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 |
| 9751 | 2016.11.23 17:30 | modify | 1933 | 0.05 | 111.358 | 112.154 | 0.000 | ||
| 9752 | 2016.11.23 17:31 | modify | 1933 | 0.05 | 111.358 | 112.164 | 0.000 | ||
| 9753 | 2016.11.23 17:31 | modify | 1933 | 0.05 | 111.358 | 112.175 | 0.000 | ||
| 9754 | 2016.11.23 17:31 | modify | 1933 | 0.05 | 111.358 | 112.185 | 0.000 | ||
| 9755 | 2016.11.23 17:31 | modify | 1933 | 0.05 | 111.358 | 112.196 | 0.000 | ||
| 9756 | 2016.11.23 17:31 | modify | 1933 | 0.05 | 111.358 | 112.206 | 0.000 | ||
| 9757 | 2016.11.23 17:32 | modify | 1933 | 0.05 | 111.358 | 112.217 | 0.000 | ||
| 9758 | 2016.11.23 17:32 | modify | 1933 | 0.05 | 111.358 | 112.227 | 0.000 | ||
| 9759 | 2016.11.23 17:33 | modify | 1933 | 0.05 | 111.358 | 112.240 | 0.000 | ||
| 9760 | 2016.11.23 17:33 | modify | 1933 | 0.05 | 111.358 | 112.251 | 0.000 | ||
| 9761 | 2016.11.23 17:33 | modify | 1933 | 0.05 | 111.358 | 112.262 | 0.000 | ||
| 9762 | 2016.11.23 17:33 | modify | 1933 | 0.05 | 111.358 | 112.273 | 0.000 | ||
| 9763 | 2016.11.23 17:33 | modify | 1933 | 0.05 | 111.358 | 112.284 | 0.000 | ||
| 9764 | 2016.11.23 17:33 | modify | 1933 | 0.05 | 111.358 | 112.296 | 0.000 | ||
| 9765 | 2016.11.23 17:33 | modify | 1933 | 0.05 | 111.358 | 112.309 | 0.000 | ||
| 9766 | 2016.11.23 17:33 | modify | 1933 | 0.05 | 111.358 | 112.321 | 0.000 | ||
| 9767 | 2016.11.23 17:34 | modify | 1933 | 0.05 | 111.358 | 112.332 | 0.000 | ||
| 9768 | 2016.11.23 17:34 | modify | 1933 | 0.05 | 111.358 | 112.342 | 0.000 | ||
| 9769 | 2016.11.23 17:34 | modify | 1933 | 0.05 | 111.358 | 112.353 | 0.000 | ||
| 9770 | 2016.11.23 17:34 | modify | 1933 | 0.05 | 111.358 | 112.363 | 0.000 | ||
| 9771 | 2016.11.23 17:34 | modify | 1933 | 0.05 | 111.358 | 112.374 | 0.000 | ||
| 9772 | 2016.11.23 17:36 | modify | 1933 | 0.05 | 111.358 | 112.385 | 0.000 | ||
| 9773 | 2016.11.23 17:36 | modify | 1933 | 0.05 | 111.358 | 112.396 | 0.000 | ||
| 9774 | 2016.11.23 17:56 | modify | 1933 | 0.05 | 111.358 | 112.407 | 0.000 | ||
| 9775 | 2016.11.23 17:56 | modify | 1933 | 0.05 | 111.358 | 112.417 | 0.000 | ||
| 9776 | 2016.11.23 17:56 | modify | 1933 | 0.05 | 111.358 | 112.429 | 0.000 | ||
| 9777 | 2016.11.23 17:56 | modify | 1933 | 0.05 | 111.358 | 112.440 | 0.000 | ||
| 9778 | 2016.11.23 17:56 | modify | 1933 | 0.05 | 111.358 | 112.450 | 0.000 | ||
| 9779 | 2016.11.23 17:56 | modify | 1933 | 0.05 | 111.358 | 112.461 | 0.000 | ||
| 9780 | 2016.11.23 17:56 | modify | 1933 | 0.05 | 111.358 | 112.472 | 0.000 | ||
