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 |
| 10651 | 2022.12.19 17:52 | modify | 2663 | 0.16 | 136.767 | 136.527 | 136.937 | ||
| 10652 | 2022.12.19 19:23 | t/p | 2663 | 0.16 | 136.931 | 136.527 | 136.937 | 2623.04 | 1914471.69 |
| 10653 | 2022.12.19 21:58 | buy | 2664 | 0.10 | 136.926 | 0.000 | 0.000 | ||
| 10654 | 2022.12.19 21:58 | modify | 2664 | 0.10 | 136.926 | 136.686 | 0.000 | ||
| 10655 | 2022.12.19 21:58 | modify | 2664 | 0.10 | 136.926 | 136.686 | 137.096 | ||
| 10656 | 2022.12.20 00:04 | t/p | 2664 | 0.10 | 137.107 | 136.686 | 137.096 | 1904.58 | 1916376.27 |
| 10657 | 2022.12.21 19:03 | buy | 2665 | 0.10 | 132.178 | 0.000 | 0.000 | ||
| 10658 | 2022.12.21 19:03 | modify | 2665 | 0.10 | 132.178 | 131.938 | 0.000 | ||
| 10659 | 2022.12.21 19:03 | modify | 2665 | 0.10 | 132.178 | 131.938 | 132.348 | ||
| 10660 | 2022.12.21 20:59 | t/p | 2665 | 0.10 | 132.345 | 131.938 | 132.348 | 1669.40 | 1918045.67 |
| 10661 | 2022.12.21 23:22 | buy | 2666 | 0.10 | 132.303 | 0.000 | 0.000 | ||
| 10662 | 2022.12.21 23:22 | modify | 2666 | 0.10 | 132.303 | 132.063 | 0.000 | ||
| 10663 | 2022.12.21 23:22 | modify | 2666 | 0.10 | 132.303 | 132.063 | 132.473 | ||
| 10664 | 2022.12.22 00:57 | s/l | 2666 | 0.10 | 132.047 | 132.063 | 132.473 | -2275.05 | 1915770.62 |
| 10665 | 2022.12.22 20:54 | buy | 2667 | 0.16 | 132.378 | 0.000 | 0.000 | ||
| 10666 | 2022.12.22 20:54 | modify | 2667 | 0.16 | 132.378 | 132.138 | 0.000 | ||
| 10667 | 2022.12.22 20:54 | modify | 2667 | 0.16 | 132.378 | 132.138 | 132.548 | ||
| 10668 | 2022.12.23 00:50 | t/p | 2667 | 0.16 | 132.542 | 132.138 | 132.548 | 2775.34 | 1918545.96 |
| 10669 | 2022.12.23 06:52 | buy | 2668 | 0.10 | 132.626 | 0.000 | 0.000 | ||
| 10670 | 2022.12.23 06:52 | modify | 2668 | 0.10 | 132.626 | 132.386 | 0.000 | ||
| 10671 | 2022.12.23 06:52 | modify | 2668 | 0.10 | 132.626 | 132.386 | 132.796 | ||
| 10672 | 2022.12.23 13:31 | t/p | 2668 | 0.10 | 132.807 | 132.386 | 132.796 | 1809.40 | 1920355.36 |
| 10673 | 2022.12.23 16:18 | buy | 2669 | 0.10 | 132.815 | 0.000 | 0.000 | ||
| 10674 | 2022.12.23 16:18 | modify | 2669 | 0.10 | 132.815 | 132.575 | 0.000 | ||
| 10675 | 2022.12.23 16:18 | modify | 2669 | 0.10 | 132.815 | 132.575 | 132.985 | ||
| 10676 | 2022.12.26 00:50 | s/l | 2669 | 0.10 | 132.576 | 132.575 | 132.985 | -2295.42 | 1918059.94 |
| 10677 | 2022.12.26 13:49 | buy | 2670 | 0.16 | 133.052 | 0.000 | 0.000 | ||
| 10678 | 2022.12.26 13:49 | modify | 2670 | 0.16 | 133.052 | 132.812 | 0.000 | ||
| 10679 | 2022.12.26 13:49 | modify | 2670 | 0.16 | 133.052 | 132.812 | 133.222 | ||
