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 |
| 11401 | 2017.11.22 21:09 | modify | 2189 | 0.05 | 112.164 | 111.774 | 0.000 | ||
| 11402 | 2017.11.22 21:09 | modify | 2189 | 0.05 | 112.164 | 111.763 | 0.000 | ||
| 11403 | 2017.11.22 21:09 | modify | 2189 | 0.05 | 112.164 | 111.752 | 0.000 | ||
| 11404 | 2017.11.22 21:22 | modify | 2189 | 0.05 | 112.164 | 111.741 | 0.000 | ||
| 11405 | 2017.11.22 21:22 | modify | 2189 | 0.05 | 112.164 | 111.730 | 0.000 | ||
| 11406 | 2017.11.22 21:23 | modify | 2189 | 0.05 | 112.164 | 111.719 | 0.000 | ||
| 11407 | 2017.11.22 21:24 | modify | 2189 | 0.05 | 112.164 | 111.708 | 0.000 | ||
| 11408 | 2017.11.22 21:27 | modify | 2189 | 0.05 | 112.164 | 111.697 | 0.000 | ||
| 11409 | 2017.11.22 21:27 | modify | 2189 | 0.05 | 112.164 | 111.686 | 0.000 | ||
| 11410 | 2017.11.22 21:27 | modify | 2189 | 0.05 | 112.164 | 111.676 | 0.000 | ||
| 11411 | 2017.11.22 21:27 | modify | 2189 | 0.05 | 112.164 | 111.665 | 0.000 | ||
| 11412 | 2017.11.22 21:28 | modify | 2189 | 0.05 | 112.164 | 111.655 | 0.000 | ||
| 11413 | 2017.11.22 21:30 | modify | 2189 | 0.05 | 112.164 | 111.644 | 0.000 | ||
| 11414 | 2017.11.22 21:30 | modify | 2189 | 0.05 | 112.164 | 111.633 | 0.000 | ||
| 11415 | 2017.11.22 21:30 | modify | 2189 | 0.05 | 112.164 | 111.622 | 0.000 | ||
| 11416 | 2017.11.22 21:30 | modify | 2189 | 0.05 | 112.164 | 111.611 | 0.000 | ||
| 11417 | 2017.11.22 21:30 | modify | 2189 | 0.05 | 112.164 | 111.600 | 0.000 | ||
| 11418 | 2017.11.23 02:46 | modify | 2189 | 0.05 | 112.164 | 111.589 | 0.000 | ||
| 11419 | 2017.11.23 02:46 | modify | 2189 | 0.05 | 112.164 | 111.577 | 0.000 | ||
| 11420 | 2017.11.23 02:46 | modify | 2189 | 0.05 | 112.164 | 111.566 | 0.000 | ||
| 11421 | 2017.11.23 02:47 | modify | 2189 | 0.05 | 112.164 | 111.555 | 0.000 | ||
| 11422 | 2017.11.23 02:48 | modify | 2189 | 0.05 | 112.164 | 111.545 | 0.000 | ||
| 11423 | 2017.11.23 02:48 | modify | 2189 | 0.05 | 112.164 | 111.534 | 0.000 | ||
| 11424 | 2017.11.23 02:49 | modify | 2189 | 0.05 | 112.164 | 111.523 | 0.000 | ||
| 11425 | 2017.11.23 11:10 | close | 2189 | 0.03 | 111.292 | 111.523 | 0.000 | 22.62 | 13421.74 |
| 11426 | 2017.11.23 11:10 | sell | 2190 | 0.02 | 112.164 | 111.523 | 0.000 | ||
| 11427 | 2017.11.23 15:44 | close | 2190 | 0.02 | 111.296 | 111.523 | 0.000 | 15.00 | 13436.75 |
| 11428 | 2017.11.24 05:50 | buy | 2191 | 0.10 | 111.437 | 0.000 | 0.000 | ||
| 11429 | 2017.11.24 05:50 | modify | 2191 | 0.10 | 111.437 | 111.187 | 0.000 | ||
| 11430 | 2017.11.24 08:00 | close | 2191 | 0.10 | 111.485 | 111.187 | 0.000 | 4.31 | 13441.06 |
