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 |
| 9001 | 2021.08.31 00:02 | buy | 2251 | 0.16 | 109.931 | 0.000 | 0.000 | ||
| 9002 | 2021.08.31 00:02 | modify | 2251 | 0.16 | 109.931 | 109.691 | 0.000 | ||
| 9003 | 2021.08.31 00:02 | modify | 2251 | 0.16 | 109.931 | 109.691 | 110.101 | ||
| 9004 | 2021.08.31 12:35 | s/l | 2251 | 0.16 | 109.685 | 109.691 | 110.101 | -3936.96 | 1746358.25 |
| 9005 | 2021.09.06 10:48 | buy | 2252 | 0.26 | 109.859 | 0.000 | 0.000 | ||
| 9006 | 2021.09.06 10:48 | modify | 2252 | 0.26 | 109.859 | 109.619 | 0.000 | ||
| 9007 | 2021.09.06 10:48 | modify | 2252 | 0.26 | 109.859 | 109.619 | 110.029 | ||
| 9008 | 2021.09.07 06:09 | close | 2252 | 0.26 | 109.880 | 109.619 | 110.029 | 791.93 | 1747150.18 |
| 9009 | 2021.09.08 00:49 | buy | 2253 | 0.10 | 110.282 | 0.000 | 0.000 | ||
| 9010 | 2021.09.08 00:49 | modify | 2253 | 0.10 | 110.282 | 110.042 | 0.000 | ||
| 9011 | 2021.09.08 00:49 | modify | 2253 | 0.10 | 110.282 | 110.042 | 110.452 | ||
| 9012 | 2021.09.08 05:19 | close | 2253 | 0.10 | 110.356 | 110.042 | 110.452 | 739.40 | 1747889.58 |
| 9013 | 2021.09.08 07:04 | buy | 2254 | 0.10 | 110.341 | 0.000 | 0.000 | ||
| 9014 | 2021.09.08 07:04 | modify | 2254 | 0.10 | 110.341 | 110.101 | 0.000 | ||
| 9015 | 2021.09.08 07:04 | modify | 2254 | 0.10 | 110.341 | 110.101 | 110.511 | ||
| 9016 | 2021.09.09 02:09 | s/l | 2254 | 0.10 | 110.100 | 110.101 | 110.511 | -2125.05 | 1745764.53 |
| 9017 | 2021.09.10 08:18 | buy | 2255 | 0.16 | 109.914 | 0.000 | 0.000 | ||
| 9018 | 2021.09.10 08:18 | modify | 2255 | 0.16 | 109.914 | 109.674 | 0.000 | ||
| 9019 | 2021.09.10 08:18 | modify | 2255 | 0.16 | 109.914 | 109.674 | 110.084 | ||
| 9020 | 2021.09.13 00:06 | close | 2255 | 0.16 | 109.948 | 109.674 | 110.084 | 695.34 | 1746459.86 |
| 9021 | 2021.09.13 11:38 | buy | 2256 | 0.10 | 110.087 | 0.000 | 0.000 | ||
| 9022 | 2021.09.13 11:38 | modify | 2256 | 0.10 | 110.087 | 109.847 | 0.000 | ||
| 9023 | 2021.09.13 11:38 | modify | 2256 | 0.10 | 110.087 | 109.847 | 110.257 | ||
| 9024 | 2021.09.13 22:42 | close | 2256 | 0.10 | 110.022 | 109.847 | 110.257 | -650.60 | 1745809.26 |
| 9025 | 2021.09.16 23:46 | buy | 2257 | 0.16 | 109.704 | 0.000 | 0.000 | ||
| 9026 | 2021.09.16 23:46 | modify | 2257 | 0.16 | 109.704 | 109.464 | 0.000 | ||
| 9027 | 2021.09.16 23:46 | modify | 2257 | 0.16 | 109.704 | 109.464 | 109.874 | ||
| 9028 | 2021.09.17 01:02 | close | 2257 | 0.16 | 109.806 | 109.464 | 109.874 | 1783.34 | 1747592.60 |
| 9029 | 2021.09.17 03:18 | buy | 2258 | 0.10 | 109.838 | 0.000 | 0.000 | ||
| 9030 | 2021.09.17 03:18 | modify | 2258 | 0.10 | 109.838 | 109.598 | 0.000 | ||
