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 |
| 9601 | 2016.11.01 21:20 | modify | 1928 | 0.05 | 104.658 | 104.350 | 0.000 | ||
| 9602 | 2016.11.01 21:20 | modify | 1928 | 0.05 | 104.658 | 104.338 | 0.000 | ||
| 9603 | 2016.11.01 21:20 | modify | 1928 | 0.05 | 104.658 | 104.326 | 0.000 | ||
| 9604 | 2016.11.01 21:20 | modify | 1928 | 0.05 | 104.658 | 104.314 | 0.000 | ||
| 9605 | 2016.11.01 21:20 | modify | 1928 | 0.05 | 104.658 | 104.303 | 0.000 | ||
| 9606 | 2016.11.01 21:20 | modify | 1928 | 0.05 | 104.658 | 104.291 | 0.000 | ||
| 9607 | 2016.11.01 21:20 | modify | 1928 | 0.05 | 104.658 | 104.280 | 0.000 | ||
| 9608 | 2016.11.01 21:24 | modify | 1928 | 0.05 | 104.658 | 104.269 | 0.000 | ||
| 9609 | 2016.11.01 21:25 | modify | 1928 | 0.05 | 104.658 | 104.257 | 0.000 | ||
| 9610 | 2016.11.01 21:25 | modify | 1928 | 0.05 | 104.658 | 104.246 | 0.000 | ||
| 9611 | 2016.11.02 05:11 | modify | 1928 | 0.05 | 104.658 | 104.235 | 0.000 | ||
| 9612 | 2016.11.02 05:11 | modify | 1928 | 0.05 | 104.658 | 104.223 | 0.000 | ||
| 9613 | 2016.11.02 05:11 | modify | 1928 | 0.05 | 104.658 | 104.212 | 0.000 | ||
| 9614 | 2016.11.02 05:11 | modify | 1928 | 0.05 | 104.658 | 104.200 | 0.000 | ||
| 9615 | 2016.11.02 05:30 | modify | 1928 | 0.05 | 104.658 | 104.189 | 0.000 | ||
| 9616 | 2016.11.02 05:30 | modify | 1928 | 0.05 | 104.658 | 104.178 | 0.000 | ||
| 9617 | 2016.11.02 05:30 | modify | 1928 | 0.05 | 104.658 | 104.166 | 0.000 | ||
| 9618 | 2016.11.02 05:32 | modify | 1928 | 0.05 | 104.658 | 104.154 | 0.000 | ||
| 9619 | 2016.11.02 05:32 | modify | 1928 | 0.05 | 104.658 | 104.143 | 0.000 | ||
| 9620 | 2016.11.02 05:32 | modify | 1928 | 0.05 | 104.658 | 104.132 | 0.000 | ||
| 9621 | 2016.11.02 05:32 | modify | 1928 | 0.05 | 104.658 | 104.120 | 0.000 | ||
| 9622 | 2016.11.02 07:45 | modify | 1928 | 0.05 | 104.658 | 104.109 | 0.000 | ||
| 9623 | 2016.11.02 07:46 | modify | 1928 | 0.05 | 104.658 | 104.098 | 0.000 | ||
| 9624 | 2016.11.02 07:46 | modify | 1928 | 0.05 | 104.658 | 104.085 | 0.000 | ||
| 9625 | 2016.11.02 07:46 | modify | 1928 | 0.05 | 104.658 | 104.074 | 0.000 | ||
| 9626 | 2016.11.02 11:00 | modify | 1928 | 0.05 | 104.658 | 104.063 | 0.000 | ||
| 9627 | 2016.11.02 11:00 | modify | 1928 | 0.05 | 104.658 | 104.052 | 0.000 | ||
| 9628 | 2016.11.02 11:00 | modify | 1928 | 0.05 | 104.658 | 104.042 | 0.000 | ||
| 9629 | 2016.11.02 11:00 | modify | 1928 | 0.05 | 104.658 | 104.031 | 0.000 | ||
| 9630 | 2016.11.02 11:08 | modify | 1928 | 0.05 | 104.658 | 104.020 | 0.000 | ||
