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 |
| 6901 | 2014.10.01 05:14 | close | 1465 | 0.05 | 109.950 | 109.596 | 0.000 | 4.73 | 12087.41 |
| 6902 | 2014.10.01 05:14 | buy | 1466 | 0.05 | 109.846 | 109.596 | 0.000 | ||
| 6903 | 2014.10.01 15:21 | close | 1466 | 0.03 | 109.746 | 109.596 | 0.000 | -2.73 | 12084.68 |
| 6904 | 2014.10.01 15:21 | buy | 1467 | 0.02 | 109.846 | 109.596 | 0.000 | ||
| 6905 | 2014.10.01 15:23 | close | 1467 | 0.02 | 109.692 | 109.596 | 0.000 | -2.81 | 12081.87 |
| 6906 | 2014.10.01 17:12 | sell | 1468 | 0.10 | 109.373 | 0.000 | 0.000 | ||
| 6907 | 2014.10.01 17:12 | modify | 1468 | 0.10 | 109.373 | 109.623 | 0.000 | ||
| 6908 | 2014.10.01 18:00 | close | 1468 | 0.05 | 109.579 | 109.623 | 0.000 | -9.40 | 12072.47 |
| 6909 | 2014.10.01 18:00 | sell | 1469 | 0.05 | 109.373 | 109.623 | 0.000 | ||
| 6910 | 2014.10.01 22:21 | modify | 1469 | 0.05 | 109.373 | 109.323 | 0.000 | ||
| 6911 | 2014.10.02 05:17 | modify | 1469 | 0.05 | 109.373 | 109.220 | 0.000 | ||
| 6912 | 2014.10.02 05:18 | modify | 1469 | 0.05 | 109.373 | 109.209 | 0.000 | ||
| 6913 | 2014.10.02 05:18 | modify | 1469 | 0.05 | 109.373 | 109.197 | 0.000 | ||
| 6914 | 2014.10.02 05:18 | modify | 1469 | 0.05 | 109.373 | 109.186 | 0.000 | ||
| 6915 | 2014.10.02 05:18 | modify | 1469 | 0.05 | 109.373 | 109.175 | 0.000 | ||
| 6916 | 2014.10.02 05:19 | modify | 1469 | 0.05 | 109.373 | 109.163 | 0.000 | ||
| 6917 | 2014.10.02 05:21 | modify | 1469 | 0.05 | 109.373 | 109.150 | 0.000 | ||
| 6918 | 2014.10.02 05:22 | modify | 1469 | 0.05 | 109.373 | 109.139 | 0.000 | ||
| 6919 | 2014.10.02 05:59 | modify | 1469 | 0.05 | 109.373 | 109.126 | 0.000 | ||
| 6920 | 2014.10.02 06:05 | modify | 1469 | 0.05 | 109.373 | 109.115 | 0.000 | ||
| 6921 | 2014.10.02 06:06 | modify | 1469 | 0.05 | 109.373 | 109.104 | 0.000 | ||
| 6922 | 2014.10.02 06:06 | modify | 1469 | 0.05 | 109.373 | 109.093 | 0.000 | ||
| 6923 | 2014.10.02 06:06 | modify | 1469 | 0.05 | 109.373 | 109.081 | 0.000 | ||
| 6924 | 2014.10.02 06:07 | modify | 1469 | 0.05 | 109.373 | 109.070 | 0.000 | ||
| 6925 | 2014.10.02 06:07 | modify | 1469 | 0.05 | 109.373 | 109.057 | 0.000 | ||
| 6926 | 2014.10.02 06:07 | modify | 1469 | 0.05 | 109.373 | 109.045 | 0.000 | ||
| 6927 | 2014.10.02 06:09 | modify | 1469 | 0.05 | 109.373 | 109.034 | 0.000 | ||
| 6928 | 2014.10.02 06:09 | modify | 1469 | 0.05 | 109.373 | 109.024 | 0.000 | ||
| 6929 | 2014.10.02 06:09 | modify | 1469 | 0.05 | 109.373 | 109.012 | 0.000 | ||
