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 |
| 6601 | 2019.01.17 00:07 | buy | 1651 | 0.26 | 109.010 | 0.000 | 0.000 | ||
| 6602 | 2019.01.17 00:07 | modify | 1651 | 0.26 | 109.010 | 108.770 | 0.000 | ||
| 6603 | 2019.01.17 00:07 | modify | 1651 | 0.26 | 109.010 | 108.770 | 109.180 | ||
| 6604 | 2019.01.17 07:44 | s/l | 1651 | 0.26 | 108.774 | 108.770 | 109.180 | -6137.55 | 1620404.82 |
| 6605 | 2019.01.17 18:07 | buy | 1652 | 0.42 | 108.966 | 0.000 | 0.000 | ||
| 6606 | 2019.01.17 18:07 | modify | 1652 | 0.42 | 108.966 | 108.726 | 0.000 | ||
| 6607 | 2019.01.17 18:07 | modify | 1652 | 0.42 | 108.966 | 108.726 | 109.136 | ||
| 6608 | 2019.01.17 19:40 | t/p | 1652 | 0.42 | 109.132 | 108.726 | 109.136 | 6969.49 | 1627374.31 |
| 6609 | 2019.01.17 23:03 | buy | 1653 | 0.10 | 109.165 | 0.000 | 0.000 | ||
| 6610 | 2019.01.17 23:03 | modify | 1653 | 0.10 | 109.165 | 108.925 | 0.000 | ||
| 6611 | 2019.01.17 23:03 | modify | 1653 | 0.10 | 109.165 | 108.925 | 109.335 | ||
| 6612 | 2019.01.18 00:30 | t/p | 1653 | 0.10 | 109.334 | 108.925 | 109.335 | 1784.58 | 1629158.89 |
| 6613 | 2019.01.18 06:06 | buy | 1654 | 0.10 | 109.359 | 0.000 | 0.000 | ||
| 6614 | 2019.01.18 06:06 | modify | 1654 | 0.10 | 109.359 | 109.119 | 0.000 | ||
| 6615 | 2019.01.18 06:06 | modify | 1654 | 0.10 | 109.359 | 109.119 | 109.529 | ||
| 6616 | 2019.01.18 09:07 | t/p | 1654 | 0.10 | 109.538 | 109.119 | 109.529 | 1789.40 | 1630948.29 |
| 6617 | 2019.01.18 10:12 | buy | 1655 | 0.10 | 109.475 | 0.000 | 0.000 | ||
| 6618 | 2019.01.18 10:12 | modify | 1655 | 0.10 | 109.475 | 109.235 | 0.000 | ||
| 6619 | 2019.01.18 10:12 | modify | 1655 | 0.10 | 109.475 | 109.235 | 109.645 | ||
| 6620 | 2019.01.18 15:19 | t/p | 1655 | 0.10 | 109.653 | 109.235 | 109.645 | 1779.40 | 1632727.69 |
| 6621 | 2019.01.18 18:43 | buy | 1656 | 0.10 | 109.725 | 0.000 | 0.000 | ||
| 6622 | 2019.01.18 18:43 | modify | 1656 | 0.10 | 109.725 | 109.485 | 0.000 | ||
| 6623 | 2019.01.18 18:43 | modify | 1656 | 0.10 | 109.725 | 109.485 | 109.895 | ||
| 6624 | 2019.01.21 01:14 | s/l | 1656 | 0.10 | 109.479 | 109.485 | 109.895 | -2365.42 | 1630362.27 |
| 6625 | 2019.01.24 08:22 | buy | 1657 | 0.16 | 109.640 | 0.000 | 0.000 | ||
| 6626 | 2019.01.24 08:22 | modify | 1657 | 0.16 | 109.640 | 109.400 | 0.000 | ||
| 6627 | 2019.01.24 08:22 | modify | 1657 | 0.16 | 109.640 | 109.400 | 109.810 | ||
| 6628 | 2019.01.25 00:10 | close | 1657 | 0.16 | 109.678 | 109.400 | 109.810 | 759.34 | 1631121.61 |
| 6629 | 2019.01.25 03:06 | buy | 1658 | 0.10 | 109.685 | 0.000 | 0.000 | ||
| 6630 | 2019.01.25 03:06 | modify | 1658 | 0.10 | 109.685 | 109.445 | 0.000 | ||
