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 |
| 11701 | 2023.09.26 03:36 | buy | 2926 | 0.10 | 148.846 | 0.000 | 0.000 | ||
| 11702 | 2023.09.26 03:36 | modify | 2926 | 0.10 | 148.846 | 148.606 | 0.000 | ||
| 11703 | 2023.09.26 03:36 | modify | 2926 | 0.10 | 148.846 | 148.606 | 149.016 | ||
| 11704 | 2023.09.26 06:07 | t/p | 2926 | 0.10 | 149.034 | 148.606 | 149.016 | 1879.40 | 1982353.51 |
| 11705 | 2023.09.26 22:01 | buy | 2927 | 0.10 | 149.005 | 0.000 | 0.000 | ||
| 11706 | 2023.09.26 22:01 | modify | 2927 | 0.10 | 149.005 | 148.765 | 0.000 | ||
| 11707 | 2023.09.26 22:01 | modify | 2927 | 0.10 | 149.005 | 148.765 | 149.175 | ||
| 11708 | 2023.09.27 09:41 | close | 2927 | 0.10 | 149.157 | 148.765 | 149.175 | 1614.58 | 1983968.09 |
| 11709 | 2023.09.29 18:04 | buy | 2928 | 0.10 | 149.408 | 0.000 | 0.000 | ||
| 11710 | 2023.09.29 18:04 | modify | 2928 | 0.10 | 149.408 | 149.168 | 0.000 | ||
| 11711 | 2023.09.29 18:04 | modify | 2928 | 0.10 | 149.408 | 149.168 | 149.578 | ||
| 11712 | 2023.10.01 21:00 | t/p | 2928 | 0.10 | 149.606 | 149.168 | 149.578 | 1979.40 | 1985947.49 |
| 11713 | 2023.10.01 23:49 | buy | 2929 | 0.10 | 149.494 | 0.000 | 0.000 | ||
| 11714 | 2023.10.01 23:49 | modify | 2929 | 0.10 | 149.494 | 149.254 | 0.000 | ||
| 11715 | 2023.10.01 23:49 | modify | 2929 | 0.10 | 149.494 | 149.254 | 149.664 | ||
| 11716 | 2023.10.02 00:51 | t/p | 2929 | 0.10 | 149.658 | 149.254 | 149.664 | 1734.58 | 1987682.08 |
| 11717 | 2023.10.02 05:37 | buy | 2930 | 0.10 | 149.721 | 0.000 | 0.000 | ||
| 11718 | 2023.10.02 05:37 | modify | 2930 | 0.10 | 149.721 | 149.481 | 0.000 | ||
| 11719 | 2023.10.02 05:37 | modify | 2930 | 0.10 | 149.721 | 149.481 | 149.891 | ||
| 11720 | 2023.10.03 01:16 | t/p | 2930 | 0.10 | 149.902 | 149.481 | 149.891 | 1904.58 | 1989586.66 |
| 11721 | 2023.10.03 13:01 | buy | 2931 | 0.10 | 149.901 | 0.000 | 0.000 | ||
| 11722 | 2023.10.03 13:01 | modify | 2931 | 0.10 | 149.901 | 149.661 | 0.000 | ||
| 11723 | 2023.10.03 13:01 | modify | 2931 | 0.10 | 149.901 | 149.661 | 150.071 | ||
| 11724 | 2023.10.03 14:04 | t/p | 2931 | 0.10 | 150.080 | 149.661 | 150.071 | 1789.40 | 1991376.06 |
| 11725 | 2023.10.05 09:22 | buy | 2932 | 0.10 | 148.888 | 0.000 | 0.000 | ||
| 11726 | 2023.10.05 09:22 | modify | 2932 | 0.10 | 148.888 | 148.648 | 0.000 | ||
| 11727 | 2023.10.05 09:22 | modify | 2932 | 0.10 | 148.888 | 148.648 | 149.058 | ||
| 11728 | 2023.10.05 12:30 | t/p | 2932 | 0.10 | 149.054 | 148.648 | 149.058 | 1659.40 | 1993035.46 |
| 11729 | 2023.10.06 14:32 | buy | 2933 | 0.10 | 149.195 | 0.000 | 0.000 | ||
| 11730 | 2023.10.06 14:32 | modify | 2933 | 0.10 | 149.195 | 148.955 | 0.000 | ||
