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 |
| 9301 | 2016.08.10 04:43 | modify | 1882 | 0.05 | 102.020 | 101.711 | 0.000 | ||
| 9302 | 2016.08.10 04:43 | modify | 1882 | 0.05 | 102.020 | 101.700 | 0.000 | ||
| 9303 | 2016.08.10 04:43 | modify | 1882 | 0.05 | 102.020 | 101.689 | 0.000 | ||
| 9304 | 2016.08.10 04:43 | modify | 1882 | 0.05 | 102.020 | 101.673 | 0.000 | ||
| 9305 | 2016.08.10 05:06 | modify | 1882 | 0.05 | 102.020 | 101.662 | 0.000 | ||
| 9306 | 2016.08.10 05:06 | modify | 1882 | 0.05 | 102.020 | 101.651 | 0.000 | ||
| 9307 | 2016.08.10 05:11 | modify | 1882 | 0.05 | 102.020 | 101.640 | 0.000 | ||
| 9308 | 2016.08.10 05:11 | modify | 1882 | 0.05 | 102.020 | 101.628 | 0.000 | ||
| 9309 | 2016.08.10 05:11 | modify | 1882 | 0.05 | 102.020 | 101.616 | 0.000 | ||
| 9310 | 2016.08.10 08:10 | modify | 1882 | 0.05 | 102.020 | 101.605 | 0.000 | ||
| 9311 | 2016.08.10 08:10 | modify | 1882 | 0.05 | 102.020 | 101.594 | 0.000 | ||
| 9312 | 2016.08.10 08:10 | modify | 1882 | 0.05 | 102.020 | 101.583 | 0.000 | ||
| 9313 | 2016.08.10 08:15 | modify | 1882 | 0.05 | 102.020 | 101.571 | 0.000 | ||
| 9314 | 2016.08.10 14:45 | modify | 1882 | 0.05 | 102.020 | 101.560 | 0.000 | ||
| 9315 | 2016.08.10 14:45 | modify | 1882 | 0.05 | 102.020 | 101.547 | 0.000 | ||
| 9316 | 2016.08.10 14:45 | modify | 1882 | 0.05 | 102.020 | 101.535 | 0.000 | ||
| 9317 | 2016.08.10 14:45 | modify | 1882 | 0.05 | 102.020 | 101.522 | 0.000 | ||
| 9318 | 2016.08.10 14:45 | modify | 1882 | 0.05 | 102.020 | 101.510 | 0.000 | ||
| 9319 | 2016.08.10 15:24 | modify | 1882 | 0.05 | 102.020 | 101.498 | 0.000 | ||
| 9320 | 2016.08.10 15:24 | modify | 1882 | 0.05 | 102.020 | 101.486 | 0.000 | ||
| 9321 | 2016.08.10 15:24 | modify | 1882 | 0.05 | 102.020 | 101.474 | 0.000 | ||
| 9322 | 2016.08.10 15:25 | modify | 1882 | 0.05 | 102.020 | 101.463 | 0.000 | ||
| 9323 | 2016.08.10 15:26 | modify | 1882 | 0.05 | 102.020 | 101.452 | 0.000 | ||
| 9324 | 2016.08.10 15:48 | modify | 1882 | 0.05 | 102.020 | 101.440 | 0.000 | ||
| 9325 | 2016.08.10 15:48 | modify | 1882 | 0.05 | 102.020 | 101.429 | 0.000 | ||
| 9326 | 2016.08.10 15:49 | modify | 1882 | 0.05 | 102.020 | 101.418 | 0.000 | ||
| 9327 | 2016.08.11 06:15 | close | 1882 | 0.03 | 101.303 | 101.418 | 0.000 | 20.04 | 12652.03 |
| 9328 | 2016.08.11 06:15 | sell | 1883 | 0.02 | 102.020 | 101.418 | 0.000 | ||
| 9329 | 2016.08.11 06:40 | close | 1883 | 0.02 | 101.381 | 101.418 | 0.000 | 11.82 | 12663.84 |
| 9330 | 2016.08.11 19:20 | buy | 1884 | 0.10 | 101.504 | 0.000 | 0.000 | ||
