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 |
| 6601 | 2014.08.13 10:13 | buy | 1412 | 0.10 | 102.366 | 0.000 | 0.000 | ||
| 6602 | 2014.08.13 10:13 | modify | 1412 | 0.10 | 102.366 | 102.116 | 0.000 | ||
| 6603 | 2014.08.13 11:19 | close | 1412 | 0.05 | 102.474 | 102.116 | 0.000 | 5.27 | 12005.11 |
| 6604 | 2014.08.13 11:19 | buy | 1413 | 0.05 | 102.366 | 102.116 | 0.000 | ||
| 6605 | 2014.08.13 15:48 | close | 1413 | 0.03 | 102.249 | 102.116 | 0.000 | -3.43 | 12001.68 |
| 6606 | 2014.08.13 15:48 | buy | 1414 | 0.02 | 102.366 | 102.116 | 0.000 | ||
| 6607 | 2014.08.14 12:30 | close | 1414 | 0.02 | 102.341 | 102.116 | 0.000 | -0.19 | 12001.49 |
| 6608 | 2014.08.19 02:45 | buy | 1415 | 0.10 | 102.631 | 0.000 | 0.000 | ||
| 6609 | 2014.08.19 02:45 | modify | 1415 | 0.10 | 102.631 | 102.381 | 0.000 | ||
| 6610 | 2014.08.19 05:00 | close | 1415 | 0.05 | 102.579 | 102.381 | 0.000 | -2.53 | 11998.96 |
| 6611 | 2014.08.19 05:00 | buy | 1416 | 0.05 | 102.631 | 102.381 | 0.000 | ||
| 6612 | 2014.08.19 09:08 | close | 1416 | 0.03 | 102.556 | 102.381 | 0.000 | -2.19 | 11996.77 |
| 6613 | 2014.08.19 09:08 | buy | 1417 | 0.02 | 102.631 | 102.381 | 0.000 | ||
| 6614 | 2014.08.19 09:28 | close | 1417 | 0.02 | 102.531 | 102.381 | 0.000 | -1.95 | 11994.82 |
| 6615 | 2014.08.19 12:46 | buy | 1418 | 0.10 | 102.647 | 0.000 | 0.000 | ||
| 6616 | 2014.08.19 12:46 | modify | 1418 | 0.10 | 102.647 | 102.397 | 0.000 | ||
| 6617 | 2014.08.19 15:30 | close | 1418 | 0.05 | 102.752 | 102.397 | 0.000 | 5.11 | 11999.93 |
| 6618 | 2014.08.19 15:30 | buy | 1419 | 0.05 | 102.647 | 102.397 | 0.000 | ||
| 6619 | 2014.08.20 06:21 | modify | 1419 | 0.05 | 102.647 | 102.697 | 0.000 | ||
| 6620 | 2014.08.20 08:59 | modify | 1419 | 0.05 | 102.647 | 102.798 | 0.000 | ||
| 6621 | 2014.08.20 10:40 | modify | 1419 | 0.05 | 102.647 | 102.809 | 0.000 | ||
| 6622 | 2014.08.20 10:41 | modify | 1419 | 0.05 | 102.647 | 102.819 | 0.000 | ||
| 6623 | 2014.08.20 10:41 | modify | 1419 | 0.05 | 102.647 | 102.831 | 0.000 | ||
| 6624 | 2014.08.20 10:43 | modify | 1419 | 0.05 | 102.647 | 102.842 | 0.000 | ||
| 6625 | 2014.08.20 10:43 | modify | 1419 | 0.05 | 102.647 | 102.852 | 0.000 | ||
| 6626 | 2014.08.20 10:43 | modify | 1419 | 0.05 | 102.647 | 102.864 | 0.000 | ||
| 6627 | 2014.08.20 10:43 | modify | 1419 | 0.05 | 102.647 | 102.875 | 0.000 | ||
| 6628 | 2014.08.20 13:04 | modify | 1419 | 0.05 | 102.647 | 102.886 | 0.000 | ||
| 6629 | 2014.08.20 13:26 | modify | 1419 | 0.05 | 102.647 | 102.896 | 0.000 | ||
