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 |
| 13051 | 2018.11.28 11:28 | close | 2553 | 0.02 | 113.766 | 113.438 | 0.000 | 13.49 | 13940.63 |
| 13052 | 2018.11.28 16:39 | buy | 2554 | 0.10 | 113.912 | 0.000 | 0.000 | ||
| 13053 | 2018.11.28 16:39 | modify | 2554 | 0.10 | 113.912 | 113.662 | 0.000 | ||
| 13054 | 2018.11.28 19:01 | close | 2554 | 0.05 | 113.770 | 113.662 | 0.000 | -6.24 | 13934.39 |
| 13055 | 2018.11.28 19:01 | buy | 2555 | 0.05 | 113.912 | 113.662 | 0.000 | ||
| 13056 | 2018.11.28 19:03 | close | 2555 | 0.05 | 113.695 | 113.662 | 0.000 | -9.54 | 13924.85 |
| 13057 | 2018.12.04 03:31 | sell | 2556 | 0.10 | 113.364 | 0.000 | 0.000 | ||
| 13058 | 2018.12.04 03:31 | modify | 2556 | 0.10 | 113.364 | 113.614 | 0.000 | ||
| 13059 | 2018.12.04 05:00 | close | 2556 | 0.05 | 113.318 | 113.614 | 0.000 | 2.03 | 13926.88 |
| 13060 | 2018.12.04 05:00 | sell | 2557 | 0.05 | 113.364 | 113.614 | 0.000 | ||
| 13061 | 2018.12.04 10:21 | modify | 2557 | 0.05 | 113.364 | 113.314 | 0.000 | ||
| 13062 | 2018.12.04 11:40 | modify | 2557 | 0.05 | 113.364 | 113.213 | 0.000 | ||
| 13063 | 2018.12.04 11:40 | modify | 2557 | 0.05 | 113.364 | 113.202 | 0.000 | ||
| 13064 | 2018.12.04 11:41 | modify | 2557 | 0.05 | 113.364 | 113.191 | 0.000 | ||
| 13065 | 2018.12.04 11:44 | modify | 2557 | 0.05 | 113.364 | 113.180 | 0.000 | ||
| 13066 | 2018.12.04 20:14 | modify | 2557 | 0.05 | 113.364 | 113.169 | 0.000 | ||
| 13067 | 2018.12.04 20:20 | modify | 2557 | 0.05 | 113.364 | 113.158 | 0.000 | ||
| 13068 | 2018.12.04 20:22 | modify | 2557 | 0.05 | 113.364 | 113.147 | 0.000 | ||
| 13069 | 2018.12.04 20:22 | modify | 2557 | 0.05 | 113.364 | 113.136 | 0.000 | ||
| 13070 | 2018.12.04 20:23 | modify | 2557 | 0.05 | 113.364 | 113.125 | 0.000 | ||
| 13071 | 2018.12.04 20:23 | modify | 2557 | 0.05 | 113.364 | 113.114 | 0.000 | ||
| 13072 | 2018.12.04 20:25 | modify | 2557 | 0.05 | 113.364 | 113.103 | 0.000 | ||
| 13073 | 2018.12.04 20:26 | modify | 2557 | 0.05 | 113.364 | 113.092 | 0.000 | ||
| 13074 | 2018.12.04 20:27 | modify | 2557 | 0.05 | 113.364 | 113.081 | 0.000 | ||
| 13075 | 2018.12.04 20:28 | modify | 2557 | 0.05 | 113.364 | 113.070 | 0.000 | ||
| 13076 | 2018.12.04 20:30 | modify | 2557 | 0.05 | 113.364 | 113.058 | 0.000 | ||
| 13077 | 2018.12.04 20:39 | modify | 2557 | 0.05 | 113.364 | 113.048 | 0.000 | ||
| 13078 | 2018.12.04 20:40 | modify | 2557 | 0.05 | 113.364 | 113.037 | 0.000 | ||
| 13079 | 2018.12.04 20:41 | modify | 2557 | 0.05 | 113.364 | 113.027 | 0.000 | ||
