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 |
| 3001 | 2015.08.05 17:22 | buy | 751 | 0.16 | 124.788 | 0.000 | 0.000 | ||
| 3002 | 2015.08.05 17:22 | modify | 751 | 0.16 | 124.788 | 124.548 | 0.000 | ||
| 3003 | 2015.08.05 17:22 | modify | 751 | 0.16 | 124.788 | 124.548 | 124.958 | ||
| 3004 | 2015.08.06 07:02 | close | 751 | 0.16 | 124.858 | 124.548 | 124.958 | 1575.93 | 1320651.27 |
| 3005 | 2015.08.06 09:08 | buy | 752 | 0.10 | 124.814 | 0.000 | 0.000 | ||
| 3006 | 2015.08.06 09:08 | modify | 752 | 0.10 | 124.814 | 124.574 | 0.000 | ||
| 3007 | 2015.08.06 09:08 | modify | 752 | 0.10 | 124.814 | 124.574 | 124.984 | ||
| 3008 | 2015.08.06 12:32 | close | 752 | 0.10 | 124.954 | 124.574 | 124.984 | 1399.40 | 1322050.67 |
| 3009 | 2015.08.10 11:18 | buy | 753 | 0.10 | 124.661 | 0.000 | 0.000 | ||
| 3010 | 2015.08.10 11:18 | modify | 753 | 0.10 | 124.661 | 124.421 | 0.000 | ||
| 3011 | 2015.08.10 11:18 | modify | 753 | 0.10 | 124.661 | 124.421 | 124.831 | ||
| 3012 | 2015.08.11 01:19 | close | 753 | 0.10 | 124.745 | 124.421 | 124.831 | 934.58 | 1322985.25 |
| 3013 | 2015.08.11 12:15 | buy | 754 | 0.10 | 124.834 | 0.000 | 0.000 | ||
| 3014 | 2015.08.11 12:15 | modify | 754 | 0.10 | 124.834 | 124.594 | 0.000 | ||
| 3015 | 2015.08.11 12:15 | modify | 754 | 0.10 | 124.834 | 124.594 | 125.004 | ||
| 3016 | 2015.08.11 16:16 | t/p | 754 | 0.10 | 125.001 | 124.594 | 125.004 | 1669.40 | 1324654.65 |
| 3017 | 2015.08.11 19:42 | buy | 755 | 0.10 | 125.076 | 0.000 | 0.000 | ||
| 3018 | 2015.08.11 19:42 | modify | 755 | 0.10 | 125.076 | 124.836 | 0.000 | ||
| 3019 | 2015.08.11 19:42 | modify | 755 | 0.10 | 125.076 | 124.836 | 125.246 | ||
| 3020 | 2015.08.12 01:19 | close | 755 | 0.10 | 125.206 | 124.836 | 125.246 | 1394.58 | 1326049.24 |
| 3021 | 2015.08.12 05:08 | buy | 756 | 0.10 | 125.167 | 0.000 | 0.000 | ||
| 3022 | 2015.08.12 05:08 | modify | 756 | 0.10 | 125.167 | 124.927 | 0.000 | ||
| 3023 | 2015.08.12 05:08 | modify | 756 | 0.10 | 125.167 | 124.927 | 125.337 | ||
| 3024 | 2015.08.12 05:59 | s/l | 756 | 0.10 | 124.929 | 124.927 | 125.337 | -2380.60 | 1323668.64 |
| 3025 | 2015.08.13 09:56 | buy | 757 | 0.16 | 124.526 | 0.000 | 0.000 | ||
| 3026 | 2015.08.13 09:56 | modify | 757 | 0.16 | 124.526 | 124.286 | 0.000 | ||
| 3027 | 2015.08.13 09:56 | modify | 757 | 0.16 | 124.526 | 124.286 | 124.696 | ||
| 3028 | 2015.08.13 15:33 | s/l | 757 | 0.16 | 124.279 | 124.286 | 124.696 | -3952.96 | 1319715.68 |
| 3029 | 2015.08.17 01:47 | buy | 758 | 0.26 | 124.355 | 0.000 | 0.000 | ||
| 3030 | 2015.08.17 01:47 | modify | 758 | 0.26 | 124.355 | 124.115 | 0.000 | ||
