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 |
| 3301 | 2015.11.16 13:36 | buy | 826 | 0.26 | 123.001 | 0.000 | 0.000 | ||
| 3302 | 2015.11.16 13:36 | modify | 826 | 0.26 | 123.001 | 122.761 | 0.000 | ||
| 3303 | 2015.11.16 13:36 | modify | 826 | 0.26 | 123.001 | 122.761 | 123.171 | ||
| 3304 | 2015.11.16 15:26 | t/p | 826 | 0.26 | 123.171 | 122.761 | 123.171 | 4418.45 | 1344458.25 |
| 3305 | 2015.11.16 20:49 | buy | 827 | 0.10 | 123.202 | 0.000 | 0.000 | ||
| 3306 | 2015.11.16 20:49 | modify | 827 | 0.10 | 123.202 | 122.962 | 0.000 | ||
| 3307 | 2015.11.16 20:49 | modify | 827 | 0.10 | 123.202 | 122.962 | 123.372 | ||
| 3308 | 2015.11.16 23:21 | close | 827 | 0.10 | 123.299 | 122.962 | 123.372 | 969.40 | 1345427.65 |
| 3309 | 2015.11.18 00:13 | buy | 828 | 0.10 | 123.407 | 0.000 | 0.000 | ||
| 3310 | 2015.11.18 00:13 | modify | 828 | 0.10 | 123.407 | 123.167 | 0.000 | ||
| 3311 | 2015.11.18 00:13 | modify | 828 | 0.10 | 123.407 | 123.167 | 123.577 | ||
| 3312 | 2015.11.18 11:17 | close | 828 | 0.10 | 123.379 | 123.167 | 123.577 | -280.60 | 1345147.05 |
| 3313 | 2015.11.18 17:32 | buy | 829 | 0.16 | 123.476 | 0.000 | 0.000 | ||
| 3314 | 2015.11.18 17:32 | modify | 829 | 0.16 | 123.476 | 123.236 | 0.000 | ||
| 3315 | 2015.11.18 17:32 | modify | 829 | 0.16 | 123.476 | 123.236 | 123.646 | ||
| 3316 | 2015.11.18 19:00 | t/p | 829 | 0.16 | 123.687 | 123.236 | 123.646 | 3375.04 | 1348522.09 |
| 3317 | 2015.11.18 23:24 | buy | 830 | 0.10 | 123.541 | 0.000 | 0.000 | ||
| 3318 | 2015.11.18 23:24 | modify | 830 | 0.10 | 123.541 | 123.301 | 0.000 | ||
| 3319 | 2015.11.18 23:24 | modify | 830 | 0.10 | 123.541 | 123.301 | 123.711 | ||
| 3320 | 2015.11.19 03:25 | s/l | 830 | 0.10 | 123.298 | 123.301 | 123.711 | -2145.05 | 1346377.05 |
| 3321 | 2015.11.23 06:18 | buy | 831 | 0.16 | 123.162 | 0.000 | 0.000 | ||
| 3322 | 2015.11.23 06:18 | modify | 831 | 0.16 | 123.162 | 122.922 | 0.000 | ||
| 3323 | 2015.11.23 06:18 | modify | 831 | 0.16 | 123.162 | 122.922 | 123.332 | ||
| 3324 | 2015.11.23 14:34 | s/l | 831 | 0.16 | 122.907 | 122.922 | 123.332 | -4080.96 | 1342296.09 |
| 3325 | 2015.11.25 16:29 | buy | 832 | 0.26 | 122.794 | 0.000 | 0.000 | ||
| 3326 | 2015.11.25 16:29 | modify | 832 | 0.26 | 122.794 | 122.554 | 0.000 | ||
| 3327 | 2015.11.25 16:29 | modify | 832 | 0.26 | 122.794 | 122.554 | 122.964 | ||
| 3328 | 2015.11.27 05:16 | s/l | 832 | 0.26 | 122.564 | 122.554 | 122.964 | -4991.63 | 1337304.46 |
| 3329 | 2015.11.27 21:18 | buy | 833 | 0.42 | 122.834 | 0.000 | 0.000 | ||
| 3330 | 2015.11.27 21:18 | modify | 833 | 0.42 | 122.834 | 122.594 | 0.000 | ||