| 6930 | 2014.10.02 11:18 | modify | 1469 | 0.05 | 109.373 | 109.000 | 0.000 | ||
| 6931 | 2014.10.02 11:18 | modify | 1469 | 0.05 | 109.373 | 108.987 | 0.000 | ||
| 6932 | 2014.10.02 11:19 | modify | 1469 | 0.05 | 109.373 | 108.976 | 0.000 | ||
| 6933 | 2014.10.02 11:19 | modify | 1469 | 0.05 | 109.373 | 108.965 | 0.000 | ||
| 6934 | 2014.10.02 11:19 | modify | 1469 | 0.05 | 109.373 | 108.952 | 0.000 | ||
| 6935 | 2014.10.02 11:19 | modify | 1469 | 0.05 | 109.373 | 108.938 | 0.000 | ||
| 6936 | 2014.10.02 11:29 | modify | 1469 | 0.05 | 109.373 | 108.927 | 0.000 | ||
| 6937 | 2014.10.02 11:29 | modify | 1469 | 0.05 | 109.373 | 108.915 | 0.000 | ||
| 6938 | 2014.10.02 11:29 | modify | 1469 | 0.05 | 109.373 | 108.905 | 0.000 | ||
| 6939 | 2014.10.02 11:33 | modify | 1469 | 0.05 | 109.373 | 108.893 | 0.000 | ||
| 6940 | 2014.10.02 11:33 | modify | 1469 | 0.05 | 109.373 | 108.878 | 0.000 | ||
| 6941 | 2014.10.02 11:39 | modify | 1469 | 0.05 | 109.373 | 108.865 | 0.000 | ||
| 6942 | 2014.10.02 11:39 | modify | 1469 | 0.05 | 109.373 | 108.851 | 0.000 | ||
| 6943 | 2014.10.02 11:39 | modify | 1469 | 0.05 | 109.373 | 108.837 | 0.000 | ||
| 6944 | 2014.10.02 11:39 | modify | 1469 | 0.05 | 109.373 | 108.823 | 0.000 | ||
| 6945 | 2014.10.02 11:40 | modify | 1469 | 0.05 | 109.373 | 108.811 | 0.000 | ||
| 6946 | 2014.10.02 11:40 | modify | 1469 | 0.05 | 109.373 | 108.800 | 0.000 | ||
| 6947 | 2014.10.02 11:56 | modify | 1469 | 0.05 | 109.373 | 108.789 | 0.000 | ||
| 6948 | 2014.10.02 11:56 | modify | 1469 | 0.05 | 109.373 | 108.777 | 0.000 | ||
| 6949 | 2014.10.02 14:19 | s/l | 1469 | 0.05 | 108.777 | 108.777 | 0.000 | 25.91 | 12098.38 |
| 6950 | 2014.10.13 23:15 | sell | 1470 | 0.10 | 107.048 | 0.000 | 0.000 | ||
| 6951 | 2014.10.13 23:15 | modify | 1470 | 0.10 | 107.048 | 107.298 | 0.000 | ||
| 6952 | 2014.10.13 23:22 | close | 1470 | 0.05 | 106.947 | 107.298 | 0.000 | 4.72 | 12103.10 |
| 6953 | 2014.10.13 23:22 | sell | 1471 | 0.05 | 107.048 | 107.298 | 0.000 | ||
| 6954 | 2014.10.14 05:23 | s/l | 1471 | 0.05 | 107.298 | 107.298 | 0.000 | -12.15 | 12090.95 |
| 6955 | 2014.10.14 14:25 | sell | 1472 | 0.10 | 106.746 | 0.000 | 0.000 | ||
| 6956 | 2014.10.14 14:25 | modify | 1472 | 0.10 | 106.746 | 106.996 | 0.000 | ||
| 6957 | 2014.10.14 15:00 | close | 1472 | 0.05 | 106.878 | 106.996 | 0.000 | -6.18 | 12084.77 |
| 6958 | 2014.10.14 15:00 | sell | 1473 | 0.05 | 106.746 | 106.996 | 0.000 | ||
| 6959 | 2014.10.14 15:13 | s/l | 1473 | 0.05 | 106.996 | 106.996 | 0.000 | -11.68 | 12073.09 |
