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 |
| 10201 | 2017.04.05 14:00 | close | 2001 | 0.05 | 110.847 | 110.661 | 0.000 | -2.89 | 13111.84 |
| 10202 | 2017.04.05 14:00 | buy | 2002 | 0.05 | 110.911 | 110.661 | 0.000 | ||
| 10203 | 2017.04.05 16:23 | modify | 2002 | 0.05 | 110.911 | 110.961 | 0.000 | ||
| 10204 | 2017.04.05 21:51 | s/l | 2002 | 0.05 | 110.961 | 110.961 | 0.000 | 2.25 | 13114.09 |
| 10205 | 2017.04.11 15:37 | sell | 2003 | 0.10 | 110.451 | 0.000 | 0.000 | ||
| 10206 | 2017.04.11 15:37 | modify | 2003 | 0.10 | 110.451 | 110.701 | 0.000 | ||
| 10207 | 2017.04.11 16:25 | close | 2003 | 0.05 | 110.280 | 110.701 | 0.000 | 7.75 | 13121.84 |
| 10208 | 2017.04.11 16:25 | sell | 2004 | 0.05 | 110.451 | 110.701 | 0.000 | ||
| 10209 | 2017.04.11 17:34 | modify | 2004 | 0.05 | 110.451 | 110.401 | 0.000 | ||
| 10210 | 2017.04.11 17:53 | modify | 2004 | 0.05 | 110.451 | 110.300 | 0.000 | ||
| 10211 | 2017.04.11 17:53 | modify | 2004 | 0.05 | 110.451 | 110.289 | 0.000 | ||
| 10212 | 2017.04.11 17:53 | modify | 2004 | 0.05 | 110.451 | 110.278 | 0.000 | ||
| 10213 | 2017.04.11 17:57 | modify | 2004 | 0.05 | 110.451 | 110.266 | 0.000 | ||
| 10214 | 2017.04.11 17:57 | modify | 2004 | 0.05 | 110.451 | 110.255 | 0.000 | ||
| 10215 | 2017.04.11 17:57 | modify | 2004 | 0.05 | 110.451 | 110.242 | 0.000 | ||
| 10216 | 2017.04.11 17:57 | modify | 2004 | 0.05 | 110.451 | 110.231 | 0.000 | ||
| 10217 | 2017.04.11 17:57 | modify | 2004 | 0.05 | 110.451 | 110.217 | 0.000 | ||
| 10218 | 2017.04.11 17:57 | modify | 2004 | 0.05 | 110.451 | 110.203 | 0.000 | ||
| 10219 | 2017.04.11 17:57 | modify | 2004 | 0.05 | 110.451 | 110.189 | 0.000 | ||
| 10220 | 2017.04.11 17:57 | modify | 2004 | 0.05 | 110.451 | 110.176 | 0.000 | ||
| 10221 | 2017.04.11 17:57 | modify | 2004 | 0.05 | 110.451 | 110.163 | 0.000 | ||
| 10222 | 2017.04.11 17:57 | modify | 2004 | 0.05 | 110.451 | 110.150 | 0.000 | ||
| 10223 | 2017.04.11 17:57 | modify | 2004 | 0.05 | 110.451 | 110.136 | 0.000 | ||
| 10224 | 2017.04.11 17:58 | modify | 2004 | 0.05 | 110.451 | 110.125 | 0.000 | ||
| 10225 | 2017.04.11 17:58 | modify | 2004 | 0.05 | 110.451 | 110.114 | 0.000 | ||
| 10226 | 2017.04.11 17:58 | modify | 2004 | 0.05 | 110.451 | 110.102 | 0.000 | ||
| 10227 | 2017.04.11 17:58 | modify | 2004 | 0.05 | 110.451 | 110.089 | 0.000 | ||
| 10228 | 2017.04.11 21:12 | modify | 2004 | 0.05 | 110.451 | 110.077 | 0.000 | ||
| 10229 | 2017.04.11 23:53 | modify | 2004 | 0.05 | 110.451 | 110.066 | 0.000 | ||
| 10230 | 2017.04.11 23:56 | modify | 2004 | 0.05 | 110.451 | 110.054 | 0.000 | ||
