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 |
| 4801 | 2017.03.14 00:02 | buy | 1201 | 0.10 | 114.893 | 0.000 | 0.000 | ||
| 4802 | 2017.03.14 00:02 | modify | 1201 | 0.10 | 114.893 | 114.653 | 0.000 | ||
| 4803 | 2017.03.14 00:02 | modify | 1201 | 0.10 | 114.893 | 114.653 | 115.063 | ||
| 4804 | 2017.03.14 06:23 | close | 1201 | 0.10 | 114.917 | 114.653 | 115.063 | 239.40 | 1530063.20 |
| 4805 | 2017.03.14 10:28 | buy | 1202 | 0.10 | 115.047 | 0.000 | 0.000 | ||
| 4806 | 2017.03.14 10:28 | modify | 1202 | 0.10 | 115.047 | 114.807 | 0.000 | ||
| 4807 | 2017.03.14 10:28 | modify | 1202 | 0.10 | 115.047 | 114.807 | 115.217 | ||
| 4808 | 2017.03.14 12:20 | s/l | 1202 | 0.10 | 114.814 | 114.807 | 115.217 | -2330.60 | 1527732.60 |
| 4809 | 2017.03.15 04:18 | buy | 1203 | 0.16 | 114.813 | 0.000 | 0.000 | ||
| 4810 | 2017.03.15 04:18 | modify | 1203 | 0.16 | 114.813 | 114.573 | 0.000 | ||
| 4811 | 2017.03.15 04:18 | modify | 1203 | 0.16 | 114.813 | 114.573 | 114.983 | ||
| 4812 | 2017.03.15 11:53 | s/l | 1203 | 0.16 | 114.566 | 114.573 | 114.983 | -3952.96 | 1523779.64 |
| 4813 | 2017.03.17 04:24 | buy | 1204 | 0.26 | 113.420 | 0.000 | 0.000 | ||
| 4814 | 2017.03.17 04:24 | modify | 1204 | 0.26 | 113.420 | 113.180 | 0.000 | ||
| 4815 | 2017.03.17 04:24 | modify | 1204 | 0.26 | 113.420 | 113.180 | 113.590 | ||
| 4816 | 2017.03.17 11:21 | s/l | 1204 | 0.26 | 113.181 | 113.180 | 113.590 | -6215.55 | 1517564.09 |
| 4817 | 2017.03.20 12:50 | buy | 1205 | 0.42 | 112.777 | 0.000 | 0.000 | ||
| 4818 | 2017.03.20 12:50 | modify | 1205 | 0.42 | 112.777 | 112.537 | 0.000 | ||
| 4819 | 2017.03.20 12:50 | modify | 1205 | 0.42 | 112.777 | 112.537 | 112.947 | ||
| 4820 | 2017.03.20 17:38 | s/l | 1205 | 0.42 | 112.541 | 112.537 | 112.947 | -9914.51 | 1507649.58 |
| 4821 | 2017.03.21 04:58 | buy | 1206 | 0.67 | 112.686 | 0.000 | 0.000 | ||
| 4822 | 2017.03.21 04:58 | modify | 1206 | 0.67 | 112.686 | 112.446 | 0.000 | ||
| 4823 | 2017.03.21 04:58 | modify | 1206 | 0.67 | 112.686 | 112.446 | 112.856 | ||
| 4824 | 2017.03.21 05:33 | close | 1206 | 0.67 | 112.827 | 112.446 | 112.856 | 9442.99 | 1517092.57 |
| 4825 | 2017.03.21 06:53 | buy | 1207 | 0.10 | 112.701 | 0.000 | 0.000 | ||
| 4826 | 2017.03.21 06:53 | modify | 1207 | 0.10 | 112.701 | 112.461 | 0.000 | ||
| 4827 | 2017.03.21 06:53 | modify | 1207 | 0.10 | 112.701 | 112.461 | 112.871 | ||
| 4828 | 2017.03.21 11:11 | s/l | 1207 | 0.10 | 112.451 | 112.461 | 112.871 | -2500.60 | 1514591.97 |
| 4829 | 2017.03.23 03:27 | buy | 1208 | 0.16 | 111.404 | 0.000 | 0.000 | ||
| 4830 | 2017.03.23 03:27 | modify | 1208 | 0.16 | 111.404 | 111.164 | 0.000 | ||
