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 |
| 4351 | 2016.11.10 15:18 | modify | 1088 | 0.10 | 106.649 | 106.409 | 106.819 | ||
| 4352 | 2016.11.10 15:28 | s/l | 1088 | 0.10 | 106.411 | 106.409 | 106.819 | -2380.60 | 1453643.09 |
| 4353 | 2016.11.10 15:29 | buy | 1089 | 0.16 | 106.374 | 0.000 | 0.000 | ||
| 4354 | 2016.11.10 15:29 | modify | 1089 | 0.16 | 106.374 | 106.134 | 0.000 | ||
| 4355 | 2016.11.10 15:29 | modify | 1089 | 0.16 | 106.374 | 106.134 | 106.544 | ||
| 4356 | 2016.11.10 15:32 | t/p | 1089 | 0.16 | 106.547 | 106.134 | 106.544 | 2767.04 | 1456410.13 |
| 4357 | 2016.11.10 15:37 | buy | 1090 | 0.10 | 106.352 | 0.000 | 0.000 | ||
| 4358 | 2016.11.10 15:37 | modify | 1090 | 0.10 | 106.352 | 106.112 | 0.000 | ||
| 4359 | 2016.11.10 15:37 | modify | 1090 | 0.10 | 106.352 | 106.112 | 106.522 | ||
| 4360 | 2016.11.10 15:42 | t/p | 1090 | 0.10 | 106.521 | 106.112 | 106.522 | 1689.40 | 1458099.53 |
| 4361 | 2016.11.10 21:57 | buy | 1091 | 0.10 | 106.810 | 0.000 | 0.000 | ||
| 4362 | 2016.11.10 21:57 | modify | 1091 | 0.10 | 106.810 | 106.570 | 0.000 | ||
| 4363 | 2016.11.10 21:57 | modify | 1091 | 0.10 | 106.810 | 106.570 | 106.980 | ||
| 4364 | 2016.11.11 01:14 | s/l | 1091 | 0.10 | 106.559 | 106.570 | 106.980 | -2415.42 | 1455684.12 |
| 4365 | 2016.11.14 07:15 | buy | 1092 | 0.16 | 107.442 | 0.000 | 0.000 | ||
| 4366 | 2016.11.14 07:15 | modify | 1092 | 0.16 | 107.442 | 107.202 | 0.000 | ||
| 4367 | 2016.11.14 07:15 | modify | 1092 | 0.16 | 107.442 | 107.202 | 107.612 | ||
| 4368 | 2016.11.14 07:30 | t/p | 1092 | 0.16 | 107.623 | 107.202 | 107.612 | 2895.04 | 1458579.16 |
| 4369 | 2016.11.14 17:27 | buy | 1093 | 0.10 | 108.189 | 0.000 | 0.000 | ||
| 4370 | 2016.11.14 17:27 | modify | 1093 | 0.10 | 108.189 | 107.949 | 0.000 | ||
| 4371 | 2016.11.14 17:27 | modify | 1093 | 0.10 | 108.189 | 107.949 | 108.359 | ||
| 4372 | 2016.11.14 17:39 | s/l | 1093 | 0.10 | 107.949 | 107.949 | 108.359 | -2400.60 | 1456178.56 |
| 4373 | 2016.11.14 17:40 | buy | 1094 | 0.16 | 108.015 | 0.000 | 0.000 | ||
| 4374 | 2016.11.14 17:40 | modify | 1094 | 0.16 | 108.015 | 107.775 | 0.000 | ||
| 4375 | 2016.11.14 17:40 | modify | 1094 | 0.16 | 108.015 | 107.775 | 108.185 | ||
| 4376 | 2016.11.14 18:08 | t/p | 1094 | 0.16 | 108.180 | 107.775 | 108.185 | 2639.04 | 1458817.60 |
| 4377 | 2016.11.14 18:27 | buy | 1095 | 0.10 | 108.063 | 0.000 | 0.000 | ||
| 4378 | 2016.11.14 18:27 | modify | 1095 | 0.10 | 108.063 | 107.823 | 0.000 | ||
| 4379 | 2016.11.14 18:27 | modify | 1095 | 0.10 | 108.063 | 107.823 | 108.233 | ||
