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 |
| 3901 | 2016.06.23 18:59 | buy | 976 | 0.10 | 105.731 | 0.000 | 0.000 | ||
| 3902 | 2016.06.23 18:59 | modify | 976 | 0.10 | 105.731 | 105.491 | 0.000 | ||
| 3903 | 2016.06.23 18:59 | modify | 976 | 0.10 | 105.731 | 105.491 | 105.901 | ||
| 3904 | 2016.06.23 19:51 | t/p | 976 | 0.10 | 105.914 | 105.491 | 105.901 | 1829.40 | 1409934.16 |
| 3905 | 2016.06.23 22:54 | buy | 977 | 0.10 | 106.174 | 0.000 | 0.000 | ||
| 3906 | 2016.06.23 22:54 | modify | 977 | 0.10 | 106.174 | 105.934 | 0.000 | ||
| 3907 | 2016.06.23 22:54 | modify | 977 | 0.10 | 106.174 | 105.934 | 106.344 | ||
| 3908 | 2016.06.23 23:00 | s/l | 977 | 0.10 | 105.935 | 105.934 | 106.344 | -2390.60 | 1407543.56 |
| 3909 | 2016.06.23 23:05 | buy | 978 | 0.16 | 105.928 | 0.000 | 0.000 | ||
| 3910 | 2016.06.23 23:05 | modify | 978 | 0.16 | 105.928 | 105.688 | 0.000 | ||
| 3911 | 2016.06.23 23:05 | modify | 978 | 0.16 | 105.928 | 105.688 | 106.098 | ||
| 3912 | 2016.06.23 23:16 | s/l | 978 | 0.16 | 105.681 | 105.688 | 106.098 | -3952.96 | 1403590.60 |
| 3913 | 2016.06.27 21:04 | buy | 979 | 0.26 | 101.995 | 0.000 | 0.000 | ||
| 3914 | 2016.06.27 21:04 | modify | 979 | 0.26 | 101.995 | 101.755 | 0.000 | ||
| 3915 | 2016.06.27 21:04 | modify | 979 | 0.26 | 101.995 | 101.755 | 102.165 | ||
| 3916 | 2016.06.28 00:00 | s/l | 979 | 0.26 | 101.746 | 101.755 | 102.165 | -6228.07 | 1397362.53 |
| 3917 | 2016.06.28 08:59 | buy | 980 | 0.42 | 102.093 | 0.000 | 0.000 | ||
| 3918 | 2016.06.28 08:59 | modify | 980 | 0.42 | 102.093 | 101.853 | 0.000 | ||
| 3919 | 2016.06.28 08:59 | modify | 980 | 0.42 | 102.093 | 101.853 | 102.263 | ||
| 3920 | 2016.06.28 09:39 | t/p | 980 | 0.42 | 102.273 | 101.853 | 102.263 | 7557.49 | 1404920.02 |
| 3921 | 2016.06.28 19:28 | buy | 981 | 0.10 | 102.658 | 0.000 | 0.000 | ||
| 3922 | 2016.06.28 19:28 | modify | 981 | 0.10 | 102.658 | 102.418 | 0.000 | ||
| 3923 | 2016.06.28 19:28 | modify | 981 | 0.10 | 102.658 | 102.418 | 102.828 | ||
| 3924 | 2016.06.29 00:08 | s/l | 981 | 0.10 | 102.423 | 102.418 | 102.828 | -2255.42 | 1402664.61 |
| 3925 | 2016.06.29 14:15 | buy | 982 | 0.16 | 102.658 | 0.000 | 0.000 | ||
| 3926 | 2016.06.29 14:15 | modify | 982 | 0.16 | 102.658 | 102.418 | 0.000 | ||
| 3927 | 2016.06.29 14:15 | modify | 982 | 0.16 | 102.658 | 102.418 | 102.828 | ||
| 3928 | 2016.06.29 19:25 | close | 982 | 0.16 | 102.758 | 102.418 | 102.828 | 1599.04 | 1404263.65 |
| 3929 | 2016.06.29 22:25 | buy | 983 | 0.10 | 102.840 | 0.000 | 0.000 | ||
| 3930 | 2016.06.29 22:25 | modify | 983 | 0.10 | 102.840 | 102.600 | 0.000 | ||
