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 |
| 11551 | 2017.12.27 02:50 | sell | 2224 | 0.02 | 113.206 | 113.456 | 0.000 | ||
| 11552 | 2017.12.27 02:54 | close | 2224 | 0.02 | 113.307 | 113.456 | 0.000 | -1.98 | 13481.53 |
| 11553 | 2017.12.27 12:15 | buy | 2225 | 0.10 | 113.362 | 0.000 | 0.000 | ||
| 11554 | 2017.12.27 12:15 | modify | 2225 | 0.10 | 113.362 | 113.112 | 0.000 | ||
| 11555 | 2017.12.27 14:37 | close | 2225 | 0.05 | 113.178 | 113.112 | 0.000 | -8.13 | 13473.40 |
| 11556 | 2017.12.27 14:37 | buy | 2226 | 0.05 | 113.362 | 113.112 | 0.000 | ||
| 11557 | 2017.12.28 00:00 | close | 2226 | 0.05 | 113.161 | 113.112 | 0.000 | -8.13 | 13465.27 |
| 11558 | 2017.12.28 06:21 | sell | 2227 | 0.10 | 113.104 | 0.000 | 0.000 | ||
| 11559 | 2017.12.28 06:21 | modify | 2227 | 0.10 | 113.104 | 113.354 | 0.000 | ||
| 11560 | 2017.12.28 06:53 | close | 2227 | 0.05 | 113.002 | 113.354 | 0.000 | 4.51 | 13469.78 |
| 11561 | 2017.12.28 06:53 | sell | 2228 | 0.05 | 113.104 | 113.354 | 0.000 | ||
| 11562 | 2017.12.28 09:06 | modify | 2228 | 0.05 | 113.104 | 113.054 | 0.000 | ||
| 11563 | 2017.12.29 00:04 | close | 2228 | 0.03 | 112.878 | 113.054 | 0.000 | 5.71 | 13475.49 |
| 11564 | 2017.12.29 00:04 | sell | 2229 | 0.02 | 113.104 | 113.054 | 0.000 | ||
| 11565 | 2017.12.29 00:26 | close | 2229 | 0.02 | 112.898 | 113.054 | 0.000 | 3.45 | 13478.94 |
| 11566 | 2018.01.02 10:30 | sell | 2230 | 0.10 | 112.461 | 0.000 | 0.000 | ||
| 11567 | 2018.01.02 10:30 | modify | 2230 | 0.10 | 112.461 | 112.711 | 0.000 | ||
| 11568 | 2018.01.02 11:36 | close | 2230 | 0.05 | 112.346 | 112.711 | 0.000 | 5.12 | 13484.06 |
| 11569 | 2018.01.02 11:36 | sell | 2231 | 0.05 | 112.461 | 112.711 | 0.000 | ||
| 11570 | 2018.01.02 15:39 | modify | 2231 | 0.05 | 112.461 | 112.411 | 0.000 | ||
| 11571 | 2018.01.03 00:10 | close | 2231 | 0.05 | 112.347 | 112.411 | 0.000 | 4.57 | 13488.64 |
| 11572 | 2018.01.03 17:22 | buy | 2232 | 0.10 | 112.402 | 0.000 | 0.000 | ||
| 11573 | 2018.01.03 17:22 | modify | 2232 | 0.10 | 112.402 | 112.152 | 0.000 | ||
| 11574 | 2018.01.03 21:08 | close | 2232 | 0.05 | 112.503 | 112.152 | 0.000 | 4.49 | 13493.13 |
| 11575 | 2018.01.03 21:08 | buy | 2233 | 0.05 | 112.402 | 112.152 | 0.000 | ||
| 11576 | 2018.01.04 03:40 | modify | 2233 | 0.05 | 112.402 | 112.452 | 0.000 | ||
| 11577 | 2018.01.05 04:03 | close | 2233 | 0.05 | 112.719 | 112.452 | 0.000 | 15.06 | 13508.19 |
| 11578 | 2018.01.05 06:34 | buy | 2234 | 0.10 | 112.865 | 0.000 | 0.000 | ||
| 11579 | 2018.01.05 06:34 | modify | 2234 | 0.10 | 112.865 | 112.615 | 0.000 | ||
