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 |
| 10051 | 2017.03.10 00:27 | modify | 1986 | 0.05 | 114.164 | 114.530 | 0.000 | ||
| 10052 | 2017.03.10 01:39 | modify | 1986 | 0.05 | 114.164 | 114.548 | 0.000 | ||
| 10053 | 2017.03.10 01:39 | modify | 1986 | 0.05 | 114.164 | 114.560 | 0.000 | ||
| 10054 | 2017.03.10 01:39 | modify | 1986 | 0.05 | 114.164 | 114.571 | 0.000 | ||
| 10055 | 2017.03.10 01:39 | modify | 1986 | 0.05 | 114.164 | 114.582 | 0.000 | ||
| 10056 | 2017.03.10 01:42 | modify | 1986 | 0.05 | 114.164 | 114.592 | 0.000 | ||
| 10057 | 2017.03.10 01:54 | modify | 1986 | 0.05 | 114.164 | 114.602 | 0.000 | ||
| 10058 | 2017.03.10 01:55 | modify | 1986 | 0.05 | 114.164 | 114.614 | 0.000 | ||
| 10059 | 2017.03.10 01:56 | modify | 1986 | 0.05 | 114.164 | 114.626 | 0.000 | ||
| 10060 | 2017.03.10 02:00 | modify | 1986 | 0.05 | 114.164 | 114.638 | 0.000 | ||
| 10061 | 2017.03.10 02:00 | modify | 1986 | 0.05 | 114.164 | 114.650 | 0.000 | ||
| 10062 | 2017.03.10 02:00 | modify | 1986 | 0.05 | 114.164 | 114.661 | 0.000 | ||
| 10063 | 2017.03.10 02:00 | modify | 1986 | 0.05 | 114.164 | 114.673 | 0.000 | ||
| 10064 | 2017.03.10 02:00 | modify | 1986 | 0.05 | 114.164 | 114.686 | 0.000 | ||
| 10065 | 2017.03.10 02:00 | modify | 1986 | 0.05 | 114.164 | 114.698 | 0.000 | ||
| 10066 | 2017.03.10 02:01 | modify | 1986 | 0.05 | 114.164 | 114.708 | 0.000 | ||
| 10067 | 2017.03.10 02:46 | modify | 1986 | 0.05 | 114.164 | 114.718 | 0.000 | ||
| 10068 | 2017.03.10 02:47 | modify | 1986 | 0.05 | 114.164 | 114.729 | 0.000 | ||
| 10069 | 2017.03.10 03:11 | modify | 1986 | 0.05 | 114.164 | 114.740 | 0.000 | ||
| 10070 | 2017.03.10 03:12 | modify | 1986 | 0.05 | 114.164 | 114.750 | 0.000 | ||
| 10071 | 2017.03.10 03:19 | modify | 1986 | 0.05 | 114.164 | 114.760 | 0.000 | ||
| 10072 | 2017.03.10 03:20 | modify | 1986 | 0.05 | 114.164 | 114.771 | 0.000 | ||
| 10073 | 2017.03.10 03:23 | modify | 1986 | 0.05 | 114.164 | 114.783 | 0.000 | ||
| 10074 | 2017.03.10 08:00 | close | 1986 | 0.05 | 115.329 | 114.783 | 0.000 | 51.51 | 13096.52 |
| 10075 | 2017.03.13 08:14 | sell | 1987 | 0.10 | 114.641 | 0.000 | 0.000 | ||
| 10076 | 2017.03.13 08:14 | modify | 1987 | 0.10 | 114.641 | 114.891 | 0.000 | ||
| 10077 | 2017.03.13 09:00 | close | 1987 | 0.05 | 114.697 | 114.891 | 0.000 | -2.44 | 13094.08 |
| 10078 | 2017.03.13 09:00 | sell | 1988 | 0.05 | 114.641 | 114.891 | 0.000 | ||
| 10079 | 2017.03.13 20:58 | close | 1988 | 0.05 | 114.768 | 114.891 | 0.000 | -5.53 | 13088.55 |
