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 |
| 8101 | 2015.09.01 10:47 | modify | 1690 | 0.05 | 120.749 | 120.576 | 0.000 | ||
| 8102 | 2015.09.01 10:47 | modify | 1690 | 0.05 | 120.749 | 120.565 | 0.000 | ||
| 8103 | 2015.09.01 10:47 | modify | 1690 | 0.05 | 120.749 | 120.554 | 0.000 | ||
| 8104 | 2015.09.01 10:48 | modify | 1690 | 0.05 | 120.749 | 120.543 | 0.000 | ||
| 8105 | 2015.09.01 10:48 | modify | 1690 | 0.05 | 120.749 | 120.533 | 0.000 | ||
| 8106 | 2015.09.01 10:48 | modify | 1690 | 0.05 | 120.749 | 120.522 | 0.000 | ||
| 8107 | 2015.09.01 10:48 | modify | 1690 | 0.05 | 120.749 | 120.510 | 0.000 | ||
| 8108 | 2015.09.01 10:49 | modify | 1690 | 0.05 | 120.749 | 120.499 | 0.000 | ||
| 8109 | 2015.09.01 10:49 | modify | 1690 | 0.05 | 120.749 | 120.488 | 0.000 | ||
| 8110 | 2015.09.01 10:50 | modify | 1690 | 0.05 | 120.749 | 120.477 | 0.000 | ||
| 8111 | 2015.09.01 10:50 | modify | 1690 | 0.05 | 120.749 | 120.466 | 0.000 | ||
| 8112 | 2015.09.01 10:50 | modify | 1690 | 0.05 | 120.749 | 120.453 | 0.000 | ||
| 8113 | 2015.09.01 10:53 | modify | 1690 | 0.05 | 120.749 | 120.440 | 0.000 | ||
| 8114 | 2015.09.01 10:53 | modify | 1690 | 0.05 | 120.749 | 120.429 | 0.000 | ||
| 8115 | 2015.09.01 11:11 | modify | 1690 | 0.05 | 120.749 | 120.415 | 0.000 | ||
| 8116 | 2015.09.01 11:11 | modify | 1690 | 0.05 | 120.749 | 120.403 | 0.000 | ||
| 8117 | 2015.09.01 11:11 | modify | 1690 | 0.05 | 120.749 | 120.392 | 0.000 | ||
| 8118 | 2015.09.01 11:11 | modify | 1690 | 0.05 | 120.749 | 120.379 | 0.000 | ||
| 8119 | 2015.09.01 11:11 | modify | 1690 | 0.05 | 120.749 | 120.365 | 0.000 | ||
| 8120 | 2015.09.01 11:11 | modify | 1690 | 0.05 | 120.749 | 120.352 | 0.000 | ||
| 8121 | 2015.09.01 11:11 | modify | 1690 | 0.05 | 120.749 | 120.339 | 0.000 | ||
| 8122 | 2015.09.01 11:11 | modify | 1690 | 0.05 | 120.749 | 120.327 | 0.000 | ||
| 8123 | 2015.09.01 11:11 | modify | 1690 | 0.05 | 120.749 | 120.314 | 0.000 | ||
| 8124 | 2015.09.01 11:12 | modify | 1690 | 0.05 | 120.749 | 120.303 | 0.000 | ||
| 8125 | 2015.09.01 11:12 | modify | 1690 | 0.05 | 120.749 | 120.292 | 0.000 | ||
| 8126 | 2015.09.01 11:12 | modify | 1690 | 0.05 | 120.749 | 120.280 | 0.000 | ||
| 8127 | 2015.09.01 11:19 | modify | 1690 | 0.05 | 120.749 | 120.268 | 0.000 | ||
| 8128 | 2015.09.01 11:19 | modify | 1690 | 0.05 | 120.749 | 120.255 | 0.000 | ||
| 8129 | 2015.09.01 11:19 | modify | 1690 | 0.05 | 120.749 | 120.241 | 0.000 | ||
| 8130 | 2015.09.01 11:19 | modify | 1690 | 0.05 | 120.749 | 120.229 | 0.000 | ||