| 6630 | 2014.08.20 13:27 | modify | 1419 | 0.05 | 102.647 | 102.908 | 0.000 | ||
| 6631 | 2014.08.20 13:27 | modify | 1419 | 0.05 | 102.647 | 102.919 | 0.000 | ||
| 6632 | 2014.08.20 13:31 | modify | 1419 | 0.05 | 102.647 | 102.929 | 0.000 | ||
| 6633 | 2014.08.20 13:33 | modify | 1419 | 0.05 | 102.647 | 102.940 | 0.000 | ||
| 6634 | 2014.08.20 21:00 | modify | 1419 | 0.05 | 102.647 | 102.951 | 0.000 | ||
| 6635 | 2014.08.20 21:00 | modify | 1419 | 0.05 | 102.647 | 102.961 | 0.000 | ||
| 6636 | 2014.08.20 21:00 | modify | 1419 | 0.05 | 102.647 | 102.971 | 0.000 | ||
| 6637 | 2014.08.20 21:00 | modify | 1419 | 0.05 | 102.647 | 102.987 | 0.000 | ||
| 6638 | 2014.08.20 21:00 | modify | 1419 | 0.05 | 102.647 | 103.004 | 0.000 | ||
| 6639 | 2014.08.20 21:00 | modify | 1419 | 0.05 | 102.647 | 103.020 | 0.000 | ||
| 6640 | 2014.08.20 21:00 | modify | 1419 | 0.05 | 102.647 | 103.036 | 0.000 | ||
| 6641 | 2014.08.20 21:00 | modify | 1419 | 0.05 | 102.647 | 103.050 | 0.000 | ||
| 6642 | 2014.08.20 21:00 | modify | 1419 | 0.05 | 102.647 | 103.066 | 0.000 | ||
| 6643 | 2014.08.20 21:00 | modify | 1419 | 0.05 | 102.647 | 103.082 | 0.000 | ||
| 6644 | 2014.08.20 21:02 | modify | 1419 | 0.05 | 102.647 | 103.092 | 0.000 | ||
| 6645 | 2014.08.20 21:02 | modify | 1419 | 0.05 | 102.647 | 103.102 | 0.000 | ||
| 6646 | 2014.08.20 21:03 | modify | 1419 | 0.05 | 102.647 | 103.113 | 0.000 | ||
| 6647 | 2014.08.20 21:05 | modify | 1419 | 0.05 | 102.647 | 103.123 | 0.000 | ||
| 6648 | 2014.08.20 21:05 | modify | 1419 | 0.05 | 102.647 | 103.134 | 0.000 | ||
| 6649 | 2014.08.20 21:05 | modify | 1419 | 0.05 | 102.647 | 103.145 | 0.000 | ||
| 6650 | 2014.08.20 21:12 | modify | 1419 | 0.05 | 102.647 | 103.157 | 0.000 | ||
| 6651 | 2014.08.20 21:12 | modify | 1419 | 0.05 | 102.647 | 103.170 | 0.000 | ||
| 6652 | 2014.08.20 21:12 | modify | 1419 | 0.05 | 102.647 | 103.183 | 0.000 | ||
| 6653 | 2014.08.20 21:12 | modify | 1419 | 0.05 | 102.647 | 103.196 | 0.000 | ||
| 6654 | 2014.08.20 21:12 | modify | 1419 | 0.05 | 102.647 | 103.208 | 0.000 | ||
| 6655 | 2014.08.20 21:12 | modify | 1419 | 0.05 | 102.647 | 103.219 | 0.000 | ||
| 6656 | 2014.08.20 21:12 | modify | 1419 | 0.05 | 102.647 | 103.231 | 0.000 | ||
| 6657 | 2014.08.20 21:12 | modify | 1419 | 0.05 | 102.647 | 103.241 | 0.000 | ||
| 6658 | 2014.08.20 21:13 | modify | 1419 | 0.05 | 102.647 | 103.253 | 0.000 | ||
| 6659 | 2014.08.20 21:13 | modify | 1419 | 0.05 | 102.647 | 103.264 | 0.000 | ||
| 6660 | 2014.08.20 21:13 | modify | 1419 | 0.05 | 102.647 | 103.274 | 0.000 | ||
