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 |
| 4651 | 2017.02.07 12:20 | modify | 1163 | 0.10 | 112.308 | 112.068 | 112.478 | ||
| 4652 | 2017.02.07 13:28 | t/p | 1163 | 0.10 | 112.470 | 112.068 | 112.478 | 1619.40 | 1501033.53 |
| 4653 | 2017.02.07 14:35 | buy | 1164 | 0.10 | 112.276 | 0.000 | 0.000 | ||
| 4654 | 2017.02.07 14:35 | modify | 1164 | 0.10 | 112.276 | 112.036 | 0.000 | ||
| 4655 | 2017.02.07 14:35 | modify | 1164 | 0.10 | 112.276 | 112.036 | 112.446 | ||
| 4656 | 2017.02.07 14:45 | t/p | 1164 | 0.10 | 112.454 | 112.036 | 112.446 | 1779.40 | 1502812.93 |
| 4657 | 2017.02.07 15:39 | buy | 1165 | 0.10 | 112.308 | 0.000 | 0.000 | ||
| 4658 | 2017.02.07 15:39 | modify | 1165 | 0.10 | 112.308 | 112.068 | 0.000 | ||
| 4659 | 2017.02.07 15:39 | modify | 1165 | 0.10 | 112.308 | 112.068 | 112.478 | ||
| 4660 | 2017.02.07 17:17 | s/l | 1165 | 0.10 | 112.069 | 112.068 | 112.478 | -2390.60 | 1500422.33 |
| 4661 | 2017.02.07 22:49 | buy | 1166 | 0.16 | 112.280 | 0.000 | 0.000 | ||
| 4662 | 2017.02.07 22:49 | modify | 1166 | 0.16 | 112.280 | 112.040 | 0.000 | ||
| 4663 | 2017.02.07 22:49 | modify | 1166 | 0.16 | 112.280 | 112.040 | 112.450 | ||
| 4664 | 2017.02.08 00:09 | t/p | 1166 | 0.16 | 112.442 | 112.040 | 112.450 | 2743.34 | 1503165.66 |
| 4665 | 2017.02.09 08:49 | buy | 1167 | 0.10 | 112.231 | 0.000 | 0.000 | ||
| 4666 | 2017.02.09 08:49 | modify | 1167 | 0.10 | 112.231 | 111.991 | 0.000 | ||
| 4667 | 2017.02.09 08:49 | modify | 1167 | 0.10 | 112.231 | 111.991 | 112.401 | ||
| 4668 | 2017.02.09 11:24 | t/p | 1167 | 0.10 | 112.404 | 111.991 | 112.401 | 1729.40 | 1504895.06 |
| 4669 | 2017.02.09 21:07 | buy | 1168 | 0.10 | 113.164 | 0.000 | 0.000 | ||
| 4670 | 2017.02.09 21:07 | modify | 1168 | 0.10 | 113.164 | 112.924 | 0.000 | ||
| 4671 | 2017.02.09 21:07 | modify | 1168 | 0.10 | 113.164 | 112.924 | 113.334 | ||
| 4672 | 2017.02.09 22:41 | t/p | 1168 | 0.10 | 113.328 | 112.924 | 113.334 | 1639.40 | 1506534.46 |
| 4673 | 2017.02.10 03:03 | buy | 1169 | 0.10 | 113.604 | 0.000 | 0.000 | ||
| 4674 | 2017.02.10 03:03 | modify | 1169 | 0.10 | 113.604 | 113.364 | 0.000 | ||
| 4675 | 2017.02.10 03:03 | modify | 1169 | 0.10 | 113.604 | 113.364 | 113.774 | ||
| 4676 | 2017.02.10 04:14 | t/p | 1169 | 0.10 | 113.769 | 113.364 | 113.774 | 1649.40 | 1508183.86 |
| 4677 | 2017.02.10 07:09 | buy | 1170 | 0.10 | 113.646 | 0.000 | 0.000 | ||
| 4678 | 2017.02.10 07:09 | modify | 1170 | 0.10 | 113.646 | 113.406 | 0.000 | ||
| 4679 | 2017.02.10 07:09 | modify | 1170 | 0.10 | 113.646 | 113.406 | 113.816 | ||
