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 |
| 601 | 2009.11.16 17:57 | close | 89 | 0.05 | 89.248 | 89.599 | 0.000 | 5.66 | 10258.25 |
| 602 | 2009.11.16 17:57 | sell | 90 | 0.05 | 89.349 | 89.599 | 0.000 | ||
| 603 | 2009.11.16 19:18 | close | 90 | 0.03 | 89.568 | 89.599 | 0.000 | -7.34 | 10250.91 |
| 604 | 2009.11.16 19:18 | sell | 91 | 0.02 | 89.349 | 89.599 | 0.000 | ||
| 605 | 2009.11.16 21:03 | modify | 91 | 0.02 | 89.349 | 89.299 | 0.000 | ||
| 606 | 2009.11.16 21:09 | modify | 91 | 0.02 | 89.349 | 89.197 | 0.000 | ||
| 607 | 2009.11.17 10:26 | modify | 91 | 0.02 | 89.349 | 89.186 | 0.000 | ||
| 608 | 2009.11.17 12:23 | close | 91 | 0.02 | 89.110 | 89.186 | 0.000 | 5.16 | 10256.07 |
| 609 | 2009.11.23 09:03 | sell | 92 | 0.10 | 88.659 | 0.000 | 0.000 | ||
| 610 | 2009.11.23 09:03 | modify | 92 | 0.10 | 88.659 | 88.909 | 0.000 | ||
| 611 | 2009.11.23 10:26 | s/l | 92 | 0.10 | 88.909 | 88.909 | 0.000 | -28.12 | 10227.95 |
| 612 | 2009.11.23 18:44 | buy | 93 | 0.10 | 89.135 | 0.000 | 0.000 | ||
| 613 | 2009.11.23 18:44 | modify | 93 | 0.10 | 89.135 | 88.885 | 0.000 | ||
| 614 | 2009.11.24 00:00 | close | 93 | 0.05 | 88.960 | 88.885 | 0.000 | -9.59 | 10218.36 |
| 615 | 2009.11.24 00:00 | buy | 94 | 0.05 | 89.135 | 88.885 | 0.000 | ||
| 616 | 2009.11.24 01:56 | s/l | 94 | 0.05 | 88.885 | 88.885 | 0.000 | -13.81 | 10204.55 |
| 617 | 2009.11.25 03:20 | sell | 95 | 0.10 | 88.339 | 0.000 | 0.000 | ||
| 618 | 2009.11.25 03:20 | modify | 95 | 0.10 | 88.339 | 88.589 | 0.000 | ||
| 619 | 2009.11.25 03:43 | close | 95 | 0.05 | 88.236 | 88.589 | 0.000 | 5.84 | 10210.39 |
| 620 | 2009.11.25 03:43 | sell | 96 | 0.05 | 88.339 | 88.589 | 0.000 | ||
| 621 | 2009.11.25 11:16 | modify | 96 | 0.05 | 88.339 | 88.289 | 0.000 | ||
| 622 | 2009.11.25 11:17 | modify | 96 | 0.05 | 88.339 | 88.186 | 0.000 | ||
| 623 | 2009.11.25 11:17 | modify | 96 | 0.05 | 88.339 | 88.175 | 0.000 | ||
| 624 | 2009.11.25 11:17 | modify | 96 | 0.05 | 88.339 | 88.161 | 0.000 | ||
| 625 | 2009.11.25 11:17 | modify | 96 | 0.05 | 88.339 | 88.147 | 0.000 | ||
| 626 | 2009.11.25 11:17 | modify | 96 | 0.05 | 88.339 | 88.133 | 0.000 | ||
| 627 | 2009.11.25 11:25 | modify | 96 | 0.05 | 88.339 | 88.120 | 0.000 | ||
| 628 | 2009.11.25 11:26 | modify | 96 | 0.05 | 88.339 | 88.109 | 0.000 | ||
| 629 | 2009.11.25 11:26 | modify | 96 | 0.05 | 88.339 | 88.098 | 0.000 | ||
