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 |
| 11401 | 2023.06.29 15:07 | buy | 2851 | 0.10 | 144.545 | 0.000 | 0.000 | ||
| 11402 | 2023.06.29 15:07 | modify | 2851 | 0.10 | 144.545 | 144.305 | 0.000 | ||
| 11403 | 2023.06.29 15:07 | modify | 2851 | 0.10 | 144.545 | 144.305 | 144.715 | ||
| 11404 | 2023.06.29 15:35 | t/p | 2851 | 0.10 | 144.714 | 144.305 | 144.715 | 1689.40 | 1952807.89 |
| 11405 | 2023.06.29 21:35 | buy | 2852 | 0.10 | 144.741 | 0.000 | 0.000 | ||
| 11406 | 2023.06.29 21:35 | modify | 2852 | 0.10 | 144.741 | 144.501 | 0.000 | ||
| 11407 | 2023.06.29 21:35 | modify | 2852 | 0.10 | 144.741 | 144.501 | 144.911 | ||
| 11408 | 2023.06.30 00:59 | t/p | 2852 | 0.10 | 144.911 | 144.501 | 144.911 | 1794.58 | 1954602.47 |
| 11409 | 2023.06.30 02:01 | buy | 2853 | 0.10 | 144.788 | 0.000 | 0.000 | ||
| 11410 | 2023.06.30 02:01 | modify | 2853 | 0.10 | 144.788 | 144.548 | 0.000 | ||
| 11411 | 2023.06.30 02:01 | modify | 2853 | 0.10 | 144.788 | 144.548 | 144.958 | ||
| 11412 | 2023.06.30 06:30 | s/l | 2853 | 0.10 | 144.539 | 144.548 | 144.958 | -2490.60 | 1952111.87 |
| 11413 | 2023.07.03 04:14 | buy | 2854 | 0.16 | 144.549 | 0.000 | 0.000 | ||
| 11414 | 2023.07.03 04:14 | modify | 2854 | 0.16 | 144.549 | 144.309 | 0.000 | ||
| 11415 | 2023.07.03 04:14 | modify | 2854 | 0.16 | 144.549 | 144.309 | 144.719 | ||
| 11416 | 2023.07.03 06:26 | t/p | 2854 | 0.16 | 144.728 | 144.309 | 144.719 | 2863.04 | 1954974.91 |
| 11417 | 2023.07.03 09:20 | buy | 2855 | 0.10 | 144.689 | 0.000 | 0.000 | ||
| 11418 | 2023.07.03 09:20 | modify | 2855 | 0.10 | 144.689 | 144.449 | 0.000 | ||
| 11419 | 2023.07.03 09:20 | modify | 2855 | 0.10 | 144.689 | 144.449 | 144.859 | ||
| 11420 | 2023.07.03 11:30 | t/p | 2855 | 0.10 | 144.868 | 144.449 | 144.859 | 1789.40 | 1956764.31 |
| 11421 | 2023.07.03 12:29 | buy | 2856 | 0.10 | 144.728 | 0.000 | 0.000 | ||
| 11422 | 2023.07.03 12:29 | modify | 2856 | 0.10 | 144.728 | 144.488 | 0.000 | ||
| 11423 | 2023.07.03 12:29 | modify | 2856 | 0.10 | 144.728 | 144.488 | 144.898 | ||
| 11424 | 2023.07.03 13:16 | s/l | 2856 | 0.10 | 144.480 | 144.488 | 144.898 | -2480.60 | 1954283.71 |
| 11425 | 2023.07.03 20:35 | buy | 2857 | 0.16 | 144.694 | 0.000 | 0.000 | ||
| 11426 | 2023.07.03 20:35 | modify | 2857 | 0.16 | 144.694 | 144.454 | 0.000 | ||
| 11427 | 2023.07.03 20:35 | modify | 2857 | 0.16 | 144.694 | 144.454 | 144.864 | ||
| 11428 | 2023.07.04 00:44 | s/l | 2857 | 0.16 | 144.453 | 144.454 | 144.864 | -3704.66 | 1950579.05 |
| 11429 | 2023.07.05 03:00 | buy | 2858 | 0.26 | 144.542 | 0.000 | 0.000 | ||
| 11430 | 2023.07.05 03:00 | modify | 2858 | 0.26 | 144.542 | 144.302 | 0.000 | ||
