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 |
| 10651 | 2017.06.06 18:19 | modify | 2041 | 0.05 | 110.216 | 109.721 | 0.000 | ||
| 10652 | 2017.06.06 18:21 | modify | 2041 | 0.05 | 110.216 | 109.710 | 0.000 | ||
| 10653 | 2017.06.06 18:22 | modify | 2041 | 0.05 | 110.216 | 109.699 | 0.000 | ||
| 10654 | 2017.06.06 18:22 | modify | 2041 | 0.05 | 110.216 | 109.688 | 0.000 | ||
| 10655 | 2017.06.06 18:27 | modify | 2041 | 0.05 | 110.216 | 109.677 | 0.000 | ||
| 10656 | 2017.06.07 02:54 | close | 2041 | 0.03 | 109.485 | 109.677 | 0.000 | 19.73 | 13250.83 |
| 10657 | 2017.06.07 02:54 | sell | 2042 | 0.02 | 110.216 | 109.677 | 0.000 | ||
| 10658 | 2017.06.07 02:57 | close | 2042 | 0.02 | 109.505 | 109.677 | 0.000 | 12.79 | 13263.62 |
| 10659 | 2017.06.07 21:06 | buy | 2043 | 0.10 | 109.671 | 0.000 | 0.000 | ||
| 10660 | 2017.06.07 21:06 | modify | 2043 | 0.10 | 109.671 | 109.421 | 0.000 | ||
| 10661 | 2017.06.07 21:10 | close | 2043 | 0.05 | 109.792 | 109.421 | 0.000 | 5.51 | 13269.13 |
| 10662 | 2017.06.07 21:10 | buy | 2044 | 0.05 | 109.671 | 109.421 | 0.000 | ||
| 10663 | 2017.06.08 08:27 | close | 2044 | 0.05 | 109.552 | 109.421 | 0.000 | -4.68 | 13264.45 |
| 10664 | 2017.06.12 11:17 | sell | 2045 | 0.10 | 110.078 | 0.000 | 0.000 | ||
| 10665 | 2017.06.12 11:17 | modify | 2045 | 0.10 | 110.078 | 110.328 | 0.000 | ||
| 10666 | 2017.06.12 11:45 | close | 2045 | 0.05 | 109.976 | 110.328 | 0.000 | 4.64 | 13269.09 |
| 10667 | 2017.06.12 11:45 | sell | 2046 | 0.05 | 110.078 | 110.328 | 0.000 | ||
| 10668 | 2017.06.12 18:37 | modify | 2046 | 0.05 | 110.078 | 110.028 | 0.000 | ||
| 10669 | 2017.06.13 02:56 | close | 2046 | 0.03 | 109.913 | 110.028 | 0.000 | 4.20 | 13273.29 |
| 10670 | 2017.06.13 02:56 | sell | 2047 | 0.02 | 110.078 | 110.028 | 0.000 | ||
| 10671 | 2017.06.13 03:19 | close | 2047 | 0.02 | 109.997 | 110.028 | 0.000 | 1.27 | 13274.56 |
| 10672 | 2017.06.14 13:06 | buy | 2048 | 0.10 | 110.272 | 0.000 | 0.000 | ||
| 10673 | 2017.06.14 13:06 | modify | 2048 | 0.10 | 110.272 | 110.022 | 0.000 | ||
| 10674 | 2017.06.14 15:30 | s/l | 2048 | 0.10 | 110.022 | 110.022 | 0.000 | -22.72 | 13251.84 |
| 10675 | 2017.06.14 15:30 | sell | 2049 | 0.10 | 109.903 | 0.000 | 0.000 | ||
| 10676 | 2017.06.14 15:30 | modify | 2049 | 0.10 | 109.903 | 110.153 | 0.000 | ||
| 10677 | 2017.06.14 15:31 | close | 2049 | 0.05 | 109.801 | 110.153 | 0.000 | 4.64 | 13256.48 |
| 10678 | 2017.06.14 15:31 | sell | 2050 | 0.05 | 109.903 | 110.153 | 0.000 | ||
| 10679 | 2017.06.14 15:45 | modify | 2050 | 0.05 | 109.903 | 109.853 | 0.000 | ||
