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 |
| 10951 | 2017.08.22 16:00 | buy | 2105 | 0.05 | 109.478 | 109.228 | 0.000 | ||
| 10952 | 2017.08.22 16:25 | s/l | 2105 | 0.05 | 109.228 | 109.228 | 0.000 | -11.44 | 13389.29 |
| 10953 | 2017.08.22 17:00 | buy | 2106 | 0.10 | 109.481 | 0.000 | 0.000 | ||
| 10954 | 2017.08.22 17:00 | modify | 2106 | 0.10 | 109.481 | 109.231 | 0.000 | ||
| 10955 | 2017.08.22 18:00 | close | 2106 | 0.05 | 109.437 | 109.231 | 0.000 | -2.01 | 13387.28 |
| 10956 | 2017.08.22 18:00 | buy | 2107 | 0.05 | 109.481 | 109.231 | 0.000 | ||
| 10957 | 2017.08.23 09:16 | close | 2107 | 0.05 | 109.340 | 109.231 | 0.000 | -6.20 | 13381.08 |
| 10958 | 2017.08.24 21:59 | buy | 2108 | 0.10 | 109.463 | 0.000 | 0.000 | ||
| 10959 | 2017.08.24 21:59 | modify | 2108 | 0.10 | 109.463 | 109.213 | 0.000 | ||
| 10960 | 2017.08.24 22:59 | close | 2108 | 0.05 | 109.564 | 109.213 | 0.000 | 4.61 | 13385.69 |
| 10961 | 2017.08.24 22:59 | buy | 2109 | 0.05 | 109.463 | 109.213 | 0.000 | ||
| 10962 | 2017.08.25 08:00 | close | 2109 | 0.05 | 109.571 | 109.213 | 0.000 | 5.18 | 13390.87 |
| 10963 | 2017.08.28 07:40 | sell | 2110 | 0.10 | 109.067 | 0.000 | 0.000 | ||
| 10964 | 2017.08.28 07:40 | modify | 2110 | 0.10 | 109.067 | 109.317 | 0.000 | ||
| 10965 | 2017.08.28 08:00 | close | 2110 | 0.05 | 109.131 | 109.317 | 0.000 | -2.93 | 13387.94 |
| 10966 | 2017.08.28 08:00 | sell | 2111 | 0.05 | 109.067 | 109.317 | 0.000 | ||
| 10967 | 2017.08.28 15:00 | close | 2111 | 0.05 | 109.269 | 109.317 | 0.000 | -9.24 | 13378.70 |
| 10968 | 2017.08.29 00:07 | sell | 2112 | 0.10 | 109.012 | 0.000 | 0.000 | ||
| 10969 | 2017.08.29 00:07 | modify | 2112 | 0.10 | 109.012 | 109.262 | 0.000 | ||
| 10970 | 2017.08.29 00:26 | close | 2112 | 0.05 | 108.911 | 109.262 | 0.000 | 4.64 | 13383.34 |
| 10971 | 2017.08.29 00:26 | sell | 2113 | 0.05 | 109.012 | 109.262 | 0.000 | ||
| 10972 | 2017.08.29 01:02 | modify | 2113 | 0.05 | 109.012 | 108.962 | 0.000 | ||
| 10973 | 2017.08.29 01:19 | modify | 2113 | 0.05 | 109.012 | 108.861 | 0.000 | ||
| 10974 | 2017.08.29 01:20 | modify | 2113 | 0.05 | 109.012 | 108.850 | 0.000 | ||
| 10975 | 2017.08.29 01:20 | modify | 2113 | 0.05 | 109.012 | 108.839 | 0.000 | ||
| 10976 | 2017.08.29 01:20 | modify | 2113 | 0.05 | 109.012 | 108.828 | 0.000 | ||
| 10977 | 2017.08.29 01:20 | modify | 2113 | 0.05 | 109.012 | 108.817 | 0.000 | ||
| 10978 | 2017.08.29 01:20 | modify | 2113 | 0.05 | 109.012 | 108.806 | 0.000 | ||
| 10979 | 2017.08.29 01:22 | modify | 2113 | 0.05 | 109.012 | 108.795 | 0.000 | ||
