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 |
| 10951 | 2023.03.01 22:54 | modify | 2738 | 0.10 | 136.143 | 135.903 | 136.313 | ||
| 10952 | 2023.03.02 01:23 | t/p | 2738 | 0.10 | 136.320 | 135.903 | 136.313 | 2054.95 | 1942476.48 |
| 10953 | 2023.03.02 08:23 | buy | 2739 | 0.10 | 136.586 | 0.000 | 0.000 | ||
| 10954 | 2023.03.02 08:23 | modify | 2739 | 0.10 | 136.586 | 136.346 | 0.000 | ||
| 10955 | 2023.03.02 08:23 | modify | 2739 | 0.10 | 136.586 | 136.346 | 136.756 | ||
| 10956 | 2023.03.02 08:40 | t/p | 2739 | 0.10 | 136.762 | 136.346 | 136.756 | 1759.40 | 1944235.88 |
| 10957 | 2023.03.02 08:41 | buy | 2740 | 0.10 | 136.525 | 0.000 | 0.000 | ||
| 10958 | 2023.03.02 08:41 | modify | 2740 | 0.10 | 136.525 | 136.285 | 0.000 | ||
| 10959 | 2023.03.02 08:41 | modify | 2740 | 0.10 | 136.525 | 136.285 | 136.695 | ||
| 10960 | 2023.03.02 08:54 | s/l | 2740 | 0.10 | 136.291 | 136.285 | 136.695 | -2340.60 | 1941895.28 |
| 10961 | 2023.03.02 18:37 | buy | 2741 | 0.16 | 136.773 | 0.000 | 0.000 | ||
| 10962 | 2023.03.02 18:37 | modify | 2741 | 0.16 | 136.773 | 136.533 | 0.000 | ||
| 10963 | 2023.03.02 18:37 | modify | 2741 | 0.16 | 136.773 | 136.533 | 136.943 | ||
| 10964 | 2023.03.02 23:31 | s/l | 2741 | 0.16 | 136.532 | 136.533 | 136.943 | -3856.96 | 1938038.32 |
| 10965 | 2023.03.06 12:58 | buy | 2742 | 0.26 | 135.982 | 0.000 | 0.000 | ||
| 10966 | 2023.03.06 12:58 | modify | 2742 | 0.26 | 135.982 | 135.742 | 0.000 | ||
| 10967 | 2023.03.06 12:58 | modify | 2742 | 0.26 | 135.982 | 135.742 | 136.152 | ||
| 10968 | 2023.03.06 13:40 | s/l | 2742 | 0.26 | 135.752 | 135.742 | 136.152 | -5981.55 | 1932056.77 |
| 10969 | 2023.03.08 05:59 | buy | 2743 | 0.42 | 137.710 | 0.000 | 0.000 | ||
| 10970 | 2023.03.08 05:59 | modify | 2743 | 0.42 | 137.710 | 137.470 | 0.000 | ||
| 10971 | 2023.03.08 05:59 | modify | 2743 | 0.42 | 137.710 | 137.470 | 137.880 | ||
| 10972 | 2023.03.08 07:54 | s/l | 2743 | 0.42 | 137.463 | 137.470 | 137.880 | -10376.51 | 1921680.26 |
| 10973 | 2023.03.08 07:55 | buy | 2744 | 0.67 | 137.478 | 0.000 | 0.000 | ||
| 10974 | 2023.03.08 07:55 | modify | 2744 | 0.67 | 137.478 | 137.238 | 0.000 | ||
| 10975 | 2023.03.08 07:55 | modify | 2744 | 0.67 | 137.478 | 137.238 | 137.648 | ||
| 10976 | 2023.03.08 09:07 | t/p | 2744 | 0.67 | 137.658 | 137.238 | 137.648 | 12055.99 | 1933736.25 |
| 10977 | 2023.03.08 10:45 | buy | 2745 | 0.10 | 137.504 | 0.000 | 0.000 | ||
| 10978 | 2023.03.08 10:45 | modify | 2745 | 0.10 | 137.504 | 137.264 | 0.000 | ||
| 10979 | 2023.03.08 10:45 | modify | 2745 | 0.10 | 137.504 | 137.264 | 137.674 | ||
