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 |
| 7951 | 2015.07.10 01:08 | close | 1646 | 0.05 | 121.677 | 121.327 | 0.000 | 4.11 | 12356.21 |
| 7952 | 2015.07.10 01:08 | buy | 1647 | 0.05 | 121.577 | 121.327 | 0.000 | ||
| 7953 | 2015.07.10 04:45 | modify | 1647 | 0.05 | 121.577 | 121.627 | 0.000 | ||
| 7954 | 2015.07.10 08:00 | close | 1647 | 0.05 | 121.764 | 121.627 | 0.000 | 7.68 | 12363.89 |
| 7955 | 2015.07.15 11:17 | buy | 1648 | 0.10 | 123.564 | 0.000 | 0.000 | ||
| 7956 | 2015.07.15 11:17 | modify | 1648 | 0.10 | 123.564 | 123.314 | 0.000 | ||
| 7957 | 2015.07.15 15:33 | close | 1648 | 0.05 | 123.728 | 123.314 | 0.000 | 6.63 | 12370.52 |
| 7958 | 2015.07.15 15:33 | buy | 1649 | 0.05 | 123.564 | 123.314 | 0.000 | ||
| 7959 | 2015.07.15 17:02 | modify | 1649 | 0.05 | 123.564 | 123.614 | 0.000 | ||
| 7960 | 2015.07.16 06:07 | close | 1649 | 0.03 | 123.757 | 123.614 | 0.000 | 5.13 | 12375.65 |
| 7961 | 2015.07.16 06:07 | buy | 1650 | 0.02 | 123.564 | 123.614 | 0.000 | ||
| 7962 | 2015.07.16 15:30 | modify | 1650 | 0.02 | 123.564 | 123.715 | 0.000 | ||
| 7963 | 2015.07.17 02:39 | modify | 1650 | 0.02 | 123.564 | 123.726 | 0.000 | ||
| 7964 | 2015.07.17 02:42 | modify | 1650 | 0.02 | 123.564 | 123.737 | 0.000 | ||
| 7965 | 2015.07.17 03:45 | modify | 1650 | 0.02 | 123.564 | 123.747 | 0.000 | ||
| 7966 | 2015.07.17 03:48 | modify | 1650 | 0.02 | 123.564 | 123.758 | 0.000 | ||
| 7967 | 2015.07.17 03:53 | modify | 1650 | 0.02 | 123.564 | 123.768 | 0.000 | ||
| 7968 | 2015.07.17 08:00 | close | 1650 | 0.02 | 124.046 | 123.768 | 0.000 | 8.17 | 12383.82 |
| 7969 | 2015.07.20 11:20 | buy | 1651 | 0.10 | 124.230 | 0.000 | 0.000 | ||
| 7970 | 2015.07.20 11:20 | modify | 1651 | 0.10 | 124.230 | 123.980 | 0.000 | ||
| 7971 | 2015.07.20 12:37 | close | 1651 | 0.05 | 124.332 | 123.980 | 0.000 | 4.10 | 12387.92 |
| 7972 | 2015.07.20 12:37 | buy | 1652 | 0.05 | 124.230 | 123.980 | 0.000 | ||
| 7973 | 2015.07.21 00:00 | close | 1652 | 0.05 | 124.165 | 123.980 | 0.000 | -2.37 | 12385.55 |
| 7974 | 2015.07.21 03:05 | buy | 1653 | 0.10 | 124.378 | 0.000 | 0.000 | ||
| 7975 | 2015.07.21 03:05 | modify | 1653 | 0.10 | 124.378 | 124.128 | 0.000 | ||
| 7976 | 2015.07.21 05:00 | close | 1653 | 0.05 | 124.340 | 124.128 | 0.000 | -1.53 | 12384.02 |
| 7977 | 2015.07.21 05:00 | buy | 1654 | 0.05 | 124.378 | 124.128 | 0.000 | ||
| 7978 | 2015.07.21 11:03 | close | 1654 | 0.03 | 124.283 | 124.128 | 0.000 | -2.29 | 12381.73 |
| 7979 | 2015.07.21 11:03 | buy | 1655 | 0.02 | 124.378 | 124.128 | 0.000 | ||
