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 |
| 12001 | 2018.04.10 18:22 | modify | 2305 | 0.10 | 107.247 | 106.997 | 0.000 | ||
| 12002 | 2018.04.10 18:31 | close | 2305 | 0.05 | 107.348 | 106.997 | 0.000 | 4.70 | 13834.15 |
| 12003 | 2018.04.10 18:31 | buy | 2306 | 0.05 | 107.247 | 106.997 | 0.000 | ||
| 12004 | 2018.04.11 03:45 | s/l | 2306 | 0.05 | 106.997 | 106.997 | 0.000 | -11.43 | 13822.72 |
| 12005 | 2018.04.11 14:03 | sell | 2307 | 0.10 | 106.795 | 0.000 | 0.000 | ||
| 12006 | 2018.04.11 14:03 | modify | 2307 | 0.10 | 106.795 | 107.045 | 0.000 | ||
| 12007 | 2018.04.11 16:00 | close | 2307 | 0.05 | 106.833 | 107.045 | 0.000 | -1.78 | 13820.94 |
| 12008 | 2018.04.11 16:00 | sell | 2308 | 0.05 | 106.795 | 107.045 | 0.000 | ||
| 12009 | 2018.04.11 21:06 | close | 2308 | 0.03 | 106.995 | 107.045 | 0.000 | -5.61 | 13815.33 |
| 12010 | 2018.04.11 21:06 | sell | 2309 | 0.02 | 106.795 | 107.045 | 0.000 | ||
| 12011 | 2018.04.11 21:16 | s/l | 2309 | 0.02 | 107.045 | 107.045 | 0.000 | -4.67 | 13810.66 |
| 12012 | 2018.04.12 14:07 | buy | 2310 | 0.10 | 107.180 | 0.000 | 0.000 | ||
| 12013 | 2018.04.12 14:07 | modify | 2310 | 0.10 | 107.180 | 106.930 | 0.000 | ||
| 12014 | 2018.04.13 01:00 | close | 2310 | 0.05 | 107.289 | 106.930 | 0.000 | 5.33 | 13815.99 |
| 12015 | 2018.04.13 01:00 | buy | 2311 | 0.05 | 107.180 | 106.930 | 0.000 | ||
| 12016 | 2018.04.13 08:00 | close | 2311 | 0.05 | 107.364 | 106.930 | 0.000 | 8.82 | 13824.81 |
| 12017 | 2018.04.16 05:53 | sell | 2312 | 0.10 | 107.192 | 0.000 | 0.000 | ||
| 12018 | 2018.04.16 05:53 | modify | 2312 | 0.10 | 107.192 | 107.442 | 0.000 | ||
| 12019 | 2018.04.16 08:00 | close | 2312 | 0.05 | 107.249 | 107.442 | 0.000 | -2.66 | 13822.15 |
| 12020 | 2018.04.16 08:00 | sell | 2313 | 0.05 | 107.192 | 107.442 | 0.000 | ||
| 12021 | 2018.04.16 17:44 | close | 2313 | 0.03 | 107.295 | 107.442 | 0.000 | -2.88 | 13819.27 |
| 12022 | 2018.04.16 17:44 | sell | 2314 | 0.02 | 107.192 | 107.442 | 0.000 | ||
| 12023 | 2018.04.17 15:15 | close | 2314 | 0.02 | 107.125 | 107.442 | 0.000 | 1.05 | 13820.32 |
| 12024 | 2018.04.18 04:15 | buy | 2315 | 0.10 | 107.211 | 0.000 | 0.000 | ||
| 12025 | 2018.04.18 04:15 | modify | 2315 | 0.10 | 107.211 | 106.961 | 0.000 | ||
| 12026 | 2018.04.18 04:55 | close | 2315 | 0.05 | 107.311 | 106.961 | 0.000 | 4.66 | 13824.98 |
| 12027 | 2018.04.18 04:55 | buy | 2316 | 0.05 | 107.211 | 106.961 | 0.000 | ||
| 12028 | 2018.04.18 16:25 | close | 2316 | 0.05 | 107.173 | 106.961 | 0.000 | -1.77 | 13823.21 |
| 12029 | 2018.04.19 03:30 | buy | 2317 | 0.10 | 107.385 | 0.000 | 0.000 | ||