| 10980 | 2017.08.29 01:22 | modify | 2113 | 0.05 | 109.012 | 108.784 | 0.000 | ||
| 10981 | 2017.08.29 02:19 | s/l | 2113 | 0.05 | 108.784 | 108.784 | 0.000 | 10.48 | 13393.82 |
| 10982 | 2017.09.05 05:18 | sell | 2114 | 0.10 | 109.371 | 0.000 | 0.000 | ||
| 10983 | 2017.09.05 05:18 | modify | 2114 | 0.10 | 109.371 | 109.621 | 0.000 | ||
| 10984 | 2017.09.05 05:18 | close | 2114 | 0.05 | 109.270 | 109.621 | 0.000 | 4.62 | 13398.44 |
| 10985 | 2017.09.05 05:18 | sell | 2115 | 0.05 | 109.371 | 109.621 | 0.000 | ||
| 10986 | 2017.09.05 17:30 | modify | 2115 | 0.05 | 109.371 | 109.321 | 0.000 | ||
| 10987 | 2017.09.05 19:14 | modify | 2115 | 0.05 | 109.371 | 109.220 | 0.000 | ||
| 10988 | 2017.09.05 19:14 | modify | 2115 | 0.05 | 109.371 | 109.208 | 0.000 | ||
| 10989 | 2017.09.05 19:29 | modify | 2115 | 0.05 | 109.371 | 109.197 | 0.000 | ||
| 10990 | 2017.09.05 19:29 | modify | 2115 | 0.05 | 109.371 | 109.186 | 0.000 | ||
| 10991 | 2017.09.05 19:29 | modify | 2115 | 0.05 | 109.371 | 109.176 | 0.000 | ||
| 10992 | 2017.09.05 19:30 | modify | 2115 | 0.05 | 109.371 | 109.165 | 0.000 | ||
| 10993 | 2017.09.05 19:30 | modify | 2115 | 0.05 | 109.371 | 109.155 | 0.000 | ||
| 10994 | 2017.09.05 19:33 | modify | 2115 | 0.05 | 109.371 | 109.144 | 0.000 | ||
| 10995 | 2017.09.05 19:34 | modify | 2115 | 0.05 | 109.371 | 109.133 | 0.000 | ||
| 10996 | 2017.09.05 20:01 | modify | 2115 | 0.05 | 109.371 | 109.121 | 0.000 | ||
| 10997 | 2017.09.05 20:01 | modify | 2115 | 0.05 | 109.371 | 109.110 | 0.000 | ||
| 10998 | 2017.09.05 20:03 | modify | 2115 | 0.05 | 109.371 | 109.099 | 0.000 | ||
| 10999 | 2017.09.05 22:20 | modify | 2115 | 0.05 | 109.371 | 109.088 | 0.000 | ||
| 11000 | 2017.09.06 01:14 | modify | 2115 | 0.05 | 109.371 | 109.077 | 0.000 | ||
| 11001 | 2017.09.06 01:32 | modify | 2115 | 0.05 | 109.371 | 109.066 | 0.000 | ||
| 11002 | 2017.09.06 01:33 | modify | 2115 | 0.05 | 109.371 | 109.055 | 0.000 | ||
| 11003 | 2017.09.06 01:33 | modify | 2115 | 0.05 | 109.371 | 109.045 | 0.000 | ||
| 11004 | 2017.09.06 01:39 | modify | 2115 | 0.05 | 109.371 | 109.033 | 0.000 | ||
| 11005 | 2017.09.06 01:39 | modify | 2115 | 0.05 | 109.371 | 109.021 | 0.000 | ||
| 11006 | 2017.09.06 01:39 | modify | 2115 | 0.05 | 109.371 | 109.009 | 0.000 | ||
| 11007 | 2017.09.06 01:44 | modify | 2115 | 0.05 | 109.371 | 108.997 | 0.000 | ||
| 11008 | 2017.09.06 01:44 | modify | 2115 | 0.05 | 109.371 | 108.985 | 0.000 | ||
| 11009 | 2017.09.06 01:48 | modify | 2115 | 0.05 | 109.371 | 108.974 | 0.000 | ||
