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 |
| 12751 | 2018.09.20 17:38 | close | 2477 | 0.05 | 112.221 | 112.309 | 0.000 | -7.22 | 13918.52 |
| 12752 | 2018.09.20 17:38 | sell | 2478 | 0.05 | 112.059 | 112.309 | 0.000 | ||
| 12753 | 2018.09.20 17:43 | close | 2478 | 0.05 | 112.260 | 112.309 | 0.000 | -8.95 | 13909.57 |
| 12754 | 2018.09.20 18:01 | buy | 2479 | 0.10 | 112.453 | 0.000 | 0.000 | ||
| 12755 | 2018.09.20 18:01 | modify | 2479 | 0.10 | 112.453 | 112.203 | 0.000 | ||
| 12756 | 2018.09.20 18:56 | close | 2479 | 0.05 | 112.554 | 112.203 | 0.000 | 4.49 | 13914.06 |
| 12757 | 2018.09.20 18:56 | buy | 2480 | 0.05 | 112.453 | 112.203 | 0.000 | ||
| 12758 | 2018.09.21 08:00 | close | 2480 | 0.05 | 112.721 | 112.203 | 0.000 | 12.14 | 13926.20 |
| 12759 | 2018.09.24 21:04 | buy | 2481 | 0.10 | 112.752 | 0.000 | 0.000 | ||
| 12760 | 2018.09.24 21:04 | modify | 2481 | 0.10 | 112.752 | 112.502 | 0.000 | ||
| 12761 | 2018.09.25 03:00 | close | 2481 | 0.05 | 112.768 | 112.502 | 0.000 | 0.96 | 13927.16 |
| 12762 | 2018.09.25 03:00 | buy | 2482 | 0.05 | 112.752 | 112.502 | 0.000 | ||
| 12763 | 2018.09.25 14:22 | close | 2482 | 0.03 | 112.820 | 112.502 | 0.000 | 1.96 | 13929.12 |
| 12764 | 2018.09.25 14:22 | buy | 2483 | 0.02 | 112.752 | 112.502 | 0.000 | ||
| 12765 | 2018.09.25 14:28 | close | 2483 | 0.02 | 112.792 | 112.502 | 0.000 | 0.81 | 13929.93 |
| 12766 | 2018.09.26 15:08 | buy | 2484 | 0.10 | 113.027 | 0.000 | 0.000 | ||
| 12767 | 2018.09.26 15:08 | modify | 2484 | 0.10 | 113.027 | 112.777 | 0.000 | ||
| 12768 | 2018.09.26 16:00 | close | 2484 | 0.05 | 112.977 | 112.777 | 0.000 | -2.21 | 13927.72 |
| 12769 | 2018.09.26 16:00 | buy | 2485 | 0.05 | 113.027 | 112.777 | 0.000 | ||
| 12770 | 2018.09.26 21:05 | close | 2485 | 0.05 | 112.791 | 112.777 | 0.000 | -10.46 | 13917.26 |
| 12771 | 2018.09.26 21:37 | buy | 2486 | 0.10 | 113.062 | 0.000 | 0.000 | ||
| 12772 | 2018.09.26 21:37 | modify | 2486 | 0.10 | 113.062 | 112.812 | 0.000 | ||
| 12773 | 2018.09.26 21:59 | s/l | 2486 | 0.10 | 112.812 | 112.812 | 0.000 | -22.16 | 13895.10 |
| 12774 | 2018.09.26 22:09 | sell | 2487 | 0.10 | 112.739 | 0.000 | 0.000 | ||
| 12775 | 2018.09.26 22:09 | modify | 2487 | 0.10 | 112.739 | 112.989 | 0.000 | ||
| 12776 | 2018.09.27 00:00 | close | 2487 | 0.05 | 112.714 | 112.989 | 0.000 | -0.38 | 13894.72 |
| 12777 | 2018.09.27 00:00 | sell | 2488 | 0.05 | 112.739 | 112.989 | 0.000 | ||
| 12778 | 2018.09.27 15:17 | close | 2488 | 0.05 | 112.903 | 112.989 | 0.000 | -8.75 | 13885.97 |
| 12779 | 2018.09.27 17:34 | buy | 2489 | 0.10 | 113.135 | 0.000 | 0.000 | ||
