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 |
| 9151 | 2016.06.30 19:23 | close | 1868 | 0.05 | 103.121 | 102.770 | 0.000 | 4.90 | 12605.57 |
| 9152 | 2016.06.30 19:23 | buy | 1869 | 0.05 | 103.020 | 102.770 | 0.000 | ||
| 9153 | 2016.07.01 00:42 | modify | 1869 | 0.05 | 103.020 | 103.070 | 0.000 | ||
| 9154 | 2016.07.01 02:55 | s/l | 1869 | 0.05 | 103.070 | 103.070 | 0.000 | 2.68 | 12608.25 |
| 9155 | 2016.07.04 03:00 | sell | 1870 | 0.10 | 102.430 | 0.000 | 0.000 | ||
| 9156 | 2016.07.04 03:00 | modify | 1870 | 0.10 | 102.430 | 102.680 | 0.000 | ||
| 9157 | 2016.07.04 04:02 | close | 1870 | 0.10 | 102.666 | 102.680 | 0.000 | -22.99 | 12585.26 |
| 9158 | 2016.07.05 03:05 | sell | 1871 | 0.10 | 102.411 | 0.000 | 0.000 | ||
| 9159 | 2016.07.05 03:05 | modify | 1871 | 0.10 | 102.411 | 102.661 | 0.000 | ||
| 9160 | 2016.07.05 03:20 | close | 1871 | 0.05 | 102.309 | 102.661 | 0.000 | 4.98 | 12590.24 |
| 9161 | 2016.07.05 03:20 | sell | 1872 | 0.05 | 102.411 | 102.661 | 0.000 | ||
| 9162 | 2016.07.05 04:28 | modify | 1872 | 0.05 | 102.411 | 102.361 | 0.000 | ||
| 9163 | 2016.07.05 10:10 | modify | 1872 | 0.05 | 102.411 | 102.260 | 0.000 | ||
| 9164 | 2016.07.05 10:18 | modify | 1872 | 0.05 | 102.411 | 102.249 | 0.000 | ||
| 9165 | 2016.07.05 10:19 | modify | 1872 | 0.05 | 102.411 | 102.238 | 0.000 | ||
| 9166 | 2016.07.05 10:19 | modify | 1872 | 0.05 | 102.411 | 102.227 | 0.000 | ||
| 9167 | 2016.07.05 10:37 | modify | 1872 | 0.05 | 102.411 | 102.216 | 0.000 | ||
| 9168 | 2016.07.05 10:37 | modify | 1872 | 0.05 | 102.411 | 102.205 | 0.000 | ||
| 9169 | 2016.07.05 10:37 | modify | 1872 | 0.05 | 102.411 | 102.194 | 0.000 | ||
| 9170 | 2016.07.05 10:37 | modify | 1872 | 0.05 | 102.411 | 102.183 | 0.000 | ||
| 9171 | 2016.07.05 10:38 | modify | 1872 | 0.05 | 102.411 | 102.173 | 0.000 | ||
| 9172 | 2016.07.05 10:38 | modify | 1872 | 0.05 | 102.411 | 102.162 | 0.000 | ||
| 9173 | 2016.07.05 11:00 | modify | 1872 | 0.05 | 102.411 | 102.150 | 0.000 | ||
| 9174 | 2016.07.05 11:29 | modify | 1872 | 0.05 | 102.411 | 102.139 | 0.000 | ||
| 9175 | 2016.07.05 11:36 | modify | 1872 | 0.05 | 102.411 | 102.127 | 0.000 | ||
| 9176 | 2016.07.05 11:42 | modify | 1872 | 0.05 | 102.411 | 102.116 | 0.000 | ||
| 9177 | 2016.07.05 11:53 | modify | 1872 | 0.05 | 102.411 | 102.105 | 0.000 | ||
| 9178 | 2016.07.05 13:04 | modify | 1872 | 0.05 | 102.411 | 102.094 | 0.000 | ||
| 9179 | 2016.07.05 15:58 | modify | 1872 | 0.05 | 102.411 | 102.083 | 0.000 | ||
