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 |
| 5101 | 2017.06.27 02:25 | buy | 1276 | 0.10 | 111.909 | 0.000 | 0.000 | ||
| 5102 | 2017.06.27 02:25 | modify | 1276 | 0.10 | 111.909 | 111.669 | 0.000 | ||
| 5103 | 2017.06.27 02:25 | modify | 1276 | 0.10 | 111.909 | 111.669 | 112.079 | ||
| 5104 | 2017.06.27 06:16 | s/l | 1276 | 0.10 | 111.679 | 111.669 | 112.079 | -2300.60 | 1527147.79 |
| 5105 | 2017.06.27 17:39 | buy | 1277 | 0.16 | 112.240 | 0.000 | 0.000 | ||
| 5106 | 2017.06.27 17:39 | modify | 1277 | 0.16 | 112.240 | 112.000 | 0.000 | ||
| 5107 | 2017.06.27 17:39 | modify | 1277 | 0.16 | 112.240 | 112.000 | 112.410 | ||
| 5108 | 2017.06.28 06:20 | close | 1277 | 0.16 | 112.360 | 112.000 | 112.410 | 2071.34 | 1529219.12 |
| 5109 | 2017.06.29 09:30 | buy | 1278 | 0.10 | 112.448 | 0.000 | 0.000 | ||
| 5110 | 2017.06.29 09:30 | modify | 1278 | 0.10 | 112.448 | 112.208 | 0.000 | ||
| 5111 | 2017.06.29 09:30 | modify | 1278 | 0.10 | 112.448 | 112.208 | 112.618 | ||
| 5112 | 2017.06.29 11:13 | t/p | 1278 | 0.10 | 112.620 | 112.208 | 112.618 | 1719.40 | 1530938.52 |
| 5113 | 2017.06.29 13:44 | buy | 1279 | 0.10 | 112.676 | 0.000 | 0.000 | ||
| 5114 | 2017.06.29 13:44 | modify | 1279 | 0.10 | 112.676 | 112.436 | 0.000 | ||
| 5115 | 2017.06.29 13:44 | modify | 1279 | 0.10 | 112.676 | 112.436 | 112.846 | ||
| 5116 | 2017.06.29 14:16 | s/l | 1279 | 0.10 | 112.433 | 112.436 | 112.846 | -2430.60 | 1528507.92 |
| 5117 | 2017.06.30 20:51 | buy | 1280 | 0.16 | 112.417 | 0.000 | 0.000 | ||
| 5118 | 2017.06.30 20:51 | modify | 1280 | 0.16 | 112.417 | 112.177 | 0.000 | ||
| 5119 | 2017.06.30 20:51 | modify | 1280 | 0.16 | 112.417 | 112.177 | 112.587 | ||
| 5120 | 2017.07.02 21:00 | s/l | 1280 | 0.16 | 112.052 | 112.177 | 112.587 | -5840.96 | 1522666.96 |
| 5121 | 2017.07.03 05:46 | buy | 1281 | 0.26 | 112.483 | 0.000 | 0.000 | ||
| 5122 | 2017.07.03 05:46 | modify | 1281 | 0.26 | 112.483 | 112.243 | 0.000 | ||
| 5123 | 2017.07.03 05:46 | modify | 1281 | 0.26 | 112.483 | 112.243 | 112.653 | ||
| 5124 | 2017.07.03 07:19 | t/p | 1281 | 0.26 | 112.656 | 112.243 | 112.653 | 4496.45 | 1527163.41 |
| 5125 | 2017.07.03 12:25 | buy | 1282 | 0.10 | 112.886 | 0.000 | 0.000 | ||
| 5126 | 2017.07.03 12:25 | modify | 1282 | 0.10 | 112.886 | 112.646 | 0.000 | ||
| 5127 | 2017.07.03 12:25 | modify | 1282 | 0.10 | 112.886 | 112.646 | 113.056 | ||
| 5128 | 2017.07.03 13:07 | t/p | 1282 | 0.10 | 113.062 | 112.646 | 113.056 | 1759.40 | 1528922.81 |
| 5129 | 2017.07.03 21:00 | buy | 1283 | 0.10 | 113.385 | 0.000 | 0.000 | ||
| 5130 | 2017.07.03 21:00 | modify | 1283 | 0.10 | 113.385 | 113.145 | 0.000 | ||
