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 |
| 9901 | 2017.01.05 07:31 | modify | 1950 | 0.05 | 117.040 | 116.537 | 0.000 | ||
| 9902 | 2017.01.05 07:32 | modify | 1950 | 0.05 | 117.040 | 116.526 | 0.000 | ||
| 9903 | 2017.01.05 07:58 | s/l | 1950 | 0.05 | 116.526 | 116.526 | 0.000 | 22.05 | 13012.57 |
| 9904 | 2017.01.11 12:30 | buy | 1951 | 0.10 | 116.344 | 0.000 | 0.000 | ||
| 9905 | 2017.01.11 12:30 | modify | 1951 | 0.10 | 116.344 | 116.094 | 0.000 | ||
| 9906 | 2017.01.11 12:43 | close | 1951 | 0.05 | 116.445 | 116.094 | 0.000 | 4.34 | 13016.91 |
| 9907 | 2017.01.11 12:43 | buy | 1952 | 0.05 | 116.344 | 116.094 | 0.000 | ||
| 9908 | 2017.01.11 15:47 | s/l | 1952 | 0.05 | 116.094 | 116.094 | 0.000 | -10.77 | 13006.14 |
| 9909 | 2017.01.11 16:53 | buy | 1953 | 0.10 | 116.464 | 0.000 | 0.000 | ||
| 9910 | 2017.01.11 16:53 | modify | 1953 | 0.10 | 116.464 | 116.214 | 0.000 | ||
| 9911 | 2017.01.11 16:59 | close | 1953 | 0.05 | 116.566 | 116.214 | 0.000 | 4.38 | 13010.52 |
| 9912 | 2017.01.11 16:59 | buy | 1954 | 0.05 | 116.464 | 116.214 | 0.000 | ||
| 9913 | 2017.01.11 17:18 | modify | 1954 | 0.05 | 116.464 | 116.514 | 0.000 | ||
| 9914 | 2017.01.11 18:24 | s/l | 1954 | 0.05 | 116.514 | 116.514 | 0.000 | 2.14 | 13012.66 |
| 9915 | 2017.01.18 20:41 | buy | 1955 | 0.10 | 113.642 | 0.000 | 0.000 | ||
| 9916 | 2017.01.18 20:41 | modify | 1955 | 0.10 | 113.642 | 113.392 | 0.000 | ||
| 9917 | 2017.01.18 22:00 | close | 1955 | 0.05 | 113.573 | 113.392 | 0.000 | -3.04 | 13009.62 |
| 9918 | 2017.01.18 22:00 | buy | 1956 | 0.05 | 113.642 | 113.392 | 0.000 | ||
| 9919 | 2017.01.18 22:07 | modify | 1956 | 0.05 | 113.642 | 113.692 | 0.000 | ||
| 9920 | 2017.01.19 11:21 | close | 1956 | 0.05 | 114.446 | 113.692 | 0.000 | 35.88 | 13045.50 |
| 9921 | 2017.01.30 16:44 | sell | 1957 | 0.10 | 114.252 | 0.000 | 0.000 | ||
| 9922 | 2017.01.30 16:44 | modify | 1957 | 0.10 | 114.252 | 114.502 | 0.000 | ||
| 9923 | 2017.01.30 17:20 | close | 1957 | 0.05 | 113.989 | 114.502 | 0.000 | 11.54 | 13057.04 |
| 9924 | 2017.01.30 17:20 | sell | 1958 | 0.05 | 114.252 | 114.502 | 0.000 | ||
| 9925 | 2017.01.30 17:38 | modify | 1958 | 0.05 | 114.252 | 114.202 | 0.000 | ||
| 9926 | 2017.01.30 19:23 | modify | 1958 | 0.05 | 114.252 | 114.101 | 0.000 | ||
| 9927 | 2017.01.30 19:23 | modify | 1958 | 0.05 | 114.252 | 114.089 | 0.000 | ||
| 9928 | 2017.01.30 19:23 | modify | 1958 | 0.05 | 114.252 | 114.077 | 0.000 | ||
| 9929 | 2017.01.30 19:36 | modify | 1958 | 0.05 | 114.252 | 114.064 | 0.000 | ||
| 9930 | 2017.01.30 19:36 | modify | 1958 | 0.05 | 114.252 | 114.053 | 0.000 | ||
