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 |
| 751 | 2009.12.03 15:09 | modify | 98 | 0.05 | 87.381 | 87.532 | 0.000 | ||
| 752 | 2009.12.03 15:09 | modify | 98 | 0.05 | 87.381 | 87.543 | 0.000 | ||
| 753 | 2009.12.03 15:10 | modify | 98 | 0.05 | 87.381 | 87.554 | 0.000 | ||
| 754 | 2009.12.03 15:10 | modify | 98 | 0.05 | 87.381 | 87.565 | 0.000 | ||
| 755 | 2009.12.03 15:10 | modify | 98 | 0.05 | 87.381 | 87.575 | 0.000 | ||
| 756 | 2009.12.03 15:10 | modify | 98 | 0.05 | 87.381 | 87.586 | 0.000 | ||
| 757 | 2009.12.03 15:11 | modify | 98 | 0.05 | 87.381 | 87.596 | 0.000 | ||
| 758 | 2009.12.03 15:12 | modify | 98 | 0.05 | 87.381 | 87.607 | 0.000 | ||
| 759 | 2009.12.03 15:12 | modify | 98 | 0.05 | 87.381 | 87.618 | 0.000 | ||
| 760 | 2009.12.03 15:16 | modify | 98 | 0.05 | 87.381 | 87.628 | 0.000 | ||
| 761 | 2009.12.03 15:16 | modify | 98 | 0.05 | 87.381 | 87.639 | 0.000 | ||
| 762 | 2009.12.03 15:16 | modify | 98 | 0.05 | 87.381 | 87.649 | 0.000 | ||
| 763 | 2009.12.03 15:16 | modify | 98 | 0.05 | 87.381 | 87.660 | 0.000 | ||
| 764 | 2009.12.03 15:16 | modify | 98 | 0.05 | 87.381 | 87.670 | 0.000 | ||
| 765 | 2009.12.03 15:17 | modify | 98 | 0.05 | 87.381 | 87.681 | 0.000 | ||
| 766 | 2009.12.03 15:17 | modify | 98 | 0.05 | 87.381 | 87.691 | 0.000 | ||
| 767 | 2009.12.03 15:21 | modify | 98 | 0.05 | 87.381 | 87.702 | 0.000 | ||
| 768 | 2009.12.03 15:21 | modify | 98 | 0.05 | 87.381 | 87.712 | 0.000 | ||
| 769 | 2009.12.03 15:22 | modify | 98 | 0.05 | 87.381 | 87.723 | 0.000 | ||
| 770 | 2009.12.03 15:30 | modify | 98 | 0.05 | 87.381 | 87.733 | 0.000 | ||
| 771 | 2009.12.03 15:30 | modify | 98 | 0.05 | 87.381 | 87.745 | 0.000 | ||
| 772 | 2009.12.03 15:31 | modify | 98 | 0.05 | 87.381 | 87.757 | 0.000 | ||
| 773 | 2009.12.03 15:31 | modify | 98 | 0.05 | 87.381 | 87.769 | 0.000 | ||
| 774 | 2009.12.03 15:31 | modify | 98 | 0.05 | 87.381 | 87.780 | 0.000 | ||
| 775 | 2009.12.03 15:31 | modify | 98 | 0.05 | 87.381 | 87.791 | 0.000 | ||
| 776 | 2009.12.03 15:31 | modify | 98 | 0.05 | 87.381 | 87.801 | 0.000 | ||
| 777 | 2009.12.03 15:31 | modify | 98 | 0.05 | 87.381 | 87.813 | 0.000 | ||
| 778 | 2009.12.03 15:36 | modify | 98 | 0.05 | 87.381 | 87.824 | 0.000 | ||
| 779 | 2009.12.03 15:36 | modify | 98 | 0.05 | 87.381 | 87.834 | 0.000 | ||
| 780 | 2009.12.03 15:36 | modify | 98 | 0.05 | 87.381 | 87.845 | 0.000 | ||
| 781 | 2009.12.03 16:19 | modify | 98 | 0.05 | 87.381 | 87.855 | 0.000 | ||
