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 |
| 12601 | 2018.08.23 22:00 | modify | 2439 | 0.05 | 110.548 | 110.833 | 0.000 | ||
| 12602 | 2018.08.23 22:04 | modify | 2439 | 0.05 | 110.548 | 110.844 | 0.000 | ||
| 12603 | 2018.08.23 22:04 | modify | 2439 | 0.05 | 110.548 | 110.854 | 0.000 | ||
| 12604 | 2018.08.24 01:06 | modify | 2439 | 0.05 | 110.548 | 110.865 | 0.000 | ||
| 12605 | 2018.08.24 01:06 | modify | 2439 | 0.05 | 110.548 | 110.875 | 0.000 | ||
| 12606 | 2018.08.24 01:12 | modify | 2439 | 0.05 | 110.548 | 110.886 | 0.000 | ||
| 12607 | 2018.08.24 01:12 | modify | 2439 | 0.05 | 110.548 | 110.896 | 0.000 | ||
| 12608 | 2018.08.24 01:13 | modify | 2439 | 0.05 | 110.548 | 110.907 | 0.000 | ||
| 12609 | 2018.08.24 01:15 | modify | 2439 | 0.05 | 110.548 | 110.917 | 0.000 | ||
| 12610 | 2018.08.24 01:16 | modify | 2439 | 0.05 | 110.548 | 110.928 | 0.000 | ||
| 12611 | 2018.08.24 02:50 | modify | 2439 | 0.05 | 110.548 | 110.938 | 0.000 | ||
| 12612 | 2018.08.24 03:11 | modify | 2439 | 0.05 | 110.548 | 110.949 | 0.000 | ||
| 12613 | 2018.08.24 03:12 | modify | 2439 | 0.05 | 110.548 | 110.959 | 0.000 | ||
| 12614 | 2018.08.24 03:54 | modify | 2439 | 0.05 | 110.548 | 110.970 | 0.000 | ||
| 12615 | 2018.08.24 03:55 | modify | 2439 | 0.05 | 110.548 | 110.981 | 0.000 | ||
| 12616 | 2018.08.24 04:01 | modify | 2439 | 0.05 | 110.548 | 110.991 | 0.000 | ||
| 12617 | 2018.08.24 04:01 | modify | 2439 | 0.05 | 110.548 | 111.002 | 0.000 | ||
| 12618 | 2018.08.24 06:51 | modify | 2439 | 0.05 | 110.548 | 111.012 | 0.000 | ||
| 12619 | 2018.08.24 06:51 | modify | 2439 | 0.05 | 110.548 | 111.023 | 0.000 | ||
| 12620 | 2018.08.24 08:00 | close | 2439 | 0.05 | 111.396 | 111.023 | 0.000 | 39.06 | 13938.22 |
| 12621 | 2018.08.27 05:21 | sell | 2440 | 0.10 | 111.093 | 0.000 | 0.000 | ||
| 12622 | 2018.08.27 05:21 | modify | 2440 | 0.10 | 111.093 | 111.343 | 0.000 | ||
| 12623 | 2018.08.27 05:28 | close | 2440 | 0.05 | 110.991 | 111.343 | 0.000 | 4.59 | 13942.81 |
| 12624 | 2018.08.27 05:28 | sell | 2441 | 0.05 | 111.093 | 111.343 | 0.000 | ||
| 12625 | 2018.08.28 02:03 | close | 2441 | 0.05 | 111.115 | 111.343 | 0.000 | -1.49 | 13941.33 |
| 12626 | 2018.08.28 05:59 | buy | 2442 | 0.10 | 111.347 | 0.000 | 0.000 | ||
| 12627 | 2018.08.28 05:59 | modify | 2442 | 0.10 | 111.347 | 111.097 | 0.000 | ||
| 12628 | 2018.08.28 11:08 | s/l | 2442 | 0.10 | 111.097 | 111.097 | 0.000 | -22.50 | 13918.83 |
| 12629 | 2018.08.29 15:40 | buy | 2443 | 0.10 | 111.318 | 0.000 | 0.000 | ||
| 12630 | 2018.08.29 15:40 | modify | 2443 | 0.10 | 111.318 | 111.068 | 0.000 | ||
