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 |
| 7651 | 2015.05.14 09:49 | modify | 1611 | 0.05 | 119.703 | 119.400 | 0.000 | ||
| 7652 | 2015.05.14 09:49 | modify | 1611 | 0.05 | 119.703 | 119.388 | 0.000 | ||
| 7653 | 2015.05.14 09:49 | modify | 1611 | 0.05 | 119.703 | 119.376 | 0.000 | ||
| 7654 | 2015.05.14 09:50 | modify | 1611 | 0.05 | 119.703 | 119.365 | 0.000 | ||
| 7655 | 2015.05.14 10:07 | modify | 1611 | 0.05 | 119.703 | 119.354 | 0.000 | ||
| 7656 | 2015.05.14 10:07 | modify | 1611 | 0.05 | 119.703 | 119.343 | 0.000 | ||
| 7657 | 2015.05.14 10:52 | close | 1611 | 0.03 | 119.213 | 119.343 | 0.000 | 11.44 | 12184.57 |
| 7658 | 2015.05.14 10:52 | sell | 1612 | 0.02 | 119.703 | 119.343 | 0.000 | ||
| 7659 | 2015.05.14 17:29 | close | 1612 | 0.02 | 119.223 | 119.343 | 0.000 | 7.45 | 12192.02 |
| 7660 | 2015.05.15 03:54 | buy | 1613 | 0.10 | 119.336 | 0.000 | 0.000 | ||
| 7661 | 2015.05.15 03:54 | modify | 1613 | 0.10 | 119.336 | 119.086 | 0.000 | ||
| 7662 | 2015.05.15 04:01 | close | 1613 | 0.05 | 119.464 | 119.086 | 0.000 | 5.36 | 12197.38 |
| 7663 | 2015.05.15 04:01 | buy | 1614 | 0.05 | 119.336 | 119.086 | 0.000 | ||
| 7664 | 2015.05.15 08:00 | close | 1614 | 0.05 | 119.367 | 119.086 | 0.000 | 1.30 | 12198.68 |
| 7665 | 2015.05.18 20:43 | buy | 1615 | 0.10 | 119.928 | 0.000 | 0.000 | ||
| 7666 | 2015.05.18 20:43 | modify | 1615 | 0.10 | 119.928 | 119.678 | 0.000 | ||
| 7667 | 2015.05.19 04:00 | close | 1615 | 0.05 | 119.882 | 119.678 | 0.000 | -1.67 | 12197.01 |
| 7668 | 2015.05.19 04:00 | buy | 1616 | 0.05 | 119.928 | 119.678 | 0.000 | ||
| 7669 | 2015.05.19 10:13 | close | 1616 | 0.05 | 119.895 | 119.678 | 0.000 | -1.13 | 12195.88 |
| 7670 | 2015.05.19 10:33 | buy | 1617 | 0.10 | 120.038 | 0.000 | 0.000 | ||
| 7671 | 2015.05.19 10:33 | modify | 1617 | 0.10 | 120.038 | 119.788 | 0.000 | ||
| 7672 | 2015.05.19 15:30 | close | 1617 | 0.05 | 120.231 | 119.788 | 0.000 | 8.03 | 12203.91 |
| 7673 | 2015.05.19 15:30 | buy | 1618 | 0.05 | 120.038 | 119.788 | 0.000 | ||
| 7674 | 2015.05.19 15:34 | modify | 1618 | 0.05 | 120.038 | 120.088 | 0.000 | ||
| 7675 | 2015.05.20 15:31 | close | 1618 | 0.05 | 120.793 | 120.088 | 0.000 | 31.50 | 12235.41 |
| 7676 | 2015.05.22 05:55 | sell | 1619 | 0.10 | 120.834 | 0.000 | 0.000 | ||
| 7677 | 2015.05.22 05:55 | modify | 1619 | 0.10 | 120.834 | 121.084 | 0.000 | ||
| 7678 | 2015.05.22 07:22 | close | 1619 | 0.05 | 120.733 | 121.084 | 0.000 | 4.18 | 12239.59 |
| 7679 | 2015.05.22 07:22 | sell | 1620 | 0.05 | 120.834 | 121.084 | 0.000 | ||
