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 |
| 11851 | 2018.03.06 04:10 | modify | 2273 | 0.05 | 105.758 | 105.931 | 0.000 | ||
| 11852 | 2018.03.06 04:10 | modify | 2273 | 0.05 | 105.758 | 105.941 | 0.000 | ||
| 11853 | 2018.03.06 04:10 | modify | 2273 | 0.05 | 105.758 | 105.952 | 0.000 | ||
| 11854 | 2018.03.06 04:11 | modify | 2273 | 0.05 | 105.758 | 105.962 | 0.000 | ||
| 11855 | 2018.03.06 04:11 | modify | 2273 | 0.05 | 105.758 | 105.973 | 0.000 | ||
| 11856 | 2018.03.06 04:11 | modify | 2273 | 0.05 | 105.758 | 105.983 | 0.000 | ||
| 11857 | 2018.03.06 04:11 | modify | 2273 | 0.05 | 105.758 | 105.994 | 0.000 | ||
| 11858 | 2018.03.06 09:35 | close | 2273 | 0.05 | 106.094 | 105.994 | 0.000 | 16.09 | 13751.81 |
| 11859 | 2018.03.07 00:31 | sell | 2274 | 0.10 | 105.793 | 0.000 | 0.000 | ||
| 11860 | 2018.03.07 00:31 | modify | 2274 | 0.10 | 105.793 | 106.043 | 0.000 | ||
| 11861 | 2018.03.07 00:38 | close | 2274 | 0.05 | 105.692 | 106.043 | 0.000 | 4.78 | 13756.59 |
| 11862 | 2018.03.07 00:38 | sell | 2275 | 0.05 | 105.793 | 106.043 | 0.000 | ||
| 11863 | 2018.03.07 15:12 | close | 2275 | 0.05 | 105.803 | 106.043 | 0.000 | -0.47 | 13756.12 |
| 11864 | 2018.03.08 16:35 | buy | 2276 | 0.10 | 106.221 | 0.000 | 0.000 | ||
| 11865 | 2018.03.08 16:35 | modify | 2276 | 0.10 | 106.221 | 105.971 | 0.000 | ||
| 11866 | 2018.03.08 18:00 | close | 2276 | 0.05 | 106.071 | 105.971 | 0.000 | -7.07 | 13749.05 |
| 11867 | 2018.03.08 18:00 | buy | 2277 | 0.05 | 106.221 | 105.971 | 0.000 | ||
| 11868 | 2018.03.09 02:47 | modify | 2277 | 0.05 | 106.221 | 106.271 | 0.000 | ||
| 11869 | 2018.03.09 03:10 | modify | 2277 | 0.05 | 106.221 | 106.373 | 0.000 | ||
| 11870 | 2018.03.09 03:10 | modify | 2277 | 0.05 | 106.221 | 106.386 | 0.000 | ||
| 11871 | 2018.03.09 03:15 | modify | 2277 | 0.05 | 106.221 | 106.396 | 0.000 | ||
| 11872 | 2018.03.09 03:15 | modify | 2277 | 0.05 | 106.221 | 106.408 | 0.000 | ||
| 11873 | 2018.03.09 03:15 | modify | 2277 | 0.05 | 106.221 | 106.420 | 0.000 | ||
| 11874 | 2018.03.09 03:15 | modify | 2277 | 0.05 | 106.221 | 106.431 | 0.000 | ||
| 11875 | 2018.03.09 03:15 | modify | 2277 | 0.05 | 106.221 | 106.441 | 0.000 | ||
| 11876 | 2018.03.09 03:16 | modify | 2277 | 0.05 | 106.221 | 106.452 | 0.000 | ||
| 11877 | 2018.03.09 03:16 | modify | 2277 | 0.05 | 106.221 | 106.462 | 0.000 | ||
| 11878 | 2018.03.09 03:16 | modify | 2277 | 0.05 | 106.221 | 106.473 | 0.000 | ||
| 11879 | 2018.03.09 03:33 | modify | 2277 | 0.05 | 106.221 | 106.483 | 0.000 | ||
| 11880 | 2018.03.09 08:00 | close | 2277 | 0.05 | 106.633 | 106.483 | 0.000 | 19.57 | 13768.62 |
