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 |
| 11251 | 2023.05.22 14:09 | modify | 2813 | 0.26 | 138.165 | 137.925 | 138.335 | ||
| 11252 | 2023.05.22 14:12 | t/p | 2813 | 0.26 | 138.334 | 137.925 | 138.335 | 4392.45 | 1964624.09 |
| 11253 | 2023.05.22 16:33 | buy | 2814 | 0.10 | 138.458 | 0.000 | 0.000 | ||
| 11254 | 2023.05.22 16:33 | modify | 2814 | 0.10 | 138.458 | 138.218 | 0.000 | ||
| 11255 | 2023.05.22 16:33 | modify | 2814 | 0.10 | 138.458 | 138.218 | 138.628 | ||
| 11256 | 2023.05.22 20:02 | t/p | 2814 | 0.10 | 138.625 | 138.218 | 138.628 | 1669.40 | 1966293.49 |
| 11257 | 2023.05.22 23:02 | buy | 2815 | 0.10 | 138.526 | 0.000 | 0.000 | ||
| 11258 | 2023.05.22 23:02 | modify | 2815 | 0.10 | 138.526 | 138.286 | 0.000 | ||
| 11259 | 2023.05.22 23:02 | modify | 2815 | 0.10 | 138.526 | 138.286 | 138.696 | ||
| 11260 | 2023.05.22 23:26 | close | 2815 | 0.10 | 138.655 | 138.286 | 138.696 | 1289.40 | 1967582.89 |
| 11261 | 2023.05.23 00:19 | buy | 2816 | 0.10 | 138.548 | 0.000 | 0.000 | ||
| 11262 | 2023.05.23 00:19 | modify | 2816 | 0.10 | 138.548 | 138.308 | 0.000 | ||
| 11263 | 2023.05.23 00:19 | modify | 2816 | 0.10 | 138.548 | 138.308 | 138.718 | ||
| 11264 | 2023.05.23 01:48 | t/p | 2816 | 0.10 | 138.718 | 138.308 | 138.718 | 1699.40 | 1969282.29 |
| 11265 | 2023.05.25 04:38 | buy | 2817 | 0.10 | 139.600 | 0.000 | 0.000 | ||
| 11266 | 2023.05.25 04:38 | modify | 2817 | 0.10 | 139.600 | 139.360 | 0.000 | ||
| 11267 | 2023.05.25 04:38 | modify | 2817 | 0.10 | 139.600 | 139.360 | 139.770 | ||
| 11268 | 2023.05.25 07:35 | s/l | 2817 | 0.10 | 139.356 | 139.360 | 139.770 | -2440.60 | 1966841.69 |
| 11269 | 2023.05.25 20:48 | buy | 2818 | 0.16 | 140.047 | 0.000 | 0.000 | ||
| 11270 | 2023.05.25 20:48 | modify | 2818 | 0.16 | 140.047 | 139.807 | 0.000 | ||
| 11271 | 2023.05.25 20:48 | modify | 2818 | 0.16 | 140.047 | 139.807 | 140.217 | ||
| 11272 | 2023.05.26 00:54 | s/l | 2818 | 0.16 | 139.800 | 139.807 | 140.217 | -3800.66 | 1963041.02 |
| 11273 | 2023.05.26 20:00 | buy | 2819 | 0.26 | 140.567 | 0.000 | 0.000 | ||
| 11274 | 2023.05.26 20:00 | modify | 2819 | 0.26 | 140.567 | 140.327 | 0.000 | ||
| 11275 | 2023.05.26 20:00 | modify | 2819 | 0.26 | 140.567 | 140.327 | 140.737 | ||
| 11276 | 2023.05.28 22:01 | t/p | 2819 | 0.26 | 140.730 | 140.327 | 140.737 | 4236.45 | 1967277.47 |
| 11277 | 2023.05.30 06:42 | buy | 2820 | 0.10 | 140.420 | 0.000 | 0.000 | ||
| 11278 | 2023.05.30 06:42 | modify | 2820 | 0.10 | 140.420 | 140.180 | 0.000 | ||
| 11279 | 2023.05.30 06:42 | modify | 2820 | 0.10 | 140.420 | 140.180 | 140.590 | ||
