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 |
| 7501 | 2015.03.31 04:10 | modify | 1568 | 0.05 | 119.492 | 119.806 | 0.000 | ||
| 7502 | 2015.03.31 04:10 | modify | 1568 | 0.05 | 119.492 | 119.817 | 0.000 | ||
| 7503 | 2015.03.31 04:10 | modify | 1568 | 0.05 | 119.492 | 119.827 | 0.000 | ||
| 7504 | 2015.03.31 04:13 | modify | 1568 | 0.05 | 119.492 | 119.837 | 0.000 | ||
| 7505 | 2015.03.31 04:14 | modify | 1568 | 0.05 | 119.492 | 119.848 | 0.000 | ||
| 7506 | 2015.03.31 04:14 | modify | 1568 | 0.05 | 119.492 | 119.859 | 0.000 | ||
| 7507 | 2015.03.31 04:14 | modify | 1568 | 0.05 | 119.492 | 119.870 | 0.000 | ||
| 7508 | 2015.03.31 04:25 | modify | 1568 | 0.05 | 119.492 | 119.882 | 0.000 | ||
| 7509 | 2015.03.31 04:25 | modify | 1568 | 0.05 | 119.492 | 119.893 | 0.000 | ||
| 7510 | 2015.03.31 09:05 | close | 1568 | 0.05 | 120.017 | 119.893 | 0.000 | 22.12 | 12210.48 |
| 7511 | 2015.04.01 03:57 | sell | 1569 | 0.10 | 119.767 | 0.000 | 0.000 | ||
| 7512 | 2015.04.01 03:57 | modify | 1569 | 0.10 | 119.767 | 120.017 | 0.000 | ||
| 7513 | 2015.04.01 03:59 | close | 1569 | 0.05 | 119.666 | 120.017 | 0.000 | 4.22 | 12214.70 |
| 7514 | 2015.04.01 03:59 | sell | 1570 | 0.05 | 119.767 | 120.017 | 0.000 | ||
| 7515 | 2015.04.01 04:10 | modify | 1570 | 0.05 | 119.767 | 119.717 | 0.000 | ||
| 7516 | 2015.04.01 04:46 | s/l | 1570 | 0.05 | 119.717 | 119.717 | 0.000 | 2.09 | 12216.79 |
| 7517 | 2015.04.01 04:54 | sell | 1571 | 0.10 | 119.639 | 0.000 | 0.000 | ||
| 7518 | 2015.04.01 04:54 | modify | 1571 | 0.10 | 119.639 | 119.889 | 0.000 | ||
| 7519 | 2015.04.01 06:00 | close | 1571 | 0.05 | 119.550 | 119.889 | 0.000 | 3.72 | 12220.51 |
| 7520 | 2015.04.01 06:00 | sell | 1572 | 0.05 | 119.639 | 119.889 | 0.000 | ||
| 7521 | 2015.04.01 08:07 | s/l | 1572 | 0.05 | 119.889 | 119.889 | 0.000 | -10.43 | 12210.08 |
| 7522 | 2015.04.07 10:03 | buy | 1573 | 0.10 | 119.678 | 0.000 | 0.000 | ||
| 7523 | 2015.04.07 10:03 | modify | 1573 | 0.10 | 119.678 | 119.428 | 0.000 | ||
| 7524 | 2015.04.07 10:31 | close | 1573 | 0.05 | 119.779 | 119.428 | 0.000 | 4.22 | 12214.30 |
| 7525 | 2015.04.07 10:31 | buy | 1574 | 0.05 | 119.678 | 119.428 | 0.000 | ||
| 7526 | 2015.04.07 11:38 | modify | 1574 | 0.05 | 119.678 | 119.728 | 0.000 | ||
| 7527 | 2015.04.08 04:08 | close | 1574 | 0.05 | 120.170 | 119.728 | 0.000 | 20.72 | 12235.02 |
| 7528 | 2015.04.09 20:02 | buy | 1575 | 0.10 | 120.512 | 0.000 | 0.000 | ||
| 7529 | 2015.04.09 20:02 | modify | 1575 | 0.10 | 120.512 | 120.262 | 0.000 | ||
| 7530 | 2015.04.10 01:00 | close | 1575 | 0.05 | 120.563 | 120.262 | 0.000 | 2.37 | 12237.40 |