| 10680 | 2022.12.26 21:57 | s/l | 2670 | 0.16 | 132.763 | 132.812 | 133.222 | -4624.96 | 1913434.98 |
| 10681 | 2022.12.27 12:19 | buy | 2671 | 0.26 | 133.199 | 0.000 | 0.000 | ||
| 10682 | 2022.12.27 12:19 | modify | 2671 | 0.26 | 133.199 | 132.959 | 0.000 | ||
| 10683 | 2022.12.27 12:19 | modify | 2671 | 0.26 | 133.199 | 132.959 | 133.369 | ||
| 10684 | 2022.12.27 13:11 | t/p | 2671 | 0.26 | 133.364 | 132.959 | 133.369 | 4288.45 | 1917723.43 |
| 10685 | 2022.12.27 15:11 | buy | 2672 | 0.10 | 133.274 | 0.000 | 0.000 | ||
| 10686 | 2022.12.27 15:11 | modify | 2672 | 0.10 | 133.274 | 133.034 | 0.000 | ||
| 10687 | 2022.12.27 15:11 | modify | 2672 | 0.10 | 133.274 | 133.034 | 133.444 | ||
| 10688 | 2022.12.27 16:26 | t/p | 2672 | 0.10 | 133.454 | 133.034 | 133.444 | 1799.40 | 1919522.83 |
| 10689 | 2022.12.27 19:10 | buy | 2673 | 0.10 | 133.329 | 0.000 | 0.000 | ||
| 10690 | 2022.12.27 19:10 | modify | 2673 | 0.10 | 133.329 | 133.089 | 0.000 | ||
| 10691 | 2022.12.27 19:10 | modify | 2673 | 0.10 | 133.329 | 133.089 | 133.499 | ||
| 10692 | 2022.12.27 19:56 | t/p | 2673 | 0.10 | 133.505 | 133.089 | 133.499 | 1759.40 | 1921282.23 |
| 10693 | 2022.12.27 21:41 | buy | 2674 | 0.10 | 133.464 | 0.000 | 0.000 | ||
| 10694 | 2022.12.27 21:41 | modify | 2674 | 0.10 | 133.464 | 133.224 | 0.000 | ||
| 10695 | 2022.12.27 21:41 | modify | 2674 | 0.10 | 133.464 | 133.224 | 133.634 | ||
| 10696 | 2022.12.28 00:21 | t/p | 2674 | 0.10 | 133.639 | 133.224 | 133.634 | 1844.58 | 1923126.82 |
| 10697 | 2022.12.28 04:47 | buy | 2675 | 0.10 | 134.004 | 0.000 | 0.000 | ||
| 10698 | 2022.12.28 04:47 | modify | 2675 | 0.10 | 134.004 | 133.764 | 0.000 | ||
| 10699 | 2022.12.28 04:47 | modify | 2675 | 0.10 | 134.004 | 133.764 | 134.174 | ||
| 10700 | 2022.12.28 09:04 | t/p | 2675 | 0.10 | 134.179 | 133.764 | 134.174 | 1749.40 | 1924876.22 |
| 10701 | 2022.12.28 10:10 | buy | 2676 | 0.10 | 133.951 | 0.000 | 0.000 | ||
| 10702 | 2022.12.28 10:10 | modify | 2676 | 0.10 | 133.951 | 133.711 | 0.000 | ||
| 10703 | 2022.12.28 10:10 | modify | 2676 | 0.10 | 133.951 | 133.711 | 134.121 | ||
| 10704 | 2022.12.28 12:06 | s/l | 2676 | 0.10 | 133.718 | 133.711 | 134.121 | -2330.60 | 1922545.62 |
| 10705 | 2022.12.28 22:53 | buy | 2677 | 0.16 | 134.351 | 0.000 | 0.000 | ||
| 10706 | 2022.12.28 22:53 | modify | 2677 | 0.16 | 134.351 | 134.111 | 0.000 | ||
| 10707 | 2022.12.28 22:53 | modify | 2677 | 0.16 | 134.351 | 134.111 | 134.521 | ||
| 10708 | 2022.12.28 23:24 | s/l | 2677 | 0.16 | 134.102 | 134.111 | 134.521 | -3984.96 | 1918560.66 |
| 10709 | 2023.01.03 13:22 | buy | 2678 | 0.26 | 130.690 | 0.000 | 0.000 | ||
| 10710 | 2023.01.03 13:22 | modify | 2678 | 0.26 | 130.690 | 130.450 | 0.000 | ||