| 10231 | 2017.04.12 00:27 | modify | 2004 | 0.05 | 110.451 | 110.043 | 0.000 | ||
| 10232 | 2017.04.12 00:28 | modify | 2004 | 0.05 | 110.451 | 110.032 | 0.000 | ||
| 10233 | 2017.04.12 00:28 | modify | 2004 | 0.05 | 110.451 | 110.021 | 0.000 | ||
| 10234 | 2017.04.12 00:28 | modify | 2004 | 0.05 | 110.451 | 110.008 | 0.000 | ||
| 10235 | 2017.04.12 00:33 | modify | 2004 | 0.05 | 110.451 | 109.997 | 0.000 | ||
| 10236 | 2017.04.12 00:35 | modify | 2004 | 0.05 | 110.451 | 109.986 | 0.000 | ||
| 10237 | 2017.04.12 03:57 | modify | 2004 | 0.05 | 110.451 | 109.972 | 0.000 | ||
| 10238 | 2017.04.12 03:57 | modify | 2004 | 0.05 | 110.451 | 109.959 | 0.000 | ||
| 10239 | 2017.04.12 03:57 | modify | 2004 | 0.05 | 110.451 | 109.947 | 0.000 | ||
| 10240 | 2017.04.12 03:57 | modify | 2004 | 0.05 | 110.451 | 109.934 | 0.000 | ||
| 10241 | 2017.04.12 03:57 | modify | 2004 | 0.05 | 110.451 | 109.921 | 0.000 | ||
| 10242 | 2017.04.12 03:57 | modify | 2004 | 0.05 | 110.451 | 109.909 | 0.000 | ||
| 10243 | 2017.04.12 03:57 | modify | 2004 | 0.05 | 110.451 | 109.898 | 0.000 | ||
| 10244 | 2017.04.12 03:57 | modify | 2004 | 0.05 | 110.451 | 109.882 | 0.000 | ||
| 10245 | 2017.04.12 03:57 | modify | 2004 | 0.05 | 110.451 | 109.866 | 0.000 | ||
| 10246 | 2017.04.12 03:57 | modify | 2004 | 0.05 | 110.451 | 109.850 | 0.000 | ||
| 10247 | 2017.04.12 03:58 | modify | 2004 | 0.05 | 110.451 | 109.837 | 0.000 | ||
| 10248 | 2017.04.12 03:58 | modify | 2004 | 0.05 | 110.451 | 109.826 | 0.000 | ||
| 10249 | 2017.04.12 03:58 | modify | 2004 | 0.05 | 110.451 | 109.815 | 0.000 | ||
| 10250 | 2017.04.12 03:58 | modify | 2004 | 0.05 | 110.451 | 109.804 | 0.000 | ||
| 10251 | 2017.04.12 10:16 | close | 2004 | 0.05 | 109.731 | 109.804 | 0.000 | 32.31 | 13154.15 |
| 10252 | 2017.04.17 22:02 | buy | 2005 | 0.10 | 108.816 | 0.000 | 0.000 | ||
| 10253 | 2017.04.17 22:02 | modify | 2005 | 0.10 | 108.816 | 108.566 | 0.000 | ||
| 10254 | 2017.04.17 22:17 | close | 2005 | 0.05 | 108.965 | 108.566 | 0.000 | 6.84 | 13160.99 |
| 10255 | 2017.04.17 22:17 | buy | 2006 | 0.05 | 108.816 | 108.566 | 0.000 | ||
| 10256 | 2017.04.18 03:02 | modify | 2006 | 0.05 | 108.816 | 108.866 | 0.000 | ||
| 10257 | 2017.04.18 10:38 | close | 2006 | 0.03 | 108.898 | 108.866 | 0.000 | 2.41 | 13163.40 |
| 10258 | 2017.04.18 10:38 | buy | 2007 | 0.02 | 108.816 | 108.866 | 0.000 | ||
| 10259 | 2017.04.18 10:39 | s/l | 2007 | 0.02 | 108.866 | 108.866 | 0.000 | 1.02 | 13164.42 |
| 10260 | 2017.04.20 16:02 | buy | 2008 | 0.10 | 109.180 | 0.000 | 0.000 | ||
