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 |
| 6301 | 2018.09.18 07:09 | buy | 1576 | 0.10 | 111.984 | 0.000 | 0.000 | ||
| 6302 | 2018.09.18 07:09 | modify | 1576 | 0.10 | 111.984 | 111.744 | 0.000 | ||
| 6303 | 2018.09.18 07:09 | modify | 1576 | 0.10 | 111.984 | 111.744 | 112.154 | ||
| 6304 | 2018.09.18 12:03 | t/p | 1576 | 0.10 | 112.155 | 111.744 | 112.154 | 1709.40 | 1601333.02 |
| 6305 | 2018.09.18 13:06 | buy | 1577 | 0.10 | 112.060 | 0.000 | 0.000 | ||
| 6306 | 2018.09.18 13:06 | modify | 1577 | 0.10 | 112.060 | 111.820 | 0.000 | ||
| 6307 | 2018.09.18 13:06 | modify | 1577 | 0.10 | 112.060 | 111.820 | 112.230 | ||
| 6308 | 2018.09.18 13:19 | t/p | 1577 | 0.10 | 112.231 | 111.820 | 112.230 | 1709.40 | 1603042.42 |
| 6309 | 2018.09.18 16:29 | buy | 1578 | 0.10 | 112.254 | 0.000 | 0.000 | ||
| 6310 | 2018.09.18 16:29 | modify | 1578 | 0.10 | 112.254 | 112.014 | 0.000 | ||
| 6311 | 2018.09.18 16:29 | modify | 1578 | 0.10 | 112.254 | 112.014 | 112.424 | ||
| 6312 | 2018.09.19 03:22 | t/p | 1578 | 0.10 | 112.425 | 112.014 | 112.424 | 1804.58 | 1604847.01 |
| 6313 | 2018.09.20 18:42 | buy | 1579 | 0.10 | 112.474 | 0.000 | 0.000 | ||
| 6314 | 2018.09.20 18:42 | modify | 1579 | 0.10 | 112.474 | 112.234 | 0.000 | ||
| 6315 | 2018.09.20 18:42 | modify | 1579 | 0.10 | 112.474 | 112.234 | 112.644 | ||
| 6316 | 2018.09.21 02:33 | close | 1579 | 0.10 | 112.606 | 112.234 | 112.644 | 1414.58 | 1606261.59 |
| 6317 | 2018.09.25 00:15 | buy | 1580 | 0.10 | 112.765 | 0.000 | 0.000 | ||
| 6318 | 2018.09.25 00:15 | modify | 1580 | 0.10 | 112.765 | 112.525 | 0.000 | ||
| 6319 | 2018.09.25 00:15 | modify | 1580 | 0.10 | 112.765 | 112.525 | 112.935 | ||
| 6320 | 2018.09.25 00:52 | close | 1580 | 0.10 | 112.900 | 112.525 | 112.935 | 1349.40 | 1607610.99 |
| 6321 | 2018.09.25 03:31 | buy | 1581 | 0.10 | 112.820 | 0.000 | 0.000 | ||
| 6322 | 2018.09.25 03:31 | modify | 1581 | 0.10 | 112.820 | 112.580 | 0.000 | ||
| 6323 | 2018.09.25 03:31 | modify | 1581 | 0.10 | 112.820 | 112.580 | 112.990 | ||
| 6324 | 2018.09.25 22:51 | t/p | 1581 | 0.10 | 112.992 | 112.580 | 112.990 | 1719.40 | 1609330.39 |
| 6325 | 2018.09.28 00:19 | buy | 1582 | 0.10 | 113.361 | 0.000 | 0.000 | ||
| 6326 | 2018.09.28 00:19 | modify | 1582 | 0.10 | 113.361 | 113.121 | 0.000 | ||
| 6327 | 2018.09.28 00:19 | modify | 1582 | 0.10 | 113.361 | 113.121 | 113.531 | ||
| 6328 | 2018.09.28 01:14 | t/p | 1582 | 0.10 | 113.547 | 113.121 | 113.531 | 1859.40 | 1611189.79 |
| 6329 | 2018.09.28 03:43 | buy | 1583 | 0.10 | 113.511 | 0.000 | 0.000 | ||
| 6330 | 2018.09.28 03:43 | modify | 1583 | 0.10 | 113.511 | 113.271 | 0.000 | ||
