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 |
| 10051 | 2022.07.05 06:07 | modify | 2513 | 0.16 | 136.168 | 135.928 | 136.338 | ||
| 10052 | 2022.07.05 08:14 | s/l | 2513 | 0.16 | 135.934 | 135.928 | 136.338 | -3744.96 | 1857817.76 |
| 10053 | 2022.07.06 18:05 | buy | 2514 | 0.26 | 135.628 | 0.000 | 0.000 | ||
| 10054 | 2022.07.06 18:05 | modify | 2514 | 0.26 | 135.628 | 135.388 | 0.000 | ||
| 10055 | 2022.07.06 18:05 | modify | 2514 | 0.26 | 135.628 | 135.388 | 135.798 | ||
| 10056 | 2022.07.06 18:09 | t/p | 2514 | 0.26 | 135.794 | 135.388 | 135.798 | 4314.45 | 1862132.21 |
| 10057 | 2022.07.06 22:02 | buy | 2515 | 0.10 | 135.890 | 0.000 | 0.000 | ||
| 10058 | 2022.07.06 22:02 | modify | 2515 | 0.10 | 135.890 | 135.650 | 0.000 | ||
| 10059 | 2022.07.06 22:02 | modify | 2515 | 0.10 | 135.890 | 135.650 | 136.060 | ||
| 10060 | 2022.07.06 23:04 | t/p | 2515 | 0.10 | 136.071 | 135.650 | 136.060 | 1809.40 | 1863941.61 |
| 10061 | 2022.07.07 00:04 | buy | 2516 | 0.10 | 135.881 | 0.000 | 0.000 | ||
| 10062 | 2022.07.07 00:04 | modify | 2516 | 0.10 | 135.881 | 135.641 | 0.000 | ||
| 10063 | 2022.07.07 00:04 | modify | 2516 | 0.10 | 135.881 | 135.641 | 136.051 | ||
| 10064 | 2022.07.07 01:08 | s/l | 2516 | 0.10 | 135.637 | 135.641 | 136.051 | -2440.60 | 1861501.01 |
| 10065 | 2022.07.07 10:06 | buy | 2517 | 0.16 | 136.003 | 0.000 | 0.000 | ||
| 10066 | 2022.07.07 10:06 | modify | 2517 | 0.16 | 136.003 | 135.763 | 0.000 | ||
| 10067 | 2022.07.07 10:06 | modify | 2517 | 0.16 | 136.003 | 135.763 | 136.173 | ||
| 10068 | 2022.07.07 11:21 | s/l | 2517 | 0.16 | 135.771 | 135.763 | 136.173 | -3712.96 | 1857788.05 |
| 10069 | 2022.07.07 19:31 | buy | 2518 | 0.26 | 136.008 | 0.000 | 0.000 | ||
| 10070 | 2022.07.07 19:31 | modify | 2518 | 0.26 | 136.008 | 135.768 | 0.000 | ||
| 10071 | 2022.07.07 19:31 | modify | 2518 | 0.26 | 136.008 | 135.768 | 136.178 | ||
| 10072 | 2022.07.08 02:44 | s/l | 2518 | 0.26 | 135.752 | 135.768 | 136.178 | -6410.07 | 1851377.98 |
| 10073 | 2022.07.08 14:12 | buy | 2519 | 0.42 | 136.046 | 0.000 | 0.000 | ||
| 10074 | 2022.07.08 14:12 | modify | 2519 | 0.42 | 136.046 | 135.806 | 0.000 | ||
| 10075 | 2022.07.08 14:12 | modify | 2519 | 0.42 | 136.046 | 135.806 | 136.216 | ||
| 10076 | 2022.07.10 23:19 | t/p | 2519 | 0.42 | 136.215 | 135.806 | 136.216 | 7095.49 | 1858473.47 |
| 10077 | 2022.07.11 04:52 | buy | 2520 | 0.10 | 136.914 | 0.000 | 0.000 | ||
| 10078 | 2022.07.11 04:52 | modify | 2520 | 0.10 | 136.914 | 136.674 | 0.000 | ||
| 10079 | 2022.07.11 04:52 | modify | 2520 | 0.10 | 136.914 | 136.674 | 137.084 | ||
