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 |
| 12451 | 2018.07.12 04:39 | modify | 2405 | 0.05 | 111.354 | 111.829 | 0.000 | ||
| 12452 | 2018.07.12 04:39 | modify | 2405 | 0.05 | 111.354 | 111.839 | 0.000 | ||
| 12453 | 2018.07.12 04:39 | modify | 2405 | 0.05 | 111.354 | 111.849 | 0.000 | ||
| 12454 | 2018.07.12 04:39 | modify | 2405 | 0.05 | 111.354 | 111.860 | 0.000 | ||
| 12455 | 2018.07.12 04:39 | modify | 2405 | 0.05 | 111.354 | 111.871 | 0.000 | ||
| 12456 | 2018.07.12 06:14 | modify | 2405 | 0.05 | 111.354 | 111.881 | 0.000 | ||
| 12457 | 2018.07.12 06:16 | modify | 2405 | 0.05 | 111.354 | 111.893 | 0.000 | ||
| 12458 | 2018.07.12 06:16 | modify | 2405 | 0.05 | 111.354 | 111.904 | 0.000 | ||
| 12459 | 2018.07.12 06:16 | modify | 2405 | 0.05 | 111.354 | 111.914 | 0.000 | ||
| 12460 | 2018.07.12 10:11 | modify | 2405 | 0.05 | 111.354 | 111.925 | 0.000 | ||
| 12461 | 2018.07.12 10:12 | modify | 2405 | 0.05 | 111.354 | 111.936 | 0.000 | ||
| 12462 | 2018.07.12 10:12 | modify | 2405 | 0.05 | 111.354 | 111.948 | 0.000 | ||
| 12463 | 2018.07.12 10:12 | modify | 2405 | 0.05 | 111.354 | 111.959 | 0.000 | ||
| 12464 | 2018.07.12 12:04 | modify | 2405 | 0.05 | 111.354 | 111.970 | 0.000 | ||
| 12465 | 2018.07.12 12:05 | modify | 2405 | 0.05 | 111.354 | 111.980 | 0.000 | ||
| 12466 | 2018.07.12 12:05 | modify | 2405 | 0.05 | 111.354 | 111.991 | 0.000 | ||
| 12467 | 2018.07.12 12:20 | modify | 2405 | 0.05 | 111.354 | 112.002 | 0.000 | ||
| 12468 | 2018.07.12 13:25 | modify | 2405 | 0.05 | 111.354 | 112.012 | 0.000 | ||
| 12469 | 2018.07.12 13:25 | modify | 2405 | 0.05 | 111.354 | 112.023 | 0.000 | ||
| 12470 | 2018.07.12 13:26 | modify | 2405 | 0.05 | 111.354 | 112.033 | 0.000 | ||
| 12471 | 2018.07.12 13:27 | modify | 2405 | 0.05 | 111.354 | 112.044 | 0.000 | ||
| 12472 | 2018.07.12 13:28 | modify | 2405 | 0.05 | 111.354 | 112.054 | 0.000 | ||
| 12473 | 2018.07.12 13:32 | modify | 2405 | 0.05 | 111.354 | 112.065 | 0.000 | ||
| 12474 | 2018.07.12 13:38 | modify | 2405 | 0.05 | 111.354 | 112.075 | 0.000 | ||
| 12475 | 2018.07.12 13:39 | modify | 2405 | 0.05 | 111.354 | 112.086 | 0.000 | ||
| 12476 | 2018.07.12 13:41 | modify | 2405 | 0.05 | 111.354 | 112.096 | 0.000 | ||
| 12477 | 2018.07.12 13:41 | modify | 2405 | 0.05 | 111.354 | 112.107 | 0.000 | ||
| 12478 | 2018.07.12 13:42 | modify | 2405 | 0.05 | 111.354 | 112.118 | 0.000 | ||
| 12479 | 2018.07.12 13:57 | modify | 2405 | 0.05 | 111.354 | 112.128 | 0.000 | ||
| 12480 | 2018.07.12 13:57 | modify | 2405 | 0.05 | 111.354 | 112.138 | 0.000 | ||