| 10080 | 2017.03.14 01:44 | buy | 1989 | 0.10 | 114.948 | 0.000 | 0.000 | ||
| 10081 | 2017.03.14 01:44 | modify | 1989 | 0.10 | 114.948 | 114.698 | 0.000 | ||
| 10082 | 2017.03.14 10:03 | close | 1989 | 0.05 | 115.086 | 114.698 | 0.000 | 6.00 | 13094.55 |
| 10083 | 2017.03.14 10:03 | buy | 1990 | 0.05 | 114.948 | 114.698 | 0.000 | ||
| 10084 | 2017.03.14 15:19 | close | 1990 | 0.03 | 114.820 | 114.698 | 0.000 | -3.34 | 13091.21 |
| 10085 | 2017.03.14 15:19 | buy | 1991 | 0.02 | 114.948 | 114.698 | 0.000 | ||
| 10086 | 2017.03.14 16:57 | s/l | 1991 | 0.02 | 114.698 | 114.698 | 0.000 | -4.36 | 13086.85 |
| 10087 | 2017.03.15 20:33 | sell | 1992 | 0.10 | 114.506 | 0.000 | 0.000 | ||
| 10088 | 2017.03.15 20:33 | modify | 1992 | 0.10 | 114.506 | 114.756 | 0.000 | ||
| 10089 | 2017.03.15 21:00 | close | 1992 | 0.05 | 114.541 | 114.756 | 0.000 | -1.53 | 13085.32 |
| 10090 | 2017.03.15 21:00 | sell | 1993 | 0.05 | 114.506 | 114.756 | 0.000 | ||
| 10091 | 2017.03.15 21:00 | modify | 1993 | 0.05 | 114.506 | 114.456 | 0.000 | ||
| 10092 | 2017.03.15 21:00 | modify | 1993 | 0.05 | 114.506 | 114.343 | 0.000 | ||
| 10093 | 2017.03.15 21:00 | modify | 1993 | 0.05 | 114.506 | 114.327 | 0.000 | ||
| 10094 | 2017.03.15 21:00 | modify | 1993 | 0.05 | 114.506 | 114.310 | 0.000 | ||
| 10095 | 2017.03.15 21:00 | modify | 1993 | 0.05 | 114.506 | 114.293 | 0.000 | ||
| 10096 | 2017.03.15 21:00 | modify | 1993 | 0.05 | 114.506 | 114.276 | 0.000 | ||
| 10097 | 2017.03.15 21:00 | modify | 1993 | 0.05 | 114.506 | 114.260 | 0.000 | ||
| 10098 | 2017.03.15 21:00 | modify | 1993 | 0.05 | 114.506 | 114.243 | 0.000 | ||
| 10099 | 2017.03.15 21:00 | modify | 1993 | 0.05 | 114.506 | 114.226 | 0.000 | ||
| 10100 | 2017.03.15 21:00 | modify | 1993 | 0.05 | 114.506 | 114.209 | 0.000 | ||
| 10101 | 2017.03.15 21:00 | modify | 1993 | 0.05 | 114.506 | 114.193 | 0.000 | ||
| 10102 | 2017.03.15 21:00 | modify | 1993 | 0.05 | 114.506 | 114.176 | 0.000 | ||
| 10103 | 2017.03.15 21:00 | modify | 1993 | 0.05 | 114.506 | 114.159 | 0.000 | ||
| 10104 | 2017.03.15 21:01 | modify | 1993 | 0.05 | 114.506 | 114.149 | 0.000 | ||
| 10105 | 2017.03.15 21:01 | modify | 1993 | 0.05 | 114.506 | 114.137 | 0.000 | ||
| 10106 | 2017.03.15 21:01 | modify | 1993 | 0.05 | 114.506 | 114.125 | 0.000 | ||
| 10107 | 2017.03.15 21:06 | modify | 1993 | 0.05 | 114.506 | 114.112 | 0.000 | ||
| 10108 | 2017.03.15 21:06 | modify | 1993 | 0.05 | 114.506 | 114.100 | 0.000 | ||
| 10109 | 2017.03.15 21:07 | modify | 1993 | 0.05 | 114.506 | 114.089 | 0.000 | ||