| 7531 | 2015.04.10 01:00 | buy | 1576 | 0.05 | 120.512 | 120.262 | 0.000 | ||
| 7532 | 2015.04.10 08:00 | close | 1576 | 0.05 | 120.505 | 120.262 | 0.000 | -0.04 | 12237.36 |
| 7533 | 2015.04.13 10:55 | buy | 1577 | 0.10 | 120.625 | 0.000 | 0.000 | ||
| 7534 | 2015.04.13 10:55 | modify | 1577 | 0.10 | 120.625 | 120.375 | 0.000 | ||
| 7535 | 2015.04.13 13:00 | close | 1577 | 0.05 | 120.751 | 120.375 | 0.000 | 5.22 | 12242.58 |
| 7536 | 2015.04.13 13:00 | buy | 1578 | 0.05 | 120.625 | 120.375 | 0.000 | ||
| 7537 | 2015.04.13 15:39 | s/l | 1578 | 0.05 | 120.375 | 120.375 | 0.000 | -10.39 | 12232.19 |
| 7538 | 2015.04.14 08:44 | sell | 1579 | 0.10 | 119.704 | 0.000 | 0.000 | ||
| 7539 | 2015.04.14 08:44 | modify | 1579 | 0.10 | 119.704 | 119.954 | 0.000 | ||
| 7540 | 2015.04.14 10:00 | close | 1579 | 0.05 | 119.757 | 119.954 | 0.000 | -2.21 | 12229.98 |
| 7541 | 2015.04.14 10:00 | sell | 1580 | 0.05 | 119.704 | 119.954 | 0.000 | ||
| 7542 | 2015.04.14 14:15 | s/l | 1580 | 0.05 | 119.954 | 119.954 | 0.000 | -10.42 | 12219.56 |
| 7543 | 2015.04.14 15:32 | sell | 1581 | 0.10 | 119.539 | 0.000 | 0.000 | ||
| 7544 | 2015.04.14 15:32 | modify | 1581 | 0.10 | 119.539 | 119.789 | 0.000 | ||
| 7545 | 2015.04.14 16:14 | close | 1581 | 0.05 | 119.410 | 119.789 | 0.000 | 5.40 | 12224.96 |
| 7546 | 2015.04.14 16:14 | sell | 1582 | 0.05 | 119.539 | 119.789 | 0.000 | ||
| 7547 | 2015.04.14 17:30 | modify | 1582 | 0.05 | 119.539 | 119.489 | 0.000 | ||
| 7548 | 2015.04.15 03:00 | s/l | 1582 | 0.05 | 119.489 | 119.489 | 0.000 | 1.59 | 12226.55 |
| 7549 | 2015.04.20 09:03 | sell | 1583 | 0.10 | 118.557 | 0.000 | 0.000 | ||
| 7550 | 2015.04.20 09:03 | modify | 1583 | 0.10 | 118.557 | 118.807 | 0.000 | ||
| 7551 | 2015.04.20 11:38 | s/l | 1583 | 0.10 | 118.807 | 118.807 | 0.000 | -21.05 | 12205.50 |
| 7552 | 2015.04.21 04:32 | buy | 1584 | 0.10 | 119.456 | 0.000 | 0.000 | ||
| 7553 | 2015.04.21 04:32 | modify | 1584 | 0.10 | 119.456 | 119.206 | 0.000 | ||
| 7554 | 2015.04.21 08:00 | close | 1584 | 0.05 | 119.407 | 119.206 | 0.000 | -2.05 | 12203.45 |
| 7555 | 2015.04.21 08:00 | buy | 1585 | 0.05 | 119.456 | 119.206 | 0.000 | ||
| 7556 | 2015.04.21 16:54 | modify | 1585 | 0.05 | 119.456 | 119.506 | 0.000 | ||
| 7557 | 2015.04.21 17:45 | s/l | 1585 | 0.05 | 119.506 | 119.506 | 0.000 | 2.09 | 12205.54 |
| 7558 | 2015.04.22 17:01 | buy | 1586 | 0.10 | 119.839 | 0.000 | 0.000 | ||
| 7559 | 2015.04.22 17:01 | modify | 1586 | 0.10 | 119.839 | 119.589 | 0.000 | ||