| 4680 | 2017.02.10 07:58 | t/p | 1170 | 0.10 | 113.815 | 113.406 | 113.816 | 1689.40 | 1509873.26 |
| 4681 | 2017.02.10 08:36 | buy | 1171 | 0.10 | 113.637 | 0.000 | 0.000 | ||
| 4682 | 2017.02.10 08:36 | modify | 1171 | 0.10 | 113.637 | 113.397 | 0.000 | ||
| 4683 | 2017.02.10 08:36 | modify | 1171 | 0.10 | 113.637 | 113.397 | 113.807 | ||
| 4684 | 2017.02.10 11:10 | s/l | 1171 | 0.10 | 113.405 | 113.397 | 113.807 | -2320.60 | 1507552.66 |
| 4685 | 2017.02.13 04:36 | buy | 1172 | 0.16 | 113.887 | 0.000 | 0.000 | ||
| 4686 | 2017.02.13 04:36 | modify | 1172 | 0.16 | 113.887 | 113.647 | 0.000 | ||
| 4687 | 2017.02.13 04:36 | modify | 1172 | 0.16 | 113.887 | 113.647 | 114.057 | ||
| 4688 | 2017.02.13 06:22 | s/l | 1172 | 0.16 | 113.646 | 113.647 | 114.057 | -3856.96 | 1503695.70 |
| 4689 | 2017.02.13 16:11 | buy | 1173 | 0.26 | 113.866 | 0.000 | 0.000 | ||
| 4690 | 2017.02.13 16:11 | modify | 1173 | 0.26 | 113.866 | 113.626 | 0.000 | ||
| 4691 | 2017.02.13 16:11 | modify | 1173 | 0.26 | 113.866 | 113.626 | 114.036 | ||
| 4692 | 2017.02.13 19:17 | s/l | 1173 | 0.26 | 113.627 | 113.626 | 114.036 | -6215.55 | 1497480.15 |
| 4693 | 2017.02.14 18:35 | buy | 1174 | 0.42 | 114.277 | 0.000 | 0.000 | ||
| 4694 | 2017.02.14 18:35 | modify | 1174 | 0.42 | 114.277 | 114.037 | 0.000 | ||
| 4695 | 2017.02.14 18:35 | modify | 1174 | 0.42 | 114.277 | 114.037 | 114.447 | ||
| 4696 | 2017.02.15 00:49 | t/p | 1174 | 0.42 | 114.456 | 114.037 | 114.447 | 7915.26 | 1505395.42 |
| 4697 | 2017.02.15 03:11 | buy | 1175 | 0.10 | 114.285 | 0.000 | 0.000 | ||
| 4698 | 2017.02.15 03:11 | modify | 1175 | 0.10 | 114.285 | 114.045 | 0.000 | ||
| 4699 | 2017.02.15 03:11 | modify | 1175 | 0.10 | 114.285 | 114.045 | 114.455 | ||
| 4700 | 2017.02.15 06:00 | t/p | 1175 | 0.10 | 114.449 | 114.045 | 114.455 | 1639.40 | 1507034.82 |
| 4701 | 2017.02.15 12:16 | buy | 1176 | 0.10 | 114.467 | 0.000 | 0.000 | ||
| 4702 | 2017.02.15 12:16 | modify | 1176 | 0.10 | 114.467 | 114.227 | 0.000 | ||
| 4703 | 2017.02.15 12:16 | modify | 1176 | 0.10 | 114.467 | 114.227 | 114.637 | ||
| 4704 | 2017.02.15 13:30 | t/p | 1176 | 0.10 | 114.659 | 114.227 | 114.637 | 1919.40 | 1508954.22 |
| 4705 | 2017.02.15 14:46 | buy | 1177 | 0.10 | 114.578 | 0.000 | 0.000 | ||
| 4706 | 2017.02.15 14:46 | modify | 1177 | 0.10 | 114.578 | 114.338 | 0.000 | ||
| 4707 | 2017.02.15 14:46 | modify | 1177 | 0.10 | 114.578 | 114.338 | 114.748 | ||
| 4708 | 2017.02.15 15:21 | s/l | 1177 | 0.10 | 114.323 | 114.338 | 114.748 | -2550.60 | 1506403.62 |
| 4709 | 2017.02.20 04:37 | buy | 1178 | 0.16 | 113.062 | 0.000 | 0.000 | ||
| 4710 | 2017.02.20 04:37 | modify | 1178 | 0.16 | 113.062 | 112.822 | 0.000 | ||
