | close | 1353 | 0.03 | 102.125 | 101.822 | 0.000 | 1.71 | 11948.33 |
| 6450 | 2014.06.18 04:30 | buy | 1354 | 0.02 | 102.072 | 101.822 | 0.000 | ||