| 7980 | 2015.07.21 16:46 | close | 1655 | 0.02 | 124.274 | 124.128 | 0.000 | -1.67 | 12380.06 |
| 7981 | 2015.07.21 17:16 | sell | 1656 | 0.10 | 124.138 | 0.000 | 0.000 | ||
| 7982 | 2015.07.21 17:16 | modify | 1656 | 0.10 | 124.138 | 124.388 | 0.000 | ||
| 7983 | 2015.07.21 17:37 | close | 1656 | 0.05 | 124.036 | 124.388 | 0.000 | 4.11 | 12384.17 |
| 7984 | 2015.07.21 17:37 | sell | 1657 | 0.05 | 124.138 | 124.388 | 0.000 | ||
| 7985 | 2015.07.21 18:00 | modify | 1657 | 0.05 | 124.138 | 124.088 | 0.000 | ||
| 7986 | 2015.07.22 13:25 | close | 1657 | 0.03 | 123.820 | 124.088 | 0.000 | 7.40 | 12391.58 |
| 7987 | 2015.07.22 13:25 | sell | 1658 | 0.02 | 124.138 | 124.088 | 0.000 | ||
| 7988 | 2015.07.22 16:05 | close | 1658 | 0.02 | 123.837 | 124.088 | 0.000 | 4.66 | 12396.24 |
| 7989 | 2015.07.27 05:18 | sell | 1659 | 0.10 | 123.518 | 0.000 | 0.000 | ||
| 7990 | 2015.07.27 05:18 | modify | 1659 | 0.10 | 123.518 | 123.768 | 0.000 | ||
| 7991 | 2015.07.27 09:00 | close | 1659 | 0.05 | 123.505 | 123.768 | 0.000 | 0.53 | 12396.77 |
| 7992 | 2015.07.27 09:00 | sell | 1660 | 0.05 | 123.518 | 123.768 | 0.000 | ||
| 7993 | 2015.07.27 15:06 | modify | 1660 | 0.05 | 123.518 | 123.468 | 0.000 | ||
| 7994 | 2015.07.28 05:36 | close | 1660 | 0.03 | 123.267 | 123.468 | 0.000 | 5.81 | 12402.58 |
| 7995 | 2015.07.28 05:36 | sell | 1661 | 0.02 | 123.518 | 123.468 | 0.000 | ||
| 7996 | 2015.07.28 05:40 | close | 1661 | 0.02 | 123.312 | 123.468 | 0.000 | 3.14 | 12405.72 |
| 7997 | 2015.07.29 17:59 | buy | 1662 | 0.10 | 123.819 | 0.000 | 0.000 | ||
| 7998 | 2015.07.29 17:59 | modify | 1662 | 0.10 | 123.819 | 123.569 | 0.000 | ||
| 7999 | 2015.07.29 21:00 | s/l | 1662 | 0.10 | 123.569 | 123.569 | 0.000 | -20.23 | 12385.49 |
| 8000 | 2015.07.29 21:06 | buy | 1663 | 0.10 | 123.933 | 0.000 | 0.000 | ||
| 8001 | 2015.07.29 21:06 | modify | 1663 | 0.10 | 123.933 | 123.683 | 0.000 | ||
| 8002 | 2015.07.30 11:00 | close | 1663 | 0.05 | 124.139 | 123.683 | 0.000 | 9.05 | 12394.54 |
| 8003 | 2015.07.30 11:00 | buy | 1664 | 0.05 | 123.933 | 123.683 | 0.000 | ||
| 8004 | 2015.07.30 13:02 | modify | 1664 | 0.05 | 123.933 | 123.983 | 0.000 | ||
| 8005 | 2015.07.30 16:35 | modify | 1664 | 0.05 | 123.933 | 124.084 | 0.000 | ||
| 8006 | 2015.07.30 16:35 | modify | 1664 | 0.05 | 123.933 | 124.096 | 0.000 | ||
| 8007 | 2015.07.30 16:35 | modify | 1664 | 0.05 | 123.933 | 124.107 | 0.000 | ||
| 8008 | 2015.07.30 16:37 | modify | 1664 | 0.05 | 123.933 | 124.118 | 0.000 | ||
| 8009 | 2015.07.30 22:12 | s/l | 1664 | 0.05 | 124.118 | 124.118 | 0.000 | 8.20 | 12402.74 |