| 12481 | 2018.07.12 13:58 | modify | 2405 | 0.05 | 111.354 | 112.149 | 0.000 | ||
| 12482 | 2018.07.12 14:01 | modify | 2405 | 0.05 | 111.354 | 112.160 | 0.000 | ||
| 12483 | 2018.07.13 01:48 | modify | 2405 | 0.05 | 111.354 | 112.170 | 0.000 | ||
| 12484 | 2018.07.13 01:48 | modify | 2405 | 0.05 | 111.354 | 112.181 | 0.000 | ||
| 12485 | 2018.07.13 01:49 | modify | 2405 | 0.05 | 111.354 | 112.191 | 0.000 | ||
| 12486 | 2018.07.13 02:37 | modify | 2405 | 0.05 | 111.354 | 112.202 | 0.000 | ||
| 12487 | 2018.07.13 02:37 | modify | 2405 | 0.05 | 111.354 | 112.213 | 0.000 | ||
| 12488 | 2018.07.13 02:37 | modify | 2405 | 0.05 | 111.354 | 112.223 | 0.000 | ||
| 12489 | 2018.07.13 02:37 | modify | 2405 | 0.05 | 111.354 | 112.233 | 0.000 | ||
| 12490 | 2018.07.13 03:22 | modify | 2405 | 0.05 | 111.354 | 112.244 | 0.000 | ||
| 12491 | 2018.07.13 03:24 | modify | 2405 | 0.05 | 111.354 | 112.255 | 0.000 | ||
| 12492 | 2018.07.13 03:24 | modify | 2405 | 0.05 | 111.354 | 112.265 | 0.000 | ||
| 12493 | 2018.07.13 03:35 | modify | 2405 | 0.05 | 111.354 | 112.276 | 0.000 | ||
| 12494 | 2018.07.13 03:35 | modify | 2405 | 0.05 | 111.354 | 112.286 | 0.000 | ||
| 12495 | 2018.07.13 03:37 | modify | 2405 | 0.05 | 111.354 | 112.297 | 0.000 | ||
| 12496 | 2018.07.13 03:37 | modify | 2405 | 0.05 | 111.354 | 112.307 | 0.000 | ||
| 12497 | 2018.07.13 08:00 | close | 2405 | 0.05 | 112.658 | 112.307 | 0.000 | 58.87 | 13956.60 |
| 12498 | 2018.07.17 04:19 | buy | 2406 | 0.10 | 112.561 | 0.000 | 0.000 | ||
| 12499 | 2018.07.17 04:19 | modify | 2406 | 0.10 | 112.561 | 112.311 | 0.000 | ||
| 12500 | 2018.07.17 05:00 | close | 2406 | 0.05 | 112.417 | 112.311 | 0.000 | -6.40 | 13950.20 |
| 12501 | 2018.07.17 05:00 | buy | 2407 | 0.05 | 112.561 | 112.311 | 0.000 | ||
| 12502 | 2018.07.17 10:17 | s/l | 2407 | 0.05 | 112.311 | 112.311 | 0.000 | -11.13 | 13939.07 |
| 12503 | 2018.07.17 14:58 | buy | 2408 | 0.10 | 112.571 | 0.000 | 0.000 | ||
| 12504 | 2018.07.17 14:58 | modify | 2408 | 0.10 | 112.571 | 112.321 | 0.000 | ||
| 12505 | 2018.07.17 22:00 | close | 2408 | 0.05 | 112.820 | 112.321 | 0.000 | 11.04 | 13950.11 |
| 12506 | 2018.07.17 22:00 | buy | 2409 | 0.05 | 112.571 | 112.321 | 0.000 | ||
| 12507 | 2018.07.18 01:16 | modify | 2409 | 0.05 | 112.571 | 112.621 | 0.000 | ||
| 12508 | 2018.07.18 15:04 | close | 2409 | 0.05 | 112.887 | 112.621 | 0.000 | 14.25 | 13964.36 |
| 12509 | 2018.07.19 03:10 | sell | 2410 | 0.10 | 112.705 | 0.000 | 0.000 | ||
| 12510 | 2018.07.19 03:10 | modify | 2410 | 0.10 | 112.705 | 112.955 | 0.000 | ||
| 12511 | 2018.07.19 06:00 | close | 2410 | 0.05 | 112.744 | 112.955 | 0.000 | -1.73 | 13962.63 |
