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 |
| 901 | 2013.09.04 06:57 | buy | 226 | 0.26 | 99.660 | 0.000 | 0.000 | ||
| 902 | 2013.09.04 06:57 | modify | 226 | 0.26 | 99.660 | 99.420 | 0.000 | ||
| 903 | 2013.09.04 06:57 | modify | 226 | 0.26 | 99.660 | 99.420 | 99.830 | ||
| 904 | 2013.09.04 11:24 | s/l | 226 | 0.26 | 99.413 | 99.420 | 99.830 | -6423.55 | 1104909.06 |
| 905 | 2013.09.05 00:34 | buy | 227 | 0.42 | 99.714 | 0.000 | 0.000 | ||
| 906 | 2013.09.05 00:34 | modify | 227 | 0.42 | 99.714 | 99.474 | 0.000 | ||
| 907 | 2013.09.05 00:34 | modify | 227 | 0.42 | 99.714 | 99.474 | 99.884 | ||
| 908 | 2013.09.05 04:58 | t/p | 227 | 0.42 | 99.884 | 99.474 | 99.884 | 7137.49 | 1112046.55 |
| 909 | 2013.09.05 19:19 | buy | 228 | 0.10 | 100.080 | 0.000 | 0.000 | ||
| 910 | 2013.09.05 19:19 | modify | 228 | 0.10 | 100.080 | 99.840 | 0.000 | ||
| 911 | 2013.09.05 19:19 | modify | 228 | 0.10 | 100.080 | 99.840 | 100.250 | ||
| 912 | 2013.09.06 01:01 | s/l | 228 | 0.10 | 99.828 | 99.840 | 100.250 | -2425.42 | 1109621.13 |
| 913 | 2013.09.09 00:21 | buy | 229 | 0.16 | 99.771 | 0.000 | 0.000 | ||
| 914 | 2013.09.09 00:21 | modify | 229 | 0.16 | 99.771 | 99.531 | 0.000 | ||
| 915 | 2013.09.09 00:21 | modify | 229 | 0.16 | 99.771 | 99.531 | 99.941 | ||
| 916 | 2013.09.09 02:09 | s/l | 229 | 0.16 | 99.531 | 99.531 | 99.941 | -3840.96 | 1105780.17 |
| 917 | 2013.09.10 12:46 | buy | 230 | 0.26 | 100.187 | 0.000 | 0.000 | ||
| 918 | 2013.09.10 12:46 | modify | 230 | 0.26 | 100.187 | 99.947 | 0.000 | ||
| 919 | 2013.09.10 12:46 | modify | 230 | 0.26 | 100.187 | 99.947 | 100.357 | ||
| 920 | 2013.09.10 13:29 | t/p | 230 | 0.26 | 100.354 | 99.947 | 100.357 | 4340.45 | 1110120.62 |
| 921 | 2013.09.10 15:35 | buy | 231 | 0.10 | 100.276 | 0.000 | 0.000 | ||
| 922 | 2013.09.10 15:35 | modify | 231 | 0.10 | 100.276 | 100.036 | 0.000 | ||
| 923 | 2013.09.10 15:35 | modify | 231 | 0.10 | 100.276 | 100.036 | 100.446 | ||
| 924 | 2013.09.10 20:48 | t/p | 231 | 0.10 | 100.442 | 100.036 | 100.446 | 1659.40 | 1111780.02 |
| 925 | 2013.09.10 23:51 | buy | 232 | 0.10 | 100.314 | 0.000 | 0.000 | ||
| 926 | 2013.09.10 23:51 | modify | 232 | 0.10 | 100.314 | 100.074 | 0.000 | ||
| 927 | 2013.09.10 23:51 | modify | 232 | 0.10 | 100.314 | 100.074 | 100.484 | ||
| 928 | 2013.09.11 01:16 | t/p | 232 | 0.10 | 100.496 | 100.074 | 100.484 | 1914.58 | 1113694.60 |
| 929 | 2013.09.11 05:37 | buy | 233 | 0.10 | 100.418 | 0.000 | 0.000 | ||