| 11280 | 2023.05.30 07:14 | s/l | 2820 | 0.10 | 140.184 | 140.180 | 140.590 | -2360.60 | 1964916.87 |
| 11281 | 2023.06.01 09:57 | buy | 2821 | 0.16 | 139.755 | 0.000 | 0.000 | ||
| 11282 | 2023.06.01 09:57 | modify | 2821 | 0.16 | 139.755 | 139.515 | 0.000 | ||
| 11283 | 2023.06.01 09:57 | modify | 2821 | 0.16 | 139.755 | 139.515 | 139.925 | ||
| 11284 | 2023.06.01 11:06 | s/l | 2821 | 0.16 | 139.507 | 139.515 | 139.925 | -3968.96 | 1960947.91 |
| 11285 | 2023.06.05 01:05 | buy | 2822 | 0.26 | 140.059 | 0.000 | 0.000 | ||
| 11286 | 2023.06.05 01:05 | modify | 2822 | 0.26 | 140.059 | 139.819 | 0.000 | ||
| 11287 | 2023.06.05 01:05 | modify | 2822 | 0.26 | 140.059 | 139.819 | 140.229 | ||
| 11288 | 2023.06.05 02:32 | t/p | 2822 | 0.26 | 140.232 | 139.819 | 140.229 | 4496.45 | 1965444.36 |
| 11289 | 2023.06.05 03:39 | buy | 2823 | 0.10 | 140.044 | 0.000 | 0.000 | ||
| 11290 | 2023.06.05 03:39 | modify | 2823 | 0.10 | 140.044 | 139.804 | 0.000 | ||
| 11291 | 2023.06.05 03:39 | modify | 2823 | 0.10 | 140.044 | 139.804 | 140.214 | ||
| 11292 | 2023.06.05 06:09 | t/p | 2823 | 0.10 | 140.206 | 139.804 | 140.214 | 1619.40 | 1967063.76 |
| 11293 | 2023.06.05 08:18 | buy | 2824 | 0.10 | 140.235 | 0.000 | 0.000 | ||
| 11294 | 2023.06.05 08:18 | modify | 2824 | 0.10 | 140.235 | 139.995 | 0.000 | ||
| 11295 | 2023.06.05 08:18 | modify | 2824 | 0.10 | 140.235 | 139.995 | 140.405 | ||
| 11296 | 2023.06.05 13:55 | s/l | 2824 | 0.10 | 139.996 | 139.995 | 140.405 | -2390.60 | 1964673.16 |
| 11297 | 2023.06.07 22:29 | buy | 2825 | 0.16 | 140.046 | 0.000 | 0.000 | ||
| 11298 | 2023.06.07 22:29 | modify | 2825 | 0.16 | 140.046 | 139.806 | 0.000 | ||
| 11299 | 2023.06.07 22:29 | modify | 2825 | 0.16 | 140.046 | 139.806 | 140.216 | ||
| 11300 | 2023.06.08 03:32 | s/l | 2825 | 0.16 | 139.805 | 139.806 | 140.216 | -3400.07 | 1961273.09 |
| 11301 | 2023.06.09 11:13 | buy | 2826 | 0.26 | 139.487 | 0.000 | 0.000 | ||
| 11302 | 2023.06.09 11:13 | modify | 2826 | 0.26 | 139.487 | 139.247 | 0.000 | ||
| 11303 | 2023.06.09 11:13 | modify | 2826 | 0.26 | 139.487 | 139.247 | 139.657 | ||
| 11304 | 2023.06.09 12:30 | s/l | 2826 | 0.26 | 139.242 | 139.247 | 139.657 | -6371.55 | 1954901.54 |
| 11305 | 2023.06.12 17:16 | buy | 2827 | 0.42 | 139.595 | 0.000 | 0.000 | ||
| 11306 | 2023.06.12 17:16 | modify | 2827 | 0.42 | 139.595 | 139.355 | 0.000 | ||
| 11307 | 2023.06.12 17:16 | modify | 2827 | 0.42 | 139.595 | 139.355 | 139.765 | ||
| 11308 | 2023.06.13 03:25 | s/l | 2827 | 0.42 | 139.357 | 139.355 | 139.765 | -9598.74 | 1945302.80 |
| 11309 | 2023.06.13 22:33 | buy | 2828 | 0.67 | 140.172 | 0.000 | 0.000 | ||
| 11310 | 2023.06.13 22:33 | modify | 2828 | 0.67 | 140.172 | 139.932 | 0.000 | ||
