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 |
| 2551 | 2015.03.06 19:31 | modify | 638 | 0.26 | 120.635 | 120.395 | 120.805 | ||
| 2552 | 2015.03.06 21:56 | t/p | 638 | 0.26 | 120.813 | 120.395 | 120.805 | 4626.45 | 1303138.96 |
| 2553 | 2015.03.08 22:55 | buy | 639 | 0.10 | 120.730 | 0.000 | 0.000 | ||
| 2554 | 2015.03.08 22:55 | modify | 639 | 0.10 | 120.730 | 120.490 | 0.000 | ||
| 2555 | 2015.03.08 22:55 | modify | 639 | 0.10 | 120.730 | 120.490 | 120.900 | ||
| 2556 | 2015.03.09 02:45 | t/p | 639 | 0.10 | 120.904 | 120.490 | 120.900 | 1834.58 | 1304973.54 |
| 2557 | 2015.03.09 06:19 | buy | 640 | 0.10 | 120.953 | 0.000 | 0.000 | ||
| 2558 | 2015.03.09 06:19 | modify | 640 | 0.10 | 120.953 | 120.713 | 0.000 | ||
| 2559 | 2015.03.09 06:19 | modify | 640 | 0.10 | 120.953 | 120.713 | 121.123 | ||
| 2560 | 2015.03.09 09:00 | s/l | 640 | 0.10 | 120.704 | 120.713 | 121.123 | -2490.60 | 1302482.94 |
| 2561 | 2015.03.09 18:20 | buy | 641 | 0.16 | 121.236 | 0.000 | 0.000 | ||
| 2562 | 2015.03.09 18:20 | modify | 641 | 0.16 | 121.236 | 120.996 | 0.000 | ||
| 2563 | 2015.03.09 18:20 | modify | 641 | 0.16 | 121.236 | 120.996 | 121.406 | ||
| 2564 | 2015.03.09 23:10 | close | 641 | 0.16 | 121.370 | 120.996 | 121.406 | 2143.04 | 1304625.98 |
| 2565 | 2015.03.11 05:15 | buy | 642 | 0.10 | 121.352 | 0.000 | 0.000 | ||
| 2566 | 2015.03.11 05:15 | modify | 642 | 0.10 | 121.352 | 121.112 | 0.000 | ||
| 2567 | 2015.03.11 05:15 | modify | 642 | 0.10 | 121.352 | 121.112 | 121.522 | ||
| 2568 | 2015.03.11 09:50 | t/p | 642 | 0.10 | 121.517 | 121.112 | 121.522 | 1649.40 | 1306275.38 |
| 2569 | 2015.03.12 04:30 | buy | 643 | 0.10 | 121.556 | 0.000 | 0.000 | ||
| 2570 | 2015.03.12 04:30 | modify | 643 | 0.10 | 121.556 | 121.316 | 0.000 | ||
| 2571 | 2015.03.12 04:30 | modify | 643 | 0.10 | 121.556 | 121.316 | 121.726 | ||
| 2572 | 2015.03.12 06:08 | s/l | 643 | 0.10 | 121.301 | 121.316 | 121.726 | -2550.60 | 1303724.78 |
| 2573 | 2015.03.12 18:32 | buy | 644 | 0.16 | 121.284 | 0.000 | 0.000 | ||
| 2574 | 2015.03.12 18:32 | modify | 644 | 0.16 | 121.284 | 121.044 | 0.000 | ||
| 2575 | 2015.03.12 18:32 | modify | 644 | 0.16 | 121.284 | 121.044 | 121.454 | ||
| 2576 | 2015.03.13 00:08 | close | 644 | 0.16 | 121.435 | 121.044 | 121.454 | 2567.34 | 1306292.12 |
| 2577 | 2015.03.16 20:38 | buy | 645 | 0.10 | 121.371 | 0.000 | 0.000 | ||
| 2578 | 2015.03.16 20:38 | modify | 645 | 0.10 | 121.371 | 121.131 | 0.000 | ||
| 2579 | 2015.03.16 20:38 | modify | 645 | 0.10 | 121.371 | 121.131 | 121.541 | ||