| 10680 | 2017.06.14 16:01 | modify | 2050 | 0.05 | 109.903 | 109.752 | 0.000 | ||
| 10681 | 2017.06.14 16:02 | modify | 2050 | 0.05 | 109.903 | 109.741 | 0.000 | ||
| 10682 | 2017.06.14 16:02 | modify | 2050 | 0.05 | 109.903 | 109.730 | 0.000 | ||
| 10683 | 2017.06.14 16:05 | modify | 2050 | 0.05 | 109.903 | 109.719 | 0.000 | ||
| 10684 | 2017.06.14 16:06 | modify | 2050 | 0.05 | 109.903 | 109.706 | 0.000 | ||
| 10685 | 2017.06.14 16:06 | modify | 2050 | 0.05 | 109.903 | 109.692 | 0.000 | ||
| 10686 | 2017.06.14 16:06 | modify | 2050 | 0.05 | 109.903 | 109.679 | 0.000 | ||
| 10687 | 2017.06.14 16:07 | modify | 2050 | 0.05 | 109.903 | 109.668 | 0.000 | ||
| 10688 | 2017.06.14 16:43 | modify | 2050 | 0.05 | 109.903 | 109.657 | 0.000 | ||
| 10689 | 2017.06.14 16:43 | modify | 2050 | 0.05 | 109.903 | 109.646 | 0.000 | ||
| 10690 | 2017.06.14 17:03 | modify | 2050 | 0.05 | 109.903 | 109.634 | 0.000 | ||
| 10691 | 2017.06.14 17:09 | modify | 2050 | 0.05 | 109.903 | 109.621 | 0.000 | ||
| 10692 | 2017.06.14 17:09 | modify | 2050 | 0.05 | 109.903 | 109.610 | 0.000 | ||
| 10693 | 2017.06.14 17:09 | modify | 2050 | 0.05 | 109.903 | 109.599 | 0.000 | ||
| 10694 | 2017.06.14 17:10 | modify | 2050 | 0.05 | 109.903 | 109.588 | 0.000 | ||
| 10695 | 2017.06.14 17:10 | modify | 2050 | 0.05 | 109.903 | 109.575 | 0.000 | ||
| 10696 | 2017.06.14 17:10 | modify | 2050 | 0.05 | 109.903 | 109.563 | 0.000 | ||
| 10697 | 2017.06.14 17:10 | modify | 2050 | 0.05 | 109.903 | 109.551 | 0.000 | ||
| 10698 | 2017.06.14 17:10 | modify | 2050 | 0.05 | 109.903 | 109.539 | 0.000 | ||
| 10699 | 2017.06.14 17:10 | modify | 2050 | 0.05 | 109.903 | 109.527 | 0.000 | ||
| 10700 | 2017.06.14 17:10 | modify | 2050 | 0.05 | 109.903 | 109.516 | 0.000 | ||
| 10701 | 2017.06.14 17:10 | modify | 2050 | 0.05 | 109.903 | 109.504 | 0.000 | ||
| 10702 | 2017.06.14 17:12 | modify | 2050 | 0.05 | 109.903 | 109.492 | 0.000 | ||
| 10703 | 2017.06.14 17:14 | modify | 2050 | 0.05 | 109.903 | 109.481 | 0.000 | ||
| 10704 | 2017.06.14 17:14 | modify | 2050 | 0.05 | 109.903 | 109.470 | 0.000 | ||
| 10705 | 2017.06.14 17:15 | modify | 2050 | 0.05 | 109.903 | 109.459 | 0.000 | ||
| 10706 | 2017.06.14 17:15 | modify | 2050 | 0.05 | 109.903 | 109.447 | 0.000 | ||
| 10707 | 2017.06.14 17:15 | modify | 2050 | 0.05 | 109.903 | 109.436 | 0.000 | ||
| 10708 | 2017.06.14 17:15 | modify | 2050 | 0.05 | 109.903 | 109.426 | 0.000 | ||
| 10709 | 2017.06.14 17:15 | modify | 2050 | 0.05 | 109.903 | 109.415 | 0.000 | ||
| 10710 | 2017.06.14 17:15 | modify | 2050 | 0.05 | 109.903 | 109.405 | 0.000 | ||