| 7560 | 2015.04.22 22:00 | close | 1586 | 0.05 | 119.840 | 119.589 | 0.000 | 0.04 | 12205.58 |
| 7561 | 2015.04.22 22:00 | buy | 1587 | 0.05 | 119.839 | 119.589 | 0.000 | ||
| 7562 | 2015.04.23 07:43 | close | 1587 | 0.05 | 119.800 | 119.589 | 0.000 | -0.88 | 12204.70 |
| 7563 | 2015.04.28 13:53 | sell | 1588 | 0.10 | 118.891 | 0.000 | 0.000 | ||
| 7564 | 2015.04.28 13:53 | modify | 1588 | 0.10 | 118.891 | 119.141 | 0.000 | ||
| 7565 | 2015.04.28 15:44 | close | 1588 | 0.05 | 119.120 | 119.141 | 0.000 | -9.61 | 12195.09 |
| 7566 | 2015.04.28 15:44 | sell | 1589 | 0.05 | 118.891 | 119.141 | 0.000 | ||
| 7567 | 2015.04.29 09:47 | close | 1589 | 0.03 | 118.880 | 119.141 | 0.000 | -0.02 | 12195.07 |
| 7568 | 2015.04.29 09:47 | sell | 1590 | 0.02 | 118.891 | 119.141 | 0.000 | ||
| 7569 | 2015.04.29 09:47 | close | 1590 | 0.02 | 118.897 | 119.141 | 0.000 | -0.30 | 12194.77 |
| 7570 | 2015.04.29 12:00 | buy | 1591 | 0.10 | 119.193 | 0.000 | 0.000 | ||
| 7571 | 2015.04.29 12:00 | modify | 1591 | 0.10 | 119.193 | 118.943 | 0.000 | ||
| 7572 | 2015.04.29 12:38 | close | 1591 | 0.05 | 119.294 | 118.943 | 0.000 | 4.23 | 12199.00 |
| 7573 | 2015.04.29 12:38 | buy | 1592 | 0.05 | 119.193 | 118.943 | 0.000 | ||
| 7574 | 2015.04.29 15:30 | s/l | 1592 | 0.05 | 118.943 | 118.943 | 0.000 | -10.51 | 12188.49 |
| 7575 | 2015.04.30 07:18 | sell | 1593 | 0.10 | 118.597 | 0.000 | 0.000 | ||
| 7576 | 2015.04.30 07:18 | modify | 1593 | 0.10 | 118.597 | 118.847 | 0.000 | ||
| 7577 | 2015.04.30 10:00 | s/l | 1593 | 0.10 | 118.847 | 118.847 | 0.000 | -21.04 | 12167.45 |
| 7578 | 2015.04.30 16:01 | buy | 1594 | 0.10 | 119.360 | 0.000 | 0.000 | ||
| 7579 | 2015.04.30 16:01 | modify | 1594 | 0.10 | 119.360 | 119.110 | 0.000 | ||
| 7580 | 2015.04.30 16:06 | close | 1594 | 0.05 | 119.481 | 119.110 | 0.000 | 5.06 | 12172.51 |
| 7581 | 2015.04.30 16:06 | buy | 1595 | 0.05 | 119.360 | 119.110 | 0.000 | ||
| 7582 | 2015.04.30 18:09 | modify | 1595 | 0.05 | 119.360 | 119.410 | 0.000 | ||
| 7583 | 2015.04.30 21:56 | s/l | 1595 | 0.05 | 119.410 | 119.410 | 0.000 | 2.09 | 12174.60 |
| 7584 | 2015.05.05 11:27 | buy | 1596 | 0.10 | 120.276 | 0.000 | 0.000 | ||
| 7585 | 2015.05.05 11:27 | modify | 1596 | 0.10 | 120.276 | 120.026 | 0.000 | ||
| 7586 | 2015.05.05 13:00 | close | 1596 | 0.05 | 120.271 | 120.026 | 0.000 | -0.21 | 12174.39 |
| 7587 | 2015.05.05 13:00 | buy | 1597 | 0.05 | 120.276 | 120.026 | 0.000 | ||
| 7588 | 2015.05.05 15:52 | close | 1597 | 0.03 | 120.080 | 120.026 | 0.000 | -4.90 | 12169.49 |
| 7589 | 2015.05.05 15:52 | buy | 1598 | 0.02 | 120.276 | 120.026 | 0.000 | ||
