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 |
| 10801 | 2017.07.10 04:01 | modify | 2070 | 0.10 | 114.180 | 113.930 | 0.000 | ||
| 10802 | 2017.07.10 12:00 | close | 2070 | 0.05 | 114.166 | 113.930 | 0.000 | -0.61 | 13309.44 |
| 10803 | 2017.07.10 12:00 | buy | 2071 | 0.05 | 114.180 | 113.930 | 0.000 | ||
| 10804 | 2017.07.10 17:35 | close | 2071 | 0.03 | 114.134 | 113.930 | 0.000 | -1.21 | 13308.23 |
| 10805 | 2017.07.10 17:35 | buy | 2072 | 0.02 | 114.180 | 113.930 | 0.000 | ||
| 10806 | 2017.07.10 17:35 | close | 2072 | 0.02 | 114.101 | 113.930 | 0.000 | -1.38 | 13306.85 |
| 10807 | 2017.07.11 07:52 | buy | 2073 | 0.10 | 114.302 | 0.000 | 0.000 | ||
| 10808 | 2017.07.11 07:52 | modify | 2073 | 0.10 | 114.302 | 114.052 | 0.000 | ||
| 10809 | 2017.07.11 09:00 | close | 2073 | 0.05 | 114.345 | 114.052 | 0.000 | 1.88 | 13308.73 |
| 10810 | 2017.07.11 09:00 | buy | 2074 | 0.05 | 114.302 | 114.052 | 0.000 | ||
| 10811 | 2017.07.11 18:21 | close | 2074 | 0.03 | 114.247 | 114.052 | 0.000 | -1.44 | 13307.29 |
| 10812 | 2017.07.11 18:21 | buy | 2075 | 0.02 | 114.302 | 114.052 | 0.000 | ||
| 10813 | 2017.07.11 18:23 | close | 2075 | 0.02 | 114.198 | 114.052 | 0.000 | -1.82 | 13305.47 |
| 10814 | 2017.07.12 15:31 | sell | 2076 | 0.10 | 113.290 | 0.000 | 0.000 | ||
| 10815 | 2017.07.12 15:31 | modify | 2076 | 0.10 | 113.290 | 113.540 | 0.000 | ||
| 10816 | 2017.07.12 15:42 | close | 2076 | 0.05 | 113.189 | 113.540 | 0.000 | 4.46 | 13309.93 |
| 10817 | 2017.07.12 15:42 | sell | 2077 | 0.05 | 113.290 | 113.540 | 0.000 | ||
| 10818 | 2017.07.12 15:57 | modify | 2077 | 0.05 | 113.290 | 113.240 | 0.000 | ||
| 10819 | 2017.07.12 16:49 | s/l | 2077 | 0.05 | 113.240 | 113.240 | 0.000 | 2.21 | 13312.14 |
| 10820 | 2017.07.14 04:00 | buy | 2078 | 0.10 | 113.528 | 0.000 | 0.000 | ||
| 10821 | 2017.07.14 04:00 | modify | 2078 | 0.10 | 113.528 | 113.278 | 0.000 | ||
| 10822 | 2017.07.14 05:00 | close | 2078 | 0.05 | 113.466 | 113.278 | 0.000 | -2.73 | 13309.41 |
| 10823 | 2017.07.14 05:00 | buy | 2079 | 0.05 | 113.528 | 113.278 | 0.000 | ||
| 10824 | 2017.07.14 08:00 | close | 2079 | 0.05 | 113.425 | 113.278 | 0.000 | -4.54 | 13304.87 |
| 10825 | 2017.07.18 04:07 | sell | 2080 | 0.10 | 112.317 | 0.000 | 0.000 | ||
| 10826 | 2017.07.18 04:07 | modify | 2080 | 0.10 | 112.317 | 112.567 | 0.000 | ||
| 10827 | 2017.07.18 04:25 | close | 2080 | 0.05 | 112.199 | 112.567 | 0.000 | 5.26 | 13310.13 |
| 10828 | 2017.07.18 04:25 | sell | 2081 | 0.05 | 112.317 | 112.567 | 0.000 | ||
| 10829 | 2017.07.18 14:51 | modify | 2081 | 0.05 | 112.317 | 112.267 | 0.000 | ||
