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 |
| 12151 | 2018.05.09 03:57 | modify | 2339 | 0.10 | 109.352 | 109.102 | 0.000 | ||
| 12152 | 2018.05.09 04:03 | close | 2339 | 0.05 | 109.474 | 109.102 | 0.000 | 5.57 | 13865.23 |
| 12153 | 2018.05.09 04:03 | buy | 2340 | 0.05 | 109.352 | 109.102 | 0.000 | ||
| 12154 | 2018.05.09 10:11 | modify | 2340 | 0.05 | 109.352 | 109.402 | 0.000 | ||
| 12155 | 2018.05.10 04:35 | close | 2340 | 0.03 | 109.666 | 109.402 | 0.000 | 9.04 | 13874.27 |
| 12156 | 2018.05.10 04:35 | buy | 2341 | 0.02 | 109.352 | 109.402 | 0.000 | ||
| 12157 | 2018.05.10 06:14 | close | 2341 | 0.02 | 109.665 | 109.402 | 0.000 | 6.01 | 13880.28 |
| 12158 | 2018.05.10 10:01 | buy | 2342 | 0.10 | 109.920 | 0.000 | 0.000 | ||
| 12159 | 2018.05.10 10:01 | modify | 2342 | 0.10 | 109.920 | 109.670 | 0.000 | ||
| 12160 | 2018.05.10 12:43 | s/l | 2342 | 0.10 | 109.670 | 109.670 | 0.000 | -22.80 | 13857.48 |
| 12161 | 2018.05.10 15:30 | sell | 2343 | 0.10 | 109.451 | 0.000 | 0.000 | ||
| 12162 | 2018.05.10 15:30 | modify | 2343 | 0.10 | 109.451 | 109.701 | 0.000 | ||
| 12163 | 2018.05.10 15:30 | close | 2343 | 0.05 | 109.349 | 109.701 | 0.000 | 4.66 | 13862.14 |
| 12164 | 2018.05.10 15:30 | sell | 2344 | 0.05 | 109.451 | 109.701 | 0.000 | ||
| 12165 | 2018.05.11 08:00 | close | 2344 | 0.05 | 109.449 | 109.701 | 0.000 | -0.41 | 13861.73 |
| 12166 | 2018.05.14 10:28 | buy | 2345 | 0.10 | 109.523 | 0.000 | 0.000 | ||
| 12167 | 2018.05.14 10:28 | modify | 2345 | 0.10 | 109.523 | 109.273 | 0.000 | ||
| 12168 | 2018.05.14 15:00 | close | 2345 | 0.05 | 109.490 | 109.273 | 0.000 | -1.51 | 13860.22 |
| 12169 | 2018.05.14 15:00 | buy | 2346 | 0.05 | 109.523 | 109.273 | 0.000 | ||
| 12170 | 2018.05.15 07:54 | modify | 2346 | 0.05 | 109.523 | 109.573 | 0.000 | ||
| 12171 | 2018.05.16 05:06 | close | 2346 | 0.03 | 110.274 | 109.573 | 0.000 | 20.73 | 13880.95 |
| 12172 | 2018.05.16 05:06 | buy | 2347 | 0.02 | 109.523 | 109.573 | 0.000 | ||
| 12173 | 2018.05.16 05:15 | close | 2347 | 0.02 | 110.241 | 109.573 | 0.000 | 13.23 | 13894.18 |
| 12174 | 2018.05.17 09:11 | buy | 2348 | 0.10 | 110.427 | 0.000 | 0.000 | ||
| 12175 | 2018.05.17 09:11 | modify | 2348 | 0.10 | 110.427 | 110.177 | 0.000 | ||
| 12176 | 2018.05.17 09:20 | close | 2348 | 0.05 | 110.528 | 110.177 | 0.000 | 4.57 | 13898.75 |
| 12177 | 2018.05.17 09:20 | buy | 2349 | 0.05 | 110.427 | 110.177 | 0.000 | ||
| 12178 | 2018.05.17 15:47 | modify | 2349 | 0.05 | 110.427 | 110.477 | 0.000 | ||
| 12179 | 2018.05.18 08:00 | close | 2349 | 0.05 | 110.910 | 110.477 | 0.000 | 22.02 | 13920.77 |
