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 |
| 11101 | 2023.04.07 15:13 | buy | 2776 | 0.16 | 132.042 | 0.000 | 0.000 | ||
| 11102 | 2023.04.07 15:13 | modify | 2776 | 0.16 | 132.042 | 131.802 | 0.000 | ||
| 11103 | 2023.04.07 15:13 | modify | 2776 | 0.16 | 132.042 | 131.802 | 132.212 | ||
| 11104 | 2023.04.07 18:04 | t/p | 2776 | 0.16 | 132.218 | 131.802 | 132.212 | 2815.04 | 1939134.25 |
| 11105 | 2023.04.11 00:00 | buy | 2777 | 0.10 | 133.485 | 0.000 | 0.000 | ||
| 11106 | 2023.04.11 00:00 | modify | 2777 | 0.10 | 133.485 | 133.245 | 0.000 | ||
| 11107 | 2023.04.11 00:00 | modify | 2777 | 0.10 | 133.485 | 133.245 | 133.655 | ||
| 11108 | 2023.04.11 00:28 | s/l | 2777 | 0.10 | 133.251 | 133.245 | 133.655 | -2340.60 | 1936793.65 |
| 11109 | 2023.04.11 17:38 | buy | 2778 | 0.16 | 133.617 | 0.000 | 0.000 | ||
| 11110 | 2023.04.11 17:38 | modify | 2778 | 0.16 | 133.617 | 133.377 | 0.000 | ||
| 11111 | 2023.04.11 17:38 | modify | 2778 | 0.16 | 133.617 | 133.377 | 133.787 | ||
| 11112 | 2023.04.11 18:48 | t/p | 2778 | 0.16 | 133.795 | 133.377 | 133.787 | 2847.04 | 1939640.69 |
| 11113 | 2023.04.11 19:33 | buy | 2779 | 0.10 | 133.686 | 0.000 | 0.000 | ||
| 11114 | 2023.04.11 19:33 | modify | 2779 | 0.10 | 133.686 | 133.446 | 0.000 | ||
| 11115 | 2023.04.11 19:33 | modify | 2779 | 0.10 | 133.686 | 133.446 | 133.856 | ||
| 11116 | 2023.04.12 02:32 | close | 2779 | 0.10 | 133.827 | 133.446 | 133.856 | 1504.58 | 1941145.27 |
| 11117 | 2023.04.12 04:32 | buy | 2780 | 0.10 | 133.774 | 0.000 | 0.000 | ||
| 11118 | 2023.04.12 04:32 | modify | 2780 | 0.10 | 133.774 | 133.534 | 0.000 | ||
| 11119 | 2023.04.12 04:32 | modify | 2780 | 0.10 | 133.774 | 133.534 | 133.944 | ||
| 11120 | 2023.04.12 08:31 | t/p | 2780 | 0.10 | 133.951 | 133.534 | 133.944 | 1769.40 | 1942914.67 |
| 11121 | 2023.04.14 17:36 | buy | 2781 | 0.10 | 133.629 | 0.000 | 0.000 | ||
| 11122 | 2023.04.14 17:36 | modify | 2781 | 0.10 | 133.629 | 133.389 | 0.000 | ||
| 11123 | 2023.04.14 17:36 | modify | 2781 | 0.10 | 133.629 | 133.389 | 133.799 | ||
| 11124 | 2023.04.14 18:21 | t/p | 2781 | 0.10 | 133.801 | 133.389 | 133.799 | 1719.40 | 1944634.07 |
| 11125 | 2023.04.17 00:24 | buy | 2782 | 0.10 | 133.811 | 0.000 | 0.000 | ||
| 11126 | 2023.04.17 00:24 | modify | 2782 | 0.10 | 133.811 | 133.571 | 0.000 | ||
| 11127 | 2023.04.17 00:24 | modify | 2782 | 0.10 | 133.811 | 133.571 | 133.981 | ||
| 11128 | 2023.04.17 01:14 | t/p | 2782 | 0.10 | 133.988 | 133.571 | 133.981 | 1769.40 | 1946403.47 |
| 11129 | 2023.04.17 02:20 | buy | 2783 | 0.10 | 133.826 | 0.000 | 0.000 | ||
| 11130 | 2023.04.17 02:20 | modify | 2783 | 0.10 | 133.826 | 133.586 | 0.000 | ||