| 9180 | 2016.07.05 15:59 | modify | 1872 | 0.05 | 102.411 | 102.071 | 0.000 | ||
| 9181 | 2016.07.05 16:03 | modify | 1872 | 0.05 | 102.411 | 102.059 | 0.000 | ||
| 9182 | 2016.07.05 16:03 | modify | 1872 | 0.05 | 102.411 | 102.048 | 0.000 | ||
| 9183 | 2016.07.05 16:03 | modify | 1872 | 0.05 | 102.411 | 102.037 | 0.000 | ||
| 9184 | 2016.07.05 16:51 | modify | 1872 | 0.05 | 102.411 | 102.027 | 0.000 | ||
| 9185 | 2016.07.05 16:59 | modify | 1872 | 0.05 | 102.411 | 102.016 | 0.000 | ||
| 9186 | 2016.07.05 16:59 | modify | 1872 | 0.05 | 102.411 | 102.005 | 0.000 | ||
| 9187 | 2016.07.05 16:59 | modify | 1872 | 0.05 | 102.411 | 101.994 | 0.000 | ||
| 9188 | 2016.07.05 17:00 | modify | 1872 | 0.05 | 102.411 | 101.983 | 0.000 | ||
| 9189 | 2016.07.05 17:00 | modify | 1872 | 0.05 | 102.411 | 101.971 | 0.000 | ||
| 9190 | 2016.07.05 17:02 | modify | 1872 | 0.05 | 102.411 | 101.960 | 0.000 | ||
| 9191 | 2016.07.05 17:09 | modify | 1872 | 0.05 | 102.411 | 101.949 | 0.000 | ||
| 9192 | 2016.07.05 17:10 | modify | 1872 | 0.05 | 102.411 | 101.938 | 0.000 | ||
| 9193 | 2016.07.05 17:10 | modify | 1872 | 0.05 | 102.411 | 101.926 | 0.000 | ||
| 9194 | 2016.07.05 17:10 | modify | 1872 | 0.05 | 102.411 | 101.914 | 0.000 | ||
| 9195 | 2016.07.05 17:11 | modify | 1872 | 0.05 | 102.411 | 101.903 | 0.000 | ||
| 9196 | 2016.07.06 02:05 | modify | 1872 | 0.05 | 102.411 | 101.891 | 0.000 | ||
| 9197 | 2016.07.06 02:22 | modify | 1872 | 0.05 | 102.411 | 101.880 | 0.000 | ||
| 9198 | 2016.07.06 02:22 | modify | 1872 | 0.05 | 102.411 | 101.868 | 0.000 | ||
| 9199 | 2016.07.06 02:22 | modify | 1872 | 0.05 | 102.411 | 101.857 | 0.000 | ||
| 9200 | 2016.07.06 02:22 | modify | 1872 | 0.05 | 102.411 | 101.838 | 0.000 | ||
| 9201 | 2016.07.06 02:22 | modify | 1872 | 0.05 | 102.411 | 101.820 | 0.000 | ||
| 9202 | 2016.07.06 02:22 | modify | 1872 | 0.05 | 102.411 | 101.802 | 0.000 | ||
| 9203 | 2016.07.06 02:22 | modify | 1872 | 0.05 | 102.411 | 101.792 | 0.000 | ||
| 9204 | 2016.07.06 02:22 | modify | 1872 | 0.05 | 102.411 | 101.774 | 0.000 | ||
| 9205 | 2016.07.06 02:22 | modify | 1872 | 0.05 | 102.411 | 101.758 | 0.000 | ||
| 9206 | 2016.07.06 02:22 | modify | 1872 | 0.05 | 102.411 | 101.740 | 0.000 | ||
| 9207 | 2016.07.06 02:22 | modify | 1872 | 0.05 | 102.411 | 101.721 | 0.000 | ||
| 9208 | 2016.07.06 02:22 | modify | 1872 | 0.05 | 102.411 | 101.703 | 0.000 | ||
| 9209 | 2016.07.06 02:22 | modify | 1872 | 0.05 | 102.411 | 101.685 | 0.000 | ||
| 9210 | 2016.07.06 02:22 | modify | 1872 | 0.05 | 102.411 | 101.666 | 0.000 | ||