| 9631 | 2016.11.02 11:09 | modify | 1928 | 0.05 | 104.658 | 104.008 | 0.000 | ||
| 9632 | 2016.11.02 11:09 | modify | 1928 | 0.05 | 104.658 | 103.997 | 0.000 | ||
| 9633 | 2016.11.02 11:10 | modify | 1928 | 0.05 | 104.658 | 103.986 | 0.000 | ||
| 9634 | 2016.11.02 11:13 | modify | 1928 | 0.05 | 104.658 | 103.975 | 0.000 | ||
| 9635 | 2016.11.02 11:13 | modify | 1928 | 0.05 | 104.658 | 103.964 | 0.000 | ||
| 9636 | 2016.11.02 11:13 | modify | 1928 | 0.05 | 104.658 | 103.953 | 0.000 | ||
| 9637 | 2016.11.02 11:13 | modify | 1928 | 0.05 | 104.658 | 103.942 | 0.000 | ||
| 9638 | 2016.11.02 11:13 | modify | 1928 | 0.05 | 104.658 | 103.930 | 0.000 | ||
| 9639 | 2016.11.02 12:49 | modify | 1928 | 0.05 | 104.658 | 103.919 | 0.000 | ||
| 9640 | 2016.11.02 12:49 | modify | 1928 | 0.05 | 104.658 | 103.907 | 0.000 | ||
| 9641 | 2016.11.02 12:49 | modify | 1928 | 0.05 | 104.658 | 103.895 | 0.000 | ||
| 9642 | 2016.11.02 13:38 | modify | 1928 | 0.05 | 104.658 | 103.882 | 0.000 | ||
| 9643 | 2016.11.02 13:38 | modify | 1928 | 0.05 | 104.658 | 103.871 | 0.000 | ||
| 9644 | 2016.11.02 13:59 | modify | 1928 | 0.05 | 104.658 | 103.860 | 0.000 | ||
| 9645 | 2016.11.02 13:59 | modify | 1928 | 0.05 | 104.658 | 103.847 | 0.000 | ||
| 9646 | 2016.11.02 13:59 | modify | 1928 | 0.05 | 104.658 | 103.836 | 0.000 | ||
| 9647 | 2016.11.02 13:59 | modify | 1928 | 0.05 | 104.658 | 103.823 | 0.000 | ||
| 9648 | 2016.11.02 13:59 | modify | 1928 | 0.05 | 104.658 | 103.812 | 0.000 | ||
| 9649 | 2016.11.02 13:59 | modify | 1928 | 0.05 | 104.658 | 103.801 | 0.000 | ||
| 9650 | 2016.11.02 14:48 | modify | 1928 | 0.05 | 104.658 | 103.790 | 0.000 | ||
| 9651 | 2016.11.02 14:48 | modify | 1928 | 0.05 | 104.658 | 103.780 | 0.000 | ||
| 9652 | 2016.11.02 14:49 | modify | 1928 | 0.05 | 104.658 | 103.768 | 0.000 | ||
| 9653 | 2016.11.02 14:49 | modify | 1928 | 0.05 | 104.658 | 103.756 | 0.000 | ||
| 9654 | 2016.11.02 14:49 | modify | 1928 | 0.05 | 104.658 | 103.745 | 0.000 | ||
| 9655 | 2016.11.02 14:49 | modify | 1928 | 0.05 | 104.658 | 103.733 | 0.000 | ||
| 9656 | 2016.11.02 14:49 | modify | 1928 | 0.05 | 104.658 | 103.722 | 0.000 | ||
| 9657 | 2016.11.02 14:49 | modify | 1928 | 0.05 | 104.658 | 103.711 | 0.000 | ||
| 9658 | 2016.11.02 14:51 | modify | 1928 | 0.05 | 104.658 | 103.700 | 0.000 | ||
| 9659 | 2016.11.02 14:51 | modify | 1928 | 0.05 | 104.658 | 103.689 | 0.000 | ||
| 9660 | 2016.11.02 14:51 | modify | 1928 | 0.05 | 104.658 | 103.677 | 0.000 | ||
