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 |
| 6451 | 2014.06.18 04:30 | close | 1354 | 0.02 | 102.115 | 101.822 | 0.000 | 0.94 | 11949.27 |
| 6452 | 2014.06.18 07:25 | buy | 1355 | 0.10 | 102.243 | 0.000 | 0.000 | ||
| 6453 | 2014.06.18 07:25 | modify | 1355 | 0.10 | 102.243 | 101.993 | 0.000 | ||
| 6454 | 2014.06.18 13:00 | close | 1355 | 0.05 | 102.217 | 101.993 | 0.000 | -1.27 | 11948.00 |
| 6455 | 2014.06.18 13:00 | buy | 1356 | 0.05 | 102.243 | 101.993 | 0.000 | ||
| 6456 | 2014.06.18 15:43 | close | 1356 | 0.05 | 102.109 | 101.993 | 0.000 | -6.56 | 11941.44 |
| 6457 | 2014.06.18 21:00 | buy | 1357 | 0.10 | 102.315 | 0.000 | 0.000 | ||
| 6458 | 2014.06.18 21:00 | modify | 1357 | 0.10 | 102.315 | 102.065 | 0.000 | ||
| 6459 | 2014.06.18 21:00 | close | 1357 | 0.10 | 102.075 | 102.065 | 0.000 | -23.51 | 11917.93 |
| 6460 | 2014.06.18 22:31 | sell | 1358 | 0.10 | 101.933 | 0.000 | 0.000 | ||
| 6461 | 2014.06.18 22:31 | modify | 1358 | 0.10 | 101.933 | 102.183 | 0.000 | ||
| 6462 | 2014.06.19 02:00 | close | 1358 | 0.05 | 101.930 | 102.183 | 0.000 | -1.34 | 11916.59 |
| 6463 | 2014.06.19 02:00 | sell | 1359 | 0.05 | 101.933 | 102.183 | 0.000 | ||
| 6464 | 2014.06.19 15:00 | close | 1359 | 0.05 | 101.862 | 102.183 | 0.000 | 2.00 | 11918.59 |
| 6465 | 2014.06.24 17:06 | buy | 1360 | 0.10 | 102.016 | 0.000 | 0.000 | ||
| 6466 | 2014.06.24 17:06 | modify | 1360 | 0.10 | 102.016 | 101.766 | 0.000 | ||
| 6467 | 2014.06.24 17:22 | close | 1360 | 0.05 | 102.117 | 101.766 | 0.000 | 4.95 | 11923.54 |
| 6468 | 2014.06.24 17:22 | buy | 1361 | 0.05 | 102.016 | 101.766 | 0.000 | ||
| 6469 | 2014.06.25 09:00 | close | 1361 | 0.05 | 101.860 | 101.766 | 0.000 | -7.41 | 11916.13 |
| 6470 | 2014.06.25 15:30 | sell | 1362 | 0.10 | 101.832 | 0.000 | 0.000 | ||
| 6471 | 2014.06.25 15:30 | modify | 1362 | 0.10 | 101.832 | 102.082 | 0.000 | ||
| 6472 | 2014.06.25 15:30 | close | 1362 | 0.05 | 101.732 | 102.082 | 0.000 | 4.91 | 11921.04 |
| 6473 | 2014.06.25 15:30 | sell | 1363 | 0.05 | 101.832 | 102.082 | 0.000 | ||
| 6474 | 2014.06.26 13:07 | close | 1363 | 0.03 | 101.799 | 102.082 | 0.000 | 0.08 | 11921.12 |
| 6475 | 2014.06.26 13:07 | sell | 1364 | 0.02 | 101.832 | 102.082 | 0.000 | ||
| 6476 | 2014.06.26 14:51 | close | 1364 | 0.02 | 101.786 | 102.082 | 0.000 | 0.30 | 11921.42 |
| 6477 | 2014.06.26 16:49 | sell | 1365 | 0.10 | 101.614 | 0.000 | 0.000 | ||
| 6478 | 2014.06.26 16:49 | modify | 1365 | 0.10 | 101.614 | 101.864 | 0.000 | ||
| 6479 | 2014.06.26 16:50 | close | 1365 | 0.05 | 101.512 | 101.864 | 0.000 | 5.02 | 11926.44 |