| 12180 | 2018.05.22 14:44 | sell | 2350 | 0.10 | 110.812 | 0.000 | 0.000 | ||
| 12181 | 2018.05.22 14:44 | modify | 2350 | 0.10 | 110.812 | 111.062 | 0.000 | ||
| 12182 | 2018.05.22 18:16 | s/l | 2350 | 0.10 | 111.062 | 111.062 | 0.000 | -22.51 | 13898.26 |
| 12183 | 2018.05.23 01:12 | sell | 2351 | 0.10 | 110.786 | 0.000 | 0.000 | ||
| 12184 | 2018.05.23 01:12 | modify | 2351 | 0.10 | 110.786 | 111.036 | 0.000 | ||
| 12185 | 2018.05.23 04:22 | close | 2351 | 0.05 | 110.637 | 111.036 | 0.000 | 6.73 | 13904.99 |
| 12186 | 2018.05.23 04:22 | sell | 2352 | 0.05 | 110.786 | 111.036 | 0.000 | ||
| 12187 | 2018.05.23 04:49 | modify | 2352 | 0.05 | 110.786 | 110.736 | 0.000 | ||
| 12188 | 2018.05.23 10:30 | modify | 2352 | 0.05 | 110.786 | 110.635 | 0.000 | ||
| 12189 | 2018.05.23 10:30 | modify | 2352 | 0.05 | 110.786 | 110.624 | 0.000 | ||
| 12190 | 2018.05.23 10:30 | modify | 2352 | 0.05 | 110.786 | 110.613 | 0.000 | ||
| 12191 | 2018.05.23 10:30 | modify | 2352 | 0.05 | 110.786 | 110.602 | 0.000 | ||
| 12192 | 2018.05.23 10:31 | modify | 2352 | 0.05 | 110.786 | 110.591 | 0.000 | ||
| 12193 | 2018.05.23 10:33 | modify | 2352 | 0.05 | 110.786 | 110.580 | 0.000 | ||
| 12194 | 2018.05.23 10:33 | modify | 2352 | 0.05 | 110.786 | 110.569 | 0.000 | ||
| 12195 | 2018.05.23 10:33 | modify | 2352 | 0.05 | 110.786 | 110.558 | 0.000 | ||
| 12196 | 2018.05.23 10:35 | modify | 2352 | 0.05 | 110.786 | 110.547 | 0.000 | ||
| 12197 | 2018.05.23 10:35 | modify | 2352 | 0.05 | 110.786 | 110.536 | 0.000 | ||
| 12198 | 2018.05.23 10:37 | modify | 2352 | 0.05 | 110.786 | 110.525 | 0.000 | ||
| 12199 | 2018.05.23 10:54 | modify | 2352 | 0.05 | 110.786 | 110.514 | 0.000 | ||
| 12200 | 2018.05.23 10:54 | modify | 2352 | 0.05 | 110.786 | 110.503 | 0.000 | ||
| 12201 | 2018.05.23 10:54 | modify | 2352 | 0.05 | 110.786 | 110.492 | 0.000 | ||
| 12202 | 2018.05.23 10:54 | modify | 2352 | 0.05 | 110.786 | 110.480 | 0.000 | ||
| 12203 | 2018.05.23 10:55 | modify | 2352 | 0.05 | 110.786 | 110.469 | 0.000 | ||
| 12204 | 2018.05.23 10:56 | modify | 2352 | 0.05 | 110.786 | 110.458 | 0.000 | ||
| 12205 | 2018.05.23 10:56 | modify | 2352 | 0.05 | 110.786 | 110.446 | 0.000 | ||
| 12206 | 2018.05.23 10:56 | modify | 2352 | 0.05 | 110.786 | 110.434 | 0.000 | ||
| 12207 | 2018.05.23 10:56 | modify | 2352 | 0.05 | 110.786 | 110.422 | 0.000 | ||
| 12208 | 2018.05.23 10:56 | modify | 2352 | 0.05 | 110.786 | 110.411 | 0.000 | ||
| 12209 | 2018.05.23 10:56 | modify | 2352 | 0.05 | 110.786 | 110.400 | 0.000 | ||