| 9331 | 2016.08.11 19:20 | modify | 1884 | 0.10 | 101.504 | 101.254 | 0.000 | ||
| 9332 | 2016.08.11 19:25 | close | 1884 | 0.05 | 101.607 | 101.254 | 0.000 | 5.07 | 12668.91 |
| 9333 | 2016.08.11 19:25 | buy | 1885 | 0.05 | 101.504 | 101.254 | 0.000 | ||
| 9334 | 2016.08.11 20:50 | modify | 1885 | 0.05 | 101.504 | 101.554 | 0.000 | ||
| 9335 | 2016.08.12 03:31 | modify | 1885 | 0.05 | 101.504 | 101.655 | 0.000 | ||
| 9336 | 2016.08.12 03:31 | modify | 1885 | 0.05 | 101.504 | 101.668 | 0.000 | ||
| 9337 | 2016.08.12 03:31 | modify | 1885 | 0.05 | 101.504 | 101.680 | 0.000 | ||
| 9338 | 2016.08.12 03:31 | modify | 1885 | 0.05 | 101.504 | 101.692 | 0.000 | ||
| 9339 | 2016.08.12 03:32 | modify | 1885 | 0.05 | 101.504 | 101.702 | 0.000 | ||
| 9340 | 2016.08.12 03:32 | modify | 1885 | 0.05 | 101.504 | 101.712 | 0.000 | ||
| 9341 | 2016.08.12 03:54 | modify | 1885 | 0.05 | 101.504 | 101.723 | 0.000 | ||
| 9342 | 2016.08.12 03:54 | modify | 1885 | 0.05 | 101.504 | 101.733 | 0.000 | ||
| 9343 | 2016.08.12 03:54 | modify | 1885 | 0.05 | 101.504 | 101.744 | 0.000 | ||
| 9344 | 2016.08.12 08:00 | close | 1885 | 0.05 | 102.030 | 101.744 | 0.000 | 26.03 | 12694.94 |
| 9345 | 2016.08.16 05:38 | sell | 1886 | 0.10 | 100.856 | 0.000 | 0.000 | ||
| 9346 | 2016.08.16 05:38 | modify | 1886 | 0.10 | 100.856 | 101.106 | 0.000 | ||
| 9347 | 2016.08.16 05:38 | close | 1886 | 0.05 | 100.752 | 101.106 | 0.000 | 5.16 | 12700.10 |
| 9348 | 2016.08.16 05:38 | sell | 1887 | 0.05 | 100.856 | 101.106 | 0.000 | ||
| 9349 | 2016.08.16 06:15 | modify | 1887 | 0.05 | 100.856 | 100.806 | 0.000 | ||
| 9350 | 2016.08.16 08:41 | modify | 1887 | 0.05 | 100.856 | 100.703 | 0.000 | ||
| 9351 | 2016.08.16 08:46 | modify | 1887 | 0.05 | 100.856 | 100.692 | 0.000 | ||
| 9352 | 2016.08.16 08:49 | modify | 1887 | 0.05 | 100.856 | 100.681 | 0.000 | ||
| 9353 | 2016.08.16 09:00 | modify | 1887 | 0.05 | 100.856 | 100.670 | 0.000 | ||
| 9354 | 2016.08.16 09:06 | modify | 1887 | 0.05 | 100.856 | 100.659 | 0.000 | ||
| 9355 | 2016.08.16 09:09 | modify | 1887 | 0.05 | 100.856 | 100.648 | 0.000 | ||
| 9356 | 2016.08.16 09:09 | modify | 1887 | 0.05 | 100.856 | 100.637 | 0.000 | ||
| 9357 | 2016.08.16 09:09 | modify | 1887 | 0.05 | 100.856 | 100.625 | 0.000 | ||
| 9358 | 2016.08.16 09:09 | modify | 1887 | 0.05 | 100.856 | 100.613 | 0.000 | ||
| 9359 | 2016.08.16 09:36 | modify | 1887 | 0.05 | 100.856 | 100.601 | 0.000 | ||
| 9360 | 2016.08.16 12:46 | modify | 1887 | 0.05 | 100.856 | 100.589 | 0.000 | ||
