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 |
| 10801 | 2023.01.18 07:38 | buy | 2701 | 0.16 | 130.117 | 0.000 | 0.000 | ||
| 10802 | 2023.01.18 07:38 | modify | 2701 | 0.16 | 130.117 | 129.877 | 0.000 | ||
| 10803 | 2023.01.18 07:38 | modify | 2701 | 0.16 | 130.117 | 129.877 | 130.287 | ||
| 10804 | 2023.01.18 07:39 | t/p | 2701 | 0.16 | 130.279 | 129.877 | 130.287 | 2591.04 | 1924599.21 |
| 10805 | 2023.01.18 07:40 | buy | 2702 | 0.10 | 130.271 | 0.000 | 0.000 | ||
| 10806 | 2023.01.18 07:40 | modify | 2702 | 0.10 | 130.271 | 130.031 | 0.000 | ||
| 10807 | 2023.01.18 07:40 | modify | 2702 | 0.10 | 130.271 | 130.031 | 130.441 | ||
| 10808 | 2023.01.18 07:48 | t/p | 2702 | 0.10 | 130.451 | 130.031 | 130.441 | 1799.40 | 1926398.61 |
| 10809 | 2023.01.18 07:54 | buy | 2703 | 0.10 | 130.308 | 0.000 | 0.000 | ||
| 10810 | 2023.01.18 07:54 | modify | 2703 | 0.10 | 130.308 | 130.068 | 0.000 | ||
| 10811 | 2023.01.18 07:54 | modify | 2703 | 0.10 | 130.308 | 130.068 | 130.478 | ||
| 10812 | 2023.01.18 08:16 | s/l | 2703 | 0.10 | 130.074 | 130.068 | 130.478 | -2340.60 | 1924058.01 |
| 10813 | 2023.01.18 08:17 | buy | 2704 | 0.16 | 130.004 | 0.000 | 0.000 | ||
| 10814 | 2023.01.18 08:17 | modify | 2704 | 0.16 | 130.004 | 129.764 | 0.000 | ||
| 10815 | 2023.01.18 08:17 | modify | 2704 | 0.16 | 130.004 | 129.764 | 130.174 | ||
| 10816 | 2023.01.18 08:18 | s/l | 2704 | 0.16 | 129.770 | 129.764 | 130.174 | -3744.96 | 1920313.05 |
| 10817 | 2023.01.30 02:55 | buy | 2705 | 0.26 | 130.029 | 0.000 | 0.000 | ||
| 10818 | 2023.01.30 02:55 | modify | 2705 | 0.26 | 130.029 | 129.789 | 0.000 | ||
| 10819 | 2023.01.30 02:55 | modify | 2705 | 0.26 | 130.029 | 129.789 | 130.199 | ||
| 10820 | 2023.01.30 04:00 | s/l | 2705 | 0.26 | 129.779 | 129.789 | 130.199 | -6501.55 | 1913811.50 |
| 10821 | 2023.01.30 12:48 | buy | 2706 | 0.42 | 130.026 | 0.000 | 0.000 | ||
| 10822 | 2023.01.30 12:48 | modify | 2706 | 0.42 | 130.026 | 129.786 | 0.000 | ||
| 10823 | 2023.01.30 12:48 | modify | 2706 | 0.42 | 130.026 | 129.786 | 130.196 | ||
| 10824 | 2023.01.30 13:31 | t/p | 2706 | 0.42 | 130.204 | 129.786 | 130.196 | 7473.49 | 1921284.99 |
| 10825 | 2023.01.30 20:39 | buy | 2707 | 0.10 | 130.451 | 0.000 | 0.000 | ||
| 10826 | 2023.01.30 20:39 | modify | 2707 | 0.10 | 130.451 | 130.211 | 0.000 | ||
| 10827 | 2023.01.30 20:39 | modify | 2707 | 0.10 | 130.451 | 130.211 | 130.621 | ||
| 10828 | 2023.01.31 01:01 | s/l | 2707 | 0.10 | 130.215 | 130.211 | 130.621 | -2265.42 | 1919019.57 |
| 10829 | 2023.02.06 02:38 | buy | 2708 | 0.16 | 132.021 | 0.000 | 0.000 | ||
| 10830 | 2023.02.06 02:38 | modify | 2708 | 0.16 | 132.021 | 131.781 | 0.000 | ||