| 8131 | 2015.09.01 11:19 | modify | 1690 | 0.05 | 120.749 | 120.216 | 0.000 | ||
| 8132 | 2015.09.01 11:19 | modify | 1690 | 0.05 | 120.749 | 120.204 | 0.000 | ||
| 8133 | 2015.09.01 11:19 | modify | 1690 | 0.05 | 120.749 | 120.191 | 0.000 | ||
| 8134 | 2015.09.01 11:19 | modify | 1690 | 0.05 | 120.749 | 120.175 | 0.000 | ||
| 8135 | 2015.09.01 11:19 | modify | 1690 | 0.05 | 120.749 | 120.160 | 0.000 | ||
| 8136 | 2015.09.01 11:19 | modify | 1690 | 0.05 | 120.749 | 120.149 | 0.000 | ||
| 8137 | 2015.09.01 11:19 | modify | 1690 | 0.05 | 120.749 | 120.133 | 0.000 | ||
| 8138 | 2015.09.01 11:19 | modify | 1690 | 0.05 | 120.749 | 120.118 | 0.000 | ||
| 8139 | 2015.09.01 11:19 | modify | 1690 | 0.05 | 120.749 | 120.107 | 0.000 | ||
| 8140 | 2015.09.01 11:23 | modify | 1690 | 0.05 | 120.749 | 120.096 | 0.000 | ||
| 8141 | 2015.09.01 11:23 | modify | 1690 | 0.05 | 120.749 | 120.085 | 0.000 | ||
| 8142 | 2015.09.01 11:23 | modify | 1690 | 0.05 | 120.749 | 120.074 | 0.000 | ||
| 8143 | 2015.09.01 11:23 | modify | 1690 | 0.05 | 120.749 | 120.062 | 0.000 | ||
| 8144 | 2015.09.01 12:32 | modify | 1690 | 0.05 | 120.749 | 120.051 | 0.000 | ||
| 8145 | 2015.09.01 12:32 | modify | 1690 | 0.05 | 120.749 | 120.039 | 0.000 | ||
| 8146 | 2015.09.01 12:32 | modify | 1690 | 0.05 | 120.749 | 120.027 | 0.000 | ||
| 8147 | 2015.09.01 12:32 | modify | 1690 | 0.05 | 120.749 | 120.015 | 0.000 | ||
| 8148 | 2015.09.01 12:32 | modify | 1690 | 0.05 | 120.749 | 120.003 | 0.000 | ||
| 8149 | 2015.09.01 12:36 | modify | 1690 | 0.05 | 120.749 | 119.991 | 0.000 | ||
| 8150 | 2015.09.01 13:12 | s/l | 1690 | 0.05 | 119.991 | 119.991 | 0.000 | 31.59 | 12442.67 |
| 8151 | 2015.09.03 01:17 | buy | 1691 | 0.10 | 120.460 | 0.000 | 0.000 | ||
| 8152 | 2015.09.03 01:17 | modify | 1691 | 0.10 | 120.460 | 120.210 | 0.000 | ||
| 8153 | 2015.09.03 01:25 | close | 1691 | 0.05 | 120.561 | 120.210 | 0.000 | 4.19 | 12446.86 |
| 8154 | 2015.09.03 01:25 | buy | 1692 | 0.05 | 120.460 | 120.210 | 0.000 | ||
| 8155 | 2015.09.03 10:05 | s/l | 1692 | 0.05 | 120.210 | 120.210 | 0.000 | -10.40 | 12436.46 |
| 8156 | 2015.09.04 05:23 | sell | 1693 | 0.10 | 119.633 | 0.000 | 0.000 | ||
| 8157 | 2015.09.04 05:23 | modify | 1693 | 0.10 | 119.633 | 119.883 | 0.000 | ||
| 8158 | 2015.09.04 05:49 | close | 1693 | 0.05 | 119.532 | 119.883 | 0.000 | 4.22 | 12440.68 |
| 8159 | 2015.09.04 05:49 | sell | 1694 | 0.05 | 119.633 | 119.883 | 0.000 | ||
| 8160 | 2015.09.04 08:00 | close | 1694 | 0.05 | 119.271 | 119.883 | 0.000 | 15.18 | 12455.86 |