| 6480 | 2014.06.26 16:50 | sell | 1366 | 0.05 | 101.614 | 101.864 | 0.000 | ||
| 6481 | 2014.06.27 08:00 | close | 1366 | 0.05 | 101.433 | 101.864 | 0.000 | 8.42 | 11934.86 |
| 6482 | 2014.06.30 03:53 | sell | 1367 | 0.10 | 101.302 | 0.000 | 0.000 | ||
| 6483 | 2014.06.30 03:53 | modify | 1367 | 0.10 | 101.302 | 101.552 | 0.000 | ||
| 6484 | 2014.06.30 09:00 | close | 1367 | 0.05 | 101.306 | 101.552 | 0.000 | -0.20 | 11934.66 |
| 6485 | 2014.06.30 09:00 | sell | 1368 | 0.05 | 101.302 | 101.552 | 0.000 | ||
| 6486 | 2014.06.30 09:56 | close | 1368 | 0.03 | 101.414 | 101.552 | 0.000 | -3.31 | 11931.35 |
| 6487 | 2014.06.30 09:56 | sell | 1369 | 0.02 | 101.302 | 101.552 | 0.000 | ||
| 6488 | 2014.06.30 17:02 | close | 1369 | 0.02 | 101.440 | 101.552 | 0.000 | -2.72 | 11928.63 |
| 6489 | 2014.07.01 04:58 | buy | 1370 | 0.10 | 101.473 | 0.000 | 0.000 | ||
| 6490 | 2014.07.01 04:58 | modify | 1370 | 0.10 | 101.473 | 101.223 | 0.000 | ||
| 6491 | 2014.07.01 12:00 | close | 1370 | 0.05 | 101.512 | 101.223 | 0.000 | 1.92 | 11930.55 |
| 6492 | 2014.07.01 12:00 | buy | 1371 | 0.05 | 101.473 | 101.223 | 0.000 | ||
| 6493 | 2014.07.01 17:02 | close | 1371 | 0.03 | 101.451 | 101.223 | 0.000 | -0.65 | 11929.90 |
| 6494 | 2014.07.01 17:02 | buy | 1372 | 0.02 | 101.473 | 101.223 | 0.000 | ||
| 6495 | 2014.07.02 09:43 | close | 1372 | 0.02 | 101.499 | 101.223 | 0.000 | 0.61 | 11930.51 |
| 6496 | 2014.07.02 15:26 | buy | 1373 | 0.10 | 101.684 | 0.000 | 0.000 | ||
| 6497 | 2014.07.02 15:26 | modify | 1373 | 0.10 | 101.684 | 101.434 | 0.000 | ||
| 6498 | 2014.07.02 19:00 | close | 1373 | 0.05 | 101.750 | 101.434 | 0.000 | 3.24 | 11933.75 |
| 6499 | 2014.07.02 19:00 | buy | 1374 | 0.05 | 101.684 | 101.434 | 0.000 | ||
| 6500 | 2014.07.03 15:30 | modify | 1374 | 0.05 | 101.684 | 101.734 | 0.000 | ||
| 6501 | 2014.07.04 03:35 | close | 1374 | 0.05 | 102.116 | 101.734 | 0.000 | 22.15 | 11955.91 |
| 6502 | 2014.07.07 11:43 | sell | 1375 | 0.10 | 101.958 | 0.000 | 0.000 | ||
| 6503 | 2014.07.07 11:43 | modify | 1375 | 0.10 | 101.958 | 102.208 | 0.000 | ||
| 6504 | 2014.07.07 20:00 | close | 1375 | 0.05 | 101.840 | 102.208 | 0.000 | 5.79 | 11961.70 |
| 6505 | 2014.07.07 20:00 | sell | 1376 | 0.05 | 101.958 | 102.208 | 0.000 | ||
| 6506 | 2014.07.08 09:36 | close | 1376 | 0.03 | 101.857 | 102.208 | 0.000 | 2.67 | 11964.37 |
| 6507 | 2014.07.08 09:36 | sell | 1377 | 0.02 | 101.958 | 102.208 | 0.000 | ||
| 6508 | 2014.07.08 16:10 | modify | 1377 | 0.02 | 101.958 | 101.908 | 0.000 | ||
| 6509 | 2014.07.09 05:27 | close | 1377 | 0.02 | 101.575 | 101.908 | 0.000 | 7.14 | 11971.51 |