| 4711 | 2017.02.20 04:37 | modify | 1178 | 0.16 | 113.062 | 112.822 | 113.232 | ||
| 4712 | 2017.02.20 06:09 | close | 1178 | 0.16 | 113.229 | 112.822 | 113.232 | 2671.04 | 1509074.66 |
| 4713 | 2017.02.20 08:05 | buy | 1179 | 0.10 | 113.078 | 0.000 | 0.000 | ||
| 4714 | 2017.02.20 08:05 | modify | 1179 | 0.10 | 113.078 | 112.838 | 0.000 | ||
| 4715 | 2017.02.20 08:05 | modify | 1179 | 0.10 | 113.078 | 112.838 | 113.248 | ||
| 4716 | 2017.02.20 23:20 | close | 1179 | 0.10 | 113.212 | 112.838 | 113.248 | 1339.40 | 1510414.06 |
| 4717 | 2017.02.21 05:33 | buy | 1180 | 0.10 | 113.600 | 0.000 | 0.000 | ||
| 4718 | 2017.02.21 05:33 | modify | 1180 | 0.10 | 113.600 | 113.360 | 0.000 | ||
| 4719 | 2017.02.21 05:33 | modify | 1180 | 0.10 | 113.600 | 113.360 | 113.770 | ||
| 4720 | 2017.02.21 10:04 | t/p | 1180 | 0.10 | 113.768 | 113.360 | 113.770 | 1679.40 | 1512093.46 |
| 4721 | 2017.02.21 12:04 | buy | 1181 | 0.10 | 113.594 | 0.000 | 0.000 | ||
| 4722 | 2017.02.21 12:04 | modify | 1181 | 0.10 | 113.594 | 113.354 | 0.000 | ||
| 4723 | 2017.02.21 12:04 | modify | 1181 | 0.10 | 113.594 | 113.354 | 113.764 | ||
| 4724 | 2017.02.21 13:32 | t/p | 1181 | 0.10 | 113.766 | 113.354 | 113.764 | 1719.40 | 1513812.86 |
| 4725 | 2017.02.21 14:47 | buy | 1182 | 0.10 | 113.644 | 0.000 | 0.000 | ||
| 4726 | 2017.02.21 14:47 | modify | 1182 | 0.10 | 113.644 | 113.404 | 0.000 | ||
| 4727 | 2017.02.21 14:47 | modify | 1182 | 0.10 | 113.644 | 113.404 | 113.814 | ||
| 4728 | 2017.02.22 02:20 | s/l | 1182 | 0.10 | 113.396 | 113.404 | 113.814 | -2385.42 | 1511427.44 |
| 4729 | 2017.03.01 01:59 | buy | 1183 | 0.16 | 113.050 | 0.000 | 0.000 | ||
| 4730 | 2017.03.01 01:59 | modify | 1183 | 0.16 | 113.050 | 112.810 | 0.000 | ||
| 4731 | 2017.03.01 01:59 | modify | 1183 | 0.16 | 113.050 | 112.810 | 113.220 | ||
| 4732 | 2017.03.01 02:24 | s/l | 1183 | 0.16 | 112.820 | 112.810 | 113.220 | -3680.96 | 1507746.48 |
| 4733 | 2017.03.01 02:25 | buy | 1184 | 0.26 | 112.782 | 0.000 | 0.000 | ||
| 4734 | 2017.03.01 02:25 | modify | 1184 | 0.26 | 112.782 | 112.542 | 0.000 | ||
| 4735 | 2017.03.01 02:25 | modify | 1184 | 0.26 | 112.782 | 112.542 | 112.952 | ||
| 4736 | 2017.03.01 02:31 | t/p | 1184 | 0.26 | 112.961 | 112.542 | 112.952 | 4652.45 | 1512398.93 |
| 4737 | 2017.03.01 06:09 | buy | 1185 | 0.10 | 113.404 | 0.000 | 0.000 | ||
| 4738 | 2017.03.01 06:09 | modify | 1185 | 0.10 | 113.404 | 113.164 | 0.000 | ||
| 4739 | 2017.03.01 06:09 | modify | 1185 | 0.10 | 113.404 | 113.164 | 113.574 | ||
| 4740 | 2017.03.01 07:03 | t/p | 1185 | 0.10 | 113.584 | 113.164 | 113.574 | 1799.40 | 1514198.33 |