| 9931 | 2017.01.30 19:36 | modify | 1958 | 0.05 | 114.252 | 114.042 | 0.000 | ||
| 9932 | 2017.01.30 19:38 | modify | 1958 | 0.05 | 114.252 | 114.029 | 0.000 | ||
| 9933 | 2017.01.30 19:39 | modify | 1958 | 0.05 | 114.252 | 114.017 | 0.000 | ||
| 9934 | 2017.01.30 19:41 | modify | 1958 | 0.05 | 114.252 | 114.006 | 0.000 | ||
| 9935 | 2017.01.30 19:42 | modify | 1958 | 0.05 | 114.252 | 113.995 | 0.000 | ||
| 9936 | 2017.01.30 19:42 | modify | 1958 | 0.05 | 114.252 | 113.984 | 0.000 | ||
| 9937 | 2017.01.30 19:42 | modify | 1958 | 0.05 | 114.252 | 113.973 | 0.000 | ||
| 9938 | 2017.01.30 19:43 | modify | 1958 | 0.05 | 114.252 | 113.962 | 0.000 | ||
| 9939 | 2017.01.30 19:46 | modify | 1958 | 0.05 | 114.252 | 113.951 | 0.000 | ||
| 9940 | 2017.01.30 19:46 | modify | 1958 | 0.05 | 114.252 | 113.939 | 0.000 | ||
| 9941 | 2017.01.30 19:46 | modify | 1958 | 0.05 | 114.252 | 113.927 | 0.000 | ||
| 9942 | 2017.01.30 19:46 | modify | 1958 | 0.05 | 114.252 | 113.916 | 0.000 | ||
| 9943 | 2017.01.30 19:46 | modify | 1958 | 0.05 | 114.252 | 113.905 | 0.000 | ||
| 9944 | 2017.01.31 05:02 | modify | 1958 | 0.05 | 114.252 | 113.894 | 0.000 | ||
| 9945 | 2017.01.31 05:02 | modify | 1958 | 0.05 | 114.252 | 113.882 | 0.000 | ||
| 9946 | 2017.01.31 05:02 | modify | 1958 | 0.05 | 114.252 | 113.871 | 0.000 | ||
| 9947 | 2017.01.31 05:02 | modify | 1958 | 0.05 | 114.252 | 113.860 | 0.000 | ||
| 9948 | 2017.01.31 05:02 | modify | 1958 | 0.05 | 114.252 | 113.849 | 0.000 | ||
| 9949 | 2017.01.31 05:02 | modify | 1958 | 0.05 | 114.252 | 113.838 | 0.000 | ||
| 9950 | 2017.01.31 05:02 | modify | 1958 | 0.05 | 114.252 | 113.827 | 0.000 | ||
| 9951 | 2017.01.31 05:02 | modify | 1958 | 0.05 | 114.252 | 113.815 | 0.000 | ||
| 9952 | 2017.01.31 05:02 | modify | 1958 | 0.05 | 114.252 | 113.803 | 0.000 | ||
| 9953 | 2017.01.31 05:02 | modify | 1958 | 0.05 | 114.252 | 113.791 | 0.000 | ||
| 9954 | 2017.01.31 05:02 | modify | 1958 | 0.05 | 114.252 | 113.779 | 0.000 | ||
| 9955 | 2017.01.31 05:02 | modify | 1958 | 0.05 | 114.252 | 113.768 | 0.000 | ||
| 9956 | 2017.01.31 05:02 | modify | 1958 | 0.05 | 114.252 | 113.756 | 0.000 | ||
| 9957 | 2017.01.31 05:07 | modify | 1958 | 0.05 | 114.252 | 113.744 | 0.000 | ||
| 9958 | 2017.01.31 05:07 | modify | 1958 | 0.05 | 114.252 | 113.732 | 0.000 | ||
| 9959 | 2017.01.31 05:07 | modify | 1958 | 0.05 | 114.252 | 113.721 | 0.000 | ||
| 9960 | 2017.01.31 05:07 | modify | 1958 | 0.05 | 114.252 | 113.709 | 0.000 | ||
| 9961 | 2017.01.31 05:15 | modify | 1958 | 0.05 | 114.252 | 113.697 | 0.000 | ||
