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 |
| 11701 | 2018.01.24 11:29 | modify | 2251 | 0.05 | 110.537 | 110.005 | 0.000 | ||
| 11702 | 2018.01.24 11:31 | modify | 2251 | 0.05 | 110.537 | 109.994 | 0.000 | ||
| 11703 | 2018.01.24 12:30 | modify | 2251 | 0.05 | 110.537 | 109.983 | 0.000 | ||
| 11704 | 2018.01.24 12:32 | modify | 2251 | 0.05 | 110.537 | 109.972 | 0.000 | ||
| 11705 | 2018.01.24 12:58 | modify | 2251 | 0.05 | 110.537 | 109.961 | 0.000 | ||
| 11706 | 2018.01.24 12:59 | modify | 2251 | 0.05 | 110.537 | 109.950 | 0.000 | ||
| 11707 | 2018.01.24 13:03 | modify | 2251 | 0.05 | 110.537 | 109.939 | 0.000 | ||
| 11708 | 2018.01.24 13:18 | modify | 2251 | 0.05 | 110.537 | 109.926 | 0.000 | ||
| 11709 | 2018.01.24 13:18 | modify | 2251 | 0.05 | 110.537 | 109.915 | 0.000 | ||
| 11710 | 2018.01.24 13:18 | modify | 2251 | 0.05 | 110.537 | 109.905 | 0.000 | ||
| 11711 | 2018.01.24 13:18 | modify | 2251 | 0.05 | 110.537 | 109.894 | 0.000 | ||
| 11712 | 2018.01.24 13:18 | modify | 2251 | 0.05 | 110.537 | 109.883 | 0.000 | ||
| 11713 | 2018.01.24 13:18 | modify | 2251 | 0.05 | 110.537 | 109.872 | 0.000 | ||
| 11714 | 2018.01.24 13:18 | modify | 2251 | 0.05 | 110.537 | 109.861 | 0.000 | ||
| 11715 | 2018.01.24 13:18 | modify | 2251 | 0.05 | 110.537 | 109.849 | 0.000 | ||
| 11716 | 2018.01.24 13:18 | modify | 2251 | 0.05 | 110.537 | 109.838 | 0.000 | ||
| 11717 | 2018.01.24 15:06 | modify | 2251 | 0.05 | 110.537 | 109.827 | 0.000 | ||
| 11718 | 2018.01.24 15:06 | modify | 2251 | 0.05 | 110.537 | 109.815 | 0.000 | ||
| 11719 | 2018.01.24 16:33 | modify | 2251 | 0.05 | 110.537 | 109.804 | 0.000 | ||
| 11720 | 2018.01.24 16:34 | modify | 2251 | 0.05 | 110.537 | 109.793 | 0.000 | ||
| 11721 | 2018.01.24 16:34 | modify | 2251 | 0.05 | 110.537 | 109.782 | 0.000 | ||
| 11722 | 2018.01.24 16:47 | modify | 2251 | 0.05 | 110.537 | 109.771 | 0.000 | ||
| 11723 | 2018.01.24 16:51 | modify | 2251 | 0.05 | 110.537 | 109.760 | 0.000 | ||
| 11724 | 2018.01.24 16:51 | modify | 2251 | 0.05 | 110.537 | 109.749 | 0.000 | ||
| 11725 | 2018.01.24 16:54 | modify | 2251 | 0.05 | 110.537 | 109.738 | 0.000 | ||
| 11726 | 2018.01.24 16:55 | modify | 2251 | 0.05 | 110.537 | 109.727 | 0.000 | ||
| 11727 | 2018.01.24 16:55 | modify | 2251 | 0.05 | 110.537 | 109.715 | 0.000 | ||
| 11728 | 2018.01.24 16:56 | modify | 2251 | 0.05 | 110.537 | 109.704 | 0.000 | ||
| 11729 | 2018.01.24 16:56 | modify | 2251 | 0.05 | 110.537 | 109.693 | 0.000 | ||
| 11730 | 2018.01.24 16:56 | modify | 2251 | 0.05 | 110.537 | 109.682 | 0.000 | ||
