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 |
| 11101 | 2017.09.12 16:40 | modify | 2119 | 0.02 | 108.616 | 109.637 | 0.000 | ||
| 11102 | 2017.09.12 19:19 | modify | 2119 | 0.02 | 108.616 | 109.649 | 0.000 | ||
| 11103 | 2017.09.12 19:19 | modify | 2119 | 0.02 | 108.616 | 109.660 | 0.000 | ||
| 11104 | 2017.09.12 19:20 | modify | 2119 | 0.02 | 108.616 | 109.670 | 0.000 | ||
| 11105 | 2017.09.12 19:23 | modify | 2119 | 0.02 | 108.616 | 109.681 | 0.000 | ||
| 11106 | 2017.09.12 19:25 | modify | 2119 | 0.02 | 108.616 | 109.692 | 0.000 | ||
| 11107 | 2017.09.12 19:25 | modify | 2119 | 0.02 | 108.616 | 109.702 | 0.000 | ||
| 11108 | 2017.09.12 19:25 | modify | 2119 | 0.02 | 108.616 | 109.712 | 0.000 | ||
| 11109 | 2017.09.12 19:25 | modify | 2119 | 0.02 | 108.616 | 109.723 | 0.000 | ||
| 11110 | 2017.09.12 19:26 | modify | 2119 | 0.02 | 108.616 | 109.733 | 0.000 | ||
| 11111 | 2017.09.12 22:21 | modify | 2119 | 0.02 | 108.616 | 109.744 | 0.000 | ||
| 11112 | 2017.09.12 22:22 | modify | 2119 | 0.02 | 108.616 | 109.755 | 0.000 | ||
| 11113 | 2017.09.12 22:23 | modify | 2119 | 0.02 | 108.616 | 109.765 | 0.000 | ||
| 11114 | 2017.09.12 22:23 | modify | 2119 | 0.02 | 108.616 | 109.776 | 0.000 | ||
| 11115 | 2017.09.12 22:30 | modify | 2119 | 0.02 | 108.616 | 109.786 | 0.000 | ||
| 11116 | 2017.09.13 02:24 | modify | 2119 | 0.02 | 108.616 | 109.797 | 0.000 | ||
| 11117 | 2017.09.13 02:24 | modify | 2119 | 0.02 | 108.616 | 109.807 | 0.000 | ||
| 11118 | 2017.09.13 02:26 | modify | 2119 | 0.02 | 108.616 | 109.818 | 0.000 | ||
| 11119 | 2017.09.13 02:29 | modify | 2119 | 0.02 | 108.616 | 109.829 | 0.000 | ||
| 11120 | 2017.09.13 08:56 | close | 2119 | 0.02 | 110.052 | 109.829 | 0.000 | 26.30 | 13475.72 |
| 11121 | 2017.09.13 16:38 | buy | 2120 | 0.10 | 110.292 | 0.000 | 0.000 | ||
| 11122 | 2017.09.13 16:38 | modify | 2120 | 0.10 | 110.292 | 110.042 | 0.000 | ||
| 11123 | 2017.09.13 17:11 | close | 2120 | 0.05 | 110.401 | 110.042 | 0.000 | 4.94 | 13480.66 |
| 11124 | 2017.09.13 17:11 | buy | 2121 | 0.05 | 110.292 | 110.042 | 0.000 | ||
| 11125 | 2017.09.13 18:24 | modify | 2121 | 0.05 | 110.292 | 110.342 | 0.000 | ||
| 11126 | 2017.09.14 05:44 | close | 2121 | 0.03 | 110.450 | 110.342 | 0.000 | 4.74 | 13485.40 |
| 11127 | 2017.09.14 05:44 | buy | 2122 | 0.02 | 110.292 | 110.342 | 0.000 | ||
| 11128 | 2017.09.14 09:33 | close | 2122 | 0.02 | 110.398 | 110.342 | 0.000 | 2.22 | 13487.63 |
| 11129 | 2017.09.14 14:51 | buy | 2123 | 0.10 | 110.735 | 0.000 | 0.000 | ||
| 11130 | 2017.09.14 14:51 | modify | 2123 | 0.10 | 110.735 | 110.485 | 0.000 | ||