| 12780 | 2018.09.27 17:34 | modify | 2489 | 0.10 | 113.135 | 112.885 | 0.000 | ||
| 12781 | 2018.09.27 17:57 | close | 2489 | 0.05 | 113.276 | 112.885 | 0.000 | 6.22 | 13892.19 |
| 12782 | 2018.09.27 17:57 | buy | 2490 | 0.05 | 113.135 | 112.885 | 0.000 | ||
| 12783 | 2018.09.28 04:14 | modify | 2490 | 0.05 | 113.135 | 113.185 | 0.000 | ||
| 12784 | 2018.09.28 08:00 | close | 2490 | 0.05 | 113.517 | 113.185 | 0.000 | 17.08 | 13909.27 |
| 12785 | 2018.10.01 03:54 | buy | 2491 | 0.10 | 113.859 | 0.000 | 0.000 | ||
| 12786 | 2018.10.01 03:54 | modify | 2491 | 0.10 | 113.859 | 113.609 | 0.000 | ||
| 12787 | 2018.10.01 14:00 | close | 2491 | 0.05 | 113.973 | 113.609 | 0.000 | 5.00 | 13914.27 |
| 12788 | 2018.10.01 14:00 | buy | 2492 | 0.05 | 113.859 | 113.609 | 0.000 | ||
| 12789 | 2018.10.01 17:00 | close | 2492 | 0.03 | 113.898 | 113.609 | 0.000 | 1.03 | 13915.30 |
| 12790 | 2018.10.01 17:00 | buy | 2493 | 0.02 | 113.859 | 113.609 | 0.000 | ||
| 12791 | 2018.10.01 18:30 | close | 2493 | 0.02 | 113.904 | 113.609 | 0.000 | 0.79 | 13916.09 |
| 12792 | 2018.10.02 10:00 | sell | 2494 | 0.10 | 113.724 | 0.000 | 0.000 | ||
| 12793 | 2018.10.02 10:00 | modify | 2494 | 0.10 | 113.724 | 113.974 | 0.000 | ||
| 12794 | 2018.10.02 11:59 | close | 2494 | 0.05 | 113.623 | 113.974 | 0.000 | 4.44 | 13920.53 |
| 12795 | 2018.10.02 11:59 | sell | 2495 | 0.05 | 113.724 | 113.974 | 0.000 | ||
| 12796 | 2018.10.03 05:01 | close | 2495 | 0.05 | 113.770 | 113.974 | 0.000 | -2.52 | 13918.01 |
| 12797 | 2018.10.03 17:01 | buy | 2496 | 0.10 | 113.962 | 0.000 | 0.000 | ||
| 12798 | 2018.10.03 17:01 | modify | 2496 | 0.10 | 113.962 | 113.712 | 0.000 | ||
| 12799 | 2018.10.03 17:30 | close | 2496 | 0.05 | 114.063 | 113.712 | 0.000 | 4.43 | 13922.44 |
| 12800 | 2018.10.03 17:30 | buy | 2497 | 0.05 | 113.962 | 113.712 | 0.000 | ||
| 12801 | 2018.10.03 19:35 | modify | 2497 | 0.05 | 113.962 | 114.012 | 0.000 | ||
| 12802 | 2018.10.04 10:30 | close | 2497 | 0.05 | 114.227 | 114.012 | 0.000 | 12.35 | 13934.80 |
| 12803 | 2018.10.08 11:34 | sell | 2498 | 0.10 | 113.547 | 0.000 | 0.000 | ||
| 12804 | 2018.10.08 11:34 | modify | 2498 | 0.10 | 113.547 | 113.797 | 0.000 | ||
| 12805 | 2018.10.08 11:35 | close | 2498 | 0.05 | 113.446 | 113.797 | 0.000 | 4.45 | 13939.25 |
| 12806 | 2018.10.08 11:35 | sell | 2499 | 0.05 | 113.547 | 113.797 | 0.000 | ||
| 12807 | 2018.10.08 16:15 | modify | 2499 | 0.05 | 113.547 | 113.497 | 0.000 | ||
| 12808 | 2018.10.08 19:54 | modify | 2499 | 0.05 | 113.547 | 113.396 | 0.000 | ||
| 12809 | 2018.10.08 20:01 | modify | 2499 | 0.05 | 113.547 | 113.385 | 0.000 | ||
