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 |
| 2101 | 2014.11.03 18:51 | buy | 526 | 0.10 | 113.871 | 0.000 | 0.000 | ||
| 2102 | 2014.11.03 18:51 | modify | 526 | 0.10 | 113.871 | 113.631 | 0.000 | ||
| 2103 | 2014.11.03 18:51 | modify | 526 | 0.10 | 113.871 | 113.631 | 114.041 | ||
| 2104 | 2014.11.03 21:55 | t/p | 526 | 0.10 | 114.050 | 113.631 | 114.041 | 1789.40 | 1247916.22 |
| 2105 | 2014.11.03 22:34 | buy | 527 | 0.10 | 113.793 | 0.000 | 0.000 | ||
| 2106 | 2014.11.03 22:34 | modify | 527 | 0.10 | 113.793 | 113.553 | 0.000 | ||
| 2107 | 2014.11.03 22:34 | modify | 527 | 0.10 | 113.793 | 113.553 | 113.963 | ||
| 2108 | 2014.11.04 00:04 | s/l | 527 | 0.10 | 113.544 | 113.553 | 113.963 | -2395.42 | 1245520.80 |
| 2109 | 2014.11.05 13:24 | buy | 528 | 0.16 | 114.532 | 0.000 | 0.000 | ||
| 2110 | 2014.11.05 13:24 | modify | 528 | 0.16 | 114.532 | 114.292 | 0.000 | ||
| 2111 | 2014.11.05 13:24 | modify | 528 | 0.16 | 114.532 | 114.292 | 114.702 | ||
| 2112 | 2014.11.05 13:54 | t/p | 528 | 0.16 | 114.702 | 114.292 | 114.702 | 2719.04 | 1248239.84 |
| 2113 | 2014.11.05 15:28 | buy | 529 | 0.10 | 114.551 | 0.000 | 0.000 | ||
| 2114 | 2014.11.05 15:28 | modify | 529 | 0.10 | 114.551 | 114.311 | 0.000 | ||
| 2115 | 2014.11.05 15:28 | modify | 529 | 0.10 | 114.551 | 114.311 | 114.721 | ||
| 2116 | 2014.11.05 18:31 | t/p | 529 | 0.10 | 114.727 | 114.311 | 114.721 | 1759.40 | 1249999.24 |
| 2117 | 2014.11.05 21:53 | buy | 530 | 0.10 | 114.659 | 0.000 | 0.000 | ||
| 2118 | 2014.11.05 21:53 | modify | 530 | 0.10 | 114.659 | 114.419 | 0.000 | ||
| 2119 | 2014.11.05 21:53 | modify | 530 | 0.10 | 114.659 | 114.419 | 114.829 | ||
| 2120 | 2014.11.06 01:32 | t/p | 530 | 0.10 | 114.832 | 114.419 | 114.829 | 2014.95 | 1252014.20 |
| 2121 | 2014.11.06 04:08 | buy | 531 | 0.10 | 114.925 | 0.000 | 0.000 | ||
| 2122 | 2014.11.06 04:08 | modify | 531 | 0.10 | 114.925 | 114.685 | 0.000 | ||
| 2123 | 2014.11.06 04:08 | modify | 531 | 0.10 | 114.925 | 114.685 | 115.095 | ||
| 2124 | 2014.11.06 04:10 | s/l | 531 | 0.10 | 114.687 | 114.685 | 115.095 | -2380.60 | 1249633.60 |
| 2125 | 2014.11.06 04:12 | buy | 532 | 0.16 | 114.857 | 0.000 | 0.000 | ||
| 2126 | 2014.11.06 04:12 | modify | 532 | 0.16 | 114.857 | 114.617 | 0.000 | ||
| 2127 | 2014.11.06 04:12 | modify | 532 | 0.16 | 114.857 | 114.617 | 115.027 | ||
| 2128 | 2014.11.06 04:12 | s/l | 532 | 0.16 | 114.627 | 114.617 | 115.027 | -3680.96 | 1245952.64 |
| 2129 | 2014.11.06 23:54 | buy | 533 | 0.26 | 115.151 | 0.000 | 0.000 | ||
| 2130 | 2014.11.06 23:54 | modify | 533 | 0.26 | 115.151 | 114.911 | 0.000 | ||
