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 |
| 8401 | 2015.11.12 21:55 | modify | 1747 | 0.10 | 122.616 | 122.866 | 0.000 | ||
| 8402 | 2015.11.13 08:00 | close | 1747 | 0.10 | 122.662 | 122.866 | 0.000 | -4.74 | 12445.03 |
| 8403 | 2015.11.17 17:33 | buy | 1748 | 0.10 | 123.438 | 0.000 | 0.000 | ||
| 8404 | 2015.11.17 17:33 | modify | 1748 | 0.10 | 123.438 | 123.188 | 0.000 | ||
| 8405 | 2015.11.17 22:00 | close | 1748 | 0.05 | 123.408 | 123.188 | 0.000 | -1.22 | 12443.81 |
| 8406 | 2015.11.17 22:00 | buy | 1749 | 0.05 | 123.438 | 123.188 | 0.000 | ||
| 8407 | 2015.11.18 05:36 | close | 1749 | 0.03 | 123.366 | 123.188 | 0.000 | -1.60 | 12442.21 |
| 8408 | 2015.11.18 05:36 | buy | 1750 | 0.02 | 123.438 | 123.188 | 0.000 | ||
| 8409 | 2015.11.18 05:41 | close | 1750 | 0.02 | 123.353 | 123.188 | 0.000 | -1.28 | 12440.93 |
| 8410 | 2015.11.18 15:31 | buy | 1751 | 0.10 | 123.488 | 0.000 | 0.000 | ||
| 8411 | 2015.11.18 15:31 | modify | 1751 | 0.10 | 123.488 | 123.238 | 0.000 | ||
| 8412 | 2015.11.18 17:59 | close | 1751 | 0.05 | 123.589 | 123.238 | 0.000 | 4.09 | 12445.02 |
| 8413 | 2015.11.18 17:59 | buy | 1752 | 0.05 | 123.488 | 123.238 | 0.000 | ||
| 8414 | 2015.11.19 04:00 | close | 1752 | 0.05 | 123.392 | 123.238 | 0.000 | -3.14 | 12441.88 |
| 8415 | 2015.11.19 13:46 | sell | 1753 | 0.10 | 123.010 | 0.000 | 0.000 | ||
| 8416 | 2015.11.19 13:46 | modify | 1753 | 0.10 | 123.010 | 123.260 | 0.000 | ||
| 8417 | 2015.11.19 16:28 | close | 1753 | 0.05 | 122.879 | 123.260 | 0.000 | 5.33 | 12447.21 |
| 8418 | 2015.11.19 16:28 | sell | 1754 | 0.05 | 123.010 | 123.260 | 0.000 | ||
| 8419 | 2015.11.19 18:43 | modify | 1754 | 0.05 | 123.010 | 122.960 | 0.000 | ||
| 8420 | 2015.11.20 03:00 | s/l | 1754 | 0.05 | 122.960 | 122.960 | 0.000 | 1.53 | 12448.74 |
| 8421 | 2015.11.23 03:46 | buy | 1755 | 0.10 | 123.051 | 0.000 | 0.000 | ||
| 8422 | 2015.11.23 03:46 | modify | 1755 | 0.10 | 123.051 | 122.801 | 0.000 | ||
| 8423 | 2015.11.23 04:38 | close | 1755 | 0.05 | 123.220 | 122.801 | 0.000 | 6.86 | 12455.60 |
| 8424 | 2015.11.23 04:38 | buy | 1756 | 0.05 | 123.051 | 122.801 | 0.000 | ||
| 8425 | 2015.11.23 15:50 | close | 1756 | 0.03 | 123.089 | 122.801 | 0.000 | 0.93 | 12456.53 |
| 8426 | 2015.11.23 15:50 | buy | 1757 | 0.02 | 123.051 | 122.801 | 0.000 | ||
| 8427 | 2015.11.23 15:50 | close | 1757 | 0.02 | 123.074 | 122.801 | 0.000 | 0.37 | 12456.90 |
| 8428 | 2015.11.24 03:32 | sell | 1758 | 0.10 | 122.744 | 0.000 | 0.000 | ||
| 8429 | 2015.11.24 03:32 | modify | 1758 | 0.10 | 122.744 | 122.994 | 0.000 | ||