| 4831 | 2017.03.23 03:27 | modify | 1208 | 0.16 | 111.404 | 111.164 | 111.574 | ||
| 4832 | 2017.03.23 07:05 | s/l | 1208 | 0.16 | 111.173 | 111.164 | 111.574 | -3696.96 | 1510895.01 |
| 4833 | 2017.03.24 03:26 | buy | 1209 | 0.26 | 111.241 | 0.000 | 0.000 | ||
| 4834 | 2017.03.24 03:26 | modify | 1209 | 0.26 | 111.241 | 111.001 | 0.000 | ||
| 4835 | 2017.03.24 03:26 | modify | 1209 | 0.26 | 111.241 | 111.001 | 111.411 | ||
| 4836 | 2017.03.24 05:27 | t/p | 1209 | 0.26 | 111.405 | 111.001 | 111.411 | 4262.45 | 1515157.46 |
| 4837 | 2017.03.24 06:59 | buy | 1210 | 0.10 | 111.353 | 0.000 | 0.000 | ||
| 4838 | 2017.03.24 06:59 | modify | 1210 | 0.10 | 111.353 | 111.113 | 0.000 | ||
| 4839 | 2017.03.24 06:59 | modify | 1210 | 0.10 | 111.353 | 111.113 | 111.523 | ||
| 4840 | 2017.03.24 09:34 | s/l | 1210 | 0.10 | 111.112 | 111.113 | 111.523 | -2410.60 | 1512746.86 |
| 4841 | 2017.03.27 21:26 | buy | 1211 | 0.16 | 110.581 | 0.000 | 0.000 | ||
| 4842 | 2017.03.27 21:26 | modify | 1211 | 0.16 | 110.581 | 110.341 | 0.000 | ||
| 4843 | 2017.03.27 21:26 | modify | 1211 | 0.16 | 110.581 | 110.341 | 110.751 | ||
| 4844 | 2017.03.27 23:31 | t/p | 1211 | 0.16 | 110.743 | 110.341 | 110.751 | 2591.04 | 1515337.90 |
| 4845 | 2017.03.28 00:59 | buy | 1212 | 0.10 | 110.665 | 0.000 | 0.000 | ||
| 4846 | 2017.03.28 00:59 | modify | 1212 | 0.10 | 110.665 | 110.425 | 0.000 | ||
| 4847 | 2017.03.28 00:59 | modify | 1212 | 0.10 | 110.665 | 110.425 | 110.835 | ||
| 4848 | 2017.03.28 06:06 | close | 1212 | 0.10 | 110.678 | 110.425 | 110.835 | 129.40 | 1515467.30 |
| 4849 | 2017.03.28 21:46 | buy | 1213 | 0.10 | 111.063 | 0.000 | 0.000 | ||
| 4850 | 2017.03.28 21:46 | modify | 1213 | 0.10 | 111.063 | 110.823 | 0.000 | ||
| 4851 | 2017.03.28 21:46 | modify | 1213 | 0.10 | 111.063 | 110.823 | 111.233 | ||
| 4852 | 2017.03.28 23:57 | t/p | 1213 | 0.10 | 111.233 | 110.823 | 111.233 | 1699.40 | 1517166.70 |
| 4853 | 2017.03.29 00:37 | buy | 1214 | 0.10 | 111.081 | 0.000 | 0.000 | ||
| 4854 | 2017.03.29 00:37 | modify | 1214 | 0.10 | 111.081 | 110.841 | 0.000 | ||
| 4855 | 2017.03.29 00:37 | modify | 1214 | 0.10 | 111.081 | 110.841 | 111.251 | ||
| 4856 | 2017.03.29 01:59 | t/p | 1214 | 0.10 | 111.254 | 110.841 | 111.251 | 1729.40 | 1518896.10 |
| 4857 | 2017.03.29 04:25 | buy | 1215 | 0.10 | 111.194 | 0.000 | 0.000 | ||
| 4858 | 2017.03.29 04:25 | modify | 1215 | 0.10 | 111.194 | 110.954 | 0.000 | ||
| 4859 | 2017.03.29 04:25 | modify | 1215 | 0.10 | 111.194 | 110.954 | 111.364 | ||
| 4860 | 2017.03.29 08:52 | s/l | 1215 | 0.10 | 110.949 | 110.954 | 111.364 | -2450.60 | 1516445.50 |
