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 |
| 8701 | 2021.05.19 11:57 | buy | 2176 | 0.26 | 109.183 | 0.000 | 0.000 | ||
| 8702 | 2021.05.19 11:57 | modify | 2176 | 0.26 | 109.183 | 108.943 | 0.000 | ||
| 8703 | 2021.05.19 11:57 | modify | 2176 | 0.26 | 109.183 | 108.943 | 109.353 | ||
| 8704 | 2021.05.19 13:02 | s/l | 2176 | 0.26 | 108.936 | 108.943 | 109.353 | -6423.55 | 1755678.23 |
| 8705 | 2021.05.20 01:07 | buy | 2177 | 0.42 | 109.175 | 0.000 | 0.000 | ||
| 8706 | 2021.05.20 01:07 | modify | 2177 | 0.42 | 109.175 | 108.935 | 0.000 | ||
| 8707 | 2021.05.20 01:07 | modify | 2177 | 0.42 | 109.175 | 108.935 | 109.345 | ||
| 8708 | 2021.05.20 08:15 | s/l | 2177 | 0.42 | 108.939 | 108.935 | 109.345 | -9914.51 | 1745763.72 |
| 8709 | 2021.05.21 18:34 | buy | 2178 | 0.67 | 108.941 | 0.000 | 0.000 | ||
| 8710 | 2021.05.21 18:34 | modify | 2178 | 0.67 | 108.941 | 108.701 | 0.000 | ||
| 8711 | 2021.05.21 18:34 | modify | 2178 | 0.67 | 108.941 | 108.701 | 109.111 | ||
| 8712 | 2021.05.23 22:31 | close | 2178 | 0.67 | 109.005 | 108.701 | 109.111 | 4283.99 | 1750047.71 |
| 8713 | 2021.05.23 23:11 | buy | 2179 | 0.10 | 108.912 | 0.000 | 0.000 | ||
| 8714 | 2021.05.23 23:11 | modify | 2179 | 0.10 | 108.912 | 108.672 | 0.000 | ||
| 8715 | 2021.05.23 23:11 | modify | 2179 | 0.10 | 108.912 | 108.672 | 109.082 | ||
| 8716 | 2021.05.24 08:38 | close | 2179 | 0.10 | 108.920 | 108.672 | 109.082 | 174.58 | 1750222.30 |
| 8717 | 2021.05.25 12:06 | buy | 2180 | 0.10 | 108.856 | 0.000 | 0.000 | ||
| 8718 | 2021.05.25 12:06 | modify | 2180 | 0.10 | 108.856 | 108.616 | 0.000 | ||
| 8719 | 2021.05.25 12:06 | modify | 2180 | 0.10 | 108.856 | 108.616 | 109.026 | ||
| 8720 | 2021.05.25 12:54 | t/p | 2180 | 0.10 | 109.032 | 108.616 | 109.026 | 1759.40 | 1751981.70 |
| 8721 | 2021.05.25 14:05 | buy | 2181 | 0.10 | 108.890 | 0.000 | 0.000 | ||
| 8722 | 2021.05.25 14:05 | modify | 2181 | 0.10 | 108.890 | 108.650 | 0.000 | ||
| 8723 | 2021.05.25 14:05 | modify | 2181 | 0.10 | 108.890 | 108.650 | 109.060 | ||
| 8724 | 2021.05.26 06:40 | close | 2181 | 0.10 | 108.887 | 108.650 | 109.060 | 64.58 | 1752046.28 |
| 8725 | 2021.05.26 10:58 | buy | 2182 | 0.16 | 108.869 | 0.000 | 0.000 | ||
| 8726 | 2021.05.26 10:58 | modify | 2182 | 0.16 | 108.869 | 108.629 | 0.000 | ||
| 8727 | 2021.05.26 10:58 | modify | 2182 | 0.16 | 108.869 | 108.629 | 109.039 | ||
| 8728 | 2021.05.26 13:30 | close | 2182 | 0.16 | 109.029 | 108.629 | 109.039 | 2559.04 | 1754605.32 |
| 8729 | 2021.05.26 14:25 | buy | 2183 | 0.10 | 108.898 | 0.000 | 0.000 | ||
| 8730 | 2021.05.26 14:25 | modify | 2183 | 0.10 | 108.898 | 108.658 | 0.000 | ||
