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 |
| 1201 | 2010.04.27 00:17 | sell | 177 | 0.10 | 93.908 | 0.000 | 0.000 | ||
| 1202 | 2010.04.27 00:17 | modify | 177 | 0.10 | 93.908 | 94.158 | 0.000 | ||
| 1203 | 2010.04.27 03:00 | close | 177 | 0.05 | 93.880 | 94.158 | 0.000 | 1.49 | 10448.14 |
| 1204 | 2010.04.27 03:00 | sell | 178 | 0.05 | 93.908 | 94.158 | 0.000 | ||
| 1205 | 2010.04.27 14:52 | close | 178 | 0.03 | 93.899 | 94.158 | 0.000 | 0.29 | 10448.43 |
| 1206 | 2010.04.27 14:52 | sell | 179 | 0.02 | 93.908 | 94.158 | 0.000 | ||
| 1207 | 2010.04.27 15:54 | modify | 179 | 0.02 | 93.908 | 93.858 | 0.000 | ||
| 1208 | 2010.04.27 18:13 | modify | 179 | 0.02 | 93.908 | 93.755 | 0.000 | ||
| 1209 | 2010.04.27 18:13 | modify | 179 | 0.02 | 93.908 | 93.738 | 0.000 | ||
| 1210 | 2010.04.27 18:13 | modify | 179 | 0.02 | 93.908 | 93.720 | 0.000 | ||
| 1211 | 2010.04.27 18:14 | modify | 179 | 0.02 | 93.908 | 93.706 | 0.000 | ||
| 1212 | 2010.04.27 18:24 | modify | 179 | 0.02 | 93.908 | 93.688 | 0.000 | ||
| 1213 | 2010.04.27 18:25 | modify | 179 | 0.02 | 93.908 | 93.676 | 0.000 | ||
| 1214 | 2010.04.27 18:25 | modify | 179 | 0.02 | 93.908 | 93.665 | 0.000 | ||
| 1215 | 2010.04.27 18:25 | modify | 179 | 0.02 | 93.908 | 93.655 | 0.000 | ||
| 1216 | 2010.04.27 18:25 | modify | 179 | 0.02 | 93.908 | 93.643 | 0.000 | ||
| 1217 | 2010.04.27 18:25 | modify | 179 | 0.02 | 93.908 | 93.631 | 0.000 | ||
| 1218 | 2010.04.27 18:25 | modify | 179 | 0.02 | 93.908 | 93.620 | 0.000 | ||
| 1219 | 2010.04.27 18:31 | modify | 179 | 0.02 | 93.908 | 93.608 | 0.000 | ||
| 1220 | 2010.04.27 18:31 | modify | 179 | 0.02 | 93.908 | 93.597 | 0.000 | ||
| 1221 | 2010.04.27 18:31 | modify | 179 | 0.02 | 93.908 | 93.585 | 0.000 | ||
| 1222 | 2010.04.27 18:31 | modify | 179 | 0.02 | 93.908 | 93.573 | 0.000 | ||
| 1223 | 2010.04.27 18:31 | modify | 179 | 0.02 | 93.908 | 93.562 | 0.000 | ||
| 1224 | 2010.04.27 18:31 | modify | 179 | 0.02 | 93.908 | 93.549 | 0.000 | ||
| 1225 | 2010.04.27 18:38 | modify | 179 | 0.02 | 93.908 | 93.538 | 0.000 | ||
| 1226 | 2010.04.27 18:38 | modify | 179 | 0.02 | 93.908 | 93.527 | 0.000 | ||
| 1227 | 2010.04.27 18:38 | modify | 179 | 0.02 | 93.908 | 93.515 | 0.000 | ||
| 1228 | 2010.04.27 18:38 | modify | 179 | 0.02 | 93.908 | 93.503 | 0.000 | ||
| 1229 | 2010.04.27 18:38 | modify | 179 | 0.02 | 93.908 | 93.491 | 0.000 | ||
| 1230 | 2010.04.27 18:38 | modify | 179 | 0.02 | 93.908 | 93.480 | 0.000 | ||
