Strategy Tester Report
Grace Serenity
| 通貨ペア | USDJPYp (United States Dollar vs. Japanese Yen) | ||||
| 期間 | 1分足(M1) 2013.01.01 22:00 - 2024.03.28 23:59 (2013.01.01 - 2024.03.30) | ||||
| 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 | com2=""; MagicNumber=752996; AutoLot=false; MM_Percent=1; Martingale_Start=0.1; MaxSlippage=3; | ||||
| テストバー数 | 4164836 | モデルティック数 | 285113234 | モデリング品質 | 99.90% |
| 不整合チャートエラー | 0 | ||||
| 初期証拠金 | 1000000.00 | スプレッド | 変動 | ||
| 純益 | 1053915.99 | 総利益 | 4341044.98 | 総損失 | -3287128.99 |
| プロフィットファクタ | 1.32 | 期待利得 | 342.29 | ||
| 絶対ドローダウン | 10060.33 | 最大ドローダウン | 45063.73 (2.62%) | 相対ドローダウン | 3.54% (43578.56) |
| 総取引数 | 3079 | 売りポジション(勝率%） | 0 (0.00%) | 買いポジション(勝率%） | 3079 (65.54%) |
| 勝率(%) | 2018 (65.54%) | 負率 (%) | 1061 (34.46%) | ||
| 最大 | 勝トレード | 12525.81 | 敗トレード | -19248.96 | |
| 平均 | 勝トレード | 2151.16 | 敗トレード | -3098.14 | |
| 最大 | 連勝(金額) | 18 (25289.95) | 連敗(金額) | 5 (-37341.23) | |
| 最大 | 連勝(トレード数) | 25289.95 (18) | 連敗(トレード数) | -37341.23 (5) | |
| 平均 | 連勝 | 3 | 連敗 | 1 | |
| # | 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 |
| 1801 | 2014.07.30 18:11 | buy | 451 | 0.10 | 102.820 | 0.000 | 0.000 | ||
| 1802 | 2014.07.30 18:11 | modify | 451 | 0.10 | 102.820 | 102.580 | 0.000 | ||
| 1803 | 2014.07.30 18:11 | modify | 451 | 0.10 | 102.820 | 102.580 | 102.990 | ||
| 1804 | 2014.07.30 22:55 | close | 451 | 0.10 | 102.879 | 102.580 | 102.990 | 589.40 | 1212866.34 |
| 1805 | 2014.07.31 00:16 | buy | 452 | 0.10 | 102.832 | 0.000 | 0.000 | ||
| 1806 | 2014.07.31 00:16 | modify | 452 | 0.10 | 102.832 | 102.592 | 0.000 | ||
| 1807 | 2014.07.31 00:16 | modify | 452 | 0.10 | 102.832 | 102.592 | 103.002 | ||
| 1808 | 2014.07.31 07:08 | close | 452 | 0.10 | 102.854 | 102.592 | 103.002 | 219.40 | 1213085.74 |
| 1809 | 2014.07.31 08:48 | buy | 453 | 0.10 | 102.804 | 0.000 | 0.000 | ||
| 1810 | 2014.07.31 08:48 | modify | 453 | 0.10 | 102.804 | 102.564 | 0.000 | ||
| 1811 | 2014.07.31 08:48 | modify | 453 | 0.10 | 102.804 | 102.564 | 102.974 | ||
| 1812 | 2014.07.31 12:31 | close | 453 | 0.10 | 102.960 | 102.564 | 102.974 | 1559.40 | 1214645.14 |
| 1813 | 2014.07.31 13:43 | buy | 454 | 0.10 | 102.864 | 0.000 | 0.000 | ||
| 1814 | 2014.07.31 13:43 | modify | 454 | 0.10 | 102.864 | 102.624 | 0.000 | ||
| 1815 | 2014.07.31 13:43 | modify | 454 | 0.10 | 102.864 | 102.624 | 103.034 | ||
| 1816 | 2014.08.01 01:35 | close | 454 | 0.10 | 102.916 | 102.624 | 103.034 | 614.58 | 1215259.72 |
| 1817 | 2014.08.05 13:51 | buy | 455 | 0.10 | 102.689 | 0.000 | 0.000 | ||
| 1818 | 2014.08.05 13:51 | modify | 455 | 0.10 | 102.689 | 102.449 | 0.000 | ||
| 1819 | 2014.08.05 13:51 | modify | 455 | 0.10 | 102.689 | 102.449 | 102.859 | ||
| 1820 | 2014.08.05 14:03 | close | 455 | 0.10 | 102.817 | 102.449 | 102.859 | 1279.40 | 1216539.12 |