| 8731 | 2021.05.26 14:25 | modify | 2183 | 0.10 | 108.898 | 108.658 | 109.068 | ||
| 8732 | 2021.05.26 15:01 | t/p | 2183 | 0.10 | 109.078 | 108.658 | 109.068 | 1799.40 | 1756404.72 |
| 8733 | 2021.05.26 22:43 | buy | 2184 | 0.10 | 109.114 | 0.000 | 0.000 | ||
| 8734 | 2021.05.26 22:43 | modify | 2184 | 0.10 | 109.114 | 108.874 | 0.000 | ||
| 8735 | 2021.05.26 22:43 | modify | 2184 | 0.10 | 109.114 | 108.874 | 109.284 | ||
| 8736 | 2021.05.27 12:05 | t/p | 2184 | 0.10 | 109.301 | 108.874 | 109.284 | 2154.95 | 1758559.67 |
| 8737 | 2021.05.27 18:15 | buy | 2185 | 0.10 | 109.772 | 0.000 | 0.000 | ||
| 8738 | 2021.05.27 18:15 | modify | 2185 | 0.10 | 109.772 | 109.532 | 0.000 | ||
| 8739 | 2021.05.27 18:15 | modify | 2185 | 0.10 | 109.772 | 109.532 | 109.942 | ||
| 8740 | 2021.05.28 00:33 | t/p | 2185 | 0.10 | 109.932 | 109.532 | 109.942 | 1694.58 | 1760254.26 |
| 8741 | 2021.05.28 02:42 | buy | 2186 | 0.10 | 109.866 | 0.000 | 0.000 | ||
| 8742 | 2021.05.28 02:42 | modify | 2186 | 0.10 | 109.866 | 109.626 | 0.000 | ||
| 8743 | 2021.05.28 02:42 | modify | 2186 | 0.10 | 109.866 | 109.626 | 110.036 | ||
| 8744 | 2021.05.28 11:16 | close | 2186 | 0.10 | 109.959 | 109.626 | 110.036 | 929.40 | 1761183.66 |
| 8745 | 2021.05.28 13:41 | buy | 2187 | 0.10 | 109.994 | 0.000 | 0.000 | ||
| 8746 | 2021.05.28 13:41 | modify | 2187 | 0.10 | 109.994 | 109.754 | 0.000 | ||
| 8747 | 2021.05.28 13:41 | modify | 2187 | 0.10 | 109.994 | 109.754 | 110.164 | ||
| 8748 | 2021.05.28 17:35 | s/l | 2187 | 0.10 | 109.754 | 109.754 | 110.164 | -2400.60 | 1758783.06 |
| 8749 | 2021.06.01 13:14 | buy | 2188 | 0.16 | 109.598 | 0.000 | 0.000 | ||
| 8750 | 2021.06.01 13:14 | modify | 2188 | 0.16 | 109.598 | 109.358 | 0.000 | ||
| 8751 | 2021.06.01 13:14 | modify | 2188 | 0.16 | 109.598 | 109.358 | 109.768 | ||
| 8752 | 2021.06.01 14:27 | s/l | 2188 | 0.16 | 109.349 | 109.358 | 109.768 | -3984.96 | 1754798.10 |
| 8753 | 2021.06.02 07:41 | buy | 2189 | 0.26 | 109.691 | 0.000 | 0.000 | ||
| 8754 | 2021.06.02 07:41 | modify | 2189 | 0.26 | 109.691 | 109.451 | 0.000 | ||
| 8755 | 2021.06.02 07:41 | modify | 2189 | 0.26 | 109.691 | 109.451 | 109.861 | ||
| 8756 | 2021.06.02 08:50 | t/p | 2189 | 0.26 | 109.857 | 109.451 | 109.861 | 4314.45 | 1759112.55 |
| 8757 | 2021.06.02 10:01 | buy | 2190 | 0.10 | 109.779 | 0.000 | 0.000 | ||
| 8758 | 2021.06.02 10:01 | modify | 2190 | 0.10 | 109.779 | 109.539 | 0.000 | ||
| 8759 | 2021.06.02 10:01 | modify | 2190 | 0.10 | 109.779 | 109.539 | 109.949 | ||
| 8760 | 2021.06.02 18:09 | s/l | 2190 | 0.10 | 109.534 | 109.539 | 109.949 | -2450.60 | 1756661.95 |
