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 |
| 7201 | 2014.11.20 07:07 | modify | 1496 | 0.02 | 117.075 | 118.112 | 0.000 | ||
| 7202 | 2014.11.20 07:11 | modify | 1496 | 0.02 | 117.075 | 118.122 | 0.000 | ||
| 7203 | 2014.11.20 07:11 | modify | 1496 | 0.02 | 117.075 | 118.134 | 0.000 | ||
| 7204 | 2014.11.20 07:11 | modify | 1496 | 0.02 | 117.075 | 118.145 | 0.000 | ||
| 7205 | 2014.11.20 07:14 | modify | 1496 | 0.02 | 117.075 | 118.155 | 0.000 | ||
| 7206 | 2014.11.20 07:14 | modify | 1496 | 0.02 | 117.075 | 118.166 | 0.000 | ||
| 7207 | 2014.11.20 07:22 | modify | 1496 | 0.02 | 117.075 | 118.176 | 0.000 | ||
| 7208 | 2014.11.20 07:22 | modify | 1496 | 0.02 | 117.075 | 118.188 | 0.000 | ||
| 7209 | 2014.11.20 07:22 | modify | 1496 | 0.02 | 117.075 | 118.200 | 0.000 | ||
| 7210 | 2014.11.20 07:24 | modify | 1496 | 0.02 | 117.075 | 118.211 | 0.000 | ||
| 7211 | 2014.11.20 07:24 | modify | 1496 | 0.02 | 117.075 | 118.222 | 0.000 | ||
| 7212 | 2014.11.20 07:25 | modify | 1496 | 0.02 | 117.075 | 118.233 | 0.000 | ||
| 7213 | 2014.11.20 07:25 | modify | 1496 | 0.02 | 117.075 | 118.244 | 0.000 | ||
| 7214 | 2014.11.20 09:06 | modify | 1496 | 0.02 | 117.075 | 118.261 | 0.000 | ||
| 7215 | 2014.11.20 09:06 | modify | 1496 | 0.02 | 117.075 | 118.276 | 0.000 | ||
| 7216 | 2014.11.20 09:06 | modify | 1496 | 0.02 | 117.075 | 118.289 | 0.000 | ||
| 7217 | 2014.11.20 09:06 | modify | 1496 | 0.02 | 117.075 | 118.302 | 0.000 | ||
| 7218 | 2014.11.20 09:06 | modify | 1496 | 0.02 | 117.075 | 118.314 | 0.000 | ||
| 7219 | 2014.11.20 09:06 | modify | 1496 | 0.02 | 117.075 | 118.326 | 0.000 | ||
| 7220 | 2014.11.20 09:06 | modify | 1496 | 0.02 | 117.075 | 118.338 | 0.000 | ||
| 7221 | 2014.11.20 09:06 | modify | 1496 | 0.02 | 117.075 | 118.350 | 0.000 | ||
| 7222 | 2014.11.20 09:07 | modify | 1496 | 0.02 | 117.075 | 118.363 | 0.000 | ||
| 7223 | 2014.11.20 09:07 | modify | 1496 | 0.02 | 117.075 | 118.376 | 0.000 | ||
| 7224 | 2014.11.20 09:07 | modify | 1496 | 0.02 | 117.075 | 118.388 | 0.000 | ||
| 7225 | 2014.11.20 09:07 | modify | 1496 | 0.02 | 117.075 | 118.401 | 0.000 | ||
| 7226 | 2014.11.20 09:07 | modify | 1496 | 0.02 | 117.075 | 118.412 | 0.000 | ||
| 7227 | 2014.11.20 09:07 | modify | 1496 | 0.02 | 117.075 | 118.425 | 0.000 | ||
| 7228 | 2014.11.20 09:07 | modify | 1496 | 0.02 | 117.075 | 118.435 | 0.000 | ||
| 7229 | 2014.11.20 09:07 | modify | 1496 | 0.02 | 117.075 | 118.448 | 0.000 | ||
| 7230 | 2014.11.20 09:07 | modify | 1496 | 0.02 | 117.075 | 118.458 | 0.000 | ||