| 12210 | 2018.05.23 11:03 | modify | 2352 | 0.05 | 110.786 | 110.387 | 0.000 | ||
| 12211 | 2018.05.23 11:03 | modify | 2352 | 0.05 | 110.786 | 110.374 | 0.000 | ||
| 12212 | 2018.05.23 11:03 | modify | 2352 | 0.05 | 110.786 | 110.361 | 0.000 | ||
| 12213 | 2018.05.23 11:03 | modify | 2352 | 0.05 | 110.786 | 110.350 | 0.000 | ||
| 12214 | 2018.05.23 11:03 | modify | 2352 | 0.05 | 110.786 | 110.337 | 0.000 | ||
| 12215 | 2018.05.23 11:03 | modify | 2352 | 0.05 | 110.786 | 110.324 | 0.000 | ||
| 12216 | 2018.05.23 11:03 | modify | 2352 | 0.05 | 110.786 | 110.311 | 0.000 | ||
| 12217 | 2018.05.23 11:03 | modify | 2352 | 0.05 | 110.786 | 110.301 | 0.000 | ||
| 12218 | 2018.05.23 11:03 | modify | 2352 | 0.05 | 110.786 | 110.288 | 0.000 | ||
| 12219 | 2018.05.23 11:06 | modify | 2352 | 0.05 | 110.786 | 110.276 | 0.000 | ||
| 12220 | 2018.05.23 11:06 | modify | 2352 | 0.05 | 110.786 | 110.265 | 0.000 | ||
| 12221 | 2018.05.23 11:06 | modify | 2352 | 0.05 | 110.786 | 110.254 | 0.000 | ||
| 12222 | 2018.05.23 11:06 | modify | 2352 | 0.05 | 110.786 | 110.243 | 0.000 | ||
| 12223 | 2018.05.23 11:06 | modify | 2352 | 0.05 | 110.786 | 110.232 | 0.000 | ||
| 12224 | 2018.05.23 12:06 | modify | 2352 | 0.05 | 110.786 | 110.221 | 0.000 | ||
| 12225 | 2018.05.23 12:06 | modify | 2352 | 0.05 | 110.786 | 110.210 | 0.000 | ||
| 12226 | 2018.05.23 12:06 | modify | 2352 | 0.05 | 110.786 | 110.199 | 0.000 | ||
| 12227 | 2018.05.23 12:06 | modify | 2352 | 0.05 | 110.786 | 110.188 | 0.000 | ||
| 12228 | 2018.05.23 12:06 | modify | 2352 | 0.05 | 110.786 | 110.177 | 0.000 | ||
| 12229 | 2018.05.23 12:18 | modify | 2352 | 0.05 | 110.786 | 110.167 | 0.000 | ||
| 12230 | 2018.05.23 12:23 | modify | 2352 | 0.05 | 110.786 | 110.156 | 0.000 | ||
| 12231 | 2018.05.23 12:26 | modify | 2352 | 0.05 | 110.786 | 110.145 | 0.000 | ||
| 12232 | 2018.05.23 12:26 | modify | 2352 | 0.05 | 110.786 | 110.134 | 0.000 | ||
| 12233 | 2018.05.23 12:26 | modify | 2352 | 0.05 | 110.786 | 110.123 | 0.000 | ||
| 12234 | 2018.05.23 12:26 | modify | 2352 | 0.05 | 110.786 | 110.112 | 0.000 | ||
| 12235 | 2018.05.23 12:41 | modify | 2352 | 0.05 | 110.786 | 110.100 | 0.000 | ||
| 12236 | 2018.05.23 12:41 | modify | 2352 | 0.05 | 110.786 | 110.088 | 0.000 | ||
| 12237 | 2018.05.23 12:41 | modify | 2352 | 0.05 | 110.786 | 110.077 | 0.000 | ||
| 12238 | 2018.05.23 12:41 | modify | 2352 | 0.05 | 110.786 | 110.066 | 0.000 | ||
| 12239 | 2018.05.23 12:41 | modify | 2352 | 0.05 | 110.786 | 110.055 | 0.000 | ||
| 12240 | 2018.05.23 12:41 | modify | 2352 | 0.05 | 110.786 | 110.043 | 0.000 | ||