| 11881 | 2018.03.12 07:34 | sell | 2278 | 0.10 | 106.501 | 0.000 | 0.000 | ||
| 11882 | 2018.03.12 07:34 | modify | 2278 | 0.10 | 106.501 | 106.751 | 0.000 | ||
| 11883 | 2018.03.12 07:58 | close | 2278 | 0.05 | 106.358 | 106.751 | 0.000 | 6.72 | 13775.34 |
| 11884 | 2018.03.12 07:58 | sell | 2279 | 0.05 | 106.501 | 106.751 | 0.000 | ||
| 11885 | 2018.03.13 06:49 | close | 2279 | 0.03 | 106.558 | 106.751 | 0.000 | -1.90 | 13773.44 |
| 11886 | 2018.03.13 06:49 | sell | 2280 | 0.02 | 106.501 | 106.751 | 0.000 | ||
| 11887 | 2018.03.13 06:49 | close | 2280 | 0.02 | 106.568 | 106.751 | 0.000 | -1.46 | 13771.99 |
| 11888 | 2018.03.14 15:30 | sell | 2281 | 0.10 | 106.361 | 0.000 | 0.000 | ||
| 11889 | 2018.03.14 15:30 | modify | 2281 | 0.10 | 106.361 | 106.611 | 0.000 | ||
| 11890 | 2018.03.14 18:21 | close | 2281 | 0.05 | 106.260 | 106.611 | 0.000 | 4.75 | 13776.74 |
| 11891 | 2018.03.14 18:21 | sell | 2282 | 0.05 | 106.361 | 106.611 | 0.000 | ||
| 11892 | 2018.03.15 03:39 | modify | 2282 | 0.05 | 106.361 | 106.311 | 0.000 | ||
| 11893 | 2018.03.15 18:08 | close | 2282 | 0.05 | 106.116 | 106.311 | 0.000 | 10.05 | 13786.79 |
| 11894 | 2018.03.20 06:50 | buy | 2283 | 0.10 | 106.307 | 0.000 | 0.000 | ||
| 11895 | 2018.03.20 06:50 | modify | 2283 | 0.10 | 106.307 | 106.057 | 0.000 | ||
| 11896 | 2018.03.20 10:33 | close | 2283 | 0.05 | 106.547 | 106.057 | 0.000 | 11.26 | 13798.05 |
| 11897 | 2018.03.20 10:33 | buy | 2284 | 0.05 | 106.307 | 106.057 | 0.000 | ||
| 11898 | 2018.03.21 09:21 | close | 2284 | 0.05 | 106.401 | 106.057 | 0.000 | 4.67 | 13802.72 |
| 11899 | 2018.03.21 21:00 | sell | 2285 | 0.10 | 106.075 | 0.000 | 0.000 | ||
| 11900 | 2018.03.21 21:00 | modify | 2285 | 0.10 | 106.075 | 106.325 | 0.000 | ||
| 11901 | 2018.03.21 21:01 | s/l | 2285 | 0.10 | 106.325 | 106.325 | 0.000 | -23.51 | 13779.21 |
| 11902 | 2018.03.21 22:07 | sell | 2286 | 0.10 | 106.007 | 0.000 | 0.000 | ||
| 11903 | 2018.03.21 22:07 | modify | 2286 | 0.10 | 106.007 | 106.257 | 0.000 | ||
| 11904 | 2018.03.21 22:52 | close | 2286 | 0.05 | 105.906 | 106.257 | 0.000 | 4.77 | 13783.98 |
| 11905 | 2018.03.21 22:52 | sell | 2287 | 0.05 | 106.007 | 106.257 | 0.000 | ||
| 11906 | 2018.03.22 03:45 | modify | 2287 | 0.05 | 106.007 | 105.957 | 0.000 | ||
| 11907 | 2018.03.22 08:41 | s/l | 2287 | 0.05 | 105.957 | 105.957 | 0.000 | 0.87 | 13784.85 |
| 11908 | 2018.03.26 22:03 | buy | 2288 | 0.10 | 105.261 | 0.000 | 0.000 | ||
| 11909 | 2018.03.26 22:03 | modify | 2288 | 0.10 | 105.261 | 105.011 | 0.000 | ||