| 10711 | 2017.06.14 17:57 | modify | 2050 | 0.05 | 109.903 | 109.394 | 0.000 | ||
| 10712 | 2017.06.14 17:59 | modify | 2050 | 0.05 | 109.903 | 109.383 | 0.000 | ||
| 10713 | 2017.06.14 21:00 | modify | 2050 | 0.05 | 109.903 | 109.364 | 0.000 | ||
| 10714 | 2017.06.14 21:00 | modify | 2050 | 0.05 | 109.903 | 109.353 | 0.000 | ||
| 10715 | 2017.06.14 21:00 | modify | 2050 | 0.05 | 109.903 | 109.342 | 0.000 | ||
| 10716 | 2017.06.14 21:00 | modify | 2050 | 0.05 | 109.903 | 109.331 | 0.000 | ||
| 10717 | 2017.06.14 21:00 | modify | 2050 | 0.05 | 109.903 | 109.320 | 0.000 | ||
| 10718 | 2017.06.14 21:00 | modify | 2050 | 0.05 | 109.903 | 109.309 | 0.000 | ||
| 10719 | 2017.06.14 21:00 | modify | 2050 | 0.05 | 109.903 | 109.298 | 0.000 | ||
| 10720 | 2017.06.14 21:00 | modify | 2050 | 0.05 | 109.903 | 109.286 | 0.000 | ||
| 10721 | 2017.06.14 21:00 | modify | 2050 | 0.05 | 109.903 | 109.272 | 0.000 | ||
| 10722 | 2017.06.14 21:00 | modify | 2050 | 0.05 | 109.903 | 109.259 | 0.000 | ||
| 10723 | 2017.06.14 21:01 | s/l | 2050 | 0.05 | 109.259 | 109.259 | 0.000 | 29.48 | 13285.96 |
| 10724 | 2017.06.19 19:49 | buy | 2051 | 0.10 | 111.426 | 0.000 | 0.000 | ||
| 10725 | 2017.06.19 19:49 | modify | 2051 | 0.10 | 111.426 | 111.176 | 0.000 | ||
| 10726 | 2017.06.20 06:00 | close | 2051 | 0.05 | 111.649 | 111.176 | 0.000 | 10.24 | 13296.20 |
| 10727 | 2017.06.20 06:00 | buy | 2052 | 0.05 | 111.426 | 111.176 | 0.000 | ||
| 10728 | 2017.06.20 11:26 | close | 2052 | 0.03 | 111.573 | 111.176 | 0.000 | 4.10 | 13300.30 |
| 10729 | 2017.06.20 11:26 | buy | 2053 | 0.02 | 111.426 | 111.176 | 0.000 | ||
| 10730 | 2017.06.20 12:50 | close | 2053 | 0.02 | 111.536 | 111.176 | 0.000 | 2.07 | 13302.37 |
| 10731 | 2017.06.21 02:17 | sell | 2054 | 0.10 | 111.295 | 0.000 | 0.000 | ||
| 10732 | 2017.06.21 02:17 | modify | 2054 | 0.10 | 111.295 | 111.545 | 0.000 | ||
| 10733 | 2017.06.21 04:00 | close | 2054 | 0.05 | 111.368 | 111.545 | 0.000 | -3.28 | 13299.09 |
| 10734 | 2017.06.21 04:00 | sell | 2055 | 0.05 | 111.295 | 111.545 | 0.000 | ||
| 10735 | 2017.06.21 14:04 | close | 2055 | 0.03 | 111.338 | 111.545 | 0.000 | -1.16 | 13297.93 |
| 10736 | 2017.06.21 14:04 | sell | 2056 | 0.02 | 111.295 | 111.545 | 0.000 | ||
| 10737 | 2017.06.21 14:51 | close | 2056 | 0.02 | 111.406 | 111.545 | 0.000 | -1.99 | 13295.94 |
| 10738 | 2017.06.22 04:46 | sell | 2057 | 0.10 | 111.057 | 0.000 | 0.000 | ||
| 10739 | 2017.06.22 04:46 | modify | 2057 | 0.10 | 111.057 | 111.307 | 0.000 | ||
| 10740 | 2017.06.22 05:00 | close | 2057 | 0.05 | 111.134 | 111.307 | 0.000 | -3.46 | 13292.48 |