| 12631 | 2018.08.29 16:59 | close | 2443 | 0.05 | 111.420 | 111.068 | 0.000 | 4.58 | 13923.41 |
| 12632 | 2018.08.29 16:59 | buy | 2444 | 0.05 | 111.318 | 111.068 | 0.000 | ||
| 12633 | 2018.08.29 17:58 | modify | 2444 | 0.05 | 111.318 | 111.368 | 0.000 | ||
| 12634 | 2018.08.30 04:40 | close | 2444 | 0.03 | 111.535 | 111.368 | 0.000 | 6.29 | 13929.70 |
| 12635 | 2018.08.30 04:40 | buy | 2445 | 0.02 | 111.318 | 111.368 | 0.000 | ||
| 12636 | 2018.08.30 10:06 | close | 2445 | 0.02 | 111.624 | 111.368 | 0.000 | 5.78 | 13935.48 |
| 12637 | 2018.08.30 18:45 | sell | 2446 | 0.10 | 111.155 | 0.000 | 0.000 | ||
| 12638 | 2018.08.30 18:45 | modify | 2446 | 0.10 | 111.155 | 111.405 | 0.000 | ||
| 12639 | 2018.08.31 00:00 | close | 2446 | 0.05 | 110.960 | 111.405 | 0.000 | 8.29 | 13943.77 |
| 12640 | 2018.08.31 00:00 | sell | 2447 | 0.05 | 111.155 | 111.405 | 0.000 | ||
| 12641 | 2018.08.31 08:00 | close | 2447 | 0.05 | 111.010 | 111.405 | 0.000 | 6.03 | 13949.80 |
| 12642 | 2018.09.04 08:57 | buy | 2448 | 0.10 | 111.188 | 0.000 | 0.000 | ||
| 12643 | 2018.09.04 08:57 | modify | 2448 | 0.10 | 111.188 | 110.938 | 0.000 | ||
| 12644 | 2018.09.04 09:07 | close | 2448 | 0.05 | 111.289 | 110.938 | 0.000 | 4.54 | 13954.34 |
| 12645 | 2018.09.04 09:07 | buy | 2449 | 0.05 | 111.188 | 110.938 | 0.000 | ||
| 12646 | 2018.09.05 03:55 | modify | 2449 | 0.05 | 111.188 | 111.238 | 0.000 | ||
| 12647 | 2018.09.05 08:13 | close | 2449 | 0.03 | 111.429 | 111.238 | 0.000 | 6.64 | 13960.99 |
| 12648 | 2018.09.05 08:13 | buy | 2450 | 0.02 | 111.188 | 111.238 | 0.000 | ||
| 12649 | 2018.09.05 15:49 | close | 2450 | 0.02 | 111.472 | 111.238 | 0.000 | 5.20 | 13966.19 |
| 12650 | 2018.09.05 16:20 | buy | 2451 | 0.10 | 111.714 | 0.000 | 0.000 | ||
| 12651 | 2018.09.05 16:20 | modify | 2451 | 0.10 | 111.714 | 111.464 | 0.000 | ||
| 12652 | 2018.09.05 18:42 | s/l | 2451 | 0.10 | 111.464 | 111.464 | 0.000 | -22.43 | 13943.76 |
| 12653 | 2018.09.06 03:15 | sell | 2452 | 0.10 | 111.349 | 0.000 | 0.000 | ||
| 12654 | 2018.09.06 03:15 | modify | 2452 | 0.10 | 111.349 | 111.599 | 0.000 | ||
| 12655 | 2018.09.06 03:54 | close | 2452 | 0.05 | 111.248 | 111.599 | 0.000 | 4.54 | 13948.30 |
| 12656 | 2018.09.06 03:54 | sell | 2453 | 0.05 | 111.349 | 111.599 | 0.000 | ||
| 12657 | 2018.09.06 17:34 | modify | 2453 | 0.05 | 111.349 | 111.299 | 0.000 | ||
| 12658 | 2018.09.06 19:33 | modify | 2453 | 0.05 | 111.349 | 111.198 | 0.000 | ||
| 12659 | 2018.09.06 19:33 | modify | 2453 | 0.05 | 111.349 | 111.187 | 0.000 | ||
| 12660 | 2018.09.06 19:34 | modify | 2453 | 0.05 | 111.349 | 111.176 | 0.000 | ||