| 11131 | 2023.04.17 02:20 | modify | 2783 | 0.10 | 133.826 | 133.586 | 133.996 | ||
| 11132 | 2023.04.17 04:01 | t/p | 2783 | 0.10 | 133.993 | 133.586 | 133.996 | 1669.40 | 1948072.87 |
| 11133 | 2023.04.17 05:51 | buy | 2784 | 0.10 | 133.944 | 0.000 | 0.000 | ||
| 11134 | 2023.04.17 05:51 | modify | 2784 | 0.10 | 133.944 | 133.704 | 0.000 | ||
| 11135 | 2023.04.17 05:51 | modify | 2784 | 0.10 | 133.944 | 133.704 | 134.114 | ||
| 11136 | 2023.04.17 10:09 | t/p | 2784 | 0.10 | 134.115 | 133.704 | 134.114 | 1709.40 | 1949782.27 |
| 11137 | 2023.04.17 16:42 | buy | 2785 | 0.10 | 134.404 | 0.000 | 0.000 | ||
| 11138 | 2023.04.17 16:42 | modify | 2785 | 0.10 | 134.404 | 134.164 | 0.000 | ||
| 11139 | 2023.04.17 16:42 | modify | 2785 | 0.10 | 134.404 | 134.164 | 134.574 | ||
| 11140 | 2023.04.18 01:27 | t/p | 2785 | 0.10 | 134.583 | 134.164 | 134.574 | 1884.58 | 1951666.86 |
| 11141 | 2023.04.19 11:52 | buy | 2786 | 0.10 | 134.772 | 0.000 | 0.000 | ||
| 11142 | 2023.04.19 11:52 | modify | 2786 | 0.10 | 134.772 | 134.532 | 0.000 | ||
| 11143 | 2023.04.19 11:52 | modify | 2786 | 0.10 | 134.772 | 134.532 | 134.942 | ||
| 11144 | 2023.04.19 12:27 | s/l | 2786 | 0.10 | 134.534 | 134.532 | 134.942 | -2380.60 | 1949286.26 |
| 11145 | 2023.04.19 17:00 | buy | 2787 | 0.16 | 134.665 | 0.000 | 0.000 | ||
| 11146 | 2023.04.19 17:00 | modify | 2787 | 0.16 | 134.665 | 134.425 | 0.000 | ||
| 11147 | 2023.04.19 17:00 | modify | 2787 | 0.16 | 134.665 | 134.425 | 134.835 | ||
| 11148 | 2023.04.20 00:57 | t/p | 2787 | 0.16 | 134.837 | 134.425 | 134.835 | 3207.93 | 1952494.18 |
| 11149 | 2023.04.26 18:38 | buy | 2788 | 0.10 | 133.671 | 0.000 | 0.000 | ||
| 11150 | 2023.04.26 18:38 | modify | 2788 | 0.10 | 133.671 | 133.431 | 0.000 | ||
| 11151 | 2023.04.26 18:38 | modify | 2788 | 0.10 | 133.671 | 133.431 | 133.841 | ||
| 11152 | 2023.04.26 23:26 | s/l | 2788 | 0.10 | 133.427 | 133.431 | 133.841 | -2440.60 | 1950053.58 |
| 11153 | 2023.04.27 15:32 | buy | 2789 | 0.16 | 133.946 | 0.000 | 0.000 | ||
| 11154 | 2023.04.27 15:32 | modify | 2789 | 0.16 | 133.946 | 133.706 | 0.000 | ||
| 11155 | 2023.04.27 15:32 | modify | 2789 | 0.16 | 133.946 | 133.706 | 134.116 | ||
| 11156 | 2023.04.28 01:31 | s/l | 2789 | 0.16 | 133.716 | 133.706 | 134.116 | -3528.66 | 1946524.92 |
| 11157 | 2023.04.28 13:07 | buy | 2790 | 0.26 | 135.878 | 0.000 | 0.000 | ||
| 11158 | 2023.04.28 13:07 | modify | 2790 | 0.26 | 135.878 | 135.638 | 0.000 | ||
| 11159 | 2023.04.28 13:07 | modify | 2790 | 0.26 | 135.878 | 135.638 | 136.048 | ||
| 11160 | 2023.04.28 13:28 | t/p | 2790 | 0.26 | 136.057 | 135.638 | 136.048 | 4652.45 | 1951177.37 |