| 12810 | 2018.10.08 20:02 | modify | 2499 | 0.05 | 113.547 | 113.374 | 0.000 | ||
| 12811 | 2018.10.08 20:03 | modify | 2499 | 0.05 | 113.547 | 113.363 | 0.000 | ||
| 12812 | 2018.10.08 20:06 | modify | 2499 | 0.05 | 113.547 | 113.351 | 0.000 | ||
| 12813 | 2018.10.08 20:18 | modify | 2499 | 0.05 | 113.547 | 113.339 | 0.000 | ||
| 12814 | 2018.10.08 20:18 | modify | 2499 | 0.05 | 113.547 | 113.327 | 0.000 | ||
| 12815 | 2018.10.08 20:18 | modify | 2499 | 0.05 | 113.547 | 113.315 | 0.000 | ||
| 12816 | 2018.10.08 20:44 | modify | 2499 | 0.05 | 113.547 | 113.304 | 0.000 | ||
| 12817 | 2018.10.08 20:56 | modify | 2499 | 0.05 | 113.547 | 113.293 | 0.000 | ||
| 12818 | 2018.10.08 20:59 | modify | 2499 | 0.05 | 113.547 | 113.283 | 0.000 | ||
| 12819 | 2018.10.08 20:59 | modify | 2499 | 0.05 | 113.547 | 113.272 | 0.000 | ||
| 12820 | 2018.10.09 05:20 | close | 2499 | 0.03 | 113.171 | 113.272 | 0.000 | 9.67 | 13948.92 |
| 12821 | 2018.10.09 05:20 | sell | 2500 | 0.02 | 113.547 | 113.272 | 0.000 | ||
| 12822 | 2018.10.09 09:49 | close | 2500 | 0.02 | 113.243 | 113.272 | 0.000 | 5.17 | 13954.09 |
| 12823 | 2018.10.10 17:02 | sell | 2501 | 0.10 | 112.860 | 0.000 | 0.000 | ||
| 12824 | 2018.10.10 17:02 | modify | 2501 | 0.10 | 112.860 | 113.110 | 0.000 | ||
| 12825 | 2018.10.10 17:57 | close | 2501 | 0.05 | 112.731 | 113.110 | 0.000 | 5.72 | 13959.81 |
| 12826 | 2018.10.10 17:57 | sell | 2502 | 0.05 | 112.860 | 113.110 | 0.000 | ||
| 12827 | 2018.10.10 22:10 | modify | 2502 | 0.05 | 112.860 | 112.810 | 0.000 | ||
| 12828 | 2018.10.10 23:58 | modify | 2502 | 0.05 | 112.860 | 112.708 | 0.000 | ||
| 12829 | 2018.10.11 00:05 | modify | 2502 | 0.05 | 112.860 | 112.696 | 0.000 | ||
| 12830 | 2018.10.11 00:05 | modify | 2502 | 0.05 | 112.860 | 112.684 | 0.000 | ||
| 12831 | 2018.10.11 00:08 | modify | 2502 | 0.05 | 112.860 | 112.673 | 0.000 | ||
| 12832 | 2018.10.11 00:10 | modify | 2502 | 0.05 | 112.860 | 112.662 | 0.000 | ||
| 12833 | 2018.10.11 00:12 | modify | 2502 | 0.05 | 112.860 | 112.652 | 0.000 | ||
| 12834 | 2018.10.11 00:12 | modify | 2502 | 0.05 | 112.860 | 112.641 | 0.000 | ||
| 12835 | 2018.10.11 00:12 | modify | 2502 | 0.05 | 112.860 | 112.629 | 0.000 | ||
| 12836 | 2018.10.11 00:12 | modify | 2502 | 0.05 | 112.860 | 112.618 | 0.000 | ||
| 12837 | 2018.10.11 00:13 | modify | 2502 | 0.05 | 112.860 | 112.607 | 0.000 | ||
| 12838 | 2018.10.11 00:13 | modify | 2502 | 0.05 | 112.860 | 112.596 | 0.000 | ||
| 12839 | 2018.10.11 00:13 | modify | 2502 | 0.05 | 112.860 | 112.585 | 0.000 | ||
| 12840 | 2018.10.11 00:13 | modify | 2502 | 0.05 | 112.860 | 112.574 | 0.000 | ||