| 6510 | 2014.07.09 20:49 | buy | 1378 | 0.10 | 101.760 | 0.000 | 0.000 | ||
| 6511 | 2014.07.09 20:49 | modify | 1378 | 0.10 | 101.760 | 101.510 | 0.000 | ||
| 6512 | 2014.07.09 21:14 | close | 1378 | 0.05 | 101.631 | 101.510 | 0.000 | -6.35 | 11965.16 |
| 6513 | 2014.07.09 21:14 | buy | 1379 | 0.05 | 101.760 | 101.510 | 0.000 | ||
| 6514 | 2014.07.09 21:19 | close | 1379 | 0.05 | 101.598 | 101.510 | 0.000 | -7.97 | 11957.19 |
| 6515 | 2014.07.10 11:45 | sell | 1380 | 0.10 | 101.437 | 0.000 | 0.000 | ||
| 6516 | 2014.07.10 11:45 | modify | 1380 | 0.10 | 101.437 | 101.687 | 0.000 | ||
| 6517 | 2014.07.10 12:33 | close | 1380 | 0.05 | 101.333 | 101.687 | 0.000 | 5.13 | 11962.32 |
| 6518 | 2014.07.10 12:33 | sell | 1381 | 0.05 | 101.437 | 101.687 | 0.000 | ||
| 6519 | 2014.07.10 16:00 | modify | 1381 | 0.05 | 101.437 | 101.387 | 0.000 | ||
| 6520 | 2014.07.11 08:00 | close | 1381 | 0.05 | 101.242 | 101.387 | 0.000 | 9.13 | 11971.45 |
| 6521 | 2014.07.14 03:10 | buy | 1382 | 0.10 | 101.406 | 0.000 | 0.000 | ||
| 6522 | 2014.07.14 03:10 | modify | 1382 | 0.10 | 101.406 | 101.156 | 0.000 | ||
| 6523 | 2014.07.14 04:00 | close | 1382 | 0.05 | 101.360 | 101.156 | 0.000 | -2.27 | 11969.18 |
| 6524 | 2014.07.14 04:00 | buy | 1383 | 0.05 | 101.406 | 101.156 | 0.000 | ||
| 6525 | 2014.07.15 11:33 | close | 1383 | 0.05 | 101.510 | 101.156 | 0.000 | 5.37 | 11974.56 |
| 6526 | 2014.07.15 15:39 | buy | 1384 | 0.10 | 101.646 | 0.000 | 0.000 | ||
| 6527 | 2014.07.15 15:39 | modify | 1384 | 0.10 | 101.646 | 101.396 | 0.000 | ||
| 6528 | 2014.07.15 17:00 | close | 1384 | 0.05 | 101.551 | 101.396 | 0.000 | -4.68 | 11969.88 |
| 6529 | 2014.07.15 17:00 | buy | 1385 | 0.05 | 101.646 | 101.396 | 0.000 | ||
| 6530 | 2014.07.15 17:00 | close | 1385 | 0.05 | 101.528 | 101.396 | 0.000 | -5.81 | 11964.07 |
| 6531 | 2014.07.16 03:57 | buy | 1386 | 0.10 | 101.749 | 0.000 | 0.000 | ||
| 6532 | 2014.07.16 03:57 | modify | 1386 | 0.10 | 101.749 | 101.499 | 0.000 | ||
| 6533 | 2014.07.16 07:00 | close | 1386 | 0.05 | 101.727 | 101.499 | 0.000 | -1.08 | 11962.99 |
| 6534 | 2014.07.16 07:00 | buy | 1387 | 0.05 | 101.749 | 101.499 | 0.000 | ||
| 6535 | 2014.07.16 09:30 | close | 1387 | 0.03 | 101.664 | 101.499 | 0.000 | -2.51 | 11960.48 |
| 6536 | 2014.07.16 09:30 | buy | 1388 | 0.02 | 101.749 | 101.499 | 0.000 | ||
| 6537 | 2014.07.16 09:49 | close | 1388 | 0.02 | 101.635 | 101.499 | 0.000 | -2.24 | 11958.24 |
| 6538 | 2014.07.16 14:43 | buy | 1389 | 0.10 | 101.785 | 0.000 | 0.000 | ||
| 6539 | 2014.07.16 14:43 | modify | 1389 | 0.10 | 101.785 | 101.535 | 0.000 | ||
| 6540 | 2014.07.16 16:20 | close | 1389 | 0.05 | 101.686 | 101.535 | 0.000 | -4.87 | 11953.37 |