| 7680 | 2015.05.22 08:00 | close | 1620 | 0.05 | 120.818 | 121.084 | 0.000 | 0.66 | 12240.25 |
| 7681 | 2015.05.26 04:20 | buy | 1621 | 0.10 | 121.778 | 0.000 | 0.000 | ||
| 7682 | 2015.05.26 04:20 | modify | 1621 | 0.10 | 121.778 | 121.528 | 0.000 | ||
| 7683 | 2015.05.26 09:13 | modify | 1621 | 0.10 | 121.778 | 121.828 | 0.000 | ||
| 7684 | 2015.05.26 09:13 | close | 1621 | 0.05 | 122.176 | 121.828 | 0.000 | 16.29 | 12256.54 |
| 7685 | 2015.05.26 09:13 | buy | 1622 | 0.05 | 121.778 | 121.828 | 0.000 | ||
| 7686 | 2015.05.26 09:28 | modify | 1622 | 0.05 | 121.778 | 121.929 | 0.000 | ||
| 7687 | 2015.05.26 09:28 | modify | 1622 | 0.05 | 121.778 | 121.941 | 0.000 | ||
| 7688 | 2015.05.26 09:28 | modify | 1622 | 0.05 | 121.778 | 121.954 | 0.000 | ||
| 7689 | 2015.05.26 09:28 | modify | 1622 | 0.05 | 121.778 | 121.964 | 0.000 | ||
| 7690 | 2015.05.26 09:31 | modify | 1622 | 0.05 | 121.778 | 121.974 | 0.000 | ||
| 7691 | 2015.05.26 09:31 | modify | 1622 | 0.05 | 121.778 | 121.985 | 0.000 | ||
| 7692 | 2015.05.26 09:31 | modify | 1622 | 0.05 | 121.778 | 121.997 | 0.000 | ||
| 7693 | 2015.05.26 09:31 | modify | 1622 | 0.05 | 121.778 | 122.012 | 0.000 | ||
| 7694 | 2015.05.26 09:31 | modify | 1622 | 0.05 | 121.778 | 122.025 | 0.000 | ||
| 7695 | 2015.05.26 09:31 | modify | 1622 | 0.05 | 121.778 | 122.039 | 0.000 | ||
| 7696 | 2015.05.26 09:31 | modify | 1622 | 0.05 | 121.778 | 122.053 | 0.000 | ||
| 7697 | 2015.05.26 09:31 | modify | 1622 | 0.05 | 121.778 | 122.066 | 0.000 | ||
| 7698 | 2015.05.26 09:31 | modify | 1622 | 0.05 | 121.778 | 122.080 | 0.000 | ||
| 7699 | 2015.05.26 09:31 | modify | 1622 | 0.05 | 121.778 | 122.094 | 0.000 | ||
| 7700 | 2015.05.26 09:31 | modify | 1622 | 0.05 | 121.778 | 122.105 | 0.000 | ||
| 7701 | 2015.05.26 09:31 | modify | 1622 | 0.05 | 121.778 | 122.116 | 0.000 | ||
| 7702 | 2015.05.26 09:31 | modify | 1622 | 0.05 | 121.778 | 122.127 | 0.000 | ||
| 7703 | 2015.05.26 09:31 | modify | 1622 | 0.05 | 121.778 | 122.138 | 0.000 | ||
| 7704 | 2015.05.26 09:31 | modify | 1622 | 0.05 | 121.778 | 122.149 | 0.000 | ||
| 7705 | 2015.05.26 09:31 | modify | 1622 | 0.05 | 121.778 | 122.162 | 0.000 | ||
| 7706 | 2015.05.26 09:31 | modify | 1622 | 0.05 | 121.778 | 122.173 | 0.000 | ||
| 7707 | 2015.05.26 09:31 | modify | 1622 | 0.05 | 121.778 | 122.184 | 0.000 | ||
| 7708 | 2015.05.26 09:31 | modify | 1622 | 0.05 | 121.778 | 122.195 | 0.000 | ||
| 7709 | 2015.05.26 09:31 | modify | 1622 | 0.05 | 121.778 | 122.206 | 0.000 | ||