| 11910 | 2018.03.26 22:12 | close | 2288 | 0.05 | 105.362 | 105.011 | 0.000 | 4.79 | 13789.64 |
| 11911 | 2018.03.26 22:12 | buy | 2289 | 0.05 | 105.261 | 105.011 | 0.000 | ||
| 11912 | 2018.03.27 03:51 | modify | 2289 | 0.05 | 105.261 | 105.311 | 0.000 | ||
| 11913 | 2018.03.27 15:11 | modify | 2289 | 0.05 | 105.261 | 105.412 | 0.000 | ||
| 11914 | 2018.03.27 15:11 | modify | 2289 | 0.05 | 105.261 | 105.423 | 0.000 | ||
| 11915 | 2018.03.27 15:12 | modify | 2289 | 0.05 | 105.261 | 105.434 | 0.000 | ||
| 11916 | 2018.03.27 17:14 | close | 2289 | 0.03 | 105.571 | 105.434 | 0.000 | 8.96 | 13798.60 |
| 11917 | 2018.03.27 17:14 | buy | 2290 | 0.02 | 105.261 | 105.434 | 0.000 | ||
| 11918 | 2018.03.27 21:58 | close | 2290 | 0.02 | 105.505 | 105.434 | 0.000 | 4.73 | 13803.33 |
| 11919 | 2018.03.28 14:01 | buy | 2291 | 0.10 | 105.938 | 0.000 | 0.000 | ||
| 11920 | 2018.03.28 14:01 | modify | 2291 | 0.10 | 105.938 | 105.688 | 0.000 | ||
| 11921 | 2018.03.28 15:21 | close | 2291 | 0.05 | 106.237 | 105.688 | 0.000 | 14.07 | 13817.40 |
| 11922 | 2018.03.28 15:21 | buy | 2292 | 0.05 | 105.938 | 105.688 | 0.000 | ||
| 11923 | 2018.03.28 15:30 | modify | 2292 | 0.05 | 105.938 | 105.988 | 0.000 | ||
| 11924 | 2018.03.28 20:20 | modify | 2292 | 0.05 | 105.938 | 106.089 | 0.000 | ||
| 11925 | 2018.03.28 20:20 | modify | 2292 | 0.05 | 105.938 | 106.100 | 0.000 | ||
| 11926 | 2018.03.28 20:20 | modify | 2292 | 0.05 | 105.938 | 106.110 | 0.000 | ||
| 11927 | 2018.03.28 20:20 | modify | 2292 | 0.05 | 105.938 | 106.122 | 0.000 | ||
| 11928 | 2018.03.28 20:21 | modify | 2292 | 0.05 | 105.938 | 106.133 | 0.000 | ||
| 11929 | 2018.03.28 20:23 | modify | 2292 | 0.05 | 105.938 | 106.143 | 0.000 | ||
| 11930 | 2018.03.28 20:23 | modify | 2292 | 0.05 | 105.938 | 106.154 | 0.000 | ||
| 11931 | 2018.03.28 20:24 | modify | 2292 | 0.05 | 105.938 | 106.164 | 0.000 | ||
| 11932 | 2018.03.28 20:24 | modify | 2292 | 0.05 | 105.938 | 106.175 | 0.000 | ||
| 11933 | 2018.03.28 20:24 | modify | 2292 | 0.05 | 105.938 | 106.185 | 0.000 | ||
| 11934 | 2018.03.28 20:24 | modify | 2292 | 0.05 | 105.938 | 106.197 | 0.000 | ||
| 11935 | 2018.03.28 20:24 | modify | 2292 | 0.05 | 105.938 | 106.209 | 0.000 | ||
| 11936 | 2018.03.28 20:24 | modify | 2292 | 0.05 | 105.938 | 106.220 | 0.000 | ||
| 11937 | 2018.03.28 20:24 | modify | 2292 | 0.05 | 105.938 | 106.230 | 0.000 | ||
| 11938 | 2018.03.28 20:24 | modify | 2292 | 0.05 | 105.938 | 106.241 | 0.000 | ||
| 11939 | 2018.03.28 20:46 | modify | 2292 | 0.05 | 105.938 | 106.252 | 0.000 | ||
| 11940 | 2018.03.28 20:46 | modify | 2292 | 0.05 | 105.938 | 106.262 | 0.000 | ||
