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 |
| 10351 | 2017.05.09 15:43 | modify | 2019 | 0.05 | 112.962 | 113.611 | 0.000 | ||
| 10352 | 2017.05.09 15:50 | modify | 2019 | 0.05 | 112.962 | 113.622 | 0.000 | ||
| 10353 | 2017.05.09 15:50 | modify | 2019 | 0.05 | 112.962 | 113.634 | 0.000 | ||
| 10354 | 2017.05.09 15:50 | modify | 2019 | 0.05 | 112.962 | 113.646 | 0.000 | ||
| 10355 | 2017.05.09 17:19 | modify | 2019 | 0.05 | 112.962 | 113.658 | 0.000 | ||
| 10356 | 2017.05.09 17:19 | modify | 2019 | 0.05 | 112.962 | 113.669 | 0.000 | ||
| 10357 | 2017.05.09 17:20 | modify | 2019 | 0.05 | 112.962 | 113.679 | 0.000 | ||
| 10358 | 2017.05.09 17:20 | modify | 2019 | 0.05 | 112.962 | 113.690 | 0.000 | ||
| 10359 | 2017.05.09 17:20 | modify | 2019 | 0.05 | 112.962 | 113.700 | 0.000 | ||
| 10360 | 2017.05.09 17:21 | modify | 2019 | 0.05 | 112.962 | 113.711 | 0.000 | ||
| 10361 | 2017.05.09 17:30 | modify | 2019 | 0.05 | 112.962 | 113.722 | 0.000 | ||
| 10362 | 2017.05.09 17:30 | modify | 2019 | 0.05 | 112.962 | 113.732 | 0.000 | ||
| 10363 | 2017.05.09 17:30 | modify | 2019 | 0.05 | 112.962 | 113.743 | 0.000 | ||
| 10364 | 2017.05.09 17:30 | modify | 2019 | 0.05 | 112.962 | 113.753 | 0.000 | ||
| 10365 | 2017.05.09 17:30 | modify | 2019 | 0.05 | 112.962 | 113.764 | 0.000 | ||
| 10366 | 2017.05.09 19:11 | modify | 2019 | 0.05 | 112.962 | 113.774 | 0.000 | ||
| 10367 | 2017.05.09 19:16 | modify | 2019 | 0.05 | 112.962 | 113.785 | 0.000 | ||
| 10368 | 2017.05.09 20:07 | modify | 2019 | 0.05 | 112.962 | 113.796 | 0.000 | ||
| 10369 | 2017.05.09 20:07 | modify | 2019 | 0.05 | 112.962 | 113.807 | 0.000 | ||
| 10370 | 2017.05.09 20:11 | modify | 2019 | 0.05 | 112.962 | 113.818 | 0.000 | ||
| 10371 | 2017.05.09 20:12 | modify | 2019 | 0.05 | 112.962 | 113.828 | 0.000 | ||
| 10372 | 2017.05.09 20:14 | modify | 2019 | 0.05 | 112.962 | 113.839 | 0.000 | ||
| 10373 | 2017.05.09 20:14 | modify | 2019 | 0.05 | 112.962 | 113.850 | 0.000 | ||
| 10374 | 2017.05.09 20:14 | modify | 2019 | 0.05 | 112.962 | 113.861 | 0.000 | ||
| 10375 | 2017.05.09 22:39 | s/l | 2019 | 0.05 | 113.861 | 113.861 | 0.000 | 39.72 | 13226.77 |
| 10376 | 2017.05.11 17:00 | sell | 2020 | 0.10 | 113.670 | 0.000 | 0.000 | ||
| 10377 | 2017.05.11 17:00 | modify | 2020 | 0.10 | 113.670 | 113.920 | 0.000 | ||
| 10378 | 2017.05.11 17:03 | close | 2020 | 0.05 | 113.547 | 113.920 | 0.000 | 5.42 | 13232.19 |
| 10379 | 2017.05.11 17:03 | sell | 2021 | 0.05 | 113.670 | 113.920 | 0.000 | ||
