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 |
| 3151 | 2015.09.25 13:31 | modify | 788 | 0.10 | 120.834 | 120.594 | 121.004 | ||
| 3152 | 2015.09.25 13:39 | s/l | 788 | 0.10 | 120.573 | 120.594 | 121.004 | -2610.60 | 1326795.81 |
| 3153 | 2015.09.25 18:28 | buy | 789 | 0.16 | 120.758 | 0.000 | 0.000 | ||
| 3154 | 2015.09.25 18:28 | modify | 789 | 0.16 | 120.758 | 120.518 | 0.000 | ||
| 3155 | 2015.09.25 18:28 | modify | 789 | 0.16 | 120.758 | 120.518 | 120.928 | ||
| 3156 | 2015.09.25 19:10 | s/l | 789 | 0.16 | 120.520 | 120.518 | 120.928 | -3808.96 | 1322986.85 |
| 3157 | 2015.09.30 01:36 | buy | 790 | 0.26 | 119.863 | 0.000 | 0.000 | ||
| 3158 | 2015.09.30 01:36 | modify | 790 | 0.26 | 119.863 | 119.623 | 0.000 | ||
| 3159 | 2015.09.30 01:36 | modify | 790 | 0.26 | 119.863 | 119.623 | 120.033 | ||
| 3160 | 2015.09.30 07:10 | t/p | 790 | 0.26 | 120.026 | 119.623 | 120.033 | 4236.45 | 1327223.30 |
| 3161 | 2015.09.30 11:11 | buy | 791 | 0.10 | 120.204 | 0.000 | 0.000 | ||
| 3162 | 2015.09.30 11:11 | modify | 791 | 0.10 | 120.204 | 119.964 | 0.000 | ||
| 3163 | 2015.09.30 11:11 | modify | 791 | 0.10 | 120.204 | 119.964 | 120.374 | ||
| 3164 | 2015.09.30 14:05 | s/l | 791 | 0.10 | 119.954 | 119.964 | 120.374 | -2500.60 | 1324722.70 |
| 3165 | 2015.10.01 06:04 | buy | 792 | 0.16 | 120.156 | 0.000 | 0.000 | ||
| 3166 | 2015.10.01 06:04 | modify | 792 | 0.16 | 120.156 | 119.916 | 0.000 | ||
| 3167 | 2015.10.01 06:04 | modify | 792 | 0.16 | 120.156 | 119.916 | 120.326 | ||
| 3168 | 2015.10.01 10:40 | s/l | 792 | 0.16 | 119.920 | 119.916 | 120.326 | -3776.96 | 1320945.74 |
| 3169 | 2015.10.02 20:51 | buy | 793 | 0.26 | 119.922 | 0.000 | 0.000 | ||
| 3170 | 2015.10.02 20:51 | modify | 793 | 0.26 | 119.922 | 119.682 | 0.000 | ||
| 3171 | 2015.10.02 20:51 | modify | 793 | 0.26 | 119.922 | 119.682 | 120.092 | ||
| 3172 | 2015.10.05 00:08 | t/p | 793 | 0.26 | 120.104 | 119.682 | 120.092 | 4977.93 | 1325923.67 |
| 3173 | 2015.10.05 13:17 | buy | 794 | 0.10 | 120.159 | 0.000 | 0.000 | ||
| 3174 | 2015.10.05 13:17 | modify | 794 | 0.10 | 120.159 | 119.919 | 0.000 | ||
| 3175 | 2015.10.05 13:17 | modify | 794 | 0.10 | 120.159 | 119.919 | 120.329 | ||
| 3176 | 2015.10.05 15:10 | t/p | 794 | 0.10 | 120.331 | 119.919 | 120.329 | 1719.40 | 1327643.07 |
| 3177 | 2015.10.05 23:04 | buy | 795 | 0.10 | 120.435 | 0.000 | 0.000 | ||
| 3178 | 2015.10.05 23:04 | modify | 795 | 0.10 | 120.435 | 120.195 | 0.000 | ||
| 3179 | 2015.10.05 23:04 | modify | 795 | 0.10 | 120.435 | 120.195 | 120.605 | ||
