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 |
| 10501 | 2017.05.17 17:55 | modify | 2024 | 0.05 | 113.237 | 111.819 | 0.000 | ||
| 10502 | 2017.05.17 17:55 | modify | 2024 | 0.05 | 113.237 | 111.807 | 0.000 | ||
| 10503 | 2017.05.17 17:55 | modify | 2024 | 0.05 | 113.237 | 111.795 | 0.000 | ||
| 10504 | 2017.05.17 17:56 | modify | 2024 | 0.05 | 113.237 | 111.783 | 0.000 | ||
| 10505 | 2017.05.17 17:56 | modify | 2024 | 0.05 | 113.237 | 111.772 | 0.000 | ||
| 10506 | 2017.05.17 17:57 | modify | 2024 | 0.05 | 113.237 | 111.761 | 0.000 | ||
| 10507 | 2017.05.17 17:57 | modify | 2024 | 0.05 | 113.237 | 111.750 | 0.000 | ||
| 10508 | 2017.05.17 17:57 | modify | 2024 | 0.05 | 113.237 | 111.739 | 0.000 | ||
| 10509 | 2017.05.17 17:58 | modify | 2024 | 0.05 | 113.237 | 111.728 | 0.000 | ||
| 10510 | 2017.05.17 17:58 | modify | 2024 | 0.05 | 113.237 | 111.717 | 0.000 | ||
| 10511 | 2017.05.17 17:58 | modify | 2024 | 0.05 | 113.237 | 111.706 | 0.000 | ||
| 10512 | 2017.05.17 18:03 | modify | 2024 | 0.05 | 113.237 | 111.695 | 0.000 | ||
| 10513 | 2017.05.17 18:10 | modify | 2024 | 0.05 | 113.237 | 111.683 | 0.000 | ||
| 10514 | 2017.05.17 18:10 | modify | 2024 | 0.05 | 113.237 | 111.673 | 0.000 | ||
| 10515 | 2017.05.17 20:13 | modify | 2024 | 0.05 | 113.237 | 111.662 | 0.000 | ||
| 10516 | 2017.05.17 20:13 | modify | 2024 | 0.05 | 113.237 | 111.652 | 0.000 | ||
| 10517 | 2017.05.17 20:13 | modify | 2024 | 0.05 | 113.237 | 111.641 | 0.000 | ||
| 10518 | 2017.05.17 20:13 | modify | 2024 | 0.05 | 113.237 | 111.630 | 0.000 | ||
| 10519 | 2017.05.17 20:13 | modify | 2024 | 0.05 | 113.237 | 111.619 | 0.000 | ||
| 10520 | 2017.05.17 20:17 | modify | 2024 | 0.05 | 113.237 | 111.607 | 0.000 | ||
| 10521 | 2017.05.17 20:21 | modify | 2024 | 0.05 | 113.237 | 111.596 | 0.000 | ||
| 10522 | 2017.05.17 20:25 | modify | 2024 | 0.05 | 113.237 | 111.584 | 0.000 | ||
| 10523 | 2017.05.17 20:25 | modify | 2024 | 0.05 | 113.237 | 111.573 | 0.000 | ||
| 10524 | 2017.05.17 20:25 | modify | 2024 | 0.05 | 113.237 | 111.562 | 0.000 | ||
| 10525 | 2017.05.17 20:31 | modify | 2024 | 0.05 | 113.237 | 111.551 | 0.000 | ||
| 10526 | 2017.05.17 20:31 | modify | 2024 | 0.05 | 113.237 | 111.540 | 0.000 | ||
| 10527 | 2017.05.17 20:31 | modify | 2024 | 0.05 | 113.237 | 111.530 | 0.000 | ||
| 10528 | 2017.05.17 20:31 | modify | 2024 | 0.05 | 113.237 | 111.519 | 0.000 | ||
| 10529 | 2017.05.17 20:31 | modify | 2024 | 0.05 | 113.237 | 111.508 | 0.000 | ||
| 10530 | 2017.05.17 20:38 | modify | 2024 | 0.05 | 113.237 | 111.497 | 0.000 | ||