| 3931 | 2016.06.29 22:25 | modify | 983 | 0.10 | 102.840 | 102.600 | 103.010 | ||
| 3932 | 2016.06.30 05:21 | s/l | 983 | 0.10 | 102.599 | 102.600 | 103.010 | -2125.05 | 1402138.60 |
| 3933 | 2016.06.30 20:59 | buy | 984 | 0.16 | 103.192 | 0.000 | 0.000 | ||
| 3934 | 2016.06.30 20:59 | modify | 984 | 0.16 | 103.192 | 102.952 | 0.000 | ||
| 3935 | 2016.06.30 20:59 | modify | 984 | 0.16 | 103.192 | 102.952 | 103.362 | ||
| 3936 | 2016.06.30 21:40 | t/p | 984 | 0.16 | 103.353 | 102.952 | 103.362 | 2575.04 | 1404713.64 |
| 3937 | 2016.06.30 22:25 | buy | 985 | 0.10 | 103.217 | 0.000 | 0.000 | ||
| 3938 | 2016.06.30 22:25 | modify | 985 | 0.10 | 103.217 | 102.977 | 0.000 | ||
| 3939 | 2016.06.30 22:25 | modify | 985 | 0.10 | 103.217 | 102.977 | 103.387 | ||
| 3940 | 2016.07.01 00:19 | s/l | 985 | 0.10 | 102.973 | 102.977 | 103.387 | -2345.42 | 1402368.22 |
| 3941 | 2016.07.06 17:59 | buy | 986 | 0.16 | 101.214 | 0.000 | 0.000 | ||
| 3942 | 2016.07.06 17:59 | modify | 986 | 0.16 | 101.214 | 100.974 | 0.000 | ||
| 3943 | 2016.07.06 17:59 | modify | 986 | 0.16 | 101.214 | 100.974 | 101.384 | ||
| 3944 | 2016.07.06 18:59 | t/p | 986 | 0.16 | 101.377 | 100.974 | 101.384 | 2607.04 | 1404975.26 |
| 3945 | 2016.07.06 22:21 | buy | 987 | 0.10 | 101.293 | 0.000 | 0.000 | ||
| 3946 | 2016.07.06 22:21 | modify | 987 | 0.10 | 101.293 | 101.053 | 0.000 | ||
| 3947 | 2016.07.06 22:21 | modify | 987 | 0.10 | 101.293 | 101.053 | 101.463 | ||
| 3948 | 2016.07.06 23:23 | s/l | 987 | 0.10 | 101.046 | 101.053 | 101.463 | -2470.60 | 1402504.66 |
| 3949 | 2016.07.11 01:47 | buy | 988 | 0.16 | 100.701 | 0.000 | 0.000 | ||
| 3950 | 2016.07.11 01:47 | modify | 988 | 0.16 | 100.701 | 100.461 | 0.000 | ||
| 3951 | 2016.07.11 01:47 | modify | 988 | 0.16 | 100.701 | 100.461 | 100.871 | ||
| 3952 | 2016.07.11 04:10 | t/p | 988 | 0.16 | 100.874 | 100.461 | 100.871 | 2767.04 | 1405271.70 |
| 3953 | 2016.07.11 13:39 | buy | 989 | 0.10 | 102.396 | 0.000 | 0.000 | ||
| 3954 | 2016.07.11 13:39 | modify | 989 | 0.10 | 102.396 | 102.156 | 0.000 | ||
| 3955 | 2016.07.11 13:39 | modify | 989 | 0.10 | 102.396 | 102.156 | 102.566 | ||
| 3956 | 2016.07.11 14:24 | t/p | 989 | 0.10 | 102.557 | 102.156 | 102.566 | 1609.40 | 1406881.10 |
| 3957 | 2016.07.11 19:10 | buy | 990 | 0.10 | 102.738 | 0.000 | 0.000 | ||
| 3958 | 2016.07.11 19:10 | modify | 990 | 0.10 | 102.738 | 102.498 | 0.000 | ||
| 3959 | 2016.07.11 19:10 | modify | 990 | 0.10 | 102.738 | 102.498 | 102.908 | ||
| 3960 | 2016.07.12 00:00 | s/l | 990 | 0.10 | 102.498 | 102.498 | 102.908 | -2305.42 | 1404575.69 |
