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 |
| 4201 | 2016.10.04 09:47 | buy | 1051 | 0.10 | 102.313 | 0.000 | 0.000 | ||
| 4202 | 2016.10.04 09:47 | modify | 1051 | 0.10 | 102.313 | 102.073 | 0.000 | ||
| 4203 | 2016.10.04 09:47 | modify | 1051 | 0.10 | 102.313 | 102.073 | 102.483 | ||
| 4204 | 2016.10.04 11:35 | t/p | 1051 | 0.10 | 102.476 | 102.073 | 102.483 | 1629.40 | 1432598.74 |
| 4205 | 2016.10.04 17:25 | buy | 1052 | 0.10 | 102.732 | 0.000 | 0.000 | ||
| 4206 | 2016.10.04 17:25 | modify | 1052 | 0.10 | 102.732 | 102.492 | 0.000 | ||
| 4207 | 2016.10.04 17:25 | modify | 1052 | 0.10 | 102.732 | 102.492 | 102.902 | ||
| 4208 | 2016.10.04 20:36 | t/p | 1052 | 0.10 | 102.900 | 102.492 | 102.902 | 1679.40 | 1434278.14 |
| 4209 | 2016.10.04 22:35 | buy | 1053 | 0.10 | 102.823 | 0.000 | 0.000 | ||
| 4210 | 2016.10.04 22:35 | modify | 1053 | 0.10 | 102.823 | 102.583 | 0.000 | ||
| 4211 | 2016.10.04 22:35 | modify | 1053 | 0.10 | 102.823 | 102.583 | 102.993 | ||
| 4212 | 2016.10.05 06:04 | close | 1053 | 0.10 | 102.976 | 102.583 | 102.993 | 1624.58 | 1435902.72 |
| 4213 | 2016.10.05 12:20 | buy | 1054 | 0.10 | 103.000 | 0.000 | 0.000 | ||
| 4214 | 2016.10.05 12:20 | modify | 1054 | 0.10 | 103.000 | 102.760 | 0.000 | ||
| 4215 | 2016.10.05 12:20 | modify | 1054 | 0.10 | 103.000 | 102.760 | 103.170 | ||
| 4216 | 2016.10.05 13:35 | t/p | 1054 | 0.10 | 103.172 | 102.760 | 103.170 | 1719.40 | 1437622.12 |
| 4217 | 2016.10.05 20:13 | buy | 1055 | 0.10 | 103.537 | 0.000 | 0.000 | ||
| 4218 | 2016.10.05 20:13 | modify | 1055 | 0.10 | 103.537 | 103.297 | 0.000 | ||
| 4219 | 2016.10.05 20:13 | modify | 1055 | 0.10 | 103.537 | 103.297 | 103.707 | ||
| 4220 | 2016.10.06 07:18 | t/p | 1055 | 0.10 | 103.702 | 103.297 | 103.707 | 1934.95 | 1439557.08 |
| 4221 | 2016.10.06 16:10 | buy | 1056 | 0.10 | 103.883 | 0.000 | 0.000 | ||
| 4222 | 2016.10.06 16:10 | modify | 1056 | 0.10 | 103.883 | 103.643 | 0.000 | ||
| 4223 | 2016.10.06 16:10 | modify | 1056 | 0.10 | 103.883 | 103.643 | 104.053 | ||
| 4224 | 2016.10.06 17:36 | t/p | 1056 | 0.10 | 104.060 | 103.643 | 104.053 | 1769.40 | 1441326.48 |
| 4225 | 2016.10.06 20:27 | buy | 1057 | 0.10 | 104.011 | 0.000 | 0.000 | ||
| 4226 | 2016.10.06 20:27 | modify | 1057 | 0.10 | 104.011 | 103.771 | 0.000 | ||
| 4227 | 2016.10.06 20:27 | modify | 1057 | 0.10 | 104.011 | 103.771 | 104.181 | ||
| 4228 | 2016.10.06 23:54 | s/l | 1057 | 0.10 | 103.771 | 103.771 | 104.181 | -2400.60 | 1438925.88 |
| 4229 | 2016.10.10 12:33 | buy | 1058 | 0.16 | 103.317 | 0.000 | 0.000 | ||
| 4230 | 2016.10.10 12:33 | modify | 1058 | 0.16 | 103.317 | 103.077 | 0.000 | ||
