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 |
| 12301 | 2018.06.13 01:28 | buy | 2367 | 0.10 | 110.495 | 0.000 | 0.000 | ||
| 12302 | 2018.06.13 01:28 | modify | 2367 | 0.10 | 110.495 | 110.245 | 0.000 | ||
| 12303 | 2018.06.13 03:00 | close | 2367 | 0.05 | 110.442 | 110.245 | 0.000 | -2.40 | 13957.34 |
| 12304 | 2018.06.13 03:00 | buy | 2368 | 0.05 | 110.495 | 110.245 | 0.000 | ||
| 12305 | 2018.06.13 16:00 | close | 2368 | 0.05 | 110.463 | 110.245 | 0.000 | -1.45 | 13955.89 |
| 12306 | 2018.06.13 21:05 | buy | 2369 | 0.10 | 110.719 | 0.000 | 0.000 | ||
| 12307 | 2018.06.13 21:05 | modify | 2369 | 0.10 | 110.719 | 110.469 | 0.000 | ||
| 12308 | 2018.06.13 21:32 | close | 2369 | 0.05 | 110.820 | 110.469 | 0.000 | 4.56 | 13960.45 |
| 12309 | 2018.06.13 21:32 | buy | 2370 | 0.05 | 110.719 | 110.469 | 0.000 | ||
| 12310 | 2018.06.13 22:04 | s/l | 2370 | 0.05 | 110.469 | 110.469 | 0.000 | -11.31 | 13949.14 |
| 12311 | 2018.06.14 01:06 | sell | 2371 | 0.10 | 110.196 | 0.000 | 0.000 | ||
| 12312 | 2018.06.14 01:06 | modify | 2371 | 0.10 | 110.196 | 110.446 | 0.000 | ||
| 12313 | 2018.06.14 04:00 | close | 2371 | 0.05 | 110.300 | 110.446 | 0.000 | -4.71 | 13944.43 |
| 12314 | 2018.06.14 04:00 | sell | 2372 | 0.05 | 110.196 | 110.446 | 0.000 | ||
| 12315 | 2018.06.14 16:13 | close | 2372 | 0.05 | 110.353 | 110.446 | 0.000 | -7.11 | 13937.32 |
| 12316 | 2018.06.15 05:44 | buy | 2373 | 0.10 | 110.774 | 0.000 | 0.000 | ||
| 12317 | 2018.06.15 05:44 | modify | 2373 | 0.10 | 110.774 | 110.524 | 0.000 | ||
| 12318 | 2018.06.15 08:00 | close | 2373 | 0.10 | 110.740 | 110.524 | 0.000 | -3.07 | 13934.25 |
| 12319 | 2018.06.18 04:52 | sell | 2374 | 0.10 | 110.376 | 0.000 | 0.000 | ||
| 12320 | 2018.06.18 04:52 | modify | 2374 | 0.10 | 110.376 | 110.626 | 0.000 | ||
| 12321 | 2018.06.18 09:00 | close | 2374 | 0.05 | 110.494 | 110.626 | 0.000 | -5.34 | 13928.91 |
| 12322 | 2018.06.18 09:00 | sell | 2375 | 0.05 | 110.376 | 110.626 | 0.000 | ||
| 12323 | 2018.06.18 20:54 | close | 2375 | 0.03 | 110.524 | 110.626 | 0.000 | -4.02 | 13924.89 |
| 12324 | 2018.06.18 20:54 | sell | 2376 | 0.02 | 110.376 | 110.626 | 0.000 | ||
| 12325 | 2018.06.18 22:21 | close | 2376 | 0.02 | 110.558 | 110.626 | 0.000 | -3.29 | 13921.60 |
| 12326 | 2018.06.19 02:37 | sell | 2377 | 0.10 | 110.289 | 0.000 | 0.000 | ||
| 12327 | 2018.06.19 02:37 | modify | 2377 | 0.10 | 110.289 | 110.539 | 0.000 | ||
| 12328 | 2018.06.19 02:46 | close | 2377 | 0.05 | 110.188 | 110.539 | 0.000 | 4.58 | 13926.18 |
| 12329 | 2018.06.19 02:46 | sell | 2378 | 0.05 | 110.289 | 110.539 | 0.000 | ||
