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 |
| 6751 | 2019.03.12 10:03 | modify | 1688 | 0.10 | 111.374 | 111.134 | 111.544 | ||
| 6752 | 2019.03.12 11:23 | s/l | 1688 | 0.10 | 111.129 | 111.134 | 111.544 | -2450.60 | 1650515.15 |
| 6753 | 2019.03.14 10:05 | buy | 1689 | 0.16 | 111.619 | 0.000 | 0.000 | ||
| 6754 | 2019.03.14 10:05 | modify | 1689 | 0.16 | 111.619 | 111.379 | 0.000 | ||
| 6755 | 2019.03.14 10:05 | modify | 1689 | 0.16 | 111.619 | 111.379 | 111.789 | ||
| 6756 | 2019.03.14 16:02 | close | 1689 | 0.16 | 111.732 | 111.379 | 111.789 | 1807.04 | 1652322.19 |
| 6757 | 2019.03.14 19:55 | buy | 1690 | 0.10 | 111.710 | 0.000 | 0.000 | ||
| 6758 | 2019.03.14 19:55 | modify | 1690 | 0.10 | 111.710 | 111.470 | 0.000 | ||
| 6759 | 2019.03.14 19:55 | modify | 1690 | 0.10 | 111.710 | 111.470 | 111.880 | ||
| 6760 | 2019.03.15 00:01 | close | 1690 | 0.10 | 111.788 | 111.470 | 111.880 | 874.58 | 1653196.78 |
| 6761 | 2019.03.15 02:21 | buy | 1691 | 0.10 | 111.811 | 0.000 | 0.000 | ||
| 6762 | 2019.03.15 02:21 | modify | 1691 | 0.10 | 111.811 | 111.571 | 0.000 | ||
| 6763 | 2019.03.15 02:21 | modify | 1691 | 0.10 | 111.811 | 111.571 | 111.981 | ||
| 6764 | 2019.03.15 03:05 | s/l | 1691 | 0.10 | 111.567 | 111.571 | 111.981 | -2440.60 | 1650756.18 |
| 6765 | 2019.03.19 15:03 | buy | 1692 | 0.16 | 111.368 | 0.000 | 0.000 | ||
| 6766 | 2019.03.19 15:03 | modify | 1692 | 0.16 | 111.368 | 111.128 | 0.000 | ||
| 6767 | 2019.03.19 15:03 | modify | 1692 | 0.16 | 111.368 | 111.128 | 111.538 | ||
| 6768 | 2019.03.20 00:01 | close | 1692 | 0.16 | 111.423 | 111.128 | 111.538 | 1031.34 | 1651787.51 |
| 6769 | 2019.03.20 04:48 | buy | 1693 | 0.10 | 111.580 | 0.000 | 0.000 | ||
| 6770 | 2019.03.20 04:48 | modify | 1693 | 0.10 | 111.580 | 111.340 | 0.000 | ||
| 6771 | 2019.03.20 04:48 | modify | 1693 | 0.10 | 111.580 | 111.340 | 111.750 | ||
| 6772 | 2019.03.20 18:00 | s/l | 1693 | 0.10 | 111.321 | 111.340 | 111.750 | -2590.60 | 1649196.91 |
| 6773 | 2019.03.21 17:00 | buy | 1694 | 0.16 | 110.784 | 0.000 | 0.000 | ||
| 6774 | 2019.03.21 17:00 | modify | 1694 | 0.16 | 110.784 | 110.544 | 0.000 | ||
| 6775 | 2019.03.21 17:00 | modify | 1694 | 0.16 | 110.784 | 110.544 | 110.954 | ||
| 6776 | 2019.03.22 08:46 | s/l | 1694 | 0.16 | 110.545 | 110.544 | 110.954 | -3672.66 | 1645524.25 |
| 6777 | 2019.03.25 11:02 | buy | 1695 | 0.26 | 110.148 | 0.000 | 0.000 | ||
| 6778 | 2019.03.25 11:02 | modify | 1695 | 0.26 | 110.148 | 109.908 | 0.000 | ||
| 6779 | 2019.03.25 11:02 | modify | 1695 | 0.26 | 110.148 | 109.908 | 110.318 | ||
