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 |
| 8101 | 2020.09.09 17:38 | buy | 2026 | 0.10 | 106.219 | 0.000 | 0.000 | ||
| 8102 | 2020.09.09 17:38 | modify | 2026 | 0.10 | 106.219 | 105.979 | 0.000 | ||
| 8103 | 2020.09.09 17:38 | modify | 2026 | 0.10 | 106.219 | 105.979 | 106.389 | ||
| 8104 | 2020.09.10 00:03 | close | 2026 | 0.10 | 106.285 | 105.979 | 106.389 | 944.95 | 1710008.86 |
| 8105 | 2020.09.22 17:19 | buy | 2027 | 0.10 | 104.942 | 0.000 | 0.000 | ||
| 8106 | 2020.09.22 17:19 | modify | 2027 | 0.10 | 104.942 | 104.702 | 0.000 | ||
| 8107 | 2020.09.22 17:19 | modify | 2027 | 0.10 | 104.942 | 104.702 | 105.112 | ||
| 8108 | 2020.09.23 00:03 | close | 2027 | 0.10 | 105.084 | 104.702 | 105.112 | 1514.58 | 1711523.45 |
| 8109 | 2020.09.23 02:39 | buy | 2028 | 0.10 | 105.096 | 0.000 | 0.000 | ||
| 8110 | 2020.09.23 02:39 | modify | 2028 | 0.10 | 105.096 | 104.856 | 0.000 | ||
| 8111 | 2020.09.23 02:39 | modify | 2028 | 0.10 | 105.096 | 104.856 | 105.266 | ||
| 8112 | 2020.09.23 12:04 | close | 2028 | 0.10 | 105.136 | 104.856 | 105.266 | 399.40 | 1711922.85 |
| 8113 | 2020.09.23 20:55 | buy | 2029 | 0.10 | 105.365 | 0.000 | 0.000 | ||
| 8114 | 2020.09.23 20:55 | modify | 2029 | 0.10 | 105.365 | 105.125 | 0.000 | ||
| 8115 | 2020.09.23 20:55 | modify | 2029 | 0.10 | 105.365 | 105.125 | 105.535 | ||
| 8116 | 2020.09.24 11:21 | close | 2029 | 0.10 | 105.527 | 105.125 | 105.535 | 1904.95 | 1713827.80 |
| 8117 | 2020.09.25 15:58 | buy | 2030 | 0.10 | 105.584 | 0.000 | 0.000 | ||
| 8118 | 2020.09.25 15:58 | modify | 2030 | 0.10 | 105.584 | 105.344 | 0.000 | ||
| 8119 | 2020.09.25 15:58 | modify | 2030 | 0.10 | 105.584 | 105.344 | 105.754 | ||
| 8120 | 2020.09.27 22:00 | close | 2030 | 0.10 | 105.690 | 105.344 | 105.754 | 1059.40 | 1714887.20 |
| 8121 | 2020.09.28 17:39 | buy | 2031 | 0.10 | 105.514 | 0.000 | 0.000 | ||
| 8122 | 2020.09.28 17:39 | modify | 2031 | 0.10 | 105.514 | 105.274 | 0.000 | ||
| 8123 | 2020.09.28 17:39 | modify | 2031 | 0.10 | 105.514 | 105.274 | 105.684 | ||
| 8124 | 2020.09.29 04:43 | close | 2031 | 0.10 | 105.540 | 105.274 | 105.684 | 354.58 | 1715241.78 |
| 8125 | 2020.09.29 07:42 | buy | 2032 | 0.10 | 105.598 | 0.000 | 0.000 | ||
| 8126 | 2020.09.29 07:42 | modify | 2032 | 0.10 | 105.598 | 105.358 | 0.000 | ||
| 8127 | 2020.09.29 07:42 | modify | 2032 | 0.10 | 105.598 | 105.358 | 105.768 | ||
| 8128 | 2020.09.30 00:11 | close | 2032 | 0.10 | 105.714 | 105.358 | 105.768 | 1254.58 | 1716496.37 |
| 8129 | 2020.09.30 12:32 | buy | 2033 | 0.10 | 105.679 | 0.000 | 0.000 | ||
| 8130 | 2020.09.30 12:32 | modify | 2033 | 0.10 | 105.679 | 105.439 | 0.000 | ||