| 7231 | 2014.11.20 09:08 | modify | 1496 | 0.02 | 117.075 | 118.468 | 0.000 | ||
| 7232 | 2014.11.20 09:08 | modify | 1496 | 0.02 | 117.075 | 118.480 | 0.000 | ||
| 7233 | 2014.11.20 09:08 | modify | 1496 | 0.02 | 117.075 | 118.492 | 0.000 | ||
| 7234 | 2014.11.20 09:11 | modify | 1496 | 0.02 | 117.075 | 118.503 | 0.000 | ||
| 7235 | 2014.11.20 09:11 | modify | 1496 | 0.02 | 117.075 | 118.514 | 0.000 | ||
| 7236 | 2014.11.20 10:01 | s/l | 1496 | 0.02 | 118.514 | 118.514 | 0.000 | 24.59 | 12157.71 |
| 7237 | 2014.11.24 11:09 | buy | 1497 | 0.10 | 118.307 | 0.000 | 0.000 | ||
| 7238 | 2014.11.24 11:09 | modify | 1497 | 0.10 | 118.307 | 118.057 | 0.000 | ||
| 7239 | 2014.11.24 12:00 | close | 1497 | 0.05 | 118.201 | 118.057 | 0.000 | -4.48 | 12153.23 |
| 7240 | 2014.11.24 12:00 | buy | 1498 | 0.05 | 118.307 | 118.057 | 0.000 | ||
| 7241 | 2014.11.25 02:23 | close | 1498 | 0.03 | 118.260 | 118.057 | 0.000 | -1.04 | 12152.19 |
| 7242 | 2014.11.25 02:23 | buy | 1499 | 0.02 | 118.307 | 118.057 | 0.000 | ||
| 7243 | 2014.11.25 02:42 | close | 1499 | 0.02 | 118.201 | 118.057 | 0.000 | -1.69 | 12150.50 |
| 7244 | 2014.11.26 03:13 | sell | 1500 | 0.10 | 117.677 | 0.000 | 0.000 | ||
| 7245 | 2014.11.26 03:13 | modify | 1500 | 0.10 | 117.677 | 117.927 | 0.000 | ||
| 7246 | 2014.11.26 09:00 | close | 1500 | 0.05 | 117.764 | 117.927 | 0.000 | -3.69 | 12146.81 |
| 7247 | 2014.11.26 09:00 | sell | 1501 | 0.05 | 117.677 | 117.927 | 0.000 | ||
| 7248 | 2014.11.26 15:29 | close | 1501 | 0.03 | 117.816 | 117.927 | 0.000 | -3.54 | 12143.27 |
| 7249 | 2014.11.26 15:29 | sell | 1502 | 0.02 | 117.677 | 117.927 | 0.000 | ||
| 7250 | 2014.11.26 20:24 | close | 1502 | 0.02 | 117.788 | 117.927 | 0.000 | -1.88 | 12141.39 |
| 7251 | 2014.11.27 05:42 | sell | 1503 | 0.10 | 117.428 | 0.000 | 0.000 | ||
| 7252 | 2014.11.27 05:42 | modify | 1503 | 0.10 | 117.428 | 117.678 | 0.000 | ||
| 7253 | 2014.11.27 05:56 | close | 1503 | 0.05 | 117.327 | 117.678 | 0.000 | 4.30 | 12145.69 |
| 7254 | 2014.11.27 05:56 | sell | 1504 | 0.05 | 117.428 | 117.678 | 0.000 | ||
| 7255 | 2014.11.27 16:52 | close | 1504 | 0.05 | 117.615 | 117.678 | 0.000 | -7.95 | 12137.74 |
| 7256 | 2014.11.27 18:15 | buy | 1505 | 0.10 | 117.848 | 0.000 | 0.000 | ||
| 7257 | 2014.11.27 18:15 | modify | 1505 | 0.10 | 117.848 | 117.598 | 0.000 | ||
| 7258 | 2014.11.27 21:00 | close | 1505 | 0.05 | 117.743 | 117.598 | 0.000 | -4.46 | 12133.28 |
| 7259 | 2014.11.27 21:00 | buy | 1506 | 0.05 | 117.848 | 117.598 | 0.000 | ||
| 7260 | 2014.11.28 02:55 | modify | 1506 | 0.05 | 117.848 | 117.898 | 0.000 | ||