| 6960 | 2014.10.15 09:49 | buy | 1474 | 0.10 | 107.425 | 0.000 | 0.000 | ||
| 6961 | 2014.10.15 09:49 | modify | 1474 | 0.10 | 107.425 | 107.175 | 0.000 | ||
| 6962 | 2014.10.15 11:02 | s/l | 1474 | 0.10 | 107.175 | 107.175 | 0.000 | -23.33 | 12049.76 |
| 6963 | 2014.10.21 06:19 | sell | 1475 | 0.10 | 106.690 | 0.000 | 0.000 | ||
| 6964 | 2014.10.21 06:19 | modify | 1475 | 0.10 | 106.690 | 106.940 | 0.000 | ||
| 6965 | 2014.10.21 06:30 | close | 1475 | 0.05 | 106.588 | 106.940 | 0.000 | 4.78 | 12054.54 |
| 6966 | 2014.10.21 06:30 | sell | 1476 | 0.05 | 106.690 | 106.940 | 0.000 | ||
| 6967 | 2014.10.21 07:38 | modify | 1476 | 0.05 | 106.690 | 106.640 | 0.000 | ||
| 6968 | 2014.10.21 11:31 | s/l | 1476 | 0.05 | 106.640 | 106.640 | 0.000 | 2.35 | 12056.89 |
| 6969 | 2014.10.21 23:54 | buy | 1477 | 0.10 | 107.007 | 0.000 | 0.000 | ||
| 6970 | 2014.10.21 23:54 | modify | 1477 | 0.10 | 107.007 | 106.757 | 0.000 | ||
| 6971 | 2014.10.22 03:00 | close | 1477 | 0.05 | 107.002 | 106.757 | 0.000 | 0.02 | 12056.91 |
| 6972 | 2014.10.22 03:00 | buy | 1478 | 0.05 | 107.007 | 106.757 | 0.000 | ||
| 6973 | 2014.10.22 10:31 | close | 1478 | 0.05 | 106.809 | 106.757 | 0.000 | -9.02 | 12047.89 |
| 6974 | 2014.10.22 15:30 | buy | 1479 | 0.10 | 107.115 | 0.000 | 0.000 | ||
| 6975 | 2014.10.22 15:30 | modify | 1479 | 0.10 | 107.115 | 106.865 | 0.000 | ||
| 6976 | 2014.10.22 15:54 | close | 1479 | 0.05 | 107.216 | 106.865 | 0.000 | 4.71 | 12052.60 |
| 6977 | 2014.10.22 15:54 | buy | 1480 | 0.05 | 107.115 | 106.865 | 0.000 | ||
| 6978 | 2014.10.23 10:20 | close | 1480 | 0.03 | 107.148 | 106.865 | 0.000 | 1.37 | 12053.98 |
| 6979 | 2014.10.23 10:20 | buy | 1481 | 0.02 | 107.115 | 106.865 | 0.000 | ||
| 6980 | 2014.10.23 11:05 | modify | 1481 | 0.02 | 107.115 | 107.165 | 0.000 | ||
| 6981 | 2014.10.23 15:28 | modify | 1481 | 0.02 | 107.115 | 107.266 | 0.000 | ||
| 6982 | 2014.10.23 15:30 | modify | 1481 | 0.02 | 107.115 | 107.277 | 0.000 | ||
| 6983 | 2014.10.23 15:30 | modify | 1481 | 0.02 | 107.115 | 107.289 | 0.000 | ||
| 6984 | 2014.10.23 15:30 | modify | 1481 | 0.02 | 107.115 | 107.300 | 0.000 | ||
| 6985 | 2014.10.23 15:31 | modify | 1481 | 0.02 | 107.115 | 107.311 | 0.000 | ||
| 6986 | 2014.10.23 15:32 | modify | 1481 | 0.02 | 107.115 | 107.322 | 0.000 | ||
| 6987 | 2014.10.23 15:43 | modify | 1481 | 0.02 | 107.115 | 107.333 | 0.000 | ||
| 6988 | 2014.10.23 15:50 | modify | 1481 | 0.02 | 107.115 | 107.343 | 0.000 | ||
| 6989 | 2014.10.23 15:50 | modify | 1481 | 0.02 | 107.115 | 107.356 | 0.000 | ||