| 9031 | 2021.09.17 03:18 | modify | 2258 | 0.10 | 109.838 | 109.598 | 110.008 | ||
| 9032 | 2021.09.17 07:54 | close | 2258 | 0.10 | 109.942 | 109.598 | 110.008 | 1039.40 | 1748632.00 |
| 9033 | 2021.09.17 13:56 | buy | 2259 | 0.10 | 109.954 | 0.000 | 0.000 | ||
| 9034 | 2021.09.17 13:56 | modify | 2259 | 0.10 | 109.954 | 109.714 | 0.000 | ||
| 9035 | 2021.09.17 13:56 | modify | 2259 | 0.10 | 109.954 | 109.714 | 110.124 | ||
| 9036 | 2021.09.20 08:02 | s/l | 2259 | 0.10 | 109.713 | 109.714 | 110.124 | -2315.42 | 1746316.58 |
| 9037 | 2021.09.22 07:19 | buy | 2260 | 0.16 | 109.517 | 0.000 | 0.000 | ||
| 9038 | 2021.09.22 07:19 | modify | 2260 | 0.16 | 109.517 | 109.277 | 0.000 | ||
| 9039 | 2021.09.22 07:19 | modify | 2260 | 0.16 | 109.517 | 109.277 | 109.687 | ||
| 9040 | 2021.09.22 18:00 | t/p | 2260 | 0.16 | 109.696 | 109.277 | 109.687 | 2863.04 | 1749179.62 |
| 9041 | 2021.09.22 18:01 | buy | 2261 | 0.10 | 109.569 | 0.000 | 0.000 | ||
| 9042 | 2021.09.22 18:01 | modify | 2261 | 0.10 | 109.569 | 109.329 | 0.000 | ||
| 9043 | 2021.09.22 18:01 | modify | 2261 | 0.10 | 109.569 | 109.329 | 109.739 | ||
| 9044 | 2021.09.22 18:39 | t/p | 2261 | 0.10 | 109.733 | 109.329 | 109.739 | 1639.40 | 1750819.02 |
| 9045 | 2021.09.23 03:11 | buy | 2262 | 0.10 | 109.850 | 0.000 | 0.000 | ||
| 9046 | 2021.09.23 03:11 | modify | 2262 | 0.10 | 109.850 | 109.610 | 0.000 | ||
| 9047 | 2021.09.23 03:11 | modify | 2262 | 0.10 | 109.850 | 109.610 | 110.020 | ||
| 9048 | 2021.09.23 06:16 | close | 2262 | 0.10 | 109.886 | 109.610 | 110.020 | 359.40 | 1751178.42 |
| 9049 | 2021.09.23 10:19 | buy | 2263 | 0.10 | 109.898 | 0.000 | 0.000 | ||
| 9050 | 2021.09.23 10:19 | modify | 2263 | 0.10 | 109.898 | 109.658 | 0.000 | ||
| 9051 | 2021.09.23 10:19 | modify | 2263 | 0.10 | 109.898 | 109.658 | 110.068 | ||
| 9052 | 2021.09.23 11:56 | close | 2263 | 0.10 | 110.035 | 109.658 | 110.068 | 1369.40 | 1752547.82 |
| 9053 | 2021.09.23 22:04 | buy | 2264 | 0.10 | 110.294 | 0.000 | 0.000 | ||
| 9054 | 2021.09.23 22:04 | modify | 2264 | 0.10 | 110.294 | 110.054 | 0.000 | ||
| 9055 | 2021.09.23 22:04 | modify | 2264 | 0.10 | 110.294 | 110.054 | 110.464 | ||
| 9056 | 2021.09.24 00:18 | close | 2264 | 0.10 | 110.377 | 110.054 | 110.464 | 924.58 | 1753472.41 |
| 9057 | 2021.09.26 21:01 | buy | 2265 | 0.10 | 110.708 | 0.000 | 0.000 | ||
| 9058 | 2021.09.26 21:01 | modify | 2265 | 0.10 | 110.708 | 110.468 | 0.000 | ||
| 9059 | 2021.09.26 21:01 | modify | 2265 | 0.10 | 110.708 | 110.468 | 110.878 | ||
| 9060 | 2021.09.27 06:01 | close | 2265 | 0.10 | 110.655 | 110.468 | 110.878 | -435.42 | 1753036.99 |