| 12512 | 2018.07.19 06:00 | sell | 2411 | 0.05 | 112.705 | 112.955 | 0.000 | ||
| 12513 | 2018.07.19 09:10 | close | 2411 | 0.03 | 112.846 | 112.955 | 0.000 | -3.75 | 13958.88 |
| 12514 | 2018.07.19 09:10 | sell | 2412 | 0.02 | 112.705 | 112.955 | 0.000 | ||
| 12515 | 2018.07.19 10:10 | close | 2412 | 0.02 | 112.913 | 112.955 | 0.000 | -3.68 | 13955.20 |
| 12516 | 2018.07.19 15:31 | buy | 2413 | 0.10 | 113.139 | 0.000 | 0.000 | ||
| 12517 | 2018.07.19 15:31 | modify | 2413 | 0.10 | 113.139 | 112.889 | 0.000 | ||
| 12518 | 2018.07.19 17:06 | s/l | 2413 | 0.10 | 112.889 | 112.889 | 0.000 | -22.15 | 13933.05 |
| 12519 | 2018.07.19 20:02 | sell | 2414 | 0.10 | 112.640 | 0.000 | 0.000 | ||
| 12520 | 2018.07.19 20:02 | modify | 2414 | 0.10 | 112.640 | 112.890 | 0.000 | ||
| 12521 | 2018.07.19 20:04 | close | 2414 | 0.05 | 112.539 | 112.890 | 0.000 | 4.49 | 13937.54 |
| 12522 | 2018.07.19 20:04 | sell | 2415 | 0.05 | 112.640 | 112.890 | 0.000 | ||
| 12523 | 2018.07.19 20:15 | modify | 2415 | 0.05 | 112.640 | 112.590 | 0.000 | ||
| 12524 | 2018.07.20 03:36 | s/l | 2415 | 0.05 | 112.590 | 112.590 | 0.000 | 1.72 | 13939.26 |
| 12525 | 2018.07.25 16:17 | sell | 2416 | 0.10 | 110.949 | 0.000 | 0.000 | ||
| 12526 | 2018.07.25 16:17 | modify | 2416 | 0.10 | 110.949 | 111.199 | 0.000 | ||
| 12527 | 2018.07.25 17:00 | close | 2416 | 0.05 | 111.055 | 111.199 | 0.000 | -4.77 | 13934.49 |
| 12528 | 2018.07.25 17:00 | sell | 2417 | 0.05 | 110.949 | 111.199 | 0.000 | ||
| 12529 | 2018.07.26 09:26 | modify | 2417 | 0.05 | 110.949 | 110.899 | 0.000 | ||
| 12530 | 2018.07.26 15:46 | s/l | 2417 | 0.05 | 110.899 | 110.899 | 0.000 | 0.76 | 13935.25 |
| 12531 | 2018.07.31 06:01 | buy | 2418 | 0.10 | 111.167 | 0.000 | 0.000 | ||
| 12532 | 2018.07.31 06:01 | modify | 2418 | 0.10 | 111.167 | 110.917 | 0.000 | ||
| 12533 | 2018.07.31 06:54 | s/l | 2418 | 0.10 | 110.917 | 110.917 | 0.000 | -22.54 | 13912.71 |
| 12534 | 2018.07.31 07:03 | sell | 2419 | 0.10 | 110.791 | 0.000 | 0.000 | ||
| 12535 | 2018.07.31 07:03 | modify | 2419 | 0.10 | 110.791 | 111.041 | 0.000 | ||
| 12536 | 2018.07.31 07:03 | s/l | 2419 | 0.10 | 111.041 | 111.041 | 0.000 | -22.51 | 13890.20 |
| 12537 | 2018.07.31 11:42 | buy | 2420 | 0.10 | 111.458 | 0.000 | 0.000 | ||
| 12538 | 2018.07.31 11:42 | modify | 2420 | 0.10 | 111.458 | 111.208 | 0.000 | ||
| 12539 | 2018.07.31 16:00 | close | 2420 | 0.05 | 111.501 | 111.208 | 0.000 | 1.93 | 13892.13 |
| 12540 | 2018.07.31 16:00 | buy | 2421 | 0.05 | 111.458 | 111.208 | 0.000 | ||