| 3031 | 2015.08.17 01:47 | modify | 758 | 0.26 | 124.355 | 124.115 | 124.525 | ||
| 3032 | 2015.08.17 07:07 | close | 758 | 0.26 | 124.493 | 124.115 | 124.525 | 3586.45 | 1323302.13 |
| 3033 | 2015.08.17 08:18 | buy | 759 | 0.10 | 124.436 | 0.000 | 0.000 | ||
| 3034 | 2015.08.17 08:18 | modify | 759 | 0.10 | 124.436 | 124.196 | 0.000 | ||
| 3035 | 2015.08.17 08:18 | modify | 759 | 0.10 | 124.436 | 124.196 | 124.606 | ||
| 3036 | 2015.08.17 18:21 | close | 759 | 0.10 | 124.441 | 124.196 | 124.606 | 49.40 | 1323351.53 |
| 3037 | 2015.08.25 04:32 | buy | 760 | 0.10 | 119.833 | 0.000 | 0.000 | ||
| 3038 | 2015.08.25 04:32 | modify | 760 | 0.10 | 119.833 | 119.593 | 0.000 | ||
| 3039 | 2015.08.25 04:32 | modify | 760 | 0.10 | 119.833 | 119.593 | 120.003 | ||
| 3040 | 2015.08.25 04:45 | s/l | 760 | 0.10 | 119.582 | 119.593 | 120.003 | -2510.60 | 1320840.93 |
| 3041 | 2015.08.25 04:46 | buy | 761 | 0.16 | 119.607 | 0.000 | 0.000 | ||
| 3042 | 2015.08.25 04:46 | modify | 761 | 0.16 | 119.607 | 119.367 | 0.000 | ||
| 3043 | 2015.08.25 04:46 | modify | 761 | 0.16 | 119.607 | 119.367 | 119.777 | ||
| 3044 | 2015.08.25 05:15 | s/l | 761 | 0.16 | 119.363 | 119.367 | 119.777 | -3904.96 | 1316935.97 |
| 3045 | 2015.08.25 12:15 | buy | 762 | 0.26 | 119.791 | 0.000 | 0.000 | ||
| 3046 | 2015.08.25 12:15 | modify | 762 | 0.26 | 119.791 | 119.551 | 0.000 | ||
| 3047 | 2015.08.25 12:15 | modify | 762 | 0.26 | 119.791 | 119.551 | 119.961 | ||
| 3048 | 2015.08.25 12:26 | t/p | 762 | 0.26 | 119.954 | 119.551 | 119.961 | 4236.45 | 1321172.42 |
| 3049 | 2015.08.25 13:25 | buy | 763 | 0.10 | 119.795 | 0.000 | 0.000 | ||
| 3050 | 2015.08.25 13:25 | modify | 763 | 0.10 | 119.795 | 119.555 | 0.000 | ||
| 3051 | 2015.08.25 13:25 | modify | 763 | 0.10 | 119.795 | 119.555 | 119.965 | ||
| 3052 | 2015.08.25 13:31 | s/l | 763 | 0.10 | 119.558 | 119.555 | 119.965 | -2370.60 | 1318801.82 |
| 3053 | 2015.08.27 00:01 | buy | 764 | 0.16 | 120.011 | 0.000 | 0.000 | ||
| 3054 | 2015.08.27 00:01 | modify | 764 | 0.16 | 120.011 | 119.771 | 0.000 | ||
| 3055 | 2015.08.27 00:01 | modify | 764 | 0.16 | 120.011 | 119.771 | 120.181 | ||
| 3056 | 2015.08.27 01:33 | t/p | 764 | 0.16 | 120.184 | 119.771 | 120.181 | 2767.04 | 1321568.86 |
| 3057 | 2015.08.27 03:17 | buy | 765 | 0.10 | 120.034 | 0.000 | 0.000 | ||
| 3058 | 2015.08.27 03:17 | modify | 765 | 0.10 | 120.034 | 119.794 | 0.000 | ||
| 3059 | 2015.08.27 03:17 | modify | 765 | 0.10 | 120.034 | 119.794 | 120.204 | ||
| 3060 | 2015.08.27 06:13 | s/l | 765 | 0.10 | 119.801 | 119.794 | 120.204 | -2330.60 | 1319238.26 |