| 5131 | 2017.07.03 21:00 | modify | 1283 | 0.10 | 113.385 | 113.145 | 113.555 | ||
| 5132 | 2017.07.04 00:57 | s/l | 1283 | 0.10 | 113.150 | 113.145 | 113.555 | -2255.42 | 1526667.40 |
| 5133 | 2017.07.04 22:19 | buy | 1284 | 0.16 | 113.259 | 0.000 | 0.000 | ||
| 5134 | 2017.07.04 22:19 | modify | 1284 | 0.16 | 113.259 | 113.019 | 0.000 | ||
| 5135 | 2017.07.04 22:19 | modify | 1284 | 0.16 | 113.259 | 113.019 | 113.429 | ||
| 5136 | 2017.07.04 22:47 | s/l | 1284 | 0.16 | 113.023 | 113.019 | 113.429 | -3776.96 | 1522890.44 |
| 5137 | 2017.07.05 11:23 | buy | 1285 | 0.26 | 113.536 | 0.000 | 0.000 | ||
| 5138 | 2017.07.05 11:23 | modify | 1285 | 0.26 | 113.536 | 113.296 | 0.000 | ||
| 5139 | 2017.07.05 11:23 | modify | 1285 | 0.26 | 113.536 | 113.296 | 113.706 | ||
| 5140 | 2017.07.05 14:04 | s/l | 1285 | 0.26 | 113.283 | 113.296 | 113.706 | -6579.55 | 1516310.89 |
| 5141 | 2017.07.06 08:51 | buy | 1286 | 0.42 | 113.233 | 0.000 | 0.000 | ||
| 5142 | 2017.07.06 08:51 | modify | 1286 | 0.42 | 113.233 | 112.993 | 0.000 | ||
| 5143 | 2017.07.06 08:51 | modify | 1286 | 0.42 | 113.233 | 112.993 | 113.403 | ||
| 5144 | 2017.07.06 09:19 | t/p | 1286 | 0.42 | 113.406 | 112.993 | 113.403 | 7263.49 | 1523574.38 |
| 5145 | 2017.07.06 10:53 | buy | 1287 | 0.10 | 113.284 | 0.000 | 0.000 | ||
| 5146 | 2017.07.06 10:53 | modify | 1287 | 0.10 | 113.284 | 113.044 | 0.000 | ||
| 5147 | 2017.07.06 10:53 | modify | 1287 | 0.10 | 113.284 | 113.044 | 113.454 | ||
| 5148 | 2017.07.06 13:51 | s/l | 1287 | 0.10 | 113.043 | 113.044 | 113.454 | -2410.60 | 1521163.78 |
| 5149 | 2017.07.07 04:21 | buy | 1288 | 0.16 | 113.588 | 0.000 | 0.000 | ||
| 5150 | 2017.07.07 04:21 | modify | 1288 | 0.16 | 113.588 | 113.348 | 0.000 | ||
| 5151 | 2017.07.07 04:21 | modify | 1288 | 0.16 | 113.588 | 113.348 | 113.758 | ||
| 5152 | 2017.07.07 06:10 | t/p | 1288 | 0.16 | 113.758 | 113.348 | 113.758 | 2719.04 | 1523882.82 |
| 5153 | 2017.07.07 07:43 | buy | 1289 | 0.10 | 113.655 | 0.000 | 0.000 | ||
| 5154 | 2017.07.07 07:43 | modify | 1289 | 0.10 | 113.655 | 113.415 | 0.000 | ||
| 5155 | 2017.07.07 07:43 | modify | 1289 | 0.10 | 113.655 | 113.415 | 113.825 | ||
| 5156 | 2017.07.07 08:24 | t/p | 1289 | 0.10 | 113.832 | 113.415 | 113.825 | 1769.40 | 1525652.22 |
| 5157 | 2017.07.07 09:41 | buy | 1290 | 0.10 | 113.687 | 0.000 | 0.000 | ||
| 5158 | 2017.07.07 09:41 | modify | 1290 | 0.10 | 113.687 | 113.447 | 0.000 | ||
| 5159 | 2017.07.07 09:41 | modify | 1290 | 0.10 | 113.687 | 113.447 | 113.857 | ||
| 5160 | 2017.07.07 12:30 | t/p | 1290 | 0.10 | 113.862 | 113.447 | 113.857 | 1749.40 | 1527401.62 |