| 12030 | 2018.04.19 03:30 | modify | 2317 | 0.10 | 107.385 | 107.135 | 0.000 | ||
| 12031 | 2018.04.19 07:00 | close | 2317 | 0.05 | 107.401 | 107.135 | 0.000 | 0.74 | 13823.95 |
| 12032 | 2018.04.19 07:00 | buy | 2318 | 0.05 | 107.385 | 107.135 | 0.000 | ||
| 12033 | 2018.04.19 15:15 | close | 2318 | 0.05 | 107.302 | 107.135 | 0.000 | -3.87 | 13820.08 |
| 12034 | 2018.04.20 03:36 | buy | 2319 | 0.10 | 107.516 | 0.000 | 0.000 | ||
| 12035 | 2018.04.20 03:36 | modify | 2319 | 0.10 | 107.516 | 107.266 | 0.000 | ||
| 12036 | 2018.04.20 04:00 | close | 2319 | 0.05 | 107.452 | 107.266 | 0.000 | -2.98 | 13817.10 |
| 12037 | 2018.04.20 04:00 | buy | 2320 | 0.05 | 107.516 | 107.266 | 0.000 | ||
| 12038 | 2018.04.20 08:00 | close | 2320 | 0.05 | 107.637 | 107.266 | 0.000 | 5.62 | 13822.72 |
| 12039 | 2018.04.23 11:53 | buy | 2321 | 0.10 | 107.966 | 0.000 | 0.000 | ||
| 12040 | 2018.04.23 11:53 | modify | 2321 | 0.10 | 107.966 | 107.716 | 0.000 | ||
| 12041 | 2018.04.23 12:23 | close | 2321 | 0.05 | 108.068 | 107.716 | 0.000 | 4.72 | 13827.44 |
| 12042 | 2018.04.23 12:23 | buy | 2322 | 0.05 | 107.966 | 107.716 | 0.000 | ||
| 12043 | 2018.04.23 16:48 | modify | 2322 | 0.05 | 107.966 | 108.016 | 0.000 | ||
| 12044 | 2018.04.23 18:33 | modify | 2322 | 0.05 | 107.966 | 108.117 | 0.000 | ||
| 12045 | 2018.04.23 18:53 | modify | 2322 | 0.05 | 107.966 | 108.128 | 0.000 | ||
| 12046 | 2018.04.23 18:53 | modify | 2322 | 0.05 | 107.966 | 108.139 | 0.000 | ||
| 12047 | 2018.04.23 18:53 | modify | 2322 | 0.05 | 107.966 | 108.150 | 0.000 | ||
| 12048 | 2018.04.23 18:54 | modify | 2322 | 0.05 | 107.966 | 108.161 | 0.000 | ||
| 12049 | 2018.04.23 18:56 | modify | 2322 | 0.05 | 107.966 | 108.172 | 0.000 | ||
| 12050 | 2018.04.23 19:27 | modify | 2322 | 0.05 | 107.966 | 108.182 | 0.000 | ||
| 12051 | 2018.04.23 19:29 | modify | 2322 | 0.05 | 107.966 | 108.193 | 0.000 | ||
| 12052 | 2018.04.23 19:43 | modify | 2322 | 0.05 | 107.966 | 108.203 | 0.000 | ||
| 12053 | 2018.04.23 19:48 | modify | 2322 | 0.05 | 107.966 | 108.214 | 0.000 | ||
| 12054 | 2018.04.23 19:48 | modify | 2322 | 0.05 | 107.966 | 108.224 | 0.000 | ||
| 12055 | 2018.04.23 19:51 | modify | 2322 | 0.05 | 107.966 | 108.235 | 0.000 | ||
| 12056 | 2018.04.23 19:51 | modify | 2322 | 0.05 | 107.966 | 108.246 | 0.000 | ||
| 12057 | 2018.04.23 20:48 | modify | 2322 | 0.05 | 107.966 | 108.256 | 0.000 | ||
| 12058 | 2018.04.23 20:51 | modify | 2322 | 0.05 | 107.966 | 108.267 | 0.000 | ||
| 12059 | 2018.04.23 22:21 | modify | 2322 | 0.05 | 107.966 | 108.277 | 0.000 | ||