| 12330 | 2018.06.19 04:53 | modify | 2378 | 0.05 | 110.289 | 110.239 | 0.000 | ||
| 12331 | 2018.06.19 07:17 | modify | 2378 | 0.05 | 110.289 | 110.138 | 0.000 | ||
| 12332 | 2018.06.19 08:04 | modify | 2378 | 0.05 | 110.289 | 110.126 | 0.000 | ||
| 12333 | 2018.06.19 08:12 | modify | 2378 | 0.05 | 110.289 | 110.115 | 0.000 | ||
| 12334 | 2018.06.19 08:50 | modify | 2378 | 0.05 | 110.289 | 110.104 | 0.000 | ||
| 12335 | 2018.06.19 08:52 | modify | 2378 | 0.05 | 110.289 | 110.093 | 0.000 | ||
| 12336 | 2018.06.19 08:52 | modify | 2378 | 0.05 | 110.289 | 110.082 | 0.000 | ||
| 12337 | 2018.06.19 08:56 | modify | 2378 | 0.05 | 110.289 | 110.071 | 0.000 | ||
| 12338 | 2018.06.19 08:56 | modify | 2378 | 0.05 | 110.289 | 110.060 | 0.000 | ||
| 12339 | 2018.06.19 08:59 | modify | 2378 | 0.05 | 110.289 | 110.049 | 0.000 | ||
| 12340 | 2018.06.19 08:59 | modify | 2378 | 0.05 | 110.289 | 110.039 | 0.000 | ||
| 12341 | 2018.06.19 09:00 | modify | 2378 | 0.05 | 110.289 | 110.028 | 0.000 | ||
| 12342 | 2018.06.19 09:00 | modify | 2378 | 0.05 | 110.289 | 110.016 | 0.000 | ||
| 12343 | 2018.06.19 09:06 | modify | 2378 | 0.05 | 110.289 | 110.005 | 0.000 | ||
| 12344 | 2018.06.19 16:37 | s/l | 2378 | 0.05 | 110.005 | 110.005 | 0.000 | 12.91 | 13939.09 |
| 12345 | 2018.06.20 21:04 | buy | 2379 | 0.10 | 110.267 | 0.000 | 0.000 | ||
| 12346 | 2018.06.20 21:04 | modify | 2379 | 0.10 | 110.267 | 110.017 | 0.000 | ||
| 12347 | 2018.06.20 21:55 | close | 2379 | 0.05 | 110.368 | 110.017 | 0.000 | 4.58 | 13943.67 |
| 12348 | 2018.06.20 21:55 | buy | 2380 | 0.05 | 110.267 | 110.017 | 0.000 | ||
| 12349 | 2018.06.21 04:58 | modify | 2380 | 0.05 | 110.267 | 110.317 | 0.000 | ||
| 12350 | 2018.06.21 11:48 | close | 2380 | 0.03 | 110.372 | 110.317 | 0.000 | 3.30 | 13946.98 |
| 12351 | 2018.06.21 11:48 | buy | 2381 | 0.02 | 110.267 | 110.317 | 0.000 | ||
| 12352 | 2018.06.21 15:42 | close | 2381 | 0.02 | 110.343 | 110.317 | 0.000 | 1.68 | 13948.66 |
| 12353 | 2018.06.25 03:19 | sell | 2382 | 0.10 | 109.789 | 0.000 | 0.000 | ||
| 12354 | 2018.06.25 03:19 | modify | 2382 | 0.10 | 109.789 | 110.039 | 0.000 | ||
| 12355 | 2018.06.25 03:30 | close | 2382 | 0.05 | 109.688 | 110.039 | 0.000 | 4.60 | 13953.26 |
| 12356 | 2018.06.25 03:30 | sell | 2383 | 0.05 | 109.789 | 110.039 | 0.000 | ||
| 12357 | 2018.06.25 08:10 | modify | 2383 | 0.05 | 109.789 | 109.739 | 0.000 | ||
| 12358 | 2018.06.25 16:00 | close | 2383 | 0.05 | 109.650 | 109.739 | 0.000 | 6.34 | 13959.60 |
| 12359 | 2018.06.25 21:51 | sell | 2384 | 0.10 | 109.366 | 0.000 | 0.000 | ||