| 5161 | 2017.07.07 17:14 | buy | 1291 | 0.10 | 114.003 | 0.000 | 0.000 | ||
| 5162 | 2017.07.07 17:14 | modify | 1291 | 0.10 | 114.003 | 113.763 | 0.000 | ||
| 5163 | 2017.07.07 17:14 | modify | 1291 | 0.10 | 114.003 | 113.763 | 114.173 | ||
| 5164 | 2017.07.09 21:38 | close | 1291 | 0.10 | 114.045 | 113.763 | 114.173 | 419.40 | 1527821.02 |
| 5165 | 2017.07.11 08:03 | buy | 1292 | 0.10 | 114.303 | 0.000 | 0.000 | ||
| 5166 | 2017.07.11 08:03 | modify | 1292 | 0.10 | 114.303 | 114.063 | 0.000 | ||
| 5167 | 2017.07.11 08:03 | modify | 1292 | 0.10 | 114.303 | 114.063 | 114.473 | ||
| 5168 | 2017.07.11 14:32 | close | 1292 | 0.10 | 114.429 | 114.063 | 114.473 | 1259.40 | 1529080.42 |
| 5169 | 2017.07.14 03:01 | buy | 1293 | 0.10 | 113.396 | 0.000 | 0.000 | ||
| 5170 | 2017.07.14 03:01 | modify | 1293 | 0.10 | 113.396 | 113.156 | 0.000 | ||
| 5171 | 2017.07.14 03:01 | modify | 1293 | 0.10 | 113.396 | 113.156 | 113.566 | ||
| 5172 | 2017.07.14 07:03 | s/l | 1293 | 0.10 | 113.160 | 113.156 | 113.566 | -2360.60 | 1526719.82 |
| 5173 | 2017.07.17 16:52 | buy | 1294 | 0.16 | 112.673 | 0.000 | 0.000 | ||
| 5174 | 2017.07.17 16:52 | modify | 1294 | 0.16 | 112.673 | 112.433 | 0.000 | ||
| 5175 | 2017.07.17 16:52 | modify | 1294 | 0.16 | 112.673 | 112.433 | 112.843 | ||
| 5176 | 2017.07.18 00:31 | s/l | 1294 | 0.16 | 112.421 | 112.433 | 112.843 | -3880.66 | 1522839.15 |
| 5177 | 2017.07.24 18:20 | buy | 1295 | 0.26 | 111.124 | 0.000 | 0.000 | ||
| 5178 | 2017.07.24 18:20 | modify | 1295 | 0.26 | 111.124 | 110.884 | 0.000 | ||
| 5179 | 2017.07.24 18:20 | modify | 1295 | 0.26 | 111.124 | 110.884 | 111.294 | ||
| 5180 | 2017.07.25 00:07 | t/p | 1295 | 0.26 | 111.306 | 110.884 | 111.294 | 4977.93 | 1527817.08 |
| 5181 | 2017.07.25 01:55 | buy | 1296 | 0.10 | 111.199 | 0.000 | 0.000 | ||
| 5182 | 2017.07.25 01:55 | modify | 1296 | 0.10 | 111.199 | 110.959 | 0.000 | ||
| 5183 | 2017.07.25 01:55 | modify | 1296 | 0.10 | 111.199 | 110.959 | 111.369 | ||
| 5184 | 2017.07.25 04:14 | s/l | 1296 | 0.10 | 110.966 | 110.959 | 111.369 | -2330.60 | 1525486.48 |
| 5185 | 2017.07.25 12:21 | buy | 1297 | 0.16 | 111.358 | 0.000 | 0.000 | ||
| 5186 | 2017.07.25 12:21 | modify | 1297 | 0.16 | 111.358 | 111.118 | 0.000 | ||
| 5187 | 2017.07.25 12:21 | modify | 1297 | 0.16 | 111.358 | 111.118 | 111.528 | ||
| 5188 | 2017.07.25 12:57 | t/p | 1297 | 0.16 | 111.528 | 111.118 | 111.528 | 2719.04 | 1528205.52 |
| 5189 | 2017.07.26 00:51 | buy | 1298 | 0.10 | 111.899 | 0.000 | 0.000 | ||
| 5190 | 2017.07.26 00:51 | modify | 1298 | 0.10 | 111.899 | 111.659 | 0.000 | ||