| 10711 | 2023.01.03 13:22 | modify | 2678 | 0.26 | 130.690 | 130.450 | 130.860 | ||
| 10712 | 2023.01.03 14:32 | s/l | 2678 | 0.26 | 130.443 | 130.450 | 130.860 | -6423.55 | 1912137.11 |
| 10713 | 2023.01.03 18:18 | buy | 2679 | 0.42 | 130.695 | 0.000 | 0.000 | ||
| 10714 | 2023.01.03 18:18 | modify | 2679 | 0.42 | 130.695 | 130.455 | 0.000 | ||
| 10715 | 2023.01.03 18:18 | modify | 2679 | 0.42 | 130.695 | 130.455 | 130.865 | ||
| 10716 | 2023.01.03 20:20 | t/p | 2679 | 0.42 | 130.877 | 130.455 | 130.865 | 7641.49 | 1919778.60 |
| 10717 | 2023.01.04 00:09 | buy | 2680 | 0.10 | 130.928 | 0.000 | 0.000 | ||
| 10718 | 2023.01.04 00:09 | modify | 2680 | 0.10 | 130.928 | 130.688 | 0.000 | ||
| 10719 | 2023.01.04 00:09 | modify | 2680 | 0.10 | 130.928 | 130.688 | 131.098 | ||
| 10720 | 2023.01.04 00:28 | t/p | 2680 | 0.10 | 131.088 | 130.688 | 131.098 | 1599.40 | 1921378.00 |
| 10721 | 2023.01.04 22:51 | buy | 2681 | 0.10 | 132.484 | 0.000 | 0.000 | ||
| 10722 | 2023.01.04 22:51 | modify | 2681 | 0.10 | 132.484 | 132.244 | 0.000 | ||
| 10723 | 2023.01.04 22:51 | modify | 2681 | 0.10 | 132.484 | 132.244 | 132.654 | ||
| 10724 | 2023.01.04 23:22 | s/l | 2681 | 0.10 | 132.252 | 132.244 | 132.654 | -2320.60 | 1919057.40 |
| 10725 | 2023.01.04 23:23 | buy | 2682 | 0.16 | 132.292 | 0.000 | 0.000 | ||
| 10726 | 2023.01.04 23:23 | modify | 2682 | 0.16 | 132.292 | 132.052 | 0.000 | ||
| 10727 | 2023.01.04 23:23 | modify | 2682 | 0.16 | 132.292 | 132.052 | 132.462 | ||
| 10728 | 2023.01.05 00:15 | s/l | 2682 | 0.16 | 132.042 | 132.052 | 132.462 | -3544.07 | 1915513.32 |
| 10729 | 2023.01.05 07:16 | buy | 2683 | 0.26 | 132.286 | 0.000 | 0.000 | ||
| 10730 | 2023.01.05 07:16 | modify | 2683 | 0.26 | 132.286 | 132.046 | 0.000 | ||
| 10731 | 2023.01.05 07:16 | modify | 2683 | 0.26 | 132.286 | 132.046 | 132.456 | ||
| 10732 | 2023.01.05 07:48 | t/p | 2683 | 0.26 | 132.455 | 132.046 | 132.456 | 4392.45 | 1919905.77 |
| 10733 | 2023.01.05 09:41 | buy | 2684 | 0.10 | 132.443 | 0.000 | 0.000 | ||
| 10734 | 2023.01.05 09:41 | modify | 2684 | 0.10 | 132.443 | 132.203 | 0.000 | ||
| 10735 | 2023.01.05 09:41 | modify | 2684 | 0.10 | 132.443 | 132.203 | 132.613 | ||
| 10736 | 2023.01.05 10:13 | t/p | 2684 | 0.10 | 132.622 | 132.203 | 132.613 | 1789.40 | 1921695.17 |
| 10737 | 2023.01.05 10:45 | buy | 2685 | 0.10 | 132.429 | 0.000 | 0.000 | ||
| 10738 | 2023.01.05 10:45 | modify | 2685 | 0.10 | 132.429 | 132.189 | 0.000 | ||
| 10739 | 2023.01.05 10:45 | modify | 2685 | 0.10 | 132.429 | 132.189 | 132.599 | ||
| 10740 | 2023.01.05 12:35 | t/p | 2685 | 0.10 | 132.602 | 132.189 | 132.599 | 1729.40 | 1923424.57 |