| 6631 | 2019.01.25 03:06 | modify | 1658 | 0.10 | 109.685 | 109.445 | 109.855 | ||
| 6632 | 2019.01.25 03:47 | t/p | 1658 | 0.10 | 109.848 | 109.445 | 109.855 | 1629.40 | 1632751.01 |
| 6633 | 2019.01.25 07:53 | buy | 1659 | 0.10 | 109.769 | 0.000 | 0.000 | ||
| 6634 | 2019.01.25 07:53 | modify | 1659 | 0.10 | 109.769 | 109.529 | 0.000 | ||
| 6635 | 2019.01.25 07:53 | modify | 1659 | 0.10 | 109.769 | 109.529 | 109.939 | ||
| 6636 | 2019.01.25 13:05 | t/p | 1659 | 0.10 | 109.930 | 109.529 | 109.939 | 1609.40 | 1634360.41 |
| 6637 | 2019.01.30 17:13 | buy | 1660 | 0.10 | 109.565 | 0.000 | 0.000 | ||
| 6638 | 2019.01.30 17:13 | modify | 1660 | 0.10 | 109.565 | 109.325 | 0.000 | ||
| 6639 | 2019.01.30 17:13 | modify | 1660 | 0.10 | 109.565 | 109.325 | 109.735 | ||
| 6640 | 2019.01.30 19:00 | s/l | 1660 | 0.10 | 109.327 | 109.325 | 109.735 | -2380.60 | 1631979.81 |
| 6641 | 2019.01.31 20:13 | buy | 1661 | 0.16 | 108.824 | 0.000 | 0.000 | ||
| 6642 | 2019.01.31 20:13 | modify | 1661 | 0.16 | 108.824 | 108.584 | 0.000 | ||
| 6643 | 2019.01.31 20:13 | modify | 1661 | 0.16 | 108.824 | 108.584 | 108.994 | ||
| 6644 | 2019.02.01 07:28 | close | 1661 | 0.16 | 108.950 | 108.584 | 108.994 | 2167.34 | 1634147.14 |
| 6645 | 2019.02.01 09:23 | buy | 1662 | 0.10 | 108.913 | 0.000 | 0.000 | ||
| 6646 | 2019.02.01 09:23 | modify | 1662 | 0.10 | 108.913 | 108.673 | 0.000 | ||
| 6647 | 2019.02.01 09:23 | modify | 1662 | 0.10 | 108.913 | 108.673 | 109.083 | ||
| 6648 | 2019.02.01 13:30 | t/p | 1662 | 0.10 | 109.092 | 108.673 | 109.083 | 1789.40 | 1635936.54 |
| 6649 | 2019.02.01 19:57 | buy | 1663 | 0.10 | 109.520 | 0.000 | 0.000 | ||
| 6650 | 2019.02.01 19:57 | modify | 1663 | 0.10 | 109.520 | 109.280 | 0.000 | ||
| 6651 | 2019.02.01 19:57 | modify | 1663 | 0.10 | 109.520 | 109.280 | 109.690 | ||
| 6652 | 2019.02.05 00:00 | t/p | 1663 | 0.10 | 109.978 | 109.280 | 109.690 | 4769.77 | 1640706.31 |
| 6653 | 2019.02.05 04:05 | buy | 1664 | 0.10 | 109.942 | 0.000 | 0.000 | ||
| 6654 | 2019.02.05 04:05 | modify | 1664 | 0.10 | 109.942 | 109.702 | 0.000 | ||
| 6655 | 2019.02.05 04:05 | modify | 1664 | 0.10 | 109.942 | 109.702 | 110.112 | ||
| 6656 | 2019.02.05 09:30 | close | 1664 | 0.10 | 109.994 | 109.702 | 110.112 | 519.40 | 1641225.71 |
| 6657 | 2019.02.05 13:31 | buy | 1665 | 0.10 | 109.917 | 0.000 | 0.000 | ||
| 6658 | 2019.02.05 13:31 | modify | 1665 | 0.10 | 109.917 | 109.677 | 0.000 | ||
| 6659 | 2019.02.05 13:31 | modify | 1665 | 0.10 | 109.917 | 109.677 | 110.087 | ||
| 6660 | 2019.02.06 02:28 | s/l | 1665 | 0.10 | 109.672 | 109.677 | 110.087 | -2355.42 | 1638870.30 |