| 8430 | 2015.11.24 06:00 | close | 1758 | 0.05 | 122.766 | 122.994 | 0.000 | -0.90 | 12456.00 |
| 8431 | 2015.11.24 06:00 | sell | 1759 | 0.05 | 122.744 | 122.994 | 0.000 | ||
| 8432 | 2015.11.24 15:30 | modify | 1759 | 0.05 | 122.744 | 122.694 | 0.000 | ||
| 8433 | 2015.11.24 23:32 | close | 1759 | 0.03 | 122.549 | 122.694 | 0.000 | 4.77 | 12460.77 |
| 8434 | 2015.11.24 23:32 | sell | 1760 | 0.02 | 122.744 | 122.694 | 0.000 | ||
| 8435 | 2015.11.25 11:05 | close | 1760 | 0.02 | 122.485 | 122.694 | 0.000 | 4.03 | 12464.80 |
| 8436 | 2015.11.25 15:30 | buy | 1761 | 0.10 | 122.778 | 0.000 | 0.000 | ||
| 8437 | 2015.11.25 15:30 | modify | 1761 | 0.10 | 122.778 | 122.528 | 0.000 | ||
| 8438 | 2015.11.25 18:00 | close | 1761 | 0.05 | 122.844 | 122.528 | 0.000 | 2.69 | 12467.49 |
| 8439 | 2015.11.25 18:00 | buy | 1762 | 0.05 | 122.778 | 122.528 | 0.000 | ||
| 8440 | 2015.11.26 05:43 | close | 1762 | 0.05 | 122.550 | 122.528 | 0.000 | -8.55 | 12458.95 |
| 8441 | 2015.11.30 10:45 | buy | 1763 | 0.10 | 122.888 | 0.000 | 0.000 | ||
| 8442 | 2015.11.30 10:45 | modify | 1763 | 0.10 | 122.888 | 122.638 | 0.000 | ||
| 8443 | 2015.11.30 11:07 | close | 1763 | 0.05 | 123.018 | 122.638 | 0.000 | 5.28 | 12464.23 |
| 8444 | 2015.11.30 11:07 | buy | 1764 | 0.05 | 122.888 | 122.638 | 0.000 | ||
| 8445 | 2015.11.30 17:58 | modify | 1764 | 0.05 | 122.888 | 122.938 | 0.000 | ||
| 8446 | 2015.12.01 03:56 | close | 1764 | 0.03 | 123.071 | 122.938 | 0.000 | 4.61 | 12468.84 |
| 8447 | 2015.12.01 03:56 | buy | 1765 | 0.02 | 122.888 | 122.938 | 0.000 | ||
| 8448 | 2015.12.01 04:03 | close | 1765 | 0.02 | 123.011 | 122.938 | 0.000 | 2.10 | 12470.94 |
| 8449 | 2015.12.02 15:15 | buy | 1766 | 0.10 | 123.237 | 0.000 | 0.000 | ||
| 8450 | 2015.12.02 15:15 | modify | 1766 | 0.10 | 123.237 | 122.987 | 0.000 | ||
| 8451 | 2015.12.02 15:36 | close | 1766 | 0.05 | 123.338 | 122.987 | 0.000 | 4.09 | 12475.03 |
| 8452 | 2015.12.02 15:36 | buy | 1767 | 0.05 | 123.237 | 122.987 | 0.000 | ||
| 8453 | 2015.12.02 19:25 | modify | 1767 | 0.05 | 123.237 | 123.287 | 0.000 | ||
| 8454 | 2015.12.02 21:04 | s/l | 1767 | 0.05 | 123.287 | 123.287 | 0.000 | 2.03 | 12477.06 |
| 8455 | 2015.12.07 10:25 | buy | 1768 | 0.10 | 123.372 | 0.000 | 0.000 | ||
| 8456 | 2015.12.07 10:25 | modify | 1768 | 0.10 | 123.372 | 123.122 | 0.000 | ||
| 8457 | 2015.12.07 16:00 | close | 1768 | 0.05 | 123.417 | 123.122 | 0.000 | 1.82 | 12478.88 |
| 8458 | 2015.12.07 16:00 | buy | 1769 | 0.05 | 123.372 | 123.122 | 0.000 | ||