| 4741 | 2017.03.01 16:38 | buy | 1186 | 0.10 | 113.695 | 0.000 | 0.000 | ||
| 4742 | 2017.03.01 16:38 | modify | 1186 | 0.10 | 113.695 | 113.455 | 0.000 | ||
| 4743 | 2017.03.01 16:38 | modify | 1186 | 0.10 | 113.695 | 113.455 | 113.865 | ||
| 4744 | 2017.03.01 23:00 | t/p | 1186 | 0.10 | 113.867 | 113.455 | 113.865 | 1719.40 | 1515917.73 |
| 4745 | 2017.03.02 01:05 | buy | 1187 | 0.10 | 113.893 | 0.000 | 0.000 | ||
| 4746 | 2017.03.02 01:05 | modify | 1187 | 0.10 | 113.893 | 113.653 | 0.000 | ||
| 4747 | 2017.03.02 01:05 | modify | 1187 | 0.10 | 113.893 | 113.653 | 114.063 | ||
| 4748 | 2017.03.02 02:32 | t/p | 1187 | 0.10 | 114.061 | 113.653 | 114.063 | 1679.40 | 1517597.13 |
| 4749 | 2017.03.02 03:15 | buy | 1188 | 0.10 | 113.953 | 0.000 | 0.000 | ||
| 4750 | 2017.03.02 03:15 | modify | 1188 | 0.10 | 113.953 | 113.713 | 0.000 | ||
| 4751 | 2017.03.02 03:15 | modify | 1188 | 0.10 | 113.953 | 113.713 | 114.123 | ||
| 4752 | 2017.03.02 06:26 | t/p | 1188 | 0.10 | 114.126 | 113.713 | 114.123 | 1729.40 | 1519326.53 |
| 4753 | 2017.03.02 10:45 | buy | 1189 | 0.10 | 114.160 | 0.000 | 0.000 | ||
| 4754 | 2017.03.02 10:45 | modify | 1189 | 0.10 | 114.160 | 113.920 | 0.000 | ||
| 4755 | 2017.03.02 10:45 | modify | 1189 | 0.10 | 114.160 | 113.920 | 114.330 | ||
| 4756 | 2017.03.02 12:10 | t/p | 1189 | 0.10 | 114.328 | 113.920 | 114.330 | 1679.40 | 1521005.93 |
| 4757 | 2017.03.02 15:50 | buy | 1190 | 0.10 | 114.336 | 0.000 | 0.000 | ||
| 4758 | 2017.03.02 15:50 | modify | 1190 | 0.10 | 114.336 | 114.096 | 0.000 | ||
| 4759 | 2017.03.02 15:50 | modify | 1190 | 0.10 | 114.336 | 114.096 | 114.506 | ||
| 4760 | 2017.03.02 17:10 | t/p | 1190 | 0.10 | 114.504 | 114.096 | 114.506 | 1679.40 | 1522685.33 |
| 4761 | 2017.03.02 20:14 | buy | 1191 | 0.10 | 114.454 | 0.000 | 0.000 | ||
| 4762 | 2017.03.02 20:14 | modify | 1191 | 0.10 | 114.454 | 114.214 | 0.000 | ||
| 4763 | 2017.03.02 20:14 | modify | 1191 | 0.10 | 114.454 | 114.214 | 114.624 | ||
| 4764 | 2017.03.03 01:09 | s/l | 1191 | 0.10 | 114.220 | 114.214 | 114.624 | -2245.42 | 1520439.92 |
| 4765 | 2017.03.03 12:54 | buy | 1192 | 0.16 | 114.376 | 0.000 | 0.000 | ||
| 4766 | 2017.03.03 12:54 | modify | 1192 | 0.16 | 114.376 | 114.136 | 0.000 | ||
| 4767 | 2017.03.03 12:54 | modify | 1192 | 0.16 | 114.376 | 114.136 | 114.546 | ||
| 4768 | 2017.03.03 16:20 | t/p | 1192 | 0.16 | 114.551 | 114.136 | 114.546 | 2799.04 | 1523238.96 |
| 4769 | 2017.03.03 17:51 | buy | 1193 | 0.10 | 114.470 | 0.000 | 0.000 | ||
| 4770 | 2017.03.03 17:51 | modify | 1193 | 0.10 | 114.470 | 114.230 | 0.000 | ||
