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 |
| 8851 | 2016.02.19 03:52 | modify | 1813 | 0.05 | 113.599 | 113.235 | 0.000 | ||
| 8852 | 2016.02.19 03:52 | modify | 1813 | 0.05 | 113.599 | 113.223 | 0.000 | ||
| 8853 | 2016.02.19 03:52 | modify | 1813 | 0.05 | 113.599 | 113.212 | 0.000 | ||
| 8854 | 2016.02.19 03:52 | modify | 1813 | 0.05 | 113.599 | 113.201 | 0.000 | ||
| 8855 | 2016.02.19 03:52 | modify | 1813 | 0.05 | 113.599 | 113.190 | 0.000 | ||
| 8856 | 2016.02.19 03:52 | modify | 1813 | 0.05 | 113.599 | 113.178 | 0.000 | ||
| 8857 | 2016.02.19 03:53 | modify | 1813 | 0.05 | 113.599 | 113.167 | 0.000 | ||
| 8858 | 2016.02.19 08:00 | close | 1813 | 0.05 | 113.061 | 113.167 | 0.000 | 23.29 | 12685.47 |
| 8859 | 2016.02.29 23:51 | sell | 1814 | 0.10 | 112.652 | 0.000 | 0.000 | ||
| 8860 | 2016.02.29 23:51 | modify | 1814 | 0.10 | 112.652 | 112.902 | 0.000 | ||
| 8861 | 2016.03.01 00:28 | close | 1814 | 0.05 | 112.422 | 112.902 | 0.000 | 9.73 | 12695.21 |
| 8862 | 2016.03.01 00:28 | sell | 1815 | 0.05 | 112.652 | 112.902 | 0.000 | ||
| 8863 | 2016.03.01 00:28 | modify | 1815 | 0.05 | 112.652 | 112.602 | 0.000 | ||
| 8864 | 2016.03.01 06:48 | s/l | 1815 | 0.05 | 112.602 | 112.602 | 0.000 | 1.72 | 12696.93 |
| 8865 | 2016.03.08 02:27 | sell | 1816 | 0.10 | 113.212 | 0.000 | 0.000 | ||
| 8866 | 2016.03.08 02:27 | modify | 1816 | 0.10 | 113.212 | 113.462 | 0.000 | ||
| 8867 | 2016.03.08 02:30 | close | 1816 | 0.05 | 113.111 | 113.462 | 0.000 | 4.46 | 12701.39 |
| 8868 | 2016.03.08 02:30 | sell | 1817 | 0.05 | 113.212 | 113.462 | 0.000 | ||
| 8869 | 2016.03.08 03:45 | modify | 1817 | 0.05 | 113.212 | 113.162 | 0.000 | ||
| 8870 | 2016.03.08 06:43 | s/l | 1817 | 0.05 | 113.162 | 113.162 | 0.000 | 2.21 | 12703.60 |
| 8871 | 2016.03.09 12:08 | sell | 1818 | 0.10 | 112.396 | 0.000 | 0.000 | ||
| 8872 | 2016.03.09 12:08 | modify | 1818 | 0.10 | 112.396 | 112.646 | 0.000 | ||
| 8873 | 2016.03.09 12:08 | close | 1818 | 0.05 | 112.290 | 112.646 | 0.000 | 4.72 | 12708.32 |
| 8874 | 2016.03.09 12:08 | sell | 1819 | 0.05 | 112.396 | 112.646 | 0.000 | ||
| 8875 | 2016.03.09 15:13 | close | 1819 | 0.03 | 112.604 | 112.646 | 0.000 | -5.54 | 12702.78 |
| 8876 | 2016.03.09 15:13 | sell | 1820 | 0.02 | 112.396 | 112.646 | 0.000 | ||
| 8877 | 2016.03.09 15:13 | s/l | 1820 | 0.02 | 112.646 | 112.646 | 0.000 | -4.44 | 12698.34 |
| 8878 | 2016.03.14 04:28 | buy | 1821 | 0.10 | 114.004 | 0.000 | 0.000 | ||
| 8879 | 2016.03.14 04:28 | modify | 1821 | 0.10 | 114.004 | 113.754 | 0.000 | ||
