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 |
| 9001 | 2016.06.16 07:30 | modify | 1854 | 0.05 | 105.401 | 104.881 | 0.000 | ||
| 9002 | 2016.06.16 07:30 | modify | 1854 | 0.05 | 105.401 | 104.869 | 0.000 | ||
| 9003 | 2016.06.16 07:30 | modify | 1854 | 0.05 | 105.401 | 104.856 | 0.000 | ||
| 9004 | 2016.06.16 07:30 | modify | 1854 | 0.05 | 105.401 | 104.844 | 0.000 | ||
| 9005 | 2016.06.16 07:30 | modify | 1854 | 0.05 | 105.401 | 104.831 | 0.000 | ||
| 9006 | 2016.06.16 07:30 | modify | 1854 | 0.05 | 105.401 | 104.819 | 0.000 | ||
| 9007 | 2016.06.16 07:30 | modify | 1854 | 0.05 | 105.401 | 104.806 | 0.000 | ||
| 9008 | 2016.06.16 07:30 | modify | 1854 | 0.05 | 105.401 | 104.794 | 0.000 | ||
| 9009 | 2016.06.16 07:50 | modify | 1854 | 0.05 | 105.401 | 104.782 | 0.000 | ||
| 9010 | 2016.06.16 07:50 | modify | 1854 | 0.05 | 105.401 | 104.769 | 0.000 | ||
| 9011 | 2016.06.16 07:50 | modify | 1854 | 0.05 | 105.401 | 104.758 | 0.000 | ||
| 9012 | 2016.06.16 07:50 | modify | 1854 | 0.05 | 105.401 | 104.746 | 0.000 | ||
| 9013 | 2016.06.16 07:50 | modify | 1854 | 0.05 | 105.401 | 104.735 | 0.000 | ||
| 9014 | 2016.06.16 07:50 | modify | 1854 | 0.05 | 105.401 | 104.723 | 0.000 | ||
| 9015 | 2016.06.16 07:50 | modify | 1854 | 0.05 | 105.401 | 104.711 | 0.000 | ||
| 9016 | 2016.06.16 07:50 | modify | 1854 | 0.05 | 105.401 | 104.699 | 0.000 | ||
| 9017 | 2016.06.16 07:50 | modify | 1854 | 0.05 | 105.401 | 104.688 | 0.000 | ||
| 9018 | 2016.06.16 07:50 | modify | 1854 | 0.05 | 105.401 | 104.677 | 0.000 | ||
| 9019 | 2016.06.16 07:50 | modify | 1854 | 0.05 | 105.401 | 104.666 | 0.000 | ||
| 9020 | 2016.06.16 07:50 | modify | 1854 | 0.05 | 105.401 | 104.655 | 0.000 | ||
| 9021 | 2016.06.16 07:50 | modify | 1854 | 0.05 | 105.401 | 104.643 | 0.000 | ||
| 9022 | 2016.06.16 07:50 | modify | 1854 | 0.05 | 105.401 | 104.632 | 0.000 | ||
| 9023 | 2016.06.16 08:02 | modify | 1854 | 0.05 | 105.401 | 104.621 | 0.000 | ||
| 9024 | 2016.06.16 08:02 | modify | 1854 | 0.05 | 105.401 | 104.609 | 0.000 | ||
| 9025 | 2016.06.16 08:03 | modify | 1854 | 0.05 | 105.401 | 104.598 | 0.000 | ||
| 9026 | 2016.06.16 08:03 | modify | 1854 | 0.05 | 105.401 | 104.587 | 0.000 | ||
| 9027 | 2016.06.16 08:07 | modify | 1854 | 0.05 | 105.401 | 104.575 | 0.000 | ||
| 9028 | 2016.06.16 08:07 | modify | 1854 | 0.05 | 105.401 | 104.564 | 0.000 | ||
| 9029 | 2016.06.16 08:07 | modify | 1854 | 0.05 | 105.401 | 104.552 | 0.000 | ||
| 9030 | 2016.06.16 08:07 | modify | 1854 | 0.05 | 105.401 | 104.542 | 0.000 | ||