| 9061 | 2021.09.28 00:00 | buy | 2266 | 0.16 | 110.963 | 0.000 | 0.000 | ||
| 9062 | 2021.09.28 00:00 | modify | 2266 | 0.16 | 110.963 | 110.723 | 0.000 | ||
| 9063 | 2021.09.28 00:00 | modify | 2266 | 0.16 | 110.963 | 110.723 | 111.133 | ||
| 9064 | 2021.09.28 01:36 | close | 2266 | 0.16 | 111.123 | 110.723 | 111.133 | 2559.04 | 1755596.03 |
| 9065 | 2021.09.28 05:00 | buy | 2267 | 0.10 | 111.150 | 0.000 | 0.000 | ||
| 9066 | 2021.09.28 05:00 | modify | 2267 | 0.10 | 111.150 | 110.910 | 0.000 | ||
| 9067 | 2021.09.28 05:00 | modify | 2267 | 0.10 | 111.150 | 110.910 | 111.320 | ||
| 9068 | 2021.09.28 06:21 | close | 2267 | 0.10 | 111.273 | 110.910 | 111.320 | 1229.40 | 1756825.43 |
| 9069 | 2021.09.28 14:16 | buy | 2268 | 0.10 | 111.405 | 0.000 | 0.000 | ||
| 9070 | 2021.09.28 14:16 | modify | 2268 | 0.10 | 111.405 | 111.165 | 0.000 | ||
| 9071 | 2021.09.28 14:16 | modify | 2268 | 0.10 | 111.405 | 111.165 | 111.575 | ||
| 9072 | 2021.09.28 18:56 | t/p | 2268 | 0.10 | 111.567 | 111.165 | 111.575 | 1619.40 | 1758444.83 |
| 9073 | 2021.09.28 19:58 | buy | 2269 | 0.10 | 111.482 | 0.000 | 0.000 | ||
| 9074 | 2021.09.28 19:58 | modify | 2269 | 0.10 | 111.482 | 111.242 | 0.000 | ||
| 9075 | 2021.09.28 19:58 | modify | 2269 | 0.10 | 111.482 | 111.242 | 111.652 | ||
| 9076 | 2021.09.29 00:55 | t/p | 2269 | 0.10 | 111.643 | 111.242 | 111.652 | 1704.58 | 1760149.42 |
| 9077 | 2021.09.29 19:56 | buy | 2270 | 0.10 | 111.980 | 0.000 | 0.000 | ||
| 9078 | 2021.09.29 19:56 | modify | 2270 | 0.10 | 111.980 | 111.740 | 0.000 | ||
| 9079 | 2021.09.29 19:56 | modify | 2270 | 0.10 | 111.980 | 111.740 | 112.150 | ||
| 9080 | 2021.09.30 04:29 | close | 2270 | 0.10 | 111.965 | 111.740 | 112.150 | 134.95 | 1760284.37 |
| 9081 | 2021.10.04 11:44 | buy | 2271 | 0.16 | 111.198 | 0.000 | 0.000 | ||
| 9082 | 2021.10.04 11:44 | modify | 2271 | 0.16 | 111.198 | 110.958 | 0.000 | ||
| 9083 | 2021.10.04 11:44 | modify | 2271 | 0.16 | 111.198 | 110.958 | 111.368 | ||
| 9084 | 2021.10.04 12:38 | s/l | 2271 | 0.16 | 110.963 | 110.958 | 111.368 | -3760.96 | 1756523.41 |
| 9085 | 2021.10.05 06:14 | buy | 2272 | 0.26 | 111.129 | 0.000 | 0.000 | ||
| 9086 | 2021.10.05 06:14 | modify | 2272 | 0.26 | 111.129 | 110.889 | 0.000 | ||
| 9087 | 2021.10.05 06:14 | modify | 2272 | 0.26 | 111.129 | 110.889 | 111.299 | ||
| 9088 | 2021.10.05 11:21 | close | 2272 | 0.26 | 111.280 | 110.889 | 111.299 | 3924.45 | 1760447.86 |
| 9089 | 2021.10.05 12:02 | buy | 2273 | 0.10 | 111.176 | 0.000 | 0.000 | ||
| 9090 | 2021.10.05 12:02 | modify | 2273 | 0.10 | 111.176 | 110.936 | 0.000 | ||
