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 |
| 6751 | 2014.09.03 08:03 | buy | 1430 | 0.02 | 104.210 | 104.837 | 0.000 | ||
| 6752 | 2014.09.03 08:07 | close | 1430 | 0.02 | 105.038 | 104.837 | 0.000 | 15.97 | 12072.01 |
| 6753 | 2014.09.03 22:24 | sell | 1431 | 0.10 | 104.754 | 0.000 | 0.000 | ||
| 6754 | 2014.09.03 22:24 | modify | 1431 | 0.10 | 104.754 | 105.004 | 0.000 | ||
| 6755 | 2014.09.04 04:00 | close | 1431 | 0.05 | 104.885 | 105.004 | 0.000 | -7.73 | 12064.28 |
| 6756 | 2014.09.04 04:00 | sell | 1432 | 0.05 | 104.754 | 105.004 | 0.000 | ||
| 6757 | 2014.09.04 09:41 | close | 1432 | 0.05 | 104.935 | 105.004 | 0.000 | -10.11 | 12054.17 |
| 6758 | 2014.09.04 15:09 | buy | 1433 | 0.10 | 105.124 | 0.000 | 0.000 | ||
| 6759 | 2014.09.04 15:09 | modify | 1433 | 0.10 | 105.124 | 104.874 | 0.000 | ||
| 6760 | 2014.09.04 15:30 | s/l | 1433 | 0.10 | 104.874 | 104.874 | 0.000 | -23.84 | 12030.33 |
| 6761 | 2014.09.04 17:48 | buy | 1434 | 0.10 | 105.180 | 0.000 | 0.000 | ||
| 6762 | 2014.09.04 17:48 | modify | 1434 | 0.10 | 105.180 | 104.930 | 0.000 | ||
| 6763 | 2014.09.05 02:41 | modify | 1434 | 0.10 | 105.180 | 105.230 | 0.000 | ||
| 6764 | 2014.09.05 02:48 | close | 1434 | 0.05 | 105.668 | 105.230 | 0.000 | 23.34 | 12053.67 |
| 6765 | 2014.09.05 02:48 | buy | 1435 | 0.05 | 105.180 | 105.230 | 0.000 | ||
| 6766 | 2014.09.05 05:17 | s/l | 1435 | 0.05 | 105.230 | 105.230 | 0.000 | 2.63 | 12056.30 |
| 6767 | 2014.09.08 16:49 | buy | 1436 | 0.10 | 105.385 | 0.000 | 0.000 | ||
| 6768 | 2014.09.08 16:49 | modify | 1436 | 0.10 | 105.385 | 105.135 | 0.000 | ||
| 6769 | 2014.09.08 18:50 | close | 1436 | 0.05 | 105.659 | 105.135 | 0.000 | 12.97 | 12069.27 |
| 6770 | 2014.09.08 18:50 | buy | 1437 | 0.05 | 105.385 | 105.135 | 0.000 | ||
| 6771 | 2014.09.08 19:41 | modify | 1437 | 0.05 | 105.385 | 105.435 | 0.000 | ||
| 6772 | 2014.09.08 20:11 | modify | 1437 | 0.05 | 105.385 | 105.536 | 0.000 | ||
| 6773 | 2014.09.08 20:11 | modify | 1437 | 0.05 | 105.385 | 105.549 | 0.000 | ||
| 6774 | 2014.09.08 20:11 | modify | 1437 | 0.05 | 105.385 | 105.560 | 0.000 | ||
| 6775 | 2014.09.08 20:11 | modify | 1437 | 0.05 | 105.385 | 105.573 | 0.000 | ||
| 6776 | 2014.09.08 20:11 | modify | 1437 | 0.05 | 105.385 | 105.585 | 0.000 | ||
| 6777 | 2014.09.08 20:11 | modify | 1437 | 0.05 | 105.385 | 105.595 | 0.000 | ||
| 6778 | 2014.09.08 20:14 | modify | 1437 | 0.05 | 105.385 | 105.605 | 0.000 | ||
| 6779 | 2014.09.08 20:14 | modify | 1437 | 0.05 | 105.385 | 105.616 | 0.000 | ||
