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 |
| 7351 | 2015.01.02 06:40 | modify | 1527 | 0.10 | 119.835 | 119.997 | 0.000 | ||
| 7352 | 2015.01.02 06:41 | modify | 1527 | 0.10 | 119.835 | 120.008 | 0.000 | ||
| 7353 | 2015.01.02 08:00 | close | 1527 | 0.10 | 120.409 | 120.008 | 0.000 | 49.68 | 12246.27 |
| 7354 | 2015.01.27 01:31 | buy | 1528 | 0.10 | 118.568 | 0.000 | 0.000 | ||
| 7355 | 2015.01.27 01:31 | modify | 1528 | 0.10 | 118.568 | 118.318 | 0.000 | ||
| 7356 | 2015.01.27 04:07 | s/l | 1528 | 0.10 | 118.318 | 118.318 | 0.000 | -21.13 | 12225.14 |
| 7357 | 2015.01.29 18:23 | buy | 1529 | 0.10 | 118.187 | 0.000 | 0.000 | ||
| 7358 | 2015.01.29 18:23 | modify | 1529 | 0.10 | 118.187 | 117.937 | 0.000 | ||
| 7359 | 2015.01.29 18:48 | close | 1529 | 0.05 | 118.339 | 117.937 | 0.000 | 6.42 | 12231.56 |
| 7360 | 2015.01.29 18:48 | buy | 1530 | 0.05 | 118.187 | 117.937 | 0.000 | ||
| 7361 | 2015.01.30 03:39 | close | 1530 | 0.03 | 118.058 | 117.937 | 0.000 | -3.13 | 12228.43 |
| 7362 | 2015.01.30 03:39 | buy | 1531 | 0.02 | 118.187 | 117.937 | 0.000 | ||
| 7363 | 2015.01.30 04:04 | s/l | 1531 | 0.02 | 117.937 | 117.937 | 0.000 | -4.14 | 12224.29 |
| 7364 | 2015.02.04 02:28 | buy | 1532 | 0.10 | 117.742 | 0.000 | 0.000 | ||
| 7365 | 2015.02.04 02:28 | modify | 1532 | 0.10 | 117.742 | 117.492 | 0.000 | ||
| 7366 | 2015.02.04 03:18 | close | 1532 | 0.05 | 117.916 | 117.492 | 0.000 | 7.38 | 12231.67 |
| 7367 | 2015.02.04 03:18 | buy | 1533 | 0.05 | 117.742 | 117.492 | 0.000 | ||
| 7368 | 2015.02.04 09:30 | s/l | 1533 | 0.05 | 117.492 | 117.492 | 0.000 | -10.64 | 12221.03 |
| 7369 | 2015.02.04 23:04 | sell | 1534 | 0.10 | 117.198 | 0.000 | 0.000 | ||
| 7370 | 2015.02.04 23:04 | modify | 1534 | 0.10 | 117.198 | 117.448 | 0.000 | ||
| 7371 | 2015.02.04 23:29 | close | 1534 | 0.05 | 117.096 | 117.448 | 0.000 | 4.36 | 12225.39 |
| 7372 | 2015.02.04 23:29 | sell | 1535 | 0.05 | 117.198 | 117.448 | 0.000 | ||
| 7373 | 2015.02.05 09:54 | close | 1535 | 0.03 | 117.337 | 117.448 | 0.000 | -4.44 | 12220.95 |
| 7374 | 2015.02.05 09:54 | sell | 1536 | 0.02 | 117.198 | 117.448 | 0.000 | ||
| 7375 | 2015.02.05 12:28 | close | 1536 | 0.02 | 117.382 | 117.448 | 0.000 | -3.74 | 12217.21 |
| 7376 | 2015.02.16 15:38 | sell | 1537 | 0.10 | 118.352 | 0.000 | 0.000 | ||
| 7377 | 2015.02.16 15:38 | modify | 1537 | 0.10 | 118.352 | 118.602 | 0.000 | ||
| 7378 | 2015.02.16 17:00 | close | 1537 | 0.05 | 118.512 | 118.602 | 0.000 | -6.75 | 12210.46 |
| 7379 | 2015.02.16 17:00 | sell | 1538 | 0.05 | 118.352 | 118.602 | 0.000 | ||