| 8010 | 2015.08.04 10:30 | sell | 1665 | 0.10 | 123.843 | 0.000 | 0.000 | ||
| 8011 | 2015.08.04 10:30 | modify | 1665 | 0.10 | 123.843 | 124.093 | 0.000 | ||
| 8012 | 2015.08.04 11:38 | close | 1665 | 0.05 | 124.046 | 124.093 | 0.000 | -8.18 | 12394.56 |
| 8013 | 2015.08.04 11:38 | sell | 1666 | 0.05 | 123.843 | 124.093 | 0.000 | ||
| 8014 | 2015.08.04 16:46 | close | 1666 | 0.03 | 124.041 | 124.093 | 0.000 | -4.79 | 12389.77 |
| 8015 | 2015.08.04 16:46 | sell | 1667 | 0.02 | 123.843 | 124.093 | 0.000 | ||
| 8016 | 2015.08.04 19:01 | close | 1667 | 0.02 | 124.041 | 124.093 | 0.000 | -3.19 | 12386.58 |
| 8017 | 2015.08.04 22:00 | buy | 1668 | 0.10 | 124.331 | 0.000 | 0.000 | ||
| 8018 | 2015.08.04 22:00 | modify | 1668 | 0.10 | 124.331 | 124.081 | 0.000 | ||
| 8019 | 2015.08.05 06:00 | close | 1668 | 0.05 | 124.393 | 124.081 | 0.000 | 2.74 | 12389.32 |
| 8020 | 2015.08.05 06:00 | buy | 1669 | 0.05 | 124.331 | 124.081 | 0.000 | ||
| 8021 | 2015.08.05 14:37 | close | 1669 | 0.03 | 124.332 | 124.081 | 0.000 | 0.17 | 12389.50 |
| 8022 | 2015.08.05 14:37 | buy | 1670 | 0.02 | 124.331 | 124.081 | 0.000 | ||
| 8023 | 2015.08.05 14:47 | close | 1670 | 0.02 | 124.293 | 124.081 | 0.000 | -0.51 | 12388.99 |
| 8024 | 2015.08.05 16:48 | buy | 1671 | 0.10 | 124.509 | 0.000 | 0.000 | ||
| 8025 | 2015.08.05 16:48 | modify | 1671 | 0.10 | 124.509 | 124.259 | 0.000 | ||
| 8026 | 2015.08.05 16:51 | close | 1671 | 0.05 | 124.610 | 124.259 | 0.000 | 4.05 | 12393.04 |
| 8027 | 2015.08.05 16:51 | buy | 1672 | 0.05 | 124.509 | 124.259 | 0.000 | ||
| 8028 | 2015.08.05 17:02 | modify | 1672 | 0.05 | 124.509 | 124.559 | 0.000 | ||
| 8029 | 2015.08.06 05:15 | close | 1672 | 0.05 | 124.739 | 124.559 | 0.000 | 9.97 | 12403.01 |
| 8030 | 2015.08.11 04:20 | buy | 1673 | 0.10 | 124.782 | 0.000 | 0.000 | ||
| 8031 | 2015.08.11 04:20 | modify | 1673 | 0.10 | 124.782 | 124.532 | 0.000 | ||
| 8032 | 2015.08.11 13:00 | close | 1673 | 0.05 | 124.806 | 124.532 | 0.000 | 0.96 | 12403.97 |
| 8033 | 2015.08.11 13:00 | buy | 1674 | 0.05 | 124.782 | 124.532 | 0.000 | ||
| 8034 | 2015.08.11 19:21 | modify | 1674 | 0.05 | 124.782 | 124.832 | 0.000 | ||
| 8035 | 2015.08.12 08:15 | close | 1674 | 0.03 | 125.075 | 124.832 | 0.000 | 7.18 | 12411.15 |
| 8036 | 2015.08.12 08:15 | buy | 1675 | 0.02 | 124.782 | 124.832 | 0.000 | ||
| 8037 | 2015.08.12 08:43 | close | 1675 | 0.02 | 125.027 | 124.832 | 0.000 | 4.02 | 12415.17 |
| 8038 | 2015.08.17 10:21 | buy | 1676 | 0.10 | 124.531 | 0.000 | 0.000 | ||
| 8039 | 2015.08.17 10:21 | modify | 1676 | 0.10 | 124.531 | 124.281 | 0.000 | ||