| 6331 | 2018.09.28 03:43 | modify | 1583 | 0.10 | 113.511 | 113.271 | 113.681 | ||
| 6332 | 2018.09.28 14:27 | close | 1583 | 0.10 | 113.588 | 113.271 | 113.681 | 769.40 | 1611959.19 |
| 6333 | 2018.10.01 00:06 | buy | 1584 | 0.10 | 113.744 | 0.000 | 0.000 | ||
| 6334 | 2018.10.01 00:06 | modify | 1584 | 0.10 | 113.744 | 113.504 | 0.000 | ||
| 6335 | 2018.10.01 00:06 | modify | 1584 | 0.10 | 113.744 | 113.504 | 113.914 | ||
| 6336 | 2018.10.01 01:18 | t/p | 1584 | 0.10 | 113.923 | 113.504 | 113.914 | 1789.40 | 1613748.59 |
| 6337 | 2018.10.01 08:56 | buy | 1585 | 0.10 | 113.950 | 0.000 | 0.000 | ||
| 6338 | 2018.10.01 08:56 | modify | 1585 | 0.10 | 113.950 | 113.710 | 0.000 | ||
| 6339 | 2018.10.01 08:56 | modify | 1585 | 0.10 | 113.950 | 113.710 | 114.120 | ||
| 6340 | 2018.10.02 07:13 | s/l | 1585 | 0.10 | 113.701 | 113.710 | 114.120 | -2395.42 | 1611353.18 |
| 6341 | 2018.10.03 09:09 | buy | 1586 | 0.16 | 113.801 | 0.000 | 0.000 | ||
| 6342 | 2018.10.03 09:09 | modify | 1586 | 0.16 | 113.801 | 113.561 | 0.000 | ||
| 6343 | 2018.10.03 09:09 | modify | 1586 | 0.16 | 113.801 | 113.561 | 113.971 | ||
| 6344 | 2018.10.03 14:01 | t/p | 1586 | 0.16 | 113.979 | 113.561 | 113.971 | 2847.04 | 1614200.22 |
| 6345 | 2018.10.03 18:53 | buy | 1587 | 0.10 | 114.322 | 0.000 | 0.000 | ||
| 6346 | 2018.10.03 18:53 | modify | 1587 | 0.10 | 114.322 | 114.082 | 0.000 | ||
| 6347 | 2018.10.03 18:53 | modify | 1587 | 0.10 | 114.322 | 114.082 | 114.492 | ||
| 6348 | 2018.10.03 20:25 | close | 1587 | 0.10 | 114.442 | 114.082 | 114.492 | 1199.40 | 1615399.62 |
| 6349 | 2018.10.04 00:13 | buy | 1588 | 0.10 | 114.444 | 0.000 | 0.000 | ||
| 6350 | 2018.10.04 00:13 | modify | 1588 | 0.10 | 114.444 | 114.204 | 0.000 | ||
| 6351 | 2018.10.04 00:13 | modify | 1588 | 0.10 | 114.444 | 114.204 | 114.614 | ||
| 6352 | 2018.10.04 11:53 | s/l | 1588 | 0.10 | 114.199 | 114.204 | 114.614 | -2450.60 | 1612949.02 |
| 6353 | 2018.10.08 05:18 | buy | 1589 | 0.16 | 113.829 | 0.000 | 0.000 | ||
| 6354 | 2018.10.08 05:18 | modify | 1589 | 0.16 | 113.829 | 113.589 | 0.000 | ||
| 6355 | 2018.10.08 05:18 | modify | 1589 | 0.16 | 113.829 | 113.589 | 113.999 | ||
| 6356 | 2018.10.08 08:30 | s/l | 1589 | 0.16 | 113.589 | 113.589 | 113.999 | -3840.96 | 1609108.06 |
| 6357 | 2018.10.09 08:08 | buy | 1590 | 0.26 | 113.200 | 0.000 | 0.000 | ||
| 6358 | 2018.10.09 08:08 | modify | 1590 | 0.26 | 113.200 | 112.960 | 0.000 | ||
| 6359 | 2018.10.09 08:08 | modify | 1590 | 0.26 | 113.200 | 112.960 | 113.370 | ||
| 6360 | 2018.10.09 19:23 | s/l | 1590 | 0.26 | 112.967 | 112.960 | 113.370 | -6059.55 | 1603048.51 |
