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 |
| 8551 | 2015.12.09 20:58 | modify | 1774 | 0.05 | 122.707 | 121.636 | 0.000 | ||
| 8552 | 2015.12.09 20:58 | modify | 1774 | 0.05 | 122.707 | 121.623 | 0.000 | ||
| 8553 | 2015.12.09 20:58 | modify | 1774 | 0.05 | 122.707 | 121.609 | 0.000 | ||
| 8554 | 2015.12.09 20:58 | modify | 1774 | 0.05 | 122.707 | 121.596 | 0.000 | ||
| 8555 | 2015.12.09 20:58 | modify | 1774 | 0.05 | 122.707 | 121.582 | 0.000 | ||
| 8556 | 2015.12.09 20:59 | modify | 1774 | 0.05 | 122.707 | 121.571 | 0.000 | ||
| 8557 | 2015.12.09 20:59 | modify | 1774 | 0.05 | 122.707 | 121.560 | 0.000 | ||
| 8558 | 2015.12.09 20:59 | modify | 1774 | 0.05 | 122.707 | 121.549 | 0.000 | ||
| 8559 | 2015.12.09 20:59 | modify | 1774 | 0.05 | 122.707 | 121.539 | 0.000 | ||
| 8560 | 2015.12.09 21:43 | modify | 1774 | 0.05 | 122.707 | 121.527 | 0.000 | ||
| 8561 | 2015.12.10 00:10 | s/l | 1774 | 0.05 | 121.527 | 121.527 | 0.000 | 47.06 | 12521.54 |
| 8562 | 2015.12.11 02:10 | buy | 1775 | 0.10 | 121.865 | 0.000 | 0.000 | ||
| 8563 | 2015.12.11 02:10 | modify | 1775 | 0.10 | 121.865 | 121.615 | 0.000 | ||
| 8564 | 2015.12.11 02:26 | close | 1775 | 0.05 | 121.966 | 121.615 | 0.000 | 4.14 | 12525.68 |
| 8565 | 2015.12.11 02:26 | buy | 1776 | 0.05 | 121.865 | 121.615 | 0.000 | ||
| 8566 | 2015.12.11 05:38 | modify | 1776 | 0.05 | 121.865 | 121.915 | 0.000 | ||
| 8567 | 2015.12.11 08:00 | close | 1776 | 0.05 | 122.051 | 121.915 | 0.000 | 7.62 | 12533.30 |
| 8568 | 2015.12.15 16:32 | buy | 1777 | 0.10 | 121.339 | 0.000 | 0.000 | ||
| 8569 | 2015.12.15 16:32 | modify | 1777 | 0.10 | 121.339 | 121.089 | 0.000 | ||
| 8570 | 2015.12.15 17:57 | modify | 1777 | 0.10 | 121.339 | 121.389 | 0.000 | ||
| 8571 | 2015.12.16 02:00 | close | 1777 | 0.05 | 121.662 | 121.389 | 0.000 | 13.52 | 12546.82 |
| 8572 | 2015.12.16 02:00 | buy | 1778 | 0.05 | 121.339 | 121.389 | 0.000 | ||
| 8573 | 2015.12.16 09:42 | modify | 1778 | 0.05 | 121.339 | 121.490 | 0.000 | ||
| 8574 | 2015.12.16 09:43 | modify | 1778 | 0.05 | 121.339 | 121.500 | 0.000 | ||
| 8575 | 2015.12.16 09:44 | modify | 1778 | 0.05 | 121.339 | 121.511 | 0.000 | ||
| 8576 | 2015.12.16 09:44 | modify | 1778 | 0.05 | 121.339 | 121.521 | 0.000 | ||
| 8577 | 2015.12.16 09:46 | modify | 1778 | 0.05 | 121.339 | 121.532 | 0.000 | ||
| 8578 | 2015.12.16 09:46 | modify | 1778 | 0.05 | 121.339 | 121.542 | 0.000 | ||
| 8579 | 2015.12.16 11:14 | modify | 1778 | 0.05 | 121.339 | 121.553 | 0.000 | ||