| 11731 | 2018.01.24 16:56 | modify | 2251 | 0.05 | 110.537 | 109.671 | 0.000 | ||
| 11732 | 2018.01.24 16:56 | modify | 2251 | 0.05 | 110.537 | 109.660 | 0.000 | ||
| 11733 | 2018.01.24 16:58 | modify | 2251 | 0.05 | 110.537 | 109.649 | 0.000 | ||
| 11734 | 2018.01.24 16:58 | modify | 2251 | 0.05 | 110.537 | 109.638 | 0.000 | ||
| 11735 | 2018.01.24 17:06 | modify | 2251 | 0.05 | 110.537 | 109.627 | 0.000 | ||
| 11736 | 2018.01.24 17:06 | modify | 2251 | 0.05 | 110.537 | 109.616 | 0.000 | ||
| 11737 | 2018.01.24 17:06 | modify | 2251 | 0.05 | 110.537 | 109.605 | 0.000 | ||
| 11738 | 2018.01.24 18:15 | modify | 2251 | 0.05 | 110.537 | 109.594 | 0.000 | ||
| 11739 | 2018.01.24 18:15 | modify | 2251 | 0.05 | 110.537 | 109.583 | 0.000 | ||
| 11740 | 2018.01.24 18:15 | modify | 2251 | 0.05 | 110.537 | 109.572 | 0.000 | ||
| 11741 | 2018.01.24 18:16 | modify | 2251 | 0.05 | 110.537 | 109.560 | 0.000 | ||
| 11742 | 2018.01.24 18:16 | modify | 2251 | 0.05 | 110.537 | 109.548 | 0.000 | ||
| 11743 | 2018.01.24 18:16 | modify | 2251 | 0.05 | 110.537 | 109.537 | 0.000 | ||
| 11744 | 2018.01.24 18:19 | modify | 2251 | 0.05 | 110.537 | 109.527 | 0.000 | ||
| 11745 | 2018.01.24 18:24 | modify | 2251 | 0.05 | 110.537 | 109.516 | 0.000 | ||
| 11746 | 2018.01.24 18:24 | modify | 2251 | 0.05 | 110.537 | 109.505 | 0.000 | ||
| 11747 | 2018.01.24 18:24 | modify | 2251 | 0.05 | 110.537 | 109.493 | 0.000 | ||
| 11748 | 2018.01.24 18:27 | modify | 2251 | 0.05 | 110.537 | 109.482 | 0.000 | ||
| 11749 | 2018.01.24 18:27 | modify | 2251 | 0.05 | 110.537 | 109.470 | 0.000 | ||
| 11750 | 2018.01.24 18:27 | modify | 2251 | 0.05 | 110.537 | 109.458 | 0.000 | ||
| 11751 | 2018.01.24 18:31 | modify | 2251 | 0.05 | 110.537 | 109.447 | 0.000 | ||
| 11752 | 2018.01.24 20:16 | modify | 2251 | 0.05 | 110.537 | 109.434 | 0.000 | ||
| 11753 | 2018.01.24 20:22 | modify | 2251 | 0.05 | 110.537 | 109.423 | 0.000 | ||
| 11754 | 2018.01.25 02:52 | s/l | 2251 | 0.05 | 109.423 | 109.423 | 0.000 | 48.91 | 13579.54 |
| 11755 | 2018.01.30 04:45 | buy | 2252 | 0.10 | 109.202 | 0.000 | 0.000 | ||
| 11756 | 2018.01.30 04:45 | modify | 2252 | 0.10 | 109.202 | 108.952 | 0.000 | ||
| 11757 | 2018.01.30 05:35 | s/l | 2252 | 0.10 | 108.952 | 108.952 | 0.000 | -22.95 | 13556.59 |
| 11758 | 2018.01.31 17:57 | buy | 2253 | 0.10 | 109.090 | 0.000 | 0.000 | ||
| 11759 | 2018.01.31 17:57 | modify | 2253 | 0.10 | 109.090 | 108.840 | 0.000 | ||
| 11760 | 2018.01.31 18:46 | close | 2253 | 0.05 | 109.314 | 108.840 | 0.000 | 10.25 | 13566.84 |