| 1821 | 2014.08.05 15:46 | buy | 456 | 0.10 | 102.775 | 0.000 | 0.000 | ||
| 1822 | 2014.08.05 15:46 | modify | 456 | 0.10 | 102.775 | 102.535 | 0.000 | ||
| 1823 | 2014.08.05 15:46 | modify | 456 | 0.10 | 102.775 | 102.535 | 102.945 | ||
| 1824 | 2014.08.05 18:07 | s/l | 456 | 0.10 | 102.527 | 102.535 | 102.945 | -2480.60 | 1214058.52 |
| 1825 | 2014.08.07 06:36 | buy | 457 | 0.16 | 102.262 | 0.000 | 0.000 | ||
| 1826 | 2014.08.07 06:36 | modify | 457 | 0.16 | 102.262 | 102.022 | 0.000 | ||
| 1827 | 2014.08.07 06:36 | modify | 457 | 0.16 | 102.262 | 102.022 | 102.432 | ||
| 1828 | 2014.08.07 15:54 | s/l | 457 | 0.16 | 102.026 | 102.022 | 102.432 | -3776.96 | 1210281.56 |
| 1829 | 2014.08.08 20:54 | buy | 458 | 0.26 | 102.021 | 0.000 | 0.000 | ||
| 1830 | 2014.08.08 20:54 | modify | 458 | 0.26 | 102.021 | 101.781 | 0.000 | ||
| 1831 | 2014.08.08 20:54 | modify | 458 | 0.26 | 102.021 | 101.781 | 102.191 | ||
| 1832 | 2014.08.11 10:49 | close | 458 | 0.26 | 102.131 | 101.781 | 102.191 | 3105.93 | 1213387.49 |
| 1833 | 2014.08.12 04:26 | buy | 459 | 0.10 | 102.271 | 0.000 | 0.000 | ||
| 1834 | 2014.08.12 04:26 | modify | 459 | 0.10 | 102.271 | 102.031 | 0.000 | ||
| 1835 | 2014.08.12 04:26 | modify | 459 | 0.10 | 102.271 | 102.031 | 102.441 | ||
| 1836 | 2014.08.12 09:52 | close | 459 | 0.10 | 102.347 | 102.031 | 102.441 | 759.40 | 1214146.89 |
| 1837 | 2014.08.13 10:17 | buy | 460 | 0.10 | 102.438 | 0.000 | 0.000 | ||
| 1838 | 2014.08.13 10:17 | modify | 460 | 0.10 | 102.438 | 102.198 | 0.000 | ||
| 1839 | 2014.08.13 10:17 | modify | 460 | 0.10 | 102.438 | 102.198 | 102.608 | ||
| 1840 | 2014.08.14 00:12 | close | 460 | 0.10 | 102.489 | 102.198 | 102.608 | 794.95 | 1214941.85 |
| 1841 | 2014.08.14 06:19 | buy | 461 | 0.10 | 102.554 | 0.000 | 0.000 | ||
| 1842 | 2014.08.14 06:19 | modify | 461 | 0.10 | 102.554 | 102.314 | 0.000 | ||
| 1843 | 2014.08.14 06:19 | modify | 461 | 0.10 | 102.554 | 102.314 | 102.724 | ||
| 1844 | 2014.08.14 12:47 | s/l | 461 | 0.10 | 102.311 | 102.314 | 102.724 | -2430.60 | 1212511.25 |
| 1845 | 2014.08.15 05:51 | buy | 462 | 0.16 | 102.503 | 0.000 | 0.000 | ||
| 1846 | 2014.08.15 05:51 | modify | 462 | 0.16 | 102.503 | 102.263 | 0.000 | ||
| 1847 | 2014.08.15 05:51 | modify | 462 | 0.16 | 102.503 | 102.263 | 102.673 | ||
| 1848 | 2014.08.15 12:34 | t/p | 462 | 0.16 | 102.668 | 102.263 | 102.673 | 2639.04 | 1215150.29 |
| 1849 | 2014.08.18 09:47 | buy | 463 | 0.10 | 102.441 | 0.000 | 0.000 | ||
| 1850 | 2014.08.18 09:47 | modify | 463 | 0.10 | 102.441 | 102.201 | 0.000 | ||
| 1851 | 2014.08.18 09:47 | modify | 463 | 0.10 | 102.441 | 102.201 | 102.611 | ||
| 1852 | 2014.08.18 12:07 | close | 463 | 0.10 | 102.522 | 102.201 | 102.611 | 809.40 | 1215959.69 |