| 3061 | 2015.08.27 11:03 | buy | 766 | 0.16 | 120.190 | 0.000 | 0.000 | ||
| 3062 | 2015.08.27 11:03 | modify | 766 | 0.16 | 120.190 | 119.950 | 0.000 | ||
| 3063 | 2015.08.27 11:03 | modify | 766 | 0.16 | 120.190 | 119.950 | 120.360 | ||
| 3064 | 2015.08.27 12:30 | t/p | 766 | 0.16 | 120.365 | 119.950 | 120.360 | 2799.04 | 1322037.30 |
| 3065 | 2015.08.27 18:07 | buy | 767 | 0.10 | 120.931 | 0.000 | 0.000 | ||
| 3066 | 2015.08.27 18:07 | modify | 767 | 0.10 | 120.931 | 120.691 | 0.000 | ||
| 3067 | 2015.08.27 18:07 | modify | 767 | 0.10 | 120.931 | 120.691 | 121.101 | ||
| 3068 | 2015.08.27 18:56 | s/l | 767 | 0.10 | 120.677 | 120.691 | 121.101 | -2540.60 | 1319496.70 |
| 3069 | 2015.08.27 18:57 | buy | 768 | 0.16 | 120.673 | 0.000 | 0.000 | ||
| 3070 | 2015.08.27 18:57 | modify | 768 | 0.16 | 120.673 | 120.433 | 0.000 | ||
| 3071 | 2015.08.27 18:57 | modify | 768 | 0.16 | 120.673 | 120.433 | 120.843 | ||
| 3072 | 2015.08.27 19:29 | t/p | 768 | 0.16 | 120.845 | 120.433 | 120.843 | 2751.04 | 1322247.74 |
| 3073 | 2015.08.27 23:04 | buy | 769 | 0.10 | 121.053 | 0.000 | 0.000 | ||
| 3074 | 2015.08.27 23:04 | modify | 769 | 0.10 | 121.053 | 120.813 | 0.000 | ||
| 3075 | 2015.08.27 23:04 | modify | 769 | 0.10 | 121.053 | 120.813 | 121.223 | ||
| 3076 | 2015.08.28 01:10 | t/p | 769 | 0.10 | 121.227 | 120.813 | 121.223 | 1834.58 | 1324082.32 |
| 3077 | 2015.08.28 03:18 | buy | 770 | 0.10 | 121.017 | 0.000 | 0.000 | ||
| 3078 | 2015.08.28 03:18 | modify | 770 | 0.10 | 121.017 | 120.777 | 0.000 | ||
| 3079 | 2015.08.28 03:18 | modify | 770 | 0.10 | 121.017 | 120.777 | 121.187 | ||
| 3080 | 2015.08.28 06:19 | t/p | 770 | 0.10 | 121.180 | 120.777 | 121.187 | 1629.40 | 1325711.72 |
| 3081 | 2015.08.28 17:37 | buy | 771 | 0.10 | 121.166 | 0.000 | 0.000 | ||
| 3082 | 2015.08.28 17:37 | modify | 771 | 0.10 | 121.166 | 120.926 | 0.000 | ||
| 3083 | 2015.08.28 17:37 | modify | 771 | 0.10 | 121.166 | 120.926 | 121.336 | ||
| 3084 | 2015.08.28 18:02 | t/p | 771 | 0.10 | 121.340 | 120.926 | 121.336 | 1739.40 | 1327451.12 |
| 3085 | 2015.08.30 22:16 | buy | 772 | 0.10 | 121.424 | 0.000 | 0.000 | ||
| 3086 | 2015.08.30 22:16 | modify | 772 | 0.10 | 121.424 | 121.184 | 0.000 | ||
| 3087 | 2015.08.30 22:16 | modify | 772 | 0.10 | 121.424 | 121.184 | 121.594 | ||
| 3088 | 2015.08.31 00:39 | s/l | 772 | 0.10 | 121.183 | 121.184 | 121.594 | -2315.42 | 1325135.71 |
| 3089 | 2015.09.03 01:10 | buy | 773 | 0.16 | 120.501 | 0.000 | 0.000 | ||
| 3090 | 2015.09.03 01:10 | modify | 773 | 0.16 | 120.501 | 120.261 | 0.000 | ||
