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 |
| 7801 | 2020.05.11 01:58 | buy | 1951 | 0.10 | 106.883 | 0.000 | 0.000 | ||
| 7802 | 2020.05.11 01:58 | modify | 1951 | 0.10 | 106.883 | 106.643 | 0.000 | ||
| 7803 | 2020.05.11 01:58 | modify | 1951 | 0.10 | 106.883 | 106.643 | 107.053 | ||
| 7804 | 2020.05.11 06:33 | t/p | 1951 | 0.10 | 107.065 | 106.643 | 107.053 | 1819.40 | 1699009.45 |
| 7805 | 2020.05.11 19:47 | buy | 1952 | 0.10 | 107.701 | 0.000 | 0.000 | ||
| 7806 | 2020.05.11 19:47 | modify | 1952 | 0.10 | 107.701 | 107.461 | 0.000 | ||
| 7807 | 2020.05.11 19:47 | modify | 1952 | 0.10 | 107.701 | 107.461 | 107.871 | ||
| 7808 | 2020.05.12 00:52 | s/l | 1952 | 0.10 | 107.451 | 107.461 | 107.871 | -2405.42 | 1696604.04 |
| 7809 | 2020.05.14 12:21 | buy | 1953 | 0.16 | 106.972 | 0.000 | 0.000 | ||
| 7810 | 2020.05.14 12:21 | modify | 1953 | 0.16 | 106.972 | 106.732 | 0.000 | ||
| 7811 | 2020.05.14 12:21 | modify | 1953 | 0.16 | 106.972 | 106.732 | 107.142 | ||
| 7812 | 2020.05.14 15:17 | t/p | 1953 | 0.16 | 107.145 | 106.732 | 107.142 | 2767.04 | 1699371.08 |
| 7813 | 2020.05.14 20:51 | buy | 1954 | 0.10 | 107.235 | 0.000 | 0.000 | ||
| 7814 | 2020.05.14 20:51 | modify | 1954 | 0.10 | 107.235 | 106.995 | 0.000 | ||
| 7815 | 2020.05.14 20:51 | modify | 1954 | 0.10 | 107.235 | 106.995 | 107.405 | ||
| 7816 | 2020.05.14 23:57 | close | 1954 | 0.10 | 107.349 | 106.995 | 107.405 | 1139.40 | 1700510.48 |
| 7817 | 2020.05.15 01:14 | buy | 1955 | 0.10 | 107.315 | 0.000 | 0.000 | ||
| 7818 | 2020.05.15 01:14 | modify | 1955 | 0.10 | 107.315 | 107.075 | 0.000 | ||
| 7819 | 2020.05.15 01:14 | modify | 1955 | 0.10 | 107.315 | 107.075 | 107.485 | ||
| 7820 | 2020.05.15 08:21 | s/l | 1955 | 0.10 | 107.084 | 107.075 | 107.485 | -2310.60 | 1698199.88 |
| 7821 | 2020.05.15 19:35 | buy | 1956 | 0.16 | 107.266 | 0.000 | 0.000 | ||
| 7822 | 2020.05.15 19:35 | modify | 1956 | 0.16 | 107.266 | 107.026 | 0.000 | ||
| 7823 | 2020.05.15 19:35 | modify | 1956 | 0.16 | 107.266 | 107.026 | 107.436 | ||
| 7824 | 2020.05.15 20:59 | s/l | 1956 | 0.16 | 107.025 | 107.026 | 107.436 | -3856.96 | 1694342.92 |
| 7825 | 2020.05.18 10:55 | buy | 1957 | 0.26 | 107.230 | 0.000 | 0.000 | ||
| 7826 | 2020.05.18 10:55 | modify | 1957 | 0.26 | 107.230 | 106.990 | 0.000 | ||
| 7827 | 2020.05.18 10:55 | modify | 1957 | 0.26 | 107.230 | 106.990 | 107.400 | ||
| 7828 | 2020.05.18 12:31 | t/p | 1957 | 0.26 | 107.408 | 106.990 | 107.400 | 4626.45 | 1698969.37 |
| 7829 | 2020.05.18 15:20 | buy | 1958 | 0.10 | 107.345 | 0.000 | 0.000 | ||
| 7830 | 2020.05.18 15:20 | modify | 1958 | 0.10 | 107.345 | 107.105 | 0.000 | ||
