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 |
| 9451 | 2016.09.21 07:18 | s/l | 1902 | 0.05 | 101.813 | 101.813 | 0.000 | -12.27 | 12658.83 |
| 9452 | 2016.09.23 03:26 | buy | 1903 | 0.10 | 100.996 | 0.000 | 0.000 | ||
| 9453 | 2016.09.23 03:26 | modify | 1903 | 0.10 | 100.996 | 100.746 | 0.000 | ||
| 9454 | 2016.09.23 03:33 | close | 1903 | 0.05 | 101.097 | 100.746 | 0.000 | 5.00 | 12663.83 |
| 9455 | 2016.09.23 03:33 | buy | 1904 | 0.05 | 100.996 | 100.746 | 0.000 | ||
| 9456 | 2016.09.23 08:00 | close | 1904 | 0.05 | 101.090 | 100.746 | 0.000 | 4.65 | 12668.48 |
| 9457 | 2016.09.26 10:20 | sell | 1905 | 0.10 | 100.662 | 0.000 | 0.000 | ||
| 9458 | 2016.09.26 10:20 | modify | 1905 | 0.10 | 100.662 | 100.912 | 0.000 | ||
| 9459 | 2016.09.26 10:34 | close | 1905 | 0.05 | 100.561 | 100.912 | 0.000 | 5.02 | 12673.50 |
| 9460 | 2016.09.26 10:34 | sell | 1906 | 0.05 | 100.662 | 100.912 | 0.000 | ||
| 9461 | 2016.09.26 18:15 | modify | 1906 | 0.05 | 100.662 | 100.612 | 0.000 | ||
| 9462 | 2016.09.27 03:18 | close | 1906 | 0.05 | 100.462 | 100.612 | 0.000 | 9.45 | 12682.95 |
| 9463 | 2016.09.29 02:08 | buy | 1907 | 0.10 | 100.820 | 0.000 | 0.000 | ||
| 9464 | 2016.09.29 02:08 | modify | 1907 | 0.10 | 100.820 | 100.570 | 0.000 | ||
| 9465 | 2016.09.29 02:20 | close | 1907 | 0.05 | 100.921 | 100.570 | 0.000 | 5.00 | 12687.95 |
| 9466 | 2016.09.29 02:20 | buy | 1908 | 0.05 | 100.820 | 100.570 | 0.000 | ||
| 9467 | 2016.09.29 04:10 | modify | 1908 | 0.05 | 100.820 | 100.870 | 0.000 | ||
| 9468 | 2016.09.29 07:25 | modify | 1908 | 0.05 | 100.820 | 100.972 | 0.000 | ||
| 9469 | 2016.09.29 07:25 | modify | 1908 | 0.05 | 100.820 | 100.982 | 0.000 | ||
| 9470 | 2016.09.29 07:25 | modify | 1908 | 0.05 | 100.820 | 100.993 | 0.000 | ||
| 9471 | 2016.09.29 07:25 | modify | 1908 | 0.05 | 100.820 | 101.004 | 0.000 | ||
| 9472 | 2016.09.29 07:27 | modify | 1908 | 0.05 | 100.820 | 101.016 | 0.000 | ||
| 9473 | 2016.09.29 07:27 | modify | 1908 | 0.05 | 100.820 | 101.027 | 0.000 | ||
| 9474 | 2016.09.29 08:12 | modify | 1908 | 0.05 | 100.820 | 101.038 | 0.000 | ||
| 9475 | 2016.09.29 08:12 | modify | 1908 | 0.05 | 100.820 | 101.048 | 0.000 | ||
| 9476 | 2016.09.29 08:12 | modify | 1908 | 0.05 | 100.820 | 101.059 | 0.000 | ||
| 9477 | 2016.09.29 08:12 | modify | 1908 | 0.05 | 100.820 | 101.069 | 0.000 | ||
| 9478 | 2016.09.29 08:13 | modify | 1908 | 0.05 | 100.820 | 101.081 | 0.000 | ||
| 9479 | 2016.09.29 08:13 | modify | 1908 | 0.05 | 100.820 | 101.092 | 0.000 | ||