| 9211 | 2016.07.06 02:22 | modify | 1872 | 0.05 | 102.411 | 101.650 | 0.000 | ||
| 9212 | 2016.07.06 02:22 | modify | 1872 | 0.05 | 102.411 | 101.639 | 0.000 | ||
| 9213 | 2016.07.06 02:22 | modify | 1872 | 0.05 | 102.411 | 101.627 | 0.000 | ||
| 9214 | 2016.07.06 02:22 | modify | 1872 | 0.05 | 102.411 | 101.616 | 0.000 | ||
| 9215 | 2016.07.06 02:22 | modify | 1872 | 0.05 | 102.411 | 101.604 | 0.000 | ||
| 9216 | 2016.07.06 02:22 | modify | 1872 | 0.05 | 102.411 | 101.593 | 0.000 | ||
| 9217 | 2016.07.06 02:22 | modify | 1872 | 0.05 | 102.411 | 101.581 | 0.000 | ||
| 9218 | 2016.07.06 02:22 | modify | 1872 | 0.05 | 102.411 | 101.570 | 0.000 | ||
| 9219 | 2016.07.06 02:22 | modify | 1872 | 0.05 | 102.411 | 101.558 | 0.000 | ||
| 9220 | 2016.07.06 02:22 | modify | 1872 | 0.05 | 102.411 | 101.547 | 0.000 | ||
| 9221 | 2016.07.06 02:22 | modify | 1872 | 0.05 | 102.411 | 101.535 | 0.000 | ||
| 9222 | 2016.07.06 02:22 | modify | 1872 | 0.05 | 102.411 | 101.524 | 0.000 | ||
| 9223 | 2016.07.06 02:22 | modify | 1872 | 0.05 | 102.411 | 101.512 | 0.000 | ||
| 9224 | 2016.07.06 02:22 | modify | 1872 | 0.05 | 102.411 | 101.501 | 0.000 | ||
| 9225 | 2016.07.06 04:03 | modify | 1872 | 0.05 | 102.411 | 101.488 | 0.000 | ||
| 9226 | 2016.07.06 04:03 | modify | 1872 | 0.05 | 102.411 | 101.476 | 0.000 | ||
| 9227 | 2016.07.06 04:03 | modify | 1872 | 0.05 | 102.411 | 101.465 | 0.000 | ||
| 9228 | 2016.07.06 04:03 | modify | 1872 | 0.05 | 102.411 | 101.452 | 0.000 | ||
| 9229 | 2016.07.06 04:03 | modify | 1872 | 0.05 | 102.411 | 101.437 | 0.000 | ||
| 9230 | 2016.07.06 04:03 | modify | 1872 | 0.05 | 102.411 | 101.423 | 0.000 | ||
| 9231 | 2016.07.06 04:03 | modify | 1872 | 0.05 | 102.411 | 101.408 | 0.000 | ||
| 9232 | 2016.07.06 04:03 | modify | 1872 | 0.05 | 102.411 | 101.394 | 0.000 | ||
| 9233 | 2016.07.06 04:10 | modify | 1872 | 0.05 | 102.411 | 101.382 | 0.000 | ||
| 9234 | 2016.07.06 04:15 | modify | 1872 | 0.05 | 102.411 | 101.370 | 0.000 | ||
| 9235 | 2016.07.06 04:17 | modify | 1872 | 0.05 | 102.411 | 101.359 | 0.000 | ||
| 9236 | 2016.07.06 04:17 | modify | 1872 | 0.05 | 102.411 | 101.348 | 0.000 | ||
| 9237 | 2016.07.06 04:17 | modify | 1872 | 0.05 | 102.411 | 101.336 | 0.000 | ||
| 9238 | 2016.07.06 04:23 | modify | 1872 | 0.05 | 102.411 | 101.324 | 0.000 | ||
| 9239 | 2016.07.06 04:24 | modify | 1872 | 0.05 | 102.411 | 101.313 | 0.000 | ||
| 9240 | 2016.07.06 04:24 | modify | 1872 | 0.05 | 102.411 | 101.301 | 0.000 | ||