| 5191 | 2017.07.26 00:51 | modify | 1298 | 0.10 | 111.899 | 111.659 | 112.069 | ||
| 5192 | 2017.07.26 15:12 | close | 1298 | 0.10 | 112.057 | 111.659 | 112.069 | 1579.40 | 1529784.92 |
| 5193 | 2017.07.26 17:21 | buy | 1299 | 0.10 | 112.046 | 0.000 | 0.000 | ||
| 5194 | 2017.07.26 17:21 | modify | 1299 | 0.10 | 112.046 | 111.806 | 0.000 | ||
| 5195 | 2017.07.26 17:21 | modify | 1299 | 0.10 | 112.046 | 111.806 | 112.216 | ||
| 5196 | 2017.07.26 18:01 | s/l | 1299 | 0.10 | 111.805 | 111.806 | 112.216 | -2410.60 | 1527374.32 |
| 5197 | 2017.07.27 13:55 | buy | 1300 | 0.16 | 111.345 | 0.000 | 0.000 | ||
| 5198 | 2017.07.27 13:55 | modify | 1300 | 0.16 | 111.345 | 111.105 | 0.000 | ||
| 5199 | 2017.07.27 13:55 | modify | 1300 | 0.16 | 111.345 | 111.105 | 111.515 | ||
| 5200 | 2017.07.27 14:30 | t/p | 1300 | 0.16 | 111.508 | 111.105 | 111.515 | 2607.04 | 1529981.36 |
| 5201 | 2017.07.27 16:43 | buy | 1301 | 0.10 | 111.472 | 0.000 | 0.000 | ||
| 5202 | 2017.07.27 16:43 | modify | 1301 | 0.10 | 111.472 | 111.232 | 0.000 | ||
| 5203 | 2017.07.27 16:43 | modify | 1301 | 0.10 | 111.472 | 111.232 | 111.642 | ||
| 5204 | 2017.07.27 17:16 | s/l | 1301 | 0.10 | 111.235 | 111.232 | 111.642 | -2370.60 | 1527610.76 |
| 5205 | 2017.08.02 06:28 | buy | 1302 | 0.16 | 110.698 | 0.000 | 0.000 | ||
| 5206 | 2017.08.02 06:28 | modify | 1302 | 0.16 | 110.698 | 110.458 | 0.000 | ||
| 5207 | 2017.08.02 06:28 | modify | 1302 | 0.16 | 110.698 | 110.458 | 110.868 | ||
| 5208 | 2017.08.02 08:07 | t/p | 1302 | 0.16 | 110.870 | 110.458 | 110.868 | 2751.04 | 1530361.80 |
| 5209 | 2017.08.02 08:36 | buy | 1303 | 0.10 | 110.697 | 0.000 | 0.000 | ||
| 5210 | 2017.08.02 08:36 | modify | 1303 | 0.10 | 110.697 | 110.457 | 0.000 | ||
| 5211 | 2017.08.02 08:36 | modify | 1303 | 0.10 | 110.697 | 110.457 | 110.867 | ||
| 5212 | 2017.08.02 12:40 | t/p | 1303 | 0.10 | 110.871 | 110.457 | 110.867 | 1739.40 | 1532101.20 |
| 5213 | 2017.08.04 18:26 | buy | 1304 | 0.10 | 110.744 | 0.000 | 0.000 | ||
| 5214 | 2017.08.04 18:26 | modify | 1304 | 0.10 | 110.744 | 110.504 | 0.000 | ||
| 5215 | 2017.08.04 18:26 | modify | 1304 | 0.10 | 110.744 | 110.504 | 110.914 | ||
| 5216 | 2017.08.07 13:25 | t/p | 1304 | 0.10 | 110.915 | 110.504 | 110.914 | 1804.58 | 1533905.79 |
| 5217 | 2017.08.07 13:58 | buy | 1305 | 0.10 | 110.800 | 0.000 | 0.000 | ||
| 5218 | 2017.08.07 13:58 | modify | 1305 | 0.10 | 110.800 | 110.560 | 0.000 | ||
| 5219 | 2017.08.07 13:58 | modify | 1305 | 0.10 | 110.800 | 110.560 | 110.970 | ||
| 5220 | 2017.08.08 04:42 | s/l | 1305 | 0.10 | 110.566 | 110.560 | 110.970 | -2245.42 | 1531660.37 |
