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 |
| 6451 | 2018.11.12 08:18 | modify | 1613 | 0.16 | 114.115 | 113.875 | 114.285 | ||
| 6452 | 2018.11.12 10:11 | s/l | 1613 | 0.16 | 113.880 | 113.875 | 114.285 | -3760.96 | 1615715.69 |
| 6453 | 2018.11.13 06:42 | buy | 1614 | 0.26 | 113.925 | 0.000 | 0.000 | ||
| 6454 | 2018.11.13 06:42 | modify | 1614 | 0.26 | 113.925 | 113.685 | 0.000 | ||
| 6455 | 2018.11.13 06:42 | modify | 1614 | 0.26 | 113.925 | 113.685 | 114.095 | ||
| 6456 | 2018.11.13 08:01 | t/p | 1614 | 0.26 | 114.088 | 113.685 | 114.095 | 4236.45 | 1619952.14 |
| 6457 | 2018.11.13 11:10 | buy | 1615 | 0.10 | 114.072 | 0.000 | 0.000 | ||
| 6458 | 2018.11.13 11:10 | modify | 1615 | 0.10 | 114.072 | 113.832 | 0.000 | ||
| 6459 | 2018.11.13 11:10 | modify | 1615 | 0.10 | 114.072 | 113.832 | 114.242 | ||
| 6460 | 2018.11.13 15:23 | s/l | 1615 | 0.10 | 113.840 | 113.832 | 114.242 | -2320.60 | 1617631.54 |
| 6461 | 2018.11.20 20:05 | buy | 1616 | 0.16 | 112.686 | 0.000 | 0.000 | ||
| 6462 | 2018.11.20 20:05 | modify | 1616 | 0.16 | 112.686 | 112.446 | 0.000 | ||
| 6463 | 2018.11.20 20:05 | modify | 1616 | 0.16 | 112.686 | 112.446 | 112.856 | ||
| 6464 | 2018.11.21 01:30 | t/p | 1616 | 0.16 | 112.853 | 112.446 | 112.856 | 2823.34 | 1620454.88 |
| 6465 | 2018.11.21 03:48 | buy | 1617 | 0.10 | 112.856 | 0.000 | 0.000 | ||
| 6466 | 2018.11.21 03:48 | modify | 1617 | 0.10 | 112.856 | 112.616 | 0.000 | ||
| 6467 | 2018.11.21 03:48 | modify | 1617 | 0.10 | 112.856 | 112.616 | 113.026 | ||
| 6468 | 2018.11.21 10:10 | close | 1617 | 0.10 | 113.000 | 112.616 | 113.026 | 1439.40 | 1621894.28 |
| 6469 | 2018.11.21 11:34 | buy | 1618 | 0.10 | 112.995 | 0.000 | 0.000 | ||
| 6470 | 2018.11.21 11:34 | modify | 1618 | 0.10 | 112.995 | 112.755 | 0.000 | ||
| 6471 | 2018.11.21 11:34 | modify | 1618 | 0.10 | 112.995 | 112.755 | 113.165 | ||
| 6472 | 2018.11.21 22:38 | t/p | 1618 | 0.10 | 113.178 | 112.755 | 113.165 | 1829.40 | 1623723.68 |
| 6473 | 2018.11.26 04:08 | buy | 1619 | 0.10 | 113.184 | 0.000 | 0.000 | ||
| 6474 | 2018.11.26 04:08 | modify | 1619 | 0.10 | 113.184 | 112.944 | 0.000 | ||
| 6475 | 2018.11.26 04:08 | modify | 1619 | 0.10 | 113.184 | 112.944 | 113.354 | ||
| 6476 | 2018.11.26 08:16 | t/p | 1619 | 0.10 | 113.351 | 112.944 | 113.354 | 1669.40 | 1625393.08 |
| 6477 | 2018.11.26 09:32 | buy | 1620 | 0.10 | 113.227 | 0.000 | 0.000 | ||
| 6478 | 2018.11.26 09:32 | modify | 1620 | 0.10 | 113.227 | 112.987 | 0.000 | ||
| 6479 | 2018.11.26 09:32 | modify | 1620 | 0.10 | 113.227 | 112.987 | 113.397 | ||
