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 |
| 10501 | 2022.11.03 00:27 | buy | 2626 | 0.26 | 147.783 | 0.000 | 0.000 | ||
| 10502 | 2022.11.03 00:27 | modify | 2626 | 0.26 | 147.783 | 147.543 | 0.000 | ||
| 10503 | 2022.11.03 00:27 | modify | 2626 | 0.26 | 147.783 | 147.543 | 147.953 | ||
| 10504 | 2022.11.03 00:50 | s/l | 2626 | 0.26 | 147.534 | 147.543 | 147.953 | -6475.55 | 1903632.93 |
| 10505 | 2022.11.03 12:06 | buy | 2627 | 0.42 | 148.124 | 0.000 | 0.000 | ||
| 10506 | 2022.11.03 12:06 | modify | 2627 | 0.42 | 148.124 | 147.884 | 0.000 | ||
| 10507 | 2022.11.03 12:06 | modify | 2627 | 0.42 | 148.124 | 147.884 | 148.294 | ||
| 10508 | 2022.11.03 12:33 | t/p | 2627 | 0.42 | 148.294 | 147.884 | 148.294 | 7137.49 | 1910770.42 |
| 10509 | 2022.11.03 13:35 | buy | 2628 | 0.10 | 148.104 | 0.000 | 0.000 | ||
| 10510 | 2022.11.03 13:35 | modify | 2628 | 0.10 | 148.104 | 147.864 | 0.000 | ||
| 10511 | 2022.11.03 13:35 | modify | 2628 | 0.10 | 148.104 | 147.864 | 148.274 | ||
| 10512 | 2022.11.03 14:00 | s/l | 2628 | 0.10 | 147.830 | 147.864 | 148.274 | -2740.60 | 1908029.82 |
| 10513 | 2022.11.09 15:10 | buy | 2629 | 0.16 | 145.964 | 0.000 | 0.000 | ||
| 10514 | 2022.11.09 15:10 | modify | 2629 | 0.16 | 145.964 | 145.724 | 0.000 | ||
| 10515 | 2022.11.09 15:10 | modify | 2629 | 0.16 | 145.964 | 145.724 | 146.134 | ||
| 10516 | 2022.11.09 15:27 | t/p | 2629 | 0.16 | 146.146 | 145.724 | 146.134 | 2911.04 | 1910940.86 |
| 10517 | 2022.11.09 16:16 | buy | 2630 | 0.10 | 146.021 | 0.000 | 0.000 | ||
| 10518 | 2022.11.09 16:16 | modify | 2630 | 0.10 | 146.021 | 145.781 | 0.000 | ||
| 10519 | 2022.11.09 16:16 | modify | 2630 | 0.10 | 146.021 | 145.781 | 146.191 | ||
| 10520 | 2022.11.09 17:23 | t/p | 2630 | 0.10 | 146.182 | 145.781 | 146.191 | 1609.40 | 1912550.26 |
| 10521 | 2022.11.09 21:09 | buy | 2631 | 0.10 | 146.457 | 0.000 | 0.000 | ||
| 10522 | 2022.11.09 21:09 | modify | 2631 | 0.10 | 146.457 | 146.217 | 0.000 | ||
| 10523 | 2022.11.09 21:09 | modify | 2631 | 0.10 | 146.457 | 146.217 | 146.627 | ||
| 10524 | 2022.11.09 23:55 | s/l | 2631 | 0.10 | 146.226 | 146.217 | 146.627 | -2310.60 | 1910239.66 |
| 10525 | 2022.11.14 12:28 | buy | 2632 | 0.16 | 140.353 | 0.000 | 0.000 | ||
| 10526 | 2022.11.14 12:28 | modify | 2632 | 0.16 | 140.353 | 140.113 | 0.000 | ||
| 10527 | 2022.11.14 12:28 | modify | 2632 | 0.16 | 140.353 | 140.113 | 140.523 | ||
| 10528 | 2022.11.14 13:20 | s/l | 2632 | 0.16 | 140.111 | 140.113 | 140.523 | -3872.96 | 1906366.70 |
| 10529 | 2022.11.14 13:21 | buy | 2633 | 0.26 | 140.127 | 0.000 | 0.000 | ||
| 10530 | 2022.11.14 13:21 | modify | 2633 | 0.26 | 140.127 | 139.887 | 0.000 | ||