| 630 | 2009.11.25 11:26 | modify | 96 | 0.05 | 88.339 | 88.086 | 0.000 | ||
| 631 | 2009.11.25 11:26 | modify | 96 | 0.05 | 88.339 | 88.075 | 0.000 | ||
| 632 | 2009.11.25 11:27 | modify | 96 | 0.05 | 88.339 | 88.064 | 0.000 | ||
| 633 | 2009.11.25 11:27 | modify | 96 | 0.05 | 88.339 | 88.053 | 0.000 | ||
| 634 | 2009.11.25 11:27 | modify | 96 | 0.05 | 88.339 | 88.042 | 0.000 | ||
| 635 | 2009.11.25 11:28 | modify | 96 | 0.05 | 88.339 | 88.031 | 0.000 | ||
| 636 | 2009.11.25 11:28 | modify | 96 | 0.05 | 88.339 | 88.020 | 0.000 | ||
| 637 | 2009.11.25 11:28 | modify | 96 | 0.05 | 88.339 | 88.009 | 0.000 | ||
| 638 | 2009.11.25 15:18 | modify | 96 | 0.05 | 88.339 | 87.997 | 0.000 | ||
| 639 | 2009.11.25 15:18 | modify | 96 | 0.05 | 88.339 | 87.985 | 0.000 | ||
| 640 | 2009.11.25 15:18 | modify | 96 | 0.05 | 88.339 | 87.974 | 0.000 | ||
| 641 | 2009.11.25 15:18 | modify | 96 | 0.05 | 88.339 | 87.962 | 0.000 | ||
| 642 | 2009.11.25 15:18 | modify | 96 | 0.05 | 88.339 | 87.951 | 0.000 | ||
| 643 | 2009.11.25 15:18 | modify | 96 | 0.05 | 88.339 | 87.939 | 0.000 | ||
| 644 | 2009.11.25 15:18 | modify | 96 | 0.05 | 88.339 | 87.928 | 0.000 | ||
| 645 | 2009.11.25 15:18 | modify | 96 | 0.05 | 88.339 | 87.916 | 0.000 | ||
| 646 | 2009.11.25 15:18 | modify | 96 | 0.05 | 88.339 | 87.903 | 0.000 | ||
| 647 | 2009.11.25 15:18 | modify | 96 | 0.05 | 88.339 | 87.889 | 0.000 | ||
| 648 | 2009.11.25 15:18 | modify | 96 | 0.05 | 88.339 | 87.874 | 0.000 | ||
| 649 | 2009.11.25 15:18 | modify | 96 | 0.05 | 88.339 | 87.860 | 0.000 | ||
| 650 | 2009.11.25 15:19 | modify | 96 | 0.05 | 88.339 | 87.849 | 0.000 | ||
| 651 | 2009.11.25 21:22 | modify | 96 | 0.05 | 88.339 | 87.838 | 0.000 | ||
| 652 | 2009.11.25 21:23 | modify | 96 | 0.05 | 88.339 | 87.827 | 0.000 | ||
| 653 | 2009.11.25 21:23 | modify | 96 | 0.05 | 88.339 | 87.815 | 0.000 | ||
| 654 | 2009.11.25 21:28 | modify | 96 | 0.05 | 88.339 | 87.803 | 0.000 | ||
| 655 | 2009.11.25 21:28 | modify | 96 | 0.05 | 88.339 | 87.790 | 0.000 | ||
| 656 | 2009.11.25 21:28 | modify | 96 | 0.05 | 88.339 | 87.780 | 0.000 | ||
| 657 | 2009.11.25 21:28 | modify | 96 | 0.05 | 88.339 | 87.768 | 0.000 | ||
| 658 | 2009.11.25 21:28 | modify | 96 | 0.05 | 88.339 | 87.755 | 0.000 | ||
| 659 | 2009.11.25 21:28 | modify | 96 | 0.05 | 88.339 | 87.743 | 0.000 | ||