| 9781 | 2016.11.23 17:56 | modify | 1933 | 0.05 | 111.358 | 112.482 | 0.000 | ||
| 9782 | 2016.11.23 17:57 | modify | 1933 | 0.05 | 111.358 | 112.493 | 0.000 | ||
| 9783 | 2016.11.23 17:59 | modify | 1933 | 0.05 | 111.358 | 112.503 | 0.000 | ||
| 9784 | 2016.11.23 18:39 | s/l | 1933 | 0.05 | 112.503 | 112.503 | 0.000 | 50.89 | 12969.39 |
| 9785 | 2016.12.07 02:06 | buy | 1934 | 0.10 | 114.185 | 0.000 | 0.000 | ||
| 9786 | 2016.12.07 02:06 | modify | 1934 | 0.10 | 114.185 | 113.935 | 0.000 | ||
| 9787 | 2016.12.07 05:00 | close | 1934 | 0.05 | 114.068 | 113.935 | 0.000 | -5.13 | 12964.26 |
| 9788 | 2016.12.07 05:00 | buy | 1935 | 0.05 | 114.185 | 113.935 | 0.000 | ||
| 9789 | 2016.12.07 11:55 | close | 1935 | 0.03 | 114.023 | 113.935 | 0.000 | -4.26 | 12960.00 |
| 9790 | 2016.12.07 11:55 | buy | 1936 | 0.02 | 114.185 | 113.935 | 0.000 | ||
| 9791 | 2016.12.07 11:56 | s/l | 1936 | 0.02 | 113.935 | 113.935 | 0.000 | -4.39 | 12955.61 |
| 9792 | 2016.12.09 03:38 | buy | 1937 | 0.10 | 114.375 | 0.000 | 0.000 | ||
| 9793 | 2016.12.09 03:38 | modify | 1937 | 0.10 | 114.375 | 114.125 | 0.000 | ||
| 9794 | 2016.12.09 03:48 | close | 1937 | 0.05 | 114.477 | 114.125 | 0.000 | 4.46 | 12960.07 |
| 9795 | 2016.12.09 03:48 | buy | 1938 | 0.05 | 114.375 | 114.125 | 0.000 | ||
| 9796 | 2016.12.09 08:00 | close | 1938 | 0.05 | 114.431 | 114.125 | 0.000 | 2.45 | 12962.52 |
| 9797 | 2016.12.14 15:30 | sell | 1939 | 0.10 | 114.851 | 0.000 | 0.000 | ||
| 9798 | 2016.12.14 15:30 | modify | 1939 | 0.10 | 114.851 | 115.101 | 0.000 | ||
| 9799 | 2016.12.14 17:59 | s/l | 1939 | 0.10 | 115.101 | 115.101 | 0.000 | -21.72 | 12940.80 |
| 9800 | 2016.12.27 16:15 | buy | 1940 | 0.10 | 117.493 | 0.000 | 0.000 | ||
| 9801 | 2016.12.27 16:15 | modify | 1940 | 0.10 | 117.493 | 117.243 | 0.000 | ||
| 9802 | 2016.12.27 21:00 | close | 1940 | 0.05 | 117.448 | 117.243 | 0.000 | -1.92 | 12938.88 |
| 9803 | 2016.12.27 21:00 | buy | 1941 | 0.05 | 117.493 | 117.243 | 0.000 | ||
| 9804 | 2016.12.28 02:40 | close | 1941 | 0.03 | 117.382 | 117.243 | 0.000 | -2.69 | 12936.19 |
| 9805 | 2016.12.28 02:40 | buy | 1942 | 0.02 | 117.493 | 117.243 | 0.000 | ||
| 9806 | 2016.12.28 18:03 | close | 1942 | 0.02 | 117.522 | 117.243 | 0.000 | 0.59 | 12936.78 |
| 9807 | 2016.12.28 21:07 | sell | 1943 | 0.10 | 117.200 | 0.000 | 0.000 | ||
| 9808 | 2016.12.28 21:07 | modify | 1943 | 0.10 | 117.200 | 117.450 | 0.000 | ||
| 9809 | 2016.12.28 21:40 | close | 1943 | 0.05 | 117.099 | 117.450 | 0.000 | 4.31 | 12941.09 |