| 7710 | 2015.05.26 09:31 | modify | 1622 | 0.05 | 121.778 | 122.217 | 0.000 | ||
| 7711 | 2015.05.26 09:31 | modify | 1622 | 0.05 | 121.778 | 122.228 | 0.000 | ||
| 7712 | 2015.05.26 10:08 | modify | 1622 | 0.05 | 121.778 | 122.239 | 0.000 | ||
| 7713 | 2015.05.26 10:08 | modify | 1622 | 0.05 | 121.778 | 122.251 | 0.000 | ||
| 7714 | 2015.05.26 10:08 | modify | 1622 | 0.05 | 121.778 | 122.262 | 0.000 | ||
| 7715 | 2015.05.26 10:08 | modify | 1622 | 0.05 | 121.778 | 122.273 | 0.000 | ||
| 7716 | 2015.05.26 10:08 | modify | 1622 | 0.05 | 121.778 | 122.284 | 0.000 | ||
| 7717 | 2015.05.26 11:35 | modify | 1622 | 0.05 | 121.778 | 122.295 | 0.000 | ||
| 7718 | 2015.05.26 11:36 | modify | 1622 | 0.05 | 121.778 | 122.306 | 0.000 | ||
| 7719 | 2015.05.26 11:37 | modify | 1622 | 0.05 | 121.778 | 122.316 | 0.000 | ||
| 7720 | 2015.05.26 11:37 | modify | 1622 | 0.05 | 121.778 | 122.327 | 0.000 | ||
| 7721 | 2015.05.26 11:37 | modify | 1622 | 0.05 | 121.778 | 122.338 | 0.000 | ||
| 7722 | 2015.05.26 12:01 | modify | 1622 | 0.05 | 121.778 | 122.348 | 0.000 | ||
| 7723 | 2015.05.26 12:01 | modify | 1622 | 0.05 | 121.778 | 122.358 | 0.000 | ||
| 7724 | 2015.05.26 12:01 | modify | 1622 | 0.05 | 121.778 | 122.371 | 0.000 | ||
| 7725 | 2015.05.26 12:01 | modify | 1622 | 0.05 | 121.778 | 122.381 | 0.000 | ||
| 7726 | 2015.05.26 12:01 | modify | 1622 | 0.05 | 121.778 | 122.392 | 0.000 | ||
| 7727 | 2015.05.26 12:01 | modify | 1622 | 0.05 | 121.778 | 122.402 | 0.000 | ||
| 7728 | 2015.05.26 15:30 | modify | 1622 | 0.05 | 121.778 | 122.415 | 0.000 | ||
| 7729 | 2015.05.26 15:30 | modify | 1622 | 0.05 | 121.778 | 122.429 | 0.000 | ||
| 7730 | 2015.05.26 15:30 | modify | 1622 | 0.05 | 121.778 | 122.443 | 0.000 | ||
| 7731 | 2015.05.26 15:30 | modify | 1622 | 0.05 | 121.778 | 122.456 | 0.000 | ||
| 7732 | 2015.05.26 15:30 | modify | 1622 | 0.05 | 121.778 | 122.470 | 0.000 | ||
| 7733 | 2015.05.26 15:30 | modify | 1622 | 0.05 | 121.778 | 122.483 | 0.000 | ||
| 7734 | 2015.05.26 15:30 | modify | 1622 | 0.05 | 121.778 | 122.496 | 0.000 | ||
| 7735 | 2015.05.26 15:30 | modify | 1622 | 0.05 | 121.778 | 122.509 | 0.000 | ||
| 7736 | 2015.05.26 15:30 | modify | 1622 | 0.05 | 121.778 | 122.523 | 0.000 | ||
| 7737 | 2015.05.26 15:30 | modify | 1622 | 0.05 | 121.778 | 122.536 | 0.000 | ||
| 7738 | 2015.05.26 15:41 | modify | 1622 | 0.05 | 121.778 | 122.548 | 0.000 | ||
| 7739 | 2015.05.26 15:41 | modify | 1622 | 0.05 | 121.778 | 122.561 | 0.000 | ||
| 7740 | 2015.05.26 15:41 | modify | 1622 | 0.05 | 121.778 | 122.572 | 0.000 | ||