| 782 | 2009.12.03 16:19 | modify | 98 | 0.05 | 87.381 | 87.866 | 0.000 | ||
| 783 | 2009.12.03 16:20 | modify | 98 | 0.05 | 87.381 | 87.877 | 0.000 | ||
| 784 | 2009.12.03 16:20 | modify | 98 | 0.05 | 87.381 | 87.887 | 0.000 | ||
| 785 | 2009.12.03 16:20 | modify | 98 | 0.05 | 87.381 | 87.898 | 0.000 | ||
| 786 | 2009.12.03 16:21 | modify | 98 | 0.05 | 87.381 | 87.908 | 0.000 | ||
| 787 | 2009.12.03 16:25 | modify | 98 | 0.05 | 87.381 | 87.920 | 0.000 | ||
| 788 | 2009.12.03 16:26 | modify | 98 | 0.05 | 87.381 | 87.940 | 0.000 | ||
| 789 | 2009.12.03 16:26 | modify | 98 | 0.05 | 87.381 | 87.950 | 0.000 | ||
| 790 | 2009.12.03 16:26 | modify | 98 | 0.05 | 87.381 | 87.961 | 0.000 | ||
| 791 | 2009.12.03 16:27 | modify | 98 | 0.05 | 87.381 | 87.972 | 0.000 | ||
| 792 | 2009.12.03 16:27 | modify | 98 | 0.05 | 87.381 | 87.982 | 0.000 | ||
| 793 | 2009.12.03 16:27 | modify | 98 | 0.05 | 87.381 | 87.993 | 0.000 | ||
| 794 | 2009.12.03 16:27 | modify | 98 | 0.05 | 87.381 | 88.003 | 0.000 | ||
| 795 | 2009.12.03 16:27 | modify | 98 | 0.05 | 87.381 | 88.014 | 0.000 | ||
| 796 | 2009.12.04 02:21 | close | 98 | 0.03 | 88.050 | 88.014 | 0.000 | 23.39 | 10324.42 |
| 797 | 2009.12.04 02:21 | buy | 99 | 0.02 | 87.381 | 88.014 | 0.000 | ||
| 798 | 2009.12.04 02:22 | s/l | 99 | 0.02 | 88.014 | 88.014 | 0.000 | 14.78 | 10339.20 |
| 799 | 2009.12.11 03:59 | buy | 100 | 0.10 | 88.451 | 0.000 | 0.000 | ||
| 800 | 2009.12.11 03:59 | modify | 100 | 0.10 | 88.451 | 88.201 | 0.000 | ||
| 801 | 2009.12.11 04:18 | close | 100 | 0.05 | 88.553 | 88.201 | 0.000 | 5.76 | 10344.96 |
| 802 | 2009.12.11 04:18 | buy | 101 | 0.05 | 88.451 | 88.201 | 0.000 | ||
| 803 | 2009.12.11 08:00 | close | 101 | 0.05 | 88.860 | 88.201 | 0.000 | 23.01 | 10367.97 |
| 804 | 2009.12.24 07:43 | sell | 102 | 0.10 | 91.298 | 0.000 | 0.000 | ||
| 805 | 2009.12.24 07:43 | modify | 102 | 0.10 | 91.298 | 91.548 | 0.000 | ||
| 806 | 2009.12.24 10:00 | close | 102 | 0.05 | 91.230 | 91.548 | 0.000 | 3.73 | 10371.70 |
| 807 | 2009.12.24 10:00 | sell | 103 | 0.05 | 91.298 | 91.548 | 0.000 | ||
| 808 | 2009.12.24 15:30 | s/l | 103 | 0.05 | 91.548 | 91.548 | 0.000 | -13.65 | 10358.05 |
| 809 | 2009.12.29 15:24 | buy | 104 | 0.10 | 91.799 | 0.000 | 0.000 | ||
| 810 | 2009.12.29 15:24 | modify | 104 | 0.10 | 91.799 | 91.549 | 0.000 | ||
| 811 | 2009.12.29 18:13 | close | 104 | 0.05 | 91.961 | 91.549 | 0.000 | 8.81 | 10366.86 |
