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 |
| 11251 | 2017.10.18 15:51 | modify | 2155 | 0.05 | 112.215 | 112.461 | 0.000 | ||
| 11252 | 2017.10.18 16:54 | modify | 2155 | 0.05 | 112.215 | 112.471 | 0.000 | ||
| 11253 | 2017.10.18 16:54 | modify | 2155 | 0.05 | 112.215 | 112.482 | 0.000 | ||
| 11254 | 2017.10.18 16:56 | modify | 2155 | 0.05 | 112.215 | 112.493 | 0.000 | ||
| 11255 | 2017.10.18 16:56 | modify | 2155 | 0.05 | 112.215 | 112.503 | 0.000 | ||
| 11256 | 2017.10.18 17:00 | modify | 2155 | 0.05 | 112.215 | 112.514 | 0.000 | ||
| 11257 | 2017.10.18 17:33 | modify | 2155 | 0.05 | 112.215 | 112.525 | 0.000 | ||
| 11258 | 2017.10.18 17:33 | modify | 2155 | 0.05 | 112.215 | 112.536 | 0.000 | ||
| 11259 | 2017.10.18 17:57 | modify | 2155 | 0.05 | 112.215 | 112.547 | 0.000 | ||
| 11260 | 2017.10.18 17:58 | modify | 2155 | 0.05 | 112.215 | 112.557 | 0.000 | ||
| 11261 | 2017.10.18 18:06 | modify | 2155 | 0.05 | 112.215 | 112.568 | 0.000 | ||
| 11262 | 2017.10.18 18:11 | modify | 2155 | 0.05 | 112.215 | 112.578 | 0.000 | ||
| 11263 | 2017.10.18 18:13 | modify | 2155 | 0.05 | 112.215 | 112.589 | 0.000 | ||
| 11264 | 2017.10.19 01:57 | modify | 2155 | 0.05 | 112.215 | 112.599 | 0.000 | ||
| 11265 | 2017.10.19 01:59 | modify | 2155 | 0.05 | 112.215 | 112.611 | 0.000 | ||
| 11266 | 2017.10.19 01:59 | modify | 2155 | 0.05 | 112.215 | 112.622 | 0.000 | ||
| 11267 | 2017.10.19 07:16 | close | 2155 | 0.03 | 112.884 | 112.622 | 0.000 | 18.53 | 13452.66 |
| 11268 | 2017.10.19 07:16 | buy | 2156 | 0.02 | 112.215 | 112.622 | 0.000 | ||
| 11269 | 2017.10.19 09:25 | modify | 2156 | 0.02 | 112.215 | 112.633 | 0.000 | ||
| 11270 | 2017.10.19 09:29 | modify | 2156 | 0.02 | 112.215 | 112.643 | 0.000 | ||
| 11271 | 2017.10.19 09:29 | modify | 2156 | 0.02 | 112.215 | 112.654 | 0.000 | ||
| 11272 | 2017.10.19 09:29 | modify | 2156 | 0.02 | 112.215 | 112.664 | 0.000 | ||
| 11273 | 2017.10.19 09:30 | modify | 2156 | 0.02 | 112.215 | 112.675 | 0.000 | ||
| 11274 | 2017.10.19 09:30 | modify | 2156 | 0.02 | 112.215 | 112.685 | 0.000 | ||
| 11275 | 2017.10.19 10:26 | close | 2156 | 0.02 | 112.912 | 112.685 | 0.000 | 12.85 | 13465.52 |
| 11276 | 2017.10.25 11:53 | buy | 2157 | 0.10 | 114.024 | 0.000 | 0.000 | ||
| 11277 | 2017.10.25 11:53 | modify | 2157 | 0.10 | 114.024 | 113.774 | 0.000 | ||
| 11278 | 2017.10.25 11:58 | close | 2157 | 0.05 | 114.125 | 113.774 | 0.000 | 4.42 | 13469.94 |
| 11279 | 2017.10.25 11:58 | buy | 2158 | 0.05 | 114.024 | 113.774 | 0.000 | ||
| 11280 | 2017.10.25 17:16 | s/l | 2158 | 0.05 | 113.774 | 113.774 | 0.000 | -10.98 | 13458.96 |