| 2580 | 2015.03.17 00:36 | close | 645 | 0.10 | 121.503 | 121.131 | 121.541 | 1414.58 | 1307706.70 |
| 2581 | 2015.03.19 19:49 | buy | 646 | 0.10 | 120.884 | 0.000 | 0.000 | ||
| 2582 | 2015.03.19 19:49 | modify | 646 | 0.10 | 120.884 | 120.644 | 0.000 | ||
| 2583 | 2015.03.19 19:49 | modify | 646 | 0.10 | 120.884 | 120.644 | 121.054 | ||
| 2584 | 2015.03.20 01:32 | s/l | 646 | 0.10 | 120.638 | 120.644 | 121.054 | -2365.42 | 1305341.29 |
| 2585 | 2015.03.20 12:08 | buy | 647 | 0.16 | 120.994 | 0.000 | 0.000 | ||
| 2586 | 2015.03.20 12:08 | modify | 647 | 0.16 | 120.994 | 120.754 | 0.000 | ||
| 2587 | 2015.03.20 12:08 | modify | 647 | 0.16 | 120.994 | 120.754 | 121.164 | ||
| 2588 | 2015.03.20 13:19 | s/l | 647 | 0.16 | 120.751 | 120.754 | 121.164 | -3888.96 | 1301452.33 |
| 2589 | 2015.03.24 17:00 | buy | 648 | 0.26 | 119.725 | 0.000 | 0.000 | ||
| 2590 | 2015.03.24 17:00 | modify | 648 | 0.26 | 119.725 | 119.485 | 0.000 | ||
| 2591 | 2015.03.24 17:00 | modify | 648 | 0.26 | 119.725 | 119.485 | 119.895 | ||
| 2592 | 2015.03.25 11:55 | s/l | 648 | 0.26 | 119.481 | 119.485 | 119.895 | -6098.07 | 1295354.26 |
| 2593 | 2015.03.26 15:38 | buy | 649 | 0.42 | 119.025 | 0.000 | 0.000 | ||
| 2594 | 2015.03.26 15:38 | modify | 649 | 0.42 | 119.025 | 118.785 | 0.000 | ||
| 2595 | 2015.03.26 15:38 | modify | 649 | 0.42 | 119.025 | 118.785 | 119.195 | ||
| 2596 | 2015.03.26 17:35 | t/p | 649 | 0.42 | 119.190 | 118.785 | 119.195 | 6927.49 | 1302281.75 |
| 2597 | 2015.03.26 20:19 | buy | 650 | 0.10 | 119.168 | 0.000 | 0.000 | ||
| 2598 | 2015.03.26 20:19 | modify | 650 | 0.10 | 119.168 | 118.928 | 0.000 | ||
| 2599 | 2015.03.26 20:19 | modify | 650 | 0.10 | 119.168 | 118.928 | 119.338 | ||
| 2600 | 2015.03.27 01:54 | t/p | 650 | 0.10 | 119.342 | 118.928 | 119.338 | 1834.58 | 1304116.33 |
| 2601 | 2015.03.27 09:30 | buy | 651 | 0.10 | 119.325 | 0.000 | 0.000 | ||
| 2602 | 2015.03.27 09:30 | modify | 651 | 0.10 | 119.325 | 119.085 | 0.000 | ||
| 2603 | 2015.03.27 09:30 | modify | 651 | 0.10 | 119.325 | 119.085 | 119.495 | ||
| 2604 | 2015.03.27 12:35 | s/l | 651 | 0.10 | 119.081 | 119.085 | 119.495 | -2440.60 | 1301675.73 |
| 2605 | 2015.03.30 20:17 | buy | 652 | 0.16 | 120.119 | 0.000 | 0.000 | ||
| 2606 | 2015.03.30 20:17 | modify | 652 | 0.16 | 120.119 | 119.879 | 0.000 | ||
| 2607 | 2015.03.30 20:17 | modify | 652 | 0.16 | 120.119 | 119.879 | 120.289 | ||
| 2608 | 2015.03.31 01:08 | close | 652 | 0.16 | 120.191 | 119.879 | 120.289 | 1303.34 | 1302979.07 |
| 2609 | 2015.03.31 02:17 | buy | 653 | 0.10 | 120.125 | 0.000 | 0.000 | ||
| 2610 | 2015.03.31 02:17 | modify | 653 | 0.10 | 120.125 | 119.885 | 0.000 | ||