| 6361 | 2018.10.10 11:58 | buy | 1591 | 0.42 | 113.192 | 0.000 | 0.000 | ||
| 6362 | 2018.10.10 11:58 | modify | 1591 | 0.42 | 113.192 | 112.952 | 0.000 | ||
| 6363 | 2018.10.10 11:58 | modify | 1591 | 0.42 | 113.192 | 112.952 | 113.362 | ||
| 6364 | 2018.10.10 13:57 | s/l | 1591 | 0.42 | 112.952 | 112.952 | 113.362 | -10082.51 | 1592966.00 |
| 6365 | 2018.10.16 09:18 | buy | 1592 | 0.67 | 112.081 | 0.000 | 0.000 | ||
| 6366 | 2018.10.16 09:18 | modify | 1592 | 0.67 | 112.081 | 111.841 | 0.000 | ||
| 6367 | 2018.10.16 09:18 | modify | 1592 | 0.67 | 112.081 | 111.841 | 112.251 | ||
| 6368 | 2018.10.16 14:11 | t/p | 1592 | 0.67 | 112.260 | 111.841 | 112.251 | 11988.99 | 1604954.99 |
| 6369 | 2018.10.16 16:20 | buy | 1593 | 0.10 | 112.122 | 0.000 | 0.000 | ||
| 6370 | 2018.10.16 16:20 | modify | 1593 | 0.10 | 112.122 | 111.882 | 0.000 | ||
| 6371 | 2018.10.16 16:20 | modify | 1593 | 0.10 | 112.122 | 111.882 | 112.292 | ||
| 6372 | 2018.10.16 20:21 | t/p | 1593 | 0.10 | 112.288 | 111.882 | 112.292 | 1659.40 | 1606614.39 |
| 6373 | 2018.10.18 00:02 | buy | 1594 | 0.10 | 112.607 | 0.000 | 0.000 | ||
| 6374 | 2018.10.18 00:02 | modify | 1594 | 0.10 | 112.607 | 112.367 | 0.000 | ||
| 6375 | 2018.10.18 00:02 | modify | 1594 | 0.10 | 112.607 | 112.367 | 112.777 | ||
| 6376 | 2018.10.18 07:34 | close | 1594 | 0.10 | 112.639 | 112.367 | 112.777 | 319.40 | 1606933.79 |
| 6377 | 2018.10.19 05:00 | buy | 1595 | 0.10 | 112.356 | 0.000 | 0.000 | ||
| 6378 | 2018.10.19 05:00 | modify | 1595 | 0.10 | 112.356 | 112.116 | 0.000 | ||
| 6379 | 2018.10.19 05:00 | modify | 1595 | 0.10 | 112.356 | 112.116 | 112.526 | ||
| 6380 | 2018.10.19 07:11 | t/p | 1595 | 0.10 | 112.518 | 112.116 | 112.526 | 1619.40 | 1608553.19 |
| 6381 | 2018.10.23 22:56 | buy | 1596 | 0.10 | 112.391 | 0.000 | 0.000 | ||
| 6382 | 2018.10.23 22:56 | modify | 1596 | 0.10 | 112.391 | 112.151 | 0.000 | ||
| 6383 | 2018.10.23 22:56 | modify | 1596 | 0.10 | 112.391 | 112.151 | 112.561 | ||
| 6384 | 2018.10.24 03:06 | t/p | 1596 | 0.10 | 112.564 | 112.151 | 112.561 | 1824.58 | 1610377.77 |
| 6385 | 2018.10.24 06:32 | buy | 1597 | 0.10 | 112.526 | 0.000 | 0.000 | ||
| 6386 | 2018.10.24 06:32 | modify | 1597 | 0.10 | 112.526 | 112.286 | 0.000 | ||
| 6387 | 2018.10.24 06:32 | modify | 1597 | 0.10 | 112.526 | 112.286 | 112.696 | ||
| 6388 | 2018.10.24 10:14 | close | 1597 | 0.10 | 112.669 | 112.286 | 112.696 | 1429.40 | 1611807.17 |
| 6389 | 2018.10.24 13:05 | buy | 1598 | 0.10 | 112.626 | 0.000 | 0.000 | ||
| 6390 | 2018.10.24 13:05 | modify | 1598 | 0.10 | 112.626 | 112.386 | 0.000 | ||