| 3331 | 2015.11.27 21:18 | modify | 833 | 0.42 | 122.834 | 122.594 | 123.004 | ||
| 3332 | 2015.11.30 06:58 | close | 833 | 0.42 | 122.811 | 122.594 | 123.004 | -568.74 | 1336735.72 |
| 3333 | 2015.11.30 14:51 | buy | 834 | 0.67 | 123.037 | 0.000 | 0.000 | ||
| 3334 | 2015.11.30 14:51 | modify | 834 | 0.67 | 123.037 | 122.797 | 0.000 | ||
| 3335 | 2015.11.30 14:51 | modify | 834 | 0.67 | 123.037 | 122.797 | 123.207 | ||
| 3336 | 2015.11.30 15:54 | t/p | 834 | 0.67 | 123.200 | 122.797 | 123.207 | 10916.99 | 1347652.71 |
| 3337 | 2015.11.30 17:51 | buy | 835 | 0.10 | 123.151 | 0.000 | 0.000 | ||
| 3338 | 2015.11.30 17:51 | modify | 835 | 0.10 | 123.151 | 122.911 | 0.000 | ||
| 3339 | 2015.11.30 17:51 | modify | 835 | 0.10 | 123.151 | 122.911 | 123.321 | ||
| 3340 | 2015.11.30 23:08 | close | 835 | 0.10 | 123.193 | 122.911 | 123.321 | 419.40 | 1348072.11 |
| 3341 | 2015.12.01 13:28 | buy | 836 | 0.10 | 123.117 | 0.000 | 0.000 | ||
| 3342 | 2015.12.01 13:28 | modify | 836 | 0.10 | 123.117 | 122.877 | 0.000 | ||
| 3343 | 2015.12.01 13:28 | modify | 836 | 0.10 | 123.117 | 122.877 | 123.287 | ||
| 3344 | 2015.12.01 15:11 | s/l | 836 | 0.10 | 122.867 | 122.877 | 123.287 | -2500.60 | 1345571.51 |
| 3345 | 2015.12.02 07:14 | buy | 837 | 0.16 | 123.051 | 0.000 | 0.000 | ||
| 3346 | 2015.12.02 07:14 | modify | 837 | 0.16 | 123.051 | 122.811 | 0.000 | ||
| 3347 | 2015.12.02 07:14 | modify | 837 | 0.16 | 123.051 | 122.811 | 123.221 | ||
| 3348 | 2015.12.02 13:15 | t/p | 837 | 0.16 | 123.233 | 122.811 | 123.221 | 2911.04 | 1348482.55 |
| 3349 | 2015.12.02 18:18 | buy | 838 | 0.10 | 123.470 | 0.000 | 0.000 | ||
| 3350 | 2015.12.02 18:18 | modify | 838 | 0.10 | 123.470 | 123.230 | 0.000 | ||
| 3351 | 2015.12.02 18:18 | modify | 838 | 0.10 | 123.470 | 123.230 | 123.640 | ||
| 3352 | 2015.12.02 19:32 | s/l | 838 | 0.10 | 123.237 | 123.230 | 123.640 | -2330.60 | 1346151.95 |
| 3353 | 2015.12.03 07:34 | buy | 839 | 0.16 | 123.420 | 0.000 | 0.000 | ||
| 3354 | 2015.12.03 07:34 | modify | 839 | 0.16 | 123.420 | 123.180 | 0.000 | ||
| 3355 | 2015.12.03 07:34 | modify | 839 | 0.16 | 123.420 | 123.180 | 123.590 | ||
| 3356 | 2015.12.03 13:01 | s/l | 839 | 0.16 | 123.180 | 123.180 | 123.590 | -3840.96 | 1342310.99 |
| 3357 | 2015.12.04 12:20 | buy | 840 | 0.26 | 122.795 | 0.000 | 0.000 | ||
| 3358 | 2015.12.04 12:20 | modify | 840 | 0.26 | 122.795 | 122.555 | 0.000 | ||
| 3359 | 2015.12.04 12:20 | modify | 840 | 0.26 | 122.795 | 122.555 | 122.965 | ||
| 3360 | 2015.12.04 13:00 | t/p | 840 | 0.26 | 122.968 | 122.555 | 122.965 | 4496.45 | 1346807.44 |
