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 |
| 8851 | 2021.07.01 19:13 | modify | 2213 | 0.10 | 111.596 | 111.356 | 111.766 | ||
| 8852 | 2021.07.02 00:56 | close | 2213 | 0.10 | 111.648 | 111.356 | 111.766 | 614.58 | 1749672.45 |
| 8853 | 2021.07.02 03:05 | buy | 2214 | 0.10 | 111.572 | 0.000 | 0.000 | ||
| 8854 | 2021.07.02 03:05 | modify | 2214 | 0.10 | 111.572 | 111.332 | 0.000 | ||
| 8855 | 2021.07.02 03:05 | modify | 2214 | 0.10 | 111.572 | 111.332 | 111.742 | ||
| 8856 | 2021.07.02 12:33 | s/l | 2214 | 0.10 | 111.338 | 111.332 | 111.742 | -2340.60 | 1747331.85 |
| 8857 | 2021.07.07 11:05 | buy | 2215 | 0.16 | 110.723 | 0.000 | 0.000 | ||
| 8858 | 2021.07.07 11:05 | modify | 2215 | 0.16 | 110.723 | 110.483 | 0.000 | ||
| 8859 | 2021.07.07 11:05 | modify | 2215 | 0.16 | 110.723 | 110.483 | 110.893 | ||
| 8860 | 2021.07.08 01:09 | s/l | 2215 | 0.16 | 110.488 | 110.483 | 110.893 | -3304.07 | 1744027.77 |
| 8861 | 2021.07.09 09:58 | buy | 2216 | 0.26 | 110.019 | 0.000 | 0.000 | ||
| 8862 | 2021.07.09 09:58 | modify | 2216 | 0.26 | 110.019 | 109.779 | 0.000 | ||
| 8863 | 2021.07.09 09:58 | modify | 2216 | 0.26 | 110.019 | 109.779 | 110.189 | ||
| 8864 | 2021.07.09 13:55 | close | 2216 | 0.26 | 110.159 | 109.779 | 110.189 | 3638.45 | 1747666.22 |
| 8865 | 2021.07.09 18:08 | buy | 2217 | 0.10 | 110.166 | 0.000 | 0.000 | ||
| 8866 | 2021.07.09 18:08 | modify | 2217 | 0.10 | 110.166 | 109.926 | 0.000 | ||
| 8867 | 2021.07.09 18:08 | modify | 2217 | 0.10 | 110.166 | 109.926 | 110.336 | ||
| 8868 | 2021.07.11 22:29 | close | 2217 | 0.10 | 110.205 | 109.926 | 110.336 | 389.40 | 1748055.62 |
| 8869 | 2021.07.12 00:19 | buy | 2218 | 0.10 | 110.169 | 0.000 | 0.000 | ||
| 8870 | 2021.07.12 00:19 | modify | 2218 | 0.10 | 110.169 | 109.929 | 0.000 | ||
| 8871 | 2021.07.12 00:19 | modify | 2218 | 0.10 | 110.169 | 109.929 | 110.339 | ||
| 8872 | 2021.07.12 11:07 | close | 2218 | 0.10 | 110.224 | 109.929 | 110.339 | 549.40 | 1748605.02 |
| 8873 | 2021.07.12 17:44 | buy | 2219 | 0.10 | 110.321 | 0.000 | 0.000 | ||
| 8874 | 2021.07.12 17:44 | modify | 2219 | 0.10 | 110.321 | 110.081 | 0.000 | ||
| 8875 | 2021.07.12 17:44 | modify | 2219 | 0.10 | 110.321 | 110.081 | 110.491 | ||
| 8876 | 2021.07.13 02:05 | close | 2219 | 0.10 | 110.427 | 110.081 | 110.491 | 1154.58 | 1749759.61 |
| 8877 | 2021.07.14 01:01 | buy | 2220 | 0.10 | 110.594 | 0.000 | 0.000 | ||
| 8878 | 2021.07.14 01:01 | modify | 2220 | 0.10 | 110.594 | 110.354 | 0.000 | ||
| 8879 | 2021.07.14 01:01 | modify | 2220 | 0.10 | 110.594 | 110.354 | 110.764 | ||