| 1231 | 2010.04.27 18:39 | modify | 179 | 0.02 | 93.908 | 93.466 | 0.000 | ||
| 1232 | 2010.04.27 18:39 | modify | 179 | 0.02 | 93.908 | 93.453 | 0.000 | ||
| 1233 | 2010.04.27 18:39 | modify | 179 | 0.02 | 93.908 | 93.439 | 0.000 | ||
| 1234 | 2010.04.27 18:59 | modify | 179 | 0.02 | 93.908 | 93.416 | 0.000 | ||
| 1235 | 2010.04.27 19:03 | modify | 179 | 0.02 | 93.908 | 93.403 | 0.000 | ||
| 1236 | 2010.04.27 19:03 | modify | 179 | 0.02 | 93.908 | 93.389 | 0.000 | ||
| 1237 | 2010.04.27 19:14 | modify | 179 | 0.02 | 93.908 | 93.377 | 0.000 | ||
| 1238 | 2010.04.27 19:14 | modify | 179 | 0.02 | 93.908 | 93.365 | 0.000 | ||
| 1239 | 2010.04.27 19:14 | modify | 179 | 0.02 | 93.908 | 93.352 | 0.000 | ||
| 1240 | 2010.04.27 19:14 | modify | 179 | 0.02 | 93.908 | 93.341 | 0.000 | ||
| 1241 | 2010.04.27 19:14 | modify | 179 | 0.02 | 93.908 | 93.330 | 0.000 | ||
| 1242 | 2010.04.27 19:14 | modify | 179 | 0.02 | 93.908 | 93.319 | 0.000 | ||
| 1243 | 2010.04.27 19:14 | modify | 179 | 0.02 | 93.908 | 93.301 | 0.000 | ||
| 1244 | 2010.04.27 19:14 | modify | 179 | 0.02 | 93.908 | 93.286 | 0.000 | ||
| 1245 | 2010.04.27 19:14 | modify | 179 | 0.02 | 93.908 | 93.270 | 0.000 | ||
| 1246 | 2010.04.27 20:20 | s/l | 179 | 0.02 | 93.270 | 93.270 | 0.000 | 13.68 | 10462.11 |
| 1247 | 2010.05.13 08:57 | buy | 180 | 0.10 | 93.281 | 0.000 | 0.000 | ||
| 1248 | 2010.05.13 08:57 | modify | 180 | 0.10 | 93.281 | 93.031 | 0.000 | ||
| 1249 | 2010.05.13 09:05 | close | 180 | 0.05 | 93.384 | 93.031 | 0.000 | 5.51 | 10467.62 |
| 1250 | 2010.05.13 09:05 | buy | 181 | 0.05 | 93.281 | 93.031 | 0.000 | ||
| 1251 | 2010.05.13 12:18 | close | 181 | 0.03 | 93.144 | 93.031 | 0.000 | -4.41 | 10463.21 |
| 1252 | 2010.05.13 12:18 | buy | 182 | 0.02 | 93.281 | 93.031 | 0.000 | ||
| 1253 | 2010.05.13 12:20 | s/l | 182 | 0.02 | 93.031 | 93.031 | 0.000 | -5.37 | 10457.84 |
| 1254 | 2010.05.14 02:59 | sell | 183 | 0.10 | 92.567 | 0.000 | 0.000 | ||
| 1255 | 2010.05.14 02:59 | modify | 183 | 0.10 | 92.567 | 92.817 | 0.000 | ||
| 1256 | 2010.05.14 04:49 | close | 183 | 0.05 | 92.804 | 92.817 | 0.000 | -12.77 | 10445.07 |
| 1257 | 2010.05.14 04:49 | sell | 184 | 0.05 | 92.567 | 92.817 | 0.000 | ||
| 1258 | 2010.05.14 04:49 | s/l | 184 | 0.05 | 92.817 | 92.817 | 0.000 | -13.47 | 10431.60 |
| 1259 | 2010.05.18 09:28 | buy | 185 | 0.10 | 92.696 | 0.000 | 0.000 | ||
| 1260 | 2010.05.18 09:28 | modify | 185 | 0.10 | 92.696 | 92.446 | 0.000 | ||