| 4380 | 2016.11.14 18:43 | t/p | 1095 | 0.10 | 108.226 | 107.823 | 108.233 | 1629.40 | 1460447.00 |
| 4381 | 2016.11.14 22:38 | buy | 1096 | 0.10 | 108.327 | 0.000 | 0.000 | ||
| 4382 | 2016.11.14 22:38 | modify | 1096 | 0.10 | 108.327 | 108.087 | 0.000 | ||
| 4383 | 2016.11.14 22:38 | modify | 1096 | 0.10 | 108.327 | 108.087 | 108.497 | ||
| 4384 | 2016.11.15 00:09 | s/l | 1096 | 0.10 | 108.084 | 108.087 | 108.497 | -2335.42 | 1458111.58 |
| 4385 | 2016.11.16 00:00 | buy | 1097 | 0.16 | 108.995 | 0.000 | 0.000 | ||
| 4386 | 2016.11.16 00:00 | modify | 1097 | 0.16 | 108.995 | 108.755 | 0.000 | ||
| 4387 | 2016.11.16 00:00 | modify | 1097 | 0.16 | 108.995 | 108.755 | 109.165 | ||
| 4388 | 2016.11.16 03:26 | t/p | 1097 | 0.16 | 109.162 | 108.755 | 109.165 | 2671.04 | 1460782.62 |
| 4389 | 2016.11.16 12:42 | buy | 1098 | 0.10 | 109.496 | 0.000 | 0.000 | ||
| 4390 | 2016.11.16 12:42 | modify | 1098 | 0.10 | 109.496 | 109.256 | 0.000 | ||
| 4391 | 2016.11.16 12:42 | modify | 1098 | 0.10 | 109.496 | 109.256 | 109.666 | ||
| 4392 | 2016.11.16 13:30 | s/l | 1098 | 0.10 | 109.247 | 109.256 | 109.666 | -2490.60 | 1458292.02 |
| 4393 | 2016.11.18 00:05 | buy | 1099 | 0.16 | 110.088 | 0.000 | 0.000 | ||
| 4394 | 2016.11.18 00:05 | modify | 1099 | 0.16 | 110.088 | 109.848 | 0.000 | ||
| 4395 | 2016.11.18 00:05 | modify | 1099 | 0.16 | 110.088 | 109.848 | 110.258 | ||
| 4396 | 2016.11.18 01:06 | t/p | 1099 | 0.16 | 110.269 | 109.848 | 110.258 | 2895.04 | 1461187.06 |
| 4397 | 2016.11.18 08:50 | buy | 1100 | 0.10 | 110.578 | 0.000 | 0.000 | ||
| 4398 | 2016.11.18 08:50 | modify | 1100 | 0.10 | 110.578 | 110.338 | 0.000 | ||
| 4399 | 2016.11.18 08:50 | modify | 1100 | 0.10 | 110.578 | 110.338 | 110.748 | ||
| 4400 | 2016.11.18 10:53 | s/l | 1100 | 0.10 | 110.345 | 110.338 | 110.748 | -2330.60 | 1458856.46 |
| 4401 | 2016.11.21 00:01 | buy | 1101 | 0.16 | 110.920 | 0.000 | 0.000 | ||
| 4402 | 2016.11.21 00:01 | modify | 1101 | 0.16 | 110.920 | 110.680 | 0.000 | ||
| 4403 | 2016.11.21 00:01 | modify | 1101 | 0.16 | 110.920 | 110.680 | 111.090 | ||
| 4404 | 2016.11.21 01:40 | s/l | 1101 | 0.16 | 110.658 | 110.680 | 111.090 | -4192.96 | 1454663.50 |
| 4405 | 2016.11.21 05:48 | buy | 1102 | 0.26 | 111.001 | 0.000 | 0.000 | ||
| 4406 | 2016.11.21 05:48 | modify | 1102 | 0.26 | 111.001 | 110.761 | 0.000 | ||
| 4407 | 2016.11.21 05:48 | modify | 1102 | 0.26 | 111.001 | 110.761 | 111.171 | ||
| 4408 | 2016.11.21 06:02 | t/p | 1102 | 0.26 | 111.175 | 110.761 | 111.171 | 4522.45 | 1459185.95 |
| 4409 | 2016.11.21 06:48 | buy | 1103 | 0.10 | 110.966 | 0.000 | 0.000 | ||
| 4410 | 2016.11.21 06:48 | modify | 1103 | 0.10 | 110.966 | 110.726 | 0.000 | ||