| 7261 | 2014.11.28 08:00 | close | 1506 | 0.05 | 118.200 | 117.898 | 0.000 | 15.14 | 12148.42 |
| 7262 | 2014.12.03 02:47 | buy | 1507 | 0.10 | 119.290 | 0.000 | 0.000 | ||
| 7263 | 2014.12.03 02:47 | modify | 1507 | 0.10 | 119.290 | 119.040 | 0.000 | ||
| 7264 | 2014.12.03 03:03 | close | 1507 | 0.05 | 119.391 | 119.040 | 0.000 | 4.23 | 12152.65 |
| 7265 | 2014.12.03 03:03 | buy | 1508 | 0.05 | 119.290 | 119.040 | 0.000 | ||
| 7266 | 2014.12.03 06:18 | close | 1508 | 0.03 | 119.165 | 119.040 | 0.000 | -3.15 | 12149.50 |
| 7267 | 2014.12.03 06:18 | buy | 1509 | 0.02 | 119.290 | 119.040 | 0.000 | ||
| 7268 | 2014.12.03 09:57 | close | 1509 | 0.02 | 119.192 | 119.040 | 0.000 | -1.64 | 12147.86 |
| 7269 | 2014.12.03 12:04 | buy | 1510 | 0.10 | 119.447 | 0.000 | 0.000 | ||
| 7270 | 2014.12.03 12:04 | modify | 1510 | 0.10 | 119.447 | 119.197 | 0.000 | ||
| 7271 | 2014.12.03 15:27 | close | 1510 | 0.05 | 119.242 | 119.197 | 0.000 | -8.60 | 12139.26 |
| 7272 | 2014.12.03 15:27 | buy | 1511 | 0.05 | 119.447 | 119.197 | 0.000 | ||
| 7273 | 2014.12.03 18:59 | modify | 1511 | 0.05 | 119.447 | 119.497 | 0.000 | ||
| 7274 | 2014.12.04 15:37 | close | 1511 | 0.03 | 119.851 | 119.497 | 0.000 | 10.56 | 12149.83 |
| 7275 | 2014.12.04 15:37 | buy | 1512 | 0.02 | 119.447 | 119.497 | 0.000 | ||
| 7276 | 2014.12.04 15:38 | close | 1512 | 0.02 | 119.823 | 119.497 | 0.000 | 6.58 | 12156.41 |
| 7277 | 2014.12.04 16:17 | buy | 1513 | 0.10 | 119.986 | 0.000 | 0.000 | ||
| 7278 | 2014.12.04 16:17 | modify | 1513 | 0.10 | 119.986 | 119.736 | 0.000 | ||
| 7279 | 2014.12.04 16:18 | close | 1513 | 0.05 | 120.089 | 119.736 | 0.000 | 4.29 | 12160.70 |
| 7280 | 2014.12.04 16:18 | buy | 1514 | 0.05 | 119.986 | 119.736 | 0.000 | ||
| 7281 | 2014.12.04 16:21 | close | 1514 | 0.05 | 119.807 | 119.736 | 0.000 | -7.47 | 12153.23 |
| 7282 | 2014.12.22 10:00 | buy | 1515 | 0.10 | 119.627 | 0.000 | 0.000 | ||
| 7283 | 2014.12.22 10:00 | modify | 1515 | 0.10 | 119.627 | 119.377 | 0.000 | ||
| 7284 | 2014.12.22 10:04 | close | 1515 | 0.05 | 119.729 | 119.377 | 0.000 | 4.26 | 12157.49 |
| 7285 | 2014.12.22 10:04 | buy | 1516 | 0.05 | 119.627 | 119.377 | 0.000 | ||
| 7286 | 2014.12.22 17:32 | modify | 1516 | 0.05 | 119.627 | 119.677 | 0.000 | ||
| 7287 | 2014.12.23 12:59 | close | 1516 | 0.05 | 120.047 | 119.677 | 0.000 | 17.74 | 12175.23 |
| 7288 | 2014.12.23 15:13 | buy | 1517 | 0.10 | 120.182 | 0.000 | 0.000 | ||
| 7289 | 2014.12.23 15:13 | modify | 1517 | 0.10 | 120.182 | 119.932 | 0.000 | ||