| 3180 | 2015.10.06 01:12 | close | 795 | 0.10 | 120.557 | 120.195 | 120.605 | 1314.58 | 1328957.65 |
| 3181 | 2015.10.09 14:11 | buy | 796 | 0.10 | 120.237 | 0.000 | 0.000 | ||
| 3182 | 2015.10.09 14:11 | modify | 796 | 0.10 | 120.237 | 119.997 | 0.000 | ||
| 3183 | 2015.10.09 14:11 | modify | 796 | 0.10 | 120.237 | 119.997 | 120.407 | ||
| 3184 | 2015.10.12 14:24 | s/l | 796 | 0.10 | 119.992 | 119.997 | 120.407 | -2355.42 | 1326602.24 |
| 3185 | 2015.10.15 22:03 | buy | 797 | 0.16 | 118.852 | 0.000 | 0.000 | ||
| 3186 | 2015.10.15 22:03 | modify | 797 | 0.16 | 118.852 | 118.612 | 0.000 | ||
| 3187 | 2015.10.15 22:03 | modify | 797 | 0.16 | 118.852 | 118.612 | 119.022 | ||
| 3188 | 2015.10.15 23:28 | close | 797 | 0.16 | 119.004 | 118.612 | 119.022 | 2431.04 | 1329033.28 |
| 3189 | 2015.10.16 03:54 | buy | 798 | 0.10 | 119.097 | 0.000 | 0.000 | ||
| 3190 | 2015.10.16 03:54 | modify | 798 | 0.10 | 119.097 | 118.857 | 0.000 | ||
| 3191 | 2015.10.16 03:54 | modify | 798 | 0.10 | 119.097 | 118.857 | 119.267 | ||
| 3192 | 2015.10.16 14:41 | t/p | 798 | 0.10 | 119.266 | 118.857 | 119.267 | 1689.40 | 1330722.68 |
| 3193 | 2015.10.16 17:24 | buy | 799 | 0.10 | 119.354 | 0.000 | 0.000 | ||
| 3194 | 2015.10.16 17:24 | modify | 799 | 0.10 | 119.354 | 119.114 | 0.000 | ||
| 3195 | 2015.10.16 17:24 | modify | 799 | 0.10 | 119.354 | 119.114 | 119.524 | ||
| 3196 | 2015.10.19 02:00 | t/p | 799 | 0.10 | 119.519 | 119.114 | 119.524 | 1744.58 | 1332467.26 |
| 3197 | 2015.10.19 21:38 | buy | 800 | 0.10 | 119.464 | 0.000 | 0.000 | ||
| 3198 | 2015.10.19 21:38 | modify | 800 | 0.10 | 119.464 | 119.224 | 0.000 | ||
| 3199 | 2015.10.19 21:38 | modify | 800 | 0.10 | 119.464 | 119.224 | 119.634 | ||
| 3200 | 2015.10.20 07:02 | close | 800 | 0.10 | 119.617 | 119.224 | 119.634 | 1624.58 | 1334091.85 |
| 3201 | 2015.10.20 08:29 | buy | 801 | 0.10 | 119.546 | 0.000 | 0.000 | ||
| 3202 | 2015.10.20 08:29 | modify | 801 | 0.10 | 119.546 | 119.306 | 0.000 | ||
| 3203 | 2015.10.20 08:29 | modify | 801 | 0.10 | 119.546 | 119.306 | 119.716 | ||
| 3204 | 2015.10.20 12:20 | t/p | 801 | 0.10 | 119.720 | 119.306 | 119.716 | 1739.40 | 1335831.25 |
| 3205 | 2015.10.20 15:56 | buy | 802 | 0.10 | 119.801 | 0.000 | 0.000 | ||
| 3206 | 2015.10.20 15:56 | modify | 802 | 0.10 | 119.801 | 119.561 | 0.000 | ||
| 3207 | 2015.10.20 15:56 | modify | 802 | 0.10 | 119.801 | 119.561 | 119.971 | ||
| 3208 | 2015.10.21 00:47 | close | 802 | 0.10 | 119.956 | 119.561 | 119.971 | 1644.58 | 1337475.83 |
| 3209 | 2015.10.21 03:07 | buy | 803 | 0.10 | 119.872 | 0.000 | 0.000 | ||
| 3210 | 2015.10.21 03:07 | modify | 803 | 0.10 | 119.872 | 119.632 | 0.000 | ||