| 10110 | 2017.03.15 21:45 | modify | 1993 | 0.05 | 114.506 | 114.078 | 0.000 | ||
| 10111 | 2017.03.15 21:45 | modify | 1993 | 0.05 | 114.506 | 114.066 | 0.000 | ||
| 10112 | 2017.03.15 21:45 | modify | 1993 | 0.05 | 114.506 | 114.053 | 0.000 | ||
| 10113 | 2017.03.15 21:45 | modify | 1993 | 0.05 | 114.506 | 114.042 | 0.000 | ||
| 10114 | 2017.03.15 21:45 | modify | 1993 | 0.05 | 114.506 | 114.031 | 0.000 | ||
| 10115 | 2017.03.15 21:45 | modify | 1993 | 0.05 | 114.506 | 114.019 | 0.000 | ||
| 10116 | 2017.03.15 21:45 | modify | 1993 | 0.05 | 114.506 | 114.008 | 0.000 | ||
| 10117 | 2017.03.15 21:45 | modify | 1993 | 0.05 | 114.506 | 113.997 | 0.000 | ||
| 10118 | 2017.03.15 21:45 | modify | 1993 | 0.05 | 114.506 | 113.986 | 0.000 | ||
| 10119 | 2017.03.15 21:46 | modify | 1993 | 0.05 | 114.506 | 113.973 | 0.000 | ||
| 10120 | 2017.03.15 21:46 | modify | 1993 | 0.05 | 114.506 | 113.960 | 0.000 | ||
| 10121 | 2017.03.15 21:46 | modify | 1993 | 0.05 | 114.506 | 113.947 | 0.000 | ||
| 10122 | 2017.03.15 21:46 | modify | 1993 | 0.05 | 114.506 | 113.934 | 0.000 | ||
| 10123 | 2017.03.15 21:46 | modify | 1993 | 0.05 | 114.506 | 113.922 | 0.000 | ||
| 10124 | 2017.03.15 21:46 | modify | 1993 | 0.05 | 114.506 | 113.910 | 0.000 | ||
| 10125 | 2017.03.15 21:46 | modify | 1993 | 0.05 | 114.506 | 113.898 | 0.000 | ||
| 10126 | 2017.03.15 21:46 | modify | 1993 | 0.05 | 114.506 | 113.887 | 0.000 | ||
| 10127 | 2017.03.15 21:46 | modify | 1993 | 0.05 | 114.506 | 113.875 | 0.000 | ||
| 10128 | 2017.03.15 21:47 | modify | 1993 | 0.05 | 114.506 | 113.863 | 0.000 | ||
| 10129 | 2017.03.15 21:47 | modify | 1993 | 0.05 | 114.506 | 113.851 | 0.000 | ||
| 10130 | 2017.03.15 21:47 | modify | 1993 | 0.05 | 114.506 | 113.839 | 0.000 | ||
| 10131 | 2017.03.15 21:47 | modify | 1993 | 0.05 | 114.506 | 113.828 | 0.000 | ||
| 10132 | 2017.03.15 21:47 | modify | 1993 | 0.05 | 114.506 | 113.816 | 0.000 | ||
| 10133 | 2017.03.15 21:47 | modify | 1993 | 0.05 | 114.506 | 113.805 | 0.000 | ||
| 10134 | 2017.03.15 21:47 | modify | 1993 | 0.05 | 114.506 | 113.793 | 0.000 | ||
| 10135 | 2017.03.15 21:47 | modify | 1993 | 0.05 | 114.506 | 113.782 | 0.000 | ||
| 10136 | 2017.03.15 22:55 | modify | 1993 | 0.05 | 114.506 | 113.769 | 0.000 | ||
| 10137 | 2017.03.15 22:55 | modify | 1993 | 0.05 | 114.506 | 113.758 | 0.000 | ||
| 10138 | 2017.03.15 22:56 | modify | 1993 | 0.05 | 114.506 | 113.745 | 0.000 | ||
| 10139 | 2017.03.15 22:57 | modify | 1993 | 0.05 | 114.506 | 113.734 | 0.000 | ||
| 10140 | 2017.03.15 22:57 | modify | 1993 | 0.05 | 114.506 | 113.722 | 0.000 | ||
