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 |
| 601 | 2013.06.10 15:21 | buy | 151 | 0.10 | 98.876 | 0.000 | 0.000 | ||
| 602 | 2013.06.10 15:21 | modify | 151 | 0.10 | 98.876 | 98.636 | 0.000 | ||
| 603 | 2013.06.10 15:21 | modify | 151 | 0.10 | 98.876 | 98.636 | 99.046 | ||
| 604 | 2013.06.10 16:15 | t/p | 151 | 0.10 | 99.045 | 98.636 | 99.046 | 1689.40 | 1087131.66 |
| 605 | 2013.06.10 16:57 | buy | 152 | 0.10 | 98.781 | 0.000 | 0.000 | ||
| 606 | 2013.06.10 16:57 | modify | 152 | 0.10 | 98.781 | 98.541 | 0.000 | ||
| 607 | 2013.06.10 16:57 | modify | 152 | 0.10 | 98.781 | 98.541 | 98.951 | ||
| 608 | 2013.06.10 18:02 | s/l | 152 | 0.10 | 98.547 | 98.541 | 98.951 | -2340.60 | 1084791.06 |
| 609 | 2013.06.13 19:41 | buy | 153 | 0.16 | 94.746 | 0.000 | 0.000 | ||
| 610 | 2013.06.13 19:41 | modify | 153 | 0.16 | 94.746 | 94.506 | 0.000 | ||
| 611 | 2013.06.13 19:41 | modify | 153 | 0.16 | 94.746 | 94.506 | 94.916 | ||
| 612 | 2013.06.13 19:45 | t/p | 153 | 0.16 | 94.917 | 94.506 | 94.916 | 2735.04 | 1087526.10 |
| 613 | 2013.06.14 00:06 | buy | 154 | 0.10 | 95.349 | 0.000 | 0.000 | ||
| 614 | 2013.06.14 00:06 | modify | 154 | 0.10 | 95.349 | 95.109 | 0.000 | ||
| 615 | 2013.06.14 00:06 | modify | 154 | 0.10 | 95.349 | 95.109 | 95.519 | ||
| 616 | 2013.06.14 00:18 | s/l | 154 | 0.10 | 95.102 | 95.109 | 95.519 | -2470.60 | 1085055.50 |
| 617 | 2013.06.14 00:19 | buy | 155 | 0.16 | 95.182 | 0.000 | 0.000 | ||
| 618 | 2013.06.14 00:19 | modify | 155 | 0.16 | 95.182 | 94.942 | 0.000 | ||
| 619 | 2013.06.14 00:19 | modify | 155 | 0.16 | 95.182 | 94.942 | 95.352 | ||
| 620 | 2013.06.14 00:45 | s/l | 155 | 0.16 | 94.950 | 94.942 | 95.352 | -3712.96 | 1081342.54 |
| 621 | 2013.06.17 08:38 | buy | 156 | 0.26 | 94.803 | 0.000 | 0.000 | ||
| 622 | 2013.06.17 08:38 | modify | 156 | 0.26 | 94.803 | 94.563 | 0.000 | ||
| 623 | 2013.06.17 08:38 | modify | 156 | 0.26 | 94.803 | 94.563 | 94.973 | ||
| 624 | 2013.06.17 10:18 | t/p | 156 | 0.26 | 94.980 | 94.563 | 94.973 | 4600.45 | 1085942.99 |
| 625 | 2013.06.18 15:25 | buy | 157 | 0.10 | 95.436 | 0.000 | 0.000 | ||
| 626 | 2013.06.18 15:25 | modify | 157 | 0.10 | 95.436 | 95.196 | 0.000 | ||
| 627 | 2013.06.18 15:25 | modify | 157 | 0.10 | 95.436 | 95.196 | 95.606 | ||
| 628 | 2013.06.18 15:50 | s/l | 157 | 0.10 | 95.186 | 95.196 | 95.606 | -2500.60 | 1083442.39 |
| 629 | 2013.06.19 00:34 | buy | 158 | 0.16 | 95.421 | 0.000 | 0.000 | ||
| 630 | 2013.06.19 00:34 | modify | 158 | 0.16 | 95.421 | 95.181 | 0.000 | ||