| 7831 | 2020.05.18 15:20 | modify | 1958 | 0.10 | 107.345 | 107.105 | 107.515 | ||
| 7832 | 2020.05.19 06:58 | close | 1958 | 0.10 | 107.486 | 107.105 | 107.515 | 1504.58 | 1700473.95 |
| 7833 | 2020.05.19 15:50 | buy | 1959 | 0.10 | 107.849 | 0.000 | 0.000 | ||
| 7834 | 2020.05.19 15:50 | modify | 1959 | 0.10 | 107.849 | 107.609 | 0.000 | ||
| 7835 | 2020.05.19 15:50 | modify | 1959 | 0.10 | 107.849 | 107.609 | 108.019 | ||
| 7836 | 2020.05.20 08:52 | s/l | 1959 | 0.10 | 107.606 | 107.609 | 108.019 | -2335.42 | 1698138.54 |
| 7837 | 2020.05.21 08:32 | buy | 1960 | 0.16 | 107.709 | 0.000 | 0.000 | ||
| 7838 | 2020.05.21 08:32 | modify | 1960 | 0.16 | 107.709 | 107.469 | 0.000 | ||
| 7839 | 2020.05.21 08:32 | modify | 1960 | 0.16 | 107.709 | 107.469 | 107.879 | ||
| 7840 | 2020.05.22 00:37 | close | 1960 | 0.16 | 107.709 | 107.469 | 107.879 | 151.34 | 1698289.87 |
| 7841 | 2020.05.25 00:54 | buy | 1961 | 0.16 | 107.687 | 0.000 | 0.000 | ||
| 7842 | 2020.05.25 00:54 | modify | 1961 | 0.16 | 107.687 | 107.447 | 0.000 | ||
| 7843 | 2020.05.25 00:54 | modify | 1961 | 0.16 | 107.687 | 107.447 | 107.857 | ||
| 7844 | 2020.05.26 01:09 | t/p | 1961 | 0.16 | 107.867 | 107.447 | 107.857 | 3031.34 | 1701321.21 |
| 7845 | 2020.05.26 04:13 | buy | 1962 | 0.10 | 107.797 | 0.000 | 0.000 | ||
| 7846 | 2020.05.26 04:13 | modify | 1962 | 0.10 | 107.797 | 107.557 | 0.000 | ||
| 7847 | 2020.05.26 04:13 | modify | 1962 | 0.10 | 107.797 | 107.557 | 107.967 | ||
| 7848 | 2020.05.26 11:14 | s/l | 1962 | 0.10 | 107.557 | 107.557 | 107.967 | -2400.60 | 1698920.61 |
| 7849 | 2020.05.27 13:54 | buy | 1963 | 0.16 | 107.760 | 0.000 | 0.000 | ||
| 7850 | 2020.05.27 13:54 | modify | 1963 | 0.16 | 107.760 | 107.520 | 0.000 | ||
| 7851 | 2020.05.27 13:54 | modify | 1963 | 0.16 | 107.760 | 107.520 | 107.930 | ||
| 7852 | 2020.05.27 20:17 | close | 1963 | 0.16 | 107.803 | 107.520 | 107.930 | 687.04 | 1699607.65 |
| 7853 | 2020.05.31 21:10 | buy | 1964 | 0.10 | 107.705 | 0.000 | 0.000 | ||
| 7854 | 2020.05.31 21:10 | modify | 1964 | 0.10 | 107.705 | 107.465 | 0.000 | ||
| 7855 | 2020.05.31 21:10 | modify | 1964 | 0.10 | 107.705 | 107.465 | 107.875 | ||
| 7856 | 2020.06.01 08:07 | s/l | 1964 | 0.10 | 107.455 | 107.465 | 107.875 | -2405.42 | 1697202.23 |
| 7857 | 2020.06.01 12:23 | buy | 1965 | 0.16 | 107.663 | 0.000 | 0.000 | ||
| 7858 | 2020.06.01 12:23 | modify | 1965 | 0.16 | 107.663 | 107.423 | 0.000 | ||
| 7859 | 2020.06.01 12:23 | modify | 1965 | 0.16 | 107.663 | 107.423 | 107.833 | ||
| 7860 | 2020.06.02 03:04 | close | 1965 | 0.16 | 107.716 | 107.423 | 107.833 | 999.34 | 1698201.57 |