| 11281 | 2017.10.26 08:22 | sell | 2159 | 0.10 | 113.357 | 0.000 | 0.000 | ||
| 11282 | 2017.10.26 08:22 | modify | 2159 | 0.10 | 113.357 | 113.607 | 0.000 | ||
| 11283 | 2017.10.26 09:28 | s/l | 2159 | 0.10 | 113.607 | 113.607 | 0.000 | -22.01 | 13436.95 |
| 11284 | 2017.10.26 23:20 | buy | 2160 | 0.10 | 114.074 | 0.000 | 0.000 | ||
| 11285 | 2017.10.26 23:20 | modify | 2160 | 0.10 | 114.074 | 113.824 | 0.000 | ||
| 11286 | 2017.10.27 00:00 | close | 2160 | 0.05 | 113.959 | 113.824 | 0.000 | -4.80 | 13432.15 |
| 11287 | 2017.10.27 00:00 | buy | 2161 | 0.05 | 114.074 | 113.824 | 0.000 | ||
| 11288 | 2017.10.27 08:00 | close | 2161 | 0.05 | 114.141 | 113.824 | 0.000 | 3.18 | 13435.33 |
| 11289 | 2017.10.30 06:11 | sell | 2162 | 0.10 | 113.535 | 0.000 | 0.000 | ||
| 11290 | 2017.10.30 06:11 | modify | 2162 | 0.10 | 113.535 | 113.785 | 0.000 | ||
| 11291 | 2017.10.30 08:00 | close | 2162 | 0.05 | 113.600 | 113.785 | 0.000 | -2.86 | 13432.47 |
| 11292 | 2017.10.30 08:00 | sell | 2163 | 0.05 | 113.535 | 113.785 | 0.000 | ||
| 11293 | 2017.10.30 10:19 | close | 2163 | 0.03 | 113.723 | 113.785 | 0.000 | -4.96 | 13427.51 |
| 11294 | 2017.10.30 10:19 | sell | 2164 | 0.02 | 113.535 | 113.785 | 0.000 | ||
| 11295 | 2017.10.30 19:03 | modify | 2164 | 0.02 | 113.535 | 113.485 | 0.000 | ||
| 11296 | 2017.10.31 06:11 | close | 2164 | 0.02 | 113.250 | 113.485 | 0.000 | 4.83 | 13432.34 |
| 11297 | 2017.10.31 09:50 | sell | 2165 | 0.10 | 112.967 | 0.000 | 0.000 | ||
| 11298 | 2017.10.31 09:50 | modify | 2165 | 0.10 | 112.967 | 113.217 | 0.000 | ||
| 11299 | 2017.10.31 10:51 | close | 2165 | 0.05 | 113.170 | 113.217 | 0.000 | -8.97 | 13423.37 |
| 11300 | 2017.10.31 10:51 | sell | 2166 | 0.05 | 112.967 | 113.217 | 0.000 | ||
| 11301 | 2017.10.31 11:52 | close | 2166 | 0.03 | 113.168 | 113.217 | 0.000 | -5.33 | 13418.04 |
| 11302 | 2017.10.31 11:52 | sell | 2167 | 0.02 | 112.967 | 113.217 | 0.000 | ||
| 11303 | 2017.10.31 12:04 | s/l | 2167 | 0.02 | 113.217 | 113.217 | 0.000 | -4.41 | 13413.63 |
| 11304 | 2017.11.01 03:53 | buy | 2168 | 0.10 | 113.846 | 0.000 | 0.000 | ||
| 11305 | 2017.11.01 03:53 | modify | 2168 | 0.10 | 113.846 | 113.596 | 0.000 | ||
| 11306 | 2017.11.01 14:00 | close | 2168 | 0.05 | 113.989 | 113.596 | 0.000 | 6.27 | 13419.90 |
| 11307 | 2017.11.01 14:00 | buy | 2169 | 0.05 | 113.846 | 113.596 | 0.000 | ||
| 11308 | 2017.11.01 15:26 | modify | 2169 | 0.05 | 113.846 | 113.896 | 0.000 | ||
| 11309 | 2017.11.01 17:33 | s/l | 2169 | 0.05 | 113.896 | 113.896 | 0.000 | 2.19 | 13422.09 |