| 9091 | 2021.10.05 12:02 | modify | 2273 | 0.10 | 111.176 | 110.936 | 111.346 | ||
| 9092 | 2021.10.05 13:08 | t/p | 2273 | 0.10 | 111.348 | 110.936 | 111.346 | 1719.40 | 1762167.26 |
| 9093 | 2021.10.05 15:28 | buy | 2274 | 0.10 | 111.350 | 0.000 | 0.000 | ||
| 9094 | 2021.10.05 15:28 | modify | 2274 | 0.10 | 111.350 | 111.110 | 0.000 | ||
| 9095 | 2021.10.05 15:28 | modify | 2274 | 0.10 | 111.350 | 111.110 | 111.520 | ||
| 9096 | 2021.10.05 19:44 | t/p | 2274 | 0.10 | 111.518 | 111.110 | 111.520 | 1679.40 | 1763846.66 |
| 9097 | 2021.10.06 06:40 | buy | 2275 | 0.10 | 111.684 | 0.000 | 0.000 | ||
| 9098 | 2021.10.06 06:40 | modify | 2275 | 0.10 | 111.684 | 111.444 | 0.000 | ||
| 9099 | 2021.10.06 06:40 | modify | 2275 | 0.10 | 111.684 | 111.444 | 111.854 | ||
| 9100 | 2021.10.06 09:40 | s/l | 2275 | 0.10 | 111.436 | 111.444 | 111.854 | -2480.60 | 1761366.06 |
| 9101 | 2021.10.08 09:03 | buy | 2276 | 0.16 | 111.918 | 0.000 | 0.000 | ||
| 9102 | 2021.10.08 09:03 | modify | 2276 | 0.16 | 111.918 | 111.678 | 0.000 | ||
| 9103 | 2021.10.08 09:03 | modify | 2276 | 0.16 | 111.918 | 111.678 | 112.088 | ||
| 9104 | 2021.10.08 12:30 | s/l | 2276 | 0.16 | 111.677 | 111.678 | 112.088 | -3856.96 | 1757509.10 |
| 9105 | 2021.10.08 18:04 | buy | 2277 | 0.26 | 112.144 | 0.000 | 0.000 | ||
| 9106 | 2021.10.08 18:04 | modify | 2277 | 0.26 | 112.144 | 111.904 | 0.000 | ||
| 9107 | 2021.10.08 18:04 | modify | 2277 | 0.26 | 112.144 | 111.904 | 112.314 | ||
| 9108 | 2021.10.10 22:28 | t/p | 2277 | 0.26 | 112.323 | 111.904 | 112.314 | 4652.45 | 1762161.55 |
| 9109 | 2021.10.11 00:17 | buy | 2278 | 0.10 | 112.216 | 0.000 | 0.000 | ||
| 9110 | 2021.10.11 00:17 | modify | 2278 | 0.10 | 112.216 | 111.976 | 0.000 | ||
| 9111 | 2021.10.11 00:17 | modify | 2278 | 0.10 | 112.216 | 111.976 | 112.386 | ||
| 9112 | 2021.10.11 01:30 | t/p | 2278 | 0.10 | 112.382 | 111.976 | 112.386 | 1659.40 | 1763820.95 |
| 9113 | 2021.10.11 10:25 | buy | 2279 | 0.10 | 112.904 | 0.000 | 0.000 | ||
| 9114 | 2021.10.11 10:25 | modify | 2279 | 0.10 | 112.904 | 112.664 | 0.000 | ||
| 9115 | 2021.10.11 10:25 | modify | 2279 | 0.10 | 112.904 | 112.664 | 113.074 | ||
| 9116 | 2021.10.11 12:29 | t/p | 2279 | 0.10 | 113.066 | 112.664 | 113.074 | 1619.40 | 1765440.35 |
| 9117 | 2021.10.11 17:26 | buy | 2280 | 0.10 | 113.291 | 0.000 | 0.000 | ||
| 9118 | 2021.10.11 17:26 | modify | 2280 | 0.10 | 113.291 | 113.051 | 0.000 | ||
| 9119 | 2021.10.11 17:26 | modify | 2280 | 0.10 | 113.291 | 113.051 | 113.461 | ||
| 9120 | 2021.10.11 22:36 | close | 2280 | 0.10 | 113.416 | 113.051 | 113.461 | 1249.40 | 1766689.75 |