| 6990 | 2014.10.23 15:50 | modify | 1481 | 0.02 | 107.115 | 107.367 | 0.000 | ||
| 6991 | 2014.10.23 15:50 | modify | 1481 | 0.02 | 107.115 | 107.378 | 0.000 | ||
| 6992 | 2014.10.23 15:58 | modify | 1481 | 0.02 | 107.115 | 107.389 | 0.000 | ||
| 6993 | 2014.10.23 15:58 | modify | 1481 | 0.02 | 107.115 | 107.399 | 0.000 | ||
| 6994 | 2014.10.23 15:59 | modify | 1481 | 0.02 | 107.115 | 107.410 | 0.000 | ||
| 6995 | 2014.10.23 16:02 | modify | 1481 | 0.02 | 107.115 | 107.420 | 0.000 | ||
| 6996 | 2014.10.23 16:02 | modify | 1481 | 0.02 | 107.115 | 107.431 | 0.000 | ||
| 6997 | 2014.10.23 16:02 | modify | 1481 | 0.02 | 107.115 | 107.441 | 0.000 | ||
| 6998 | 2014.10.23 16:03 | modify | 1481 | 0.02 | 107.115 | 107.452 | 0.000 | ||
| 6999 | 2014.10.23 16:08 | modify | 1481 | 0.02 | 107.115 | 107.464 | 0.000 | ||
| 7000 | 2014.10.23 16:09 | modify | 1481 | 0.02 | 107.115 | 107.474 | 0.000 | ||
| 7001 | 2014.10.23 16:09 | modify | 1481 | 0.02 | 107.115 | 107.485 | 0.000 | ||
| 7002 | 2014.10.23 16:10 | modify | 1481 | 0.02 | 107.115 | 107.496 | 0.000 | ||
| 7003 | 2014.10.23 16:10 | modify | 1481 | 0.02 | 107.115 | 107.507 | 0.000 | ||
| 7004 | 2014.10.23 16:14 | modify | 1481 | 0.02 | 107.115 | 107.518 | 0.000 | ||
| 7005 | 2014.10.23 16:18 | modify | 1481 | 0.02 | 107.115 | 107.529 | 0.000 | ||
| 7006 | 2014.10.23 16:22 | modify | 1481 | 0.02 | 107.115 | 107.540 | 0.000 | ||
| 7007 | 2014.10.23 16:22 | modify | 1481 | 0.02 | 107.115 | 107.552 | 0.000 | ||
| 7008 | 2014.10.23 17:03 | modify | 1481 | 0.02 | 107.115 | 107.565 | 0.000 | ||
| 7009 | 2014.10.23 17:03 | modify | 1481 | 0.02 | 107.115 | 107.576 | 0.000 | ||
| 7010 | 2014.10.23 17:03 | modify | 1481 | 0.02 | 107.115 | 107.586 | 0.000 | ||
| 7011 | 2014.10.23 17:04 | modify | 1481 | 0.02 | 107.115 | 107.596 | 0.000 | ||
| 7012 | 2014.10.23 17:05 | modify | 1481 | 0.02 | 107.115 | 107.608 | 0.000 | ||
| 7013 | 2014.10.23 17:05 | modify | 1481 | 0.02 | 107.115 | 107.619 | 0.000 | ||
| 7014 | 2014.10.23 17:06 | modify | 1481 | 0.02 | 107.115 | 107.630 | 0.000 | ||
| 7015 | 2014.10.23 17:09 | modify | 1481 | 0.02 | 107.115 | 107.640 | 0.000 | ||
| 7016 | 2014.10.23 17:11 | modify | 1481 | 0.02 | 107.115 | 107.651 | 0.000 | ||
| 7017 | 2014.10.23 17:15 | modify | 1481 | 0.02 | 107.115 | 107.661 | 0.000 | ||
| 7018 | 2014.10.23 17:15 | modify | 1481 | 0.02 | 107.115 | 107.672 | 0.000 | ||
| 7019 | 2014.10.23 17:15 | modify | 1481 | 0.02 | 107.115 | 107.682 | 0.000 | ||
| 7020 | 2014.10.23 17:53 | modify | 1481 | 0.02 | 107.115 | 107.694 | 0.000 | ||
