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 |
| 8251 | 2015.09.29 09:33 | modify | 1710 | 0.05 | 119.983 | 119.719 | 0.000 | ||
| 8252 | 2015.09.29 09:35 | modify | 1710 | 0.05 | 119.983 | 119.707 | 0.000 | ||
| 8253 | 2015.09.29 09:35 | modify | 1710 | 0.05 | 119.983 | 119.696 | 0.000 | ||
| 8254 | 2015.09.29 10:25 | s/l | 1710 | 0.05 | 119.696 | 119.696 | 0.000 | 11.49 | 12468.34 |
| 8255 | 2015.09.30 11:19 | buy | 1711 | 0.10 | 120.158 | 0.000 | 0.000 | ||
| 8256 | 2015.09.30 11:19 | modify | 1711 | 0.10 | 120.158 | 119.908 | 0.000 | ||
| 8257 | 2015.09.30 11:52 | close | 1711 | 0.05 | 120.259 | 119.908 | 0.000 | 4.20 | 12472.54 |
| 8258 | 2015.09.30 11:52 | buy | 1712 | 0.05 | 120.158 | 119.908 | 0.000 | ||
| 8259 | 2015.09.30 17:51 | s/l | 1712 | 0.05 | 119.908 | 119.908 | 0.000 | -10.42 | 12462.12 |
| 8260 | 2015.10.05 19:18 | buy | 1713 | 0.10 | 120.438 | 0.000 | 0.000 | ||
| 8261 | 2015.10.05 19:18 | modify | 1713 | 0.10 | 120.438 | 120.188 | 0.000 | ||
| 8262 | 2015.10.05 22:00 | close | 1713 | 0.05 | 120.466 | 120.188 | 0.000 | 1.16 | 12463.28 |
| 8263 | 2015.10.05 22:00 | buy | 1714 | 0.05 | 120.438 | 120.188 | 0.000 | ||
| 8264 | 2015.10.06 07:16 | close | 1714 | 0.05 | 120.422 | 120.188 | 0.000 | -0.41 | 12462.87 |
| 8265 | 2015.10.06 19:40 | sell | 1715 | 0.10 | 120.111 | 0.000 | 0.000 | ||
| 8266 | 2015.10.06 19:40 | modify | 1715 | 0.10 | 120.111 | 120.361 | 0.000 | ||
| 8267 | 2015.10.06 21:16 | s/l | 1715 | 0.10 | 120.361 | 120.361 | 0.000 | -20.77 | 12442.10 |
| 8268 | 2015.10.07 05:42 | sell | 1716 | 0.10 | 120.095 | 0.000 | 0.000 | ||
| 8269 | 2015.10.07 05:42 | modify | 1716 | 0.10 | 120.095 | 120.345 | 0.000 | ||
| 8270 | 2015.10.07 05:42 | close | 1716 | 0.05 | 119.994 | 120.345 | 0.000 | 4.21 | 12446.31 |
| 8271 | 2015.10.07 05:42 | sell | 1717 | 0.05 | 120.095 | 120.345 | 0.000 | ||
| 8272 | 2015.10.08 03:55 | close | 1717 | 0.03 | 120.020 | 120.345 | 0.000 | 0.98 | 12447.29 |
| 8273 | 2015.10.08 03:55 | sell | 1718 | 0.02 | 120.095 | 120.345 | 0.000 | ||
| 8274 | 2015.10.08 04:08 | close | 1718 | 0.02 | 120.032 | 120.345 | 0.000 | 0.45 | 12447.74 |
| 8275 | 2015.10.08 09:52 | sell | 1719 | 0.10 | 119.737 | 0.000 | 0.000 | ||
| 8276 | 2015.10.08 09:52 | modify | 1719 | 0.10 | 119.737 | 119.987 | 0.000 | ||
| 8277 | 2015.10.08 10:26 | close | 1719 | 0.05 | 119.636 | 119.987 | 0.000 | 4.22 | 12451.96 |
| 8278 | 2015.10.08 10:26 | sell | 1720 | 0.05 | 119.737 | 119.987 | 0.000 | ||
| 8279 | 2015.10.08 18:30 | close | 1720 | 0.05 | 119.952 | 119.987 | 0.000 | -8.96 | 12443.00 |