| 10980 | 2023.03.08 11:33 | s/l | 2745 | 0.10 | 137.266 | 137.264 | 137.674 | -2380.60 | 1931355.65 |
| 10981 | 2023.03.14 11:01 | buy | 2746 | 0.16 | 133.938 | 0.000 | 0.000 | ||
| 10982 | 2023.03.14 11:01 | modify | 2746 | 0.16 | 133.938 | 133.698 | 0.000 | ||
| 10983 | 2023.03.14 11:01 | modify | 2746 | 0.16 | 133.938 | 133.698 | 134.108 | ||
| 10984 | 2023.03.14 11:31 | t/p | 2746 | 0.16 | 134.098 | 133.698 | 134.108 | 2559.04 | 1933914.69 |
| 10985 | 2023.03.14 12:32 | buy | 2747 | 0.10 | 133.936 | 0.000 | 0.000 | ||
| 10986 | 2023.03.14 12:32 | modify | 2747 | 0.10 | 133.936 | 133.696 | 0.000 | ||
| 10987 | 2023.03.14 12:32 | modify | 2747 | 0.10 | 133.936 | 133.696 | 134.106 | ||
| 10988 | 2023.03.14 12:33 | t/p | 2747 | 0.10 | 134.115 | 133.696 | 134.106 | 1789.40 | 1935704.09 |
| 10989 | 2023.03.14 15:16 | buy | 2748 | 0.10 | 134.353 | 0.000 | 0.000 | ||
| 10990 | 2023.03.14 15:16 | modify | 2748 | 0.10 | 134.353 | 134.113 | 0.000 | ||
| 10991 | 2023.03.14 15:16 | modify | 2748 | 0.10 | 134.353 | 134.113 | 134.523 | ||
| 10992 | 2023.03.14 16:30 | t/p | 2748 | 0.10 | 134.524 | 134.113 | 134.523 | 1709.40 | 1937413.49 |
| 10993 | 2023.03.14 17:07 | buy | 2749 | 0.10 | 134.274 | 0.000 | 0.000 | ||
| 10994 | 2023.03.14 17:07 | modify | 2749 | 0.10 | 134.274 | 134.034 | 0.000 | ||
| 10995 | 2023.03.14 17:07 | modify | 2749 | 0.10 | 134.274 | 134.034 | 134.444 | ||
| 10996 | 2023.03.14 18:54 | s/l | 2749 | 0.10 | 134.030 | 134.034 | 134.444 | -2440.60 | 1934972.89 |
| 10997 | 2023.03.15 08:57 | buy | 2750 | 0.16 | 134.667 | 0.000 | 0.000 | ||
| 10998 | 2023.03.15 08:57 | modify | 2750 | 0.16 | 134.667 | 134.427 | 0.000 | ||
| 10999 | 2023.03.15 08:57 | modify | 2750 | 0.16 | 134.667 | 134.427 | 134.837 | ||
| 11000 | 2023.03.15 09:14 | s/l | 2750 | 0.16 | 134.429 | 134.427 | 134.837 | -3808.96 | 1931163.93 |
| 11001 | 2023.03.16 22:57 | buy | 2751 | 0.26 | 133.536 | 0.000 | 0.000 | ||
| 11002 | 2023.03.16 22:57 | modify | 2751 | 0.26 | 133.536 | 133.296 | 0.000 | ||
| 11003 | 2023.03.16 22:57 | modify | 2751 | 0.26 | 133.536 | 133.296 | 133.706 | ||
| 11004 | 2023.03.17 01:09 | s/l | 2751 | 0.26 | 133.292 | 133.296 | 133.706 | -6098.07 | 1925065.86 |
| 11005 | 2023.03.21 12:38 | buy | 2752 | 0.42 | 132.064 | 0.000 | 0.000 | ||
| 11006 | 2023.03.21 12:38 | modify | 2752 | 0.42 | 132.064 | 131.824 | 0.000 | ||
| 11007 | 2023.03.21 12:38 | modify | 2752 | 0.42 | 132.064 | 131.824 | 132.234 | ||
| 11008 | 2023.03.21 12:56 | t/p | 2752 | 0.42 | 132.241 | 131.824 | 132.234 | 7431.49 | 1932497.35 |
| 11009 | 2023.03.21 14:23 | buy | 2753 | 0.10 | 132.095 | 0.000 | 0.000 | ||
| 11010 | 2023.03.21 14:23 | modify | 2753 | 0.10 | 132.095 | 131.855 | 0.000 | ||
