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 |
| 9901 | 2022.05.26 17:29 | buy | 2476 | 0.10 | 127.259 | 0.000 | 0.000 | ||
| 9902 | 2022.05.26 17:29 | modify | 2476 | 0.10 | 127.259 | 127.019 | 0.000 | ||
| 9903 | 2022.05.26 17:29 | modify | 2476 | 0.10 | 127.259 | 127.019 | 127.429 | ||
| 9904 | 2022.05.26 23:21 | s/l | 2476 | 0.10 | 127.024 | 127.019 | 127.429 | -2350.60 | 1850469.14 |
| 9905 | 2022.05.30 00:40 | buy | 2477 | 0.16 | 127.180 | 0.000 | 0.000 | ||
| 9906 | 2022.05.30 00:40 | modify | 2477 | 0.16 | 127.180 | 126.940 | 0.000 | ||
| 9907 | 2022.05.30 00:40 | modify | 2477 | 0.16 | 127.180 | 126.940 | 127.350 | ||
| 9908 | 2022.05.30 01:44 | s/l | 2477 | 0.16 | 126.947 | 126.940 | 127.350 | -3728.96 | 1846740.18 |
| 9909 | 2022.05.30 14:56 | buy | 2478 | 0.26 | 127.585 | 0.000 | 0.000 | ||
| 9910 | 2022.05.30 14:56 | modify | 2478 | 0.26 | 127.585 | 127.345 | 0.000 | ||
| 9911 | 2022.05.30 14:56 | modify | 2478 | 0.26 | 127.585 | 127.345 | 127.755 | ||
| 9912 | 2022.05.30 20:42 | close | 2478 | 0.26 | 127.607 | 127.345 | 127.755 | 570.45 | 1847310.63 |
| 9913 | 2022.05.30 22:38 | buy | 2479 | 0.10 | 127.538 | 0.000 | 0.000 | ||
| 9914 | 2022.05.30 22:38 | modify | 2479 | 0.10 | 127.538 | 127.298 | 0.000 | ||
| 9915 | 2022.05.30 22:38 | modify | 2479 | 0.10 | 127.538 | 127.298 | 127.708 | ||
| 9916 | 2022.05.30 23:17 | t/p | 2479 | 0.10 | 127.705 | 127.298 | 127.708 | 1669.40 | 1848980.03 |
| 9917 | 2022.05.31 02:36 | buy | 2480 | 0.10 | 128.026 | 0.000 | 0.000 | ||
| 9918 | 2022.05.31 02:36 | modify | 2480 | 0.10 | 128.026 | 127.786 | 0.000 | ||
| 9919 | 2022.05.31 02:36 | modify | 2480 | 0.10 | 128.026 | 127.786 | 128.196 | ||
| 9920 | 2022.05.31 06:08 | s/l | 2480 | 0.10 | 127.793 | 127.786 | 128.196 | -2330.60 | 1846649.43 |
| 9921 | 2022.05.31 17:19 | buy | 2481 | 0.16 | 128.523 | 0.000 | 0.000 | ||
| 9922 | 2022.05.31 17:19 | modify | 2481 | 0.16 | 128.523 | 128.283 | 0.000 | ||
| 9923 | 2022.05.31 17:19 | modify | 2481 | 0.16 | 128.523 | 128.283 | 128.693 | ||
| 9924 | 2022.05.31 19:25 | t/p | 2481 | 0.16 | 128.690 | 128.283 | 128.693 | 2671.04 | 1849320.47 |
| 9925 | 2022.05.31 23:34 | buy | 2482 | 0.10 | 128.661 | 0.000 | 0.000 | ||
| 9926 | 2022.05.31 23:34 | modify | 2482 | 0.10 | 128.661 | 128.421 | 0.000 | ||
| 9927 | 2022.05.31 23:34 | modify | 2482 | 0.10 | 128.661 | 128.421 | 128.831 | ||
| 9928 | 2022.06.01 00:01 | t/p | 2482 | 0.10 | 128.844 | 128.421 | 128.831 | 1924.58 | 1851245.05 |
| 9929 | 2022.06.01 03:09 | buy | 2483 | 0.10 | 128.981 | 0.000 | 0.000 | ||
| 9930 | 2022.06.01 03:09 | modify | 2483 | 0.10 | 128.981 | 128.741 | 0.000 | ||