| 4861 | 2017.03.30 03:19 | buy | 1216 | 0.16 | 111.284 | 0.000 | 0.000 | ||
| 4862 | 2017.03.30 03:19 | modify | 1216 | 0.16 | 111.284 | 111.044 | 0.000 | ||
| 4863 | 2017.03.30 03:19 | modify | 1216 | 0.16 | 111.284 | 111.044 | 111.454 | ||
| 4864 | 2017.03.30 07:01 | s/l | 1216 | 0.16 | 111.049 | 111.044 | 111.454 | -3760.96 | 1512684.54 |
| 4865 | 2017.03.30 22:15 | buy | 1217 | 0.26 | 111.794 | 0.000 | 0.000 | ||
| 4866 | 2017.03.30 22:15 | modify | 1217 | 0.26 | 111.794 | 111.554 | 0.000 | ||
| 4867 | 2017.03.30 22:15 | modify | 1217 | 0.26 | 111.794 | 111.554 | 111.964 | ||
| 4868 | 2017.03.31 00:50 | t/p | 1217 | 0.26 | 111.961 | 111.554 | 111.964 | 4587.93 | 1517272.47 |
| 4869 | 2017.03.31 05:02 | buy | 1218 | 0.10 | 112.014 | 0.000 | 0.000 | ||
| 4870 | 2017.03.31 05:02 | modify | 1218 | 0.10 | 112.014 | 111.774 | 0.000 | ||
| 4871 | 2017.03.31 05:02 | modify | 1218 | 0.10 | 112.014 | 111.774 | 112.184 | ||
| 4872 | 2017.03.31 06:28 | s/l | 1218 | 0.10 | 111.777 | 111.774 | 112.184 | -2370.60 | 1514901.87 |
| 4873 | 2017.04.04 17:06 | buy | 1219 | 0.16 | 110.641 | 0.000 | 0.000 | ||
| 4874 | 2017.04.04 17:06 | modify | 1219 | 0.16 | 110.641 | 110.401 | 0.000 | ||
| 4875 | 2017.04.04 17:06 | modify | 1219 | 0.16 | 110.641 | 110.401 | 110.811 | ||
| 4876 | 2017.04.04 22:42 | t/p | 1219 | 0.16 | 110.811 | 110.401 | 110.811 | 2719.04 | 1517620.91 |
| 4877 | 2017.04.05 00:58 | buy | 1220 | 0.10 | 110.757 | 0.000 | 0.000 | ||
| 4878 | 2017.04.05 00:58 | modify | 1220 | 0.10 | 110.757 | 110.517 | 0.000 | ||
| 4879 | 2017.04.05 00:58 | modify | 1220 | 0.10 | 110.757 | 110.517 | 110.927 | ||
| 4880 | 2017.04.05 09:10 | close | 1220 | 0.10 | 110.849 | 110.517 | 110.927 | 919.40 | 1518540.31 |
| 4881 | 2017.04.05 11:29 | buy | 1221 | 0.10 | 110.806 | 0.000 | 0.000 | ||
| 4882 | 2017.04.05 11:29 | modify | 1221 | 0.10 | 110.806 | 110.566 | 0.000 | ||
| 4883 | 2017.04.05 11:29 | modify | 1221 | 0.10 | 110.806 | 110.566 | 110.976 | ||
| 4884 | 2017.04.05 12:15 | t/p | 1221 | 0.10 | 111.077 | 110.566 | 110.976 | 2709.40 | 1521249.71 |
| 4885 | 2017.04.05 14:39 | buy | 1222 | 0.10 | 111.148 | 0.000 | 0.000 | ||
| 4886 | 2017.04.05 14:39 | modify | 1222 | 0.10 | 111.148 | 110.908 | 0.000 | ||
| 4887 | 2017.04.05 14:39 | modify | 1222 | 0.10 | 111.148 | 110.908 | 111.318 | ||
| 4888 | 2017.04.05 16:50 | t/p | 1222 | 0.10 | 111.309 | 110.908 | 111.318 | 1609.40 | 1522859.11 |
| 4889 | 2017.04.05 18:02 | buy | 1223 | 0.10 | 111.143 | 0.000 | 0.000 | ||
| 4890 | 2017.04.05 18:02 | modify | 1223 | 0.10 | 111.143 | 110.903 | 0.000 | ||