| 6480 | 2018.11.26 14:05 | close | 1620 | 0.10 | 113.323 | 112.987 | 113.397 | 959.40 | 1626352.48 |
| 6481 | 2018.11.26 17:37 | buy | 1621 | 0.10 | 113.496 | 0.000 | 0.000 | ||
| 6482 | 2018.11.26 17:37 | modify | 1621 | 0.10 | 113.496 | 113.256 | 0.000 | ||
| 6483 | 2018.11.26 17:37 | modify | 1621 | 0.10 | 113.496 | 113.256 | 113.666 | ||
| 6484 | 2018.11.27 07:34 | close | 1621 | 0.10 | 113.624 | 113.256 | 113.666 | 1374.58 | 1627727.06 |
| 6485 | 2018.11.27 22:14 | buy | 1622 | 0.10 | 113.759 | 0.000 | 0.000 | ||
| 6486 | 2018.11.27 22:14 | modify | 1622 | 0.10 | 113.759 | 113.519 | 0.000 | ||
| 6487 | 2018.11.27 22:14 | modify | 1622 | 0.10 | 113.759 | 113.519 | 113.929 | ||
| 6488 | 2018.11.28 05:21 | close | 1622 | 0.10 | 113.888 | 113.519 | 113.929 | 1384.58 | 1629111.65 |
| 6489 | 2018.11.28 08:09 | buy | 1623 | 0.10 | 113.826 | 0.000 | 0.000 | ||
| 6490 | 2018.11.28 08:09 | modify | 1623 | 0.10 | 113.826 | 113.586 | 0.000 | ||
| 6491 | 2018.11.28 08:09 | modify | 1623 | 0.10 | 113.826 | 113.586 | 113.996 | ||
| 6492 | 2018.11.28 13:17 | close | 1623 | 0.10 | 113.853 | 113.586 | 113.996 | 269.40 | 1629381.05 |
| 6493 | 2018.11.29 19:01 | buy | 1624 | 0.10 | 113.421 | 0.000 | 0.000 | ||
| 6494 | 2018.11.29 19:01 | modify | 1624 | 0.10 | 113.421 | 113.181 | 0.000 | ||
| 6495 | 2018.11.29 19:01 | modify | 1624 | 0.10 | 113.421 | 113.181 | 113.591 | ||
| 6496 | 2018.11.30 07:53 | close | 1624 | 0.10 | 113.477 | 113.181 | 113.591 | 654.58 | 1630035.63 |
| 6497 | 2018.11.30 14:06 | buy | 1625 | 0.10 | 113.493 | 0.000 | 0.000 | ||
| 6498 | 2018.11.30 14:06 | modify | 1625 | 0.10 | 113.493 | 113.253 | 0.000 | ||
| 6499 | 2018.11.30 14:06 | modify | 1625 | 0.10 | 113.493 | 113.253 | 113.663 | ||
| 6500 | 2018.11.30 17:52 | close | 1625 | 0.10 | 113.645 | 113.253 | 113.663 | 1519.40 | 1631555.03 |
| 6501 | 2018.11.30 20:08 | buy | 1626 | 0.10 | 113.606 | 0.000 | 0.000 | ||
| 6502 | 2018.11.30 20:08 | modify | 1626 | 0.10 | 113.606 | 113.366 | 0.000 | ||
| 6503 | 2018.11.30 20:08 | modify | 1626 | 0.10 | 113.606 | 113.366 | 113.776 | ||
| 6504 | 2018.12.02 23:10 | t/p | 1626 | 0.10 | 113.781 | 113.366 | 113.776 | 1749.40 | 1633304.43 |
| 6505 | 2018.12.03 00:47 | buy | 1627 | 0.10 | 113.674 | 0.000 | 0.000 | ||
| 6506 | 2018.12.03 00:47 | modify | 1627 | 0.10 | 113.674 | 113.434 | 0.000 | ||
| 6507 | 2018.12.03 00:47 | modify | 1627 | 0.10 | 113.674 | 113.434 | 113.844 | ||
| 6508 | 2018.12.03 08:48 | s/l | 1627 | 0.10 | 113.433 | 113.434 | 113.844 | -2410.60 | 1630893.83 |
| 6509 | 2018.12.03 21:18 | buy | 1628 | 0.16 | 113.631 | 0.000 | 0.000 | ||
| 6510 | 2018.12.03 21:18 | modify | 1628 | 0.16 | 113.631 | 113.391 | 0.000 | ||