| 12360 | 2018.06.25 21:51 | modify | 2384 | 0.10 | 109.366 | 109.616 | 0.000 | ||
| 12361 | 2018.06.25 22:37 | s/l | 2384 | 0.10 | 109.616 | 109.616 | 0.000 | -22.81 | 13936.79 |
| 12362 | 2018.06.27 14:45 | buy | 2385 | 0.10 | 110.220 | 0.000 | 0.000 | ||
| 12363 | 2018.06.27 14:45 | modify | 2385 | 0.10 | 110.220 | 109.970 | 0.000 | ||
| 12364 | 2018.06.27 20:00 | close | 2385 | 0.05 | 110.336 | 109.970 | 0.000 | 5.26 | 13942.05 |
| 12365 | 2018.06.27 20:00 | buy | 2386 | 0.05 | 110.220 | 109.970 | 0.000 | ||
| 12366 | 2018.06.28 03:12 | close | 2386 | 0.05 | 110.120 | 109.970 | 0.000 | -3.79 | 13938.26 |
| 12367 | 2018.06.28 21:27 | buy | 2387 | 0.10 | 110.489 | 0.000 | 0.000 | ||
| 12368 | 2018.06.28 21:27 | modify | 2387 | 0.10 | 110.489 | 110.239 | 0.000 | ||
| 12369 | 2018.06.28 21:57 | close | 2387 | 0.05 | 110.591 | 110.239 | 0.000 | 4.61 | 13942.87 |
| 12370 | 2018.06.28 21:57 | buy | 2388 | 0.05 | 110.489 | 110.239 | 0.000 | ||
| 12371 | 2018.06.29 08:00 | close | 2388 | 0.05 | 110.662 | 110.239 | 0.000 | 8.07 | 13950.94 |
| 12372 | 2018.07.02 04:12 | buy | 2389 | 0.10 | 110.945 | 0.000 | 0.000 | ||
| 12373 | 2018.07.02 04:12 | modify | 2389 | 0.10 | 110.945 | 110.695 | 0.000 | ||
| 12374 | 2018.07.02 08:08 | s/l | 2389 | 0.10 | 110.695 | 110.695 | 0.000 | -22.58 | 13928.36 |
| 12375 | 2018.07.03 04:07 | buy | 2390 | 0.10 | 111.061 | 0.000 | 0.000 | ||
| 12376 | 2018.07.03 04:07 | modify | 2390 | 0.10 | 111.061 | 110.811 | 0.000 | ||
| 12377 | 2018.07.03 04:45 | s/l | 2390 | 0.10 | 110.811 | 110.811 | 0.000 | -22.56 | 13905.80 |
| 12378 | 2018.07.03 17:14 | sell | 2391 | 0.10 | 110.584 | 0.000 | 0.000 | ||
| 12379 | 2018.07.03 17:14 | modify | 2391 | 0.10 | 110.584 | 110.834 | 0.000 | ||
| 12380 | 2018.07.03 18:00 | close | 2391 | 0.05 | 110.645 | 110.834 | 0.000 | -2.76 | 13903.04 |
| 12381 | 2018.07.03 18:00 | sell | 2392 | 0.05 | 110.584 | 110.834 | 0.000 | ||
| 12382 | 2018.07.04 23:54 | close | 2392 | 0.03 | 110.515 | 110.834 | 0.000 | 1.57 | 13904.61 |
| 12383 | 2018.07.04 23:54 | sell | 2393 | 0.02 | 110.584 | 110.834 | 0.000 | ||
| 12384 | 2018.07.05 00:41 | close | 2393 | 0.02 | 110.510 | 110.834 | 0.000 | 0.55 | 13905.16 |
| 12385 | 2018.07.05 03:11 | buy | 2394 | 0.10 | 110.612 | 0.000 | 0.000 | ||
| 12386 | 2018.07.05 03:11 | modify | 2394 | 0.10 | 110.612 | 110.362 | 0.000 | ||
| 12387 | 2018.07.05 03:55 | close | 2394 | 0.10 | 110.434 | 110.362 | 0.000 | -16.12 | 13889.04 |
| 12388 | 2018.07.05 08:47 | buy | 2395 | 0.10 | 110.621 | 0.000 | 0.000 | ||
| 12389 | 2018.07.05 08:47 | modify | 2395 | 0.10 | 110.621 | 110.371 | 0.000 | ||