| 4231 | 2016.10.10 12:33 | modify | 1058 | 0.16 | 103.317 | 103.077 | 103.487 | ||
| 4232 | 2016.10.10 13:10 | t/p | 1058 | 0.16 | 103.493 | 103.077 | 103.487 | 2815.04 | 1441740.92 |
| 4233 | 2016.10.10 19:07 | buy | 1059 | 0.10 | 103.671 | 0.000 | 0.000 | ||
| 4234 | 2016.10.10 19:07 | modify | 1059 | 0.10 | 103.671 | 103.431 | 0.000 | ||
| 4235 | 2016.10.10 19:07 | modify | 1059 | 0.10 | 103.671 | 103.431 | 103.841 | ||
| 4236 | 2016.10.11 00:03 | close | 1059 | 0.10 | 103.794 | 103.431 | 103.841 | 1324.58 | 1443065.50 |
| 4237 | 2016.10.11 03:47 | buy | 1060 | 0.10 | 103.837 | 0.000 | 0.000 | ||
| 4238 | 2016.10.11 03:47 | modify | 1060 | 0.10 | 103.837 | 103.597 | 0.000 | ||
| 4239 | 2016.10.11 03:47 | modify | 1060 | 0.10 | 103.837 | 103.597 | 104.007 | ||
| 4240 | 2016.10.11 05:20 | t/p | 1060 | 0.10 | 104.014 | 103.597 | 104.007 | 1769.40 | 1444834.90 |
| 4241 | 2016.10.11 06:28 | buy | 1061 | 0.10 | 103.862 | 0.000 | 0.000 | ||
| 4242 | 2016.10.11 06:28 | modify | 1061 | 0.10 | 103.862 | 103.622 | 0.000 | ||
| 4243 | 2016.10.11 06:28 | modify | 1061 | 0.10 | 103.862 | 103.622 | 104.032 | ||
| 4244 | 2016.10.11 12:29 | s/l | 1061 | 0.10 | 103.619 | 103.622 | 104.032 | -2430.60 | 1442404.30 |
| 4245 | 2016.10.13 01:53 | buy | 1062 | 0.16 | 104.363 | 0.000 | 0.000 | ||
| 4246 | 2016.10.13 01:53 | modify | 1062 | 0.16 | 104.363 | 104.123 | 0.000 | ||
| 4247 | 2016.10.13 01:53 | modify | 1062 | 0.16 | 104.363 | 104.123 | 104.533 | ||
| 4248 | 2016.10.13 02:02 | s/l | 1062 | 0.16 | 104.119 | 104.123 | 104.533 | -3904.96 | 1438499.34 |
| 4249 | 2016.10.14 07:00 | buy | 1063 | 0.26 | 103.976 | 0.000 | 0.000 | ||
| 4250 | 2016.10.14 07:00 | modify | 1063 | 0.26 | 103.976 | 103.736 | 0.000 | ||
| 4251 | 2016.10.14 07:00 | modify | 1063 | 0.26 | 103.976 | 103.736 | 104.146 | ||
| 4252 | 2016.10.14 07:04 | t/p | 1063 | 0.26 | 104.151 | 103.736 | 104.146 | 4548.45 | 1443047.79 |
| 4253 | 2016.10.14 11:30 | buy | 1064 | 0.10 | 104.256 | 0.000 | 0.000 | ||
| 4254 | 2016.10.14 11:30 | modify | 1064 | 0.10 | 104.256 | 104.016 | 0.000 | ||
| 4255 | 2016.10.14 11:30 | modify | 1064 | 0.10 | 104.256 | 104.016 | 104.426 | ||
| 4256 | 2016.10.14 12:30 | t/p | 1064 | 0.10 | 104.425 | 104.016 | 104.426 | 1689.40 | 1444737.19 |
| 4257 | 2016.10.14 12:39 | buy | 1065 | 0.10 | 104.213 | 0.000 | 0.000 | ||
| 4258 | 2016.10.14 12:39 | modify | 1065 | 0.10 | 104.213 | 103.973 | 0.000 | ||
| 4259 | 2016.10.14 12:39 | modify | 1065 | 0.10 | 104.213 | 103.973 | 104.383 | ||
| 4260 | 2016.10.14 12:52 | t/p | 1065 | 0.10 | 104.377 | 103.973 | 104.383 | 1639.40 | 1446376.59 |