| 9241 | 2016.07.06 04:24 | modify | 1872 | 0.05 | 102.411 | 101.289 | 0.000 | ||
| 9242 | 2016.07.06 04:24 | modify | 1872 | 0.05 | 102.411 | 101.277 | 0.000 | ||
| 9243 | 2016.07.06 04:24 | modify | 1872 | 0.05 | 102.411 | 101.266 | 0.000 | ||
| 9244 | 2016.07.06 04:25 | modify | 1872 | 0.05 | 102.411 | 101.255 | 0.000 | ||
| 9245 | 2016.07.06 05:05 | modify | 1872 | 0.05 | 102.411 | 101.243 | 0.000 | ||
| 9246 | 2016.07.06 05:05 | modify | 1872 | 0.05 | 102.411 | 101.231 | 0.000 | ||
| 9247 | 2016.07.06 05:05 | modify | 1872 | 0.05 | 102.411 | 101.220 | 0.000 | ||
| 9248 | 2016.07.06 05:05 | modify | 1872 | 0.05 | 102.411 | 101.206 | 0.000 | ||
| 9249 | 2016.07.06 05:05 | modify | 1872 | 0.05 | 102.411 | 101.195 | 0.000 | ||
| 9250 | 2016.07.06 05:05 | modify | 1872 | 0.05 | 102.411 | 101.184 | 0.000 | ||
| 9251 | 2016.07.06 05:05 | modify | 1872 | 0.05 | 102.411 | 101.172 | 0.000 | ||
| 9252 | 2016.07.06 05:05 | modify | 1872 | 0.05 | 102.411 | 101.161 | 0.000 | ||
| 9253 | 2016.07.06 05:05 | modify | 1872 | 0.05 | 102.411 | 101.148 | 0.000 | ||
| 9254 | 2016.07.06 05:05 | modify | 1872 | 0.05 | 102.411 | 101.134 | 0.000 | ||
| 9255 | 2016.07.06 05:05 | modify | 1872 | 0.05 | 102.411 | 101.120 | 0.000 | ||
| 9256 | 2016.07.06 05:05 | modify | 1872 | 0.05 | 102.411 | 101.106 | 0.000 | ||
| 9257 | 2016.07.06 05:05 | modify | 1872 | 0.05 | 102.411 | 101.091 | 0.000 | ||
| 9258 | 2016.07.06 05:06 | modify | 1872 | 0.05 | 102.411 | 101.080 | 0.000 | ||
| 9259 | 2016.07.06 05:13 | modify | 1872 | 0.05 | 102.411 | 101.068 | 0.000 | ||
| 9260 | 2016.07.06 05:13 | modify | 1872 | 0.05 | 102.411 | 101.056 | 0.000 | ||
| 9261 | 2016.07.06 05:13 | modify | 1872 | 0.05 | 102.411 | 101.045 | 0.000 | ||
| 9262 | 2016.07.06 05:13 | modify | 1872 | 0.05 | 102.411 | 101.033 | 0.000 | ||
| 9263 | 2016.07.06 06:36 | s/l | 1872 | 0.05 | 101.033 | 101.033 | 0.000 | 67.70 | 12657.94 |
| 9264 | 2016.07.08 06:30 | sell | 1873 | 0.10 | 100.582 | 0.000 | 0.000 | ||
| 9265 | 2016.07.08 06:30 | modify | 1873 | 0.10 | 100.582 | 100.832 | 0.000 | ||
| 9266 | 2016.07.08 06:50 | close | 1873 | 0.05 | 100.481 | 100.832 | 0.000 | 5.03 | 12662.97 |
| 9267 | 2016.07.08 06:50 | sell | 1874 | 0.05 | 100.582 | 100.832 | 0.000 | ||
| 9268 | 2016.07.08 08:00 | close | 1874 | 0.05 | 100.433 | 100.832 | 0.000 | 7.42 | 12670.39 |
| 9269 | 2016.07.25 03:06 | buy | 1875 | 0.10 | 106.413 | 0.000 | 0.000 | ||
| 9270 | 2016.07.25 03:06 | modify | 1875 | 0.10 | 106.413 | 106.163 | 0.000 | ||