| 10141 | 2017.03.15 22:57 | modify | 1993 | 0.05 | 114.506 | 113.710 | 0.000 | ||
| 10142 | 2017.03.15 22:57 | modify | 1993 | 0.05 | 114.506 | 113.699 | 0.000 | ||
| 10143 | 2017.03.15 22:57 | modify | 1993 | 0.05 | 114.506 | 113.688 | 0.000 | ||
| 10144 | 2017.03.15 22:57 | modify | 1993 | 0.05 | 114.506 | 113.676 | 0.000 | ||
| 10145 | 2017.03.15 22:58 | modify | 1993 | 0.05 | 114.506 | 113.665 | 0.000 | ||
| 10146 | 2017.03.15 22:58 | modify | 1993 | 0.05 | 114.506 | 113.654 | 0.000 | ||
| 10147 | 2017.03.15 22:58 | modify | 1993 | 0.05 | 114.506 | 113.642 | 0.000 | ||
| 10148 | 2017.03.15 22:58 | modify | 1993 | 0.05 | 114.506 | 113.631 | 0.000 | ||
| 10149 | 2017.03.16 03:40 | modify | 1993 | 0.05 | 114.506 | 113.620 | 0.000 | ||
| 10150 | 2017.03.16 03:40 | modify | 1993 | 0.05 | 114.506 | 113.608 | 0.000 | ||
| 10151 | 2017.03.16 10:27 | modify | 1993 | 0.05 | 114.506 | 113.596 | 0.000 | ||
| 10152 | 2017.03.16 10:27 | modify | 1993 | 0.05 | 114.506 | 113.585 | 0.000 | ||
| 10153 | 2017.03.16 10:27 | modify | 1993 | 0.05 | 114.506 | 113.573 | 0.000 | ||
| 10154 | 2017.03.16 10:27 | modify | 1993 | 0.05 | 114.506 | 113.562 | 0.000 | ||
| 10155 | 2017.03.16 10:27 | modify | 1993 | 0.05 | 114.506 | 113.551 | 0.000 | ||
| 10156 | 2017.03.16 10:27 | modify | 1993 | 0.05 | 114.506 | 113.539 | 0.000 | ||
| 10157 | 2017.03.16 10:27 | modify | 1993 | 0.05 | 114.506 | 113.528 | 0.000 | ||
| 10158 | 2017.03.16 10:27 | modify | 1993 | 0.05 | 114.506 | 113.517 | 0.000 | ||
| 10159 | 2017.03.16 10:27 | modify | 1993 | 0.05 | 114.506 | 113.506 | 0.000 | ||
| 10160 | 2017.03.16 10:27 | modify | 1993 | 0.05 | 114.506 | 113.495 | 0.000 | ||
| 10161 | 2017.03.16 10:29 | modify | 1993 | 0.05 | 114.506 | 113.484 | 0.000 | ||
| 10162 | 2017.03.16 10:29 | modify | 1993 | 0.05 | 114.506 | 113.473 | 0.000 | ||
| 10163 | 2017.03.16 10:29 | modify | 1993 | 0.05 | 114.506 | 113.462 | 0.000 | ||
| 10164 | 2017.03.16 10:36 | modify | 1993 | 0.05 | 114.506 | 113.451 | 0.000 | ||
| 10165 | 2017.03.16 10:40 | modify | 1993 | 0.05 | 114.506 | 113.439 | 0.000 | ||
| 10166 | 2017.03.16 10:40 | modify | 1993 | 0.05 | 114.506 | 113.427 | 0.000 | ||
| 10167 | 2017.03.16 10:40 | modify | 1993 | 0.05 | 114.506 | 113.417 | 0.000 | ||
| 10168 | 2017.03.16 10:40 | modify | 1993 | 0.05 | 114.506 | 113.406 | 0.000 | ||
| 10169 | 2017.03.16 10:40 | modify | 1993 | 0.05 | 114.506 | 113.394 | 0.000 | ||
| 10170 | 2017.03.16 10:40 | modify | 1993 | 0.05 | 114.506 | 113.382 | 0.000 | ||