| 8580 | 2015.12.16 11:15 | modify | 1778 | 0.05 | 121.339 | 121.563 | 0.000 | ||
| 8581 | 2015.12.16 11:15 | modify | 1778 | 0.05 | 121.339 | 121.574 | 0.000 | ||
| 8582 | 2015.12.16 11:15 | modify | 1778 | 0.05 | 121.339 | 121.584 | 0.000 | ||
| 8583 | 2015.12.16 11:17 | modify | 1778 | 0.05 | 121.339 | 121.595 | 0.000 | ||
| 8584 | 2015.12.16 11:17 | modify | 1778 | 0.05 | 121.339 | 121.605 | 0.000 | ||
| 8585 | 2015.12.16 11:17 | modify | 1778 | 0.05 | 121.339 | 121.616 | 0.000 | ||
| 8586 | 2015.12.16 11:18 | modify | 1778 | 0.05 | 121.339 | 121.627 | 0.000 | ||
| 8587 | 2015.12.16 11:20 | modify | 1778 | 0.05 | 121.339 | 121.637 | 0.000 | ||
| 8588 | 2015.12.16 14:47 | close | 1778 | 0.03 | 121.724 | 121.637 | 0.000 | 9.64 | 12556.46 |
| 8589 | 2015.12.16 14:47 | buy | 1779 | 0.02 | 121.339 | 121.637 | 0.000 | ||
| 8590 | 2015.12.16 16:51 | close | 1779 | 0.02 | 121.757 | 121.637 | 0.000 | 6.97 | 12563.43 |
| 8591 | 2015.12.16 21:00 | buy | 1780 | 0.10 | 122.112 | 0.000 | 0.000 | ||
| 8592 | 2015.12.16 21:00 | modify | 1780 | 0.10 | 122.112 | 121.862 | 0.000 | ||
| 8593 | 2015.12.16 21:00 | close | 1780 | 0.05 | 122.219 | 121.862 | 0.000 | 4.38 | 12567.81 |
| 8594 | 2015.12.16 21:00 | buy | 1781 | 0.05 | 122.112 | 121.862 | 0.000 | ||
| 8595 | 2015.12.16 21:01 | s/l | 1781 | 0.05 | 121.862 | 121.862 | 0.000 | -10.26 | 12557.55 |
| 8596 | 2015.12.17 16:22 | buy | 1782 | 0.10 | 122.641 | 0.000 | 0.000 | ||
| 8597 | 2015.12.17 16:22 | modify | 1782 | 0.10 | 122.641 | 122.391 | 0.000 | ||
| 8598 | 2015.12.17 18:00 | close | 1782 | 0.05 | 122.668 | 122.391 | 0.000 | 1.10 | 12558.65 |
| 8599 | 2015.12.17 18:00 | buy | 1783 | 0.05 | 122.641 | 122.391 | 0.000 | ||
| 8600 | 2015.12.18 04:40 | s/l | 1783 | 0.05 | 122.391 | 122.391 | 0.000 | -9.96 | 12548.69 |
| 8601 | 2015.12.18 05:50 | buy | 1784 | 0.10 | 122.878 | 0.000 | 0.000 | ||
| 8602 | 2015.12.18 05:50 | modify | 1784 | 0.10 | 122.878 | 122.628 | 0.000 | ||
| 8603 | 2015.12.18 05:50 | close | 1784 | 0.05 | 123.015 | 122.628 | 0.000 | 5.57 | 12554.26 |
| 8604 | 2015.12.18 05:50 | buy | 1785 | 0.05 | 122.878 | 122.628 | 0.000 | ||
| 8605 | 2015.12.18 05:50 | modify | 1785 | 0.05 | 122.878 | 122.928 | 0.000 | ||
| 8606 | 2015.12.18 05:52 | modify | 1785 | 0.05 | 122.878 | 123.035 | 0.000 | ||
| 8607 | 2015.12.18 05:52 | modify | 1785 | 0.05 | 122.878 | 123.050 | 0.000 | ||
| 8608 | 2015.12.18 05:52 | modify | 1785 | 0.05 | 122.878 | 123.062 | 0.000 | ||
| 8609 | 2015.12.18 05:52 | modify | 1785 | 0.05 | 122.878 | 123.072 | 0.000 | ||