| 10080 | 2022.07.11 05:43 | t/p | 2520 | 0.10 | 137.078 | 136.674 | 137.084 | 1639.40 | 1860112.87 |
| 10081 | 2022.07.11 06:19 | buy | 2521 | 0.10 | 136.932 | 0.000 | 0.000 | ||
| 10082 | 2022.07.11 06:19 | modify | 2521 | 0.10 | 136.932 | 136.692 | 0.000 | ||
| 10083 | 2022.07.11 06:19 | modify | 2521 | 0.10 | 136.932 | 136.692 | 137.102 | ||
| 10084 | 2022.07.11 10:19 | t/p | 2521 | 0.10 | 137.108 | 136.692 | 137.102 | 1759.40 | 1861872.27 |
| 10085 | 2022.07.11 13:53 | buy | 2522 | 0.10 | 137.364 | 0.000 | 0.000 | ||
| 10086 | 2022.07.11 13:53 | modify | 2522 | 0.10 | 137.364 | 137.124 | 0.000 | ||
| 10087 | 2022.07.11 13:53 | modify | 2522 | 0.10 | 137.364 | 137.124 | 137.534 | ||
| 10088 | 2022.07.11 14:39 | t/p | 2522 | 0.10 | 137.533 | 137.124 | 137.534 | 1689.40 | 1863561.67 |
| 10089 | 2022.07.11 15:13 | buy | 2523 | 0.10 | 137.337 | 0.000 | 0.000 | ||
| 10090 | 2022.07.11 15:13 | modify | 2523 | 0.10 | 137.337 | 137.097 | 0.000 | ||
| 10091 | 2022.07.11 15:13 | modify | 2523 | 0.10 | 137.337 | 137.097 | 137.507 | ||
| 10092 | 2022.07.12 01:41 | s/l | 2523 | 0.10 | 137.094 | 137.097 | 137.507 | -2335.42 | 1861226.26 |
| 10093 | 2022.07.14 09:09 | buy | 2524 | 0.16 | 138.847 | 0.000 | 0.000 | ||
| 10094 | 2022.07.14 09:09 | modify | 2524 | 0.16 | 138.847 | 138.607 | 0.000 | ||
| 10095 | 2022.07.14 09:09 | modify | 2524 | 0.16 | 138.847 | 138.607 | 139.017 | ||
| 10096 | 2022.07.14 09:14 | t/p | 2524 | 0.16 | 139.021 | 138.607 | 139.017 | 2783.04 | 1864009.30 |
| 10097 | 2022.07.14 09:21 | buy | 2525 | 0.10 | 138.838 | 0.000 | 0.000 | ||
| 10098 | 2022.07.14 09:21 | modify | 2525 | 0.10 | 138.838 | 138.598 | 0.000 | ||
| 10099 | 2022.07.14 09:21 | modify | 2525 | 0.10 | 138.838 | 138.598 | 139.008 | ||
| 10100 | 2022.07.14 09:27 | s/l | 2525 | 0.10 | 138.591 | 138.598 | 139.008 | -2470.60 | 1861538.70 |
| 10101 | 2022.07.14 09:28 | buy | 2526 | 0.16 | 138.682 | 0.000 | 0.000 | ||
| 10102 | 2022.07.14 09:28 | modify | 2526 | 0.16 | 138.682 | 138.442 | 0.000 | ||
| 10103 | 2022.07.14 09:28 | modify | 2526 | 0.16 | 138.682 | 138.442 | 138.852 | ||
| 10104 | 2022.07.14 09:53 | t/p | 2526 | 0.16 | 138.851 | 138.442 | 138.852 | 2703.04 | 1864241.74 |
| 10105 | 2022.07.14 11:44 | buy | 2527 | 0.10 | 138.784 | 0.000 | 0.000 | ||
| 10106 | 2022.07.14 11:44 | modify | 2527 | 0.10 | 138.784 | 138.544 | 0.000 | ||
| 10107 | 2022.07.14 11:44 | modify | 2527 | 0.10 | 138.784 | 138.544 | 138.954 | ||
| 10108 | 2022.07.14 12:14 | t/p | 2527 | 0.10 | 138.960 | 138.544 | 138.954 | 1759.40 | 1866001.14 |
| 10109 | 2022.07.14 15:34 | buy | 2528 | 0.10 | 138.988 | 0.000 | 0.000 | ||
| 10110 | 2022.07.14 15:34 | modify | 2528 | 0.10 | 138.988 | 138.748 | 0.000 | ||