| 10380 | 2017.05.11 19:16 | s/l | 2021 | 0.05 | 113.920 | 113.920 | 0.000 | -10.97 | 13221.22 |
| 10381 | 2017.05.16 10:00 | sell | 2022 | 0.10 | 113.246 | 0.000 | 0.000 | ||
| 10382 | 2017.05.16 10:00 | modify | 2022 | 0.10 | 113.246 | 113.496 | 0.000 | ||
| 10383 | 2017.05.16 11:17 | s/l | 2022 | 0.10 | 113.496 | 113.496 | 0.000 | -22.03 | 13199.19 |
| 10384 | 2017.05.16 17:35 | sell | 2023 | 0.10 | 113.237 | 0.000 | 0.000 | ||
| 10385 | 2017.05.16 17:35 | modify | 2023 | 0.10 | 113.237 | 113.487 | 0.000 | ||
| 10386 | 2017.05.16 17:39 | close | 2023 | 0.05 | 113.135 | 113.487 | 0.000 | 4.51 | 13203.70 |
| 10387 | 2017.05.16 17:39 | sell | 2024 | 0.05 | 113.237 | 113.487 | 0.000 | ||
| 10388 | 2017.05.17 01:41 | modify | 2024 | 0.05 | 113.237 | 113.187 | 0.000 | ||
| 10389 | 2017.05.17 02:39 | modify | 2024 | 0.05 | 113.237 | 113.086 | 0.000 | ||
| 10390 | 2017.05.17 02:40 | modify | 2024 | 0.05 | 113.237 | 113.075 | 0.000 | ||
| 10391 | 2017.05.17 03:03 | modify | 2024 | 0.05 | 113.237 | 113.064 | 0.000 | ||
| 10392 | 2017.05.17 03:03 | modify | 2024 | 0.05 | 113.237 | 113.051 | 0.000 | ||
| 10393 | 2017.05.17 03:03 | modify | 2024 | 0.05 | 113.237 | 113.039 | 0.000 | ||
| 10394 | 2017.05.17 03:04 | modify | 2024 | 0.05 | 113.237 | 113.028 | 0.000 | ||
| 10395 | 2017.05.17 03:07 | modify | 2024 | 0.05 | 113.237 | 113.017 | 0.000 | ||
| 10396 | 2017.05.17 03:07 | modify | 2024 | 0.05 | 113.237 | 113.006 | 0.000 | ||
| 10397 | 2017.05.17 03:07 | modify | 2024 | 0.05 | 113.237 | 112.995 | 0.000 | ||
| 10398 | 2017.05.17 03:07 | modify | 2024 | 0.05 | 113.237 | 112.984 | 0.000 | ||
| 10399 | 2017.05.17 03:08 | modify | 2024 | 0.05 | 113.237 | 112.973 | 0.000 | ||
| 10400 | 2017.05.17 03:11 | modify | 2024 | 0.05 | 113.237 | 112.960 | 0.000 | ||
| 10401 | 2017.05.17 03:41 | modify | 2024 | 0.05 | 113.237 | 112.949 | 0.000 | ||
| 10402 | 2017.05.17 05:36 | modify | 2024 | 0.05 | 113.237 | 112.938 | 0.000 | ||
| 10403 | 2017.05.17 05:36 | modify | 2024 | 0.05 | 113.237 | 112.927 | 0.000 | ||
| 10404 | 2017.05.17 05:36 | modify | 2024 | 0.05 | 113.237 | 112.917 | 0.000 | ||
| 10405 | 2017.05.17 05:37 | modify | 2024 | 0.05 | 113.237 | 112.906 | 0.000 | ||
| 10406 | 2017.05.17 05:37 | modify | 2024 | 0.05 | 113.237 | 112.895 | 0.000 | ||
| 10407 | 2017.05.17 05:37 | modify | 2024 | 0.05 | 113.237 | 112.883 | 0.000 | ||
| 10408 | 2017.05.17 05:49 | modify | 2024 | 0.05 | 113.237 | 112.871 | 0.000 | ||
| 10409 | 2017.05.17 06:24 | modify | 2024 | 0.05 | 113.237 | 112.860 | 0.000 | ||