| 660 | 2009.11.25 21:28 | modify | 96 | 0.05 | 88.339 | 87.731 | 0.000 | ||
| 661 | 2009.11.25 21:28 | modify | 96 | 0.05 | 88.339 | 87.720 | 0.000 | ||
| 662 | 2009.11.25 21:28 | modify | 96 | 0.05 | 88.339 | 87.707 | 0.000 | ||
| 663 | 2009.11.25 21:28 | modify | 96 | 0.05 | 88.339 | 87.695 | 0.000 | ||
| 664 | 2009.11.25 21:28 | modify | 96 | 0.05 | 88.339 | 87.684 | 0.000 | ||
| 665 | 2009.11.25 21:28 | modify | 96 | 0.05 | 88.339 | 87.672 | 0.000 | ||
| 666 | 2009.11.25 21:28 | modify | 96 | 0.05 | 88.339 | 87.660 | 0.000 | ||
| 667 | 2009.11.26 04:59 | modify | 96 | 0.05 | 88.339 | 87.648 | 0.000 | ||
| 668 | 2009.11.26 05:14 | modify | 96 | 0.05 | 88.339 | 87.635 | 0.000 | ||
| 669 | 2009.11.26 05:18 | modify | 96 | 0.05 | 88.339 | 87.623 | 0.000 | ||
| 670 | 2009.11.26 05:18 | modify | 96 | 0.05 | 88.339 | 87.612 | 0.000 | ||
| 671 | 2009.11.26 05:29 | modify | 96 | 0.05 | 88.339 | 87.600 | 0.000 | ||
| 672 | 2009.11.26 05:30 | modify | 96 | 0.05 | 88.339 | 87.588 | 0.000 | ||
| 673 | 2009.11.26 05:30 | modify | 96 | 0.05 | 88.339 | 87.576 | 0.000 | ||
| 674 | 2009.11.26 05:30 | modify | 96 | 0.05 | 88.339 | 87.564 | 0.000 | ||
| 675 | 2009.11.26 05:30 | modify | 96 | 0.05 | 88.339 | 87.551 | 0.000 | ||
| 676 | 2009.11.26 05:30 | modify | 96 | 0.05 | 88.339 | 87.539 | 0.000 | ||
| 677 | 2009.11.26 05:30 | modify | 96 | 0.05 | 88.339 | 87.527 | 0.000 | ||
| 678 | 2009.11.26 05:30 | modify | 96 | 0.05 | 88.339 | 87.515 | 0.000 | ||
| 679 | 2009.11.26 05:30 | modify | 96 | 0.05 | 88.339 | 87.502 | 0.000 | ||
| 680 | 2009.11.26 05:30 | modify | 96 | 0.05 | 88.339 | 87.490 | 0.000 | ||
| 681 | 2009.11.26 05:30 | modify | 96 | 0.05 | 88.339 | 87.478 | 0.000 | ||
| 682 | 2009.11.26 05:30 | modify | 96 | 0.05 | 88.339 | 87.466 | 0.000 | ||
| 683 | 2009.11.26 05:30 | modify | 96 | 0.05 | 88.339 | 87.454 | 0.000 | ||
| 684 | 2009.11.26 05:30 | modify | 96 | 0.05 | 88.339 | 87.442 | 0.000 | ||
| 685 | 2009.11.26 05:30 | modify | 96 | 0.05 | 88.339 | 87.430 | 0.000 | ||
| 686 | 2009.11.26 05:30 | modify | 96 | 0.05 | 88.339 | 87.419 | 0.000 | ||
| 687 | 2009.11.26 05:30 | modify | 96 | 0.05 | 88.339 | 87.407 | 0.000 | ||
| 688 | 2009.11.26 05:30 | modify | 96 | 0.05 | 88.339 | 87.395 | 0.000 | ||
| 689 | 2009.11.26 05:30 | modify | 96 | 0.05 | 88.339 | 87.383 | 0.000 | ||