| 10741 | 2017.06.22 05:00 | sell | 2058 | 0.05 | 111.057 | 111.307 | 0.000 | ||
| 10742 | 2017.06.22 13:19 | close | 2058 | 0.03 | 111.261 | 111.307 | 0.000 | -5.50 | 13286.98 |
| 10743 | 2017.06.22 13:19 | sell | 2059 | 0.02 | 111.057 | 111.307 | 0.000 | ||
| 10744 | 2017.06.22 13:39 | s/l | 2059 | 0.02 | 111.307 | 111.307 | 0.000 | -4.49 | 13282.49 |
| 10745 | 2017.06.26 09:23 | buy | 2060 | 0.10 | 111.385 | 0.000 | 0.000 | ||
| 10746 | 2017.06.26 09:23 | modify | 2060 | 0.10 | 111.385 | 111.135 | 0.000 | ||
| 10747 | 2017.06.26 11:09 | close | 2060 | 0.05 | 111.591 | 111.135 | 0.000 | 9.23 | 13291.72 |
| 10748 | 2017.06.26 11:09 | buy | 2061 | 0.05 | 111.385 | 111.135 | 0.000 | ||
| 10749 | 2017.06.26 21:26 | modify | 2061 | 0.05 | 111.385 | 111.435 | 0.000 | ||
| 10750 | 2017.06.27 04:15 | modify | 2061 | 0.05 | 111.385 | 111.536 | 0.000 | ||
| 10751 | 2017.06.27 04:36 | modify | 2061 | 0.05 | 111.385 | 111.549 | 0.000 | ||
| 10752 | 2017.06.27 04:36 | modify | 2061 | 0.05 | 111.385 | 111.561 | 0.000 | ||
| 10753 | 2017.06.27 04:36 | modify | 2061 | 0.05 | 111.385 | 111.573 | 0.000 | ||
| 10754 | 2017.06.27 04:36 | modify | 2061 | 0.05 | 111.385 | 111.585 | 0.000 | ||
| 10755 | 2017.06.27 04:41 | modify | 2061 | 0.05 | 111.385 | 111.596 | 0.000 | ||
| 10756 | 2017.06.27 04:42 | modify | 2061 | 0.05 | 111.385 | 111.607 | 0.000 | ||
| 10757 | 2017.06.27 09:08 | close | 2061 | 0.05 | 111.752 | 111.607 | 0.000 | 16.67 | 13308.39 |
| 10758 | 2017.06.27 17:07 | buy | 2062 | 0.10 | 112.083 | 0.000 | 0.000 | ||
| 10759 | 2017.06.27 17:07 | modify | 2062 | 0.10 | 112.083 | 111.833 | 0.000 | ||
| 10760 | 2017.06.27 18:50 | modify | 2062 | 0.10 | 112.083 | 112.133 | 0.000 | ||
| 10761 | 2017.06.27 21:10 | s/l | 2062 | 0.10 | 112.133 | 112.133 | 0.000 | 4.46 | 13312.85 |
| 10762 | 2017.06.29 01:31 | buy | 2063 | 0.10 | 112.467 | 0.000 | 0.000 | ||
| 10763 | 2017.06.29 01:31 | modify | 2063 | 0.10 | 112.467 | 112.217 | 0.000 | ||
| 10764 | 2017.06.29 02:00 | close | 2063 | 0.05 | 112.324 | 112.217 | 0.000 | -6.37 | 13306.48 |
| 10765 | 2017.06.29 02:00 | buy | 2064 | 0.05 | 112.467 | 112.217 | 0.000 | ||
| 10766 | 2017.06.29 03:58 | s/l | 2064 | 0.05 | 112.217 | 112.217 | 0.000 | -11.14 | 13295.34 |
| 10767 | 2017.06.29 10:47 | buy | 2065 | 0.10 | 112.491 | 0.000 | 0.000 | ||
| 10768 | 2017.06.29 10:47 | modify | 2065 | 0.10 | 112.491 | 112.241 | 0.000 | ||
| 10769 | 2017.06.29 11:02 | close | 2065 | 0.05 | 112.592 | 112.241 | 0.000 | 4.49 | 13299.83 |
| 10770 | 2017.06.29 11:02 | buy | 2066 | 0.05 | 112.491 | 112.241 | 0.000 | ||