| 631 | 2013.06.19 00:34 | modify | 158 | 0.16 | 95.421 | 95.181 | 95.591 | ||
| 632 | 2013.06.19 03:07 | s/l | 158 | 0.16 | 95.180 | 95.181 | 95.591 | -3856.96 | 1079585.43 |
| 633 | 2013.06.19 20:19 | buy | 159 | 0.26 | 96.200 | 0.000 | 0.000 | ||
| 634 | 2013.06.19 20:19 | modify | 159 | 0.26 | 96.200 | 95.960 | 0.000 | ||
| 635 | 2013.06.19 20:19 | modify | 159 | 0.26 | 96.200 | 95.960 | 96.370 | ||
| 636 | 2013.06.19 20:33 | t/p | 159 | 0.26 | 96.363 | 95.960 | 96.370 | 4236.45 | 1083821.88 |
| 637 | 2013.06.20 00:04 | buy | 160 | 0.10 | 96.461 | 0.000 | 0.000 | ||
| 638 | 2013.06.20 00:04 | modify | 160 | 0.10 | 96.461 | 96.221 | 0.000 | ||
| 639 | 2013.06.20 00:04 | modify | 160 | 0.10 | 96.461 | 96.221 | 96.631 | ||
| 640 | 2013.06.20 00:24 | s/l | 160 | 0.10 | 96.226 | 96.221 | 96.631 | -2350.60 | 1081471.28 |
| 641 | 2013.06.20 00:25 | buy | 161 | 0.16 | 96.239 | 0.000 | 0.000 | ||
| 642 | 2013.06.20 00:25 | modify | 161 | 0.16 | 96.239 | 95.999 | 0.000 | ||
| 643 | 2013.06.20 00:25 | modify | 161 | 0.16 | 96.239 | 95.999 | 96.409 | ||
| 644 | 2013.06.20 00:53 | t/p | 161 | 0.16 | 96.406 | 95.999 | 96.409 | 2671.04 | 1084142.32 |
| 645 | 2013.06.20 10:30 | buy | 162 | 0.10 | 97.807 | 0.000 | 0.000 | ||
| 646 | 2013.06.20 10:30 | modify | 162 | 0.10 | 97.807 | 97.567 | 0.000 | ||
| 647 | 2013.06.20 10:30 | modify | 162 | 0.10 | 97.807 | 97.567 | 97.977 | ||
| 648 | 2013.06.20 11:28 | t/p | 162 | 0.10 | 97.967 | 97.567 | 97.977 | 1599.40 | 1085741.72 |
| 649 | 2013.06.20 12:31 | buy | 163 | 0.10 | 97.682 | 0.000 | 0.000 | ||
| 650 | 2013.06.20 12:31 | modify | 163 | 0.10 | 97.682 | 97.442 | 0.000 | ||
| 651 | 2013.06.20 12:31 | modify | 163 | 0.10 | 97.682 | 97.442 | 97.852 | ||
| 652 | 2013.06.20 13:47 | t/p | 163 | 0.10 | 97.847 | 97.442 | 97.852 | 1649.40 | 1087391.12 |
| 653 | 2013.06.20 16:42 | buy | 164 | 0.10 | 97.895 | 0.000 | 0.000 | ||
| 654 | 2013.06.20 16:42 | modify | 164 | 0.10 | 97.895 | 97.655 | 0.000 | ||
| 655 | 2013.06.20 16:42 | modify | 164 | 0.10 | 97.895 | 97.655 | 98.065 | ||
| 656 | 2013.06.20 17:28 | t/p | 164 | 0.10 | 98.067 | 97.655 | 98.065 | 1719.40 | 1089110.52 |
| 657 | 2013.06.20 18:19 | buy | 165 | 0.10 | 97.902 | 0.000 | 0.000 | ||
| 658 | 2013.06.20 18:19 | modify | 165 | 0.10 | 97.902 | 97.662 | 0.000 | ||
| 659 | 2013.06.20 18:19 | modify | 165 | 0.10 | 97.902 | 97.662 | 98.072 | ||
| 660 | 2013.06.20 18:22 | s/l | 165 | 0.10 | 97.663 | 97.662 | 98.072 | -2390.60 | 1086719.92 |