| 10531 | 2022.11.14 13:21 | modify | 2633 | 0.26 | 140.127 | 139.887 | 140.297 | ||
| 10532 | 2022.11.14 13:25 | t/p | 2633 | 0.26 | 140.306 | 139.887 | 140.297 | 4652.45 | 1911019.15 |
| 10533 | 2022.11.14 15:52 | buy | 2634 | 0.10 | 140.335 | 0.000 | 0.000 | ||
| 10534 | 2022.11.14 15:52 | modify | 2634 | 0.10 | 140.335 | 140.095 | 0.000 | ||
| 10535 | 2022.11.14 15:52 | modify | 2634 | 0.10 | 140.335 | 140.095 | 140.505 | ||
| 10536 | 2022.11.14 18:22 | s/l | 2634 | 0.10 | 140.082 | 140.095 | 140.505 | -2530.60 | 1908488.55 |
| 10537 | 2022.11.16 05:09 | buy | 2635 | 0.16 | 139.885 | 0.000 | 0.000 | ||
| 10538 | 2022.11.16 05:09 | modify | 2635 | 0.16 | 139.885 | 139.645 | 0.000 | ||
| 10539 | 2022.11.16 05:09 | modify | 2635 | 0.16 | 139.885 | 139.645 | 140.055 | ||
| 10540 | 2022.11.16 06:01 | s/l | 2635 | 0.16 | 139.645 | 139.645 | 140.055 | -3840.96 | 1904647.59 |
| 10541 | 2022.11.16 06:03 | buy | 2636 | 0.26 | 139.751 | 0.000 | 0.000 | ||
| 10542 | 2022.11.16 06:03 | modify | 2636 | 0.26 | 139.751 | 139.511 | 0.000 | ||
| 10543 | 2022.11.16 06:03 | modify | 2636 | 0.26 | 139.751 | 139.511 | 139.921 | ||
| 10544 | 2022.11.16 06:20 | t/p | 2636 | 0.26 | 139.925 | 139.511 | 139.921 | 4522.45 | 1909170.04 |
| 10545 | 2022.11.20 23:09 | buy | 2637 | 0.10 | 140.295 | 0.000 | 0.000 | ||
| 10546 | 2022.11.20 23:09 | modify | 2637 | 0.10 | 140.295 | 140.055 | 0.000 | ||
| 10547 | 2022.11.20 23:09 | modify | 2637 | 0.10 | 140.295 | 140.055 | 140.465 | ||
| 10548 | 2022.11.21 01:30 | t/p | 2637 | 0.10 | 140.470 | 140.055 | 140.465 | 1844.58 | 1911014.63 |
| 10549 | 2022.11.21 13:19 | buy | 2638 | 0.10 | 141.708 | 0.000 | 0.000 | ||
| 10550 | 2022.11.21 13:19 | modify | 2638 | 0.10 | 141.708 | 141.468 | 0.000 | ||
| 10551 | 2022.11.21 13:19 | modify | 2638 | 0.10 | 141.708 | 141.468 | 141.878 | ||
| 10552 | 2022.11.21 14:24 | s/l | 2638 | 0.10 | 141.471 | 141.468 | 141.878 | -2370.60 | 1908644.03 |
| 10553 | 2022.11.21 14:25 | buy | 2639 | 0.16 | 141.422 | 0.000 | 0.000 | ||
| 10554 | 2022.11.21 14:25 | modify | 2639 | 0.16 | 141.422 | 141.182 | 0.000 | ||
| 10555 | 2022.11.21 14:25 | modify | 2639 | 0.16 | 141.422 | 141.182 | 141.592 | ||
| 10556 | 2022.11.21 15:05 | t/p | 2639 | 0.16 | 141.595 | 141.182 | 141.592 | 2767.04 | 1911411.07 |
| 10557 | 2022.11.22 00:13 | buy | 2640 | 0.10 | 141.959 | 0.000 | 0.000 | ||
| 10558 | 2022.11.22 00:13 | modify | 2640 | 0.10 | 141.959 | 141.719 | 0.000 | ||
| 10559 | 2022.11.22 00:13 | modify | 2640 | 0.10 | 141.959 | 141.719 | 142.129 | ||
| 10560 | 2022.11.22 02:07 | s/l | 2640 | 0.10 | 141.726 | 141.719 | 142.129 | -2330.60 | 1909080.47 |