| 11311 | 2023.06.13 22:33 | modify | 2828 | 0.67 | 140.172 | 139.932 | 140.342 | ||
| 11312 | 2023.06.14 07:35 | s/l | 2828 | 0.67 | 139.930 | 139.932 | 140.342 | -15580.27 | 1929722.53 |
| 11313 | 2023.06.15 00:03 | buy | 2829 | 0.70 | 139.970 | 0.000 | 0.000 | ||
| 11314 | 2023.06.15 00:03 | modify | 2829 | 0.70 | 139.970 | 139.730 | 0.000 | ||
| 11315 | 2023.06.15 00:03 | modify | 2829 | 0.70 | 139.970 | 139.730 | 140.140 | ||
| 11316 | 2023.06.15 00:29 | t/p | 2829 | 0.70 | 140.144 | 139.730 | 140.140 | 12175.81 | 1941898.34 |
| 11317 | 2023.06.15 08:20 | buy | 2830 | 0.10 | 141.219 | 0.000 | 0.000 | ||
| 11318 | 2023.06.15 08:20 | modify | 2830 | 0.10 | 141.219 | 140.979 | 0.000 | ||
| 11319 | 2023.06.15 08:20 | modify | 2830 | 0.10 | 141.219 | 140.979 | 141.389 | ||
| 11320 | 2023.06.15 09:17 | s/l | 2830 | 0.10 | 140.980 | 140.979 | 141.389 | -2390.60 | 1939507.74 |
| 11321 | 2023.06.15 09:18 | buy | 2831 | 0.16 | 140.986 | 0.000 | 0.000 | ||
| 11322 | 2023.06.15 09:18 | modify | 2831 | 0.16 | 140.986 | 140.746 | 0.000 | ||
| 11323 | 2023.06.15 09:18 | modify | 2831 | 0.16 | 140.986 | 140.746 | 141.156 | ||
| 11324 | 2023.06.15 10:25 | t/p | 2831 | 0.16 | 141.165 | 140.746 | 141.156 | 2863.04 | 1942370.78 |
| 11325 | 2023.06.15 12:35 | buy | 2832 | 0.10 | 141.039 | 0.000 | 0.000 | ||
| 11326 | 2023.06.15 12:35 | modify | 2832 | 0.10 | 141.039 | 140.799 | 0.000 | ||
| 11327 | 2023.06.15 12:35 | modify | 2832 | 0.10 | 141.039 | 140.799 | 141.209 | ||
| 11328 | 2023.06.15 12:42 | s/l | 2832 | 0.10 | 140.795 | 140.799 | 141.209 | -2440.60 | 1939930.18 |
| 11329 | 2023.06.16 08:53 | buy | 2833 | 0.16 | 140.959 | 0.000 | 0.000 | ||
| 11330 | 2023.06.16 08:53 | modify | 2833 | 0.16 | 140.959 | 140.719 | 0.000 | ||
| 11331 | 2023.06.16 08:53 | modify | 2833 | 0.16 | 140.959 | 140.719 | 141.129 | ||
| 11332 | 2023.06.16 12:17 | t/p | 2833 | 0.16 | 141.138 | 140.719 | 141.129 | 2863.04 | 1942793.22 |
| 11333 | 2023.06.16 17:29 | buy | 2834 | 0.10 | 141.669 | 0.000 | 0.000 | ||
| 11334 | 2023.06.16 17:29 | modify | 2834 | 0.10 | 141.669 | 141.429 | 0.000 | ||
| 11335 | 2023.06.16 17:29 | modify | 2834 | 0.10 | 141.669 | 141.429 | 141.839 | ||
| 11336 | 2023.06.16 17:57 | t/p | 2834 | 0.10 | 141.847 | 141.429 | 141.839 | 1779.40 | 1944572.62 |
| 11337 | 2023.06.19 00:06 | buy | 2835 | 0.10 | 141.784 | 0.000 | 0.000 | ||
| 11338 | 2023.06.19 00:06 | modify | 2835 | 0.10 | 141.784 | 141.544 | 0.000 | ||
| 11339 | 2023.06.19 00:06 | modify | 2835 | 0.10 | 141.784 | 141.544 | 141.954 | ||
| 11340 | 2023.06.19 00:41 | t/p | 2835 | 0.10 | 141.945 | 141.544 | 141.954 | 1609.40 | 1946182.02 |