| 8280 | 2015.10.12 18:01 | sell | 1721 | 0.10 | 119.919 | 0.000 | 0.000 | ||
| 8281 | 2015.10.12 18:01 | modify | 1721 | 0.10 | 119.919 | 120.169 | 0.000 | ||
| 8282 | 2015.10.12 19:00 | close | 1721 | 0.05 | 119.951 | 120.169 | 0.000 | -1.33 | 12441.67 |
| 8283 | 2015.10.12 19:00 | sell | 1722 | 0.05 | 119.919 | 120.169 | 0.000 | ||
| 8284 | 2015.10.13 15:31 | modify | 1722 | 0.05 | 119.919 | 119.869 | 0.000 | ||
| 8285 | 2015.10.13 17:05 | close | 1722 | 0.03 | 119.857 | 119.869 | 0.000 | 1.25 | 12442.92 |
| 8286 | 2015.10.13 17:05 | sell | 1723 | 0.02 | 119.919 | 119.869 | 0.000 | ||
| 8287 | 2015.10.13 17:29 | s/l | 1723 | 0.02 | 119.869 | 119.869 | 0.000 | 0.63 | 12443.55 |
| 8288 | 2015.10.14 03:46 | sell | 1724 | 0.10 | 119.539 | 0.000 | 0.000 | ||
| 8289 | 2015.10.14 03:46 | modify | 1724 | 0.10 | 119.539 | 119.789 | 0.000 | ||
| 8290 | 2015.10.14 09:00 | close | 1724 | 0.05 | 119.645 | 119.789 | 0.000 | -4.43 | 12439.12 |
| 8291 | 2015.10.14 09:00 | sell | 1725 | 0.05 | 119.539 | 119.789 | 0.000 | ||
| 8292 | 2015.10.14 18:12 | modify | 1725 | 0.05 | 119.539 | 119.489 | 0.000 | ||
| 8293 | 2015.10.14 21:09 | modify | 1725 | 0.05 | 119.539 | 119.388 | 0.000 | ||
| 8294 | 2015.10.14 21:09 | modify | 1725 | 0.05 | 119.539 | 119.377 | 0.000 | ||
| 8295 | 2015.10.14 21:09 | modify | 1725 | 0.05 | 119.539 | 119.366 | 0.000 | ||
| 8296 | 2015.10.14 21:09 | modify | 1725 | 0.05 | 119.539 | 119.352 | 0.000 | ||
| 8297 | 2015.10.14 21:09 | modify | 1725 | 0.05 | 119.539 | 119.339 | 0.000 | ||
| 8298 | 2015.10.14 21:26 | modify | 1725 | 0.05 | 119.539 | 119.328 | 0.000 | ||
| 8299 | 2015.10.14 21:26 | modify | 1725 | 0.05 | 119.539 | 119.316 | 0.000 | ||
| 8300 | 2015.10.14 21:28 | modify | 1725 | 0.05 | 119.539 | 119.305 | 0.000 | ||
| 8301 | 2015.10.14 21:28 | modify | 1725 | 0.05 | 119.539 | 119.295 | 0.000 | ||
| 8302 | 2015.10.14 21:29 | modify | 1725 | 0.05 | 119.539 | 119.283 | 0.000 | ||
| 8303 | 2015.10.14 21:29 | modify | 1725 | 0.05 | 119.539 | 119.272 | 0.000 | ||
| 8304 | 2015.10.14 21:45 | modify | 1725 | 0.05 | 119.539 | 119.261 | 0.000 | ||
| 8305 | 2015.10.14 21:45 | modify | 1725 | 0.05 | 119.539 | 119.250 | 0.000 | ||
| 8306 | 2015.10.14 21:49 | modify | 1725 | 0.05 | 119.539 | 119.238 | 0.000 | ||
| 8307 | 2015.10.14 22:17 | modify | 1725 | 0.05 | 119.539 | 119.227 | 0.000 | ||
| 8308 | 2015.10.14 22:18 | modify | 1725 | 0.05 | 119.539 | 119.216 | 0.000 | ||
| 8309 | 2015.10.14 22:18 | modify | 1725 | 0.05 | 119.539 | 119.205 | 0.000 | ||
| 8310 | 2015.10.14 22:19 | modify | 1725 | 0.05 | 119.539 | 119.194 | 0.000 | ||