| 9480 | 2016.09.29 08:13 | modify | 1908 | 0.05 | 100.820 | 101.102 | 0.000 | ||
| 9481 | 2016.09.29 08:39 | modify | 1908 | 0.05 | 100.820 | 101.114 | 0.000 | ||
| 9482 | 2016.09.29 08:39 | modify | 1908 | 0.05 | 100.820 | 101.125 | 0.000 | ||
| 9483 | 2016.09.29 08:47 | modify | 1908 | 0.05 | 100.820 | 101.136 | 0.000 | ||
| 9484 | 2016.09.29 08:47 | modify | 1908 | 0.05 | 100.820 | 101.146 | 0.000 | ||
| 9485 | 2016.09.29 08:47 | modify | 1908 | 0.05 | 100.820 | 101.157 | 0.000 | ||
| 9486 | 2016.09.29 08:48 | modify | 1908 | 0.05 | 100.820 | 101.167 | 0.000 | ||
| 9487 | 2016.09.29 09:00 | modify | 1908 | 0.05 | 100.820 | 101.178 | 0.000 | ||
| 9488 | 2016.09.29 09:01 | modify | 1908 | 0.05 | 100.820 | 101.188 | 0.000 | ||
| 9489 | 2016.09.29 09:02 | modify | 1908 | 0.05 | 100.820 | 101.199 | 0.000 | ||
| 9490 | 2016.09.29 09:04 | modify | 1908 | 0.05 | 100.820 | 101.209 | 0.000 | ||
| 9491 | 2016.09.29 09:08 | modify | 1908 | 0.05 | 100.820 | 101.220 | 0.000 | ||
| 9492 | 2016.09.29 09:08 | modify | 1908 | 0.05 | 100.820 | 101.230 | 0.000 | ||
| 9493 | 2016.09.29 09:08 | modify | 1908 | 0.05 | 100.820 | 101.241 | 0.000 | ||
| 9494 | 2016.09.29 09:09 | modify | 1908 | 0.05 | 100.820 | 101.252 | 0.000 | ||
| 9495 | 2016.09.29 09:24 | modify | 1908 | 0.05 | 100.820 | 101.265 | 0.000 | ||
| 9496 | 2016.09.29 09:24 | modify | 1908 | 0.05 | 100.820 | 101.277 | 0.000 | ||
| 9497 | 2016.09.29 15:41 | modify | 1908 | 0.05 | 100.820 | 101.288 | 0.000 | ||
| 9498 | 2016.09.29 15:41 | modify | 1908 | 0.05 | 100.820 | 101.299 | 0.000 | ||
| 9499 | 2016.09.29 15:41 | modify | 1908 | 0.05 | 100.820 | 101.310 | 0.000 | ||
| 9500 | 2016.09.29 15:41 | modify | 1908 | 0.05 | 100.820 | 101.321 | 0.000 | ||
| 9501 | 2016.09.29 16:01 | modify | 1908 | 0.05 | 100.820 | 101.331 | 0.000 | ||
| 9502 | 2016.09.29 16:05 | modify | 1908 | 0.05 | 100.820 | 101.342 | 0.000 | ||
| 9503 | 2016.09.29 16:05 | modify | 1908 | 0.05 | 100.820 | 101.352 | 0.000 | ||
| 9504 | 2016.09.29 16:06 | modify | 1908 | 0.05 | 100.820 | 101.364 | 0.000 | ||
| 9505 | 2016.09.29 16:06 | modify | 1908 | 0.05 | 100.820 | 101.375 | 0.000 | ||
| 9506 | 2016.09.29 19:33 | s/l | 1908 | 0.05 | 101.375 | 101.375 | 0.000 | 27.37 | 12715.32 |
| 9507 | 2016.10.04 02:22 | buy | 1909 | 0.10 | 101.770 | 0.000 | 0.000 | ||
| 9508 | 2016.10.04 02:22 | modify | 1909 | 0.10 | 101.770 | 101.520 | 0.000 | ||
| 9509 | 2016.10.04 03:19 | close | 1909 | 0.05 | 102.030 | 101.520 | 0.000 | 12.74 | 12728.06 |
| 9510 | 2016.10.04 03:19 | buy | 1910 | 0.05 | 101.770 | 101.520 | 0.000 | ||