| 8161 | 2015.09.08 09:25 | buy | 1695 | 0.10 | 119.591 | 0.000 | 0.000 | ||
| 8162 | 2015.09.08 09:25 | modify | 1695 | 0.10 | 119.591 | 119.341 | 0.000 | ||
| 8163 | 2015.09.08 09:31 | close | 1695 | 0.05 | 119.708 | 119.341 | 0.000 | 4.89 | 12460.75 |
| 8164 | 2015.09.08 09:31 | buy | 1696 | 0.05 | 119.591 | 119.341 | 0.000 | ||
| 8165 | 2015.09.08 10:02 | modify | 1696 | 0.05 | 119.591 | 119.641 | 0.000 | ||
| 8166 | 2015.09.08 10:44 | modify | 1696 | 0.05 | 119.591 | 119.743 | 0.000 | ||
| 8167 | 2015.09.08 10:46 | modify | 1696 | 0.05 | 119.591 | 119.753 | 0.000 | ||
| 8168 | 2015.09.08 10:46 | modify | 1696 | 0.05 | 119.591 | 119.764 | 0.000 | ||
| 8169 | 2015.09.08 17:44 | s/l | 1696 | 0.05 | 119.764 | 119.764 | 0.000 | 7.22 | 12467.97 |
| 8170 | 2015.09.09 03:12 | buy | 1697 | 0.10 | 120.226 | 0.000 | 0.000 | ||
| 8171 | 2015.09.09 03:12 | modify | 1697 | 0.10 | 120.226 | 119.976 | 0.000 | ||
| 8172 | 2015.09.09 05:00 | close | 1697 | 0.05 | 120.259 | 119.976 | 0.000 | 1.37 | 12469.34 |
| 8173 | 2015.09.09 05:00 | buy | 1698 | 0.05 | 120.226 | 119.976 | 0.000 | ||
| 8174 | 2015.09.09 09:59 | modify | 1698 | 0.05 | 120.226 | 120.276 | 0.000 | ||
| 8175 | 2015.09.09 14:24 | modify | 1698 | 0.05 | 120.226 | 120.377 | 0.000 | ||
| 8176 | 2015.09.09 14:37 | modify | 1698 | 0.05 | 120.226 | 120.387 | 0.000 | ||
| 8177 | 2015.09.09 14:37 | modify | 1698 | 0.05 | 120.226 | 120.398 | 0.000 | ||
| 8178 | 2015.09.09 14:37 | modify | 1698 | 0.05 | 120.226 | 120.410 | 0.000 | ||
| 8179 | 2015.09.09 14:37 | modify | 1698 | 0.05 | 120.226 | 120.420 | 0.000 | ||
| 8180 | 2015.09.09 14:37 | modify | 1698 | 0.05 | 120.226 | 120.431 | 0.000 | ||
| 8181 | 2015.09.09 14:37 | modify | 1698 | 0.05 | 120.226 | 120.442 | 0.000 | ||
| 8182 | 2015.09.09 14:56 | modify | 1698 | 0.05 | 120.226 | 120.452 | 0.000 | ||
| 8183 | 2015.09.09 14:56 | modify | 1698 | 0.05 | 120.226 | 120.462 | 0.000 | ||
| 8184 | 2015.09.09 14:56 | modify | 1698 | 0.05 | 120.226 | 120.474 | 0.000 | ||
| 8185 | 2015.09.09 14:56 | modify | 1698 | 0.05 | 120.226 | 120.485 | 0.000 | ||
| 8186 | 2015.09.09 15:52 | modify | 1698 | 0.05 | 120.226 | 120.496 | 0.000 | ||
| 8187 | 2015.09.09 15:52 | modify | 1698 | 0.05 | 120.226 | 120.507 | 0.000 | ||
| 8188 | 2015.09.09 15:55 | modify | 1698 | 0.05 | 120.226 | 120.518 | 0.000 | ||
| 8189 | 2015.09.09 15:56 | modify | 1698 | 0.05 | 120.226 | 120.528 | 0.000 | ||
| 8190 | 2015.09.09 15:58 | modify | 1698 | 0.05 | 120.226 | 120.539 | 0.000 | ||