| 1261 | 2010.05.18 10:12 | close | 185 | 0.05 | 92.804 | 92.446 | 0.000 | 5.82 | 10437.42 |
| 1262 | 2010.05.18 10:12 | buy | 186 | 0.05 | 92.696 | 92.446 | 0.000 | ||
| 1263 | 2010.05.18 17:52 | s/l | 186 | 0.05 | 92.446 | 92.446 | 0.000 | -13.53 | 10423.89 |
| 1264 | 2010.05.24 15:48 | buy | 187 | 0.10 | 90.474 | 0.000 | 0.000 | ||
| 1265 | 2010.05.24 15:48 | modify | 187 | 0.10 | 90.474 | 90.224 | 0.000 | ||
| 1266 | 2010.05.24 16:45 | s/l | 187 | 0.10 | 90.224 | 90.224 | 0.000 | -27.71 | 10396.18 |
| 1267 | 2010.05.26 17:01 | buy | 188 | 0.10 | 90.491 | 0.000 | 0.000 | ||
| 1268 | 2010.05.26 17:01 | modify | 188 | 0.10 | 90.491 | 90.241 | 0.000 | ||
| 1269 | 2010.05.26 17:01 | close | 188 | 0.05 | 90.595 | 90.241 | 0.000 | 5.74 | 10401.92 |
| 1270 | 2010.05.26 17:01 | buy | 189 | 0.05 | 90.491 | 90.241 | 0.000 | ||
| 1271 | 2010.05.26 18:27 | s/l | 189 | 0.05 | 90.241 | 90.241 | 0.000 | -13.86 | 10388.06 |
| 1272 | 2010.06.01 10:17 | sell | 190 | 0.10 | 90.869 | 0.000 | 0.000 | ||
| 1273 | 2010.06.01 10:17 | modify | 190 | 0.10 | 90.869 | 91.119 | 0.000 | ||
| 1274 | 2010.06.01 10:19 | close | 190 | 0.05 | 90.766 | 91.119 | 0.000 | 5.67 | 10393.73 |
| 1275 | 2010.06.01 10:19 | sell | 191 | 0.05 | 90.869 | 91.119 | 0.000 | ||
| 1276 | 2010.06.01 14:27 | s/l | 191 | 0.05 | 91.119 | 91.119 | 0.000 | -13.72 | 10380.01 |
| 1277 | 2010.06.10 09:06 | sell | 192 | 0.10 | 91.044 | 0.000 | 0.000 | ||
| 1278 | 2010.06.10 09:06 | modify | 192 | 0.10 | 91.044 | 91.294 | 0.000 | ||
| 1279 | 2010.06.10 09:41 | close | 192 | 0.05 | 90.938 | 91.294 | 0.000 | 5.83 | 10385.84 |
| 1280 | 2010.06.10 09:41 | sell | 193 | 0.05 | 91.044 | 91.294 | 0.000 | ||
| 1281 | 2010.06.10 11:46 | s/l | 193 | 0.05 | 91.294 | 91.294 | 0.000 | -13.69 | 10372.15 |
| 1282 | 2010.06.11 02:49 | buy | 194 | 0.10 | 91.473 | 0.000 | 0.000 | ||
| 1283 | 2010.06.11 02:49 | modify | 194 | 0.10 | 91.473 | 91.223 | 0.000 | ||
| 1284 | 2010.06.11 08:00 | close | 194 | 0.10 | 91.600 | 91.223 | 0.000 | 13.86 | 10386.01 |
| 1285 | 2010.06.14 04:46 | buy | 195 | 0.10 | 91.884 | 0.000 | 0.000 | ||
| 1286 | 2010.06.14 04:46 | modify | 195 | 0.10 | 91.884 | 91.634 | 0.000 | ||
| 1287 | 2010.06.14 12:00 | close | 195 | 0.05 | 91.900 | 91.634 | 0.000 | 0.87 | 10386.88 |
| 1288 | 2010.06.14 12:00 | buy | 196 | 0.05 | 91.884 | 91.634 | 0.000 | ||
| 1289 | 2010.06.14 17:59 | close | 196 | 0.05 | 91.764 | 91.634 | 0.000 | -6.54 | 10380.34 |