| 6541 | 2014.07.16 16:20 | buy | 1390 | 0.05 | 101.785 | 101.535 | 0.000 | ||
| 6542 | 2014.07.16 17:44 | close | 1390 | 0.05 | 101.654 | 101.535 | 0.000 | -6.44 | 11946.93 |
| 6543 | 2014.07.17 04:49 | sell | 1391 | 0.10 | 101.601 | 0.000 | 0.000 | ||
| 6544 | 2014.07.17 04:49 | modify | 1391 | 0.10 | 101.601 | 101.851 | 0.000 | ||
| 6545 | 2014.07.17 07:00 | close | 1391 | 0.05 | 101.540 | 101.851 | 0.000 | 3.00 | 11949.93 |
| 6546 | 2014.07.17 07:00 | sell | 1392 | 0.05 | 101.601 | 101.851 | 0.000 | ||
| 6547 | 2014.07.17 17:00 | close | 1392 | 0.05 | 101.553 | 101.851 | 0.000 | 2.36 | 11952.29 |
| 6548 | 2014.07.17 18:16 | sell | 1393 | 0.10 | 101.390 | 0.000 | 0.000 | ||
| 6549 | 2014.07.17 18:16 | modify | 1393 | 0.10 | 101.390 | 101.640 | 0.000 | ||
| 6550 | 2014.07.17 18:29 | close | 1393 | 0.05 | 101.288 | 101.640 | 0.000 | 5.04 | 11957.33 |
| 6551 | 2014.07.17 18:29 | sell | 1394 | 0.05 | 101.390 | 101.640 | 0.000 | ||
| 6552 | 2014.07.18 05:44 | close | 1394 | 0.03 | 101.394 | 101.640 | 0.000 | -0.42 | 11956.91 |
| 6553 | 2014.07.18 05:44 | sell | 1395 | 0.02 | 101.390 | 101.640 | 0.000 | ||
| 6554 | 2014.07.18 08:00 | close | 1395 | 0.02 | 101.328 | 101.640 | 0.000 | 1.02 | 11957.93 |
| 6555 | 2014.07.22 03:01 | buy | 1396 | 0.10 | 101.462 | 0.000 | 0.000 | ||
| 6556 | 2014.07.22 03:01 | modify | 1396 | 0.10 | 101.462 | 101.212 | 0.000 | ||
| 6557 | 2014.07.22 06:00 | close | 1396 | 0.05 | 101.467 | 101.212 | 0.000 | 0.25 | 11958.18 |
| 6558 | 2014.07.22 06:00 | buy | 1397 | 0.05 | 101.462 | 101.212 | 0.000 | ||
| 6559 | 2014.07.22 15:42 | close | 1397 | 0.03 | 101.454 | 101.212 | 0.000 | -0.24 | 11957.94 |
| 6560 | 2014.07.22 15:42 | buy | 1398 | 0.02 | 101.462 | 101.212 | 0.000 | ||
| 6561 | 2014.07.22 15:42 | close | 1398 | 0.02 | 101.427 | 101.212 | 0.000 | -0.69 | 11957.25 |
| 6562 | 2014.07.23 12:13 | sell | 1399 | 0.10 | 101.308 | 0.000 | 0.000 | ||
| 6563 | 2014.07.23 12:13 | modify | 1399 | 0.10 | 101.308 | 101.558 | 0.000 | ||
| 6564 | 2014.07.23 17:21 | close | 1399 | 0.10 | 101.435 | 101.558 | 0.000 | -12.52 | 11944.73 |
| 6565 | 2014.07.24 13:44 | buy | 1400 | 0.10 | 101.608 | 0.000 | 0.000 | ||
| 6566 | 2014.07.24 13:44 | modify | 1400 | 0.10 | 101.608 | 101.358 | 0.000 | ||
| 6567 | 2014.07.24 15:37 | close | 1400 | 0.05 | 101.739 | 101.358 | 0.000 | 6.44 | 11951.17 |
| 6568 | 2014.07.24 15:37 | buy | 1401 | 0.05 | 101.608 | 101.358 | 0.000 | ||
| 6569 | 2014.07.25 03:46 | close | 1401 | 0.05 | 101.713 | 101.358 | 0.000 | 5.41 | 11956.58 |
| 6570 | 2014.07.29 06:40 | buy | 1402 | 0.10 | 101.910 | 0.000 | 0.000 | ||