| 11131 | 2017.09.14 15:23 | s/l | 2123 | 0.10 | 110.485 | 110.485 | 0.000 | -22.63 | 13465.00 |
| 11132 | 2017.09.14 15:30 | buy | 2124 | 0.10 | 110.749 | 0.000 | 0.000 | ||
| 11133 | 2017.09.14 15:30 | modify | 2124 | 0.10 | 110.749 | 110.499 | 0.000 | ||
| 11134 | 2017.09.14 15:30 | close | 2124 | 0.05 | 110.851 | 110.499 | 0.000 | 4.60 | 13469.60 |
| 11135 | 2017.09.14 15:30 | buy | 2125 | 0.05 | 110.749 | 110.499 | 0.000 | ||
| 11136 | 2017.09.14 15:46 | s/l | 2125 | 0.05 | 110.499 | 110.499 | 0.000 | -11.31 | 13458.29 |
| 11137 | 2017.09.14 23:36 | sell | 2126 | 0.10 | 110.282 | 0.000 | 0.000 | ||
| 11138 | 2017.09.14 23:36 | modify | 2126 | 0.10 | 110.282 | 110.532 | 0.000 | ||
| 11139 | 2017.09.14 23:37 | close | 2126 | 0.05 | 110.174 | 110.532 | 0.000 | 4.90 | 13463.19 |
| 11140 | 2017.09.14 23:37 | sell | 2127 | 0.05 | 110.282 | 110.532 | 0.000 | ||
| 11141 | 2017.09.15 01:01 | modify | 2127 | 0.05 | 110.282 | 110.232 | 0.000 | ||
| 11142 | 2017.09.15 01:01 | modify | 2127 | 0.05 | 110.282 | 110.130 | 0.000 | ||
| 11143 | 2017.09.15 01:02 | modify | 2127 | 0.05 | 110.282 | 110.115 | 0.000 | ||
| 11144 | 2017.09.15 01:02 | modify | 2127 | 0.05 | 110.282 | 110.104 | 0.000 | ||
| 11145 | 2017.09.15 01:02 | modify | 2127 | 0.05 | 110.282 | 110.088 | 0.000 | ||
| 11146 | 2017.09.15 01:02 | modify | 2127 | 0.05 | 110.282 | 110.072 | 0.000 | ||
| 11147 | 2017.09.15 01:02 | modify | 2127 | 0.05 | 110.282 | 110.061 | 0.000 | ||
| 11148 | 2017.09.15 01:02 | modify | 2127 | 0.05 | 110.282 | 110.051 | 0.000 | ||
| 11149 | 2017.09.15 01:02 | modify | 2127 | 0.05 | 110.282 | 110.040 | 0.000 | ||
| 11150 | 2017.09.15 01:02 | modify | 2127 | 0.05 | 110.282 | 110.029 | 0.000 | ||
| 11151 | 2017.09.15 01:02 | modify | 2127 | 0.05 | 110.282 | 110.017 | 0.000 | ||
| 11152 | 2017.09.15 01:02 | modify | 2127 | 0.05 | 110.282 | 110.006 | 0.000 | ||
| 11153 | 2017.09.15 01:05 | s/l | 2127 | 0.05 | 110.006 | 110.006 | 0.000 | 12.05 | 13475.24 |
| 11154 | 2017.09.18 15:44 | buy | 2128 | 0.10 | 111.434 | 0.000 | 0.000 | ||
| 11155 | 2017.09.18 15:44 | modify | 2128 | 0.10 | 111.434 | 111.184 | 0.000 | ||
| 11156 | 2017.09.18 17:00 | close | 2128 | 0.05 | 111.389 | 111.184 | 0.000 | -2.02 | 13473.22 |
| 11157 | 2017.09.18 17:00 | buy | 2129 | 0.05 | 111.434 | 111.184 | 0.000 | ||
| 11158 | 2017.09.19 03:54 | close | 2129 | 0.05 | 111.382 | 111.184 | 0.000 | -2.08 | 13471.14 |
| 11159 | 2017.09.19 07:47 | buy | 2130 | 0.10 | 111.663 | 0.000 | 0.000 | ||
| 11160 | 2017.09.19 07:47 | modify | 2130 | 0.10 | 111.663 | 111.413 | 0.000 | ||