| 11731 | 2023.10.06 14:32 | modify | 2933 | 0.10 | 149.195 | 148.955 | 149.365 | ||
| 11732 | 2023.10.06 14:58 | t/p | 2933 | 0.10 | 149.365 | 148.955 | 149.365 | 1699.40 | 1994734.86 |
| 11733 | 2023.10.06 15:25 | buy | 2934 | 0.10 | 149.164 | 0.000 | 0.000 | ||
| 11734 | 2023.10.06 15:25 | modify | 2934 | 0.10 | 149.164 | 148.924 | 0.000 | ||
| 11735 | 2023.10.06 15:25 | modify | 2934 | 0.10 | 149.164 | 148.924 | 149.334 | ||
| 11736 | 2023.10.06 17:45 | t/p | 2934 | 0.10 | 149.332 | 148.924 | 149.334 | 1679.40 | 1996414.26 |
| 11737 | 2023.10.10 08:38 | buy | 2935 | 0.10 | 148.844 | 0.000 | 0.000 | ||
| 11738 | 2023.10.10 08:38 | modify | 2935 | 0.10 | 148.844 | 148.604 | 0.000 | ||
| 11739 | 2023.10.10 08:38 | modify | 2935 | 0.10 | 148.844 | 148.604 | 149.014 | ||
| 11740 | 2023.10.10 11:10 | t/p | 2935 | 0.10 | 149.009 | 148.604 | 149.014 | 1649.40 | 1998063.66 |
| 11741 | 2023.10.10 12:51 | buy | 2936 | 0.10 | 148.953 | 0.000 | 0.000 | ||
| 11742 | 2023.10.10 12:51 | modify | 2936 | 0.10 | 148.953 | 148.713 | 0.000 | ||
| 11743 | 2023.10.10 12:51 | modify | 2936 | 0.10 | 148.953 | 148.713 | 149.123 | ||
| 11744 | 2023.10.10 15:35 | s/l | 2936 | 0.10 | 148.723 | 148.713 | 149.123 | -2300.60 | 1995763.06 |
| 11745 | 2023.10.11 07:17 | buy | 2937 | 0.16 | 148.845 | 0.000 | 0.000 | ||
| 11746 | 2023.10.11 07:17 | modify | 2937 | 0.16 | 148.845 | 148.605 | 0.000 | ||
| 11747 | 2023.10.11 07:17 | modify | 2937 | 0.16 | 148.845 | 148.605 | 149.015 | ||
| 11748 | 2023.10.11 07:49 | s/l | 2937 | 0.16 | 148.606 | 148.605 | 149.015 | -3824.96 | 1991938.10 |
| 11749 | 2023.10.11 15:47 | buy | 2938 | 0.26 | 148.963 | 0.000 | 0.000 | ||
| 11750 | 2023.10.11 15:47 | modify | 2938 | 0.26 | 148.963 | 148.723 | 0.000 | ||
| 11751 | 2023.10.11 15:47 | modify | 2938 | 0.26 | 148.963 | 148.723 | 149.133 | ||
| 11752 | 2023.10.11 16:35 | t/p | 2938 | 0.26 | 149.135 | 148.723 | 149.133 | 4470.45 | 1996408.55 |
| 11753 | 2023.10.11 19:26 | buy | 2939 | 0.10 | 149.180 | 0.000 | 0.000 | ||
| 11754 | 2023.10.11 19:26 | modify | 2939 | 0.10 | 149.180 | 148.940 | 0.000 | ||
| 11755 | 2023.10.11 19:26 | modify | 2939 | 0.10 | 149.180 | 148.940 | 149.350 | ||
| 11756 | 2023.10.12 12:30 | t/p | 2939 | 0.10 | 149.369 | 148.940 | 149.350 | 2174.95 | 1998583.50 |
| 11757 | 2023.10.13 00:04 | buy | 2940 | 0.10 | 149.744 | 0.000 | 0.000 | ||
| 11758 | 2023.10.13 00:04 | modify | 2940 | 0.10 | 149.744 | 149.504 | 0.000 | ||
| 11759 | 2023.10.13 00:04 | modify | 2940 | 0.10 | 149.744 | 149.504 | 149.914 | ||
| 11760 | 2023.10.13 12:30 | s/l | 2940 | 0.10 | 149.493 | 149.504 | 149.914 | -2510.60 | 1996072.90 |