| 930 | 2013.09.11 05:37 | modify | 233 | 0.10 | 100.418 | 100.178 | 0.000 | ||
| 931 | 2013.09.11 05:37 | modify | 233 | 0.10 | 100.418 | 100.178 | 100.588 | ||
| 932 | 2013.09.11 08:11 | s/l | 233 | 0.10 | 100.165 | 100.178 | 100.588 | -2530.60 | 1111164.00 |
| 933 | 2013.09.13 02:50 | buy | 234 | 0.16 | 99.672 | 0.000 | 0.000 | ||
| 934 | 2013.09.13 02:50 | modify | 234 | 0.16 | 99.672 | 99.432 | 0.000 | ||
| 935 | 2013.09.13 02:50 | modify | 234 | 0.16 | 99.672 | 99.432 | 99.842 | ||
| 936 | 2013.09.13 05:16 | close | 234 | 0.16 | 99.820 | 99.432 | 99.842 | 2367.04 | 1113531.04 |
| 937 | 2013.09.13 06:50 | buy | 235 | 0.10 | 99.717 | 0.000 | 0.000 | ||
| 938 | 2013.09.13 06:50 | modify | 235 | 0.10 | 99.717 | 99.477 | 0.000 | ||
| 939 | 2013.09.13 06:50 | modify | 235 | 0.10 | 99.717 | 99.477 | 99.887 | ||
| 940 | 2013.09.13 12:30 | s/l | 235 | 0.10 | 99.412 | 99.477 | 99.887 | -3050.60 | 1110480.44 |
| 941 | 2013.09.16 19:44 | buy | 236 | 0.16 | 99.075 | 0.000 | 0.000 | ||
| 942 | 2013.09.16 19:44 | modify | 236 | 0.16 | 99.075 | 98.835 | 0.000 | ||
| 943 | 2013.09.16 19:44 | modify | 236 | 0.16 | 99.075 | 98.835 | 99.245 | ||
| 944 | 2013.09.17 01:26 | t/p | 236 | 0.16 | 99.251 | 98.835 | 99.245 | 2967.34 | 1113447.78 |
| 945 | 2013.09.17 04:41 | buy | 237 | 0.10 | 99.228 | 0.000 | 0.000 | ||
| 946 | 2013.09.17 04:41 | modify | 237 | 0.10 | 99.228 | 98.988 | 0.000 | ||
| 947 | 2013.09.17 04:41 | modify | 237 | 0.10 | 99.228 | 98.988 | 99.398 | ||
| 948 | 2013.09.18 00:57 | close | 237 | 0.10 | 99.235 | 98.988 | 99.398 | 164.58 | 1113612.36 |
| 949 | 2013.09.18 03:18 | buy | 238 | 0.10 | 99.231 | 0.000 | 0.000 | ||
| 950 | 2013.09.18 03:18 | modify | 238 | 0.10 | 99.231 | 98.991 | 0.000 | ||
| 951 | 2013.09.18 03:18 | modify | 238 | 0.10 | 99.231 | 98.991 | 99.401 | ||
| 952 | 2013.09.18 08:17 | s/l | 238 | 0.10 | 98.998 | 98.991 | 99.401 | -2330.60 | 1111281.76 |
| 953 | 2013.09.19 15:34 | buy | 239 | 0.16 | 99.346 | 0.000 | 0.000 | ||
| 954 | 2013.09.19 15:34 | modify | 239 | 0.16 | 99.346 | 99.106 | 0.000 | ||
| 955 | 2013.09.19 15:34 | modify | 239 | 0.16 | 99.346 | 99.106 | 99.516 | ||
| 956 | 2013.09.19 16:41 | t/p | 239 | 0.16 | 99.517 | 99.106 | 99.516 | 2735.04 | 1114016.80 |
| 957 | 2013.09.19 17:22 | buy | 240 | 0.10 | 99.358 | 0.000 | 0.000 | ||
| 958 | 2013.09.19 17:22 | modify | 240 | 0.10 | 99.358 | 99.118 | 0.000 | ||
| 959 | 2013.09.19 17:22 | modify | 240 | 0.10 | 99.358 | 99.118 | 99.528 | ||
| 960 | 2013.09.19 20:32 | t/p | 240 | 0.10 | 99.527 | 99.118 | 99.528 | 1689.40 | 1115706.20 |