| 11431 | 2017.11.27 10:10 | sell | 2192 | 0.10 | 111.225 | 0.000 | 0.000 | ||
| 11432 | 2017.11.27 10:10 | modify | 2192 | 0.10 | 111.225 | 111.475 | 0.000 | ||
| 11433 | 2017.11.27 12:00 | close | 2192 | 0.05 | 111.262 | 111.475 | 0.000 | -1.66 | 13439.40 |
| 11434 | 2017.11.27 12:00 | sell | 2193 | 0.05 | 111.225 | 111.475 | 0.000 | ||
| 11435 | 2017.11.27 18:37 | modify | 2193 | 0.05 | 111.225 | 111.175 | 0.000 | ||
| 11436 | 2017.11.28 00:00 | s/l | 2193 | 0.05 | 111.175 | 111.175 | 0.000 | 1.74 | 13441.14 |
| 11437 | 2017.11.28 16:44 | buy | 2194 | 0.10 | 111.385 | 0.000 | 0.000 | ||
| 11438 | 2017.11.28 16:44 | modify | 2194 | 0.10 | 111.385 | 111.135 | 0.000 | ||
| 11439 | 2017.11.28 17:42 | close | 2194 | 0.05 | 111.191 | 111.135 | 0.000 | -8.72 | 13432.42 |
| 11440 | 2017.11.28 17:42 | buy | 2195 | 0.05 | 111.385 | 111.135 | 0.000 | ||
| 11441 | 2017.11.28 18:31 | close | 2195 | 0.03 | 111.194 | 111.135 | 0.000 | -5.15 | 13427.27 |
| 11442 | 2017.11.28 18:31 | buy | 2196 | 0.02 | 111.385 | 111.135 | 0.000 | ||
| 11443 | 2017.11.28 18:41 | s/l | 2196 | 0.02 | 111.135 | 111.135 | 0.000 | -4.50 | 13422.77 |
| 11444 | 2017.11.28 21:45 | buy | 2197 | 0.10 | 111.474 | 0.000 | 0.000 | ||
| 11445 | 2017.11.28 21:45 | modify | 2197 | 0.10 | 111.474 | 111.224 | 0.000 | ||
| 11446 | 2017.11.28 21:51 | close | 2197 | 0.05 | 111.575 | 111.224 | 0.000 | 4.53 | 13427.30 |
| 11447 | 2017.11.28 21:51 | buy | 2198 | 0.05 | 111.474 | 111.224 | 0.000 | ||
| 11448 | 2017.11.29 10:44 | close | 2198 | 0.05 | 111.369 | 111.224 | 0.000 | -4.46 | 13422.84 |
| 11449 | 2017.11.29 14:46 | buy | 2199 | 0.10 | 111.668 | 0.000 | 0.000 | ||
| 11450 | 2017.11.29 14:46 | modify | 2199 | 0.10 | 111.668 | 111.418 | 0.000 | ||
| 11451 | 2017.11.29 15:00 | close | 2199 | 0.05 | 111.616 | 111.418 | 0.000 | -2.33 | 13420.51 |
| 11452 | 2017.11.29 15:00 | buy | 2200 | 0.05 | 111.668 | 111.418 | 0.000 | ||
| 11453 | 2017.11.29 15:30 | modify | 2200 | 0.05 | 111.668 | 111.718 | 0.000 | ||
| 11454 | 2017.11.29 18:47 | s/l | 2200 | 0.05 | 111.718 | 111.718 | 0.000 | 2.24 | 13422.75 |
| 11455 | 2017.11.30 08:09 | buy | 2201 | 0.10 | 112.155 | 0.000 | 0.000 | ||
| 11456 | 2017.11.30 08:09 | modify | 2201 | 0.10 | 112.155 | 111.905 | 0.000 | ||
| 11457 | 2017.11.30 16:00 | close | 2201 | 0.05 | 112.258 | 111.905 | 0.000 | 4.59 | 13427.34 |
| 11458 | 2017.11.30 16:00 | buy | 2202 | 0.05 | 112.155 | 111.905 | 0.000 | ||
| 11459 | 2017.11.30 16:37 | close | 2202 | 0.03 | 112.041 | 111.905 | 0.000 | -3.05 | 13424.29 |
| 11460 | 2017.11.30 16:37 | buy | 2203 | 0.02 | 112.155 | 111.905 | 0.000 | ||