| 10830 | 2017.07.18 17:39 | modify | 2081 | 0.05 | 112.317 | 112.164 | 0.000 | ||
| 10831 | 2017.07.18 17:42 | modify | 2081 | 0.05 | 112.317 | 112.153 | 0.000 | ||
| 10832 | 2017.07.18 17:42 | modify | 2081 | 0.05 | 112.317 | 112.142 | 0.000 | ||
| 10833 | 2017.07.19 08:36 | close | 2081 | 0.05 | 112.097 | 112.142 | 0.000 | 9.31 | 13319.45 |
| 10834 | 2017.07.20 10:36 | buy | 2082 | 0.10 | 112.234 | 0.000 | 0.000 | ||
| 10835 | 2017.07.20 10:36 | modify | 2082 | 0.10 | 112.234 | 111.984 | 0.000 | ||
| 10836 | 2017.07.20 13:00 | close | 2082 | 0.05 | 112.337 | 111.984 | 0.000 | 4.58 | 13324.03 |
| 10837 | 2017.07.20 13:00 | buy | 2083 | 0.05 | 112.234 | 111.984 | 0.000 | ||
| 10838 | 2017.07.20 17:31 | s/l | 2083 | 0.05 | 111.984 | 111.984 | 0.000 | -11.16 | 13312.87 |
| 10839 | 2017.07.25 12:31 | buy | 2084 | 0.10 | 111.391 | 0.000 | 0.000 | ||
| 10840 | 2017.07.25 12:31 | modify | 2084 | 0.10 | 111.391 | 111.141 | 0.000 | ||
| 10841 | 2017.07.25 21:20 | modify | 2084 | 0.10 | 111.391 | 111.441 | 0.000 | ||
| 10842 | 2017.07.25 23:00 | close | 2084 | 0.05 | 111.884 | 111.441 | 0.000 | 22.03 | 13334.90 |
| 10843 | 2017.07.25 23:00 | buy | 2085 | 0.05 | 111.391 | 111.441 | 0.000 | ||
| 10844 | 2017.07.26 02:54 | modify | 2085 | 0.05 | 111.391 | 111.543 | 0.000 | ||
| 10845 | 2017.07.26 02:54 | modify | 2085 | 0.05 | 111.391 | 111.556 | 0.000 | ||
| 10846 | 2017.07.26 02:54 | modify | 2085 | 0.05 | 111.391 | 111.566 | 0.000 | ||
| 10847 | 2017.07.26 03:00 | modify | 2085 | 0.05 | 111.391 | 111.577 | 0.000 | ||
| 10848 | 2017.07.26 03:02 | modify | 2085 | 0.05 | 111.391 | 111.587 | 0.000 | ||
| 10849 | 2017.07.26 03:02 | modify | 2085 | 0.05 | 111.391 | 111.598 | 0.000 | ||
| 10850 | 2017.07.26 03:02 | modify | 2085 | 0.05 | 111.391 | 111.609 | 0.000 | ||
| 10851 | 2017.07.26 03:02 | modify | 2085 | 0.05 | 111.391 | 111.620 | 0.000 | ||
| 10852 | 2017.07.26 10:00 | close | 2085 | 0.05 | 111.814 | 111.620 | 0.000 | 19.17 | 13354.07 |
| 10853 | 2017.07.26 18:41 | buy | 2086 | 0.10 | 112.088 | 0.000 | 0.000 | ||
| 10854 | 2017.07.26 18:41 | modify | 2086 | 0.10 | 112.088 | 111.838 | 0.000 | ||
| 10855 | 2017.07.26 21:01 | s/l | 2086 | 0.10 | 111.838 | 111.838 | 0.000 | -22.35 | 13331.72 |
| 10856 | 2017.07.31 21:35 | sell | 2087 | 0.10 | 110.297 | 0.000 | 0.000 | ||
| 10857 | 2017.07.31 21:35 | modify | 2087 | 0.10 | 110.297 | 110.547 | 0.000 | ||
| 10858 | 2017.07.31 23:00 | close | 2087 | 0.05 | 110.235 | 110.547 | 0.000 | 2.81 | 13334.53 |
| 10859 | 2017.07.31 23:00 | sell | 2088 | 0.05 | 110.297 | 110.547 | 0.000 | ||