| 6780 | 2014.09.09 02:55 | modify | 1437 | 0.05 | 105.385 | 105.627 | 0.000 | ||
| 6781 | 2014.09.09 02:55 | modify | 1437 | 0.05 | 105.385 | 105.638 | 0.000 | ||
| 6782 | 2014.09.09 02:55 | modify | 1437 | 0.05 | 105.385 | 105.649 | 0.000 | ||
| 6783 | 2014.09.09 02:56 | modify | 1437 | 0.05 | 105.385 | 105.660 | 0.000 | ||
| 6784 | 2014.09.09 02:56 | modify | 1437 | 0.05 | 105.385 | 105.670 | 0.000 | ||
| 6785 | 2014.09.09 02:56 | modify | 1437 | 0.05 | 105.385 | 105.681 | 0.000 | ||
| 6786 | 2014.09.09 02:58 | modify | 1437 | 0.05 | 105.385 | 105.691 | 0.000 | ||
| 6787 | 2014.09.09 02:58 | modify | 1437 | 0.05 | 105.385 | 105.703 | 0.000 | ||
| 6788 | 2014.09.09 05:32 | modify | 1437 | 0.05 | 105.385 | 105.714 | 0.000 | ||
| 6789 | 2014.09.09 05:32 | modify | 1437 | 0.05 | 105.385 | 105.725 | 0.000 | ||
| 6790 | 2014.09.09 05:32 | modify | 1437 | 0.05 | 105.385 | 105.740 | 0.000 | ||
| 6791 | 2014.09.09 05:33 | modify | 1437 | 0.05 | 105.385 | 105.751 | 0.000 | ||
| 6792 | 2014.09.09 05:33 | modify | 1437 | 0.05 | 105.385 | 105.762 | 0.000 | ||
| 6793 | 2014.09.09 05:33 | modify | 1437 | 0.05 | 105.385 | 105.774 | 0.000 | ||
| 6794 | 2014.09.09 05:34 | modify | 1437 | 0.05 | 105.385 | 105.785 | 0.000 | ||
| 6795 | 2014.09.09 05:34 | modify | 1437 | 0.05 | 105.385 | 105.795 | 0.000 | ||
| 6796 | 2014.09.09 05:34 | modify | 1437 | 0.05 | 105.385 | 105.806 | 0.000 | ||
| 6797 | 2014.09.09 05:34 | modify | 1437 | 0.05 | 105.385 | 105.816 | 0.000 | ||
| 6798 | 2014.09.09 06:19 | modify | 1437 | 0.05 | 105.385 | 105.828 | 0.000 | ||
| 6799 | 2014.09.09 06:19 | modify | 1437 | 0.05 | 105.385 | 105.839 | 0.000 | ||
| 6800 | 2014.09.09 06:20 | modify | 1437 | 0.05 | 105.385 | 105.851 | 0.000 | ||
| 6801 | 2014.09.09 06:20 | modify | 1437 | 0.05 | 105.385 | 105.862 | 0.000 | ||
| 6802 | 2014.09.09 06:20 | modify | 1437 | 0.05 | 105.385 | 105.872 | 0.000 | ||
| 6803 | 2014.09.09 10:21 | modify | 1437 | 0.05 | 105.385 | 105.882 | 0.000 | ||
| 6804 | 2014.09.09 10:21 | modify | 1437 | 0.05 | 105.385 | 105.893 | 0.000 | ||
| 6805 | 2014.09.09 10:21 | modify | 1437 | 0.05 | 105.385 | 105.905 | 0.000 | ||
| 6806 | 2014.09.09 10:28 | modify | 1437 | 0.05 | 105.385 | 105.916 | 0.000 | ||
| 6807 | 2014.09.09 11:04 | modify | 1437 | 0.05 | 105.385 | 105.926 | 0.000 | ||
| 6808 | 2014.09.09 19:03 | modify | 1437 | 0.05 | 105.385 | 105.939 | 0.000 | ||
| 6809 | 2014.09.09 19:03 | modify | 1437 | 0.05 | 105.385 | 105.952 | 0.000 | ||
| 6810 | 2014.09.09 19:03 | modify | 1437 | 0.05 | 105.385 | 105.963 | 0.000 | ||
| 6811 | 2014.09.09 19:10 | modify | 1437 | 0.05 | 105.385 | 105.975 | 0.000 | ||