| 9121 | 2021.10.11 23:43 | buy | 2281 | 0.10 | 113.338 | 0.000 | 0.000 | ||
| 9122 | 2021.10.11 23:43 | modify | 2281 | 0.10 | 113.338 | 113.098 | 0.000 | ||
| 9123 | 2021.10.11 23:43 | modify | 2281 | 0.10 | 113.338 | 113.098 | 113.508 | ||
| 9124 | 2021.10.12 00:04 | close | 2281 | 0.10 | 113.465 | 113.098 | 113.508 | 1364.58 | 1768054.33 |
| 9125 | 2021.10.14 05:57 | buy | 2282 | 0.10 | 113.518 | 0.000 | 0.000 | ||
| 9126 | 2021.10.14 05:57 | modify | 2282 | 0.10 | 113.518 | 113.278 | 0.000 | ||
| 9127 | 2021.10.14 05:57 | modify | 2282 | 0.10 | 113.518 | 113.278 | 113.688 | ||
| 9128 | 2021.10.14 13:42 | close | 2282 | 0.10 | 113.627 | 113.278 | 113.688 | 1089.40 | 1769143.73 |
| 9129 | 2021.10.14 15:45 | buy | 2283 | 0.10 | 113.562 | 0.000 | 0.000 | ||
| 9130 | 2021.10.14 15:45 | modify | 2283 | 0.10 | 113.562 | 113.322 | 0.000 | ||
| 9131 | 2021.10.14 15:45 | modify | 2283 | 0.10 | 113.562 | 113.322 | 113.732 | ||
| 9132 | 2021.10.14 22:26 | t/p | 2283 | 0.10 | 113.731 | 113.322 | 113.732 | 1689.40 | 1770833.13 |
| 9133 | 2021.10.15 06:42 | buy | 2284 | 0.10 | 113.973 | 0.000 | 0.000 | ||
| 9134 | 2021.10.15 06:42 | modify | 2284 | 0.10 | 113.973 | 113.733 | 0.000 | ||
| 9135 | 2021.10.15 06:42 | modify | 2284 | 0.10 | 113.973 | 113.733 | 114.143 | ||
| 9136 | 2021.10.15 07:16 | t/p | 2284 | 0.10 | 114.148 | 113.733 | 114.143 | 1749.40 | 1772582.53 |
| 9137 | 2021.10.15 14:04 | buy | 2285 | 0.10 | 114.294 | 0.000 | 0.000 | ||
| 9138 | 2021.10.15 14:04 | modify | 2285 | 0.10 | 114.294 | 114.054 | 0.000 | ||
| 9139 | 2021.10.15 14:04 | modify | 2285 | 0.10 | 114.294 | 114.054 | 114.464 | ||
| 9140 | 2021.10.15 14:48 | s/l | 2285 | 0.10 | 114.060 | 114.054 | 114.464 | -2340.60 | 1770241.93 |
| 9141 | 2021.10.15 18:58 | buy | 2286 | 0.16 | 114.251 | 0.000 | 0.000 | ||
| 9142 | 2021.10.15 18:58 | modify | 2286 | 0.16 | 114.251 | 114.011 | 0.000 | ||
| 9143 | 2021.10.15 18:58 | modify | 2286 | 0.16 | 114.251 | 114.011 | 114.421 | ||
| 9144 | 2021.10.17 22:19 | close | 2286 | 0.16 | 114.358 | 114.011 | 114.421 | 1711.04 | 1771952.97 |
| 9145 | 2021.10.19 17:26 | buy | 2287 | 0.10 | 114.250 | 0.000 | 0.000 | ||
| 9146 | 2021.10.19 17:26 | modify | 2287 | 0.10 | 114.250 | 114.010 | 0.000 | ||
| 9147 | 2021.10.19 17:26 | modify | 2287 | 0.10 | 114.250 | 114.010 | 114.420 | ||
| 9148 | 2021.10.19 19:24 | close | 2287 | 0.10 | 114.341 | 114.010 | 114.420 | 909.40 | 1772862.37 |
| 9149 | 2021.10.20 01:11 | buy | 2288 | 0.10 | 114.489 | 0.000 | 0.000 | ||
| 9150 | 2021.10.20 01:11 | modify | 2288 | 0.10 | 114.489 | 114.249 | 0.000 | ||