| 10261 | 2017.04.20 16:02 | modify | 2008 | 0.10 | 109.180 | 108.930 | 0.000 | ||
| 10262 | 2017.04.20 16:06 | close | 2008 | 0.05 | 109.281 | 108.930 | 0.000 | 4.62 | 13169.04 |
| 10263 | 2017.04.20 16:06 | buy | 2009 | 0.05 | 109.180 | 108.930 | 0.000 | ||
| 10264 | 2017.04.21 06:02 | close | 2009 | 0.05 | 109.189 | 108.930 | 0.000 | 0.66 | 13169.70 |
| 10265 | 2017.05.01 19:13 | buy | 2010 | 0.10 | 111.916 | 0.000 | 0.000 | ||
| 10266 | 2017.05.01 19:13 | modify | 2010 | 0.10 | 111.916 | 111.666 | 0.000 | ||
| 10267 | 2017.05.01 19:51 | s/l | 2010 | 0.10 | 111.666 | 111.666 | 0.000 | -22.39 | 13147.31 |
| 10268 | 2017.05.02 01:31 | buy | 2011 | 0.10 | 111.942 | 0.000 | 0.000 | ||
| 10269 | 2017.05.02 01:31 | modify | 2011 | 0.10 | 111.942 | 111.692 | 0.000 | ||
| 10270 | 2017.05.02 05:00 | close | 2011 | 0.05 | 111.879 | 111.692 | 0.000 | -2.82 | 13144.49 |
| 10271 | 2017.05.02 05:00 | buy | 2012 | 0.05 | 111.942 | 111.692 | 0.000 | ||
| 10272 | 2017.05.02 13:19 | modify | 2012 | 0.05 | 111.942 | 111.992 | 0.000 | ||
| 10273 | 2017.05.02 21:38 | close | 2012 | 0.05 | 112.030 | 111.992 | 0.000 | 3.93 | 13148.42 |
| 10274 | 2017.05.03 15:30 | buy | 2013 | 0.10 | 112.305 | 0.000 | 0.000 | ||
| 10275 | 2017.05.03 15:30 | modify | 2013 | 0.10 | 112.305 | 112.055 | 0.000 | ||
| 10276 | 2017.05.03 19:00 | close | 2013 | 0.05 | 112.336 | 112.055 | 0.000 | 1.38 | 13149.80 |
| 10277 | 2017.05.03 19:00 | buy | 2014 | 0.05 | 112.305 | 112.055 | 0.000 | ||
| 10278 | 2017.05.03 22:23 | modify | 2014 | 0.05 | 112.305 | 112.355 | 0.000 | ||
| 10279 | 2017.05.04 12:42 | modify | 2014 | 0.05 | 112.305 | 112.456 | 0.000 | ||
| 10280 | 2017.05.04 12:57 | modify | 2014 | 0.05 | 112.305 | 112.467 | 0.000 | ||
| 10281 | 2017.05.04 13:00 | modify | 2014 | 0.05 | 112.305 | 112.477 | 0.000 | ||
| 10282 | 2017.05.04 13:01 | modify | 2014 | 0.05 | 112.305 | 112.488 | 0.000 | ||
| 10283 | 2017.05.04 13:01 | modify | 2014 | 0.05 | 112.305 | 112.499 | 0.000 | ||
| 10284 | 2017.05.04 13:03 | modify | 2014 | 0.05 | 112.305 | 112.509 | 0.000 | ||
| 10285 | 2017.05.04 13:07 | modify | 2014 | 0.05 | 112.305 | 112.520 | 0.000 | ||
| 10286 | 2017.05.04 13:07 | modify | 2014 | 0.05 | 112.305 | 112.530 | 0.000 | ||
| 10287 | 2017.05.04 13:21 | modify | 2014 | 0.05 | 112.305 | 112.541 | 0.000 | ||
| 10288 | 2017.05.04 13:21 | modify | 2014 | 0.05 | 112.305 | 112.551 | 0.000 | ||
| 10289 | 2017.05.04 15:34 | modify | 2014 | 0.05 | 112.305 | 112.562 | 0.000 | ||