| 10831 | 2023.02.06 02:38 | modify | 2708 | 0.16 | 132.021 | 131.781 | 132.191 | ||
| 10832 | 2023.02.06 04:04 | s/l | 2708 | 0.16 | 131.773 | 131.781 | 132.191 | -3968.96 | 1915050.61 |
| 10833 | 2023.02.06 04:05 | buy | 2709 | 0.26 | 131.792 | 0.000 | 0.000 | ||
| 10834 | 2023.02.06 04:05 | modify | 2709 | 0.26 | 131.792 | 131.552 | 0.000 | ||
| 10835 | 2023.02.06 04:05 | modify | 2709 | 0.26 | 131.792 | 131.552 | 131.962 | ||
| 10836 | 2023.02.06 04:17 | t/p | 2709 | 0.26 | 131.956 | 131.552 | 131.962 | 4262.45 | 1919313.06 |
| 10837 | 2023.02.06 04:19 | buy | 2710 | 0.10 | 131.755 | 0.000 | 0.000 | ||
| 10838 | 2023.02.06 04:19 | modify | 2710 | 0.10 | 131.755 | 131.515 | 0.000 | ||
| 10839 | 2023.02.06 04:19 | modify | 2710 | 0.10 | 131.755 | 131.515 | 131.925 | ||
| 10840 | 2023.02.06 06:41 | t/p | 2710 | 0.10 | 131.928 | 131.515 | 131.925 | 1729.40 | 1921042.46 |
| 10841 | 2023.02.06 07:29 | buy | 2711 | 0.10 | 131.631 | 0.000 | 0.000 | ||
| 10842 | 2023.02.06 07:29 | modify | 2711 | 0.10 | 131.631 | 131.391 | 0.000 | ||
| 10843 | 2023.02.06 07:29 | modify | 2711 | 0.10 | 131.631 | 131.391 | 131.801 | ||
| 10844 | 2023.02.06 08:00 | t/p | 2711 | 0.10 | 131.801 | 131.391 | 131.801 | 1699.40 | 1922741.86 |
| 10845 | 2023.02.06 12:01 | buy | 2712 | 0.10 | 132.055 | 0.000 | 0.000 | ||
| 10846 | 2023.02.06 12:01 | modify | 2712 | 0.10 | 132.055 | 131.815 | 0.000 | ||
| 10847 | 2023.02.06 12:01 | modify | 2712 | 0.10 | 132.055 | 131.815 | 132.225 | ||
| 10848 | 2023.02.06 13:22 | t/p | 2712 | 0.10 | 132.229 | 131.815 | 132.225 | 1739.40 | 1924481.26 |
| 10849 | 2023.02.06 18:31 | buy | 2713 | 0.10 | 132.697 | 0.000 | 0.000 | ||
| 10850 | 2023.02.06 18:31 | modify | 2713 | 0.10 | 132.697 | 132.457 | 0.000 | ||
| 10851 | 2023.02.06 18:31 | modify | 2713 | 0.10 | 132.697 | 132.457 | 132.867 | ||
| 10852 | 2023.02.06 19:19 | s/l | 2713 | 0.10 | 132.457 | 132.457 | 132.867 | -2400.60 | 1922080.66 |
| 10853 | 2023.02.06 19:20 | buy | 2714 | 0.16 | 132.463 | 0.000 | 0.000 | ||
| 10854 | 2023.02.06 19:20 | modify | 2714 | 0.16 | 132.463 | 132.223 | 0.000 | ||
| 10855 | 2023.02.06 19:20 | modify | 2714 | 0.16 | 132.463 | 132.223 | 132.633 | ||
| 10856 | 2023.02.06 20:30 | t/p | 2714 | 0.16 | 132.629 | 132.223 | 132.633 | 2655.04 | 1924735.70 |
| 10857 | 2023.02.09 23:02 | buy | 2715 | 0.10 | 131.433 | 0.000 | 0.000 | ||
| 10858 | 2023.02.09 23:02 | modify | 2715 | 0.10 | 131.433 | 131.193 | 0.000 | ||
| 10859 | 2023.02.09 23:02 | modify | 2715 | 0.10 | 131.433 | 131.193 | 131.603 | ||
| 10860 | 2023.02.10 00:06 | t/p | 2715 | 0.10 | 131.608 | 131.193 | 131.603 | 1844.58 | 1926580.29 |