| 12390 | 2018.07.05 21:15 | close | 2395 | 0.05 | 110.592 | 110.371 | 0.000 | -1.31 | 13887.73 |
| 12391 | 2018.07.05 21:15 | buy | 2396 | 0.05 | 110.621 | 110.371 | 0.000 | ||
| 12392 | 2018.07.05 21:15 | close | 2396 | 0.05 | 110.569 | 110.371 | 0.000 | -2.35 | 13885.38 |
| 12393 | 2018.07.06 03:55 | buy | 2397 | 0.10 | 110.729 | 0.000 | 0.000 | ||
| 12394 | 2018.07.06 03:55 | modify | 2397 | 0.10 | 110.729 | 110.479 | 0.000 | ||
| 12395 | 2018.07.06 07:05 | close | 2397 | 0.05 | 110.604 | 110.479 | 0.000 | -5.65 | 13879.73 |
| 12396 | 2018.07.06 07:05 | buy | 2398 | 0.05 | 110.729 | 110.479 | 0.000 | ||
| 12397 | 2018.07.06 08:00 | close | 2398 | 0.05 | 110.659 | 110.479 | 0.000 | -3.16 | 13876.57 |
| 12398 | 2018.07.09 04:26 | sell | 2399 | 0.10 | 110.369 | 0.000 | 0.000 | ||
| 12399 | 2018.07.09 04:26 | modify | 2399 | 0.10 | 110.369 | 110.619 | 0.000 | ||
| 12400 | 2018.07.09 05:03 | close | 2399 | 0.05 | 110.474 | 110.619 | 0.000 | -4.75 | 13871.82 |
| 12401 | 2018.07.09 05:03 | sell | 2400 | 0.05 | 110.369 | 110.619 | 0.000 | ||
| 12402 | 2018.07.09 05:25 | close | 2400 | 0.05 | 110.499 | 110.619 | 0.000 | -5.88 | 13865.94 |
| 12403 | 2018.07.09 17:17 | buy | 2401 | 0.10 | 110.689 | 0.000 | 0.000 | ||
| 12404 | 2018.07.09 17:17 | modify | 2401 | 0.10 | 110.689 | 110.439 | 0.000 | ||
| 12405 | 2018.07.09 21:00 | close | 2401 | 0.05 | 110.798 | 110.439 | 0.000 | 4.92 | 13870.86 |
| 12406 | 2018.07.09 21:00 | buy | 2402 | 0.05 | 110.689 | 110.439 | 0.000 | ||
| 12407 | 2018.07.10 04:53 | modify | 2402 | 0.05 | 110.689 | 110.739 | 0.000 | ||
| 12408 | 2018.07.10 13:44 | modify | 2402 | 0.05 | 110.689 | 110.840 | 0.000 | ||
| 12409 | 2018.07.10 13:53 | modify | 2402 | 0.05 | 110.689 | 110.851 | 0.000 | ||
| 12410 | 2018.07.10 14:07 | modify | 2402 | 0.05 | 110.689 | 110.861 | 0.000 | ||
| 12411 | 2018.07.10 14:08 | modify | 2402 | 0.05 | 110.689 | 110.872 | 0.000 | ||
| 12412 | 2018.07.10 14:11 | modify | 2402 | 0.05 | 110.689 | 110.883 | 0.000 | ||
| 12413 | 2018.07.10 23:52 | close | 2402 | 0.03 | 111.170 | 110.883 | 0.000 | 13.13 | 13883.99 |
| 12414 | 2018.07.10 23:52 | buy | 2403 | 0.02 | 110.689 | 110.883 | 0.000 | ||
| 12415 | 2018.07.10 23:52 | close | 2403 | 0.02 | 111.138 | 110.883 | 0.000 | 8.18 | 13892.17 |
| 12416 | 2018.07.11 18:13 | buy | 2404 | 0.10 | 111.354 | 0.000 | 0.000 | ||
| 12417 | 2018.07.11 18:13 | modify | 2404 | 0.10 | 111.354 | 111.104 | 0.000 | ||
| 12418 | 2018.07.11 18:18 | close | 2404 | 0.05 | 111.478 | 111.104 | 0.000 | 5.56 | 13897.73 |
| 12419 | 2018.07.11 18:18 | buy | 2405 | 0.05 | 111.354 | 111.104 | 0.000 | ||