| 961 | 2013.09.19 22:31 | buy | 241 | 0.10 | 99.366 | 0.000 | 0.000 | ||
| 962 | 2013.09.19 22:31 | modify | 241 | 0.10 | 99.366 | 99.126 | 0.000 | ||
| 963 | 2013.09.19 22:31 | modify | 241 | 0.10 | 99.366 | 99.126 | 99.536 | ||
| 964 | 2013.09.20 00:52 | t/p | 241 | 0.10 | 99.534 | 99.126 | 99.536 | 1774.58 | 1117480.79 |
| 965 | 2013.09.20 02:09 | buy | 242 | 0.10 | 99.368 | 0.000 | 0.000 | ||
| 966 | 2013.09.20 02:09 | modify | 242 | 0.10 | 99.368 | 99.128 | 0.000 | ||
| 967 | 2013.09.20 02:09 | modify | 242 | 0.10 | 99.368 | 99.128 | 99.538 | ||
| 968 | 2013.09.20 12:02 | t/p | 242 | 0.10 | 99.541 | 99.128 | 99.538 | 1729.40 | 1119210.19 |
| 969 | 2013.09.20 15:44 | buy | 243 | 0.10 | 99.475 | 0.000 | 0.000 | ||
| 970 | 2013.09.20 15:44 | modify | 243 | 0.10 | 99.475 | 99.235 | 0.000 | ||
| 971 | 2013.09.20 15:44 | modify | 243 | 0.10 | 99.475 | 99.235 | 99.645 | ||
| 972 | 2013.09.22 21:00 | s/l | 243 | 0.10 | 99.192 | 99.235 | 99.645 | -2830.60 | 1116379.59 |
| 973 | 2013.09.26 04:19 | buy | 244 | 0.16 | 98.788 | 0.000 | 0.000 | ||
| 974 | 2013.09.26 04:19 | modify | 244 | 0.16 | 98.788 | 98.548 | 0.000 | ||
| 975 | 2013.09.26 04:19 | modify | 244 | 0.16 | 98.788 | 98.548 | 98.958 | ||
| 976 | 2013.09.26 06:01 | t/p | 244 | 0.16 | 98.956 | 98.548 | 98.958 | 2687.04 | 1119066.63 |
| 977 | 2013.09.26 08:48 | buy | 245 | 0.10 | 98.826 | 0.000 | 0.000 | ||
| 978 | 2013.09.26 08:48 | modify | 245 | 0.10 | 98.826 | 98.586 | 0.000 | ||
| 979 | 2013.09.26 08:48 | modify | 245 | 0.10 | 98.826 | 98.586 | 98.996 | ||
| 980 | 2013.09.26 09:02 | s/l | 245 | 0.10 | 98.581 | 98.586 | 98.996 | -2450.60 | 1116616.03 |
| 981 | 2013.09.26 17:27 | buy | 246 | 0.16 | 98.921 | 0.000 | 0.000 | ||
| 982 | 2013.09.26 17:27 | modify | 246 | 0.16 | 98.921 | 98.681 | 0.000 | ||
| 983 | 2013.09.26 17:27 | modify | 246 | 0.16 | 98.921 | 98.681 | 99.091 | ||
| 984 | 2013.09.26 20:58 | close | 246 | 0.16 | 99.029 | 98.681 | 99.091 | 1727.04 | 1118343.07 |
| 985 | 2013.10.01 00:40 | buy | 247 | 0.10 | 98.260 | 0.000 | 0.000 | ||
| 986 | 2013.10.01 00:40 | modify | 247 | 0.10 | 98.260 | 98.020 | 0.000 | ||
| 987 | 2013.10.01 00:40 | modify | 247 | 0.10 | 98.260 | 98.020 | 98.430 | ||
| 988 | 2013.10.01 01:06 | t/p | 247 | 0.10 | 98.421 | 98.020 | 98.430 | 1609.40 | 1119952.47 |
| 989 | 2013.10.01 03:02 | buy | 248 | 0.10 | 98.341 | 0.000 | 0.000 | ||
| 990 | 2013.10.01 03:02 | modify | 248 | 0.10 | 98.341 | 98.101 | 0.000 | ||