| 10111 | 2022.07.14 15:34 | modify | 2528 | 0.10 | 138.988 | 138.748 | 139.158 | ||
| 10112 | 2022.07.14 15:42 | s/l | 2528 | 0.10 | 138.745 | 138.748 | 139.158 | -2430.60 | 1863570.54 |
| 10113 | 2022.07.14 15:53 | buy | 2529 | 0.16 | 138.899 | 0.000 | 0.000 | ||
| 10114 | 2022.07.14 15:53 | modify | 2529 | 0.16 | 138.899 | 138.659 | 0.000 | ||
| 10115 | 2022.07.14 15:53 | modify | 2529 | 0.16 | 138.899 | 138.659 | 139.069 | ||
| 10116 | 2022.07.14 16:18 | t/p | 2529 | 0.16 | 139.069 | 138.659 | 139.069 | 2719.04 | 1866289.58 |
| 10117 | 2022.07.25 18:21 | buy | 2530 | 0.10 | 136.614 | 0.000 | 0.000 | ||
| 10118 | 2022.07.25 18:21 | modify | 2530 | 0.10 | 136.614 | 136.374 | 0.000 | ||
| 10119 | 2022.07.25 18:21 | modify | 2530 | 0.10 | 136.614 | 136.374 | 136.784 | ||
| 10120 | 2022.07.25 23:34 | s/l | 2530 | 0.10 | 136.365 | 136.374 | 136.784 | -2490.60 | 1863798.98 |
| 10121 | 2022.07.26 22:13 | buy | 2531 | 0.16 | 136.843 | 0.000 | 0.000 | ||
| 10122 | 2022.07.26 22:13 | modify | 2531 | 0.16 | 136.843 | 136.603 | 0.000 | ||
| 10123 | 2022.07.26 22:13 | modify | 2531 | 0.16 | 136.843 | 136.603 | 137.013 | ||
| 10124 | 2022.07.27 00:56 | t/p | 2531 | 0.16 | 137.023 | 136.603 | 137.013 | 3031.34 | 1866830.31 |
| 10125 | 2022.07.27 03:07 | buy | 2532 | 0.10 | 136.964 | 0.000 | 0.000 | ||
| 10126 | 2022.07.27 03:07 | modify | 2532 | 0.10 | 136.964 | 136.724 | 0.000 | ||
| 10127 | 2022.07.27 03:07 | modify | 2532 | 0.10 | 136.964 | 136.724 | 137.134 | ||
| 10128 | 2022.07.27 09:05 | s/l | 2532 | 0.10 | 136.719 | 136.724 | 137.134 | -2450.60 | 1864379.71 |
| 10129 | 2022.07.27 17:55 | buy | 2533 | 0.16 | 137.204 | 0.000 | 0.000 | ||
| 10130 | 2022.07.27 17:55 | modify | 2533 | 0.16 | 137.204 | 136.964 | 0.000 | ||
| 10131 | 2022.07.27 17:55 | modify | 2533 | 0.16 | 137.204 | 136.964 | 137.374 | ||
| 10132 | 2022.07.27 18:02 | s/l | 2533 | 0.16 | 136.968 | 136.964 | 137.374 | -3776.96 | 1860602.75 |
| 10133 | 2022.07.27 18:07 | buy | 2534 | 0.26 | 137.126 | 0.000 | 0.000 | ||
| 10134 | 2022.07.27 18:07 | modify | 2534 | 0.26 | 137.126 | 136.886 | 0.000 | ||
| 10135 | 2022.07.27 18:07 | modify | 2534 | 0.26 | 137.126 | 136.886 | 137.296 | ||
| 10136 | 2022.07.27 18:32 | t/p | 2534 | 0.26 | 137.293 | 136.886 | 137.296 | 4340.45 | 1864943.20 |
| 10137 | 2022.08.02 22:13 | buy | 2535 | 0.10 | 133.052 | 0.000 | 0.000 | ||
| 10138 | 2022.08.02 22:13 | modify | 2535 | 0.10 | 133.052 | 132.812 | 0.000 | ||
| 10139 | 2022.08.02 22:13 | modify | 2535 | 0.10 | 133.052 | 132.812 | 133.222 | ||
| 10140 | 2022.08.02 23:12 | t/p | 2535 | 0.10 | 133.232 | 132.812 | 133.222 | 1799.40 | 1866742.60 |