| 13080 | 2018.12.05 02:23 | close | 2557 | 0.03 | 112.887 | 113.027 | 0.000 | 12.38 | 13939.26 |
| 13081 | 2018.12.05 02:23 | sell | 2558 | 0.02 | 113.364 | 113.027 | 0.000 | ||
| 13082 | 2018.12.05 03:10 | close | 2558 | 0.02 | 112.892 | 113.027 | 0.000 | 8.16 | 13947.42 |
| 13083 | 2018.12.05 16:41 | buy | 2559 | 0.10 | 113.140 | 0.000 | 0.000 | ||
| 13084 | 2018.12.05 16:41 | modify | 2559 | 0.10 | 113.140 | 112.890 | 0.000 | ||
| 13085 | 2018.12.05 18:00 | close | 2559 | 0.05 | 113.126 | 112.890 | 0.000 | -0.62 | 13946.80 |
| 13086 | 2018.12.05 18:00 | buy | 2560 | 0.05 | 113.140 | 112.890 | 0.000 | ||
| 13087 | 2018.12.06 01:02 | close | 2560 | 0.03 | 113.025 | 112.890 | 0.000 | -2.60 | 13944.21 |
| 13088 | 2018.12.06 01:02 | buy | 2561 | 0.02 | 113.140 | 112.890 | 0.000 | ||
| 13089 | 2018.12.06 02:17 | close | 2561 | 0.02 | 112.967 | 112.890 | 0.000 | -2.76 | 13941.45 |
| 13090 | 2018.12.06 16:08 | sell | 2562 | 0.10 | 112.537 | 0.000 | 0.000 | ||
| 13091 | 2018.12.06 16:08 | modify | 2562 | 0.10 | 112.537 | 112.787 | 0.000 | ||
| 13092 | 2018.12.06 16:25 | close | 2562 | 0.05 | 112.399 | 112.787 | 0.000 | 6.14 | 13947.59 |
| 13093 | 2018.12.06 16:25 | sell | 2563 | 0.05 | 112.537 | 112.787 | 0.000 | ||
| 13094 | 2018.12.07 05:47 | s/l | 2563 | 0.05 | 112.787 | 112.787 | 0.000 | -11.59 | 13936.00 |
| 13095 | 2018.12.10 03:14 | sell | 2564 | 0.10 | 112.413 | 0.000 | 0.000 | ||
| 13096 | 2018.12.10 03:14 | modify | 2564 | 0.10 | 112.413 | 112.663 | 0.000 | ||
| 13097 | 2018.12.10 03:40 | close | 2564 | 0.05 | 112.312 | 112.663 | 0.000 | 4.50 | 13940.50 |
| 13098 | 2018.12.10 03:40 | sell | 2565 | 0.05 | 112.413 | 112.663 | 0.000 | ||
| 13099 | 2018.12.10 09:36 | close | 2565 | 0.03 | 112.645 | 112.663 | 0.000 | -6.18 | 13934.32 |
| 13100 | 2018.12.10 09:36 | sell | 2566 | 0.02 | 112.413 | 112.663 | 0.000 | ||
| 13101 | 2018.12.10 10:13 | s/l | 2566 | 0.02 | 112.663 | 112.663 | 0.000 | -4.44 | 13929.88 |
| 13102 | 2018.12.11 18:09 | buy | 2567 | 0.10 | 113.367 | 0.000 | 0.000 | ||
| 13103 | 2018.12.11 18:09 | modify | 2567 | 0.10 | 113.367 | 113.117 | 0.000 | ||
| 13104 | 2018.12.12 00:00 | close | 2567 | 0.05 | 113.345 | 113.117 | 0.000 | -0.72 | 13929.16 |
| 13105 | 2018.12.12 00:00 | buy | 2568 | 0.05 | 113.367 | 113.117 | 0.000 | ||
| 13106 | 2018.12.12 13:52 | close | 2568 | 0.05 | 113.394 | 113.117 | 0.000 | 1.44 | 13930.60 |
| 13107 | 2018.12.13 15:36 | buy | 2569 | 0.10 | 113.521 | 0.000 | 0.000 | ||
| 13108 | 2018.12.13 15:36 | modify | 2569 | 0.10 | 113.521 | 113.271 | 0.000 | ||
| 13109 | 2018.12.13 17:00 | close | 2569 | 0.05 | 113.538 | 113.271 | 0.000 | 0.75 | 13931.35 |