| 6780 | 2019.03.25 17:47 | s/l | 1695 | 0.26 | 109.901 | 109.908 | 110.318 | -6423.55 | 1639100.70 |
| 6781 | 2019.03.26 01:52 | buy | 1696 | 0.42 | 110.069 | 0.000 | 0.000 | ||
| 6782 | 2019.03.26 01:52 | modify | 1696 | 0.42 | 110.069 | 109.829 | 0.000 | ||
| 6783 | 2019.03.26 01:52 | modify | 1696 | 0.42 | 110.069 | 109.829 | 110.239 | ||
| 6784 | 2019.03.26 09:29 | t/p | 1696 | 0.42 | 110.235 | 109.829 | 110.239 | 6969.49 | 1646070.19 |
| 6785 | 2019.03.26 15:33 | buy | 1697 | 0.10 | 110.516 | 0.000 | 0.000 | ||
| 6786 | 2019.03.26 15:33 | modify | 1697 | 0.10 | 110.516 | 110.276 | 0.000 | ||
| 6787 | 2019.03.26 15:33 | modify | 1697 | 0.10 | 110.516 | 110.276 | 110.686 | ||
| 6788 | 2019.03.27 07:57 | t/p | 1697 | 0.10 | 110.679 | 110.276 | 110.686 | 1724.58 | 1647794.77 |
| 6789 | 2019.03.28 15:04 | buy | 1698 | 0.10 | 110.585 | 0.000 | 0.000 | ||
| 6790 | 2019.03.28 15:04 | modify | 1698 | 0.10 | 110.585 | 110.345 | 0.000 | ||
| 6791 | 2019.03.28 15:04 | modify | 1698 | 0.10 | 110.585 | 110.345 | 110.755 | ||
| 6792 | 2019.03.28 20:55 | close | 1698 | 0.10 | 110.699 | 110.345 | 110.755 | 1139.40 | 1648934.17 |
| 6793 | 2019.03.29 00:13 | buy | 1699 | 0.10 | 110.612 | 0.000 | 0.000 | ||
| 6794 | 2019.03.29 00:13 | modify | 1699 | 0.10 | 110.612 | 110.372 | 0.000 | ||
| 6795 | 2019.03.29 00:13 | modify | 1699 | 0.10 | 110.612 | 110.372 | 110.782 | ||
| 6796 | 2019.03.29 00:50 | t/p | 1699 | 0.10 | 110.778 | 110.372 | 110.782 | 1659.40 | 1650593.57 |
| 6797 | 2019.03.29 03:57 | buy | 1700 | 0.10 | 110.736 | 0.000 | 0.000 | ||
| 6798 | 2019.03.29 03:57 | modify | 1700 | 0.10 | 110.736 | 110.496 | 0.000 | ||
| 6799 | 2019.03.29 03:57 | modify | 1700 | 0.10 | 110.736 | 110.496 | 110.906 | ||
| 6800 | 2019.03.29 08:19 | close | 1700 | 0.10 | 110.823 | 110.496 | 110.906 | 869.40 | 1651462.97 |
| 6801 | 2019.03.31 23:34 | buy | 1701 | 0.10 | 110.878 | 0.000 | 0.000 | ||
| 6802 | 2019.03.31 23:34 | modify | 1701 | 0.10 | 110.878 | 110.638 | 0.000 | ||
| 6803 | 2019.03.31 23:34 | modify | 1701 | 0.10 | 110.878 | 110.638 | 111.048 | ||
| 6804 | 2019.04.01 00:34 | t/p | 1701 | 0.10 | 111.043 | 110.638 | 111.048 | 1744.58 | 1653207.56 |
| 6805 | 2019.04.01 03:32 | buy | 1702 | 0.10 | 111.065 | 0.000 | 0.000 | ||
| 6806 | 2019.04.01 03:32 | modify | 1702 | 0.10 | 111.065 | 110.825 | 0.000 | ||
| 6807 | 2019.04.01 03:32 | modify | 1702 | 0.10 | 111.065 | 110.825 | 111.235 | ||
| 6808 | 2019.04.01 12:30 | s/l | 1702 | 0.10 | 110.824 | 110.825 | 111.235 | -2410.60 | 1650796.96 |
| 6809 | 2019.04.01 18:53 | buy | 1703 | 0.16 | 111.357 | 0.000 | 0.000 | ||
| 6810 | 2019.04.01 18:53 | modify | 1703 | 0.16 | 111.357 | 111.117 | 0.000 | ||