| 11761 | 2023.10.16 15:03 | buy | 2941 | 0.16 | 149.573 | 0.000 | 0.000 | ||
| 11762 | 2023.10.16 15:03 | modify | 2941 | 0.16 | 149.573 | 149.333 | 0.000 | ||
| 11763 | 2023.10.16 15:03 | modify | 2941 | 0.16 | 149.573 | 149.333 | 149.743 | ||
| 11764 | 2023.10.17 10:13 | s/l | 2941 | 0.16 | 149.292 | 149.333 | 149.743 | -4344.66 | 1991728.24 |
| 11765 | 2023.10.18 16:48 | buy | 2942 | 0.26 | 149.793 | 0.000 | 0.000 | ||
| 11766 | 2023.10.18 16:48 | modify | 2942 | 0.26 | 149.793 | 149.553 | 0.000 | ||
| 11767 | 2023.10.18 16:48 | modify | 2942 | 0.26 | 149.793 | 149.553 | 149.963 | ||
| 11768 | 2023.10.19 14:57 | close | 2942 | 0.26 | 149.906 | 149.553 | 149.963 | 3678.89 | 1995407.13 |
| 11769 | 2023.10.23 06:06 | buy | 2943 | 0.10 | 149.933 | 0.000 | 0.000 | ||
| 11770 | 2023.10.23 06:06 | modify | 2943 | 0.10 | 149.933 | 149.693 | 0.000 | ||
| 11771 | 2023.10.23 06:06 | modify | 2943 | 0.10 | 149.933 | 149.693 | 150.103 | ||
| 11772 | 2023.10.23 10:00 | close | 2943 | 0.10 | 149.980 | 149.693 | 150.103 | 469.40 | 1995876.53 |
| 11773 | 2023.10.23 11:38 | buy | 2944 | 0.10 | 149.939 | 0.000 | 0.000 | ||
| 11774 | 2023.10.23 11:38 | modify | 2944 | 0.10 | 149.939 | 149.699 | 0.000 | ||
| 11775 | 2023.10.23 11:38 | modify | 2944 | 0.10 | 149.939 | 149.699 | 150.109 | ||
| 11776 | 2023.10.23 16:55 | s/l | 2944 | 0.10 | 149.691 | 149.699 | 150.109 | -2480.60 | 1993395.93 |
| 11777 | 2023.10.24 16:01 | buy | 2945 | 0.16 | 149.836 | 0.000 | 0.000 | ||
| 11778 | 2023.10.24 16:01 | modify | 2945 | 0.16 | 149.836 | 149.596 | 0.000 | ||
| 11779 | 2023.10.24 16:01 | modify | 2945 | 0.16 | 149.836 | 149.596 | 150.006 | ||
| 11780 | 2023.10.25 07:00 | close | 2945 | 0.16 | 149.895 | 149.596 | 150.006 | 1095.34 | 1994491.26 |
| 11781 | 2023.10.25 11:26 | buy | 2946 | 0.10 | 149.912 | 0.000 | 0.000 | ||
| 11782 | 2023.10.25 11:26 | modify | 2946 | 0.10 | 149.912 | 149.672 | 0.000 | ||
| 11783 | 2023.10.25 11:26 | modify | 2946 | 0.10 | 149.912 | 149.672 | 150.082 | ||
| 11784 | 2023.10.25 17:06 | close | 2946 | 0.10 | 149.986 | 149.672 | 150.082 | 739.40 | 1995230.66 |
| 11785 | 2023.10.25 23:52 | buy | 2947 | 0.10 | 150.093 | 0.000 | 0.000 | ||
| 11786 | 2023.10.25 23:52 | modify | 2947 | 0.10 | 150.093 | 149.853 | 0.000 | ||
| 11787 | 2023.10.25 23:52 | modify | 2947 | 0.10 | 150.093 | 149.853 | 150.263 | ||
| 11788 | 2023.10.26 01:17 | t/p | 2947 | 0.10 | 150.272 | 149.853 | 150.263 | 2074.95 | 1997305.62 |
| 11789 | 2023.10.26 08:07 | buy | 2948 | 0.10 | 150.418 | 0.000 | 0.000 | ||
| 11790 | 2023.10.26 08:07 | modify | 2948 | 0.10 | 150.418 | 150.178 | 0.000 | ||