| 7380 | 2015.02.17 05:33 | close | 1538 | 0.03 | 118.470 | 118.602 | 0.000 | -3.29 | 12207.18 |
| 7381 | 2015.02.17 05:33 | sell | 1539 | 0.02 | 118.352 | 118.602 | 0.000 | ||
| 7382 | 2015.02.17 05:45 | close | 1539 | 0.02 | 118.508 | 118.602 | 0.000 | -2.83 | 12204.35 |
| 7383 | 2015.02.17 10:45 | buy | 1540 | 0.10 | 118.676 | 0.000 | 0.000 | ||
| 7384 | 2015.02.17 10:45 | modify | 1540 | 0.10 | 118.676 | 118.426 | 0.000 | ||
| 7385 | 2015.02.17 11:23 | close | 1540 | 0.05 | 118.779 | 118.426 | 0.000 | 4.34 | 12208.69 |
| 7386 | 2015.02.17 11:23 | buy | 1541 | 0.05 | 118.676 | 118.426 | 0.000 | ||
| 7387 | 2015.02.17 17:18 | modify | 1541 | 0.05 | 118.676 | 118.726 | 0.000 | ||
| 7388 | 2015.02.17 20:15 | modify | 1541 | 0.05 | 118.676 | 118.827 | 0.000 | ||
| 7389 | 2015.02.17 20:16 | modify | 1541 | 0.05 | 118.676 | 118.837 | 0.000 | ||
| 7390 | 2015.02.17 20:16 | modify | 1541 | 0.05 | 118.676 | 118.849 | 0.000 | ||
| 7391 | 2015.02.17 20:16 | modify | 1541 | 0.05 | 118.676 | 118.861 | 0.000 | ||
| 7392 | 2015.02.17 20:16 | modify | 1541 | 0.05 | 118.676 | 118.872 | 0.000 | ||
| 7393 | 2015.02.17 20:19 | modify | 1541 | 0.05 | 118.676 | 118.883 | 0.000 | ||
| 7394 | 2015.02.17 20:20 | modify | 1541 | 0.05 | 118.676 | 118.893 | 0.000 | ||
| 7395 | 2015.02.17 20:20 | modify | 1541 | 0.05 | 118.676 | 118.904 | 0.000 | ||
| 7396 | 2015.02.17 20:20 | modify | 1541 | 0.05 | 118.676 | 118.914 | 0.000 | ||
| 7397 | 2015.02.17 20:24 | modify | 1541 | 0.05 | 118.676 | 118.926 | 0.000 | ||
| 7398 | 2015.02.17 20:24 | modify | 1541 | 0.05 | 118.676 | 118.938 | 0.000 | ||
| 7399 | 2015.02.17 20:24 | modify | 1541 | 0.05 | 118.676 | 118.950 | 0.000 | ||
| 7400 | 2015.02.18 00:00 | close | 1541 | 0.05 | 119.200 | 118.950 | 0.000 | 22.23 | 12230.92 |
| 7401 | 2015.02.26 02:59 | buy | 1542 | 0.10 | 119.062 | 0.000 | 0.000 | ||
| 7402 | 2015.02.26 02:59 | modify | 1542 | 0.10 | 119.062 | 118.812 | 0.000 | ||
| 7403 | 2015.02.26 07:00 | close | 1542 | 0.05 | 118.935 | 118.812 | 0.000 | -5.34 | 12225.58 |
| 7404 | 2015.02.26 07:00 | buy | 1543 | 0.05 | 119.062 | 118.812 | 0.000 | ||
| 7405 | 2015.02.26 09:56 | close | 1543 | 0.03 | 118.845 | 118.812 | 0.000 | -5.48 | 12220.10 |
| 7406 | 2015.02.26 09:56 | buy | 1544 | 0.02 | 119.062 | 118.812 | 0.000 | ||
| 7407 | 2015.02.26 09:57 | s/l | 1544 | 0.02 | 118.812 | 118.812 | 0.000 | -4.21 | 12215.89 |
| 7408 | 2015.02.26 15:42 | buy | 1545 | 0.10 | 119.092 | 0.000 | 0.000 | ||
| 7409 | 2015.02.26 15:42 | modify | 1545 | 0.10 | 119.092 | 118.842 | 0.000 | ||