| 4411 | 2016.11.21 06:48 | modify | 1103 | 0.10 | 110.966 | 110.726 | 111.136 | ||
| 4412 | 2016.11.21 07:02 | t/p | 1103 | 0.10 | 111.142 | 110.726 | 111.136 | 1759.40 | 1460945.35 |
| 4413 | 2016.11.21 19:58 | buy | 1104 | 0.10 | 111.125 | 0.000 | 0.000 | ||
| 4414 | 2016.11.21 19:58 | modify | 1104 | 0.10 | 111.125 | 110.885 | 0.000 | ||
| 4415 | 2016.11.21 19:58 | modify | 1104 | 0.10 | 111.125 | 110.885 | 111.295 | ||
| 4416 | 2016.11.21 21:03 | s/l | 1104 | 0.10 | 110.893 | 110.885 | 111.295 | -2320.60 | 1458624.75 |
| 4417 | 2016.11.22 16:37 | buy | 1105 | 0.16 | 111.012 | 0.000 | 0.000 | ||
| 4418 | 2016.11.22 16:37 | modify | 1105 | 0.16 | 111.012 | 110.772 | 0.000 | ||
| 4419 | 2016.11.22 16:37 | modify | 1105 | 0.16 | 111.012 | 110.772 | 111.182 | ||
| 4420 | 2016.11.22 18:40 | t/p | 1105 | 0.16 | 111.175 | 110.772 | 111.182 | 2607.04 | 1461231.79 |
| 4421 | 2016.11.22 20:42 | buy | 1106 | 0.10 | 111.069 | 0.000 | 0.000 | ||
| 4422 | 2016.11.22 20:42 | modify | 1106 | 0.10 | 111.069 | 110.829 | 0.000 | ||
| 4423 | 2016.11.22 20:42 | modify | 1106 | 0.10 | 111.069 | 110.829 | 111.239 | ||
| 4424 | 2016.11.23 12:06 | close | 1106 | 0.10 | 111.184 | 110.829 | 111.239 | 1244.58 | 1462476.38 |
| 4425 | 2016.11.23 17:29 | buy | 1107 | 0.10 | 112.433 | 0.000 | 0.000 | ||
| 4426 | 2016.11.23 17:29 | modify | 1107 | 0.10 | 112.433 | 112.193 | 0.000 | ||
| 4427 | 2016.11.23 17:29 | modify | 1107 | 0.10 | 112.433 | 112.193 | 112.603 | ||
| 4428 | 2016.11.23 19:00 | t/p | 1107 | 0.10 | 112.610 | 112.193 | 112.603 | 1769.40 | 1464245.78 |
| 4429 | 2016.11.23 21:25 | buy | 1108 | 0.10 | 112.460 | 0.000 | 0.000 | ||
| 4430 | 2016.11.23 21:25 | modify | 1108 | 0.10 | 112.460 | 112.220 | 0.000 | ||
| 4431 | 2016.11.23 21:25 | modify | 1108 | 0.10 | 112.460 | 112.220 | 112.630 | ||
| 4432 | 2016.11.23 23:30 | t/p | 1108 | 0.10 | 112.625 | 112.220 | 112.630 | 1649.40 | 1465895.18 |
| 4433 | 2016.11.24 00:55 | buy | 1109 | 0.10 | 112.429 | 0.000 | 0.000 | ||
| 4434 | 2016.11.24 00:55 | modify | 1109 | 0.10 | 112.429 | 112.189 | 0.000 | ||
| 4435 | 2016.11.24 00:55 | modify | 1109 | 0.10 | 112.429 | 112.189 | 112.599 | ||
| 4436 | 2016.11.24 01:18 | t/p | 1109 | 0.10 | 112.607 | 112.189 | 112.599 | 1779.40 | 1467674.58 |
| 4437 | 2016.11.24 04:59 | buy | 1110 | 0.10 | 112.672 | 0.000 | 0.000 | ||
| 4438 | 2016.11.24 04:59 | modify | 1110 | 0.10 | 112.672 | 112.432 | 0.000 | ||
| 4439 | 2016.11.24 04:59 | modify | 1110 | 0.10 | 112.672 | 112.432 | 112.842 | ||
| 4440 | 2016.11.24 06:44 | t/p | 1110 | 0.10 | 112.840 | 112.432 | 112.842 | 1679.40 | 1469353.98 |