| 8880 | 2016.03.14 05:00 | close | 1821 | 0.05 | 113.924 | 113.754 | 0.000 | -3.51 | 12694.83 |
| 8881 | 2016.03.14 05:00 | buy | 1822 | 0.05 | 114.004 | 113.754 | 0.000 | ||
| 8882 | 2016.03.14 07:44 | s/l | 1822 | 0.05 | 113.754 | 113.754 | 0.000 | -10.99 | 12683.84 |
| 8883 | 2016.03.15 05:47 | buy | 1823 | 0.10 | 114.008 | 0.000 | 0.000 | ||
| 8884 | 2016.03.15 05:47 | modify | 1823 | 0.10 | 114.008 | 113.758 | 0.000 | ||
| 8885 | 2016.03.15 05:47 | s/l | 1823 | 0.10 | 113.758 | 113.758 | 0.000 | -21.98 | 12661.86 |
| 8886 | 2016.03.15 06:31 | buy | 1824 | 0.10 | 114.023 | 0.000 | 0.000 | ||
| 8887 | 2016.03.15 06:31 | modify | 1824 | 0.10 | 114.023 | 113.773 | 0.000 | ||
| 8888 | 2016.03.15 06:32 | s/l | 1824 | 0.10 | 113.773 | 113.773 | 0.000 | -21.98 | 12639.88 |
| 8889 | 2016.03.16 17:19 | buy | 1825 | 0.10 | 113.799 | 0.000 | 0.000 | ||
| 8890 | 2016.03.16 17:19 | modify | 1825 | 0.10 | 113.799 | 113.549 | 0.000 | ||
| 8891 | 2016.03.16 21:00 | close | 1825 | 0.05 | 113.568 | 113.549 | 0.000 | -10.17 | 12629.71 |
| 8892 | 2016.03.16 21:00 | buy | 1826 | 0.05 | 113.799 | 113.549 | 0.000 | ||
| 8893 | 2016.03.16 21:00 | s/l | 1826 | 0.05 | 113.549 | 113.549 | 0.000 | -11.01 | 12618.70 |
| 8894 | 2016.03.21 16:15 | buy | 1827 | 0.10 | 111.759 | 0.000 | 0.000 | ||
| 8895 | 2016.03.21 16:15 | modify | 1827 | 0.10 | 111.759 | 111.509 | 0.000 | ||
| 8896 | 2016.03.22 01:47 | modify | 1827 | 0.10 | 111.759 | 111.809 | 0.000 | ||
| 8897 | 2016.03.22 10:00 | close | 1827 | 0.05 | 112.047 | 111.809 | 0.000 | 13.10 | 12631.80 |
| 8898 | 2016.03.22 10:00 | buy | 1828 | 0.05 | 111.759 | 111.809 | 0.000 | ||
| 8899 | 2016.03.22 10:29 | close | 1828 | 0.03 | 111.906 | 111.809 | 0.000 | 4.09 | 12635.89 |
| 8900 | 2016.03.22 10:29 | buy | 1829 | 0.02 | 111.759 | 111.809 | 0.000 | ||
| 8901 | 2016.03.22 10:33 | close | 1829 | 0.02 | 111.841 | 111.809 | 0.000 | 1.57 | 12637.46 |
| 8902 | 2016.03.23 11:06 | buy | 1830 | 0.10 | 112.492 | 0.000 | 0.000 | ||
| 8903 | 2016.03.23 11:06 | modify | 1830 | 0.10 | 112.492 | 112.242 | 0.000 | ||
| 8904 | 2016.03.23 12:02 | close | 1830 | 0.05 | 112.677 | 112.242 | 0.000 | 8.21 | 12645.67 |
| 8905 | 2016.03.23 12:02 | buy | 1831 | 0.05 | 112.492 | 112.242 | 0.000 | ||
| 8906 | 2016.03.23 16:07 | modify | 1831 | 0.05 | 112.492 | 112.542 | 0.000 | ||
| 8907 | 2016.03.23 20:56 | s/l | 1831 | 0.05 | 112.542 | 112.542 | 0.000 | 2.22 | 12647.89 |
| 8908 | 2016.03.28 03:21 | buy | 1832 | 0.10 | 113.481 | 0.000 | 0.000 | ||
| 8909 | 2016.03.28 03:21 | modify | 1832 | 0.10 | 113.481 | 113.231 | 0.000 | ||