| 7290 | 2014.12.23 15:30 | close | 1517 | 0.05 | 120.283 | 119.932 | 0.000 | 4.20 | 12179.43 |
| 7291 | 2014.12.23 15:30 | buy | 1518 | 0.05 | 120.182 | 119.932 | 0.000 | ||
| 7292 | 2014.12.23 15:59 | modify | 1518 | 0.05 | 120.182 | 120.232 | 0.000 | ||
| 7293 | 2014.12.23 16:59 | modify | 1518 | 0.05 | 120.182 | 120.333 | 0.000 | ||
| 7294 | 2014.12.23 22:17 | modify | 1518 | 0.05 | 120.182 | 120.343 | 0.000 | ||
| 7295 | 2014.12.23 22:17 | modify | 1518 | 0.05 | 120.182 | 120.354 | 0.000 | ||
| 7296 | 2014.12.24 03:27 | close | 1518 | 0.05 | 120.442 | 120.354 | 0.000 | 11.04 | 12190.47 |
| 7297 | 2014.12.26 03:00 | sell | 1519 | 0.10 | 120.260 | 0.000 | 0.000 | ||
| 7298 | 2014.12.26 03:00 | modify | 1519 | 0.10 | 120.260 | 120.510 | 0.000 | ||
| 7299 | 2014.12.26 04:00 | close | 1519 | 0.05 | 120.266 | 120.510 | 0.000 | -0.25 | 12190.22 |
| 7300 | 2014.12.26 04:00 | sell | 1520 | 0.05 | 120.260 | 120.510 | 0.000 | ||
| 7301 | 2014.12.26 08:00 | close | 1520 | 0.05 | 120.195 | 120.510 | 0.000 | 2.70 | 12192.92 |
| 7302 | 2014.12.29 03:00 | buy | 1521 | 0.10 | 120.534 | 0.000 | 0.000 | ||
| 7303 | 2014.12.29 03:00 | modify | 1521 | 0.10 | 120.534 | 120.284 | 0.000 | ||
| 7304 | 2014.12.29 06:18 | close | 1521 | 0.05 | 120.364 | 120.284 | 0.000 | -7.06 | 12185.86 |
| 7305 | 2014.12.29 06:18 | buy | 1522 | 0.05 | 120.534 | 120.284 | 0.000 | ||
| 7306 | 2014.12.29 06:21 | close | 1522 | 0.05 | 120.309 | 120.284 | 0.000 | -9.35 | 12176.51 |
| 7307 | 2014.12.29 16:36 | buy | 1523 | 0.10 | 120.600 | 0.000 | 0.000 | ||
| 7308 | 2014.12.29 16:36 | modify | 1523 | 0.10 | 120.600 | 120.350 | 0.000 | ||
| 7309 | 2014.12.29 19:00 | close | 1523 | 0.05 | 120.564 | 120.350 | 0.000 | -1.49 | 12175.02 |
| 7310 | 2014.12.29 19:00 | buy | 1524 | 0.05 | 120.600 | 120.350 | 0.000 | ||
| 7311 | 2014.12.30 03:08 | close | 1524 | 0.05 | 120.470 | 120.350 | 0.000 | -5.15 | 12169.87 |
| 7312 | 2014.12.30 09:16 | sell | 1525 | 0.10 | 120.158 | 0.000 | 0.000 | ||
| 7313 | 2014.12.30 09:16 | modify | 1525 | 0.10 | 120.158 | 120.408 | 0.000 | ||
| 7314 | 2014.12.30 09:41 | close | 1525 | 0.05 | 120.035 | 120.408 | 0.000 | 5.12 | 12174.99 |
| 7315 | 2014.12.30 09:41 | sell | 1526 | 0.05 | 120.158 | 120.408 | 0.000 | ||
| 7316 | 2014.12.30 09:43 | modify | 1526 | 0.05 | 120.158 | 120.108 | 0.000 | ||
| 7317 | 2014.12.30 10:03 | modify | 1526 | 0.05 | 120.158 | 120.006 | 0.000 | ||
| 7318 | 2014.12.30 10:03 | modify | 1526 | 0.05 | 120.158 | 119.991 | 0.000 | ||
| 7319 | 2014.12.30 10:03 | modify | 1526 | 0.05 | 120.158 | 119.976 | 0.000 | ||