| 6511 | 2018.12.03 21:18 | modify | 1628 | 0.16 | 113.631 | 113.391 | 113.801 | ||
| 6512 | 2018.12.04 01:29 | s/l | 1628 | 0.16 | 113.401 | 113.391 | 113.801 | -3528.66 | 1627365.17 |
| 6513 | 2018.12.05 03:45 | buy | 1629 | 0.26 | 112.932 | 0.000 | 0.000 | ||
| 6514 | 2018.12.05 03:45 | modify | 1629 | 0.26 | 112.932 | 112.692 | 0.000 | ||
| 6515 | 2018.12.05 03:45 | modify | 1629 | 0.26 | 112.932 | 112.692 | 113.102 | ||
| 6516 | 2018.12.05 07:23 | t/p | 1629 | 0.26 | 113.098 | 112.692 | 113.102 | 4314.45 | 1631679.62 |
| 6517 | 2018.12.05 08:42 | buy | 1630 | 0.10 | 113.016 | 0.000 | 0.000 | ||
| 6518 | 2018.12.05 08:42 | modify | 1630 | 0.10 | 113.016 | 112.776 | 0.000 | ||
| 6519 | 2018.12.05 08:42 | modify | 1630 | 0.10 | 113.016 | 112.776 | 113.186 | ||
| 6520 | 2018.12.05 13:49 | close | 1630 | 0.10 | 113.050 | 112.776 | 113.186 | 339.40 | 1632019.02 |
| 6521 | 2018.12.05 22:11 | buy | 1631 | 0.10 | 113.169 | 0.000 | 0.000 | ||
| 6522 | 2018.12.05 22:11 | modify | 1631 | 0.10 | 113.169 | 112.929 | 0.000 | ||
| 6523 | 2018.12.05 22:11 | modify | 1631 | 0.10 | 113.169 | 112.929 | 113.339 | ||
| 6524 | 2018.12.06 00:54 | s/l | 1631 | 0.10 | 112.918 | 112.929 | 113.339 | -2225.05 | 1629793.97 |
| 6525 | 2018.12.06 08:48 | buy | 1632 | 0.16 | 112.965 | 0.000 | 0.000 | ||
| 6526 | 2018.12.06 08:48 | modify | 1632 | 0.16 | 112.965 | 112.725 | 0.000 | ||
| 6527 | 2018.12.06 08:48 | modify | 1632 | 0.16 | 112.965 | 112.725 | 113.135 | ||
| 6528 | 2018.12.06 09:10 | s/l | 1632 | 0.16 | 112.731 | 112.725 | 113.135 | -3744.96 | 1626049.01 |
| 6529 | 2018.12.10 11:30 | buy | 1633 | 0.26 | 112.647 | 0.000 | 0.000 | ||
| 6530 | 2018.12.10 11:30 | modify | 1633 | 0.26 | 112.647 | 112.407 | 0.000 | ||
| 6531 | 2018.12.10 11:30 | modify | 1633 | 0.26 | 112.647 | 112.407 | 112.817 | ||
| 6532 | 2018.12.10 13:21 | t/p | 1633 | 0.26 | 112.808 | 112.407 | 112.817 | 4184.45 | 1630233.46 |
| 6533 | 2018.12.10 23:03 | buy | 1634 | 0.10 | 113.225 | 0.000 | 0.000 | ||
| 6534 | 2018.12.10 23:03 | modify | 1634 | 0.10 | 113.225 | 112.985 | 0.000 | ||
| 6535 | 2018.12.10 23:03 | modify | 1634 | 0.10 | 113.225 | 112.985 | 113.395 | ||
| 6536 | 2018.12.11 16:19 | t/p | 1634 | 0.10 | 113.396 | 112.985 | 113.395 | 1804.58 | 1632038.04 |
| 6537 | 2018.12.11 18:10 | buy | 1635 | 0.10 | 113.260 | 0.000 | 0.000 | ||
| 6538 | 2018.12.11 18:10 | modify | 1635 | 0.10 | 113.260 | 113.020 | 0.000 | ||
| 6539 | 2018.12.11 18:10 | modify | 1635 | 0.10 | 113.260 | 113.020 | 113.430 | ||
| 6540 | 2018.12.11 19:34 | t/p | 1635 | 0.10 | 113.442 | 113.020 | 113.430 | 1819.40 | 1633857.44 |