| 10860 | 2017.08.01 11:52 | close | 2088 | 0.03 | 110.303 | 110.547 | 0.000 | -0.46 | 13334.07 |
| 10861 | 2017.08.01 11:52 | sell | 2089 | 0.02 | 110.297 | 110.547 | 0.000 | ||
| 10862 | 2017.08.01 11:57 | close | 2089 | 0.02 | 110.368 | 110.547 | 0.000 | -1.49 | 13332.58 |
| 10863 | 2017.08.01 17:20 | sell | 2090 | 0.10 | 109.990 | 0.000 | 0.000 | ||
| 10864 | 2017.08.01 17:20 | modify | 2090 | 0.10 | 109.990 | 110.240 | 0.000 | ||
| 10865 | 2017.08.01 18:00 | close | 2090 | 0.05 | 110.139 | 110.240 | 0.000 | -6.76 | 13325.82 |
| 10866 | 2017.08.01 18:00 | sell | 2091 | 0.05 | 109.990 | 110.240 | 0.000 | ||
| 10867 | 2017.08.01 18:17 | s/l | 2091 | 0.05 | 110.240 | 110.240 | 0.000 | -11.34 | 13314.48 |
| 10868 | 2017.08.02 04:48 | buy | 2092 | 0.10 | 110.591 | 0.000 | 0.000 | ||
| 10869 | 2017.08.02 04:48 | modify | 2092 | 0.10 | 110.591 | 110.341 | 0.000 | ||
| 10870 | 2017.08.02 07:44 | close | 2092 | 0.05 | 110.892 | 110.341 | 0.000 | 13.57 | 13328.05 |
| 10871 | 2017.08.02 07:44 | buy | 2093 | 0.05 | 110.591 | 110.341 | 0.000 | ||
| 10872 | 2017.08.02 15:44 | modify | 2093 | 0.05 | 110.591 | 110.641 | 0.000 | ||
| 10873 | 2017.08.02 16:42 | s/l | 2093 | 0.05 | 110.641 | 110.641 | 0.000 | 2.26 | 13330.31 |
| 10874 | 2017.08.03 17:00 | sell | 2094 | 0.10 | 110.232 | 0.000 | 0.000 | ||
| 10875 | 2017.08.03 17:00 | modify | 2094 | 0.10 | 110.232 | 110.482 | 0.000 | ||
| 10876 | 2017.08.03 17:06 | close | 2094 | 0.05 | 110.095 | 110.482 | 0.000 | 6.22 | 13336.53 |
| 10877 | 2017.08.03 17:06 | sell | 2095 | 0.05 | 110.232 | 110.482 | 0.000 | ||
| 10878 | 2017.08.03 22:38 | modify | 2095 | 0.05 | 110.232 | 110.182 | 0.000 | ||
| 10879 | 2017.08.04 06:00 | s/l | 2095 | 0.05 | 110.182 | 110.182 | 0.000 | 1.77 | 13338.30 |
| 10880 | 2017.08.08 04:46 | sell | 2096 | 0.10 | 110.625 | 0.000 | 0.000 | ||
| 10881 | 2017.08.08 04:46 | modify | 2096 | 0.10 | 110.625 | 110.875 | 0.000 | ||
| 10882 | 2017.08.08 11:00 | close | 2096 | 0.05 | 110.586 | 110.875 | 0.000 | 1.76 | 13340.06 |
| 10883 | 2017.08.08 11:00 | sell | 2097 | 0.05 | 110.625 | 110.875 | 0.000 | ||
| 10884 | 2017.08.08 15:26 | modify | 2097 | 0.05 | 110.625 | 110.575 | 0.000 | ||
| 10885 | 2017.08.08 17:19 | s/l | 2097 | 0.05 | 110.575 | 110.575 | 0.000 | 2.27 | 13342.33 |
| 10886 | 2017.08.10 16:03 | sell | 2098 | 0.10 | 109.550 | 0.000 | 0.000 | ||
| 10887 | 2017.08.10 16:03 | modify | 2098 | 0.10 | 109.550 | 109.800 | 0.000 | ||
| 10888 | 2017.08.10 17:17 | close | 2098 | 0.05 | 109.358 | 109.800 | 0.000 | 8.78 | 13351.11 |
| 10889 | 2017.08.10 17:17 | sell | 2099 | 0.05 | 109.550 | 109.800 | 0.000 | ||