| 9661 | 2016.11.02 15:15 | modify | 1928 | 0.05 | 104.658 | 103.667 | 0.000 | ||
| 9662 | 2016.11.02 15:23 | modify | 1928 | 0.05 | 104.658 | 103.656 | 0.000 | ||
| 9663 | 2016.11.02 15:25 | modify | 1928 | 0.05 | 104.658 | 103.645 | 0.000 | ||
| 9664 | 2016.11.02 15:28 | modify | 1928 | 0.05 | 104.658 | 103.633 | 0.000 | ||
| 9665 | 2016.11.02 15:28 | modify | 1928 | 0.05 | 104.658 | 103.622 | 0.000 | ||
| 9666 | 2016.11.02 15:28 | modify | 1928 | 0.05 | 104.658 | 103.610 | 0.000 | ||
| 9667 | 2016.11.02 15:29 | modify | 1928 | 0.05 | 104.658 | 103.599 | 0.000 | ||
| 9668 | 2016.11.02 15:29 | modify | 1928 | 0.05 | 104.658 | 103.587 | 0.000 | ||
| 9669 | 2016.11.02 15:29 | modify | 1928 | 0.05 | 104.658 | 103.576 | 0.000 | ||
| 9670 | 2016.11.02 15:29 | modify | 1928 | 0.05 | 104.658 | 103.564 | 0.000 | ||
| 9671 | 2016.11.02 15:29 | modify | 1928 | 0.05 | 104.658 | 103.552 | 0.000 | ||
| 9672 | 2016.11.02 15:30 | modify | 1928 | 0.05 | 104.658 | 103.542 | 0.000 | ||
| 9673 | 2016.11.02 20:21 | modify | 1928 | 0.05 | 104.658 | 103.530 | 0.000 | ||
| 9674 | 2016.11.02 20:21 | modify | 1928 | 0.05 | 104.658 | 103.519 | 0.000 | ||
| 9675 | 2016.11.02 21:07 | modify | 1928 | 0.05 | 104.658 | 103.508 | 0.000 | ||
| 9676 | 2016.11.02 21:08 | modify | 1928 | 0.05 | 104.658 | 103.497 | 0.000 | ||
| 9677 | 2016.11.02 21:08 | modify | 1928 | 0.05 | 104.658 | 103.486 | 0.000 | ||
| 9678 | 2016.11.02 21:08 | modify | 1928 | 0.05 | 104.658 | 103.475 | 0.000 | ||
| 9679 | 2016.11.02 22:27 | s/l | 1928 | 0.05 | 103.475 | 103.475 | 0.000 | 56.66 | 12903.80 |
| 9680 | 2016.11.08 13:10 | buy | 1929 | 0.10 | 104.631 | 0.000 | 0.000 | ||
| 9681 | 2016.11.08 13:10 | modify | 1929 | 0.10 | 104.631 | 104.381 | 0.000 | ||
| 9682 | 2016.11.08 13:44 | close | 1929 | 0.05 | 104.734 | 104.381 | 0.000 | 4.92 | 12908.72 |
| 9683 | 2016.11.08 13:44 | buy | 1930 | 0.05 | 104.631 | 104.381 | 0.000 | ||
| 9684 | 2016.11.08 18:32 | modify | 1930 | 0.05 | 104.631 | 104.681 | 0.000 | ||
| 9685 | 2016.11.09 02:07 | close | 1930 | 0.03 | 104.772 | 104.681 | 0.000 | 4.19 | 12912.91 |
| 9686 | 2016.11.09 02:07 | buy | 1931 | 0.02 | 104.631 | 104.681 | 0.000 | ||
| 9687 | 2016.11.09 02:07 | s/l | 1931 | 0.02 | 104.681 | 104.681 | 0.000 | 1.06 | 12913.97 |
| 9688 | 2016.11.23 15:20 | buy | 1932 | 0.10 | 111.358 | 0.000 | 0.000 | ||
| 9689 | 2016.11.23 15:20 | modify | 1932 | 0.10 | 111.358 | 111.108 | 0.000 | ||
| 9690 | 2016.11.23 15:20 | close | 1932 | 0.05 | 111.459 | 111.108 | 0.000 | 4.53 | 12918.50 |