| 11011 | 2023.03.21 14:23 | modify | 2753 | 0.10 | 132.095 | 131.855 | 132.265 | ||
| 11012 | 2023.03.21 14:26 | s/l | 2753 | 0.10 | 131.851 | 131.855 | 132.265 | -2440.60 | 1930056.75 |
| 11013 | 2023.03.21 22:07 | buy | 2754 | 0.16 | 132.417 | 0.000 | 0.000 | ||
| 11014 | 2023.03.21 22:07 | modify | 2754 | 0.16 | 132.417 | 132.177 | 0.000 | ||
| 11015 | 2023.03.21 22:07 | modify | 2754 | 0.16 | 132.417 | 132.177 | 132.587 | ||
| 11016 | 2023.03.22 00:30 | t/p | 2754 | 0.16 | 132.600 | 132.177 | 132.587 | 3079.34 | 1933136.09 |
| 11017 | 2023.03.22 13:01 | buy | 2755 | 0.10 | 132.780 | 0.000 | 0.000 | ||
| 11018 | 2023.03.22 13:01 | modify | 2755 | 0.10 | 132.780 | 132.540 | 0.000 | ||
| 11019 | 2023.03.22 13:01 | modify | 2755 | 0.10 | 132.780 | 132.540 | 132.950 | ||
| 11020 | 2023.03.22 13:36 | s/l | 2755 | 0.10 | 132.545 | 132.540 | 132.950 | -2350.60 | 1930785.49 |
| 11021 | 2023.03.27 00:21 | buy | 2756 | 0.16 | 130.700 | 0.000 | 0.000 | ||
| 11022 | 2023.03.27 00:21 | modify | 2756 | 0.16 | 130.700 | 130.460 | 0.000 | ||
| 11023 | 2023.03.27 00:21 | modify | 2756 | 0.16 | 130.700 | 130.460 | 130.870 | ||
| 11024 | 2023.03.27 01:31 | t/p | 2756 | 0.16 | 130.871 | 130.460 | 130.870 | 2735.04 | 1933520.53 |
| 11025 | 2023.03.27 07:49 | buy | 2757 | 0.10 | 130.980 | 0.000 | 0.000 | ||
| 11026 | 2023.03.27 07:49 | modify | 2757 | 0.10 | 130.980 | 130.740 | 0.000 | ||
| 11027 | 2023.03.27 07:49 | modify | 2757 | 0.10 | 130.980 | 130.740 | 131.150 | ||
| 11028 | 2023.03.27 08:48 | t/p | 2757 | 0.10 | 131.163 | 130.740 | 131.150 | 1829.40 | 1935349.93 |
| 11029 | 2023.03.27 13:44 | buy | 2758 | 0.10 | 131.485 | 0.000 | 0.000 | ||
| 11030 | 2023.03.27 13:44 | modify | 2758 | 0.10 | 131.485 | 131.245 | 0.000 | ||
| 11031 | 2023.03.27 13:44 | modify | 2758 | 0.10 | 131.485 | 131.245 | 131.655 | ||
| 11032 | 2023.03.27 17:45 | t/p | 2758 | 0.10 | 131.656 | 131.245 | 131.655 | 1709.40 | 1937059.33 |
| 11033 | 2023.03.27 19:00 | buy | 2759 | 0.10 | 131.571 | 0.000 | 0.000 | ||
| 11034 | 2023.03.27 19:00 | modify | 2759 | 0.10 | 131.571 | 131.331 | 0.000 | ||
| 11035 | 2023.03.27 19:00 | modify | 2759 | 0.10 | 131.571 | 131.331 | 131.741 | ||
| 11036 | 2023.03.27 23:22 | s/l | 2759 | 0.10 | 131.325 | 131.331 | 131.741 | -2460.60 | 1934598.73 |
| 11037 | 2023.03.29 04:29 | buy | 2760 | 0.16 | 131.553 | 0.000 | 0.000 | ||
| 11038 | 2023.03.29 04:29 | modify | 2760 | 0.16 | 131.553 | 131.313 | 0.000 | ||
| 11039 | 2023.03.29 04:29 | modify | 2760 | 0.16 | 131.553 | 131.313 | 131.723 | ||
| 11040 | 2023.03.29 05:00 | t/p | 2760 | 0.16 | 131.731 | 131.313 | 131.723 | 2847.04 | 1937445.77 |