| 10561 | 2022.11.25 12:47 | buy | 2641 | 0.16 | 139.244 | 0.000 | 0.000 | ||
| 10562 | 2022.11.25 12:47 | modify | 2641 | 0.16 | 139.244 | 139.004 | 0.000 | ||
| 10563 | 2022.11.25 12:47 | modify | 2641 | 0.16 | 139.244 | 139.004 | 139.414 | ||
| 10564 | 2022.11.25 13:09 | t/p | 2641 | 0.16 | 139.429 | 139.004 | 139.414 | 2959.04 | 1912039.51 |
| 10565 | 2022.11.25 16:03 | buy | 2642 | 0.10 | 139.215 | 0.000 | 0.000 | ||
| 10566 | 2022.11.25 16:03 | modify | 2642 | 0.10 | 139.215 | 138.975 | 0.000 | ||
| 10567 | 2022.11.25 16:03 | modify | 2642 | 0.10 | 139.215 | 138.975 | 139.385 | ||
| 10568 | 2022.11.25 21:37 | close | 2642 | 0.10 | 139.204 | 138.975 | 139.385 | -110.60 | 1911928.91 |
| 10569 | 2022.11.28 23:19 | buy | 2643 | 0.16 | 138.799 | 0.000 | 0.000 | ||
| 10570 | 2022.11.28 23:19 | modify | 2643 | 0.16 | 138.799 | 138.559 | 0.000 | ||
| 10571 | 2022.11.28 23:19 | modify | 2643 | 0.16 | 138.799 | 138.559 | 138.969 | ||
| 10572 | 2022.11.29 00:18 | s/l | 2643 | 0.16 | 138.549 | 138.559 | 138.969 | -3848.66 | 1908080.24 |
| 10573 | 2022.11.30 11:48 | buy | 2644 | 0.26 | 138.753 | 0.000 | 0.000 | ||
| 10574 | 2022.11.30 11:48 | modify | 2644 | 0.26 | 138.753 | 138.513 | 0.000 | ||
| 10575 | 2022.11.30 11:48 | modify | 2644 | 0.26 | 138.753 | 138.513 | 138.923 | ||
| 10576 | 2022.11.30 12:08 | s/l | 2644 | 0.26 | 138.513 | 138.513 | 138.923 | -6241.55 | 1901838.69 |
| 10577 | 2022.11.30 17:14 | buy | 2645 | 0.42 | 139.200 | 0.000 | 0.000 | ||
| 10578 | 2022.11.30 17:14 | modify | 2645 | 0.42 | 139.200 | 138.960 | 0.000 | ||
| 10579 | 2022.11.30 17:14 | modify | 2645 | 0.42 | 139.200 | 138.960 | 139.370 | ||
| 10580 | 2022.11.30 17:36 | t/p | 2645 | 0.42 | 139.372 | 138.960 | 139.370 | 7221.49 | 1909060.18 |
| 10581 | 2022.12.02 16:41 | buy | 2646 | 0.10 | 135.153 | 0.000 | 0.000 | ||
| 10582 | 2022.12.02 16:41 | modify | 2646 | 0.10 | 135.153 | 134.913 | 0.000 | ||
| 10583 | 2022.12.02 16:41 | modify | 2646 | 0.10 | 135.153 | 134.913 | 135.323 | ||
| 10584 | 2022.12.02 16:46 | s/l | 2646 | 0.10 | 134.910 | 134.913 | 135.323 | -2430.60 | 1906629.58 |
| 10585 | 2022.12.05 12:03 | buy | 2647 | 0.16 | 135.222 | 0.000 | 0.000 | ||
| 10586 | 2022.12.05 12:03 | modify | 2647 | 0.16 | 135.222 | 134.982 | 0.000 | ||
| 10587 | 2022.12.05 12:03 | modify | 2647 | 0.16 | 135.222 | 134.982 | 135.392 | ||
| 10588 | 2022.12.05 13:45 | t/p | 2647 | 0.16 | 135.384 | 134.982 | 135.392 | 2591.04 | 1909220.62 |
| 10589 | 2022.12.06 00:00 | buy | 2648 | 0.10 | 136.586 | 0.000 | 0.000 | ||
| 10590 | 2022.12.06 00:00 | modify | 2648 | 0.10 | 136.586 | 136.346 | 0.000 | ||