| 8610 | 2015.12.18 05:52 | modify | 1785 | 0.05 | 122.878 | 123.086 | 0.000 | ||
| 8611 | 2015.12.18 05:52 | modify | 1785 | 0.05 | 122.878 | 123.096 | 0.000 | ||
| 8612 | 2015.12.18 05:57 | s/l | 1785 | 0.05 | 123.096 | 123.096 | 0.000 | 8.85 | 12563.11 |
| 8613 | 2015.12.22 17:11 | sell | 1786 | 0.10 | 120.766 | 0.000 | 0.000 | ||
| 8614 | 2015.12.22 17:11 | modify | 1786 | 0.10 | 120.766 | 121.016 | 0.000 | ||
| 8615 | 2015.12.22 18:00 | close | 1786 | 0.05 | 120.894 | 121.016 | 0.000 | -5.29 | 12557.82 |
| 8616 | 2015.12.22 18:00 | sell | 1787 | 0.05 | 120.766 | 121.016 | 0.000 | ||
| 8617 | 2015.12.22 20:06 | s/l | 1787 | 0.05 | 121.016 | 121.016 | 0.000 | -10.33 | 12547.49 |
| 8618 | 2015.12.24 04:06 | sell | 1788 | 0.10 | 120.795 | 0.000 | 0.000 | ||
| 8619 | 2015.12.24 04:06 | modify | 1788 | 0.10 | 120.795 | 121.045 | 0.000 | ||
| 8620 | 2015.12.24 04:51 | close | 1788 | 0.05 | 120.694 | 121.045 | 0.000 | 4.18 | 12551.67 |
| 8621 | 2015.12.24 04:51 | sell | 1789 | 0.05 | 120.795 | 121.045 | 0.000 | ||
| 8622 | 2015.12.24 09:53 | modify | 1789 | 0.05 | 120.795 | 120.745 | 0.000 | ||
| 8623 | 2015.12.28 03:14 | close | 1789 | 0.05 | 120.467 | 120.745 | 0.000 | 12.62 | 12564.29 |
| 8624 | 2015.12.30 00:40 | buy | 1790 | 0.10 | 120.510 | 0.000 | 0.000 | ||
| 8625 | 2015.12.30 00:40 | modify | 1790 | 0.10 | 120.510 | 120.260 | 0.000 | ||
| 8626 | 2015.12.30 03:00 | close | 1790 | 0.05 | 120.516 | 120.260 | 0.000 | 0.25 | 12564.54 |
| 8627 | 2015.12.30 03:00 | buy | 1791 | 0.05 | 120.510 | 120.260 | 0.000 | ||
| 8628 | 2015.12.30 07:46 | close | 1791 | 0.05 | 120.349 | 120.260 | 0.000 | -6.69 | 12557.85 |
| 8629 | 2015.12.30 15:38 | buy | 1792 | 0.10 | 120.577 | 0.000 | 0.000 | ||
| 8630 | 2015.12.30 15:38 | modify | 1792 | 0.10 | 120.577 | 120.327 | 0.000 | ||
| 8631 | 2015.12.31 01:00 | close | 1792 | 0.05 | 120.498 | 120.327 | 0.000 | -2.53 | 12555.32 |
| 8632 | 2015.12.31 01:00 | buy | 1793 | 0.05 | 120.577 | 120.327 | 0.000 | ||
| 8633 | 2015.12.31 01:52 | close | 1793 | 0.05 | 120.438 | 120.327 | 0.000 | -5.02 | 12550.30 |
| 8634 | 2015.12.31 16:50 | sell | 1794 | 0.10 | 120.312 | 0.000 | 0.000 | ||
| 8635 | 2015.12.31 16:50 | modify | 1794 | 0.10 | 120.312 | 120.562 | 0.000 | ||
| 8636 | 2015.12.31 17:17 | close | 1794 | 0.05 | 120.211 | 120.562 | 0.000 | 4.20 | 12554.50 |
| 8637 | 2015.12.31 17:17 | sell | 1795 | 0.05 | 120.312 | 120.562 | 0.000 | ||
| 8638 | 2016.01.04 04:00 | modify | 1795 | 0.05 | 120.312 | 120.262 | 0.000 | ||
| 8639 | 2016.01.04 04:05 | modify | 1795 | 0.05 | 120.312 | 120.161 | 0.000 | ||