| 11041 | 2023.03.29 09:14 | buy | 2761 | 0.10 | 131.856 | 0.000 | 0.000 | ||
| 11042 | 2023.03.29 09:14 | modify | 2761 | 0.10 | 131.856 | 131.616 | 0.000 | ||
| 11043 | 2023.03.29 09:14 | modify | 2761 | 0.10 | 131.856 | 131.616 | 132.026 | ||
| 11044 | 2023.03.29 09:44 | s/l | 2761 | 0.10 | 131.613 | 131.616 | 132.026 | -2430.60 | 1935015.17 |
| 11045 | 2023.03.29 09:47 | buy | 2762 | 0.16 | 131.695 | 0.000 | 0.000 | ||
| 11046 | 2023.03.29 09:47 | modify | 2762 | 0.16 | 131.695 | 131.455 | 0.000 | ||
| 11047 | 2023.03.29 09:47 | modify | 2762 | 0.16 | 131.695 | 131.455 | 131.865 | ||
| 11048 | 2023.03.29 10:30 | t/p | 2762 | 0.16 | 131.863 | 131.455 | 131.865 | 2687.04 | 1937702.21 |
| 11049 | 2023.03.29 13:56 | buy | 2763 | 0.10 | 132.276 | 0.000 | 0.000 | ||
| 11050 | 2023.03.29 13:56 | modify | 2763 | 0.10 | 132.276 | 132.036 | 0.000 | ||
| 11051 | 2023.03.29 13:56 | modify | 2763 | 0.10 | 132.276 | 132.036 | 132.446 | ||
| 11052 | 2023.03.29 14:57 | t/p | 2763 | 0.10 | 132.442 | 132.036 | 132.446 | 1659.40 | 1939361.61 |
| 11053 | 2023.03.29 22:11 | buy | 2764 | 0.10 | 132.719 | 0.000 | 0.000 | ||
| 11054 | 2023.03.29 22:11 | modify | 2764 | 0.10 | 132.719 | 132.479 | 0.000 | ||
| 11055 | 2023.03.29 22:11 | modify | 2764 | 0.10 | 132.719 | 132.479 | 132.889 | ||
| 11056 | 2023.03.30 00:28 | s/l | 2764 | 0.10 | 132.468 | 132.479 | 132.889 | -2225.05 | 1937136.56 |
| 11057 | 2023.03.31 01:23 | buy | 2765 | 0.16 | 133.043 | 0.000 | 0.000 | ||
| 11058 | 2023.03.31 01:23 | modify | 2765 | 0.16 | 133.043 | 132.803 | 0.000 | ||
| 11059 | 2023.03.31 01:23 | modify | 2765 | 0.16 | 133.043 | 132.803 | 133.213 | ||
| 11060 | 2023.03.31 03:55 | s/l | 2765 | 0.16 | 132.800 | 132.803 | 133.213 | -3888.96 | 1933247.60 |
| 11061 | 2023.03.31 11:13 | buy | 2766 | 0.26 | 133.248 | 0.000 | 0.000 | ||
| 11062 | 2023.03.31 11:13 | modify | 2766 | 0.26 | 133.248 | 133.008 | 0.000 | ||
| 11063 | 2023.03.31 11:13 | modify | 2766 | 0.26 | 133.248 | 133.008 | 133.418 | ||
| 11064 | 2023.03.31 12:30 | s/l | 2766 | 0.26 | 132.999 | 133.008 | 133.418 | -6475.55 | 1926772.05 |
| 11065 | 2023.04.03 08:13 | buy | 2767 | 0.42 | 133.445 | 0.000 | 0.000 | ||
| 11066 | 2023.04.03 08:13 | modify | 2767 | 0.42 | 133.445 | 133.205 | 0.000 | ||
| 11067 | 2023.04.03 08:13 | modify | 2767 | 0.42 | 133.445 | 133.205 | 133.615 | ||
| 11068 | 2023.04.03 08:37 | t/p | 2767 | 0.42 | 133.607 | 133.205 | 133.615 | 6801.49 | 1933573.54 |
| 11069 | 2023.04.03 09:02 | buy | 2768 | 0.10 | 133.438 | 0.000 | 0.000 | ||
| 11070 | 2023.04.03 09:02 | modify | 2768 | 0.10 | 133.438 | 133.198 | 0.000 | ||