| 2131 | 2014.11.06 23:54 | modify | 533 | 0.26 | 115.151 | 114.911 | 115.321 | ||
| 2132 | 2014.11.07 01:35 | t/p | 533 | 0.26 | 115.318 | 114.911 | 115.321 | 4587.93 | 1250540.57 |
| 2133 | 2014.11.10 21:28 | buy | 534 | 0.10 | 114.807 | 0.000 | 0.000 | ||
| 2134 | 2014.11.10 21:28 | modify | 534 | 0.10 | 114.807 | 114.567 | 0.000 | ||
| 2135 | 2014.11.10 21:28 | modify | 534 | 0.10 | 114.807 | 114.567 | 114.977 | ||
| 2136 | 2014.11.11 00:22 | t/p | 534 | 0.10 | 114.979 | 114.567 | 114.977 | 1814.58 | 1252355.15 |
| 2137 | 2014.11.11 00:55 | buy | 535 | 0.10 | 114.756 | 0.000 | 0.000 | ||
| 2138 | 2014.11.11 00:55 | modify | 535 | 0.10 | 114.756 | 114.516 | 0.000 | ||
| 2139 | 2014.11.11 00:55 | modify | 535 | 0.10 | 114.756 | 114.516 | 114.926 | ||
| 2140 | 2014.11.11 03:43 | close | 535 | 0.10 | 114.919 | 114.516 | 114.926 | 1629.40 | 1253984.55 |
| 2141 | 2014.11.11 11:23 | buy | 536 | 0.10 | 115.799 | 0.000 | 0.000 | ||
| 2142 | 2014.11.11 11:23 | modify | 536 | 0.10 | 115.799 | 115.559 | 0.000 | ||
| 2143 | 2014.11.11 11:23 | modify | 536 | 0.10 | 115.799 | 115.559 | 115.969 | ||
| 2144 | 2014.11.11 16:37 | s/l | 536 | 0.10 | 115.547 | 115.559 | 115.969 | -2520.60 | 1251463.95 |
| 2145 | 2014.11.12 21:45 | buy | 537 | 0.16 | 115.519 | 0.000 | 0.000 | ||
| 2146 | 2014.11.12 21:45 | modify | 537 | 0.16 | 115.519 | 115.279 | 0.000 | ||
| 2147 | 2014.11.12 21:45 | modify | 537 | 0.16 | 115.519 | 115.279 | 115.689 | ||
| 2148 | 2014.11.13 03:33 | t/p | 537 | 0.16 | 115.693 | 115.279 | 115.689 | 3239.93 | 1254703.88 |
| 2149 | 2014.11.13 08:04 | buy | 538 | 0.10 | 115.729 | 0.000 | 0.000 | ||
| 2150 | 2014.11.13 08:04 | modify | 538 | 0.10 | 115.729 | 115.489 | 0.000 | ||
| 2151 | 2014.11.13 08:04 | modify | 538 | 0.10 | 115.729 | 115.489 | 115.899 | ||
| 2152 | 2014.11.13 09:00 | s/l | 538 | 0.10 | 115.488 | 115.489 | 115.899 | -2410.60 | 1252293.28 |
| 2153 | 2014.11.14 12:41 | buy | 539 | 0.16 | 116.371 | 0.000 | 0.000 | ||
| 2154 | 2014.11.14 12:41 | modify | 539 | 0.16 | 116.371 | 116.131 | 0.000 | ||
| 2155 | 2014.11.14 12:41 | modify | 539 | 0.16 | 116.371 | 116.131 | 116.541 | ||
| 2156 | 2014.11.14 13:08 | t/p | 539 | 0.16 | 116.549 | 116.131 | 116.541 | 2847.04 | 1255140.32 |
| 2157 | 2014.11.14 15:03 | buy | 540 | 0.10 | 116.488 | 0.000 | 0.000 | ||
| 2158 | 2014.11.14 15:03 | modify | 540 | 0.10 | 116.488 | 116.248 | 0.000 | ||
| 2159 | 2014.11.14 15:03 | modify | 540 | 0.10 | 116.488 | 116.248 | 116.658 | ||
| 2160 | 2014.11.14 16:15 | t/p | 540 | 0.10 | 116.668 | 116.248 | 116.658 | 1799.40 | 1256939.72 |