| 7861 | 2020.06.02 08:29 | buy | 1966 | 0.10 | 107.724 | 0.000 | 0.000 | ||
| 7862 | 2020.06.02 08:29 | modify | 1966 | 0.10 | 107.724 | 107.484 | 0.000 | ||
| 7863 | 2020.06.02 08:29 | modify | 1966 | 0.10 | 107.724 | 107.484 | 107.894 | ||
| 7864 | 2020.06.02 11:54 | t/p | 1966 | 0.10 | 107.898 | 107.484 | 107.894 | 1739.40 | 1699940.97 |
| 7865 | 2020.06.02 19:50 | buy | 1967 | 0.10 | 108.656 | 0.000 | 0.000 | ||
| 7866 | 2020.06.02 19:50 | modify | 1967 | 0.10 | 108.656 | 108.416 | 0.000 | ||
| 7867 | 2020.06.02 19:50 | modify | 1967 | 0.10 | 108.656 | 108.416 | 108.826 | ||
| 7868 | 2020.06.02 23:41 | t/p | 1967 | 0.10 | 108.833 | 108.416 | 108.826 | 1769.40 | 1701710.37 |
| 7869 | 2020.06.03 01:02 | buy | 1968 | 0.10 | 108.683 | 0.000 | 0.000 | ||
| 7870 | 2020.06.03 01:02 | modify | 1968 | 0.10 | 108.683 | 108.443 | 0.000 | ||
| 7871 | 2020.06.03 01:02 | modify | 1968 | 0.10 | 108.683 | 108.443 | 108.853 | ||
| 7872 | 2020.06.03 01:32 | s/l | 1968 | 0.10 | 108.442 | 108.443 | 108.853 | -2410.60 | 1699299.77 |
| 7873 | 2020.06.03 11:05 | buy | 1969 | 0.16 | 108.691 | 0.000 | 0.000 | ||
| 7874 | 2020.06.03 11:05 | modify | 1969 | 0.16 | 108.691 | 108.451 | 0.000 | ||
| 7875 | 2020.06.03 11:05 | modify | 1969 | 0.16 | 108.691 | 108.451 | 108.861 | ||
| 7876 | 2020.06.03 14:57 | t/p | 1969 | 0.16 | 108.860 | 108.451 | 108.861 | 2703.04 | 1702002.81 |
| 7877 | 2020.06.03 21:13 | buy | 1970 | 0.10 | 108.902 | 0.000 | 0.000 | ||
| 7878 | 2020.06.03 21:13 | modify | 1970 | 0.10 | 108.902 | 108.662 | 0.000 | ||
| 7879 | 2020.06.03 21:13 | modify | 1970 | 0.10 | 108.902 | 108.662 | 109.072 | ||
| 7880 | 2020.06.03 22:49 | close | 1970 | 0.10 | 108.971 | 108.662 | 109.072 | 689.40 | 1702692.21 |
| 7881 | 2020.06.04 00:09 | buy | 1971 | 0.10 | 108.904 | 0.000 | 0.000 | ||
| 7882 | 2020.06.04 00:09 | modify | 1971 | 0.10 | 108.904 | 108.664 | 0.000 | ||
| 7883 | 2020.06.04 00:09 | modify | 1971 | 0.10 | 108.904 | 108.664 | 109.074 | ||
| 7884 | 2020.06.04 04:20 | close | 1971 | 0.10 | 109.017 | 108.664 | 109.074 | 1129.40 | 1703821.61 |
| 7885 | 2020.06.04 07:41 | buy | 1972 | 0.10 | 109.019 | 0.000 | 0.000 | ||
| 7886 | 2020.06.04 07:41 | modify | 1972 | 0.10 | 109.019 | 108.779 | 0.000 | ||
| 7887 | 2020.06.04 07:41 | modify | 1972 | 0.10 | 109.019 | 108.779 | 109.189 | ||
| 7888 | 2020.06.04 12:41 | s/l | 1972 | 0.10 | 108.773 | 108.779 | 109.189 | -2460.60 | 1701361.01 |
| 7889 | 2020.06.04 21:00 | buy | 1973 | 0.16 | 109.146 | 0.000 | 0.000 | ||
| 7890 | 2020.06.04 21:00 | modify | 1973 | 0.16 | 109.146 | 108.906 | 0.000 | ||