| 11310 | 2017.11.02 17:09 | sell | 2170 | 0.10 | 113.722 | 0.000 | 0.000 | ||
| 11311 | 2017.11.02 17:09 | modify | 2170 | 0.10 | 113.722 | 113.972 | 0.000 | ||
| 11312 | 2017.11.02 17:10 | close | 2170 | 0.05 | 113.620 | 113.972 | 0.000 | 4.49 | 13426.58 |
| 11313 | 2017.11.02 17:10 | sell | 2171 | 0.05 | 113.722 | 113.972 | 0.000 | ||
| 11314 | 2017.11.02 18:02 | s/l | 2171 | 0.05 | 113.972 | 113.972 | 0.000 | -10.97 | 13415.61 |
| 11315 | 2017.11.06 03:01 | buy | 2172 | 0.10 | 114.439 | 0.000 | 0.000 | ||
| 11316 | 2017.11.06 03:01 | modify | 2172 | 0.10 | 114.439 | 114.189 | 0.000 | ||
| 11317 | 2017.11.06 03:03 | close | 2172 | 0.05 | 114.563 | 114.189 | 0.000 | 5.41 | 13421.02 |
| 11318 | 2017.11.06 03:03 | buy | 2173 | 0.05 | 114.439 | 114.189 | 0.000 | ||
| 11319 | 2017.11.06 10:54 | s/l | 2173 | 0.05 | 114.189 | 114.189 | 0.000 | -10.95 | 13410.07 |
| 11320 | 2017.11.08 01:45 | sell | 2174 | 0.10 | 113.680 | 0.000 | 0.000 | ||
| 11321 | 2017.11.08 01:45 | modify | 2174 | 0.10 | 113.680 | 113.930 | 0.000 | ||
| 11322 | 2017.11.08 03:00 | close | 2174 | 0.05 | 113.767 | 113.930 | 0.000 | -3.82 | 13406.25 |
| 11323 | 2017.11.08 03:00 | sell | 2175 | 0.05 | 113.680 | 113.930 | 0.000 | ||
| 11324 | 2017.11.08 08:32 | close | 2175 | 0.03 | 113.912 | 113.930 | 0.000 | -6.11 | 13400.14 |
| 11325 | 2017.11.08 08:32 | sell | 2176 | 0.02 | 113.680 | 113.930 | 0.000 | ||
| 11326 | 2017.11.08 23:22 | close | 2176 | 0.02 | 113.897 | 113.930 | 0.000 | -3.81 | 13396.33 |
| 11327 | 2017.11.09 20:07 | sell | 2177 | 0.10 | 113.098 | 0.000 | 0.000 | ||
| 11328 | 2017.11.09 20:07 | modify | 2177 | 0.10 | 113.098 | 113.348 | 0.000 | ||
| 11329 | 2017.11.09 21:00 | close | 2177 | 0.05 | 113.184 | 113.348 | 0.000 | -3.80 | 13392.53 |
| 11330 | 2017.11.09 21:00 | sell | 2178 | 0.05 | 113.098 | 113.348 | 0.000 | ||
| 11331 | 2017.11.09 22:54 | s/l | 2178 | 0.05 | 113.348 | 113.348 | 0.000 | -11.03 | 13381.50 |
| 11332 | 2017.11.14 09:43 | buy | 2179 | 0.10 | 113.726 | 0.000 | 0.000 | ||
| 11333 | 2017.11.14 09:43 | modify | 2179 | 0.10 | 113.726 | 113.476 | 0.000 | ||
| 11334 | 2017.11.14 10:08 | close | 2179 | 0.05 | 113.827 | 113.476 | 0.000 | 4.44 | 13385.94 |
| 11335 | 2017.11.14 10:08 | buy | 2180 | 0.05 | 113.726 | 113.476 | 0.000 | ||
| 11336 | 2017.11.14 13:23 | close | 2180 | 0.03 | 113.605 | 113.476 | 0.000 | -3.20 | 13382.74 |
| 11337 | 2017.11.14 13:23 | buy | 2181 | 0.02 | 113.726 | 113.476 | 0.000 | ||
| 11338 | 2017.11.14 14:49 | close | 2181 | 0.02 | 113.539 | 113.476 | 0.000 | -3.29 | 13379.45 |
| 11339 | 2017.11.15 03:19 | sell | 2182 | 0.10 | 113.297 | 0.000 | 0.000 | ||