| 11941 | 2018.03.28 20:46 | modify | 2292 | 0.05 | 105.938 | 106.273 | 0.000 | ||
| 11942 | 2018.03.28 20:46 | modify | 2292 | 0.05 | 105.938 | 106.283 | 0.000 | ||
| 11943 | 2018.03.28 20:46 | modify | 2292 | 0.05 | 105.938 | 106.294 | 0.000 | ||
| 11944 | 2018.03.28 20:46 | modify | 2292 | 0.05 | 105.938 | 106.305 | 0.000 | ||
| 11945 | 2018.03.28 20:46 | modify | 2292 | 0.05 | 105.938 | 106.317 | 0.000 | ||
| 11946 | 2018.03.28 20:46 | modify | 2292 | 0.05 | 105.938 | 106.328 | 0.000 | ||
| 11947 | 2018.03.28 20:46 | modify | 2292 | 0.05 | 105.938 | 106.339 | 0.000 | ||
| 11948 | 2018.03.28 20:46 | modify | 2292 | 0.05 | 105.938 | 106.350 | 0.000 | ||
| 11949 | 2018.03.28 20:47 | modify | 2292 | 0.05 | 105.938 | 106.360 | 0.000 | ||
| 11950 | 2018.03.28 20:48 | modify | 2292 | 0.05 | 105.938 | 106.370 | 0.000 | ||
| 11951 | 2018.03.28 20:48 | modify | 2292 | 0.05 | 105.938 | 106.381 | 0.000 | ||
| 11952 | 2018.03.28 20:48 | modify | 2292 | 0.05 | 105.938 | 106.392 | 0.000 | ||
| 11953 | 2018.03.28 20:48 | modify | 2292 | 0.05 | 105.938 | 106.403 | 0.000 | ||
| 11954 | 2018.03.28 20:49 | modify | 2292 | 0.05 | 105.938 | 106.414 | 0.000 | ||
| 11955 | 2018.03.28 21:19 | modify | 2292 | 0.05 | 105.938 | 106.425 | 0.000 | ||
| 11956 | 2018.03.28 21:19 | modify | 2292 | 0.05 | 105.938 | 106.435 | 0.000 | ||
| 11957 | 2018.03.28 21:20 | modify | 2292 | 0.05 | 105.938 | 106.446 | 0.000 | ||
| 11958 | 2018.03.28 21:21 | modify | 2292 | 0.05 | 105.938 | 106.456 | 0.000 | ||
| 11959 | 2018.03.28 21:23 | modify | 2292 | 0.05 | 105.938 | 106.467 | 0.000 | ||
| 11960 | 2018.03.28 21:23 | modify | 2292 | 0.05 | 105.938 | 106.477 | 0.000 | ||
| 11961 | 2018.03.28 21:23 | modify | 2292 | 0.05 | 105.938 | 106.488 | 0.000 | ||
| 11962 | 2018.03.28 21:38 | modify | 2292 | 0.05 | 105.938 | 106.499 | 0.000 | ||
| 11963 | 2018.03.28 22:38 | modify | 2292 | 0.05 | 105.938 | 106.510 | 0.000 | ||
| 11964 | 2018.03.28 22:49 | modify | 2292 | 0.05 | 105.938 | 106.521 | 0.000 | ||
| 11965 | 2018.03.28 22:51 | modify | 2292 | 0.05 | 105.938 | 106.532 | 0.000 | ||
| 11966 | 2018.03.28 22:55 | modify | 2292 | 0.05 | 105.938 | 106.542 | 0.000 | ||
| 11967 | 2018.03.29 05:23 | s/l | 2292 | 0.05 | 106.542 | 106.542 | 0.000 | 29.10 | 13846.50 |
| 11968 | 2018.03.30 03:54 | sell | 2293 | 0.10 | 106.256 | 0.000 | 0.000 | ||
| 11969 | 2018.03.30 03:54 | modify | 2293 | 0.10 | 106.256 | 106.506 | 0.000 | ||
| 11970 | 2018.03.30 04:56 | close | 2293 | 0.05 | 106.155 | 106.506 | 0.000 | 4.76 | 13851.26 |