| 9511 | 2016.10.04 04:39 | modify | 1910 | 0.05 | 101.770 | 101.820 | 0.000 | ||
| 9512 | 2016.10.05 06:41 | close | 1910 | 0.03 | 102.762 | 101.820 | 0.000 | 29.11 | 12757.17 |
| 9513 | 2016.10.05 06:41 | buy | 1911 | 0.02 | 101.770 | 101.820 | 0.000 | ||
| 9514 | 2016.10.05 10:02 | close | 1911 | 0.02 | 102.797 | 101.820 | 0.000 | 20.08 | 12777.25 |
| 9515 | 2016.10.11 03:04 | buy | 1912 | 0.10 | 103.855 | 0.000 | 0.000 | ||
| 9516 | 2016.10.11 03:04 | modify | 1912 | 0.10 | 103.855 | 103.605 | 0.000 | ||
| 9517 | 2016.10.11 05:00 | close | 1912 | 0.05 | 103.927 | 103.605 | 0.000 | 3.46 | 12780.71 |
| 9518 | 2016.10.11 05:00 | buy | 1913 | 0.05 | 103.855 | 103.605 | 0.000 | ||
| 9519 | 2016.10.11 13:59 | close | 1913 | 0.03 | 103.740 | 103.605 | 0.000 | -3.33 | 12777.38 |
| 9520 | 2016.10.11 13:59 | buy | 1914 | 0.02 | 103.855 | 103.605 | 0.000 | ||
| 9521 | 2016.10.11 15:05 | close | 1914 | 0.02 | 103.754 | 103.605 | 0.000 | -1.95 | 12775.43 |
| 9522 | 2016.10.17 20:26 | sell | 1915 | 0.10 | 103.780 | 0.000 | 0.000 | ||
| 9523 | 2016.10.17 20:26 | modify | 1915 | 0.10 | 103.780 | 104.030 | 0.000 | ||
| 9524 | 2016.10.17 23:00 | close | 1915 | 0.05 | 103.873 | 104.030 | 0.000 | -4.48 | 12770.95 |
| 9525 | 2016.10.17 23:00 | sell | 1916 | 0.05 | 103.780 | 104.030 | 0.000 | ||
| 9526 | 2016.10.18 07:40 | close | 1916 | 0.03 | 103.901 | 104.030 | 0.000 | -3.79 | 12767.16 |
| 9527 | 2016.10.18 07:40 | sell | 1917 | 0.02 | 103.780 | 104.030 | 0.000 | ||
| 9528 | 2016.10.18 07:47 | close | 1917 | 0.02 | 103.935 | 104.030 | 0.000 | -3.18 | 12763.98 |
| 9529 | 2016.10.19 04:01 | sell | 1918 | 0.10 | 103.661 | 0.000 | 0.000 | ||
| 9530 | 2016.10.19 04:01 | modify | 1918 | 0.10 | 103.661 | 103.911 | 0.000 | ||
| 9531 | 2016.10.19 05:00 | close | 1918 | 0.05 | 103.704 | 103.911 | 0.000 | -2.07 | 12761.91 |
| 9532 | 2016.10.19 05:00 | sell | 1919 | 0.05 | 103.661 | 103.911 | 0.000 | ||
| 9533 | 2016.10.19 12:57 | modify | 1919 | 0.05 | 103.661 | 103.611 | 0.000 | ||
| 9534 | 2016.10.20 03:10 | close | 1919 | 0.05 | 103.480 | 103.611 | 0.000 | 7.26 | 12769.17 |
| 9535 | 2016.10.20 15:50 | buy | 1920 | 0.10 | 103.802 | 0.000 | 0.000 | ||
| 9536 | 2016.10.20 15:50 | modify | 1920 | 0.10 | 103.802 | 103.552 | 0.000 | ||
| 9537 | 2016.10.20 16:33 | close | 1920 | 0.05 | 103.583 | 103.552 | 0.000 | -10.57 | 12758.60 |
| 9538 | 2016.10.20 16:33 | buy | 1921 | 0.05 | 103.802 | 103.552 | 0.000 | ||
| 9539 | 2016.10.21 02:45 | modify | 1921 | 0.05 | 103.802 | 103.852 | 0.000 | ||