| 9271 | 2016.07.25 03:55 | close | 1875 | 0.05 | 106.526 | 106.163 | 0.000 | 5.30 | 12675.69 |
| 9272 | 2016.07.25 03:55 | buy | 1876 | 0.05 | 106.413 | 106.163 | 0.000 | ||
| 9273 | 2016.07.25 08:24 | s/l | 1876 | 0.05 | 106.163 | 106.163 | 0.000 | -11.77 | 12663.92 |
| 9274 | 2016.08.02 09:06 | sell | 1877 | 0.10 | 102.103 | 0.000 | 0.000 | ||
| 9275 | 2016.08.02 09:06 | modify | 1877 | 0.10 | 102.103 | 102.353 | 0.000 | ||
| 9276 | 2016.08.02 10:00 | close | 1877 | 0.05 | 102.297 | 102.353 | 0.000 | -9.48 | 12654.44 |
| 9277 | 2016.08.02 10:00 | sell | 1878 | 0.05 | 102.103 | 102.353 | 0.000 | ||
| 9278 | 2016.08.02 10:00 | s/l | 1878 | 0.05 | 102.353 | 102.353 | 0.000 | -12.21 | 12642.23 |
| 9279 | 2016.08.04 09:00 | buy | 1879 | 0.10 | 101.569 | 0.000 | 0.000 | ||
| 9280 | 2016.08.04 09:00 | modify | 1879 | 0.10 | 101.569 | 101.319 | 0.000 | ||
| 9281 | 2016.08.04 10:00 | close | 1879 | 0.05 | 101.541 | 101.319 | 0.000 | -1.38 | 12640.85 |
| 9282 | 2016.08.04 10:00 | buy | 1880 | 0.05 | 101.569 | 101.319 | 0.000 | ||
| 9283 | 2016.08.04 10:30 | s/l | 1880 | 0.05 | 101.319 | 101.319 | 0.000 | -12.34 | 12628.51 |
| 9284 | 2016.08.09 16:15 | sell | 1881 | 0.10 | 102.020 | 0.000 | 0.000 | ||
| 9285 | 2016.08.09 16:15 | modify | 1881 | 0.10 | 102.020 | 102.270 | 0.000 | ||
| 9286 | 2016.08.09 20:00 | close | 1881 | 0.05 | 101.949 | 102.270 | 0.000 | 3.48 | 12631.99 |
| 9287 | 2016.08.09 20:00 | sell | 1882 | 0.05 | 102.020 | 102.270 | 0.000 | ||
| 9288 | 2016.08.10 03:13 | modify | 1882 | 0.05 | 102.020 | 101.970 | 0.000 | ||
| 9289 | 2016.08.10 03:13 | modify | 1882 | 0.05 | 102.020 | 101.869 | 0.000 | ||
| 9290 | 2016.08.10 03:25 | modify | 1882 | 0.05 | 102.020 | 101.852 | 0.000 | ||
| 9291 | 2016.08.10 03:25 | modify | 1882 | 0.05 | 102.020 | 101.834 | 0.000 | ||
| 9292 | 2016.08.10 03:25 | modify | 1882 | 0.05 | 102.020 | 101.823 | 0.000 | ||
| 9293 | 2016.08.10 03:25 | modify | 1882 | 0.05 | 102.020 | 101.812 | 0.000 | ||
| 9294 | 2016.08.10 03:25 | modify | 1882 | 0.05 | 102.020 | 101.791 | 0.000 | ||
| 9295 | 2016.08.10 03:25 | modify | 1882 | 0.05 | 102.020 | 101.780 | 0.000 | ||
| 9296 | 2016.08.10 03:25 | modify | 1882 | 0.05 | 102.020 | 101.769 | 0.000 | ||
| 9297 | 2016.08.10 03:25 | modify | 1882 | 0.05 | 102.020 | 101.758 | 0.000 | ||
| 9298 | 2016.08.10 03:25 | modify | 1882 | 0.05 | 102.020 | 101.747 | 0.000 | ||
| 9299 | 2016.08.10 03:27 | modify | 1882 | 0.05 | 102.020 | 101.735 | 0.000 | ||
| 9300 | 2016.08.10 03:27 | modify | 1882 | 0.05 | 102.020 | 101.724 | 0.000 | ||