| 6661 | 2014.08.20 22:44 | modify | 1419 | 0.05 | 102.647 | 103.285 | 0.000 | ||
| 6662 | 2014.08.20 22:44 | modify | 1419 | 0.05 | 102.647 | 103.295 | 0.000 | ||
| 6663 | 2014.08.20 22:44 | modify | 1419 | 0.05 | 102.647 | 103.309 | 0.000 | ||
| 6664 | 2014.08.20 22:44 | modify | 1419 | 0.05 | 102.647 | 103.319 | 0.000 | ||
| 6665 | 2014.08.20 22:44 | modify | 1419 | 0.05 | 102.647 | 103.332 | 0.000 | ||
| 6666 | 2014.08.20 22:44 | modify | 1419 | 0.05 | 102.647 | 103.342 | 0.000 | ||
| 6667 | 2014.08.20 22:45 | modify | 1419 | 0.05 | 102.647 | 103.353 | 0.000 | ||
| 6668 | 2014.08.20 22:45 | modify | 1419 | 0.05 | 102.647 | 103.364 | 0.000 | ||
| 6669 | 2014.08.20 22:45 | modify | 1419 | 0.05 | 102.647 | 103.375 | 0.000 | ||
| 6670 | 2014.08.21 04:15 | modify | 1419 | 0.05 | 102.647 | 103.386 | 0.000 | ||
| 6671 | 2014.08.21 04:15 | modify | 1419 | 0.05 | 102.647 | 103.397 | 0.000 | ||
| 6672 | 2014.08.21 04:16 | modify | 1419 | 0.05 | 102.647 | 103.409 | 0.000 | ||
| 6673 | 2014.08.21 04:27 | modify | 1419 | 0.05 | 102.647 | 103.421 | 0.000 | ||
| 6674 | 2014.08.21 04:27 | modify | 1419 | 0.05 | 102.647 | 103.432 | 0.000 | ||
| 6675 | 2014.08.21 04:28 | modify | 1419 | 0.05 | 102.647 | 103.443 | 0.000 | ||
| 6676 | 2014.08.21 04:34 | modify | 1419 | 0.05 | 102.647 | 103.453 | 0.000 | ||
| 6677 | 2014.08.21 04:35 | modify | 1419 | 0.05 | 102.647 | 103.464 | 0.000 | ||
| 6678 | 2014.08.21 04:41 | modify | 1419 | 0.05 | 102.647 | 103.474 | 0.000 | ||
| 6679 | 2014.08.21 04:41 | modify | 1419 | 0.05 | 102.647 | 103.485 | 0.000 | ||
| 6680 | 2014.08.21 04:49 | modify | 1419 | 0.05 | 102.647 | 103.496 | 0.000 | ||
| 6681 | 2014.08.21 13:37 | close | 1419 | 0.03 | 103.745 | 103.496 | 0.000 | 32.35 | 12032.28 |
| 6682 | 2014.08.21 13:37 | buy | 1420 | 0.02 | 102.647 | 103.496 | 0.000 | ||
| 6683 | 2014.08.21 15:36 | close | 1420 | 0.02 | 103.751 | 103.496 | 0.000 | 21.68 | 12053.96 |
| 6684 | 2014.08.26 04:30 | sell | 1421 | 0.10 | 103.834 | 0.000 | 0.000 | ||
| 6685 | 2014.08.26 04:30 | modify | 1421 | 0.10 | 103.834 | 104.084 | 0.000 | ||
| 6686 | 2014.08.26 07:00 | close | 1421 | 0.05 | 103.861 | 104.084 | 0.000 | -1.30 | 12052.66 |
| 6687 | 2014.08.26 07:00 | sell | 1422 | 0.05 | 103.834 | 104.084 | 0.000 | ||
| 6688 | 2014.08.26 15:30 | close | 1422 | 0.05 | 104.016 | 104.084 | 0.000 | -8.75 | 12043.91 |
| 6689 | 2014.08.26 18:43 | buy | 1423 | 0.10 | 104.116 | 0.000 | 0.000 | ||
| 6690 | 2014.08.26 18:43 | modify | 1423 | 0.10 | 104.116 | 103.866 | 0.000 | ||