| 9361 | 2016.08.16 12:46 | modify | 1887 | 0.05 | 100.856 | 100.578 | 0.000 | ||
| 9362 | 2016.08.16 12:46 | modify | 1887 | 0.05 | 100.856 | 100.566 | 0.000 | ||
| 9363 | 2016.08.16 12:47 | modify | 1887 | 0.05 | 100.856 | 100.555 | 0.000 | ||
| 9364 | 2016.08.16 12:50 | modify | 1887 | 0.05 | 100.856 | 100.545 | 0.000 | ||
| 9365 | 2016.08.16 12:50 | modify | 1887 | 0.05 | 100.856 | 100.534 | 0.000 | ||
| 9366 | 2016.08.16 13:01 | modify | 1887 | 0.05 | 100.856 | 100.524 | 0.000 | ||
| 9367 | 2016.08.16 13:01 | modify | 1887 | 0.05 | 100.856 | 100.513 | 0.000 | ||
| 9368 | 2016.08.16 13:01 | modify | 1887 | 0.05 | 100.856 | 100.502 | 0.000 | ||
| 9369 | 2016.08.16 13:03 | modify | 1887 | 0.05 | 100.856 | 100.491 | 0.000 | ||
| 9370 | 2016.08.16 13:11 | modify | 1887 | 0.05 | 100.856 | 100.480 | 0.000 | ||
| 9371 | 2016.08.16 13:21 | modify | 1887 | 0.05 | 100.856 | 100.469 | 0.000 | ||
| 9372 | 2016.08.16 13:22 | modify | 1887 | 0.05 | 100.856 | 100.458 | 0.000 | ||
| 9373 | 2016.08.16 13:36 | modify | 1887 | 0.05 | 100.856 | 100.447 | 0.000 | ||
| 9374 | 2016.08.16 13:36 | modify | 1887 | 0.05 | 100.856 | 100.435 | 0.000 | ||
| 9375 | 2016.08.16 13:36 | modify | 1887 | 0.05 | 100.856 | 100.424 | 0.000 | ||
| 9376 | 2016.08.16 13:36 | modify | 1887 | 0.05 | 100.856 | 100.412 | 0.000 | ||
| 9377 | 2016.08.16 13:36 | modify | 1887 | 0.05 | 100.856 | 100.402 | 0.000 | ||
| 9378 | 2016.08.16 13:45 | modify | 1887 | 0.05 | 100.856 | 100.391 | 0.000 | ||
| 9379 | 2016.08.16 13:45 | modify | 1887 | 0.05 | 100.856 | 100.377 | 0.000 | ||
| 9380 | 2016.08.16 13:46 | modify | 1887 | 0.05 | 100.856 | 100.364 | 0.000 | ||
| 9381 | 2016.08.16 13:46 | modify | 1887 | 0.05 | 100.856 | 100.351 | 0.000 | ||
| 9382 | 2016.08.16 13:46 | modify | 1887 | 0.05 | 100.856 | 100.338 | 0.000 | ||
| 9383 | 2016.08.16 13:46 | modify | 1887 | 0.05 | 100.856 | 100.325 | 0.000 | ||
| 9384 | 2016.08.16 13:46 | modify | 1887 | 0.05 | 100.856 | 100.312 | 0.000 | ||
| 9385 | 2016.08.16 14:51 | modify | 1887 | 0.05 | 100.856 | 100.301 | 0.000 | ||
| 9386 | 2016.08.16 14:51 | modify | 1887 | 0.05 | 100.856 | 100.288 | 0.000 | ||
| 9387 | 2016.08.16 14:51 | modify | 1887 | 0.05 | 100.856 | 100.277 | 0.000 | ||
| 9388 | 2016.08.16 14:57 | modify | 1887 | 0.05 | 100.856 | 100.266 | 0.000 | ||
| 9389 | 2016.08.16 15:01 | modify | 1887 | 0.05 | 100.856 | 100.254 | 0.000 | ||
| 9390 | 2016.08.16 15:19 | modify | 1887 | 0.05 | 100.856 | 100.242 | 0.000 | ||
| 9391 | 2016.08.16 15:19 | modify | 1887 | 0.05 | 100.856 | 100.231 | 0.000 | ||