| 7741 | 2015.05.26 15:41 | modify | 1622 | 0.05 | 121.778 | 122.583 | 0.000 | ||
| 7742 | 2015.05.26 15:41 | modify | 1622 | 0.05 | 121.778 | 122.593 | 0.000 | ||
| 7743 | 2015.05.26 15:47 | modify | 1622 | 0.05 | 121.778 | 122.606 | 0.000 | ||
| 7744 | 2015.05.26 15:47 | modify | 1622 | 0.05 | 121.778 | 122.616 | 0.000 | ||
| 7745 | 2015.05.26 15:47 | modify | 1622 | 0.05 | 121.778 | 122.626 | 0.000 | ||
| 7746 | 2015.05.26 15:47 | modify | 1622 | 0.05 | 121.778 | 122.639 | 0.000 | ||
| 7747 | 2015.05.26 15:47 | modify | 1622 | 0.05 | 121.778 | 122.649 | 0.000 | ||
| 7748 | 2015.05.26 15:47 | modify | 1622 | 0.05 | 121.778 | 122.662 | 0.000 | ||
| 7749 | 2015.05.26 15:47 | modify | 1622 | 0.05 | 121.778 | 122.675 | 0.000 | ||
| 7750 | 2015.05.26 15:47 | modify | 1622 | 0.05 | 121.778 | 122.685 | 0.000 | ||
| 7751 | 2015.05.26 15:47 | modify | 1622 | 0.05 | 121.778 | 122.698 | 0.000 | ||
| 7752 | 2015.05.26 15:47 | modify | 1622 | 0.05 | 121.778 | 122.708 | 0.000 | ||
| 7753 | 2015.05.26 15:47 | modify | 1622 | 0.05 | 121.778 | 122.718 | 0.000 | ||
| 7754 | 2015.05.26 15:52 | modify | 1622 | 0.05 | 121.778 | 122.731 | 0.000 | ||
| 7755 | 2015.05.26 15:52 | modify | 1622 | 0.05 | 121.778 | 122.743 | 0.000 | ||
| 7756 | 2015.05.26 15:52 | modify | 1622 | 0.05 | 121.778 | 122.753 | 0.000 | ||
| 7757 | 2015.05.26 15:59 | modify | 1622 | 0.05 | 121.778 | 122.765 | 0.000 | ||
| 7758 | 2015.05.26 16:00 | modify | 1622 | 0.05 | 121.778 | 122.777 | 0.000 | ||
| 7759 | 2015.05.26 16:00 | modify | 1622 | 0.05 | 121.778 | 122.789 | 0.000 | ||
| 7760 | 2015.05.26 16:00 | modify | 1622 | 0.05 | 121.778 | 122.801 | 0.000 | ||
| 7761 | 2015.05.26 16:00 | modify | 1622 | 0.05 | 121.778 | 122.812 | 0.000 | ||
| 7762 | 2015.05.26 16:00 | modify | 1622 | 0.05 | 121.778 | 122.822 | 0.000 | ||
| 7763 | 2015.05.26 17:04 | modify | 1622 | 0.05 | 121.778 | 122.833 | 0.000 | ||
| 7764 | 2015.05.26 17:04 | modify | 1622 | 0.05 | 121.778 | 122.843 | 0.000 | ||
| 7765 | 2015.05.26 17:04 | modify | 1622 | 0.05 | 121.778 | 122.855 | 0.000 | ||
| 7766 | 2015.05.26 20:07 | s/l | 1622 | 0.05 | 122.855 | 122.855 | 0.000 | 43.83 | 12300.37 |
| 7767 | 2015.06.09 09:03 | sell | 1623 | 0.10 | 124.237 | 0.000 | 0.000 | ||
| 7768 | 2015.06.09 09:03 | modify | 1623 | 0.10 | 124.237 | 124.487 | 0.000 | ||
| 7769 | 2015.06.09 10:21 | s/l | 1623 | 0.10 | 124.487 | 124.487 | 0.000 | -20.08 | 12280.29 |
| 7770 | 2015.06.16 17:12 | sell | 1624 | 0.10 | 123.289 | 0.000 | 0.000 | ||
| 7771 | 2015.06.16 17:12 | modify | 1624 | 0.10 | 123.289 | 123.539 | 0.000 | ||