| 11791 | 2023.10.26 08:07 | modify | 2948 | 0.10 | 150.418 | 150.178 | 150.588 | ||
| 11792 | 2023.10.26 12:54 | s/l | 2948 | 0.10 | 150.174 | 150.178 | 150.588 | -2440.60 | 1994865.02 |
| 11793 | 2023.10.30 13:02 | buy | 2949 | 0.16 | 149.720 | 0.000 | 0.000 | ||
| 11794 | 2023.10.30 13:02 | modify | 2949 | 0.16 | 149.720 | 149.480 | 0.000 | ||
| 11795 | 2023.10.30 13:02 | modify | 2949 | 0.16 | 149.720 | 149.480 | 149.890 | ||
| 11796 | 2023.10.30 14:01 | s/l | 2949 | 0.16 | 149.483 | 149.480 | 149.890 | -3792.96 | 1991072.06 |
| 11797 | 2023.11.06 14:38 | buy | 2950 | 0.26 | 149.724 | 0.000 | 0.000 | ||
| 11798 | 2023.11.06 14:38 | modify | 2950 | 0.26 | 149.724 | 149.484 | 0.000 | ||
| 11799 | 2023.11.06 14:38 | modify | 2950 | 0.26 | 149.724 | 149.484 | 149.894 | ||
| 11800 | 2023.11.06 19:09 | t/p | 2950 | 0.26 | 149.886 | 149.484 | 149.894 | 4210.45 | 1995282.51 |
| 11801 | 2023.11.06 22:54 | buy | 2951 | 0.10 | 149.993 | 0.000 | 0.000 | ||
| 11802 | 2023.11.06 22:54 | modify | 2951 | 0.10 | 149.993 | 149.753 | 0.000 | ||
| 11803 | 2023.11.06 22:54 | modify | 2951 | 0.10 | 149.993 | 149.753 | 150.163 | ||
| 11804 | 2023.11.07 03:41 | t/p | 2951 | 0.10 | 150.155 | 149.753 | 150.163 | 1714.58 | 1996997.09 |
| 11805 | 2023.11.08 08:09 | buy | 2952 | 0.10 | 150.622 | 0.000 | 0.000 | ||
| 11806 | 2023.11.08 08:09 | modify | 2952 | 0.10 | 150.622 | 150.382 | 0.000 | ||
| 11807 | 2023.11.08 08:09 | modify | 2952 | 0.10 | 150.622 | 150.382 | 150.792 | ||
| 11808 | 2023.11.08 10:35 | t/p | 2952 | 0.10 | 150.796 | 150.382 | 150.792 | 1739.40 | 1998736.49 |
| 11809 | 2023.11.08 11:35 | buy | 2953 | 0.10 | 150.708 | 0.000 | 0.000 | ||
| 11810 | 2023.11.08 11:35 | modify | 2953 | 0.10 | 150.708 | 150.468 | 0.000 | ||
| 11811 | 2023.11.08 11:35 | modify | 2953 | 0.10 | 150.708 | 150.468 | 150.878 | ||
| 11812 | 2023.11.08 12:24 | close | 2953 | 0.10 | 150.856 | 150.468 | 150.878 | 1479.40 | 2000215.89 |
| 11813 | 2023.11.08 14:35 | buy | 2954 | 0.10 | 150.832 | 0.000 | 0.000 | ||
| 11814 | 2023.11.08 14:35 | modify | 2954 | 0.10 | 150.832 | 150.592 | 0.000 | ||
| 11815 | 2023.11.08 14:35 | modify | 2954 | 0.10 | 150.832 | 150.592 | 151.002 | ||
| 11816 | 2023.11.08 19:42 | t/p | 2954 | 0.10 | 151.005 | 150.592 | 151.002 | 1729.40 | 2001945.29 |
| 11817 | 2023.11.08 22:10 | buy | 2955 | 0.10 | 150.950 | 0.000 | 0.000 | ||
| 11818 | 2023.11.08 22:10 | modify | 2955 | 0.10 | 150.950 | 150.710 | 0.000 | ||
| 11819 | 2023.11.08 22:10 | modify | 2955 | 0.10 | 150.950 | 150.710 | 151.120 | ||
| 11820 | 2023.11.09 05:55 | close | 2955 | 0.10 | 150.993 | 150.710 | 151.120 | 714.95 | 2002660.24 |