| 9810 | 2016.12.28 21:40 | sell | 1944 | 0.05 | 117.200 | 117.450 | 0.000 | ||
| 9811 | 2016.12.29 00:29 | modify | 1944 | 0.05 | 117.200 | 117.150 | 0.000 | ||
| 9812 | 2016.12.29 01:43 | s/l | 1944 | 0.05 | 117.150 | 117.150 | 0.000 | 0.64 | 12941.73 |
| 9813 | 2017.01.02 10:06 | buy | 1945 | 0.10 | 117.196 | 0.000 | 0.000 | ||
| 9814 | 2017.01.02 10:06 | modify | 1945 | 0.10 | 117.196 | 116.946 | 0.000 | ||
| 9815 | 2017.01.02 10:11 | close | 1945 | 0.05 | 117.362 | 116.946 | 0.000 | 7.07 | 12948.80 |
| 9816 | 2017.01.02 10:11 | buy | 1946 | 0.05 | 117.196 | 116.946 | 0.000 | ||
| 9817 | 2017.01.03 07:02 | close | 1946 | 0.05 | 117.280 | 116.946 | 0.000 | 3.83 | 12952.63 |
| 9818 | 2017.01.03 09:03 | buy | 1947 | 0.10 | 117.531 | 0.000 | 0.000 | ||
| 9819 | 2017.01.03 09:03 | modify | 1947 | 0.10 | 117.531 | 117.281 | 0.000 | ||
| 9820 | 2017.01.03 09:10 | close | 1947 | 0.05 | 117.632 | 117.281 | 0.000 | 4.29 | 12956.92 |
| 9821 | 2017.01.03 09:10 | buy | 1948 | 0.05 | 117.531 | 117.281 | 0.000 | ||
| 9822 | 2017.01.03 09:41 | modify | 1948 | 0.05 | 117.531 | 117.581 | 0.000 | ||
| 9823 | 2017.01.03 11:29 | modify | 1948 | 0.05 | 117.531 | 117.682 | 0.000 | ||
| 9824 | 2017.01.03 11:31 | modify | 1948 | 0.05 | 117.531 | 117.693 | 0.000 | ||
| 9825 | 2017.01.03 11:31 | modify | 1948 | 0.05 | 117.531 | 117.703 | 0.000 | ||
| 9826 | 2017.01.03 11:33 | modify | 1948 | 0.05 | 117.531 | 117.714 | 0.000 | ||
| 9827 | 2017.01.03 11:33 | modify | 1948 | 0.05 | 117.531 | 117.725 | 0.000 | ||
| 9828 | 2017.01.03 11:34 | modify | 1948 | 0.05 | 117.531 | 117.735 | 0.000 | ||
| 9829 | 2017.01.03 12:43 | modify | 1948 | 0.05 | 117.531 | 117.746 | 0.000 | ||
| 9830 | 2017.01.03 12:43 | modify | 1948 | 0.05 | 117.531 | 117.756 | 0.000 | ||
| 9831 | 2017.01.03 12:55 | modify | 1948 | 0.05 | 117.531 | 117.766 | 0.000 | ||
| 9832 | 2017.01.03 12:56 | modify | 1948 | 0.05 | 117.531 | 117.777 | 0.000 | ||
| 9833 | 2017.01.03 12:56 | modify | 1948 | 0.05 | 117.531 | 117.788 | 0.000 | ||
| 9834 | 2017.01.03 12:57 | modify | 1948 | 0.05 | 117.531 | 117.799 | 0.000 | ||
| 9835 | 2017.01.03 12:57 | modify | 1948 | 0.05 | 117.531 | 117.810 | 0.000 | ||
| 9836 | 2017.01.03 12:57 | modify | 1948 | 0.05 | 117.531 | 117.821 | 0.000 | ||
| 9837 | 2017.01.03 13:04 | modify | 1948 | 0.05 | 117.531 | 117.831 | 0.000 | ||
| 9838 | 2017.01.03 13:06 | modify | 1948 | 0.05 | 117.531 | 117.842 | 0.000 | ||
| 9839 | 2017.01.03 13:15 | modify | 1948 | 0.05 | 117.531 | 117.852 | 0.000 | ||