| 11161 | 2017.09.19 08:20 | close | 2130 | 0.05 | 111.764 | 111.413 | 0.000 | 4.52 | 13475.66 |
| 11162 | 2017.09.19 08:20 | buy | 2131 | 0.05 | 111.663 | 111.413 | 0.000 | ||
| 11163 | 2017.09.19 15:09 | s/l | 2131 | 0.05 | 111.413 | 111.413 | 0.000 | -11.22 | 13464.44 |
| 11164 | 2017.09.20 21:00 | sell | 2132 | 0.10 | 111.182 | 0.000 | 0.000 | ||
| 11165 | 2017.09.20 21:00 | modify | 2132 | 0.10 | 111.182 | 111.432 | 0.000 | ||
| 11166 | 2017.09.20 21:00 | s/l | 2132 | 0.10 | 111.432 | 111.432 | 0.000 | -22.43 | 13442.01 |
| 11167 | 2017.09.22 04:22 | sell | 2133 | 0.10 | 112.082 | 0.000 | 0.000 | ||
| 11168 | 2017.09.22 04:22 | modify | 2133 | 0.10 | 112.082 | 112.332 | 0.000 | ||
| 11169 | 2017.09.22 04:23 | close | 2133 | 0.05 | 111.980 | 112.332 | 0.000 | 4.55 | 13446.56 |
| 11170 | 2017.09.22 04:23 | sell | 2134 | 0.05 | 112.082 | 112.332 | 0.000 | ||
| 11171 | 2017.09.22 05:48 | modify | 2134 | 0.05 | 112.082 | 112.032 | 0.000 | ||
| 11172 | 2017.09.22 08:00 | close | 2134 | 0.05 | 111.804 | 112.032 | 0.000 | 12.43 | 13458.99 |
| 11173 | 2017.09.25 18:00 | sell | 2135 | 0.10 | 111.763 | 0.000 | 0.000 | ||
| 11174 | 2017.09.25 18:00 | modify | 2135 | 0.10 | 111.763 | 112.013 | 0.000 | ||
| 11175 | 2017.09.25 18:14 | close | 2135 | 0.05 | 111.662 | 112.013 | 0.000 | 4.52 | 13463.51 |
| 11176 | 2017.09.25 18:14 | sell | 2136 | 0.05 | 111.763 | 112.013 | 0.000 | ||
| 11177 | 2017.09.26 10:49 | close | 2136 | 0.03 | 111.709 | 112.013 | 0.000 | 1.15 | 13464.66 |
| 11178 | 2017.09.26 10:49 | sell | 2137 | 0.02 | 111.763 | 112.013 | 0.000 | ||
| 11179 | 2017.09.26 13:33 | close | 2137 | 0.02 | 111.806 | 112.013 | 0.000 | -0.97 | 13463.69 |
| 11180 | 2017.09.27 03:00 | buy | 2138 | 0.10 | 112.477 | 0.000 | 0.000 | ||
| 11181 | 2017.09.27 03:00 | modify | 2138 | 0.10 | 112.477 | 112.227 | 0.000 | ||
| 11182 | 2017.09.27 04:00 | close | 2138 | 0.05 | 112.405 | 112.227 | 0.000 | -3.20 | 13460.49 |
| 11183 | 2017.09.27 04:00 | buy | 2139 | 0.05 | 112.477 | 112.227 | 0.000 | ||
| 11184 | 2017.09.27 11:32 | modify | 2139 | 0.05 | 112.477 | 112.527 | 0.000 | ||
| 11185 | 2017.09.27 15:39 | modify | 2139 | 0.05 | 112.477 | 112.628 | 0.000 | ||
| 11186 | 2017.09.27 15:40 | modify | 2139 | 0.05 | 112.477 | 112.639 | 0.000 | ||
| 11187 | 2017.09.27 15:40 | modify | 2139 | 0.05 | 112.477 | 112.649 | 0.000 | ||
| 11188 | 2017.09.27 15:40 | modify | 2139 | 0.05 | 112.477 | 112.660 | 0.000 | ||
| 11189 | 2017.09.27 15:42 | modify | 2139 | 0.05 | 112.477 | 112.670 | 0.000 | ||
| 11190 | 2017.09.27 15:42 | modify | 2139 | 0.05 | 112.477 | 112.681 | 0.000 | ||
