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 |
| 5851 | 2018.04.05 05:11 | modify | 1463 | 0.10 | 106.911 | 106.671 | 107.081 | ||
| 5852 | 2018.04.05 06:56 | t/p | 1463 | 0.10 | 107.071 | 106.671 | 107.081 | 1599.40 | 1580824.54 |
| 5853 | 2018.04.05 09:28 | buy | 1464 | 0.10 | 107.057 | 0.000 | 0.000 | ||
| 5854 | 2018.04.05 09:28 | modify | 1464 | 0.10 | 107.057 | 106.817 | 0.000 | ||
| 5855 | 2018.04.05 09:28 | modify | 1464 | 0.10 | 107.057 | 106.817 | 107.227 | ||
| 5856 | 2018.04.05 14:10 | t/p | 1464 | 0.10 | 107.234 | 106.817 | 107.227 | 1769.40 | 1582593.94 |
| 5857 | 2018.04.05 17:43 | buy | 1465 | 0.10 | 107.357 | 0.000 | 0.000 | ||
| 5858 | 2018.04.05 17:43 | modify | 1465 | 0.10 | 107.357 | 107.117 | 0.000 | ||
| 5859 | 2018.04.05 17:43 | modify | 1465 | 0.10 | 107.357 | 107.117 | 107.527 | ||
| 5860 | 2018.04.05 23:04 | s/l | 1465 | 0.10 | 107.127 | 107.117 | 107.527 | -2300.60 | 1580293.34 |
| 5861 | 2018.04.06 09:38 | buy | 1466 | 0.16 | 107.354 | 0.000 | 0.000 | ||
| 5862 | 2018.04.06 09:38 | modify | 1466 | 0.16 | 107.354 | 107.114 | 0.000 | ||
| 5863 | 2018.04.06 09:38 | modify | 1466 | 0.16 | 107.354 | 107.114 | 107.524 | ||
| 5864 | 2018.04.06 13:11 | s/l | 1466 | 0.16 | 107.113 | 107.114 | 107.524 | -3856.96 | 1576436.38 |
| 5865 | 2018.04.12 14:47 | buy | 1467 | 0.26 | 107.280 | 0.000 | 0.000 | ||
| 5866 | 2018.04.12 14:47 | modify | 1467 | 0.26 | 107.280 | 107.040 | 0.000 | ||
| 5867 | 2018.04.12 14:47 | modify | 1467 | 0.26 | 107.280 | 107.040 | 107.450 | ||
| 5868 | 2018.04.13 01:22 | t/p | 1467 | 0.26 | 107.461 | 107.040 | 107.450 | 4951.93 | 1581388.31 |
| 5869 | 2018.04.13 02:25 | buy | 1468 | 0.10 | 107.325 | 0.000 | 0.000 | ||
| 5870 | 2018.04.13 02:25 | modify | 1468 | 0.10 | 107.325 | 107.085 | 0.000 | ||
| 5871 | 2018.04.13 02:25 | modify | 1468 | 0.10 | 107.325 | 107.085 | 107.495 | ||
| 5872 | 2018.04.13 05:54 | close | 1468 | 0.10 | 107.473 | 107.085 | 107.495 | 1479.40 | 1582867.71 |
| 5873 | 2018.04.13 08:41 | buy | 1469 | 0.10 | 107.563 | 0.000 | 0.000 | ||
| 5874 | 2018.04.13 08:41 | modify | 1469 | 0.10 | 107.563 | 107.323 | 0.000 | ||
| 5875 | 2018.04.13 08:41 | modify | 1469 | 0.10 | 107.563 | 107.323 | 107.733 | ||
| 5876 | 2018.04.13 11:03 | close | 1469 | 0.10 | 107.688 | 107.323 | 107.733 | 1249.40 | 1584117.11 |
| 5877 | 2018.04.13 13:44 | buy | 1470 | 0.10 | 107.651 | 0.000 | 0.000 | ||
| 5878 | 2018.04.13 13:44 | modify | 1470 | 0.10 | 107.651 | 107.411 | 0.000 | ||
| 5879 | 2018.04.13 13:44 | modify | 1470 | 0.10 | 107.651 | 107.411 | 107.821 | ||
