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 |
| 12901 | 2018.10.24 18:06 | s/l | 2521 | 0.02 | 112.423 | 112.423 | 0.000 | -4.45 | 13961.42 |
| 12902 | 2018.10.29 14:23 | buy | 2522 | 0.10 | 112.259 | 0.000 | 0.000 | ||
| 12903 | 2018.10.29 14:23 | modify | 2522 | 0.10 | 112.259 | 112.009 | 0.000 | ||
| 12904 | 2018.10.29 14:34 | close | 2522 | 0.05 | 112.368 | 112.009 | 0.000 | 4.85 | 13966.27 |
| 12905 | 2018.10.29 14:34 | buy | 2523 | 0.05 | 112.259 | 112.009 | 0.000 | ||
| 12906 | 2018.10.30 04:56 | modify | 2523 | 0.05 | 112.259 | 112.309 | 0.000 | ||
| 12907 | 2018.10.30 14:41 | modify | 2523 | 0.05 | 112.259 | 112.410 | 0.000 | ||
| 12908 | 2018.10.30 14:41 | modify | 2523 | 0.05 | 112.259 | 112.420 | 0.000 | ||
| 12909 | 2018.10.30 14:41 | modify | 2523 | 0.05 | 112.259 | 112.431 | 0.000 | ||
| 12910 | 2018.10.30 14:41 | modify | 2523 | 0.05 | 112.259 | 112.442 | 0.000 | ||
| 12911 | 2018.10.30 14:41 | modify | 2523 | 0.05 | 112.259 | 112.452 | 0.000 | ||
| 12912 | 2018.10.30 14:41 | modify | 2523 | 0.05 | 112.259 | 112.463 | 0.000 | ||
| 12913 | 2018.10.30 14:45 | modify | 2523 | 0.05 | 112.259 | 112.473 | 0.000 | ||
| 12914 | 2018.10.30 15:00 | modify | 2523 | 0.05 | 112.259 | 112.483 | 0.000 | ||
| 12915 | 2018.10.30 15:39 | modify | 2523 | 0.05 | 112.259 | 112.494 | 0.000 | ||
| 12916 | 2018.10.30 15:44 | modify | 2523 | 0.05 | 112.259 | 112.505 | 0.000 | ||
| 12917 | 2018.10.30 15:44 | modify | 2523 | 0.05 | 112.259 | 112.515 | 0.000 | ||
| 12918 | 2018.10.30 20:32 | close | 2523 | 0.03 | 112.720 | 112.515 | 0.000 | 12.42 | 13978.69 |
| 12919 | 2018.10.30 20:32 | buy | 2524 | 0.02 | 112.259 | 112.515 | 0.000 | ||
| 12920 | 2018.10.30 22:26 | modify | 2524 | 0.02 | 112.259 | 112.526 | 0.000 | ||
| 12921 | 2018.10.30 22:36 | modify | 2524 | 0.02 | 112.259 | 112.536 | 0.000 | ||
| 12922 | 2018.10.30 22:44 | modify | 2524 | 0.02 | 112.259 | 112.547 | 0.000 | ||
| 12923 | 2018.10.30 23:42 | modify | 2524 | 0.02 | 112.259 | 112.557 | 0.000 | ||
| 12924 | 2018.10.30 23:49 | modify | 2524 | 0.02 | 112.259 | 112.568 | 0.000 | ||
| 12925 | 2018.10.30 23:56 | modify | 2524 | 0.02 | 112.259 | 112.579 | 0.000 | ||
| 12926 | 2018.10.30 23:56 | modify | 2524 | 0.02 | 112.259 | 112.590 | 0.000 | ||
| 12927 | 2018.10.30 23:56 | modify | 2524 | 0.02 | 112.259 | 112.602 | 0.000 | ||
| 12928 | 2018.10.30 23:56 | modify | 2524 | 0.02 | 112.259 | 112.614 | 0.000 | ||
| 12929 | 2018.10.31 00:00 | modify | 2524 | 0.02 | 112.259 | 112.653 | 0.000 | ||
| 12930 | 2018.10.31 00:00 | modify | 2524 | 0.02 | 112.259 | 112.668 | 0.000 | ||