| 6661 | 2019.02.06 23:03 | buy | 1666 | 0.16 | 109.925 | 0.000 | 0.000 | ||
| 6662 | 2019.02.06 23:03 | modify | 1666 | 0.16 | 109.925 | 109.685 | 0.000 | ||
| 6663 | 2019.02.06 23:03 | modify | 1666 | 0.16 | 109.925 | 109.685 | 110.095 | ||
| 6664 | 2019.02.07 04:15 | close | 1666 | 0.16 | 109.961 | 109.685 | 110.095 | 1031.93 | 1639902.22 |
| 6665 | 2019.02.11 11:14 | buy | 1667 | 0.10 | 110.142 | 0.000 | 0.000 | ||
| 6666 | 2019.02.11 11:14 | modify | 1667 | 0.10 | 110.142 | 109.902 | 0.000 | ||
| 6667 | 2019.02.11 11:14 | modify | 1667 | 0.10 | 110.142 | 109.902 | 110.312 | ||
| 6668 | 2019.02.11 13:24 | close | 1667 | 0.10 | 110.284 | 109.902 | 110.312 | 1419.40 | 1641321.62 |
| 6669 | 2019.02.11 19:18 | buy | 1668 | 0.10 | 110.401 | 0.000 | 0.000 | ||
| 6670 | 2019.02.11 19:18 | modify | 1668 | 0.10 | 110.401 | 110.161 | 0.000 | ||
| 6671 | 2019.02.11 19:18 | modify | 1668 | 0.10 | 110.401 | 110.161 | 110.571 | ||
| 6672 | 2019.02.11 23:05 | close | 1668 | 0.10 | 110.465 | 110.161 | 110.571 | 639.40 | 1641961.02 |
| 6673 | 2019.02.12 06:44 | buy | 1669 | 0.10 | 110.523 | 0.000 | 0.000 | ||
| 6674 | 2019.02.12 06:44 | modify | 1669 | 0.10 | 110.523 | 110.283 | 0.000 | ||
| 6675 | 2019.02.12 06:44 | modify | 1669 | 0.10 | 110.523 | 110.283 | 110.693 | ||
| 6676 | 2019.02.12 23:55 | close | 1669 | 0.10 | 110.534 | 110.283 | 110.693 | 109.40 | 1642070.42 |
| 6677 | 2019.02.13 04:24 | buy | 1670 | 0.10 | 110.595 | 0.000 | 0.000 | ||
| 6678 | 2019.02.13 04:24 | modify | 1670 | 0.10 | 110.595 | 110.355 | 0.000 | ||
| 6679 | 2019.02.13 04:24 | modify | 1670 | 0.10 | 110.595 | 110.355 | 110.765 | ||
| 6680 | 2019.02.13 08:11 | t/p | 1670 | 0.10 | 110.772 | 110.355 | 110.765 | 1769.40 | 1643839.82 |
| 6681 | 2019.02.13 11:08 | buy | 1671 | 0.10 | 110.677 | 0.000 | 0.000 | ||
| 6682 | 2019.02.13 11:08 | modify | 1671 | 0.10 | 110.677 | 110.437 | 0.000 | ||
| 6683 | 2019.02.13 11:08 | modify | 1671 | 0.10 | 110.677 | 110.437 | 110.847 | ||
| 6684 | 2019.02.13 13:31 | close | 1671 | 0.10 | 110.835 | 110.437 | 110.847 | 1579.40 | 1645419.22 |
| 6685 | 2019.02.13 22:08 | buy | 1672 | 0.10 | 110.979 | 0.000 | 0.000 | ||
| 6686 | 2019.02.13 22:08 | modify | 1672 | 0.10 | 110.979 | 110.739 | 0.000 | ||
| 6687 | 2019.02.13 22:08 | modify | 1672 | 0.10 | 110.979 | 110.739 | 111.149 | ||
| 6688 | 2019.02.14 03:52 | close | 1672 | 0.10 | 111.106 | 110.739 | 111.149 | 1554.95 | 1646974.18 |
| 6689 | 2019.02.14 08:54 | buy | 1673 | 0.10 | 111.038 | 0.000 | 0.000 | ||
| 6690 | 2019.02.14 08:54 | modify | 1673 | 0.10 | 111.038 | 110.798 | 0.000 | ||