| 5880 | 2018.04.13 16:36 | s/l | 1470 | 0.10 | 107.418 | 107.411 | 107.821 | -2330.60 | 1581786.51 |
| 5881 | 2018.04.19 02:56 | buy | 1471 | 0.16 | 107.410 | 0.000 | 0.000 | ||
| 5882 | 2018.04.19 02:56 | modify | 1471 | 0.16 | 107.410 | 107.170 | 0.000 | ||
| 5883 | 2018.04.19 02:56 | modify | 1471 | 0.16 | 107.410 | 107.170 | 107.580 | ||
| 5884 | 2018.04.19 19:36 | close | 1471 | 0.16 | 107.487 | 107.170 | 107.580 | 1231.04 | 1583017.55 |
| 5885 | 2018.04.20 05:12 | buy | 1472 | 0.10 | 107.602 | 0.000 | 0.000 | ||
| 5886 | 2018.04.20 05:12 | modify | 1472 | 0.10 | 107.602 | 107.362 | 0.000 | ||
| 5887 | 2018.04.20 05:12 | modify | 1472 | 0.10 | 107.602 | 107.362 | 107.772 | ||
| 5888 | 2018.04.20 13:45 | t/p | 1472 | 0.10 | 107.765 | 107.362 | 107.772 | 1629.40 | 1584646.95 |
| 5889 | 2018.04.23 00:43 | buy | 1473 | 0.10 | 107.734 | 0.000 | 0.000 | ||
| 5890 | 2018.04.23 00:43 | modify | 1473 | 0.10 | 107.734 | 107.494 | 0.000 | ||
| 5891 | 2018.04.23 00:43 | modify | 1473 | 0.10 | 107.734 | 107.494 | 107.904 | ||
| 5892 | 2018.04.23 07:20 | t/p | 1473 | 0.10 | 107.905 | 107.494 | 107.904 | 1709.40 | 1586356.35 |
| 5893 | 2018.04.23 12:02 | buy | 1474 | 0.10 | 108.142 | 0.000 | 0.000 | ||
| 5894 | 2018.04.23 12:02 | modify | 1474 | 0.10 | 108.142 | 107.902 | 0.000 | ||
| 5895 | 2018.04.23 12:02 | modify | 1474 | 0.10 | 108.142 | 107.902 | 108.312 | ||
| 5896 | 2018.04.23 13:47 | t/p | 1474 | 0.10 | 108.318 | 107.902 | 108.312 | 1759.40 | 1588115.75 |
| 5897 | 2018.04.23 18:15 | buy | 1475 | 0.10 | 108.610 | 0.000 | 0.000 | ||
| 5898 | 2018.04.23 18:15 | modify | 1475 | 0.10 | 108.610 | 108.370 | 0.000 | ||
| 5899 | 2018.04.23 18:15 | modify | 1475 | 0.10 | 108.610 | 108.370 | 108.780 | ||
| 5900 | 2018.04.23 23:31 | t/p | 1475 | 0.10 | 108.772 | 108.370 | 108.780 | 1619.40 | 1589735.15 |
| 5901 | 2018.04.25 08:46 | buy | 1476 | 0.10 | 109.088 | 0.000 | 0.000 | ||
| 5902 | 2018.04.25 08:46 | modify | 1476 | 0.10 | 109.088 | 108.848 | 0.000 | ||
| 5903 | 2018.04.25 08:46 | modify | 1476 | 0.10 | 109.088 | 108.848 | 109.258 | ||
| 5904 | 2018.04.25 13:33 | t/p | 1476 | 0.10 | 109.265 | 108.848 | 109.258 | 1769.40 | 1591504.55 |
| 5905 | 2018.04.25 16:56 | buy | 1477 | 0.10 | 109.281 | 0.000 | 0.000 | ||
| 5906 | 2018.04.25 16:56 | modify | 1477 | 0.10 | 109.281 | 109.041 | 0.000 | ||
| 5907 | 2018.04.25 16:56 | modify | 1477 | 0.10 | 109.281 | 109.041 | 109.451 | ||
| 5908 | 2018.04.25 20:37 | close | 1477 | 0.10 | 109.441 | 109.041 | 109.451 | 1599.40 | 1593103.95 |
| 5909 | 2018.04.25 23:51 | buy | 1478 | 0.10 | 109.381 | 0.000 | 0.000 | ||
| 5910 | 2018.04.25 23:51 | modify | 1478 | 0.10 | 109.381 | 109.141 | 0.000 | ||