| 7410 | 2015.02.26 17:00 | close | 1545 | 0.05 | 119.128 | 118.842 | 0.000 | 1.51 | 12217.40 |
| 7411 | 2015.02.26 17:00 | buy | 1546 | 0.05 | 119.092 | 118.842 | 0.000 | ||
| 7412 | 2015.02.26 19:32 | modify | 1546 | 0.05 | 119.092 | 119.142 | 0.000 | ||
| 7413 | 2015.02.27 05:08 | close | 1546 | 0.05 | 119.190 | 119.142 | 0.000 | 4.36 | 12221.76 |
| 7414 | 2015.03.02 17:11 | buy | 1547 | 0.10 | 119.965 | 0.000 | 0.000 | ||
| 7415 | 2015.03.02 17:11 | modify | 1547 | 0.10 | 119.965 | 119.715 | 0.000 | ||
| 7416 | 2015.03.02 17:22 | close | 1547 | 0.05 | 120.066 | 119.715 | 0.000 | 4.21 | 12225.97 |
| 7417 | 2015.03.02 17:22 | buy | 1548 | 0.05 | 119.965 | 119.715 | 0.000 | ||
| 7418 | 2015.03.03 03:55 | close | 1548 | 0.03 | 119.888 | 119.715 | 0.000 | -1.78 | 12224.19 |
| 7419 | 2015.03.03 03:55 | buy | 1549 | 0.02 | 119.965 | 119.715 | 0.000 | ||
| 7420 | 2015.03.03 04:37 | close | 1549 | 0.02 | 119.805 | 119.715 | 0.000 | -2.57 | 12221.62 |
| 7421 | 2015.03.03 16:48 | sell | 1550 | 0.10 | 119.556 | 0.000 | 0.000 | ||
| 7422 | 2015.03.03 16:48 | modify | 1550 | 0.10 | 119.556 | 119.806 | 0.000 | ||
| 7423 | 2015.03.03 16:54 | close | 1550 | 0.05 | 119.454 | 119.806 | 0.000 | 4.27 | 12225.89 |
| 7424 | 2015.03.03 16:54 | sell | 1551 | 0.05 | 119.556 | 119.806 | 0.000 | ||
| 7425 | 2015.03.04 06:28 | close | 1551 | 0.05 | 119.768 | 119.806 | 0.000 | -9.35 | 12216.54 |
| 7426 | 2015.03.05 03:43 | buy | 1552 | 0.10 | 119.825 | 0.000 | 0.000 | ||
| 7427 | 2015.03.05 03:43 | modify | 1552 | 0.10 | 119.825 | 119.575 | 0.000 | ||
| 7428 | 2015.03.05 05:00 | close | 1552 | 0.05 | 119.809 | 119.575 | 0.000 | -0.67 | 12215.87 |
| 7429 | 2015.03.05 05:00 | buy | 1553 | 0.05 | 119.825 | 119.575 | 0.000 | ||
| 7430 | 2015.03.05 12:53 | modify | 1553 | 0.05 | 119.825 | 119.875 | 0.000 | ||
| 7431 | 2015.03.06 01:56 | close | 1553 | 0.05 | 120.043 | 119.875 | 0.000 | 9.33 | 12225.20 |
| 7432 | 2015.03.12 04:29 | buy | 1554 | 0.10 | 121.626 | 0.000 | 0.000 | ||
| 7433 | 2015.03.12 04:29 | modify | 1554 | 0.10 | 121.626 | 121.376 | 0.000 | ||
| 7434 | 2015.03.12 08:15 | close | 1554 | 0.05 | 121.413 | 121.376 | 0.000 | -8.77 | 12216.43 |
| 7435 | 2015.03.12 08:15 | buy | 1555 | 0.05 | 121.626 | 121.376 | 0.000 | ||
| 7436 | 2015.03.12 08:45 | s/l | 1555 | 0.05 | 121.376 | 121.376 | 0.000 | -10.30 | 12206.13 |
| 7437 | 2015.03.12 10:45 | sell | 1556 | 0.10 | 121.135 | 0.000 | 0.000 | ||
| 7438 | 2015.03.12 10:45 | modify | 1556 | 0.10 | 121.135 | 121.385 | 0.000 | ||
| 7439 | 2015.03.12 10:59 | close | 1556 | 0.05 | 121.034 | 121.385 | 0.000 | 4.17 | 12210.30 |