| 10591 | 2022.12.06 00:00 | modify | 2648 | 0.10 | 136.586 | 136.346 | 136.756 | ||
| 10592 | 2022.12.06 00:24 | s/l | 2648 | 0.10 | 136.346 | 136.346 | 136.756 | -2400.60 | 1906820.02 |
| 10593 | 2022.12.06 00:26 | buy | 2649 | 0.16 | 136.372 | 0.000 | 0.000 | ||
| 10594 | 2022.12.06 00:26 | modify | 2649 | 0.16 | 136.372 | 136.132 | 0.000 | ||
| 10595 | 2022.12.06 00:26 | modify | 2649 | 0.16 | 136.372 | 136.132 | 136.542 | ||
| 10596 | 2022.12.06 01:00 | t/p | 2649 | 0.16 | 136.545 | 136.132 | 136.542 | 2767.04 | 1909587.06 |
| 10597 | 2022.12.06 01:24 | buy | 2650 | 0.10 | 136.393 | 0.000 | 0.000 | ||
| 10598 | 2022.12.06 01:24 | modify | 2650 | 0.10 | 136.393 | 136.153 | 0.000 | ||
| 10599 | 2022.12.06 01:24 | modify | 2650 | 0.10 | 136.393 | 136.153 | 136.563 | ||
| 10600 | 2022.12.06 02:01 | t/p | 2650 | 0.10 | 136.571 | 136.153 | 136.563 | 1779.40 | 1911366.46 |
| 10601 | 2022.12.06 04:22 | buy | 2651 | 0.10 | 136.749 | 0.000 | 0.000 | ||
| 10602 | 2022.12.06 04:22 | modify | 2651 | 0.10 | 136.749 | 136.509 | 0.000 | ||
| 10603 | 2022.12.06 04:22 | modify | 2651 | 0.10 | 136.749 | 136.509 | 136.919 | ||
| 10604 | 2022.12.06 04:32 | t/p | 2651 | 0.10 | 136.918 | 136.509 | 136.919 | 1689.40 | 1913055.86 |
| 10605 | 2022.12.06 07:56 | buy | 2652 | 0.10 | 136.958 | 0.000 | 0.000 | ||
| 10606 | 2022.12.06 07:56 | modify | 2652 | 0.10 | 136.958 | 136.718 | 0.000 | ||
| 10607 | 2022.12.06 07:56 | modify | 2652 | 0.10 | 136.958 | 136.718 | 137.128 | ||
| 10608 | 2022.12.06 08:04 | s/l | 2652 | 0.10 | 136.722 | 136.718 | 137.128 | -2360.60 | 1910695.26 |
| 10609 | 2022.12.06 08:08 | buy | 2653 | 0.16 | 136.846 | 0.000 | 0.000 | ||
| 10610 | 2022.12.06 08:08 | modify | 2653 | 0.16 | 136.846 | 136.606 | 0.000 | ||
| 10611 | 2022.12.06 08:08 | modify | 2653 | 0.16 | 136.846 | 136.606 | 137.016 | ||
| 10612 | 2022.12.06 08:41 | s/l | 2653 | 0.16 | 136.609 | 136.606 | 137.016 | -3792.96 | 1906902.30 |
| 10613 | 2022.12.06 23:09 | buy | 2654 | 0.26 | 136.916 | 0.000 | 0.000 | ||
| 10614 | 2022.12.06 23:09 | modify | 2654 | 0.26 | 136.916 | 136.676 | 0.000 | ||
| 10615 | 2022.12.06 23:09 | modify | 2654 | 0.26 | 136.916 | 136.676 | 137.086 | ||
| 10616 | 2022.12.07 00:46 | t/p | 2654 | 0.26 | 137.080 | 136.676 | 137.086 | 4509.93 | 1911412.23 |
| 10617 | 2022.12.08 06:15 | buy | 2655 | 0.10 | 136.913 | 0.000 | 0.000 | ||
| 10618 | 2022.12.08 06:15 | modify | 2655 | 0.10 | 136.913 | 136.673 | 0.000 | ||
| 10619 | 2022.12.08 06:15 | modify | 2655 | 0.10 | 136.913 | 136.673 | 137.083 | ||
| 10620 | 2022.12.08 06:43 | s/l | 2655 | 0.10 | 136.674 | 136.673 | 137.083 | -2390.60 | 1909021.63 |