| 9962 | 2017.01.31 05:29 | s/l | 1958 | 0.05 | 113.697 | 113.697 | 0.000 | 23.91 | 13080.95 |
| 9963 | 2017.02.06 15:01 | sell | 1959 | 0.10 | 112.215 | 0.000 | 0.000 | ||
| 9964 | 2017.02.06 15:01 | modify | 1959 | 0.10 | 112.215 | 112.465 | 0.000 | ||
| 9965 | 2017.02.06 15:33 | close | 1959 | 0.05 | 112.049 | 112.465 | 0.000 | 7.41 | 13088.36 |
| 9966 | 2017.02.06 15:33 | sell | 1960 | 0.05 | 112.215 | 112.465 | 0.000 | ||
| 9967 | 2017.02.06 17:12 | s/l | 1960 | 0.05 | 112.465 | 112.465 | 0.000 | -11.11 | 13077.25 |
| 9968 | 2017.02.08 16:37 | sell | 1961 | 0.10 | 111.796 | 0.000 | 0.000 | ||
| 9969 | 2017.02.08 16:37 | modify | 1961 | 0.10 | 111.796 | 112.046 | 0.000 | ||
| 9970 | 2017.02.08 16:47 | close | 1961 | 0.05 | 111.695 | 112.046 | 0.000 | 4.52 | 13081.77 |
| 9971 | 2017.02.08 16:47 | sell | 1962 | 0.05 | 111.796 | 112.046 | 0.000 | ||
| 9972 | 2017.02.08 20:17 | s/l | 1962 | 0.05 | 112.046 | 112.046 | 0.000 | -11.16 | 13070.61 |
| 9973 | 2017.02.09 16:11 | buy | 1963 | 0.10 | 112.475 | 0.000 | 0.000 | ||
| 9974 | 2017.02.09 16:11 | modify | 1963 | 0.10 | 112.475 | 112.225 | 0.000 | ||
| 9975 | 2017.02.09 16:43 | s/l | 1963 | 0.10 | 112.225 | 112.225 | 0.000 | -22.28 | 13048.33 |
| 9976 | 2017.02.14 06:18 | sell | 1964 | 0.10 | 113.427 | 0.000 | 0.000 | ||
| 9977 | 2017.02.14 06:18 | modify | 1964 | 0.10 | 113.427 | 113.677 | 0.000 | ||
| 9978 | 2017.02.14 07:43 | close | 1964 | 0.05 | 113.326 | 113.677 | 0.000 | 4.46 | 13052.79 |
| 9979 | 2017.02.14 07:43 | sell | 1965 | 0.05 | 113.427 | 113.677 | 0.000 | ||
| 9980 | 2017.02.14 16:37 | close | 1965 | 0.03 | 113.583 | 113.677 | 0.000 | -4.12 | 13048.67 |
| 9981 | 2017.02.14 16:37 | sell | 1966 | 0.02 | 113.427 | 113.677 | 0.000 | ||
| 9982 | 2017.02.14 17:00 | close | 1966 | 0.02 | 113.659 | 113.677 | 0.000 | -4.08 | 13044.59 |
| 9983 | 2017.02.15 09:16 | buy | 1967 | 0.10 | 114.507 | 0.000 | 0.000 | ||
| 9984 | 2017.02.15 09:16 | modify | 1967 | 0.10 | 114.507 | 114.257 | 0.000 | ||
| 9985 | 2017.02.15 11:00 | close | 1967 | 0.05 | 114.450 | 114.257 | 0.000 | -2.49 | 13042.10 |
| 9986 | 2017.02.15 11:00 | buy | 1968 | 0.05 | 114.507 | 114.257 | 0.000 | ||
| 9987 | 2017.02.15 15:34 | modify | 1968 | 0.05 | 114.507 | 114.557 | 0.000 | ||
| 9988 | 2017.02.15 16:45 | s/l | 1968 | 0.05 | 114.557 | 114.557 | 0.000 | 2.18 | 13044.28 |
| 9989 | 2017.02.21 01:47 | buy | 1969 | 0.10 | 113.238 | 0.000 | 0.000 | ||
| 9990 | 2017.02.21 01:47 | modify | 1969 | 0.10 | 113.238 | 112.988 | 0.000 | ||