| 10890 | 2017.08.10 20:51 | modify | 2099 | 0.05 | 109.550 | 109.500 | 0.000 | ||
| 10891 | 2017.08.11 06:11 | modify | 2099 | 0.05 | 109.550 | 109.399 | 0.000 | ||
| 10892 | 2017.08.11 06:11 | modify | 2099 | 0.05 | 109.550 | 109.388 | 0.000 | ||
| 10893 | 2017.08.11 06:13 | modify | 2099 | 0.05 | 109.550 | 109.377 | 0.000 | ||
| 10894 | 2017.08.11 06:15 | modify | 2099 | 0.05 | 109.550 | 109.366 | 0.000 | ||
| 10895 | 2017.08.11 06:17 | modify | 2099 | 0.05 | 109.550 | 109.354 | 0.000 | ||
| 10896 | 2017.08.11 08:00 | close | 2099 | 0.05 | 108.965 | 109.354 | 0.000 | 26.34 | 13377.46 |
| 10897 | 2017.08.14 04:00 | buy | 2100 | 0.10 | 109.404 | 0.000 | 0.000 | ||
| 10898 | 2017.08.14 04:00 | modify | 2100 | 0.10 | 109.404 | 109.154 | 0.000 | ||
| 10899 | 2017.08.14 05:00 | close | 2100 | 0.05 | 109.351 | 109.154 | 0.000 | -2.42 | 13375.04 |
| 10900 | 2017.08.14 05:00 | buy | 2101 | 0.05 | 109.404 | 109.154 | 0.000 | ||
| 10901 | 2017.08.14 10:56 | modify | 2101 | 0.05 | 109.404 | 109.454 | 0.000 | ||
| 10902 | 2017.08.14 17:10 | s/l | 2101 | 0.05 | 109.454 | 109.454 | 0.000 | 2.28 | 13377.32 |
| 10903 | 2017.08.15 02:30 | buy | 2102 | 0.10 | 109.801 | 0.000 | 0.000 | ||
| 10904 | 2017.08.15 02:30 | modify | 2102 | 0.10 | 109.801 | 109.551 | 0.000 | ||
| 10905 | 2017.08.15 02:33 | close | 2102 | 0.05 | 109.903 | 109.551 | 0.000 | 4.64 | 13381.96 |
| 10906 | 2017.08.15 02:33 | buy | 2103 | 0.05 | 109.801 | 109.551 | 0.000 | ||
| 10907 | 2017.08.15 03:41 | modify | 2103 | 0.05 | 109.801 | 109.851 | 0.000 | ||
| 10908 | 2017.08.15 08:34 | modify | 2103 | 0.05 | 109.801 | 109.952 | 0.000 | ||
| 10909 | 2017.08.15 08:40 | modify | 2103 | 0.05 | 109.801 | 109.962 | 0.000 | ||
| 10910 | 2017.08.15 08:40 | modify | 2103 | 0.05 | 109.801 | 109.973 | 0.000 | ||
| 10911 | 2017.08.15 08:41 | modify | 2103 | 0.05 | 109.801 | 109.983 | 0.000 | ||
| 10912 | 2017.08.15 10:09 | modify | 2103 | 0.05 | 109.801 | 109.994 | 0.000 | ||
| 10913 | 2017.08.15 10:09 | modify | 2103 | 0.05 | 109.801 | 110.005 | 0.000 | ||
| 10914 | 2017.08.15 10:11 | modify | 2103 | 0.05 | 109.801 | 110.015 | 0.000 | ||
| 10915 | 2017.08.15 15:30 | modify | 2103 | 0.05 | 109.801 | 110.030 | 0.000 | ||
| 10916 | 2017.08.15 15:30 | modify | 2103 | 0.05 | 109.801 | 110.044 | 0.000 | ||
| 10917 | 2017.08.15 15:30 | modify | 2103 | 0.05 | 109.801 | 110.058 | 0.000 | ||
| 10918 | 2017.08.15 15:30 | modify | 2103 | 0.05 | 109.801 | 110.072 | 0.000 | ||
| 10919 | 2017.08.15 15:30 | modify | 2103 | 0.05 | 109.801 | 110.086 | 0.000 | ||