| 9540 | 2016.10.21 08:00 | close | 1921 | 0.05 | 104.083 | 103.852 | 0.000 | 13.75 | 12772.35 |
| 9541 | 2016.10.24 14:45 | buy | 1922 | 0.10 | 104.005 | 0.000 | 0.000 | ||
| 9542 | 2016.10.24 14:45 | modify | 1922 | 0.10 | 104.005 | 103.755 | 0.000 | ||
| 9543 | 2016.10.24 16:49 | close | 1922 | 0.05 | 104.106 | 103.755 | 0.000 | 4.85 | 12777.20 |
| 9544 | 2016.10.24 16:49 | buy | 1923 | 0.05 | 104.005 | 103.755 | 0.000 | ||
| 9545 | 2016.10.25 01:51 | modify | 1923 | 0.05 | 104.005 | 104.055 | 0.000 | ||
| 9546 | 2016.10.25 15:52 | modify | 1923 | 0.05 | 104.005 | 104.156 | 0.000 | ||
| 9547 | 2016.10.25 15:52 | modify | 1923 | 0.05 | 104.005 | 104.168 | 0.000 | ||
| 9548 | 2016.10.25 15:52 | modify | 1923 | 0.05 | 104.005 | 104.180 | 0.000 | ||
| 9549 | 2016.10.25 15:52 | modify | 1923 | 0.05 | 104.005 | 104.193 | 0.000 | ||
| 9550 | 2016.10.25 15:52 | modify | 1923 | 0.05 | 104.005 | 104.203 | 0.000 | ||
| 9551 | 2016.10.25 15:52 | modify | 1923 | 0.05 | 104.005 | 104.218 | 0.000 | ||
| 9552 | 2016.10.25 15:52 | modify | 1923 | 0.05 | 104.005 | 104.229 | 0.000 | ||
| 9553 | 2016.10.25 15:52 | modify | 1923 | 0.05 | 104.005 | 104.243 | 0.000 | ||
| 9554 | 2016.10.25 15:52 | modify | 1923 | 0.05 | 104.005 | 104.257 | 0.000 | ||
| 9555 | 2016.10.25 15:53 | modify | 1923 | 0.05 | 104.005 | 104.268 | 0.000 | ||
| 9556 | 2016.10.25 15:53 | modify | 1923 | 0.05 | 104.005 | 104.279 | 0.000 | ||
| 9557 | 2016.10.25 15:56 | modify | 1923 | 0.05 | 104.005 | 104.290 | 0.000 | ||
| 9558 | 2016.10.25 15:56 | modify | 1923 | 0.05 | 104.005 | 104.301 | 0.000 | ||
| 9559 | 2016.10.25 15:56 | modify | 1923 | 0.05 | 104.005 | 104.312 | 0.000 | ||
| 9560 | 2016.10.25 15:57 | modify | 1923 | 0.05 | 104.005 | 104.322 | 0.000 | ||
| 9561 | 2016.10.25 16:02 | modify | 1923 | 0.05 | 104.005 | 104.333 | 0.000 | ||
| 9562 | 2016.10.25 16:19 | modify | 1923 | 0.05 | 104.005 | 104.344 | 0.000 | ||
| 9563 | 2016.10.25 16:19 | modify | 1923 | 0.05 | 104.005 | 104.354 | 0.000 | ||
| 9564 | 2016.10.25 16:19 | modify | 1923 | 0.05 | 104.005 | 104.365 | 0.000 | ||
| 9565 | 2016.10.25 16:19 | modify | 1923 | 0.05 | 104.005 | 104.376 | 0.000 | ||
| 9566 | 2016.10.25 16:19 | modify | 1923 | 0.05 | 104.005 | 104.387 | 0.000 | ||
| 9567 | 2016.10.25 16:20 | modify | 1923 | 0.05 | 104.005 | 104.398 | 0.000 | ||
| 9568 | 2016.10.25 16:20 | modify | 1923 | 0.05 | 104.005 | 104.408 | 0.000 | ||
| 9569 | 2016.10.25 18:21 | s/l | 1923 | 0.05 | 104.408 | 104.408 | 0.000 | 19.55 | 12796.75 |
| 9570 | 2016.10.27 11:35 | buy | 1924 | 0.10 | 104.697 | 0.000 | 0.000 | ||