| 11010 | 2017.09.06 01:50 | modify | 2115 | 0.05 | 109.371 | 108.963 | 0.000 | ||
| 11011 | 2017.09.06 10:05 | modify | 2115 | 0.05 | 109.371 | 108.952 | 0.000 | ||
| 11012 | 2017.09.06 10:54 | close | 2115 | 0.03 | 108.747 | 108.952 | 0.000 | 16.91 | 13415.35 |
| 11013 | 2017.09.06 10:54 | sell | 2116 | 0.02 | 109.371 | 108.952 | 0.000 | ||
| 11014 | 2017.09.06 10:55 | close | 2116 | 0.02 | 108.804 | 108.952 | 0.000 | 10.22 | 13425.57 |
| 11015 | 2017.09.11 14:31 | buy | 2117 | 0.10 | 108.616 | 0.000 | 0.000 | ||
| 11016 | 2017.09.11 14:31 | modify | 2117 | 0.10 | 108.616 | 108.366 | 0.000 | ||
| 11017 | 2017.09.11 15:16 | close | 2117 | 0.05 | 108.717 | 108.366 | 0.000 | 4.65 | 13430.22 |
| 11018 | 2017.09.11 15:16 | buy | 2118 | 0.05 | 108.616 | 108.366 | 0.000 | ||
| 11019 | 2017.09.11 18:26 | modify | 2118 | 0.05 | 108.616 | 108.666 | 0.000 | ||
| 11020 | 2017.09.11 20:28 | modify | 2118 | 0.05 | 108.616 | 108.767 | 0.000 | ||
| 11021 | 2017.09.11 20:30 | modify | 2118 | 0.05 | 108.616 | 108.777 | 0.000 | ||
| 11022 | 2017.09.11 20:40 | modify | 2118 | 0.05 | 108.616 | 108.787 | 0.000 | ||
| 11023 | 2017.09.11 20:46 | modify | 2118 | 0.05 | 108.616 | 108.798 | 0.000 | ||
| 11024 | 2017.09.11 20:47 | modify | 2118 | 0.05 | 108.616 | 108.809 | 0.000 | ||
| 11025 | 2017.09.11 20:48 | modify | 2118 | 0.05 | 108.616 | 108.819 | 0.000 | ||
| 11026 | 2017.09.11 20:50 | modify | 2118 | 0.05 | 108.616 | 108.830 | 0.000 | ||
| 11027 | 2017.09.11 20:50 | modify | 2118 | 0.05 | 108.616 | 108.840 | 0.000 | ||
| 11028 | 2017.09.11 20:50 | modify | 2118 | 0.05 | 108.616 | 108.852 | 0.000 | ||
| 11029 | 2017.09.11 20:50 | modify | 2118 | 0.05 | 108.616 | 108.863 | 0.000 | ||
| 11030 | 2017.09.11 20:50 | modify | 2118 | 0.05 | 108.616 | 108.877 | 0.000 | ||
| 11031 | 2017.09.11 20:50 | modify | 2118 | 0.05 | 108.616 | 108.888 | 0.000 | ||
| 11032 | 2017.09.11 20:50 | modify | 2118 | 0.05 | 108.616 | 108.900 | 0.000 | ||
| 11033 | 2017.09.11 20:50 | modify | 2118 | 0.05 | 108.616 | 108.912 | 0.000 | ||
| 11034 | 2017.09.11 20:50 | modify | 2118 | 0.05 | 108.616 | 108.923 | 0.000 | ||
| 11035 | 2017.09.11 20:50 | modify | 2118 | 0.05 | 108.616 | 108.934 | 0.000 | ||
| 11036 | 2017.09.11 22:07 | modify | 2118 | 0.05 | 108.616 | 108.946 | 0.000 | ||
| 11037 | 2017.09.11 22:07 | modify | 2118 | 0.05 | 108.616 | 108.957 | 0.000 | ||
| 11038 | 2017.09.11 22:07 | modify | 2118 | 0.05 | 108.616 | 108.969 | 0.000 | ||
| 11039 | 2017.09.11 22:08 | modify | 2118 | 0.05 | 108.616 | 108.979 | 0.000 | ||
