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 |
| 901 | 2010.02.16 07:24 | sell | 128 | 0.10 | 89.884 | 0.000 | 0.000 | ||
| 902 | 2010.02.16 07:24 | modify | 128 | 0.10 | 89.884 | 90.134 | 0.000 | ||
| 903 | 2010.02.16 07:36 | close | 128 | 0.05 | 89.781 | 90.134 | 0.000 | 5.74 | 10346.14 |
| 904 | 2010.02.16 07:36 | sell | 129 | 0.05 | 89.884 | 90.134 | 0.000 | ||
| 905 | 2010.02.16 15:30 | close | 129 | 0.03 | 89.992 | 90.134 | 0.000 | -3.60 | 10342.54 |
| 906 | 2010.02.16 15:30 | sell | 130 | 0.02 | 89.884 | 90.134 | 0.000 | ||
| 907 | 2010.02.16 16:11 | close | 130 | 0.02 | 90.063 | 90.134 | 0.000 | -3.97 | 10338.57 |
| 908 | 2010.02.16 16:16 | buy | 131 | 0.10 | 90.172 | 0.000 | 0.000 | ||
| 909 | 2010.02.16 16:16 | modify | 131 | 0.10 | 90.172 | 89.922 | 0.000 | ||
| 910 | 2010.02.16 17:40 | close | 131 | 0.05 | 90.275 | 89.922 | 0.000 | 5.70 | 10344.27 |
| 911 | 2010.02.16 17:40 | buy | 132 | 0.05 | 90.172 | 89.922 | 0.000 | ||
| 912 | 2010.02.17 09:26 | close | 132 | 0.03 | 90.147 | 89.922 | 0.000 | -0.68 | 10343.59 |
| 913 | 2010.02.17 09:26 | buy | 133 | 0.02 | 90.172 | 89.922 | 0.000 | ||
| 914 | 2010.02.17 11:37 | modify | 133 | 0.02 | 90.172 | 90.222 | 0.000 | ||
| 915 | 2010.02.18 11:48 | close | 133 | 0.02 | 90.758 | 90.222 | 0.000 | 13.31 | 10356.90 |
| 916 | 2010.02.22 12:35 | sell | 134 | 0.10 | 91.415 | 0.000 | 0.000 | ||
| 917 | 2010.02.22 12:35 | modify | 134 | 0.10 | 91.415 | 91.665 | 0.000 | ||
| 918 | 2010.02.22 12:39 | close | 134 | 0.05 | 91.314 | 91.665 | 0.000 | 5.53 | 10362.43 |
| 919 | 2010.02.22 12:39 | sell | 135 | 0.05 | 91.415 | 91.665 | 0.000 | ||
| 920 | 2010.02.22 18:09 | modify | 135 | 0.05 | 91.415 | 91.365 | 0.000 | ||
| 921 | 2010.02.23 14:35 | modify | 135 | 0.05 | 91.415 | 91.263 | 0.000 | ||
| 922 | 2010.02.23 14:36 | modify | 135 | 0.05 | 91.415 | 91.252 | 0.000 | ||
| 923 | 2010.02.23 14:36 | modify | 135 | 0.05 | 91.415 | 91.240 | 0.000 | ||
| 924 | 2010.02.23 14:44 | modify | 135 | 0.05 | 91.415 | 91.228 | 0.000 | ||
| 925 | 2010.02.23 14:44 | modify | 135 | 0.05 | 91.415 | 91.214 | 0.000 | ||
| 926 | 2010.02.23 14:44 | modify | 135 | 0.05 | 91.415 | 91.199 | 0.000 | ||
| 927 | 2010.02.23 14:44 | modify | 135 | 0.05 | 91.415 | 91.188 | 0.000 | ||
| 928 | 2010.02.23 14:44 | modify | 135 | 0.05 | 91.415 | 91.170 | 0.000 | ||
| 929 | 2010.02.23 14:47 | modify | 135 | 0.05 | 91.415 | 91.154 | 0.000 | ||