| 4261 | 2016.10.18 08:03 | buy | 1066 | 0.10 | 103.959 | 0.000 | 0.000 | ||
| 4262 | 2016.10.18 08:03 | modify | 1066 | 0.10 | 103.959 | 103.719 | 0.000 | ||
| 4263 | 2016.10.18 08:03 | modify | 1066 | 0.10 | 103.959 | 103.719 | 104.129 | ||
| 4264 | 2016.10.18 13:02 | t/p | 1066 | 0.10 | 104.137 | 103.719 | 104.129 | 1779.40 | 1448155.99 |
| 4265 | 2016.10.20 02:41 | buy | 1067 | 0.10 | 103.512 | 0.000 | 0.000 | ||
| 4266 | 2016.10.20 02:41 | modify | 1067 | 0.10 | 103.512 | 103.272 | 0.000 | ||
| 4267 | 2016.10.20 02:41 | modify | 1067 | 0.10 | 103.512 | 103.272 | 103.682 | ||
| 4268 | 2016.10.20 05:15 | t/p | 1067 | 0.10 | 103.683 | 103.272 | 103.682 | 1709.40 | 1449865.39 |
| 4269 | 2016.10.20 08:35 | buy | 1068 | 0.10 | 103.662 | 0.000 | 0.000 | ||
| 4270 | 2016.10.20 08:35 | modify | 1068 | 0.10 | 103.662 | 103.422 | 0.000 | ||
| 4271 | 2016.10.20 08:35 | modify | 1068 | 0.10 | 103.662 | 103.422 | 103.832 | ||
| 4272 | 2016.10.20 12:57 | t/p | 1068 | 0.10 | 103.844 | 103.422 | 103.832 | 1819.40 | 1451684.79 |
| 4273 | 2016.10.20 19:08 | buy | 1069 | 0.10 | 103.917 | 0.000 | 0.000 | ||
| 4274 | 2016.10.20 19:08 | modify | 1069 | 0.10 | 103.917 | 103.677 | 0.000 | ||
| 4275 | 2016.10.20 19:08 | modify | 1069 | 0.10 | 103.917 | 103.677 | 104.087 | ||
| 4276 | 2016.10.20 23:14 | close | 1069 | 0.10 | 104.053 | 103.677 | 104.087 | 1359.40 | 1453044.19 |
| 4277 | 2016.10.21 03:59 | buy | 1070 | 0.10 | 104.088 | 0.000 | 0.000 | ||
| 4278 | 2016.10.21 03:59 | modify | 1070 | 0.10 | 104.088 | 103.848 | 0.000 | ||
| 4279 | 2016.10.21 03:59 | modify | 1070 | 0.10 | 104.088 | 103.848 | 104.258 | ||
| 4280 | 2016.10.21 05:33 | s/l | 1070 | 0.10 | 103.852 | 103.848 | 104.258 | -2360.60 | 1450683.59 |
| 4281 | 2016.10.24 20:08 | buy | 1071 | 0.16 | 104.202 | 0.000 | 0.000 | ||
| 4282 | 2016.10.24 20:08 | modify | 1071 | 0.16 | 104.202 | 103.962 | 0.000 | ||
| 4283 | 2016.10.24 20:08 | modify | 1071 | 0.16 | 104.202 | 103.962 | 104.372 | ||
| 4284 | 2016.10.24 22:40 | close | 1071 | 0.16 | 104.334 | 103.962 | 104.372 | 2111.04 | 1452794.63 |
| 4285 | 2016.10.25 04:23 | buy | 1072 | 0.10 | 104.390 | 0.000 | 0.000 | ||
| 4286 | 2016.10.25 04:23 | modify | 1072 | 0.10 | 104.390 | 104.150 | 0.000 | ||
| 4287 | 2016.10.25 04:23 | modify | 1072 | 0.10 | 104.390 | 104.150 | 104.560 | ||
| 4288 | 2016.10.25 10:26 | t/p | 1072 | 0.10 | 104.556 | 104.150 | 104.560 | 1659.40 | 1454454.03 |
| 4289 | 2016.10.25 11:36 | buy | 1073 | 0.10 | 104.480 | 0.000 | 0.000 | ||
| 4290 | 2016.10.25 11:36 | modify | 1073 | 0.10 | 104.480 | 104.240 | 0.000 | ||