| 812 | 2009.12.29 18:13 | buy | 105 | 0.05 | 91.799 | 91.549 | 0.000 | ||
| 813 | 2009.12.30 03:31 | modify | 105 | 0.05 | 91.799 | 91.849 | 0.000 | ||
| 814 | 2009.12.30 15:58 | modify | 105 | 0.05 | 91.799 | 91.950 | 0.000 | ||
| 815 | 2009.12.30 15:59 | modify | 105 | 0.05 | 91.799 | 91.970 | 0.000 | ||
| 816 | 2009.12.30 16:06 | modify | 105 | 0.05 | 91.799 | 91.980 | 0.000 | ||
| 817 | 2009.12.30 16:42 | modify | 105 | 0.05 | 91.799 | 91.991 | 0.000 | ||
| 818 | 2009.12.30 16:45 | modify | 105 | 0.05 | 91.799 | 92.002 | 0.000 | ||
| 819 | 2009.12.30 16:46 | modify | 105 | 0.05 | 91.799 | 92.012 | 0.000 | ||
| 820 | 2009.12.30 16:47 | modify | 105 | 0.05 | 91.799 | 92.023 | 0.000 | ||
| 821 | 2009.12.30 16:47 | modify | 105 | 0.05 | 91.799 | 92.034 | 0.000 | ||
| 822 | 2009.12.30 16:47 | modify | 105 | 0.05 | 91.799 | 92.045 | 0.000 | ||
| 823 | 2009.12.30 16:47 | modify | 105 | 0.05 | 91.799 | 92.056 | 0.000 | ||
| 824 | 2009.12.30 16:48 | modify | 105 | 0.05 | 91.799 | 92.066 | 0.000 | ||
| 825 | 2009.12.30 16:48 | modify | 105 | 0.05 | 91.799 | 92.078 | 0.000 | ||
| 826 | 2009.12.30 16:48 | modify | 105 | 0.05 | 91.799 | 92.089 | 0.000 | ||
| 827 | 2009.12.30 17:27 | modify | 105 | 0.05 | 91.799 | 92.099 | 0.000 | ||
| 828 | 2009.12.30 17:28 | modify | 105 | 0.05 | 91.799 | 92.110 | 0.000 | ||
| 829 | 2009.12.30 17:36 | modify | 105 | 0.05 | 91.799 | 92.121 | 0.000 | ||
| 830 | 2009.12.30 17:36 | modify | 105 | 0.05 | 91.799 | 92.131 | 0.000 | ||
| 831 | 2009.12.30 17:36 | modify | 105 | 0.05 | 91.799 | 92.142 | 0.000 | ||
| 832 | 2009.12.30 17:36 | modify | 105 | 0.05 | 91.799 | 92.152 | 0.000 | ||
| 833 | 2009.12.30 17:36 | modify | 105 | 0.05 | 91.799 | 92.163 | 0.000 | ||
| 834 | 2009.12.30 17:36 | modify | 105 | 0.05 | 91.799 | 92.173 | 0.000 | ||
| 835 | 2009.12.30 17:39 | modify | 105 | 0.05 | 91.799 | 92.184 | 0.000 | ||
| 836 | 2009.12.30 17:40 | modify | 105 | 0.05 | 91.799 | 92.194 | 0.000 | ||
| 837 | 2009.12.30 17:40 | modify | 105 | 0.05 | 91.799 | 92.205 | 0.000 | ||
| 838 | 2009.12.30 17:40 | modify | 105 | 0.05 | 91.799 | 92.215 | 0.000 | ||
| 839 | 2009.12.30 17:40 | modify | 105 | 0.05 | 91.799 | 92.226 | 0.000 | ||
| 840 | 2009.12.30 17:41 | modify | 105 | 0.05 | 91.799 | 92.236 | 0.000 | ||
| 841 | 2009.12.30 17:41 | modify | 105 | 0.05 | 91.799 | 92.247 | 0.000 | ||
| 842 | 2009.12.30 17:41 | modify | 105 | 0.05 | 91.799 | 92.260 | 0.000 | ||