| 12661 | 2018.09.06 19:38 | modify | 2453 | 0.05 | 111.349 | 111.165 | 0.000 | ||
| 12662 | 2018.09.06 23:04 | modify | 2453 | 0.05 | 111.349 | 111.152 | 0.000 | ||
| 12663 | 2018.09.06 23:04 | modify | 2453 | 0.05 | 111.349 | 111.140 | 0.000 | ||
| 12664 | 2018.09.06 23:04 | modify | 2453 | 0.05 | 111.349 | 111.129 | 0.000 | ||
| 12665 | 2018.09.06 23:04 | modify | 2453 | 0.05 | 111.349 | 111.117 | 0.000 | ||
| 12666 | 2018.09.06 23:05 | modify | 2453 | 0.05 | 111.349 | 111.105 | 0.000 | ||
| 12667 | 2018.09.06 23:05 | modify | 2453 | 0.05 | 111.349 | 111.094 | 0.000 | ||
| 12668 | 2018.09.06 23:05 | modify | 2453 | 0.05 | 111.349 | 111.083 | 0.000 | ||
| 12669 | 2018.09.06 23:05 | modify | 2453 | 0.05 | 111.349 | 111.072 | 0.000 | ||
| 12670 | 2018.09.06 23:07 | modify | 2453 | 0.05 | 111.349 | 111.061 | 0.000 | ||
| 12671 | 2018.09.06 23:07 | modify | 2453 | 0.05 | 111.349 | 111.051 | 0.000 | ||
| 12672 | 2018.09.06 23:07 | modify | 2453 | 0.05 | 111.349 | 111.039 | 0.000 | ||
| 12673 | 2018.09.06 23:07 | modify | 2453 | 0.05 | 111.349 | 111.028 | 0.000 | ||
| 12674 | 2018.09.06 23:07 | modify | 2453 | 0.05 | 111.349 | 111.017 | 0.000 | ||
| 12675 | 2018.09.06 23:07 | modify | 2453 | 0.05 | 111.349 | 111.006 | 0.000 | ||
| 12676 | 2018.09.06 23:08 | modify | 2453 | 0.05 | 111.349 | 110.993 | 0.000 | ||
| 12677 | 2018.09.06 23:08 | modify | 2453 | 0.05 | 111.349 | 110.980 | 0.000 | ||
| 12678 | 2018.09.07 02:41 | modify | 2453 | 0.05 | 111.349 | 110.969 | 0.000 | ||
| 12679 | 2018.09.07 02:41 | modify | 2453 | 0.05 | 111.349 | 110.957 | 0.000 | ||
| 12680 | 2018.09.07 02:41 | modify | 2453 | 0.05 | 111.349 | 110.946 | 0.000 | ||
| 12681 | 2018.09.07 02:41 | modify | 2453 | 0.05 | 111.349 | 110.934 | 0.000 | ||
| 12682 | 2018.09.07 02:43 | modify | 2453 | 0.05 | 111.349 | 110.923 | 0.000 | ||
| 12683 | 2018.09.07 02:45 | modify | 2453 | 0.05 | 111.349 | 110.912 | 0.000 | ||
| 12684 | 2018.09.07 03:02 | modify | 2453 | 0.05 | 111.349 | 110.902 | 0.000 | ||
| 12685 | 2018.09.07 03:02 | modify | 2453 | 0.05 | 111.349 | 110.891 | 0.000 | ||
| 12686 | 2018.09.07 03:02 | modify | 2453 | 0.05 | 111.349 | 110.880 | 0.000 | ||
| 12687 | 2018.09.07 03:07 | modify | 2453 | 0.05 | 111.349 | 110.869 | 0.000 | ||
| 12688 | 2018.09.07 03:08 | modify | 2453 | 0.05 | 111.349 | 110.858 | 0.000 | ||
| 12689 | 2018.09.07 03:09 | modify | 2453 | 0.05 | 111.349 | 110.847 | 0.000 | ||
| 12690 | 2018.09.07 03:09 | modify | 2453 | 0.05 | 111.349 | 110.836 | 0.000 | ||
| 12691 | 2018.09.07 08:00 | close | 2453 | 0.05 | 110.572 | 110.836 | 0.000 | 34.64 | 13982.94 |