| 2161 | 2014.11.14 17:05 | buy | 541 | 0.10 | 116.429 | 0.000 | 0.000 | ||
| 2162 | 2014.11.14 17:05 | modify | 541 | 0.10 | 116.429 | 116.189 | 0.000 | ||
| 2163 | 2014.11.14 17:05 | modify | 541 | 0.10 | 116.429 | 116.189 | 116.599 | ||
| 2164 | 2014.11.14 17:13 | s/l | 541 | 0.10 | 116.185 | 116.189 | 116.599 | -2440.60 | 1254499.12 |
| 2165 | 2014.11.18 00:48 | buy | 542 | 0.16 | 116.609 | 0.000 | 0.000 | ||
| 2166 | 2014.11.18 00:48 | modify | 542 | 0.16 | 116.609 | 116.369 | 0.000 | ||
| 2167 | 2014.11.18 00:48 | modify | 542 | 0.16 | 116.609 | 116.369 | 116.779 | ||
| 2168 | 2014.11.18 09:07 | t/p | 542 | 0.16 | 116.784 | 116.369 | 116.779 | 2799.04 | 1257298.16 |
| 2169 | 2014.11.18 21:36 | buy | 543 | 0.10 | 116.843 | 0.000 | 0.000 | ||
| 2170 | 2014.11.18 21:36 | modify | 543 | 0.10 | 116.843 | 116.603 | 0.000 | ||
| 2171 | 2014.11.18 21:36 | modify | 543 | 0.10 | 116.843 | 116.603 | 117.013 | ||
| 2172 | 2014.11.19 00:09 | t/p | 543 | 0.10 | 117.015 | 116.603 | 117.013 | 1814.58 | 1259112.74 |
| 2173 | 2014.11.19 06:52 | buy | 544 | 0.10 | 117.252 | 0.000 | 0.000 | ||
| 2174 | 2014.11.19 06:52 | modify | 544 | 0.10 | 117.252 | 117.012 | 0.000 | ||
| 2175 | 2014.11.19 06:52 | modify | 544 | 0.10 | 117.252 | 117.012 | 117.422 | ||
| 2176 | 2014.11.19 07:11 | t/p | 544 | 0.10 | 117.433 | 117.012 | 117.422 | 1809.40 | 1260922.14 |
| 2177 | 2014.11.19 13:32 | buy | 545 | 0.10 | 117.551 | 0.000 | 0.000 | ||
| 2178 | 2014.11.19 13:32 | modify | 545 | 0.10 | 117.551 | 117.311 | 0.000 | ||
| 2179 | 2014.11.19 13:32 | modify | 545 | 0.10 | 117.551 | 117.311 | 117.721 | ||
| 2180 | 2014.11.19 15:10 | t/p | 545 | 0.10 | 117.713 | 117.311 | 117.721 | 1619.40 | 1262541.54 |
| 2181 | 2014.11.19 19:02 | buy | 546 | 0.10 | 117.610 | 0.000 | 0.000 | ||
| 2182 | 2014.11.19 19:02 | modify | 546 | 0.10 | 117.610 | 117.370 | 0.000 | ||
| 2183 | 2014.11.19 19:02 | modify | 546 | 0.10 | 117.610 | 117.370 | 117.780 | ||
| 2184 | 2014.11.19 19:27 | t/p | 546 | 0.10 | 117.782 | 117.370 | 117.780 | 1719.40 | 1264260.94 |
| 2185 | 2014.11.19 22:11 | buy | 547 | 0.10 | 117.894 | 0.000 | 0.000 | ||
| 2186 | 2014.11.19 22:11 | modify | 547 | 0.10 | 117.894 | 117.654 | 0.000 | ||
| 2187 | 2014.11.19 22:11 | modify | 547 | 0.10 | 117.894 | 117.654 | 118.064 | ||
| 2188 | 2014.11.19 22:42 | t/p | 547 | 0.10 | 118.067 | 117.654 | 118.064 | 1729.40 | 1265990.34 |
| 2189 | 2014.11.20 00:25 | buy | 548 | 0.10 | 118.015 | 0.000 | 0.000 | ||
| 2190 | 2014.11.20 00:25 | modify | 548 | 0.10 | 118.015 | 117.775 | 0.000 | ||