| 843 | 2009.12.30 17:41 | modify | 105 | 0.05 | 91.799 | 92.271 | 0.000 | ||
| 844 | 2009.12.30 17:42 | modify | 105 | 0.05 | 91.799 | 92.282 | 0.000 | ||
| 845 | 2009.12.30 17:45 | modify | 105 | 0.05 | 91.799 | 92.292 | 0.000 | ||
| 846 | 2009.12.30 20:02 | s/l | 105 | 0.05 | 92.292 | 92.292 | 0.000 | 26.95 | 10393.81 |
| 847 | 2010.01.14 04:45 | buy | 106 | 0.10 | 91.566 | 0.000 | 0.000 | ||
| 848 | 2010.01.14 04:45 | modify | 106 | 0.10 | 91.566 | 91.316 | 0.000 | ||
| 849 | 2010.01.14 04:59 | close | 106 | 0.05 | 91.670 | 91.316 | 0.000 | 5.67 | 10399.48 |
| 850 | 2010.01.14 04:59 | buy | 107 | 0.05 | 91.566 | 91.316 | 0.000 | ||
| 851 | 2010.01.14 09:50 | modify | 107 | 0.05 | 91.566 | 91.616 | 0.000 | ||
| 852 | 2010.01.14 15:30 | s/l | 107 | 0.05 | 91.616 | 91.616 | 0.000 | 2.73 | 10402.21 |
| 853 | 2010.01.19 00:38 | sell | 108 | 0.10 | 90.608 | 0.000 | 0.000 | ||
| 854 | 2010.01.19 00:38 | modify | 108 | 0.10 | 90.608 | 90.858 | 0.000 | ||
| 855 | 2010.01.19 02:00 | close | 108 | 0.05 | 90.710 | 90.858 | 0.000 | -5.62 | 10396.59 |
| 856 | 2010.01.19 02:00 | sell | 109 | 0.05 | 90.608 | 90.858 | 0.000 | ||
| 857 | 2010.01.19 02:56 | close | 109 | 0.03 | 90.760 | 90.858 | 0.000 | -5.02 | 10391.57 |
| 858 | 2010.01.19 02:56 | sell | 110 | 0.02 | 90.608 | 90.858 | 0.000 | ||
| 859 | 2010.01.19 12:19 | close | 110 | 0.02 | 90.747 | 90.858 | 0.000 | -3.06 | 10388.51 |
| 860 | 2010.01.20 05:01 | buy | 111 | 0.10 | 91.262 | 0.000 | 0.000 | ||
| 861 | 2010.01.20 05:01 | modify | 111 | 0.10 | 91.262 | 91.012 | 0.000 | ||
| 862 | 2010.01.20 06:00 | close | 111 | 0.05 | 91.250 | 91.012 | 0.000 | -0.66 | 10387.85 |
| 863 | 2010.01.20 06:00 | buy | 112 | 0.05 | 91.262 | 91.012 | 0.000 | ||
| 864 | 2010.01.20 07:27 | close | 112 | 0.03 | 91.082 | 91.012 | 0.000 | -5.93 | 10381.92 |
| 865 | 2010.01.20 07:27 | buy | 113 | 0.02 | 91.262 | 91.012 | 0.000 | ||
| 866 | 2010.01.20 09:06 | close | 113 | 0.02 | 91.050 | 91.012 | 0.000 | -4.66 | 10377.26 |
| 867 | 2010.01.21 04:22 | buy | 114 | 0.10 | 91.464 | 0.000 | 0.000 | ||
| 868 | 2010.01.21 04:22 | modify | 114 | 0.10 | 91.464 | 91.214 | 0.000 | ||
| 869 | 2010.01.21 07:00 | close | 114 | 0.05 | 91.570 | 91.214 | 0.000 | 5.79 | 10383.05 |
| 870 | 2010.01.21 07:00 | buy | 115 | 0.05 | 91.464 | 91.214 | 0.000 | ||
| 871 | 2010.01.21 13:36 | modify | 115 | 0.05 | 91.464 | 91.514 | 0.000 | ||