| 930 | 2010.02.23 14:47 | modify | 135 | 0.05 | 91.415 | 91.143 | 0.000 | ||
| 931 | 2010.02.23 14:47 | modify | 135 | 0.05 | 91.415 | 91.131 | 0.000 | ||
| 932 | 2010.02.23 14:47 | modify | 135 | 0.05 | 91.415 | 91.120 | 0.000 | ||
| 933 | 2010.02.23 14:48 | modify | 135 | 0.05 | 91.415 | 91.106 | 0.000 | ||
| 934 | 2010.02.23 14:48 | modify | 135 | 0.05 | 91.415 | 91.095 | 0.000 | ||
| 935 | 2010.02.23 15:21 | modify | 135 | 0.05 | 91.415 | 91.080 | 0.000 | ||
| 936 | 2010.02.23 15:30 | modify | 135 | 0.05 | 91.415 | 91.067 | 0.000 | ||
| 937 | 2010.02.23 15:30 | modify | 135 | 0.05 | 91.415 | 91.056 | 0.000 | ||
| 938 | 2010.02.23 15:30 | modify | 135 | 0.05 | 91.415 | 91.043 | 0.000 | ||
| 939 | 2010.02.23 15:30 | modify | 135 | 0.05 | 91.415 | 91.026 | 0.000 | ||
| 940 | 2010.02.23 15:30 | modify | 135 | 0.05 | 91.415 | 91.010 | 0.000 | ||
| 941 | 2010.02.23 17:00 | modify | 135 | 0.05 | 91.415 | 90.994 | 0.000 | ||
| 942 | 2010.02.23 17:00 | modify | 135 | 0.05 | 91.415 | 90.983 | 0.000 | ||
| 943 | 2010.02.23 17:00 | modify | 135 | 0.05 | 91.415 | 90.971 | 0.000 | ||
| 944 | 2010.02.23 17:00 | modify | 135 | 0.05 | 91.415 | 90.960 | 0.000 | ||
| 945 | 2010.02.23 17:03 | modify | 135 | 0.05 | 91.415 | 90.947 | 0.000 | ||
| 946 | 2010.02.23 17:03 | modify | 135 | 0.05 | 91.415 | 90.931 | 0.000 | ||
| 947 | 2010.02.23 17:03 | modify | 135 | 0.05 | 91.415 | 90.916 | 0.000 | ||
| 948 | 2010.02.23 17:03 | modify | 135 | 0.05 | 91.415 | 90.903 | 0.000 | ||
| 949 | 2010.02.23 17:03 | modify | 135 | 0.05 | 91.415 | 90.890 | 0.000 | ||
| 950 | 2010.02.23 17:03 | modify | 135 | 0.05 | 91.415 | 90.876 | 0.000 | ||
| 951 | 2010.02.23 17:03 | modify | 135 | 0.05 | 91.415 | 90.862 | 0.000 | ||
| 952 | 2010.02.23 17:03 | modify | 135 | 0.05 | 91.415 | 90.851 | 0.000 | ||
| 953 | 2010.02.23 17:03 | modify | 135 | 0.05 | 91.415 | 90.834 | 0.000 | ||
| 954 | 2010.02.23 17:03 | modify | 135 | 0.05 | 91.415 | 90.817 | 0.000 | ||
| 955 | 2010.02.23 17:03 | modify | 135 | 0.05 | 91.415 | 90.800 | 0.000 | ||
| 956 | 2010.02.23 17:10 | modify | 135 | 0.05 | 91.415 | 90.786 | 0.000 | ||
| 957 | 2010.02.23 17:16 | modify | 135 | 0.05 | 91.415 | 90.771 | 0.000 | ||
| 958 | 2010.02.23 17:16 | modify | 135 | 0.05 | 91.415 | 90.755 | 0.000 | ||
| 959 | 2010.02.23 17:16 | modify | 135 | 0.05 | 91.415 | 90.742 | 0.000 | ||
| 960 | 2010.02.23 17:16 | modify | 135 | 0.05 | 91.415 | 90.727 | 0.000 | ||