| 9571 | 2016.10.27 11:35 | modify | 1924 | 0.10 | 104.697 | 104.447 | 0.000 | ||
| 9572 | 2016.10.27 18:47 | modify | 1924 | 0.10 | 104.697 | 104.747 | 0.000 | ||
| 9573 | 2016.10.27 19:39 | modify | 1924 | 0.10 | 104.697 | 104.848 | 0.000 | ||
| 9574 | 2016.10.27 20:07 | modify | 1924 | 0.10 | 104.697 | 104.859 | 0.000 | ||
| 9575 | 2016.10.27 20:08 | modify | 1924 | 0.10 | 104.697 | 104.869 | 0.000 | ||
| 9576 | 2016.10.27 20:09 | modify | 1924 | 0.10 | 104.697 | 104.880 | 0.000 | ||
| 9577 | 2016.10.27 21:00 | close | 1924 | 0.05 | 105.279 | 104.880 | 0.000 | 27.64 | 12824.39 |
| 9578 | 2016.10.27 21:00 | buy | 1925 | 0.05 | 104.697 | 104.880 | 0.000 | ||
| 9579 | 2016.10.28 05:34 | close | 1925 | 0.03 | 105.060 | 104.880 | 0.000 | 10.52 | 12834.91 |
| 9580 | 2016.10.28 05:34 | buy | 1926 | 0.02 | 104.697 | 104.880 | 0.000 | ||
| 9581 | 2016.10.28 07:45 | close | 1926 | 0.02 | 105.080 | 104.880 | 0.000 | 7.39 | 12842.30 |
| 9582 | 2016.11.01 17:27 | sell | 1927 | 0.10 | 104.658 | 0.000 | 0.000 | ||
| 9583 | 2016.11.01 17:27 | modify | 1927 | 0.10 | 104.658 | 104.908 | 0.000 | ||
| 9584 | 2016.11.01 17:29 | close | 1927 | 0.05 | 104.557 | 104.908 | 0.000 | 4.83 | 12847.13 |
| 9585 | 2016.11.01 17:29 | sell | 1928 | 0.05 | 104.658 | 104.908 | 0.000 | ||
| 9586 | 2016.11.01 19:20 | modify | 1928 | 0.05 | 104.658 | 104.608 | 0.000 | ||
| 9587 | 2016.11.01 21:15 | modify | 1928 | 0.05 | 104.658 | 104.506 | 0.000 | ||
| 9588 | 2016.11.01 21:15 | modify | 1928 | 0.05 | 104.658 | 104.495 | 0.000 | ||
| 9589 | 2016.11.01 21:16 | modify | 1928 | 0.05 | 104.658 | 104.484 | 0.000 | ||
| 9590 | 2016.11.01 21:16 | modify | 1928 | 0.05 | 104.658 | 104.473 | 0.000 | ||
| 9591 | 2016.11.01 21:17 | modify | 1928 | 0.05 | 104.658 | 104.462 | 0.000 | ||
| 9592 | 2016.11.01 21:18 | modify | 1928 | 0.05 | 104.658 | 104.451 | 0.000 | ||
| 9593 | 2016.11.01 21:18 | modify | 1928 | 0.05 | 104.658 | 104.440 | 0.000 | ||
| 9594 | 2016.11.01 21:18 | modify | 1928 | 0.05 | 104.658 | 104.429 | 0.000 | ||
| 9595 | 2016.11.01 21:19 | modify | 1928 | 0.05 | 104.658 | 104.418 | 0.000 | ||
| 9596 | 2016.11.01 21:19 | modify | 1928 | 0.05 | 104.658 | 104.407 | 0.000 | ||
| 9597 | 2016.11.01 21:19 | modify | 1928 | 0.05 | 104.658 | 104.396 | 0.000 | ||
| 9598 | 2016.11.01 21:19 | modify | 1928 | 0.05 | 104.658 | 104.385 | 0.000 | ||
| 9599 | 2016.11.01 21:19 | modify | 1928 | 0.05 | 104.658 | 104.374 | 0.000 | ||
| 9600 | 2016.11.01 21:19 | modify | 1928 | 0.05 | 104.658 | 104.361 | 0.000 | ||