| 10531 | 2017.05.17 20:38 | modify | 2024 | 0.05 | 113.237 | 111.486 | 0.000 | ||
| 10532 | 2017.05.17 20:38 | modify | 2024 | 0.05 | 113.237 | 111.474 | 0.000 | ||
| 10533 | 2017.05.17 20:46 | modify | 2024 | 0.05 | 113.237 | 111.463 | 0.000 | ||
| 10534 | 2017.05.17 21:16 | modify | 2024 | 0.05 | 113.237 | 111.452 | 0.000 | ||
| 10535 | 2017.05.17 21:16 | modify | 2024 | 0.05 | 113.237 | 111.441 | 0.000 | ||
| 10536 | 2017.05.17 21:16 | modify | 2024 | 0.05 | 113.237 | 111.430 | 0.000 | ||
| 10537 | 2017.05.17 21:16 | modify | 2024 | 0.05 | 113.237 | 111.419 | 0.000 | ||
| 10538 | 2017.05.17 21:16 | modify | 2024 | 0.05 | 113.237 | 111.407 | 0.000 | ||
| 10539 | 2017.05.17 21:16 | modify | 2024 | 0.05 | 113.237 | 111.395 | 0.000 | ||
| 10540 | 2017.05.17 21:16 | modify | 2024 | 0.05 | 113.237 | 111.383 | 0.000 | ||
| 10541 | 2017.05.17 21:16 | modify | 2024 | 0.05 | 113.237 | 111.371 | 0.000 | ||
| 10542 | 2017.05.17 21:19 | modify | 2024 | 0.05 | 113.237 | 111.360 | 0.000 | ||
| 10543 | 2017.05.17 21:28 | modify | 2024 | 0.05 | 113.237 | 111.349 | 0.000 | ||
| 10544 | 2017.05.17 23:52 | modify | 2024 | 0.05 | 113.237 | 111.337 | 0.000 | ||
| 10545 | 2017.05.17 23:54 | modify | 2024 | 0.05 | 113.237 | 111.326 | 0.000 | ||
| 10546 | 2017.05.17 23:56 | modify | 2024 | 0.05 | 113.237 | 111.315 | 0.000 | ||
| 10547 | 2017.05.17 23:56 | modify | 2024 | 0.05 | 113.237 | 111.303 | 0.000 | ||
| 10548 | 2017.05.17 23:56 | modify | 2024 | 0.05 | 113.237 | 111.292 | 0.000 | ||
| 10549 | 2017.05.17 23:56 | modify | 2024 | 0.05 | 113.237 | 111.281 | 0.000 | ||
| 10550 | 2017.05.17 23:56 | modify | 2024 | 0.05 | 113.237 | 111.269 | 0.000 | ||
| 10551 | 2017.05.17 23:56 | modify | 2024 | 0.05 | 113.237 | 111.257 | 0.000 | ||
| 10552 | 2017.05.17 23:57 | modify | 2024 | 0.05 | 113.237 | 111.246 | 0.000 | ||
| 10553 | 2017.05.17 23:59 | modify | 2024 | 0.05 | 113.237 | 111.234 | 0.000 | ||
| 10554 | 2017.05.18 00:05 | modify | 2024 | 0.05 | 113.237 | 111.220 | 0.000 | ||
| 10555 | 2017.05.18 00:05 | modify | 2024 | 0.05 | 113.237 | 111.209 | 0.000 | ||
| 10556 | 2017.05.18 00:05 | modify | 2024 | 0.05 | 113.237 | 111.196 | 0.000 | ||
| 10557 | 2017.05.18 00:05 | modify | 2024 | 0.05 | 113.237 | 111.183 | 0.000 | ||
| 10558 | 2017.05.18 00:05 | modify | 2024 | 0.05 | 113.237 | 111.170 | 0.000 | ||
| 10559 | 2017.05.18 00:06 | modify | 2024 | 0.05 | 113.237 | 111.157 | 0.000 | ||
| 10560 | 2017.05.18 00:06 | modify | 2024 | 0.05 | 113.237 | 111.145 | 0.000 | ||