| 11161 | 2023.04.28 15:51 | buy | 2791 | 0.10 | 136.025 | 0.000 | 0.000 | ||
| 11162 | 2023.04.28 15:51 | modify | 2791 | 0.10 | 136.025 | 135.785 | 0.000 | ||
| 11163 | 2023.04.28 15:51 | modify | 2791 | 0.10 | 136.025 | 135.785 | 136.195 | ||
| 11164 | 2023.04.28 17:51 | t/p | 2791 | 0.10 | 136.206 | 135.785 | 136.195 | 1809.40 | 1952986.77 |
| 11165 | 2023.04.28 19:44 | buy | 2792 | 0.10 | 136.169 | 0.000 | 0.000 | ||
| 11166 | 2023.04.28 19:44 | modify | 2792 | 0.10 | 136.169 | 135.929 | 0.000 | ||
| 11167 | 2023.04.28 19:44 | modify | 2792 | 0.10 | 136.169 | 135.929 | 136.339 | ||
| 11168 | 2023.04.28 20:34 | t/p | 2792 | 0.10 | 136.345 | 135.929 | 136.339 | 1759.40 | 1954746.17 |
| 11169 | 2023.05.01 07:01 | buy | 2793 | 0.10 | 136.879 | 0.000 | 0.000 | ||
| 11170 | 2023.05.01 07:01 | modify | 2793 | 0.10 | 136.879 | 136.639 | 0.000 | ||
| 11171 | 2023.05.01 07:01 | modify | 2793 | 0.10 | 136.879 | 136.639 | 137.049 | ||
| 11172 | 2023.05.01 10:05 | s/l | 2793 | 0.10 | 136.642 | 136.639 | 137.049 | -2370.60 | 1952375.57 |
| 11173 | 2023.05.01 22:16 | buy | 2794 | 0.16 | 137.421 | 0.000 | 0.000 | ||
| 11174 | 2023.05.01 22:16 | modify | 2794 | 0.16 | 137.421 | 137.181 | 0.000 | ||
| 11175 | 2023.05.01 22:16 | modify | 2794 | 0.16 | 137.421 | 137.181 | 137.591 | ||
| 11176 | 2023.05.02 04:20 | close | 2794 | 0.16 | 137.575 | 137.181 | 137.591 | 2615.34 | 1954990.90 |
| 11177 | 2023.05.02 06:56 | buy | 2795 | 0.10 | 137.554 | 0.000 | 0.000 | ||
| 11178 | 2023.05.02 06:56 | modify | 2795 | 0.10 | 137.554 | 137.314 | 0.000 | ||
| 11179 | 2023.05.02 06:56 | modify | 2795 | 0.10 | 137.554 | 137.314 | 137.724 | ||
| 11180 | 2023.05.02 07:18 | t/p | 2795 | 0.10 | 137.723 | 137.314 | 137.724 | 1689.40 | 1956680.30 |
| 11181 | 2023.05.05 16:48 | buy | 2796 | 0.10 | 134.739 | 0.000 | 0.000 | ||
| 11182 | 2023.05.05 16:48 | modify | 2796 | 0.10 | 134.739 | 134.499 | 0.000 | ||
| 11183 | 2023.05.05 16:48 | modify | 2796 | 0.10 | 134.739 | 134.499 | 134.909 | ||
| 11184 | 2023.05.07 22:01 | t/p | 2796 | 0.10 | 134.916 | 134.499 | 134.909 | 1769.40 | 1958449.70 |
| 11185 | 2023.05.08 00:26 | buy | 2797 | 0.10 | 135.011 | 0.000 | 0.000 | ||
| 11186 | 2023.05.08 00:26 | modify | 2797 | 0.10 | 135.011 | 134.771 | 0.000 | ||
| 11187 | 2023.05.08 00:26 | modify | 2797 | 0.10 | 135.011 | 134.771 | 135.181 | ||
| 11188 | 2023.05.08 02:16 | s/l | 2797 | 0.10 | 134.761 | 134.771 | 135.181 | -2500.60 | 1955949.10 |
| 11189 | 2023.05.08 12:47 | buy | 2798 | 0.16 | 135.005 | 0.000 | 0.000 | ||
| 11190 | 2023.05.08 12:47 | modify | 2798 | 0.16 | 135.005 | 134.765 | 0.000 | ||