| 6812 | 2014.09.09 19:15 | modify | 1437 | 0.05 | 105.385 | 105.986 | 0.000 | ||
| 6813 | 2014.09.09 19:18 | modify | 1437 | 0.05 | 105.385 | 105.997 | 0.000 | ||
| 6814 | 2014.09.09 19:18 | modify | 1437 | 0.05 | 105.385 | 106.008 | 0.000 | ||
| 6815 | 2014.09.09 22:23 | close | 1437 | 0.03 | 106.184 | 106.008 | 0.000 | 22.72 | 12091.99 |
| 6816 | 2014.09.09 22:23 | buy | 1438 | 0.02 | 105.385 | 106.008 | 0.000 | ||
| 6817 | 2014.09.09 22:50 | close | 1438 | 0.02 | 106.096 | 106.008 | 0.000 | 13.50 | 12105.49 |
| 6818 | 2014.09.10 07:39 | buy | 1439 | 0.10 | 106.489 | 0.000 | 0.000 | ||
| 6819 | 2014.09.10 07:39 | modify | 1439 | 0.10 | 106.489 | 106.239 | 0.000 | ||
| 6820 | 2014.09.10 09:00 | close | 1439 | 0.05 | 106.429 | 106.239 | 0.000 | -2.82 | 12102.67 |
| 6821 | 2014.09.10 09:00 | buy | 1440 | 0.05 | 106.489 | 106.239 | 0.000 | ||
| 6822 | 2014.09.10 19:23 | modify | 1440 | 0.05 | 106.489 | 106.539 | 0.000 | ||
| 6823 | 2014.09.11 03:21 | close | 1440 | 0.03 | 106.696 | 106.539 | 0.000 | 6.27 | 12108.94 |
| 6824 | 2014.09.11 03:21 | buy | 1441 | 0.02 | 106.489 | 106.539 | 0.000 | ||
| 6825 | 2014.09.11 04:34 | close | 1441 | 0.02 | 106.641 | 106.539 | 0.000 | 3.15 | 12112.09 |
| 6826 | 2014.09.11 07:41 | buy | 1442 | 0.10 | 106.884 | 0.000 | 0.000 | ||
| 6827 | 2014.09.11 07:41 | modify | 1442 | 0.10 | 106.884 | 106.634 | 0.000 | ||
| 6828 | 2014.09.11 08:14 | close | 1442 | 0.05 | 106.989 | 106.634 | 0.000 | 4.91 | 12117.00 |
| 6829 | 2014.09.11 08:14 | buy | 1443 | 0.05 | 106.884 | 106.634 | 0.000 | ||
| 6830 | 2014.09.11 15:53 | close | 1443 | 0.03 | 106.756 | 106.634 | 0.000 | -3.60 | 12113.40 |
| 6831 | 2014.09.11 15:53 | buy | 1444 | 0.02 | 106.884 | 106.634 | 0.000 | ||
| 6832 | 2014.09.11 17:27 | close | 1444 | 0.02 | 106.777 | 106.634 | 0.000 | -2.00 | 12111.40 |
| 6833 | 2014.09.12 03:54 | buy | 1445 | 0.10 | 107.212 | 0.000 | 0.000 | ||
| 6834 | 2014.09.12 03:54 | modify | 1445 | 0.10 | 107.212 | 106.962 | 0.000 | ||
| 6835 | 2014.09.12 04:00 | close | 1445 | 0.05 | 107.133 | 106.962 | 0.000 | -3.69 | 12107.71 |
| 6836 | 2014.09.12 04:00 | buy | 1446 | 0.05 | 107.212 | 106.962 | 0.000 | ||
| 6837 | 2014.09.12 08:00 | close | 1446 | 0.05 | 107.257 | 106.962 | 0.000 | 2.10 | 12109.81 |
| 6838 | 2014.09.15 16:19 | sell | 1447 | 0.10 | 107.078 | 0.000 | 0.000 | ||
| 6839 | 2014.09.15 16:19 | modify | 1447 | 0.10 | 107.078 | 107.328 | 0.000 | ||
| 6840 | 2014.09.16 03:00 | close | 1447 | 0.05 | 107.145 | 107.328 | 0.000 | -3.63 | 12106.18 |