| 11191 | 2017.09.27 15:42 | modify | 2139 | 0.05 | 112.477 | 112.691 | 0.000 | ||
| 11192 | 2017.09.27 15:43 | modify | 2139 | 0.05 | 112.477 | 112.702 | 0.000 | ||
| 11193 | 2017.09.27 15:48 | modify | 2139 | 0.05 | 112.477 | 112.712 | 0.000 | ||
| 11194 | 2017.09.27 15:48 | modify | 2139 | 0.05 | 112.477 | 112.723 | 0.000 | ||
| 11195 | 2017.09.27 15:50 | modify | 2139 | 0.05 | 112.477 | 112.733 | 0.000 | ||
| 11196 | 2017.09.27 15:51 | modify | 2139 | 0.05 | 112.477 | 112.744 | 0.000 | ||
| 11197 | 2017.09.27 15:52 | modify | 2139 | 0.05 | 112.477 | 112.754 | 0.000 | ||
| 11198 | 2017.09.27 15:53 | modify | 2139 | 0.05 | 112.477 | 112.765 | 0.000 | ||
| 11199 | 2017.09.27 16:13 | modify | 2139 | 0.05 | 112.477 | 112.776 | 0.000 | ||
| 11200 | 2017.09.27 16:13 | modify | 2139 | 0.05 | 112.477 | 112.786 | 0.000 | ||
| 11201 | 2017.09.27 17:35 | s/l | 2139 | 0.05 | 112.786 | 112.786 | 0.000 | 13.70 | 13474.19 |
| 11202 | 2017.10.02 03:33 | buy | 2140 | 0.10 | 112.735 | 0.000 | 0.000 | ||
| 11203 | 2017.10.02 03:33 | modify | 2140 | 0.10 | 112.735 | 112.485 | 0.000 | ||
| 11204 | 2017.10.02 07:00 | close | 2140 | 0.05 | 112.797 | 112.485 | 0.000 | 2.75 | 13476.94 |
| 11205 | 2017.10.02 07:00 | buy | 2141 | 0.05 | 112.735 | 112.485 | 0.000 | ||
| 11206 | 2017.10.02 15:24 | close | 2141 | 0.05 | 112.729 | 112.485 | 0.000 | -0.27 | 13476.67 |
| 11207 | 2017.10.04 04:00 | sell | 2142 | 0.10 | 112.505 | 0.000 | 0.000 | ||
| 11208 | 2017.10.04 04:00 | modify | 2142 | 0.10 | 112.505 | 112.755 | 0.000 | ||
| 11209 | 2017.10.04 06:00 | close | 2142 | 0.05 | 112.669 | 112.755 | 0.000 | -7.28 | 13469.39 |
| 11210 | 2017.10.04 06:00 | sell | 2143 | 0.05 | 112.505 | 112.755 | 0.000 | ||
| 11211 | 2017.10.04 16:02 | close | 2143 | 0.03 | 112.638 | 112.755 | 0.000 | -3.54 | 13465.85 |
| 11212 | 2017.10.04 16:02 | sell | 2144 | 0.02 | 112.505 | 112.755 | 0.000 | ||
| 11213 | 2017.10.04 17:00 | s/l | 2144 | 0.02 | 112.755 | 112.755 | 0.000 | -4.43 | 13461.42 |
| 11214 | 2017.10.10 03:25 | buy | 2145 | 0.10 | 112.747 | 0.000 | 0.000 | ||
| 11215 | 2017.10.10 03:25 | modify | 2145 | 0.10 | 112.747 | 112.497 | 0.000 | ||
| 11216 | 2017.10.10 04:52 | close | 2145 | 0.05 | 112.627 | 112.497 | 0.000 | -5.33 | 13456.09 |
| 11217 | 2017.10.10 04:52 | buy | 2146 | 0.05 | 112.747 | 112.497 | 0.000 | ||
| 11218 | 2017.10.10 07:25 | close | 2146 | 0.03 | 112.624 | 112.497 | 0.000 | -3.28 | 13452.81 |
| 11219 | 2017.10.10 07:25 | buy | 2147 | 0.02 | 112.747 | 112.497 | 0.000 | ||
| 11220 | 2017.10.10 07:41 | close | 2147 | 0.02 | 112.588 | 112.497 | 0.000 | -2.82 | 13449.99 |