| 4771 | 2017.03.03 17:51 | modify | 1193 | 0.10 | 114.470 | 114.230 | 114.640 | ||
| 4772 | 2017.03.03 18:00 | t/p | 1193 | 0.10 | 114.654 | 114.230 | 114.640 | 1839.40 | 1525078.36 |
| 4773 | 2017.03.06 19:09 | buy | 1194 | 0.10 | 113.960 | 0.000 | 0.000 | ||
| 4774 | 2017.03.06 19:09 | modify | 1194 | 0.10 | 113.960 | 113.720 | 0.000 | ||
| 4775 | 2017.03.06 19:09 | modify | 1194 | 0.10 | 113.960 | 113.720 | 114.130 | ||
| 4776 | 2017.03.07 13:11 | close | 1194 | 0.10 | 114.038 | 113.720 | 114.130 | 874.58 | 1525952.94 |
| 4777 | 2017.03.07 14:51 | buy | 1195 | 0.10 | 114.008 | 0.000 | 0.000 | ||
| 4778 | 2017.03.07 14:51 | modify | 1195 | 0.10 | 114.008 | 113.768 | 0.000 | ||
| 4779 | 2017.03.07 14:51 | modify | 1195 | 0.10 | 114.008 | 113.768 | 114.178 | ||
| 4780 | 2017.03.08 01:23 | s/l | 1195 | 0.10 | 113.765 | 113.768 | 114.178 | -2335.42 | 1523617.52 |
| 4781 | 2017.03.08 11:40 | buy | 1196 | 0.16 | 114.017 | 0.000 | 0.000 | ||
| 4782 | 2017.03.08 11:40 | modify | 1196 | 0.16 | 114.017 | 113.777 | 0.000 | ||
| 4783 | 2017.03.08 11:40 | modify | 1196 | 0.16 | 114.017 | 113.777 | 114.187 | ||
| 4784 | 2017.03.08 12:49 | t/p | 1196 | 0.16 | 114.188 | 113.777 | 114.187 | 2735.04 | 1526352.56 |
| 4785 | 2017.03.08 17:29 | buy | 1197 | 0.10 | 114.556 | 0.000 | 0.000 | ||
| 4786 | 2017.03.08 17:29 | modify | 1197 | 0.10 | 114.556 | 114.316 | 0.000 | ||
| 4787 | 2017.03.08 17:29 | modify | 1197 | 0.10 | 114.556 | 114.316 | 114.726 | ||
| 4788 | 2017.03.08 20:33 | s/l | 1197 | 0.10 | 114.307 | 114.316 | 114.726 | -2490.60 | 1523861.96 |
| 4789 | 2017.03.09 06:33 | buy | 1198 | 0.16 | 114.478 | 0.000 | 0.000 | ||
| 4790 | 2017.03.09 06:33 | modify | 1198 | 0.16 | 114.478 | 114.238 | 0.000 | ||
| 4791 | 2017.03.09 06:33 | modify | 1198 | 0.16 | 114.478 | 114.238 | 114.648 | ||
| 4792 | 2017.03.09 08:31 | t/p | 1198 | 0.16 | 114.647 | 114.238 | 114.648 | 2703.04 | 1526565.00 |
| 4793 | 2017.03.09 10:34 | buy | 1199 | 0.10 | 114.692 | 0.000 | 0.000 | ||
| 4794 | 2017.03.09 10:34 | modify | 1199 | 0.10 | 114.692 | 114.452 | 0.000 | ||
| 4795 | 2017.03.09 10:34 | modify | 1199 | 0.10 | 114.692 | 114.452 | 114.862 | ||
| 4796 | 2017.03.09 13:54 | t/p | 1199 | 0.10 | 114.858 | 114.452 | 114.862 | 1659.40 | 1528224.40 |
| 4797 | 2017.03.09 16:22 | buy | 1200 | 0.10 | 114.748 | 0.000 | 0.000 | ||
| 4798 | 2017.03.09 16:22 | modify | 1200 | 0.10 | 114.748 | 114.508 | 0.000 | ||
| 4799 | 2017.03.09 16:22 | modify | 1200 | 0.10 | 114.748 | 114.508 | 114.918 | ||
| 4800 | 2017.03.09 20:08 | t/p | 1200 | 0.10 | 114.908 | 114.508 | 114.918 | 1599.40 | 1529823.80 |