| 7320 | 2014.12.30 10:03 | modify | 1526 | 0.05 | 120.158 | 119.961 | 0.000 | ||
| 7321 | 2014.12.30 10:04 | modify | 1526 | 0.05 | 120.158 | 119.947 | 0.000 | ||
| 7322 | 2014.12.30 10:04 | modify | 1526 | 0.05 | 120.158 | 119.935 | 0.000 | ||
| 7323 | 2014.12.30 10:04 | modify | 1526 | 0.05 | 120.158 | 119.923 | 0.000 | ||
| 7324 | 2014.12.30 10:04 | modify | 1526 | 0.05 | 120.158 | 119.910 | 0.000 | ||
| 7325 | 2014.12.30 10:04 | modify | 1526 | 0.05 | 120.158 | 119.898 | 0.000 | ||
| 7326 | 2014.12.30 10:04 | modify | 1526 | 0.05 | 120.158 | 119.887 | 0.000 | ||
| 7327 | 2014.12.30 10:04 | modify | 1526 | 0.05 | 120.158 | 119.876 | 0.000 | ||
| 7328 | 2014.12.30 10:04 | modify | 1526 | 0.05 | 120.158 | 119.864 | 0.000 | ||
| 7329 | 2014.12.30 10:04 | modify | 1526 | 0.05 | 120.158 | 119.849 | 0.000 | ||
| 7330 | 2014.12.30 10:04 | modify | 1526 | 0.05 | 120.158 | 119.835 | 0.000 | ||
| 7331 | 2014.12.30 10:04 | modify | 1526 | 0.05 | 120.158 | 119.820 | 0.000 | ||
| 7332 | 2014.12.30 10:04 | modify | 1526 | 0.05 | 120.158 | 119.805 | 0.000 | ||
| 7333 | 2014.12.30 10:05 | modify | 1526 | 0.05 | 120.158 | 119.795 | 0.000 | ||
| 7334 | 2014.12.30 10:06 | modify | 1526 | 0.05 | 120.158 | 119.782 | 0.000 | ||
| 7335 | 2014.12.30 10:06 | modify | 1526 | 0.05 | 120.158 | 119.768 | 0.000 | ||
| 7336 | 2014.12.30 10:06 | modify | 1526 | 0.05 | 120.158 | 119.757 | 0.000 | ||
| 7337 | 2014.12.30 10:06 | modify | 1526 | 0.05 | 120.158 | 119.746 | 0.000 | ||
| 7338 | 2014.12.30 10:06 | modify | 1526 | 0.05 | 120.158 | 119.734 | 0.000 | ||
| 7339 | 2014.12.30 10:06 | modify | 1526 | 0.05 | 120.158 | 119.723 | 0.000 | ||
| 7340 | 2014.12.30 10:06 | modify | 1526 | 0.05 | 120.158 | 119.712 | 0.000 | ||
| 7341 | 2014.12.30 10:06 | modify | 1526 | 0.05 | 120.158 | 119.698 | 0.000 | ||
| 7342 | 2014.12.30 10:06 | modify | 1526 | 0.05 | 120.158 | 119.684 | 0.000 | ||
| 7343 | 2014.12.30 10:06 | modify | 1526 | 0.05 | 120.158 | 119.669 | 0.000 | ||
| 7344 | 2014.12.30 10:06 | modify | 1526 | 0.05 | 120.158 | 119.655 | 0.000 | ||
| 7345 | 2014.12.30 10:06 | modify | 1526 | 0.05 | 120.158 | 119.641 | 0.000 | ||
| 7346 | 2014.12.30 11:54 | s/l | 1526 | 0.05 | 119.641 | 119.641 | 0.000 | 21.61 | 12196.60 |
| 7347 | 2014.12.31 17:55 | buy | 1527 | 0.10 | 119.835 | 0.000 | 0.000 | ||
| 7348 | 2014.12.31 17:55 | modify | 1527 | 0.10 | 119.835 | 119.585 | 0.000 | ||
| 7349 | 2015.01.02 03:21 | modify | 1527 | 0.10 | 119.835 | 119.885 | 0.000 | ||
| 7350 | 2015.01.02 06:39 | modify | 1527 | 0.10 | 119.835 | 119.986 | 0.000 | ||