| 6391 | 2018.10.24 13:05 | modify | 1598 | 0.10 | 112.626 | 112.386 | 112.796 | ||
| 6392 | 2018.10.24 15:08 | s/l | 1598 | 0.10 | 112.379 | 112.386 | 112.796 | -2470.60 | 1609336.57 |
| 6393 | 2018.10.25 10:37 | buy | 1599 | 0.16 | 112.250 | 0.000 | 0.000 | ||
| 6394 | 2018.10.25 10:37 | modify | 1599 | 0.16 | 112.250 | 112.010 | 0.000 | ||
| 6395 | 2018.10.25 10:37 | modify | 1599 | 0.16 | 112.250 | 112.010 | 112.420 | ||
| 6396 | 2018.10.25 13:48 | t/p | 1599 | 0.16 | 112.411 | 112.010 | 112.420 | 2575.04 | 1611911.61 |
| 6397 | 2018.10.25 19:33 | buy | 1600 | 0.10 | 112.556 | 0.000 | 0.000 | ||
| 6398 | 2018.10.25 19:33 | modify | 1600 | 0.10 | 112.556 | 112.316 | 0.000 | ||
| 6399 | 2018.10.25 19:33 | modify | 1600 | 0.10 | 112.556 | 112.316 | 112.726 | ||
| 6400 | 2018.10.26 00:00 | s/l | 1600 | 0.10 | 112.312 | 112.316 | 112.726 | -2345.42 | 1609566.19 |
| 6401 | 2018.10.29 15:37 | buy | 1601 | 0.16 | 112.410 | 0.000 | 0.000 | ||
| 6402 | 2018.10.29 15:37 | modify | 1601 | 0.16 | 112.410 | 112.170 | 0.000 | ||
| 6403 | 2018.10.29 15:37 | modify | 1601 | 0.16 | 112.410 | 112.170 | 112.580 | ||
| 6404 | 2018.10.30 00:38 | close | 1601 | 0.16 | 112.460 | 112.170 | 112.580 | 951.34 | 1610517.53 |
| 6405 | 2018.10.30 09:11 | buy | 1602 | 0.10 | 112.734 | 0.000 | 0.000 | ||
| 6406 | 2018.10.30 09:11 | modify | 1602 | 0.10 | 112.734 | 112.494 | 0.000 | ||
| 6407 | 2018.10.30 09:11 | modify | 1602 | 0.10 | 112.734 | 112.494 | 112.904 | ||
| 6408 | 2018.10.30 11:41 | t/p | 1602 | 0.10 | 112.909 | 112.494 | 112.904 | 1749.40 | 1612266.93 |
| 6409 | 2018.10.30 13:07 | buy | 1603 | 0.10 | 112.818 | 0.000 | 0.000 | ||
| 6410 | 2018.10.30 13:07 | modify | 1603 | 0.10 | 112.818 | 112.578 | 0.000 | ||
| 6411 | 2018.10.30 13:07 | modify | 1603 | 0.10 | 112.818 | 112.578 | 112.988 | ||
| 6412 | 2018.10.30 19:28 | t/p | 1603 | 0.10 | 112.988 | 112.578 | 112.988 | 1699.40 | 1613966.33 |
| 6413 | 2018.10.30 23:41 | buy | 1604 | 0.10 | 113.041 | 0.000 | 0.000 | ||
| 6414 | 2018.10.30 23:41 | modify | 1604 | 0.10 | 113.041 | 112.801 | 0.000 | ||
| 6415 | 2018.10.30 23:41 | modify | 1604 | 0.10 | 113.041 | 112.801 | 113.211 | ||
| 6416 | 2018.10.31 00:50 | close | 1604 | 0.10 | 113.172 | 112.801 | 113.211 | 1404.58 | 1615370.91 |
| 6417 | 2018.11.02 08:07 | buy | 1605 | 0.10 | 112.906 | 0.000 | 0.000 | ||
| 6418 | 2018.11.02 08:07 | modify | 1605 | 0.10 | 112.906 | 112.666 | 0.000 | ||
| 6419 | 2018.11.02 08:07 | modify | 1605 | 0.10 | 112.906 | 112.666 | 113.076 | ||
| 6420 | 2018.11.02 15:54 | t/p | 1605 | 0.10 | 113.074 | 112.666 | 113.076 | 1679.40 | 1617050.31 |