| 12931 | 2018.10.31 00:00 | modify | 2524 | 0.02 | 112.259 | 112.684 | 0.000 | ||
| 12932 | 2018.10.31 00:00 | modify | 2524 | 0.02 | 112.259 | 112.701 | 0.000 | ||
| 12933 | 2018.10.31 03:49 | modify | 2524 | 0.02 | 112.259 | 112.711 | 0.000 | ||
| 12934 | 2018.10.31 03:50 | modify | 2524 | 0.02 | 112.259 | 112.721 | 0.000 | ||
| 12935 | 2018.10.31 03:51 | modify | 2524 | 0.02 | 112.259 | 112.732 | 0.000 | ||
| 12936 | 2018.10.31 03:51 | modify | 2524 | 0.02 | 112.259 | 112.743 | 0.000 | ||
| 12937 | 2018.10.31 03:51 | modify | 2524 | 0.02 | 112.259 | 112.753 | 0.000 | ||
| 12938 | 2018.10.31 03:52 | modify | 2524 | 0.02 | 112.259 | 112.764 | 0.000 | ||
| 12939 | 2018.10.31 03:53 | modify | 2524 | 0.02 | 112.259 | 112.774 | 0.000 | ||
| 12940 | 2018.10.31 03:53 | modify | 2524 | 0.02 | 112.259 | 112.785 | 0.000 | ||
| 12941 | 2018.10.31 03:53 | modify | 2524 | 0.02 | 112.259 | 112.795 | 0.000 | ||
| 12942 | 2018.10.31 04:02 | modify | 2524 | 0.02 | 112.259 | 112.806 | 0.000 | ||
| 12943 | 2018.10.31 04:03 | modify | 2524 | 0.02 | 112.259 | 112.816 | 0.000 | ||
| 12944 | 2018.10.31 04:09 | modify | 2524 | 0.02 | 112.259 | 112.827 | 0.000 | ||
| 12945 | 2018.10.31 04:12 | modify | 2524 | 0.02 | 112.259 | 112.837 | 0.000 | ||
| 12946 | 2018.10.31 04:12 | modify | 2524 | 0.02 | 112.259 | 112.848 | 0.000 | ||
| 12947 | 2018.10.31 04:12 | modify | 2524 | 0.02 | 112.259 | 112.859 | 0.000 | ||
| 12948 | 2018.10.31 08:41 | modify | 2524 | 0.02 | 112.259 | 112.869 | 0.000 | ||
| 12949 | 2018.10.31 11:07 | close | 2524 | 0.02 | 113.062 | 112.869 | 0.000 | 14.40 | 13993.09 |
| 12950 | 2018.10.31 16:57 | buy | 2525 | 0.10 | 113.334 | 0.000 | 0.000 | ||
| 12951 | 2018.10.31 16:57 | modify | 2525 | 0.10 | 113.334 | 113.084 | 0.000 | ||
| 12952 | 2018.10.31 18:40 | s/l | 2525 | 0.10 | 113.084 | 113.084 | 0.000 | -22.11 | 13970.98 |
| 12953 | 2018.11.01 16:47 | sell | 2526 | 0.10 | 112.712 | 0.000 | 0.000 | ||
| 12954 | 2018.11.01 16:47 | modify | 2526 | 0.10 | 112.712 | 112.962 | 0.000 | ||
| 12955 | 2018.11.01 18:00 | close | 2526 | 0.05 | 112.712 | 112.962 | 0.000 | 0.00 | 13970.98 |
| 12956 | 2018.11.01 18:00 | sell | 2527 | 0.05 | 112.712 | 112.962 | 0.000 | ||
| 12957 | 2018.11.02 03:19 | close | 2527 | 0.05 | 112.826 | 112.962 | 0.000 | -5.55 | 13965.43 |
| 12958 | 2018.11.05 08:29 | buy | 2528 | 0.10 | 113.322 | 0.000 | 0.000 | ||
| 12959 | 2018.11.05 08:29 | modify | 2528 | 0.10 | 113.322 | 113.072 | 0.000 | ||
| 12960 | 2018.11.05 16:23 | close | 2528 | 0.10 | 113.148 | 113.072 | 0.000 | -15.38 | 13950.05 |