| 8131 | 2020.09.30 12:32 | modify | 2033 | 0.10 | 105.679 | 105.439 | 105.849 | ||
| 8132 | 2020.09.30 15:09 | s/l | 2033 | 0.10 | 105.438 | 105.439 | 105.849 | -2410.60 | 1714085.77 |
| 8133 | 2020.10.01 15:13 | buy | 2034 | 0.16 | 105.609 | 0.000 | 0.000 | ||
| 8134 | 2020.10.01 15:13 | modify | 2034 | 0.16 | 105.609 | 105.369 | 0.000 | ||
| 8135 | 2020.10.01 15:13 | modify | 2034 | 0.16 | 105.609 | 105.369 | 105.779 | ||
| 8136 | 2020.10.02 02:42 | close | 2034 | 0.16 | 105.628 | 105.369 | 105.779 | 455.34 | 1714541.10 |
| 8137 | 2020.10.02 04:46 | buy | 2035 | 0.10 | 105.619 | 0.000 | 0.000 | ||
| 8138 | 2020.10.02 04:46 | modify | 2035 | 0.10 | 105.619 | 105.379 | 0.000 | ||
| 8139 | 2020.10.02 04:46 | modify | 2035 | 0.10 | 105.619 | 105.379 | 105.789 | ||
| 8140 | 2020.10.02 05:06 | s/l | 2035 | 0.10 | 105.363 | 105.379 | 105.789 | -2560.60 | 1711980.50 |
| 8141 | 2020.10.05 03:41 | buy | 2036 | 0.16 | 105.510 | 0.000 | 0.000 | ||
| 8142 | 2020.10.05 03:41 | modify | 2036 | 0.16 | 105.510 | 105.270 | 0.000 | ||
| 8143 | 2020.10.05 03:41 | modify | 2036 | 0.16 | 105.510 | 105.270 | 105.680 | ||
| 8144 | 2020.10.05 07:00 | close | 2036 | 0.16 | 105.629 | 105.270 | 105.680 | 1903.04 | 1713883.54 |
| 8145 | 2020.10.05 09:55 | buy | 2037 | 0.10 | 105.599 | 0.000 | 0.000 | ||
| 8146 | 2020.10.05 09:55 | modify | 2037 | 0.10 | 105.599 | 105.359 | 0.000 | ||
| 8147 | 2020.10.05 09:55 | modify | 2037 | 0.10 | 105.599 | 105.359 | 105.769 | ||
| 8148 | 2020.10.05 15:50 | close | 2037 | 0.10 | 105.754 | 105.359 | 105.769 | 1549.40 | 1715432.94 |
| 8149 | 2020.10.13 05:23 | buy | 2038 | 0.10 | 105.396 | 0.000 | 0.000 | ||
| 8150 | 2020.10.13 05:23 | modify | 2038 | 0.10 | 105.396 | 105.156 | 0.000 | ||
| 8151 | 2020.10.13 05:23 | modify | 2038 | 0.10 | 105.396 | 105.156 | 105.566 | ||
| 8152 | 2020.10.13 07:55 | close | 2038 | 0.10 | 105.471 | 105.156 | 105.566 | 749.40 | 1716182.34 |
| 8153 | 2020.10.13 15:05 | buy | 2039 | 0.10 | 105.526 | 0.000 | 0.000 | ||
| 8154 | 2020.10.13 15:05 | modify | 2039 | 0.10 | 105.526 | 105.286 | 0.000 | ||
| 8155 | 2020.10.13 15:05 | modify | 2039 | 0.10 | 105.526 | 105.286 | 105.696 | ||
| 8156 | 2020.10.14 06:48 | close | 2039 | 0.10 | 105.504 | 105.286 | 105.696 | -125.42 | 1716056.93 |
| 8157 | 2020.10.15 05:18 | buy | 2040 | 0.16 | 105.266 | 0.000 | 0.000 | ||
| 8158 | 2020.10.15 05:18 | modify | 2040 | 0.16 | 105.266 | 105.026 | 0.000 | ||
| 8159 | 2020.10.15 05:18 | modify | 2040 | 0.16 | 105.266 | 105.026 | 105.436 | ||
| 8160 | 2020.10.15 14:16 | close | 2040 | 0.16 | 105.372 | 105.026 | 105.436 | 1695.04 | 1717751.97 |