| 3361 | 2015.12.04 21:09 | buy | 841 | 0.10 | 123.156 | 0.000 | 0.000 | ||
| 3362 | 2015.12.04 21:09 | modify | 841 | 0.10 | 123.156 | 122.916 | 0.000 | ||
| 3363 | 2015.12.04 21:09 | modify | 841 | 0.10 | 123.156 | 122.916 | 123.326 | ||
| 3364 | 2015.12.07 08:10 | t/p | 841 | 0.10 | 123.317 | 122.916 | 123.326 | 1704.58 | 1348512.02 |
| 3365 | 2015.12.11 04:52 | buy | 842 | 0.10 | 122.053 | 0.000 | 0.000 | ||
| 3366 | 2015.12.11 04:52 | modify | 842 | 0.10 | 122.053 | 121.813 | 0.000 | ||
| 3367 | 2015.12.11 04:52 | modify | 842 | 0.10 | 122.053 | 121.813 | 122.223 | ||
| 3368 | 2015.12.11 10:07 | s/l | 842 | 0.10 | 121.819 | 121.813 | 122.223 | -2340.60 | 1346171.42 |
| 3369 | 2015.12.16 01:24 | buy | 843 | 0.16 | 121.693 | 0.000 | 0.000 | ||
| 3370 | 2015.12.16 01:24 | modify | 843 | 0.16 | 121.693 | 121.453 | 0.000 | ||
| 3371 | 2015.12.16 01:24 | modify | 843 | 0.16 | 121.693 | 121.453 | 121.863 | ||
| 3372 | 2015.12.16 04:19 | close | 843 | 0.16 | 121.845 | 121.453 | 121.863 | 2431.04 | 1348602.46 |
| 3373 | 2015.12.16 07:02 | buy | 844 | 0.10 | 121.819 | 0.000 | 0.000 | ||
| 3374 | 2015.12.16 07:02 | modify | 844 | 0.10 | 121.819 | 121.579 | 0.000 | ||
| 3375 | 2015.12.16 07:02 | modify | 844 | 0.10 | 121.819 | 121.579 | 121.989 | ||
| 3376 | 2015.12.16 07:44 | t/p | 844 | 0.10 | 121.987 | 121.579 | 121.989 | 1679.40 | 1350281.86 |
| 3377 | 2015.12.16 11:10 | buy | 845 | 0.10 | 121.923 | 0.000 | 0.000 | ||
| 3378 | 2015.12.16 11:10 | modify | 845 | 0.10 | 121.923 | 121.683 | 0.000 | ||
| 3379 | 2015.12.16 11:10 | modify | 845 | 0.10 | 121.923 | 121.683 | 122.093 | ||
| 3380 | 2015.12.16 18:37 | s/l | 845 | 0.10 | 121.690 | 121.683 | 122.093 | -2330.60 | 1347951.26 |
| 3381 | 2015.12.17 04:08 | buy | 846 | 0.16 | 122.520 | 0.000 | 0.000 | ||
| 3382 | 2015.12.17 04:08 | modify | 846 | 0.16 | 122.520 | 122.280 | 0.000 | ||
| 3383 | 2015.12.17 04:08 | modify | 846 | 0.16 | 122.520 | 122.280 | 122.690 | ||
| 3384 | 2015.12.17 07:03 | s/l | 846 | 0.16 | 122.283 | 122.280 | 122.690 | -3792.96 | 1344158.30 |
| 3385 | 2015.12.17 15:54 | buy | 847 | 0.26 | 122.540 | 0.000 | 0.000 | ||
| 3386 | 2015.12.17 15:54 | modify | 847 | 0.26 | 122.540 | 122.300 | 0.000 | ||
| 3387 | 2015.12.17 15:54 | modify | 847 | 0.26 | 122.540 | 122.300 | 122.710 | ||
| 3388 | 2015.12.17 16:03 | t/p | 847 | 0.26 | 122.704 | 122.300 | 122.710 | 4262.45 | 1348420.75 |
| 3389 | 2015.12.17 17:51 | buy | 848 | 0.10 | 122.635 | 0.000 | 0.000 | ||
| 3390 | 2015.12.17 17:51 | modify | 848 | 0.10 | 122.635 | 122.395 | 0.000 | ||