| 9991 | 2017.02.21 02:07 | close | 1969 | 0.05 | 113.339 | 112.988 | 0.000 | 4.46 | 13048.74 |
| 9992 | 2017.02.21 02:07 | buy | 1970 | 0.05 | 113.238 | 112.988 | 0.000 | ||
| 9993 | 2017.02.21 05:03 | modify | 1970 | 0.05 | 113.238 | 113.288 | 0.000 | ||
| 9994 | 2017.02.21 16:52 | close | 1970 | 0.03 | 113.518 | 113.288 | 0.000 | 7.40 | 13056.14 |
| 9995 | 2017.02.21 16:52 | buy | 1971 | 0.02 | 113.238 | 113.288 | 0.000 | ||
| 9996 | 2017.02.21 16:56 | close | 1971 | 0.02 | 113.445 | 113.288 | 0.000 | 3.65 | 13059.79 |
| 9997 | 2017.02.22 10:36 | sell | 1972 | 0.10 | 113.251 | 0.000 | 0.000 | ||
| 9998 | 2017.02.22 10:36 | modify | 1972 | 0.10 | 113.251 | 113.501 | 0.000 | ||
| 9999 | 2017.02.22 15:00 | close | 1972 | 0.05 | 113.054 | 113.501 | 0.000 | 8.71 | 13068.50 |
| 10000 | 2017.02.22 15:00 | sell | 1973 | 0.05 | 113.251 | 113.501 | 0.000 | ||
| 10001 | 2017.02.22 17:39 | close | 1973 | 0.03 | 113.427 | 113.501 | 0.000 | -4.65 | 13063.85 |
| 10002 | 2017.02.22 17:39 | sell | 1974 | 0.02 | 113.251 | 113.501 | 0.000 | ||
| 10003 | 2017.02.22 19:03 | s/l | 1974 | 0.02 | 113.501 | 113.501 | 0.000 | -4.41 | 13059.44 |
| 10004 | 2017.02.27 21:27 | buy | 1975 | 0.10 | 112.492 | 0.000 | 0.000 | ||
| 10005 | 2017.02.27 21:27 | modify | 1975 | 0.10 | 112.492 | 112.242 | 0.000 | ||
| 10006 | 2017.02.27 21:28 | close | 1975 | 0.05 | 112.595 | 112.242 | 0.000 | 4.57 | 13064.01 |
| 10007 | 2017.02.27 21:28 | buy | 1976 | 0.05 | 112.492 | 112.242 | 0.000 | ||
| 10008 | 2017.02.28 09:13 | close | 1976 | 0.05 | 112.438 | 112.242 | 0.000 | -2.15 | 13061.87 |
| 10009 | 2017.03.06 11:18 | sell | 1977 | 0.10 | 113.645 | 0.000 | 0.000 | ||
| 10010 | 2017.03.06 11:18 | modify | 1977 | 0.10 | 113.645 | 113.895 | 0.000 | ||
| 10011 | 2017.03.06 13:00 | close | 1977 | 0.05 | 113.678 | 113.895 | 0.000 | -1.45 | 13060.42 |
| 10012 | 2017.03.06 13:00 | sell | 1978 | 0.05 | 113.645 | 113.895 | 0.000 | ||
| 10013 | 2017.03.06 17:42 | close | 1978 | 0.03 | 113.838 | 113.895 | 0.000 | -5.09 | 13055.33 |
| 10014 | 2017.03.06 17:42 | sell | 1979 | 0.02 | 113.645 | 113.895 | 0.000 | ||
| 10015 | 2017.03.06 18:10 | s/l | 1979 | 0.02 | 113.895 | 113.895 | 0.000 | -4.39 | 13050.94 |
| 10016 | 2017.03.07 16:35 | buy | 1980 | 0.10 | 114.104 | 0.000 | 0.000 | ||
| 10017 | 2017.03.07 16:35 | modify | 1980 | 0.10 | 114.104 | 113.854 | 0.000 | ||
| 10018 | 2017.03.07 18:00 | close | 1980 | 0.05 | 114.043 | 113.854 | 0.000 | -2.67 | 13048.27 |
| 10019 | 2017.03.07 18:00 | buy | 1981 | 0.05 | 114.104 | 113.854 | 0.000 | ||
| 10020 | 2017.03.07 20:20 | close | 1981 | 0.03 | 113.887 | 113.854 | 0.000 | -5.72 | 13042.55 |