| 11071 | 2023.04.03 09:02 | modify | 2768 | 0.10 | 133.438 | 133.198 | 133.608 | ||
| 11072 | 2023.04.03 10:13 | s/l | 2768 | 0.10 | 133.204 | 133.198 | 133.608 | -2340.60 | 1931232.94 |
| 11073 | 2023.04.04 04:43 | buy | 2769 | 0.16 | 132.755 | 0.000 | 0.000 | ||
| 11074 | 2023.04.04 04:43 | modify | 2769 | 0.16 | 132.755 | 132.515 | 0.000 | ||
| 11075 | 2023.04.04 04:43 | modify | 2769 | 0.16 | 132.755 | 132.515 | 132.925 | ||
| 11076 | 2023.04.04 05:43 | t/p | 2769 | 0.16 | 132.931 | 132.515 | 132.925 | 2815.04 | 1934047.98 |
| 11077 | 2023.04.04 06:23 | buy | 2770 | 0.10 | 132.734 | 0.000 | 0.000 | ||
| 11078 | 2023.04.04 06:23 | modify | 2770 | 0.10 | 132.734 | 132.494 | 0.000 | ||
| 11079 | 2023.04.04 06:23 | modify | 2770 | 0.10 | 132.734 | 132.494 | 132.904 | ||
| 11080 | 2023.04.04 08:41 | t/p | 2770 | 0.10 | 132.909 | 132.494 | 132.904 | 1749.40 | 1935797.38 |
| 11081 | 2023.04.04 12:22 | buy | 2771 | 0.10 | 132.873 | 0.000 | 0.000 | ||
| 11082 | 2023.04.04 12:22 | modify | 2771 | 0.10 | 132.873 | 132.633 | 0.000 | ||
| 11083 | 2023.04.04 12:22 | modify | 2771 | 0.10 | 132.873 | 132.633 | 133.043 | ||
| 11084 | 2023.04.04 13:41 | s/l | 2771 | 0.10 | 132.640 | 132.633 | 133.043 | -2330.60 | 1933466.78 |
| 11085 | 2023.04.06 16:09 | buy | 2772 | 0.16 | 131.645 | 0.000 | 0.000 | ||
| 11086 | 2023.04.06 16:09 | modify | 2772 | 0.16 | 131.645 | 131.405 | 0.000 | ||
| 11087 | 2023.04.06 16:09 | modify | 2772 | 0.16 | 131.645 | 131.405 | 131.815 | ||
| 11088 | 2023.04.06 19:25 | t/p | 2772 | 0.16 | 131.820 | 131.405 | 131.815 | 2799.04 | 1936265.82 |
| 11089 | 2023.04.06 21:41 | buy | 2773 | 0.10 | 131.719 | 0.000 | 0.000 | ||
| 11090 | 2023.04.06 21:41 | modify | 2773 | 0.10 | 131.719 | 131.479 | 0.000 | ||
| 11091 | 2023.04.06 21:41 | modify | 2773 | 0.10 | 131.719 | 131.479 | 131.889 | ||
| 11092 | 2023.04.06 23:02 | t/p | 2773 | 0.10 | 131.898 | 131.479 | 131.889 | 1789.40 | 1938055.22 |
| 11093 | 2023.04.06 23:33 | buy | 2774 | 0.10 | 131.733 | 0.000 | 0.000 | ||
| 11094 | 2023.04.06 23:33 | modify | 2774 | 0.10 | 131.733 | 131.493 | 0.000 | ||
| 11095 | 2023.04.06 23:33 | modify | 2774 | 0.10 | 131.733 | 131.493 | 131.903 | ||
| 11096 | 2023.04.07 03:08 | close | 2774 | 0.10 | 131.793 | 131.493 | 131.903 | 694.58 | 1938749.81 |
| 11097 | 2023.04.07 08:19 | buy | 2775 | 0.10 | 131.790 | 0.000 | 0.000 | ||
| 11098 | 2023.04.07 08:19 | modify | 2775 | 0.10 | 131.790 | 131.550 | 0.000 | ||
| 11099 | 2023.04.07 08:19 | modify | 2775 | 0.10 | 131.790 | 131.550 | 131.960 | ||
| 11100 | 2023.04.07 10:52 | s/l | 2775 | 0.10 | 131.547 | 131.550 | 131.960 | -2430.60 | 1936319.21 |