| 4891 | 2017.04.05 18:02 | modify | 1223 | 0.10 | 111.143 | 110.903 | 111.313 | ||
| 4892 | 2017.04.05 18:03 | t/p | 1223 | 0.10 | 111.327 | 110.903 | 111.313 | 1839.40 | 1524698.51 |
| 4893 | 2017.04.05 18:32 | buy | 1224 | 0.10 | 111.173 | 0.000 | 0.000 | ||
| 4894 | 2017.04.05 18:32 | modify | 1224 | 0.10 | 111.173 | 110.933 | 0.000 | ||
| 4895 | 2017.04.05 18:32 | modify | 1224 | 0.10 | 111.173 | 110.933 | 111.343 | ||
| 4896 | 2017.04.05 18:52 | s/l | 1224 | 0.10 | 110.943 | 110.933 | 111.343 | -2300.60 | 1522397.91 |
| 4897 | 2017.04.06 13:14 | buy | 1225 | 0.16 | 110.751 | 0.000 | 0.000 | ||
| 4898 | 2017.04.06 13:14 | modify | 1225 | 0.16 | 110.751 | 110.511 | 0.000 | ||
| 4899 | 2017.04.06 13:14 | modify | 1225 | 0.16 | 110.751 | 110.511 | 110.921 | ||
| 4900 | 2017.04.06 14:10 | t/p | 1225 | 0.16 | 110.918 | 110.511 | 110.921 | 2671.04 | 1525068.95 |
| 4901 | 2017.04.06 16:38 | buy | 1226 | 0.10 | 110.900 | 0.000 | 0.000 | ||
| 4902 | 2017.04.06 16:38 | modify | 1226 | 0.10 | 110.900 | 110.660 | 0.000 | ||
| 4903 | 2017.04.06 16:38 | modify | 1226 | 0.10 | 110.900 | 110.660 | 111.070 | ||
| 4904 | 2017.04.07 01:14 | s/l | 1226 | 0.10 | 110.651 | 110.660 | 111.070 | -2395.42 | 1522673.54 |
| 4905 | 2017.04.07 19:00 | buy | 1227 | 0.16 | 111.154 | 0.000 | 0.000 | ||
| 4906 | 2017.04.07 19:00 | modify | 1227 | 0.16 | 111.154 | 110.914 | 0.000 | ||
| 4907 | 2017.04.07 19:00 | modify | 1227 | 0.16 | 111.154 | 110.914 | 111.324 | ||
| 4908 | 2017.04.09 22:20 | close | 1227 | 0.16 | 111.233 | 110.914 | 111.324 | 1263.04 | 1523936.58 |
| 4909 | 2017.04.17 13:43 | buy | 1228 | 0.10 | 108.443 | 0.000 | 0.000 | ||
| 4910 | 2017.04.17 13:43 | modify | 1228 | 0.10 | 108.443 | 108.203 | 0.000 | ||
| 4911 | 2017.04.17 13:43 | modify | 1228 | 0.10 | 108.443 | 108.203 | 108.613 | ||
| 4912 | 2017.04.17 18:16 | close | 1228 | 0.10 | 108.602 | 108.203 | 108.613 | 1589.40 | 1525525.98 |
| 4913 | 2017.04.19 12:50 | buy | 1229 | 0.10 | 108.865 | 0.000 | 0.000 | ||
| 4914 | 2017.04.19 12:50 | modify | 1229 | 0.10 | 108.865 | 108.625 | 0.000 | ||
| 4915 | 2017.04.19 12:50 | modify | 1229 | 0.10 | 108.865 | 108.625 | 109.035 | ||
| 4916 | 2017.04.19 13:31 | t/p | 1229 | 0.10 | 109.043 | 108.625 | 109.035 | 1779.40 | 1527305.38 |
| 4917 | 2017.04.19 16:07 | buy | 1230 | 0.10 | 108.950 | 0.000 | 0.000 | ||
| 4918 | 2017.04.19 16:07 | modify | 1230 | 0.10 | 108.950 | 108.710 | 0.000 | ||
| 4919 | 2017.04.19 16:07 | modify | 1230 | 0.10 | 108.950 | 108.710 | 109.120 | ||
| 4920 | 2017.04.19 18:25 | s/l | 1230 | 0.10 | 108.718 | 108.710 | 109.120 | -2320.60 | 1524984.78 |