| 3961 | 2016.07.12 07:47 | buy | 991 | 0.16 | 103.114 | 0.000 | 0.000 | ||
| 3962 | 2016.07.12 07:47 | modify | 991 | 0.16 | 103.114 | 102.874 | 0.000 | ||
| 3963 | 2016.07.12 07:47 | modify | 991 | 0.16 | 103.114 | 102.874 | 103.284 | ||
| 3964 | 2016.07.12 08:41 | t/p | 991 | 0.16 | 103.295 | 102.874 | 103.284 | 2895.04 | 1407470.73 |
| 3965 | 2016.07.12 18:58 | buy | 992 | 0.10 | 104.783 | 0.000 | 0.000 | ||
| 3966 | 2016.07.12 18:58 | modify | 992 | 0.10 | 104.783 | 104.543 | 0.000 | ||
| 3967 | 2016.07.12 18:58 | modify | 992 | 0.10 | 104.783 | 104.543 | 104.953 | ||
| 3968 | 2016.07.13 00:09 | s/l | 992 | 0.10 | 104.553 | 104.543 | 104.953 | -2205.42 | 1405265.31 |
| 3969 | 2016.07.14 10:46 | buy | 993 | 0.16 | 105.447 | 0.000 | 0.000 | ||
| 3970 | 2016.07.14 10:46 | modify | 993 | 0.16 | 105.447 | 105.207 | 0.000 | ||
| 3971 | 2016.07.14 10:46 | modify | 993 | 0.16 | 105.447 | 105.207 | 105.617 | ||
| 3972 | 2016.07.14 11:00 | t/p | 993 | 0.16 | 105.625 | 105.207 | 105.617 | 2847.04 | 1408112.35 |
| 3973 | 2016.07.14 11:01 | buy | 994 | 0.10 | 105.295 | 0.000 | 0.000 | ||
| 3974 | 2016.07.14 11:01 | modify | 994 | 0.10 | 105.295 | 105.055 | 0.000 | ||
| 3975 | 2016.07.14 11:01 | modify | 994 | 0.10 | 105.295 | 105.055 | 105.465 | ||
| 3976 | 2016.07.14 11:01 | t/p | 994 | 0.10 | 105.461 | 105.055 | 105.465 | 1659.40 | 1409771.75 |
| 3977 | 2016.07.14 11:09 | buy | 995 | 0.10 | 105.324 | 0.000 | 0.000 | ||
| 3978 | 2016.07.14 11:09 | modify | 995 | 0.10 | 105.324 | 105.084 | 0.000 | ||
| 3979 | 2016.07.14 11:09 | modify | 995 | 0.10 | 105.324 | 105.084 | 105.494 | ||
| 3980 | 2016.07.14 11:18 | t/p | 995 | 0.10 | 105.488 | 105.084 | 105.494 | 1639.40 | 1411411.15 |
| 3981 | 2016.07.14 14:30 | buy | 996 | 0.10 | 105.561 | 0.000 | 0.000 | ||
| 3982 | 2016.07.14 14:30 | modify | 996 | 0.10 | 105.561 | 105.321 | 0.000 | ||
| 3983 | 2016.07.14 14:30 | modify | 996 | 0.10 | 105.561 | 105.321 | 105.731 | ||
| 3984 | 2016.07.14 14:50 | s/l | 996 | 0.10 | 105.317 | 105.321 | 105.731 | -2440.60 | 1408970.55 |
| 3985 | 2016.07.15 04:51 | buy | 997 | 0.16 | 105.966 | 0.000 | 0.000 | ||
| 3986 | 2016.07.15 04:51 | modify | 997 | 0.16 | 105.966 | 105.726 | 0.000 | ||
| 3987 | 2016.07.15 04:51 | modify | 997 | 0.16 | 105.966 | 105.726 | 106.136 | ||
| 3988 | 2016.07.15 05:02 | s/l | 997 | 0.16 | 105.725 | 105.726 | 106.136 | -3856.96 | 1405113.59 |
| 3989 | 2016.07.18 23:48 | buy | 998 | 0.26 | 106.148 | 0.000 | 0.000 | ||
| 3990 | 2016.07.18 23:48 | modify | 998 | 0.26 | 106.148 | 105.908 | 0.000 | ||