| 8191 | 2015.09.09 16:05 | modify | 1698 | 0.05 | 120.226 | 120.550 | 0.000 | ||
| 8192 | 2015.09.09 16:05 | modify | 1698 | 0.05 | 120.226 | 120.560 | 0.000 | ||
| 8193 | 2015.09.09 16:05 | modify | 1698 | 0.05 | 120.226 | 120.571 | 0.000 | ||
| 8194 | 2015.09.09 16:06 | modify | 1698 | 0.05 | 120.226 | 120.582 | 0.000 | ||
| 8195 | 2015.09.09 16:06 | modify | 1698 | 0.05 | 120.226 | 120.593 | 0.000 | ||
| 8196 | 2015.09.09 16:21 | modify | 1698 | 0.05 | 120.226 | 120.604 | 0.000 | ||
| 8197 | 2015.09.09 16:21 | modify | 1698 | 0.05 | 120.226 | 120.615 | 0.000 | ||
| 8198 | 2015.09.09 16:24 | modify | 1698 | 0.05 | 120.226 | 120.625 | 0.000 | ||
| 8199 | 2015.09.09 16:24 | modify | 1698 | 0.05 | 120.226 | 120.636 | 0.000 | ||
| 8200 | 2015.09.09 16:24 | modify | 1698 | 0.05 | 120.226 | 120.647 | 0.000 | ||
| 8201 | 2015.09.09 16:26 | modify | 1698 | 0.05 | 120.226 | 120.659 | 0.000 | ||
| 8202 | 2015.09.09 16:26 | modify | 1698 | 0.05 | 120.226 | 120.670 | 0.000 | ||
| 8203 | 2015.09.09 16:26 | modify | 1698 | 0.05 | 120.226 | 120.682 | 0.000 | ||
| 8204 | 2015.09.09 16:35 | modify | 1698 | 0.05 | 120.226 | 120.693 | 0.000 | ||
| 8205 | 2015.09.09 16:35 | modify | 1698 | 0.05 | 120.226 | 120.703 | 0.000 | ||
| 8206 | 2015.09.09 17:02 | modify | 1698 | 0.05 | 120.226 | 120.715 | 0.000 | ||
| 8207 | 2015.09.09 17:02 | modify | 1698 | 0.05 | 120.226 | 120.727 | 0.000 | ||
| 8208 | 2015.09.09 21:21 | s/l | 1698 | 0.05 | 120.727 | 120.727 | 0.000 | 20.75 | 12490.09 |
| 8209 | 2015.09.14 06:57 | sell | 1699 | 0.10 | 120.348 | 0.000 | 0.000 | ||
| 8210 | 2015.09.14 06:57 | modify | 1699 | 0.10 | 120.348 | 120.598 | 0.000 | ||
| 8211 | 2015.09.14 08:00 | close | 1699 | 0.05 | 120.338 | 120.598 | 0.000 | 0.42 | 12490.51 |
| 8212 | 2015.09.14 08:00 | sell | 1700 | 0.05 | 120.348 | 120.598 | 0.000 | ||
| 8213 | 2015.09.14 16:58 | modify | 1700 | 0.05 | 120.348 | 120.298 | 0.000 | ||
| 8214 | 2015.09.15 01:29 | s/l | 1700 | 0.05 | 120.298 | 120.298 | 0.000 | 1.58 | 12492.09 |
| 8215 | 2015.09.16 13:48 | buy | 1701 | 0.10 | 120.491 | 0.000 | 0.000 | ||
| 8216 | 2015.09.16 13:48 | modify | 1701 | 0.10 | 120.491 | 120.241 | 0.000 | ||
| 8217 | 2015.09.16 16:00 | close | 1701 | 0.05 | 120.563 | 120.241 | 0.000 | 2.99 | 12495.08 |
| 8218 | 2015.09.16 16:00 | buy | 1702 | 0.05 | 120.491 | 120.241 | 0.000 | ||
| 8219 | 2015.09.17 04:14 | close | 1702 | 0.05 | 120.458 | 120.241 | 0.000 | -0.62 | 12494.47 |
| 8220 | 2015.09.17 08:00 | buy | 1703 | 0.10 | 120.726 | 0.000 | 0.000 | ||