| 7021 | 2014.10.23 17:53 | modify | 1481 | 0.02 | 107.115 | 107.705 | 0.000 | ||
| 7022 | 2014.10.23 18:14 | modify | 1481 | 0.02 | 107.115 | 107.715 | 0.000 | ||
| 7023 | 2014.10.23 18:14 | modify | 1481 | 0.02 | 107.115 | 107.726 | 0.000 | ||
| 7024 | 2014.10.23 19:10 | modify | 1481 | 0.02 | 107.115 | 107.736 | 0.000 | ||
| 7025 | 2014.10.23 19:11 | modify | 1481 | 0.02 | 107.115 | 107.749 | 0.000 | ||
| 7026 | 2014.10.23 19:12 | modify | 1481 | 0.02 | 107.115 | 107.760 | 0.000 | ||
| 7027 | 2014.10.23 19:51 | modify | 1481 | 0.02 | 107.115 | 107.771 | 0.000 | ||
| 7028 | 2014.10.23 19:51 | modify | 1481 | 0.02 | 107.115 | 107.783 | 0.000 | ||
| 7029 | 2014.10.23 19:53 | modify | 1481 | 0.02 | 107.115 | 107.794 | 0.000 | ||
| 7030 | 2014.10.23 19:53 | modify | 1481 | 0.02 | 107.115 | 107.804 | 0.000 | ||
| 7031 | 2014.10.23 19:53 | modify | 1481 | 0.02 | 107.115 | 107.815 | 0.000 | ||
| 7032 | 2014.10.23 20:12 | modify | 1481 | 0.02 | 107.115 | 107.825 | 0.000 | ||
| 7033 | 2014.10.23 21:24 | modify | 1481 | 0.02 | 107.115 | 107.836 | 0.000 | ||
| 7034 | 2014.10.23 21:26 | modify | 1481 | 0.02 | 107.115 | 107.846 | 0.000 | ||
| 7035 | 2014.10.23 21:27 | modify | 1481 | 0.02 | 107.115 | 107.858 | 0.000 | ||
| 7036 | 2014.10.23 21:27 | modify | 1481 | 0.02 | 107.115 | 107.870 | 0.000 | ||
| 7037 | 2014.10.23 21:28 | modify | 1481 | 0.02 | 107.115 | 107.881 | 0.000 | ||
| 7038 | 2014.10.23 21:28 | modify | 1481 | 0.02 | 107.115 | 107.892 | 0.000 | ||
| 7039 | 2014.10.24 03:37 | close | 1481 | 0.02 | 107.917 | 107.892 | 0.000 | 15.26 | 12069.24 |
| 7040 | 2014.10.27 17:07 | sell | 1482 | 0.10 | 107.710 | 0.000 | 0.000 | ||
| 7041 | 2014.10.27 17:07 | modify | 1482 | 0.10 | 107.710 | 107.960 | 0.000 | ||
| 7042 | 2014.10.27 18:00 | close | 1482 | 0.05 | 107.788 | 107.960 | 0.000 | -3.62 | 12065.62 |
| 7043 | 2014.10.27 18:00 | sell | 1483 | 0.05 | 107.710 | 107.960 | 0.000 | ||
| 7044 | 2014.10.28 03:26 | close | 1483 | 0.05 | 107.925 | 107.960 | 0.000 | -10.46 | 12055.16 |
| 7045 | 2014.10.28 13:06 | buy | 1484 | 0.10 | 108.088 | 0.000 | 0.000 | ||
| 7046 | 2014.10.28 13:06 | modify | 1484 | 0.10 | 108.088 | 107.838 | 0.000 | ||
| 7047 | 2014.10.28 14:00 | close | 1484 | 0.05 | 108.054 | 107.838 | 0.000 | -1.57 | 12053.59 |
| 7048 | 2014.10.28 14:00 | buy | 1485 | 0.05 | 108.088 | 107.838 | 0.000 | ||
| 7049 | 2014.10.28 15:34 | s/l | 1485 | 0.05 | 107.838 | 107.838 | 0.000 | -11.59 | 12042.00 |
| 7050 | 2014.10.29 21:00 | buy | 1486 | 0.10 | 108.250 | 0.000 | 0.000 | ||