| 5911 | 2018.04.25 23:51 | modify | 1478 | 0.10 | 109.381 | 109.141 | 109.551 | ||
| 5912 | 2018.04.26 11:13 | s/l | 1478 | 0.10 | 109.147 | 109.141 | 109.551 | -2055.05 | 1591048.91 |
| 5913 | 2018.04.30 10:08 | buy | 1479 | 0.16 | 109.239 | 0.000 | 0.000 | ||
| 5914 | 2018.04.30 10:08 | modify | 1479 | 0.16 | 109.239 | 108.999 | 0.000 | ||
| 5915 | 2018.04.30 10:08 | modify | 1479 | 0.16 | 109.239 | 108.999 | 109.409 | ||
| 5916 | 2018.04.30 11:39 | close | 1479 | 0.16 | 109.364 | 108.999 | 109.409 | 1999.04 | 1593047.95 |
| 5917 | 2018.04.30 14:10 | buy | 1480 | 0.10 | 109.302 | 0.000 | 0.000 | ||
| 5918 | 2018.04.30 14:10 | modify | 1480 | 0.10 | 109.302 | 109.062 | 0.000 | ||
| 5919 | 2018.04.30 14:10 | modify | 1480 | 0.10 | 109.302 | 109.062 | 109.472 | ||
| 5920 | 2018.04.30 19:39 | close | 1480 | 0.10 | 109.349 | 109.062 | 109.472 | 469.40 | 1593517.35 |
| 5921 | 2018.05.01 12:32 | buy | 1481 | 0.10 | 109.605 | 0.000 | 0.000 | ||
| 5922 | 2018.05.01 12:32 | modify | 1481 | 0.10 | 109.605 | 109.365 | 0.000 | ||
| 5923 | 2018.05.01 12:32 | modify | 1481 | 0.10 | 109.605 | 109.365 | 109.775 | ||
| 5924 | 2018.05.01 14:27 | t/p | 1481 | 0.10 | 109.781 | 109.365 | 109.775 | 1759.40 | 1595276.75 |
| 5925 | 2018.05.01 16:51 | buy | 1482 | 0.10 | 109.627 | 0.000 | 0.000 | ||
| 5926 | 2018.05.01 16:51 | modify | 1482 | 0.10 | 109.627 | 109.387 | 0.000 | ||
| 5927 | 2018.05.01 16:51 | modify | 1482 | 0.10 | 109.627 | 109.387 | 109.797 | ||
| 5928 | 2018.05.01 18:59 | t/p | 1482 | 0.10 | 109.790 | 109.387 | 109.797 | 1629.40 | 1596906.15 |
| 5929 | 2018.05.03 00:09 | buy | 1483 | 0.10 | 109.823 | 0.000 | 0.000 | ||
| 5930 | 2018.05.03 00:09 | modify | 1483 | 0.10 | 109.823 | 109.583 | 0.000 | ||
| 5931 | 2018.05.03 00:09 | modify | 1483 | 0.10 | 109.823 | 109.583 | 109.993 | ||
| 5932 | 2018.05.03 01:50 | s/l | 1483 | 0.10 | 109.590 | 109.583 | 109.993 | -2330.60 | 1594575.55 |
| 5933 | 2018.05.07 07:48 | buy | 1484 | 0.16 | 109.172 | 0.000 | 0.000 | ||
| 5934 | 2018.05.07 07:48 | modify | 1484 | 0.16 | 109.172 | 108.932 | 0.000 | ||
| 5935 | 2018.05.07 07:48 | modify | 1484 | 0.16 | 109.172 | 108.932 | 109.342 | ||
| 5936 | 2018.05.07 11:45 | t/p | 1484 | 0.16 | 109.342 | 108.932 | 109.342 | 2719.04 | 1597294.59 |
| 5937 | 2018.05.07 12:30 | buy | 1485 | 0.10 | 109.285 | 0.000 | 0.000 | ||
| 5938 | 2018.05.07 12:30 | modify | 1485 | 0.10 | 109.285 | 109.045 | 0.000 | ||
| 5939 | 2018.05.07 12:30 | modify | 1485 | 0.10 | 109.285 | 109.045 | 109.455 | ||
| 5940 | 2018.05.07 16:55 | s/l | 1485 | 0.10 | 109.039 | 109.045 | 109.455 | -2460.60 | 1594833.99 |