| 12060 | 2018.04.23 22:25 | modify | 2322 | 0.05 | 107.966 | 108.288 | 0.000 | ||
| 12061 | 2018.04.24 02:31 | modify | 2322 | 0.05 | 107.966 | 108.299 | 0.000 | ||
| 12062 | 2018.04.24 02:31 | modify | 2322 | 0.05 | 107.966 | 108.310 | 0.000 | ||
| 12063 | 2018.04.24 02:41 | modify | 2322 | 0.05 | 107.966 | 108.321 | 0.000 | ||
| 12064 | 2018.04.24 03:05 | modify | 2322 | 0.05 | 107.966 | 108.331 | 0.000 | ||
| 12065 | 2018.04.24 03:05 | modify | 2322 | 0.05 | 107.966 | 108.342 | 0.000 | ||
| 12066 | 2018.04.24 04:12 | modify | 2322 | 0.05 | 107.966 | 108.352 | 0.000 | ||
| 12067 | 2018.04.24 04:12 | modify | 2322 | 0.05 | 107.966 | 108.363 | 0.000 | ||
| 12068 | 2018.04.24 04:12 | modify | 2322 | 0.05 | 107.966 | 108.374 | 0.000 | ||
| 12069 | 2018.04.24 04:14 | modify | 2322 | 0.05 | 107.966 | 108.384 | 0.000 | ||
| 12070 | 2018.04.24 04:15 | modify | 2322 | 0.05 | 107.966 | 108.395 | 0.000 | ||
| 12071 | 2018.04.24 04:15 | modify | 2322 | 0.05 | 107.966 | 108.405 | 0.000 | ||
| 12072 | 2018.04.24 10:01 | modify | 2322 | 0.05 | 107.966 | 108.416 | 0.000 | ||
| 12073 | 2018.04.24 10:02 | modify | 2322 | 0.05 | 107.966 | 108.426 | 0.000 | ||
| 12074 | 2018.04.24 10:05 | modify | 2322 | 0.05 | 107.966 | 108.437 | 0.000 | ||
| 12075 | 2018.04.24 10:06 | modify | 2322 | 0.05 | 107.966 | 108.447 | 0.000 | ||
| 12076 | 2018.04.24 15:32 | modify | 2322 | 0.05 | 107.966 | 108.458 | 0.000 | ||
| 12077 | 2018.04.24 15:32 | modify | 2322 | 0.05 | 107.966 | 108.468 | 0.000 | ||
| 12078 | 2018.04.24 15:32 | modify | 2322 | 0.05 | 107.966 | 108.479 | 0.000 | ||
| 12079 | 2018.04.24 15:34 | modify | 2322 | 0.05 | 107.966 | 108.490 | 0.000 | ||
| 12080 | 2018.04.24 15:39 | modify | 2322 | 0.05 | 107.966 | 108.500 | 0.000 | ||
| 12081 | 2018.04.24 15:44 | modify | 2322 | 0.05 | 107.966 | 108.511 | 0.000 | ||
| 12082 | 2018.04.24 15:45 | modify | 2322 | 0.05 | 107.966 | 108.521 | 0.000 | ||
| 12083 | 2018.04.24 15:45 | modify | 2322 | 0.05 | 107.966 | 108.532 | 0.000 | ||
| 12084 | 2018.04.24 15:45 | modify | 2322 | 0.05 | 107.966 | 108.543 | 0.000 | ||
| 12085 | 2018.04.24 15:45 | modify | 2322 | 0.05 | 107.966 | 108.554 | 0.000 | ||
| 12086 | 2018.04.24 15:45 | modify | 2322 | 0.05 | 107.966 | 108.566 | 0.000 | ||
| 12087 | 2018.04.24 15:45 | modify | 2322 | 0.05 | 107.966 | 108.577 | 0.000 | ||
| 12088 | 2018.04.24 15:45 | modify | 2322 | 0.05 | 107.966 | 108.588 | 0.000 | ||
| 12089 | 2018.04.24 15:46 | modify | 2322 | 0.05 | 107.966 | 108.598 | 0.000 | ||
| 12090 | 2018.04.24 16:24 | modify | 2322 | 0.05 | 107.966 | 108.609 | 0.000 | ||