| 2611 | 2015.03.31 02:17 | modify | 653 | 0.10 | 120.125 | 119.885 | 120.295 | ||
| 2612 | 2015.03.31 04:00 | t/p | 653 | 0.10 | 120.302 | 119.885 | 120.295 | 1769.40 | 1304748.47 |
| 2613 | 2015.04.01 10:48 | buy | 654 | 0.10 | 120.064 | 0.000 | 0.000 | ||
| 2614 | 2015.04.01 10:48 | modify | 654 | 0.10 | 120.064 | 119.824 | 0.000 | ||
| 2615 | 2015.04.01 10:48 | modify | 654 | 0.10 | 120.064 | 119.824 | 120.234 | ||
| 2616 | 2015.04.01 12:21 | s/l | 654 | 0.10 | 119.818 | 119.824 | 120.234 | -2460.60 | 1302287.87 |
| 2617 | 2015.04.02 16:42 | buy | 655 | 0.16 | 119.721 | 0.000 | 0.000 | ||
| 2618 | 2015.04.02 16:42 | modify | 655 | 0.16 | 119.721 | 119.481 | 0.000 | ||
| 2619 | 2015.04.02 16:42 | modify | 655 | 0.16 | 119.721 | 119.481 | 119.891 | ||
| 2620 | 2015.04.03 12:29 | s/l | 655 | 0.16 | 119.479 | 119.481 | 119.891 | -3720.66 | 1298567.20 |
| 2621 | 2015.04.07 04:31 | buy | 656 | 0.26 | 119.563 | 0.000 | 0.000 | ||
| 2622 | 2015.04.07 04:31 | modify | 656 | 0.26 | 119.563 | 119.323 | 0.000 | ||
| 2623 | 2015.04.07 04:31 | modify | 656 | 0.26 | 119.563 | 119.323 | 119.733 | ||
| 2624 | 2015.04.07 07:04 | close | 656 | 0.26 | 119.683 | 119.323 | 119.733 | 3118.45 | 1301685.65 |
| 2625 | 2015.04.07 16:26 | buy | 657 | 0.10 | 120.281 | 0.000 | 0.000 | ||
| 2626 | 2015.04.07 16:26 | modify | 657 | 0.10 | 120.281 | 120.041 | 0.000 | ||
| 2627 | 2015.04.07 16:26 | modify | 657 | 0.10 | 120.281 | 120.041 | 120.451 | ||
| 2628 | 2015.04.08 03:36 | s/l | 657 | 0.10 | 120.038 | 120.041 | 120.451 | -2335.42 | 1299350.24 |
| 2629 | 2015.04.08 23:08 | buy | 658 | 0.16 | 120.117 | 0.000 | 0.000 | ||
| 2630 | 2015.04.08 23:08 | modify | 658 | 0.16 | 120.117 | 119.877 | 0.000 | ||
| 2631 | 2015.04.08 23:08 | modify | 658 | 0.16 | 120.117 | 119.877 | 120.287 | ||
| 2632 | 2015.04.09 00:31 | close | 658 | 0.16 | 120.251 | 119.877 | 120.287 | 2599.93 | 1301950.16 |
| 2633 | 2015.04.09 04:22 | buy | 659 | 0.10 | 120.267 | 0.000 | 0.000 | ||
| 2634 | 2015.04.09 04:22 | modify | 659 | 0.10 | 120.267 | 120.027 | 0.000 | ||
| 2635 | 2015.04.09 04:22 | modify | 659 | 0.10 | 120.267 | 120.027 | 120.437 | ||
| 2636 | 2015.04.09 10:34 | s/l | 659 | 0.10 | 120.018 | 120.027 | 120.437 | -2490.60 | 1299459.56 |
| 2637 | 2015.04.09 20:14 | buy | 660 | 0.16 | 120.606 | 0.000 | 0.000 | ||
| 2638 | 2015.04.09 20:14 | modify | 660 | 0.16 | 120.606 | 120.366 | 0.000 | ||
| 2639 | 2015.04.09 20:14 | modify | 660 | 0.16 | 120.606 | 120.366 | 120.776 | ||
| 2640 | 2015.04.10 08:12 | s/l | 660 | 0.16 | 120.366 | 120.366 | 120.776 | -3688.66 | 1295770.90 |