| 7891 | 2020.06.04 21:00 | modify | 1973 | 0.16 | 109.146 | 108.906 | 109.316 | ||
| 7892 | 2020.06.05 05:55 | t/p | 1973 | 0.16 | 109.321 | 108.906 | 109.316 | 2951.34 | 1704312.34 |
| 7893 | 2020.06.05 08:52 | buy | 1974 | 0.10 | 109.236 | 0.000 | 0.000 | ||
| 7894 | 2020.06.05 08:52 | modify | 1974 | 0.10 | 109.236 | 108.996 | 0.000 | ||
| 7895 | 2020.06.05 08:52 | modify | 1974 | 0.10 | 109.236 | 108.996 | 109.406 | ||
| 7896 | 2020.06.05 12:30 | t/p | 1974 | 0.10 | 109.405 | 108.996 | 109.406 | 1689.40 | 1706001.74 |
| 7897 | 2020.06.05 18:04 | buy | 1975 | 0.10 | 109.664 | 0.000 | 0.000 | ||
| 7898 | 2020.06.05 18:04 | modify | 1975 | 0.10 | 109.664 | 109.424 | 0.000 | ||
| 7899 | 2020.06.05 18:04 | modify | 1975 | 0.10 | 109.664 | 109.424 | 109.834 | ||
| 7900 | 2020.06.08 00:50 | s/l | 1975 | 0.10 | 109.416 | 109.424 | 109.834 | -2385.42 | 1703616.33 |
| 7901 | 2020.06.12 07:03 | buy | 1976 | 0.16 | 107.073 | 0.000 | 0.000 | ||
| 7902 | 2020.06.12 07:03 | modify | 1976 | 0.16 | 107.073 | 106.833 | 0.000 | ||
| 7903 | 2020.06.12 07:03 | modify | 1976 | 0.16 | 107.073 | 106.833 | 107.243 | ||
| 7904 | 2020.06.12 08:41 | t/p | 1976 | 0.16 | 107.253 | 106.833 | 107.243 | 2879.04 | 1706495.37 |
| 7905 | 2020.06.12 10:52 | buy | 1977 | 0.10 | 107.359 | 0.000 | 0.000 | ||
| 7906 | 2020.06.12 10:52 | modify | 1977 | 0.10 | 107.359 | 107.119 | 0.000 | ||
| 7907 | 2020.06.12 10:52 | modify | 1977 | 0.10 | 107.359 | 107.119 | 107.529 | ||
| 7908 | 2020.06.14 22:07 | t/p | 1977 | 0.10 | 107.532 | 107.119 | 107.529 | 1729.40 | 1708224.77 |
| 7909 | 2020.06.23 05:45 | buy | 1978 | 0.10 | 107.124 | 0.000 | 0.000 | ||
| 7910 | 2020.06.23 05:45 | modify | 1978 | 0.10 | 107.124 | 106.884 | 0.000 | ||
| 7911 | 2020.06.23 05:45 | modify | 1978 | 0.10 | 107.124 | 106.884 | 107.294 | ||
| 7912 | 2020.06.23 12:26 | s/l | 1978 | 0.10 | 106.889 | 106.884 | 107.294 | -2350.60 | 1705874.17 |
| 7913 | 2020.06.24 15:47 | buy | 1979 | 0.16 | 106.809 | 0.000 | 0.000 | ||
| 7914 | 2020.06.24 15:47 | modify | 1979 | 0.16 | 106.809 | 106.569 | 0.000 | ||
| 7915 | 2020.06.24 15:47 | modify | 1979 | 0.16 | 106.809 | 106.569 | 106.979 | ||
| 7916 | 2020.06.24 19:06 | t/p | 1979 | 0.16 | 106.982 | 106.569 | 106.979 | 2767.04 | 1708641.21 |
| 7917 | 2020.06.24 21:39 | buy | 1980 | 0.10 | 107.012 | 0.000 | 0.000 | ||
| 7918 | 2020.06.24 21:39 | modify | 1980 | 0.10 | 107.012 | 106.772 | 0.000 | ||
| 7919 | 2020.06.24 21:39 | modify | 1980 | 0.10 | 107.012 | 106.772 | 107.182 | ||
| 7920 | 2020.06.24 22:17 | close | 1980 | 0.10 | 107.129 | 106.772 | 107.182 | 1169.40 | 1709810.61 |