| 8761 | 2021.06.03 07:30 | buy | 2191 | 0.16 | 109.754 | 0.000 | 0.000 | ||
| 8762 | 2021.06.03 07:30 | modify | 2191 | 0.16 | 109.754 | 109.514 | 0.000 | ||
| 8763 | 2021.06.03 07:30 | modify | 2191 | 0.16 | 109.754 | 109.514 | 109.924 | ||
| 8764 | 2021.06.03 12:21 | close | 2191 | 0.16 | 109.880 | 109.514 | 109.924 | 2015.04 | 1758676.99 |
| 8765 | 2021.06.03 23:33 | buy | 2192 | 0.10 | 110.289 | 0.000 | 0.000 | ||
| 8766 | 2021.06.03 23:33 | modify | 2192 | 0.10 | 110.289 | 110.049 | 0.000 | ||
| 8767 | 2021.06.03 23:33 | modify | 2192 | 0.10 | 110.289 | 110.049 | 110.459 | ||
| 8768 | 2021.06.04 12:17 | s/l | 2192 | 0.10 | 110.048 | 110.049 | 110.459 | -2315.42 | 1756361.57 |
| 8769 | 2021.06.09 18:02 | buy | 2193 | 0.16 | 109.602 | 0.000 | 0.000 | ||
| 8770 | 2021.06.09 18:02 | modify | 2193 | 0.16 | 109.602 | 109.362 | 0.000 | ||
| 8771 | 2021.06.09 18:02 | modify | 2193 | 0.16 | 109.602 | 109.362 | 109.772 | ||
| 8772 | 2021.06.10 12:32 | close | 2193 | 0.16 | 109.697 | 109.362 | 109.772 | 1975.93 | 1758337.50 |
| 8773 | 2021.06.11 16:28 | buy | 2194 | 0.10 | 109.720 | 0.000 | 0.000 | ||
| 8774 | 2021.06.11 16:28 | modify | 2194 | 0.10 | 109.720 | 109.480 | 0.000 | ||
| 8775 | 2021.06.11 16:28 | modify | 2194 | 0.10 | 109.720 | 109.480 | 109.890 | ||
| 8776 | 2021.06.14 00:56 | close | 2194 | 0.10 | 109.812 | 109.480 | 109.890 | 1014.58 | 1759352.08 |
| 8777 | 2021.06.14 02:17 | buy | 2195 | 0.10 | 109.742 | 0.000 | 0.000 | ||
| 8778 | 2021.06.14 02:17 | modify | 2195 | 0.10 | 109.742 | 109.502 | 0.000 | ||
| 8779 | 2021.06.14 02:17 | modify | 2195 | 0.10 | 109.742 | 109.502 | 109.912 | ||
| 8780 | 2021.06.14 13:32 | close | 2195 | 0.10 | 109.849 | 109.502 | 109.912 | 1069.40 | 1760421.48 |
| 8781 | 2021.06.14 19:58 | buy | 2196 | 0.10 | 110.060 | 0.000 | 0.000 | ||
| 8782 | 2021.06.14 19:58 | modify | 2196 | 0.10 | 110.060 | 109.820 | 0.000 | ||
| 8783 | 2021.06.14 19:58 | modify | 2196 | 0.10 | 110.060 | 109.820 | 110.230 | ||
| 8784 | 2021.06.15 02:01 | close | 2196 | 0.10 | 110.126 | 109.820 | 110.230 | 754.58 | 1761176.07 |
| 8785 | 2021.06.15 04:07 | buy | 2197 | 0.10 | 110.086 | 0.000 | 0.000 | ||
| 8786 | 2021.06.15 04:07 | modify | 2197 | 0.10 | 110.086 | 109.846 | 0.000 | ||
| 8787 | 2021.06.15 04:07 | modify | 2197 | 0.10 | 110.086 | 109.846 | 110.256 | ||
| 8788 | 2021.06.16 01:00 | close | 2197 | 0.10 | 110.129 | 109.846 | 110.256 | 524.58 | 1761700.65 |
| 8789 | 2021.06.17 01:04 | buy | 2198 | 0.10 | 110.667 | 0.000 | 0.000 | ||
| 8790 | 2021.06.17 01:04 | modify | 2198 | 0.10 | 110.667 | 110.427 | 0.000 | ||