| 10771 | 2017.06.29 15:59 | modify | 2066 | 0.05 | 112.491 | 112.541 | 0.000 | ||
| 10772 | 2017.06.29 17:04 | s/l | 2066 | 0.05 | 112.541 | 112.541 | 0.000 | 2.22 | 13302.05 |
| 10773 | 2017.07.03 10:28 | buy | 2067 | 0.10 | 112.676 | 0.000 | 0.000 | ||
| 10774 | 2017.07.03 10:28 | modify | 2067 | 0.10 | 112.676 | 112.426 | 0.000 | ||
| 10775 | 2017.07.03 10:40 | close | 2067 | 0.05 | 112.850 | 112.426 | 0.000 | 7.71 | 13309.76 |
| 10776 | 2017.07.03 10:40 | buy | 2068 | 0.05 | 112.676 | 112.426 | 0.000 | ||
| 10777 | 2017.07.03 13:43 | modify | 2068 | 0.05 | 112.676 | 112.726 | 0.000 | ||
| 10778 | 2017.07.03 17:47 | modify | 2068 | 0.05 | 112.676 | 112.827 | 0.000 | ||
| 10779 | 2017.07.03 17:50 | modify | 2068 | 0.05 | 112.676 | 112.837 | 0.000 | ||
| 10780 | 2017.07.03 17:50 | modify | 2068 | 0.05 | 112.676 | 112.848 | 0.000 | ||
| 10781 | 2017.07.03 18:02 | modify | 2068 | 0.05 | 112.676 | 112.858 | 0.000 | ||
| 10782 | 2017.07.03 18:02 | modify | 2068 | 0.05 | 112.676 | 112.869 | 0.000 | ||
| 10783 | 2017.07.03 18:02 | modify | 2068 | 0.05 | 112.676 | 112.881 | 0.000 | ||
| 10784 | 2017.07.03 18:03 | modify | 2068 | 0.05 | 112.676 | 112.892 | 0.000 | ||
| 10785 | 2017.07.03 18:03 | modify | 2068 | 0.05 | 112.676 | 112.902 | 0.000 | ||
| 10786 | 2017.07.03 18:03 | modify | 2068 | 0.05 | 112.676 | 112.913 | 0.000 | ||
| 10787 | 2017.07.03 18:12 | modify | 2068 | 0.05 | 112.676 | 112.923 | 0.000 | ||
| 10788 | 2017.07.03 18:12 | modify | 2068 | 0.05 | 112.676 | 112.934 | 0.000 | ||
| 10789 | 2017.07.03 18:12 | modify | 2068 | 0.05 | 112.676 | 112.944 | 0.000 | ||
| 10790 | 2017.07.03 18:15 | modify | 2068 | 0.05 | 112.676 | 112.955 | 0.000 | ||
| 10791 | 2017.07.03 18:15 | modify | 2068 | 0.05 | 112.676 | 112.965 | 0.000 | ||
| 10792 | 2017.07.03 18:23 | modify | 2068 | 0.05 | 112.676 | 112.976 | 0.000 | ||
| 10793 | 2017.07.03 18:23 | modify | 2068 | 0.05 | 112.676 | 112.986 | 0.000 | ||
| 10794 | 2017.07.03 23:00 | modify | 2068 | 0.05 | 112.676 | 112.997 | 0.000 | ||
| 10795 | 2017.07.03 23:00 | modify | 2068 | 0.05 | 112.676 | 113.008 | 0.000 | ||
| 10796 | 2017.07.04 06:55 | close | 2068 | 0.05 | 113.177 | 113.008 | 0.000 | 22.38 | 13332.14 |
| 10797 | 2017.07.05 10:34 | buy | 2069 | 0.10 | 113.420 | 0.000 | 0.000 | ||
| 10798 | 2017.07.05 10:34 | modify | 2069 | 0.10 | 113.420 | 113.170 | 0.000 | ||
| 10799 | 2017.07.05 17:14 | s/l | 2069 | 0.10 | 113.170 | 113.170 | 0.000 | -22.09 | 13310.05 |
| 10800 | 2017.07.10 04:01 | buy | 2070 | 0.10 | 114.180 | 0.000 | 0.000 | ||