| 8459 | 2015.12.07 17:32 | close | 1769 | 0.03 | 123.274 | 123.122 | 0.000 | -2.38 | 12476.50 |
| 8460 | 2015.12.07 17:32 | buy | 1770 | 0.02 | 123.372 | 123.122 | 0.000 | ||
| 8461 | 2015.12.07 17:45 | close | 1770 | 0.02 | 123.205 | 123.122 | 0.000 | -2.71 | 12473.79 |
| 8462 | 2015.12.08 04:05 | sell | 1771 | 0.10 | 123.126 | 0.000 | 0.000 | ||
| 8463 | 2015.12.08 04:05 | modify | 1771 | 0.10 | 123.126 | 123.376 | 0.000 | ||
| 8464 | 2015.12.08 06:00 | close | 1771 | 0.05 | 123.143 | 123.376 | 0.000 | -0.69 | 12473.10 |
| 8465 | 2015.12.08 06:00 | sell | 1772 | 0.05 | 123.126 | 123.376 | 0.000 | ||
| 8466 | 2015.12.08 16:01 | modify | 1772 | 0.05 | 123.126 | 123.076 | 0.000 | ||
| 8467 | 2015.12.08 21:56 | s/l | 1772 | 0.05 | 123.076 | 123.076 | 0.000 | 2.03 | 12475.13 |
| 8468 | 2015.12.09 06:51 | sell | 1773 | 0.10 | 122.707 | 0.000 | 0.000 | ||
| 8469 | 2015.12.09 06:51 | modify | 1773 | 0.10 | 122.707 | 122.957 | 0.000 | ||
| 8470 | 2015.12.09 10:00 | close | 1773 | 0.05 | 122.723 | 122.957 | 0.000 | -0.65 | 12474.48 |
| 8471 | 2015.12.09 10:00 | sell | 1774 | 0.05 | 122.707 | 122.957 | 0.000 | ||
| 8472 | 2015.12.09 15:40 | modify | 1774 | 0.05 | 122.707 | 122.657 | 0.000 | ||
| 8473 | 2015.12.09 15:46 | modify | 1774 | 0.05 | 122.707 | 122.552 | 0.000 | ||
| 8474 | 2015.12.09 15:46 | modify | 1774 | 0.05 | 122.707 | 122.534 | 0.000 | ||
| 8475 | 2015.12.09 15:46 | modify | 1774 | 0.05 | 122.707 | 122.517 | 0.000 | ||
| 8476 | 2015.12.09 15:46 | modify | 1774 | 0.05 | 122.707 | 122.499 | 0.000 | ||
| 8477 | 2015.12.09 15:46 | modify | 1774 | 0.05 | 122.707 | 122.481 | 0.000 | ||
| 8478 | 2015.12.09 15:46 | modify | 1774 | 0.05 | 122.707 | 122.464 | 0.000 | ||
| 8479 | 2015.12.09 16:01 | modify | 1774 | 0.05 | 122.707 | 122.453 | 0.000 | ||
| 8480 | 2015.12.09 16:01 | modify | 1774 | 0.05 | 122.707 | 122.441 | 0.000 | ||
| 8481 | 2015.12.09 16:01 | modify | 1774 | 0.05 | 122.707 | 122.430 | 0.000 | ||
| 8482 | 2015.12.09 16:01 | modify | 1774 | 0.05 | 122.707 | 122.419 | 0.000 | ||
| 8483 | 2015.12.09 16:01 | modify | 1774 | 0.05 | 122.707 | 122.408 | 0.000 | ||
| 8484 | 2015.12.09 16:02 | modify | 1774 | 0.05 | 122.707 | 122.395 | 0.000 | ||
| 8485 | 2015.12.09 16:03 | modify | 1774 | 0.05 | 122.707 | 122.384 | 0.000 | ||
| 8486 | 2015.12.09 16:03 | modify | 1774 | 0.05 | 122.707 | 122.373 | 0.000 | ||
| 8487 | 2015.12.09 16:03 | modify | 1774 | 0.05 | 122.707 | 122.362 | 0.000 | ||
| 8488 | 2015.12.09 16:04 | modify | 1774 | 0.05 | 122.707 | 122.351 | 0.000 | ||