| 9931 | 2022.06.01 03:09 | modify | 2483 | 0.10 | 128.981 | 128.741 | 129.151 | ||
| 9932 | 2022.06.01 03:56 | t/p | 2483 | 0.10 | 129.147 | 128.741 | 129.151 | 1659.40 | 1852904.45 |
| 9933 | 2022.06.01 08:14 | buy | 2484 | 0.10 | 129.265 | 0.000 | 0.000 | ||
| 9934 | 2022.06.01 08:14 | modify | 2484 | 0.10 | 129.265 | 129.025 | 0.000 | ||
| 9935 | 2022.06.01 08:14 | modify | 2484 | 0.10 | 129.265 | 129.025 | 129.435 | ||
| 9936 | 2022.06.01 08:30 | t/p | 2484 | 0.10 | 129.433 | 129.025 | 129.435 | 1679.40 | 1854583.85 |
| 9937 | 2022.06.01 09:50 | buy | 2485 | 0.10 | 129.319 | 0.000 | 0.000 | ||
| 9938 | 2022.06.01 09:50 | modify | 2485 | 0.10 | 129.319 | 129.079 | 0.000 | ||
| 9939 | 2022.06.01 09:50 | modify | 2485 | 0.10 | 129.319 | 129.079 | 129.489 | ||
| 9940 | 2022.06.01 11:16 | t/p | 2485 | 0.10 | 129.485 | 129.079 | 129.489 | 1659.40 | 1856243.25 |
| 9941 | 2022.06.01 12:41 | buy | 2486 | 0.10 | 129.402 | 0.000 | 0.000 | ||
| 9942 | 2022.06.01 12:41 | modify | 2486 | 0.10 | 129.402 | 129.162 | 0.000 | ||
| 9943 | 2022.06.01 12:41 | modify | 2486 | 0.10 | 129.402 | 129.162 | 129.572 | ||
| 9944 | 2022.06.01 14:00 | t/p | 2486 | 0.10 | 129.582 | 129.162 | 129.572 | 1799.40 | 1858042.65 |
| 9945 | 2022.06.01 22:44 | buy | 2487 | 0.10 | 130.117 | 0.000 | 0.000 | ||
| 9946 | 2022.06.01 22:44 | modify | 2487 | 0.10 | 130.117 | 129.877 | 0.000 | ||
| 9947 | 2022.06.01 22:44 | modify | 2487 | 0.10 | 130.117 | 129.877 | 130.287 | ||
| 9948 | 2022.06.02 06:30 | s/l | 2487 | 0.10 | 129.869 | 129.877 | 130.287 | -2195.05 | 1855847.60 |
| 9949 | 2022.06.03 18:50 | buy | 2488 | 0.16 | 130.820 | 0.000 | 0.000 | ||
| 9950 | 2022.06.03 18:50 | modify | 2488 | 0.16 | 130.820 | 130.580 | 0.000 | ||
| 9951 | 2022.06.03 18:50 | modify | 2488 | 0.16 | 130.820 | 130.580 | 130.990 | ||
| 9952 | 2022.06.05 22:01 | t/p | 2488 | 0.16 | 131.000 | 130.580 | 130.990 | 2879.04 | 1858726.64 |
| 9953 | 2022.06.05 23:47 | buy | 2489 | 0.10 | 130.776 | 0.000 | 0.000 | ||
| 9954 | 2022.06.05 23:47 | modify | 2489 | 0.10 | 130.776 | 130.536 | 0.000 | ||
| 9955 | 2022.06.05 23:47 | modify | 2489 | 0.10 | 130.776 | 130.536 | 130.946 | ||
| 9956 | 2022.06.06 01:52 | s/l | 2489 | 0.10 | 130.537 | 130.536 | 130.946 | -2295.42 | 1856431.23 |
| 9957 | 2022.06.07 06:45 | buy | 2490 | 0.16 | 132.751 | 0.000 | 0.000 | ||
| 9958 | 2022.06.07 06:45 | modify | 2490 | 0.16 | 132.751 | 132.511 | 0.000 | ||
| 9959 | 2022.06.07 06:45 | modify | 2490 | 0.16 | 132.751 | 132.511 | 132.921 | ||
| 9960 | 2022.06.07 13:47 | s/l | 2490 | 0.16 | 132.504 | 132.511 | 132.921 | -3952.96 | 1852478.27 |