| 10561 | 2017.05.18 00:06 | modify | 2024 | 0.05 | 113.237 | 111.133 | 0.000 | ||
| 10562 | 2017.05.18 00:06 | modify | 2024 | 0.05 | 113.237 | 111.120 | 0.000 | ||
| 10563 | 2017.05.18 00:06 | modify | 2024 | 0.05 | 113.237 | 111.108 | 0.000 | ||
| 10564 | 2017.05.18 00:40 | modify | 2024 | 0.05 | 113.237 | 111.097 | 0.000 | ||
| 10565 | 2017.05.18 00:40 | modify | 2024 | 0.05 | 113.237 | 111.086 | 0.000 | ||
| 10566 | 2017.05.18 00:43 | modify | 2024 | 0.05 | 113.237 | 111.073 | 0.000 | ||
| 10567 | 2017.05.18 00:43 | modify | 2024 | 0.05 | 113.237 | 111.060 | 0.000 | ||
| 10568 | 2017.05.18 00:43 | modify | 2024 | 0.05 | 113.237 | 111.049 | 0.000 | ||
| 10569 | 2017.05.18 00:43 | modify | 2024 | 0.05 | 113.237 | 111.039 | 0.000 | ||
| 10570 | 2017.05.18 00:43 | modify | 2024 | 0.05 | 113.237 | 111.027 | 0.000 | ||
| 10571 | 2017.05.18 00:43 | modify | 2024 | 0.05 | 113.237 | 111.015 | 0.000 | ||
| 10572 | 2017.05.18 00:43 | modify | 2024 | 0.05 | 113.237 | 111.003 | 0.000 | ||
| 10573 | 2017.05.18 00:43 | modify | 2024 | 0.05 | 113.237 | 110.990 | 0.000 | ||
| 10574 | 2017.05.18 00:43 | modify | 2024 | 0.05 | 113.237 | 110.978 | 0.000 | ||
| 10575 | 2017.05.18 02:02 | s/l | 2024 | 0.05 | 110.978 | 110.978 | 0.000 | 99.79 | 13303.49 |
| 10576 | 2017.05.22 18:00 | sell | 2025 | 0.10 | 110.969 | 0.000 | 0.000 | ||
| 10577 | 2017.05.22 18:00 | modify | 2025 | 0.10 | 110.969 | 111.219 | 0.000 | ||
| 10578 | 2017.05.22 21:52 | s/l | 2025 | 0.10 | 111.219 | 111.219 | 0.000 | -22.48 | 13281.01 |
| 10579 | 2017.05.23 02:32 | sell | 2026 | 0.10 | 110.920 | 0.000 | 0.000 | ||
| 10580 | 2017.05.23 02:32 | modify | 2026 | 0.10 | 110.920 | 111.170 | 0.000 | ||
| 10581 | 2017.05.23 05:50 | s/l | 2026 | 0.10 | 111.170 | 111.170 | 0.000 | -22.49 | 13258.52 |
| 10582 | 2017.05.24 08:52 | buy | 2027 | 0.10 | 112.011 | 0.000 | 0.000 | ||
| 10583 | 2017.05.24 08:52 | modify | 2027 | 0.10 | 112.011 | 111.761 | 0.000 | ||
| 10584 | 2017.05.24 11:00 | close | 2027 | 0.05 | 111.930 | 111.761 | 0.000 | -3.62 | 13254.90 |
| 10585 | 2017.05.24 11:00 | buy | 2028 | 0.05 | 112.011 | 111.761 | 0.000 | ||
| 10586 | 2017.05.24 11:36 | close | 2028 | 0.03 | 111.793 | 111.761 | 0.000 | -5.85 | 13249.05 |
| 10587 | 2017.05.24 11:36 | buy | 2029 | 0.02 | 112.011 | 111.761 | 0.000 | ||
| 10588 | 2017.05.24 11:38 | s/l | 2029 | 0.02 | 111.761 | 111.761 | 0.000 | -4.47 | 13244.58 |
| 10589 | 2017.05.24 17:37 | buy | 2030 | 0.10 | 112.052 | 0.000 | 0.000 | ||
| 10590 | 2017.05.24 17:37 | modify | 2030 | 0.10 | 112.052 | 111.802 | 0.000 | ||