| 8161 | 2020.10.15 20:02 | buy | 2041 | 0.10 | 105.428 | 0.000 | 0.000 | ||
| 8162 | 2020.10.15 20:02 | modify | 2041 | 0.10 | 105.428 | 105.188 | 0.000 | ||
| 8163 | 2020.10.15 20:02 | modify | 2041 | 0.10 | 105.428 | 105.188 | 105.598 | ||
| 8164 | 2020.10.16 12:47 | close | 2041 | 0.10 | 105.392 | 105.188 | 105.598 | -265.42 | 1717486.55 |
| 8165 | 2020.10.19 06:02 | buy | 2042 | 0.16 | 105.418 | 0.000 | 0.000 | ||
| 8166 | 2020.10.19 06:02 | modify | 2042 | 0.16 | 105.418 | 105.178 | 0.000 | ||
| 8167 | 2020.10.19 06:02 | modify | 2042 | 0.16 | 105.418 | 105.178 | 105.588 | ||
| 8168 | 2020.10.19 14:51 | close | 2042 | 0.16 | 105.472 | 105.178 | 105.588 | 863.04 | 1718349.59 |
| 8169 | 2020.10.20 02:53 | buy | 2043 | 0.10 | 105.535 | 0.000 | 0.000 | ||
| 8170 | 2020.10.20 02:53 | modify | 2043 | 0.10 | 105.535 | 105.295 | 0.000 | ||
| 8171 | 2020.10.20 02:53 | modify | 2043 | 0.10 | 105.535 | 105.295 | 105.705 | ||
| 8172 | 2020.10.20 11:37 | close | 2043 | 0.10 | 105.645 | 105.295 | 105.705 | 1099.40 | 1719448.99 |
| 8173 | 2020.10.20 13:51 | buy | 2044 | 0.10 | 105.655 | 0.000 | 0.000 | ||
| 8174 | 2020.10.20 13:51 | modify | 2044 | 0.10 | 105.655 | 105.415 | 0.000 | ||
| 8175 | 2020.10.20 13:51 | modify | 2044 | 0.10 | 105.655 | 105.415 | 105.825 | ||
| 8176 | 2020.10.21 00:49 | s/l | 2044 | 0.10 | 105.421 | 105.415 | 105.825 | -2245.42 | 1717203.58 |
| 8177 | 2020.10.23 00:05 | buy | 2045 | 0.16 | 104.868 | 0.000 | 0.000 | ||
| 8178 | 2020.10.23 00:05 | modify | 2045 | 0.16 | 104.868 | 104.628 | 0.000 | ||
| 8179 | 2020.10.23 00:05 | modify | 2045 | 0.16 | 104.868 | 104.628 | 105.038 | ||
| 8180 | 2020.10.23 08:01 | s/l | 2045 | 0.16 | 104.630 | 104.628 | 105.038 | -3808.96 | 1713394.62 |
| 8181 | 2020.10.26 06:01 | buy | 2046 | 0.26 | 104.883 | 0.000 | 0.000 | ||
| 8182 | 2020.10.26 06:01 | modify | 2046 | 0.26 | 104.883 | 104.643 | 0.000 | ||
| 8183 | 2020.10.26 06:01 | modify | 2046 | 0.26 | 104.883 | 104.643 | 105.053 | ||
| 8184 | 2020.10.26 07:08 | close | 2046 | 0.26 | 104.957 | 104.643 | 105.053 | 1922.45 | 1715317.07 |
| 8185 | 2020.10.26 07:37 | buy | 2047 | 0.10 | 104.861 | 0.000 | 0.000 | ||
| 8186 | 2020.10.26 07:37 | modify | 2047 | 0.10 | 104.861 | 104.621 | 0.000 | ||
| 8187 | 2020.10.26 07:37 | modify | 2047 | 0.10 | 104.861 | 104.621 | 105.031 | ||
| 8188 | 2020.10.26 12:50 | close | 2047 | 0.10 | 105.017 | 104.621 | 105.031 | 1559.40 | 1716876.47 |
| 8189 | 2020.10.26 15:19 | buy | 2048 | 0.10 | 104.936 | 0.000 | 0.000 | ||
| 8190 | 2020.10.26 15:19 | modify | 2048 | 0.10 | 104.936 | 104.696 | 0.000 | ||