| 3991 | 2016.07.18 23:48 | modify | 998 | 0.26 | 106.148 | 105.908 | 106.318 | ||
| 3992 | 2016.07.19 01:02 | s/l | 998 | 0.26 | 105.912 | 105.908 | 106.318 | -5890.07 | 1399223.52 |
| 3993 | 2016.07.19 14:24 | buy | 999 | 0.42 | 106.241 | 0.000 | 0.000 | ||
| 3994 | 2016.07.19 14:24 | modify | 999 | 0.42 | 106.241 | 106.001 | 0.000 | ||
| 3995 | 2016.07.19 14:24 | modify | 999 | 0.42 | 106.241 | 106.001 | 106.411 | ||
| 3996 | 2016.07.19 15:05 | t/p | 999 | 0.42 | 106.415 | 106.001 | 106.411 | 7305.49 | 1406529.01 |
| 3997 | 2016.07.22 17:17 | buy | 1000 | 0.10 | 106.153 | 0.000 | 0.000 | ||
| 3998 | 2016.07.22 17:17 | modify | 1000 | 0.10 | 106.153 | 105.913 | 0.000 | ||
| 3999 | 2016.07.22 17:17 | modify | 1000 | 0.10 | 106.153 | 105.913 | 106.323 | ||
| 4000 | 2016.07.24 21:39 | t/p | 1000 | 0.10 | 106.340 | 105.913 | 106.323 | 1869.40 | 1408398.41 |
| 4001 | 2016.07.25 02:36 | buy | 1001 | 0.10 | 106.444 | 0.000 | 0.000 | ||
| 4002 | 2016.07.25 02:36 | modify | 1001 | 0.10 | 106.444 | 106.204 | 0.000 | ||
| 4003 | 2016.07.25 02:36 | modify | 1001 | 0.10 | 106.444 | 106.204 | 106.614 | ||
| 4004 | 2016.07.25 05:24 | s/l | 1001 | 0.10 | 106.210 | 106.204 | 106.614 | -2340.60 | 1406057.81 |
| 4005 | 2016.07.27 04:25 | buy | 1002 | 0.16 | 105.454 | 0.000 | 0.000 | ||
| 4006 | 2016.07.27 04:25 | modify | 1002 | 0.16 | 105.454 | 105.214 | 0.000 | ||
| 4007 | 2016.07.27 04:25 | modify | 1002 | 0.16 | 105.454 | 105.214 | 105.624 | ||
| 4008 | 2016.07.27 04:55 | s/l | 1002 | 0.16 | 105.215 | 105.214 | 105.624 | -3824.96 | 1402232.85 |
| 4009 | 2016.07.27 04:56 | buy | 1003 | 0.26 | 105.242 | 0.000 | 0.000 | ||
| 4010 | 2016.07.27 04:56 | modify | 1003 | 0.26 | 105.242 | 105.002 | 0.000 | ||
| 4011 | 2016.07.27 04:56 | modify | 1003 | 0.26 | 105.242 | 105.002 | 105.412 | ||
| 4012 | 2016.07.27 05:05 | t/p | 1003 | 0.26 | 105.410 | 105.002 | 105.412 | 4366.45 | 1406599.30 |
| 4013 | 2016.07.27 07:35 | buy | 1004 | 0.10 | 105.448 | 0.000 | 0.000 | ||
| 4014 | 2016.07.27 07:35 | modify | 1004 | 0.10 | 105.448 | 105.208 | 0.000 | ||
| 4015 | 2016.07.27 07:35 | modify | 1004 | 0.10 | 105.448 | 105.208 | 105.618 | ||
| 4016 | 2016.07.27 11:35 | t/p | 1004 | 0.10 | 105.616 | 105.208 | 105.618 | 1679.40 | 1408278.70 |
| 4017 | 2016.07.27 17:53 | buy | 1005 | 0.10 | 105.639 | 0.000 | 0.000 | ||
| 4018 | 2016.07.27 17:53 | modify | 1005 | 0.10 | 105.639 | 105.399 | 0.000 | ||
| 4019 | 2016.07.27 17:53 | modify | 1005 | 0.10 | 105.639 | 105.399 | 105.809 | ||
| 4020 | 2016.07.27 18:00 | t/p | 1005 | 0.10 | 105.823 | 105.399 | 105.809 | 1839.40 | 1410118.10 |