| 9031 | 2016.06.16 08:07 | modify | 1854 | 0.05 | 105.401 | 104.530 | 0.000 | ||
| 9032 | 2016.06.16 08:07 | modify | 1854 | 0.05 | 105.401 | 104.519 | 0.000 | ||
| 9033 | 2016.06.16 08:09 | modify | 1854 | 0.05 | 105.401 | 104.508 | 0.000 | ||
| 9034 | 2016.06.16 08:18 | modify | 1854 | 0.05 | 105.401 | 104.497 | 0.000 | ||
| 9035 | 2016.06.16 08:18 | modify | 1854 | 0.05 | 105.401 | 104.486 | 0.000 | ||
| 9036 | 2016.06.16 08:18 | modify | 1854 | 0.05 | 105.401 | 104.475 | 0.000 | ||
| 9037 | 2016.06.16 08:18 | modify | 1854 | 0.05 | 105.401 | 104.464 | 0.000 | ||
| 9038 | 2016.06.16 09:21 | modify | 1854 | 0.05 | 105.401 | 104.452 | 0.000 | ||
| 9039 | 2016.06.16 09:21 | modify | 1854 | 0.05 | 105.401 | 104.441 | 0.000 | ||
| 9040 | 2016.06.16 09:21 | modify | 1854 | 0.05 | 105.401 | 104.429 | 0.000 | ||
| 9041 | 2016.06.16 09:21 | modify | 1854 | 0.05 | 105.401 | 104.417 | 0.000 | ||
| 9042 | 2016.06.16 09:21 | modify | 1854 | 0.05 | 105.401 | 104.406 | 0.000 | ||
| 9043 | 2016.06.16 09:36 | modify | 1854 | 0.05 | 105.401 | 104.390 | 0.000 | ||
| 9044 | 2016.06.16 09:36 | modify | 1854 | 0.05 | 105.401 | 104.377 | 0.000 | ||
| 9045 | 2016.06.16 09:36 | modify | 1854 | 0.05 | 105.401 | 104.363 | 0.000 | ||
| 9046 | 2016.06.16 09:36 | modify | 1854 | 0.05 | 105.401 | 104.350 | 0.000 | ||
| 9047 | 2016.06.16 09:36 | modify | 1854 | 0.05 | 105.401 | 104.333 | 0.000 | ||
| 9048 | 2016.06.16 09:36 | modify | 1854 | 0.05 | 105.401 | 104.316 | 0.000 | ||
| 9049 | 2016.06.16 09:36 | modify | 1854 | 0.05 | 105.401 | 104.300 | 0.000 | ||
| 9050 | 2016.06.16 09:36 | modify | 1854 | 0.05 | 105.401 | 104.283 | 0.000 | ||
| 9051 | 2016.06.16 09:36 | modify | 1854 | 0.05 | 105.401 | 104.266 | 0.000 | ||
| 9052 | 2016.06.16 09:36 | modify | 1854 | 0.05 | 105.401 | 104.249 | 0.000 | ||
| 9053 | 2016.06.16 09:36 | modify | 1854 | 0.05 | 105.401 | 104.233 | 0.000 | ||
| 9054 | 2016.06.16 09:36 | modify | 1854 | 0.05 | 105.401 | 104.216 | 0.000 | ||
| 9055 | 2016.06.16 09:37 | modify | 1854 | 0.05 | 105.401 | 104.204 | 0.000 | ||
| 9056 | 2016.06.16 09:37 | modify | 1854 | 0.05 | 105.401 | 104.192 | 0.000 | ||
| 9057 | 2016.06.16 09:37 | modify | 1854 | 0.05 | 105.401 | 104.180 | 0.000 | ||
| 9058 | 2016.06.16 09:37 | modify | 1854 | 0.05 | 105.401 | 104.170 | 0.000 | ||
| 9059 | 2016.06.16 09:37 | modify | 1854 | 0.05 | 105.401 | 104.159 | 0.000 | ||
| 9060 | 2016.06.16 09:37 | modify | 1854 | 0.05 | 105.401 | 104.149 | 0.000 | ||