| 12541 | 2018.07.31 16:15 | modify | 2421 | 0.05 | 111.458 | 111.508 | 0.000 | ||
| 12542 | 2018.08.01 04:44 | close | 2421 | 0.05 | 111.740 | 111.508 | 0.000 | 12.87 | 13905.00 |
| 12543 | 2018.08.01 06:48 | buy | 2422 | 0.10 | 111.958 | 0.000 | 0.000 | ||
| 12544 | 2018.08.01 06:48 | modify | 2422 | 0.10 | 111.958 | 111.708 | 0.000 | ||
| 12545 | 2018.08.01 09:59 | close | 2422 | 0.05 | 112.105 | 111.708 | 0.000 | 6.56 | 13911.56 |
| 12546 | 2018.08.01 09:59 | buy | 2423 | 0.05 | 111.958 | 111.708 | 0.000 | ||
| 12547 | 2018.08.01 18:20 | close | 2423 | 0.03 | 111.884 | 111.708 | 0.000 | -1.98 | 13909.58 |
| 12548 | 2018.08.01 18:20 | buy | 2424 | 0.02 | 111.958 | 111.708 | 0.000 | ||
| 12549 | 2018.08.01 18:32 | close | 2424 | 0.02 | 111.811 | 111.708 | 0.000 | -2.63 | 13906.95 |
| 12550 | 2018.08.02 15:02 | sell | 2425 | 0.10 | 111.384 | 0.000 | 0.000 | ||
| 12551 | 2018.08.02 15:02 | modify | 2425 | 0.10 | 111.384 | 111.634 | 0.000 | ||
| 12552 | 2018.08.02 19:42 | close | 2425 | 0.05 | 111.603 | 111.634 | 0.000 | -9.81 | 13897.14 |
| 12553 | 2018.08.02 19:42 | sell | 2426 | 0.05 | 111.384 | 111.634 | 0.000 | ||
| 12554 | 2018.08.02 19:46 | s/l | 2426 | 0.05 | 111.634 | 111.634 | 0.000 | -11.20 | 13885.94 |
| 12555 | 2018.08.07 12:53 | sell | 2427 | 0.10 | 111.188 | 0.000 | 0.000 | ||
| 12556 | 2018.08.07 12:53 | modify | 2427 | 0.10 | 111.188 | 111.438 | 0.000 | ||
| 12557 | 2018.08.07 15:41 | close | 2427 | 0.05 | 111.000 | 111.438 | 0.000 | 8.47 | 13894.41 |
| 12558 | 2018.08.07 15:41 | sell | 2428 | 0.05 | 111.188 | 111.438 | 0.000 | ||
| 12559 | 2018.08.07 21:18 | close | 2428 | 0.05 | 111.415 | 111.438 | 0.000 | -10.19 | 13884.22 |
| 12560 | 2018.08.09 03:04 | sell | 2429 | 0.10 | 110.814 | 0.000 | 0.000 | ||
| 12561 | 2018.08.09 03:04 | modify | 2429 | 0.10 | 110.814 | 111.064 | 0.000 | ||
| 12562 | 2018.08.09 05:00 | close | 2429 | 0.05 | 110.819 | 111.064 | 0.000 | -0.23 | 13883.99 |
| 12563 | 2018.08.09 05:00 | sell | 2430 | 0.05 | 110.814 | 111.064 | 0.000 | ||
| 12564 | 2018.08.09 08:00 | close | 2430 | 0.05 | 111.041 | 111.064 | 0.000 | -10.22 | 13873.77 |
| 12565 | 2018.08.13 04:29 | sell | 2431 | 0.10 | 110.372 | 0.000 | 0.000 | ||
| 12566 | 2018.08.13 04:29 | modify | 2431 | 0.10 | 110.372 | 110.622 | 0.000 | ||
| 12567 | 2018.08.13 04:58 | close | 2431 | 0.05 | 110.171 | 110.622 | 0.000 | 9.12 | 13882.89 |
| 12568 | 2018.08.13 04:58 | sell | 2432 | 0.05 | 110.372 | 110.622 | 0.000 | ||
| 12569 | 2018.08.13 14:55 | s/l | 2432 | 0.05 | 110.622 | 110.622 | 0.000 | -11.29 | 13871.60 |
| 12570 | 2018.08.14 09:12 | buy | 2433 | 0.10 | 110.936 | 0.000 | 0.000 | ||