| 12091 | 2018.04.24 16:24 | modify | 2322 | 0.05 | 107.966 | 108.619 | 0.000 | ||
| 12092 | 2018.04.24 16:24 | modify | 2322 | 0.05 | 107.966 | 108.630 | 0.000 | ||
| 12093 | 2018.04.24 16:24 | modify | 2322 | 0.05 | 107.966 | 108.640 | 0.000 | ||
| 12094 | 2018.04.24 16:24 | modify | 2322 | 0.05 | 107.966 | 108.652 | 0.000 | ||
| 12095 | 2018.04.24 16:24 | modify | 2322 | 0.05 | 107.966 | 108.663 | 0.000 | ||
| 12096 | 2018.04.24 16:45 | modify | 2322 | 0.05 | 107.966 | 108.673 | 0.000 | ||
| 12097 | 2018.04.24 16:46 | modify | 2322 | 0.05 | 107.966 | 108.684 | 0.000 | ||
| 12098 | 2018.04.24 16:48 | modify | 2322 | 0.05 | 107.966 | 108.694 | 0.000 | ||
| 12099 | 2018.04.24 17:08 | modify | 2322 | 0.05 | 107.966 | 108.705 | 0.000 | ||
| 12100 | 2018.04.24 17:54 | modify | 2322 | 0.05 | 107.966 | 108.715 | 0.000 | ||
| 12101 | 2018.04.24 18:01 | modify | 2322 | 0.05 | 107.966 | 108.726 | 0.000 | ||
| 12102 | 2018.04.24 18:04 | modify | 2322 | 0.05 | 107.966 | 108.736 | 0.000 | ||
| 12103 | 2018.04.24 19:53 | close | 2322 | 0.03 | 108.776 | 108.736 | 0.000 | 22.49 | 13849.93 |
| 12104 | 2018.04.24 19:53 | buy | 2323 | 0.02 | 107.966 | 108.736 | 0.000 | ||
| 12105 | 2018.04.24 19:58 | s/l | 2323 | 0.02 | 108.736 | 108.736 | 0.000 | 14.26 | 13864.19 |
| 12106 | 2018.04.25 17:32 | buy | 2324 | 0.10 | 109.311 | 0.000 | 0.000 | ||
| 12107 | 2018.04.25 17:32 | modify | 2324 | 0.10 | 109.311 | 109.061 | 0.000 | ||
| 12108 | 2018.04.26 02:00 | close | 2324 | 0.05 | 109.396 | 109.061 | 0.000 | 4.63 | 13868.82 |
| 12109 | 2018.04.26 02:00 | buy | 2325 | 0.05 | 109.311 | 109.061 | 0.000 | ||
| 12110 | 2018.04.26 06:44 | close | 2325 | 0.03 | 109.298 | 109.061 | 0.000 | 0.09 | 13868.91 |
| 12111 | 2018.04.26 06:44 | buy | 2326 | 0.02 | 109.311 | 109.061 | 0.000 | ||
| 12112 | 2018.04.26 09:54 | close | 2326 | 0.02 | 109.281 | 109.061 | 0.000 | -0.25 | 13868.66 |
| 12113 | 2018.05.01 09:24 | buy | 2327 | 0.10 | 109.452 | 0.000 | 0.000 | ||
| 12114 | 2018.05.01 09:24 | modify | 2327 | 0.10 | 109.452 | 109.202 | 0.000 | ||
| 12115 | 2018.05.01 14:00 | close | 2327 | 0.05 | 109.636 | 109.202 | 0.000 | 8.39 | 13877.05 |
| 12116 | 2018.05.01 14:00 | buy | 2328 | 0.05 | 109.452 | 109.202 | 0.000 | ||
| 12117 | 2018.05.01 22:11 | modify | 2328 | 0.05 | 109.452 | 109.502 | 0.000 | ||
| 12118 | 2018.05.02 04:58 | close | 2328 | 0.03 | 109.662 | 109.502 | 0.000 | 5.89 | 13882.94 |
| 12119 | 2018.05.02 04:58 | buy | 2329 | 0.02 | 109.452 | 109.502 | 0.000 | ||
| 12120 | 2018.05.02 10:50 | close | 2329 | 0.02 | 109.717 | 109.502 | 0.000 | 4.93 | 13887.87 |