| 7772 | 2015.06.16 20:00 | close | 1624 | 0.05 | 123.399 | 123.539 | 0.000 | -4.46 | 12275.83 |
| 7773 | 2015.06.16 20:00 | sell | 1625 | 0.05 | 123.289 | 123.539 | 0.000 | ||
| 7774 | 2015.06.17 02:36 | close | 1625 | 0.03 | 123.446 | 123.539 | 0.000 | -4.12 | 12271.71 |
| 7775 | 2015.06.17 02:36 | sell | 1626 | 0.02 | 123.289 | 123.539 | 0.000 | ||
| 7776 | 2015.06.17 03:00 | close | 1626 | 0.02 | 123.453 | 123.539 | 0.000 | -2.86 | 12268.86 |
| 7777 | 2015.06.17 11:18 | buy | 1627 | 0.10 | 123.711 | 0.000 | 0.000 | ||
| 7778 | 2015.06.17 11:18 | modify | 1627 | 0.10 | 123.711 | 123.461 | 0.000 | ||
| 7779 | 2015.06.17 11:54 | close | 1627 | 0.05 | 123.813 | 123.461 | 0.000 | 4.12 | 12272.98 |
| 7780 | 2015.06.17 11:54 | buy | 1628 | 0.05 | 123.711 | 123.461 | 0.000 | ||
| 7781 | 2015.06.17 17:01 | modify | 1628 | 0.05 | 123.711 | 123.761 | 0.000 | ||
| 7782 | 2015.06.17 21:01 | s/l | 1628 | 0.05 | 123.761 | 123.761 | 0.000 | 2.02 | 12275.00 |
| 7783 | 2015.06.23 04:27 | buy | 1629 | 0.10 | 123.544 | 0.000 | 0.000 | ||
| 7784 | 2015.06.23 04:27 | modify | 1629 | 0.10 | 123.544 | 123.294 | 0.000 | ||
| 7785 | 2015.06.23 05:57 | close | 1629 | 0.05 | 123.729 | 123.294 | 0.000 | 7.48 | 12282.48 |
| 7786 | 2015.06.23 05:57 | buy | 1630 | 0.05 | 123.544 | 123.294 | 0.000 | ||
| 7787 | 2015.06.23 15:36 | modify | 1630 | 0.05 | 123.544 | 123.594 | 0.000 | ||
| 7788 | 2015.06.24 09:31 | close | 1630 | 0.03 | 123.858 | 123.594 | 0.000 | 7.76 | 12290.24 |
| 7789 | 2015.06.24 09:31 | buy | 1631 | 0.02 | 123.544 | 123.594 | 0.000 | ||
| 7790 | 2015.06.24 11:23 | close | 1631 | 0.02 | 123.862 | 123.594 | 0.000 | 5.23 | 12295.47 |
| 7791 | 2015.06.24 17:24 | buy | 1632 | 0.10 | 124.188 | 0.000 | 0.000 | ||
| 7792 | 2015.06.24 17:24 | modify | 1632 | 0.10 | 124.188 | 123.938 | 0.000 | ||
| 7793 | 2015.06.24 17:30 | close | 1632 | 0.05 | 124.289 | 123.938 | 0.000 | 4.06 | 12299.53 |
| 7794 | 2015.06.24 17:30 | buy | 1633 | 0.05 | 124.188 | 123.938 | 0.000 | ||
| 7795 | 2015.06.24 20:02 | s/l | 1633 | 0.05 | 123.938 | 123.938 | 0.000 | -10.09 | 12289.44 |
| 7796 | 2015.06.25 12:25 | sell | 1634 | 0.10 | 123.517 | 0.000 | 0.000 | ||
| 7797 | 2015.06.25 12:25 | modify | 1634 | 0.10 | 123.517 | 123.767 | 0.000 | ||
| 7798 | 2015.06.25 12:39 | close | 1634 | 0.05 | 123.380 | 123.767 | 0.000 | 5.55 | 12294.99 |
| 7799 | 2015.06.25 12:39 | sell | 1635 | 0.05 | 123.517 | 123.767 | 0.000 | ||
| 7800 | 2015.06.26 08:00 | close | 1635 | 0.05 | 123.391 | 123.767 | 0.000 | 4.61 | 12299.60 |