| 1853 | 2014.08.18 15:33 | buy | 464 | 0.10 | 102.533 | 0.000 | 0.000 | ||
| 1854 | 2014.08.18 15:33 | modify | 464 | 0.10 | 102.533 | 102.293 | 0.000 | ||
| 1855 | 2014.08.18 15:33 | modify | 464 | 0.10 | 102.533 | 102.293 | 102.703 | ||
| 1856 | 2014.08.18 23:04 | close | 464 | 0.10 | 102.623 | 102.293 | 102.703 | 899.40 | 1216859.09 |
| 1857 | 2014.08.19 00:58 | buy | 465 | 0.10 | 102.584 | 0.000 | 0.000 | ||
| 1858 | 2014.08.19 00:58 | modify | 465 | 0.10 | 102.584 | 102.344 | 0.000 | ||
| 1859 | 2014.08.19 00:58 | modify | 465 | 0.10 | 102.584 | 102.344 | 102.754 | ||
| 1860 | 2014.08.19 12:30 | t/p | 465 | 0.10 | 102.751 | 102.344 | 102.754 | 1669.40 | 1218528.49 |
| 1861 | 2014.08.20 01:39 | buy | 466 | 0.10 | 102.940 | 0.000 | 0.000 | ||
| 1862 | 2014.08.20 01:39 | modify | 466 | 0.10 | 102.940 | 102.700 | 0.000 | ||
| 1863 | 2014.08.20 01:39 | modify | 466 | 0.10 | 102.940 | 102.700 | 103.110 | ||
| 1864 | 2014.08.20 03:29 | close | 466 | 0.10 | 103.032 | 102.700 | 103.110 | 919.40 | 1219447.89 |
| 1865 | 2014.08.20 12:06 | buy | 467 | 0.10 | 103.272 | 0.000 | 0.000 | ||
| 1866 | 2014.08.20 12:06 | modify | 467 | 0.10 | 103.272 | 103.032 | 0.000 | ||
| 1867 | 2014.08.20 12:06 | modify | 467 | 0.10 | 103.272 | 103.032 | 103.442 | ||
| 1868 | 2014.08.20 17:49 | close | 467 | 0.10 | 103.409 | 103.032 | 103.442 | 1369.40 | 1220817.29 |
| 1869 | 2014.08.20 21:56 | buy | 468 | 0.10 | 103.734 | 0.000 | 0.000 | ||
| 1870 | 2014.08.20 21:56 | modify | 468 | 0.10 | 103.734 | 103.494 | 0.000 | ||
| 1871 | 2014.08.20 21:56 | modify | 468 | 0.10 | 103.734 | 103.494 | 103.904 | ||
| 1872 | 2014.08.21 00:56 | close | 468 | 0.10 | 103.807 | 103.494 | 103.904 | 1014.95 | 1221832.24 |
| 1873 | 2014.08.21 03:05 | buy | 469 | 0.10 | 103.846 | 0.000 | 0.000 | ||
| 1874 | 2014.08.21 03:05 | modify | 469 | 0.10 | 103.846 | 103.606 | 0.000 | ||
| 1875 | 2014.08.21 03:05 | modify | 469 | 0.10 | 103.846 | 103.606 | 104.016 | ||
| 1876 | 2014.08.21 14:06 | s/l | 469 | 0.10 | 103.607 | 103.606 | 104.016 | -2390.60 | 1219441.64 |
| 1877 | 2014.08.22 02:16 | buy | 470 | 0.16 | 103.884 | 0.000 | 0.000 | ||
| 1878 | 2014.08.22 02:16 | modify | 470 | 0.16 | 103.884 | 103.644 | 0.000 | ||
| 1879 | 2014.08.22 02:16 | modify | 470 | 0.16 | 103.884 | 103.644 | 104.054 | ||
| 1880 | 2014.08.22 09:48 | s/l | 470 | 0.16 | 103.646 | 103.644 | 104.054 | -3808.96 | 1215632.68 |
| 1881 | 2014.08.22 16:29 | buy | 471 | 0.26 | 103.901 | 0.000 | 0.000 | ||
| 1882 | 2014.08.22 16:29 | modify | 471 | 0.26 | 103.901 | 103.661 | 0.000 | ||
| 1883 | 2014.08.22 16:29 | modify | 471 | 0.26 | 103.901 | 103.661 | 104.071 | ||
| 1884 | 2014.08.24 21:00 | t/p | 471 | 0.26 | 104.258 | 103.661 | 104.071 | 9280.45 | 1224913.13 |
| 1885 | 2014.08.25 00:07 | buy | 472 | 0.10 | 104.147 | 0.000 | 0.000 | ||