| 11341 | 2023.06.19 03:30 | buy | 2836 | 0.10 | 141.802 | 0.000 | 0.000 | ||
| 11342 | 2023.06.19 03:30 | modify | 2836 | 0.10 | 141.802 | 141.562 | 0.000 | ||
| 11343 | 2023.06.19 03:30 | modify | 2836 | 0.10 | 141.802 | 141.562 | 141.972 | ||
| 11344 | 2023.06.19 03:47 | s/l | 2836 | 0.10 | 141.555 | 141.562 | 141.972 | -2470.60 | 1943711.42 |
| 11345 | 2023.06.19 10:43 | buy | 2837 | 0.16 | 141.854 | 0.000 | 0.000 | ||
| 11346 | 2023.06.19 10:43 | modify | 2837 | 0.16 | 141.854 | 141.614 | 0.000 | ||
| 11347 | 2023.06.19 10:43 | modify | 2837 | 0.16 | 141.854 | 141.614 | 142.024 | ||
| 11348 | 2023.06.20 00:03 | t/p | 2837 | 0.16 | 142.019 | 141.614 | 142.024 | 2791.34 | 1946502.76 |
| 11349 | 2023.06.20 02:08 | buy | 2838 | 0.10 | 141.988 | 0.000 | 0.000 | ||
| 11350 | 2023.06.20 02:08 | modify | 2838 | 0.10 | 141.988 | 141.748 | 0.000 | ||
| 11351 | 2023.06.20 02:08 | modify | 2838 | 0.10 | 141.988 | 141.748 | 142.158 | ||
| 11352 | 2023.06.20 02:22 | s/l | 2838 | 0.10 | 141.746 | 141.748 | 142.158 | -2420.60 | 1944082.16 |
| 11353 | 2023.06.22 11:12 | buy | 2839 | 0.16 | 141.912 | 0.000 | 0.000 | ||
| 11354 | 2023.06.22 11:12 | modify | 2839 | 0.16 | 141.912 | 141.672 | 0.000 | ||
| 11355 | 2023.06.22 11:12 | modify | 2839 | 0.16 | 141.912 | 141.672 | 142.082 | ||
| 11356 | 2023.06.22 11:31 | t/p | 2839 | 0.16 | 142.079 | 141.672 | 142.082 | 2671.04 | 1946753.20 |
| 11357 | 2023.06.22 23:39 | buy | 2840 | 0.10 | 142.979 | 0.000 | 0.000 | ||
| 11358 | 2023.06.22 23:39 | modify | 2840 | 0.10 | 142.979 | 142.739 | 0.000 | ||
| 11359 | 2023.06.22 23:39 | modify | 2840 | 0.10 | 142.979 | 142.739 | 143.149 | ||
| 11360 | 2023.06.23 00:09 | t/p | 2840 | 0.10 | 143.149 | 142.739 | 143.149 | 1794.58 | 1948547.78 |
| 11361 | 2023.06.23 01:09 | buy | 2841 | 0.10 | 142.904 | 0.000 | 0.000 | ||
| 11362 | 2023.06.23 01:09 | modify | 2841 | 0.10 | 142.904 | 142.664 | 0.000 | ||
| 11363 | 2023.06.23 01:09 | modify | 2841 | 0.10 | 142.904 | 142.664 | 143.074 | ||
| 11364 | 2023.06.23 02:38 | t/p | 2841 | 0.10 | 143.083 | 142.664 | 143.074 | 1789.40 | 1950337.18 |
| 11365 | 2023.06.23 07:18 | buy | 2842 | 0.10 | 143.150 | 0.000 | 0.000 | ||
| 11366 | 2023.06.23 07:18 | modify | 2842 | 0.10 | 143.150 | 142.910 | 0.000 | ||
| 11367 | 2023.06.23 07:18 | modify | 2842 | 0.10 | 143.150 | 142.910 | 143.320 | ||
| 11368 | 2023.06.23 07:30 | s/l | 2842 | 0.10 | 142.900 | 142.910 | 143.320 | -2500.60 | 1947836.58 |
| 11369 | 2023.06.23 17:58 | buy | 2843 | 0.16 | 143.726 | 0.000 | 0.000 | ||
| 11370 | 2023.06.23 17:58 | modify | 2843 | 0.16 | 143.726 | 143.486 | 0.000 | ||