| 11971 | 2018.03.30 04:56 | sell | 2294 | 0.05 | 106.256 | 106.506 | 0.000 | ||
| 11972 | 2018.03.30 08:00 | close | 2294 | 0.05 | 106.268 | 106.506 | 0.000 | -0.56 | 13850.70 |
| 11973 | 2018.04.02 15:54 | buy | 2295 | 0.10 | 106.396 | 0.000 | 0.000 | ||
| 11974 | 2018.04.02 15:54 | modify | 2295 | 0.10 | 106.396 | 106.146 | 0.000 | ||
| 11975 | 2018.04.02 17:33 | close | 2295 | 0.05 | 106.276 | 106.146 | 0.000 | -5.65 | 13845.05 |
| 11976 | 2018.04.02 17:33 | buy | 2296 | 0.05 | 106.396 | 106.146 | 0.000 | ||
| 11977 | 2018.04.02 17:35 | close | 2296 | 0.05 | 106.243 | 106.146 | 0.000 | -7.20 | 13837.85 |
| 11978 | 2018.04.02 18:03 | sell | 2297 | 0.10 | 106.151 | 0.000 | 0.000 | ||
| 11979 | 2018.04.02 18:03 | modify | 2297 | 0.10 | 106.151 | 106.401 | 0.000 | ||
| 11980 | 2018.04.02 18:27 | close | 2297 | 0.05 | 106.050 | 106.401 | 0.000 | 4.76 | 13842.61 |
| 11981 | 2018.04.02 18:27 | sell | 2298 | 0.05 | 106.151 | 106.401 | 0.000 | ||
| 11982 | 2018.04.02 20:41 | modify | 2298 | 0.05 | 106.151 | 106.101 | 0.000 | ||
| 11983 | 2018.04.03 08:46 | close | 2298 | 0.05 | 105.980 | 106.101 | 0.000 | 7.57 | 13850.18 |
| 11984 | 2018.04.04 09:58 | buy | 2299 | 0.10 | 106.657 | 0.000 | 0.000 | ||
| 11985 | 2018.04.04 09:58 | modify | 2299 | 0.10 | 106.657 | 106.407 | 0.000 | ||
| 11986 | 2018.04.04 10:30 | close | 2299 | 0.05 | 106.487 | 106.407 | 0.000 | -7.98 | 13842.20 |
| 11987 | 2018.04.04 10:30 | buy | 2300 | 0.05 | 106.657 | 106.407 | 0.000 | ||
| 11988 | 2018.04.04 10:43 | close | 2300 | 0.05 | 106.433 | 106.407 | 0.000 | -10.52 | 13831.68 |
| 11989 | 2018.04.05 09:35 | buy | 2301 | 0.10 | 107.035 | 0.000 | 0.000 | ||
| 11990 | 2018.04.05 09:35 | modify | 2301 | 0.10 | 107.035 | 106.785 | 0.000 | ||
| 11991 | 2018.04.05 11:00 | close | 2301 | 0.05 | 107.049 | 106.785 | 0.000 | 0.65 | 13832.33 |
| 11992 | 2018.04.05 11:00 | buy | 2302 | 0.05 | 107.035 | 106.785 | 0.000 | ||
| 11993 | 2018.04.05 17:44 | modify | 2302 | 0.05 | 107.035 | 107.085 | 0.000 | ||
| 11994 | 2018.04.06 02:05 | s/l | 2302 | 0.05 | 107.085 | 107.085 | 0.000 | 2.58 | 13834.91 |
| 11995 | 2018.04.09 21:43 | sell | 2303 | 0.10 | 106.765 | 0.000 | 0.000 | ||
| 11996 | 2018.04.09 21:43 | modify | 2303 | 0.10 | 106.765 | 107.015 | 0.000 | ||
| 11997 | 2018.04.09 22:58 | close | 2303 | 0.05 | 106.622 | 107.015 | 0.000 | 6.71 | 13841.62 |
| 11998 | 2018.04.09 22:58 | sell | 2304 | 0.05 | 106.765 | 107.015 | 0.000 | ||
| 11999 | 2018.04.10 05:15 | s/l | 2304 | 0.05 | 107.015 | 107.015 | 0.000 | -12.18 | 13829.45 |
| 12000 | 2018.04.10 18:22 | buy | 2305 | 0.10 | 107.247 | 0.000 | 0.000 | ||