| 11461 | 2017.11.30 17:03 | s/l | 2203 | 0.02 | 111.905 | 111.905 | 0.000 | -4.47 | 13419.82 |
| 11462 | 2017.12.04 16:38 | buy | 2204 | 0.10 | 113.070 | 0.000 | 0.000 | ||
| 11463 | 2017.12.04 16:38 | modify | 2204 | 0.10 | 113.070 | 112.820 | 0.000 | ||
| 11464 | 2017.12.04 17:00 | close | 2204 | 0.05 | 112.937 | 112.820 | 0.000 | -5.89 | 13413.93 |
| 11465 | 2017.12.04 17:00 | buy | 2205 | 0.05 | 113.070 | 112.820 | 0.000 | ||
| 11466 | 2017.12.04 17:12 | s/l | 2205 | 0.05 | 112.820 | 112.820 | 0.000 | -11.08 | 13402.85 |
| 11467 | 2017.12.06 04:36 | sell | 2206 | 0.10 | 112.335 | 0.000 | 0.000 | ||
| 11468 | 2017.12.06 04:36 | modify | 2206 | 0.10 | 112.335 | 112.585 | 0.000 | ||
| 11469 | 2017.12.06 13:00 | close | 2206 | 0.05 | 112.160 | 112.585 | 0.000 | 7.80 | 13410.65 |
| 11470 | 2017.12.06 13:00 | sell | 2207 | 0.05 | 112.335 | 112.585 | 0.000 | ||
| 11471 | 2017.12.06 16:03 | close | 2207 | 0.05 | 112.281 | 112.585 | 0.000 | 2.40 | 13413.05 |
| 11472 | 2017.12.07 08:40 | buy | 2208 | 0.10 | 112.586 | 0.000 | 0.000 | ||
| 11473 | 2017.12.07 08:40 | modify | 2208 | 0.10 | 112.586 | 112.336 | 0.000 | ||
| 11474 | 2017.12.07 10:00 | close | 2208 | 0.05 | 112.536 | 112.336 | 0.000 | -2.22 | 13410.83 |
| 11475 | 2017.12.07 10:00 | buy | 2209 | 0.05 | 112.586 | 112.336 | 0.000 | ||
| 11476 | 2017.12.07 21:04 | modify | 2209 | 0.05 | 112.586 | 112.636 | 0.000 | ||
| 11477 | 2017.12.08 08:00 | close | 2209 | 0.05 | 113.377 | 112.636 | 0.000 | 35.13 | 13445.96 |
| 11478 | 2017.12.11 03:18 | buy | 2210 | 0.10 | 113.672 | 0.000 | 0.000 | ||
| 11479 | 2017.12.11 03:18 | modify | 2210 | 0.10 | 113.672 | 113.422 | 0.000 | ||
| 11480 | 2017.12.11 08:16 | close | 2210 | 0.05 | 113.487 | 113.422 | 0.000 | -8.15 | 13437.81 |
| 11481 | 2017.12.11 08:16 | buy | 2211 | 0.05 | 113.672 | 113.422 | 0.000 | ||
| 11482 | 2017.12.11 09:04 | s/l | 2211 | 0.05 | 113.422 | 113.422 | 0.000 | -11.02 | 13426.79 |
| 11483 | 2017.12.12 16:24 | buy | 2212 | 0.10 | 113.579 | 0.000 | 0.000 | ||
| 11484 | 2017.12.12 16:24 | modify | 2212 | 0.10 | 113.579 | 113.329 | 0.000 | ||
| 11485 | 2017.12.12 17:34 | close | 2212 | 0.05 | 113.680 | 113.329 | 0.000 | 4.44 | 13431.23 |
| 11486 | 2017.12.12 17:34 | buy | 2213 | 0.05 | 113.579 | 113.329 | 0.000 | ||
| 11487 | 2017.12.12 19:28 | close | 2213 | 0.03 | 113.405 | 113.329 | 0.000 | -4.60 | 13426.63 |
| 11488 | 2017.12.12 19:28 | buy | 2214 | 0.02 | 113.579 | 113.329 | 0.000 | ||
| 11489 | 2017.12.13 03:02 | close | 2214 | 0.02 | 113.413 | 113.329 | 0.000 | -2.83 | 13423.80 |