| 7440 | 2015.03.12 10:59 | sell | 1557 | 0.05 | 121.135 | 121.385 | 0.000 | ||
| 7441 | 2015.03.12 15:30 | modify | 1557 | 0.05 | 121.135 | 121.085 | 0.000 | ||
| 7442 | 2015.03.12 16:56 | s/l | 1557 | 0.05 | 121.085 | 121.085 | 0.000 | 2.06 | 12212.36 |
| 7443 | 2015.03.16 16:32 | sell | 1558 | 0.10 | 121.124 | 0.000 | 0.000 | ||
| 7444 | 2015.03.16 16:32 | modify | 1558 | 0.10 | 121.124 | 121.374 | 0.000 | ||
| 7445 | 2015.03.16 17:59 | close | 1558 | 0.05 | 121.332 | 121.374 | 0.000 | -8.57 | 12203.79 |
| 7446 | 2015.03.16 17:59 | sell | 1559 | 0.05 | 121.124 | 121.374 | 0.000 | ||
| 7447 | 2015.03.16 20:41 | s/l | 1559 | 0.05 | 121.374 | 121.374 | 0.000 | -10.30 | 12193.49 |
| 7448 | 2015.03.17 03:34 | buy | 1560 | 0.10 | 121.481 | 0.000 | 0.000 | ||
| 7449 | 2015.03.17 03:34 | modify | 1560 | 0.10 | 121.481 | 121.231 | 0.000 | ||
| 7450 | 2015.03.17 04:00 | close | 1560 | 0.05 | 121.399 | 121.231 | 0.000 | -3.38 | 12190.11 |
| 7451 | 2015.03.17 04:00 | buy | 1561 | 0.05 | 121.481 | 121.231 | 0.000 | ||
| 7452 | 2015.03.17 06:04 | close | 1561 | 0.03 | 121.302 | 121.231 | 0.000 | -4.43 | 12185.68 |
| 7453 | 2015.03.17 06:04 | buy | 1562 | 0.02 | 121.481 | 121.231 | 0.000 | ||
| 7454 | 2015.03.17 09:33 | close | 1562 | 0.02 | 121.347 | 121.231 | 0.000 | -2.21 | 12183.47 |
| 7455 | 2015.03.18 14:56 | sell | 1563 | 0.10 | 121.097 | 0.000 | 0.000 | ||
| 7456 | 2015.03.18 14:56 | modify | 1563 | 0.10 | 121.097 | 121.347 | 0.000 | ||
| 7457 | 2015.03.18 15:00 | close | 1563 | 0.05 | 121.150 | 121.347 | 0.000 | -2.19 | 12181.28 |
| 7458 | 2015.03.18 15:00 | sell | 1564 | 0.05 | 121.097 | 121.347 | 0.000 | ||
| 7459 | 2015.03.18 21:00 | modify | 1564 | 0.05 | 121.097 | 121.047 | 0.000 | ||
| 7460 | 2015.03.18 21:20 | modify | 1564 | 0.05 | 121.097 | 120.945 | 0.000 | ||
| 7461 | 2015.03.18 21:20 | modify | 1564 | 0.05 | 121.097 | 120.934 | 0.000 | ||
| 7462 | 2015.03.18 21:20 | modify | 1564 | 0.05 | 121.097 | 120.922 | 0.000 | ||
| 7463 | 2015.03.18 21:20 | modify | 1564 | 0.05 | 121.097 | 120.909 | 0.000 | ||
| 7464 | 2015.03.18 21:20 | modify | 1564 | 0.05 | 121.097 | 120.899 | 0.000 | ||
| 7465 | 2015.03.18 21:21 | modify | 1564 | 0.05 | 121.097 | 120.888 | 0.000 | ||
| 7466 | 2015.03.18 21:21 | modify | 1564 | 0.05 | 121.097 | 120.877 | 0.000 | ||
| 7467 | 2015.03.18 21:21 | modify | 1564 | 0.05 | 121.097 | 120.865 | 0.000 | ||
| 7468 | 2015.03.18 21:21 | modify | 1564 | 0.05 | 121.097 | 120.853 | 0.000 | ||
| 7469 | 2015.03.18 21:21 | modify | 1564 | 0.05 | 121.097 | 120.840 | 0.000 | ||