| 661 | 2013.06.24 01:34 | buy | 166 | 0.16 | 98.164 | 0.000 | 0.000 | ||
| 662 | 2013.06.24 01:34 | modify | 166 | 0.16 | 98.164 | 97.924 | 0.000 | ||
| 663 | 2013.06.24 01:34 | modify | 166 | 0.16 | 98.164 | 97.924 | 98.334 | ||
| 664 | 2013.06.24 02:35 | t/p | 166 | 0.16 | 98.324 | 97.924 | 98.334 | 2559.04 | 1089278.96 |
| 665 | 2013.06.25 16:51 | buy | 167 | 0.10 | 97.718 | 0.000 | 0.000 | ||
| 666 | 2013.06.25 16:51 | modify | 167 | 0.10 | 97.718 | 97.478 | 0.000 | ||
| 667 | 2013.06.25 16:51 | modify | 167 | 0.10 | 97.718 | 97.478 | 97.888 | ||
| 668 | 2013.06.25 21:12 | t/p | 167 | 0.10 | 97.897 | 97.478 | 97.888 | 1789.40 | 1091068.36 |
| 669 | 2013.06.26 00:22 | buy | 168 | 0.10 | 97.994 | 0.000 | 0.000 | ||
| 670 | 2013.06.26 00:22 | modify | 168 | 0.10 | 97.994 | 97.754 | 0.000 | ||
| 671 | 2013.06.26 00:22 | modify | 168 | 0.10 | 97.994 | 97.754 | 98.164 | ||
| 672 | 2013.06.26 02:06 | s/l | 168 | 0.10 | 97.760 | 97.754 | 98.164 | -2340.60 | 1088727.76 |
| 673 | 2013.06.27 09:15 | buy | 169 | 0.16 | 98.042 | 0.000 | 0.000 | ||
| 674 | 2013.06.27 09:15 | modify | 169 | 0.16 | 98.042 | 97.802 | 0.000 | ||
| 675 | 2013.06.27 09:15 | modify | 169 | 0.16 | 98.042 | 97.802 | 98.212 | ||
| 676 | 2013.06.27 11:11 | t/p | 169 | 0.16 | 98.219 | 97.802 | 98.212 | 2831.04 | 1091558.80 |
| 677 | 2013.06.27 12:31 | buy | 170 | 0.10 | 98.042 | 0.000 | 0.000 | ||
| 678 | 2013.06.27 12:31 | modify | 170 | 0.10 | 98.042 | 97.802 | 0.000 | ||
| 679 | 2013.06.27 12:31 | modify | 170 | 0.10 | 98.042 | 97.802 | 98.212 | ||
| 680 | 2013.06.27 12:50 | t/p | 170 | 0.10 | 98.212 | 97.802 | 98.212 | 1699.40 | 1093258.20 |
| 681 | 2013.06.27 16:09 | buy | 171 | 0.10 | 98.307 | 0.000 | 0.000 | ||
| 682 | 2013.06.27 16:09 | modify | 171 | 0.10 | 98.307 | 98.067 | 0.000 | ||
| 683 | 2013.06.27 16:09 | modify | 171 | 0.10 | 98.307 | 98.067 | 98.477 | ||
| 684 | 2013.06.27 21:28 | close | 171 | 0.10 | 98.451 | 98.067 | 98.477 | 1439.40 | 1094697.60 |
| 685 | 2013.06.28 05:51 | buy | 172 | 0.10 | 98.817 | 0.000 | 0.000 | ||
| 686 | 2013.06.28 05:51 | modify | 172 | 0.10 | 98.817 | 98.577 | 0.000 | ||
| 687 | 2013.06.28 05:51 | modify | 172 | 0.10 | 98.817 | 98.577 | 98.987 | ||
| 688 | 2013.06.28 09:17 | t/p | 172 | 0.10 | 98.978 | 98.577 | 98.987 | 1609.40 | 1096307.00 |
| 689 | 2013.06.28 12:14 | buy | 173 | 0.10 | 98.906 | 0.000 | 0.000 | ||
| 690 | 2013.06.28 12:14 | modify | 173 | 0.10 | 98.906 | 98.666 | 0.000 | ||