| 11580 | 2018.01.05 07:35 | close | 2234 | 0.05 | 112.966 | 112.615 | 0.000 | 4.47 | 13512.66 |
| 11581 | 2018.01.05 07:35 | buy | 2235 | 0.05 | 112.865 | 112.615 | 0.000 | ||
| 11582 | 2018.01.05 08:00 | close | 2235 | 0.05 | 112.986 | 112.615 | 0.000 | 5.35 | 13518.01 |
| 11583 | 2018.01.08 09:46 | buy | 2236 | 0.10 | 113.302 | 0.000 | 0.000 | ||
| 11584 | 2018.01.08 09:46 | modify | 2236 | 0.10 | 113.302 | 113.052 | 0.000 | ||
| 11585 | 2018.01.08 14:03 | s/l | 2236 | 0.10 | 113.052 | 113.052 | 0.000 | -22.11 | 13495.90 |
| 11586 | 2018.01.08 14:36 | sell | 2237 | 0.10 | 113.007 | 0.000 | 0.000 | ||
| 11587 | 2018.01.08 14:36 | modify | 2237 | 0.10 | 113.007 | 113.257 | 0.000 | ||
| 11588 | 2018.01.08 15:31 | close | 2237 | 0.05 | 112.888 | 113.257 | 0.000 | 5.27 | 13501.17 |
| 11589 | 2018.01.08 15:31 | sell | 2238 | 0.05 | 113.007 | 113.257 | 0.000 | ||
| 11590 | 2018.01.09 03:44 | modify | 2238 | 0.05 | 113.007 | 112.957 | 0.000 | ||
| 11591 | 2018.01.09 10:40 | s/l | 2238 | 0.05 | 112.957 | 112.957 | 0.000 | 1.71 | 13502.88 |
| 11592 | 2018.01.09 17:38 | sell | 2239 | 0.10 | 112.481 | 0.000 | 0.000 | ||
| 11593 | 2018.01.09 17:38 | modify | 2239 | 0.10 | 112.481 | 112.731 | 0.000 | ||
| 11594 | 2018.01.10 01:27 | s/l | 2239 | 0.10 | 112.731 | 112.731 | 0.000 | -23.17 | 13479.71 |
| 11595 | 2018.01.10 03:03 | sell | 2240 | 0.10 | 112.323 | 0.000 | 0.000 | ||
| 11596 | 2018.01.10 03:03 | modify | 2240 | 0.10 | 112.323 | 112.573 | 0.000 | ||
| 11597 | 2018.01.10 03:58 | close | 2240 | 0.05 | 112.222 | 112.573 | 0.000 | 4.50 | 13484.21 |
| 11598 | 2018.01.10 03:58 | sell | 2241 | 0.05 | 112.323 | 112.573 | 0.000 | ||
| 11599 | 2018.01.10 09:11 | modify | 2241 | 0.05 | 112.323 | 112.273 | 0.000 | ||
| 11600 | 2018.01.10 11:06 | modify | 2241 | 0.05 | 112.323 | 112.172 | 0.000 | ||
| 11601 | 2018.01.10 12:21 | modify | 2241 | 0.05 | 112.323 | 112.161 | 0.000 | ||
| 11602 | 2018.01.10 12:21 | modify | 2241 | 0.05 | 112.323 | 112.150 | 0.000 | ||
| 11603 | 2018.01.10 12:21 | modify | 2241 | 0.05 | 112.323 | 112.139 | 0.000 | ||
| 11604 | 2018.01.10 12:21 | modify | 2241 | 0.05 | 112.323 | 112.128 | 0.000 | ||
| 11605 | 2018.01.10 12:21 | modify | 2241 | 0.05 | 112.323 | 112.117 | 0.000 | ||
| 11606 | 2018.01.10 12:34 | modify | 2241 | 0.05 | 112.323 | 112.105 | 0.000 | ||
| 11607 | 2018.01.10 12:34 | modify | 2241 | 0.05 | 112.323 | 112.094 | 0.000 | ||
| 11608 | 2018.01.10 12:34 | modify | 2241 | 0.05 | 112.323 | 112.082 | 0.000 | ||
| 11609 | 2018.01.10 12:34 | modify | 2241 | 0.05 | 112.323 | 112.071 | 0.000 | ||