| 8910 | 2016.03.28 09:00 | close | 1832 | 0.05 | 113.517 | 113.231 | 0.000 | 1.59 | 12649.48 |
| 8911 | 2016.03.28 09:00 | buy | 1833 | 0.05 | 113.481 | 113.231 | 0.000 | ||
| 8912 | 2016.03.28 15:30 | close | 1833 | 0.05 | 113.402 | 113.231 | 0.000 | -3.48 | 12646.00 |
| 8913 | 2016.03.29 07:19 | buy | 1834 | 0.10 | 113.687 | 0.000 | 0.000 | ||
| 8914 | 2016.03.29 07:19 | modify | 1834 | 0.10 | 113.687 | 113.437 | 0.000 | ||
| 8915 | 2016.03.29 15:32 | s/l | 1834 | 0.10 | 113.437 | 113.437 | 0.000 | -22.04 | 12623.96 |
| 8916 | 2016.04.01 04:54 | sell | 1835 | 0.10 | 112.097 | 0.000 | 0.000 | ||
| 8917 | 2016.04.01 04:54 | modify | 1835 | 0.10 | 112.097 | 112.347 | 0.000 | ||
| 8918 | 2016.04.01 06:00 | close | 1835 | 0.05 | 112.207 | 112.347 | 0.000 | -4.90 | 12619.06 |
| 8919 | 2016.04.01 06:00 | sell | 1836 | 0.05 | 112.097 | 112.347 | 0.000 | ||
| 8920 | 2016.04.01 08:00 | close | 1836 | 0.05 | 112.239 | 112.347 | 0.000 | -6.33 | 12612.73 |
| 8921 | 2016.05.25 11:31 | buy | 1837 | 0.10 | 110.198 | 0.000 | 0.000 | ||
| 8922 | 2016.05.25 11:31 | modify | 1837 | 0.10 | 110.198 | 109.948 | 0.000 | ||
| 8923 | 2016.05.25 18:00 | close | 1837 | 0.05 | 110.269 | 109.948 | 0.000 | 3.22 | 12615.95 |
| 8924 | 2016.05.25 18:00 | buy | 1838 | 0.05 | 110.198 | 109.948 | 0.000 | ||
| 8925 | 2016.05.25 21:59 | close | 1838 | 0.03 | 110.051 | 109.948 | 0.000 | -4.01 | 12611.94 |
| 8926 | 2016.05.25 21:59 | buy | 1839 | 0.02 | 110.198 | 109.948 | 0.000 | ||
| 8927 | 2016.05.26 03:03 | close | 1839 | 0.02 | 110.047 | 109.948 | 0.000 | -2.44 | 12609.50 |
| 8928 | 2016.05.31 18:56 | sell | 1840 | 0.10 | 110.782 | 0.000 | 0.000 | ||
| 8929 | 2016.05.31 18:56 | modify | 1840 | 0.10 | 110.782 | 111.032 | 0.000 | ||
| 8930 | 2016.06.01 00:00 | close | 1840 | 0.05 | 110.708 | 111.032 | 0.000 | 2.84 | 12612.34 |
| 8931 | 2016.06.01 00:00 | sell | 1841 | 0.05 | 110.782 | 111.032 | 0.000 | ||
| 8932 | 2016.06.01 03:10 | modify | 1841 | 0.05 | 110.782 | 110.732 | 0.000 | ||
| 8933 | 2016.06.01 04:33 | s/l | 1841 | 0.05 | 110.732 | 110.732 | 0.000 | 1.76 | 12614.11 |
| 8934 | 2016.06.01 08:02 | sell | 1842 | 0.10 | 110.404 | 0.000 | 0.000 | ||
| 8935 | 2016.06.01 08:02 | modify | 1842 | 0.10 | 110.404 | 110.654 | 0.000 | ||
| 8936 | 2016.06.01 08:02 | close | 1842 | 0.05 | 110.301 | 110.654 | 0.000 | 4.67 | 12618.78 |
| 8937 | 2016.06.01 08:02 | sell | 1843 | 0.05 | 110.404 | 110.654 | 0.000 | ||
| 8938 | 2016.06.01 08:04 | modify | 1843 | 0.05 | 110.404 | 110.354 | 0.000 | ||
| 8939 | 2016.06.01 08:26 | modify | 1843 | 0.05 | 110.404 | 110.248 | 0.000 | ||