| 991 | 2013.10.01 03:02 | modify | 248 | 0.10 | 98.341 | 98.101 | 98.511 | ||
| 992 | 2013.10.01 04:17 | t/p | 248 | 0.10 | 98.520 | 98.101 | 98.511 | 1789.40 | 1121741.87 |
| 993 | 2013.10.03 06:19 | buy | 249 | 0.10 | 97.622 | 0.000 | 0.000 | ||
| 994 | 2013.10.03 06:19 | modify | 249 | 0.10 | 97.622 | 97.382 | 0.000 | ||
| 995 | 2013.10.03 06:19 | modify | 249 | 0.10 | 97.622 | 97.382 | 97.792 | ||
| 996 | 2013.10.03 07:26 | t/p | 249 | 0.10 | 97.788 | 97.382 | 97.792 | 1659.40 | 1123401.27 |
| 997 | 2013.10.03 09:51 | buy | 250 | 0.10 | 97.747 | 0.000 | 0.000 | ||
| 998 | 2013.10.03 09:51 | modify | 250 | 0.10 | 97.747 | 97.507 | 0.000 | ||
| 999 | 2013.10.03 09:51 | modify | 250 | 0.10 | 97.747 | 97.507 | 97.917 | ||
| 1000 | 2013.10.03 14:00 | s/l | 250 | 0.10 | 97.482 | 97.507 | 97.917 | -2650.60 | 1120750.67 |
| 1001 | 2013.10.08 08:56 | buy | 251 | 0.16 | 97.034 | 0.000 | 0.000 | ||
| 1002 | 2013.10.08 08:56 | modify | 251 | 0.16 | 97.034 | 96.794 | 0.000 | ||
| 1003 | 2013.10.08 08:56 | modify | 251 | 0.16 | 97.034 | 96.794 | 97.204 | ||
| 1004 | 2013.10.08 12:09 | t/p | 251 | 0.16 | 97.216 | 96.794 | 97.204 | 2911.04 | 1123661.71 |
| 1005 | 2013.10.09 07:06 | buy | 252 | 0.10 | 97.322 | 0.000 | 0.000 | ||
| 1006 | 2013.10.09 07:06 | modify | 252 | 0.10 | 97.322 | 97.082 | 0.000 | ||
| 1007 | 2013.10.09 07:06 | modify | 252 | 0.10 | 97.322 | 97.082 | 97.492 | ||
| 1008 | 2013.10.09 18:01 | close | 252 | 0.10 | 97.417 | 97.082 | 97.492 | 949.40 | 1124611.11 |
| 1009 | 2013.10.10 06:54 | buy | 253 | 0.10 | 97.689 | 0.000 | 0.000 | ||
| 1010 | 2013.10.10 06:54 | modify | 253 | 0.10 | 97.689 | 97.449 | 0.000 | ||
| 1011 | 2013.10.10 06:54 | modify | 253 | 0.10 | 97.689 | 97.449 | 97.859 | ||
| 1012 | 2013.10.10 08:44 | close | 253 | 0.10 | 97.832 | 97.449 | 97.859 | 1429.40 | 1126040.51 |
| 1013 | 2013.10.10 11:10 | buy | 254 | 0.10 | 97.782 | 0.000 | 0.000 | ||
| 1014 | 2013.10.10 11:10 | modify | 254 | 0.10 | 97.782 | 97.542 | 0.000 | ||
| 1015 | 2013.10.10 11:10 | modify | 254 | 0.10 | 97.782 | 97.542 | 97.952 | ||
| 1016 | 2013.10.10 12:50 | t/p | 254 | 0.10 | 97.961 | 97.542 | 97.952 | 1789.40 | 1127829.91 |
| 1017 | 2013.10.10 15:04 | buy | 255 | 0.10 | 98.012 | 0.000 | 0.000 | ||
| 1018 | 2013.10.10 15:04 | modify | 255 | 0.10 | 98.012 | 97.772 | 0.000 | ||
| 1019 | 2013.10.10 15:04 | modify | 255 | 0.10 | 98.012 | 97.772 | 98.182 | ||
| 1020 | 2013.10.10 18:12 | t/p | 255 | 0.10 | 98.176 | 97.772 | 98.182 | 1639.40 | 1129469.31 |