| 4921 | 2017.04.20 15:18 | buy | 1231 | 0.16 | 109.119 | 0.000 | 0.000 | ||
| 4922 | 2017.04.20 15:18 | modify | 1231 | 0.16 | 109.119 | 108.879 | 0.000 | ||
| 4923 | 2017.04.20 15:18 | modify | 1231 | 0.16 | 109.119 | 108.879 | 109.289 | ||
| 4924 | 2017.04.20 15:52 | t/p | 1231 | 0.16 | 109.299 | 108.879 | 109.289 | 2879.04 | 1527863.82 |
| 4925 | 2017.04.20 17:19 | buy | 1232 | 0.10 | 109.223 | 0.000 | 0.000 | ||
| 4926 | 2017.04.20 17:19 | modify | 1232 | 0.10 | 109.223 | 108.983 | 0.000 | ||
| 4927 | 2017.04.20 17:19 | modify | 1232 | 0.10 | 109.223 | 108.983 | 109.393 | ||
| 4928 | 2017.04.20 17:36 | t/p | 1232 | 0.10 | 109.404 | 108.983 | 109.393 | 1809.40 | 1529673.22 |
| 4929 | 2017.04.20 19:22 | buy | 1233 | 0.10 | 109.254 | 0.000 | 0.000 | ||
| 4930 | 2017.04.20 19:22 | modify | 1233 | 0.10 | 109.254 | 109.014 | 0.000 | ||
| 4931 | 2017.04.20 19:22 | modify | 1233 | 0.10 | 109.254 | 109.014 | 109.424 | ||
| 4932 | 2017.04.21 12:25 | s/l | 1233 | 0.10 | 109.021 | 109.014 | 109.424 | -2235.42 | 1527437.80 |
| 4933 | 2017.04.25 09:59 | buy | 1234 | 0.16 | 110.356 | 0.000 | 0.000 | ||
| 4934 | 2017.04.25 09:59 | modify | 1234 | 0.16 | 110.356 | 110.116 | 0.000 | ||
| 4935 | 2017.04.25 09:59 | modify | 1234 | 0.16 | 110.356 | 110.116 | 110.526 | ||
| 4936 | 2017.04.25 11:35 | t/p | 1234 | 0.16 | 110.529 | 110.116 | 110.526 | 2767.04 | 1530204.84 |
| 4937 | 2017.04.25 22:45 | buy | 1235 | 0.10 | 111.036 | 0.000 | 0.000 | ||
| 4938 | 2017.04.25 22:45 | modify | 1235 | 0.10 | 111.036 | 110.796 | 0.000 | ||
| 4939 | 2017.04.25 22:45 | modify | 1235 | 0.10 | 111.036 | 110.796 | 111.206 | ||
| 4940 | 2017.04.26 00:11 | t/p | 1235 | 0.10 | 111.198 | 110.796 | 111.206 | 1714.58 | 1531919.43 |
| 4941 | 2017.04.26 03:42 | buy | 1236 | 0.10 | 111.207 | 0.000 | 0.000 | ||
| 4942 | 2017.04.26 03:42 | modify | 1236 | 0.10 | 111.207 | 110.967 | 0.000 | ||
| 4943 | 2017.04.26 03:42 | modify | 1236 | 0.10 | 111.207 | 110.967 | 111.377 | ||
| 4944 | 2017.04.26 05:05 | close | 1236 | 0.10 | 111.317 | 110.967 | 111.377 | 1099.40 | 1533018.83 |
| 4945 | 2017.04.26 07:49 | buy | 1237 | 0.10 | 111.314 | 0.000 | 0.000 | ||
| 4946 | 2017.04.26 07:49 | modify | 1237 | 0.10 | 111.314 | 111.074 | 0.000 | ||
| 4947 | 2017.04.26 07:49 | modify | 1237 | 0.10 | 111.314 | 111.074 | 111.484 | ||
| 4948 | 2017.04.26 12:32 | t/p | 1237 | 0.10 | 111.475 | 111.074 | 111.484 | 1609.40 | 1534628.23 |
| 4949 | 2017.04.26 15:50 | buy | 1238 | 0.10 | 111.411 | 0.000 | 0.000 | ||
| 4950 | 2017.04.26 15:50 | modify | 1238 | 0.10 | 111.411 | 111.171 | 0.000 | ||