| 1290 | 2010.06.15 09:04 | sell | 197 | 0.10 | 91.370 | 0.000 | 0.000 | ||
| 1291 | 2010.06.15 09:04 | modify | 197 | 0.10 | 91.370 | 91.620 | 0.000 | ||
| 1292 | 2010.06.15 09:12 | close | 197 | 0.05 | 91.263 | 91.620 | 0.000 | 5.86 | 10386.20 |
| 1293 | 2010.06.15 09:12 | sell | 198 | 0.05 | 91.370 | 91.620 | 0.000 | ||
| 1294 | 2010.06.15 19:17 | close | 198 | 0.03 | 91.414 | 91.620 | 0.000 | -1.44 | 10384.76 |
| 1295 | 2010.06.15 19:17 | sell | 199 | 0.02 | 91.370 | 91.620 | 0.000 | ||
| 1296 | 2010.06.15 20:24 | close | 199 | 0.02 | 91.485 | 91.620 | 0.000 | -2.51 | 10382.25 |
| 1297 | 2010.06.16 09:48 | buy | 200 | 0.10 | 91.717 | 0.000 | 0.000 | ||
| 1298 | 2010.06.16 09:48 | modify | 200 | 0.10 | 91.717 | 91.467 | 0.000 | ||
| 1299 | 2010.06.16 11:00 | close | 200 | 0.05 | 91.670 | 91.467 | 0.000 | -2.56 | 10379.69 |
| 1300 | 2010.06.16 11:00 | buy | 201 | 0.05 | 91.717 | 91.467 | 0.000 | ||
| 1301 | 2010.06.16 14:21 | close | 201 | 0.03 | 91.482 | 91.467 | 0.000 | -7.71 | 10371.98 |
| 1302 | 2010.06.16 14:21 | buy | 202 | 0.02 | 91.717 | 91.467 | 0.000 | ||
| 1303 | 2010.06.16 14:40 | s/l | 202 | 0.02 | 91.467 | 91.467 | 0.000 | -5.47 | 10366.51 |
| 1304 | 2010.06.17 15:47 | sell | 203 | 0.10 | 91.079 | 0.000 | 0.000 | ||
| 1305 | 2010.06.17 15:47 | modify | 203 | 0.10 | 91.079 | 91.329 | 0.000 | ||
| 1306 | 2010.06.17 15:50 | close | 203 | 0.05 | 90.978 | 91.329 | 0.000 | 5.55 | 10372.06 |
| 1307 | 2010.06.17 15:50 | sell | 204 | 0.05 | 91.079 | 91.329 | 0.000 | ||
| 1308 | 2010.06.17 16:43 | modify | 204 | 0.05 | 91.079 | 91.029 | 0.000 | ||
| 1309 | 2010.06.18 00:01 | s/l | 204 | 0.05 | 91.029 | 91.029 | 0.000 | 2.24 | 10374.30 |
| 1310 | 2010.06.22 22:30 | sell | 205 | 0.10 | 90.440 | 0.000 | 0.000 | ||
| 1311 | 2010.06.22 22:30 | modify | 205 | 0.10 | 90.440 | 90.690 | 0.000 | ||
| 1312 | 2010.06.22 22:58 | close | 205 | 0.05 | 90.336 | 90.690 | 0.000 | 5.76 | 10380.06 |
| 1313 | 2010.06.22 22:58 | sell | 206 | 0.05 | 90.440 | 90.690 | 0.000 | ||
| 1314 | 2010.06.23 15:26 | modify | 206 | 0.05 | 90.440 | 90.390 | 0.000 | ||
| 1315 | 2010.06.23 21:23 | modify | 206 | 0.05 | 90.440 | 90.285 | 0.000 | ||
| 1316 | 2010.06.23 21:23 | modify | 206 | 0.05 | 90.440 | 90.273 | 0.000 | ||
| 1317 | 2010.06.23 21:23 | modify | 206 | 0.05 | 90.440 | 90.260 | 0.000 | ||
| 1318 | 2010.06.23 21:45 | modify | 206 | 0.05 | 90.440 | 90.249 | 0.000 | ||
| 1319 | 2010.06.23 21:45 | modify | 206 | 0.05 | 90.440 | 90.235 | 0.000 | ||