| 12692 | 2018.09.10 22:13 | buy | 2454 | 0.10 | 111.231 | 0.000 | 0.000 | ||
| 12693 | 2018.09.10 22:13 | modify | 2454 | 0.10 | 111.231 | 110.981 | 0.000 | ||
| 12694 | 2018.09.11 00:28 | close | 2454 | 0.10 | 111.054 | 110.981 | 0.000 | -15.44 | 13967.50 |
| 12695 | 2018.09.11 03:41 | buy | 2455 | 0.10 | 111.249 | 0.000 | 0.000 | ||
| 12696 | 2018.09.11 03:41 | modify | 2455 | 0.10 | 111.249 | 110.999 | 0.000 | ||
| 12697 | 2018.09.11 03:52 | close | 2455 | 0.05 | 111.351 | 110.999 | 0.000 | 4.58 | 13972.08 |
| 12698 | 2018.09.11 03:52 | buy | 2456 | 0.05 | 111.249 | 110.999 | 0.000 | ||
| 12699 | 2018.09.11 15:12 | close | 2456 | 0.05 | 111.296 | 110.999 | 0.000 | 2.11 | 13974.19 |
| 12700 | 2018.09.11 17:15 | buy | 2457 | 0.10 | 111.567 | 0.000 | 0.000 | ||
| 12701 | 2018.09.11 17:15 | modify | 2457 | 0.10 | 111.567 | 111.317 | 0.000 | ||
| 12702 | 2018.09.11 23:00 | close | 2457 | 0.05 | 111.585 | 111.317 | 0.000 | 0.81 | 13975.00 |
| 12703 | 2018.09.11 23:00 | buy | 2458 | 0.05 | 111.567 | 111.317 | 0.000 | ||
| 12704 | 2018.09.12 03:40 | close | 2458 | 0.03 | 111.457 | 111.317 | 0.000 | -2.81 | 13972.19 |
| 12705 | 2018.09.12 03:40 | buy | 2459 | 0.02 | 111.567 | 111.317 | 0.000 | ||
| 12706 | 2018.09.12 04:42 | close | 2459 | 0.02 | 111.467 | 111.317 | 0.000 | -1.69 | 13970.50 |
| 12707 | 2018.09.12 16:00 | sell | 2460 | 0.10 | 111.271 | 0.000 | 0.000 | ||
| 12708 | 2018.09.12 16:00 | modify | 2460 | 0.10 | 111.271 | 111.521 | 0.000 | ||
| 12709 | 2018.09.12 20:00 | close | 2460 | 0.05 | 111.309 | 111.521 | 0.000 | -1.71 | 13968.79 |
| 12710 | 2018.09.12 20:00 | sell | 2461 | 0.05 | 111.271 | 111.521 | 0.000 | ||
| 12711 | 2018.09.13 03:19 | close | 2461 | 0.03 | 111.348 | 111.521 | 0.000 | -2.96 | 13965.83 |
| 12712 | 2018.09.13 03:19 | sell | 2462 | 0.02 | 111.271 | 111.521 | 0.000 | ||
| 12713 | 2018.09.13 03:27 | close | 2462 | 0.02 | 111.369 | 111.521 | 0.000 | -2.36 | 13963.47 |
| 12714 | 2018.09.13 14:02 | buy | 2463 | 0.10 | 111.591 | 0.000 | 0.000 | ||
| 12715 | 2018.09.13 14:02 | modify | 2463 | 0.10 | 111.591 | 111.341 | 0.000 | ||
| 12716 | 2018.09.13 16:22 | close | 2463 | 0.05 | 111.373 | 111.341 | 0.000 | -9.79 | 13953.68 |
| 12717 | 2018.09.13 16:22 | buy | 2464 | 0.05 | 111.591 | 111.341 | 0.000 | ||
| 12718 | 2018.09.13 18:44 | modify | 2464 | 0.05 | 111.591 | 111.641 | 0.000 | ||
| 12719 | 2018.09.14 07:31 | close | 2464 | 0.05 | 111.799 | 111.641 | 0.000 | 9.55 | 13963.23 |
| 12720 | 2018.09.17 22:07 | sell | 2465 | 0.10 | 111.840 | 0.000 | 0.000 | ||