| 11490 | 2017.12.13 05:21 | sell | 2215 | 0.10 | 113.357 | 0.000 | 0.000 | ||
| 11491 | 2017.12.13 05:21 | modify | 2215 | 0.10 | 113.357 | 113.607 | 0.000 | ||
| 11492 | 2017.12.13 05:24 | close | 2215 | 0.05 | 113.255 | 113.607 | 0.000 | 4.50 | 13428.30 |
| 11493 | 2017.12.13 05:24 | sell | 2216 | 0.05 | 113.357 | 113.607 | 0.000 | ||
| 11494 | 2017.12.13 15:32 | modify | 2216 | 0.05 | 113.357 | 113.307 | 0.000 | ||
| 11495 | 2017.12.13 21:00 | modify | 2216 | 0.05 | 113.357 | 113.206 | 0.000 | ||
| 11496 | 2017.12.13 21:00 | modify | 2216 | 0.05 | 113.357 | 113.194 | 0.000 | ||
| 11497 | 2017.12.13 21:00 | modify | 2216 | 0.05 | 113.357 | 113.183 | 0.000 | ||
| 11498 | 2017.12.13 21:00 | modify | 2216 | 0.05 | 113.357 | 113.173 | 0.000 | ||
| 11499 | 2017.12.13 21:00 | modify | 2216 | 0.05 | 113.357 | 113.158 | 0.000 | ||
| 11500 | 2017.12.13 21:00 | modify | 2216 | 0.05 | 113.357 | 113.143 | 0.000 | ||
| 11501 | 2017.12.13 21:00 | modify | 2216 | 0.05 | 113.357 | 113.128 | 0.000 | ||
| 11502 | 2017.12.13 21:00 | modify | 2216 | 0.05 | 113.357 | 113.113 | 0.000 | ||
| 11503 | 2017.12.13 21:00 | modify | 2216 | 0.05 | 113.357 | 113.098 | 0.000 | ||
| 11504 | 2017.12.13 21:03 | s/l | 2216 | 0.05 | 113.098 | 113.098 | 0.000 | 11.45 | 13439.75 |
| 11505 | 2017.12.14 19:32 | sell | 2217 | 0.10 | 112.450 | 0.000 | 0.000 | ||
| 11506 | 2017.12.14 19:32 | modify | 2217 | 0.10 | 112.450 | 112.700 | 0.000 | ||
| 11507 | 2017.12.14 19:58 | close | 2217 | 0.05 | 112.349 | 112.700 | 0.000 | 4.49 | 13444.24 |
| 11508 | 2017.12.14 19:58 | sell | 2218 | 0.05 | 112.450 | 112.700 | 0.000 | ||
| 11509 | 2017.12.14 20:16 | modify | 2218 | 0.05 | 112.450 | 112.400 | 0.000 | ||
| 11510 | 2017.12.14 23:52 | s/l | 2218 | 0.05 | 112.400 | 112.400 | 0.000 | 2.22 | 13446.46 |
| 11511 | 2017.12.19 15:30 | buy | 2219 | 0.10 | 112.744 | 0.000 | 0.000 | ||
| 11512 | 2017.12.19 15:30 | modify | 2219 | 0.10 | 112.744 | 112.494 | 0.000 | ||
| 11513 | 2017.12.19 17:25 | close | 2219 | 0.05 | 112.932 | 112.494 | 0.000 | 8.32 | 13454.78 |
| 11514 | 2017.12.19 17:25 | buy | 2220 | 0.05 | 112.744 | 112.494 | 0.000 | ||
| 11515 | 2017.12.20 09:50 | modify | 2220 | 0.05 | 112.744 | 112.794 | 0.000 | ||
| 11516 | 2017.12.20 18:05 | modify | 2220 | 0.05 | 112.744 | 112.895 | 0.000 | ||
| 11517 | 2017.12.20 21:08 | modify | 2220 | 0.05 | 112.744 | 112.905 | 0.000 | ||
| 11518 | 2017.12.20 21:08 | modify | 2220 | 0.05 | 112.744 | 112.917 | 0.000 | ||
| 11519 | 2017.12.20 21:08 | modify | 2220 | 0.05 | 112.744 | 112.928 | 0.000 | ||
| 11520 | 2017.12.20 21:22 | modify | 2220 | 0.05 | 112.744 | 112.938 | 0.000 | ||