| 8880 | 2021.07.14 12:05 | s/l | 2220 | 0.10 | 110.345 | 110.354 | 110.764 | -2490.60 | 1747269.01 |
| 8881 | 2021.07.15 13:10 | buy | 2221 | 0.16 | 109.963 | 0.000 | 0.000 | ||
| 8882 | 2021.07.15 13:10 | modify | 2221 | 0.16 | 109.963 | 109.723 | 0.000 | ||
| 8883 | 2021.07.15 13:10 | modify | 2221 | 0.16 | 109.963 | 109.723 | 110.133 | ||
| 8884 | 2021.07.16 01:37 | close | 2221 | 0.16 | 109.952 | 109.723 | 110.133 | -24.66 | 1747244.34 |
| 8885 | 2021.07.16 03:57 | buy | 2222 | 0.26 | 109.948 | 0.000 | 0.000 | ||
| 8886 | 2021.07.16 03:57 | modify | 2222 | 0.26 | 109.948 | 109.708 | 0.000 | ||
| 8887 | 2021.07.16 03:57 | modify | 2222 | 0.26 | 109.948 | 109.708 | 110.118 | ||
| 8888 | 2021.07.16 07:32 | close | 2222 | 0.26 | 110.102 | 109.708 | 110.118 | 4002.45 | 1751246.79 |
| 8889 | 2021.07.16 13:52 | buy | 2223 | 0.10 | 110.191 | 0.000 | 0.000 | ||
| 8890 | 2021.07.16 13:52 | modify | 2223 | 0.10 | 110.191 | 109.951 | 0.000 | ||
| 8891 | 2021.07.16 13:52 | modify | 2223 | 0.10 | 110.191 | 109.951 | 110.361 | ||
| 8892 | 2021.07.18 23:12 | s/l | 2223 | 0.10 | 109.956 | 109.951 | 110.361 | -2350.60 | 1748896.19 |
| 8893 | 2021.07.23 12:44 | buy | 2224 | 0.16 | 110.484 | 0.000 | 0.000 | ||
| 8894 | 2021.07.23 12:44 | modify | 2224 | 0.16 | 110.484 | 110.244 | 0.000 | ||
| 8895 | 2021.07.23 12:44 | modify | 2224 | 0.16 | 110.484 | 110.244 | 110.654 | ||
| 8896 | 2021.07.26 06:46 | s/l | 2224 | 0.16 | 110.238 | 110.244 | 110.654 | -3784.66 | 1745111.53 |
| 8897 | 2021.07.26 22:02 | buy | 2225 | 0.26 | 110.372 | 0.000 | 0.000 | ||
| 8898 | 2021.07.26 22:02 | modify | 2225 | 0.26 | 110.372 | 110.132 | 0.000 | ||
| 8899 | 2021.07.26 22:02 | modify | 2225 | 0.26 | 110.372 | 110.132 | 110.542 | ||
| 8900 | 2021.07.27 06:36 | s/l | 2225 | 0.26 | 110.137 | 110.132 | 110.542 | -5864.07 | 1739247.46 |
| 8901 | 2021.07.28 14:45 | buy | 2226 | 0.42 | 110.100 | 0.000 | 0.000 | ||
| 8902 | 2021.07.28 14:45 | modify | 2226 | 0.42 | 110.100 | 109.860 | 0.000 | ||
| 8903 | 2021.07.28 14:45 | modify | 2226 | 0.42 | 110.100 | 109.860 | 110.270 | ||
| 8904 | 2021.07.28 18:00 | t/p | 2226 | 0.42 | 110.268 | 109.860 | 110.270 | 7053.49 | 1746300.95 |
| 8905 | 2021.07.30 13:52 | buy | 2227 | 0.10 | 109.653 | 0.000 | 0.000 | ||
| 8906 | 2021.07.30 13:52 | modify | 2227 | 0.10 | 109.653 | 109.413 | 0.000 | ||
| 8907 | 2021.07.30 13:52 | modify | 2227 | 0.10 | 109.653 | 109.413 | 109.823 | ||
| 8908 | 2021.07.30 17:29 | t/p | 2227 | 0.10 | 109.823 | 109.413 | 109.823 | 1699.40 | 1748000.35 |
| 8909 | 2021.07.30 18:41 | buy | 2228 | 0.10 | 109.763 | 0.000 | 0.000 | ||
| 8910 | 2021.07.30 18:41 | modify | 2228 | 0.10 | 109.763 | 109.523 | 0.000 | ||