| 2191 | 2014.11.20 00:25 | modify | 548 | 0.10 | 118.015 | 117.775 | 118.185 | ||
| 2192 | 2014.11.20 00:51 | t/p | 548 | 0.10 | 118.195 | 117.775 | 118.185 | 1799.40 | 1267789.74 |
| 2193 | 2014.11.20 07:59 | buy | 549 | 0.10 | 118.575 | 0.000 | 0.000 | ||
| 2194 | 2014.11.20 07:59 | modify | 549 | 0.10 | 118.575 | 118.335 | 0.000 | ||
| 2195 | 2014.11.20 07:59 | modify | 549 | 0.10 | 118.575 | 118.335 | 118.745 | ||
| 2196 | 2014.11.20 08:03 | s/l | 549 | 0.10 | 118.345 | 118.335 | 118.745 | -2300.60 | 1265489.14 |
| 2197 | 2014.11.20 08:04 | buy | 550 | 0.16 | 118.373 | 0.000 | 0.000 | ||
| 2198 | 2014.11.20 08:04 | modify | 550 | 0.16 | 118.373 | 118.133 | 0.000 | ||
| 2199 | 2014.11.20 08:04 | modify | 550 | 0.16 | 118.373 | 118.133 | 118.543 | ||
| 2200 | 2014.11.20 08:09 | t/p | 550 | 0.16 | 118.535 | 118.133 | 118.543 | 2591.04 | 1268080.18 |
| 2201 | 2014.11.20 08:13 | buy | 551 | 0.10 | 118.402 | 0.000 | 0.000 | ||
| 2202 | 2014.11.20 08:13 | modify | 551 | 0.10 | 118.402 | 118.162 | 0.000 | ||
| 2203 | 2014.11.20 08:13 | modify | 551 | 0.10 | 118.402 | 118.162 | 118.572 | ||
| 2204 | 2014.11.20 08:40 | t/p | 551 | 0.10 | 118.570 | 118.162 | 118.572 | 1679.40 | 1269759.58 |
| 2205 | 2014.11.20 09:42 | buy | 552 | 0.10 | 118.462 | 0.000 | 0.000 | ||
| 2206 | 2014.11.20 09:42 | modify | 552 | 0.10 | 118.462 | 118.222 | 0.000 | ||
| 2207 | 2014.11.20 09:42 | modify | 552 | 0.10 | 118.462 | 118.222 | 118.632 | ||
| 2208 | 2014.11.20 11:01 | s/l | 552 | 0.10 | 118.226 | 118.222 | 118.632 | -2360.60 | 1267398.98 |
| 2209 | 2014.11.24 06:38 | buy | 553 | 0.16 | 117.867 | 0.000 | 0.000 | ||
| 2210 | 2014.11.24 06:38 | modify | 553 | 0.16 | 117.867 | 117.627 | 0.000 | ||
| 2211 | 2014.11.24 06:38 | modify | 553 | 0.16 | 117.867 | 117.627 | 118.037 | ||
| 2212 | 2014.11.24 08:32 | t/p | 553 | 0.16 | 118.045 | 117.627 | 118.037 | 2847.04 | 1270246.02 |
| 2213 | 2014.11.24 13:38 | buy | 554 | 0.10 | 118.211 | 0.000 | 0.000 | ||
| 2214 | 2014.11.24 13:38 | modify | 554 | 0.10 | 118.211 | 117.971 | 0.000 | ||
| 2215 | 2014.11.24 13:38 | modify | 554 | 0.10 | 118.211 | 117.971 | 118.381 | ||
| 2216 | 2014.11.24 14:32 | t/p | 554 | 0.10 | 118.400 | 117.971 | 118.381 | 1889.40 | 1272135.42 |
| 2217 | 2014.11.24 16:27 | buy | 555 | 0.10 | 118.306 | 0.000 | 0.000 | ||
| 2218 | 2014.11.24 16:27 | modify | 555 | 0.10 | 118.306 | 118.066 | 0.000 | ||
| 2219 | 2014.11.24 16:27 | modify | 555 | 0.10 | 118.306 | 118.066 | 118.476 | ||
| 2220 | 2014.11.24 23:28 | close | 555 | 0.10 | 118.449 | 118.066 | 118.476 | 1429.40 | 1273564.82 |