| 12841 | 2018.10.11 00:13 | modify | 2502 | 0.05 | 112.860 | 112.562 | 0.000 | ||
| 12842 | 2018.10.11 02:46 | modify | 2502 | 0.05 | 112.860 | 112.551 | 0.000 | ||
| 12843 | 2018.10.11 02:47 | modify | 2502 | 0.05 | 112.860 | 112.540 | 0.000 | ||
| 12844 | 2018.10.11 02:48 | modify | 2502 | 0.05 | 112.860 | 112.529 | 0.000 | ||
| 12845 | 2018.10.11 02:48 | modify | 2502 | 0.05 | 112.860 | 112.517 | 0.000 | ||
| 12846 | 2018.10.11 02:48 | modify | 2502 | 0.05 | 112.860 | 112.506 | 0.000 | ||
| 12847 | 2018.10.11 04:54 | modify | 2502 | 0.05 | 112.860 | 112.495 | 0.000 | ||
| 12848 | 2018.10.11 04:56 | modify | 2502 | 0.05 | 112.860 | 112.484 | 0.000 | ||
| 12849 | 2018.10.11 04:56 | modify | 2502 | 0.05 | 112.860 | 112.473 | 0.000 | ||
| 12850 | 2018.10.11 04:57 | modify | 2502 | 0.05 | 112.860 | 112.462 | 0.000 | ||
| 12851 | 2018.10.11 04:57 | modify | 2502 | 0.05 | 112.860 | 112.451 | 0.000 | ||
| 12852 | 2018.10.11 04:57 | modify | 2502 | 0.05 | 112.860 | 112.439 | 0.000 | ||
| 12853 | 2018.10.11 04:57 | modify | 2502 | 0.05 | 112.860 | 112.428 | 0.000 | ||
| 12854 | 2018.10.11 11:23 | close | 2502 | 0.05 | 112.336 | 112.428 | 0.000 | 21.83 | 13981.64 |
| 12855 | 2018.10.11 21:52 | sell | 2503 | 0.10 | 111.959 | 0.000 | 0.000 | ||
| 12856 | 2018.10.11 21:52 | modify | 2503 | 0.10 | 111.959 | 112.209 | 0.000 | ||
| 12857 | 2018.10.12 02:00 | close | 2503 | 0.05 | 112.116 | 112.209 | 0.000 | -7.50 | 13974.14 |
| 12858 | 2018.10.12 02:00 | sell | 2504 | 0.05 | 111.959 | 112.209 | 0.000 | ||
| 12859 | 2018.10.12 03:13 | s/l | 2504 | 0.05 | 112.209 | 112.209 | 0.000 | -11.64 | 13962.50 |
| 12860 | 2018.10.15 09:14 | sell | 2505 | 0.10 | 111.868 | 0.000 | 0.000 | ||
| 12861 | 2018.10.15 09:14 | modify | 2505 | 0.10 | 111.868 | 112.118 | 0.000 | ||
| 12862 | 2018.10.15 14:00 | close | 2505 | 0.05 | 111.733 | 112.118 | 0.000 | 6.04 | 13968.54 |
| 12863 | 2018.10.15 14:00 | sell | 2506 | 0.05 | 111.868 | 112.118 | 0.000 | ||
| 12864 | 2018.10.16 02:43 | close | 2506 | 0.03 | 111.845 | 112.118 | 0.000 | 0.32 | 13968.87 |
| 12865 | 2018.10.16 02:43 | sell | 2507 | 0.02 | 111.868 | 112.118 | 0.000 | ||
| 12866 | 2018.10.16 03:35 | close | 2507 | 0.02 | 111.879 | 112.118 | 0.000 | -0.40 | 13968.47 |
| 12867 | 2018.10.16 17:03 | buy | 2508 | 0.10 | 112.197 | 0.000 | 0.000 | ||
| 12868 | 2018.10.16 17:03 | modify | 2508 | 0.10 | 112.197 | 111.947 | 0.000 | ||
| 12869 | 2018.10.17 00:00 | close | 2508 | 0.05 | 112.240 | 111.947 | 0.000 | 2.17 | 13970.64 |
| 12870 | 2018.10.17 00:00 | buy | 2509 | 0.05 | 112.197 | 111.947 | 0.000 | ||