| 8911 | 2021.07.30 18:41 | modify | 2228 | 0.10 | 109.763 | 109.523 | 109.933 | ||
| 8912 | 2021.08.02 10:38 | s/l | 2228 | 0.10 | 109.529 | 109.523 | 109.933 | -2245.42 | 1745754.93 |
| 8913 | 2021.08.04 10:56 | buy | 2229 | 0.16 | 109.145 | 0.000 | 0.000 | ||
| 8914 | 2021.08.04 10:56 | modify | 2229 | 0.16 | 109.145 | 108.905 | 0.000 | ||
| 8915 | 2021.08.04 10:56 | modify | 2229 | 0.16 | 109.145 | 108.905 | 109.315 | ||
| 8916 | 2021.08.04 12:15 | s/l | 2229 | 0.16 | 108.896 | 108.905 | 109.315 | -3984.96 | 1741769.97 |
| 8917 | 2021.08.04 18:19 | buy | 2230 | 0.26 | 109.465 | 0.000 | 0.000 | ||
| 8918 | 2021.08.04 18:19 | modify | 2230 | 0.26 | 109.465 | 109.225 | 0.000 | ||
| 8919 | 2021.08.04 18:19 | modify | 2230 | 0.26 | 109.465 | 109.225 | 109.635 | ||
| 8920 | 2021.08.04 22:24 | close | 2230 | 0.26 | 109.509 | 109.225 | 109.635 | 1142.45 | 1742912.42 |
| 8921 | 2021.08.05 05:06 | buy | 2231 | 0.10 | 109.663 | 0.000 | 0.000 | ||
| 8922 | 2021.08.05 05:06 | modify | 2231 | 0.10 | 109.663 | 109.423 | 0.000 | ||
| 8923 | 2021.08.05 05:06 | modify | 2231 | 0.10 | 109.663 | 109.423 | 109.833 | ||
| 8924 | 2021.08.05 11:21 | s/l | 2231 | 0.10 | 109.421 | 109.423 | 109.833 | -2420.60 | 1740491.82 |
| 8925 | 2021.08.05 19:27 | buy | 2232 | 0.16 | 109.732 | 0.000 | 0.000 | ||
| 8926 | 2021.08.05 19:27 | modify | 2232 | 0.16 | 109.732 | 109.492 | 0.000 | ||
| 8927 | 2021.08.05 19:27 | modify | 2232 | 0.16 | 109.732 | 109.492 | 109.902 | ||
| 8928 | 2021.08.06 00:15 | close | 2232 | 0.16 | 109.839 | 109.492 | 109.902 | 1863.34 | 1742355.16 |
| 8929 | 2021.08.06 04:21 | buy | 2233 | 0.10 | 109.840 | 0.000 | 0.000 | ||
| 8930 | 2021.08.06 04:21 | modify | 2233 | 0.10 | 109.840 | 109.600 | 0.000 | ||
| 8931 | 2021.08.06 04:21 | modify | 2233 | 0.10 | 109.840 | 109.600 | 110.010 | ||
| 8932 | 2021.08.06 12:30 | t/p | 2233 | 0.10 | 110.000 | 109.600 | 110.010 | 1599.40 | 1743954.56 |
| 8933 | 2021.08.06 15:35 | buy | 2234 | 0.10 | 110.210 | 0.000 | 0.000 | ||
| 8934 | 2021.08.06 15:35 | modify | 2234 | 0.10 | 110.210 | 109.970 | 0.000 | ||
| 8935 | 2021.08.06 15:35 | modify | 2234 | 0.10 | 110.210 | 109.970 | 110.380 | ||
| 8936 | 2021.08.09 14:59 | close | 2234 | 0.10 | 110.265 | 109.970 | 110.380 | 644.58 | 1744599.14 |
| 8937 | 2021.08.09 18:32 | buy | 2235 | 0.10 | 110.236 | 0.000 | 0.000 | ||
| 8938 | 2021.08.09 18:32 | modify | 2235 | 0.10 | 110.236 | 109.996 | 0.000 | ||
| 8939 | 2021.08.09 18:32 | modify | 2235 | 0.10 | 110.236 | 109.996 | 110.406 | ||
| 8940 | 2021.08.10 00:13 | close | 2235 | 0.10 | 110.391 | 109.996 | 110.406 | 1644.58 | 1746243.72 |