| 7921 | 2020.06.24 23:31 | buy | 1981 | 0.10 | 107.016 | 0.000 | 0.000 | ||
| 7922 | 2020.06.24 23:31 | modify | 1981 | 0.10 | 107.016 | 106.776 | 0.000 | ||
| 7923 | 2020.06.24 23:31 | modify | 1981 | 0.10 | 107.016 | 106.776 | 107.186 | ||
| 7924 | 2020.06.25 02:37 | t/p | 1981 | 0.10 | 107.204 | 106.776 | 107.186 | 2164.95 | 1711975.56 |
| 7925 | 2020.06.25 06:38 | buy | 1982 | 0.10 | 107.144 | 0.000 | 0.000 | ||
| 7926 | 2020.06.25 06:38 | modify | 1982 | 0.10 | 107.144 | 106.904 | 0.000 | ||
| 7927 | 2020.06.25 06:38 | modify | 1982 | 0.10 | 107.144 | 106.904 | 107.314 | ||
| 7928 | 2020.06.25 09:11 | close | 1982 | 0.10 | 107.274 | 106.904 | 107.314 | 1299.40 | 1713274.96 |
| 7929 | 2020.06.25 13:06 | buy | 1983 | 0.10 | 107.254 | 0.000 | 0.000 | ||
| 7930 | 2020.06.25 13:06 | modify | 1983 | 0.10 | 107.254 | 107.014 | 0.000 | ||
| 7931 | 2020.06.25 13:06 | modify | 1983 | 0.10 | 107.254 | 107.014 | 107.424 | ||
| 7932 | 2020.06.26 07:40 | s/l | 1983 | 0.10 | 107.004 | 107.014 | 107.424 | -2405.42 | 1710869.54 |
| 7933 | 2020.06.26 16:55 | buy | 1984 | 0.16 | 107.126 | 0.000 | 0.000 | ||
| 7934 | 2020.06.26 16:55 | modify | 1984 | 0.16 | 107.126 | 106.886 | 0.000 | ||
| 7935 | 2020.06.26 16:55 | modify | 1984 | 0.16 | 107.126 | 106.886 | 107.296 | ||
| 7936 | 2020.06.29 01:01 | t/p | 1984 | 0.16 | 107.293 | 106.886 | 107.296 | 2823.34 | 1713692.88 |
| 7937 | 2020.06.29 02:35 | buy | 1985 | 0.10 | 107.219 | 0.000 | 0.000 | ||
| 7938 | 2020.06.29 02:35 | modify | 1985 | 0.10 | 107.219 | 106.979 | 0.000 | ||
| 7939 | 2020.06.29 02:35 | modify | 1985 | 0.10 | 107.219 | 106.979 | 107.389 | ||
| 7940 | 2020.06.29 12:24 | close | 1985 | 0.10 | 107.318 | 106.979 | 107.389 | 989.40 | 1714682.28 |
| 7941 | 2020.06.29 18:52 | buy | 1986 | 0.10 | 107.688 | 0.000 | 0.000 | ||
| 7942 | 2020.06.29 18:52 | modify | 1986 | 0.10 | 107.688 | 107.448 | 0.000 | ||
| 7943 | 2020.06.29 18:52 | modify | 1986 | 0.10 | 107.688 | 107.448 | 107.858 | ||
| 7944 | 2020.06.30 09:45 | close | 1986 | 0.10 | 107.795 | 107.448 | 107.858 | 1164.58 | 1715846.86 |
| 7945 | 2020.06.30 21:56 | buy | 1987 | 0.10 | 107.918 | 0.000 | 0.000 | ||
| 7946 | 2020.06.30 21:56 | modify | 1987 | 0.10 | 107.918 | 107.678 | 0.000 | ||
| 7947 | 2020.06.30 21:56 | modify | 1987 | 0.10 | 107.918 | 107.678 | 108.088 | ||
| 7948 | 2020.07.01 00:03 | t/p | 1987 | 0.10 | 108.092 | 107.678 | 108.088 | 1834.58 | 1717681.45 |
| 7949 | 2020.07.01 01:08 | buy | 1988 | 0.10 | 107.986 | 0.000 | 0.000 | ||
| 7950 | 2020.07.01 01:08 | modify | 1988 | 0.10 | 107.986 | 107.746 | 0.000 | ||