| 11040 | 2017.09.11 22:08 | modify | 2118 | 0.05 | 108.616 | 108.990 | 0.000 | ||
| 11041 | 2017.09.11 22:09 | modify | 2118 | 0.05 | 108.616 | 109.000 | 0.000 | ||
| 11042 | 2017.09.11 22:28 | modify | 2118 | 0.05 | 108.616 | 109.012 | 0.000 | ||
| 11043 | 2017.09.11 22:29 | modify | 2118 | 0.05 | 108.616 | 109.024 | 0.000 | ||
| 11044 | 2017.09.11 22:32 | modify | 2118 | 0.05 | 108.616 | 109.035 | 0.000 | ||
| 11045 | 2017.09.11 23:05 | modify | 2118 | 0.05 | 108.616 | 109.045 | 0.000 | ||
| 11046 | 2017.09.12 03:57 | modify | 2118 | 0.05 | 108.616 | 109.057 | 0.000 | ||
| 11047 | 2017.09.12 03:57 | modify | 2118 | 0.05 | 108.616 | 109.069 | 0.000 | ||
| 11048 | 2017.09.12 03:57 | modify | 2118 | 0.05 | 108.616 | 109.080 | 0.000 | ||
| 11049 | 2017.09.12 03:57 | modify | 2118 | 0.05 | 108.616 | 109.090 | 0.000 | ||
| 11050 | 2017.09.12 03:57 | modify | 2118 | 0.05 | 108.616 | 109.101 | 0.000 | ||
| 11051 | 2017.09.12 03:57 | modify | 2118 | 0.05 | 108.616 | 109.111 | 0.000 | ||
| 11052 | 2017.09.12 03:58 | modify | 2118 | 0.05 | 108.616 | 109.122 | 0.000 | ||
| 11053 | 2017.09.12 09:04 | close | 2118 | 0.03 | 109.310 | 109.122 | 0.000 | 19.20 | 13449.42 |
| 11054 | 2017.09.12 09:04 | buy | 2119 | 0.02 | 108.616 | 109.122 | 0.000 | ||
| 11055 | 2017.09.12 09:55 | modify | 2119 | 0.02 | 108.616 | 109.134 | 0.000 | ||
| 11056 | 2017.09.12 11:12 | modify | 2119 | 0.02 | 108.616 | 109.145 | 0.000 | ||
| 11057 | 2017.09.12 11:12 | modify | 2119 | 0.02 | 108.616 | 109.155 | 0.000 | ||
| 11058 | 2017.09.12 11:12 | modify | 2119 | 0.02 | 108.616 | 109.167 | 0.000 | ||
| 11059 | 2017.09.12 11:12 | modify | 2119 | 0.02 | 108.616 | 109.179 | 0.000 | ||
| 11060 | 2017.09.12 11:15 | modify | 2119 | 0.02 | 108.616 | 109.191 | 0.000 | ||
| 11061 | 2017.09.12 11:15 | modify | 2119 | 0.02 | 108.616 | 109.202 | 0.000 | ||
| 11062 | 2017.09.12 11:17 | modify | 2119 | 0.02 | 108.616 | 109.212 | 0.000 | ||
| 11063 | 2017.09.12 11:17 | modify | 2119 | 0.02 | 108.616 | 109.223 | 0.000 | ||
| 11064 | 2017.09.12 11:17 | modify | 2119 | 0.02 | 108.616 | 109.233 | 0.000 | ||
| 11065 | 2017.09.12 11:17 | modify | 2119 | 0.02 | 108.616 | 109.244 | 0.000 | ||
| 11066 | 2017.09.12 11:19 | modify | 2119 | 0.02 | 108.616 | 109.254 | 0.000 | ||
| 11067 | 2017.09.12 11:32 | modify | 2119 | 0.02 | 108.616 | 109.265 | 0.000 | ||
| 11068 | 2017.09.12 11:32 | modify | 2119 | 0.02 | 108.616 | 109.276 | 0.000 | ||
| 11069 | 2017.09.12 12:18 | modify | 2119 | 0.02 | 108.616 | 109.286 | 0.000 | ||