| 8191 | 2020.10.26 15:19 | modify | 2048 | 0.10 | 104.936 | 104.696 | 105.106 | ||
| 8192 | 2020.10.27 02:47 | s/l | 2048 | 0.10 | 104.687 | 104.696 | 105.106 | -2395.42 | 1714481.05 |
| 8193 | 2020.10.29 04:38 | buy | 2049 | 0.16 | 104.419 | 0.000 | 0.000 | ||
| 8194 | 2020.10.29 04:38 | modify | 2049 | 0.16 | 104.419 | 104.179 | 0.000 | ||
| 8195 | 2020.10.29 04:38 | modify | 2049 | 0.16 | 104.419 | 104.179 | 104.589 | ||
| 8196 | 2020.10.29 09:29 | s/l | 2049 | 0.16 | 104.173 | 104.179 | 104.589 | -3936.96 | 1710544.09 |
| 8197 | 2020.10.29 19:52 | buy | 2050 | 0.26 | 104.646 | 0.000 | 0.000 | ||
| 8198 | 2020.10.29 19:52 | modify | 2050 | 0.26 | 104.646 | 104.406 | 0.000 | ||
| 8199 | 2020.10.29 19:52 | modify | 2050 | 0.26 | 104.646 | 104.406 | 104.816 | ||
| 8200 | 2020.10.30 04:08 | s/l | 2050 | 0.26 | 104.415 | 104.406 | 104.816 | -5760.07 | 1704784.02 |
| 8201 | 2020.11.02 02:21 | buy | 2051 | 0.42 | 104.652 | 0.000 | 0.000 | ||
| 8202 | 2020.11.02 02:21 | modify | 2051 | 0.42 | 104.652 | 104.412 | 0.000 | ||
| 8203 | 2020.11.02 02:21 | modify | 2051 | 0.42 | 104.652 | 104.412 | 104.822 | ||
| 8204 | 2020.11.02 04:32 | close | 2051 | 0.42 | 104.732 | 104.412 | 104.822 | 3357.49 | 1708141.51 |
| 8205 | 2020.11.02 05:59 | buy | 2052 | 0.10 | 104.698 | 0.000 | 0.000 | ||
| 8206 | 2020.11.02 05:59 | modify | 2052 | 0.10 | 104.698 | 104.458 | 0.000 | ||
| 8207 | 2020.11.02 05:59 | modify | 2052 | 0.10 | 104.698 | 104.458 | 104.868 | ||
| 8208 | 2020.11.02 07:58 | close | 2052 | 0.10 | 104.820 | 104.458 | 104.868 | 1219.40 | 1709360.91 |
| 8209 | 2020.11.02 09:36 | buy | 2053 | 0.10 | 104.824 | 0.000 | 0.000 | ||
| 8210 | 2020.11.02 09:36 | modify | 2053 | 0.10 | 104.824 | 104.584 | 0.000 | ||
| 8211 | 2020.11.02 09:36 | modify | 2053 | 0.10 | 104.824 | 104.584 | 104.994 | ||
| 8212 | 2020.11.02 14:54 | close | 2053 | 0.10 | 104.793 | 104.584 | 104.994 | -310.60 | 1709050.31 |
| 8213 | 2020.11.02 19:43 | buy | 2054 | 0.16 | 104.822 | 0.000 | 0.000 | ||
| 8214 | 2020.11.02 19:43 | modify | 2054 | 0.16 | 104.822 | 104.582 | 0.000 | ||
| 8215 | 2020.11.02 19:43 | modify | 2054 | 0.16 | 104.822 | 104.582 | 104.992 | ||
| 8216 | 2020.11.03 07:04 | s/l | 2054 | 0.16 | 104.575 | 104.582 | 104.992 | -3800.66 | 1705249.65 |
| 8217 | 2020.11.04 04:33 | buy | 2055 | 0.26 | 104.795 | 0.000 | 0.000 | ||
| 8218 | 2020.11.04 04:33 | modify | 2055 | 0.26 | 104.795 | 104.555 | 0.000 | ||
| 8219 | 2020.11.04 04:33 | modify | 2055 | 0.26 | 104.795 | 104.555 | 104.965 | ||
| 8220 | 2020.11.04 06:00 | t/p | 2055 | 0.26 | 104.956 | 104.555 | 104.965 | 4184.45 | 1709434.10 |