| 3211 | 2015.10.21 03:07 | modify | 803 | 0.10 | 119.872 | 119.632 | 120.042 | ||
| 3212 | 2015.10.21 04:31 | close | 803 | 0.10 | 119.974 | 119.632 | 120.042 | 1019.40 | 1338495.23 |
| 3213 | 2015.10.21 06:10 | buy | 804 | 0.10 | 119.937 | 0.000 | 0.000 | ||
| 3214 | 2015.10.21 06:10 | modify | 804 | 0.10 | 119.937 | 119.697 | 0.000 | ||
| 3215 | 2015.10.21 06:10 | modify | 804 | 0.10 | 119.937 | 119.697 | 120.107 | ||
| 3216 | 2015.10.22 04:09 | s/l | 804 | 0.10 | 119.688 | 119.697 | 120.107 | -2205.05 | 1336290.18 |
| 3217 | 2015.10.23 01:09 | buy | 805 | 0.16 | 120.775 | 0.000 | 0.000 | ||
| 3218 | 2015.10.23 01:09 | modify | 805 | 0.16 | 120.775 | 120.535 | 0.000 | ||
| 3219 | 2015.10.23 01:09 | modify | 805 | 0.16 | 120.775 | 120.535 | 120.945 | ||
| 3220 | 2015.10.23 07:11 | s/l | 805 | 0.16 | 120.498 | 120.535 | 120.945 | -4432.96 | 1331857.22 |
| 3221 | 2015.10.25 22:15 | buy | 806 | 0.26 | 121.386 | 0.000 | 0.000 | ||
| 3222 | 2015.10.25 22:15 | modify | 806 | 0.26 | 121.386 | 121.146 | 0.000 | ||
| 3223 | 2015.10.25 22:15 | modify | 806 | 0.26 | 121.386 | 121.146 | 121.556 | ||
| 3224 | 2015.10.26 00:19 | s/l | 806 | 0.26 | 121.149 | 121.146 | 121.556 | -5916.07 | 1325941.15 |
| 3225 | 2015.10.28 20:31 | buy | 807 | 0.42 | 120.919 | 0.000 | 0.000 | ||
| 3226 | 2015.10.28 20:31 | modify | 807 | 0.42 | 120.919 | 120.679 | 0.000 | ||
| 3227 | 2015.10.28 20:31 | modify | 807 | 0.42 | 120.919 | 120.679 | 121.089 | ||
| 3228 | 2015.10.28 20:52 | t/p | 807 | 0.42 | 121.081 | 120.679 | 121.089 | 6801.49 | 1332742.64 |
| 3229 | 2015.10.28 23:46 | buy | 808 | 0.10 | 121.045 | 0.000 | 0.000 | ||
| 3230 | 2015.10.28 23:46 | modify | 808 | 0.10 | 121.045 | 120.805 | 0.000 | ||
| 3231 | 2015.10.28 23:46 | modify | 808 | 0.10 | 121.045 | 120.805 | 121.215 | ||
| 3232 | 2015.10.28 23:50 | s/l | 808 | 0.10 | 120.801 | 120.805 | 121.215 | -2440.60 | 1330302.04 |
| 3233 | 2015.10.28 23:56 | buy | 809 | 0.16 | 120.872 | 0.000 | 0.000 | ||
| 3234 | 2015.10.28 23:56 | modify | 809 | 0.16 | 120.872 | 120.632 | 0.000 | ||
| 3235 | 2015.10.28 23:56 | modify | 809 | 0.16 | 120.872 | 120.632 | 121.042 | ||
| 3236 | 2015.10.29 00:33 | s/l | 809 | 0.16 | 120.626 | 120.632 | 121.042 | -3480.07 | 1326821.97 |
| 3237 | 2015.10.29 12:33 | buy | 810 | 0.26 | 120.835 | 0.000 | 0.000 | ||
| 3238 | 2015.10.29 12:33 | modify | 810 | 0.26 | 120.835 | 120.595 | 0.000 | ||
| 3239 | 2015.10.29 12:33 | modify | 810 | 0.26 | 120.835 | 120.595 | 121.005 | ||
| 3240 | 2015.10.29 13:09 | t/p | 810 | 0.26 | 121.008 | 120.595 | 121.005 | 4496.45 | 1331318.42 |