| 2641 | 2015.04.13 05:58 | buy | 661 | 0.26 | 120.399 | 0.000 | 0.000 | ||
| 2642 | 2015.04.13 05:58 | modify | 661 | 0.26 | 120.399 | 120.159 | 0.000 | ||
| 2643 | 2015.04.13 05:58 | modify | 661 | 0.26 | 120.399 | 120.159 | 120.569 | ||
| 2644 | 2015.04.13 07:45 | t/p | 661 | 0.26 | 120.565 | 120.159 | 120.569 | 4314.45 | 1300085.35 |
| 2645 | 2015.04.13 10:09 | buy | 662 | 0.10 | 120.674 | 0.000 | 0.000 | ||
| 2646 | 2015.04.13 10:09 | modify | 662 | 0.10 | 120.674 | 120.434 | 0.000 | ||
| 2647 | 2015.04.13 10:09 | modify | 662 | 0.10 | 120.674 | 120.434 | 120.844 | ||
| 2648 | 2015.04.13 12:39 | s/l | 662 | 0.10 | 120.427 | 120.434 | 120.844 | -2470.60 | 1297614.75 |
| 2649 | 2015.04.15 06:06 | buy | 663 | 0.16 | 119.622 | 0.000 | 0.000 | ||
| 2650 | 2015.04.15 06:06 | modify | 663 | 0.16 | 119.622 | 119.382 | 0.000 | ||
| 2651 | 2015.04.15 06:06 | modify | 663 | 0.16 | 119.622 | 119.382 | 119.792 | ||
| 2652 | 2015.04.15 09:57 | s/l | 663 | 0.16 | 119.384 | 119.382 | 119.792 | -3808.96 | 1293805.79 |
| 2653 | 2015.04.16 07:55 | buy | 664 | 0.26 | 119.295 | 0.000 | 0.000 | ||
| 2654 | 2015.04.16 07:55 | modify | 664 | 0.26 | 119.295 | 119.055 | 0.000 | ||
| 2655 | 2015.04.16 07:55 | modify | 664 | 0.26 | 119.295 | 119.055 | 119.465 | ||
| 2656 | 2015.04.16 10:24 | s/l | 664 | 0.26 | 119.063 | 119.055 | 119.465 | -6033.55 | 1287772.24 |
| 2657 | 2015.04.20 18:59 | buy | 665 | 0.42 | 119.265 | 0.000 | 0.000 | ||
| 2658 | 2015.04.20 18:59 | modify | 665 | 0.42 | 119.265 | 119.025 | 0.000 | ||
| 2659 | 2015.04.20 18:59 | modify | 665 | 0.42 | 119.265 | 119.025 | 119.435 | ||
| 2660 | 2015.04.21 00:53 | close | 665 | 0.42 | 119.407 | 119.025 | 119.435 | 6361.26 | 1294133.50 |
| 2661 | 2015.04.22 23:44 | buy | 666 | 0.10 | 119.932 | 0.000 | 0.000 | ||
| 2662 | 2015.04.22 23:44 | modify | 666 | 0.10 | 119.932 | 119.692 | 0.000 | ||
| 2663 | 2015.04.22 23:44 | modify | 666 | 0.10 | 119.932 | 119.692 | 120.102 | ||
| 2664 | 2015.04.23 00:42 | close | 666 | 0.10 | 120.081 | 119.692 | 120.102 | 1774.95 | 1295908.45 |
| 2665 | 2015.04.23 03:00 | buy | 667 | 0.10 | 119.960 | 0.000 | 0.000 | ||
| 2666 | 2015.04.23 03:00 | modify | 667 | 0.10 | 119.960 | 119.720 | 0.000 | ||
| 2667 | 2015.04.23 03:00 | modify | 667 | 0.10 | 119.960 | 119.720 | 120.130 | ||
| 2668 | 2015.04.23 04:57 | s/l | 667 | 0.10 | 119.719 | 119.720 | 120.130 | -2410.60 | 1293497.85 |
| 2669 | 2015.04.27 13:21 | buy | 668 | 0.16 | 119.297 | 0.000 | 0.000 | ||
| 2670 | 2015.04.27 13:21 | modify | 668 | 0.16 | 119.297 | 119.057 | 0.000 | ||