| 9840 | 2017.01.03 13:15 | modify | 1948 | 0.05 | 117.531 | 117.863 | 0.000 | ||
| 9841 | 2017.01.03 13:21 | modify | 1948 | 0.05 | 117.531 | 117.874 | 0.000 | ||
| 9842 | 2017.01.03 13:21 | modify | 1948 | 0.05 | 117.531 | 117.886 | 0.000 | ||
| 9843 | 2017.01.03 17:00 | modify | 1948 | 0.05 | 117.531 | 117.897 | 0.000 | ||
| 9844 | 2017.01.03 17:00 | modify | 1948 | 0.05 | 117.531 | 117.910 | 0.000 | ||
| 9845 | 2017.01.03 17:00 | modify | 1948 | 0.05 | 117.531 | 117.923 | 0.000 | ||
| 9846 | 2017.01.03 17:00 | modify | 1948 | 0.05 | 117.531 | 117.934 | 0.000 | ||
| 9847 | 2017.01.03 17:00 | modify | 1948 | 0.05 | 117.531 | 117.944 | 0.000 | ||
| 9848 | 2017.01.03 17:00 | modify | 1948 | 0.05 | 117.531 | 117.957 | 0.000 | ||
| 9849 | 2017.01.03 17:00 | modify | 1948 | 0.05 | 117.531 | 117.967 | 0.000 | ||
| 9850 | 2017.01.03 17:00 | modify | 1948 | 0.05 | 117.531 | 117.977 | 0.000 | ||
| 9851 | 2017.01.03 17:01 | modify | 1948 | 0.05 | 117.531 | 117.989 | 0.000 | ||
| 9852 | 2017.01.03 17:01 | modify | 1948 | 0.05 | 117.531 | 118.001 | 0.000 | ||
| 9853 | 2017.01.03 17:01 | modify | 1948 | 0.05 | 117.531 | 118.013 | 0.000 | ||
| 9854 | 2017.01.03 17:01 | modify | 1948 | 0.05 | 117.531 | 118.024 | 0.000 | ||
| 9855 | 2017.01.03 17:04 | modify | 1948 | 0.05 | 117.531 | 118.036 | 0.000 | ||
| 9856 | 2017.01.03 17:04 | modify | 1948 | 0.05 | 117.531 | 118.048 | 0.000 | ||
| 9857 | 2017.01.03 17:04 | modify | 1948 | 0.05 | 117.531 | 118.060 | 0.000 | ||
| 9858 | 2017.01.03 17:04 | modify | 1948 | 0.05 | 117.531 | 118.072 | 0.000 | ||
| 9859 | 2017.01.03 17:04 | modify | 1948 | 0.05 | 117.531 | 118.083 | 0.000 | ||
| 9860 | 2017.01.03 17:04 | modify | 1948 | 0.05 | 117.531 | 118.094 | 0.000 | ||
| 9861 | 2017.01.03 17:04 | modify | 1948 | 0.05 | 117.531 | 118.105 | 0.000 | ||
| 9862 | 2017.01.03 17:12 | modify | 1948 | 0.05 | 117.531 | 118.116 | 0.000 | ||
| 9863 | 2017.01.03 17:12 | modify | 1948 | 0.05 | 117.531 | 118.127 | 0.000 | ||
| 9864 | 2017.01.03 17:12 | modify | 1948 | 0.05 | 117.531 | 118.137 | 0.000 | ||
| 9865 | 2017.01.03 17:50 | s/l | 1948 | 0.05 | 118.137 | 118.137 | 0.000 | 25.64 | 12982.56 |
| 9866 | 2017.01.05 02:00 | sell | 1949 | 0.10 | 117.040 | 0.000 | 0.000 | ||
| 9867 | 2017.01.05 02:00 | modify | 1949 | 0.10 | 117.040 | 117.290 | 0.000 | ||
| 9868 | 2017.01.05 02:03 | close | 1949 | 0.05 | 116.854 | 117.290 | 0.000 | 7.96 | 12990.52 |
| 9869 | 2017.01.05 02:03 | sell | 1950 | 0.05 | 117.040 | 117.290 | 0.000 | ||