| 8489 | 2015.12.09 16:04 | modify | 1774 | 0.05 | 122.707 | 122.340 | 0.000 | ||
| 8490 | 2015.12.09 16:04 | modify | 1774 | 0.05 | 122.707 | 122.329 | 0.000 | ||
| 8491 | 2015.12.09 16:04 | modify | 1774 | 0.05 | 122.707 | 122.317 | 0.000 | ||
| 8492 | 2015.12.09 16:05 | modify | 1774 | 0.05 | 122.707 | 122.306 | 0.000 | ||
| 8493 | 2015.12.09 16:05 | modify | 1774 | 0.05 | 122.707 | 122.294 | 0.000 | ||
| 8494 | 2015.12.09 16:05 | modify | 1774 | 0.05 | 122.707 | 122.282 | 0.000 | ||
| 8495 | 2015.12.09 18:36 | modify | 1774 | 0.05 | 122.707 | 122.271 | 0.000 | ||
| 8496 | 2015.12.09 18:37 | modify | 1774 | 0.05 | 122.707 | 122.259 | 0.000 | ||
| 8497 | 2015.12.09 18:37 | modify | 1774 | 0.05 | 122.707 | 122.247 | 0.000 | ||
| 8498 | 2015.12.09 18:37 | modify | 1774 | 0.05 | 122.707 | 122.236 | 0.000 | ||
| 8499 | 2015.12.09 18:37 | modify | 1774 | 0.05 | 122.707 | 122.225 | 0.000 | ||
| 8500 | 2015.12.09 18:43 | modify | 1774 | 0.05 | 122.707 | 122.214 | 0.000 | ||
| 8501 | 2015.12.09 19:20 | modify | 1774 | 0.05 | 122.707 | 122.203 | 0.000 | ||
| 8502 | 2015.12.09 19:20 | modify | 1774 | 0.05 | 122.707 | 122.190 | 0.000 | ||
| 8503 | 2015.12.09 19:20 | modify | 1774 | 0.05 | 122.707 | 122.176 | 0.000 | ||
| 8504 | 2015.12.09 19:20 | modify | 1774 | 0.05 | 122.707 | 122.165 | 0.000 | ||
| 8505 | 2015.12.09 19:20 | modify | 1774 | 0.05 | 122.707 | 122.153 | 0.000 | ||
| 8506 | 2015.12.09 19:20 | modify | 1774 | 0.05 | 122.707 | 122.141 | 0.000 | ||
| 8507 | 2015.12.09 19:21 | modify | 1774 | 0.05 | 122.707 | 122.130 | 0.000 | ||
| 8508 | 2015.12.09 19:21 | modify | 1774 | 0.05 | 122.707 | 122.119 | 0.000 | ||
| 8509 | 2015.12.09 19:22 | modify | 1774 | 0.05 | 122.707 | 122.108 | 0.000 | ||
| 8510 | 2015.12.09 19:26 | modify | 1774 | 0.05 | 122.707 | 122.097 | 0.000 | ||
| 8511 | 2015.12.09 19:26 | modify | 1774 | 0.05 | 122.707 | 122.086 | 0.000 | ||
| 8512 | 2015.12.09 19:26 | modify | 1774 | 0.05 | 122.707 | 122.075 | 0.000 | ||
| 8513 | 2015.12.09 19:27 | modify | 1774 | 0.05 | 122.707 | 122.063 | 0.000 | ||
| 8514 | 2015.12.09 19:28 | modify | 1774 | 0.05 | 122.707 | 122.052 | 0.000 | ||
| 8515 | 2015.12.09 19:28 | modify | 1774 | 0.05 | 122.707 | 122.041 | 0.000 | ||
| 8516 | 2015.12.09 19:28 | modify | 1774 | 0.05 | 122.707 | 122.029 | 0.000 | ||
| 8517 | 2015.12.09 19:30 | modify | 1774 | 0.05 | 122.707 | 122.018 | 0.000 | ||
| 8518 | 2015.12.09 19:42 | modify | 1774 | 0.05 | 122.707 | 122.007 | 0.000 | ||
| 8519 | 2015.12.09 19:42 | modify | 1774 | 0.05 | 122.707 | 121.996 | 0.000 | ||