| 9961 | 2022.06.09 01:06 | buy | 2491 | 0.26 | 134.204 | 0.000 | 0.000 | ||
| 9962 | 2022.06.09 01:06 | modify | 2491 | 0.26 | 134.204 | 133.964 | 0.000 | ||
| 9963 | 2022.06.09 01:06 | modify | 2491 | 0.26 | 134.204 | 133.964 | 134.374 | ||
| 9964 | 2022.06.09 02:05 | t/p | 2491 | 0.26 | 134.367 | 133.964 | 134.374 | 4236.45 | 1856714.72 |
| 9965 | 2022.06.09 02:48 | buy | 2492 | 0.10 | 134.242 | 0.000 | 0.000 | ||
| 9966 | 2022.06.09 02:48 | modify | 2492 | 0.10 | 134.242 | 134.002 | 0.000 | ||
| 9967 | 2022.06.09 02:48 | modify | 2492 | 0.10 | 134.242 | 134.002 | 134.412 | ||
| 9968 | 2022.06.09 03:46 | s/l | 2492 | 0.10 | 134.005 | 134.002 | 134.412 | -2370.60 | 1854344.12 |
| 9969 | 2022.06.10 00:01 | buy | 2493 | 0.16 | 134.360 | 0.000 | 0.000 | ||
| 9970 | 2022.06.10 00:01 | modify | 2493 | 0.16 | 134.360 | 134.120 | 0.000 | ||
| 9971 | 2022.06.10 00:01 | modify | 2493 | 0.16 | 134.360 | 134.120 | 134.530 | ||
| 9972 | 2022.06.10 00:14 | s/l | 2493 | 0.16 | 134.115 | 134.120 | 134.530 | -3920.96 | 1850423.16 |
| 9973 | 2022.06.13 01:36 | buy | 2494 | 0.26 | 134.729 | 0.000 | 0.000 | ||
| 9974 | 2022.06.13 01:36 | modify | 2494 | 0.26 | 134.729 | 134.489 | 0.000 | ||
| 9975 | 2022.06.13 01:36 | modify | 2494 | 0.26 | 134.729 | 134.489 | 134.899 | ||
| 9976 | 2022.06.13 01:48 | t/p | 2494 | 0.26 | 134.896 | 134.489 | 134.899 | 4340.45 | 1854763.61 |
| 9977 | 2022.06.13 05:18 | buy | 2495 | 0.10 | 134.850 | 0.000 | 0.000 | ||
| 9978 | 2022.06.13 05:18 | modify | 2495 | 0.10 | 134.850 | 134.610 | 0.000 | ||
| 9979 | 2022.06.13 05:18 | modify | 2495 | 0.10 | 134.850 | 134.610 | 135.020 | ||
| 9980 | 2022.06.13 06:09 | s/l | 2495 | 0.10 | 134.616 | 134.610 | 135.020 | -2340.60 | 1852423.01 |
| 9981 | 2022.06.14 06:28 | buy | 2496 | 0.16 | 134.492 | 0.000 | 0.000 | ||
| 9982 | 2022.06.14 06:28 | modify | 2496 | 0.16 | 134.492 | 134.252 | 0.000 | ||
| 9983 | 2022.06.14 06:28 | modify | 2496 | 0.16 | 134.492 | 134.252 | 134.662 | ||
| 9984 | 2022.06.14 06:57 | t/p | 2496 | 0.16 | 134.671 | 134.252 | 134.662 | 2863.04 | 1855286.05 |
| 9985 | 2022.06.14 22:40 | buy | 2497 | 0.10 | 135.336 | 0.000 | 0.000 | ||
| 9986 | 2022.06.14 22:40 | modify | 2497 | 0.10 | 135.336 | 135.096 | 0.000 | ||
| 9987 | 2022.06.14 22:40 | modify | 2497 | 0.10 | 135.336 | 135.096 | 135.506 | ||
| 9988 | 2022.06.15 00:08 | s/l | 2497 | 0.10 | 135.086 | 135.096 | 135.506 | -2405.42 | 1852880.63 |
| 9989 | 2022.06.15 00:14 | buy | 2498 | 0.16 | 135.105 | 0.000 | 0.000 | ||
| 9990 | 2022.06.15 00:14 | modify | 2498 | 0.16 | 135.105 | 134.865 | 0.000 | ||