| 8640 | 2016.01.04 04:05 | modify | 1795 | 0.05 | 120.312 | 120.150 | 0.000 | ||
| 8641 | 2016.01.04 04:31 | modify | 1795 | 0.05 | 120.312 | 120.139 | 0.000 | ||
| 8642 | 2016.01.04 04:36 | modify | 1795 | 0.05 | 120.312 | 120.128 | 0.000 | ||
| 8643 | 2016.01.04 04:36 | modify | 1795 | 0.05 | 120.312 | 120.116 | 0.000 | ||
| 8644 | 2016.01.04 04:40 | modify | 1795 | 0.05 | 120.312 | 120.104 | 0.000 | ||
| 8645 | 2016.01.04 06:15 | modify | 1795 | 0.05 | 120.312 | 120.093 | 0.000 | ||
| 8646 | 2016.01.04 06:16 | modify | 1795 | 0.05 | 120.312 | 120.082 | 0.000 | ||
| 8647 | 2016.01.04 06:16 | modify | 1795 | 0.05 | 120.312 | 120.071 | 0.000 | ||
| 8648 | 2016.01.04 06:16 | modify | 1795 | 0.05 | 120.312 | 120.060 | 0.000 | ||
| 8649 | 2016.01.04 06:16 | modify | 1795 | 0.05 | 120.312 | 120.049 | 0.000 | ||
| 8650 | 2016.01.04 06:16 | modify | 1795 | 0.05 | 120.312 | 120.038 | 0.000 | ||
| 8651 | 2016.01.04 06:16 | modify | 1795 | 0.05 | 120.312 | 120.027 | 0.000 | ||
| 8652 | 2016.01.04 06:18 | modify | 1795 | 0.05 | 120.312 | 120.015 | 0.000 | ||
| 8653 | 2016.01.04 06:18 | modify | 1795 | 0.05 | 120.312 | 120.002 | 0.000 | ||
| 8654 | 2016.01.04 06:24 | modify | 1795 | 0.05 | 120.312 | 119.990 | 0.000 | ||
| 8655 | 2016.01.04 06:25 | modify | 1795 | 0.05 | 120.312 | 119.979 | 0.000 | ||
| 8656 | 2016.01.04 06:26 | modify | 1795 | 0.05 | 120.312 | 119.968 | 0.000 | ||
| 8657 | 2016.01.04 06:26 | modify | 1795 | 0.05 | 120.312 | 119.956 | 0.000 | ||
| 8658 | 2016.01.04 06:47 | modify | 1795 | 0.05 | 120.312 | 119.943 | 0.000 | ||
| 8659 | 2016.01.04 06:47 | modify | 1795 | 0.05 | 120.312 | 119.932 | 0.000 | ||
| 8660 | 2016.01.04 06:47 | modify | 1795 | 0.05 | 120.312 | 119.921 | 0.000 | ||
| 8661 | 2016.01.04 07:16 | modify | 1795 | 0.05 | 120.312 | 119.911 | 0.000 | ||
| 8662 | 2016.01.04 07:32 | modify | 1795 | 0.05 | 120.312 | 119.900 | 0.000 | ||
| 8663 | 2016.01.04 07:32 | modify | 1795 | 0.05 | 120.312 | 119.889 | 0.000 | ||
| 8664 | 2016.01.04 07:32 | modify | 1795 | 0.05 | 120.312 | 119.878 | 0.000 | ||
| 8665 | 2016.01.04 07:34 | modify | 1795 | 0.05 | 120.312 | 119.865 | 0.000 | ||
| 8666 | 2016.01.04 07:36 | modify | 1795 | 0.05 | 120.312 | 119.854 | 0.000 | ||
| 8667 | 2016.01.04 07:36 | modify | 1795 | 0.05 | 120.312 | 119.843 | 0.000 | ||
| 8668 | 2016.01.04 07:39 | modify | 1795 | 0.05 | 120.312 | 119.832 | 0.000 | ||
| 8669 | 2016.01.04 07:39 | modify | 1795 | 0.05 | 120.312 | 119.820 | 0.000 | ||