| 10861 | 2023.02.10 02:22 | buy | 2716 | 0.10 | 131.513 | 0.000 | 0.000 | ||
| 10862 | 2023.02.10 02:22 | modify | 2716 | 0.10 | 131.513 | 131.273 | 0.000 | ||
| 10863 | 2023.02.10 02:22 | modify | 2716 | 0.10 | 131.513 | 131.273 | 131.683 | ||
| 10864 | 2023.02.10 02:59 | t/p | 2716 | 0.10 | 131.688 | 131.273 | 131.683 | 1749.40 | 1928329.69 |
| 10865 | 2023.02.10 05:56 | buy | 2717 | 0.10 | 131.598 | 0.000 | 0.000 | ||
| 10866 | 2023.02.10 05:56 | modify | 2717 | 0.10 | 131.598 | 131.358 | 0.000 | ||
| 10867 | 2023.02.10 05:56 | modify | 2717 | 0.10 | 131.598 | 131.358 | 131.768 | ||
| 10868 | 2023.02.10 07:17 | s/l | 2717 | 0.10 | 131.322 | 131.358 | 131.768 | -2760.60 | 1925569.09 |
| 10869 | 2023.02.10 20:16 | buy | 2718 | 0.16 | 131.457 | 0.000 | 0.000 | ||
| 10870 | 2023.02.10 20:16 | modify | 2718 | 0.16 | 131.457 | 131.217 | 0.000 | ||
| 10871 | 2023.02.10 20:16 | modify | 2718 | 0.16 | 131.457 | 131.217 | 131.627 | ||
| 10872 | 2023.02.12 22:00 | s/l | 2718 | 0.16 | 131.198 | 131.217 | 131.627 | -4144.96 | 1921424.13 |
| 10873 | 2023.02.13 07:30 | buy | 2719 | 0.26 | 132.052 | 0.000 | 0.000 | ||
| 10874 | 2023.02.13 07:30 | modify | 2719 | 0.26 | 132.052 | 131.812 | 0.000 | ||
| 10875 | 2023.02.13 07:30 | modify | 2719 | 0.26 | 132.052 | 131.812 | 132.222 | ||
| 10876 | 2023.02.13 08:04 | t/p | 2719 | 0.26 | 132.217 | 131.812 | 132.222 | 4288.45 | 1925712.58 |
| 10877 | 2023.02.13 12:31 | buy | 2720 | 0.10 | 132.487 | 0.000 | 0.000 | ||
| 10878 | 2023.02.13 12:31 | modify | 2720 | 0.10 | 132.487 | 132.247 | 0.000 | ||
| 10879 | 2023.02.13 12:31 | modify | 2720 | 0.10 | 132.487 | 132.247 | 132.657 | ||
| 10880 | 2023.02.13 13:29 | t/p | 2720 | 0.10 | 132.653 | 132.247 | 132.657 | 1659.40 | 1927371.98 |
| 10881 | 2023.02.13 17:22 | buy | 2721 | 0.10 | 132.633 | 0.000 | 0.000 | ||
| 10882 | 2023.02.13 17:22 | modify | 2721 | 0.10 | 132.633 | 132.393 | 0.000 | ||
| 10883 | 2023.02.13 17:22 | modify | 2721 | 0.10 | 132.633 | 132.393 | 132.803 | ||
| 10884 | 2023.02.13 19:45 | s/l | 2721 | 0.10 | 132.397 | 132.393 | 132.803 | -2360.60 | 1925011.38 |
| 10885 | 2023.02.14 18:04 | buy | 2722 | 0.16 | 132.910 | 0.000 | 0.000 | ||
| 10886 | 2023.02.14 18:04 | modify | 2722 | 0.16 | 132.910 | 132.670 | 0.000 | ||
| 10887 | 2023.02.14 18:04 | modify | 2722 | 0.16 | 132.910 | 132.670 | 133.080 | ||
| 10888 | 2023.02.14 18:57 | t/p | 2722 | 0.16 | 133.076 | 132.670 | 133.080 | 2655.04 | 1927666.42 |
| 10889 | 2023.02.14 20:51 | buy | 2723 | 0.10 | 133.015 | 0.000 | 0.000 | ||
| 10890 | 2023.02.14 20:51 | modify | 2723 | 0.10 | 133.015 | 132.775 | 0.000 | ||