| 4441 | 2016.11.24 09:16 | buy | 1111 | 0.10 | 113.056 | 0.000 | 0.000 | ||
| 4442 | 2016.11.24 09:16 | modify | 1111 | 0.10 | 113.056 | 112.816 | 0.000 | ||
| 4443 | 2016.11.24 09:16 | modify | 1111 | 0.10 | 113.056 | 112.816 | 113.226 | ||
| 4444 | 2016.11.24 09:56 | s/l | 1111 | 0.10 | 112.823 | 112.816 | 113.226 | -2330.60 | 1467023.38 |
| 4445 | 2016.11.24 09:59 | buy | 1112 | 0.16 | 112.868 | 0.000 | 0.000 | ||
| 4446 | 2016.11.24 09:59 | modify | 1112 | 0.16 | 112.868 | 112.628 | 0.000 | ||
| 4447 | 2016.11.24 09:59 | modify | 1112 | 0.16 | 112.868 | 112.628 | 113.038 | ||
| 4448 | 2016.11.24 10:15 | t/p | 1112 | 0.16 | 113.052 | 112.628 | 113.038 | 2943.04 | 1469966.42 |
| 4449 | 2016.11.24 10:46 | buy | 1113 | 0.10 | 112.932 | 0.000 | 0.000 | ||
| 4450 | 2016.11.24 10:46 | modify | 1113 | 0.10 | 112.932 | 112.692 | 0.000 | ||
| 4451 | 2016.11.24 10:46 | modify | 1113 | 0.10 | 112.932 | 112.692 | 113.102 | ||
| 4452 | 2016.11.24 11:53 | t/p | 1113 | 0.10 | 113.104 | 112.692 | 113.102 | 1719.40 | 1471685.82 |
| 4453 | 2016.11.24 20:52 | buy | 1114 | 0.10 | 113.327 | 0.000 | 0.000 | ||
| 4454 | 2016.11.24 20:52 | modify | 1114 | 0.10 | 113.327 | 113.087 | 0.000 | ||
| 4455 | 2016.11.24 20:52 | modify | 1114 | 0.10 | 113.327 | 113.087 | 113.497 | ||
| 4456 | 2016.11.25 00:10 | t/p | 1114 | 0.10 | 113.526 | 113.087 | 113.497 | 2084.58 | 1473770.40 |
| 4457 | 2016.11.25 03:23 | buy | 1115 | 0.10 | 113.586 | 0.000 | 0.000 | ||
| 4458 | 2016.11.25 03:23 | modify | 1115 | 0.10 | 113.586 | 113.346 | 0.000 | ||
| 4459 | 2016.11.25 03:23 | modify | 1115 | 0.10 | 113.586 | 113.346 | 113.756 | ||
| 4460 | 2016.11.25 05:21 | s/l | 1115 | 0.10 | 113.342 | 113.346 | 113.756 | -2440.60 | 1471329.80 |
| 4461 | 2016.11.28 15:21 | buy | 1116 | 0.16 | 112.488 | 0.000 | 0.000 | ||
| 4462 | 2016.11.28 15:21 | modify | 1116 | 0.16 | 112.488 | 112.248 | 0.000 | ||
| 4463 | 2016.11.28 15:21 | modify | 1116 | 0.16 | 112.488 | 112.248 | 112.658 | ||
| 4464 | 2016.11.28 15:24 | s/l | 1116 | 0.16 | 112.251 | 112.248 | 112.658 | -3792.96 | 1467536.84 |
| 4465 | 2016.11.29 10:55 | buy | 1117 | 0.26 | 112.457 | 0.000 | 0.000 | ||
| 4466 | 2016.11.29 10:55 | modify | 1117 | 0.26 | 112.457 | 112.217 | 0.000 | ||
| 4467 | 2016.11.29 10:55 | modify | 1117 | 0.26 | 112.457 | 112.217 | 112.627 | ||
| 4468 | 2016.11.29 11:22 | t/p | 1117 | 0.26 | 112.631 | 112.217 | 112.627 | 4522.45 | 1472059.29 |
| 4469 | 2016.11.29 15:10 | buy | 1118 | 0.10 | 112.677 | 0.000 | 0.000 | ||
| 4470 | 2016.11.29 15:10 | modify | 1118 | 0.10 | 112.677 | 112.437 | 0.000 | ||