| 8941 | 2021.08.10 01:55 | buy | 2236 | 0.10 | 110.325 | 0.000 | 0.000 | ||
| 8942 | 2021.08.10 01:55 | modify | 2236 | 0.10 | 110.325 | 110.085 | 0.000 | ||
| 8943 | 2021.08.10 01:55 | modify | 2236 | 0.10 | 110.325 | 110.085 | 110.495 | ||
| 8944 | 2021.08.10 06:10 | close | 2236 | 0.10 | 110.398 | 110.085 | 110.495 | 729.40 | 1746973.12 |
| 8945 | 2021.08.10 10:50 | buy | 2237 | 0.10 | 110.467 | 0.000 | 0.000 | ||
| 8946 | 2021.08.10 10:50 | modify | 2237 | 0.10 | 110.467 | 110.227 | 0.000 | ||
| 8947 | 2021.08.10 10:50 | modify | 2237 | 0.10 | 110.467 | 110.227 | 110.637 | ||
| 8948 | 2021.08.11 00:00 | close | 2237 | 0.10 | 110.589 | 110.227 | 110.637 | 1314.58 | 1748287.71 |
| 8949 | 2021.08.11 02:15 | buy | 2238 | 0.10 | 110.629 | 0.000 | 0.000 | ||
| 8950 | 2021.08.11 02:15 | modify | 2238 | 0.10 | 110.629 | 110.389 | 0.000 | ||
| 8951 | 2021.08.11 02:15 | modify | 2238 | 0.10 | 110.629 | 110.389 | 110.799 | ||
| 8952 | 2021.08.11 06:14 | close | 2238 | 0.10 | 110.708 | 110.389 | 110.799 | 789.40 | 1749077.11 |
| 8953 | 2021.08.11 10:17 | buy | 2239 | 0.10 | 110.751 | 0.000 | 0.000 | ||
| 8954 | 2021.08.11 10:17 | modify | 2239 | 0.10 | 110.751 | 110.511 | 0.000 | ||
| 8955 | 2021.08.11 10:17 | modify | 2239 | 0.10 | 110.751 | 110.511 | 110.921 | ||
| 8956 | 2021.08.11 12:30 | s/l | 2239 | 0.10 | 110.517 | 110.511 | 110.921 | -2340.60 | 1746736.51 |
| 8957 | 2021.08.17 16:55 | buy | 2240 | 0.16 | 109.558 | 0.000 | 0.000 | ||
| 8958 | 2021.08.17 16:55 | modify | 2240 | 0.16 | 109.558 | 109.318 | 0.000 | ||
| 8959 | 2021.08.17 16:55 | modify | 2240 | 0.16 | 109.558 | 109.318 | 109.728 | ||
| 8960 | 2021.08.18 04:12 | close | 2240 | 0.16 | 109.655 | 109.318 | 109.728 | 1703.34 | 1748439.84 |
| 8961 | 2021.08.18 06:00 | buy | 2241 | 0.10 | 109.613 | 0.000 | 0.000 | ||
| 8962 | 2021.08.18 06:00 | modify | 2241 | 0.10 | 109.613 | 109.373 | 0.000 | ||
| 8963 | 2021.08.18 06:00 | modify | 2241 | 0.10 | 109.613 | 109.373 | 109.783 | ||
| 8964 | 2021.08.18 10:59 | close | 2241 | 0.10 | 109.754 | 109.373 | 109.783 | 1409.40 | 1749849.24 |
| 8965 | 2021.08.18 18:04 | buy | 2242 | 0.10 | 109.892 | 0.000 | 0.000 | ||
| 8966 | 2021.08.18 18:04 | modify | 2242 | 0.10 | 109.892 | 109.652 | 0.000 | ||
| 8967 | 2021.08.18 18:04 | modify | 2242 | 0.10 | 109.892 | 109.652 | 110.062 | ||
| 8968 | 2021.08.18 23:56 | close | 2242 | 0.10 | 109.856 | 109.652 | 110.062 | -360.60 | 1749488.64 |
| 8969 | 2021.08.19 05:57 | buy | 2243 | 0.16 | 110.138 | 0.000 | 0.000 | ||
| 8970 | 2021.08.19 05:57 | modify | 2243 | 0.16 | 110.138 | 109.898 | 0.000 | ||