| 1886 | 2014.08.25 00:07 | modify | 472 | 0.10 | 104.147 | 103.907 | 0.000 | ||
| 1887 | 2014.08.25 00:07 | modify | 472 | 0.10 | 104.147 | 103.907 | 104.317 | ||
| 1888 | 2014.08.25 03:37 | close | 472 | 0.10 | 104.250 | 103.907 | 104.317 | 1029.40 | 1225942.53 |
| 1889 | 2014.08.25 05:22 | buy | 473 | 0.10 | 104.200 | 0.000 | 0.000 | ||
| 1890 | 2014.08.25 05:22 | modify | 473 | 0.10 | 104.200 | 103.960 | 0.000 | ||
| 1891 | 2014.08.25 05:22 | modify | 473 | 0.10 | 104.200 | 103.960 | 104.370 | ||
| 1892 | 2014.08.25 10:20 | s/l | 473 | 0.10 | 103.956 | 103.960 | 104.370 | -2440.60 | 1223501.93 |
| 1893 | 2014.08.27 00:54 | buy | 474 | 0.16 | 104.085 | 0.000 | 0.000 | ||
| 1894 | 2014.08.27 00:54 | modify | 474 | 0.16 | 104.085 | 103.845 | 0.000 | ||
| 1895 | 2014.08.27 00:54 | modify | 474 | 0.16 | 104.085 | 103.845 | 104.255 | ||
| 1896 | 2014.08.27 12:19 | s/l | 474 | 0.16 | 103.853 | 103.845 | 104.255 | -3712.96 | 1219788.97 |
| 1897 | 2014.08.29 06:25 | buy | 475 | 0.26 | 103.793 | 0.000 | 0.000 | ||
| 1898 | 2014.08.29 06:25 | modify | 475 | 0.26 | 103.793 | 103.553 | 0.000 | ||
| 1899 | 2014.08.29 06:25 | modify | 475 | 0.26 | 103.793 | 103.553 | 103.963 | ||
| 1900 | 2014.08.29 08:54 | close | 475 | 0.26 | 103.915 | 103.553 | 103.963 | 3170.45 | 1222959.42 |
| 1901 | 2014.08.29 13:08 | buy | 476 | 0.10 | 103.935 | 0.000 | 0.000 | ||
| 1902 | 2014.08.29 13:08 | modify | 476 | 0.10 | 103.935 | 103.695 | 0.000 | ||
| 1903 | 2014.08.29 13:08 | modify | 476 | 0.10 | 103.935 | 103.695 | 104.105 | ||
| 1904 | 2014.08.29 16:32 | close | 476 | 0.10 | 104.061 | 103.695 | 104.105 | 1259.40 | 1224218.82 |
| 1905 | 2014.08.29 19:54 | buy | 477 | 0.10 | 104.031 | 0.000 | 0.000 | ||
| 1906 | 2014.08.29 19:54 | modify | 477 | 0.10 | 104.031 | 103.791 | 0.000 | ||
| 1907 | 2014.08.29 19:54 | modify | 477 | 0.10 | 104.031 | 103.791 | 104.201 | ||
| 1908 | 2014.08.31 21:02 | close | 477 | 0.10 | 104.191 | 103.791 | 104.201 | 1599.40 | 1225818.22 |
| 1909 | 2014.09.03 04:57 | buy | 478 | 0.10 | 105.173 | 0.000 | 0.000 | ||
| 1910 | 2014.09.03 04:57 | modify | 478 | 0.10 | 105.173 | 104.933 | 0.000 | ||
| 1911 | 2014.09.03 04:57 | modify | 478 | 0.10 | 105.173 | 104.933 | 105.343 | ||
| 1912 | 2014.09.03 05:09 | s/l | 478 | 0.10 | 104.932 | 104.933 | 105.343 | -2410.60 | 1223407.62 |
| 1913 | 2014.09.04 19:03 | buy | 479 | 0.16 | 105.217 | 0.000 | 0.000 | ||
| 1914 | 2014.09.04 19:03 | modify | 479 | 0.16 | 105.217 | 104.977 | 0.000 | ||
| 1915 | 2014.09.04 19:03 | modify | 479 | 0.16 | 105.217 | 104.977 | 105.387 | ||
| 1916 | 2014.09.04 22:47 | t/p | 479 | 0.16 | 105.391 | 104.977 | 105.387 | 2783.04 | 1226190.66 |
| 1917 | 2014.09.05 01:11 | buy | 480 | 0.10 | 105.413 | 0.000 | 0.000 | ||