| 11821 | 2023.11.09 12:09 | buy | 2956 | 0.10 | 151.088 | 0.000 | 0.000 | ||
| 11822 | 2023.11.09 12:09 | modify | 2956 | 0.10 | 151.088 | 150.848 | 0.000 | ||
| 11823 | 2023.11.09 12:09 | modify | 2956 | 0.10 | 151.088 | 150.848 | 151.258 | ||
| 11824 | 2023.11.09 14:55 | s/l | 2956 | 0.10 | 150.847 | 150.848 | 151.258 | -2410.60 | 2000249.64 |
| 11825 | 2023.11.10 00:30 | buy | 2957 | 0.16 | 151.309 | 0.000 | 0.000 | ||
| 11826 | 2023.11.10 00:30 | modify | 2957 | 0.16 | 151.309 | 151.069 | 0.000 | ||
| 11827 | 2023.11.10 00:30 | modify | 2957 | 0.16 | 151.309 | 151.069 | 151.479 | ||
| 11828 | 2023.11.10 10:33 | t/p | 2957 | 0.16 | 151.474 | 151.069 | 151.479 | 2639.04 | 2002888.68 |
| 11829 | 2023.11.10 10:58 | buy | 2958 | 0.10 | 151.398 | 0.000 | 0.000 | ||
| 11830 | 2023.11.10 10:58 | modify | 2958 | 0.10 | 151.398 | 151.158 | 0.000 | ||
| 11831 | 2023.11.10 10:58 | modify | 2958 | 0.10 | 151.398 | 151.158 | 151.568 | ||
| 11832 | 2023.11.10 17:20 | t/p | 2958 | 0.10 | 151.564 | 151.158 | 151.568 | 1659.40 | 2004548.08 |
| 11833 | 2023.11.10 19:09 | buy | 2959 | 0.10 | 151.539 | 0.000 | 0.000 | ||
| 11834 | 2023.11.10 19:09 | modify | 2959 | 0.10 | 151.539 | 151.299 | 0.000 | ||
| 11835 | 2023.11.10 19:09 | modify | 2959 | 0.10 | 151.539 | 151.299 | 151.709 | ||
| 11836 | 2023.11.13 00:51 | close | 2959 | 0.10 | 151.580 | 151.299 | 151.709 | 504.58 | 2005052.67 |
| 11837 | 2023.11.13 07:06 | buy | 2960 | 0.10 | 151.728 | 0.000 | 0.000 | ||
| 11838 | 2023.11.13 07:06 | modify | 2960 | 0.10 | 151.728 | 151.488 | 0.000 | ||
| 11839 | 2023.11.13 07:06 | modify | 2960 | 0.10 | 151.728 | 151.488 | 151.898 | ||
| 11840 | 2023.11.13 08:24 | close | 2960 | 0.10 | 151.847 | 151.488 | 151.898 | 1189.40 | 2006242.07 |
| 11841 | 2023.11.13 09:24 | buy | 2961 | 0.10 | 151.733 | 0.000 | 0.000 | ||
| 11842 | 2023.11.13 09:24 | modify | 2961 | 0.10 | 151.733 | 151.493 | 0.000 | ||
| 11843 | 2023.11.13 09:24 | modify | 2961 | 0.10 | 151.733 | 151.493 | 151.903 | ||
| 11844 | 2023.11.13 14:41 | t/p | 2961 | 0.10 | 151.897 | 151.493 | 151.903 | 1639.40 | 2007881.47 |
| 11845 | 2023.11.16 00:00 | buy | 2962 | 0.10 | 151.210 | 0.000 | 0.000 | ||
| 11846 | 2023.11.16 00:00 | modify | 2962 | 0.10 | 151.210 | 150.970 | 0.000 | ||
| 11847 | 2023.11.16 00:00 | modify | 2962 | 0.10 | 151.210 | 150.970 | 151.380 | ||
| 11848 | 2023.11.16 07:07 | t/p | 2962 | 0.10 | 151.390 | 150.970 | 151.380 | 1799.40 | 2009680.87 |
| 11849 | 2023.11.16 08:51 | buy | 2963 | 0.10 | 151.320 | 0.000 | 0.000 | ||
| 11850 | 2023.11.16 08:51 | modify | 2963 | 0.10 | 151.320 | 151.080 | 0.000 | ||