| 11761 | 2018.01.31 18:46 | buy | 2254 | 0.05 | 109.090 | 108.840 | 0.000 | ||
| 11762 | 2018.02.01 08:10 | modify | 2254 | 0.05 | 109.090 | 109.140 | 0.000 | ||
| 11763 | 2018.02.01 13:01 | modify | 2254 | 0.05 | 109.090 | 109.241 | 0.000 | ||
| 11764 | 2018.02.01 13:03 | modify | 2254 | 0.05 | 109.090 | 109.252 | 0.000 | ||
| 11765 | 2018.02.01 13:03 | modify | 2254 | 0.05 | 109.090 | 109.262 | 0.000 | ||
| 11766 | 2018.02.01 13:19 | modify | 2254 | 0.05 | 109.090 | 109.273 | 0.000 | ||
| 11767 | 2018.02.01 13:27 | modify | 2254 | 0.05 | 109.090 | 109.283 | 0.000 | ||
| 11768 | 2018.02.01 16:14 | s/l | 2254 | 0.05 | 109.283 | 109.283 | 0.000 | 9.58 | 13576.42 |
| 11769 | 2018.02.08 08:43 | buy | 2255 | 0.10 | 109.702 | 0.000 | 0.000 | ||
| 11770 | 2018.02.08 08:43 | modify | 2255 | 0.10 | 109.702 | 109.452 | 0.000 | ||
| 11771 | 2018.02.08 15:00 | close | 2255 | 0.05 | 109.616 | 109.452 | 0.000 | -3.92 | 13572.50 |
| 11772 | 2018.02.08 15:00 | buy | 2256 | 0.05 | 109.702 | 109.452 | 0.000 | ||
| 11773 | 2018.02.08 16:30 | s/l | 2256 | 0.05 | 109.452 | 109.452 | 0.000 | -11.42 | 13561.08 |
| 11774 | 2018.02.13 07:04 | sell | 2257 | 0.10 | 108.321 | 0.000 | 0.000 | ||
| 11775 | 2018.02.13 07:04 | modify | 2257 | 0.10 | 108.321 | 108.571 | 0.000 | ||
| 11776 | 2018.02.13 08:25 | close | 2257 | 0.05 | 108.070 | 108.571 | 0.000 | 11.61 | 13572.69 |
| 11777 | 2018.02.13 08:25 | sell | 2258 | 0.05 | 108.321 | 108.571 | 0.000 | ||
| 11778 | 2018.02.13 09:29 | modify | 2258 | 0.05 | 108.321 | 108.271 | 0.000 | ||
| 11779 | 2018.02.13 09:44 | modify | 2258 | 0.05 | 108.321 | 108.170 | 0.000 | ||
| 11780 | 2018.02.13 09:44 | modify | 2258 | 0.05 | 108.321 | 108.159 | 0.000 | ||
| 11781 | 2018.02.13 09:46 | modify | 2258 | 0.05 | 108.321 | 108.149 | 0.000 | ||
| 11782 | 2018.02.13 09:48 | modify | 2258 | 0.05 | 108.321 | 108.138 | 0.000 | ||
| 11783 | 2018.02.13 10:10 | modify | 2258 | 0.05 | 108.321 | 108.127 | 0.000 | ||
| 11784 | 2018.02.13 10:10 | modify | 2258 | 0.05 | 108.321 | 108.116 | 0.000 | ||
| 11785 | 2018.02.13 10:14 | modify | 2258 | 0.05 | 108.321 | 108.105 | 0.000 | ||
| 11786 | 2018.02.13 10:14 | modify | 2258 | 0.05 | 108.321 | 108.094 | 0.000 | ||
| 11787 | 2018.02.13 10:28 | modify | 2258 | 0.05 | 108.321 | 108.083 | 0.000 | ||
| 11788 | 2018.02.13 10:28 | modify | 2258 | 0.05 | 108.321 | 108.072 | 0.000 | ||
| 11789 | 2018.02.13 10:28 | modify | 2258 | 0.05 | 108.321 | 108.061 | 0.000 | ||
| 11790 | 2018.02.13 10:28 | modify | 2258 | 0.05 | 108.321 | 108.051 | 0.000 | ||
| 11791 | 2018.02.13 10:29 | modify | 2258 | 0.05 | 108.321 | 108.039 | 0.000 | ||