| 10410 | 2017.05.17 06:24 | modify | 2024 | 0.05 | 113.237 | 112.849 | 0.000 | ||
| 10411 | 2017.05.17 06:24 | modify | 2024 | 0.05 | 113.237 | 112.838 | 0.000 | ||
| 10412 | 2017.05.17 06:24 | modify | 2024 | 0.05 | 113.237 | 112.826 | 0.000 | ||
| 10413 | 2017.05.17 06:24 | modify | 2024 | 0.05 | 113.237 | 112.815 | 0.000 | ||
| 10414 | 2017.05.17 08:44 | modify | 2024 | 0.05 | 113.237 | 112.804 | 0.000 | ||
| 10415 | 2017.05.17 09:15 | modify | 2024 | 0.05 | 113.237 | 112.793 | 0.000 | ||
| 10416 | 2017.05.17 09:15 | modify | 2024 | 0.05 | 113.237 | 112.783 | 0.000 | ||
| 10417 | 2017.05.17 09:19 | modify | 2024 | 0.05 | 113.237 | 112.771 | 0.000 | ||
| 10418 | 2017.05.17 09:24 | modify | 2024 | 0.05 | 113.237 | 112.760 | 0.000 | ||
| 10419 | 2017.05.17 09:26 | modify | 2024 | 0.05 | 113.237 | 112.749 | 0.000 | ||
| 10420 | 2017.05.17 09:26 | modify | 2024 | 0.05 | 113.237 | 112.738 | 0.000 | ||
| 10421 | 2017.05.17 09:46 | modify | 2024 | 0.05 | 113.237 | 112.727 | 0.000 | ||
| 10422 | 2017.05.17 09:46 | modify | 2024 | 0.05 | 113.237 | 112.716 | 0.000 | ||
| 10423 | 2017.05.17 13:20 | modify | 2024 | 0.05 | 113.237 | 112.702 | 0.000 | ||
| 10424 | 2017.05.17 13:20 | modify | 2024 | 0.05 | 113.237 | 112.691 | 0.000 | ||
| 10425 | 2017.05.17 15:16 | modify | 2024 | 0.05 | 113.237 | 112.679 | 0.000 | ||
| 10426 | 2017.05.17 15:16 | modify | 2024 | 0.05 | 113.237 | 112.667 | 0.000 | ||
| 10427 | 2017.05.17 15:19 | modify | 2024 | 0.05 | 113.237 | 112.655 | 0.000 | ||
| 10428 | 2017.05.17 15:19 | modify | 2024 | 0.05 | 113.237 | 112.644 | 0.000 | ||
| 10429 | 2017.05.17 15:20 | modify | 2024 | 0.05 | 113.237 | 112.633 | 0.000 | ||
| 10430 | 2017.05.17 15:20 | modify | 2024 | 0.05 | 113.237 | 112.622 | 0.000 | ||
| 10431 | 2017.05.17 15:33 | modify | 2024 | 0.05 | 113.237 | 112.610 | 0.000 | ||
| 10432 | 2017.05.17 15:33 | modify | 2024 | 0.05 | 113.237 | 112.597 | 0.000 | ||
| 10433 | 2017.05.17 15:33 | modify | 2024 | 0.05 | 113.237 | 112.585 | 0.000 | ||
| 10434 | 2017.05.17 15:33 | modify | 2024 | 0.05 | 113.237 | 112.573 | 0.000 | ||
| 10435 | 2017.05.17 15:49 | modify | 2024 | 0.05 | 113.237 | 112.562 | 0.000 | ||
| 10436 | 2017.05.17 15:49 | modify | 2024 | 0.05 | 113.237 | 112.551 | 0.000 | ||
| 10437 | 2017.05.17 15:49 | modify | 2024 | 0.05 | 113.237 | 112.540 | 0.000 | ||
| 10438 | 2017.05.17 15:49 | modify | 2024 | 0.05 | 113.237 | 112.529 | 0.000 | ||
| 10439 | 2017.05.17 15:52 | modify | 2024 | 0.05 | 113.237 | 112.518 | 0.000 | ||