| 11431 | 2023.07.05 03:00 | modify | 2858 | 0.26 | 144.542 | 144.302 | 144.712 | ||
| 11432 | 2023.07.05 05:21 | close | 2858 | 0.26 | 144.649 | 144.302 | 144.712 | 2780.45 | 1953359.50 |
| 11433 | 2023.07.05 18:03 | buy | 2859 | 0.10 | 144.515 | 0.000 | 0.000 | ||
| 11434 | 2023.07.05 18:03 | modify | 2859 | 0.10 | 144.515 | 144.275 | 0.000 | ||
| 11435 | 2023.07.05 18:03 | modify | 2859 | 0.10 | 144.515 | 144.275 | 144.685 | ||
| 11436 | 2023.07.05 19:04 | t/p | 2859 | 0.10 | 144.691 | 144.275 | 144.685 | 1759.40 | 1955118.90 |
| 11437 | 2023.07.14 11:14 | buy | 2860 | 0.10 | 138.427 | 0.000 | 0.000 | ||
| 11438 | 2023.07.14 11:14 | modify | 2860 | 0.10 | 138.427 | 138.187 | 0.000 | ||
| 11439 | 2023.07.14 11:14 | modify | 2860 | 0.10 | 138.427 | 138.187 | 138.597 | ||
| 11440 | 2023.07.14 12:11 | t/p | 2860 | 0.10 | 138.605 | 138.187 | 138.597 | 1779.40 | 1956898.30 |
| 11441 | 2023.07.14 14:38 | buy | 2861 | 0.10 | 138.561 | 0.000 | 0.000 | ||
| 11442 | 2023.07.14 14:38 | modify | 2861 | 0.10 | 138.561 | 138.321 | 0.000 | ||
| 11443 | 2023.07.14 14:38 | modify | 2861 | 0.10 | 138.561 | 138.321 | 138.731 | ||
| 11444 | 2023.07.14 15:47 | t/p | 2861 | 0.10 | 138.735 | 138.321 | 138.731 | 1739.40 | 1958637.70 |
| 11445 | 2023.07.17 16:00 | buy | 2862 | 0.10 | 138.937 | 0.000 | 0.000 | ||
| 11446 | 2023.07.17 16:00 | modify | 2862 | 0.10 | 138.937 | 138.697 | 0.000 | ||
| 11447 | 2023.07.17 16:00 | modify | 2862 | 0.10 | 138.937 | 138.697 | 139.107 | ||
| 11448 | 2023.07.17 18:44 | s/l | 2862 | 0.10 | 138.687 | 138.697 | 139.107 | -2500.60 | 1956137.10 |
| 11449 | 2023.07.18 18:42 | buy | 2863 | 0.16 | 138.832 | 0.000 | 0.000 | ||
| 11450 | 2023.07.18 18:42 | modify | 2863 | 0.16 | 138.832 | 138.592 | 0.000 | ||
| 11451 | 2023.07.18 18:42 | modify | 2863 | 0.16 | 138.832 | 138.592 | 139.002 | ||
| 11452 | 2023.07.18 19:15 | t/p | 2863 | 0.16 | 139.012 | 138.592 | 139.002 | 2879.04 | 1959016.14 |
| 11453 | 2023.07.18 20:21 | buy | 2864 | 0.10 | 138.882 | 0.000 | 0.000 | ||
| 11454 | 2023.07.18 20:21 | modify | 2864 | 0.10 | 138.882 | 138.642 | 0.000 | ||
| 11455 | 2023.07.18 20:21 | modify | 2864 | 0.10 | 138.882 | 138.642 | 139.052 | ||
| 11456 | 2023.07.18 23:15 | close | 2864 | 0.10 | 138.943 | 138.642 | 139.052 | 609.40 | 1959625.54 |
| 11457 | 2023.07.19 07:09 | buy | 2865 | 0.10 | 139.295 | 0.000 | 0.000 | ||
| 11458 | 2023.07.19 07:09 | modify | 2865 | 0.10 | 139.295 | 139.055 | 0.000 | ||
| 11459 | 2023.07.19 07:09 | modify | 2865 | 0.10 | 139.295 | 139.055 | 139.465 | ||
| 11460 | 2023.07.19 07:52 | t/p | 2865 | 0.10 | 139.462 | 139.055 | 139.465 | 1669.40 | 1961294.94 |