| 690 | 2009.11.26 05:30 | modify | 96 | 0.05 | 88.339 | 87.371 | 0.000 | ||
| 691 | 2009.11.26 05:30 | modify | 96 | 0.05 | 88.339 | 87.359 | 0.000 | ||
| 692 | 2009.11.26 05:30 | modify | 96 | 0.05 | 88.339 | 87.347 | 0.000 | ||
| 693 | 2009.11.26 05:30 | modify | 96 | 0.05 | 88.339 | 87.335 | 0.000 | ||
| 694 | 2009.11.26 05:30 | modify | 96 | 0.05 | 88.339 | 87.323 | 0.000 | ||
| 695 | 2009.11.26 05:31 | modify | 96 | 0.05 | 88.339 | 87.311 | 0.000 | ||
| 696 | 2009.11.26 05:31 | modify | 96 | 0.05 | 88.339 | 87.301 | 0.000 | ||
| 697 | 2009.11.26 05:31 | modify | 96 | 0.05 | 88.339 | 87.290 | 0.000 | ||
| 698 | 2009.11.26 05:31 | modify | 96 | 0.05 | 88.339 | 87.279 | 0.000 | ||
| 699 | 2009.11.26 05:31 | modify | 96 | 0.05 | 88.339 | 87.268 | 0.000 | ||
| 700 | 2009.11.26 05:31 | modify | 96 | 0.05 | 88.339 | 87.257 | 0.000 | ||
| 701 | 2009.11.26 05:31 | modify | 96 | 0.05 | 88.339 | 87.245 | 0.000 | ||
| 702 | 2009.11.26 05:31 | modify | 96 | 0.05 | 88.339 | 87.232 | 0.000 | ||
| 703 | 2009.11.26 05:31 | modify | 96 | 0.05 | 88.339 | 87.220 | 0.000 | ||
| 704 | 2009.11.26 05:31 | modify | 96 | 0.05 | 88.339 | 87.209 | 0.000 | ||
| 705 | 2009.11.26 05:31 | modify | 96 | 0.05 | 88.339 | 87.197 | 0.000 | ||
| 706 | 2009.11.26 05:31 | modify | 96 | 0.05 | 88.339 | 87.186 | 0.000 | ||
| 707 | 2009.11.26 05:31 | modify | 96 | 0.05 | 88.339 | 87.176 | 0.000 | ||
| 708 | 2009.11.26 05:31 | modify | 96 | 0.05 | 88.339 | 87.165 | 0.000 | ||
| 709 | 2009.11.26 05:31 | modify | 96 | 0.05 | 88.339 | 87.154 | 0.000 | ||
| 710 | 2009.11.26 05:31 | modify | 96 | 0.05 | 88.339 | 87.143 | 0.000 | ||
| 711 | 2009.11.26 05:31 | modify | 96 | 0.05 | 88.339 | 87.130 | 0.000 | ||
| 712 | 2009.11.26 05:33 | modify | 96 | 0.05 | 88.339 | 87.117 | 0.000 | ||
| 713 | 2009.11.26 05:33 | modify | 96 | 0.05 | 88.339 | 87.105 | 0.000 | ||
| 714 | 2009.11.26 05:33 | modify | 96 | 0.05 | 88.339 | 87.093 | 0.000 | ||
| 715 | 2009.11.26 05:33 | modify | 96 | 0.05 | 88.339 | 87.082 | 0.000 | ||
| 716 | 2009.11.26 05:33 | modify | 96 | 0.05 | 88.339 | 87.070 | 0.000 | ||
| 717 | 2009.11.26 05:33 | modify | 96 | 0.05 | 88.339 | 87.058 | 0.000 | ||
| 718 | 2009.11.26 05:33 | modify | 96 | 0.05 | 88.339 | 87.046 | 0.000 | ||
| 719 | 2009.11.26 05:33 | modify | 96 | 0.05 | 88.339 | 87.036 | 0.000 | ||
| 720 | 2009.11.26 05:33 | modify | 96 | 0.05 | 88.339 | 87.024 | 0.000 | ||