| 10290 | 2017.05.04 15:45 | modify | 2014 | 0.05 | 112.305 | 112.573 | 0.000 | ||
| 10291 | 2017.05.04 15:45 | modify | 2014 | 0.05 | 112.305 | 112.584 | 0.000 | ||
| 10292 | 2017.05.04 16:53 | close | 2014 | 0.03 | 112.745 | 112.584 | 0.000 | 12.16 | 13161.97 |
| 10293 | 2017.05.04 16:53 | buy | 2015 | 0.02 | 112.305 | 112.584 | 0.000 | ||
| 10294 | 2017.05.04 17:03 | close | 2015 | 0.02 | 112.652 | 112.584 | 0.000 | 6.46 | 13168.43 |
| 10295 | 2017.05.05 06:41 | sell | 2016 | 0.10 | 112.303 | 0.000 | 0.000 | ||
| 10296 | 2017.05.05 06:41 | modify | 2016 | 0.10 | 112.303 | 112.553 | 0.000 | ||
| 10297 | 2017.05.05 07:10 | close | 2016 | 0.05 | 112.202 | 112.553 | 0.000 | 4.50 | 13172.93 |
| 10298 | 2017.05.05 07:10 | sell | 2017 | 0.05 | 112.303 | 112.553 | 0.000 | ||
| 10299 | 2017.05.05 08:00 | close | 2017 | 0.05 | 112.214 | 112.553 | 0.000 | 3.97 | 13176.90 |
| 10300 | 2017.05.08 19:45 | buy | 2018 | 0.10 | 112.962 | 0.000 | 0.000 | ||
| 10301 | 2017.05.08 19:45 | modify | 2018 | 0.10 | 112.962 | 112.712 | 0.000 | ||
| 10302 | 2017.05.09 03:28 | modify | 2018 | 0.10 | 112.962 | 113.012 | 0.000 | ||
| 10303 | 2017.05.09 06:00 | close | 2018 | 0.05 | 113.186 | 113.012 | 0.000 | 10.15 | 13187.05 |
| 10304 | 2017.05.09 06:00 | buy | 2019 | 0.05 | 112.962 | 113.012 | 0.000 | ||
| 10305 | 2017.05.09 10:02 | modify | 2019 | 0.05 | 112.962 | 113.113 | 0.000 | ||
| 10306 | 2017.05.09 10:03 | modify | 2019 | 0.05 | 112.962 | 113.124 | 0.000 | ||
| 10307 | 2017.05.09 10:04 | modify | 2019 | 0.05 | 112.962 | 113.134 | 0.000 | ||
| 10308 | 2017.05.09 10:05 | modify | 2019 | 0.05 | 112.962 | 113.145 | 0.000 | ||
| 10309 | 2017.05.09 10:05 | modify | 2019 | 0.05 | 112.962 | 113.156 | 0.000 | ||
| 10310 | 2017.05.09 10:10 | modify | 2019 | 0.05 | 112.962 | 113.167 | 0.000 | ||
| 10311 | 2017.05.09 10:40 | modify | 2019 | 0.05 | 112.962 | 113.178 | 0.000 | ||
| 10312 | 2017.05.09 10:40 | modify | 2019 | 0.05 | 112.962 | 113.189 | 0.000 | ||
| 10313 | 2017.05.09 10:41 | modify | 2019 | 0.05 | 112.962 | 113.199 | 0.000 | ||
| 10314 | 2017.05.09 10:41 | modify | 2019 | 0.05 | 112.962 | 113.209 | 0.000 | ||
| 10315 | 2017.05.09 10:41 | modify | 2019 | 0.05 | 112.962 | 113.220 | 0.000 | ||
| 10316 | 2017.05.09 10:49 | modify | 2019 | 0.05 | 112.962 | 113.230 | 0.000 | ||
| 10317 | 2017.05.09 12:07 | modify | 2019 | 0.05 | 112.962 | 113.241 | 0.000 | ||
| 10318 | 2017.05.09 12:08 | modify | 2019 | 0.05 | 112.962 | 113.251 | 0.000 | ||
| 10319 | 2017.05.09 12:08 | modify | 2019 | 0.05 | 112.962 | 113.262 | 0.000 | ||