| 7470 | 2015.03.18 21:21 | modify | 1564 | 0.05 | 121.097 | 120.828 | 0.000 | ||
| 7471 | 2015.03.18 21:21 | modify | 1564 | 0.05 | 121.097 | 120.815 | 0.000 | ||
| 7472 | 2015.03.18 21:23 | modify | 1564 | 0.05 | 121.097 | 120.803 | 0.000 | ||
| 7473 | 2015.03.18 21:23 | modify | 1564 | 0.05 | 121.097 | 120.791 | 0.000 | ||
| 7474 | 2015.03.18 21:23 | modify | 1564 | 0.05 | 121.097 | 120.779 | 0.000 | ||
| 7475 | 2015.03.18 21:47 | s/l | 1564 | 0.05 | 120.779 | 120.779 | 0.000 | 13.16 | 12194.44 |
| 7476 | 2015.03.24 08:59 | sell | 1565 | 0.10 | 119.561 | 0.000 | 0.000 | ||
| 7477 | 2015.03.24 08:59 | modify | 1565 | 0.10 | 119.561 | 119.811 | 0.000 | ||
| 7478 | 2015.03.24 10:00 | close | 1565 | 0.05 | 119.558 | 119.811 | 0.000 | 0.13 | 12194.57 |
| 7479 | 2015.03.24 10:00 | sell | 1566 | 0.05 | 119.561 | 119.811 | 0.000 | ||
| 7480 | 2015.03.24 18:24 | s/l | 1566 | 0.05 | 119.811 | 119.811 | 0.000 | -10.43 | 12184.14 |
| 7481 | 2015.03.30 10:13 | buy | 1567 | 0.10 | 119.492 | 0.000 | 0.000 | ||
| 7482 | 2015.03.30 10:13 | modify | 1567 | 0.10 | 119.492 | 119.242 | 0.000 | ||
| 7483 | 2015.03.30 10:30 | close | 1567 | 0.05 | 119.593 | 119.242 | 0.000 | 4.22 | 12188.36 |
| 7484 | 2015.03.30 10:30 | buy | 1568 | 0.05 | 119.492 | 119.242 | 0.000 | ||
| 7485 | 2015.03.30 14:19 | modify | 1568 | 0.05 | 119.492 | 119.542 | 0.000 | ||
| 7486 | 2015.03.30 18:29 | modify | 1568 | 0.05 | 119.492 | 119.643 | 0.000 | ||
| 7487 | 2015.03.30 18:32 | modify | 1568 | 0.05 | 119.492 | 119.654 | 0.000 | ||
| 7488 | 2015.03.30 18:32 | modify | 1568 | 0.05 | 119.492 | 119.664 | 0.000 | ||
| 7489 | 2015.03.30 18:56 | modify | 1568 | 0.05 | 119.492 | 119.674 | 0.000 | ||
| 7490 | 2015.03.30 18:56 | modify | 1568 | 0.05 | 119.492 | 119.685 | 0.000 | ||
| 7491 | 2015.03.30 21:34 | modify | 1568 | 0.05 | 119.492 | 119.697 | 0.000 | ||
| 7492 | 2015.03.30 21:34 | modify | 1568 | 0.05 | 119.492 | 119.708 | 0.000 | ||
| 7493 | 2015.03.30 21:41 | modify | 1568 | 0.05 | 119.492 | 119.718 | 0.000 | ||
| 7494 | 2015.03.30 21:41 | modify | 1568 | 0.05 | 119.492 | 119.729 | 0.000 | ||
| 7495 | 2015.03.30 21:41 | modify | 1568 | 0.05 | 119.492 | 119.741 | 0.000 | ||
| 7496 | 2015.03.30 21:41 | modify | 1568 | 0.05 | 119.492 | 119.752 | 0.000 | ||
| 7497 | 2015.03.30 23:35 | modify | 1568 | 0.05 | 119.492 | 119.762 | 0.000 | ||
| 7498 | 2015.03.31 04:09 | modify | 1568 | 0.05 | 119.492 | 119.773 | 0.000 | ||
| 7499 | 2015.03.31 04:09 | modify | 1568 | 0.05 | 119.492 | 119.783 | 0.000 | ||
| 7500 | 2015.03.31 04:09 | modify | 1568 | 0.05 | 119.492 | 119.795 | 0.000 | ||