| 7590 | 2015.05.05 17:53 | s/l | 1598 | 0.02 | 120.026 | 120.026 | 0.000 | -4.16 | 12165.33 |
| 7591 | 2015.05.05 17:53 | sell | 1599 | 0.10 | 119.965 | 0.000 | 0.000 | ||
| 7592 | 2015.05.05 17:53 | modify | 1599 | 0.10 | 119.965 | 120.215 | 0.000 | ||
| 7593 | 2015.05.05 18:07 | close | 1599 | 0.05 | 119.746 | 120.215 | 0.000 | 9.14 | 12174.47 |
| 7594 | 2015.05.05 18:07 | sell | 1600 | 0.05 | 119.965 | 120.215 | 0.000 | ||
| 7595 | 2015.05.06 15:15 | modify | 1600 | 0.05 | 119.965 | 119.915 | 0.000 | ||
| 7596 | 2015.05.06 16:57 | modify | 1600 | 0.05 | 119.965 | 119.813 | 0.000 | ||
| 7597 | 2015.05.06 16:57 | modify | 1600 | 0.05 | 119.965 | 119.800 | 0.000 | ||
| 7598 | 2015.05.06 17:09 | modify | 1600 | 0.05 | 119.965 | 119.788 | 0.000 | ||
| 7599 | 2015.05.06 17:09 | modify | 1600 | 0.05 | 119.965 | 119.777 | 0.000 | ||
| 7600 | 2015.05.06 17:09 | modify | 1600 | 0.05 | 119.965 | 119.765 | 0.000 | ||
| 7601 | 2015.05.06 17:09 | modify | 1600 | 0.05 | 119.965 | 119.754 | 0.000 | ||
| 7602 | 2015.05.06 17:10 | modify | 1600 | 0.05 | 119.965 | 119.743 | 0.000 | ||
| 7603 | 2015.05.06 17:10 | modify | 1600 | 0.05 | 119.965 | 119.731 | 0.000 | ||
| 7604 | 2015.05.06 17:10 | modify | 1600 | 0.05 | 119.965 | 119.720 | 0.000 | ||
| 7605 | 2015.05.06 17:10 | modify | 1600 | 0.05 | 119.965 | 119.708 | 0.000 | ||
| 7606 | 2015.05.06 17:11 | modify | 1600 | 0.05 | 119.965 | 119.696 | 0.000 | ||
| 7607 | 2015.05.06 17:11 | modify | 1600 | 0.05 | 119.965 | 119.685 | 0.000 | ||
| 7608 | 2015.05.06 17:11 | modify | 1600 | 0.05 | 119.965 | 119.674 | 0.000 | ||
| 7609 | 2015.05.06 17:11 | modify | 1600 | 0.05 | 119.965 | 119.663 | 0.000 | ||
| 7610 | 2015.05.07 04:57 | close | 1600 | 0.03 | 119.513 | 119.663 | 0.000 | 10.16 | 12184.63 |
| 7611 | 2015.05.07 04:57 | sell | 1601 | 0.02 | 119.965 | 119.663 | 0.000 | ||
| 7612 | 2015.05.07 04:59 | close | 1601 | 0.02 | 119.554 | 119.663 | 0.000 | 6.09 | 12190.72 |
| 7613 | 2015.05.07 12:18 | sell | 1602 | 0.10 | 119.191 | 0.000 | 0.000 | ||
| 7614 | 2015.05.07 12:18 | modify | 1602 | 0.10 | 119.191 | 119.441 | 0.000 | ||
| 7615 | 2015.05.07 13:53 | close | 1602 | 0.05 | 119.079 | 119.441 | 0.000 | 4.70 | 12195.42 |
| 7616 | 2015.05.07 13:53 | sell | 1603 | 0.05 | 119.191 | 119.441 | 0.000 | ||
| 7617 | 2015.05.07 17:20 | s/l | 1603 | 0.05 | 119.441 | 119.441 | 0.000 | -10.47 | 12184.95 |
| 7618 | 2015.05.12 08:12 | buy | 1604 | 0.10 | 120.225 | 0.000 | 0.000 | ||
| 7619 | 2015.05.12 08:12 | modify | 1604 | 0.10 | 120.225 | 119.975 | 0.000 | ||
| 7620 | 2015.05.12 09:00 | close | 1604 | 0.05 | 120.189 | 119.975 | 0.000 | -1.50 | 12183.45 |