| 13110 | 2018.12.13 17:00 | buy | 2570 | 0.05 | 113.521 | 113.271 | 0.000 | ||
| 13111 | 2018.12.14 03:01 | close | 2570 | 0.05 | 113.485 | 113.271 | 0.000 | -1.34 | 13930.01 |
| 13112 | 2018.12.17 15:30 | sell | 2571 | 0.10 | 113.195 | 0.000 | 0.000 | ||
| 13113 | 2018.12.17 15:30 | modify | 2571 | 0.10 | 113.195 | 113.445 | 0.000 | ||
| 13114 | 2018.12.17 16:50 | close | 2571 | 0.05 | 112.934 | 113.445 | 0.000 | 11.56 | 13941.57 |
| 13115 | 2018.12.17 16:50 | sell | 2572 | 0.05 | 113.195 | 113.445 | 0.000 | ||
| 13116 | 2018.12.17 19:31 | modify | 2572 | 0.05 | 113.195 | 113.145 | 0.000 | ||
| 13117 | 2018.12.18 05:05 | modify | 2572 | 0.05 | 113.195 | 113.045 | 0.000 | ||
| 13118 | 2018.12.18 05:09 | modify | 2572 | 0.05 | 113.195 | 113.034 | 0.000 | ||
| 13119 | 2018.12.18 05:09 | modify | 2572 | 0.05 | 113.195 | 113.024 | 0.000 | ||
| 13120 | 2018.12.18 05:15 | modify | 2572 | 0.05 | 113.195 | 113.013 | 0.000 | ||
| 13121 | 2018.12.18 05:18 | modify | 2572 | 0.05 | 113.195 | 113.002 | 0.000 | ||
| 13122 | 2018.12.18 05:18 | modify | 2572 | 0.05 | 113.195 | 112.991 | 0.000 | ||
| 13123 | 2018.12.18 05:39 | modify | 2572 | 0.05 | 113.195 | 112.980 | 0.000 | ||
| 13124 | 2018.12.18 05:43 | modify | 2572 | 0.05 | 113.195 | 112.969 | 0.000 | ||
| 13125 | 2018.12.18 05:43 | modify | 2572 | 0.05 | 113.195 | 112.958 | 0.000 | ||
| 13126 | 2018.12.18 05:44 | modify | 2572 | 0.05 | 113.195 | 112.947 | 0.000 | ||
| 13127 | 2018.12.18 06:23 | modify | 2572 | 0.05 | 113.195 | 112.936 | 0.000 | ||
| 13128 | 2018.12.18 06:25 | modify | 2572 | 0.05 | 113.195 | 112.925 | 0.000 | ||
| 13129 | 2018.12.18 10:52 | modify | 2572 | 0.05 | 113.195 | 112.914 | 0.000 | ||
| 13130 | 2018.12.18 10:56 | modify | 2572 | 0.05 | 113.195 | 112.903 | 0.000 | ||
| 13131 | 2018.12.18 11:04 | modify | 2572 | 0.05 | 113.195 | 112.892 | 0.000 | ||
| 13132 | 2018.12.18 11:04 | modify | 2572 | 0.05 | 113.195 | 112.881 | 0.000 | ||
| 13133 | 2018.12.18 11:05 | modify | 2572 | 0.05 | 113.195 | 112.870 | 0.000 | ||
| 13134 | 2018.12.18 11:05 | modify | 2572 | 0.05 | 113.195 | 112.858 | 0.000 | ||
| 13135 | 2018.12.18 11:05 | modify | 2572 | 0.05 | 113.195 | 112.846 | 0.000 | ||
| 13136 | 2018.12.18 11:07 | modify | 2572 | 0.05 | 113.195 | 112.835 | 0.000 | ||
| 13137 | 2018.12.18 11:07 | modify | 2572 | 0.05 | 113.195 | 112.824 | 0.000 | ||
| 13138 | 2018.12.18 11:07 | modify | 2572 | 0.05 | 113.195 | 112.813 | 0.000 | ||
| 13139 | 2018.12.18 11:10 | modify | 2572 | 0.05 | 113.195 | 112.802 | 0.000 | ||