| 12721 | 2018.09.17 22:07 | modify | 2465 | 0.10 | 111.840 | 112.090 | 0.000 | ||
| 12722 | 2018.09.18 00:00 | close | 2465 | 0.05 | 111.828 | 112.090 | 0.000 | 0.04 | 13963.27 |
| 12723 | 2018.09.18 00:00 | sell | 2466 | 0.05 | 111.840 | 112.090 | 0.000 | ||
| 12724 | 2018.09.18 09:15 | close | 2466 | 0.05 | 112.071 | 112.090 | 0.000 | -10.81 | 13952.47 |
| 12725 | 2018.09.18 09:17 | buy | 2467 | 0.10 | 112.124 | 0.000 | 0.000 | ||
| 12726 | 2018.09.18 09:17 | modify | 2467 | 0.10 | 112.124 | 111.874 | 0.000 | ||
| 12727 | 2018.09.18 09:21 | close | 2467 | 0.05 | 112.225 | 111.874 | 0.000 | 4.50 | 13956.97 |
| 12728 | 2018.09.18 09:21 | buy | 2468 | 0.05 | 112.124 | 111.874 | 0.000 | ||
| 12729 | 2018.09.18 11:02 | s/l | 2468 | 0.05 | 111.874 | 111.874 | 0.000 | -11.17 | 13945.80 |
| 12730 | 2018.09.18 17:00 | buy | 2469 | 0.10 | 112.279 | 0.000 | 0.000 | ||
| 12731 | 2018.09.18 17:00 | modify | 2469 | 0.10 | 112.279 | 112.029 | 0.000 | ||
| 12732 | 2018.09.18 19:00 | close | 2469 | 0.05 | 112.296 | 112.029 | 0.000 | 0.76 | 13946.56 |
| 12733 | 2018.09.18 19:00 | buy | 2470 | 0.05 | 112.279 | 112.029 | 0.000 | ||
| 12734 | 2018.09.19 07:49 | close | 2470 | 0.03 | 112.294 | 112.029 | 0.000 | 0.55 | 13947.11 |
| 12735 | 2018.09.19 07:49 | buy | 2471 | 0.02 | 112.279 | 112.029 | 0.000 | ||
| 12736 | 2018.09.19 08:23 | close | 2471 | 0.02 | 112.296 | 112.029 | 0.000 | 0.40 | 13947.51 |
| 12737 | 2018.09.19 11:30 | buy | 2472 | 0.10 | 112.431 | 0.000 | 0.000 | ||
| 12738 | 2018.09.19 11:30 | modify | 2472 | 0.10 | 112.431 | 112.181 | 0.000 | ||
| 12739 | 2018.09.19 14:58 | close | 2472 | 0.05 | 112.288 | 112.181 | 0.000 | -6.37 | 13941.14 |
| 12740 | 2018.09.19 14:58 | buy | 2473 | 0.05 | 112.431 | 112.181 | 0.000 | ||
| 12741 | 2018.09.19 15:11 | close | 2473 | 0.05 | 112.248 | 112.181 | 0.000 | -8.15 | 13932.99 |
| 12742 | 2018.09.20 04:41 | sell | 2474 | 0.10 | 112.149 | 0.000 | 0.000 | ||
| 12743 | 2018.09.20 04:41 | modify | 2474 | 0.10 | 112.149 | 112.399 | 0.000 | ||
| 12744 | 2018.09.20 08:00 | close | 2474 | 0.05 | 112.190 | 112.399 | 0.000 | -1.83 | 13931.16 |
| 12745 | 2018.09.20 08:00 | sell | 2475 | 0.05 | 112.149 | 112.399 | 0.000 | ||
| 12746 | 2018.09.20 11:15 | close | 2475 | 0.03 | 112.275 | 112.399 | 0.000 | -3.37 | 13927.79 |
| 12747 | 2018.09.20 11:15 | sell | 2476 | 0.02 | 112.149 | 112.399 | 0.000 | ||
| 12748 | 2018.09.20 14:29 | close | 2476 | 0.02 | 112.264 | 112.399 | 0.000 | -2.05 | 13925.74 |
| 12749 | 2018.09.20 15:27 | sell | 2477 | 0.10 | 112.059 | 0.000 | 0.000 | ||
| 12750 | 2018.09.20 15:27 | modify | 2477 | 0.10 | 112.059 | 112.309 | 0.000 | ||