| 721 | 2009.11.26 05:33 | modify | 96 | 0.05 | 88.339 | 87.013 | 0.000 | ||
| 722 | 2009.11.26 05:33 | modify | 96 | 0.05 | 88.339 | 87.002 | 0.000 | ||
| 723 | 2009.11.26 05:33 | modify | 96 | 0.05 | 88.339 | 86.990 | 0.000 | ||
| 724 | 2009.11.26 05:33 | modify | 96 | 0.05 | 88.339 | 86.979 | 0.000 | ||
| 725 | 2009.11.26 06:50 | modify | 96 | 0.05 | 88.339 | 86.968 | 0.000 | ||
| 726 | 2009.11.26 06:50 | modify | 96 | 0.05 | 88.339 | 86.957 | 0.000 | ||
| 727 | 2009.11.26 06:50 | modify | 96 | 0.05 | 88.339 | 86.945 | 0.000 | ||
| 728 | 2009.11.26 06:51 | modify | 96 | 0.05 | 88.339 | 86.933 | 0.000 | ||
| 729 | 2009.11.26 06:51 | modify | 96 | 0.05 | 88.339 | 86.923 | 0.000 | ||
| 730 | 2009.11.26 06:51 | modify | 96 | 0.05 | 88.339 | 86.911 | 0.000 | ||
| 731 | 2009.11.26 06:51 | modify | 96 | 0.05 | 88.339 | 86.900 | 0.000 | ||
| 732 | 2009.11.26 06:51 | modify | 96 | 0.05 | 88.339 | 86.888 | 0.000 | ||
| 733 | 2009.11.26 06:51 | modify | 96 | 0.05 | 88.339 | 86.875 | 0.000 | ||
| 734 | 2009.11.26 06:51 | modify | 96 | 0.05 | 88.339 | 86.863 | 0.000 | ||
| 735 | 2009.11.26 06:52 | modify | 96 | 0.05 | 88.339 | 86.851 | 0.000 | ||
| 736 | 2009.11.26 06:52 | modify | 96 | 0.05 | 88.339 | 86.840 | 0.000 | ||
| 737 | 2009.11.26 06:52 | modify | 96 | 0.05 | 88.339 | 86.828 | 0.000 | ||
| 738 | 2009.11.26 06:52 | modify | 96 | 0.05 | 88.339 | 86.815 | 0.000 | ||
| 739 | 2009.11.26 06:52 | modify | 96 | 0.05 | 88.339 | 86.803 | 0.000 | ||
| 740 | 2009.11.26 06:52 | modify | 96 | 0.05 | 88.339 | 86.790 | 0.000 | ||
| 741 | 2009.11.26 06:54 | modify | 96 | 0.05 | 88.339 | 86.779 | 0.000 | ||
| 742 | 2009.11.26 06:54 | modify | 96 | 0.05 | 88.339 | 86.767 | 0.000 | ||
| 743 | 2009.11.26 06:54 | modify | 96 | 0.05 | 88.339 | 86.755 | 0.000 | ||
| 744 | 2009.11.26 06:54 | modify | 96 | 0.05 | 88.339 | 86.743 | 0.000 | ||
| 745 | 2009.11.26 08:28 | s/l | 96 | 0.05 | 86.743 | 86.743 | 0.000 | 90.51 | 10300.90 |
| 746 | 2009.12.02 21:38 | buy | 97 | 0.10 | 87.381 | 0.000 | 0.000 | ||
| 747 | 2009.12.02 21:38 | modify | 97 | 0.10 | 87.381 | 87.131 | 0.000 | ||
| 748 | 2009.12.03 00:00 | close | 97 | 0.05 | 87.370 | 87.131 | 0.000 | 0.12 | 10301.03 |
| 749 | 2009.12.03 00:00 | buy | 98 | 0.05 | 87.381 | 87.131 | 0.000 | ||
| 750 | 2009.12.03 02:53 | modify | 98 | 0.05 | 87.381 | 87.431 | 0.000 | ||