| 13140 | 2018.12.18 11:12 | modify | 2572 | 0.05 | 113.195 | 112.792 | 0.000 | ||
| 13141 | 2018.12.18 11:28 | modify | 2572 | 0.05 | 113.195 | 112.781 | 0.000 | ||
| 13142 | 2018.12.18 11:28 | modify | 2572 | 0.05 | 113.195 | 112.770 | 0.000 | ||
| 13143 | 2018.12.18 11:28 | modify | 2572 | 0.05 | 113.195 | 112.759 | 0.000 | ||
| 13144 | 2018.12.18 11:36 | modify | 2572 | 0.05 | 113.195 | 112.748 | 0.000 | ||
| 13145 | 2018.12.18 11:36 | modify | 2572 | 0.05 | 113.195 | 112.737 | 0.000 | ||
| 13146 | 2018.12.18 13:28 | modify | 2572 | 0.05 | 113.195 | 112.726 | 0.000 | ||
| 13147 | 2018.12.18 13:28 | modify | 2572 | 0.05 | 113.195 | 112.715 | 0.000 | ||
| 13148 | 2018.12.18 13:39 | modify | 2572 | 0.05 | 113.195 | 112.704 | 0.000 | ||
| 13149 | 2018.12.19 02:09 | modify | 2572 | 0.05 | 113.195 | 112.693 | 0.000 | ||
| 13150 | 2018.12.19 02:10 | modify | 2572 | 0.05 | 113.195 | 112.682 | 0.000 | ||
| 13151 | 2018.12.19 02:10 | modify | 2572 | 0.05 | 113.195 | 112.670 | 0.000 | ||
| 13152 | 2018.12.19 02:10 | modify | 2572 | 0.05 | 113.195 | 112.659 | 0.000 | ||
| 13153 | 2018.12.19 02:10 | modify | 2572 | 0.05 | 113.195 | 112.649 | 0.000 | ||
| 13154 | 2018.12.19 03:39 | close | 2572 | 0.03 | 112.577 | 112.649 | 0.000 | 15.87 | 13957.45 |
| 13155 | 2018.12.19 03:39 | sell | 2573 | 0.02 | 113.195 | 112.649 | 0.000 | ||
| 13156 | 2018.12.19 16:40 | modify | 2573 | 0.02 | 113.195 | 112.638 | 0.000 | ||
| 13157 | 2018.12.19 16:40 | modify | 2573 | 0.02 | 113.195 | 112.626 | 0.000 | ||
| 13158 | 2018.12.19 16:41 | modify | 2573 | 0.02 | 113.195 | 112.615 | 0.000 | ||
| 13159 | 2018.12.19 16:43 | modify | 2573 | 0.02 | 113.195 | 112.604 | 0.000 | ||
| 13160 | 2018.12.19 16:46 | modify | 2573 | 0.02 | 113.195 | 112.593 | 0.000 | ||
| 13161 | 2018.12.19 19:15 | modify | 2573 | 0.02 | 113.195 | 112.582 | 0.000 | ||
| 13162 | 2018.12.19 19:15 | modify | 2573 | 0.02 | 113.195 | 112.571 | 0.000 | ||
| 13163 | 2018.12.19 19:16 | modify | 2573 | 0.02 | 113.195 | 112.560 | 0.000 | ||
| 13164 | 2018.12.19 19:18 | modify | 2573 | 0.02 | 113.195 | 112.549 | 0.000 | ||
| 13165 | 2018.12.19 19:18 | modify | 2573 | 0.02 | 113.195 | 112.539 | 0.000 | ||
| 13166 | 2018.12.19 21:00 | close | 2573 | 0.02 | 112.376 | 112.539 | 0.000 | 14.18 | 13971.63 |
| 13167 | 2018.12.19 23:22 | buy | 2574 | 0.10 | 112.636 | 0.000 | 0.000 | ||
| 13168 | 2018.12.19 23:22 | modify | 2574 | 0.10 | 112.636 | 112.386 | 0.000 | ||
| 13169 | 2018.12.20 00:01 | s/l | 2574 | 0.10 | 112.386 | 112.386 | 0.000 | -20.75 | 13950.88 |