| 5941 | 2018.05.10 01:11 | buy | 1486 | 0.16 | 109.790 | 0.000 | 0.000 | ||
| 5942 | 2018.05.10 01:11 | modify | 1486 | 0.16 | 109.790 | 109.550 | 0.000 | ||
| 5943 | 2018.05.10 01:11 | modify | 1486 | 0.16 | 109.790 | 109.550 | 109.960 | ||
| 5944 | 2018.05.10 05:41 | close | 1486 | 0.16 | 109.799 | 109.550 | 109.960 | 143.04 | 1594977.03 |
| 5945 | 2018.05.10 08:40 | buy | 1487 | 0.10 | 109.832 | 0.000 | 0.000 | ||
| 5946 | 2018.05.10 08:40 | modify | 1487 | 0.10 | 109.832 | 109.592 | 0.000 | ||
| 5947 | 2018.05.10 08:40 | modify | 1487 | 0.10 | 109.832 | 109.592 | 110.002 | ||
| 5948 | 2018.05.10 11:03 | s/l | 1487 | 0.10 | 109.582 | 109.592 | 110.002 | -2500.60 | 1592476.43 |
| 5949 | 2018.05.14 10:47 | buy | 1488 | 0.16 | 109.520 | 0.000 | 0.000 | ||
| 5950 | 2018.05.14 10:47 | modify | 1488 | 0.16 | 109.520 | 109.280 | 0.000 | ||
| 5951 | 2018.05.14 10:47 | modify | 1488 | 0.16 | 109.520 | 109.280 | 109.690 | ||
| 5952 | 2018.05.14 18:12 | close | 1488 | 0.16 | 109.640 | 109.280 | 109.690 | 1919.04 | 1594395.47 |
| 5953 | 2018.05.15 00:41 | buy | 1489 | 0.10 | 109.676 | 0.000 | 0.000 | ||
| 5954 | 2018.05.15 00:41 | modify | 1489 | 0.10 | 109.676 | 109.436 | 0.000 | ||
| 5955 | 2018.05.15 00:41 | modify | 1489 | 0.10 | 109.676 | 109.436 | 109.846 | ||
| 5956 | 2018.05.15 04:26 | close | 1489 | 0.10 | 109.812 | 109.436 | 109.846 | 1359.40 | 1595754.87 |
| 5957 | 2018.05.15 07:01 | buy | 1490 | 0.10 | 109.855 | 0.000 | 0.000 | ||
| 5958 | 2018.05.15 07:01 | modify | 1490 | 0.10 | 109.855 | 109.615 | 0.000 | ||
| 5959 | 2018.05.15 07:01 | modify | 1490 | 0.10 | 109.855 | 109.615 | 110.025 | ||
| 5960 | 2018.05.15 11:43 | t/p | 1490 | 0.10 | 110.031 | 109.615 | 110.025 | 1759.40 | 1597514.27 |
| 5961 | 2018.05.15 18:33 | buy | 1491 | 0.10 | 110.290 | 0.000 | 0.000 | ||
| 5962 | 2018.05.15 18:33 | modify | 1491 | 0.10 | 110.290 | 110.050 | 0.000 | ||
| 5963 | 2018.05.15 18:33 | modify | 1491 | 0.10 | 110.290 | 110.050 | 110.460 | ||
| 5964 | 2018.05.16 13:02 | s/l | 1491 | 0.10 | 110.057 | 110.050 | 110.460 | -2235.42 | 1595278.85 |
| 5965 | 2018.05.16 21:53 | buy | 1492 | 0.16 | 110.291 | 0.000 | 0.000 | ||
| 5966 | 2018.05.16 21:53 | modify | 1492 | 0.16 | 110.291 | 110.051 | 0.000 | ||
| 5967 | 2018.05.16 21:53 | modify | 1492 | 0.16 | 110.291 | 110.051 | 110.461 | ||
| 5968 | 2018.05.17 04:59 | close | 1492 | 0.16 | 110.326 | 110.051 | 110.461 | 1015.93 | 1596294.78 |
| 5969 | 2018.05.17 10:20 | buy | 1493 | 0.10 | 110.632 | 0.000 | 0.000 | ||
| 5970 | 2018.05.17 10:20 | modify | 1493 | 0.10 | 110.632 | 110.392 | 0.000 | ||