| 8311 | 2015.10.14 22:21 | modify | 1725 | 0.05 | 119.539 | 119.182 | 0.000 | ||
| 8312 | 2015.10.14 22:21 | modify | 1725 | 0.05 | 119.539 | 119.171 | 0.000 | ||
| 8313 | 2015.10.14 22:21 | modify | 1725 | 0.05 | 119.539 | 119.159 | 0.000 | ||
| 8314 | 2015.10.14 22:21 | modify | 1725 | 0.05 | 119.539 | 119.149 | 0.000 | ||
| 8315 | 2015.10.14 22:21 | modify | 1725 | 0.05 | 119.539 | 119.137 | 0.000 | ||
| 8316 | 2015.10.14 22:21 | modify | 1725 | 0.05 | 119.539 | 119.125 | 0.000 | ||
| 8317 | 2015.10.14 22:21 | modify | 1725 | 0.05 | 119.539 | 119.114 | 0.000 | ||
| 8318 | 2015.10.14 22:21 | modify | 1725 | 0.05 | 119.539 | 119.103 | 0.000 | ||
| 8319 | 2015.10.14 22:21 | modify | 1725 | 0.05 | 119.539 | 119.092 | 0.000 | ||
| 8320 | 2015.10.14 22:21 | modify | 1725 | 0.05 | 119.539 | 119.081 | 0.000 | ||
| 8321 | 2015.10.15 03:50 | s/l | 1725 | 0.05 | 119.081 | 119.081 | 0.000 | 17.74 | 12456.86 |
| 8322 | 2015.10.20 10:01 | buy | 1726 | 0.10 | 119.610 | 0.000 | 0.000 | ||
| 8323 | 2015.10.20 10:01 | modify | 1726 | 0.10 | 119.610 | 119.360 | 0.000 | ||
| 8324 | 2015.10.20 10:02 | close | 1726 | 0.05 | 119.712 | 119.360 | 0.000 | 4.26 | 12461.12 |
| 8325 | 2015.10.20 10:02 | buy | 1727 | 0.05 | 119.610 | 119.360 | 0.000 | ||
| 8326 | 2015.10.21 07:30 | modify | 1727 | 0.05 | 119.610 | 119.660 | 0.000 | ||
| 8327 | 2015.10.21 09:59 | close | 1727 | 0.03 | 119.827 | 119.660 | 0.000 | 5.58 | 12466.70 |
| 8328 | 2015.10.21 09:59 | buy | 1728 | 0.02 | 119.610 | 119.660 | 0.000 | ||
| 8329 | 2015.10.21 17:25 | close | 1728 | 0.02 | 119.894 | 119.660 | 0.000 | 4.84 | 12471.54 |
| 8330 | 2015.10.22 06:55 | sell | 1729 | 0.10 | 119.745 | 0.000 | 0.000 | ||
| 8331 | 2015.10.22 06:55 | modify | 1729 | 0.10 | 119.745 | 119.995 | 0.000 | ||
| 8332 | 2015.10.22 07:43 | close | 1729 | 0.05 | 119.643 | 119.995 | 0.000 | 4.26 | 12475.80 |
| 8333 | 2015.10.22 07:43 | sell | 1730 | 0.05 | 119.745 | 119.995 | 0.000 | ||
| 8334 | 2015.10.22 15:32 | close | 1730 | 0.05 | 119.919 | 119.995 | 0.000 | -7.25 | 12468.55 |
| 8335 | 2015.10.27 05:25 | sell | 1731 | 0.10 | 120.590 | 0.000 | 0.000 | ||
| 8336 | 2015.10.27 05:25 | modify | 1731 | 0.10 | 120.590 | 120.840 | 0.000 | ||
| 8337 | 2015.10.27 05:33 | close | 1731 | 0.05 | 120.489 | 120.840 | 0.000 | 4.19 | 12472.74 |
| 8338 | 2015.10.27 05:33 | sell | 1732 | 0.05 | 120.590 | 120.840 | 0.000 | ||
| 8339 | 2015.10.27 15:30 | modify | 1732 | 0.05 | 120.590 | 120.540 | 0.000 | ||
| 8340 | 2015.10.27 23:39 | close | 1732 | 0.05 | 120.469 | 120.540 | 0.000 | 5.02 | 12477.76 |