| 961 | 2010.02.23 17:31 | modify | 135 | 0.05 | 91.415 | 90.710 | 0.000 | ||
| 962 | 2010.02.23 17:33 | modify | 135 | 0.05 | 91.415 | 90.699 | 0.000 | ||
| 963 | 2010.02.23 17:33 | modify | 135 | 0.05 | 91.415 | 90.688 | 0.000 | ||
| 964 | 2010.02.23 17:33 | modify | 135 | 0.05 | 91.415 | 90.675 | 0.000 | ||
| 965 | 2010.02.23 17:36 | modify | 135 | 0.05 | 91.415 | 90.663 | 0.000 | ||
| 966 | 2010.02.23 17:36 | modify | 135 | 0.05 | 91.415 | 90.649 | 0.000 | ||
| 967 | 2010.02.23 17:36 | modify | 135 | 0.05 | 91.415 | 90.636 | 0.000 | ||
| 968 | 2010.02.23 17:36 | modify | 135 | 0.05 | 91.415 | 90.624 | 0.000 | ||
| 969 | 2010.02.23 17:36 | modify | 135 | 0.05 | 91.415 | 90.608 | 0.000 | ||
| 970 | 2010.02.23 17:36 | modify | 135 | 0.05 | 91.415 | 90.589 | 0.000 | ||
| 971 | 2010.02.23 17:37 | modify | 135 | 0.05 | 91.415 | 90.578 | 0.000 | ||
| 972 | 2010.02.23 18:55 | modify | 135 | 0.05 | 91.415 | 90.561 | 0.000 | ||
| 973 | 2010.02.23 18:55 | modify | 135 | 0.05 | 91.415 | 90.546 | 0.000 | ||
| 974 | 2010.02.23 18:55 | modify | 135 | 0.05 | 91.415 | 90.528 | 0.000 | ||
| 975 | 2010.02.23 18:55 | modify | 135 | 0.05 | 91.415 | 90.510 | 0.000 | ||
| 976 | 2010.02.23 18:56 | modify | 135 | 0.05 | 91.415 | 90.494 | 0.000 | ||
| 977 | 2010.02.23 18:56 | modify | 135 | 0.05 | 91.415 | 90.480 | 0.000 | ||
| 978 | 2010.02.23 20:07 | modify | 135 | 0.05 | 91.415 | 90.467 | 0.000 | ||
| 979 | 2010.02.23 20:07 | modify | 135 | 0.05 | 91.415 | 90.450 | 0.000 | ||
| 980 | 2010.02.23 20:07 | modify | 135 | 0.05 | 91.415 | 90.430 | 0.000 | ||
| 981 | 2010.02.23 20:07 | modify | 135 | 0.05 | 91.415 | 90.420 | 0.000 | ||
| 982 | 2010.02.23 20:45 | modify | 135 | 0.05 | 91.415 | 90.408 | 0.000 | ||
| 983 | 2010.02.23 20:45 | modify | 135 | 0.05 | 91.415 | 90.392 | 0.000 | ||
| 984 | 2010.02.23 20:45 | modify | 135 | 0.05 | 91.415 | 90.377 | 0.000 | ||
| 985 | 2010.02.24 09:20 | close | 135 | 0.05 | 90.255 | 90.377 | 0.000 | 63.27 | 10425.70 |
| 986 | 2010.03.01 17:55 | buy | 136 | 0.10 | 89.362 | 0.000 | 0.000 | ||
| 987 | 2010.03.01 17:55 | modify | 136 | 0.10 | 89.362 | 89.112 | 0.000 | ||
| 988 | 2010.03.01 20:11 | close | 136 | 0.10 | 89.145 | 89.112 | 0.000 | -24.34 | 10401.36 |
| 989 | 2010.03.02 11:27 | sell | 137 | 0.10 | 88.968 | 0.000 | 0.000 | ||
| 990 | 2010.03.02 11:27 | modify | 137 | 0.10 | 88.968 | 89.218 | 0.000 | ||
| 991 | 2010.03.02 12:00 | close | 137 | 0.05 | 89.030 | 89.218 | 0.000 | -3.48 | 10397.88 |