| 11070 | 2017.09.12 13:04 | modify | 2119 | 0.02 | 108.616 | 109.297 | 0.000 | ||
| 11071 | 2017.09.12 13:44 | modify | 2119 | 0.02 | 108.616 | 109.307 | 0.000 | ||
| 11072 | 2017.09.12 13:44 | modify | 2119 | 0.02 | 108.616 | 109.318 | 0.000 | ||
| 11073 | 2017.09.12 13:45 | modify | 2119 | 0.02 | 108.616 | 109.329 | 0.000 | ||
| 11074 | 2017.09.12 13:45 | modify | 2119 | 0.02 | 108.616 | 109.340 | 0.000 | ||
| 11075 | 2017.09.12 13:45 | modify | 2119 | 0.02 | 108.616 | 109.352 | 0.000 | ||
| 11076 | 2017.09.12 13:45 | modify | 2119 | 0.02 | 108.616 | 109.364 | 0.000 | ||
| 11077 | 2017.09.12 13:45 | modify | 2119 | 0.02 | 108.616 | 109.375 | 0.000 | ||
| 11078 | 2017.09.12 13:45 | modify | 2119 | 0.02 | 108.616 | 109.386 | 0.000 | ||
| 11079 | 2017.09.12 14:20 | modify | 2119 | 0.02 | 108.616 | 109.397 | 0.000 | ||
| 11080 | 2017.09.12 14:29 | modify | 2119 | 0.02 | 108.616 | 109.408 | 0.000 | ||
| 11081 | 2017.09.12 14:29 | modify | 2119 | 0.02 | 108.616 | 109.419 | 0.000 | ||
| 11082 | 2017.09.12 15:38 | modify | 2119 | 0.02 | 108.616 | 109.431 | 0.000 | ||
| 11083 | 2017.09.12 15:38 | modify | 2119 | 0.02 | 108.616 | 109.442 | 0.000 | ||
| 11084 | 2017.09.12 15:38 | modify | 2119 | 0.02 | 108.616 | 109.454 | 0.000 | ||
| 11085 | 2017.09.12 15:38 | modify | 2119 | 0.02 | 108.616 | 109.464 | 0.000 | ||
| 11086 | 2017.09.12 15:52 | modify | 2119 | 0.02 | 108.616 | 109.474 | 0.000 | ||
| 11087 | 2017.09.12 15:56 | modify | 2119 | 0.02 | 108.616 | 109.485 | 0.000 | ||
| 11088 | 2017.09.12 15:57 | modify | 2119 | 0.02 | 108.616 | 109.496 | 0.000 | ||
| 11089 | 2017.09.12 15:57 | modify | 2119 | 0.02 | 108.616 | 109.506 | 0.000 | ||
| 11090 | 2017.09.12 15:57 | modify | 2119 | 0.02 | 108.616 | 109.517 | 0.000 | ||
| 11091 | 2017.09.12 15:59 | modify | 2119 | 0.02 | 108.616 | 109.527 | 0.000 | ||
| 11092 | 2017.09.12 16:39 | modify | 2119 | 0.02 | 108.616 | 109.539 | 0.000 | ||
| 11093 | 2017.09.12 16:39 | modify | 2119 | 0.02 | 108.616 | 109.551 | 0.000 | ||
| 11094 | 2017.09.12 16:39 | modify | 2119 | 0.02 | 108.616 | 109.562 | 0.000 | ||
| 11095 | 2017.09.12 16:39 | modify | 2119 | 0.02 | 108.616 | 109.572 | 0.000 | ||
| 11096 | 2017.09.12 16:39 | modify | 2119 | 0.02 | 108.616 | 109.584 | 0.000 | ||
| 11097 | 2017.09.12 16:40 | modify | 2119 | 0.02 | 108.616 | 109.595 | 0.000 | ||
| 11098 | 2017.09.12 16:40 | modify | 2119 | 0.02 | 108.616 | 109.605 | 0.000 | ||
| 11099 | 2017.09.12 16:40 | modify | 2119 | 0.02 | 108.616 | 109.616 | 0.000 | ||
| 11100 | 2017.09.12 16:40 | modify | 2119 | 0.02 | 108.616 | 109.627 | 0.000 | ||