| 8341 | 2015.10.28 18:59 | buy | 1733 | 0.10 | 120.547 | 0.000 | 0.000 | ||
| 8342 | 2015.10.28 18:59 | modify | 1733 | 0.10 | 120.547 | 120.297 | 0.000 | ||
| 8343 | 2015.10.28 20:00 | close | 1733 | 0.05 | 120.560 | 120.297 | 0.000 | 0.54 | 12478.30 |
| 8344 | 2015.10.28 20:00 | buy | 1734 | 0.05 | 120.547 | 120.297 | 0.000 | ||
| 8345 | 2015.10.28 21:00 | close | 1734 | 0.03 | 120.325 | 120.297 | 0.000 | -5.54 | 12472.76 |
| 8346 | 2015.10.28 21:00 | buy | 1735 | 0.02 | 120.547 | 120.297 | 0.000 | ||
| 8347 | 2015.10.28 21:00 | s/l | 1735 | 0.02 | 120.297 | 120.297 | 0.000 | -4.16 | 12468.60 |
| 8348 | 2015.11.02 05:39 | sell | 1736 | 0.10 | 120.262 | 0.000 | 0.000 | ||
| 8349 | 2015.11.02 05:39 | modify | 1736 | 0.10 | 120.262 | 120.512 | 0.000 | ||
| 8350 | 2015.11.02 09:38 | s/l | 1736 | 0.10 | 120.512 | 120.512 | 0.000 | -20.74 | 12447.86 |
| 8351 | 2015.11.02 22:28 | buy | 1737 | 0.10 | 120.809 | 0.000 | 0.000 | ||
| 8352 | 2015.11.02 22:28 | modify | 1737 | 0.10 | 120.809 | 120.559 | 0.000 | ||
| 8353 | 2015.11.02 23:00 | close | 1737 | 0.05 | 120.745 | 120.559 | 0.000 | -2.65 | 12445.21 |
| 8354 | 2015.11.02 23:00 | buy | 1738 | 0.05 | 120.809 | 120.559 | 0.000 | ||
| 8355 | 2015.11.03 06:00 | close | 1738 | 0.05 | 120.640 | 120.559 | 0.000 | -6.75 | 12438.46 |
| 8356 | 2015.11.03 12:25 | buy | 1739 | 0.10 | 120.858 | 0.000 | 0.000 | ||
| 8357 | 2015.11.03 12:25 | modify | 1739 | 0.10 | 120.858 | 120.608 | 0.000 | ||
| 8358 | 2015.11.03 15:00 | close | 1739 | 0.05 | 120.856 | 120.608 | 0.000 | -0.08 | 12438.38 |
| 8359 | 2015.11.03 15:00 | buy | 1740 | 0.05 | 120.858 | 120.608 | 0.000 | ||
| 8360 | 2015.11.03 16:57 | modify | 1740 | 0.05 | 120.858 | 120.908 | 0.000 | ||
| 8361 | 2015.11.04 16:35 | modify | 1740 | 0.05 | 120.858 | 121.009 | 0.000 | ||
| 8362 | 2015.11.04 16:35 | modify | 1740 | 0.05 | 120.858 | 121.020 | 0.000 | ||
| 8363 | 2015.11.04 16:36 | modify | 1740 | 0.05 | 120.858 | 121.030 | 0.000 | ||
| 8364 | 2015.11.04 16:36 | modify | 1740 | 0.05 | 120.858 | 121.042 | 0.000 | ||
| 8365 | 2015.11.04 16:36 | modify | 1740 | 0.05 | 120.858 | 121.052 | 0.000 | ||
| 8366 | 2015.11.04 16:36 | modify | 1740 | 0.05 | 120.858 | 121.064 | 0.000 | ||
| 8367 | 2015.11.04 16:36 | modify | 1740 | 0.05 | 120.858 | 121.074 | 0.000 | ||
| 8368 | 2015.11.04 16:36 | modify | 1740 | 0.05 | 120.858 | 121.085 | 0.000 | ||
| 8369 | 2015.11.04 17:46 | modify | 1740 | 0.05 | 120.858 | 121.095 | 0.000 | ||
| 8370 | 2015.11.04 17:46 | modify | 1740 | 0.05 | 120.858 | 121.105 | 0.000 | ||