| 8940 | 2016.06.01 08:26 | modify | 1843 | 0.05 | 110.404 | 110.237 | 0.000 | ||
| 8941 | 2016.06.01 08:26 | modify | 1843 | 0.05 | 110.404 | 110.217 | 0.000 | ||
| 8942 | 2016.06.01 08:26 | modify | 1843 | 0.05 | 110.404 | 110.197 | 0.000 | ||
| 8943 | 2016.06.01 08:26 | modify | 1843 | 0.05 | 110.404 | 110.178 | 0.000 | ||
| 8944 | 2016.06.01 08:26 | modify | 1843 | 0.05 | 110.404 | 110.158 | 0.000 | ||
| 8945 | 2016.06.01 08:26 | modify | 1843 | 0.05 | 110.404 | 110.138 | 0.000 | ||
| 8946 | 2016.06.01 08:26 | modify | 1843 | 0.05 | 110.404 | 110.119 | 0.000 | ||
| 8947 | 2016.06.01 08:26 | modify | 1843 | 0.05 | 110.404 | 110.099 | 0.000 | ||
| 8948 | 2016.06.01 10:45 | s/l | 1843 | 0.05 | 110.099 | 110.099 | 0.000 | 13.85 | 12632.63 |
| 8949 | 2016.06.06 23:00 | buy | 1844 | 0.10 | 107.587 | 0.000 | 0.000 | ||
| 8950 | 2016.06.06 23:00 | modify | 1844 | 0.10 | 107.587 | 107.337 | 0.000 | ||
| 8951 | 2016.06.07 00:00 | close | 1844 | 0.05 | 107.534 | 107.337 | 0.000 | -2.21 | 12630.42 |
| 8952 | 2016.06.07 00:00 | buy | 1845 | 0.05 | 107.587 | 107.337 | 0.000 | ||
| 8953 | 2016.06.07 03:04 | s/l | 1845 | 0.05 | 107.337 | 107.337 | 0.000 | -11.40 | 12619.02 |
| 8954 | 2016.06.08 04:10 | sell | 1846 | 0.10 | 106.939 | 0.000 | 0.000 | ||
| 8955 | 2016.06.08 04:10 | modify | 1846 | 0.10 | 106.939 | 107.189 | 0.000 | ||
| 8956 | 2016.06.08 04:44 | close | 1846 | 0.05 | 106.838 | 107.189 | 0.000 | 4.73 | 12623.75 |
| 8957 | 2016.06.08 04:44 | sell | 1847 | 0.05 | 106.939 | 107.189 | 0.000 | ||
| 8958 | 2016.06.08 06:35 | s/l | 1847 | 0.05 | 107.189 | 107.189 | 0.000 | -11.66 | 12612.09 |
| 8959 | 2016.06.08 17:03 | sell | 1848 | 0.10 | 106.709 | 0.000 | 0.000 | ||
| 8960 | 2016.06.08 17:03 | modify | 1848 | 0.10 | 106.709 | 106.959 | 0.000 | ||
| 8961 | 2016.06.08 21:56 | s/l | 1848 | 0.10 | 106.959 | 106.959 | 0.000 | -23.37 | 12588.72 |
| 8962 | 2016.06.09 04:50 | sell | 1849 | 0.10 | 106.577 | 0.000 | 0.000 | ||
| 8963 | 2016.06.09 04:50 | modify | 1849 | 0.10 | 106.577 | 106.827 | 0.000 | ||
| 8964 | 2016.06.09 15:00 | close | 1849 | 0.05 | 106.497 | 106.827 | 0.000 | 3.76 | 12592.48 |
| 8965 | 2016.06.09 15:00 | sell | 1850 | 0.05 | 106.577 | 106.827 | 0.000 | ||
| 8966 | 2016.06.09 20:20 | close | 1850 | 0.05 | 106.735 | 106.827 | 0.000 | -7.40 | 12585.08 |
| 8967 | 2016.06.15 10:18 | buy | 1851 | 0.10 | 106.341 | 0.000 | 0.000 | ||
| 8968 | 2016.06.15 10:18 | modify | 1851 | 0.10 | 106.341 | 106.091 | 0.000 | ||
| 8969 | 2016.06.15 11:00 | close | 1851 | 0.05 | 106.240 | 106.091 | 0.000 | -4.75 | 12580.33 |