| 9991 | 2022.06.15 00:14 | modify | 2498 | 0.16 | 135.105 | 134.865 | 135.275 | ||
| 9992 | 2022.06.15 02:06 | t/p | 2498 | 0.16 | 135.272 | 134.865 | 135.275 | 2671.04 | 1855551.67 |
| 9993 | 2022.06.17 11:07 | buy | 2499 | 0.10 | 134.420 | 0.000 | 0.000 | ||
| 9994 | 2022.06.17 11:07 | modify | 2499 | 0.10 | 134.420 | 134.180 | 0.000 | ||
| 9995 | 2022.06.17 11:07 | modify | 2499 | 0.10 | 134.420 | 134.180 | 134.590 | ||
| 9996 | 2022.06.17 11:29 | t/p | 2499 | 0.10 | 134.597 | 134.180 | 134.590 | 1769.40 | 1857321.07 |
| 9997 | 2022.06.17 12:45 | buy | 2500 | 0.10 | 134.470 | 0.000 | 0.000 | ||
| 9998 | 2022.06.17 12:45 | modify | 2500 | 0.10 | 134.470 | 134.230 | 0.000 | ||
| 9999 | 2022.06.17 12:45 | modify | 2500 | 0.10 | 134.470 | 134.230 | 134.640 | ||
| 10000 | 2022.06.17 12:51 | t/p | 2500 | 0.10 | 134.633 | 134.230 | 134.640 | 1629.40 | 1858950.47 |
| 10001 | 2022.06.17 17:43 | buy | 2501 | 0.10 | 134.901 | 0.000 | 0.000 | ||
| 10002 | 2022.06.17 17:43 | modify | 2501 | 0.10 | 134.901 | 134.661 | 0.000 | ||
| 10003 | 2022.06.17 17:43 | modify | 2501 | 0.10 | 134.901 | 134.661 | 135.071 | ||
| 10004 | 2022.06.19 22:02 | t/p | 2501 | 0.10 | 135.073 | 134.661 | 135.071 | 1719.40 | 1860669.87 |
| 10005 | 2022.06.20 01:18 | buy | 2502 | 0.10 | 135.082 | 0.000 | 0.000 | ||
| 10006 | 2022.06.20 01:18 | modify | 2502 | 0.10 | 135.082 | 134.842 | 0.000 | ||
| 10007 | 2022.06.20 01:18 | modify | 2502 | 0.10 | 135.082 | 134.842 | 135.252 | ||
| 10008 | 2022.06.20 01:40 | s/l | 2502 | 0.10 | 134.850 | 134.842 | 135.252 | -2320.60 | 1858349.27 |
| 10009 | 2022.06.20 19:40 | buy | 2503 | 0.16 | 135.087 | 0.000 | 0.000 | ||
| 10010 | 2022.06.20 19:40 | modify | 2503 | 0.16 | 135.087 | 134.847 | 0.000 | ||
| 10011 | 2022.06.20 19:40 | modify | 2503 | 0.16 | 135.087 | 134.847 | 135.257 | ||
| 10012 | 2022.06.20 22:02 | close | 2503 | 0.16 | 135.183 | 134.847 | 135.257 | 1535.04 | 1859884.31 |
| 10013 | 2022.06.27 13:14 | buy | 2504 | 0.10 | 135.283 | 0.000 | 0.000 | ||
| 10014 | 2022.06.27 13:14 | modify | 2504 | 0.10 | 135.283 | 135.043 | 0.000 | ||
| 10015 | 2022.06.27 13:14 | modify | 2504 | 0.10 | 135.283 | 135.043 | 135.453 | ||
| 10016 | 2022.06.27 13:43 | s/l | 2504 | 0.10 | 135.046 | 135.043 | 135.453 | -2370.60 | 1857513.71 |
| 10017 | 2022.06.27 19:13 | buy | 2505 | 0.16 | 135.386 | 0.000 | 0.000 | ||
| 10018 | 2022.06.27 19:13 | modify | 2505 | 0.16 | 135.386 | 135.146 | 0.000 | ||
| 10019 | 2022.06.27 19:13 | modify | 2505 | 0.16 | 135.386 | 135.146 | 135.556 | ||
| 10020 | 2022.06.28 00:03 | t/p | 2505 | 0.16 | 135.565 | 135.146 | 135.556 | 3015.34 | 1860529.05 |