| 12571 | 2018.08.14 09:12 | modify | 2433 | 0.10 | 110.936 | 110.686 | 0.000 | ||
| 12572 | 2018.08.14 09:57 | close | 2433 | 0.05 | 111.037 | 110.686 | 0.000 | 4.55 | 13876.15 |
| 12573 | 2018.08.14 09:57 | buy | 2434 | 0.05 | 110.936 | 110.686 | 0.000 | ||
| 12574 | 2018.08.14 20:10 | modify | 2434 | 0.05 | 110.936 | 110.986 | 0.000 | ||
| 12575 | 2018.08.15 12:42 | close | 2434 | 0.03 | 111.204 | 110.986 | 0.000 | 7.38 | 13883.53 |
| 12576 | 2018.08.15 12:42 | buy | 2435 | 0.02 | 110.936 | 110.986 | 0.000 | ||
| 12577 | 2018.08.15 13:32 | close | 2435 | 0.02 | 111.170 | 110.986 | 0.000 | 4.31 | 13887.84 |
| 12578 | 2018.08.20 18:53 | sell | 2436 | 0.10 | 110.302 | 0.000 | 0.000 | ||
| 12579 | 2018.08.20 18:53 | modify | 2436 | 0.10 | 110.302 | 110.552 | 0.000 | ||
| 12580 | 2018.08.21 01:45 | modify | 2436 | 0.10 | 110.302 | 110.252 | 0.000 | ||
| 12581 | 2018.08.21 10:00 | close | 2436 | 0.05 | 110.079 | 110.252 | 0.000 | 9.63 | 13897.48 |
| 12582 | 2018.08.21 10:00 | sell | 2437 | 0.05 | 110.302 | 110.252 | 0.000 | ||
| 12583 | 2018.08.21 11:59 | close | 2437 | 0.05 | 110.207 | 110.252 | 0.000 | 3.81 | 13901.29 |
| 12584 | 2018.08.22 18:23 | buy | 2438 | 0.10 | 110.548 | 0.000 | 0.000 | ||
| 12585 | 2018.08.22 18:23 | modify | 2438 | 0.10 | 110.548 | 110.298 | 0.000 | ||
| 12586 | 2018.08.22 21:00 | close | 2438 | 0.05 | 110.501 | 110.298 | 0.000 | -2.13 | 13899.16 |
| 12587 | 2018.08.22 21:00 | buy | 2439 | 0.05 | 110.548 | 110.298 | 0.000 | ||
| 12588 | 2018.08.23 08:26 | modify | 2439 | 0.05 | 110.548 | 110.598 | 0.000 | ||
| 12589 | 2018.08.23 17:11 | modify | 2439 | 0.05 | 110.548 | 110.700 | 0.000 | ||
| 12590 | 2018.08.23 17:11 | modify | 2439 | 0.05 | 110.548 | 110.713 | 0.000 | ||
| 12591 | 2018.08.23 17:11 | modify | 2439 | 0.05 | 110.548 | 110.724 | 0.000 | ||
| 12592 | 2018.08.23 17:12 | modify | 2439 | 0.05 | 110.548 | 110.735 | 0.000 | ||
| 12593 | 2018.08.23 17:12 | modify | 2439 | 0.05 | 110.548 | 110.747 | 0.000 | ||
| 12594 | 2018.08.23 17:12 | modify | 2439 | 0.05 | 110.548 | 110.759 | 0.000 | ||
| 12595 | 2018.08.23 17:28 | modify | 2439 | 0.05 | 110.548 | 110.769 | 0.000 | ||
| 12596 | 2018.08.23 17:28 | modify | 2439 | 0.05 | 110.548 | 110.780 | 0.000 | ||
| 12597 | 2018.08.23 17:28 | modify | 2439 | 0.05 | 110.548 | 110.791 | 0.000 | ||
| 12598 | 2018.08.23 17:28 | modify | 2439 | 0.05 | 110.548 | 110.801 | 0.000 | ||
| 12599 | 2018.08.23 17:38 | modify | 2439 | 0.05 | 110.548 | 110.812 | 0.000 | ||
| 12600 | 2018.08.23 17:39 | modify | 2439 | 0.05 | 110.548 | 110.822 | 0.000 | ||