| 3091 | 2015.09.03 01:10 | modify | 773 | 0.16 | 120.501 | 120.261 | 120.671 | ||
| 3092 | 2015.09.03 03:30 | t/p | 773 | 0.16 | 120.673 | 120.261 | 120.671 | 2751.04 | 1327886.75 |
| 3093 | 2015.09.08 11:03 | buy | 774 | 0.10 | 119.977 | 0.000 | 0.000 | ||
| 3094 | 2015.09.08 11:03 | modify | 774 | 0.10 | 119.977 | 119.737 | 0.000 | ||
| 3095 | 2015.09.08 11:03 | modify | 774 | 0.10 | 119.977 | 119.737 | 120.147 | ||
| 3096 | 2015.09.08 14:55 | s/l | 774 | 0.10 | 119.744 | 119.737 | 120.147 | -2330.60 | 1325556.15 |
| 3097 | 2015.09.09 04:57 | buy | 775 | 0.16 | 120.227 | 0.000 | 0.000 | ||
| 3098 | 2015.09.09 04:57 | modify | 775 | 0.16 | 120.227 | 119.987 | 0.000 | ||
| 3099 | 2015.09.09 04:57 | modify | 775 | 0.16 | 120.227 | 119.987 | 120.397 | ||
| 3100 | 2015.09.09 05:27 | t/p | 775 | 0.16 | 120.402 | 119.987 | 120.397 | 2799.04 | 1328355.19 |
| 3101 | 2015.09.09 08:48 | buy | 776 | 0.10 | 120.481 | 0.000 | 0.000 | ||
| 3102 | 2015.09.09 08:48 | modify | 776 | 0.10 | 120.481 | 120.241 | 0.000 | ||
| 3103 | 2015.09.09 08:48 | modify | 776 | 0.10 | 120.481 | 120.241 | 120.651 | ||
| 3104 | 2015.09.09 11:17 | t/p | 776 | 0.10 | 120.654 | 120.241 | 120.651 | 1729.40 | 1330084.59 |
| 3105 | 2015.09.09 17:36 | buy | 777 | 0.10 | 120.968 | 0.000 | 0.000 | ||
| 3106 | 2015.09.09 17:36 | modify | 777 | 0.10 | 120.968 | 120.728 | 0.000 | ||
| 3107 | 2015.09.09 17:36 | modify | 777 | 0.10 | 120.968 | 120.728 | 121.138 | ||
| 3108 | 2015.09.09 18:22 | s/l | 777 | 0.10 | 120.725 | 120.728 | 121.138 | -2430.60 | 1327653.99 |
| 3109 | 2015.09.10 12:16 | buy | 778 | 0.16 | 121.025 | 0.000 | 0.000 | ||
| 3110 | 2015.09.10 12:16 | modify | 778 | 0.16 | 121.025 | 120.785 | 0.000 | ||
| 3111 | 2015.09.10 12:16 | modify | 778 | 0.16 | 121.025 | 120.785 | 121.195 | ||
| 3112 | 2015.09.10 12:33 | s/l | 778 | 0.16 | 120.779 | 120.785 | 121.195 | -3936.96 | 1323717.03 |
| 3113 | 2015.09.16 00:06 | buy | 779 | 0.26 | 120.346 | 0.000 | 0.000 | ||
| 3114 | 2015.09.16 00:06 | modify | 779 | 0.26 | 120.346 | 120.106 | 0.000 | ||
| 3115 | 2015.09.16 00:06 | modify | 779 | 0.26 | 120.346 | 120.106 | 120.516 | ||
| 3116 | 2015.09.16 07:21 | close | 779 | 0.26 | 120.417 | 120.106 | 120.516 | 1844.45 | 1325561.48 |
| 3117 | 2015.09.16 12:35 | buy | 780 | 0.10 | 120.489 | 0.000 | 0.000 | ||
| 3118 | 2015.09.16 12:35 | modify | 780 | 0.10 | 120.489 | 120.249 | 0.000 | ||
| 3119 | 2015.09.16 12:35 | modify | 780 | 0.10 | 120.489 | 120.249 | 120.659 | ||
| 3120 | 2015.09.16 16:16 | t/p | 780 | 0.10 | 120.650 | 120.249 | 120.659 | 1609.40 | 1327170.88 |