| 1918 | 2014.09.05 01:11 | modify | 480 | 0.10 | 105.413 | 105.173 | 0.000 | ||
| 1919 | 2014.09.05 01:11 | modify | 480 | 0.10 | 105.413 | 105.173 | 105.583 | ||
| 1920 | 2014.09.05 08:08 | s/l | 480 | 0.10 | 105.168 | 105.173 | 105.583 | -2450.60 | 1223740.06 |
| 1921 | 2014.09.08 21:59 | buy | 481 | 0.16 | 106.001 | 0.000 | 0.000 | ||
| 1922 | 2014.09.08 21:59 | modify | 481 | 0.16 | 106.001 | 105.761 | 0.000 | ||
| 1923 | 2014.09.08 21:59 | modify | 481 | 0.16 | 106.001 | 105.761 | 106.171 | ||
| 1924 | 2014.09.08 23:56 | close | 481 | 0.16 | 106.120 | 105.761 | 106.171 | 1903.04 | 1225643.10 |
| 1925 | 2014.09.09 01:21 | buy | 482 | 0.10 | 105.970 | 0.000 | 0.000 | ||
| 1926 | 2014.09.09 01:21 | modify | 482 | 0.10 | 105.970 | 105.730 | 0.000 | ||
| 1927 | 2014.09.09 01:21 | modify | 482 | 0.10 | 105.970 | 105.730 | 106.140 | ||
| 1928 | 2014.09.09 02:32 | t/p | 482 | 0.10 | 106.137 | 105.730 | 106.140 | 1669.40 | 1227312.50 |
| 1929 | 2014.09.09 09:12 | buy | 483 | 0.10 | 106.240 | 0.000 | 0.000 | ||
| 1930 | 2014.09.09 09:12 | modify | 483 | 0.10 | 106.240 | 106.000 | 0.000 | ||
| 1931 | 2014.09.09 09:12 | modify | 483 | 0.10 | 106.240 | 106.000 | 106.410 | ||
| 1932 | 2014.09.09 16:03 | t/p | 483 | 0.10 | 106.416 | 106.000 | 106.410 | 1759.40 | 1229071.90 |
| 1933 | 2014.09.09 18:49 | buy | 484 | 0.10 | 106.369 | 0.000 | 0.000 | ||
| 1934 | 2014.09.09 18:49 | modify | 484 | 0.10 | 106.369 | 106.129 | 0.000 | ||
| 1935 | 2014.09.09 18:49 | modify | 484 | 0.10 | 106.369 | 106.129 | 106.539 | ||
| 1936 | 2014.09.09 19:46 | s/l | 484 | 0.10 | 106.119 | 106.129 | 106.539 | -2500.60 | 1226571.30 |
| 1937 | 2014.09.10 06:41 | buy | 485 | 0.16 | 106.377 | 0.000 | 0.000 | ||
| 1938 | 2014.09.10 06:41 | modify | 485 | 0.16 | 106.377 | 106.137 | 0.000 | ||
| 1939 | 2014.09.10 06:41 | modify | 485 | 0.16 | 106.377 | 106.137 | 106.547 | ||
| 1940 | 2014.09.10 07:13 | t/p | 485 | 0.16 | 106.547 | 106.137 | 106.547 | 2719.04 | 1229290.34 |
| 1941 | 2014.09.10 09:27 | buy | 486 | 0.10 | 106.592 | 0.000 | 0.000 | ||
| 1942 | 2014.09.10 09:27 | modify | 486 | 0.10 | 106.592 | 106.352 | 0.000 | ||
| 1943 | 2014.09.10 09:27 | modify | 486 | 0.10 | 106.592 | 106.352 | 106.762 | ||
| 1944 | 2014.09.10 12:20 | t/p | 486 | 0.10 | 106.773 | 106.352 | 106.762 | 1809.40 | 1231099.74 |
| 1945 | 2014.09.10 13:48 | buy | 487 | 0.10 | 106.653 | 0.000 | 0.000 | ||
| 1946 | 2014.09.10 13:48 | modify | 487 | 0.10 | 106.653 | 106.413 | 0.000 | ||
| 1947 | 2014.09.10 13:48 | modify | 487 | 0.10 | 106.653 | 106.413 | 106.823 | ||
| 1948 | 2014.09.10 16:22 | t/p | 487 | 0.10 | 106.831 | 106.413 | 106.823 | 1779.40 | 1232879.14 |
| 1949 | 2014.09.10 18:09 | buy | 488 | 0.10 | 106.737 | 0.000 | 0.000 | ||
| 1950 | 2014.09.10 18:09 | modify | 488 | 0.10 | 106.737 | 106.497 | 0.000 | ||