| 6841 | 2014.09.16 03:00 | sell | 1448 | 0.05 | 107.078 | 107.328 | 0.000 | ||
| 6842 | 2014.09.16 07:40 | close | 1448 | 0.03 | 107.199 | 107.328 | 0.000 | -3.69 | 12102.50 |
| 6843 | 2014.09.16 07:40 | sell | 1449 | 0.02 | 107.078 | 107.328 | 0.000 | ||
| 6844 | 2014.09.16 08:51 | close | 1449 | 0.02 | 107.270 | 107.328 | 0.000 | -3.78 | 12098.72 |
| 6845 | 2014.09.16 18:57 | sell | 1450 | 0.10 | 106.917 | 0.000 | 0.000 | ||
| 6846 | 2014.09.16 18:57 | modify | 1450 | 0.10 | 106.917 | 107.167 | 0.000 | ||
| 6847 | 2014.09.16 19:30 | close | 1450 | 0.05 | 106.816 | 107.167 | 0.000 | 4.73 | 12103.45 |
| 6848 | 2014.09.16 19:30 | sell | 1451 | 0.05 | 106.917 | 107.167 | 0.000 | ||
| 6849 | 2014.09.16 20:07 | s/l | 1451 | 0.05 | 107.167 | 107.167 | 0.000 | -11.67 | 12091.78 |
| 6850 | 2014.09.17 12:51 | buy | 1452 | 0.10 | 107.331 | 0.000 | 0.000 | ||
| 6851 | 2014.09.17 12:51 | modify | 1452 | 0.10 | 107.331 | 107.081 | 0.000 | ||
| 6852 | 2014.09.17 15:00 | close | 1452 | 0.05 | 107.302 | 107.081 | 0.000 | -1.35 | 12090.43 |
| 6853 | 2014.09.17 15:00 | buy | 1453 | 0.05 | 107.331 | 107.081 | 0.000 | ||
| 6854 | 2014.09.17 15:31 | close | 1453 | 0.03 | 107.185 | 107.081 | 0.000 | -4.09 | 12086.34 |
| 6855 | 2014.09.17 15:31 | buy | 1454 | 0.02 | 107.331 | 107.081 | 0.000 | ||
| 6856 | 2014.09.17 15:35 | close | 1454 | 0.02 | 107.150 | 107.081 | 0.000 | -3.38 | 12082.96 |
| 6857 | 2014.09.17 17:54 | buy | 1455 | 0.10 | 107.365 | 0.000 | 0.000 | ||
| 6858 | 2014.09.17 17:54 | modify | 1455 | 0.10 | 107.365 | 107.115 | 0.000 | ||
| 6859 | 2014.09.17 17:55 | close | 1455 | 0.05 | 107.468 | 107.115 | 0.000 | 4.79 | 12087.75 |
| 6860 | 2014.09.17 17:55 | buy | 1456 | 0.05 | 107.365 | 107.115 | 0.000 | ||
| 6861 | 2014.09.17 21:00 | modify | 1456 | 0.05 | 107.365 | 107.415 | 0.000 | ||
| 6862 | 2014.09.17 21:02 | modify | 1456 | 0.05 | 107.365 | 107.528 | 0.000 | ||
| 6863 | 2014.09.17 21:02 | modify | 1456 | 0.05 | 107.365 | 107.541 | 0.000 | ||
| 6864 | 2014.09.17 21:02 | modify | 1456 | 0.05 | 107.365 | 107.553 | 0.000 | ||
| 6865 | 2014.09.17 21:02 | modify | 1456 | 0.05 | 107.365 | 107.566 | 0.000 | ||
| 6866 | 2014.09.17 21:02 | modify | 1456 | 0.05 | 107.365 | 107.579 | 0.000 | ||
| 6867 | 2014.09.17 21:02 | modify | 1456 | 0.05 | 107.365 | 107.597 | 0.000 | ||
| 6868 | 2014.09.17 21:02 | modify | 1456 | 0.05 | 107.365 | 107.608 | 0.000 | ||
| 6869 | 2014.09.17 21:02 | modify | 1456 | 0.05 | 107.365 | 107.628 | 0.000 | ||
| 6870 | 2014.09.17 21:02 | modify | 1456 | 0.05 | 107.365 | 107.639 | 0.000 | ||