| 9061 | 2016.06.16 09:38 | modify | 1854 | 0.05 | 105.401 | 104.137 | 0.000 | ||
| 9062 | 2016.06.16 09:38 | modify | 1854 | 0.05 | 105.401 | 104.126 | 0.000 | ||
| 9063 | 2016.06.16 09:38 | modify | 1854 | 0.05 | 105.401 | 104.114 | 0.000 | ||
| 9064 | 2016.06.16 09:38 | modify | 1854 | 0.05 | 105.401 | 104.102 | 0.000 | ||
| 9065 | 2016.06.16 09:38 | modify | 1854 | 0.05 | 105.401 | 104.090 | 0.000 | ||
| 9066 | 2016.06.16 09:38 | modify | 1854 | 0.05 | 105.401 | 104.078 | 0.000 | ||
| 9067 | 2016.06.16 09:38 | modify | 1854 | 0.05 | 105.401 | 104.067 | 0.000 | ||
| 9068 | 2016.06.16 09:56 | modify | 1854 | 0.05 | 105.401 | 104.055 | 0.000 | ||
| 9069 | 2016.06.16 09:56 | modify | 1854 | 0.05 | 105.401 | 104.042 | 0.000 | ||
| 9070 | 2016.06.16 09:56 | modify | 1854 | 0.05 | 105.401 | 104.028 | 0.000 | ||
| 9071 | 2016.06.16 09:56 | modify | 1854 | 0.05 | 105.401 | 104.015 | 0.000 | ||
| 9072 | 2016.06.16 09:56 | modify | 1854 | 0.05 | 105.401 | 104.002 | 0.000 | ||
| 9073 | 2016.06.16 10:30 | s/l | 1854 | 0.05 | 104.002 | 104.002 | 0.000 | 67.26 | 12640.70 |
| 9074 | 2016.06.20 20:14 | sell | 1855 | 0.10 | 104.089 | 0.000 | 0.000 | ||
| 9075 | 2016.06.20 20:14 | modify | 1855 | 0.10 | 104.089 | 104.339 | 0.000 | ||
| 9076 | 2016.06.20 20:14 | close | 1855 | 0.05 | 103.986 | 104.339 | 0.000 | 4.95 | 12645.65 |
| 9077 | 2016.06.20 20:14 | sell | 1856 | 0.05 | 104.089 | 104.339 | 0.000 | ||
| 9078 | 2016.06.21 03:00 | modify | 1856 | 0.05 | 104.089 | 104.039 | 0.000 | ||
| 9079 | 2016.06.21 04:49 | s/l | 1856 | 0.05 | 104.039 | 104.039 | 0.000 | 1.90 | 12647.55 |
| 9080 | 2016.06.21 21:12 | buy | 1857 | 0.10 | 104.787 | 0.000 | 0.000 | ||
| 9081 | 2016.06.21 21:12 | modify | 1857 | 0.10 | 104.787 | 104.537 | 0.000 | ||
| 9082 | 2016.06.21 22:00 | close | 1857 | 0.05 | 104.752 | 104.537 | 0.000 | -1.67 | 12645.88 |
| 9083 | 2016.06.21 22:00 | buy | 1858 | 0.05 | 104.787 | 104.537 | 0.000 | ||
| 9084 | 2016.06.22 03:58 | close | 1858 | 0.03 | 104.551 | 104.537 | 0.000 | -6.62 | 12639.26 |
| 9085 | 2016.06.22 03:58 | buy | 1859 | 0.02 | 104.787 | 104.537 | 0.000 | ||
| 9086 | 2016.06.22 03:58 | s/l | 1859 | 0.02 | 104.537 | 104.537 | 0.000 | -4.68 | 12634.58 |
| 9087 | 2016.06.23 09:10 | sell | 1860 | 0.10 | 104.299 | 0.000 | 0.000 | ||
| 9088 | 2016.06.23 09:10 | modify | 1860 | 0.10 | 104.299 | 104.549 | 0.000 | ||
| 9089 | 2016.06.23 09:10 | close | 1860 | 0.05 | 104.191 | 104.549 | 0.000 | 5.18 | 12639.76 |
| 9090 | 2016.06.23 09:10 | sell | 1861 | 0.05 | 104.299 | 104.549 | 0.000 | ||