| 4021 | 2016.07.28 22:12 | buy | 1006 | 0.10 | 105.232 | 0.000 | 0.000 | ||
| 4022 | 2016.07.28 22:12 | modify | 1006 | 0.10 | 105.232 | 104.992 | 0.000 | ||
| 4023 | 2016.07.28 22:12 | modify | 1006 | 0.10 | 105.232 | 104.992 | 105.402 | ||
| 4024 | 2016.07.28 22:33 | s/l | 1006 | 0.10 | 104.952 | 104.992 | 105.402 | -2800.60 | 1407317.50 |
| 4025 | 2016.08.04 07:32 | buy | 1007 | 0.16 | 101.355 | 0.000 | 0.000 | ||
| 4026 | 2016.08.04 07:32 | modify | 1007 | 0.16 | 101.355 | 101.115 | 0.000 | ||
| 4027 | 2016.08.04 07:32 | modify | 1007 | 0.16 | 101.355 | 101.115 | 101.525 | ||
| 4028 | 2016.08.04 08:49 | t/p | 1007 | 0.16 | 101.531 | 101.115 | 101.525 | 2815.04 | 1410132.54 |
| 4029 | 2016.08.08 00:10 | buy | 1008 | 0.10 | 101.993 | 0.000 | 0.000 | ||
| 4030 | 2016.08.08 00:10 | modify | 1008 | 0.10 | 101.993 | 101.753 | 0.000 | ||
| 4031 | 2016.08.08 00:10 | modify | 1008 | 0.10 | 101.993 | 101.753 | 102.163 | ||
| 4032 | 2016.08.08 06:45 | t/p | 1008 | 0.10 | 102.157 | 101.753 | 102.163 | 1639.40 | 1411771.94 |
| 4033 | 2016.08.08 14:22 | buy | 1009 | 0.10 | 102.453 | 0.000 | 0.000 | ||
| 4034 | 2016.08.08 14:22 | modify | 1009 | 0.10 | 102.453 | 102.213 | 0.000 | ||
| 4035 | 2016.08.08 14:22 | modify | 1009 | 0.10 | 102.453 | 102.213 | 102.623 | ||
| 4036 | 2016.08.08 15:26 | t/p | 1009 | 0.10 | 102.613 | 102.213 | 102.623 | 1599.40 | 1413371.34 |
| 4037 | 2016.08.08 17:36 | buy | 1010 | 0.10 | 102.531 | 0.000 | 0.000 | ||
| 4038 | 2016.08.08 17:36 | modify | 1010 | 0.10 | 102.531 | 102.291 | 0.000 | ||
| 4039 | 2016.08.08 17:36 | modify | 1010 | 0.10 | 102.531 | 102.291 | 102.701 | ||
| 4040 | 2016.08.08 23:55 | s/l | 1010 | 0.10 | 102.293 | 102.291 | 102.701 | -2380.60 | 1410990.74 |
| 4041 | 2016.08.11 06:19 | buy | 1011 | 0.16 | 101.387 | 0.000 | 0.000 | ||
| 4042 | 2016.08.11 06:19 | modify | 1011 | 0.16 | 101.387 | 101.147 | 0.000 | ||
| 4043 | 2016.08.11 06:19 | modify | 1011 | 0.16 | 101.387 | 101.147 | 101.557 | ||
| 4044 | 2016.08.11 10:08 | close | 1011 | 0.16 | 101.487 | 101.147 | 101.557 | 1599.04 | 1412589.78 |
| 4045 | 2016.08.11 22:25 | buy | 1012 | 0.10 | 101.871 | 0.000 | 0.000 | ||
| 4046 | 2016.08.11 22:25 | modify | 1012 | 0.10 | 101.871 | 101.631 | 0.000 | ||
| 4047 | 2016.08.11 22:25 | modify | 1012 | 0.10 | 101.871 | 101.631 | 102.041 | ||
| 4048 | 2016.08.12 00:30 | t/p | 1012 | 0.10 | 102.044 | 101.631 | 102.041 | 1824.58 | 1414414.37 |
| 4049 | 2016.08.12 02:59 | buy | 1013 | 0.10 | 102.023 | 0.000 | 0.000 | ||
| 4050 | 2016.08.12 02:59 | modify | 1013 | 0.10 | 102.023 | 101.783 | 0.000 | ||