| 6811 | 2019.04.01 18:53 | modify | 1703 | 0.16 | 111.357 | 111.117 | 111.527 | ||
| 6812 | 2019.04.01 21:56 | close | 1703 | 0.16 | 111.437 | 111.117 | 111.527 | 1279.04 | 1652076.00 |
| 6813 | 2019.04.02 00:13 | buy | 1704 | 0.10 | 111.379 | 0.000 | 0.000 | ||
| 6814 | 2019.04.02 00:13 | modify | 1704 | 0.10 | 111.379 | 111.139 | 0.000 | ||
| 6815 | 2019.04.02 00:13 | modify | 1704 | 0.10 | 111.379 | 111.139 | 111.549 | ||
| 6816 | 2019.04.03 00:43 | close | 1704 | 0.10 | 111.489 | 111.139 | 111.549 | 1194.58 | 1653270.58 |
| 6817 | 2019.04.03 04:36 | buy | 1705 | 0.10 | 111.442 | 0.000 | 0.000 | ||
| 6818 | 2019.04.03 04:36 | modify | 1705 | 0.10 | 111.442 | 111.202 | 0.000 | ||
| 6819 | 2019.04.03 04:36 | modify | 1705 | 0.10 | 111.442 | 111.202 | 111.612 | ||
| 6820 | 2019.04.03 06:34 | close | 1705 | 0.10 | 111.543 | 111.202 | 111.612 | 1009.40 | 1654279.98 |
| 6821 | 2019.04.03 09:12 | buy | 1706 | 0.10 | 111.471 | 0.000 | 0.000 | ||
| 6822 | 2019.04.03 09:12 | modify | 1706 | 0.10 | 111.471 | 111.231 | 0.000 | ||
| 6823 | 2019.04.03 09:12 | modify | 1706 | 0.10 | 111.471 | 111.231 | 111.641 | ||
| 6824 | 2019.04.04 12:31 | close | 1706 | 0.10 | 111.472 | 111.231 | 111.641 | 294.95 | 1654574.93 |
| 6825 | 2019.04.04 16:19 | buy | 1707 | 0.10 | 111.509 | 0.000 | 0.000 | ||
| 6826 | 2019.04.04 16:19 | modify | 1707 | 0.10 | 111.509 | 111.269 | 0.000 | ||
| 6827 | 2019.04.04 16:19 | modify | 1707 | 0.10 | 111.509 | 111.269 | 111.679 | ||
| 6828 | 2019.04.04 20:59 | t/p | 1707 | 0.10 | 111.672 | 111.269 | 111.679 | 1629.40 | 1656204.33 |
| 6829 | 2019.04.05 04:15 | buy | 1708 | 0.10 | 111.681 | 0.000 | 0.000 | ||
| 6830 | 2019.04.05 04:15 | modify | 1708 | 0.10 | 111.681 | 111.441 | 0.000 | ||
| 6831 | 2019.04.05 04:15 | modify | 1708 | 0.10 | 111.681 | 111.441 | 111.851 | ||
| 6832 | 2019.04.08 00:54 | s/l | 1708 | 0.10 | 111.447 | 111.441 | 111.851 | -2245.42 | 1653958.92 |
| 6833 | 2019.04.08 20:00 | buy | 1709 | 0.16 | 111.485 | 0.000 | 0.000 | ||
| 6834 | 2019.04.08 20:00 | modify | 1709 | 0.16 | 111.485 | 111.245 | 0.000 | ||
| 6835 | 2019.04.08 20:00 | modify | 1709 | 0.16 | 111.485 | 111.245 | 111.655 | ||
| 6836 | 2019.04.09 00:21 | close | 1709 | 0.16 | 111.560 | 111.245 | 111.655 | 1351.34 | 1655310.25 |
| 6837 | 2019.04.11 07:53 | buy | 1710 | 0.10 | 111.098 | 0.000 | 0.000 | ||
| 6838 | 2019.04.11 07:53 | modify | 1710 | 0.10 | 111.098 | 110.858 | 0.000 | ||
| 6839 | 2019.04.11 07:53 | modify | 1710 | 0.10 | 111.098 | 110.858 | 111.268 | ||
| 6840 | 2019.04.11 11:44 | close | 1710 | 0.10 | 111.207 | 110.858 | 111.268 | 1089.40 | 1656399.65 |