| 11461 | 2023.07.19 11:58 | buy | 2866 | 0.10 | 139.810 | 0.000 | 0.000 | ||
| 11462 | 2023.07.19 11:58 | modify | 2866 | 0.10 | 139.810 | 139.570 | 0.000 | ||
| 11463 | 2023.07.19 11:58 | modify | 2866 | 0.10 | 139.810 | 139.570 | 139.980 | ||
| 11464 | 2023.07.19 12:25 | s/l | 2866 | 0.10 | 139.570 | 139.570 | 139.980 | -2400.60 | 1958894.34 |
| 11465 | 2023.07.19 12:26 | buy | 2867 | 0.16 | 139.572 | 0.000 | 0.000 | ||
| 11466 | 2023.07.19 12:26 | modify | 2867 | 0.16 | 139.572 | 139.332 | 0.000 | ||
| 11467 | 2023.07.19 12:26 | modify | 2867 | 0.16 | 139.572 | 139.332 | 139.742 | ||
| 11468 | 2023.07.19 13:46 | t/p | 2867 | 0.16 | 139.750 | 139.332 | 139.742 | 2847.04 | 1961741.38 |
| 11469 | 2023.07.23 23:47 | buy | 2868 | 0.10 | 141.663 | 0.000 | 0.000 | ||
| 11470 | 2023.07.23 23:47 | modify | 2868 | 0.10 | 141.663 | 141.423 | 0.000 | ||
| 11471 | 2023.07.23 23:47 | modify | 2868 | 0.10 | 141.663 | 141.423 | 141.833 | ||
| 11472 | 2023.07.24 01:53 | s/l | 2868 | 0.10 | 141.427 | 141.423 | 141.833 | -2265.42 | 1959475.96 |
| 11473 | 2023.07.27 17:04 | buy | 2869 | 0.16 | 140.864 | 0.000 | 0.000 | ||
| 11474 | 2023.07.27 17:04 | modify | 2869 | 0.16 | 140.864 | 140.624 | 0.000 | ||
| 11475 | 2023.07.27 17:04 | modify | 2869 | 0.16 | 140.864 | 140.624 | 141.034 | ||
| 11476 | 2023.07.27 17:04 | s/l | 2869 | 0.16 | 140.620 | 140.624 | 141.034 | -3904.96 | 1955571.00 |
| 11477 | 2023.07.30 22:14 | buy | 2870 | 0.26 | 140.950 | 0.000 | 0.000 | ||
| 11478 | 2023.07.30 22:14 | modify | 2870 | 0.26 | 140.950 | 140.710 | 0.000 | ||
| 11479 | 2023.07.30 22:14 | modify | 2870 | 0.26 | 140.950 | 140.710 | 141.120 | ||
| 11480 | 2023.07.31 00:03 | s/l | 2870 | 0.26 | 140.699 | 140.710 | 141.120 | -6280.07 | 1949290.93 |
| 11481 | 2023.07.31 00:04 | buy | 2871 | 0.42 | 140.719 | 0.000 | 0.000 | ||
| 11482 | 2023.07.31 00:04 | modify | 2871 | 0.42 | 140.719 | 140.479 | 0.000 | ||
| 11483 | 2023.07.31 00:04 | modify | 2871 | 0.42 | 140.719 | 140.479 | 140.889 | ||
| 11484 | 2023.07.31 00:32 | t/p | 2871 | 0.42 | 140.892 | 140.479 | 140.889 | 7263.49 | 1956554.42 |
| 11485 | 2023.07.31 06:14 | buy | 2872 | 0.10 | 141.744 | 0.000 | 0.000 | ||
| 11486 | 2023.07.31 06:14 | modify | 2872 | 0.10 | 141.744 | 141.504 | 0.000 | ||
| 11487 | 2023.07.31 06:14 | modify | 2872 | 0.10 | 141.744 | 141.504 | 141.914 | ||
| 11488 | 2023.07.31 06:48 | t/p | 2872 | 0.10 | 141.919 | 141.504 | 141.914 | 1749.40 | 1958303.82 |
| 11489 | 2023.07.31 11:20 | buy | 2873 | 0.10 | 142.205 | 0.000 | 0.000 | ||
| 11490 | 2023.07.31 11:20 | modify | 2873 | 0.10 | 142.205 | 141.965 | 0.000 | ||