| 10891 | 2023.02.14 20:51 | modify | 2723 | 0.10 | 133.015 | 132.775 | 133.185 | ||
| 10892 | 2023.02.15 00:26 | s/l | 2723 | 0.10 | 132.770 | 132.775 | 133.185 | -2355.42 | 1925311.00 |
| 10893 | 2023.02.15 10:16 | buy | 2724 | 0.16 | 133.227 | 0.000 | 0.000 | ||
| 10894 | 2023.02.15 10:16 | modify | 2724 | 0.16 | 133.227 | 132.987 | 0.000 | ||
| 10895 | 2023.02.15 10:16 | modify | 2724 | 0.16 | 133.227 | 132.987 | 133.397 | ||
| 10896 | 2023.02.15 11:35 | t/p | 2724 | 0.16 | 133.402 | 132.987 | 133.397 | 2799.04 | 1928110.04 |
| 10897 | 2023.02.15 19:25 | buy | 2725 | 0.10 | 134.157 | 0.000 | 0.000 | ||
| 10898 | 2023.02.15 19:25 | modify | 2725 | 0.10 | 134.157 | 133.917 | 0.000 | ||
| 10899 | 2023.02.15 19:25 | modify | 2725 | 0.10 | 134.157 | 133.917 | 134.327 | ||
| 10900 | 2023.02.15 22:41 | s/l | 2725 | 0.10 | 133.871 | 133.917 | 134.327 | -2860.60 | 1925249.44 |
| 10901 | 2023.02.17 07:40 | buy | 2726 | 0.16 | 134.654 | 0.000 | 0.000 | ||
| 10902 | 2023.02.17 07:40 | modify | 2726 | 0.16 | 134.654 | 134.414 | 0.000 | ||
| 10903 | 2023.02.17 07:40 | modify | 2726 | 0.16 | 134.654 | 134.414 | 134.824 | ||
| 10904 | 2023.02.17 07:54 | t/p | 2726 | 0.16 | 134.815 | 134.414 | 134.824 | 2575.04 | 1927824.48 |
| 10905 | 2023.02.17 09:53 | buy | 2727 | 0.10 | 134.743 | 0.000 | 0.000 | ||
| 10906 | 2023.02.17 09:53 | modify | 2727 | 0.10 | 134.743 | 134.503 | 0.000 | ||
| 10907 | 2023.02.17 09:53 | modify | 2727 | 0.10 | 134.743 | 134.503 | 134.913 | ||
| 10908 | 2023.02.17 10:23 | t/p | 2727 | 0.10 | 134.925 | 134.503 | 134.913 | 1819.40 | 1929643.88 |
| 10909 | 2023.02.17 12:23 | buy | 2728 | 0.10 | 134.903 | 0.000 | 0.000 | ||
| 10910 | 2023.02.17 12:23 | modify | 2728 | 0.10 | 134.903 | 134.663 | 0.000 | ||
| 10911 | 2023.02.17 12:23 | modify | 2728 | 0.10 | 134.903 | 134.663 | 135.073 | ||
| 10912 | 2023.02.17 13:17 | s/l | 2728 | 0.10 | 134.666 | 134.663 | 135.073 | -2370.60 | 1927273.28 |
| 10913 | 2023.02.21 04:42 | buy | 2729 | 0.16 | 134.354 | 0.000 | 0.000 | ||
| 10914 | 2023.02.21 04:42 | modify | 2729 | 0.16 | 134.354 | 134.114 | 0.000 | ||
| 10915 | 2023.02.21 04:42 | modify | 2729 | 0.16 | 134.354 | 134.114 | 134.524 | ||
| 10916 | 2023.02.21 07:02 | t/p | 2729 | 0.16 | 134.530 | 134.114 | 134.524 | 2815.04 | 1930088.32 |
| 10917 | 2023.02.21 09:09 | buy | 2730 | 0.10 | 134.609 | 0.000 | 0.000 | ||
| 10918 | 2023.02.21 09:09 | modify | 2730 | 0.10 | 134.609 | 134.369 | 0.000 | ||
| 10919 | 2023.02.21 09:09 | modify | 2730 | 0.10 | 134.609 | 134.369 | 134.779 | ||
| 10920 | 2023.02.21 12:24 | t/p | 2730 | 0.10 | 134.788 | 134.369 | 134.779 | 1789.40 | 1931877.72 |