| 4291 | 2016.10.25 11:36 | modify | 1073 | 0.10 | 104.480 | 104.240 | 104.650 | ||
| 4292 | 2016.10.25 12:52 | t/p | 1073 | 0.10 | 104.645 | 104.240 | 104.650 | 1649.40 | 1456103.43 |
| 4293 | 2016.10.25 14:46 | buy | 1074 | 0.10 | 104.663 | 0.000 | 0.000 | ||
| 4294 | 2016.10.25 14:46 | modify | 1074 | 0.10 | 104.663 | 104.423 | 0.000 | ||
| 4295 | 2016.10.25 14:46 | modify | 1074 | 0.10 | 104.663 | 104.423 | 104.833 | ||
| 4296 | 2016.10.25 15:21 | s/l | 1074 | 0.10 | 104.419 | 104.423 | 104.833 | -2440.60 | 1453662.83 |
| 4297 | 2016.10.26 18:02 | buy | 1075 | 0.16 | 104.454 | 0.000 | 0.000 | ||
| 4298 | 2016.10.26 18:02 | modify | 1075 | 0.16 | 104.454 | 104.214 | 0.000 | ||
| 4299 | 2016.10.26 18:02 | modify | 1075 | 0.16 | 104.454 | 104.214 | 104.624 | ||
| 4300 | 2016.10.26 23:26 | close | 1075 | 0.16 | 104.603 | 104.214 | 104.624 | 2383.04 | 1456045.87 |
| 4301 | 2016.10.27 01:01 | buy | 1076 | 0.10 | 104.541 | 0.000 | 0.000 | ||
| 4302 | 2016.10.27 01:01 | modify | 1076 | 0.10 | 104.541 | 104.301 | 0.000 | ||
| 4303 | 2016.10.27 01:01 | modify | 1076 | 0.10 | 104.541 | 104.301 | 104.711 | ||
| 4304 | 2016.10.27 03:34 | s/l | 1076 | 0.10 | 104.294 | 104.301 | 104.711 | -2470.60 | 1453575.27 |
| 4305 | 2016.10.27 19:44 | buy | 1077 | 0.16 | 105.220 | 0.000 | 0.000 | ||
| 4306 | 2016.10.27 19:44 | modify | 1077 | 0.16 | 105.220 | 104.980 | 0.000 | ||
| 4307 | 2016.10.27 19:44 | modify | 1077 | 0.16 | 105.220 | 104.980 | 105.390 | ||
| 4308 | 2016.10.28 05:35 | close | 1077 | 0.16 | 105.322 | 104.980 | 105.390 | 1783.34 | 1455358.60 |
| 4309 | 2016.11.01 09:35 | buy | 1078 | 0.10 | 104.936 | 0.000 | 0.000 | ||
| 4310 | 2016.11.01 09:35 | modify | 1078 | 0.10 | 104.936 | 104.696 | 0.000 | ||
| 4311 | 2016.11.01 09:35 | modify | 1078 | 0.10 | 104.936 | 104.696 | 105.106 | ||
| 4312 | 2016.11.01 14:23 | s/l | 1078 | 0.10 | 104.691 | 104.696 | 105.106 | -2450.60 | 1452908.00 |
| 4313 | 2016.11.04 08:06 | buy | 1079 | 0.16 | 103.161 | 0.000 | 0.000 | ||
| 4314 | 2016.11.04 08:06 | modify | 1079 | 0.16 | 103.161 | 102.921 | 0.000 | ||
| 4315 | 2016.11.04 08:06 | modify | 1079 | 0.16 | 103.161 | 102.921 | 103.331 | ||
| 4316 | 2016.11.04 10:09 | s/l | 1079 | 0.16 | 102.930 | 102.921 | 103.331 | -3696.96 | 1449211.04 |
| 4317 | 2016.11.08 15:00 | buy | 1080 | 0.26 | 104.701 | 0.000 | 0.000 | ||
| 4318 | 2016.11.08 15:00 | modify | 1080 | 0.26 | 104.701 | 104.461 | 0.000 | ||
| 4319 | 2016.11.08 15:00 | modify | 1080 | 0.26 | 104.701 | 104.461 | 104.871 | ||
| 4320 | 2016.11.08 16:12 | t/p | 1080 | 0.26 | 104.866 | 104.461 | 104.871 | 4288.45 | 1453499.49 |