| 6691 | 2014.08.27 00:00 | close | 1423 | 0.05 | 104.046 | 103.866 | 0.000 | -3.11 | 12040.81 |
| 6692 | 2014.08.27 00:00 | buy | 1424 | 0.05 | 104.116 | 103.866 | 0.000 | ||
| 6693 | 2014.08.27 06:16 | close | 1424 | 0.05 | 104.010 | 103.866 | 0.000 | -4.85 | 12035.96 |
| 6694 | 2014.08.27 15:22 | sell | 1425 | 0.10 | 103.807 | 0.000 | 0.000 | ||
| 6695 | 2014.08.27 15:22 | modify | 1425 | 0.10 | 103.807 | 104.057 | 0.000 | ||
| 6696 | 2014.08.27 23:00 | close | 1425 | 0.05 | 103.895 | 104.057 | 0.000 | -4.24 | 12031.72 |
| 6697 | 2014.08.27 23:00 | sell | 1426 | 0.05 | 103.807 | 104.057 | 0.000 | ||
| 6698 | 2014.08.28 15:30 | close | 1426 | 0.03 | 103.804 | 104.057 | 0.000 | -0.80 | 12030.91 |
| 6699 | 2014.08.28 15:30 | sell | 1427 | 0.02 | 103.807 | 104.057 | 0.000 | ||
| 6700 | 2014.08.28 15:30 | close | 1427 | 0.02 | 103.841 | 104.057 | 0.000 | -1.25 | 12029.67 |
| 6701 | 2014.09.01 12:18 | buy | 1428 | 0.10 | 104.210 | 0.000 | 0.000 | ||
| 6702 | 2014.09.01 12:18 | modify | 1428 | 0.10 | 104.210 | 103.960 | 0.000 | ||
| 6703 | 2014.09.01 18:00 | close | 1428 | 0.05 | 104.228 | 103.960 | 0.000 | 0.86 | 12030.53 |
| 6704 | 2014.09.01 18:00 | buy | 1429 | 0.05 | 104.210 | 103.960 | 0.000 | ||
| 6705 | 2014.09.02 04:22 | modify | 1429 | 0.05 | 104.210 | 104.260 | 0.000 | ||
| 6706 | 2014.09.02 06:36 | modify | 1429 | 0.05 | 104.210 | 104.363 | 0.000 | ||
| 6707 | 2014.09.02 06:42 | modify | 1429 | 0.05 | 104.210 | 104.374 | 0.000 | ||
| 6708 | 2014.09.02 06:42 | modify | 1429 | 0.05 | 104.210 | 104.385 | 0.000 | ||
| 6709 | 2014.09.02 07:03 | modify | 1429 | 0.05 | 104.210 | 104.397 | 0.000 | ||
| 6710 | 2014.09.02 09:19 | modify | 1429 | 0.05 | 104.210 | 104.408 | 0.000 | ||
| 6711 | 2014.09.02 09:35 | modify | 1429 | 0.05 | 104.210 | 104.420 | 0.000 | ||
| 6712 | 2014.09.02 12:01 | modify | 1429 | 0.05 | 104.210 | 104.431 | 0.000 | ||
| 6713 | 2014.09.02 12:14 | modify | 1429 | 0.05 | 104.210 | 104.441 | 0.000 | ||
| 6714 | 2014.09.02 12:15 | modify | 1429 | 0.05 | 104.210 | 104.452 | 0.000 | ||
| 6715 | 2014.09.02 12:16 | modify | 1429 | 0.05 | 104.210 | 104.462 | 0.000 | ||
| 6716 | 2014.09.02 12:22 | modify | 1429 | 0.05 | 104.210 | 104.473 | 0.000 | ||
| 6717 | 2014.09.02 12:28 | modify | 1429 | 0.05 | 104.210 | 104.483 | 0.000 | ||
| 6718 | 2014.09.02 12:28 | modify | 1429 | 0.05 | 104.210 | 104.494 | 0.000 | ||
| 6719 | 2014.09.02 12:30 | modify | 1429 | 0.05 | 104.210 | 104.505 | 0.000 | ||
| 6720 | 2014.09.02 13:17 | modify | 1429 | 0.05 | 104.210 | 104.515 | 0.000 | ||