| 8670 | 2016.01.04 07:39 | modify | 1795 | 0.05 | 120.312 | 119.807 | 0.000 | ||
| 8671 | 2016.01.04 07:39 | modify | 1795 | 0.05 | 120.312 | 119.795 | 0.000 | ||
| 8672 | 2016.01.04 07:39 | modify | 1795 | 0.05 | 120.312 | 119.782 | 0.000 | ||
| 8673 | 2016.01.04 07:39 | modify | 1795 | 0.05 | 120.312 | 119.770 | 0.000 | ||
| 8674 | 2016.01.04 07:40 | modify | 1795 | 0.05 | 120.312 | 119.759 | 0.000 | ||
| 8675 | 2016.01.04 07:41 | modify | 1795 | 0.05 | 120.312 | 119.748 | 0.000 | ||
| 8676 | 2016.01.04 07:44 | modify | 1795 | 0.05 | 120.312 | 119.737 | 0.000 | ||
| 8677 | 2016.01.04 07:47 | modify | 1795 | 0.05 | 120.312 | 119.726 | 0.000 | ||
| 8678 | 2016.01.04 07:47 | modify | 1795 | 0.05 | 120.312 | 119.714 | 0.000 | ||
| 8679 | 2016.01.04 07:48 | modify | 1795 | 0.05 | 120.312 | 119.703 | 0.000 | ||
| 8680 | 2016.01.04 07:48 | modify | 1795 | 0.05 | 120.312 | 119.692 | 0.000 | ||
| 8681 | 2016.01.04 09:10 | modify | 1795 | 0.05 | 120.312 | 119.681 | 0.000 | ||
| 8682 | 2016.01.04 09:10 | modify | 1795 | 0.05 | 120.312 | 119.670 | 0.000 | ||
| 8683 | 2016.01.04 09:11 | modify | 1795 | 0.05 | 120.312 | 119.658 | 0.000 | ||
| 8684 | 2016.01.04 09:11 | modify | 1795 | 0.05 | 120.312 | 119.647 | 0.000 | ||
| 8685 | 2016.01.04 09:11 | modify | 1795 | 0.05 | 120.312 | 119.636 | 0.000 | ||
| 8686 | 2016.01.04 09:13 | modify | 1795 | 0.05 | 120.312 | 119.625 | 0.000 | ||
| 8687 | 2016.01.04 09:13 | modify | 1795 | 0.05 | 120.312 | 119.614 | 0.000 | ||
| 8688 | 2016.01.04 09:39 | modify | 1795 | 0.05 | 120.312 | 119.602 | 0.000 | ||
| 8689 | 2016.01.04 09:40 | modify | 1795 | 0.05 | 120.312 | 119.591 | 0.000 | ||
| 8690 | 2016.01.04 09:45 | modify | 1795 | 0.05 | 120.312 | 119.578 | 0.000 | ||
| 8691 | 2016.01.04 09:45 | modify | 1795 | 0.05 | 120.312 | 119.566 | 0.000 | ||
| 8692 | 2016.01.04 09:45 | modify | 1795 | 0.05 | 120.312 | 119.553 | 0.000 | ||
| 8693 | 2016.01.04 09:45 | modify | 1795 | 0.05 | 120.312 | 119.542 | 0.000 | ||
| 8694 | 2016.01.04 09:46 | modify | 1795 | 0.05 | 120.312 | 119.531 | 0.000 | ||
| 8695 | 2016.01.04 09:46 | modify | 1795 | 0.05 | 120.312 | 119.520 | 0.000 | ||
| 8696 | 2016.01.04 09:46 | modify | 1795 | 0.05 | 120.312 | 119.508 | 0.000 | ||
| 8697 | 2016.01.04 09:47 | modify | 1795 | 0.05 | 120.312 | 119.496 | 0.000 | ||
| 8698 | 2016.01.04 09:48 | modify | 1795 | 0.05 | 120.312 | 119.485 | 0.000 | ||
| 8699 | 2016.01.04 09:48 | modify | 1795 | 0.05 | 120.312 | 119.473 | 0.000 | ||
| 8700 | 2016.01.04 09:48 | modify | 1795 | 0.05 | 120.312 | 119.462 | 0.000 | ||