| 10171 | 2017.03.16 10:40 | modify | 1993 | 0.05 | 114.506 | 113.369 | 0.000 | ||
| 10172 | 2017.03.16 10:40 | modify | 1993 | 0.05 | 114.506 | 113.357 | 0.000 | ||
| 10173 | 2017.03.16 11:15 | s/l | 1993 | 0.05 | 113.357 | 113.357 | 0.000 | 49.19 | 13134.51 |
| 10174 | 2017.03.20 04:54 | sell | 1994 | 0.10 | 112.530 | 0.000 | 0.000 | ||
| 10175 | 2017.03.20 04:54 | modify | 1994 | 0.10 | 112.530 | 112.780 | 0.000 | ||
| 10176 | 2017.03.20 11:08 | close | 1994 | 0.05 | 112.673 | 112.780 | 0.000 | -6.35 | 13128.16 |
| 10177 | 2017.03.20 11:08 | sell | 1995 | 0.05 | 112.530 | 112.780 | 0.000 | ||
| 10178 | 2017.03.20 11:14 | close | 1995 | 0.05 | 112.741 | 112.780 | 0.000 | -9.36 | 13118.80 |
| 10179 | 2017.03.21 03:20 | sell | 1996 | 0.10 | 112.389 | 0.000 | 0.000 | ||
| 10180 | 2017.03.21 03:20 | modify | 1996 | 0.10 | 112.389 | 112.639 | 0.000 | ||
| 10181 | 2017.03.21 03:23 | close | 1996 | 0.05 | 112.276 | 112.639 | 0.000 | 5.03 | 13123.83 |
| 10182 | 2017.03.21 03:23 | sell | 1997 | 0.05 | 112.389 | 112.639 | 0.000 | ||
| 10183 | 2017.03.21 05:00 | s/l | 1997 | 0.05 | 112.639 | 112.639 | 0.000 | -11.10 | 13112.73 |
| 10184 | 2017.03.30 03:54 | buy | 1998 | 0.10 | 111.314 | 0.000 | 0.000 | ||
| 10185 | 2017.03.30 03:54 | modify | 1998 | 0.10 | 111.314 | 111.064 | 0.000 | ||
| 10186 | 2017.03.30 09:43 | s/l | 1998 | 0.10 | 111.064 | 111.064 | 0.000 | -22.51 | 13090.22 |
| 10187 | 2017.03.30 16:15 | buy | 1999 | 0.10 | 111.451 | 0.000 | 0.000 | ||
| 10188 | 2017.03.30 16:15 | modify | 1999 | 0.10 | 111.451 | 111.201 | 0.000 | ||
| 10189 | 2017.03.30 16:26 | s/l | 1999 | 0.10 | 111.201 | 111.201 | 0.000 | -22.48 | 13067.74 |
| 10190 | 2017.03.30 21:23 | buy | 2000 | 0.10 | 111.543 | 0.000 | 0.000 | ||
| 10191 | 2017.03.30 21:23 | modify | 2000 | 0.10 | 111.543 | 111.293 | 0.000 | ||
| 10192 | 2017.03.30 23:45 | modify | 2000 | 0.10 | 111.543 | 111.593 | 0.000 | ||
| 10193 | 2017.03.31 03:54 | modify | 2000 | 0.10 | 111.543 | 111.695 | 0.000 | ||
| 10194 | 2017.03.31 06:13 | modify | 2000 | 0.10 | 111.543 | 111.705 | 0.000 | ||
| 10195 | 2017.03.31 06:13 | modify | 2000 | 0.10 | 111.543 | 111.715 | 0.000 | ||
| 10196 | 2017.03.31 06:13 | modify | 2000 | 0.10 | 111.543 | 111.726 | 0.000 | ||
| 10197 | 2017.03.31 06:13 | modify | 2000 | 0.10 | 111.543 | 111.736 | 0.000 | ||
| 10198 | 2017.03.31 08:00 | close | 2000 | 0.10 | 112.064 | 111.736 | 0.000 | 46.99 | 13114.73 |
| 10199 | 2017.04.05 12:21 | buy | 2001 | 0.10 | 110.911 | 0.000 | 0.000 | ||
| 10200 | 2017.04.05 12:21 | modify | 2001 | 0.10 | 110.911 | 110.661 | 0.000 | ||