| 6721 | 2014.09.02 13:21 | modify | 1429 | 0.05 | 104.210 | 104.526 | 0.000 | ||
| 6722 | 2014.09.02 13:23 | modify | 1429 | 0.05 | 104.210 | 104.536 | 0.000 | ||
| 6723 | 2014.09.02 13:23 | modify | 1429 | 0.05 | 104.210 | 104.547 | 0.000 | ||
| 6724 | 2014.09.02 17:00 | modify | 1429 | 0.05 | 104.210 | 104.558 | 0.000 | ||
| 6725 | 2014.09.02 17:00 | modify | 1429 | 0.05 | 104.210 | 104.571 | 0.000 | ||
| 6726 | 2014.09.02 17:00 | modify | 1429 | 0.05 | 104.210 | 104.582 | 0.000 | ||
| 6727 | 2014.09.02 17:00 | modify | 1429 | 0.05 | 104.210 | 104.593 | 0.000 | ||
| 6728 | 2014.09.02 17:12 | modify | 1429 | 0.05 | 104.210 | 104.606 | 0.000 | ||
| 6729 | 2014.09.02 17:12 | modify | 1429 | 0.05 | 104.210 | 104.616 | 0.000 | ||
| 6730 | 2014.09.02 17:12 | modify | 1429 | 0.05 | 104.210 | 104.627 | 0.000 | ||
| 6731 | 2014.09.02 17:12 | modify | 1429 | 0.05 | 104.210 | 104.638 | 0.000 | ||
| 6732 | 2014.09.02 17:12 | modify | 1429 | 0.05 | 104.210 | 104.651 | 0.000 | ||
| 6733 | 2014.09.02 17:12 | modify | 1429 | 0.05 | 104.210 | 104.661 | 0.000 | ||
| 6734 | 2014.09.02 17:14 | modify | 1429 | 0.05 | 104.210 | 104.673 | 0.000 | ||
| 6735 | 2014.09.02 17:17 | modify | 1429 | 0.05 | 104.210 | 104.684 | 0.000 | ||
| 6736 | 2014.09.02 17:18 | modify | 1429 | 0.05 | 104.210 | 104.694 | 0.000 | ||
| 6737 | 2014.09.02 17:18 | modify | 1429 | 0.05 | 104.210 | 104.706 | 0.000 | ||
| 6738 | 2014.09.02 17:25 | modify | 1429 | 0.05 | 104.210 | 104.718 | 0.000 | ||
| 6739 | 2014.09.02 17:25 | modify | 1429 | 0.05 | 104.210 | 104.730 | 0.000 | ||
| 6740 | 2014.09.02 17:25 | modify | 1429 | 0.05 | 104.210 | 104.741 | 0.000 | ||
| 6741 | 2014.09.02 17:25 | modify | 1429 | 0.05 | 104.210 | 104.752 | 0.000 | ||
| 6742 | 2014.09.03 02:39 | modify | 1429 | 0.05 | 104.210 | 104.762 | 0.000 | ||
| 6743 | 2014.09.03 02:39 | modify | 1429 | 0.05 | 104.210 | 104.773 | 0.000 | ||
| 6744 | 2014.09.03 02:39 | modify | 1429 | 0.05 | 104.210 | 104.784 | 0.000 | ||
| 6745 | 2014.09.03 02:40 | modify | 1429 | 0.05 | 104.210 | 104.795 | 0.000 | ||
| 6746 | 2014.09.03 02:40 | modify | 1429 | 0.05 | 104.210 | 104.806 | 0.000 | ||
| 6747 | 2014.09.03 06:53 | modify | 1429 | 0.05 | 104.210 | 104.816 | 0.000 | ||
| 6748 | 2014.09.03 06:54 | modify | 1429 | 0.05 | 104.210 | 104.827 | 0.000 | ||
| 6749 | 2014.09.03 06:54 | modify | 1429 | 0.05 | 104.210 | 104.837 | 0.000 | ||
| 6750 | 2014.09.03 08:03 | close | 1429 | 0.03 | 105.093 | 104.837 | 0.000 | 25.51 | 12056.04 |