| 6841 | 2019.04.11 21:41 | buy | 1711 | 0.10 | 111.635 | 0.000 | 0.000 | ||
| 6842 | 2019.04.11 21:41 | modify | 1711 | 0.10 | 111.635 | 111.395 | 0.000 | ||
| 6843 | 2019.04.11 21:41 | modify | 1711 | 0.10 | 111.635 | 111.395 | 111.805 | ||
| 6844 | 2019.04.12 00:17 | close | 1711 | 0.10 | 111.679 | 111.395 | 111.805 | 534.58 | 1656934.24 |
| 6845 | 2019.04.12 09:22 | buy | 1712 | 0.10 | 111.851 | 0.000 | 0.000 | ||
| 6846 | 2019.04.12 09:22 | modify | 1712 | 0.10 | 111.851 | 111.611 | 0.000 | ||
| 6847 | 2019.04.12 09:22 | modify | 1712 | 0.10 | 111.851 | 111.611 | 112.021 | ||
| 6848 | 2019.04.12 15:50 | t/p | 1712 | 0.10 | 112.026 | 111.611 | 112.021 | 1749.40 | 1658683.64 |
| 6849 | 2019.04.12 19:59 | buy | 1713 | 0.10 | 112.016 | 0.000 | 0.000 | ||
| 6850 | 2019.04.12 19:59 | modify | 1713 | 0.10 | 112.016 | 111.776 | 0.000 | ||
| 6851 | 2019.04.12 19:59 | modify | 1713 | 0.10 | 112.016 | 111.776 | 112.186 | ||
| 6852 | 2019.04.15 00:07 | close | 1713 | 0.10 | 112.086 | 111.776 | 112.186 | 794.58 | 1659478.22 |
| 6853 | 2019.04.17 20:59 | buy | 1714 | 0.10 | 112.077 | 0.000 | 0.000 | ||
| 6854 | 2019.04.17 20:59 | modify | 1714 | 0.10 | 112.077 | 111.837 | 0.000 | ||
| 6855 | 2019.04.17 20:59 | modify | 1714 | 0.10 | 112.077 | 111.837 | 112.247 | ||
| 6856 | 2019.04.18 07:55 | s/l | 1714 | 0.10 | 111.846 | 111.837 | 112.247 | -2025.05 | 1657453.18 |
| 6857 | 2019.04.19 00:38 | buy | 1715 | 0.16 | 111.981 | 0.000 | 0.000 | ||
| 6858 | 2019.04.19 00:38 | modify | 1715 | 0.16 | 111.981 | 111.741 | 0.000 | ||
| 6859 | 2019.04.19 00:38 | modify | 1715 | 0.16 | 111.981 | 111.741 | 112.151 | ||
| 6860 | 2019.04.22 00:32 | close | 1715 | 0.16 | 111.957 | 111.741 | 112.151 | -232.66 | 1657220.51 |
| 6861 | 2019.04.25 01:04 | buy | 1716 | 0.26 | 112.094 | 0.000 | 0.000 | ||
| 6862 | 2019.04.25 01:04 | modify | 1716 | 0.26 | 112.094 | 111.854 | 0.000 | ||
| 6863 | 2019.04.25 01:04 | modify | 1716 | 0.26 | 112.094 | 111.854 | 112.264 | ||
| 6864 | 2019.04.25 02:24 | s/l | 1716 | 0.26 | 111.851 | 111.854 | 112.264 | -6319.55 | 1650900.96 |
| 6865 | 2019.04.29 09:25 | buy | 1717 | 0.42 | 111.703 | 0.000 | 0.000 | ||
| 6866 | 2019.04.29 09:25 | modify | 1717 | 0.42 | 111.703 | 111.463 | 0.000 | ||
| 6867 | 2019.04.29 09:25 | modify | 1717 | 0.42 | 111.703 | 111.463 | 111.873 | ||
| 6868 | 2019.04.29 12:55 | close | 1717 | 0.42 | 111.839 | 111.463 | 111.873 | 5709.49 | 1656610.45 |
| 6869 | 2019.04.29 14:57 | buy | 1718 | 0.10 | 111.810 | 0.000 | 0.000 | ||
| 6870 | 2019.04.29 14:57 | modify | 1718 | 0.10 | 111.810 | 111.570 | 0.000 | ||