| 3241 | 2015.11.02 10:46 | buy | 811 | 0.10 | 120.563 | 0.000 | 0.000 | ||
| 3242 | 2015.11.02 10:46 | modify | 811 | 0.10 | 120.563 | 120.323 | 0.000 | ||
| 3243 | 2015.11.02 10:46 | modify | 811 | 0.10 | 120.563 | 120.323 | 120.733 | ||
| 3244 | 2015.11.02 16:07 | close | 811 | 0.10 | 120.706 | 120.323 | 120.733 | 1429.40 | 1332747.82 |
| 3245 | 2015.11.02 18:20 | buy | 812 | 0.10 | 120.676 | 0.000 | 0.000 | ||
| 3246 | 2015.11.02 18:20 | modify | 812 | 0.10 | 120.676 | 120.436 | 0.000 | ||
| 3247 | 2015.11.02 18:20 | modify | 812 | 0.10 | 120.676 | 120.436 | 120.846 | ||
| 3248 | 2015.11.02 20:20 | close | 812 | 0.10 | 120.807 | 120.436 | 120.846 | 1309.40 | 1334057.22 |
| 3249 | 2015.11.02 22:47 | buy | 813 | 0.10 | 120.750 | 0.000 | 0.000 | ||
| 3250 | 2015.11.02 22:47 | modify | 813 | 0.10 | 120.750 | 120.510 | 0.000 | ||
| 3251 | 2015.11.02 22:47 | modify | 813 | 0.10 | 120.750 | 120.510 | 120.920 | ||
| 3252 | 2015.11.03 00:23 | close | 813 | 0.10 | 120.837 | 120.510 | 120.920 | 964.58 | 1335021.80 |
| 3253 | 2015.11.03 01:20 | buy | 814 | 0.10 | 120.776 | 0.000 | 0.000 | ||
| 3254 | 2015.11.03 01:20 | modify | 814 | 0.10 | 120.776 | 120.536 | 0.000 | ||
| 3255 | 2015.11.03 01:20 | modify | 814 | 0.10 | 120.776 | 120.536 | 120.946 | ||
| 3256 | 2015.11.03 08:51 | close | 814 | 0.10 | 120.778 | 120.536 | 120.946 | 19.40 | 1335041.20 |
| 3257 | 2015.11.03 17:28 | buy | 815 | 0.10 | 121.113 | 0.000 | 0.000 | ||
| 3258 | 2015.11.03 17:28 | modify | 815 | 0.10 | 121.113 | 120.873 | 0.000 | ||
| 3259 | 2015.11.03 17:28 | modify | 815 | 0.10 | 121.113 | 120.873 | 121.283 | ||
| 3260 | 2015.11.04 01:07 | close | 815 | 0.10 | 121.190 | 120.873 | 121.283 | 864.58 | 1335905.79 |
| 3261 | 2015.11.04 03:04 | buy | 816 | 0.10 | 121.225 | 0.000 | 0.000 | ||
| 3262 | 2015.11.04 03:04 | modify | 816 | 0.10 | 121.225 | 120.985 | 0.000 | ||
| 3263 | 2015.11.04 03:04 | modify | 816 | 0.10 | 121.225 | 120.985 | 121.395 | ||
| 3264 | 2015.11.04 08:50 | close | 816 | 0.10 | 121.232 | 120.985 | 121.395 | 69.40 | 1335975.19 |
| 3265 | 2015.11.04 10:54 | buy | 817 | 0.10 | 121.212 | 0.000 | 0.000 | ||
| 3266 | 2015.11.04 10:54 | modify | 817 | 0.10 | 121.212 | 120.972 | 0.000 | ||
| 3267 | 2015.11.04 10:54 | modify | 817 | 0.10 | 121.212 | 120.972 | 121.382 | ||
| 3268 | 2015.11.04 13:41 | t/p | 817 | 0.10 | 121.391 | 120.972 | 121.382 | 1789.40 | 1337764.59 |
| 3269 | 2015.11.04 14:51 | buy | 818 | 0.10 | 121.270 | 0.000 | 0.000 | ||
| 3270 | 2015.11.04 14:51 | modify | 818 | 0.10 | 121.270 | 121.030 | 0.000 | ||