| 6421 | 2018.11.04 22:06 | buy | 1606 | 0.10 | 113.176 | 0.000 | 0.000 | ||
| 6422 | 2018.11.04 22:06 | modify | 1606 | 0.10 | 113.176 | 112.936 | 0.000 | ||
| 6423 | 2018.11.04 22:06 | modify | 1606 | 0.10 | 113.176 | 112.936 | 113.346 | ||
| 6424 | 2018.11.06 04:43 | t/p | 1606 | 0.10 | 113.347 | 112.936 | 113.346 | 1899.77 | 1618950.08 |
| 6425 | 2018.11.06 07:59 | buy | 1607 | 0.10 | 113.338 | 0.000 | 0.000 | ||
| 6426 | 2018.11.06 07:59 | modify | 1607 | 0.10 | 113.338 | 113.098 | 0.000 | ||
| 6427 | 2018.11.06 07:59 | modify | 1607 | 0.10 | 113.338 | 113.098 | 113.508 | ||
| 6428 | 2018.11.06 14:36 | close | 1607 | 0.10 | 113.285 | 113.098 | 113.508 | -530.60 | 1618419.48 |
| 6429 | 2018.11.06 19:11 | buy | 1608 | 0.16 | 113.428 | 0.000 | 0.000 | ||
| 6430 | 2018.11.06 19:11 | modify | 1608 | 0.16 | 113.428 | 113.188 | 0.000 | ||
| 6431 | 2018.11.06 19:11 | modify | 1608 | 0.16 | 113.428 | 113.188 | 113.598 | ||
| 6432 | 2018.11.07 00:40 | s/l | 1608 | 0.16 | 113.198 | 113.188 | 113.598 | -3528.66 | 1614890.82 |
| 6433 | 2018.11.08 01:53 | buy | 1609 | 0.26 | 113.570 | 0.000 | 0.000 | ||
| 6434 | 2018.11.08 01:53 | modify | 1609 | 0.26 | 113.570 | 113.330 | 0.000 | ||
| 6435 | 2018.11.08 01:53 | modify | 1609 | 0.26 | 113.570 | 113.330 | 113.740 | ||
| 6436 | 2018.11.08 09:08 | t/p | 1609 | 0.26 | 113.739 | 113.330 | 113.740 | 4392.45 | 1619283.27 |
| 6437 | 2018.11.08 12:07 | buy | 1610 | 0.10 | 113.672 | 0.000 | 0.000 | ||
| 6438 | 2018.11.08 12:07 | modify | 1610 | 0.10 | 113.672 | 113.432 | 0.000 | ||
| 6439 | 2018.11.08 12:07 | modify | 1610 | 0.10 | 113.672 | 113.432 | 113.842 | ||
| 6440 | 2018.11.08 15:56 | close | 1610 | 0.10 | 113.780 | 113.432 | 113.842 | 1079.40 | 1620362.67 |
| 6441 | 2018.11.08 19:02 | buy | 1611 | 0.10 | 113.845 | 0.000 | 0.000 | ||
| 6442 | 2018.11.08 19:02 | modify | 1611 | 0.10 | 113.845 | 113.605 | 0.000 | ||
| 6443 | 2018.11.08 19:02 | modify | 1611 | 0.10 | 113.845 | 113.605 | 114.015 | ||
| 6444 | 2018.11.08 19:15 | close | 1611 | 0.10 | 113.999 | 113.605 | 114.015 | 1539.40 | 1621902.07 |
| 6445 | 2018.11.08 23:36 | buy | 1612 | 0.10 | 114.002 | 0.000 | 0.000 | ||
| 6446 | 2018.11.08 23:36 | modify | 1612 | 0.10 | 114.002 | 113.762 | 0.000 | ||
| 6447 | 2018.11.08 23:36 | modify | 1612 | 0.10 | 114.002 | 113.762 | 114.172 | ||
| 6448 | 2018.11.09 08:46 | s/l | 1612 | 0.10 | 113.750 | 113.762 | 114.172 | -2425.42 | 1619476.65 |
| 6449 | 2018.11.12 08:18 | buy | 1613 | 0.16 | 114.115 | 0.000 | 0.000 | ||
| 6450 | 2018.11.12 08:18 | modify | 1613 | 0.16 | 114.115 | 113.875 | 0.000 | ||