| 8970 | 2016.06.15 11:00 | buy | 1852 | 0.05 | 106.341 | 106.091 | 0.000 | ||
| 8971 | 2016.06.15 15:45 | s/l | 1852 | 0.05 | 106.091 | 106.091 | 0.000 | -11.78 | 12568.55 |
| 8972 | 2016.06.16 05:35 | sell | 1853 | 0.10 | 105.401 | 0.000 | 0.000 | ||
| 8973 | 2016.06.16 05:35 | modify | 1853 | 0.10 | 105.401 | 105.651 | 0.000 | ||
| 8974 | 2016.06.16 05:35 | close | 1853 | 0.05 | 105.298 | 105.651 | 0.000 | 4.89 | 12573.44 |
| 8975 | 2016.06.16 05:35 | sell | 1854 | 0.05 | 105.401 | 105.651 | 0.000 | ||
| 8976 | 2016.06.16 05:45 | modify | 1854 | 0.05 | 105.401 | 105.351 | 0.000 | ||
| 8977 | 2016.06.16 05:45 | modify | 1854 | 0.05 | 105.401 | 105.237 | 0.000 | ||
| 8978 | 2016.06.16 05:45 | modify | 1854 | 0.05 | 105.401 | 105.221 | 0.000 | ||
| 8979 | 2016.06.16 05:45 | modify | 1854 | 0.05 | 105.401 | 105.205 | 0.000 | ||
| 8980 | 2016.06.16 05:45 | modify | 1854 | 0.05 | 105.401 | 105.188 | 0.000 | ||
| 8981 | 2016.06.16 05:45 | modify | 1854 | 0.05 | 105.401 | 105.172 | 0.000 | ||
| 8982 | 2016.06.16 05:45 | modify | 1854 | 0.05 | 105.401 | 105.156 | 0.000 | ||
| 8983 | 2016.06.16 05:45 | modify | 1854 | 0.05 | 105.401 | 105.140 | 0.000 | ||
| 8984 | 2016.06.16 05:45 | modify | 1854 | 0.05 | 105.401 | 105.123 | 0.000 | ||
| 8985 | 2016.06.16 05:45 | modify | 1854 | 0.05 | 105.401 | 105.107 | 0.000 | ||
| 8986 | 2016.06.16 05:45 | modify | 1854 | 0.05 | 105.401 | 105.091 | 0.000 | ||
| 8987 | 2016.06.16 05:45 | modify | 1854 | 0.05 | 105.401 | 105.075 | 0.000 | ||
| 8988 | 2016.06.16 05:45 | modify | 1854 | 0.05 | 105.401 | 105.058 | 0.000 | ||
| 8989 | 2016.06.16 05:45 | modify | 1854 | 0.05 | 105.401 | 105.042 | 0.000 | ||
| 8990 | 2016.06.16 05:45 | modify | 1854 | 0.05 | 105.401 | 105.026 | 0.000 | ||
| 8991 | 2016.06.16 05:45 | modify | 1854 | 0.05 | 105.401 | 105.010 | 0.000 | ||
| 8992 | 2016.06.16 05:45 | modify | 1854 | 0.05 | 105.401 | 104.993 | 0.000 | ||
| 8993 | 2016.06.16 05:45 | modify | 1854 | 0.05 | 105.401 | 104.977 | 0.000 | ||
| 8994 | 2016.06.16 07:30 | modify | 1854 | 0.05 | 105.401 | 104.964 | 0.000 | ||
| 8995 | 2016.06.16 07:30 | modify | 1854 | 0.05 | 105.401 | 104.952 | 0.000 | ||
| 8996 | 2016.06.16 07:30 | modify | 1854 | 0.05 | 105.401 | 104.941 | 0.000 | ||
| 8997 | 2016.06.16 07:30 | modify | 1854 | 0.05 | 105.401 | 104.926 | 0.000 | ||
| 8998 | 2016.06.16 07:30 | modify | 1854 | 0.05 | 105.401 | 104.915 | 0.000 | ||
| 8999 | 2016.06.16 07:30 | modify | 1854 | 0.05 | 105.401 | 104.905 | 0.000 | ||
| 9000 | 2016.06.16 07:30 | modify | 1854 | 0.05 | 105.401 | 104.894 | 0.000 | ||