| 8520 | 2015.12.09 19:42 | modify | 1774 | 0.05 | 122.707 | 121.985 | 0.000 | ||
| 8521 | 2015.12.09 19:56 | modify | 1774 | 0.05 | 122.707 | 121.974 | 0.000 | ||
| 8522 | 2015.12.09 19:56 | modify | 1774 | 0.05 | 122.707 | 121.962 | 0.000 | ||
| 8523 | 2015.12.09 19:56 | modify | 1774 | 0.05 | 122.707 | 121.950 | 0.000 | ||
| 8524 | 2015.12.09 19:56 | modify | 1774 | 0.05 | 122.707 | 121.938 | 0.000 | ||
| 8525 | 2015.12.09 19:56 | modify | 1774 | 0.05 | 122.707 | 121.926 | 0.000 | ||
| 8526 | 2015.12.09 19:56 | modify | 1774 | 0.05 | 122.707 | 121.913 | 0.000 | ||
| 8527 | 2015.12.09 19:56 | modify | 1774 | 0.05 | 122.707 | 121.900 | 0.000 | ||
| 8528 | 2015.12.09 19:57 | modify | 1774 | 0.05 | 122.707 | 121.889 | 0.000 | ||
| 8529 | 2015.12.09 19:58 | modify | 1774 | 0.05 | 122.707 | 121.878 | 0.000 | ||
| 8530 | 2015.12.09 19:59 | modify | 1774 | 0.05 | 122.707 | 121.867 | 0.000 | ||
| 8531 | 2015.12.09 19:59 | modify | 1774 | 0.05 | 122.707 | 121.856 | 0.000 | ||
| 8532 | 2015.12.09 19:59 | modify | 1774 | 0.05 | 122.707 | 121.845 | 0.000 | ||
| 8533 | 2015.12.09 20:00 | modify | 1774 | 0.05 | 122.707 | 121.834 | 0.000 | ||
| 8534 | 2015.12.09 20:05 | modify | 1774 | 0.05 | 122.707 | 121.823 | 0.000 | ||
| 8535 | 2015.12.09 20:05 | modify | 1774 | 0.05 | 122.707 | 121.812 | 0.000 | ||
| 8536 | 2015.12.09 20:05 | modify | 1774 | 0.05 | 122.707 | 121.801 | 0.000 | ||
| 8537 | 2015.12.09 20:05 | modify | 1774 | 0.05 | 122.707 | 121.790 | 0.000 | ||
| 8538 | 2015.12.09 20:05 | modify | 1774 | 0.05 | 122.707 | 121.779 | 0.000 | ||
| 8539 | 2015.12.09 20:05 | modify | 1774 | 0.05 | 122.707 | 121.768 | 0.000 | ||
| 8540 | 2015.12.09 20:05 | modify | 1774 | 0.05 | 122.707 | 121.757 | 0.000 | ||
| 8541 | 2015.12.09 20:05 | modify | 1774 | 0.05 | 122.707 | 121.746 | 0.000 | ||
| 8542 | 2015.12.09 20:06 | modify | 1774 | 0.05 | 122.707 | 121.735 | 0.000 | ||
| 8543 | 2015.12.09 20:06 | modify | 1774 | 0.05 | 122.707 | 121.724 | 0.000 | ||
| 8544 | 2015.12.09 20:06 | modify | 1774 | 0.05 | 122.707 | 121.713 | 0.000 | ||
| 8545 | 2015.12.09 20:06 | modify | 1774 | 0.05 | 122.707 | 121.702 | 0.000 | ||
| 8546 | 2015.12.09 20:07 | modify | 1774 | 0.05 | 122.707 | 121.691 | 0.000 | ||
| 8547 | 2015.12.09 20:07 | modify | 1774 | 0.05 | 122.707 | 121.680 | 0.000 | ||
| 8548 | 2015.12.09 20:08 | modify | 1774 | 0.05 | 122.707 | 121.670 | 0.000 | ||
| 8549 | 2015.12.09 20:08 | modify | 1774 | 0.05 | 122.707 | 121.659 | 0.000 | ||
| 8550 | 2015.12.09 20:08 | modify | 1774 | 0.05 | 122.707 | 121.648 | 0.000 | ||