| 11610 | 2018.01.10 12:34 | modify | 2241 | 0.05 | 112.323 | 112.059 | 0.000 | ||
| 11611 | 2018.01.10 12:35 | modify | 2241 | 0.05 | 112.323 | 112.048 | 0.000 | ||
| 11612 | 2018.01.10 12:35 | modify | 2241 | 0.05 | 112.323 | 112.036 | 0.000 | ||
| 11613 | 2018.01.10 12:36 | modify | 2241 | 0.05 | 112.323 | 112.025 | 0.000 | ||
| 11614 | 2018.01.10 12:37 | modify | 2241 | 0.05 | 112.323 | 112.014 | 0.000 | ||
| 11615 | 2018.01.10 12:37 | modify | 2241 | 0.05 | 112.323 | 112.002 | 0.000 | ||
| 11616 | 2018.01.10 12:37 | modify | 2241 | 0.05 | 112.323 | 111.991 | 0.000 | ||
| 11617 | 2018.01.10 12:40 | modify | 2241 | 0.05 | 112.323 | 111.980 | 0.000 | ||
| 11618 | 2018.01.10 12:40 | modify | 2241 | 0.05 | 112.323 | 111.969 | 0.000 | ||
| 11619 | 2018.01.10 12:40 | modify | 2241 | 0.05 | 112.323 | 111.957 | 0.000 | ||
| 11620 | 2018.01.10 12:40 | modify | 2241 | 0.05 | 112.323 | 111.945 | 0.000 | ||
| 11621 | 2018.01.10 12:40 | modify | 2241 | 0.05 | 112.323 | 111.933 | 0.000 | ||
| 11622 | 2018.01.10 12:40 | modify | 2241 | 0.05 | 112.323 | 111.923 | 0.000 | ||
| 11623 | 2018.01.10 12:41 | modify | 2241 | 0.05 | 112.323 | 111.912 | 0.000 | ||
| 11624 | 2018.01.10 12:43 | modify | 2241 | 0.05 | 112.323 | 111.902 | 0.000 | ||
| 11625 | 2018.01.10 12:43 | modify | 2241 | 0.05 | 112.323 | 111.891 | 0.000 | ||
| 11626 | 2018.01.10 12:43 | modify | 2241 | 0.05 | 112.323 | 111.880 | 0.000 | ||
| 11627 | 2018.01.10 12:43 | modify | 2241 | 0.05 | 112.323 | 111.869 | 0.000 | ||
| 11628 | 2018.01.10 12:44 | modify | 2241 | 0.05 | 112.323 | 111.858 | 0.000 | ||
| 11629 | 2018.01.10 12:46 | modify | 2241 | 0.05 | 112.323 | 111.846 | 0.000 | ||
| 11630 | 2018.01.10 12:46 | modify | 2241 | 0.05 | 112.323 | 111.835 | 0.000 | ||
| 11631 | 2018.01.10 12:46 | modify | 2241 | 0.05 | 112.323 | 111.824 | 0.000 | ||
| 11632 | 2018.01.10 12:46 | modify | 2241 | 0.05 | 112.323 | 111.813 | 0.000 | ||
| 11633 | 2018.01.10 12:46 | modify | 2241 | 0.05 | 112.323 | 111.802 | 0.000 | ||
| 11634 | 2018.01.10 12:46 | modify | 2241 | 0.05 | 112.323 | 111.792 | 0.000 | ||
| 11635 | 2018.01.10 12:46 | modify | 2241 | 0.05 | 112.323 | 111.781 | 0.000 | ||
| 11636 | 2018.01.10 12:47 | modify | 2241 | 0.05 | 112.323 | 111.770 | 0.000 | ||
| 11637 | 2018.01.10 12:48 | modify | 2241 | 0.05 | 112.323 | 111.759 | 0.000 | ||
| 11638 | 2018.01.10 14:05 | modify | 2241 | 0.05 | 112.323 | 111.748 | 0.000 | ||
| 11639 | 2018.01.10 14:11 | modify | 2241 | 0.05 | 112.323 | 111.737 | 0.000 | ||
| 11640 | 2018.01.10 14:11 | modify | 2241 | 0.05 | 112.323 | 111.726 | 0.000 | ||