| 9691 | 2016.11.23 15:20 | buy | 1933 | 0.05 | 111.358 | 111.108 | 0.000 | ||
| 9692 | 2016.11.23 15:30 | modify | 1933 | 0.05 | 111.358 | 111.408 | 0.000 | ||
| 9693 | 2016.11.23 15:39 | modify | 1933 | 0.05 | 111.358 | 111.510 | 0.000 | ||
| 9694 | 2016.11.23 15:39 | modify | 1933 | 0.05 | 111.358 | 111.521 | 0.000 | ||
| 9695 | 2016.11.23 15:39 | modify | 1933 | 0.05 | 111.358 | 111.532 | 0.000 | ||
| 9696 | 2016.11.23 15:40 | modify | 1933 | 0.05 | 111.358 | 111.542 | 0.000 | ||
| 9697 | 2016.11.23 15:40 | modify | 1933 | 0.05 | 111.358 | 111.553 | 0.000 | ||
| 9698 | 2016.11.23 15:40 | modify | 1933 | 0.05 | 111.358 | 111.564 | 0.000 | ||
| 9699 | 2016.11.23 15:40 | modify | 1933 | 0.05 | 111.358 | 111.574 | 0.000 | ||
| 9700 | 2016.11.23 15:40 | modify | 1933 | 0.05 | 111.358 | 111.585 | 0.000 | ||
| 9701 | 2016.11.23 15:40 | modify | 1933 | 0.05 | 111.358 | 111.595 | 0.000 | ||
| 9702 | 2016.11.23 15:40 | modify | 1933 | 0.05 | 111.358 | 111.606 | 0.000 | ||
| 9703 | 2016.11.23 15:56 | modify | 1933 | 0.05 | 111.358 | 111.616 | 0.000 | ||
| 9704 | 2016.11.23 15:56 | modify | 1933 | 0.05 | 111.358 | 111.628 | 0.000 | ||
| 9705 | 2016.11.23 16:00 | modify | 1933 | 0.05 | 111.358 | 111.640 | 0.000 | ||
| 9706 | 2016.11.23 16:00 | modify | 1933 | 0.05 | 111.358 | 111.652 | 0.000 | ||
| 9707 | 2016.11.23 16:00 | modify | 1933 | 0.05 | 111.358 | 111.663 | 0.000 | ||
| 9708 | 2016.11.23 16:00 | modify | 1933 | 0.05 | 111.358 | 111.673 | 0.000 | ||
| 9709 | 2016.11.23 16:00 | modify | 1933 | 0.05 | 111.358 | 111.684 | 0.000 | ||
| 9710 | 2016.11.23 16:00 | modify | 1933 | 0.05 | 111.358 | 111.695 | 0.000 | ||
| 9711 | 2016.11.23 16:00 | modify | 1933 | 0.05 | 111.358 | 111.706 | 0.000 | ||
| 9712 | 2016.11.23 16:02 | modify | 1933 | 0.05 | 111.358 | 111.718 | 0.000 | ||
| 9713 | 2016.11.23 16:02 | modify | 1933 | 0.05 | 111.358 | 111.730 | 0.000 | ||
| 9714 | 2016.11.23 16:03 | modify | 1933 | 0.05 | 111.358 | 111.741 | 0.000 | ||
| 9715 | 2016.11.23 16:04 | modify | 1933 | 0.05 | 111.358 | 111.753 | 0.000 | ||
| 9716 | 2016.11.23 16:04 | modify | 1933 | 0.05 | 111.358 | 111.764 | 0.000 | ||
| 9717 | 2016.11.23 16:04 | modify | 1933 | 0.05 | 111.358 | 111.775 | 0.000 | ||
| 9718 | 2016.11.23 16:04 | modify | 1933 | 0.05 | 111.358 | 111.786 | 0.000 | ||
| 9719 | 2016.11.23 16:08 | modify | 1933 | 0.05 | 111.358 | 111.798 | 0.000 | ||
| 9720 | 2016.11.23 16:08 | modify | 1933 | 0.05 | 111.358 | 111.809 | 0.000 | ||