| 6691 | 2019.02.14 08:54 | modify | 1673 | 0.10 | 111.038 | 110.798 | 111.208 | ||
| 6692 | 2019.02.14 13:32 | s/l | 1673 | 0.10 | 110.795 | 110.798 | 111.208 | -2430.60 | 1644543.58 |
| 6693 | 2019.02.19 08:12 | buy | 1674 | 0.16 | 110.639 | 0.000 | 0.000 | ||
| 6694 | 2019.02.19 08:12 | modify | 1674 | 0.16 | 110.639 | 110.399 | 0.000 | ||
| 6695 | 2019.02.19 08:12 | modify | 1674 | 0.16 | 110.639 | 110.399 | 110.809 | ||
| 6696 | 2019.02.19 08:54 | close | 1674 | 0.16 | 110.802 | 110.399 | 110.809 | 2607.04 | 1647150.62 |
| 6697 | 2019.02.19 13:10 | buy | 1675 | 0.10 | 110.729 | 0.000 | 0.000 | ||
| 6698 | 2019.02.19 13:10 | modify | 1675 | 0.10 | 110.729 | 110.489 | 0.000 | ||
| 6699 | 2019.02.19 13:10 | modify | 1675 | 0.10 | 110.729 | 110.489 | 110.899 | ||
| 6700 | 2019.02.19 19:41 | close | 1675 | 0.10 | 110.667 | 110.489 | 110.899 | -620.60 | 1646530.02 |
| 6701 | 2019.02.20 03:40 | buy | 1676 | 0.16 | 110.792 | 0.000 | 0.000 | ||
| 6702 | 2019.02.20 03:40 | modify | 1676 | 0.16 | 110.792 | 110.552 | 0.000 | ||
| 6703 | 2019.02.20 03:40 | modify | 1676 | 0.16 | 110.792 | 110.552 | 110.962 | ||
| 6704 | 2019.02.20 07:06 | close | 1676 | 0.16 | 110.916 | 110.552 | 110.962 | 1983.04 | 1648513.06 |
| 6705 | 2019.02.20 09:25 | buy | 1677 | 0.10 | 110.828 | 0.000 | 0.000 | ||
| 6706 | 2019.02.20 09:25 | modify | 1677 | 0.10 | 110.828 | 110.588 | 0.000 | ||
| 6707 | 2019.02.20 09:25 | modify | 1677 | 0.10 | 110.828 | 110.588 | 110.998 | ||
| 6708 | 2019.02.20 14:40 | close | 1677 | 0.10 | 110.865 | 110.588 | 110.998 | 369.40 | 1648882.46 |
| 6709 | 2019.02.22 13:21 | buy | 1678 | 0.10 | 110.834 | 0.000 | 0.000 | ||
| 6710 | 2019.02.22 13:21 | modify | 1678 | 0.10 | 110.834 | 110.594 | 0.000 | ||
| 6711 | 2019.02.22 13:21 | modify | 1678 | 0.10 | 110.834 | 110.594 | 111.004 | ||
| 6712 | 2019.02.22 17:52 | s/l | 1678 | 0.10 | 110.595 | 110.594 | 111.004 | -2390.60 | 1646491.86 |
| 6713 | 2019.02.25 20:25 | buy | 1679 | 0.16 | 111.077 | 0.000 | 0.000 | ||
| 6714 | 2019.02.25 20:25 | modify | 1679 | 0.16 | 111.077 | 110.837 | 0.000 | ||
| 6715 | 2019.02.25 20:25 | modify | 1679 | 0.16 | 111.077 | 110.837 | 111.247 | ||
| 6716 | 2019.02.26 02:05 | s/l | 1679 | 0.16 | 110.842 | 110.837 | 111.247 | -3608.66 | 1642883.19 |
| 6717 | 2019.02.27 20:52 | buy | 1680 | 0.26 | 110.990 | 0.000 | 0.000 | ||
| 6718 | 2019.02.27 20:52 | modify | 1680 | 0.26 | 110.990 | 110.750 | 0.000 | ||
| 6719 | 2019.02.27 20:52 | modify | 1680 | 0.26 | 110.990 | 110.750 | 111.160 | ||
| 6720 | 2019.02.28 06:28 | s/l | 1680 | 0.26 | 110.752 | 110.750 | 111.160 | -5447.11 | 1637436.08 |