| 11792 | 2018.02.13 10:31 | modify | 2258 | 0.05 | 108.321 | 108.028 | 0.000 | ||
| 11793 | 2018.02.13 10:31 | modify | 2258 | 0.05 | 108.321 | 108.017 | 0.000 | ||
| 11794 | 2018.02.13 10:32 | modify | 2258 | 0.05 | 108.321 | 108.006 | 0.000 | ||
| 11795 | 2018.02.13 10:32 | modify | 2258 | 0.05 | 108.321 | 107.995 | 0.000 | ||
| 11796 | 2018.02.13 10:33 | modify | 2258 | 0.05 | 108.321 | 107.984 | 0.000 | ||
| 11797 | 2018.02.13 12:36 | modify | 2258 | 0.05 | 108.321 | 107.973 | 0.000 | ||
| 11798 | 2018.02.13 12:36 | modify | 2258 | 0.05 | 108.321 | 107.961 | 0.000 | ||
| 11799 | 2018.02.13 12:36 | modify | 2258 | 0.05 | 108.321 | 107.949 | 0.000 | ||
| 11800 | 2018.02.13 12:37 | modify | 2258 | 0.05 | 108.321 | 107.938 | 0.000 | ||
| 11801 | 2018.02.13 12:37 | modify | 2258 | 0.05 | 108.321 | 107.926 | 0.000 | ||
| 11802 | 2018.02.13 12:37 | modify | 2258 | 0.05 | 108.321 | 107.915 | 0.000 | ||
| 11803 | 2018.02.13 12:37 | modify | 2258 | 0.05 | 108.321 | 107.905 | 0.000 | ||
| 11804 | 2018.02.13 12:37 | modify | 2258 | 0.05 | 108.321 | 107.892 | 0.000 | ||
| 11805 | 2018.02.13 12:37 | modify | 2258 | 0.05 | 108.321 | 107.880 | 0.000 | ||
| 11806 | 2018.02.13 18:07 | modify | 2258 | 0.05 | 108.321 | 107.869 | 0.000 | ||
| 11807 | 2018.02.13 22:29 | close | 2258 | 0.05 | 107.739 | 107.869 | 0.000 | 27.01 | 13599.70 |
| 11808 | 2018.02.19 06:40 | buy | 2259 | 0.10 | 106.398 | 0.000 | 0.000 | ||
| 11809 | 2018.02.19 06:40 | modify | 2259 | 0.10 | 106.398 | 106.148 | 0.000 | ||
| 11810 | 2018.02.19 07:57 | close | 2259 | 0.05 | 106.502 | 106.148 | 0.000 | 4.88 | 13604.58 |
| 11811 | 2018.02.19 07:57 | buy | 2260 | 0.05 | 106.398 | 106.148 | 0.000 | ||
| 11812 | 2018.02.20 02:28 | modify | 2260 | 0.05 | 106.398 | 106.448 | 0.000 | ||
| 11813 | 2018.02.21 21:04 | close | 2260 | 0.03 | 107.458 | 106.448 | 0.000 | 29.89 | 13634.47 |
| 11814 | 2018.02.21 21:04 | buy | 2261 | 0.02 | 106.398 | 106.448 | 0.000 | ||
| 11815 | 2018.02.21 21:05 | close | 2261 | 0.02 | 107.362 | 106.448 | 0.000 | 18.16 | 13652.63 |
| 11816 | 2018.02.22 14:30 | sell | 2262 | 0.10 | 107.140 | 0.000 | 0.000 | ||
| 11817 | 2018.02.22 14:30 | modify | 2262 | 0.10 | 107.140 | 107.390 | 0.000 | ||
| 11818 | 2018.02.22 14:58 | close | 2262 | 0.05 | 107.039 | 107.390 | 0.000 | 4.72 | 13657.35 |
| 11819 | 2018.02.22 14:58 | sell | 2263 | 0.05 | 107.140 | 107.390 | 0.000 | ||
| 11820 | 2018.02.22 17:02 | modify | 2263 | 0.05 | 107.140 | 107.090 | 0.000 | ||