| 12961 | 2018.11.06 06:38 | buy | 2529 | 0.10 | 113.338 | 0.000 | 0.000 | ||
| 12962 | 2018.11.06 06:38 | modify | 2529 | 0.10 | 113.338 | 113.088 | 0.000 | ||
| 12963 | 2018.11.06 12:11 | close | 2529 | 0.10 | 113.141 | 113.088 | 0.000 | -17.41 | 13932.64 |
| 12964 | 2018.11.07 02:41 | sell | 2530 | 0.10 | 113.089 | 0.000 | 0.000 | ||
| 12965 | 2018.11.07 02:41 | modify | 2530 | 0.10 | 113.089 | 113.339 | 0.000 | ||
| 12966 | 2018.11.07 02:44 | close | 2530 | 0.05 | 112.983 | 113.339 | 0.000 | 4.69 | 13937.33 |
| 12967 | 2018.11.07 02:44 | sell | 2531 | 0.05 | 113.089 | 113.339 | 0.000 | ||
| 12968 | 2018.11.07 03:19 | s/l | 2531 | 0.05 | 113.339 | 113.339 | 0.000 | -11.03 | 13926.30 |
| 12969 | 2018.11.07 03:23 | buy | 2532 | 0.10 | 113.581 | 0.000 | 0.000 | ||
| 12970 | 2018.11.07 03:23 | modify | 2532 | 0.10 | 113.581 | 113.331 | 0.000 | ||
| 12971 | 2018.11.07 03:24 | close | 2532 | 0.05 | 113.683 | 113.331 | 0.000 | 4.49 | 13930.79 |
| 12972 | 2018.11.07 03:24 | buy | 2533 | 0.05 | 113.581 | 113.331 | 0.000 | ||
| 12973 | 2018.11.07 05:13 | s/l | 2533 | 0.05 | 113.331 | 113.331 | 0.000 | -11.03 | 13919.76 |
| 12974 | 2018.11.08 17:50 | buy | 2534 | 0.10 | 113.754 | 0.000 | 0.000 | ||
| 12975 | 2018.11.08 17:50 | modify | 2534 | 0.10 | 113.754 | 113.504 | 0.000 | ||
| 12976 | 2018.11.08 18:45 | close | 2534 | 0.05 | 113.855 | 113.504 | 0.000 | 4.44 | 13924.20 |
| 12977 | 2018.11.08 18:45 | buy | 2535 | 0.05 | 113.754 | 113.504 | 0.000 | ||
| 12978 | 2018.11.09 08:00 | close | 2535 | 0.05 | 113.901 | 113.504 | 0.000 | 6.70 | 13930.90 |
| 12979 | 2018.11.12 08:40 | buy | 2536 | 0.10 | 114.116 | 0.000 | 0.000 | ||
| 12980 | 2018.11.12 08:40 | modify | 2536 | 0.10 | 114.116 | 113.866 | 0.000 | ||
| 12981 | 2018.11.12 12:11 | s/l | 2536 | 0.10 | 113.866 | 113.866 | 0.000 | -21.96 | 13908.94 |
| 12982 | 2018.11.13 02:00 | sell | 2537 | 0.10 | 113.648 | 0.000 | 0.000 | ||
| 12983 | 2018.11.13 02:00 | modify | 2537 | 0.10 | 113.648 | 113.898 | 0.000 | ||
| 12984 | 2018.11.13 03:00 | close | 2537 | 0.05 | 113.663 | 113.898 | 0.000 | -0.66 | 13908.28 |
| 12985 | 2018.11.13 03:00 | sell | 2538 | 0.05 | 113.648 | 113.898 | 0.000 | ||
| 12986 | 2018.11.13 05:26 | close | 2538 | 0.03 | 113.821 | 113.898 | 0.000 | -4.56 | 13903.72 |
| 12987 | 2018.11.13 05:26 | sell | 2539 | 0.02 | 113.648 | 113.898 | 0.000 | ||
| 12988 | 2018.11.13 05:27 | close | 2539 | 0.02 | 113.879 | 113.898 | 0.000 | -4.06 | 13899.66 |
| 12989 | 2018.11.14 18:24 | sell | 2540 | 0.10 | 113.720 | 0.000 | 0.000 | ||
| 12990 | 2018.11.14 18:24 | modify | 2540 | 0.10 | 113.720 | 113.970 | 0.000 | ||