| 4471 | 2016.11.29 15:10 | modify | 1118 | 0.10 | 112.677 | 112.437 | 112.847 | ||
| 4472 | 2016.11.29 15:58 | t/p | 1118 | 0.10 | 112.850 | 112.437 | 112.847 | 1729.40 | 1473788.69 |
| 4473 | 2016.11.30 19:21 | buy | 1119 | 0.10 | 114.056 | 0.000 | 0.000 | ||
| 4474 | 2016.11.30 19:21 | modify | 1119 | 0.10 | 114.056 | 113.816 | 0.000 | ||
| 4475 | 2016.11.30 19:21 | modify | 1119 | 0.10 | 114.056 | 113.816 | 114.226 | ||
| 4476 | 2016.11.30 19:29 | t/p | 1119 | 0.10 | 114.226 | 113.816 | 114.226 | 1699.40 | 1475488.09 |
| 4477 | 2016.11.30 22:38 | buy | 1120 | 0.10 | 114.327 | 0.000 | 0.000 | ||
| 4478 | 2016.11.30 22:38 | modify | 1120 | 0.10 | 114.327 | 114.087 | 0.000 | ||
| 4479 | 2016.11.30 22:38 | modify | 1120 | 0.10 | 114.327 | 114.087 | 114.497 | ||
| 4480 | 2016.11.30 23:40 | t/p | 1120 | 0.10 | 114.491 | 114.087 | 114.497 | 1639.40 | 1477127.49 |
| 4481 | 2016.12.01 01:11 | buy | 1121 | 0.10 | 114.263 | 0.000 | 0.000 | ||
| 4482 | 2016.12.01 01:11 | modify | 1121 | 0.10 | 114.263 | 114.023 | 0.000 | ||
| 4483 | 2016.12.01 01:11 | modify | 1121 | 0.10 | 114.263 | 114.023 | 114.433 | ||
| 4484 | 2016.12.01 01:37 | t/p | 1121 | 0.10 | 114.444 | 114.023 | 114.433 | 1809.40 | 1478936.89 |
| 4485 | 2016.12.01 02:44 | buy | 1122 | 0.10 | 114.304 | 0.000 | 0.000 | ||
| 4486 | 2016.12.01 02:44 | modify | 1122 | 0.10 | 114.304 | 114.064 | 0.000 | ||
| 4487 | 2016.12.01 02:44 | modify | 1122 | 0.10 | 114.304 | 114.064 | 114.474 | ||
| 4488 | 2016.12.01 05:01 | s/l | 1122 | 0.10 | 114.053 | 114.064 | 114.474 | -2510.60 | 1476426.29 |
| 4489 | 2016.12.05 14:09 | buy | 1123 | 0.16 | 114.197 | 0.000 | 0.000 | ||
| 4490 | 2016.12.05 14:09 | modify | 1123 | 0.16 | 114.197 | 113.957 | 0.000 | ||
| 4491 | 2016.12.05 14:09 | modify | 1123 | 0.16 | 114.197 | 113.957 | 114.367 | ||
| 4492 | 2016.12.05 14:51 | t/p | 1123 | 0.16 | 114.366 | 113.957 | 114.367 | 2703.04 | 1479129.33 |
| 4493 | 2016.12.05 16:10 | buy | 1124 | 0.10 | 114.297 | 0.000 | 0.000 | ||
| 4494 | 2016.12.05 16:10 | modify | 1124 | 0.10 | 114.297 | 114.057 | 0.000 | ||
| 4495 | 2016.12.05 16:10 | modify | 1124 | 0.10 | 114.297 | 114.057 | 114.467 | ||
| 4496 | 2016.12.05 17:25 | s/l | 1124 | 0.10 | 114.049 | 114.057 | 114.467 | -2480.60 | 1476648.73 |
| 4497 | 2016.12.08 18:21 | buy | 1125 | 0.16 | 114.125 | 0.000 | 0.000 | ||
| 4498 | 2016.12.08 18:21 | modify | 1125 | 0.16 | 114.125 | 113.885 | 0.000 | ||
| 4499 | 2016.12.08 18:21 | modify | 1125 | 0.16 | 114.125 | 113.885 | 114.295 | ||
| 4500 | 2016.12.09 00:24 | t/p | 1125 | 0.16 | 114.302 | 113.885 | 114.295 | 2983.34 | 1479632.07 |