| 10591 | 2017.05.24 19:00 | close | 2030 | 0.05 | 112.030 | 111.802 | 0.000 | -0.98 | 13243.60 |
| 10592 | 2017.05.24 19:00 | buy | 2031 | 0.05 | 112.052 | 111.802 | 0.000 | ||
| 10593 | 2017.05.24 21:03 | s/l | 2031 | 0.05 | 111.802 | 111.802 | 0.000 | -11.19 | 13232.41 |
| 10594 | 2017.05.30 02:57 | sell | 2032 | 0.10 | 111.154 | 0.000 | 0.000 | ||
| 10595 | 2017.05.30 02:57 | modify | 2032 | 0.10 | 111.154 | 111.404 | 0.000 | ||
| 10596 | 2017.05.30 03:56 | close | 2032 | 0.05 | 111.053 | 111.404 | 0.000 | 4.55 | 13236.96 |
| 10597 | 2017.05.30 03:56 | sell | 2033 | 0.05 | 111.154 | 111.404 | 0.000 | ||
| 10598 | 2017.05.30 04:31 | modify | 2033 | 0.05 | 111.154 | 111.104 | 0.000 | ||
| 10599 | 2017.05.30 10:59 | s/l | 2033 | 0.05 | 111.104 | 111.104 | 0.000 | 2.26 | 13239.22 |
| 10600 | 2017.05.30 18:29 | sell | 2034 | 0.10 | 110.764 | 0.000 | 0.000 | ||
| 10601 | 2017.05.30 18:29 | modify | 2034 | 0.10 | 110.764 | 111.014 | 0.000 | ||
| 10602 | 2017.05.30 21:00 | close | 2034 | 0.05 | 110.807 | 111.014 | 0.000 | -1.94 | 13237.28 |
| 10603 | 2017.05.30 21:00 | sell | 2035 | 0.05 | 110.764 | 111.014 | 0.000 | ||
| 10604 | 2017.05.31 05:29 | s/l | 2035 | 0.05 | 111.014 | 111.014 | 0.000 | -11.76 | 13225.52 |
| 10605 | 2017.05.31 16:49 | sell | 2036 | 0.10 | 110.654 | 0.000 | 0.000 | ||
| 10606 | 2017.05.31 16:49 | modify | 2036 | 0.10 | 110.654 | 110.904 | 0.000 | ||
| 10607 | 2017.06.01 02:00 | close | 2036 | 0.05 | 110.830 | 110.904 | 0.000 | -9.43 | 13216.09 |
| 10608 | 2017.06.01 02:00 | sell | 2037 | 0.05 | 110.654 | 110.904 | 0.000 | ||
| 10609 | 2017.06.01 03:19 | s/l | 2037 | 0.05 | 110.904 | 110.904 | 0.000 | -12.76 | 13203.33 |
| 10610 | 2017.06.01 14:18 | buy | 2038 | 0.10 | 111.203 | 0.000 | 0.000 | ||
| 10611 | 2017.06.01 14:18 | modify | 2038 | 0.10 | 111.203 | 110.953 | 0.000 | ||
| 10612 | 2017.06.01 15:15 | close | 2038 | 0.05 | 111.307 | 110.953 | 0.000 | 4.67 | 13208.00 |
| 10613 | 2017.06.01 15:15 | buy | 2039 | 0.05 | 111.203 | 110.953 | 0.000 | ||
| 10614 | 2017.06.02 03:10 | modify | 2039 | 0.05 | 111.203 | 111.253 | 0.000 | ||
| 10615 | 2017.06.02 08:00 | close | 2039 | 0.05 | 111.585 | 111.253 | 0.000 | 17.37 | 13225.37 |
| 10616 | 2017.06.06 03:52 | sell | 2040 | 0.10 | 110.216 | 0.000 | 0.000 | ||
| 10617 | 2017.06.06 03:52 | modify | 2040 | 0.10 | 110.216 | 110.466 | 0.000 | ||
| 10618 | 2017.06.06 04:08 | close | 2040 | 0.05 | 110.090 | 110.466 | 0.000 | 5.72 | 13231.09 |
| 10619 | 2017.06.06 04:08 | sell | 2041 | 0.05 | 110.216 | 110.466 | 0.000 | ||