| 2671 | 2015.04.27 13:21 | modify | 668 | 0.16 | 119.297 | 119.057 | 119.467 | ||
| 2672 | 2015.04.27 15:32 | s/l | 668 | 0.16 | 119.063 | 119.057 | 119.467 | -3744.96 | 1289752.89 |
| 2673 | 2015.04.29 11:08 | buy | 669 | 0.26 | 119.237 | 0.000 | 0.000 | ||
| 2674 | 2015.04.29 11:08 | modify | 669 | 0.26 | 119.237 | 118.997 | 0.000 | ||
| 2675 | 2015.04.29 11:08 | modify | 669 | 0.26 | 119.237 | 118.997 | 119.407 | ||
| 2676 | 2015.04.29 12:30 | s/l | 669 | 0.26 | 118.944 | 118.997 | 119.407 | -7619.55 | 1282133.34 |
| 2677 | 2015.04.29 12:31 | buy | 670 | 0.42 | 119.111 | 0.000 | 0.000 | ||
| 2678 | 2015.04.29 12:31 | modify | 670 | 0.42 | 119.111 | 118.871 | 0.000 | ||
| 2679 | 2015.04.29 12:31 | modify | 670 | 0.42 | 119.111 | 118.871 | 119.281 | ||
| 2680 | 2015.04.29 12:55 | t/p | 670 | 0.42 | 119.278 | 118.871 | 119.281 | 7011.49 | 1289144.83 |
| 2681 | 2015.04.30 16:54 | buy | 671 | 0.10 | 119.647 | 0.000 | 0.000 | ||
| 2682 | 2015.04.30 16:54 | modify | 671 | 0.10 | 119.647 | 119.407 | 0.000 | ||
| 2683 | 2015.04.30 16:54 | modify | 671 | 0.10 | 119.647 | 119.407 | 119.817 | ||
| 2684 | 2015.04.30 18:59 | s/l | 671 | 0.10 | 119.407 | 119.407 | 119.817 | -2400.60 | 1286744.23 |
| 2685 | 2015.04.30 19:18 | buy | 672 | 0.16 | 119.410 | 0.000 | 0.000 | ||
| 2686 | 2015.04.30 19:18 | modify | 672 | 0.16 | 119.410 | 119.170 | 0.000 | ||
| 2687 | 2015.04.30 19:18 | modify | 672 | 0.16 | 119.410 | 119.170 | 119.580 | ||
| 2688 | 2015.05.01 00:16 | t/p | 672 | 0.16 | 119.575 | 119.170 | 119.580 | 2791.34 | 1289535.57 |
| 2689 | 2015.05.01 04:29 | buy | 673 | 0.10 | 119.650 | 0.000 | 0.000 | ||
| 2690 | 2015.05.01 04:29 | modify | 673 | 0.10 | 119.650 | 119.410 | 0.000 | ||
| 2691 | 2015.05.01 04:29 | modify | 673 | 0.10 | 119.650 | 119.410 | 119.820 | ||
| 2692 | 2015.05.01 07:08 | t/p | 673 | 0.10 | 119.822 | 119.410 | 119.820 | 1719.40 | 1291254.97 |
| 2693 | 2015.05.01 08:20 | buy | 674 | 0.10 | 119.736 | 0.000 | 0.000 | ||
| 2694 | 2015.05.01 08:20 | modify | 674 | 0.10 | 119.736 | 119.496 | 0.000 | ||
| 2695 | 2015.05.01 08:20 | modify | 674 | 0.10 | 119.736 | 119.496 | 119.906 | ||
| 2696 | 2015.05.01 12:42 | t/p | 674 | 0.10 | 119.898 | 119.496 | 119.906 | 1619.40 | 1292874.37 |
| 2697 | 2015.05.01 18:07 | buy | 675 | 0.10 | 120.210 | 0.000 | 0.000 | ||
| 2698 | 2015.05.01 18:07 | modify | 675 | 0.10 | 120.210 | 119.970 | 0.000 | ||
| 2699 | 2015.05.01 18:07 | modify | 675 | 0.10 | 120.210 | 119.970 | 120.380 | ||
| 2700 | 2015.05.05 01:42 | close | 675 | 0.10 | 120.190 | 119.970 | 120.380 | -10.23 | 1292864.14 |