| 8791 | 2021.06.17 01:04 | modify | 2198 | 0.10 | 110.667 | 110.427 | 110.837 | ||
| 8792 | 2021.06.17 13:21 | s/l | 2198 | 0.10 | 110.422 | 110.427 | 110.837 | -2450.60 | 1759250.05 |
| 8793 | 2021.06.18 14:34 | buy | 2199 | 0.16 | 110.265 | 0.000 | 0.000 | ||
| 8794 | 2021.06.18 14:34 | modify | 2199 | 0.16 | 110.265 | 110.025 | 0.000 | ||
| 8795 | 2021.06.18 14:34 | modify | 2199 | 0.16 | 110.265 | 110.025 | 110.435 | ||
| 8796 | 2021.06.21 02:10 | s/l | 2199 | 0.16 | 110.024 | 110.025 | 110.435 | -3704.66 | 1755545.38 |
| 8797 | 2021.06.22 00:25 | buy | 2200 | 0.26 | 110.303 | 0.000 | 0.000 | ||
| 8798 | 2021.06.22 00:25 | modify | 2200 | 0.26 | 110.303 | 110.063 | 0.000 | ||
| 8799 | 2021.06.22 00:25 | modify | 2200 | 0.26 | 110.303 | 110.063 | 110.473 | ||
| 8800 | 2021.06.22 02:27 | close | 2200 | 0.26 | 110.398 | 110.063 | 110.473 | 2468.45 | 1758013.83 |
| 8801 | 2021.06.22 06:51 | buy | 2201 | 0.10 | 110.401 | 0.000 | 0.000 | ||
| 8802 | 2021.06.22 06:51 | modify | 2201 | 0.10 | 110.401 | 110.161 | 0.000 | ||
| 8803 | 2021.06.22 06:51 | modify | 2201 | 0.10 | 110.401 | 110.161 | 110.571 | ||
| 8804 | 2021.06.22 12:02 | close | 2201 | 0.10 | 110.568 | 110.161 | 110.571 | 1669.40 | 1759683.23 |
| 8805 | 2021.06.22 16:37 | buy | 2202 | 0.10 | 110.706 | 0.000 | 0.000 | ||
| 8806 | 2021.06.22 16:37 | modify | 2202 | 0.10 | 110.706 | 110.466 | 0.000 | ||
| 8807 | 2021.06.22 16:37 | modify | 2202 | 0.10 | 110.706 | 110.466 | 110.876 | ||
| 8808 | 2021.06.23 00:04 | close | 2202 | 0.10 | 110.709 | 110.466 | 110.876 | 124.58 | 1759807.82 |
| 8809 | 2021.06.23 02:59 | buy | 2203 | 0.10 | 110.747 | 0.000 | 0.000 | ||
| 8810 | 2021.06.23 02:59 | modify | 2203 | 0.10 | 110.747 | 110.507 | 0.000 | ||
| 8811 | 2021.06.23 02:59 | modify | 2203 | 0.10 | 110.747 | 110.507 | 110.917 | ||
| 8812 | 2021.06.23 07:17 | t/p | 2203 | 0.10 | 110.919 | 110.507 | 110.917 | 1719.40 | 1761527.22 |
| 8813 | 2021.06.23 11:31 | buy | 2204 | 0.10 | 110.945 | 0.000 | 0.000 | ||
| 8814 | 2021.06.23 11:31 | modify | 2204 | 0.10 | 110.945 | 110.705 | 0.000 | ||
| 8815 | 2021.06.23 11:31 | modify | 2204 | 0.10 | 110.945 | 110.705 | 111.115 | ||
| 8816 | 2021.06.23 11:36 | s/l | 2204 | 0.10 | 110.695 | 110.705 | 111.115 | -2500.60 | 1759026.62 |
| 8817 | 2021.06.23 20:45 | buy | 2205 | 0.16 | 110.967 | 0.000 | 0.000 | ||
| 8818 | 2021.06.23 20:45 | modify | 2205 | 0.16 | 110.967 | 110.727 | 0.000 | ||
| 8819 | 2021.06.23 20:45 | modify | 2205 | 0.16 | 110.967 | 110.727 | 111.137 | ||
| 8820 | 2021.06.23 23:38 | close | 2205 | 0.16 | 111.039 | 110.727 | 111.137 | 1151.04 | 1760177.66 |