| 12241 | 2018.05.23 12:42 | modify | 2352 | 0.05 | 110.786 | 110.033 | 0.000 | ||
| 12242 | 2018.05.23 12:42 | modify | 2352 | 0.05 | 110.786 | 110.022 | 0.000 | ||
| 12243 | 2018.05.23 12:42 | modify | 2352 | 0.05 | 110.786 | 110.011 | 0.000 | ||
| 12244 | 2018.05.23 16:13 | s/l | 2352 | 0.05 | 110.011 | 110.011 | 0.000 | 35.22 | 13940.21 |
| 12245 | 2018.05.29 03:10 | sell | 2353 | 0.10 | 109.222 | 0.000 | 0.000 | ||
| 12246 | 2018.05.29 03:10 | modify | 2353 | 0.10 | 109.222 | 109.472 | 0.000 | ||
| 12247 | 2018.05.29 04:09 | close | 2353 | 0.05 | 109.121 | 109.472 | 0.000 | 4.63 | 13944.84 |
| 12248 | 2018.05.29 04:09 | sell | 2354 | 0.05 | 109.222 | 109.472 | 0.000 | ||
| 12249 | 2018.05.29 09:25 | modify | 2354 | 0.05 | 109.222 | 109.172 | 0.000 | ||
| 12250 | 2018.05.29 11:24 | modify | 2354 | 0.05 | 109.222 | 109.071 | 0.000 | ||
| 12251 | 2018.05.29 11:24 | modify | 2354 | 0.05 | 109.222 | 109.060 | 0.000 | ||
| 12252 | 2018.05.29 11:28 | modify | 2354 | 0.05 | 109.222 | 109.049 | 0.000 | ||
| 12253 | 2018.05.29 11:28 | modify | 2354 | 0.05 | 109.222 | 109.039 | 0.000 | ||
| 12254 | 2018.05.29 11:28 | modify | 2354 | 0.05 | 109.222 | 109.028 | 0.000 | ||
| 12255 | 2018.05.29 11:29 | modify | 2354 | 0.05 | 109.222 | 109.017 | 0.000 | ||
| 12256 | 2018.05.29 11:29 | modify | 2354 | 0.05 | 109.222 | 109.006 | 0.000 | ||
| 12257 | 2018.05.29 11:29 | modify | 2354 | 0.05 | 109.222 | 108.995 | 0.000 | ||
| 12258 | 2018.05.29 11:30 | modify | 2354 | 0.05 | 109.222 | 108.984 | 0.000 | ||
| 12259 | 2018.05.29 11:30 | modify | 2354 | 0.05 | 109.222 | 108.973 | 0.000 | ||
| 12260 | 2018.05.29 11:30 | modify | 2354 | 0.05 | 109.222 | 108.962 | 0.000 | ||
| 12261 | 2018.05.29 11:30 | modify | 2354 | 0.05 | 109.222 | 108.950 | 0.000 | ||
| 12262 | 2018.05.29 11:36 | modify | 2354 | 0.05 | 109.222 | 108.939 | 0.000 | ||
| 12263 | 2018.05.29 11:36 | modify | 2354 | 0.05 | 109.222 | 108.928 | 0.000 | ||
| 12264 | 2018.05.29 11:36 | modify | 2354 | 0.05 | 109.222 | 108.917 | 0.000 | ||
| 12265 | 2018.05.29 11:36 | modify | 2354 | 0.05 | 109.222 | 108.904 | 0.000 | ||
| 12266 | 2018.05.29 11:36 | modify | 2354 | 0.05 | 109.222 | 108.893 | 0.000 | ||
| 12267 | 2018.05.29 11:36 | modify | 2354 | 0.05 | 109.222 | 108.882 | 0.000 | ||
| 12268 | 2018.05.29 12:58 | s/l | 2354 | 0.05 | 108.882 | 108.882 | 0.000 | 15.61 | 13960.45 |
| 12269 | 2018.05.31 16:49 | sell | 2355 | 0.10 | 108.524 | 0.000 | 0.000 | ||
| 12270 | 2018.05.31 16:49 | modify | 2355 | 0.10 | 108.524 | 108.774 | 0.000 | ||
| 12271 | 2018.05.31 18:39 | s/l | 2355 | 0.10 | 108.774 | 108.774 | 0.000 | -22.98 | 13937.47 |