| 11821 | 2018.02.23 04:26 | close | 2263 | 0.03 | 106.899 | 107.090 | 0.000 | 6.46 | 13663.82 |
| 11822 | 2018.02.23 04:26 | sell | 2264 | 0.02 | 107.140 | 107.090 | 0.000 | ||
| 11823 | 2018.02.23 07:16 | close | 2264 | 0.02 | 107.001 | 107.090 | 0.000 | 2.40 | 13666.22 |
| 11824 | 2018.02.27 10:02 | buy | 2265 | 0.10 | 107.099 | 0.000 | 0.000 | ||
| 11825 | 2018.02.27 10:02 | modify | 2265 | 0.10 | 107.099 | 106.849 | 0.000 | ||
| 11826 | 2018.02.27 15:32 | close | 2265 | 0.05 | 107.201 | 106.849 | 0.000 | 4.76 | 13670.98 |
| 11827 | 2018.02.27 15:32 | buy | 2266 | 0.05 | 107.099 | 106.849 | 0.000 | ||
| 11828 | 2018.02.27 17:43 | modify | 2266 | 0.05 | 107.099 | 107.149 | 0.000 | ||
| 11829 | 2018.02.28 03:14 | close | 2266 | 0.03 | 107.176 | 107.149 | 0.000 | 2.31 | 13673.29 |
| 11830 | 2018.02.28 03:14 | buy | 2267 | 0.02 | 107.099 | 107.149 | 0.000 | ||
| 11831 | 2018.02.28 03:17 | s/l | 2267 | 0.02 | 107.149 | 107.149 | 0.000 | 1.03 | 13674.32 |
| 11832 | 2018.02.28 17:40 | sell | 2268 | 0.10 | 106.919 | 0.000 | 0.000 | ||
| 11833 | 2018.02.28 17:40 | modify | 2268 | 0.10 | 106.919 | 107.169 | 0.000 | ||
| 11834 | 2018.02.28 17:41 | close | 2268 | 0.05 | 106.817 | 107.169 | 0.000 | 4.77 | 13679.09 |
| 11835 | 2018.02.28 17:41 | sell | 2269 | 0.05 | 106.919 | 107.169 | 0.000 | ||
| 11836 | 2018.02.28 18:48 | modify | 2269 | 0.05 | 106.919 | 106.869 | 0.000 | ||
| 11837 | 2018.03.01 06:14 | close | 2269 | 0.05 | 106.751 | 106.869 | 0.000 | 6.38 | 13685.47 |
| 11838 | 2018.03.01 20:57 | sell | 2270 | 0.10 | 106.535 | 0.000 | 0.000 | ||
| 11839 | 2018.03.01 20:57 | modify | 2270 | 0.10 | 106.535 | 106.785 | 0.000 | ||
| 11840 | 2018.03.01 21:40 | close | 2270 | 0.05 | 106.301 | 106.785 | 0.000 | 11.01 | 13696.48 |
| 11841 | 2018.03.01 21:40 | sell | 2271 | 0.05 | 106.535 | 106.785 | 0.000 | ||
| 11842 | 2018.03.01 22:02 | modify | 2271 | 0.05 | 106.535 | 106.485 | 0.000 | ||
| 11843 | 2018.03.02 08:00 | close | 2271 | 0.05 | 105.795 | 106.485 | 0.000 | 34.47 | 13730.95 |
| 11844 | 2018.03.05 16:31 | buy | 2272 | 0.10 | 105.758 | 0.000 | 0.000 | ||
| 11845 | 2018.03.05 16:31 | modify | 2272 | 0.10 | 105.758 | 105.508 | 0.000 | ||
| 11846 | 2018.03.05 16:35 | close | 2272 | 0.05 | 105.859 | 105.508 | 0.000 | 4.77 | 13735.72 |
| 11847 | 2018.03.05 16:35 | buy | 2273 | 0.05 | 105.758 | 105.508 | 0.000 | ||
| 11848 | 2018.03.05 19:51 | modify | 2273 | 0.05 | 105.758 | 105.808 | 0.000 | ||
| 11849 | 2018.03.06 02:15 | modify | 2273 | 0.05 | 105.758 | 105.909 | 0.000 | ||
| 11850 | 2018.03.06 02:18 | modify | 2273 | 0.05 | 105.758 | 105.920 | 0.000 | ||