| 11221 | 2017.10.10 09:41 | sell | 2148 | 0.10 | 112.496 | 0.000 | 0.000 | ||
| 11222 | 2017.10.10 09:41 | modify | 2148 | 0.10 | 112.496 | 112.746 | 0.000 | ||
| 11223 | 2017.10.10 11:12 | close | 2148 | 0.05 | 112.395 | 112.746 | 0.000 | 4.49 | 13454.48 |
| 11224 | 2017.10.10 11:12 | sell | 2149 | 0.05 | 112.496 | 112.746 | 0.000 | ||
| 11225 | 2017.10.10 17:02 | modify | 2149 | 0.05 | 112.496 | 112.446 | 0.000 | ||
| 11226 | 2017.10.10 23:18 | s/l | 2149 | 0.05 | 112.446 | 112.446 | 0.000 | 2.22 | 13456.70 |
| 11227 | 2017.10.13 05:20 | sell | 2150 | 0.10 | 112.111 | 0.000 | 0.000 | ||
| 11228 | 2017.10.13 05:20 | modify | 2150 | 0.10 | 112.111 | 112.361 | 0.000 | ||
| 11229 | 2017.10.13 08:00 | close | 2150 | 0.10 | 112.172 | 112.361 | 0.000 | -5.44 | 13451.26 |
| 11230 | 2017.10.16 10:21 | sell | 2151 | 0.10 | 111.672 | 0.000 | 0.000 | ||
| 11231 | 2017.10.16 10:21 | modify | 2151 | 0.10 | 111.672 | 111.922 | 0.000 | ||
| 11232 | 2017.10.16 13:00 | close | 2151 | 0.05 | 111.810 | 111.922 | 0.000 | -6.17 | 13445.09 |
| 11233 | 2017.10.16 13:00 | sell | 2152 | 0.05 | 111.672 | 111.922 | 0.000 | ||
| 11234 | 2017.10.16 20:17 | close | 2152 | 0.03 | 111.852 | 111.922 | 0.000 | -4.83 | 13440.26 |
| 11235 | 2017.10.16 20:17 | sell | 2153 | 0.02 | 111.672 | 111.922 | 0.000 | ||
| 11236 | 2017.10.16 20:19 | close | 2153 | 0.02 | 111.893 | 111.922 | 0.000 | -3.95 | 13436.31 |
| 11237 | 2017.10.16 22:00 | buy | 2154 | 0.10 | 112.215 | 0.000 | 0.000 | ||
| 11238 | 2017.10.16 22:00 | modify | 2154 | 0.10 | 112.215 | 111.965 | 0.000 | ||
| 11239 | 2017.10.16 23:00 | close | 2154 | 0.05 | 112.166 | 111.965 | 0.000 | -2.18 | 13434.13 |
| 11240 | 2017.10.16 23:00 | buy | 2155 | 0.05 | 112.215 | 111.965 | 0.000 | ||
| 11241 | 2017.10.18 11:35 | modify | 2155 | 0.05 | 112.215 | 112.265 | 0.000 | ||
| 11242 | 2017.10.18 14:59 | modify | 2155 | 0.05 | 112.215 | 112.366 | 0.000 | ||
| 11243 | 2017.10.18 15:11 | modify | 2155 | 0.05 | 112.215 | 112.377 | 0.000 | ||
| 11244 | 2017.10.18 15:11 | modify | 2155 | 0.05 | 112.215 | 112.387 | 0.000 | ||
| 11245 | 2017.10.18 15:12 | modify | 2155 | 0.05 | 112.215 | 112.398 | 0.000 | ||
| 11246 | 2017.10.18 15:14 | modify | 2155 | 0.05 | 112.215 | 112.408 | 0.000 | ||
| 11247 | 2017.10.18 15:19 | modify | 2155 | 0.05 | 112.215 | 112.419 | 0.000 | ||
| 11248 | 2017.10.18 15:50 | modify | 2155 | 0.05 | 112.215 | 112.429 | 0.000 | ||
| 11249 | 2017.10.18 15:51 | modify | 2155 | 0.05 | 112.215 | 112.440 | 0.000 | ||
| 11250 | 2017.10.18 15:51 | modify | 2155 | 0.05 | 112.215 | 112.450 | 0.000 | ||