| 13170 | 2018.12.20 07:44 | sell | 2575 | 0.10 | 112.078 | 0.000 | 0.000 | ||
| 13171 | 2018.12.20 07:44 | modify | 2575 | 0.10 | 112.078 | 112.328 | 0.000 | ||
| 13172 | 2018.12.20 11:00 | close | 2575 | 0.05 | 111.850 | 112.328 | 0.000 | 10.19 | 13961.07 |
| 13173 | 2018.12.20 11:00 | sell | 2576 | 0.05 | 112.078 | 112.328 | 0.000 | ||
| 13174 | 2018.12.20 11:48 | modify | 2576 | 0.05 | 112.078 | 112.028 | 0.000 | ||
| 13175 | 2018.12.20 16:53 | modify | 2576 | 0.05 | 112.078 | 111.926 | 0.000 | ||
| 13176 | 2018.12.20 18:36 | modify | 2576 | 0.05 | 112.078 | 111.915 | 0.000 | ||
| 13177 | 2018.12.20 18:38 | modify | 2576 | 0.05 | 112.078 | 111.905 | 0.000 | ||
| 13178 | 2018.12.20 18:38 | modify | 2576 | 0.05 | 112.078 | 111.894 | 0.000 | ||
| 13179 | 2018.12.20 18:48 | modify | 2576 | 0.05 | 112.078 | 111.882 | 0.000 | ||
| 13180 | 2018.12.20 18:49 | modify | 2576 | 0.05 | 112.078 | 111.871 | 0.000 | ||
| 13181 | 2018.12.20 18:49 | modify | 2576 | 0.05 | 112.078 | 111.860 | 0.000 | ||
| 13182 | 2018.12.20 18:50 | modify | 2576 | 0.05 | 112.078 | 111.849 | 0.000 | ||
| 13183 | 2018.12.20 18:51 | modify | 2576 | 0.05 | 112.078 | 111.838 | 0.000 | ||
| 13184 | 2018.12.20 18:57 | modify | 2576 | 0.05 | 112.078 | 111.827 | 0.000 | ||
| 13185 | 2018.12.20 18:58 | modify | 2576 | 0.05 | 112.078 | 111.816 | 0.000 | ||
| 13186 | 2018.12.20 18:58 | modify | 2576 | 0.05 | 112.078 | 111.805 | 0.000 | ||
| 13187 | 2018.12.20 18:58 | modify | 2576 | 0.05 | 112.078 | 111.794 | 0.000 | ||
| 13188 | 2018.12.20 18:59 | modify | 2576 | 0.05 | 112.078 | 111.783 | 0.000 | ||
| 13189 | 2018.12.20 19:05 | modify | 2576 | 0.05 | 112.078 | 111.772 | 0.000 | ||
| 13190 | 2018.12.20 19:05 | modify | 2576 | 0.05 | 112.078 | 111.761 | 0.000 | ||
| 13191 | 2018.12.20 19:13 | modify | 2576 | 0.05 | 112.078 | 111.750 | 0.000 | ||
| 13192 | 2018.12.20 19:14 | modify | 2576 | 0.05 | 112.078 | 111.739 | 0.000 | ||
| 13193 | 2018.12.20 19:14 | modify | 2576 | 0.05 | 112.078 | 111.728 | 0.000 | ||
| 13194 | 2018.12.20 19:16 | modify | 2576 | 0.05 | 112.078 | 111.717 | 0.000 | ||
| 13195 | 2018.12.20 19:16 | modify | 2576 | 0.05 | 112.078 | 111.706 | 0.000 | ||
| 13196 | 2018.12.20 19:16 | modify | 2576 | 0.05 | 112.078 | 111.695 | 0.000 | ||
| 13197 | 2018.12.20 19:17 | modify | 2576 | 0.05 | 112.078 | 111.679 | 0.000 | ||
| 13198 | 2018.12.20 19:17 | modify | 2576 | 0.05 | 112.078 | 111.668 | 0.000 | ||
| 13199 | 2018.12.20 19:17 | modify | 2576 | 0.05 | 112.078 | 111.658 | 0.000 | ||
| 13200 | 2018.12.20 19:17 | modify | 2576 | 0.05 | 112.078 | 111.647 | 0.000 | ||