| 6871 | 2014.09.17 21:02 | modify | 1456 | 0.05 | 107.365 | 107.649 | 0.000 | ||
| 6872 | 2014.09.17 21:02 | modify | 1456 | 0.05 | 107.365 | 107.667 | 0.000 | ||
| 6873 | 2014.09.17 21:02 | modify | 1456 | 0.05 | 107.365 | 107.687 | 0.000 | ||
| 6874 | 2014.09.17 21:02 | modify | 1456 | 0.05 | 107.365 | 107.698 | 0.000 | ||
| 6875 | 2014.09.17 21:02 | modify | 1456 | 0.05 | 107.365 | 107.708 | 0.000 | ||
| 6876 | 2014.09.17 21:02 | modify | 1456 | 0.05 | 107.365 | 107.718 | 0.000 | ||
| 6877 | 2014.09.17 21:33 | s/l | 1456 | 0.05 | 107.718 | 107.718 | 0.000 | 16.39 | 12104.14 |
| 6878 | 2014.09.23 04:27 | sell | 1457 | 0.10 | 108.619 | 0.000 | 0.000 | ||
| 6879 | 2014.09.23 04:27 | modify | 1457 | 0.10 | 108.619 | 108.869 | 0.000 | ||
| 6880 | 2014.09.23 05:00 | close | 1457 | 0.05 | 108.746 | 108.869 | 0.000 | -5.84 | 12098.30 |
| 6881 | 2014.09.23 05:00 | sell | 1458 | 0.05 | 108.619 | 108.869 | 0.000 | ||
| 6882 | 2014.09.23 11:12 | modify | 1458 | 0.05 | 108.619 | 108.569 | 0.000 | ||
| 6883 | 2014.09.23 15:42 | s/l | 1458 | 0.05 | 108.569 | 108.569 | 0.000 | 2.31 | 12100.61 |
| 6884 | 2014.09.24 21:49 | buy | 1459 | 0.10 | 109.013 | 0.000 | 0.000 | ||
| 6885 | 2014.09.24 21:49 | modify | 1459 | 0.10 | 109.013 | 108.763 | 0.000 | ||
| 6886 | 2014.09.25 05:00 | close | 1459 | 0.05 | 109.138 | 108.763 | 0.000 | 6.48 | 12107.09 |
| 6887 | 2014.09.25 05:00 | buy | 1460 | 0.05 | 109.013 | 108.763 | 0.000 | ||
| 6888 | 2014.09.25 15:42 | close | 1460 | 0.03 | 109.134 | 108.763 | 0.000 | 3.78 | 12110.87 |
| 6889 | 2014.09.25 15:42 | buy | 1461 | 0.02 | 109.013 | 108.763 | 0.000 | ||
| 6890 | 2014.09.25 16:48 | close | 1461 | 0.02 | 109.077 | 108.763 | 0.000 | 1.47 | 12112.34 |
| 6891 | 2014.09.29 08:04 | buy | 1462 | 0.10 | 109.531 | 0.000 | 0.000 | ||
| 6892 | 2014.09.29 08:04 | modify | 1462 | 0.10 | 109.531 | 109.281 | 0.000 | ||
| 6893 | 2014.09.29 08:06 | close | 1462 | 0.05 | 109.632 | 109.281 | 0.000 | 4.61 | 12116.95 |
| 6894 | 2014.09.29 08:06 | buy | 1463 | 0.05 | 109.531 | 109.281 | 0.000 | ||
| 6895 | 2014.09.29 15:53 | s/l | 1463 | 0.05 | 109.281 | 109.281 | 0.000 | -11.44 | 12105.51 |
| 6896 | 2014.09.30 14:21 | buy | 1464 | 0.10 | 109.744 | 0.000 | 0.000 | ||
| 6897 | 2014.09.30 14:21 | modify | 1464 | 0.10 | 109.744 | 109.494 | 0.000 | ||
| 6898 | 2014.09.30 17:33 | s/l | 1464 | 0.10 | 109.494 | 109.494 | 0.000 | -22.83 | 12082.68 |
| 6899 | 2014.10.01 04:26 | buy | 1465 | 0.10 | 109.846 | 0.000 | 0.000 | ||
| 6900 | 2014.10.01 04:26 | modify | 1465 | 0.10 | 109.846 | 109.596 | 0.000 | ||