| 10620 | 2017.06.06 05:03 | modify | 2041 | 0.05 | 110.216 | 110.166 | 0.000 | ||
| 10621 | 2017.06.06 09:18 | modify | 2041 | 0.05 | 110.216 | 110.066 | 0.000 | ||
| 10622 | 2017.06.06 09:50 | modify | 2041 | 0.05 | 110.216 | 110.055 | 0.000 | ||
| 10623 | 2017.06.06 09:56 | modify | 2041 | 0.05 | 110.216 | 110.045 | 0.000 | ||
| 10624 | 2017.06.06 09:56 | modify | 2041 | 0.05 | 110.216 | 110.033 | 0.000 | ||
| 10625 | 2017.06.06 09:57 | modify | 2041 | 0.05 | 110.216 | 110.022 | 0.000 | ||
| 10626 | 2017.06.06 10:23 | modify | 2041 | 0.05 | 110.216 | 110.011 | 0.000 | ||
| 10627 | 2017.06.06 13:28 | modify | 2041 | 0.05 | 110.216 | 109.999 | 0.000 | ||
| 10628 | 2017.06.06 13:29 | modify | 2041 | 0.05 | 110.216 | 109.988 | 0.000 | ||
| 10629 | 2017.06.06 13:29 | modify | 2041 | 0.05 | 110.216 | 109.977 | 0.000 | ||
| 10630 | 2017.06.06 13:31 | modify | 2041 | 0.05 | 110.216 | 109.966 | 0.000 | ||
| 10631 | 2017.06.06 13:33 | modify | 2041 | 0.05 | 110.216 | 109.955 | 0.000 | ||
| 10632 | 2017.06.06 13:35 | modify | 2041 | 0.05 | 110.216 | 109.944 | 0.000 | ||
| 10633 | 2017.06.06 13:35 | modify | 2041 | 0.05 | 110.216 | 109.933 | 0.000 | ||
| 10634 | 2017.06.06 13:35 | modify | 2041 | 0.05 | 110.216 | 109.922 | 0.000 | ||
| 10635 | 2017.06.06 13:35 | modify | 2041 | 0.05 | 110.216 | 109.909 | 0.000 | ||
| 10636 | 2017.06.06 13:52 | modify | 2041 | 0.05 | 110.216 | 109.899 | 0.000 | ||
| 10637 | 2017.06.06 13:54 | modify | 2041 | 0.05 | 110.216 | 109.887 | 0.000 | ||
| 10638 | 2017.06.06 14:23 | modify | 2041 | 0.05 | 110.216 | 109.876 | 0.000 | ||
| 10639 | 2017.06.06 14:24 | modify | 2041 | 0.05 | 110.216 | 109.865 | 0.000 | ||
| 10640 | 2017.06.06 14:27 | modify | 2041 | 0.05 | 110.216 | 109.852 | 0.000 | ||
| 10641 | 2017.06.06 14:27 | modify | 2041 | 0.05 | 110.216 | 109.840 | 0.000 | ||
| 10642 | 2017.06.06 14:27 | modify | 2041 | 0.05 | 110.216 | 109.829 | 0.000 | ||
| 10643 | 2017.06.06 14:27 | modify | 2041 | 0.05 | 110.216 | 109.817 | 0.000 | ||
| 10644 | 2017.06.06 14:27 | modify | 2041 | 0.05 | 110.216 | 109.804 | 0.000 | ||
| 10645 | 2017.06.06 14:27 | modify | 2041 | 0.05 | 110.216 | 109.791 | 0.000 | ||
| 10646 | 2017.06.06 14:28 | modify | 2041 | 0.05 | 110.216 | 109.780 | 0.000 | ||
| 10647 | 2017.06.06 14:28 | modify | 2041 | 0.05 | 110.216 | 109.769 | 0.000 | ||
| 10648 | 2017.06.06 14:28 | modify | 2041 | 0.05 | 110.216 | 109.758 | 0.000 | ||
| 10649 | 2017.06.06 14:28 | modify | 2041 | 0.05 | 110.216 | 109.744 | 0.000 | ||
| 10650 | 2017.06.06 14:36 | modify | 2041 | 0.05 | 110.216 | 109.733 | 0.000 | ||