| 10621 | 2022.12.09 16:32 | buy | 2656 | 0.16 | 136.340 | 0.000 | 0.000 | ||
| 10622 | 2022.12.09 16:32 | modify | 2656 | 0.16 | 136.340 | 136.100 | 0.000 | ||
| 10623 | 2022.12.09 16:32 | modify | 2656 | 0.16 | 136.340 | 136.100 | 136.510 | ||
| 10624 | 2022.12.09 17:58 | t/p | 2656 | 0.16 | 136.512 | 136.100 | 136.510 | 2751.04 | 1911772.67 |
| 10625 | 2022.12.12 06:46 | buy | 2657 | 0.10 | 136.899 | 0.000 | 0.000 | ||
| 10626 | 2022.12.12 06:46 | modify | 2657 | 0.10 | 136.899 | 136.659 | 0.000 | ||
| 10627 | 2022.12.12 06:46 | modify | 2657 | 0.10 | 136.899 | 136.659 | 137.069 | ||
| 10628 | 2022.12.12 07:58 | s/l | 2657 | 0.10 | 136.669 | 136.659 | 137.069 | -2300.60 | 1909472.07 |
| 10629 | 2022.12.12 14:12 | buy | 2658 | 0.16 | 136.921 | 0.000 | 0.000 | ||
| 10630 | 2022.12.12 14:12 | modify | 2658 | 0.16 | 136.921 | 136.681 | 0.000 | ||
| 10631 | 2022.12.12 14:12 | modify | 2658 | 0.16 | 136.921 | 136.681 | 137.091 | ||
| 10632 | 2022.12.12 14:42 | t/p | 2658 | 0.16 | 137.091 | 136.681 | 137.091 | 2719.04 | 1912191.11 |
| 10633 | 2022.12.12 20:25 | buy | 2659 | 0.10 | 137.683 | 0.000 | 0.000 | ||
| 10634 | 2022.12.12 20:25 | modify | 2659 | 0.10 | 137.683 | 137.443 | 0.000 | ||
| 10635 | 2022.12.12 20:25 | modify | 2659 | 0.10 | 137.683 | 137.443 | 137.853 | ||
| 10636 | 2022.12.12 22:59 | s/l | 2659 | 0.10 | 137.434 | 137.443 | 137.853 | -2490.60 | 1909700.51 |
| 10637 | 2022.12.12 23:01 | buy | 2660 | 0.16 | 137.576 | 0.000 | 0.000 | ||
| 10638 | 2022.12.12 23:01 | modify | 2660 | 0.16 | 137.576 | 137.336 | 0.000 | ||
| 10639 | 2022.12.12 23:01 | modify | 2660 | 0.16 | 137.576 | 137.336 | 137.746 | ||
| 10640 | 2022.12.13 00:26 | t/p | 2660 | 0.16 | 137.739 | 137.336 | 137.746 | 2759.34 | 1912459.85 |
| 10641 | 2022.12.13 02:42 | buy | 2661 | 0.10 | 137.605 | 0.000 | 0.000 | ||
| 10642 | 2022.12.13 02:42 | modify | 2661 | 0.10 | 137.605 | 137.365 | 0.000 | ||
| 10643 | 2022.12.13 02:42 | modify | 2661 | 0.10 | 137.605 | 137.365 | 137.775 | ||
| 10644 | 2022.12.13 04:19 | t/p | 2661 | 0.10 | 137.785 | 137.365 | 137.775 | 1799.40 | 1914259.25 |
| 10645 | 2022.12.16 00:03 | buy | 2662 | 0.10 | 137.670 | 0.000 | 0.000 | ||
| 10646 | 2022.12.16 00:03 | modify | 2662 | 0.10 | 137.670 | 137.430 | 0.000 | ||
| 10647 | 2022.12.16 00:03 | modify | 2662 | 0.10 | 137.670 | 137.430 | 137.840 | ||
| 10648 | 2022.12.16 01:18 | s/l | 2662 | 0.10 | 137.429 | 137.430 | 137.840 | -2410.60 | 1911848.65 |
| 10649 | 2022.12.19 17:52 | buy | 2663 | 0.16 | 136.767 | 0.000 | 0.000 | ||
| 10650 | 2022.12.19 17:52 | modify | 2663 | 0.16 | 136.767 | 136.527 | 0.000 | ||