| 12121 | 2018.05.02 16:49 | buy | 2330 | 0.10 | 109.918 | 0.000 | 0.000 | ||
| 12122 | 2018.05.02 16:49 | modify | 2330 | 0.10 | 109.918 | 109.668 | 0.000 | ||
| 12123 | 2018.05.02 21:00 | close | 2330 | 0.05 | 109.851 | 109.668 | 0.000 | -3.05 | 13884.82 |
| 12124 | 2018.05.02 21:00 | buy | 2331 | 0.05 | 109.918 | 109.668 | 0.000 | ||
| 12125 | 2018.05.02 21:01 | close | 2331 | 0.03 | 109.783 | 109.668 | 0.000 | -3.69 | 13881.13 |
| 12126 | 2018.05.02 21:01 | buy | 2332 | 0.02 | 109.918 | 109.668 | 0.000 | ||
| 12127 | 2018.05.02 21:02 | close | 2332 | 0.02 | 109.734 | 109.668 | 0.000 | -3.35 | 13877.78 |
| 12128 | 2018.05.03 04:50 | sell | 2333 | 0.10 | 109.584 | 0.000 | 0.000 | ||
| 12129 | 2018.05.03 04:50 | modify | 2333 | 0.10 | 109.584 | 109.834 | 0.000 | ||
| 12130 | 2018.05.03 12:00 | close | 2333 | 0.05 | 109.659 | 109.834 | 0.000 | -3.42 | 13874.36 |
| 12131 | 2018.05.03 12:00 | sell | 2334 | 0.05 | 109.584 | 109.834 | 0.000 | ||
| 12132 | 2018.05.03 14:55 | modify | 2334 | 0.05 | 109.584 | 109.534 | 0.000 | ||
| 12133 | 2018.05.03 18:31 | modify | 2334 | 0.05 | 109.584 | 109.433 | 0.000 | ||
| 12134 | 2018.05.03 18:31 | modify | 2334 | 0.05 | 109.584 | 109.423 | 0.000 | ||
| 12135 | 2018.05.03 18:31 | modify | 2334 | 0.05 | 109.584 | 109.412 | 0.000 | ||
| 12136 | 2018.05.03 18:31 | modify | 2334 | 0.05 | 109.584 | 109.402 | 0.000 | ||
| 12137 | 2018.05.03 18:31 | modify | 2334 | 0.05 | 109.584 | 109.391 | 0.000 | ||
| 12138 | 2018.05.03 18:34 | modify | 2334 | 0.05 | 109.584 | 109.380 | 0.000 | ||
| 12139 | 2018.05.04 08:00 | close | 2334 | 0.05 | 109.101 | 109.380 | 0.000 | 21.64 | 13896.01 |
| 12140 | 2018.05.07 10:04 | buy | 2335 | 0.10 | 109.287 | 0.000 | 0.000 | ||
| 12141 | 2018.05.07 10:04 | modify | 2335 | 0.10 | 109.287 | 109.037 | 0.000 | ||
| 12142 | 2018.05.07 11:00 | close | 2335 | 0.05 | 109.178 | 109.037 | 0.000 | -4.99 | 13891.02 |
| 12143 | 2018.05.07 11:00 | buy | 2336 | 0.05 | 109.287 | 109.037 | 0.000 | ||
| 12144 | 2018.05.07 19:52 | close | 2336 | 0.05 | 109.067 | 109.037 | 0.000 | -10.09 | 13880.93 |
| 12145 | 2018.05.08 21:45 | sell | 2337 | 0.10 | 108.822 | 0.000 | 0.000 | ||
| 12146 | 2018.05.08 21:45 | modify | 2337 | 0.10 | 108.822 | 109.072 | 0.000 | ||
| 12147 | 2018.05.08 22:00 | close | 2337 | 0.05 | 109.036 | 109.072 | 0.000 | -9.81 | 13871.12 |
| 12148 | 2018.05.08 22:00 | sell | 2338 | 0.05 | 108.822 | 109.072 | 0.000 | ||
| 12149 | 2018.05.08 22:06 | s/l | 2338 | 0.05 | 109.072 | 109.072 | 0.000 | -11.46 | 13859.66 |
| 12150 | 2018.05.09 03:57 | buy | 2339 | 0.10 | 109.352 | 0.000 | 0.000 | ||