| 8040 | 2015.08.17 15:00 | close | 1676 | 0.05 | 124.531 | 124.281 | 0.000 | 0.00 | 12415.17 |
| 8041 | 2015.08.17 15:00 | buy | 1677 | 0.05 | 124.531 | 124.281 | 0.000 | ||
| 8042 | 2015.08.17 15:30 | close | 1677 | 0.03 | 124.364 | 124.281 | 0.000 | -4.03 | 12411.14 |
| 8043 | 2015.08.17 15:30 | buy | 1678 | 0.02 | 124.531 | 124.281 | 0.000 | ||
| 8044 | 2015.08.17 15:37 | close | 1678 | 0.02 | 124.306 | 124.281 | 0.000 | -3.62 | 12407.52 |
| 8045 | 2015.08.18 11:13 | sell | 1679 | 0.10 | 124.210 | 0.000 | 0.000 | ||
| 8046 | 2015.08.18 11:13 | modify | 1679 | 0.10 | 124.210 | 124.460 | 0.000 | ||
| 8047 | 2015.08.18 14:00 | close | 1679 | 0.05 | 124.280 | 124.460 | 0.000 | -2.82 | 12404.70 |
| 8048 | 2015.08.18 14:00 | sell | 1680 | 0.05 | 124.210 | 124.460 | 0.000 | ||
| 8049 | 2015.08.18 16:01 | s/l | 1680 | 0.05 | 124.460 | 124.460 | 0.000 | -10.04 | 12394.66 |
| 8050 | 2015.08.19 15:30 | sell | 1681 | 0.10 | 124.170 | 0.000 | 0.000 | ||
| 8051 | 2015.08.19 15:30 | modify | 1681 | 0.10 | 124.170 | 124.420 | 0.000 | ||
| 8052 | 2015.08.19 15:36 | close | 1681 | 0.10 | 124.374 | 124.420 | 0.000 | -16.40 | 12378.26 |
| 8053 | 2015.08.19 16:04 | buy | 1682 | 0.10 | 124.468 | 0.000 | 0.000 | ||
| 8054 | 2015.08.19 16:04 | modify | 1682 | 0.10 | 124.468 | 124.218 | 0.000 | ||
| 8055 | 2015.08.19 17:00 | close | 1682 | 0.05 | 124.333 | 124.218 | 0.000 | -5.43 | 12372.83 |
| 8056 | 2015.08.19 17:00 | buy | 1683 | 0.05 | 124.468 | 124.218 | 0.000 | ||
| 8057 | 2015.08.19 17:45 | close | 1683 | 0.03 | 124.253 | 124.218 | 0.000 | -5.19 | 12367.64 |
| 8058 | 2015.08.19 17:45 | buy | 1684 | 0.02 | 124.468 | 124.218 | 0.000 | ||
| 8059 | 2015.08.19 17:45 | s/l | 1684 | 0.02 | 124.218 | 124.218 | 0.000 | -4.02 | 12363.62 |
| 8060 | 2015.08.19 18:27 | sell | 1685 | 0.10 | 124.088 | 0.000 | 0.000 | ||
| 8061 | 2015.08.19 18:27 | modify | 1685 | 0.10 | 124.088 | 124.338 | 0.000 | ||
| 8062 | 2015.08.19 20:47 | close | 1685 | 0.05 | 123.953 | 124.338 | 0.000 | 5.45 | 12369.07 |
| 8063 | 2015.08.19 20:47 | sell | 1686 | 0.05 | 124.088 | 124.338 | 0.000 | ||
| 8064 | 2015.08.19 21:59 | modify | 1686 | 0.05 | 124.088 | 124.038 | 0.000 | ||
| 8065 | 2015.08.20 08:11 | close | 1686 | 0.05 | 124.015 | 124.038 | 0.000 | 1.45 | 12370.52 |
| 8066 | 2015.08.20 17:38 | sell | 1687 | 0.10 | 123.665 | 0.000 | 0.000 | ||
| 8067 | 2015.08.20 17:38 | modify | 1687 | 0.10 | 123.665 | 123.915 | 0.000 | ||
| 8068 | 2015.08.20 18:55 | close | 1687 | 0.05 | 123.501 | 123.915 | 0.000 | 6.64 | 12377.16 |
| 8069 | 2015.08.20 18:55 | sell | 1688 | 0.05 | 123.665 | 123.915 | 0.000 | ||