| 10440 | 2017.05.17 15:53 | modify | 2024 | 0.05 | 113.237 | 112.507 | 0.000 | ||
| 10441 | 2017.05.17 15:53 | modify | 2024 | 0.05 | 113.237 | 112.496 | 0.000 | ||
| 10442 | 2017.05.17 15:54 | modify | 2024 | 0.05 | 113.237 | 112.485 | 0.000 | ||
| 10443 | 2017.05.17 15:55 | modify | 2024 | 0.05 | 113.237 | 112.474 | 0.000 | ||
| 10444 | 2017.05.17 15:55 | modify | 2024 | 0.05 | 113.237 | 112.461 | 0.000 | ||
| 10445 | 2017.05.17 15:57 | modify | 2024 | 0.05 | 113.237 | 112.450 | 0.000 | ||
| 10446 | 2017.05.17 15:57 | modify | 2024 | 0.05 | 113.237 | 112.438 | 0.000 | ||
| 10447 | 2017.05.17 15:57 | modify | 2024 | 0.05 | 113.237 | 112.426 | 0.000 | ||
| 10448 | 2017.05.17 15:58 | modify | 2024 | 0.05 | 113.237 | 112.414 | 0.000 | ||
| 10449 | 2017.05.17 15:58 | modify | 2024 | 0.05 | 113.237 | 112.403 | 0.000 | ||
| 10450 | 2017.05.17 15:58 | modify | 2024 | 0.05 | 113.237 | 112.392 | 0.000 | ||
| 10451 | 2017.05.17 15:58 | modify | 2024 | 0.05 | 113.237 | 112.380 | 0.000 | ||
| 10452 | 2017.05.17 15:58 | modify | 2024 | 0.05 | 113.237 | 112.368 | 0.000 | ||
| 10453 | 2017.05.17 16:01 | modify | 2024 | 0.05 | 113.237 | 112.357 | 0.000 | ||
| 10454 | 2017.05.17 16:01 | modify | 2024 | 0.05 | 113.237 | 112.346 | 0.000 | ||
| 10455 | 2017.05.17 16:01 | modify | 2024 | 0.05 | 113.237 | 112.335 | 0.000 | ||
| 10456 | 2017.05.17 16:01 | modify | 2024 | 0.05 | 113.237 | 112.324 | 0.000 | ||
| 10457 | 2017.05.17 16:01 | modify | 2024 | 0.05 | 113.237 | 112.313 | 0.000 | ||
| 10458 | 2017.05.17 16:01 | modify | 2024 | 0.05 | 113.237 | 112.301 | 0.000 | ||
| 10459 | 2017.05.17 16:03 | modify | 2024 | 0.05 | 113.237 | 112.289 | 0.000 | ||
| 10460 | 2017.05.17 16:03 | modify | 2024 | 0.05 | 113.237 | 112.277 | 0.000 | ||
| 10461 | 2017.05.17 16:03 | modify | 2024 | 0.05 | 113.237 | 112.266 | 0.000 | ||
| 10462 | 2017.05.17 16:03 | modify | 2024 | 0.05 | 113.237 | 112.255 | 0.000 | ||
| 10463 | 2017.05.17 16:04 | modify | 2024 | 0.05 | 113.237 | 112.243 | 0.000 | ||
| 10464 | 2017.05.17 16:13 | modify | 2024 | 0.05 | 113.237 | 112.230 | 0.000 | ||
| 10465 | 2017.05.17 16:13 | modify | 2024 | 0.05 | 113.237 | 112.219 | 0.000 | ||
| 10466 | 2017.05.17 16:13 | modify | 2024 | 0.05 | 113.237 | 112.208 | 0.000 | ||
| 10467 | 2017.05.17 16:14 | modify | 2024 | 0.05 | 113.237 | 112.197 | 0.000 | ||
| 10468 | 2017.05.17 16:14 | modify | 2024 | 0.05 | 113.237 | 112.185 | 0.000 | ||
| 10469 | 2017.05.17 16:18 | modify | 2024 | 0.05 | 113.237 | 112.174 | 0.000 | ||
| 10470 | 2017.05.17 16:18 | modify | 2024 | 0.05 | 113.237 | 112.164 | 0.000 | ||