| 1320 | 2010.06.23 21:45 | modify | 206 | 0.05 | 90.440 | 90.221 | 0.000 | ||
| 1321 | 2010.06.23 21:45 | modify | 206 | 0.05 | 90.440 | 90.208 | 0.000 | ||
| 1322 | 2010.06.23 21:45 | modify | 206 | 0.05 | 90.440 | 90.197 | 0.000 | ||
| 1323 | 2010.06.23 21:45 | modify | 206 | 0.05 | 90.440 | 90.186 | 0.000 | ||
| 1324 | 2010.06.24 10:36 | modify | 206 | 0.05 | 90.440 | 90.175 | 0.000 | ||
| 1325 | 2010.06.24 10:37 | modify | 206 | 0.05 | 90.440 | 90.162 | 0.000 | ||
| 1326 | 2010.06.24 10:38 | modify | 206 | 0.05 | 90.440 | 90.150 | 0.000 | ||
| 1327 | 2010.06.24 10:39 | modify | 206 | 0.05 | 90.440 | 90.139 | 0.000 | ||
| 1328 | 2010.06.24 10:39 | modify | 206 | 0.05 | 90.440 | 90.128 | 0.000 | ||
| 1329 | 2010.06.24 10:39 | modify | 206 | 0.05 | 90.440 | 90.116 | 0.000 | ||
| 1330 | 2010.06.24 10:42 | modify | 206 | 0.05 | 90.440 | 90.104 | 0.000 | ||
| 1331 | 2010.06.24 10:42 | modify | 206 | 0.05 | 90.440 | 90.090 | 0.000 | ||
| 1332 | 2010.06.24 10:43 | modify | 206 | 0.05 | 90.440 | 90.074 | 0.000 | ||
| 1333 | 2010.06.24 10:43 | modify | 206 | 0.05 | 90.440 | 90.060 | 0.000 | ||
| 1334 | 2010.06.24 10:46 | modify | 206 | 0.05 | 90.440 | 90.049 | 0.000 | ||
| 1335 | 2010.06.24 10:48 | modify | 206 | 0.05 | 90.440 | 90.034 | 0.000 | ||
| 1336 | 2010.06.24 10:48 | modify | 206 | 0.05 | 90.440 | 90.019 | 0.000 | ||
| 1337 | 2010.06.24 10:48 | modify | 206 | 0.05 | 90.440 | 90.004 | 0.000 | ||
| 1338 | 2010.06.24 10:48 | modify | 206 | 0.05 | 90.440 | 89.990 | 0.000 | ||
| 1339 | 2010.06.24 11:49 | modify | 206 | 0.05 | 90.440 | 89.977 | 0.000 | ||
| 1340 | 2010.06.24 12:03 | modify | 206 | 0.05 | 90.440 | 89.965 | 0.000 | ||
| 1341 | 2010.06.24 12:03 | modify | 206 | 0.05 | 90.440 | 89.950 | 0.000 | ||
| 1342 | 2010.06.24 13:35 | modify | 206 | 0.05 | 90.440 | 89.938 | 0.000 | ||
| 1343 | 2010.06.24 13:35 | modify | 206 | 0.05 | 90.440 | 89.920 | 0.000 | ||
| 1344 | 2010.06.24 13:39 | modify | 206 | 0.05 | 90.440 | 89.909 | 0.000 | ||
| 1345 | 2010.06.24 13:45 | modify | 206 | 0.05 | 90.440 | 89.895 | 0.000 | ||
| 1346 | 2010.06.24 13:45 | modify | 206 | 0.05 | 90.440 | 89.884 | 0.000 | ||
| 1347 | 2010.06.24 13:45 | modify | 206 | 0.05 | 90.440 | 89.871 | 0.000 | ||
| 1348 | 2010.06.24 13:45 | modify | 206 | 0.05 | 90.440 | 89.850 | 0.000 | ||
| 1349 | 2010.06.24 13:48 | modify | 206 | 0.05 | 90.440 | 89.837 | 0.000 | ||
| 1350 | 2010.06.24 13:49 | modify | 206 | 0.05 | 90.440 | 89.822 | 0.000 | ||