| 4321 | 2016.11.08 18:09 | buy | 1081 | 0.10 | 104.960 | 0.000 | 0.000 | ||
| 4322 | 2016.11.08 18:09 | modify | 1081 | 0.10 | 104.960 | 104.720 | 0.000 | ||
| 4323 | 2016.11.08 18:09 | modify | 1081 | 0.10 | 104.960 | 104.720 | 105.130 | ||
| 4324 | 2016.11.08 18:31 | t/p | 1081 | 0.10 | 105.139 | 104.720 | 105.130 | 1789.40 | 1455288.89 |
| 4325 | 2016.11.08 19:32 | buy | 1082 | 0.10 | 105.012 | 0.000 | 0.000 | ||
| 4326 | 2016.11.08 19:32 | modify | 1082 | 0.10 | 105.012 | 104.772 | 0.000 | ||
| 4327 | 2016.11.08 19:32 | modify | 1082 | 0.10 | 105.012 | 104.772 | 105.182 | ||
| 4328 | 2016.11.08 22:00 | t/p | 1082 | 0.10 | 105.179 | 104.772 | 105.182 | 1669.40 | 1456958.29 |
| 4329 | 2016.11.08 23:45 | buy | 1083 | 0.10 | 105.058 | 0.000 | 0.000 | ||
| 4330 | 2016.11.08 23:45 | modify | 1083 | 0.10 | 105.058 | 104.818 | 0.000 | ||
| 4331 | 2016.11.08 23:45 | modify | 1083 | 0.10 | 105.058 | 104.818 | 105.228 | ||
| 4332 | 2016.11.09 00:07 | s/l | 1083 | 0.10 | 104.810 | 104.818 | 105.228 | -2385.42 | 1454572.88 |
| 4333 | 2016.11.09 21:45 | buy | 1084 | 0.16 | 105.741 | 0.000 | 0.000 | ||
| 4334 | 2016.11.09 21:45 | modify | 1084 | 0.16 | 105.741 | 105.501 | 0.000 | ||
| 4335 | 2016.11.09 21:45 | modify | 1084 | 0.16 | 105.741 | 105.501 | 105.911 | ||
| 4336 | 2016.11.10 00:05 | t/p | 1084 | 0.16 | 105.918 | 105.501 | 105.911 | 3287.93 | 1457860.80 |
| 4337 | 2016.11.10 00:27 | buy | 1085 | 0.10 | 105.676 | 0.000 | 0.000 | ||
| 4338 | 2016.11.10 00:27 | modify | 1085 | 0.10 | 105.676 | 105.436 | 0.000 | ||
| 4339 | 2016.11.10 00:27 | modify | 1085 | 0.10 | 105.676 | 105.436 | 105.846 | ||
| 4340 | 2016.11.10 01:43 | s/l | 1085 | 0.10 | 105.443 | 105.436 | 105.846 | -2330.60 | 1455530.20 |
| 4341 | 2016.11.10 01:44 | buy | 1086 | 0.16 | 105.458 | 0.000 | 0.000 | ||
| 4342 | 2016.11.10 01:44 | modify | 1086 | 0.16 | 105.458 | 105.218 | 0.000 | ||
| 4343 | 2016.11.10 01:44 | modify | 1086 | 0.16 | 105.458 | 105.218 | 105.628 | ||
| 4344 | 2016.11.10 02:14 | s/l | 1086 | 0.16 | 105.216 | 105.218 | 105.628 | -3872.96 | 1451657.24 |
| 4345 | 2016.11.10 13:36 | buy | 1087 | 0.26 | 106.538 | 0.000 | 0.000 | ||
| 4346 | 2016.11.10 13:36 | modify | 1087 | 0.26 | 106.538 | 106.298 | 0.000 | ||
| 4347 | 2016.11.10 13:36 | modify | 1087 | 0.26 | 106.538 | 106.298 | 106.708 | ||
| 4348 | 2016.11.10 13:54 | t/p | 1087 | 0.26 | 106.706 | 106.298 | 106.708 | 4366.45 | 1456023.69 |
| 4349 | 2016.11.10 15:18 | buy | 1088 | 0.10 | 106.649 | 0.000 | 0.000 | ||
| 4350 | 2016.11.10 15:18 | modify | 1088 | 0.10 | 106.649 | 106.409 | 0.000 | ||