| 10021 | 2017.03.07 20:20 | buy | 1982 | 0.02 | 114.104 | 113.854 | 0.000 | ||
| 10022 | 2017.03.08 00:48 | close | 1982 | 0.02 | 113.930 | 113.854 | 0.000 | -2.95 | 13039.60 |
| 10023 | 2017.03.08 06:29 | sell | 1983 | 0.10 | 113.717 | 0.000 | 0.000 | ||
| 10024 | 2017.03.08 06:29 | modify | 1983 | 0.10 | 113.717 | 113.967 | 0.000 | ||
| 10025 | 2017.03.08 08:00 | close | 1983 | 0.05 | 113.710 | 113.967 | 0.000 | 0.31 | 13039.91 |
| 10026 | 2017.03.08 08:00 | sell | 1984 | 0.05 | 113.717 | 113.967 | 0.000 | ||
| 10027 | 2017.03.08 11:54 | s/l | 1984 | 0.05 | 113.967 | 113.967 | 0.000 | -10.97 | 13028.94 |
| 10028 | 2017.03.08 15:49 | buy | 1985 | 0.10 | 114.164 | 0.000 | 0.000 | ||
| 10029 | 2017.03.08 15:49 | modify | 1985 | 0.10 | 114.164 | 113.914 | 0.000 | ||
| 10030 | 2017.03.08 16:15 | modify | 1985 | 0.10 | 114.164 | 114.214 | 0.000 | ||
| 10031 | 2017.03.08 16:15 | close | 1985 | 0.05 | 114.532 | 114.214 | 0.000 | 16.07 | 13045.01 |
| 10032 | 2017.03.08 16:15 | buy | 1986 | 0.05 | 114.164 | 114.214 | 0.000 | ||
| 10033 | 2017.03.09 11:46 | modify | 1986 | 0.05 | 114.164 | 114.318 | 0.000 | ||
| 10034 | 2017.03.09 11:46 | modify | 1986 | 0.05 | 114.164 | 114.332 | 0.000 | ||
| 10035 | 2017.03.09 11:46 | modify | 1986 | 0.05 | 114.164 | 114.345 | 0.000 | ||
| 10036 | 2017.03.09 11:46 | modify | 1986 | 0.05 | 114.164 | 114.359 | 0.000 | ||
| 10037 | 2017.03.09 11:46 | modify | 1986 | 0.05 | 114.164 | 114.371 | 0.000 | ||
| 10038 | 2017.03.09 11:46 | modify | 1986 | 0.05 | 114.164 | 114.385 | 0.000 | ||
| 10039 | 2017.03.09 11:46 | modify | 1986 | 0.05 | 114.164 | 114.398 | 0.000 | ||
| 10040 | 2017.03.09 11:46 | modify | 1986 | 0.05 | 114.164 | 114.412 | 0.000 | ||
| 10041 | 2017.03.09 11:50 | modify | 1986 | 0.05 | 114.164 | 114.423 | 0.000 | ||
| 10042 | 2017.03.09 11:50 | modify | 1986 | 0.05 | 114.164 | 114.434 | 0.000 | ||
| 10043 | 2017.03.09 12:00 | modify | 1986 | 0.05 | 114.164 | 114.445 | 0.000 | ||
| 10044 | 2017.03.09 12:01 | modify | 1986 | 0.05 | 114.164 | 114.455 | 0.000 | ||
| 10045 | 2017.03.09 12:01 | modify | 1986 | 0.05 | 114.164 | 114.466 | 0.000 | ||
| 10046 | 2017.03.09 18:21 | modify | 1986 | 0.05 | 114.164 | 114.476 | 0.000 | ||
| 10047 | 2017.03.09 18:21 | modify | 1986 | 0.05 | 114.164 | 114.486 | 0.000 | ||
| 10048 | 2017.03.09 18:21 | modify | 1986 | 0.05 | 114.164 | 114.497 | 0.000 | ||
| 10049 | 2017.03.09 23:12 | modify | 1986 | 0.05 | 114.164 | 114.508 | 0.000 | ||
| 10050 | 2017.03.10 00:22 | modify | 1986 | 0.05 | 114.164 | 114.518 | 0.000 | ||