| 10741 | 2023.01.05 16:24 | buy | 2686 | 0.10 | 133.618 | 0.000 | 0.000 | ||
| 10742 | 2023.01.05 16:24 | modify | 2686 | 0.10 | 133.618 | 133.378 | 0.000 | ||
| 10743 | 2023.01.05 16:24 | modify | 2686 | 0.10 | 133.618 | 133.378 | 133.788 | ||
| 10744 | 2023.01.05 17:07 | s/l | 2686 | 0.10 | 133.367 | 133.378 | 133.788 | -2510.60 | 1920913.97 |
| 10745 | 2023.01.05 17:08 | buy | 2687 | 0.16 | 133.369 | 0.000 | 0.000 | ||
| 10746 | 2023.01.05 17:08 | modify | 2687 | 0.16 | 133.369 | 133.129 | 0.000 | ||
| 10747 | 2023.01.05 17:08 | modify | 2687 | 0.16 | 133.369 | 133.129 | 133.539 | ||
| 10748 | 2023.01.05 17:24 | s/l | 2687 | 0.16 | 133.134 | 133.129 | 133.539 | -3760.96 | 1917153.01 |
| 10749 | 2023.01.05 17:25 | buy | 2688 | 0.26 | 133.130 | 0.000 | 0.000 | ||
| 10750 | 2023.01.05 17:25 | modify | 2688 | 0.26 | 133.130 | 132.890 | 0.000 | ||
| 10751 | 2023.01.05 17:25 | modify | 2688 | 0.26 | 133.130 | 132.890 | 133.300 | ||
| 10752 | 2023.01.05 17:39 | t/p | 2688 | 0.26 | 133.296 | 132.890 | 133.300 | 4314.45 | 1921467.46 |
| 10753 | 2023.01.05 17:43 | buy | 2689 | 0.10 | 133.278 | 0.000 | 0.000 | ||
| 10754 | 2023.01.05 17:43 | modify | 2689 | 0.10 | 133.278 | 133.038 | 0.000 | ||
| 10755 | 2023.01.05 17:43 | modify | 2689 | 0.10 | 133.278 | 133.038 | 133.448 | ||
| 10756 | 2023.01.05 18:24 | s/l | 2689 | 0.10 | 133.037 | 133.038 | 133.448 | -2410.60 | 1919056.86 |
| 10757 | 2023.01.05 23:49 | buy | 2690 | 0.16 | 133.287 | 0.000 | 0.000 | ||
| 10758 | 2023.01.05 23:49 | modify | 2690 | 0.16 | 133.287 | 133.047 | 0.000 | ||
| 10759 | 2023.01.05 23:49 | modify | 2690 | 0.16 | 133.287 | 133.047 | 133.457 | ||
| 10760 | 2023.01.06 00:05 | t/p | 2690 | 0.16 | 133.450 | 133.047 | 133.457 | 2759.34 | 1921816.20 |
| 10761 | 2023.01.09 12:18 | buy | 2691 | 0.10 | 132.326 | 0.000 | 0.000 | ||
| 10762 | 2023.01.09 12:18 | modify | 2691 | 0.10 | 132.326 | 132.086 | 0.000 | ||
| 10763 | 2023.01.09 12:18 | modify | 2691 | 0.10 | 132.326 | 132.086 | 132.496 | ||
| 10764 | 2023.01.09 13:15 | s/l | 2691 | 0.10 | 132.082 | 132.086 | 132.496 | -2440.60 | 1919375.60 |
| 10765 | 2023.01.17 04:21 | buy | 2692 | 0.16 | 128.695 | 0.000 | 0.000 | ||
| 10766 | 2023.01.17 04:21 | modify | 2692 | 0.16 | 128.695 | 128.455 | 0.000 | ||
| 10767 | 2023.01.17 04:21 | modify | 2692 | 0.16 | 128.695 | 128.455 | 128.865 | ||
| 10768 | 2023.01.17 06:49 | t/p | 2692 | 0.16 | 128.867 | 128.455 | 128.865 | 2751.04 | 1922126.64 |
| 10769 | 2023.01.18 02:02 | buy | 2693 | 0.10 | 128.526 | 0.000 | 0.000 | ||
| 10770 | 2023.01.18 02:02 | modify | 2693 | 0.10 | 128.526 | 128.286 | 0.000 | ||