| 3391 | 2015.12.17 17:51 | modify | 848 | 0.10 | 122.635 | 122.395 | 122.805 | ||
| 3392 | 2015.12.17 18:54 | t/p | 848 | 0.10 | 122.797 | 122.395 | 122.805 | 1619.40 | 1350040.15 |
| 3393 | 2015.12.17 20:57 | buy | 849 | 0.10 | 122.753 | 0.000 | 0.000 | ||
| 3394 | 2015.12.17 20:57 | modify | 849 | 0.10 | 122.753 | 122.513 | 0.000 | ||
| 3395 | 2015.12.17 20:57 | modify | 849 | 0.10 | 122.753 | 122.513 | 122.923 | ||
| 3396 | 2015.12.17 22:04 | s/l | 849 | 0.10 | 122.520 | 122.513 | 122.923 | -2330.60 | 1347709.55 |
| 3397 | 2015.12.28 06:00 | buy | 850 | 0.16 | 120.404 | 0.000 | 0.000 | ||
| 3398 | 2015.12.28 06:00 | modify | 850 | 0.16 | 120.404 | 120.164 | 0.000 | ||
| 3399 | 2015.12.28 06:00 | modify | 850 | 0.16 | 120.404 | 120.164 | 120.574 | ||
| 3400 | 2015.12.28 07:23 | t/p | 850 | 0.16 | 120.566 | 120.164 | 120.574 | 2591.04 | 1350300.59 |
| 3401 | 2015.12.28 09:48 | buy | 851 | 0.10 | 120.531 | 0.000 | 0.000 | ||
| 3402 | 2015.12.28 09:48 | modify | 851 | 0.10 | 120.531 | 120.291 | 0.000 | ||
| 3403 | 2015.12.28 09:48 | modify | 851 | 0.10 | 120.531 | 120.291 | 120.701 | ||
| 3404 | 2015.12.28 15:59 | s/l | 851 | 0.10 | 120.282 | 120.291 | 120.701 | -2490.60 | 1347809.99 |
| 3405 | 2016.01.05 04:01 | buy | 852 | 0.16 | 119.522 | 0.000 | 0.000 | ||
| 3406 | 2016.01.05 04:01 | modify | 852 | 0.16 | 119.522 | 119.282 | 0.000 | ||
| 3407 | 2016.01.05 04:01 | modify | 852 | 0.16 | 119.522 | 119.282 | 119.692 | ||
| 3408 | 2016.01.05 08:10 | s/l | 852 | 0.16 | 119.285 | 119.282 | 119.692 | -3792.96 | 1344017.03 |
| 3409 | 2016.01.08 07:50 | buy | 853 | 0.26 | 118.323 | 0.000 | 0.000 | ||
| 3410 | 2016.01.08 07:50 | modify | 853 | 0.26 | 118.323 | 118.083 | 0.000 | ||
| 3411 | 2016.01.08 07:50 | modify | 853 | 0.26 | 118.323 | 118.083 | 118.493 | ||
| 3412 | 2016.01.08 13:30 | t/p | 853 | 0.26 | 118.682 | 118.083 | 118.493 | 9332.45 | 1353349.48 |
| 3413 | 2016.01.13 06:31 | buy | 854 | 0.10 | 118.152 | 0.000 | 0.000 | ||
| 3414 | 2016.01.13 06:31 | modify | 854 | 0.10 | 118.152 | 117.912 | 0.000 | ||
| 3415 | 2016.01.13 06:31 | modify | 854 | 0.10 | 118.152 | 117.912 | 118.322 | ||
| 3416 | 2016.01.13 08:13 | t/p | 854 | 0.10 | 118.331 | 117.912 | 118.322 | 1789.40 | 1355138.88 |
| 3417 | 2016.01.13 11:36 | buy | 855 | 0.10 | 118.223 | 0.000 | 0.000 | ||
| 3418 | 2016.01.13 11:36 | modify | 855 | 0.10 | 118.223 | 117.983 | 0.000 | ||
| 3419 | 2016.01.13 11:36 | modify | 855 | 0.10 | 118.223 | 117.983 | 118.393 | ||
| 3420 | 2016.01.13 18:06 | s/l | 855 | 0.10 | 117.981 | 117.983 | 118.393 | -2420.60 | 1352718.28 |