| 9721 | 2016.11.23 16:10 | modify | 1933 | 0.05 | 111.358 | 111.820 | 0.000 | ||
| 9722 | 2016.11.23 16:10 | modify | 1933 | 0.05 | 111.358 | 111.831 | 0.000 | ||
| 9723 | 2016.11.23 16:10 | modify | 1933 | 0.05 | 111.358 | 111.842 | 0.000 | ||
| 9724 | 2016.11.23 16:10 | modify | 1933 | 0.05 | 111.358 | 111.853 | 0.000 | ||
| 9725 | 2016.11.23 16:11 | modify | 1933 | 0.05 | 111.358 | 111.864 | 0.000 | ||
| 9726 | 2016.11.23 16:11 | modify | 1933 | 0.05 | 111.358 | 111.875 | 0.000 | ||
| 9727 | 2016.11.23 16:11 | modify | 1933 | 0.05 | 111.358 | 111.887 | 0.000 | ||
| 9728 | 2016.11.23 16:11 | modify | 1933 | 0.05 | 111.358 | 111.898 | 0.000 | ||
| 9729 | 2016.11.23 16:11 | modify | 1933 | 0.05 | 111.358 | 111.908 | 0.000 | ||
| 9730 | 2016.11.23 16:11 | modify | 1933 | 0.05 | 111.358 | 111.919 | 0.000 | ||
| 9731 | 2016.11.23 16:17 | modify | 1933 | 0.05 | 111.358 | 111.931 | 0.000 | ||
| 9732 | 2016.11.23 16:17 | modify | 1933 | 0.05 | 111.358 | 111.941 | 0.000 | ||
| 9733 | 2016.11.23 16:17 | modify | 1933 | 0.05 | 111.358 | 111.953 | 0.000 | ||
| 9734 | 2016.11.23 16:17 | modify | 1933 | 0.05 | 111.358 | 111.965 | 0.000 | ||
| 9735 | 2016.11.23 16:17 | modify | 1933 | 0.05 | 111.358 | 111.977 | 0.000 | ||
| 9736 | 2016.11.23 16:21 | modify | 1933 | 0.05 | 111.358 | 111.989 | 0.000 | ||
| 9737 | 2016.11.23 16:21 | modify | 1933 | 0.05 | 111.358 | 112.002 | 0.000 | ||
| 9738 | 2016.11.23 16:21 | modify | 1933 | 0.05 | 111.358 | 112.012 | 0.000 | ||
| 9739 | 2016.11.23 17:14 | modify | 1933 | 0.05 | 111.358 | 112.023 | 0.000 | ||
| 9740 | 2016.11.23 17:30 | modify | 1933 | 0.05 | 111.358 | 112.033 | 0.000 | ||
| 9741 | 2016.11.23 17:30 | modify | 1933 | 0.05 | 111.358 | 112.044 | 0.000 | ||
| 9742 | 2016.11.23 17:30 | modify | 1933 | 0.05 | 111.358 | 112.055 | 0.000 | ||
| 9743 | 2016.11.23 17:30 | modify | 1933 | 0.05 | 111.358 | 112.066 | 0.000 | ||
| 9744 | 2016.11.23 17:30 | modify | 1933 | 0.05 | 111.358 | 112.077 | 0.000 | ||
| 9745 | 2016.11.23 17:30 | modify | 1933 | 0.05 | 111.358 | 112.088 | 0.000 | ||
| 9746 | 2016.11.23 17:30 | modify | 1933 | 0.05 | 111.358 | 112.098 | 0.000 | ||
| 9747 | 2016.11.23 17:30 | modify | 1933 | 0.05 | 111.358 | 112.109 | 0.000 | ||
| 9748 | 2016.11.23 17:30 | modify | 1933 | 0.05 | 111.358 | 112.121 | 0.000 | ||
| 9749 | 2016.11.23 17:30 | modify | 1933 | 0.05 | 111.358 | 112.132 | 0.000 | ||
| 9750 | 2016.11.23 17:30 | modify | 1933 | 0.05 | 111.358 | 112.143 | 0.000 | ||