| 6541 | 2018.12.12 02:43 | buy | 1636 | 0.10 | 113.425 | 0.000 | 0.000 | ||
| 6542 | 2018.12.12 02:43 | modify | 1636 | 0.10 | 113.425 | 113.185 | 0.000 | ||
| 6543 | 2018.12.12 02:43 | modify | 1636 | 0.10 | 113.425 | 113.185 | 113.595 | ||
| 6544 | 2018.12.12 15:51 | s/l | 1636 | 0.10 | 113.178 | 113.185 | 113.595 | -2470.60 | 1631386.84 |
| 6545 | 2018.12.13 07:03 | buy | 1637 | 0.16 | 113.432 | 0.000 | 0.000 | ||
| 6546 | 2018.12.13 07:03 | modify | 1637 | 0.16 | 113.432 | 113.192 | 0.000 | ||
| 6547 | 2018.12.13 07:03 | modify | 1637 | 0.16 | 113.432 | 113.192 | 113.602 | ||
| 6548 | 2018.12.13 13:39 | close | 1637 | 0.16 | 113.567 | 113.192 | 113.602 | 2159.04 | 1633545.88 |
| 6549 | 2018.12.13 18:05 | buy | 1638 | 0.10 | 113.555 | 0.000 | 0.000 | ||
| 6550 | 2018.12.13 18:05 | modify | 1638 | 0.10 | 113.555 | 113.315 | 0.000 | ||
| 6551 | 2018.12.13 18:05 | modify | 1638 | 0.10 | 113.555 | 113.315 | 113.725 | ||
| 6552 | 2018.12.14 06:47 | close | 1638 | 0.10 | 113.584 | 113.315 | 113.725 | 384.58 | 1633930.47 |
| 6553 | 2018.12.26 01:51 | buy | 1639 | 0.10 | 110.460 | 0.000 | 0.000 | ||
| 6554 | 2018.12.26 01:51 | modify | 1639 | 0.10 | 110.460 | 110.220 | 0.000 | ||
| 6555 | 2018.12.26 01:51 | modify | 1639 | 0.10 | 110.460 | 110.220 | 110.630 | ||
| 6556 | 2018.12.26 12:18 | t/p | 1639 | 0.10 | 110.641 | 110.220 | 110.630 | 1809.40 | 1635739.87 |
| 6557 | 2018.12.26 13:52 | buy | 1640 | 0.10 | 110.578 | 0.000 | 0.000 | ||
| 6558 | 2018.12.26 13:52 | modify | 1640 | 0.10 | 110.578 | 110.338 | 0.000 | ||
| 6559 | 2018.12.26 13:52 | modify | 1640 | 0.10 | 110.578 | 110.338 | 110.748 | ||
| 6560 | 2018.12.26 15:57 | s/l | 1640 | 0.10 | 110.333 | 110.338 | 110.748 | -2450.60 | 1633289.27 |
| 6561 | 2018.12.26 23:03 | buy | 1641 | 0.16 | 111.283 | 0.000 | 0.000 | ||
| 6562 | 2018.12.26 23:03 | modify | 1641 | 0.16 | 111.283 | 111.043 | 0.000 | ||
| 6563 | 2018.12.26 23:03 | modify | 1641 | 0.16 | 111.283 | 111.043 | 111.453 | ||
| 6564 | 2018.12.27 00:54 | s/l | 1641 | 0.16 | 111.038 | 111.043 | 111.453 | -3464.07 | 1629825.19 |
| 6565 | 2018.12.27 00:55 | buy | 1642 | 0.26 | 111.075 | 0.000 | 0.000 | ||
| 6566 | 2018.12.27 00:55 | modify | 1642 | 0.26 | 111.075 | 110.835 | 0.000 | ||
| 6567 | 2018.12.27 00:55 | modify | 1642 | 0.26 | 111.075 | 110.835 | 111.245 | ||
| 6568 | 2018.12.27 05:23 | close | 1642 | 0.26 | 111.165 | 110.835 | 111.245 | 2338.45 | 1632163.64 |
| 6569 | 2019.01.02 19:42 | buy | 1643 | 0.10 | 109.342 | 0.000 | 0.000 | ||
| 6570 | 2019.01.02 19:42 | modify | 1643 | 0.10 | 109.342 | 109.102 | 0.000 | ||