| 9091 | 2016.06.23 10:29 | s/l | 1861 | 0.05 | 104.549 | 104.549 | 0.000 | -11.95 | 12627.81 |
| 9092 | 2016.06.23 12:19 | buy | 1862 | 0.10 | 104.974 | 0.000 | 0.000 | ||
| 9093 | 2016.06.23 12:19 | modify | 1862 | 0.10 | 104.974 | 104.724 | 0.000 | ||
| 9094 | 2016.06.23 13:16 | close | 1862 | 0.05 | 105.115 | 104.724 | 0.000 | 6.71 | 12634.52 |
| 9095 | 2016.06.23 13:16 | buy | 1863 | 0.05 | 104.974 | 104.724 | 0.000 | ||
| 9096 | 2016.06.23 13:33 | modify | 1863 | 0.05 | 104.974 | 105.024 | 0.000 | ||
| 9097 | 2016.06.23 13:36 | modify | 1863 | 0.05 | 104.974 | 105.125 | 0.000 | ||
| 9098 | 2016.06.23 13:36 | modify | 1863 | 0.05 | 104.974 | 105.140 | 0.000 | ||
| 9099 | 2016.06.23 13:36 | modify | 1863 | 0.05 | 104.974 | 105.154 | 0.000 | ||
| 9100 | 2016.06.23 13:36 | modify | 1863 | 0.05 | 104.974 | 105.169 | 0.000 | ||
| 9101 | 2016.06.23 13:36 | modify | 1863 | 0.05 | 104.974 | 105.180 | 0.000 | ||
| 9102 | 2016.06.23 13:36 | modify | 1863 | 0.05 | 104.974 | 105.191 | 0.000 | ||
| 9103 | 2016.06.23 13:36 | modify | 1863 | 0.05 | 104.974 | 105.202 | 0.000 | ||
| 9104 | 2016.06.23 13:36 | modify | 1863 | 0.05 | 104.974 | 105.213 | 0.000 | ||
| 9105 | 2016.06.23 13:36 | modify | 1863 | 0.05 | 104.974 | 105.224 | 0.000 | ||
| 9106 | 2016.06.23 13:36 | modify | 1863 | 0.05 | 104.974 | 105.235 | 0.000 | ||
| 9107 | 2016.06.23 13:36 | modify | 1863 | 0.05 | 104.974 | 105.246 | 0.000 | ||
| 9108 | 2016.06.23 13:36 | modify | 1863 | 0.05 | 104.974 | 105.257 | 0.000 | ||
| 9109 | 2016.06.23 13:36 | modify | 1863 | 0.05 | 104.974 | 105.268 | 0.000 | ||
| 9110 | 2016.06.23 13:36 | modify | 1863 | 0.05 | 104.974 | 105.280 | 0.000 | ||
| 9111 | 2016.06.23 13:36 | modify | 1863 | 0.05 | 104.974 | 105.291 | 0.000 | ||
| 9112 | 2016.06.23 13:36 | modify | 1863 | 0.05 | 104.974 | 105.302 | 0.000 | ||
| 9113 | 2016.06.23 13:36 | modify | 1863 | 0.05 | 104.974 | 105.313 | 0.000 | ||
| 9114 | 2016.06.23 13:36 | modify | 1863 | 0.05 | 104.974 | 105.324 | 0.000 | ||
| 9115 | 2016.06.23 13:36 | modify | 1863 | 0.05 | 104.974 | 105.335 | 0.000 | ||
| 9116 | 2016.06.23 13:44 | modify | 1863 | 0.05 | 104.974 | 105.345 | 0.000 | ||
| 9117 | 2016.06.23 13:44 | modify | 1863 | 0.05 | 104.974 | 105.355 | 0.000 | ||
| 9118 | 2016.06.23 13:44 | modify | 1863 | 0.05 | 104.974 | 105.368 | 0.000 | ||
| 9119 | 2016.06.23 13:44 | modify | 1863 | 0.05 | 104.974 | 105.380 | 0.000 | ||
| 9120 | 2016.06.23 13:44 | modify | 1863 | 0.05 | 104.974 | 105.392 | 0.000 | ||