| 6871 | 2019.04.29 14:57 | modify | 1718 | 0.10 | 111.810 | 111.570 | 111.980 | ||
| 6872 | 2019.04.30 01:04 | s/l | 1718 | 0.10 | 111.580 | 111.570 | 111.980 | -2205.42 | 1654405.03 |
| 6873 | 2019.05.01 05:30 | buy | 1719 | 0.16 | 111.487 | 0.000 | 0.000 | ||
| 6874 | 2019.05.01 05:30 | modify | 1719 | 0.16 | 111.487 | 111.247 | 0.000 | ||
| 6875 | 2019.05.01 05:30 | modify | 1719 | 0.16 | 111.487 | 111.247 | 111.657 | ||
| 6876 | 2019.05.01 06:18 | close | 1719 | 0.16 | 111.516 | 111.247 | 111.657 | 463.04 | 1654868.07 |
| 6877 | 2019.05.01 07:22 | buy | 1720 | 0.10 | 111.497 | 0.000 | 0.000 | ||
| 6878 | 2019.05.01 07:22 | modify | 1720 | 0.10 | 111.497 | 111.257 | 0.000 | ||
| 6879 | 2019.05.01 07:22 | modify | 1720 | 0.10 | 111.497 | 111.257 | 111.667 | ||
| 6880 | 2019.05.01 10:48 | s/l | 1720 | 0.10 | 111.255 | 111.257 | 111.667 | -2420.60 | 1652447.47 |
| 6881 | 2019.05.01 21:04 | buy | 1721 | 0.16 | 111.366 | 0.000 | 0.000 | ||
| 6882 | 2019.05.01 21:04 | modify | 1721 | 0.16 | 111.366 | 111.126 | 0.000 | ||
| 6883 | 2019.05.01 21:04 | modify | 1721 | 0.16 | 111.366 | 111.126 | 111.536 | ||
| 6884 | 2019.05.02 00:29 | close | 1721 | 0.16 | 111.500 | 111.126 | 111.536 | 2599.93 | 1655047.40 |
| 6885 | 2019.05.02 03:26 | buy | 1722 | 0.10 | 111.564 | 0.000 | 0.000 | ||
| 6886 | 2019.05.02 03:26 | modify | 1722 | 0.10 | 111.564 | 111.324 | 0.000 | ||
| 6887 | 2019.05.02 03:26 | modify | 1722 | 0.10 | 111.564 | 111.324 | 111.734 | ||
| 6888 | 2019.05.03 06:59 | close | 1722 | 0.10 | 111.520 | 111.324 | 111.734 | -345.42 | 1654701.98 |
| 6889 | 2019.05.14 06:18 | buy | 1723 | 0.16 | 109.588 | 0.000 | 0.000 | ||
| 6890 | 2019.05.14 06:18 | modify | 1723 | 0.16 | 109.588 | 109.348 | 0.000 | ||
| 6891 | 2019.05.14 06:18 | modify | 1723 | 0.16 | 109.588 | 109.348 | 109.758 | ||
| 6892 | 2019.05.14 07:12 | t/p | 1723 | 0.16 | 109.767 | 109.348 | 109.758 | 2863.04 | 1657565.02 |
| 6893 | 2019.05.14 08:31 | buy | 1724 | 0.10 | 109.614 | 0.000 | 0.000 | ||
| 6894 | 2019.05.14 08:31 | modify | 1724 | 0.10 | 109.614 | 109.374 | 0.000 | ||
| 6895 | 2019.05.14 08:31 | modify | 1724 | 0.10 | 109.614 | 109.374 | 109.784 | ||
| 6896 | 2019.05.15 09:35 | s/l | 1724 | 0.10 | 109.365 | 109.374 | 109.784 | -2395.42 | 1655169.61 |
| 6897 | 2019.05.16 16:09 | buy | 1725 | 0.16 | 109.854 | 0.000 | 0.000 | ||
| 6898 | 2019.05.16 16:09 | modify | 1725 | 0.16 | 109.854 | 109.614 | 0.000 | ||
| 6899 | 2019.05.16 16:09 | modify | 1725 | 0.16 | 109.854 | 109.614 | 110.024 | ||
| 6900 | 2019.05.17 00:32 | close | 1725 | 0.16 | 109.934 | 109.614 | 110.024 | 1431.34 | 1656600.94 |