| 10920 | 2017.08.15 15:30 | modify | 2103 | 0.05 | 109.801 | 110.098 | 0.000 | ||
| 10921 | 2017.08.15 15:30 | modify | 2103 | 0.05 | 109.801 | 110.109 | 0.000 | ||
| 10922 | 2017.08.15 15:30 | modify | 2103 | 0.05 | 109.801 | 110.119 | 0.000 | ||
| 10923 | 2017.08.15 15:30 | modify | 2103 | 0.05 | 109.801 | 110.130 | 0.000 | ||
| 10924 | 2017.08.15 15:30 | modify | 2103 | 0.05 | 109.801 | 110.141 | 0.000 | ||
| 10925 | 2017.08.15 15:30 | modify | 2103 | 0.05 | 109.801 | 110.152 | 0.000 | ||
| 10926 | 2017.08.15 15:30 | modify | 2103 | 0.05 | 109.801 | 110.163 | 0.000 | ||
| 10927 | 2017.08.15 15:30 | modify | 2103 | 0.05 | 109.801 | 110.176 | 0.000 | ||
| 10928 | 2017.08.15 15:30 | modify | 2103 | 0.05 | 109.801 | 110.187 | 0.000 | ||
| 10929 | 2017.08.15 15:30 | modify | 2103 | 0.05 | 109.801 | 110.198 | 0.000 | ||
| 10930 | 2017.08.15 15:30 | modify | 2103 | 0.05 | 109.801 | 110.209 | 0.000 | ||
| 10931 | 2017.08.15 15:30 | modify | 2103 | 0.05 | 109.801 | 110.220 | 0.000 | ||
| 10932 | 2017.08.15 15:30 | modify | 2103 | 0.05 | 109.801 | 110.232 | 0.000 | ||
| 10933 | 2017.08.15 15:30 | modify | 2103 | 0.05 | 109.801 | 110.243 | 0.000 | ||
| 10934 | 2017.08.15 15:30 | modify | 2103 | 0.05 | 109.801 | 110.254 | 0.000 | ||
| 10935 | 2017.08.15 15:32 | modify | 2103 | 0.05 | 109.801 | 110.265 | 0.000 | ||
| 10936 | 2017.08.15 15:32 | modify | 2103 | 0.05 | 109.801 | 110.276 | 0.000 | ||
| 10937 | 2017.08.15 15:33 | modify | 2103 | 0.05 | 109.801 | 110.286 | 0.000 | ||
| 10938 | 2017.08.15 15:42 | modify | 2103 | 0.05 | 109.801 | 110.298 | 0.000 | ||
| 10939 | 2017.08.15 15:43 | modify | 2103 | 0.05 | 109.801 | 110.309 | 0.000 | ||
| 10940 | 2017.08.15 15:43 | modify | 2103 | 0.05 | 109.801 | 110.319 | 0.000 | ||
| 10941 | 2017.08.15 15:55 | modify | 2103 | 0.05 | 109.801 | 110.330 | 0.000 | ||
| 10942 | 2017.08.15 15:55 | modify | 2103 | 0.05 | 109.801 | 110.340 | 0.000 | ||
| 10943 | 2017.08.15 15:56 | modify | 2103 | 0.05 | 109.801 | 110.351 | 0.000 | ||
| 10944 | 2017.08.15 15:56 | modify | 2103 | 0.05 | 109.801 | 110.361 | 0.000 | ||
| 10945 | 2017.08.15 15:57 | modify | 2103 | 0.05 | 109.801 | 110.372 | 0.000 | ||
| 10946 | 2017.08.15 15:57 | modify | 2103 | 0.05 | 109.801 | 110.383 | 0.000 | ||
| 10947 | 2017.08.15 20:16 | s/l | 2103 | 0.05 | 110.383 | 110.383 | 0.000 | 26.36 | 13408.32 |
| 10948 | 2017.08.22 14:41 | buy | 2104 | 0.10 | 109.478 | 0.000 | 0.000 | ||
| 10949 | 2017.08.22 14:41 | modify | 2104 | 0.10 | 109.478 | 109.228 | 0.000 | ||
| 10950 | 2017.08.22 16:00 | close | 2104 | 0.05 | 109.312 | 109.228 | 0.000 | -7.59 | 13400.73 |