| 12991 | 2018.11.14 19:46 | close | 2540 | 0.05 | 113.619 | 113.970 | 0.000 | 4.44 | 13904.10 |
| 12992 | 2018.11.14 19:46 | sell | 2541 | 0.05 | 113.720 | 113.970 | 0.000 | ||
| 12993 | 2018.11.14 21:03 | modify | 2541 | 0.05 | 113.720 | 113.670 | 0.000 | ||
| 12994 | 2018.11.15 01:14 | s/l | 2541 | 0.05 | 113.670 | 113.670 | 0.000 | 0.71 | 13904.81 |
| 12995 | 2018.11.15 15:42 | sell | 2542 | 0.10 | 113.285 | 0.000 | 0.000 | ||
| 12996 | 2018.11.15 15:42 | modify | 2542 | 0.10 | 113.285 | 113.535 | 0.000 | ||
| 12997 | 2018.11.15 16:10 | close | 2542 | 0.05 | 113.166 | 113.535 | 0.000 | 5.26 | 13910.07 |
| 12998 | 2018.11.15 16:10 | sell | 2543 | 0.05 | 113.285 | 113.535 | 0.000 | ||
| 12999 | 2018.11.15 19:05 | s/l | 2543 | 0.05 | 113.535 | 113.535 | 0.000 | -11.01 | 13899.06 |
| 13000 | 2018.11.19 17:04 | sell | 2544 | 0.10 | 112.597 | 0.000 | 0.000 | ||
| 13001 | 2018.11.19 17:04 | modify | 2544 | 0.10 | 112.597 | 112.847 | 0.000 | ||
| 13002 | 2018.11.19 17:20 | close | 2544 | 0.05 | 112.496 | 112.847 | 0.000 | 4.49 | 13903.55 |
| 13003 | 2018.11.19 17:20 | sell | 2545 | 0.05 | 112.597 | 112.847 | 0.000 | ||
| 13004 | 2018.11.20 17:21 | close | 2545 | 0.03 | 112.537 | 112.847 | 0.000 | 1.30 | 13904.86 |
| 13005 | 2018.11.20 17:21 | sell | 2546 | 0.02 | 112.597 | 112.847 | 0.000 | ||
| 13006 | 2018.11.20 17:41 | close | 2546 | 0.02 | 112.599 | 112.847 | 0.000 | -0.24 | 13904.62 |
| 13007 | 2018.11.21 12:14 | buy | 2547 | 0.10 | 113.010 | 0.000 | 0.000 | ||
| 13008 | 2018.11.21 12:14 | modify | 2547 | 0.10 | 113.010 | 112.760 | 0.000 | ||
| 13009 | 2018.11.21 12:44 | close | 2547 | 0.05 | 113.111 | 112.760 | 0.000 | 4.46 | 13909.08 |
| 13010 | 2018.11.21 12:44 | buy | 2548 | 0.05 | 113.010 | 112.760 | 0.000 | ||
| 13011 | 2018.11.22 03:36 | close | 2548 | 0.03 | 112.987 | 112.760 | 0.000 | -0.16 | 13908.92 |
| 13012 | 2018.11.22 03:36 | buy | 2549 | 0.02 | 113.010 | 112.760 | 0.000 | ||
| 13013 | 2018.11.22 04:16 | close | 2549 | 0.02 | 112.963 | 112.760 | 0.000 | -0.53 | 13908.39 |
| 13014 | 2018.11.23 06:41 | sell | 2550 | 0.10 | 112.873 | 0.000 | 0.000 | ||
| 13015 | 2018.11.23 06:41 | modify | 2550 | 0.10 | 112.873 | 113.123 | 0.000 | ||
| 13016 | 2018.11.23 08:00 | close | 2550 | 0.10 | 112.847 | 113.123 | 0.000 | 2.30 | 13910.69 |
| 13017 | 2018.11.26 03:16 | buy | 2551 | 0.10 | 113.010 | 0.000 | 0.000 | ||
| 13018 | 2018.11.26 03:16 | modify | 2551 | 0.10 | 113.010 | 112.760 | 0.000 | ||
| 13019 | 2018.11.26 03:40 | close | 2551 | 0.05 | 113.112 | 112.760 | 0.000 | 4.51 | 13915.20 |