| 6571 | 2014.07.29 06:40 | modify | 1402 | 0.10 | 101.910 | 101.660 | 0.000 | ||
| 6572 | 2014.07.29 13:00 | close | 1402 | 0.05 | 101.927 | 101.660 | 0.000 | 0.83 | 11957.41 |
| 6573 | 2014.07.29 13:00 | buy | 1403 | 0.05 | 101.910 | 101.660 | 0.000 | ||
| 6574 | 2014.07.30 06:55 | close | 1403 | 0.03 | 102.079 | 101.660 | 0.000 | 5.12 | 11962.53 |
| 6575 | 2014.07.30 06:55 | buy | 1404 | 0.02 | 101.910 | 101.660 | 0.000 | ||
| 6576 | 2014.07.30 13:40 | modify | 1404 | 0.02 | 101.910 | 101.960 | 0.000 | ||
| 6577 | 2014.07.31 11:51 | close | 1404 | 0.02 | 102.756 | 101.960 | 0.000 | 16.87 | 11979.40 |
| 6578 | 2014.08.05 15:17 | buy | 1405 | 0.10 | 102.737 | 0.000 | 0.000 | ||
| 6579 | 2014.08.05 15:17 | modify | 1405 | 0.10 | 102.737 | 102.487 | 0.000 | ||
| 6580 | 2014.08.05 21:09 | s/l | 1405 | 0.10 | 102.487 | 102.487 | 0.000 | -24.39 | 11955.01 |
| 6581 | 2014.08.06 11:43 | sell | 1406 | 0.10 | 102.450 | 0.000 | 0.000 | ||
| 6582 | 2014.08.06 11:43 | modify | 1406 | 0.10 | 102.450 | 102.700 | 0.000 | ||
| 6583 | 2014.08.06 19:16 | modify | 1406 | 0.10 | 102.450 | 102.400 | 0.000 | ||
| 6584 | 2014.08.06 19:16 | close | 1406 | 0.05 | 102.057 | 102.400 | 0.000 | 19.25 | 11974.26 |
| 6585 | 2014.08.06 19:16 | sell | 1407 | 0.05 | 102.450 | 102.400 | 0.000 | ||
| 6586 | 2014.08.06 19:16 | modify | 1407 | 0.05 | 102.450 | 102.293 | 0.000 | ||
| 6587 | 2014.08.06 19:16 | modify | 1407 | 0.05 | 102.450 | 102.272 | 0.000 | ||
| 6588 | 2014.08.06 19:16 | modify | 1407 | 0.05 | 102.450 | 102.251 | 0.000 | ||
| 6589 | 2014.08.06 19:17 | modify | 1407 | 0.05 | 102.450 | 102.239 | 0.000 | ||
| 6590 | 2014.08.07 07:59 | close | 1407 | 0.05 | 102.217 | 102.239 | 0.000 | 9.91 | 11984.17 |
| 6591 | 2014.08.08 04:31 | sell | 1408 | 0.10 | 101.911 | 0.000 | 0.000 | ||
| 6592 | 2014.08.08 04:31 | modify | 1408 | 0.10 | 101.911 | 102.161 | 0.000 | ||
| 6593 | 2014.08.08 05:07 | close | 1408 | 0.05 | 101.735 | 102.161 | 0.000 | 8.65 | 11992.82 |
| 6594 | 2014.08.08 05:07 | sell | 1409 | 0.05 | 101.911 | 102.161 | 0.000 | ||
| 6595 | 2014.08.08 08:00 | close | 1409 | 0.05 | 101.806 | 102.161 | 0.000 | 5.16 | 11997.98 |
| 6596 | 2014.08.11 19:43 | buy | 1410 | 0.10 | 102.191 | 0.000 | 0.000 | ||
| 6597 | 2014.08.11 19:43 | modify | 1410 | 0.10 | 102.191 | 101.941 | 0.000 | ||
| 6598 | 2014.08.11 23:00 | close | 1410 | 0.05 | 102.173 | 101.941 | 0.000 | -0.88 | 11997.10 |
| 6599 | 2014.08.11 23:00 | buy | 1411 | 0.05 | 102.191 | 101.941 | 0.000 | ||
| 6600 | 2014.08.12 15:17 | close | 1411 | 0.05 | 102.242 | 101.941 | 0.000 | 2.74 | 11999.84 |