| 5971 | 2018.05.17 10:20 | modify | 1493 | 0.10 | 110.632 | 110.392 | 110.802 | ||
| 5972 | 2018.05.17 12:47 | t/p | 1493 | 0.10 | 110.811 | 110.392 | 110.802 | 1789.40 | 1598084.18 |
| 5973 | 2018.05.17 16:06 | buy | 1494 | 0.10 | 110.712 | 0.000 | 0.000 | ||
| 5974 | 2018.05.17 16:06 | modify | 1494 | 0.10 | 110.712 | 110.472 | 0.000 | ||
| 5975 | 2018.05.17 16:06 | modify | 1494 | 0.10 | 110.712 | 110.472 | 110.882 | ||
| 5976 | 2018.05.17 22:17 | close | 1494 | 0.10 | 110.839 | 110.472 | 110.882 | 1269.40 | 1599353.58 |
| 5977 | 2018.05.18 05:21 | buy | 1495 | 0.10 | 110.908 | 0.000 | 0.000 | ||
| 5978 | 2018.05.18 05:21 | modify | 1495 | 0.10 | 110.908 | 110.668 | 0.000 | ||
| 5979 | 2018.05.18 05:21 | modify | 1495 | 0.10 | 110.908 | 110.668 | 111.078 | ||
| 5980 | 2018.05.18 08:40 | close | 1495 | 0.10 | 111.020 | 110.668 | 111.078 | 1119.40 | 1600472.98 |
| 5981 | 2018.05.18 12:00 | buy | 1496 | 0.10 | 110.945 | 0.000 | 0.000 | ||
| 5982 | 2018.05.18 12:00 | modify | 1496 | 0.10 | 110.945 | 110.705 | 0.000 | ||
| 5983 | 2018.05.18 12:00 | modify | 1496 | 0.10 | 110.945 | 110.705 | 111.115 | ||
| 5984 | 2018.05.18 14:37 | s/l | 1496 | 0.10 | 110.711 | 110.705 | 111.115 | -2340.60 | 1598132.38 |
| 5985 | 2018.05.21 08:52 | buy | 1497 | 0.16 | 111.302 | 0.000 | 0.000 | ||
| 5986 | 2018.05.21 08:52 | modify | 1497 | 0.16 | 111.302 | 111.062 | 0.000 | ||
| 5987 | 2018.05.21 08:52 | modify | 1497 | 0.16 | 111.302 | 111.062 | 111.472 | ||
| 5988 | 2018.05.21 16:04 | s/l | 1497 | 0.16 | 111.071 | 111.062 | 111.472 | -3696.96 | 1594435.42 |
| 5989 | 2018.05.25 04:29 | buy | 1498 | 0.26 | 109.522 | 0.000 | 0.000 | ||
| 5990 | 2018.05.25 04:29 | modify | 1498 | 0.26 | 109.522 | 109.282 | 0.000 | ||
| 5991 | 2018.05.25 04:29 | modify | 1498 | 0.26 | 109.522 | 109.282 | 109.692 | ||
| 5992 | 2018.05.25 13:03 | s/l | 1498 | 0.26 | 109.289 | 109.282 | 109.692 | -6059.55 | 1588375.87 |
| 5993 | 2018.05.28 00:51 | buy | 1499 | 0.42 | 109.580 | 0.000 | 0.000 | ||
| 5994 | 2018.05.28 00:51 | modify | 1499 | 0.42 | 109.580 | 109.340 | 0.000 | ||
| 5995 | 2018.05.28 00:51 | modify | 1499 | 0.42 | 109.580 | 109.340 | 109.750 | ||
| 5996 | 2018.05.28 01:50 | s/l | 1499 | 0.42 | 109.343 | 109.340 | 109.750 | -9956.51 | 1578419.36 |
| 5997 | 2018.05.30 12:34 | buy | 1500 | 0.67 | 108.817 | 0.000 | 0.000 | ||
| 5998 | 2018.05.30 12:34 | modify | 1500 | 0.67 | 108.817 | 108.577 | 0.000 | ||
| 5999 | 2018.05.30 12:34 | modify | 1500 | 0.67 | 108.817 | 108.577 | 108.987 | ||
| 6000 | 2018.05.30 15:32 | t/p | 1500 | 0.67 | 108.982 | 108.577 | 108.987 | 11050.99 | 1589470.35 |