| 3271 | 2015.11.04 14:51 | modify | 818 | 0.10 | 121.270 | 121.030 | 121.440 | ||
| 3272 | 2015.11.04 15:00 | t/p | 818 | 0.10 | 121.459 | 121.030 | 121.440 | 1889.40 | 1339653.99 |
| 3273 | 2015.11.04 20:04 | buy | 819 | 0.10 | 121.548 | 0.000 | 0.000 | ||
| 3274 | 2015.11.04 20:04 | modify | 819 | 0.10 | 121.548 | 121.308 | 0.000 | ||
| 3275 | 2015.11.04 20:04 | modify | 819 | 0.10 | 121.548 | 121.308 | 121.718 | ||
| 3276 | 2015.11.05 07:14 | close | 819 | 0.10 | 121.582 | 121.308 | 121.718 | 624.95 | 1340278.94 |
| 3277 | 2015.11.05 12:20 | buy | 820 | 0.10 | 121.853 | 0.000 | 0.000 | ||
| 3278 | 2015.11.05 12:20 | modify | 820 | 0.10 | 121.853 | 121.613 | 0.000 | ||
| 3279 | 2015.11.05 12:20 | modify | 820 | 0.10 | 121.853 | 121.613 | 122.023 | ||
| 3280 | 2015.11.05 15:30 | s/l | 820 | 0.10 | 121.615 | 121.613 | 122.023 | -2380.60 | 1337898.34 |
| 3281 | 2015.11.06 11:12 | buy | 821 | 0.16 | 121.876 | 0.000 | 0.000 | ||
| 3282 | 2015.11.06 11:12 | modify | 821 | 0.16 | 121.876 | 121.636 | 0.000 | ||
| 3283 | 2015.11.06 11:12 | modify | 821 | 0.16 | 121.876 | 121.636 | 122.046 | ||
| 3284 | 2015.11.06 13:30 | t/p | 821 | 0.16 | 122.212 | 121.636 | 122.046 | 5375.04 | 1343273.38 |
| 3285 | 2015.11.08 23:55 | buy | 822 | 0.10 | 123.232 | 0.000 | 0.000 | ||
| 3286 | 2015.11.08 23:55 | modify | 822 | 0.10 | 123.232 | 122.992 | 0.000 | ||
| 3287 | 2015.11.08 23:55 | modify | 822 | 0.10 | 123.232 | 122.992 | 123.402 | ||
| 3288 | 2015.11.09 01:35 | t/p | 822 | 0.10 | 123.394 | 122.992 | 123.402 | 1714.58 | 1344987.96 |
| 3289 | 2015.11.09 05:23 | buy | 823 | 0.10 | 123.332 | 0.000 | 0.000 | ||
| 3290 | 2015.11.09 05:23 | modify | 823 | 0.10 | 123.332 | 123.092 | 0.000 | ||
| 3291 | 2015.11.09 05:23 | modify | 823 | 0.10 | 123.332 | 123.092 | 123.502 | ||
| 3292 | 2015.11.09 07:37 | close | 823 | 0.10 | 123.489 | 123.092 | 123.502 | 1569.40 | 1346557.36 |
| 3293 | 2015.11.09 10:34 | buy | 824 | 0.10 | 123.443 | 0.000 | 0.000 | ||
| 3294 | 2015.11.09 10:34 | modify | 824 | 0.10 | 123.443 | 123.203 | 0.000 | ||
| 3295 | 2015.11.09 10:34 | modify | 824 | 0.10 | 123.443 | 123.203 | 123.613 | ||
| 3296 | 2015.11.09 15:21 | s/l | 824 | 0.10 | 123.193 | 123.203 | 123.613 | -2500.60 | 1344056.76 |
| 3297 | 2015.11.13 18:38 | buy | 825 | 0.16 | 122.816 | 0.000 | 0.000 | ||
| 3298 | 2015.11.13 18:38 | modify | 825 | 0.16 | 122.816 | 122.576 | 0.000 | ||
| 3299 | 2015.11.13 18:38 | modify | 825 | 0.16 | 122.816 | 122.576 | 122.986 | ||
| 3300 | 2015.11.13 21:56 | s/l | 825 | 0.16 | 122.565 | 122.576 | 122.986 | -4016.96 | 1340039.80 |