| 11371 | 2023.06.23 17:58 | modify | 2843 | 0.16 | 143.726 | 143.486 | 143.896 | ||
| 11372 | 2023.06.25 22:57 | s/l | 2843 | 0.16 | 143.477 | 143.486 | 143.896 | -3984.96 | 1943851.62 |
| 11373 | 2023.06.26 18:25 | buy | 2844 | 0.26 | 143.451 | 0.000 | 0.000 | ||
| 11374 | 2023.06.26 18:25 | modify | 2844 | 0.26 | 143.451 | 143.211 | 0.000 | ||
| 11375 | 2023.06.26 18:25 | modify | 2844 | 0.26 | 143.451 | 143.211 | 143.621 | ||
| 11376 | 2023.06.27 05:56 | close | 2844 | 0.26 | 143.593 | 143.211 | 143.621 | 3937.93 | 1947789.55 |
| 11377 | 2023.06.27 10:46 | buy | 2845 | 0.10 | 143.683 | 0.000 | 0.000 | ||
| 11378 | 2023.06.27 10:46 | modify | 2845 | 0.10 | 143.683 | 143.443 | 0.000 | ||
| 11379 | 2023.06.27 10:46 | modify | 2845 | 0.10 | 143.683 | 143.443 | 143.853 | ||
| 11380 | 2023.06.27 12:11 | s/l | 2845 | 0.10 | 143.442 | 143.443 | 143.853 | -2410.60 | 1945378.95 |
| 11381 | 2023.06.27 22:15 | buy | 2846 | 0.16 | 144.017 | 0.000 | 0.000 | ||
| 11382 | 2023.06.27 22:15 | modify | 2846 | 0.16 | 144.017 | 143.777 | 0.000 | ||
| 11383 | 2023.06.27 22:15 | modify | 2846 | 0.16 | 144.017 | 143.777 | 144.187 | ||
| 11384 | 2023.06.28 00:06 | s/l | 2846 | 0.16 | 143.786 | 143.777 | 144.187 | -3544.66 | 1941834.28 |
| 11385 | 2023.06.28 13:38 | buy | 2847 | 0.26 | 144.191 | 0.000 | 0.000 | ||
| 11386 | 2023.06.28 13:38 | modify | 2847 | 0.26 | 144.191 | 143.951 | 0.000 | ||
| 11387 | 2023.06.28 13:38 | modify | 2847 | 0.26 | 144.191 | 143.951 | 144.361 | ||
| 11388 | 2023.06.28 13:43 | t/p | 2847 | 0.26 | 144.358 | 143.951 | 144.361 | 4340.45 | 1946174.73 |
| 11389 | 2023.06.28 15:16 | buy | 2848 | 0.10 | 144.235 | 0.000 | 0.000 | ||
| 11390 | 2023.06.28 15:16 | modify | 2848 | 0.10 | 144.235 | 143.995 | 0.000 | ||
| 11391 | 2023.06.28 15:16 | modify | 2848 | 0.10 | 144.235 | 143.995 | 144.405 | ||
| 11392 | 2023.06.28 19:50 | t/p | 2848 | 0.10 | 144.400 | 143.995 | 144.405 | 1649.40 | 1947824.13 |
| 11393 | 2023.06.28 22:13 | buy | 2849 | 0.10 | 144.361 | 0.000 | 0.000 | ||
| 11394 | 2023.06.28 22:13 | modify | 2849 | 0.10 | 144.361 | 144.121 | 0.000 | ||
| 11395 | 2023.06.28 22:13 | modify | 2849 | 0.10 | 144.361 | 144.121 | 144.531 | ||
| 11396 | 2023.06.29 03:21 | close | 2849 | 0.10 | 144.480 | 144.121 | 144.531 | 1474.95 | 1949299.09 |
| 11397 | 2023.06.29 14:27 | buy | 2850 | 0.10 | 144.545 | 0.000 | 0.000 | ||
| 11398 | 2023.06.29 14:27 | modify | 2850 | 0.10 | 144.545 | 144.305 | 0.000 | ||
| 11399 | 2023.06.29 14:27 | modify | 2850 | 0.10 | 144.545 | 144.305 | 144.715 | ||
| 11400 | 2023.06.29 14:32 | t/p | 2850 | 0.10 | 144.727 | 144.305 | 144.715 | 1819.40 | 1951118.49 |