| 8821 | 2021.06.24 02:00 | buy | 2206 | 0.10 | 110.975 | 0.000 | 0.000 | ||
| 8822 | 2021.06.24 02:00 | modify | 2206 | 0.10 | 110.975 | 110.735 | 0.000 | ||
| 8823 | 2021.06.24 02:00 | modify | 2206 | 0.10 | 110.975 | 110.735 | 111.145 | ||
| 8824 | 2021.06.24 12:03 | s/l | 2206 | 0.10 | 110.745 | 110.735 | 111.145 | -2300.60 | 1757877.06 |
| 8825 | 2021.06.25 01:16 | buy | 2207 | 0.16 | 110.912 | 0.000 | 0.000 | ||
| 8826 | 2021.06.25 01:16 | modify | 2207 | 0.16 | 110.912 | 110.672 | 0.000 | ||
| 8827 | 2021.06.25 01:16 | modify | 2207 | 0.16 | 110.912 | 110.672 | 111.082 | ||
| 8828 | 2021.06.25 12:15 | s/l | 2207 | 0.16 | 110.665 | 110.672 | 111.082 | -3952.96 | 1753924.10 |
| 8829 | 2021.06.25 19:07 | buy | 2208 | 0.26 | 110.822 | 0.000 | 0.000 | ||
| 8830 | 2021.06.25 19:07 | modify | 2208 | 0.26 | 110.822 | 110.582 | 0.000 | ||
| 8831 | 2021.06.25 19:07 | modify | 2208 | 0.26 | 110.822 | 110.582 | 110.992 | ||
| 8832 | 2021.06.28 06:13 | close | 2208 | 0.26 | 110.716 | 110.582 | 110.992 | -2510.07 | 1751414.03 |
| 8833 | 2021.06.28 13:36 | buy | 2209 | 0.42 | 110.802 | 0.000 | 0.000 | ||
| 8834 | 2021.06.28 13:36 | modify | 2209 | 0.42 | 110.802 | 110.562 | 0.000 | ||
| 8835 | 2021.06.28 13:36 | modify | 2209 | 0.42 | 110.802 | 110.562 | 110.972 | ||
| 8836 | 2021.06.28 15:08 | s/l | 2209 | 0.42 | 110.556 | 110.562 | 110.972 | -10334.51 | 1741079.52 |
| 8837 | 2021.06.29 08:50 | buy | 2210 | 0.67 | 110.621 | 0.000 | 0.000 | ||
| 8838 | 2021.06.29 08:50 | modify | 2210 | 0.67 | 110.621 | 110.381 | 0.000 | ||
| 8839 | 2021.06.29 08:50 | modify | 2210 | 0.67 | 110.621 | 110.381 | 110.791 | ||
| 8840 | 2021.06.29 12:30 | close | 2210 | 0.67 | 110.695 | 110.381 | 110.791 | 4953.99 | 1746033.51 |
| 8841 | 2021.06.30 19:30 | buy | 2211 | 0.10 | 111.066 | 0.000 | 0.000 | ||
| 8842 | 2021.06.30 19:30 | modify | 2211 | 0.10 | 111.066 | 110.826 | 0.000 | ||
| 8843 | 2021.06.30 19:30 | modify | 2211 | 0.10 | 111.066 | 110.826 | 111.236 | ||
| 8844 | 2021.07.01 06:16 | close | 2211 | 0.10 | 111.171 | 110.826 | 111.236 | 1334.95 | 1747368.46 |
| 8845 | 2021.07.01 10:59 | buy | 2212 | 0.10 | 111.461 | 0.000 | 0.000 | ||
| 8846 | 2021.07.01 10:59 | modify | 2212 | 0.10 | 111.461 | 111.221 | 0.000 | ||
| 8847 | 2021.07.01 10:59 | modify | 2212 | 0.10 | 111.461 | 111.221 | 111.631 | ||
| 8848 | 2021.07.01 17:54 | t/p | 2212 | 0.10 | 111.630 | 111.221 | 111.631 | 1689.40 | 1749057.86 |
| 8849 | 2021.07.01 19:13 | buy | 2213 | 0.10 | 111.596 | 0.000 | 0.000 | ||
| 8850 | 2021.07.01 19:13 | modify | 2213 | 0.10 | 111.596 | 111.356 | 0.000 | ||