| 9870 | 2017.01.05 02:05 | modify | 1950 | 0.05 | 117.040 | 116.990 | 0.000 | ||
| 9871 | 2017.01.05 02:56 | modify | 1950 | 0.05 | 117.040 | 116.888 | 0.000 | ||
| 9872 | 2017.01.05 02:56 | modify | 1950 | 0.05 | 117.040 | 116.874 | 0.000 | ||
| 9873 | 2017.01.05 02:56 | modify | 1950 | 0.05 | 117.040 | 116.861 | 0.000 | ||
| 9874 | 2017.01.05 02:56 | modify | 1950 | 0.05 | 117.040 | 116.848 | 0.000 | ||
| 9875 | 2017.01.05 02:56 | modify | 1950 | 0.05 | 117.040 | 116.836 | 0.000 | ||
| 9876 | 2017.01.05 02:56 | modify | 1950 | 0.05 | 117.040 | 116.824 | 0.000 | ||
| 9877 | 2017.01.05 02:56 | modify | 1950 | 0.05 | 117.040 | 116.812 | 0.000 | ||
| 9878 | 2017.01.05 02:56 | modify | 1950 | 0.05 | 117.040 | 116.799 | 0.000 | ||
| 9879 | 2017.01.05 02:56 | modify | 1950 | 0.05 | 117.040 | 116.787 | 0.000 | ||
| 9880 | 2017.01.05 02:56 | modify | 1950 | 0.05 | 117.040 | 116.775 | 0.000 | ||
| 9881 | 2017.01.05 02:56 | modify | 1950 | 0.05 | 117.040 | 116.762 | 0.000 | ||
| 9882 | 2017.01.05 02:56 | modify | 1950 | 0.05 | 117.040 | 116.750 | 0.000 | ||
| 9883 | 2017.01.05 05:17 | modify | 1950 | 0.05 | 117.040 | 116.739 | 0.000 | ||
| 9884 | 2017.01.05 07:11 | modify | 1950 | 0.05 | 117.040 | 116.727 | 0.000 | ||
| 9885 | 2017.01.05 07:16 | modify | 1950 | 0.05 | 117.040 | 116.716 | 0.000 | ||
| 9886 | 2017.01.05 07:16 | modify | 1950 | 0.05 | 117.040 | 116.704 | 0.000 | ||
| 9887 | 2017.01.05 07:16 | modify | 1950 | 0.05 | 117.040 | 116.692 | 0.000 | ||
| 9888 | 2017.01.05 07:16 | modify | 1950 | 0.05 | 117.040 | 116.680 | 0.000 | ||
| 9889 | 2017.01.05 07:18 | modify | 1950 | 0.05 | 117.040 | 116.670 | 0.000 | ||
| 9890 | 2017.01.05 07:18 | modify | 1950 | 0.05 | 117.040 | 116.659 | 0.000 | ||
| 9891 | 2017.01.05 07:18 | modify | 1950 | 0.05 | 117.040 | 116.648 | 0.000 | ||
| 9892 | 2017.01.05 07:19 | modify | 1950 | 0.05 | 117.040 | 116.637 | 0.000 | ||
| 9893 | 2017.01.05 07:19 | modify | 1950 | 0.05 | 117.040 | 116.626 | 0.000 | ||
| 9894 | 2017.01.05 07:19 | modify | 1950 | 0.05 | 117.040 | 116.615 | 0.000 | ||
| 9895 | 2017.01.05 07:19 | modify | 1950 | 0.05 | 117.040 | 116.603 | 0.000 | ||
| 9896 | 2017.01.05 07:25 | modify | 1950 | 0.05 | 117.040 | 116.592 | 0.000 | ||
| 9897 | 2017.01.05 07:31 | modify | 1950 | 0.05 | 117.040 | 116.581 | 0.000 | ||
| 9898 | 2017.01.05 07:31 | modify | 1950 | 0.05 | 117.040 | 116.570 | 0.000 | ||
| 9899 | 2017.01.05 07:31 | modify | 1950 | 0.05 | 117.040 | 116.558 | 0.000 | ||
| 9900 | 2017.01.05 07:31 | modify | 1950 | 0.05 | 117.040 | 116.548 | 0.000 | ||