| 11521 | 2017.12.20 21:22 | modify | 2220 | 0.05 | 112.744 | 112.949 | 0.000 | ||
| 11522 | 2017.12.20 21:56 | modify | 2220 | 0.05 | 112.744 | 112.959 | 0.000 | ||
| 11523 | 2017.12.20 22:00 | modify | 2220 | 0.05 | 112.744 | 112.970 | 0.000 | ||
| 11524 | 2017.12.20 22:11 | modify | 2220 | 0.05 | 112.744 | 112.980 | 0.000 | ||
| 11525 | 2017.12.20 22:14 | modify | 2220 | 0.05 | 112.744 | 112.991 | 0.000 | ||
| 11526 | 2017.12.20 22:18 | modify | 2220 | 0.05 | 112.744 | 113.001 | 0.000 | ||
| 11527 | 2017.12.21 09:07 | modify | 2220 | 0.05 | 112.744 | 113.012 | 0.000 | ||
| 11528 | 2017.12.21 09:07 | modify | 2220 | 0.05 | 112.744 | 113.023 | 0.000 | ||
| 11529 | 2017.12.21 09:07 | modify | 2220 | 0.05 | 112.744 | 113.033 | 0.000 | ||
| 11530 | 2017.12.21 09:07 | modify | 2220 | 0.05 | 112.744 | 113.045 | 0.000 | ||
| 11531 | 2017.12.21 09:17 | modify | 2220 | 0.05 | 112.744 | 113.056 | 0.000 | ||
| 11532 | 2017.12.21 09:29 | modify | 2220 | 0.05 | 112.744 | 113.066 | 0.000 | ||
| 11533 | 2017.12.21 09:32 | modify | 2220 | 0.05 | 112.744 | 113.077 | 0.000 | ||
| 11534 | 2017.12.21 09:35 | modify | 2220 | 0.05 | 112.744 | 113.087 | 0.000 | ||
| 11535 | 2017.12.21 09:35 | modify | 2220 | 0.05 | 112.744 | 113.098 | 0.000 | ||
| 11536 | 2017.12.21 09:40 | modify | 2220 | 0.05 | 112.744 | 113.108 | 0.000 | ||
| 11537 | 2017.12.21 09:41 | modify | 2220 | 0.05 | 112.744 | 113.119 | 0.000 | ||
| 11538 | 2017.12.21 09:41 | modify | 2220 | 0.05 | 112.744 | 113.130 | 0.000 | ||
| 11539 | 2017.12.21 09:41 | modify | 2220 | 0.05 | 112.744 | 113.140 | 0.000 | ||
| 11540 | 2017.12.21 10:02 | modify | 2220 | 0.05 | 112.744 | 113.151 | 0.000 | ||
| 11541 | 2017.12.21 10:06 | modify | 2220 | 0.05 | 112.744 | 113.161 | 0.000 | ||
| 11542 | 2017.12.21 10:06 | modify | 2220 | 0.05 | 112.744 | 113.172 | 0.000 | ||
| 11543 | 2017.12.21 18:18 | close | 2220 | 0.03 | 113.396 | 113.172 | 0.000 | 17.85 | 13472.63 |
| 11544 | 2017.12.21 18:18 | buy | 2221 | 0.02 | 112.744 | 113.172 | 0.000 | ||
| 11545 | 2017.12.21 21:41 | close | 2221 | 0.02 | 113.364 | 113.172 | 0.000 | 11.34 | 13483.98 |
| 11546 | 2017.12.26 17:55 | sell | 2222 | 0.10 | 113.206 | 0.000 | 0.000 | ||
| 11547 | 2017.12.26 17:55 | modify | 2222 | 0.10 | 113.206 | 113.456 | 0.000 | ||
| 11548 | 2017.12.26 23:00 | close | 2222 | 0.05 | 113.175 | 113.456 | 0.000 | 1.37 | 13485.35 |
| 11549 | 2017.12.26 23:00 | sell | 2223 | 0.05 | 113.206 | 113.456 | 0.000 | ||
| 11550 | 2017.12.27 02:50 | close | 2223 | 0.03 | 113.264 | 113.456 | 0.000 | -1.84 | 13483.51 |