| 6721 | 2019.02.28 18:05 | buy | 1681 | 0.42 | 111.332 | 0.000 | 0.000 | ||
| 6722 | 2019.02.28 18:05 | modify | 1681 | 0.42 | 111.332 | 111.092 | 0.000 | ||
| 6723 | 2019.02.28 18:05 | modify | 1681 | 0.42 | 111.332 | 111.092 | 111.502 | ||
| 6724 | 2019.03.01 00:53 | t/p | 1681 | 0.42 | 111.496 | 111.092 | 111.502 | 7285.26 | 1644721.34 |
| 6725 | 2019.03.01 04:40 | buy | 1682 | 0.10 | 111.649 | 0.000 | 0.000 | ||
| 6726 | 2019.03.01 04:40 | modify | 1682 | 0.10 | 111.649 | 111.409 | 0.000 | ||
| 6727 | 2019.03.01 04:40 | modify | 1682 | 0.10 | 111.649 | 111.409 | 111.819 | ||
| 6728 | 2019.03.01 06:55 | close | 1682 | 0.10 | 111.805 | 111.409 | 111.819 | 1559.40 | 1646280.74 |
| 6729 | 2019.03.01 10:16 | buy | 1683 | 0.10 | 111.875 | 0.000 | 0.000 | ||
| 6730 | 2019.03.01 10:16 | modify | 1683 | 0.10 | 111.875 | 111.635 | 0.000 | ||
| 6731 | 2019.03.01 10:16 | modify | 1683 | 0.10 | 111.875 | 111.635 | 112.045 | ||
| 6732 | 2019.03.01 19:15 | t/p | 1683 | 0.10 | 112.040 | 111.635 | 112.045 | 1649.40 | 1647930.14 |
| 6733 | 2019.03.01 20:35 | buy | 1684 | 0.10 | 111.959 | 0.000 | 0.000 | ||
| 6734 | 2019.03.01 20:35 | modify | 1684 | 0.10 | 111.959 | 111.719 | 0.000 | ||
| 6735 | 2019.03.01 20:35 | modify | 1684 | 0.10 | 111.959 | 111.719 | 112.129 | ||
| 6736 | 2019.03.04 12:57 | close | 1684 | 0.10 | 111.935 | 111.719 | 112.129 | -145.42 | 1647784.73 |
| 6737 | 2019.03.05 07:50 | buy | 1685 | 0.16 | 111.891 | 0.000 | 0.000 | ||
| 6738 | 2019.03.05 07:50 | modify | 1685 | 0.16 | 111.891 | 111.651 | 0.000 | ||
| 6739 | 2019.03.05 07:50 | modify | 1685 | 0.16 | 111.891 | 111.651 | 112.061 | ||
| 6740 | 2019.03.05 15:30 | t/p | 1685 | 0.16 | 112.054 | 111.651 | 112.061 | 2607.04 | 1650391.77 |
| 6741 | 2019.03.11 09:15 | buy | 1686 | 0.10 | 111.201 | 0.000 | 0.000 | ||
| 6742 | 2019.03.11 09:15 | modify | 1686 | 0.10 | 111.201 | 110.961 | 0.000 | ||
| 6743 | 2019.03.11 09:15 | modify | 1686 | 0.10 | 111.201 | 110.961 | 111.371 | ||
| 6744 | 2019.03.12 00:32 | t/p | 1686 | 0.10 | 111.370 | 110.961 | 111.371 | 1784.58 | 1652176.35 |
| 6745 | 2019.03.12 02:59 | buy | 1687 | 0.10 | 111.373 | 0.000 | 0.000 | ||
| 6746 | 2019.03.12 02:59 | modify | 1687 | 0.10 | 111.373 | 111.133 | 0.000 | ||
| 6747 | 2019.03.12 02:59 | modify | 1687 | 0.10 | 111.373 | 111.133 | 111.543 | ||
| 6748 | 2019.03.12 09:10 | close | 1687 | 0.10 | 111.452 | 111.133 | 111.543 | 789.40 | 1652965.75 |
| 6749 | 2019.03.12 10:03 | buy | 1688 | 0.10 | 111.374 | 0.000 | 0.000 | ||
| 6750 | 2019.03.12 10:03 | modify | 1688 | 0.10 | 111.374 | 111.134 | 0.000 | ||