| 9121 | 2016.06.23 15:56 | modify | 1863 | 0.05 | 104.974 | 105.404 | 0.000 | ||
| 9122 | 2016.06.23 15:56 | modify | 1863 | 0.05 | 104.974 | 105.415 | 0.000 | ||
| 9123 | 2016.06.23 15:56 | modify | 1863 | 0.05 | 104.974 | 105.427 | 0.000 | ||
| 9124 | 2016.06.23 15:56 | modify | 1863 | 0.05 | 104.974 | 105.438 | 0.000 | ||
| 9125 | 2016.06.23 15:56 | modify | 1863 | 0.05 | 104.974 | 105.450 | 0.000 | ||
| 9126 | 2016.06.23 15:56 | modify | 1863 | 0.05 | 104.974 | 105.462 | 0.000 | ||
| 9127 | 2016.06.23 15:56 | modify | 1863 | 0.05 | 104.974 | 105.473 | 0.000 | ||
| 9128 | 2016.06.23 15:57 | modify | 1863 | 0.05 | 104.974 | 105.483 | 0.000 | ||
| 9129 | 2016.06.23 15:57 | modify | 1863 | 0.05 | 104.974 | 105.494 | 0.000 | ||
| 9130 | 2016.06.23 15:57 | modify | 1863 | 0.05 | 104.974 | 105.505 | 0.000 | ||
| 9131 | 2016.06.23 15:57 | modify | 1863 | 0.05 | 104.974 | 105.515 | 0.000 | ||
| 9132 | 2016.06.23 15:59 | modify | 1863 | 0.05 | 104.974 | 105.527 | 0.000 | ||
| 9133 | 2016.06.23 15:59 | modify | 1863 | 0.05 | 104.974 | 105.538 | 0.000 | ||
| 9134 | 2016.06.23 15:59 | modify | 1863 | 0.05 | 104.974 | 105.548 | 0.000 | ||
| 9135 | 2016.06.23 15:59 | modify | 1863 | 0.05 | 104.974 | 105.559 | 0.000 | ||
| 9136 | 2016.06.23 16:00 | modify | 1863 | 0.05 | 104.974 | 105.570 | 0.000 | ||
| 9137 | 2016.06.23 16:52 | s/l | 1863 | 0.05 | 105.570 | 105.570 | 0.000 | 28.23 | 12662.75 |
| 9138 | 2016.06.28 11:11 | buy | 1864 | 0.10 | 102.324 | 0.000 | 0.000 | ||
| 9139 | 2016.06.28 11:11 | modify | 1864 | 0.10 | 102.324 | 102.074 | 0.000 | ||
| 9140 | 2016.06.28 11:59 | s/l | 1864 | 0.10 | 102.074 | 102.074 | 0.000 | -24.49 | 12638.26 |
| 9141 | 2016.06.29 23:20 | buy | 1865 | 0.10 | 102.866 | 0.000 | 0.000 | ||
| 9142 | 2016.06.29 23:20 | modify | 1865 | 0.10 | 102.866 | 102.616 | 0.000 | ||
| 9143 | 2016.06.30 00:00 | close | 1865 | 0.05 | 102.813 | 102.616 | 0.000 | -1.83 | 12636.43 |
| 9144 | 2016.06.30 00:00 | buy | 1866 | 0.05 | 102.866 | 102.616 | 0.000 | ||
| 9145 | 2016.06.30 04:37 | s/l | 1866 | 0.05 | 102.616 | 102.616 | 0.000 | -11.43 | 12625.01 |
| 9146 | 2016.06.30 18:01 | sell | 1867 | 0.10 | 102.442 | 0.000 | 0.000 | ||
| 9147 | 2016.06.30 18:01 | modify | 1867 | 0.10 | 102.442 | 102.692 | 0.000 | ||
| 9148 | 2016.06.30 18:29 | s/l | 1867 | 0.10 | 102.692 | 102.692 | 0.000 | -24.34 | 12600.67 |
| 9149 | 2016.06.30 19:18 | buy | 1868 | 0.10 | 103.020 | 0.000 | 0.000 | ||
| 9150 | 2016.06.30 19:18 | modify | 1868 | 0.10 | 103.020 | 102.770 | 0.000 | ||