| 12871 | 2018.10.17 08:36 | close | 2509 | 0.05 | 112.148 | 111.947 | 0.000 | -1.93 | 13968.71 |
| 12872 | 2018.10.17 21:02 | buy | 2510 | 0.10 | 112.419 | 0.000 | 0.000 | ||
| 12873 | 2018.10.17 21:02 | modify | 2510 | 0.10 | 112.419 | 112.169 | 0.000 | ||
| 12874 | 2018.10.18 03:00 | close | 2510 | 0.05 | 112.615 | 112.169 | 0.000 | 9.45 | 13978.16 |
| 12875 | 2018.10.18 03:00 | buy | 2511 | 0.05 | 112.419 | 112.169 | 0.000 | ||
| 12876 | 2018.10.18 17:09 | close | 2511 | 0.03 | 112.473 | 112.169 | 0.000 | 1.89 | 13980.05 |
| 12877 | 2018.10.18 17:09 | buy | 2512 | 0.02 | 112.419 | 112.169 | 0.000 | ||
| 12878 | 2018.10.18 17:14 | close | 2512 | 0.02 | 112.439 | 112.169 | 0.000 | 0.66 | 13980.71 |
| 12879 | 2018.10.18 20:45 | sell | 2513 | 0.10 | 111.998 | 0.000 | 0.000 | ||
| 12880 | 2018.10.18 20:45 | modify | 2513 | 0.10 | 111.998 | 112.248 | 0.000 | ||
| 12881 | 2018.10.19 02:00 | close | 2513 | 0.05 | 112.196 | 112.248 | 0.000 | -9.32 | 13971.40 |
| 12882 | 2018.10.19 02:00 | sell | 2514 | 0.05 | 111.998 | 112.248 | 0.000 | ||
| 12883 | 2018.10.19 03:25 | s/l | 2514 | 0.05 | 112.248 | 112.248 | 0.000 | -11.64 | 13959.76 |
| 12884 | 2018.10.22 06:35 | buy | 2515 | 0.10 | 112.648 | 0.000 | 0.000 | ||
| 12885 | 2018.10.22 06:35 | modify | 2515 | 0.10 | 112.648 | 112.398 | 0.000 | ||
| 12886 | 2018.10.22 07:00 | close | 2515 | 0.05 | 112.608 | 112.398 | 0.000 | -1.78 | 13957.98 |
| 12887 | 2018.10.22 07:00 | buy | 2516 | 0.05 | 112.648 | 112.398 | 0.000 | ||
| 12888 | 2018.10.23 03:07 | close | 2516 | 0.05 | 112.701 | 112.398 | 0.000 | 2.60 | 13960.58 |
| 12889 | 2018.10.23 09:55 | sell | 2517 | 0.10 | 112.340 | 0.000 | 0.000 | ||
| 12890 | 2018.10.23 09:55 | modify | 2517 | 0.10 | 112.340 | 112.590 | 0.000 | ||
| 12891 | 2018.10.23 17:15 | modify | 2517 | 0.10 | 112.340 | 112.290 | 0.000 | ||
| 12892 | 2018.10.23 19:00 | close | 2517 | 0.05 | 112.113 | 112.290 | 0.000 | 10.12 | 13970.70 |
| 12893 | 2018.10.23 19:00 | sell | 2518 | 0.05 | 112.340 | 112.290 | 0.000 | ||
| 12894 | 2018.10.23 20:09 | s/l | 2518 | 0.05 | 112.290 | 112.290 | 0.000 | 2.23 | 13972.93 |
| 12895 | 2018.10.24 13:13 | buy | 2519 | 0.10 | 112.673 | 0.000 | 0.000 | ||
| 12896 | 2018.10.24 13:13 | modify | 2519 | 0.10 | 112.673 | 112.423 | 0.000 | ||
| 12897 | 2018.10.24 14:00 | close | 2519 | 0.05 | 112.621 | 112.423 | 0.000 | -2.31 | 13970.62 |
| 12898 | 2018.10.24 14:00 | buy | 2520 | 0.05 | 112.673 | 112.423 | 0.000 | ||
| 12899 | 2018.10.24 17:32 | close | 2520 | 0.03 | 112.495 | 112.423 | 0.000 | -4.75 | 13965.87 |
| 12900 | 2018.10.24 17:32 | buy | 2521 | 0.02 | 112.673 | 112.423 | 0.000 | ||