| 10021 | 2022.06.28 12:06 | buy | 2506 | 0.10 | 136.042 | 0.000 | 0.000 | ||
| 10022 | 2022.06.28 12:06 | modify | 2506 | 0.10 | 136.042 | 135.802 | 0.000 | ||
| 10023 | 2022.06.28 12:06 | modify | 2506 | 0.10 | 136.042 | 135.802 | 136.212 | ||
| 10024 | 2022.06.28 12:35 | t/p | 2506 | 0.10 | 136.220 | 135.802 | 136.212 | 1779.40 | 1862308.45 |
| 10025 | 2022.06.28 16:07 | buy | 2507 | 0.10 | 136.085 | 0.000 | 0.000 | ||
| 10026 | 2022.06.28 16:07 | modify | 2507 | 0.10 | 136.085 | 135.845 | 0.000 | ||
| 10027 | 2022.06.28 16:07 | modify | 2507 | 0.10 | 136.085 | 135.845 | 136.255 | ||
| 10028 | 2022.06.28 17:19 | t/p | 2507 | 0.10 | 136.265 | 135.845 | 136.255 | 1799.40 | 1864107.85 |
| 10029 | 2022.06.28 18:00 | buy | 2508 | 0.10 | 136.158 | 0.000 | 0.000 | ||
| 10030 | 2022.06.28 18:00 | modify | 2508 | 0.10 | 136.158 | 135.918 | 0.000 | ||
| 10031 | 2022.06.28 18:00 | modify | 2508 | 0.10 | 136.158 | 135.918 | 136.328 | ||
| 10032 | 2022.06.28 18:48 | t/p | 2508 | 0.10 | 136.343 | 135.918 | 136.328 | 1849.40 | 1865957.25 |
| 10033 | 2022.06.28 19:46 | buy | 2509 | 0.10 | 136.139 | 0.000 | 0.000 | ||
| 10034 | 2022.06.28 19:46 | modify | 2509 | 0.10 | 136.139 | 135.899 | 0.000 | ||
| 10035 | 2022.06.28 19:46 | modify | 2509 | 0.10 | 136.139 | 135.899 | 136.309 | ||
| 10036 | 2022.06.29 01:12 | s/l | 2509 | 0.10 | 135.896 | 135.899 | 136.309 | -2335.42 | 1863621.83 |
| 10037 | 2022.06.29 15:08 | buy | 2510 | 0.16 | 136.694 | 0.000 | 0.000 | ||
| 10038 | 2022.06.29 15:08 | modify | 2510 | 0.16 | 136.694 | 136.454 | 0.000 | ||
| 10039 | 2022.06.29 15:08 | modify | 2510 | 0.16 | 136.694 | 136.454 | 136.864 | ||
| 10040 | 2022.06.29 16:10 | s/l | 2510 | 0.16 | 136.453 | 136.454 | 136.864 | -3856.96 | 1859764.87 |
| 10041 | 2022.07.04 08:27 | buy | 2511 | 0.26 | 135.322 | 0.000 | 0.000 | ||
| 10042 | 2022.07.04 08:27 | modify | 2511 | 0.26 | 135.322 | 135.082 | 0.000 | ||
| 10043 | 2022.07.04 08:27 | modify | 2511 | 0.26 | 135.322 | 135.082 | 135.492 | ||
| 10044 | 2022.07.04 09:41 | t/p | 2511 | 0.26 | 135.497 | 135.082 | 135.492 | 4548.45 | 1864313.32 |
| 10045 | 2022.07.04 19:51 | buy | 2512 | 0.10 | 135.685 | 0.000 | 0.000 | ||
| 10046 | 2022.07.04 19:51 | modify | 2512 | 0.10 | 135.685 | 135.445 | 0.000 | ||
| 10047 | 2022.07.04 19:51 | modify | 2512 | 0.10 | 135.685 | 135.445 | 135.855 | ||
| 10048 | 2022.07.04 21:10 | s/l | 2512 | 0.10 | 135.410 | 135.445 | 135.855 | -2750.60 | 1861562.72 |
| 10049 | 2022.07.05 06:07 | buy | 2513 | 0.16 | 136.168 | 0.000 | 0.000 | ||
| 10050 | 2022.07.05 06:07 | modify | 2513 | 0.16 | 136.168 | 135.928 | 0.000 | ||