| 8221 | 2020.11.09 19:23 | buy | 2056 | 0.10 | 105.398 | 0.000 | 0.000 | ||
| 8222 | 2020.11.09 19:23 | modify | 2056 | 0.10 | 105.398 | 105.158 | 0.000 | ||
| 8223 | 2020.11.09 19:23 | modify | 2056 | 0.10 | 105.398 | 105.158 | 105.568 | ||
| 8224 | 2020.11.09 23:35 | s/l | 2056 | 0.10 | 105.166 | 105.158 | 105.568 | -2320.60 | 1707113.50 |
| 8225 | 2020.11.09 23:36 | buy | 2057 | 0.16 | 105.162 | 0.000 | 0.000 | ||
| 8226 | 2020.11.09 23:36 | modify | 2057 | 0.16 | 105.162 | 104.922 | 0.000 | ||
| 8227 | 2020.11.09 23:36 | modify | 2057 | 0.16 | 105.162 | 104.922 | 105.332 | ||
| 8228 | 2020.11.10 01:28 | s/l | 2057 | 0.16 | 104.919 | 104.922 | 105.332 | -3736.66 | 1703376.83 |
| 8229 | 2020.11.10 11:28 | buy | 2058 | 0.26 | 105.257 | 0.000 | 0.000 | ||
| 8230 | 2020.11.10 11:28 | modify | 2058 | 0.26 | 105.257 | 105.017 | 0.000 | ||
| 8231 | 2020.11.10 11:28 | modify | 2058 | 0.26 | 105.257 | 105.017 | 105.427 | ||
| 8232 | 2020.11.10 15:00 | t/p | 2058 | 0.26 | 105.431 | 105.017 | 105.427 | 4522.45 | 1707899.28 |
| 8233 | 2020.11.11 10:09 | buy | 2059 | 0.10 | 105.384 | 0.000 | 0.000 | ||
| 8234 | 2020.11.11 10:09 | modify | 2059 | 0.10 | 105.384 | 105.144 | 0.000 | ||
| 8235 | 2020.11.11 10:09 | modify | 2059 | 0.10 | 105.384 | 105.144 | 105.554 | ||
| 8236 | 2020.11.11 15:02 | t/p | 2059 | 0.10 | 105.558 | 105.144 | 105.554 | 1739.40 | 1709638.68 |
| 8237 | 2020.11.11 16:58 | buy | 2060 | 0.10 | 105.539 | 0.000 | 0.000 | ||
| 8238 | 2020.11.11 16:58 | modify | 2060 | 0.10 | 105.539 | 105.299 | 0.000 | ||
| 8239 | 2020.11.11 16:58 | modify | 2060 | 0.10 | 105.539 | 105.299 | 105.709 | ||
| 8240 | 2020.11.12 01:03 | s/l | 2060 | 0.10 | 105.299 | 105.299 | 105.709 | -2115.05 | 1707523.63 |
| 8241 | 2020.11.16 14:07 | buy | 2061 | 0.16 | 104.791 | 0.000 | 0.000 | ||
| 8242 | 2020.11.16 14:07 | modify | 2061 | 0.16 | 104.791 | 104.551 | 0.000 | ||
| 8243 | 2020.11.16 14:07 | modify | 2061 | 0.16 | 104.791 | 104.551 | 104.961 | ||
| 8244 | 2020.11.16 14:35 | s/l | 2061 | 0.16 | 104.554 | 104.551 | 104.961 | -3792.96 | 1703730.67 |
| 8245 | 2020.11.19 11:46 | buy | 2062 | 0.26 | 104.016 | 0.000 | 0.000 | ||
| 8246 | 2020.11.19 11:46 | modify | 2062 | 0.26 | 104.016 | 103.776 | 0.000 | ||
| 8247 | 2020.11.19 11:46 | modify | 2062 | 0.26 | 104.016 | 103.776 | 104.186 | ||
| 8248 | 2020.11.19 19:09 | s/l | 2062 | 0.26 | 103.768 | 103.776 | 104.186 | -6449.55 | 1697281.12 |
| 8249 | 2020.11.23 17:37 | buy | 2063 | 0.42 | 104.301 | 0.000 | 0.000 | ||
| 8250 | 2020.11.23 17:37 | modify | 2063 | 0.42 | 104.301 | 104.061 | 0.000 | ||