| 9392 | 2016.08.16 15:19 | modify | 1887 | 0.05 | 100.856 | 100.220 | 0.000 | ||
| 9393 | 2016.08.16 15:20 | modify | 1887 | 0.05 | 100.856 | 100.209 | 0.000 | ||
| 9394 | 2016.08.16 15:20 | modify | 1887 | 0.05 | 100.856 | 100.198 | 0.000 | ||
| 9395 | 2016.08.16 15:20 | modify | 1887 | 0.05 | 100.856 | 100.187 | 0.000 | ||
| 9396 | 2016.08.16 15:21 | modify | 1887 | 0.05 | 100.856 | 100.175 | 0.000 | ||
| 9397 | 2016.08.16 15:21 | modify | 1887 | 0.05 | 100.856 | 100.163 | 0.000 | ||
| 9398 | 2016.08.16 15:23 | modify | 1887 | 0.05 | 100.856 | 100.151 | 0.000 | ||
| 9399 | 2016.08.16 15:29 | modify | 1887 | 0.05 | 100.856 | 100.139 | 0.000 | ||
| 9400 | 2016.08.16 15:29 | modify | 1887 | 0.05 | 100.856 | 100.124 | 0.000 | ||
| 9401 | 2016.08.16 15:29 | modify | 1887 | 0.05 | 100.856 | 100.112 | 0.000 | ||
| 9402 | 2016.08.16 15:29 | modify | 1887 | 0.05 | 100.856 | 100.099 | 0.000 | ||
| 9403 | 2016.08.16 15:29 | modify | 1887 | 0.05 | 100.856 | 100.086 | 0.000 | ||
| 9404 | 2016.08.16 15:29 | modify | 1887 | 0.05 | 100.856 | 100.074 | 0.000 | ||
| 9405 | 2016.08.16 15:29 | modify | 1887 | 0.05 | 100.856 | 100.061 | 0.000 | ||
| 9406 | 2016.08.16 15:29 | modify | 1887 | 0.05 | 100.856 | 100.048 | 0.000 | ||
| 9407 | 2016.08.16 15:30 | modify | 1887 | 0.05 | 100.856 | 100.036 | 0.000 | ||
| 9408 | 2016.08.16 15:30 | modify | 1887 | 0.05 | 100.856 | 100.025 | 0.000 | ||
| 9409 | 2016.08.16 15:30 | modify | 1887 | 0.05 | 100.856 | 100.011 | 0.000 | ||
| 9410 | 2016.08.16 15:32 | modify | 1887 | 0.05 | 100.856 | 100.000 | 0.000 | ||
| 9411 | 2016.08.16 15:32 | modify | 1887 | 0.05 | 100.856 | 99.989 | 0.000 | ||
| 9412 | 2016.08.16 15:38 | s/l | 1887 | 0.05 | 99.989 | 99.989 | 0.000 | 43.35 | 12743.45 |
| 9413 | 2016.08.23 03:08 | sell | 1888 | 0.10 | 100.107 | 0.000 | 0.000 | ||
| 9414 | 2016.08.23 03:08 | modify | 1888 | 0.10 | 100.107 | 100.357 | 0.000 | ||
| 9415 | 2016.08.23 06:42 | close | 1888 | 0.05 | 100.332 | 100.357 | 0.000 | -11.21 | 12732.24 |
| 9416 | 2016.08.23 06:42 | sell | 1889 | 0.05 | 100.107 | 100.357 | 0.000 | ||
| 9417 | 2016.08.23 06:49 | s/l | 1889 | 0.05 | 100.357 | 100.357 | 0.000 | -12.46 | 12719.78 |
| 9418 | 2016.08.23 09:31 | sell | 1890 | 0.10 | 100.022 | 0.000 | 0.000 | ||
| 9419 | 2016.08.23 09:31 | modify | 1890 | 0.10 | 100.022 | 100.272 | 0.000 | ||
| 9420 | 2016.08.23 11:00 | close | 1890 | 0.05 | 100.098 | 100.272 | 0.000 | -3.80 | 12715.98 |
| 9421 | 2016.08.23 11:00 | sell | 1891 | 0.05 | 100.022 | 100.272 | 0.000 | ||