| 6571 | 2019.01.02 19:42 | modify | 1643 | 0.10 | 109.342 | 109.102 | 109.512 | ||
| 6572 | 2019.01.02 20:03 | s/l | 1643 | 0.10 | 109.098 | 109.102 | 109.512 | -2440.60 | 1629723.04 |
| 6573 | 2019.01.04 05:44 | buy | 1644 | 0.16 | 108.255 | 0.000 | 0.000 | ||
| 6574 | 2019.01.04 05:44 | modify | 1644 | 0.16 | 108.255 | 108.015 | 0.000 | ||
| 6575 | 2019.01.04 05:44 | modify | 1644 | 0.16 | 108.255 | 108.015 | 108.425 | ||
| 6576 | 2019.01.04 07:30 | s/l | 1644 | 0.16 | 108.013 | 108.015 | 108.425 | -3872.96 | 1625850.08 |
| 6577 | 2019.01.04 15:16 | buy | 1645 | 0.26 | 108.262 | 0.000 | 0.000 | ||
| 6578 | 2019.01.04 15:16 | modify | 1645 | 0.26 | 108.262 | 108.022 | 0.000 | ||
| 6579 | 2019.01.04 15:16 | modify | 1645 | 0.26 | 108.262 | 108.022 | 108.432 | ||
| 6580 | 2019.01.04 17:25 | t/p | 1645 | 0.26 | 108.441 | 108.022 | 108.432 | 4652.45 | 1630502.53 |
| 6581 | 2019.01.07 01:02 | buy | 1646 | 0.10 | 108.453 | 0.000 | 0.000 | ||
| 6582 | 2019.01.07 01:02 | modify | 1646 | 0.10 | 108.453 | 108.213 | 0.000 | ||
| 6583 | 2019.01.07 01:02 | modify | 1646 | 0.10 | 108.453 | 108.213 | 108.623 | ||
| 6584 | 2019.01.07 03:08 | s/l | 1646 | 0.10 | 108.212 | 108.213 | 108.623 | -2410.60 | 1628091.93 |
| 6585 | 2019.01.07 18:51 | buy | 1647 | 0.16 | 108.536 | 0.000 | 0.000 | ||
| 6586 | 2019.01.07 18:51 | modify | 1647 | 0.16 | 108.536 | 108.296 | 0.000 | ||
| 6587 | 2019.01.07 18:51 | modify | 1647 | 0.16 | 108.536 | 108.296 | 108.706 | ||
| 6588 | 2019.01.07 20:22 | t/p | 1647 | 0.16 | 108.699 | 108.296 | 108.706 | 2607.04 | 1630698.97 |
| 6589 | 2019.01.07 23:16 | buy | 1648 | 0.10 | 108.649 | 0.000 | 0.000 | ||
| 6590 | 2019.01.07 23:16 | modify | 1648 | 0.10 | 108.649 | 108.409 | 0.000 | ||
| 6591 | 2019.01.07 23:16 | modify | 1648 | 0.10 | 108.649 | 108.409 | 108.819 | ||
| 6592 | 2019.01.09 00:17 | t/p | 1648 | 0.10 | 108.823 | 108.409 | 108.819 | 1929.77 | 1632628.74 |
| 6593 | 2019.01.13 23:05 | buy | 1649 | 0.10 | 108.479 | 0.000 | 0.000 | ||
| 6594 | 2019.01.13 23:05 | modify | 1649 | 0.10 | 108.479 | 108.239 | 0.000 | ||
| 6595 | 2019.01.13 23:05 | modify | 1649 | 0.10 | 108.479 | 108.239 | 108.649 | ||
| 6596 | 2019.01.14 01:50 | s/l | 1649 | 0.10 | 108.245 | 108.239 | 108.649 | -2245.42 | 1630383.33 |
| 6597 | 2019.01.15 07:30 | buy | 1650 | 0.16 | 108.614 | 0.000 | 0.000 | ||
| 6598 | 2019.01.15 07:30 | modify | 1650 | 0.16 | 108.614 | 108.374 | 0.000 | ||
| 6599 | 2019.01.15 07:30 | modify | 1650 | 0.16 | 108.614 | 108.374 | 108.784 | ||
| 6600 | 2019.01.15 11:56 | s/l | 1650 | 0.16 | 108.374 | 108.374 | 108.784 | -3840.96 | 1626542.37 |