| 11491 | 2023.07.31 11:20 | modify | 2873 | 0.10 | 142.205 | 141.965 | 142.375 | ||
| 11492 | 2023.07.31 13:05 | t/p | 2873 | 0.10 | 142.385 | 141.965 | 142.375 | 1799.40 | 1960103.22 |
| 11493 | 2023.07.31 14:13 | buy | 2874 | 0.10 | 142.204 | 0.000 | 0.000 | ||
| 11494 | 2023.07.31 14:13 | modify | 2874 | 0.10 | 142.204 | 141.964 | 0.000 | ||
| 11495 | 2023.07.31 14:13 | modify | 2874 | 0.10 | 142.204 | 141.964 | 142.374 | ||
| 11496 | 2023.07.31 23:26 | t/p | 2874 | 0.10 | 142.369 | 141.964 | 142.374 | 1649.40 | 1961752.62 |
| 11497 | 2023.08.02 15:53 | buy | 2875 | 0.10 | 143.209 | 0.000 | 0.000 | ||
| 11498 | 2023.08.02 15:53 | modify | 2875 | 0.10 | 143.209 | 142.969 | 0.000 | ||
| 11499 | 2023.08.02 15:53 | modify | 2875 | 0.10 | 143.209 | 142.969 | 143.379 | ||
| 11500 | 2023.08.02 19:56 | t/p | 2875 | 0.10 | 143.384 | 142.969 | 143.379 | 1749.40 | 1963502.02 |
| 11501 | 2023.08.02 22:01 | buy | 2876 | 0.10 | 143.288 | 0.000 | 0.000 | ||
| 11502 | 2023.08.02 22:01 | modify | 2876 | 0.10 | 143.288 | 143.048 | 0.000 | ||
| 11503 | 2023.08.02 22:01 | modify | 2876 | 0.10 | 143.288 | 143.048 | 143.458 | ||
| 11504 | 2023.08.03 01:10 | t/p | 2876 | 0.10 | 143.456 | 143.048 | 143.458 | 1964.95 | 1965466.97 |
| 11505 | 2023.08.07 11:28 | buy | 2877 | 0.10 | 142.269 | 0.000 | 0.000 | ||
| 11506 | 2023.08.07 11:28 | modify | 2877 | 0.10 | 142.269 | 142.029 | 0.000 | ||
| 11507 | 2023.08.07 11:28 | modify | 2877 | 0.10 | 142.269 | 142.029 | 142.439 | ||
| 11508 | 2023.08.07 12:58 | s/l | 2877 | 0.10 | 142.027 | 142.029 | 142.439 | -2420.60 | 1963046.37 |
| 11509 | 2023.08.07 22:01 | buy | 2878 | 0.16 | 142.453 | 0.000 | 0.000 | ||
| 11510 | 2023.08.07 22:01 | modify | 2878 | 0.16 | 142.453 | 142.213 | 0.000 | ||
| 11511 | 2023.08.07 22:01 | modify | 2878 | 0.16 | 142.453 | 142.213 | 142.623 | ||
| 11512 | 2023.08.08 00:00 | t/p | 2878 | 0.16 | 142.630 | 142.213 | 142.623 | 2983.34 | 1966029.71 |
| 11513 | 2023.08.08 04:58 | buy | 2879 | 0.10 | 143.229 | 0.000 | 0.000 | ||
| 11514 | 2023.08.08 04:58 | modify | 2879 | 0.10 | 143.229 | 142.989 | 0.000 | ||
| 11515 | 2023.08.08 04:58 | modify | 2879 | 0.10 | 143.229 | 142.989 | 143.399 | ||
| 11516 | 2023.08.08 06:48 | s/l | 2879 | 0.10 | 142.979 | 142.989 | 143.399 | -2500.60 | 1963529.11 |
| 11517 | 2023.08.08 06:49 | buy | 2880 | 0.16 | 142.984 | 0.000 | 0.000 | ||
| 11518 | 2023.08.08 06:49 | modify | 2880 | 0.16 | 142.984 | 142.744 | 0.000 | ||
| 11519 | 2023.08.08 06:49 | modify | 2880 | 0.16 | 142.984 | 142.744 | 143.154 | ||
| 11520 | 2023.08.08 08:02 | t/p | 2880 | 0.16 | 143.147 | 142.744 | 143.154 | 2607.04 | 1966136.15 |