| 9422 | 2016.08.23 19:22 | close | 1891 | 0.05 | 100.236 | 100.272 | 0.000 | -10.67 | 12705.31 |
| 9423 | 2016.08.24 03:16 | buy | 1892 | 0.10 | 100.389 | 0.000 | 0.000 | ||
| 9424 | 2016.08.24 03:16 | modify | 1892 | 0.10 | 100.389 | 100.139 | 0.000 | ||
| 9425 | 2016.08.24 03:35 | close | 1892 | 0.05 | 100.490 | 100.139 | 0.000 | 5.03 | 12710.34 |
| 9426 | 2016.08.24 03:35 | buy | 1893 | 0.05 | 100.389 | 100.139 | 0.000 | ||
| 9427 | 2016.08.24 11:18 | close | 1893 | 0.05 | 100.180 | 100.139 | 0.000 | -10.43 | 12699.91 |
| 9428 | 2016.08.24 16:58 | buy | 1894 | 0.10 | 100.520 | 0.000 | 0.000 | ||
| 9429 | 2016.08.24 16:58 | modify | 1894 | 0.10 | 100.520 | 100.270 | 0.000 | ||
| 9430 | 2016.08.24 21:00 | close | 1894 | 0.05 | 100.454 | 100.270 | 0.000 | -3.29 | 12696.62 |
| 9431 | 2016.08.24 21:00 | buy | 1895 | 0.05 | 100.520 | 100.270 | 0.000 | ||
| 9432 | 2016.08.25 08:16 | close | 1895 | 0.03 | 100.434 | 100.270 | 0.000 | -2.12 | 12694.51 |
| 9433 | 2016.08.25 08:16 | buy | 1896 | 0.02 | 100.520 | 100.270 | 0.000 | ||
| 9434 | 2016.08.25 08:37 | close | 1896 | 0.02 | 100.412 | 100.270 | 0.000 | -1.85 | 12692.66 |
| 9435 | 2016.09.01 10:57 | buy | 1897 | 0.10 | 103.531 | 0.000 | 0.000 | ||
| 9436 | 2016.09.01 10:57 | modify | 1897 | 0.10 | 103.531 | 103.281 | 0.000 | ||
| 9437 | 2016.09.01 15:43 | modify | 1897 | 0.10 | 103.531 | 103.581 | 0.000 | ||
| 9438 | 2016.09.01 17:03 | s/l | 1897 | 0.10 | 103.581 | 103.581 | 0.000 | 4.83 | 12697.49 |
| 9439 | 2016.09.21 02:55 | sell | 1898 | 0.10 | 101.525 | 0.000 | 0.000 | ||
| 9440 | 2016.09.21 02:55 | modify | 1898 | 0.10 | 101.525 | 101.775 | 0.000 | ||
| 9441 | 2016.09.21 03:54 | s/l | 1898 | 0.10 | 101.775 | 101.775 | 0.000 | -24.56 | 12672.93 |
| 9442 | 2016.09.21 05:55 | sell | 1899 | 0.10 | 101.481 | 0.000 | 0.000 | ||
| 9443 | 2016.09.21 05:55 | modify | 1899 | 0.10 | 101.481 | 101.731 | 0.000 | ||
| 9444 | 2016.09.21 05:55 | close | 1899 | 0.05 | 101.377 | 101.731 | 0.000 | 5.13 | 12678.06 |
| 9445 | 2016.09.21 05:55 | sell | 1900 | 0.05 | 101.481 | 101.731 | 0.000 | ||
| 9446 | 2016.09.21 06:30 | s/l | 1900 | 0.05 | 101.731 | 101.731 | 0.000 | -12.29 | 12665.77 |
| 9447 | 2016.09.21 07:00 | buy | 1901 | 0.10 | 102.063 | 0.000 | 0.000 | ||
| 9448 | 2016.09.21 07:00 | modify | 1901 | 0.10 | 102.063 | 101.813 | 0.000 | ||
| 9449 | 2016.09.21 07:18 | close | 1901 | 0.05 | 102.172 | 101.813 | 0.000 | 5.33 | 12671.10 |
| 9450 | 2016.09.21 07:18 | buy | 1902 | 0.05 | 102.063 | 101.813 | 0.000 | ||