| 992 | 2010.03.02 12:00 | sell | 138 | 0.05 | 88.968 | 89.218 | 0.000 | ||
| 993 | 2010.03.02 15:49 | s/l | 138 | 0.05 | 89.218 | 89.218 | 0.000 | -14.01 | 10383.87 |
| 994 | 2010.03.04 08:11 | sell | 139 | 0.10 | 88.308 | 0.000 | 0.000 | ||
| 995 | 2010.03.04 08:11 | modify | 139 | 0.10 | 88.308 | 88.558 | 0.000 | ||
| 996 | 2010.03.04 08:30 | close | 139 | 0.05 | 88.207 | 88.558 | 0.000 | 5.73 | 10389.60 |
| 997 | 2010.03.04 08:30 | sell | 140 | 0.05 | 88.308 | 88.558 | 0.000 | ||
| 998 | 2010.03.04 11:38 | close | 140 | 0.03 | 88.520 | 88.558 | 0.000 | -7.18 | 10382.42 |
| 999 | 2010.03.04 11:38 | sell | 141 | 0.02 | 88.308 | 88.558 | 0.000 | ||
| 1000 | 2010.03.04 11:45 | s/l | 141 | 0.02 | 88.558 | 88.558 | 0.000 | -5.64 | 10376.78 |
| 1001 | 2010.03.09 02:52 | sell | 142 | 0.10 | 90.138 | 0.000 | 0.000 | ||
| 1002 | 2010.03.09 02:52 | modify | 142 | 0.10 | 90.138 | 90.388 | 0.000 | ||
| 1003 | 2010.03.09 03:10 | close | 142 | 0.05 | 90.030 | 90.388 | 0.000 | 6.00 | 10382.78 |
| 1004 | 2010.03.09 03:10 | sell | 143 | 0.05 | 90.138 | 90.388 | 0.000 | ||
| 1005 | 2010.03.09 11:07 | modify | 143 | 0.05 | 90.138 | 90.088 | 0.000 | ||
| 1006 | 2010.03.09 20:59 | close | 143 | 0.05 | 90.009 | 90.088 | 0.000 | 7.17 | 10389.95 |
| 1007 | 2010.03.10 09:03 | buy | 144 | 0.10 | 90.134 | 0.000 | 0.000 | ||
| 1008 | 2010.03.10 09:03 | modify | 144 | 0.10 | 90.134 | 89.884 | 0.000 | ||
| 1009 | 2010.03.10 11:14 | close | 144 | 0.05 | 90.275 | 89.884 | 0.000 | 7.81 | 10397.76 |
| 1010 | 2010.03.10 11:14 | buy | 145 | 0.05 | 90.134 | 89.884 | 0.000 | ||
| 1011 | 2010.03.10 15:12 | modify | 145 | 0.05 | 90.134 | 90.184 | 0.000 | ||
| 1012 | 2010.03.10 16:35 | modify | 145 | 0.05 | 90.134 | 90.284 | 0.000 | ||
| 1013 | 2010.03.10 16:35 | modify | 145 | 0.05 | 90.134 | 90.295 | 0.000 | ||
| 1014 | 2010.03.10 17:09 | modify | 145 | 0.05 | 90.134 | 90.310 | 0.000 | ||
| 1015 | 2010.03.10 17:14 | modify | 145 | 0.05 | 90.134 | 90.322 | 0.000 | ||
| 1016 | 2010.03.10 17:14 | modify | 145 | 0.05 | 90.134 | 90.334 | 0.000 | ||
| 1017 | 2010.03.10 17:16 | modify | 145 | 0.05 | 90.134 | 90.345 | 0.000 | ||
| 1018 | 2010.03.10 17:16 | modify | 145 | 0.05 | 90.134 | 90.356 | 0.000 | ||
| 1019 | 2010.03.11 01:46 | close | 145 | 0.03 | 90.409 | 90.356 | 0.000 | 9.58 | 10407.34 |
| 1020 | 2010.03.11 01:46 | buy | 146 | 0.02 | 90.134 | 90.356 | 0.000 | ||