| 3121 | 2015.09.16 17:39 | buy | 781 | 0.10 | 120.579 | 0.000 | 0.000 | ||
| 3122 | 2015.09.16 17:39 | modify | 781 | 0.10 | 120.579 | 120.339 | 0.000 | ||
| 3123 | 2015.09.16 17:39 | modify | 781 | 0.10 | 120.579 | 120.339 | 120.749 | ||
| 3124 | 2015.09.17 05:00 | close | 781 | 0.10 | 120.725 | 120.339 | 120.749 | 1744.95 | 1328915.83 |
| 3125 | 2015.09.17 12:20 | buy | 782 | 0.10 | 120.879 | 0.000 | 0.000 | ||
| 3126 | 2015.09.17 12:20 | modify | 782 | 0.10 | 120.879 | 120.639 | 0.000 | ||
| 3127 | 2015.09.17 12:20 | modify | 782 | 0.10 | 120.879 | 120.639 | 121.049 | ||
| 3128 | 2015.09.17 18:00 | s/l | 782 | 0.10 | 120.639 | 120.639 | 121.049 | -2400.60 | 1326515.23 |
| 3129 | 2015.09.20 22:17 | buy | 783 | 0.16 | 119.996 | 0.000 | 0.000 | ||
| 3130 | 2015.09.20 22:17 | modify | 783 | 0.16 | 119.996 | 119.756 | 0.000 | ||
| 3131 | 2015.09.20 22:17 | modify | 783 | 0.16 | 119.996 | 119.756 | 120.166 | ||
| 3132 | 2015.09.21 02:55 | s/l | 783 | 0.16 | 119.755 | 119.756 | 120.166 | -3704.66 | 1322810.57 |
| 3133 | 2015.09.23 11:42 | buy | 784 | 0.26 | 120.135 | 0.000 | 0.000 | ||
| 3134 | 2015.09.23 11:42 | modify | 784 | 0.26 | 120.135 | 119.895 | 0.000 | ||
| 3135 | 2015.09.23 11:42 | modify | 784 | 0.26 | 120.135 | 119.895 | 120.305 | ||
| 3136 | 2015.09.23 14:05 | t/p | 784 | 0.26 | 120.297 | 119.895 | 120.305 | 4210.45 | 1327021.02 |
| 3137 | 2015.09.23 15:24 | buy | 785 | 0.10 | 120.283 | 0.000 | 0.000 | ||
| 3138 | 2015.09.23 15:24 | modify | 785 | 0.10 | 120.283 | 120.043 | 0.000 | ||
| 3139 | 2015.09.23 15:24 | modify | 785 | 0.10 | 120.283 | 120.043 | 120.453 | ||
| 3140 | 2015.09.24 02:10 | s/l | 785 | 0.10 | 120.032 | 120.043 | 120.453 | -2225.05 | 1324795.97 |
| 3141 | 2015.09.25 01:31 | buy | 786 | 0.16 | 120.170 | 0.000 | 0.000 | ||
| 3142 | 2015.09.25 01:31 | modify | 786 | 0.16 | 120.170 | 119.930 | 0.000 | ||
| 3143 | 2015.09.25 01:31 | modify | 786 | 0.16 | 120.170 | 119.930 | 120.340 | ||
| 3144 | 2015.09.25 05:06 | t/p | 786 | 0.16 | 120.352 | 119.930 | 120.340 | 2911.04 | 1327707.01 |
| 3145 | 2015.09.25 11:08 | buy | 787 | 0.10 | 120.803 | 0.000 | 0.000 | ||
| 3146 | 2015.09.25 11:08 | modify | 787 | 0.10 | 120.803 | 120.563 | 0.000 | ||
| 3147 | 2015.09.25 11:08 | modify | 787 | 0.10 | 120.803 | 120.563 | 120.973 | ||
| 3148 | 2015.09.25 11:34 | t/p | 787 | 0.10 | 120.973 | 120.563 | 120.973 | 1699.40 | 1329406.41 |
| 3149 | 2015.09.25 13:31 | buy | 788 | 0.10 | 120.834 | 0.000 | 0.000 | ||
| 3150 | 2015.09.25 13:31 | modify | 788 | 0.10 | 120.834 | 120.594 | 0.000 | ||