| 11191 | 2023.05.08 12:47 | modify | 2798 | 0.16 | 135.005 | 134.765 | 135.175 | ||
| 11192 | 2023.05.08 15:41 | s/l | 2798 | 0.16 | 134.763 | 134.765 | 135.175 | -3872.96 | 1952076.14 |
| 11193 | 2023.05.11 10:31 | buy | 2799 | 0.26 | 134.617 | 0.000 | 0.000 | ||
| 11194 | 2023.05.11 10:31 | modify | 2799 | 0.26 | 134.617 | 134.377 | 0.000 | ||
| 11195 | 2023.05.11 10:31 | modify | 2799 | 0.26 | 134.617 | 134.377 | 134.787 | ||
| 11196 | 2023.05.11 11:08 | s/l | 2799 | 0.26 | 134.371 | 134.377 | 134.787 | -6397.55 | 1945678.59 |
| 11197 | 2023.05.12 04:07 | buy | 2800 | 0.42 | 134.546 | 0.000 | 0.000 | ||
| 11198 | 2023.05.12 04:07 | modify | 2800 | 0.42 | 134.546 | 134.306 | 0.000 | ||
| 11199 | 2023.05.12 04:07 | modify | 2800 | 0.42 | 134.546 | 134.306 | 134.716 | ||
| 11200 | 2023.05.12 05:59 | t/p | 2800 | 0.42 | 134.716 | 134.306 | 134.716 | 7137.49 | 1952816.08 |
| 11201 | 2023.05.12 08:12 | buy | 2801 | 0.10 | 134.733 | 0.000 | 0.000 | ||
| 11202 | 2023.05.12 08:12 | modify | 2801 | 0.10 | 134.733 | 134.493 | 0.000 | ||
| 11203 | 2023.05.12 08:12 | modify | 2801 | 0.10 | 134.733 | 134.493 | 134.903 | ||
| 11204 | 2023.05.12 11:57 | t/p | 2801 | 0.10 | 134.909 | 134.493 | 134.903 | 1759.40 | 1954575.48 |
| 11205 | 2023.05.12 13:34 | buy | 2802 | 0.10 | 134.785 | 0.000 | 0.000 | ||
| 11206 | 2023.05.12 13:34 | modify | 2802 | 0.10 | 134.785 | 134.545 | 0.000 | ||
| 11207 | 2023.05.12 13:34 | modify | 2802 | 0.10 | 134.785 | 134.545 | 134.955 | ||
| 11208 | 2023.05.12 14:00 | t/p | 2802 | 0.10 | 135.030 | 134.545 | 134.955 | 2449.40 | 1957024.88 |
| 11209 | 2023.05.15 01:16 | buy | 2803 | 0.10 | 135.748 | 0.000 | 0.000 | ||
| 11210 | 2023.05.15 01:16 | modify | 2803 | 0.10 | 135.748 | 135.508 | 0.000 | ||
| 11211 | 2023.05.15 01:16 | modify | 2803 | 0.10 | 135.748 | 135.508 | 135.918 | ||
| 11212 | 2023.05.15 02:18 | t/p | 2803 | 0.10 | 135.929 | 135.508 | 135.918 | 1809.40 | 1958834.28 |
| 11213 | 2023.05.15 07:01 | buy | 2804 | 0.10 | 136.026 | 0.000 | 0.000 | ||
| 11214 | 2023.05.15 07:01 | modify | 2804 | 0.10 | 136.026 | 135.786 | 0.000 | ||
| 11215 | 2023.05.15 07:01 | modify | 2804 | 0.10 | 136.026 | 135.786 | 136.196 | ||
| 11216 | 2023.05.15 09:24 | t/p | 2804 | 0.10 | 136.209 | 135.786 | 136.196 | 1829.40 | 1960663.68 |
| 11217 | 2023.05.15 11:23 | buy | 2805 | 0.10 | 136.092 | 0.000 | 0.000 | ||
| 11218 | 2023.05.15 11:23 | modify | 2805 | 0.10 | 136.092 | 135.852 | 0.000 | ||
| 11219 | 2023.05.15 11:23 | modify | 2805 | 0.10 | 136.092 | 135.852 | 136.262 | ||
| 11220 | 2023.05.15 12:30 | s/l | 2805 | 0.10 | 135.851 | 135.852 | 136.262 | -2410.60 | 1958253.08 |