| 11340 | 2017.11.15 03:19 | modify | 2182 | 0.10 | 113.297 | 113.547 | 0.000 | ||
| 11341 | 2017.11.15 03:32 | close | 2182 | 0.05 | 113.195 | 113.547 | 0.000 | 4.51 | 13383.96 |
| 11342 | 2017.11.15 03:32 | sell | 2183 | 0.05 | 113.297 | 113.547 | 0.000 | ||
| 11343 | 2017.11.15 09:24 | modify | 2183 | 0.05 | 113.297 | 113.247 | 0.000 | ||
| 11344 | 2017.11.15 11:37 | modify | 2183 | 0.05 | 113.297 | 113.146 | 0.000 | ||
| 11345 | 2017.11.15 11:42 | modify | 2183 | 0.05 | 113.297 | 113.135 | 0.000 | ||
| 11346 | 2017.11.15 11:42 | modify | 2183 | 0.05 | 113.297 | 113.124 | 0.000 | ||
| 11347 | 2017.11.15 11:43 | modify | 2183 | 0.05 | 113.297 | 113.113 | 0.000 | ||
| 11348 | 2017.11.15 11:44 | modify | 2183 | 0.05 | 113.297 | 113.102 | 0.000 | ||
| 11349 | 2017.11.15 15:33 | modify | 2183 | 0.05 | 113.297 | 113.090 | 0.000 | ||
| 11350 | 2017.11.15 15:33 | modify | 2183 | 0.05 | 113.297 | 113.079 | 0.000 | ||
| 11351 | 2017.11.15 15:33 | modify | 2183 | 0.05 | 113.297 | 113.068 | 0.000 | ||
| 11352 | 2017.11.15 15:33 | modify | 2183 | 0.05 | 113.297 | 113.056 | 0.000 | ||
| 11353 | 2017.11.15 15:33 | modify | 2183 | 0.05 | 113.297 | 113.044 | 0.000 | ||
| 11354 | 2017.11.15 15:33 | modify | 2183 | 0.05 | 113.297 | 113.032 | 0.000 | ||
| 11355 | 2017.11.15 15:37 | modify | 2183 | 0.05 | 113.297 | 113.021 | 0.000 | ||
| 11356 | 2017.11.15 15:37 | modify | 2183 | 0.05 | 113.297 | 113.010 | 0.000 | ||
| 11357 | 2017.11.15 15:38 | modify | 2183 | 0.05 | 113.297 | 112.999 | 0.000 | ||
| 11358 | 2017.11.15 15:38 | modify | 2183 | 0.05 | 113.297 | 112.988 | 0.000 | ||
| 11359 | 2017.11.15 15:38 | modify | 2183 | 0.05 | 113.297 | 112.977 | 0.000 | ||
| 11360 | 2017.11.15 15:38 | modify | 2183 | 0.05 | 113.297 | 112.966 | 0.000 | ||
| 11361 | 2017.11.15 15:38 | modify | 2183 | 0.05 | 113.297 | 112.955 | 0.000 | ||
| 11362 | 2017.11.15 15:38 | modify | 2183 | 0.05 | 113.297 | 112.943 | 0.000 | ||
| 11363 | 2017.11.15 15:38 | modify | 2183 | 0.05 | 113.297 | 112.932 | 0.000 | ||
| 11364 | 2017.11.15 17:08 | s/l | 2183 | 0.05 | 112.932 | 112.932 | 0.000 | 16.16 | 13400.12 |
| 11365 | 2017.11.16 12:18 | buy | 2184 | 0.10 | 113.317 | 0.000 | 0.000 | ||
| 11366 | 2017.11.16 12:18 | modify | 2184 | 0.10 | 113.317 | 113.067 | 0.000 | ||
| 11367 | 2017.11.16 13:00 | close | 2184 | 0.05 | 113.224 | 113.067 | 0.000 | -4.11 | 13396.01 |
| 11368 | 2017.11.16 13:00 | buy | 2185 | 0.05 | 113.317 | 113.067 | 0.000 | ||
| 11369 | 2017.11.16 15:15 | s/l | 2185 | 0.05 | 113.067 | 113.067 | 0.000 | -11.06 | 13384.95 |