| 10471 | 2017.05.17 16:19 | modify | 2024 | 0.05 | 113.237 | 112.153 | 0.000 | ||
| 10472 | 2017.05.17 16:19 | modify | 2024 | 0.05 | 113.237 | 112.142 | 0.000 | ||
| 10473 | 2017.05.17 16:23 | modify | 2024 | 0.05 | 113.237 | 112.131 | 0.000 | ||
| 10474 | 2017.05.17 16:23 | modify | 2024 | 0.05 | 113.237 | 112.120 | 0.000 | ||
| 10475 | 2017.05.17 16:24 | modify | 2024 | 0.05 | 113.237 | 112.108 | 0.000 | ||
| 10476 | 2017.05.17 16:24 | modify | 2024 | 0.05 | 113.237 | 112.096 | 0.000 | ||
| 10477 | 2017.05.17 16:24 | modify | 2024 | 0.05 | 113.237 | 112.085 | 0.000 | ||
| 10478 | 2017.05.17 16:24 | modify | 2024 | 0.05 | 113.237 | 112.073 | 0.000 | ||
| 10479 | 2017.05.17 16:24 | modify | 2024 | 0.05 | 113.237 | 112.062 | 0.000 | ||
| 10480 | 2017.05.17 16:25 | modify | 2024 | 0.05 | 113.237 | 112.051 | 0.000 | ||
| 10481 | 2017.05.17 16:25 | modify | 2024 | 0.05 | 113.237 | 112.040 | 0.000 | ||
| 10482 | 2017.05.17 16:50 | modify | 2024 | 0.05 | 113.237 | 112.030 | 0.000 | ||
| 10483 | 2017.05.17 16:50 | modify | 2024 | 0.05 | 113.237 | 112.018 | 0.000 | ||
| 10484 | 2017.05.17 16:55 | modify | 2024 | 0.05 | 113.237 | 112.007 | 0.000 | ||
| 10485 | 2017.05.17 16:55 | modify | 2024 | 0.05 | 113.237 | 111.996 | 0.000 | ||
| 10486 | 2017.05.17 16:55 | modify | 2024 | 0.05 | 113.237 | 111.985 | 0.000 | ||
| 10487 | 2017.05.17 16:55 | modify | 2024 | 0.05 | 113.237 | 111.974 | 0.000 | ||
| 10488 | 2017.05.17 16:57 | modify | 2024 | 0.05 | 113.237 | 111.963 | 0.000 | ||
| 10489 | 2017.05.17 16:57 | modify | 2024 | 0.05 | 113.237 | 111.952 | 0.000 | ||
| 10490 | 2017.05.17 16:57 | modify | 2024 | 0.05 | 113.237 | 111.941 | 0.000 | ||
| 10491 | 2017.05.17 16:58 | modify | 2024 | 0.05 | 113.237 | 111.930 | 0.000 | ||
| 10492 | 2017.05.17 16:58 | modify | 2024 | 0.05 | 113.237 | 111.920 | 0.000 | ||
| 10493 | 2017.05.17 16:58 | modify | 2024 | 0.05 | 113.237 | 111.909 | 0.000 | ||
| 10494 | 2017.05.17 16:59 | modify | 2024 | 0.05 | 113.237 | 111.898 | 0.000 | ||
| 10495 | 2017.05.17 16:59 | modify | 2024 | 0.05 | 113.237 | 111.887 | 0.000 | ||
| 10496 | 2017.05.17 17:00 | modify | 2024 | 0.05 | 113.237 | 111.876 | 0.000 | ||
| 10497 | 2017.05.17 17:00 | modify | 2024 | 0.05 | 113.237 | 111.865 | 0.000 | ||
| 10498 | 2017.05.17 17:02 | modify | 2024 | 0.05 | 113.237 | 111.854 | 0.000 | ||
| 10499 | 2017.05.17 17:55 | modify | 2024 | 0.05 | 113.237 | 111.843 | 0.000 | ||
| 10500 | 2017.05.17 17:55 | modify | 2024 | 0.05 | 113.237 | 111.831 | 0.000 | ||