| 691 | 2013.06.28 12:14 | modify | 173 | 0.10 | 98.906 | 98.666 | 99.076 | ||
| 692 | 2013.06.28 13:00 | t/p | 173 | 0.10 | 99.073 | 98.666 | 99.076 | 1669.40 | 1097976.40 |
| 693 | 2013.06.28 18:47 | buy | 174 | 0.10 | 99.237 | 0.000 | 0.000 | ||
| 694 | 2013.06.28 18:47 | modify | 174 | 0.10 | 99.237 | 98.997 | 0.000 | ||
| 695 | 2013.06.28 18:47 | modify | 174 | 0.10 | 99.237 | 98.997 | 99.407 | ||
| 696 | 2013.06.30 22:39 | t/p | 174 | 0.10 | 99.406 | 98.997 | 99.407 | 1689.40 | 1099665.80 |
| 697 | 2013.07.01 00:16 | buy | 175 | 0.10 | 99.266 | 0.000 | 0.000 | ||
| 698 | 2013.07.01 00:16 | modify | 175 | 0.10 | 99.266 | 99.026 | 0.000 | ||
| 699 | 2013.07.01 00:16 | modify | 175 | 0.10 | 99.266 | 99.026 | 99.436 | ||
| 700 | 2013.07.01 05:45 | t/p | 175 | 0.10 | 99.449 | 99.026 | 99.436 | 1829.40 | 1101495.20 |
| 701 | 2013.07.01 10:16 | buy | 176 | 0.10 | 99.543 | 0.000 | 0.000 | ||
| 702 | 2013.07.01 10:16 | modify | 176 | 0.10 | 99.543 | 99.303 | 0.000 | ||
| 703 | 2013.07.01 10:16 | modify | 176 | 0.10 | 99.543 | 99.303 | 99.713 | ||
| 704 | 2013.07.01 12:13 | t/p | 176 | 0.10 | 99.710 | 99.303 | 99.713 | 1669.40 | 1103164.60 |
| 705 | 2013.07.01 15:33 | buy | 177 | 0.10 | 99.655 | 0.000 | 0.000 | ||
| 706 | 2013.07.01 15:33 | modify | 177 | 0.10 | 99.655 | 99.415 | 0.000 | ||
| 707 | 2013.07.01 15:33 | modify | 177 | 0.10 | 99.655 | 99.415 | 99.825 | ||
| 708 | 2013.07.02 04:39 | close | 177 | 0.10 | 99.671 | 99.415 | 99.825 | 254.58 | 1103419.19 |
| 709 | 2013.07.02 07:26 | buy | 178 | 0.10 | 99.749 | 0.000 | 0.000 | ||
| 710 | 2013.07.02 07:26 | modify | 178 | 0.10 | 99.749 | 99.509 | 0.000 | ||
| 711 | 2013.07.02 07:26 | modify | 178 | 0.10 | 99.749 | 99.509 | 99.919 | ||
| 712 | 2013.07.02 12:07 | t/p | 178 | 0.10 | 99.929 | 99.509 | 99.919 | 1799.40 | 1105218.59 |
| 713 | 2013.07.02 18:13 | buy | 179 | 0.10 | 100.573 | 0.000 | 0.000 | ||
| 714 | 2013.07.02 18:13 | modify | 179 | 0.10 | 100.573 | 100.333 | 0.000 | ||
| 715 | 2013.07.02 18:13 | modify | 179 | 0.10 | 100.573 | 100.333 | 100.743 | ||
| 716 | 2013.07.02 22:48 | t/p | 179 | 0.10 | 100.749 | 100.333 | 100.743 | 1759.40 | 1106977.99 |
| 717 | 2013.07.03 00:21 | buy | 180 | 0.10 | 100.676 | 0.000 | 0.000 | ||
| 718 | 2013.07.03 00:21 | modify | 180 | 0.10 | 100.676 | 100.436 | 0.000 | ||
| 719 | 2013.07.03 00:21 | modify | 180 | 0.10 | 100.676 | 100.436 | 100.846 | ||
| 720 | 2013.07.03 07:22 | s/l | 180 | 0.10 | 100.427 | 100.436 | 100.846 | -2490.60 | 1104487.39 |