| 1021 | 2013.10.10 20:55 | buy | 256 | 0.10 | 98.155 | 0.000 | 0.000 | ||
| 1022 | 2013.10.10 20:55 | modify | 256 | 0.10 | 98.155 | 97.915 | 0.000 | ||
| 1023 | 2013.10.10 20:55 | modify | 256 | 0.10 | 98.155 | 97.915 | 98.325 | ||
| 1024 | 2013.10.10 21:47 | t/p | 256 | 0.10 | 98.338 | 97.915 | 98.325 | 1829.40 | 1131298.71 |
| 1025 | 2013.10.10 22:14 | buy | 257 | 0.10 | 98.130 | 0.000 | 0.000 | ||
| 1026 | 2013.10.10 22:14 | modify | 257 | 0.10 | 98.130 | 97.890 | 0.000 | ||
| 1027 | 2013.10.10 22:14 | modify | 257 | 0.10 | 98.130 | 97.890 | 98.300 | ||
| 1028 | 2013.10.11 00:07 | t/p | 257 | 0.10 | 98.290 | 97.890 | 98.300 | 1694.58 | 1132993.29 |
| 1029 | 2013.10.11 04:28 | buy | 258 | 0.10 | 98.422 | 0.000 | 0.000 | ||
| 1030 | 2013.10.11 04:28 | modify | 258 | 0.10 | 98.422 | 98.182 | 0.000 | ||
| 1031 | 2013.10.11 04:28 | modify | 258 | 0.10 | 98.422 | 98.182 | 98.592 | ||
| 1032 | 2013.10.11 16:20 | close | 258 | 0.10 | 98.493 | 98.182 | 98.592 | 709.40 | 1133702.69 |
| 1033 | 2013.10.15 00:03 | buy | 259 | 0.10 | 98.622 | 0.000 | 0.000 | ||
| 1034 | 2013.10.15 00:03 | modify | 259 | 0.10 | 98.622 | 98.382 | 0.000 | ||
| 1035 | 2013.10.15 00:03 | modify | 259 | 0.10 | 98.622 | 98.382 | 98.792 | ||
| 1036 | 2013.10.15 07:01 | s/l | 259 | 0.10 | 98.372 | 98.382 | 98.792 | -2500.60 | 1131202.09 |
| 1037 | 2013.10.15 11:23 | buy | 260 | 0.16 | 98.560 | 0.000 | 0.000 | ||
| 1038 | 2013.10.15 11:23 | modify | 260 | 0.16 | 98.560 | 98.320 | 0.000 | ||
| 1039 | 2013.10.15 11:23 | modify | 260 | 0.16 | 98.560 | 98.320 | 98.730 | ||
| 1040 | 2013.10.15 18:29 | s/l | 260 | 0.16 | 98.321 | 98.320 | 98.730 | -3824.96 | 1127377.13 |
| 1041 | 2013.10.16 17:21 | buy | 261 | 0.26 | 98.791 | 0.000 | 0.000 | ||
| 1042 | 2013.10.16 17:21 | modify | 261 | 0.26 | 98.791 | 98.551 | 0.000 | ||
| 1043 | 2013.10.16 17:21 | modify | 261 | 0.26 | 98.791 | 98.551 | 98.961 | ||
| 1044 | 2013.10.16 22:57 | close | 261 | 0.26 | 98.894 | 98.551 | 98.961 | 2676.45 | 1130053.58 |
| 1045 | 2013.10.21 14:20 | buy | 262 | 0.10 | 98.122 | 0.000 | 0.000 | ||
| 1046 | 2013.10.21 14:20 | modify | 262 | 0.10 | 98.122 | 97.882 | 0.000 | ||
| 1047 | 2013.10.21 14:20 | modify | 262 | 0.10 | 98.122 | 97.882 | 98.292 | ||
| 1048 | 2013.10.22 02:12 | t/p | 262 | 0.10 | 98.284 | 97.882 | 98.292 | 1714.58 | 1131768.17 |
| 1049 | 2013.10.25 17:20 | buy | 263 | 0.10 | 97.375 | 0.000 | 0.000 | ||
| 1050 | 2013.10.25 17:20 | modify | 263 | 0.10 | 97.375 | 97.135 | 0.000 | ||