| 10141 | 2022.08.04 07:27 | buy | 2536 | 0.10 | 134.001 | 0.000 | 0.000 | ||
| 10142 | 2022.08.04 07:27 | modify | 2536 | 0.10 | 134.001 | 133.761 | 0.000 | ||
| 10143 | 2022.08.04 07:27 | modify | 2536 | 0.10 | 134.001 | 133.761 | 134.171 | ||
| 10144 | 2022.08.04 07:51 | t/p | 2536 | 0.10 | 134.174 | 133.761 | 134.171 | 1729.40 | 1868472.00 |
| 10145 | 2022.08.04 09:49 | buy | 2537 | 0.10 | 134.133 | 0.000 | 0.000 | ||
| 10146 | 2022.08.04 09:49 | modify | 2537 | 0.10 | 134.133 | 133.893 | 0.000 | ||
| 10147 | 2022.08.04 09:49 | modify | 2537 | 0.10 | 134.133 | 133.893 | 134.303 | ||
| 10148 | 2022.08.04 11:41 | s/l | 2537 | 0.10 | 133.887 | 133.893 | 134.303 | -2460.60 | 1866011.40 |
| 10149 | 2022.08.05 16:53 | buy | 2538 | 0.16 | 135.128 | 0.000 | 0.000 | ||
| 10150 | 2022.08.05 16:53 | modify | 2538 | 0.16 | 135.128 | 134.888 | 0.000 | ||
| 10151 | 2022.08.05 16:53 | modify | 2538 | 0.16 | 135.128 | 134.888 | 135.298 | ||
| 10152 | 2022.08.05 17:25 | s/l | 2538 | 0.16 | 134.881 | 134.888 | 135.298 | -3952.96 | 1862058.44 |
| 10153 | 2022.08.05 17:26 | buy | 2539 | 0.26 | 134.898 | 0.000 | 0.000 | ||
| 10154 | 2022.08.05 17:26 | modify | 2539 | 0.26 | 134.898 | 134.658 | 0.000 | ||
| 10155 | 2022.08.05 17:26 | modify | 2539 | 0.26 | 134.898 | 134.658 | 135.068 | ||
| 10156 | 2022.08.05 17:33 | t/p | 2539 | 0.26 | 135.077 | 134.658 | 135.068 | 4652.45 | 1866710.89 |
| 10157 | 2022.08.05 19:22 | buy | 2540 | 0.10 | 134.959 | 0.000 | 0.000 | ||
| 10158 | 2022.08.05 19:22 | modify | 2540 | 0.10 | 134.959 | 134.719 | 0.000 | ||
| 10159 | 2022.08.05 19:22 | modify | 2540 | 0.10 | 134.959 | 134.719 | 135.129 | ||
| 10160 | 2022.08.07 22:01 | t/p | 2540 | 0.10 | 135.123 | 134.719 | 135.129 | 1639.40 | 1868350.29 |
| 10161 | 2022.08.08 01:10 | buy | 2541 | 0.10 | 135.118 | 0.000 | 0.000 | ||
| 10162 | 2022.08.08 01:10 | modify | 2541 | 0.10 | 135.118 | 134.878 | 0.000 | ||
| 10163 | 2022.08.08 01:10 | modify | 2541 | 0.10 | 135.118 | 134.878 | 135.288 | ||
| 10164 | 2022.08.08 02:13 | t/p | 2541 | 0.10 | 135.295 | 134.878 | 135.288 | 1769.40 | 1870119.69 |
| 10165 | 2022.08.08 03:34 | buy | 2542 | 0.10 | 135.153 | 0.000 | 0.000 | ||
| 10166 | 2022.08.08 03:34 | modify | 2542 | 0.10 | 135.153 | 134.913 | 0.000 | ||
| 10167 | 2022.08.08 03:34 | modify | 2542 | 0.10 | 135.153 | 134.913 | 135.323 | ||
| 10168 | 2022.08.08 05:35 | t/p | 2542 | 0.10 | 135.318 | 134.913 | 135.323 | 1649.40 | 1871769.09 |
| 10169 | 2022.08.11 22:02 | buy | 2543 | 0.10 | 132.960 | 0.000 | 0.000 | ||
| 10170 | 2022.08.11 22:02 | modify | 2543 | 0.10 | 132.960 | 132.720 | 0.000 | ||