| 13020 | 2018.11.26 03:40 | buy | 2552 | 0.05 | 113.010 | 112.760 | 0.000 | ||
| 13021 | 2018.11.26 16:23 | modify | 2552 | 0.05 | 113.010 | 113.060 | 0.000 | ||
| 13022 | 2018.11.26 21:54 | modify | 2552 | 0.05 | 113.010 | 113.162 | 0.000 | ||
| 13023 | 2018.11.26 21:54 | modify | 2552 | 0.05 | 113.010 | 113.174 | 0.000 | ||
| 13024 | 2018.11.26 21:59 | modify | 2552 | 0.05 | 113.010 | 113.185 | 0.000 | ||
| 13025 | 2018.11.27 09:13 | close | 2552 | 0.03 | 113.456 | 113.185 | 0.000 | 11.94 | 13927.14 |
| 13026 | 2018.11.27 09:13 | buy | 2553 | 0.02 | 113.010 | 113.185 | 0.000 | ||
| 13027 | 2018.11.27 09:34 | modify | 2553 | 0.02 | 113.010 | 113.196 | 0.000 | ||
| 13028 | 2018.11.27 16:49 | modify | 2553 | 0.02 | 113.010 | 113.206 | 0.000 | ||
| 13029 | 2018.11.27 16:53 | modify | 2553 | 0.02 | 113.010 | 113.217 | 0.000 | ||
| 13030 | 2018.11.27 16:53 | modify | 2553 | 0.02 | 113.010 | 113.227 | 0.000 | ||
| 13031 | 2018.11.27 16:53 | modify | 2553 | 0.02 | 113.010 | 113.238 | 0.000 | ||
| 13032 | 2018.11.27 16:57 | modify | 2553 | 0.02 | 113.010 | 113.249 | 0.000 | ||
| 13033 | 2018.11.27 16:58 | modify | 2553 | 0.02 | 113.010 | 113.259 | 0.000 | ||
| 13034 | 2018.11.27 17:07 | modify | 2553 | 0.02 | 113.010 | 113.270 | 0.000 | ||
| 13035 | 2018.11.27 17:08 | modify | 2553 | 0.02 | 113.010 | 113.280 | 0.000 | ||
| 13036 | 2018.11.27 17:10 | modify | 2553 | 0.02 | 113.010 | 113.291 | 0.000 | ||
| 13037 | 2018.11.27 17:11 | modify | 2553 | 0.02 | 113.010 | 113.301 | 0.000 | ||
| 13038 | 2018.11.27 17:12 | modify | 2553 | 0.02 | 113.010 | 113.312 | 0.000 | ||
| 13039 | 2018.11.27 17:13 | modify | 2553 | 0.02 | 113.010 | 113.322 | 0.000 | ||
| 13040 | 2018.11.27 17:19 | modify | 2553 | 0.02 | 113.010 | 113.333 | 0.000 | ||
| 13041 | 2018.11.27 17:58 | modify | 2553 | 0.02 | 113.010 | 113.343 | 0.000 | ||
| 13042 | 2018.11.27 18:50 | modify | 2553 | 0.02 | 113.010 | 113.354 | 0.000 | ||
| 13043 | 2018.11.27 18:51 | modify | 2553 | 0.02 | 113.010 | 113.365 | 0.000 | ||
| 13044 | 2018.11.27 18:52 | modify | 2553 | 0.02 | 113.010 | 113.375 | 0.000 | ||
| 13045 | 2018.11.28 02:07 | modify | 2553 | 0.02 | 113.010 | 113.386 | 0.000 | ||
| 13046 | 2018.11.28 07:18 | modify | 2553 | 0.02 | 113.010 | 113.396 | 0.000 | ||
| 13047 | 2018.11.28 07:18 | modify | 2553 | 0.02 | 113.010 | 113.407 | 0.000 | ||
| 13048 | 2018.11.28 07:18 | modify | 2553 | 0.02 | 113.010 | 113.417 | 0.000 | ||
| 13049 | 2018.11.28 07:20 | modify | 2553 | 0.02 | 113.010 | 113.428 | 0.000 | ||
| 13050 | 2018.11.28 07:21 | modify | 2553 | 0.02 | 113.010 | 113.438 | 0.000 | ||