| 8971 | 2021.08.19 05:57 | modify | 2243 | 0.16 | 110.138 | 109.898 | 110.308 | ||
| 8972 | 2021.08.19 07:00 | s/l | 2243 | 0.16 | 109.904 | 109.898 | 110.308 | -3744.96 | 1745743.68 |
| 8973 | 2021.08.20 15:55 | buy | 2244 | 0.26 | 109.777 | 0.000 | 0.000 | ||
| 8974 | 2021.08.20 15:55 | modify | 2244 | 0.26 | 109.777 | 109.537 | 0.000 | ||
| 8975 | 2021.08.20 15:55 | modify | 2244 | 0.26 | 109.777 | 109.537 | 109.947 | ||
| 8976 | 2021.08.23 05:58 | t/p | 2244 | 0.26 | 109.940 | 109.537 | 109.947 | 4483.93 | 1750227.61 |
| 8977 | 2021.08.23 07:41 | buy | 2245 | 0.10 | 109.888 | 0.000 | 0.000 | ||
| 8978 | 2021.08.23 07:41 | modify | 2245 | 0.10 | 109.888 | 109.648 | 0.000 | ||
| 8979 | 2021.08.23 07:41 | modify | 2245 | 0.10 | 109.888 | 109.648 | 110.058 | ||
| 8980 | 2021.08.23 09:25 | t/p | 2245 | 0.10 | 110.065 | 109.648 | 110.058 | 1769.40 | 1751997.01 |
| 8981 | 2021.08.23 12:38 | buy | 2246 | 0.10 | 110.033 | 0.000 | 0.000 | ||
| 8982 | 2021.08.23 12:38 | modify | 2246 | 0.10 | 110.033 | 109.793 | 0.000 | ||
| 8983 | 2021.08.23 12:38 | modify | 2246 | 0.10 | 110.033 | 109.793 | 110.203 | ||
| 8984 | 2021.08.23 13:26 | s/l | 2246 | 0.10 | 109.783 | 109.793 | 110.203 | -2500.60 | 1749496.41 |
| 8985 | 2021.08.24 06:21 | buy | 2247 | 0.16 | 109.779 | 0.000 | 0.000 | ||
| 8986 | 2021.08.24 06:21 | modify | 2247 | 0.16 | 109.779 | 109.539 | 0.000 | ||
| 8987 | 2021.08.24 06:21 | modify | 2247 | 0.16 | 109.779 | 109.539 | 109.949 | ||
| 8988 | 2021.08.24 06:55 | close | 2247 | 0.16 | 109.865 | 109.539 | 109.949 | 1375.04 | 1750871.45 |
| 8989 | 2021.08.25 03:39 | buy | 2248 | 0.10 | 109.789 | 0.000 | 0.000 | ||
| 8990 | 2021.08.25 03:39 | modify | 2248 | 0.10 | 109.789 | 109.549 | 0.000 | ||
| 8991 | 2021.08.25 03:39 | modify | 2248 | 0.10 | 109.789 | 109.549 | 109.959 | ||
| 8992 | 2021.08.25 11:09 | close | 2248 | 0.10 | 109.897 | 109.549 | 109.959 | 1079.40 | 1751950.85 |
| 8993 | 2021.08.25 18:13 | buy | 2249 | 0.10 | 110.034 | 0.000 | 0.000 | ||
| 8994 | 2021.08.25 18:13 | modify | 2249 | 0.10 | 110.034 | 109.794 | 0.000 | ||
| 8995 | 2021.08.25 18:13 | modify | 2249 | 0.10 | 110.034 | 109.794 | 110.204 | ||
| 8996 | 2021.08.26 06:37 | close | 2249 | 0.10 | 110.072 | 109.794 | 110.204 | 664.95 | 1752615.81 |
| 8997 | 2021.08.27 12:35 | buy | 2250 | 0.10 | 110.120 | 0.000 | 0.000 | ||
| 8998 | 2021.08.27 12:35 | modify | 2250 | 0.10 | 110.120 | 109.880 | 0.000 | ||
| 8999 | 2021.08.27 12:35 | modify | 2250 | 0.10 | 110.120 | 109.880 | 110.290 | ||
| 9000 | 2021.08.27 14:15 | s/l | 2250 | 0.10 | 109.888 | 109.880 | 110.290 | -2320.60 | 1750295.21 |