| 10171 | 2022.08.11 22:02 | modify | 2543 | 0.10 | 132.960 | 132.720 | 133.130 | ||
| 10172 | 2022.08.12 00:07 | t/p | 2543 | 0.10 | 133.133 | 132.720 | 133.130 | 1824.58 | 1873593.68 |
| 10173 | 2022.08.12 03:44 | buy | 2544 | 0.10 | 133.271 | 0.000 | 0.000 | ||
| 10174 | 2022.08.12 03:44 | modify | 2544 | 0.10 | 133.271 | 133.031 | 0.000 | ||
| 10175 | 2022.08.12 03:44 | modify | 2544 | 0.10 | 133.271 | 133.031 | 133.441 | ||
| 10176 | 2022.08.12 09:39 | t/p | 2544 | 0.10 | 133.433 | 133.031 | 133.441 | 1619.40 | 1875213.08 |
| 10177 | 2022.08.12 12:19 | buy | 2545 | 0.10 | 133.533 | 0.000 | 0.000 | ||
| 10178 | 2022.08.12 12:19 | modify | 2545 | 0.10 | 133.533 | 133.293 | 0.000 | ||
| 10179 | 2022.08.12 12:19 | modify | 2545 | 0.10 | 133.533 | 133.293 | 133.703 | ||
| 10180 | 2022.08.12 12:43 | t/p | 2545 | 0.10 | 133.698 | 133.293 | 133.703 | 1649.40 | 1876862.48 |
| 10181 | 2022.08.15 21:33 | buy | 2546 | 0.10 | 133.283 | 0.000 | 0.000 | ||
| 10182 | 2022.08.15 21:33 | modify | 2546 | 0.10 | 133.283 | 133.043 | 0.000 | ||
| 10183 | 2022.08.15 21:33 | modify | 2546 | 0.10 | 133.283 | 133.043 | 133.453 | ||
| 10184 | 2022.08.16 00:20 | s/l | 2546 | 0.10 | 133.038 | 133.043 | 133.453 | -2355.42 | 1874507.06 |
| 10185 | 2022.08.16 05:32 | buy | 2547 | 0.16 | 133.350 | 0.000 | 0.000 | ||
| 10186 | 2022.08.16 05:32 | modify | 2547 | 0.16 | 133.350 | 133.110 | 0.000 | ||
| 10187 | 2022.08.16 05:32 | modify | 2547 | 0.16 | 133.350 | 133.110 | 133.520 | ||
| 10188 | 2022.08.16 07:02 | t/p | 2547 | 0.16 | 133.512 | 133.110 | 133.520 | 2591.04 | 1877098.10 |
| 10189 | 2022.08.16 14:10 | buy | 2548 | 0.10 | 134.365 | 0.000 | 0.000 | ||
| 10190 | 2022.08.16 14:10 | modify | 2548 | 0.10 | 134.365 | 134.125 | 0.000 | ||
| 10191 | 2022.08.16 14:10 | modify | 2548 | 0.10 | 134.365 | 134.125 | 134.535 | ||
| 10192 | 2022.08.17 00:58 | s/l | 2548 | 0.10 | 134.126 | 134.125 | 134.535 | -2295.42 | 1874802.68 |
| 10193 | 2022.08.17 09:23 | buy | 2549 | 0.16 | 134.669 | 0.000 | 0.000 | ||
| 10194 | 2022.08.17 09:23 | modify | 2549 | 0.16 | 134.669 | 134.429 | 0.000 | ||
| 10195 | 2022.08.17 09:23 | modify | 2549 | 0.16 | 134.669 | 134.429 | 134.839 | ||
| 10196 | 2022.08.17 09:46 | t/p | 2549 | 0.16 | 134.842 | 134.429 | 134.839 | 2767.04 | 1877569.72 |
| 10197 | 2022.08.17 13:09 | buy | 2550 | 0.10 | 134.952 | 0.000 | 0.000 | ||
| 10198 | 2022.08.17 13:09 | modify | 2550 | 0.10 | 134.952 | 134.712 | 0.000 | ||
| 10199 | 2022.08.17 13:09 | modify | 2550 | 0.10 | 134.952 | 134.712 | 135.122 | ||
| 10200 | 2022.08.17 13:14 | t/p | 2550 | 0.10 | 135.133 | 134.712 | 135.122 | 1809.40 | 1879379.12 |