| 7621 | 2015.05.12 09:00 | buy | 1605 | 0.05 | 120.225 | 119.975 | 0.000 | ||
| 7622 | 2015.05.12 09:48 | close | 1605 | 0.03 | 120.079 | 119.975 | 0.000 | -3.65 | 12179.80 |
| 7623 | 2015.05.12 09:48 | buy | 1606 | 0.02 | 120.225 | 119.975 | 0.000 | ||
| 7624 | 2015.05.12 10:17 | close | 1606 | 0.02 | 120.051 | 119.975 | 0.000 | -2.90 | 12176.90 |
| 7625 | 2015.05.12 18:40 | sell | 1607 | 0.10 | 119.804 | 0.000 | 0.000 | ||
| 7626 | 2015.05.12 18:40 | modify | 1607 | 0.10 | 119.804 | 120.054 | 0.000 | ||
| 7627 | 2015.05.12 20:00 | close | 1607 | 0.05 | 119.821 | 120.054 | 0.000 | -0.71 | 12176.19 |
| 7628 | 2015.05.12 20:00 | sell | 1608 | 0.05 | 119.804 | 120.054 | 0.000 | ||
| 7629 | 2015.05.13 00:07 | close | 1608 | 0.03 | 120.016 | 120.054 | 0.000 | -5.60 | 12170.59 |
| 7630 | 2015.05.13 00:07 | sell | 1609 | 0.02 | 119.804 | 120.054 | 0.000 | ||
| 7631 | 2015.05.13 06:51 | close | 1609 | 0.02 | 119.893 | 120.054 | 0.000 | -1.68 | 12168.91 |
| 7632 | 2015.05.13 14:12 | sell | 1610 | 0.10 | 119.703 | 0.000 | 0.000 | ||
| 7633 | 2015.05.13 14:12 | modify | 1610 | 0.10 | 119.703 | 119.953 | 0.000 | ||
| 7634 | 2015.05.13 15:30 | close | 1610 | 0.05 | 119.602 | 119.953 | 0.000 | 4.22 | 12173.13 |
| 7635 | 2015.05.13 15:30 | sell | 1611 | 0.05 | 119.703 | 119.953 | 0.000 | ||
| 7636 | 2015.05.13 15:38 | modify | 1611 | 0.05 | 119.703 | 119.653 | 0.000 | ||
| 7637 | 2015.05.13 17:57 | modify | 1611 | 0.05 | 119.703 | 119.552 | 0.000 | ||
| 7638 | 2015.05.13 18:00 | modify | 1611 | 0.05 | 119.703 | 119.542 | 0.000 | ||
| 7639 | 2015.05.13 18:01 | modify | 1611 | 0.05 | 119.703 | 119.531 | 0.000 | ||
| 7640 | 2015.05.13 18:01 | modify | 1611 | 0.05 | 119.703 | 119.520 | 0.000 | ||
| 7641 | 2015.05.13 18:01 | modify | 1611 | 0.05 | 119.703 | 119.509 | 0.000 | ||
| 7642 | 2015.05.13 18:01 | modify | 1611 | 0.05 | 119.703 | 119.498 | 0.000 | ||
| 7643 | 2015.05.13 18:07 | modify | 1611 | 0.05 | 119.703 | 119.487 | 0.000 | ||
| 7644 | 2015.05.14 09:46 | modify | 1611 | 0.05 | 119.703 | 119.476 | 0.000 | ||
| 7645 | 2015.05.14 09:47 | modify | 1611 | 0.05 | 119.703 | 119.465 | 0.000 | ||
| 7646 | 2015.05.14 09:48 | modify | 1611 | 0.05 | 119.703 | 119.454 | 0.000 | ||
| 7647 | 2015.05.14 09:48 | modify | 1611 | 0.05 | 119.703 | 119.443 | 0.000 | ||
| 7648 | 2015.05.14 09:48 | modify | 1611 | 0.05 | 119.703 | 119.432 | 0.000 | ||
| 7649 | 2015.05.14 09:48 | modify | 1611 | 0.05 | 119.703 | 119.421 | 0.000 | ||
| 7650 | 2015.05.14 09:49 | modify | 1611 | 0.05 | 119.703 | 119.411 | 0.000 | ||