| 8371 | 2015.11.04 17:46 | modify | 1740 | 0.05 | 120.858 | 121.116 | 0.000 | ||
| 8372 | 2015.11.04 17:47 | modify | 1740 | 0.05 | 120.858 | 121.127 | 0.000 | ||
| 8373 | 2015.11.04 17:49 | modify | 1740 | 0.05 | 120.858 | 121.137 | 0.000 | ||
| 8374 | 2015.11.04 17:49 | modify | 1740 | 0.05 | 120.858 | 121.149 | 0.000 | ||
| 8375 | 2015.11.04 17:49 | modify | 1740 | 0.05 | 120.858 | 121.161 | 0.000 | ||
| 8376 | 2015.11.04 17:49 | modify | 1740 | 0.05 | 120.858 | 121.173 | 0.000 | ||
| 8377 | 2015.11.04 17:49 | modify | 1740 | 0.05 | 120.858 | 121.184 | 0.000 | ||
| 8378 | 2015.11.04 17:49 | modify | 1740 | 0.05 | 120.858 | 121.194 | 0.000 | ||
| 8379 | 2015.11.04 17:49 | modify | 1740 | 0.05 | 120.858 | 121.205 | 0.000 | ||
| 8380 | 2015.11.04 17:50 | modify | 1740 | 0.05 | 120.858 | 121.215 | 0.000 | ||
| 8381 | 2015.11.04 17:50 | modify | 1740 | 0.05 | 120.858 | 121.226 | 0.000 | ||
| 8382 | 2015.11.04 17:50 | modify | 1740 | 0.05 | 120.858 | 121.236 | 0.000 | ||
| 8383 | 2015.11.04 17:50 | modify | 1740 | 0.05 | 120.858 | 121.247 | 0.000 | ||
| 8384 | 2015.11.05 06:18 | close | 1740 | 0.05 | 121.419 | 121.247 | 0.000 | 24.10 | 12462.49 |
| 8385 | 2015.11.05 09:57 | buy | 1741 | 0.10 | 121.720 | 0.000 | 0.000 | ||
| 8386 | 2015.11.05 09:57 | modify | 1741 | 0.10 | 121.720 | 121.470 | 0.000 | ||
| 8387 | 2015.11.05 09:58 | close | 1741 | 0.05 | 121.821 | 121.470 | 0.000 | 4.15 | 12466.64 |
| 8388 | 2015.11.05 09:58 | buy | 1742 | 0.05 | 121.720 | 121.470 | 0.000 | ||
| 8389 | 2015.11.06 08:00 | close | 1742 | 0.05 | 121.796 | 121.470 | 0.000 | 3.37 | 12470.01 |
| 8390 | 2015.11.11 03:04 | sell | 1743 | 0.10 | 122.970 | 0.000 | 0.000 | ||
| 8391 | 2015.11.11 03:04 | modify | 1743 | 0.10 | 122.970 | 123.220 | 0.000 | ||
| 8392 | 2015.11.11 03:15 | close | 1743 | 0.05 | 122.835 | 123.220 | 0.000 | 5.50 | 12475.51 |
| 8393 | 2015.11.11 03:15 | sell | 1744 | 0.05 | 122.970 | 123.220 | 0.000 | ||
| 8394 | 2015.11.11 10:37 | close | 1744 | 0.03 | 123.149 | 123.220 | 0.000 | -4.36 | 12471.15 |
| 8395 | 2015.11.11 10:37 | sell | 1745 | 0.02 | 122.970 | 123.220 | 0.000 | ||
| 8396 | 2015.11.12 03:53 | close | 1745 | 0.02 | 122.997 | 123.220 | 0.000 | -1.04 | 12470.11 |
| 8397 | 2015.11.12 17:00 | sell | 1746 | 0.10 | 122.676 | 0.000 | 0.000 | ||
| 8398 | 2015.11.12 17:00 | modify | 1746 | 0.10 | 122.676 | 122.926 | 0.000 | ||
| 8399 | 2015.11.12 17:55 | s/l | 1746 | 0.10 | 122.926 | 122.926 | 0.000 | -20.34 | 12449.77 |
| 8400 | 2015.11.12 21:55 | sell | 1747 | 0.10 | 122.616 | 0.000 | 0.000 | ||