| 10771 | 2023.01.18 02:02 | modify | 2693 | 0.10 | 128.526 | 128.286 | 128.696 | ||
| 10772 | 2023.01.18 02:40 | t/p | 2693 | 0.10 | 128.726 | 128.286 | 128.696 | 1999.40 | 1924126.04 |
| 10773 | 2023.01.18 05:41 | buy | 2694 | 0.10 | 131.011 | 0.000 | 0.000 | ||
| 10774 | 2023.01.18 05:41 | modify | 2694 | 0.10 | 131.011 | 130.771 | 0.000 | ||
| 10775 | 2023.01.18 05:41 | modify | 2694 | 0.10 | 131.011 | 130.771 | 131.181 | ||
| 10776 | 2023.01.18 05:41 | s/l | 2694 | 0.10 | 130.759 | 130.771 | 131.181 | -2520.60 | 1921605.44 |
| 10777 | 2023.01.18 05:42 | buy | 2695 | 0.16 | 130.876 | 0.000 | 0.000 | ||
| 10778 | 2023.01.18 05:42 | modify | 2695 | 0.16 | 130.876 | 130.636 | 0.000 | ||
| 10779 | 2023.01.18 05:42 | modify | 2695 | 0.16 | 130.876 | 130.636 | 131.046 | ||
| 10780 | 2023.01.18 06:10 | s/l | 2695 | 0.16 | 130.634 | 130.636 | 131.046 | -3872.96 | 1917732.48 |
| 10781 | 2023.01.18 06:11 | buy | 2696 | 0.26 | 130.640 | 0.000 | 0.000 | ||
| 10782 | 2023.01.18 06:11 | modify | 2696 | 0.26 | 130.640 | 130.400 | 0.000 | ||
| 10783 | 2023.01.18 06:11 | modify | 2696 | 0.26 | 130.640 | 130.400 | 130.810 | ||
| 10784 | 2023.01.18 06:26 | t/p | 2696 | 0.26 | 130.819 | 130.400 | 130.810 | 4652.45 | 1922384.93 |
| 10785 | 2023.01.18 07:03 | buy | 2697 | 0.10 | 130.670 | 0.000 | 0.000 | ||
| 10786 | 2023.01.18 07:03 | modify | 2697 | 0.10 | 130.670 | 130.430 | 0.000 | ||
| 10787 | 2023.01.18 07:03 | modify | 2697 | 0.10 | 130.670 | 130.430 | 130.840 | ||
| 10788 | 2023.01.18 07:08 | t/p | 2697 | 0.10 | 130.838 | 130.430 | 130.840 | 1679.40 | 1924064.33 |
| 10789 | 2023.01.18 07:26 | buy | 2698 | 0.10 | 130.539 | 0.000 | 0.000 | ||
| 10790 | 2023.01.18 07:26 | modify | 2698 | 0.10 | 130.539 | 130.299 | 0.000 | ||
| 10791 | 2023.01.18 07:26 | modify | 2698 | 0.10 | 130.539 | 130.299 | 130.709 | ||
| 10792 | 2023.01.18 07:26 | s/l | 2698 | 0.10 | 130.301 | 130.299 | 130.709 | -2380.60 | 1921683.73 |
| 10793 | 2023.01.18 07:27 | buy | 2699 | 0.16 | 130.290 | 0.000 | 0.000 | ||
| 10794 | 2023.01.18 07:27 | modify | 2699 | 0.16 | 130.290 | 130.050 | 0.000 | ||
| 10795 | 2023.01.18 07:27 | modify | 2699 | 0.16 | 130.290 | 130.050 | 130.460 | ||
| 10796 | 2023.01.18 07:30 | t/p | 2699 | 0.16 | 130.466 | 130.050 | 130.460 | 2815.04 | 1924498.77 |
| 10797 | 2023.01.18 07:31 | buy | 2700 | 0.10 | 130.424 | 0.000 | 0.000 | ||
| 10798 | 2023.01.18 07:31 | modify | 2700 | 0.10 | 130.424 | 130.184 | 0.000 | ||
| 10799 | 2023.01.18 07:31 | modify | 2700 | 0.10 | 130.424 | 130.184 | 130.594 | ||
| 10800 | 2023.01.18 07:37 | s/l | 2700 | 0.10 | 130.175 | 130.184 | 130.594 | -2490.60 | 1922008.17 |