| 721 | 2013.07.05 03:03 | buy | 181 | 0.16 | 100.271 | 0.000 | 0.000 | ||
| 722 | 2013.07.05 03:03 | modify | 181 | 0.16 | 100.271 | 100.031 | 0.000 | ||
| 723 | 2013.07.05 03:03 | modify | 181 | 0.16 | 100.271 | 100.031 | 100.441 | ||
| 724 | 2013.07.05 08:31 | s/l | 181 | 0.16 | 100.033 | 100.031 | 100.441 | -3808.96 | 1100678.43 |
| 725 | 2013.07.08 00:52 | buy | 182 | 0.26 | 101.328 | 0.000 | 0.000 | ||
| 726 | 2013.07.08 00:52 | modify | 182 | 0.26 | 101.328 | 101.088 | 0.000 | ||
| 727 | 2013.07.08 00:52 | modify | 182 | 0.26 | 101.328 | 101.088 | 101.498 | ||
| 728 | 2013.07.08 01:51 | s/l | 182 | 0.26 | 101.088 | 101.088 | 101.498 | -6241.55 | 1094436.88 |
| 729 | 2013.07.08 01:58 | buy | 183 | 0.42 | 101.155 | 0.000 | 0.000 | ||
| 730 | 2013.07.08 01:58 | modify | 183 | 0.42 | 101.155 | 100.915 | 0.000 | ||
| 731 | 2013.07.08 01:58 | modify | 183 | 0.42 | 101.155 | 100.915 | 101.325 | ||
| 732 | 2013.07.08 03:33 | t/p | 183 | 0.42 | 101.329 | 100.915 | 101.325 | 7305.49 | 1101742.37 |
| 733 | 2013.07.08 04:22 | buy | 184 | 0.10 | 101.198 | 0.000 | 0.000 | ||
| 734 | 2013.07.08 04:22 | modify | 184 | 0.10 | 101.198 | 100.958 | 0.000 | ||
| 735 | 2013.07.08 04:22 | modify | 184 | 0.10 | 101.198 | 100.958 | 101.368 | ||
| 736 | 2013.07.08 06:07 | s/l | 184 | 0.10 | 100.966 | 100.958 | 101.368 | -2320.60 | 1099421.77 |
| 737 | 2013.07.12 13:16 | buy | 185 | 0.16 | 99.366 | 0.000 | 0.000 | ||
| 738 | 2013.07.12 13:16 | modify | 185 | 0.16 | 99.366 | 99.126 | 0.000 | ||
| 739 | 2013.07.12 13:16 | modify | 185 | 0.16 | 99.366 | 99.126 | 99.536 | ||
| 740 | 2013.07.12 13:37 | s/l | 185 | 0.16 | 99.115 | 99.126 | 99.536 | -4016.96 | 1095404.81 |
| 741 | 2013.07.15 12:36 | buy | 186 | 0.26 | 100.031 | 0.000 | 0.000 | ||
| 742 | 2013.07.15 12:36 | modify | 186 | 0.26 | 100.031 | 99.791 | 0.000 | ||
| 743 | 2013.07.15 12:36 | modify | 186 | 0.26 | 100.031 | 99.791 | 100.201 | ||
| 744 | 2013.07.15 19:38 | s/l | 186 | 0.26 | 99.782 | 99.791 | 100.201 | -6475.55 | 1088929.26 |
| 745 | 2013.07.17 09:09 | buy | 187 | 0.42 | 99.561 | 0.000 | 0.000 | ||
| 746 | 2013.07.17 09:09 | modify | 187 | 0.42 | 99.561 | 99.321 | 0.000 | ||
| 747 | 2013.07.17 09:09 | modify | 187 | 0.42 | 99.561 | 99.321 | 99.731 | ||
| 748 | 2013.07.17 11:47 | t/p | 187 | 0.42 | 99.738 | 99.321 | 99.731 | 7431.49 | 1096360.75 |
| 749 | 2013.07.17 12:33 | buy | 188 | 0.10 | 99.588 | 0.000 | 0.000 | ||
| 750 | 2013.07.17 12:33 | modify | 188 | 0.10 | 99.588 | 99.348 | 0.000 | ||