| 11521 | 2023.08.08 21:06 | buy | 2881 | 0.10 | 143.328 | 0.000 | 0.000 | ||
| 11522 | 2023.08.08 21:06 | modify | 2881 | 0.10 | 143.328 | 143.088 | 0.000 | ||
| 11523 | 2023.08.08 21:06 | modify | 2881 | 0.10 | 143.328 | 143.088 | 143.498 | ||
| 11524 | 2023.08.09 05:59 | s/l | 2881 | 0.10 | 143.098 | 143.088 | 143.498 | -2205.42 | 1963930.73 |
| 11525 | 2023.08.09 22:09 | buy | 2882 | 0.16 | 143.662 | 0.000 | 0.000 | ||
| 11526 | 2023.08.09 22:09 | modify | 2882 | 0.16 | 143.662 | 143.422 | 0.000 | ||
| 11527 | 2023.08.09 22:09 | modify | 2882 | 0.16 | 143.662 | 143.422 | 143.832 | ||
| 11528 | 2023.08.10 00:08 | close | 2882 | 0.16 | 143.782 | 143.422 | 143.832 | 2375.93 | 1966306.66 |
| 11529 | 2023.08.10 06:48 | buy | 2883 | 0.10 | 143.922 | 0.000 | 0.000 | ||
| 11530 | 2023.08.10 06:48 | modify | 2883 | 0.10 | 143.922 | 143.682 | 0.000 | ||
| 11531 | 2023.08.10 06:48 | modify | 2883 | 0.10 | 143.922 | 143.682 | 144.092 | ||
| 11532 | 2023.08.10 12:29 | s/l | 2883 | 0.10 | 143.665 | 143.682 | 144.092 | -2570.60 | 1963736.06 |
| 11533 | 2023.08.11 01:05 | buy | 2884 | 0.16 | 144.744 | 0.000 | 0.000 | ||
| 11534 | 2023.08.11 01:05 | modify | 2884 | 0.16 | 144.744 | 144.504 | 0.000 | ||
| 11535 | 2023.08.11 01:05 | modify | 2884 | 0.16 | 144.744 | 144.504 | 144.914 | ||
| 11536 | 2023.08.11 11:43 | s/l | 2884 | 0.16 | 144.501 | 144.504 | 144.914 | -3888.96 | 1959847.10 |
| 11537 | 2023.08.13 22:25 | buy | 2885 | 0.26 | 144.912 | 0.000 | 0.000 | ||
| 11538 | 2023.08.13 22:25 | modify | 2885 | 0.26 | 144.912 | 144.672 | 0.000 | ||
| 11539 | 2023.08.13 22:25 | modify | 2885 | 0.26 | 144.912 | 144.672 | 145.082 | ||
| 11540 | 2023.08.14 00:29 | close | 2885 | 0.26 | 145.032 | 144.672 | 145.082 | 3365.93 | 1963213.03 |
| 11541 | 2023.08.14 14:16 | buy | 2886 | 0.10 | 145.268 | 0.000 | 0.000 | ||
| 11542 | 2023.08.14 14:16 | modify | 2886 | 0.10 | 145.268 | 145.028 | 0.000 | ||
| 11543 | 2023.08.14 14:16 | modify | 2886 | 0.10 | 145.268 | 145.028 | 145.438 | ||
| 11544 | 2023.08.14 14:58 | t/p | 2886 | 0.10 | 145.430 | 145.028 | 145.438 | 1619.40 | 1964832.43 |
| 11545 | 2023.08.14 15:41 | buy | 2887 | 0.10 | 145.253 | 0.000 | 0.000 | ||
| 11546 | 2023.08.14 15:41 | modify | 2887 | 0.10 | 145.253 | 145.013 | 0.000 | ||
| 11547 | 2023.08.14 15:41 | modify | 2887 | 0.10 | 145.253 | 145.013 | 145.423 | ||
| 11548 | 2023.08.14 18:42 | t/p | 2887 | 0.10 | 145.417 | 145.013 | 145.423 | 1639.40 | 1966471.83 |
| 11549 | 2023.08.14 22:23 | buy | 2888 | 0.10 | 145.514 | 0.000 | 0.000 | ||
| 11550 | 2023.08.14 22:23 | modify | 2888 | 0.10 | 145.514 | 145.274 | 0.000 | ||