| 2221 | 2014.11.27 20:10 | buy | 556 | 0.10 | 117.762 | 0.000 | 0.000 | ||
| 2222 | 2014.11.27 20:10 | modify | 556 | 0.10 | 117.762 | 117.522 | 0.000 | ||
| 2223 | 2014.11.27 20:10 | modify | 556 | 0.10 | 117.762 | 117.522 | 117.932 | ||
| 2224 | 2014.11.27 22:40 | t/p | 556 | 0.10 | 117.964 | 117.522 | 117.932 | 2019.40 | 1275584.22 |
| 2225 | 2014.11.28 05:29 | buy | 557 | 0.10 | 118.243 | 0.000 | 0.000 | ||
| 2226 | 2014.11.28 05:29 | modify | 557 | 0.10 | 118.243 | 118.003 | 0.000 | ||
| 2227 | 2014.11.28 05:29 | modify | 557 | 0.10 | 118.243 | 118.003 | 118.413 | ||
| 2228 | 2014.11.28 13:45 | close | 557 | 0.10 | 118.363 | 118.003 | 118.413 | 1199.40 | 1276783.62 |
| 2229 | 2014.11.28 18:32 | buy | 558 | 0.10 | 118.630 | 0.000 | 0.000 | ||
| 2230 | 2014.11.28 18:32 | modify | 558 | 0.10 | 118.630 | 118.390 | 0.000 | ||
| 2231 | 2014.11.28 18:32 | modify | 558 | 0.10 | 118.630 | 118.390 | 118.800 | ||
| 2232 | 2014.11.30 22:19 | t/p | 558 | 0.10 | 118.810 | 118.390 | 118.800 | 1799.40 | 1278583.02 |
| 2233 | 2014.12.01 02:02 | buy | 559 | 0.10 | 118.839 | 0.000 | 0.000 | ||
| 2234 | 2014.12.01 02:02 | modify | 559 | 0.10 | 118.839 | 118.599 | 0.000 | ||
| 2235 | 2014.12.01 02:02 | modify | 559 | 0.10 | 118.839 | 118.599 | 119.009 | ||
| 2236 | 2014.12.01 07:32 | s/l | 559 | 0.10 | 118.592 | 118.599 | 119.009 | -2470.60 | 1276112.42 |
| 2237 | 2014.12.02 15:40 | buy | 560 | 0.16 | 119.107 | 0.000 | 0.000 | ||
| 2238 | 2014.12.02 15:40 | modify | 560 | 0.16 | 119.107 | 118.867 | 0.000 | ||
| 2239 | 2014.12.02 15:40 | modify | 560 | 0.16 | 119.107 | 118.867 | 119.277 | ||
| 2240 | 2014.12.02 20:35 | t/p | 560 | 0.16 | 119.290 | 118.867 | 119.277 | 2927.04 | 1279039.46 |
| 2241 | 2014.12.02 20:47 | buy | 561 | 0.10 | 119.207 | 0.000 | 0.000 | ||
| 2242 | 2014.12.02 20:47 | modify | 561 | 0.10 | 119.207 | 118.967 | 0.000 | ||
| 2243 | 2014.12.02 20:47 | modify | 561 | 0.10 | 119.207 | 118.967 | 119.377 | ||
| 2244 | 2014.12.03 01:03 | t/p | 561 | 0.10 | 119.385 | 118.967 | 119.377 | 1874.58 | 1280914.04 |
| 2245 | 2014.12.03 04:14 | buy | 562 | 0.10 | 119.316 | 0.000 | 0.000 | ||
| 2246 | 2014.12.03 04:14 | modify | 562 | 0.10 | 119.316 | 119.076 | 0.000 | ||
| 2247 | 2014.12.03 04:14 | modify | 562 | 0.10 | 119.316 | 119.076 | 119.486 | ||
| 2248 | 2014.12.03 14:29 | t/p | 562 | 0.10 | 119.496 | 119.076 | 119.486 | 1799.40 | 1282713.44 |
| 2249 | 2014.12.03 19:42 | buy | 563 | 0.10 | 119.779 | 0.000 | 0.000 | ||
| 2250 | 2014.12.03 19:42 | modify | 563 | 0.10 | 119.779 | 119.539 | 0.000 | ||