| 11370 | 2017.11.17 03:30 | sell | 2186 | 0.10 | 112.716 | 0.000 | 0.000 | ||
| 11371 | 2017.11.17 03:30 | modify | 2186 | 0.10 | 112.716 | 112.966 | 0.000 | ||
| 11372 | 2017.11.17 03:39 | close | 2186 | 0.05 | 112.615 | 112.966 | 0.000 | 4.48 | 13389.43 |
| 11373 | 2017.11.17 03:39 | sell | 2187 | 0.05 | 112.716 | 112.966 | 0.000 | ||
| 11374 | 2017.11.17 08:00 | close | 2187 | 0.05 | 112.586 | 112.966 | 0.000 | 5.77 | 13395.20 |
| 11375 | 2017.11.22 06:28 | sell | 2188 | 0.10 | 112.164 | 0.000 | 0.000 | ||
| 11376 | 2017.11.22 06:28 | modify | 2188 | 0.10 | 112.164 | 112.414 | 0.000 | ||
| 11377 | 2017.11.22 15:00 | close | 2188 | 0.05 | 112.076 | 112.414 | 0.000 | 3.93 | 13399.13 |
| 11378 | 2017.11.22 15:00 | sell | 2189 | 0.05 | 112.164 | 112.414 | 0.000 | ||
| 11379 | 2017.11.22 16:32 | modify | 2189 | 0.05 | 112.164 | 112.114 | 0.000 | ||
| 11380 | 2017.11.22 18:16 | modify | 2189 | 0.05 | 112.164 | 112.013 | 0.000 | ||
| 11381 | 2017.11.22 18:19 | modify | 2189 | 0.05 | 112.164 | 112.002 | 0.000 | ||
| 11382 | 2017.11.22 18:20 | modify | 2189 | 0.05 | 112.164 | 111.990 | 0.000 | ||
| 11383 | 2017.11.22 18:20 | modify | 2189 | 0.05 | 112.164 | 111.978 | 0.000 | ||
| 11384 | 2017.11.22 18:22 | modify | 2189 | 0.05 | 112.164 | 111.967 | 0.000 | ||
| 11385 | 2017.11.22 18:27 | modify | 2189 | 0.05 | 112.164 | 111.956 | 0.000 | ||
| 11386 | 2017.11.22 20:59 | modify | 2189 | 0.05 | 112.164 | 111.944 | 0.000 | ||
| 11387 | 2017.11.22 20:59 | modify | 2189 | 0.05 | 112.164 | 111.933 | 0.000 | ||
| 11388 | 2017.11.22 21:00 | modify | 2189 | 0.05 | 112.164 | 111.923 | 0.000 | ||
| 11389 | 2017.11.22 21:00 | modify | 2189 | 0.05 | 112.164 | 111.911 | 0.000 | ||
| 11390 | 2017.11.22 21:00 | modify | 2189 | 0.05 | 112.164 | 111.898 | 0.000 | ||
| 11391 | 2017.11.22 21:00 | modify | 2189 | 0.05 | 112.164 | 111.887 | 0.000 | ||
| 11392 | 2017.11.22 21:01 | modify | 2189 | 0.05 | 112.164 | 111.876 | 0.000 | ||
| 11393 | 2017.11.22 21:01 | modify | 2189 | 0.05 | 112.164 | 111.864 | 0.000 | ||
| 11394 | 2017.11.22 21:01 | modify | 2189 | 0.05 | 112.164 | 111.853 | 0.000 | ||
| 11395 | 2017.11.22 21:08 | modify | 2189 | 0.05 | 112.164 | 111.842 | 0.000 | ||
| 11396 | 2017.11.22 21:08 | modify | 2189 | 0.05 | 112.164 | 111.830 | 0.000 | ||
| 11397 | 2017.11.22 21:08 | modify | 2189 | 0.05 | 112.164 | 111.818 | 0.000 | ||
| 11398 | 2017.11.22 21:08 | modify | 2189 | 0.05 | 112.164 | 111.806 | 0.000 | ||
| 11399 | 2017.11.22 21:09 | modify | 2189 | 0.05 | 112.164 | 111.795 | 0.000 | ||
| 11400 | 2017.11.22 21:09 | modify | 2189 | 0.05 | 112.164 | 111.784 | 0.000 | ||