| 10320 | 2017.05.09 12:09 | modify | 2019 | 0.05 | 112.962 | 113.273 | 0.000 | ||
| 10321 | 2017.05.09 12:11 | modify | 2019 | 0.05 | 112.962 | 113.283 | 0.000 | ||
| 10322 | 2017.05.09 12:25 | modify | 2019 | 0.05 | 112.962 | 113.295 | 0.000 | ||
| 10323 | 2017.05.09 12:25 | modify | 2019 | 0.05 | 112.962 | 113.307 | 0.000 | ||
| 10324 | 2017.05.09 12:32 | modify | 2019 | 0.05 | 112.962 | 113.319 | 0.000 | ||
| 10325 | 2017.05.09 12:32 | modify | 2019 | 0.05 | 112.962 | 113.331 | 0.000 | ||
| 10326 | 2017.05.09 12:34 | modify | 2019 | 0.05 | 112.962 | 113.342 | 0.000 | ||
| 10327 | 2017.05.09 12:34 | modify | 2019 | 0.05 | 112.962 | 113.352 | 0.000 | ||
| 10328 | 2017.05.09 12:35 | modify | 2019 | 0.05 | 112.962 | 113.364 | 0.000 | ||
| 10329 | 2017.05.09 13:44 | modify | 2019 | 0.05 | 112.962 | 113.375 | 0.000 | ||
| 10330 | 2017.05.09 13:44 | modify | 2019 | 0.05 | 112.962 | 113.386 | 0.000 | ||
| 10331 | 2017.05.09 13:45 | modify | 2019 | 0.05 | 112.962 | 113.396 | 0.000 | ||
| 10332 | 2017.05.09 14:58 | modify | 2019 | 0.05 | 112.962 | 113.406 | 0.000 | ||
| 10333 | 2017.05.09 14:58 | modify | 2019 | 0.05 | 112.962 | 113.417 | 0.000 | ||
| 10334 | 2017.05.09 14:58 | modify | 2019 | 0.05 | 112.962 | 113.429 | 0.000 | ||
| 10335 | 2017.05.09 14:59 | modify | 2019 | 0.05 | 112.962 | 113.440 | 0.000 | ||
| 10336 | 2017.05.09 15:01 | modify | 2019 | 0.05 | 112.962 | 113.450 | 0.000 | ||
| 10337 | 2017.05.09 15:01 | modify | 2019 | 0.05 | 112.962 | 113.461 | 0.000 | ||
| 10338 | 2017.05.09 15:01 | modify | 2019 | 0.05 | 112.962 | 113.471 | 0.000 | ||
| 10339 | 2017.05.09 15:17 | modify | 2019 | 0.05 | 112.962 | 113.482 | 0.000 | ||
| 10340 | 2017.05.09 15:18 | modify | 2019 | 0.05 | 112.962 | 113.494 | 0.000 | ||
| 10341 | 2017.05.09 15:21 | modify | 2019 | 0.05 | 112.962 | 113.505 | 0.000 | ||
| 10342 | 2017.05.09 15:21 | modify | 2019 | 0.05 | 112.962 | 113.515 | 0.000 | ||
| 10343 | 2017.05.09 15:30 | modify | 2019 | 0.05 | 112.962 | 113.526 | 0.000 | ||
| 10344 | 2017.05.09 15:30 | modify | 2019 | 0.05 | 112.962 | 113.536 | 0.000 | ||
| 10345 | 2017.05.09 15:31 | modify | 2019 | 0.05 | 112.962 | 113.547 | 0.000 | ||
| 10346 | 2017.05.09 15:42 | modify | 2019 | 0.05 | 112.962 | 113.558 | 0.000 | ||
| 10347 | 2017.05.09 15:42 | modify | 2019 | 0.05 | 112.962 | 113.569 | 0.000 | ||
| 10348 | 2017.05.09 15:42 | modify | 2019 | 0.05 | 112.962 | 113.580 | 0.000 | ||
| 10349 | 2017.05.09 15:43 | modify | 2019 | 0.05 | 112.962 | 113.590 | 0.000 | ||
| 10350 | 2017.05.09 15:43 | modify | 2019 | 0.05 | 112.962 | 113.601 | 0.000 | ||