| 11641 | 2018.01.11 02:37 | close | 2241 | 0.05 | 111.531 | 111.726 | 0.000 | 34.02 | 13518.23 |
| 11642 | 2018.01.15 17:59 | sell | 2242 | 0.10 | 110.494 | 0.000 | 0.000 | ||
| 11643 | 2018.01.15 17:59 | modify | 2242 | 0.10 | 110.494 | 110.744 | 0.000 | ||
| 11644 | 2018.01.16 01:00 | close | 2242 | 0.05 | 110.544 | 110.744 | 0.000 | -2.76 | 13515.47 |
| 11645 | 2018.01.16 01:00 | sell | 2243 | 0.05 | 110.494 | 110.744 | 0.000 | ||
| 11646 | 2018.01.16 02:07 | close | 2243 | 0.05 | 110.713 | 110.744 | 0.000 | -10.39 | 13505.09 |
| 11647 | 2018.01.17 21:53 | buy | 2244 | 0.10 | 110.930 | 0.000 | 0.000 | ||
| 11648 | 2018.01.17 21:53 | modify | 2244 | 0.10 | 110.930 | 110.680 | 0.000 | ||
| 11649 | 2018.01.17 21:56 | close | 2244 | 0.05 | 111.033 | 110.680 | 0.000 | 4.64 | 13509.73 |
| 11650 | 2018.01.17 21:56 | buy | 2245 | 0.05 | 110.930 | 110.680 | 0.000 | ||
| 11651 | 2018.01.17 23:45 | modify | 2245 | 0.05 | 110.930 | 110.980 | 0.000 | ||
| 11652 | 2018.01.18 14:13 | close | 2245 | 0.03 | 111.202 | 110.980 | 0.000 | 7.79 | 13517.52 |
| 11653 | 2018.01.18 14:13 | buy | 2246 | 0.02 | 110.930 | 110.980 | 0.000 | ||
| 11654 | 2018.01.18 15:30 | close | 2246 | 0.02 | 111.120 | 110.980 | 0.000 | 3.72 | 13521.24 |
| 11655 | 2018.01.22 18:43 | buy | 2247 | 0.10 | 110.918 | 0.000 | 0.000 | ||
| 11656 | 2018.01.22 18:43 | modify | 2247 | 0.10 | 110.918 | 110.668 | 0.000 | ||
| 11657 | 2018.01.22 18:49 | close | 2247 | 0.05 | 111.020 | 110.668 | 0.000 | 4.59 | 13525.83 |
| 11658 | 2018.01.22 18:49 | buy | 2248 | 0.05 | 110.918 | 110.668 | 0.000 | ||
| 11659 | 2018.01.23 04:57 | close | 2248 | 0.03 | 110.844 | 110.668 | 0.000 | -1.85 | 13523.98 |
| 11660 | 2018.01.23 04:57 | buy | 2249 | 0.02 | 110.918 | 110.668 | 0.000 | ||
| 11661 | 2018.01.23 05:15 | close | 2249 | 0.02 | 110.776 | 110.668 | 0.000 | -2.46 | 13521.52 |
| 11662 | 2018.01.23 13:10 | sell | 2250 | 0.10 | 110.537 | 0.000 | 0.000 | ||
| 11663 | 2018.01.23 13:10 | modify | 2250 | 0.10 | 110.537 | 110.787 | 0.000 | ||
| 11664 | 2018.01.23 18:00 | close | 2250 | 0.05 | 110.336 | 110.787 | 0.000 | 9.11 | 13530.63 |
| 11665 | 2018.01.23 18:00 | sell | 2251 | 0.05 | 110.537 | 110.787 | 0.000 | ||
| 11666 | 2018.01.24 01:40 | modify | 2251 | 0.05 | 110.537 | 110.487 | 0.000 | ||
| 11667 | 2018.01.24 04:38 | modify | 2251 | 0.05 | 110.537 | 110.386 | 0.000 | ||
| 11668 | 2018.01.24 04:39 | modify | 2251 | 0.05 | 110.537 | 110.375 | 0.000 | ||
| 11669 | 2018.01.24 04:41 | modify | 2251 | 0.05 | 110.537 | 110.364 | 0.000 | ||