| 11221 | 2023.05.16 17:17 | buy | 2806 | 0.16 | 136.477 | 0.000 | 0.000 | ||
| 11222 | 2023.05.16 17:17 | modify | 2806 | 0.16 | 136.477 | 136.237 | 0.000 | ||
| 11223 | 2023.05.16 17:17 | modify | 2806 | 0.16 | 136.477 | 136.237 | 136.647 | ||
| 11224 | 2023.05.17 05:07 | close | 2806 | 0.16 | 136.611 | 136.237 | 136.647 | 2295.34 | 1960548.42 |
| 11225 | 2023.05.17 10:08 | buy | 2807 | 0.10 | 136.854 | 0.000 | 0.000 | ||
| 11226 | 2023.05.17 10:08 | modify | 2807 | 0.10 | 136.854 | 136.614 | 0.000 | ||
| 11227 | 2023.05.17 10:08 | modify | 2807 | 0.10 | 136.854 | 136.614 | 137.024 | ||
| 11228 | 2023.05.17 11:01 | t/p | 2807 | 0.10 | 137.035 | 136.614 | 137.024 | 1809.40 | 1962357.82 |
| 11229 | 2023.05.17 11:41 | buy | 2808 | 0.10 | 136.882 | 0.000 | 0.000 | ||
| 11230 | 2023.05.17 11:41 | modify | 2808 | 0.10 | 136.882 | 136.642 | 0.000 | ||
| 11231 | 2023.05.17 11:41 | modify | 2808 | 0.10 | 136.882 | 136.642 | 137.052 | ||
| 11232 | 2023.05.17 11:54 | t/p | 2808 | 0.10 | 137.048 | 136.642 | 137.052 | 1659.40 | 1964017.22 |
| 11233 | 2023.05.18 00:47 | buy | 2809 | 0.10 | 137.514 | 0.000 | 0.000 | ||
| 11234 | 2023.05.18 00:47 | modify | 2809 | 0.10 | 137.514 | 137.274 | 0.000 | ||
| 11235 | 2023.05.18 00:47 | modify | 2809 | 0.10 | 137.514 | 137.274 | 137.684 | ||
| 11236 | 2023.05.18 03:49 | close | 2809 | 0.10 | 137.602 | 137.274 | 137.684 | 879.40 | 1964896.62 |
| 11237 | 2023.05.18 16:07 | buy | 2810 | 0.10 | 138.401 | 0.000 | 0.000 | ||
| 11238 | 2023.05.18 16:07 | modify | 2810 | 0.10 | 138.401 | 138.161 | 0.000 | ||
| 11239 | 2023.05.18 16:07 | modify | 2810 | 0.10 | 138.401 | 138.161 | 138.571 | ||
| 11240 | 2023.05.18 16:54 | t/p | 2810 | 0.10 | 138.565 | 138.161 | 138.571 | 1639.40 | 1966536.02 |
| 11241 | 2023.05.18 22:07 | buy | 2811 | 0.10 | 138.634 | 0.000 | 0.000 | ||
| 11242 | 2023.05.18 22:07 | modify | 2811 | 0.10 | 138.634 | 138.394 | 0.000 | ||
| 11243 | 2023.05.18 22:07 | modify | 2811 | 0.10 | 138.634 | 138.394 | 138.804 | ||
| 11244 | 2023.05.19 00:06 | s/l | 2811 | 0.10 | 138.383 | 138.394 | 138.804 | -2415.42 | 1964120.60 |
| 11245 | 2023.05.19 14:30 | buy | 2812 | 0.16 | 138.426 | 0.000 | 0.000 | ||
| 11246 | 2023.05.19 14:30 | modify | 2812 | 0.16 | 138.426 | 138.186 | 0.000 | ||
| 11247 | 2023.05.19 14:30 | modify | 2812 | 0.16 | 138.426 | 138.186 | 138.596 | ||
| 11248 | 2023.05.19 15:12 | s/l | 2812 | 0.16 | 138.183 | 138.186 | 138.596 | -3888.96 | 1960231.64 |
| 11249 | 2023.05.22 14:09 | buy | 2813 | 0.26 | 138.165 | 0.000 | 0.000 | ||
| 11250 | 2023.05.22 14:09 | modify | 2813 | 0.26 | 138.165 | 137.925 | 0.000 | ||