| 10921 | 2023.02.21 15:31 | buy | 2731 | 0.10 | 134.790 | 0.000 | 0.000 | ||
| 10922 | 2023.02.21 15:31 | modify | 2731 | 0.10 | 134.790 | 134.550 | 0.000 | ||
| 10923 | 2023.02.21 15:31 | modify | 2731 | 0.10 | 134.790 | 134.550 | 134.960 | ||
| 10924 | 2023.02.21 18:29 | t/p | 2731 | 0.10 | 134.950 | 134.550 | 134.960 | 1599.40 | 1933477.12 |
| 10925 | 2023.02.21 23:30 | buy | 2732 | 0.10 | 134.905 | 0.000 | 0.000 | ||
| 10926 | 2023.02.21 23:30 | modify | 2732 | 0.10 | 134.905 | 134.665 | 0.000 | ||
| 10927 | 2023.02.21 23:30 | modify | 2732 | 0.10 | 134.905 | 134.665 | 135.075 | ||
| 10928 | 2023.02.22 00:51 | s/l | 2732 | 0.10 | 134.659 | 134.665 | 135.075 | -2365.42 | 1931111.71 |
| 10929 | 2023.02.23 12:11 | buy | 2733 | 0.16 | 134.889 | 0.000 | 0.000 | ||
| 10930 | 2023.02.23 12:11 | modify | 2733 | 0.16 | 134.889 | 134.649 | 0.000 | ||
| 10931 | 2023.02.23 12:11 | modify | 2733 | 0.16 | 134.889 | 134.649 | 135.059 | ||
| 10932 | 2023.02.23 12:24 | close | 2733 | 0.16 | 135.042 | 134.649 | 135.059 | 2447.04 | 1933558.75 |
| 10933 | 2023.02.24 20:07 | buy | 2734 | 0.10 | 136.378 | 0.000 | 0.000 | ||
| 10934 | 2023.02.24 20:07 | modify | 2734 | 0.10 | 136.378 | 136.138 | 0.000 | ||
| 10935 | 2023.02.24 20:07 | modify | 2734 | 0.10 | 136.378 | 136.138 | 136.548 | ||
| 10936 | 2023.02.27 00:01 | t/p | 2734 | 0.10 | 136.547 | 136.138 | 136.548 | 1784.58 | 1935343.33 |
| 10937 | 2023.02.27 00:30 | buy | 2735 | 0.10 | 136.238 | 0.000 | 0.000 | ||
| 10938 | 2023.02.27 00:30 | modify | 2735 | 0.10 | 136.238 | 135.998 | 0.000 | ||
| 10939 | 2023.02.27 00:30 | modify | 2735 | 0.10 | 136.238 | 135.998 | 136.408 | ||
| 10940 | 2023.02.27 03:39 | t/p | 2735 | 0.10 | 136.405 | 135.998 | 136.408 | 1669.40 | 1937012.73 |
| 10941 | 2023.02.28 13:00 | buy | 2736 | 0.10 | 136.690 | 0.000 | 0.000 | ||
| 10942 | 2023.02.28 13:00 | modify | 2736 | 0.10 | 136.690 | 136.450 | 0.000 | ||
| 10943 | 2023.02.28 13:00 | modify | 2736 | 0.10 | 136.690 | 136.450 | 136.860 | ||
| 10944 | 2023.02.28 13:31 | t/p | 2736 | 0.10 | 136.870 | 136.450 | 136.860 | 1799.40 | 1938812.13 |
| 10945 | 2023.02.28 14:01 | buy | 2737 | 0.10 | 136.629 | 0.000 | 0.000 | ||
| 10946 | 2023.02.28 14:01 | modify | 2737 | 0.10 | 136.629 | 136.389 | 0.000 | ||
| 10947 | 2023.02.28 14:01 | modify | 2737 | 0.10 | 136.629 | 136.389 | 136.799 | ||
| 10948 | 2023.02.28 14:26 | t/p | 2737 | 0.10 | 136.790 | 136.389 | 136.799 | 1609.40 | 1940421.53 |
| 10949 | 2023.03.01 22:54 | buy | 2738 | 0.10 | 136.143 | 0.000 | 0.000 | ||
| 10950 | 2023.03.01 22:54 | modify | 2738 | 0.10 | 136.143 | 135.903 | 0.000 | ||