| 11670 | 2018.01.24 04:41 | modify | 2251 | 0.05 | 110.537 | 110.352 | 0.000 | ||
| 11671 | 2018.01.24 04:41 | modify | 2251 | 0.05 | 110.537 | 110.341 | 0.000 | ||
| 11672 | 2018.01.24 04:41 | modify | 2251 | 0.05 | 110.537 | 110.330 | 0.000 | ||
| 11673 | 2018.01.24 06:09 | modify | 2251 | 0.05 | 110.537 | 110.318 | 0.000 | ||
| 11674 | 2018.01.24 06:09 | modify | 2251 | 0.05 | 110.537 | 110.305 | 0.000 | ||
| 11675 | 2018.01.24 06:10 | modify | 2251 | 0.05 | 110.537 | 110.294 | 0.000 | ||
| 11676 | 2018.01.24 06:10 | modify | 2251 | 0.05 | 110.537 | 110.283 | 0.000 | ||
| 11677 | 2018.01.24 06:10 | modify | 2251 | 0.05 | 110.537 | 110.272 | 0.000 | ||
| 11678 | 2018.01.24 06:10 | modify | 2251 | 0.05 | 110.537 | 110.260 | 0.000 | ||
| 11679 | 2018.01.24 10:46 | modify | 2251 | 0.05 | 110.537 | 110.248 | 0.000 | ||
| 11680 | 2018.01.24 10:48 | modify | 2251 | 0.05 | 110.537 | 110.237 | 0.000 | ||
| 11681 | 2018.01.24 10:48 | modify | 2251 | 0.05 | 110.537 | 110.226 | 0.000 | ||
| 11682 | 2018.01.24 10:48 | modify | 2251 | 0.05 | 110.537 | 110.215 | 0.000 | ||
| 11683 | 2018.01.24 10:48 | modify | 2251 | 0.05 | 110.537 | 110.204 | 0.000 | ||
| 11684 | 2018.01.24 10:48 | modify | 2251 | 0.05 | 110.537 | 110.192 | 0.000 | ||
| 11685 | 2018.01.24 10:48 | modify | 2251 | 0.05 | 110.537 | 110.181 | 0.000 | ||
| 11686 | 2018.01.24 10:48 | modify | 2251 | 0.05 | 110.537 | 110.170 | 0.000 | ||
| 11687 | 2018.01.24 10:49 | modify | 2251 | 0.05 | 110.537 | 110.159 | 0.000 | ||
| 11688 | 2018.01.24 10:50 | modify | 2251 | 0.05 | 110.537 | 110.149 | 0.000 | ||
| 11689 | 2018.01.24 10:51 | modify | 2251 | 0.05 | 110.537 | 110.138 | 0.000 | ||
| 11690 | 2018.01.24 10:51 | modify | 2251 | 0.05 | 110.537 | 110.127 | 0.000 | ||
| 11691 | 2018.01.24 10:51 | modify | 2251 | 0.05 | 110.537 | 110.116 | 0.000 | ||
| 11692 | 2018.01.24 10:52 | modify | 2251 | 0.05 | 110.537 | 110.105 | 0.000 | ||
| 11693 | 2018.01.24 10:52 | modify | 2251 | 0.05 | 110.537 | 110.094 | 0.000 | ||
| 11694 | 2018.01.24 11:02 | modify | 2251 | 0.05 | 110.537 | 110.083 | 0.000 | ||
| 11695 | 2018.01.24 11:21 | modify | 2251 | 0.05 | 110.537 | 110.072 | 0.000 | ||
| 11696 | 2018.01.24 11:21 | modify | 2251 | 0.05 | 110.537 | 110.061 | 0.000 | ||
| 11697 | 2018.01.24 11:22 | modify | 2251 | 0.05 | 110.537 | 110.051 | 0.000 | ||
| 11698 | 2018.01.24 11:24 | modify | 2251 | 0.05 | 110.537 | 110.040 | 0.000 | ||
| 11699 | 2018.01.24 11:24 | modify | 2251 | 0.05 | 110.537 | 110.029 | 0.000 | ||
| 11700 | 2018.01.24 11:29 | modify | 2251 | 0.05 | 110.537 | 110.018 | 0.000 | ||