| 1021 | 2010.03.11 04:03 | s/l | 146 | 0.02 | 90.356 | 90.356 | 0.000 | 5.21 | 10412.55 |
| 1022 | 2010.03.12 01:13 | buy | 147 | 0.10 | 90.715 | 0.000 | 0.000 | ||
| 1023 | 2010.03.12 01:13 | modify | 147 | 0.10 | 90.715 | 90.465 | 0.000 | ||
| 1024 | 2010.03.12 03:44 | s/l | 147 | 0.10 | 90.465 | 90.465 | 0.000 | -27.64 | 10384.91 |
| 1025 | 2010.03.18 10:53 | sell | 148 | 0.10 | 90.008 | 0.000 | 0.000 | ||
| 1026 | 2010.03.18 10:53 | modify | 148 | 0.10 | 90.008 | 90.258 | 0.000 | ||
| 1027 | 2010.03.18 12:00 | close | 148 | 0.05 | 90.050 | 90.258 | 0.000 | -2.33 | 10382.58 |
| 1028 | 2010.03.18 12:00 | sell | 149 | 0.05 | 90.008 | 90.258 | 0.000 | ||
| 1029 | 2010.03.18 14:13 | s/l | 149 | 0.05 | 90.258 | 90.258 | 0.000 | -13.85 | 10368.73 |
| 1030 | 2010.03.22 10:01 | buy | 150 | 0.10 | 90.716 | 0.000 | 0.000 | ||
| 1031 | 2010.03.22 10:01 | modify | 150 | 0.10 | 90.716 | 90.466 | 0.000 | ||
| 1032 | 2010.03.22 12:02 | s/l | 150 | 0.10 | 90.466 | 90.466 | 0.000 | -27.64 | 10341.09 |
| 1033 | 2010.03.22 16:01 | sell | 151 | 0.10 | 90.317 | 0.000 | 0.000 | ||
| 1034 | 2010.03.22 16:01 | modify | 151 | 0.10 | 90.317 | 90.567 | 0.000 | ||
| 1035 | 2010.03.22 16:05 | close | 151 | 0.05 | 90.215 | 90.567 | 0.000 | 5.65 | 10346.74 |
| 1036 | 2010.03.22 16:05 | sell | 152 | 0.05 | 90.317 | 90.567 | 0.000 | ||
| 1037 | 2010.03.22 16:15 | modify | 152 | 0.05 | 90.317 | 90.267 | 0.000 | ||
| 1038 | 2010.03.23 02:27 | s/l | 152 | 0.05 | 90.267 | 90.267 | 0.000 | 2.27 | 10349.01 |
| 1039 | 2010.03.24 05:14 | buy | 153 | 0.10 | 90.548 | 0.000 | 0.000 | ||
| 1040 | 2010.03.24 05:14 | modify | 153 | 0.10 | 90.548 | 90.298 | 0.000 | ||
| 1041 | 2010.03.24 11:29 | close | 153 | 0.05 | 90.783 | 90.298 | 0.000 | 12.94 | 10361.95 |
| 1042 | 2010.03.24 11:29 | buy | 154 | 0.05 | 90.548 | 90.298 | 0.000 | ||
| 1043 | 2010.03.24 11:31 | modify | 154 | 0.05 | 90.548 | 90.598 | 0.000 | ||
| 1044 | 2010.03.24 12:02 | modify | 154 | 0.05 | 90.548 | 90.703 | 0.000 | ||
| 1045 | 2010.03.24 12:07 | modify | 154 | 0.05 | 90.548 | 90.716 | 0.000 | ||
| 1046 | 2010.03.24 12:08 | modify | 154 | 0.05 | 90.548 | 90.728 | 0.000 | ||
| 1047 | 2010.03.24 12:08 | modify | 154 | 0.05 | 90.548 | 90.745 | 0.000 | ||
| 1048 | 2010.03.24 12:41 | modify | 154 | 0.05 | 90.548 | 90.757 | 0.000 | ||
| 1049 | 2010.03.24 12:41 | modify | 154 | 0.05 | 90.548 | 90.778 | 0.000 | ||
| 1050 | 2010.03.24 12:41 | modify | 154 | 0.05 | 90.548 | 90.789 | 0.000 | ||