| 12420 | 2018.07.11 19:30 | modify | 2405 | 0.05 | 111.354 | 111.404 | 0.000 | ||
| 12421 | 2018.07.11 20:15 | modify | 2405 | 0.05 | 111.354 | 111.506 | 0.000 | ||
| 12422 | 2018.07.11 20:17 | modify | 2405 | 0.05 | 111.354 | 111.517 | 0.000 | ||
| 12423 | 2018.07.11 20:17 | modify | 2405 | 0.05 | 111.354 | 111.527 | 0.000 | ||
| 12424 | 2018.07.11 20:32 | modify | 2405 | 0.05 | 111.354 | 111.538 | 0.000 | ||
| 12425 | 2018.07.11 20:32 | modify | 2405 | 0.05 | 111.354 | 111.548 | 0.000 | ||
| 12426 | 2018.07.11 20:32 | modify | 2405 | 0.05 | 111.354 | 111.559 | 0.000 | ||
| 12427 | 2018.07.11 20:32 | modify | 2405 | 0.05 | 111.354 | 111.569 | 0.000 | ||
| 12428 | 2018.07.11 20:34 | modify | 2405 | 0.05 | 111.354 | 111.580 | 0.000 | ||
| 12429 | 2018.07.11 21:04 | modify | 2405 | 0.05 | 111.354 | 111.590 | 0.000 | ||
| 12430 | 2018.07.11 21:04 | modify | 2405 | 0.05 | 111.354 | 111.602 | 0.000 | ||
| 12431 | 2018.07.11 21:04 | modify | 2405 | 0.05 | 111.354 | 111.613 | 0.000 | ||
| 12432 | 2018.07.11 21:04 | modify | 2405 | 0.05 | 111.354 | 111.624 | 0.000 | ||
| 12433 | 2018.07.11 21:08 | modify | 2405 | 0.05 | 111.354 | 111.634 | 0.000 | ||
| 12434 | 2018.07.11 21:09 | modify | 2405 | 0.05 | 111.354 | 111.645 | 0.000 | ||
| 12435 | 2018.07.11 21:09 | modify | 2405 | 0.05 | 111.354 | 111.655 | 0.000 | ||
| 12436 | 2018.07.11 21:09 | modify | 2405 | 0.05 | 111.354 | 111.666 | 0.000 | ||
| 12437 | 2018.07.11 21:10 | modify | 2405 | 0.05 | 111.354 | 111.676 | 0.000 | ||
| 12438 | 2018.07.11 21:10 | modify | 2405 | 0.05 | 111.354 | 111.687 | 0.000 | ||
| 12439 | 2018.07.11 21:10 | modify | 2405 | 0.05 | 111.354 | 111.697 | 0.000 | ||
| 12440 | 2018.07.11 21:11 | modify | 2405 | 0.05 | 111.354 | 111.708 | 0.000 | ||
| 12441 | 2018.07.12 04:38 | modify | 2405 | 0.05 | 111.354 | 111.719 | 0.000 | ||
| 12442 | 2018.07.12 04:38 | modify | 2405 | 0.05 | 111.354 | 111.730 | 0.000 | ||
| 12443 | 2018.07.12 04:38 | modify | 2405 | 0.05 | 111.354 | 111.742 | 0.000 | ||
| 12444 | 2018.07.12 04:38 | modify | 2405 | 0.05 | 111.354 | 111.753 | 0.000 | ||
| 12445 | 2018.07.12 04:38 | modify | 2405 | 0.05 | 111.354 | 111.764 | 0.000 | ||
| 12446 | 2018.07.12 04:38 | modify | 2405 | 0.05 | 111.354 | 111.774 | 0.000 | ||
| 12447 | 2018.07.12 04:38 | modify | 2405 | 0.05 | 111.354 | 111.785 | 0.000 | ||
| 12448 | 2018.07.12 04:38 | modify | 2405 | 0.05 | 111.354 | 111.796 | 0.000 | ||
| 12449 | 2018.07.12 04:38 | modify | 2405 | 0.05 | 111.354 | 111.807 | 0.000 | ||
| 12450 | 2018.07.12 04:39 | modify | 2405 | 0.05 | 111.354 | 111.818 | 0.000 | ||