| 8221 | 2015.09.17 08:00 | modify | 1703 | 0.10 | 120.726 | 120.476 | 0.000 | ||
| 8222 | 2015.09.17 08:45 | close | 1703 | 0.05 | 120.827 | 120.476 | 0.000 | 4.18 | 12498.65 |
| 8223 | 2015.09.17 08:45 | buy | 1704 | 0.05 | 120.726 | 120.476 | 0.000 | ||
| 8224 | 2015.09.17 20:50 | close | 1704 | 0.05 | 120.807 | 120.476 | 0.000 | 3.35 | 12502.00 |
| 8225 | 2015.09.17 21:00 | buy | 1705 | 0.10 | 120.991 | 0.000 | 0.000 | ||
| 8226 | 2015.09.17 21:00 | modify | 1705 | 0.10 | 120.991 | 120.741 | 0.000 | ||
| 8227 | 2015.09.17 21:01 | close | 1705 | 0.10 | 120.755 | 120.741 | 0.000 | -19.54 | 12482.46 |
| 8228 | 2015.09.23 08:21 | sell | 1706 | 0.10 | 119.645 | 0.000 | 0.000 | ||
| 8229 | 2015.09.23 08:21 | modify | 1706 | 0.10 | 119.645 | 119.895 | 0.000 | ||
| 8230 | 2015.09.23 09:10 | s/l | 1706 | 0.10 | 119.895 | 119.895 | 0.000 | -20.85 | 12461.61 |
| 8231 | 2015.09.28 13:37 | sell | 1707 | 0.10 | 119.998 | 0.000 | 0.000 | ||
| 8232 | 2015.09.28 13:37 | modify | 1707 | 0.10 | 119.998 | 120.248 | 0.000 | ||
| 8233 | 2015.09.28 15:00 | close | 1707 | 0.05 | 120.075 | 120.248 | 0.000 | -3.21 | 12458.40 |
| 8234 | 2015.09.28 15:00 | sell | 1708 | 0.05 | 119.998 | 120.248 | 0.000 | ||
| 8235 | 2015.09.28 15:38 | s/l | 1708 | 0.05 | 120.248 | 120.248 | 0.000 | -10.40 | 12448.00 |
| 8236 | 2015.09.28 16:49 | sell | 1709 | 0.10 | 119.983 | 0.000 | 0.000 | ||
| 8237 | 2015.09.28 16:49 | modify | 1709 | 0.10 | 119.983 | 120.233 | 0.000 | ||
| 8238 | 2015.09.28 17:36 | close | 1709 | 0.05 | 119.771 | 120.233 | 0.000 | 8.85 | 12456.85 |
| 8239 | 2015.09.28 17:36 | sell | 1710 | 0.05 | 119.983 | 120.233 | 0.000 | ||
| 8240 | 2015.09.29 03:12 | modify | 1710 | 0.05 | 119.983 | 119.933 | 0.000 | ||
| 8241 | 2015.09.29 08:22 | modify | 1710 | 0.05 | 119.983 | 119.830 | 0.000 | ||
| 8242 | 2015.09.29 09:20 | modify | 1710 | 0.05 | 119.983 | 119.818 | 0.000 | ||
| 8243 | 2015.09.29 09:20 | modify | 1710 | 0.05 | 119.983 | 119.807 | 0.000 | ||
| 8244 | 2015.09.29 09:28 | modify | 1710 | 0.05 | 119.983 | 119.796 | 0.000 | ||
| 8245 | 2015.09.29 09:30 | modify | 1710 | 0.05 | 119.983 | 119.785 | 0.000 | ||
| 8246 | 2015.09.29 09:31 | modify | 1710 | 0.05 | 119.983 | 119.774 | 0.000 | ||
| 8247 | 2015.09.29 09:31 | modify | 1710 | 0.05 | 119.983 | 119.763 | 0.000 | ||
| 8248 | 2015.09.29 09:31 | modify | 1710 | 0.05 | 119.983 | 119.752 | 0.000 | ||
| 8249 | 2015.09.29 09:31 | modify | 1710 | 0.05 | 119.983 | 119.741 | 0.000 | ||
| 8250 | 2015.09.29 09:31 | modify | 1710 | 0.05 | 119.983 | 119.730 | 0.000 | ||