| 12272 | 2018.06.01 04:15 | buy | 2356 | 0.10 | 109.004 | 0.000 | 0.000 | ||
| 12273 | 2018.06.01 04:15 | modify | 2356 | 0.10 | 109.004 | 108.754 | 0.000 | ||
| 12274 | 2018.06.01 04:17 | close | 2356 | 0.05 | 109.105 | 108.754 | 0.000 | 4.63 | 13942.10 |
| 12275 | 2018.06.01 04:17 | buy | 2357 | 0.05 | 109.004 | 108.754 | 0.000 | ||
| 12276 | 2018.06.01 08:00 | close | 2357 | 0.05 | 109.096 | 108.754 | 0.000 | 4.22 | 13946.32 |
| 12277 | 2018.06.04 22:48 | buy | 2358 | 0.10 | 109.802 | 0.000 | 0.000 | ||
| 12278 | 2018.06.04 22:48 | modify | 2358 | 0.10 | 109.802 | 109.552 | 0.000 | ||
| 12279 | 2018.06.05 05:00 | close | 2358 | 0.05 | 109.874 | 109.552 | 0.000 | 3.53 | 13949.86 |
| 12280 | 2018.06.05 05:00 | buy | 2359 | 0.05 | 109.802 | 109.552 | 0.000 | ||
| 12281 | 2018.06.05 10:03 | close | 2359 | 0.05 | 109.744 | 109.552 | 0.000 | -2.39 | 13947.47 |
| 12282 | 2018.06.06 09:57 | buy | 2360 | 0.10 | 110.007 | 0.000 | 0.000 | ||
| 12283 | 2018.06.06 09:57 | modify | 2360 | 0.10 | 110.007 | 109.757 | 0.000 | ||
| 12284 | 2018.06.07 04:00 | close | 2360 | 0.05 | 110.141 | 109.757 | 0.000 | 6.83 | 13954.30 |
| 12285 | 2018.06.07 04:00 | buy | 2361 | 0.05 | 110.007 | 109.757 | 0.000 | ||
| 12286 | 2018.06.07 04:38 | close | 2361 | 0.03 | 110.034 | 109.757 | 0.000 | 1.19 | 13955.49 |
| 12287 | 2018.06.07 04:38 | buy | 2362 | 0.02 | 110.007 | 109.757 | 0.000 | ||
| 12288 | 2018.06.07 04:59 | close | 2362 | 0.02 | 109.955 | 109.757 | 0.000 | -0.65 | 13954.84 |
| 12289 | 2018.06.07 19:33 | sell | 2363 | 0.10 | 109.832 | 0.000 | 0.000 | ||
| 12290 | 2018.06.07 19:33 | modify | 2363 | 0.10 | 109.832 | 110.082 | 0.000 | ||
| 12291 | 2018.06.07 19:46 | close | 2363 | 0.05 | 109.731 | 110.082 | 0.000 | 4.60 | 13959.44 |
| 12292 | 2018.06.07 19:46 | sell | 2364 | 0.05 | 109.832 | 110.082 | 0.000 | ||
| 12293 | 2018.06.07 20:35 | modify | 2364 | 0.05 | 109.832 | 109.782 | 0.000 | ||
| 12294 | 2018.06.08 03:48 | s/l | 2364 | 0.05 | 109.782 | 109.782 | 0.000 | 1.78 | 13961.22 |
| 12295 | 2018.06.11 20:29 | buy | 2365 | 0.10 | 110.106 | 0.000 | 0.000 | ||
| 12296 | 2018.06.11 20:29 | modify | 2365 | 0.10 | 110.106 | 109.856 | 0.000 | ||
| 12297 | 2018.06.11 23:00 | close | 2365 | 0.05 | 110.018 | 109.856 | 0.000 | -4.00 | 13957.22 |
| 12298 | 2018.06.11 23:00 | buy | 2366 | 0.05 | 110.106 | 109.856 | 0.000 | ||
| 12299 | 2018.06.12 03:08 | modify | 2366 | 0.05 | 110.106 | 110.156 | 0.000 | ||
| 12300 | 2018.06.12 05:16 | s/l | 2366 | 0.05 | 110.156 | 110.156 | 0.000 | 2.52 | 13959.74 |