| 5221 | 2017.08.14 07:04 | buy | 1306 | 0.16 | 109.484 | 0.000 | 0.000 | ||
| 5222 | 2017.08.14 07:04 | modify | 1306 | 0.16 | 109.484 | 109.244 | 0.000 | ||
| 5223 | 2017.08.14 07:04 | modify | 1306 | 0.16 | 109.484 | 109.244 | 109.654 | ||
| 5224 | 2017.08.14 07:43 | t/p | 1306 | 0.16 | 109.663 | 109.244 | 109.654 | 2863.04 | 1534523.41 |
| 5225 | 2017.08.14 09:48 | buy | 1307 | 0.10 | 109.640 | 0.000 | 0.000 | ||
| 5226 | 2017.08.14 09:48 | modify | 1307 | 0.10 | 109.640 | 109.400 | 0.000 | ||
| 5227 | 2017.08.14 09:48 | modify | 1307 | 0.10 | 109.640 | 109.400 | 109.810 | ||
| 5228 | 2017.08.14 17:42 | close | 1307 | 0.10 | 109.682 | 109.400 | 109.810 | 419.40 | 1534942.81 |
| 5229 | 2017.08.15 14:23 | buy | 1308 | 0.10 | 110.553 | 0.000 | 0.000 | ||
| 5230 | 2017.08.15 14:23 | modify | 1308 | 0.10 | 110.553 | 110.313 | 0.000 | ||
| 5231 | 2017.08.15 14:23 | modify | 1308 | 0.10 | 110.553 | 110.313 | 110.723 | ||
| 5232 | 2017.08.15 20:39 | close | 1308 | 0.10 | 110.657 | 110.313 | 110.723 | 1039.40 | 1535982.21 |
| 5233 | 2017.08.15 23:16 | buy | 1309 | 0.10 | 110.558 | 0.000 | 0.000 | ||
| 5234 | 2017.08.15 23:16 | modify | 1309 | 0.10 | 110.558 | 110.318 | 0.000 | ||
| 5235 | 2017.08.15 23:16 | modify | 1309 | 0.10 | 110.558 | 110.318 | 110.728 | ||
| 5236 | 2017.08.16 01:00 | t/p | 1309 | 0.10 | 110.721 | 110.318 | 110.728 | 1724.58 | 1537706.79 |
| 5237 | 2017.08.16 03:07 | buy | 1310 | 0.10 | 110.640 | 0.000 | 0.000 | ||
| 5238 | 2017.08.16 03:07 | modify | 1310 | 0.10 | 110.640 | 110.400 | 0.000 | ||
| 5239 | 2017.08.16 03:07 | modify | 1310 | 0.10 | 110.640 | 110.400 | 110.810 | ||
| 5240 | 2017.08.16 06:31 | close | 1310 | 0.10 | 110.765 | 110.400 | 110.810 | 1249.40 | 1538956.19 |
| 5241 | 2017.08.16 09:59 | buy | 1311 | 0.10 | 110.855 | 0.000 | 0.000 | ||
| 5242 | 2017.08.16 09:59 | modify | 1311 | 0.10 | 110.855 | 110.615 | 0.000 | ||
| 5243 | 2017.08.16 09:59 | modify | 1311 | 0.10 | 110.855 | 110.615 | 111.025 | ||
| 5244 | 2017.08.16 17:12 | s/l | 1311 | 0.10 | 110.623 | 110.615 | 111.025 | -2320.60 | 1536635.59 |
| 5245 | 2017.08.21 00:07 | buy | 1312 | 0.16 | 109.297 | 0.000 | 0.000 | ||
| 5246 | 2017.08.21 00:07 | modify | 1312 | 0.16 | 109.297 | 109.057 | 0.000 | ||
| 5247 | 2017.08.21 00:07 | modify | 1312 | 0.16 | 109.297 | 109.057 | 109.467 | ||
| 5248 | 2017.08.21 07:00 | s/l | 1312 | 0.16 | 109.065 | 109.057 | 109.467 | -3712.96 | 1532922.63 |
| 5249 | 2017.08.22 04:45 | buy | 1313 | 0.26 | 109.225 | 0.000 | 0.000 | ||
| 5250 | 2017.08.22 04:45 | modify | 1313 | 0.26 | 109.225 | 108.985 | 0.000 | ||