| 8070 | 2015.08.21 04:35 | modify | 1688 | 0.05 | 123.665 | 123.615 | 0.000 | ||
| 8071 | 2015.08.21 05:43 | modify | 1688 | 0.05 | 123.665 | 123.514 | 0.000 | ||
| 8072 | 2015.08.21 05:48 | modify | 1688 | 0.05 | 123.665 | 123.503 | 0.000 | ||
| 8073 | 2015.08.21 05:48 | modify | 1688 | 0.05 | 123.665 | 123.491 | 0.000 | ||
| 8074 | 2015.08.21 05:48 | modify | 1688 | 0.05 | 123.665 | 123.480 | 0.000 | ||
| 8075 | 2015.08.21 05:48 | modify | 1688 | 0.05 | 123.665 | 123.469 | 0.000 | ||
| 8076 | 2015.08.21 05:48 | modify | 1688 | 0.05 | 123.665 | 123.456 | 0.000 | ||
| 8077 | 2015.08.21 05:48 | modify | 1688 | 0.05 | 123.665 | 123.444 | 0.000 | ||
| 8078 | 2015.08.21 05:48 | modify | 1688 | 0.05 | 123.665 | 123.433 | 0.000 | ||
| 8079 | 2015.08.21 06:04 | modify | 1688 | 0.05 | 123.665 | 123.420 | 0.000 | ||
| 8080 | 2015.08.21 06:04 | modify | 1688 | 0.05 | 123.665 | 123.409 | 0.000 | ||
| 8081 | 2015.08.21 06:04 | modify | 1688 | 0.05 | 123.665 | 123.397 | 0.000 | ||
| 8082 | 2015.08.21 06:04 | modify | 1688 | 0.05 | 123.665 | 123.385 | 0.000 | ||
| 8083 | 2015.08.21 06:04 | modify | 1688 | 0.05 | 123.665 | 123.373 | 0.000 | ||
| 8084 | 2015.08.21 06:04 | modify | 1688 | 0.05 | 123.665 | 123.361 | 0.000 | ||
| 8085 | 2015.08.21 06:04 | modify | 1688 | 0.05 | 123.665 | 123.346 | 0.000 | ||
| 8086 | 2015.08.21 06:04 | modify | 1688 | 0.05 | 123.665 | 123.335 | 0.000 | ||
| 8087 | 2015.08.21 06:04 | modify | 1688 | 0.05 | 123.665 | 123.320 | 0.000 | ||
| 8088 | 2015.08.21 06:04 | modify | 1688 | 0.05 | 123.665 | 123.305 | 0.000 | ||
| 8089 | 2015.08.21 06:08 | modify | 1688 | 0.05 | 123.665 | 123.295 | 0.000 | ||
| 8090 | 2015.08.21 06:09 | modify | 1688 | 0.05 | 123.665 | 123.283 | 0.000 | ||
| 8091 | 2015.08.21 06:09 | modify | 1688 | 0.05 | 123.665 | 123.272 | 0.000 | ||
| 8092 | 2015.08.21 06:09 | modify | 1688 | 0.05 | 123.665 | 123.261 | 0.000 | ||
| 8093 | 2015.08.21 08:00 | close | 1688 | 0.05 | 122.936 | 123.261 | 0.000 | 29.15 | 12406.31 |
| 8094 | 2015.09.01 05:02 | sell | 1689 | 0.10 | 120.749 | 0.000 | 0.000 | ||
| 8095 | 2015.09.01 05:02 | modify | 1689 | 0.10 | 120.749 | 120.999 | 0.000 | ||
| 8096 | 2015.09.01 05:12 | close | 1689 | 0.05 | 120.634 | 120.999 | 0.000 | 4.77 | 12411.08 |
| 8097 | 2015.09.01 05:12 | sell | 1690 | 0.05 | 120.749 | 120.999 | 0.000 | ||
| 8098 | 2015.09.01 09:07 | modify | 1690 | 0.05 | 120.749 | 120.699 | 0.000 | ||
| 8099 | 2015.09.01 10:46 | modify | 1690 | 0.05 | 120.749 | 120.598 | 0.000 | ||
| 8100 | 2015.09.01 10:46 | modify | 1690 | 0.05 | 120.749 | 120.587 | 0.000 | ||