| 3421 | 2016.01.14 20:34 | buy | 856 | 0.16 | 118.105 | 0.000 | 0.000 | ||
| 3422 | 2016.01.14 20:34 | modify | 856 | 0.16 | 118.105 | 117.865 | 0.000 | ||
| 3423 | 2016.01.14 20:34 | modify | 856 | 0.16 | 118.105 | 117.865 | 118.275 | ||
| 3424 | 2016.01.14 23:24 | close | 856 | 0.16 | 118.208 | 117.865 | 118.275 | 1647.04 | 1354365.32 |
| 3425 | 2016.01.15 00:49 | buy | 857 | 0.10 | 118.102 | 0.000 | 0.000 | ||
| 3426 | 2016.01.15 00:49 | modify | 857 | 0.10 | 118.102 | 117.862 | 0.000 | ||
| 3427 | 2016.01.15 00:49 | modify | 857 | 0.10 | 118.102 | 117.862 | 118.272 | ||
| 3428 | 2016.01.15 01:29 | s/l | 857 | 0.10 | 117.863 | 117.862 | 118.272 | -2390.60 | 1351974.72 |
| 3429 | 2016.01.18 04:50 | buy | 858 | 0.16 | 117.173 | 0.000 | 0.000 | ||
| 3430 | 2016.01.18 04:50 | modify | 858 | 0.16 | 117.173 | 116.933 | 0.000 | ||
| 3431 | 2016.01.18 04:50 | modify | 858 | 0.16 | 117.173 | 116.933 | 117.343 | ||
| 3432 | 2016.01.18 08:28 | t/p | 858 | 0.16 | 117.335 | 116.933 | 117.343 | 2591.04 | 1354565.76 |
| 3433 | 2016.01.18 13:11 | buy | 859 | 0.10 | 117.310 | 0.000 | 0.000 | ||
| 3434 | 2016.01.18 13:11 | modify | 859 | 0.10 | 117.310 | 117.070 | 0.000 | ||
| 3435 | 2016.01.18 13:11 | modify | 859 | 0.10 | 117.310 | 117.070 | 117.480 | ||
| 3436 | 2016.01.18 23:00 | close | 859 | 0.10 | 117.393 | 117.070 | 117.480 | 829.40 | 1355395.16 |
| 3437 | 2016.01.19 09:02 | buy | 860 | 0.10 | 117.777 | 0.000 | 0.000 | ||
| 3438 | 2016.01.19 09:02 | modify | 860 | 0.10 | 117.777 | 117.537 | 0.000 | ||
| 3439 | 2016.01.19 09:02 | modify | 860 | 0.10 | 117.777 | 117.537 | 117.947 | ||
| 3440 | 2016.01.19 10:03 | t/p | 860 | 0.10 | 117.947 | 117.537 | 117.947 | 1699.40 | 1357094.56 |
| 3441 | 2016.01.19 12:35 | buy | 861 | 0.10 | 117.926 | 0.000 | 0.000 | ||
| 3442 | 2016.01.19 12:35 | modify | 861 | 0.10 | 117.926 | 117.686 | 0.000 | ||
| 3443 | 2016.01.19 12:35 | modify | 861 | 0.10 | 117.926 | 117.686 | 118.096 | ||
| 3444 | 2016.01.19 14:41 | s/l | 861 | 0.10 | 117.689 | 117.686 | 118.096 | -2370.60 | 1354723.96 |
| 3445 | 2016.01.22 00:15 | buy | 862 | 0.16 | 117.747 | 0.000 | 0.000 | ||
| 3446 | 2016.01.22 00:15 | modify | 862 | 0.16 | 117.747 | 117.507 | 0.000 | ||
| 3447 | 2016.01.22 00:15 | modify | 862 | 0.16 | 117.747 | 117.507 | 117.917 | ||
| 3448 | 2016.01.22 02:40 | t/p | 862 | 0.16 | 117.915 | 117.507 | 117.917 | 2687.04 | 1357411.00 |
| 3449 | 2016.01.22 03:40 | buy | 863 | 0.10 | 117.697 | 0.000 | 0.000 | ||
| 3450 | 2016.01.22 03:40 | modify | 863 | 0.10 | 117.697 | 117.457 | 0.000 | ||