| 872 | 2010.01.21 17:23 | close | 115 | 0.03 | 91.525 | 91.514 | 0.000 | 2.00 | 10385.05 |
| 873 | 2010.01.21 17:23 | buy | 116 | 0.02 | 91.464 | 91.514 | 0.000 | ||
| 874 | 2010.01.21 17:23 | s/l | 116 | 0.02 | 91.514 | 91.514 | 0.000 | 1.10 | 10386.15 |
| 875 | 2010.01.26 01:44 | buy | 117 | 0.10 | 90.355 | 0.000 | 0.000 | ||
| 876 | 2010.01.26 01:44 | modify | 117 | 0.10 | 90.355 | 90.105 | 0.000 | ||
| 877 | 2010.01.26 03:00 | close | 117 | 0.05 | 90.380 | 90.105 | 0.000 | 1.38 | 10387.53 |
| 878 | 2010.01.26 03:00 | buy | 118 | 0.05 | 90.355 | 90.105 | 0.000 | ||
| 879 | 2010.01.26 05:07 | s/l | 118 | 0.05 | 90.105 | 90.105 | 0.000 | -13.87 | 10373.66 |
| 880 | 2010.02.03 10:27 | sell | 119 | 0.10 | 90.249 | 0.000 | 0.000 | ||
| 881 | 2010.02.03 10:27 | modify | 119 | 0.10 | 90.249 | 90.499 | 0.000 | ||
| 882 | 2010.02.03 10:37 | close | 119 | 0.05 | 90.147 | 90.499 | 0.000 | 5.66 | 10379.32 |
| 883 | 2010.02.03 10:37 | sell | 120 | 0.05 | 90.249 | 90.499 | 0.000 | ||
| 884 | 2010.02.03 12:51 | close | 120 | 0.03 | 90.478 | 90.499 | 0.000 | -7.59 | 10371.73 |
| 885 | 2010.02.03 12:51 | sell | 121 | 0.02 | 90.249 | 90.499 | 0.000 | ||
| 886 | 2010.02.03 13:13 | s/l | 121 | 0.02 | 90.499 | 90.499 | 0.000 | -5.52 | 10366.21 |
| 887 | 2010.02.09 08:46 | buy | 122 | 0.10 | 89.567 | 0.000 | 0.000 | ||
| 888 | 2010.02.09 08:46 | modify | 122 | 0.10 | 89.567 | 89.317 | 0.000 | ||
| 889 | 2010.02.09 10:00 | close | 122 | 0.05 | 89.540 | 89.317 | 0.000 | -1.51 | 10364.70 |
| 890 | 2010.02.09 10:00 | buy | 123 | 0.05 | 89.567 | 89.317 | 0.000 | ||
| 891 | 2010.02.09 16:51 | close | 123 | 0.03 | 89.400 | 89.317 | 0.000 | -5.60 | 10359.10 |
| 892 | 2010.02.09 16:51 | buy | 124 | 0.02 | 89.567 | 89.317 | 0.000 | ||
| 893 | 2010.02.09 17:43 | s/l | 124 | 0.02 | 89.317 | 89.317 | 0.000 | -5.60 | 10353.50 |
| 894 | 2010.02.10 00:18 | buy | 125 | 0.10 | 89.804 | 0.000 | 0.000 | ||
| 895 | 2010.02.10 00:18 | modify | 125 | 0.10 | 89.804 | 89.554 | 0.000 | ||
| 896 | 2010.02.10 02:00 | close | 125 | 0.05 | 89.800 | 89.554 | 0.000 | -0.22 | 10353.28 |
| 897 | 2010.02.10 02:00 | buy | 126 | 0.05 | 89.804 | 89.554 | 0.000 | ||
| 898 | 2010.02.10 07:22 | close | 126 | 0.03 | 89.586 | 89.554 | 0.000 | -7.30 | 10345.98 |
| 899 | 2010.02.10 07:22 | buy | 127 | 0.02 | 89.804 | 89.554 | 0.000 | ||
| 900 | 2010.02.10 07:23 | s/l | 127 | 0.02 | 89.554 | 89.554 | 0.000 | -5.58 | 10340.40 |